Validus 8-K Results of Operations and Financial Condition

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	)