Validus Holdings, Ltd. December 31, 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 | |||||||||||
88579YAD3 | 3M CO CORP BND | 5,032,167 | 5,116,785.72 | 5,075,000.00 | 5,059,718.59 | 57,067.13 | 8,599.05 | — | — | 1.375 | 1.5511 | Mar-Sep | 17,832.99 | 69,781.26 | 9262011 | 9292016 | |||||||||||||||
03763KAB2 | AASET_14-1 ABS_14-1 A | 2 | 3,000,000 | 2,992,500 | 3,000,000.00 | 3,000,000 | (7,500 | ) | — | — | — | 5.125 | 5.1790 | Monthly | 0 | — | 11212014 | 12152029 | |||||||||||||
BRSLX0WL6 | ABBEY NATIONAL TREASURY SERVIC SECURED LOCAL BND EMTN | D | 1,455,929.03 | 1,390,540.12 | 890,000.00 | 1,456,603.98 | (66,063.86 | ) | 834.03 | — | (70,282.94 | ) | 0.85563 | 0.9056 | J-A-J-O | 0 | 14,541.68 | 1132014 | 1202017 | ||||||||||||
00287YAJ8 | ABBVIE INC SENIOR CORP BND | 3,992,851.97 | 3,996,868.89 | 4,000,000.00 | 3,995,172.89 | 1,696 | 1,639.40 | — | — | 1.75 | 1.7937 | May-Nov | 10,694.45 | 70,000 | 8092013 | 11062017 | |||||||||||||||
00084DAH3 | ABN AMRO BANK NV SENIOR CORP BND 144A | F | 5,000,000 | 5,035,699.45 | 5,000,000.00 | 5,000,000 | 35,699.45 | — | — | — | 1.0331 | 1.0331 | J-A-J-O | 9,085.56 | 52,348.18 | 10232013 | 10282016 | ||||||||||||||
BRSMDQNY1 | ACCELLENT INC | 3,858,583.25 | 3,784,614.21 | 3,858,583.25 | 3,858,583.25 | (73,969.04 | ) | — | — | — | — | — | M-J-S-D | 0 | 112,680.55 | ||||||||||||||||
00432CCM1 | ACCESS GROUP INC ACCSS_05-2 ABS 05-2 | 2 | 1,506,034.45 | 1,537,290.36 | 1,546,633.58 | 1,522,744.98 | 14,545.38 | 16,614.14 | — | — | 0.4129 | 1.2884 | F-M-A-N | 909.89 | 7,396.52 | 8082012 | 11222024 | ||||||||||||||
00507UAD3 | ACTAVIS FUNDING SCS SENIOR CORP BND | F | 9,707,707.38 | 9,571,033.9 | 9,715,000.00 | 9,708,009.85 | (136,975.95 | ) | 448.03 | — | — | 2.45 | 2.4679 | Jun-Dec | 0 | 40,072.45 | 11132014 | 6152019 | |||||||||||||
942683AG8 | ACTAVIS INC SENIOR CORP BND | 248,442.5 | 248,647.16 | 250,000.00 | 248,571.67 | 75.49 | 129.17 | — | — | 1.875 | 2.0901 | Apr-Oct | 0 | 1,171.88 | 9272012 | 10012017 | |||||||||||||||
BRSM9GPX8 | ADS WASTE HOLDINGS INC SENIOR SECURED TERM NOTE | 2 | 8,740,117.25 | 8,510,689.17 | 8,740,117.25 | 8,740,117.25 | (229,428.08 | ) | — | — | — | — | — | F-M-A-N | 0 | 253,785.56 | 4012014 | 10092019 | |||||||||||||
00101JAE6 | ADT CORP SENIOR CORP BND | 3,984,328.45 | 3,870,000 | 4,000,000.00 | 3,985,249.7 | (115,249.7 | ) | 1,231.09 | — | — | 2.25 | 2.2358 | Jan-Jul | 56,025.00 | 84,075 | 4302013 | 7152017 | ||||||||||||||
BRSP16455 | ADVANTAGE SALES & MARKETING IN | 40,493.64 | 40,214.9 | 40,544.32 | 40,495.47 | (280.57 | ) | 1.83 | — | — | — | 0.0181 | M-J-S-D | 0 | 328.87 | ||||||||||||||||
BRSHXEJA4 | AFFINIA GROUP SENIOR SECURED TERM LOAN | 2 | 397,468.88 | 394,734.85 | 397,966.34 | 397,563.39 | (2,828.54 | ) | 1,043.42 | — | — | — | 0.0188 | M-J-S-D | 0 | 43,638.96 | 6052013 | 4272020 | |||||||||||||
02640FAG3 | AGFMT_10-1 WHOLE CMO 10-1 144A | 2 | 4,129,125 | 4,105,292.1 | 3,900,000.00 | 4,097,472.97 | 7,819.13 | (31,652.03 | ) | — | — | 5.65 | 1.4342 | Monthly | 0 | 43,457.92 | 10152014 | 3252058 | |||||||||||||
00432CAZ4 | AGSL_03-1 ABS 03-1-2003-1 | 2 | 360,500 | 390,711.6 | 400,000.00 | 374,984.95 | 15,726.65 | 5,901.04 | — | — | 1.6518857 | 2.6374 | Monthly | 565.75 | 4,562.32 | 3292010 | 12262035 | ||||||||||||||
00432CBB6 | AGSL_03-1 ABS_03-1-2003-1 | 2 | 311,937.5 | 344,629.6 | 350,000.00 | 323,577.87 | 21,051.73 | 4,738.42 | — | — | 1.621 | 2.5700 | Monthly | 303.71 | 4,314.78 | 3292010 | 12262035 | ||||||||||||||
00432CBP5 | AGSL_03-1 ABS_04-1-2004-1 | 2 | 435,625 | 491,727 | 500,000.00 | 454,823.29 | 36,903.71 | 7,562.01 | — | — | 1.5947893 | 2.7128 | Monthly | 694.79 | 6,811.18 | 3292010 | 12272032 | ||||||||||||||
02665VAA1 | AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A | 2 | 1,580,763.08 | 1,560,050.35 | 1,580,763.08 | 1,580,763.08 | (20,712.73 | ) | — | — | — | 1.25 | 1.2533 | Monthly | 0 | 12,427.21 | 5132014 | 6172031 | |||||||||||||
BRSHLJUD7 | AI CHEM & CY SCA | 340,171.44 | 338,745.8 | 341,880.85 | 340,625.77 | (1,879.97 | ) | 700.93 | — | — | — | 0.0763 | J-A-J-O | 0 | 28,204.1 | ||||||||||||||||
L0001UAC3 | AI CHEM & CY US ACQUICO INC SENIOR SECURED TERM NOTES | E | 2 | 176,498.59 | 175,758.89 | 177,385.52 | 176,734.32 | (975.43 | ) | 363.69 | — | — | — | 0.0763 | M-J-S-D | 0 | 14,633.78 | 3122013 | 10032019 | ||||||||||||
903724AK8 | AID-UKRAINE AGENCY BND | F | 4,285,000 | 4,317,137.5 | 4,285,000.00 | 4,285,000 | 32,137.5 | — | — | — | 1.844 | 1.8440 | May-Nov | 0 | 49,384.63 | 5142014 | 5162019 | ||||||||||||||
009158AQ9 | AIR PRODUCTS AND CHEMICALS INC | 1,544,936.3 | 1,511,540.72 | 1,490,000.00 | 1,515,932.37 | (4,391.65 | ) | (16,155.28 | ) | — | — | 2 | 0.8929 | Feb-Aug | 12,333.89 | 29,800 |
009349AF8 | AIRCRAFT LEASE SECURITISATION | 684,572.07 | 697,873.33 | 709,401.10 | 698,108.18 | (234.85 | ) | 25,302.37 | — | — | 0.417 | 3.5640 | Monthly | 354.68 | 3,926.44 | ||||||||||||||||
BRSR05RF7 | AIRXCEL, INC. REVOLVE LOAN | 6,796,875 | 6,762,890.63 | 6,796,875.00 | 6,796,875 | (33,984.37 | ) | — | — | — | — | — | May-Nov | 0 | 88,876.95 | 11192014 | 11182019 | ||||||||||||||
010392FH6 | ALABAMA POWER COMPANY | 3,345,913 | 3,348,693.5 | 3,350,000.00 | 3,348,921.82 | (228.32 | ) | 3,290.22 | — | — | 0.55 | 0.5911 | Apr-Oct | 9,666.25 | 44,466.74 | ||||||||||||||||
010606AM3 | ALABAMA ST PUB HEALTH CARE AUT | 1,520,981.2 | 1,509,836.8 | 1,480,000.00 | 1,509,573.39 | 263.41 | (11,407.81 | ) | — | — | 4 | 0.9670 | Mar-Sep | 0 | 14,800 | ||||||||||||||||
010606AP6 | ALABAMA ST PUB HEALTH CARE AUT | 1,715,752.75 | 1,704,764.75 | 1,675,000.00 | 1,704,424.63 | 340.12 | (11,328.12 | ) | — | — | 4.125 | 1.4505 | Mar-Sep | 0 | 17,273.44 | ||||||||||||||||
BRSCE52V7 | ALERE INC SENIOR SECURED TERM LOAN | 6,171,224.93 | 6,170,789 | 6,210,911.49 | 6,188,545.81 | (17,756.81 | ) | 7,217.76 | — | — | — | 0.1425 | M-J-S-D | 0 | 238,935.43 | 7012014 | 6302017 | ||||||||||||||
01609WAB8 | ALIBABA GROUP HOLDING LTD SENIOR CORP BND 144A | F | 1 | 4,983,640 | 4,923,465.35 | 5,000,000.00 | 4,983,929.95 | (60,464.6 | ) | 324.11 | — | — | 2.5 | 2.5702 | May-Nov | 0 | 12,650 | 11212014 | 11282019 | ||||||||||||
018490AP7 | ALLERGAN INC/UNITED STATES | 2,912,580 | 2,905,208.82 | 3,000,000.00 | 2,918,861.13 | (13,652.31 | ) | 6,674.49 | — | — | 1.35 | 2.2301 | Mar-Sep | 6,757.50 | 23,385 | ||||||||||||||||
BRSJKR5A0 | ALLFLEX HOLDINGS SENIOR SECURED TERM LOAN | R | 1,379,709.29 | 1,363,477.5 | 1,386,000.00 | 1,380,460.26 | (16,982.76 | ) | 782.75 | — | — | — | 0.0712 | M-J-S-D | 0 | 44,873.32 | 4012014 | 7172020 | |||||||||||||
BRSHFDW29 | ALLIANCE LAUNDRY SYST LLC SENIOR SECURED TERM NOTES | 2 | 395,507.94 | 394,040.4 | 397,184.11 | 395,876.89 | (1,836.49 | ) | 654.99 | — | — | — | 0.0825 | M-J-S-D | 0 | 31,277.5 | 11202013 | 12102018 | |||||||||||||
BRSM7G8J0 | ALLIED SECURITY HOLDINGS LLC SENIOR SECURED TERM NOTES | 1,878,825.55 | 1,860,537.69 | 1,888,266.89 | 1,879,953.93 | (19,416.24 | ) | 1,196.24 | — | — | — | 0.0711 | M-J-S-D | 0 | 64,330.12 | 2122014 | 2122021 | ||||||||||||||
BRSKDJZL6 | ALLISON TRANSMISSION INC SENIOR SECURED TERM NOTES | 1,471,078.69 | 1,459,516.41 | 1,472,667.33 | 1,471,416.49 | (11,900.08 | ) | 3,430.44 | — | — | — | 0.0180 | M-J-S-D | 0 | 145,329.22 | 9302013 | 8232019 | ||||||||||||||
02005TAD9 | ALLYA _11-1 ABS_11-1 A4 | 2 | 416,043.09 | 416,355.31 | 416,080.70 | 416,037.04 | 318.27 | 201.48 | — | — | 2.23 | 2.2418 | Monthly | 4,459.19 | 50,712.05 | 2042011 | 3152016 | ||||||||||||||
02006VAC5 | ALLYA _14-3 SENIOR ABS _14-3-A3 | 2 | 4,584,215.05 | 4,575,637.43 | 4,585,000.00 | 4,584,231.22 | (8,593.79 | ) | 16.17 | — | — | 1.28 | 1.2931 | Monthly | 0 | 2,282.31 | 12102014 | 6172019 | |||||||||||||
02005YAE6 | ALLYA_12-1 ABS_12-1 A3 | 2 | 20,570.09 | 20,464.11 | 20,459.00 | 20,467.89 | (3.78 | ) | (1,699.50 | ) | — | — | 0.93 | 0.4966 | Monthly | 296.59 | 3,155.39 | 2222013 | 2162016 | ||||||||||||
02005EAC4 | ALLYA_12-3 ABS 12-3 | 2 | 887,263.01 | 888,154.84 | 887,294.16 | 887,282.77 | 872.07 | 51.50 | — | — | 0.85 | 0.8524 | Monthly | 1,133.33 | 16,126.71 | 5222012 | 8152016 | ||||||||||||||
02006MAC5 | ALLYA_13-2 ABS 13-2 A3 | 2 | 984,961.19 | 985,064.85 | 985,000.00 | 984,975.68 | 89.17 | 13.20 | — | — | 0.79 | 0.7926 | Monthly | 345.85 | 7,781.52 | 10232013 | 1152018 | ||||||||||||||
02006WAC3 | ALLYA_14_2 ABS_14_2-A3 | 2 | 7,498,624.5 | 7,503,759.38 | 7,500,000.00 | 7,498,761.78 | 4,997.6 | 137.28 | — | — | 1.25 | 1.2604 | Monthly | 0 | 25,260.42 | 9172014 | 4152019 | ||||||||||||||
00164BAG2 | ALM_7R-2 MEZZANIN ABS 7R-2 144A | F | 2 | 952,000 | 965,000 | 1,000,000.00 | 953,349.62 | 11,650.38 | 1,349.62 | — | — | 3.6828 | 4.6158 | J-A-J-O | 0 | 7,365.58 | 10162014 | 4242024 | |||||||||||||
BRSJ9AL38 | ALPHA NATURAL RESOURCES INC SENIOR SECURED TERM LOAN | 2 | 2,424,417 | 2,058,927 | 2,436,600.00 | 2,427,210.59 | (368,283.59 | ) | 1,850.70 | — | — | — | 0.0706 | M-J-S-D | 0 | 91,306.87 | 5202013 | 5222020 | |||||||||||||
021441AD2 | ALTERA CORPORATION | 1,397,858 | 1,403,907.16 | 1,400,000.00 | 1,398,966.01 | 4,941.15 | 758.87 | — | — | 1.75 | 1.7820 | May-Nov | 6,540.62 | 43,996.7 | |||||||||||||||||
02209SAT0 | ALTRIA GROUP INC SENIOR CORP BND | 1 | 4,246,557.5 | 4,247,582.09 | 4,250,000.00 | 4,246,570.98 | 1,011.11 | 13.48 | — | — | 2.625 | 2.6411 | Jan-Jul | 0 | 14,565.09 | 11102014 | 1142020 | ||||||||||||||
023135AK2 | AMAZON.COM INC | 3,041,704 | 3,047,285.5 | 3,050,000.00 | 3,047,478.33 | (192.83 | ) | 2,772.41 | — | — | 0.65 | 0.7420 | May-Nov | 1,872.36 | 19,825 | ||||||||||||||||
BRSJ1HUF4 | AMC ENTERTAINMENT INC. SENIOR SECURED TERM LOAN | 2 | 3,773,168.42 | 3,730,613.91 | 3,782,625.00 | 3,775,397.7 | (44,783.79 | ) | 1,441.38 | — | — | — | 0.0354 | M-J-S-D | 0 | 135,081.25 | 4232013 | 4302020 | |||||||||||||
03065EAD7 | AMCAR_13-5 BAS_13-5 A3 | 2 | 439,939.85 | 439,466.58 | 440,000.00 | 439,965.91 | (499.33 | ) | 23.96 | — | — | 0.9 | 0.9070 | Monthly | 242.00 | 3,971 | 11052013 | 9102018 | |||||||||||||
03062AAD8 | AMCAR_14-3 ABS _14-3-A3 | 2 | 869,975.81 | 866,334.46 | 870,000.00 | 869,976.73 | (3,642.27 | ) | 0.92 | — | — | 1.15 | 1.1530 | Monthly | 0 | 3,446.17 | 8202014 | 6102019 | |||||||||||||
BRSJQMFE6 | AMERICAN AIRLINES GROUP INC SENIOR SECURED TERM LOAN | 3,203,415.04 | 3,191,286.49 | 3,219,456.74 | 3,206,913.49 | (15,627 | ) | 5,829.14 | — | — | — | 0.0858 | M-J-S-D | 0 | 231,132.14 | 9302013 | 6272019 |
025537AF8 | AMERICAN ELECTRIC POWER COMPAN | 499,995 | 497,020.72 | 500,000.00 | 499,999.19 | (2,978.47 | ) | 4.19 | — | — | 1.65 | 1.6501 | Jun-Dec | 0 | 2,062.5 | ||||||||||||||||
BRSNZFZ18 | AMERICAN ENERGY MARCELLUS LLC SENIOR SECURED TERM NOTES | 1 | 217,486.33 | 193,077.59 | 218,579.23 | 217,554.41 | (24,476.82 | ) | 68.08 | — | — | — | 0.0829 | M-J-S-D | 0 | 2,486.33 | 7092014 | 8042020 | |||||||||||||
025816BJ7 | AMERICAN EXPRESS COMPANY | 15,463,750 | 15,568,870 | 15,430,000.00 | 15,463,250.43 | 105,619.57 | (499.57 | ) | — | — | 5.2 | 5.1962 | May-Nov | 0 | 104,567.66 | ||||||||||||||||
02582JGW4 | AMERICAN EXPRESS CREDIT ACCOUN ABS 14-4 A | 2 | 3,864,693.12 | 3,853,904.13 | 3,865,000.00 | 3,864,703.74 | (10,799.61 | ) | 10.62 | — | — | 1.43 | 1.4370 | Monthly | 0 | 6,448.11 | 11122014 | 6152020 | |||||||||||||
0258M0DK2 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND | 995,980 | 996,744.23 | 1,000,000.00 | 996,202.86 | 541.37 | 635.95 | — | — | 2.125 | 2.2199 | Mar-Sep | 0 | 28,305 | 3132014 | 3182019 | |||||||||||||||
0258M0DR7 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND | 3,465,350.2 | 3,467,273.16 | 3,470,000.00 | 3,465,770 | 1,503.16 | 419.80 | — | — | 1.55 | 1.5960 | Mar-Sep | 0 | 14,641.47 | 9182014 | 9222017 | |||||||||||||||
0258M0DD8 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND MTN | 1,027,420 | 1,020,678.56 | 1,000,000.00 | 1,024,619.63 | (3,941.07 | ) | (2,800.37 | ) | — | — | 2.375 | 1.2501 | Mar-Sep | 0 | 5,937.5 | 3212012 | 3242017 | |||||||||||||
0258M0DP1 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND MTN | 992,210 | 997,547.07 | 1,000,000.00 | 992,600.26 | 4,946.81 | 390.26 | — | — | 2.25 | 2.4201 | Feb-Aug | 0 | 5,625 | 8122014 | 8152019 | |||||||||||||||
02665WAH4 | AMERICAN HONDA FINANCE CORPORA CORP BND MTN | 4,990,750 | 5,009,585.2 | 5,000,000.00 | 4,991,202.96 | 18,382.24 | 452.96 | — | — | 2.25 | 2.2903 | Feb-Aug | 0 | 28,125 | 9092014 | 8152019 | |||||||||||||||
02666QM26 | AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND 144A | 1,992,800 | 1,991,145.32 | 2,000,000.00 | 1,993,332.61 | (2,187.29 | ) | 532.61 | — | — | 1.6 | 1.7099 | Feb-Aug | 0 | 8,000 | 2122013 | 2162018 | ||||||||||||||
02666QM59 | AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND 144A | 5,000,000 | 5,009,450.15 | 5,000,000.00 | 5,000,000 | 9,450.15 | — | — | — | 0.60935 | 0.6094 | F-M-A-N | 3,058.00 | 30,823.2 | 5222013 | 5262016 | |||||||||||||||
03027XAC4 | AMERICAN TOWER CORPORATION SENIOR CORP BND | 510,810 | 508,350.72 | 500,000.00 | 510,227.57 | (1,876.85 | ) | (582.43 | ) | — | — | 3.4 | 2.8701 | Feb-Aug | 0 | 4,250 | 8142013 | 2152019 | |||||||||||||
03064JAC9 | AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2 | 2 | 644,871.19 | 644,851.65 | 645,000.00 | 644,964.42 | (112.77 | ) | 56.49 | — | — | 0.65 | 0.6594 | Monthly | 267.85 | 4,192.56 | 4032013 | 12082017 | |||||||||||||
031162BU3 | AMGEN INC | 1,988,620 | 1,984,556.58 | 2,000,000.00 | 1,989,041.13 | (4,484.55 | ) | 421.13 | — | — | 2.2 | 2.3321 | May-Nov | 0 | 7,455.56 | ||||||||||||||||
031162BF6 | AMGEN INC | 5,114,950 | 5,074,895.1 | 5,000,000.00 | 5,097,927.1 | (23,032 | ) | (17,022.90 | ) | — | — | 2.3 | 0.9399 | Jun-Dec | 0 | 28,750 | |||||||||||||||
02005ACC0 | AMOT 2013-2 ABS 12-1 | 2 | 2,499,806.75 | 2,502,300 | 2,500,000.00 | 2,499,705.09 | 2,594.91 | (158.52 | ) | — | — | 1.44 | 1.4430 | Monthly | 1,600.00 | 36,000 | 2152012 | 2152017 | |||||||||||||
02587UAB6 | AMXCA_12-5 ABS 12-5 | 2 | 1,149,890.64 | 1,150,540.5 | 1,150,000.00 | 1,149,970.41 | 570.09 | 37.29 | — | — | 0.59 | 0.5940 | Monthly | 301.56 | 6,785.04 | 11012012 | 5152018 | ||||||||||||||
02582JGJ3 | AMXCA_13-3 ABS_13-3 A | 2 | 5,459,374.29 | 5,457,009.51 | 5,460,000.00 | 5,459,500.19 | (2,490.68 | ) | 107.17 | — | — | 0.98 | 0.9841 | Monthly | 2,378.13 | 53,508 | 11052013 | 5152019 | |||||||||||||
02582JGD6 | AMXCA-12 ABS_ | 2 | 12,068,322.28 | 12,044,146.12 | 12,035,000.00 | 12,049,962.85 | (5,816.73 | ) | (18,359.43 | ) | — | — | 0.68 | 0.4761 | Monthly | 0 | 61,377.81 | 3282014 | 3152018 | ||||||||||||
034863AM2 | ANGLO AMERICAN CAPITAL PLC | 1,743,367.5 | 1,756,596.28 | 1,750,000.00 | 1,743,960.64 | 12,635.64 | 593.14 | — | — | 4.125 | 4.1880 | Apr-Oct | 0 | 51,333.33 | |||||||||||||||||
034863AE0 | ANGLO AMERICAN CAPITAL PLC | 4,989,050 | 5,054,214.5 | 5,000,000.00 | 4,994,891.88 | 59,322.62 | 2,172.27 | — | — | 2.625 | 2.6720 | Apr-Oct | 32,083.33 | 131,250 | |||||||||||||||||
035242AC0 | ANHEUSER-BUSCH INBEV FINANCE I | 5,128,055.1 | 5,149,995.5 | 5,210,000.00 | 5,137,095.53 | 12,899.97 | 9,040.43 | — | — | 1.25 | 1.6183 | Jan-Jul | 0 | 27,355.89 | |||||||||||||||||
035242AE6 | ANHEUSER-BUSCH INBEV FINANCE I | 9,729,785 | 9,766,633.6 | 9,750,000.00 | 9,733,029.03 | 33,604.57 | 5,967.50 | — | — | 2.15 | 2.1919 | Feb-Aug | 0 | 334,490.29 | |||||||||||||||||
03523TAT5 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 5,807,754 | 5,447,034 | 5,400,000.00 | 5,446,720.12 | 313.88 | (169,633.50 | ) | — | — | 3.625 | 0.5879 | Apr-Oct | 43,238.19 | 204,434.9 | 10092012 | 4152015 | ||||||||||||||
03523TBN7 | ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CORP BND | 12,760,736.5 | 12,774,019.53 | 12,775,000.00 | 12,771,834.01 | 2,185.52 | 2,688.70 | — | — | 1.375 | 1.2503 | Jan-Jul | 97,164.77 | 155,655.74 | 7152014 | 7152017 | |||||||||||||||
00182EAT6 | ANZ NATIONAL INTERNATIONAL LTD SENIOR CORP BND 144A | F | 5,000,000 | 5,004,239.6 | 5,000,000.00 | 5,000,000 | 4,239.6 | — | — | — | 0.7531 | 0.7531 | J-A-J-O | 0 | 31,744.72 | 2202014 | 4272017 | ||||||||||||||
037833AQ3 | APPLE INC | 5,064,200 | 5,040,236.3 | 5,000,000.00 | 5,061,788.17 | (21,551.87 | ) | (2,411.83 | ) | — | — | 2.1 | 1.8030 | May-Nov | 0 | 18,375 |
037833AJ9 | APPLE INC | 14,864,945.2 | 14,646,273.96 | 14,920,000.00 | 14,882,932.6 | (236,658.64 | ) | 13,082.22 | — | — | 1 | 1.0760 | May-Nov | 32,093.33 | 180,033.33 | ||||||||||||||||
037833AG5 | APPLE INC | 15,260,000 | 15,270,223.28 | 15,260,000.00 | 15,260,000 | 10,223.28 | — | — | — | 0.48235 | 0.4824 | F-M-A-N | 12,304.65 | 74,854.72 | |||||||||||||||||
BRS9PGQM2 | ARAMARK CORPORATION LOAN TERM | 2 | 216,407.28 | 214,489.07 | 215,973.89 | 216,116.66 | (1,627.59 | ) | (91.15 | ) | — | — | — | (0.0416 | ) | J-A-J-O | 0 | 9,939.27 | 11012011 | 7262016 | |||||||||||
039483AY8 | ARCHER-DANIELS-MIDLAND COMPANY | 2,747,631.25 | 2,537,785.48 | 2,275,000.00 | 2,556,519.03 | (18,733.55 | ) | (85,255.54 | ) | — | — | 5.45 | 1.4780 | Mar-Sep | 36,507.43 | 123,987.5 | |||||||||||||||
BRSG9SY49 | ARDENT MEDICAL SENIOR SECURED TERM LOAN | 2 | 1,632,482.7 | 1,650,522.45 | 1,648,972.42 | 1,638,442.67 | 12,079.78 | 4,975.39 | — | — | — | 0.1805 | F-M-A-N | 0 | 126,210.85 | 11192012 | 7022018 | ||||||||||||||
00205BAA6 | ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B 144A | 2 | 2,388,866.55 | 2,387,958.73 | 2,388,866.55 | 2,388,866.55 | (907.82 | ) | — | — | — | 0.4608 | 0.4612 | Monthly | 873.46 | 14,786.82 | 10162012 | 1152021 | |||||||||||||
040484EV5 | ARIZONA BRD REGENTS UNIV ARIZ | 1,275,987.5 | 1,272,312.5 | 1,250,000.00 | 1,273,548 | (1,235.5 | ) | (2,439.50 | ) | — | — | 1.94 | 1.1467 | Jun-Dec | 0 | 6,062.5 | |||||||||||||||
040484JY4 | ARIZONA BRD REGENTS UNIV ARIZ | 1,654,640.8 | 1,680,740.4 | 1,420,000.00 | 1,648,766.04 | 31,974.36 | (5,874.76 | ) | — | — | 5 | 2.8691 | Feb-Aug | 0 | 17,750 | ||||||||||||||||
04057PJL3 | ARIZONA SCH FACS BRD CTFS PART MUNITAX BND REV | 2,175,000 | 2,187,288.75 | 2,175,000.00 | 2,175,000 | 12,288.75 | — | — | — | 1.474 | 1.4740 | Mar-Sep | 0 | 17,098.4 | 6042014 | 9012017 | |||||||||||||||
040688ME0 | ARIZONA WTR INFRASTRUCTURE FIN | 2,509,725 | 2,508,575 | 2,500,000.00 | 2,508,910.89 | (335.89 | ) | (814.11 | ) | — | — | 1.413 | 1.2805 | Apr-Oct | 0 | 8,831.25 | |||||||||||||||
041036BU7 | ARKANSAS RIVER PWR AUTH COLO | 1,437,603.3 | 1,428,061.5 | 1,395,000.00 | 1,426,806.54 | 1,254.96 | (10,796.76 | ) | — | — | 5.25 | 2.1550 | Apr-Oct | 0 | 18,309.38 | ||||||||||||||||
045167CQ4 | ASIAN DEVELOPMENT BANK | 702,479.78 | 702,444.62 | 703,000.00 | 702,562.92 | (118.3 | ) | 83.14 | — | — | 0.75 | 0.7810 | Feb-Aug | 0 | 2,050.42 | ||||||||||||||||
045167CH4 | ASIAN DEVELOPMENT BANK | 750,000 | 749,880.01 | 750,000.00 | 750,000 | (119.99 | ) | — | — | — | 0.1695 | 0.1695 | Monthly | 6.96 | 1,298.68 | ||||||||||||||||
046353AF5 | ASTRAZENECA PLC | 1,978,460 | 1,977,172.24 | 2,000,000.00 | 1,979,523.5 | (2,351.26 | ) | 1,063.50 | — | — | 1.95 | 2.1799 | Mar-Sep | 0 | 9,750 | ||||||||||||||||
00206RAW2 | AT&T INC CORP BND | 6,694,297.5 | 6,788,849.5 | 6,625,000.00 | 6,645,090.1 | 143,759.4 | (14,206.52 | ) | — | — | 2.95 | 2.7229 | May-Nov | 24,972.57 | 195,437.5 | 2222012 | 5152016 | ||||||||||||||
00206RAT9 | AT&T INC CORP BND | O | 948,023.93 | 941,669.49 | 550,000.00 | 946,108.92 | (4,439.43 | ) | (1,915.01 | ) | — | (6,088.96 | ) | 5.875 | 1.6103 | April | 0 | 2,778.6 | 12102014 | 4282017 | |||||||||||
00206RBR2 | AT&T INC CORP BND | 3,024,157.25 | 3,020,716 | 3,025,000.00 | 3,025,030.08 | (4,314.08 | ) | 93.17 | — | — | 0.9 | 0.9220 | Feb-Aug | 12,162.50 | 31,656.25 | 2072013 | 2122016 | ||||||||||||||
00206RCC4 | AT&T INC SENIOR CORP BND | 3,010,080 | 2,999,239.89 | 3,000,000.00 | 3,009,532.75 | (10,292.86 | ) | (547.25 | ) | — | — | 2.3 | 2.2201 | Mar-Sep | 0 | 17,250 | 3052014 | 3112019 | |||||||||||||
047870CY4 | ATLANTA GA (CITY OF) | 6,949,070 | 7,026,155 | 5,710,000.00 | 6,929,958.89 | 96,196.11 | (19,111.11 | ) | — | — | 5.5 | 3.4279 | May-Nov | 0 | 78,512.5 | ||||||||||||||||
05178RAA3 | AURORA MILITARY HOUSING MUNI BND 144A | 2 | 1,165,681 | 1,165,681 | 1,100,000.00 | 1,163,371.93 | 2,309.07 | (8,280.07 | ) | — | — | 5.32 | 4.2156 | Jun-Dec | 0 | 15,723.56 | 12082005 | 12152020 | |||||||||||||
05252EAB9 | AUST & NZ BANK GROUP LOCAL BND 144A | F | 3,093,738 | 3,113,311.4 | 3,100,000.00 | 3,098,430.69 | 14,880.71 | 3,042.75 | — | — | 1 | 1.0670 | Apr-Oct | 15,111.11 | 46,308.33 | 9042012 | 10062015 | ||||||||||||||
052409BV0 | AUSTIN TEX CONVENTION ENTERPRI | 1,642,268.25 | 1,632,046.5 | 1,575,000.00 | 1,628,852.34 | 3,194.16 | (13,415.91 | ) | — | — | 5.25 | 1.7850 | Jan-Jul | 0 | 20,671.87 | ||||||||||||||||
052476L48 | AUSTIN TX (CITY OF) | 72,048.2 | 71,213.1 | 70,000.00 | 71,213.46 | (0.36 | ) | (834.74 | ) | — | — | 5 | 0.3097 | May-Nov | 0 | 875 | |||||||||||||||
0523966L7 | AUSTIN TX (CITY OF) | 201,750 | 202,112 | 200,000.00 | 201,663.34 | 448.66 | (86.66 | ) | — | — | 2.108 | 1.9206 | Mar-Sep | 0 | 1,042.29 | ||||||||||||||||
0523966K9 | AUSTIN TX (CITY OF) | 315,677.25 | 313,749.45 | 315,000.00 | 315,635.08 | (1,885.63 | ) | (42.17 | ) | — | — | 1.758 | 1.7009 | Mar-Sep | 0 | 1,369.04 | |||||||||||||||
0523966M5 | AUSTIN TX (CITY OF) | 386,563.1 | 389,908.75 | 385,000.00 | 386,501.56 | 3,407.19 | (61.54 | ) | — | — | 2.384 | 2.3101 | Mar-Sep | 0 | 2,269.11 | ||||||||||||||||
052476J25 | AUSTIN TX (CITY OF) | 1,463,054.4 | 1,445,758.8 | 1,420,000.00 | 1,445,503.35 | 255.45 | (17,551.05 | ) | — | — | 5 | 0.1446 | May-Nov | 0 | 17,750 |
05253JAC5 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR CORP BND | F | 774,550.5 | 766,259.55 | 775,000.00 | 774,693.47 | (8,433.92 | ) | 88.10 | — | — | 1.45 | 1.4621 | May-Nov | 1,435.90 | 11,237.5 | 5092013 | 5152018 | |||||||||||||
05253JAB7 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR CORP BND | R | 2,896,839 | 2,905,518.99 | 2,900,000.00 | 2,898,815.94 | 6,703.05 | 2,784.83 | — | — | 0.9 | 0.9369 | Feb-Aug | 30,927.50 | 69,075 | 2062013 | 2122016 | ||||||||||||||
BRSJL0RC0 | AUXILIUM PHARMACEUTICALS INC SENIOR SECURED TERM LOAN | 6,912,971.02 | 6,957,253.86 | 6,963,033.18 | 6,928,305.7 | 28,948.16 | 17,250.82 | — | — | — | 0.1498 | M-J-S-D | 0 | 537,225.76 | 9242013 | 4152018 | |||||||||||||||
BRSQHT1U4 | B/E AEROSPACE INC SENIOR SECURED TERM NOTES | 1 | 1,230,927.83 | 1,234,639.17 | 1,237,113.40 | 1,230,927.83 | 3,711.34 | — | — | — | — | 0.0725 | M-J-S-D | 0 | — | 11212014 | 12162021 | ||||||||||||||
06052YAC3 | BAAT_12-1 ABS 12-1 | 2 | 787,612.79 | 787,743.28 | 787,640.89 | 787,622.69 | 120.59 | 107.38 | — | — | 0.78 | 0.7822 | Monthly | 1,883.56 | 22,765.65 | 4112012 | 6152016 | ||||||||||||||
059513AE1 | BACM | 7,518,555 | 7,323,724.76 | 6,718,520.26 | 7,332,398.68 | (8,673.92 | ) | (201,032.83 | ) | — | — | 5.75365 | (1.6718 | ) | Monthly | 0 | 266,603.49 | ||||||||||||||
059513AF8 | BACM_07-4 | 3,104,320.14 | 3,043,226.27 | 2,790,389.19 | 3,053,528.11 | (10,301.84 | ) | (52,186.21 | ) | — | — | 5.774 | (1.8655 | ) | Monthly | 0 | 69,798.26 | ||||||||||||||
BRSHC6N35 | BAKERCORP INTERNATIONAL INC SENIOR SECURED TERM LOAN | 2 | 1,159,438.51 | 1,069,582.03 | 1,159,438.51 | 1,159,438.51 | (89,856.48 | ) | — | — | — | — | — | M-J-S-D | 0 | 50,275.41 | 2062013 | 2072020 | |||||||||||||
05921PAE9 | BALTIMORE MD CONVENTION CTR HO MUNI BND REV | 2,088,657.45 | 2,079,245.1 | 1,965,000.00 | 2,072,341.04 | 6,904.06 | (16,316.41 | ) | — | — | 5 | 1.6548 | Mar-Sep | 0 | 24,562.5 | 1272006 | 9012016 | ||||||||||||||
62944BAL8 | BANK NEDERLANDSE GEMEENTEN SENIOR CORP BND 144A | F | 3,973,040 | 3,994,119.88 | 4,000,000.00 | 3,977,900.27 | 16,219.61 | 7,213.26 | — | — | 1.375 | 1.5520 | Mar-Sep | 0 | 59,086.81 | 4082014 | 3192018 | ||||||||||||||
06052YAD1 | BANK OF AMERICA AUTO TRUST BAA ABS 12-1 | 2 | 4,998,468 | 5,011,600.1 | 5,000,000.00 | 4,999,668.65 | 11,931.45 | 449.22 | — | — | 1.03 | 1.0413 | Monthly | 2,288.89 | 51,500.04 | 4112012 | 12152016 | ||||||||||||||
060505EH3 | BANK OF AMERICA CORP | 2,685,000 | 2,658,150 | 2,685,000.00 | 2,685,000 | (26,850 | ) | — | — | — | 6.25 | 6.2495 | Mar-Sep | 0 | 54,072.93 | ||||||||||||||||
060505EG5 | BANK OF AMERICA CORP | 8,772,500 | 8,730,000 | 9,000,000.00 | 8,773,582.85 | (43,582.85 | ) | 1,082.85 | — | — | 5.125 | 5.2971 | Jun-Dec | 0 | 122,003.47 | ||||||||||||||||
06051GEG0 | BANK OF AMERICA CORP CORP BND | 4,145,930.76 | 4,112,408 | 4,000,000.00 | 4,098,776.11 | 13,631.89 | (98,751.58 | ) | — | — | 3.625 | 1.5515 | Mar-Sep | 52,361.11 | 177,927.09 | 6022014 | 3172016 | ||||||||||||||
06051GEQ8 | BANK OF AMERICA CORP CORP BND | 7,577,808 | 7,962,796.87 | 7,600,000.00 | 7,589,611.79 | 373,185.08 | (33,912.59 | ) | — | — | 3.875 | 3.9399 | Mar-Sep | 120,415.64 | 368,168.05 | 3192012 | 3222017 | ||||||||||||||
06050TLR1 | BANK OF AMERICA CORP SENIOR CORP BND | 2,498,150 | 2,488,356.2 | 2,500,000.00 | 2,498,841.14 | (10,484.94 | ) | 610.54 | — | — | 1.125 | 1.1502 | May-Nov | 3,671.88 | 28,125 | 11062013 | 11142016 | ||||||||||||||
06050TLT7 | BANK OF AMERICA CORP SENIOR CORP BND | 4,995,600 | 4,986,522.3 | 5,000,000.00 | 4,996,874.32 | (10,352.02 | ) | 2,113.23 | — | — | 1.25 | 1.2800 | Feb-Aug | 0 | 92,187.49 | 2112014 | 2142017 | ||||||||||||||
06051GEX3 | BANK OF AMERICA CORP SENIOR CORP BND | 5,075,550 | 5,033,256.55 | 5,000,000.00 | 5,066,189.18 | (32,932.63 | ) | (10,577.20 | ) | — | — | 2.6 | 2.2552 | Jan-Jul | 0 | 109,156.67 | 5202014 | 1152019 | |||||||||||||
06050TLU4 | BANK OF AMERICA CORP SENIOR CORP BND | 5,750,000 | 5,733,095.06 | 5,750,000.00 | 5,750,000 | (16,904.94 | ) | — | — | — | 0.7032 | 0.7032 | F-M-A-N | 0 | 35,974.39 | 2112014 | 2142017 | ||||||||||||||
06051GFD6 | BANK OF AMERICA CORP SENIOR CORP BND MTN | 5,998,320 | 6,041,753.1 | 6,000,000.00 | 5,998,559.24 | 43,193.86 | 239.24 | — | — | 2.65 | 2.6560 | Apr-Oct | 0 | 119,250 | 3272014 | 4012019 | |||||||||||||||
06051GFL8 | BANK OF AMERICA CORP SUB CORP BND | 3,209,423.25 | 3,202,982.41 | 3,225,000.00 | 3,209,619.34 | (6,636.93 | ) | 196.09 | — | — | 4.25 | 4.3020 | Apr-Oct | 0 | 26,270.31 | 10172014 | 10222026 | ||||||||||||||
U0662KFC0 | BANK OF AMERICA CORP SUB CORP BND EMTN | O | 1,251,157.14 | 1,240,575.32 | 750,000.00 | 1,248,653.59 | (8,078.27 | ) | (2,726.09 | ) | — | (8,589.19 | ) | 5.25 | 1.9168 | May-Nov | 0 | 4,462.93 | 12042014 | 11092016 | |||||||||||
063679ZT4 | BANK OF MONTREAL | 3,271,560 | 3,306,062.21 | 3,250,000.00 | 3,270,173.69 | 35,888.52 | (2,821.04 | ) | — | — | 1.95 | 1.9869 | Jan-Jul | 17,994.17 | 49,952.5 | ||||||||||||||||
06406HBX6 | BANK OF NEW YORK MELLON CORP/T CORP BND | 3,367,975 | 3,309,282.15 | 3,250,000.00 | 3,317,218.87 | (7,936.72 | ) | (42,201.09 | ) | — | — | 2.3 | 0.9721 | Jan-Jul | 31,768.75 | 74,750 | 10152013 | 7282016 | |||||||||||||
06406HCA5 | BANK OF NEW YORK MELLON CORP/T CORP BND MTN | 1 | 1,497,285 | 1,528,101.99 | 1,500,000.00 | 1,498,872.74 | 29,229.25 | 531.68 | — | — | 2.4 | 2.4379 | Jan-Jul | 16,400.00 | 36,000 | 11172011 | 1172017 | ||||||||||||||
06406HCC1 | BANK OF NEW YORK MELLON CORP/T CORP BND MTN | 1 | 3,652,183.5 | 3,652,226.5 | 3,650,000.00 | 3,650,044.09 | 2,182.41 | (1,673.91 | ) | — | — | 1.2 | 1.2310 | Feb-Aug | 32,750.00 | 73,481.66 | 7192013 | 2202015 | |||||||||||||
06406HCG2 | BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN | 1 | 3,597,876 | 3,594,616.2 | 3,600,000.00 | 3,599,163.8 | (4,547.6 | ) | 708.50 | — | — | 0.7 | 0.7200 | Mar-Sep | 8,190.00 | 25,200 | 3042013 | 3042016 |
06406HCK3 | BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN | 15,000,000 | 15,066,598.95 | 15,000,000.00 | 15,000,000 | 66,598.95 | — | — | — | 0.67535 | 0.6754 | M-J-S-D | 7,879.16 | 107,647.23 | 6022014 | 3062018 | |||||||||||||||
06406HCU1 | BANK OF NEW YORK MELLON/THE SENIOR CORP BND | 1 | 1,996,120 | 1,999,505.62 | 2,000,000.00 | 1,996,604.9 | 2,900.72 | 484.90 | — | — | 2.2 | 2.2410 | May-Nov | 0 | 28,600 | 5022014 | 5152019 | ||||||||||||||
06406HCR8 | BANK OF NEW YORK MELLON/THE SENIOR CORP BND MTN | 1 | 7,491,675 | 7,512,806.48 | 7,500,000.00 | 7,493,174.34 | 19,632.14 | 1,499.34 | — | — | 2.2 | 2.2230 | Mar-Sep | 0 | 149,875 | 1282014 | 3042019 | ||||||||||||||
064159AM8 | BANK OF NOVA SCOTIA | 1,497,000 | 1,538,386.01 | 1,500,000.00 | 1,498,735.4 | 39,650.61 | 599.14 | — | — | 2.55 | 2.5929 | Jan-Jul | 17,956.25 | 38,250 | |||||||||||||||||
064159DA1 | BANK OF NOVA SCOTIA | 3,498,985 | 3,494,074.08 | 3,500,000.00 | 3,499,337.21 | (5,263.13 | ) | 465.75 | — | — | 1.1 | 1.1099 | Jun-Dec | 4,675.00 | 53,777.78 | ||||||||||||||||
064159BZ8 | BANK OF NOVA SCOTIA | 3,949,040 | 3,944,155.28 | 4,000,000.00 | 3,952,756.02 | (8,600.74 | ) | 3,716.02 | — | — | 1.45 | 1.8190 | Apr-Oct | 0 | 15,305.55 | ||||||||||||||||
064159BW5 | BANK OF NOVA SCOTIA | 6,000,000 | 6,016,739.94 | 6,000,000.00 | 6,000,000 | 16,739.94 | — | — | — | 0.6406 | 0.6406 | M-J-S-D | 1,714.27 | 38,637.74 | |||||||||||||||||
06415CAA7 | BANK OF NOVA SCOTIA CORP BND 144A | A | 1,140,524 | 1,121,791.11 | 1,100,000.00 | 1,115,678.3 | 6,112.81 | (9,707.09 | ) | — | — | 2.15 | 1.2416 | Feb-Aug | 9,722.78 | 23,650 | 5242012 | 8032016 | |||||||||||||
06415CAD1 | BANK OF NOVA SCOTIA SECURED CORP BND 144A | A | 4,200,824.8 | 4,204,970 | 4,200,000.00 | 4,200,064.42 | 4,905.58 | (297.71 | ) | — | — | 1.05 | 1.0428 | Mar-Sep | 12,372.51 | 44,100 | 4122012 | 3202015 | |||||||||||||
06415CAE9 | BANK OF NOVA SCOTIA SECURED LOCAL BND 144A | A | 6,272,140 | 6,277,809.81 | 6,200,000.00 | 6,263,324.2 | 14,485.61 | (9,652.73 | ) | — | — | 1.75 | 1.7731 | Mar-Sep | 10,587.50 | 63,000 | 8202014 | 3222017 | |||||||||||||
G089B6CD0 | BARCLAYS BANK PLC - GTD SENIOR CORP BND EMTN | D | 2,679,360.59 | 2,688,100.22 | 1,700,000.00 | 2,687,572.58 | 527.64 | 1,178.20 | — | (43,745.86 | ) | 1.5 | 1.6120 | April | 36,611.66 | 51,548.55 | 3282012 | 4042017 | |||||||||||||
06739FGF2 | BARCLAYS BANK PLC CORP BND | F | 5,638,250 | 5,323,504.65 | 5,000,000.00 | 5,311,213.38 | 12,291.27 | (177,644.00 | ) | — | — | 5 | 1.3290 | Mar-Sep | 68,750.00 | 250,000 | 2212013 | 9222016 | |||||||||||||
06739GBP3 | BARCLAYS BANK PLC CORP BND | F | 6,019,695 | 5,987,704.53 | 5,500,000.00 | 5,992,180.75 | (4,476.22 | ) | (27,514.25 | ) | — | — | 5.14 | 3.4210 | Apr-Oct | 0 | 101,300.83 | 8192014 | 10142020 | ||||||||||||
G079E0AA9 | BARCLAYS BANK PLC LOCAL BND | D | 1 | 1,166,817.2 | 1,157,518.59 | 680,000.00 | 1,164,897.12 | (7,378.53 | ) | (2,080.08 | ) | — | (8,013.05 | ) | 6.75 | 3.5055 | January | 0 | 5,133.42 | 12042014 | 1162023 | ||||||||||
06739FHT1 | BARCLAYS BANK PLC SENIOR CORP BND | F | 4,454,777.25 | 4,506,448.07 | 4,455,000.00 | 4,454,813.79 | 51,634.28 | 48.53 | — | — | 2.5 | 2.5011 | Feb-Aug | 0 | 127,928.13 | 2122014 | 2202019 | ||||||||||||||
06738EAD7 | BARCLAYS PLC SENIOR CORP BND | F | 916,761.6 | 918,490.48 | 920,000.00 | 916,848.71 | 1,641.77 | 87.11 | — | — | 2.75 | 2.8261 | May-Nov | 0 | 3,584.17 | 11032014 | 11082019 | ||||||||||||||
069643BE3 | BARTOW CNTY GA DEV AUTH | 1,037,520 | 1,032,650 | 1,000,000.00 | 1,037,308.45 | (4,658.45 | ) | (211.55 | ) | — | — | 2.7 | 2.5162 | Feb-Aug | 0 | 6,817.81 | |||||||||||||||
D06216BG5 | BASF SE CORP BND | D | 1,209,815.55 | 1,205,791.73 | 700,000.00 | 1,207,748.4 | (1,956.67 | ) | (2,067.15 | ) | — | (1,778.89 | ) | 5.875 | 1.1097 | March | 0 | 2,639.13 | 12152014 | 3312017 | |||||||||||
G08820EL5 | BAT INTL FIN PLC SENIOR CORP BND EMTN | F | 2,841,307.5 | 2,850,826.79 | 2,850,000.00 | 2,846,390.47 | 4,436.32 | 2,878.82 | — | — | 1.125 | 1.2250 | March | 24,581.25 | 32,062.5 | 3202013 | 3292016 | ||||||||||||||
BRSMUD4Q9 | BAUER PERFORMANCE SPORTS LTD | 364,593.69 | 362,534.38 | 366,425.82 | 364,771.89 | (2,237.51 | ) | 1,565.97 | — | — | — | 0.0709 | M-J-S-D | 0 | 18,186.28 | ||||||||||||||||
071813BH1 | BAXTER INTERNATIONAL INC. | 499,135 | 499,171.64 | 500,000.00 | 499,551.74 | (380.1 | ) | 313.02 | — | — | 0.95 | 1.0140 | Jun-Dec | 395.83 | 4,750 | ||||||||||||||||
071813BD0 | BAXTER INTERNATIONAL INC. | 1,633,570.4 | 1,628,471.79 | 1,610,000.00 | 1,631,002.36 | (2,530.57 | ) | (2,568.04 | ) | — | — | 1.85 | 1.2001 | Jan-Jul | 0 | 7,446.25 | |||||||||||||||
071813BJ7 | BAXTER INTERNATIONAL INC. | 1,999,800 | 1,991,396.48 | 2,000,000.00 | 1,999,861.56 | (8,465.08 | ) | 38.47 | — | — | 1.85 | 1.8521 | Jun-Dec | 1,644.44 | 37,000 | ||||||||||||||||
07274EAD5 | BAYER US FINANCE LLC SENIOR CORP BND 144A | 995,420 | 1,003,083.72 | 1,000,000.00 | 995,622.27 | 7,461.45 | 202.27 | — | — | 2.375 | 2.4729 | Apr-Oct | 0 | 5,475.69 | 10012014 | 10082019 | |||||||||||||||
07274EAB9 | BAYER US FINANCE LLC SENIOR CORP BND 144A | 2,373,408.75 | 2,373,189.66 | 2,375,000.00 | 2,373,530.19 | (340.53 | ) | 121.44 | — | — | 1.5 | 1.5230 | Apr-Oct | 0 | 8,213.54 | 10012014 | 10062017 | ||||||||||||||
07274EAC7 | BAYER US FINANCE LLC SENIOR CORP BND 144A | 3,000,000 | 2,995,079.97 | 3,000,000.00 | 3,000,000 | (4,920.03 | ) | — | — | — | 0.5103 | 0.5103 | J-A-J-O | 0 | 3,614.63 | 10012014 | 10062017 | ||||||||||||||
07274EAF0 | BAYER US FINANCE LLC SENIOR CORP BND 144A | 4,997,500 | 5,044,031.9 | 5,000,000.00 | 4,997,575.55 | 46,456.35 | 75.55 | — | — | 3 | 3.0080 | Apr-Oct | 0 | 34,583.33 | 10012014 | 10082021 |
BRSNUZ2R8 | BAYONNE ENERGY CENTER LLC SENIOR SECURED TERM NOTES | 204,556.1 | 203,014.22 | 205,584.02 | 204,605.18 | (1,590.96 | ) | 81.23 | — | — | — | 0.0720 | M-J-S-D | 0 | 3,744.6 | 6242014 | 8192021 | ||||||||||||||
05531FAN3 | BB&T CORP SENIOR CORP BND MTN | 1 | 787,675.2 | 782,385.2 | 780,000.00 | 787,497.72 | (5,112.52 | ) | (177.48 | ) | — | — | 2.05 | 1.7532 | Jun-Dec | 0 | 1,288.09 | 11262014 | 6192018 | ||||||||||||
06742LAG8 | BCLDRY_14-5 SENIOR ABS2014-5 A | 2 | 3,394,367.51 | 3,381,929.18 | 3,395,000.00 | 3,394,388.1 | (12,458.92 | ) | 20.59 | — | — | 1.48 | 1.4910 | Monthly | 0 | 4,885.03 | 11202014 | 9152020 | |||||||||||||
07388VAE8 | BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T26 A4 | 2 | 5,449,250.81 | 5,268,615.5 | 4,918,928.80 | 5,290,998.81 | (22,383.31 | ) | (166,992.49 | ) | — | — | 5.471 | (0.1873 | ) | Monthly | 0 | 188,560.21 | 4162014 | 1122045 | |||||||||||
075887BB4 | BECTON DICKINSON AND COMPANY | 1,249,587.5 | 1,260,761.36 | 1,250,000.00 | 1,249,843.12 | 10,918.24 | 82.69 | — | — | 1.75 | 1.7569 | May-Nov | 3,220.49 | 21,875 | |||||||||||||||||
075887BD0 | BECTON DICKINSON AND COMPANY | 3,030,000 | 3,036,248.56 | 3,030,000.00 | 3,030,000 | 6,248.56 | — | — | — | 1.8 | 1.8000 | Jun-Dec | 0 | 2,424 | |||||||||||||||||
075887BE8 | BECTON DICKINSON AND COMPANY | 4,646,121.47 | 4,684,227.41 | 4,635,000.00 | 4,646,023.45 | 38,203.96 | (98.02 | ) | — | — | 2.675 | 2.6234 | Jun-Dec | 0 | 5,510.49 | ||||||||||||||||
084664BS9 | BERKSHIRE HATHAWAY FINANC CORP | 3,038,700 | 3,022,395.39 | 3,000,000.00 | 3,034,998.97 | (12,603.58 | ) | (3,701.03 | ) | — | — | 1.6 | 1.0999 | May-Nov | 0 | 12,000 | |||||||||||||||
084670BD9 | BERKSHIRE HATHAWAY INC | 1,018,370 | 1,014,765.4 | 1,000,000.00 | 1,016,411.25 | (1,645.85 | ) | (1,958.75 | ) | — | — | 1.9 | 1.1002 | Jan-Jul | 0 | 4,750 | |||||||||||||||
BRSLNCKT7 | BERRY PLASTICS CORP SENIOR SECURED TERM NOTES | 4,014,760.85 | 3,921,689.93 | 4,018,557.25 | 4,015,275.54 | (93,585.61 | ) | 2,150.57 | — | — | — | 0.0134 | M-J-S-D | 0 | 267,019.3 | 2052014 | 1062021 | ||||||||||||||
BRSHBHS86 | BERRY PLASTICS CORP SENIOR SECURED TERM NOTES | 2 | 10,042,622.98 | 9,763,035.2 | 10,057,622.98 | 10,045,667.63 | (282,632.43 | ) | 2,330.17 | — | — | — | 0.0229 | J-A-J-O | 0 | 371,223.08 | 9112013 | 2082020 | |||||||||||||
05541VAD8 | BG ENERGY CAPITAL PLC CORP BND 144A | F | 515,455 | 511,833.61 | 500,000.00 | 513,538.98 | (1,705.37 | ) | (572.24 | ) | — | — | 2.875 | 1.3351 | Apr-Oct | 26,098.61 | 119,320.49 | 10062011 | 10152016 | ||||||||||||
05541VAC0 | BG ENERGY CAPITAL PLC CORP BND 144A | F | 1,021,200 | 1,014,186.48 | 1,000,000.00 | 1,016,683.53 | (2,497.05 | ) | (4,516.47 | ) | — | — | 2.5 | 0.7098 | Jun-Dec | 0 | 6,250 | 12022010 | 12092015 | ||||||||||||
G1163HET9 | BG ENERGY CAPITAL PLC CORP BND EMTN | D | 1,242,168.15 | 1,232,569.32 | 720,000.00 | 1,240,143.35 | (7,574.03 | ) | (2,024.80 | ) | — | (7,981.29 | ) | 5.125 | 1.6792 | December | 0 | 3,173.1 | 12102014 | 12072017 | |||||||||||
055451AP3 | BHP BILLITON FINANCE (USA) LTD | 6,706,708 | 6,779,759.12 | 6,725,000.00 | 6,716,959.96 | 62,799.16 | 3,648.43 | — | — | 1.625 | 1.6819 | Feb-Aug | 38,552.00 | 109,281.26 | |||||||||||||||||
BRSMDF7M9 | BIG HEART PET BRANDS SENIOR SECURED TERM NOTES | 4,035,156.82 | 3,908,949.33 | 4,061,246.05 | 4,038,426.17 | (129,476.84 | ) | 3,269.35 | — | — | — | 0.1060 | M-J-S-D | 0 | 109,274.59 | 3312014 | 3082020 | ||||||||||||||
BRSK4S5S4 | BMC SOFTWARE FINANCE INC SENIOR SECURED TERM NOTES | 2 | 4,706,289.75 | 4,611,412.06 | 4,725,097.92 | 4,708,992.83 | (97,580.77 | ) | 4,657.43 | — | — | — | 0.0590 | F-M-A-N | 0 | 59,960.33 | 7162014 | 9102020 | |||||||||||||
BRSQJTZG6 | BMW US CAPITAL LLC SENIOR CORP BND EMTN | O | 1,419,294.36 | 1,424,780.3 | 900,000.00 | 1,419,183.21 | 5,597.09 | (111.15 | ) | — | (2,090.31 | ) | 2 | 1.7802 | November | 0 | 1,121.96 | 12152014 | 11202019 | ||||||||||||
05579UAD5 | BMWLT_14-1 ABS _14-1-A4 | 2 | 12,299,729.4 | 12,280,511.02 | 12,300,000.00 | 12,299,709.43 | (19,198.41 | ) | (19.97 | ) | — | — | 0.99 | 0.9918 | Monthly | 0 | 86,253.75 | 4092014 | 8212017 | ||||||||||||
05578XAC2 | BMWOT_13-A ABS 13-A A3 | 2 | 1,684,962.09 | 1,684,881.98 | 1,685,000.00 | 1,684,969.98 | (88 | ) | 7.47 | — | — | 0.67 | 0.6714 | Monthly | 188.16 | 11,289.48 | 10292013 | 11272017 | |||||||||||||
09658UAD1 | BMWOT_14-A ABS 14-A-A4 | 2 | 1,999,785.4 | 1,993,139.96 | 2,000,000.00 | 1,999,795.55 | (6,655.59 | ) | 10.15 | — | — | 1.5 | 1.5071 | Monthly | 0 | 6,333.33 | 10082014 | 2252021 | |||||||||||||
05948XYC9 | BOAMS WHOLE CMO 03-J-2A1 | 2 | 30,504.67 | 30,960.29 | 30,947.08 | 30,548.44 | 411.85 | 64.80 | — | — | 2.78037 | 3.0481 | Monthly | 83.53 | 921.04 | 11302007 | 11252033 | ||||||||||||||
097014AN4 | BOEING CAPITAL CORPORATION | 1,024,600 | 1,018,246.15 | 1,000,000.00 | 1,021,150.67 | (2,904.52 | ) | (3,449.33 | ) | — | — | 2.125 | 0.7402 | Feb-Aug | 0 | 5,312.5 | |||||||||||||||
097023BE4 | BOEING CO | 1,970,180 | 1,949,149.16 | 2,000,000.00 | 1,976,443.48 | (27,294.32 | ) | 4,140.70 | — | — | 0.95 | 1.1759 | May-Nov | 1,820.83 | 15,437.5 | ||||||||||||||||
102022AX8 | BOURBONNAIS ILL MUNI BND REV | 1 | 1,236,560.5 | 1,225,371 | 1,150,000.00 | 1,229,605.02 | (4,234.02 | ) | (6,955.48 | ) | — | — | 4.375 | 1.8538 | May-Nov | 0 | 12,578.13 | 7272007 | 11012018 | ||||||||||||
BRSK5A7F8 | BOYD GAMING CORPORATION SENIOR SECURED TERM LOAN | 3,367,500.8 | 3,335,921.72 | 3,389,406.55 | 3,368,866.45 | (32,944.73 | ) | 1,457.23 | — | — | — | 0.1083 | F-M-A-N | 0 | 58,066.42 | 11142014 | 8142020 | ||||||||||||||
05565QBT4 | BP CAPITAL MARKETS PLC CORP BND | F | 4,773,490 | 4,833,186.99 | 4,750,000.00 | 4,758,900.34 | 74,286.65 | (4,720.50 | ) | — | — | 2.248 | 2.1431 | May-Nov | 17,796.67 | 106,780 | 12052014 | 11012016 |
05565QCC0 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 498,865 | 494,820.83 | 500,000.00 | 498,958.31 | (4,137.48 | ) | 11,316.29 | — | — | 1.375 | 1.4500 | May-Nov | 16,805.55 | 69,399.31 | 11012012 | 11062017 | |||||||||||||
05565QCE6 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 1,105,638.75 | 1,103,127.85 | 1,125,000.00 | 1,106,970.68 | (3,842.83 | ) | 4,544.29 | — | — | 1.375 | 1.8699 | May-Nov | 18,018.23 | 85,049.49 | 5072013 | 5102018 | |||||||||||||
05565QCF3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 2,500,000 | 2,471,704.7 | 2,500,000.00 | 2,500,000 | (28,295.3 | ) | — | — | — | 0.7416 | 0.7416 | F-M-A-N | 3,593.02 | 24,446.27 | 5072013 | 5102018 | |||||||||||||
05565QBY3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 5,700,000 | 5,741,374.47 | 5,700,000.00 | 5,700,000 | 41,374.47 | — | — | — | 1.846 | 1.8460 | May-Nov | 16,367.87 | 105,222 | 5022012 | 5052017 | ||||||||||||||
07330NAG0 | BRANCH BKG & TR CO CORP BND | 1 | 499,335 | 498,223.65 | 500,000.00 | 499,575.14 | (1,351.49 | ) | 218.72 | — | — | 1.05 | 1.0950 | Jun-Dec | 510.42 | 5,250 | 11192013 | 12012016 | |||||||||||||
07330NAC9 | BRANCH BKG & TR CO SENIOR CORP BND | 1 | 999,640 | 1,003,495.1 | 1,000,000.00 | 999,794.61 | 3,700.49 | 118.42 | — | — | 1.45 | 1.4619 | Apr-Oct | 4,511.11 | 14,500 | 9042013 | 10032016 | ||||||||||||||
07330NAD7 | BRANCH BKG & TR CO SENIOR CORP BND | 1 | 4,385,673.24 | 4,356,071.25 | 4,308,000.00 | 4,384,027.76 | (27,956.51 | ) | (1,645.48 | ) | — | — | 2.3 | 1.8025 | Apr-Oct | 0 | 7,981.76 | 11262014 | 10152018 | ||||||||||||
10620NCG1 | BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1 A2 | 2 | 3,009,607.83 | 3,068,959.66 | 3,050,716.38 | 3,028,974.01 | 39,985.65 | 8,610.53 | — | — | 1.03285 | 1.2451 | F-M-A-N | 3,969.27 | 35,621.4 | 3102011 | 2252030 | ||||||||||||||
110122AS7 | BRISTOL-MYERS SQUIBB CO SENIOR CORP BND | 1,976,960 | 1,979,577.64 | 2,000,000.00 | 1,978,979.22 | 598.42 | 2,019.22 | — | — | 0.875 | 1.2899 | Feb-Aug | 0 | 4,375 | 7262012 | 8012017 | |||||||||||||||
110122AV0 | BRISTOL-MYERS SQUIBB CO SENIOR CORP BND | 4,977,000 | 4,958,934.8 | 5,000,000.00 | 4,981,832.86 | (22,898.06 | ) | 4,145.21 | — | — | 1.75 | 1.8411 | Mar-Sep | 14,826.39 | 87,500 | 10242013 | 3012019 | ||||||||||||||
111013AM0 | BRITISH SKY BROADCASTING GRP P SENIOR CORP BND 144A | F | 2,461,327.15 | 2,461,589.45 | 2,465,000.00 | 2,461,531.61 | 57.84 | 219.96 | — | — | 2.625 | 2.6570 | Mar-Sep | 0 | 20,330.98 | 9092014 | 9162019 | ||||||||||||||
BRSQK8KF8 | BRITISH SKY BROADCASTING GRP P SENIOR CORP BND EMTN | D | 2,267,062.81 | 2,303,818.29 | 1,450,000.00 | 2,267,095.76 | 36,722.53 | 37.69 | — | (8,185.24 | ) | 2.875 | 2.8709 | November | 0 | 7,768.03 | 11172014 | 11242020 | |||||||||||||
11102AAA9 | BRITISH TELECOMMUNICATIONS PLC CORP BND | F | 1,121,760 | 1,115,075.07 | 1,000,000.00 | 1,120,118.41 | (5,043.34 | ) | (1,641.59 | ) | — | — | 5.95 | 1.8639 | Jan-Jul | 0 | 2,479.17 | 12112014 | 1152018 | ||||||||||||
111021AK7 | BRITISH TELECOMMUNICATIONS PLC SENIOR CORP BND | F | 425,110.5 | 423,735.88 | 425,000.00 | 425,110.5 | (1,374.62 | ) | 303.13 | — | — | 2.35 | 2.3430 | Feb-Aug | 0 | 38,760.32 | 12112014 | 2142019 | |||||||||||||
G1582KAR3 | BRITISH TELECOMMUNICATIONS PLC SENIOR LOCAL BND EMTN | D | 3,334,641.6 | 3,175,384.7 | 1,820,000.00 | 3,292,926.4 | (117,541.7 | ) | (50,126.55 | ) | — | (130,577.51 | ) | 6.625 | 1.8442 | June | 0 | 76,451.96 | 12102014 | 6232017 | |||||||||||
114894GU6 | BROWARD CNTY FLA MUNITAX BND REV | 2,120,240 | 2,089,360 | 2,000,000.00 | 2,089,660.49 | (300.49 | ) | (30,579.51 | ) | — | — | 6.8 | 0.7699 | Apr-Oct | 0 | 34,000 | 5242001 | 10012015 | |||||||||||||
114894HA9 | BROWARD CNTY FLA MUNITAX BND REV | 2 | 5,748,800 | 5,701,700 | 5,000,000.00 | 5,725,177.43 | (23,477.43 | ) | (23,622.57 | ) | — | — | 6.9 | 4.3924 | Apr-Oct | 0 | 86,250 | 5242001 | 10012021 | ||||||||||||
115637AN0 | BROWN-FORMAN CORPORATION SENIOR CORP BND | 1,295,697 | 1,276,978.34 | 1,300,000.00 | 1,297,406.86 | (20,428.52 | ) | 835.41 | — | — | 1 | 1.0669 | Jan-Jul | 5,994.44 | 13,000 | 12102012 | 1152018 | ||||||||||||||
07387AAW5 | BSARM CMO_05-3 2A1 | 2 | 887,950.74 | 835,612.02 | 904,629.85 | 889,644.7 | (54,032.68 | ) | (7,847.27 | ) | — | — | 2.61711 | 2.9430 | Monthly | 2,312.50 | 25,191.93 | 8102007 | 6252035 | ||||||||||||
07384M3D2 | BSARM_04-10 CMO 04-9 22A1 | 2 | 689,323 | 704,214.06 | 702,673.80 | 690,622.66 | 13,591.4 | 2,378.18 | — | — | 3.012935 | 3.3894 | Monthly | 2,127.62 | 24,219.15 | 8132007 | 11252034 | ||||||||||||||
07387JAF3 | BSCMS PAC SENIOR CMBS 06-PW12 A1A | 2 | 491,972.47 | 476,683.09 | 453,577.83 | 478,242.16 | (1,559.07 | ) | (15,561.18 | ) | — | — | 5.697096 | (2.6471 | ) | Monthly | 0 | 19,551.53 | 4232014 | 9112038 | |||||||||||
07388YAE2 | BSCMS_07-PW16 CMBS 07-PW16 A4 | 2 | 4,005,351.57 | 3,855,959.29 | 3,575,000.00 | 3,897,736 | (41,776.71 | ) | (107,615.57 | ) | — | — | 5.70723 | 1.1687 | Monthly | 0 | 142,251.39 | 4242014 | 6112040 | ||||||||||||
BRSG4MWQ0 | BSN MEDICAL SENIOR SECURED TERM NOTE | E | 2 | 2,067,501.74 | 2,072,444.71 | 2,077,638.81 | 2,070,723.65 | 1,721.06 | 1,572.10 | — | — | — | 0.0706 | J-A-J-O | 0 | 84,461.25 | 10292012 | 8282019 | |||||||||||||
G1698AAB1 | BUPA FINANCE PLC LOCAL BND EMTN | D | 802,257.24 | 798,311.01 | 470,000.00 | 800,484.76 | (2,173.75 | ) | (1,772.48 | ) | — | (1,179.03 | ) | 7.5 | 1.4020 | Jan-Jul | 0 | 2,243.66 | 12152014 | 7042016 | |||||||||||
G1698AAD7 | BUPA FINANCE PLC SENIOR CORP BND | D | 425,123.01 | 415,488.3 | 255,000.00 | 425,281.58 | (9,793.28 | ) | 215.62 | — | (29,660.48 | ) | 3.375 | 3.4620 | Jun-Dec | 0 | 10,580.59 | 6102014 | 6172021 | ||||||||||||
126802BS5 | CABMT_12-2A ABS_11-2A A2 | 2 | 18,603,606.06 | 18,501,994.68 | 18,445,000.00 | 18,515,124.06 | (13,129.38 | ) | (47,941.85 | ) | — | — | 0.7608 | 0.7620 | Monthly | 6,293.43 | 141,154.5 | 3072013 | 6172019 | ||||||||||||
12800UAL4 | CAISSE CENTRALE DESJARDINS SECURED LOCAL BND 144A | A | 2,699,352 | 2,726,297.98 | 2,700,000.00 | 2,699,711.57 | 26,586.41 | 129.20 | — | — | 1.6 | 1.6050 | Mar-Sep | 13,800.00 | 43,200 | 2282012 | 3062017 |
BRSKJS6N8 | CAISSE D'AMORT DETTE SOCIALE SENIOR CORP BND | F | 4,986,800 | 5,041,526.25 | 5,000,000.00 | 4,992,401.16 | 49,125.09 | 4,358.08 | — | — | 1.25 | 1.3401 | Mar-Sep | 17,708.33 | 62,500 | 9102013 | 9192016 | ||||||||||||||
12802DAJ5 | CAISSE D'AMORT DETTE SOCIALE SENIOR CORP BND 144A | F | 5,992,324.3 | 6,028,560.36 | 6,000,000.00 | 5,994,000.99 | 34,559.37 | (1,766.96 | ) | — | — | 1.125 | 1.1738 | Jan-Jul | 0 | 89,305 | 6022014 | 1302017 | |||||||||||||
13063A2V5 | CALIFORNIA STATE OF MUNI BND GO | 1 | 5,639,950 | 5,658,750 | 5,000,000.00 | 5,599,096.65 | 59,653.35 | (40,853.35 | ) | — | — | 5 | 1.5499 | Feb-Aug | 0 | 62,500 | 6252008 | 8012028 | |||||||||||||
BRSJ3EEC4 | CALPINE CONSTRUCTION FINANCE C SENIOR SECURED TERM LOAN | 2 | 3,114,643.86 | 3,006,653.94 | 3,122,450.00 | 3,116,403.03 | (109,749.09 | ) | 1,203.42 | — | — | — | 0.0358 | J-A-J-O | 0 | 95,574.84 | 5022013 | 5032020 | |||||||||||||
BRSJ7A0J8 | CALPINE CONSTRUCTION FINANCE C SENIOR SECURED TERM LOAN | 6,612,280.57 | 6,446,425.84 | 6,665,831.69 | 6,619,880.68 | (173,454.84 | ) | 6,094.28 | — | — | — | 0.0962 | M-J-S-D | 0 | 210,056.39 | 2252014 | 1312022 | ||||||||||||||
135087C77 | CANADA GOVERNMENT CORP BND | A | 2,396,208 | 2,408,712.17 | 2,400,000.00 | 2,396,827.47 | 11,884.7 | 619.47 | — | — | 1.625 | 1.6581 | Feb-Aug | 0 | 32,933.33 | 2202014 | 2272019 | ||||||||||||||
427028AA3 | CANADA GOVERNMENT GOVT BND | A | 251,847.5 | 250,380 | 250,000.00 | 250,876.93 | (496.93 | ) | (202.61 | ) | — | — | 0.875 | 0.7080 | Feb-Aug | 8,491.15 | 16,554.51 | 8082012 | 2142017 | ||||||||||||
136069FV8 | CANADIAN IMPERIAL BANK OF COMM SENIOR CORP BND | A | 2,250,000 | 2,259,292.55 | 2,250,000.00 | 2,250,000 | 9,292.55 | — | — | — | 0.75075 | 0.7508 | J-A-J-O | 3,999.95 | 19,627.63 | 7152013 | 7182016 | ||||||||||||||
136375BU5 | CANADIAN NTL RAIL CO CORP BND | A | 1 | 3,721,350 | 3,773,701.88 | 3,750,000.00 | 3,738,723.72 | 34,978.16 | (12,117.52 | ) | — | — | 1.45 | 1.6070 | Jun-Dec | 5,381.10 | 101,806.12 | 11072011 | 12152016 | ||||||||||||
14042E3Y4 | CAPITAL ONE BANK USA NA / CAPI SENIOR CORP BND | 6,855,612.5 | 6,823,975.13 | 6,875,000.00 | 6,856,707.56 | (32,732.43 | ) | 1,150.46 | — | — | 2.95 | 2.9950 | Jan-Jul | 0 | 92,873.79 | 7212014 | 7232021 | ||||||||||||||
14041NDT5 | CAPITAL ONE MULTI-ASSET EXECUT ABS 07-A5 A5 | 2 | 3,064,754.69 | 3,061,575.6 | 3,085,000.00 | 3,066,804.24 | (5,228.64 | ) | 2,049.55 | — | — | 0.2008 | 0.4173 | Monthly | 0 | 1,870.89 | 9082014 | 7152020 | |||||||||||||
BRSMQYER5 | CAPITAL SAFETY NORTH AMERICA H SENIOR SECURED TERM NOTES | 4,085,649.16 | 3,978,266.65 | 4,090,762.62 | 4,086,053.88 | (107,787.23 | ) | 930.36 | — | — | — | 0.0182 | M-J-S-D | 0 | 90,935.24 | 3262014 | 3292021 | ||||||||||||||
BRSFJDVV6 | CAPSUGEL HEALTHCARE LTD TERM LOAN | 2 | 1,979,074.32 | 1,953,530.8 | 1,994,029.54 | 1,979,342.83 | (25,812.03 | ) | 313.29 | — | — | — | 0.2036 | F-M-A-N | 0 | 5,773.23 | 11192014 | 8012018 | |||||||||||||
14149YAZ1 | CARDINAL HEALTH INC SENIOR CORP BND | 2,991,790 | 2,990,930.79 | 3,000,000.00 | 2,991,973.83 | (1,043.04 | ) | 183.83 | — | — | 2.4 | 2.4587 | May-Nov | 0 | 8,400 | 11102014 | 11152019 | ||||||||||||||
14313LAC0 | CARMX_13-1 ABS 13-1 | 2 | 4,258,817.36 | 4,256,816.8 | 4,258,946.40 | 4,258,887.06 | (2,070.26 | ) | 50.02 | — | — | 0.6 | 0.6016 | Monthly | 1,280.00 | 28,523.79 | 2062013 | 10162017 | |||||||||||||
14313MAB0 | CARMX_13-2 ABS_13-2 A2 | 2 | 276,659.84 | 276,649.28 | 276,667.81 | 276,660.86 | (11.58 | ) | 39.20 | — | — | 0.42 | 0.4220 | Monthly | 475.97 | 5,761.96 | 5082013 | 6152016 | |||||||||||||
14313RAD5 | CARMX_14-2 SENIOR ABS_14-2-A4 | 2 | 1,999,666.6 | 1,998,929.6 | 2,000,000.00 | 1,999,717.51 | (787.91 | ) | 50.91 | — | — | 1.61 | 1.6197 | Monthly | 0 | 20,303.87 | 5072014 | 10152019 | |||||||||||||
14313TAC3 | CARMX_14-3 ABS _14-3-A3 | 2 | 1,199,904.84 | 1,197,616.51 | 1,200,000.00 | 1,199,916.23 | (2,299.72 | ) | 11.39 | — | — | 1.16 | 1.1654 | Monthly | 0 | 5,336 | 8062014 | 6152019 | |||||||||||||
14313TAD1 | CARMX_14-3 ABS_14-3-A4 | 2 | 2,291,414.06 | 2,291,245.1 | 2,295,000.00 | 2,291,659.43 | (414.33 | ) | 245.37 | — | — | 1.73 | 1.7797 | Monthly | 0 | 10,477.33 | 9232014 | 1152020 | |||||||||||||
BRSN5MWG6 | CATALENT PHARMA SOLUTIONS INC SENIOR SECURED TERM LOAN | 1 | 5,426,063.31 | 5,422,654.98 | 5,453,329.96 | 5,428,051.31 | (5,396.33 | ) | 2,120.43 | — | — | — | 0.0718 | M-J-S-D | 0 | 116,515.86 | 11242014 | 5202021 | |||||||||||||
14912L4S7 | CATERPILLAR INC SENIOR CORP BND MTN | 1,029,560 | 1,023,235 | 1,000,000.00 | 1,024,550.71 | (1,315.71 | ) | (5,009.29 | ) | — | — | 2.65 | 0.6698 | Apr-Oct | 0 | 6,625 | 3232011 | 4012016 | |||||||||||||
14912L5T4 | CATERPILLAR INC SENIOR CORP BND MTN | 1,016,550 | 1,019,474.18 | 1,000,000.00 | 1,015,511.11 | 3,963.07 | (1,590.26 | ) | — | — | 2.45 | 2.0101 | Mar-Sep | 0 | 9,774.82 | 9032013 | 9062018 | ||||||||||||||
14912L5N7 | CATERPILLAR INC SENIOR CORP BND MTN | 2,896,404 | 2,899,065.04 | 2,900,000.00 | 2,898,650.62 | 414.42 | 1,162.09 | — | — | 0.7 | 0.7406 | Feb-Aug | 7,048.61 | 20,300 | 2252013 | 2262016 | |||||||||||||||
14912L5M9 | CATERPILLAR INC SENIOR CORP BND MTN | 5,000,000 | 5,005,400.1 | 5,000,000.00 | 5,000,000 | 5,400.1 | — | — | — | 0.47435 | 0.4744 | F-M-A-N | 2,383.00 | 23,979.44 | 2252013 | 2262016 | |||||||||||||||
12479RAB3 | CAUTO_14-1A ABS_14-1A A 144A | 2 | 2,998,196.46 | 2,986,155 | 3,000,000.00 | 2,998,204.28 | (12,049.28 | ) | 7.82 | — | — | 3.66 | 3.6926 | Monthly | 0 | 22,875.01 | 10102014 | 10152044 | |||||||||||||
124857AL7 | CBS CORP SENIOR CORP BND | 1 | 1,973,560 | 1,973,487.4 | 2,000,000.00 | 1,974,866.93 | (1,379.53 | ) | 1,306.93 | — | — | 2.3 | 2.5902 | Feb-Aug | 0 | 11,500 | 9032014 | 8152019 | |||||||||||||
BRSLW9ZY7 | CBS OUTDOOR AMERICAS CAPITAL L SENIOR SECURED TERM LOAN | 2,104,725 | 2,066,291.35 | 2,110,000.00 | 2,105,381.58 | (39,090.23 | ) | 656.58 | — | — | — | 0.0355 | M-J-S-D | 0 | 44,661.65 | 1172014 | 1312021 |
17119RAD4 | CCART_13-AA ABS_13-AA A4 144A | 2 | 884,992.92 | 888,725.83 | 885,000.00 | 884,989.32 | 3,736.51 | (2.80 | ) | — | — | 1.34 | 1.3434 | Monthly | 527.07 | 11,859 | 10162013 | 12172018 | |||||||||||||
17119RAC6 | CCART_13-AA BAS_13-AA A3 144A | 2 | 3,089,639.09 | 3,096,458.1 | 3,090,000.00 | 3,089,823.39 | 6,634.71 | 154.44 | — | — | 0.91 | 0.9169 | Monthly | 1,249.73 | 28,119 | 10162013 | 4162018 | ||||||||||||||
17119VAC7 | CCART_13-B ABS_13-B A3 144A | 2 | 2,081,033.95 | 2,079,334.44 | 2,080,000.00 | 2,080,791.81 | (1,457.37 | ) | (247.32 | ) | — | — | 0.85 | 0.8581 | Monthly | 351.34 | 11,271.93 | 8262014 | 5152018 | ||||||||||||
17119VAD5 | CCART_13-B ABS_13-BA A4 144A | 2 | 1,474,731.41 | 1,470,943.72 | 1,475,000.00 | 1,474,812.16 | (3,868.44 | ) | 71.66 | — | — | 1.27 | 1.2784 | Monthly | 780.52 | 18,784.51 | 11062013 | 3152019 | |||||||||||||
17119YAC1 | CCART_14-BA ABS _14-BA-A3 144A | 2 | 6,428,778.3 | 6,436,751.69 | 6,430,000.00 | 6,428,907.52 | 7,844.17 | 129.22 | — | — | 1.27 | 1.2812 | Monthly | 0 | 21,776.26 | 9182014 | 5152019 | ||||||||||||||
17305EFC4 | CCCIT ABS 13-A3 A3 | 2 | 12,642,449.5 | 12,676,240.11 | 12,645,000.00 | 12,643,616.25 | 32,623.86 | 858.60 | — | — | 1.11 | 1.1170 | Jan-Jul | 55,753.92 | 140,359.49 | 8012013 | 7232018 | ||||||||||||||
17305EDY8 | CCCIT_13-A1 ABS_07-A8 A8 | 2 | 3,122,148.44 | 2,996,175.61 | 2,700,000.00 | 3,004,836.17 | (8,660.56 | ) | (109,235.54 | ) | — | — | 5.65 | 1.4013 | Mar-Sep | 42,798.75 | 152,550 | 12032013 | 9202019 | ||||||||||||
17305EFK6 | CCCIT_13-A10 ABS 13-A10 A10 | 2 | 11,385,664.06 | 11,377,009.96 | 11,375,000.00 | 11,381,394.75 | (4,384.79 | ) | (4,269.31 | ) | — | — | 0.73 | 0.6768 | Feb-Aug | 0 | 62,278.12 | 3262014 | 2072018 | ||||||||||||
17305EFL4 | CCCIT_13-A12 SENIOR ABS 13-A12 A12 | 2 | 500,000 | 499,629.1 | 500,000.00 | 500,000 | (370.9 | ) | — | — | — | 0.46185 | 0.4621 | F-M-A-N | 91.94 | 2,313.35 | 12112013 | 11072018 | |||||||||||||
17305EFE0 | CCCIT_13-A6 ABS 13-A6 A6 | 2 | 3,922,182.81 | 3,909,480 | 3,890,000.00 | 3,914,737.5 | (5,257.5 | ) | (7,310.26 | ) | — | — | 1.32 | 0.9122 | Mar-Sep | 3,240.42 | 25,258.2 | 8262014 | 9072018 | ||||||||||||
17305EFQ3 | CCCIT_14-A4 ABS _14-A4-A4 | 2 | 1,059,785.77 | 1,057,711.49 | 1,060,000.00 | 1,059,826.42 | (2,114.93 | ) | 40.65 | — | — | 1.23 | 1.2370 | Apr-Oct | 0 | 8,510.92 | 4292014 | 4242019 | |||||||||||||
17305EFU4 | CCCIT_14-A8 SENIOR ABS 2014-A8 A8 | 2 | 3,989,440.6 | 3,994,209.73 | 3,990,000.00 | 3,989,443.14 | 4,766.59 | 2.54 | — | — | 1.73 | 1.7339 | Apr-Oct | 0 | 18,598.94 | 9172014 | 4092020 | ||||||||||||||
BRSJ28TC2 | CEDAR BAY GENERATING CO LP SENIOR SECURED TERM NOTES | 2,238,498.7 | 2,244,151.49 | 2,261,109.81 | 2,243,807.95 | 343.54 | 6,816.61 | — | — | — | 0.1427 | M-J-S-D | 0 | 159,927.56 | 4152013 | 4232020 | |||||||||||||||
151020AG9 | CELGENE CORPORATION SENIOR CORP BND | 4,034,680 | 4,014,461.68 | 4,000,000.00 | 4,031,708.15 | (17,246.47 | ) | (2,971.85 | ) | — | �� | 1.9 | 1.5900 | Feb-Aug | 0 | 19,000 | 8082012 | 8152017 | |||||||||||||
BRSDYT4C1 | CEQUEL COMMUNICATIONS LLC TERM LOAN | 2 | 1,494,487.65 | 1,500,459.96 | 1,520,947.12 | 1,503,735.56 | (3,275.6 | ) | 10,784.65 | — | — | — | 0.2717 | M-J-S-D | 0 | 213,984.03 | 10312012 | 2142019 | |||||||||||||
15672NAA2 | CERB_14-1A ABS_14-1A-A 144A | 2 | 2,000,000 | 1,996,943.36 | 2,000,000.00 | 2,000,000 | (3,056.64 | ) | — | — | — | 2.1311 | 2.1344 | J-A-J-O | 0 | 3,196.65 | 11202014 | 10152023 | |||||||||||||
15672NAC8 | CERB_14-1A MEZZANIN ABS _14-1A-B 144A | 2 | 991,577.3 | 987,502.82 | 1,000,000.00 | 991,704.19 | (4,201.37 | ) | 126.89 | — | — | 2.9311 | 3.1475 | J-A-J-O | 0 | 2,210.93 | 11202014 | 10152023 | |||||||||||||
156792GT4 | CERRITOS CALIF CMNTY COLLEGE D MUNI BND | 500,000 | 502,385 | 500,000.00 | 500,000 | 2,385 | — | — | — | 2.165 | 2.1650 | Feb-Aug | 0 | 4,510.42 | 11052014 | 8012019 | |||||||||||||||
165182BA3 | CF_09-2A ABS 12-1A 144A | 2 | 1,094,854.56 | 1,097,504.07 | 1,094,854.56 | 1,094,854.56 | 2,649.51 | — | — | — | 0.9072 | 0.9089 | Monthly | 1,400.30 | 18,041.31 | 5102012 | 11072023 | ||||||||||||||
17322FAA9 | CGCMT_14-388G SENIOR CMBS_14-388G A 144A | 2 | 490,000 | 490,466.48 | 490,000.00 | 490,000 | 466.48 | — | — | — | 0.911 | 0.9127 | Monthly | 0 | 2,411.86 | 6052014 | 6152033 | ||||||||||||||
17322VAR7 | CGCMT_14-GC23 SENIOR CMBS_14-GC23 A2 | 2 | 3,316,556.2 | 3,298,085.09 | 3,220,000.00 | 3,309,036.02 | (10,950.93 | ) | (7,520.18 | ) | — | — | 2.851 | 2.2119 | Monthly | 0 | 36,720.87 | 7172014 | 7102047 | ||||||||||||
161571FR0 | CHAIT_12-8 ABS 12-8 | 2 | 5,000,828.5 | 4,997,549.8 | 5,000,000.00 | 5,000,231.38 | (2,681.58 | ) | (291.99 | ) | — | — | 0.54 | 0.5347 | Monthly | 1,200.00 | 27,000 | 12062012 | 10162017 | ||||||||||||
161571FU3 | CHAIT_13-A1 ABS 13-A1 | 2 | 4,954,296.87 | 4,951,709.36 | 5,000,000.00 | 4,958,337.03 | (6,627.67 | ) | 4,040.16 | — | — | 1.3 | 1.5788 | Monthly | 0 | 20,222.24 | 9042014 | 2182020 | |||||||||||||
161571FW9 | CHAIT_13-A3 ABS 13-A3 | 2 | 3,405,000 | 3,401,633.74 | 3,405,000.00 | 3,405,000 | (3,366.26 | ) | — | — | — | 0.4408 | 0.4412 | Monthly | 675.86 | 15,006.83 | 4122013 | 4152020 | |||||||||||||
161571FX7 | CHAIT_13-A5 ABS_13-A5 A | 2 | 2,249,976.15 | 2,249,685 | 2,250,000.00 | 2,249,995.44 | (310.44 | ) | 12.09 | — | — | 0.47 | 0.4710 | Monthly | 470.00 | 10,575 | 5162013 | 5152017 | |||||||||||||
161571GH1 | CHAIT_13-A9 ABS 13-A9 A | 2 | 1,500,000 | 1,504,067 | 1,500,000.00 | 1,500,000 | 4,067 | — | — | — | 0.5808 | 0.5815 | Monthly | 466.57 | 8,739.82 | 12102013 | 11152020 | ||||||||||||||
BRSJ315T5 | CHARTER COMMUNICATION OPER LLC SENIOR SECURED TERM NOTES | 2 | 5,123,932.59 | 5,072,178.45 | 5,163,599.99 | 5,127,625.63 | (55,447.18 | ) | 3,877.54 | — | — | — | 0.1145 | J-A-J-O | 0 | 170,547.28 | 7102014 | 1032021 |
161630BD9 | CHASE CMO_07-A1 11M1 | 2 | 2,172,503.7 | 1,984,454.11 | 2,151,909.23 | 2,169,999.82 | (185,545.71 | ) | (20,505.36 | ) | — | — | 2.47937 | 2.2896 | Monthly | 5,558.97 | 57,095.93 | 1182008 | 3252037 | ||||||||||||
161571GC2 | CHASE ISSUANCE TRUST ABS 13-A8 | 2 | 1,999,543.4 | 1,998,557.58 | 2,000,000.00 | 1,999,677.85 | (1,120.27 | ) | 114.28 | — | — | 1.01 | 1.0181 | Monthly | 897.78 | 20,199.96 | 10252013 | 10152018 | |||||||||||||
161571FJ8 | CHASE ISSUANCE TRUST CHAIT_12- ABS_12-A3 A3 | 2 | 7,028,437.5 | 7,009,310.21 | 7,000,000.00 | 7,010,764.01 | (1,453.8 | ) | (27,628.84 | ) | — | — | 0.79 | 0.4525 | Monthly | 0 | 64,845.83 | 3272014 | 6152017 | ||||||||||||
161571GJ7 | CHASE ISSUANCE TRUST CHAIT_14- ABS 14-A1 A | 2 | 11,497,919.65 | 11,496,979.18 | 11,500,000.00 | 11,498,332.98 | (1,353.8 | ) | 413.33 | — | — | 1.15 | 1.1568 | Monthly | 0 | 122,698.58 | 1162014 | 1152019 | |||||||||||||
161571GQ1 | CHASE ISSUANCE TRUST SENIOR ABS 14-A7 A | 2 | 1,599,812.32 | 1,593,170.66 | 1,600,000.00 | 1,599,819.45 | (6,648.79 | ) | 7.13 | — | — | 1.38 | 1.3880 | Monthly | 0 | 2,698.66 | 11072014 | 11152019 | |||||||||||||
166430AA6 | CHEST_14-1A ABS _14-1A-A 144A | 2 | 3,000,000 | 2,999,340.09 | 3,000,000.00 | 3,000,000 | (659.91 | ) | — | — | — | 4.5 | 4.5232 | M-J-S-D | 0 | 5,625 | 12112014 | 12152034 | |||||||||||||
166764AN0 | CHEVRON CORP SENIOR CORP BND | 1 | 500,000 | 500,383.91 | 500,000.00 | 500,000 | 383.91 | — | — | — | 2.193 | 2.1930 | May-Nov | 0 | 1,309.71 | 11102014 | 11152019 | ||||||||||||||
166764AC4 | CHEVRON CORP SENIOR CORP BND | 865,000 | 866,791.94 | 865,000.00 | 865,000 | 1,791.94 | — | — | — | 0.889 | 0.8890 | Jun-Dec | 726.01 | 34,620.27 | 6172013 | 6242016 | |||||||||||||||
166764AA8 | CHEVRON CORP SENIOR CORP BND | 1 | 990,820 | 992,124.71 | 1,000,000.00 | 991,545.04 | 579.67 | 725.04 | — | — | 1.104 | 1.4000 | Jun-Dec | 0 | 2,760 | 11282012 | 12052017 | ||||||||||||||
166764AL4 | CHEVRON CORP SENIOR CORP BND | 2,250,000 | 2,249,720.01 | 2,250,000.00 | 2,250,000 | (279.99 | ) | — | — | — | 1.345 | 1.3450 | May-Nov | 0 | 3,614.69 | 11102014 | 11152017 | ||||||||||||||
167485Q87 | CHICAGO (CITY OF) MUNI BND GO | 1 | 3,248,430 | 3,215,220 | 3,000,000.00 | 3,229,891.53 | (14,671.53 | ) | (18,538.47 | ) | — | — | 5 | 2.3400 | Jan-Jul | 0 | 37,500 | 10262007 | 1012020 | ||||||||||||
BRSR021B1 | CHIEF POWER FINANCE LLC SENIOR SECURED TERM NOTES | 3,771,428.57 | 3,790,476.19 | 3,809,523.81 | 3,771,428.57 | 19,047.62 | — | — | — | — | 0.1709 | M-J-S-D | 0 | — | 12162014 | 12312020 | |||||||||||||||
170016XW4 | CHIPPEWA VALLEY MICH SCHS MUNI BND GO | 1 | 6,265,211 | 6,387,073 | 5,450,000.00 | 6,243,994.56 | 143,078.44 | (21,216.44 | ) | — | — | 5 | 3.0097 | May-Nov | 0 | 68,125 | 9162013 | 5012027 | |||||||||||||
BRSM3VKC2 | CHRYSLER GROUP LLC SENIOR SECURED TERM NOTES | 4,955,385.29 | 4,942,934.59 | 4,980,286.74 | 4,959,726 | (16,791.41 | ) | 4,528.87 | — | — | — | 0.1020 | F-M-A-N | 0 | 100,900.46 | 2052014 | 12312018 | ||||||||||||||
171340AJ1 | CHURCH & DWIGHT CO INC SENIOR CORP BND | 1 | 1,998,780 | 1,997,569.74 | 2,000,000.00 | 1,998,791.53 | (1,221.79 | ) | 11.53 | — | — | 2.45 | 2.4629 | Jun-Dec | 0 | 2,994.44 | 12042014 | 12152019 | |||||||||||||
12549BAC2 | CIFC_13-2A ABS _13-2A-A1L 144A | 2 | 977,000 | 976,271.97 | 1,000,000.00 | 977,043.58 | (771.61 | ) | 43.58 | — | — | 1.38075 | 1.9524 | J-A-J-O | 0 | 191.77 | 12232014 | 7182025 | |||||||||||||
12548CAD9 | CIFC_14-2A MEZZANIN ABS _14-2A-A3L 144A | F | 1 | 1,918,000 | 1,904,037.02 | 2,000,000.00 | 1,919,936.58 | (15,899.56 | ) | 1,936.58 | — | — | 3.0829 | 3.7423 | F-M-A-N | 0 | 11,786.56 | 10232014 | 5262026 | ||||||||||||
BRSKAX1N1 | CINCINNATI BELL INC SENIOR SECURED TERM NOTES | E | 3,241,635.37 | 3,234,703.37 | 3,259,146.98 | 3,244,326.55 | (9,623.18 | ) | 2,239.33 | — | — | — | 0.0789 | M-J-S-D | 0 | 91,649.99 | 11202014 | 9102020 | |||||||||||||
17275RAR3 | CISCO SYSTEMS INC SENIOR CORP BND | 500,100 | 501,365.32 | 500,000.00 | 500,096.54 | 1,268.78 | (3.46 | ) | — | — | 2.125 | 2.1201 | Mar-Sep | 0 | 2,656.25 | 2242014 | 3012019 | ||||||||||||||
17275RAQ5 | CISCO SYSTEMS INC SENIOR CORP BND | 3,500,000 | 3,517,079.69 | 3,500,000.00 | 3,500,000 | 17,079.69 | — | — | — | 0.7336 | 0.7336 | M-J-S-D | 0 | 21,648.17 | 2242014 | 3012019 | |||||||||||||||
17275RAT9 | CISCO SYSTEMS INC SENIOR CORP BND | 3,499,790 | 3,497,793.53 | 3,500,000.00 | 3,499,847.53 | (2,054 | ) | 73.55 | — | — | 1.1 | 1.1020 | Mar-Sep | 0 | 40,806.94 | 9182014 | 3032017 | ||||||||||||||
17305EDL6 | CITIBANK CREDIT CARD ISSUANCE ABS_06-A8 A8 | 2 | 2,588,682.81 | 2,607,688.96 | 2,620,000.00 | 2,607,893.42 | (204.46 | ) | 5,582.58 | — | — | 0.2706 | 0.4829 | J-A-J-O | 1,609.90 | 7,248.41 | 7062011 | 12172018 | |||||||||||||
17318UAB0 | CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC8 A2 | 2 | 9,088,242.19 | 9,054,720.18 | 9,000,000.00 | 9,075,646.47 | (20,926.29 | ) | (12,595.72 | ) | — | — | 1.813 | 1.4409 | Monthly | 0 | 63,001.79 | 8072014 | 9102045 | ||||||||||||
172967HZ7 | CITIGROUP INC CAPSEC CORP BND | 1 | 2,053,000 | 2,053,000 | 2,053,000.00 | 2,053,000 | — | — | — | — | 5.8 | 5.7954 | May-Nov | 0 | 20,507.19 | 10222014 | 12312049 | ||||||||||||||
172967GR6 | CITIGROUP INC CAPSEC CORP BND | 1 | 9,970,625 | 9,686,250 | 10,500,000.00 | 9,972,477.58 | (286,227.58 | ) | 1,852.58 | — | — | 5.35 | 5.6274 | May-Nov | 0 | 146,679.17 | 11252014 | 12312049 | |||||||||||||
U17406FZ4 | CITIGROUP INC CORP BND | O | 1,580,154.19 | 1,568,104.76 | 850,000.00 | 1,576,215.66 | (8,110.9 | ) | (3,938.53 | ) | — | (10,144.19 | ) | 7.625 | 1.8106 | April | 0 | 5,573.34 | 12102014 | 4032018 | |||||||||||
172967FD8 | CITIGROUP INC CORP BND | 2,652,105 | 2,536,800 | 2,500,000.00 | 2,514,701.45 | 22,098.55 | (53,506.51 | ) | — | — | 4.75 | 3.1829 | May-Nov | 25,231.21 | 164,258.17 | 5242011 | 5192015 |
172967HY0 | CITIGROUP INC SENIOR CORP BND | 1,597,760 | 1,590,640.86 | 1,600,000.00 | 1,598,038.44 | (7,397.58 | ) | 1,093.86 | — | — | 1.55 | 1.5980 | Feb-Aug | 0 | 37,165.56 | 8072014 | 8142017 | ||||||||||||||
172967HC8 | CITIGROUP INC SENIOR CORP BND | 2,033,660 | 2,017,357.78 | 2,000,000.00 | 2,029,943.7 | (12,585.92 | ) | (3,716.30 | ) | — | — | 2.5 | 2.0809 | Mar-Sep | 0 | 24,166.66 | 7012014 | 9262018 | |||||||||||||
172967HU8 | CITIGROUP INC SENIOR CORP BND | 2,983,710 | 3,001,779.1 | 3,000,000.00 | 2,984,556.78 | 17,222.32 | 846.78 | — | — | 2.5 | 2.6200 | Jan-Jul | 0 | 18,750 | 9102014 | 7292019 | |||||||||||||||
172967JD4 | CITIGROUP INC SENIOR CORP BND | 5,000,000 | 5,001,250.1 | 5,000,000.00 | 5,000,000 | 1,250.1 | — | — | — | 0.9329 | 0.9329 | F-M-A-N | 0 | 4,794.07 | 11182014 | 11242017 | |||||||||||||||
172967JE2 | CITIGROUP INC SENIOR CORP BND | 5,758,848 | 5,739,089.53 | 5,760,000.00 | 5,758,886.15 | (19,796.62 | ) | 38.15 | — | — | 1.85 | 1.8569 | May-Nov | 0 | 10,656 | 11182014 | 11242017 | ||||||||||||||
172967GK1 | CITIGROUP INC SUB CORP BND | 10,802,675 | 10,787,011.62 | 10,500,000.00 | 10,788,833.8 | (1,822.18 | ) | (13,841.20 | ) | — | — | 4.05 | 3.6210 | Jan-Jul | 0 | 181,631.26 | 8192014 | 7302022 | |||||||||||||
73723RSH7 | CITY OF PORTSMOUTH VA MUNITAX BND GO | 2,250,000 | 2,263,905 | 2,250,000.00 | 2,250,000 | 13,905 | — | — | — | 1.418 | 1.4180 | Feb-Aug | 16,307.00 | 31,905 | 6052013 | 2012017 | |||||||||||||||
791638XK0 | CITY OF ST LOUIS MO MUNI BND REV | 1 | 1,835,993.2 | 1,813,616.4 | 1,660,000.00 | 1,820,074.49 | (6,458.09 | ) | (15,918.71 | ) | — | — | 5 | 1.0801 | Jan-Jul | 0 | 20,750 | 1112007 | 7012018 | ||||||||||||
180848DS9 | CLARK CNTY NEV ARPT REV MUNITAX BND GO | 1 | 4,625,530 | 4,594,015.4 | 3,910,000.00 | 4,591,451.31 | 2,564.09 | (34,078.69 | ) | — | — | 5.86 | 2.0521 | May-Nov | 0 | 57,281.5 | 6102009 | 11012020 | |||||||||||||
125634AQ8 | CLIF_14-2A ABS_14-2A A 144A | 1 | 3,440,288.98 | 3,419,846.4 | 3,441,666.67 | 3,440,307.02 | (20,460.62 | ) | 41.40 | — | — | 3.38 | 3.4114 | Monthly | 0 | 23,178.04 | 10092014 | 10182029 | |||||||||||||
12591FAC0 | CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3 | 2 | 5,073,444.97 | 5,072,482.18 | 5,073,445.98 | 5,073,410.31 | (928.13 | ) | (24.18 | ) | — | — | 0.69 | 0.6906 | Monthly | 1,979.54 | 42,116.03 | 2132013 | 6152018 | ||||||||||||
12591AAC1 | CNH_12-B ABS 12-B | 2 | 800,989.04 | 801,634.12 | 801,017.31 | 801,006.88 | 627.24 | 39.61 | — | — | 0.86 | 0.8625 | Monthly | 802.67 | 11,473.66 | 6122012 | 9152017 | ||||||||||||||
12613SAC6 | CNH_13-C ABS_13-C A3 | 2 | 3,154,634.97 | 3,160,426.51 | 3,155,000.00 | 3,154,786.28 | 5,640.23 | 121.42 | — | — | 1.02 | 1.0259 | Monthly | 1,430.27 | 32,181 | 8202013 | 8152018 | ||||||||||||||
12618SAC1 | CNH_13-D ABS 13-D A3 | 2 | 749,969.55 | 748,867.49 | 750,000.00 | 749,978.69 | (1,111.2 | ) | 8.42 | — | — | 0.77 | 0.7724 | Monthly | 256.67 | 5,775 | 11142013 | 10152018 | |||||||||||||
12591BAC9 | CNH_14-A ABS 14-A A3 | 2 | 2,864,964.19 | 2,857,207.11 | 2,865,000.00 | 2,864,966.34 | (7,759.23 | ) | 2.15 | — | — | 0.84 | 0.8416 | Monthly | 0 | 20,790.35 | 2122014 | 5152019 | |||||||||||||
12591BAD7 | CNH_14-A ABS 14-A A4 | 2 | 999,951.7 | 995,350.04 | 1,000,000.00 | 999,957.21 | (4,607.17 | ) | 5.51 | — | — | 1.5 | 1.5054 | Monthly | 0 | 12,958.34 | 2122014 | 5152020 | |||||||||||||
12623PAD8 | CNH_14-B ABS_14-B A4 | 2 | 11,904,022 | 11,855,751.07 | 11,920,000.00 | 11,905,142.31 | (49,391.24 | ) | 1,120.31 | — | — | 1.61 | 1.6225 | Monthly | 0 | 98,202.87 | 9162014 | 5172021 | |||||||||||||
12632XAD0 | CNH_14-C ABS 14-C | 2 | 7,177,526.49 | 7,124,714.22 | 7,180,000.00 | 7,177,610.04 | (52,895.82 | ) | 83.55 | — | — | 1.65 | 1.6626 | Monthly | 0 | 22,377.68 | 10162014 | 9152021 | |||||||||||||
12625GAA2 | CNOOC FINANCE (2013) LTD SENIOR CORP BND | F | 1,367,170.56 | 1,366,066.52 | 1,372,000.00 | 1,369,799.21 | (3,732.69 | ) | 5,388.27 | — | — | 1.125 | 1.2449 | May-Nov | 9,810.13 | 52,026.09 | 5022013 | 5092016 | |||||||||||||
191216AU4 | COCA-COLA COMPANY (THE) CORP BND | 5,077,760.96 | 5,078,587.35 | 5,000,000.00 | 5,055,779.95 | 22,807.4 | (13,030.16 | ) | — | — | 1.8 | 1.5454 | Mar-Sep | 29,400.00 | 55,735 | 12142011 | 9012016 | ||||||||||||||
191216BA7 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 492,870 | 493,849.83 | 500,000.00 | 493,378.05 | 471.78 | 508.05 | — | — | 1.15 | 1.5700 | Apr-Oct | 0 | 1,437.5 | 2282013 | 4012018 | |||||||||||||||
191216BC3 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 3,000,000 | 3,001,050.12 | 3,000,000.00 | 3,000,000 | 1,050.12 | — | — | — | 0.33235 | 0.3324 | F-M-A-N | 1,737.99 | 10,175.71 | 10292013 | 11012016 | |||||||||||||||
191216BD1 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 6,991,950 | 6,976,119.08 | 7,000,000.00 | 6,995,063.5 | (18,944.42 | ) | 2,665.77 | — | — | 0.75 | 0.7889 | May-Nov | 8,750.00 | 52,500 | 9182014 | 11012016 | ||||||||||||||
19416QEF3 | COLGATE-PALMOLIVE CO SENIOR CORP BND | 993,190 | 992,913.44 | 1,000,000.00 | 993,569.08 | (655.64 | ) | 379.08 | — | — | 1.75 | 1.9100 | Mar-Sep | 0 | 4,375 | 2262014 | 3152019 | ||||||||||||||
19416QEB2 | COLGATE-PALMOLIVE CO SENIOR CORP BND MTN | 1,890,937 | 1,862,496.33 | 1,900,000.00 | 1,893,908.44 | (31,412.11 | ) | 1,789.55 | — | — | 0.9 | 0.9981 | May-Nov | 2,850.00 | 17,100 | 4292013 | 5012018 | ||||||||||||||
19624HAA6 | COLNY_14-1 SENIOR CMBS _14-1-A | 2 | 3,930,992.39 | 3,912,445.94 | 3,931,000.26 | 3,930,943.61 | (18,497.67 | ) | (48.65 | ) | — | — | 2.5432 | 2.5391 | Monthly | 0 | 17,114.43 | 10232014 | 4202050 | ||||||||||||
196479WD7 | COLORADO HOUSING & FINANCE AUT MUNITAX BND REV | 1,000,000 | 996,740 | 1,000,000.00 | 1,000,000 | (3,260 | ) | — | — | — | 2.024 | 2.0240 | May-Nov | 0 | 3,092.22 | 10232014 | 5012019 |
196479WE5 | COLORADO HOUSING & FINANCE AUT MUNITAX BND REV | 1,100,000 | 1,097,151 | 1,100,000.00 | 1,100,000 | (2,849 | ) | — | — | — | 2.144 | 2.1440 | May-Nov | 0 | 3,603.11 | 10232014 | 11012019 | ||||||||||||||
19648CAE1 | COLORADO HOUSING & FINANCE AUT MUNITAX BND REV | 5,030,400 | 5,063,850 | 5,000,000.00 | 5,010,915.37 | 52,934.63 | (7,834.21 | ) | — | — | 1.6 | 1.4385 | May-Nov | 10,222.22 | 80,000 | 6212012 | 5152016 | ||||||||||||||
1995072R4 | COLUMBUS OHIO CITY SCH DIST MUNITAX BND GO | 3,000,000 | 3,023,790 | 3,000,000.00 | 3,000,000 | 23,790 | — | — | — | 2.286 | 2.2860 | Jun-Dec | 0 | 4,000.5 | 11072014 | 12012019 | |||||||||||||||
20030NAJ0 | COMCAST CORPORATION CORP BND | 2,304,900 | 2,087,080 | 2,000,000.00 | 2,086,386.88 | 693.12 | (169,622.35 | ) | — | — | 5.85 | 0.8559 | May-Nov | 29,900.00 | 200,850 | 10032012 | 11152015 | ||||||||||||||
14041NEK3 | COMET_13-A1 ABS 13-A1 | 2 | 10,273,447.45 | 10,266,209.12 | 10,275,000.00 | 10,274,450.97 | (8,241.85 | ) | 524.94 | — | — | 0.63 | 0.6360 | Monthly | 2,877.00 | 64,732.56 | 1232013 | 11152018 | |||||||||||||
14041NEM9 | COMET_13-A3-A3 ABS 13-A3-A3 | 2 | 4,479,465.54 | 4,463,513.78 | 4,480,000.00 | 4,479,662.47 | (16,148.69 | ) | 180.11 | — | — | 0.96 | 0.9660 | Monthly | 1,911.46 | 43,008 | 11142013 | 9162019 | |||||||||||||
14041NEP2 | COMET_14-A2 ABS _14-A2-A2 | 2 | 8,699,445.16 | 8,700,191.14 | 8,700,000.00 | 8,699,497.32 | 693.82 | 52.16 | — | — | 1.26 | 1.2650 | Monthly | 0 | 39,469.5 | 12192014 | 1152020 | ||||||||||||||
14041NET4 | COMET_14-A5 SENIOR ABS _14-A5-A | 2 | 2,269,392.55 | 2,269,600.28 | 2,270,000.00 | 2,269,435.88 | 164.4 | 43.33 | — | — | 1.48 | 1.4940 | Monthly | 0 | 7,185.81 | 10062014 | 7152020 | ||||||||||||||
20047QAE5 | COMM CMBS 06-C7 A4 | 2 | 5,023,603.21 | 4,864,003.22 | 4,640,560.15 | 4,882,518.37 | (18,515.15 | ) | (160,599.34 | ) | — | — | 5.75591 | (2.2794 | ) | Monthly | 0 | 205,824.77 | 6022014 | 6102046 | |||||||||||
12626GAB9 | COMM MORTGAGE TRUST COMM_13-LC PRELCF SENIOR CMBS _13-LC13-A2 | 2 | 7,780,917.42 | 7,742,945.46 | 7,478,000.00 | 7,769,904.6 | (26,959.14 | ) | (11,012.82 | ) | — | — | 3.009 | 1.8997 | Monthly | 0 | 31,876.87 | 11052014 | 8102046 | ||||||||||||
12624XAB4 | COMM_13-CR6 CMBS_13-CR6 A2 | 2 | 1,358,975.39 | 1,357,400.86 | 1,345,000.00 | 1,357,861.45 | (460.59 | ) | (1,113.94 | ) | — | — | 2.122 | 1.8256 | Monthly | 0 | 8,324.44 | 9112014 | 3102046 | ||||||||||||
12626GAF0 | COMM_13-LC13 LCF CMBS_13-LC13 A5 | 2 | 2,410,630.24 | 2,407,130.78 | 2,207,000.00 | 2,408,991.27 | (1,860.49 | ) | (1,638.97 | ) | — | — | 4.205 | 2.9608 | Monthly | 0 | 6,960.33 | 12012014 | 8102046 | ||||||||||||
12591VAB7 | COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCRE16 | 2 | 10,295,555.12 | 10,319,999.7 | 10,000,000.00 | 10,256,574.02 | 63,425.68 | (43,327.73 | ) | — | — | 3.042 | 2.3899 | Monthly | 0 | 221,390 | 6022014 | 4102047 | |||||||||||||
12631DAX1 | COMM_14-CR17 SENIOR CMBS_14-CR17-A2 | 2 | 4,588,620.24 | 4,609,009.39 | 4,455,000.00 | 4,571,335.18 | 37,674.21 | (17,285.06 | ) | — | — | 3.012 | 2.3430 | Monthly | 0 | 84,983.58 | 4292014 | 5102047 | |||||||||||||
12632QAT0 | COMM_14-CR18 SENIOR CMBS_14-CR18 A2 | 2 | 3,295,997.06 | 3,284,543.94 | 3,200,000.00 | 3,285,889.06 | (1,345.12 | ) | (10,108.00 | ) | — | — | 2.924 | 2.2496 | Monthly | 0 | 47,823.62 | 6192014 | 7152047 | ||||||||||||
12632QAX1 | COMM_14-CR18 SENIOR CMBS_14-CR18 A5 | 2 | 7,209,485.92 | 7,416,010.07 | 7,000,000.00 | 7,199,657.17 | 216,352.9 | (9,828.75 | ) | — | — | 3.828 | 3.4717 | Monthly | 0 | 136,957.33 | 6192014 | 7152047 | |||||||||||||
12592MBF6 | COMM_14-LC17 SENIOR CMBS_14-LC17 A2 | 2 | 7,209,813.23 | 7,282,450.28 | 7,000,000.00 | 7,198,485.4 | 83,964.88 | (11,327.83 | ) | — | — | 3.164 | 2.4691 | Monthly | 0 | 56,600.46 | 9182014 | 10102047 | |||||||||||||
12592EAA6 | COMM_14-PAT SENIOR CMBS _14-PAT 144A | 2 | 1,095,000 | 1,094,657.81 | 1,095,000.00 | 1,095,000 | (342.19 | ) | — | — | — | 0.9608 | 0.9627 | Monthly | 0 | 2,702.25 | 9182014 | 8132027 | |||||||||||||
20271RAG5 | COMMONWEALTH BANK AUSTRALIA SENIOR CORP BND | F | 2,497,875 | 2,490,855.23 | 2,500,000.00 | 2,498,096.27 | (7,241.04 | ) | 221.27 | — | — | 1.4 | 1.4290 | Mar-Sep | 0 | 10,986.11 | 9032014 | 9082017 | |||||||||||||
20271RAA8 | COMMONWEALTH BANK OF AUSTRALIA SENIOR CORP BND | E | 2,149,183 | 2,156,471.5 | 2,150,000.00 | 2,149,942.97 | 6,528.53 | 276.57 | — | — | 1.95 | 1.9631 | Mar-Sep | 12,228.13 | 41,925 | 3052012 | 3162015 | ||||||||||||||
20271RAE0 | COMMONWEALTH BANK OF AUSTRALIA SENIOR CORP BND | 4,991,350 | 4,980,058.65 | 5,000,000.00 | 4,993,638.87 | (13,580.22 | ) | 2,288.87 | — | — | 1.125 | 1.1839 | Mar-Sep | 0 | 45,000 | 3052014 | 3132017 | ||||||||||||||
202795HH6 | COMMONWEALTH EDISON COMPANY SECURED CORP BND | 3,126,706.5 | 2,882,433 | 2,850,000.00 | 2,878,405.29 | 4,027.71 | (98,789.00 | ) | — | — | 4.7 | 1.1909 | Apr-Oct | 28,278.33 | 133,950 | 6142012 | 4152015 | ||||||||||||||
20281PCA8 | COMMONWEALTH FING AUTH PA MUNITAX BND REV | 564,185 | 560,135 | 500,000.00 | 559,900.85 | 234.15 | (4,284.15 | ) | — | — | 5.792 | 2.1352 | Jun-Dec | 0 | 7,240 | 4302009 | 6012018 | ||||||||||||||
20281PCB6 | COMMONWEALTH FING AUTH PA MUNITAX BND REV | 2,254,340 | 2,254,280 | 2,000,000.00 | 2,241,416.71 | 12,863.29 | (12,923.29 | ) | — | — | 5.892 | 2.9552 | Jun-Dec | 0 | 29,460 | 4302009 | 6012019 | ||||||||||||||
BRSR05TD0 | COMPONENT HARDWARE GROUP INC SENIOR SECURED TERM NOTES | 3,058,823.53 | 3,028,235.29 | 3,058,823.53 | 3,058,823.53 | (30,588.24 | ) | — | — | — | — | — | J-A-J-O | 0 | 30,588.24 | 11242014 | 7012019 | ||||||||||||||
20772G2G2 | CONNECTICUT (STATE OF) MUNI BND GO | 3,410,100 | 3,370,680 | 3,000,000.00 | 3,379,813.43 | (9,133.43 | ) | (30,286.57 | ) | — | — | 5 | 0.8800 | Feb-Aug | 0 | 37,500 | 2202009 | 2152018 | |||||||||||||
20772JKM3 | CONNECTICUT (STATE OF) MUNITAX BND GO | 2,273,043.5 | 2,268,129.5 | 2,275,000.00 | 2,273,110.66 | (4,981.16 | ) | 67.16 | — | — | 1.896 | 1.9142 | Apr-Oct | 0 | 7,189 | 10282014 | 10152019 |
20772JQK1 | CONNECTICUT (STATE OF) MUNITAX BND GO | 2,556,975 | 2,536,450 | 2,500,000.00 | 2,553,224.2 | (16,774.2 | ) | (3,750.80 | ) | — | — | 2.172 | 1.5650 | Feb-Aug | 0 | 14,329.16 | 9232014 | 8152018 | |||||||||||||
20775BN77 | CONNECTICUT ST HSG FIN AUTH MUNI BND REV | 1 | 1,072,050 | 1,078,050 | 1,000,000.00 | 1,070,075.12 | 7,974.88 | (1,974.88 | ) | — | — | 4.1 | 3.0900 | May-Nov | 0 | 10,250 | 10112013 | 11152028 | |||||||||||||
20825TAA5 | CONOCO INC CORP BND | G | 5,679,205.4 | 5,397,745.41 | 5,005,000.00 | 5,413,042.59 | (15,297.18 | ) | (225,337.59 | ) | — | — | 5.625 | 1.0110 | Apr-Oct | 59,434.38 | 281,531.26 | 11262013 | 10152016 | ||||||||||||
20826FAB2 | CONOCOPHILLIPS CO SENIOR CORP BND | 1 | 4,876,363.57 | 4,803,658.01 | 4,885,000.00 | 4,877,553.05 | (73,895.04 | ) | 3,048.82 | — | — | 1.05 | 1.1013 | Jun-Dec | 3,212.99 | 66,284.17 | 6022014 | 12152017 | |||||||||||||
209111EV1 | CONSOLIDATED EDISON CO OF NEW CORP BND | 2,385,140 | 2,375,158.54 | 2,000,000.00 | 2,362,690.06 | 12,468.48 | (22,449.94 | ) | — | — | 7.125 | 2.2584 | Jun-Dec | 0 | 35,625 | 12022008 | 12012018 | ||||||||||||||
213187CB1 | COOK CNTY ILL CMNTY COLLEGE DI MUNI BND GO | 1 | 578,110 | 590,610 | 500,000.00 | 576,258.49 | 14,351.51 | (1,851.51 | ) | — | — | 5.25 | 3.2643 | Jun-Dec | 0 | 6,562.5 | 10092013 | 12012026 | |||||||||||||
213187CC9 | COOK CNTY ILL CMNTY COLLEGE DI MUNI BND GO | 1 | 575,865 | 589,285 | 500,000.00 | 574,072.08 | 15,212.92 | (1,792.92 | ) | — | — | 5.25 | 3.3167 | Jun-Dec | 0 | 6,562.5 | 10092013 | 12012027 | |||||||||||||
216871AF0 | COOPER US INC CORP BND | 1,020,060 | 1,014,924 | 1,000,000.00 | 1,016,142.82 | (1,218.82 | ) | (3,917.18 | ) | — | — | 2.375 | 0.8102 | Jan-Jul | 0 | 5,937.5 | 12022010 | 1152016 | |||||||||||||
216871AC7 | COOPER US INC CORP BND | 2,372,660 | 2,210,453.04 | 2,000,000.00 | 2,225,231.58 | (14,778.54 | ) | (87,772.08 | ) | — | — | 6.1 | 1.4939 | Jan-Jul | 61,000.00 | 122,000 | 4182013 | 7012017 | |||||||||||||
22160KAE5 | COSTCO WHOLESALE CORPORATION SENIOR CORP BND | 4,874,750 | 4,864,206.28 | 4,900,000.00 | 4,876,855.77 | (12,649.49 | ) | 2,102.05 | — | — | 1.125 | 1.1291 | Jun-Dec | 2,287.50 | 51,797.68 | 11282012 | 12152017 | ||||||||||||||
G2551TAP3 | COVENTRY BLDG SOC LOCAL BND EMTN | D | 1,220,911.03 | 1,171,283.73 | 750,000.00 | 1,212,436.47 | (41,152.74 | ) | (7,547.51 | ) | — | (42,650.21 | ) | 2.15713 | 1.8837 | F-M-A-N | 4,521.50 | 33,209.01 | 5102012 | 2102015 | |||||||||||
22532LAL8 | CREDIT AGRICOLE SA/LONDON SENIOR CORP BND 144A | F | 3,994,960 | 4,031,450.2 | 4,000,000.00 | 3,995,642.58 | 35,807.62 | 682.58 | — | — | 2.5 | 2.5270 | Apr-Oct | 0 | 71,111.11 | 4092014 | 4152019 | ||||||||||||||
225436AA2 | CREDIT SUISSE GROUP CCN CORP BND 144A | F | 1 | 4,143,306 | 4,091,220 | 4,284,000.00 | 4,144,146.65 | (52,926.65 | ) | 840.65 | — | — | 6.25 | 6.4865 | Jun-Dec | 0 | 105,427.1 | 8062014 | 12312049 | ||||||||||||
22546QAN7 | CREDIT SUISSE NEW YORK NY SENIOR CORP BND | 4,989,700 | 4,988,295.35 | 5,000,000.00 | 4,990,862.49 | (2,567.14 | ) | 1,164.51 | — | — | 2.3 | 2.3439 | May-Nov | 0 | 68,163.06 | 5222014 | 5282019 | ||||||||||||||
22546QAR8 | CREDIT SUISSE NEW YORK NY SENIOR CORP BND | 4,970,000 | 4,976,757.8 | 5,000,000.00 | 4,970,680.62 | 6,077.18 | 680.62 | — | — | 3 | 3.0960 | Apr-Oct | 0 | 25,833.33 | 10242014 | 10292021 | |||||||||||||||
BRSQP4874 | CREGANNA-TACTX MEDICAL | 354,464.29 | 357,366.07 | 357,142.86 | 354,464.29 | 2,901.78 | — | — | — | — | 0.1095 | M-J-S-D | 0 | — | |||||||||||||||||
BRSL3FE10 | CROSBY US ACQUISITION CORP SENIOR SECURED TERM NOTES | 2,041,994.32 | 1,921,877 | 2,044,550.00 | 2,042,375.8 | (120,498.8 | ) | 387.58 | — | — | — | 0.0178 | J-A-J-O | 0 | 76,271.52 | 12192013 | 11232020 | ||||||||||||||
BRSH9LJ56 | CROSSMARK HOLDINGS INC SENIOR SECURED TERM LOAN | 2 | 2,603,122.36 | 2,557,425.35 | 2,607,409.39 | 2,601,377.68 | (43,952.33 | ) | 1,326.87 | — | — | — | 0.0459 | M-J-S-D | 0 | 119,718.84 | 9042013 | 12202019 | |||||||||||||
BRSJ078E5 | CSC HOLDINGS LLC SENIOR SECURED TERM LOAN | 2 | 8,108,004.29 | 7,991,217.77 | 8,146,863.60 | 8,117,396.49 | (126,178.72 | ) | 31,426.83 | — | — | — | 0.0675 | M-J-S-D | 0 | 290,034.21 | 5012013 | 4172020 | |||||||||||||
22541QFV9 | CSFB_03-17 WHOLE LOAN__03-17-1A4 | 2 | 496,965.06 | 493,679.77 | 488,446.55 | 496,710.81 | (3,031.04 | ) | (980.48 | ) | — | — | 5.5 | 4.8820 | Monthly | 0 | 6,809.05 | 6192003 | 6252033 | ||||||||||||
12648CAA4 | CSMC_14-SURF SENIOR CMBS_14-SURF A 144A | 2 | 7,779,712.5 | 7,766,464.66 | 7,770,000.00 | 7,774,389.44 | (7,924.78 | ) | (5,323.06 | ) | — | — | 1.01 | 0.9134 | Monthly | 0 | 55,151.85 | 4172014 | 2152029 | ||||||||||||
126408GM9 | CSX CORPORATION CORP BND | 3,984,295.81 | 3,957,559.02 | 3,491,000.00 | 3,977,739.3 | (20,180.28 | ) | (6,556.51 | ) | — | — | 6.25 | 1.7533 | Mar-Sep | 0 | 9,091.15 | 12112014 | 3152018 | |||||||||||||
BRSLMULK6 | CUMULUS MED INC. SENIOR SECURED TERM NOTES | 2 | 5,232,901.29 | 5,136,154.32 | 5,279,139.82 | 5,234,798.99 | (98,644.67 | ) | 8,780.13 | — | — | — | 0.1412 | Mar-Sep | 0 | 179,032.35 | 9302014 | 12232020 | |||||||||||||
126650CA6 | CVS HEALTH CORP CORP BND | 299,886 | 299,498.11 | 300,000.00 | 299,926.35 | (428.24 | ) | 64.12 | — | — | 1.2 | 1.2129 | Jun-Dec | 5,945.33 | 6,182.67 | 12022013 | 12052016 | ||||||||||||||
126650BE9 | CVS HEALTH CORP CORP BND | 2,334,389.12 | 2,142,181.79 | 1,988,000.00 | 2,149,978.14 | (7,796.35 | ) | (98,503.41 | ) | — | — | 6.125 | 1.0460 | Feb-Aug | 46,000.11 | 121,765 | 2112013 | 8152016 | |||||||||||||
126650CE8 | CVS HEALTH CORP SENIOR CORP BND | 1 | 3,390,582 | 3,388,721.32 | 3,400,000.00 | 3,390,635.79 | (1,914.47 | ) | 53.79 | — | — | 2.25 | 2.3131 | Feb-Aug | 0 | 1,700 | 12182014 | 8122019 | |||||||||||||
12668AZL2 | CWALT_05-73CB CMO_05-64CB 1A | 2 | 251,933.84 | 242,901.01 | 256,829.65 | 251,844.84 | (8,943.83 | ) | (3,288.48 | ) | — | — | 5.5 | 5.9256 | Monthly | 1,351.18 | 15,088.23 | 1022008 | 12252035 |
12543RBB4 | CWHL_07-3 WHOLE LOAN_07-3-A26 | 2 | 2,118,060.62 | 2,127,536.52 | 2,269,674.91 | 2,118,060.62 | 9,475.9 | (3,730.92 | ) | — | — | 6 | 7.7779 | Monthly | 0 | 34,432.56 | 12312009 | 4252037 | |||||||||||||
232760VV7 | CYPRESS-FAIRBANKS TEX INDPT SC MUNI BND GO | 1,064,120 | 1,053,230 | 1,000,000.00 | 1,052,355.92 | 874.08 | (11,764.08 | ) | — | — | 5 | 0.3224 | Feb-Aug | 0 | 12,500 | 3172006 | 2152016 | ||||||||||||||
BRSN8X546 | DAIMLER AG UNSEC CORP BND | D | 1,540,012.53 | 1,441,013.71 | 915,000.00 | 1,540,177.26 | (99,163.55 | ) | 201.44 | — | (114,095.68 | ) | 1.625 | 1.6419 | December | 0 | 18,795.9 | 5092014 | 12022016 | ||||||||||||
BRSP6FWM2 | DAIMLER FINANCE NORTH AMERICA | 1,788,807.25 | 1,786,168.35 | 1,795,000.00 | 1,789,649.61 | (3,481.26 | ) | 842.36 | — | — | 1.375 | 1.4930 | Feb-Aug | 0 | 10,283.85 | ||||||||||||||||
U2339CAR9 | DAIMLER FINANCE NORTH AMERICA CORP BND | 5,230,800 | 5,118,407.9 | 5,000,000.00 | 5,115,745.79 | 2,662.11 | (66,902.04 | ) | — | — | 2.625 | 1.2456 | Mar-Sep | 38,645.84 | 131,250 | 4082013 | 9152016 | ||||||||||||||
233851AH7 | DAIMLER FINANCE NORTH AMERICA CORP BND 144A | 514,930 | 511,834.22 | 500,000.00 | 512,988.74 | (1,154.52 | ) | (1,941.26 | ) | — | — | 2.625 | 1.0798 | Mar-Sep | 0 | 3,281.25 | 9072011 | 9152016 | |||||||||||||
233851BF0 | DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND | 7,224,987.5 | 7,207,158.38 | 7,250,000.00 | 7,228,389.79 | (21,231.41 | ) | 3,766.98 | — | — | 1.375 | 1.4930 | Feb-Aug | 0 | 45,967.01 | 7242014 | 8012017 | ||||||||||||||
233851AY0 | DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A | 1,000,000 | 1,005,329.97 | 1,000,000.00 | 1,000,000 | 5,329.97 | — | — | — | 0.91235 | 0.9124 | F-M-A-N | 5,389.27 | 31,120.52 | 7242013 | 8012016 | |||||||||||||||
233851BA1 | DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A | 1,014,510 | 1,011,996.61 | 1,000,000.00 | 1,013,597.88 | (1,601.27 | ) | (912.12 | ) | — | — | 2.375 | 1.9800 | Feb-Aug | 0 | 5,937.5 | 7242013 | 8012018 | |||||||||||||
233851AK0 | DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A | 3,112,230 | 3,094,509.9 | 3,000,000.00 | 3,099,949.85 | (5,439.95 | ) | (12,280.15 | ) | — | — | 2.95 | 1.2798 | Jan-Jul | 0 | 22,125 | 1042012 | 1112017 | |||||||||||||
233851AZ7 | DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A | 4,994,750 | 5,022,824.5 | 5,000,000.00 | 4,997,199 | 25,625.5 | 1,734.81 | — | — | 1.45 | 1.4859 | Feb-Aug | 30,208.33 | 72,500 | 7242013 | 8012016 | |||||||||||||||
D1668RML8 | DAIMLERCHRYSLER AG SENIOR CORP BND EMTN | D | 825,838.42 | 822,033.48 | 520,000.00 | 825,656.9 | (3,623.42 | ) | (181.52 | ) | — | (5,313.75 | ) | 1.75 | 1.3224 | November | 0 | 782.53 | 12102014 | 11082017 | |||||||||||
235851AL6 | DANAHER CORPORATION CORP BND | 3,874,580 | 3,890,508.71 | 3,825,000.00 | 3,868,910.37 | 21,598.34 | (6,965.33 | ) | — | — | 2.3 | 2.3341 | Jun-Dec | 2,044.45 | 63,480 | 6202011 | 6232016 | ||||||||||||||
BRSNJTYP4 | DAVITA HEALTHCARE PARTNERS INC SENIOR SECURED TERM NOTES | 2 | 1,211,039.76 | 1,207,443.16 | 1,217,125.39 | 1,211,360.57 | (3,917.41 | ) | 351.39 | — | — | — | 0.0723 | M-J-S-D | 0 | 3,914.76 | 6192014 | 6242021 | |||||||||||||
254683AT2 | DCENT ABS 12-A1 | 2 | 652,082.03 | 650,312 | 650,000.00 | 650,170.94 | 141.06 | (1,439.59 | ) | — | — | 0.81 | 0.5882 | Monthly | 234.00 | 5,265 | 8282013 | 8152017 | |||||||||||||
254683AC9 | DCENT_07-A1 ABS 07-A1 A1 | 2 | 5,448,691.41 | 4,996,518.53 | 4,500,000.00 | 4,968,062.51 | 28,456.02 | (167,586.36 | ) | — | — | 5.65 | 1.7190 | Monthly | 11,300.00 | 254,250 | 1262012 | 3162020 | |||||||||||||
254683AV7 | DCENT_12-A3 ABS 12-A3 | 2 | 8,579,026.56 | 8,551,808.67 | 8,539,000.00 | 8,552,297.84 | (489.17 | ) | (37,034.04 | ) | — | — | 0.86 | 0.4416 | Monthly | 0 | 76,313.78 | 3272014 | 11152017 | ||||||||||||
254683BB0 | DCENT_13 ABS 13 | 2 | 8,500,000 | 8,497,338.57 | 8,500,000.00 | 8,500,000 | (2,661.43 | ) | — | — | — | 0.4608 | 0.4612 | Monthly | 1,762.71 | 39,188.59 | 2062013 | 8172020 | |||||||||||||
254683BJ3 | DCENT_14-3 ABS_14-A3 A3 | 2 | 1,029,736.32 | 1,028,338.92 | 1,030,000.00 | 1,029,564.32 | (1,225.4 | ) | (172.00 | ) | — | — | 1.22 | 1.1979 | Monthly | 0 | 8,272.64 | 4282014 | 10152019 | ||||||||||||
23311VAE7 | DCP MIDSTREAM PARTNERS LP SENIOR CORP BND | 1 | 1,192,920 | 1,164,392.76 | 1,200,000.00 | 1,193,991.13 | (29,598.37 | ) | 1,071.13 | — | — | 2.7 | 2.8260 | Apr-Oct | 0 | 25,920 | 3102014 | 4012019 | |||||||||||||
23311VAC1 | DCP MIDSTREAM PARTNERS LP SENIOR CORP BND | 1 | 2,956,525.25 | 2,964,234.16 | 2,975,000.00 | 2,963,965.18 | 268.98 | 3,596.61 | — | — | 2.5 | 2.6331 | Jun-Dec | 6,197.92 | 74,375 | 11192012 | 12012017 | ||||||||||||||
2417218L6 | DE SOTO TEX INDPT SCH DIST MUNI BND GO | 1 | 1,547,355.15 | 1,528,866.9 | 1,485,000.00 | 1,529,355.8 | (488.9 | ) | (17,999.35 | ) | — | — | 5 | 0.1945 | Feb-Aug | 0 | 18,562.5 | 9122013 | 8152016 | ||||||||||||
2417218C6 | DE SOTO TEX INDPT SCH DIST MUNI BND GO | 1 | 2,131,503.5 | 2,106,718.1 | 2,045,000.00 | 2,106,531.05 | 187.05 | (24,972.45 | ) | — | — | 5 | 0.1602 | Feb-Aug | 0 | 25,562.5 | 9122013 | 8152016 | |||||||||||||
246343JQ1 | DELAWARE RIV JT TOLL BRDG COMM MUNITAX BND REV | 1,402,009.6 | 1,398,896 | 1,390,000.00 | 1,400,938.58 | (2,042.58 | ) | (1,071.02 | ) | — | — | 1.842 | 1.5200 | Jan-Jul | 0 | 6,400.95 | 10122012 | 7012017 | |||||||||||||
246343JR9 | DELAWARE RIV JT TOLL BRDG COMM MUNITAX BND REV | 2,203,944.6 | 2,206,596.6 | 2,210,000.00 | 2,204,368.33 | 2,228.27 | 423.73 | — | — | 2.184 | 2.2601 | Jan-Jul | 0 | 12,066.6 | 10182012 | 7012018 | |||||||||||||||
BRSP9DPN0 | DELTA 2 (LUX) SARL | 3,530,276.1 | 3,473,365.92 | 3,548,016.18 | 3,531,024.08 | (57,658.16 | ) | 1,078.63 | — | — | — | 0.0720 | M-J-S-D | 0 | 66,472.52 | ||||||||||||||||
BRSM6R0M8 | DELTA AIR LINES INC SENIOR SECURED TERM NOTES | 2 | 2,679,314.29 | 2,654,096.19 | 2,699,899.99 | 2,682,407.27 | (28,311.08 | ) | 3,250.51 | — | — | — | 0.1689 | F-M-A-N | 0 | 22,597.19 | 4302014 | 10182018 |
249218AR9 | DENVER CO PUB SCHS CTFS MUNITAX BND REV | 1,491,330 | 1,485,165 | 1,500,000.00 | 1,491,850.08 | (6,685.08 | ) | 520.08 | — | — | 1.644 | 1.7870 | Jun-Dec | 0 | 6,165 | 4182013 | 12152018 | ||||||||||||||
251129X56 | DETROIT MI CITY SCH DIST MUNI BND GO | 1 | 3,076,620 | 3,045,000 | 3,000,000.00 | 3,043,355.74 | 1,644.26 | (33,264.26 | ) | — | — | 5 | 0.6267 | May-Nov | 0 | 37,500 | 7212005 | 5012016 | |||||||||||||
251093B58 | DETROIT MICH MUNITAX BND GO | 1 | 1,792,239.93 | 1,817,200.49 | 1,976,292.00 | 1,799,391.8 | 17,808.69 | 102,489.80 | — | — | 4.96 | 7.0300 | Apr-Oct | 0 | 34,238.08 | 6242005 | 4012020 | ||||||||||||||
25152RWY5 | DEUTSCHE BK LDN SENIOR CORP BND | F | 3,998,600 | 3,980,227.36 | 4,000,000.00 | 3,998,870.22 | (18,642.86 | ) | 279.93 | — | — | 1.35 | 1.3619 | May-Nov | 0 | 32,775 | 5222014 | 5302017 | |||||||||||||
25215BAA1 | DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP BND 144A | E | 4,986,350 | 5,021,749.9 | 5,000,000.00 | 4,991,773.54 | 29,976.36 | 7,699.81 | — | — | 1.25 | 1.3432 | Apr-Oct | 25,347.22 | 107,118.06 | 12052014 | 10182016 | ||||||||||||||
25243YAT6 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 2,485,750 | 2,439,428.9 | 2,500,000.00 | 2,490,429.07 | (51,000.17 | ) | 2,803.20 | — | — | 1.125 | 1.2429 | Apr-Oct | 4,843.75 | 28,125 | 4242013 | 4292018 | |||||||||||||
25243YAS8 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 3,995,304.03 | 3,980,360.8 | 4,000,000.00 | 3,996,737.7 | (16,376.9 | ) | 3,498.93 | — | — | 0.625 | 0.6870 | Apr-Oct | 7,534.72 | 35,781.26 | 6022014 | 4292016 | |||||||||||||
25243YAR0 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 8,395,470 | 8,413,944 | 8,400,000.00 | 8,405,948.49 | 7,995.51 | (10,849.98 | ) | — | — | 1.5 | 1.5919 | May-Nov | 19,583.33 | 148,416.67 | 5082012 | 5112017 | |||||||||||||
25459HAV7 | DIRECTV HOLDINGS LLC CORP BND | 5,665,268.75 | 5,644,527.85 | 5,525,000.00 | 5,571,648.47 | 72,879.38 | (40,833.32 | ) | — | — | 3.125 | 2.8696 | Feb-Aug | 65,225.69 | 172,656.26 | 2212013 | 2152016 | ||||||||||||||
25459HBE4 | DIRECTV HOLDINGS LLC SENIOR CORP BND | 4,533,818.6 | 4,584,608.82 | 4,500,000.00 | 4,531,181.18 | 53,427.64 | (3,656.40 | ) | — | — | 2.4 | 2.4217 | Mar-Sep | 21,200.00 | 82,400 | 9122014 | 3152017 | ||||||||||||||
25459HAY1 | DIRECTV HOLDINGS LLC SENIOR CORP BND | 6,374,886.65 | 6,106,468.81 | 5,947,000.00 | 6,096,915.14 | 9,553.67 | (184,631.79 | ) | — | — | 3.5 | 1.3081 | Mar-Sep | 102,025.00 | 302,538.64 | 10162012 | 3012016 | ||||||||||||||
BRSR4UG37 | DISA HOLDINGS A/S | 123,441.49 | 122,824.28 | 123,441.49 | 123,441.49 | (617.21 | ) | — | — | — | — | — | M-J-S-D | 0 | 9,550.48 | ||||||||||||||||
BRSR4UG78 | DISA HOLDINGS A/S SENIOR SECURED TERM NOTES | F | 5,524,952.1 | 5,497,327.34 | 5,524,952.10 | 5,524,952.1 | (27,624.76 | ) | — | — | — | — | — | M-J-S-D | 0 | 55,249.52 | 12242014 | 12092020 | |||||||||||||
254683BA2 | DISCOVER CARD MASTER TRUST DCE ABS_13-A2 | 2 | 11,553,284.09 | 11,547,169.86 | 11,555,000.00 | 11,554,215.63 | (7,045.77 | ) | 496.53 | — | — | 0.69 | 0.6954 | Monthly | 3,543.53 | 79,729.56 | 2062013 | 8152018 | |||||||||||||
254683BL8 | DISCOVER CARD MASTER TRUST SENIOR ABS _14-A5-A | 2 | 2,499,783.5 | 2,492,546.08 | 2,500,000.00 | 2,499,791.28 | (7,245.2 | ) | 7.78 | — | — | 1.39 | 1.3957 | Monthly | 0 | 7,239.58 | 10082014 | 4152020 | |||||||||||||
254683BH7 | DISCOVER CARD MASTER TRUST SENIOR ABS_14-A2 A2 | 2 | 3,084,517.97 | 3,079,090.87 | 3,085,000.00 | 3,084,578.4 | (5,487.53 | ) | 60.43 | — | — | 0.4321 | 0.4387 | F-M-A-N | 0 | 4,155.56 | 9082014 | 8152019 | |||||||||||||
254845GB0 | DISTRICT COLUMBIA WTR & SWR AU MUNI BND REV | 1 | 569,945 | 573,515 | 500,000.00 | 565,588.07 | 7,926.93 | (4,356.93 | ) | — | — | 5 | 1.3945 | Apr-Oct | 0 | 6,250 | 1282009 | 10012024 | |||||||||||||
25476FDH8 | DISTRICT OF COLUMBIA MUNI BND GO | 1 | 4,436,600 | 4,406,200 | 4,000,000.00 | 4,395,404.02 | 10,795.98 | (41,195.98 | ) | — | — | 5 | 0.8551 | Jun-Dec | 0 | 50,000 | 6012007 | 6012022 | |||||||||||||
25476FHE1 | DISTRICT OF COLUMBIA MUNI BND GO | 5,731,050 | 5,664,050 | 5,000,000.00 | 5,681,159.21 | (17,109.21 | ) | (49,890.79 | ) | — | — | 5 | 0.9369 | Jun-Dec | 0 | 62,500 | 8132008 | 6012018 | |||||||||||||
25600WAA8 | DNB BOLIGKREDITT AS CORP BND 144A | F | 7,245,487.51 | 7,283,748.01 | 7,200,000.00 | 7,209,260.53 | 74,487.48 | (14,212.44 | ) | — | — | 2.1 | 1.8589 | Apr-Oct | 43,119.99 | 174,580 | 11142012 | 10142015 | |||||||||||||
25600WAB6 | DNB BOLIGKREDITT AS CORP BND 144A | F | 8,395,963 | 8,397,702.9 | 8,200,000.00 | 8,265,920.77 | 131,782.13 | (52,097.47 | ) | — | — | 2.9 | 2.2379 | Mar-Sep | 60,771.11 | 237,800 | 6122012 | 3292016 | |||||||||||||
257375AD7 | DOMINION GAS HOLDINGS LLC CORP BND | 4,998,666.59 | 4,981,189.75 | 5,000,000.00 | 4,998,919.92 | (17,730.17 | ) | 253.33 | — | — | 1.05 | 1.0619 | May-Nov | 0 | 21,145.83 | 8062014 | 11012016 | ||||||||||||||
25746UBN8 | DOMINION RESOURCES INC CORP BND | 1,015,910 | 1,011,878.51 | 1,000,000.00 | 1,013,785.75 | (1,907.24 | ) | (2,124.25 | ) | — | — | 1.95 | 1.0902 | Feb-Aug | 0 | 4,875 | 8102011 | 8152016 | |||||||||||||
26138EAM1 | DR PEPPER SNAPPLE GROUP INC CORP BND | 1,423,418.25 | 1,453,983.08 | 1,425,000.00 | 1,424,654 | 29,329.08 | 323.67 | — | — | 2.9 | 2.9239 | Jan-Jul | 19,055.42 | 41,325 | 1062011 | 1152016 | |||||||||||||||
BRSJRLR20 | DRILLSHIPS FINANCING HOLDING I | 2,054,893.22 | 1,606,031.3 | 2,034,547.75 | 2,047,718.78 | (441,687.48 | ) | (7,328.97 | ) | — | — | — | (0.4151 | ) | J-A-J-O | 0 | 76,297.23 | ||||||||||||||
BRSP0NVA8 | DRILLSHIPS OCEAN VENTURES INC | 2,188,421.08 | 1,790,526.34 | 2,210,526.34 | 2,189,700 | (399,173.66 | ) | 1,334.32 | — | — | — | 0.1422 | M-J-S-D | 0 | 27,762.38 | ||||||||||||||||
06742LAE3 | DROCK_14-3 ABS_14-3 A | 2 | 9,042,500.87 | 9,152,166.42 | 9,045,000.00 | 9,042,630.78 | 109,535.64 | 129.91 | — | — | 2.41 | 2.4266 | Monthly | 0 | 63,578.79 | 9122014 | 7152022 |
BRSCC0RV3 | DUCOMMUN INC TERM LOAN | 206,336.86 | 208,942.13 | 208,421.08 | 207,550.82 | 1,391.31 | 926.16 | — | — | — | 0.1660 | M-J-S-D | 0 | 11,785.43 | 6172011 | 6272017 | |||||||||||||||
264399EM4 | DUKE ENERGY CORP CORP BND | 3,852,877.8 | 3,461,539.8 | 3,345,000.00 | 3,452,666.29 | 8,873.51 | (177,032.04 | ) | — | — | 5.3 | 0.9649 | Apr-Oct | 67,508.75 | 220,053.06 | 3012012 | 10012015 | ||||||||||||||
26442CAL8 | DUKE ENERGY CORP CORP BND | 507,730 | 503,961.76 | 500,000.00 | 506,848.35 | (2,886.59 | ) | (881.65 | ) | — | — | 1.75 | 1.0398 | Jun-Dec | 0 | 2,187.5 | 12052011 | 12152016 | |||||||||||||
26441CAH8 | DUKE ENERGY CORP SENIOR CORP BND | 1,003,500 | 999,405.44 | 1,000,000.00 | 1,003,201.4 | (3,795.96 | ) | (298.60 | ) | — | — | 1.625 | 1.5000 | Feb-Aug | 0 | 4,062.5 | 8132012 | 8152017 | |||||||||||||
263901AE0 | DUKE ENERGY INDIANA INC SECURED CORP BND | 585,000 | 585,265.15 | 585,000.00 | 585,000 | 265.15 | — | — | — | 0.58 | 0.5800 | J-A-J-O | 793.64 | 3,462.2 | 7082013 | 7112016 | |||||||||||||||
26483EAE0 | DUN & BRADSTREET CORPORATION ( CORP BND | 511,080 | 505,835 | 500,000.00 | 508,580.07 | (2,745.07 | ) | (2,499.93 | ) | — | — | 2.875 | 0.8904 | May-Nov | 0 | 3,593.75 | 11172010 | 11152015 | |||||||||||||
BRSM7U4Z7 | DUNKIN BRANDS INC SENIOR SECURED TERM NOTES | 1,058,035.71 | 1,045,987.5 | 1,071,428.57 | 1,058,796.68 | (12,809.18 | ) | 760.97 | — | — | — | 0.1918 | F-M-A-N | 0 | 14,915.34 | 7142014 | 2052021 | ||||||||||||||
BRSGEJ3J4 | E_CARAT_12 ABS CARAT | D | 2 | 136,779.37 | 132,961.78 | 85,090.90 | 136,779.37 | (3,817.59 | ) | (0.01 | ) | — | (4,101.38 | ) | 1.3 | 1.3023 | Monthly | 187.76 | 3,611.41 | 12102012 | 6182020 | ||||||||||
29100XAA3 | EAFL_13-1 ABS 13- 1 A 144A | F | 2 | 2,809,062.49 | 2,809,062.49 | 2,781,249.99 | 2,809,001.89 | 60.6 | (60.60 | ) | — | — | 4.65 | 4.5953 | Monthly | 0 | 5,029.43 | 12102014 | 10152038 | ||||||||||||
BRSK82AW2 | EAGLE PARENT INC SENIOR SECURED TERM LOAN | 6,225,460.84 | 6,199,132.33 | 6,265,705.45 | 6,232,786.53 | (33,654.2 | ) | 8,427.32 | — | — | — | 0.1540 | M-J-S-D | 0 | 195,434.98 | 4012014 | 5162018 | ||||||||||||||
277432AM2 | EASTMAN CHEMICAL COMPANY SENIOR CORP BND | 822,228 | 837,079.55 | 825,000.00 | 823,615.38 | 13,464.17 | 549.86 | — | — | 2.4 | 2.4720 | Jun-Dec | 1,650.00 | 19,800 | 5292012 | 6012017 | |||||||||||||||
278062AB0 | EATON CORPORATION SENIOR CORP BND | 1,173,959.42 | 1,166,639.76 | 1,175,000.00 | 1,174,254.05 | (7,614.29 | ) | 256.40 | — | — | 1.5 | 1.5230 | May-Nov | 2,888.55 | 17,625 | 11082013 | 11022017 | ||||||||||||||
278642AB9 | EBAY INC. CORP BND | 5,067,250 | 5,035,650.5 | 5,000,000.00 | 5,050,742.56 | (15,092.06 | ) | (29,239.07 | ) | — | — | 1.625 | 0.3305 | Apr-Oct | 20,782.31 | 77,820.34 | 10272010 | 10152015 | |||||||||||||
278642AG8 | EBAY INC. SENIOR CORP BND | 3,968,331.5 | 3,892,997.99 | 3,925,000.00 | 3,948,620.95 | (55,622.96 | ) | (13,010.62 | ) | — | — | 1.35 | 1.0169 | Jan-Jul | 39,217.52 | 77,196.56 | 10242012 | 7152017 | |||||||||||||
278642AH6 | EBAY INC. SENIOR CORP BND | 1 | 4,936,500 | 4,934,096.15 | 5,000,000.00 | 4,939,687.15 | (5,591 | ) | 3,230.56 | — | — | 2.2 | 2.4799 | Feb-Aug | 0 | 30,066.67 | 7242014 | 8012019 | |||||||||||||
Z91J3YBQ5 | ECARA_3 | 674,877.43 | 628,087.51 | 402,707.54 | 674,877.43 | (46,789.92 | ) | — | — | (46,955.7 | ) | 0.97538 | 0.9774 | Monthly | 0 | 7,430.04 | |||||||||||||||
281379AA5 | EDUSA_10-1 ABS 10-1-A1 144A | 2 | 389,768.77 | 389,741.88 | 389,768.77 | 389,768.77 | (26.89 | ) | — | — | — | 1.0836 | 1.0851 | J-A-J-O | 1,080.54 | 4,968.12 | 2232010 | 7252023 | |||||||||||||
28176EAC2 | EDWARDS LIFESCIECE CORP SENIOR CORP BND | 4,323,992.5 | 4,288,858.69 | 4,250,000.00 | 4,319,530.48 | (30,671.79 | ) | (4,462.02 | ) | — | — | 2.875 | 2.4201 | Apr-Oct | 0 | 30,546.88 | 9032014 | 10152018 | |||||||||||||
29372EAT5 | EFF_12-2 SENIOR ABS 12-2 A3 144A | 2 | 660,592.97 | 660,508.22 | 660,000.00 | 660,223.6 | 284.62 | (351.53 | ) | — | — | 0.93 | 0.8805 | Monthly | 187.55 | 6,138 | 11202013 | 4202018 | |||||||||||||
29372EBE7 | EFF_14-2 ABS_14-2 A2 144A | 2 | 1,334,785.07 | 1,333,638.34 | 1,335,000.00 | 1,334,821.87 | (1,183.53 | ) | 36.80 | — | — | 1.05 | 1.0598 | Monthly | 0 | 5,373.39 | 8062014 | 3202020 | |||||||||||||
26971HAA0 | EGLE_14-1A ABS_14-1A A1 144A | F | 2 | 4,999,206.5 | 4,994,000 | 5,000,000.00 | 4,999,204.88 | (5,204.88 | ) | (1.62 | ) | — | — | 2.57 | 2.5849 | Monthly | 0 | 4,283.33 | 12122014 | 12152039 | |||||||||||
263534CF4 | EI DU PONT DE NEMOURS & CO CORP BND | 5,142,300 | 5,119,225 | 5,000,000.00 | 5,118,206.3 | 1,018.7 | (24,093.70 | ) | — | — | 2.75 | 0.8402 | Apr-Oct | 0 | 34,375 | 3222011 | 4012016 | ||||||||||||||
28336LBR9 | EL PASO LLC CORP BND | 2,428,386.4 | 2,419,124.22 | 2,140,000.00 | 2,428,386.4 | (9,262.18 | ) | — | — | — | 7.25 | 3.0493 | Jun-Dec | 0 | — | 12312014 | 6012018 | ||||||||||||||
283695BP8 | EL PASO NATURAL GAS COMPANY CORP BND | 1,925,592.5 | 1,931,488.69 | 1,790,000.00 | 1,924,336.28 | 7,152.41 | (1,256.22 | ) | — | — | 5.95 | 2.5481 | Apr-Oct | 0 | 2,070.93 | 12192014 | 4152017 | ||||||||||||||
28140DAA1 | ELAB_12-1 ABS 12-1 | 2 | 111,974.31 | 111,978.34 | 111,974.31 | 111,974.31 | 4.03 | 0.22 | — | — | 0.6195 | 0.6202 | Monthly | 269.23 | 8,649.85 | 9192012 | 6252022 | ||||||||||||||
BRSLX7XX4 | ELECTRICITE DE FRANCE SA SENIOR CORP BND | F | 3,163,264 | 3,198,259.01 | 3,200,000.00 | 3,169,863.66 | 28,395.35 | 6,599.66 | — | — | 2.15 | 2.3950 | Jan-Jul | 0 | 64,786.67 | 1132014 | 1222019 | ||||||||||||||
268317AJ3 | ELECTRICITE DE FRANCE SA SENIOR CORP BND 144A | F | 4,863,518.4 | 4,928,354.16 | 4,920,000.00 | 4,873,665.38 | 54,688.78 | 17,336.85 | — | — | 2.15 | 2.3950 | Jan-Jul | 0 | 170,260.89 | 1132014 | 1222019 |
532457BF4 | ELI LILLY AND COMPANY SENIOR CORP BND | 996,180 | 999,748.31 | 1,000,000.00 | 996,393.09 | 3,355.22 | 213.09 | — | — | 1.95 | 2.0400 | Mar-Sep | 0 | 4,875 | 2202014 | 3152019 | |||||||||||||||
268648AP7 | EMC CORP/ MASSACHUSETTS SENIOR CORP BND | 3,498,725 | 3,479,180.57 | 3,500,000.00 | 3,499,105.84 | (19,925.27 | ) | 257.60 | — | — | 1.875 | 1.8871 | Jun-Dec | 3,125.00 | 58,125 | 4022014 | 6012018 | ||||||||||||||
BRSP2R5D0 | EMERALD PERFORMANCE MATERIALS SENIOR SECURED TERM NOTES | 104,052.28 | 102,451.24 | 104,575.16 | 104,076.88 | (1,625.64 | ) | 24.60 | — | — | — | 0.0715 | M-J-S-D | 0 | 1,542.46 | 7232014 | 8012021 | ||||||||||||||
BRSMKZQU8 | EMPIRE GENERATING CO LLC | 78,681.63 | 78,284.24 | 79,476.39 | 78,761.78 | (477.54 | ) | 80.15 | — | — | — | 0.1438 | M-J-S-D | 0 | 2,943.93 | ||||||||||||||||
BRSMKZQ95 | EMPIRE GENERATING CO LLC SENIOR SECURED TERM LOAN | 1,119,311.72 | 1,113,658.63 | 1,130,617.90 | 1,120,451.99 | (6,793.36 | ) | 1,225.71 | — | — | — | 0.1438 | M-J-S-D | 0 | 42,081.81 | 3132014 | 3122021 | ||||||||||||||
BRSLJ8BU8 | ENDO LUXEMBOURG FINANCE I COMP | 143,192.93 | 140,674.47 | 143,912.50 | 143,274.87 | (2,600.4 | ) | 87.37 | — | — | — | 0.0710 | M-J-S-D | 0 | 3,913.01 | ||||||||||||||||
29270CYL3 | ENERGY NORTHWEST MUNITAX BND REV | 3,048,510 | 3,042,300 | 3,000,000.00 | 3,045,370.24 | (3,070.24 | ) | (3,139.76 | ) | — | — | 2.147 | 1.7001 | Jan-Jul | 0 | 16,102.5 | 8162012 | 7012018 | |||||||||||||
29358QAB5 | ENSCO PLC CORP BND | F | 1,029,690 | 1,019,270 | 1,000,000.00 | 1,024,494.71 | (5,224.71 | ) | (5,195.29 | ) | — | — | 3.25 | 1.1901 | Mar-Sep | 0 | 8,125 | 3082011 | 3152016 | ||||||||||||
BRSMRYMN4 | ENTEGRIS, INC. SENIOR SECURED TERM NOTES | 1,082,617.38 | 1,065,844.98 | 1,088,057.68 | 1,083,102.85 | (17,257.87 | ) | 1,564.73 | — | — | — | 0.0711 | M-J-S-D | 0 | 27,897.26 | 3252014 | 4302021 | ||||||||||||||
29372EAZ1 | ENTERPRISE FLEET FINANCING LLC AB_13-2-A3 144A | 2 | 299,978.79 | 301,760.99 | 300,000.00 | 299,984.42 | 1,776.57 | 2.84 | — | — | 1.51 | 1.5162 | Monthly | 138.42 | 4,530 | 8072013 | 3202019 | ||||||||||||||
29372EAY4 | ENTERPRISE FLEET FINANCING LLC ABS _13-2-A2 144A | 2 | 1,945,683.2 | 1,949,723.88 | 1,945,987.56 | 1,945,835.3 | 3,888.58 | 177.21 | — | — | 1.06 | 1.0695 | Monthly | 842.11 | 25,661.08 | 8072013 | 3202019 | ||||||||||||||
293791AR0 | ENTERPRISE PRODUCTS OPERATING CORP BND | 2,162,160 | 2,012,780 | 2,000,000.00 | 2,013,689.41 | (909.41 | ) | (121,858.54 | ) | — | — | 5 | 0.7839 | Mar-Sep | 66,666.66 | 146,111.11 | 3192013 | 3012015 | |||||||||||||
29379VBD4 | ENTERPRISE PRODUCTS OPERATING SENIOR CORP BND | 1 | 4,999,050 | 4,947,334.65 | 5,000,000.00 | 4,999,089.49 | (51,754.84 | ) | 39.49 | — | — | 2.55 | 2.5541 | Apr-Oct | 0 | 27,270.83 | 10022014 | 10152019 | |||||||||||||
BRSJGG5M3 | ENTRAVISION COMMUN CORP SENIOR SECURED TERM LOAN | 2,644,350.01 | 2,578,241.26 | 2,644,350.01 | 2,644,350.01 | (66,108.75 | ) | — | — | — | — | — | M-J-S-D | 0 | 110,173.98 | 8012013 | 5312020 | ||||||||||||||
BRSBYALT0 | ENVISION HEALTHCARE CORP TERM LOAN | 2 | 5,572,243.91 | 5,572,243.79 | 5,600,245.02 | 5,585,181.63 | (12,937.84 | ) | 4,607.27 | — | — | — | 0.0782 | F-M-A-N | 0 | 228,384.18 | 6252012 | 5252018 | |||||||||||||
295407YA2 | ERIE PA MUNITAX BND GO | 3,129,047 | 3,119,468 | 3,100,000.00 | 3,122,808.6 | (3,340.6 | ) | (6,238.40 | ) | — | — | 6.65 | 5.7696 | May-Nov | 0 | 51,537.5 | 12212001 | 11152015 | |||||||||||||
L0594VKM1 | EUROPEAN INVESTMENT BANK CORP BND EMTN | D | 3,265,258.05 | 3,261,178.77 | 1,850,000.00 | 3,261,295.85 | (117.08 | ) | (23,002.50 | ) | — | (4,803.55 | ) | 4.75 | 1.2383 | October | 7,482.30 | 38,958.14 | 12152014 | 10152018 | |||||||||||
L0593NQJ1 | EUROPEAN INVESTMENT BANK SENIOR CORP BND | D | 2,407,935.08 | 2,400,522.51 | 1,280,000.00 | 2,401,740.79 | (1,218.28 | ) | (6,194.29 | ) | — | (3,537.51 | ) | 8.75 | 0.9913 | August | 0 | 6,801.42 | 12152014 | 8252017 | |||||||||||
298785GH3 | EUROPEAN INVESTMENT BANK SENIOR CORP BND | F | 9,955,000 | 10,109,300.2 | 10,000,000.00 | 9,961,490.96 | 147,809.24 | 6,490.96 | — | — | 1.875 | 1.9710 | Mar-Sep | 0 | 137,500 | 4022014 | 3152019 | ||||||||||||||
298785FN1 | EUROPEAN INVESTMENT BANK SENIOR CORP BND | F | 15,606,900 | 15,404,700 | 15,000,000.00 | 15,390,942.14 | 13,757.86 | (215,957.86 | ) | — | — | 2.5 | 0.5910 | May-Nov | 0 | 285,416.67 | 3242014 | 5162016 | |||||||||||||
299227L63 | EVANSTON ILL MUNI BND GO | 1 | 1,541,552 | 1,528,645.75 | 1,475,000.00 | 1,528,196.15 | 449.6 | (13,355.85 | ) | — | — | 4.5 | 0.8699 | Jan-Jul | 0 | 16,593.75 | 12192006 | 1012018 | |||||||||||||
299227L55 | EVANSTON ILL MUNI BND GO | 1 | 1,562,992.6 | 1,548,102.4 | 1,495,000.00 | 1,549,324.03 | (1,221.63 | ) | (13,668.57 | ) | — | — | 4.25 | 0.5999 | Jan-Jul | 0 | 15,884.37 | 12192006 | 1012017 | ||||||||||||
300141AC2 | EVERGLADES RE LTD CORP BND 144A | F | 4,020,000 | 4,195,920 | 4,000,000.00 | 4,017,477.78 | 178,442.22 | (2,522.22 | ) | — | — | 7.515 | 7.3788 | M-J-S-D | 0 | 862,852.2 | 7252014 | 4282017 | |||||||||||||
300569GY0 | EWING TWP N J SCH DIST MUNITAX BND GO | 1,477,604.7 | 1,469,778.75 | 1,485,000.00 | 1,478,062.98 | (8,284.23 | ) | 458.28 | — | — | 1.596 | 1.7253 | Apr-Oct | 0 | 5,925.15 | 3082013 | 10012018 | ||||||||||||||
BRSL2KC12 | EXCELITAS TECHNOLOGIES COR SENIOR SECURED TERM NOTES | 4,086,459.77 | 4,100,205.12 | 4,127,737.13 | 4,092,850.94 | 7,354.18 | 9,161.99 | — | — | — | 0.1436 | M-J-S-D | 0 | 339,612.51 | 12052013 | 10302020 | |||||||||||||||
BRSPRVAJ5 | EXGEN TEXAS POWER LLC SENIOR SECURED TERM LOAN | 1 | 1,316,333.34 | 1,319,657.41 | 1,329,629.63 | 1,316,821.5 | 2,835.91 | 525.20 | — | — | — | 0.1420 | M-J-S-D | 0 | 19,805.56 | 9162014 | 9182021 | ||||||||||||||
