Validus 8-K Results of Operations and Financial Condition

Validus Holdings, Ltd. March 31, 2015 GAAP fixed maturity portfolio in Schedule D format
1	2	Codes			6	7		9	10	CHANGE IN BOOK/ADJUSTED CARRYING VALUE						INTEREST					DATES
		3	4	5			8			11		12		13	14	15	16	17	18	19	20	21
			FOREIGN	BOND	NAIC		GAAP FAIR		GAAP			CURRENT YEAR			TOTAL FX CHG	INTEREST	EFFECTIVE	HOW	ACCRUED	GROSS REC'D
CUSIP	DESCRIPTION	*	CODE	CHAR	DESIG	ACTUAL COST	MARKET VALUE	PAR VALUE	BOOK VALUE	UGL		AMORTIZATION		IMPAIRMENTS	IN B/A. C.V.	RATE	RATE OF	PAID	INTEREST	DURING YEAR	ACQUIRED	MATURITY
00432CCM1	ACCESS GROUP INC ACCSS_05-2 ABS 05-2			2		1,397,863.96	1,427,675.97	1,435,547.07	1,414,199.54	13,476.43		2,541.07		—	—	0.4415	1.8000	F-M-A-N	14953.34	1,592.8	8/13/2012	11/22/2024
46641BAB9	JPMCC_13-C16 SENIOR CMBS 13-C16			2		4,500,916.02	4,530,740.42	4,325,000.00	4,480,551.87	50,188.55		(12,481.46	)	—	—	3.07	3.1260	Monthly	294.69	33,194.37	11/4/2014	12/15/2046
29372EAY4	ENTERPRISE FLEET FINANCING LLC ABS _13-2-A2 144A			2		1,628,402.19	1,631,083.65	1,628,656.92	1,628,543.36	2,540.29		38.70		—	—	1.06	0.7699	Monthly	1794.44	4,772.69	8/13/2013	3/20/2019
25215BAA1	DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP BND 144A					4,986,350	5,034,849.55	5,000,000.00	4,992,894.7	41,954.85		1,121.16		—	—	1.25	1.5534	Apr-Oct	1014.40	15,625	10/18/2013	10/18/2016
742651DB5	PRIVATE EXPORT FUNDING CORPORA SECURED AGENCY BND					1,646,955	1,544,163	1,500,000.00	1,517,211.74	26,951.26		(6,800.72	)	—	—	4.95	0.6274	May-Nov	14.05	18,562.5	2/24/2010	11/15/2015
880591EQ1	TN VLY AUTHORITY SENIOR AGENCY BND					2,552,790.6	2,612,657.54	2,565,000.00	2,556,335.19	56,322.35		583.71		—	—	1.75	3.5452	Apr-Oct	14323.26	11,221.87	9/27/2013	10/15/2018
912828A34	UNITED STATES TREASURY GOVT BND					986,480	1,004,850.01	1,000,000.00	988,067.81	16,782.2		780.97		—	—	1.25	3.6712	May-Nov	2203.92	3,090.66	9/30/2014	11/30/2018
912828G46	UNITED STATES TREASURY GOVT BND					699,371.09	700,259.02	700,000.00	699,470.31	788.71		240.41		—	—	0.5	1.6712	May-Nov	0.00	2,655.91	12/8/2014	11/30/2016
912828QF0	UNITED STATES TREASURY GOVT BND					6,376,573.28	6,209,373	6,100,000.00	6,201,607.05	7,765.95		(29,529.18	)	—	—	2	1.0849	Apr-Oct	43171.88	38,453.04	2/6/2013	4/30/2016
912828QX1	UNITED STATES TREASURY GOVT BND					48,068,137.57	47,583,333	46,900,000.00	47,220,132.59	363,200.41		(65,407.35	)	—	—	1.5	1.3370	Jan-Jul	52074.41	194,333.19		7/31/2016
912828RF9	UNITED STATES TREASURY GOVT BND					58,049,575.19	58,019,609.15	57,550,000.00	57,831,347.4	188,261.75		(38,026.16	)	—	—	1	1.4219	Feb-Aug	41809.31	123,846.2	9/22/2011	8/31/2016