30219GAD0 | EXPRESS SCRIPTS HOLDING CO SENIOR CORP BND | 4,067,024.68 | 4,195,661.78 | 4,100,000.00 | 4,082,430.61 | 113,231.17 | 7,921.18 | — | — | 2.65 | 2.8596 | Feb-Aug | 41,045.56 | 108,650 | 1142013 | 2152017 |
30219GAH1 | EXPRESS SCRIPTS HOLDING CO SENIOR CORP BND | 7,990,555.5 | 7,963,592.91 | 8,050,000.00 | 7,994,306.37 | (30,713.46 | ) | 3,799.03 | — | — | 2.25 | 2.3010 | Jun-Dec | 0 | 81,125 | 7222014 | 6152019 | ||||||||||||||
30231GAD4 | EXXON MOBIL CORP SENIOR CORP BND | 1 | 2,050,000 | 2,040,337.45 | 2,050,000.00 | 2,050,000 | (9,662.55 | ) | — | — | — | 1.819 | 1.8190 | Mar-Sep | 0 | 29,106.53 | 3172014 | 3152019 | |||||||||||||
30231GAA0 | EXXON MOBIL CORP SENIOR CORP BND | 2,905,046 | 2,915,394.3 | 2,900,000.00 | 2,904,355.51 | 11,038.79 | (851.80 | ) | — | — | 0.921 | 0.8520 | Mar-Sep | 0 | 11,543.19 | 8202014 | 3152017 | ||||||||||||||
30231GAB8 | EXXON MOBIL CORP SENIOR CORP BND | 5,000,000 | 4,996,450.05 | 5,000,000.00 | 5,000,000 | (3,549.95 | ) | — | — | — | 0.2806 | 0.2806 | M-J-S-D | 0 | 10,906.21 | 9182014 | 3152017 | ||||||||||||||
31398SKX0 | FANNIE MAE FNMA_10-142 AGENCY CMO 10-142 FM | 2 | 738,401.74 | 738,735.39 | 736,560.32 | 738,405.14 | 330.25 | (763.75 | ) | — | — | 0.6395 | 0.5708 | Monthly | 107.23 | 5,373.73 | 8152013 | 12252040 | |||||||||||||
G3401LAB1 | FCE BANK PLC SENIOR LOCAL BND EMTN | D | 1,193,355.47 | 1,178,722.23 | 710,000.00 | 1,190,472.37 | (11,750.14 | ) | (3,217.13 | ) | — | (10,031.01 | ) | 4.825 | 1.6157 | February | 0 | 5,105.32 | 11272014 | 2152017 | |||||||||||
G33365SX9 | FCE BANK PLC SENIOR LOCAL BND EMTN | D | 1,652,000.81 | 1,528,659.9 | 950,000.00 | 1,604,784.03 | (76,124.13 | ) | (59,017.84 | ) | — | (78,504.18 | ) | 5.125 | 1.5879 | November | 0 | 87,765.72 | 2072014 | 11162015 | |||||||||||
3133EDRU8 | FEDERAL FARM CREDIT BANKS AGENCY BND | 1 | 2,986,380 | 3,009,107.4 | 3,000,000.00 | 2,987,078.21 | 22,029.19 | 698.21 | — | — | 1.95 | 2.0486 | Feb-Aug | 0 | 14,625 | 9122014 | 8052019 | ||||||||||||||
3133EDZ96 | FEDERAL FARM CREDIT BANKS AGENCY BND | 1 | 4,741,204.5 | 4,706,885.63 | 4,750,000.00 | 4,741,615.31 | (34,729.68 | ) | 410.81 | — | — | 1.6 | 1.6480 | Apr-Oct | 0 | 14,355.57 | 10162014 | 10232018 | |||||||||||||
BRSMTTCL8 | FEDERAL-MOGUL HOLDINGS CORP SENIOR SECURED TERM LOAN | 1 | 1,696,023.35 | 1,695,597.21 | 1,704,546.08 | 1,696,861.35 | (1,264.14 | ) | 1,947.11 | — | — | — | 0.0709 | M-J-S-D | 0 | 119,801.19 | 4032014 | 4152021 | |||||||||||||
BRSP9DQP4 | FERRO CORP SENIOR SECURED TERM NOTES | 441,116.67 | 437,237.5 | 443,333.33 | 441,227.72 | (3,990.22 | ) | 116.61 | — | — | — | 0.0714 | M-J-S-D | 0 | 6,696.29 | 7302014 | 7312021 | ||||||||||||||
313383V81 | FHLB AGENCY BND | 1,499,940 | 1,501,740 | 1,500,000.00 | 1,499,980.65 | 1,759.35 | 29.34 | — | — | 0.375 | 0.3770 | Feb-Aug | 1,921.88 | 5,625 | 8082013 | 8282015 | |||||||||||||||
3130A1CD8 | FHLB AGENCY BND | 1 | 2,019,500 | 2,010,699.92 | 2,000,000.00 | 2,010,087.59 | 612.33 | (9,412.41 | ) | — | — | 1.125 | 0.4392 | Mar-Sep | 0 | 15,437.5 | 4232014 | 9282016 | |||||||||||||
313382K85 | FHLB AGENCY BND | 2,997,150 | 3,001,380.3 | 3,000,000.00 | 2,998,845.74 | 2,534.56 | 949.04 | — | — | 0.45 | 0.4819 | Mar-Sep | 3,862.50 | 13,500 | 3132013 | 3182016 | |||||||||||||||
3130A0C65 | FHLB AGENCY BND | 3,841,645 | 3,843,416.59 | 3,850,000.00 | 3,844,628.71 | (1,212.12 | ) | 2,995.89 | — | — | 0.625 | 0.7179 | Jun-Dec | 263.03 | 29,270.84 | 12032013 | 12282016 | ||||||||||||||
3130A3HF4 | FHLB AGENCY BND | 4,985,969.52 | 4,984,849.96 | 5,000,000.00 | 4,986,073.43 | (1,223.47 | ) | 103.91 | — | — | 1.125 | 1.2217 | Jun-Dec | 0 | 1,093.76 | 12232014 | 12082017 | ||||||||||||||
3130A3J70 | FHLB AGENCY BND | 9,996,000 | 9,993,399.81 | 10,000,000.00 | 9,996,244.5 | (2,844.69 | ) | 244.50 | — | — | 0.625 | 0.6450 | May-Nov | 0 | 7,638.88 | 11142014 | 11232016 | ||||||||||||||
313370SZ2 | FHLB UNSEC AGENCY BND | 11,244,219.1 | 11,240,842.89 | 10,900,000.00 | 11,208,847.03 | 31,995.86 | (35,567.68 | ) | — | — | 2.25 | 1.1865 | Mar-Sep | 0 | 76,056.25 | 9112014 | 9082017 | ||||||||||||||
3137EADQ9 | FHLMC AGENCY BND | 2,949,823 | 2,948,082.5 | 2,950,000.00 | 2,949,922.86 | (1,840.36 | ) | 86.90 | — | — | 0.5 | 0.5019 | May-Nov | 3,518.00 | 22,824.31 | 3062013 | 5132016 | ||||||||||||||
3137EADH9 | FHLMC AGENCY BND | 4,502,205 | 4,505,355.14 | 4,500,000.00 | 4,501,953.18 | 3,401.96 | (251.82 | ) | — | — | 1 | 0.9823 | Jun-Dec | 0 | 15,250 | 8282014 | 6292017 | ||||||||||||||
3134G3J76 | FHLMC AGENCY BND | 7,002,107 | 7,011,479.3 | 7,000,000.00 | 7,000,479.94 | 10,999.36 | (712.49 | ) | — | — | 0.45 | 0.4398 | Mar-Sep | 10,237.50 | 31,500 | 9142012 | 9042015 | ||||||||||||||
3137EACH0 | FHLMC AGENCY BND | 8,563,258.24 | 8,022,400 | 8,000,000.00 | 8,018,449.93 | 3,950.07 | (173,664.93 | ) | — | — | 2.875 | 0.6913 | Feb-Aug | 90,722.22 | 230,000 | 11022011 | 2092015 | ||||||||||||||
31398QHE0 | FHLMC AGENCY CMBS_ _K007-A1 | 2 | 3,681,564.04 | 3,663,694.22 | 3,519,760.65 | 3,671,229.01 | (7,534.79 | ) | (13,659.97 | ) | — | — | 3.342 | 1.0764 | Monthly | 0 | 29,609.64 | 6102010 | 12252019 | ||||||||||||
31398JZR7 | FHLMC AGENCY CMBS_K004-A1 | 2 | 1,222,963.4 | 1,218,427.18 | 1,163,729.56 | 1,219,593.87 | (1,166.69 | ) | (6,042.35 | ) | — | — | 3.413 | 1.1782 | Monthly | 0 | 10,079.32 | 10072009 | 5252019 | ||||||||||||
31398WV35 | FHLMC AGENCY CMO 3654 | 2 | 70,760.6 | 69,719.16 | 65,938.82 | 68,753.11 | 966.05 | (1,833.08 | ) | — | — | 5 | 1.6039 | Monthly | 389.18 | 3,902.66 | 2012012 | 11152028 | |||||||||||||
3137APVD9 | FHLMC AGENCY CMO_ _40-54-AE | 2 | 2,235,632.61 | 2,224,726.43 | 2,278,769.73 | 2,236,260 | (11,533.57 | ) | 2,593.00 | — | — | 1.5 | 1.9394 | Monthly | 0 | 8,681.83 | 5162012 | 4152027 | |||||||||||||
31395PE73 | FHLMC AGENCY CMO__2943-VC | 2 | 996,250.75 | 987,741.88 | 974,557.10 | 992,330 | (4,588.12 | ) | (9,721.14 | ) | — | — | 5 | 1.2170 | Monthly | 0 | 13,211.42 | 8122005 | 3152025 |
3137AVCQ8 | FHLMC AGENCY CMO__4120-GP | 2 | 2,232,829.09 | 2,314,292.85 | 2,478,965.58 | 2,235,414.1 | 78,878.75 | 8,981.46 | — | — | 1.5 | 3.6742 | Monthly | 0 | 9,372.78 | 1152013 | 10152032 | ||||||||||||||
31393PLP7 | FHLMC AGENCY CMO_2602-WC | 2 | 478,440.16 | 475,326.95 | 453,291.54 | 476,745.8 | (1,418.85 | ) | (5,126.29 | ) | — | — | 5 | 0.8868 | Monthly | 0 | 5,917.56 | 2162005 | 4152018 | ||||||||||||
31395HJ43 | FHLMC AGENCY CMO_2877-AL | 2 | 839,182.89 | 841,313.41 | 778,130.75 | 838,109.13 | 3,204.28 | (5,443.49 | ) | — | — | 5 | 2.0502 | Monthly | 0 | 9,962.62 | 8122005 | 10152024 | |||||||||||||
31396CLF5 | FHLMC AGENCY CMO_3054 DW | 2 | 4,107.69 | 4,138.03 | 4,123.15 | 4,113.91 | 24.12 | 44.14 | — | — | 5.5 | 5.6498 | Monthly | 98.31 | 630.24 | 6172008 | 5152034 | ||||||||||||||
3137A0MS1 | FHLMC AGENCY CMO_3688-JA | 2 | 907,083.04 | 908,331.25 | 880,885.50 | 905,716.26 | 2,614.99 | (5,715.16 | ) | — | — | 3.5 | 1.7899 | Monthly | 0 | 8,104.2 | 7142010 | 1152030 | |||||||||||||
3137A3QQ5 | FHLMC AGENCY CMO_37 62-PQ | 2 | 879,270.91 | 847,247.63 | 839,752.17 | 879,045.67 | (31,798.04 | ) | (3,304.45 | ) | — | — | 4 | 2.8613 | Monthly | 0 | 8,506.58 | 12012010 | 11152040 | ||||||||||||
3137A2QN4 | FHLMC AGENCY CMO_37-60-NA | 2 | 748,221.85 | 748,182.37 | 731,006.64 | 747,361.65 | 820.72 | (2,033.79 | ) | — | — | 3 | 1.4558 | Monthly | 0 | 5,600.45 | 8202013 | 10152037 | |||||||||||||
3137ALG60 | FHLMC AGENCY CMO_4004-AE | 2 | 2,030,176.43 | 1,997,671.96 | 2,049,979.23 | 2,030,435.2 | (32,763.24 | ) | 1,067.42 | — | — | 1.75 | 1.9825 | Monthly | 0 | 9,092.31 | 3132012 | 2152027 | |||||||||||||
3133TJP56 | FHLMC CMO AGENCY CMO_2130 QS | 2 | 830,908.82 | 894,909.86 | 819,386.21 | 828,329.42 | 66,580.44 | (4,047.27 | ) | — | — | 6 | 5.6570 | Monthly | 5,349.30 | 55,260.77 | 2062007 | 3152029 | |||||||||||||
31395EBR7 | FHLMC CMO_2839 TC | 2 | 2,868,738.68 | 2,869,302.11 | 2,721,892.57 | 2,861,172.37 | 8,129.74 | (22,272.38 | ) | — | — | 5 | 1.6571 | Monthly | 0 | 35,197.01 | 5192005 | 8152019 | |||||||||||||
31395EC47 | FHLMC CMO_2839 TS | 2 | 852,705.27 | 836,658.72 | 793,675.63 | 836,635.9 | 22.82 | (33,842.42 | ) | — | — | 5 | 1.4771 | Monthly | 4,912.07 | 48,116.88 | 3072013 | 8152019 | |||||||||||||
31395KJS3 | FHLMC CMO_2902 DE | 2 | 3,487,380.24 | 3,495,459.01 | 3,293,430.13 | 3,479,035.1 | 16,423.91 | (25,534.36 | ) | — | — | 5 | 1.7748 | Monthly | 0 | 42,337.15 | 2182005 | 12152019 | |||||||||||||
31397Y5H0 | FHLMC CMO_3484 DA | 2 | 56,898.79 | 54,767.23 | 54,693.94 | 54,682.8 | 84.43 | (4,969.59 | ) | — | — | 5 | 3.0972 | Monthly | 2,359.42 | 13,594.12 | 6012009 | 9152022 | |||||||||||||
31398QNB9 | FHLMC CMO_3676 CA | 2 | 112,443.65 | 112,484.7 | 110,039.30 | 112,095.83 | 388.87 | (842.16 | ) | — | — | 4 | 1.0632 | Monthly | 0 | 1,179.6 | 6082010 | 7152024 | |||||||||||||
3137A22H3 | FHLMC CMO_3745 BP | 2 | 1,631,780.04 | 1,609,561.03 | 1,552,907.85 | 1,630,237.98 | (20,676.95 | ) | (6,922.74 | ) | — | — | 3.5 | 1.6560 | Monthly | 0 | 13,894.67 | 10132010 | 8152025 | ||||||||||||
3137AAGA5 | FHLMC CMO_3857 GL | 2 | 996,266.46 | 989,502.1 | 967,305.34 | 995,937.18 | (6,435.08 | ) | (2,436.34 | ) | — | — | 3 | 1.9065 | Monthly | 0 | 7,406.56 | 7122011 | 5152040 | ||||||||||||
3137ARH58 | FHLMC CMO_4057 CD | 2 | 3,845,600.05 | 3,853,528.39 | 3,968,136.10 | 3,847,281.98 | 6,246.41 | 5,921.31 | — | — | 2 | 2.7269 | Monthly | 0 | 20,034.82 | 9052013 | 4152039 | ||||||||||||||
3137AYWS6 | FHLMC CMO_41-70 JA | 2 | 1,710,348.39 | 1,732,260.43 | 1,752,962.92 | 1,711,309.77 | 20,950.66 | 1,894.47 | — | — | 2 | 2.5007 | Monthly | 0 | 8,811.64 | 3072013 | 11152032 | ||||||||||||||
3137B2BP4 | FHLMC CMO_42-3 BN | 2 | 1,926,417.89 | 1,952,017.65 | 1,953,136.80 | 1,926,834.11 | 25,183.54 | 416.22 | — | — | 3 | 3.2780 | Monthly | 0 | 14,648.52 | 5232013 | 4152033 | ||||||||||||||
3137B7TL3 | FHLMC CMO_4306 A | 2 | 4,785,206.73 | 4,830,298.56 | 4,633,833.30 | 4,781,858.43 | 48,440.13 | (6,195.70 | ) | — | — | 3.5 | 2.9140 | Monthly | 0 | 40,777.88 | 2202014 | 3152041 | |||||||||||||
3137AUDW6 | FHLMC PAC AGENCY CMO 4105-MG | 2 | 637,694.88 | 625,430.15 | 617,248.52 | 637,047.64 | (11,617.49 | ) | (773.21 | ) | — | — | 3 | 2.1664 | Monthly | 0 | 2,526.45 | 11062014 | 11152040 | ||||||||||||
3128JLHB8 | FHLMC POOL # 1B1225 | 2 | 38,846.52 | 41,276.5 | 39,450.08 | 38,877.01 | 2,399.49 | 122.27 | — | — | 2.25 | 2.6830 | Monthly | 94.88 | 1,048.47 | 4022007 | 9012033 | ||||||||||||||
3128JMW45 | FHLMC POOL # 1B2566 | 2 | 60,708.13 | 65,978.34 | 61,185.37 | 60,730.84 | 5,247.5 | 46.33 | — | — | 2.4 | 2.5361 | Monthly | 143.41 | 1,612.63 | 4022007 | 11012034 | ||||||||||||||
3128JMXM4 | FHLMC POOL # 1B2583 | 2 | 1,136,982.36 | 1,215,817.58 | 1,149,605.03 | 1,137,838.19 | 77,979.39 | 1,893.72 | — | — | 2.4 | 2.6021 | Monthly | 2,828.57 | 31,636.93 | 9172008 | 10012034 | ||||||||||||||
3128JMY68 | FHLMC POOL # 1B2632 | 2 | 71,515.92 | 78,199.8 | 72,078.14 | 71,540.51 | 6,659.29 | 47.70 | — | — | 2.488 | 2.6286 | Monthly | 167.09 | 1,914.77 | 4032007 | 11012034 | ||||||||||||||
3128JMZG5 | FHLMC POOL # 1B2642 | 2 | 108,517.81 | 116,832.77 | 109,370.92 | 108,560.71 | 8,272.06 | 100.35 | — | — | 2.407 | 2.5373 | Monthly | 260.34 | 2,931.75 | 4022007 | 11012034 | ||||||||||||||
3128JNAL9 | FHLMC POOL # 1B2810 | 2 | 137,176.58 | 149,406.42 | 138,604.19 | 137,244 | 12,162.42 | 142.57 | — | — | 2.524 | 2.7374 | Monthly | 355.73 | 3,702.26 | 4022007 | 2012035 |
3128NCB37 | FHLMC POOL # 1G0058 | 2 | 147,235.61 | 158,074.17 | 147,581.51 | 147,228.28 | 10,845.89 | 75.17 | — | — | 2.449 | 2.4460 | Monthly | 390.63 | 4,005.12 | 9172008 | 1012035 | ||||||||||||||
3128NCD68 | FHLMC POOL # 1G0125 | 2 | 1,271,682.31 | 1,392,022.27 | 1,298,877.55 | 1,273,684.17 | 118,338.1 | 3,496.89 | — | — | 2.332 | 2.7905 | Monthly | 3,287.90 | 33,214.17 | 12132005 | 3012035 | ||||||||||||||
3128NCMS0 | FHLMC POOL # 1G0369 | 2 | 219,237.01 | 231,765.03 | 218,146.27 | 219,119.85 | 12,645.18 | (58.96 | ) | — | — | 2.23 | 2.0606 | Monthly | 484.56 | 5,509.48 | 8272008 | 10012035 | |||||||||||||
3128QJLG9 | FHLMC POOL # 1G1227 | 2 | 178,140.19 | 186,656.75 | 174,647.28 | 177,788.68 | 8,868.07 | (269.53 | ) | — | — | 2.378 | 1.9597 | Monthly | 407.79 | 4,625.57 | 1042008 | 10012036 | |||||||||||||
3128QJRN8 | FHLMC POOL # 1G1393 | 2 | 988,685.84 | 1,016,133.71 | 948,981.84 | 986,366.08 | 29,767.63 | (8,357.53 | ) | — | — | 2.539 | 1.6805 | Monthly | 2,685.53 | 25,918.72 | 3092012 | 12012036 | |||||||||||||
3128QJ3B0 | FHLMC POOL # 1G1694 | 2 | 1,164,508.44 | 1,260,661.38 | 1,182,007.71 | 1,165,492.69 | 95,168.69 | 1,095.10 | — | — | 2.159 | 2.4499 | Monthly | 2,590.93 | 27,371.15 | 8102007 | 4012037 | ||||||||||||||
31342AZE2 | FHLMC POOL # 780741 | 2 | 362,175.04 | 374,549.61 | 351,040.48 | 361,544.51 | 13,005.1 | (2,074.26 | ) | — | — | 2.375 | 1.2640 | Monthly | 829.58 | 8,718.29 | 11162009 | 7012033 | |||||||||||||
31342A6F1 | FHLMC POOL # 780870 | 2 | 234,505.71 | 253,959.92 | 238,149.38 | 234,682.36 | 19,277.56 | 824.98 | — | — | 2.36 | 2.8008 | Monthly | 583.19 | 6,214.33 | 2222012 | 9012033 | ||||||||||||||
31349SJK0 | FHLMC POOL # 781166 | 2 | 524,465.06 | 565,284.32 | 533,149.57 | 525,070.61 | 40,213.71 | 1,350.29 | — | — | 2.355 | 2.7252 | Monthly | 1,273.37 | 13,594.56 | 1092006 | 1012034 | ||||||||||||||
31349UCW6 | FHLMC POOL # 782785 | 2 | 114,568.76 | 122,870.9 | 115,469.44 | 114,617.89 | 8,253.01 | 164.95 | — | — | 2.232 | 2.3628 | Monthly | 256.82 | 2,832.71 | 4022007 | 10012034 | ||||||||||||||
31349UEJ3 | FHLMC POOL # 782837 | 2 | 192,914.91 | 208,572.82 | 194,431.49 | 192,982.68 | 15,590.14 | 328.42 | — | — | 2.375 | 2.5191 | Monthly | 476.17 | 5,168.15 | 4022007 | 11012034 | ||||||||||||||
31349UJL3 | FHLMC POOL # 782967 | 2 | 68,861.68 | 74,868.61 | 69,899.25 | 68,921.69 | 5,946.92 | 140.51 | — | — | 2.375 | 2.7184 | Monthly | 164.48 | 1,783.72 | 9302008 | 1012035 | ||||||||||||||
31349ULB2 | FHLMC POOL # 783022 | 2 | 208,514.33 | 225,395.16 | 210,376.18 | 208,598.6 | 16,796.56 | 328.25 | — | — | 2.375 | 2.5520 | Monthly | 503.57 | 5,470.27 | 4022007 | 2012035 | ||||||||||||||
31295NXK9 | FHLMC POOL # 789682 | 2 | 28,110.3 | 30,586.99 | 28,272.64 | 28,118.39 | 2,468.6 | 7.04 | — | — | 2.352 | 2.4381 | Monthly | 57.84 | 678.42 | 8102006 | 9012032 | ||||||||||||||
3128JRJS6 | FHLMC POOL # 847473 | 2 | 1,337,928.57 | 1,434,068.15 | 1,343,386.10 | 1,338,023.71 | 96,044.44 | 869.32 | — | — | 2.353 | 2.3969 | Monthly | 3,078.85 | 34,183.42 | 9262007 | 12012035 | ||||||||||||||
3128JRKQ8 | FHLMC POOL # 847503 | 2 | 643,180.44 | 698,784.24 | 658,564.10 | 643,951.48 | 54,832.76 | 2,213.35 | — | — | 2.286 | 2.9682 | Monthly | 1,594.19 | 16,652.73 | 5312006 | 12012035 | ||||||||||||||
3128JRPZ3 | FHLMC POOL # 847640 | 2 | 256,391.29 | 277,015.12 | 257,796.29 | 256,435.51 | 20,579.61 | 193.17 | — | — | 2.374 | 2.4552 | Monthly | 644.79 | 6,691.75 | 11132006 | 5012036 | ||||||||||||||
3128JRP26 | FHLMC POOL # 847641 | 2 | 389,618.69 | 420,569.62 | 392,760.76 | 389,815.34 | 30,754.28 | 479.67 | — | — | 2.365 | 2.4948 | Monthly | 932.28 | 9,954.24 | 2222012 | 12012033 | ||||||||||||||
3128JR6Z4 | FHLMC POOL # 848088 | 2 | 5,584,223.37 | 5,691,980.3 | 5,314,353.85 | 5,571,319.37 | 120,660.93 | (48,448.92 | ) | — | — | 2.37 | 0.9620 | Monthly | 12,716.74 | 137,426.51 | 3082011 | 4012035 | |||||||||||||
31300L3D5 | FHLMC POOL # 848896 | 2 | 1,807,990.92 | 1,798,424.96 | 1,718,826.78 | 1,806,662.7 | (8,237.74 | ) | (22,771.60 | ) | — | — | 2.949 | 1.3133 | Monthly | 5,324.81 | 56,770.04 | 4222013 | 5012042 | ||||||||||||
3128KWBZ5 | FHLMC POOL # A65456 | 2 | 11,196.7 | 12,510.04 | 10,775.77 | 11,172.3 | 1,337.74 | (116.06 | ) | — | — | 6 | 5.0304 | Monthly | 68.36 | 732.49 | 2042009 | 9012037 | |||||||||||||
3128KWFX6 | FHLMC POOL # A65582 | 2 | 23,885.11 | 26,686.77 | 22,987.17 | 23,831.73 | 2,855.04 | (273.08 | ) | — | — | 6 | 5.0667 | Monthly | 149.00 | 1,504.78 | 2042009 | 9012037 | |||||||||||||
3128KWFY4 | FHLMC POOL # A65583 | 2 | 24,359.04 | 27,216.31 | 23,443.30 | 24,305.69 | 2,910.62 | (255.49 | ) | — | — | 6 | 5.0490 | Monthly | 149.10 | 1,632.15 | 2042009 | 9012037 | |||||||||||||
3128KWNV1 | FHLMC POOL # A65804 | 2 | 347,405.12 | 397,607.66 | 343,460.68 | 347,135.07 | 50,472.59 | (5,436.00 | ) | — | — | 6 | 5.7075 | Monthly | 4,156.52 | 27,307.89 | 11022007 | 9012037 | |||||||||||||
3128KWNX7 | FHLMC POOL # A65806 | 2 | 877,983.73 | 1,004,858.71 | 868,015.12 | 877,315.54 | 127,543.17 | (3,240.86 | ) | — | — | 6 | 5.7032 | Monthly | 5,719.21 | 63,312.29 | 11022007 | 9012037 | |||||||||||||
3128KWTK9 | FHLMC POOL # A65954 | 2 | 28,470.41 | 31,809.89 | 27,400.07 | 28,403.06 | 3,406.83 | (325.41 | ) | — | — | 6 | 5.1308 | Monthly | 177.10 | 1,862.52 | 2042009 | 9012037 | |||||||||||||
3128KWTP8 | FHLMC POOL # A65958 | 2 | 19,076.05 | 21,313.65 | 18,358.93 | 19,034.35 | 2,279.3 | (348.11 | ) | — | — | 6 | 5.0468 | Monthly | 136.32 | 1,316.09 | 2042009 | 9012037 |
3128KWTZ6 | FHLMC POOL # A65968 | 2 | 21,296.73 | 23,794.76 | 20,496.08 | 21,250.7 | 2,544.06 | (215.13 | ) | — | — | 6 | 5.0253 | Monthly | 129.23 | 1,360.31 | 2042009 | 9012037 | |||||||||||||
3128KWT29 | FHLMC POOL # A65969 | 2 | 17,211.56 | 19,230.43 | 16,564.51 | 17,174.52 | 2,055.91 | (242.62 | ) | — | — | 6 | 5.0246 | Monthly | 113.65 | 1,085.19 | 2042009 | 9012037 | |||||||||||||
3128KW5Q2 | FHLMC POOL # A66255 | 2 | 358,013.11 | 402,778.52 | 353,948.25 | 357,714.48 | 45,064.04 | (3,089.83 | ) | — | — | 6 | 5.7336 | Monthly | 3,127.59 | 31,038.19 | 11022007 | 9012037 | |||||||||||||
3128KYXE4 | FHLMC POOL # A67877 | 2 | 22,172.75 | 24,773.57 | 21,339.20 | 22,120.2 | 2,653.37 | (97.38 | ) | — | — | 6 | 5.0881 | Monthly | 117.32 | 1,372.15 | 2042009 | 4012037 | |||||||||||||
312929CM2 | FHLMC POOL # A82776 | 2 | 8,018.46 | 8,956.19 | 7,717.00 | 8,000.78 | 955.41 | (66.52 | ) | — | — | 6 | 5.1576 | Monthly | 46.57 | 472.03 | 2042009 | 1012039 | |||||||||||||
312930LH1 | FHLMC POOL # A83928 | 2 | 17,198.56 | 19,209.89 | 16,551.99 | 17,161.7 | 2,048.19 | (68.40 | ) | — | — | 6 | 5.1403 | Monthly | 90.38 | 1,041.91 | 2042009 | 1012039 | |||||||||||||
312930LQ1 | FHLMC POOL # A83935 | 2 | 36,379.63 | 40,634.17 | 35,011.98 | 36,296.26 | 4,337.91 | (341.81 | ) | — | — | 6 | 5.2048 | Monthly | 217.07 | 2,279.99 | 2042009 | 1012039 | |||||||||||||
312930RC6 | FHLMC POOL # A84083 | 2 | 20,772.15 | 23,219.36 | 19,991.25 | 20,717.07 | 2,502.29 | (123.42 | ) | — | — | 6 | 5.3063 | Monthly | 114.07 | 1,265.52 | 2042009 | 1012039 | |||||||||||||
312930RV4 | FHLMC POOL # A84100 | 2 | 10,649.95 | 11,895.46 | 10,249.59 | 10,625.53 | 1,269.93 | (66.10 | ) | — | — | 6 | 5.1938 | Monthly | 58.89 | 626.63 | 2042009 | 1012039 | |||||||||||||
312930TB6 | FHLMC POOL # A84146 | 2 | 10,996.8 | 12,292.37 | 10,583.40 | 10,973.33 | 1,319.04 | (70.40 | ) | — | — | 6 | 5.1334 | Monthly | 61.21 | 641.02 | 2042009 | 1012039 | |||||||||||||
31292KJH1 | FHLMC POOL # C02964 | 2 | 1,559.74 | 1,742.7 | 1,501.11 | 1,556.25 | 186.45 | (12.89 | ) | — | — | 6 | 5.0465 | Monthly | 9.07 | 99.84 | 2042009 | 7012037 | |||||||||||||
31292SA91 | FHLMC POOL # C09032 | 2 | 1,152,777.78 | 1,179,051.89 | 1,132,516.35 | 1,152,600.64 | 26,451.25 | (638.10 | ) | — | — | 3.5 | 3.2147 | Monthly | 0 | 11,562.28 | 9122014 | 2012043 | |||||||||||||
3128M4HY2 | FHLMC POOL # G02647 | 2 | 451,724.28 | 510,709.59 | 457,949.52 | 451,988.1 | 58,721.49 | 2,873.95 | — | — | 5.5 | 5.9681 | Monthly | 3,091.51 | 29,819.64 | 4092007 | 2012037 | ||||||||||||||
3128M4ZG1 | FHLMC POOL # G03143 | 2 | 2,931.38 | 3,275.2 | 2,821.16 | 2,924.7 | 350.5 | (27.81 | ) | — | — | 6 | 5.0655 | Monthly | 17.52 | 185.86 | 2042009 | 7012037 | |||||||||||||
3128M5HK9 | FHLMC POOL # G03534 | 2 | 4,540,342.44 | 5,073,479.34 | 4,418,152.83 | 4,532,662.36 | 540,816.98 | (38,267.13 | ) | — | — | 6.5 | 5.8002 | Monthly | 31,229.99 | 323,632.97 | 11062007 | 10012037 | |||||||||||||
3128M6UB2 | FHLMC POOL # G04778 | 2 | 71,136.38 | 79,455.66 | 68,462.08 | 70,978.11 | 8,477.55 | (599.21 | ) | — | — | 6 | 5.1260 | Monthly | 415.28 | 4,510.66 | 2042009 | 7012038 | |||||||||||||
3128M7AZ9 | FHLMC POOL # G05124 | 2 | 177,712.52 | 198,495.71 | 171,031.60 | 177,327 | 21,168.71 | (1,871.31 | ) | — | — | 6 | 5.1394 | Monthly | 1,087.60 | 11,456.76 | 2042009 | 12012038 | |||||||||||||
3128M92M3 | FHLMC POOL # G07680 | 2 | 4,277,334.75 | 4,334,136.42 | 4,046,554.67 | 4,275,116.62 | 59,019.8 | (10,744.87 | ) | — | — | 4 | 3.1222 | Monthly | 0 | 62,252.55 | 8122014 | 4012044 | |||||||||||||
3128MJUW8 | FHLMC POOL # G08596 | 2 | 4,623,811.65 | 4,625,028.19 | 4,264,648.31 | 4,620,664.84 | 4,363.35 | (12,742.55 | ) | — | — | 4.5 | 2.4278 | Monthly | 0 | 70,796.22 | 8152014 | 7012044 | |||||||||||||
3128MJU81 | FHLMC POOL # G08606 | 2 | 5,173,353.46 | 5,269,081.49 | 4,939,499.05 | 5,171,181.8 | 97,899.69 | (4,389.14 | ) | — | — | 4 | 3.0825 | Monthly | 0 | 42,422.65 | 9182014 | 9012044 | |||||||||||||
3128MBBR7 | FHLMC POOL # G12548 | 2 | 487,661.05 | 518,021.9 | 486,596.64 | 487,068.22 | 30,953.68 | (382.72 | ) | — | — | 5.5 | 5.4092 | Monthly | 3,065.68 | 30,970.72 | 3302007 | 1012022 | |||||||||||||
3128MBU70 | FHLMC POOL # G13106 | 2 | 608,128.6 | 599,690.05 | 567,019.67 | 601,718.86 | (2,028.81 | ) | (22,086.08 | ) | — | — | 5 | 2.1440 | Monthly | 3,428.90 | 33,860 | 7172013 | 10012020 | ||||||||||||
3128MCRQ0 | FHLMC POOL # G13895 | 2 | 1,693,629.43 | 1,655,580.4 | 1,573,182.63 | 1,656,566.86 | (986.46 | ) | (66,993.42 | ) | — | — | 5 | 2.1195 | Monthly | 10,244.48 | 98,211.55 | 11102011 | 11012019 | ||||||||||||
3128MDCL5 | FHLMC POOL # G14375 | 2 | 175,621.25 | 176,167.23 | 165,023.64 | 175,079.67 | 1,087.56 | (3,374.55 | ) | — | — | 4 | 2.0520 | Monthly | 704.66 | 7,431.51 | 12132013 | 7012026 | |||||||||||||
3128MDM91 | FHLMC POOL # G14684 | 2 | 1,842,081.29 | 1,819,273.22 | 1,751,626.22 | 1,828,720.34 | (9,447.12 | ) | (23,905.39 | ) | — | — | 3 | 1.5574 | Monthly | 5,262.55 | 57,595.25 | 2132013 | 2012023 | ||||||||||||
3128MDNM1 | FHLMC POOL # G14696 | 2 | 812,230 | 799,575.68 | 731,532.77 | 802,861.69 | (3,286.01 | ) | (37,548.03 | ) | — | — | 6 | 2.8535 | Monthly | 5,173.63 | 51,914.27 | 3012013 | 3012024 | ||||||||||||
3128MDVW0 | FHLMC POOL # G14929 | 2 | 751,682.71 | 751,830.98 | 700,895.21 | 749,534.18 | 2,296.8 | (13,035.81 | ) | — | — | 4 | 2.1436 | Monthly | 2,860.65 | 30,873.84 | 11192013 | 10012028 |
3128MD5G4 | FHLMC POOL # G15147 | 2 | 3,031,367.35 | 3,046,423.07 | 2,923,781.34 | 3,029,096.26 | 17,326.81 | (4,605.79 | ) | — | — | 3 | 2.2502 | Monthly | 0 | 32,708.82 | 8132014 | 8012029 | |||||||||||||
3128MTB72 | FHLMC POOL # H00962 | 2 | 44,958.1 | 49,776.78 | 44,093.46 | 44,907.01 | 4,869.77 | (1,932.79 | ) | — | — | 6.5 | 5.9293 | Monthly | 792.77 | 5,865.13 | 10312007 | 7012037 | |||||||||||||
3128MTEE4 | FHLMC POOL # H01033 | 2 | 818,661.95 | 906,407.31 | 802,917.25 | 817,403.6 | 89,003.71 | (29,985.65 | ) | — | — | 6.5 | 6.1055 | Monthly | 12,858.63 | 96,799.48 | 10312007 | 7012037 | |||||||||||||
3128MTF29 | FHLMC POOL # H01085 | 2 | 105,811.46 | 117,152.47 | 103,776.46 | 105,638.99 | 11,513.48 | (123.80 | ) | — | — | 6.5 | 6.1304 | Monthly | 577.35 | 6,835.41 | 10312007 | 7012037 | |||||||||||||
3128PVWH9 | FHLMC POOL # J16048 | 2 | 5,896,056.54 | 6,003,971.72 | 5,581,239.77 | 5,849,528.83 | 154,442.89 | (66,321.01 | ) | — | — | 4 | 2.7019 | Monthly | 21,860.57 | 240,186.99 | 8022011 | 7012026 | |||||||||||||
3128PV4J6 | FHLMC POOL # J16225 | 2 | 1,845,778.25 | 1,879,561.4 | 1,747,223.89 | 1,831,894.88 | 47,666.52 | (23,783.91 | ) | — | — | 4 | 2.6507 | Monthly | 7,038.82 | 76,213.93 | 8022011 | 8012026 | |||||||||||||
31306YAL5 | FHLMC POOL # J20911 | 2 | 1,603,888.16 | 1,602,221.52 | 1,524,676.47 | 1,591,937.7 | 10,283.82 | (26,263.63 | ) | — | — | 3 | 1.4730 | Monthly | 4,850.74 | 50,607.42 | 2132013 | 10012022 | |||||||||||||
3132GLQP2 | FHLMC POOL # Q05262 | 2 | 3,461,491.3 | 3,482,297.41 | 3,344,941.02 | 3,456,636.38 | 25,661.03 | (12,791.94 | ) | — | — | 3.5 | 2.9085 | Monthly | 10,711.04 | 122,675.38 | 2032012 | 12012041 | |||||||||||||
3132GMDN9 | FHLMC POOL # Q05809 | 2 | 4,946,766.75 | 4,986,174.65 | 4,673,650.31 | 4,943,467.63 | 42,707.02 | (16,592.35 | ) | — | — | 4 | 2.9983 | Monthly | 0 | 88,262.32 | 6272014 | 1012042 | |||||||||||||
3132M92R4 | FHLMC POOL # Q29184 | 2 | 2,962,893.66 | 2,965,720.8 | 2,773,717.47 | 2,961,344.54 | 4,376.26 | (1,549.12 | ) | — | — | 4 | 2.5001 | Monthly | 0 | 4,622.87 | 12112014 | 10012044 | |||||||||||||
3132QLQT3 | FHLMC POOL # Q30465 | 2 | 2,918,562.5 | 2,919,869.1 | 2,800,000.00 | 2,917,956.3 | 1,912.8 | (606.20 | ) | — | — | 3.5 | 2.8741 | Monthly | 0 | 4,083.34 | 12112014 | 12012044 | |||||||||||||
3137B8MW4 | FHLMC SENIOR AGENCY CMO_4322-DN | 2 | 5,115,003.8 | 5,060,859.7 | 4,767,150.78 | 5,095,379.79 | (34,520.09 | ) | (35,059.72 | ) | — | — | 4 | 2.0928 | Monthly | 0 | 67,933.8 | 8202014 | 5152043 | ||||||||||||
3137BDJQ0 | FHLMC SENIOR AGENCY CMO_4384-HN | 2 | 1,038,068.67 | 1,042,109.48 | 983,732.81 | 1,036,185.18 | 5,924.3 | (2,503.22 | ) | — | — | 3.5 | 2.1289 | Monthly | 0 | 7,786.72 | 10072014 | 6152040 | |||||||||||||
3137A47K7 | FHLMC SENIOR CMO_3778 M | 2 | 228,849.42 | 228,884.5 | 210,617.83 | 227,534.75 | 1,349.75 | (4,456.79 | ) | — | — | 4.5 | 2.2626 | Monthly | 0 | 9,854.14 | 1132014 | 8152039 | |||||||||||||
3134G3W55 | FHLMC UNSECURED AGENCY BND | 249,972.5 | 250,382.53 | 250,000.00 | 249,991.62 | 390.91 | 9.32 | — | — | 0.45 | 0.4538 | May-Nov | 115.63 | 1,125 | 12182012 | 11242015 | |||||||||||||||
3134G42Q0 | FHLMC UNSECURED AGENCY BND | 1 | 247,725 | 249,527.49 | 250,000.00 | 248,648.84 | 878.65 | 735.92 | — | — | 0.6 | 0.9012 | Apr-Oct | 275.00 | 1,500 | 9272013 | 10252016 | ||||||||||||||
3137EADP1 | FHLMC UNSECURED AGENCY BND | 14,877,000 | 14,827,349.85 | 15,000,000.00 | 14,922,343.58 | (94,993.73 | ) | 23,900.74 | — | — | 0.875 | 1.0410 | Mar-Sep | 41,562.50 | 131,250 | 2012013 | 3072018 | ||||||||||||||
31397JAB0 | FHLMC_3346A AGNECY CMO_3335-AF | 2 | 190,262.27 | 190,593.08 | 190,247.40 | 190,256.55 | 336.53 | (7.66 | ) | — | — | 0.3108 | 0.3076 | Monthly | 41.12 | 726.94 | 7222011 | 10152020 | |||||||||||||
31398Q4P9 | FHLMC_3674 SENIOR AGENCY CMO 3674 HJ | 2 | 1,640,324.31 | 1,634,269.93 | 1,468,262.32 | 1,633,496.99 | 772.94 | (43,712.20 | ) | — | — | 5.5 | 2.5453 | Monthly | 8,227.38 | 89,973.51 | 11202013 | 4152040 | |||||||||||||
3137A63Z3 | FHLMC_3792 AGENCY CMO 3792 | 2 | 1,907,123.61 | 1,903,147.87 | 1,894,101.64 | 1,904,843.88 | (1,696.01 | ) | (5,788.04 | ) | — | — | 0.5608 | 0.3818 | Monthly | 953.04 | 15,283.14 | 11092012 | 11152040 | ||||||||||||
3137ACNE5 | FHLMC_3879 CMO_3879 MF | 2 | 317,358.4 | 316,981.81 | 316,123.53 | 317,232.13 | (250.32 | ) | (426.30 | ) | — | — | 0.5108 | 0.3726 | Monthly | 90.66 | 1,790.96 | 11052013 | 9152038 | ||||||||||||
3137BDKF2 | FHR AGENCY CMO_4384 LA | 2 | 4,647,044.46 | 4,629,508.7 | 4,412,623.82 | 4,642,197.51 | (12,688.81 | ) | (9,488.81 | ) | — | — | 3.5 | 2.1037 | Monthly | 0 | 39,312.29 | 8272014 | 9152040 | ||||||||||||
31283AKB5 | FHSTR_282 CMO_282 150 | 2 | 3,969,509.85 | 3,793,220.33 | 4,059,052.55 | 3,971,064.53 | (177,844.2 | ) | 4,699.60 | — | — | 1.5 | 1.9692 | Monthly | 0 | 15,417.56 | 10172012 | 10152027 | |||||||||||||
316773CR9 | FIFTH THIRD BANK CAPSEC CORP BND | 1 | 7,895,000 | 7,760,000 | 8,000,000.00 | 7,895,638.75 | (135,638.75 | ) | 638.75 | — | — | 4.9 | 4.9359 | Mar-Sep | 0 | 88,336.12 | 11242014 | 12312049 | |||||||||||||
31677QBC2 | FIFTH THIRD BANK SENIOR CORP BND | 1 | 2,835,322.5 | 2,842,843.48 | 2,850,000.00 | 2,835,938.34 | 6,905.14 | 615.84 | — | — | 2.875 | 2.9560 | Apr-Oct | 0 | 26,402.08 | 9022014 | 10012021 | ||||||||||||||
BRSNJVR77 | FIFTH THIRD PROCESSING SOLUTIO SENIOR SECURED TERM NOTES | 522,440.65 | 520,637.04 | 525,065.97 | 522,610.13 | (1,973.09 | ) | 182.68 | — | — | — | 0.0716 | M-J-S-D | 0 | 8,017.24 | 9122014 | 6132021 | ||||||||||||||
BRSP22SV0 | FIRST DATA CORPORATION SENIOR SECURED TERM LOAN | 1,977,500 | 1,961,000 | 2,000,000.00 | 1,978,916.13 | (17,916.13 | ) | 1,416.13 | — | — | — | 0.2803 | M-J-S-D | 0 | 20,692.46 | 7312014 | 9242018 |
337158AE9 | FIRST TENNESSEE BANK NA SUB CORP BND | 2,112,740 | 2,066,760.1 | 2,000,000.00 | 2,093,746.22 | (26,986.12 | ) | (18,993.78 | ) | — | — | 5.65 | 1.8300 | Apr-Oct | 0 | 28,250 | 3232006 | 4012016 | |||||||||||||
33766QAA5 | FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A1 | 2 | 237,603.68 | 237,535.02 | 237,603.92 | 237,602.67 | (67.65 | ) | 0.19 | — | — | 0.679 | 0.6787 | Jan-Jul | 1,801.24 | 2,157.02 | 6122013 | 1152019 | |||||||||||||
337738AK4 | FISERV INC CORP BND | 789,567.5 | 769,910.49 | 750,000.00 | 768,628.74 | 1,281.75 | (12,603.14 | ) | — | — | 3.125 | 1.4052 | Jun-Dec | 1,041.66 | 23,437.5 | 8062013 | 6152016 | ||||||||||||||
BRSFEV6K3 | FLY FUNDING II SARL | 1,980,536.24 | 1,977,428.94 | 1,985,500.00 | 1,981,416.86 | (3,987.92 | ) | 1,141.86 | — | — | — | 0.0441 | F-M-A-N | 0 | 79,455.91 | ||||||||||||||||
30249UAA9 | FMC TECHNOLOGIES INC SENIOR CORP BND | 349,184.5 | 346,021 | 350,000.00 | 349,544.74 | (3,523.74 | ) | 159.52 | — | — | 2 | 2.0489 | Apr-Oct | 1,750.00 | 7,000 | 9182012 | 10012017 | ||||||||||||||
30254WAE9 | FMS WERTMANAGEMENT LT GTD SENIOR CORP BND | F | 1,366,562.56 | 1,367,287.12 | 1,367,000.00 | 1,366,609.42 | 677.7 | 46.86 | — | — | 1.125 | 1.1359 | Mar-Sep | 0 | 4,955.38 | 8272014 | 9052017 | ||||||||||||||
30254WAF6 | FMS WERTMANAGEMENT LT GTD SENIOR CORP BND | F | 6,039,409.86 | 6,020,425.59 | 6,046,000.00 | 6,039,903.08 | (19,477.49 | ) | 493.22 | — | — | 0.625 | 0.6740 | Jan-Jul | 0 | 6,402.89 | 10222014 | 1302017 | |||||||||||||
BRSF8V463 | FMS WERTMANAGEMENT LT GTD SENIOR CORP BND EMTN | D | 467,008.77 | 469,510.07 | 300,000.00 | 468,126.57 | 1,383.5 | 432.33 | — | (779.29 | ) | 1 | 1.0980 | December | 2,504.20 | 20,409.01 | 7162012 | 12012015 | |||||||||||||
3138E9KT6 | FNMA | 89,056.16 | 88,792.56 | 85,374.39 | 88,631.91 | 160.65 | (1,707.52 | ) | — | — | 3 | 1.9824 | Monthly | 308.43 | 2,991.86 | ||||||||||||||||
3138E9L40 | FNMA | 2,180,269.17 | 2,173,815.79 | 2,090,132.21 | 2,169,962.85 | 3,852.94 | (19,284.43 | ) | — | — | 3 | 1.9985 | Monthly | 6,153.82 | 67,561.8 | ||||||||||||||||
3135G0CM3 | FNMA AGENCY BND | 1,775,714.5 | 1,769,039.95 | 1,750,000.00 | 1,765,017.34 | 4,022.61 | (8,555.13 | ) | — | — | 1.25 | 0.7519 | Mar-Sep | 5,651.04 | 21,875 | 10012013 | 9282016 | ||||||||||||||
3135G0NR0 | FNMA AGENCY BND | 1 | 249,762.5 | 248,540 | 250,000.00 | 249,828.47 | (1,288.47 | ) | 65.97 | — | — | 1.1 | 1.1263 | Feb-Aug | 0 | 2,169.44 | 3142014 | 8282017 | |||||||||||||
3135G0WJ8 | FNMA AGENCY BND | 1,995,720 | 1,971,640.02 | 2,000,000.00 | 1,997,133.57 | (25,493.55 | ) | 829.54 | — | — | 0.875 | 0.9181 | May-Nov | 1,944.44 | 17,500 | 4112013 | 5212018 | ||||||||||||||
3135G0UM3 | FNMA AGENCY BND | 1 | 2,499,125 | 2,501,050 | 2,500,000.00 | 2,499,662.34 | 1,387.66 | 291.43 | — | — | 0.52 | 0.5318 | Feb-Aug | 4,513.89 | 13,000 | 2052013 | 2262016 | ||||||||||||||
31359MZC0 | FNMA AGENCY BND | 5,904,904.9 | 5,472,038 | 5,300,000.00 | 5,394,870.78 | 77,167.22 | (118,646.88 | ) | — | — | 4.375 | 2.0647 | Apr-Oct | 48,951.39 | 231,875 | 7162010 | 10152015 | ||||||||||||||
3135G0VA8 | FNMA AGENCY BND | 6,742,305 | 6,750,878.18 | 6,750,000.00 | 6,746,922.28 | 3,955.9 | 2,461.35 | — | — | 0.5 | 0.5369 | Mar-Sep | 8,531.25 | 33,750 | 2142013 | 3302016 | |||||||||||||||
3135G0ZB2 | FNMA AGENCY BND | 6,726,442.5 | 6,733,327.37 | 6,750,000.00 | 6,732,522.62 | 804.75 | 6,080.12 | — | — | 0.75 | 0.8640 | Apr-Oct | 0 | 40,921.87 | 3062014 | 4202017 | |||||||||||||||
31398SVZ3 | FNMA AGENCY CMO _10-139-MA | 2 | 2,151,430.72 | 2,079,566.95 | 2,104,479.78 | 2,151,176.15 | (71,609.2 | ) | (2,762.41 | ) | — | — | 2.5 | 1.9548 | Monthly | 0 | 13,355.85 | 11092010 | 12252040 | ||||||||||||
31398SZN6 | FNMA AGENCY CMO _10-141-G | 2 | 8,129,156.72 | 8,083,702.03 | 7,817,671.38 | 8,116,768.34 | (33,066.31 | ) | (64,592.81 | ) | — | — | 3.5 | 1.9600 | Monthly | 0 | 124,130.26 | 7212014 | 5252030 | ||||||||||||
3136ALUX7 | FNMA AGENCY CMO 2014-70 KP | 2 | 5,147,612.17 | 5,161,852.06 | 4,885,041.20 | 5,141,619.66 | 20,232.4 | (12,171.54 | ) | — | — | 3.5 | 2.2241 | Monthly | 0 | 29,149.27 | 10242014 | 3252044 | |||||||||||||
3136A1PM1 | FNMA AGENCY CMO__11-96-PA | 2 | 3,337,584.39 | 3,277,457.5 | 3,269,897.50 | 3,336,241.81 | (58,784.31 | ) | (4,310.42 | ) | — | — | 2.5 | 1.5310 | Monthly | 0 | 20,753.43 | 9062011 | 3252040 | ||||||||||||
3136A5BT2 | FNMA AGENCY CMO__12-40-DE | 2 | 2,050,007.04 | 2,125,577.93 | 2,110,211.37 | 2,051,172.12 | 74,405.81 | 3,536.85 | — | — | 2 | 2.9621 | Monthly | 0 | 10,723.04 | 3132012 | 6252030 | ||||||||||||||
3136ABTM5 | FNMA AGENCY CMO__13-7-CT | 2 | 2,925,046.18 | 2,963,049.88 | 2,933,788.86 | 2,925,128.95 | 37,920.93 | 898.67 | — | — | 2 | 2.0438 | Monthly | 0 | 14,688.92 | 1032013 | 2252043 | ||||||||||||||
31394BPP3 | FNMA AGENCY CMO_04-88 HA | 2 | 4,048.99 | 4,010.27 | 3,915.61 | 3,925.27 | 85 | (75.81 | ) | — | — | 6.5 | 5.1941 | Monthly | 55.56 | 427.83 | 1142008 | 7252034 | |||||||||||||
31398GEH8 | FNMA AGENCY CMO_09-100-MA | 2 | 718,817.05 | 716,215.82 | 693,845.55 | 718,579.29 | (2,363.47 | ) | (2,495.74 | ) | — | — | 3 | 1.5439 | Monthly | 0 | 5,365.19 | 11132009 | 11252039 | ||||||||||||
31397NLS2 | FNMA AGENCY CMO_09-11 LC | 2 | 839,849.35 | 832,963.83 | 789,054.00 | 837,256.72 | (4,292.89 | ) | (25,510.87 | ) | — | — | 4.5 | 1.8391 | Monthly | 0 | 37,893.85 | 2072014 | 3252049 | ||||||||||||
31397N4N2 | FNMA AGENCY CMO_09-41-LG | 2 | 2,677,700 | 2,656,877.5 | 2,500,000.00 | 2,664,972.48 | (8,094.98 | ) | (12,727.52 | ) | — | — | 4 | 1.8595 | Monthly | 0 | 24,999.99 | 6162009 | 6252024 |
31398MU53 | FNMA AGENCY CMO_10-29-PA | 2 | 292,776.17 | 294,763.26 | 284,643.89 | 292,253.38 | 2,509.88 | (1,477.55 | ) | — | — | 4.5 | 2.4876 | Monthly | 0 | 3,322.71 | 3162010 | 10252038 | |||||||||||||
31398PTG4 | FNMA AGENCY CMO_10-42-EP | 2 | 301,672.73 | 299,157.35 | 287,438.76 | 301,054.37 | (1,897.02 | ) | (2,591.91 | ) | — | — | 4.5 | 1.0980 | Monthly | 0 | 3,343.33 | 5042010 | 11252039 | ||||||||||||
31398MAY2 | FNMA AGENCY CMO_10-9 MC | 2 | 896,750 | 869,179.2 | 800,000.00 | 881,298.59 | (12,119.39 | ) | (15,451.41 | ) | — | — | 5 | 1.5740 | Monthly | 0 | 23,777.75 | 5212014 | 4252036 | ||||||||||||
31398S6U2 | FNMA AGENCY CMO_11-7-CA | 2 | 127,289.58 | 126,973.32 | 125,897.15 | 126,784.51 | 188.81 | (904.28 | ) | — | — | 3.5 | (0.0732 | ) | Monthly | 0 | 1,192.85 | 1252011 | 5252024 | ||||||||||||
31398T6X4 | FNMA CMO 10-113 FA | 2 | 2,296,728.86 | 2,310,909.99 | 2,298,459.24 | 2,297,104.9 | 13,805.09 | 130.50 | — | — | 0.5695 | 0.5907 | Monthly | 273.39 | 14,423.64 | 9032013 | 10252040 | ||||||||||||||
31392ER28 | FNMA CMO_02-64 PG | 2 | 948,160.82 | 933,473.23 | 860,735.88 | 947,629.68 | (14,156.45 | ) | (7,090.70 | ) | — | — | 5.5 | 2.9766 | Monthly | 0 | 12,199.31 | 9182002 | 10252032 | ||||||||||||
31393ERS0 | FNMA CMO_03-83 PG | 2 | 568,898.25 | 563,809.23 | 540,849.78 | 567,260.76 | (3,451.53 | ) | (4,121.39 | ) | — | — | 5 | 1.4285 | Monthly | 0 | 6,944.18 | 8222005 | 6252023 | ||||||||||||
31394DA42 | FNMA CMO_05-48 AR | 2 | 73,461.54 | 78,417.89 | 72,937.31 | 73,107.26 | 5,310.63 | (172.74 | ) | — | — | 5.5 | 5.2516 | Monthly | 486.86 | 4,803.51 | 12202007 | 2252035 | |||||||||||||
31394EZX9 | FNMA CMO_05-65 WL | 2 | 828,589.57 | 807,277.78 | 796,003.19 | 806,257.9 | 1,019.88 | (29,181.45 | ) | — | — | 5.5 | 2.0955 | Monthly | 8,814.74 | 70,870.81 | 11162012 | 7252034 | |||||||||||||
31397MTX5 | FNMA CMO_08-81 KA | 2 | 113,766.19 | 114,438.53 | 114,158.61 | 113,777.17 | 661.36 | 2,020.70 | — | — | 5 | 5.0569 | Monthly | 2,976.89 | 18,776.3 | 7292008 | 10252022 | ||||||||||||||
31397NE68 | FNMA CMO_09-31 B | 2 | 4,140,927.43 | 4,115,118.15 | 3,865,979.00 | 4,124,391.77 | (9,273.62 | ) | (16,535.66 | ) | — | — | 4 | 2.1617 | Monthly | 0 | 38,659.8 | 6102009 | 5252024 | ||||||||||||
31396QAW9 | FNMA CMO_09-37 HB | 2 | 2,059,941.77 | 2,040,765.91 | 1,918,545.00 | 2,050,570.1 | (9,804.19 | ) | (9,371.67 | ) | — | — | 4 | 1.9313 | Monthly | 0 | 19,185.45 | 6162009 | 4252019 | ||||||||||||
31398RUW3 | FNMA CMO_10-62 EN | 2 | 60,744.57 | 59,713.94 | 59,361.45 | 60,268.64 | (554.7 | ) | (3,413.30 | ) | — | — | 5 | (2.0268 | ) | Monthly | 0 | 1,110.12 | 5012010 | 12252038 | |||||||||||
3136A3SM4 | FNMA CMO_12-11 GA | 2 | 2,131,006.18 | 2,102,171.39 | 2,129,600.65 | 2,130,987.58 | (28,816.19 | ) | (114.16 | ) | — | — | 2 | 1.9598 | Monthly | 0 | 10,824.06 | 1102012 | 5252040 | ||||||||||||
3136A9FV5 | FNMA CMO_12-111 LB | 2 | 815,337.36 | 817,630.42 | 789,076.88 | 815,235.34 | 2,395.08 | (2,423.54 | ) | — | — | 3.5 | 2.6333 | Monthly | 0 | 7,115.71 | 2282014 | 5252041 | |||||||||||||
3136ABFX6 | FNMA CMO_12-146 NA | 2 | 2,251,613.83 | 2,269,215.28 | 2,287,388.58 | 2,252,023.03 | 17,192.25 | 1,828.70 | — | — | 2 | 2.3375 | Monthly | 0 | 11,587.63 | 12052012 | 9252042 | ||||||||||||||
3136A75R9 | FNMA CMO_12-96 CG | 2 | 4,006,466.78 | 4,057,289.32 | 4,134,939.35 | 4,008,281.9 | 49,007.42 | 6,200.25 | — | — | 2 | 2.7465 | Monthly | 0 | 20,896.79 | 2132013 | 4252039 | ||||||||||||||
3136AHYJ3 | FNMA CMO_13-135 GB | 2 | 4,588,662.01 | 4,634,075.59 | 4,612,856.45 | 4,589,066.9 | 45,008.69 | 1,015.76 | — | — | 2.5 | 2.6004 | Monthly | 0 | 29,028.87 | 12182013 | 7252032 | ||||||||||||||
3136ADCQ0 | FNMA CMO_13-23 CB | 2 | 4,186,368.32 | 4,179,191.23 | 4,277,172.70 | 4,187,634.55 | (8,443.32 | ) | 3,772.24 | — | — | 2 | 2.3777 | Monthly | 0 | 21,580.57 | 2142013 | 3252033 | |||||||||||||
3136ADSY6 | FNMA CMO_13-35 KL | 2 | 2,492,027.41 | 2,555,841.73 | 2,642,743.05 | 2,494,384.22 | 61,457.51 | 5,980.71 | — | — | 2 | 3.0951 | Monthly | 0 | 13,308.17 | 5142013 | 4252033 | ||||||||||||||
3136AELV7 | FNMA CMO_13-62 AH | 2 | 2,522,651.11 | 2,536,633.48 | 2,659,257.15 | 2,524,998.12 | 11,635.36 | 5,316.39 | — | — | 1.75 | 2.7283 | Monthly | 0 | 11,718.64 | 5092013 | 6252033 | ||||||||||||||
3136AEXL6 | FNMA CMO_13-64 KA | 2 | 2,597,628.15 | 2,618,735.74 | 2,686,469.70 | 2,599,135.76 | 19,599.98 | 3,936.86 | — | — | 2 | 2.7083 | Monthly | 0 | 13,548.12 | 5232013 | 2252033 | ||||||||||||||
3136AFR30 | FNMA CMO_13-81 JB | 2 | 2,454,603.98 | 2,460,586.82 | 2,411,462.91 | 2,453,447.89 | 7,138.93 | (2,907.63 | ) | — | — | 2.75 | 2.3454 | Monthly | 0 | 16,801.94 | 11132013 | 12252042 | |||||||||||||
3136AGBS0 | FNMA CMO_13-96 DE | 2 | 4,544,023.06 | 4,505,767.27 | 4,415,488.20 | 4,539,815.43 | (34,048.16 | ) | (7,513.71 | ) | — | — | 3 | 2.0694 | Monthly | 0 | 33,378.62 | 8202013 | 6252031 | ||||||||||||
3136AH2M1 | FNMA CMO_14-3 BL | 2 | 4,352,043.87 | 4,343,225.97 | 4,301,416.20 | 4,350,138.39 | (6,912.42 | ) | (4,069.67 | ) | — | — | 2.5 | 2.1652 | Monthly | 0 | 27,260.83 | 1082014 | 6252043 | ||||||||||||
01F050619 | FNMA FNMA TBA | 2 | 4,426,875 | 4,419,375 | 4,000,000.00 | 4,426,875 | (7,500 | ) | — | — | — | 5 | — | Monthly | 0 | — | 12082014 | 1142045 | |||||||||||||
01F040610 | FNMA FNMA TBA | 2 | 6,283,500 | 6,298,250 | 5,900,000.00 | 6,283,500 | 14,750 | — | — | — | 4 | — | Monthly | 0 | — | 12092014 | 1142045 | ||||||||||||||
31371NAC9 | FNMA POOL # 256603 | 2 | 328,353.11 | 356,151.29 | 328,045.55 | 327,950.11 | 28,201.18 | (158.11 | ) | — | — | 5.5 | 5.4092 | Monthly | 1,979.75 | 20,726.15 | 7172008 | 2012022 | |||||||||||||
31371NE35 | FNMA POOL # 256754 | 2 | 136,139.99 | 139,437.71 | 128,433.96 | 134,197.38 | 5,240.33 | (2,310.03 | ) | — | — | 5.5 | 3.4781 | Monthly | 738.61 | 7,710.33 | 9292009 | 6012022 | |||||||||||||
31385W2S7 | FNMA POOL # 555285 | 2 | 1,571,300.12 | 1,635,722.55 | 1,426,023.96 | 1,561,214.41 | 74,508.14 | (44,581.38 | ) | — | — | 6 | 3.5030 | Monthly | 9,186.87 | 95,697.87 | 1052011 | 3012033 | |||||||||||||
31385XAZ0 | FNMA POOL # 555424 | 2 | 1,743,984.36 | 1,801,728.74 | 1,602,167.50 | 1,736,008.26 | 65,720.48 | (43,915.37 | ) | — | — | 5.5 | 3.3179 | Monthly | 9,526.72 | 98,881.02 | 1252012 | 5012033 | |||||||||||||
31385XEW3 | FNMA POOL # 555549 | 2 | 75,327.78 | 80,018.47 | 75,944.84 | 75,514.48 | 4,503.99 | 303.84 | — | — | 5 | 5.2199 | Monthly | 495.06 | 4,736.03 | 12142007 | 6012018 | ||||||||||||||
31385XK48 | FNMA POOL # 555715 | 2 | 62,259.12 | 66,017.53 | 62,815.01 | 62,300.13 | 3,717.4 | 123.04 | — | — | 2.345 | 2.5413 | Monthly | 151.59 | 1,665.88 | 4022007 | 7012033 | ||||||||||||||
31400EGH7 | FNMA POOL # 685200 | 2 | 71,710.71 | 76,176.15 | 72,298.13 | 71,894.33 | 4,281.82 | 273.94 | — | — | 5 | 5.2250 | Monthly | 462.50 | 4,415.67 | 12142007 | 3012018 | ||||||||||||||
31400PG58 | FNMA POOL # 693320 | 2 | 53,262.3 | 56,945.6 | 53,730.34 | 53,298.57 | 3,647.03 | 39.42 | — | — | 2.29 | 2.4995 | Monthly | 117.50 | 1,304.15 | 8102006 | 1012033 | ||||||||||||||
31400QJ87 | FNMA POOL # 694287 | 2 | 7,606.59 | 8,204.88 | 7,674.50 | 7,611.64 | 593.24 | 10.96 | — | — | 2.224 | 2.4269 | Monthly | 18.03 | 187.33 | 4022007 | 3012033 | ||||||||||||||
31400SA33 | FNMA POOL # 695826 | 2 | 32,196.48 | 34,201.36 | 32,460.22 | 32,276.75 | 1,924.61 | 144.27 | — | — | 5 | 5.2284 | Monthly | 221.77 | 2,058.32 | 12142007 | 4012018 | ||||||||||||||
31401A3C9 | FNMA POOL # 702895 | 2 | 72,364.01 | 76,870.16 | 72,956.81 | 72,548.22 | 4,321.94 | 308.83 | — | — | 5 | 5.2216 | Monthly | 487.04 | 4,616.8 | 12142007 | 4012018 | ||||||||||||||
31401DVW8 | FNMA POOL # 705429 | 2 | 89,350.44 | 95,822.11 | 90,392.08 | 89,432.52 | 6,389.59 | 293.00 | — | — | 2.335 | 2.6242 | Monthly | 228.99 | 2,520.02 | 8102006 | 4012033 | ||||||||||||||
31401MKS9 | FNMA POOL # 712305 | 2 | 728,986.53 | 730,639.12 | 684,494.38 | 726,619.33 | 4,019.79 | (12,114.76 | ) | — | — | 2.425 | 0.8531 | Monthly | 1,837.36 | 18,666.68 | 2232012 | 5012033 | |||||||||||||
31402DQB9 | FNMA POOL # 725950 | 2 | 120,984.85 | 129,280.91 | 122,091.28 | 121,266.19 | 8,014.72 | 489.50 | — | — | 5 | 5.2408 | Monthly | 749.22 | 7,304.75 | 7172008 | 11012019 | ||||||||||||||
31402HD32 | FNMA POOL # 729222 | 2 | 844,652.69 | 908,554.14 | 853,989.82 | 845,245.59 | 63,308.55 | 1,804.39 | — | — | 2.33 | 2.5985 | Monthly | 2,036.58 | 20,428.72 | 9172008 | 7012035 | ||||||||||||||
31402RB81 | FNMA POOL # 735463 | 2 | 90,885.89 | 97,667.66 | 91,637.65 | 90,948.34 | 6,719.32 | 51.34 | — | — | 2.278 | 2.4380 | Monthly | 208.75 | 2,214.45 | 9282006 | 3012035 | ||||||||||||||
31402RF87 | FNMA POOL # 735591 | 2 | 3,320,431.74 | 3,544,065.94 | 3,199,467.52 | 3,312,808.64 | 231,257.3 | (36,383.13 | ) | — | — | 5 | 3.9985 | Monthly | 17,187.27 | 180,274.26 | 4302010 | 6012035 | |||||||||||||
31402YSV7 | FNMA POOL # 742232 | 2 | 5,223.11 | 5,683.85 | 5,304.25 | 5,227 | 456.85 | 27.46 | — | — | 2.625 | 3.1732 | Monthly | 15.75 | 156.86 | 4022007 | 9012033 | ||||||||||||||
31403C2L4 | FNMA POOL # 745179 | 2 | 246,055.33 | 261,377.28 | 248,070.92 | 246,588.95 | 14,788.33 | 1,074.90 | — | — | 5 | 5.2135 | Monthly | 1,657.62 | 15,673.96 | 12142007 | 4012019 | ||||||||||||||
31403DCE7 | FNMA POOL # 745369 | 2 | 206,598.45 | 220,556.48 | 208,290.79 | 207,012.14 | 13,544.34 | 728.78 | — | — | 5 | 5.2040 | Monthly | 1,280.64 | 12,623.22 | 12142007 | 12012019 | ||||||||||||||
31403DCZ0 | FNMA POOL # 745388 | 2 | 485,744.45 | 515,991.86 | 489,723.44 | 486,873.93 | 29,117.93 | 1,822.04 | — | — | 5 | 5.2155 | Monthly | 3,093.27 | 29,986.19 | 12142007 | 11012018 | ||||||||||||||
31403H3P3 | FNMA POOL # 749706 | 2 | 418,128.09 | 446,354.52 | 423,387.36 | 418,573.11 | 27,781.41 | 972.79 | — | — | 2.309 | 2.5871 | Monthly | 1,054.76 | 11,511.41 | 5152006 | 11012033 | ||||||||||||||
31403KDB6 | FNMA POOL # 750798 | 2 | 3,933.74 | 4,220.85 | 3,994.86 | 3,938.53 | 282.32 | 0.61 | — | — | 2.199 | 2.5587 | Monthly | 7.60 | 89.41 | 4022007 | 12012033 | ||||||||||||||
31403VBR9 | FNMA POOL # 758848 | 2 | 119,928.47 | 127,396.47 | 120,910.90 | 120,202 | 7,194.47 | 298.50 | — | — | 5 | 5.2124 | Monthly | 654.98 | 6,867.5 | 12142007 | 1012019 | ||||||||||||||
31404CLB4 | FNMA POOL # 764522 | 2 | 18,538.64 | 20,423.84 | 18,913.98 | 18,562.71 | 1,861.13 | 15.05 | — | — | 2.397 | 2.9982 | Monthly | 39.54 | 463.17 | 9302008 | 6012034 | ||||||||||||||
31404LRF9 | FNMA POOL # 771886 | 2 | 68,444.74 | 74,117.44 | 69,589.17 | 68,537.06 | 5,580.38 | 9.91 | — | — | 2.243 | 2.6519 | Monthly | 143.52 | 1,625.6 | 8102006 | 2012034 | ||||||||||||||
31404NBP0 | FNMA POOL # 773246 | 2 | 82,863.36 | 88,079.55 | 83,556.86 | 82,906.91 | 5,172.64 | 93.99 | — | — | 2.217 | 2.4023 | Monthly | 195.93 | 2,012.49 | 4022007 | 2012035 | ||||||||||||||
31404VGA0 | FNMA POOL # 779693 | 2 | 375,449.62 | 398,920.89 | 379,002.75 | 375,753.89 | 23,167 | 1,041.54 | — | — | 2.112 | 2.3026 | Monthly | 1,005.48 | 9,600.13 | 2242006 | 7012034 | ||||||||||||||
31405PAG5 | FNMA POOL # 794807 | 2 | 104,960.21 | 111,328.52 | 104,674.46 | 104,918.55 | 6,409.97 | (23.14 | ) | — | — | 1.943 | 1.8683 | Monthly | 216.70 | 2,348.93 | 6302007 | 10012034 | |||||||||||||
31405UMM8 | FNMA POOL # 799664 | 2 | 43,789.91 | 46,457.73 | 44,134.17 | 43,817.43 | 2,640.3 | 50.66 | — | — | 2.117 | 2.2630 | Monthly | 94.36 | 1,051.72 | 4022007 | 10012034 | ||||||||||||||
31405UR84 | FNMA POOL # 799811 | 2 | 133,572.72 | 139,809 | 133,223.70 | 133,516.43 | 6,292.57 | 9.99 | — | — | 1.924 | 1.8578 | Monthly | 229.82 | 2,676.77 | 6302007 | 11012034 | ||||||||||||||
31405UTZ2 | FNMA POOL # 799868 | 2 | 9,155.27 | 9,732.85 | 9,227.23 | 9,160.74 | 572.11 | 22.31 | — | — | 2.002 | 2.1553 | Monthly | 21.76 | 225.08 | 4022007 | 11012034 | ||||||||||||||
31406BB90 | FNMA POOL # 804764 | 2 | 135,622.32 | 144,980.64 | 136,688.47 | 135,700.22 | 9,280.42 | 116.63 | — | — | 2.124 | 2.2779 | Monthly | 286.73 | 3,254.71 | 4022007 | 1012035 | ||||||||||||||
31406BEZ9 | FNMA POOL # 804852 | 2 | 115,786.08 | 123,633.04 | 116,696.33 | 115,853.95 | 7,779.09 | 189.23 | — | — | 2.131 | 2.2832 | Monthly | 264.41 | 2,859.89 | 4022007 | 12012034 | ||||||||||||||
31406BJF8 | FNMA POOL # 804962 | 2 | 129,681 | 139,570.62 | 130,700.46 | 129,754.63 | 9,815.99 | 154.68 | — | — | 2.151 | 2.3058 | Monthly | 294.65 | 3,063.18 | 4022007 | 1012035 | ||||||||||||||
31406BQQ6 | FNMA POOL # 805163 | 2 | 164,420.39 | 173,753.77 | 165,796.54 | 164,519.73 | 9,234.04 | 280.30 | — | — | 2.187 | 2.3543 | Monthly | 410.44 | 4,070.32 | 4022007 | 1012035 | ||||||||||||||
31406DG67 | FNMA POOL # 806721 | 2 | 238,405.17 | 254,127.58 | 240,279.36 | 238,544.96 | 15,582.62 | 253.66 | — | — | 2.295 | 2.4450 | Monthly | 570.64 | 6,276.47 | 4022007 | 11012034 | ||||||||||||||
31406GLK3 | FNMA POOL # 809530 | 2 | 38,627.94 | 41,796.16 | 38,901.51 | 38,652.05 | 3,144.11 | 73.58 | — | — | 2.161 | 2.2860 | Monthly | 102.48 | 944.48 | 9282006 | 2012035 | ||||||||||||||
31406MYP5 | FNMA POOL # 814418 | 2 | 102,118.16 | 108,099.39 | 103,029.97 | 102,189.66 | 5,909.73 | 123.78 | — | — | 1.975 | 2.1472 | Monthly | 226.47 | 2,176.24 | 4022007 | 3012035 | ||||||||||||||
31406PKU2 | FNMA POOL # 815807 | 2 | 222,739.33 | 237,454.09 | 224,864.94 | 222,939.94 | 14,514.15 | 189.29 | — | — | 2.131 | 2.3059 | Monthly | 505.64 | 5,031.37 | 9282006 | 2012035 | ||||||||||||||
31406TLC3 | FNMA POOL # 819423 | 2 | 256,267.3 | 278,233.53 | 258,555.55 | 256,419.31 | 21,814.22 | 325.71 | — | — | 2.435 | 2.6207 | Monthly | 671.65 | 6,846.01 | 4022007 | 4012035 | ||||||||||||||
31406TTE1 | FNMA POOL # 819649 | 2 | 2,188,025.45 | 2,235,640.73 | 2,115,311.61 | 2,182,339.18 | 53,301.55 | (7,175.99 | ) | — | — | 2.14 | 1.4028 | Monthly | 4,751.01 | 48,909.71 | 12042009 | 3012035 | |||||||||||||
31406VHE9 | FNMA POOL # 821129 | 2 | 134,897.78 | 143,898.36 | 136,102.29 | 134,963.82 | 8,934.54 | 284.77 | — | — | 2.207 | 2.4287 | Monthly | 354.96 | 3,488.08 | 4022007 | 5012035 | ||||||||||||||
31407D5R2 | FNMA POOL # 828056 | 2 | 469,159.69 | 485,629.36 | 461,299.44 | 468,471.36 | 17,158 | (1,472.74 | ) | — | — | 2.25 | 1.8512 | Monthly | 1,168.13 | 11,538.81 | 2202009 | 6012035 | |||||||||||||
31407E6W8 | FNMA POOL # 828985 | 2 | 233,962.94 | 258,047.67 | 242,017.59 | 234,442.76 | 23,604.91 | 1,479.96 | — | — | 2.243 | 3.2776 | Monthly | 550.85 | 5,948.66 | 3162006 | 8012035 | ||||||||||||||
31407GC22 | FNMA POOL # 829989 | 2 | 800,848.11 | 868,272.66 | 808,458.98 | 801,385.91 | 66,886.75 | 74.81 | — | — | 2.341 | 2.5482 | Monthly | 1,790.05 | 19,515.32 | 1202006 | 4012035 | ||||||||||||||
31408C6D3 | FNMA POOL # 847868 | 2 | 1,059,498.89 | 1,126,636.01 | 1,070,876.95 | 1,060,584.84 | 66,051.17 | 1,954.33 | — | — | 2.009 | 2.1938 | Monthly | 2,340.88 | 22,644.56 | 5122006 | 11012035 | ||||||||||||||
31409UBQ7 | FNMA POOL # 878547 | 2 | 777,084.86 | 845,037.24 | 783,357.85 | 777,472.78 | 67,564.46 | 825.10 | — | — | 2.362 | 2.5342 | Monthly | 2,016.09 | 19,873.74 | 5042006 | 3012036 | ||||||||||||||
31410FU60 | FNMA POOL # 888105 | 2 | 207,701.51 | 220,635.13 | 209,402.91 | 208,070.87 | 12,564.26 | 814.58 | — | — | 5 | 5.2047 | Monthly | 1,327.84 | 12,862.6 | 12142007 | 8012020 | ||||||||||||||
31410GC35 | FNMA POOL # 888490 | 2 | 180,265.63 | 190,280.57 | 180,674.00 | 180,281.61 | 9,998.96 | 37.24 | — | — | 2.014 | 2.0412 | Monthly | 371.79 | 3,826.74 | 6182007 | 5012035 | ||||||||||||||
31410GC50 | FNMA POOL # 888492 | 2 | 74,791.95 | 79,272.01 | 74,649.87 | 74,766.39 | 4,505.62 | (12.74 | ) | — | — | 2.34 | 2.2700 | Monthly | 170.33 | 1,863.61 | 6182007 | 5012033 | |||||||||||||
31410GDC4 | FNMA POOL # 888499 | 2 | 618,761.46 | 654,629.97 | 622,238.00 | 618,999.43 | 35,630.54 | 633.12 | — | — | 2.345 | 2.4522 | Monthly | 1,443.31 | 15,892.38 | 2222012 | 8012033 | ||||||||||||||
31410GDF7 | FNMA POOL # 888502 | 2 | 79,361.49 | 85,697.53 | 80,393.05 | 79,462.84 | 6,234.69 | 234.25 | — | — | 1.79 | 2.0480 | Monthly | 152.26 | 1,617.85 | 6182007 | 6012033 | ||||||||||||||
31410GDL4 | FNMA POOL # 888507 | 2 | 309,993.86 | 328,651.62 | 315,420.29 | 310,379.54 | 18,272.08 | 945.69 | — | — | 2.319 | 2.7223 | Monthly | 770.82 | 8,087.81 | 6182007 | 2012035 | ||||||||||||||
31410GDM2 | FNMA POOL # 888508 | 2 | 371,569.49 | 401,179.72 | 376,764.43 | 371,933.35 | 29,246.37 | 1,130.04 | — | — | 2.287 | 2.6259 | Monthly | 972.38 | 9,537.16 | 6182007 | 3012034 | ||||||||||||||
31410GDQ3 | FNMA POOL # 888511 | 2 | 52,584.66 | 55,795.79 | 53,062.30 | 52,615.08 | 3,180.71 | 116.54 | — | — | 2.27 | 2.4903 | Monthly | 127.30 | 1,340.06 | 6182007 | 12012033 | ||||||||||||||
31410GDS9 | FNMA POOL # 888513 | 2 | 94,580.04 | 102,192.28 | 95,075.30 | 94,605.07 | 7,587.21 | 66.54 | — | — | 2.413 | 2.5286 | Monthly | 223.32 | 2,446.39 | 6182007 | 2012034 | ||||||||||||||
31410GDX8 | FNMA POOL # 888518 | 2 | 84,402.8 | 89,035.23 | 84,673.96 | 84,415.15 | 4,620.08 | 18.28 | — | — | 2.292 | 2.3405 | Monthly | 194.33 | 2,012.94 | 6182007 | 4012035 | ||||||||||||||
31410GDY6 | FNMA POOL # 888519 | 2 | 44,863.95 | 48,814.54 | 45,634.36 | 44,920.23 | 3,894.31 | 131.07 | — | — | 2.179 | 2.5698 | Monthly | 102.57 | 1,088.53 | 6182007 | 1012035 | ||||||||||||||
31410GDZ3 | FNMA POOL # 888520 | 2 | 625,769.15 | 665,925.11 | 629,757.60 | 626,077.87 | 39,847.24 | 277.04 | — | — | 2.078 | 2.2015 | Monthly | 1,307.15 | 14,223.87 | 6182007 | 7012033 | ||||||||||||||
31410GD83 | FNMA POOL # 888527 | 2 | 19,691.12 | 21,577.67 | 20,062.03 | 19,713.16 | 1,864.51 | 55.15 | — | — | 2.423 | 2.9679 | Monthly | 47.37 | 523.84 | 6182007 | 4012034 | ||||||||||||||
31410GFD0 | FNMA POOL # 888564 | 2 | 3,858,787.41 | 3,983,864.13 | 3,744,123.63 | 3,821,087.2 | 162,776.93 | (45,852.68 | ) | — | — | 5 | 4.0197 | Monthly | 21,584.62 | 218,576.29 | 2262009 | 10012021 | |||||||||||||
31410GPR8 | FNMA POOL # 888832 | 2 | 1,781,914.87 | 1,959,724.8 | 1,713,637.12 | 1,778,052.18 | 181,672.62 | (31,805.65 | ) | — | — | 6.5 | 5.3337 | Monthly | 13,649.54 | 131,225.93 | 1252008 | 11012037 | |||||||||||||
31410LK84 | FNMA POOL # 890519 | 2 | 1,392,365.47 | 1,439,916.31 | 1,271,475.92 | 1,389,823.83 | 50,092.48 | (50,098.63 | ) | — | — | 6 | 2.7255 | Monthly | 9,173.23 | 89,599.62 | 10232013 | 10012040 | |||||||||||||
31411DA33 | FNMA POOL # 904626 | 2 | 498,570.96 | 530,799.85 | 496,206.21 | 498,308 | 32,491.85 | (277.34 | ) | — | — | 2.355 | 2.2304 | Monthly | 1,226.23 | 13,222.1 | 12132006 | 12012036 | |||||||||||||
31411GUY6 | FNMA POOL # 907899 | 2 | 1,262,846.69 | 1,312,007.42 | 1,252,474.63 | 1,261,826.99 | 50,180.43 | (1,083.58 | ) | — | — | 2.4 | 2.1982 | Monthly | 2,915.50 | 31,646.82 | 12142006 | 1012037 | |||||||||||||
31411KCZ4 | FNMA POOL # 910088 | 2 | 1,656,701.11 | 1,868,757.3 | 1,641,313.80 | 1,655,673.62 | 213,083.68 | (7,610.47 | ) | — | — | 6 | 5.6884 | Monthly | 12,094.96 | 117,632.1 | 3292007 | 3012037 | |||||||||||||
31411LEA5 | FNMA POOL # 911029 | 2 | 138,239.81 | 141,588.39 | 130,414.92 | 136,198.09 | 5,390.3 | (2,358.19 | ) | — | — | 5.5 | 3.5867 | Monthly | 746.89 | 7,742.52 | 9292009 | 7012022 | |||||||||||||
31411WPJ0 | FNMA POOL # 916725 | 2 | 879,172.84 | 887,521.06 | 830,878.04 | 877,754 | 9,767.06 | (8,683.60 | ) | — | — | 2.411 | 0.5295 | Monthly | 1,988.75 | 21,708.19 | 2142012 | 10012036 | |||||||||||||
31412LMG2 | FNMA POOL # 928359 | 2 | 126,281.2 | 129,340.11 | 119,133.21 | 124,465.5 | 4,874.61 | (1,895.76 | ) | — | — | 5.5 | 3.4612 | Monthly | 659.77 | 7,160.5 | 9292009 | 5012022 | |||||||||||||
31412LQN3 | FNMA POOL # 928461 | 2 | 202,980.72 | 207,897.53 | 191,491.26 | 200,114.55 | 7,782.98 | (3,716.88 | ) | — | — | 5.5 | 3.4532 | Monthly | 1,116.81 | 11,761.07 | 9292009 | 6012022 | |||||||||||||
31412LVF4 | FNMA POOL # 928614 | 2 | 1,203,805.69 | 1,229,883.47 | 1,132,826.99 | 1,187,119.53 | 42,763.94 | (23,004.29 | ) | — | — | 5.5 | 3.3347 | Monthly | 6,625.42 | 69,004.5 | 10212009 | 8012022 | |||||||||||||
31412SRH0 | FNMA POOL # 933488 | 2 | 377,553.01 | 384,542.85 | 359,681.34 | 373,441.83 | 11,101.02 | (7,171.03 | ) | — | — | 5 | 3.3735 | Monthly | 2,051.62 | 20,683.86 | 9292009 | 3012023 | |||||||||||||
31414ARA2 | FNMA POOL # 960481 | 2 | 744,897.34 | 755,306.47 | 709,637.25 | 736,941.39 | 18,365.08 | (12,310.01 | ) | — | — | 5 | 3.2613 | Monthly | 3,871.26 | 40,354.08 | 9292009 | 12012022 | |||||||||||||
31414CRJ9 | FNMA POOL # 962289 | 2 | 872,668.43 | 888,824.62 | 831,360.22 | 863,293.52 | 25,531.1 | (15,979.25 | ) | — | — | 5 | 3.3497 | Monthly | 4,690.06 | 47,987.29 | 9292009 | 3012023 | |||||||||||||
31414GD22 | FNMA POOL # 965521 | 2 | 111,219.55 | 113,913.64 | 104,924.12 | 109,816.92 | 4,096.72 | (2,257.10 | ) | — | — | 5.5 | 3.3957 | Monthly | 634.95 | 6,583.01 | 9292009 | 12012022 | |||||||||||||
31414NB45 | FNMA POOL # 970859 | 2 | 935,837.82 | 951,746.78 | 890,214.33 | 926,920.03 | 24,826.75 | (21,910.46 | ) | — | — | 5 | 3.2903 | Monthly | 5,380.36 | 51,792.76 | 10212009 | 12012023 | |||||||||||||
31414RB79 | FNMA POOL # 973562 | 2 | 719,167.3 | 740,813.25 | 678,459.72 | 710,750.45 | 30,062.8 | (12,949.88 | ) | — | — | 5.5 | 3.3261 | Monthly | 4,028.88 | 41,505.04 | 9292009 | 3012023 | |||||||||||||
31415MDG7 | FNMA POOL # 984003 | 2 | 1,201,577.18 | 1,385,081.81 | 1,237,742.47 | 1,203,065.91 | 182,015.9 | 7,731.74 | — | — | 5.5 | 6.2890 | Monthly | 6,856.39 | 75,141.05 | 7252008 | 6012038 | ||||||||||||||
31415MFS9 | FNMA POOL # 984077 | 2 | 570,529.87 | 581,092.41 | 543,523.55 | 564,183.81 | 16,908.6 | (8,353.89 | ) | — | — | 5 | 3.4813 | Monthly | 2,853.41 | 30,163.27 | 9292009 | 6012023 | |||||||||||||
31416BLV8 | FNMA POOL # 995040 | 2 | 425,886.74 | 433,126.7 | 405,124.14 | 421,208.2 | 11,918.5 | (7,862.40 | ) | — | — | 5 | 3.3893 | Monthly | 2,254.17 | 23,034.63 | 10212009 | 6012023 | |||||||||||||
31416BSE9 | FNMA POOL # 995217 | 2 | 956,636.68 | 978,968.68 | 901,713.19 | 945,924.57 | 33,044.11 | (21,266.40 | ) | — | — | 5.5 | 3.4600 | Monthly | 5,586.43 | 57,086.38 | 10212009 | 12012023 | |||||||||||||
31416BSX7 | FNMA POOL # 995234 | 2 | 1,365,280.3 | 1,339,709.41 | 1,271,506.68 | 1,334,885.28 | 4,824.13 | (54,200.28 | ) | — | — | 5 | 2.0566 | Monthly | 8,434.86 | 79,850.2 | 11102011 | 7012019 | |||||||||||||
31416B4M7 | FNMA POOL # 995528 | 2 | 1,031,978.51 | 1,053,339.18 | 993,331.69 | 1,022,206.19 | 31,132.99 | (17,578.95 | ) | — | — | 5 | 3.4497 | Monthly | 6,203.61 | 60,418.78 | 3202009 | 12012021 | |||||||||||||
31416B4N5 | FNMA POOL # 995529 | 2 | 2,015,533.25 | 2,107,537.61 | 1,941,220.89 | 1,996,409.36 | 111,128.25 | (29,885.08 | ) | — | — | 5.5 | 4.2109 | Monthly | 12,170.65 | 124,202.26 | 2272009 | 11012022 | |||||||||||||
31416B4P0 | FNMA POOL # 995530 | 2 | 1,080,748.31 | 1,102,533.44 | 1,036,378.37 | 1,067,618.88 | 34,914.56 | (18,936.48 | ) | — | — | 5.5 | 4.0723 | Monthly | 6,618.10 | 66,158.9 | 3202009 | 12012021 | |||||||||||||
31416B7J1 | FNMA POOL # 995597 | 2 | 113,778.58 | 116,534.63 | 107,338.28 | 112,534.98 | 3,999.65 | (2,654.23 | ) | — | — | 5.5 | 3.5364 | Monthly | 679.88 | 6,849.89 | 9292009 | 3012024 | |||||||||||||
31416CME3 | FNMA POOL # 995957 | 2 | 2,033,605.77 | 2,066,256.99 | 1,932,669.09 | 2,015,049.47 | 51,207.52 | (39,425.94 | ) | — | — | 5 | 3.3035 | Monthly | 10,915.93 | 110,560.27 | 9282009 | 6012024 | |||||||||||||
31416MZC1 | FNMA POOL # AA4338 | 2 | 1,826,355.47 | 1,842,783.65 | 1,697,454.98 | 1,823,104.4 | 19,679.25 | (22,213.01 | ) | — | — | 4.5 | 3.0355 | Monthly | 7,374.89 | 81,516.98 | 3212013 | 4012039 | |||||||||||||
31416TL49 | FNMA POOL # AA9346 | 2 | 6,513,600.77 | 7,053,328.49 | 6,444,267.54 | 6,508,614.74 | 544,713.75 | (12,494.66 | ) | — | — | 4.5 | 4.2769 | Monthly | 28,202.40 | 314,410.62 | 2022010 | 8012039 | |||||||||||||
31417AP60 | FNMA POOL # AB4044 | 2 | 4,893,348.37 | 4,964,013.09 | 4,750,823.68 | 4,891,486.4 | 72,526.69 | (8,703.46 | ) | — | — | 3.5 | 3.0826 | Monthly | 0 | 78,858.46 | 6272014 | 12012041 | |||||||||||||
31417FQC5 | FNMA POOL # AB8550 | 2 | 2,168,150.36 | 2,135,375.03 | 2,095,226.65 | 2,161,713.46 | (26,338.43 | ) | (11,489.73 | ) | — | — | 2.5 | 1.7916 | Monthly | 4,862.18 | 55,405.07 | 3132013 | 3012028 | ||||||||||||
31417FX94 | FNMA POOL # AB8803 | 2 | 19,027.03 | 18,666.25 | 17,947.38 | 18,945.77 | (279.52 | ) | (296.81 | ) | — | — | 3 | 1.6758 | Monthly | 55.55 | 590.55 | 4292013 | 3012028 | ||||||||||||
31417F2Y3 | FNMA POOL # AB8890 | 2 | 23,815.65 | 23,364.07 | 22,464.28 | 23,711.59 | (347.52 | ) | (258.58 | ) | — | — | 3 | 1.7238 | Monthly | 64.61 | 717.72 | 4292013 | 4012028 | ||||||||||||
31419ALC9 | FNMA POOL # AE0322 | 2 | 1,104,087.79 | 1,078,136.79 | 1,018,178.95 | 1,089,509.69 | (11,372.9 | ) | (43,037.28 | ) | — | — | 5 | 1.9071 | Monthly | 6,114.70 | 60,643.73 | 2262013 | 5012021 | ||||||||||||
31419BBT1 | FNMA POOL # AE0949 | 2 | 3,143,407.59 | 3,166,817.44 | 2,965,041.81 | 3,137,360.22 | 29,457.22 | (26,044.00 | ) | — | — | 4 | 2.7809 | Monthly | 11,235.96 | 126,445.46 | 5022012 | 2012041 | |||||||||||||
3138A7Q76 | FNMA POOL # AH5877 | 2 | 668,460.8 | 669,371.68 | 623,636.89 | 665,962.02 | 3,409.66 | (10,051.59 | ) | — | — | 4 | 1.9529 | Monthly | 2,449.37 | 27,039.57 | 12172013 | 2012026 | |||||||||||||
3138A9YZ1 | FNMA POOL # AH7927 | 2 | 1,772,546.4 | 1,813,018.78 | 1,712,346.68 | 1,764,686.54 | 48,332.24 | (14,888.08 | ) | — | — | 3.5 | 2.5325 | Monthly | 6,071.62 | 65,143.04 | 8032011 | 8012026 | |||||||||||||
3138AP6W3 | FNMA POOL # AI9884 | 2 | 4,559,251.01 | 4,602,368.5 | 4,202,679.86 | 4,556,099.33 | 46,269.17 | (18,978.58 | ) | — | — | 4.5 | 2.8076 | Monthly | 0 | 70,873.28 | 8152014 | 9012041 | |||||||||||||
3138EGHT4 | FNMA POOL # AL0241 | 2 | 4,032,733.37 | 4,036,083.71 | 3,779,119.07 | 4,024,188.87 | 11,894.84 | (38,178.97 | ) | — | — | 4 | 2.8898 | Monthly | 14,363.70 | 162,790.33 | 2272013 | 4012041 | |||||||||||||
3138EJPG7 | FNMA POOL # AL2222 | 2 | 774,890.07 | 760,521.09 | 731,243.94 | 770,092.66 | (9,571.57 | ) | (7,958.34 | ) | — | — | 3 | 1.7238 | Monthly | 2,091.41 | 23,455.1 | 8072012 | 8012027 | ||||||||||||
3138EJRA8 | FNMA POOL # AL2280 | 2 | 3,402,012.66 | 3,426,118.22 | 3,152,976.76 | 3,399,569.32 | 26,548.9 | (13,091.19 | ) | — | — | 4.5 | 2.5550 | Monthly | 0 | 41,434.15 | 9152014 | 9012042 | |||||||||||||
3138EKVP7 | FNMA POOL # AL3321 | 2 | 4,912,873.91 | 4,983,736.59 | 4,775,576.08 | 4,911,193.76 | 72,542.83 | (6,757.76 | ) | — | — | 3.5 | 3.0713 | Monthly | 0 | 78,788.35 | 6272014 | 2012043 | |||||||||||||
3138ELZ63 | FNMA POOL # AL4364 | 2 | 4,376,482.18 | 4,368,166.24 | 4,137,906.05 | 4,374,030.63 | (5,864.39 | ) | (38,431.55 | ) | — | — | 3.645 | 2.0981 | Monthly | 0 | 138,816.11 | 2102014 | 9012042 | ||||||||||||
3138EMCW9 | FNMA POOL # AL4584 | 2 | 397,333.46 | 391,880.06 | 370,042.82 | 396,166.47 | (4,286.41 | ) | (10,656.66 | ) | — | — | 4.5 | 2.2436 | Monthly | 1,875.00 | 19,186.56 | 12122013 | 1012027 | ||||||||||||
3138LURE7 | FNMA POOL # AO4084 | 2 | 1,356,462.65 | 1,351,471.08 | 1,277,046.34 | 1,349,361.5 | 2,109.58 | (19,100.32 | ) | — | — | 3.5 | 2.1095 | Monthly | 4,459.62 | 48,362.06 | 1242013 | 5012027 | |||||||||||||
3138LYPM3 | FNMA POOL # AO7627 | 2 | 1,203,340.55 | 1,205,920.4 | 1,159,497.08 | 1,202,364.59 | 3,555.81 | (1,993.09 | ) | — | — | 3 | 2.0713 | Monthly | 0 | 10,230.06 | 8152014 | 6012027 | |||||||||||||
3138M5GL7 | FNMA POOL # AP2002 | 2 | 615,445.04 | 615,396.02 | 576,867.07 | 610,299.96 | 5,096.06 | (11,435.45 | ) | — | — | 3.5 | 1.3359 | Monthly | 2,071.15 | 22,240.62 | 5132013 | 8012022 | |||||||||||||
3138M8YB3 | FNMA POOL # AP5205 | 2 | 5,337,308.32 | 5,250,814.41 | 5,145,943.53 | 5,316,956.76 | (66,142.35 | ) | (30,417.23 | ) | — | — | 2.5 | 1.6975 | Monthly | 11,962.16 | 135,823.74 | 9062012 | 9012027 | ||||||||||||
3138MBWZ5 | FNMA POOL # AP7863 | 2 | 706,808.5 | 706,752.17 | 662,503.56 | 700,959.65 | 5,792.52 | (12,613.24 | ) | — | — | 3.5 | 1.3529 | Monthly | 2,356.41 | 25,807.91 | 5132013 | 9012022 | |||||||||||||
3138MRLL3 | FNMA POOL # AQ9330 | 2 | 2,570,384.1 | 2,542,169.1 | 2,435,841.87 | 2,567,324.31 | (25,155.21 | ) | (16,609.95 | ) | — | — | 3.5 | 2.5852 | Monthly | 7,884.21 | 90,577.98 | 2252013 | 1012043 | ||||||||||||
3138W4AB7 | FNMA POOL # AR6301 | 2 | 21,575.79 | 21,166.68 | 20,351.52 | 21,484.07 | (317.39 | ) | (254.78 | ) | — | — | 3 | 1.6696 | Monthly | 59.50 | 656.69 | 4292013 | 3012028 | ||||||||||||
3138W9LM0 | FNMA POOL # AS0331 | 2 | 2,219,129.28 | 2,278,165.23 | 2,248,642.71 | 2,219,359.61 | 58,805.62 | 760.19 | — | — | 3 | 3.1661 | Monthly | 0 | 20,754.32 | 9092014 | 8012043 | ||||||||||||||
3138W9VQ0 | FNMA POOL # AS0622 | 2 | 1,959,429.14 | 1,962,632.11 | 1,881,804.67 | 1,955,209.18 | 7,422.93 | (12,041.43 | ) | — | — | 3 | 2.1195 | Monthly | 5,234.68 | 59,729.2 | 10232013 | 10012028 | |||||||||||||
3138WAJB4 | FNMA POOL # AS1157 | 2 | 5,405,479.86 | 5,434,336.96 | 5,225,052.24 | 5,395,954.67 | 38,382.29 | (32,978.14 | ) | — | — | 3 | 2.0742 | Monthly | 14,905.99 | 167,822.07 | 11262013 | 11012028 | |||||||||||||
3138WAWT0 | FNMA POOL # AS1557 | 2 | 5,036,807.26 | 5,085,255.38 | 4,744,711.00 | 5,033,522.94 | 51,732.44 | (12,404.95 | ) | — | — | 4 | 3.0343 | Monthly | 0 | 89,308.59 | 6272014 | 1012044 | |||||||||||||
3138WCAD5 | FNMA POOL # AS2703 | 2 | 5,132,076.27 | 5,182,203.5 | 4,835,166.80 | 5,128,790.74 | 53,412.76 | (11,633.00 | ) | — | — | 4 | 3.0267 | Monthly | 0 | 90,902.15 | 6272014 | 6012044 | |||||||||||||
3138WCAV5 | FNMA POOL # AS2719 | 2 | 7,254,155.79 | 7,307,261.19 | 6,817,915.72 | 7,250,696.22 | 56,564.97 | (17,748.70 | ) | — | — | 4 | 2.9412 | Monthly | 0 | 101,521.68 | 8152014 | 6012044 | |||||||||||||
3138WCFK4 | FNMA POOL # AS2869 | 2 | 987,927.21 | 997,500.76 | 956,396.03 | 987,324.29 | 10,176.47 | (1,377.39 | ) | — | — | 3 | 2.3086 | Monthly | 0 | 8,450.3 | 9122014 | 7012029 | |||||||||||||
3138WCPT4 | FNMA POOL # AS3133 | 2 | 4,046,539.66 | 4,114,474.44 | 3,932,258.40 | 4,045,503.15 | 68,971.29 | (2,544.32 | ) | — | — | 3.5 | 3.1007 | Monthly | 0 | 51,075.16 | 8132014 | 8012044 | |||||||||||||
3138WCZ63 | FNMA POOL # AS3464 | 2 | 2,564,131.16 | 2,561,940.88 | 2,453,347.20 | 2,563,545.44 | (1,604.56 | ) | (1,418.76 | ) | — | — | 3 | 2.0779 | Monthly | 0 | 6,751.32 | 11242014 | 10012029 | ||||||||||||
3138WDER8 | FNMA POOL # AS3743 | 2 | 7,060,291.61 | 7,075,890.75 | 6,933,537.87 | 7,059,283.31 | 16,607.44 | (1,008.30 | ) | — | — | 2.5 | 2.1204 | Monthly | 0 | 7,222.43 | 12112014 | 11012029 | |||||||||||||
3138WPLC6 | FNMA POOL # AT2122 | 2 | 25,100.43 | 24,624.48 | 23,676.15 | 24,990.79 | (366.31 | ) | (500.50 | ) | — | — | 3 | 1.7094 | Monthly | 77.89 | 825.98 | 4292013 | 3012028 | ||||||||||||
3138X3EP3 | FNMA POOL # AU3741 | 2 | 4,948,634.8 | 5,030,303.12 | 4,808,146.78 | 4,946,936.73 | 83,366.39 | (6,443.16 | ) | — | — | 3.5 | 3.0957 | Monthly | 0 | 79,243.03 | 6272014 | 8012043 | |||||||||||||
3138X9U23 | FNMA POOL # AU9600 | 2 | 1,777,141.46 | 1,781,008.66 | 1,705,714.66 | 1,773,293.39 | 7,715.27 | (8,566.41 | ) | — | — | 3 | 2.0984 | Monthly | 4,594.64 | 53,069.75 | 10232013 | 10012028 | |||||||||||||
3138XSFZ5 | FNMA POOL # AW2883 | 2 | 5,087,209.32 | 5,171,861.86 | 4,813,444.65 | 5,083,699.18 | 88,162.68 | (13,236.29 | ) | — | — | 4 | 3.0608 | Monthly | 0 | 108,126.23 | 6052014 | 4012044 | |||||||||||||
3138XYQJ6 | FNMA POOL # AW8556 | 2 | 5,090,146.09 | 5,179,161.89 | 4,935,151.50 | 5,088,750.24 | 90,411.65 | (3,432.51 | ) | — | — | 3.5 | 3.0668 | Monthly | 0 | 64,141.22 | 8132014 | 8012044 | |||||||||||||
31418AMK1 | FNMA POOL # MA1261 | 2 | 695,818.97 | 701,892.22 | 661,454.34 | 691,120.3 | 10,771.92 | (9,962.94 | ) | — | — | 3 | 1.2999 | Monthly | 2,039.01 | 22,182.8 | 2132013 | 11012022 | |||||||||||||
3138ATD31 | FNMA POOL# AJ1921 | 2 | 461,863.34 | 470,312.09 | 432,817.26 | 460,942.98 | 9,369.11 | (4,181.87 | ) | — | — | 4.5 | 3.0819 | Monthly | 1,837.64 | 20,596.17 | 9202011 | 9012041 | |||||||||||||
3138EBG33 | FNMA POOL#AK6517 | 2 | 1,289,922.84 | 1,286,094.75 | 1,234,006.91 | 1,282,935.04 | 3,159.71 | (10,770.51 | ) | — | — | 3 | 2.0219 | Monthly | 3,559.10 | 39,455.89 | 4242012 | 3012027 | |||||||||||||
01F030413 | FNMA TBA MBS | 2 | 5,185,937.5 | 5,195,312.5 | 5,000,000.00 | 5,185,937.5 | 9,375 | — | — | — | 3 | — | Monthly | 0 | — | 12112014 | 1202045 | ||||||||||||||
01F042616 | FNMA TBA MBS | 2 | 5,417,187.5 | 5,428,125 | 5,000,000.00 | 5,417,187.5 | 10,937.5 | — | — | — | 4.5 | — | Monthly | 0 | — | 12082014 | 1142045 | ||||||||||||||
01F030611 | FNMA TBA MBS | 2 | 9,064,687.5 | 9,109,606.5 | 9,000,000.00 | 9,064,687.5 | 44,919 | — | — | — | 3 | 2.9424 | Monthly | 0 | — | 12092014 | 1012043 | ||||||||||||||
01F032617 | FNMA TBA MBS | 2 | 10,390,625 | 10,428,125 | 10,000,000.00 | 10,390,625 | 37,500 | — | — | — | 3.5 | — | Monthly | 0 | — | 12092014 | 1142045 | ||||||||||||||
3135G0XP3 | FNMA UNSEC AGENCY BND | 1,743,962.5 | 1,745,922.47 | 1,750,000.00 | 1,747,076.94 | (1,154.47 | ) | 1,922.94 | — | — | 0.375 | 0.4861 | Jan-Jul | 3,208.34 | 6,562.5 | 5152013 | 7052016 | ||||||||||||||
3135G0SB0 | FNMA UNSECURED AGENCY BND | 14,971,672.35 | 15,000,900 | 15,000,000.00 | 14,990,388.39 | 10,511.61 | 9,868.50 | — | — | 0.375 | 0.4413 | Jun-Dec | 1,562.50 | 56,250 | 2052013 | 12212015 | |||||||||||||||
3136A7QW5 | FNMA_12-86 AGENCY CMO 12-86 | 2 | 326,862.66 | 324,300.41 | 323,026.72 | 323,917.89 | 382.52 | (3,295.11 | ) | — | — | 2 | 1.1248 | Monthly | 1,508.47 | 11,781.47 | 9062012 | 3252041 | |||||||||||||
3136A7TE2 | FNMA_12-91 AGENCY CMO 12-91 | 2 | 3,576,402.95 | 3,671,857.05 | 3,710,384.95 | 3,577,049.69 | 94,807.36 | 6,929.76 | — | — | 2 | 3.0164 | Monthly | 0 | 18,872.52 | 8012012 | 4252042 | ||||||||||||||
3136AFA95 | FNMA_13-81 AGENCY CMO 13-81 UF | 2 | 1,745,822.58 | 1,743,782.31 | 1,747,187.58 | 1,745,977.26 | (2,194.95 | ) | 259.75 | — | — | 0.4195 | 0.4321 | Monthly | 134.11 | 7,512.79 | 8132013 | 2252043 | |||||||||||||
3136A9LX4 | FNR_12-114 AGENCY CMO_12-114-DB | 2 | 3,155,733.94 | 3,205,898.36 | 3,289,038.68 | 3,157,762.22 | 48,136.14 | 6,734.43 | — | — | 1.75 | 2.7122 | Monthly | 0 | 14,563.93 | 1112013 | 8252039 | ||||||||||||||
34529PAD7 | FORD CREDIT AUTO OWNER TRUST F ABS_11-A A4 | 2 | 43,820.67 | 43,534.17 | 43,496.15 | 43,542.82 | (8.65 | ) | (2,041.47 | ) | — | — | 1.65 | 0.8839 | Monthly | 283.66 | 3,322.64 | 7172013 | 5152016 | ||||||||||||
34528QDL5 | FORD CREDIT FLOORPLAN MASTER O ABS _14-4-A1 | 2 | 2,219,364.64 | 2,216,048.38 | 2,220,000.00 | 2,219,436.87 | (3,388.49 | ) | 72.23 | — | — | 1.4 | 1.4140 | Monthly | 0 | 10,791.67 | 8192014 | 8152019 | |||||||||||||
345397VP5 | FORD MOTOR CREDIT COMPANY LLC CORP BND | 2,262,520 | 2,230,785.06 | 2,000,000.00 | 2,240,023.38 | (9,238.32 | ) | (22,496.62 | ) | — | — | 6.625 | 1.9101 | Feb-Aug | 0 | 33,125 | 9212012 | 8152017 | |||||||||||||
345397WN9 | FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND | 2,497,650 | 2,488,028.52 | 2,500,000.00 | 2,498,499.78 | (10,471.26 | ) | 1,261.00 | — | — | 1.5 | 1.5299 | Jan-Jul | 8,554.58 | 61,793.75 | 11062013 | 1172017 | ||||||||||||||
345397WR0 | FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND | 3,500,000 | 3,459,886.68 | 3,500,000.00 | 3,500,000 | (40,113.32 | ) | — | — | — | 1.724 | 1.7240 | Jun-Dec | 0 | 34,360.27 | 6032014 | 12062017 | ||||||||||||||
345397WD1 | FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND | 4,141,960 | 4,102,834.76 | 4,000,000.00 | 4,128,866.52 | (26,031.76 | ) | (13,093.48 | ) | — | — | 3 | 1.6501 | Jun-Dec | 0 | 30,000 | 11282012 | 6122017 | |||||||||||||
345397WT6 | FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND | 4,000,000 | 3,965,065.32 | 4,000,000.00 | 4,000,000 | (34,934.68 | ) | — | — | — | 1.684 | 1.6840 | Mar-Sep | 0 | 21,143.56 | 9032014 | 9082017 | ||||||||||||||
345397WM1 | FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND MTN | 4,750,000 | 4,748,954.87 | 4,750,000.00 | 4,750,000 | (1,045.13 | ) | — | — | — | 1.0081 | 1.0081 | J-A-J-O | 9,327.10 | 55,285.75 | 11062013 | 1172017 | ||||||||||||||
34528QBP8 | FORDF ABS 12-2 | 2 | 5,463,393.55 | 5,434,017.5 | 5,375,000.00 | 5,452,626.25 | (18,608.75 | ) | (10,767.30 | ) | — | — | 1.92 | 1.2040 | Monthly | 0 | 29,526.67 | 9152014 | 1152019 | ||||||||||||
34529UAD6 | FORDO_12-A ABS 12-A | 2 | 2,339,403.3 | 2,348,868.6 | 2,340,000.00 | 2,339,863.42 | 9,005.18 | 158.89 | — | — | 1.15 | 1.1597 | Monthly | 1,196.00 | 26,910 | 1182012 | 6152017 | ||||||||||||||
34529WAC4 | FORDO_12-B ABS_12-B A3 | 2 | 603,439.43 | 603,240.84 | 602,921.29 | 602,986.47 | 254.37 | (566.10 | ) | — | — | 0.72 | 0.6807 | Monthly | 685.25 | 9,534.88 | 6222012 | 12152016 | |||||||||||||
34530EAC1 | FORDO_13-B ABS_13-B A3 | 2 | 2,295,023.86 | 2,294,392.11 | 2,295,142.75 | 2,295,093.23 | (701.12 | ) | 51.80 | — | — | 0.57 | 0.5726 | Monthly | 639.67 | 14,296.88 | 5142013 | 10152017 | |||||||||||||
34530DAB5 | FORDO_13-C ABS 13-C A2 | 2 | 31,030.45 | 31,030.57 | 31,030.57 | 31,029.66 | 0.91 | 2.53 | — | — | 0.55 | 0.5496 | Monthly | 116.11 | 1,365.81 | 7232013 | 4152016 | ||||||||||||||
34530DAC3 | FORDO_13-C ABS 13-C A3 | 2 | 3,564,398.94 | 3,569,278.11 | 3,565,000.00 | 3,564,750.22 | 4,527.89 | 250.39 | — | — | 0.82 | 0.8285 | Monthly | 1,299.24 | 29,232.96 | 7232013 | 12152017 | ||||||||||||||
34530GAD4 | FORDO_13-D ABS 13-D A3 | 2 | 4,784,780.36 | 4,776,800.62 | 4,785,000.00 | 4,784,865.4 | (8,064.78 | ) | 80.23 | — | — | 0.67 | 0.6726 | Monthly | 1,424.88 | 32,059.44 | 11192013 | 4152018 | |||||||||||||
34530HAC4 | FORDO_14-A ABS_14-A A3 | 2 | 7,249,962.8 | 7,243,052.69 | 7,250,000.00 | 7,249,976.77 | (6,924.08 | ) | 13.97 | — | — | 0.79 | 0.7974 | Monthly | 0 | 43,620.01 | 3262014 | 5152018 | |||||||||||||
34530KAB9 | FORDO_14-B ABS _14-B-A3 | 2 | 5,602,296.61 | 5,608,468.94 | 5,605,000.00 | 5,602,646.89 | 5,822.05 | 350.28 | — | — | 0.9 | 0.9013 | Monthly | 0 | 24,335.88 | 9122014 | 10152018 | ||||||||||||||
34530PAE2 | FORDO_14-C ABS 2014-C A4 | 2 | 1,879,577.38 | 1,873,885.62 | 1,880,000.00 | 1,879,588.06 | (5,702.44 | ) | 10.68 | — | — | 1.56 | 1.5716 | Monthly | 0 | 2,932.8 | 11182014 | 2152020 | |||||||||||||
345838AE6 | FOREST LABORATORIES INC. SENIOR CORP BND 144A | 1,237,731.84 | 1,208,021.72 | 1,128,000.00 | 1,231,141.22 | (23,119.5 | ) | (10,376.86 | ) | — | — | 4.875 | 3.2174 | Feb-Aug | 0 | 37,797.5 | 7212014 | 2152021 | |||||||||||||
349425YA0 | FORT WORTH TEX MUNITAX BND GO | 1 | 2,188,307.55 | 2,162,782.05 | 2,145,000.00 | 2,161,810.17 | 971.88 | (26,497.38 | ) | — | — | 5.25 | 0.4261 | Mar-Sep | 0 | 28,153.12 | 10152007 | 3012025 | |||||||||||||
BRSL7M1V9 | FORTESCUE METALS SENIOR SECURED TERM NOTES | F | 7,553,590.87 | 6,939,203.93 | 7,611,906.14 | 7,565,256.61 | (626,052.68 | ) | 11,019.15 | — | — | — | 0.1349 | M-J-S-D | 0 | 203,792.62 | 11152013 | 6302019 | |||||||||||||
BRSL40CC0 | FORTIUS RE LTD CORP BND 144A | F | 5,000,000 | 5,000,000 | 5,000,000.00 | 5,000,000 | — | — | — | — | 6.5 | 6.5000 | M-J-S-D | 659.72 | 276,112.56 | 10152013 | 6302017 | ||||||||||||||
BRSNK4RC4 | FOSSM_14-1 ABS _14-1X-A2 | D | 2 | 1,516,227.3 | 1,406,125.4 | 903,000.00 | 1,516,227.3 | (110,101.9 | ) | — | — | (108,224.55 | ) | 0.95781 | 0.9590 | J-A-J-O | 0 | 9,574.56 | 6052014 | 10182054 | |||||||||||
354613AH4 | FRANKLIN RESOURCES INC SENIOR CORP BND | 1,541,552.5 | 1,541,635.07 | 1,550,000.00 | 1,545,335.06 | (3,699.99 | ) | 2,701.26 | — | — | 1.375 | 1.4891 | Mar-Sep | 11,538.53 | 34,371.19 | 9192012 | 9152017 | ||||||||||||||
3137A2H95 | FREDDIE MAC FHLMC_3766 CMO_37-66 FA | 2 | 19,367.56 | 19,356.17 | 19,349.42 | 19,356.25 | (0.08 | ) | (44.53 | ) | — | — | 0.5108 | 0.4195 | Monthly | 15.66 | 201.96 | 6182013 | 6152028 | ||||||||||||
35671DBK0 | FREEPORT-MCMORAN INC SENIOR CORP BND | 1,588,950.6 | 1,585,626.15 | 1,590,000.00 | 1,588,995.65 | (3,369.5 | ) | 45.05 | — | — | 2.3 | 2.3229 | May-Nov | 0 | 4,774.42 | 11102014 | 11142017 | ||||||||||||||
35671DAW5 | FREEPORT-MCMORAN INC SENIOR CORP BND | 3,345,980 | 3,353,537.54 | 3,350,000.00 | 3,348,234.12 | 5,303.42 | 789.10 | — | — | 2.15 | 2.1751 | Mar-Sep | 24,008.34 | 72,025 | 2082012 | 3012017 | |||||||||||||||
35671DBD6 | FREEPORT-MCMORAN INC SENIOR CORP BND | 4,271,905.91 | 4,211,293.35 | 4,270,000.00 | 4,271,856.76 | (60,563.41 | ) | (80.37 | ) | — | — | 2.375 | 2.3769 | Mar-Sep | 26,363.82 | 92,506.25 | 10102013 | 3152018 | |||||||||||||
BRSHBDMR9 | FREESCALE SEMICONDUCTOR INC SENIOR SECURED TERM NOTES | 2 | 3,171,280.48 | 3,150,323.68 | 3,217,685.93 | 3,180,849.68 | (30,526 | ) | 7,994.90 | — | — | — | 0.2197 | F-M-A-N | 0 | 183,000.25 | 9042013 | 2282020 | |||||||||||||
30290FAE2 | FREMF SUB CMBS_12-K707 B 144A | 2 | 1,039,335.94 | 1,034,810.03 | 1,000,000.00 | 1,037,308.83 | (2,498.8 | ) | (2,027.11 | ) | — | — | 3.88275 | 2.8391 | Monthly | 0 | 8,369.06 | 10082014 | 1252047 | ||||||||||||
358802U79 | FRISCO TEX INDPT SCH DIST MUNI BND GO | 1 | 2,164,620 | 2,144,720 | 2,000,000.00 | 2,150,374.7 | (5,654.7 | ) | (14,245.30 | ) | — | — | 4.1 | 1.1794 | Feb-Aug | 0 | 20,500 | 2132007 | 8152019 | ||||||||||||
302644EL9 | FSU FINL ASSISTANCE INC FLA MUNITAX BND REV | 920,061 | 927,306 | 900,000.00 | 918,397.91 | 8,908.09 | (1,663.09 | ) | — | — | 2.84 | 2.0705 | Apr-Oct | 0 | 6,390 | 2152012 | 10012017 | ||||||||||||||
359900XB8 | FULTON CNTY GA DEV AUTH REV MUNI BND REV | 2 | 2,210,380 | 2,184,080 | 2,000,000.00 | 2,200,668.95 | (16,588.95 | ) | (9,711.05 | ) | — | — | 5.491 | 3.2309 | May-Nov | 0 | 27,455 | 6242009 | 11012019 | ||||||||||||
39153VBJ2 | GALC_13-1 ABS 13-1 144A | 2 | 1,527,245.77 | 1,528,609.88 | 1,527,372.69 | 1,527,335.73 | 1,274.15 | 57.83 | — | — | 0.78 | 0.7845 | Monthly | 615.33 | 13,696.65 | 2052013 | 6152016 | ||||||||||||||
BRSNN37V3 | GATES GLOBAL LLC SENIOR SECURED TERM NOTES | 1 | 2,071,850.91 | 2,030,748.82 | 2,080,152.44 | 2,072,300.26 | (41,551.44 | ) | 501.48 | — | — | — | 0.0572 | M-J-S-D | 0 | 38,253.79 | 7162014 | 7052021 | |||||||||||||
36159JBW0 | GE CAPITAL CREDIT CARD MASTER ABS 10-1 A | 2 | 12,356,718.75 | 12,076,080.36 | 12,000,000.00 | 12,076,971.84 | (891.48 | ) | (279,746.91 | ) | — | — | 3.69 | 0.5599 | Monthly | 0 | 330,870 | 3282014 | 3152018 | ||||||||||||
G3775BCT0 | GE CAPITAL UK FUNDING CORP BND EMTN | D | 2,054,040.03 | 1,958,004.19 | 1,210,000.00 | 2,014,434.94 | (56,430.75 | ) | (45,264.73 | ) | — | (61,626.09 | ) | 4.625 | 1.2337 | January | 62,118.88 | 66,897.48 | 12102014 | 1182016 | |||||||||||
36830NAC3 | GEEMT_13-1 ABS 13-1 A3 | 2 | 2,894,934.58 | 2,903,077.03 | 2,895,000.00 | 2,894,957.8 | 8,119.23 | 17.83 | — | — | 0.95 | 0.9525 | Monthly | 687.57 | 27,502.56 | 9172013 | 3222017 | ||||||||||||||
36162RAC2 | GEEST_12-1A ABS 12-1A 144A | 2 | 60,944.7 | 60,977.76 | 60,957.03 | 60,956.73 | 21.03 | 198.27 | — | — | 1.04 | 1.0510 | Monthly | 866.67 | 19,504.11 | 5222012 | 9212015 | ||||||||||||||
BRSP6WS08 | GEMINI HDPE LLC SENIOR SECURED TERM NOTES | 924,703.29 | 899,146.17 | 929,350.05 | 924,947.56 | (25,801.39 | ) | 255.90 | — | — | — | 0.0710 | M-J-S-D | 0 | 8,850.93 | 8082014 | 8062021 | ||||||||||||||
369550AQ1 | GENERAL DYNAMICS CORP CORP BND | 1,149,579.4 | 1,114,325.75 | 1,090,000.00 | 1,114,787.5 | (461.75 | ) | (15,962.51 | ) | — | — | 2.25 | 0.7599 | Jan-Jul | 11,308.75 | 24,525 | 10182012 | 7152016 | |||||||||||||
369550AV0 | GENERAL DYNAMICS CORP SENIOR CORP BND | 11,867,110.88 | 11,819,367.68 | 11,963,000.00 | 11,895,883.07 | (76,515.39 | ) | 24,340.77 | — | — | 1 | 1.1281 | May-Nov | 18,480.51 | 112,518.88 | 2212013 | 11152017 | ||||||||||||||
36962G4D3 | GENERAL ELECTRIC CAPITAL CORP CORP BND MTN | 261,337.5 | 290,435.96 | 250,000.00 | 256,089.14 | 34,346.82 | (19,308.60 | ) | — | — | 6 | 5.3950 | Feb-Aug | 6,000.00 | 49,300 | 10292009 | 8072019 | ||||||||||||||
U36963R70 | GENERAL ELECTRIC CAPITAL CORP CORP BND | O | 803,536.82 | 796,844.78 | 450,000.00 | 801,220.38 | (4,375.6 | ) | (2,546.46 | ) | — | (6,093.8 | ) | 6.25 | 1.5899 | December | 0 | 3,581.76 | 12032014 | 12152017 | |||||||||||
36962G4T8 | GENERAL ELECTRIC CAPITAL CORP CORP BND | 2,878,200 | 3,041,490 | 3,000,000.00 | 2,977,133.06 | 64,356.94 | 63,104.12 | — | — | 2.25 | 3.1630 | May-Nov | 24,537.50 | 163,903.13 | 1062011 | 11092015 | |||||||||||||||
36962G5C4 | GENERAL ELECTRIC CAPITAL CORP CORP BND | 5,168,150 | 5,131,050 | 5,000,000.00 | 5,141,667.3 | (10,617.3 | ) | (26,482.70 | ) | — | — | 2.95 | 0.8401 | May-Nov | 0 | 36,875 | 5042011 | 5092016 | |||||||||||||
36962G7A6 | GENERAL ELECTRIC CAPITAL CORP CORP BND MTN | 320,000 | 322,179.17 | 320,000.00 | 320,000 | 2,179.17 | — | — | — | 0.88 | 0.8800 | J-A-J-O | 619.56 | 2,866.32 | 7092013 | 7122016 | |||||||||||||||
36962G5M2 | GENERAL ELECTRIC CAPITAL CORP CORP BND MTN | 1,223,726 | 1,225,183.75 | 1,225,000.00 | 1,224,990.51 | 193.24 | 574.76 | — | — | 2.15 | 2.1860 | Jan-Jul | 16,949.16 | 34,916.6 | 1042012 | 1092015 | |||||||||||||||
36962G5N0 | GENERAL ELECTRIC CAPITAL CORP CORP BND MTN | 5,190,150 | 5,173,452 | 5,000,000.00 | 5,169,281.29 | 4,170.71 | (20,868.71 | ) | — | — | 2.9 | 1.1999 | Jan-Jul | 0 | 36,250 | 1042012 | 1092017 | ||||||||||||||
36962G6N9 | GENERAL ELECTRIC CAPITAL CORP SECURED CORP BND | 2,000,000 | 2,009,140.02 | 2,000,000.00 | 2,000,000 | 9,140.02 | — | — | — | 0.83885 | 0.8389 | M-J-S-D | 983.03 | 16,944.13 | 12052012 | 12112015 | |||||||||||||||
36962G5W0 | GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN | 2,055,620 | 2,045,157.48 | 2,000,000.00 | 2,050,160.52 | (5,003.04 | ) | (5,459.48 | ) | — | — | 2.3 | 1.1998 | Apr-Oct | 0 | 11,500 | 4242012 | 4272017 | |||||||||||||
36962G5S9 | GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN | 3,359,720 | 3,321,736.44 | 3,250,000.00 | 3,332,347.09 | (10,610.65 | ) | (27,372.91 | ) | — | — | 2.45 | 1.2790 | Mar-Sep | 0 | 59,055.21 | 9182014 | 3152017 | |||||||||||||
36962G6R0 | GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN | 3,256,512.93 | 3,279,329 | 3,267,000.00 | 3,263,398.9 | 15,930.1 | (112.29 | ) | — | — | 1 | 1.1091 | Jan-Jul | 49,338.64 | 74,975.55 | 1032013 | 1082016 | ||||||||||||||
36962G7F5 | GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN | 5,000,000 | 5,001,950.05 | 5,000,000.00 | 5,000,000 | 1,950.05 | — | — | — | 0.74 | 0.7400 | J-A-J-O | 0 | 36,332.12 | 12052014 | 1142019 | |||||||||||||||
369604BC6 | GENERAL ELECTRIC CO CORP BND | 308,510.1 | 299,089.95 | 270,000.00 | 297,912.84 | 1,177.11 | (9,233.76 | ) | — | — | 5.25 | 1.6209 | Jun-Dec | 984.38 | 14,175 | 11052013 | 12062017 | ||||||||||||||
369604BE2 | GENERAL ELECTRIC CO SENIOR CORP BND | 2,199,406 | 2,205,808 | 2,200,000.00 | 2,199,846.29 | 5,961.71 | 246.95 | — | — | 0.85 | 0.8591 | Apr-Oct | 5,372.71 | 23,288.82 | 10012012 | 10092015 | |||||||||||||||
BRSFZ6AM6 | GENERAL NUTRITION CENTERS INC SENIOR SECURED TERM LOAN | 2 | 6,442,614.86 | 6,307,910.05 | 6,466,865.61 | 6,447,419.5 | (139,509.45 | ) | 5,348.75 | — | — | — | 0.0712 | J-A-J-O | 0 | 251,472.69 | 12202013 | 3042019 | |||||||||||||
372546AR2 | GEORGE WASHINGTON UNIV D C UNSEC MUNITAX BND REV | 3,886,305.5 | 3,881,223.5 | 3,850,000.00 | 3,883,217.58 | (1,994.08 | ) | (3,087.92 | ) | — | — | 1.827 | 1.4998 | Mar-Sep | 0 | 17,584.88 | 6192012 | 9152017 | |||||||||||||
626207UT9 | GEORGIA MUNICIPAL ELEC AUTH MUNI BND REV | 2,854,725 | 2,818,000 | 2,500,000.00 | 2,827,526.96 | (9,526.96 | ) | (27,198.04 | ) | — | — | 5.25 | 0.8201 | Jan-Jul | 0 | 32,812.5 | 7112008 | 1012018 | |||||||||||||
373334JV4 | GEORGIA POWER COMPANY CORP BND | 3,399,082 | 3,479,855.8 | 3,400,000.00 | 3,399,748.15 | 80,107.65 | 189.45 | — | — | 3 | 3.0059 | Apr-Oct | 21,533.33 | 102,000 | 4122011 | 4152016 | |||||||||||||||
37331NAF8 | GEORGIA-PACIFIC LLC SENIOR CORP BND 144A | 1 | 7,000,000 | 6,988,068.64 | 7,000,000.00 | 7,000,000 | (11,931.36 | ) | — | — | — | 2.539 | 2.5390 | May-Nov | 0 | 27,153.2 | 11032014 | 11152019 | |||||||||||||
375558AT0 | GILEAD SCIENCES INC CORP BND | 1,041,020 | 1,036,335.37 | 1,000,000.00 | 1,036,262.39 | 72.98 | (4,757.61 | ) | — | — | 3.05 | 1.1301 | Jun-Dec | 0 | 7,625 | 12062011 | 12012016 | ||||||||||||||
375558AY9 | GILEAD SCIENCES INC SENIOR CORP BND | 698,404 | 701,099.89 | 700,000.00 | 698,431.42 | 2,668.47 | 27.42 | — | — | 2.35 | 2.3960 | Feb-Aug | 0 | 2,010.56 | 11122014 | 2012020 | |||||||||||||||
377372AG2 | GLAXOSMITHKLINE CAPITAL INC SENIOR CORP BND | 1,597,920 | 1,598,492 | 1,600,000.00 | 1,599,155.68 | (663.68 | ) | 1,677.19 | — | — | 0.7 | 0.7439 | Mar-Sep | 9,212.78 | 27,241.66 | 3132013 | 3182016 | ||||||||||||||
377373AC9 | GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP BND | F | 11,310,583 | 11,357,899.29 | 11,300,000.00 | 11,319,155.33 | 38,743.96 | 1,314.71 | — | — | 1.5 | 1.5750 | May-Nov | 13,912.49 | 113,250 | 5032012 | 5082017 | ||||||||||||||
378272AD0 | GLENCORE FUNDING LLC SENIOR CORP BND 144A | 2,636,803 | 2,602,313.86 | 2,650,000.00 | 2,640,305.74 | (37,991.88 | ) | 2,248.89 | — | — | 2.5 | 2.5960 | Jan-Jul | 30,548.61 | 66,250 | 5222013 | 1152019 | ||||||||||||||
BRSQQJLY6 | GLOBAL CASH ACCESS | 2,322,200.39 | 2,314,349.7 | 2,357,563.85 | 2,322,200.39 | (7,850.69 | ) | — | — | — | — | 0.2564 | M-J-S-D | 0 | — | ||||||||||||||||
G3900TAA2 | GNK HOLDINGS PLC SENIOR CORP BND | D | 650,117.77 | 649,060.3 | 350,000.00 | 649,287.52 | (227.22 | ) | (830.25 | ) | — | (956.33 | ) | 6.75 | 2.5388 | October | 0 | 1,434.67 | 12152014 | 10282019 | |||||||||||
36297A3K7 | GNMA | 2 | 369,065.94 | 379,207.9 | 353,437.38 | 366,581.42 | 12,626.48 | (2,089.53 | ) | — | — | 5 | 3.1138 | Monthly | 1,595.09 | 18,351.59 | 3262009 | 1152024 | |||||||||||||
38378NEK5 | GNMA AGENCY CMBS _13-156-AD | 2 | 1,943,399.7 | 1,953,322.8 | 1,963,026.04 | 1,944,036.48 | 9,286.32 | 721.97 | — | — | 2.76126 | 3.0388 | Monthly | 0 | 13,570.83 | 10112013 | 4162052 | ||||||||||||||
38376JDT8 | GNMA AGENCY CMO 09-106-ME | 2 | 644,115.56 | 640,074.58 | 618,360.84 | 642,226.46 | (2,151.88 | ) | (4,253.62 | ) | — | — | 3.5 | 1.0019 | Monthly | 0 | 5,568.26 | 3162010 | 1202039 | ||||||||||||
38377JZM8 | GNMA AGENCY CMO _10-125-MJ | 2 | 2,320,429.61 | 2,329,492.41 | 2,233,867.25 | 2,315,024.59 | 14,467.82 | (11,950.11 | ) | — | — | 3.5 | 1.5886 | Monthly | 0 | 20,018.09 | 9172010 | 4202039 | |||||||||||||
38377JEA7 | GNMA AGENCY CMO 10-109 CH | 2 | 453,702.46 | 452,112.44 | 441,090.04 | 451,240.13 | 872.31 | (6,664.17 | ) | — | — | 3 | 1.2198 | Monthly | 1,517.84 | 15,643.02 | 9262013 | 12202037 | |||||||||||||
38376VDX2 | GNMA AGENCY CMO 10-20 ND | 2 | 890,021.66 | 882,650.37 | 867,924.30 | 888,474.13 | (5,823.76 | ) | (5,307.72 | ) | — | — | 3 | 0.6843 | Monthly | 0 | 6,851.76 | 2192010 | 12202038 | ||||||||||||
38376WSP1 | GNMA AGENCY CMO 10-24 | 2 | 190,945.69 | 191,137.19 | 189,700.78 | 190,802.14 | 335.05 | (431.73 | ) | — | — | 0.68545 | 0.4468 | Monthly | 52.12 | 1,487.91 | 12052012 | 12202038 | |||||||||||||
38376YC58 | GNMA AGENCY CMO 10-47 | 2 | 1,141,086.55 | 1,116,042.31 | 1,105,168.56 | 1,115,782.74 | 259.57 | (31,606.94 | ) | — | — | 3 | 1.0429 | Monthly | 5,660.12 | 50,116.02 | 3212012 | 11162030 | |||||||||||||
38374YGV9 | GNMA AGENCY CMO 10-86 | 2 | 1,114,471.75 | 1,081,615.74 | 1,056,684.33 | 1,080,499 | 1,116.74 | (40,645.51 | ) | — | — | 3.5 | 0.0754 | Monthly | 4,991.44 | 48,258.59 | 2152012 | 1202036 | |||||||||||||
38374TKX1 | GNMA AGENCY CMO__09-15-NH | 2 | 208,599.9 | 203,766.82 | 198,679.82 | 208,323.96 | (4,557.14 | ) | (1,348.34 | ) | — | — | 4 | 1.2815 | Monthly | 0 | 2,058.31 | 2042010 | 12202038 | ||||||||||||
38376FGH9 | GNMA AGENCY CMO__09-61-AE | 2 | 620,032.58 | 619,717.52 | 612,959.03 | 617,496.49 | 2,221.03 | (4,978.52 | ) | — | — | 4 | 1.4142 | Monthly | 0 | 6,812.62 | 9232009 | 3202034 | |||||||||||||
38376FNL2 | GNMA AGENCY CMO__09-66-UG | 2 | 803,391.91 | 809,571.15 | 760,427.75 | 801,364.23 | 8,206.92 | (5,686.26 | ) | — | — | 4.5 | 2.2117 | Monthly | 0 | 8,777.09 | 3222010 | 7202038 | |||||||||||||
38377LN38 | GNMA AGENCY CMO__10-130-LG | 2 | 2,372,972.09 | 2,379,086.16 | 2,289,916.80 | 2,368,196.73 | 10,889.43 | (12,653.56 | ) | — | — | 3.5 | 1.7700 | Monthly | 0 | 20,652.06 | 10122010 | 11162038 | |||||||||||||
38378FWR7 | GNMA AGENCY CMO__13-28-ME | 2 | 3,885,101.98 | 3,854,920.98 | 4,032,196.50 | 3,890,806.97 | (35,885.99 | ) | 12,019.82 | — | — | 1.75 | 2.7272 | Monthly | 0 | 17,896.86 | 2142013 | 11202042 | |||||||||||||
38374B4M2 | GNMA AGENCY CMO_03-77-TK | 2 | 1,216,644.46 | 1,212,818.83 | 1,104,714.76 | 1,215,820.1 | (3,001.27 | ) | (5,928.28 | ) | — | — | 5 | 2.9329 | Monthly | 0 | 14,027.41 | 7032008 | 9152033 | ||||||||||||
38376CD97 | GNMA AGENCY CMO_09-76-UG | 2 | 538,111.37 | 535,857.59 | 513,621.87 | 536,857.72 | (1,000.13 | ) | (3,591.55 | ) | — | — | 4 | 1.9473 | Monthly | 0 | 5,291.66 | 6092010 | 8202038 | ||||||||||||
38377MSG2 | GNMA AGENCY CMO_2010-144 PA | 2 | 1,451,959.23 | 1,458,814.5 | 1,421,371.32 | 1,450,656.34 | 8,158.16 | (3,529.15 | ) | — | — | 3 | 2.1576 | Monthly | 0 | 10,988.61 | 11092010 | 9162040 | |||||||||||||
3837H1U41 | GNMA AGENCY CMO_99-2-E | 2 | 181,894 | 181,978.97 | 159,119.96 | 181,510.57 | 468.4 | (655.96 | ) | — | — | 6.5 | 3.1774 | Monthly | 0 | 1,734.11 | 11252014 | 1202029 | |||||||||||||
38373MUZ1 | GNMA CMBS_06-32 C | 2 | 5,679,584.09 | 5,706,546.54 | 5,408,715.61 | 5,673,234.98 | 33,311.56 | (10,419.83 | ) | — | — | 5.32318 | 4.6637 | Monthly | 0 | 72,721.84 | 7112008 | 11162038 | |||||||||||||
38375PXQ9 | GNMA CMO 08-11 FB | 2 | 883,070.73 | 890,168.17 | 879,864.08 | 882,973.61 | 7,194.56 | (1,407.50 | ) | — | — | 0.76545 | 0.6771 | Monthly | 295.30 | 8,039.53 | 12032012 | 2202038 | |||||||||||||
38373YW34 | GNMA CMO_03-1 PE | 2 | 719,592.38 | 709,453.22 | 692,461.73 | 717,126.48 | (7,673.26 | ) | (6,882.48 | ) | — | — | 5.5 | 2.0021 | Monthly | 0 | 9,955.03 | 1282003 | 7162032 | ||||||||||||
38374HEH9 | GNMA CMO_04-46 QE | 2 | 423,250.95 | 421,211.86 | 409,702.10 | 421,681.24 | (469.38 | ) | (3,977.17 | ) | — | — | 5.5 | 1.8793 | Monthly | 0 | 5,961.17 | 10182005 | 5202033 | ||||||||||||
38374D2N8 | GNMA CMO_08-36 AN | 2 | 963,083.41 | 950,112.65 | 921,610.91 | 948,698.63 | 1,414.02 | (39,101.84 | ) | — | — | 4.25 | 1.3181 | Monthly | 5,559.56 | 51,463.08 | 10162013 | 10162022 | |||||||||||||
38376EX34 | GNMA CMO_09-109 NH | 2 | 884,706.65 | 883,548.51 | 852,827.94 | 881,745.33 | 1,803.18 | (6,685.62 | ) | — | — | 4 | 1.4743 | Monthly | 0 | 8,840.12 | 11182009 | 7202037 | |||||||||||||
38376PPV6 | GNMA CMO_09-118 AC | 2 | 1,894,658.75 | 1,869,835.95 | 1,830,995.05 | 1,891,973.08 | (22,137.13 | ) | (7,775.68 | ) | — | — | 3 | 1.7252 | Monthly | 0 | 14,078.16 | 1252010 | 10202038 | ||||||||||||
38376CJH3 | GNMA CMO_09-75 GC | 2 | 142,980.46 | 142,865.93 | 142,447.70 | 142,602.05 | 263.88 | (939.97 | ) | — | — | 4 | 1.9368 | Monthly | 0 | 1,884.23 | 9242009 | 7202030 | |||||||||||||
38376KG21 | GNMA CMO_09-91 UE | 2 | 1,136,471.33 | 1,136,775.38 | 1,101,637.55 | 1,131,933.35 | 4,842.03 | (9,897.77 | ) | — | — | 4 | 1.1569 | Monthly | 0 | 11,539.89 | 10282009 | 4202037 | |||||||||||||
38376KJJ1 | GNMA CMO_09-93 EM | 2 | 99,770.71 | 99,420.59 | 99,184.53 | 99,352.93 | 67.66 | (1,153.92 | ) | — | — | 4 | 1.5340 | Monthly | 0 | 1,384.43 | 11182009 | 5202035 | |||||||||||||
38377KKN9 | GNMA CMO_10-115 QJ | 2 | 1,727,429.02 | 1,701,033.59 | 1,650,436.17 | 1,723,750.58 | (22,716.99 | ) | (8,855.37 | ) | — | — | 3.5 | 1.6324 | Monthly | 0 | 14,754.22 | 9172010 | 11202038 | ||||||||||||
38376TFQ0 | GNMA CMO_10-2 PK | 2 | 916,943.53 | 914,706.76 | 885,148.98 | 913,780.96 | 925.8 | (6,884.45 | ) | — | — | 4 | 1.4263 | Monthly | 0 | 9,183.74 | 3092010 | 6202037 | |||||||||||||
38377GYS2 | GNMA CMO_10-68 YE | 2 | 2,131,020.3 | 2,129,123.86 | 2,074,874.20 | 2,128,844.18 | 279.68 | (6,567.23 | ) | — | — | 3 | 2.0519 | Monthly | 0 | 15,942.31 | 8102010 | 5202039 | |||||||||||||
38377WW91 | GNMA CMO_11-106 ME | 2 | 1,571,198.03 | 1,555,098.8 | 1,526,427.90 | 1,565,854.95 | (10,756.15 | ) | (13,476.48 | ) | — | — | 3 | 0.4758 | Monthly | 0 | 12,228.96 | 7132011 | 6202038 | ||||||||||||
38377QQX8 | GNMA CMO_11-22 HE | 2 | 732,306.8 | 721,374.51 | 711,875.95 | 727,958.41 | (6,583.9 | ) | (10,534.89 | ) | — | — | 3.5 | (0.4787 | ) | Monthly | 0 | 6,920.65 | 2012011 | 1202037 | |||||||||||
38378DAA3 | GNMA CMO_12-17 CA | 2 | 2,953,086.03 | 2,945,215.6 | 2,829,060.05 | 2,944,657.73 | 557.87 | (15,910.96 | ) | — | — | 3.5 | 1.1349 | Monthly | 0 | 25,260.37 | 1252012 | 9202040 | |||||||||||||
36202EVH9 | GNMA GNMA II 30YR SF - JUMBO-CONFOR | 2 | 91,323.07 | 90,140.9 | 82,432.70 | 91,301.99 | (1,161.09 | ) | (2,368.41 | ) | — | — | 6 | 0.1756 | Monthly | 0 | 1,336.02 | 11012008 | 8202038 | ||||||||||||
36202E4Z9 | GNMA GNMA II 30YR SF - JUMBO-CONFOR | 2 | 270,337.41 | 268,447.38 | 252,041.70 | 270,287.09 | (1,839.71 | ) | (156.26 | ) | — | — | 4.5 | 2.4098 | Monthly | 0 | 2,840.81 | 7212009 | 5202039 | ||||||||||||
38375JCJ2 | GNMA GNMA_06-68 D | 2 | 2,151,560 | 2,200,018 | 2,000,000.00 | 2,141,618.43 | 58,399.57 | (9,941.57 | ) | — | — | 5.305 | 3.1218 | Monthly | 0 | 26,525.01 | 3122009 | 12162037 | |||||||||||||
36202FZV1 | GNMA POOL # 005256 | 2 | 3,123,743.44 | 3,090,978.25 | 2,913,430.20 | 3,101,526.15 | (10,547.9 | ) | (70,501.81 | ) | — | — | 3.5 | 1.5373 | Monthly | 11,100.54 | 115,426.64 | 1182012 | 12202026 | ||||||||||||
36202KME2 | GNMA POOL # 008457 | 2 | 308,616.12 | 310,916.52 | 304,336.40 | 307,487.32 | 3,429.2 | (884.86 | ) | — | — | 1.625 | 1.2908 | Monthly | 475.49 | 5,338.7 | 3182009 | 7202024 | |||||||||||||
36225CD29 | GNMA POOL # 080120 | 2 | 290,268.77 | 297,011.57 | 287,305.92 | 289,720.68 | 7,290.89 | (616.82 | ) | — | — | 1.625 | 1.3869 | Monthly | 453.31 | 4,984.04 | 3182009 | 10202027 | |||||||||||||
36225C6Y7 | GNMA POOL # 080886 | 2 | 6,327,603.57 | 6,447,221.37 | 6,173,271.76 | 6,317,322.48 | 129,898.89 | (22,768.75 | ) | — | — | 1.625 | 1.0684 | Monthly | 9,681.09 | 107,582.26 | 3022011 | 4202034 | |||||||||||||
36225DAS3 | GNMA POOL # 080916 | 2 | 221,523.75 | 231,785.32 | 222,601.98 | 221,604.94 | 10,180.38 | 136.92 | — | — | 1.625 | 1.7186 | Monthly | 348.37 | 3,880.21 | 4172008 | 5202034 | ||||||||||||||
36225DJA3 | GNMA POOL # 081156 | 2 | 603,842.15 | 629,334.51 | 602,148.65 | 603,640.57 | 25,693.94 | (146.92 | ) | — | — | 1.625 | 1.5585 | Monthly | 914.14 | 10,309.08 | 3182009 | 11202034 | |||||||||||||
36225DJZ8 | GNMA POOL # 081179 | 2 | 582,981.92 | 590,200.81 | 581,346.90 | 582,795.4 | 7,405.41 | (167.64 | ) | — | — | 1.625 | 1.5563 | Monthly | 897.21 | 10,102.03 | 3182009 | 12202034 | |||||||||||||
36225DLE2 | GNMA POOL # 081224 | 2 | 336,863.26 | 352,014.29 | 338,449.76 | 336,982.66 | 15,031.63 | 232.38 | — | — | 1.625 | 1.7040 | Monthly | 536.05 | 5,895.07 | 3182009 | 1202035 | ||||||||||||||
36225EVZ2 | GNMA POOL # 082431 | 2 | 1,702,957.55 | 1,734,096.16 | 1,681,933.37 | 1,699,433.71 | 34,662.45 | (4,732.20 | ) | — | — | 1.625 | 1.5340 | Monthly | 3,420.06 | 30,104.41 | 10282009 | 12202039 | |||||||||||||
36225EWE8 | GNMA POOL # 082444 | 2 | 207,930.34 | 209,720.86 | 203,603.76 | 207,669.85 | 2,051.01 | (3,014.14 | ) | — | — | 3.75 | 3.3389 | Monthly | 1,086.06 | 9,841.68 | 11032009 | 12202039 | |||||||||||||
36204J4C7 | GNMA POOL # 371719 | 2 | 162,672.49 | 169,319.17 | 153,103.52 | 159,782.55 | 9,536.62 | (3,308.44 | ) | — | — | 6.5 | 5.2353 | Monthly | 1,108.28 | 11,540.34 | 9112008 | 4152024 | |||||||||||||
36204SV60 | GNMA POOL # 378737 | 2 | 143,397.71 | 148,434.56 | 134,962.54 | 140,883.89 | 7,550.67 | (2,741.56 | ) | — | — | 6.5 | 5.1550 | Monthly | 968.23 | 9,338.63 | 9112008 | 1152024 | |||||||||||||
36205BKY7 | GNMA POOL # 385611 | 2 | 253,488.53 | 263,845.87 | 238,577.43 | 248,990.05 | 14,855.82 | (4,441.27 | ) | — | — | 6.5 | 5.2334 | Monthly | 1,634.71 | 17,324.05 | 9112008 | 4152024 | |||||||||||||
36210BZH1 | GNMA POOL # 487744 | 2 | 379,122.56 | 384,762.29 | 358,614.30 | 375,754.84 | 9,007.45 | (6,550.46 | ) | — | — | 5 | 2.9296 | Monthly | 1,941.17 | 19,945.52 | 9292009 | 3152024 | |||||||||||||
36210BZJ7 | GNMA POOL # 487745 | 2 | 245,689.61 | 249,344.43 | 232,399.28 | 243,370.75 | 5,973.68 | (3,881.90 | ) | — | — | 5 | 3.0432 | Monthly | 1,207.01 | 12,660.18 | 9292009 | 3152024 | |||||||||||||
36210B4N2 | GNMA POOL # 487829 | 2 | 206,247.92 | 213,632.29 | 199,273.35 | 204,666.54 | 8,965.75 | (2,504.27 | ) | — | — | 4.5 | 3.5109 | Monthly | 990.95 | 9,944.47 | 3262009 | 4152024 | |||||||||||||
36210B4Q5 | GNMA POOL # 487831 | 2 | 81,832.38 | 83,049.69 | 77,405.73 | 81,069.39 | 1,980.3 | (1,174.35 | ) | — | — | 5 | 3.0468 | Monthly | 397.91 | 4,348.31 | 9292009 | 4152024 | |||||||||||||
36210B4R3 | GNMA POOL # 487832 | 2 | 231,995.74 | 238,192.78 | 222,005.48 | 230,090.53 | 8,102.25 | (5,727.11 | ) | — | — | 5 | 3.4831 | Monthly | 1,474.34 | 14,054.78 | 3262009 | 4152024 | |||||||||||||
36211V6Q8 | GNMA POOL # 524779 | 2 | 171,256.37 | 175,962.53 | 164,004.32 | 169,799.12 | 6,163.41 | (1,789.70 | ) | — | — | 5 | 3.5286 | Monthly | 822.53 | 8,861.56 | 3262009 | 1152024 | |||||||||||||
36201YER3 | GNMA POOL # 606844 | 2 | 724,011.07 | 772,235.17 | 690,948.13 | 721,269.77 | 50,965.4 | (8,209.51 | ) | — | — | 5 | 4.0195 | Monthly | 3,575.72 | 38,142.42 | 4232010 | 9152033 | |||||||||||||
36290SJB8 | GNMA POOL # 615958 | 2 | 4,070,131.56 | 4,341,230.17 | 3,884,263.47 | 4,052,636.33 | 288,593.84 | (27,668.71 | ) | — | — | 5 | 4.1216 | Monthly | 18,306.29 | 205,081.07 | 4232010 | 9152033 | |||||||||||||
36292DWW8 | GNMA POOL # 646061 | 2 | 103,811.89 | 112,466.18 | 99,549.92 | 103,525.88 | 8,940.3 | (1,894.53 | ) | — | — | 6.5 | 5.4959 | Monthly | 787.36 | 7,889.6 | 1312008 | 11152037 | |||||||||||||
36295KAT0 | GNMA POOL # 672418 | 2 | 62,813.15 | 68,049.57 | 60,234.37 | 62,653.18 | 5,396.39 | (344.63 | ) | — | — | 6.5 | 5.3950 | Monthly | 370.26 | 4,026.21 | 1312008 | 12152037 | |||||||||||||
36295PZJ4 | GNMA POOL # 676745 | 2 | 87,043.41 | 89,140.98 | 83,357.46 | 86,169.09 | 2,971.89 | (1,285.60 | ) | — | — | 5 | 3.5803 | Monthly | 454.41 | 4,585.12 | 3262009 | 3152023 | |||||||||||||
36295P4L3 | GNMA POOL # 676827 | 2 | 257,215.1 | 263,255.84 | 246,175.65 | 254,946.05 | 8,309.79 | (1,831.48 | ) | — | — | 5 | 3.3643 | Monthly | 1,121.03 | 12,838.66 | 3262009 | 5152023 | |||||||||||||
36295QJE1 | GNMA POOL # 677161 | 2 | 273,690.96 | 278,888.31 | 260,793.88 | 270,953.48 | 7,934.83 | (14,284.51 | ) | — | — | 5 | 3.3992 | Monthly | 2,326.29 | 16,982.75 | 4272009 | 8152023 | |||||||||||||
36295TVQ4 | GNMA POOL # 680223 | 2 | 22,149.1 | 23,995.57 | 21,239.78 | 22,101.09 | 1,894.48 | (2,083.40 | ) | — | — | 6.5 | 4.9814 | Monthly | 393.72 | 3,162.78 | 1312008 | 1152038 | |||||||||||||
36296DR67 | GNMA POOL # 688209 | 2 | 21,743.52 | 22,151.48 | 20,714.28 | 21,467.58 | 683.9 | (240.82 | ) | — | — | 5 | 3.7607 | Monthly | 100.94 | 1,116.91 | 7292009 | 7152023 | |||||||||||||
36296E5H5 | GNMA POOL # 689448 | 2 | 172,890.14 | 177,056.43 | 165,568.91 | 171,438.55 | 5,617.88 | (4,071.20 | ) | — | — | 5 | 3.3713 | Monthly | 1,079.62 | 10,164.59 | 3262009 | 7152023 | |||||||||||||
36296TPY3 | GNMA POOL # 700739 | 2 | 248,016.61 | 252,398.54 | 234,895.50 | 245,391.55 | 7,006.99 | (4,366.43 | ) | — | — | 5.5 | 3.5305 | Monthly | 1,399.49 | 15,121.93 | 6032009 | 10152023 | |||||||||||||
36296UC73 | GNMA POOL # 701294 | 2 | 183,837.78 | 188,692.01 | 175,868.72 | 182,257.76 | 6,434.25 | (2,609.78 | ) | — | — | 5 | 3.4724 | Monthly | 950.16 | 10,002.21 | 3272009 | 1152024 | |||||||||||||
36296URS1 | GNMA POOL # 701697 | 2 | 255,132.04 | 258,927.32 | 241,330.92 | 252,416.51 | 6,510.81 | (6,825.72 | ) | — | — | 5 | 3.2343 | Monthly | 1,473.42 | 13,769.24 | 9292009 | 2152024 | |||||||||||||
36296UUL2 | GNMA POOL # 701787 | 2 | 215,475.64 | 223,065.84 | 207,906.55 | 213,926.17 | 9,139.67 | (1,121.21 | ) | — | — | 5 | 3.8482 | Monthly | 941.46 | 10,812.91 | 6112009 | 3152024 | |||||||||||||
36296U3C2 | GNMA POOL # 701995 | 2 | 70,192.22 | 71,883.69 | 67,219.84 | 69,575.42 | 2,308.27 | (3,364.60 | ) | — | — | 5 | 3.5791 | Monthly | 635.06 | 6,064.48 | 3262009 | 1152024 | |||||||||||||
36296XHH0 | GNMA POOL # 704132 | 2 | 85,625.18 | 86,612.86 | 80,993.37 | 84,768.4 | 1,844.46 | (728.53 | ) | — | — | 5 | 3.0723 | Monthly | 367.95 | 4,218.15 | 9292009 | 12152023 | |||||||||||||
36296XLY8 | GNMA POOL # 704243 | 2 | 383,163.38 | 396,660.43 | 369,703.85 | 380,491.54 | 16,168.89 | (1,993.70 | ) | — | — | 5 | 3.7744 | Monthly | 1,677.84 | 19,247.76 | 6112009 | 1152024 | |||||||||||||
36296XWP5 | GNMA POOL # 704554 | 2 | 1,345,955.37 | 1,394,207.82 | 1,299,459.10 | 1,337,270.47 | 56,937.35 | (12,073.59 | ) | — | — | 5 | 3.8002 | Monthly | 6,631.39 | 70,896.58 | 6112009 | 6152024 | |||||||||||||
36297AKF9 | GNMA POOL # 705994 | 2 | 311,705.28 | 316,342.14 | 294,843.90 | 309,114.29 | 7,227.85 | (6,657.96 | ) | — | — | 5 | 2.7413 | Monthly | 1,669.79 | 16,879.37 | 9292009 | 1152024 | |||||||||||||
36297DFF9 | GNMA POOL # 708566 | 2 | 831,750.57 | 844,123.51 | 786,757.87 | 823,568.91 | 20,554.6 | (27,138.88 | ) | — | — | 5 | 3.1437 | Monthly | 5,206.69 | 54,711.95 | 9292009 | 4152024 | |||||||||||||
36297DTR8 | GNMA POOL # 708960 | 2 | 139,747 | 143,587.25 | 133,829.23 | 138,341.42 | 5,245.83 | (13,680.30 | ) | — | — | 5 | 3.8126 | Monthly | 1,997.92 | 14,291.67 | 3262009 | 3152024 | |||||||||||||
36297G2R0 | GNMA POOL # 711884 | 2 | 872,329.19 | 885,305.75 | 825,141.41 | 864,045.97 | 21,259.78 | (34,772.85 | ) | — | — | 5 | 3.0802 | Monthly | 6,021.36 | 47,670.48 | 9292009 | 4152024 | |||||||||||||
36297JJ54 | GNMA POOL # 713184 | 2 | 797,626.28 | 809,491.55 | 754,479.46 | 789,412.59 | 20,078.96 | (21,680.02 | ) | — | — | 5 | 3.2244 | Monthly | 4,645.62 | 47,023.27 | 9292009 | 4152024 | |||||||||||||
36297KZF1 | GNMA POOL # 714542 | 2 | 294,863.89 | 305,158.55 | 284,420.33 | 292,776.57 | 12,381.98 | (2,737.78 | ) | — | — | 5 | 3.8573 | Monthly | 1,456.66 | 15,274.49 | 6112009 | 6152024 | |||||||||||||
3620A2KC9 | GNMA POOL # 716791 | 2 | 778,049.86 | 789,623.92 | 735,962.01 | 770,832.32 | 18,791.6 | (11,997.92 | ) | — | — | 5 | 3.0375 | Monthly | 3,860.61 | 40,536.52 | 9292009 | 4152024 | |||||||||||||
3620A5FJ3 | GNMA POOL # 719369 | 2 | 462,219.47 | 463,726.94 | 433,055.87 | 457,827.15 | 5,899.79 | (13,041.69 | ) | — | — | 4.5 | 2.4217 | Monthly | 2,303.92 | 24,427.7 | 8312010 | 4152025 | |||||||||||||
3620A6AC1 | GNMA POOL # 720103 | 2 | 498,921.26 | 544,012.8 | 490,340.31 | 498,123.51 | 45,889.29 | (1,824.94 | ) | — | — | 4.5 | 4.2634 | Monthly | 2,205.69 | 24,146.51 | 6182009 | 6152039 | |||||||||||||
3620A6DZ7 | GNMA POOL # 720220 | 2 | 895,096.94 | 914,358.35 | 852,219.63 | 886,519.76 | 27,838.59 | (10,835.88 | ) | — | — | 5 | 3.5429 | Monthly | 4,345.34 | 47,792.71 | 7292009 | 7152024 | |||||||||||||
3620ADCM2 | GNMA POOL # 726476 | 2 | 4,433,961.57 | 4,512,329.79 | 4,209,040.95 | 4,390,865.43 | 121,464.36 | (69,395.01 | ) | — | — | 4.5 | 2.9816 | Monthly | 20,429.58 | 215,520.33 | 12082009 | 11152024 | |||||||||||||
3620ASPY9 | GNMA POOL # 738539 | 2 | 3,157,599.24 | 3,160,328.23 | 2,939,437.80 | 3,150,359.16 | 9,969.07 | (50,812.32 | ) | — | — | 4 | 2.4686 | Monthly | 12,075.71 | 131,248.89 | 10032011 | 7152041 | |||||||||||||
36225BPY8 | GNMA POOL # 781339 | 2 | 192,485.74 | 199,145.43 | 174,392.50 | 190,087.99 | 9,057.44 | (3,319.67 | ) | — | — | 8 | 6.0211 | Monthly | 1,351.47 | 14,940.39 | 3072008 | 9152031 | |||||||||||||
36241KBP2 | GNMA POOL # 781846 | 2 | 2,688,495.22 | 3,017,443.06 | 2,603,869.44 | 2,684,373.77 | 333,069.29 | (14,198.84 | ) | — | — | 6.5 | 5.2957 | Monthly | 17,010.83 | 184,935.86 | 8152008 | 9152034 | |||||||||||||
36241KEC8 | GNMA POOL # 781931 | 2 | 1,784,064.74 | 1,980,861.23 | 1,727,907.72 | 1,781,488.66 | 199,372.57 | (9,883.72 | ) | — | — | 6.5 | 5.2992 | Monthly | 11,351.20 | 122,840.65 | 8152008 | 5152035 | |||||||||||||
36241KEH7 | GNMA POOL # 781936 | 2 | 1,040,249.67 | 1,105,743.75 | 1,006,135.42 | 1,037,465.18 | 68,278.57 | (7,499.26 | ) | — | — | 4.5 | 3.8834 | Monthly | 4,556.63 | 50,253.73 | 6032010 | 6152035 | |||||||||||||
36241KGU6 | GNMA POOL # 782011 | 2 | 94,524.7 | 102,881.74 | 92,501.19 | 94,348.58 | 8,533.16 | (508.70 | ) | — | — | 5 | 4.5999 | Monthly | 478.08 | 5,155.8 | 7142009 | 12152035 | |||||||||||||
36241KKB3 | GNMA POOL # 782090 | 2 | 2,078,313.23 | 2,286,569.8 | 1,999,579.80 | 2,070,166.49 | 216,403.31 | (18,316.25 | ) | — | — | 6.5 | 5.8293 | Monthly | 13,233.64 | 144,562.98 | 11302007 | 5152036 | |||||||||||||
36241LHQ2 | GNMA POOL # 782939 | 2 | 3,206,195.8 | 3,421,387.97 | 3,059,780.51 | 3,195,923.55 | 225,464.42 | (33,533.82 | ) | — | — | 5 | 4.1275 | Monthly | 15,574.70 | 169,737.18 | 4232010 | 9152036 | |||||||||||||
36241LN36 | GNMA POOL # 783110 | 2 | 672,500.25 | 698,127.16 | 621,068.04 | 669,319.08 | 28,808.08 | (19,574.17 | ) | — | — | 5.5 | 3.8900 | Monthly | 3,903.57 | 39,923.95 | 9232010 | 4152036 | |||||||||||||
36179MEL0 | GNMA POOL # MA0139 | 2 | 3,542,352.93 | 3,517,967.47 | 3,343,320.85 | 3,523,756.32 | (5,788.85 | ) | (45,291.64 | ) | — | — | 3 | 1.4485 | Monthly | 10,016.12 | 109,689.25 | 6192012 | 6202027 | ||||||||||||
36179MK82 | GNMA POOL # MA0319 | 2 | 165,824.63 | 161,906.22 | 150,942.62 | 165,373.81 | (3,467.59 | ) | (3,392.98 | ) | — | — | 4 | 2.3905 | Monthly | 612.61 | 6,633.67 | 10042012 | 8202042 | ||||||||||||
36179MNJ5 | GNMA POOL # MA0393 | 2 | 2,019,648.53 | 1,975,647.75 | 1,841,865.33 | 2,014,882.7 | (39,234.95 | ) | (42,663.81 | ) | — | — | 4 | 2.3433 | Monthly | 7,549.03 | 81,346.14 | 10182012 | 9202042 | ||||||||||||
36179MQN3 | GNMA POOL # MA0461 | 2 | 1,782,039.45 | 1,716,196.63 | 1,674,259.04 | 1,778,274.86 | (62,078.23 | ) | (13,481.75 | ) | — | — | 3 | 2.1192 | Monthly | 4,648.37 | 53,055.66 | 10312012 | 10202042 | ||||||||||||
38376P6D7 | GNMA_09-126 CMO 09-127 PL | 2 | 1,222,530.01 | 1,223,338.66 | 1,151,917.47 | 1,221,265.33 | 2,073.33 | (6,717.64 | ) | — | — | 4.25 | 2.0720 | Monthly | 0 | 12,536.06 | 2112010 | 10202038 | |||||||||||||
38375XRK2 | GNR_08-69 AGENCYCMO _ 08-69-QD | 2 | 1,774,288.08 | 1,704,372.68 | 1,583,874.66 | 1,767,880.21 | (63,507.53 | ) | (22,982.33 | ) | — | — | 5.75 | 1.7810 | Monthly | 0 | 23,441.2 | 10272008 | 7202038 | ||||||||||||
38377VAN6 | GNR_11-51 AGENC CMO__11-51-WA | 2 | 407,563.29 | 404,769.48 | 398,832.85 | 404,655.52 | 113.96 | (7,334.44 | ) | — | — | 4 | (0.6648 | ) | Monthly | 0 | 4,713.14 | 4082011 | 8202034 | ||||||||||||
38173XAA6 | GOCAP_2014-21A ABS _2014-21A-A 144A | 2 | 4,000,000 | 3,989,747.31 | 4,000,000.00 | 4,000,000 | (10,252.69 | ) | — | — | — | 2.1316 | 2.1358 | J-A-J-O | 0 | 8,763.24 | 11072014 | 10252026 | |||||||||||||
380881BX9 | GOLDEN CREDIT CARD TRUST GCCT_ ABS_13-1A A 144A | A | 2 | 1,100,000 | 1,099,623.8 | 1,100,000.00 | 1,100,000 | (376.2 | ) | — | — | — | 0.4108 | 0.4111 | Monthly | 203.67 | 4,514.26 | 2212013 | 2152018 | ||||||||||||
38148BAA6 | GOLDMAN SACHS GROUP INC/THE CAPSEC CORP BND | 1 | 9,515,450 | 9,367,750 | 9,275,000.00 | 9,499,792.96 | (132,042.96 | ) | (15,657.04 | ) | — | — | 5.7 | 5.0837 | May-Nov | 0 | 191,464.58 | 11252014 | 12312049 | ||||||||||||
38141GEA8 | GOLDMAN SACHS GROUP INC/THE CORP BND | 2,039,860 | 2,002,260 | 2,000,000.00 | 2,000,359.13 | 1,900.87 | (11,009.50 | ) | — | — | 5.125 | 4.6420 | Jan-Jul | 102,208.16 | 112,429.7 | 5182010 | 1152015 | ||||||||||||||
38141GEG5 | GOLDMAN SACHS GROUP INC/THE CORP BND | 2,488,200 | 2,494,425 | 2,500,000.00 | 2,493,934.33 | 490.67 | 4,914.41 | — | — | 0.6971 | 0.8943 | M-J-S-D | 434.91 | 17,377.77 | 10292013 | 3222016 | |||||||||||||||
38141GES9 | GOLDMAN SACHS GROUP INC/THE CORP BND | 6,077,662.5 | 5,991,536.88 | 5,250,000.00 | 6,059,534.87 | (67,997.99 | ) | (18,127.63 | ) | — | — | 5.95 | 4.2960 | Jan-Jul | 0 | 111,934.37 | 8192014 | 1152027 | |||||||||||||
BRS0Z5DU0 | GOLDMAN SACHS GROUP INC/THE CORP BND MTN | O | 2,490,297.79 | 2,265,331.26 | 1,400,000.00 | 2,418,378.34 | (153,047.08 | ) | (87,981.09 | ) | — | (158,621.38 | ) | 5.25 | 1.4985 | December | 0 | 126,672.59 | 2212014 | 12152015 | |||||||||||
38141GGT5 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND | 1,374,023.75 | 1,386,343.75 | 1,375,000.00 | 1,374,885.76 | 11,457.99 | (3,460.26 | ) | — | — | 3.3 | 3.3251 | May-Nov | 8,639.59 | 52,937.5 | 4302012 | 5032015 | ||||||||||||||
38148FAB5 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND | 3,567,671.25 | 3,556,323.38 | 3,575,000.00 | 3,567,937.06 | (11,613.68 | ) | 265.81 | — | — | 2.55 | 2.5940 | Apr-Oct | 0 | 17,219.58 | 10202014 | 10232019 | ||||||||||||||
38145XAA1 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND | 15,566,845.2 | 15,589,097.71 | 15,530,000.00 | 15,567,258.8 | 21,838.91 | 413.60 | — | — | 2.625 | 2.3570 | Jan-Jul | 0 | 283,093.86 | 11252014 | 1312019 | |||||||||||||||
38141EB32 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND MTN | 2,017,500 | 2,010,479.8 | 2,000,000.00 | 2,005,764.78 | 4,715.02 | (6,385.60 | ) | — | — | 1.6 | 1.2740 | May-Nov | 3,377.78 | 32,000 | 2212013 | 11232015 | ||||||||||||||
38141EC49 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND MTN | 4,000,000 | 3,994,079.88 | 4,000,000.00 | 4,000,000 | (5,920.12 | ) | — | — | — | 1.03882 | 1.0388 | M-J-S-D | 0 | — | 12112014 | 12152017 | ||||||||||||||
38259PAC6 | GOOGLE CORP BND | 5,122,300 | 5,099,430 | 5,000,000.00 | 5,103,331.11 | (3,901.11 | ) | (41,992.20 | ) | — | — | 2.125 | 0.6199 | May-Nov | 4,958.33 | 67,291.67 | 10112011 | 5192016 | |||||||||||||
38373ANL6 | GOVERNMENT NATIONAL MORTGAGE A AGENCY CMO _09-65-AF | 2 | 741,666.56 | 743,685.96 | 704,852.13 | 741,221.72 | 2,464.24 | (2,671.26 | ) | — | — | 4 | 2.3050 | Monthly | 0 | 7,182.69 | 1252011 | 7202039 | |||||||||||||
385064NP1 | GRANBURY TEX INDPT SCH DIST MUNI BND GO | 1 | 3,495,494.7 | 3,455,888.65 | 3,365,000.00 | 3,456,192.92 | (304.27 | ) | (39,301.78 | ) | — | — | 5 | 0.3504 | Feb-Aug | 0 | 42,062.5 | 10242007 | 8012024 | ||||||||||||
BRSNKX0T2 | GRAY TELEVISION INC. | 985,612.12 | 976,313 | 989,387.76 | 985,760.81 | (9,447.81 | ) | 452.38 | — | — | — | 0.0561 | M-J-S-D | 0 | 5,975.85 | ||||||||||||||||
391577LQ4 | GREATER ARIZ DEV AUTH INFRASTR MUNI BND REV | 1 | 1,170,038.7 | 1,162,757.5 | 1,090,000.00 | 1,159,137.21 | 3,620.29 | (10,901.49 | ) | — | — | 5 | 0.9553 | Feb-Aug | 0 | 13,625 | 1252007 | 8012022 | |||||||||||||
BRSHB4QM6 | GREENEDEN US HOLDINGS II LLC SENIOR SECURED TERM LOAN | 2,288,526.57 | 2,279,075.98 | 2,316,722.72 | 2,292,983.79 | (13,907.81 | ) | 4,855.96 | — | — | — | 0.2002 | F-M-A-N | 0 | 118,293.67 | 1162014 | 2082020 | ||||||||||||||
G4123EAC0 | GRIFOLS WORLDWIDE OPERATIONS U SECURED TERM LOAN | 1 | 4,725,915.73 | 4,773,652.26 | 4,773,652.26 | 4,730,499.66 | 43,152.6 | 4,944.65 | — | — | — | 0.1455 | M-J-S-D | 0 | 87,386.87 | 3072014 | 2272021 | ||||||||||||||
36248GAB6 | GSMS_13-GC16 SENIOR CMBS 13-GC16 | 2 | 4,404,295.31 | 4,379,051.67 | 4,220,000.00 | 4,398,095.09 | (19,043.42 | ) | (6,200.22 | ) | — | — | 3.033 | 2.0408 | Monthly | 0 | 20,621.03 | 10292014 | 11102046 | ||||||||||||
362341RT8 | GSR_05-6F WHOLE CMO 05-AR6 1A1 | 2 | 103,002.99 | 104,997.06 | 104,027.01 | 103,201.49 | 1,795.57 | 231.97 | — | — | 2.65506 | 2.8997 | Monthly | 286.50 | 3,034 | 11212007 | 9252035 | ||||||||||||||
406216BC4 | HALLIBURTON COMPANY SENIOR CORP BND | 1 | 499,645 | 495,614.02 | 500,000.00 | 499,741.02 | (4,127 | ) | 68.91 | — | — | 2 | 2.0151 | Feb-Aug | 4,055.56 | 10,000 | 7292013 | 8012018 | |||||||||||||
406373A$6 | HALO_06-1R WHOLE CMO 06-1R 144A | 2 | 2,219,437.74 | 2,218,563.22 | 2,242,354.60 | 2,219,437.74 | (874.52 | ) | 2,802.67 | — | — | 6 | 6.8289 | Monthly | 0 | 34,989.77 | 12312011 | 8252036 | |||||||||||||
G4273QAJ6 | HAMMERSON PLC CORP BND | D | 2,026,061.6 | 2,007,206.06 | 1,200,000.00 | 2,021,492.3 | (14,286.24 | ) | (4,946.24 | ) | — | (13,905.36 | ) | 5.25 | 1.4307 | December | 0 | 7,020.94 | 12042014 | 12152016 | |||||||||||
BRSM3XJP1 | HARLAND CLARKE HOLDINGS CORP SENIOR SECURED TERM NOTES | 572,373.77 | 573,739.98 | 575,250.01 | 572,836.11 | 903.87 | 536.10 | — | — | — | 0.0903 | M-J-S-D | 0 | 27,944.95 | 1282014 | 8042019 | |||||||||||||||
41283LAB1 | HARLEY-DAVIDSON FINANCIAL CORP BND 144A | 2,056,720 | 2,052,761.84 | 2,000,000.00 | 2,050,888.44 | 1,873.4 | (5,831.56 | ) | — | — | 2.7 | 1.5201 | Mar-Sep | 0 | 13,500 | 2142012 | 3152017 | ||||||||||||||
41283YAC1 | HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1 A3 | 2 | 1,540,248.25 | 1,540,298.74 | 1,540,252.56 | 1,540,244.52 | 54.22 | 0.43 | — | — | 0.65 | 0.6507 | Monthly | 508.45 | 11,302.34 | 4162013 | 7162018 | ||||||||||||||
43814EAC9 | HAROT 2013-2 ABS 13-2 A3 | 2 | 4,504,576.53 | 4,502,071.75 | 4,505,000.00 | 4,504,846.48 | (2,774.73 | ) | 158.86 | — | — | 0.53 | 0.5343 | Monthly | 994.86 | 23,876.52 | 4172013 | 2162017 | |||||||||||||
43814GAC4 | HAROT ABS_14-2-A3 | 2 | 868,368.75 | 865,400.29 | 870,000.00 | 868,686.78 | (3,286.49 | ) | 318.03 | — | — | 0.77 | 0.8596 | Monthly | 0 | 2,828.47 | 7242014 | 3192018 | |||||||||||||
43813UAC4 | HAROT_12-3 ABS 12-1 | 2 | 430,404.08 | 430,627.9 | 430,429.91 | 430,421.58 | 206.32 | 53.18 | — | — | 0.77 | 0.7732 | Monthly | 786.19 | 9,887.7 | 2142012 | 1152016 | ||||||||||||||
43812XAB1 | HAROT_13-3 ABS 13-3 A2 | 2 | 101,464.25 | 101,470.84 | 101,465.77 | 101,464.16 | 6.68 | 4.41 | — | — | 0.54 | 0.5412 | Monthly | 114.00 | 1,841.34 | 7172013 | 1152016 | ||||||||||||||
43812XAC9 | HAROT_13-3 ABS 13-3 A3 | 2 | 3,464,437.28 | 3,467,979.87 | 3,465,000.00 | 3,464,769.44 | 3,210.43 | 231.41 | — | — | 0.77 | 0.7780 | Monthly | 1,185.80 | 26,680.56 | 7172013 | 5152017 | ||||||||||||||
43814GAD2 | HAROT_14-2 SENIOR ABS 14-2 A4 | 2 | 2,001,406.25 | 1,987,973.02 | 2,000,000.00 | 2,001,379.95 | (13,406.93 | ) | (26.30 | ) | — | — | 1.18 | 1.1548 | Monthly | 0 | 3,933.34 | 10282014 | 5182020 | ||||||||||||
413893BG2 | HARRIS COUNTY HOUSTON TEX SPOR MUNITAX BND REV | 1 | 1,289,858.1 | 1,296,230.7 | 1,290,000.00 | 1,289,994.41 | 6,236.29 | 181.96 | — | — | 6.75 | 6.7502 | May-Nov | 0 | 25,192.5 | 12182002 | 11152017 | ||||||||||||||
415690MD5 | HARRISONBURG VA REDEV & HSG AU MUNI BND REV | 1 | 1,298,807.3 | 1,298,962.7 | 1,295,000.00 | 1,295,000 | 3,962.7 | (3,807.30 | ) | — | — | 7 | 6.8428 | Feb-Aug | 0 | 22,662.5 | 6272001 | 8012020 | |||||||||||||
44890QAC7 | HART_13-C ABS 13-C A3 | 2 | 2,324,162.5 | 2,326,625.18 | 2,320,000.00 | 2,323,005.75 | 3,619.43 | (1,113.34 | ) | — | — | 1.01 | 1.0194 | Monthly | 673.33 | 18,646.86 | 7242014 | 2152018 | |||||||||||||
44890RAC5 | HART_14-A ABS 14-A A3 | 2 | 2,288,787.15 | 2,283,167.15 | 2,290,000.00 | 2,289,080.81 | (5,913.66 | ) | 293.66 | — | — | 0.79 | 0.7982 | Monthly | 0 | 13,518.62 | 7242014 | 7162018 | |||||||||||||
44890UAD6 | HART_14-B ABS _14-B-A4 | 2 | 10,532,832.89 | 10,450,434.33 | 10,500,000.00 | 10,530,920.77 | (80,486.44 | ) | (1,912.12 | ) | — | — | 1.46 | 1.4647 | Monthly | 0 | 42,198.01 | 10172014 | 11152019 | ||||||||||||
419791YG7 | HAWAII ST MUNI BND GO | 2,007,940 | 2,004,640 | 2,000,000.00 | 2,000,143.58 | 4,496.42 | (1,688.04 | ) | — | — | 3 | 2.9135 | Feb-Aug | 25,000.00 | 60,000 | 2102010 | 2012015 | ||||||||||||||
BRSQTPNS0 | HEALTHPLAN HOLDINGS INC SENIOR SECURED TERM NOTES | 5,921,052.63 | 5,891,447.37 | 5,921,052.63 | 5,921,052.63 | (29,605.26 | ) | — | — | — | — | — | M-J-S-D | 0 | 69,078.95 | 11282014 | 11122019 | ||||||||||||||
429827AN8 | HEF_04-1 ABS 04-1 A13 144A | 2 | 164,000 | 203,476.6 | 200,000.00 | 171,703.28 | 31,773.32 | (255.72 | ) | — | — | 1.7130701 | 2.9247 | Monthly | 56.80 | 2,560.31 | 9102009 | 1012044 | |||||||||||||
429827AQ1 | HEF_04-1 ABS 04-1 A15 144A | 246,000 | 305,511 | 300,000.00 | 252,856.25 | 52,654.75 | 1,158.30 | — | — | 1.5699993 | 2.3600 | F-M-A-N | 261.73 | 4,039.13 | 9102009 | 1012044 | |||||||||||||||
429827AB4 | HEF_04-1 ABS 04-1 A2 144A | 2 | 164,000 | 203,711.2 | 200,000.00 | 174,061.46 | 29,649.74 | (2,218.23 | ) | — | — | 1.6399998 | 3.0694 | Monthly | 46.33 | 2,396.93 | 9102009 | 1012044 | |||||||||||||
429827AF5 | HEF_04-1 ABS 04-1 A6 144A | 2 | 164,000 | 200,463 | 200,000.00 | 172,636.98 | 27,826.02 | (2,921.23 | ) | — | — | 1.6319997 | 2.9129 | Monthly | 54.80 | 2,381.05 | 9102009 | 1012044 | |||||||||||||
423012AC7 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 2,299,083.33 | 2,298,680.74 | 2,300,000.00 | 2,299,818.18 | (1,137.44 | ) | 245.65 | — | — | 0.8 | 0.8208 | Apr-Oct | 4,250.00 | 18,349.44 | 1092014 | 10012015 | |||||||||||||
423012AB9 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 5,987,624.98 | 5,956,093.95 | 6,025,000.00 | 5,999,229.48 | (43,135.53 | ) | 9,094.01 | — | — | 1.4 | 1.5314 | Apr-Oct | 21,087.50 | 84,350 | 11052013 | 10012017 | |||||||||||||
4252005H1 | HENDERSON NEV MUNI BND GO | 1 | 2,787,406 | 2,818,856.5 | 2,410,000.00 | 2,753,310.33 | 65,546.17 | (34,095.67 | ) | — | — | 5 | (0.4777 | ) | Jun-Dec | 0 | 30,125 | 9172013 | 6012028 | ||||||||||||
427866AS7 | HERSHEY COMPANY THE CORP BND | 1,321,912.75 | 1,337,530.95 | 1,325,000.00 | 1,323,832.61 | 13,698.34 | 623.77 | — | — | 1.5 | 1.5490 | May-Nov | 3,312.50 | 19,875 | 11082011 | 11012016 | |||||||||||||||
BRSHYLWT1 | HERTZ CORPORATION (THE) SENIOR SECURED TERM NOTES | 2 | 5,798,267.86 | 5,719,348.62 | 5,860,979.18 | 5,817,024.79 | (97,676.17 | ) | 17,104.09 | — | — | — | 0.2317 | M-J-S-D | 0 | 179,326.05 | 8012013 | 3112018 | |||||||||||||
428236BU6 | HEWLETT-PACKARD COMPANY CORP BND | 1,045,500 | 1,032,747.65 | 1,000,000.00 | 1,040,276.59 | (7,528.94 | ) | (5,223.41 | ) | — | — | 3.3 | 1.1901 | Jun-Dec | 0 | 8,250 | 12062011 | 12092016 | |||||||||||||
428236BE2 | HEWLETT-PACKARD COMPANY CORP BND | 3,054,060 | 3,029,232.9 | 3,000,000.00 | 3,042,329.2 | (13,096.3 | ) | (11,730.80 | ) | — | — | 2.2 | 0.6504 | Jun-Dec | 0 | 16,500 | 11292010 | 12012015 | |||||||||||||
428236BZ5 | HEWLETT-PACKARD COMPANY SENIOR CORP BND | 500,000 | 491,445.01 | 500,000.00 | 500,000 | (8,554.99 | ) | — | — | — | 1.17 | 1.1700 | J-A-J-O | 0 | 5,735.43 | 1092014 | 1142019 | ||||||||||||||
428236BW2 | HEWLETT-PACKARD COMPANY UNSEC CORP BND | 1,874,718.75 | 1,907,968.43 | 1,875,000.00 | 1,874,858.43 | 33,110 | 49.95 | — | — | 2.6 | 2.6029 | Mar-Sep | 14,354.17 | 48,750 | 3072012 | 9152017 | |||||||||||||||
BRSR060V9 | HIGH PERFORMANCE HOLDINGS INC SENIOR SECURED TERM NOTES | 6,408,720.54 | 6,344,633.33 | 6,408,720.54 | 6,408,720.54 | (64,087.21 | ) | — | — | — | — | — | M-J-S-D | 0 | 75,000 | 12122014 | 12082019 | ||||||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 144A | 2 | 164,000 | 195,409.6 | 200,000.00 | 173,085.85 | 22,323.75 | 894.67 | — | — | 1.379 | 2.6856 | Monthly | 194.02 | 2,446.33 | 9102009 | 1012044 | ||||||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 A9 144A | 2 | 164,224 | 206,077 | 200,000.00 | 172,559.54 | 33,517.46 | 1,006.59 | — | — | 1.7582154 | 3.0348 | Monthly | 281.46 | 2,411.71 | 9102009 | 1012044 | ||||||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF_0 ABS_04-1 A10 | 2 | 164,196 | 187,067.4 | 200,000.00 | 172,367.46 | 14,699.94 | 531.22 | — | — | 1.6569996 | 2.9049 | Monthly | 264.58 | 2,321.37 | 9102009 | 1012044 | ||||||||||||||
BRSKM1X29 | HILTON WORLDWIDE FINANCE LLC SENIOR SECURED TERM NOTES | 3,115,883.44 | 3,100,867.71 | 3,131,541.16 | 3,118,497.83 | (17,630.12 | ) | 6,266.65 | — | — | — | 0.0707 | M-J-S-D | 0 | 179,775.68 | 10312013 | 10262020 | ||||||||||||||
43813EAD8 | HONDA AUTO RECEIVABLES OWNER T ABS 12-2 | 2 | 1,599,694.08 | 1,603,440 | 1,600,000.00 | 1,599,954.92 | 3,485.08 | 98.08 | — | — | 0.91 | 0.9179 | Monthly | 647.10 | 14,559.96 | 4182012 | 5152018 | ||||||||||||||
43814CAD1 | HONDA AUTO RECEIVABLES OWNER T ABS 13-1 | 2 | 6,989,335.94 | 6,991,544.28 | 7,000,000.00 | 6,993,448.45 | (1,904.17 | ) | 4,112.51 | — | — | 0.62 | 0.7002 | Monthly | 0 | 32,550.03 | 3272014 | 3212019 | |||||||||||||
438670QB0 | HONOLULU HAWAII CITY & CNTY MUNI BND GO | 1 | 724,262.5 | 719,394 | 650,000.00 | 717,518.03 | 1,875.97 | (6,744.47 | ) | — | — | 5 | 0.7953 | Jan-Jul | 0 | 8,125 | 1072009 | 7012024 | |||||||||||||
438670Q20 | HONOLULU HAWAII CITY & CNTY MUNITAX BND GO | 1,500,000 | 1,499,085 | 1,500,000.00 | 1,500,000 | (915 | ) | — | — | — | 1.259 | 1.2590 | May-Nov | 3,147.50 | 18,885 | 10262012 | 11012017 | ||||||||||||||
BRSPKZWC4 | HOPLON II INSURANCE LTD CORP BND | D | 9,054,787.5 | 8,193,566.19 | 6,750,000.00 | 9,054,787.5 | (861,221.31 | ) | — | — | (886,950 | ) | 6.525349 | 6.5253 | J-A-J-O | 0 | 184,882.1 | 8082014 | 1082018 | ||||||||||||
442331GP3 | HOUSTON TEX MUNI BND GO | 1 | 1,239,749.55 | 1,224,865.8 | 1,215,000.00 | 1,224,606.73 | 259.07 | (15,142.82 | ) | — | — | 5 | 0.1402 | Mar-Sep | 0 | 15,187.5 | 10192005 | 3012016 | |||||||||||||
442435KD4 | HOUSTON TEX MUNI BND REV | 1 | 620,647.5 | 617,298 | 550,000.00 | 614,954.89 | 2,343.11 | (5,692.61 | ) | — | — | 5 | 0.8274 | May-Nov | 0 | 6,875 | 6202007 | 11152021 | |||||||||||||
442435KC6 | HOUSTON TEX MUNI BND REV | 1 | 1,147,650.35 | 1,140,697.6 | 1,015,000.00 | 1,136,951.09 | 3,746.51 | (10,699.26 | ) | — | — | 5 | 0.7598 | May-Nov | 0 | 12,687.5 | 6202007 | 11152020 | |||||||||||||
44328MAL8 | HSBC BANK PLC CORP BND 144A | F | 3,123,450 | 3,083,028 | 3,000,000.00 | 3,059,948.26 | 23,079.74 | (57,140.43 | ) | — | — | 3.1 | 1.6448 | May-Nov | 14,337.50 | 126,195.83 | 6242013 | 5242016 | |||||||||||||
G463NBBT9 | HSBC BANK PLC SENIOR CORP BND | F | 3,693,081 | 3,652,362.13 | 3,700,000.00 | 3,695,278.87 | (42,916.74 | ) | 1,354.72 | — | — | 1.5 | 1.5390 | May-Nov | 7,091.67 | 55,500 | 5082013 | 5152018 | |||||||||||||
44328MBU7 | HSBC BANK PLC SENIOR CORP BND 144A | F | 1,611,987.2 | 1,606,384.03 | 1,600,000.00 | 1,609,817.05 | (3,433.02 | ) | (2,170.15 | ) | — | — | 0.8721 | 0.6902 | F-M-A-N | 0 | 10,677.81 | 3282014 | 5152018 | ||||||||||||
44328MBT0 | HSBC BANK PLC SENIOR CORP BND 144A | F | 5,739,247.5 | 5,677,778.85 | 5,750,000.00 | 5,742,663.11 | (64,884.26 | ) | 8,339.34 | — | — | 1.5 | 1.5390 | May-Nov | 20,604.17 | 98,124.99 | 5082013 | 5152018 | |||||||||||||
G463AQPM0 | HSBC BANK PLC SENIOR LOCAL BND EMTN | D | 1,557,432.87 | 1,564,722.54 | 1,000,000.00 | 1,557,278.59 | 7,443.95 | (137.73 | ) | — | 2,157.76 | 0.95525 | 0.9462 | F-M-A-N | 1,792.78 | 15,494.49 | 11132013 | 5162016 | |||||||||||||
40428HPJ5 | HSBC BANK USA INC SENIOR CORP BND | 938,383.2 | 960,799.39 | 940,000.00 | 938,775.19 | 22,024.2 | 308.73 | — | — | 2.625 | 2.6620 | Mar-Sep | 6,748.13 | 24,675.02 | 9172013 | 9242018 | |||||||||||||||
40428HPK2 | HSBC BANK USA INC SENIOR CORP BND | 6,250,000 | 6,312,502.94 | 6,250,000.00 | 6,250,000 | 62,502.94 | — | — | — | 1.1351 | 1.1351 | M-J-S-D | 1,567.15 | 70,790.2 | 9172013 | 9242018 | |||||||||||||||
404280AR0 | HSBC HOLDINGS PLC CAPSEC CORP BND | F | 1 | 8,765,000 | 8,807,510.25 | 8,765,000.00 | 8,765,000 | 42,510.25 | — | — | — | 5.625 | 5.6250 | Jan-Jul | 0 | 142,431.25 | 9102014 | 1019999 | |||||||||||||
404280AP4 | HSBC HOLDINGS PLC SUB CORP BND | F | 10,881,445 | 10,885,164.78 | 10,500,000.00 | 10,867,680.82 | 17,483.96 | (13,764.18 | ) | — | — | 4.25 | 3.7740 | Mar-Sep | 0 | 189,420.13 | 8192014 | 3142024 | |||||||||||||
G463CFAA4 | HSBC HOLDINGS PLC SUB LOCAL BND EMTN | D | 1 | 2,421,694.03 | 2,388,583.89 | 1,400,000.00 | 2,414,598.36 | (26,014.47 | ) | (8,058.66 | ) | — | (20,345.58 | ) | 6.375 | 2.7081 | October | 0 | 15,284.21 | 11252014 | 10182022 | ||||||||||
40428HPN6 | HSBC USA INC SENIOR CORP BND | 299,817 | 299,434.57 | 300,000.00 | 299,821.65 | (387.08 | ) | 4.65 | — | — | 2.375 | 2.3878 | May-Nov | 0 | 969.79 | 11052014 | 11132019 | ||||||||||||||
40428HPH9 | HSBC USA INC SENIOR CORP BND | 2,991,420 | 2,989,286.04 | 3,000,000.00 | 2,994,779.48 | (5,493.44 | ) | 2,514.23 | — | — | 1.625 | 1.6839 | Jan-Jul | 45,357.81 | 73,995.73 | 12132012 | 1162018 | ||||||||||||||
C4438BAC0 | HUSKY INJECTION MOLDING SYS LT SENIOR SECURED TERM NOTES | A | 1 | 382,268.97 | 377,626.04 | 384,189.92 | 382,390.08 | (4,764.04 | ) | 128.44 | — | — | — | 0.0713 | M-J-S-D | 0 | 7,969.31 | 6262014 | 6302021 | ||||||||||||
448814JB0 | HYDRO-QUEBEC SENIOR CORP BND | A | 2,040,560 | 2,039,239.8 | 2,000,000.00 | 2,034,683.55 | 4,556.25 | (5,876.45 | ) | — | — | 2 | 0.8300 | Jun-Dec | 0 | 10,000 | 6232011 | 6302016 | |||||||||||||
4488148U0 | HYDRO-QUEBEC SENIOR CORP BND | A | 4,994,200 | 5,029,299.95 | 5,000,000.00 | 4,997,091.03 | 32,208.92 | 1,152.29 | — | — | 1.375 | 1.3991 | Jun-Dec | 2,291.67 | 68,750 | 6122012 | 6192017 | ||||||||||||||
44890HAC7 | HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B | 2 | 901,943.38 | 902,403.81 | 902,097.10 | 902,073.92 | 329.89 | 296.77 | — | — | 0.62 | 0.6285 | Monthly | 1,365.10 | 17,324.76 | 7102012 | 9152016 | ||||||||||||||
44890LAB0 | HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B A2 | 2 | 52,606.2 | 52,611.19 | 52,606.45 | 52,604.95 | 6.24 | 2.08 | — | — | 0.53 | 0.5297 | Monthly | 120.13 | 1,632.74 | 6192013 | 3152016 | ||||||||||||||
44890LAC8 | HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B A3 | 2 | 1,424,920.44 | 1,425,996.28 | 1,425,000.00 | 1,424,973.51 | 1,022.77 | 13.47 | — | — | 0.71 | 0.7192 | Monthly | 449.67 | 10,117.56 | 11052013 | 9152017 | ||||||||||||||
44920UAC2 | HYUNDAI CAP SVC CORP BND 144A | F | 2,982,210 | 3,130,610.46 | 3,000,000.00 | 2,994,470.67 | 136,139.79 | 3,325.85 | — | — | 4.375 | 4.4979 | Jan-Jul | 56,145.83 | 131,250 | 1202011 | 7272016 | ||||||||||||||
44923QAB0 | HYUNDAI CAPITAL AMERICA CORP BND 144A | 1,991,020 | 2,095,696.42 | 2,000,000.00 | 1,995,779.22 | 99,917.2 | 1,617.40 | — | — | 4 | 4.0920 | Jun-Dec | 5,111.11 | 80,000 | 12012011 | 6082017 | |||||||||||||||
45200FJS9 | ILLINOIS FIN MUNI BND REV | 1 | 6,044,274 | 6,031,638 | 5,400,000.00 | 6,000,214.86 | 31,423.14 | (44,059.14 | ) | — | — | 5 | 1.5987 | May-Nov | 0 | 67,500 | 5302008 | 5152019 | |||||||||||||
4521518V8 | ILLINOIS ST MUNI BND GO | 900,000 | 900,000 | 900,000.00 | 900,000 | — | — | — | — | 4.421 | 4.4210 | Jan-Jul | 50,841.50 | 97,900.59 | 1082010 | 1012015 | |||||||||||||||
452227FG1 | ILLINOIS ST SALES TAX REV MUNITAX BND REV | 4,100,000 | 4,136,203 | 4,100,000.00 | 4,100,000 | 36,203 | — | — | — | 1.56 | 1.5600 | Jun-Dec | 2,842.67 | 63,960 | 5102012 | 6152017 | |||||||||||||||
G4721VAY0 | IMPERIAL TOBACCO FIN PLC CORP BND | D | 1,223,468.18 | 1,221,065.06 | 680,000.00 | 1,221,847.88 | (782.82 | ) | (1,620.30 | ) | — | (1,799.65 | ) | 6.25 | 2.1865 | December | 0 | 2,727.35 | 12152014 | 12042018 | |||||||||||
BRSMHGLN5 | IMS HEALTH INCORPORATED IMS HEALTH INCORPORATED | 7,126,887.39 | 6,994,550.49 | 7,138,826.18 | 7,128,177.63 | (133,627.14 | ) | 1,290.24 | — | — | — | 0.0237 | M-J-S-D | 0 | 175,976.76 | 4012014 | 3172021 | ||||||||||||||
454795DR3 | IN HLTH CLARIAN MUNI BND REV | 1 | 381,825.5 | 385,917 | 350,000.00 | 379,662.71 | 6,254.29 | (2,162.79 | ) | — | — | 5.25 | 2.5784 | May-Nov | 0 | 4,593.75 | 4102008 | 11012025 | |||||||||||||
454795DQ5 | IN HLTH CLARIAN MUNI BND REV | 1 | 405,442 | 404,281.3 | 365,000.00 | 402,666.43 | 1,614.87 | (2,775.57 | ) | — | — | 5.25 | 2.0303 | May-Nov | 0 | 4,790.62 | 4102008 | 11012024 | |||||||||||||
45505UAH1 | INDIANA ST FINANCE AUTHORITY MUNI BND REV | 2,301,800 | 2,273,080 | 2,000,000.00 | 2,283,419.06 | (10,339.06 | ) | (18,380.94 | ) | — | — | 5 | 1.2040 | May-Nov | 0 | 25,000 | 3202008 | 11012018 | |||||||||||||
45506DCD5 | INDIANA ST FINANCE AUTHORITY MUNI BND REV | 1 | 2,909,805 | 2,938,314 | 2,550,000.00 | 2,899,429.48 | 38,884.52 | (10,375.52 | ) | — | — | 5 | 2.9500 | Jan-Jul | 0 | 31,875 | 9172013 | 7012028 | |||||||||||||
4551677N0 | INDIANA UNIV REVS MUNI BND REV | 1 | 255,040.8 | 252,063.35 | 235,000.00 | 252,296.97 | (233.62 | ) | (2,743.83 | ) | — | — | 5 | 0.3369 | Feb-Aug | 0 | 2,937.5 | 1302013 | 8012017 | ||||||||||||
4551677Q3 | INDIANA UNIV REVS MUNI BND REV | 1 | 828,127.8 | 820,125.9 | 765,000.00 | 819,495.1 | 630.8 | (8,632.70 | ) | — | — | 5 | 0.4801 | Feb-Aug | 0 | 9,562.5 | 1302013 | 8012017 | |||||||||||||
455167Q66 | INDIANA UNIV REVS MUNI BND REV | 1,085,090 | 1,072,630 | 1,000,000.00 | 1,073,441.08 | (811.08 | ) | (11,648.92 | ) | — | — | 5 | 0.3467 | Feb-Aug | 0 | 12,500 | 6082006 | 8012016 | |||||||||||||
BRSEKNUF1 | INEOS US FINANCE LLC SENIOR SEC TERM NOTES | 2 | 3,031,619.14 | 2,961,615.96 | 3,046,068.20 | 3,035,794.44 | (74,178.48 | ) | 3,205.86 | — | — | — | 0.0997 | J-A-J-O | 0 | 117,654.63 | 9122013 | 5042018 | |||||||||||||
BRSJFKKC0 | INFOR US INC SENIOR SECURED TERM NOTES | 1,024,909.63 | 995,730.45 | 1,024,909.63 | 1,024,909.63 | (29,179.18 | ) | — | — | — | — | — | F-M-A-N | 0 | 39,562.9 | 5242013 | 6032020 | ||||||||||||||
BRSLNXDD4 | INFOR US INC SENIOR SECURED TERM NOTES | 3,153,078.93 | 3,083,260.7 | 3,171,100.18 | 3,154,131.47 | (70,870.77 | ) | 1,113.70 | — | — | — | 0.0975 | M-J-S-D | 0 | 52,522.36 | 7312014 | 6032020 | ||||||||||||||
449786AR3 | ING BANK NV CORP BND 144A | F | 3,714,234.75 | 3,754,847.09 | 3,725,000.00 | 3,722,323 | 32,524.09 | 3,608.29 | — | — | 2 | 2.0999 | Mar-Sep | 19,866.67 | 74,500 | 9182012 | 9252015 | ||||||||||||||
N4R203EJ2 | ING BANK NV SENIOR BND CORP EMTN | D | 1,215,988.25 | 1,144,706.13 | 700,000.00 | 1,193,124.97 | (48,418.84 | ) | (32,226.98 | ) | — | (57,396.44 | ) | 3.875 | 1.7603 | December | 0 | 62,554.93 | 1022014 | 12232016 | |||||||||||
449786AX0 | ING BANK NV SENIOR CORP BND 144A | F | 748,440 | 752,167.95 | 750,000.00 | 749,378.79 | 2,789.16 | 518.62 | — | — | 1.375 | 1.4461 | Mar-Sep | 3,265.63 | 10,312.5 | 2282013 | 3072016 | ||||||||||||||
449786AW2 | ING BANK NV SENIOR CORP BND 144A | F | 1,120,000 | 1,125,790.38 | 1,120,000.00 | 1,120,000 | 5,790.38 | — | — | — | 1.18535 | 1.1854 | M-J-S-D | 6,181.76 | 55,160.73 | 2282013 | 3072016 | ||||||||||||||
45687AAL6 | INGERSOLL-RAND GLOBAL HOLDING SENIOR CORP BND | R | 2,989,816.8 | 3,004,606.42 | 2,964,000.00 | 2,986,948.56 | 17,657.86 | (3,027.61 | ) | — | — | 2.875 | 2.6712 | Jan-Jul | 0 | 53,505.34 | 6162014 | 1152019 | |||||||||||||
456873AA6 | INGERSOLL-RAND LUXEMBOURG FINA SENIOR CORP BND | F | 1 | 3,005,460 | 2,976,152.58 | 3,000,000.00 | 3,005,296.4 | (29,143.82 | ) | (163.60 | ) | — | — | 2.625 | 2.5889 | May-Nov | 0 | 13,562.5 | 10242014 | 5012020 | |||||||||||
458140AH3 | INTEL CORPORATION CORP BND | 3,064,200 | 3,050,454.93 | 3,000,000.00 | 3,056,062.67 | (5,607.74 | ) | (8,056.75 | ) | — | — | 1.95 | 0.8698 | Apr-Oct | 8,775.00 | 19,792.5 | 10182011 | 10012016 | |||||||||||||
4581X0BV9 | INTER AMERICAN DEV BK CORP BND | F | 4,019,960 | 4,023,240.04 | 4,000,000.00 | 4,015,035.93 | 8,204.11 | (9,384.77 | ) | — | — | 1.125 | 0.9520 | Mar-Sep | 0 | 62,656.25 | 4042014 | 3152017 | |||||||||||||
458182DT6 | INTER-AMERICAN DEV BANK CORP BND | E | 2,050,000 | 2,059,020.04 | 2,050,000.00 | 2,050,000 | 9,020.04 | — | — | — | 0.2699 | 0.2699 | M-J-S-D | 1,079.85 | 15,374.58 | 9052013 | 9122018 | ||||||||||||||
45818WAT3 | INTER-AMERICAN DEV BANK CORP BND EMTN | E | 6,000,000 | 5,985,899.94 | 6,000,000.00 | 6,000,000 | (14,100.06 | ) | — | — | — | 0.2371 | 0.2371 | M-J-S-D | 0 | 7,263.53 | 6132014 | 6202018 | |||||||||||||
459200HB0 | INTERNATIONAL BUSINESS MACHINE CORP BND | 4,127,963.5 | 4,150,871.5 | 4,150,000.00 | 4,149,211.29 | 1,660.21 | 8,041.59 | — | — | 0.55 | 0.7450 | Feb-Aug | 9,193.40 | 22,825 | 5012012 | 2062015 | |||||||||||||||
459200HC8 | INTERNATIONAL BUSINESS MACHINE CORP BND | 4,823,078.55 | 4,842,035.93 | 4,830,000.00 | 4,829,927.28 | 12,108.65 | 1,442.55 | — | — | 1.25 | 1.3419 | Feb-Aug | 16,488.71 | 50,710.94 | 1132014 | 2062017 | |||||||||||||||
459200GU9 | INTERNATIONAL BUSINESS MACHINE CORP BND | 5,098,200 | 5,071,575 | 5,000,000.00 | 5,078,595.75 | (7,020.75 | ) | (19,604.25 | ) | — | — | 2 | 0.4398 | Jan-Jul | 0 | 25,000 | 6152011 | 1052016 | |||||||||||||
459200HK0 | INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND | 1,149,710.1 | 1,142,253.17 | 1,155,000.00 | 1,151,675.48 | (9,422.31 | ) | 1,042.27 | — | — | 1.25 | 1.3450 | Feb-Aug | 5,734.89 | 14,437.5 | 2052013 | 2082018 | ||||||||||||||
459200HD6 | INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND | 4,542,447 | 4,556,324.5 | 4,550,000.00 | 4,549,086.75 | 7,237.75 | 2,530.63 | — | — | 0.75 | 0.8061 | May-Nov | 4,739.58 | 34,125 | 5082012 | 5112015 | |||||||||||||||
45950VCP9 | INTERNATIONAL FINANCE CO CORP BND | E | 670,884.48 | 670,891.2 | 672,000.00 | 671,301.98 | (410.78 | ) | 2,106.07 | — | — | 0.625 | 0.6810 | May-Nov | 3,221.60 | 24,026.97 | 11052013 | 11152016 | |||||||||||||
G4804LAA4 | INTRCONT HOTELS LOCAL BND | D | 2,017,729.6 | 1,855,234.31 | 1,100,000.00 | 1,965,721.77 | (110,487.46 | ) | (64,440.57 | ) | — | (117,857.97 | ) | 6 | 1.8847 | December | 0 | 99,217.56 | 4032014 | 12092016 | |||||||||||
462466AW3 | IOWA FIN AUTH REV MUNI BND REV | 814,490 | 809,426.1 | 790,000.00 | 809,225.02 | 201.08 | (5,264.98 | ) | — | — | 5 | 2.2955 | Jun-Dec | 0 | 9,875 | 9152006 | 12012015 | ||||||||||||||
46247NAK1 | IOWA FIN AUTH REV MUNI BND REV | 1,081,300 | 1,071,610 | 1,000,000.00 | 1,073,137.69 | (1,527.69 | ) | (8,162.31 | ) | — | — | 5 | 1.6697 | Apr-Oct | 0 | 12,500 | 3222007 | 4012017 | |||||||||||||
462466AY9 | IOWA FIN AUTH REV MUNI BND REV | 1 | 1,136,968.1 | 1,129,000.2 | 1,090,000.00 | 1,131,636.79 | (2,636.59 | ) | (5,331.31 | ) | — | — | 5 | 2.9334 | Jun-Dec | 0 | 13,625 | 9152006 | 12012017 | ||||||||||||
46603BAB5 | IVYH_14-9A MEZZANIN ABS_14-9A-B1 144A | F | 2 | 3,938,672.8 | 3,927,207.34 | 4,000,000.00 | 3,940,458.35 | (13,251.01 | ) | 1,785.55 | — | — | 2.6851 | 2.9465 | J-A-J-O | 0 | 23,569.21 | 10012014 | 10182025 | ||||||||||||
BRSKL00G7 | JBS USA LLC SENIOR SECURED TERM NOTES | 1,182,060 | 1,167,210 | 1,188,000.00 | 1,183,132.5 | (15,922.5 | ) | 906.98 | — | — | — | 0.0708 | M-J-S-D | 0 | 45,354.99 | 9272013 | 9182020 | ||||||||||||||
47787BAD7 | JDOT_12-A ABS 12-A | 2 | 3,999,112.4 | 4,006,919.88 | 4,000,000.00 | 3,999,764.71 | 7,155.17 | 234.70 | — | — | 0.99 | 0.9979 | Monthly | 1,760.00 | 39,600 | 2222012 | 6152018 | ||||||||||||||
477879AC4 | JDOT_13-B ABS_13-B A3 | 2 | 4,724,355.98 | 4,734,875.25 | 4,725,000.00 | 4,724,692.13 | 10,183.12 | 259.81 | — | — | 0.87 | 0.8770 | Monthly | 1,827.00 | 41,107.56 | 8272013 | 8152017 | ||||||||||||||
473240EC9 | JEFFERSON CNTY MO SCH DIST NO MUNITAX BND GO | 312,726 | 311,148 | 300,000.00 | 311,393.37 | (245.37 | ) | (1,332.63 | ) | — | — | 3 | 1.2152 | Mar-Sep | 0 | 2,250 | 9212012 | 3012017 | |||||||||||||
476576HQ9 | JERSEY CITY N J MUNITAX BND GO | 2,225,000 | 2,230,940.75 | 2,225,000.00 | 2,225,000 | 5,940.75 | — | — | — | 2.525 | 2.5250 | Mar-Sep | 0 | 3,277.24 | 11212014 | 9012019 | |||||||||||||||
24422ESB6 | JOHN DEERE CAPITAL CORP CORP BND MTN | 5,976,760 | 5,936,801.16 | 6,000,000.00 | 5,981,699.26 | (44,898.1 | ) | 3,121.39 | — | — | 1.3 | 1.3479 | Mar-Sep | 19,680.56 | 68,250 | 3062013 | 3122018 | ||||||||||||||
24422ESK6 | JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN | 1,989,880 | 1,994,719.4 | 2,000,000.00 | 1,990,449.51 | 4,269.89 | 569.51 | — | — | 1.95 | 2.0700 | Mar-Sep | 0 | 9,750 | 2252014 | 3042019 | |||||||||||||||
24422ERN1 | JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN | 4,923,571.75 | 4,936,928.1 | 4,925,000.00 | 4,924,370.88 | 12,557.22 | 377.32 | — | — | 1.4 | 1.4059 | Mar-Sep | 42,355.83 | 93,500.55 | 2222012 | 3152017 | |||||||||||||||
24422ESS9 | JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN | 5,043,750 | 5,023,067.1 | 5,000,000.00 | 5,042,195 | (19,127.9 | ) | (1,555.00 | ) | — | — | 2.3 | 2.1102 | Mar-Sep | 0 | 23,575 | 10232014 | 9162019 | |||||||||||||
24422ERZ4 | JOHN DEERE CAPITAL CORP UNSECURED CORP BND MTN | 634,326.9 | 635,480.76 | 635,000.00 | 634,760.81 | 719.95 | 224.47 | — | — | 0.75 | 0.7859 | Jan-Jul | 2,103.44 | 4,762.5 | 1172013 | 1222016 | |||||||||||||||
478111AA5 | JOHNS HOPKINS HEALTH SYSTEM CO SENIOR CORP BND | 244,815 | 248,286.09 | 250,000.00 | 245,169.52 | 3,116.57 | 354.52 | — | — | 1.424 | 2.0200 | May-Nov | 0 | 890 | 5012013 | 5152018 | |||||||||||||||
478160AW4 | JOHNSON & JOHNSON CORP BND | 122,861.25 | 129,994.1 | 125,000.00 | 123,712.63 | 6,281.47 | 204.62 | — | — | 2.95 | 3.1500 | Mar-Sep | 1,229.17 | 3,687.5 | 8122010 | 9012020 | |||||||||||||||
478160BF0 | JOHNSON & JOHNSON SENIOR CORP BND | 1,997,580 | 1,994,028.48 | 2,000,000.00 | 1,998,446.05 | (4,417.57 | ) | 806.13 | — | — | 0.7 | 0.7411 | May-Nov | 1,011.11 | 13,999.99 | 12022013 | 11282016 | ||||||||||||||
478160BL7 | JOHNSON & JOHNSON SENIOR CORP BND | 2,647,906.5 | 2,634,793.11 | 2,650,000.00 | 2,647,984.41 | (13,191.3 | ) | 77.91 | — | — | 1.125 | 1.1519 | May-Nov | 0 | 3,312.5 | 11182014 | 11212017 | ||||||||||||||
478160BE3 | JOHNSON & JOHNSON SENIOR CORP BND | 5,000,000 | 5,003,650.3 | 5,000,000.00 | 5,000,000 | 3,650.3 | — | — | — | 0.3056 | 0.3056 | F-M-A-N | 1,167.38 | 15,461.79 | 12022013 | 11282016 | |||||||||||||||
418097AD3 | JORDAN (HASHEMITE KINGDOM OF) AGENCY BND | F | 10,000,000 | 10,050,000 | 10,000,000.00 | 10,000,000 | 50,000 | — | — | — | 1.945 | 1.9450 | Jun-Dec | 0 | 114,538.9 | 6232014 | 6232019 | ||||||||||||||
46630JAC3 | JP MORGAN CHASE COMMERCIAL MOR CMBS 07-LDPX A3 | 2 | 7,801,628.75 | 7,584,352.24 | 7,104,247.01 | 7,614,439.58 | (30,087.34 | ) | (230,455.29 | ) | — | — | 5.42 | (0.9819 | ) | Monthly | 0 | 282,540.85 | 4082014 | 1152049 | |||||||||||
46640LAB8 | JPMBB COMMERCIAL MORTGAGE SECU SENIOR CMBS_13-C14 A2 | 2 | 2,209,382.81 | 2,217,211.24 | 2,140,000.00 | 2,203,172.63 | 14,038.61 | (6,210.18 | ) | — | — | 3.0193 | 1.9399 | Monthly | 0 | 18,307.03 | 9162014 | 8152046 | |||||||||||||
46641WAT4 | JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A2 | 2 | 1,910,646.29 | 1,921,761.43 | 1,855,000.00 | 1,902,469.05 | 19,292.38 | (8,177.24 | ) | — | — | 3.0456 | 2.2687 | Monthly | 0 | 34,525.26 | 4292014 | 4152047 | |||||||||||||
46643ABB8 | JPMBB_14-C23 SENIOR SENIOR CMBS _14-C23-A2 | 2 | 7,209,986 | 7,285,810 | 7,000,000.00 | 7,199,574.26 | 86,235.74 | (10,411.74 | ) | — | — | 3.1813 | 2.5286 | Monthly | 0 | 56,291.32 | 9172014 | 9152047 | |||||||||||||
46639EAB7 | JPMCC_12-LC9 PRELCF SENIOR CMBS_12-LC9-A2 | 2 | 1,131,500.78 | 1,131,435.09 | 1,130,000.00 | 1,131,348.75 | 86.34 | (152.03 | ) | — | — | 1.6769 | 1.6195 | Monthly | 0 | 4,263.52 | 10072014 | 12152047 | |||||||||||||
46641BAB9 | JPMCC_13-C16 SENIOR CMBS 13-C16 | 2 | 4,500,916.02 | 4,482,732.88 | 4,325,000.00 | 4,493,033.33 | (10,300.45 | ) | (7,882.69 | ) | — | — | 3.07 | 1.8505 | Monthly | 0 | 21,023.1 | 10302014 | 12152046 | ||||||||||||
46642CBE9 | JPMCC_14-C20 SENIOR CMBS 14-C20-A2 | 2 | 7,209,986 | 7,199,080.14 | 7,000,000.00 | 7,187,729.58 | 11,350.56 | (22,256.42 | ) | — | — | 2.8716 | 2.2074 | Monthly | 0 | 104,972.94 | 6122014 | 7152047 | |||||||||||||
46641KAA1 | JPMCC_14-FBLU SENIOR CMBS 14-FBLU A 144A | 2 | 5,004,687.5 | 5,000,720 | 5,000,000.00 | 5,003,318.82 | (2,598.82 | ) | (1,368.68 | ) | — | — | 1.111 | 1.0739 | Monthly | 0 | 39,097.07 | 4152014 | 12152028 | ||||||||||||
4.66247E+79 | JPMMT | 65,403.38 | 59,005.87 | 65,352.30 | 65,374.64 | (6,368.77 | ) | (862.32 | ) | — | — | 2.65045 | 2.6216 | Monthly | 171.41 | 1,866.08 | |||||||||||||||
46643DAE7 | JPMMT_14-OAK4 WHOLE CMO 14-OAK4 | 2 | 3,789,439.65 | 3,812,618.59 | 3,740,347.59 | 3,787,328.39 | 25,290.2 | (5,519.20 | ) | — | — | 3.5 | 3.1650 | Monthly | 0 | 30,488.01 | 10072014 | 9252044 | |||||||||||||
48127FAA1 | JPMORGAN CHASE & CO CAPSEC CORP BND | 1 | 7,439,250 | 7,350,000 | 7,500,000.00 | 7,440,268.26 | (90,268.26 | ) | 1,018.26 | — | — | 5 | 5.0463 | Jan-Jul | 0 | 157,291.68 | 8132014 | 12312049 | |||||||||||||
46625HCE8 | JPMORGAN CHASE & CO CORP BND | 182,024.5 | 176,120 | 175,000.00 | 175,235.48 | 884.52 | (1,422.05 | ) | — | — | 4.75 | 3.9082 | Mar-Sep | 2,770.83 | 8,312.5 | 10292009 | 3012015 | ||||||||||||||
46625HHX1 | JPMORGAN CHASE & CO CORP BND | 6,416,840 | 6,160,956 | 6,000,000.00 | 6,162,226.88 | (1,270.88 | ) | (150,513.32 | ) | — | — | 3.45 | 1.0599 | Mar-Sep | 80,500.00 | 225,879.17 | 3082013 | 3012016 | |||||||||||||
46625HJA9 | JPMORGAN CHASE & CO CORP BND | 8,363,137.2 | 8,255,214.86 | 8,025,000.00 | 8,226,423.79 | 28,791.07 | (131,201.92 | ) | — | — | 3.15 | 2.6291 | Jan-Jul | 123,585.00 | 252,787.5 | 6022014 | 7052016 | ||||||||||||||
46625HJG6 | JPMORGAN CHASE & CO CORP BND | 8,769,467 | 8,760,380.58 | 8,775,000.00 | 8,776,340.7 | (15,960.12 | ) | 5,431.15 | — | — | 1.8 | 1.6989 | Jan-Jul | 15,600.00 | 46,162.5 | 11252014 | 1252018 | ||||||||||||||
U4806JAC7 | JPMORGAN CHASE & CO CORP BND EMTN | O | 1,133,880.69 | 1,124,331.52 | 680,000.00 | 1,131,885.25 | (7,553.73 | ) | (2,161.72 | ) | — | (7,785.97 | ) | 4.25 | 1.2873 | Jan-Jul | 0 | 3,205.8 | 12042014 | 1252017 | |||||||||||
48127HAA7 | JPMORGAN CHASE & CO SENIOR CORP BND | 2,394,912 | 2,375,487.86 | 2,400,000.00 | 2,395,100.66 | (19,612.8 | ) | 188.66 | — | — | 2.2 | 2.2451 | Apr-Oct | 0 | 10,120 | 10152014 | 10222019 | ||||||||||||||
46625HJL5 | JPMORGAN CHASE & CO SENIOR CORP BND | 3,227,387.2 | 3,224,610.71 | 3,265,000.00 | 3,236,255.33 | (11,644.62 | ) | 8,238.83 | — | — | 1.625 | 1.8959 | May-Nov | 13,527.68 | 54,229.87 | 11262013 | 5152018 | ||||||||||||||
46623EJU4 | JPMORGAN CHASE & CO SENIOR CORP BND | 4,144,978.5 | 4,149,843.13 | 4,150,000.00 | 4,148,051.23 | 1,791.9 | 2,269.92 | — | — | 1.125 | 1.1662 | Feb-Aug | 27,929.69 | 63,562.5 | 2212013 | 2262016 | |||||||||||||||
48126EAA5 | JPMORGAN CHASE & CO SENIOR CORP BND | 4,529,045 | 4,542,618.02 | 4,500,000.00 | 4,525,113.42 | 17,504.6 | (17,411.17 | ) | — | — | 2 | 2.0380 | Feb-Aug | 37,777.78 | 110,083.33 | 4012014 | 8152017 | ||||||||||||||
46625HJF8 | JPMORGAN CHASE & CO SENIOR CORP BND | 11,620,000 | 11,711,217.46 | 11,620,000.00 | 11,620,000 | 91,217.46 | (17,144.80 | ) | — | — | 1.1336 | 1.1336 | J-A-J-O | 32,081.24 | 207,975.54 | 1172013 | 1252018 | ||||||||||||||
46623EJP5 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 3,372,637.5 | 3,384,146.25 | 3,375,000.00 | 3,374,826.06 | 9,320.19 | 800.17 | — | — | 1.875 | 1.8991 | Mar-Sep | 17,753.91 | 63,281.26 | 3142012 | 3202015 | |||||||||||||||
46625HJQ4 | JPMORGAN CHASE & CO SUB CORP BND | 1 | 3,187,500 | 3,131,250 | 3,000,000.00 | 3,186,925.81 | (55,675.81 | ) | (574.19 | ) | — | — | 6.75 | 5.8548 | Feb-Aug | 0 | 8,437.51 | 12112014 | 12312049 | ||||||||||||
46625HJY7 | JPMORGAN CHASE & CO SUB CORP BND | 6,630,008.75 | 6,654,642.86 | 6,665,000.00 | 6,630,910.56 | 23,732.3 | 901.81 | — | — | 3.875 | 3.9390 | Mar-Sep | 0 | 79,632.86 | 9032014 | 9102024 | |||||||||||||||
48121CJN7 | JPMORGAN CHASE BANK NA CORP BND | 5,424,650 | 5,319,784.3 | 5,000,000.00 | 5,361,486.61 | (41,702.31 | ) | (63,163.39 | ) | — | — | 5.875 | 0.8402 | Jun-Dec | 0 | 73,437.5 | 1182012 | 6132016 | |||||||||||||
BRS2RYU09 | JPMORGAN CHASE BANK NA SUB CORP BND | O | 1,258,281.25 | 1,246,058.94 | 750,000.00 | 1,255,365.79 | (9,306.85 | ) | (3,174.62 | ) | — | (8,635.36 | ) | 5.375 | 1.4883 | September | 0 | 4,531.62 | 12042014 | 9282016 | |||||||||||
BRSNZFA49 | KARMAN BUYER CORP SENIOR SECURED TERM NOTES | 1 | 1,213,288.4 | 1,206,446.55 | 1,216,329.22 | 1,213,455.01 | (7,008.46 | ) | 166.61 | — | — | — | 0.0356 | M-J-S-D | 0 | 11,062.88 | 11212014 | 7232021 | |||||||||||||
487684H62 | KELLER TEX MUNI BND GO | 1 | 2,451,018.2 | 2,424,387.7 | 2,410,000.00 | 2,423,375.5 | 1,012.2 | (27,642.70 | ) | — | — | 5 | 0.4508 | Feb-Aug | 0 | 30,125 | 8262005 | 8152016 | |||||||||||||
487836BF4 | KELLOGG COMPANY CORP BND | 253,590 | 252,992.06 | 250,000.00 | 253,166.03 | (173.97 | ) | (423.97 | ) | — | — | 1.875 | 1.1902 | May-Nov | 0 | 1,171.88 | 11142011 | 11172016 | |||||||||||||
487836BH0 | KELLOGG COMPANY SENIOR CORP BND | 3,027,000 | 3,017,575.62 | 3,000,000.00 | 3,024,439.9 | (6,864.28 | ) | (2,560.10 | ) | — | — | 1.75 | 1.4001 | May-Nov | 0 | 13,125 | 5152012 | 5172017 | |||||||||||||
49327M2F0 | KEY BANK NATIONAL ASSOCIATION SENIOR CORP BND | 499,780 | 501,707.31 | 500,000.00 | 499,782.56 | 1,924.75 | 2.56 | — | — | 2.5 | 2.5091 | Jun-Dec | 0 | 1,284.72 | 11182014 | 12152019 | |||||||||||||||
BRSP750D8 | KEY SAFETY SYSTEMS INC SENIOR SECURED TERM LOAN | 1,155,289.7 | 1,153,414.7 | 1,159,210.75 | 1,155,431.11 | (2,016.41 | ) | 343.78 | — | — | — | 0.0483 | M-J-S-D | 0 | (432.17 | ) | 8072014 | 8292021 | |||||||||||||
494074AE7 | KILIMANJARO RE LIMITED CORP BND 144A | F | 16,750,000 | 16,712,982.5 | 16,750,000.00 | 16,750,000 | (37,017.5 | ) | — | — | — | 3.75 | 3.7678 | J-A-J-O | 0 | 76,770.83 | 11072014 | 11252019 | |||||||||||||
49456BAD3 | KINDER MORGAN HOLDCO LLC SENIOR CORP BND | 2,582,053.1 | 2,564,711.22 | 2,585,000.00 | 2,582,145.04 | (17,433.82 | ) | 175.99 | — | — | 2 | 2.0391 | Jun-Dec | 0 | 9,187.5 | 11242014 | 12012017 | ||||||||||||||
49456BAE1 | KINDER MORGAN HOLDCO LLC SENIOR CORP BND | 1 | 7,285,024 | 7,194,432.15 | 7,295,000.00 | 7,285,187.28 | (90,755.13 | ) | 163.28 | — | — | 3.05 | 3.0939 | Jun-Dec | 0 | 16,496.67 | 12102014 | 12012019 | |||||||||||||
BRSM2E0G4 | KINETIC CONCEPTS INC / KCI USA SENIOR SECURED TERM LOAN | 245,643.76 | 243,111.17 | 245,643.76 | 245,643.76 | (2,532.59 | ) | — | — | — | — | — | M-J-S-D | 0 | 4,410.94 | 4302014 | 11042016 | ||||||||||||||
496026KV6 | KINGS LOC SCH DIST OHIO MUNITAX BND GO | 1,250,394.5 | 1,243,078.3 | 1,165,000.00 | 1,245,387.08 | (2,308.78 | ) | (5,007.42 | ) | — | — | 3.75 | 1.9121 | Jun-Dec | 0 | 10,921.88 | 2212013 | 12012018 | |||||||||||||
482485AC3 | KKR_13-2A ABS 13-2A 144A | F | 2 | 1,516,800 | 1,523,590.82 | 1,600,000.00 | 1,519,240.14 | 4,350.68 | 2,440.14 | — | — | 2.0306 | 2.9593 | J-A-J-O | 0 | 6,498.14 | 10162014 | 1232026 | |||||||||||||
BRSF9BJL7 | KLOECKNER HOLDINGS GP S.A. TERM LOAN | E | 307,842.5 | 314,321.33 | 314,125.00 | 311,301.49 | 3,019.84 | 2,170.85 | — | — | — | 0.4520 | M-J-S-D | 0 | 17,907.56 | 7162012 | 12212016 | ||||||||||||||
499512S77 | KNOX CNTY TENN MUNITAX BND GO | 1 | 1,236,862 | 1,227,738.6 | 1,210,000.00 | 1,225,205.48 | 2,533.12 | (11,656.52 | ) | — | — | 4.85 | 1.0394 | May-Nov | 0 | 14,671.25 | 5032005 | 5012016 | |||||||||||||
50048MBM1 | KOMMUNALBANKEN AS CORP BND 144A | F | 398,900 | 399,631.99 | 400,000.00 | 399,305.03 | 326.96 | 363.94 | — | — | 0.75 | 0.8430 | May-Nov | 333.33 | 3,000 | 11132013 | 11212016 | ||||||||||||||
50048MAT7 | KOMMUNALBANKEN AS SENIOR GOVT BND | F | 1,096,205 | 1,094,951 | 1,100,000.00 | 1,097,901.54 | (2,950.54 | ) | 753.01 | — | — | 1 | 1.0710 | Mar-Sep | 2,902.78 | 11,000 | 9192012 | 9262017 | |||||||||||||
BRSJZMYE5 | KOMMUNEKREDIT CORP BND EMTN | F | 9,988,500 | 10,035,600.3 | 10,000,000.00 | 9,993,930.7 | 41,669.6 | 3,816.52 | — | — | 0.875 | 0.9120 | July | 36,701.39 | 87,543.05 | 7232013 | 7292016 | ||||||||||||||
50065WAE6 | KOREA NATIONAL OIL CORP SENIOR CORP BND 144A | F | 5,054,795 | 5,048,864.1 | 5,000,000.00 | 5,051,801.72 | (2,937.62 | ) | (2,993.28 | ) | — | — | 2.75 | 2.4801 | Jan-Jul | 0 | 34,375 | 1162014 | 1232019 | ||||||||||||
50076QAY2 | KRAFT FOODS GROUP INC CORP BND | 3,718,985.96 | 3,788,836.7 | 3,725,000.00 | 3,721,623.96 | 67,212.74 | 1,338.58 | — | — | 2.25 | 2.2886 | Jun-Dec | 6,053.13 | 83,812.5 | 1162013 | 6052017 | |||||||||||||||
D40859GT7 | KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR | D | 3,325,845.87 | 3,061,521.62 | 1,750,000.00 | 3,117,165.94 | (55,644.32 | ) | (150,274.63 | ) | — | (66,615.59 | ) | 5.625 | 1.0755 | August | 68,089.13 | 195,950.03 | 11132013 | 8252017 | |||||||||||
BRSDR1PS2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR | D | 3,183,652.29 | 3,159,223.56 | 2,000,000.00 | 3,174,600.16 | (15,376.6 | ) | (9,761.18 | ) | — | (52,559.6 | ) | 1.75 | 1.6341 | January | 65,308.98 | 69,609.61 | 3202012 | 1222016 | |||||||||||
D4085B7T2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR | D | 4,941,552.5 | 4,654,718.88 | 2,840,000.00 | 4,704,407.86 | (49,688.98 | ) | (129,823.06 | ) | — | (108,835.7 | ) | 3.75 | 1.4519 | September | 66,729.87 | 210,048.08 | 11132013 | 9072016 | |||||||||||
500769GB4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND | F | 3,485,930 | 3,491,110.07 | 3,500,000.00 | 3,489,099.33 | 2,010.74 | 3,919.86 | — | — | 0.75 | 0.8928 | Mar-Sep | 0 | 20,947.91 | 5062014 | 3172017 | ||||||||||||||
500769FG4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND | F | 6,859,842 | 6,867,087.21 | 6,900,000.00 | 6,874,579.34 | (7,492.13 | ) | 12,207.56 | — | — | 0.875 | 1.0150 | Mar-Sep | 27,912.50 | 79,114.59 | 12052014 | 9052017 | |||||||||||||
500769FP4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND | F | 9,967,900 | 10,005,300 | 10,000,000.00 | 9,986,699.2 | 18,600.8 | 10,531.26 | — | — | 0.5 | 0.6031 | Apr-Oct | 15,000.00 | 58,402.78 | 2202013 | 4192016 | ||||||||||||||
501044CW9 | KROGER CO (THE) SENIOR CORP BND | 1 | 1,001,180 | 998,616.18 | 1,000,000.00 | 1,001,117.81 | (2,501.63 | ) | (62.19 | ) | — | — | 2.3 | 2.2673 | Jan-Jul | 0 | 5,750 | 1162014 | 1152019 | ||||||||||||
491552ZL2 | KY ST TPK AUTH ECONOMIC MUNI BND REV | 1 | 2,344,460 | 2,361,440 | 2,000,000.00 | 2,335,714.84 | 25,725.16 | (8,745.16 | ) | — | — | 5 | 2.7700 | Jan-Jul | 0 | 25,000 | 9132013 | 7012028 | |||||||||||||
502413BC0 | L-3 COMMUNICATIONS CORP SENIOR CORP BND | 2,738,017.4 | 2,708,054.94 | 2,740,000.00 | 2,738,402.73 | (30,347.79 | ) | 385.33 | — | — | 1.5 | 1.5248 | May-Nov | 0 | 24,317.5 | 5132014 | 5282017 | ||||||||||||||
50540RAH5 | LABORATORY CORP OF AMER HLDGS CORP BND | 1,032,190 | 1,022,968 | 1,000,000.00 | 1,027,182.09 | (4,214.09 | ) | (5,007.91 | ) | — | — | 3.125 | 1.1199 | May-Nov | 0 | 7,812.5 | 11162010 | 5152016 | |||||||||||||
515110BL7 | LANDWIRTSCHAFTLICHE RENTENBANK SENIOR CORP BND | F | 4,966,950 | 5,056,850.45 | 5,000,000.00 | 4,968,054.74 | 88,795.71 | 1,104.74 | — | — | 2.25 | 2.3530 | Apr-Oct | 0 | 28,125 | 9242014 | 10012021 | ||||||||||||||
516408HL8 | LANSING MICH CMNTY COLLEGE MUNI BND GO | 1 | 3,393,450 | 3,415,500 | 3,000,000.00 | 3,381,696.36 | 33,803.64 | (11,753.64 | ) | — | — | 5 | 3.0500 | May-Nov | 0 | 37,500 | 12132013 | 5012029 | |||||||||||||
52109RBM2 | LBUBS CMBS 07-C7 | 2 | 11,038,519 | 10,734,097.88 | 9,770,261.77 | 10,772,496.51 | (38,398.63 | ) | (288,341.01 | ) | — | — | 5.866 | (1.5387 | ) | Monthly | 0 | 423,942.37 | 6022014 | 9152045 | |||||||||||
52206AAB6 | LEASEPLAN CORPORATION NV CORP BND 144A | F | 4,981,330.69 | 4,935,106.3 | 5,000,000.00 | 4,983,993.04 | (48,886.74 | ) | 4,530.53 | — | — | 2.5 | 2.5998 | May-Nov | 15,625.00 | 125,000 | 6022014 | 5162018 | |||||||||||||
52349HAM5 | LEE CNTY FLA HSG FIN AUTH SING MUNITAX BND REV | 1 | 180,651.6 | 180,649.8 | 180,000.00 | 180,000 | 649.8 | (742.10 | ) | — | — | 7.02 | 7.0200 | Jun-Dec | 0 | 3,451.5 | 6152001 | 12012017 | |||||||||||||
52349HAN3 | LEE CNTY FLA HSG FIN AUTH SING MUNITAX BND REV | 1 | 200,552 | 200,590 | 200,000.00 | 200,000 | 590 | (552.00 | ) | — | — | 7.27 | 7.2700 | Jun-Dec | 0 | 3,635 | 6152001 | 12012021 | |||||||||||||
854403AC6 | LELAND STANFORD JR UNIV CALIF MUNI BND REV | 4,157,579 | 4,127,420.11 | 3,700,000.00 | 4,133,965.05 | (6,544.94 | ) | (23,613.95 | ) | — | — | 4.75 | 1.9151 | May-Nov | 0 | 42,961.11 | 9302014 | 5012019 | |||||||||||||
BRSLAZMP6 | LESLIES POOLMART, INC. SENIOR SECURED TERM NOTES | 2,266,707.8 | 2,220,899.86 | 2,274,929.43 | 2,268,219.91 | (47,320.05 | ) | 1,493.80 | — | — | — | 0.0608 | M-J-S-D | 0 | 24,771.44 | 12022013 | 10162019 | ||||||||||||||
BRSK5UM00 | LEVEL 3 FINANCING INC SENIOR SECURED TERM NOTES | 2 | 962,682.64 | 964,548.6 | 970,000.00 | 963,617.57 | 931.03 | 934.93 | — | — | — | 0.1421 | M-J-S-D | 0 | 19,453.14 | 4302014 | 8012019 | ||||||||||||||
BRSHY9H24 | LINDE AG SENIOR CORP BND EMTN | F | 2,990,820 | 2,981,250 | 3,000,000.00 | 2,993,876.94 | (12,626.94 | ) | 1,799.13 | — | — | 1.5 | 1.5580 | April | 31,625.00 | 45,000 | 4102013 | 4182018 | |||||||||||||
BRSK7RBA5 | LIVE NATION ENTERTAINMENT INC SENIOR SECURED TERM NOTES | 2,024,375 | 2,009,192.19 | 2,024,375.00 | 2,024,375 | (15,182.81 | ) | — | — | — | — | — | F-M-A-N | 0 | 72,290.11 | 8262013 | 8172020 | ||||||||||||||
G4S15PP89 | LLOYDS BANK PLC CORP BND EMTN | D | 1 | 1,145,701.13 | 1,131,547.87 | 630,000.00 | 1,140,724.11 | (9,176.24 | ) | (5,363.85 | ) | — | (7,846.77 | ) | 10.75 | 2.5929 | December | 0 | 7,555.17 | 12042014 | 12162021 | ||||||||||
BRSLUXX69 | LLOYDS BANK PLC CORP BND EMTN | D | 1,400,039.37 | 1,335,844.79 | 855,000.00 | 1,400,700.04 | (64,855.25 | ) | 811.87 | — | (68,886.19 | ) | 0.80438 | 0.8543 | J-A-J-O | 0 | 13,221.37 | 1072014 | 1162017 | ||||||||||||
G5577Y5Y2 | LLOYDS TSB BANK PLC - LT GTD SENIOR LOCAL BND EMTN | D | 3,206,722.93 | 3,162,782.7 | 2,000,000.00 | 3,213,698.65 | (50,915.95 | ) | (183.45 | ) | — | (99,606.77 | ) | 1.5 | 1.5564 | May | 39,212.90 | 61,029.76 | 11132013 | 5022017 | |||||||||||
539830AX7 | LOCKHEED MARTIN CORPORATION CORP BND | 1,022,350 | 1,017,298.74 | 1,000,000.00 | 1,019,441.54 | (2,142.8 | ) | (2,908.46 | ) | — | — | 2.125 | 0.9700 | Mar-Sep | 0 | 5,312.5 | 9062011 | 9152016 | |||||||||||||
G29330DW7 | LONDON POWER NETWORKS PLC LOCAL BND | D | 2,638,967.81 | 2,537,968.46 | 1,513,000.00 | 2,606,389.38 | (68,420.92 | ) | (45,307.28 | ) | — | (101,749.83 | ) | 5.375 | 1.9608 | November | 6,597.68 | 106,315.21 | 11272014 | 11112016 | |||||||||||
546398PF9 | LOUISIANA PUB FACS AUTH REV MUNI BND REV | 1 | 1,443,685.5 | 1,437,282.45 | 1,395,000.00 | 1,436,871.67 | 410.78 | (6,813.83 | ) | — | — | 5 | 2.9399 | Jan-Jul | 0 | 17,437.5 | 10202006 | 7012018 | |||||||||||||
546456BD5 | LOUISIANA ST CITIZENS PPTY INS MUNI BND REV | 1 | 2,235,513 | 2,222,724 | 2,100,000.00 | 2,215,015.63 | 7,708.37 | (20,497.37 | ) | — | — | 5 | 1.0880 | Jun-Dec | 0 | 26,250 | 8282007 | 6012021 | |||||||||||||
546850AU2 | LOUISVILLE KY REGL ARPT AUTH A MUNI BND REV | 1,116,550 | 1,104,940 | 1,000,000.00 | 1,105,988.09 | (1,048.09 | ) | (10,561.91 | ) | — | — | 5.25 | 0.9499 | Jan-Jul | 0 | 13,125 | 7112008 | 7012017 | |||||||||||||
548661CS4 | LOWES COMPANIES INC CORP BND | 1 | 5,942,665 | 5,901,348.28 | 5,825,000.00 | 5,922,095.87 | (20,747.59 | ) | (20,569.13 | ) | — | — | 2.125 | 0.7300 | Apr-Oct | 0 | 30,945.32 | 11232011 | 4152016 | ||||||||||||
5491873Z3 | LUBBOCK TEX MUNI BND GO | 1 | 1,070,750 | 1,065,460 | 1,000,000.00 | 1,063,319.68 | 2,140.32 | (7,430.32 | ) | — | — | 4.25 | 1.2182 | Feb-Aug | 0 | 10,625 | 1122007 | 2152020 | |||||||||||||
502441AA6 | LVMH MOET HENNESSY LOUIS VUITT SENIOR CORP BND 144A | F | 3,041,246.5 | 3,023,824.21 | 3,050,000.00 | 3,045,545.94 | (21,721.73 | ) | 1,735.83 | — | — | 1.625 | 1.6851 | Jun-Dec | 275.34 | 49,562.52 | 6262012 | 6292017 | |||||||||||||
54008PAA1 | LWCLO_14-1A ABS _14-1A-A1 144A | 2 | 498,500 | 498,567.93 | 500,000.00 | 498,500 | 67.93 | — | — | — | 1.60285 | 1.6706 | J-A-J-O | 0 | — | 12302014 | 1252024 | ||||||||||||||
575718AC5 | MA INSTITUTE OF TECH CORP BND | 1,018,330 | 1,004,555.16 | 1,000,000.00 | 1,017,623.27 | (13,068.11 | ) | (706.73 | ) | — | — | 2.051 | 1.6431 | Jan-Jul | 0 | 3,817.13 | 10212014 | 7012019 | |||||||||||||
BRSPBCHQ1 | MACDERMID INCORPORATED SENIOR SECURED TERM NOTES | 1 | 289,538.41 | 287,792.45 | 290,993.38 | 289,538.41 | (1,745.96 | ) | — | — | — | — | 0.0911 | M-J-S-D | 0 | — | 8042014 | 6072020 | |||||||||||||
BRSJFJJX9 | MACDERMID INCORPORATED SENIOR SECURED TERM NOTES | 2 | 1,949,291.92 | 1,920,089.8 | 1,954,906.69 | 1,950,220.49 | (30,130.69 | ) | 681.63 | — | — | — | 0.0435 | F-M-A-N | 0 | 74,650.28 | 8042014 | 6072020 | |||||||||||||
55608PAA2 | MACQUARIE BANK LTD CORP BND 144A | F | 5,996,040 | 6,423,847.02 | 6,000,000.00 | 5,998,184.47 | 425,662.55 | 784.61 | — | — | 5 | 5.0151 | Feb-Aug | 107,500.00 | 300,000 | 2142012 | 2222017 | ||||||||||||||
56040PAT5 | MAINE EDL LN AUTH MUNI BND REV | 2,757,620.25 | 2,728,737 | 2,475,000.00 | 2,741,281.2 | (12,544.2 | ) | (26,616.15 | ) | — | — | 5.5 | 2.5919 | Jun-Dec | 0 | 34,565.97 | 9032014 | 12012018 | |||||||||||||
560427KM7 | MAINE HEALTH & HIGHER EDL FACS MUNI BND REV | 1 | 175,719.25 | 175,715.75 | 175,000.00 | 175,000 | 715.75 | (719.25 | ) | — | — | 5.25 | 3.5632 | Jan-Jul | 0 | 2,296.87 | 7312010 | 7012021 | |||||||||||||
563469TU9 | MANITOBA PROVINCE OF CORP BND | A | 10,161,200 | 10,049,290.5 | 10,000,000.00 | 10,095,936.69 | (46,646.19 | ) | (41,994.74 | ) | — | — | 1.3 | 0.8690 | Apr-Oct | 31,777.78 | 130,000 | 6062013 | 4032017 | ||||||||||||
55279HAF7 | MANUFACTURERS AND TRADERS TRUS SENIOR CORP BND | 1 | 7,797,036 | 7,768,832.61 | 7,800,000.00 | 7,797,458.04 | (28,625.43 | ) | 422.04 | — | — | 1.4 | 1.4130 | Jan-Jul | 0 | 47,320.01 | 7222014 | 7252017 | |||||||||||||
570850KA4 | MARLBORO TWP N J BRD ED MUNITAX BND GO | 1,492,545 | 1,483,185 | 1,500,000.00 | 1,493,038.38 | (9,853.38 | ) | 493.38 | — | — | 1.526 | 1.6616 | Jan-Jul | 0 | 5,722.5 | 3062013 | 7152018 | ||||||||||||||
574192L81 | MARYLAND ST MUNI BND GO | 1 | 1,096,404.5 | 1,082,268.5 | 950,000.00 | 1,086,772.38 | (4,503.88 | ) | (9,632.12 | ) | — | — | 5 | 0.8599 | Jan-Jul | 0 | 11,875 | 9302008 | 7152023 | ||||||||||||
575577KX8 | MASSACHUSETTS BAY TRANSN AUTH MUNI BND REV | 1 | 865,012.5 | 854,040 | 750,000.00 | 857,387.84 | (3,347.84 | ) | (7,624.66 | ) | — | — | 5 | 0.8400 | Jan-Jul | 0 | 9,375 | 11072008 | 7012019 | ||||||||||||
57587AAY4 | MASSACHUSETTS ST HSG FIN AGY MUNI BND REV | 1 | 3,691,136.65 | 3,728,747.15 | 3,515,000.00 | 3,687,055.61 | 41,691.54 | (4,081.04 | ) | — | — | 4 | 3.3600 | Jun-Dec | 0 | 35,150 | 2262014 | 12012029 | |||||||||||||
57587ABR8 | MASSACHUSETTS ST HSG FIN AGY MUNITAX BND REV | 497,465 | 501,590 | 500,000.00 | 497,591.37 | 3,998.63 | 126.37 | — | — | 2.608 | 2.7134 | Jun-Dec | 0 | 3,260 | 2262014 | 12012019 | |||||||||||||||
57583PEM7 | MASSACHUSETTS ST MUNITAX BND REV | 4,625,000 | 4,737,202.5 | 4,625,000.00 | 4,625,000 | 112,202.5 | — | — | — | 2.983 | 2.9830 | Jun-Dec | 6,131.72 | 137,963.76 | 12152010 | 12152015 | |||||||||||||||
576049CK4 | MASSACHUSETTS ST WTR RES AUTH MUNI BND REV | 2 | 2,481,766.7 | 2,453,186.9 | 2,185,000.00 | 2,467,349.08 | (14,162.18 | ) | (14,417.62 | ) | — | — | 6.5 | 3.4026 | Jan-Jul | 0 | 35,506.25 | 10292008 | 7152019 | ||||||||||||
55274QAD7 | MASTR_06-2 RMBS_06-2-1A4 | 2 | 817,990.14 | 790,513.85 | 847,693.31 | 817,990.14 | (27,476.29 | ) | (6,054.69 | ) | — | — | 6 | 6.9961 | Monthly | 0 | 12,868.75 | 12312009 | 6252036 | ||||||||||||
577081AZ5 | MATTEL INC SENIOR CORP BND | 4,982,650 | 4,967,989.35 | 5,000,000.00 | 4,983,617.22 | (15,627.87 | ) | 967.22 | — | — | 2.35 | 2.4299 | May-Nov | 0 | 29,375 | 9082014 | 5062019 | ||||||||||||||
57772KAC5 | MAXIM INTEG PROD INC SENIOR CORP BND | 502,925 | 500,801.09 | 500,000.00 | 502,758.42 | (1,957.33 | ) | (166.58 | ) | — | — | 2.5 | 2.3500 | May-Nov | 0 | 3,125 | 11142013 | 11152018 | |||||||||||||
58768EAF6 | MBALT_14-A ABS _14-A-A4 | 2 | 7,999,290.4 | 7,998,873.92 | 8,000,000.00 | 7,999,495.79 | (621.87 | ) | 205.39 | — | — | 0.9 | 0.9053 | Monthly | 0 | 52,400 | 4012014 | 12162019 | |||||||||||||
58768WAC3 | MBART_13-1 ABS 13-1 | 2 | 2,604,904.14 | 2,608,673.02 | 2,605,000.00 | 2,604,948.43 | 3,724.59 | 30.99 | — | — | 0.78 | 0.7825 | Monthly | 903.07 | 20,319 | 7232013 | 8152017 | ||||||||||||||
BRSFHP193 | MCC IOWA LLC TERM LOAN | 2,859,187.5 | 2,878,747.28 | 2,932,500.00 | 2,881,980.26 | (3,232.98 | ) | 10,508.90 | — | — | — | 0.3394 | F-M-A-N | 0 | 118,049.08 | 8152012 | 1202020 | ||||||||||||||
56577AAC6 | MCLO_14-7A ABS _14-7A-A2 144A | F | 2 | 3,976,000 | 3,999,572.14 | 4,000,000.00 | 3,976,350.17 | 23,221.97 | 350.17 | — | — | 2.882 | 2.9871 | J-A-J-O | 0 | 13,449.33 | 10302014 | 10282025 | |||||||||||||
BRSGV88K1 | MEDASSETS INC SENIOR SECURED TERM LOAN | 2 | 216,694.41 | 217,101.66 | 217,783.32 | 217,011.13 | 90.53 | 223.03 | — | — | — | 0.0708 | M-J-S-D | 0 | 9,046.15 | 12112012 | 12132019 | ||||||||||||||
BRSNN0P72 | MEDIACOM BROADBAND GROUP SENIOR SECURED TERM NOTES | 1 | 529,340 | 520,493.79 | 530,666.67 | 529,428.13 | (8,934.34 | ) | 94.79 | — | — | — | 0.0355 | M-J-S-D | 0 | 8,653.87 | 6182014 | 6302021 | |||||||||||||
BRSJD2Z02 | MEDIACOM BROADBAND LLC TL E SENIOR SECURED TERM LOAN | 2 | 3,678,975 | 3,573,204.47 | 3,678,975.00 | 3,678,975 | (105,770.53 | ) | — | — | — | — | — | F-M-A-N | 0 | 124,297.75 | 5232013 | 1292021 | |||||||||||||
BRSM16718 | MEDIACOM LLC SENIOR SECURED TERM NOTES | 2,371,094.91 | 2,332,468.05 | 2,377,037.50 | 2,372,166.44 | (39,698.39 | ) | 1,116.44 | — | — | — | 0.0623 | M-J-S-D | 0 | 45,180.6 | 1312014 | 3312018 | ||||||||||||||
584853LJ2 | MEDINA OHIO CITY SCH DIST MUNITAX BND GO | 1,391,684.45 | 1,377,753.65 | 1,235,000.00 | 1,382,470.87 | (4,717.22 | ) | (9,213.58 | ) | — | — | 5 | 1.8254 | Jun-Dec | 0 | 15,437.5 | 1242013 | 12012018 | |||||||||||||
585055AU0 | MEDTRONIC INC CORP BND | 3,611,445 | 3,568,890.5 | 3,500,000.00 | 3,580,396.54 | (11,506.04 | ) | (23,649.50 | ) | — | — | 2.625 | 0.8329 | Mar-Sep | 3,864.58 | 32,812.5 | 2252013 | 3152016 | |||||||||||||
585055BA3 | MEDTRONIC INC SENIOR CORP BND | 3,444,825 | 3,406,116.69 | 3,450,000.00 | 3,446,609.07 | (40,492.38 | ) | 1,013.70 | — | — | 1.375 | 1.4061 | Apr-Oct | 11,859.39 | 47,437.5 | 3192013 | 4012018 | ||||||||||||||
585055BB1 | MEDTRONIC INC SENIOR CORP BND | 3,496,395 | 3,476,002.91 | 3,500,000.00 | 3,497,400.91 | (21,398 | ) | 1,005.91 | — | — | 0.875 | 0.9099 | Feb-Aug | 0 | 25,861.11 | 2202014 | 2272017 | ||||||||||||||
585055BF2 | MEDTRONIC INC SENIOR CORP BND 144A | 2,996,970 | 3,016,684.35 | 3,000,000.00 | 2,996,990.18 | 19,694.17 | 20.18 | — | — | 2.5 | 2.5210 | Mar-Sep | 0 | 4,375 | 12012014 | 3152020 | |||||||||||||||
585055BK1 | MEDTRONIC INC SENIOR CORP BND 144A | 7,466,147.5 | 7,442,645.88 | 7,475,000.00 | 7,466,298.01 | (23,652.13 | ) | 150.51 | — | — | 1.5 | 1.5299 | Mar-Sep | 0 | 6,540.65 | 12022014 | 3152018 | ||||||||||||||
58933YAB1 | MERCK & CO INC CORP BND | 2,041,340 | 2,033,536 | 2,000,000.00 | 2,033,258.33 | 277.67 | (8,081.67 | ) | — | — | 2.25 | 0.6402 | Jan-Jul | 0 | 11,250 | 12072010 | 1152016 | ||||||||||||||
58933YAH8 | MERCK & CO INC SENIOR CORP BND | 752,364 | 751,267.55 | 750,000.00 | 751,781.48 | (513.93 | ) | (521.29 | ) | — | — | 0.5921 | 0.5221 | F-M-A-N | 548.58 | 4,501.84 | 11142013 | 5182018 | |||||||||||||
58933YAD7 | MERCK & CO INC SENIOR CORP BND | 861,049.2 | 858,490.7 | 860,000.00 | 860,587.84 | (2,097.14 | ) | (273.80 | ) | — | — | 0.7 | 0.6501 | May-Nov | 2,658.83 | 17,658.66 | 11262013 | 5182016 | |||||||||||||
58933YAG0 | MERCK & CO INC SENIOR CORP BND | 6,185,321.45 | 6,148,138.99 | 6,205,000.00 | 6,189,935.39 | (41,796.4 | ) | 3,036.36 | — | — | 1.3 | 1.3480 | May-Nov | 8,858.60 | 75,790 | 5152013 | 5182018 | ||||||||||||||
59022CCS0 | MERRILL LYNCH & CO. INC. CORP BND | 5,552,250 | 5,405,801.4 | 5,000,000.00 | 5,456,461.5 | (50,660.1 | ) | (95,788.50 | ) | — | — | 5.7 | 1.6939 | May-Nov | 0 | 142,500 | 6262014 | 5022017 | |||||||||||||
59261EAE9 | METROPOLITAN TRANS AUTH N Y MUNITAX BND REV | 16,629,940 | 16,650,659.3 | 16,645,000.00 | 16,630,738.56 | 19,920.74 | 798.56 | — | — | 1.848 | 1.9034 | Jan-Jul | 0 | 118,136.75 | 9232014 | 7012019 | |||||||||||||||
BRSGGZLV9 | MGM RESORTS INTERNATIONAL SENIOR SECURED TERM LOAN | 2 | 1,038,481.48 | 1,019,240.89 | 1,043,700.00 | 1,039,967.47 | (20,726.58 | ) | 795.15 | — | — | — | 0.0711 | M-J-S-D | 0 | 37,272.14 | 12132012 | 12202019 | |||||||||||||
59334DHN7 | MIAMI DADE CNTY FLA MUNI BND REV | 1 | 1,146,570 | 1,175,580 | 1,000,000.00 | 1,142,935.75 | 32,644.25 | (3,634.25 | ) | — | — | 5 | 3.1200 | Apr-Oct | 0 | 12,500 | 9172013 | 10012028 | |||||||||||||
59333AJR3 | MIAMI-DADE CNTY FLA EDL FACS A MUNI BND REV | 1 | 1,601,595 | 1,587,690 | 1,500,000.00 | 1,584,382.02 | 3,307.98 | (17,212.98 | ) | — | — | 5.25 | 0.7109 | Apr-Oct | 0 | 19,687.5 | 5012008 | 4012021 | |||||||||||||
BRSH5BNL2 | MICHAELS STORES INC SENIOR SECURED TERM LOAN | 2 | 4,476,626.02 | 4,399,202.77 | 4,476,626.02 | 4,476,626.02 | (77,423.25 | ) | — | — | — | — | — | J-A-J-O | 0 | 207,623.85 | 1242013 | 1282020 | |||||||||||||
BRSNLD7H4 | MICHAELS STORES INC SENIOR SECURED TERM NOTES | 530,603.36 | 525,715.94 | 533,269.71 | 530,831.72 | (5,115.78 | ) | 235.04 | — | — | — | 0.0890 | M-J-S-D | 0 | 4,930.25 | 6062014 | 1282020 | ||||||||||||||
59455THZ8 | MICHIGAN MUN BD AUTH REV MUNI BND REV | 1 | 6,235,352 | 6,164,964.4 | 5,960,000.00 | 6,165,255.04 | (290.64 | ) | (70,096.96 | ) | — | — | 5 | 0.3796 | Apr-Oct | 0 | 74,500 | 3062008 | 10012024 | ||||||||||||
5946142G3 | MICHIGAN ST BLDG AUTH MUNI BND REV | 3,419,970 | 3,375,030 | 3,000,000.00 | 3,385,013.48 | (9,983.48 | ) | (34,956.52 | ) | — | — | 5.5 | 0.8296 | Apr-Oct | 0 | 41,250 | 11072008 | 10152017 | |||||||||||||
5946103D7 | MICHIGAN STATE OF MUNI BND GO | 1 | 2,308,400 | 2,308,000 | 2,000,000.00 | 2,289,672.56 | 18,327.44 | (18,727.44 | ) | — | — | 5.25 | 1.3575 | May-Nov | 0 | 26,250 | 10292008 | 11012022 | |||||||||||||
BRSMTEQ36 | MICROSEMI CORPORATION SENIOR SECURED TERM NOTES | 1 | 1,434,164.2 | 1,418,853.1 | 1,440,913.49 | 1,435,025.45 | (16,172.35 | ) | 1,532.69 | — | — | — | 0.0786 | M-J-S-D | 0 | 53,565.78 | 4012014 | 2192020 | |||||||||||||
594918AK0 | MICROSOFT CORP CORP BND | 1,028,220 | 1,021,652 | 1,000,000.00 | 1,022,977.31 | (1,325.31 | ) | (5,242.69 | ) | — | — | 2.5 | 0.4101 | Feb-Aug | 0 | 6,250 | 2032011 | 2082016 | |||||||||||||
594918AV6 | MICROSOFT CORP SENIOR CORP BND | 646,249.5 | 650,219.89 | 650,000.00 | 647,026.16 | 3,193.73 | 2,404.34 | — | — | 1.625 | 1.7460 | Jun-Dec | 9,490.45 | 35,782.5 | 12032013 | 12062018 | |||||||||||||||
594918AS3 | MICROSOFT CORP SENIOR CORP BND | 2,093,680.15 | 2,066,715.13 | 2,095,000.00 | 2,094,112.69 | (27,397.56 | ) | 714.28 | — | — | 1 | 1.0130 | May-Nov | 11,883.34 | 57,593.61 | 4252013 | 5012018 | ||||||||||||||
595620AJ4 | MIDAMERICAN ENERGY CO SECURED CORP BND | 1 | 839,529.6 | 852,026.04 | 840,000.00 | 839,633.47 | 12,392.57 | 81.40 | — | — | 2.4 | 2.4110 | Mar-Sep | 5,712.00 | 20,160 | 9122013 | 3152019 | ||||||||||||||
602245ZF2 | MILWAUKEE CNTY WIS ARPT REV MUNITAX BND GO | 2,044,940 | 2,021,240 | 2,000,000.00 | 2,042,293.36 | (21,053.36 | ) | (2,646.64 | ) | — | — | 2.126 | 1.5669 | Jun-Dec | 0 | 10,630 | 6212013 | 12012018 | |||||||||||||
603827MT0 | MINNEAPOLIS & ST PAUL MINN MET MUNI BND REV | 1 | 2,182,440 | 2,168,840 | 2,000,000.00 | 2,162,177.18 | 6,662.82 | (20,262.82 | ) | — | — | 5 | 0.8999 | Jan-Jul | 0 | 25,000 | 8282007 | 1012023 | |||||||||||||
605417BX1 | MISS PWR CO SENIOR CORP BND | 511,665 | 509,712.98 | 500,000.00 | 510,217.18 | (504.2 | ) | (1,447.82 | ) | — | — | 2.35 | 1.1898 | Apr-Oct | 0 | 2,937.5 | 10112011 | 10152016 | |||||||||||||
BRSKQD5K0 | MISSION BROADCASTING INC. SECURED TERM LOAN | 1,437,210.45 | 1,427,027.82 | 1,437,210.45 | 1,437,210.45 | (10,182.63 | ) | — | — | — | — | — | M-J-S-D | 0 | 46,921.75 | 12172013 | 10012020 | ||||||||||||||
60534TGQ2 | MISSISSIPPI DEV BK MUNI BND REV | 1 | 2,274,260 | 2,290,240 | 2,000,000.00 | 2,265,717.03 | 24,522.97 | (8,542.97 | ) | — | — | 5 | 2.8899 | Jan-Jul | 0 | 25,000 | 9112013 | 1012027 | |||||||||||||
60636YGX3 | MISSOURI ST HSG DEV COMMN MUNITAX BND REV | 351,792 | 351,288 | 350,000.00 | 351,631.83 | (343.83 | ) | (160.17 | ) | — | — | 1.45 | 1.2600 | Jan-Jul | 0 | 1,268.75 | 10172012 | 7012017 | |||||||||||||
60636YGY1 | MISSOURI ST HSG DEV COMMN MUNITAX BND REV | 552,601.5 | 550,478.5 | 550,000.00 | 552,408.15 | (1,929.65 | ) | (193.35 | ) | — | — | 1.7 | 1.5501 | Jan-Jul | 0 | 2,337.5 | 10172012 | 1012018 | |||||||||||||
60687VAE5 | MLCFC CMBS_06-3 A4 | 2 | 5,818,772.86 | 5,729,565.48 | 5,439,323.25 | 5,733,728.58 | (4,163.1 | ) | (89,586.04 | ) | — | — | 5.414 | (1.9460 | ) | Monthly | 0 | 109,300.32 | 8142014 | 7122046 | |||||||||||
60687VAF2 | MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A | 2 | 2,512,640.33 | 2,489,036.32 | 2,347,062.43 | 2,488,209.64 | 826.68 | (24,939.75 | ) | — | — | 5.409 | (2.2780 | ) | Monthly | 0 | 32,124.67 | 9252014 | 7122046 | ||||||||||||
607167DZ3 | MOBILE ALA INDL DEV BRD POLLUT MUNI BND REV | 1 | 714,777 | 711,417 | 700,000.00 | 713,270.09 | (1,853.09 | ) | (1,506.91 | ) | — | — | 1.65 | 0.7861 | Jun-Dec | 0 | 2,887.5 | 3142012 | 6012034 | ||||||||||||
BRSHTM755 | MONEYGRAM INTL INC SENIOR SEC TERM NOTES | 1 | 2,594,719.08 | 2,427,394.25 | 2,622,792.27 | 2,597,089.92 | (169,695.67 | ) | 2,370.84 | — | — | — | 0.1846 | M-J-S-D | 0 | 78,632.73 | 7152014 | 3272020 | |||||||||||||
611662BM8 | MONSANTO COMPANY CORP BND | 1,030,280 | 1,022,632 | 1,000,000.00 | 1,025,274.72 | (2,642.72 | ) | (5,005.28 | ) | — | — | 2.75 | 0.7703 | Apr-Oct | 0 | 6,875 | 4122011 | 4152016 | |||||||||||||
61166WAS0 | MONSANTO COMPANY SENIOR CORP BND | 2,999,700 | 2,983,123.17 | 3,000,000.00 | 2,999,739.87 | (16,616.7 | ) | 39.87 | — | — | 2.125 | 2.1270 | Jan-Jul | 0 | 31,875 | 6262014 | 7152019 | ||||||||||||||
61166WAT8 | MONSANTO COMPANY SENIOR CORP BND | 2,994,450 | 2,979,433.83 | 3,000,000.00 | 2,994,829.14 | (15,395.31 | ) | 379.14 | — | — | 2.75 | 2.7790 | Jan-Jul | 0 | 41,250 | 6262014 | 7152021 | ||||||||||||||
61762TAB2 | MORGAN STANLEY BAML TRUST MSBA SUB CMBS 13-C11 A2 | 2 | 8,656,964.85 | 8,623,201.75 | 8,300,000.00 | 8,643,119.52 | (19,917.77 | ) | (13,845.33 | ) | — | — | 3.085 | 1.8349 | Monthly | 0 | 36,274.48 | 11052014 | 8152046 | ||||||||||||
61754JAF5 | MORGAN STANLEY CAPITAL I CMBS 07-T27 A4 | 2 | 4,242,893.56 | 4,109,162.89 | 3,775,000.00 | 4,099,194.19 | 9,968.7 | (143,699.37 | ) | — | — | 5.65072 | 0.2497 | Monthly | 0 | 153,375.44 | 4112014 | 6112042 | |||||||||||||
61761JQK8 | MORGAN STANLEY CAPSEC CORP BND | 1 | 7,042,700 | 7,017,500 | 7,000,000.00 | 7,039,295.1 | (21,795.1 | ) | (3,404.90 | ) | — | — | 5.45 | 5.3091 | Jan-Jul | 0 | 172,734.71 | 7152014 | 12292049 | ||||||||||||
U6176TBG2 | MORGAN STANLEY CORP BND | O | 1,198,165.7 | 1,187,111.79 | 700,000.00 | 1,194,929.59 | (7,817.8 | ) | (3,552.54 | ) | — | (9,088.22 | ) | 5.75 | 1.5643 | February | 0 | 5,135.49 | 12032014 | 2142017 | |||||||||||
6174467N3 | MORGAN STANLEY CORP BND | 2,400,983.75 | 2,415,945 | 2,375,000.00 | 2,378,308.92 | 37,636.08 | (5,740.01 | ) | — | — | 4 | 3.7471 | Jan-Jul | 41,430.56 | 95,000 | 10152010 | 7242015 | ||||||||||||||
U6176MAW3 | MORGAN STANLEY CORP BND MTN | O | 2,090,454.05 | 1,903,409.73 | 1,180,000.00 | 2,030,788.7 | (127,378.97 | ) | (73,561.71 | ) | — | (130,067.02 | ) | 5.125 | 1.4448 | November | 0 | 104,916.15 | 2202014 | 11302015 | |||||||||||
61744YAD0 | MORGAN STANLEY CORP BND MTN | 2,272,680 | 2,221,566.46 | 2,000,000.00 | 2,237,442.66 | (15,876.2 | ) | (35,237.34 | ) | — | — | 5.95 | 1.8489 | Jun-Dec | 0 | 54,211.11 | 7142014 | 12282017 | |||||||||||||
61747YDT9 | MORGAN STANLEY SENIOR CORP BND | 2,192,640 | 2,132,166.9 | 2,000,000.00 | 2,106,761.79 | 25,405.11 | (46,363.57 | ) | — | — | 4.75 | 2.2710 | Mar-Sep | 26,125.00 | 95,000 | 2132013 | 3222017 | ||||||||||||||
6174467U7 | MORGAN STANLEY SENIOR CORP BND | 2,997,870 | 2,998,911.66 | 3,000,000.00 | 2,998,563.66 | 348 | 832.12 | — | — | 2.125 | 2.1400 | Apr-Oct | 31,166.67 | 128,680.55 | 4222013 | 4252018 | |||||||||||||||
61746BDR4 | MORGAN STANLEY SENIOR CORP BND | 3,484,775 | 3,484,817.81 | 3,500,000.00 | 3,486,042.7 | (1,224.89 | ) | 1,458.86 | — | — | 2.375 | 2.4680 | Jan-Jul | 0 | 41,925.35 | 7172014 | 7232019 | ||||||||||||||
61761JVN6 | MORGAN STANLEY SENIOR CORP BND | 4,183,000 | 4,184,045.84 | 4,183,000.00 | 4,183,000 | 1,045.84 | — | — | — | 1.007098 | 1.0071 | J-A-J-O | 0 | 3,159.51 | 12022014 | 1052018 | |||||||||||||||
61761JVM8 | MORGAN STANLEY SENIOR CORP BND | 4,859,745.8 | 4,857,239.21 | 4,865,000.00 | 4,859,838.77 | (2,599.56 | ) | 92.97 | — | — | 1.875 | 1.9109 | Jan-Jul | 0 | 6,588.02 | 12022014 | 1052018 | ||||||||||||||
6174467X1 | MORGAN STANLEY SUB CORP BND | 5,373,150 | 5,313,460.91 | 5,000,000.00 | 5,360,391.68 | (46,930.77 | ) | (12,758.32 | ) | — | — | 5 | 4.1700 | May-Nov | 0 | 124,305.56 | 6272014 | 11242025 | |||||||||||||
6174824M3 | MORGAN STANLEY SUB CORP BND | 5,929,440 | 5,861,042 | 5,500,000.00 | 5,913,419.26 | (52,377.26 | ) | (16,020.74 | ) | — | — | 4.875 | 3.7580 | May-Nov | 0 | 96,078.12 | 8192014 | 11012022 | |||||||||||||
BRSMMQ6V6 | MPH ACQUISITION HOLDINGS LLC SENIOR SECURED TERM LOAN | 2 | 942,789.24 | 921,759.6 | 945,152.11 | 943,044 | (21,284.4 | ) | 491.06 | — | — | — | 0.0352 | M-J-S-D | 0 | 30,164.9 | 3212014 | 3312021 | |||||||||||||
61746REV9 | MSAC ABS 04-H1 | 2 | 941,018.19 | 911,667.12 | 939,550.15 | 940,434.49 | (28,767.37 | ) | (52.13 | ) | — | — | 0.9095 | 0.8991 | Monthly | 141.65 | 8,525.14 | 11252014 | 1252034 | ||||||||||||
61763MAB6 | MSBAM_14-C16 SENIOR CMBS_14-C16 A2 | 2 | 1,905,424.71 | 1,891,828.54 | 1,850,000.00 | 1,899,410.3 | (7,581.76 | ) | (6,014.41 | ) | — | — | 2.849 | 2.1878 | Monthly | 0 | 28,256.55 | 6052014 | 6152047 | ||||||||||||
61763UAV4 | MSBAM_14-C17 SUPSEN SENIOR CMBS 14-C17-A2 | 2 | 4,067,425.78 | 4,041,959.96 | 3,900,000.00 | 4,062,783.29 | (20,823.33 | ) | (4,642.49 | ) | — | — | 3.119 | 2.2922 | Monthly | 0 | 19,597.72 | 10292014 | 8152047 | ||||||||||||
61764PBR2 | MSBAM_14-C19 PRELCF SENIOR CMBS_14-C19-A2 | 2 | 5,011,792.66 | 5,019,133.02 | 4,866,000.00 | 5,011,526.06 | 7,606.96 | (266.60 | ) | — | — | 3.101 | 2.8659 | Monthly | 0 | 5,029.83 | 12092014 | 12152047 | |||||||||||||
61751XAE0 | MSC CMBS 07-T25 A3 | 2 | 5,809,301.84 | 5,632,633.4 | 5,276,471.56 | 5,642,472.83 | (9,839.43 | ) | (176,273.74 | ) | — | — | 5.514 | (1.8446 | ) | Monthly | 0 | 183,831.25 | 5222014 | 11122049 | |||||||||||
61751NAF9 | MSC_07-HQ11 CMBS 07-HQ11 A4 | 2 | 5,796,591.61 | 5,628,981.71 | 5,277,500.00 | 5,678,676.2 | (49,694.49 | ) | (117,915.41 | ) | — | — | 5.447 | 0.9431 | Monthly | 0 | 169,285.26 | 5282014 | 2122044 | ||||||||||||
61745MVW0 | MSM_04-1 MSM_04-1 | 2 | 245,323.58 | 244,460.48 | 239,946.37 | 244,828.04 | (367.56 | ) | (1,276.78 | ) | — | — | 5 | 3.7273 | Monthly | 0 | 3,141.67 | 3092006 | 11252018 | ||||||||||||
BRSQGX3A8 | MUELLER WATER PRODUCTS INC SENIOR SECURED TERM NOTES | 1 | 982,716.05 | 988,686.42 | 987,654.32 | 982,716.05 | 5,970.37 | — | — | — | — | 0.0730 | M-J-S-D | 0 | — | 11192014 | 11252021 | ||||||||||||||
628530AL1 | MYLAN INC/PA CORP BND 144A | 1 | 3,206,500 | 2,952,812.5 | 2,750,000.00 | 2,948,094.04 | 4,718.46 | (219,568.58 | ) | — | — | 7.875 | 1.6848 | Jan-Jul | 208,796.88 | 289,406.25 | 5302013 | 7152020 | |||||||||||||
62983QAD5 | NAKAMA RE LTD UNSEC CORP BND 144A | F | 1,000,000 | 1,002,020 | 1,000,000.00 | 1,000,000 | 2,020 | — | — | — | 2.125011 | 2.1306 | J-A-J-O | 0 | 767.37 | 12122014 | 1162019 | ||||||||||||||
62983QAE3 | NAKAMA RE LTD UNSEC CORP BND 144A | F | 1,250,000 | 1,254,237.5 | 1,250,000.00 | 1,250,000 | 4,237.5 | — | — | — | 2.875011 | 2.8852 | J-A-J-O | 0 | 1,297.75 | 12122014 | 1162020 | ||||||||||||||
65475UAC6 | NAROT_12-A ABS 12-A | 2 | 622,795.91 | 623,265.42 | 622,879.26 | 622,865.38 | 400.04 | 105.37 | — | — | 0.73 | 0.7360 | Monthly | 792.46 | 10,655.13 | 2152012 | 5162016 | ||||||||||||||
65477LAB6 | NAROT_13-B ABS 13-B A2 | 2 | 66,682.26 | 66,687.24 | 66,682.57 | 66,681.64 | 5.6 | 1.06 | — | — | 0.52 | 0.5202 | Monthly | 71.64 | 1,085.05 | 7242013 | 4152016 | ||||||||||||||
65477MAC2 | NAROT_13-C SENIOR ABS_13-C A3 | 2 | 4,729,020.42 | 4,713,313.36 | 4,730,000.00 | 4,729,427.11 | (16,113.75 | ) | 385.30 | — | — | 0.67 | 0.6792 | Monthly | 1,760.61 | 31,691.05 | 12042013 | 8152018 | |||||||||||||
65477MAD0 | NAROT_13-C SENIOR ABS_13-C A4 | 2 | 3,089,600.16 | 3,074,698.76 | 3,090,000.00 | 3,089,694.35 | (14,995.59 | ) | 88.02 | — | — | 1.3 | 1.3066 | Monthly | 2,231.66 | 40,170.02 | 12042013 | 6152020 | |||||||||||||
6325C0CU3 | NATIONAL AUSTRALIA BNK LIMITED SENIOR CORP BND 144A | F | 1,999,700 | 1,996,979.52 | 2,000,000.00 | 1,999,778.23 | (2,798.71 | ) | 78.23 | — | — | 1.25 | 1.2551 | Mar-Sep | 0 | 19,722.22 | 3112014 | 3172017 | |||||||||||||
63307EAB3 | NATIONAL BK OF CANADA CORP BND 144A | A | 1,025,660 | 1,022,019.96 | 1,000,000.00 | 1,022,484.42 | (464.46 | ) | (3,175.58 | ) | — | — | 2.2 | 0.9349 | Apr-Oct | 0 | 5,500 | 10122011 | 10192016 | ||||||||||||
63307AAA3 | NATIONAL BK OF CANADA SENIOR CORP BND MTN | A | 1 | 3,166,513 | 3,139,350.6 | 3,170,000.00 | 3,167,982.73 | (28,632.13 | ) | 1,847.75 | — | — | 1.45 | 1.4729 | May-Nov | 25,382.25 | 123,801.8 | 11022012 | 11072017 | ||||||||||||
BRSJ6L8K4 | NATIONAL CNEMDIA SENIOR SECURED TERM NOTES | 2 | 1,366,621.35 | 1,310,546.88 | 1,375,000.00 | 1,368,315.46 | (57,768.58 | ) | 1,441.48 | — | — | — | 0.0980 | F-M-A-N | 0 | 42,662.5 | 10182013 | 11262019 | |||||||||||||
637432MN2 | NATIONAL RURAL UTILITIES COOP CORP BND | 1,031,830 | 1,026,329 | 1,000,000.00 | 1,026,099.61 | 229.39 | (5,730.39 | ) | — | — | 3.05 | 0.7903 | Mar-Sep | 0 | 7,625 | 2142011 | 3012016 | ||||||||||||||
637432NB7 | NATIONAL RURAL UTILITIES COOP SECURED CORP BND | 1 | 998,640 | 993,773.5 | 1,000,000.00 | 998,675.04 | (4,901.54 | ) | 41.24 | — | — | 2.3 | 2.3289 | May-Nov | 0 | 3,753.48 | 11042014 | 11152019 | |||||||||||||
637432MX0 | NATIONAL RURAL UTILITIES COOP SENIOR CORP BND | 1 | 2,933,737.95 | 2,919,500.29 | 2,935,000.00 | 2,933,963.15 | (14,462.86 | ) | 278.40 | — | — | 2.15 | 2.1591 | Feb-Aug | 0 | 72,105.92 | 1212014 | 2012019 | |||||||||||||
63743HEG3 | NATIONAL RURAL UTILITIES COOP SENIOR CORP BND MTN | 6,000,000 | 6,002,350.5 | 6,000,000.00 | 6,000,000 | 2,350.5 | — | — | — | 0.4856 | 0.4859 | F-M-A-N | 2,681.80 | 29,341.23 | 6022014 | 5272016 | |||||||||||||||
63946CAD0 | NBCUNIVERSAL ENTERPRISE INC SENIOR CORP BND 144A | 712,310.4 | 711,735.04 | 720,000.00 | 712,409.65 | (674.61 | ) | 99.25 | — | — | 1.974 | 2.2330 | Apr-Oct | 0 | 789.6 | 12082014 | 4152019 | ||||||||||||||
63946CAB4 | NBCUNIVERSAL ENTERPRISE INC SENIOR CORP BND 144A | 6,760,694.5 | 6,806,160.07 | 6,750,000.00 | 6,758,089.9 | 48,070.17 | (1,907.87 | ) | — | — | 0.9156 | 0.9006 | J-A-J-O | 12,574.80 | 61,215.22 | 5012014 | 4152018 | ||||||||||||||
62888XAC8 | NCUA CMBS_10-C1 A-PT | 2 | 3,935,121.25 | 4,032,206.17 | 3,942,938.06 | 3,940,868.59 | 91,337.58 | 1,968.22 | — | — | 2.65 | 2.7254 | Monthly | 1,260.24 | 107,529.29 | 9072011 | 10292020 | ||||||||||||||
62889AAA1 | NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A | 2 | 1,230,423.78 | 1,231,814.16 | 1,230,423.78 | 1,230,423.78 | 1,390.38 | — | — | — | 0.5117 | 0.5121 | Monthly | 484.76 | 6,990.47 | 6102011 | 12072020 | ||||||||||||||
62888VAA6 | NCUA GUARANTEED NOTES AGENCY CMO_10-R1 1A | 2 | 853,612.78 | 858,737.02 | 853,612.78 | 853,612.78 | 5,124.24 | — | — | — | 0.6072 | 0.6080 | Monthly | 444.38 | 5,672.67 | 6102011 | 10072020 | ||||||||||||||
62888VAB4 | NCUA GUARANTEED NOTES AGENCY CMO_10-R1 2A | 2 | 131,690.3 | 132,496.74 | 131,702.18 | 131,697.03 | 799.71 | 9.48 | — | — | 1.84 | 1.8502 | Monthly | 394.37 | 3,662.11 | 9072011 | 10072020 | ||||||||||||||
62889GAA8 | NCUA GUARANTEED NOTES CMO 11-R5 1A | 2 | 1,466,945.77 | 1,469,577.47 | 1,466,945.77 | 1,466,945.77 | 2,631.7 | — | — | — | 0.537 | 0.5365 | Monthly | 874.49 | 9,508.45 | 6102011 | 4062020 | ||||||||||||||
62889JAA2 | NCUA GUARANTEED NOTES CMO_11-R6 1A | 2 | 732,782.66 | 733,075.77 | 732,782.66 | 732,782.66 | 293.11 | — | — | — | 0.533 | 0.5336 | Monthly | 503.74 | 5,037.41 | 6102011 | 5072020 | ||||||||||||||
N6S779BG4 | NEDERLANDSE WATERSCHAPSBANK NV CORP BND EMTN | F | 6,994,610 | 7,016,659.23 | 7,000,000.00 | 6,997,763.28 | 18,895.95 | 1,788.10 | — | — | 0.75 | 0.7759 | Mar-Sep | 13,416.67 | 52,500 | 3192013 | 3292016 | ||||||||||||||
BRSMK3RL8 | NEIMAN MARCUS GROUP INC. THE SENIOR SECURED TERM NOTES | 2,482,489.05 | 2,440,268.96 | 2,487,468.68 | 2,482,783.95 | (42,514.99 | ) | 302.73 | — | — | — | 0.0319 | M-J-S-D | 0 | 2,547.35 | 7312014 | 10252020 | ||||||||||||||
U64107AF9 | NESTLE HLDGS, INC. CORP BND EMTN | 1,013,000 | 999,430.01 | 1,000,000.00 | 1,007,727.58 | (8,297.57 | ) | (3,075.54 | ) | — | — | 1.375 | 1.0533 | June | 7,256.94 | 13,750 | 4092013 | 6212017 | |||||||||||||
BRSH5LE30 | NETWORK RAIL INFRA FIN | 2,340,423.68 | 2,345,228.79 | 1,500,000.00 | 2,340,417.82 | 4,810.97 | (5.86 | ) | — | 4,813.04 | 1 | 0.9035 | December | 0 | 63.96 | ||||||||||||||||
G6459FAE2 | NETWORK RAIL INFRA FIN LOCAL BND EMTN GOVT GUAR | D | 4,034,271.27 | 3,643,943.93 | 2,250,000.00 | 3,714,542.84 | (70,598.91 | ) | (169,532.87 | ) | — | (86,260.6 | ) | 4.875 | 1.0498 | November | 21,273.94 | 219,317.09 | 11132013 | 11272015 | |||||||||||
64127WAJ2 | NETWORK RAIL INFRA FIN UNSECURED CORP BND 144A | F | 3,470,915 | 3,461,674.97 | 3,500,000.00 | 3,476,115.32 | (14,440.35 | ) | 6,373.00 | — | — | 0.75 | 1.0020 | Apr-Oct | 0 | 19,489.59 | 5202014 | 10032017 | |||||||||||||
641423BM9 | NEVADA POWER COMPANY SECURED CORP BND | 950,936.4 | 909,103.11 | 860,000.00 | 910,547.84 | (1,444.73 | ) | (40,388.56 | ) | — | — | 5.95 | 1.0152 | Mar-Sep | 0 | 49,464.33 | 1082014 | 3152016 | |||||||||||||
645771XB7 | NEW JERSEY BLDG AUTH MUNITAX BND REV | 690,125.2 | 687,412 | 680,000.00 | 689,458.99 | (2,046.99 | ) | (666.21 | ) | — | — | 2.303 | 1.8850 | Jun-Dec | 0 | 3,915.1 | 11152013 | 6152018 | |||||||||||||
64603RSQ1 | NEW JERSEY ECONOMIC DEVELOPMEN MUNITAX BND REV | 2 | 3,789,131.15 | 3,770,112.85 | 3,535,000.00 | 3,782,928.93 | (12,816.08 | ) | (6,202.22 | ) | — | — | 6.076 | 5.0179 | Mar-Sep | 0 | 53,696.65 | 4232008 | 3012023 | ||||||||||||
646136DW8 | NEW JERSEY ST TRANSN TR FD AUT MUNI BND REV | 812,857.95 | 807,521.1 | 705,000.00 | 807,867.34 | (346.24 | ) | (4,990.61 | ) | — | — | 5.25 | 2.1303 | Jun-Dec | 0 | 9,253.12 | 5242006 | 12152019 | |||||||||||||
646136BU4 | NEW JERSEY ST TRANSN TR FD AUT MUNI BND REV | 1 | 1,551,705 | 1,532,970 | 1,500,000.00 | 1,533,094.88 | (124.88 | ) | (18,610.12 | ) | — | — | 5 | 0.1296 | Jun-Dec | 0 | 18,750 | 10132005 | 6152016 | ||||||||||||
646136K83 | NEW JERSEY ST TRANSN TR FD AUT MUNITAX BND REV | 5,050,000 | 4,891,631.9 | 5,050,000.00 | 5,050,000 | (158,368.1 | ) | — | — | — | 1.758 | 1.7580 | Jun-Dec | 3,945.73 | 88,779 | 4172013 | 12152018 | ||||||||||||||
64763FKL2 | NEW ORLEANS LA GO MUNI BND GO | 1 | 8,060,805 | 7,982,928 | 7,650,000.00 | 7,971,640.17 | 11,287.83 | (89,164.83 | ) | — | — | 5.25 | 0.6330 | Jun-Dec | 0 | 100,406.25 | 3062008 | 12012019 | |||||||||||||
64966HMQ0 | NEW YORK N Y MUNI BND GO | 3,089,280 | 3,065,640 | 3,000,000.00 | 3,066,554.12 | (914.12 | ) | (22,725.88 | ) | — | — | 3.397 | 0.4199 | Apr-Oct | 0 | 25,477.5 | 9302009 | 10012015 | |||||||||||||
64972FYE0 | NEW YORK NY CITY MUN WTR FIN MUNI BND REV | 1 | 2,323,000 | 2,303,560 | 2,000,000.00 | 2,301,115.09 | 2,444.91 | (21,884.91 | ) | — | — | 5.25 | 0.8192 | Jun-Dec | 0 | 26,250 | 12052008 | 6152023 | |||||||||||||
64972HKE1 | NEW YORK NY CITY TRANSITIONAL MUNI BND REV | 1 | 1,144,760 | 1,144,120 | 1,000,000.00 | 1,135,278.2 | 8,841.8 | (9,481.80 | ) | — | — | 5 | 1.0917 | Jan-Jul | 0 | 12,500 | 10312008 | 7152019 | |||||||||||||
64972HKH4 | NEW YORK NY CITY TRANSITIONAL MUNI BND REV | 1 | 3,442,770 | 3,442,110 | 3,000,000.00 | 3,413,857.2 | 28,252.8 | (28,912.80 | ) | — | — | 5.25 | 1.2517 | Jan-Jul | 0 | 39,375 | 10312008 | 7152022 | |||||||||||||
64971QWF6 | NEW YORK NY CITY TRANSITIONAL MUNITAX BND REV | 2,004,020 | 1,993,200 | 2,000,000.00 | 2,003,775.61 | (10,575.61 | ) | (244.39 | ) | — | — | 1.8 | 1.7454 | Feb-Aug | 0 | 9,000 | 8082012 | 8012018 | |||||||||||||
64966F5S9 | NEW YORK NY MUNI BND GO | 1 | 25,115.5 | 25,113.75 | 25,000.00 | 25,082.04 | 31.71 | (33.46 | ) | — | — | 5.75 | 5.1683 | Feb-Aug | 0 | 359.38 | 7212014 | 8012016 | |||||||||||||
64966KEB5 | NEW YORK NY MUNI BND GO | 1 | 5,804,500 | 5,837,900 | 5,000,000.00 | 5,782,938.52 | 54,961.48 | (21,561.48 | ) | — | — | 5 | 2.8201 | Feb-Aug | 0 | 62,500 | 9122013 | 8012028 | |||||||||||||
649907XR8 | NEW YORK ST DORM AUTH MUNI BND REV | 3,053,370 | 3,018,750 | 3,000,000.00 | 3,050,234.46 | (31,484.46 | ) | (3,135.54 | ) | — | — | 2.05 | 1.6069 | Jun-Dec | 0 | 15,375 | 12052013 | 12012018 | |||||||||||||
649845GF5 | NEW YORK ST ENERGY RESH & DEV MUNI BND REV | 1 | 4,781,250 | 4,712,500 | 5,000,000.00 | 4,783,914.27 | (71,414.27 | ) | 2,664.27 | — | — | 0.464 | 0.7019 | At Mat | 0 | 5,499.71 | 1212005 | 4012034 | |||||||||||||
649883XV2 | NEW YORK ST MTG AGY MUNI BND REV | 1 | 2,089,020 | 2,112,680 | 2,000,000.00 | 2,086,885.69 | 25,794.31 | (2,134.31 | ) | — | — | 4.45 | 3.8600 | Apr-Oct | 0 | 22,250 | 2132014 | 10012029 | |||||||||||||
650035C48 | NEW YORK ST URBAN DEV CORP MUNI BND REV | 1 | 5,854,450 | 5,930,100 | 5,000,000.00 | 5,831,256.43 | 98,843.57 | (23,193.57 | ) | — | — | 5 | 2.7241 | Mar-Sep | 0 | 62,500 | 9112013 | 3152028 | |||||||||||||
650367DT9 | NEWARK N J MUNI BND GO | 2,670,665.6 | 2,640,420.1 | 2,410,000.00 | 2,648,110.91 | (7,690.81 | ) | (22,554.69 | ) | — | — | 5 | 1.2173 | Mar-Sep | 0 | 30,125 | 6192008 | 9012017 | |||||||||||||
651229AP1 | NEWELL RUBBERMAID INC SENIOR CORP BND | 1 | 4,355,116.8 | 4,353,740.7 | 4,360,000.00 | 4,355,205.72 | (1,465.02 | ) | 88.92 | — | — | 2.875 | 2.8989 | Jun-Dec | 0 | 14,624.17 | 11142014 | 12012019 | |||||||||||||
BRSKQ8AG4 | NEXSTAR BROADCASTING GROUP INC NEXSTAR BROADCASTING GROUP INC | 1,629,819.31 | 1,618,272.05 | 1,629,819.31 | 1,629,819.31 | (11,547.26 | ) | — | — | — | — | — | M-J-S-D | 0 | 71,355.34 | 1312014 | 9242020 | ||||||||||||||
G65016AG5 | NEXT PLC LOCAL BND | D | 1,188,131.34 | 1,177,603.18 | 700,000.00 | 1,185,473.07 | (7,869.89 | ) | (2,658.27 | ) | — | (7,629.45 | ) | 5.875 | 1.3338 | October | 0 | 3,536.41 | 12102014 | 10122016 | |||||||||||
302570BC9 | NEXTERA ENERGY CAPITAL HOLDING CORP BND | 688,830.5 | 598,902.51 | 563,000.00 | 585,451.66 | 13,450.85 | (177,104.85 | ) | — | — | 7.875 | 3.5810 | Jun-Dec | 21,175.00 | 356,940.07 | 2172010 | 12152015 | ||||||||||||||
62888UAA8 | NGN_10-R2 AGENCY CMO_10-R2 1A | 2 | 2,316,214 | 2,322,618.34 | 2,316,214.00 | 2,316,214 | 6,404.34 | — | — | — | 0.5272 | 0.5278 | Monthly | 1,115.38 | 13,728.63 | 6102011 | 11062017 | ||||||||||||||
62888YAA0 | NGN_11-R1 CMO_11-R1 IA | 2 | 2,716,517.66 | 2,730,447.92 | 2,715,401.88 | 2,716,076.9 | 14,371.02 | (235.61 | ) | — | — | 0.6072 | 0.5969 | Monthly | 1,390.23 | 18,083.64 | 6102011 | 1082020 | |||||||||||||
62889EAA3 | NGN_11-R3 NGN_11-R3 1A | 2 | 6,002,879.59 | 5,990,955.31 | 5,995,151.91 | 6,000,759.68 | (9,804.37 | ) | (2,148.42 | ) | — | — | 0.5585 | 0.4820 | Monthly | 2,473.02 | 36,839.23 | 6152012 | 3112020 | ||||||||||||
62889FAA0 | NGN_11-R4 CMO_11R4-1A | 2 | 1,948,511.41 | 1,953,634.05 | 1,948,511.41 | 1,948,511.41 | 5,122.64 | — | — | — | 0.537 | 0.5376 | Monthly | 1,063.67 | 12,317.19 | 6102011 | 3062020 | ||||||||||||||
65477LAC4 | NISSAN AUTO RECEIVABLES OWNER ABS 13-B-A3 | 2 | 3,744,185.47 | 3,747,146.03 | 3,745,000.00 | 3,744,630.11 | 2,515.92 | 314.35 | — | — | 0.84 | 0.8500 | Monthly | 1,398.14 | 31,458 | 7242013 | 11152017 | ||||||||||||||
654740AH2 | NISSAN MOTOR ACCEPTANCE CORP SENIOR CORP BND 144A | 1,002,980 | 1,003,314.06 | 1,000,000.00 | 1,002,819.45 | 494.61 | (160.55 | ) | — | — | 2.35 | 2.2787 | Mar-Sep | 0 | 5,875 | 2252014 | 3042019 | ||||||||||||||
645918TG8 | NJ ST EDA PENSION MUNI BND REV | 3,356,340 | 3,334,950 | 3,000,000.00 | 3,331,693.58 | 3,256.42 | (24,646.42 | ) | — | — | 5 | 1.5796 | May-Nov | 0 | 37,500 | 8072008 | 5012018 | ||||||||||||||
645918S53 | NJ ST EDA PENSION MUNITAX BND REV | 1,985,660 | 1,998,780 | 2,000,000.00 | 1,986,896.45 | 11,883.55 | 1,236.45 | — | — | 1.651 | 1.9045 | Mar-Sep | 0 | 8,255 | 9192012 | 9012017 | |||||||||||||||
65474VAG6 | NMOTR_13-A SENIOR ABS 13-A | 2 | 1,680,000 | 1,678,084.83 | 1,680,000.00 | 1,680,000 | (1,915.17 | ) | — | — | — | 0.4608 | 0.4612 | Monthly | 348.39 | 7,745.64 | 2202013 | 2152018 | |||||||||||||
65504LAH0 | NOBLE HOLDING INTERNATIONAL LT SENIOR CORP BND | F | 505,725 | 476,392.18 | 500,000.00 | 505,140.07 | (28,747.89 | ) | (584.93 | ) | — | — | 2.5 | 2.0200 | Mar-Sep | 0 | 3,125 | 2072012 | 3152017 | ||||||||||||
62951MAY6 | NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO 04-R3 A1 144A | 2 | 663,417.27 | 674,509.64 | 656,645.60 | 662,411.82 | 12,097.82 | (731.00 | ) | — | — | 6.5 | 6.2974 | Monthly | 3,915.60 | 43,921.76 | 10032007 | 2252035 | |||||||||||||
65557CAM5 | NORDEA BANK AB JR SUB CORP BND 144A | F | 1 | 14,980,000 | 14,774,025 | 14,980,000.00 | 14,980,000 | (205,975 | ) | — | — | — | 5.5 | 5.5000 | Mar-Sep | 0 | 224,283.88 | 9162014 | 1019999 | ||||||||||||
65557HAE2 | NORDEA BANK AB SENIOR CORP BND | F | 4,989,850 | 5,000,594.1 | 5,000,000.00 | 4,995,339.42 | 5,254.68 | 3,378.00 | — | — | 0.875 | 0.9439 | May-Nov | 5,833.33 | 43,750 | 5072013 | 5132016 | ||||||||||||||
65557DAK7 | NORDEA BANK AB SENIOR CORP BND | F | 5,974,200 | 6,050,981.58 | 6,000,000.00 | 5,977,847.92 | 73,133.66 | 3,647.92 | — | — | 2.375 | 2.4669 | Apr-Oct | 0 | 105,687.5 | 3312014 | 4042019 | ||||||||||||||
W6314JBT7 | NORDEA BANK AB SENIOR CORP BND EMTN | D | 2,012,821.43 | 1,995,065.75 | 1,275,000.00 | 2,012,875.78 | (17,810.03 | ) | (1,109.75 | ) | — | (24,383.03 | ) | 1.00525 | 0.9840 | F-M-A-N | 3,324.04 | 26,548.96 | 11132013 | 2152016 | |||||||||||
65562QAW5 | NORDIC INVESTMENT BANK CORP BND | F | 2,980,170 | 3,038,819.73 | 3,000,000.00 | 2,980,843.75 | 57,975.98 | 673.75 | — | — | 2.25 | 2.3530 | Mar-Sep | 0 | 17,062.5 | 12052014 | 9302021 | ||||||||||||||
659414LY0 | NORTH FOREST INDPT SCH DIST TE MUNI BND GO | 1,415,180.1 | 1,403,552.25 | 1,335,000.00 | 1,404,440.37 | (888.12 | ) | (10,739.73 | ) | — | — | 4 | 0.7672 | Feb-Aug | 0 | 13,350 | 3272006 | 8152016 | |||||||||||||
662858FR5 | NORTH TEXAS TOLLWAY AUTHORITY MUNI BND REV | 1 | 2,310,520 | 2,272,600 | 2,000,000.00 | 2,292,644.17 | (20,044.17 | ) | (17,875.83 | ) | — | — | 5.25 | 1.4699 | Jan-Jul | 0 | 26,250 | 8042009 | 1012020 | ||||||||||||
BRSHM2RV7 | NOVELIS INC/GA SENIOR SECURED TERM NOTES | G | 2 | 1,401,465.26 | 1,401,709.4 | 1,415,153.36 | 1,407,085.52 | (5,376.12 | ) | 8,954.03 | — | — | — | 0.2574 | F-M-A-N | 0 | 97,679.36 | 6192013 | 3102017 | ||||||||||||
65251QAA9 | NSCDN_14-1A ABS2014-1A A1 144A | 2 | 2,500,000 | 2,501,161.6 | 2,500,000.00 | 2,500,000 | 1,161.6 | — | — | — | — | 1.9972 | J-A-J-O | 0 | — | 12162014 | 1252027 | ||||||||||||||
BRSGCCH31 | NSG HOLDINGS SENIOR SECURED TERM LOAN | 2 | 1,640,837.44 | 1,635,625.7 | 1,652,147.18 | 1,644,095.31 | (8,469.61 | ) | 1,815.68 | — | — | — | 0.0974 | M-J-S-D | 0 | 61,853.36 | 10072013 | 12112019 | |||||||||||||
654624AE5 | NTT CORP SENIOR CORP BND | F | 4,459,748.5 | 4,435,669.04 | 4,450,000.00 | 4,455,067.35 | (19,398.31 | ) | (1,948.33 | ) | — | — | 1.4 | 1.3543 | Jan-Jul | 28,208.05 | 62,300 | 7232012 | 7182017 | ||||||||||||
67400LAC2 | OAKTA_14-A2 MEZZANIN ABS 14-A2-B 144A | F | 2 | 3,930,000 | 3,920,400 | 4,000,000.00 | 3,930,353.53 | (9,953.53 | ) | 353.53 | — | — | 2.53435 | 2.8291 | F-M-A-N | 0 | 3,942.32 | 12042014 | 11152025 | ||||||||||||
674599BZ7 | OCCIDENTAL PETROLEUM CORPORATI CORP BND | 2,045,360 | 2,032,714 | 2,000,000.00 | 2,036,841.76 | (4,127.76 | ) | (8,518.24 | ) | — | — | 2.5 | 0.7898 | Feb-Aug | 0 | 12,500 | 12132010 | 2012016 | |||||||||||||
674599CD5 | OCCIDENTAL PETROLEUM CORPORATI SENIOR CORP BND | 1 | 494,780 | 491,184.58 | 500,000.00 | 495,162.24 | (3,977.66 | ) | 382.24 | — | — | 1.5 | 1.8201 | Feb-Aug | 0 | 1,875 | 6192012 | 2152018 | |||||||||||||
67107KAC0 | OCP_14-7A ABS_14-7A-A2A 144A | F | 2 | 3,850,000 | 3,866,359.86 | 4,000,000.00 | 3,853,581.18 | 12,778.68 | 3,581.18 | — | — | 2.33235 | 3.4140 | J-A-J-O | 0 | 9,588.55 | 10312014 | 10202026 | |||||||||||||
67756AVS8 | OHIO ST HIGHER EDL FAC REV MUNI BND REV | 1 | 440,307 | 439,641.45 | 435,000.00 | 439,481.93 | 159.52 | (825.07 | ) | — | — | 4.375 | 3.5751 | May-Nov | 0 | 4,757.82 | 6152006 | 5012017 | |||||||||||||
67756BXS4 | OHIO ST MUNI BND REV | 1 | 3,487,140 | 3,458,460 | 3,000,000.00 | 3,458,271.98 | 188.02 | (28,868.02 | ) | — | — | 5.5 | 1.4701 | Jun-Dec | 0 | 41,250 | 3112009 | 12012024 | |||||||||||||
67868UBY8 | OKLAHOMA CNTY OKLA FIN AUTH MUNITAX BND REV | 1,145,250 | 1,144,060 | 1,000,000.00 | 1,138,203.47 | 5,856.53 | (7,046.53 | ) | — | — | 6.3 | 3.0936 | Mar-Sep | 0 | 15,750 | 7012009 | 9012019 | ||||||||||||||
6824544G5 | ONEIDA CNTY N Y MUNITAX BND GO | 1,532,874 | 1,541,092 | 1,400,000.00 | 1,527,728.27 | 13,363.73 | (5,145.73 | ) | — | — | 5.387 | 3.5700 | Feb-Aug | 0 | 18,854.5 | 8042009 | 8012020 | ||||||||||||||
68268NAK9 | ONEOK PARTNERS LP SENIOR CORP BND | 1 | 2,663,267.75 | 2,705,493.69 | 2,665,000.00 | 2,663,697.98 | 41,795.71 | 329.62 | — | — | 3.2 | 3.2141 | Mar-Sep | 25,820.89 | 85,280 | 9092013 | 9152018 | ||||||||||||||
68323ABL7 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 2,939,850 | 2,967,030.03 | 3,000,000.00 | 2,942,924.99 | 24,105.04 | 3,074.99 | — | — | 1.65 | 2.0740 | Mar-Sep | 0 | 13,062.5 | 9232014 | 9272019 | ||||||||||||||
683234C63 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 3,987,000 | 4,026,199.96 | 4,000,000.00 | 3,987,527.64 | 38,672.32 | 770.26 | — | — | 2.5 | 2.5510 | Mar-Sep | 0 | 44,722.23 | 9042014 | 9102021 | ||||||||||||||
68323AAQ7 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 5,049,059 | 5,009,466 | 4,900,000.00 | 5,003,255.15 | 6,210.85 | (37,970.54 | ) | — | — | 2.3 | 0.7354 | May-Nov | 6,190.83 | 61,908.33 | 9232014 | 5102016 | |||||||||||||
683235AA3 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 5,051,700 | 5,060,800.15 | 5,000,000.00 | 5,042,845.55 | 17,954.6 | (8,854.45 | ) | — | — | 2 | 1.7619 | Mar-Sep | 0 | 80,000 | 3102014 | 9272018 | |||||||||||||
68389XBA2 | ORACLE CORPORATION SENIOR CORP BND | 2,995,650 | 3,022,184.82 | 3,000,000.00 | 2,995,922.44 | 26,262.38 | 358.63 | — | — | 2.8 | 2.8230 | Jan-Jul | 0 | 53,122.23 | 6302014 | 7082021 | |||||||||||||||
68389XAR6 | ORACLE CORPORATION SENIOR CORP BND | 3,350,000 | 3,373,952.37 | 3,350,000.00 | 3,350,000 | 23,952.37 | — | — | — | 0.8106 | 0.8106 | J-A-J-O | 5,977.96 | 27,609.25 | 7092013 | 1152019 | |||||||||||||||
68389XAN5 | ORACLE CORPORATION SENIOR CORP BND | 7,571,479.3 | 7,532,249.81 | 7,590,000.00 | 7,576,993.78 | (44,743.97 | ) | 8,889.21 | — | — | 1.2 | 1.2360 | Apr-Oct | 29,361.33 | 91,580 | 10182012 | 10152017 | ||||||||||||||
F4113NCA5 | ORANGE SA CORP BND | D | 1,679,109.21 | 1,660,592.5 | 900,000.00 | 1,671,969.7 | (11,377.2 | ) | (7,977.59 | ) | — | (14,088.14 | ) | 8 | 1.6740 | December | 0 | 10,732.24 | 11272014 | 12202017 | |||||||||||
L7256GAD9 | OXEA FINANCE & CY SCA SENIOR SECURED TERM NOTES | F | 2 | 2,325,621.38 | 2,238,192 | 2,331,450.00 | 2,326,888.96 | (88,696.96 | ) | 958.92 | — | — | — | 0.0383 | F-M-A-N | 0 | 98,595.9 | 6062013 | 1152020 | ||||||||||||
69144VAA1 | OXFIN_14-1A ABS _14-1A-A 144A | 1 | 2,750,000 | 2,735,425 | 2,750,000.00 | 2,750,000 | (14,575 | ) | — | — | — | 3.475 | 3.4990 | Monthly | 0 | 9,556.25 | 11202014 | 12152022 | |||||||||||||
70922PAE2 | PA TURNPIKE-E MUNITAX BND REV | 4,500,000 | 4,465,980 | 4,500,000.00 | 4,500,000 | (34,020 | ) | — | — | — | 1.699 | 1.6990 | Jun-Dec | 0 | 22,087 | 9112014 | 12012018 | ||||||||||||||
69371RL20 | PACCAR FINANCIAL CORP SENIOR CORP BND MTN | 2,906,042.4 | 2,910,697.24 | 2,910,000.00 | 2,908,533.14 | 2,164.1 | 1,318.02 | — | — | 0.8 | 0.8460 | Feb-Aug | 9,247.33 | 23,280 | 2052013 | 2082016 | |||||||||||||||
69371RL79 | PACCAR INC CORP BND MTN | 3,850,000 | 3,872,470.76 | 3,850,000.00 | 3,850,000 | 22,470.76 | — | — | — | 0.83535 | 0.8354 | M-J-S-D | 2,340.81 | 32,725.78 | 12032013 | 12062018 | |||||||||||||||
694308GL5 | PACIFIC GAS AND ELECTRIC CO CORP BND | 645,360.2 | 646,054.92 | 580,000.00 | 644,111.3 | 1,943.62 | (1,248.90 | ) | — | — | 5.625 | 1.7160 | May-Nov | 0 | 1,812.5 | 12082014 | 11302017 | ||||||||||||||
BRSQNU464 | PACKERS HOLDINGS LLC SENIOR SECURED TERM LOAN | 1 | 110,940.76 | 111,358.88 | 111,498.25 | 110,940.76 | 418.12 | — | — | — | — | 0.0730 | M-J-S-D | 0 | — | 11252014 | 12022021 | ||||||||||||||
709132AK0 | PENNSYLVANIA ST HIGHER EDL FAC MUNI BND REV | 1 | 868,208 | 854,800 | 800,000.00 | 862,105.31 | (7,305.31 | ) | (6,102.69 | ) | — | — | 5 | 1.8099 | Jan-Jul | 0 | 10,000 | 2282007 | 7012018 | ||||||||||||
70917N5A8 | PENNSYLVANIA ST HIGHER EDL FAC MUNI BND REV | 1 | 1,812,096 | 1,797,347.2 | 1,760,000.00 | 1,794,666.83 | 2,680.37 | (17,429.17 | ) | — | — | 5 | 1.0401 | Jan-Jul | 0 | 22,000 | 6022005 | 7012016 | |||||||||||||
70917N5C4 | PENNSYLVANIA ST HIGHER EDL FAC MUNI BND REV | 1 | 1,990,595.2 | 1,973,697.8 | 1,940,000.00 | 1,973,699.23 | (1.43 | ) | (16,895.97 | ) | — | — | 5 | 1.4998 | Jan-Jul | 0 | 24,250 | 6022005 | 7012018 | ||||||||||||
709193LV6 | PENNSYLVANIA ST INDL DEV AUTH MUNI BND REV | 1 | 286,887.65 | 283,193.05 | 245,000.00 | 284,111.75 | (918.7 | ) | (2,775.90 | ) | — | — | 5.5 | 0.8601 | Jan-Jul | 0 | 3,368.75 | 5082012 | 7012023 | ||||||||||||
709193LW4 | PENNSYLVANIA ST INDL DEV AUTH MUNI BND REV | 1 | 1,953,086.85 | 1,950,963.3 | 1,755,000.00 | 1,940,346.12 | 10,617.18 | (12,740.73 | ) | — | — | 5.5 | 2.3397 | Jan-Jul | 0 | 24,131.25 | 5082012 | 7012023 | |||||||||||||
709599AR5 | PENSKE TRUCK LEASING CO SENIOR CORP BND 144A | 1 | 1,049,044.5 | 1,054,487.45 | 1,050,000.00 | 1,049,044.5 | 5,442.95 | — | — | — | 3.05 | 3.0691 | Jan-Jul | 0 | 1,779.17 | 12082014 | 1092020 | ||||||||||||||
709599AQ7 | PENSKE TRUCK LEASING CO SENIOR CORP BND 144A | 1 | 1,354,620.6 | 1,334,943.99 | 1,355,000.00 | 1,354,658.45 | (19,714.46 | ) | 37.85 | — | — | 2.5 | 2.5060 | Jun-Dec | 0 | 18,254.87 | 6122014 | 6152019 | |||||||||||||
709599AJ3 | PENSKE TRUCK LEASING CO SENIOR CORP BND 144A | 1,539,795 | 1,520,037 | 1,500,000.00 | 1,515,892.8 | 4,144.2 | (10,218.15 | ) | — | — | 2.5 | 1.6059 | Mar-Sep | 62,569.45 | 200,347.22 | 2212013 | 3152016 | ||||||||||||||
71338QAA4 | PEPPERDINE UNIVERSITY SENIOR CORP BND | 1,929,098.4 | 1,962,334.63 | 1,704,000.00 | 1,918,062.22 | 44,272.41 | (11,036.18 | ) | — | — | 5.45 | 2.5299 | Feb-Aug | 0 | 23,217 | 2022012 | 8012019 | ||||||||||||||
713448BJ6 | PEPSICO INC CORP BND | 264,146.85 | 261,759.55 | 215,000.00 | 261,201.18 | 558.37 | (2,945.67 | ) | — | — | 7.9 | 2.0401 | May-Nov | 0 | 4,246.25 | 10212008 | 11012018 | ||||||||||||||
713448BT4 | PEPSICO INC CORP BND | 1,283,537.5 | 1,278,678.75 | 1,250,000.00 | 1,278,264.07 | 414.68 | (5,273.43 | ) | — | — | 2.5 | 0.8200 | May-Nov | 0 | 7,812.5 | 1242012 | 5102016 | ||||||||||||||
713448CE6 | PEPSICO INC SENIOR CORP BND | 1,799,370 | 1,797,358.86 | 1,800,000.00 | 1,799,728.53 | (2,369.67 | ) | 233.85 | — | — | 0.7 | 0.7132 | Feb-Aug | 4,375.00 | 12,600 | 2252013 | 2262016 | ||||||||||||||
713448CF3 | PEPSICO INC SENIOR CORP BND | 6,675,000 | 6,682,676.12 | 6,675,000.00 | 6,675,000 | 7,676.12 | (147.71 | ) | — | — | 0.44435 | 0.4444 | F-M-A-N | 3,092.71 | 31,103.64 | 2252013 | 2262016 | ||||||||||||||
714294AB1 | PERRIGO CO LTD SENIOR CORP BND | F | 699,493.02 | 697,091.53 | 700,000.00 | 699,554.03 | (2,462.5 | ) | 61.01 | — | — | 1.3 | 1.3350 | May-Nov | 0 | 2,224.44 | 10032014 | 11082016 | |||||||||||||
BRSHD5L53 | PETCO ANIMAL SUPPLIES INC SENIOR SECURED TERM NOTES | 2 | 1,810,083.37 | 1,835,726.22 | 1,852,715.62 | 1,823,898.3 | 11,827.92 | 9,941.29 | — | — | — | 0.5313 | M-J-S-D | 0 | 109,912.96 | 8012013 | 11242017 | ||||||||||||||
71647NAB5 | PETROBRAS INT BRASPETRO BV SENIOR CORP BND | F | 4,669,544 | 4,171,648.37 | 4,700,000.00 | 4,677,864.72 | (506,216.35 | ) | 5,092.27 | — | — | 3 | 3.1251 | Jan-Jul | 86,558.33 | 141,000.01 | 5132013 | 1152019 | |||||||||||||
71647NAD1 | PETROBRAS INT BRASPETRO BV SENIOR CORP BND | F | 4,978,710 | 4,764,977.5 | 5,029,000.00 | 4,996,778.67 | (231,801.17 | ) | 18,068.67 | — | — | 1.85185 | 2.3175 | F-M-A-N | 0 | 75,010.11 | 3212014 | 5202016 | |||||||||||||
71645WAT8 | PETROBRAS INTL FINANCE CORP BND | F | 797,304 | 788,799.52 | 800,000.00 | 799,377.88 | (10,578.36 | ) | 558.33 | — | — | 3.875 | 3.9499 | Jan-Jul | 13,261.11 | 31,000 | 1202011 | 1272016 | |||||||||||||
71645WAV3 | PETROBRAS INTL FINANCE CORP BND | F | 1,790,982 | 1,796,457.24 | 1,800,000.00 | 1,799,694.69 | (3,237.45 | ) | 3,088.36 | — | — | 2.875 | 3.0510 | Feb-Aug | 20,843.75 | 51,750 | 2012012 | 2062015 | |||||||||||||
717081DG5 | PFIZER INC SENIOR CORP BND | 1,973,854.5 | 1,958,554.57 | 1,975,000.00 | 1,974,207.55 | (15,652.98 | ) | 221.89 | — | — | 1.5 | 1.5120 | Jun-Dec | 1,316.67 | 29,625 | 5282013 | 6152018 | ||||||||||||||
717081DL4 | PFIZER INC SENIOR CORP BND | 2,495,275 | 2,510,811.63 | 2,500,000.00 | 2,495,843.34 | 14,968.29 | 568.34 | — | — | 2.1 | 2.1401 | May-Nov | 0 | 32,958.34 | 5122014 | 5152019 | |||||||||||||||
717081DP5 | PFIZER INC SENIOR CORP BND | 3,000,000 | 2,997,780.09 | 3,000,000.00 | 3,000,000 | (2,219.91 | ) | — | — | — | 0.3821 | 0.3821 | F-M-A-N | 0 | 8,637.05 | 5122014 | 5152017 | ||||||||||||||
717081DF7 | PFIZER INC SENIOR CORP BND | 5,000,000 | 5,003,600.3 | 5,000,000.00 | 5,000,000 | 3,600.3 | — | — | — | 0.5406 | 0.5406 | M-J-S-D | 1,930.14 | 42,323.65 | 5282013 | 6152018 | |||||||||||||||
69331CAF5 | PG&E CORP SENIOR CORP BND | 1 | 500,605 | 498,889.77 | 500,000.00 | 500,573.92 | (1,684.15 | ) | (15.17 | ) | — | — | 2.4 | 2.3704 | Mar-Sep | 0 | 4,376.67 | 2242014 | 3012019 | ||||||||||||
BRSM7GBC1 | PHARMACEUTICAL RSRCE INC SENIOR SECURED TERM NOTES | 3,419,574.91 | 3,332,967.17 | 3,418,427.87 | 3,419,781.92 | (86,814.75 | ) | 912.57 | — | — | — | (0.0083 | ) | M-J-S-D | 0 | 165,531.93 | 2202014 | 9302019 | |||||||||||||
BRSM2A4U7 | PHARMEDIUM HLTH SENIOR SECURED TERM NOTES | 330,160.34 | 322,971.47 | 331,819.44 | 330,373.53 | (7,402.06 | ) | 304.09 | — | — | — | 0.0709 | M-J-S-D | 0 | 12,012.48 | 1232014 | 1282021 | ||||||||||||||
71722TAF1 | PHEAA_04-1 ABS_04-1-A2 | 2 | 452,730 | 485,600.5 | 500,000.00 | 476,117.97 | 9,482.53 | 2,669.28 | — | — | 1.65 | 2.8396 | Monthly | 457.26 | 6,171.61 | 3092010 | 4252044 | ||||||||||||||
71722TAG9 | PHEAA_04-1 ABS_04-1-A3 | 2 | 1,177,098 | 1,287,382.2 | 1,300,000.00 | 1,225,672.88 | 61,709.32 | 5,832.08 | — | — | 1.634 | 2.6235 | Monthly | 530.19 | 15,658.94 | 3092010 | 4252044 | ||||||||||||||
718172BN8 | PHILIP MORRIS INTERNATIONAL IN SENIOR CORP BND | 3,325,728.7 | 3,313,679.95 | 3,335,000.00 | 3,326,165.52 | (12,485.57 | ) | 436.82 | — | — | 1.25 | 1.3450 | May-Nov | 0 | 5,905.73 | 11032014 | 11092017 | ||||||||||||||
718172AX7 | PHILIP MORRIS INTERNATIONAL IN SENIOR CORP BND | 3,645,000 | 3,645,182.14 | 3,645,000.00 | 3,645,000 | 182.14 | — | — | — | 0.28435 | 0.2844 | F-M-A-N | 1,101.98 | 10,596.39 | 2262013 | 2262015 | |||||||||||||||
718172BF5 | PHILIP MORRIS INTERNATIONAL IN SENIOR CORP BND | 5,605,986.5 | 5,617,059.65 | 5,650,000.00 | 5,615,365.5 | 1,694.15 | 12,185.51 | — | — | 1.875 | 2.0339 | Jan-Jul | 25,201.82 | 154,569.02 | 11042013 | 1152019 | |||||||||||||||
718546AJ3 | PHILLIPS 66 CORP BND | 1,674,798.35 | 1,719,599.79 | 1,675,000.00 | 1,674,912.05 | 44,687.74 | 35.94 | — | — | 2.95 | 2.9523 | May-Nov | 8,235.42 | 49,412.5 | 1242013 | 5012017 | |||||||||||||||
718546AE4 | PHILLIPS 66 SENIOR CORP BND | 124,958.79 | 125,245.01 | 125,000.00 | 124,996.64 | 248.37 | 334.27 | — | — | 1.95 | 1.9656 | Mar-Sep | 20,577.92 | 43,036.77 | 1242013 | 3052015 | |||||||||||||||
71883MDU5 | PHOENIX ARIZ CIVIC IMPT CORP MUNI BND REV | 1 | 1,130,520 | 1,123,330 | 1,000,000.00 | 1,121,964.51 | 1,365.49 | (8,555.49 | ) | — | — | 5 | 1.4159 | Jan-Jul | 0 | 12,500 | 5302008 | 7012024 | |||||||||||||
720175FR4 | PIEDMONT MUN PWR AGY S C ELEC MUNI BND REV | 1,247,100 | 1,239,650 | 1,000,000.00 | 1,237,739.81 | 1,910.19 | (9,360.19 | ) | — | — | 6.25 | 2.0224 | Jan-Jul | 0 | 15,625 | 1302001 | 1012021 | ||||||||||||||
73328WAC5 | PILOT_12-1 ABS 12-1 144A | 2 | 134,048.8 | 134,064.83 | 134,071.13 | 134,065.73 | (0.9 | ) | 98.41 | — | — | 0.54 | 0.5490 | Monthly | 262.50 | 5,607.36 | 10102012 | 12212015 | |||||||||||||
BRSJ0MJU4 | PINACLE FOOD FIN SECURED TERM LOAN | 7,973,197.64 | 7,786,857.34 | 8,004,458.54 | 7,979,021.48 | (192,164.14 | ) | 8,090.54 | — | — | — | 0.0589 | M-J-S-D | 0 | 365,217.82 | 10182013 | 4292020 | ||||||||||||||
BRSJYB2V7 | PINNACLE ENTERTAINMENT INC SENIOR SECURED TERM NOTES | 1,415,160.46 | 1,405,830.39 | 1,422,271.85 | 1,416,517.74 | (10,687.35 | ) | 3,726.18 | — | — | — | 0.0712 | F-M-A-N | 0 | 64,699.83 | 9032013 | 8132020 | ||||||||||||||
72650RBG6 | PLAINS ALL AMERICAN PIPELINE L SENIOR CORP BND | 1 | 2,994,390 | 2,974,303.2 | 3,000,000.00 | 2,994,449.91 | (20,146.71 | ) | 59.91 | — | — | 2.6 | 2.6400 | Jun-Dec | 0 | 4,766.67 | 12022014 | 12152019 | |||||||||||||
69349LAL2 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 1,849,392 | 1,847,114.05 | 1,850,000.00 | 1,849,702.1 | (2,588.05 | ) | 223.17 | — | — | 0.5526 | 0.5607 | J-A-J-O | 4,801.28 | 15,643.4 | 3142014 | 4292016 | |||||||||||||
69353RDY1 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 2,499,525 | 2,493,202.6 | 2,500,000.00 | 2,499,567.31 | (6,364.71 | ) | 42.31 | — | — | 1.5 | 1.5061 | Apr-Oct | 0 | 10,729.16 | 9152014 | 10182017 | |||||||||||||
69353RDZ8 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 2,519,300 | 2,510,388.58 | 2,500,000.00 | 2,518,672.5 | (8,283.92 | ) | (627.50 | ) | — | — | 2.4 | 2.2319 | Apr-Oct | 0 | 10,166.67 | 10272014 | 10182019 | ||||||||||||
69349LAP3 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 2,596,620 | 2,599,185.71 | 2,600,000.00 | 2,597,936.79 | 1,248.92 | 1,110.16 | — | — | 1.15 | 1.1939 | May-Nov | 5,564.72 | 29,900 | 10212013 | 11012016 | ||||||||||||||
69353RCG1 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 3,005,460 | 2,989,336.41 | 3,000,000.00 | 3,004,073.79 | (14,737.38 | ) | (1,386.21 | ) | — | — | 1.125 | 1.0560 | Jan-Jul | 0 | 23,343.75 | 4162014 | 1272017 | ||||||||||||
69349LAJ7 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 3,155,000 | 3,156,984.15 | 3,155,000.00 | 3,155,000 | 1,984.15 | — | — | — | 0.5431 | 0.5431 | J-A-J-O | 5,596.33 | 26,915.1 | 1232013 | 1282016 | |||||||||||||||
69353RCH9 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 3,249,925 | 3,255,447.33 | 3,250,000.00 | 3,250,152.41 | 5,294.92 | 227.41 | — | — | 2.2 | 2.2421 | Jan-Jul | 0 | 36,437.5 | 1232014 | 1282019 | ||||||||||||||
69349LAN8 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 4,695,676 | 4,717,234.86 | 4,700,000.00 | 4,697,558.13 | 19,676.73 | 1,390.97 | — | — | 1.3 | 1.3301 | Apr-Oct | 21,724.45 | 61,099.99 | 8202013 | 10032016 | ||||||||||||||
69349LAH1 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 6,438,647.6 | 6,442,666.16 | 6,440,000.00 | 6,439,512.42 | 3,153.74 | 450.52 | — | — | 0.8 | 0.8071 | Jan-Jul | 21,896.00 | 51,520 | 1232013 | 1282016 | ||||||||||||||
73358WGY4 | PORT AUTH NY & NJ MUNI BND REV | 1 | 2,773,939 | 2,782,416 | 2,450,000.00 | 2,764,028.04 | 18,387.96 | (9,910.96 | ) | — | — | 5 | 3.0175 | Apr-Oct | 0 | 30,625 | 1172014 | 10012028 | |||||||||||||
73358WUA0 | PORT AUTH NY & NJ MUNITAX BND REV | 2,000,000 | 1,988,180 | 2,000,000.00 | 2,000,000 | (11,820 | ) | — | — | — | 2.529 | 2.5290 | Apr-Oct | 0 | 9,835 | 10082014 | 10152020 | ||||||||||||||
73674NBG5 | PORTLAND ORE SWR SYS REV MUNITAX BND REV | 509,363.2 | 508,373.4 | 505,000.00 | 508,973.41 | (600.01 | ) | (389.79 | ) | — | — | 2.772 | 2.4396 | Jun-Dec | 0 | 3,499.65 | 6282012 | 6152017 | |||||||||||||
69353UAB7 | PPL WEM HOLDINGS PLC CORP BND 144A | F | 3,397,355 | 3,348,254 | 3,250,000.00 | 3,299,315.16 | 48,938.84 | (35,904.62 | ) | — | — | 3.9 | 2.7311 | May-Nov | 21,125.00 | 126,750 | 3092012 | 5012016 | |||||||||||||
74005PBE3 | PRAXAIR INC SENIOR CORP BND | 3,998,570.51 | 3,998,726 | 4,000,000.00 | 3,999,056.18 | (330.18 | ) | 1,613.09 | — | — | 0.75 | 0.7709 | Feb-Aug | 27,489.58 | 58,472.92 | 9182014 | 2212016 | ||||||||||||||
74041NAB1 | PREFERRED TERM SECURITIES LTD SENIOR COP BND 144A | F | 2,011,890 | 1,994,730 | 3,000,000.00 | 2,021,125.33 | (26,395.33 | ) | 9,235.33 | — | — | 1.1226 | 3.4487 | M-J-S-D | 0 | 8,550.6 | 12092003 | 12242033 | |||||||||||||
74043CAC1 | PREFERRED TERM SECURITIES XXIV PREFTS_24 | F | 2 | 551,820.28 | 550,484.62 | 1,043,651.87 | 550,808.15 | (323.53 | ) | (1,012.13 | ) | — | — | 0.8206 | 7.9138 | M-J-S-D | 0 | 2,169.2 | 12222014 | 3222037 | |||||||||||
74042WAC8 | PREFTS_18 PREFTS_18 | E | 2 | 915,901.67 | 849,164.67 | 1,461,607.40 | 915,901.67 | (66,737 | ) | 3,022.88 | — | — | 1.0021 | 6.3486 | M-J-S-D | 0 | 3,701.1 | 3312012 | 9232035 | ||||||||||||
74042HAC1 | PREFTS_19 PREFTS_19 | 2 | 844,215.99 | 817,061.95 | 1,444,363.44 | 844,215.99 | (27,154.04 | ) | 18,135.09 | — | — | 0.8471 | 6.9575 | M-J-S-D | 0 | 3,167.29 | 3312012 | 12222035 | |||||||||||||
74042CAE8 | PREFTS_1A44 PREFTS_1A44 | F | 2 | 1,707,913.57 | 1,650,946.97 | 2,854,038.25 | 1,711,804.74 | (60,857.77 | ) | 5,967.27 | — | — | 0.8471 | 6.0962 | M-J-S-D | 0 | 6,103.76 | 11022007 | 3222038 | ||||||||||||
74112WAC3 | PRESTIGE AUTO RECEIVABLES TRUS ABS_13-1 A2 144A | 2 | 238,669 | 238,993.98 | 238,693.23 | 238,683.98 | 310 | 35.91 | — | — | 1.09 | 1.0984 | Monthly | 307.51 | 4,714.23 | 4032013 | 2152018 | ||||||||||||||
74041EAC9 | PRETSL_04 PRETSL_04 | F | 2 | 1,276,124.67 | 1,344,237.83 | 2,129,890.56 | 1,273,461.56 | 70,776.27 | (2,663.11 | ) | — | — | 1.2521 | 7.4357 | M-J-S-D | 0 | 6,707.89 | 12232014 | 3232035 | ||||||||||||
74153WBZ1 | PRICOA GLOBAL FUND SECURED CORP BND 144A | 985,230 | 986,673.43 | 1,000,000.00 | 986,233.05 | 440.38 | 1,003.05 | — | — | 1.6 | 2.0200 | May-Nov | 0 | 4,000 | 5212013 | 5292018 | |||||||||||||||
89837LAA3 | PRINCETON UNIVERSITY MUNI BND REV | 1,525,670.4 | 1,499,750.99 | 1,340,000.00 | 1,517,616.94 | (17,865.95 | ) | (8,053.46 | ) | — | — | 4.95 | 1.6422 | Mar-Sep | 0 | 12,713.25 | 10172014 | 3012019 | |||||||||||||
742651DB5 | PRIVATE EXPORT FUNDING CORPORA SECURED AGENCY BND | 1,646,955 | 1,559,850 | 1,500,000.00 | 1,524,012.46 | 35,837.54 | (26,843.42 | ) | — | — | 4.95 | 3.0700 | May-Nov | 9,487.50 | 74,250 | 11272012 | 11152015 | ||||||||||||||
742741AA9 | PROCTER & GAMBLE COMPANY CORP BND | 2 | 780,957.22 | 751,968.2 | 606,960.00 | 761,901.4 | (9,933.2 | ) | (28,495.86 | ) | — | — | 9.36 | 4.4633 | Jan-Jul | 0 | 50,200.38 | 2142014 | 1012021 | ||||||||||||
742718DS5 | PROCTER & GAMBLE COMPANY CORP BND | 1,016,610 | 1,011,120 | 1,000,000.00 | 1,012,852.65 | (1,732.65 | ) | (3,757.35 | ) | — | — | 1.8 | 0.3196 | May-Nov | 0 | 4,500 | 11152010 | 11152015 | |||||||||||||
742718DV8 | PROCTER & GAMBLE COMPANY CORP BND | 2,039,800 | 2,020,646.06 | 2,000,000.00 | 2,024,136.64 | (3,490.58 | ) | (12,564.71 | ) | — | — | 1.45 | 0.6709 | Feb-Aug | 10,626.89 | 24,182.78 | 3052013 | 8152016 | |||||||||||||
742718EG0 | PROCTER & GAMBLE COMPANY SENIOR CORP BND | 499,240 | 498,252.18 | 500,000.00 | 499,263.67 | (1,011.49 | ) | 55.68 | — | — | 1.9 | 1.9321 | May-Nov | 0 | 3,636.39 | 10272014 | 11012019 | ||||||||||||||
742718ED7 | PROCTER & GAMBLE COMPANY SENIOR CORP BND | 2,999,730 | 2,991,356.04 | 3,000,000.00 | 2,999,833.71 | (8,477.67 | ) | 89.43 | — | — | 0.75 | 0.7530 | May-Nov | 3,562.50 | 22,500 | 10302013 | 11042016 | ||||||||||||||
341099CQ0 | PROGRESS ENERGY FLORIDA SECURED CORP BND | 2,668,622.81 | 2,672,148.53 | 2,671,000.00 | 2,670,302.31 | 1,846.22 | (672.61 | ) | — | — | 0.65 | 0.6802 | May-Nov | 3,962.58 | 30,442.75 | 11152012 | 11152015 | ||||||||||||||