912828RH5	UNITED STATES TREASURY GOVT BND					9,186,523.44	9,296,047.91	9,200,000.00	9,186,469.31	109,578.6		945.03		—	—	1.375	3.5041	Mar-Sep	2059.08	31,275.57		9/30/2018
912828RM4	UNITED STATES TREASURY GOVT BND					20,654,595.78	20,776,746.76	20,600,000.00	20,618,633.07	158,113.69		(2,907.27	)	—	—	1	1.5890	Apr-Oct	354.29	51,215.48		10/31/2016
912828RP7	UNITED STATES TREASURY GOVT BND					4,029,080	4,093,760.08	4,000,000.00	4,025,604.98	68,155.1		(1,724.51	)	—	—	1.75	3.5890	Apr-Oct	19301.56	17,403.33	9/30/2014	10/31/2018
912828RU6	UNITED STATES TREASURY GOVT BND					28,754,693.63	28,737,002.22	28,550,000.00	28,674,415.34	62,586.88		(18,388.95	)	—	—	0.875	1.6712	May-Nov	39811.02	61,766.82		11/30/2016
912828SC5	UNITED STATES TREASURY GOVT BND					2,405,806.47	2,415,311.83	2,400,000.00	2,402,876.78	12,435.05		(384.77	)	—	—	0.875	1.8411	Jan-Jul	4950.28	5,192.63	2/14/2012	1/31/2017
912828SJ0	UNITED STATES TREASURY GOVT BND					3,003,642.86	3,018,780.21	3,000,000.00	3,002,054.23	16,725.98		(262.96	)	—	—	0.875	1.9178	Feb-Aug	97.22	6,488.41	9/30/2013	2/28/2017
912828SM3	UNITED STATES TREASURY GOVT BND					29,364,216.48	29,449,952.89	29,200,000.00	29,341,625.78	108,327.11		(17,331.25	)	—	—	1	2.0027	Mar-Sep	42069.57	72,193.41	11/26/2014	3/31/2017
912828SS0	UNITED STATES TREASURY GOVT BOND					11,585,839.31	11,566,469.43	11,500,000.00	11,543,575.86	22,893.57		(5,165.20	)	—	—	0.875	2.0849	Apr-Oct	4611.12	25,017.26	3/15/2013	4/30/2017
912828SY7	UNITED STATES TREASURY GOVT BND					16,601,962	16,753,183.34	16,750,000.00	16,637,534.38	115,648.96		12,706.31		—	—	0.625	2.1699	May-Nov	39891.34	25,884.27		5/31/2017
912828TB6	UNITED STATES TREASURY GOVT BND					905,440.52	901,953.09	900,000.00	902,485.47	(532.38	)	(272.91	)	—	—	0.75	2.2521	Jun-Dec	3429.13	1,678.17		6/30/2017
912828TC4	UNITED STATES TREASURY GOVT BND					2,896,890	2,969,580	3,000,000.00	2,907,399.81	62,180.19		5,220.37		—	—	1	4.2521	Jun-Dec	12076.31	7,458.56	9/30/2014	6/30/2019

912828TD2	UNITED STATES TREASURY GOVT BND		1,997,194.2	2,001,040	2,000,000.00	1,999,652.05	1,387.95		297.42		—	—	0.25	0.2904	Jan-Jul	8695.65	1,239.94	3/12/2013	7/15/2015
912828TG5	UNITED STATES TREASURY GOVT BND		9,143,093.31	9,165,408.09	9,200,000.00	9,154,284.28	11,123.81		3,722.72		—	—	0.5	2.3370	Jan-Jul	34735.25	9,043.71	7/31/2012	7/31/2017
912828TH3	UNITED STATES TREASURY GOVT BND		2,786,270.5	2,853,136.09	2,900,000.00	2,797,289.6	55,846.49		7,175.06		—	—	0.875	4.3370	Jan-Jul	8226.38	7,978.75	10/6/2014	7/31/2019
912828TM2	UNITED STATES TREASURY GOVT BND		3,170,604.48	3,193,951.9	3,200,000.00	3,181,508.66	12,443.24		4,958.96		—	—	0.625	2.4219	Feb-Aug	3299.59	8,763.24	12/26/2012	8/31/2017