743263AL9 | PROGRESS ENERGY INC CORP BND | 550,055 | 524,222.5 | 500,000.00 | 524,021.43 | 201.07 | (22,922.79 | ) | — | — | 5.625 | 0.9621 | Jan-Jul | 12,968.75 | 28,125 | 11062013 | 1152016 | ||||||||||||||
BRSE9C0N4 | PROTECTION ONE, INC. SENIOR SECURED TERM LOAN | 2 | 1,486,498.93 | 1,492,010.99 | 1,499,508.53 | 1,491,542.02 | 468.97 | 2,040.64 | — | — | — | 0.1244 | M-J-S-D | 0 | 65,638.19 | 12132013 | 3212019 | ||||||||||||||
1107098Z8 | PROVINCE OF BRITISH COLUMBIA CORP BND | A | 1,966,310 | 1,939,292 | 1,900,000.00 | 1,933,996.42 | 5,295.58 | (24,398.22 | ) | — | — | 2.1 | 0.7921 | May-Nov | 13,545.00 | 60,316.66 | 8302013 | 5182016 | |||||||||||||
1107098W5 | PROVINCE OF BRITISH COLUMBIA CORP BND | A | 2,360,025 | 2,276,077.5 | 2,250,000.00 | 2,274,875.44 | 1,202.06 | (177,869.07 | ) | — | — | 2.85 | 0.4061 | Jun-Dec | 20,583.34 | 239,874.99 | 6062013 | 6152015 | |||||||||||||
11070TAA6 | PROVINCE OF BRITISH COLUMBIA SENIOR CORP BND | A | 1,007,824 | 1,005,520.02 | 1,000,000.00 | 1,007,396.06 | (1,876.04 | ) | (427.94 | ) | — | — | 1.2 | 0.8765 | Apr-Oct | 0 | 1,600 | 11072014 | 4252017 | ||||||||||||
69362BAZ5 | PSEG POWER LLC SENIOR CORP BND | 1 | 49,925 | 50,580.52 | 50,000.00 | 49,941.49 | 639.03 | 14.45 | — | — | 2.45 | 2.4819 | May-Nov | 180.35 | 1,225 | 11052013 | 11152018 | ||||||||||||||
74456QBE5 | PUBLIC SERVICE ELECTRIC AND GA SECURED CORP BND MTN | 1 | 1,099,692 | 1,118,851.45 | 1,100,000.00 | 1,099,769.94 | 19,081.51 | 169.38 | — | — | 2.3 | 2.3059 | Mar-Sep | 27,159.17 | 72,168.9 | 9092013 | 9152018 | ||||||||||||||
745190WA2 | PUERTO RICO COMWLTH HWY & TRAN MUNI BND REV | 1 | 53,825.5 | 51,211.5 | 50,000.00 | 51,173.12 | 38.38 | (2,340.97 | ) | — | — | 5 | 0.3005 | Jan-Jul | 1,250.00 | 1,250 | 11072013 | 7012045 | |||||||||||||
74529JNP6 | PUERTO RICO SALES TAX FING COR MUNI BND REV | 1 | 985,000 | 952,250 | 1,000,000.00 | 986,410.26 | (34,160.26 | ) | 1,410.26 | — | — | 5 | 5.2193 | Feb-Aug | 0 | 48,333.33 | 1082014 | 8012022 | |||||||||||||
BRSK6KJF2 | QUEBECOR MEDIA INC. SENIOR SECURED TERM NOTES | A | 2,948,937.5 | 2,855,109.38 | 2,962,500.00 | 2,951,506.71 | (96,397.33 | ) | 2,091.17 | — | — | — | 0.0651 | M-J-S-D | 0 | 98,773.58 | 9162013 | 8172020 | |||||||||||||
74834LAU4 | QUEST DIAGNOSTICS INC SENIOR CORP BND | 4,522,815 | 4,522,233.91 | 4,500,000.00 | 4,521,588.07 | 645.84 | (1,226.93 | ) | — | — | 2.7 | 2.5800 | Apr-Oct | 0 | 30,375 | 8262014 | 4012019 | ||||||||||||||
74977RCE2 | RABOBANK NEDERLAND NV CORP BND 144A | F | 899,379 | 904,587.75 | 900,000.00 | 899,974.59 | 4,613.16 | 175.56 | — | — | 3.2 | 3.2150 | Mar-Sep | 15,644.44 | 38,631.12 | 3042010 | 3112015 | ||||||||||||||
N7277KAG6 | RABOBANK NEDERLAND NV CORP BND MTN | D | 1,669,345.87 | 1,528,524.03 | 960,000.00 | 1,630,848.25 | (102,324.22 | ) | (47,621.45 | ) | — | (104,451.82 | ) | 4 | 1.1091 | September | 0 | 66,474.89 | 2202014 | 9102015 | |||||||||||
N7278SAC7 | RABOBANK NEDERLAND NV SENIOR CORP BND | D | 1,584,765.11 | 1,574,952.77 | 960,000.00 | 1,582,852.19 | (7,899.42 | ) | (2,107.75 | ) | — | (12,038.62 | ) | 3.25 | 1.4507 | November | 0 | 3,973.19 | 12032014 | 11012017 | |||||||||||
21688AAA0 | RABOBANK NEDERLAND NV SENIOR CORP BND | 1,988,560 | 2,011,854.24 | 2,000,000.00 | 1,990,663.87 | 21,190.37 | 4,040.55 | — | — | 2.25 | 2.3720 | Jan-Jul | 0 | 83,375 | 1072014 | 1142019 | |||||||||||||||
74977EPY3 | RABOBANK NEDERLAND NV SENIOR CORP BND | F | 2,900,000 | 2,908,671.12 | 2,900,000.00 | 2,900,000 | 8,671.12 | (4,389.83 | ) | — | — | 0.7226 | 0.7226 | M-J-S-D | 4,293.93 | 89,154.67 | 3122013 | 3182016 | |||||||||||||
G7457KAB7 | REED ELSEVIER INVESTMENTS PLC CORP BND | D | 1,905,076.86 | 1,888,824.23 | 1,050,000.00 | 1,898,946.68 | (10,122.45 | ) | (6,720.97 | ) | — | (14,442.73 | ) | 7 | 1.6865 | December | 0 | 9,364.49 | 12032014 | 12112017 | |||||||||||
75887HAL6 | REGT5_14-1A ABS_14-1A A2B2 144A | F | 2 | 3,000,000 | 3,031,750.26 | 3,000,000.00 | 3,000,000 | 31,750.26 | — | — | — | 3.3826 | 3.3643 | J-A-J-O | 0 | 15,785.47 | 10082014 | 10252026 | |||||||||||||
BRSMPYBS7 | RENT-A-CENTER, INC/TX SENIOR SECURED TERM LOAN | 2,604,809.08 | 2,565,540.61 | 2,617,898.58 | 2,606,188.71 | (40,648.1 | ) | 1,478.54 | — | — | — | 0.0711 | M-J-S-D | 0 | 73,170.93 | 3142014 | 3192021 | ||||||||||||||
76111XYJ6 | RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4 2A2 | 2 | 667,677.19 | 642,853.44 | 691,893.46 | 671,989.68 | (29,136.24 | ) | (2,262.26 | ) | — | — | 2.779509 | 3.4226 | Monthly | 2,097.93 | 21,681.35 | 8162007 | 9252035 | ||||||||||||
76117QAC6 | RESIDENTIAL REINSURANCE 2014 L SENIOR CORP BND 144A | F | 500,000 | 500,015 | 500,000.00 | 500,000 | 15 | — | — | — | — | — | Mar-Sep | 0 | — | 11202014 | 12062018 | ||||||||||||||
761713AV8 | REYNOLDS AMERICAN INC SENIOR CORP BND | 399,436 | 399,676 | 400,000.00 | 399,842.75 | (166.75 | ) | 324.92 | — | — | 1.05 | 1.0979 | Apr-Oct | 1,334.38 | 7,252.29 | 10242012 | 10302015 | ||||||||||||||
BRSNJBVT8 | RHP HOTEL PROPERTIES LP SENIOR SECURED TERM LOAN | 492,229.24 | 493,462.9 | 493,462.90 | 492,313.05 | 1,149.85 | 86.90 | — | — | — | 0.0381 | M-J-S-D | 0 | 7,564.9 | 6052014 | 1152021 | |||||||||||||||
BRSR063T1 | RICHELIEU FOODS INC | 124,229.95 | 122,987.65 | 124,229.95 | 124,229.95 | (1,242.3 | ) | — | — | — | — | — | F-M-A-N | 0 | 22,183.92 | ||||||||||||||||
BRSR06452 | RICHELIEU FOODS INC SENIOR SECURED TERM NOTES | 5,028,355.11 | 4,978,071.56 | 5,028,355.11 | 5,028,355.11 | (50,283.55 | ) | — | — | — | — | — | J-A-J-O | 0 | 75,425.33 | 11232014 | 5212019 | ||||||||||||||
76541VKB2 | RICHMOND VA MUNITAX BND GO | 1,500,000 | 1,512,090 | 1,500,000.00 | 1,500,000 | 12,090 | — | — | — | 1.207 | 1.2070 | Jan-Jul | 8,348.42 | 18,105 | 6142012 | 7152016 | |||||||||||||||
76541VKC0 | RICHMOND VA MUNITAX BND GO | 5,000,000 | 5,043,400 | 5,000,000.00 | 5,000,000 | 43,400 | — | — | — | 1.507 | 1.5070 | Jan-Jul | 34,744.73 | 75,350 | 6142012 | 7152017 | |||||||||||||||
767201AJ5 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 1,298,947 | 1,311,427 | 1,300,000.00 | 1,299,817.45 | 11,609.55 | 215.19 | — | — | 1.875 | 1.8921 | May-Nov | 3,994.79 | 24,375 | 10282010 | 11022015 | ||||||||||||||
767201AM8 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 4,651,892.5 | 4,712,000.88 | 4,625,000.00 | 4,639,179.63 | 72,821.25 | (10,180.90 | ) | — | — | 2.5 | 2.6060 | May-Nov | 13,168.40 | 115,625 | 2212013 | 5202016 | |||||||||||||
76720AAJ5 | RIO TINTO FINANCE (USA) PLC CORP BND | F | 2,125,000 | 2,132,713.9 | 2,125,000.00 | 2,125,000 | 7,713.9 | — | — | — | 1.0826 | 1.0826 | M-J-S-D | 959.66 | 23,180.07 | 6142013 | 6172016 | ||||||||||||||
76720AAB2 | RIO TINTO FINANCE (USA) PLC SENIOR CORP BND | F | 1 | 4,019,848 | 4,069,856.57 | 4,025,000.00 | 4,022,647.9 | 47,208.67 | 1,025.42 | — | — | 2 | 2.0270 | Mar-Sep | 22,137.50 | 80,500 | 3192012 | 3222017 | |||||||||||||
769047GX3 | RIVERSIDE CALIF MUNITAX BND REV | 1,103,470 | 1,093,020 | 1,000,000.00 | 1,094,502.06 | (1,482.06 | ) | (8,967.94 | ) | — | — | 5.61 | 1.8474 | Feb-Aug | 0 | 14,025 | 8072009 | 8012017 | |||||||||||||
771196BB7 | ROCHE HOLDINGS INC SENIOR CORP BND 144A | 1 | 2,991,690 | 3,039,471.36 | 3,000,000.00 | 2,991,970.08 | 47,501.28 | 280.08 | — | — | 2.875 | 2.9190 | Mar-Sep | 0 | 22,041.67 | 9222014 | 9292021 | ||||||||||||||
776696AF3 | ROPER IND, INC. SENIOR CORP BND | 1,737,330 | 1,732,519.9 | 1,750,000.00 | 1,738,108.13 | (5,588.23 | ) | 778.13 | — | — | 2.05 | 2.2401 | Apr-Oct | 0 | 8,968.75 | 5302013 | 10012018 | ||||||||||||||
78008TLB8 | ROYAL BANK OF CANADA CORP BND MTN | A | 517,250 | 510,004.39 | 500,000.00 | 510,612.68 | (608.29 | ) | (6,637.32 | ) | — | — | 2.3 | 0.9191 | Jan-Jul | 0 | 11,276.39 | 1032014 | 7202016 | ||||||||||||
78011DAE4 | ROYAL BANK OF CANADA SECURED LOCAL BND | A | 1,199,400 | 1,204,811.92 | 1,200,000.00 | 1,199,685.72 | 5,126.2 | 198.23 | — | — | 1.125 | 1.1420 | Jan-Jul | 6,075.00 | 13,350 | 7162013 | 7222016 | ||||||||||||||
78011DAC8 | ROYAL BANK OF CANADA SECURED LOCAL BND | A | 1,992,400 | 1,987,680.06 | 2,000,000.00 | 1,993,047.49 | (5,367.43 | ) | 647.49 | — | — | 1.2 | 1.3309 | Mar-Sep | 0 | 6,000 | 9122012 | 9192017 | |||||||||||||
BRSNFTGX1 | ROYAL BANK OF CANADA SENIOR CORP BND EMTN | T | 1,749,849.92 | 1,637,888.98 | 1,050,000.00 | 1,750,333.7 | (112,444.72 | ) | 590.20 | — | (116,664.47 | ) | 0.95275 | 1.0028 | M-J-S-D | 0 | 11,535.87 | 5282014 | 6042019 | ||||||||||||
78008SE28 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 3,000,000 | 3,005,189.91 | 3,000,000.00 | 3,000,000 | 5,189.91 | — | — | — | 0.60535 | 0.6054 | M-J-S-D | 5,177.36 | 53,181 | 3052013 | 3082016 | ||||||||||||||
78008SVD5 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 4,094,875 | 4,077,474.27 | 4,100,000.00 | 4,096,841.26 | (19,366.99 | ) | 1,007.34 | — | — | 1.5 | 1.5260 | Jan-Jul | 28,187.50 | 61,500 | 1072013 | 1162018 | |||||||||||||
783186QV4 | RUTGERS UNIVERSITY NEW JERSEY MUNITAX BND REV | 1,152,610.5 | 1,151,069.5 | 1,150,000.00 | 1,152,438.1 | (1,368.6 | ) | (172.40 | ) | — | — | 2.009 | 1.9430 | May-Nov | 0 | 5,775.87 | 6142013 | 5012018 | |||||||||||||
78355HJT7 | RYDER SYSTEM INC. SENIOR CORP BND MTN | 1 | 1,018,640 | 1,012,495.73 | 1,000,000.00 | 1,017,250.48 | (4,754.75 | ) | (1,389.52 | ) | — | — | 2.5 | 1.9205 | Mar-Sep | 0 | 6,180.56 | 8152012 | 3012018 | ||||||||||||
BRSQRAFX3 | SABLE INTERNATIONAL FINANCE LI SENIOR SECURED TERM LOAN | F | 468,160.37 | 471,108.49 | 471,698.11 | 468,160.37 | 2,948.12 | — | — | — | — | 0.4246 | M-J-S-D | 0 | — | 11252014 | 11252016 | ||||||||||||||
78573AAG5 | SABMILLER HOLDINGS INC SENIOR CORP BND 144A | 3,000,000 | 3,009,510.03 | 3,000,000.00 | 3,000,000 | 9,510.03 | — | — | — | 0.92235 | 0.9224 | F-M-A-N | 4,737.16 | 28,121.45 | 8062013 | 8012018 | |||||||||||||||
78573AAB6 | SABMILLER HOLDINGS INC SENIOR CORP BND 144A | 4,164,208 | 4,132,869.4 | 4,050,000.00 | 4,136,246.43 | (3,377.03 | ) | (26,365.08 | ) | — | — | 2.45 | 1.3641 | Jan-Jul | 23,159.30 | 62,475 | 12092013 | 1152017 | |||||||||||||
78572MAF2 | SABMILLER PLC CORP BND 144A | F | 3,491,297.4 | 3,410,734.05 | 2,980,000.00 | 3,436,426.21 | (25,692.16 | ) | (54,871.19 | ) | — | — | 6.5 | 2.0081 | Jan-Jul | 0 | 85,547.22 | 7212014 | 7152018 | ||||||||||||
BRSKM5SR1 | SABRE INC SENIOR SECURED TERM NOTES | 1,801,800 | 1,775,340.57 | 1,801,800.00 | 1,801,800 | (26,459.43 | ) | — | — | — | — | — | M-J-S-D | 0 | 80,085.75 | 10042013 | 2192019 | ||||||||||||||
BRSHCGRY1 | SABRE INC SENIOR SECURED TERM NOTES | 2 | 5,242,372.35 | 5,187,788.47 | 5,268,715.95 | 5,250,479.81 | (62,691.34 | ) | 4,629.56 | — | — | — | 0.0827 | F-M-A-N | 0 | 230,689.17 | 2152013 | 2192019 | |||||||||||||
786134UZ7 | SACRAMENTO SATN MUNITAX BND REV | 2,485,000 | 2,499,263.9 | 2,485,000.00 | 2,485,000 | 14,263.9 | — | — | — | 2.239 | 2.2390 | Jun-Dec | 0 | 6,491.24 | 11062014 | 12012019 | |||||||||||||||
786514BP3 | SAFEWAY INC CORP BND | 1,160,302 | 1,169,385.47 | 1,100,000.00 | 1,155,320.03 | 14,065.44 | (4,981.97 | ) | — | — | 6.35 | 4.3002 | Feb-Aug | 0 | 22,962.5 | 12062012 | 8152017 | ||||||||||||||
796253W99 | SAN ANTONIO TX MUNI BND REV | 1 | 50,813.5 | 50,203 | 50,000.00 | 50,203.38 | (0.38 | ) | (610.12 | ) | — | — | 5 | 0.1555 | Feb-Aug | 0 | 625 | 6302010 | 2012025 | ||||||||||||
796253X23 | SAN ANTONIO TX MUNI BND REV | 1 | 965,456.5 | 953,857 | 950,000.00 | 953,864.13 | (7.13 | ) | (11,592.37 | ) | — | — | 5 | 0.1555 | Feb-Aug | 0 | 11,875 | 6302010 | 2012025 | ||||||||||||
797669UG1 | SAN FRANCISCO CALIF BAY AREA R MUNITAX BND REV | 572,473.8 | 571,972.2 | 570,000.00 | 572,252.52 | (280.32 | ) | (221.28 | ) | — | — | 1.341 | 1.1801 | Jan-Jul | 0 | 1,910.92 | 9212012 | 7012017 | |||||||||||||
797646KB1 | SAN FRANCISCO CALIF CITY & CNT MUNI BND GO | 1 | 1,587,036.5 | 1,567,895.05 | 1,535,000.00 | 1,568,310.97 | (415.92 | ) | (18,725.53 | ) | — | — | 5 | 0.2077 | Jun-Dec | 0 | 19,187.5 | 8122008 | 6152023 | ||||||||||||
79772LDA8 | SAN FRANCISCO CALIF ST BLDG AU MUNI BND REV | 1 | 4,211,080 | 4,168,320 | 4,000,000.00 | 4,165,228.17 | 3,091.83 | (45,851.83 | ) | — | — | 5 | 0.4693 | Jun-Dec | 0 | 50,000 | 1252008 | 12012020 | |||||||||||||
79854RAJ0 | SAN LUIS ARIZ CIVIC IMPT CORP MUNI BND REV | 1 | 874,947.15 | 871,604.1 | 855,000.00 | 868,272.52 | 3,331.58 | (6,674.63 | ) | — | — | 4.1 | 0.9801 | Jan-Jul | 0 | 8,763.75 | 10142005 | 7012017 | |||||||||||||
79854RAK7 | SAN LUIS ARIZ CIVIC IMPT CORP MUNI BND REV | 1 | 923,733.5 | 922,692.75 | 905,000.00 | 917,474.5 | 5,218.25 | (6,259.00 | ) | — | — | 4.125 | 1.3496 | Jan-Jul | 0 | 9,332.82 | 10142005 | 7012018 | |||||||||||||
79854RAL5 | SAN LUIS ARIZ CIVIC IMPT CORP MUNI BND REV | 1 | 1,013,954.75 | 1,014,860.2 | 995,000.00 | 1,007,630.05 | 7,230.15 | (6,324.70 | ) | — | — | 4.2 | 1.6405 | Jan-Jul | 0 | 10,447.5 | 10142005 | 7012019 | |||||||||||||
801060AB0 | SANOFI SENIOR CORP BND | F | 9,323,050.7 | 9,265,917.2 | 9,370,000.00 | 9,336,784.75 | (70,867.55 | ) | 12,288.14 | — | — | 1.25 | 1.3411 | Apr-Oct | 39,417.19 | 171,263.54 | 4032013 | 4102018 | |||||||||||||
802385MG6 | SANTA MONICA CALIF CMNTY COLLE MUNITAX BND GO | 3,421,699.2 | 3,420,701.6 | 3,440,000.00 | 3,422,884.41 | (2,182.81 | ) | 1,185.21 | — | — | 1.864 | 2.0085 | Feb-Aug | 0 | 16,030.4 | 6062013 | 8012018 | ||||||||||||||
BRSM3U3W9 | SBA COMMUNICATIONS CORPORATION SENIOR SECURED TERM NOTES | 5,481,747.07 | 5,398,073.99 | 5,495,397.48 | 5,483,218.12 | (85,144.13 | ) | 1,540.09 | — | — | — | 0.0351 | J-A-J-O | 0 | 131,267.8 | 3312014 | 3242021 | ||||||||||||||
83164JU46 | SBA PRIME FLTR SBA PRIME FLTR | 2 | 1,455,928.8 | 1,524,209.54 | 1,438,323.72 | 1,455,619.8 | 68,589.74 | (666.77 | ) | — | — | 2.35 | 2.1475 | Monthly | 0 | 8,514.02 | 11172009 | 4252031 | |||||||||||||
78403DAG5 | SBA TOWER TRUST SECURED CORP BND 144A | 1 | 4,000,000 | 4,010,480.04 | 4,000,000.00 | 4,000,000 | 10,480.04 | — | — | — | 2.898 | 2.9152 | Monthly | 0 | 24,472 | 10072014 | 10152044 | ||||||||||||||
82735LAA1 | SBY_14-1 ABS_14-1 A 144A | 2 | 1,190,022.89 | 1,171,903.6 | 1,190,022.89 | 1,190,022.89 | (18,119.29 | ) | — | — | — | 1.1654 | 1.1615 | Monthly | 0 | 5,430.94 | 7302014 | 9172031 | |||||||||||||
806854AA3 | SCHLUMBERGER GER INV CORP BND 144A | F | 1,503,915 | 1,522,765.52 | 1,500,000.00 | 1,502,265.21 | 20,500.31 | (1,320.87 | ) | — | — | 1.95 | 1.9869 | Mar-Sep | 8,693.76 | 29,250 | 3222013 | 9142016 | |||||||||||||
80685PAC2 | SCHLUMBERGER NORGE AS CORP BND 144A | F | 698,775 | 709,434.77 | 700,000.00 | 699,570.26 | 9,864.51 | 551.96 | — | — | 1.95 | 1.9869 | Mar-Sep | 9,418.23 | 30,635.31 | 9072011 | 9142016 | ||||||||||||||
80685PAD0 | SCHLUMBERGER NORGE AS SENIOR CORP BND 144A | F | 1,368,739.6 | 1,359,307.12 | 1,370,000.00 | 1,369,339.11 | (10,031.99 | ) | 250.02 | — | — | 1.25 | 1.2690 | Feb-Aug | 7,135.42 | 17,125 | 7242012 | 8012017 | |||||||||||||
80705TAA4 | SCHOL_11-A ABS 11-A A 144A | 2 | 1,589,658.97 | 1,630,988.64 | 1,621,664.12 | 1,593,099.56 | 37,889.08 | 5,592.01 | — | — | 1.1331 | 1.2636 | J-A-J-O | 4,085.94 | 20,541.34 | 3222011 | 10282043 | ||||||||||||||
80705WAA7 | SCHOL_12-B ABS 12-B 144A | 2 | 304,312.68 | 305,577.66 | 305,186.11 | 304,776.74 | 800.92 | 507.18 | — | — | 0.5695 | 0.7047 | Monthly | 15.21 | 2,258.47 | 9192012 | 10282025 | ||||||||||||||
80705XAA5 | SCHOL_13-A ABS 13-A 144A | 2 | 1,649,700.84 | 1,641,404.71 | 1,657,567.65 | 1,650,112.36 | (8,707.65 | ) | 3,923.70 | — | — | 0.8195 | 0.8530 | Monthly | 113.86 | 16,488.42 | 3122013 | 1302045 | |||||||||||||
G79314AG8 | SCOTTISH POWER UK PLC CORP BND | D | 1,525,102.18 | 1,511,271.24 | 850,000.00 | 1,520,502.62 | (9,231.38 | ) | (4,599.56 | ) | — | (9,785.63 | ) | 8.375 | 1.6438 | February | 0 | 5,896.24 | 12102014 | 2202017 | |||||||||||
811065AB7 | SCRIPPS NETWORKS INTERACTIVE I SENIOR CORP BND | 1 | 1,931,172.5 | 1,933,793.38 | 1,930,000.00 | 1,931,190.12 | 2,603.26 | 17.62 | — | — | 2.75 | 2.8271 | May-Nov | 0 | 4,675.76 | 12042014 | 11152019 | ||||||||||||||
811065AA9 | SCRIPPS NETWORKS INTERACTIVE I SENIOR CORP BND | 3,101,760 | 3,076,250.61 | 3,000,000.00 | 3,090,157.22 | (13,906.61 | ) | (11,602.78 | ) | — | — | 2.7 | 1.1398 | Jun-Dec | 0 | 20,250 | 11292011 | 12152016 | |||||||||||||
80281CAD7 | SDART_13-5 ABS 13-5 A2A | 2 | 304,996.49 | 305,170.8 | 305,000.00 | 304,996.74 | 174.06 | 0.21 | — | — | 0.82 | 0.8215 | Monthly | 111.16 | 2,501.04 | 11142013 | 2152018 | ||||||||||||||
80283JAC2 | SDART_13-A ABS 13-A A3 144A | 2 | 3,456,269.77 | 3,461,501.46 | 3,456,524.17 | 3,456,411.58 | 5,089.88 | 106.62 | — | — | 1.02 | 1.0254 | Monthly | 1,586.67 | 35,680.29 | 8152013 | 1162018 | ||||||||||||||
80283XAD9 | SDART_14-3 ABS 14-3 A3 | 2 | 774,991.48 | 772,215.61 | 775,000.00 | 774,991.73 | (2,776.12 | ) | 0.25 | — | — | 0.81 | 0.8114 | Monthly | 0 | 3,365.46 | 6112014 | 7162018 | |||||||||||||
BRSM9G9V0 | SEADRILL OPERATING LP SENIOR SECURED TERM NOTE | F | 1 | 827,592.8 | 657,243.11 | 840,195.73 | 828,367.07 | (171,123.96 | ) | 837.93 | — | — | — | 0.2276 | M-J-S-D | 0 | 13,802.65 | 6182014 | 2212021 | ||||||||||||
BRSJ9AUR5 | SEAWORLD PARKS & ENTERTAINMENT SENIOR SECURED TERM LOAN | 2 | 3,033,705.66 | 2,900,715.43 | 3,050,173.96 | 3,036,530.27 | (135,814.84 | ) | 2,686.95 | — | — | — | 0.0822 | M-J-S-D | 0 | 114,014.13 | 1022014 | 5142020 | |||||||||||||
BRSJ0VL80 | SEMINOLE TRIBE OF FLORIDA SENIOR SECURED TERM NOTES | 2,984,825 | 2,977,362.94 | 2,984,825.00 | 2,984,825 | (7,462.06 | ) | — | — | — | — | — | M-J-S-D | 0 | 93,434.19 | 4122013 | 4292020 | ||||||||||||||
816851AS8 | SEMPRA ENERGY SENIOR CORP BND | 1,019,580 | 1,015,413.67 | 1,000,000.00 | 1,017,610.96 | (2,197.29 | ) | (1,969.04 | ) | — | — | 2.3 | 1.5000 | Apr-Oct | 0 | 5,750 | 3202012 | 4012017 | |||||||||||||
BRSH8YLF4 | SESAC HOLDCO II LLC SENIOR SECURED TERM NOTES | 650,327.28 | 652,098.55 | 655,784.06 | 651,825.75 | 272.8 | 970.47 | — | — | — | 0.1454 | F-M-A-N | 0 | 30,592.27 | 4082014 | 2082019 | |||||||||||||||
8.21686E+86 | SHELBY CNTY TENN | 228,887.1 | 226,184.4 | 195,000.00 | 227,003.8 | (819.4 | ) | (1,883.30 | ) | — | — | 5 | 1.0395 | Apr-Oct | 0 | 2,437.5 | |||||||||||||||
821697YN3 | SHELBY CNTY TENN HEALTH EDL & MUNI BND REV | 1 | 5,647,650 | 5,605,150 | 5,000,000.00 | 5,600,057.78 | 5,092.22 | (47,592.22 | ) | — | — | 5.25 | 1.3600 | Mar-Sep | 0 | 65,625 | 5212008 | 9012021 | |||||||||||||
821686H39 | SHELBY CNTY TENN MUNI BND GO | 1 | 931,232.05 | 923,351.1 | 805,000.00 | 924,266.61 | (915.51 | ) | (6,965.44 | ) | — | — | 5 | 1.3948 | Apr-Oct | 0 | 10,062.5 | 10182011 | 4012020 | ||||||||||||
822582AQ5 | SHELL INTERNATIONAL FINANCE BV CORP BND | F | 6,148,980 | 6,077,220 | 6,000,000.00 | 6,022,027.11 | 55,192.89 | (44,786.18 | ) | — | — | 3.1 | 2.3406 | Jun-Dec | 1,550.00 | 186,000 | 2142012 | 6282015 | |||||||||||||
822582BC5 | SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND | F | 274,000 | 274,095.91 | 274,000.00 | 274,000 | 95.91 | — | — | — | 0.4421 | 0.4421 | F-M-A-N | 161.19 | 1,239.21 | 11122013 | 11152016 | ||||||||||||||
822582AZ5 | SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND | F | 499,380 | 498,261.26 | 500,000.00 | 499,611.5 | (1,350.24 | ) | 204.98 | — | — | 0.9 | 0.9420 | May-Nov | 575.00 | 4,500 | 11122013 | 11152016 | |||||||||||||
822582AR3 | SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND | F | 993,640 | 992,656.86 | 1,000,000.00 | 994,188.83 | (1,531.97 | ) | 548.83 | — | — | 1.125 | 1.3499 | Feb-Aug | 0 | 2,812.5 | 8142012 | 8212017 | |||||||||||||
BRSR1R5H8 | SHELL: ATLAS_14-1 ABS 14-1 | 2 | 4,000,000 | 4,009,197.76 | 4,000,000.00 | 4,000,000 | 9,197.76 | — | — | — | 4.88 | 4.9276 | Monthly | 0 | — | 12182014 | 12152020 | ||||||||||||||
N7993YBH6 | SIEMENS FINANCIERINGSMAATSCHAP CORP BND | D | 1 | 2,027,509.64 | 2,001,563.93 | 1,220,000.00 | 2,022,950.71 | (21,386.78 | ) | (4,971.62 | ) | — | (15,661.5 | ) | 6.125 | 2.7317 | September | 0 | 9,547.95 | 12102014 | 9142066 | ||||||||||
826239EQ4 | SIERRA CALIF JT CMNTY COLLEGE MUNI BND GO | 1 | 1,366,855.5 | 1,379,931 | 1,150,000.00 | 1,361,353.11 | 18,577.89 | (5,502.39 | ) | — | — | 5 | 2.5974 | Feb-Aug | 0 | 14,375 | 9132013 | 8012027 | |||||||||||||
BRSHAG9G2 | SILVER II BORROWER SCA SENOIR SECURED TERM LOAN | R | 1 | 3,310,532.26 | 3,089,140.42 | 3,310,532.26 | 3,310,532.26 | (221,391.84 | ) | — | — | — | — | — | F-M-A-N | 0 | 138,685.47 | 8212013 | 12132019 | ||||||||||||
G8162ZAD4 | SILVERSTONE MASTER ISSUER PLC ABS_09-1 A3 | D | 1 | 833,161.5 | 848,125.71 | 510,000.00 | 833,161.5 | 14,964.21 | — | — | (37,944 | ) | 5.063 | 5.0593 | Apr-Oct | 8,252.97 | 42,542.8 | 10272009 | 1212055 | ||||||||||||
828807CA3 | SIMON PROPERTY GROUP LP CORP BND | 1 | 405,007.68 | 402,149.98 | 308,000.00 | 403,933.84 | (1,783.86 | ) | (1,073.84 | ) | — | — | 10.35 | 2.1730 | Apr-Oct | 0 | 1,416.8 | 12112014 | 4012019 | ||||||||||||
828807CQ8 | SIMON PROPERTY GROUP LP SENIOR CORP BND | 1 | 7,358,478.9 | 7,394,427.1 | 7,369,000.00 | 7,360,693.85 | 33,733.25 | 2,214.95 | — | — | 2.2 | 2.2401 | Feb-Aug | 0 | 145,472.56 | 1132014 | 2012019 | ||||||||||||||
784423AF2 | SLCLT_04-1 ABS 04-1 | 2 | 983,750 | 988,837 | 1,000,000.00 | 988,812.07 | 24.93 | 3,276.10 | — | — | 0.3921 | 0.7127 | F-M-A-N | 523.01 | 3,978.1 | 5202013 | 5152023 | ||||||||||||||
78446XAA3 | SLM STUDENT LOAN TRUST ABS 12-B 144A | 2 | 254,646.72 | 255,443.77 | 254,646.72 | 254,646.72 | 797.05 | — | — | — | 1.2608 | 1.2641 | Monthly | 292.06 | 4,876.1 | 4042012 | 1182022 | ||||||||||||||
78446XAB1 | SLM STUDENT LOAN TRUST ABS_12-B A2 144A | 2 | 999,897.3 | 1,038,892 | 1,000,000.00 | 999,928 | 38,964 | 12.67 | — | — | 3.48 | 3.5066 | Monthly | 1,546.67 | 34,800 | 4042012 | 10152030 | ||||||||||||||
78442GSC1 | SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-A4 | 2 | 128,096.45 | 128,084.53 | 128,298.79 | 128,198.28 | (113.75 | ) | 106.01 | — | — | 0.3141 | 0.3869 | J-A-J-O | 110.56 | 486.66 | 11302012 | 7252019 | |||||||||||||
78446JAA4 | SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2 | 2 | 4,334,811.94 | 4,357,406.31 | 4,343,231.30 | 4,337,534.73 | 19,871.58 | 3,123.81 | — | — | 0.7695 | 0.8051 | Monthly | 1,041.90 | 52,180.58 | 5182011 | 11252027 | ||||||||||||||
78446TAC8 | SLM STUDENT LOAN TRUST SLMA_11 SENIOR ABS_11-C A2B 144A | 2 | 502,508.79 | 499,038 | 465,000.00 | 499,039.13 | (1.13 | ) | (3,469.66 | ) | — | — | 4.54 | 2.5185 | Monthly | 0 | 8,561.69 | 7312014 | 10172044 | ||||||||||||
78447FAB9 | SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E A2A 144A | 2 | 816,500 | 799,168.03 | 800,000.00 | 810,874.92 | (11,706.89 | ) | (3,188.07 | ) | — | — | 2.09 | 1.6708 | Monthly | 743.11 | 16,719.96 | 3192013 | 6152045 | ||||||||||||
78447VAA6 | SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B 144A | 2 | 1,858,246.99 | 1,861,313.12 | 1,858,246.99 | 1,858,246.99 | 3,066.13 | — | — | — | 0.8108 | 0.8122 | Monthly | 916.68 | 17,225.69 | 4252013 | 7152022 | ||||||||||||||
78447CAA8 | SLM_12-D ABS 12-D 144A | 2 | 361,976.83 | 363,468.19 | 361,976.83 | 361,976.83 | 1,491.36 | — | — | — | 1.2108 | 1.2138 | Monthly | 320.62 | 5,799.4 | 7232012 | 6152023 | ||||||||||||||
78448DAA5 | SLMA _14-A SENIOR ABS _14-A-A1 144A | 2 | 1,016,142.54 | 1,011,856.99 | 1,012,464.45 | 1,015,715.84 | (3,858.85 | ) | (905.57 | ) | — | — | 0.7608 | 0.5433 | Monthly | 0 | 3,296.32 | 8052014 | 7152022 | ||||||||||||
78442GHZ2 | SLMA ABS 03-10A A1D 144A | 2 | 100,000 | 100,238.8 | 100,000.00 | 100,000 | 238.8 | 101.13 | — | — | 0.305 | 0.3037 | Monthly | 461.94 | 2,537.07 | 9232011 | 12152016 | ||||||||||||||
78442GJB3 | SLMA ABS 03-10A A1F 144A | 2 | 25,000 | 24,950 | 25,000.00 | 25,000 | (50 | ) | — | — | — | — | — | Monthly | 35.42 | 2,792.97 | 11072011 | 12152016 | |||||||||||||
784442AC9 | SLMA ABS 08_2 A3 | 2 | 1,484,824.22 | 1,506,136.22 | 1,500,000.00 | 1,490,534.32 | 15,601.9 | 2,095.54 | — | — | 0.9841 | 1.1312 | J-A-J-O | 2,800.33 | 14,967.34 | 3272012 | 4252023 | ||||||||||||||
78444YAD7 | SLMA ABS 08-5 A4 | 2 | 2,457,718.75 | 2,460,898.14 | 2,350,000.00 | 2,409,903.35 | 50,994.79 | (12,013.61 | ) | — | — | 1.9341 | 1.3963 | J-A-J-O | 8,604.12 | 46,083.9 | 1112011 | 7252023 | |||||||||||||
78442GQP4 | SLMA ABS_05-8 A3 | 2 | 2,328,754.82 | 2,365,431.82 | 2,371,247.43 | 2,360,796.26 | 4,635.56 | 15,394.03 | — | — | 0.3441 | 0.8159 | J-A-J-O | 2,399.20 | 10,321.74 | 6132011 | 10252024 | ||||||||||||||
78445XAA4 | SLMA_10-1 ABS 10-1A | 2 | 2,850,268.41 | 2,835,702.71 | 2,844,555.05 | 2,849,918.4 | (14,215.69 | ) | (1,998.51 | ) | — | — | 0.5695 | 0.4817 | Monthly | 331.03 | 17,836.87 | 6022014 | 3252025 | ||||||||||||
78446JAB2 | SLMA_11-2 ABS 11-2 | 2 | 6,575,000 | 6,574,997.96 | 6,575,000.00 | 6,575,000 | (2.04 | ) | — | — | — | 1.3695 | 1.3733 | Monthly | 1,495.37 | 90,326.64 | 5182011 | 10252034 | |||||||||||||
78447AAA2 | SLMA_12-3 ABS_12-3 A | 2 | 1,419,867.96 | 1,428,629.26 | 1,419,867.96 | 1,419,867.96 | 8,761.3 | — | — | — | 0.8195 | 0.8209 | Monthly | 218.30 | 12,398.7 | 4242012 | 12262025 | ||||||||||||||
78447EAB2 | SLMA_12-5 ABS 12-5 | 2 | 5,048,844.6 | 5,057,211.87 | 5,057,212.27 | 5,054,266.23 | 2,945.64 | 1,787.11 | — | — | 0.4695 | 0.5152 | Monthly | 410.40 | 24,386.83 | 7102012 | 6252019 | ||||||||||||||
78447GAB7 | SLMA_12-6 ABS 12-6 | 2 | 950,820.03 | 949,786.34 | 950,522.99 | 950,763.68 | (977.34 | ) | (117.04 | ) | — | — | 0.4495 | 0.4221 | Monthly | 0 | 1,954.19 | 7292014 | 9252019 | ||||||||||||
78447KAB8 | SLMA_12-7 ABS 12-7 | 2 | 3,997,370 | 3,998,697.8 | 4,000,000.00 | 3,999,015.93 | (318.13 | ) | 672.74 | — | — | 0.4495 | 0.4691 | Monthly | 296.40 | 17,638.88 | 11022012 | 9252019 | |||||||||||||
78446VAA7 | SLMA_12-A ABS 12-A 144A | 2 | 3,252,105.86 | 3,274,854.87 | 3,249,976.61 | 3,251,637.08 | 23,217.79 | (975.41 | ) | — | — | 1.5608 | 1.5659 | Monthly | 3,039.02 | 60,415.69 | 5132014 | 8152025 | |||||||||||||
78447FAA1 | SLMA_12-E ABS 12-E 144A | 2 | 1,643,811.93 | 1,648,239.93 | 1,643,572.24 | 1,643,732.37 | 4,507.56 | (177.02 | ) | — | — | 0.9108 | 0.9125 | Monthly | 975.92 | 18,473.62 | 11212013 | 10162023 | |||||||||||||
78448AAA1 | SLMA_13-4 ABS 13-4 | 2 | 636,092.57 | 637,708.23 | 636,092.57 | 636,092.57 | 1,615.66 | — | — | — | 0.7195 | 0.7206 | Monthly | 86.77 | 4,903.61 | 8062013 | 6252027 | ||||||||||||||
78448BAA9 | SLMA_13-5 ABS 13-5 A1 | 2 | 212,606.86 | 212,600.49 | 212,606.86 | 212,606.86 | (6.37 | ) | — | — | — | 0.4162 | 0.4165 | Monthly | 41.46 | 1,770.12 | 9112013 | 5252018 | |||||||||||||
78448CAF6 | SLMA_13-6 ABS 13-6 A2 | 2 | 550,000 | 550,021.99 | 550,000.00 | 550,000 | 21.99 | — | — | — | 0.6695 | 0.6704 | Monthly | 61.28 | 4,142.02 | 11062013 | 2252021 | ||||||||||||||
78447RAB3 | SLMA_13-A ABS 13-A 144A | 2 | 459,870.23 | 454,797.41 | 460,000.00 | 459,911.51 | (5,114.1 | ) | 23.57 | — | — | 1.77 | 1.7817 | Monthly | 361.87 | 8,142 | 2272013 | 5172027 | |||||||||||||
78447RAA5 | SLMA_13-A ABS 13-A 144A | 2 | 469,500.69 | 470,572.47 | 470,088.29 | 469,672.51 | 899.96 | 342.49 | — | — | 0.7608 | 0.8282 | Monthly | 212.52 | 4,180.81 | 11212013 | 8152022 | ||||||||||||||
78447RAC1 | SLMA_13-A ABS 13-A 144A | 2 | 2,425,000 | 2,440,835.25 | 2,425,000.00 | 2,425,000 | 15,835.25 | — | — | — | 1.2108 | 1.2138 | Monthly | 1,311.23 | 29,619.51 | 2272013 | 5172027 | ||||||||||||||
78447VAB4 | SLMA_13-B ABS_13-B-A2A | 2 | 804,859.37 | 791,025.2 | 805,000.00 | 804,893.53 | (13,868.33 | ) | 20.34 | — | — | 1.85 | 1.8599 | Monthly | 661.89 | 14,892.6 | 4252013 | 6172030 | |||||||||||||
78447VAC2 | SLMA_13-B ABS_13-B-A2B | 2 | 615,000 | 620,965.51 | 615,000.00 | 615,000 | 5,965.51 | — | — | — | 1.2608 | 1.2641 | Monthly | 346.20 | 7,823.54 | 4252013 | 5152030 | ||||||||||||||
BRSL51FK6 | SNADY CREEK ENERGY ASSOC LP SENIOR SECURED TERM NOTES | 2,322,501.08 | 2,292,740.38 | 2,334,171.93 | 2,324,277.53 | (31,537.15 | ) | 4,460.68 | — | — | — | 0.0715 | F-M-A-N | 0 | 240,978.15 | 12122013 | 11092020 | ||||||||||||||
BRSM2T5A9 | SNL FINANCIAL LC SENIOR SECURED TERM NOTES | 3,811,002.87 | 3,791,598.39 | 3,832,297.39 | 3,815,221.03 | (23,622.64 | ) | 5,292.59 | — | — | — | 0.1155 | M-J-S-D | 0 | 88,809.31 | 1212014 | 10232018 | ||||||||||||||
83367TBH1 | SOCIETE GENERALE SA CAPSEC CORP BND 144A | F | 1 | 3,870,000 | 3,650,000 | 4,000,000.00 | 3,870,577.07 | (220,577.07 | ) | 577.07 | — | — | 6 | 6.2277 | Jan-Jul | 0 | 79,333.34 | 8272014 | 12312049 | ||||||||||||
83703EJY2 | SOUTH CAROLINA JOBS-ECONOMIC D MUNI BND REV | 1 | 993,750 | 995,820 | 1,000,000.00 | 994,522.32 | 1,297.68 | 772.32 | — | — | 5 | 5.3181 | May-Nov | 0 | 12,500 | 1062006 | 11012016 | ||||||||||||||
842400GB3 | SOUTHERN CALIFORNIA EDISON CO. SECURED CORP BND | 4,405,808 | 4,374,504.07 | 4,400,000.00 | 4,404,560.44 | (30,056.37 | ) | (1,269.80 | ) | — | — | 1.125 | 1.0799 | May-Nov | 0 | 39,962.5 | 5062014 | 5012017 | |||||||||||||
842808AF4 | SOUTHERN ELEC SENIOR CORP BND 144A | 3,333,899.45 | 3,315,234.86 | 3,335,000.00 | 3,334,140.59 | (18,905.73 | ) | 220.90 | — | — | 2.2 | 2.2069 | Jun-Dec | 7,948.42 | 73,370 | 11182013 | 12012018 | ||||||||||||||
84650WAD8 | SPAREBNK 1 BOLIG LOCAL BND 144A | F | 5,486,580 | 5,621,824.4 | 5,500,000.00 | 5,493,363.37 | 128,461.03 | 2,553.82 | — | — | 2.3 | 2.3501 | Jun-Dec | 351.38 | 126,500 | 3292012 | 6302017 | ||||||||||||||
84650WAE6 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 5,854,157 | 5,790,083.07 | 5,900,000.00 | 5,867,468.82 | (77,385.75 | ) | 6,323.29 | — | — | 1.75 | 1.8690 | May-Nov | 13,193.06 | 103,250 | 11072012 | 11152019 | |||||||||||||
84650WAB2 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 7,999,374.1 | 7,991,724 | 7,800,000.00 | 7,881,695.09 | 110,028.91 | (57,581.86 | ) | — | — | 2.625 | 1.8621 | May-Nov | 19,337.50 | 204,750 | 12062012 | 5272016 | |||||||||||||
84861CAA3 | SPMF 2014-4A SENIOR CMBS _14-4A A1 | 2 | 3,992,636 | 3,998,706.36 | 4,000,000.00 | 3,992,611.94 | 6,094.42 | (24.06 | ) | — | — | 3.5 | 3.5253 | Monthly | 0 | 13,611.11 | 11212014 | 1202045 | |||||||||||||
78467MAA1 | SRER_11-RS ABS_11-RS A1B1 144A | F | 2 | 2,965,852.5 | 2,952,592.09 | 3,099,834.22 | 2,986,646.38 | (34,054.29 | ) | 23,169.35 | — | — | 0.4072 | 7.1023 | Monthly | 0 | 2,875.26 | 11132014 | 5092046 | ||||||||||||
85571XAL1 | SRTP _14-STAR ABS _14-STAR -B | 2 | 2,000,000 | 2,009,052 | 2,000,000.00 | 2,000,000 | 9,052 | — | — | — | 1.8108 | 1.8176 | Monthly | 0 | 6,023.41 | 11072014 | 11152027 | ||||||||||||||
30250GAA6 | SSGN_10-S1 CMO_10-S1-1A 144A | 2 | 336,603.3 | 336,730.54 | 336,603.30 | 336,603.3 | 127.24 | (0.01 | ) | — | — | 0.7195 | 0.7203 | Monthly | 20.50 | 3,076.86 | 3052010 | 2252048 | |||||||||||||
790849AH6 | ST JUDE MEDICAL INC CORP BND | 3,075,420 | 3,047,073 | 3,000,000.00 | 3,040,761.28 | 6,311.72 | (28,115.09 | ) | — | — | 2.5 | 1.2489 | Jan-Jul | 23,055.56 | 56,250 | 9192013 | 1152016 | ||||||||||||||
86789MAR8 | STA_05-1F STA_05-1F | 2 | 1,601,723.32 | 1,644,185.2 | 1,841,844.60 | 1,605,103.24 | 39,081.96 | (3,876.22 | ) | — | — | 5.75 | 8.9435 | Monthly | 0 | 26,672.57 | 12312008 | 12252035 | |||||||||||||
W86201RD9 | STADSHYPOTEK AB SECURED LOCAL BND | D | 2,045,447.75 | 2,029,023.31 | 1,300,000.00 | 2,045,714.83 | (16,691.52 | ) | 382.40 | — | (18,953.3 | ) | 0.78525 | 0.7971 | F-M-A-N | 2,533.88 | 20,337.11 | 11132013 | 2152016 | ||||||||||||
855030AL6 | STAPLES INC SENIOR CORP BND | 1 | 4,970,658 | 4,902,887.18 | 4,900,000.00 | 4,965,327.01 | (62,439.83 | ) | (5,330.99 | ) | — | — | 2.75 | 2.2799 | Jan-Jul | 0 | 33,687.5 | 2212013 | 1122018 | ||||||||||||
BRSJH5B15 | STAR WEST GENERATION LLC SENIOR SECURED TERM NOTES | 2 | 824,139.9 | 819,591.6 | 827,870.30 | 824,781.31 | (5,189.71 | ) | 2,024.39 | — | — | — | 0.0709 | M-J-S-D | 0 | (845.06 | ) | 12022013 | 3132020 | ||||||||||||
855244AF6 | STARBUCKS CORP SENIOR CORP BND | 1 | 498,600 | 497,199.37 | 500,000.00 | 498,687.6 | (1,488.23 | ) | 87.60 | — | — | 2 | 2.0700 | Jun-Dec | 0 | 2,500 | 12022013 | 12052018 | |||||||||||||
BRSJ08S50 | STARWOOD PROPERTY TRUST INC SECURED TERM LOAN | 3,401,999.74 | 3,341,533.49 | 3,414,082.74 | 3,403,954.47 | (62,420.98 | ) | 2,068.25 | — | — | — | 0.0553 | M-J-S-D | 0 | 113,331.01 | 3192014 | 4172020 | ||||||||||||||
857477AK9 | STATE STREET CORP SENIOR CORP BND | 4,051,931.5 | 4,014,451.42 | 4,075,000.00 | 4,057,280.84 | (42,829.42 | ) | 4,967.75 | — | — | 1.35 | 1.3699 | May-Nov | 5,606.25 | 54,765 | 1062014 | 5152018 | ||||||||||||||
85771PAR3 | STATOILHYDRO ASA SENIOR CORP BND | F | 3,297,594 | 3,287,075.13 | 3,300,000.00 | 3,298,383.28 | (11,308.15 | ) | 1,064.65 | — | — | 1.95 | 1.9800 | May-Nov | 13,780.00 | 84,879.17 | 11052013 | 11082018 | |||||||||||||
85771PAD4 | STATOILHYDRO ASA SENIOR CORP BND | F | 4,124,260 | 4,047,963.56 | 4,000,000.00 | 4,071,775.56 | (23,812 | ) | (30,929.58 | ) | — | — | 1.8 | 0.7928 | May-Nov | �� 11,400.00 | 96,150 | 4112013 | 11232016 | ||||||||||||
85771PAJ1 | STATOILHYDRO ASA SENIOR CORP BND | F | 10,202,467.5 | 10,021,046.98 | 10,250,000.00 | 10,213,213.87 | (192,166.89 | ) | 8,337.67 | — | — | 1.15 | 1.1950 | May-Nov | 13,224.99 | 113,043.4 | 4292014 | 5152018 | |||||||||||||
BRSMDLA59 | STENA INTERNATIONAL SARL | 1,840,137.48 | 1,644,971.39 | 1,858,724.73 | 1,842,221.87 | (197,250.48 | ) | 2,224.85 | — | — | — | 0.1426 | M-J-S-D | 0 | 59,160.8 | ||||||||||||||||
8628113T1 | STRATFORD REC CO LLC MUNITAX BND GO | 782,955 | 777,922.5 | 750,000.00 | 780,878.65 | (2,956.15 | ) | (2,076.35 | ) | — | — | 2.989 | 1.8094 | Feb-Aug | 0 | 5,604.37 | 10182013 | 8152018 | |||||||||||||
BRSM7GLZ9 | STS OPERATING | 798,547.84 | 790,522.23 | 802,560.64 | 799,024.65 | (8,502.42 | ) | 507.14 | — | — | — | 0.0712 | M-J-S-D | 0 | 26,855.58 | ||||||||||||||||
864425AB9 | SUBURBAN HOSP HEALTHCARE SYS I MUNITAX BND REV | 2 | 258,912.36 | 254,943.36 | 252,000.00 | 257,689.17 | (2,745.81 | ) | (1,223.19 | ) | — | — | 7.705 | 5.5970 | Feb-Aug | 0 | 4,854.15 | 3232005 | 2152016 | ||||||||||||
BRSMQX4D9 | SUNGARD AVAILABILITY SERVICES SENIOR SECURED TERM NOTES | 1 | 1,739,051.54 | 1,559,269.75 | 1,741,228.08 | 1,739,224.85 | (179,955.1 | ) | 184.27 | — | — | — | 0.0268 | M-J-S-D | 0 | 47,612.89 | 7112014 | 3292019 | |||||||||||||
BRSHJ8GU2 | SUNGARD DATA SYSTEMS INC SENIOR SECURED TERM LOAN | 2 | 2,057,452.86 | 2,047,139.81 | 2,062,609.38 | 2,058,761.59 | (11,621.78 | ) | 3,810.18 | — | — | — | 0.0355 | J-A-J-O | 0 | 240,426.96 | 3072013 | 3082020 | |||||||||||||
W91297AA4 | SVENSKA HANDELSBANKEN AB CORP BND | D | 1,604,081.6 | 1,590,237.26 | 960,000.00 | 1,600,428.56 | (10,191.3 | ) | (3,653.04 | ) | — | (10,300.01 | ) | 5.5 | 0.9820 | May | 0 | 4,540.36 | 12102014 | 5262016 | |||||||||||
W94232CA6 | SWEDBANK AB SENIOR CORP BND | F | 4,991,550 | 5,037,578.7 | 5,000,000.00 | 4,992,909.11 | 44,669.59 | 1,359.11 | — | — | 2.375 | 2.4111 | Feb-Aug | 0 | 100,277.78 | 2202014 | 2272019 | ||||||||||||||
87020DAL8 | SWEDEN KINGDOM CORP BND MTN 144A | F | 2,695,518 | 2,714,714.95 | 2,700,000.00 | 2,697,364.37 | 17,350.58 | 1,388.40 | — | — | 1 | 1.0529 | May-Nov | 3,450.00 | 27,000 | 8222013 | 11152016 | ||||||||||||||
87165LAA9 | SYNCT_14-1 SENIOR ABS _14-1-A | 2 | 904,748.95 | 901,696.77 | 905,000.00 | 904,757.96 | (3,061.19 | ) | 9.01 | — | — | 1.61 | 1.6250 | Monthly | 0 | 1,659.42 | 11142014 | 11152020 | |||||||||||||
BRSEM91J4 | SYNIVERSE HLDGS SENIOR SEC TERM NOTES | 2,812,674.91 | 2,766,507.27 | 2,841,085.77 | 2,823,505.86 | (56,998.59 | ) | 4,063.69 | — | — | — | 0.1421 | J-A-J-O | 0 | 117,747.22 | 4202012 | 4232019 | ||||||||||||||
871829AS6 | SYSCO CORP SENIOR CORP BND | 1 | 2,995,920 | 3,015,062.49 | 3,000,000.00 | 2,996,113.32 | 18,949.17 | 193.32 | — | — | 2.35 | 2.3790 | Apr-Oct | 0 | 17,429.17 | 9232014 | 10022019 | ||||||||||||||
871829AT4 | SYSCO CORP SENIOR CORP BND | 1 | 7,045,090 | 7,089,701.36 | 7,000,000.00 | 7,045,095.54 | 44,605.82 | 5.54 | — | — | 3 | 2.8906 | Apr-Oct | 0 | 32,916.67 | 12152014 | 10022021 | ||||||||||||||
874060AB2 | TAKEDA PHARMACEUTICAL CO LTD UNSECURED CORP BND 144A | F | 6,819,922.5 | 6,777,322.99 | 6,750,000.00 | 6,786,412.34 | (9,089.35 | ) | (16,155.10 | ) | — | — | 1.625 | 1.3759 | Mar-Sep | 41,076.39 | 132,888.89 | 3192013 | 3172017 | ||||||||||||
89236PAD5 | TAOT_12-A ABS 12-A | 2 | 749,928.68 | 751,687.49 | 750,000.00 | 749,979.47 | 1,708.02 | 20.21 | — | — | 0.99 | 0.9946 | Monthly | 330.00 | 7,425 | 4112012 | 8152017 | ||||||||||||||
89231NAC7 | TAOT_12-B ABS 12-B | 2 | 1,757,041.06 | 1,757,155.46 | 1,757,208.18 | 1,757,168.37 | (12.91 | ) | 144.39 | — | — | 0.46 | 0.4644 | Monthly | 817.78 | 14,476.68 | 9182012 | 7152016 | |||||||||||||
89236VAC4 | TAOT_13-B ABS 13-B A3 | 2 | 764,963.51 | 766,430.52 | 765,000.00 | 764,980.88 | 1,449.64 | 14.97 | — | — | 0.89 | 0.8935 | Monthly | 302.60 | 6,808.44 | 9112013 | 7172017 | ||||||||||||||
89231MAC9 | TAOT_14-A ABS_14-A A3 | 2 | 3,744,307.92 | 3,735,025.49 | 3,745,000.00 | 3,744,543.45 | (9,517.96 | ) | 235.53 | — | — | 0.67 | 0.6791 | Monthly | 0 | 19,655.02 | 3112014 | 12152017 | |||||||||||||
89231RAD6 | TAOT_14-B SENIOR ABS _14-B-A4 | 2 | 9,998,335 | 9,994,815.8 | 10,000,000.00 | 9,998,583.37 | (3,767.57 | ) | 248.37 | — | — | 1.31 | 1.3185 | Monthly | 0 | 70,230.57 | 6102014 | 9162019 | |||||||||||||
89190AAD2 | TAOT_14-C ABS _14-C-A4 | 2 | 2,499,252.75 | 2,495,411.3 | 2,500,000.00 | 2,499,298.45 | (3,887.15 | ) | 45.70 | — | — | 1.44 | 1.4535 | Monthly | 0 | 7,600 | 10072014 | 4152020 | |||||||||||||
87609FAA6 | TAR HEEL RE LTD UNSEC CORP BND 144A | F | 7,000,000 | 7,385,770 | 7,000,000.00 | 7,000,000 | 385,770 | — | — | — | 8.5325 | 8.6252 | M-J-S-D | 19,963.47 | 603,133.74 | 4022013 | 5092016 | ||||||||||||||
87638TAJ2 | TARRANT CNTY TEX CULTURAL ED F MUNI BND REV | 1 | 1,095,910 | 1,091,210 | 1,000,000.00 | 1,085,802.77 | 5,407.23 | (10,107.23 | ) | — | — | 5 | 0.9084 | Feb-Aug | 0 | 12,500 | 4262007 | 2152018 | |||||||||||||
BRSE99EZ9 | TELESAT CANADA / TELESAT LLC SENIOR SECURED TERM LOAN | A | 2 | 4,828,874.72 | 4,786,540.37 | 4,840,977.16 | 4,832,350.16 | (45,809.79 | ) | 2,638.18 | — | — | — | 0.0415 | M-J-S-D | 0 | 213,775.67 | 3272013 | 3282019 | ||||||||||||
87970UAE6 | TELOS_14-6A ABS _14-6A-B1 144A | F | 2 | 2,405,585 | 2,413,437.08 | 2,500,000.00 | 2,406,644.23 | 6,792.85 | 1,059.23 | — | — | 2.3326 | 2.9893 | J-A-J-O | 0 | 4,697.6 | 10302014 | 1172027 | |||||||||||||
Z91GFLXY5 | TEMSE_1 ABS 1 A | D | 2 | 649,017.8 | 631,955.98 | 404,485.87 | 649,017.8 | (17,061.82 | ) | — | — | (18,323.21 | ) | 1.40475 | 1.4087 | Monthly | 435.87 | 13,586.54 | 11072013 | 11212021 | |||||||||||
BRSPDEXA2 | TEREX CORP | 804,045.46 | 796,653.88 | 806,060.61 | 804,134.12 | (7,480.24 | ) | 93.71 | — | — | — | 0.0358 | M-J-S-D | 0 | 8,641.97 | ||||||||||||||||
BRSQPSFE8 | TERRA-GEN FINANCE CO LLC SENIOR SECURED TERM NOTES | 1 | 710,714.28 | 707,142.85 | 714,285.71 | 710,714.28 | (3,571.43 | ) | — | — | — | — | 0.0728 | M-J-S-D | 0 | — | 11262014 | 12092021 | |||||||||||||
88165FAC6 | TEVA PHARMACEUTICAL FIN CO. BV CORP BND | F | 1,026,840 | 1,018,469.14 | 1,000,000.00 | 1,023,635.75 | (5,166.61 | ) | (3,349.00 | ) | — | — | 2.4 | 1.1099 | May-Nov | 8,500.00 | 28,166.67 | 11072011 | 11102016 | ||||||||||||
88166CAA6 | TEVA PHARMACEUTICAL FINANCE II CORP BND | F | 3,995,040 | 4,038,140.8 | 4,000,000.00 | 3,999,517.88 | 38,622.92 | 1,041.40 | — | — | 3 | 3.0270 | Jun-Dec | 5,333.33 | 120,000 | 6152010 | 6152015 | ||||||||||||||
882117V27 | TEXAS A & M UNIVERSITY MUNITAX BND REV | 1,000,000 | 1,008,930 | 1,000,000.00 | 1,000,000 | 8,930 | — | — | — | 1.239 | 1.2390 | Jan-Jul | 6,195.00 | 12,390 | 6262012 | 7012016 | |||||||||||||||
88224LAC2 | TEXAS CHILDRENS HEALTH PLAN (T MUNITAX BND N/A | 1,500,000 | 1,498,050 | 1,500,000.00 | 1,500,000 | (1,950 | ) | — | — | — | 1.305 | 1.3050 | Apr-Oct | 0 | 815.63 | 12092014 | 10012017 | ||||||||||||||
88224LAE8 | TEXAS CHILDRENS HEALTH PLAN (T MUNITAX BND N/A | 2,000,000 | 2,000,000 | 2,000,000.00 | 2,000,000 | — | — | — | — | 2.075 | 2.0750 | Apr-Oct | 0 | 1,729.16 | 12092014 | 10012019 | |||||||||||||||
882508AR5 | TEXAS INSTRUMENTS INCORPORATED CORP BND | 514,270 | 510,205 | 500,000.00 | 512,045.61 | (1,840.61 | ) | (2,224.39 | ) | — | — | 2.375 | 0.6100 | May-Nov | 0 | 2,968.75 | 5162011 | 5162016 | |||||||||||||
882508AX2 | TEXAS INSTRUMENTS INCORPORATED SENIOR CORP BND | 2,320,396.5 | 2,309,691.8 | 2,325,000.00 | 2,321,621.96 | (11,930.16 | ) | 1,225.46 | — | — | 0.875 | 0.9421 | Mar-Sep | 0 | 16,331.51 | 3052014 | 3122017 | ||||||||||||||
882508AV6 | TEXAS INSTRUMENTS INCORPORATED SENIOR CORP BND | 2,470,300 | 2,443,033.99 | 2,500,000.00 | 2,477,106.95 | (34,072.96 | ) | 4,444.74 | — | — | 1 | 1.1929 | May-Nov | 3,333.33 | 21,250 | 5012013 | 5012018 | ||||||||||||||
882723JE0 | TEXAS ST MUNI BND GO | 1 | 38,880.1 | 38,448.9 | 35,000.00 | 38,486.08 | (37.18 | ) | (394.02 | ) | — | — | 5 | 0.5349 | Apr-Oct | 0 | 437.5 | 6072007 | 4012019 | ||||||||||||
882723JY6 | TEXAS ST MUNI BND GO | 1 | 1,071,169.3 | 1,060,091.1 | 965,000.00 | 1,060,391.27 | (300.17 | ) | (10,778.03 | ) | — | — | 5 | 0.5666 | Apr-Oct | 0 | 12,062.5 | 6072007 | 4012019 | ||||||||||||
882722AY7 | TEXAS ST MUNI BND GO | 2,726,575 | 2,693,100 | 2,500,000.00 | 2,695,543.77 | (2,443.77 | ) | (31,031.23 | ) | — | — | 5.25 | 0.2967 | Feb-Aug | 0 | 32,812.5 | 12042008 | 8012016 | |||||||||||||
882806AT9 | TEXAS TECH UNIV MUNI BND REV | 1 | 2,263,420 | 2,263,220 | 2,000,000.00 | 2,248,785.09 | 14,434.91 | (14,634.91 | ) | — | — | 5 | 1.8515 | Feb-Aug | 0 | 25,000 | 2032009 | 2152024 | |||||||||||||
88283LEJ1 | TEXAS TRANSN COMMN ST HWY FD MUNI BND REV | 1 | 1,105,800 | 1,096,950 | 1,000,000.00 | 1,095,076.7 | 1,873.3 | (10,723.30 | ) | — | — | 5 | 0.7265 | Apr-Oct | 0 | 12,500 | 9262007 | 4012019 | |||||||||||||
63902HAA7 | THE NATURE CONSESRVANCY MUNI BND REV | 3,437,400 | 3,404,580 | 3,000,000.00 | 3,415,821.49 | (11,241.49 | ) | (21,578.51 | ) | — | — | 6.3 | 2.9854 | Jan-Jul | 0 | 47,250 | 6182009 | 7012019 | |||||||||||||
883556AY8 | THERMO FISHER SCIENTIFIC INC CORP BND | 516,180 | 511,675 | 500,000.00 | 513,268.85 | (1,593.85 | ) | (2,911.15 | ) | — | — | 3.2 | 0.9002 | Mar-Sep | 0 | 4,000 | 2142011 | 3012016 | |||||||||||||
883556BA9 | THERMO FISHER SCIENTIFIC INC CORP BND | 1,158,759 | 1,167,510.15 | 1,150,000.00 | 1,158,189.11 | 9,321.04 | (1,091.39 | ) | — | — | 2.25 | 2.2871 | Feb-Aug | 5,525.00 | 17,437.5 | 8092011 | 8152016 | ||||||||||||||
883556BB7 | THERMO FISHER SCIENTIFIC INC SENIOR CORP BND | 5,003,150 | 4,966,389.1 | 5,000,000.00 | 5,002,954.63 | (36,565.53 | ) | (195.37 | ) | — | — | 1.85 | 1.8299 | Jan-Jul | 0 | 23,125 | 8162012 | 1152018 | |||||||||||||
883556BE1 | THERMO FISHER SCIENTIFIC INC SENIOR CORP BND | 6,824,023.1 | 6,774,222.44 | 6,810,000.00 | 6,823,185.62 | (48,963.18 | ) | (718.15 | ) | — | — | 2.4 | 2.4130 | Feb-Aug | 2,933.33 | 34,881.67 | 12162014 | 2012019 | |||||||||||||
87247CAA1 | TICP_14-2A ABS _14-2A-A1A 144A | F | 1 | 3,720,000 | 3,712,919.16 | 3,750,000.00 | 3,720,146.79 | (7,227.63 | ) | 146.79 | — | — | 1.6811 | 1.8334 | J-A-J-O | 0 | 1,752.7 | 12172014 | 7202026 | ||||||||||||
BRSN1NQ83 | TIME INC (USA) SENIOR SECURED TERM LOAN | 2,207,870.68 | 2,210,658.4 | 2,230,172.41 | 2,209,682.3 | 976.1 | 1,923.68 | — | — | — | 0.1441 | M-J-S-D | 0 | 45,230.63 | 4172014 | 4242021 | |||||||||||||||
88732JAS7 | TIME WARNER CABLE INC CORP BND | 1,069,630.2 | 1,062,747.96 | 870,000.00 | 1,067,094.94 | (4,346.98 | ) | (2,535.26 | ) | — | — | 8.25 | 2.5829 | Apr-Oct | 0 | 3,987.5 | 12082014 | 4012019 | |||||||||||||
88732JAL2 | TIME WARNER CABLE INC CORP BND | 1,542,151 | 1,491,774.4 | 1,300,000.00 | 1,509,977.93 | (18,203.53 | ) | (32,173.07 | ) | — | — | 6.75 | 1.9531 | Jan-Jul | 0 | 48,993.75 | 6052014 | 7012018 | |||||||||||||
88732JAX6 | TIME WARNER CABLE INC CORP BND | 1 | 4,156,840 | 4,261,987.32 | 4,000,000.00 | 4,138,618.15 | 123,369.17 | (18,221.85 | ) | — | — | 4.125 | 3.4666 | Feb-Aug | 0 | 143,000 | 2132014 | 2152021 | |||||||||||||
880591ER9 | TN VLY AUTHORITY AGENCY BND | 4,947,000 | 5,104,299.95 | 5,000,000.00 | 4,948,174.03 | 156,125.92 | 1,174.03 | — | — | 2.875 | 2.9990 | Mar-Sep | 0 | 36,736.11 | 9242014 | 9152024 | |||||||||||||||
880591EQ1 | TN VLY AUTHORITY SENIOR AGENCY BND | 2,552,790.6 | 2,585,442.98 | 2,565,000.00 | 2,555,751.48 | 29,691.5 | 4,010.53 | — | — | 1.75 | 1.8491 | Apr-Oct | 22,860.93 | 76,767.74 | 9242013 | 10152018 | |||||||||||||||
891145RB2 | TORONTO-DOMINION BANK/THE CORP BND 144A | A | 5,065,250 | 5,059,700 | 5,000,000.00 | 5,056,746.73 | 2,953.27 | (8,503.27 | ) | — | — | 1.625 | 0.9498 | Mar-Sep | 0 | 20,312.5 | 12212011 | 9142016 | |||||||||||||
891145TN4 | TORONTO-DOMINION BANK/THE SECURED LOCAL BND 144A | A | 5,138,450 | 5,139,167.49 | 5,100,000.00 | 5,135,143.51 | 4,023.98 | (5,220.70 | ) | — | — | 1.5 | 1.5710 | Mar-Sep | 7,200.00 | 43,395.83 | 8132014 | 3132017 | |||||||||||||
89114QAQ1 | TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN | A | 472,724.75 | 472,773.15 | 475,000.00 | 472,779.31 | (6.16 | ) | 1,493.82 | — | — | 1.125 | 1.3290 | May-Nov | 0 | 15,578.12 | 12082014 | 5022017 | |||||||||||||
89114QAG3 | TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN | A | 2,938,030.2 | 2,902,505.77 | 2,940,000.00 | 2,938,674.1 | (36,168.33 | ) | 386.60 | — | — | 1.4 | 1.4139 | Apr-Oct | 6,974.33 | 41,160 | 4232013 | 4302018 | |||||||||||||
89114QAV0 | TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN | A | 3,393,914 | 3,391,276.38 | 3,400,000.00 | 3,394,096 | (2,819.62 | ) | 182.00 | — | — | 2.25 | 2.2881 | May-Nov | 0 | 11,900 | 10302014 | 11052019 | |||||||||||||
89153UAD3 | TOTAL CAPITAL CANADA LTD SENIOR CORP BND | A | 2,502,892 | 2,504,400.08 | 2,500,000.00 | 2,501,667.66 | 2,732.42 | (1,224.34 | ) | — | — | 0.6106 | 0.5469 | J-A-J-O | 2,702.27 | 14,794.31 | 3252014 | 1152016 | |||||||||||||
89153VAA7 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 4,318,693 | 4,343,138.52 | 4,325,000.00 | 4,326,023.73 | 17,114.79 | 2,035.22 | — | — | 1.5 | 1.5911 | Feb-Aug | 18,564.59 | 53,625 | 2142012 | 2172017 | ||||||||||||||
89153VAC3 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 5,739,247.5 | 5,778,181.04 | 5,750,000.00 | 5,744,541.1 | 33,639.94 | 2,133.37 | — | — | 1.55 | 1.5891 | Jun-Dec | 742.71 | 89,125 | 6212012 | 6282017 | ||||||||||||||
89153VAF6 | TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND | F | 199,452 | 199,686.76 | 200,000.00 | 199,702.98 | (16.22 | ) | 181.44 | — | — | 1 | 1.0931 | Feb-Aug | 772.22 | 2,000 | 8052013 | 8122016 | |||||||||||||
89153VAJ8 | TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND | F | 399,120 | 398,011.84 | 400,000.00 | 399,400.35 | (1,388.51 | ) | 280.35 | — | — | 1 | 1.0751 | Jan-Jul | 0 | 3,844.44 | 1082014 | 1102017 | |||||||||||||
89153VAD1 | TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND | F | 2,173,434 | 2,175,505.25 | 2,175,000.00 | 2,174,494.11 | 1,011.14 | 471.20 | — | — | 0.75 | 0.7720 | Jan-Jul | 7,068.75 | 16,312.5 | 9182012 | 1252016 | ||||||||||||||
89153VAK5 | TOTAL CAPITAL INTERNATIONAL SA TOTAL CAPITAL INTERNATIONAL SA | F | 1,998,760 | 2,001,455.54 | 2,000,000.00 | 1,998,854.88 | 2,600.66 | 94.88 | — | — | 2.125 | 2.1399 | Jan-Jul | 0 | 10,625 | 1082014 | 1102019 | ||||||||||||||
89152UAA0 | TOTAL CAPITAL S.A. CORP BND | F | 5,126,400 | 5,094,800 | 5,000,000.00 | 5,094,325.81 | 474.19 | (32,074.19 | ) | — | — | 3.125 | 0.5996 | Apr-Oct | 0 | 39,062.5 | 9252009 | 10022015 | |||||||||||||
89152UAE2 | TOTAL CAPITAL S.A. CORP BND | F | 3,074,370 | 3,052,845 | 3,000,000.00 | 3,061,315.3 | (8,470.3 | ) | (13,054.70 | ) | — | — | 2.3 | 0.5902 | Mar-Sep | 0 | 17,250 | 9082010 | 3152016 | ||||||||||||
F9208ZKB2 | TOTAL CAPITAL S.A. CORP BND MTN | D | 1,654,432.94 | 1,643,299.7 | 970,000.00 | 1,652,040.86 | (8,741.16 | ) | (2,392.08 | ) | — | (10,632.18 | ) | 4.25 | 1.2673 | December | 0 | 3,545.01 | 12102014 | 12082017 | |||||||||||
89152UAG7 | TOTAL CAPITAL S.A. SENIOR CORP BND | F | 5,998,320 | 6,039,290.34 | 6,000,000.00 | 5,998,765.89 | 40,524.45 | 324.82 | — | — | 2.125 | 2.1310 | Feb-Aug | 49,229.17 | 127,500 | 8052013 | 8102018 | ||||||||||||||
BRSM7GUN6 | TOWER AUTOMOTIVE HOLDINGS USA SENIOR SECURED TERM NOTES | 500,781.32 | 492,653.98 | 500,156.32 | 500,734.75 | (8,080.77 | ) | (46.57 | ) | — | — | — | (0.0215 | ) | M-J-S-D | 0 | 7,689.54 | 7092014 | 4232020 | ||||||||||||
89236RAC3 | TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A3 | 2 | 3,627,319.97 | 3,627,886.39 | 3,627,347.89 | 3,627,320.94 | 565.45 | 3.58 | — | — | 0.55 | 0.5507 | Monthly | 949.67 | 21,304.58 | 4092013 | 1172017 | ||||||||||||||
89236RAD1 | TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A4 | 2 | 764,782.82 | 763,010.87 | 765,000.00 | 764,893.76 | (1,882.89 | ) | 65.24 | — | — | 0.69 | 0.6997 | Monthly | 234.60 | 5,278.56 | 4092013 | 11152018 | |||||||||||||
89236TBD6 | TOYOTA MOTOR CREDIT CORP CORP BND | 1 | 2,991,000 | 2,981,658.12 | 3,000,000.00 | 2,992,960.09 | (11,301.97 | ) | 1,960.09 | — | — | 0.75 | 0.8592 | M-J-S-D | 0 | 29,057.29 | 7232014 | 3052017 | |||||||||||||
89233P5E2 | TOYOTA MOTOR CREDIT CORP CORP BND MTN | 4,636,515 | 4,578,339.74 | 4,500,000.00 | 4,583,257.5 | (4,917.76 | ) | (30,536.65 | ) | — | — | 2 | 0.8630 | Mar-Sep | 35,333.33 | 109,972.22 | 4052013 | 9152016 | |||||||||||||
89236TAL9 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 4,997,950 | 4,998,077 | 5,000,000.00 | 4,999,053.87 | (976.87 | ) | 681.24 | — | — | 0.8 | 0.8139 | May-Nov | 4,888.90 | 40,000 | 5142013 | 5172016 | ||||||||||||||
89236TBP9 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 4,989,750 | 4,999,765 | 5,000,000.00 | 4,990,320.4 | 9,444.6 | 570.40 | — | — | 2.125 | 2.1699 | Jan-Jul | 0 | 26,562.5 | 7152014 | 7182019 | |||||||||||||||
89236TBH7 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN | 1,499,205 | 1,494,946.86 | 1,500,000.00 | 1,499,369.01 | (4,422.15 | ) | 164.01 | — | — | 1.125 | 1.1430 | May-Nov | 0 | 10,546.88 | 5132014 | 5162017 | ||||||||||||||
89236TBB0 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN | 5,495,325 | 5,522,100.82 | 5,500,000.00 | 5,496,181.86 | 25,918.96 | 856.86 | — | — | 2.1 | 2.1180 | Jan-Jul | 0 | 110,366.67 | 1142014 | 1172019 | |||||||||||||||
89233P6D3 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN | 5,883,808 | 5,862,705.13 | 5,800,000.00 | 5,873,017.81 | (10,312.68 | ) | (19,248.62 | ) | — | — | 1.75 | 1.1119 | May-Nov | 4,739.58 | 67,049.32 | 2052014 | 5222017 | |||||||||||||
BRSJ5FFE4 | TPF GENERATION HOLDINGS LLC SENIOR SECURED TERM LOAN | 1 | 490,037.5 | 448,175 | 492,500.00 | 490,891.73 | (42,716.73 | ) | 557.67 | — | — | — | 0.1078 | J-A-J-O | 0 | 23,898.76 | 5062013 | 12312017 | |||||||||||||
89267XAF5 | TRADEWYND RE LTD CORP BND 144A | F | 500,000 | 499,900 | 500,000.00 | 500,000 | (100 | ) | — | — | — | 0.750011 | 0.7507 | J-A-J-O | 0 | 145.84 | 12052014 | 1082018 | |||||||||||||
89267XAG3 | TRADEWYND RE LTD CORP BND 144A | F | 500,000 | 501,325 | 500,000.00 | 500,000 | 1,325 | — | — | — | 0.770279 | 0.7710 | J-A-J-O | 0 | 149.78 | 12052014 | 1082016 | ||||||||||||||
89267XAH1 | TRADEWYND RE LTD CORP BND 144A | F | 19,250,000 | 19,261,550 | 19,250,000.00 | 19,250,000 | 11,550 | — | — | — | 0.775349 | 0.7761 | J-A-J-O | 0 | 5,804.35 | 12052014 | 1082018 | ||||||||||||||
89289YAB6 | TRAMLINE RE II LTD CORP BND 144A | F | 1,000,000 | 1,006,490 | 1,000,000.00 | 1,000,000 | 6,490 | — | — | — | 9.775349 | 9.7753 | J-A-J-O | 0 | 2,715.37 | 12042014 | 1042019 | ||||||||||||||
893526DL4 | TRANSCANADA PIPELINES LIMITED SENIOR CORP BND | A | 1,394,806 | 1,400,378 | 1,400,000.00 | 1,399,709.45 | 668.55 | 3,373.11 | — | — | 0.875 | 1.0008 | Mar-Sep | 8,460.16 | 23,703.4 | 2282012 | 3022015 | ||||||||||||||
BRSNBE338 | TRANSDIGM INC SENIOR SECURED TERM LOAN | 1 | 3,968,731.21 | 3,930,978.6 | 3,987,481.21 | 3,968,802.65 | (37,824.05 | ) | 71.44 | — | — | — | 0.0720 | M-J-S-D | 0 | 27,973.55 | 11142014 | 6042021 | |||||||||||||
893830BB4 | TRANSOCEAN INC CORP BND | F | 3,723,969.59 | 3,134,790 | 3,426,000.00 | 3,710,367.67 | (575,577.67 | ) | (40,657.41 | ) | — | — | 6.375 | 4.9494 | Jun-Dec | 14,095.83 | 249,814.83 | 9172014 | 12152021 | ||||||||||||
BRSMMP9T0 | TRANSUNION LLC SENIOR SECURED TERM LOAN | 1 | 2,419,218.74 | 2,397,997.53 | 2,425,281.95 | 2,419,808.38 | (21,810.85 | ) | 635.45 | — | — | — | 0.0355 | M-J-S-D | 0 | 66,604.63 | 3212014 | 4092021 | |||||||||||||
BRSL5JDW3 | TRIBUNE COMPANY SENIOR SECURED TERM NOTES | 9,460,229.59 | 9,368,377.64 | 9,483,939.44 | 9,463,495.74 | (95,118.1 | ) | 5,268.80 | — | — | — | 0.0355 | M-J-S-D | 0 | 385,107.44 | 11212013 | 12272020 | ||||||||||||||
BRSEQLBQ6 | TRICORBRAUN INC SENIOR SECURED TERM LOAN | 2,422,493.34 | 2,403,210.78 | 2,434,666.67 | 2,427,854.6 | (24,643.82 | ) | 2,037.67 | — | — | — | 0.0828 | M-J-S-D | 0 | 100,902.48 | 4302012 | 5032018 | ||||||||||||||
872882AC9 | TSMC GLOBAL LTD SENIOR CORP BND 144A | F | 5,711,170.95 | 5,604,643.35 | 5,715,000.00 | 5,712,474.03 | (107,830.68 | ) | 750.12 | — | — | 1.625 | 1.6390 | Apr-Oct | 22,701.25 | 92,868.76 | 3272013 | 4032018 | |||||||||||||
898711Q33 | TUCSON ARIZ CTFS PARTN MUNITAX BND GO | 506,550 | 505,230 | 500,000.00 | 505,965.81 | (735.81 | ) | (584.19 | ) | — | — | 2.139 | 1.6499 | Jan-Jul | 0 | 2,673.75 | 3222012 | 7012017 | |||||||||||||
8987968N0 | TUCSON ARIZ CTFS PARTN MUNITAX BND REV | 2,350,846 | 2,326,171 | 2,350,000.00 | 2,350,805.34 | (24,634.34 | ) | (40.66 | ) | — | — | 1.48 | 1.4699 | Jan-Jul | 0 | 8,695 | 5222013 | 7012018 | |||||||||||||
BRSG6Z2D1 | TURBF_12-3 SENIOR ABS 12-3 | D | 2 | 73,070.55 | 71,716.85 | 45,982.35 | 73,070.55 | (1,353.7 | ) | (0.02 | ) | — | (1,372.57 | ) | 1.10381 | 1.1062 | Monthly | 205.53 | 3,393.56 | 11132012 | 11202019 | ||||||||||
BRSL4ZHF1 | TURBF_13-4 SENIOR ABS 13-4 A | D | 2 | 1,031,320.02 | 1,006,238.71 | 644,796.66 | 1,031,320.02 | (25,081.31 | ) | (288.98 | ) | — | (25,920.83 | ) | 1.08538 | 1.0878 | Monthly | 567.94 | 17,280.94 | 11082013 | 1202021 | ||||||||||
BRSPQCUZ0 | TURBF_5 ABS 5 A | D | 2 | 1,427,140 | 1,372,455.59 | 880,000.00 | 1,427,140 | (54,684.41 | ) | — | — | (55,000 | ) | 0.97381 | 0.9758 | Monthly | 0 | 4,610 | 9162014 | 8202021 | |||||||||||
902133AQ0 | TYCO ELECTRONICS GROUP SA SENIOR CORP BND | F | 1 | 1,634,149.8 | 1,627,515.69 | 1,635,000.00 | 1,634,217.62 | (6,701.93 | ) | 67.82 | — | — | 2.35 | 2.3611 | Feb-Aug | 0 | 16,116.11 | 7282014 | 8012019 | ||||||||||||
902494AW3 | TYSON FOODS INC SENIOR CORP BND | 1 | 1,998,680 | 2,015,699.92 | 2,000,000.00 | 1,998,781.93 | 16,917.99 | 101.93 | — | — | 2.65 | 2.6641 | Feb-Aug | 0 | 21,052.78 | 8052014 | 8152019 | ||||||||||||||
BRSPC8H22 | UAL_12-2A SENIOR SECURED TERM LOAN | 1 | 3,375,000 | 3,387,784.09 | 3,409,090.91 | 3,376,215.46 | 11,568.63 | 1,215.46 | — | — | — | 0.1425 | M-J-S-D | 0 | 26,278.41 | 8062014 | 9152021 | ||||||||||||||
90261XHC9 | UBS AG (STAMFORD BRANCH) SENIOR CORP BND MTN | 3,887,442 | 3,875,641.38 | 3,900,000.00 | 3,889,007.1 | (13,365.72 | ) | 2,826.35 | — | — | 1.375 | 1.4851 | Feb-Aug | 0 | 36,830.9 | 8112014 | 8142017 | ||||||||||||||
G918UHAA3 | UBS AG JERSEY BRANCH CORP BND EMTN | D | 1 | 822,265.02 | 819,885.61 | 450,000.00 | 820,810.87 | (925.26 | ) | (1,572.65 | ) | — | (5,646.17 | ) | 6.375 | 2.7631 | November | 0 | 3,202.89 | 12042014 | 11192024 | ||||||||||
G916E2AB6 | UBS AG, LONDON BRANCH CORP BND EMTN | D | 2,009,790.42 | 1,988,508.56 | 1,180,000.00 | 2,002,736.49 | (14,227.93 | ) | (7,760.21 | ) | — | (15,232.12 | ) | 6.375 | 1.1107 | July | 0 | 9,618.49 | 12032014 | 7202016 | |||||||||||
90349CAB0 | UBS AG, LONDON BRANCH SENIOR CORP BND 144A | F | 1,994,860 | 1,997,960.06 | 2,000,000.00 | 1,997,879.48 | 80.58 | 1,713.25 | — | — | 0.75 | 0.8371 | Mar-Sep | 4,041.67 | 15,000 | 3212013 | 3242016 | ||||||||||||||
90264AAA7 | UBS PD FD TST IV CORP BND | 1 | 5,206,250 | 5,162,550.35 | 5,000,000.00 | 5,206,250 | (43,699.65 | ) | — | — | — | 6.243 | 5.9957 | May-Nov | 0 | 40,752.91 | 11102014 | 1019999 | |||||||||||||
90270YBD0 | UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2 | 2 | 1,368,685.5 | 1,365,644.88 | 1,355,000.00 | 1,368,002.44 | (2,357.56 | ) | (683.06 | ) | — | — | 2.1365 | 1.9330 | Monthly | 0 | 7,639.45 | 9232014 | 3102046 | ||||||||||||
904764AL1 | UNILEVER CAPITAL CORP SENIOR CORP BND | 523,330 | 511,418 | 500,000.00 | 511,566.96 | (148.96 | ) | (23,666.94 | ) | — | — | 2.75 | 0.6522 | Feb-Aug | 14,002.09 | 32,633.33 | 11062013 | 2102016 | |||||||||||||
904764AQ0 | UNILEVER CAPITAL CORP SENIOR CORP BND | 2,616,071.25 | 2,648,452.21 | 2,625,000.00 | 2,619,797.58 | 28,654.63 | 9,143.11 | — | — | 2.2 | 2.4240 | Mar-Sep | 48,315.97 | 113,529.17 | 9112013 | 3062019 | |||||||||||||||
904764AP2 | UNILEVER CAPITAL CORP SENIOR CORP BND | 5,065,740 | 5,062,912.06 | 5,125,000.00 | 5,085,296.21 | (22,384.15 | ) | 22,742.85 | — | — | 0.85 | 1.0940 | Feb-Aug | 31,310.69 | 63,627.81 | 7302012 | 8022017 | ||||||||||||||
BRSMNJ591 | UNILEVER PLC SENIOR CORP BND EMTN | D | 629,791.5 | 607,621.4 | 380,000.00 | 630,091.06 | (22,469.66 | ) | 373.55 | — | (39,220.82 | ) | 2 | 2.0630 | December | 0 | 12,116.23 | 3192014 | 12192018 | ||||||||||||
907818DA3 | UNION PACIFIC CORPORATION CORP BND | 1,999,631.7 | 1,987,162.47 | 1,749,000.00 | 1,983,834.11 | 3,328.36 | (15,797.59 | ) | — | — | 5.7 | 1.8501 | Feb-Aug | 0 | 24,923.25 | 12052012 | 8152018 | ||||||||||||||
G9T44MEB4 | UNITED KINGDOM GILT GOVT BND | D | 5,144,272.79 | 4,969,604.18 | 3,160,000.00 | 5,146,311.69 | (176,707.51 | ) | 40,651.31 | — | (232,705.66 | ) | 1 | 1.1072 | Mar-Sep | 10,448.13 | 110,514.7 | 10242014 | 9072017 | ||||||||||||
G92451GE0 | UNITED KINGDOM GILT GOVT BND | D | 13,203,783.91 | 12,912,012.81 | 8,075,000.00 | 13,186,797.54 | (274,784.73 | ) | (55,804.78 | ) | — | (325,140.1 | ) | 1.75 | 0.6968 | Jan-Jul | 128,126.96 | 132,557.89 | 12152014 | 1222017 | |||||||||||
G92450YY8 | UNITED KINGDOM GILT GOVT BND | D | 19,015,291.88 | 18,900,954.07 | 11,440,000.00 | 18,972,896.45 | (71,942.38 | ) | (824,323.83 | ) | — | (93,046.23 | ) | 4 | 0.5026 | Mar-Sep | 759,668.82 | 1,055,914.87 | 12152014 | 9072016 | |||||||||||
912828TB6 | UNITED STATES TREASURY GOVT BND | 905,440.52 | 896,481 | 900,000.00 | 902,758.38 | (6,277.38 | ) | 60.94 | — | — | 0.75 | 0.6259 | Jun-Dec | 134.67 | 29,959.64 | 7132012 | 6302017 | ||||||||||||||
912828A34 | UNITED STATES TREASURY GOVT BND | 986,480 | 992,659.99 | 1,000,000.00 | 987,286.84 | 5,373.15 | 806.84 | — | — | 1.25 | 1.5865 | May-Nov | 0 | 3,148.08 | 12052013 | 11302018 | |||||||||||||||
912828SD3 | UNITED STATES TREASURY GOVT BND | 1,479,731.59 | 1,485,585.02 | 1,500,000.00 | 1,483,155.48 | 2,429.54 | 10,600.70 | — | — | 1.25 | 1.5349 | Jan-Jul | 15,692.93 | 45,889.2 | 2202014 | 1312019 | |||||||||||||||
912828TD2 | UNITED STATES TREASURY GOVT BND | 1,997,194.2 | 2,001,280 | 2,000,000.00 | 1,999,354.63 | 1,925.37 | 9,027.65 | — | — | 0.25 | 0.3101 | Jan-Jul | 18,478.26 | 30,240.15 | 3112013 | 7152015 | |||||||||||||||
912828TG5 | UNITED STATES TREASURY GOVT BND | 2,184,108.93 | 2,174,568.04 | 2,200,000.00 | 2,191,731.64 | (17,163.6 | ) | 16,430.90 | — | — | 0.5 | 0.6470 | Jan-Jul | 15,065.22 | 27,149.19 | 7302012 | 7312017 | ||||||||||||||
912828SC5 | UNITED STATES TREASURY GOVT BND | 2,405,806.47 | 2,407,224.07 | 2,400,000.00 | 2,403,261.55 | 3,962.52 | (5,567.94 | ) | — | — | 0.875 | 0.8346 | Jan-Jul | 68,107.33 | 100,396.74 | 11222013 | 1312017 | ||||||||||||||
912828UU2 | UNITED STATES TREASURY GOVT BND | 2,555,361.39 | 2,559,985.98 | 2,600,000.00 | 2,558,711.95 | 1,274.03 | 4,960.81 | — | — | 0.75 | 1.2510 | Mar-Sep | 0 | 7,834.46 | 12302014 | 3312018 | |||||||||||||||
912828SJ0 | UNITED STATES TREASURY GOVT BND | 3,003,642.86 | 3,007,500.24 | 3,000,000.00 | 3,002,317.19 | 5,183.05 | (1,057.28 | ) | — | — | 0.875 | 0.8388 | Feb-Aug | 8,919.20 | 26,250 | 9272013 | 2282017 | ||||||||||||||
912828TC4 | UNITED STATES TREASURY GOVT BND | 2,896,890 | 2,927,219.91 | 3,000,000.00 | 2,902,179.44 | 25,040.47 | 5,861.92 | — | — | 1 | 1.7572 | Jun-Dec | 0 | 8,274.83 | 5062014 | 6302019 | |||||||||||||||
912828UB4 | UNITED STATES TREASURY GOVT BND | 2,875,320 | 2,909,880.05 | 3,000,000.00 | 2,881,212.27 | 28,667.78 | 5,892.27 | — | — | 1 | 1.8470 | May-Nov | 0 | 7,555.39 | 5062014 | 11302019 | |||||||||||||||
912828VW7 | UNITED STATES TREASURY GOVT BND | 3,022,265.4 | 3,014,880.06 | 3,000,000.00 | 3,012,903.54 | 1,976.52 | (7,519.91 | ) | — | — | 0.875 | 0.6205 | Mar-Sep | 7,831.49 | 26,250 | 11222013 | 9152016 | ||||||||||||||
912828WB2 | UNITED STATES TREASURY GOVT BND | 3,543,091.17 | 3,546,354.6 | 3,546,000.00 | 3,544,781.05 | 1,573.55 | 2,840.39 | — | — | 0.25 | 0.2916 | Apr-Oct | 5,585.99 | 14,468.59 | 11222013 | 10312015 | |||||||||||||||
912828TH3 | UNITED STATES TREASURY GOVT BND | 3,747,053.43 | 3,778,865.89 | 3,900,000.00 | 3,754,283.41 | 24,582.48 | 7,229.98 | — | — | 0.875 | 1.7267 | Jan-Jul | 0 | 8,067.59 | 10032014 | 7312019 | |||||||||||||||
912828RP7 | UNITED STATES TREASURY GOVT BND | 4,029,080 | 4,051,239.92 | 4,000,000.00 | 4,027,329.49 | 23,910.43 | (1,750.51 | ) | — | — | 1.75 | 1.5654 | Apr-Oct | 0 | 17,695.46 | 4022013 | 10312018 | ||||||||||||||
912828VG2 | UNITED STATES TREASURY GOVT BND | 4,492,291.53 | 4,492,649.01 | 4,490,000.00 | 4,491,759.96 | 889.05 | (6,816.74 | ) | — | — | 0.5 | 0.4728 | Jun-Dec | 0 | 134,255.71 | 9022014 | 6152016 | ||||||||||||||
912828SE1 | UNITED STATES TREASURY GOVT BND | 4,977,946.44 | 5,000,850 | 5,000,000.00 | 4,999,096.6 | 1,753.4 | 36,564.94 | — | — | 0.25 | 0.3980 | Feb-Aug | 47,970.10 | 64,184.72 | 2222012 | 2152015 | |||||||||||||||
912828WD8 | UNITED STATES TREASURY GOVT BND | 5,059,177.24 | 5,067,105.15 | 5,100,000.00 | 5,068,288.82 | (1,183.67 | ) | 10,760.11 | — | — | 1.25 | 1.4174 | Apr-Oct | 23,271.41 | 113,207.9 | 11082013 | 10312018 | ||||||||||||||
912828TM2 | UNITED STATES TREASURY GOVT BND | 5,623,835.51 | 5,644,139.83 | 5,700,000.00 | 5,645,514.42 | (1,374.59 | ) | 33,789.77 | — | — | 0.625 | 0.7006 | Feb-Aug | 18,475.48 | 53,152.43 | 12272013 | 8312017 | ||||||||||||||
912828QF0 | UNITED STATES TREASURY GOVT BND | 8,580,178.75 | 8,369,658 | 8,200,000.00 | 8,367,735.57 | 1,922.43 | (122,764.48 | ) | — | — | 2 | 0.4590 | Apr-Oct | 27,403.31 | 160,663.34 | 5042011 | 4302016 | ||||||||||||||
912828RE2 | UNITED STATES TREASURY GOVT BND | 8,370,140.62 | 8,439,732 | 8,400,000.00 | 8,378,235.9 | 61,496.1 | 19,963.17 | — | — | 1.5 | 1.5729 | Feb-Aug | 141,573.04 | 321,702.96 | 2272014 | 8312018 | |||||||||||||||
912828VE7 | UNITED STATES TREASURY GOVT BND | 8,863,945.31 | 8,911,080.09 | 9,000,000.00 | 8,904,782.56 | 6,297.53 | 38,557.97 | — | — | 1 | 1.3176 | May-Nov | 20,921.84 | 150,342.84 | 6252013 | 5312018 | |||||||||||||||
912828RH5 | UNITED STATES TREASURY GOVT BND | 9,186,523.44 | 9,190,984 | 9,200,000.00 | 9,185,524.28 | 5,459.72 | (4,054.41 | ) | — | — | 1.375 | 1.2843 | Mar-Sep | 93,974.08 | 98,235.62 | 10092013 | 9302018 | ||||||||||||||
912828WT3 | UNITED STATES TREASURY GOVT BND | 10,312,506.18 | 10,334,681.69 | 10,350,000.00 | 10,315,021.11 | 19,660.58 | 3,697.22 | — | — | 0.875 | 1.0126 | Jan-Jul | 0 | 24,856.66 | 12242014 | 7152017 | |||||||||||||||
912828G46 | UNITED STATES TREASURY GOVT BND | 11,639,533.2 | 11,620,875 | 11,650,000.00 | 11,639,880.84 | (19,005.84 | ) | 463.15 | — | — | 0.5 | 0.5457 | May-Nov | 0 | 5,116.76 | 12042014 | 11302016 | ||||||||||||||
912828VC1 | UNITED STATES TREASURY GOVT BND | 12,169,530.17 | 12,193,948.5 | 12,225,000.00 | 12,189,703.29 | 4,245.21 | 66,562.58 | — | — | 0.25 | 0.7056 | May-Nov | 7,790.05 | 59,914.2 | 9022014 | 5152016 | |||||||||||||||
912828UE8 | UNITED STATES TREASURY GOVT BND | 13,559,058.67 | 13,452,304.14 | 13,600,000.00 | 13,563,428.71 | (111,124.57 | ) | 7,621.32 | — | — | 0.75 | 0.8534 | Jun-Dec | 621.55 | 187,402.75 | 11282014 | 12312017 | ||||||||||||||
912828WM8 | UNITED STATES TREASURY GOVT BND | 14,976,579.3 | 14,988,300 | 15,000,000.00 | 14,982,412.59 | 5,887.41 | 6,644.39 | — | — | 0.375 | 0.4584 | May-Nov | 0 | 30,090.28 | 7212014 | 5312016 | |||||||||||||||
912828TR1 | UNITED STATES TREASURY GOVT BND | 15,037,978.16 | 15,050,056.19 | 15,475,000.00 | 15,046,836.1 | 3,220.09 | 10,352.38 | — | — | 1 | 1.6080 | Mar-Sep | 0 | 18,383.93 | 11242014 | 9302019 | |||||||||||||||
912828UZ1 | UNITED STATES TREASURY GOVT BND | 15,851,250 | 15,673,759.84 | 16,000,000.00 | 15,899,506.51 | (225,746.67 | ) | 77,730.56 | — | — | 0.625 | 0.8167 | Apr-Oct | 41,961.33 | 186,769.51 | 5102013 | 4302018 | ||||||||||||||
912828SY7 | UNITED STATES TREASURY GOVT BND | 16,601,962 | 16,653,184.5 | 16,750,000.00 | 16,624,828.07 | 28,356.43 | 26,792.77 | — | — | 0.625 | 0.9390 | May-Nov | 0 | 55,043.36 | 9102014 | 5312017 | |||||||||||||||
912828TW0 | UNITED STATES TREASURY GOVT BND | 16,793,663.04 | 16,857,880.17 | 17,000,000.00 | 16,812,015.18 | 45,864.99 | 42,594.29 | — | — | 0.75 | 1.1572 | Apr-Oct | 8,477.90 | 91,346.1 | 9302014 | 10312017 | |||||||||||||||
912828UR9 | UNITED STATES TREASURY GOVT BND | 17,810,989.47 | 17,827,784.55 | 18,080,000.00 | 17,856,085.5 | (28,300.95 | ) | 56,197.35 | — | — | 0.75 | 1.1839 | Feb-Aug | 35,931.63 | 147,177.81 | 6022014 | 2282018 | ||||||||||||||
912828WF3 | UNITED STATES TREASURY GOVT BND | 18,968,117.56 | 18,947,725.82 | 18,950,000.00 | 18,966,940.96 | (19,215.14 | ) | (1,466.19 | ) | — | — | 0.625 | 0.5796 | May-Nov | 6,248.27 | 17,924.62 | 11142014 | 11152016 | |||||||||||||
912828VQ0 | UNITED STATES TREASURY GOVT BND | 19,507,979.77 | 19,541,951.02 | 19,523,600.00 | 19,506,385.67 | 35,565.35 | 45,575.24 | — | — | 1.375 | 1.2913 | Jan-Jul | 249,841.98 | 492,956.95 | 12302014 | 7312018 | |||||||||||||||
912828TS9 | UNITED STATES TREASURY GOVT BND | 19,392,155.88 | 19,403,198.42 | 19,620,000.00 | 19,439,382.35 | (36,183.93 | ) | 62,605.59 | — | — | 0.625 | 1.0265 | Mar-Sep | 30,819.02 | 151,347.36 | 7232014 | 9302017 | ||||||||||||||
912828RM4 | UNITED STATES TREASURY GOVT BND | 20,654,595.78 | 20,746,465.79 | 20,600,000.00 | 20,621,540.34 | 124,925.45 | (111,188.71 | ) | — | — | 1 | 0.9422 | Apr-Oct | 153,201.66 | 506,054.39 | 9062013 | 10312016 | ||||||||||||||
912828UA6 | UNITED STATES TREASURY GOVT BND | 20,647,856.64 | 20,623,284.62 | 20,900,000.00 | 20,655,418.89 | (32,134.27 | ) | 15,083.69 | — | — | 0.625 | 1.0404 | May-Nov | 8,752.75 | 83,455.88 | 12112014 | 11302017 | ||||||||||||||
912828UJ7 | UNITED STATES TREASURY GOVT BND | 26,833,580.52 | 26,776,439.19 | 27,000,000.00 | 26,837,984.06 | (61,544.87 | ) | 41,408.86 | — | — | 0.875 | 1.0712 | Jan-Jul | 62,248.64 | 105,399.82 | 12152014 | 1312018 | ||||||||||||||
912828RU6 | UNITED STATES TREASURY GOVT BND | 28,754,693.63 | 28,673,904.15 | 28,550,000.00 | 28,692,804.29 | (18,900.14 | ) | (32,561.76 | ) | — | — | 0.875 | 0.6410 | May-Nov | 26,115.39 | 207,199.42 | 11122014 | 11302016 | |||||||||||||
912828SM3 | UNITED STATES TREASURY GOVT BND | 29,364,216.48 | 29,326,725.08 | 29,200,000.00 | 29,358,957.03 | (32,231.95 | ) | (7,164.07 | ) | — | — | 1 | 0.6901 | Mar-Sep | 33,853.02 | 60,436.12 | 12302014 | 3312017 | |||||||||||||
912828WA4 | UNITED STATES TREASURY GOVT BND | 40,006,317.2 | 40,010,800 | 40,000,000.00 | 40,006,225.19 | 4,574.81 | (92.01 | ) | — | — | 0.625 | 0.6162 | Apr-Oct | 0 | 6,868.13 | 12192014 | 10152016 | ||||||||||||||
912828RF9 | UNITED STATES TREASURY GOVT BND | 50,388,892.13 | 50,309,140.5 | 49,950,000.00 | 50,202,391.52 | 106,748.98 | (172,688.05 | ) | — | — | 1 | 0.8164 | Feb-Aug | 210,832.86 | 610,504.96 | 8272014 | 8312016 | ||||||||||||||
912828QX1 | UNITED STATES TREASURY GOVT BND | 68,538,985.82 | 67,908,849.33 | 66,900,000.00 | 67,431,795.89 | 477,053.44 | (332,698.53 | ) | — | — | 1.5 | 0.9942 | Jan-Jul | 429,358.69 | 1,005,836.2 | 8162011 | 7312016 | ||||||||||||||
912828SS0 | UNITED STATES TREASURY GOVT BOND | 11,585,839.31 | 11,512,536.04 | 11,500,000.00 | 11,548,741.06 | (36,205.02 | ) | (18,201.53 | ) | — | — | 0.875 | 0.6912 | Apr-Oct | 17,234.12 | 129,954.99 | 3132013 | 4302017 | |||||||||||||
913017BX6 | UNITED TECHNOLOGIES CORPORATN SENIOR CORP BND | 2,800,000 | 2,804,900.08 | 2,800,000.00 | 2,800,000 | 4,900.08 | (20,481.28 | ) | — | — | 0.7336 | 0.7336 | M-J-S-D | 4,912.55 | 57,107.02 | 5242012 | 6012015 | ||||||||||||||
913017BU2 | UNITED TECHNOLOGIES CORPORATN SENIOR CORP BND | 9,706,645.1 | 9,846,880.93 | 9,715,000.00 | 9,710,870.96 | 136,009.97 | |||||||||||||||||||||||||
91324PBY7 | UNITEDHEALTH GROUP INCORPORATE SENIOR CORP BND | 499,700 | 499,615.29 | 500,000.00 | 499,725.66 | (110.37 | ) | 25.66 | — | — | 1.4 | 1.4202 | Apr-Oct | 0 | 1,750 | 10172012 | 10152017 | ||||||||||||||
91412GUW3 | UNIVERSITY CALIFORNIA MUNITAX BND REV | 2,600,000 | 2,649,270 | 2,600,000.00 | 2,600,000 | 49,270 | — | — | — | 2.364 | 2.3640 | May-Nov | 0 | 44,561.4 | 4042014 | 5152019 | |||||||||||||||
914353UQ8 | UNIVERSITY ILL MUNI BND REV | 1 | 1,062,290 | 1,053,810 | 1,000,000.00 | 1,051,742.22 | 2,067.78 | (10,547.78 | ) | — | — | 5 | 0.8209 | Apr-Oct | 0 | 12,500 | 9142006 | 4012017 | |||||||||||||
914353ZH3 | UNIVERSITY ILL MUNI BND REV | 1 | 5,689,300 | 5,717,950 | 5,000,000.00 | 5,671,071.54 | 46,878.46 | (18,228.46 | ) | — | — | 5 | 3.1400 | Apr-Oct | 0 | 62,500 | 9112013 | 4012028 | |||||||||||||
914440LQ3 | UNIVERSITY MASS BLDG AUTH MUNITAX BND REV | 995,610 | 982,870 | 1,000,000.00 | 995,879.72 | (13,009.72 | ) | 269.72 | — | — | 1.333 | 1.4439 | May-Nov | 0 | 3,332.5 | 3082013 | 11012018 | ||||||||||||||
914455KX7 | UNIVERSITY MICH UNIV REVS MUNITAX BND REV | 3,500,000 | 3,513,125 | 3,500,000.00 | 3,500,000 | 13,125 | — | — | — | 1.754 | 1.7540 | Apr-Oct | 15,347.50 | 61,390 | 10282010 | 4012015 | |||||||||||||||
914713K27 | UNIVERSITY N C CHAPEL HILL MUNITAX BND REV | 500,000 | 500,950 | 500,000.00 | 500,000 | 950 | — | — | — | 1.317 | 1.3170 | Jun-Dec | 0 | 1,499.92 | 9252014 | 12012017 | |||||||||||||||
914713G63 | UNIVERSITY N C CHAPEL HILL MUNITAX BND REV | 1,000,000 | 1,006,030 | 1,000,000.00 | 1,000,000 | 6,030 | — | — | — | 1.225 | 1.2250 | Jun-Dec | 1,020.83 | 12,250 | 6282012 | 12012016 | |||||||||||||||
914713J94 | UNIVERSITY N C CHAPEL HILL MUNITAX BND REV | 1,000,000 | 997,200 | 1,000,000.00 | 1,000,000 | (2,800 | ) | — | — | — | 0.759 | 0.7590 | Jun-Dec | 0 | 1,728.83 | 9252014 | 12012016 | ||||||||||||||
914682AM1 | UNIVERSITY N MEX UNIV REVS MUNITAX BND REV | 1 | 1,465,970.7 | 1,478,410.95 | 1,455,000.00 | 1,455,000 | 23,410.95 | (10,970.70 | ) | — | — | 7.8 | 7.8000 | Jun-Dec | 0 | 28,372.5 | 1222001 | 6302020 | |||||||||||||
91523NFB7 | UNIVERSITY OF WASHINGTON MUNI BND REV | 1 | 390,540.5 | 389,070.5 | 350,000.00 | 387,345.94 | 1,724.56 | (3,194.56 | ) | — | — | 5 | 1.2599 | Jun-Dec | 0 | 4,375 | 12052008 | 12012021 | |||||||||||||
BRSJE18C7 | UNIVISION COMMUNICATIONS INC SENIOR SECURED TERM LOAN | 6,177,938.28 | 6,065,376.95 | 6,189,160.15 | 6,180,445.45 | (115,068.5 | ) | 1,673.92 | — | — | — | 0.0268 | M-J-S-D | 0 | 252,555.72 | 6052013 | 3012020 | ||||||||||||||
BRSM1V101 | UNIVISION COMMUNICATIONS INC SENIOR SECURED TERM NOTES | 1,932,851.91 | 1,925,664.86 | 1,964,964.15 | 1,936,904.77 | (11,239.91 | ) | 4,116.76 | — | — | — | 0.2744 | M-J-S-D | 0 | 53,735.35 | 4012014 | 3012020 | ||||||||||||||
90323WAA8 | URSA RE LTD CORP BND 144A | F | 1,250,000 | 1,249,787.5 | 1,250,000.00 | 1,250,000 | (212.5 | ) | — | — | — | 3.510139 | 3.7854 | M-J-S-D | 0 | 3,726.52 | 11142014 | 12072017 | |||||||||||||
90323WAB6 | URSA RE LTD CORP BND 144A | F | 1,250,000 | 1,251,962.5 | 1,250,000.00 | 1,250,000 | 1,962.5 | — | — | — | — | — | M-J-S-D | 0 | — | 11142014 | 12072017 | ||||||||||||||
BRSLYQE12 | US AIRWAYS INC SENIOR SECURED TERM NOTES | 4,604,685.88 | 4,538,682.45 | 4,622,888.36 | 4,607,304.22 | (68,621.77 | ) | 2,819.75 | — | — | — | 0.0758 | M-J-S-D | 0 | 52,698.85 | 4062014 | 5232019 | ||||||||||||||
91159HHF0 | US BANCORP SENIOR CORP BND MTN | 1 | 1,350,000 | 1,354,603.45 | 1,350,000.00 | 1,350,000 | 4,603.45 | — | — | — | 0.7221 | 0.7221 | F-M-A-N | 1,500.88 | 9,882.53 | 11042013 | 11152018 | ||||||||||||||
91159HHE3 | US BANCORP SENIOR CORP BND MTN | 1 | 4,993,800 | 5,007,994.85 | 5,000,000.00 | 4,995,177.77 | 12,817.08 | 1,203.32 | — | — | 1.95 | 1.9760 | May-Nov | 14,625.00 | 97,500 | 11042013 | 11152018 | ||||||||||||||
90331HMH3 | US BANK NA/CINCINNATI OH SENIOR CORP BND | 1 | 3,997,760 | 3,981,645.52 | 4,000,000.00 | 3,997,987.02 | (16,341.5 | ) | 227.02 | — | — | 1.375 | 1.3941 | Mar-Sep | 0 | 16,805.56 | 9082014 | 9112017 | |||||||||||||
90331HMJ9 | US BANK NA/CINCINNATI OH SENIOR CORP BND | 1 | 6,000,000 | 5,996,520.06 | 6,000,000.00 | 6,000,000 | (3,479.94 | ) | — | — | — | 0.43885 | 0.4389 | M-J-S-D | 0 | 8,127.41 | 9082014 | 9112017 | |||||||||||||
90331HMC4 | US BANK NA/CINCINNATI OH SENIOR CORP BND | 1 | 6,249,062.5 | 6,224,497.82 | 6,250,000.00 | 6,249,347.14 | (24,849.32 | ) | 330.62 | — | — | 1.1 | 1.1051 | Jan-Jul | 0 | 73,447.91 | 1272014 | 1302017 | |||||||||||||
90331HML4 | US BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 13,702,656.5 | 13,633,125.57 | 13,715,000.00 | 13,703,076.49 | (69,950.92 | ) | 419.99 | — | — | 2.125 | 2.1441 | Apr-Oct | 0 | 51,002.66 | 10232014 | 10282019 | |||||||||||||
BRSLNVTL3 | US RENAL CARE INC | 2,495,770.86 | 2,483,256.04 | 2,517,876.85 | 2,499,553.85 | (16,297.81 | ) | 4,036.74 | — | — | — | 0.1599 | M-J-S-D | 0 | 131,941.61 | ||||||||||||||||
91802RAT6 | UTILITY DEBT SECURITIZATION AU MUNITAX BND REV | 1,986,780 | 2,017,280 | 2,000,000.00 | 1,987,360.7 | 29,919.3 | 580.70 | — | — | 2.042 | 2.1474 | Jun-Dec | 0 | 10,210 | 12122013 | 6152021 | |||||||||||||||
92867MAC4 | VALET_13-1 ABS 13-1 | 2 | 5,527,056.79 | 5,522,341.22 | 5,527,371.29 | 5,527,239.05 | (4,897.83 | ) | 104.75 | — | — | 0.56 | 0.5624 | Monthly | 973.62 | 31,836.26 | 2212013 | 8212017 | |||||||||||||
92867PAC7 | VALET_13-2 ABS_13-2 A3 | 2 | 4,044,066.83 | 4,032,368.32 | 4,045,000.00 | 4,044,462.81 | (12,094.49 | ) | 371.40 | — | — | 0.7 | 0.7098 | Monthly | 865.18 | 28,314.96 | 11062013 | 4202018 | |||||||||||||
92867PAD5 | VALET_13-2 ABS_13-2 A4 | 2 | 5,279,070.19 | 5,257,237.97 | 5,280,000.00 | 5,279,320.46 | (22,082.49 | ) | 239.81 | — | — | 1.16 | 1.1672 | Monthly | 1,871.46 | 61,247.88 | 11062013 | 3202020 | |||||||||||||
92867RAC3 | VALET_14-1 ABS_14-1 A3 | 2 | 4,484,116.46 | 4,460,133.9 | 4,485,000.00 | 4,484,328.4 | (24,194.5 | ) | 211.94 | — | — | 0.91 | 0.9190 | Monthly | 0 | 27,322.41 | 4232014 | 10222018 | |||||||||||||
922764AA3 | VENTERRA RE LTD CORP BND 144A | F | 7,500,000 | 7,650,825 | 7,500,000.00 | 7,500,000 | 150,825 | — | — | — | 3.75 | 3.7675 | M-J-S-D | 793.93 | 285,925.9 | 12202013 | 1092017 | ||||||||||||||
92329JAE9 | VENTR_12-12A ABS_ 12-12A C1 | F | 2 | 1,165,800 | 1,147,666.17 | 1,200,000.00 | 1,167,001.7 | (19,335.53 | ) | 1,201.70 | — | — | 3.0856 | 3.6234 | F-M-A-N | 0 | 8,849.71 | 10022014 | 2282024 | ||||||||||||
BRSNY4KA0 | VERIFONE INC SENIOR SECURED TERM NOTES | 425,362.51 | 422,333.67 | 427,500.01 | 425,498.41 | (3,164.74 | ) | 141.26 | — | — | — | 0.0710 | M-J-S-D | 0 | 6,698.74 | 7012014 | 7082021 | ||||||||||||||
92343VBD5 | VERIZON COMMUNICATIONS INC CORP BND | 5,817,062.96 | 5,789,630.81 | 5,710,000.00 | 5,795,607.99 | (5,977.18 | ) | (16,738.58 | ) | — | — | 2 | 1.0311 | May-Nov | 2,366.67 | 39,200 | 4112013 | 11012016 | |||||||||||||
BRSNJTYY5 | VERIZON COMMUNICATIONS INC SENIOR CORP BND | O | 679,528.55 | 678,916.16 | 400,000.00 | 679,278.77 | (362.61 | ) | (249.78 | ) | — | (4,371.69 | ) | 4.073 | 3.0357 | June | 0 | 1,400.99 | 12102014 | 6182024 | |||||||||||
92343VBL7 | VERIZON COMMUNICATIONS INC SENIOR CORP BND | 1,500,000 | 1,527,195.06 | 1,500,000.00 | 1,500,000 | 27,195.06 | — | — | — | 1.7706 | 1.7706 | M-J-S-D | 1,674.36 | 37,488.51 | 9112013 | 9152016 | |||||||||||||||
92343VBQ6 | VERIZON COMMUNICATIONS INC SENIOR CORP BND | 1,669,099.99 | 1,698,432.49 | 1,564,000.00 | 1,660,265.54 | 38,166.95 | (76,394.07 | ) | — | — | 4.5 | 3.3065 | Mar-Sep | 132,522.38 | 359,978 | 6022014 | 9152020 | ||||||||||||||
92343VBF0 | VERIZON COMMUNICATIONS INC SENIOR CORP BND | 2,245,230 | 2,215,913.53 | 2,250,000.00 | 2,247,256.16 | (31,342.63 | ) | 948.17 | — | — | 1.1 | 1.1439 | May-Nov | 4,125.01 | 24,750 | 11022012 | 11012017 | ||||||||||||||
92343VCG7 | VERIZON COMMUNICATIONS INC SENIOR CORP BND 144A | 9,255,200 | 9,164,318.72 | 9,200,000.00 | 9,251,794.46 | (87,475.74 | ) | (3,405.54 | ) | — | — | 2.625 | 2.5075 | Feb-Aug | 0 | 87,208.33 | 8212014 | 2212020 | |||||||||||||
BRSHX96A9 | VERTAFORE INC SENIOR SECURED TERM NOTES | 2,846,719.35 | 2,829,065.06 | 2,852,599.00 | 2,848,297.77 | (19,232.71 | ) | 903.16 | — | — | — | 0.0313 | M-J-S-D | 0 | 123,158.71 | 4032013 | 10032019 | ||||||||||||||
BRSHKZ9A2 | VEYANCE TECHNOLOGIES INC SENIOR SECURED TERM LOAN | 4,522,791.67 | 4,585,927.1 | 4,591,666.68 | 4,550,175.03 | 35,752.07 | 19,814.60 | — | — | — | 0.3310 | M-J-S-D | 0 | 266,222.97 | 3062013 | 9152017 | |||||||||||||||
92553PAH5 | VIACOM INC CORP BND | 513,455 | 509,812.13 | 500,000.00 | 511,923.52 | (2,111.39 | ) | (1,531.48 | ) | — | — | 2.5 | 1.2601 | Jun-Dec | 0 | 3,125 | 12072011 | 12152016 | |||||||||||||
92553PAV4 | VIACOM INC SENIOR CORP BND | 1,002,560 | 987,720.03 | 1,000,000.00 | 1,002,421.21 | (14,701.18 | ) | (138.79 | ) | — | — | 2.2 | 2.1401 | Apr-Oct | 0 | 5,500 | 3042014 | 4012019 | |||||||||||||
92553PAY8 | VIACOM INC SENIOR CORP BND | 1 | 999,860 | 1,006,536.25 | 1,000,000.00 | 999,861.48 | 6,674.77 | 1.48 | — | — | 2.75 | 2.7530 | Jun-Dec | 0 | 1,604.17 | 12032014 | 12152019 | ||||||||||||||
BRSHC8K00 | VIRGIN MEDIA INV | 5,318,750 | 5,233,470.2 | 5,320,000.00 | 5,318,986.3 | (85,516.1 | ) | 733.91 | — | — | — | 0.0035 | Apr-Oct | 0 | 249,615.16 | ||||||||||||||||
927781GU2 | VIRGINIA COLLEGE BLDG AUTH VA MUNI BND REV | 1 | 6,594,258.3 | 6,572,763.05 | 6,055,000.00 | 6,547,697.12 | 25,065.93 | (46,561.18 | ) | — | — | 4.5 | 1.3768 | Mar-Sep | 0 | 68,118.75 | 9162013 | 9012027 | |||||||||||||
927804FM1 | VIRGINIA ELECTRIC AND POWER CO SENIOR CORP BND | 1 | 4,008,660 | 3,929,408.56 | 4,000,000.00 | 4,005,447.35 | (76,038.79 | ) | (1,082.89 | ) | — | — | 1.2 | 1.1526 | Jan-Jul | 33,200.00 | 65,133.33 | 12052014 | 1152018 | ||||||||||||
92812QWJ2 | VIRGINIA ST HSG DEV AUTH MUNITAX BND REV | 1 | 3,439,440 | 3,395,160 | 3,000,000.00 | 3,406,815.81 | (11,655.81 | ) | (32,624.19 | ) | — | — | 6.32 | 1.7784 | May-Nov | 0 | 47,400 | 3252009 | 11012019 | ||||||||||||
92817SJX7 | VIRGINIA ST PUB SCH AUTH MUNI BND REV | 749,495.5 | 739,271 | 650,000.00 | 743,068.5 | (3,797.5 | ) | (6,427.00 | ) | — | — | 5 | 0.9287 | Feb-Aug | 0 | 8,125 | 11262008 | 8012018 | |||||||||||||
G93882GC9 | VODAFONE GROUP PLC SENIOR CORP BND | D | 1,231,712.67 | 1,223,388.75 | 710,000.00 | 1,229,590.21 | (6,201.46 | ) | (2,122.46 | ) | — | (7,913.38 | ) | 5.375 | 1.7090 | December | 0 | 3,281.66 | 12102014 | 12052017 | |||||||||||
92857WBB5 | VODAFONE GROUP PLC SENIOR CORP BND | F | 5,000,000 | 4,998,849.85 | 5,000,000.00 | 5,000,000 | (1,150.15 | ) | — | — | — | 0.61685 | 0.6169 | F-M-A-N | 6,787.63 | 49,993.79 | 2112013 | 2192016 | |||||||||||||
92857WAY6 | VODAFONE GROUP PLC SENIOR CORP BND | F | 8,789,750.97 | 8,718,796.78 | 8,867,000.00 | 8,800,570.31 | (81,773.53 | ) | 7,861.87 | — | — | 1.25 | 1.3141 | Mar-Sep | 12,755.73 | 63,962.5 | 9202012 | 9262017 | |||||||||||||
92867TAD7 | VOLKSWAGEN AUTO LOAN ENHANCED ABS _14-2-A4 | 2 | 4,299,269 | 4,262,499.66 | 4,300,000.00 | 4,299,304.85 | (36,805.19 | ) | 35.85 | — | — | 1.39 | 1.3987 | Monthly | 0 | 11,455.92 | 10152014 | 5202021 | |||||||||||||
BRSESZBW0 | VOLKSWAGEN FIN SERV N.V. | 1,223,462.35 | 1,179,830 | 750,000.00 | 1,209,738.13 | (29,908.13 | ) | (11,091.12 | ) | — | (33,472.82 | ) | 2 | 1.2709 | Apr-Oct | 5,891.85 | 30,942.21 | ||||||||||||||
928668AF9 | VOLKSWAGEN GROUP OF AMERICA FI SENIOR CORP BND 144A | 2,997,990 | 2,988,268.2 | 3,000,000.00 | 2,998,066.17 | (9,797.97 | ) | 76.17 | — | — | 1.6 | 1.6230 | May-Nov | 0 | 5,466.67 | 11122014 | 11202017 | ||||||||||||||
928670AF5 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A | F | 1,030,330 | 1,023,502 | 1,000,000.00 | 1,025,194.62 | (1,692.62 | ) | (5,135.38 | ) | — | — | 2.875 | 0.8397 | Apr-Oct | 0 | 7,187.5 | 3232011 | 4012016 | ||||||||||||
928670AX6 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A | F | 1,004,140 | 999,582.75 | 1,000,000.00 | 1,003,904.5 | (4,321.75 | ) | (235.50 | ) | — | — | 2.125 | 2.0200 | May-Nov | 0 | 5,312.5 | 11132013 | 11202018 | ||||||||||||
928670AP3 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A | F | 1 | 5,199,948 | 5,179,664.88 | 5,200,000.00 | 5,199,982.76 | (20,317.88 | ) | 168.01 | — | — | 1.6 | 1.6001 | May-Nov | 3,799.33 | 23,765.34 | 12062012 | 11202017 | ||||||||||||
928670AW8 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A | F | 5,347,646 | 5,333,829.42 | 5,350,000.00 | 5,348,513.56 | (14,684.14 | ) | 1,427.78 | — | — | 1.125 | 1.1400 | May-Nov | 22,229.69 | 110,218.76 | 11132013 | 11182016 | |||||||||||||
928904FR7 | VOLUSIA CNTY FLA HSG FIN AUTH MUNITAX BND REV | 1 | 541,571.4 | 541,674 | 540,000.00 | 541,027.62 | 646.38 | (543.78 | ) | — | — | 7.45 | 6.9753 | Jun-Dec | 0 | 10,057.5 | 5172001 | 12012021 | |||||||||||||
U9291NAP0 | VW CREDIT INC SENIOR CORP BND EMTN | 4,590,450 | 4,555,079.6 | 4,500,000.00 | 4,546,387.62 | 8,691.98 | (25,605.49 | ) | — | — | 1.875 | 1.2813 | October | 18,281.25 | 84,375 | 4032013 | 10132016 | ||||||||||||||
928667AD6 | VWMT_14-1A ABS_14-1A-A2 144A | 2 | 3,819,901.45 | 3,815,836.17 | 3,820,000.00 | 3,819,913.25 | (4,077.08 | ) | 11.80 | — | — | 1.4 | 1.4050 | Monthly | 0 | 19,609.37 | 8122014 | 7222019 | |||||||||||||
BRSM3TBY9 | VWR FUNDING INC SENIOR SECURED TERM LOAN | 1,397,080.4 | 1,398,289.11 | 1,406,488.94 | 1,399,760.99 | (1,471.88 | ) | 4,660.97 | — | — | — | 0.2099 | J-A-J-O | 0 | 73,727.84 | 2062014 | 4032017 | ||||||||||||||
931427AF5 | WALGREENS BOOTS ALLIANCE INC SENIOR CORP BND | 1 | 2,991,810 | 3,022,409.58 | 3,000,000.00 | 2,991,937.39 | 30,472.19 | 127.39 | — | — | 3.3 | 3.3441 | May-Nov | 0 | 11,825 | 11062014 | 11182021 | ||||||||||||||
931427AE8 | WALGREENS BOOTS ALLIANCE INC SENIOR CORP BND | 4,074,410.4 | 4,065,405.07 | 4,080,000.00 | 4,074,631.84 | (9,226.77 | ) | 221.44 | — | — | 1.75 | 1.7972 | May-Nov | 0 | 8,528.34 | 11062014 | 11172017 | ||||||||||||||
932117JZ8 | WALL TWP N J SCH DIST MUNITAX BND GO | 382,363.6 | 382,105.2 | 380,000.00 | 382,035.31 | 69.89 | (328.29 | ) | — | — | 1.866 | 1.5123 | Jan-Jul | 0 | 1,772.7 | 6082012 | 7152016 | ||||||||||||||
932117KA1 | WALL TWP N J SCH DIST MUNITAX BND GO | 391,778.4 | 391,068.6 | 390,000.00 | 391,624.58 | (555.98 | ) | (153.82 | ) | — | — | 2.116 | 1.9469 | Jan-Jul | 0 | 2,063.1 | 6082012 | 7152017 | |||||||||||||
931142CR2 | WAL-MART STORES INC CORP BND | 993,090 | 1,006,000.1 | 1,000,000.00 | 999,634.76 | 6,365.34 | 1,455.40 | — | — | 2.875 | 3.0250 | Apr-Oct | 7,187.50 | 28,750 | 3242010 | 4012015 | |||||||||||||||
931142DC4 | WAL-MART STORES INC CORP BND | 1,034,960 | 1,026,526 | 1,000,000.00 | 1,029,172.76 | (2,646.76 | ) | (21,719.06 | ) | — | — | 2.8 | 0.5202 | Apr-Oct | 9,753.33 | 28,303.34 | 4112011 | 4152016 | |||||||||||||
931142CX9 | WAL-MART STORES INC CORP BND | 1,665,938.25 | 1,689,070 | 1,675,000.00 | 1,673,477.08 | 15,592.92 | 1,846.77 | — | — | 1.5 | 1.6131 | Apr-Oct | 4,606.25 | 25,125 | 10182010 | 10252015 | |||||||||||||||
931142BY8 | WAL-MART STORES INC CORP BND | 4,448,840 | 4,080,560 | 4,000,000.00 | 4,080,961.86 | (401.86 | ) | (161,387.38 | ) | — | — | 4.5 | 0.4429 | Jan-Jul | 90,000.00 | 180,000 | 9132012 | 7012015 | |||||||||||||
931142DE0 | WAL-MART STORES INC SENIOR CORP BND | 4,351,907.95 | 4,347,916.16 | 4,355,000.00 | 4,353,679.3 | (5,763.14 | ) | 1,028.91 | — | — | 0.6 | 0.6239 | Apr-Oct | 5,806.67 | 26,130 | 4042013 | 4112016 | ||||||||||||||
931142DF7 | WAL-MART STORES INC SENIOR CORP BND | 7,484,930 | 7,403,379.83 | 7,500,000.00 | 7,487,721.89 | (84,342.06 | ) | 1,879.91 | — | — | 1.125 | 1.1440 | Apr-Oct | 17,500.00 | 80,156.25 | 4042013 | 4112018 | ||||||||||||||
25468PCS3 | WALT DISNEY COMPANY (THE) CORP BND MTN | 2,498,525 | 2,507,101.05 | 2,500,000.00 | 2,498,684.46 | 8,416.59 | 159.46 | — | — | 1.125 | 1.1501 | Feb-Aug | 0 | 7,031.25 | 3162012 | 2152017 | |||||||||||||||
25468PDA1 | WALT DISNEY COMPANY (THE) SENIOR CORP BND MTN | 2,997,000 | 2,986,598.73 | 3,000,000.00 | 2,997,339.5 | (10,740.77 | ) | 396.83 | — | — | 1.85 | 1.8710 | May-Nov | 0 | 37,668.06 | 5282014 | 5302019 | ||||||||||||||
25468PCV6 | WALT DISNEY COMPANY (THE) SENIOR CORP BND MTN | 3,102,781.25 | 3,104,558.94 | 3,125,000.00 | 3,111,887.82 | (7,328.88 | ) | 10,605.87 | — | — | 1.1 | 1.2470 | Jun-Dec | 8,318.75 | 87,505 | 11272012 | 12012017 | ||||||||||||||
9292274U7 | WAMU_03-S4 WAMU_03-S4 | 2 | 648,125.14 | 662,493.14 | 638,975.03 | 647,702.82 | 14,790.32 | (1,496.15 | ) | — | — | 5.5 | 4.7419 | Monthly | 0 | 9,000.71 | 7182003 | 6252033 | |||||||||||||
92922F3N6 | WAMU_05-A12 CMO_05-AR12 1A8 | 2 | 2,292,443.33 | 2,243,625.7 | 2,315,964.86 | 2,294,286.89 | (50,661.19 | ) | 3,323.88 | — | — | 2.33108 | 2.5358 | Monthly | 5,183.94 | 57,415.22 | 1102008 | 10252035 | |||||||||||||
93730PAG1 | WASHINGTON BIOMEDICAL RESEARCH MUNITAX BND REV | 1,281,226.5 | 1,284,550 | 1,150,000.00 | 1,274,643.55 | 9,906.45 | (6,582.95 | ) | — | — | 4.881 | 2.3300 | Jan-Jul | 0 | 14,032.87 | 2122013 | 7012019 | ||||||||||||||
93877MBR6 | WASHINGTON DC CONVENTION CTR MUNI BND REV | 1 | 3,248,430 | 3,226,140 | 3,000,000.00 | 3,216,929.95 | 9,210.05 | (31,500.05 | ) | — | — | 5 | 0.8226 | Apr-Oct | 0 | 37,500 | 1252007 | 10012017 | |||||||||||||
93974A6V1 | WASHINGTON STATE MUNI BND GO | 1 | 4,697,211.2 | 4,640,000 | 4,640,000.00 | 4,640,000 | — | (57,211.20 | ) | — | — | 5 | 0.1193 | Jan-Jul | 0 | 58,000 | 5202008 | 1012026 | |||||||||||||
939720LL0 | WASHINGTON STATE MUNITAX BND REV | 587,188.8 | 592,954.45 | 605,000.00 | 588,097.59 | 4,856.86 | 908.79 | — | — | 1.45 | 2.1040 | Jan-Jul | 0 | 2,193.12 | 8152013 | 7012019 | |||||||||||||||
92978PAF6 | WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A | 2 | 12,672,971.19 | 12,291,675.96 | 11,527,087.54 | 12,337,879.04 | (46,203.08 | ) | (388,946.85 | ) | — | — | 5.297 | (2.0544 | ) | Monthly | 0 | 475,835.04 | 6022014 | 11152048 | |||||||||||
BRSJARVG9 | WCA WASTE SENIOR SECURED TERM LOAN | 1,023,737.61 | 1,005,089.65 | 1,019,769.22 | 1,018,184.58 | (13,094.93 | ) | 563.80 | — | — | — | 0.0475 | M-J-S-D | 0 | 41,785.45 | 5302013 | 3232018 | ||||||||||||||
949746RG8 | WELLS FARGO & COMPANY CAPSEC CORP BND | 1 | 3,543,750 | 3,535,000 | 3,500,000.00 | 3,543,595.5 | (8,595.5 | ) | (2,461.06 | ) | — | — | 5.9 | 5.7275 | Jun-Dec | 0 | 76,454.17 | 12112014 | 12312049 | ||||||||||||
94974BEU0 | WELLS FARGO & COMPANY CORP BND | 1,897,625 | 1,917,081 | 1,900,000.00 | 1,899,855.78 | 17,225.22 | 98.84 | — | — | 3.625 | 3.6521 | Apr-Oct | 42,472.92 | 121,875.52 | 3232010 | 4152015 | |||||||||||||||
949746PM7 | WELLS FARGO & COMPANY CORP BND | 1 | 6,615,000 | 6,622,500 | 6,000,000.00 | 6,584,367.05 | 38,132.95 | (30,632.95 | ) | — | — | 7.98 | 4.6672 | Mar-Sep | 0 | 85,120 | 10222014 | 3292049 | |||||||||||||
94974BFG0 | WELLS FARGO & COMPANY SENIOR CORP BND | 498,860 | 496,958.7 | 500,000.00 | 499,127.66 | (2,168.96 | ) | 267.66 | — | — | 1.5 | 1.5590 | Jan-Jul | 0 | 7,208.33 | 1102014 | 1162018 | ||||||||||||||
94974BGB0 | WELLS FARGO & COMPANY SENIOR CORP BND | 1,498,515 | 1,494,905.78 | 1,500,000.00 | 1,498,668.14 | (3,762.36 | ) | 201.50 | — | — | 1.4 | 1.4339 | Mar-Sep | 0 | 8,633.34 | 9022014 | 9082017 | ||||||||||||||
94974BFU9 | WELLS FARGO & COMPANY SENIOR CORP BND | 3,093,428 | 3,092,225.64 | 3,100,000.00 | 3,094,300.51 | (2,074.87 | ) | 872.51 | — | — | 2.125 | 2.1700 | Apr-Oct | 0 | 45,563.55 | 4142014 | 4222019 | ||||||||||||||
94974BFM7 | WELLS FARGO & COMPANY SENIOR CORP BND | 4,000,000 | 4,012,319.96 | 4,000,000.00 | 4,000,000 | 12,319.96 | — | — | — | 0.76075 | 0.7608 | J-A-J-O | 7,334.48 | 32,632.84 | 7222013 | 7202016 | |||||||||||||||
94974BFK1 | WELLS FARGO & COMPANY SENIOR CORP BND | 5,000,000 | 5,008,199.7 | 5,000,000.00 | 5,000,000 | 8,199.7 | — | — | — | 0.8606 | 0.8606 | J-A-J-O | 8,444.72 | 43,698.99 | 4162013 | 4232018 | |||||||||||||||
94974BFE5 | WELLS FARGO & COMPANY SENIOR CORP BND | 7,359,612 | 7,337,157 | 7,300,000.00 | 7,312,971.65 | 24,185.35 | (31,362.85 | ) | — | — | 1.5 | 1.5669 | Jan-Jul | 93,945.00 | 167,606.5 | 2132013 | 7012015 | ||||||||||||||
94974BFJ4 | WELLS FARGO & COMPANY SRSUB CORP BND MTN | 1,972,740 | 2,007,857.06 | 2,000,000.00 | 1,973,474.8 | 34,382.26 | 734.80 | — | — | 3.45 | 3.6401 | Feb-Aug | 0 | 17,058.33 | 9292014 | 2132023 | |||||||||||||||
949746RE3 | WELLS FARGO & COMPANY SUB CORP BND | 3,579,452 | 3,606,509.44 | 3,400,000.00 | 3,575,485.77 | 31,023.67 | (3,966.23 | ) | — | — | 4.48 | 3.8000 | Jan-Jul | 0 | 38,080 | 11262013 | 1162024 | ||||||||||||||
94974BFY1 | WELLS FARGO & COMPANY SUB CORP BND MTN | 5,085,850 | 5,071,112.05 | 5,000,000.00 | 5,083,120.86 | (12,008.81 | ) | (2,729.14 | ) | — | — | 4.1 | 3.9180 | Jun-Dec | 0 | 101,930.56 | 6272014 | 6032026 | |||||||||||||
BRSMB8L58 | WESCO AIRCRAFT SENIOR SECURED TERM NOTES | 978,195.11 | 967,653.17 | 980,646.74 | 978,471.29 | (10,818.12 | ) | 375.49 | — | — | — | 0.0355 | F-M-A-N | 0 | 26,231.72 | 2242014 | 2282021 | ||||||||||||||
BRSLBEQ11 | WESTERN REFINING INC SENIOR SECURED TERM NOTES | 554,400 | 540,540 | 554,400.00 | 554,400 | (13,860 | ) | — | — | — | — | — | F-M-A-N | 0 | 24,039.48 | 12172013 | 11122020 | ||||||||||||||
960895VY3 | WESTMORELAND CNTY PA MUNITAX BND GO | 244,617.8 | 244,683.95 | 245,000.00 | 244,649.23 | 34.72 | 31.43 | — | — | 1.442 | 1.4924 | Jun-Dec | 0 | 883.23 | 5222013 | 12012017 | |||||||||||||||
960895VZ0 | WESTMORELAND CNTY PA MUNITAX BND GO | 575,742.8 | 573,904.2 | 580,000.00 | 575,998.51 | (2,094.31 | ) | 255.71 | — | — | 1.642 | 1.8254 | Jun-Dec | 0 | 2,380.9 | 5222013 | 12012018 | ||||||||||||||
96122WAB6 | WESTPAC BANKING CORP SECURED LOCAL BND 144A | F | 3,817,922.64 | 3,767,994.47 | 3,752,000.00 | 3,768,261.31 | (266.84 | ) | (33,744.51 | ) | — | — | 1.375 | 0.5751 | Jan-Jul | 27,692.65 | 58,437.99 | 4262013 | 7172015 | ||||||||||||
961214CH4 | WESTPAC BANKING CORP SENIOR CORP BND | F | 1,618,299 | 1,613,962.32 | 1,620,000.00 | 1,618,642.15 | (4,679.83 | ) | 343.15 | — | — | 1.2 | 1.2358 | May-Nov | 0 | 11,880 | 5142014 | 5192017 | |||||||||||||
961214CK7 | WESTPAC BANKING CORP SENIOR CORP BND | F | 2,249,865 | 2,243,648.52 | 2,250,000.00 | 2,249,868.76 | (6,220.24 | ) | 3.76 | — | — | 1.5 | 1.5021 | Jun-Dec | 0 | 2,812.5 | 11172014 | 12012017 | |||||||||||||
961214BZ5 | WESTPAC BANKING CORP SENIOR CORP BND MTN | F | 1,999,420 | 1,999,054.88 | 2,000,000.00 | 1,999,642.21 | (587.33 | ) | 114.33 | — | — | 1.6 | 1.6061 | Jan-Jul | 15,022.22 | 32,000 | 1072013 | 1122018 | |||||||||||||
949781AC2 | WFMBS CMO 05-AR1 2A1 | 2 | 339,127.41 | 340,252.24 | 347,600.16 | 339,940.18 | 312.06 | 2,378.59 | — | — | 2.61 | 3.1534 | Monthly | 975.19 | 10,308.79 | 5272008 | 2252035 | ||||||||||||||
949781AA6 | WFMBS CMO 05-AR1 1A1 | 2 | 1,488,161.58 | 1,531,855.34 | 1,524,533.01 | 1,492,891.4 | 38,963.94 | 7,713.10 | — | — | 2.6106 | 3.0961 | Monthly | 4,063.79 | 44,234.64 | 12052006 | 2252035 | ||||||||||||||
94982BAG5 | WFMBS CMO 05-AR8 3A2 | 2 | 392,038.11 | 406,703.61 | 398,830.69 | 393,356 | 13,347.61 | 1,111.64 | — | — | 2.597782 | 2.9273 | Monthly | 1,043.82 | 11,208.17 | 12152005 | 6252035 | ||||||||||||||
949797AA2 | WFMBS WHOLE CMO 07-15 A1 | 2 | 137,515.49 | 135,946.59 | 136,650.75 | 137,413.51 | (1,466.92 | ) | (212.01 | ) | — | — | 6 | 5.7542 | Monthly | 861.45 | 9,225.26 | 1172008 | 11252037 | ||||||||||||
94980RAC1 | WFMBS_04-Z CMO 04-Z-2A1 | 2 | 113,552.07 | 115,162.91 | 114,554.40 | 113,679.81 | 1,483.1 | 232.41 | — | — | 2.61478 | 2.7692 | Monthly | 311.40 | 3,337.14 | 1142008 | 12252034 | ||||||||||||||
94981NAH8 | WFMBS_05-AR4 CMO 05-AR4 2A2 | 2 | 1,088,778.88 | 1,132,723.66 | 1,120,241.92 | 1,094,184.61 | 38,539.05 | 7,268.39 | — | — | 2.60937 | 3.3133 | Monthly | 3,126.60 | 32,441.99 | 7192006 | 4252035 | ||||||||||||||
94984FAE9 | WFMBS_06-11 RMBS__06-11-A5 | 2 | 1,713,246.91 | 1,769,490.15 | 1,827,443.88 | 1,713,246.91 | 56,243.24 | (10,234.79 | ) | — | — | 6 | 8.3766 | Monthly | 0 | 28,379.22 | 12312009 | 9252036 | |||||||||||||
981464DG2 | WFNMT_12-C ABS 12-C | 2 | 3,188,784.29 | 3,212,451.22 | 3,190,000.00 | 3,189,240.37 | 23,210.85 | 190.55 | — | — | 2.23 | 2.2469 | Monthly | 3,161.65 | 71,136.96 | 7132012 | 8152022 | ||||||||||||||
981464DX5 | WFNMT_13-B ABS 13-B | 2 | 2,210,123.46 | 2,211,464.54 | 2,210,000.00 | 2,210,068.53 | 1,396.01 | (49.75 | ) | — | — | 0.91 | 0.8977 | Monthly | 657.22 | 17,464.05 | 6252014 | 3162020 | |||||||||||||
981464EN6 | WFNMT_14-C SENIOR ABS 14-C | 2 | 719,834.4 | 718,243.18 | 720,000.00 | 719,841.14 | (1,597.96 | ) | 6.74 | — | — | 1.54 | 1.5515 | Monthly | 0 | 1,663.2 | 11032014 | 8152021 | |||||||||||||
92937EAB0 | WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SENIOR CMBS 13-C11 A2 | 2 | 1,470,037.5 | 1,472,147.21 | 1,460,000.00 | 1,469,077.73 | 3,069.48 | (959.77 | ) | — | — | 2.029 | 1.7809 | Monthly | 0 | 8,064.16 | 9182014 | 3152045 | |||||||||||||
92930RAB8 | WFRBS_12-C9 SENIOR CMBS 12-C9 | 2 | 1,436,021.48 | 1,429,616.96 | 1,425,000.00 | 1,435,113.22 | (5,496.26 | ) | (908.26 | ) | — | — | 1.829 | 1.5194 | Monthly | 0 | 5,502.25 | 10092014 | 11152045 | ||||||||||||
92938EAF0 | WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A2 | 2 | 6,303,750 | 6,256,799.94 | 6,000,000.00 | 6,278,015.56 | (21,215.62 | ) | (25,734.44 | ) | — | — | 3.223 | 2.1420 | Monthly | 0 | 84,335.16 | 7212014 | 9152046 | ||||||||||||
92938GAB4 | WFRBS_13-C17 SENIOR CMBS_13-C17 A2 | 2 | 7,276,171.88 | 7,204,399.87 | 7,000,000.00 | 7,264,107.78 | (59,707.91 | ) | (12,064.10 | ) | — | — | 2.921 | 1.8532 | Monthly | 0 | 35,214.25 | 10242014 | 12152046 | ||||||||||||
92890KAX3 | WFRBS_14-C22 SENIOR CMBS_14-C22-A2 | 2 | 2,059,998.01 | 2,057,760 | 2,000,000.00 | 2,057,298.09 | 461.91 | (2,699.92 | ) | — | — | 2.976 | 2.3865 | Monthly | 0 | 15,210.67 | 9052014 | 9152057 | |||||||||||||
92939KAE8 | WFRBS_14-C24 LCF SENIOR CMBS _14-C24-A5 | 2 | 3,097,226.2 | 3,131,779.2 | 3,008,000.00 | 3,096,235.09 | 35,544.11 | (991.11 | ) | — | — | 3.607 | 3.2533 | Monthly | 0 | 12,959.54 | 10282014 | 11152047 | |||||||||||||
92939LAB2 | WFRBS_14-C25 PRELCF SENIOR CMBS _14-C25-A2 | 2 | 5,664,840.5 | 5,640,596.5 | 5,500,000.00 | 5,664,442.25 | (23,845.75 | ) | (398.25 | ) | — | — | 2.932 | 2.7276 | Monthly | 0 | 8,510.94 | 11182014 | 11152047 | ||||||||||||
9698714J8 | WILLIAMSON CNTY TENN MUNITAX BND GO | 418,676 | 415,100 | 400,000.00 | 417,345.59 | (2,245.59 | ) | (1,330.41 | ) | — | — | 2.95 | 1.5747 | Apr-Oct | 0 | 2,950 | 3272013 | 4012018 | |||||||||||||
97652QAC3 | WIN_14-2 WHOLE CMO 14-2 | 2 | 3,862,390.1 | 3,894,237.92 | 3,810,002.57 | 3,860,790.08 | 33,447.84 | (4,212.49 | ) | — | — | 3.5 | 3.1855 | Monthly | 0 | 22,993.21 | 10082014 | 9202044 | |||||||||||||
BRSH2DJN2 | WINDSTREAM CORP SENIOR SECURED TERM LOAN | 2 | 2,675,400 | 2,650,879.96 | 2,675,400.00 | 2,675,400 | (24,520.04 | ) | — | — | — | — | — | J-A-J-O | 0 | 103,761.52 | 1102013 | 1232020 | |||||||||||||
976656CF3 | WISCONSIN ELECTRIC POWER COMPA SENIOR CORP BND | 1 | 2,500,000 | 2,485,062.6 | 2,500,000.00 | 2,500,000 | (14,937.4 | ) | — | — | — | 1.7 | 1.7000 | Jun-Dec | 1,888.89 | 42,500 | 6102013 | 6152018 | |||||||||||||
976826BG1 | WISCONSIN POWER AND LIGHT COMP SENIOR CORP BND | 560,420 | 556,815.23 | 500,000.00 | 557,401.01 | (585.78 | ) | (3,018.99 | ) | — | — | 5 | 2.3200 | Jan-Jul | 0 | 6,250 | 7072009 | 7152019 | |||||||||||||
977100AU0 | WISCONSIN ST MUNITAX BND REV | 2,243,300 | 2,203,240 | 2,000,000.00 | 2,232,200.69 | (28,960.69 | ) | (11,099.31 | ) | — | — | 5.05 | 1.4661 | May-Nov | 0 | 16,272.22 | 10292014 | 5012018 | |||||||||||||
982526AT2 | WM WRIGLEY JR CO SENIOR CORP BND 144A | 279,097.5 | 276,658.93 | 275,000.00 | 278,339.09 | (1,680.16 | ) | (758.41 | ) | — | — | 2 | 1.5550 | Apr-Oct | 0 | 3,575 | 5022014 | 10202017 | |||||||||||||
982526AR6 | WM WRIGLEY JR CO SENIOR CORP BND 144A | 1,005,540 | 1,002,165.07 | 1,000,000.00 | 1,003,376.52 | (1,211.45 | ) | (1,841.72 | ) | — | — | 1.4 | 1.2100 | Apr-Oct | 2,722.22 | 14,000 | 10242013 | 10212016 | |||||||||||||
982526AU9 | WM WRIGLEY JR CO SENIOR CORP BND 144A | 1 | 3,347,450.5 | 3,345,142 | 3,325,000.00 | 3,345,818.42 | (676.42 | ) | (934.13 | ) | — | — | 2.4 | 2.1759 | Apr-Oct | 18,666.67 | 82,653.33 | 9262014 | 10212018 | ||||||||||||
93934FEN8 | WMALT_05-5 CMO 05-9-2A2 | 2 | 2,568,814.8 | 2,604,070.31 | 2,803,617.81 | 2,594,464.14 | 9,606.17 | (25,980.83 | ) | — | — | 5.5 | 7.2378 | Monthly | 15,237.13 | 168,319.89 | 12172007 | 11252035 | |||||||||||||
BRSJ883L4 | WMG ACQUISITION CORP SENIOR SECURED TERM LOAN | 2 | 2,966,657.1 | 2,862,824.11 | 2,966,657.10 | 2,966,657.1 | (103,832.99 | ) | — | — | — | — | — | F-M-A-N | 0 | 114,314.8 | 9062013 | 7012020 | |||||||||||||
98158PAC2 | WOART_11-B ABS_11-B A3 | 2 | 27,832.62 | 27,841.67 | 27,832.68 | 27,832.14 | 9.53 | 2.08 | — | — | 0.96 | 0.9614 | Monthly | 85.57 | 1,025.96 | 11022011 | 8152016 | ||||||||||||||
66859TAC3 | WOODS_14-14A MEZZANIN ABS 14-14A-B 144A | F | 2 | 2,942,475 | 2,936,723.94 | 3,000,000.00 | 2,942,718.86 | (5,994.92 | ) | 243.86 | — | — | 2.69185 | 2.9473 | F-M-A-N | 0 | 3,364.81 | 11172014 | 11122025 | ||||||||||||
BRSP8QSG4 | WSCFP_14 SENIOR CMBS 14 | D | 2 | 1,785,379.5 | 1,731,200.19 | 1,110,000.00 | 1,785,379.5 | (54,179.31 | ) | — | — | (54,612 | ) | 1.450659 | 1.4525 | F-M-A-N | 0 | 5,199.12 | 10072014 | 11042019 | |||||||||||
95168QAG5 | WSTC_13-1A MEZZANIN ABS _13-1A-B 144A | F | 1 | 479,500 | 478,055.27 | 500,000.00 | 479,813.86 | (1,758.59 | ) | 313.86 | — | — | 3.13185 | 3.8129 | F-M-A-N | 0 | 1,957.41 | 11122014 | 11072025 | ||||||||||||
984121CF8 | XEROX CORPORATION SENIOR CORP BND | 1,298,375 | 1,331,331.94 | 1,300,000.00 | 1,299,255.09 | 32,076.85 | 322.79 | — | — | 2.95 | 2.9771 | Mar-Sep | 11,291.94 | 38,350 | 3082012 | 3152017 | |||||||||||||||
983919AG6 | XILINX, INC. SENIOR CORP BND | 1,989,540 | 1,997,494.21 | 2,000,000.00 | 1,991,150.09 | 6,344.12 | 1,610.09 | — | — | 2.125 | 2.2359 | Mar-Sep | 0 | 34,118.05 | 3052014 | 3152019 | |||||||||||||||
98417EAU4 | XSTRATA FINANCE (CANADA) LTD SENIOR CORP BND 144A | A | 4,128,053.2 | 4,176,480.62 | 4,135,000.00 | 4,130,976.8 | 45,503.82 | 1,358.02 | — | — | 2.7 | 2.7362 | Apr-Oct | 20,468.25 | 111,645 | 10182012 | 10252017 | ||||||||||||||
G9853MHT3 | YORKSHIRE BUILDING SOCIETY LOCAL BND | D | 1,390,156.29 | 1,381,442.73 | 800,000.00 | 1,349,135.79 | 32,306.94 | (23,116.43 | ) | — | (47,458.92 | ) | 4.75 | 3.2980 | April | 53,139.63 | 77,230.5 | 5102012 | 4122018 | ||||||||||||
988505EC3 | YUMA & LA PAZ CNTYS ARIZ CMNTY MUNI BND GO | 1 | 1,036,470 | 1,024,230 | 1,000,000.00 | 1,024,229.78 | 0.22 | (12,240.22 | ) | — | — | 5 | 0.1504 | Jan-Jul | 0 | 12,500 | 10302007 | 7012024 | |||||||||||||
98954RAC4 | ZIGG_14-1A SENIOR ABS _14-1A-B1 144A | F | 2 | 2,899,800 | 2,899,800 | 3,000,000.00 | 2,900,834.74 | (1,034.74 | ) | 1,034.74 | — | — | 2.3326 | 2.8583 | J-A-J-O | 0 | 5,831.5 | 11042014 | 10172026 | ||||||||||||
BRSM4TRW5 | ZIGGO BV | 2,382,978.72 | 2,323,142.12 | 2,382,978.72 | 2,382,978.72 | (59,836.6 | ) | — | — | — | — | — | Apr-Oct | 0 | 40,449.7 | ||||||||||||||||
BRSM4TPX5 | ZIGGO BV | 3,697,361.7 | 3,605,018.77 | 3,697,872.34 | 3,697,382.06 | (92,363.29 | ) | 20.36 | — | — | — | 0.0019 | Apr-Oct | 0 | 59,416.75 | ||||||||||||||||
BRSM4TSP9 | ZIGGO BV | 3,919,148.98 | 3,820,739.15 | 3,919,148.98 | 3,919,148.98 | (98,409.83 | ) | — | — | — | — | — | J-A-J-O | 0 | 71,919.07 | ||||||||||||||||
98978VAG8 | ZOETIS INC SENIOR CORP BAND | 5,462,050 | 5,491,067.62 | 5,500,000.00 | 5,464,868.92 | 26,198.7 | 2,818.92 | — | — | 1.875 | 2.0899 | Feb-Aug | 0 | 25,781.25 | 2072013 | 2012018 | |||||||||||||||
TOTAL | 5,532,731,477.51 | 5,534,493,699.82 | (1,762,222.31 | ) | (4,170,244.57 | ) |
009349AF8 | AIRCRAFT LEASE SECURITISATION | 684,572.07 | 697,873.33 | 709,401.10 | 698,108.18 | (234.85 | ) | 25,302.37 | — | — | 0.417 | 3.5640 | Monthly | 354.68 | 3,926.44 | ||||||||||||||||
BRSR05RF7 | AIRXCEL, INC. REVOLVE LOAN | 6,796,875 | 6,762,890.63 | 6,796,875.00 | 6,796,875 | (33,984.37 | ) | — | — | — | — | — | May-Nov | 0 | 88,876.95 | 11192014 | 11182019 | ||||||||||||||
010392FH6 | ALABAMA POWER COMPANY | 3,345,913 | 3,348,693.5 | 3,350,000.00 | 3,348,921.82 | (228.32 | ) | 3,290.22 | — | — | 0.55 | 0.5911 | Apr-Oct | 9,666.25 | 44,466.74 | ||||||||||||||||
010606AM3 | ALABAMA ST PUB HEALTH CARE AUT | 1,520,981.2 | 1,509,836.8 | 1,480,000.00 | 1,509,573.39 | 263.41 | (11,407.81 | ) | — | — | 4 | 0.9670 | Mar-Sep | 0 | 14,800 | ||||||||||||||||
010606AP6 | ALABAMA ST PUB HEALTH CARE AUT | 1,715,752.75 | 1,704,764.75 | 1,675,000.00 | 1,704,424.63 | 340.12 | (11,328.12 | ) | — | — | 4.125 | 1.4505 | Mar-Sep | 0 | 17,273.44 | ||||||||||||||||
BRSCE52V7 | ALERE INC SENIOR SECURED TERM LOAN | 6,171,224.93 | 6,170,789 | 6,210,911.49 | 6,188,545.81 | (17,756.81 | ) | 7,217.76 | — | — | — | 0.1425 | M-J-S-D | 0 | 238,935.43 | 7012014 | 6302017 | ||||||||||||||
01609WAB8 | ALIBABA GROUP HOLDING LTD SENIOR CORP BND 144A | F | 1 | 4,983,640 | 4,923,465.35 | 5,000,000.00 | 4,983,929.95 | (60,464.6 | ) | 324.11 | — | — | 2.5 | 2.5702 | May-Nov | 0 | 12,650 | 11212014 | 11282019 | ||||||||||||
018490AP7 | ALLERGAN INC/UNITED STATES | 2,912,580 | 2,905,208.82 | 3,000,000.00 | 2,918,861.13 | (13,652.31 | ) | 6,674.49 | — | — | 1.35 | 2.2301 | Mar-Sep | 6,757.50 | 23,385 | ||||||||||||||||
BRSJKR5A0 | ALLFLEX HOLDINGS SENIOR SECURED TERM LOAN | R | 1,379,709.29 | 1,363,477.5 | 1,386,000.00 | 1,380,460.26 | (16,982.76 | ) | 782.75 | — | — | — | 0.0712 | M-J-S-D | 0 | 44,873.32 | 4012014 | 7172020 | |||||||||||||
BRSHFDW29 | ALLIANCE LAUNDRY SYST LLC SENIOR SECURED TERM NOTES | 2 | 395,507.94 | 394,040.4 | 397,184.11 | 395,876.89 | (1,836.49 | ) | 654.99 | — | — | — | 0.0825 | M-J-S-D | 0 | 31,277.5 | 11202013 | 12102018 | |||||||||||||
BRSM7G8J0 | ALLIED SECURITY HOLDINGS LLC SENIOR SECURED TERM NOTES | 1,878,825.55 | 1,860,537.69 | 1,888,266.89 | 1,879,953.93 | (19,416.24 | ) | 1,196.24 | — | — | — | 0.0711 | M-J-S-D | 0 | 64,330.12 | 2122014 | 2122021 | ||||||||||||||
BRSKDJZL6 | ALLISON TRANSMISSION INC SENIOR SECURED TERM NOTES | 1,471,078.69 | 1,459,516.41 | 1,472,667.33 | 1,471,416.49 | (11,900.08 | ) | 3,430.44 | — | — | — | 0.0180 | M-J-S-D | 0 | 145,329.22 | 9302013 | 8232019 | ||||||||||||||
02005TAD9 | ALLYA _11-1 ABS_11-1 A4 | 2 | 416,043.09 | 416,355.31 | 416,080.70 | 416,037.04 | 318.27 | 201.48 | — | — | 2.23 | 2.2418 | Monthly | 4,459.19 | 50,712.05 | 2042011 | 3152016 | ||||||||||||||
02006VAC5 | ALLYA _14-3 SENIOR ABS _14-3-A3 | 2 | 4,584,215.05 | 4,575,637.43 | 4,585,000.00 | 4,584,231.22 | (8,593.79 | ) | 16.17 | — | — | 1.28 | 1.2931 | Monthly | 0 | 2,282.31 | 12102014 | 6172019 | |||||||||||||
02005YAE6 | ALLYA_12-1 ABS_12-1 A3 | 2 | 20,570.09 | 20,464.11 | 20,459.00 | 20,467.89 | (3.78 | ) | (1,699.50 | ) | — | — | 0.93 | 0.4966 | Monthly | 296.59 | 3,155.39 | 2222013 | 2162016 | ||||||||||||
02005EAC4 | ALLYA_12-3 ABS 12-3 | 2 | 887,263.01 | 888,154.84 | 887,294.16 | 887,282.77 | 872.07 | 51.50 | — | — | 0.85 | 0.8524 | Monthly | 1,133.33 | 16,126.71 | 5222012 | 8152016 | ||||||||||||||
02006MAC5 | ALLYA_13-2 ABS 13-2 A3 | 2 | 984,961.19 | 985,064.85 | 985,000.00 | 984,975.68 | 89.17 | 13.20 | — | — | 0.79 | 0.7926 | Monthly | 345.85 | 7,781.52 | 10232013 | 1152018 | ||||||||||||||
02006WAC3 | ALLYA_14_2 ABS_14_2-A3 | 2 | 7,498,624.5 | 7,503,759.38 | 7,500,000.00 | 7,498,761.78 | 4,997.6 | 137.28 | — | — | 1.25 | 1.2604 | Monthly | 0 | 25,260.42 | 9172014 | 4152019 | ||||||||||||||
00164BAG2 | ALM_7R-2 MEZZANIN ABS 7R-2 144A | F | 2 | 952,000 | 965,000 | 1,000,000.00 | 953,349.62 | 11,650.38 | 1,349.62 | — | — | 3.6828 | 4.6158 | J-A-J-O | 0 | 7,365.58 | 10162014 | 4242024 | |||||||||||||
BRSJ9AL38 | ALPHA NATURAL RESOURCES INC SENIOR SECURED TERM LOAN | 2 | 2,424,417 | 2,058,927 | 2,436,600.00 | 2,427,210.59 | (368,283.59 | ) | 1,850.70 | — | — | — | 0.0706 | M-J-S-D | 0 | 91,306.87 | 5202013 | 5222020 | |||||||||||||
021441AD2 | ALTERA CORPORATION | 1,397,858 | 1,403,907.16 | 1,400,000.00 | 1,398,966.01 | 4,941.15 | 758.87 | — | — | 1.75 | 1.7820 | May-Nov | 6,540.62 | 43,996.7 | |||||||||||||||||
02209SAT0 | ALTRIA GROUP INC SENIOR CORP BND | 1 | 4,246,557.5 | 4,247,582.09 | 4,250,000.00 | 4,246,570.98 | 1,011.11 | 13.48 | — | — | 2.625 | 2.6411 | Jan-Jul | 0 | 14,565.09 | 11102014 | 1142020 | ||||||||||||||
023135AK2 | AMAZON.COM INC | 3,041,704 | 3,047,285.5 | 3,050,000.00 | 3,047,478.33 | (192.83 | ) | 2,772.41 | — | — | 0.65 | 0.7420 | May-Nov | 1,872.36 | 19,825 | ||||||||||||||||
BRSJ1HUF4 | AMC ENTERTAINMENT INC. SENIOR SECURED TERM LOAN | 2 | 3,773,168.42 | 3,730,613.91 | 3,782,625.00 | 3,775,397.7 | (44,783.79 | ) | 1,441.38 | — | — | — | 0.0354 | M-J-S-D | 0 | 135,081.25 | 4232013 | 4302020 | |||||||||||||
03065EAD7 | AMCAR_13-5 BAS_13-5 A3 | 2 | 439,939.85 | 439,466.58 | 440,000.00 | 439,965.91 | (499.33 | ) | 23.96 | — | — | 0.9 | 0.9070 | Monthly | 242.00 | 3,971 | 11052013 | 9102018 | |||||||||||||
03062AAD8 | AMCAR_14-3 ABS _14-3-A3 | 2 | 869,975.81 | 866,334.46 | 870,000.00 | 869,976.73 | (3,642.27 | ) | 0.92 | — | — | 1.15 | 1.1530 | Monthly | 0 | 3,446.17 | 8202014 | 6102019 | |||||||||||||
BRSJQMFE6 | AMERICAN AIRLINES GROUP INC SENIOR SECURED TERM LOAN | 3,203,415.04 | 3,191,286.49 | 3,219,456.74 | 3,206,913.49 | (15,627 | ) | 5,829.14 | — | — | — | 0.0858 | M-J-S-D | 0 | 231,132.14 | 9302013 | 6272019 |
025537AF8 | AMERICAN ELECTRIC POWER COMPAN | 499,995 | 497,020.72 | 500,000.00 | 499,999.19 | (2,978.47 | ) | 4.19 | — | — | 1.65 | 1.6501 | Jun-Dec | 0 | 2,062.5 | ||||||||||||||||
BRSNZFZ18 | AMERICAN ENERGY MARCELLUS LLC SENIOR SECURED TERM NOTES | 1 | 217,486.33 | 193,077.59 | 218,579.23 | 217,554.41 | (24,476.82 | ) | 68.08 | — | — | — | 0.0829 | M-J-S-D | 0 | 2,486.33 | 7092014 | 8042020 | |||||||||||||
025816BJ7 | AMERICAN EXPRESS COMPANY | 15,463,750 | 15,568,870 | 15,430,000.00 | 15,463,250.43 | 105,619.57 | (499.57 | ) | — | — | 5.2 | 5.1962 | May-Nov | 0 | 104,567.66 | ||||||||||||||||
02582JGW4 | AMERICAN EXPRESS CREDIT ACCOUN ABS 14-4 A | 2 | 3,864,693.12 | 3,853,904.13 | 3,865,000.00 | 3,864,703.74 | (10,799.61 | ) | 10.62 | — | — | 1.43 | 1.4370 | Monthly | 0 | 6,448.11 | 11122014 | 6152020 | |||||||||||||
0258M0DK2 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND | 995,980 | 996,744.23 | 1,000,000.00 | 996,202.86 | 541.37 | 635.95 | — | — | 2.125 | 2.2199 | Mar-Sep | 0 | 28,305 | 3132014 | 3182019 | |||||||||||||||
0258M0DR7 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND | 3,465,350.2 | 3,467,273.16 | 3,470,000.00 | 3,465,770 | 1,503.16 | 419.80 | — | — | 1.55 | 1.5960 | Mar-Sep | 0 | 14,641.47 | 9182014 | 9222017 | |||||||||||||||
0258M0DD8 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND MTN | 1,027,420 | 1,020,678.56 | 1,000,000.00 | 1,024,619.63 | (3,941.07 | ) | (2,800.37 | ) | — | — | 2.375 | 1.2501 | Mar-Sep | 0 | 5,937.5 | 3212012 | 3242017 | |||||||||||||
0258M0DP1 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND MTN | 992,210 | 997,547.07 | 1,000,000.00 | 992,600.26 | 4,946.81 | 390.26 | — | — | 2.25 | 2.4201 | Feb-Aug | 0 | 5,625 | 8122014 | 8152019 | |||||||||||||||
02665WAH4 | AMERICAN HONDA FINANCE CORPORA CORP BND MTN | 4,990,750 | 5,009,585.2 | 5,000,000.00 | 4,991,202.96 | 18,382.24 | 452.96 | — | — | 2.25 | 2.2903 | Feb-Aug | 0 | 28,125 | 9092014 | 8152019 | |||||||||||||||
02666QM26 | AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND 144A | 1,992,800 | 1,991,145.32 | 2,000,000.00 | 1,993,332.61 | (2,187.29 | ) | 532.61 | — | — | 1.6 | 1.7099 | Feb-Aug | 0 | 8,000 | 2122013 | 2162018 | ||||||||||||||
02666QM59 | AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND 144A | 5,000,000 | 5,009,450.15 | 5,000,000.00 | 5,000,000 | 9,450.15 | — | — | — | 0.60935 | 0.6094 | F-M-A-N | 3,058.00 | 30,823.2 | 5222013 | 5262016 | |||||||||||||||
03027XAC4 | AMERICAN TOWER CORPORATION SENIOR CORP BND | 510,810 | 508,350.72 | 500,000.00 | 510,227.57 | (1,876.85 | ) | (582.43 | ) | — | — | 3.4 | 2.8701 | Feb-Aug | 0 | 4,250 | 8142013 | 2152019 | |||||||||||||
03064JAC9 | AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2 | 2 | 644,871.19 | 644,851.65 | 645,000.00 | 644,964.42 | (112.77 | ) | 56.49 | — | — | 0.65 | 0.6594 | Monthly | 267.85 | 4,192.56 | 4032013 | 12082017 | |||||||||||||
031162BU3 | AMGEN INC | 1,988,620 | 1,984,556.58 | 2,000,000.00 | 1,989,041.13 | (4,484.55 | ) | 421.13 | — | — | 2.2 | 2.3321 | May-Nov | 0 | 7,455.56 | ||||||||||||||||
031162BF6 | AMGEN INC | 5,114,950 | 5,074,895.1 | 5,000,000.00 | 5,097,927.1 | (23,032 | ) | (17,022.90 | ) | — | — | 2.3 | 0.9399 | Jun-Dec | 0 | 28,750 | |||||||||||||||
02005ACC0 | AMOT 2013-2 ABS 12-1 | 2 | 2,499,806.75 | 2,502,300 | 2,500,000.00 | 2,499,705.09 | 2,594.91 | (158.52 | ) | — | — | 1.44 | 1.4430 | Monthly | 1,600.00 | 36,000 | 2152012 | 2152017 | |||||||||||||
02587UAB6 | AMXCA_12-5 ABS 12-5 | 2 | 1,149,890.64 | 1,150,540.5 | 1,150,000.00 | 1,149,970.41 | 570.09 | 37.29 | — | — | 0.59 | 0.5940 | Monthly | 301.56 | 6,785.04 | 11012012 | 5152018 | ||||||||||||||
02582JGJ3 | AMXCA_13-3 ABS_13-3 A | 2 | 5,459,374.29 | 5,457,009.51 | 5,460,000.00 | 5,459,500.19 | (2,490.68 | ) | 107.17 | — | — | 0.98 | 0.9841 | Monthly | 2,378.13 | 53,508 | 11052013 | 5152019 | |||||||||||||
02582JGD6 | AMXCA-12 ABS_ | 2 | 12,068,322.28 | 12,044,146.12 | 12,035,000.00 | 12,049,962.85 | (5,816.73 | ) | (18,359.43 | ) | — | — | 0.68 | 0.4761 | Monthly | 0 | 61,377.81 | 3282014 | 3152018 | ||||||||||||
034863AM2 | ANGLO AMERICAN CAPITAL PLC | 1,743,367.5 | 1,756,596.28 | 1,750,000.00 | 1,743,960.64 | 12,635.64 | 593.14 | — | — | 4.125 | 4.1880 | Apr-Oct | 0 | 51,333.33 | |||||||||||||||||
034863AE0 | ANGLO AMERICAN CAPITAL PLC | 4,989,050 | 5,054,214.5 | 5,000,000.00 | 4,994,891.88 | 59,322.62 | 2,172.27 | — | — | 2.625 | 2.6720 | Apr-Oct | 32,083.33 | 131,250 | |||||||||||||||||
035242AC0 | ANHEUSER-BUSCH INBEV FINANCE I | 5,128,055.1 | 5,149,995.5 | 5,210,000.00 | 5,137,095.53 | 12,899.97 | 9,040.43 | — | — | 1.25 | 1.6183 | Jan-Jul | 0 | 27,355.89 | |||||||||||||||||
035242AE6 | ANHEUSER-BUSCH INBEV FINANCE I | 9,729,785 | 9,766,633.6 | 9,750,000.00 | 9,733,029.03 | 33,604.57 | 5,967.50 | — | — | 2.15 | 2.1919 | Feb-Aug | 0 | 334,490.29 | |||||||||||||||||
03523TAT5 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 5,807,754 | 5,447,034 | 5,400,000.00 | 5,446,720.12 | 313.88 | (169,633.50 | ) | — | — | 3.625 | 0.5879 | Apr-Oct | 43,238.19 | 204,434.9 | 10092012 | 4152015 | ||||||||||||||
03523TBN7 | ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CORP BND | 12,760,736.5 | 12,774,019.53 | 12,775,000.00 | 12,771,834.01 | 2,185.52 | 2,688.70 | — | — | 1.375 | 1.2503 | Jan-Jul | 97,164.77 | 155,655.74 | 7152014 | 7152017 | |||||||||||||||
00182EAT6 | ANZ NATIONAL INTERNATIONAL LTD SENIOR CORP BND 144A | F | 5,000,000 | 5,004,239.6 | 5,000,000.00 | 5,000,000 | 4,239.6 | — | — | — | 0.7531 | 0.7531 | J-A-J-O | 0 | 31,744.72 | 2202014 | 4272017 | ||||||||||||||
037833AQ3 | APPLE INC | 5,064,200 | 5,040,236.3 | 5,000,000.00 | 5,061,788.17 | (21,551.87 | ) | (2,411.83 | ) | — | — | 2.1 | 1.8030 | May-Nov | 0 | 18,375 |
037833AJ9 | APPLE INC | 14,864,945.2 | 14,646,273.96 | 14,920,000.00 | 14,882,932.6 | (236,658.64 | ) | 13,082.22 | — | — | 1 | 1.0760 | May-Nov | 32,093.33 | 180,033.33 | ||||||||||||||||
037833AG5 | APPLE INC | 15,260,000 | 15,270,223.28 | 15,260,000.00 | 15,260,000 | 10,223.28 | — | — | — | 0.48235 | 0.4824 | F-M-A-N | 12,304.65 | 74,854.72 | |||||||||||||||||
BRS9PGQM2 | ARAMARK CORPORATION LOAN TERM | 2 | 216,407.28 | 214,489.07 | 215,973.89 | 216,116.66 | (1,627.59 | ) | (91.15 | ) | — | — | — | (0.0416 | ) | J-A-J-O | 0 | 9,939.27 | 11012011 | 7262016 | |||||||||||
039483AY8 | ARCHER-DANIELS-MIDLAND COMPANY | 2,747,631.25 | 2,537,785.48 | 2,275,000.00 | 2,556,519.03 | (18,733.55 | ) | (85,255.54 | ) | — | — | 5.45 | 1.4780 | Mar-Sep | 36,507.43 | 123,987.5 | |||||||||||||||
BRSG9SY49 | ARDENT MEDICAL SENIOR SECURED TERM LOAN | 2 | 1,632,482.7 | 1,650,522.45 | 1,648,972.42 | 1,638,442.67 | 12,079.78 | 4,975.39 | — | — | — | 0.1805 | F-M-A-N | 0 | 126,210.85 | 11192012 | 7022018 | ||||||||||||||
00205BAA6 | ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B 144A | 2 | 2,388,866.55 | 2,387,958.73 | 2,388,866.55 | 2,388,866.55 | (907.82 | ) | — | — | — | 0.4608 | 0.4612 | Monthly | 873.46 | 14,786.82 | 10162012 | 1152021 | |||||||||||||
040484EV5 | ARIZONA BRD REGENTS UNIV ARIZ | 1,275,987.5 | 1,272,312.5 | 1,250,000.00 | 1,273,548 | (1,235.5 | ) | (2,439.50 | ) | — | — | 1.94 | 1.1467 | Jun-Dec | 0 | 6,062.5 | |||||||||||||||
040484JY4 | ARIZONA BRD REGENTS UNIV ARIZ | 1,654,640.8 | 1,680,740.4 | 1,420,000.00 | 1,648,766.04 | 31,974.36 | (5,874.76 | ) | — | — | 5 | 2.8691 | Feb-Aug | 0 | 17,750 | ||||||||||||||||
04057PJL3 | ARIZONA SCH FACS BRD CTFS PART MUNITAX BND REV | 2,175,000 | 2,187,288.75 | 2,175,000.00 | 2,175,000 | 12,288.75 | — | — | — | 1.474 | 1.4740 | Mar-Sep | 0 | 17,098.4 | 6042014 | 9012017 | |||||||||||||||
040688ME0 | ARIZONA WTR INFRASTRUCTURE FIN | 2,509,725 | 2,508,575 | 2,500,000.00 | 2,508,910.89 | (335.89 | ) | (814.11 | ) | — | — | 1.413 | 1.2805 | Apr-Oct | 0 | 8,831.25 | |||||||||||||||
041036BU7 | ARKANSAS RIVER PWR AUTH COLO | 1,437,603.3 | 1,428,061.5 | 1,395,000.00 | 1,426,806.54 | 1,254.96 | (10,796.76 | ) | — | — | 5.25 | 2.1550 | Apr-Oct | 0 | 18,309.38 | ||||||||||||||||
045167CQ4 | ASIAN DEVELOPMENT BANK | 702,479.78 | 702,444.62 | 703,000.00 | 702,562.92 | (118.3 | ) | 83.14 | — | — | 0.75 | 0.7810 | Feb-Aug | 0 | 2,050.42 | ||||||||||||||||
045167CH4 | ASIAN DEVELOPMENT BANK | 750,000 | 749,880.01 | 750,000.00 | 750,000 | (119.99 | ) | — | — | — | 0.1695 | 0.1695 | Monthly | 6.96 | 1,298.68 | ||||||||||||||||
046353AF5 | ASTRAZENECA PLC | 1,978,460 | 1,977,172.24 | 2,000,000.00 | 1,979,523.5 | (2,351.26 | ) | 1,063.50 | — | — | 1.95 | 2.1799 | Mar-Sep | 0 | 9,750 | ||||||||||||||||
00206RAW2 | AT&T INC CORP BND | 6,694,297.5 | 6,788,849.5 | 6,625,000.00 | 6,645,090.1 | 143,759.4 | (14,206.52 | ) | — | — | 2.95 | 2.7229 | May-Nov | 24,972.57 | 195,437.5 | 2222012 | 5152016 | ||||||||||||||
00206RAT9 | AT&T INC CORP BND | O | 948,023.93 | 941,669.49 | 550,000.00 | 946,108.92 | (4,439.43 | ) | (1,915.01 | ) | — | (6,088.96 | ) | 5.875 | 1.6103 | April | 0 | 2,778.6 | 12102014 | 4282017 | |||||||||||
00206RBR2 | AT&T INC CORP BND | 3,024,157.25 | 3,020,716 | 3,025,000.00 | 3,025,030.08 | (4,314.08 | ) | 93.17 | — | — | 0.9 | 0.9220 | Feb-Aug | 12,162.50 | 31,656.25 | 2072013 | 2122016 | ||||||||||||||
00206RCC4 | AT&T INC SENIOR CORP BND | 3,010,080 | 2,999,239.89 | 3,000,000.00 | 3,009,532.75 | (10,292.86 | ) | (547.25 | ) | — | — | 2.3 | 2.2201 | Mar-Sep | 0 | 17,250 | 3052014 | 3112019 | |||||||||||||
047870CY4 | ATLANTA GA (CITY OF) | 6,949,070 | 7,026,155 | 5,710,000.00 | 6,929,958.89 | 96,196.11 | (19,111.11 | ) | — | — | 5.5 | 3.4279 | May-Nov | 0 | 78,512.5 | ||||||||||||||||
05178RAA3 | AURORA MILITARY HOUSING MUNI BND 144A | 2 | 1,165,681 | 1,165,681 | 1,100,000.00 | 1,163,371.93 | 2,309.07 | (8,280.07 | ) | — | — | 5.32 | 4.2156 | Jun-Dec | 0 | 15,723.56 | 12082005 | 12152020 | |||||||||||||
05252EAB9 | AUST & NZ BANK GROUP LOCAL BND 144A | F | 3,093,738 | 3,113,311.4 | 3,100,000.00 | 3,098,430.69 | 14,880.71 | 3,042.75 | — | — | 1 | 1.0670 | Apr-Oct | 15,111.11 | 46,308.33 | 9042012 | 10062015 | ||||||||||||||
052409BV0 | AUSTIN TEX CONVENTION ENTERPRI | 1,642,268.25 | 1,632,046.5 | 1,575,000.00 | 1,628,852.34 | 3,194.16 | (13,415.91 | ) | — | — | 5.25 | 1.7850 | Jan-Jul | 0 | 20,671.87 | ||||||||||||||||
052476L48 | AUSTIN TX (CITY OF) | 72,048.2 | 71,213.1 | 70,000.00 | 71,213.46 | (0.36 | ) | (834.74 | ) | — | — | 5 | 0.3097 | May-Nov | 0 | 875 | |||||||||||||||
0523966L7 | AUSTIN TX (CITY OF) | 201,750 | 202,112 | 200,000.00 | 201,663.34 | 448.66 | (86.66 | ) | — | — | 2.108 | 1.9206 | Mar-Sep | 0 | 1,042.29 | ||||||||||||||||
0523966K9 | AUSTIN TX (CITY OF) | 315,677.25 | 313,749.45 | 315,000.00 | 315,635.08 | (1,885.63 | ) | (42.17 | ) | — | — | 1.758 | 1.7009 | Mar-Sep | 0 | 1,369.04 | |||||||||||||||
0523966M5 | AUSTIN TX (CITY OF) | 386,563.1 | 389,908.75 | 385,000.00 | 386,501.56 | 3,407.19 | (61.54 | ) | — | — | 2.384 | 2.3101 | Mar-Sep | 0 | 2,269.11 | ||||||||||||||||
052476J25 | AUSTIN TX (CITY OF) | 1,463,054.4 | 1,445,758.8 | 1,420,000.00 | 1,445,503.35 | 255.45 | (17,551.05 | ) | — | — | 5 | 0.1446 | May-Nov | 0 | 17,750 |
05253JAC5 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR CORP BND | F | 774,550.5 | 766,259.55 | 775,000.00 | 774,693.47 | (8,433.92 | ) | 88.10 | — | — | 1.45 | 1.4621 | May-Nov | 1,435.90 | 11,237.5 | 5092013 | 5152018 | |||||||||||||
05253JAB7 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR CORP BND | R | 2,896,839 | 2,905,518.99 | 2,900,000.00 | 2,898,815.94 | 6,703.05 | 2,784.83 | — | — | 0.9 | 0.9369 | Feb-Aug | 30,927.50 | 69,075 | 2062013 | 2122016 | ||||||||||||||
BRSJL0RC0 | AUXILIUM PHARMACEUTICALS INC SENIOR SECURED TERM LOAN | 6,912,971.02 | 6,957,253.86 | 6,963,033.18 | 6,928,305.7 | 28,948.16 | 17,250.82 | — | — | — | 0.1498 | M-J-S-D | 0 | 537,225.76 | 9242013 | 4152018 | |||||||||||||||
BRSQHT1U4 | B/E AEROSPACE INC SENIOR SECURED TERM NOTES | 1 | 1,230,927.83 | 1,234,639.17 | 1,237,113.40 | 1,230,927.83 | 3,711.34 | — | — | — | — | 0.0725 | M-J-S-D | 0 | — | 11212014 | 12162021 | ||||||||||||||
06052YAC3 | BAAT_12-1 ABS 12-1 | 2 | 787,612.79 | 787,743.28 | 787,640.89 | 787,622.69 | 120.59 | 107.38 | — | — | 0.78 | 0.7822 | Monthly | 1,883.56 | 22,765.65 | 4112012 | 6152016 | ||||||||||||||
059513AE1 | BACM | 7,518,555 | 7,323,724.76 | 6,718,520.26 | 7,332,398.68 | (8,673.92 | ) | (201,032.83 | ) | — | — | 5.75365 | (1.6718 | ) | Monthly | 0 | 266,603.49 | ||||||||||||||
059513AF8 | BACM_07-4 | 3,104,320.14 | 3,043,226.27 | 2,790,389.19 | 3,053,528.11 | (10,301.84 | ) | (52,186.21 | ) | — | — | 5.774 | (1.8655 | ) | Monthly | 0 | 69,798.26 | ||||||||||||||
BRSHC6N35 | BAKERCORP INTERNATIONAL INC SENIOR SECURED TERM LOAN | 2 | 1,159,438.51 | 1,069,582.03 | 1,159,438.51 | 1,159,438.51 | (89,856.48 | ) | — | — | — | — | — | M-J-S-D | 0 | 50,275.41 | 2062013 | 2072020 | |||||||||||||
05921PAE9 | BALTIMORE MD CONVENTION CTR HO MUNI BND REV | 2,088,657.45 | 2,079,245.1 | 1,965,000.00 | 2,072,341.04 | 6,904.06 | (16,316.41 | ) | — | — | 5 | 1.6548 | Mar-Sep | 0 | 24,562.5 | 1272006 | 9012016 | ||||||||||||||
62944BAL8 | BANK NEDERLANDSE GEMEENTEN SENIOR CORP BND 144A | F | 3,973,040 | 3,994,119.88 | 4,000,000.00 | 3,977,900.27 | 16,219.61 | 7,213.26 | — | — | 1.375 | 1.5520 | Mar-Sep | 0 | 59,086.81 | 4082014 | 3192018 | ||||||||||||||
06052YAD1 | BANK OF AMERICA AUTO TRUST BAA ABS 12-1 | 2 | 4,998,468 | 5,011,600.1 | 5,000,000.00 | 4,999,668.65 | 11,931.45 | 449.22 | — | — | 1.03 | 1.0413 | Monthly | 2,288.89 | 51,500.04 | 4112012 | 12152016 | ||||||||||||||
060505EH3 | BANK OF AMERICA CORP | 2,685,000 | 2,658,150 | 2,685,000.00 | 2,685,000 | (26,850 | ) | — | — | — | 6.25 | 6.2495 | Mar-Sep | 0 | 54,072.93 | ||||||||||||||||
060505EG5 | BANK OF AMERICA CORP | 8,772,500 | 8,730,000 | 9,000,000.00 | 8,773,582.85 | (43,582.85 | ) | 1,082.85 | — | — | 5.125 | 5.2971 | Jun-Dec | 0 | 122,003.47 | ||||||||||||||||
06051GEG0 | BANK OF AMERICA CORP CORP BND | 4,145,930.76 | 4,112,408 | 4,000,000.00 | 4,098,776.11 | 13,631.89 | (98,751.58 | ) | — | — | 3.625 | 1.5515 | Mar-Sep | 52,361.11 | 177,927.09 | 6022014 | 3172016 | ||||||||||||||
06051GEQ8 | BANK OF AMERICA CORP CORP BND | 7,577,808 | 7,962,796.87 | 7,600,000.00 | 7,589,611.79 | 373,185.08 | (33,912.59 | ) | — | — | 3.875 | 3.9399 | Mar-Sep | 120,415.64 | 368,168.05 | 3192012 | 3222017 | ||||||||||||||
06050TLR1 | BANK OF AMERICA CORP SENIOR CORP BND | 2,498,150 | 2,488,356.2 | 2,500,000.00 | 2,498,841.14 | (10,484.94 | ) | 610.54 | — | — | 1.125 | 1.1502 | May-Nov | 3,671.88 | 28,125 | 11062013 | 11142016 | ||||||||||||||
06050TLT7 | BANK OF AMERICA CORP SENIOR CORP BND | 4,995,600 | 4,986,522.3 | 5,000,000.00 | 4,996,874.32 | (10,352.02 | ) | 2,113.23 | — | — | 1.25 | 1.2800 | Feb-Aug | 0 | 92,187.49 | 2112014 | 2142017 | ||||||||||||||
06051GEX3 | BANK OF AMERICA CORP SENIOR CORP BND | 5,075,550 | 5,033,256.55 | 5,000,000.00 | 5,066,189.18 | (32,932.63 | ) | (10,577.20 | ) | — | — | 2.6 | 2.2552 | Jan-Jul | 0 | 109,156.67 | 5202014 | 1152019 | |||||||||||||
06050TLU4 | BANK OF AMERICA CORP SENIOR CORP BND | 5,750,000 | 5,733,095.06 | 5,750,000.00 | 5,750,000 | (16,904.94 | ) | — | — | — | 0.7032 | 0.7032 | F-M-A-N | 0 | 35,974.39 | 2112014 | 2142017 | ||||||||||||||
06051GFD6 | BANK OF AMERICA CORP SENIOR CORP BND MTN | 5,998,320 | 6,041,753.1 | 6,000,000.00 | 5,998,559.24 | 43,193.86 | 239.24 | — | — | 2.65 | 2.6560 | Apr-Oct | 0 | 119,250 | 3272014 | 4012019 | |||||||||||||||
06051GFL8 | BANK OF AMERICA CORP SUB CORP BND | 3,209,423.25 | 3,202,982.41 | 3,225,000.00 | 3,209,619.34 | (6,636.93 | ) | 196.09 | — | — | 4.25 | 4.3020 | Apr-Oct | 0 | 26,270.31 | 10172014 | 10222026 | ||||||||||||||
U0662KFC0 | BANK OF AMERICA CORP SUB CORP BND EMTN | O | 1,251,157.14 | 1,240,575.32 | 750,000.00 | 1,248,653.59 | (8,078.27 | ) | (2,726.09 | ) | — | (8,589.19 | ) | 5.25 | 1.9168 | May-Nov | 0 | 4,462.93 | 12042014 | 11092016 | |||||||||||
063679ZT4 | BANK OF MONTREAL | 3,271,560 | 3,306,062.21 | 3,250,000.00 | 3,270,173.69 | 35,888.52 | (2,821.04 | ) | — | — | 1.95 | 1.9869 | Jan-Jul | 17,994.17 | 49,952.5 | ||||||||||||||||
06406HBX6 | BANK OF NEW YORK MELLON CORP/T CORP BND | 3,367,975 | 3,309,282.15 | 3,250,000.00 | 3,317,218.87 | (7,936.72 | ) | (42,201.09 | ) | — | — | 2.3 | 0.9721 | Jan-Jul | 31,768.75 | 74,750 | 10152013 | 7282016 | |||||||||||||
06406HCA5 | BANK OF NEW YORK MELLON CORP/T CORP BND MTN | 1 | 1,497,285 | 1,528,101.99 | 1,500,000.00 | 1,498,872.74 | 29,229.25 | 531.68 | — | — | 2.4 | 2.4379 | Jan-Jul | 16,400.00 | 36,000 | 11172011 | 1172017 | ||||||||||||||
06406HCC1 | BANK OF NEW YORK MELLON CORP/T CORP BND MTN | 1 | 3,652,183.5 | 3,652,226.5 | 3,650,000.00 | 3,650,044.09 | 2,182.41 | (1,673.91 | ) | — | — | 1.2 | 1.2310 | Feb-Aug | 32,750.00 | 73,481.66 | 7192013 | 2202015 | |||||||||||||
06406HCG2 | BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN | 1 | 3,597,876 | 3,594,616.2 | 3,600,000.00 | 3,599,163.8 | (4,547.6 | ) | 708.50 | — | — | 0.7 | 0.7200 | Mar-Sep | 8,190.00 | 25,200 | 3042013 | 3042016 |
06406HCK3 | BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN | 15,000,000 | 15,066,598.95 | 15,000,000.00 | 15,000,000 | 66,598.95 | — | — | — | 0.67535 | 0.6754 | M-J-S-D | 7,879.16 | 107,647.23 | 6022014 | 3062018 | |||||||||||||||
06406HCU1 | BANK OF NEW YORK MELLON/THE SENIOR CORP BND | 1 | 1,996,120 | 1,999,505.62 | 2,000,000.00 | 1,996,604.9 | 2,900.72 | 484.90 | — | — | 2.2 | 2.2410 | May-Nov | 0 | 28,600 | 5022014 | 5152019 | ||||||||||||||
06406HCR8 | BANK OF NEW YORK MELLON/THE SENIOR CORP BND MTN | 1 | 7,491,675 | 7,512,806.48 | 7,500,000.00 | 7,493,174.34 | 19,632.14 | 1,499.34 | — | — | 2.2 | 2.2230 | Mar-Sep | 0 | 149,875 | 1282014 | 3042019 | ||||||||||||||
064159AM8 | BANK OF NOVA SCOTIA | 1,497,000 | 1,538,386.01 | 1,500,000.00 | 1,498,735.4 | 39,650.61 | 599.14 | — | — | 2.55 | 2.5929 | Jan-Jul | 17,956.25 | 38,250 | |||||||||||||||||
064159DA1 | BANK OF NOVA SCOTIA | 3,498,985 | 3,494,074.08 | 3,500,000.00 | 3,499,337.21 | (5,263.13 | ) | 465.75 | — | — | 1.1 | 1.1099 | Jun-Dec | 4,675.00 | 53,777.78 | ||||||||||||||||
064159BZ8 | BANK OF NOVA SCOTIA | 3,949,040 | 3,944,155.28 | 4,000,000.00 | 3,952,756.02 | (8,600.74 | ) | 3,716.02 | — | — | 1.45 | 1.8190 | Apr-Oct | 0 | 15,305.55 | ||||||||||||||||
064159BW5 | BANK OF NOVA SCOTIA | 6,000,000 | 6,016,739.94 | 6,000,000.00 | 6,000,000 | 16,739.94 | — | — | — | 0.6406 | 0.6406 | M-J-S-D | 1,714.27 | 38,637.74 | |||||||||||||||||
06415CAA7 | BANK OF NOVA SCOTIA CORP BND 144A | A | 1,140,524 | 1,121,791.11 | 1,100,000.00 | 1,115,678.3 | 6,112.81 | (9,707.09 | ) | — | — | 2.15 | 1.2416 | Feb-Aug | 9,722.78 | 23,650 | 5242012 | 8032016 | |||||||||||||
06415CAD1 | BANK OF NOVA SCOTIA SECURED CORP BND 144A | A | 4,200,824.8 | 4,204,970 | 4,200,000.00 | 4,200,064.42 | 4,905.58 | (297.71 | ) | — | — | 1.05 | 1.0428 | Mar-Sep | 12,372.51 | 44,100 | 4122012 | 3202015 | |||||||||||||
06415CAE9 | BANK OF NOVA SCOTIA SECURED LOCAL BND 144A | A | 6,272,140 | 6,277,809.81 | 6,200,000.00 | 6,263,324.2 | 14,485.61 | (9,652.73 | ) | — | — | 1.75 | 1.7731 | Mar-Sep | 10,587.50 | 63,000 | 8202014 | 3222017 | |||||||||||||
G089B6CD0 | BARCLAYS BANK PLC - GTD SENIOR CORP BND EMTN | D | 2,679,360.59 | 2,688,100.22 | 1,700,000.00 | 2,687,572.58 | 527.64 | 1,178.20 | — | (43,745.86 | ) | 1.5 | 1.6120 | April | 36,611.66 | 51,548.55 | 3282012 | 4042017 | |||||||||||||
06739FGF2 | BARCLAYS BANK PLC CORP BND | F | 5,638,250 | 5,323,504.65 | 5,000,000.00 | 5,311,213.38 | 12,291.27 | (177,644.00 | ) | — | — | 5 | 1.3290 | Mar-Sep | 68,750.00 | 250,000 | 2212013 | 9222016 | |||||||||||||
06739GBP3 | BARCLAYS BANK PLC CORP BND | F | 6,019,695 | 5,987,704.53 | 5,500,000.00 | 5,992,180.75 | (4,476.22 | ) | (27,514.25 | ) | — | — | 5.14 | 3.4210 | Apr-Oct | 0 | 101,300.83 | 8192014 | 10142020 | ||||||||||||
G079E0AA9 | BARCLAYS BANK PLC LOCAL BND | D | 1 | 1,166,817.2 | 1,157,518.59 | 680,000.00 | 1,164,897.12 | (7,378.53 | ) | (2,080.08 | ) | — | (8,013.05 | ) | 6.75 | 3.5055 | January | 0 | 5,133.42 | 12042014 | 1162023 | ||||||||||
06739FHT1 | BARCLAYS BANK PLC SENIOR CORP BND | F | 4,454,777.25 | 4,506,448.07 | 4,455,000.00 | 4,454,813.79 | 51,634.28 | 48.53 | — | — | 2.5 | 2.5011 | Feb-Aug | 0 | 127,928.13 | 2122014 | 2202019 | ||||||||||||||
06738EAD7 | BARCLAYS PLC SENIOR CORP BND | F | 916,761.6 | 918,490.48 | 920,000.00 | 916,848.71 | 1,641.77 | 87.11 | — | — | 2.75 | 2.8261 | May-Nov | 0 | 3,584.17 | 11032014 | 11082019 | ||||||||||||||
069643BE3 | BARTOW CNTY GA DEV AUTH | 1,037,520 | 1,032,650 | 1,000,000.00 | 1,037,308.45 | (4,658.45 | ) | (211.55 | ) | — | — | 2.7 | 2.5162 | Feb-Aug | 0 | 6,817.81 | |||||||||||||||
D06216BG5 | BASF SE CORP BND | D | 1,209,815.55 | 1,205,791.73 | 700,000.00 | 1,207,748.4 | (1,956.67 | ) | (2,067.15 | ) | — | (1,778.89 | ) | 5.875 | 1.1097 | March | 0 | 2,639.13 | 12152014 | 3312017 | |||||||||||
G08820EL5 | BAT INTL FIN PLC SENIOR CORP BND EMTN | F | 2,841,307.5 | 2,850,826.79 | 2,850,000.00 | 2,846,390.47 | 4,436.32 | 2,878.82 | — | — | 1.125 | 1.2250 | March | 24,581.25 | 32,062.5 | 3202013 | 3292016 | ||||||||||||||
BRSMUD4Q9 | BAUER PERFORMANCE SPORTS LTD | 364,593.69 | 362,534.38 | 366,425.82 | 364,771.89 | (2,237.51 | ) | 1,565.97 | — | — | — | 0.0709 | M-J-S-D | 0 | 18,186.28 | ||||||||||||||||
071813BH1 | BAXTER INTERNATIONAL INC. | 499,135 | 499,171.64 | 500,000.00 | 499,551.74 | (380.1 | ) | 313.02 | — | — | 0.95 | 1.0140 | Jun-Dec | 395.83 | 4,750 | ||||||||||||||||
071813BD0 | BAXTER INTERNATIONAL INC. | 1,633,570.4 | 1,628,471.79 | 1,610,000.00 | 1,631,002.36 | (2,530.57 | ) | (2,568.04 | ) | — | — | 1.85 | 1.2001 | Jan-Jul | 0 | 7,446.25 | |||||||||||||||
071813BJ7 | BAXTER INTERNATIONAL INC. | 1,999,800 | 1,991,396.48 | 2,000,000.00 | 1,999,861.56 | (8,465.08 | ) | 38.47 | — | — | 1.85 | 1.8521 | Jun-Dec | 1,644.44 | 37,000 | ||||||||||||||||
07274EAD5 | BAYER US FINANCE LLC SENIOR CORP BND 144A | 995,420 | 1,003,083.72 | 1,000,000.00 | 995,622.27 | 7,461.45 | 202.27 | — | — | 2.375 | 2.4729 | Apr-Oct | 0 | 5,475.69 | 10012014 | 10082019 | |||||||||||||||
07274EAB9 | BAYER US FINANCE LLC SENIOR CORP BND 144A | 2,373,408.75 | 2,373,189.66 | 2,375,000.00 | 2,373,530.19 | (340.53 | ) | 121.44 | — | — | 1.5 | 1.5230 | Apr-Oct | 0 | 8,213.54 | 10012014 | 10062017 | ||||||||||||||
07274EAC7 | BAYER US FINANCE LLC SENIOR CORP BND 144A | 3,000,000 | 2,995,079.97 | 3,000,000.00 | 3,000,000 | (4,920.03 | ) | — | — | — | 0.5103 | 0.5103 | J-A-J-O | 0 | 3,614.63 | 10012014 | 10062017 | ||||||||||||||
07274EAF0 | BAYER US FINANCE LLC SENIOR CORP BND 144A | 4,997,500 | 5,044,031.9 | 5,000,000.00 | 4,997,575.55 | 46,456.35 | 75.55 | — | — | 3 | 3.0080 | Apr-Oct | 0 | 34,583.33 | 10012014 | 10082021 |
BRSNUZ2R8 | BAYONNE ENERGY CENTER LLC SENIOR SECURED TERM NOTES | 204,556.1 | 203,014.22 | 205,584.02 | 204,605.18 | (1,590.96 | ) | 81.23 | — | — | — | 0.0720 | M-J-S-D | 0 | 3,744.6 | 6242014 | 8192021 | ||||||||||||||
05531FAN3 | BB&T CORP SENIOR CORP BND MTN | 1 | 787,675.2 | 782,385.2 | 780,000.00 | 787,497.72 | (5,112.52 | ) | (177.48 | ) | — | — | 2.05 | 1.7532 | Jun-Dec | 0 | 1,288.09 | 11262014 | 6192018 | ||||||||||||
06742LAG8 | BCLDRY_14-5 SENIOR ABS2014-5 A | 2 | 3,394,367.51 | 3,381,929.18 | 3,395,000.00 | 3,394,388.1 | (12,458.92 | ) | 20.59 | — | — | 1.48 | 1.4910 | Monthly | 0 | 4,885.03 | 11202014 | 9152020 | |||||||||||||
07388VAE8 | BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T26 A4 | 2 | 5,449,250.81 | 5,268,615.5 | 4,918,928.80 | 5,290,998.81 | (22,383.31 | ) | (166,992.49 | ) | — | — | 5.471 | (0.1873 | ) | Monthly | 0 | 188,560.21 | 4162014 | 1122045 | |||||||||||
075887BB4 | BECTON DICKINSON AND COMPANY | 1,249,587.5 | 1,260,761.36 | 1,250,000.00 | 1,249,843.12 | 10,918.24 | 82.69 | — | — | 1.75 | 1.7569 | May-Nov | 3,220.49 | 21,875 | |||||||||||||||||
075887BD0 | BECTON DICKINSON AND COMPANY | 3,030,000 | 3,036,248.56 | 3,030,000.00 | 3,030,000 | 6,248.56 | — | — | — | 1.8 | 1.8000 | Jun-Dec | 0 | 2,424 | |||||||||||||||||
075887BE8 | BECTON DICKINSON AND COMPANY | 4,646,121.47 | 4,684,227.41 | 4,635,000.00 | 4,646,023.45 | 38,203.96 | (98.02 | ) | — | — | 2.675 | 2.6234 | Jun-Dec | 0 | 5,510.49 | ||||||||||||||||
084664BS9 | BERKSHIRE HATHAWAY FINANC CORP | 3,038,700 | 3,022,395.39 | 3,000,000.00 | 3,034,998.97 | (12,603.58 | ) | (3,701.03 | ) | — | — | 1.6 | 1.0999 | May-Nov | 0 | 12,000 | |||||||||||||||
084670BD9 | BERKSHIRE HATHAWAY INC | 1,018,370 | 1,014,765.4 | 1,000,000.00 | 1,016,411.25 | (1,645.85 | ) | (1,958.75 | ) | — | — | 1.9 | 1.1002 | Jan-Jul | 0 | 4,750 | |||||||||||||||
BRSLNCKT7 | BERRY PLASTICS CORP SENIOR SECURED TERM NOTES | 4,014,760.85 | 3,921,689.93 | 4,018,557.25 | 4,015,275.54 | (93,585.61 | ) | 2,150.57 | — | — | — | 0.0134 | M-J-S-D | 0 | 267,019.3 | 2052014 | 1062021 | ||||||||||||||
BRSHBHS86 | BERRY PLASTICS CORP SENIOR SECURED TERM NOTES | 2 | 10,042,622.98 | 9,763,035.2 | 10,057,622.98 | 10,045,667.63 | (282,632.43 | ) | 2,330.17 | — | — | — | 0.0229 | J-A-J-O | 0 | 371,223.08 | 9112013 | 2082020 | |||||||||||||
05541VAD8 | BG ENERGY CAPITAL PLC CORP BND 144A | F | 515,455 | 511,833.61 | 500,000.00 | 513,538.98 | (1,705.37 | ) | (572.24 | ) | — | — | 2.875 | 1.3351 | Apr-Oct | 26,098.61 | 119,320.49 | 10062011 | 10152016 | ||||||||||||
05541VAC0 | BG ENERGY CAPITAL PLC CORP BND 144A | F | 1,021,200 | 1,014,186.48 | 1,000,000.00 | 1,016,683.53 | (2,497.05 | ) | (4,516.47 | ) | — | — | 2.5 | 0.7098 | Jun-Dec | 0 | 6,250 | 12022010 | 12092015 | ||||||||||||
G1163HET9 | BG ENERGY CAPITAL PLC CORP BND EMTN | D | 1,242,168.15 | 1,232,569.32 | 720,000.00 | 1,240,143.35 | (7,574.03 | ) | (2,024.80 | ) | — | (7,981.29 | ) | 5.125 | 1.6792 | December | 0 | 3,173.1 | 12102014 | 12072017 | |||||||||||
055451AP3 | BHP BILLITON FINANCE (USA) LTD | 6,706,708 | 6,779,759.12 | 6,725,000.00 | 6,716,959.96 | 62,799.16 | 3,648.43 | — | — | 1.625 | 1.6819 | Feb-Aug | 38,552.00 | 109,281.26 | |||||||||||||||||
BRSMDF7M9 | BIG HEART PET BRANDS SENIOR SECURED TERM NOTES | 4,035,156.82 | 3,908,949.33 | 4,061,246.05 | 4,038,426.17 | (129,476.84 | ) | 3,269.35 | — | — | — | 0.1060 | M-J-S-D | 0 | 109,274.59 | 3312014 | 3082020 | ||||||||||||||
BRSK4S5S4 | BMC SOFTWARE FINANCE INC SENIOR SECURED TERM NOTES | 2 | 4,706,289.75 | 4,611,412.06 | 4,725,097.92 | 4,708,992.83 | (97,580.77 | ) | 4,657.43 | — | — | — | 0.0590 | F-M-A-N | 0 | 59,960.33 | 7162014 | 9102020 | |||||||||||||
BRSQJTZG6 | BMW US CAPITAL LLC SENIOR CORP BND EMTN | O | 1,419,294.36 | 1,424,780.3 | 900,000.00 | 1,419,183.21 | 5,597.09 | (111.15 | ) | — | (2,090.31 | ) | 2 | 1.7802 | November | 0 | 1,121.96 | 12152014 | 11202019 | ||||||||||||
05579UAD5 | BMWLT_14-1 ABS _14-1-A4 | 2 | 12,299,729.4 | 12,280,511.02 | 12,300,000.00 | 12,299,709.43 | (19,198.41 | ) | (19.97 | ) | — | — | 0.99 | 0.9918 | Monthly | 0 | 86,253.75 | 4092014 | 8212017 | ||||||||||||
05578XAC2 | BMWOT_13-A ABS 13-A A3 | 2 | 1,684,962.09 | 1,684,881.98 | 1,685,000.00 | 1,684,969.98 | (88 | ) | 7.47 | — | — | 0.67 | 0.6714 | Monthly | 188.16 | 11,289.48 | 10292013 | 11272017 | |||||||||||||
09658UAD1 | BMWOT_14-A ABS 14-A-A4 | 2 | 1,999,785.4 | 1,993,139.96 | 2,000,000.00 | 1,999,795.55 | (6,655.59 | ) | 10.15 | — | — | 1.5 | 1.5071 | Monthly | 0 | 6,333.33 | 10082014 | 2252021 | |||||||||||||
05948XYC9 | BOAMS WHOLE CMO 03-J-2A1 | 2 | 30,504.67 | 30,960.29 | 30,947.08 | 30,548.44 | 411.85 | 64.80 | — | — | 2.78037 | 3.0481 | Monthly | 83.53 | 921.04 | 11302007 | 11252033 | ||||||||||||||
097014AN4 | BOEING CAPITAL CORPORATION | 1,024,600 | 1,018,246.15 | 1,000,000.00 | 1,021,150.67 | (2,904.52 | ) | (3,449.33 | ) | — | — | 2.125 | 0.7402 | Feb-Aug | 0 | 5,312.5 | |||||||||||||||
097023BE4 | BOEING CO | 1,970,180 | 1,949,149.16 | 2,000,000.00 | 1,976,443.48 | (27,294.32 | ) | 4,140.70 | — | — | 0.95 | 1.1759 | May-Nov | 1,820.83 | 15,437.5 | ||||||||||||||||
102022AX8 | BOURBONNAIS ILL MUNI BND REV | 1 | 1,236,560.5 | 1,225,371 | 1,150,000.00 | 1,229,605.02 | (4,234.02 | ) | (6,955.48 | ) | — | — | 4.375 | 1.8538 | May-Nov | 0 | 12,578.13 | 7272007 | 11012018 | ||||||||||||
BRSK5A7F8 | BOYD GAMING CORPORATION SENIOR SECURED TERM LOAN | 3,367,500.8 | 3,335,921.72 | 3,389,406.55 | 3,368,866.45 | (32,944.73 | ) | 1,457.23 | — | — | — | 0.1083 | F-M-A-N | 0 | 58,066.42 | 11142014 | 8142020 | ||||||||||||||
05565QBT4 | BP CAPITAL MARKETS PLC CORP BND | F | 4,773,490 | 4,833,186.99 | 4,750,000.00 | 4,758,900.34 | 74,286.65 | (4,720.50 | ) | — | — | 2.248 | 2.1431 | May-Nov | 17,796.67 | 106,780 | 12052014 | 11012016 |
05565QCC0 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 498,865 | 494,820.83 | 500,000.00 | 498,958.31 | (4,137.48 | ) | 11,316.29 | — | — | 1.375 | 1.4500 | May-Nov | 16,805.55 | 69,399.31 | 11012012 | 11062017 | |||||||||||||
05565QCE6 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 1,105,638.75 | 1,103,127.85 | 1,125,000.00 | 1,106,970.68 | (3,842.83 | ) | 4,544.29 | — | — | 1.375 | 1.8699 | May-Nov | 18,018.23 | 85,049.49 | 5072013 | 5102018 | |||||||||||||
05565QCF3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 2,500,000 | 2,471,704.7 | 2,500,000.00 | 2,500,000 | (28,295.3 | ) | — | — | — | 0.7416 | 0.7416 | F-M-A-N | 3,593.02 | 24,446.27 | 5072013 | 5102018 | |||||||||||||
05565QBY3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 5,700,000 | 5,741,374.47 | 5,700,000.00 | 5,700,000 | 41,374.47 | — | — | — | 1.846 | 1.8460 | May-Nov | 16,367.87 | 105,222 | 5022012 | 5052017 | ||||||||||||||
07330NAG0 | BRANCH BKG & TR CO CORP BND | 1 | 499,335 | 498,223.65 | 500,000.00 | 499,575.14 | (1,351.49 | ) | 218.72 | — | — | 1.05 | 1.0950 | Jun-Dec | 510.42 | 5,250 | 11192013 | 12012016 | |||||||||||||
07330NAC9 | BRANCH BKG & TR CO SENIOR CORP BND | 1 | 999,640 | 1,003,495.1 | 1,000,000.00 | 999,794.61 | 3,700.49 | 118.42 | — | — | 1.45 | 1.4619 | Apr-Oct | 4,511.11 | 14,500 | 9042013 | 10032016 | ||||||||||||||
07330NAD7 | BRANCH BKG & TR CO SENIOR CORP BND | 1 | 4,385,673.24 | 4,356,071.25 | 4,308,000.00 | 4,384,027.76 | (27,956.51 | ) | (1,645.48 | ) | — | — | 2.3 | 1.8025 | Apr-Oct | 0 | 7,981.76 | 11262014 | 10152018 | ||||||||||||
10620NCG1 | BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1 A2 | 2 | 3,009,607.83 | 3,068,959.66 | 3,050,716.38 | 3,028,974.01 | 39,985.65 | 8,610.53 | — | — | 1.03285 | 1.2451 | F-M-A-N | 3,969.27 | 35,621.4 | 3102011 | 2252030 | ||||||||||||||
110122AS7 | BRISTOL-MYERS SQUIBB CO SENIOR CORP BND | 1,976,960 | 1,979,577.64 | 2,000,000.00 | 1,978,979.22 | 598.42 | 2,019.22 | — | — | 0.875 | 1.2899 | Feb-Aug | 0 | 4,375 | 7262012 | 8012017 | |||||||||||||||
110122AV0 | BRISTOL-MYERS SQUIBB CO SENIOR CORP BND | 4,977,000 | 4,958,934.8 | 5,000,000.00 | 4,981,832.86 | (22,898.06 | ) | 4,145.21 | — | — | 1.75 | 1.8411 | Mar-Sep | 14,826.39 | 87,500 | 10242013 | 3012019 | ||||||||||||||
111013AM0 | BRITISH SKY BROADCASTING GRP P SENIOR CORP BND 144A | F | 2,461,327.15 | 2,461,589.45 | 2,465,000.00 | 2,461,531.61 | 57.84 | 219.96 | — | — | 2.625 | 2.6570 | Mar-Sep | 0 | 20,330.98 | 9092014 | 9162019 | ||||||||||||||
BRSQK8KF8 | BRITISH SKY BROADCASTING GRP P SENIOR CORP BND EMTN | D | 2,267,062.81 | 2,303,818.29 | 1,450,000.00 | 2,267,095.76 | 36,722.53 | 37.69 | — | (8,185.24 | ) | 2.875 | 2.8709 | November | 0 | 7,768.03 | 11172014 | 11242020 | |||||||||||||
11102AAA9 | BRITISH TELECOMMUNICATIONS PLC CORP BND | F | 1,121,760 | 1,115,075.07 | 1,000,000.00 | 1,120,118.41 | (5,043.34 | ) | (1,641.59 | ) | — | — | 5.95 | 1.8639 | Jan-Jul | 0 | 2,479.17 | 12112014 | 1152018 | ||||||||||||
111021AK7 | BRITISH TELECOMMUNICATIONS PLC SENIOR CORP BND | F | 425,110.5 | 423,735.88 | 425,000.00 | 425,110.5 | (1,374.62 | ) | 303.13 | — | — | 2.35 | 2.3430 | Feb-Aug | 0 | 38,760.32 | 12112014 | 2142019 | |||||||||||||
G1582KAR3 | BRITISH TELECOMMUNICATIONS PLC SENIOR LOCAL BND EMTN | D | 3,334,641.6 | 3,175,384.7 | 1,820,000.00 | 3,292,926.4 | (117,541.7 | ) | (50,126.55 | ) | — | (130,577.51 | ) | 6.625 | 1.8442 | June | 0 | 76,451.96 | 12102014 | 6232017 | |||||||||||
114894GU6 | BROWARD CNTY FLA MUNITAX BND REV | 2,120,240 | 2,089,360 | 2,000,000.00 | 2,089,660.49 | (300.49 | ) | (30,579.51 | ) | — | — | 6.8 | 0.7699 | Apr-Oct | 0 | 34,000 | 5242001 | 10012015 | |||||||||||||
114894HA9 | BROWARD CNTY FLA MUNITAX BND REV | 2 | 5,748,800 | 5,701,700 | 5,000,000.00 | 5,725,177.43 | (23,477.43 | ) | (23,622.57 | ) | — | — | 6.9 | 4.3924 | Apr-Oct | 0 | 86,250 | 5242001 | 10012021 | ||||||||||||
115637AN0 | BROWN-FORMAN CORPORATION SENIOR CORP BND | 1,295,697 | 1,276,978.34 | 1,300,000.00 | 1,297,406.86 | (20,428.52 | ) | 835.41 | — | — | 1 | 1.0669 | Jan-Jul | 5,994.44 | 13,000 | 12102012 | 1152018 | ||||||||||||||
07387AAW5 | BSARM CMO_05-3 2A1 | 2 | 887,950.74 | 835,612.02 | 904,629.85 | 889,644.7 | (54,032.68 | ) | (7,847.27 | ) | — | — | 2.61711 | 2.9430 | Monthly | 2,312.50 | 25,191.93 | 8102007 | 6252035 | ||||||||||||
07384M3D2 | BSARM_04-10 CMO 04-9 22A1 | 2 | 689,323 | 704,214.06 | 702,673.80 | 690,622.66 | 13,591.4 | 2,378.18 | — | — | 3.012935 | 3.3894 | Monthly | 2,127.62 | 24,219.15 | 8132007 | 11252034 | ||||||||||||||
07387JAF3 | BSCMS PAC SENIOR CMBS 06-PW12 A1A | 2 | 491,972.47 | 476,683.09 | 453,577.83 | 478,242.16 | (1,559.07 | ) | (15,561.18 | ) | — | — | 5.697096 | (2.6471 | ) | Monthly | 0 | 19,551.53 | 4232014 | 9112038 | |||||||||||
07388YAE2 | BSCMS_07-PW16 CMBS 07-PW16 A4 | 2 | 4,005,351.57 | 3,855,959.29 | 3,575,000.00 | 3,897,736 | (41,776.71 | ) | (107,615.57 | ) | — | — | 5.70723 | 1.1687 | Monthly | 0 | 142,251.39 | 4242014 | 6112040 | ||||||||||||
BRSG4MWQ0 | BSN MEDICAL SENIOR SECURED TERM NOTE | E | 2 | 2,067,501.74 | 2,072,444.71 | 2,077,638.81 | 2,070,723.65 | 1,721.06 | 1,572.10 | — | — | — | 0.0706 | J-A-J-O | 0 | 84,461.25 | 10292012 | 8282019 | |||||||||||||
G1698AAB1 | BUPA FINANCE PLC LOCAL BND EMTN | D | 802,257.24 | 798,311.01 | 470,000.00 | 800,484.76 | (2,173.75 | ) | (1,772.48 | ) | — | (1,179.03 | ) | 7.5 | 1.4020 | Jan-Jul | 0 | 2,243.66 | 12152014 | 7042016 | |||||||||||
G1698AAD7 | BUPA FINANCE PLC SENIOR CORP BND | D | 425,123.01 | 415,488.3 | 255,000.00 | 425,281.58 | (9,793.28 | ) | 215.62 | — | (29,660.48 | ) | 3.375 | 3.4620 | Jun-Dec | 0 | 10,580.59 | 6102014 | 6172021 | ||||||||||||
126802BS5 | CABMT_12-2A ABS_11-2A A2 | 2 | 18,603,606.06 | 18,501,994.68 | 18,445,000.00 | 18,515,124.06 | (13,129.38 | ) | (47,941.85 | ) | — | — | 0.7608 | 0.7620 | Monthly | 6,293.43 | 141,154.5 | 3072013 | 6172019 | ||||||||||||
12800UAL4 | CAISSE CENTRALE DESJARDINS SECURED LOCAL BND 144A | A | 2,699,352 | 2,726,297.98 | 2,700,000.00 | 2,699,711.57 | 26,586.41 | 129.20 | — | — | 1.6 | 1.6050 | Mar-Sep | 13,800.00 | 43,200 | 2282012 | 3062017 |
BRSKJS6N8 | CAISSE D'AMORT DETTE SOCIALE SENIOR CORP BND | F | 4,986,800 | 5,041,526.25 | 5,000,000.00 | 4,992,401.16 | 49,125.09 | 4,358.08 | — | — | 1.25 | 1.3401 | Mar-Sep | 17,708.33 | 62,500 | 9102013 | 9192016 | ||||||||||||||
12802DAJ5 | CAISSE D'AMORT DETTE SOCIALE SENIOR CORP BND 144A | F | 5,992,324.3 | 6,028,560.36 | 6,000,000.00 | 5,994,000.99 | 34,559.37 | (1,766.96 | ) | — | — | 1.125 | 1.1738 | Jan-Jul | 0 | 89,305 | 6022014 | 1302017 | |||||||||||||
13063A2V5 | CALIFORNIA STATE OF MUNI BND GO | 1 | 5,639,950 | 5,658,750 | 5,000,000.00 | 5,599,096.65 | 59,653.35 | (40,853.35 | ) | — | — | 5 | 1.5499 | Feb-Aug | 0 | 62,500 | 6252008 | 8012028 | |||||||||||||
BRSJ3EEC4 | CALPINE CONSTRUCTION FINANCE C SENIOR SECURED TERM LOAN | 2 | 3,114,643.86 | 3,006,653.94 | 3,122,450.00 | 3,116,403.03 | (109,749.09 | ) | 1,203.42 | — | — | — | 0.0358 | J-A-J-O | 0 | 95,574.84 | 5022013 | 5032020 | |||||||||||||
BRSJ7A0J8 | CALPINE CONSTRUCTION FINANCE C SENIOR SECURED TERM LOAN | 6,612,280.57 | 6,446,425.84 | 6,665,831.69 | 6,619,880.68 | (173,454.84 | ) | 6,094.28 | — | — | — | 0.0962 | M-J-S-D | 0 | 210,056.39 | 2252014 | 1312022 | ||||||||||||||
135087C77 | CANADA GOVERNMENT CORP BND | A | 2,396,208 | 2,408,712.17 | 2,400,000.00 | 2,396,827.47 | 11,884.7 | 619.47 | — | — | 1.625 | 1.6581 | Feb-Aug | 0 | 32,933.33 | 2202014 | 2272019 | ||||||||||||||
427028AA3 | CANADA GOVERNMENT GOVT BND | A | 251,847.5 | 250,380 | 250,000.00 | 250,876.93 | (496.93 | ) | (202.61 | ) | — | — | 0.875 | 0.7080 | Feb-Aug | 8,491.15 | 16,554.51 | 8082012 | 2142017 | ||||||||||||
136069FV8 | CANADIAN IMPERIAL BANK OF COMM SENIOR CORP BND | A | 2,250,000 | 2,259,292.55 | 2,250,000.00 | 2,250,000 | 9,292.55 | — | — | — | 0.75075 | 0.7508 | J-A-J-O | 3,999.95 | 19,627.63 | 7152013 | 7182016 | ||||||||||||||
136375BU5 | CANADIAN NTL RAIL CO CORP BND | A | 1 | 3,721,350 | 3,773,701.88 | 3,750,000.00 | 3,738,723.72 | 34,978.16 | (12,117.52 | ) | — | — | 1.45 | 1.6070 | Jun-Dec | 5,381.10 | 101,806.12 | 11072011 | 12152016 | ||||||||||||
14042E3Y4 | CAPITAL ONE BANK USA NA / CAPI SENIOR CORP BND | 6,855,612.5 | 6,823,975.13 | 6,875,000.00 | 6,856,707.56 | (32,732.43 | ) | 1,150.46 | — | — | 2.95 | 2.9950 | Jan-Jul | 0 | 92,873.79 | 7212014 | 7232021 | ||||||||||||||
14041NDT5 | CAPITAL ONE MULTI-ASSET EXECUT ABS 07-A5 A5 | 2 | 3,064,754.69 | 3,061,575.6 | 3,085,000.00 | 3,066,804.24 | (5,228.64 | ) | 2,049.55 | — | — | 0.2008 | 0.4173 | Monthly | 0 | 1,870.89 | 9082014 | 7152020 | |||||||||||||
BRSMQYER5 | CAPITAL SAFETY NORTH AMERICA H SENIOR SECURED TERM NOTES | 4,085,649.16 | 3,978,266.65 | 4,090,762.62 | 4,086,053.88 | (107,787.23 | ) | 930.36 | — | — | — | 0.0182 | M-J-S-D | 0 | 90,935.24 | 3262014 | 3292021 | ||||||||||||||
BRSFJDVV6 | CAPSUGEL HEALTHCARE LTD TERM LOAN | 2 | 1,979,074.32 | 1,953,530.8 | 1,994,029.54 | 1,979,342.83 | (25,812.03 | ) | 313.29 | — | — | — | 0.2036 | F-M-A-N | 0 | 5,773.23 | 11192014 | 8012018 | |||||||||||||
14149YAZ1 | CARDINAL HEALTH INC SENIOR CORP BND | 2,991,790 | 2,990,930.79 | 3,000,000.00 | 2,991,973.83 | (1,043.04 | ) | 183.83 | — | — | 2.4 | 2.4587 | May-Nov | 0 | 8,400 | 11102014 | 11152019 | ||||||||||||||
14313LAC0 | CARMX_13-1 ABS 13-1 | 2 | 4,258,817.36 | 4,256,816.8 | 4,258,946.40 | 4,258,887.06 | (2,070.26 | ) | 50.02 | — | — | 0.6 | 0.6016 | Monthly | 1,280.00 | 28,523.79 | 2062013 | 10162017 | |||||||||||||
14313MAB0 | CARMX_13-2 ABS_13-2 A2 | 2 | 276,659.84 | 276,649.28 | 276,667.81 | 276,660.86 | (11.58 | ) | 39.20 | — | — | 0.42 | 0.4220 | Monthly | 475.97 | 5,761.96 | 5082013 | 6152016 | |||||||||||||
14313RAD5 | CARMX_14-2 SENIOR ABS_14-2-A4 | 2 | 1,999,666.6 | 1,998,929.6 | 2,000,000.00 | 1,999,717.51 | (787.91 | ) | 50.91 | — | — | 1.61 | 1.6197 | Monthly | 0 | 20,303.87 | 5072014 | 10152019 | |||||||||||||
14313TAC3 | CARMX_14-3 ABS _14-3-A3 | 2 | 1,199,904.84 | 1,197,616.51 | 1,200,000.00 | 1,199,916.23 | (2,299.72 | ) | 11.39 | — | — | 1.16 | 1.1654 | Monthly | 0 | 5,336 | 8062014 | 6152019 | |||||||||||||
14313TAD1 | CARMX_14-3 ABS_14-3-A4 | 2 | 2,291,414.06 | 2,291,245.1 | 2,295,000.00 | 2,291,659.43 | (414.33 | ) | 245.37 | — | — | 1.73 | 1.7797 | Monthly | 0 | 10,477.33 | 9232014 | 1152020 | |||||||||||||
BRSN5MWG6 | CATALENT PHARMA SOLUTIONS INC SENIOR SECURED TERM LOAN | 1 | 5,426,063.31 | 5,422,654.98 | 5,453,329.96 | 5,428,051.31 | (5,396.33 | ) | 2,120.43 | — | — | — | 0.0718 | M-J-S-D | 0 | 116,515.86 | 11242014 | 5202021 | |||||||||||||
14912L4S7 | CATERPILLAR INC SENIOR CORP BND MTN | 1,029,560 | 1,023,235 | 1,000,000.00 | 1,024,550.71 | (1,315.71 | ) | (5,009.29 | ) | — | — | 2.65 | 0.6698 | Apr-Oct | 0 | 6,625 | 3232011 | 4012016 | |||||||||||||
14912L5T4 | CATERPILLAR INC SENIOR CORP BND MTN | 1,016,550 | 1,019,474.18 | 1,000,000.00 | 1,015,511.11 | 3,963.07 | (1,590.26 | ) | — | — | 2.45 | 2.0101 | Mar-Sep | 0 | 9,774.82 | 9032013 | 9062018 | ||||||||||||||
14912L5N7 | CATERPILLAR INC SENIOR CORP BND MTN | 2,896,404 | 2,899,065.04 | 2,900,000.00 | 2,898,650.62 | 414.42 | 1,162.09 | — | — | 0.7 | 0.7406 | Feb-Aug | 7,048.61 | 20,300 | 2252013 | 2262016 | |||||||||||||||
14912L5M9 | CATERPILLAR INC SENIOR CORP BND MTN | 5,000,000 | 5,005,400.1 | 5,000,000.00 | 5,000,000 | 5,400.1 | — | — | — | 0.47435 | 0.4744 | F-M-A-N | 2,383.00 | 23,979.44 | 2252013 | 2262016 | |||||||||||||||
12479RAB3 | CAUTO_14-1A ABS_14-1A A 144A | 2 | 2,998,196.46 | 2,986,155 | 3,000,000.00 | 2,998,204.28 | (12,049.28 | ) | 7.82 | — | — | 3.66 | 3.6926 | Monthly | 0 | 22,875.01 | 10102014 | 10152044 | |||||||||||||
124857AL7 | CBS CORP SENIOR CORP BND | 1 | 1,973,560 | 1,973,487.4 | 2,000,000.00 | 1,974,866.93 | (1,379.53 | ) | 1,306.93 | — | — | 2.3 | 2.5902 | Feb-Aug | 0 | 11,500 | 9032014 | 8152019 | |||||||||||||
BRSLW9ZY7 | CBS OUTDOOR AMERICAS CAPITAL L SENIOR SECURED TERM LOAN | 2,104,725 | 2,066,291.35 | 2,110,000.00 | 2,105,381.58 | (39,090.23 | ) | 656.58 | — | — | — | 0.0355 | M-J-S-D | 0 | 44,661.65 | 1172014 | 1312021 |
17119RAD4 | CCART_13-AA ABS_13-AA A4 144A | 2 | 884,992.92 | 888,725.83 | 885,000.00 | 884,989.32 | 3,736.51 | (2.80 | ) | — | — | 1.34 | 1.3434 | Monthly | 527.07 | 11,859 | 10162013 | 12172018 | |||||||||||||
17119RAC6 | CCART_13-AA BAS_13-AA A3 144A | 2 | 3,089,639.09 | 3,096,458.1 | 3,090,000.00 | 3,089,823.39 | 6,634.71 | 154.44 | — | — | 0.91 | 0.9169 | Monthly | 1,249.73 | 28,119 | 10162013 | 4162018 | ||||||||||||||
17119VAC7 | CCART_13-B ABS_13-B A3 144A | 2 | 2,081,033.95 | 2,079,334.44 | 2,080,000.00 | 2,080,791.81 | (1,457.37 | ) | (247.32 | ) | — | — | 0.85 | 0.8581 | Monthly | 351.34 | 11,271.93 | 8262014 | 5152018 | ||||||||||||
17119VAD5 | CCART_13-B ABS_13-BA A4 144A | 2 | 1,474,731.41 | 1,470,943.72 | 1,475,000.00 | 1,474,812.16 | (3,868.44 | ) | 71.66 | — | — | 1.27 | 1.2784 | Monthly | 780.52 | 18,784.51 | 11062013 | 3152019 | |||||||||||||
17119YAC1 | CCART_14-BA ABS _14-BA-A3 144A | 2 | 6,428,778.3 | 6,436,751.69 | 6,430,000.00 | 6,428,907.52 | 7,844.17 | 129.22 | — | — | 1.27 | 1.2812 | Monthly | 0 | 21,776.26 | 9182014 | 5152019 | ||||||||||||||
17305EFC4 | CCCIT ABS 13-A3 A3 | 2 | 12,642,449.5 | 12,676,240.11 | 12,645,000.00 | 12,643,616.25 | 32,623.86 | 858.60 | — | — | 1.11 | 1.1170 | Jan-Jul | 55,753.92 | 140,359.49 | 8012013 | 7232018 | ||||||||||||||
17305EDY8 | CCCIT_13-A1 ABS_07-A8 A8 | 2 | 3,122,148.44 | 2,996,175.61 | 2,700,000.00 | 3,004,836.17 | (8,660.56 | ) | (109,235.54 | ) | — | — | 5.65 | 1.4013 | Mar-Sep | 42,798.75 | 152,550 | 12032013 | 9202019 | ||||||||||||
17305EFK6 | CCCIT_13-A10 ABS 13-A10 A10 | 2 | 11,385,664.06 | 11,377,009.96 | 11,375,000.00 | 11,381,394.75 | (4,384.79 | ) | (4,269.31 | ) | — | — | 0.73 | 0.6768 | Feb-Aug | 0 | 62,278.12 | 3262014 | 2072018 | ||||||||||||
17305EFL4 | CCCIT_13-A12 SENIOR ABS 13-A12 A12 | 2 | 500,000 | 499,629.1 | 500,000.00 | 500,000 | (370.9 | ) | — | — | — | 0.46185 | 0.4621 | F-M-A-N | 91.94 | 2,313.35 | 12112013 | 11072018 | |||||||||||||
17305EFE0 | CCCIT_13-A6 ABS 13-A6 A6 | 2 | 3,922,182.81 | 3,909,480 | 3,890,000.00 | 3,914,737.5 | (5,257.5 | ) | (7,310.26 | ) | — | — | 1.32 | 0.9122 | Mar-Sep | 3,240.42 | 25,258.2 | 8262014 | 9072018 | ||||||||||||
17305EFQ3 | CCCIT_14-A4 ABS _14-A4-A4 | 2 | 1,059,785.77 | 1,057,711.49 | 1,060,000.00 | 1,059,826.42 | (2,114.93 | ) | 40.65 | — | — | 1.23 | 1.2370 | Apr-Oct | 0 | 8,510.92 | 4292014 | 4242019 | |||||||||||||
17305EFU4 | CCCIT_14-A8 SENIOR ABS 2014-A8 A8 | 2 | 3,989,440.6 | 3,994,209.73 | 3,990,000.00 | 3,989,443.14 | 4,766.59 | 2.54 | — | — | 1.73 | 1.7339 | Apr-Oct | 0 | 18,598.94 | 9172014 | 4092020 | ||||||||||||||
BRSJ28TC2 | CEDAR BAY GENERATING CO LP SENIOR SECURED TERM NOTES | 2,238,498.7 | 2,244,151.49 | 2,261,109.81 | 2,243,807.95 | 343.54 | 6,816.61 | — | — | — | 0.1427 | M-J-S-D | 0 | 159,927.56 | 4152013 | 4232020 | |||||||||||||||
151020AG9 | CELGENE CORPORATION SENIOR CORP BND | 4,034,680 | 4,014,461.68 | 4,000,000.00 | 4,031,708.15 | (17,246.47 | ) | (2,971.85 | ) | — | — | 1.9 | 1.5900 | Feb-Aug | 0 | 19,000 | 8082012 | 8152017 | |||||||||||||
BRSDYT4C1 | CEQUEL COMMUNICATIONS LLC TERM LOAN | 2 | 1,494,487.65 | 1,500,459.96 | 1,520,947.12 | 1,503,735.56 | (3,275.6 | ) | 10,784.65 | — | — | — | 0.2717 | M-J-S-D | 0 | 213,984.03 | 10312012 | 2142019 | |||||||||||||
15672NAA2 | CERB_14-1A ABS_14-1A-A 144A | 2 | 2,000,000 | 1,996,943.36 | 2,000,000.00 | 2,000,000 | (3,056.64 | ) | — | — | — | 2.1311 | 2.1344 | J-A-J-O | 0 | 3,196.65 | 11202014 | 10152023 | |||||||||||||
15672NAC8 | CERB_14-1A MEZZANIN ABS _14-1A-B 144A | 2 | 991,577.3 | 987,502.82 | 1,000,000.00 | 991,704.19 | (4,201.37 | ) | 126.89 | — | — | 2.9311 | 3.1475 | J-A-J-O | 0 | 2,210.93 | 11202014 | 10152023 | |||||||||||||
156792GT4 | CERRITOS CALIF CMNTY COLLEGE D MUNI BND | 500,000 | 502,385 | 500,000.00 | 500,000 | 2,385 | — | — | — | 2.165 | 2.1650 | Feb-Aug | 0 | 4,510.42 | 11052014 | 8012019 | |||||||||||||||
165182BA3 | CF_09-2A ABS 12-1A 144A | 2 | 1,094,854.56 | 1,097,504.07 | 1,094,854.56 | 1,094,854.56 | 2,649.51 | — | — | — | 0.9072 | 0.9089 | Monthly | 1,400.30 | 18,041.31 | 5102012 | 11072023 | ||||||||||||||
17322FAA9 | CGCMT_14-388G SENIOR CMBS_14-388G A 144A | 2 | 490,000 | 490,466.48 | 490,000.00 | 490,000 | 466.48 | — | — | — | 0.911 | 0.9127 | Monthly | 0 | 2,411.86 | 6052014 | 6152033 | ||||||||||||||
17322VAR7 | CGCMT_14-GC23 SENIOR CMBS_14-GC23 A2 | 2 | 3,316,556.2 | 3,298,085.09 | 3,220,000.00 | 3,309,036.02 | (10,950.93 | ) | (7,520.18 | ) | — | — | 2.851 | 2.2119 | Monthly | 0 | 36,720.87 | 7172014 | 7102047 | ||||||||||||
161571FR0 | CHAIT_12-8 ABS 12-8 | 2 | 5,000,828.5 | 4,997,549.8 | 5,000,000.00 | 5,000,231.38 | (2,681.58 | ) | (291.99 | ) | — | — | 0.54 | 0.5347 | Monthly | 1,200.00 | 27,000 | 12062012 | 10162017 | ||||||||||||
161571FU3 | CHAIT_13-A1 ABS 13-A1 | 2 | 4,954,296.87 | 4,951,709.36 | 5,000,000.00 | 4,958,337.03 | (6,627.67 | ) | 4,040.16 | — | — | 1.3 | 1.5788 | Monthly | 0 | 20,222.24 | 9042014 | 2182020 | |||||||||||||
161571FW9 | CHAIT_13-A3 ABS 13-A3 | 2 | 3,405,000 | 3,401,633.74 | 3,405,000.00 | 3,405,000 | (3,366.26 | ) | — | — | — | 0.4408 | 0.4412 | Monthly | 675.86 | 15,006.83 | 4122013 | 4152020 | |||||||||||||
161571FX7 | CHAIT_13-A5 ABS_13-A5 A | 2 | 2,249,976.15 | 2,249,685 | 2,250,000.00 | 2,249,995.44 | (310.44 | ) | 12.09 | — | — | 0.47 | 0.4710 | Monthly | 470.00 | 10,575 | 5162013 | 5152017 | |||||||||||||
161571GH1 | CHAIT_13-A9 ABS 13-A9 A | 2 | 1,500,000 | 1,504,067 | 1,500,000.00 | 1,500,000 | 4,067 | — | — | — | 0.5808 | 0.5815 | Monthly | 466.57 | 8,739.82 | 12102013 | 11152020 | ||||||||||||||
BRSJ315T5 | CHARTER COMMUNICATION OPER LLC SENIOR SECURED TERM NOTES | 2 | 5,123,932.59 | 5,072,178.45 | 5,163,599.99 | 5,127,625.63 | (55,447.18 | ) | 3,877.54 | — | — | — | 0.1145 | J-A-J-O | 0 | 170,547.28 | 7102014 | 1032021 |
161630BD9 | CHASE CMO_07-A1 11M1 | 2 | 2,172,503.7 | 1,984,454.11 | 2,151,909.23 | 2,169,999.82 | (185,545.71 | ) | (20,505.36 | ) | — | — | 2.47937 | 2.2896 | Monthly | 5,558.97 | 57,095.93 | 1182008 | 3252037 | ||||||||||||
161571GC2 | CHASE ISSUANCE TRUST ABS 13-A8 | 2 | 1,999,543.4 | 1,998,557.58 | 2,000,000.00 | 1,999,677.85 | (1,120.27 | ) | 114.28 | — | — | 1.01 | 1.0181 | Monthly | 897.78 | 20,199.96 | 10252013 | 10152018 | |||||||||||||
161571FJ8 | CHASE ISSUANCE TRUST CHAIT_12- ABS_12-A3 A3 | 2 | 7,028,437.5 | 7,009,310.21 | 7,000,000.00 | 7,010,764.01 | (1,453.8 | ) | (27,628.84 | ) | — | — | 0.79 | 0.4525 | Monthly | 0 | 64,845.83 | 3272014 | 6152017 | ||||||||||||
161571GJ7 | CHASE ISSUANCE TRUST CHAIT_14- ABS 14-A1 A | 2 | 11,497,919.65 | 11,496,979.18 | 11,500,000.00 | 11,498,332.98 | (1,353.8 | ) | 413.33 | — | — | 1.15 | 1.1568 | Monthly | 0 | 122,698.58 | 1162014 | 1152019 | |||||||||||||
161571GQ1 | CHASE ISSUANCE TRUST SENIOR ABS 14-A7 A | 2 | 1,599,812.32 | 1,593,170.66 | 1,600,000.00 | 1,599,819.45 | (6,648.79 | ) | 7.13 | — | — | 1.38 | 1.3880 | Monthly | 0 | 2,698.66 | 11072014 | 11152019 | |||||||||||||
166430AA6 | CHEST_14-1A ABS _14-1A-A 144A | 2 | 3,000,000 | 2,999,340.09 | 3,000,000.00 | 3,000,000 | (659.91 | ) | — | — | — | 4.5 | 4.5232 | M-J-S-D | 0 | 5,625 | 12112014 | 12152034 | |||||||||||||
166764AN0 | CHEVRON CORP SENIOR CORP BND | 1 | 500,000 | 500,383.91 | 500,000.00 | 500,000 | 383.91 | — | — | — | 2.193 | 2.1930 | May-Nov | 0 | 1,309.71 | 11102014 | 11152019 | ||||||||||||||
166764AC4 | CHEVRON CORP SENIOR CORP BND | 865,000 | 866,791.94 | 865,000.00 | 865,000 | 1,791.94 | — | — | — | 0.889 | 0.8890 | Jun-Dec | 726.01 | 34,620.27 | 6172013 | 6242016 | |||||||||||||||
166764AA8 | CHEVRON CORP SENIOR CORP BND | 1 | 990,820 | 992,124.71 | 1,000,000.00 | 991,545.04 | 579.67 | 725.04 | — | — | 1.104 | 1.4000 | Jun-Dec | 0 | 2,760 | 11282012 | 12052017 | ||||||||||||||
166764AL4 | CHEVRON CORP SENIOR CORP BND | 2,250,000 | 2,249,720.01 | 2,250,000.00 | 2,250,000 | (279.99 | ) | — | — | — | 1.345 | 1.3450 | May-Nov | 0 | 3,614.69 | 11102014 | 11152017 | ||||||||||||||
167485Q87 | CHICAGO (CITY OF) MUNI BND GO | 1 | 3,248,430 | 3,215,220 | 3,000,000.00 | 3,229,891.53 | (14,671.53 | ) | (18,538.47 | ) | — | — | 5 | 2.3400 | Jan-Jul | 0 | 37,500 | 10262007 | 1012020 | ||||||||||||
BRSR021B1 | CHIEF POWER FINANCE LLC SENIOR SECURED TERM NOTES | 3,771,428.57 | 3,790,476.19 | 3,809,523.81 | 3,771,428.57 | 19,047.62 | — | — | — | — | 0.1709 | M-J-S-D | 0 | — | 12162014 | 12312020 | |||||||||||||||
170016XW4 | CHIPPEWA VALLEY MICH SCHS MUNI BND GO | 1 | 6,265,211 | 6,387,073 | 5,450,000.00 | 6,243,994.56 | 143,078.44 | (21,216.44 | ) | — | — | 5 | 3.0097 | May-Nov | 0 | 68,125 | 9162013 | 5012027 | |||||||||||||
BRSM3VKC2 | CHRYSLER GROUP LLC SENIOR SECURED TERM NOTES | 4,955,385.29 | 4,942,934.59 | 4,980,286.74 | 4,959,726 | (16,791.41 | ) | 4,528.87 | — | — | — | 0.1020 | F-M-A-N | 0 | 100,900.46 | 2052014 | 12312018 | ||||||||||||||
171340AJ1 | CHURCH & DWIGHT CO INC SENIOR CORP BND | 1 | 1,998,780 | 1,997,569.74 | 2,000,000.00 | 1,998,791.53 | (1,221.79 | ) | 11.53 | — | — | 2.45 | 2.4629 | Jun-Dec | 0 | 2,994.44 | 12042014 | 12152019 | |||||||||||||
12549BAC2 | CIFC_13-2A ABS _13-2A-A1L 144A | 2 | 977,000 | 976,271.97 | 1,000,000.00 | 977,043.58 | (771.61 | ) | 43.58 | — | — | 1.38075 | 1.9524 | J-A-J-O | 0 | 191.77 | 12232014 | 7182025 | |||||||||||||
12548CAD9 | CIFC_14-2A MEZZANIN ABS _14-2A-A3L 144A | F | 1 | 1,918,000 | 1,904,037.02 | 2,000,000.00 | 1,919,936.58 | (15,899.56 | ) | 1,936.58 | — | — | 3.0829 | 3.7423 | F-M-A-N | 0 | 11,786.56 | 10232014 | 5262026 | ||||||||||||
BRSKAX1N1 | CINCINNATI BELL INC SENIOR SECURED TERM NOTES | E | 3,241,635.37 | 3,234,703.37 | 3,259,146.98 | 3,244,326.55 | (9,623.18 | ) | 2,239.33 | — | — | — | 0.0789 | M-J-S-D | 0 | 91,649.99 | 11202014 | 9102020 | |||||||||||||
17275RAR3 | CISCO SYSTEMS INC SENIOR CORP BND | 500,100 | 501,365.32 | 500,000.00 | 500,096.54 | 1,268.78 | (3.46 | ) | — | — | 2.125 | 2.1201 | Mar-Sep | 0 | 2,656.25 | 2242014 | 3012019 | ||||||||||||||
17275RAQ5 | CISCO SYSTEMS INC SENIOR CORP BND | 3,500,000 | 3,517,079.69 | 3,500,000.00 | 3,500,000 | 17,079.69 | — | — | — | 0.7336 | 0.7336 | M-J-S-D | 0 | 21,648.17 | 2242014 | 3012019 | |||||||||||||||
17275RAT9 | CISCO SYSTEMS INC SENIOR CORP BND | 3,499,790 | 3,497,793.53 | 3,500,000.00 | 3,499,847.53 | (2,054 | ) | 73.55 | — | — | 1.1 | 1.1020 | Mar-Sep | 0 | 40,806.94 | 9182014 | 3032017 | ||||||||||||||
17305EDL6 | CITIBANK CREDIT CARD ISSUANCE ABS_06-A8 A8 | 2 | 2,588,682.81 | 2,607,688.96 | 2,620,000.00 | 2,607,893.42 | (204.46 | ) | 5,582.58 | — | — | 0.2706 | 0.4829 | J-A-J-O | 1,609.90 | 7,248.41 | 7062011 | 12172018 | |||||||||||||
17318UAB0 | CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC8 A2 | 2 | 9,088,242.19 | 9,054,720.18 | 9,000,000.00 | 9,075,646.47 | (20,926.29 | ) | (12,595.72 | ) | — | — | 1.813 | 1.4409 | Monthly | 0 | 63,001.79 | 8072014 | 9102045 | ||||||||||||
172967HZ7 | CITIGROUP INC CAPSEC CORP BND | 1 | 2,053,000 | 2,053,000 | 2,053,000.00 | 2,053,000 | — | — | — | — | 5.8 | 5.7954 | May-Nov | 0 | 20,507.19 | 10222014 | 12312049 | ||||||||||||||
172967GR6 | CITIGROUP INC CAPSEC CORP BND | 1 | 9,970,625 | 9,686,250 | 10,500,000.00 | 9,972,477.58 | (286,227.58 | ) | 1,852.58 | — | — | 5.35 | 5.6274 | May-Nov | 0 | 146,679.17 | 11252014 | 12312049 | |||||||||||||
U17406FZ4 | CITIGROUP INC CORP BND | O | 1,580,154.19 | 1,568,104.76 | 850,000.00 | 1,576,215.66 | (8,110.9 | ) | (3,938.53 | ) | — | (10,144.19 | ) | 7.625 | 1.8106 | April | 0 | 5,573.34 | 12102014 | 4032018 | |||||||||||
172967FD8 | CITIGROUP INC CORP BND | 2,652,105 | 2,536,800 | 2,500,000.00 | 2,514,701.45 | 22,098.55 | (53,506.51 | ) | — | — | 4.75 | 3.1829 | May-Nov | 25,231.21 | 164,258.17 | 5242011 | 5192015 |
172967HY0 | CITIGROUP INC SENIOR CORP BND | 1,597,760 | 1,590,640.86 | 1,600,000.00 | 1,598,038.44 | (7,397.58 | ) | 1,093.86 | — | — | 1.55 | 1.5980 | Feb-Aug | 0 | 37,165.56 | 8072014 | 8142017 | ||||||||||||||
172967HC8 | CITIGROUP INC SENIOR CORP BND | 2,033,660 | 2,017,357.78 | 2,000,000.00 | 2,029,943.7 | (12,585.92 | ) | (3,716.30 | ) | — | — | 2.5 | 2.0809 | Mar-Sep | 0 | 24,166.66 | 7012014 | 9262018 | |||||||||||||
172967HU8 | CITIGROUP INC SENIOR CORP BND | 2,983,710 | 3,001,779.1 | 3,000,000.00 | 2,984,556.78 | 17,222.32 | 846.78 | — | — | 2.5 | 2.6200 | Jan-Jul | 0 | 18,750 | 9102014 | 7292019 | |||||||||||||||
172967JD4 | CITIGROUP INC SENIOR CORP BND | 5,000,000 | 5,001,250.1 | 5,000,000.00 | 5,000,000 | 1,250.1 | — | — | — | 0.9329 | 0.9329 | F-M-A-N | 0 | 4,794.07 | 11182014 | 11242017 | |||||||||||||||
172967JE2 | CITIGROUP INC SENIOR CORP BND | 5,758,848 | 5,739,089.53 | 5,760,000.00 | 5,758,886.15 | (19,796.62 | ) | 38.15 | — | — | 1.85 | 1.8569 | May-Nov | 0 | 10,656 | 11182014 | 11242017 | ||||||||||||||
172967GK1 | CITIGROUP INC SUB CORP BND | 10,802,675 | 10,787,011.62 | 10,500,000.00 | 10,788,833.8 | (1,822.18 | ) | (13,841.20 | ) | — | — | 4.05 | 3.6210 | Jan-Jul | 0 | 181,631.26 | 8192014 | 7302022 | |||||||||||||
73723RSH7 | CITY OF PORTSMOUTH VA MUNITAX BND GO | 2,250,000 | 2,263,905 | 2,250,000.00 | 2,250,000 | 13,905 | — | — | — | 1.418 | 1.4180 | Feb-Aug | 16,307.00 | 31,905 | 6052013 | 2012017 | |||||||||||||||
791638XK0 | CITY OF ST LOUIS MO MUNI BND REV | 1 | 1,835,993.2 | 1,813,616.4 | 1,660,000.00 | 1,820,074.49 | (6,458.09 | ) | (15,918.71 | ) | — | — | 5 | 1.0801 | Jan-Jul | 0 | 20,750 | 1112007 | 7012018 | ||||||||||||
180848DS9 | CLARK CNTY NEV ARPT REV MUNITAX BND GO | 1 | 4,625,530 | 4,594,015.4 | 3,910,000.00 | 4,591,451.31 | 2,564.09 | (34,078.69 | ) | — | — | 5.86 | 2.0521 | May-Nov | 0 | 57,281.5 | 6102009 | 11012020 | |||||||||||||
125634AQ8 | CLIF_14-2A ABS_14-2A A 144A | 1 | 3,440,288.98 | 3,419,846.4 | 3,441,666.67 | 3,440,307.02 | (20,460.62 | ) | 41.40 | — | — | 3.38 | 3.4114 | Monthly | 0 | 23,178.04 | 10092014 | 10182029 | |||||||||||||
12591FAC0 | CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3 | 2 | 5,073,444.97 | 5,072,482.18 | 5,073,445.98 | 5,073,410.31 | (928.13 | ) | (24.18 | ) | — | — | 0.69 | 0.6906 | Monthly | 1,979.54 | 42,116.03 | 2132013 | 6152018 | ||||||||||||
12591AAC1 | CNH_12-B ABS 12-B | 2 | 800,989.04 | 801,634.12 | 801,017.31 | 801,006.88 | 627.24 | 39.61 | — | — | 0.86 | 0.8625 | Monthly | 802.67 | 11,473.66 | 6122012 | 9152017 | ||||||||||||||
12613SAC6 | CNH_13-C ABS_13-C A3 | 2 | 3,154,634.97 | 3,160,426.51 | 3,155,000.00 | 3,154,786.28 | 5,640.23 | 121.42 | — | — | 1.02 | 1.0259 | Monthly | 1,430.27 | 32,181 | 8202013 | 8152018 | ||||||||||||||
12618SAC1 | CNH_13-D ABS 13-D A3 | 2 | 749,969.55 | 748,867.49 | 750,000.00 | 749,978.69 | (1,111.2 | ) | 8.42 | — | — | 0.77 | 0.7724 | Monthly | 256.67 | 5,775 | 11142013 | 10152018 | |||||||||||||
12591BAC9 | CNH_14-A ABS 14-A A3 | 2 | 2,864,964.19 | 2,857,207.11 | 2,865,000.00 | 2,864,966.34 | (7,759.23 | ) | 2.15 | — | — | 0.84 | 0.8416 | Monthly | 0 | 20,790.35 | 2122014 | 5152019 | |||||||||||||
12591BAD7 | CNH_14-A ABS 14-A A4 | 2 | 999,951.7 | 995,350.04 | 1,000,000.00 | 999,957.21 | (4,607.17 | ) | 5.51 | — | — | 1.5 | 1.5054 | Monthly | 0 | 12,958.34 | 2122014 | 5152020 | |||||||||||||
12623PAD8 | CNH_14-B ABS_14-B A4 | 2 | 11,904,022 | 11,855,751.07 | 11,920,000.00 | 11,905,142.31 | (49,391.24 | ) | 1,120.31 | — | — | 1.61 | 1.6225 | Monthly | 0 | 98,202.87 | 9162014 | 5172021 | |||||||||||||
12632XAD0 | CNH_14-C ABS 14-C | 2 | 7,177,526.49 | 7,124,714.22 | 7,180,000.00 | 7,177,610.04 | (52,895.82 | ) | 83.55 | — | — | 1.65 | 1.6626 | Monthly | 0 | 22,377.68 | 10162014 | 9152021 | |||||||||||||
12625GAA2 | CNOOC FINANCE (2013) LTD SENIOR CORP BND | F | 1,367,170.56 | 1,366,066.52 | 1,372,000.00 | 1,369,799.21 | (3,732.69 | ) | 5,388.27 | — | — | 1.125 | 1.2449 | May-Nov | 9,810.13 | 52,026.09 | 5022013 | 5092016 | |||||||||||||
191216AU4 | COCA-COLA COMPANY (THE) CORP BND | 5,077,760.96 | 5,078,587.35 | 5,000,000.00 | 5,055,779.95 | 22,807.4 | (13,030.16 | ) | — | — | 1.8 | 1.5454 | Mar-Sep | 29,400.00 | 55,735 | 12142011 | 9012016 | ||||||||||||||
191216BA7 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 492,870 | 493,849.83 | 500,000.00 | 493,378.05 | 471.78 | 508.05 | — | — | 1.15 | 1.5700 | Apr-Oct | 0 | 1,437.5 | 2282013 | 4012018 | |||||||||||||||
191216BC3 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 3,000,000 | 3,001,050.12 | 3,000,000.00 | 3,000,000 | 1,050.12 | — | — | — | 0.33235 | 0.3324 | F-M-A-N | 1,737.99 | 10,175.71 | 10292013 | 11012016 | |||||||||||||||
191216BD1 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 6,991,950 | 6,976,119.08 | 7,000,000.00 | 6,995,063.5 | (18,944.42 | ) | 2,665.77 | — | — | 0.75 | 0.7889 | May-Nov | 8,750.00 | 52,500 | 9182014 | 11012016 | ||||||||||||||
19416QEF3 | COLGATE-PALMOLIVE CO SENIOR CORP BND | 993,190 | 992,913.44 | 1,000,000.00 | 993,569.08 | (655.64 | ) | 379.08 | — | — | 1.75 | 1.9100 | Mar-Sep | 0 | 4,375 | 2262014 | 3152019 | ||||||||||||||
19416QEB2 | COLGATE-PALMOLIVE CO SENIOR CORP BND MTN | 1,890,937 | 1,862,496.33 | 1,900,000.00 | 1,893,908.44 | (31,412.11 | ) | 1,789.55 | — | — | 0.9 | 0.9981 | May-Nov | 2,850.00 | 17,100 | 4292013 | 5012018 | ||||||||||||||
19624HAA6 | COLNY_14-1 SENIOR CMBS _14-1-A | 2 | 3,930,992.39 | 3,912,445.94 | 3,931,000.26 | 3,930,943.61 | (18,497.67 | ) | (48.65 | ) | — | — | 2.5432 | 2.5391 | Monthly | 0 | 17,114.43 | 10232014 | 4202050 | ||||||||||||
196479WD7 | COLORADO HOUSING & FINANCE AUT MUNITAX BND REV | 1,000,000 | 996,740 | 1,000,000.00 | 1,000,000 | (3,260 | ) | — | — | — | 2.024 | 2.0240 | May-Nov | 0 | 3,092.22 | 10232014 | 5012019 |
196479WE5 | COLORADO HOUSING & FINANCE AUT MUNITAX BND REV | 1,100,000 | 1,097,151 | 1,100,000.00 | 1,100,000 | (2,849 | ) | — | — | — | 2.144 | 2.1440 | May-Nov | 0 | 3,603.11 | 10232014 | 11012019 | ||||||||||||||
19648CAE1 | COLORADO HOUSING & FINANCE AUT MUNITAX BND REV | 5,030,400 | 5,063,850 | 5,000,000.00 | 5,010,915.37 | 52,934.63 | (7,834.21 | ) | — | — | 1.6 | 1.4385 | May-Nov | 10,222.22 | 80,000 | 6212012 | 5152016 | ||||||||||||||
1995072R4 | COLUMBUS OHIO CITY SCH DIST MUNITAX BND GO | 3,000,000 | 3,023,790 | 3,000,000.00 | 3,000,000 | 23,790 | — | — | — | 2.286 | 2.2860 | Jun-Dec | 0 | 4,000.5 | 11072014 | 12012019 | |||||||||||||||
20030NAJ0 | COMCAST CORPORATION CORP BND | 2,304,900 | 2,087,080 | 2,000,000.00 | 2,086,386.88 | 693.12 | (169,622.35 | ) | — | — | 5.85 | 0.8559 | May-Nov | 29,900.00 | 200,850 | 10032012 | 11152015 | ||||||||||||||
14041NEK3 | COMET_13-A1 ABS 13-A1 | 2 | 10,273,447.45 | 10,266,209.12 | 10,275,000.00 | 10,274,450.97 | (8,241.85 | ) | 524.94 | — | — | 0.63 | 0.6360 | Monthly | 2,877.00 | 64,732.56 | 1232013 | 11152018 | |||||||||||||
14041NEM9 | COMET_13-A3-A3 ABS 13-A3-A3 | 2 | 4,479,465.54 | 4,463,513.78 | 4,480,000.00 | 4,479,662.47 | (16,148.69 | ) | 180.11 | — | — | 0.96 | 0.9660 | Monthly | 1,911.46 | 43,008 | 11142013 | 9162019 | |||||||||||||
14041NEP2 | COMET_14-A2 ABS _14-A2-A2 | 2 | 8,699,445.16 | 8,700,191.14 | 8,700,000.00 | 8,699,497.32 | 693.82 | 52.16 | — | — | 1.26 | 1.2650 | Monthly | 0 | 39,469.5 | 12192014 | 1152020 | ||||||||||||||
14041NET4 | COMET_14-A5 SENIOR ABS _14-A5-A | 2 | 2,269,392.55 | 2,269,600.28 | 2,270,000.00 | 2,269,435.88 | 164.4 | 43.33 | — | — | 1.48 | 1.4940 | Monthly | 0 | 7,185.81 | 10062014 | 7152020 | ||||||||||||||
20047QAE5 | COMM CMBS 06-C7 A4 | 2 | 5,023,603.21 | 4,864,003.22 | 4,640,560.15 | 4,882,518.37 | (18,515.15 | ) | (160,599.34 | ) | — | — | 5.75591 | (2.2794 | ) | Monthly | 0 | 205,824.77 | 6022014 | 6102046 | |||||||||||
12626GAB9 | COMM MORTGAGE TRUST COMM_13-LC PRELCF SENIOR CMBS _13-LC13-A2 | 2 | 7,780,917.42 | 7,742,945.46 | 7,478,000.00 | 7,769,904.6 | (26,959.14 | ) | (11,012.82 | ) | — | — | 3.009 | 1.8997 | Monthly | 0 | 31,876.87 | 11052014 | 8102046 | ||||||||||||
12624XAB4 | COMM_13-CR6 CMBS_13-CR6 A2 | 2 | 1,358,975.39 | 1,357,400.86 | 1,345,000.00 | 1,357,861.45 | (460.59 | ) | (1,113.94 | ) | — | — | 2.122 | 1.8256 | Monthly | 0 | 8,324.44 | 9112014 | 3102046 | ||||||||||||
12626GAF0 | COMM_13-LC13 LCF CMBS_13-LC13 A5 | 2 | 2,410,630.24 | 2,407,130.78 | 2,207,000.00 | 2,408,991.27 | (1,860.49 | ) | (1,638.97 | ) | — | — | 4.205 | 2.9608 | Monthly | 0 | 6,960.33 | 12012014 | 8102046 | ||||||||||||
12591VAB7 | COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCRE16 | 2 | 10,295,555.12 | 10,319,999.7 | 10,000,000.00 | 10,256,574.02 | 63,425.68 | (43,327.73 | ) | — | — | 3.042 | 2.3899 | Monthly | 0 | 221,390 | 6022014 | 4102047 | |||||||||||||
12631DAX1 | COMM_14-CR17 SENIOR CMBS_14-CR17-A2 | 2 | 4,588,620.24 | 4,609,009.39 | 4,455,000.00 | 4,571,335.18 | 37,674.21 | (17,285.06 | ) | — | — | 3.012 | 2.3430 | Monthly | 0 | 84,983.58 | 4292014 | 5102047 | |||||||||||||
12632QAT0 | COMM_14-CR18 SENIOR CMBS_14-CR18 A2 | 2 | 3,295,997.06 | 3,284,543.94 | 3,200,000.00 | 3,285,889.06 | (1,345.12 | ) | (10,108.00 | ) | — | — | 2.924 | 2.2496 | Monthly | 0 | 47,823.62 | 6192014 | 7152047 | ||||||||||||
12632QAX1 | COMM_14-CR18 SENIOR CMBS_14-CR18 A5 | 2 | 7,209,485.92 | 7,416,010.07 | 7,000,000.00 | 7,199,657.17 | 216,352.9 | (9,828.75 | ) | — | — | 3.828 | 3.4717 | Monthly | 0 | 136,957.33 | 6192014 | 7152047 | |||||||||||||
12592MBF6 | COMM_14-LC17 SENIOR CMBS_14-LC17 A2 | 2 | 7,209,813.23 | 7,282,450.28 | 7,000,000.00 | 7,198,485.4 | 83,964.88 | (11,327.83 | ) | — | — | 3.164 | 2.4691 | Monthly | 0 | 56,600.46 | 9182014 | 10102047 | |||||||||||||
12592EAA6 | COMM_14-PAT SENIOR CMBS _14-PAT 144A | 2 | 1,095,000 | 1,094,657.81 | 1,095,000.00 | 1,095,000 | (342.19 | ) | — | — | — | 0.9608 | 0.9627 | Monthly | 0 | 2,702.25 | 9182014 | 8132027 | |||||||||||||
20271RAG5 | COMMONWEALTH BANK AUSTRALIA SENIOR CORP BND | F | 2,497,875 | 2,490,855.23 | 2,500,000.00 | 2,498,096.27 | (7,241.04 | ) | 221.27 | — | — | 1.4 | 1.4290 | Mar-Sep | 0 | 10,986.11 | 9032014 | 9082017 | |||||||||||||
20271RAA8 | COMMONWEALTH BANK OF AUSTRALIA SENIOR CORP BND | E | 2,149,183 | 2,156,471.5 | 2,150,000.00 | 2,149,942.97 | 6,528.53 | 276.57 | — | — | 1.95 | 1.9631 | Mar-Sep | 12,228.13 | 41,925 | 3052012 | 3162015 | ||||||||||||||
20271RAE0 | COMMONWEALTH BANK OF AUSTRALIA SENIOR CORP BND | 4,991,350 | 4,980,058.65 | 5,000,000.00 | 4,993,638.87 | (13,580.22 | ) | 2,288.87 | — | — | 1.125 | 1.1839 | Mar-Sep | 0 | 45,000 | 3052014 | 3132017 | ||||||||||||||
202795HH6 | COMMONWEALTH EDISON COMPANY SECURED CORP BND | 3,126,706.5 | 2,882,433 | 2,850,000.00 | 2,878,405.29 | 4,027.71 | (98,789.00 | ) | — | — | 4.7 | 1.1909 | Apr-Oct | 28,278.33 | 133,950 | 6142012 | 4152015 | ||||||||||||||
20281PCA8 | COMMONWEALTH FING AUTH PA MUNITAX BND REV | 564,185 | 560,135 | 500,000.00 | 559,900.85 | 234.15 | (4,284.15 | ) | — | — | 5.792 | 2.1352 | Jun-Dec | 0 | 7,240 | 4302009 | 6012018 | ||||||||||||||
20281PCB6 | COMMONWEALTH FING AUTH PA MUNITAX BND REV | 2,254,340 | 2,254,280 | 2,000,000.00 | 2,241,416.71 | 12,863.29 | (12,923.29 | ) | — | — | 5.892 | 2.9552 | Jun-Dec | 0 | 29,460 | 4302009 | 6012019 | ||||||||||||||
BRSR05TD0 | COMPONENT HARDWARE GROUP INC SENIOR SECURED TERM NOTES | 3,058,823.53 | 3,028,235.29 | 3,058,823.53 | 3,058,823.53 | (30,588.24 | ) | — | — | — | — | — | J-A-J-O | 0 | 30,588.24 | 11242014 | 7012019 | ||||||||||||||
20772G2G2 | CONNECTICUT (STATE OF) MUNI BND GO | 3,410,100 | 3,370,680 | 3,000,000.00 | 3,379,813.43 | (9,133.43 | ) | (30,286.57 | ) | — | — | 5 | 0.8800 | Feb-Aug | 0 | 37,500 | 2202009 | 2152018 | |||||||||||||
20772JKM3 | CONNECTICUT (STATE OF) MUNITAX BND GO | 2,273,043.5 | 2,268,129.5 | 2,275,000.00 | 2,273,110.66 | (4,981.16 | ) | 67.16 | — | — | 1.896 | 1.9142 | Apr-Oct | 0 | 7,189 | 10282014 | 10152019 |
20772JQK1 | CONNECTICUT (STATE OF) MUNITAX BND GO | 2,556,975 | 2,536,450 | 2,500,000.00 | 2,553,224.2 | (16,774.2 | ) | (3,750.80 | ) | — | — | 2.172 | 1.5650 | Feb-Aug | 0 | 14,329.16 | 9232014 | 8152018 | |||||||||||||
20775BN77 | CONNECTICUT ST HSG FIN AUTH MUNI BND REV | 1 | 1,072,050 | 1,078,050 | 1,000,000.00 | 1,070,075.12 | 7,974.88 | (1,974.88 | ) | — | — | 4.1 | 3.0900 | May-Nov | 0 | 10,250 | 10112013 | 11152028 | |||||||||||||
20825TAA5 | CONOCO INC CORP BND | G | 5,679,205.4 | 5,397,745.41 | 5,005,000.00 | 5,413,042.59 | (15,297.18 | ) | (225,337.59 | ) | — | — | 5.625 | 1.0110 | Apr-Oct | 59,434.38 | 281,531.26 | 11262013 | 10152016 | ||||||||||||
20826FAB2 | CONOCOPHILLIPS CO SENIOR CORP BND | 1 | 4,876,363.57 | 4,803,658.01 | 4,885,000.00 | 4,877,553.05 | (73,895.04 | ) | 3,048.82 | — | — | 1.05 | 1.1013 | Jun-Dec | 3,212.99 | 66,284.17 | 6022014 | 12152017 | |||||||||||||
209111EV1 | CONSOLIDATED EDISON CO OF NEW CORP BND | 2,385,140 | 2,375,158.54 | 2,000,000.00 | 2,362,690.06 | 12,468.48 | (22,449.94 | ) | — | — | 7.125 | 2.2584 | Jun-Dec | 0 | 35,625 | 12022008 | 12012018 | ||||||||||||||
213187CB1 | COOK CNTY ILL CMNTY COLLEGE DI MUNI BND GO | 1 | 578,110 | 590,610 | 500,000.00 | 576,258.49 | 14,351.51 | (1,851.51 | ) | — | — | 5.25 | 3.2643 | Jun-Dec | 0 | 6,562.5 | 10092013 | 12012026 | |||||||||||||
213187CC9 | COOK CNTY ILL CMNTY COLLEGE DI MUNI BND GO | 1 | 575,865 | 589,285 | 500,000.00 | 574,072.08 | 15,212.92 | (1,792.92 | ) | — | — | 5.25 | 3.3167 | Jun-Dec | 0 | 6,562.5 | 10092013 | 12012027 | |||||||||||||
216871AF0 | COOPER US INC CORP BND | 1,020,060 | 1,014,924 | 1,000,000.00 | 1,016,142.82 | (1,218.82 | ) | (3,917.18 | ) | — | — | 2.375 | 0.8102 | Jan-Jul | 0 | 5,937.5 | 12022010 | 1152016 | |||||||||||||
216871AC7 | COOPER US INC CORP BND | 2,372,660 | 2,210,453.04 | 2,000,000.00 | 2,225,231.58 | (14,778.54 | ) | (87,772.08 | ) | — | — | 6.1 | 1.4939 | Jan-Jul | 61,000.00 | 122,000 | 4182013 | 7012017 | |||||||||||||
22160KAE5 | COSTCO WHOLESALE CORPORATION SENIOR CORP BND | 4,874,750 | 4,864,206.28 | 4,900,000.00 | 4,876,855.77 | (12,649.49 | ) | 2,102.05 | — | — | 1.125 | 1.1291 | Jun-Dec | 2,287.50 | 51,797.68 | 11282012 | 12152017 | ||||||||||||||
G2551TAP3 | COVENTRY BLDG SOC LOCAL BND EMTN | D | 1,220,911.03 | 1,171,283.73 | 750,000.00 | 1,212,436.47 | (41,152.74 | ) | (7,547.51 | ) | — | (42,650.21 | ) | 2.15713 | 1.8837 | F-M-A-N | 4,521.50 | 33,209.01 | 5102012 | 2102015 | |||||||||||
22532LAL8 | CREDIT AGRICOLE SA/LONDON SENIOR CORP BND 144A | F | 3,994,960 | 4,031,450.2 | 4,000,000.00 | 3,995,642.58 | 35,807.62 | 682.58 | — | — | 2.5 | 2.5270 | Apr-Oct | 0 | 71,111.11 | 4092014 | 4152019 | ||||||||||||||
225436AA2 | CREDIT SUISSE GROUP CCN CORP BND 144A | F | 1 | 4,143,306 | 4,091,220 | 4,284,000.00 | 4,144,146.65 | (52,926.65 | ) | 840.65 | — | — | 6.25 | 6.4865 | Jun-Dec | 0 | 105,427.1 | 8062014 | 12312049 | ||||||||||||
22546QAN7 | CREDIT SUISSE NEW YORK NY SENIOR CORP BND | 4,989,700 | 4,988,295.35 | 5,000,000.00 | 4,990,862.49 | (2,567.14 | ) | 1,164.51 | — | — | 2.3 | 2.3439 | May-Nov | 0 | 68,163.06 | 5222014 | 5282019 | ||||||||||||||
22546QAR8 | CREDIT SUISSE NEW YORK NY SENIOR CORP BND | 4,970,000 | 4,976,757.8 | 5,000,000.00 | 4,970,680.62 | 6,077.18 | 680.62 | — | — | 3 | 3.0960 | Apr-Oct | 0 | 25,833.33 | 10242014 | 10292021 | |||||||||||||||
BRSQP4874 | CREGANNA-TACTX MEDICAL | 354,464.29 | 357,366.07 | 357,142.86 | 354,464.29 | 2,901.78 | — | — | — | — | 0.1095 | M-J-S-D | 0 | — | |||||||||||||||||
BRSL3FE10 | CROSBY US ACQUISITION CORP SENIOR SECURED TERM NOTES | 2,041,994.32 | 1,921,877 | 2,044,550.00 | 2,042,375.8 | (120,498.8 | ) | 387.58 | — | — | — | 0.0178 | J-A-J-O | 0 | 76,271.52 | 12192013 | 11232020 | ||||||||||||||
BRSH9LJ56 | CROSSMARK HOLDINGS INC SENIOR SECURED TERM LOAN | 2 | 2,603,122.36 | 2,557,425.35 | 2,607,409.39 | 2,601,377.68 | (43,952.33 | ) | 1,326.87 | — | — | — | 0.0459 | M-J-S-D | 0 | 119,718.84 | 9042013 | 12202019 | |||||||||||||
BRSJ078E5 | CSC HOLDINGS LLC SENIOR SECURED TERM LOAN | 2 | 8,108,004.29 | 7,991,217.77 | 8,146,863.60 | 8,117,396.49 | (126,178.72 | ) | 31,426.83 | — | — | — | 0.0675 | M-J-S-D | 0 | 290,034.21 | 5012013 | 4172020 | |||||||||||||
22541QFV9 | CSFB_03-17 WHOLE LOAN__03-17-1A4 | 2 | 496,965.06 | 493,679.77 | 488,446.55 | 496,710.81 | (3,031.04 | ) | (980.48 | ) | — | — | 5.5 | 4.8820 | Monthly | 0 | 6,809.05 | 6192003 | 6252033 | ||||||||||||
12648CAA4 | CSMC_14-SURF SENIOR CMBS_14-SURF A 144A | 2 | 7,779,712.5 | 7,766,464.66 | 7,770,000.00 | 7,774,389.44 | (7,924.78 | ) | (5,323.06 | ) | — | — | 1.01 | 0.9134 | Monthly | 0 | 55,151.85 | 4172014 | 2152029 | ||||||||||||
126408GM9 | CSX CORPORATION CORP BND | 3,984,295.81 | 3,957,559.02 | 3,491,000.00 | 3,977,739.3 | (20,180.28 | ) | (6,556.51 | ) | — | — | 6.25 | 1.7533 | Mar-Sep | 0 | 9,091.15 | 12112014 | 3152018 | |||||||||||||
BRSLMULK6 | CUMULUS MED INC. SENIOR SECURED TERM NOTES | 2 | 5,232,901.29 | 5,136,154.32 | 5,279,139.82 | 5,234,798.99 | (98,644.67 | ) | 8,780.13 | — | — | — | 0.1412 | Mar-Sep | 0 | 179,032.35 | 9302014 | 12232020 | |||||||||||||
126650CA6 | CVS HEALTH CORP CORP BND | 299,886 | 299,498.11 | 300,000.00 | 299,926.35 | (428.24 | ) | 64.12 | — | — | 1.2 | 1.2129 | Jun-Dec | 5,945.33 | 6,182.67 | 12022013 | 12052016 | ||||||||||||||
126650BE9 | CVS HEALTH CORP CORP BND | 2,334,389.12 | 2,142,181.79 | 1,988,000.00 | 2,149,978.14 | (7,796.35 | ) | (98,503.41 | ) | — | — | 6.125 | 1.0460 | Feb-Aug | 46,000.11 | 121,765 | 2112013 | 8152016 | |||||||||||||
126650CE8 | CVS HEALTH CORP SENIOR CORP BND | 1 | 3,390,582 | 3,388,721.32 | 3,400,000.00 | 3,390,635.79 | (1,914.47 | ) | 53.79 | — | — | 2.25 | 2.3131 | Feb-Aug | 0 | 1,700 | 12182014 | 8122019 | |||||||||||||
12668AZL2 | CWALT_05-73CB CMO_05-64CB 1A | 2 | 251,933.84 | 242,901.01 | 256,829.65 | 251,844.84 | (8,943.83 | ) | (3,288.48 | ) | — | — | 5.5 | 5.9256 | Monthly | 1,351.18 | 15,088.23 | 1022008 | 12252035 |
12543RBB4 | CWHL_07-3 WHOLE LOAN_07-3-A26 | 2 | 2,118,060.62 | 2,127,536.52 | 2,269,674.91 | 2,118,060.62 | 9,475.9 | (3,730.92 | ) | — | — | 6 | 7.7779 | Monthly | 0 | 34,432.56 | 12312009 | 4252037 | |||||||||||||
232760VV7 | CYPRESS-FAIRBANKS TEX INDPT SC MUNI BND GO | 1,064,120 | 1,053,230 | 1,000,000.00 | 1,052,355.92 | 874.08 | (11,764.08 | ) | — | — | 5 | 0.3224 | Feb-Aug | 0 | 12,500 | 3172006 | 2152016 | ||||||||||||||
BRSN8X546 | DAIMLER AG UNSEC CORP BND | D | 1,540,012.53 | 1,441,013.71 | 915,000.00 | 1,540,177.26 | (99,163.55 | ) | 201.44 | — | (114,095.68 | ) | 1.625 | 1.6419 | December | 0 | 18,795.9 | 5092014 | 12022016 | ||||||||||||
BRSP6FWM2 | DAIMLER FINANCE NORTH AMERICA | 1,788,807.25 | 1,786,168.35 | 1,795,000.00 | 1,789,649.61 | (3,481.26 | ) | 842.36 | — | — | 1.375 | 1.4930 | Feb-Aug | 0 | 10,283.85 | ||||||||||||||||
U2339CAR9 | DAIMLER FINANCE NORTH AMERICA CORP BND | 5,230,800 | 5,118,407.9 | 5,000,000.00 | 5,115,745.79 | 2,662.11 | (66,902.04 | ) | — | — | 2.625 | 1.2456 | Mar-Sep | 38,645.84 | 131,250 | 4082013 | 9152016 | ||||||||||||||
233851AH7 | DAIMLER FINANCE NORTH AMERICA CORP BND 144A | 514,930 | 511,834.22 | 500,000.00 | 512,988.74 | (1,154.52 | ) | (1,941.26 | ) | — | — | 2.625 | 1.0798 | Mar-Sep | 0 | 3,281.25 | 9072011 | 9152016 | |||||||||||||
233851BF0 | DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND | 7,224,987.5 | 7,207,158.38 | 7,250,000.00 | 7,228,389.79 | (21,231.41 | ) | 3,766.98 | — | — | 1.375 | 1.4930 | Feb-Aug | 0 | 45,967.01 | 7242014 | 8012017 | ||||||||||||||
233851AY0 | DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A | 1,000,000 | 1,005,329.97 | 1,000,000.00 | 1,000,000 | 5,329.97 | — | — | — | 0.91235 | 0.9124 | F-M-A-N | 5,389.27 | 31,120.52 | 7242013 | 8012016 | |||||||||||||||
233851BA1 | DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A | 1,014,510 | 1,011,996.61 | 1,000,000.00 | 1,013,597.88 | (1,601.27 | ) | (912.12 | ) | — | — | 2.375 | 1.9800 | Feb-Aug | 0 | 5,937.5 | 7242013 | 8012018 | |||||||||||||
233851AK0 | DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A | 3,112,230 | 3,094,509.9 | 3,000,000.00 | 3,099,949.85 | (5,439.95 | ) | (12,280.15 | ) | — | — | 2.95 | 1.2798 | Jan-Jul | 0 | 22,125 | 1042012 | 1112017 | |||||||||||||
233851AZ7 | DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A | 4,994,750 | 5,022,824.5 | 5,000,000.00 | 4,997,199 | 25,625.5 | 1,734.81 | — | — | 1.45 | 1.4859 | Feb-Aug | 30,208.33 | 72,500 | 7242013 | 8012016 | |||||||||||||||
D1668RML8 | DAIMLERCHRYSLER AG SENIOR CORP BND EMTN | D | 825,838.42 | 822,033.48 | 520,000.00 | 825,656.9 | (3,623.42 | ) | (181.52 | ) | — | (5,313.75 | ) | 1.75 | 1.3224 | November | 0 | 782.53 | 12102014 | 11082017 | |||||||||||
235851AL6 | DANAHER CORPORATION CORP BND | 3,874,580 | 3,890,508.71 | 3,825,000.00 | 3,868,910.37 | 21,598.34 | (6,965.33 | ) | — | — | 2.3 | 2.3341 | Jun-Dec | 2,044.45 | 63,480 | 6202011 | 6232016 | ||||||||||||||
BRSNJTYP4 | DAVITA HEALTHCARE PARTNERS INC SENIOR SECURED TERM NOTES | 2 | 1,211,039.76 | 1,207,443.16 | 1,217,125.39 | 1,211,360.57 | (3,917.41 | ) | 351.39 | — | — | — | 0.0723 | M-J-S-D | 0 | 3,914.76 | 6192014 | 6242021 | |||||||||||||
254683AT2 | DCENT ABS 12-A1 | 2 | 652,082.03 | 650,312 | 650,000.00 | 650,170.94 | 141.06 | (1,439.59 | ) | — | — | 0.81 | 0.5882 | Monthly | 234.00 | 5,265 | 8282013 | 8152017 | |||||||||||||
254683AC9 | DCENT_07-A1 ABS 07-A1 A1 | 2 | 5,448,691.41 | 4,996,518.53 | 4,500,000.00 | 4,968,062.51 | 28,456.02 | (167,586.36 | ) | — | — | 5.65 | 1.7190 | Monthly | 11,300.00 | 254,250 | 1262012 | 3162020 | |||||||||||||
254683AV7 | DCENT_12-A3 ABS 12-A3 | 2 | 8,579,026.56 | 8,551,808.67 | 8,539,000.00 | 8,552,297.84 | (489.17 | ) | (37,034.04 | ) | — | — | 0.86 | 0.4416 | Monthly | 0 | 76,313.78 | 3272014 | 11152017 | ||||||||||||
254683BB0 | DCENT_13 ABS 13 | 2 | 8,500,000 | 8,497,338.57 | 8,500,000.00 | 8,500,000 | (2,661.43 | ) | — | — | — | 0.4608 | 0.4612 | Monthly | 1,762.71 | 39,188.59 | 2062013 | 8172020 | |||||||||||||
254683BJ3 | DCENT_14-3 ABS_14-A3 A3 | 2 | 1,029,736.32 | 1,028,338.92 | 1,030,000.00 | 1,029,564.32 | (1,225.4 | ) | (172.00 | ) | — | — | 1.22 | 1.1979 | Monthly | 0 | 8,272.64 | 4282014 | 10152019 | ||||||||||||
23311VAE7 | DCP MIDSTREAM PARTNERS LP SENIOR CORP BND | 1 | 1,192,920 | 1,164,392.76 | 1,200,000.00 | 1,193,991.13 | (29,598.37 | ) | 1,071.13 | — | — | 2.7 | 2.8260 | Apr-Oct | 0 | 25,920 | 3102014 | 4012019 | |||||||||||||
23311VAC1 | DCP MIDSTREAM PARTNERS LP SENIOR CORP BND | 1 | 2,956,525.25 | 2,964,234.16 | 2,975,000.00 | 2,963,965.18 | 268.98 | 3,596.61 | — | — | 2.5 | 2.6331 | Jun-Dec | 6,197.92 | 74,375 | 11192012 | 12012017 | ||||||||||||||
2417218L6 | DE SOTO TEX INDPT SCH DIST MUNI BND GO | 1 | 1,547,355.15 | 1,528,866.9 | 1,485,000.00 | 1,529,355.8 | (488.9 | ) | (17,999.35 | ) | — | — | 5 | 0.1945 | Feb-Aug | 0 | 18,562.5 | 9122013 | 8152016 | ||||||||||||
2417218C6 | DE SOTO TEX INDPT SCH DIST MUNI BND GO | 1 | 2,131,503.5 | 2,106,718.1 | 2,045,000.00 | 2,106,531.05 | 187.05 | (24,972.45 | ) | — | — | 5 | 0.1602 | Feb-Aug | 0 | 25,562.5 | 9122013 | 8152016 | |||||||||||||
246343JQ1 | DELAWARE RIV JT TOLL BRDG COMM MUNITAX BND REV | 1,402,009.6 | 1,398,896 | 1,390,000.00 | 1,400,938.58 | (2,042.58 | ) | (1,071.02 | ) | — | — | 1.842 | 1.5200 | Jan-Jul | 0 | 6,400.95 | 10122012 | 7012017 | |||||||||||||
246343JR9 | DELAWARE RIV JT TOLL BRDG COMM MUNITAX BND REV | 2,203,944.6 | 2,206,596.6 | 2,210,000.00 | 2,204,368.33 | 2,228.27 | 423.73 | — | — | 2.184 | 2.2601 | Jan-Jul | 0 | 12,066.6 | 10182012 | 7012018 | |||||||||||||||
BRSP9DPN0 | DELTA 2 (LUX) SARL | 3,530,276.1 | 3,473,365.92 | 3,548,016.18 | 3,531,024.08 | (57,658.16 | ) | 1,078.63 | — | — | — | 0.0720 | M-J-S-D | 0 | 66,472.52 | ||||||||||||||||
BRSM6R0M8 | DELTA AIR LINES INC SENIOR SECURED TERM NOTES | 2 | 2,679,314.29 | 2,654,096.19 | 2,699,899.99 | 2,682,407.27 | (28,311.08 | ) | 3,250.51 | — | — | — | 0.1689 | F-M-A-N | 0 | 22,597.19 | 4302014 | 10182018 |
249218AR9 | DENVER CO PUB SCHS CTFS MUNITAX BND REV | 1,491,330 | 1,485,165 | 1,500,000.00 | 1,491,850.08 | (6,685.08 | ) | 520.08 | — | — | 1.644 | 1.7870 | Jun-Dec | 0 | 6,165 | 4182013 | 12152018 | ||||||||||||||
251129X56 | DETROIT MI CITY SCH DIST MUNI BND GO | 1 | 3,076,620 | 3,045,000 | 3,000,000.00 | 3,043,355.74 | 1,644.26 | (33,264.26 | ) | — | — | 5 | 0.6267 | May-Nov | 0 | 37,500 | 7212005 | 5012016 | |||||||||||||
251093B58 | DETROIT MICH MUNITAX BND GO | 1 | 1,792,239.93 | 1,817,200.49 | 1,976,292.00 | 1,799,391.8 | 17,808.69 | 102,489.80 | — | — | 4.96 | 7.0300 | Apr-Oct | 0 | 34,238.08 | 6242005 | 4012020 | ||||||||||||||
25152RWY5 | DEUTSCHE BK LDN SENIOR CORP BND | F | 3,998,600 | 3,980,227.36 | 4,000,000.00 | 3,998,870.22 | (18,642.86 | ) | 279.93 | — | — | 1.35 | 1.3619 | May-Nov | 0 | 32,775 | 5222014 | 5302017 | |||||||||||||
25215BAA1 | DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP BND 144A | E | 4,986,350 | 5,021,749.9 | 5,000,000.00 | 4,991,773.54 | 29,976.36 | 7,699.81 | — | — | 1.25 | 1.3432 | Apr-Oct | 25,347.22 | 107,118.06 | 12052014 | 10182016 | ||||||||||||||
25243YAT6 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 2,485,750 | 2,439,428.9 | 2,500,000.00 | 2,490,429.07 | (51,000.17 | ) | 2,803.20 | — | — | 1.125 | 1.2429 | Apr-Oct | 4,843.75 | 28,125 | 4242013 | 4292018 | |||||||||||||
25243YAS8 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 3,995,304.03 | 3,980,360.8 | 4,000,000.00 | 3,996,737.7 | (16,376.9 | ) | 3,498.93 | — | — | 0.625 | 0.6870 | Apr-Oct | 7,534.72 | 35,781.26 | 6022014 | 4292016 | |||||||||||||
25243YAR0 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 8,395,470 | 8,413,944 | 8,400,000.00 | 8,405,948.49 | 7,995.51 | (10,849.98 | ) | — | — | 1.5 | 1.5919 | May-Nov | 19,583.33 | 148,416.67 | 5082012 | 5112017 | |||||||||||||
25459HAV7 | DIRECTV HOLDINGS LLC CORP BND | 5,665,268.75 | 5,644,527.85 | 5,525,000.00 | 5,571,648.47 | 72,879.38 | (40,833.32 | ) | — | — | 3.125 | 2.8696 | Feb-Aug | 65,225.69 | 172,656.26 | 2212013 | 2152016 | ||||||||||||||
25459HBE4 | DIRECTV HOLDINGS LLC SENIOR CORP BND | 4,533,818.6 | 4,584,608.82 | 4,500,000.00 | 4,531,181.18 | 53,427.64 | (3,656.40 | ) | — | — | 2.4 | 2.4217 | Mar-Sep | 21,200.00 | 82,400 | 9122014 | 3152017 | ||||||||||||||
25459HAY1 | DIRECTV HOLDINGS LLC SENIOR CORP BND | 6,374,886.65 | 6,106,468.81 | 5,947,000.00 | 6,096,915.14 | 9,553.67 | (184,631.79 | ) | — | — | 3.5 | 1.3081 | Mar-Sep | 102,025.00 | 302,538.64 | 10162012 | 3012016 | ||||||||||||||
BRSR4UG37 | DISA HOLDINGS A/S | 123,441.49 | 122,824.28 | 123,441.49 | 123,441.49 | (617.21 | ) | — | — | — | — | — | M-J-S-D | 0 | 9,550.48 | ||||||||||||||||
BRSR4UG78 | DISA HOLDINGS A/S SENIOR SECURED TERM NOTES | F | 5,524,952.1 | 5,497,327.34 | 5,524,952.10 | 5,524,952.1 | (27,624.76 | ) | — | — | — | — | — | M-J-S-D | 0 | 55,249.52 | 12242014 | 12092020 | |||||||||||||
254683BA2 | DISCOVER CARD MASTER TRUST DCE ABS_13-A2 | 2 | 11,553,284.09 | 11,547,169.86 | 11,555,000.00 | 11,554,215.63 | (7,045.77 | ) | 496.53 | — | — | 0.69 | 0.6954 | Monthly | 3,543.53 | 79,729.56 | 2062013 | 8152018 | |||||||||||||
254683BL8 | DISCOVER CARD MASTER TRUST SENIOR ABS _14-A5-A | 2 | 2,499,783.5 | 2,492,546.08 | 2,500,000.00 | 2,499,791.28 | (7,245.2 | ) | 7.78 | — | — | 1.39 | 1.3957 | Monthly | 0 | 7,239.58 | 10082014 | 4152020 | |||||||||||||
254683BH7 | DISCOVER CARD MASTER TRUST SENIOR ABS_14-A2 A2 | 2 | 3,084,517.97 | 3,079,090.87 | 3,085,000.00 | 3,084,578.4 | (5,487.53 | ) | 60.43 | — | — | 0.4321 | 0.4387 | F-M-A-N | 0 | 4,155.56 | 9082014 | 8152019 | |||||||||||||
254845GB0 | DISTRICT COLUMBIA WTR & SWR AU MUNI BND REV | 1 | 569,945 | 573,515 | 500,000.00 | 565,588.07 | 7,926.93 | (4,356.93 | ) | — | — | 5 | 1.3945 | Apr-Oct | 0 | 6,250 | 1282009 | 10012024 | |||||||||||||
25476FDH8 | DISTRICT OF COLUMBIA MUNI BND GO | 1 | 4,436,600 | 4,406,200 | 4,000,000.00 | 4,395,404.02 | 10,795.98 | (41,195.98 | ) | — | — | 5 | 0.8551 | Jun-Dec | 0 | 50,000 | 6012007 | 6012022 | |||||||||||||
25476FHE1 | DISTRICT OF COLUMBIA MUNI BND GO | 5,731,050 | 5,664,050 | 5,000,000.00 | 5,681,159.21 | (17,109.21 | ) | (49,890.79 | ) | — | — | 5 | 0.9369 | Jun-Dec | 0 | 62,500 | 8132008 | 6012018 | |||||||||||||
25600WAA8 | DNB BOLIGKREDITT AS CORP BND 144A | F | 7,245,487.51 | 7,283,748.01 | 7,200,000.00 | 7,209,260.53 | 74,487.48 | (14,212.44 | ) | — | — | 2.1 | 1.8589 | Apr-Oct | 43,119.99 | 174,580 | 11142012 | 10142015 | |||||||||||||
25600WAB6 | DNB BOLIGKREDITT AS CORP BND 144A | F | 8,395,963 | 8,397,702.9 | 8,200,000.00 | 8,265,920.77 | 131,782.13 | (52,097.47 | ) | — | — | 2.9 | 2.2379 | Mar-Sep | 60,771.11 | 237,800 | 6122012 | 3292016 | |||||||||||||
257375AD7 | DOMINION GAS HOLDINGS LLC CORP BND | 4,998,666.59 | 4,981,189.75 | 5,000,000.00 | 4,998,919.92 | (17,730.17 | ) | 253.33 | — | — | 1.05 | 1.0619 | May-Nov | 0 | 21,145.83 | 8062014 | 11012016 | ||||||||||||||
25746UBN8 | DOMINION RESOURCES INC CORP BND | 1,015,910 | 1,011,878.51 | 1,000,000.00 | 1,013,785.75 | (1,907.24 | ) | (2,124.25 | ) | — | — | 1.95 | 1.0902 | Feb-Aug | 0 | 4,875 | 8102011 | 8152016 | |||||||||||||
26138EAM1 | DR PEPPER SNAPPLE GROUP INC CORP BND | 1,423,418.25 | 1,453,983.08 | 1,425,000.00 | 1,424,654 | 29,329.08 | 323.67 | — | — | 2.9 | 2.9239 | Jan-Jul | 19,055.42 | 41,325 | 1062011 | 1152016 | |||||||||||||||
BRSJRLR20 | DRILLSHIPS FINANCING HOLDING I | 2,054,893.22 | 1,606,031.3 | 2,034,547.75 | 2,047,718.78 | (441,687.48 | ) | (7,328.97 | ) | — | — | — | (0.4151 | ) | J-A-J-O | 0 | 76,297.23 | ||||||||||||||
BRSP0NVA8 | DRILLSHIPS OCEAN VENTURES INC | 2,188,421.08 | 1,790,526.34 | 2,210,526.34 | 2,189,700 | (399,173.66 | ) | 1,334.32 | — | — | — | 0.1422 | M-J-S-D | 0 | 27,762.38 | ||||||||||||||||
06742LAE3 | DROCK_14-3 ABS_14-3 A | 2 | 9,042,500.87 | 9,152,166.42 | 9,045,000.00 | 9,042,630.78 | 109,535.64 | 129.91 | — | — | 2.41 | 2.4266 | Monthly | 0 | 63,578.79 | 9122014 | 7152022 |
BRSCC0RV3 | DUCOMMUN INC TERM LOAN | 206,336.86 | 208,942.13 | 208,421.08 | 207,550.82 | 1,391.31 | 926.16 | — | — | — | 0.1660 | M-J-S-D | 0 | 11,785.43 | 6172011 | 6272017 | |||||||||||||||
264399EM4 | DUKE ENERGY CORP CORP BND | 3,852,877.8 | 3,461,539.8 | 3,345,000.00 | 3,452,666.29 | 8,873.51 | (177,032.04 | ) | — | — | 5.3 | 0.9649 | Apr-Oct | 67,508.75 | 220,053.06 | 3012012 | 10012015 | ||||||||||||||
26442CAL8 | DUKE ENERGY CORP CORP BND | 507,730 | 503,961.76 | 500,000.00 | 506,848.35 | (2,886.59 | ) | (881.65 | ) | — | — | 1.75 | 1.0398 | Jun-Dec | 0 | 2,187.5 | 12052011 | 12152016 | |||||||||||||
26441CAH8 | DUKE ENERGY CORP SENIOR CORP BND | 1,003,500 | 999,405.44 | 1,000,000.00 | 1,003,201.4 | (3,795.96 | ) | (298.60 | ) | — | — | 1.625 | 1.5000 | Feb-Aug | 0 | 4,062.5 | 8132012 | 8152017 | |||||||||||||
263901AE0 | DUKE ENERGY INDIANA INC SECURED CORP BND | 585,000 | 585,265.15 | 585,000.00 | 585,000 | 265.15 | — | — | — | 0.58 | 0.5800 | J-A-J-O | 793.64 | 3,462.2 | 7082013 | 7112016 | |||||||||||||||
26483EAE0 | DUN & BRADSTREET CORPORATION ( CORP BND | 511,080 | 505,835 | 500,000.00 | 508,580.07 | (2,745.07 | ) | (2,499.93 | ) | — | — | 2.875 | 0.8904 | May-Nov | 0 | 3,593.75 | 11172010 | 11152015 | |||||||||||||
BRSM7U4Z7 | DUNKIN BRANDS INC SENIOR SECURED TERM NOTES | 1,058,035.71 | 1,045,987.5 | 1,071,428.57 | 1,058,796.68 | (12,809.18 | ) | 760.97 | — | — | — | 0.1918 | F-M-A-N | 0 | 14,915.34 | 7142014 | 2052021 | ||||||||||||||
BRSGEJ3J4 | E_CARAT_12 ABS CARAT | D | 2 | 136,779.37 | 132,961.78 | 85,090.90 | 136,779.37 | (3,817.59 | ) | (0.01 | ) | — | (4,101.38 | ) | 1.3 | 1.3023 | Monthly | 187.76 | 3,611.41 | 12102012 | 6182020 | ||||||||||
29100XAA3 | EAFL_13-1 ABS 13- 1 A 144A | F | 2 | 2,809,062.49 | 2,809,062.49 | 2,781,249.99 | 2,809,001.89 | 60.6 | (60.60 | ) | — | — | 4.65 | 4.5953 | Monthly | 0 | 5,029.43 | 12102014 | 10152038 | ||||||||||||
BRSK82AW2 | EAGLE PARENT INC SENIOR SECURED TERM LOAN | 6,225,460.84 | 6,199,132.33 | 6,265,705.45 | 6,232,786.53 | (33,654.2 | ) | 8,427.32 | — | — | — | 0.1540 | M-J-S-D | 0 | 195,434.98 | 4012014 | 5162018 | ||||||||||||||
277432AM2 | EASTMAN CHEMICAL COMPANY SENIOR CORP BND | 822,228 | 837,079.55 | 825,000.00 | 823,615.38 | 13,464.17 | 549.86 | — | — | 2.4 | 2.4720 | Jun-Dec | 1,650.00 | 19,800 | 5292012 | 6012017 | |||||||||||||||
278062AB0 | EATON CORPORATION SENIOR CORP BND | 1,173,959.42 | 1,166,639.76 | 1,175,000.00 | 1,174,254.05 | (7,614.29 | ) | 256.40 | — | — | 1.5 | 1.5230 | May-Nov | 2,888.55 | 17,625 | 11082013 | 11022017 | ||||||||||||||
278642AB9 | EBAY INC. CORP BND | 5,067,250 | 5,035,650.5 | 5,000,000.00 | 5,050,742.56 | (15,092.06 | ) | (29,239.07 | ) | — | — | 1.625 | 0.3305 | Apr-Oct | 20,782.31 | 77,820.34 | 10272010 | 10152015 | |||||||||||||
278642AG8 | EBAY INC. SENIOR CORP BND | 3,968,331.5 | 3,892,997.99 | 3,925,000.00 | 3,948,620.95 | (55,622.96 | ) | (13,010.62 | ) | — | — | 1.35 | 1.0169 | Jan-Jul | 39,217.52 | 77,196.56 | 10242012 | 7152017 | |||||||||||||
278642AH6 | EBAY INC. SENIOR CORP BND | 1 | 4,936,500 | 4,934,096.15 | 5,000,000.00 | 4,939,687.15 | (5,591 | ) | 3,230.56 | — | — | 2.2 | 2.4799 | Feb-Aug | 0 | 30,066.67 | 7242014 | 8012019 | |||||||||||||
Z91J3YBQ5 | ECARA_3 | 674,877.43 | 628,087.51 | 402,707.54 | 674,877.43 | (46,789.92 | ) | — | — | (46,955.7 | ) | 0.97538 | 0.9774 | Monthly | 0 | 7,430.04 | |||||||||||||||
281379AA5 | EDUSA_10-1 ABS 10-1-A1 144A | 2 | 389,768.77 | 389,741.88 | 389,768.77 | 389,768.77 | (26.89 | ) | — | — | — | 1.0836 | 1.0851 | J-A-J-O | 1,080.54 | 4,968.12 | 2232010 | 7252023 | |||||||||||||
28176EAC2 | EDWARDS LIFESCIECE CORP SENIOR CORP BND | 4,323,992.5 | 4,288,858.69 | 4,250,000.00 | 4,319,530.48 | (30,671.79 | ) | (4,462.02 | ) | — | — | 2.875 | 2.4201 | Apr-Oct | 0 | 30,546.88 | 9032014 | 10152018 | |||||||||||||
29372EAT5 | EFF_12-2 SENIOR ABS 12-2 A3 144A | 2 | 660,592.97 | 660,508.22 | 660,000.00 | 660,223.6 | 284.62 | (351.53 | ) | — | — | 0.93 | 0.8805 | Monthly | 187.55 | 6,138 | 11202013 | 4202018 | |||||||||||||
29372EBE7 | EFF_14-2 ABS_14-2 A2 144A | 2 | 1,334,785.07 | 1,333,638.34 | 1,335,000.00 | 1,334,821.87 | (1,183.53 | ) | 36.80 | — | — | 1.05 | 1.0598 | Monthly | 0 | 5,373.39 | 8062014 | 3202020 | |||||||||||||
26971HAA0 | EGLE_14-1A ABS_14-1A A1 144A | F | 2 | 4,999,206.5 | 4,994,000 | 5,000,000.00 | 4,999,204.88 | (5,204.88 | ) | (1.62 | ) | — | — | 2.57 | 2.5849 | Monthly | 0 | 4,283.33 | 12122014 | 12152039 | |||||||||||
263534CF4 | EI DU PONT DE NEMOURS & CO CORP BND | 5,142,300 | 5,119,225 | 5,000,000.00 | 5,118,206.3 | 1,018.7 | (24,093.70 | ) | — | — | 2.75 | 0.8402 | Apr-Oct | 0 | 34,375 | 3222011 | 4012016 | ||||||||||||||
28336LBR9 | EL PASO LLC CORP BND | 2,428,386.4 | 2,419,124.22 | 2,140,000.00 | 2,428,386.4 | (9,262.18 | ) | — | — | — | 7.25 | 3.0493 | Jun-Dec | 0 | — | 12312014 | 6012018 | ||||||||||||||
283695BP8 | EL PASO NATURAL GAS COMPANY CORP BND | 1,925,592.5 | 1,931,488.69 | 1,790,000.00 | 1,924,336.28 | 7,152.41 | (1,256.22 | ) | — | — | 5.95 | 2.5481 | Apr-Oct | 0 | 2,070.93 | 12192014 | 4152017 | ||||||||||||||
28140DAA1 | ELAB_12-1 ABS 12-1 | 2 | 111,974.31 | 111,978.34 | 111,974.31 | 111,974.31 | 4.03 | 0.22 | — | — | 0.6195 | 0.6202 | Monthly | 269.23 | 8,649.85 | 9192012 | 6252022 | ||||||||||||||
BRSLX7XX4 | ELECTRICITE DE FRANCE SA SENIOR CORP BND | F | 3,163,264 | 3,198,259.01 | 3,200,000.00 | 3,169,863.66 | 28,395.35 | 6,599.66 | — | — | 2.15 | 2.3950 | Jan-Jul | 0 | 64,786.67 | 1132014 | 1222019 | ||||||||||||||
268317AJ3 | ELECTRICITE DE FRANCE SA SENIOR CORP BND 144A | F | 4,863,518.4 | 4,928,354.16 | 4,920,000.00 | 4,873,665.38 | 54,688.78 | 17,336.85 | — | — | 2.15 | 2.3950 | Jan-Jul | 0 | 170,260.89 | 1132014 | 1222019 |
532457BF4 | ELI LILLY AND COMPANY SENIOR CORP BND | 996,180 | 999,748.31 | 1,000,000.00 | 996,393.09 | 3,355.22 | 213.09 | — | — | 1.95 | 2.0400 | Mar-Sep | 0 | 4,875 | 2202014 | 3152019 | |||||||||||||||
268648AP7 | EMC CORP/ MASSACHUSETTS SENIOR CORP BND | 3,498,725 | 3,479,180.57 | 3,500,000.00 | 3,499,105.84 | (19,925.27 | ) | 257.60 | — | — | 1.875 | 1.8871 | Jun-Dec | 3,125.00 | 58,125 | 4022014 | 6012018 | ||||||||||||||
BRSP2R5D0 | EMERALD PERFORMANCE MATERIALS SENIOR SECURED TERM NOTES | 104,052.28 | 102,451.24 | 104,575.16 | 104,076.88 | (1,625.64 | ) | 24.60 | — | — | — | 0.0715 | M-J-S-D | 0 | 1,542.46 | 7232014 | 8012021 | ||||||||||||||
BRSMKZQU8 | EMPIRE GENERATING CO LLC | 78,681.63 | 78,284.24 | 79,476.39 | 78,761.78 | (477.54 | ) | 80.15 | — | — | — | 0.1438 | M-J-S-D | 0 | 2,943.93 | ||||||||||||||||
BRSMKZQ95 | EMPIRE GENERATING CO LLC SENIOR SECURED TERM LOAN | 1,119,311.72 | 1,113,658.63 | 1,130,617.90 | 1,120,451.99 | (6,793.36 | ) | 1,225.71 | — | — | — | 0.1438 | M-J-S-D | 0 | 42,081.81 | 3132014 | 3122021 | ||||||||||||||
BRSLJ8BU8 | ENDO LUXEMBOURG FINANCE I COMP | 143,192.93 | 140,674.47 | 143,912.50 | 143,274.87 | (2,600.4 | ) | 87.37 | — | — | — | 0.0710 | M-J-S-D | 0 | 3,913.01 | ||||||||||||||||
29270CYL3 | ENERGY NORTHWEST MUNITAX BND REV | 3,048,510 | 3,042,300 | 3,000,000.00 | 3,045,370.24 | (3,070.24 | ) | (3,139.76 | ) | — | — | 2.147 | 1.7001 | Jan-Jul | 0 | 16,102.5 | 8162012 | 7012018 | |||||||||||||
29358QAB5 | ENSCO PLC CORP BND | F | 1,029,690 | 1,019,270 | 1,000,000.00 | 1,024,494.71 | (5,224.71 | ) | (5,195.29 | ) | — | — | 3.25 | 1.1901 | Mar-Sep | 0 | 8,125 | 3082011 | 3152016 | ||||||||||||
BRSMRYMN4 | ENTEGRIS, INC. SENIOR SECURED TERM NOTES | 1,082,617.38 | 1,065,844.98 | 1,088,057.68 | 1,083,102.85 | (17,257.87 | ) | 1,564.73 | — | — | — | 0.0711 | M-J-S-D | 0 | 27,897.26 | 3252014 | 4302021 | ||||||||||||||
29372EAZ1 | ENTERPRISE FLEET FINANCING LLC AB_13-2-A3 144A | 2 | 299,978.79 | 301,760.99 | 300,000.00 | 299,984.42 | 1,776.57 | 2.84 | — | — | 1.51 | 1.5162 | Monthly | 138.42 | 4,530 | 8072013 | 3202019 | ||||||||||||||
29372EAY4 | ENTERPRISE FLEET FINANCING LLC ABS _13-2-A2 144A | 2 | 1,945,683.2 | 1,949,723.88 | 1,945,987.56 | 1,945,835.3 | 3,888.58 | 177.21 | — | — | 1.06 | 1.0695 | Monthly | 842.11 | 25,661.08 | 8072013 | 3202019 | ||||||||||||||
293791AR0 | ENTERPRISE PRODUCTS OPERATING CORP BND | 2,162,160 | 2,012,780 | 2,000,000.00 | 2,013,689.41 | (909.41 | ) | (121,858.54 | ) | — | — | 5 | 0.7839 | Mar-Sep | 66,666.66 | 146,111.11 | 3192013 | 3012015 | |||||||||||||
29379VBD4 | ENTERPRISE PRODUCTS OPERATING SENIOR CORP BND | 1 | 4,999,050 | 4,947,334.65 | 5,000,000.00 | 4,999,089.49 | (51,754.84 | ) | 39.49 | — | — | 2.55 | 2.5541 | Apr-Oct | 0 | 27,270.83 | 10022014 | 10152019 | |||||||||||||
BRSJGG5M3 | ENTRAVISION COMMUN CORP SENIOR SECURED TERM LOAN | 2,644,350.01 | 2,578,241.26 | 2,644,350.01 | 2,644,350.01 | (66,108.75 | ) | — | — | — | — | — | M-J-S-D | 0 | 110,173.98 | 8012013 | 5312020 | ||||||||||||||
BRSBYALT0 | ENVISION HEALTHCARE CORP TERM LOAN | 2 | 5,572,243.91 | 5,572,243.79 | 5,600,245.02 | 5,585,181.63 | (12,937.84 | ) | 4,607.27 | — | — | — | 0.0782 | F-M-A-N | 0 | 228,384.18 | 6252012 | 5252018 | |||||||||||||
295407YA2 | ERIE PA MUNITAX BND GO | 3,129,047 | 3,119,468 | 3,100,000.00 | 3,122,808.6 | (3,340.6 | ) | (6,238.40 | ) | — | — | 6.65 | 5.7696 | May-Nov | 0 | 51,537.5 | 12212001 | 11152015 | |||||||||||||
L0594VKM1 | EUROPEAN INVESTMENT BANK CORP BND EMTN | D | 3,265,258.05 | 3,261,178.77 | 1,850,000.00 | 3,261,295.85 | (117.08 | ) | (23,002.50 | ) | — | (4,803.55 | ) | 4.75 | 1.2383 | October | 7,482.30 | 38,958.14 | 12152014 | 10152018 | |||||||||||
L0593NQJ1 | EUROPEAN INVESTMENT BANK SENIOR CORP BND | D | 2,407,935.08 | 2,400,522.51 | 1,280,000.00 | 2,401,740.79 | (1,218.28 | ) | (6,194.29 | ) | — | (3,537.51 | ) | 8.75 | 0.9913 | August | 0 | 6,801.42 | 12152014 | 8252017 | |||||||||||
298785GH3 | EUROPEAN INVESTMENT BANK SENIOR CORP BND | F | 9,955,000 | 10,109,300.2 | 10,000,000.00 | 9,961,490.96 | 147,809.24 | 6,490.96 | — | — | 1.875 | 1.9710 | Mar-Sep | 0 | 137,500 | 4022014 | 3152019 | ||||||||||||||
298785FN1 | EUROPEAN INVESTMENT BANK SENIOR CORP BND | F | 15,606,900 | 15,404,700 | 15,000,000.00 | 15,390,942.14 | 13,757.86 | (215,957.86 | ) | — | — | 2.5 | 0.5910 | May-Nov | 0 | 285,416.67 | 3242014 | 5162016 | |||||||||||||
299227L63 | EVANSTON ILL MUNI BND GO | 1 | 1,541,552 | 1,528,645.75 | 1,475,000.00 | 1,528,196.15 | 449.6 | (13,355.85 | ) | — | — | 4.5 | 0.8699 | Jan-Jul | 0 | 16,593.75 | 12192006 | 1012018 | |||||||||||||
299227L55 | EVANSTON ILL MUNI BND GO | 1 | 1,562,992.6 | 1,548,102.4 | 1,495,000.00 | 1,549,324.03 | (1,221.63 | ) | (13,668.57 | ) | — | — | 4.25 | 0.5999 | Jan-Jul | 0 | 15,884.37 | 12192006 | 1012017 | ||||||||||||
300141AC2 | EVERGLADES RE LTD CORP BND 144A | F | 4,020,000 | 4,195,920 | 4,000,000.00 | 4,017,477.78 | 178,442.22 | (2,522.22 | ) | — | — | 7.515 | 7.3788 | M-J-S-D | 0 | 862,852.2 | 7252014 | 4282017 | |||||||||||||
300569GY0 | EWING TWP N J SCH DIST MUNITAX BND GO | 1,477,604.7 | 1,469,778.75 | 1,485,000.00 | 1,478,062.98 | (8,284.23 | ) | 458.28 | — | — | 1.596 | 1.7253 | Apr-Oct | 0 | 5,925.15 | 3082013 | 10012018 | ||||||||||||||
BRSL2KC12 | EXCELITAS TECHNOLOGIES COR SENIOR SECURED TERM NOTES | 4,086,459.77 | 4,100,205.12 | 4,127,737.13 | 4,092,850.94 | 7,354.18 | 9,161.99 | — | — | — | 0.1436 | M-J-S-D | 0 | 339,612.51 | 12052013 | 10302020 | |||||||||||||||
BRSPRVAJ5 | EXGEN TEXAS POWER LLC SENIOR SECURED TERM LOAN | 1 | 1,316,333.34 | 1,319,657.41 | 1,329,629.63 | 1,316,821.5 | 2,835.91 | 525.20 | — | — | — | 0.1420 | M-J-S-D | 0 | 19,805.56 | 9162014 | 9182021 | ||||||||||||||
30219GAD0 | EXPRESS SCRIPTS HOLDING CO SENIOR CORP BND | 4,067,024.68 | 4,195,661.78 | 4,100,000.00 | 4,082,430.61 | 113,231.17 | 7,921.18 | — | — | 2.65 | 2.8596 | Feb-Aug | 41,045.56 | 108,650 | 1142013 | 2152017 |
30219GAH1 | EXPRESS SCRIPTS HOLDING CO SENIOR CORP BND | 7,990,555.5 | 7,963,592.91 | 8,050,000.00 | 7,994,306.37 | (30,713.46 | ) | 3,799.03 | — | — | 2.25 | 2.3010 | Jun-Dec | 0 | 81,125 | 7222014 | 6152019 | ||||||||||||||
30231GAD4 | EXXON MOBIL CORP SENIOR CORP BND | 1 | 2,050,000 | 2,040,337.45 | 2,050,000.00 | 2,050,000 | (9,662.55 | ) | — | — | — | 1.819 | 1.8190 | Mar-Sep | 0 | 29,106.53 | 3172014 | 3152019 | |||||||||||||
30231GAA0 | EXXON MOBIL CORP SENIOR CORP BND | 2,905,046 | 2,915,394.3 | 2,900,000.00 | 2,904,355.51 | 11,038.79 | (851.80 | ) | — | — | 0.921 | 0.8520 | Mar-Sep | 0 | 11,543.19 | 8202014 | 3152017 | ||||||||||||||
30231GAB8 | EXXON MOBIL CORP SENIOR CORP BND | 5,000,000 | 4,996,450.05 | 5,000,000.00 | 5,000,000 | (3,549.95 | ) | — | — | — | 0.2806 | 0.2806 | M-J-S-D | 0 | 10,906.21 | 9182014 | 3152017 | ||||||||||||||
31398SKX0 | FANNIE MAE FNMA_10-142 AGENCY CMO 10-142 FM | 2 | 738,401.74 | 738,735.39 | 736,560.32 | 738,405.14 | 330.25 | (763.75 | ) | — | — | 0.6395 | 0.5708 | Monthly | 107.23 | 5,373.73 | 8152013 | 12252040 | |||||||||||||
G3401LAB1 | FCE BANK PLC SENIOR LOCAL BND EMTN | D | 1,193,355.47 | 1,178,722.23 | 710,000.00 | 1,190,472.37 | (11,750.14 | ) | (3,217.13 | ) | — | (10,031.01 | ) | 4.825 | 1.6157 | February | 0 | 5,105.32 | 11272014 | 2152017 | |||||||||||
G33365SX9 | FCE BANK PLC SENIOR LOCAL BND EMTN | D | 1,652,000.81 | 1,528,659.9 | 950,000.00 | 1,604,784.03 | (76,124.13 | ) | (59,017.84 | ) | — | (78,504.18 | ) | 5.125 | 1.5879 | November | 0 | 87,765.72 | 2072014 | 11162015 | |||||||||||
3133EDRU8 | FEDERAL FARM CREDIT BANKS AGENCY BND | 1 | 2,986,380 | 3,009,107.4 | 3,000,000.00 | 2,987,078.21 | 22,029.19 | 698.21 | — | — | 1.95 | 2.0486 | Feb-Aug | 0 | 14,625 | 9122014 | 8052019 | ||||||||||||||
3133EDZ96 | FEDERAL FARM CREDIT BANKS AGENCY BND | 1 | 4,741,204.5 | 4,706,885.63 | 4,750,000.00 | 4,741,615.31 | (34,729.68 | ) | 410.81 | — | — | 1.6 | 1.6480 | Apr-Oct | 0 | 14,355.57 | 10162014 | 10232018 | |||||||||||||
BRSMTTCL8 | FEDERAL-MOGUL HOLDINGS CORP SENIOR SECURED TERM LOAN | 1 | 1,696,023.35 | 1,695,597.21 | 1,704,546.08 | 1,696,861.35 | (1,264.14 | ) | 1,947.11 | — | — | — | 0.0709 | M-J-S-D | 0 | 119,801.19 | 4032014 | 4152021 | |||||||||||||
BRSP9DQP4 | FERRO CORP SENIOR SECURED TERM NOTES | 441,116.67 | 437,237.5 | 443,333.33 | 441,227.72 | (3,990.22 | ) | 116.61 | — | — | — | 0.0714 | M-J-S-D | 0 | 6,696.29 | 7302014 | 7312021 | ||||||||||||||
313383V81 | FHLB AGENCY BND | 1,499,940 | 1,501,740 | 1,500,000.00 | 1,499,980.65 | 1,759.35 | 29.34 | — | — | 0.375 | 0.3770 | Feb-Aug | 1,921.88 | 5,625 | 8082013 | 8282015 | |||||||||||||||
3130A1CD8 | FHLB AGENCY BND | 1 | 2,019,500 | 2,010,699.92 | 2,000,000.00 | 2,010,087.59 | 612.33 | (9,412.41 | ) | — | — | 1.125 | 0.4392 | Mar-Sep | 0 | 15,437.5 | 4232014 | 9282016 | |||||||||||||
313382K85 | FHLB AGENCY BND | 2,997,150 | 3,001,380.3 | 3,000,000.00 | 2,998,845.74 | 2,534.56 | 949.04 | — | — | 0.45 | 0.4819 | Mar-Sep | 3,862.50 | 13,500 | 3132013 | 3182016 | |||||||||||||||
3130A0C65 | FHLB AGENCY BND | 3,841,645 | 3,843,416.59 | 3,850,000.00 | 3,844,628.71 | (1,212.12 | ) | 2,995.89 | — | — | 0.625 | 0.7179 | Jun-Dec | 263.03 | 29,270.84 | 12032013 | 12282016 | ||||||||||||||
3130A3HF4 | FHLB AGENCY BND | 4,985,969.52 | 4,984,849.96 | 5,000,000.00 | 4,986,073.43 | (1,223.47 | ) | 103.91 | — | — | 1.125 | 1.2217 | Jun-Dec | 0 | 1,093.76 | 12232014 | 12082017 | ||||||||||||||
3130A3J70 | FHLB AGENCY BND | 9,996,000 | 9,993,399.81 | 10,000,000.00 | 9,996,244.5 | (2,844.69 | ) | 244.50 | — | — | 0.625 | 0.6450 | May-Nov | 0 | 7,638.88 | 11142014 | 11232016 | ||||||||||||||
313370SZ2 | FHLB UNSEC AGENCY BND | 11,244,219.1 | 11,240,842.89 | 10,900,000.00 | 11,208,847.03 | 31,995.86 | (35,567.68 | ) | — | — | 2.25 | 1.1865 | Mar-Sep | 0 | 76,056.25 | 9112014 | 9082017 | ||||||||||||||
3137EADQ9 | FHLMC AGENCY BND | 2,949,823 | 2,948,082.5 | 2,950,000.00 | 2,949,922.86 | (1,840.36 | ) | 86.90 | — | — | 0.5 | 0.5019 | May-Nov | 3,518.00 | 22,824.31 | 3062013 | 5132016 | ||||||||||||||
3137EADH9 | FHLMC AGENCY BND | 4,502,205 | 4,505,355.14 | 4,500,000.00 | 4,501,953.18 | 3,401.96 | (251.82 | ) | — | — | 1 | 0.9823 | Jun-Dec | 0 | 15,250 | 8282014 | 6292017 | ||||||||||||||
3134G3J76 | FHLMC AGENCY BND | 7,002,107 | 7,011,479.3 | 7,000,000.00 | 7,000,479.94 | 10,999.36 | (712.49 | ) | — | — | 0.45 | 0.4398 | Mar-Sep | 10,237.50 | 31,500 | 9142012 | 9042015 | ||||||||||||||
3137EACH0 | FHLMC AGENCY BND | 8,563,258.24 | 8,022,400 | 8,000,000.00 | 8,018,449.93 | 3,950.07 | (173,664.93 | ) | — | — | 2.875 | 0.6913 | Feb-Aug | 90,722.22 | 230,000 | 11022011 | 2092015 | ||||||||||||||
31398QHE0 | FHLMC AGENCY CMBS_ _K007-A1 | 2 | 3,681,564.04 | 3,663,694.22 | 3,519,760.65 | 3,671,229.01 | (7,534.79 | ) | (13,659.97 | ) | — | — | 3.342 | 1.0764 | Monthly | 0 | 29,609.64 | 6102010 | 12252019 | ||||||||||||
31398JZR7 | FHLMC AGENCY CMBS_K004-A1 | 2 | 1,222,963.4 | 1,218,427.18 | 1,163,729.56 | 1,219,593.87 | (1,166.69 | ) | (6,042.35 | ) | — | — | 3.413 | 1.1782 | Monthly | 0 | 10,079.32 | 10072009 | 5252019 | ||||||||||||
31398WV35 | FHLMC AGENCY CMO 3654 | 2 | 70,760.6 | 69,719.16 | 65,938.82 | 68,753.11 | 966.05 | (1,833.08 | ) | — | — | 5 | 1.6039 | Monthly | 389.18 | 3,902.66 | 2012012 | 11152028 | |||||||||||||
3137APVD9 | FHLMC AGENCY CMO_ _40-54-AE | 2 | 2,235,632.61 | 2,224,726.43 | 2,278,769.73 | 2,236,260 | (11,533.57 | ) | 2,593.00 | — | — | 1.5 | 1.9394 | Monthly | 0 | 8,681.83 | 5162012 | 4152027 | |||||||||||||
31395PE73 | FHLMC AGENCY CMO__2943-VC | 2 | 996,250.75 | 987,741.88 | 974,557.10 | 992,330 | (4,588.12 | ) | (9,721.14 | ) | — | — | 5 | 1.2170 | Monthly | 0 | 13,211.42 | 8122005 | 3152025 |
3137AVCQ8 | FHLMC AGENCY CMO__4120-GP | 2 | 2,232,829.09 | 2,314,292.85 | 2,478,965.58 | 2,235,414.1 | 78,878.75 | 8,981.46 | — | — | 1.5 | 3.6742 | Monthly | 0 | 9,372.78 | 1152013 | 10152032 | ||||||||||||||
31393PLP7 | FHLMC AGENCY CMO_2602-WC | 2 | 478,440.16 | 475,326.95 | 453,291.54 | 476,745.8 | (1,418.85 | ) | (5,126.29 | ) | — | — | 5 | 0.8868 | Monthly | 0 | 5,917.56 | 2162005 | 4152018 | ||||||||||||
31395HJ43 | FHLMC AGENCY CMO_2877-AL | 2 | 839,182.89 | 841,313.41 | 778,130.75 | 838,109.13 | 3,204.28 | (5,443.49 | ) | — | — | 5 | 2.0502 | Monthly | 0 | 9,962.62 | 8122005 | 10152024 | |||||||||||||
31396CLF5 | FHLMC AGENCY CMO_3054 DW | 2 | 4,107.69 | 4,138.03 | 4,123.15 | 4,113.91 | 24.12 | 44.14 | — | — | 5.5 | 5.6498 | Monthly | 98.31 | 630.24 | 6172008 | 5152034 | ||||||||||||||
3137A0MS1 | FHLMC AGENCY CMO_3688-JA | 2 | 907,083.04 | 908,331.25 | 880,885.50 | 905,716.26 | 2,614.99 | (5,715.16 | ) | — | — | 3.5 | 1.7899 | Monthly | 0 | 8,104.2 | 7142010 | 1152030 | |||||||||||||
3137A3QQ5 | FHLMC AGENCY CMO_37 62-PQ | 2 | 879,270.91 | 847,247.63 | 839,752.17 | 879,045.67 | (31,798.04 | ) | (3,304.45 | ) | — | — | 4 | 2.8613 | Monthly | 0 | 8,506.58 | 12012010 | 11152040 | ||||||||||||
3137A2QN4 | FHLMC AGENCY CMO_37-60-NA | 2 | 748,221.85 | 748,182.37 | 731,006.64 | 747,361.65 | 820.72 | (2,033.79 | ) | — | — | 3 | 1.4558 | Monthly | 0 | 5,600.45 | 8202013 | 10152037 | |||||||||||||
3137ALG60 | FHLMC AGENCY CMO_4004-AE | 2 | 2,030,176.43 | 1,997,671.96 | 2,049,979.23 | 2,030,435.2 | (32,763.24 | ) | 1,067.42 | — | — | 1.75 | 1.9825 | Monthly | 0 | 9,092.31 | 3132012 | 2152027 | |||||||||||||
3133TJP56 | FHLMC CMO AGENCY CMO_2130 QS | 2 | 830,908.82 | 894,909.86 | 819,386.21 | 828,329.42 | 66,580.44 | (4,047.27 | ) | — | — | 6 | 5.6570 | Monthly | 5,349.30 | 55,260.77 | 2062007 | 3152029 | |||||||||||||
31395EBR7 | FHLMC CMO_2839 TC | 2 | 2,868,738.68 | 2,869,302.11 | 2,721,892.57 | 2,861,172.37 | 8,129.74 | (22,272.38 | ) | — | — | 5 | 1.6571 | Monthly | 0 | 35,197.01 | 5192005 | 8152019 | |||||||||||||
31395EC47 | FHLMC CMO_2839 TS | 2 | 852,705.27 | 836,658.72 | 793,675.63 | 836,635.9 | 22.82 | (33,842.42 | ) | — | — | 5 | 1.4771 | Monthly | 4,912.07 | 48,116.88 | 3072013 | 8152019 | |||||||||||||
31395KJS3 | FHLMC CMO_2902 DE | 2 | 3,487,380.24 | 3,495,459.01 | 3,293,430.13 | 3,479,035.1 | 16,423.91 | (25,534.36 | ) | — | — | 5 | 1.7748 | Monthly | 0 | 42,337.15 | 2182005 | 12152019 | |||||||||||||
31397Y5H0 | FHLMC CMO_3484 DA | 2 | 56,898.79 | 54,767.23 | 54,693.94 | 54,682.8 | 84.43 | (4,969.59 | ) | — | — | 5 | 3.0972 | Monthly | 2,359.42 | 13,594.12 | 6012009 | 9152022 | |||||||||||||
31398QNB9 | FHLMC CMO_3676 CA | 2 | 112,443.65 | 112,484.7 | 110,039.30 | 112,095.83 | 388.87 | (842.16 | ) | — | — | 4 | 1.0632 | Monthly | 0 | 1,179.6 | 6082010 | 7152024 | |||||||||||||
3137A22H3 | FHLMC CMO_3745 BP | 2 | 1,631,780.04 | 1,609,561.03 | 1,552,907.85 | 1,630,237.98 | (20,676.95 | ) | (6,922.74 | ) | — | — | 3.5 | 1.6560 | Monthly | 0 | 13,894.67 | 10132010 | 8152025 | ||||||||||||