912828TR1	UNITED STATES TREASURY GOVT BND		4,858,797.47	4,931,499.85	5,000,000.00	4,868,621.08	62,878.77		14,706.84		—	—	1	4.5041	Mar-Sep	3256.26	26,116.01	11/25/2014	9/30/2019
912828TS9	UNITED STATES TREASURY GOVT BND		16,513,820.87	16,655,912	16,700,000.00	16,567,374.85	88,537.15		14,923.62		—	—	0.625	2.5041	Mar-Sep	2880.55	28,695.03	10/22/2013	9/30/2017
912828TW0	UNITED STATES TREASURY GOVT BND		16,793,663.04	16,995,579.83	17,000,000.00	16,828,286.96	167,292.87		16,271.78		—	—	0.75	2.5890	Apr-Oct	16006.42	31,698.9	9/30/2014	10/31/2017
912828UA6	UNITED STATES TREASURY GOVT BND		20,647,856.64	20,808,667.84	20,900,000.00	20,675,914.09	132,753.75		20,495.20		—	—	0.625	2.6712	May-Nov	22834.63	32,297.38	11/17/2014	11/30/2017
912828UB4	UNITED STATES TREASURY GOVT BND		2,875,320	2,954,130.03	3,000,000.00	2,886,943.05	67,186.98		5,730.78		—	—	1	4.6712	May-Nov	33184.98	7,417.58	9/30/2014	11/30/2019
912828UE8	UNITED STATES TREASURY GOVT BND		17,627,414.71	17,684,914.75	17,720,000.00	17,632,713	52,201.75		3,717.23		—	—	0.75	2.7562	Jun-Dec	30346.36	25,613.95		12/31/2017
912828UR9	UNITED STATES TREASURY GOVT BND		66,710,467.21	66,895,716.97	67,130,000.00	66,775,039.38	120,677.59		25,592.85		—	—	0.75	2.9178	Feb-Aug	42508.69	90,959.67	5/19/2014	2/28/2018
912828UU2	UNITED STATES TREASURY GOVT BND		4,739,810.4	4,777,776.15	4,800,000.00	4,746,319.94	31,456.21		3,158.98		—	—	0.75	3.0027	Mar-Sep	19298.50	5,047.54		3/31/2018
912828UZ1	UNITED STATES TREASURY GOVT BND		13,869,843.75	13,869,800	14,000,000.00	13,918,551.63	(48,751.63	)	7,183.23		—	—	0.625	3.0849	Apr-Oct	5142.20	24,102.21	5/15/2013	4/30/2018
912828VG2	UNITED STATES TREASURY GOVT BND		2,851,625.89	2,854,930.5	2,850,000.00	2,851,054.6	3,875.9		(240.00	)	—	—	0.5	1.2110	Jun-Dec	1270.89	4,124.45		6/15/2016
912828VQ0	UNITED STATES TREASURY GOVT BND		11,356,226.91	11,457,203.82	11,325,600.00	11,349,816.01	107,387.81		(1,415.14	)	—	—	1.375	3.3370	Jan-Jul	22552.61	43,939.55		7/31/2018
912828VW7	UNITED STATES TREASURY GOVT BND		3,022,265.4	3,019,020.09	3,000,000.00	3,011,033.25	7,986.84		(1,870.29	)	—	—	0.875	1.4630	Mar-Sep	755.03	6,506.15	10/4/2013	9/15/2016
912828WA4	UNITED STATES TREASURY GOVT BND		40,006,317.2	40,103,601.2	40,000,000.00	40,005,397.14	98,204.06		(828.05	)	—	—	0.625	1.5452	Apr-Oct	3375.00	61,813.19	12/22/2014	10/15/2016
912828WB2	UNITED STATES TREASURY GOVT BND		3,543,091.17	3,547,666.62	3,546,000.00	3,545,146.41	2,520.21		365.36		—	—	0.25	0.5863	Apr-Oct	29.63	2,204.01	11/7/2013	10/31/2015
912828WD8	UNITED STATES TREASURY GOVT BND		5,059,177.24	5,127,284.8	5,100,000.00	5,070,295.24	56,989.56		2,006.42		—	—	1.25	3.5890	Apr-Oct	794.00	15,849.45	11/12/2013	10/31/2018