3137AAGA5 | FHLMC CMO_3857 GL | 2 | 996,266.46 | 989,502.1 | 967,305.34 | 995,937.18 | (6,435.08 | ) | (2,436.34 | ) | — | — | 3 | 1.9065 | Monthly | 0 | 7,406.56 | 7122011 | 5152040 | ||||||||||||
3137ARH58 | FHLMC CMO_4057 CD | 2 | 3,845,600.05 | 3,853,528.39 | 3,968,136.10 | 3,847,281.98 | 6,246.41 | 5,921.31 | — | — | 2 | 2.7269 | Monthly | 0 | 20,034.82 | 9052013 | 4152039 | ||||||||||||||
3137AYWS6 | FHLMC CMO_41-70 JA | 2 | 1,710,348.39 | 1,732,260.43 | 1,752,962.92 | 1,711,309.77 | 20,950.66 | 1,894.47 | — | — | 2 | 2.5007 | Monthly | 0 | 8,811.64 | 3072013 | 11152032 | ||||||||||||||
3137B2BP4 | FHLMC CMO_42-3 BN | 2 | 1,926,417.89 | 1,952,017.65 | 1,953,136.80 | 1,926,834.11 | 25,183.54 | 416.22 | — | — | 3 | 3.2780 | Monthly | 0 | 14,648.52 | 5232013 | 4152033 | ||||||||||||||
3137B7TL3 | FHLMC CMO_4306 A | 2 | 4,785,206.73 | 4,830,298.56 | 4,633,833.30 | 4,781,858.43 | 48,440.13 | (6,195.70 | ) | — | — | 3.5 | 2.9140 | Monthly | 0 | 40,777.88 | 2202014 | 3152041 | |||||||||||||
3137AUDW6 | FHLMC PAC AGENCY CMO 4105-MG | 2 | 637,694.88 | 625,430.15 | 617,248.52 | 637,047.64 | (11,617.49 | ) | (773.21 | ) | — | — | 3 | 2.1664 | Monthly | 0 | 2,526.45 | 11062014 | 11152040 | ||||||||||||
3128JLHB8 | FHLMC POOL # 1B1225 | 2 | 38,846.52 | 41,276.5 | 39,450.08 | 38,877.01 | 2,399.49 | 122.27 | — | — | 2.25 | 2.6830 | Monthly | 94.88 | 1,048.47 | 4022007 | 9012033 | ||||||||||||||
3128JMW45 | FHLMC POOL # 1B2566 | 2 | 60,708.13 | 65,978.34 | 61,185.37 | 60,730.84 | 5,247.5 | 46.33 | — | — | 2.4 | 2.5361 | Monthly | 143.41 | 1,612.63 | 4022007 | 11012034 | ||||||||||||||
3128JMXM4 | FHLMC POOL # 1B2583 | 2 | 1,136,982.36 | 1,215,817.58 | 1,149,605.03 | 1,137,838.19 | 77,979.39 | 1,893.72 | — | — | 2.4 | 2.6021 | Monthly | 2,828.57 | 31,636.93 | 9172008 | 10012034 | ||||||||||||||
3128JMY68 | FHLMC POOL # 1B2632 | 2 | 71,515.92 | 78,199.8 | 72,078.14 | 71,540.51 | 6,659.29 | 47.70 | — | — | 2.488 | 2.6286 | Monthly | 167.09 | 1,914.77 | 4032007 | 11012034 | ||||||||||||||
3128JMZG5 | FHLMC POOL # 1B2642 | 2 | 108,517.81 | 116,832.77 | 109,370.92 | 108,560.71 | 8,272.06 | 100.35 | — | — | 2.407 | 2.5373 | Monthly | 260.34 | 2,931.75 | 4022007 | 11012034 | ||||||||||||||
3128JNAL9 | FHLMC POOL # 1B2810 | 2 | 137,176.58 | 149,406.42 | 138,604.19 | 137,244 | 12,162.42 | 142.57 | — | — | 2.524 | 2.7374 | Monthly | 355.73 | 3,702.26 | 4022007 | 2012035 |
3128NCB37 | FHLMC POOL # 1G0058 | 2 | 147,235.61 | 158,074.17 | 147,581.51 | 147,228.28 | 10,845.89 | 75.17 | — | — | 2.449 | 2.4460 | Monthly | 390.63 | 4,005.12 | 9172008 | 1012035 | ||||||||||||||
3128NCD68 | FHLMC POOL # 1G0125 | 2 | 1,271,682.31 | 1,392,022.27 | 1,298,877.55 | 1,273,684.17 | 118,338.1 | 3,496.89 | — | — | 2.332 | 2.7905 | Monthly | 3,287.90 | 33,214.17 | 12132005 | 3012035 | ||||||||||||||
3128NCMS0 | FHLMC POOL # 1G0369 | 2 | 219,237.01 | 231,765.03 | 218,146.27 | 219,119.85 | 12,645.18 | (58.96 | ) | — | — | 2.23 | 2.0606 | Monthly | 484.56 | 5,509.48 | 8272008 | 10012035 | |||||||||||||
3128QJLG9 | FHLMC POOL # 1G1227 | 2 | 178,140.19 | 186,656.75 | 174,647.28 | 177,788.68 | 8,868.07 | (269.53 | ) | — | — | 2.378 | 1.9597 | Monthly | 407.79 | 4,625.57 | 1042008 | 10012036 | |||||||||||||
3128QJRN8 | FHLMC POOL # 1G1393 | 2 | 988,685.84 | 1,016,133.71 | 948,981.84 | 986,366.08 | 29,767.63 | (8,357.53 | ) | — | — | 2.539 | 1.6805 | Monthly | 2,685.53 | 25,918.72 | 3092012 | 12012036 | |||||||||||||
3128QJ3B0 | FHLMC POOL # 1G1694 | 2 | 1,164,508.44 | 1,260,661.38 | 1,182,007.71 | 1,165,492.69 | 95,168.69 | 1,095.10 | — | — | 2.159 | 2.4499 | Monthly | 2,590.93 | 27,371.15 | 8102007 | 4012037 | ||||||||||||||
31342AZE2 | FHLMC POOL # 780741 | 2 | 362,175.04 | 374,549.61 | 351,040.48 | 361,544.51 | 13,005.1 | (2,074.26 | ) | — | — | 2.375 | 1.2640 | Monthly | 829.58 | 8,718.29 | 11162009 | 7012033 | |||||||||||||
31342A6F1 | FHLMC POOL # 780870 | 2 | 234,505.71 | 253,959.92 | 238,149.38 | 234,682.36 | 19,277.56 | 824.98 | — | — | 2.36 | 2.8008 | Monthly | 583.19 | 6,214.33 | 2222012 | 9012033 | ||||||||||||||
31349SJK0 | FHLMC POOL # 781166 | 2 | 524,465.06 | 565,284.32 | 533,149.57 | 525,070.61 | 40,213.71 | 1,350.29 | — | — | 2.355 | 2.7252 | Monthly | 1,273.37 | 13,594.56 | 1092006 | 1012034 | ||||||||||||||
31349UCW6 | FHLMC POOL # 782785 | 2 | 114,568.76 | 122,870.9 | 115,469.44 | 114,617.89 | 8,253.01 | 164.95 | — | — | 2.232 | 2.3628 | Monthly | 256.82 | 2,832.71 | 4022007 | 10012034 | ||||||||||||||
31349UEJ3 | FHLMC POOL # 782837 | 2 | 192,914.91 | 208,572.82 | 194,431.49 | 192,982.68 | 15,590.14 | 328.42 | — | — | 2.375 | 2.5191 | Monthly | 476.17 | 5,168.15 | 4022007 | 11012034 | ||||||||||||||
31349UJL3 | FHLMC POOL # 782967 | 2 | 68,861.68 | 74,868.61 | 69,899.25 | 68,921.69 | 5,946.92 | 140.51 | — | — | 2.375 | 2.7184 | Monthly | 164.48 | 1,783.72 | 9302008 | 1012035 | ||||||||||||||
31349ULB2 | FHLMC POOL # 783022 | 2 | 208,514.33 | 225,395.16 | 210,376.18 | 208,598.6 | 16,796.56 | 328.25 | — | — | 2.375 | 2.5520 | Monthly | 503.57 | 5,470.27 | 4022007 | 2012035 | ||||||||||||||
31295NXK9 | FHLMC POOL # 789682 | 2 | 28,110.3 | 30,586.99 | 28,272.64 | 28,118.39 | 2,468.6 | 7.04 | — | — | 2.352 | 2.4381 | Monthly | 57.84 | 678.42 | 8102006 | 9012032 | ||||||||||||||
3128JRJS6 | FHLMC POOL # 847473 | 2 | 1,337,928.57 | 1,434,068.15 | 1,343,386.10 | 1,338,023.71 | 96,044.44 | 869.32 | — | — | 2.353 | 2.3969 | Monthly | 3,078.85 | 34,183.42 | 9262007 | 12012035 | ||||||||||||||
3128JRKQ8 | FHLMC POOL # 847503 | 2 | 643,180.44 | 698,784.24 | 658,564.10 | 643,951.48 | 54,832.76 | 2,213.35 | — | — | 2.286 | 2.9682 | Monthly | 1,594.19 | 16,652.73 | 5312006 | 12012035 | ||||||||||||||
3128JRPZ3 | FHLMC POOL # 847640 | 2 | 256,391.29 | 277,015.12 | 257,796.29 | 256,435.51 | 20,579.61 | 193.17 | — | — | 2.374 | 2.4552 | Monthly | 644.79 | 6,691.75 | 11132006 | 5012036 | ||||||||||||||
3128JRP26 | FHLMC POOL # 847641 | 2 | 389,618.69 | 420,569.62 | 392,760.76 | 389,815.34 | 30,754.28 | 479.67 | — | — | 2.365 | 2.4948 | Monthly | 932.28 | 9,954.24 | 2222012 | 12012033 | ||||||||||||||
3128JR6Z4 | FHLMC POOL # 848088 | 2 | 5,584,223.37 | 5,691,980.3 | 5,314,353.85 | 5,571,319.37 | 120,660.93 | (48,448.92 | ) | — | — | 2.37 | 0.9620 | Monthly | 12,716.74 | 137,426.51 | 3082011 | 4012035 | |||||||||||||
31300L3D5 | FHLMC POOL # 848896 | 2 | 1,807,990.92 | 1,798,424.96 | 1,718,826.78 | 1,806,662.7 | (8,237.74 | ) | (22,771.60 | ) | — | — | 2.949 | 1.3133 | Monthly | 5,324.81 | 56,770.04 | 4222013 | 5012042 | ||||||||||||
3128KWBZ5 | FHLMC POOL # A65456 | 2 | 11,196.7 | 12,510.04 | 10,775.77 | 11,172.3 | 1,337.74 | (116.06 | ) | — | — | 6 | 5.0304 | Monthly | 68.36 | 732.49 | 2042009 | 9012037 | |||||||||||||
3128KWFX6 | FHLMC POOL # A65582 | 2 | 23,885.11 | 26,686.77 | 22,987.17 | 23,831.73 | 2,855.04 | (273.08 | ) | — | — | 6 | 5.0667 | Monthly | 149.00 | 1,504.78 | 2042009 | 9012037 | |||||||||||||
3128KWFY4 | FHLMC POOL # A65583 | 2 | 24,359.04 | 27,216.31 | 23,443.30 | 24,305.69 | 2,910.62 | (255.49 | ) | — | — | 6 | 5.0490 | Monthly | 149.10 | 1,632.15 | 2042009 | 9012037 | |||||||||||||
3128KWNV1 | FHLMC POOL # A65804 | 2 | 347,405.12 | 397,607.66 | 343,460.68 | 347,135.07 | 50,472.59 | (5,436.00 | ) | — | — | 6 | 5.7075 | Monthly | 4,156.52 | 27,307.89 | 11022007 | 9012037 | |||||||||||||
3128KWNX7 | FHLMC POOL # A65806 | 2 | 877,983.73 | 1,004,858.71 | 868,015.12 | 877,315.54 | 127,543.17 | (3,240.86 | ) | — | — | 6 | 5.7032 | Monthly | 5,719.21 | 63,312.29 | 11022007 | 9012037 | |||||||||||||
3128KWTK9 | FHLMC POOL # A65954 | 2 | 28,470.41 | 31,809.89 | 27,400.07 | 28,403.06 | 3,406.83 | (325.41 | ) | — | — | 6 | 5.1308 | Monthly | 177.10 | 1,862.52 | 2042009 | 9012037 | |||||||||||||
3128KWTP8 | FHLMC POOL # A65958 | 2 | 19,076.05 | 21,313.65 | 18,358.93 | 19,034.35 | 2,279.3 | (348.11 | ) | — | — | 6 | 5.0468 | Monthly | 136.32 | 1,316.09 | 2042009 | 9012037 |
3128KWTZ6 | FHLMC POOL # A65968 | 2 | 21,296.73 | 23,794.76 | 20,496.08 | 21,250.7 | 2,544.06 | (215.13 | ) | — | — | 6 | 5.0253 | Monthly | 129.23 | 1,360.31 | 2042009 | 9012037 | |||||||||||||
3128KWT29 | FHLMC POOL # A65969 | 2 | 17,211.56 | 19,230.43 | 16,564.51 | 17,174.52 | 2,055.91 | (242.62 | ) | — | — | 6 | 5.0246 | Monthly | 113.65 | 1,085.19 | 2042009 | 9012037 | |||||||||||||
3128KW5Q2 | FHLMC POOL # A66255 | 2 | 358,013.11 | 402,778.52 | 353,948.25 | 357,714.48 | 45,064.04 | (3,089.83 | ) | — | — | 6 | 5.7336 | Monthly | 3,127.59 | 31,038.19 | 11022007 | 9012037 | |||||||||||||
3128KYXE4 | FHLMC POOL # A67877 | 2 | 22,172.75 | 24,773.57 | 21,339.20 | 22,120.2 | 2,653.37 | (97.38 | ) | — | — | 6 | 5.0881 | Monthly | 117.32 | 1,372.15 | 2042009 | 4012037 | |||||||||||||
312929CM2 | FHLMC POOL # A82776 | 2 | 8,018.46 | 8,956.19 | 7,717.00 | 8,000.78 | 955.41 | (66.52 | ) | — | — | 6 | 5.1576 | Monthly | 46.57 | 472.03 | 2042009 | 1012039 | |||||||||||||
312930LH1 | FHLMC POOL # A83928 | 2 | 17,198.56 | 19,209.89 | 16,551.99 | 17,161.7 | 2,048.19 | (68.40 | ) | — | — | 6 | 5.1403 | Monthly | 90.38 | 1,041.91 | 2042009 | 1012039 | |||||||||||||
312930LQ1 | FHLMC POOL # A83935 | 2 | 36,379.63 | 40,634.17 | 35,011.98 | 36,296.26 | 4,337.91 | (341.81 | ) | — | — | 6 | 5.2048 | Monthly | 217.07 | 2,279.99 | 2042009 | 1012039 | |||||||||||||
312930RC6 | FHLMC POOL # A84083 | 2 | 20,772.15 | 23,219.36 | 19,991.25 | 20,717.07 | 2,502.29 | (123.42 | ) | — | — | 6 | 5.3063 | Monthly | 114.07 | 1,265.52 | 2042009 | 1012039 | |||||||||||||
312930RV4 | FHLMC POOL # A84100 | 2 | 10,649.95 | 11,895.46 | 10,249.59 | 10,625.53 | 1,269.93 | (66.10 | ) | — | — | 6 | 5.1938 | Monthly | 58.89 | 626.63 | 2042009 | 1012039 | |||||||||||||
312930TB6 | FHLMC POOL # A84146 | 2 | 10,996.8 | 12,292.37 | 10,583.40 | 10,973.33 | 1,319.04 | (70.40 | ) | — | — | 6 | 5.1334 | Monthly | 61.21 | 641.02 | 2042009 | 1012039 | |||||||||||||
31292KJH1 | FHLMC POOL # C02964 | 2 | 1,559.74 | 1,742.7 | 1,501.11 | 1,556.25 | 186.45 | (12.89 | ) | — | — | 6 | 5.0465 | Monthly | 9.07 | 99.84 | 2042009 | 7012037 | |||||||||||||
31292SA91 | FHLMC POOL # C09032 | 2 | 1,152,777.78 | 1,179,051.89 | 1,132,516.35 | 1,152,600.64 | 26,451.25 | (638.10 | ) | — | — | 3.5 | 3.2147 | Monthly | 0 | 11,562.28 | 9122014 | 2012043 | |||||||||||||
3128M4HY2 | FHLMC POOL # G02647 | 2 | 451,724.28 | 510,709.59 | 457,949.52 | 451,988.1 | 58,721.49 | 2,873.95 | — | — | 5.5 | 5.9681 | Monthly | 3,091.51 | 29,819.64 | 4092007 | 2012037 | ||||||||||||||
3128M4ZG1 | FHLMC POOL # G03143 | 2 | 2,931.38 | 3,275.2 | 2,821.16 | 2,924.7 | 350.5 | (27.81 | ) | — | — | 6 | 5.0655 | Monthly | 17.52 | 185.86 | 2042009 | 7012037 | |||||||||||||
3128M5HK9 | FHLMC POOL # G03534 | 2 | 4,540,342.44 | 5,073,479.34 | 4,418,152.83 | 4,532,662.36 | 540,816.98 | (38,267.13 | ) | — | — | 6.5 | 5.8002 | Monthly | 31,229.99 | 323,632.97 | 11062007 | 10012037 | |||||||||||||
3128M6UB2 | FHLMC POOL # G04778 | 2 | 71,136.38 | 79,455.66 | 68,462.08 | 70,978.11 | 8,477.55 | (599.21 | ) | — | — | 6 | 5.1260 | Monthly | 415.28 | 4,510.66 | 2042009 | 7012038 | |||||||||||||
3128M7AZ9 | FHLMC POOL # G05124 | 2 | 177,712.52 | 198,495.71 | 171,031.60 | 177,327 | 21,168.71 | (1,871.31 | ) | — | — | 6 | 5.1394 | Monthly | 1,087.60 | 11,456.76 | 2042009 | 12012038 | |||||||||||||
3128M92M3 | FHLMC POOL # G07680 | 2 | 4,277,334.75 | 4,334,136.42 | 4,046,554.67 | 4,275,116.62 | 59,019.8 | (10,744.87 | ) | — | — | 4 | 3.1222 | Monthly | 0 | 62,252.55 | 8122014 | 4012044 | |||||||||||||
3128MJUW8 | FHLMC POOL # G08596 | 2 | 4,623,811.65 | 4,625,028.19 | 4,264,648.31 | 4,620,664.84 | 4,363.35 | (12,742.55 | ) | — | — | 4.5 | 2.4278 | Monthly | 0 | 70,796.22 | 8152014 | 7012044 | |||||||||||||
3128MJU81 | FHLMC POOL # G08606 | 2 | 5,173,353.46 | 5,269,081.49 | 4,939,499.05 | 5,171,181.8 | 97,899.69 | (4,389.14 | ) | — | — | 4 | 3.0825 | Monthly | 0 | 42,422.65 | 9182014 | 9012044 | |||||||||||||
3128MBBR7 | FHLMC POOL # G12548 | 2 | 487,661.05 | 518,021.9 | 486,596.64 | 487,068.22 | 30,953.68 | (382.72 | ) | — | — | 5.5 | 5.4092 | Monthly | 3,065.68 | 30,970.72 | 3302007 | 1012022 | |||||||||||||
3128MBU70 | FHLMC POOL # G13106 | 2 | 608,128.6 | 599,690.05 | 567,019.67 | 601,718.86 | (2,028.81 | ) | (22,086.08 | ) | — | — | 5 | 2.1440 | Monthly | 3,428.90 | 33,860 | 7172013 | 10012020 | ||||||||||||
3128MCRQ0 | FHLMC POOL # G13895 | 2 | 1,693,629.43 | 1,655,580.4 | 1,573,182.63 | 1,656,566.86 | (986.46 | ) | (66,993.42 | ) | — | — | 5 | 2.1195 | Monthly | 10,244.48 | 98,211.55 | 11102011 | 11012019 | ||||||||||||
3128MDCL5 | FHLMC POOL # G14375 | 2 | 175,621.25 | 176,167.23 | 165,023.64 | 175,079.67 | 1,087.56 | (3,374.55 | ) | — | — | 4 | 2.0520 | Monthly | 704.66 | 7,431.51 | 12132013 | 7012026 | |||||||||||||
3128MDM91 | FHLMC POOL # G14684 | 2 | 1,842,081.29 | 1,819,273.22 | 1,751,626.22 | 1,828,720.34 | (9,447.12 | ) | (23,905.39 | ) | — | — | 3 | 1.5574 | Monthly | 5,262.55 | 57,595.25 | 2132013 | 2012023 | ||||||||||||
3128MDNM1 | FHLMC POOL # G14696 | 2 | 812,230 | 799,575.68 | 731,532.77 | 802,861.69 | (3,286.01 | ) | (37,548.03 | ) | — | — | 6 | 2.8535 | Monthly | 5,173.63 | 51,914.27 | 3012013 | 3012024 | ||||||||||||
3128MDVW0 | FHLMC POOL # G14929 | 2 | 751,682.71 | 751,830.98 | 700,895.21 | 749,534.18 | 2,296.8 | (13,035.81 | ) | — | — | 4 | 2.1436 | Monthly | 2,860.65 | 30,873.84 | 11192013 | 10012028 |
3128MD5G4 | FHLMC POOL # G15147 | 2 | 3,031,367.35 | 3,046,423.07 | 2,923,781.34 | 3,029,096.26 | 17,326.81 | (4,605.79 | ) | — | — | 3 | 2.2502 | Monthly | 0 | 32,708.82 | 8132014 | 8012029 | |||||||||||||
3128MTB72 | FHLMC POOL # H00962 | 2 | 44,958.1 | 49,776.78 | 44,093.46 | 44,907.01 | 4,869.77 | (1,932.79 | ) | — | — | 6.5 | 5.9293 | Monthly | 792.77 | 5,865.13 | 10312007 | 7012037 | |||||||||||||
3128MTEE4 | FHLMC POOL # H01033 | 2 | 818,661.95 | 906,407.31 | 802,917.25 | 817,403.6 | 89,003.71 | (29,985.65 | ) | — | — | 6.5 | 6.1055 | Monthly | 12,858.63 | 96,799.48 | 10312007 | 7012037 | |||||||||||||
3128MTF29 | FHLMC POOL # H01085 | 2 | 105,811.46 | 117,152.47 | 103,776.46 | 105,638.99 | 11,513.48 | (123.80 | ) | — | — | 6.5 | 6.1304 | Monthly | 577.35 | 6,835.41 | 10312007 | 7012037 | |||||||||||||
3128PVWH9 | FHLMC POOL # J16048 | 2 | 5,896,056.54 | 6,003,971.72 | 5,581,239.77 | 5,849,528.83 | 154,442.89 | (66,321.01 | ) | — | — | 4 | 2.7019 | Monthly | 21,860.57 | 240,186.99 | 8022011 | 7012026 | |||||||||||||
3128PV4J6 | FHLMC POOL # J16225 | 2 | 1,845,778.25 | 1,879,561.4 | 1,747,223.89 | 1,831,894.88 | 47,666.52 | (23,783.91 | ) | — | — | 4 | 2.6507 | Monthly | 7,038.82 | 76,213.93 | 8022011 | 8012026 | |||||||||||||
31306YAL5 | FHLMC POOL # J20911 | 2 | 1,603,888.16 | 1,602,221.52 | 1,524,676.47 | 1,591,937.7 | 10,283.82 | (26,263.63 | ) | — | — | 3 | 1.4730 | Monthly | 4,850.74 | 50,607.42 | 2132013 | 10012022 | |||||||||||||
3132GLQP2 | FHLMC POOL # Q05262 | 2 | 3,461,491.3 | 3,482,297.41 | 3,344,941.02 | 3,456,636.38 | 25,661.03 | (12,791.94 | ) | — | — | 3.5 | 2.9085 | Monthly | 10,711.04 | 122,675.38 | 2032012 | 12012041 | |||||||||||||
3132GMDN9 | FHLMC POOL # Q05809 | 2 | 4,946,766.75 | 4,986,174.65 | 4,673,650.31 | 4,943,467.63 | 42,707.02 | (16,592.35 | ) | — | — | 4 | 2.9983 | Monthly | 0 | 88,262.32 | 6272014 | 1012042 | |||||||||||||
3132M92R4 | FHLMC POOL # Q29184 | 2 | 2,962,893.66 | 2,965,720.8 | 2,773,717.47 | 2,961,344.54 | 4,376.26 | (1,549.12 | ) | — | — | 4 | 2.5001 | Monthly | 0 | 4,622.87 | 12112014 | 10012044 | |||||||||||||
3132QLQT3 | FHLMC POOL # Q30465 | 2 | 2,918,562.5 | 2,919,869.1 | 2,800,000.00 | 2,917,956.3 | 1,912.8 | (606.20 | ) | — | — | 3.5 | 2.8741 | Monthly | 0 | 4,083.34 | 12112014 | 12012044 | |||||||||||||
3137B8MW4 | FHLMC SENIOR AGENCY CMO_4322-DN | 2 | 5,115,003.8 | 5,060,859.7 | 4,767,150.78 | 5,095,379.79 | (34,520.09 | ) | (35,059.72 | ) | — | — | 4 | 2.0928 | Monthly | 0 | 67,933.8 | 8202014 | 5152043 | ||||||||||||
3137BDJQ0 | FHLMC SENIOR AGENCY CMO_4384-HN | 2 | 1,038,068.67 | 1,042,109.48 | 983,732.81 | 1,036,185.18 | 5,924.3 | (2,503.22 | ) | — | — | 3.5 | 2.1289 | Monthly | 0 | 7,786.72 | 10072014 | 6152040 | |||||||||||||
3137A47K7 | FHLMC SENIOR CMO_3778 M | 2 | 228,849.42 | 228,884.5 | 210,617.83 | 227,534.75 | 1,349.75 | (4,456.79 | ) | — | — | 4.5 | 2.2626 | Monthly | 0 | 9,854.14 | 1132014 | 8152039 | |||||||||||||
3134G3W55 | FHLMC UNSECURED AGENCY BND | 249,972.5 | 250,382.53 | 250,000.00 | 249,991.62 | 390.91 | 9.32 | — | — | 0.45 | 0.4538 | May-Nov | 115.63 | 1,125 | 12182012 | 11242015 | |||||||||||||||
3134G42Q0 | FHLMC UNSECURED AGENCY BND | 1 | 247,725 | 249,527.49 | 250,000.00 | 248,648.84 | 878.65 | 735.92 | — | — | 0.6 | 0.9012 | Apr-Oct | 275.00 | 1,500 | 9272013 | 10252016 | ||||||||||||||
3137EADP1 | FHLMC UNSECURED AGENCY BND | 14,877,000 | 14,827,349.85 | 15,000,000.00 | 14,922,343.58 | (94,993.73 | ) | 23,900.74 | — | — | 0.875 | 1.0410 | Mar-Sep | 41,562.50 | 131,250 | 2012013 | 3072018 | ||||||||||||||
31397JAB0 | FHLMC_3346A AGNECY CMO_3335-AF | 2 | 190,262.27 | 190,593.08 | 190,247.40 | 190,256.55 | 336.53 | (7.66 | ) | — | — | 0.3108 | 0.3076 | Monthly | 41.12 | 726.94 | 7222011 | 10152020 | |||||||||||||
31398Q4P9 | FHLMC_3674 SENIOR AGENCY CMO 3674 HJ | 2 | 1,640,324.31 | 1,634,269.93 | 1,468,262.32 | 1,633,496.99 | 772.94 | (43,712.20 | ) | — | — | 5.5 | 2.5453 | Monthly | 8,227.38 | 89,973.51 | 11202013 | 4152040 | |||||||||||||
3137A63Z3 | FHLMC_3792 AGENCY CMO 3792 | 2 | 1,907,123.61 | 1,903,147.87 | 1,894,101.64 | 1,904,843.88 | (1,696.01 | ) | (5,788.04 | ) | — | — | 0.5608 | 0.3818 | Monthly | 953.04 | 15,283.14 | 11092012 | 11152040 | ||||||||||||
3137ACNE5 | FHLMC_3879 CMO_3879 MF | 2 | 317,358.4 | 316,981.81 | 316,123.53 | 317,232.13 | (250.32 | ) | (426.30 | ) | — | — | 0.5108 | 0.3726 | Monthly | 90.66 | 1,790.96 | 11052013 | 9152038 | ||||||||||||
3137BDKF2 | FHR AGENCY CMO_4384 LA | 2 | 4,647,044.46 | 4,629,508.7 | 4,412,623.82 | 4,642,197.51 | (12,688.81 | ) | (9,488.81 | ) | — | — | 3.5 | 2.1037 | Monthly | 0 | 39,312.29 | 8272014 | 9152040 | ||||||||||||
31283AKB5 | FHSTR_282 CMO_282 150 | 2 | 3,969,509.85 | 3,793,220.33 | 4,059,052.55 | 3,971,064.53 | (177,844.2 | ) | 4,699.60 | — | — | 1.5 | 1.9692 | Monthly | 0 | 15,417.56 | 10172012 | 10152027 | |||||||||||||
316773CR9 | FIFTH THIRD BANK CAPSEC CORP BND | 1 | 7,895,000 | 7,760,000 | 8,000,000.00 | 7,895,638.75 | (135,638.75 | ) | 638.75 | — | — | 4.9 | 4.9359 | Mar-Sep | 0 | 88,336.12 | 11242014 | 12312049 | |||||||||||||
31677QBC2 | FIFTH THIRD BANK SENIOR CORP BND | 1 | 2,835,322.5 | 2,842,843.48 | 2,850,000.00 | 2,835,938.34 | 6,905.14 | 615.84 | — | — | 2.875 | 2.9560 | Apr-Oct | 0 | 26,402.08 | 9022014 | 10012021 | ||||||||||||||
BRSNJVR77 | FIFTH THIRD PROCESSING SOLUTIO SENIOR SECURED TERM NOTES | 522,440.65 | 520,637.04 | 525,065.97 | 522,610.13 | (1,973.09 | ) | 182.68 | — | — | — | 0.0716 | M-J-S-D | 0 | 8,017.24 | 9122014 | 6132021 | ||||||||||||||
BRSP22SV0 | FIRST DATA CORPORATION SENIOR SECURED TERM LOAN | 1,977,500 | 1,961,000 | 2,000,000.00 | 1,978,916.13 | (17,916.13 | ) | 1,416.13 | — | — | — | 0.2803 | M-J-S-D | 0 | 20,692.46 | 7312014 | 9242018 |
337158AE9 | FIRST TENNESSEE BANK NA SUB CORP BND | 2,112,740 | 2,066,760.1 | 2,000,000.00 | 2,093,746.22 | (26,986.12 | ) | (18,993.78 | ) | — | — | 5.65 | 1.8300 | Apr-Oct | 0 | 28,250 | 3232006 | 4012016 | |||||||||||||
33766QAA5 | FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A1 | 2 | 237,603.68 | 237,535.02 | 237,603.92 | 237,602.67 | (67.65 | ) | 0.19 | — | — | 0.679 | 0.6787 | Jan-Jul | 1,801.24 | 2,157.02 | 6122013 | 1152019 | |||||||||||||
337738AK4 | FISERV INC CORP BND | 789,567.5 | 769,910.49 | 750,000.00 | 768,628.74 | 1,281.75 | (12,603.14 | ) | — | — | 3.125 | 1.4052 | Jun-Dec | 1,041.66 | 23,437.5 | 8062013 | 6152016 | ||||||||||||||
BRSFEV6K3 | FLY FUNDING II SARL | 1,980,536.24 | 1,977,428.94 | 1,985,500.00 | 1,981,416.86 | (3,987.92 | ) | 1,141.86 | — | — | — | 0.0441 | F-M-A-N | 0 | 79,455.91 | ||||||||||||||||
30249UAA9 | FMC TECHNOLOGIES INC SENIOR CORP BND | 349,184.5 | 346,021 | 350,000.00 | 349,544.74 | (3,523.74 | ) | 159.52 | — | — | 2 | 2.0489 | Apr-Oct | 1,750.00 | 7,000 | 9182012 | 10012017 | ||||||||||||||
30254WAE9 | FMS WERTMANAGEMENT LT GTD SENIOR CORP BND | F | 1,366,562.56 | 1,367,287.12 | 1,367,000.00 | 1,366,609.42 | 677.7 | 46.86 | — | — | 1.125 | 1.1359 | Mar-Sep | 0 | 4,955.38 | 8272014 | 9052017 | ||||||||||||||
30254WAF6 | FMS WERTMANAGEMENT LT GTD SENIOR CORP BND | F | 6,039,409.86 | 6,020,425.59 | 6,046,000.00 | 6,039,903.08 | (19,477.49 | ) | 493.22 | — | — | 0.625 | 0.6740 | Jan-Jul | 0 | 6,402.89 | 10222014 | 1302017 | |||||||||||||
BRSF8V463 | FMS WERTMANAGEMENT LT GTD SENIOR CORP BND EMTN | D | 467,008.77 | 469,510.07 | 300,000.00 | 468,126.57 | 1,383.5 | 432.33 | — | (779.29 | ) | 1 | 1.0980 | December | 2,504.20 | 20,409.01 | 7162012 | 12012015 | |||||||||||||
3138E9KT6 | FNMA | 89,056.16 | 88,792.56 | 85,374.39 | 88,631.91 | 160.65 | (1,707.52 | ) | — | — | 3 | 1.9824 | Monthly | 308.43 | 2,991.86 | ||||||||||||||||
3138E9L40 | FNMA | 2,180,269.17 | 2,173,815.79 | 2,090,132.21 | 2,169,962.85 | 3,852.94 | (19,284.43 | ) | — | — | 3 | 1.9985 | Monthly | 6,153.82 | 67,561.8 | ||||||||||||||||
3135G0CM3 | FNMA AGENCY BND | 1,775,714.5 | 1,769,039.95 | 1,750,000.00 | 1,765,017.34 | 4,022.61 | (8,555.13 | ) | — | — | 1.25 | 0.7519 | Mar-Sep | 5,651.04 | 21,875 | 10012013 | 9282016 | ||||||||||||||
3135G0NR0 | FNMA AGENCY BND | 1 | 249,762.5 | 248,540 | 250,000.00 | 249,828.47 | (1,288.47 | ) | 65.97 | — | — | 1.1 | 1.1263 | Feb-Aug | 0 | 2,169.44 | 3142014 | 8282017 | |||||||||||||
3135G0WJ8 | FNMA AGENCY BND | 1,995,720 | 1,971,640.02 | 2,000,000.00 | 1,997,133.57 | (25,493.55 | ) | 829.54 | — | — | 0.875 | 0.9181 | May-Nov | 1,944.44 | 17,500 | 4112013 | 5212018 | ||||||||||||||
3135G0UM3 | FNMA AGENCY BND | 1 | 2,499,125 | 2,501,050 | 2,500,000.00 | 2,499,662.34 | 1,387.66 | 291.43 | — | — | 0.52 | 0.5318 | Feb-Aug | 4,513.89 | 13,000 | 2052013 | 2262016 | ||||||||||||||
31359MZC0 | FNMA AGENCY BND | 5,904,904.9 | 5,472,038 | 5,300,000.00 | 5,394,870.78 | 77,167.22 | (118,646.88 | ) | — | — | 4.375 | 2.0647 | Apr-Oct | �� 48,951.39 | 231,875 | 7162010 | 10152015 | ||||||||||||||
3135G0VA8 | FNMA AGENCY BND | 6,742,305 | 6,750,878.18 | 6,750,000.00 | 6,746,922.28 | 3,955.9 | 2,461.35 | — | — | 0.5 | 0.5369 | Mar-Sep | 8,531.25 | 33,750 | 2142013 | 3302016 | |||||||||||||||
3135G0ZB2 | FNMA AGENCY BND | 6,726,442.5 | 6,733,327.37 | 6,750,000.00 | 6,732,522.62 | 804.75 | 6,080.12 | — | — | 0.75 | 0.8640 | Apr-Oct | 0 | 40,921.87 | 3062014 | 4202017 | |||||||||||||||
31398SVZ3 | FNMA AGENCY CMO _10-139-MA | 2 | 2,151,430.72 | 2,079,566.95 | 2,104,479.78 | 2,151,176.15 | (71,609.2 | ) | (2,762.41 | ) | — | — | 2.5 | 1.9548 | Monthly | 0 | 13,355.85 | 11092010 | 12252040 | ||||||||||||
31398SZN6 | FNMA AGENCY CMO _10-141-G | 2 | 8,129,156.72 | 8,083,702.03 | 7,817,671.38 | 8,116,768.34 | (33,066.31 | ) | (64,592.81 | ) | — | — | 3.5 | 1.9600 | Monthly | 0 | 124,130.26 | 7212014 | 5252030 | ||||||||||||
3136ALUX7 | FNMA AGENCY CMO 2014-70 KP | 2 | 5,147,612.17 | 5,161,852.06 | 4,885,041.20 | 5,141,619.66 | 20,232.4 | (12,171.54 | ) | — | — | 3.5 | 2.2241 | Monthly | 0 | 29,149.27 | 10242014 | 3252044 | |||||||||||||
3136A1PM1 | FNMA AGENCY CMO__11-96-PA | 2 | 3,337,584.39 | 3,277,457.5 | 3,269,897.50 | 3,336,241.81 | (58,784.31 | ) | (4,310.42 | ) | — | — | 2.5 | 1.5310 | Monthly | 0 | 20,753.43 | 9062011 | 3252040 | ||||||||||||
3136A5BT2 | FNMA AGENCY CMO__12-40-DE | 2 | 2,050,007.04 | 2,125,577.93 | 2,110,211.37 | 2,051,172.12 | 74,405.81 | 3,536.85 | — | — | 2 | 2.9621 | Monthly | 0 | 10,723.04 | 3132012 | 6252030 | ||||||||||||||
3136ABTM5 | FNMA AGENCY CMO__13-7-CT | 2 | 2,925,046.18 | 2,963,049.88 | 2,933,788.86 | 2,925,128.95 | 37,920.93 | 898.67 | — | — | 2 | 2.0438 | Monthly | 0 | 14,688.92 | 1032013 | 2252043 | ||||||||||||||
31394BPP3 | FNMA AGENCY CMO_04-88 HA | 2 | 4,048.99 | 4,010.27 | 3,915.61 | 3,925.27 | 85 | (75.81 | ) | — | — | 6.5 | 5.1941 | Monthly | 55.56 | 427.83 | 1142008 | 7252034 | |||||||||||||
31398GEH8 | FNMA AGENCY CMO_09-100-MA | 2 | 718,817.05 | 716,215.82 | 693,845.55 | 718,579.29 | (2,363.47 | ) | (2,495.74 | ) | — | — | 3 | 1.5439 | Monthly | 0 | 5,365.19 | 11132009 | 11252039 | ||||||||||||
31397NLS2 | FNMA AGENCY CMO_09-11 LC | 2 | 839,849.35 | 832,963.83 | 789,054.00 | 837,256.72 | (4,292.89 | ) | (25,510.87 | ) | — | — | 4.5 | 1.8391 | Monthly | 0 | 37,893.85 | 2072014 | 3252049 | ||||||||||||
31397N4N2 | FNMA AGENCY CMO_09-41-LG | 2 | 2,677,700 | 2,656,877.5 | 2,500,000.00 | 2,664,972.48 | (8,094.98 | ) | (12,727.52 | ) | — | — | 4 | 1.8595 | Monthly | 0 | 24,999.99 | 6162009 | 6252024 |
31398MU53 | FNMA AGENCY CMO_10-29-PA | 2 | 292,776.17 | 294,763.26 | 284,643.89 | 292,253.38 | 2,509.88 | (1,477.55 | ) | — | — | 4.5 | 2.4876 | Monthly | 0 | 3,322.71 | 3162010 | 10252038 | |||||||||||||
31398PTG4 | FNMA AGENCY CMO_10-42-EP | 2 | 301,672.73 | 299,157.35 | 287,438.76 | 301,054.37 | (1,897.02 | ) | (2,591.91 | ) | — | — | 4.5 | 1.0980 | Monthly | 0 | 3,343.33 | 5042010 | 11252039 | ||||||||||||
31398MAY2 | FNMA AGENCY CMO_10-9 MC | 2 | 896,750 | 869,179.2 | 800,000.00 | 881,298.59 | (12,119.39 | ) | (15,451.41 | ) | — | — | 5 | 1.5740 | Monthly | 0 | 23,777.75 | 5212014 | 4252036 | ||||||||||||
31398S6U2 | FNMA AGENCY CMO_11-7-CA | 2 | 127,289.58 | 126,973.32 | 125,897.15 | 126,784.51 | 188.81 | (904.28 | ) | — | — | 3.5 | (0.0732 | ) | Monthly | 0 | 1,192.85 | 1252011 | 5252024 | ||||||||||||
31398T6X4 | FNMA CMO 10-113 FA | 2 | 2,296,728.86 | 2,310,909.99 | 2,298,459.24 | 2,297,104.9 | 13,805.09 | 130.50 | — | — | 0.5695 | 0.5907 | Monthly | 273.39 | 14,423.64 | 9032013 | 10252040 | ||||||||||||||
31392ER28 | FNMA CMO_02-64 PG | 2 | 948,160.82 | 933,473.23 | 860,735.88 | 947,629.68 | (14,156.45 | ) | (7,090.70 | ) | — | — | 5.5 | 2.9766 | Monthly | 0 | 12,199.31 | 9182002 | 10252032 | ||||||||||||
31393ERS0 | FNMA CMO_03-83 PG | 2 | 568,898.25 | 563,809.23 | 540,849.78 | 567,260.76 | (3,451.53 | ) | (4,121.39 | ) | — | — | 5 | 1.4285 | Monthly | 0 | 6,944.18 | 8222005 | 6252023 | ||||||||||||
31394DA42 | FNMA CMO_05-48 AR | 2 | 73,461.54 | 78,417.89 | 72,937.31 | 73,107.26 | 5,310.63 | (172.74 | ) | — | — | 5.5 | 5.2516 | Monthly | 486.86 | 4,803.51 | 12202007 | 2252035 | |||||||||||||
31394EZX9 | FNMA CMO_05-65 WL | 2 | 828,589.57 | 807,277.78 | 796,003.19 | 806,257.9 | 1,019.88 | (29,181.45 | ) | — | — | 5.5 | 2.0955 | Monthly | 8,814.74 | 70,870.81 | 11162012 | 7252034 | |||||||||||||
31397MTX5 | FNMA CMO_08-81 KA | 2 | 113,766.19 | 114,438.53 | 114,158.61 | 113,777.17 | 661.36 | 2,020.70 | — | — | 5 | 5.0569 | Monthly | 2,976.89 | 18,776.3 | 7292008 | 10252022 | ||||||||||||||
31397NE68 | FNMA CMO_09-31 B | 2 | 4,140,927.43 | 4,115,118.15 | 3,865,979.00 | 4,124,391.77 | (9,273.62 | ) | (16,535.66 | ) | — | — | 4 | 2.1617 | Monthly | 0 | 38,659.8 | 6102009 | 5252024 | ||||||||||||
31396QAW9 | FNMA CMO_09-37 HB | 2 | 2,059,941.77 | 2,040,765.91 | 1,918,545.00 | 2,050,570.1 | (9,804.19 | ) | (9,371.67 | ) | — | — | 4 | 1.9313 | Monthly | 0 | 19,185.45 | 6162009 | 4252019 | ||||||||||||
31398RUW3 | FNMA CMO_10-62 EN | 2 | 60,744.57 | 59,713.94 | 59,361.45 | 60,268.64 | (554.7 | ) | (3,413.30 | ) | — | — | 5 | (2.0268 | ) | Monthly | 0 | 1,110.12 | 5012010 | 12252038 | |||||||||||
3136A3SM4 | FNMA CMO_12-11 GA | 2 | 2,131,006.18 | 2,102,171.39 | 2,129,600.65 | 2,130,987.58 | (28,816.19 | ) | (114.16 | ) | — | — | 2 | 1.9598 | Monthly | 0 | 10,824.06 | 1102012 | 5252040 | ||||||||||||
3136A9FV5 | FNMA CMO_12-111 LB | 2 | 815,337.36 | 817,630.42 | 789,076.88 | 815,235.34 | 2,395.08 | (2,423.54 | ) | — | — | 3.5 | 2.6333 | Monthly | 0 | 7,115.71 | 2282014 | 5252041 | |||||||||||||
3136ABFX6 | FNMA CMO_12-146 NA | 2 | 2,251,613.83 | 2,269,215.28 | 2,287,388.58 | 2,252,023.03 | 17,192.25 | 1,828.70 | — | — | 2 | 2.3375 | Monthly | 0 | 11,587.63 | 12052012 | 9252042 | ||||||||||||||
3136A75R9 | FNMA CMO_12-96 CG | 2 | 4,006,466.78 | 4,057,289.32 | 4,134,939.35 | 4,008,281.9 | 49,007.42 | 6,200.25 | — | — | 2 | 2.7465 | Monthly | 0 | 20,896.79 | 2132013 | 4252039 | ||||||||||||||
3136AHYJ3 | FNMA CMO_13-135 GB | 2 | 4,588,662.01 | 4,634,075.59 | 4,612,856.45 | 4,589,066.9 | 45,008.69 | 1,015.76 | — | — | 2.5 | 2.6004 | Monthly | 0 | 29,028.87 | 12182013 | 7252032 | ||||||||||||||
3136ADCQ0 | FNMA CMO_13-23 CB | 2 | 4,186,368.32 | 4,179,191.23 | 4,277,172.70 | 4,187,634.55 | (8,443.32 | ) | 3,772.24 | — | — | 2 | 2.3777 | Monthly | 0 | 21,580.57 | 2142013 | 3252033 | |||||||||||||
3136ADSY6 | FNMA CMO_13-35 KL | 2 | 2,492,027.41 | 2,555,841.73 | 2,642,743.05 | 2,494,384.22 | 61,457.51 | 5,980.71 | — | — | 2 | 3.0951 | Monthly | 0 | 13,308.17 | 5142013 | 4252033 | ||||||||||||||
3136AELV7 | FNMA CMO_13-62 AH | 2 | 2,522,651.11 | 2,536,633.48 | 2,659,257.15 | 2,524,998.12 | 11,635.36 | 5,316.39 | — | — | 1.75 | 2.7283 | Monthly | 0 | 11,718.64 | 5092013 | 6252033 | ||||||||||||||
3136AEXL6 | FNMA CMO_13-64 KA | 2 | 2,597,628.15 | 2,618,735.74 | 2,686,469.70 | 2,599,135.76 | 19,599.98 | 3,936.86 | — | — | 2 | 2.7083 | Monthly | 0 | 13,548.12 | 5232013 | 2252033 | ||||||||||||||
3136AFR30 | FNMA CMO_13-81 JB | 2 | 2,454,603.98 | 2,460,586.82 | 2,411,462.91 | 2,453,447.89 | 7,138.93 | (2,907.63 | ) | — | — | 2.75 | 2.3454 | Monthly | 0 | 16,801.94 | 11132013 | 12252042 | |||||||||||||
3136AGBS0 | FNMA CMO_13-96 DE | 2 | 4,544,023.06 | 4,505,767.27 | 4,415,488.20 | 4,539,815.43 | (34,048.16 | ) | (7,513.71 | ) | — | — | 3 | 2.0694 | Monthly | 0 | 33,378.62 | 8202013 | 6252031 | ||||||||||||
3136AH2M1 | FNMA CMO_14-3 BL | 2 | 4,352,043.87 | 4,343,225.97 | 4,301,416.20 | 4,350,138.39 | (6,912.42 | ) | (4,069.67 | ) | — | — | 2.5 | 2.1652 | Monthly | 0 | 27,260.83 | 1082014 | 6252043 | ||||||||||||
01F050619 | FNMA FNMA TBA | 2 | 4,426,875 | 4,419,375 | 4,000,000.00 | 4,426,875 | (7,500 | ) | — | — | — | 5 | — | Monthly | 0 | — | 12082014 | 1142045 | |||||||||||||
01F040610 | FNMA FNMA TBA | 2 | 6,283,500 | 6,298,250 | 5,900,000.00 | 6,283,500 | 14,750 | — | — | — | 4 | — | Monthly | 0 | — | 12092014 | 1142045 | ||||||||||||||
31371NAC9 | FNMA POOL # 256603 | 2 | 328,353.11 | 356,151.29 | 328,045.55 | 327,950.11 | 28,201.18 | (158.11 | ) | — | — | 5.5 | 5.4092 | Monthly | 1,979.75 | 20,726.15 | 7172008 | 2012022 | |||||||||||||
31371NE35 | FNMA POOL # 256754 | 2 | 136,139.99 | 139,437.71 | 128,433.96 | 134,197.38 | 5,240.33 | (2,310.03 | ) | — | — | 5.5 | 3.4781 | Monthly | 738.61 | 7,710.33 | 9292009 | 6012022 | |||||||||||||
31385W2S7 | FNMA POOL # 555285 | 2 | 1,571,300.12 | 1,635,722.55 | 1,426,023.96 | 1,561,214.41 | 74,508.14 | (44,581.38 | ) | — | — | 6 | 3.5030 | Monthly | 9,186.87 | 95,697.87 | 1052011 | 3012033 | |||||||||||||
31385XAZ0 | FNMA POOL # 555424 | 2 | 1,743,984.36 | 1,801,728.74 | 1,602,167.50 | 1,736,008.26 | 65,720.48 | (43,915.37 | ) | — | — | 5.5 | 3.3179 | Monthly | 9,526.72 | 98,881.02 | 1252012 | 5012033 | |||||||||||||
31385XEW3 | FNMA POOL # 555549 | 2 | 75,327.78 | 80,018.47 | 75,944.84 | 75,514.48 | 4,503.99 | 303.84 | — | — | 5 | 5.2199 | Monthly | 495.06 | 4,736.03 | 12142007 | 6012018 | ||||||||||||||
31385XK48 | FNMA POOL # 555715 | 2 | 62,259.12 | 66,017.53 | 62,815.01 | 62,300.13 | 3,717.4 | 123.04 | — | — | 2.345 | 2.5413 | Monthly | 151.59 | 1,665.88 | 4022007 | 7012033 | ||||||||||||||
31400EGH7 | FNMA POOL # 685200 | 2 | 71,710.71 | 76,176.15 | 72,298.13 | 71,894.33 | 4,281.82 | 273.94 | — | — | 5 | 5.2250 | Monthly | 462.50 | 4,415.67 | 12142007 | 3012018 | ||||||||||||||
31400PG58 | FNMA POOL # 693320 | 2 | 53,262.3 | 56,945.6 | 53,730.34 | 53,298.57 | 3,647.03 | 39.42 | — | — | 2.29 | 2.4995 | Monthly | 117.50 | 1,304.15 | 8102006 | 1012033 | ||||||||||||||
31400QJ87 | FNMA POOL # 694287 | 2 | 7,606.59 | 8,204.88 | 7,674.50 | 7,611.64 | 593.24 | 10.96 | — | — | 2.224 | 2.4269 | Monthly | 18.03 | 187.33 | 4022007 | 3012033 | ||||||||||||||
31400SA33 | FNMA POOL # 695826 | 2 | 32,196.48 | 34,201.36 | 32,460.22 | 32,276.75 | 1,924.61 | 144.27 | — | — | 5 | 5.2284 | Monthly | 221.77 | 2,058.32 | 12142007 | 4012018 | ||||||||||||||
31401A3C9 | FNMA POOL # 702895 | 2 | 72,364.01 | 76,870.16 | 72,956.81 | 72,548.22 | 4,321.94 | 308.83 | — | — | 5 | 5.2216 | Monthly | 487.04 | 4,616.8 | 12142007 | 4012018 | ||||||||||||||
31401DVW8 | FNMA POOL # 705429 | 2 | 89,350.44 | 95,822.11 | 90,392.08 | 89,432.52 | 6,389.59 | 293.00 | — | — | 2.335 | 2.6242 | Monthly | 228.99 | 2,520.02 | 8102006 | 4012033 | ||||||||||||||
31401MKS9 | FNMA POOL # 712305 | 2 | 728,986.53 | 730,639.12 | 684,494.38 | 726,619.33 | 4,019.79 | (12,114.76 | ) | — | — | 2.425 | 0.8531 | Monthly | 1,837.36 | 18,666.68 | 2232012 | 5012033 | |||||||||||||
31402DQB9 | FNMA POOL # 725950 | 2 | 120,984.85 | 129,280.91 | 122,091.28 | 121,266.19 | 8,014.72 | 489.50 | — | — | 5 | 5.2408 | Monthly | 749.22 | 7,304.75 | 7172008 | 11012019 | ||||||||||||||
31402HD32 | FNMA POOL # 729222 | 2 | 844,652.69 | 908,554.14 | 853,989.82 | 845,245.59 | 63,308.55 | 1,804.39 | — | — | 2.33 | 2.5985 | Monthly | 2,036.58 | 20,428.72 | 9172008 | 7012035 | ||||||||||||||
31402RB81 | FNMA POOL # 735463 | 2 | 90,885.89 | 97,667.66 | 91,637.65 | 90,948.34 | 6,719.32 | 51.34 | — | — | 2.278 | 2.4380 | Monthly | 208.75 | 2,214.45 | 9282006 | 3012035 | ||||||||||||||
31402RF87 | FNMA POOL # 735591 | 2 | 3,320,431.74 | 3,544,065.94 | 3,199,467.52 | 3,312,808.64 | 231,257.3 | (36,383.13 | ) | — | — | 5 | 3.9985 | Monthly | 17,187.27 | 180,274.26 | 4302010 | 6012035 | |||||||||||||
31402YSV7 | FNMA POOL # 742232 | 2 | 5,223.11 | 5,683.85 | 5,304.25 | 5,227 | 456.85 | 27.46 | — | — | 2.625 | 3.1732 | Monthly | 15.75 | 156.86 | 4022007 | 9012033 | ||||||||||||||
31403C2L4 | FNMA POOL # 745179 | 2 | 246,055.33 | 261,377.28 | 248,070.92 | 246,588.95 | 14,788.33 | 1,074.90 | — | — | 5 | 5.2135 | Monthly | 1,657.62 | 15,673.96 | 12142007 | 4012019 | ||||||||||||||
31403DCE7 | FNMA POOL # 745369 | 2 | 206,598.45 | 220,556.48 | 208,290.79 | 207,012.14 | 13,544.34 | 728.78 | — | — | 5 | 5.2040 | Monthly | 1,280.64 | 12,623.22 | 12142007 | 12012019 | ||||||||||||||
31403DCZ0 | FNMA POOL # 745388 | 2 | 485,744.45 | 515,991.86 | 489,723.44 | 486,873.93 | 29,117.93 | 1,822.04 | — | — | 5 | 5.2155 | Monthly | 3,093.27 | 29,986.19 | 12142007 | 11012018 | ||||||||||||||
31403H3P3 | FNMA POOL # 749706 | 2 | 418,128.09 | 446,354.52 | 423,387.36 | 418,573.11 | 27,781.41 | 972.79 | — | — | 2.309 | 2.5871 | Monthly | 1,054.76 | 11,511.41 | 5152006 | 11012033 | ||||||||||||||
31403KDB6 | FNMA POOL # 750798 | 2 | 3,933.74 | 4,220.85 | 3,994.86 | 3,938.53 | 282.32 | 0.61 | — | — | 2.199 | 2.5587 | Monthly | 7.60 | 89.41 | 4022007 | 12012033 | ||||||||||||||
31403VBR9 | FNMA POOL # 758848 | 2 | 119,928.47 | 127,396.47 | 120,910.90 | 120,202 | 7,194.47 | 298.50 | — | — | 5 | 5.2124 | Monthly | 654.98 | 6,867.5 | 12142007 | 1012019 | ||||||||||||||
31404CLB4 | FNMA POOL # 764522 | 2 | 18,538.64 | 20,423.84 | 18,913.98 | 18,562.71 | 1,861.13 | 15.05 | — | — | 2.397 | 2.9982 | Monthly | 39.54 | 463.17 | 9302008 | 6012034 | ||||||||||||||
31404LRF9 | FNMA POOL # 771886 | 2 | 68,444.74 | 74,117.44 | 69,589.17 | 68,537.06 | 5,580.38 | 9.91 | — | — | 2.243 | 2.6519 | Monthly | 143.52 | 1,625.6 | 8102006 | 2012034 | ||||||||||||||
31404NBP0 | FNMA POOL # 773246 | 2 | 82,863.36 | 88,079.55 | 83,556.86 | 82,906.91 | 5,172.64 | 93.99 | — | — | 2.217 | 2.4023 | Monthly | 195.93 | 2,012.49 | 4022007 | 2012035 | ||||||||||||||
31404VGA0 | FNMA POOL # 779693 | 2 | 375,449.62 | 398,920.89 | 379,002.75 | 375,753.89 | 23,167 | 1,041.54 | — | — | 2.112 | 2.3026 | Monthly | 1,005.48 | 9,600.13 | 2242006 | 7012034 | ||||||||||||||
31405PAG5 | FNMA POOL # 794807 | 2 | 104,960.21 | 111,328.52 | 104,674.46 | 104,918.55 | 6,409.97 | (23.14 | ) | — | — | 1.943 | 1.8683 | Monthly | 216.70 | 2,348.93 | 6302007 | 10012034 | |||||||||||||
31405UMM8 | FNMA POOL # 799664 | 2 | 43,789.91 | 46,457.73 | 44,134.17 | 43,817.43 | 2,640.3 | 50.66 | — | — | 2.117 | 2.2630 | Monthly | 94.36 | 1,051.72 | 4022007 | 10012034 | ||||||||||||||
31405UR84 | FNMA POOL # 799811 | 2 | 133,572.72 | 139,809 | 133,223.70 | 133,516.43 | 6,292.57 | 9.99 | — | — | 1.924 | 1.8578 | Monthly | 229.82 | 2,676.77 | 6302007 | 11012034 | ||||||||||||||
31405UTZ2 | FNMA POOL # 799868 | 2 | 9,155.27 | 9,732.85 | 9,227.23 | 9,160.74 | 572.11 | 22.31 | — | — | 2.002 | 2.1553 | Monthly | 21.76 | 225.08 | 4022007 | 11012034 | ||||||||||||||
31406BB90 | FNMA POOL # 804764 | 2 | 135,622.32 | 144,980.64 | 136,688.47 | 135,700.22 | 9,280.42 | 116.63 | — | — | 2.124 | 2.2779 | Monthly | 286.73 | 3,254.71 | 4022007 | 1012035 | ||||||||||||||
31406BEZ9 | FNMA POOL # 804852 | 2 | 115,786.08 | 123,633.04 | 116,696.33 | 115,853.95 | 7,779.09 | 189.23 | — | — | 2.131 | 2.2832 | Monthly | 264.41 | 2,859.89 | 4022007 | 12012034 | ||||||||||||||
31406BJF8 | FNMA POOL # 804962 | 2 | 129,681 | 139,570.62 | 130,700.46 | 129,754.63 | 9,815.99 | 154.68 | — | — | 2.151 | 2.3058 | Monthly | 294.65 | 3,063.18 | 4022007 | 1012035 | ||||||||||||||
31406BQQ6 | FNMA POOL # 805163 | 2 | 164,420.39 | 173,753.77 | 165,796.54 | 164,519.73 | 9,234.04 | 280.30 | — | — | 2.187 | 2.3543 | Monthly | 410.44 | 4,070.32 | 4022007 | 1012035 | ||||||||||||||
31406DG67 | FNMA POOL # 806721 | 2 | 238,405.17 | 254,127.58 | 240,279.36 | 238,544.96 | 15,582.62 | 253.66 | — | — | 2.295 | 2.4450 | Monthly | 570.64 | 6,276.47 | 4022007 | 11012034 | ||||||||||||||
31406GLK3 | FNMA POOL # 809530 | 2 | 38,627.94 | 41,796.16 | 38,901.51 | 38,652.05 | 3,144.11 | 73.58 | — | — | 2.161 | 2.2860 | Monthly | 102.48 | 944.48 | 9282006 | 2012035 | ||||||||||||||
31406MYP5 | FNMA POOL # 814418 | 2 | 102,118.16 | 108,099.39 | 103,029.97 | 102,189.66 | 5,909.73 | 123.78 | — | — | 1.975 | 2.1472 | Monthly | 226.47 | 2,176.24 | 4022007 | 3012035 | ||||||||||||||
31406PKU2 | FNMA POOL # 815807 | 2 | 222,739.33 | 237,454.09 | 224,864.94 | 222,939.94 | 14,514.15 | 189.29 | — | — | 2.131 | 2.3059 | Monthly | 505.64 | 5,031.37 | 9282006 | 2012035 | ||||||||||||||
31406TLC3 | FNMA POOL # 819423 | 2 | 256,267.3 | 278,233.53 | 258,555.55 | 256,419.31 | 21,814.22 | 325.71 | — | — | 2.435 | 2.6207 | Monthly | 671.65 | 6,846.01 | 4022007 | 4012035 | ||||||||||||||
31406TTE1 | FNMA POOL # 819649 | 2 | 2,188,025.45 | 2,235,640.73 | 2,115,311.61 | 2,182,339.18 | 53,301.55 | (7,175.99 | ) | — | — | 2.14 | 1.4028 | Monthly | 4,751.01 | 48,909.71 | 12042009 | 3012035 | |||||||||||||
31406VHE9 | FNMA POOL # 821129 | 2 | 134,897.78 | 143,898.36 | 136,102.29 | 134,963.82 | 8,934.54 | 284.77 | — | — | 2.207 | 2.4287 | Monthly | 354.96 | 3,488.08 | 4022007 | 5012035 | ||||||||||||||
31407D5R2 | FNMA POOL # 828056 | 2 | 469,159.69 | 485,629.36 | 461,299.44 | 468,471.36 | 17,158 | (1,472.74 | ) | — | — | 2.25 | 1.8512 | Monthly | 1,168.13 | 11,538.81 | 2202009 | 6012035 | |||||||||||||
31407E6W8 | FNMA POOL # 828985 | 2 | 233,962.94 | 258,047.67 | 242,017.59 | 234,442.76 | 23,604.91 | 1,479.96 | — | — | 2.243 | 3.2776 | Monthly | 550.85 | 5,948.66 | 3162006 | 8012035 | ||||||||||||||
31407GC22 | FNMA POOL # 829989 | 2 | 800,848.11 | 868,272.66 | 808,458.98 | 801,385.91 | 66,886.75 | 74.81 | — | — | 2.341 | 2.5482 | Monthly | 1,790.05 | 19,515.32 | 1202006 | 4012035 | ||||||||||||||
31408C6D3 | FNMA POOL # 847868 | 2 | 1,059,498.89 | 1,126,636.01 | 1,070,876.95 | 1,060,584.84 | 66,051.17 | 1,954.33 | — | — | 2.009 | 2.1938 | Monthly | 2,340.88 | 22,644.56 | 5122006 | 11012035 | ||||||||||||||
31409UBQ7 | FNMA POOL # 878547 | 2 | 777,084.86 | 845,037.24 | 783,357.85 | 777,472.78 | 67,564.46 | 825.10 | — | — | 2.362 | 2.5342 | Monthly | 2,016.09 | 19,873.74 | 5042006 | 3012036 | ||||||||||||||
31410FU60 | FNMA POOL # 888105 | 2 | 207,701.51 | 220,635.13 | 209,402.91 | 208,070.87 | 12,564.26 | 814.58 | — | — | 5 | 5.2047 | Monthly | 1,327.84 | 12,862.6 | 12142007 | 8012020 | ||||||||||||||
31410GC35 | FNMA POOL # 888490 | 2 | 180,265.63 | 190,280.57 | 180,674.00 | 180,281.61 | 9,998.96 | 37.24 | — | — | 2.014 | 2.0412 | Monthly | 371.79 | 3,826.74 | 6182007 | 5012035 | ||||||||||||||
31410GC50 | FNMA POOL # 888492 | 2 | 74,791.95 | 79,272.01 | 74,649.87 | 74,766.39 | 4,505.62 | (12.74 | ) | — | — | 2.34 | 2.2700 | Monthly | 170.33 | 1,863.61 | 6182007 | 5012033 | |||||||||||||
31410GDC4 | FNMA POOL # 888499 | 2 | 618,761.46 | 654,629.97 | 622,238.00 | 618,999.43 | 35,630.54 | 633.12 | — | — | 2.345 | 2.4522 | Monthly | 1,443.31 | 15,892.38 | 2222012 | 8012033 | ||||||||||||||
31410GDF7 | FNMA POOL # 888502 | 2 | 79,361.49 | 85,697.53 | 80,393.05 | 79,462.84 | 6,234.69 | 234.25 | — | — | 1.79 | 2.0480 | Monthly | 152.26 | 1,617.85 | 6182007 | 6012033 | ||||||||||||||
31410GDL4 | FNMA POOL # 888507 | 2 | 309,993.86 | 328,651.62 | 315,420.29 | 310,379.54 | 18,272.08 | 945.69 | — | — | 2.319 | 2.7223 | Monthly | 770.82 | 8,087.81 | 6182007 | 2012035 | ||||||||||||||
31410GDM2 | FNMA POOL # 888508 | 2 | 371,569.49 | 401,179.72 | 376,764.43 | 371,933.35 | 29,246.37 | 1,130.04 | — | — | 2.287 | 2.6259 | Monthly | 972.38 | 9,537.16 | 6182007 | 3012034 | ||||||||||||||
31410GDQ3 | FNMA POOL # 888511 | 2 | 52,584.66 | 55,795.79 | 53,062.30 | 52,615.08 | 3,180.71 | 116.54 | — | — | 2.27 | 2.4903 | Monthly | 127.30 | 1,340.06 | 6182007 | 12012033 | ||||||||||||||
31410GDS9 | FNMA POOL # 888513 | 2 | 94,580.04 | 102,192.28 | 95,075.30 | 94,605.07 | 7,587.21 | 66.54 | — | — | 2.413 | 2.5286 | Monthly | 223.32 | 2,446.39 | 6182007 | 2012034 | ||||||||||||||
31410GDX8 | FNMA POOL # 888518 | 2 | 84,402.8 | 89,035.23 | 84,673.96 | 84,415.15 | 4,620.08 | 18.28 | — | — | 2.292 | 2.3405 | Monthly | 194.33 | 2,012.94 | 6182007 | 4012035 | ||||||||||||||
31410GDY6 | FNMA POOL # 888519 | 2 | 44,863.95 | 48,814.54 | 45,634.36 | 44,920.23 | 3,894.31 | 131.07 | — | — | 2.179 | 2.5698 | Monthly | 102.57 | 1,088.53 | 6182007 | 1012035 | ||||||||||||||
31410GDZ3 | FNMA POOL # 888520 | 2 | 625,769.15 | 665,925.11 | 629,757.60 | 626,077.87 | 39,847.24 | 277.04 | — | — | 2.078 | 2.2015 | Monthly | 1,307.15 | 14,223.87 | 6182007 | 7012033 | ||||||||||||||
31410GD83 | FNMA POOL # 888527 | 2 | 19,691.12 | 21,577.67 | 20,062.03 | 19,713.16 | 1,864.51 | 55.15 | — | — | 2.423 | 2.9679 | Monthly | 47.37 | 523.84 | 6182007 | 4012034 | ||||||||||||||
31410GFD0 | FNMA POOL # 888564 | 2 | 3,858,787.41 | 3,983,864.13 | 3,744,123.63 | 3,821,087.2 | 162,776.93 | (45,852.68 | ) | — | — | 5 | 4.0197 | Monthly | 21,584.62 | 218,576.29 | 2262009 | 10012021 | |||||||||||||
31410GPR8 | FNMA POOL # 888832 | 2 | 1,781,914.87 | 1,959,724.8 | 1,713,637.12 | 1,778,052.18 | 181,672.62 | (31,805.65 | ) | — | — | 6.5 | 5.3337 | Monthly | 13,649.54 | 131,225.93 | 1252008 | 11012037 | |||||||||||||
31410LK84 | FNMA POOL # 890519 | 2 | 1,392,365.47 | 1,439,916.31 | 1,271,475.92 | 1,389,823.83 | 50,092.48 | (50,098.63 | ) | — | — | 6 | 2.7255 | Monthly | 9,173.23 | 89,599.62 | 10232013 | 10012040 | |||||||||||||
31411DA33 | FNMA POOL # 904626 | 2 | 498,570.96 | 530,799.85 | 496,206.21 | 498,308 | 32,491.85 | (277.34 | ) | — | — | 2.355 | 2.2304 | Monthly | 1,226.23 | 13,222.1 | 12132006 | 12012036 | |||||||||||||
31411GUY6 | FNMA POOL # 907899 | 2 | 1,262,846.69 | 1,312,007.42 | 1,252,474.63 | 1,261,826.99 | 50,180.43 | (1,083.58 | ) | — | — | 2.4 | 2.1982 | Monthly | 2,915.50 | 31,646.82 | 12142006 | 1012037 | |||||||||||||
31411KCZ4 | FNMA POOL # 910088 | 2 | 1,656,701.11 | 1,868,757.3 | 1,641,313.80 | 1,655,673.62 | 213,083.68 | (7,610.47 | ) | — | — | 6 | 5.6884 | Monthly | 12,094.96 | 117,632.1 | 3292007 | 3012037 | |||||||||||||
31411LEA5 | FNMA POOL # 911029 | 2 | 138,239.81 | 141,588.39 | 130,414.92 | 136,198.09 | 5,390.3 | (2,358.19 | ) | — | — | 5.5 | 3.5867 | Monthly | 746.89 | 7,742.52 | 9292009 | 7012022 | |||||||||||||
31411WPJ0 | FNMA POOL # 916725 | 2 | 879,172.84 | 887,521.06 | 830,878.04 | 877,754 | 9,767.06 | (8,683.60 | ) | — | — | 2.411 | 0.5295 | Monthly | 1,988.75 | 21,708.19 | 2142012 | 10012036 | |||||||||||||
31412LMG2 | FNMA POOL # 928359 | 2 | 126,281.2 | 129,340.11 | 119,133.21 | 124,465.5 | 4,874.61 | (1,895.76 | ) | — | — | 5.5 | 3.4612 | Monthly | 659.77 | 7,160.5 | 9292009 | 5012022 | |||||||||||||
31412LQN3 | FNMA POOL # 928461 | 2 | 202,980.72 | 207,897.53 | 191,491.26 | 200,114.55 | 7,782.98 | (3,716.88 | ) | — | — | 5.5 | 3.4532 | Monthly | 1,116.81 | 11,761.07 | 9292009 | 6012022 | |||||||||||||
31412LVF4 | FNMA POOL # 928614 | 2 | 1,203,805.69 | 1,229,883.47 | 1,132,826.99 | 1,187,119.53 | 42,763.94 | (23,004.29 | ) | — | — | 5.5 | 3.3347 | Monthly | 6,625.42 | 69,004.5 | 10212009 | 8012022 | |||||||||||||
31412SRH0 | FNMA POOL # 933488 | 2 | 377,553.01 | 384,542.85 | 359,681.34 | 373,441.83 | 11,101.02 | (7,171.03 | ) | — | — | 5 | 3.3735 | Monthly | 2,051.62 | 20,683.86 | 9292009 | 3012023 | |||||||||||||
31414ARA2 | FNMA POOL # 960481 | 2 | 744,897.34 | 755,306.47 | 709,637.25 | 736,941.39 | 18,365.08 | (12,310.01 | ) | — | — | 5 | 3.2613 | Monthly | 3,871.26 | 40,354.08 | 9292009 | 12012022 | |||||||||||||
31414CRJ9 | FNMA POOL # 962289 | 2 | 872,668.43 | 888,824.62 | 831,360.22 | 863,293.52 | 25,531.1 | (15,979.25 | ) | — | — | 5 | 3.3497 | Monthly | 4,690.06 | 47,987.29 | 9292009 | 3012023 | |||||||||||||
31414GD22 | FNMA POOL # 965521 | 2 | 111,219.55 | 113,913.64 | 104,924.12 | 109,816.92 | 4,096.72 | (2,257.10 | ) | — | — | 5.5 | 3.3957 | Monthly | 634.95 | 6,583.01 | 9292009 | 12012022 | |||||||||||||
31414NB45 | FNMA POOL # 970859 | 2 | 935,837.82 | 951,746.78 | 890,214.33 | 926,920.03 | 24,826.75 | (21,910.46 | ) | — | — | 5 | 3.2903 | Monthly | 5,380.36 | 51,792.76 | 10212009 | 12012023 | |||||||||||||
31414RB79 | FNMA POOL # 973562 | 2 | 719,167.3 | 740,813.25 | 678,459.72 | 710,750.45 | 30,062.8 | (12,949.88 | ) | — | — | 5.5 | 3.3261 | Monthly | 4,028.88 | 41,505.04 | 9292009 | 3012023 | |||||||||||||
31415MDG7 | FNMA POOL # 984003 | 2 | 1,201,577.18 | 1,385,081.81 | 1,237,742.47 | 1,203,065.91 | 182,015.9 | 7,731.74 | — | — | 5.5 | 6.2890 | Monthly | 6,856.39 | 75,141.05 | 7252008 | 6012038 | ||||||||||||||
31415MFS9 | FNMA POOL # 984077 | 2 | 570,529.87 | 581,092.41 | 543,523.55 | 564,183.81 | 16,908.6 | (8,353.89 | ) | — | — | 5 | 3.4813 | Monthly | 2,853.41 | 30,163.27 | 9292009 | 6012023 | |||||||||||||
31416BLV8 | FNMA POOL # 995040 | 2 | 425,886.74 | 433,126.7 | 405,124.14 | 421,208.2 | 11,918.5 | (7,862.40 | ) | — | — | 5 | 3.3893 | Monthly | 2,254.17 | 23,034.63 | 10212009 | 6012023 | |||||||||||||
31416BSE9 | FNMA POOL # 995217 | 2 | 956,636.68 | 978,968.68 | 901,713.19 | 945,924.57 | 33,044.11 | (21,266.40 | ) | — | — | 5.5 | 3.4600 | Monthly | 5,586.43 | 57,086.38 | 10212009 | 12012023 | |||||||||||||
31416BSX7 | FNMA POOL # 995234 | 2 | 1,365,280.3 | 1,339,709.41 | 1,271,506.68 | 1,334,885.28 | 4,824.13 | (54,200.28 | ) | — | — | 5 | 2.0566 | Monthly | 8,434.86 | 79,850.2 | 11102011 | 7012019 | |||||||||||||
31416B4M7 | FNMA POOL # 995528 | 2 | 1,031,978.51 | 1,053,339.18 | 993,331.69 | 1,022,206.19 | 31,132.99 | (17,578.95 | ) | — | — | 5 | 3.4497 | Monthly | 6,203.61 | 60,418.78 | 3202009 | 12012021 | |||||||||||||
31416B4N5 | FNMA POOL # 995529 | 2 | 2,015,533.25 | 2,107,537.61 | 1,941,220.89 | 1,996,409.36 | 111,128.25 | (29,885.08 | ) | — | — | 5.5 | 4.2109 | Monthly | 12,170.65 | 124,202.26 | 2272009 | 11012022 | |||||||||||||
31416B4P0 | FNMA POOL # 995530 | 2 | 1,080,748.31 | 1,102,533.44 | 1,036,378.37 | 1,067,618.88 | 34,914.56 | (18,936.48 | ) | — | — | 5.5 | 4.0723 | Monthly | 6,618.10 | 66,158.9 | 3202009 | 12012021 | |||||||||||||
31416B7J1 | FNMA POOL # 995597 | 2 | 113,778.58 | 116,534.63 | 107,338.28 | 112,534.98 | 3,999.65 | (2,654.23 | ) | — | — | 5.5 | 3.5364 | Monthly | 679.88 | 6,849.89 | 9292009 | 3012024 | |||||||||||||
31416CME3 | FNMA POOL # 995957 | 2 | 2,033,605.77 | 2,066,256.99 | 1,932,669.09 | 2,015,049.47 | 51,207.52 | (39,425.94 | ) | — | — | 5 | 3.3035 | Monthly | 10,915.93 | 110,560.27 | 9282009 | 6012024 | |||||||||||||
31416MZC1 | FNMA POOL # AA4338 | 2 | 1,826,355.47 | 1,842,783.65 | 1,697,454.98 | 1,823,104.4 | 19,679.25 | (22,213.01 | ) | — | — | 4.5 | 3.0355 | Monthly | 7,374.89 | 81,516.98 | 3212013 | 4012039 | |||||||||||||
31416TL49 | FNMA POOL # AA9346 | 2 | 6,513,600.77 | 7,053,328.49 | 6,444,267.54 | 6,508,614.74 | 544,713.75 | (12,494.66 | ) | — | — | 4.5 | 4.2769 | Monthly | 28,202.40 | 314,410.62 | 2022010 | 8012039 | |||||||||||||
31417AP60 | FNMA POOL # AB4044 | 2 | 4,893,348.37 | 4,964,013.09 | 4,750,823.68 | 4,891,486.4 | 72,526.69 | (8,703.46 | ) | — | — | 3.5 | 3.0826 | Monthly | 0 | 78,858.46 | 6272014 | 12012041 | |||||||||||||
31417FQC5 | FNMA POOL # AB8550 | 2 | 2,168,150.36 | 2,135,375.03 | 2,095,226.65 | 2,161,713.46 | (26,338.43 | ) | (11,489.73 | ) | — | — | 2.5 | 1.7916 | Monthly | 4,862.18 | 55,405.07 | 3132013 | 3012028 | ||||||||||||
31417FX94 | FNMA POOL # AB8803 | 2 | 19,027.03 | 18,666.25 | 17,947.38 | 18,945.77 | (279.52 | ) | (296.81 | ) | — | — | 3 | 1.6758 | Monthly | 55.55 | 590.55 | 4292013 | 3012028 | ||||||||||||
31417F2Y3 | FNMA POOL # AB8890 | 2 | 23,815.65 | 23,364.07 | 22,464.28 | 23,711.59 | (347.52 | ) | (258.58 | ) | — | — | 3 | 1.7238 | Monthly | 64.61 | 717.72 | 4292013 | 4012028 | ||||||||||||
31419ALC9 | FNMA POOL # AE0322 | 2 | 1,104,087.79 | 1,078,136.79 | 1,018,178.95 | 1,089,509.69 | (11,372.9 | ) | (43,037.28 | ) | — | — | 5 | 1.9071 | Monthly | 6,114.70 | 60,643.73 | 2262013 | 5012021 | ||||||||||||
31419BBT1 | FNMA POOL # AE0949 | 2 | 3,143,407.59 | 3,166,817.44 | 2,965,041.81 | 3,137,360.22 | 29,457.22 | (26,044.00 | ) | — | — | 4 | 2.7809 | Monthly | 11,235.96 | 126,445.46 | 5022012 | 2012041 | |||||||||||||
3138A7Q76 | FNMA POOL # AH5877 | 2 | 668,460.8 | 669,371.68 | 623,636.89 | 665,962.02 | 3,409.66 | (10,051.59 | ) | — | — | 4 | 1.9529 | Monthly | 2,449.37 | 27,039.57 | 12172013 | 2012026 | |||||||||||||
3138A9YZ1 | FNMA POOL # AH7927 | 2 | 1,772,546.4 | 1,813,018.78 | 1,712,346.68 | 1,764,686.54 | 48,332.24 | (14,888.08 | ) | — | — | 3.5 | 2.5325 | Monthly | 6,071.62 | 65,143.04 | 8032011 | 8012026 | |||||||||||||
3138AP6W3 | FNMA POOL # AI9884 | 2 | 4,559,251.01 | 4,602,368.5 | 4,202,679.86 | 4,556,099.33 | 46,269.17 | (18,978.58 | ) | — | — | 4.5 | 2.8076 | Monthly | 0 | 70,873.28 | 8152014 | 9012041 | |||||||||||||
3138EGHT4 | FNMA POOL # AL0241 | 2 | 4,032,733.37 | 4,036,083.71 | 3,779,119.07 | 4,024,188.87 | 11,894.84 | (38,178.97 | ) | — | — | 4 | 2.8898 | Monthly | 14,363.70 | 162,790.33 | 2272013 | 4012041 | |||||||||||||
3138EJPG7 | FNMA POOL # AL2222 | 2 | 774,890.07 | 760,521.09 | 731,243.94 | 770,092.66 | (9,571.57 | ) | (7,958.34 | ) | — | — | 3 | 1.7238 | Monthly | 2,091.41 | 23,455.1 | 8072012 | 8012027 | ||||||||||||
3138EJRA8 | FNMA POOL # AL2280 | 2 | 3,402,012.66 | 3,426,118.22 | 3,152,976.76 | 3,399,569.32 | 26,548.9 | (13,091.19 | ) | — | — | 4.5 | 2.5550 | Monthly | 0 | 41,434.15 | 9152014 | 9012042 | |||||||||||||
3138EKVP7 | FNMA POOL # AL3321 | 2 | 4,912,873.91 | 4,983,736.59 | 4,775,576.08 | 4,911,193.76 | 72,542.83 | (6,757.76 | ) | — | — | 3.5 | 3.0713 | Monthly | 0 | 78,788.35 | 6272014 | 2012043 | |||||||||||||
3138ELZ63 | FNMA POOL # AL4364 | 2 | 4,376,482.18 | 4,368,166.24 | 4,137,906.05 | 4,374,030.63 | (5,864.39 | ) | (38,431.55 | ) | — | — | 3.645 | 2.0981 | Monthly | 0 | 138,816.11 | 2102014 | 9012042 | ||||||||||||
3138EMCW9 | FNMA POOL # AL4584 | 2 | 397,333.46 | 391,880.06 | 370,042.82 | 396,166.47 | (4,286.41 | ) | (10,656.66 | ) | — | — | 4.5 | 2.2436 | Monthly | 1,875.00 | 19,186.56 | 12122013 | 1012027 | ||||||||||||
3138LURE7 | FNMA POOL # AO4084 | 2 | 1,356,462.65 | 1,351,471.08 | 1,277,046.34 | 1,349,361.5 | 2,109.58 | (19,100.32 | ) | — | — | 3.5 | 2.1095 | Monthly | 4,459.62 | 48,362.06 | 1242013 | 5012027 | |||||||||||||
3138LYPM3 | FNMA POOL # AO7627 | 2 | 1,203,340.55 | 1,205,920.4 | 1,159,497.08 | 1,202,364.59 | 3,555.81 | (1,993.09 | ) | — | — | 3 | 2.0713 | Monthly | 0 | 10,230.06 | 8152014 | 6012027 | |||||||||||||
3138M5GL7 | FNMA POOL # AP2002 | 2 | 615,445.04 | 615,396.02 | 576,867.07 | 610,299.96 | 5,096.06 | (11,435.45 | ) | — | — | 3.5 | 1.3359 | Monthly | 2,071.15 | 22,240.62 | 5132013 | 8012022 | |||||||||||||
3138M8YB3 | FNMA POOL # AP5205 | 2 | 5,337,308.32 | 5,250,814.41 | 5,145,943.53 | 5,316,956.76 | (66,142.35 | ) | (30,417.23 | ) | — | — | 2.5 | 1.6975 | Monthly | 11,962.16 | 135,823.74 | 9062012 | 9012027 | ||||||||||||
3138MBWZ5 | FNMA POOL # AP7863 | 2 | 706,808.5 | 706,752.17 | 662,503.56 | 700,959.65 | 5,792.52 | (12,613.24 | ) | — | — | 3.5 | 1.3529 | Monthly | 2,356.41 | 25,807.91 | 5132013 | 9012022 | |||||||||||||
3138MRLL3 | FNMA POOL # AQ9330 | 2 | 2,570,384.1 | 2,542,169.1 | 2,435,841.87 | 2,567,324.31 | (25,155.21 | ) | (16,609.95 | ) | — | — | 3.5 | 2.5852 | Monthly | 7,884.21 | 90,577.98 | 2252013 | 1012043 | ||||||||||||
3138W4AB7 | FNMA POOL # AR6301 | 2 | 21,575.79 | 21,166.68 | 20,351.52 | 21,484.07 | (317.39 | ) | (254.78 | ) | — | — | 3 | 1.6696 | Monthly | 59.50 | 656.69 | 4292013 | 3012028 | ||||||||||||
3138W9LM0 | FNMA POOL # AS0331 | 2 | 2,219,129.28 | 2,278,165.23 | 2,248,642.71 | 2,219,359.61 | 58,805.62 | 760.19 | — | — | 3 | 3.1661 | Monthly | 0 | 20,754.32 | 9092014 | 8012043 | ||||||||||||||
3138W9VQ0 | FNMA POOL # AS0622 | 2 | 1,959,429.14 | 1,962,632.11 | 1,881,804.67 | 1,955,209.18 | 7,422.93 | (12,041.43 | ) | — | — | 3 | 2.1195 | Monthly | 5,234.68 | 59,729.2 | 10232013 | 10012028 | |||||||||||||
3138WAJB4 | FNMA POOL # AS1157 | 2 | 5,405,479.86 | 5,434,336.96 | 5,225,052.24 | 5,395,954.67 | 38,382.29 | (32,978.14 | ) | — | — | 3 | 2.0742 | Monthly | 14,905.99 | 167,822.07 | 11262013 | 11012028 | |||||||||||||
3138WAWT0 | FNMA POOL # AS1557 | 2 | 5,036,807.26 | 5,085,255.38 | 4,744,711.00 | 5,033,522.94 | 51,732.44 | (12,404.95 | ) | — | — | 4 | 3.0343 | Monthly | 0 | 89,308.59 | 6272014 | 1012044 | |||||||||||||
3138WCAD5 | FNMA POOL # AS2703 | 2 | 5,132,076.27 | 5,182,203.5 | 4,835,166.80 | 5,128,790.74 | 53,412.76 | (11,633.00 | ) | — | — | 4 | 3.0267 | Monthly | 0 | 90,902.15 | 6272014 | 6012044 | |||||||||||||
3138WCAV5 | FNMA POOL # AS2719 | 2 | 7,254,155.79 | 7,307,261.19 | 6,817,915.72 | 7,250,696.22 | 56,564.97 | (17,748.70 | ) | — | — | 4 | 2.9412 | Monthly | 0 | 101,521.68 | 8152014 | 6012044 | |||||||||||||
3138WCFK4 | FNMA POOL # AS2869 | 2 | 987,927.21 | 997,500.76 | 956,396.03 | 987,324.29 | 10,176.47 | (1,377.39 | ) | — | — | 3 | 2.3086 | Monthly | 0 | 8,450.3 | 9122014 | 7012029 | |||||||||||||
3138WCPT4 | FNMA POOL # AS3133 | 2 | 4,046,539.66 | 4,114,474.44 | 3,932,258.40 | 4,045,503.15 | 68,971.29 | (2,544.32 | ) | — | — | 3.5 | 3.1007 | Monthly | 0 | 51,075.16 | 8132014 | 8012044 | |||||||||||||
3138WCZ63 | FNMA POOL # AS3464 | 2 | 2,564,131.16 | 2,561,940.88 | 2,453,347.20 | 2,563,545.44 | (1,604.56 | ) | (1,418.76 | ) | — | — | 3 | 2.0779 | Monthly | 0 | 6,751.32 | 11242014 | 10012029 | ||||||||||||
3138WDER8 | FNMA POOL # AS3743 | 2 | 7,060,291.61 | 7,075,890.75 | 6,933,537.87 | 7,059,283.31 | 16,607.44 | (1,008.30 | ) | — | — | 2.5 | 2.1204 | Monthly | 0 | 7,222.43 | 12112014 | 11012029 | |||||||||||||
3138WPLC6 | FNMA POOL # AT2122 | 2 | 25,100.43 | 24,624.48 | 23,676.15 | 24,990.79 | (366.31 | ) | (500.50 | ) | — | — | 3 | 1.7094 | Monthly | 77.89 | 825.98 | 4292013 | 3012028 | ||||||||||||
3138X3EP3 | FNMA POOL # AU3741 | 2 | 4,948,634.8 | 5,030,303.12 | 4,808,146.78 | 4,946,936.73 | 83,366.39 | (6,443.16 | ) | — | — | 3.5 | 3.0957 | Monthly | 0 | 79,243.03 | 6272014 | 8012043 | |||||||||||||
3138X9U23 | FNMA POOL # AU9600 | 2 | 1,777,141.46 | 1,781,008.66 | 1,705,714.66 | 1,773,293.39 | 7,715.27 | (8,566.41 | ) | — | — | 3 | 2.0984 | Monthly | 4,594.64 | 53,069.75 | 10232013 | 10012028 | |||||||||||||
3138XSFZ5 | FNMA POOL # AW2883 | 2 | 5,087,209.32 | 5,171,861.86 | 4,813,444.65 | 5,083,699.18 | 88,162.68 | (13,236.29 | ) | — | — | 4 | 3.0608 | Monthly | 0 | 108,126.23 | 6052014 | 4012044 | |||||||||||||
3138XYQJ6 | FNMA POOL # AW8556 | 2 | 5,090,146.09 | 5,179,161.89 | 4,935,151.50 | 5,088,750.24 | 90,411.65 | (3,432.51 | ) | — | — | 3.5 | 3.0668 | Monthly | 0 | 64,141.22 | 8132014 | 8012044 | |||||||||||||
31418AMK1 | FNMA POOL # MA1261 | 2 | 695,818.97 | 701,892.22 | 661,454.34 | 691,120.3 | 10,771.92 | (9,962.94 | ) | — | — | 3 | 1.2999 | Monthly | 2,039.01 | 22,182.8 | 2132013 | 11012022 | |||||||||||||
3138ATD31 | FNMA POOL# AJ1921 | 2 | 461,863.34 | 470,312.09 | 432,817.26 | 460,942.98 | 9,369.11 | (4,181.87 | ) | — | — | 4.5 | 3.0819 | Monthly | 1,837.64 | 20,596.17 | 9202011 | 9012041 | |||||||||||||
3138EBG33 | FNMA POOL#AK6517 | 2 | 1,289,922.84 | 1,286,094.75 | 1,234,006.91 | 1,282,935.04 | 3,159.71 | (10,770.51 | ) | — | — | 3 | 2.0219 | Monthly | 3,559.10 | 39,455.89 | 4242012 | 3012027 | |||||||||||||
01F030413 | FNMA TBA MBS | 2 | 5,185,937.5 | 5,195,312.5 | 5,000,000.00 | 5,185,937.5 | 9,375 | — | — | — | 3 | — | Monthly | 0 | — | 12112014 | 1202045 | ||||||||||||||
01F042616 | FNMA TBA MBS | 2 | 5,417,187.5 | 5,428,125 | 5,000,000.00 | 5,417,187.5 | 10,937.5 | — | — | — | 4.5 | — | Monthly | 0 | — | 12082014 | 1142045 | ||||||||||||||
01F030611 | FNMA TBA MBS | 2 | 9,064,687.5 | 9,109,606.5 | 9,000,000.00 | 9,064,687.5 | 44,919 | — | — | — | 3 | 2.9424 | Monthly | 0 | — | 12092014 | 1012043 | ||||||||||||||
01F032617 | FNMA TBA MBS | 2 | 10,390,625 | 10,428,125 | 10,000,000.00 | 10,390,625 | 37,500 | — | — | — | 3.5 | — | Monthly | 0 | — | 12092014 | 1142045 | ||||||||||||||
3135G0XP3 | FNMA UNSEC AGENCY BND | 1,743,962.5 | 1,745,922.47 | 1,750,000.00 | 1,747,076.94 | (1,154.47 | ) | 1,922.94 | — | — | 0.375 | 0.4861 | Jan-Jul | 3,208.34 | 6,562.5 | 5152013 | 7052016 | ||||||||||||||
3135G0SB0 | FNMA UNSECURED AGENCY BND | 14,971,672.35 | 15,000,900 | 15,000,000.00 | 14,990,388.39 | 10,511.61 | 9,868.50 | — | — | 0.375 | 0.4413 | Jun-Dec | 1,562.50 | 56,250 | 2052013 | 12212015 | |||||||||||||||
3136A7QW5 | FNMA_12-86 AGENCY CMO 12-86 | 2 | 326,862.66 | 324,300.41 | 323,026.72 | 323,917.89 | 382.52 | (3,295.11 | ) | — | — | 2 | 1.1248 | Monthly | 1,508.47 | 11,781.47 | 9062012 | 3252041 | |||||||||||||
3136A7TE2 | FNMA_12-91 AGENCY CMO 12-91 | 2 | 3,576,402.95 | 3,671,857.05 | 3,710,384.95 | 3,577,049.69 | 94,807.36 | 6,929.76 | — | — | 2 | 3.0164 | Monthly | 0 | 18,872.52 | 8012012 | 4252042 | ||||||||||||||
3136AFA95 | FNMA_13-81 AGENCY CMO 13-81 UF | 2 | 1,745,822.58 | 1,743,782.31 | 1,747,187.58 | 1,745,977.26 | (2,194.95 | ) | 259.75 | — | — | 0.4195 | 0.4321 | Monthly | 134.11 | 7,512.79 | 8132013 | 2252043 | |||||||||||||
3136A9LX4 | FNR_12-114 AGENCY CMO_12-114-DB | 2 | 3,155,733.94 | 3,205,898.36 | 3,289,038.68 | 3,157,762.22 | 48,136.14 | 6,734.43 | — | — | 1.75 | 2.7122 | Monthly | 0 | 14,563.93 | 1112013 | 8252039 | ||||||||||||||
34529PAD7 | FORD CREDIT AUTO OWNER TRUST F ABS_11-A A4 | 2 | 43,820.67 | 43,534.17 | 43,496.15 | 43,542.82 | (8.65 | ) | (2,041.47 | ) | — | — | 1.65 | 0.8839 | Monthly | 283.66 | 3,322.64 | 7172013 | 5152016 | ||||||||||||
34528QDL5 | FORD CREDIT FLOORPLAN MASTER O ABS _14-4-A1 | 2 | 2,219,364.64 | 2,216,048.38 | 2,220,000.00 | 2,219,436.87 | (3,388.49 | ) | 72.23 | — | — | 1.4 | 1.4140 | Monthly | 0 | 10,791.67 | 8192014 | 8152019 | |||||||||||||
345397VP5 | FORD MOTOR CREDIT COMPANY LLC CORP BND | 2,262,520 | 2,230,785.06 | 2,000,000.00 | 2,240,023.38 | (9,238.32 | ) | (22,496.62 | ) | — | — | 6.625 | 1.9101 | Feb-Aug | 0 | 33,125 | 9212012 | 8152017 | |||||||||||||
345397WN9 | FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND | 2,497,650 | 2,488,028.52 | 2,500,000.00 | 2,498,499.78 | (10,471.26 | ) | 1,261.00 | — | — | 1.5 | 1.5299 | Jan-Jul | 8,554.58 | 61,793.75 | 11062013 | 1172017 | ||||||||||||||
345397WR0 | FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND | 3,500,000 | 3,459,886.68 | 3,500,000.00 | 3,500,000 | (40,113.32 | ) | — | — | — | 1.724 | 1.7240 | Jun-Dec | 0 | 34,360.27 | 6032014 | 12062017 | ||||||||||||||
345397WD1 | FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND | 4,141,960 | 4,102,834.76 | 4,000,000.00 | 4,128,866.52 | (26,031.76 | ) | (13,093.48 | ) | — | — | 3 | 1.6501 | Jun-Dec | 0 | 30,000 | 11282012 | 6122017 | |||||||||||||
345397WT6 | FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND | 4,000,000 | 3,965,065.32 | 4,000,000.00 | 4,000,000 | (34,934.68 | ) | — | — | — | 1.684 | 1.6840 | Mar-Sep | 0 | 21,143.56 | 9032014 | 9082017 | ||||||||||||||
345397WM1 | FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND MTN | 4,750,000 | 4,748,954.87 | 4,750,000.00 | 4,750,000 | (1,045.13 | ) | — | — | — | 1.0081 | 1.0081 | J-A-J-O | 9,327.10 | 55,285.75 | 11062013 | 1172017 | ||||||||||||||
34528QBP8 | FORDF ABS 12-2 | 2 | 5,463,393.55 | 5,434,017.5 | 5,375,000.00 | 5,452,626.25 | (18,608.75 | ) | (10,767.30 | ) | — | — | 1.92 | 1.2040 | Monthly | 0 | 29,526.67 | 9152014 | 1152019 | ||||||||||||
34529UAD6 | FORDO_12-A ABS 12-A | 2 | 2,339,403.3 | 2,348,868.6 | 2,340,000.00 | 2,339,863.42 | 9,005.18 | 158.89 | — | — | 1.15 | 1.1597 | Monthly | 1,196.00 | 26,910 | 1182012 | 6152017 | ||||||||||||||
34529WAC4 | FORDO_12-B ABS_12-B A3 | 2 | 603,439.43 | 603,240.84 | 602,921.29 | 602,986.47 | 254.37 | (566.10 | ) | — | — | 0.72 | 0.6807 | Monthly | 685.25 | 9,534.88 | 6222012 | 12152016 | |||||||||||||
34530EAC1 | FORDO_13-B ABS_13-B A3 | 2 | 2,295,023.86 | 2,294,392.11 | 2,295,142.75 | 2,295,093.23 | (701.12 | ) | 51.80 | — | — | 0.57 | 0.5726 | Monthly | 639.67 | 14,296.88 | 5142013 | 10152017 | |||||||||||||
34530DAB5 | FORDO_13-C ABS 13-C A2 | 2 | 31,030.45 | 31,030.57 | 31,030.57 | 31,029.66 | 0.91 | 2.53 | — | — | 0.55 | 0.5496 | Monthly | 116.11 | 1,365.81 | 7232013 | 4152016 | ||||||||||||||
34530DAC3 | FORDO_13-C ABS 13-C A3 | 2 | 3,564,398.94 | 3,569,278.11 | 3,565,000.00 | 3,564,750.22 | 4,527.89 | 250.39 | — | — | 0.82 | 0.8285 | Monthly | 1,299.24 | 29,232.96 | 7232013 | 12152017 | ||||||||||||||
34530GAD4 | FORDO_13-D ABS 13-D A3 | 2 | 4,784,780.36 | 4,776,800.62 | 4,785,000.00 | 4,784,865.4 | (8,064.78 | ) | 80.23 | — | — | 0.67 | 0.6726 | Monthly | 1,424.88 | 32,059.44 | 11192013 | 4152018 | |||||||||||||
34530HAC4 | FORDO_14-A ABS_14-A A3 | 2 | 7,249,962.8 | 7,243,052.69 | 7,250,000.00 | 7,249,976.77 | (6,924.08 | ) | 13.97 | — | — | 0.79 | 0.7974 | Monthly | 0 | 43,620.01 | 3262014 | 5152018 | |||||||||||||
34530KAB9 | FORDO_14-B ABS _14-B-A3 | 2 | 5,602,296.61 | 5,608,468.94 | 5,605,000.00 | 5,602,646.89 | 5,822.05 | 350.28 | — | — | 0.9 | 0.9013 | Monthly | 0 | 24,335.88 | 9122014 | 10152018 | ||||||||||||||
34530PAE2 | FORDO_14-C ABS 2014-C A4 | 2 | 1,879,577.38 | 1,873,885.62 | 1,880,000.00 | 1,879,588.06 | (5,702.44 | ) | 10.68 | — | — | 1.56 | 1.5716 | Monthly | 0 | 2,932.8 | 11182014 | 2152020 | |||||||||||||
345838AE6 | FOREST LABORATORIES INC. SENIOR CORP BND 144A | 1,237,731.84 | 1,208,021.72 | 1,128,000.00 | 1,231,141.22 | (23,119.5 | ) | (10,376.86 | ) | — | — | 4.875 | 3.2174 | Feb-Aug | 0 | 37,797.5 | 7212014 | 2152021 | |||||||||||||
349425YA0 | FORT WORTH TEX MUNITAX BND GO | 1 | 2,188,307.55 | 2,162,782.05 | 2,145,000.00 | 2,161,810.17 | 971.88 | (26,497.38 | ) | — | — | 5.25 | 0.4261 | Mar-Sep | 0 | 28,153.12 | 10152007 | 3012025 | |||||||||||||
BRSL7M1V9 | FORTESCUE METALS SENIOR SECURED TERM NOTES | F | 7,553,590.87 | 6,939,203.93 | 7,611,906.14 | 7,565,256.61 | (626,052.68 | ) | 11,019.15 | — | — | — | 0.1349 | M-J-S-D | 0 | 203,792.62 | 11152013 | 6302019 | |||||||||||||
BRSL40CC0 | FORTIUS RE LTD CORP BND 144A | F | 5,000,000 | 5,000,000 | 5,000,000.00 | 5,000,000 | — | — | — | — | 6.5 | 6.5000 | M-J-S-D | 659.72 | 276,112.56 | 10152013 | 6302017 | ||||||||||||||
BRSNK4RC4 | FOSSM_14-1 ABS _14-1X-A2 | D | 2 | 1,516,227.3 | 1,406,125.4 | 903,000.00 | 1,516,227.3 | (110,101.9 | ) | — | — | (108,224.55 | ) | 0.95781 | 0.9590 | J-A-J-O | 0 | 9,574.56 | 6052014 | 10182054 | |||||||||||
354613AH4 | FRANKLIN RESOURCES INC SENIOR CORP BND | 1,541,552.5 | 1,541,635.07 | 1,550,000.00 | 1,545,335.06 | (3,699.99 | ) | 2,701.26 | — | — | 1.375 | 1.4891 | Mar-Sep | 11,538.53 | 34,371.19 | 9192012 | 9152017 | ||||||||||||||
3137A2H95 | FREDDIE MAC FHLMC_3766 CMO_37-66 FA | 2 | 19,367.56 | 19,356.17 | 19,349.42 | 19,356.25 | (0.08 | ) | (44.53 | ) | — | — | 0.5108 | 0.4195 | Monthly | 15.66 | 201.96 | 6182013 | 6152028 | ||||||||||||
35671DBK0 | FREEPORT-MCMORAN INC SENIOR CORP BND | 1,588,950.6 | 1,585,626.15 | 1,590,000.00 | 1,588,995.65 | (3,369.5 | ) | 45.05 | — | — | 2.3 | 2.3229 | May-Nov | 0 | 4,774.42 | 11102014 | 11142017 | ||||||||||||||
35671DAW5 | FREEPORT-MCMORAN INC SENIOR CORP BND | 3,345,980 | 3,353,537.54 | 3,350,000.00 | 3,348,234.12 | 5,303.42 | 789.10 | — | — | 2.15 | 2.1751 | Mar-Sep | 24,008.34 | 72,025 | 2082012 | 3012017 | |||||||||||||||
35671DBD6 | FREEPORT-MCMORAN INC SENIOR CORP BND | 4,271,905.91 | 4,211,293.35 | 4,270,000.00 | 4,271,856.76 | (60,563.41 | ) | (80.37 | ) | — | — | 2.375 | 2.3769 | Mar-Sep | 26,363.82 | 92,506.25 | 10102013 | 3152018 | |||||||||||||
BRSHBDMR9 | FREESCALE SEMICONDUCTOR INC SENIOR SECURED TERM NOTES | 2 | 3,171,280.48 | 3,150,323.68 | 3,217,685.93 | 3,180,849.68 | (30,526 | ) | 7,994.90 | — | — | — | 0.2197 | F-M-A-N | 0 | 183,000.25 | 9042013 | 2282020 | |||||||||||||
30290FAE2 | FREMF SUB CMBS_12-K707 B 144A | 2 | 1,039,335.94 | 1,034,810.03 | 1,000,000.00 | 1,037,308.83 | (2,498.8 | ) | (2,027.11 | ) | — | — | 3.88275 | 2.8391 | Monthly | 0 | 8,369.06 | 10082014 | 1252047 | ||||||||||||
358802U79 | FRISCO TEX INDPT SCH DIST MUNI BND GO | 1 | 2,164,620 | 2,144,720 | 2,000,000.00 | 2,150,374.7 | (5,654.7 | ) | (14,245.30 | ) | — | — | 4.1 | 1.1794 | Feb-Aug | 0 | 20,500 | 2132007 | 8152019 | ||||||||||||
302644EL9 | FSU FINL ASSISTANCE INC FLA MUNITAX BND REV | 920,061 | 927,306 | 900,000.00 | 918,397.91 | 8,908.09 | (1,663.09 | ) | — | — | 2.84 | 2.0705 | Apr-Oct | 0 | 6,390 | 2152012 | 10012017 | ||||||||||||||
359900XB8 | FULTON CNTY GA DEV AUTH REV MUNI BND REV | 2 | 2,210,380 | 2,184,080 | 2,000,000.00 | 2,200,668.95 | (16,588.95 | ) | (9,711.05 | ) | — | — | 5.491 | 3.2309 | May-Nov | 0 | 27,455 | 6242009 | 11012019 | ||||||||||||
39153VBJ2 | GALC_13-1 ABS 13-1 144A | 2 | 1,527,245.77 | 1,528,609.88 | 1,527,372.69 | 1,527,335.73 | 1,274.15 | 57.83 | — | — | 0.78 | 0.7845 | Monthly | 615.33 | 13,696.65 | 2052013 | 6152016 | ||||||||||||||
BRSNN37V3 | GATES GLOBAL LLC SENIOR SECURED TERM NOTES | 1 | 2,071,850.91 | 2,030,748.82 | 2,080,152.44 | 2,072,300.26 | (41,551.44 | ) | 501.48 | — | — | — | 0.0572 | M-J-S-D | 0 | 38,253.79 | 7162014 | 7052021 | |||||||||||||
36159JBW0 | GE CAPITAL CREDIT CARD MASTER ABS 10-1 A | 2 | 12,356,718.75 | 12,076,080.36 | 12,000,000.00 | 12,076,971.84 | (891.48 | ) | (279,746.91 | ) | — | — | 3.69 | 0.5599 | Monthly | 0 | 330,870 | 3282014 | 3152018 | ||||||||||||
G3775BCT0 | GE CAPITAL UK FUNDING CORP BND EMTN | D | 2,054,040.03 | 1,958,004.19 | 1,210,000.00 | 2,014,434.94 | (56,430.75 | ) | (45,264.73 | ) | — | (61,626.09 | ) | 4.625 | 1.2337 | January | 62,118.88 | 66,897.48 | 12102014 | 1182016 | |||||||||||
36830NAC3 | GEEMT_13-1 ABS 13-1 A3 | 2 | 2,894,934.58 | 2,903,077.03 | 2,895,000.00 | 2,894,957.8 | 8,119.23 | 17.83 | — | — | 0.95 | 0.9525 | Monthly | 687.57 | 27,502.56 | 9172013 | 3222017 | ||||||||||||||
36162RAC2 | GEEST_12-1A ABS 12-1A 144A | 2 | 60,944.7 | 60,977.76 | 60,957.03 | 60,956.73 | 21.03 | 198.27 | — | — | 1.04 | 1.0510 | Monthly | 866.67 | 19,504.11 | 5222012 | 9212015 | ||||||||||||||
BRSP6WS08 | GEMINI HDPE LLC SENIOR SECURED TERM NOTES | 924,703.29 | 899,146.17 | 929,350.05 | 924,947.56 | (25,801.39 | ) | 255.90 | — | — | — | 0.0710 | M-J-S-D | 0 | 8,850.93 | 8082014 | 8062021 | ||||||||||||||
369550AQ1 | GENERAL DYNAMICS CORP CORP BND | 1,149,579.4 | 1,114,325.75 | 1,090,000.00 | 1,114,787.5 | (461.75 | ) | (15,962.51 | ) | — | — | 2.25 | 0.7599 | Jan-Jul | 11,308.75 | 24,525 | 10182012 | 7152016 | |||||||||||||
369550AV0 | GENERAL DYNAMICS CORP SENIOR CORP BND | 11,867,110.88 | 11,819,367.68 | 11,963,000.00 | 11,895,883.07 | (76,515.39 | ) | 24,340.77 | — | — | 1 | 1.1281 | May-Nov | 18,480.51 | 112,518.88 | 2212013 | 11152017 | ||||||||||||||
36962G4D3 | GENERAL ELECTRIC CAPITAL CORP CORP BND MTN | 261,337.5 | 290,435.96 | 250,000.00 | 256,089.14 | 34,346.82 | (19,308.60 | ) | — | — | 6 | 5.3950 | Feb-Aug | 6,000.00 | 49,300 | 10292009 | 8072019 | ||||||||||||||
U36963R70 | GENERAL ELECTRIC CAPITAL CORP CORP BND | O | 803,536.82 | 796,844.78 | 450,000.00 | 801,220.38 | (4,375.6 | ) | (2,546.46 | ) | — | (6,093.8 | ) | 6.25 | 1.5899 | December | 0 | 3,581.76 | 12032014 | 12152017 | |||||||||||
36962G4T8 | GENERAL ELECTRIC CAPITAL CORP CORP BND | 2,878,200 | 3,041,490 | 3,000,000.00 | 2,977,133.06 | 64,356.94 | 63,104.12 | — | — | 2.25 | 3.1630 | May-Nov | 24,537.50 | 163,903.13 | 1062011 | 11092015 | |||||||||||||||
36962G5C4 | GENERAL ELECTRIC CAPITAL CORP CORP BND | 5,168,150 | 5,131,050 | 5,000,000.00 | 5,141,667.3 | (10,617.3 | ) | (26,482.70 | ) | — | — | 2.95 | 0.8401 | May-Nov | 0 | 36,875 | 5042011 | 5092016 | |||||||||||||
36962G7A6 | GENERAL ELECTRIC CAPITAL CORP CORP BND MTN | 320,000 | 322,179.17 | 320,000.00 | 320,000 | 2,179.17 | — | — | — | 0.88 | 0.8800 | J-A-J-O | 619.56 | 2,866.32 | 7092013 | 7122016 | |||||||||||||||
36962G5M2 | GENERAL ELECTRIC CAPITAL CORP CORP BND MTN | 1,223,726 | 1,225,183.75 | 1,225,000.00 | 1,224,990.51 | 193.24 | 574.76 | — | — | 2.15 | 2.1860 | Jan-Jul | 16,949.16 | 34,916.6 | 1042012 | 1092015 | |||||||||||||||
36962G5N0 | GENERAL ELECTRIC CAPITAL CORP CORP BND MTN | 5,190,150 | 5,173,452 | 5,000,000.00 | 5,169,281.29 | 4,170.71 | (20,868.71 | ) | — | — | 2.9 | 1.1999 | Jan-Jul | 0 | 36,250 | 1042012 | 1092017 | ||||||||||||||
36962G6N9 | GENERAL ELECTRIC CAPITAL CORP SECURED CORP BND | 2,000,000 | 2,009,140.02 | 2,000,000.00 | 2,000,000 | 9,140.02 | — | — | — | 0.83885 | 0.8389 | M-J-S-D | 983.03 | 16,944.13 | 12052012 | 12112015 | |||||||||||||||
36962G5W0 | GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN | 2,055,620 | 2,045,157.48 | 2,000,000.00 | 2,050,160.52 | (5,003.04 | ) | (5,459.48 | ) | — | — | 2.3 | 1.1998 | Apr-Oct | 0 | 11,500 | 4242012 | 4272017 | |||||||||||||
36962G5S9 | GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN | 3,359,720 | 3,321,736.44 | 3,250,000.00 | 3,332,347.09 | (10,610.65 | ) | (27,372.91 | ) | — | — | 2.45 | 1.2790 | Mar-Sep | 0 | 59,055.21 | 9182014 | 3152017 | |||||||||||||
36962G6R0 | GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN | 3,256,512.93 | 3,279,329 | 3,267,000.00 | 3,263,398.9 | 15,930.1 | (112.29 | ) | — | — | 1 | 1.1091 | Jan-Jul | 49,338.64 | 74,975.55 | 1032013 | 1082016 | ||||||||||||||
36962G7F5 | GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN | 5,000,000 | 5,001,950.05 | 5,000,000.00 | 5,000,000 | 1,950.05 | — | — | — | 0.74 | 0.7400 | J-A-J-O | 0 | 36,332.12 | 12052014 | 1142019 | |||||||||||||||
369604BC6 | GENERAL ELECTRIC CO CORP BND | 308,510.1 | 299,089.95 | 270,000.00 | 297,912.84 | 1,177.11 | (9,233.76 | ) | — | — | 5.25 | 1.6209 | Jun-Dec | 984.38 | 14,175 | 11052013 | 12062017 | ||||||||||||||
369604BE2 | GENERAL ELECTRIC CO SENIOR CORP BND | 2,199,406 | 2,205,808 | 2,200,000.00 | 2,199,846.29 | 5,961.71 | 246.95 | — | — | 0.85 | 0.8591 | Apr-Oct | 5,372.71 | 23,288.82 | 10012012 | 10092015 | |||||||||||||||
BRSFZ6AM6 | GENERAL NUTRITION CENTERS INC SENIOR SECURED TERM LOAN | 2 | 6,442,614.86 | 6,307,910.05 | 6,466,865.61 | 6,447,419.5 | (139,509.45 | ) | 5,348.75 | — | — | — | 0.0712 | J-A-J-O | 0 | 251,472.69 | 12202013 | 3042019 | |||||||||||||
372546AR2 | GEORGE WASHINGTON UNIV D C UNSEC MUNITAX BND REV | 3,886,305.5 | 3,881,223.5 | 3,850,000.00 | 3,883,217.58 | (1,994.08 | ) | (3,087.92 | ) | — | — | 1.827 | 1.4998 | Mar-Sep | 0 | 17,584.88 | 6192012 | 9152017 | |||||||||||||
626207UT9 | GEORGIA MUNICIPAL ELEC AUTH MUNI BND REV | 2,854,725 | 2,818,000 | 2,500,000.00 | 2,827,526.96 | (9,526.96 | ) | (27,198.04 | ) | — | — | 5.25 | 0.8201 | Jan-Jul | 0 | 32,812.5 | 7112008 | 1012018 | |||||||||||||
373334JV4 | GEORGIA POWER COMPANY CORP BND | 3,399,082 | 3,479,855.8 | 3,400,000.00 | 3,399,748.15 | 80,107.65 | 189.45 | — | — | 3 | 3.0059 | Apr-Oct | 21,533.33 | 102,000 | 4122011 | 4152016 | |||||||||||||||
37331NAF8 | GEORGIA-PACIFIC LLC SENIOR CORP BND 144A | 1 | 7,000,000 | 6,988,068.64 | 7,000,000.00 | 7,000,000 | (11,931.36 | ) | — | — | — | 2.539 | 2.5390 | May-Nov | 0 | 27,153.2 | 11032014 | 11152019 | |||||||||||||
375558AT0 | GILEAD SCIENCES INC CORP BND | 1,041,020 | 1,036,335.37 | 1,000,000.00 | 1,036,262.39 | 72.98 | (4,757.61 | ) | — | — | 3.05 | 1.1301 | Jun-Dec | 0 | 7,625 | 12062011 | 12012016 | ||||||||||||||
375558AY9 | GILEAD SCIENCES INC SENIOR CORP BND | 698,404 | 701,099.89 | 700,000.00 | 698,431.42 | 2,668.47 | 27.42 | — | — | 2.35 | 2.3960 | Feb-Aug | 0 | 2,010.56 | 11122014 | 2012020 | |||||||||||||||
377372AG2 | GLAXOSMITHKLINE CAPITAL INC SENIOR CORP BND | 1,597,920 | 1,598,492 | 1,600,000.00 | 1,599,155.68 | (663.68 | ) | 1,677.19 | — | — | 0.7 | 0.7439 | Mar-Sep | 9,212.78 | 27,241.66 | 3132013 | 3182016 | ||||||||||||||
377373AC9 | GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP BND | F | 11,310,583 | 11,357,899.29 | 11,300,000.00 | 11,319,155.33 | 38,743.96 | 1,314.71 | — | — | 1.5 | 1.5750 | May-Nov | 13,912.49 | 113,250 | 5032012 | 5082017 | ||||||||||||||
378272AD0 | GLENCORE FUNDING LLC SENIOR CORP BND 144A | 2,636,803 | 2,602,313.86 | 2,650,000.00 | 2,640,305.74 | (37,991.88 | ) | 2,248.89 | — | — | 2.5 | 2.5960 | Jan-Jul | 30,548.61 | 66,250 | 5222013 | 1152019 | ||||||||||||||
BRSQQJLY6 | GLOBAL CASH ACCESS | 2,322,200.39 | 2,314,349.7 | 2,357,563.85 | 2,322,200.39 | (7,850.69 | ) | — | — | — | — | 0.2564 | M-J-S-D | 0 | — | ||||||||||||||||
G3900TAA2 | GNK HOLDINGS PLC SENIOR CORP BND | D | 650,117.77 | 649,060.3 | 350,000.00 | 649,287.52 | (227.22 | ) | (830.25 | ) | — | (956.33 | ) | 6.75 | 2.5388 | October | 0 | 1,434.67 | 12152014 | 10282019 | |||||||||||
36297A3K7 | GNMA | 2 | 369,065.94 | 379,207.9 | 353,437.38 | 366,581.42 | 12,626.48 | (2,089.53 | ) | — | — | 5 | 3.1138 | Monthly | 1,595.09 | 18,351.59 | 3262009 | 1152024 | |||||||||||||
38378NEK5 | GNMA AGENCY CMBS _13-156-AD | 2 | 1,943,399.7 | 1,953,322.8 | 1,963,026.04 | 1,944,036.48 | 9,286.32 | 721.97 | — | — | 2.76126 | 3.0388 | Monthly | 0 | 13,570.83 | 10112013 | 4162052 | ||||||||||||||
38376JDT8 | GNMA AGENCY CMO 09-106-ME | 2 | 644,115.56 | 640,074.58 | 618,360.84 | 642,226.46 | (2,151.88 | ) | (4,253.62 | ) | — | — | 3.5 | 1.0019 | Monthly | 0 | 5,568.26 | 3162010 | 1202039 | ||||||||||||
38377JZM8 | GNMA AGENCY CMO _10-125-MJ | 2 | 2,320,429.61 | 2,329,492.41 | 2,233,867.25 | 2,315,024.59 | 14,467.82 | (11,950.11 | ) | — | — | 3.5 | 1.5886 | Monthly | 0 | 20,018.09 | 9172010 | 4202039 | |||||||||||||
38377JEA7 | GNMA AGENCY CMO 10-109 CH | 2 | 453,702.46 | 452,112.44 | 441,090.04 | 451,240.13 | 872.31 | (6,664.17 | ) | — | — | 3 | 1.2198 | Monthly | 1,517.84 | 15,643.02 | 9262013 | 12202037 | |||||||||||||
38376VDX2 | GNMA AGENCY CMO 10-20 ND | 2 | 890,021.66 | 882,650.37 | 867,924.30 | 888,474.13 | (5,823.76 | ) | (5,307.72 | ) | — | — | 3 | 0.6843 | Monthly | 0 | 6,851.76 | 2192010 | 12202038 | ||||||||||||
38376WSP1 | GNMA AGENCY CMO 10-24 | 2 | 190,945.69 | 191,137.19 | 189,700.78 | 190,802.14 | 335.05 | (431.73 | ) | — | — | 0.68545 | 0.4468 | Monthly | 52.12 | 1,487.91 | 12052012 | 12202038 | |||||||||||||
38376YC58 | GNMA AGENCY CMO 10-47 | 2 | 1,141,086.55 | 1,116,042.31 | 1,105,168.56 | 1,115,782.74 | 259.57 | (31,606.94 | ) | — | — | 3 | 1.0429 | Monthly | 5,660.12 | 50,116.02 | 3212012 | 11162030 | |||||||||||||
38374YGV9 | GNMA AGENCY CMO 10-86 | 2 | 1,114,471.75 | 1,081,615.74 | 1,056,684.33 | 1,080,499 | 1,116.74 | (40,645.51 | ) | — | — | 3.5 | 0.0754 | Monthly | 4,991.44 | 48,258.59 | 2152012 | 1202036 | |||||||||||||
38374TKX1 | GNMA AGENCY CMO__09-15-NH | 2 | 208,599.9 | 203,766.82 | 198,679.82 | 208,323.96 | (4,557.14 | ) | (1,348.34 | ) | — | — | 4 | 1.2815 | Monthly | 0 | 2,058.31 | 2042010 | 12202038 | ||||||||||||
38376FGH9 | GNMA AGENCY CMO__09-61-AE | 2 | 620,032.58 | 619,717.52 | 612,959.03 | 617,496.49 | 2,221.03 | (4,978.52 | ) | — | — | 4 | 1.4142 | Monthly | 0 | 6,812.62 | 9232009 | 3202034 | |||||||||||||
38376FNL2 | GNMA AGENCY CMO__09-66-UG | 2 | 803,391.91 | 809,571.15 | 760,427.75 | 801,364.23 | 8,206.92 | (5,686.26 | ) | — | — | 4.5 | 2.2117 | Monthly | 0 | 8,777.09 | 3222010 | 7202038 | |||||||||||||
38377LN38 | GNMA AGENCY CMO__10-130-LG | 2 | 2,372,972.09 | 2,379,086.16 | 2,289,916.80 | 2,368,196.73 | 10,889.43 | (12,653.56 | ) | — | — | 3.5 | 1.7700 | Monthly | 0 | 20,652.06 | 10122010 | 11162038 | |||||||||||||
38378FWR7 | GNMA AGENCY CMO__13-28-ME | 2 | 3,885,101.98 | 3,854,920.98 | 4,032,196.50 | 3,890,806.97 | (35,885.99 | ) | 12,019.82 | — | — | 1.75 | 2.7272 | Monthly | 0 | 17,896.86 | 2142013 | 11202042 | |||||||||||||
38374B4M2 | GNMA AGENCY CMO_03-77-TK | 2 | 1,216,644.46 | 1,212,818.83 | 1,104,714.76 | 1,215,820.1 | (3,001.27 | ) | (5,928.28 | ) | — | — | 5 | 2.9329 | Monthly | 0 | 14,027.41 | 7032008 | 9152033 | ||||||||||||
38376CD97 | GNMA AGENCY CMO_09-76-UG | 2 | 538,111.37 | 535,857.59 | 513,621.87 | 536,857.72 | (1,000.13 | ) | (3,591.55 | ) | — | — | 4 | 1.9473 | Monthly | 0 | 5,291.66 | 6092010 | 8202038 | ||||||||||||
38377MSG2 | GNMA AGENCY CMO_2010-144 PA | 2 | 1,451,959.23 | 1,458,814.5 | 1,421,371.32 | 1,450,656.34 | 8,158.16 | (3,529.15 | ) | — | — | 3 | 2.1576 | Monthly | 0 | 10,988.61 | 11092010 | 9162040 | |||||||||||||
3837H1U41 | GNMA AGENCY CMO_99-2-E | 2 | 181,894 | 181,978.97 | 159,119.96 | 181,510.57 | 468.4 | (655.96 | ) | — | — | 6.5 | 3.1774 | Monthly | 0 | 1,734.11 | 11252014 | 1202029 | |||||||||||||
38373MUZ1 | GNMA CMBS_06-32 C | 2 | 5,679,584.09 | 5,706,546.54 | 5,408,715.61 | 5,673,234.98 | 33,311.56 | (10,419.83 | ) | — | — | 5.32318 | 4.6637 | Monthly | 0 | 72,721.84 | 7112008 | 11162038 | |||||||||||||
38375PXQ9 | GNMA CMO 08-11 FB | 2 | 883,070.73 | 890,168.17 | 879,864.08 | 882,973.61 | 7,194.56 | (1,407.50 | ) | — | — | 0.76545 | 0.6771 | Monthly | 295.30 | 8,039.53 | 12032012 | 2202038 | |||||||||||||
38373YW34 | GNMA CMO_03-1 PE | 2 | 719,592.38 | 709,453.22 | 692,461.73 | 717,126.48 | (7,673.26 | ) | (6,882.48 | ) | — | — | 5.5 | 2.0021 | Monthly | 0 | 9,955.03 | 1282003 | 7162032 | ||||||||||||
38374HEH9 | GNMA CMO_04-46 QE | 2 | 423,250.95 | 421,211.86 | 409,702.10 | 421,681.24 | (469.38 | ) | (3,977.17 | ) | — | — | 5.5 | 1.8793 | Monthly | 0 | 5,961.17 | 10182005 | 5202033 | ||||||||||||
38374D2N8 | GNMA CMO_08-36 AN | 2 | 963,083.41 | 950,112.65 | 921,610.91 | 948,698.63 | 1,414.02 | (39,101.84 | ) | — | — | 4.25 | 1.3181 | Monthly | 5,559.56 | 51,463.08 | 10162013 | 10162022 | |||||||||||||
38376EX34 | GNMA CMO_09-109 NH | 2 | 884,706.65 | 883,548.51 | 852,827.94 | 881,745.33 | 1,803.18 | (6,685.62 | ) | — | — | 4 | 1.4743 | Monthly | 0 | 8,840.12 | 11182009 | 7202037 | |||||||||||||
38376PPV6 | GNMA CMO_09-118 AC | 2 | 1,894,658.75 | 1,869,835.95 | 1,830,995.05 | 1,891,973.08 | (22,137.13 | ) | (7,775.68 | ) | — | — | 3 | 1.7252 | Monthly | 0 | 14,078.16 | 1252010 | 10202038 | ||||||||||||
38376CJH3 | GNMA CMO_09-75 GC | 2 | 142,980.46 | 142,865.93 | 142,447.70 | 142,602.05 | 263.88 | (939.97 | ) | — | — | 4 | 1.9368 | Monthly | 0 | 1,884.23 | 9242009 | 7202030 | |||||||||||||
38376KG21 | GNMA CMO_09-91 UE | 2 | 1,136,471.33 | 1,136,775.38 | 1,101,637.55 | 1,131,933.35 | 4,842.03 | (9,897.77 | ) | — | — | 4 | 1.1569 | Monthly | 0 | 11,539.89 | 10282009 | 4202037 | |||||||||||||
38376KJJ1 | GNMA CMO_09-93 EM | 2 | 99,770.71 | 99,420.59 | 99,184.53 | 99,352.93 | 67.66 | (1,153.92 | ) | — | — | 4 | 1.5340 | Monthly | 0 | 1,384.43 | 11182009 | 5202035 | |||||||||||||
38377KKN9 | GNMA CMO_10-115 QJ | 2 | 1,727,429.02 | 1,701,033.59 | 1,650,436.17 | 1,723,750.58 | (22,716.99 | ) | (8,855.37 | ) | — | — | 3.5 | 1.6324 | Monthly | 0 | 14,754.22 | 9172010 | 11202038 | ||||||||||||
38376TFQ0 | GNMA CMO_10-2 PK | 2 | 916,943.53 | 914,706.76 | 885,148.98 | 913,780.96 | 925.8 | (6,884.45 | ) | — | — | 4 | 1.4263 | Monthly | 0 | 9,183.74 | 3092010 | 6202037 | |||||||||||||
38377GYS2 | GNMA CMO_10-68 YE | 2 | 2,131,020.3 | 2,129,123.86 | 2,074,874.20 | 2,128,844.18 | 279.68 | (6,567.23 | ) | — | — | 3 | 2.0519 | Monthly | 0 | 15,942.31 | 8102010 | 5202039 | |||||||||||||
38377WW91 | GNMA CMO_11-106 ME | 2 | 1,571,198.03 | 1,555,098.8 | 1,526,427.90 | 1,565,854.95 | (10,756.15 | ) | (13,476.48 | ) | — | — | 3 | 0.4758 | Monthly | 0 | 12,228.96 | 7132011 | 6202038 | ||||||||||||
38377QQX8 | GNMA CMO_11-22 HE | 2 | 732,306.8 | 721,374.51 | 711,875.95 | 727,958.41 | (6,583.9 | ) | (10,534.89 | ) | — | — | 3.5 | (0.4787 | ) | Monthly | 0 | 6,920.65 | 2012011 | 1202037 | |||||||||||
38378DAA3 | GNMA CMO_12-17 CA | 2 | 2,953,086.03 | 2,945,215.6 | 2,829,060.05 | 2,944,657.73 | 557.87 | (15,910.96 | ) | — | — | 3.5 | 1.1349 | Monthly | 0 | 25,260.37 | 1252012 | 9202040 | |||||||||||||
36202EVH9 | GNMA GNMA II 30YR SF - JUMBO-CONFOR | 2 | 91,323.07 | 90,140.9 | 82,432.70 | 91,301.99 | (1,161.09 | ) | (2,368.41 | ) | — | — | 6 | 0.1756 | Monthly | 0 | 1,336.02 | 11012008 | 8202038 | ||||||||||||
36202E4Z9 | GNMA GNMA II 30YR SF - JUMBO-CONFOR | 2 | 270,337.41 | 268,447.38 | 252,041.70 | 270,287.09 | (1,839.71 | ) | (156.26 | ) | — | — | 4.5 | 2.4098 | Monthly | 0 | 2,840.81 | 7212009 | 5202039 | ||||||||||||
38375JCJ2 | GNMA GNMA_06-68 D | 2 | 2,151,560 | 2,200,018 | 2,000,000.00 | 2,141,618.43 | 58,399.57 | (9,941.57 | ) | — | — | 5.305 | 3.1218 | Monthly | 0 | 26,525.01 | 3122009 | 12162037 | |||||||||||||
36202FZV1 | GNMA POOL # 005256 | 2 | 3,123,743.44 | 3,090,978.25 | 2,913,430.20 | 3,101,526.15 | (10,547.9 | ) | (70,501.81 | ) | — | — | 3.5 | 1.5373 | Monthly | 11,100.54 | 115,426.64 | 1182012 | 12202026 | ||||||||||||
36202KME2 | GNMA POOL # 008457 | 2 | 308,616.12 | 310,916.52 | 304,336.40 | 307,487.32 | 3,429.2 | (884.86 | ) | — | — | 1.625 | 1.2908 | Monthly | 475.49 | 5,338.7 | 3182009 | 7202024 | |||||||||||||
36225CD29 | GNMA POOL # 080120 | 2 | 290,268.77 | 297,011.57 | 287,305.92 | 289,720.68 | 7,290.89 | (616.82 | ) | — | — | 1.625 | 1.3869 | Monthly | 453.31 | 4,984.04 | 3182009 | 10202027 | |||||||||||||
36225C6Y7 | GNMA POOL # 080886 | 2 | 6,327,603.57 | 6,447,221.37 | 6,173,271.76 | 6,317,322.48 | 129,898.89 | (22,768.75 | ) | — | — | 1.625 | 1.0684 | Monthly | 9,681.09 | 107,582.26 | 3022011 | 4202034 | |||||||||||||
36225DAS3 | GNMA POOL # 080916 | 2 | 221,523.75 | 231,785.32 | 222,601.98 | 221,604.94 | 10,180.38 | 136.92 | — | — | 1.625 | 1.7186 | Monthly | 348.37 | 3,880.21 | 4172008 | 5202034 | ||||||||||||||
36225DJA3 | GNMA POOL # 081156 | 2 | 603,842.15 | 629,334.51 | 602,148.65 | 603,640.57 | 25,693.94 | (146.92 | ) | — | — | 1.625 | 1.5585 | Monthly | 914.14 | 10,309.08 | 3182009 | 11202034 | |||||||||||||
36225DJZ8 | GNMA POOL # 081179 | 2 | 582,981.92 | 590,200.81 | 581,346.90 | 582,795.4 | 7,405.41 | (167.64 | ) | — | — | 1.625 | 1.5563 | Monthly | 897.21 | 10,102.03 | 3182009 | 12202034 | |||||||||||||
36225DLE2 | GNMA POOL # 081224 | 2 | 336,863.26 | 352,014.29 | 338,449.76 | 336,982.66 | 15,031.63 | 232.38 | — | — | 1.625 | 1.7040 | Monthly | 536.05 | 5,895.07 | 3182009 | 1202035 | ||||||||||||||
36225EVZ2 | GNMA POOL # 082431 | 2 | 1,702,957.55 | 1,734,096.16 | 1,681,933.37 | 1,699,433.71 | 34,662.45 | (4,732.20 | ) | — | — | 1.625 | 1.5340 | Monthly | 3,420.06 | 30,104.41 | 10282009 | 12202039 | |||||||||||||
36225EWE8 | GNMA POOL # 082444 | 2 | 207,930.34 | 209,720.86 | 203,603.76 | 207,669.85 | 2,051.01 | (3,014.14 | ) | — | — | 3.75 | 3.3389 | Monthly | 1,086.06 | 9,841.68 | 11032009 | 12202039 | |||||||||||||
36204J4C7 | GNMA POOL # 371719 | 2 | 162,672.49 | 169,319.17 | 153,103.52 | 159,782.55 | 9,536.62 | (3,308.44 | ) | — | — | 6.5 | 5.2353 | Monthly | 1,108.28 | 11,540.34 | 9112008 | 4152024 | |||||||||||||
36204SV60 | GNMA POOL # 378737 | 2 | 143,397.71 | 148,434.56 | 134,962.54 | 140,883.89 | 7,550.67 | (2,741.56 | ) | — | — | 6.5 | 5.1550 | Monthly | 968.23 | 9,338.63 | 9112008 | 1152024 | |||||||||||||
36205BKY7 | GNMA POOL # 385611 | 2 | 253,488.53 | 263,845.87 | 238,577.43 | 248,990.05 | 14,855.82 | (4,441.27 | ) | — | — | 6.5 | 5.2334 | Monthly | 1,634.71 | 17,324.05 | 9112008 | 4152024 | |||||||||||||
36210BZH1 | GNMA POOL # 487744 | 2 | 379,122.56 | 384,762.29 | 358,614.30 | 375,754.84 | 9,007.45 | (6,550.46 | ) | — | — | 5 | 2.9296 | Monthly | 1,941.17 | 19,945.52 | 9292009 | 3152024 | |||||||||||||
36210BZJ7 | GNMA POOL # 487745 | 2 | 245,689.61 | 249,344.43 | 232,399.28 | 243,370.75 | 5,973.68 | (3,881.90 | ) | — | — | 5 | 3.0432 | Monthly | 1,207.01 | 12,660.18 | 9292009 | 3152024 | |||||||||||||
36210B4N2 | GNMA POOL # 487829 | 2 | 206,247.92 | 213,632.29 | 199,273.35 | 204,666.54 | 8,965.75 | (2,504.27 | ) | — | — | 4.5 | 3.5109 | Monthly | 990.95 | 9,944.47 | 3262009 | 4152024 | |||||||||||||
36210B4Q5 | GNMA POOL # 487831 | 2 | 81,832.38 | 83,049.69 | 77,405.73 | 81,069.39 | 1,980.3 | (1,174.35 | ) | — | — | 5 | 3.0468 | Monthly | 397.91 | 4,348.31 | 9292009 | 4152024 | |||||||||||||
36210B4R3 | GNMA POOL # 487832 | 2 | 231,995.74 | 238,192.78 | 222,005.48 | 230,090.53 | 8,102.25 | (5,727.11 | ) | — | — | 5 | 3.4831 | Monthly | 1,474.34 | 14,054.78 | 3262009 | 4152024 | |||||||||||||
36211V6Q8 | GNMA POOL # 524779 | 2 | 171,256.37 | 175,962.53 | 164,004.32 | 169,799.12 | 6,163.41 | (1,789.70 | ) | — | — | 5 | 3.5286 | Monthly | 822.53 | 8,861.56 | 3262009 | 1152024 | |||||||||||||
36201YER3 | GNMA POOL # 606844 | 2 | 724,011.07 | 772,235.17 | 690,948.13 | 721,269.77 | 50,965.4 | (8,209.51 | ) | — | — | 5 | 4.0195 | Monthly | 3,575.72 | 38,142.42 | 4232010 | 9152033 | |||||||||||||
36290SJB8 | GNMA POOL # 615958 | 2 | 4,070,131.56 | 4,341,230.17 | 3,884,263.47 | 4,052,636.33 | 288,593.84 | (27,668.71 | ) | — | — | 5 | 4.1216 | Monthly | 18,306.29 | 205,081.07 | 4232010 | 9152033 | |||||||||||||
36292DWW8 | GNMA POOL # 646061 | 2 | 103,811.89 | 112,466.18 | 99,549.92 | 103,525.88 | 8,940.3 | (1,894.53 | ) | — | — | 6.5 | 5.4959 | Monthly | 787.36 | 7,889.6 | 1312008 | 11152037 | |||||||||||||
36295KAT0 | GNMA POOL # 672418 | 2 | 62,813.15 | 68,049.57 | 60,234.37 | 62,653.18 | 5,396.39 | (344.63 | ) | — | — | 6.5 | 5.3950 | Monthly | 370.26 | 4,026.21 | 1312008 | 12152037 | |||||||||||||
36295PZJ4 | GNMA POOL # 676745 | 2 | 87,043.41 | 89,140.98 | 83,357.46 | 86,169.09 | 2,971.89 | (1,285.60 | ) | — | — | 5 | 3.5803 | Monthly | 454.41 | 4,585.12 | 3262009 | 3152023 | |||||||||||||
36295P4L3 | GNMA POOL # 676827 | 2 | 257,215.1 | 263,255.84 | 246,175.65 | 254,946.05 | 8,309.79 | (1,831.48 | ) | — | — | 5 | 3.3643 | Monthly | 1,121.03 | 12,838.66 | 3262009 | 5152023 | |||||||||||||
36295QJE1 | GNMA POOL # 677161 | 2 | 273,690.96 | 278,888.31 | 260,793.88 | 270,953.48 | 7,934.83 | (14,284.51 | ) | — | — | 5 | 3.3992 | Monthly | 2,326.29 | 16,982.75 | 4272009 | 8152023 | |||||||||||||
36295TVQ4 | GNMA POOL # 680223 | 2 | 22,149.1 | 23,995.57 | 21,239.78 | 22,101.09 | 1,894.48 | (2,083.40 | ) | — | — | 6.5 | 4.9814 | Monthly | 393.72 | 3,162.78 | 1312008 | 1152038 | |||||||||||||
36296DR67 | GNMA POOL # 688209 | 2 | 21,743.52 | 22,151.48 | 20,714.28 | 21,467.58 | 683.9 | (240.82 | ) | — | — | 5 | 3.7607 | Monthly | 100.94 | 1,116.91 | 7292009 | 7152023 | |||||||||||||
36296E5H5 | GNMA POOL # 689448 | 2 | 172,890.14 | 177,056.43 | 165,568.91 | 171,438.55 | 5,617.88 | (4,071.20 | ) | — | — | 5 | 3.3713 | Monthly | 1,079.62 | 10,164.59 | 3262009 | 7152023 | |||||||||||||
36296TPY3 | GNMA POOL # 700739 | 2 | 248,016.61 | 252,398.54 | 234,895.50 | 245,391.55 | 7,006.99 | (4,366.43 | ) | — | — | 5.5 | 3.5305 | Monthly | 1,399.49 | 15,121.93 | 6032009 | 10152023 | |||||||||||||
36296UC73 | GNMA POOL # 701294 | 2 | 183,837.78 | 188,692.01 | 175,868.72 | 182,257.76 | 6,434.25 | (2,609.78 | ) | — | — | 5 | 3.4724 | Monthly | 950.16 | 10,002.21 | 3272009 | 1152024 | |||||||||||||
36296URS1 | GNMA POOL # 701697 | 2 | 255,132.04 | 258,927.32 | 241,330.92 | 252,416.51 | 6,510.81 | (6,825.72 | ) | — | — | 5 | 3.2343 | Monthly | 1,473.42 | 13,769.24 | 9292009 | 2152024 | |||||||||||||
36296UUL2 | GNMA POOL # 701787 | 2 | 215,475.64 | 223,065.84 | 207,906.55 | 213,926.17 | 9,139.67 | (1,121.21 | ) | — | — | 5 | 3.8482 | Monthly | 941.46 | 10,812.91 | 6112009 | 3152024 | |||||||||||||
36296U3C2 | GNMA POOL # 701995 | 2 | 70,192.22 | 71,883.69 | 67,219.84 | 69,575.42 | 2,308.27 | (3,364.60 | ) | — | — | 5 | 3.5791 | Monthly | 635.06 | 6,064.48 | 3262009 | 1152024 | |||||||||||||
36296XHH0 | GNMA POOL # 704132 | 2 | 85,625.18 | 86,612.86 | 80,993.37 | 84,768.4 | 1,844.46 | (728.53 | ) | — | — | 5 | 3.0723 | Monthly | 367.95 | 4,218.15 | 9292009 | 12152023 | |||||||||||||
36296XLY8 | GNMA POOL # 704243 | 2 | 383,163.38 | 396,660.43 | 369,703.85 | 380,491.54 | 16,168.89 | (1,993.70 | ) | — | — | 5 | 3.7744 | Monthly | 1,677.84 | 19,247.76 | 6112009 | 1152024 | |||||||||||||
36296XWP5 | GNMA POOL # 704554 | 2 | 1,345,955.37 | 1,394,207.82 | 1,299,459.10 | 1,337,270.47 | 56,937.35 | (12,073.59 | ) | — | — | 5 | 3.8002 | Monthly | 6,631.39 | 70,896.58 | 6112009 | 6152024 | |||||||||||||
36297AKF9 | GNMA POOL # 705994 | 2 | 311,705.28 | 316,342.14 | 294,843.90 | 309,114.29 | 7,227.85 | (6,657.96 | ) | — | — | 5 | 2.7413 | Monthly | 1,669.79 | 16,879.37 | 9292009 | 1152024 | |||||||||||||
36297DFF9 | GNMA POOL # 708566 | 2 | 831,750.57 | 844,123.51 | 786,757.87 | 823,568.91 | 20,554.6 | (27,138.88 | ) | — | — | 5 | 3.1437 | Monthly | 5,206.69 | 54,711.95 | 9292009 | 4152024 | |||||||||||||
36297DTR8 | GNMA POOL # 708960 | 2 | 139,747 | 143,587.25 | 133,829.23 | 138,341.42 | 5,245.83 | (13,680.30 | ) | — | — | 5 | 3.8126 | Monthly | 1,997.92 | 14,291.67 | 3262009 | 3152024 | |||||||||||||
36297G2R0 | GNMA POOL # 711884 | 2 | 872,329.19 | 885,305.75 | 825,141.41 | 864,045.97 | 21,259.78 | (34,772.85 | ) | — | — | 5 | 3.0802 | Monthly | 6,021.36 | 47,670.48 | 9292009 | 4152024 | |||||||||||||
36297JJ54 | GNMA POOL # 713184 | 2 | 797,626.28 | 809,491.55 | 754,479.46 | 789,412.59 | 20,078.96 | (21,680.02 | ) | — | — | 5 | 3.2244 | Monthly | 4,645.62 | 47,023.27 | 9292009 | 4152024 | |||||||||||||
36297KZF1 | GNMA POOL # 714542 | 2 | 294,863.89 | 305,158.55 | 284,420.33 | 292,776.57 | 12,381.98 | (2,737.78 | ) | — | — | 5 | 3.8573 | Monthly | 1,456.66 | 15,274.49 | 6112009 | 6152024 | |||||||||||||
3620A2KC9 | GNMA POOL # 716791 | 2 | 778,049.86 | 789,623.92 | 735,962.01 | 770,832.32 | 18,791.6 | (11,997.92 | ) | — | — | 5 | 3.0375 | Monthly | 3,860.61 | 40,536.52 | 9292009 | 4152024 | |||||||||||||
3620A5FJ3 | GNMA POOL # 719369 | 2 | 462,219.47 | 463,726.94 | 433,055.87 | 457,827.15 | 5,899.79 | (13,041.69 | ) | — | — | 4.5 | 2.4217 | Monthly | 2,303.92 | 24,427.7 | 8312010 | 4152025 | |||||||||||||
3620A6AC1 | GNMA POOL # 720103 | 2 | 498,921.26 | 544,012.8 | 490,340.31 | 498,123.51 | 45,889.29 | (1,824.94 | ) | — | — | 4.5 | 4.2634 | Monthly | 2,205.69 | 24,146.51 | 6182009 | 6152039 | |||||||||||||
3620A6DZ7 | GNMA POOL # 720220 | 2 | 895,096.94 | 914,358.35 | 852,219.63 | 886,519.76 | 27,838.59 | (10,835.88 | ) | — | — | 5 | 3.5429 | Monthly | 4,345.34 | 47,792.71 | 7292009 | 7152024 | |||||||||||||
3620ADCM2 | GNMA POOL # 726476 | 2 | 4,433,961.57 | 4,512,329.79 | 4,209,040.95 | 4,390,865.43 | 121,464.36 | (69,395.01 | ) | — | — | 4.5 | 2.9816 | Monthly | 20,429.58 | 215,520.33 | 12082009 | 11152024 | |||||||||||||
3620ASPY9 | GNMA POOL # 738539 | 2 | 3,157,599.24 | 3,160,328.23 | 2,939,437.80 | 3,150,359.16 | 9,969.07 | (50,812.32 | ) | — | — | 4 | 2.4686 | Monthly | 12,075.71 | 131,248.89 | 10032011 | 7152041 | |||||||||||||
36225BPY8 | GNMA POOL # 781339 | 2 | 192,485.74 | 199,145.43 | 174,392.50 | 190,087.99 | 9,057.44 | (3,319.67 | ) | — | — | 8 | 6.0211 | Monthly | 1,351.47 | 14,940.39 | 3072008 | 9152031 | |||||||||||||
36241KBP2 | GNMA POOL # 781846 | 2 | 2,688,495.22 | 3,017,443.06 | 2,603,869.44 | 2,684,373.77 | 333,069.29 | (14,198.84 | ) | — | — | 6.5 | 5.2957 | Monthly | 17,010.83 | 184,935.86 | 8152008 | 9152034 | |||||||||||||
36241KEC8 | GNMA POOL # 781931 | 2 | 1,784,064.74 | 1,980,861.23 | 1,727,907.72 | 1,781,488.66 | 199,372.57 | (9,883.72 | ) | — | — | 6.5 | 5.2992 | Monthly | 11,351.20 | 122,840.65 | 8152008 | 5152035 | |||||||||||||
36241KEH7 | GNMA POOL # 781936 | 2 | 1,040,249.67 | 1,105,743.75 | 1,006,135.42 | 1,037,465.18 | 68,278.57 | (7,499.26 | ) | — | — | 4.5 | 3.8834 | Monthly | 4,556.63 | 50,253.73 | 6032010 | 6152035 | |||||||||||||
36241KGU6 | GNMA POOL # 782011 | 2 | 94,524.7 | 102,881.74 | 92,501.19 | 94,348.58 | 8,533.16 | (508.70 | ) | — | — | 5 | 4.5999 | Monthly | 478.08 | 5,155.8 | 7142009 | 12152035 | |||||||||||||
36241KKB3 | GNMA POOL # 782090 | 2 | 2,078,313.23 | 2,286,569.8 | 1,999,579.80 | 2,070,166.49 | 216,403.31 | (18,316.25 | ) | — | — | 6.5 | 5.8293 | Monthly | 13,233.64 | 144,562.98 | 11302007 | 5152036 | |||||||||||||
36241LHQ2 | GNMA POOL # 782939 | 2 | 3,206,195.8 | 3,421,387.97 | 3,059,780.51 | 3,195,923.55 | 225,464.42 | (33,533.82 | ) | — | — | 5 | 4.1275 | Monthly | 15,574.70 | 169,737.18 | 4232010 | 9152036 | |||||||||||||
36241LN36 | GNMA POOL # 783110 | 2 | 672,500.25 | 698,127.16 | 621,068.04 | 669,319.08 | 28,808.08 | (19,574.17 | ) | — | — | 5.5 | 3.8900 | Monthly | 3,903.57 | 39,923.95 | 9232010 | 4152036 | |||||||||||||
36179MEL0 | GNMA POOL # MA0139 | 2 | 3,542,352.93 | 3,517,967.47 | 3,343,320.85 | 3,523,756.32 | (5,788.85 | ) | (45,291.64 | ) | — | — | 3 | 1.4485 | Monthly | 10,016.12 | 109,689.25 | 6192012 | 6202027 | ||||||||||||
36179MK82 | GNMA POOL # MA0319 | 2 | 165,824.63 | 161,906.22 | 150,942.62 | 165,373.81 | (3,467.59 | ) | (3,392.98 | ) | — | — | 4 | 2.3905 | Monthly | 612.61 | 6,633.67 | 10042012 | 8202042 | ||||||||||||
36179MNJ5 | GNMA POOL # MA0393 | 2 | 2,019,648.53 | 1,975,647.75 | 1,841,865.33 | 2,014,882.7 | (39,234.95 | ) | (42,663.81 | ) | — | — | 4 | 2.3433 | Monthly | 7,549.03 | 81,346.14 | 10182012 | 9202042 | ||||||||||||
36179MQN3 | GNMA POOL # MA0461 | 2 | 1,782,039.45 | 1,716,196.63 | 1,674,259.04 | 1,778,274.86 | (62,078.23 | ) | (13,481.75 | ) | — | — | 3 | 2.1192 | Monthly | 4,648.37 | 53,055.66 | 10312012 | 10202042 | ||||||||||||
38376P6D7 | GNMA_09-126 CMO 09-127 PL | 2 | 1,222,530.01 | 1,223,338.66 | 1,151,917.47 | 1,221,265.33 | 2,073.33 | (6,717.64 | ) | — | — | 4.25 | 2.0720 | Monthly | 0 | 12,536.06 | 2112010 | 10202038 | |||||||||||||
38375XRK2 | GNR_08-69 AGENCYCMO _ 08-69-QD | 2 | 1,774,288.08 | 1,704,372.68 | 1,583,874.66 | 1,767,880.21 | (63,507.53 | ) | (22,982.33 | ) | — | — | 5.75 | 1.7810 | Monthly | 0 | 23,441.2 | 10272008 | 7202038 | ||||||||||||
38377VAN6 | GNR_11-51 AGENC CMO__11-51-WA | 2 | 407,563.29 | 404,769.48 | 398,832.85 | 404,655.52 | 113.96 | (7,334.44 | ) | — | — | 4 | (0.6648 | ) | Monthly | 0 | 4,713.14 | 4082011 | 8202034 | ||||||||||||
38173XAA6 | GOCAP_2014-21A ABS _2014-21A-A 144A | 2 | 4,000,000 | 3,989,747.31 | 4,000,000.00 | 4,000,000 | (10,252.69 | ) | — | — | — | 2.1316 | 2.1358 | J-A-J-O | 0 | 8,763.24 | 11072014 | 10252026 | |||||||||||||
380881BX9 | GOLDEN CREDIT CARD TRUST GCCT_ ABS_13-1A A 144A | A | 2 | 1,100,000 | 1,099,623.8 | 1,100,000.00 | 1,100,000 | (376.2 | ) | — | — | — | 0.4108 | 0.4111 | Monthly | 203.67 | 4,514.26 | 2212013 | 2152018 | ||||||||||||
38148BAA6 | GOLDMAN SACHS GROUP INC/THE CAPSEC CORP BND | 1 | 9,515,450 | 9,367,750 | 9,275,000.00 | 9,499,792.96 | (132,042.96 | ) | (15,657.04 | ) | — | — | 5.7 | 5.0837 | May-Nov | 0 | 191,464.58 | 11252014 | 12312049 | ||||||||||||
38141GEA8 | GOLDMAN SACHS GROUP INC/THE CORP BND | 2,039,860 | 2,002,260 | 2,000,000.00 | 2,000,359.13 | 1,900.87 | (11,009.50 | ) | — | — | 5.125 | 4.6420 | Jan-Jul | 102,208.16 | 112,429.7 | 5182010 | 1152015 | ||||||||||||||
38141GEG5 | GOLDMAN SACHS GROUP INC/THE CORP BND | 2,488,200 | 2,494,425 | 2,500,000.00 | 2,493,934.33 | 490.67 | 4,914.41 | — | — | 0.6971 | 0.8943 | M-J-S-D | 434.91 | 17,377.77 | 10292013 | 3222016 | |||||||||||||||
38141GES9 | GOLDMAN SACHS GROUP INC/THE CORP BND | 6,077,662.5 | 5,991,536.88 | 5,250,000.00 | 6,059,534.87 | (67,997.99 | ) | (18,127.63 | ) | — | — | 5.95 | 4.2960 | Jan-Jul | 0 | 111,934.37 | 8192014 | 1152027 | |||||||||||||
BRS0Z5DU0 | GOLDMAN SACHS GROUP INC/THE CORP BND MTN | O | 2,490,297.79 | 2,265,331.26 | 1,400,000.00 | 2,418,378.34 | (153,047.08 | ) | (87,981.09 | ) | — | (158,621.38 | ) | 5.25 | 1.4985 | December | 0 | 126,672.59 | 2212014 | 12152015 | |||||||||||
38141GGT5 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND | 1,374,023.75 | 1,386,343.75 | 1,375,000.00 | 1,374,885.76 | 11,457.99 | (3,460.26 | ) | — | — | 3.3 | 3.3251 | May-Nov | 8,639.59 | 52,937.5 | 4302012 | 5032015 | ||||||||||||||
38148FAB5 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND | 3,567,671.25 | 3,556,323.38 | 3,575,000.00 | 3,567,937.06 | (11,613.68 | ) | 265.81 | — | — | 2.55 | 2.5940 | Apr-Oct | 0 | 17,219.58 | 10202014 | 10232019 | ||||||||||||||
38145XAA1 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND | 15,566,845.2 | 15,589,097.71 | 15,530,000.00 | 15,567,258.8 | 21,838.91 | 413.60 | — | — | 2.625 | 2.3570 | Jan-Jul | 0 | 283,093.86 | 11252014 | 1312019 | |||||||||||||||
38141EB32 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND MTN | 2,017,500 | 2,010,479.8 | 2,000,000.00 | 2,005,764.78 | 4,715.02 | (6,385.60 | ) | — | — | 1.6 | 1.2740 | May-Nov | 3,377.78 | 32,000 | 2212013 | 11232015 | ||||||||||||||
38141EC49 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND MTN | 4,000,000 | 3,994,079.88 | 4,000,000.00 | 4,000,000 | (5,920.12 | ) | — | — | — | 1.03882 | 1.0388 | M-J-S-D | 0 | — | 12112014 | 12152017 | ||||||||||||||
38259PAC6 | GOOGLE CORP BND | 5,122,300 | 5,099,430 | 5,000,000.00 | 5,103,331.11 | (3,901.11 | ) | (41,992.20 | ) | — | — | 2.125 | 0.6199 | May-Nov | 4,958.33 | 67,291.67 | 10112011 | 5192016 | |||||||||||||
38373ANL6 | GOVERNMENT NATIONAL MORTGAGE A AGENCY CMO _09-65-AF | 2 | 741,666.56 | 743,685.96 | 704,852.13 | 741,221.72 | 2,464.24 | (2,671.26 | ) | — | — | 4 | 2.3050 | Monthly | 0 | 7,182.69 | 1252011 | 7202039 | |||||||||||||
385064NP1 | GRANBURY TEX INDPT SCH DIST MUNI BND GO | 1 | 3,495,494.7 | 3,455,888.65 | 3,365,000.00 | 3,456,192.92 | (304.27 | ) | (39,301.78 | ) | — | — | 5 | 0.3504 | Feb-Aug | 0 | 42,062.5 | 10242007 | 8012024 | ||||||||||||
BRSNKX0T2 | GRAY TELEVISION INC. | 985,612.12 | 976,313 | 989,387.76 | 985,760.81 | (9,447.81 | ) | 452.38 | — | — | — | 0.0561 | M-J-S-D | 0 | 5,975.85 | ||||||||||||||||
391577LQ4 | GREATER ARIZ DEV AUTH INFRASTR MUNI BND REV | 1 | 1,170,038.7 | 1,162,757.5 | 1,090,000.00 | 1,159,137.21 | 3,620.29 | (10,901.49 | ) | — | — | 5 | 0.9553 | Feb-Aug | 0 | 13,625 | 1252007 | 8012022 | |||||||||||||
BRSHB4QM6 | GREENEDEN US HOLDINGS II LLC SENIOR SECURED TERM LOAN | 2,288,526.57 | 2,279,075.98 | 2,316,722.72 | 2,292,983.79 | (13,907.81 | ) | 4,855.96 | — | — | — | 0.2002 | F-M-A-N | 0 | 118,293.67 | 1162014 | 2082020 | ||||||||||||||
G4123EAC0 | GRIFOLS WORLDWIDE OPERATIONS U SECURED TERM LOAN | 1 | 4,725,915.73 | 4,773,652.26 | 4,773,652.26 | 4,730,499.66 | 43,152.6 | 4,944.65 | — | — | — | 0.1455 | M-J-S-D | 0 | 87,386.87 | 3072014 | 2272021 | ||||||||||||||
36248GAB6 | GSMS_13-GC16 SENIOR CMBS 13-GC16 | 2 | 4,404,295.31 | 4,379,051.67 | 4,220,000.00 | 4,398,095.09 | (19,043.42 | ) | (6,200.22 | ) | — | — | 3.033 | 2.0408 | Monthly | 0 | 20,621.03 | 10292014 | 11102046 | ||||||||||||
362341RT8 | GSR_05-6F WHOLE CMO 05-AR6 1A1 | 2 | 103,002.99 | 104,997.06 | 104,027.01 | 103,201.49 | 1,795.57 | 231.97 | — | — | 2.65506 | 2.8997 | Monthly | 286.50 | 3,034 | 11212007 | 9252035 | ||||||||||||||
406216BC4 | HALLIBURTON COMPANY SENIOR CORP BND | 1 | 499,645 | 495,614.02 | 500,000.00 | 499,741.02 | (4,127 | ) | 68.91 | — | — | 2 | 2.0151 | Feb-Aug | 4,055.56 | 10,000 | 7292013 | 8012018 | |||||||||||||
406373A$6 | HALO_06-1R WHOLE CMO 06-1R 144A | 2 | 2,219,437.74 | 2,218,563.22 | 2,242,354.60 | 2,219,437.74 | (874.52 | ) | 2,802.67 | — | — | 6 | 6.8289 | Monthly | 0 | 34,989.77 | 12312011 | 8252036 | |||||||||||||
G4273QAJ6 | HAMMERSON PLC CORP BND | D | 2,026,061.6 | 2,007,206.06 | 1,200,000.00 | 2,021,492.3 | (14,286.24 | ) | (4,946.24 | ) | — | (13,905.36 | ) | 5.25 | 1.4307 | December | 0 | 7,020.94 | 12042014 | 12152016 | |||||||||||
BRSM3XJP1 | HARLAND CLARKE HOLDINGS CORP SENIOR SECURED TERM NOTES | 572,373.77 | 573,739.98 | 575,250.01 | 572,836.11 | 903.87 | 536.10 | — | — | — | 0.0903 | M-J-S-D | 0 | 27,944.95 | 1282014 | 8042019 | |||||||||||||||
41283LAB1 | HARLEY-DAVIDSON FINANCIAL CORP BND 144A | 2,056,720 | 2,052,761.84 | 2,000,000.00 | 2,050,888.44 | 1,873.4 | (5,831.56 | ) | — | — | 2.7 | 1.5201 | Mar-Sep | 0 | 13,500 | 2142012 | 3152017 | ||||||||||||||
41283YAC1 | HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1 A3 | 2 | 1,540,248.25 | 1,540,298.74 | 1,540,252.56 | 1,540,244.52 | 54.22 | 0.43 | — | — | 0.65 | 0.6507 | Monthly | 508.45 | 11,302.34 | 4162013 | 7162018 | ||||||||||||||
43814EAC9 | HAROT 2013-2 ABS 13-2 A3 | 2 | 4,504,576.53 | 4,502,071.75 | 4,505,000.00 | 4,504,846.48 | (2,774.73 | ) | 158.86 | — | — | 0.53 | 0.5343 | Monthly | 994.86 | 23,876.52 | 4172013 | 2162017 | |||||||||||||
43814GAC4 | HAROT ABS_14-2-A3 | 2 | 868,368.75 | 865,400.29 | 870,000.00 | 868,686.78 | (3,286.49 | ) | 318.03 | — | — | 0.77 | 0.8596 | Monthly | 0 | 2,828.47 | 7242014 | 3192018 | |||||||||||||
43813UAC4 | HAROT_12-3 ABS 12-1 | 2 | 430,404.08 | 430,627.9 | 430,429.91 | 430,421.58 | 206.32 | 53.18 | — | — | 0.77 | 0.7732 | Monthly | 786.19 | 9,887.7 | 2142012 | 1152016 | ||||||||||||||
43812XAB1 | HAROT_13-3 ABS 13-3 A2 | 2 | 101,464.25 | 101,470.84 | 101,465.77 | 101,464.16 | 6.68 | 4.41 | — | — | 0.54 | 0.5412 | Monthly | 114.00 | 1,841.34 | 7172013 | 1152016 | ||||||||||||||
43812XAC9 | HAROT_13-3 ABS 13-3 A3 | 2 | 3,464,437.28 | 3,467,979.87 | 3,465,000.00 | 3,464,769.44 | 3,210.43 | 231.41 | — | — | 0.77 | 0.7780 | Monthly | 1,185.80 | 26,680.56 | 7172013 | 5152017 | ||||||||||||||
43814GAD2 | HAROT_14-2 SENIOR ABS 14-2 A4 | 2 | 2,001,406.25 | 1,987,973.02 | 2,000,000.00 | 2,001,379.95 | (13,406.93 | ) | (26.30 | ) | — | — | 1.18 | 1.1548 | Monthly | 0 | 3,933.34 | 10282014 | 5182020 | ||||||||||||
413893BG2 | HARRIS COUNTY HOUSTON TEX SPOR MUNITAX BND REV | 1 | 1,289,858.1 | 1,296,230.7 | 1,290,000.00 | 1,289,994.41 | 6,236.29 | 181.96 | — | — | 6.75 | 6.7502 | May-Nov | 0 | 25,192.5 | 12182002 | 11152017 | ||||||||||||||
415690MD5 | HARRISONBURG VA REDEV & HSG AU MUNI BND REV | 1 | 1,298,807.3 | 1,298,962.7 | 1,295,000.00 | 1,295,000 | 3,962.7 | (3,807.30 | ) | — | — | 7 | 6.8428 | Feb-Aug | 0 | 22,662.5 | 6272001 | 8012020 | |||||||||||||
44890QAC7 | HART_13-C ABS 13-C A3 | 2 | 2,324,162.5 | 2,326,625.18 | 2,320,000.00 | 2,323,005.75 | 3,619.43 | (1,113.34 | ) | — | — | 1.01 | 1.0194 | Monthly | 673.33 | 18,646.86 | 7242014 | 2152018 | |||||||||||||
44890RAC5 | HART_14-A ABS 14-A A3 | 2 | 2,288,787.15 | 2,283,167.15 | 2,290,000.00 | 2,289,080.81 | (5,913.66 | ) | 293.66 | — | — | 0.79 | 0.7982 | Monthly | 0 | 13,518.62 | 7242014 | 7162018 | |||||||||||||
44890UAD6 | HART_14-B ABS _14-B-A4 | 2 | 10,532,832.89 | 10,450,434.33 | 10,500,000.00 | 10,530,920.77 | (80,486.44 | ) | (1,912.12 | ) | — | — | 1.46 | 1.4647 | Monthly | 0 | 42,198.01 | 10172014 | 11152019 | ||||||||||||
419791YG7 | HAWAII ST MUNI BND GO | 2,007,940 | 2,004,640 | 2,000,000.00 | 2,000,143.58 | 4,496.42 | (1,688.04 | ) | — | — | 3 | 2.9135 | Feb-Aug | 25,000.00 | 60,000 | 2102010 | 2012015 | ||||||||||||||
BRSQTPNS0 | HEALTHPLAN HOLDINGS INC SENIOR SECURED TERM NOTES | 5,921,052.63 | 5,891,447.37 | 5,921,052.63 | 5,921,052.63 | (29,605.26 | ) | — | — | — | — | — | M-J-S-D | 0 | 69,078.95 | 11282014 | 11122019 | ||||||||||||||
429827AN8 | HEF_04-1 ABS 04-1 A13 144A | 2 | 164,000 | 203,476.6 | 200,000.00 | 171,703.28 | 31,773.32 | (255.72 | ) | — | — | 1.7130701 | 2.9247 | Monthly | 56.80 | 2,560.31 | 9102009 | 1012044 | |||||||||||||
429827AQ1 | HEF_04-1 ABS 04-1 A15 144A | 246,000 | 305,511 | 300,000.00 | 252,856.25 | 52,654.75 | 1,158.30 | — | — | 1.5699993 | 2.3600 | F-M-A-N | 261.73 | 4,039.13 | 9102009 | 1012044 | |||||||||||||||