912828WF3	UNITED STATES TREASURY GOVT BND		16,966,049.34	16,992,376.36	16,950,000.00	16,963,027.55	29,348.81		(2,159.73	)	—	—	0.625	1.6301	May-Nov	66972.50	28,448.73	11/17/2014	11/15/2016
29372EAZ1	ENTERPRISE FLEET FINANCING LLC AB_13-2-A3 144A	2	299,978.79	301,724.99	300,000.00	299,987.98	1,737.01		3.56		—	—	1.51	1.6438	Monthly	1183.05	1,132.5	8/13/2013	3/20/2019
20772G2G2	CONNECTICUT (STATE OF) MUNI BND GO		3,410,100	3,340,710	3,000,000.00	3,350,193.34	(9,483.34	)	(29,620.09	)	—	—	5	2.8822	Feb-Aug	2315.89	37,500	9/30/2014	2/15/2018
20772JKM3	CONNECTICUT (STATE OF) MUNITAX BND GO		2,273,043.5	2,306,668	2,275,000.00	2,273,208.15	33,459.85		97.49		—	—	1.896	4.5452	Apr-Oct	8742.83	10,783.5	10/31/2014	10/15/2019
20772JQK1	CONNECTICUT (STATE OF) MUNITAX BND GO		2,556,975	2,583,875	2,500,000.00	2,549,698.06	34,176.94		(3,526.14	)	—	—	2.172	3.3781	Feb-Aug	4454.67	13,575	9/26/2014	8/15/2018
574192L81	MARYLAND ST MUNI BND GO	1	1,096,404.5	1,072,759	950,000.00	1,077,309.27	(4,550.27	)	(9,463.11	)	—	—	5	3.2932	Jan-Jul	8057.50	11,875	9/30/2014	7/15/2023
5946103D7	MICHIGAN STATE OF MUNI BND GO	1	2,308,400	2,289,920	2,000,000.00	2,271,337.17	18,582.83		(18,335.39	)	—	—	5.25	3.5918	May-Nov	23518.75	26,250	9/30/2014	11/1/2022
67756BXS4	OHIO ST MUNI BND REV	1	2,905,950	2,863,125	2,500,000.00	2,858,400.42	4,724.58		(27,356.17	)	—	—	5.5	3.6740	Jun-Dec	1110.69	40,104.16	9/30/2014	12/1/2024

939720LL0	WASHINGTON STATE MUNITAX BND REV		587,188.8	603,904.95	605,000.00	588,992.82	14,912.13		895.23		—	—	1.45	4.2548	Jan-Jul	0.00	2,193.13	9/30/2014	7/1/2019
977100AU0	WISCONSIN ST MUNITAX BND REV		2,243,300	2,212,320	2,000,000.00	2,215,269.53	(2,949.53	)	(16,931.16	)	—	—	5.05	3.0877	May-Nov	1844.24	25,250	11/3/2014	5/1/2018
34530DAC3	FORDO_13-C ABS 13-C A3	2	3,116,063.09	3,119,861.05	3,116,588.54	3,116,404.9	3,456.15		66.14		—	—	0.82	0.7562	Monthly	6638.89	6,974.96	7/30/2013	12/15/2017
39153VBJ2	GALC_13-1 ABS 13-1 144A	2	1,081,358.89	1,081,794.8	1,081,448.76	1,081,432.28	362.52		20.48		—	—	0.78	0.2493	Monthly	3100.00	2,531.95	2/13/2013	6/15/2016
47787BAD7	JDOT_12-A ABS 12-A	2	1,718,038.73	1,719,760.47	1,718,420.05	1,718,355.78	1,404.69		46.02		—	—	0.99	0.5041	Monthly	20947.80	5,145.1	3/1/2012	6/15/2018
58768WAC3	MBART_13-1 ABS 13-1	2	2,401,636.93	2,405,640.18	2,401,725.31	2,401,689.24	3,950.94		15.50		—	—	0.78	0.7123	Monthly	4403.72	4,996.97	7/31/2013	8/15/2017
65475UAC6	NAROT_12-A ABS 12-A	2	283,911.18	284,028.68	283,949.17	283,947.47	81.21		12.18		—	—	0.73	0.1233	Monthly	2210.16	809.2	2/22/2012	5/16/2016
784423AF2	SLCLT_04-1 ABS 04-1	2	983,750	989,971	1,000,000.00	989,589.77	381.23		777.70		—	—	0.4171	3.2959	F-M-A-N	39280.00	1,011.49	5/23/2013	5/15/2023