429827AB4 | HEF_04-1 ABS 04-1 A2 144A | 2 | 164,000 | 203,711.2 | 200,000.00 | 174,061.46 | 29,649.74 | (2,218.23 | ) | — | — | 1.6399998 | 3.0694 | Monthly | 46.33 | 2,396.93 | 9102009 | 1012044 | |||||||||||||
429827AF5 | HEF_04-1 ABS 04-1 A6 144A | 2 | 164,000 | 200,463 | 200,000.00 | 172,636.98 | 27,826.02 | (2,921.23 | ) | — | — | 1.6319997 | 2.9129 | Monthly | 54.80 | 2,381.05 | 9102009 | 1012044 | |||||||||||||
423012AC7 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 2,299,083.33 | 2,298,680.74 | 2,300,000.00 | 2,299,818.18 | (1,137.44 | ) | 245.65 | — | — | 0.8 | 0.8208 | Apr-Oct | 4,250.00 | 18,349.44 | 1092014 | 10012015 | |||||||||||||
423012AB9 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 5,987,624.98 | 5,956,093.95 | 6,025,000.00 | 5,999,229.48 | (43,135.53 | ) | 9,094.01 | — | — | 1.4 | 1.5314 | Apr-Oct | 21,087.50 | 84,350 | 11052013 | 10012017 | |||||||||||||
4252005H1 | HENDERSON NEV MUNI BND GO | 1 | 2,787,406 | 2,818,856.5 | 2,410,000.00 | 2,753,310.33 | 65,546.17 | (34,095.67 | ) | — | — | 5 | (0.4777 | ) | Jun-Dec | 0 | 30,125 | 9172013 | 6012028 | ||||||||||||
427866AS7 | HERSHEY COMPANY THE CORP BND | 1,321,912.75 | 1,337,530.95 | 1,325,000.00 | 1,323,832.61 | 13,698.34 | 623.77 | — | — | 1.5 | 1.5490 | May-Nov | 3,312.50 | 19,875 | 11082011 | 11012016 | |||||||||||||||
BRSHYLWT1 | HERTZ CORPORATION (THE) SENIOR SECURED TERM NOTES | 2 | 5,798,267.86 | 5,719,348.62 | 5,860,979.18 | 5,817,024.79 | (97,676.17 | ) | 17,104.09 | — | — | — | 0.2317 | M-J-S-D | 0 | 179,326.05 | 8012013 | 3112018 | |||||||||||||
428236BU6 | HEWLETT-PACKARD COMPANY CORP BND | 1,045,500 | 1,032,747.65 | 1,000,000.00 | 1,040,276.59 | (7,528.94 | ) | (5,223.41 | ) | — | — | 3.3 | 1.1901 | Jun-Dec | 0 | 8,250 | 12062011 | 12092016 | |||||||||||||
428236BE2 | HEWLETT-PACKARD COMPANY CORP BND | 3,054,060 | 3,029,232.9 | 3,000,000.00 | 3,042,329.2 | (13,096.3 | ) | (11,730.80 | ) | — | — | 2.2 | 0.6504 | Jun-Dec | 0 | 16,500 | 11292010 | 12012015 | |||||||||||||
428236BZ5 | HEWLETT-PACKARD COMPANY SENIOR CORP BND | 500,000 | 491,445.01 | 500,000.00 | 500,000 | (8,554.99 | ) | — | — | — | 1.17 | 1.1700 | J-A-J-O | 0 | 5,735.43 | 1092014 | 1142019 | ||||||||||||||
428236BW2 | HEWLETT-PACKARD COMPANY UNSEC CORP BND | 1,874,718.75 | 1,907,968.43 | 1,875,000.00 | 1,874,858.43 | 33,110 | 49.95 | — | — | 2.6 | 2.6029 | Mar-Sep | 14,354.17 | 48,750 | 3072012 | 9152017 | |||||||||||||||
BRSR060V9 | HIGH PERFORMANCE HOLDINGS INC SENIOR SECURED TERM NOTES | 6,408,720.54 | 6,344,633.33 | 6,408,720.54 | 6,408,720.54 | (64,087.21 | ) | — | — | — | — | — | M-J-S-D | 0 | 75,000 | 12122014 | 12082019 | ||||||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 144A | 2 | 164,000 | 195,409.6 | 200,000.00 | 173,085.85 | 22,323.75 | 894.67 | — | — | 1.379 | 2.6856 | Monthly | 194.02 | 2,446.33 | 9102009 | 1012044 | ||||||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 A9 144A | 2 | 164,224 | 206,077 | 200,000.00 | 172,559.54 | 33,517.46 | 1,006.59 | — | — | 1.7582154 | 3.0348 | Monthly | 281.46 | 2,411.71 | 9102009 | 1012044 | ||||||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF_0 ABS_04-1 A10 | 2 | 164,196 | 187,067.4 | 200,000.00 | 172,367.46 | 14,699.94 | 531.22 | — | — | 1.6569996 | 2.9049 | Monthly | 264.58 | 2,321.37 | 9102009 | 1012044 | ||||||||||||||
BRSKM1X29 | HILTON WORLDWIDE FINANCE LLC SENIOR SECURED TERM NOTES | 3,115,883.44 | 3,100,867.71 | 3,131,541.16 | 3,118,497.83 | (17,630.12 | ) | 6,266.65 | — | — | — | 0.0707 | M-J-S-D | 0 | 179,775.68 | 10312013 | 10262020 | ||||||||||||||
43813EAD8 | HONDA AUTO RECEIVABLES OWNER T ABS 12-2 | 2 | 1,599,694.08 | 1,603,440 | 1,600,000.00 | 1,599,954.92 | 3,485.08 | 98.08 | — | — | 0.91 | 0.9179 | Monthly | 647.10 | 14,559.96 | 4182012 | 5152018 | ||||||||||||||
43814CAD1 | HONDA AUTO RECEIVABLES OWNER T ABS 13-1 | 2 | 6,989,335.94 | 6,991,544.28 | 7,000,000.00 | 6,993,448.45 | (1,904.17 | ) | 4,112.51 | — | — | 0.62 | 0.7002 | Monthly | 0 | 32,550.03 | 3272014 | 3212019 | |||||||||||||
438670QB0 | HONOLULU HAWAII CITY & CNTY MUNI BND GO | 1 | 724,262.5 | 719,394 | 650,000.00 | 717,518.03 | 1,875.97 | (6,744.47 | ) | — | — | 5 | 0.7953 | Jan-Jul | 0 | 8,125 | 1072009 | 7012024 | |||||||||||||
438670Q20 | HONOLULU HAWAII CITY & CNTY MUNITAX BND GO | 1,500,000 | 1,499,085 | 1,500,000.00 | 1,500,000 | (915 | ) | — | — | — | 1.259 | 1.2590 | May-Nov | 3,147.50 | 18,885 | 10262012 | 11012017 | ||||||||||||||
BRSPKZWC4 | HOPLON II INSURANCE LTD CORP BND | D | 9,054,787.5 | 8,193,566.19 | 6,750,000.00 | 9,054,787.5 | (861,221.31 | ) | — | — | (886,950 | ) | 6.525349 | 6.5253 | J-A-J-O | 0 | 184,882.1 | 8082014 | 1082018 | ||||||||||||
442331GP3 | HOUSTON TEX MUNI BND GO | 1 | 1,239,749.55 | 1,224,865.8 | 1,215,000.00 | 1,224,606.73 | 259.07 | (15,142.82 | ) | — | — | 5 | 0.1402 | Mar-Sep | 0 | 15,187.5 | 10192005 | 3012016 | |||||||||||||
442435KD4 | HOUSTON TEX MUNI BND REV | 1 | 620,647.5 | 617,298 | 550,000.00 | 614,954.89 | 2,343.11 | (5,692.61 | ) | — | — | 5 | 0.8274 | May-Nov | 0 | 6,875 | 6202007 | 11152021 | |||||||||||||
442435KC6 | HOUSTON TEX MUNI BND REV | 1 | 1,147,650.35 | 1,140,697.6 | 1,015,000.00 | 1,136,951.09 | 3,746.51 | (10,699.26 | ) | — | — | 5 | 0.7598 | May-Nov | 0 | 12,687.5 | 6202007 | 11152020 | |||||||||||||
44328MAL8 | HSBC BANK PLC CORP BND 144A | F | 3,123,450 | 3,083,028 | 3,000,000.00 | 3,059,948.26 | 23,079.74 | (57,140.43 | ) | — | — | 3.1 | 1.6448 | May-Nov | 14,337.50 | 126,195.83 | 6242013 | 5242016 | |||||||||||||
G463NBBT9 | HSBC BANK PLC SENIOR CORP BND | F | 3,693,081 | 3,652,362.13 | 3,700,000.00 | 3,695,278.87 | (42,916.74 | ) | 1,354.72 | — | — | 1.5 | 1.5390 | May-Nov | 7,091.67 | 55,500 | 5082013 | 5152018 | |||||||||||||
44328MBU7 | HSBC BANK PLC SENIOR CORP BND 144A | F | 1,611,987.2 | 1,606,384.03 | 1,600,000.00 | 1,609,817.05 | (3,433.02 | ) | (2,170.15 | ) | — | — | 0.8721 | 0.6902 | F-M-A-N | 0 | 10,677.81 | 3282014 | 5152018 | ||||||||||||
44328MBT0 | HSBC BANK PLC SENIOR CORP BND 144A | F | 5,739,247.5 | 5,677,778.85 | 5,750,000.00 | 5,742,663.11 | (64,884.26 | ) | 8,339.34 | — | — | 1.5 | 1.5390 | May-Nov | 20,604.17 | 98,124.99 | 5082013 | 5152018 | |||||||||||||
G463AQPM0 | HSBC BANK PLC SENIOR LOCAL BND EMTN | D | 1,557,432.87 | 1,564,722.54 | 1,000,000.00 | 1,557,278.59 | 7,443.95 | (137.73 | ) | — | 2,157.76 | 0.95525 | 0.9462 | F-M-A-N | 1,792.78 | 15,494.49 | 11132013 | 5162016 | |||||||||||||
40428HPJ5 | HSBC BANK USA INC SENIOR CORP BND | 938,383.2 | 960,799.39 | 940,000.00 | 938,775.19 | 22,024.2 | 308.73 | — | — | 2.625 | 2.6620 | Mar-Sep | 6,748.13 | 24,675.02 | 9172013 | 9242018 | |||||||||||||||
40428HPK2 | HSBC BANK USA INC SENIOR CORP BND | 6,250,000 | 6,312,502.94 | 6,250,000.00 | 6,250,000 | 62,502.94 | — | — | — | 1.1351 | 1.1351 | M-J-S-D | 1,567.15 | 70,790.2 | 9172013 | 9242018 | |||||||||||||||
404280AR0 | HSBC HOLDINGS PLC CAPSEC CORP BND | F | 1 | 8,765,000 | 8,807,510.25 | 8,765,000.00 | 8,765,000 | 42,510.25 | — | — | — | 5.625 | 5.6250 | Jan-Jul | 0 | 142,431.25 | 9102014 | 1019999 | |||||||||||||
404280AP4 | HSBC HOLDINGS PLC SUB CORP BND | F | 10,881,445 | 10,885,164.78 | 10,500,000.00 | 10,867,680.82 | 17,483.96 | (13,764.18 | ) | — | — | 4.25 | 3.7740 | Mar-Sep | 0 | 189,420.13 | 8192014 | 3142024 | |||||||||||||
G463CFAA4 | HSBC HOLDINGS PLC SUB LOCAL BND EMTN | D | 1 | 2,421,694.03 | 2,388,583.89 | 1,400,000.00 | 2,414,598.36 | (26,014.47 | ) | (8,058.66 | ) | — | (20,345.58 | ) | 6.375 | 2.7081 | October | 0 | 15,284.21 | 11252014 | 10182022 | ||||||||||
40428HPN6 | HSBC USA INC SENIOR CORP BND | 299,817 | 299,434.57 | 300,000.00 | 299,821.65 | (387.08 | ) | 4.65 | — | — | 2.375 | 2.3878 | May-Nov | 0 | 969.79 | 11052014 | 11132019 | ||||||||||||||
40428HPH9 | HSBC USA INC SENIOR CORP BND | 2,991,420 | 2,989,286.04 | 3,000,000.00 | 2,994,779.48 | (5,493.44 | ) | 2,514.23 | — | — | 1.625 | 1.6839 | Jan-Jul | 45,357.81 | 73,995.73 | 12132012 | 1162018 | ||||||||||||||
C4438BAC0 | HUSKY INJECTION MOLDING SYS LT SENIOR SECURED TERM NOTES | A | 1 | 382,268.97 | 377,626.04 | 384,189.92 | 382,390.08 | (4,764.04 | ) | 128.44 | — | — | — | 0.0713 | M-J-S-D | 0 | 7,969.31 | 6262014 | 6302021 | ||||||||||||
448814JB0 | HYDRO-QUEBEC SENIOR CORP BND | A | 2,040,560 | 2,039,239.8 | 2,000,000.00 | 2,034,683.55 | 4,556.25 | (5,876.45 | ) | — | — | 2 | 0.8300 | Jun-Dec | 0 | 10,000 | 6232011 | 6302016 | |||||||||||||
4488148U0 | HYDRO-QUEBEC SENIOR CORP BND | A | 4,994,200 | 5,029,299.95 | 5,000,000.00 | 4,997,091.03 | 32,208.92 | 1,152.29 | — | — | 1.375 | 1.3991 | Jun-Dec | 2,291.67 | 68,750 | 6122012 | 6192017 | ||||||||||||||
44890HAC7 | HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B | 2 | 901,943.38 | 902,403.81 | 902,097.10 | 902,073.92 | 329.89 | 296.77 | — | — | 0.62 | 0.6285 | Monthly | 1,365.10 | 17,324.76 | 7102012 | 9152016 | ||||||||||||||
44890LAB0 | HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B A2 | 2 | 52,606.2 | 52,611.19 | 52,606.45 | 52,604.95 | 6.24 | 2.08 | — | — | 0.53 | 0.5297 | Monthly | 120.13 | 1,632.74 | 6192013 | 3152016 | ||||||||||||||
44890LAC8 | HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B A3 | 2 | 1,424,920.44 | 1,425,996.28 | 1,425,000.00 | 1,424,973.51 | 1,022.77 | 13.47 | — | — | 0.71 | 0.7192 | Monthly | 449.67 | 10,117.56 | 11052013 | 9152017 | ||||||||||||||
44920UAC2 | HYUNDAI CAP SVC CORP BND 144A | F | 2,982,210 | 3,130,610.46 | 3,000,000.00 | 2,994,470.67 | 136,139.79 | 3,325.85 | — | — | 4.375 | 4.4979 | Jan-Jul | 56,145.83 | 131,250 | 1202011 | 7272016 | ||||||||||||||
44923QAB0 | HYUNDAI CAPITAL AMERICA CORP BND 144A | 1,991,020 | 2,095,696.42 | 2,000,000.00 | 1,995,779.22 | 99,917.2 | 1,617.40 | — | — | 4 | 4.0920 | Jun-Dec | 5,111.11 | 80,000 | 12012011 | 6082017 | |||||||||||||||
45200FJS9 | ILLINOIS FIN MUNI BND REV | 1 | 6,044,274 | 6,031,638 | 5,400,000.00 | 6,000,214.86 | 31,423.14 | (44,059.14 | ) | — | — | 5 | 1.5987 | May-Nov | 0 | 67,500 | 5302008 | 5152019 | |||||||||||||
4521518V8 | ILLINOIS ST MUNI BND GO | 900,000 | 900,000 | 900,000.00 | 900,000 | — | — | — | — | 4.421 | 4.4210 | Jan-Jul | 50,841.50 | 97,900.59 | 1082010 | 1012015 | |||||||||||||||
452227FG1 | ILLINOIS ST SALES TAX REV MUNITAX BND REV | 4,100,000 | 4,136,203 | 4,100,000.00 | 4,100,000 | 36,203 | — | — | — | 1.56 | 1.5600 | Jun-Dec | 2,842.67 | 63,960 | 5102012 | 6152017 | |||||||||||||||
G4721VAY0 | IMPERIAL TOBACCO FIN PLC CORP BND | D | 1,223,468.18 | 1,221,065.06 | 680,000.00 | 1,221,847.88 | (782.82 | ) | (1,620.30 | ) | — | (1,799.65 | ) | 6.25 | 2.1865 | December | 0 | 2,727.35 | 12152014 | 12042018 | |||||||||||
BRSMHGLN5 | IMS HEALTH INCORPORATED IMS HEALTH INCORPORATED | 7,126,887.39 | 6,994,550.49 | 7,138,826.18 | 7,128,177.63 | (133,627.14 | ) | 1,290.24 | — | — | — | 0.0237 | M-J-S-D | 0 | 175,976.76 | 4012014 | 3172021 | ||||||||||||||
454795DR3 | IN HLTH CLARIAN MUNI BND REV | 1 | 381,825.5 | 385,917 | 350,000.00 | 379,662.71 | 6,254.29 | (2,162.79 | ) | — | — | 5.25 | 2.5784 | May-Nov | 0 | 4,593.75 | 4102008 | 11012025 | |||||||||||||
454795DQ5 | IN HLTH CLARIAN MUNI BND REV | 1 | 405,442 | 404,281.3 | 365,000.00 | 402,666.43 | 1,614.87 | (2,775.57 | ) | — | — | 5.25 | 2.0303 | May-Nov | 0 | 4,790.62 | 4102008 | 11012024 | |||||||||||||
45505UAH1 | INDIANA ST FINANCE AUTHORITY MUNI BND REV | 2,301,800 | 2,273,080 | 2,000,000.00 | 2,283,419.06 | (10,339.06 | ) | (18,380.94 | ) | — | — | 5 | 1.2040 | May-Nov | 0 | 25,000 | 3202008 | 11012018 | |||||||||||||
45506DCD5 | INDIANA ST FINANCE AUTHORITY MUNI BND REV | 1 | 2,909,805 | 2,938,314 | 2,550,000.00 | 2,899,429.48 | 38,884.52 | (10,375.52 | ) | — | — | 5 | 2.9500 | Jan-Jul | 0 | 31,875 | 9172013 | 7012028 | |||||||||||||
4551677N0 | INDIANA UNIV REVS MUNI BND REV | 1 | 255,040.8 | 252,063.35 | 235,000.00 | 252,296.97 | (233.62 | ) | (2,743.83 | ) | — | — | 5 | 0.3369 | Feb-Aug | 0 | 2,937.5 | 1302013 | 8012017 | ||||||||||||
4551677Q3 | INDIANA UNIV REVS MUNI BND REV | 1 | 828,127.8 | 820,125.9 | 765,000.00 | 819,495.1 | 630.8 | (8,632.70 | ) | — | — | 5 | 0.4801 | Feb-Aug | 0 | 9,562.5 | 1302013 | 8012017 | |||||||||||||
455167Q66 | INDIANA UNIV REVS MUNI BND REV | 1,085,090 | 1,072,630 | 1,000,000.00 | 1,073,441.08 | (811.08 | ) | (11,648.92 | ) | — | — | 5 | 0.3467 | Feb-Aug | 0 | 12,500 | 6082006 | 8012016 | |||||||||||||
BRSEKNUF1 | INEOS US FINANCE LLC SENIOR SEC TERM NOTES | 2 | 3,031,619.14 | 2,961,615.96 | 3,046,068.20 | 3,035,794.44 | (74,178.48 | ) | 3,205.86 | — | — | — | 0.0997 | J-A-J-O | 0 | 117,654.63 | 9122013 | 5042018 | |||||||||||||
BRSJFKKC0 | INFOR US INC SENIOR SECURED TERM NOTES | 1,024,909.63 | 995,730.45 | 1,024,909.63 | 1,024,909.63 | (29,179.18 | ) | — | — | — | — | — | F-M-A-N | 0 | 39,562.9 | 5242013 | 6032020 | ||||||||||||||
BRSLNXDD4 | INFOR US INC SENIOR SECURED TERM NOTES | 3,153,078.93 | 3,083,260.7 | 3,171,100.18 | 3,154,131.47 | (70,870.77 | ) | 1,113.70 | — | — | — | 0.0975 | M-J-S-D | 0 | 52,522.36 | 7312014 | 6032020 | ||||||||||||||
449786AR3 | ING BANK NV CORP BND 144A | F | 3,714,234.75 | 3,754,847.09 | 3,725,000.00 | 3,722,323 | 32,524.09 | 3,608.29 | — | — | 2 | 2.0999 | Mar-Sep | 19,866.67 | 74,500 | 9182012 | 9252015 | ||||||||||||||
N4R203EJ2 | ING BANK NV SENIOR BND CORP EMTN | D | 1,215,988.25 | 1,144,706.13 | 700,000.00 | 1,193,124.97 | (48,418.84 | ) | (32,226.98 | ) | — | (57,396.44 | ) | 3.875 | 1.7603 | December | 0 | 62,554.93 | 1022014 | 12232016 | |||||||||||
449786AX0 | ING BANK NV SENIOR CORP BND 144A | F | 748,440 | 752,167.95 | 750,000.00 | 749,378.79 | 2,789.16 | 518.62 | — | — | 1.375 | 1.4461 | Mar-Sep | 3,265.63 | 10,312.5 | 2282013 | 3072016 | ||||||||||||||
449786AW2 | ING BANK NV SENIOR CORP BND 144A | F | 1,120,000 | 1,125,790.38 | 1,120,000.00 | 1,120,000 | 5,790.38 | — | — | — | 1.18535 | 1.1854 | M-J-S-D | 6,181.76 | 55,160.73 | 2282013 | 3072016 | ||||||||||||||
45687AAL6 | INGERSOLL-RAND GLOBAL HOLDING SENIOR CORP BND | R | 2,989,816.8 | 3,004,606.42 | 2,964,000.00 | 2,986,948.56 | 17,657.86 | (3,027.61 | ) | — | — | 2.875 | 2.6712 | Jan-Jul | 0 | 53,505.34 | 6162014 | 1152019 | |||||||||||||
456873AA6 | INGERSOLL-RAND LUXEMBOURG FINA SENIOR CORP BND | F | 1 | 3,005,460 | 2,976,152.58 | 3,000,000.00 | 3,005,296.4 | (29,143.82 | ) | (163.60 | ) | — | — | 2.625 | 2.5889 | May-Nov | 0 | 13,562.5 | 10242014 | 5012020 | |||||||||||
458140AH3 | INTEL CORPORATION CORP BND | 3,064,200 | 3,050,454.93 | 3,000,000.00 | 3,056,062.67 | (5,607.74 | ) | (8,056.75 | ) | — | — | 1.95 | 0.8698 | Apr-Oct | 8,775.00 | 19,792.5 | 10182011 | 10012016 | |||||||||||||
4581X0BV9 | INTER AMERICAN DEV BK CORP BND | F | 4,019,960 | 4,023,240.04 | 4,000,000.00 | 4,015,035.93 | 8,204.11 | (9,384.77 | ) | — | — | 1.125 | 0.9520 | Mar-Sep | 0 | 62,656.25 | 4042014 | 3152017 | |||||||||||||
458182DT6 | INTER-AMERICAN DEV BANK CORP BND | E | 2,050,000 | 2,059,020.04 | 2,050,000.00 | 2,050,000 | 9,020.04 | — | — | — | 0.2699 | 0.2699 | M-J-S-D | 1,079.85 | 15,374.58 | 9052013 | 9122018 | ||||||||||||||
45818WAT3 | INTER-AMERICAN DEV BANK CORP BND EMTN | E | 6,000,000 | 5,985,899.94 | 6,000,000.00 | 6,000,000 | (14,100.06 | ) | — | — | — | 0.2371 | 0.2371 | M-J-S-D | 0 | 7,263.53 | 6132014 | 6202018 | |||||||||||||
459200HB0 | INTERNATIONAL BUSINESS MACHINE CORP BND | 4,127,963.5 | 4,150,871.5 | 4,150,000.00 | 4,149,211.29 | 1,660.21 | 8,041.59 | — | — | 0.55 | 0.7450 | Feb-Aug | 9,193.40 | 22,825 | 5012012 | 2062015 | |||||||||||||||
459200HC8 | INTERNATIONAL BUSINESS MACHINE CORP BND | 4,823,078.55 | 4,842,035.93 | 4,830,000.00 | 4,829,927.28 | 12,108.65 | 1,442.55 | — | — | 1.25 | 1.3419 | Feb-Aug | 16,488.71 | 50,710.94 | 1132014 | 2062017 | |||||||||||||||
459200GU9 | INTERNATIONAL BUSINESS MACHINE CORP BND | 5,098,200 | 5,071,575 | 5,000,000.00 | 5,078,595.75 | (7,020.75 | ) | (19,604.25 | ) | — | — | 2 | 0.4398 | Jan-Jul | 0 | 25,000 | 6152011 | 1052016 | |||||||||||||
459200HK0 | INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND | 1,149,710.1 | 1,142,253.17 | 1,155,000.00 | 1,151,675.48 | (9,422.31 | ) | 1,042.27 | — | — | 1.25 | 1.3450 | Feb-Aug | 5,734.89 | 14,437.5 | 2052013 | 2082018 | ||||||||||||||
459200HD6 | INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND | 4,542,447 | 4,556,324.5 | 4,550,000.00 | 4,549,086.75 | 7,237.75 | 2,530.63 | — | — | 0.75 | 0.8061 | May-Nov | 4,739.58 | 34,125 | 5082012 | 5112015 | |||||||||||||||
45950VCP9 | INTERNATIONAL FINANCE CO CORP BND | E | 670,884.48 | 670,891.2 | 672,000.00 | 671,301.98 | (410.78 | ) | 2,106.07 | — | — | 0.625 | 0.6810 | May-Nov | 3,221.60 | 24,026.97 | 11052013 | 11152016 | |||||||||||||
G4804LAA4 | INTRCONT HOTELS LOCAL BND | D | 2,017,729.6 | 1,855,234.31 | 1,100,000.00 | 1,965,721.77 | (110,487.46 | ) | (64,440.57 | ) | — | (117,857.97 | ) | 6 | 1.8847 | December | 0 | 99,217.56 | 4032014 | 12092016 | |||||||||||
462466AW3 | IOWA FIN AUTH REV MUNI BND REV | 814,490 | 809,426.1 | 790,000.00 | 809,225.02 | 201.08 | (5,264.98 | ) | — | — | 5 | 2.2955 | Jun-Dec | 0 | 9,875 | 9152006 | 12012015 | ||||||||||||||
46247NAK1 | IOWA FIN AUTH REV MUNI BND REV | 1,081,300 | 1,071,610 | 1,000,000.00 | 1,073,137.69 | (1,527.69 | ) | (8,162.31 | ) | — | — | 5 | 1.6697 | Apr-Oct | 0 | 12,500 | 3222007 | 4012017 | |||||||||||||
462466AY9 | IOWA FIN AUTH REV MUNI BND REV | 1 | 1,136,968.1 | 1,129,000.2 | 1,090,000.00 | 1,131,636.79 | (2,636.59 | ) | (5,331.31 | ) | — | — | 5 | 2.9334 | Jun-Dec | 0 | 13,625 | 9152006 | 12012017 | ||||||||||||
46603BAB5 | IVYH_14-9A MEZZANIN ABS_14-9A-B1 144A | F | 2 | 3,938,672.8 | 3,927,207.34 | 4,000,000.00 | 3,940,458.35 | (13,251.01 | ) | 1,785.55 | — | — | 2.6851 | 2.9465 | J-A-J-O | 0 | 23,569.21 | 10012014 | 10182025 | ||||||||||||
BRSKL00G7 | JBS USA LLC SENIOR SECURED TERM NOTES | 1,182,060 | 1,167,210 | 1,188,000.00 | 1,183,132.5 | (15,922.5 | ) | 906.98 | — | — | — | 0.0708 | M-J-S-D | 0 | 45,354.99 | 9272013 | 9182020 | ||||||||||||||
47787BAD7 | JDOT_12-A ABS 12-A | 2 | 3,999,112.4 | 4,006,919.88 | 4,000,000.00 | 3,999,764.71 | 7,155.17 | 234.70 | — | — | 0.99 | 0.9979 | Monthly | 1,760.00 | 39,600 | 2222012 | 6152018 | ||||||||||||||
477879AC4 | JDOT_13-B ABS_13-B A3 | 2 | 4,724,355.98 | 4,734,875.25 | 4,725,000.00 | 4,724,692.13 | 10,183.12 | 259.81 | — | — | 0.87 | 0.8770 | Monthly | 1,827.00 | 41,107.56 | 8272013 | 8152017 | ||||||||||||||
473240EC9 | JEFFERSON CNTY MO SCH DIST NO MUNITAX BND GO | 312,726 | 311,148 | 300,000.00 | 311,393.37 | (245.37 | ) | (1,332.63 | ) | — | — | 3 | 1.2152 | Mar-Sep | 0 | 2,250 | 9212012 | 3012017 | |||||||||||||
476576HQ9 | JERSEY CITY N J MUNITAX BND GO | 2,225,000 | 2,230,940.75 | 2,225,000.00 | 2,225,000 | 5,940.75 | — | — | — | 2.525 | 2.5250 | Mar-Sep | 0 | 3,277.24 | 11212014 | 9012019 | |||||||||||||||
24422ESB6 | JOHN DEERE CAPITAL CORP CORP BND MTN | 5,976,760 | 5,936,801.16 | 6,000,000.00 | 5,981,699.26 | (44,898.1 | ) | 3,121.39 | — | — | 1.3 | 1.3479 | Mar-Sep | 19,680.56 | 68,250 | 3062013 | 3122018 | ||||||||||||||
24422ESK6 | JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN | 1,989,880 | 1,994,719.4 | 2,000,000.00 | 1,990,449.51 | 4,269.89 | 569.51 | — | — | 1.95 | 2.0700 | Mar-Sep | 0 | 9,750 | 2252014 | 3042019 | |||||||||||||||
24422ERN1 | JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN | 4,923,571.75 | 4,936,928.1 | 4,925,000.00 | 4,924,370.88 | 12,557.22 | 377.32 | — | — | 1.4 | 1.4059 | Mar-Sep | 42,355.83 | 93,500.55 | 2222012 | 3152017 | |||||||||||||||
24422ESS9 | JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN | 5,043,750 | 5,023,067.1 | 5,000,000.00 | 5,042,195 | (19,127.9 | ) | (1,555.00 | ) | — | — | 2.3 | 2.1102 | Mar-Sep | 0 | 23,575 | 10232014 | 9162019 | |||||||||||||
24422ERZ4 | JOHN DEERE CAPITAL CORP UNSECURED CORP BND MTN | 634,326.9 | 635,480.76 | 635,000.00 | 634,760.81 | 719.95 | 224.47 | — | — | 0.75 | 0.7859 | Jan-Jul | 2,103.44 | 4,762.5 | 1172013 | 1222016 | |||||||||||||||
478111AA5 | JOHNS HOPKINS HEALTH SYSTEM CO SENIOR CORP BND | 244,815 | 248,286.09 | 250,000.00 | 245,169.52 | 3,116.57 | 354.52 | — | — | 1.424 | 2.0200 | May-Nov | 0 | 890 | 5012013 | 5152018 | |||||||||||||||
478160AW4 | JOHNSON & JOHNSON CORP BND | 122,861.25 | 129,994.1 | 125,000.00 | 123,712.63 | 6,281.47 | 204.62 | — | — | 2.95 | 3.1500 | Mar-Sep | 1,229.17 | 3,687.5 | 8122010 | 9012020 | |||||||||||||||
478160BF0 | JOHNSON & JOHNSON SENIOR CORP BND | 1,997,580 | 1,994,028.48 | 2,000,000.00 | 1,998,446.05 | (4,417.57 | ) | 806.13 | — | — | 0.7 | 0.7411 | May-Nov | 1,011.11 | 13,999.99 | 12022013 | 11282016 | ||||||||||||||
478160BL7 | JOHNSON & JOHNSON SENIOR CORP BND | 2,647,906.5 | 2,634,793.11 | 2,650,000.00 | 2,647,984.41 | (13,191.3 | ) | 77.91 | — | — | 1.125 | 1.1519 | May-Nov | 0 | 3,312.5 | 11182014 | 11212017 | ||||||||||||||
478160BE3 | JOHNSON & JOHNSON SENIOR CORP BND | 5,000,000 | 5,003,650.3 | 5,000,000.00 | 5,000,000 | 3,650.3 | — | — | — | 0.3056 | 0.3056 | F-M-A-N | 1,167.38 | 15,461.79 | 12022013 | 11282016 | |||||||||||||||
418097AD3 | JORDAN (HASHEMITE KINGDOM OF) AGENCY BND | F | 10,000,000 | 10,050,000 | 10,000,000.00 | 10,000,000 | 50,000 | — | — | — | 1.945 | 1.9450 | Jun-Dec | 0 | 114,538.9 | 6232014 | 6232019 | ||||||||||||||
46630JAC3 | JP MORGAN CHASE COMMERCIAL MOR CMBS 07-LDPX A3 | 2 | 7,801,628.75 | 7,584,352.24 | 7,104,247.01 | 7,614,439.58 | (30,087.34 | ) | (230,455.29 | ) | — | — | 5.42 | (0.9819 | ) | Monthly | 0 | 282,540.85 | 4082014 | 1152049 | |||||||||||
46640LAB8 | JPMBB COMMERCIAL MORTGAGE SECU SENIOR CMBS_13-C14 A2 | 2 | 2,209,382.81 | 2,217,211.24 | 2,140,000.00 | 2,203,172.63 | 14,038.61 | (6,210.18 | ) | — | — | 3.0193 | 1.9399 | Monthly | 0 | 18,307.03 | 9162014 | 8152046 | |||||||||||||
46641WAT4 | JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A2 | 2 | 1,910,646.29 | 1,921,761.43 | 1,855,000.00 | 1,902,469.05 | 19,292.38 | (8,177.24 | ) | — | — | 3.0456 | 2.2687 | Monthly | 0 | 34,525.26 | 4292014 | 4152047 | |||||||||||||
46643ABB8 | JPMBB_14-C23 SENIOR SENIOR CMBS _14-C23-A2 | 2 | 7,209,986 | 7,285,810 | 7,000,000.00 | 7,199,574.26 | 86,235.74 | (10,411.74 | ) | — | — | 3.1813 | 2.5286 | Monthly | 0 | 56,291.32 | 9172014 | 9152047 | |||||||||||||
46639EAB7 | JPMCC_12-LC9 PRELCF SENIOR CMBS_12-LC9-A2 | 2 | 1,131,500.78 | 1,131,435.09 | 1,130,000.00 | 1,131,348.75 | 86.34 | (152.03 | ) | — | — | 1.6769 | 1.6195 | Monthly | 0 | 4,263.52 | 10072014 | 12152047 | |||||||||||||
46641BAB9 | JPMCC_13-C16 SENIOR CMBS 13-C16 | 2 | 4,500,916.02 | 4,482,732.88 | 4,325,000.00 | 4,493,033.33 | (10,300.45 | ) | (7,882.69 | ) | — | — | 3.07 | 1.8505 | Monthly | 0 | 21,023.1 | 10302014 | 12152046 | ||||||||||||
46642CBE9 | JPMCC_14-C20 SENIOR CMBS 14-C20-A2 | 2 | 7,209,986 | 7,199,080.14 | 7,000,000.00 | 7,187,729.58 | 11,350.56 | (22,256.42 | ) | — | — | 2.8716 | 2.2074 | Monthly | 0 | 104,972.94 | 6122014 | 7152047 | |||||||||||||
46641KAA1 | JPMCC_14-FBLU SENIOR CMBS 14-FBLU A 144A | 2 | 5,004,687.5 | 5,000,720 | 5,000,000.00 | 5,003,318.82 | (2,598.82 | ) | (1,368.68 | ) | — | — | 1.111 | 1.0739 | Monthly | 0 | 39,097.07 | 4152014 | 12152028 | ||||||||||||
4.66247E+79 | JPMMT | 65,403.38 | 59,005.87 | 65,352.30 | 65,374.64 | (6,368.77 | ) | (862.32 | ) | — | — | 2.65045 | 2.6216 | Monthly | 171.41 | 1,866.08 | |||||||||||||||
46643DAE7 | JPMMT_14-OAK4 WHOLE CMO 14-OAK4 | 2 | 3,789,439.65 | 3,812,618.59 | 3,740,347.59 | 3,787,328.39 | 25,290.2 | (5,519.20 | ) | — | — | 3.5 | 3.1650 | Monthly | 0 | 30,488.01 | 10072014 | 9252044 | |||||||||||||
48127FAA1 | JPMORGAN CHASE & CO CAPSEC CORP BND | 1 | 7,439,250 | 7,350,000 | 7,500,000.00 | 7,440,268.26 | (90,268.26 | ) | 1,018.26 | — | — | 5 | 5.0463 | Jan-Jul | 0 | 157,291.68 | 8132014 | 12312049 | |||||||||||||
46625HCE8 | JPMORGAN CHASE & CO CORP BND | 182,024.5 | 176,120 | 175,000.00 | 175,235.48 | 884.52 | (1,422.05 | ) | — | — | 4.75 | 3.9082 | Mar-Sep | 2,770.83 | 8,312.5 | 10292009 | 3012015 | ||||||||||||||
46625HHX1 | JPMORGAN CHASE & CO CORP BND | 6,416,840 | 6,160,956 | 6,000,000.00 | 6,162,226.88 | (1,270.88 | ) | (150,513.32 | ) | — | — | 3.45 | 1.0599 | Mar-Sep | 80,500.00 | 225,879.17 | 3082013 | 3012016 | |||||||||||||
46625HJA9 | JPMORGAN CHASE & CO CORP BND | 8,363,137.2 | 8,255,214.86 | 8,025,000.00 | 8,226,423.79 | 28,791.07 | (131,201.92 | ) | — | — | 3.15 | 2.6291 | Jan-Jul | 123,585.00 | 252,787.5 | 6022014 | 7052016 | ||||||||||||||
46625HJG6 | JPMORGAN CHASE & CO CORP BND | 8,769,467 | 8,760,380.58 | 8,775,000.00 | 8,776,340.7 | (15,960.12 | ) | 5,431.15 | — | — | 1.8 | 1.6989 | Jan-Jul | 15,600.00 | 46,162.5 | 11252014 | 1252018 | ||||||||||||||
U4806JAC7 | JPMORGAN CHASE & CO CORP BND EMTN | O | 1,133,880.69 | 1,124,331.52 | 680,000.00 | 1,131,885.25 | (7,553.73 | ) | (2,161.72 | ) | — | (7,785.97 | ) | 4.25 | 1.2873 | Jan-Jul | 0 | 3,205.8 | 12042014 | 1252017 | |||||||||||
48127HAA7 | JPMORGAN CHASE & CO SENIOR CORP BND | 2,394,912 | 2,375,487.86 | 2,400,000.00 | 2,395,100.66 | (19,612.8 | ) | 188.66 | — | — | 2.2 | 2.2451 | Apr-Oct | 0 | 10,120 | 10152014 | 10222019 | ||||||||||||||
46625HJL5 | JPMORGAN CHASE & CO SENIOR CORP BND | 3,227,387.2 | 3,224,610.71 | 3,265,000.00 | 3,236,255.33 | (11,644.62 | ) | 8,238.83 | — | — | 1.625 | 1.8959 | May-Nov | 13,527.68 | 54,229.87 | 11262013 | 5152018 | ||||||||||||||
46623EJU4 | JPMORGAN CHASE & CO SENIOR CORP BND | 4,144,978.5 | 4,149,843.13 | 4,150,000.00 | 4,148,051.23 | 1,791.9 | 2,269.92 | — | — | 1.125 | 1.1662 | Feb-Aug | 27,929.69 | 63,562.5 | 2212013 | 2262016 | |||||||||||||||
48126EAA5 | JPMORGAN CHASE & CO SENIOR CORP BND | 4,529,045 | 4,542,618.02 | 4,500,000.00 | 4,525,113.42 | 17,504.6 | (17,411.17 | ) | — | — | 2 | 2.0380 | Feb-Aug | 37,777.78 | 110,083.33 | 4012014 | 8152017 | ||||||||||||||
46625HJF8 | JPMORGAN CHASE & CO SENIOR CORP BND | 11,620,000 | 11,711,217.46 | 11,620,000.00 | 11,620,000 | 91,217.46 | (17,144.80 | ) | — | — | 1.1336 | 1.1336 | J-A-J-O | 32,081.24 | 207,975.54 | 1172013 | 1252018 | ||||||||||||||
46623EJP5 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 3,372,637.5 | 3,384,146.25 | 3,375,000.00 | 3,374,826.06 | 9,320.19 | 800.17 | — | — | 1.875 | 1.8991 | Mar-Sep | 17,753.91 | 63,281.26 | 3142012 | 3202015 | |||||||||||||||
46625HJQ4 | JPMORGAN CHASE & CO SUB CORP BND | 1 | 3,187,500 | 3,131,250 | 3,000,000.00 | 3,186,925.81 | (55,675.81 | ) | (574.19 | ) | — | — | 6.75 | 5.8548 | Feb-Aug | 0 | 8,437.51 | 12112014 | 12312049 | ||||||||||||
46625HJY7 | JPMORGAN CHASE & CO SUB CORP BND | 6,630,008.75 | 6,654,642.86 | 6,665,000.00 | 6,630,910.56 | 23,732.3 | 901.81 | — | — | 3.875 | 3.9390 | Mar-Sep | 0 | 79,632.86 | 9032014 | 9102024 | |||||||||||||||
48121CJN7 | JPMORGAN CHASE BANK NA CORP BND | 5,424,650 | 5,319,784.3 | 5,000,000.00 | 5,361,486.61 | (41,702.31 | ) | (63,163.39 | ) | — | — | 5.875 | 0.8402 | Jun-Dec | 0 | 73,437.5 | 1182012 | 6132016 | |||||||||||||
BRS2RYU09 | JPMORGAN CHASE BANK NA SUB CORP BND | O | 1,258,281.25 | 1,246,058.94 | 750,000.00 | 1,255,365.79 | (9,306.85 | ) | (3,174.62 | ) | — | (8,635.36 | ) | 5.375 | 1.4883 | September | 0 | 4,531.62 | 12042014 | 9282016 | |||||||||||
BRSNZFA49 | KARMAN BUYER CORP SENIOR SECURED TERM NOTES | 1 | 1,213,288.4 | 1,206,446.55 | 1,216,329.22 | 1,213,455.01 | (7,008.46 | ) | 166.61 | — | — | — | 0.0356 | M-J-S-D | 0 | 11,062.88 | 11212014 | 7232021 | |||||||||||||
487684H62 | KELLER TEX MUNI BND GO | 1 | 2,451,018.2 | 2,424,387.7 | 2,410,000.00 | 2,423,375.5 | 1,012.2 | (27,642.70 | ) | — | — | 5 | 0.4508 | Feb-Aug | 0 | 30,125 | 8262005 | 8152016 | |||||||||||||
487836BF4 | KELLOGG COMPANY CORP BND | 253,590 | 252,992.06 | 250,000.00 | 253,166.03 | (173.97 | ) | (423.97 | ) | — | — | 1.875 | 1.1902 | May-Nov | 0 | 1,171.88 | 11142011 | 11172016 | |||||||||||||
487836BH0 | KELLOGG COMPANY SENIOR CORP BND | 3,027,000 | 3,017,575.62 | 3,000,000.00 | 3,024,439.9 | (6,864.28 | ) | (2,560.10 | ) | — | — | 1.75 | 1.4001 | May-Nov | 0 | 13,125 | 5152012 | 5172017 | |||||||||||||
49327M2F0 | KEY BANK NATIONAL ASSOCIATION SENIOR CORP BND | 499,780 | 501,707.31 | 500,000.00 | 499,782.56 | 1,924.75 | 2.56 | — | — | 2.5 | 2.5091 | Jun-Dec | 0 | 1,284.72 | 11182014 | 12152019 | |||||||||||||||
BRSP750D8 | KEY SAFETY SYSTEMS INC SENIOR SECURED TERM LOAN | 1,155,289.7 | 1,153,414.7 | 1,159,210.75 | 1,155,431.11 | (2,016.41 | ) | 343.78 | — | — | — | 0.0483 | M-J-S-D | 0 | (432.17 | ) | 8072014 | 8292021 | |||||||||||||
494074AE7 | KILIMANJARO RE LIMITED CORP BND 144A | F | 16,750,000 | 16,712,982.5 | 16,750,000.00 | 16,750,000 | (37,017.5 | ) | — | — | — | 3.75 | 3.7678 | J-A-J-O | 0 | 76,770.83 | 11072014 | 11252019 | |||||||||||||
49456BAD3 | KINDER MORGAN HOLDCO LLC SENIOR CORP BND | 2,582,053.1 | 2,564,711.22 | 2,585,000.00 | 2,582,145.04 | (17,433.82 | ) | 175.99 | — | — | 2 | 2.0391 | Jun-Dec | 0 | 9,187.5 | 11242014 | 12012017 | ||||||||||||||
49456BAE1 | KINDER MORGAN HOLDCO LLC SENIOR CORP BND | 1 | 7,285,024 | 7,194,432.15 | 7,295,000.00 | 7,285,187.28 | (90,755.13 | ) | 163.28 | — | — | 3.05 | 3.0939 | Jun-Dec | 0 | 16,496.67 | 12102014 | 12012019 | |||||||||||||
BRSM2E0G4 | KINETIC CONCEPTS INC / KCI USA SENIOR SECURED TERM LOAN | 245,643.76 | 243,111.17 | 245,643.76 | 245,643.76 | (2,532.59 | ) | — | — | — | — | — | M-J-S-D | 0 | 4,410.94 | 4302014 | 11042016 | ||||||||||||||
496026KV6 | KINGS LOC SCH DIST OHIO MUNITAX BND GO | 1,250,394.5 | 1,243,078.3 | 1,165,000.00 | 1,245,387.08 | (2,308.78 | ) | (5,007.42 | ) | — | — | 3.75 | 1.9121 | Jun-Dec | 0 | 10,921.88 | 2212013 | 12012018 | |||||||||||||
482485AC3 | KKR_13-2A ABS 13-2A 144A | F | 2 | 1,516,800 | 1,523,590.82 | 1,600,000.00 | 1,519,240.14 | 4,350.68 | 2,440.14 | — | — | 2.0306 | 2.9593 | J-A-J-O | 0 | 6,498.14 | 10162014 | 1232026 | |||||||||||||
BRSF9BJL7 | KLOECKNER HOLDINGS GP S.A. TERM LOAN | E | 307,842.5 | 314,321.33 | 314,125.00 | 311,301.49 | 3,019.84 | 2,170.85 | — | — | — | 0.4520 | M-J-S-D | 0 | 17,907.56 | 7162012 | 12212016 | ||||||||||||||
499512S77 | KNOX CNTY TENN MUNITAX BND GO | 1 | 1,236,862 | 1,227,738.6 | 1,210,000.00 | 1,225,205.48 | 2,533.12 | (11,656.52 | ) | — | — | 4.85 | 1.0394 | May-Nov | 0 | 14,671.25 | 5032005 | 5012016 | |||||||||||||
50048MBM1 | KOMMUNALBANKEN AS CORP BND 144A | F | 398,900 | 399,631.99 | 400,000.00 | 399,305.03 | 326.96 | 363.94 | — | — | 0.75 | 0.8430 | May-Nov | 333.33 | 3,000 | 11132013 | 11212016 | ||||||||||||||
50048MAT7 | KOMMUNALBANKEN AS SENIOR GOVT BND | F | 1,096,205 | 1,094,951 | 1,100,000.00 | 1,097,901.54 | (2,950.54 | ) | 753.01 | — | — | 1 | 1.0710 | Mar-Sep | 2,902.78 | 11,000 | 9192012 | 9262017 | |||||||||||||
BRSJZMYE5 | KOMMUNEKREDIT CORP BND EMTN | F | 9,988,500 | 10,035,600.3 | 10,000,000.00 | 9,993,930.7 | 41,669.6 | 3,816.52 | — | — | 0.875 | 0.9120 | July | 36,701.39 | 87,543.05 | 7232013 | 7292016 | ||||||||||||||
50065WAE6 | KOREA NATIONAL OIL CORP SENIOR CORP BND 144A | F | 5,054,795 | 5,048,864.1 | 5,000,000.00 | 5,051,801.72 | (2,937.62 | ) | (2,993.28 | ) | — | — | 2.75 | 2.4801 | Jan-Jul | 0 | 34,375 | 1162014 | 1232019 | ||||||||||||
50076QAY2 | KRAFT FOODS GROUP INC CORP BND | 3,718,985.96 | 3,788,836.7 | 3,725,000.00 | 3,721,623.96 | 67,212.74 | 1,338.58 | — | — | 2.25 | 2.2886 | Jun-Dec | 6,053.13 | 83,812.5 | 1162013 | 6052017 | |||||||||||||||
D40859GT7 | KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR | D | 3,325,845.87 | 3,061,521.62 | 1,750,000.00 | 3,117,165.94 | (55,644.32 | ) | (150,274.63 | ) | — | (66,615.59 | ) | 5.625 | 1.0755 | August | 68,089.13 | 195,950.03 | 11132013 | 8252017 | |||||||||||
BRSDR1PS2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR | D | 3,183,652.29 | 3,159,223.56 | 2,000,000.00 | 3,174,600.16 | (15,376.6 | ) | (9,761.18 | ) | — | (52,559.6 | ) | 1.75 | 1.6341 | January | 65,308.98 | 69,609.61 | 3202012 | 1222016 | |||||||||||
D4085B7T2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR | D | 4,941,552.5 | 4,654,718.88 | 2,840,000.00 | 4,704,407.86 | (49,688.98 | ) | (129,823.06 | ) | — | (108,835.7 | ) | 3.75 | 1.4519 | September | 66,729.87 | 210,048.08 | 11132013 | 9072016 | |||||||||||
500769GB4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND | F | 3,485,930 | 3,491,110.07 | 3,500,000.00 | 3,489,099.33 | 2,010.74 | 3,919.86 | — | — | 0.75 | 0.8928 | Mar-Sep | 0 | 20,947.91 | 5062014 | 3172017 | ||||||||||||||
500769FG4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND | F | 6,859,842 | 6,867,087.21 | 6,900,000.00 | 6,874,579.34 | (7,492.13 | ) | 12,207.56 | — | — | 0.875 | 1.0150 | Mar-Sep | 27,912.50 | 79,114.59 | 12052014 | 9052017 | |||||||||||||
500769FP4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND | F | 9,967,900 | 10,005,300 | 10,000,000.00 | 9,986,699.2 | 18,600.8 | 10,531.26 | — | — | 0.5 | 0.6031 | Apr-Oct | 15,000.00 | 58,402.78 | 2202013 | 4192016 | ||||||||||||||
501044CW9 | KROGER CO (THE) SENIOR CORP BND | 1 | 1,001,180 | 998,616.18 | 1,000,000.00 | 1,001,117.81 | (2,501.63 | ) | (62.19 | ) | — | — | 2.3 | 2.2673 | Jan-Jul | 0 | 5,750 | 1162014 | 1152019 | ||||||||||||
491552ZL2 | KY ST TPK AUTH ECONOMIC MUNI BND REV | 1 | 2,344,460 | 2,361,440 | 2,000,000.00 | 2,335,714.84 | 25,725.16 | (8,745.16 | ) | — | — | 5 | 2.7700 | Jan-Jul | 0 | 25,000 | 9132013 | 7012028 | |||||||||||||
502413BC0 | L-3 COMMUNICATIONS CORP SENIOR CORP BND | 2,738,017.4 | 2,708,054.94 | 2,740,000.00 | 2,738,402.73 | (30,347.79 | ) | 385.33 | — | — | 1.5 | 1.5248 | May-Nov | 0 | 24,317.5 | 5132014 | 5282017 | ||||||||||||||
50540RAH5 | LABORATORY CORP OF AMER HLDGS CORP BND | 1,032,190 | 1,022,968 | 1,000,000.00 | 1,027,182.09 | (4,214.09 | ) | (5,007.91 | ) | — | — | 3.125 | 1.1199 | May-Nov | 0 | 7,812.5 | 11162010 | 5152016 | |||||||||||||
515110BL7 | LANDWIRTSCHAFTLICHE RENTENBANK SENIOR CORP BND | F | 4,966,950 | 5,056,850.45 | 5,000,000.00 | 4,968,054.74 | 88,795.71 | 1,104.74 | — | — | 2.25 | 2.3530 | Apr-Oct | 0 | 28,125 | 9242014 | 10012021 | ||||||||||||||
516408HL8 | LANSING MICH CMNTY COLLEGE MUNI BND GO | 1 | 3,393,450 | 3,415,500 | 3,000,000.00 | 3,381,696.36 | 33,803.64 | (11,753.64 | ) | — | — | 5 | 3.0500 | May-Nov | 0 | 37,500 | 12132013 | 5012029 | |||||||||||||
52109RBM2 | LBUBS CMBS 07-C7 | 2 | 11,038,519 | 10,734,097.88 | 9,770,261.77 | 10,772,496.51 | (38,398.63 | ) | (288,341.01 | ) | — | — | 5.866 | (1.5387 | ) | Monthly | 0 | 423,942.37 | 6022014 | 9152045 | |||||||||||
52206AAB6 | LEASEPLAN CORPORATION NV CORP BND 144A | F | 4,981,330.69 | 4,935,106.3 | 5,000,000.00 | 4,983,993.04 | (48,886.74 | ) | 4,530.53 | — | — | 2.5 | 2.5998 | May-Nov | 15,625.00 | 125,000 | 6022014 | 5162018 | |||||||||||||
52349HAM5 | LEE CNTY FLA HSG FIN AUTH SING MUNITAX BND REV | 1 | 180,651.6 | 180,649.8 | 180,000.00 | 180,000 | 649.8 | (742.10 | ) | — | — | 7.02 | 7.0200 | Jun-Dec | 0 | 3,451.5 | 6152001 | 12012017 | |||||||||||||
52349HAN3 | LEE CNTY FLA HSG FIN AUTH SING MUNITAX BND REV | 1 | 200,552 | 200,590 | 200,000.00 | 200,000 | 590 | (552.00 | ) | — | — | 7.27 | 7.2700 | Jun-Dec | 0 | 3,635 | 6152001 | 12012021 | |||||||||||||
854403AC6 | LELAND STANFORD JR UNIV CALIF MUNI BND REV | 4,157,579 | 4,127,420.11 | 3,700,000.00 | 4,133,965.05 | (6,544.94 | ) | (23,613.95 | ) | — | — | 4.75 | 1.9151 | May-Nov | 0 | 42,961.11 | 9302014 | 5012019 | |||||||||||||
BRSLAZMP6 | LESLIES POOLMART, INC. SENIOR SECURED TERM NOTES | 2,266,707.8 | 2,220,899.86 | 2,274,929.43 | 2,268,219.91 | (47,320.05 | ) | 1,493.80 | — | — | — | 0.0608 | M-J-S-D | 0 | 24,771.44 | 12022013 | 10162019 | ||||||||||||||
BRSK5UM00 | LEVEL 3 FINANCING INC SENIOR SECURED TERM NOTES | 2 | 962,682.64 | 964,548.6 | 970,000.00 | 963,617.57 | 931.03 | 934.93 | — | — | — | 0.1421 | M-J-S-D | 0 | 19,453.14 | 4302014 | 8012019 | ||||||||||||||
BRSHY9H24 | LINDE AG SENIOR CORP BND EMTN | F | 2,990,820 | 2,981,250 | 3,000,000.00 | 2,993,876.94 | (12,626.94 | ) | 1,799.13 | — | — | 1.5 | 1.5580 | April | 31,625.00 | 45,000 | 4102013 | 4182018 | |||||||||||||
BRSK7RBA5 | LIVE NATION ENTERTAINMENT INC SENIOR SECURED TERM NOTES | 2,024,375 | 2,009,192.19 | 2,024,375.00 | 2,024,375 | (15,182.81 | ) | — | — | — | — | — | F-M-A-N | 0 | 72,290.11 | 8262013 | 8172020 | ||||||||||||||
G4S15PP89 | LLOYDS BANK PLC CORP BND EMTN | D | 1 | 1,145,701.13 | 1,131,547.87 | 630,000.00 | 1,140,724.11 | (9,176.24 | ) | (5,363.85 | ) | — | (7,846.77 | ) | 10.75 | 2.5929 | December | 0 | 7,555.17 | 12042014 | 12162021 | ||||||||||
BRSLUXX69 | LLOYDS BANK PLC CORP BND EMTN | D | 1,400,039.37 | 1,335,844.79 | 855,000.00 | 1,400,700.04 | (64,855.25 | ) | 811.87 | — | (68,886.19 | ) | 0.80438 | 0.8543 | J-A-J-O | 0 | 13,221.37 | 1072014 | 1162017 | ||||||||||||
G5577Y5Y2 | LLOYDS TSB BANK PLC - LT GTD SENIOR LOCAL BND EMTN | D | 3,206,722.93 | 3,162,782.7 | 2,000,000.00 | 3,213,698.65 | (50,915.95 | ) | (183.45 | ) | — | (99,606.77 | ) | 1.5 | 1.5564 | May | 39,212.90 | 61,029.76 | 11132013 | 5022017 | |||||||||||
539830AX7 | LOCKHEED MARTIN CORPORATION CORP BND | 1,022,350 | 1,017,298.74 | 1,000,000.00 | 1,019,441.54 | (2,142.8 | ) | (2,908.46 | ) | — | — | 2.125 | 0.9700 | Mar-Sep | 0 | 5,312.5 | 9062011 | 9152016 | |||||||||||||
G29330DW7 | LONDON POWER NETWORKS PLC LOCAL BND | D | 2,638,967.81 | 2,537,968.46 | 1,513,000.00 | 2,606,389.38 | (68,420.92 | ) | (45,307.28 | ) | — | (101,749.83 | ) | 5.375 | 1.9608 | November | 6,597.68 | 106,315.21 | 11272014 | 11112016 | |||||||||||
546398PF9 | LOUISIANA PUB FACS AUTH REV MUNI BND REV | 1 | 1,443,685.5 | 1,437,282.45 | 1,395,000.00 | 1,436,871.67 | 410.78 | (6,813.83 | ) | — | — | 5 | 2.9399 | Jan-Jul | 0 | 17,437.5 | 10202006 | 7012018 | |||||||||||||
546456BD5 | LOUISIANA ST CITIZENS PPTY INS MUNI BND REV | 1 | 2,235,513 | 2,222,724 | 2,100,000.00 | 2,215,015.63 | 7,708.37 | (20,497.37 | ) | — | — | 5 | 1.0880 | Jun-Dec | 0 | 26,250 | 8282007 | 6012021 | |||||||||||||
546850AU2 | LOUISVILLE KY REGL ARPT AUTH A MUNI BND REV | 1,116,550 | 1,104,940 | 1,000,000.00 | 1,105,988.09 | (1,048.09 | ) | (10,561.91 | ) | — | — | 5.25 | 0.9499 | Jan-Jul | 0 | 13,125 | 7112008 | 7012017 | |||||||||||||
548661CS4 | LOWES COMPANIES INC CORP BND | 1 | 5,942,665 | 5,901,348.28 | 5,825,000.00 | 5,922,095.87 | (20,747.59 | ) | (20,569.13 | ) | — | — | 2.125 | 0.7300 | Apr-Oct | 0 | 30,945.32 | 11232011 | 4152016 | ||||||||||||
5491873Z3 | LUBBOCK TEX MUNI BND GO | 1 | 1,070,750 | 1,065,460 | 1,000,000.00 | 1,063,319.68 | 2,140.32 | (7,430.32 | ) | — | — | 4.25 | 1.2182 | Feb-Aug | 0 | 10,625 | 1122007 | 2152020 | |||||||||||||
502441AA6 | LVMH MOET HENNESSY LOUIS VUITT SENIOR CORP BND 144A | F | 3,041,246.5 | 3,023,824.21 | 3,050,000.00 | 3,045,545.94 | (21,721.73 | ) | 1,735.83 | — | — | 1.625 | 1.6851 | Jun-Dec | 275.34 | 49,562.52 | 6262012 | 6292017 | |||||||||||||
54008PAA1 | LWCLO_14-1A ABS _14-1A-A1 144A | 2 | 498,500 | 498,567.93 | 500,000.00 | 498,500 | 67.93 | — | — | — | 1.60285 | 1.6706 | J-A-J-O | 0 | — | 12302014 | 1252024 | ||||||||||||||
575718AC5 | MA INSTITUTE OF TECH CORP BND | 1,018,330 | 1,004,555.16 | 1,000,000.00 | 1,017,623.27 | (13,068.11 | ) | (706.73 | ) | — | — | 2.051 | 1.6431 | Jan-Jul | 0 | 3,817.13 | 10212014 | 7012019 | |||||||||||||
BRSPBCHQ1 | MACDERMID INCORPORATED SENIOR SECURED TERM NOTES | 1 | 289,538.41 | 287,792.45 | 290,993.38 | 289,538.41 | (1,745.96 | ) | — | — | — | — | 0.0911 | M-J-S-D | 0 | — | 8042014 | 6072020 | |||||||||||||
BRSJFJJX9 | MACDERMID INCORPORATED SENIOR SECURED TERM NOTES | 2 | 1,949,291.92 | 1,920,089.8 | 1,954,906.69 | 1,950,220.49 | (30,130.69 | ) | 681.63 | — | — | — | 0.0435 | F-M-A-N | 0 | 74,650.28 | 8042014 | 6072020 | |||||||||||||
55608PAA2 | MACQUARIE BANK LTD CORP BND 144A | F | 5,996,040 | 6,423,847.02 | 6,000,000.00 | 5,998,184.47 | 425,662.55 | 784.61 | — | — | 5 | 5.0151 | Feb-Aug | 107,500.00 | 300,000 | 2142012 | 2222017 | ||||||||||||||
56040PAT5 | MAINE EDL LN AUTH MUNI BND REV | 2,757,620.25 | 2,728,737 | 2,475,000.00 | 2,741,281.2 | (12,544.2 | ) | (26,616.15 | ) | — | — | 5.5 | 2.5919 | Jun-Dec | 0 | 34,565.97 | 9032014 | 12012018 | |||||||||||||
560427KM7 | MAINE HEALTH & HIGHER EDL FACS MUNI BND REV | 1 | 175,719.25 | 175,715.75 | 175,000.00 | 175,000 | 715.75 | (719.25 | ) | — | — | 5.25 | 3.5632 | Jan-Jul | 0 | 2,296.87 | 7312010 | 7012021 | |||||||||||||
563469TU9 | MANITOBA PROVINCE OF CORP BND | A | 10,161,200 | 10,049,290.5 | 10,000,000.00 | 10,095,936.69 | (46,646.19 | ) | (41,994.74 | ) | — | — | 1.3 | 0.8690 | Apr-Oct | 31,777.78 | 130,000 | 6062013 | 4032017 | ||||||||||||
55279HAF7 | MANUFACTURERS AND TRADERS TRUS SENIOR CORP BND | 1 | 7,797,036 | 7,768,832.61 | 7,800,000.00 | 7,797,458.04 | (28,625.43 | ) | 422.04 | — | — | 1.4 | 1.4130 | Jan-Jul | 0 | 47,320.01 | 7222014 | 7252017 | |||||||||||||
570850KA4 | MARLBORO TWP N J BRD ED MUNITAX BND GO | 1,492,545 | 1,483,185 | 1,500,000.00 | 1,493,038.38 | (9,853.38 | ) | 493.38 | — | — | 1.526 | 1.6616 | Jan-Jul | 0 | 5,722.5 | 3062013 | 7152018 | ||||||||||||||
574192L81 | MARYLAND ST MUNI BND GO | 1 | 1,096,404.5 | 1,082,268.5 | 950,000.00 | 1,086,772.38 | (4,503.88 | ) | (9,632.12 | ) | — | — | 5 | 0.8599 | Jan-Jul | 0 | 11,875 | 9302008 | 7152023 | ||||||||||||
575577KX8 | MASSACHUSETTS BAY TRANSN AUTH MUNI BND REV | 1 | 865,012.5 | 854,040 | 750,000.00 | 857,387.84 | (3,347.84 | ) | (7,624.66 | ) | — | — | 5 | 0.8400 | Jan-Jul | 0 | 9,375 | 11072008 | 7012019 | ||||||||||||
57587AAY4 | MASSACHUSETTS ST HSG FIN AGY MUNI BND REV | 1 | 3,691,136.65 | 3,728,747.15 | 3,515,000.00 | 3,687,055.61 | 41,691.54 | (4,081.04 | ) | — | — | 4 | 3.3600 | Jun-Dec | 0 | 35,150 | 2262014 | 12012029 | |||||||||||||
57587ABR8 | MASSACHUSETTS ST HSG FIN AGY MUNITAX BND REV | 497,465 | 501,590 | 500,000.00 | 497,591.37 | 3,998.63 | 126.37 | — | — | 2.608 | 2.7134 | Jun-Dec | 0 | 3,260 | 2262014 | 12012019 | |||||||||||||||
57583PEM7 | MASSACHUSETTS ST MUNITAX BND REV | 4,625,000 | 4,737,202.5 | 4,625,000.00 | 4,625,000 | 112,202.5 | — | — | — | 2.983 | 2.9830 | Jun-Dec | 6,131.72 | 137,963.76 | 12152010 | 12152015 | |||||||||||||||
576049CK4 | MASSACHUSETTS ST WTR RES AUTH MUNI BND REV | 2 | 2,481,766.7 | 2,453,186.9 | 2,185,000.00 | 2,467,349.08 | (14,162.18 | ) | (14,417.62 | ) | — | — | 6.5 | 3.4026 | Jan-Jul | 0 | 35,506.25 | 10292008 | 7152019 | ||||||||||||
55274QAD7 | MASTR_06-2 RMBS_06-2-1A4 | 2 | 817,990.14 | 790,513.85 | 847,693.31 | 817,990.14 | (27,476.29 | ) | (6,054.69 | ) | — | — | 6 | 6.9961 | Monthly | 0 | 12,868.75 | 12312009 | 6252036 | ||||||||||||
577081AZ5 | MATTEL INC SENIOR CORP BND | 4,982,650 | 4,967,989.35 | 5,000,000.00 | 4,983,617.22 | (15,627.87 | ) | 967.22 | — | — | 2.35 | 2.4299 | May-Nov | 0 | 29,375 | 9082014 | 5062019 | ||||||||||||||
57772KAC5 | MAXIM INTEG PROD INC SENIOR CORP BND | 502,925 | 500,801.09 | 500,000.00 | 502,758.42 | (1,957.33 | ) | (166.58 | ) | — | — | 2.5 | 2.3500 | May-Nov | 0 | 3,125 | 11142013 | 11152018 | |||||||||||||
58768EAF6 | MBALT_14-A ABS _14-A-A4 | 2 | 7,999,290.4 | 7,998,873.92 | 8,000,000.00 | 7,999,495.79 | (621.87 | ) | 205.39 | — | — | 0.9 | 0.9053 | Monthly | 0 | 52,400 | 4012014 | 12162019 | |||||||||||||
58768WAC3 | MBART_13-1 ABS 13-1 | 2 | 2,604,904.14 | 2,608,673.02 | 2,605,000.00 | 2,604,948.43 | 3,724.59 | 30.99 | — | — | 0.78 | 0.7825 | Monthly | 903.07 | 20,319 | 7232013 | 8152017 | ||||||||||||||
BRSFHP193 | MCC IOWA LLC TERM LOAN | 2,859,187.5 | 2,878,747.28 | 2,932,500.00 | 2,881,980.26 | (3,232.98 | ) | 10,508.90 | — | — | — | 0.3394 | F-M-A-N | 0 | 118,049.08 | 8152012 | 1202020 | ||||||||||||||
56577AAC6 | MCLO_14-7A ABS _14-7A-A2 144A | F | 2 | 3,976,000 | 3,999,572.14 | 4,000,000.00 | 3,976,350.17 | 23,221.97 | 350.17 | — | — | 2.882 | 2.9871 | J-A-J-O | 0 | 13,449.33 | 10302014 | 10282025 | |||||||||||||
BRSGV88K1 | MEDASSETS INC SENIOR SECURED TERM LOAN | 2 | 216,694.41 | 217,101.66 | 217,783.32 | 217,011.13 | 90.53 | 223.03 | — | — | — | 0.0708 | M-J-S-D | 0 | 9,046.15 | 12112012 | 12132019 | ||||||||||||||
BRSNN0P72 | MEDIACOM BROADBAND GROUP SENIOR SECURED TERM NOTES | 1 | 529,340 | 520,493.79 | 530,666.67 | 529,428.13 | (8,934.34 | ) | 94.79 | — | — | — | 0.0355 | M-J-S-D | 0 | 8,653.87 | 6182014 | 6302021 | |||||||||||||
BRSJD2Z02 | MEDIACOM BROADBAND LLC TL E SENIOR SECURED TERM LOAN | 2 | 3,678,975 | 3,573,204.47 | 3,678,975.00 | 3,678,975 | (105,770.53 | ) | — | — | — | — | — | F-M-A-N | 0 | 124,297.75 | 5232013 | 1292021 | |||||||||||||
BRSM16718 | MEDIACOM LLC SENIOR SECURED TERM NOTES | 2,371,094.91 | 2,332,468.05 | 2,377,037.50 | 2,372,166.44 | (39,698.39 | ) | 1,116.44 | — | — | — | 0.0623 | M-J-S-D | 0 | 45,180.6 | 1312014 | 3312018 | ||||||||||||||
584853LJ2 | MEDINA OHIO CITY SCH DIST MUNITAX BND GO | 1,391,684.45 | 1,377,753.65 | 1,235,000.00 | 1,382,470.87 | (4,717.22 | ) | (9,213.58 | ) | — | — | 5 | 1.8254 | Jun-Dec | 0 | 15,437.5 | 1242013 | 12012018 | |||||||||||||
585055AU0 | MEDTRONIC INC CORP BND | 3,611,445 | 3,568,890.5 | 3,500,000.00 | 3,580,396.54 | (11,506.04 | ) | (23,649.50 | ) | — | — | 2.625 | 0.8329 | Mar-Sep | 3,864.58 | 32,812.5 | 2252013 | 3152016 | |||||||||||||
585055BA3 | MEDTRONIC INC SENIOR CORP BND | 3,444,825 | 3,406,116.69 | 3,450,000.00 | 3,446,609.07 | (40,492.38 | ) | 1,013.70 | — | — | 1.375 | 1.4061 | Apr-Oct | 11,859.39 | 47,437.5 | 3192013 | 4012018 | ||||||||||||||
585055BB1 | MEDTRONIC INC SENIOR CORP BND | 3,496,395 | 3,476,002.91 | 3,500,000.00 | 3,497,400.91 | (21,398 | ) | 1,005.91 | — | — | 0.875 | 0.9099 | Feb-Aug | 0 | 25,861.11 | 2202014 | 2272017 | ||||||||||||||
585055BF2 | MEDTRONIC INC SENIOR CORP BND 144A | 2,996,970 | 3,016,684.35 | 3,000,000.00 | 2,996,990.18 | 19,694.17 | 20.18 | — | — | 2.5 | 2.5210 | Mar-Sep | 0 | 4,375 | 12012014 | 3152020 | |||||||||||||||
585055BK1 | MEDTRONIC INC SENIOR CORP BND 144A | 7,466,147.5 | 7,442,645.88 | 7,475,000.00 | 7,466,298.01 | (23,652.13 | ) | 150.51 | — | — | 1.5 | 1.5299 | Mar-Sep | 0 | 6,540.65 | 12022014 | 3152018 | ||||||||||||||
58933YAB1 | MERCK & CO INC CORP BND | 2,041,340 | 2,033,536 | 2,000,000.00 | 2,033,258.33 | 277.67 | (8,081.67 | ) | — | — | 2.25 | 0.6402 | Jan-Jul | 0 | 11,250 | 12072010 | 1152016 | ||||||||||||||
58933YAH8 | MERCK & CO INC SENIOR CORP BND | 752,364 | 751,267.55 | 750,000.00 | 751,781.48 | (513.93 | ) | (521.29 | ) | — | — | 0.5921 | 0.5221 | F-M-A-N | 548.58 | 4,501.84 | 11142013 | 5182018 | |||||||||||||
58933YAD7 | MERCK & CO INC SENIOR CORP BND | 861,049.2 | 858,490.7 | 860,000.00 | 860,587.84 | (2,097.14 | ) | (273.80 | ) | — | — | 0.7 | 0.6501 | May-Nov | 2,658.83 | 17,658.66 | 11262013 | 5182016 | |||||||||||||
58933YAG0 | MERCK & CO INC SENIOR CORP BND | 6,185,321.45 | 6,148,138.99 | 6,205,000.00 | 6,189,935.39 | (41,796.4 | ) | 3,036.36 | — | — | 1.3 | 1.3480 | May-Nov | 8,858.60 | 75,790 | 5152013 | 5182018 | ||||||||||||||
59022CCS0 | MERRILL LYNCH & CO. INC. CORP BND | 5,552,250 | 5,405,801.4 | 5,000,000.00 | 5,456,461.5 | (50,660.1 | ) | (95,788.50 | ) | — | — | 5.7 | 1.6939 | May-Nov | 0 | 142,500 | 6262014 | 5022017 | |||||||||||||
59261EAE9 | METROPOLITAN TRANS AUTH N Y MUNITAX BND REV | 16,629,940 | 16,650,659.3 | 16,645,000.00 | 16,630,738.56 | 19,920.74 | 798.56 | — | — | 1.848 | 1.9034 | Jan-Jul | 0 | 118,136.75 | 9232014 | 7012019 | |||||||||||||||
BRSGGZLV9 | MGM RESORTS INTERNATIONAL SENIOR SECURED TERM LOAN | 2 | 1,038,481.48 | 1,019,240.89 | 1,043,700.00 | 1,039,967.47 | (20,726.58 | ) | 795.15 | — | — | — | 0.0711 | M-J-S-D | 0 | 37,272.14 | 12132012 | 12202019 | |||||||||||||
59334DHN7 | MIAMI DADE CNTY FLA MUNI BND REV | 1 | 1,146,570 | 1,175,580 | 1,000,000.00 | 1,142,935.75 | 32,644.25 | (3,634.25 | ) | — | — | 5 | 3.1200 | Apr-Oct | 0 | 12,500 | 9172013 | 10012028 | |||||||||||||
59333AJR3 | MIAMI-DADE CNTY FLA EDL FACS A MUNI BND REV | 1 | 1,601,595 | 1,587,690 | 1,500,000.00 | 1,584,382.02 | 3,307.98 | (17,212.98 | ) | — | — | 5.25 | 0.7109 | Apr-Oct | 0 | 19,687.5 | 5012008 | 4012021 | |||||||||||||
BRSH5BNL2 | MICHAELS STORES INC SENIOR SECURED TERM LOAN | 2 | 4,476,626.02 | 4,399,202.77 | 4,476,626.02 | 4,476,626.02 | (77,423.25 | ) | — | — | — | — | — | J-A-J-O | 0 | 207,623.85 | 1242013 | 1282020 | |||||||||||||
BRSNLD7H4 | MICHAELS STORES INC SENIOR SECURED TERM NOTES | 530,603.36 | 525,715.94 | 533,269.71 | 530,831.72 | (5,115.78 | ) | 235.04 | — | — | — | 0.0890 | M-J-S-D | 0 | 4,930.25 | 6062014 | 1282020 | ||||||||||||||
59455THZ8 | MICHIGAN MUN BD AUTH REV MUNI BND REV | 1 | 6,235,352 | 6,164,964.4 | 5,960,000.00 | 6,165,255.04 | (290.64 | ) | (70,096.96 | ) | — | — | 5 | 0.3796 | Apr-Oct | 0 | 74,500 | 3062008 | 10012024 | ||||||||||||
5946142G3 | MICHIGAN ST BLDG AUTH MUNI BND REV | 3,419,970 | 3,375,030 | 3,000,000.00 | 3,385,013.48 | (9,983.48 | ) | (34,956.52 | ) | — | — | 5.5 | 0.8296 | Apr-Oct | 0 | 41,250 | 11072008 | 10152017 | |||||||||||||
5946103D7 | MICHIGAN STATE OF MUNI BND GO | 1 | 2,308,400 | 2,308,000 | 2,000,000.00 | 2,289,672.56 | 18,327.44 | (18,727.44 | ) | — | — | 5.25 | 1.3575 | May-Nov | 0 | 26,250 | 10292008 | 11012022 | |||||||||||||
BRSMTEQ36 | MICROSEMI CORPORATION SENIOR SECURED TERM NOTES | 1 | 1,434,164.2 | 1,418,853.1 | 1,440,913.49 | 1,435,025.45 | (16,172.35 | ) | 1,532.69 | — | — | — | 0.0786 | M-J-S-D | 0 | 53,565.78 | 4012014 | 2192020 | |||||||||||||
594918AK0 | MICROSOFT CORP CORP BND | 1,028,220 | 1,021,652 | 1,000,000.00 | 1,022,977.31 | (1,325.31 | ) | (5,242.69 | ) | — | — | 2.5 | 0.4101 | Feb-Aug | 0 | 6,250 | 2032011 | 2082016 | |||||||||||||
594918AV6 | MICROSOFT CORP SENIOR CORP BND | 646,249.5 | 650,219.89 | 650,000.00 | 647,026.16 | 3,193.73 | 2,404.34 | — | — | 1.625 | 1.7460 | Jun-Dec | 9,490.45 | 35,782.5 | 12032013 | 12062018 | |||||||||||||||
594918AS3 | MICROSOFT CORP SENIOR CORP BND | 2,093,680.15 | 2,066,715.13 | 2,095,000.00 | 2,094,112.69 | (27,397.56 | ) | 714.28 | — | — | 1 | 1.0130 | May-Nov | 11,883.34 | 57,593.61 | 4252013 | 5012018 | ||||||||||||||
595620AJ4 | MIDAMERICAN ENERGY CO SECURED CORP BND | 1 | 839,529.6 | 852,026.04 | 840,000.00 | 839,633.47 | 12,392.57 | 81.40 | — | — | 2.4 | 2.4110 | Mar-Sep | 5,712.00 | 20,160 | 9122013 | 3152019 | ||||||||||||||
602245ZF2 | MILWAUKEE CNTY WIS ARPT REV MUNITAX BND GO | 2,044,940 | 2,021,240 | 2,000,000.00 | 2,042,293.36 | (21,053.36 | ) | (2,646.64 | ) | — | — | 2.126 | 1.5669 | Jun-Dec | 0 | 10,630 | 6212013 | 12012018 | |||||||||||||
603827MT0 | MINNEAPOLIS & ST PAUL MINN MET MUNI BND REV | 1 | 2,182,440 | 2,168,840 | 2,000,000.00 | 2,162,177.18 | 6,662.82 | (20,262.82 | ) | — | — | 5 | 0.8999 | Jan-Jul | 0 | 25,000 | 8282007 | 1012023 | |||||||||||||
605417BX1 | MISS PWR CO SENIOR CORP BND | 511,665 | 509,712.98 | 500,000.00 | 510,217.18 | (504.2 | ) | (1,447.82 | ) | — | — | 2.35 | 1.1898 | Apr-Oct | 0 | 2,937.5 | 10112011 | 10152016 | |||||||||||||
BRSKQD5K0 | MISSION BROADCASTING INC. SECURED TERM LOAN | 1,437,210.45 | 1,427,027.82 | 1,437,210.45 | 1,437,210.45 | (10,182.63 | ) | — | — | — | — | — | M-J-S-D | 0 | 46,921.75 | 12172013 | 10012020 | ||||||||||||||
60534TGQ2 | MISSISSIPPI DEV BK MUNI BND REV | 1 | 2,274,260 | 2,290,240 | 2,000,000.00 | 2,265,717.03 | 24,522.97 | (8,542.97 | ) | — | — | 5 | 2.8899 | Jan-Jul | 0 | 25,000 | 9112013 | 1012027 | |||||||||||||
60636YGX3 | MISSOURI ST HSG DEV COMMN MUNITAX BND REV | 351,792 | 351,288 | 350,000.00 | 351,631.83 | (343.83 | ) | (160.17 | ) | — | — | 1.45 | 1.2600 | Jan-Jul | 0 | 1,268.75 | 10172012 | 7012017 | |||||||||||||
60636YGY1 | MISSOURI ST HSG DEV COMMN MUNITAX BND REV | 552,601.5 | 550,478.5 | 550,000.00 | 552,408.15 | (1,929.65 | ) | (193.35 | ) | — | — | 1.7 | 1.5501 | Jan-Jul | 0 | 2,337.5 | 10172012 | 1012018 | |||||||||||||
60687VAE5 | MLCFC CMBS_06-3 A4 | 2 | 5,818,772.86 | 5,729,565.48 | 5,439,323.25 | 5,733,728.58 | (4,163.1 | ) | (89,586.04 | ) | — | — | 5.414 | (1.9460 | ) | Monthly | 0 | 109,300.32 | 8142014 | 7122046 | |||||||||||
60687VAF2 | MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A | 2 | 2,512,640.33 | 2,489,036.32 | 2,347,062.43 | 2,488,209.64 | 826.68 | (24,939.75 | ) | — | — | 5.409 | (2.2780 | ) | Monthly | 0 | 32,124.67 | 9252014 | 7122046 | ||||||||||||
607167DZ3 | MOBILE ALA INDL DEV BRD POLLUT MUNI BND REV | 1 | 714,777 | 711,417 | 700,000.00 | 713,270.09 | (1,853.09 | ) | (1,506.91 | ) | — | — | 1.65 | 0.7861 | Jun-Dec | 0 | 2,887.5 | 3142012 | 6012034 | ||||||||||||
BRSHTM755 | MONEYGRAM INTL INC SENIOR SEC TERM NOTES | 1 | 2,594,719.08 | 2,427,394.25 | 2,622,792.27 | 2,597,089.92 | (169,695.67 | ) | 2,370.84 | — | — | — | 0.1846 | M-J-S-D | 0 | 78,632.73 | 7152014 | 3272020 | |||||||||||||
611662BM8 | MONSANTO COMPANY CORP BND | 1,030,280 | 1,022,632 | 1,000,000.00 | 1,025,274.72 | (2,642.72 | ) | (5,005.28 | ) | — | — | 2.75 | 0.7703 | Apr-Oct | 0 | 6,875 | 4122011 | 4152016 | |||||||||||||
61166WAS0 | MONSANTO COMPANY SENIOR CORP BND | 2,999,700 | 2,983,123.17 | 3,000,000.00 | 2,999,739.87 | (16,616.7 | ) | 39.87 | — | — | 2.125 | 2.1270 | Jan-Jul | 0 | 31,875 | 6262014 | 7152019 | ||||||||||||||
61166WAT8 | MONSANTO COMPANY SENIOR CORP BND | 2,994,450 | 2,979,433.83 | 3,000,000.00 | 2,994,829.14 | (15,395.31 | ) | 379.14 | — | — | 2.75 | 2.7790 | Jan-Jul | 0 | 41,250 | 6262014 | 7152021 | ||||||||||||||
61762TAB2 | MORGAN STANLEY BAML TRUST MSBA SUB CMBS 13-C11 A2 | 2 | 8,656,964.85 | 8,623,201.75 | 8,300,000.00 | 8,643,119.52 | (19,917.77 | ) | (13,845.33 | ) | — | — | 3.085 | 1.8349 | Monthly | 0 | 36,274.48 | 11052014 | 8152046 | ||||||||||||
61754JAF5 | MORGAN STANLEY CAPITAL I CMBS 07-T27 A4 | 2 | 4,242,893.56 | 4,109,162.89 | 3,775,000.00 | 4,099,194.19 | 9,968.7 | (143,699.37 | ) | — | — | 5.65072 | 0.2497 | Monthly | 0 | 153,375.44 | 4112014 | 6112042 | |||||||||||||
61761JQK8 | MORGAN STANLEY CAPSEC CORP BND | 1 | 7,042,700 | 7,017,500 | 7,000,000.00 | 7,039,295.1 | (21,795.1 | ) | (3,404.90 | ) | — | — | 5.45 | 5.3091 | Jan-Jul | 0 | 172,734.71 | 7152014 | 12292049 | ||||||||||||
U6176TBG2 | MORGAN STANLEY CORP BND | O | 1,198,165.7 | 1,187,111.79 | 700,000.00 | 1,194,929.59 | (7,817.8 | ) | (3,552.54 | ) | — | (9,088.22 | ) | 5.75 | 1.5643 | February | 0 | 5,135.49 | 12032014 | 2142017 | |||||||||||
6174467N3 | MORGAN STANLEY CORP BND | 2,400,983.75 | 2,415,945 | 2,375,000.00 | 2,378,308.92 | 37,636.08 | (5,740.01 | ) | — | — | 4 | 3.7471 | Jan-Jul | 41,430.56 | 95,000 | 10152010 | 7242015 | ||||||||||||||
U6176MAW3 | MORGAN STANLEY CORP BND MTN | O | 2,090,454.05 | 1,903,409.73 | 1,180,000.00 | 2,030,788.7 | (127,378.97 | ) | (73,561.71 | ) | — | (130,067.02 | ) | 5.125 | 1.4448 | November | 0 | 104,916.15 | 2202014 | 11302015 | |||||||||||
61744YAD0 | MORGAN STANLEY CORP BND MTN | 2,272,680 | 2,221,566.46 | 2,000,000.00 | 2,237,442.66 | (15,876.2 | ) | (35,237.34 | ) | — | — | 5.95 | 1.8489 | Jun-Dec | 0 | 54,211.11 | 7142014 | 12282017 | |||||||||||||
61747YDT9 | MORGAN STANLEY SENIOR CORP BND | 2,192,640 | 2,132,166.9 | 2,000,000.00 | 2,106,761.79 | 25,405.11 | (46,363.57 | ) | — | — | 4.75 | 2.2710 | Mar-Sep | 26,125.00 | 95,000 | 2132013 | 3222017 | ||||||||||||||
6174467U7 | MORGAN STANLEY SENIOR CORP BND | 2,997,870 | 2,998,911.66 | 3,000,000.00 | 2,998,563.66 | 348 | 832.12 | — | — | 2.125 | 2.1400 | Apr-Oct | 31,166.67 | 128,680.55 | 4222013 | 4252018 | |||||||||||||||
61746BDR4 | MORGAN STANLEY SENIOR CORP BND | 3,484,775 | 3,484,817.81 | 3,500,000.00 | 3,486,042.7 | (1,224.89 | ) | 1,458.86 | — | — | 2.375 | 2.4680 | Jan-Jul | 0 | 41,925.35 | 7172014 | 7232019 | ||||||||||||||
61761JVN6 | MORGAN STANLEY SENIOR CORP BND | 4,183,000 | 4,184,045.84 | 4,183,000.00 | 4,183,000 | 1,045.84 | — | — | — | 1.007098 | 1.0071 | J-A-J-O | 0 | 3,159.51 | 12022014 | 1052018 | |||||||||||||||
61761JVM8 | MORGAN STANLEY SENIOR CORP BND | 4,859,745.8 | 4,857,239.21 | 4,865,000.00 | 4,859,838.77 | (2,599.56 | ) | 92.97 | — | — | 1.875 | 1.9109 | Jan-Jul | 0 | 6,588.02 | 12022014 | 1052018 | ||||||||||||||
6174467X1 | MORGAN STANLEY SUB CORP BND | 5,373,150 | 5,313,460.91 | 5,000,000.00 | 5,360,391.68 | (46,930.77 | ) | (12,758.32 | ) | — | — | 5 | 4.1700 | May-Nov | 0 | 124,305.56 | 6272014 | 11242025 | |||||||||||||
6174824M3 | MORGAN STANLEY SUB CORP BND | 5,929,440 | 5,861,042 | 5,500,000.00 | 5,913,419.26 | (52,377.26 | ) | (16,020.74 | ) | — | — | 4.875 | 3.7580 | May-Nov | 0 | 96,078.12 | 8192014 | 11012022 | |||||||||||||
BRSMMQ6V6 | MPH ACQUISITION HOLDINGS LLC SENIOR SECURED TERM LOAN | 2 | 942,789.24 | 921,759.6 | 945,152.11 | 943,044 | (21,284.4 | ) | 491.06 | — | — | — | 0.0352 | M-J-S-D | 0 | 30,164.9 | 3212014 | 3312021 | |||||||||||||
61746REV9 | MSAC ABS 04-H1 | 2 | 941,018.19 | 911,667.12 | 939,550.15 | 940,434.49 | (28,767.37 | ) | (52.13 | ) | — | — | 0.9095 | 0.8991 | Monthly | 141.65 | 8,525.14 | 11252014 | 1252034 | ||||||||||||
61763MAB6 | MSBAM_14-C16 SENIOR CMBS_14-C16 A2 | 2 | 1,905,424.71 | 1,891,828.54 | 1,850,000.00 | 1,899,410.3 | (7,581.76 | ) | (6,014.41 | ) | — | — | 2.849 | 2.1878 | Monthly | 0 | 28,256.55 | 6052014 | 6152047 | ||||||||||||
61763UAV4 | MSBAM_14-C17 SUPSEN SENIOR CMBS 14-C17-A2 | 2 | 4,067,425.78 | 4,041,959.96 | 3,900,000.00 | 4,062,783.29 | (20,823.33 | ) | (4,642.49 | ) | — | — | 3.119 | 2.2922 | Monthly | 0 | 19,597.72 | 10292014 | 8152047 | ||||||||||||
61764PBR2 | MSBAM_14-C19 PRELCF SENIOR CMBS_14-C19-A2 | 2 | 5,011,792.66 | 5,019,133.02 | 4,866,000.00 | 5,011,526.06 | 7,606.96 | (266.60 | ) | — | — | 3.101 | 2.8659 | Monthly | 0 | 5,029.83 | 12092014 | 12152047 | |||||||||||||
61751XAE0 | MSC CMBS 07-T25 A3 | 2 | 5,809,301.84 | 5,632,633.4 | 5,276,471.56 | 5,642,472.83 | (9,839.43 | ) | (176,273.74 | ) | — | — | 5.514 | (1.8446 | ) | Monthly | 0 | 183,831.25 | 5222014 | 11122049 | |||||||||||
61751NAF9 | MSC_07-HQ11 CMBS 07-HQ11 A4 | 2 | 5,796,591.61 | 5,628,981.71 | 5,277,500.00 | 5,678,676.2 | (49,694.49 | ) | (117,915.41 | ) | — | — | 5.447 | 0.9431 | Monthly | 0 | 169,285.26 | 5282014 | 2122044 | ||||||||||||
61745MVW0 | MSM_04-1 MSM_04-1 | 2 | 245,323.58 | 244,460.48 | 239,946.37 | 244,828.04 | (367.56 | ) | (1,276.78 | ) | — | — | 5 | 3.7273 | Monthly | 0 | 3,141.67 | 3092006 | 11252018 | ||||||||||||
BRSQGX3A8 | MUELLER WATER PRODUCTS INC SENIOR SECURED TERM NOTES | 1 | 982,716.05 | 988,686.42 | 987,654.32 | 982,716.05 | 5,970.37 | — | — | — | — | 0.0730 | M-J-S-D | 0 | — | 11192014 | 11252021 | ||||||||||||||
628530AL1 | MYLAN INC/PA CORP BND 144A | 1 | 3,206,500 | 2,952,812.5 | 2,750,000.00 | 2,948,094.04 | 4,718.46 | (219,568.58 | ) | — | — | 7.875 | 1.6848 | Jan-Jul | 208,796.88 | 289,406.25 | 5302013 | 7152020 | |||||||||||||
62983QAD5 | NAKAMA RE LTD UNSEC CORP BND 144A | F | 1,000,000 | 1,002,020 | 1,000,000.00 | 1,000,000 | 2,020 | — | — | — | 2.125011 | 2.1306 | J-A-J-O | 0 | 767.37 | 12122014 | 1162019 | ||||||||||||||
62983QAE3 | NAKAMA RE LTD UNSEC CORP BND 144A | F | 1,250,000 | 1,254,237.5 | 1,250,000.00 | 1,250,000 | 4,237.5 | — | — | — | 2.875011 | 2.8852 | J-A-J-O | 0 | 1,297.75 | 12122014 | 1162020 | ||||||||||||||
65475UAC6 | NAROT_12-A ABS 12-A | 2 | 622,795.91 | 623,265.42 | 622,879.26 | 622,865.38 | 400.04 | 105.37 | — | — | 0.73 | 0.7360 | Monthly | 792.46 | 10,655.13 | 2152012 | 5162016 | ||||||||||||||
65477LAB6 | NAROT_13-B ABS 13-B A2 | 2 | 66,682.26 | 66,687.24 | 66,682.57 | 66,681.64 | 5.6 | 1.06 | — | — | 0.52 | 0.5202 | Monthly | 71.64 | 1,085.05 | 7242013 | 4152016 | ||||||||||||||
65477MAC2 | NAROT_13-C SENIOR ABS_13-C A3 | 2 | 4,729,020.42 | 4,713,313.36 | 4,730,000.00 | 4,729,427.11 | (16,113.75 | ) | 385.30 | — | — | 0.67 | 0.6792 | Monthly | 1,760.61 | 31,691.05 | 12042013 | 8152018 | |||||||||||||
65477MAD0 | NAROT_13-C SENIOR ABS_13-C A4 | 2 | 3,089,600.16 | 3,074,698.76 | 3,090,000.00 | 3,089,694.35 | (14,995.59 | ) | 88.02 | — | — | 1.3 | 1.3066 | Monthly | 2,231.66 | 40,170.02 | 12042013 | 6152020 | |||||||||||||
6325C0CU3 | NATIONAL AUSTRALIA BNK LIMITED SENIOR CORP BND 144A | F | 1,999,700 | 1,996,979.52 | 2,000,000.00 | 1,999,778.23 | (2,798.71 | ) | 78.23 | — | — | 1.25 | 1.2551 | Mar-Sep | 0 | 19,722.22 | 3112014 | 3172017 | |||||||||||||
63307EAB3 | NATIONAL BK OF CANADA CORP BND 144A | A | 1,025,660 | 1,022,019.96 | 1,000,000.00 | 1,022,484.42 | (464.46 | ) | (3,175.58 | ) | — | — | 2.2 | 0.9349 | Apr-Oct | 0 | 5,500 | 10122011 | 10192016 | ||||||||||||
63307AAA3 | NATIONAL BK OF CANADA SENIOR CORP BND MTN | A | 1 | 3,166,513 | 3,139,350.6 | 3,170,000.00 | 3,167,982.73 | (28,632.13 | ) | 1,847.75 | — | — | 1.45 | 1.4729 | May-Nov | 25,382.25 | 123,801.8 | 11022012 | 11072017 | ||||||||||||
BRSJ6L8K4 | NATIONAL CNEMDIA SENIOR SECURED TERM NOTES | 2 | 1,366,621.35 | 1,310,546.88 | 1,375,000.00 | 1,368,315.46 | (57,768.58 | ) | 1,441.48 | — | — | — | 0.0980 | F-M-A-N | 0 | 42,662.5 | 10182013 | 11262019 | |||||||||||||
637432MN2 | NATIONAL RURAL UTILITIES COOP CORP BND | 1,031,830 | 1,026,329 | 1,000,000.00 | 1,026,099.61 | 229.39 | (5,730.39 | ) | — | — | 3.05 | 0.7903 | Mar-Sep | 0 | 7,625 | 2142011 | 3012016 | ||||||||||||||
637432NB7 | NATIONAL RURAL UTILITIES COOP SECURED CORP BND | 1 | 998,640 | 993,773.5 | 1,000,000.00 | 998,675.04 | (4,901.54 | ) | 41.24 | — | — | 2.3 | 2.3289 | May-Nov | 0 | 3,753.48 | 11042014 | 11152019 | |||||||||||||
637432MX0 | NATIONAL RURAL UTILITIES COOP SENIOR CORP BND | 1 | 2,933,737.95 | 2,919,500.29 | 2,935,000.00 | 2,933,963.15 | (14,462.86 | ) | 278.40 | — | — | 2.15 | 2.1591 | Feb-Aug | 0 | 72,105.92 | 1212014 | 2012019 | |||||||||||||
63743HEG3 | NATIONAL RURAL UTILITIES COOP SENIOR CORP BND MTN | 6,000,000 | 6,002,350.5 | 6,000,000.00 | 6,000,000 | 2,350.5 | — | — | — | 0.4856 | 0.4859 | F-M-A-N | 2,681.80 | 29,341.23 | 6022014 | 5272016 | |||||||||||||||
63946CAD0 | NBCUNIVERSAL ENTERPRISE INC SENIOR CORP BND 144A | 712,310.4 | 711,735.04 | 720,000.00 | 712,409.65 | (674.61 | ) | 99.25 | — | — | 1.974 | 2.2330 | Apr-Oct | 0 | 789.6 | 12082014 | 4152019 | ||||||||||||||
63946CAB4 | NBCUNIVERSAL ENTERPRISE INC SENIOR CORP BND 144A | 6,760,694.5 | 6,806,160.07 | 6,750,000.00 | 6,758,089.9 | 48,070.17 | (1,907.87 | ) | — | — | 0.9156 | 0.9006 | J-A-J-O | 12,574.80 | 61,215.22 | 5012014 | 4152018 | ||||||||||||||
62888XAC8 | NCUA CMBS_10-C1 A-PT | 2 | 3,935,121.25 | 4,032,206.17 | 3,942,938.06 | 3,940,868.59 | 91,337.58 | 1,968.22 | — | — | 2.65 | 2.7254 | Monthly | 1,260.24 | 107,529.29 | 9072011 | 10292020 | ||||||||||||||
62889AAA1 | NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A | 2 | 1,230,423.78 | 1,231,814.16 | 1,230,423.78 | 1,230,423.78 | 1,390.38 | — | — | — | 0.5117 | 0.5121 | Monthly | 484.76 | 6,990.47 | 6102011 | 12072020 | ||||||||||||||
62888VAA6 | NCUA GUARANTEED NOTES AGENCY CMO_10-R1 1A | 2 | 853,612.78 | 858,737.02 | 853,612.78 | 853,612.78 | 5,124.24 | — | — | — | 0.6072 | 0.6080 | Monthly | 444.38 | 5,672.67 | 6102011 | 10072020 | ||||||||||||||
62888VAB4 | NCUA GUARANTEED NOTES AGENCY CMO_10-R1 2A | 2 | 131,690.3 | 132,496.74 | 131,702.18 | 131,697.03 | 799.71 | 9.48 | — | — | 1.84 | 1.8502 | Monthly | 394.37 | 3,662.11 | 9072011 | 10072020 | ||||||||||||||
62889GAA8 | NCUA GUARANTEED NOTES CMO 11-R5 1A | 2 | 1,466,945.77 | 1,469,577.47 | 1,466,945.77 | 1,466,945.77 | 2,631.7 | — | — | — | 0.537 | 0.5365 | Monthly | 874.49 | 9,508.45 | 6102011 | 4062020 | ||||||||||||||
62889JAA2 | NCUA GUARANTEED NOTES CMO_11-R6 1A | 2 | 732,782.66 | 733,075.77 | 732,782.66 | 732,782.66 | 293.11 | — | — | — | 0.533 | 0.5336 | Monthly | 503.74 | 5,037.41 | 6102011 | 5072020 | ||||||||||||||
N6S779BG4 | NEDERLANDSE WATERSCHAPSBANK NV CORP BND EMTN | F | 6,994,610 | 7,016,659.23 | 7,000,000.00 | 6,997,763.28 | 18,895.95 | 1,788.10 | — | — | 0.75 | 0.7759 | Mar-Sep | 13,416.67 | 52,500 | 3192013 | 3292016 | ||||||||||||||
BRSMK3RL8 | NEIMAN MARCUS GROUP INC. THE SENIOR SECURED TERM NOTES | 2,482,489.05 | 2,440,268.96 | 2,487,468.68 | 2,482,783.95 | (42,514.99 | ) | 302.73 | — | — | — | 0.0319 | M-J-S-D | 0 | 2,547.35 | 7312014 | 10252020 | ||||||||||||||
U64107AF9 | NESTLE HLDGS, INC. CORP BND EMTN | 1,013,000 | 999,430.01 | 1,000,000.00 | 1,007,727.58 | (8,297.57 | ) | (3,075.54 | ) | — | — | 1.375 | 1.0533 | June | 7,256.94 | 13,750 | 4092013 | 6212017 | |||||||||||||
BRSH5LE30 | NETWORK RAIL INFRA FIN | 2,340,423.68 | 2,345,228.79 | 1,500,000.00 | 2,340,417.82 | 4,810.97 | (5.86 | ) | — | 4,813.04 | 1 | 0.9035 | December | 0 | 63.96 | ||||||||||||||||
G6459FAE2 | NETWORK RAIL INFRA FIN LOCAL BND EMTN GOVT GUAR | D | 4,034,271.27 | 3,643,943.93 | 2,250,000.00 | 3,714,542.84 | (70,598.91 | ) | (169,532.87 | ) | — | (86,260.6 | ) | 4.875 | 1.0498 | November | 21,273.94 | 219,317.09 | 11132013 | 11272015 | |||||||||||
64127WAJ2 | NETWORK RAIL INFRA FIN UNSECURED CORP BND 144A | F | 3,470,915 | 3,461,674.97 | 3,500,000.00 | 3,476,115.32 | (14,440.35 | ) | 6,373.00 | — | — | 0.75 | 1.0020 | Apr-Oct | 0 | 19,489.59 | 5202014 | 10032017 | |||||||||||||
641423BM9 | NEVADA POWER COMPANY SECURED CORP BND | 950,936.4 | 909,103.11 | 860,000.00 | 910,547.84 | (1,444.73 | ) | (40,388.56 | ) | — | — | 5.95 | 1.0152 | Mar-Sep | 0 | 49,464.33 | 1082014 | 3152016 | |||||||||||||
645771XB7 | NEW JERSEY BLDG AUTH MUNITAX BND REV | 690,125.2 | 687,412 | 680,000.00 | 689,458.99 | (2,046.99 | ) | (666.21 | ) | — | — | 2.303 | 1.8850 | Jun-Dec | 0 | 3,915.1 | 11152013 | 6152018 | |||||||||||||
64603RSQ1 | NEW JERSEY ECONOMIC DEVELOPMEN MUNITAX BND REV | 2 | 3,789,131.15 | 3,770,112.85 | 3,535,000.00 | 3,782,928.93 | (12,816.08 | ) | (6,202.22 | ) | — | — | 6.076 | 5.0179 | Mar-Sep | 0 | 53,696.65 | 4232008 | 3012023 | ||||||||||||
646136DW8 | NEW JERSEY ST TRANSN TR FD AUT MUNI BND REV | 812,857.95 | 807,521.1 | 705,000.00 | 807,867.34 | (346.24 | ) | (4,990.61 | ) | — | — | 5.25 | 2.1303 | Jun-Dec | 0 | 9,253.12 | 5242006 | 12152019 | |||||||||||||
646136BU4 | NEW JERSEY ST TRANSN TR FD AUT MUNI BND REV | 1 | 1,551,705 | 1,532,970 | 1,500,000.00 | 1,533,094.88 | (124.88 | ) | (18,610.12 | ) | — | — | 5 | 0.1296 | Jun-Dec | 0 | 18,750 | 10132005 | 6152016 | ||||||||||||
646136K83 | NEW JERSEY ST TRANSN TR FD AUT MUNITAX BND REV | 5,050,000 | 4,891,631.9 | 5,050,000.00 | 5,050,000 | (158,368.1 | ) | — | — | — | 1.758 | 1.7580 | Jun-Dec | 3,945.73 | 88,779 | 4172013 | 12152018 | ||||||||||||||
64763FKL2 | NEW ORLEANS LA GO MUNI BND GO | 1 | 8,060,805 | 7,982,928 | 7,650,000.00 | 7,971,640.17 | 11,287.83 | (89,164.83 | ) | — | — | 5.25 | 0.6330 | Jun-Dec | 0 | 100,406.25 | 3062008 | 12012019 | |||||||||||||
64966HMQ0 | NEW YORK N Y MUNI BND GO | 3,089,280 | 3,065,640 | 3,000,000.00 | 3,066,554.12 | (914.12 | ) | (22,725.88 | ) | — | — | 3.397 | 0.4199 | Apr-Oct | 0 | 25,477.5 | 9302009 | 10012015 | |||||||||||||
64972FYE0 | NEW YORK NY CITY MUN WTR FIN MUNI BND REV | 1 | 2,323,000 | 2,303,560 | 2,000,000.00 | 2,301,115.09 | 2,444.91 | (21,884.91 | ) | — | — | 5.25 | 0.8192 | Jun-Dec | 0 | 26,250 | 12052008 | 6152023 | |||||||||||||
64972HKE1 | NEW YORK NY CITY TRANSITIONAL MUNI BND REV | 1 | 1,144,760 | 1,144,120 | 1,000,000.00 | 1,135,278.2 | 8,841.8 | (9,481.80 | ) | — | — | 5 | 1.0917 | Jan-Jul | 0 | 12,500 | 10312008 | 7152019 | |||||||||||||
64972HKH4 | NEW YORK NY CITY TRANSITIONAL MUNI BND REV | 1 | 3,442,770 | 3,442,110 | 3,000,000.00 | 3,413,857.2 | 28,252.8 | (28,912.80 | ) | — | — | 5.25 | 1.2517 | Jan-Jul | 0 | 39,375 | 10312008 | 7152022 | |||||||||||||
64971QWF6 | NEW YORK NY CITY TRANSITIONAL MUNITAX BND REV | 2,004,020 | 1,993,200 | 2,000,000.00 | 2,003,775.61 | (10,575.61 | ) | (244.39 | ) | — | — | 1.8 | 1.7454 | Feb-Aug | 0 | 9,000 | 8082012 | 8012018 | |||||||||||||
64966F5S9 | NEW YORK NY MUNI BND GO | 1 | 25,115.5 | 25,113.75 | 25,000.00 | 25,082.04 | 31.71 | (33.46 | ) | — | — | 5.75 | 5.1683 | Feb-Aug | 0 | 359.38 | 7212014 | 8012016 | |||||||||||||
64966KEB5 | NEW YORK NY MUNI BND GO | 1 | 5,804,500 | 5,837,900 | 5,000,000.00 | 5,782,938.52 | 54,961.48 | (21,561.48 | ) | — | — | 5 | 2.8201 | Feb-Aug | 0 | 62,500 | 9122013 | 8012028 | |||||||||||||
649907XR8 | NEW YORK ST DORM AUTH MUNI BND REV | 3,053,370 | 3,018,750 | 3,000,000.00 | 3,050,234.46 | (31,484.46 | ) | (3,135.54 | ) | — | — | 2.05 | 1.6069 | Jun-Dec | 0 | 15,375 | 12052013 | 12012018 | |||||||||||||
649845GF5 | NEW YORK ST ENERGY RESH & DEV MUNI BND REV | 1 | 4,781,250 | 4,712,500 | 5,000,000.00 | 4,783,914.27 | (71,414.27 | ) | 2,664.27 | — | — | 0.464 | 0.7019 | At Mat | 0 | 5,499.71 | 1212005 | 4012034 | |||||||||||||
649883XV2 | NEW YORK ST MTG AGY MUNI BND REV | 1 | 2,089,020 | 2,112,680 | 2,000,000.00 | 2,086,885.69 | 25,794.31 | (2,134.31 | ) | — | — | 4.45 | 3.8600 | Apr-Oct | 0 | 22,250 | 2132014 | 10012029 | |||||||||||||
650035C48 | NEW YORK ST URBAN DEV CORP MUNI BND REV | 1 | 5,854,450 | 5,930,100 | 5,000,000.00 | 5,831,256.43 | 98,843.57 | (23,193.57 | ) | — | — | 5 | 2.7241 | Mar-Sep | 0 | 62,500 | 9112013 | 3152028 | |||||||||||||
650367DT9 | NEWARK N J MUNI BND GO | 2,670,665.6 | 2,640,420.1 | 2,410,000.00 | 2,648,110.91 | (7,690.81 | ) | (22,554.69 | ) | — | — | 5 | 1.2173 | Mar-Sep | 0 | 30,125 | 6192008 | 9012017 | |||||||||||||
651229AP1 | NEWELL RUBBERMAID INC SENIOR CORP BND | 1 | 4,355,116.8 | 4,353,740.7 | 4,360,000.00 | 4,355,205.72 | (1,465.02 | ) | 88.92 | — | — | 2.875 | 2.8989 | Jun-Dec | 0 | 14,624.17 | 11142014 | 12012019 | |||||||||||||
BRSKQ8AG4 | NEXSTAR BROADCASTING GROUP INC NEXSTAR BROADCASTING GROUP INC | 1,629,819.31 | 1,618,272.05 | 1,629,819.31 | 1,629,819.31 | (11,547.26 | ) | — | — | — | — | — | M-J-S-D | 0 | 71,355.34 | 1312014 | 9242020 | ||||||||||||||
G65016AG5 | NEXT PLC LOCAL BND | D | 1,188,131.34 | 1,177,603.18 | 700,000.00 | 1,185,473.07 | (7,869.89 | ) | (2,658.27 | ) | — | (7,629.45 | ) | 5.875 | 1.3338 | October | 0 | 3,536.41 | 12102014 | 10122016 | |||||||||||
302570BC9 | NEXTERA ENERGY CAPITAL HOLDING CORP BND | 688,830.5 | 598,902.51 | 563,000.00 | 585,451.66 | 13,450.85 | (177,104.85 | ) | — | — | 7.875 | 3.5810 | Jun-Dec | 21,175.00 | 356,940.07 | 2172010 | 12152015 | ||||||||||||||
62888UAA8 | NGN_10-R2 AGENCY CMO_10-R2 1A | 2 | 2,316,214 | 2,322,618.34 | 2,316,214.00 | 2,316,214 | 6,404.34 | — | — | — | 0.5272 | 0.5278 | Monthly | 1,115.38 | 13,728.63 | 6102011 | 11062017 | ||||||||||||||
62888YAA0 | NGN_11-R1 CMO_11-R1 IA | 2 | 2,716,517.66 | 2,730,447.92 | 2,715,401.88 | 2,716,076.9 | 14,371.02 | (235.61 | ) | — | — | 0.6072 | 0.5969 | Monthly | 1,390.23 | 18,083.64 | 6102011 | 1082020 | |||||||||||||
62889EAA3 | NGN_11-R3 NGN_11-R3 1A | 2 | 6,002,879.59 | 5,990,955.31 | 5,995,151.91 | 6,000,759.68 | (9,804.37 | ) | (2,148.42 | ) | — | — | 0.5585 | 0.4820 | Monthly | 2,473.02 | 36,839.23 | 6152012 | 3112020 | ||||||||||||
62889FAA0 | NGN_11-R4 CMO_11R4-1A | 2 | 1,948,511.41 | 1,953,634.05 | 1,948,511.41 | 1,948,511.41 | 5,122.64 | — | — | — | 0.537 | 0.5376 | Monthly | 1,063.67 | 12,317.19 | 6102011 | 3062020 | ||||||||||||||
65477LAC4 | NISSAN AUTO RECEIVABLES OWNER ABS 13-B-A3 | 2 | 3,744,185.47 | 3,747,146.03 | 3,745,000.00 | 3,744,630.11 | 2,515.92 | 314.35 | — | — | 0.84 | 0.8500 | Monthly | 1,398.14 | 31,458 | 7242013 | 11152017 | ||||||||||||||
654740AH2 | NISSAN MOTOR ACCEPTANCE CORP SENIOR CORP BND 144A | 1,002,980 | 1,003,314.06 | 1,000,000.00 | 1,002,819.45 | 494.61 | (160.55 | ) | — | — | 2.35 | 2.2787 | Mar-Sep | 0 | 5,875 | 2252014 | 3042019 | ||||||||||||||
645918TG8 | NJ ST EDA PENSION MUNI BND REV | 3,356,340 | 3,334,950 | 3,000,000.00 | 3,331,693.58 | 3,256.42 | (24,646.42 | ) | — | — | 5 | 1.5796 | May-Nov | 0 | 37,500 | 8072008 | 5012018 | ||||||||||||||
645918S53 | NJ ST EDA PENSION MUNITAX BND REV | 1,985,660 | 1,998,780 | 2,000,000.00 | 1,986,896.45 | 11,883.55 | 1,236.45 | — | — | 1.651 | 1.9045 | Mar-Sep | 0 | 8,255 | 9192012 | 9012017 | |||||||||||||||
65474VAG6 | NMOTR_13-A SENIOR ABS 13-A | 2 | 1,680,000 | 1,678,084.83 | 1,680,000.00 | 1,680,000 | (1,915.17 | ) | — | — | — | 0.4608 | 0.4612 | Monthly | 348.39 | 7,745.64 | 2202013 | 2152018 | |||||||||||||
65504LAH0 | NOBLE HOLDING INTERNATIONAL LT SENIOR CORP BND | F | 505,725 | 476,392.18 | 500,000.00 | 505,140.07 | (28,747.89 | ) | (584.93 | ) | — | — | 2.5 | 2.0200 | Mar-Sep | 0 | 3,125 | 2072012 | 3152017 | ||||||||||||
62951MAY6 | NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO 04-R3 A1 144A | 2 | 663,417.27 | 674,509.64 | 656,645.60 | 662,411.82 | 12,097.82 | (731.00 | ) | — | — | 6.5 | 6.2974 | Monthly | 3,915.60 | 43,921.76 | 10032007 | 2252035 | |||||||||||||
65557CAM5 | NORDEA BANK AB JR SUB CORP BND 144A | F | 1 | 14,980,000 | 14,774,025 | 14,980,000.00 | 14,980,000 | (205,975 | ) | — | — | — | 5.5 | 5.5000 | Mar-Sep | 0 | 224,283.88 | 9162014 | 1019999 | ||||||||||||
65557HAE2 | NORDEA BANK AB SENIOR CORP BND | F | 4,989,850 | 5,000,594.1 | 5,000,000.00 | 4,995,339.42 | 5,254.68 | 3,378.00 | — | — | 0.875 | 0.9439 | May-Nov | 5,833.33 | 43,750 | 5072013 | 5132016 | ||||||||||||||
65557DAK7 | NORDEA BANK AB SENIOR CORP BND | F | 5,974,200 | 6,050,981.58 | 6,000,000.00 | 5,977,847.92 | 73,133.66 | 3,647.92 | — | — | 2.375 | 2.4669 | Apr-Oct | 0 | 105,687.5 | 3312014 | 4042019 | ||||||||||||||
W6314JBT7 | NORDEA BANK AB SENIOR CORP BND EMTN | D | 2,012,821.43 | 1,995,065.75 | 1,275,000.00 | 2,012,875.78 | (17,810.03 | ) | (1,109.75 | ) | — | (24,383.03 | ) | 1.00525 | 0.9840 | F-M-A-N | 3,324.04 | 26,548.96 | 11132013 | 2152016 | |||||||||||
65562QAW5 | NORDIC INVESTMENT BANK CORP BND | F | 2,980,170 | 3,038,819.73 | 3,000,000.00 | 2,980,843.75 | 57,975.98 | 673.75 | — | — | 2.25 | 2.3530 | Mar-Sep | 0 | 17,062.5 | 12052014 | 9302021 | ||||||||||||||
659414LY0 | NORTH FOREST INDPT SCH DIST TE MUNI BND GO | 1,415,180.1 | 1,403,552.25 | 1,335,000.00 | 1,404,440.37 | (888.12 | ) | (10,739.73 | ) | — | — | 4 | 0.7672 | Feb-Aug | 0 | 13,350 | 3272006 | 8152016 | |||||||||||||
662858FR5 | NORTH TEXAS TOLLWAY AUTHORITY MUNI BND REV | 1 | 2,310,520 | 2,272,600 | 2,000,000.00 | 2,292,644.17 | (20,044.17 | ) | (17,875.83 | ) | — | — | 5.25 | 1.4699 | Jan-Jul | 0 | 26,250 | 8042009 | 1012020 | ||||||||||||
BRSHM2RV7 | NOVELIS INC/GA SENIOR SECURED TERM NOTES | G | 2 | 1,401,465.26 | 1,401,709.4 | 1,415,153.36 | 1,407,085.52 | (5,376.12 | ) | 8,954.03 | — | — | — | 0.2574 | F-M-A-N | 0 | 97,679.36 | 6192013 | 3102017 | ||||||||||||
65251QAA9 | NSCDN_14-1A ABS2014-1A A1 144A | 2 | 2,500,000 | 2,501,161.6 | 2,500,000.00 | 2,500,000 | 1,161.6 | — | — | — | — | 1.9972 | J-A-J-O | 0 | — | 12162014 | 1252027 | ||||||||||||||
BRSGCCH31 | NSG HOLDINGS SENIOR SECURED TERM LOAN | 2 | 1,640,837.44 | 1,635,625.7 | 1,652,147.18 | 1,644,095.31 | (8,469.61 | ) | 1,815.68 | — | — | — | 0.0974 | M-J-S-D | 0 | 61,853.36 | 10072013 | 12112019 | |||||||||||||
654624AE5 | NTT CORP SENIOR CORP BND | F | 4,459,748.5 | 4,435,669.04 | 4,450,000.00 | 4,455,067.35 | (19,398.31 | ) | (1,948.33 | ) | — | — | 1.4 | 1.3543 | Jan-Jul | 28,208.05 | 62,300 | 7232012 | 7182017 | ||||||||||||
67400LAC2 | OAKTA_14-A2 MEZZANIN ABS 14-A2-B 144A | F | 2 | 3,930,000 | 3,920,400 | 4,000,000.00 | 3,930,353.53 | (9,953.53 | ) | 353.53 | — | — | 2.53435 | 2.8291 | F-M-A-N | 0 | 3,942.32 | 12042014 | 11152025 | ||||||||||||
674599BZ7 | OCCIDENTAL PETROLEUM CORPORATI CORP BND | 2,045,360 | 2,032,714 | 2,000,000.00 | 2,036,841.76 | (4,127.76 | ) | (8,518.24 | ) | — | — | 2.5 | 0.7898 | Feb-Aug | 0 | 12,500 | 12132010 | 2012016 | |||||||||||||
674599CD5 | OCCIDENTAL PETROLEUM CORPORATI SENIOR CORP BND | 1 | 494,780 | 491,184.58 | 500,000.00 | 495,162.24 | (3,977.66 | ) | 382.24 | — | — | 1.5 | 1.8201 | Feb-Aug | 0 | 1,875 | 6192012 | 2152018 | |||||||||||||
67107KAC0 | OCP_14-7A ABS_14-7A-A2A 144A | F | 2 | 3,850,000 | 3,866,359.86 | 4,000,000.00 | 3,853,581.18 | 12,778.68 | 3,581.18 | — | — | 2.33235 | 3.4140 | J-A-J-O | 0 | 9,588.55 | 10312014 | 10202026 | |||||||||||||
67756AVS8 | OHIO ST HIGHER EDL FAC REV MUNI BND REV | 1 | 440,307 | 439,641.45 | 435,000.00 | 439,481.93 | 159.52 | (825.07 | ) | — | — | 4.375 | 3.5751 | May-Nov | 0 | 4,757.82 | 6152006 | 5012017 | |||||||||||||
67756BXS4 | OHIO ST MUNI BND REV | 1 | 3,487,140 | 3,458,460 | 3,000,000.00 | 3,458,271.98 | 188.02 | (28,868.02 | ) | — | — | 5.5 | 1.4701 | Jun-Dec | 0 | 41,250 | 3112009 | 12012024 | |||||||||||||
67868UBY8 | OKLAHOMA CNTY OKLA FIN AUTH MUNITAX BND REV | 1,145,250 | 1,144,060 | 1,000,000.00 | 1,138,203.47 | 5,856.53 | (7,046.53 | ) | — | — | 6.3 | 3.0936 | Mar-Sep | 0 | 15,750 | 7012009 | 9012019 | ||||||||||||||
6824544G5 | ONEIDA CNTY N Y MUNITAX BND GO | 1,532,874 | 1,541,092 | 1,400,000.00 | 1,527,728.27 | 13,363.73 | (5,145.73 | ) | — | — | 5.387 | 3.5700 | Feb-Aug | 0 | 18,854.5 | 8042009 | 8012020 | ||||||||||||||
68268NAK9 | ONEOK PARTNERS LP SENIOR CORP BND | 1 | 2,663,267.75 | 2,705,493.69 | 2,665,000.00 | 2,663,697.98 | 41,795.71 | 329.62 | — | — | 3.2 | 3.2141 | Mar-Sep | 25,820.89 | 85,280 | 9092013 | 9152018 | ||||||||||||||
68323ABL7 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 2,939,850 | 2,967,030.03 | 3,000,000.00 | 2,942,924.99 | 24,105.04 | 3,074.99 | — | — | 1.65 | 2.0740 | Mar-Sep | 0 | 13,062.5 | 9232014 | 9272019 | ||||||||||||||
683234C63 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 3,987,000 | 4,026,199.96 | 4,000,000.00 | 3,987,527.64 | 38,672.32 | 770.26 | — | — | 2.5 | 2.5510 | Mar-Sep | 0 | 44,722.23 | 9042014 | 9102021 | ||||||||||||||
68323AAQ7 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 5,049,059 | 5,009,466 | 4,900,000.00 | 5,003,255.15 | 6,210.85 | (37,970.54 | ) | — | — | 2.3 | 0.7354 | May-Nov | 6,190.83 | 61,908.33 | 9232014 | 5102016 | |||||||||||||
683235AA3 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 5,051,700 | 5,060,800.15 | 5,000,000.00 | 5,042,845.55 | 17,954.6 | (8,854.45 | ) | — | — | 2 | 1.7619 | Mar-Sep | 0 | 80,000 | 3102014 | 9272018 | |||||||||||||
68389XBA2 | ORACLE CORPORATION SENIOR CORP BND | 2,995,650 | 3,022,184.82 | 3,000,000.00 | 2,995,922.44 | 26,262.38 | 358.63 | — | — | 2.8 | 2.8230 | Jan-Jul | 0 | 53,122.23 | 6302014 | 7082021 | |||||||||||||||
68389XAR6 | ORACLE CORPORATION SENIOR CORP BND | 3,350,000 | 3,373,952.37 | 3,350,000.00 | 3,350,000 | 23,952.37 | — | — | — | 0.8106 | 0.8106 | J-A-J-O | 5,977.96 | 27,609.25 | 7092013 | 1152019 | |||||||||||||||
68389XAN5 | ORACLE CORPORATION SENIOR CORP BND | 7,571,479.3 | 7,532,249.81 | 7,590,000.00 | 7,576,993.78 | (44,743.97 | ) | 8,889.21 | — | — | 1.2 | 1.2360 | Apr-Oct | 29,361.33 | 91,580 | 10182012 | 10152017 | ||||||||||||||
F4113NCA5 | ORANGE SA CORP BND | D | 1,679,109.21 | 1,660,592.5 | 900,000.00 | 1,671,969.7 | (11,377.2 | ) | (7,977.59 | ) | — | (14,088.14 | ) | 8 | 1.6740 | December | 0 | 10,732.24 | 11272014 | 12202017 | |||||||||||
L7256GAD9 | OXEA FINANCE & CY SCA SENIOR SECURED TERM NOTES | F | 2 | 2,325,621.38 | 2,238,192 | 2,331,450.00 | 2,326,888.96 | (88,696.96 | ) | 958.92 | — | — | — | 0.0383 | F-M-A-N | 0 | 98,595.9 | 6062013 | 1152020 | ||||||||||||
69144VAA1 | OXFIN_14-1A ABS _14-1A-A 144A | 1 | 2,750,000 | 2,735,425 | 2,750,000.00 | 2,750,000 | (14,575 | ) | — | — | — | 3.475 | 3.4990 | Monthly | 0 | 9,556.25 | 11202014 | 12152022 | |||||||||||||
70922PAE2 | PA TURNPIKE-E MUNITAX BND REV | 4,500,000 | 4,465,980 | 4,500,000.00 | 4,500,000 | (34,020 | ) | — | — | — | 1.699 | 1.6990 | Jun-Dec | 0 | 22,087 | 9112014 | 12012018 | ||||||||||||||
69371RL20 | PACCAR FINANCIAL CORP SENIOR CORP BND MTN | 2,906,042.4 | 2,910,697.24 | 2,910,000.00 | 2,908,533.14 | 2,164.1 | 1,318.02 | — | — | 0.8 | 0.8460 | Feb-Aug | 9,247.33 | 23,280 | 2052013 | 2082016 | |||||||||||||||
69371RL79 | PACCAR INC CORP BND MTN | 3,850,000 | 3,872,470.76 | 3,850,000.00 | 3,850,000 | 22,470.76 | — | — | — | 0.83535 | 0.8354 | M-J-S-D | 2,340.81 | 32,725.78 | 12032013 | 12062018 | |||||||||||||||
694308GL5 | PACIFIC GAS AND ELECTRIC CO CORP BND | 645,360.2 | 646,054.92 | 580,000.00 | 644,111.3 | 1,943.62 | (1,248.90 | ) | — | — | 5.625 | 1.7160 | May-Nov | 0 | 1,812.5 | 12082014 | 11302017 | ||||||||||||||
BRSQNU464 | PACKERS HOLDINGS LLC SENIOR SECURED TERM LOAN | 1 | 110,940.76 | 111,358.88 | 111,498.25 | 110,940.76 | 418.12 | — | — | — | — | 0.0730 | M-J-S-D | 0 | — | 11252014 | 12022021 | ||||||||||||||
709132AK0 | PENNSYLVANIA ST HIGHER EDL FAC MUNI BND REV | 1 | 868,208 | 854,800 | 800,000.00 | 862,105.31 | (7,305.31 | ) | (6,102.69 | ) | — | — | 5 | 1.8099 | Jan-Jul | 0 | 10,000 | 2282007 | 7012018 | ||||||||||||
70917N5A8 | PENNSYLVANIA ST HIGHER EDL FAC MUNI BND REV | 1 | 1,812,096 | 1,797,347.2 | 1,760,000.00 | 1,794,666.83 | 2,680.37 | (17,429.17 | ) | — | — | 5 | 1.0401 | Jan-Jul | 0 | 22,000 | 6022005 | 7012016 | |||||||||||||
70917N5C4 | PENNSYLVANIA ST HIGHER EDL FAC MUNI BND REV | 1 | 1,990,595.2 | 1,973,697.8 | 1,940,000.00 | 1,973,699.23 | (1.43 | ) | (16,895.97 | ) | — | — | 5 | 1.4998 | Jan-Jul | 0 | 24,250 | 6022005 | 7012018 | ||||||||||||
709193LV6 | PENNSYLVANIA ST INDL DEV AUTH MUNI BND REV | 1 | 286,887.65 | 283,193.05 | 245,000.00 | 284,111.75 | (918.7 | ) | (2,775.90 | ) | — | — | 5.5 | 0.8601 | Jan-Jul | 0 | 3,368.75 | 5082012 | 7012023 | ||||||||||||
709193LW4 | PENNSYLVANIA ST INDL DEV AUTH MUNI BND REV | 1 | 1,953,086.85 | 1,950,963.3 | 1,755,000.00 | 1,940,346.12 | 10,617.18 | (12,740.73 | ) | — | — | 5.5 | 2.3397 | Jan-Jul | 0 | 24,131.25 | 5082012 | 7012023 | |||||||||||||
709599AR5 | PENSKE TRUCK LEASING CO SENIOR CORP BND 144A | 1 | 1,049,044.5 | 1,054,487.45 | 1,050,000.00 | 1,049,044.5 | 5,442.95 | — | — | — | 3.05 | 3.0691 | Jan-Jul | 0 | 1,779.17 | 12082014 | 1092020 | ||||||||||||||
709599AQ7 | PENSKE TRUCK LEASING CO SENIOR CORP BND 144A | 1 | 1,354,620.6 | 1,334,943.99 | 1,355,000.00 | 1,354,658.45 | (19,714.46 | ) | 37.85 | — | — | 2.5 | 2.5060 | Jun-Dec | 0 | 18,254.87 | 6122014 | 6152019 | |||||||||||||
709599AJ3 | PENSKE TRUCK LEASING CO SENIOR CORP BND 144A | 1,539,795 | 1,520,037 | 1,500,000.00 | 1,515,892.8 | 4,144.2 | (10,218.15 | ) | — | — | 2.5 | 1.6059 | Mar-Sep | 62,569.45 | 200,347.22 | 2212013 | 3152016 | ||||||||||||||
71338QAA4 | PEPPERDINE UNIVERSITY SENIOR CORP BND | 1,929,098.4 | 1,962,334.63 | 1,704,000.00 | 1,918,062.22 | 44,272.41 | (11,036.18 | ) | — | — | 5.45 | 2.5299 | Feb-Aug | 0 | 23,217 | 2022012 | 8012019 | ||||||||||||||
713448BJ6 | PEPSICO INC CORP BND | 264,146.85 | 261,759.55 | 215,000.00 | 261,201.18 | 558.37 | (2,945.67 | ) | — | — | 7.9 | 2.0401 | May-Nov | 0 | 4,246.25 | 10212008 | 11012018 | ||||||||||||||
713448BT4 | PEPSICO INC CORP BND | 1,283,537.5 | 1,278,678.75 | 1,250,000.00 | 1,278,264.07 | 414.68 | (5,273.43 | ) | — | — | 2.5 | 0.8200 | May-Nov | 0 | 7,812.5 | 1242012 | 5102016 | ||||||||||||||
713448CE6 | PEPSICO INC SENIOR CORP BND | 1,799,370 | 1,797,358.86 | 1,800,000.00 | 1,799,728.53 | (2,369.67 | ) | 233.85 | — | — | 0.7 | 0.7132 | Feb-Aug | 4,375.00 | 12,600 | 2252013 | 2262016 | ||||||||||||||
713448CF3 | PEPSICO INC SENIOR CORP BND | 6,675,000 | 6,682,676.12 | 6,675,000.00 | 6,675,000 | 7,676.12 | (147.71 | ) | — | — | 0.44435 | 0.4444 | F-M-A-N | 3,092.71 | 31,103.64 | 2252013 | 2262016 | ||||||||||||||
714294AB1 | PERRIGO CO LTD SENIOR CORP BND | F | 699,493.02 | 697,091.53 | 700,000.00 | 699,554.03 | (2,462.5 | ) | 61.01 | — | — | 1.3 | 1.3350 | May-Nov | 0 | 2,224.44 | 10032014 | 11082016 | |||||||||||||
BRSHD5L53 | PETCO ANIMAL SUPPLIES INC SENIOR SECURED TERM NOTES | 2 | 1,810,083.37 | 1,835,726.22 | 1,852,715.62 | 1,823,898.3 | 11,827.92 | 9,941.29 | — | — | — | 0.5313 | M-J-S-D | 0 | 109,912.96 | 8012013 | 11242017 | ||||||||||||||
71647NAB5 | PETROBRAS INT BRASPETRO BV SENIOR CORP BND | F | 4,669,544 | 4,171,648.37 | 4,700,000.00 | 4,677,864.72 | (506,216.35 | ) | 5,092.27 | — | — | 3 | 3.1251 | Jan-Jul | 86,558.33 | 141,000.01 | 5132013 | 1152019 | |||||||||||||
71647NAD1 | PETROBRAS INT BRASPETRO BV SENIOR CORP BND | F | 4,978,710 | 4,764,977.5 | 5,029,000.00 | 4,996,778.67 | (231,801.17 | ) | 18,068.67 | — | — | 1.85185 | 2.3175 | F-M-A-N | 0 | 75,010.11 | 3212014 | 5202016 | |||||||||||||
71645WAT8 | PETROBRAS INTL FINANCE CORP BND | F | 797,304 | 788,799.52 | 800,000.00 | 799,377.88 | (10,578.36 | ) | 558.33 | — | — | 3.875 | 3.9499 | Jan-Jul | 13,261.11 | 31,000 | 1202011 | 1272016 | |||||||||||||
71645WAV3 | PETROBRAS INTL FINANCE CORP BND | F | 1,790,982 | 1,796,457.24 | 1,800,000.00 | 1,799,694.69 | (3,237.45 | ) | 3,088.36 | — | — | 2.875 | 3.0510 | Feb-Aug | 20,843.75 | 51,750 | 2012012 | 2062015 | |||||||||||||
717081DG5 | PFIZER INC SENIOR CORP BND | 1,973,854.5 | 1,958,554.57 | 1,975,000.00 | 1,974,207.55 | (15,652.98 | ) | 221.89 | — | — | 1.5 | 1.5120 | Jun-Dec | 1,316.67 | 29,625 | 5282013 | 6152018 | ||||||||||||||
717081DL4 | PFIZER INC SENIOR CORP BND | 2,495,275 | 2,510,811.63 | 2,500,000.00 | 2,495,843.34 | 14,968.29 | 568.34 | — | — | 2.1 | 2.1401 | May-Nov | 0 | 32,958.34 | 5122014 | 5152019 | |||||||||||||||
717081DP5 | PFIZER INC SENIOR CORP BND | 3,000,000 | 2,997,780.09 | 3,000,000.00 | 3,000,000 | (2,219.91 | ) | — | — | — | 0.3821 | 0.3821 | F-M-A-N | 0 | 8,637.05 | 5122014 | 5152017 | ||||||||||||||
717081DF7 | PFIZER INC SENIOR CORP BND | 5,000,000 | 5,003,600.3 | 5,000,000.00 | 5,000,000 | 3,600.3 | — | — | — | 0.5406 | 0.5406 | M-J-S-D | 1,930.14 | 42,323.65 | 5282013 | 6152018 | |||||||||||||||
69331CAF5 | PG&E CORP SENIOR CORP BND | 1 | 500,605 | 498,889.77 | 500,000.00 | 500,573.92 | (1,684.15 | ) | (15.17 | ) | — | — | 2.4 | 2.3704 | Mar-Sep | 0 | 4,376.67 | 2242014 | 3012019 | ||||||||||||
BRSM7GBC1 | PHARMACEUTICAL RSRCE INC SENIOR SECURED TERM NOTES | 3,419,574.91 | 3,332,967.17 | 3,418,427.87 | 3,419,781.92 | (86,814.75 | ) | 912.57 | — | — | — | (0.0083 | ) | M-J-S-D | 0 | 165,531.93 | 2202014 | 9302019 | |||||||||||||
BRSM2A4U7 | PHARMEDIUM HLTH SENIOR SECURED TERM NOTES | 330,160.34 | 322,971.47 | 331,819.44 | 330,373.53 | (7,402.06 | ) | 304.09 | — | — | — | 0.0709 | M-J-S-D | 0 | 12,012.48 | 1232014 | 1282021 | ||||||||||||||
71722TAF1 | PHEAA_04-1 ABS_04-1-A2 | 2 | 452,730 | 485,600.5 | 500,000.00 | 476,117.97 | 9,482.53 | 2,669.28 | — | — | 1.65 | 2.8396 | Monthly | 457.26 | 6,171.61 | 3092010 | 4252044 | ||||||||||||||
71722TAG9 | PHEAA_04-1 ABS_04-1-A3 | 2 | 1,177,098 | 1,287,382.2 | 1,300,000.00 | 1,225,672.88 | 61,709.32 | 5,832.08 | — | — | 1.634 | 2.6235 | Monthly | 530.19 | 15,658.94 | 3092010 | 4252044 | ||||||||||||||
718172BN8 | PHILIP MORRIS INTERNATIONAL IN SENIOR CORP BND | 3,325,728.7 | 3,313,679.95 | 3,335,000.00 | 3,326,165.52 | (12,485.57 | ) | 436.82 | — | — | 1.25 | 1.3450 | May-Nov | 0 | 5,905.73 | 11032014 | 11092017 | ||||||||||||||
718172AX7 | PHILIP MORRIS INTERNATIONAL IN SENIOR CORP BND | 3,645,000 | 3,645,182.14 | 3,645,000.00 | 3,645,000 | 182.14 | — | — | — | 0.28435 | 0.2844 | F-M-A-N | 1,101.98 | 10,596.39 | 2262013 | 2262015 | |||||||||||||||
718172BF5 | PHILIP MORRIS INTERNATIONAL IN SENIOR CORP BND | 5,605,986.5 | 5,617,059.65 | 5,650,000.00 | 5,615,365.5 | 1,694.15 | 12,185.51 | — | — | 1.875 | 2.0339 | Jan-Jul | 25,201.82 | 154,569.02 | 11042013 | 1152019 | |||||||||||||||
718546AJ3 | PHILLIPS 66 CORP BND | 1,674,798.35 | 1,719,599.79 | 1,675,000.00 | 1,674,912.05 | 44,687.74 | 35.94 | — | — | 2.95 | 2.9523 | May-Nov | 8,235.42 | 49,412.5 | 1242013 | 5012017 | |||||||||||||||
718546AE4 | PHILLIPS 66 SENIOR CORP BND | 124,958.79 | 125,245.01 | 125,000.00 | 124,996.64 | 248.37 | 334.27 | — | — | 1.95 | 1.9656 | Mar-Sep | 20,577.92 | 43,036.77 | 1242013 | 3052015 | |||||||||||||||
71883MDU5 | PHOENIX ARIZ CIVIC IMPT CORP MUNI BND REV | 1 | 1,130,520 | 1,123,330 | 1,000,000.00 | 1,121,964.51 | 1,365.49 | (8,555.49 | ) | — | — | 5 | 1.4159 | Jan-Jul | 0 | 12,500 | 5302008 | 7012024 | |||||||||||||
720175FR4 | PIEDMONT MUN PWR AGY S C ELEC MUNI BND REV | 1,247,100 | 1,239,650 | 1,000,000.00 | 1,237,739.81 | 1,910.19 | (9,360.19 | ) | — | — | 6.25 | 2.0224 | Jan-Jul | 0 | 15,625 | 1302001 | 1012021 | ||||||||||||||
73328WAC5 | PILOT_12-1 ABS 12-1 144A | 2 | 134,048.8 | 134,064.83 | 134,071.13 | 134,065.73 | (0.9 | ) | 98.41 | — | — | 0.54 | 0.5490 | Monthly | 262.50 | 5,607.36 | 10102012 | 12212015 | |||||||||||||
BRSJ0MJU4 | PINACLE FOOD FIN SECURED TERM LOAN | 7,973,197.64 | 7,786,857.34 | 8,004,458.54 | 7,979,021.48 | (192,164.14 | ) | 8,090.54 | — | — | — | 0.0589 | M-J-S-D | 0 | 365,217.82 | 10182013 | 4292020 | ||||||||||||||
BRSJYB2V7 | PINNACLE ENTERTAINMENT INC SENIOR SECURED TERM NOTES | 1,415,160.46 | 1,405,830.39 | 1,422,271.85 | 1,416,517.74 | (10,687.35 | ) | 3,726.18 | — | — | — | 0.0712 | F-M-A-N | 0 | 64,699.83 | 9032013 | 8132020 | ||||||||||||||
72650RBG6 | PLAINS ALL AMERICAN PIPELINE L SENIOR CORP BND | 1 | 2,994,390 | 2,974,303.2 | 3,000,000.00 | 2,994,449.91 | (20,146.71 | ) | 59.91 | — | — | 2.6 | 2.6400 | Jun-Dec | 0 | 4,766.67 | 12022014 | 12152019 | |||||||||||||
69349LAL2 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 1,849,392 | 1,847,114.05 | 1,850,000.00 | 1,849,702.1 | (2,588.05 | ) | 223.17 | — | — | 0.5526 | 0.5607 | J-A-J-O | 4,801.28 | 15,643.4 | 3142014 | 4292016 | |||||||||||||
69353RDY1 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 2,499,525 | 2,493,202.6 | 2,500,000.00 | 2,499,567.31 | (6,364.71 | ) | 42.31 | — | — | 1.5 | 1.5061 | Apr-Oct | 0 | 10,729.16 | 9152014 | 10182017 | |||||||||||||
69353RDZ8 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 2,519,300 | 2,510,388.58 | 2,500,000.00 | 2,518,672.5 | (8,283.92 | ) | (627.50 | ) | — | — | 2.4 | 2.2319 | Apr-Oct | 0 | 10,166.67 | 10272014 | 10182019 | ||||||||||||
69349LAP3 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 2,596,620 | 2,599,185.71 | 2,600,000.00 | 2,597,936.79 | 1,248.92 | 1,110.16 | — | — | 1.15 | 1.1939 | May-Nov | 5,564.72 | 29,900 | 10212013 | 11012016 | ||||||||||||||
69353RCG1 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 3,005,460 | 2,989,336.41 | 3,000,000.00 | 3,004,073.79 | (14,737.38 | ) | (1,386.21 | ) | — | — | 1.125 | 1.0560 | Jan-Jul | 0 | 23,343.75 | 4162014 | 1272017 | ||||||||||||
69349LAJ7 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 3,155,000 | 3,156,984.15 | 3,155,000.00 | 3,155,000 | 1,984.15 | — | — | — | 0.5431 | 0.5431 | J-A-J-O | 5,596.33 | 26,915.1 | 1232013 | 1282016 | |||||||||||||||
69353RCH9 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 3,249,925 | 3,255,447.33 | 3,250,000.00 | 3,250,152.41 | 5,294.92 | 227.41 | — | — | 2.2 | 2.2421 | Jan-Jul | 0 | 36,437.5 | 1232014 | 1282019 | ||||||||||||||
69349LAN8 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 4,695,676 | 4,717,234.86 | 4,700,000.00 | 4,697,558.13 | 19,676.73 | 1,390.97 | — | — | 1.3 | 1.3301 | Apr-Oct | 21,724.45 | 61,099.99 | 8202013 | 10032016 | ||||||||||||||
69349LAH1 | PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 6,438,647.6 | 6,442,666.16 | 6,440,000.00 | 6,439,512.42 | 3,153.74 | 450.52 | — | — | 0.8 | 0.8071 | Jan-Jul | 21,896.00 | 51,520 | 1232013 | 1282016 | ||||||||||||||
73358WGY4 | PORT AUTH NY & NJ MUNI BND REV | 1 | 2,773,939 | 2,782,416 | 2,450,000.00 | 2,764,028.04 | 18,387.96 | (9,910.96 | ) | — | — | 5 | 3.0175 | Apr-Oct | 0 | 30,625 | 1172014 | 10012028 | |||||||||||||
73358WUA0 | PORT AUTH NY & NJ MUNITAX BND REV | 2,000,000 | 1,988,180 | 2,000,000.00 | 2,000,000 | (11,820 | ) | — | — | — | 2.529 | 2.5290 | Apr-Oct | 0 | 9,835 | 10082014 | 10152020 | ||||||||||||||
73674NBG5 | PORTLAND ORE SWR SYS REV MUNITAX BND REV | 509,363.2 | 508,373.4 | 505,000.00 | 508,973.41 | (600.01 | ) | (389.79 | ) | — | — | 2.772 | 2.4396 | Jun-Dec | 0 | 3,499.65 | 6282012 | 6152017 | |||||||||||||
69353UAB7 | PPL WEM HOLDINGS PLC CORP BND 144A | F | 3,397,355 | 3,348,254 | 3,250,000.00 | 3,299,315.16 | 48,938.84 | (35,904.62 | ) | — | — | 3.9 | 2.7311 | May-Nov | 21,125.00 | 126,750 | 3092012 | 5012016 | |||||||||||||
74005PBE3 | PRAXAIR INC SENIOR CORP BND | 3,998,570.51 | 3,998,726 | 4,000,000.00 | 3,999,056.18 | (330.18 | ) | 1,613.09 | — | — | 0.75 | 0.7709 | Feb-Aug | 27,489.58 | 58,472.92 | 9182014 | 2212016 | ||||||||||||||
74041NAB1 | PREFERRED TERM SECURITIES LTD SENIOR COP BND 144A | F | 2,011,890 | 1,994,730 | 3,000,000.00 | 2,021,125.33 | (26,395.33 | ) | 9,235.33 | — | — | 1.1226 | 3.4487 | M-J-S-D | 0 | 8,550.6 | 12092003 | 12242033 | |||||||||||||
74043CAC1 | PREFERRED TERM SECURITIES XXIV PREFTS_24 | F | 2 | 551,820.28 | 550,484.62 | 1,043,651.87 | 550,808.15 | (323.53 | ) | (1,012.13 | ) | — | — | 0.8206 | 7.9138 | M-J-S-D | 0 | 2,169.2 | 12222014 | 3222037 | |||||||||||
74042WAC8 | PREFTS_18 PREFTS_18 | E | 2 | 915,901.67 | 849,164.67 | 1,461,607.40 | 915,901.67 | (66,737 | ) | 3,022.88 | — | — | 1.0021 | 6.3486 | M-J-S-D | 0 | 3,701.1 | 3312012 | 9232035 | ||||||||||||
74042HAC1 | PREFTS_19 PREFTS_19 | 2 | 844,215.99 | 817,061.95 | 1,444,363.44 | 844,215.99 | (27,154.04 | ) | 18,135.09 | — | — | 0.8471 | 6.9575 | M-J-S-D | 0 | 3,167.29 | 3312012 | 12222035 | |||||||||||||
74042CAE8 | PREFTS_1A44 PREFTS_1A44 | F | 2 | 1,707,913.57 | 1,650,946.97 | 2,854,038.25 | 1,711,804.74 | (60,857.77 | ) | 5,967.27 | — | — | 0.8471 | 6.0962 | M-J-S-D | 0 | 6,103.76 | 11022007 | 3222038 | ||||||||||||
74112WAC3 | PRESTIGE AUTO RECEIVABLES TRUS ABS_13-1 A2 144A | 2 | 238,669 | 238,993.98 | 238,693.23 | 238,683.98 | 310 | 35.91 | — | — | 1.09 | 1.0984 | Monthly | 307.51 | 4,714.23 | 4032013 | 2152018 | ||||||||||||||
74041EAC9 | PRETSL_04 PRETSL_04 | F | 2 | 1,276,124.67 | 1,344,237.83 | 2,129,890.56 | 1,273,461.56 | 70,776.27 | (2,663.11 | ) | — | — | 1.2521 | 7.4357 | M-J-S-D | 0 | 6,707.89 | 12232014 | 3232035 | ||||||||||||
74153WBZ1 | PRICOA GLOBAL FUND SECURED CORP BND 144A | 985,230 | 986,673.43 | 1,000,000.00 | 986,233.05 | 440.38 | 1,003.05 | — | — | 1.6 | 2.0200 | May-Nov | 0 | 4,000 | 5212013 | 5292018 | |||||||||||||||
89837LAA3 | PRINCETON UNIVERSITY MUNI BND REV | 1,525,670.4 | 1,499,750.99 | 1,340,000.00 | 1,517,616.94 | (17,865.95 | ) | (8,053.46 | ) | — | — | 4.95 | 1.6422 | Mar-Sep | 0 | 12,713.25 | 10172014 | 3012019 | |||||||||||||
742651DB5 | PRIVATE EXPORT FUNDING CORPORA SECURED AGENCY BND | 1,646,955 | 1,559,850 | 1,500,000.00 | 1,524,012.46 | 35,837.54 | (26,843.42 | ) | — | — | 4.95 | 3.0700 | May-Nov | 9,487.50 | 74,250 | 11272012 | 11152015 | ||||||||||||||
742741AA9 | PROCTER & GAMBLE COMPANY CORP BND | 2 | 780,957.22 | 751,968.2 | 606,960.00 | 761,901.4 | (9,933.2 | ) | (28,495.86 | ) | — | — | 9.36 | 4.4633 | Jan-Jul | 0 | 50,200.38 | 2142014 | 1012021 | ||||||||||||
742718DS5 | PROCTER & GAMBLE COMPANY CORP BND | 1,016,610 | 1,011,120 | 1,000,000.00 | 1,012,852.65 | (1,732.65 | ) | (3,757.35 | ) | — | — | 1.8 | 0.3196 | May-Nov | 0 | 4,500 | 11152010 | 11152015 | |||||||||||||
742718DV8 | PROCTER & GAMBLE COMPANY CORP BND | 2,039,800 | 2,020,646.06 | 2,000,000.00 | 2,024,136.64 | (3,490.58 | ) | (12,564.71 | ) | — | — | 1.45 | 0.6709 | Feb-Aug | 10,626.89 | 24,182.78 | 3052013 | 8152016 | |||||||||||||
742718EG0 | PROCTER & GAMBLE COMPANY SENIOR CORP BND | 499,240 | 498,252.18 | 500,000.00 | 499,263.67 | (1,011.49 | ) | 55.68 | — | — | 1.9 | 1.9321 | May-Nov | 0 | 3,636.39 | 10272014 | 11012019 | ||||||||||||||
742718ED7 | PROCTER & GAMBLE COMPANY SENIOR CORP BND | 2,999,730 | 2,991,356.04 | 3,000,000.00 | 2,999,833.71 | (8,477.67 | ) | 89.43 | — | — | 0.75 | 0.7530 | May-Nov | 3,562.50 | 22,500 | 10302013 | 11042016 | ||||||||||||||
341099CQ0 | PROGRESS ENERGY FLORIDA SECURED CORP BND | 2,668,622.81 | 2,672,148.53 | 2,671,000.00 | 2,670,302.31 | 1,846.22 | (672.61 | ) | — | — | 0.65 | 0.6802 | May-Nov | 3,962.58 | 30,442.75 | 11152012 | 11152015 | ||||||||||||||
743263AL9 | PROGRESS ENERGY INC CORP BND | 550,055 | 524,222.5 | 500,000.00 | 524,021.43 | 201.07 | (22,922.79 | ) | — | — | 5.625 | 0.9621 | Jan-Jul | 12,968.75 | 28,125 | 11062013 | 1152016 | ||||||||||||||
BRSE9C0N4 | PROTECTION ONE, INC. SENIOR SECURED TERM LOAN | 2 | 1,486,498.93 | 1,492,010.99 | 1,499,508.53 | 1,491,542.02 | 468.97 | 2,040.64 | — | — | — | 0.1244 | M-J-S-D | 0 | 65,638.19 | 12132013 | 3212019 | ||||||||||||||
1107098Z8 | PROVINCE OF BRITISH COLUMBIA CORP BND | A | 1,966,310 | 1,939,292 | 1,900,000.00 | 1,933,996.42 | 5,295.58 | (24,398.22 | ) | — | — | 2.1 | 0.7921 | May-Nov | 13,545.00 | 60,316.66 | 8302013 | 5182016 | |||||||||||||
1107098W5 | PROVINCE OF BRITISH COLUMBIA CORP BND | A | 2,360,025 | 2,276,077.5 | 2,250,000.00 | 2,274,875.44 | 1,202.06 | (177,869.07 | ) | — | — | 2.85 | 0.4061 | Jun-Dec | 20,583.34 | 239,874.99 | 6062013 | 6152015 | |||||||||||||
11070TAA6 | PROVINCE OF BRITISH COLUMBIA SENIOR CORP BND | A | 1,007,824 | 1,005,520.02 | 1,000,000.00 | 1,007,396.06 | (1,876.04 | ) | (427.94 | ) | — | — | 1.2 | 0.8765 | Apr-Oct | 0 | 1,600 | 11072014 | 4252017 | ||||||||||||
69362BAZ5 | PSEG POWER LLC SENIOR CORP BND | 1 | 49,925 | 50,580.52 | 50,000.00 | 49,941.49 | 639.03 | 14.45 | — | — | 2.45 | 2.4819 | May-Nov | 180.35 | 1,225 | 11052013 | 11152018 | ||||||||||||||
74456QBE5 | PUBLIC SERVICE ELECTRIC AND GA SECURED CORP BND MTN | 1 | 1,099,692 | 1,118,851.45 | 1,100,000.00 | 1,099,769.94 | 19,081.51 | 169.38 | — | — | 2.3 | 2.3059 | Mar-Sep | 27,159.17 | 72,168.9 | 9092013 | 9152018 | ||||||||||||||
745190WA2 | PUERTO RICO COMWLTH HWY & TRAN MUNI BND REV | 1 | 53,825.5 | 51,211.5 | 50,000.00 | 51,173.12 | 38.38 | (2,340.97 | ) | — | — | 5 | 0.3005 | Jan-Jul | 1,250.00 | 1,250 | 11072013 | 7012045 | |||||||||||||
74529JNP6 | PUERTO RICO SALES TAX FING COR MUNI BND REV | 1 | 985,000 | 952,250 | 1,000,000.00 | 986,410.26 | (34,160.26 | ) | 1,410.26 | — | — | 5 | 5.2193 | Feb-Aug | 0 | 48,333.33 | 1082014 | 8012022 | |||||||||||||
BRSK6KJF2 | QUEBECOR MEDIA INC. SENIOR SECURED TERM NOTES | A | 2,948,937.5 | 2,855,109.38 | 2,962,500.00 | 2,951,506.71 | (96,397.33 | ) | 2,091.17 | — | — | — | 0.0651 | M-J-S-D | 0 | 98,773.58 | 9162013 | 8172020 | |||||||||||||
74834LAU4 | QUEST DIAGNOSTICS INC SENIOR CORP BND | 4,522,815 | 4,522,233.91 | 4,500,000.00 | 4,521,588.07 | 645.84 | (1,226.93 | ) | — | — | 2.7 | 2.5800 | Apr-Oct | 0 | 30,375 | 8262014 | 4012019 | ||||||||||||||
74977RCE2 | RABOBANK NEDERLAND NV CORP BND 144A | F | 899,379 | 904,587.75 | 900,000.00 | 899,974.59 | 4,613.16 | 175.56 | — | — | 3.2 | 3.2150 | Mar-Sep | 15,644.44 | 38,631.12 | 3042010 | 3112015 | ||||||||||||||
N7277KAG6 | RABOBANK NEDERLAND NV CORP BND MTN | D | 1,669,345.87 | 1,528,524.03 | 960,000.00 | 1,630,848.25 | (102,324.22 | ) | (47,621.45 | ) | — | (104,451.82 | ) | 4 | 1.1091 | September | 0 | 66,474.89 | 2202014 | 9102015 | |||||||||||
N7278SAC7 | RABOBANK NEDERLAND NV SENIOR CORP BND | D | 1,584,765.11 | 1,574,952.77 | 960,000.00 | 1,582,852.19 | (7,899.42 | ) | (2,107.75 | ) | — | (12,038.62 | ) | 3.25 | 1.4507 | November | 0 | 3,973.19 | 12032014 | 11012017 | |||||||||||
21688AAA0 | RABOBANK NEDERLAND NV SENIOR CORP BND | 1,988,560 | 2,011,854.24 | 2,000,000.00 | 1,990,663.87 | 21,190.37 | 4,040.55 | — | — | 2.25 | 2.3720 | Jan-Jul | 0 | 83,375 | 1072014 | 1142019 | |||||||||||||||
74977EPY3 | RABOBANK NEDERLAND NV SENIOR CORP BND | F | 2,900,000 | 2,908,671.12 | 2,900,000.00 | 2,900,000 | 8,671.12 | (4,389.83 | ) | — | — | 0.7226 | 0.7226 | M-J-S-D | 4,293.93 | 89,154.67 | 3122013 | 3182016 | |||||||||||||
G7457KAB7 | REED ELSEVIER INVESTMENTS PLC CORP BND | D | 1,905,076.86 | 1,888,824.23 | 1,050,000.00 | 1,898,946.68 | (10,122.45 | ) | (6,720.97 | ) | — | (14,442.73 | ) | 7 | 1.6865 | December | 0 | 9,364.49 | 12032014 | 12112017 | |||||||||||
75887HAL6 | REGT5_14-1A ABS_14-1A A2B2 144A | F | 2 | 3,000,000 | 3,031,750.26 | 3,000,000.00 | 3,000,000 | 31,750.26 | — | — | — | 3.3826 | 3.3643 | J-A-J-O | 0 | 15,785.47 | 10082014 | 10252026 | |||||||||||||
BRSMPYBS7 | RENT-A-CENTER, INC/TX SENIOR SECURED TERM LOAN | 2,604,809.08 | 2,565,540.61 | 2,617,898.58 | 2,606,188.71 | (40,648.1 | ) | 1,478.54 | — | — | — | 0.0711 | M-J-S-D | 0 | 73,170.93 | 3142014 | 3192021 | ||||||||||||||
76111XYJ6 | RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4 2A2 | 2 | 667,677.19 | 642,853.44 | 691,893.46 | 671,989.68 | (29,136.24 | ) | (2,262.26 | ) | — | — | 2.779509 | 3.4226 | Monthly | 2,097.93 | 21,681.35 | 8162007 | 9252035 | ||||||||||||
76117QAC6 | RESIDENTIAL REINSURANCE 2014 L SENIOR CORP BND 144A | F | 500,000 | 500,015 | 500,000.00 | 500,000 | 15 | — | — | — | — | — | Mar-Sep | 0 | — | 11202014 | 12062018 | ||||||||||||||
761713AV8 | REYNOLDS AMERICAN INC SENIOR CORP BND | 399,436 | 399,676 | 400,000.00 | 399,842.75 | (166.75 | ) | 324.92 | — | — | 1.05 | 1.0979 | Apr-Oct | 1,334.38 | 7,252.29 | 10242012 | 10302015 | ||||||||||||||
BRSNJBVT8 | RHP HOTEL PROPERTIES LP SENIOR SECURED TERM LOAN | 492,229.24 | 493,462.9 | 493,462.90 | 492,313.05 | 1,149.85 | 86.90 | — | — | — | 0.0381 | M-J-S-D | 0 | 7,564.9 | 6052014 | 1152021 | |||||||||||||||
BRSR063T1 | RICHELIEU FOODS INC | 124,229.95 | 122,987.65 | 124,229.95 | 124,229.95 | (1,242.3 | ) | — | — | — | — | — | F-M-A-N | 0 | 22,183.92 | ||||||||||||||||
BRSR06452 | RICHELIEU FOODS INC SENIOR SECURED TERM NOTES | 5,028,355.11 | 4,978,071.56 | 5,028,355.11 | 5,028,355.11 | (50,283.55 | ) | — | — | — | — | — | J-A-J-O | 0 | 75,425.33 | 11232014 | 5212019 | ||||||||||||||
76541VKB2 | RICHMOND VA MUNITAX BND GO | 1,500,000 | 1,512,090 | 1,500,000.00 | 1,500,000 | 12,090 | — | — | — | 1.207 | 1.2070 | Jan-Jul | 8,348.42 | 18,105 | 6142012 | 7152016 | |||||||||||||||
76541VKC0 | RICHMOND VA MUNITAX BND GO | 5,000,000 | 5,043,400 | 5,000,000.00 | 5,000,000 | 43,400 | — | — | — | 1.507 | 1.5070 | Jan-Jul | 34,744.73 | 75,350 | 6142012 | 7152017 | |||||||||||||||
767201AJ5 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 1,298,947 | 1,311,427 | 1,300,000.00 | 1,299,817.45 | 11,609.55 | 215.19 | — | — | 1.875 | 1.8921 | May-Nov | 3,994.79 | 24,375 | 10282010 | 11022015 | ||||||||||||||
767201AM8 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 4,651,892.5 | 4,712,000.88 | 4,625,000.00 | 4,639,179.63 | 72,821.25 | (10,180.90 | ) | — | — | 2.5 | 2.6060 | May-Nov | 13,168.40 | 115,625 | 2212013 | 5202016 | |||||||||||||
76720AAJ5 | RIO TINTO FINANCE (USA) PLC CORP BND | F | 2,125,000 | 2,132,713.9 | 2,125,000.00 | 2,125,000 | 7,713.9 | — | — | — | 1.0826 | 1.0826 | M-J-S-D | 959.66 | 23,180.07 | 6142013 | 6172016 | ||||||||||||||
76720AAB2 | RIO TINTO FINANCE (USA) PLC SENIOR CORP BND | F | 1 | 4,019,848 | 4,069,856.57 | 4,025,000.00 | 4,022,647.9 | 47,208.67 | 1,025.42 | — | — | 2 | 2.0270 | Mar-Sep | 22,137.50 | 80,500 | 3192012 | 3222017 | |||||||||||||
769047GX3 | RIVERSIDE CALIF MUNITAX BND REV | 1,103,470 | 1,093,020 | 1,000,000.00 | 1,094,502.06 | (1,482.06 | ) | (8,967.94 | ) | — | — | 5.61 | 1.8474 | Feb-Aug | 0 | 14,025 | 8072009 | 8012017 | |||||||||||||
771196BB7 | ROCHE HOLDINGS INC SENIOR CORP BND 144A | 1 | 2,991,690 | 3,039,471.36 | 3,000,000.00 | 2,991,970.08 | 47,501.28 | 280.08 | — | — | 2.875 | 2.9190 | Mar-Sep | 0 | 22,041.67 | 9222014 | 9292021 | ||||||||||||||
776696AF3 | ROPER IND, INC. SENIOR CORP BND | 1,737,330 | 1,732,519.9 | 1,750,000.00 | 1,738,108.13 | (5,588.23 | ) | 778.13 | — | — | 2.05 | 2.2401 | Apr-Oct | 0 | 8,968.75 | 5302013 | 10012018 | ||||||||||||||
78008TLB8 | ROYAL BANK OF CANADA CORP BND MTN | A | 517,250 | 510,004.39 | 500,000.00 | 510,612.68 | (608.29 | ) | (6,637.32 | ) | — | — | 2.3 | 0.9191 | Jan-Jul | 0 | 11,276.39 | 1032014 | 7202016 | ||||||||||||
78011DAE4 | ROYAL BANK OF CANADA SECURED LOCAL BND | A | 1,199,400 | 1,204,811.92 | 1,200,000.00 | 1,199,685.72 | 5,126.2 | 198.23 | — | — | 1.125 | 1.1420 | Jan-Jul | 6,075.00 | 13,350 | 7162013 | 7222016 | ||||||||||||||
78011DAC8 | ROYAL BANK OF CANADA SECURED LOCAL BND | A | 1,992,400 | 1,987,680.06 | 2,000,000.00 | 1,993,047.49 | (5,367.43 | ) | 647.49 | — | — | 1.2 | 1.3309 | Mar-Sep | 0 | 6,000 | 9122012 | 9192017 | |||||||||||||
BRSNFTGX1 | ROYAL BANK OF CANADA SENIOR CORP BND EMTN | T | 1,749,849.92 | 1,637,888.98 | 1,050,000.00 | 1,750,333.7 | (112,444.72 | ) | 590.20 | — | (116,664.47 | ) | 0.95275 | 1.0028 | M-J-S-D | 0 | 11,535.87 | 5282014 | 6042019 | ||||||||||||
78008SE28 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 3,000,000 | 3,005,189.91 | 3,000,000.00 | 3,000,000 | 5,189.91 | — | — | — | 0.60535 | 0.6054 | M-J-S-D | 5,177.36 | 53,181 | 3052013 | 3082016 | ||||||||||||||
78008SVD5 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 4,094,875 | 4,077,474.27 | 4,100,000.00 | 4,096,841.26 | (19,366.99 | ) | 1,007.34 | — | — | 1.5 | 1.5260 | Jan-Jul | 28,187.50 | 61,500 | 1072013 | 1162018 | |||||||||||||
783186QV4 | RUTGERS UNIVERSITY NEW JERSEY MUNITAX BND REV | 1,152,610.5 | 1,151,069.5 | 1,150,000.00 | 1,152,438.1 | (1,368.6 | ) | (172.40 | ) | — | — | 2.009 | 1.9430 | May-Nov | 0 | 5,775.87 | 6142013 | 5012018 | |||||||||||||