170016XW4	CHIPPEWA VALLEY MICH SCHS MUNI BND GO	1	6,265,211	6,367,725.5	5,450,000.00	6,223,074.52	144,650.98		(20,920.04	)	—	—	5	8.0904	May-Nov	4050.96	68,125	9/30/2014	5/1/2027
180848DS9	CLARK CNTY NEV ARPT REV MUNITAX BND GO	1	4,625,530	4,667,054.2	3,910,000.00	4,558,026.8	109,027.4		(33,424.51	)	—	—	5.86	4.5918	May-Nov	1750.00	57,281.5	9/30/2014	11/1/2020
251093B58	DETROIT MICH MUNITAX BND GO	1	1,792,239.93	1,898,090.13	1,976,292.00	1,806,308.89	91,781.24		6,917.09		—	—	4.96	5.0082	Apr-Oct	123.69	24,506.02	9/30/2014	4/1/2020
25476FDH8	DISTRICT OF COLUMBIA MUNI BND GO	1	2,218,300	2,184,320	2,000,000.00	2,177,637.86	6,682.14		(35,669.60	)	—	—	5	2.1726	Jun-Dec	98.59	44,722.22	9/30/2014	6/1/2022
25476FHE1	DISTRICT OF COLUMBIA MUNI BND GO		5,731,050	5,633,200	5,000,000.00	5,632,545.29	654.71		(48,613.92	)	—	—	5	3.1726	Jun-Dec	2083.33	62,500	9/30/2014	6/1/2018
295407YA2	ERIE PA MUNITAX BND GO		3,129,047	3,205,152	3,100,000.00	3,116,398.12	88,753.88		(6,410.48	)	—	—	6.65	0.6274	May-Nov	2943.25	51,537.5	9/30/2014	11/15/2015
300569GY0	EWING TWP N J SCH DIST MUNITAX BND GO		1,477,604.7	1,497,177	1,485,000.00	1,478,506.17	18,670.83		443.19		—	—	1.596	3.5068	Apr-Oct	473.99	5,925.15	9/30/2014	10/1/2018
4252005H1	HENDERSON NEV MUNI BND GO	1	2,787,406	2,803,962.7	2,410,000.00	2,720,250.73	83,711.97		(33,059.60	)	—	—	5	2.3397	Jun-Dec	1160.00	30,125	9/30/2014	6/1/2028
438670Q20	HONOLULU HAWAII CITY & CNTY MUNITAX BND GO		1,500,000	1,507,410	1,500,000.00	1,500,000	7,410		—		—	—	1.259	2.5918	May-Nov	5384.42	4,721.25	11/20/2012	11/1/2017
438670QB0	HONOLULU HAWAII CITY & CNTY MUNI BND GO	1	724,262.5	713,050	650,000.00	710,856.72	2,193.28		(6,661.31	)	—	—	5	2.2548	Jan-Jul	7708.33	8,125	9/30/2014	7/1/2024
473240EC9	JEFFERSON CNTY MO SCH DIST NO MUNITAX BND GO		312,726	310,590	300,000.00	310,107.69	482.31		(1,285.68	)	—	—	3	1.9205	Mar-Sep	2954.24	2,250	9/30/2014	3/1/2017
476576HQ9	JERSEY CITY N J MUNITAX BND GO		2,225,000	2,263,359	2,225,000.00	2,225,000	38,359		—		—	—	2.525	4.4247	Mar-Sep	165.22	14,045.31	12/10/2014	9/1/2019
496026KV6	KINGS LOC SCH DIST OHIO MUNITAX BND GO		1,250,394.5	1,264,805.55	1,165,000.00	1,240,480.98	24,324.57		(4,906.10	)	—	—	3.75	3.6740	Jun-Dec	64277.78	10,921.87	9/30/2014	12/1/2018
499512S77	KNOX CNTY TENN MUNITAX BND GO	1	1,236,862	1,214,610.1	1,210,000.00	1,213,801.37	808.73		(11,404.11	)	—	—	4.85	0.0849	May-Nov	2109.83	14,671.25	9/30/2014	5/1/2016
570850KA4	MARLBORO TWP N J BRD ED MUNITAX BND GO		1,492,545	1,507,905	1,500,000.00	1,493,515.6	14,389.4		477.22		—	—	1.526	3.2932	Jan-Jul	6598.13	5,722.5	9/30/2014	7/15/2018