78355HJT7 | RYDER SYSTEM INC. SENIOR CORP BND MTN | 1 | 1,018,640 | 1,012,495.73 | 1,000,000.00 | 1,017,250.48 | (4,754.75 | ) | (1,389.52 | ) | — | — | 2.5 | 1.9205 | Mar-Sep | 0 | 6,180.56 | 8152012 | 3012018 | ||||||||||||
BRSQRAFX3 | SABLE INTERNATIONAL FINANCE LI SENIOR SECURED TERM LOAN | F | 468,160.37 | 471,108.49 | 471,698.11 | 468,160.37 | 2,948.12 | — | — | — | — | 0.4246 | M-J-S-D | 0 | — | 11252014 | 11252016 | ||||||||||||||
78573AAG5 | SABMILLER HOLDINGS INC SENIOR CORP BND 144A | 3,000,000 | 3,009,510.03 | 3,000,000.00 | 3,000,000 | 9,510.03 | — | — | — | 0.92235 | 0.9224 | F-M-A-N | 4,737.16 | 28,121.45 | 8062013 | 8012018 | |||||||||||||||
78573AAB6 | SABMILLER HOLDINGS INC SENIOR CORP BND 144A | 4,164,208 | 4,132,869.4 | 4,050,000.00 | 4,136,246.43 | (3,377.03 | ) | (26,365.08 | ) | — | — | 2.45 | 1.3641 | Jan-Jul | 23,159.30 | 62,475 | 12092013 | 1152017 | |||||||||||||
78572MAF2 | SABMILLER PLC CORP BND 144A | F | 3,491,297.4 | 3,410,734.05 | 2,980,000.00 | 3,436,426.21 | (25,692.16 | ) | (54,871.19 | ) | — | — | 6.5 | 2.0081 | Jan-Jul | 0 | 85,547.22 | 7212014 | 7152018 | ||||||||||||
BRSKM5SR1 | SABRE INC SENIOR SECURED TERM NOTES | 1,801,800 | 1,775,340.57 | 1,801,800.00 | 1,801,800 | (26,459.43 | ) | — | — | — | — | — | M-J-S-D | 0 | 80,085.75 | 10042013 | 2192019 | ||||||||||||||
BRSHCGRY1 | SABRE INC SENIOR SECURED TERM NOTES | 2 | 5,242,372.35 | 5,187,788.47 | 5,268,715.95 | 5,250,479.81 | (62,691.34 | ) | 4,629.56 | — | — | — | 0.0827 | F-M-A-N | 0 | 230,689.17 | 2152013 | 2192019 | |||||||||||||
786134UZ7 | SACRAMENTO SATN MUNITAX BND REV | 2,485,000 | 2,499,263.9 | 2,485,000.00 | 2,485,000 | 14,263.9 | — | — | — | 2.239 | 2.2390 | Jun-Dec | 0 | 6,491.24 | 11062014 | 12012019 | |||||||||||||||
786514BP3 | SAFEWAY INC CORP BND | 1,160,302 | 1,169,385.47 | 1,100,000.00 | 1,155,320.03 | 14,065.44 | (4,981.97 | ) | — | — | 6.35 | 4.3002 | Feb-Aug | 0 | 22,962.5 | 12062012 | 8152017 | ||||||||||||||
796253W99 | SAN ANTONIO TX MUNI BND REV | 1 | 50,813.5 | 50,203 | 50,000.00 | 50,203.38 | (0.38 | ) | (610.12 | ) | — | — | 5 | 0.1555 | Feb-Aug | 0 | 625 | 6302010 | 2012025 | ||||||||||||
796253X23 | SAN ANTONIO TX MUNI BND REV | 1 | 965,456.5 | 953,857 | 950,000.00 | 953,864.13 | (7.13 | ) | (11,592.37 | ) | — | — | 5 | 0.1555 | Feb-Aug | 0 | 11,875 | 6302010 | 2012025 | ||||||||||||
797669UG1 | SAN FRANCISCO CALIF BAY AREA R MUNITAX BND REV | 572,473.8 | 571,972.2 | 570,000.00 | 572,252.52 | (280.32 | ) | (221.28 | ) | — | — | 1.341 | 1.1801 | Jan-Jul | 0 | 1,910.92 | 9212012 | 7012017 | |||||||||||||
797646KB1 | SAN FRANCISCO CALIF CITY & CNT MUNI BND GO | 1 | 1,587,036.5 | 1,567,895.05 | 1,535,000.00 | 1,568,310.97 | (415.92 | ) | (18,725.53 | ) | — | — | 5 | 0.2077 | Jun-Dec | 0 | 19,187.5 | 8122008 | 6152023 | ||||||||||||
79772LDA8 | SAN FRANCISCO CALIF ST BLDG AU MUNI BND REV | 1 | 4,211,080 | 4,168,320 | 4,000,000.00 | 4,165,228.17 | 3,091.83 | (45,851.83 | ) | — | — | 5 | 0.4693 | Jun-Dec | 0 | 50,000 | 1252008 | 12012020 | |||||||||||||
79854RAJ0 | SAN LUIS ARIZ CIVIC IMPT CORP MUNI BND REV | 1 | 874,947.15 | 871,604.1 | 855,000.00 | 868,272.52 | 3,331.58 | (6,674.63 | ) | — | — | 4.1 | 0.9801 | Jan-Jul | 0 | 8,763.75 | 10142005 | 7012017 | |||||||||||||
79854RAK7 | SAN LUIS ARIZ CIVIC IMPT CORP MUNI BND REV | 1 | 923,733.5 | 922,692.75 | 905,000.00 | 917,474.5 | 5,218.25 | (6,259.00 | ) | — | — | 4.125 | 1.3496 | Jan-Jul | 0 | 9,332.82 | 10142005 | 7012018 | |||||||||||||
79854RAL5 | SAN LUIS ARIZ CIVIC IMPT CORP MUNI BND REV | 1 | 1,013,954.75 | 1,014,860.2 | 995,000.00 | 1,007,630.05 | 7,230.15 | (6,324.70 | ) | — | — | 4.2 | 1.6405 | Jan-Jul | 0 | 10,447.5 | 10142005 | 7012019 | |||||||||||||
801060AB0 | SANOFI SENIOR CORP BND | F | 9,323,050.7 | 9,265,917.2 | 9,370,000.00 | 9,336,784.75 | (70,867.55 | ) | 12,288.14 | — | — | 1.25 | 1.3411 | Apr-Oct | 39,417.19 | 171,263.54 | 4032013 | 4102018 | |||||||||||||
802385MG6 | SANTA MONICA CALIF CMNTY COLLE MUNITAX BND GO | 3,421,699.2 | 3,420,701.6 | 3,440,000.00 | 3,422,884.41 | (2,182.81 | ) | 1,185.21 | — | — | 1.864 | 2.0085 | Feb-Aug | 0 | 16,030.4 | 6062013 | 8012018 | ||||||||||||||
BRSM3U3W9 | SBA COMMUNICATIONS CORPORATION SENIOR SECURED TERM NOTES | 5,481,747.07 | 5,398,073.99 | 5,495,397.48 | 5,483,218.12 | (85,144.13 | ) | 1,540.09 | — | — | — | 0.0351 | J-A-J-O | 0 | 131,267.8 | 3312014 | 3242021 | ||||||||||||||
83164JU46 | SBA PRIME FLTR SBA PRIME FLTR | 2 | 1,455,928.8 | 1,524,209.54 | 1,438,323.72 | 1,455,619.8 | 68,589.74 | (666.77 | ) | — | — | 2.35 | 2.1475 | Monthly | 0 | 8,514.02 | 11172009 | 4252031 | |||||||||||||
78403DAG5 | SBA TOWER TRUST SECURED CORP BND 144A | 1 | 4,000,000 | 4,010,480.04 | 4,000,000.00 | 4,000,000 | 10,480.04 | — | — | — | 2.898 | 2.9152 | Monthly | 0 | 24,472 | 10072014 | 10152044 | ||||||||||||||
82735LAA1 | SBY_14-1 ABS_14-1 A 144A | 2 | 1,190,022.89 | 1,171,903.6 | 1,190,022.89 | 1,190,022.89 | (18,119.29 | ) | — | — | — | 1.1654 | 1.1615 | Monthly | 0 | 5,430.94 | 7302014 | 9172031 | |||||||||||||
806854AA3 | SCHLUMBERGER GER INV CORP BND 144A | F | 1,503,915 | 1,522,765.52 | 1,500,000.00 | 1,502,265.21 | 20,500.31 | (1,320.87 | ) | — | — | 1.95 | 1.9869 | Mar-Sep | 8,693.76 | 29,250 | 3222013 | 9142016 | |||||||||||||
80685PAC2 | SCHLUMBERGER NORGE AS CORP BND 144A | F | 698,775 | 709,434.77 | 700,000.00 | 699,570.26 | 9,864.51 | 551.96 | — | — | 1.95 | 1.9869 | Mar-Sep | 9,418.23 | 30,635.31 | 9072011 | 9142016 | ||||||||||||||
80685PAD0 | SCHLUMBERGER NORGE AS SENIOR CORP BND 144A | F | 1,368,739.6 | 1,359,307.12 | 1,370,000.00 | 1,369,339.11 | (10,031.99 | ) | 250.02 | — | — | 1.25 | 1.2690 | Feb-Aug | 7,135.42 | 17,125 | 7242012 | 8012017 | |||||||||||||
80705TAA4 | SCHOL_11-A ABS 11-A A 144A | 2 | 1,589,658.97 | 1,630,988.64 | 1,621,664.12 | 1,593,099.56 | 37,889.08 | 5,592.01 | — | — | 1.1331 | 1.2636 | J-A-J-O | 4,085.94 | 20,541.34 | 3222011 | 10282043 | ||||||||||||||
80705WAA7 | SCHOL_12-B ABS 12-B 144A | 2 | 304,312.68 | 305,577.66 | 305,186.11 | 304,776.74 | 800.92 | 507.18 | — | — | 0.5695 | 0.7047 | Monthly | 15.21 | 2,258.47 | 9192012 | 10282025 | ||||||||||||||
80705XAA5 | SCHOL_13-A ABS 13-A 144A | 2 | 1,649,700.84 | 1,641,404.71 | 1,657,567.65 | 1,650,112.36 | (8,707.65 | ) | 3,923.70 | — | — | 0.8195 | 0.8530 | Monthly | 113.86 | 16,488.42 | 3122013 | 1302045 | |||||||||||||
G79314AG8 | SCOTTISH POWER UK PLC CORP BND | D | 1,525,102.18 | 1,511,271.24 | 850,000.00 | 1,520,502.62 | (9,231.38 | ) | (4,599.56 | ) | — | (9,785.63 | ) | 8.375 | 1.6438 | February | 0 | 5,896.24 | 12102014 | 2202017 | |||||||||||
811065AB7 | SCRIPPS NETWORKS INTERACTIVE I SENIOR CORP BND | 1 | 1,931,172.5 | 1,933,793.38 | 1,930,000.00 | 1,931,190.12 | 2,603.26 | 17.62 | — | — | 2.75 | 2.8271 | May-Nov | 0 | 4,675.76 | 12042014 | 11152019 | ||||||||||||||
811065AA9 | SCRIPPS NETWORKS INTERACTIVE I SENIOR CORP BND | 3,101,760 | 3,076,250.61 | 3,000,000.00 | 3,090,157.22 | (13,906.61 | ) | (11,602.78 | ) | — | — | 2.7 | 1.1398 | Jun-Dec | 0 | 20,250 | 11292011 | 12152016 | |||||||||||||
80281CAD7 | SDART_13-5 ABS 13-5 A2A | 2 | 304,996.49 | 305,170.8 | 305,000.00 | 304,996.74 | 174.06 | 0.21 | — | — | 0.82 | 0.8215 | Monthly | 111.16 | 2,501.04 | 11142013 | 2152018 | ||||||||||||||
80283JAC2 | SDART_13-A ABS 13-A A3 144A | 2 | 3,456,269.77 | 3,461,501.46 | 3,456,524.17 | 3,456,411.58 | 5,089.88 | 106.62 | — | — | 1.02 | 1.0254 | Monthly | 1,586.67 | 35,680.29 | 8152013 | 1162018 | ||||||||||||||
80283XAD9 | SDART_14-3 ABS 14-3 A3 | 2 | 774,991.48 | 772,215.61 | 775,000.00 | 774,991.73 | (2,776.12 | ) | 0.25 | — | — | 0.81 | 0.8114 | Monthly | 0 | 3,365.46 | 6112014 | 7162018 | |||||||||||||
BRSM9G9V0 | SEADRILL OPERATING LP SENIOR SECURED TERM NOTE | F | 1 | 827,592.8 | 657,243.11 | 840,195.73 | 828,367.07 | (171,123.96 | ) | 837.93 | — | — | — | 0.2276 | M-J-S-D | 0 | 13,802.65 | 6182014 | 2212021 | ||||||||||||
BRSJ9AUR5 | SEAWORLD PARKS & ENTERTAINMENT SENIOR SECURED TERM LOAN | 2 | 3,033,705.66 | 2,900,715.43 | 3,050,173.96 | 3,036,530.27 | (135,814.84 | ) | 2,686.95 | — | — | — | 0.0822 | M-J-S-D | 0 | 114,014.13 | 1022014 | 5142020 | |||||||||||||
BRSJ0VL80 | SEMINOLE TRIBE OF FLORIDA SENIOR SECURED TERM NOTES | 2,984,825 | 2,977,362.94 | 2,984,825.00 | 2,984,825 | (7,462.06 | ) | — | — | — | — | — | M-J-S-D | 0 | 93,434.19 | 4122013 | 4292020 | ||||||||||||||
816851AS8 | SEMPRA ENERGY SENIOR CORP BND | 1,019,580 | 1,015,413.67 | 1,000,000.00 | 1,017,610.96 | (2,197.29 | ) | (1,969.04 | ) | — | — | 2.3 | 1.5000 | Apr-Oct | 0 | 5,750 | 3202012 | 4012017 | |||||||||||||
BRSH8YLF4 | SESAC HOLDCO II LLC SENIOR SECURED TERM NOTES | 650,327.28 | 652,098.55 | 655,784.06 | 651,825.75 | 272.8 | 970.47 | — | — | — | 0.1454 | F-M-A-N | 0 | 30,592.27 | 4082014 | 2082019 | |||||||||||||||
8.21686E+86 | SHELBY CNTY TENN | 228,887.1 | 226,184.4 | 195,000.00 | 227,003.8 | (819.4 | ) | (1,883.30 | ) | — | — | 5 | 1.0395 | Apr-Oct | 0 | 2,437.5 | |||||||||||||||
821697YN3 | SHELBY CNTY TENN HEALTH EDL & MUNI BND REV | 1 | 5,647,650 | 5,605,150 | 5,000,000.00 | 5,600,057.78 | 5,092.22 | (47,592.22 | ) | — | — | 5.25 | 1.3600 | Mar-Sep | 0 | 65,625 | 5212008 | 9012021 | |||||||||||||
821686H39 | SHELBY CNTY TENN MUNI BND GO | 1 | 931,232.05 | 923,351.1 | 805,000.00 | 924,266.61 | (915.51 | ) | (6,965.44 | ) | — | — | 5 | 1.3948 | Apr-Oct | 0 | 10,062.5 | 10182011 | 4012020 | ||||||||||||
822582AQ5 | SHELL INTERNATIONAL FINANCE BV CORP BND | F | 6,148,980 | 6,077,220 | 6,000,000.00 | 6,022,027.11 | 55,192.89 | (44,786.18 | ) | — | — | 3.1 | 2.3406 | Jun-Dec | 1,550.00 | 186,000 | 2142012 | 6282015 | |||||||||||||
822582BC5 | SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND | F | 274,000 | 274,095.91 | 274,000.00 | 274,000 | 95.91 | — | — | — | 0.4421 | 0.4421 | F-M-A-N | 161.19 | 1,239.21 | 11122013 | 11152016 | ||||||||||||||
822582AZ5 | SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND | F | 499,380 | 498,261.26 | 500,000.00 | 499,611.5 | (1,350.24 | ) | 204.98 | — | — | 0.9 | 0.9420 | May-Nov | 575.00 | 4,500 | 11122013 | 11152016 | |||||||||||||
822582AR3 | SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND | F | 993,640 | 992,656.86 | 1,000,000.00 | 994,188.83 | (1,531.97 | ) | 548.83 | — | — | 1.125 | 1.3499 | Feb-Aug | 0 | 2,812.5 | 8142012 | 8212017 | |||||||||||||
BRSR1R5H8 | SHELL: ATLAS_14-1 ABS 14-1 | 2 | 4,000,000 | 4,009,197.76 | 4,000,000.00 | 4,000,000 | 9,197.76 | — | — | — | 4.88 | 4.9276 | Monthly | 0 | — | 12182014 | 12152020 | ||||||||||||||
N7993YBH6 | SIEMENS FINANCIERINGSMAATSCHAP CORP BND | D | 1 | 2,027,509.64 | 2,001,563.93 | 1,220,000.00 | 2,022,950.71 | (21,386.78 | ) | (4,971.62 | ) | — | (15,661.5 | ) | 6.125 | 2.7317 | September | 0 | 9,547.95 | 12102014 | 9142066 | ||||||||||
826239EQ4 | SIERRA CALIF JT CMNTY COLLEGE MUNI BND GO | 1 | 1,366,855.5 | 1,379,931 | 1,150,000.00 | 1,361,353.11 | 18,577.89 | (5,502.39 | ) | — | — | 5 | 2.5974 | Feb-Aug | 0 | 14,375 | 9132013 | 8012027 | |||||||||||||
BRSHAG9G2 | SILVER II BORROWER SCA SENOIR SECURED TERM LOAN | R | 1 | 3,310,532.26 | 3,089,140.42 | 3,310,532.26 | 3,310,532.26 | (221,391.84 | ) | — | — | — | — | — | F-M-A-N | 0 | 138,685.47 | 8212013 | 12132019 | ||||||||||||
G8162ZAD4 | SILVERSTONE MASTER ISSUER PLC ABS_09-1 A3 | D | 1 | 833,161.5 | 848,125.71 | 510,000.00 | 833,161.5 | 14,964.21 | — | — | (37,944 | ) | 5.063 | 5.0593 | Apr-Oct | 8,252.97 | 42,542.8 | 10272009 | 1212055 | ||||||||||||
828807CA3 | SIMON PROPERTY GROUP LP CORP BND | 1 | 405,007.68 | 402,149.98 | 308,000.00 | 403,933.84 | (1,783.86 | ) | (1,073.84 | ) | — | — | 10.35 | 2.1730 | Apr-Oct | 0 | 1,416.8 | 12112014 | 4012019 | ||||||||||||
828807CQ8 | SIMON PROPERTY GROUP LP SENIOR CORP BND | 1 | 7,358,478.9 | 7,394,427.1 | 7,369,000.00 | 7,360,693.85 | 33,733.25 | 2,214.95 | — | — | 2.2 | 2.2401 | Feb-Aug | 0 | 145,472.56 | 1132014 | 2012019 | ||||||||||||||
784423AF2 | SLCLT_04-1 ABS 04-1 | 2 | 983,750 | 988,837 | 1,000,000.00 | 988,812.07 | 24.93 | 3,276.10 | — | — | 0.3921 | 0.7127 | F-M-A-N | 523.01 | 3,978.1 | 5202013 | 5152023 | ||||||||||||||
78446XAA3 | SLM STUDENT LOAN TRUST ABS 12-B 144A | 2 | 254,646.72 | 255,443.77 | 254,646.72 | 254,646.72 | 797.05 | — | — | — | 1.2608 | 1.2641 | Monthly | 292.06 | 4,876.1 | 4042012 | 1182022 | ||||||||||||||
78446XAB1 | SLM STUDENT LOAN TRUST ABS_12-B A2 144A | 2 | 999,897.3 | 1,038,892 | 1,000,000.00 | 999,928 | 38,964 | 12.67 | — | — | 3.48 | 3.5066 | Monthly | 1,546.67 | 34,800 | 4042012 | 10152030 | ||||||||||||||
78442GSC1 | SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-A4 | 2 | 128,096.45 | 128,084.53 | 128,298.79 | 128,198.28 | (113.75 | ) | 106.01 | — | — | 0.3141 | 0.3869 | J-A-J-O | 110.56 | 486.66 | 11302012 | 7252019 | |||||||||||||
78446JAA4 | SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2 | 2 | 4,334,811.94 | 4,357,406.31 | 4,343,231.30 | 4,337,534.73 | 19,871.58 | 3,123.81 | — | — | 0.7695 | 0.8051 | Monthly | 1,041.90 | 52,180.58 | 5182011 | 11252027 | ||||||||||||||
78446TAC8 | SLM STUDENT LOAN TRUST SLMA_11 SENIOR ABS_11-C A2B 144A | 2 | 502,508.79 | 499,038 | 465,000.00 | 499,039.13 | (1.13 | ) | (3,469.66 | ) | — | — | 4.54 | 2.5185 | Monthly | 0 | 8,561.69 | 7312014 | 10172044 | ||||||||||||
78447FAB9 | SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E A2A 144A | 2 | 816,500 | 799,168.03 | 800,000.00 | 810,874.92 | (11,706.89 | ) | (3,188.07 | ) | — | — | 2.09 | 1.6708 | Monthly | 743.11 | 16,719.96 | 3192013 | 6152045 | ||||||||||||
78447VAA6 | SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B 144A | 2 | 1,858,246.99 | 1,861,313.12 | 1,858,246.99 | 1,858,246.99 | 3,066.13 | — | — | — | 0.8108 | 0.8122 | Monthly | 916.68 | 17,225.69 | 4252013 | 7152022 | ||||||||||||||
78447CAA8 | SLM_12-D ABS 12-D 144A | 2 | 361,976.83 | 363,468.19 | 361,976.83 | 361,976.83 | 1,491.36 | — | — | — | 1.2108 | 1.2138 | Monthly | 320.62 | 5,799.4 | 7232012 | 6152023 | ||||||||||||||
78448DAA5 | SLMA _14-A SENIOR ABS _14-A-A1 144A | 2 | 1,016,142.54 | 1,011,856.99 | 1,012,464.45 | 1,015,715.84 | (3,858.85 | ) | (905.57 | ) | — | — | 0.7608 | 0.5433 | Monthly | 0 | 3,296.32 | 8052014 | 7152022 | ||||||||||||
78442GHZ2 | SLMA ABS 03-10A A1D 144A | 2 | 100,000 | 100,238.8 | 100,000.00 | 100,000 | 238.8 | 101.13 | — | — | 0.305 | 0.3037 | Monthly | 461.94 | 2,537.07 | 9232011 | 12152016 | ||||||||||||||
78442GJB3 | SLMA ABS 03-10A A1F 144A | 2 | 25,000 | 24,950 | 25,000.00 | 25,000 | (50 | ) | — | — | — | — | — | Monthly | 35.42 | 2,792.97 | 11072011 | 12152016 | |||||||||||||
784442AC9 | SLMA ABS 08_2 A3 | 2 | 1,484,824.22 | 1,506,136.22 | 1,500,000.00 | 1,490,534.32 | 15,601.9 | 2,095.54 | — | — | 0.9841 | 1.1312 | J-A-J-O | 2,800.33 | 14,967.34 | 3272012 | 4252023 | ||||||||||||||
78444YAD7 | SLMA ABS 08-5 A4 | 2 | 2,457,718.75 | 2,460,898.14 | 2,350,000.00 | 2,409,903.35 | 50,994.79 | (12,013.61 | ) | — | — | 1.9341 | 1.3963 | J-A-J-O | 8,604.12 | 46,083.9 | 1112011 | 7252023 | |||||||||||||
78442GQP4 | SLMA ABS_05-8 A3 | 2 | 2,328,754.82 | 2,365,431.82 | 2,371,247.43 | 2,360,796.26 | 4,635.56 | 15,394.03 | — | — | 0.3441 | 0.8159 | J-A-J-O | 2,399.20 | 10,321.74 | 6132011 | 10252024 | ||||||||||||||
78445XAA4 | SLMA_10-1 ABS 10-1A | 2 | 2,850,268.41 | 2,835,702.71 | 2,844,555.05 | 2,849,918.4 | (14,215.69 | ) | (1,998.51 | ) | — | — | 0.5695 | 0.4817 | Monthly | 331.03 | 17,836.87 | 6022014 | 3252025 | ||||||||||||
78446JAB2 | SLMA_11-2 ABS 11-2 | 2 | 6,575,000 | 6,574,997.96 | 6,575,000.00 | 6,575,000 | (2.04 | ) | — | — | — | 1.3695 | 1.3733 | Monthly | 1,495.37 | 90,326.64 | 5182011 | 10252034 | |||||||||||||
78447AAA2 | SLMA_12-3 ABS_12-3 A | 2 | 1,419,867.96 | 1,428,629.26 | 1,419,867.96 | 1,419,867.96 | 8,761.3 | — | — | — | 0.8195 | 0.8209 | Monthly | 218.30 | 12,398.7 | 4242012 | 12262025 | ||||||||||||||
78447EAB2 | SLMA_12-5 ABS 12-5 | 2 | 5,048,844.6 | 5,057,211.87 | 5,057,212.27 | 5,054,266.23 | 2,945.64 | 1,787.11 | — | — | 0.4695 | 0.5152 | Monthly | 410.40 | 24,386.83 | 7102012 | 6252019 | ||||||||||||||
78447GAB7 | SLMA_12-6 ABS 12-6 | 2 | 950,820.03 | 949,786.34 | 950,522.99 | 950,763.68 | (977.34 | ) | (117.04 | ) | — | — | 0.4495 | 0.4221 | Monthly | 0 | 1,954.19 | 7292014 | 9252019 | ||||||||||||
78447KAB8 | SLMA_12-7 ABS 12-7 | 2 | 3,997,370 | 3,998,697.8 | 4,000,000.00 | 3,999,015.93 | (318.13 | ) | 672.74 | — | — | 0.4495 | 0.4691 | Monthly | 296.40 | 17,638.88 | 11022012 | 9252019 | |||||||||||||
78446VAA7 | SLMA_12-A ABS 12-A 144A | 2 | 3,252,105.86 | 3,274,854.87 | 3,249,976.61 | 3,251,637.08 | 23,217.79 | (975.41 | ) | — | — | 1.5608 | 1.5659 | Monthly | 3,039.02 | 60,415.69 | 5132014 | 8152025 | |||||||||||||
78447FAA1 | SLMA_12-E ABS 12-E 144A | 2 | 1,643,811.93 | 1,648,239.93 | 1,643,572.24 | 1,643,732.37 | 4,507.56 | (177.02 | ) | — | — | 0.9108 | 0.9125 | Monthly | 975.92 | 18,473.62 | 11212013 | 10162023 | |||||||||||||
78448AAA1 | SLMA_13-4 ABS 13-4 | 2 | 636,092.57 | 637,708.23 | 636,092.57 | 636,092.57 | 1,615.66 | — | — | — | 0.7195 | 0.7206 | Monthly | 86.77 | 4,903.61 | 8062013 | 6252027 | ||||||||||||||
78448BAA9 | SLMA_13-5 ABS 13-5 A1 | 2 | 212,606.86 | 212,600.49 | 212,606.86 | 212,606.86 | (6.37 | ) | — | — | — | 0.4162 | 0.4165 | Monthly | 41.46 | 1,770.12 | 9112013 | 5252018 | |||||||||||||
78448CAF6 | SLMA_13-6 ABS 13-6 A2 | 2 | 550,000 | 550,021.99 | 550,000.00 | 550,000 | 21.99 | — | — | — | 0.6695 | 0.6704 | Monthly | 61.28 | 4,142.02 | 11062013 | 2252021 | ||||||||||||||
78447RAB3 | SLMA_13-A ABS 13-A 144A | 2 | 459,870.23 | 454,797.41 | 460,000.00 | 459,911.51 | (5,114.1 | ) | 23.57 | — | — | 1.77 | 1.7817 | Monthly | 361.87 | 8,142 | 2272013 | 5172027 | |||||||||||||
78447RAA5 | SLMA_13-A ABS 13-A 144A | 2 | 469,500.69 | 470,572.47 | 470,088.29 | 469,672.51 | 899.96 | 342.49 | — | — | 0.7608 | 0.8282 | Monthly | 212.52 | 4,180.81 | 11212013 | 8152022 | ||||||||||||||
78447RAC1 | SLMA_13-A ABS 13-A 144A | 2 | 2,425,000 | 2,440,835.25 | 2,425,000.00 | 2,425,000 | 15,835.25 | — | — | — | 1.2108 | 1.2138 | Monthly | 1,311.23 | 29,619.51 | 2272013 | 5172027 | ||||||||||||||
78447VAB4 | SLMA_13-B ABS_13-B-A2A | 2 | 804,859.37 | 791,025.2 | 805,000.00 | 804,893.53 | (13,868.33 | ) | 20.34 | — | — | 1.85 | 1.8599 | Monthly | 661.89 | 14,892.6 | 4252013 | 6172030 | |||||||||||||
78447VAC2 | SLMA_13-B ABS_13-B-A2B | 2 | 615,000 | 620,965.51 | 615,000.00 | 615,000 | 5,965.51 | — | — | — | 1.2608 | 1.2641 | Monthly | 346.20 | 7,823.54 | 4252013 | 5152030 | ||||||||||||||
BRSL51FK6 | SNADY CREEK ENERGY ASSOC LP SENIOR SECURED TERM NOTES | 2,322,501.08 | 2,292,740.38 | 2,334,171.93 | 2,324,277.53 | (31,537.15 | ) | 4,460.68 | — | — | — | 0.0715 | F-M-A-N | 0 | 240,978.15 | 12122013 | 11092020 | ||||||||||||||
BRSM2T5A9 | SNL FINANCIAL LC SENIOR SECURED TERM NOTES | 3,811,002.87 | 3,791,598.39 | 3,832,297.39 | 3,815,221.03 | (23,622.64 | ) | 5,292.59 | — | — | — | 0.1155 | M-J-S-D | 0 | 88,809.31 | 1212014 | 10232018 | ||||||||||||||
83367TBH1 | SOCIETE GENERALE SA CAPSEC CORP BND 144A | F | 1 | 3,870,000 | 3,650,000 | 4,000,000.00 | 3,870,577.07 | (220,577.07 | ) | 577.07 | — | — | 6 | 6.2277 | Jan-Jul | 0 | 79,333.34 | 8272014 | 12312049 | ||||||||||||
83703EJY2 | SOUTH CAROLINA JOBS-ECONOMIC D MUNI BND REV | 1 | 993,750 | 995,820 | 1,000,000.00 | 994,522.32 | 1,297.68 | 772.32 | — | — | 5 | 5.3181 | May-Nov | 0 | 12,500 | 1062006 | 11012016 | ||||||||||||||
842400GB3 | SOUTHERN CALIFORNIA EDISON CO. SECURED CORP BND | 4,405,808 | 4,374,504.07 | 4,400,000.00 | 4,404,560.44 | (30,056.37 | ) | (1,269.80 | ) | — | — | 1.125 | 1.0799 | May-Nov | 0 | 39,962.5 | 5062014 | 5012017 | |||||||||||||
842808AF4 | SOUTHERN ELEC SENIOR CORP BND 144A | 3,333,899.45 | 3,315,234.86 | 3,335,000.00 | 3,334,140.59 | (18,905.73 | ) | 220.90 | — | — | 2.2 | 2.2069 | Jun-Dec | 7,948.42 | 73,370 | 11182013 | 12012018 | ||||||||||||||
84650WAD8 | SPAREBNK 1 BOLIG LOCAL BND 144A | F | 5,486,580 | 5,621,824.4 | 5,500,000.00 | 5,493,363.37 | 128,461.03 | 2,553.82 | — | — | 2.3 | 2.3501 | Jun-Dec | 351.38 | 126,500 | 3292012 | 6302017 | ||||||||||||||
84650WAE6 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 5,854,157 | 5,790,083.07 | 5,900,000.00 | 5,867,468.82 | (77,385.75 | ) | 6,323.29 | — | — | 1.75 | 1.8690 | May-Nov | 13,193.06 | 103,250 | 11072012 | 11152019 | |||||||||||||
84650WAB2 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 7,999,374.1 | 7,991,724 | 7,800,000.00 | 7,881,695.09 | 110,028.91 | (57,581.86 | ) | — | — | 2.625 | 1.8621 | May-Nov | 19,337.50 | 204,750 | 12062012 | 5272016 | |||||||||||||
84861CAA3 | SPMF 2014-4A SENIOR CMBS _14-4A A1 | 2 | 3,992,636 | 3,998,706.36 | 4,000,000.00 | 3,992,611.94 | 6,094.42 | (24.06 | ) | — | — | 3.5 | 3.5253 | Monthly | 0 | 13,611.11 | 11212014 | 1202045 | |||||||||||||
78467MAA1 | SRER_11-RS ABS_11-RS A1B1 144A | F | 2 | 2,965,852.5 | 2,952,592.09 | 3,099,834.22 | 2,986,646.38 | (34,054.29 | ) | 23,169.35 | — | — | 0.4072 | 7.1023 | Monthly | 0 | 2,875.26 | 11132014 | 5092046 | ||||||||||||
85571XAL1 | SRTP _14-STAR ABS _14-STAR -B | 2 | 2,000,000 | 2,009,052 | 2,000,000.00 | 2,000,000 | 9,052 | — | — | — | 1.8108 | 1.8176 | Monthly | 0 | 6,023.41 | 11072014 | 11152027 | ||||||||||||||
30250GAA6 | SSGN_10-S1 CMO_10-S1-1A 144A | 2 | 336,603.3 | 336,730.54 | 336,603.30 | 336,603.3 | 127.24 | (0.01 | ) | — | — | 0.7195 | 0.7203 | Monthly | 20.50 | 3,076.86 | 3052010 | 2252048 | |||||||||||||
790849AH6 | ST JUDE MEDICAL INC CORP BND | 3,075,420 | 3,047,073 | 3,000,000.00 | 3,040,761.28 | 6,311.72 | (28,115.09 | ) | — | — | 2.5 | 1.2489 | Jan-Jul | 23,055.56 | 56,250 | 9192013 | 1152016 | ||||||||||||||
86789MAR8 | STA_05-1F STA_05-1F | 2 | 1,601,723.32 | 1,644,185.2 | 1,841,844.60 | 1,605,103.24 | 39,081.96 | (3,876.22 | ) | — | — | 5.75 | 8.9435 | Monthly | 0 | 26,672.57 | 12312008 | 12252035 | |||||||||||||
W86201RD9 | STADSHYPOTEK AB SECURED LOCAL BND | D | 2,045,447.75 | 2,029,023.31 | 1,300,000.00 | 2,045,714.83 | (16,691.52 | ) | 382.40 | — | (18,953.3 | ) | 0.78525 | 0.7971 | F-M-A-N | 2,533.88 | 20,337.11 | 11132013 | 2152016 | ||||||||||||
855030AL6 | STAPLES INC SENIOR CORP BND | 1 | 4,970,658 | 4,902,887.18 | 4,900,000.00 | 4,965,327.01 | (62,439.83 | ) | (5,330.99 | ) | — | — | 2.75 | 2.2799 | Jan-Jul | 0 | 33,687.5 | 2212013 | 1122018 | ||||||||||||
BRSJH5B15 | STAR WEST GENERATION LLC SENIOR SECURED TERM NOTES | 2 | 824,139.9 | 819,591.6 | 827,870.30 | 824,781.31 | (5,189.71 | ) | 2,024.39 | — | — | — | 0.0709 | M-J-S-D | 0 | (845.06 | ) | 12022013 | 3132020 | ||||||||||||
855244AF6 | STARBUCKS CORP SENIOR CORP BND | 1 | 498,600 | 497,199.37 | 500,000.00 | 498,687.6 | (1,488.23 | ) | 87.60 | — | — | 2 | 2.0700 | Jun-Dec | 0 | 2,500 | 12022013 | 12052018 | |||||||||||||
BRSJ08S50 | STARWOOD PROPERTY TRUST INC SECURED TERM LOAN | 3,401,999.74 | 3,341,533.49 | 3,414,082.74 | 3,403,954.47 | (62,420.98 | ) | 2,068.25 | — | — | — | 0.0553 | M-J-S-D | 0 | 113,331.01 | 3192014 | 4172020 | ||||||||||||||
857477AK9 | STATE STREET CORP SENIOR CORP BND | 4,051,931.5 | 4,014,451.42 | 4,075,000.00 | 4,057,280.84 | (42,829.42 | ) | 4,967.75 | — | — | 1.35 | 1.3699 | May-Nov | 5,606.25 | 54,765 | 1062014 | 5152018 | ||||||||||||||
85771PAR3 | STATOILHYDRO ASA SENIOR CORP BND | F | 3,297,594 | 3,287,075.13 | 3,300,000.00 | 3,298,383.28 | (11,308.15 | ) | 1,064.65 | — | — | 1.95 | 1.9800 | May-Nov | 13,780.00 | 84,879.17 | 11052013 | 11082018 | |||||||||||||
85771PAD4 | STATOILHYDRO ASA SENIOR CORP BND | F | 4,124,260 | 4,047,963.56 | 4,000,000.00 | 4,071,775.56 | (23,812 | ) | (30,929.58 | ) | — | — | 1.8 | 0.7928 | May-Nov | 11,400.00 | 96,150 | 4112013 | 11232016 | ||||||||||||
85771PAJ1 | STATOILHYDRO ASA SENIOR CORP BND | F | 10,202,467.5 | 10,021,046.98 | 10,250,000.00 | 10,213,213.87 | (192,166.89 | ) | 8,337.67 | — | — | 1.15 | 1.1950 | May-Nov | 13,224.99 | 113,043.4 | 4292014 | 5152018 | |||||||||||||
BRSMDLA59 | STENA INTERNATIONAL SARL | 1,840,137.48 | 1,644,971.39 | 1,858,724.73 | 1,842,221.87 | (197,250.48 | ) | 2,224.85 | — | — | — | 0.1426 | M-J-S-D | 0 | 59,160.8 | ||||||||||||||||
8628113T1 | STRATFORD REC CO LLC MUNITAX BND GO | 782,955 | 777,922.5 | 750,000.00 | 780,878.65 | (2,956.15 | ) | (2,076.35 | ) | — | — | 2.989 | 1.8094 | Feb-Aug | 0 | 5,604.37 | 10182013 | 8152018 | |||||||||||||
BRSM7GLZ9 | STS OPERATING | 798,547.84 | 790,522.23 | 802,560.64 | 799,024.65 | (8,502.42 | ) | 507.14 | — | — | — | 0.0712 | M-J-S-D | 0 | 26,855.58 | ||||||||||||||||
864425AB9 | SUBURBAN HOSP HEALTHCARE SYS I MUNITAX BND REV | 2 | 258,912.36 | 254,943.36 | 252,000.00 | 257,689.17 | (2,745.81 | ) | (1,223.19 | ) | — | — | 7.705 | 5.5970 | Feb-Aug | 0 | 4,854.15 | 3232005 | 2152016 | ||||||||||||
BRSMQX4D9 | SUNGARD AVAILABILITY SERVICES SENIOR SECURED TERM NOTES | 1 | 1,739,051.54 | 1,559,269.75 | 1,741,228.08 | 1,739,224.85 | (179,955.1 | ) | 184.27 | — | — | — | 0.0268 | M-J-S-D | 0 | 47,612.89 | 7112014 | 3292019 | |||||||||||||
BRSHJ8GU2 | SUNGARD DATA SYSTEMS INC SENIOR SECURED TERM LOAN | 2 | 2,057,452.86 | 2,047,139.81 | 2,062,609.38 | 2,058,761.59 | (11,621.78 | ) | 3,810.18 | — | — | — | 0.0355 | J-A-J-O | 0 | 240,426.96 | 3072013 | 3082020 | |||||||||||||
W91297AA4 | SVENSKA HANDELSBANKEN AB CORP BND | D | 1,604,081.6 | 1,590,237.26 | 960,000.00 | 1,600,428.56 | (10,191.3 | ) | (3,653.04 | ) | — | (10,300.01 | ) | 5.5 | 0.9820 | May | 0 | 4,540.36 | 12102014 | 5262016 | |||||||||||
W94232CA6 | SWEDBANK AB SENIOR CORP BND | F | 4,991,550 | 5,037,578.7 | 5,000,000.00 | 4,992,909.11 | 44,669.59 | 1,359.11 | — | — | 2.375 | 2.4111 | Feb-Aug | 0 | 100,277.78 | 2202014 | 2272019 | ||||||||||||||
87020DAL8 | SWEDEN KINGDOM CORP BND MTN 144A | F | 2,695,518 | 2,714,714.95 | 2,700,000.00 | 2,697,364.37 | 17,350.58 | 1,388.40 | — | — | 1 | 1.0529 | May-Nov | 3,450.00 | 27,000 | 8222013 | 11152016 | ||||||||||||||
87165LAA9 | SYNCT_14-1 SENIOR ABS _14-1-A | 2 | 904,748.95 | 901,696.77 | 905,000.00 | 904,757.96 | (3,061.19 | ) | 9.01 | — | — | 1.61 | 1.6250 | Monthly | 0 | 1,659.42 | 11142014 | 11152020 | |||||||||||||
BRSEM91J4 | SYNIVERSE HLDGS SENIOR SEC TERM NOTES | 2,812,674.91 | 2,766,507.27 | 2,841,085.77 | 2,823,505.86 | (56,998.59 | ) | 4,063.69 | — | — | — | 0.1421 | J-A-J-O | 0 | 117,747.22 | 4202012 | 4232019 | ||||||||||||||
871829AS6 | SYSCO CORP SENIOR CORP BND | 1 | 2,995,920 | 3,015,062.49 | 3,000,000.00 | 2,996,113.32 | 18,949.17 | 193.32 | — | — | 2.35 | 2.3790 | Apr-Oct | 0 | 17,429.17 | 9232014 | 10022019 | ||||||||||||||
871829AT4 | SYSCO CORP SENIOR CORP BND | 1 | 7,045,090 | 7,089,701.36 | 7,000,000.00 | 7,045,095.54 | 44,605.82 | 5.54 | — | — | 3 | 2.8906 | Apr-Oct | 0 | 32,916.67 | 12152014 | 10022021 | ||||||||||||||
874060AB2 | TAKEDA PHARMACEUTICAL CO LTD UNSECURED CORP BND 144A | F | 6,819,922.5 | 6,777,322.99 | 6,750,000.00 | 6,786,412.34 | (9,089.35 | ) | (16,155.10 | ) | — | — | 1.625 | 1.3759 | Mar-Sep | 41,076.39 | 132,888.89 | 3192013 | 3172017 | ||||||||||||
89236PAD5 | TAOT_12-A ABS 12-A | 2 | 749,928.68 | 751,687.49 | 750,000.00 | 749,979.47 | 1,708.02 | 20.21 | — | — | 0.99 | 0.9946 | Monthly | 330.00 | 7,425 | 4112012 | 8152017 | ||||||||||||||
89231NAC7 | TAOT_12-B ABS 12-B | 2 | 1,757,041.06 | 1,757,155.46 | 1,757,208.18 | 1,757,168.37 | (12.91 | ) | 144.39 | — | — | 0.46 | 0.4644 | Monthly | 817.78 | 14,476.68 | 9182012 | 7152016 | |||||||||||||
89236VAC4 | TAOT_13-B ABS 13-B A3 | 2 | 764,963.51 | 766,430.52 | 765,000.00 | 764,980.88 | 1,449.64 | 14.97 | — | — | 0.89 | 0.8935 | Monthly | 302.60 | 6,808.44 | 9112013 | 7172017 | ||||||||||||||
89231MAC9 | TAOT_14-A ABS_14-A A3 | 2 | 3,744,307.92 | 3,735,025.49 | 3,745,000.00 | 3,744,543.45 | (9,517.96 | ) | 235.53 | — | — | 0.67 | 0.6791 | Monthly | 0 | 19,655.02 | 3112014 | 12152017 | |||||||||||||
89231RAD6 | TAOT_14-B SENIOR ABS _14-B-A4 | 2 | 9,998,335 | 9,994,815.8 | 10,000,000.00 | 9,998,583.37 | (3,767.57 | ) | 248.37 | — | — | 1.31 | 1.3185 | Monthly | 0 | 70,230.57 | 6102014 | 9162019 | |||||||||||||
89190AAD2 | TAOT_14-C ABS _14-C-A4 | 2 | 2,499,252.75 | 2,495,411.3 | 2,500,000.00 | 2,499,298.45 | (3,887.15 | ) | 45.70 | — | — | 1.44 | 1.4535 | Monthly | 0 | 7,600 | 10072014 | 4152020 | |||||||||||||
87609FAA6 | TAR HEEL RE LTD UNSEC CORP BND 144A | F | 7,000,000 | 7,385,770 | 7,000,000.00 | 7,000,000 | 385,770 | — | — | — | 8.5325 | 8.6252 | M-J-S-D | 19,963.47 | 603,133.74 | 4022013 | 5092016 | ||||||||||||||
87638TAJ2 | TARRANT CNTY TEX CULTURAL ED F MUNI BND REV | 1 | 1,095,910 | 1,091,210 | 1,000,000.00 | 1,085,802.77 | 5,407.23 | (10,107.23 | ) | — | — | 5 | 0.9084 | Feb-Aug | 0 | 12,500 | 4262007 | 2152018 | |||||||||||||
BRSE99EZ9 | TELESAT CANADA / TELESAT LLC SENIOR SECURED TERM LOAN | A | 2 | 4,828,874.72 | 4,786,540.37 | 4,840,977.16 | 4,832,350.16 | (45,809.79 | ) | 2,638.18 | — | — | — | 0.0415 | M-J-S-D | 0 | 213,775.67 | 3272013 | 3282019 | ||||||||||||
87970UAE6 | TELOS_14-6A ABS _14-6A-B1 144A | F | 2 | 2,405,585 | 2,413,437.08 | 2,500,000.00 | 2,406,644.23 | 6,792.85 | 1,059.23 | — | — | 2.3326 | 2.9893 | J-A-J-O | 0 | 4,697.6 | 10302014 | 1172027 | |||||||||||||
Z91GFLXY5 | TEMSE_1 ABS 1 A | D | 2 | 649,017.8 | 631,955.98 | 404,485.87 | 649,017.8 | (17,061.82 | ) | — | — | (18,323.21 | ) | 1.40475 | 1.4087 | Monthly | 435.87 | 13,586.54 | 11072013 | 11212021 | |||||||||||
BRSPDEXA2 | TEREX CORP | 804,045.46 | 796,653.88 | 806,060.61 | 804,134.12 | (7,480.24 | ) | 93.71 | — | — | — | 0.0358 | M-J-S-D | 0 | 8,641.97 | ||||||||||||||||
BRSQPSFE8 | TERRA-GEN FINANCE CO LLC SENIOR SECURED TERM NOTES | 1 | 710,714.28 | 707,142.85 | 714,285.71 | 710,714.28 | (3,571.43 | ) | — | — | — | — | 0.0728 | M-J-S-D | 0 | — | 11262014 | 12092021 | |||||||||||||
88165FAC6 | TEVA PHARMACEUTICAL FIN CO. BV CORP BND | F | 1,026,840 | 1,018,469.14 | 1,000,000.00 | 1,023,635.75 | (5,166.61 | ) | (3,349.00 | ) | — | — | 2.4 | 1.1099 | May-Nov | 8,500.00 | 28,166.67 | 11072011 | 11102016 | ||||||||||||
88166CAA6 | TEVA PHARMACEUTICAL FINANCE II CORP BND | F | 3,995,040 | 4,038,140.8 | 4,000,000.00 | 3,999,517.88 | 38,622.92 | 1,041.40 | — | — | 3 | 3.0270 | Jun-Dec | 5,333.33 | 120,000 | 6152010 | 6152015 | ||||||||||||||
882117V27 | TEXAS A & M UNIVERSITY MUNITAX BND REV | 1,000,000 | 1,008,930 | 1,000,000.00 | 1,000,000 | 8,930 | — | — | — | 1.239 | 1.2390 | Jan-Jul | 6,195.00 | 12,390 | 6262012 | 7012016 | |||||||||||||||
88224LAC2 | TEXAS CHILDRENS HEALTH PLAN (T MUNITAX BND N/A | 1,500,000 | 1,498,050 | 1,500,000.00 | 1,500,000 | (1,950 | ) | — | — | — | 1.305 | 1.3050 | Apr-Oct | 0 | 815.63 | 12092014 | 10012017 | ||||||||||||||
88224LAE8 | TEXAS CHILDRENS HEALTH PLAN (T MUNITAX BND N/A | 2,000,000 | 2,000,000 | 2,000,000.00 | 2,000,000 | — | — | — | — | 2.075 | 2.0750 | Apr-Oct | 0 | 1,729.16 | 12092014 | 10012019 | |||||||||||||||
882508AR5 | TEXAS INSTRUMENTS INCORPORATED CORP BND | 514,270 | 510,205 | 500,000.00 | 512,045.61 | (1,840.61 | ) | (2,224.39 | ) | — | — | 2.375 | 0.6100 | May-Nov | 0 | 2,968.75 | 5162011 | 5162016 | |||||||||||||
882508AX2 | TEXAS INSTRUMENTS INCORPORATED SENIOR CORP BND | 2,320,396.5 | 2,309,691.8 | 2,325,000.00 | 2,321,621.96 | (11,930.16 | ) | 1,225.46 | — | — | 0.875 | 0.9421 | Mar-Sep | 0 | 16,331.51 | 3052014 | 3122017 | ||||||||||||||
882508AV6 | TEXAS INSTRUMENTS INCORPORATED SENIOR CORP BND | 2,470,300 | 2,443,033.99 | 2,500,000.00 | 2,477,106.95 | (34,072.96 | ) | 4,444.74 | — | — | 1 | 1.1929 | May-Nov | 3,333.33 | 21,250 | 5012013 | 5012018 | ||||||||||||||
882723JE0 | TEXAS ST MUNI BND GO | 1 | 38,880.1 | 38,448.9 | 35,000.00 | 38,486.08 | (37.18 | ) | (394.02 | ) | — | — | 5 | 0.5349 | Apr-Oct | 0 | 437.5 | 6072007 | 4012019 | ||||||||||||
882723JY6 | TEXAS ST MUNI BND GO | 1 | 1,071,169.3 | 1,060,091.1 | 965,000.00 | 1,060,391.27 | (300.17 | ) | (10,778.03 | ) | — | — | 5 | 0.5666 | Apr-Oct | 0 | 12,062.5 | 6072007 | 4012019 | ||||||||||||
882722AY7 | TEXAS ST MUNI BND GO | 2,726,575 | 2,693,100 | 2,500,000.00 | 2,695,543.77 | (2,443.77 | ) | (31,031.23 | ) | — | — | 5.25 | 0.2967 | Feb-Aug | 0 | 32,812.5 | 12042008 | 8012016 | |||||||||||||
882806AT9 | TEXAS TECH UNIV MUNI BND REV | 1 | 2,263,420 | 2,263,220 | 2,000,000.00 | 2,248,785.09 | 14,434.91 | (14,634.91 | ) | — | — | 5 | 1.8515 | Feb-Aug | 0 | 25,000 | 2032009 | 2152024 | |||||||||||||
88283LEJ1 | TEXAS TRANSN COMMN ST HWY FD MUNI BND REV | 1 | 1,105,800 | 1,096,950 | 1,000,000.00 | 1,095,076.7 | 1,873.3 | (10,723.30 | ) | — | — | 5 | 0.7265 | Apr-Oct | 0 | 12,500 | 9262007 | 4012019 | |||||||||||||
63902HAA7 | THE NATURE CONSESRVANCY MUNI BND REV | 3,437,400 | 3,404,580 | 3,000,000.00 | 3,415,821.49 | (11,241.49 | ) | (21,578.51 | ) | — | — | 6.3 | 2.9854 | Jan-Jul | 0 | 47,250 | 6182009 | 7012019 | |||||||||||||
883556AY8 | THERMO FISHER SCIENTIFIC INC CORP BND | 516,180 | 511,675 | 500,000.00 | 513,268.85 | (1,593.85 | ) | (2,911.15 | ) | — | — | 3.2 | 0.9002 | Mar-Sep | 0 | 4,000 | 2142011 | 3012016 | |||||||||||||
883556BA9 | THERMO FISHER SCIENTIFIC INC CORP BND | 1,158,759 | 1,167,510.15 | 1,150,000.00 | 1,158,189.11 | 9,321.04 | (1,091.39 | ) | — | — | 2.25 | 2.2871 | Feb-Aug | 5,525.00 | 17,437.5 | 8092011 | 8152016 | ||||||||||||||
883556BB7 | THERMO FISHER SCIENTIFIC INC SENIOR CORP BND | 5,003,150 | 4,966,389.1 | 5,000,000.00 | 5,002,954.63 | (36,565.53 | ) | (195.37 | ) | — | — | 1.85 | 1.8299 | Jan-Jul | 0 | 23,125 | 8162012 | 1152018 | |||||||||||||
883556BE1 | THERMO FISHER SCIENTIFIC INC SENIOR CORP BND | 6,824,023.1 | 6,774,222.44 | 6,810,000.00 | 6,823,185.62 | (48,963.18 | ) | (718.15 | ) | — | — | 2.4 | 2.4130 | Feb-Aug | 2,933.33 | 34,881.67 | 12162014 | 2012019 | |||||||||||||
87247CAA1 | TICP_14-2A ABS _14-2A-A1A 144A | F | 1 | 3,720,000 | 3,712,919.16 | 3,750,000.00 | 3,720,146.79 | (7,227.63 | ) | 146.79 | — | — | 1.6811 | 1.8334 | J-A-J-O | 0 | 1,752.7 | 12172014 | 7202026 | ||||||||||||
BRSN1NQ83 | TIME INC (USA) SENIOR SECURED TERM LOAN | 2,207,870.68 | 2,210,658.4 | 2,230,172.41 | 2,209,682.3 | 976.1 | 1,923.68 | — | — | — | 0.1441 | M-J-S-D | 0 | 45,230.63 | 4172014 | 4242021 | |||||||||||||||
88732JAS7 | TIME WARNER CABLE INC CORP BND | 1,069,630.2 | 1,062,747.96 | 870,000.00 | 1,067,094.94 | (4,346.98 | ) | (2,535.26 | ) | — | — | 8.25 | 2.5829 | Apr-Oct | 0 | 3,987.5 | 12082014 | 4012019 | |||||||||||||
88732JAL2 | TIME WARNER CABLE INC CORP BND | 1,542,151 | 1,491,774.4 | 1,300,000.00 | 1,509,977.93 | (18,203.53 | ) | (32,173.07 | ) | — | — | 6.75 | 1.9531 | Jan-Jul | 0 | 48,993.75 | 6052014 | 7012018 | |||||||||||||
88732JAX6 | TIME WARNER CABLE INC CORP BND | 1 | 4,156,840 | 4,261,987.32 | 4,000,000.00 | 4,138,618.15 | 123,369.17 | (18,221.85 | ) | — | — | 4.125 | 3.4666 | Feb-Aug | 0 | 143,000 | 2132014 | 2152021 | |||||||||||||
880591ER9 | TN VLY AUTHORITY AGENCY BND | 4,947,000 | 5,104,299.95 | 5,000,000.00 | 4,948,174.03 | 156,125.92 | 1,174.03 | — | — | 2.875 | 2.9990 | Mar-Sep | 0 | 36,736.11 | 9242014 | 9152024 | |||||||||||||||
880591EQ1 | TN VLY AUTHORITY SENIOR AGENCY BND | 2,552,790.6 | 2,585,442.98 | 2,565,000.00 | 2,555,751.48 | 29,691.5 | 4,010.53 | — | — | 1.75 | 1.8491 | Apr-Oct | 22,860.93 | 76,767.74 | 9242013 | 10152018 | |||||||||||||||
891145RB2 | TORONTO-DOMINION BANK/THE CORP BND 144A | A | 5,065,250 | 5,059,700 | 5,000,000.00 | 5,056,746.73 | 2,953.27 | (8,503.27 | ) | — | — | 1.625 | 0.9498 | Mar-Sep | 0 | 20,312.5 | 12212011 | 9142016 | |||||||||||||
891145TN4 | TORONTO-DOMINION BANK/THE SECURED LOCAL BND 144A | A | 5,138,450 | 5,139,167.49 | 5,100,000.00 | 5,135,143.51 | 4,023.98 | (5,220.70 | ) | — | — | 1.5 | 1.5710 | Mar-Sep | 7,200.00 | 43,395.83 | 8132014 | 3132017 | |||||||||||||
89114QAQ1 | TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN | A | 472,724.75 | 472,773.15 | 475,000.00 | 472,779.31 | (6.16 | ) | 1,493.82 | — | — | 1.125 | 1.3290 | May-Nov | 0 | 15,578.12 | 12082014 | 5022017 | |||||||||||||
89114QAG3 | TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN | A | 2,938,030.2 | 2,902,505.77 | 2,940,000.00 | 2,938,674.1 | (36,168.33 | ) | 386.60 | — | — | 1.4 | 1.4139 | Apr-Oct | 6,974.33 | 41,160 | 4232013 | 4302018 | |||||||||||||
89114QAV0 | TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN | A | 3,393,914 | 3,391,276.38 | 3,400,000.00 | 3,394,096 | (2,819.62 | ) | 182.00 | — | — | 2.25 | 2.2881 | May-Nov | 0 | 11,900 | 10302014 | 11052019 | |||||||||||||
89153UAD3 | TOTAL CAPITAL CANADA LTD SENIOR CORP BND | A | 2,502,892 | 2,504,400.08 | 2,500,000.00 | 2,501,667.66 | 2,732.42 | (1,224.34 | ) | — | — | 0.6106 | 0.5469 | J-A-J-O | 2,702.27 | 14,794.31 | 3252014 | 1152016 | |||||||||||||
89153VAA7 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 4,318,693 | 4,343,138.52 | 4,325,000.00 | 4,326,023.73 | 17,114.79 | 2,035.22 | — | — | 1.5 | 1.5911 | Feb-Aug | 18,564.59 | 53,625 | 2142012 | 2172017 | ||||||||||||||
89153VAC3 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 5,739,247.5 | 5,778,181.04 | 5,750,000.00 | 5,744,541.1 | 33,639.94 | 2,133.37 | — | — | 1.55 | 1.5891 | Jun-Dec | 742.71 | 89,125 | 6212012 | 6282017 | ||||||||||||||
89153VAF6 | TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND | F | 199,452 | 199,686.76 | 200,000.00 | 199,702.98 | (16.22 | ) | 181.44 | — | — | 1 | 1.0931 | Feb-Aug | 772.22 | 2,000 | 8052013 | 8122016 | |||||||||||||
89153VAJ8 | TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND | F | 399,120 | 398,011.84 | 400,000.00 | 399,400.35 | (1,388.51 | ) | 280.35 | — | — | 1 | 1.0751 | Jan-Jul | 0 | 3,844.44 | 1082014 | 1102017 | |||||||||||||
89153VAD1 | TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND | F | 2,173,434 | 2,175,505.25 | 2,175,000.00 | 2,174,494.11 | 1,011.14 | 471.20 | — | — | 0.75 | 0.7720 | Jan-Jul | 7,068.75 | 16,312.5 | 9182012 | 1252016 | ||||||||||||||
89153VAK5 | TOTAL CAPITAL INTERNATIONAL SA TOTAL CAPITAL INTERNATIONAL SA | F | 1,998,760 | 2,001,455.54 | 2,000,000.00 | 1,998,854.88 | 2,600.66 | 94.88 | — | — | 2.125 | 2.1399 | Jan-Jul | 0 | 10,625 | 1082014 | 1102019 | ||||||||||||||
89152UAA0 | TOTAL CAPITAL S.A. CORP BND | F | 5,126,400 | 5,094,800 | 5,000,000.00 | 5,094,325.81 | 474.19 | (32,074.19 | ) | — | — | 3.125 | 0.5996 | Apr-Oct | 0 | 39,062.5 | 9252009 | 10022015 | |||||||||||||
89152UAE2 | TOTAL CAPITAL S.A. CORP BND | F | 3,074,370 | 3,052,845 | 3,000,000.00 | 3,061,315.3 | (8,470.3 | ) | (13,054.70 | ) | — | — | 2.3 | 0.5902 | Mar-Sep | 0 | 17,250 | 9082010 | 3152016 | ||||||||||||
F9208ZKB2 | TOTAL CAPITAL S.A. CORP BND MTN | D | 1,654,432.94 | 1,643,299.7 | 970,000.00 | 1,652,040.86 | (8,741.16 | ) | (2,392.08 | ) | — | (10,632.18 | ) | 4.25 | 1.2673 | December | 0 | 3,545.01 | 12102014 | 12082017 | |||||||||||
89152UAG7 | TOTAL CAPITAL S.A. SENIOR CORP BND | F | 5,998,320 | 6,039,290.34 | 6,000,000.00 | 5,998,765.89 | 40,524.45 | 324.82 | — | — | 2.125 | 2.1310 | Feb-Aug | 49,229.17 | 127,500 | 8052013 | 8102018 | ||||||||||||||
BRSM7GUN6 | TOWER AUTOMOTIVE HOLDINGS USA SENIOR SECURED TERM NOTES | 500,781.32 | 492,653.98 | 500,156.32 | 500,734.75 | (8,080.77 | ) | (46.57 | ) | — | — | — | (0.0215 | ) | M-J-S-D | 0 | 7,689.54 | 7092014 | 4232020 | ||||||||||||
89236RAC3 | TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A3 | 2 | 3,627,319.97 | 3,627,886.39 | 3,627,347.89 | 3,627,320.94 | 565.45 | 3.58 | — | — | 0.55 | 0.5507 | Monthly | 949.67 | 21,304.58 | 4092013 | 1172017 | ||||||||||||||
89236RAD1 | TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A4 | 2 | 764,782.82 | 763,010.87 | 765,000.00 | 764,893.76 | (1,882.89 | ) | 65.24 | — | — | 0.69 | 0.6997 | Monthly | 234.60 | 5,278.56 | 4092013 | 11152018 | |||||||||||||
89236TBD6 | TOYOTA MOTOR CREDIT CORP CORP BND | 1 | 2,991,000 | 2,981,658.12 | 3,000,000.00 | 2,992,960.09 | (11,301.97 | ) | 1,960.09 | — | — | 0.75 | 0.8592 | M-J-S-D | 0 | 29,057.29 | 7232014 | 3052017 | |||||||||||||
89233P5E2 | TOYOTA MOTOR CREDIT CORP CORP BND MTN | 4,636,515 | 4,578,339.74 | 4,500,000.00 | 4,583,257.5 | (4,917.76 | ) | (30,536.65 | ) | — | — | 2 | 0.8630 | Mar-Sep | 35,333.33 | 109,972.22 | 4052013 | 9152016 | |||||||||||||
89236TAL9 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 4,997,950 | 4,998,077 | 5,000,000.00 | 4,999,053.87 | (976.87 | ) | 681.24 | — | — | 0.8 | 0.8139 | May-Nov | 4,888.90 | 40,000 | 5142013 | 5172016 | ||||||||||||||
89236TBP9 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 4,989,750 | 4,999,765 | 5,000,000.00 | 4,990,320.4 | 9,444.6 | 570.40 | — | — | 2.125 | 2.1699 | Jan-Jul | 0 | 26,562.5 | 7152014 | 7182019 | |||||||||||||||
89236TBH7 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN | 1,499,205 | 1,494,946.86 | 1,500,000.00 | 1,499,369.01 | (4,422.15 | ) | 164.01 | — | — | 1.125 | 1.1430 | May-Nov | 0 | 10,546.88 | 5132014 | 5162017 | ||||||||||||||
89236TBB0 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN | 5,495,325 | 5,522,100.82 | 5,500,000.00 | 5,496,181.86 | 25,918.96 | 856.86 | — | — | 2.1 | 2.1180 | Jan-Jul | 0 | 110,366.67 | 1142014 | 1172019 | |||||||||||||||
89233P6D3 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN | 5,883,808 | 5,862,705.13 | 5,800,000.00 | 5,873,017.81 | (10,312.68 | ) | (19,248.62 | ) | — | — | 1.75 | 1.1119 | May-Nov | 4,739.58 | 67,049.32 | 2052014 | 5222017 | |||||||||||||
BRSJ5FFE4 | TPF GENERATION HOLDINGS LLC SENIOR SECURED TERM LOAN | 1 | 490,037.5 | 448,175 | 492,500.00 | 490,891.73 | (42,716.73 | ) | 557.67 | — | — | — | 0.1078 | J-A-J-O | 0 | 23,898.76 | 5062013 | 12312017 | |||||||||||||
89267XAF5 | TRADEWYND RE LTD CORP BND 144A | F | 500,000 | 499,900 | 500,000.00 | 500,000 | (100 | ) | — | — | — | 0.750011 | 0.7507 | J-A-J-O | 0 | 145.84 | 12052014 | 1082018 | |||||||||||||
89267XAG3 | TRADEWYND RE LTD CORP BND 144A | F | 500,000 | 501,325 | 500,000.00 | 500,000 | 1,325 | — | — | — | 0.770279 | 0.7710 | J-A-J-O | 0 | 149.78 | 12052014 | 1082016 | ||||||||||||||
89267XAH1 | TRADEWYND RE LTD CORP BND 144A | F | 19,250,000 | 19,261,550 | 19,250,000.00 | 19,250,000 | 11,550 | — | — | — | 0.775349 | 0.7761 | J-A-J-O | 0 | 5,804.35 | 12052014 | 1082018 | ||||||||||||||
89289YAB6 | TRAMLINE RE II LTD CORP BND 144A | F | 1,000,000 | 1,006,490 | 1,000,000.00 | 1,000,000 | 6,490 | — | — | — | 9.775349 | 9.7753 | J-A-J-O | 0 | 2,715.37 | 12042014 | 1042019 | ||||||||||||||
893526DL4 | TRANSCANADA PIPELINES LIMITED SENIOR CORP BND | A | 1,394,806 | 1,400,378 | 1,400,000.00 | 1,399,709.45 | 668.55 | 3,373.11 | — | — | 0.875 | 1.0008 | Mar-Sep | 8,460.16 | 23,703.4 | 2282012 | 3022015 | ||||||||||||||
BRSNBE338 | TRANSDIGM INC SENIOR SECURED TERM LOAN | 1 | 3,968,731.21 | 3,930,978.6 | 3,987,481.21 | 3,968,802.65 | (37,824.05 | ) | 71.44 | — | — | — | 0.0720 | M-J-S-D | 0 | 27,973.55 | 11142014 | 6042021 | |||||||||||||
893830BB4 | TRANSOCEAN INC CORP BND | F | 3,723,969.59 | 3,134,790 | 3,426,000.00 | 3,710,367.67 | (575,577.67 | ) | (40,657.41 | ) | — | — | 6.375 | 4.9494 | Jun-Dec | 14,095.83 | 249,814.83 | 9172014 | 12152021 | ||||||||||||
BRSMMP9T0 | TRANSUNION LLC SENIOR SECURED TERM LOAN | 1 | 2,419,218.74 | 2,397,997.53 | 2,425,281.95 | 2,419,808.38 | (21,810.85 | ) | 635.45 | — | — | — | 0.0355 | M-J-S-D | 0 | 66,604.63 | 3212014 | 4092021 | |||||||||||||
BRSL5JDW3 | TRIBUNE COMPANY SENIOR SECURED TERM NOTES | 9,460,229.59 | 9,368,377.64 | 9,483,939.44 | 9,463,495.74 | (95,118.1 | ) | 5,268.80 | — | — | — | 0.0355 | M-J-S-D | 0 | 385,107.44 | 11212013 | 12272020 | ||||||||||||||
BRSEQLBQ6 | TRICORBRAUN INC SENIOR SECURED TERM LOAN | 2,422,493.34 | 2,403,210.78 | 2,434,666.67 | 2,427,854.6 | (24,643.82 | ) | 2,037.67 | — | — | — | 0.0828 | M-J-S-D | 0 | 100,902.48 | 4302012 | 5032018 | ||||||||||||||
872882AC9 | TSMC GLOBAL LTD SENIOR CORP BND 144A | F | 5,711,170.95 | 5,604,643.35 | 5,715,000.00 | 5,712,474.03 | (107,830.68 | ) | 750.12 | — | — | 1.625 | 1.6390 | Apr-Oct | 22,701.25 | 92,868.76 | 3272013 | 4032018 | |||||||||||||
898711Q33 | TUCSON ARIZ CTFS PARTN MUNITAX BND GO | 506,550 | 505,230 | 500,000.00 | 505,965.81 | (735.81 | ) | (584.19 | ) | — | — | 2.139 | 1.6499 | Jan-Jul | 0 | 2,673.75 | 3222012 | 7012017 | |||||||||||||
8987968N0 | TUCSON ARIZ CTFS PARTN MUNITAX BND REV | 2,350,846 | 2,326,171 | 2,350,000.00 | 2,350,805.34 | (24,634.34 | ) | (40.66 | ) | — | — | 1.48 | 1.4699 | Jan-Jul | 0 | 8,695 | 5222013 | 7012018 | |||||||||||||
BRSG6Z2D1 | TURBF_12-3 SENIOR ABS 12-3 | D | 2 | 73,070.55 | 71,716.85 | 45,982.35 | 73,070.55 | (1,353.7 | ) | (0.02 | ) | — | (1,372.57 | ) | 1.10381 | 1.1062 | Monthly | 205.53 | 3,393.56 | 11132012 | 11202019 | ||||||||||
BRSL4ZHF1 | TURBF_13-4 SENIOR ABS 13-4 A | D | 2 | 1,031,320.02 | 1,006,238.71 | 644,796.66 | 1,031,320.02 | (25,081.31 | ) | (288.98 | ) | — | (25,920.83 | ) | 1.08538 | 1.0878 | Monthly | 567.94 | 17,280.94 | 11082013 | 1202021 | ||||||||||
BRSPQCUZ0 | TURBF_5 ABS 5 A | D | 2 | 1,427,140 | 1,372,455.59 | 880,000.00 | 1,427,140 | (54,684.41 | ) | — | — | (55,000 | ) | 0.97381 | 0.9758 | Monthly | 0 | 4,610 | 9162014 | 8202021 | |||||||||||
902133AQ0 | TYCO ELECTRONICS GROUP SA SENIOR CORP BND | F | 1 | 1,634,149.8 | 1,627,515.69 | 1,635,000.00 | 1,634,217.62 | (6,701.93 | ) | 67.82 | — | — | 2.35 | 2.3611 | Feb-Aug | 0 | 16,116.11 | 7282014 | 8012019 | ||||||||||||
902494AW3 | TYSON FOODS INC SENIOR CORP BND | 1 | 1,998,680 | 2,015,699.92 | 2,000,000.00 | 1,998,781.93 | 16,917.99 | 101.93 | — | — | 2.65 | 2.6641 | Feb-Aug | 0 | 21,052.78 | 8052014 | 8152019 | ||||||||||||||
BRSPC8H22 | UAL_12-2A SENIOR SECURED TERM LOAN | 1 | 3,375,000 | 3,387,784.09 | 3,409,090.91 | 3,376,215.46 | 11,568.63 | 1,215.46 | — | — | — | 0.1425 | M-J-S-D | 0 | 26,278.41 | 8062014 | 9152021 | ||||||||||||||
90261XHC9 | UBS AG (STAMFORD BRANCH) SENIOR CORP BND MTN | 3,887,442 | 3,875,641.38 | 3,900,000.00 | 3,889,007.1 | (13,365.72 | ) | 2,826.35 | — | — | 1.375 | 1.4851 | Feb-Aug | 0 | 36,830.9 | 8112014 | 8142017 | ||||||||||||||
G918UHAA3 | UBS AG JERSEY BRANCH CORP BND EMTN | D | 1 | 822,265.02 | 819,885.61 | 450,000.00 | 820,810.87 | (925.26 | ) | (1,572.65 | ) | — | (5,646.17 | ) | 6.375 | 2.7631 | November | 0 | 3,202.89 | 12042014 | 11192024 | ||||||||||
G916E2AB6 | UBS AG, LONDON BRANCH CORP BND EMTN | D | 2,009,790.42 | 1,988,508.56 | 1,180,000.00 | 2,002,736.49 | (14,227.93 | ) | (7,760.21 | ) | — | (15,232.12 | ) | 6.375 | 1.1107 | July | 0 | 9,618.49 | 12032014 | 7202016 | |||||||||||
90349CAB0 | UBS AG, LONDON BRANCH SENIOR CORP BND 144A | F | 1,994,860 | 1,997,960.06 | 2,000,000.00 | 1,997,879.48 | 80.58 | 1,713.25 | — | — | 0.75 | 0.8371 | Mar-Sep | 4,041.67 | 15,000 | 3212013 | 3242016 | ||||||||||||||
90264AAA7 | UBS PD FD TST IV CORP BND | 1 | 5,206,250 | 5,162,550.35 | 5,000,000.00 | 5,206,250 | (43,699.65 | ) | — | — | — | 6.243 | 5.9957 | May-Nov | 0 | 40,752.91 | 11102014 | 1019999 | |||||||||||||
90270YBD0 | UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2 | 2 | 1,368,685.5 | 1,365,644.88 | 1,355,000.00 | 1,368,002.44 | (2,357.56 | ) | (683.06 | ) | — | — | 2.1365 | 1.9330 | Monthly | 0 | 7,639.45 | 9232014 | 3102046 | ||||||||||||
904764AL1 | UNILEVER CAPITAL CORP SENIOR CORP BND | 523,330 | 511,418 | 500,000.00 | 511,566.96 | (148.96 | ) | (23,666.94 | ) | — | — | 2.75 | 0.6522 | Feb-Aug | 14,002.09 | 32,633.33 | 11062013 | 2102016 | |||||||||||||
904764AQ0 | UNILEVER CAPITAL CORP SENIOR CORP BND | 2,616,071.25 | 2,648,452.21 | 2,625,000.00 | 2,619,797.58 | 28,654.63 | 9,143.11 | — | — | 2.2 | 2.4240 | Mar-Sep | 48,315.97 | 113,529.17 | 9112013 | 3062019 | |||||||||||||||
904764AP2 | UNILEVER CAPITAL CORP SENIOR CORP BND | 5,065,740 | 5,062,912.06 | 5,125,000.00 | 5,085,296.21 | (22,384.15 | ) | 22,742.85 | — | — | 0.85 | 1.0940 | Feb-Aug | 31,310.69 | 63,627.81 | 7302012 | 8022017 | ||||||||||||||
BRSMNJ591 | UNILEVER PLC SENIOR CORP BND EMTN | D | 629,791.5 | 607,621.4 | 380,000.00 | 630,091.06 | (22,469.66 | ) | 373.55 | — | (39,220.82 | ) | 2 | 2.0630 | December | 0 | 12,116.23 | 3192014 | 12192018 | ||||||||||||
907818DA3 | UNION PACIFIC CORPORATION CORP BND | 1,999,631.7 | 1,987,162.47 | 1,749,000.00 | 1,983,834.11 | 3,328.36 | (15,797.59 | ) | — | — | 5.7 | 1.8501 | Feb-Aug | 0 | 24,923.25 | 12052012 | 8152018 | ||||||||||||||
G9T44MEB4 | UNITED KINGDOM GILT GOVT BND | D | 5,144,272.79 | 4,969,604.18 | 3,160,000.00 | 5,146,311.69 | (176,707.51 | ) | 40,651.31 | — | (232,705.66 | ) | 1 | 1.1072 | Mar-Sep | 10,448.13 | 110,514.7 | 10242014 | 9072017 | ||||||||||||
G92451GE0 | UNITED KINGDOM GILT GOVT BND | D | 13,203,783.91 | 12,912,012.81 | 8,075,000.00 | 13,186,797.54 | (274,784.73 | ) | (55,804.78 | ) | — | (325,140.1 | ) | 1.75 | 0.6968 | Jan-Jul | 128,126.96 | 132,557.89 | 12152014 | 1222017 | |||||||||||
G92450YY8 | UNITED KINGDOM GILT GOVT BND | D | 19,015,291.88 | 18,900,954.07 | 11,440,000.00 | 18,972,896.45 | (71,942.38 | ) | (824,323.83 | ) | — | (93,046.23 | ) | 4 | 0.5026 | Mar-Sep | 759,668.82 | 1,055,914.87 | 12152014 | 9072016 | |||||||||||
912828TB6 | UNITED STATES TREASURY GOVT BND | 905,440.52 | 896,481 | 900,000.00 | 902,758.38 | (6,277.38 | ) | 60.94 | — | — | 0.75 | 0.6259 | Jun-Dec | 134.67 | 29,959.64 | 7132012 | 6302017 | ||||||||||||||
912828A34 | UNITED STATES TREASURY GOVT BND | 986,480 | 992,659.99 | 1,000,000.00 | 987,286.84 | 5,373.15 | 806.84 | — | — | 1.25 | 1.5865 | May-Nov | 0 | 3,148.08 | 12052013 | 11302018 | |||||||||||||||
912828SD3 | UNITED STATES TREASURY GOVT BND | 1,479,731.59 | 1,485,585.02 | 1,500,000.00 | 1,483,155.48 | 2,429.54 | 10,600.70 | — | — | 1.25 | 1.5349 | Jan-Jul | 15,692.93 | 45,889.2 | 2202014 | 1312019 | |||||||||||||||
912828TD2 | UNITED STATES TREASURY GOVT BND | 1,997,194.2 | 2,001,280 | 2,000,000.00 | 1,999,354.63 | 1,925.37 | 9,027.65 | — | — | 0.25 | 0.3101 | Jan-Jul | 18,478.26 | 30,240.15 | 3112013 | 7152015 | |||||||||||||||
912828TG5 | UNITED STATES TREASURY GOVT BND | 2,184,108.93 | 2,174,568.04 | 2,200,000.00 | 2,191,731.64 | (17,163.6 | ) | 16,430.90 | — | — | 0.5 | 0.6470 | Jan-Jul | 15,065.22 | 27,149.19 | 7302012 | 7312017 | ||||||||||||||
912828SC5 | UNITED STATES TREASURY GOVT BND | 2,405,806.47 | 2,407,224.07 | 2,400,000.00 | 2,403,261.55 | 3,962.52 | (5,567.94 | ) | — | — | 0.875 | 0.8346 | Jan-Jul | 68,107.33 | 100,396.74 | 11222013 | 1312017 | ||||||||||||||
912828UU2 | UNITED STATES TREASURY GOVT BND | 2,555,361.39 | 2,559,985.98 | 2,600,000.00 | 2,558,711.95 | 1,274.03 | 4,960.81 | — | — | 0.75 | 1.2510 | Mar-Sep | 0 | 7,834.46 | 12302014 | 3312018 | |||||||||||||||
912828SJ0 | UNITED STATES TREASURY GOVT BND | 3,003,642.86 | 3,007,500.24 | 3,000,000.00 | 3,002,317.19 | 5,183.05 | (1,057.28 | ) | — | — | 0.875 | 0.8388 | Feb-Aug | 8,919.20 | 26,250 | 9272013 | 2282017 | ||||||||||||||
912828TC4 | UNITED STATES TREASURY GOVT BND | 2,896,890 | 2,927,219.91 | 3,000,000.00 | 2,902,179.44 | 25,040.47 | 5,861.92 | — | — | 1 | 1.7572 | Jun-Dec | 0 | 8,274.83 | 5062014 | 6302019 | |||||||||||||||
912828UB4 | UNITED STATES TREASURY GOVT BND | 2,875,320 | 2,909,880.05 | 3,000,000.00 | 2,881,212.27 | 28,667.78 | 5,892.27 | — | — | 1 | 1.8470 | May-Nov | 0 | 7,555.39 | 5062014 | 11302019 | |||||||||||||||
912828VW7 | UNITED STATES TREASURY GOVT BND | 3,022,265.4 | 3,014,880.06 | 3,000,000.00 | 3,012,903.54 | 1,976.52 | (7,519.91 | ) | — | — | 0.875 | 0.6205 | Mar-Sep | 7,831.49 | 26,250 | 11222013 | 9152016 | ||||||||||||||
912828WB2 | UNITED STATES TREASURY GOVT BND | 3,543,091.17 | 3,546,354.6 | 3,546,000.00 | 3,544,781.05 | 1,573.55 | 2,840.39 | — | — | 0.25 | 0.2916 | Apr-Oct | 5,585.99 | 14,468.59 | 11222013 | 10312015 | |||||||||||||||
912828TH3 | UNITED STATES TREASURY GOVT BND | 3,747,053.43 | 3,778,865.89 | 3,900,000.00 | 3,754,283.41 | 24,582.48 | 7,229.98 | — | — | 0.875 | 1.7267 | Jan-Jul | 0 | 8,067.59 | 10032014 | 7312019 | |||||||||||||||
912828RP7 | UNITED STATES TREASURY GOVT BND | 4,029,080 | 4,051,239.92 | 4,000,000.00 | 4,027,329.49 | 23,910.43 | (1,750.51 | ) | — | — | 1.75 | 1.5654 | Apr-Oct | 0 | 17,695.46 | 4022013 | 10312018 | ||||||||||||||
912828VG2 | UNITED STATES TREASURY GOVT BND | 4,492,291.53 | 4,492,649.01 | 4,490,000.00 | 4,491,759.96 | 889.05 | (6,816.74 | ) | — | — | 0.5 | 0.4728 | Jun-Dec | 0 | 134,255.71 | 9022014 | 6152016 | ||||||||||||||
912828SE1 | UNITED STATES TREASURY GOVT BND | 4,977,946.44 | 5,000,850 | 5,000,000.00 | 4,999,096.6 | 1,753.4 | 36,564.94 | — | — | 0.25 | 0.3980 | Feb-Aug | 47,970.10 | 64,184.72 | 2222012 | 2152015 | |||||||||||||||
912828WD8 | UNITED STATES TREASURY GOVT BND | 5,059,177.24 | 5,067,105.15 | 5,100,000.00 | 5,068,288.82 | (1,183.67 | ) | 10,760.11 | — | — | 1.25 | 1.4174 | Apr-Oct | 23,271.41 | 113,207.9 | 11082013 | 10312018 | ||||||||||||||
912828TM2 | UNITED STATES TREASURY GOVT BND | 5,623,835.51 | 5,644,139.83 | 5,700,000.00 | 5,645,514.42 | (1,374.59 | ) | 33,789.77 | — | — | 0.625 | 0.7006 | Feb-Aug | 18,475.48 | 53,152.43 | 12272013 | 8312017 | ||||||||||||||
912828QF0 | UNITED STATES TREASURY GOVT BND | 8,580,178.75 | 8,369,658 | 8,200,000.00 | 8,367,735.57 | 1,922.43 | (122,764.48 | ) | — | — | 2 | 0.4590 | Apr-Oct | 27,403.31 | 160,663.34 | 5042011 | 4302016 | ||||||||||||||
912828RE2 | UNITED STATES TREASURY GOVT BND | 8,370,140.62 | 8,439,732 | 8,400,000.00 | 8,378,235.9 | 61,496.1 | 19,963.17 | — | — | 1.5 | 1.5729 | Feb-Aug | 141,573.04 | 321,702.96 | 2272014 | 8312018 | |||||||||||||||
912828VE7 | UNITED STATES TREASURY GOVT BND | 8,863,945.31 | 8,911,080.09 | 9,000,000.00 | 8,904,782.56 | 6,297.53 | 38,557.97 | — | — | 1 | 1.3176 | May-Nov | 20,921.84 | 150,342.84 | 6252013 | 5312018 | |||||||||||||||
912828RH5 | UNITED STATES TREASURY GOVT BND | 9,186,523.44 | 9,190,984 | 9,200,000.00 | 9,185,524.28 | 5,459.72 | (4,054.41 | ) | — | — | 1.375 | 1.2843 | Mar-Sep | 93,974.08 | 98,235.62 | 10092013 | 9302018 | ||||||||||||||
912828WT3 | UNITED STATES TREASURY GOVT BND | 10,312,506.18 | 10,334,681.69 | 10,350,000.00 | 10,315,021.11 | 19,660.58 | 3,697.22 | — | — | 0.875 | 1.0126 | Jan-Jul | 0 | 24,856.66 | 12242014 | 7152017 | |||||||||||||||
912828G46 | UNITED STATES TREASURY GOVT BND | 11,639,533.2 | 11,620,875 | 11,650,000.00 | 11,639,880.84 | (19,005.84 | ) | 463.15 | — | — | 0.5 | 0.5457 | May-Nov | 0 | 5,116.76 | 12042014 | 11302016 | ||||||||||||||
912828VC1 | UNITED STATES TREASURY GOVT BND | 12,169,530.17 | 12,193,948.5 | 12,225,000.00 | 12,189,703.29 | 4,245.21 | 66,562.58 | — | — | 0.25 | 0.7056 | May-Nov | 7,790.05 | 59,914.2 | 9022014 | 5152016 | |||||||||||||||
912828UE8 | UNITED STATES TREASURY GOVT BND | 13,559,058.67 | 13,452,304.14 | 13,600,000.00 | 13,563,428.71 | (111,124.57 | ) | 7,621.32 | — | — | 0.75 | 0.8534 | Jun-Dec | 621.55 | 187,402.75 | 11282014 | 12312017 | ||||||||||||||
912828WM8 | UNITED STATES TREASURY GOVT BND | 14,976,579.3 | 14,988,300 | 15,000,000.00 | 14,982,412.59 | 5,887.41 | 6,644.39 | — | — | 0.375 | 0.4584 | May-Nov | 0 | 30,090.28 | 7212014 | 5312016 | |||||||||||||||
912828TR1 | UNITED STATES TREASURY GOVT BND | 15,037,978.16 | 15,050,056.19 | 15,475,000.00 | 15,046,836.1 | 3,220.09 | 10,352.38 | — | — | 1 | 1.6080 | Mar-Sep | 0 | 18,383.93 | 11242014 | 9302019 | |||||||||||||||
912828UZ1 | UNITED STATES TREASURY GOVT BND | 15,851,250 | 15,673,759.84 | 16,000,000.00 | 15,899,506.51 | (225,746.67 | ) | 77,730.56 | — | — | 0.625 | 0.8167 | Apr-Oct | 41,961.33 | 186,769.51 | 5102013 | 4302018 | ||||||||||||||
912828SY7 | UNITED STATES TREASURY GOVT BND | 16,601,962 | 16,653,184.5 | 16,750,000.00 | 16,624,828.07 | 28,356.43 | 26,792.77 | — | — | 0.625 | 0.9390 | May-Nov | 0 | 55,043.36 | 9102014 | 5312017 | |||||||||||||||
912828TW0 | UNITED STATES TREASURY GOVT BND | 16,793,663.04 | 16,857,880.17 | 17,000,000.00 | 16,812,015.18 | 45,864.99 | 42,594.29 | — | — | 0.75 | 1.1572 | Apr-Oct | 8,477.90 | 91,346.1 | 9302014 | 10312017 | |||||||||||||||
912828UR9 | UNITED STATES TREASURY GOVT BND | 17,810,989.47 | 17,827,784.55 | 18,080,000.00 | 17,856,085.5 | (28,300.95 | ) | 56,197.35 | — | — | 0.75 | 1.1839 | Feb-Aug | 35,931.63 | 147,177.81 | 6022014 | 2282018 | ||||||||||||||
912828WF3 | UNITED STATES TREASURY GOVT BND | 18,968,117.56 | 18,947,725.82 | 18,950,000.00 | 18,966,940.96 | (19,215.14 | ) | (1,466.19 | ) | — | — | 0.625 | 0.5796 | May-Nov | 6,248.27 | 17,924.62 | 11142014 | 11152016 | |||||||||||||
912828VQ0 | UNITED STATES TREASURY GOVT BND | 19,507,979.77 | 19,541,951.02 | 19,523,600.00 | 19,506,385.67 | 35,565.35 | 45,575.24 | — | — | 1.375 | 1.2913 | Jan-Jul | 249,841.98 | 492,956.95 | 12302014 | 7312018 | |||||||||||||||
912828TS9 | UNITED STATES TREASURY GOVT BND | 19,392,155.88 | 19,403,198.42 | 19,620,000.00 | 19,439,382.35 | (36,183.93 | ) | 62,605.59 | — | — | 0.625 | 1.0265 | Mar-Sep | 30,819.02 | 151,347.36 | 7232014 | 9302017 | ||||||||||||||
912828RM4 | UNITED STATES TREASURY GOVT BND | 20,654,595.78 | 20,746,465.79 | 20,600,000.00 | 20,621,540.34 | 124,925.45 | (111,188.71 | ) | — | — | 1 | 0.9422 | Apr-Oct | 153,201.66 | 506,054.39 | 9062013 | 10312016 | ||||||||||||||
912828UA6 | UNITED STATES TREASURY GOVT BND | 20,647,856.64 | 20,623,284.62 | 20,900,000.00 | 20,655,418.89 | (32,134.27 | ) | 15,083.69 | — | — | 0.625 | 1.0404 | May-Nov | 8,752.75 | 83,455.88 | 12112014 | 11302017 | ||||||||||||||
912828UJ7 | UNITED STATES TREASURY GOVT BND | 26,833,580.52 | 26,776,439.19 | 27,000,000.00 | 26,837,984.06 | (61,544.87 | ) | 41,408.86 | — | — | 0.875 | 1.0712 | Jan-Jul | 62,248.64 | 105,399.82 | 12152014 | 1312018 | ||||||||||||||
912828RU6 | UNITED STATES TREASURY GOVT BND | 28,754,693.63 | 28,673,904.15 | 28,550,000.00 | 28,692,804.29 | (18,900.14 | ) | (32,561.76 | ) | — | — | 0.875 | 0.6410 | May-Nov | 26,115.39 | 207,199.42 | 11122014 | 11302016 | |||||||||||||
912828SM3 | UNITED STATES TREASURY GOVT BND | 29,364,216.48 | 29,326,725.08 | 29,200,000.00 | 29,358,957.03 | (32,231.95 | ) | (7,164.07 | ) | — | — | 1 | 0.6901 | Mar-Sep | 33,853.02 | 60,436.12 | 12302014 | 3312017 | |||||||||||||
912828WA4 | UNITED STATES TREASURY GOVT BND | 40,006,317.2 | 40,010,800 | 40,000,000.00 | 40,006,225.19 | 4,574.81 | (92.01 | ) | — | — | 0.625 | 0.6162 | Apr-Oct | 0 | 6,868.13 | 12192014 | 10152016 | ||||||||||||||
912828RF9 | UNITED STATES TREASURY GOVT BND | 50,388,892.13 | 50,309,140.5 | 49,950,000.00 | 50,202,391.52 | 106,748.98 | (172,688.05 | ) | — | — | 1 | 0.8164 | Feb-Aug | 210,832.86 | 610,504.96 | 8272014 | 8312016 | ||||||||||||||
912828QX1 | UNITED STATES TREASURY GOVT BND | 68,538,985.82 | 67,908,849.33 | 66,900,000.00 | 67,431,795.89 | 477,053.44 | (332,698.53 | ) | — | — | 1.5 | 0.9942 | Jan-Jul | 429,358.69 | 1,005,836.2 | 8162011 | 7312016 | ||||||||||||||
912828SS0 | UNITED STATES TREASURY GOVT BOND | 11,585,839.31 | 11,512,536.04 | 11,500,000.00 | 11,548,741.06 | (36,205.02 | ) | (18,201.53 | ) | — | — | 0.875 | 0.6912 | Apr-Oct | 17,234.12 | 129,954.99 | 3132013 | 4302017 | |||||||||||||
913017BX6 | UNITED TECHNOLOGIES CORPORATN SENIOR CORP BND | 2,800,000 | 2,804,900.08 | 2,800,000.00 | 2,800,000 | 4,900.08 | (20,481.28 | ) | — | — | 0.7336 | 0.7336 | M-J-S-D | 4,912.55 | 57,107.02 | 5242012 | 6012015 | ||||||||||||||
913017BU2 | UNITED TECHNOLOGIES CORPORATN SENIOR CORP BND | 9,706,645.1 | 9,846,880.93 | 9,715,000.00 | 9,710,870.96 | 136,009.97 | |||||||||||||||||||||||||
91324PBY7 | UNITEDHEALTH GROUP INCORPORATE SENIOR CORP BND | 499,700 | 499,615.29 | 500,000.00 | 499,725.66 | (110.37 | ) | 25.66 | — | — | 1.4 | 1.4202 | Apr-Oct | 0 | 1,750 | 10172012 | 10152017 | ||||||||||||||
91412GUW3 | UNIVERSITY CALIFORNIA MUNITAX BND REV | 2,600,000 | 2,649,270 | 2,600,000.00 | 2,600,000 | 49,270 | — | — | — | 2.364 | 2.3640 | May-Nov | 0 | 44,561.4 | 4042014 | 5152019 | |||||||||||||||
914353UQ8 | UNIVERSITY ILL MUNI BND REV | 1 | 1,062,290 | 1,053,810 | 1,000,000.00 | 1,051,742.22 | 2,067.78 | (10,547.78 | ) | — | — | 5 | 0.8209 | Apr-Oct | 0 | 12,500 | 9142006 | 4012017 | |||||||||||||
914353ZH3 | UNIVERSITY ILL MUNI BND REV | 1 | 5,689,300 | 5,717,950 | 5,000,000.00 | 5,671,071.54 | 46,878.46 | (18,228.46 | ) | — | — | 5 | 3.1400 | Apr-Oct | 0 | 62,500 | 9112013 | 4012028 | |||||||||||||
914440LQ3 | UNIVERSITY MASS BLDG AUTH MUNITAX BND REV | 995,610 | 982,870 | 1,000,000.00 | 995,879.72 | (13,009.72 | ) | 269.72 | — | — | 1.333 | 1.4439 | May-Nov | 0 | 3,332.5 | 3082013 | 11012018 | ||||||||||||||
914455KX7 | UNIVERSITY MICH UNIV REVS MUNITAX BND REV | 3,500,000 | 3,513,125 | 3,500,000.00 | 3,500,000 | 13,125 | — | — | — | 1.754 | 1.7540 | Apr-Oct | 15,347.50 | 61,390 | 10282010 | 4012015 | |||||||||||||||
914713K27 | UNIVERSITY N C CHAPEL HILL MUNITAX BND REV | 500,000 | 500,950 | 500,000.00 | 500,000 | 950 | — | — | — | 1.317 | 1.3170 | Jun-Dec | 0 | 1,499.92 | 9252014 | 12012017 | |||||||||||||||
914713G63 | UNIVERSITY N C CHAPEL HILL MUNITAX BND REV | 1,000,000 | 1,006,030 | 1,000,000.00 | 1,000,000 | 6,030 | — | — | — | 1.225 | 1.2250 | Jun-Dec | 1,020.83 | 12,250 | 6282012 | 12012016 | |||||||||||||||
914713J94 | UNIVERSITY N C CHAPEL HILL MUNITAX BND REV | 1,000,000 | 997,200 | 1,000,000.00 | 1,000,000 | (2,800 | ) | — | — | — | 0.759 | 0.7590 | Jun-Dec | 0 | 1,728.83 | 9252014 | 12012016 | ||||||||||||||
914682AM1 | UNIVERSITY N MEX UNIV REVS MUNITAX BND REV | 1 | 1,465,970.7 | 1,478,410.95 | 1,455,000.00 | 1,455,000 | 23,410.95 | (10,970.70 | ) | — | — | 7.8 | 7.8000 | Jun-Dec | 0 | 28,372.5 | 1222001 | 6302020 | |||||||||||||
91523NFB7 | UNIVERSITY OF WASHINGTON MUNI BND REV | 1 | 390,540.5 | 389,070.5 | 350,000.00 | 387,345.94 | 1,724.56 | (3,194.56 | ) | — | — | 5 | 1.2599 | Jun-Dec | 0 | 4,375 | 12052008 | 12012021 | |||||||||||||
BRSJE18C7 | UNIVISION COMMUNICATIONS INC SENIOR SECURED TERM LOAN | 6,177,938.28 | 6,065,376.95 | 6,189,160.15 | 6,180,445.45 | (115,068.5 | ) | 1,673.92 | — | — | — | 0.0268 | M-J-S-D | 0 | 252,555.72 | 6052013 | 3012020 | ||||||||||||||
BRSM1V101 | UNIVISION COMMUNICATIONS INC SENIOR SECURED TERM NOTES | 1,932,851.91 | 1,925,664.86 | 1,964,964.15 | 1,936,904.77 | (11,239.91 | ) | 4,116.76 | — | — | — | 0.2744 | M-J-S-D | 0 | 53,735.35 | 4012014 | 3012020 | ||||||||||||||
90323WAA8 | URSA RE LTD CORP BND 144A | F | 1,250,000 | 1,249,787.5 | 1,250,000.00 | 1,250,000 | (212.5 | ) | — | — | — | 3.510139 | 3.7854 | M-J-S-D | 0 | 3,726.52 | 11142014 | 12072017 | |||||||||||||
90323WAB6 | URSA RE LTD CORP BND 144A | F | 1,250,000 | 1,251,962.5 | 1,250,000.00 | 1,250,000 | 1,962.5 | — | — | — | — | — | M-J-S-D | 0 | — | 11142014 | 12072017 | ||||||||||||||
BRSLYQE12 | US AIRWAYS INC SENIOR SECURED TERM NOTES | 4,604,685.88 | 4,538,682.45 | 4,622,888.36 | 4,607,304.22 | (68,621.77 | ) | 2,819.75 | — | — | — | 0.0758 | M-J-S-D | 0 | 52,698.85 | 4062014 | 5232019 | ||||||||||||||
91159HHF0 | US BANCORP SENIOR CORP BND MTN | 1 | 1,350,000 | 1,354,603.45 | 1,350,000.00 | 1,350,000 | 4,603.45 | — | — | — | 0.7221 | 0.7221 | F-M-A-N | 1,500.88 | 9,882.53 | 11042013 | 11152018 | ||||||||||||||
91159HHE3 | US BANCORP SENIOR CORP BND MTN | 1 | 4,993,800 | 5,007,994.85 | 5,000,000.00 | 4,995,177.77 | 12,817.08 | 1,203.32 | — | — | 1.95 | 1.9760 | May-Nov | 14,625.00 | 97,500 | 11042013 | 11152018 | ||||||||||||||
90331HMH3 | US BANK NA/CINCINNATI OH SENIOR CORP BND | 1 | 3,997,760 | 3,981,645.52 | 4,000,000.00 | 3,997,987.02 | (16,341.5 | ) | 227.02 | — | — | 1.375 | 1.3941 | Mar-Sep | 0 | 16,805.56 | 9082014 | 9112017 | |||||||||||||
90331HMJ9 | US BANK NA/CINCINNATI OH SENIOR CORP BND | 1 | 6,000,000 | 5,996,520.06 | 6,000,000.00 | 6,000,000 | (3,479.94 | ) | — | — | — | 0.43885 | 0.4389 | M-J-S-D | 0 | 8,127.41 | 9082014 | 9112017 | |||||||||||||
90331HMC4 | US BANK NA/CINCINNATI OH SENIOR CORP BND | 1 | 6,249,062.5 | 6,224,497.82 | 6,250,000.00 | 6,249,347.14 | (24,849.32 | ) | 330.62 | — | — | 1.1 | 1.1051 | Jan-Jul | 0 | 73,447.91 | 1272014 | 1302017 | |||||||||||||
90331HML4 | US BANK NATIONAL ASSOCIATION SENIOR CORP BND | 1 | 13,702,656.5 | 13,633,125.57 | 13,715,000.00 | 13,703,076.49 | (69,950.92 | ) | 419.99 | — | — | 2.125 | 2.1441 | Apr-Oct | 0 | 51,002.66 | 10232014 | 10282019 | |||||||||||||
BRSLNVTL3 | US RENAL CARE INC | 2,495,770.86 | 2,483,256.04 | 2,517,876.85 | 2,499,553.85 | (16,297.81 | ) | 4,036.74 | — | — | — | 0.1599 | M-J-S-D | 0 | 131,941.61 | ||||||||||||||||
91802RAT6 | UTILITY DEBT SECURITIZATION AU MUNITAX BND REV | 1,986,780 | 2,017,280 | 2,000,000.00 | 1,987,360.7 | 29,919.3 | 580.70 | — | — | 2.042 | 2.1474 | Jun-Dec | 0 | 10,210 | 12122013 | 6152021 | |||||||||||||||
92867MAC4 | VALET_13-1 ABS 13-1 | 2 | 5,527,056.79 | 5,522,341.22 | 5,527,371.29 | 5,527,239.05 | (4,897.83 | ) | 104.75 | — | — | 0.56 | 0.5624 | Monthly | 973.62 | 31,836.26 | 2212013 | 8212017 | |||||||||||||
92867PAC7 | VALET_13-2 ABS_13-2 A3 | 2 | 4,044,066.83 | 4,032,368.32 | 4,045,000.00 | 4,044,462.81 | (12,094.49 | ) | 371.40 | — | — | 0.7 | 0.7098 | Monthly | 865.18 | 28,314.96 | 11062013 | 4202018 | |||||||||||||
92867PAD5 | VALET_13-2 ABS_13-2 A4 | 2 | 5,279,070.19 | 5,257,237.97 | 5,280,000.00 | 5,279,320.46 | (22,082.49 | ) | 239.81 | — | — | 1.16 | 1.1672 | Monthly | 1,871.46 | 61,247.88 | 11062013 | 3202020 | |||||||||||||
92867RAC3 | VALET_14-1 ABS_14-1 A3 | 2 | 4,484,116.46 | 4,460,133.9 | 4,485,000.00 | 4,484,328.4 | (24,194.5 | ) | 211.94 | — | — | 0.91 | 0.9190 | Monthly | 0 | 27,322.41 | 4232014 | 10222018 | |||||||||||||
922764AA3 | VENTERRA RE LTD CORP BND 144A | F | 7,500,000 | 7,650,825 | 7,500,000.00 | 7,500,000 | 150,825 | — | — | — | 3.75 | 3.7675 | M-J-S-D | 793.93 | 285,925.9 | 12202013 | 1092017 | ||||||||||||||
92329JAE9 | VENTR_12-12A ABS_ 12-12A C1 | F | 2 | 1,165,800 | 1,147,666.17 | 1,200,000.00 | 1,167,001.7 | (19,335.53 | ) | 1,201.70 | — | — | 3.0856 | 3.6234 | F-M-A-N | 0 | 8,849.71 | 10022014 | 2282024 | ||||||||||||
BRSNY4KA0 | VERIFONE INC SENIOR SECURED TERM NOTES | 425,362.51 | 422,333.67 | 427,500.01 | 425,498.41 | (3,164.74 | ) | 141.26 | — | — | — | 0.0710 | M-J-S-D | 0 | 6,698.74 | 7012014 | 7082021 | ||||||||||||||
92343VBD5 | VERIZON COMMUNICATIONS INC CORP BND | 5,817,062.96 | 5,789,630.81 | 5,710,000.00 | 5,795,607.99 | (5,977.18 | ) | (16,738.58 | ) | — | — | 2 | 1.0311 | May-Nov | 2,366.67 | 39,200 | 4112013 | 11012016 | |||||||||||||
BRSNJTYY5 | VERIZON COMMUNICATIONS INC SENIOR CORP BND | O | 679,528.55 | 678,916.16 | 400,000.00 | 679,278.77 | (362.61 | ) | (249.78 | ) | — | (4,371.69 | ) | 4.073 | 3.0357 | June | 0 | 1,400.99 | 12102014 | 6182024 | |||||||||||
92343VBL7 | VERIZON COMMUNICATIONS INC SENIOR CORP BND | 1,500,000 | 1,527,195.06 | 1,500,000.00 | 1,500,000 | 27,195.06 | — | — | — | 1.7706 | 1.7706 | M-J-S-D | 1,674.36 | 37,488.51 | 9112013 | 9152016 | |||||||||||||||
92343VBQ6 | VERIZON COMMUNICATIONS INC SENIOR CORP BND | 1,669,099.99 | 1,698,432.49 | 1,564,000.00 | 1,660,265.54 | 38,166.95 | (76,394.07 | ) | — | — | 4.5 | 3.3065 | Mar-Sep | 132,522.38 | 359,978 | 6022014 | 9152020 | ||||||||||||||
92343VBF0 | VERIZON COMMUNICATIONS INC SENIOR CORP BND | 2,245,230 | 2,215,913.53 | 2,250,000.00 | 2,247,256.16 | (31,342.63 | ) | 948.17 | — | — | 1.1 | 1.1439 | May-Nov | 4,125.01 | 24,750 | 11022012 | 11012017 | ||||||||||||||
92343VCG7 | VERIZON COMMUNICATIONS INC SENIOR CORP BND 144A | 9,255,200 | 9,164,318.72 | 9,200,000.00 | 9,251,794.46 | (87,475.74 | ) | (3,405.54 | ) | — | — | 2.625 | 2.5075 | Feb-Aug | 0 | 87,208.33 | 8212014 | 2212020 | |||||||||||||
BRSHX96A9 | VERTAFORE INC SENIOR SECURED TERM NOTES | 2,846,719.35 | 2,829,065.06 | 2,852,599.00 | 2,848,297.77 | (19,232.71 | ) | 903.16 | — | — | — | 0.0313 | M-J-S-D | 0 | 123,158.71 | 4032013 | 10032019 | ||||||||||||||
BRSHKZ9A2 | VEYANCE TECHNOLOGIES INC SENIOR SECURED TERM LOAN | 4,522,791.67 | 4,585,927.1 | 4,591,666.68 | 4,550,175.03 | 35,752.07 | 19,814.60 | — | — | — | 0.3310 | M-J-S-D | 0 | 266,222.97 | 3062013 | 9152017 | |||||||||||||||
92553PAH5 | VIACOM INC CORP BND | 513,455 | 509,812.13 | 500,000.00 | 511,923.52 | (2,111.39 | ) | (1,531.48 | ) | — | — | 2.5 | 1.2601 | Jun-Dec | 0 | 3,125 | 12072011 | 12152016 | |||||||||||||
92553PAV4 | VIACOM INC SENIOR CORP BND | 1,002,560 | 987,720.03 | 1,000,000.00 | 1,002,421.21 | (14,701.18 | ) | (138.79 | ) | — | — | 2.2 | 2.1401 | Apr-Oct | 0 | 5,500 | 3042014 | 4012019 | |||||||||||||
92553PAY8 | VIACOM INC SENIOR CORP BND | 1 | 999,860 | 1,006,536.25 | 1,000,000.00 | 999,861.48 | 6,674.77 | 1.48 | — | — | 2.75 | 2.7530 | Jun-Dec | 0 | 1,604.17 | 12032014 | 12152019 | ||||||||||||||
BRSHC8K00 | VIRGIN MEDIA INV | 5,318,750 | 5,233,470.2 | 5,320,000.00 | 5,318,986.3 | (85,516.1 | ) | 733.91 | — | — | — | 0.0035 | Apr-Oct | 0 | 249,615.16 | ||||||||||||||||
927781GU2 | VIRGINIA COLLEGE BLDG AUTH VA MUNI BND REV | 1 | 6,594,258.3 | 6,572,763.05 | 6,055,000.00 | 6,547,697.12 | 25,065.93 | (46,561.18 | ) | — | — | 4.5 | 1.3768 | Mar-Sep | 0 | 68,118.75 | 9162013 | 9012027 | |||||||||||||
927804FM1 | VIRGINIA ELECTRIC AND POWER CO SENIOR CORP BND | 1 | 4,008,660 | 3,929,408.56 | 4,000,000.00 | 4,005,447.35 | (76,038.79 | ) | (1,082.89 | ) | — | — | 1.2 | 1.1526 | Jan-Jul | 33,200.00 | 65,133.33 | 12052014 | 1152018 | ||||||||||||
92812QWJ2 | VIRGINIA ST HSG DEV AUTH MUNITAX BND REV | 1 | 3,439,440 | 3,395,160 | 3,000,000.00 | 3,406,815.81 | (11,655.81 | ) | (32,624.19 | ) | — | — | 6.32 | 1.7784 | May-Nov | 0 | 47,400 | 3252009 | 11012019 | ||||||||||||
92817SJX7 | VIRGINIA ST PUB SCH AUTH MUNI BND REV | 749,495.5 | 739,271 | 650,000.00 | 743,068.5 | (3,797.5 | ) | (6,427.00 | ) | — | — | 5 | 0.9287 | Feb-Aug | 0 | 8,125 | 11262008 | 8012018 | |||||||||||||
G93882GC9 | VODAFONE GROUP PLC SENIOR CORP BND | D | 1,231,712.67 | 1,223,388.75 | 710,000.00 | 1,229,590.21 | (6,201.46 | ) | (2,122.46 | ) | — | (7,913.38 | ) | 5.375 | 1.7090 | December | 0 | 3,281.66 | 12102014 | 12052017 | |||||||||||
92857WBB5 | VODAFONE GROUP PLC SENIOR CORP BND | F | 5,000,000 | 4,998,849.85 | 5,000,000.00 | 5,000,000 | (1,150.15 | ) | — | — | — | 0.61685 | 0.6169 | F-M-A-N | 6,787.63 | 49,993.79 | 2112013 | 2192016 | |||||||||||||
92857WAY6 | VODAFONE GROUP PLC SENIOR CORP BND | F | 8,789,750.97 | 8,718,796.78 | 8,867,000.00 | 8,800,570.31 | (81,773.53 | ) | 7,861.87 | — | — | 1.25 | 1.3141 | Mar-Sep | 12,755.73 | 63,962.5 | 9202012 | 9262017 | |||||||||||||
92867TAD7 | VOLKSWAGEN AUTO LOAN ENHANCED ABS _14-2-A4 | 2 | 4,299,269 | 4,262,499.66 | 4,300,000.00 | 4,299,304.85 | (36,805.19 | ) | 35.85 | — | — | 1.39 | 1.3987 | Monthly | 0 | 11,455.92 | 10152014 | 5202021 | |||||||||||||
BRSESZBW0 | VOLKSWAGEN FIN SERV N.V. | 1,223,462.35 | 1,179,830 | 750,000.00 | 1,209,738.13 | (29,908.13 | ) | (11,091.12 | ) | — | (33,472.82 | ) | 2 | 1.2709 | Apr-Oct | 5,891.85 | 30,942.21 | ||||||||||||||
928668AF9 | VOLKSWAGEN GROUP OF AMERICA FI SENIOR CORP BND 144A | 2,997,990 | 2,988,268.2 | 3,000,000.00 | 2,998,066.17 | (9,797.97 | ) | 76.17 | — | — | 1.6 | 1.6230 | May-Nov | 0 | 5,466.67 | 11122014 | 11202017 | ||||||||||||||
928670AF5 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A | F | 1,030,330 | 1,023,502 | 1,000,000.00 | 1,025,194.62 | (1,692.62 | ) | (5,135.38 | ) | — | — | 2.875 | 0.8397 | Apr-Oct | 0 | 7,187.5 | 3232011 | 4012016 | ||||||||||||
928670AX6 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A | F | 1,004,140 | 999,582.75 | 1,000,000.00 | 1,003,904.5 | (4,321.75 | ) | (235.50 | ) | — | — | 2.125 | 2.0200 | May-Nov | 0 | 5,312.5 | 11132013 | 11202018 | ||||||||||||
928670AP3 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A | F | 1 | 5,199,948 | 5,179,664.88 | 5,200,000.00 | 5,199,982.76 | (20,317.88 | ) | 168.01 | — | — | 1.6 | 1.6001 | May-Nov | 3,799.33 | 23,765.34 | 12062012 | 11202017 | ||||||||||||
928670AW8 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A | F | 5,347,646 | 5,333,829.42 | 5,350,000.00 | 5,348,513.56 | (14,684.14 | ) | 1,427.78 | — | — | 1.125 | 1.1400 | May-Nov | 22,229.69 | 110,218.76 | 11132013 | 11182016 | |||||||||||||
928904FR7 | VOLUSIA CNTY FLA HSG FIN AUTH MUNITAX BND REV | 1 | 541,571.4 | 541,674 | 540,000.00 | 541,027.62 | 646.38 | (543.78 | ) | — | — | 7.45 | 6.9753 | Jun-Dec | 0 | 10,057.5 | 5172001 | 12012021 | |||||||||||||
U9291NAP0 | VW CREDIT INC SENIOR CORP BND EMTN | 4,590,450 | 4,555,079.6 | 4,500,000.00 | 4,546,387.62 | 8,691.98 | (25,605.49 | ) | — | — | 1.875 | 1.2813 | October | 18,281.25 | 84,375 | 4032013 | 10132016 | ||||||||||||||
928667AD6 | VWMT_14-1A ABS_14-1A-A2 144A | 2 | 3,819,901.45 | 3,815,836.17 | 3,820,000.00 | 3,819,913.25 | (4,077.08 | ) | 11.80 | — | — | 1.4 | 1.4050 | Monthly | 0 | 19,609.37 | 8122014 | 7222019 | |||||||||||||
BRSM3TBY9 | VWR FUNDING INC SENIOR SECURED TERM LOAN | 1,397,080.4 | 1,398,289.11 | 1,406,488.94 | 1,399,760.99 | (1,471.88 | ) | 4,660.97 | — | — | — | 0.2099 | J-A-J-O | 0 | 73,727.84 | 2062014 | 4032017 | ||||||||||||||
931427AF5 | WALGREENS BOOTS ALLIANCE INC SENIOR CORP BND | 1 | 2,991,810 | 3,022,409.58 | 3,000,000.00 | 2,991,937.39 | 30,472.19 | 127.39 | — | — | 3.3 | 3.3441 | May-Nov | 0 | 11,825 | 11062014 | 11182021 | ||||||||||||||
931427AE8 | WALGREENS BOOTS ALLIANCE INC SENIOR CORP BND | 4,074,410.4 | 4,065,405.07 | 4,080,000.00 | 4,074,631.84 | (9,226.77 | ) | 221.44 | — | — | 1.75 | 1.7972 | May-Nov | 0 | 8,528.34 | 11062014 | 11172017 | ||||||||||||||
932117JZ8 | WALL TWP N J SCH DIST MUNITAX BND GO | 382,363.6 | 382,105.2 | 380,000.00 | 382,035.31 | 69.89 | (328.29 | ) | — | — | 1.866 | 1.5123 | Jan-Jul | 0 | 1,772.7 | 6082012 | 7152016 | ||||||||||||||
932117KA1 | WALL TWP N J SCH DIST MUNITAX BND GO | 391,778.4 | 391,068.6 | 390,000.00 | 391,624.58 | (555.98 | ) | (153.82 | ) | — | — | 2.116 | 1.9469 | Jan-Jul | 0 | 2,063.1 | 6082012 | 7152017 | |||||||||||||
931142CR2 | WAL-MART STORES INC CORP BND | 993,090 | 1,006,000.1 | 1,000,000.00 | 999,634.76 | 6,365.34 | 1,455.40 | — | — | 2.875 | 3.0250 | Apr-Oct | 7,187.50 | 28,750 | 3242010 | 4012015 | |||||||||||||||
931142DC4 | WAL-MART STORES INC CORP BND | 1,034,960 | 1,026,526 | 1,000,000.00 | 1,029,172.76 | (2,646.76 | ) | (21,719.06 | ) | — | — | 2.8 | 0.5202 | Apr-Oct | 9,753.33 | 28,303.34 | 4112011 | 4152016 | |||||||||||||
931142CX9 | WAL-MART STORES INC CORP BND | 1,665,938.25 | 1,689,070 | 1,675,000.00 | 1,673,477.08 | 15,592.92 | 1,846.77 | — | — | 1.5 | 1.6131 | Apr-Oct | 4,606.25 | 25,125 | 10182010 | 10252015 | |||||||||||||||
931142BY8 | WAL-MART STORES INC CORP BND | 4,448,840 | 4,080,560 | 4,000,000.00 | 4,080,961.86 | (401.86 | ) | (161,387.38 | ) | — | — | 4.5 | 0.4429 | Jan-Jul | 90,000.00 | 180,000 | 9132012 | 7012015 | |||||||||||||
931142DE0 | WAL-MART STORES INC SENIOR CORP BND | 4,351,907.95 | 4,347,916.16 | 4,355,000.00 | 4,353,679.3 | (5,763.14 | ) | 1,028.91 | — | — | 0.6 | 0.6239 | Apr-Oct | 5,806.67 | 26,130 | 4042013 | 4112016 | ||||||||||||||
931142DF7 | WAL-MART STORES INC SENIOR CORP BND | 7,484,930 | 7,403,379.83 | 7,500,000.00 | 7,487,721.89 | (84,342.06 | ) | 1,879.91 | — | — | 1.125 | 1.1440 | Apr-Oct | 17,500.00 | 80,156.25 | 4042013 | 4112018 | ||||||||||||||
25468PCS3 | WALT DISNEY COMPANY (THE) CORP BND MTN | 2,498,525 | 2,507,101.05 | 2,500,000.00 | 2,498,684.46 | 8,416.59 | 159.46 | — | — | 1.125 | 1.1501 | Feb-Aug | 0 | 7,031.25 | 3162012 | 2152017 | |||||||||||||||
25468PDA1 | WALT DISNEY COMPANY (THE) SENIOR CORP BND MTN | 2,997,000 | 2,986,598.73 | 3,000,000.00 | 2,997,339.5 | (10,740.77 | ) | 396.83 | — | — | 1.85 | 1.8710 | May-Nov | 0 | 37,668.06 | 5282014 | 5302019 | ||||||||||||||
25468PCV6 | WALT DISNEY COMPANY (THE) SENIOR CORP BND MTN | 3,102,781.25 | 3,104,558.94 | 3,125,000.00 | 3,111,887.82 | (7,328.88 | ) | 10,605.87 | — | — | 1.1 | 1.2470 | Jun-Dec | 8,318.75 | 87,505 | 11272012 | 12012017 | ||||||||||||||
9292274U7 | WAMU_03-S4 WAMU_03-S4 | 2 | 648,125.14 | 662,493.14 | 638,975.03 | 647,702.82 | 14,790.32 | (1,496.15 | ) | — | — | 5.5 | 4.7419 | Monthly | 0 | 9,000.71 | 7182003 | 6252033 | |||||||||||||
92922F3N6 | WAMU_05-A12 CMO_05-AR12 1A8 | 2 | 2,292,443.33 | 2,243,625.7 | 2,315,964.86 | 2,294,286.89 | (50,661.19 | ) | 3,323.88 | — | — | 2.33108 | 2.5358 | Monthly | 5,183.94 | 57,415.22 | 1102008 | 10252035 | |||||||||||||
93730PAG1 | WASHINGTON BIOMEDICAL RESEARCH MUNITAX BND REV | 1,281,226.5 | 1,284,550 | 1,150,000.00 | 1,274,643.55 | 9,906.45 | (6,582.95 | ) | — | — | 4.881 | 2.3300 | Jan-Jul | 0 | 14,032.87 | 2122013 | 7012019 | ||||||||||||||
93877MBR6 | WASHINGTON DC CONVENTION CTR MUNI BND REV | 1 | 3,248,430 | 3,226,140 | 3,000,000.00 | 3,216,929.95 | 9,210.05 | (31,500.05 | ) | — | — | 5 | 0.8226 | Apr-Oct | 0 | 37,500 | 1252007 | 10012017 | |||||||||||||
93974A6V1 | WASHINGTON STATE MUNI BND GO | 1 | 4,697,211.2 | 4,640,000 | 4,640,000.00 | 4,640,000 | — | (57,211.20 | ) | — | — | 5 | 0.1193 | Jan-Jul | 0 | 58,000 | 5202008 | 1012026 | |||||||||||||
939720LL0 | WASHINGTON STATE MUNITAX BND REV | 587,188.8 | 592,954.45 | 605,000.00 | 588,097.59 | 4,856.86 | 908.79 | — | — | 1.45 | 2.1040 | Jan-Jul | 0 | 2,193.12 | 8152013 | 7012019 | |||||||||||||||
92978PAF6 | WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A | 2 | 12,672,971.19 | 12,291,675.96 | 11,527,087.54 | 12,337,879.04 | (46,203.08 | ) | (388,946.85 | ) | — | — | 5.297 | (2.0544 | ) | Monthly | 0 | 475,835.04 | 6022014 | 11152048 | |||||||||||
BRSJARVG9 | WCA WASTE SENIOR SECURED TERM LOAN | 1,023,737.61 | 1,005,089.65 | 1,019,769.22 | 1,018,184.58 | (13,094.93 | ) | 563.80 | — | — | — | 0.0475 | M-J-S-D | 0 | 41,785.45 | 5302013 | 3232018 | ||||||||||||||
949746RG8 | WELLS FARGO & COMPANY CAPSEC CORP BND | 1 | 3,543,750 | 3,535,000 | 3,500,000.00 | 3,543,595.5 | (8,595.5 | ) | (2,461.06 | ) | — | — | 5.9 | 5.7275 | Jun-Dec | 0 | 76,454.17 | 12112014 | 12312049 | ||||||||||||
94974BEU0 | WELLS FARGO & COMPANY CORP BND | 1,897,625 | 1,917,081 | 1,900,000.00 | 1,899,855.78 | 17,225.22 | 98.84 | — | — | 3.625 | 3.6521 | Apr-Oct | 42,472.92 | 121,875.52 | 3232010 | 4152015 | |||||||||||||||
949746PM7 | WELLS FARGO & COMPANY CORP BND | 1 | 6,615,000 | 6,622,500 | 6,000,000.00 | 6,584,367.05 | 38,132.95 | (30,632.95 | ) | — | — | 7.98 | 4.6672 | Mar-Sep | 0 | 85,120 | 10222014 | 3292049 | |||||||||||||
94974BFG0 | WELLS FARGO & COMPANY SENIOR CORP BND | 498,860 | 496,958.7 | 500,000.00 | 499,127.66 | (2,168.96 | ) | 267.66 | — | — | 1.5 | 1.5590 | Jan-Jul | 0 | 7,208.33 | 1102014 | 1162018 | ||||||||||||||
94974BGB0 | WELLS FARGO & COMPANY SENIOR CORP BND | 1,498,515 | 1,494,905.78 | 1,500,000.00 | 1,498,668.14 | (3,762.36 | ) | 201.50 | — | — | 1.4 | 1.4339 | Mar-Sep | 0 | 8,633.34 | 9022014 | 9082017 | ||||||||||||||
94974BFU9 | WELLS FARGO & COMPANY SENIOR CORP BND | 3,093,428 | 3,092,225.64 | 3,100,000.00 | 3,094,300.51 | (2,074.87 | ) | 872.51 | — | — | 2.125 | 2.1700 | Apr-Oct | 0 | 45,563.55 | 4142014 | 4222019 | ||||||||||||||
94974BFM7 | WELLS FARGO & COMPANY SENIOR CORP BND | 4,000,000 | 4,012,319.96 | 4,000,000.00 | 4,000,000 | 12,319.96 | — | — | — | 0.76075 | 0.7608 | J-A-J-O | 7,334.48 | 32,632.84 | 7222013 | 7202016 | |||||||||||||||
94974BFK1 | WELLS FARGO & COMPANY SENIOR CORP BND | 5,000,000 | 5,008,199.7 | 5,000,000.00 | 5,000,000 | 8,199.7 | — | — | — | 0.8606 | 0.8606 | J-A-J-O | 8,444.72 | 43,698.99 | 4162013 | 4232018 | |||||||||||||||
94974BFE5 | WELLS FARGO & COMPANY SENIOR CORP BND | 7,359,612 | 7,337,157 | 7,300,000.00 | 7,312,971.65 | 24,185.35 | (31,362.85 | ) | — | — | 1.5 | 1.5669 | Jan-Jul | 93,945.00 | 167,606.5 | 2132013 | 7012015 | ||||||||||||||
94974BFJ4 | WELLS FARGO & COMPANY SRSUB CORP BND MTN | 1,972,740 | 2,007,857.06 | 2,000,000.00 | 1,973,474.8 | 34,382.26 | 734.80 | — | — | 3.45 | 3.6401 | Feb-Aug | 0 | 17,058.33 | 9292014 | 2132023 | |||||||||||||||
949746RE3 | WELLS FARGO & COMPANY SUB CORP BND | 3,579,452 | 3,606,509.44 | 3,400,000.00 | 3,575,485.77 | 31,023.67 | (3,966.23 | ) | — | — | 4.48 | 3.8000 | Jan-Jul | 0 | 38,080 | 11262013 | 1162024 | ||||||||||||||
94974BFY1 | WELLS FARGO & COMPANY SUB CORP BND MTN | 5,085,850 | 5,071,112.05 | 5,000,000.00 | 5,083,120.86 | (12,008.81 | ) | (2,729.14 | ) | — | — | 4.1 | 3.9180 | Jun-Dec | 0 | 101,930.56 | 6272014 | 6032026 | |||||||||||||
BRSMB8L58 | WESCO AIRCRAFT SENIOR SECURED TERM NOTES | 978,195.11 | 967,653.17 | 980,646.74 | 978,471.29 | (10,818.12 | ) | 375.49 | — | — | — | 0.0355 | F-M-A-N | 0 | 26,231.72 | 2242014 | 2282021 | ||||||||||||||
BRSLBEQ11 | WESTERN REFINING INC SENIOR SECURED TERM NOTES | 554,400 | 540,540 | 554,400.00 | 554,400 | (13,860 | ) | — | — | — | — | — | F-M-A-N | 0 | 24,039.48 | 12172013 | 11122020 | ||||||||||||||
960895VY3 | WESTMORELAND CNTY PA MUNITAX BND GO | 244,617.8 | 244,683.95 | 245,000.00 | 244,649.23 | 34.72 | 31.43 | — | — | 1.442 | 1.4924 | Jun-Dec | 0 | 883.23 | 5222013 | 12012017 | |||||||||||||||
960895VZ0 | WESTMORELAND CNTY PA MUNITAX BND GO | 575,742.8 | 573,904.2 | 580,000.00 | 575,998.51 | (2,094.31 | ) | 255.71 | — | — | 1.642 | 1.8254 | Jun-Dec | 0 | 2,380.9 | 5222013 | 12012018 | ||||||||||||||
96122WAB6 | WESTPAC BANKING CORP SECURED LOCAL BND 144A | F | 3,817,922.64 | 3,767,994.47 | 3,752,000.00 | 3,768,261.31 | (266.84 | ) | (33,744.51 | ) | — | — | 1.375 | 0.5751 | Jan-Jul | 27,692.65 | 58,437.99 | 4262013 | 7172015 | ||||||||||||
961214CH4 | WESTPAC BANKING CORP SENIOR CORP BND | F | 1,618,299 | 1,613,962.32 | 1,620,000.00 | 1,618,642.15 | (4,679.83 | ) | 343.15 | — | — | 1.2 | 1.2358 | May-Nov | 0 | 11,880 | 5142014 | 5192017 | |||||||||||||
961214CK7 | WESTPAC BANKING CORP SENIOR CORP BND | F | 2,249,865 | 2,243,648.52 | 2,250,000.00 | 2,249,868.76 | (6,220.24 | ) | 3.76 | — | — | 1.5 | 1.5021 | Jun-Dec | 0 | 2,812.5 | 11172014 | 12012017 | |||||||||||||
961214BZ5 | WESTPAC BANKING CORP SENIOR CORP BND MTN | F | 1,999,420 | 1,999,054.88 | 2,000,000.00 | 1,999,642.21 | (587.33 | ) | 114.33 | — | — | 1.6 | 1.6061 | Jan-Jul | 15,022.22 | 32,000 | 1072013 | 1122018 | |||||||||||||
949781AC2 | WFMBS CMO 05-AR1 2A1 | 2 | 339,127.41 | 340,252.24 | 347,600.16 | 339,940.18 | 312.06 | 2,378.59 | — | — | 2.61 | 3.1534 | Monthly | 975.19 | 10,308.79 | 5272008 | 2252035 | ||||||||||||||
949781AA6 | WFMBS CMO 05-AR1 1A1 | 2 | 1,488,161.58 | 1,531,855.34 | 1,524,533.01 | 1,492,891.4 | 38,963.94 | 7,713.10 | — | — | 2.6106 | 3.0961 | Monthly | 4,063.79 | 44,234.64 | 12052006 | 2252035 | ||||||||||||||
94982BAG5 | WFMBS CMO 05-AR8 3A2 | 2 | 392,038.11 | 406,703.61 | 398,830.69 | 393,356 | 13,347.61 | 1,111.64 | — | — | 2.597782 | 2.9273 | Monthly | 1,043.82 | 11,208.17 | 12152005 | 6252035 | ||||||||||||||
949797AA2 | WFMBS WHOLE CMO 07-15 A1 | 2 | 137,515.49 | 135,946.59 | 136,650.75 | 137,413.51 | (1,466.92 | ) | (212.01 | ) | — | — | 6 | 5.7542 | Monthly | 861.45 | 9,225.26 | 1172008 | 11252037 | ||||||||||||
94980RAC1 | WFMBS_04-Z CMO 04-Z-2A1 | 2 | 113,552.07 | 115,162.91 | 114,554.40 | 113,679.81 | 1,483.1 | 232.41 | — | — | 2.61478 | 2.7692 | Monthly | 311.40 | 3,337.14 | 1142008 | 12252034 | ||||||||||||||
94981NAH8 | WFMBS_05-AR4 CMO 05-AR4 2A2 | 2 | 1,088,778.88 | 1,132,723.66 | 1,120,241.92 | 1,094,184.61 | 38,539.05 | 7,268.39 | — | — | 2.60937 | 3.3133 | Monthly | 3,126.60 | 32,441.99 | 7192006 | 4252035 | ||||||||||||||
94984FAE9 | WFMBS_06-11 RMBS__06-11-A5 | 2 | 1,713,246.91 | 1,769,490.15 | 1,827,443.88 | 1,713,246.91 | 56,243.24 | (10,234.79 | ) | — | — | 6 | 8.3766 | Monthly | 0 | 28,379.22 | 12312009 | 9252036 | |||||||||||||
981464DG2 | WFNMT_12-C ABS 12-C | 2 | 3,188,784.29 | 3,212,451.22 | 3,190,000.00 | 3,189,240.37 | 23,210.85 | 190.55 | — | — | 2.23 | 2.2469 | Monthly | 3,161.65 | 71,136.96 | 7132012 | 8152022 | ||||||||||||||
981464DX5 | WFNMT_13-B ABS 13-B | 2 | 2,210,123.46 | 2,211,464.54 | 2,210,000.00 | 2,210,068.53 | 1,396.01 | (49.75 | ) | — | — | 0.91 | 0.8977 | Monthly | 657.22 | 17,464.05 | 6252014 | 3162020 | |||||||||||||
981464EN6 | WFNMT_14-C SENIOR ABS 14-C | 2 | 719,834.4 | 718,243.18 | 720,000.00 | 719,841.14 | (1,597.96 | ) | 6.74 | — | — | 1.54 | 1.5515 | Monthly | 0 | 1,663.2 | 11032014 | 8152021 | |||||||||||||
92937EAB0 | WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SENIOR CMBS 13-C11 A2 | 2 | 1,470,037.5 | 1,472,147.21 | 1,460,000.00 | 1,469,077.73 | 3,069.48 | (959.77 | ) | — | — | 2.029 | 1.7809 | Monthly | 0 | 8,064.16 | 9182014 | 3152045 | |||||||||||||
92930RAB8 | WFRBS_12-C9 SENIOR CMBS 12-C9 | 2 | 1,436,021.48 | 1,429,616.96 | 1,425,000.00 | 1,435,113.22 | (5,496.26 | ) | (908.26 | ) | — | — | 1.829 | 1.5194 | Monthly | 0 | 5,502.25 | 10092014 | 11152045 | ||||||||||||
92938EAF0 | WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A2 | 2 | 6,303,750 | 6,256,799.94 | 6,000,000.00 | 6,278,015.56 | (21,215.62 | ) | (25,734.44 | ) | — | — | 3.223 | 2.1420 | Monthly | 0 | 84,335.16 | 7212014 | 9152046 | ||||||||||||
92938GAB4 | WFRBS_13-C17 SENIOR CMBS_13-C17 A2 | 2 | 7,276,171.88 | 7,204,399.87 | 7,000,000.00 | 7,264,107.78 | (59,707.91 | ) | (12,064.10 | ) | — | — | 2.921 | 1.8532 | Monthly | 0 | 35,214.25 | 10242014 | 12152046 | ||||||||||||
92890KAX3 | WFRBS_14-C22 SENIOR CMBS_14-C22-A2 | 2 | 2,059,998.01 | 2,057,760 | 2,000,000.00 | 2,057,298.09 | 461.91 | (2,699.92 | ) | — | — | 2.976 | 2.3865 | Monthly | 0 | 15,210.67 | 9052014 | 9152057 | |||||||||||||
92939KAE8 | WFRBS_14-C24 LCF SENIOR CMBS _14-C24-A5 | 2 | 3,097,226.2 | 3,131,779.2 | 3,008,000.00 | 3,096,235.09 | 35,544.11 | (991.11 | ) | — | — | 3.607 | 3.2533 | Monthly | 0 | 12,959.54 | 10282014 | 11152047 | |||||||||||||
92939LAB2 | WFRBS_14-C25 PRELCF SENIOR CMBS _14-C25-A2 | 2 | 5,664,840.5 | 5,640,596.5 | 5,500,000.00 | 5,664,442.25 | (23,845.75 | ) | (398.25 | ) | — | — | 2.932 | 2.7276 | Monthly | 0 | 8,510.94 | 11182014 | 11152047 | ||||||||||||
9698714J8 | WILLIAMSON CNTY TENN MUNITAX BND GO | 418,676 | 415,100 | 400,000.00 | 417,345.59 | (2,245.59 | ) | (1,330.41 | ) | — | — | 2.95 | 1.5747 | Apr-Oct | 0 | 2,950 | 3272013 | 4012018 | |||||||||||||
97652QAC3 | WIN_14-2 WHOLE CMO 14-2 | 2 | 3,862,390.1 | 3,894,237.92 | 3,810,002.57 | 3,860,790.08 | 33,447.84 | (4,212.49 | ) | — | — | 3.5 | 3.1855 | Monthly | 0 | 22,993.21 | 10082014 | 9202044 | |||||||||||||
BRSH2DJN2 | WINDSTREAM CORP SENIOR SECURED TERM LOAN | 2 | 2,675,400 | 2,650,879.96 | 2,675,400.00 | 2,675,400 | (24,520.04 | ) | — | — | — | — | — | J-A-J-O | 0 | 103,761.52 | 1102013 | 1232020 | |||||||||||||
976656CF3 | WISCONSIN ELECTRIC POWER COMPA SENIOR CORP BND | 1 | 2,500,000 | 2,485,062.6 | 2,500,000.00 | 2,500,000 | (14,937.4 | ) | — | — | — | 1.7 | 1.7000 | Jun-Dec | 1,888.89 | 42,500 | 6102013 | 6152018 | |||||||||||||
976826BG1 | WISCONSIN POWER AND LIGHT COMP SENIOR CORP BND | 560,420 | 556,815.23 | 500,000.00 | 557,401.01 | (585.78 | ) | (3,018.99 | ) | — | — | 5 | 2.3200 | Jan-Jul | 0 | 6,250 | 7072009 | 7152019 | |||||||||||||
977100AU0 | WISCONSIN ST MUNITAX BND REV | 2,243,300 | 2,203,240 | 2,000,000.00 | 2,232,200.69 | (28,960.69 | ) | (11,099.31 | ) | — | — | 5.05 | 1.4661 | May-Nov | 0 | 16,272.22 | 10292014 | 5012018 | |||||||||||||
982526AT2 | WM WRIGLEY JR CO SENIOR CORP BND 144A | 279,097.5 | 276,658.93 | 275,000.00 | 278,339.09 | (1,680.16 | ) | (758.41 | ) | — | — | 2 | 1.5550 | Apr-Oct | 0 | 3,575 | 5022014 | 10202017 | |||||||||||||
982526AR6 | WM WRIGLEY JR CO SENIOR CORP BND 144A | 1,005,540 | 1,002,165.07 | 1,000,000.00 | 1,003,376.52 | (1,211.45 | ) | (1,841.72 | ) | — | — | 1.4 | 1.2100 | Apr-Oct | 2,722.22 | 14,000 | 10242013 | 10212016 | |||||||||||||
982526AU9 | WM WRIGLEY JR CO SENIOR CORP BND 144A | 1 | 3,347,450.5 | 3,345,142 | 3,325,000.00 | 3,345,818.42 | (676.42 | ) | (934.13 | ) | — | — | 2.4 | 2.1759 | Apr-Oct | 18,666.67 | 82,653.33 | 9262014 | 10212018 | ||||||||||||
93934FEN8 | WMALT_05-5 CMO 05-9-2A2 | 2 | 2,568,814.8 | 2,604,070.31 | 2,803,617.81 | 2,594,464.14 | 9,606.17 | (25,980.83 | ) | — | — | 5.5 | 7.2378 | Monthly | 15,237.13 | 168,319.89 | 12172007 | 11252035 | |||||||||||||
BRSJ883L4 | WMG ACQUISITION CORP SENIOR SECURED TERM LOAN | 2 | 2,966,657.1 | 2,862,824.11 | 2,966,657.10 | 2,966,657.1 | (103,832.99 | ) | — | — | — | — | — | F-M-A-N | 0 | 114,314.8 | 9062013 | 7012020 | |||||||||||||
98158PAC2 | WOART_11-B ABS_11-B A3 | 2 | 27,832.62 | 27,841.67 | 27,832.68 | 27,832.14 | 9.53 | 2.08 | — | — | 0.96 | 0.9614 | Monthly | 85.57 | 1,025.96 | 11022011 | 8152016 | ||||||||||||||
66859TAC3 | WOODS_14-14A MEZZANIN ABS 14-14A-B 144A | F | 2 | 2,942,475 | 2,936,723.94 | 3,000,000.00 | 2,942,718.86 | (5,994.92 | ) | 243.86 | — | — | 2.69185 | 2.9473 | F-M-A-N | 0 | 3,364.81 | 11172014 | 11122025 | ||||||||||||
BRSP8QSG4 | WSCFP_14 SENIOR CMBS 14 | D | 2 | 1,785,379.5 | 1,731,200.19 | 1,110,000.00 | 1,785,379.5 | (54,179.31 | ) | — | — | (54,612 | ) | 1.450659 | 1.4525 | F-M-A-N | 0 | 5,199.12 | 10072014 | 11042019 | |||||||||||
95168QAG5 | WSTC_13-1A MEZZANIN ABS _13-1A-B 144A | F | 1 | 479,500 | 478,055.27 | 500,000.00 | 479,813.86 | (1,758.59 | ) | 313.86 | — | — | 3.13185 | 3.8129 | F-M-A-N | 0 | 1,957.41 | 11122014 | 11072025 | ||||||||||||
984121CF8 | XEROX CORPORATION SENIOR CORP BND | 1,298,375 | 1,331,331.94 | 1,300,000.00 | 1,299,255.09 | 32,076.85 | 322.79 | — | — | 2.95 | 2.9771 | Mar-Sep | 11,291.94 | 38,350 | 3082012 | 3152017 | |||||||||||||||
983919AG6 | XILINX, INC. SENIOR CORP BND | 1,989,540 | 1,997,494.21 | 2,000,000.00 | 1,991,150.09 | 6,344.12 | 1,610.09 | — | — | 2.125 | 2.2359 | Mar-Sep | 0 | 34,118.05 | 3052014 | 3152019 | |||||||||||||||
98417EAU4 | XSTRATA FINANCE (CANADA) LTD SENIOR CORP BND 144A | A | 4,128,053.2 | 4,176,480.62 | 4,135,000.00 | 4,130,976.8 | 45,503.82 | 1,358.02 | — | — | 2.7 | 2.7362 | Apr-Oct | 20,468.25 | 111,645 | 10182012 | 10252017 | ||||||||||||||
G9853MHT3 | YORKSHIRE BUILDING SOCIETY LOCAL BND | D | 1,390,156.29 | 1,381,442.73 | 800,000.00 | 1,349,135.79 | 32,306.94 | (23,116.43 | ) | — | (47,458.92 | ) | 4.75 | 3.2980 | April | 53,139.63 | 77,230.5 | 5102012 | 4122018 | ||||||||||||
988505EC3 | YUMA & LA PAZ CNTYS ARIZ CMNTY MUNI BND GO | 1 | 1,036,470 | 1,024,230 | 1,000,000.00 | 1,024,229.78 | 0.22 | (12,240.22 | ) | — | — | 5 | 0.1504 | Jan-Jul | 0 | 12,500 | 10302007 | 7012024 | |||||||||||||
98954RAC4 | ZIGG_14-1A SENIOR ABS _14-1A-B1 144A | F | 2 | 2,899,800 | 2,899,800 | 3,000,000.00 | 2,900,834.74 | (1,034.74 | ) | 1,034.74 | — | — | 2.3326 | 2.8583 | J-A-J-O | 0 | 5,831.5 | 11042014 | 10172026 | ||||||||||||
BRSM4TRW5 | ZIGGO BV | 2,382,978.72 | 2,323,142.12 | 2,382,978.72 | 2,382,978.72 | (59,836.6 | ) | — | — | — | — | — | Apr-Oct | 0 | 40,449.7 | ||||||||||||||||
BRSM4TPX5 | ZIGGO BV | 3,697,361.7 | 3,605,018.77 | 3,697,872.34 | 3,697,382.06 | (92,363.29 | ) | 20.36 | — | — | — | 0.0019 | Apr-Oct | 0 | 59,416.75 | ||||||||||||||||
BRSM4TSP9 | ZIGGO BV | 3,919,148.98 | 3,820,739.15 | 3,919,148.98 | 3,919,148.98 | (98,409.83 | ) | — | — | — | — | — | J-A-J-O | 0 | 71,919.07 | ||||||||||||||||
98978VAG8 | ZOETIS INC SENIOR CORP BAND | 5,462,050 | 5,491,067.62 | 5,500,000.00 | 5,464,868.92 | 26,198.7 | 2,818.92 | — | — | 1.875 | 2.0899 | Feb-Aug | 0 | 25,781.25 | 2072013 | 2012018 | |||||||||||||||
TOTAL | 5,532,731,477.51 | 5,534,493,699.82 | (1,762,222.31 | ) | (4,170,244.57 | ) |
Validus Holdings, Ltd. December 31, 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 | |||||||||||
BERKSHIRE HATHAWAY INC CORP BND | 084670AV0 | 20140930 | 20150211 | 2,006,131.64 | (591.84 | ) | (13,908.36 | ) | — | 2,000,000.00 | 2,020,040 | 24,888.89 | 3.2 | 0.115068493 | Feb-Aug | 16,000 | 24,888.89 | |||||||||||||
CATERPILLAR INC CORP BND | 14912L4M0 | 20140930 | 20150624 | 505,846.7 | (376.7 | ) | (3,118.30 | ) | — | 500,000.00 | 508,965 | 267.36 | 2.75 | 0.479452055 | Jun-Dec | 3,437.50 | 267.36 | |||||||||||||
DISTRICT OF COLUMBIA HOUSING F MUNI BND REV | 25476RAN2 | 20140930 | 20150701 | 1,022,390.19 | (0.19 | ) | (11,289.81 | ) | — | 1,000,000.00 | 1,033,680 | 25,000 | 5 | 0.498630137 | Jan-Jul | 12,500 | 25,000 | |||||||||||||
GEORGE WASHINGTON UNIV D C UNSECURED CORP BND | 372546AG6 | 20140930 | 20150915 | 2,545,341.78 | 9,802.87 | (16,533.22 | ) | — | 2,500,000.00 | 2,561,875 | 26,816.53 | 3.643 | 0.706849315 | Mar-Sep | 22,768.75 | 26,816.53 | ||||||||||||||
ILLINOIS STATE OF MUNI BND REV | 4522265Q2 | 20140930 | 20150615 | 2,554,951.57 | 298.43 | (30,898.43 | ) | — | 2,500,000.00 | 2,585,850 | 5,555.56 | 5 | 0.454794521 | Jun-Dec | 31,250 | 5,555.56 | ||||||||||||||
INDIANA ST FINANCE AUTHORITY MUNI BND REV | 455057DR7 | 20140930 | 20150701 | 608,475.22 | 1.53 | (6,796.43 | ) | — | 595,000.00 | 615,271.65 | 14,875 | 5 | 0.498630137 | Jan-Jul | 7,437.5 | 14,875 | ||||||||||||||
JOHN DEERE CAPITAL CORP CORP BND | 24422ERS0 | 20140930 | 20150629 | 501,498.17 | (178.17 | ) | (776.83 | ) | — | 500,000.00 | 502,275 | 26.39 | 0.95 | 0.493150685 | Jun-Dec | 1,187.5 | 26.39 | |||||||||||||
JOHN DEERE CAPITAL CORP CORP BND MTN | 24422EQY8 | 20140930 | 20150309 | 1,004,932.88 | (392.98 | ) | (6,847.12 | ) | — | 1,000,000.00 | 1,011,780 | 9,177.78 | 2.95 | 0.18630137 | Mar-Sep | 7,375 | 9,177.78 | |||||||||||||
JPMORGAN CHASE & CO SENIOR CORP BND MTN | 46623EJP5 | 20140930 | 20150320 | 1,002,545.26 | 164.74 | (3,034.74 | ) | — | 1,000,000.00 | 1,005,580 | 5,260.42 | 1.875 | 0.216438356 | Mar-Sep | 4,687.5 | 5,260.42 | ||||||||||||||
MARYLAND ST MUNITAX BND REV | 574195PF4 | 20140930 | 20150901 | 1,525,852.22 | 727.78 | (9,997.78 | ) | — | 1,500,000.00 | 1,535,850 | 14,595 | 2.919 | 0.668493151 | Mar-Sep | 10,946.25 | 14,595 | ||||||||||||||
MIAMI-DADE CNTY FLA EDL FACS A MUNITAX BND REV | 59333AJX0 | 20140930 | 20150401 | 242,943.66 | (73.26 | ) | (3,041.94 | ) | — | 240,000.00 | 245,985.6 | 3,660 | 6.1 | 0.249315068 | Apr-Oct | 3,660 | 3,660 | |||||||||||||
NEW MEXICO FIN AUTH MUNI BND REV | 64711MM87 | 20140930 | 20150601 | 745,788.15 | 38.4 | (6,616.65 | ) | — | 735,000.00 | 752,404.8 | 2,296.88 | 3.75 | 0.416438356 | Jun-Dec | 6,890.63 | 2,296.88 | ||||||||||||||
NORTH FOREST INDPT SCH DIST TE MUNI BND GO | 659414LX2 | 20140930 | 20150815 | 1,308,279.8 | 46.6 | (11,464.20 | ) | — | 1,280,000.00 | 1,319,744 | 19,342.22 | 4 | 0.621917808 | Feb-Aug | 12,800 | 19,342.22 | ||||||||||||||
NOVARTIS CAPITAL CORP CORP BND | 66989HAC2 | 20140930 | 20150424 | 1,008,027.32 | (697.22 | ) | (6,622.68 | ) | — | 1,000,000.00 | 1,014,650 | 5,397.22 | 2.9 | 0.312328767 | Apr-Oct | 7,250 | 5,397.22 | |||||||||||||
OHIO ST HIGHER EDL FAC REV MUNI BND REV | 67756AVQ2 | 20140930 | 20150501 | 774,799.97 | 66.43 | (3,654.63 | ) | — | 770,000.00 | 778,454.6 | 6,416.67 | 5 | 0.331506849 | May-Nov | 9,625 | 6,416.67 | ||||||||||||||
ONTARIO PROVINCE OF CORP BND | 6832348H4 | 20140930 | 20150205 | 3,007,161.33 | (261.33 | ) | (19,028.67 | ) | — | 3,000,000.00 | 3,026,190 | 35,891.67 | 2.95 | 0.098630137 | Feb-Aug | 22,125 | 35,891.67 | |||||||||||||
PFIZER INC CORP BND | 717081DA8 | 20140930 | 20150315 | 3,029,749.7 | (2,239.4 | ) | (37,900.30 | ) | — | 3,000,000.00 | 3,067,650 | 47,258.33 | 5.35 | 0.202739726 | Mar-Sep | 40,125 | 47,258.33 | |||||||||||||
PHOENIX AZ MUNITAX BND GO | 718814A22 | 20140930 | 20150701 | 1,298,262.27 | (252.67 | ) | (9,219.33 | ) | — | 1,280,000.00 | 1,307,481.6 | 20,083.2 | 3.138 | 0.498630137 | Jan-Jul | 10,041.6 | 20,083.2 | |||||||||||||
PITTSBURGH PA MUNI BND GO | 7252087Q9 | 20140930 | 20150301 | 3,026,410.26 | 109.74 | (41,629.74 | ) | — | 3,000,000.00 | 3,068,040 | 65,000 | 6.5 | 0.164383562 | Mar-Sep | 48,750 | 65,000 | ||||||||||||||
PRAXAIR INC CORP BND | 74005PAV6 | 20140930 | 20150915 | 1,019,444.93 | (834.93 | ) | (7,105.07 | ) | — | 1,000,000.00 | 1,026,550 | 9,569.44 | 3.25 | 0.706849315 | Mar-Sep | 8,125 | 9,569.44 | |||||||||||||
PROCTER & GAMBLE COMPANY CORP BND | 742718DQ9 | 20140930 | 20150901 | 1,018,720.45 | (1,140.45 | ) | (7,239.55 | ) | — | 1,000,000.00 | 1,025,960 | 10,500 | 3.15 | 0.668493151 | Mar-Sep | 7,875 | 10,500 | |||||||||||||
PURDUE UNIV IND MUNITAX BND REV | 746189RA9 | 20140930 | 20150701 | 505,636.94 | (51.94 | ) | (2,843.06 | ) | — | 500,000.00 | 508,480 | 6,775 | 2.71 | 0.498630137 | Jan-Jul | 3,387.5 | 6,775 |
RHODE ISLAND ST HEALTH & EDL B MUNI BND REV | 762243SC8 | 20140930 | 20150515 | 3,045,954.12 | 155.88 | (31,565.88 | ) | — | 3,000,000.00 | 3,077,520 | 19,166.67 | 5 | 0.369863014 | May-Nov | 37,500 | 19,166.67 | ||||||||||||||
SHELL INTERNATIONAL FINANCE BV CORP BND | 822582AQ5 | 20140930 | 20150628 | 1,013,473.8 | (603.8 | ) | (7,026.20 | ) | — | 1,000,000.00 | 1,020,500 | 258.33 | 3.1 | 0.490410959 | Jun-Dec | 7,750 | 258.33 | |||||||||||||
STRYKER CORP CORP BND | 863667AA9 | 20140930 | 20150115 | 1,001,008.79 | (398.79 | ) | (6,701.21 | ) | — | 1,000,000.00 | 1,007,710 | 13,833.33 | 3 | 0.04109589 | Jan-Jul | 7,500 | 13,833.33 | |||||||||||||
TAHLEQUAH OKLA EDL FACS AUTH MUNITAX BND REV | 873789AC5 | 20140930 | 20150901 | 1,549,722.54 | (301.74 | ) | (13,393.86 | ) | — | 1,515,000.00 | 1,563,116.4 | 22,487.65 | 4.453 | 0.668493151 | Mar-Sep | 16,865.74 | 22,487.65 | |||||||||||||
TORONTO-DOMINION BANK/THE CORP BND 144A | 891145LV4 | 20140930 | 20150729 | 1,009,280.87 | 1,433.3 | (4,079.13 | ) | — | 1,000,000.00 | 1,013,360 | 9,288.89 | 2.2 | 0.575342466 | Jan-Jul | 5,500 | 9,288.89 | ||||||||||||||
TOYOTA MOTOR CREDIT CORP CORP BND MTN | 89233P5Z5 | 20140930 | 20150217 | 2,001,812.86 | (272.66 | ) | (3,587.14 | ) | — | 2,000,000.00 | 2,005,400 | 7,444.44 | 1 | 0.131506849 | Feb-Aug | 5,000 | 7,444.44 | |||||||||||||
TRINITY RIVER AUTH TEX MUNI BND REV | 89657PCW1 | 20140930 | 20150201 | 1,004,050 | (10 | ) | (12,150.00 | ) | — | 1,000,000.00 | 1,016,200 | 20,833.33 | 5 | 0.087671233 | Feb-Aug | 12,500 | 20,833.33 | |||||||||||||
TULSA CNTY OKLA INDL AUTH MULT MUNITAX BND REV | 89952PBG9 | 20140930 | 20150901 | 1,022,880.41 | (210.41 | ) | (8,829.59 | ) | — | 1,000,000.00 | 1,031,710 | 14,460 | 4.338 | 0.668493151 | Mar-Sep | 10,845 | 14,460 | |||||||||||||
UNITED STATES TREASURY GOVT BND | 912828TT7 | 20141015 | 20151015 | 58,868,961.66 | (64,257.66 | ) | (18,646.33 | ) | — | 58,800,000.00 | 58,887,281.26 | 31,500 | 0.25 | 0.789041096 | Apr-Oct | 31,239.7 | 31,500 | |||||||||||||
UNITED STATES TREASURY GOVT BND | 912828NF3 | 20140930 | 20150531 | 4,840,444.77 | (700.77 | ) | (24,979.23 | ) | — | 4,800,000.00 | 4,865,424 | 8,967.01 | 2.125 | 0.41369863 | May-Nov | 25,688.35 | 8,967.01 | |||||||||||||
UNIVERSITY ALA GEN REV MUNITAX BND REV | 914026FE4 | 20140930 | 20150701 | 1,289,656.91 | 256.69 | (9,921.39 | ) | — | 1,270,000.00 | 1,299,578.3 | 21,717 | 3.42 | 0.498630137 | Jan-Jul | 10,858.5 | 21,717 | ||||||||||||||
WAL-MART STORES INC CORP BND | 931142CR2 | 20140930 | 20150401 | 1,509,685.55 | (685.4 | ) | (10,009.45 | ) | — | 1,500,000.00 | 1,519,695 | 10,781.25 | 2.875 | 0.249315068 | Apr-Oct | 10,781.25 | 10,781.25 | |||||||||||||
BBH OVERNIGHT DEPOSITS | BRS000000 | 20141231 | 20150101 | 55,211,431.32 | — | — | 55,211,432.32 | 55,211,432.32 | — | At Mat | — | — | ||||||||||||||||||
BNY MELLON USD LIQ INVESTOR 97 BNY MELLON USD LIQ INVESTOR 97 | DRFUNI$20 | 20141219 | 0 | 50,938,196.65 | — | — | — | 50,938,196.65 | 50,938,196.65 | — | 0.0514 | — | At Mat | 17.22 | — | |||||||||||||||
BONY CASH RESERVE CASH RESERVE FUND | S875996$0 | 20141231 | 0 | 795,655,218.28 | — | — | — | 795,653,218.28 | 795,653,218.28 | — | 0.0001 | — | At Mat | 0.78 | — | |||||||||||||||
CDN S/T INVT BLENDED ACCT | 993252329 | 20141106 | 0 | 2,061,398.19 | — | — | — | 2,061,398.19 | 2,061,398.19 | — | — | At Mat | 658.46 | — | ||||||||||||||||
CITI-INSTITUTION LIQ FUND USD CASH RESERVE FUND | B0A0ATCJ9 | 20141124 | 0 | 24,784,847.01 | — | — | — | 24,784,847.01 | 24,784,847.01 | — | 0.0006 | — | At Mat | 7,341.33 | — | |||||||||||||||
ML INST LIQ FUND - AGENCY OPEN_END FUND | BRS263RF1 | 20141201 | 0 | 11,177,618.42 | — | 0.02 | (85,980.49 | ) | 7,113,444.24 | 11,177,618.42 | — | 0.0002 | — | At Mat | 20,485.84 | — | ||||||||||||||
THE DREYFUS FUND INC STIF FUND | BRS7BB2L0 | 20141118 | 0 | 2,285,819.75 | — | — | — | 2,285,819.75 | 2,285,819.75 | — | — | — | At Mat | 2.16 | — | |||||||||||||||
GOLDMAN SACHS LIQUID RESERVE | GLDSCS$03 | 20130522 | 0 | 13,669,215.14 | — | — | — | 13,669,215.14 | 13,669,215.14 | — | 0.0003 | — | At Mat | 1,846.07 | — | |||||||||||||||
WESTERN AST INS CSH RES CASH RESERVE FUND | 52470G205 | 20141215 | 0 | 1,080,692.78 | — | — | — | 1,080,692.78 | 1,080,692.78 | — | 0.0002 | — | At Mat | 824.72 | — | |||||||||||||||
Totals | 1,065,284,560.23 | (61,429.92 | ) | (410,456.23 | ) | (85,980.49 | ) | 1,065,692,690.75 | 539,391.46 |
Validus Holdings, Ltd. December 31, 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 | 1,649,200.58 | 1,774,574.92 | 1,649,200.58 | 125,374.34 | — | — | — | — | — | — | ||||||||||||
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 | 4,880,282.91 | 3,765,757.24 | 1,376,704.14 | — | — | — | (262,178.47 | ) | — | — | |||||||||||
PORT ADVISORS PRIVATE EQUITY I | 11/30/2012 | 3,571,936.48 | 5,932,582.25 | 3,571,936.48 | 2,360,645.77 | — | — | — | — | — | — | ||||||||||||
GOLDENTREE DISTRESSED DEBT FUN | 11/30/2012 | 11,670,730.99 | 18,634,158.82 | 11,671,730.99 | 6,962,427.83 | — | — | — | — | — | — | ||||||||||||
LEAPFROG INVESTMENTS FINANCIAL | 11/30/2012 | 1,555,881.4 | 2,805,826.76 | 1,555,881.4 | 1,249,945.36 | — | — | — | — | — | — | ||||||||||||
BUFFETS INC | 7/18/2012 | 920,570.56 | 0.07 | 920,570.56 | (920,570.49 | ) | — | — | — | — | — | — | |||||||||||
GUGGENHEIM PARTNERS FUND LTD | 6/1/2014 | 104,786,925 | 104,786,925 | 104,786,925 | — | — | — | — | — | — | — | ||||||||||||
GUGGENHEIM STRATEGY FUND II | 10/2/2014 | 20,066,408.41 | 20,026,229.83 | 20,066,408.41 | (40,178.58 | ) | — | — | — | — | — | — | |||||||||||
GUGGENHEIM STRATEGY FUND I | 10/2/2014 | 25,070,899.49 | 25,000,702.63 | 25,070,899.49 | (70,196.86 | ) | — | — | — | — | — | — | |||||||||||
VINTAGE VI LP | 9/30/2014 | 3,744,616.81 | 3,721,107.96 | 3,744,616.81 | (23,508.85 | ) | — | — | — | — | — | — | |||||||||||
PRUDENTIAL CAPITAL PARTNERS IV | 9/30/2014 | 4,464,446.53 | 4,464,446 | 4,464,446.53 | (0.53 | ) | — | — | — | — | — | — | |||||||||||
CONNING CAPITAL PARTNERS VI | 9/30/2014 | 630,933.01 | 597,737 | 630,933.01 | (33,196.01 | ) | — | — | — | — | — | — | |||||||||||
CENTURY FOCUSED FUND III LP | 9/30/2014 | 7,700,081.15 | 7,700,081.17 | 7,700,081.15 | 0.02 | — | — | — | — | — | — | ||||||||||||
HIGHBRIDGE MEZZANINE PARTNERS | 9/30/2014 | 5,538,994.36 | 5,538,994 | 5,538,994.36 | (0.36 | ) | — | — | — | — | — | — | |||||||||||
CENTURY CAPITAL PARTNERS IV LP | 9/30/2014 | 1,890,325.85 | 1,597,869 | 1,890,325.85 | (292,456.85 | ) | — | — | — | — | — | — | |||||||||||
BANK OF AMERICA CORP | 9/30/2014 | 3,764,000 | 3,658,000 | 3,764,000 | (106,000 | ) | — | — | — | — | — | — | |||||||||||
GOLDMAN SACHS GROUP INC/THE | 9/30/2014 | 2,346,000 | 2,272,800 | 2,346,000 | (73,200 | ) | — | — | — | — | — | ||||||||||||
BANK OF AMERICA CORP | 9/30/2014 | 425,200 | 403,200 | 425,200 | (22,000 | ) | — | — | — | — | — | ||||||||||||
PAULSON PARTNERS ENHANCED LP | 4/1/2012 | 147,347,129.47 | 185,782,147 | 147,347,129.47 | 38,435,017.53 | — | — | — | — | — | — | ||||||||||||
PAULSON PARTNERS ADVANTAGE PLUS LP | 4/1/2012 | 112,969,536.87 | 73,799,842.9 | 112,969,536.87 | (39,169,693.97 | ) | — | — | — | — | — | — | |||||||||||
PAULSON PARTNERS GOLD FUND LP | 4/1/2012 | 125,000,000 | 31,629,089 | 125,000,000 | (93,370,911 | ) | — | — | — | — | — | — | |||||||||||
PAULSON PARTNERS CREDIT OPPORTUNITIES LP | 6/1/2012 | 148,383,375.75 | 163,777,825.6 | 148,383,375.75 | 15,394,449.85 | — | — | — | — | — | — | ||||||||||||
GAIA PAULSON MERGER ARBITRAGE - SCHRODERS | 7/1/2014 | 25,000,000 | 23,337,500 | 25,000,000 | (1,662,500 | ) | — | — | — | — | — | — | |||||||||||
LLOYD'S CANADIAN BLENDED ACCOUNT | 10/1/2013 | 27,973,352 | 28,410,226 | 27,973,352 | 436,874 | — | — | — | — | — | — | ||||||||||||
LLOYD'S OVERSEAS DEPOSITS | 10/1/2013 | 66,608,402 | 66,608,402 | 66,608,402 | — | — | — | — | — | — | — | ||||||||||||
BRIDGE GROWTH PARTNERS (PARALLEL), LP | 7/15/2014 | 15,786,106 | 15,786,106 | 15,786,106 | — | — | — | — | — | — | — | ||||||||||||
PUBLIC PENSION CAPITAL, LLC | 7/21/2014 | 345,895.61 | 345,895.61 | 345,895.61 | — | — | — | — | — | — | — |
GUARDIAN GROWTH EQUITY | 9/4/2009 | 6,182,501.52 | 9,702,122.43 | 6,182,501.52 | 3,519,620.91 | — | — | — | — | — | — | ||||||||||||
MFS MERIDIAN MID CAP GROWTH FUND | 9/4/2009 | 17,203.14 | 36,770.1 | 17,203.14 | 19,566.96 | — | — | — | — | — | — | ||||||||||||
Totals | 879,176,427.52 | 813,011,462.32 | 879,177,427.52 | (65,903,786.73 | ) | (262,178.47 | ) |