584853LJ2	MEDINA OHIO CITY SCH DIST MUNITAX BND GO		1,391,684.45	1,389,782.55	1,235,000.00	1,373,456.57	16,325.98		(9,014.30	)	—	—	5	3.6740	Jun-Dec	3790.22	15,437.5	9/30/2014	12/1/2018
602245ZF2	MILWAUKEE CNTY WIS ARPT REV MUNITAX BND GO		2,044,940	2,056,980	2,000,000.00	2,039,696.12	17,283.88		(2,597.24	)	—	—	2.126	3.6740	Jun-Dec	11500.00	10,630	9/30/2014	12/1/2018
64966F5S9	NEW YORK NY MUNI BND GO	1	25,115.5	25,115.75	25,000.00	25,047.78	67.97		(34.26	)	—	—	5.75	0.3370	Feb-Aug	3333.33	359.37	9/30/2014	8/1/2016
64966HMQ0	NEW YORK N Y MUNI BND GO		2,059,520	2,030,320	2,000,000.00	2,029,708.95	611.05		(20,931.88	)	—	—	3.397	0.5041	Apr-Oct	2627.32	24,345.17	9/30/2014	10/1/2015

64966KEB5	NEW YORK NY MUNI BND GO	1	5,804,500	5,814,550	5,000,000.00	5,761,552.12	52,997.88		(21,386.40	)	—	—	5	7.8466	Feb-Aug	4800.00	62,500	9/30/2014	8/1/2028
6824544G5	ONEIDA CNTY N Y MUNITAX BND GO		1,532,874	1,558,704	1,400,000.00	1,522,600.33	36,103.67		(5,127.94	)	—	—	5.387	5.3425	Feb-Aug	1215.16	18,854.5	9/30/2014	8/1/2020
73723RSH7	CITY OF PORTSMOUTH VA MUNITAX BND GO		2,250,000	2,273,310	2,250,000.00	2,250,000	23,310		—		—	—	1.418	1.8438	Feb-Aug	236.81	7,976.25	6/27/2013	2/1/2017
76541VKB2	RICHMOND VA MUNITAX BND GO		1,500,000	1,514,220	1,500,000.00	1,500,000	14,220		—		—	—	1.207	1.2932	Jan-Jul	38529.64	4,526.25	6/28/2012	7/15/2016
76541VKC0	RICHMOND VA MUNITAX BND GO		5,000,000	5,070,250	5,000,000.00	5,000,000	70,250		—		—	—	1.507	2.2932	Jan-Jul	23489.80	18,837.49	6/28/2012	7/15/2017
802385MG6	SANTA MONICA CALIF CMNTY COLLE MUNITAX BND GO		3,421,699.2	3,461,878.4	3,440,000.00	3,424,034.95	37,843.45		1,150.54		—	—	1.864	3.3397	Feb-Aug	12699.65	16,030.4	9/30/2014	8/1/2018
826239EQ4	SIERRA CALIF JT CMNTY COLLEGE MUNI BND GO	1	1,366,855.5	1,375,066.5	1,150,000.00	1,355,902.81	19,163.69		(5,450.30	)	—	—	5	8.3425	Feb-Aug	99.23	14,375	9/30/2014	8/1/2027
8628113T1	STRATFORD REC CO LLC MUNITAX BND GO		782,955	788,430	750,000.00	778,841.38	9,588.62		(2,037.27	)	—	—	2.989	3.3781	Feb-Aug	8689.24	5,604.38	9/30/2014	8/15/2018
898711Q33	TUCSON ARIZ CTFS PARTN MUNITAX BND GO		506,550	507,815	500,000.00	505,382.23	2,432.77		(583.58	)	—	—	2.139	2.2548	Jan-Jul	294.66	2,673.75	9/30/2014	7/1/2017
8987968N0	TUCSON ARIZ CTFS PARTN MUNITAX BND REV		2,350,846	2,372,395.5	2,350,000.00	2,350,749.38	21,646.12		(55.96	)	—	—	1.48	3.2548	Jan-Jul	207.02	8,695	9/30/2014	7/1/2018
932117JZ8	WALL TWP N J SCH DIST MUNITAX BND GO		382,363.6	381,922.8	380,000.00	381,710.03	212.77		(325.28	)	—	—	1.866	1.2932	Jan-Jul	2994.23	1,772.7	9/30/2014	7/15/2016
932117KA1	WALL TWP N J SCH DIST MUNITAX BND GO		391,778.4	393,474.9	390,000.00	391,469.54	2,005.36		(155.04	)	—	—	2.116	2.2932	Jan-Jul	77.02	2,063.1	9/30/2014	7/15/2017
960895VY3	WESTMORELAND CNTY PA MUNITAX BND GO		244,617.8	245,926.1	245,000.00	244,678.42	1,247.68		29.19		—	—	1.442	2.6740	Jun-Dec	446.59	883.22	9/30/2014	12/1/2017
960895VZ0	WESTMORELAND CNTY PA MUNITAX BND GO		575,742.8	583,433.6	580,000.00	576,243.1	7,190.5		244.59		—	—	1.642	3.6740	Jun-Dec	944.44	2,380.9	9/30/2014	12/1/2018
9698714J8	WILLIAMSON CNTY TENN MUNITAX BND GO		418,676	420,816	400,000.00	416,058.07	4,757.93		(1,287.52	)	—	—	2.95	3.0055	Apr-Oct	191.37	2,950	9/30/2014	4/1/2018
988505EC3	YUMA & LA PAZ CNTYS ARIZ CMNTY MUNI BND GO	1	1,036,470	1,012,040	1,000,000.00	1,012,181.82	(141.82	)	(12,047.96	)	—	—	5	0.2521	Jan-Jul	1439.90	12,500	9/30/2014	7/1/2024
78446VAA7	SLMA_12-A ABS 12-A 144A	2	936,962.27	943,832.28	935,070.70	936,410.56	7,421.72		(320.61	)	—	—	1.5745	1.1589	Monthly	613.08	7,256.23	2/9/2012	8/15/2025
06052YAD1	BANK OF AMERICA AUTO TRUST BAA ABS 12-1	2	2,914,881.96	2,921,198.61	2,915,775.36	2,915,648.15	5,550.46		77.74		—	—	1.03	0.3753	Monthly	1767.15	8,373.1	4/18/2012	12/15/2016
76117QAC6	RESIDENTIAL REINSURANCE 2014 L SENIOR CORP BND 144A		500,000	496,800	500,000.00	500,000	(3,200	)	—		—	—	4.81014	3.6877	M-J-S-D	1582.00	7,882.38	12/3/2014	12/6/2018
78447RAA5	SLMA_13-A ABS 13-A 144A	2	426,303.1	427,212.24	426,836.64	426,493.28	718.96		72.42		—	—	0.7745	1.2247	Monthly	3158.41	861.35	11/26/2013	8/15/2022
36179MEL0	GNMA POOL # MA0139	2	3,361,774.32	3,339,825.63	3,172,888.30	3,343,009.3	(3,183.67	)	(10,314.47	)	—	—	3	6.6658	Monthly	15.20	24,222.33	6/22/2012	6/20/2027
36179MK82	GNMA POOL # MA0319	2	156,216.54	151,580.36	142,196.81	155,853.02	(4,272.66	)	(774.98	)	—	—	4	16.4356	Monthly	2576.39	1,450.84	10/18/2012	8/20/2042
36179MNJ5	GNMA POOL # MA0393	2	1,918,862.77	1,865,430.56	1,749,951.42	1,915,038.3	(49,607.74	)	(7,930.49	)	—	—	4	16.4877	Monthly	7006.89	17,809.29	10/23/2012	9/20/2042
36179MQN3	GNMA POOL # MA0461	2	1,726,493.22	1,679,948.12	1,622,072.32	1,723,579.68	(43,631.56	)	(2,508.46	)	—	—	3	15.9918	Monthly	19276.35	12,295.42	11/20/2012	10/20/2042
36201YER3	GNMA POOL # 606844	2	677,519.39	733,296.89	646,579.55	675,039.95	58,256.94		(1,861.24	)	—	—	5	10.8384	Monthly	7801.26	8,312.5	4/28/2010	9/15/2033
36202E4Z9	GNMA GNMA II 30YR SF - JUMBO-CONFOR	2	268,798.28	263,996.71	250,606.73	268,729.64	(4,732.93	)	(122.48	)	—	—	4.5	14.5233	Monthly	3824.44	2,824.73	9/30/2014	5/20/2039
36202EVH9	GNMA GNMA II 30YR SF - JUMBO-CONFOR	2	88,469.59	86,838.15	79,857.00	88,441.66	(1,603.51	)	(284.63	)	—	—	6	14.6164	Monthly	974.70	1,210.77	9/30/2014	8/20/2038

36202FZV1	GNMA POOL # 005256	2	2,963,516.7	2,939,015.89	2,763,991.10	2,942,042.3	(3,026.41	)	(10,044.75	)	—	—	3.5	6.3863	Monthly	5817.52	25,685.47	1/23/2012	12/20/2026
36202KME2	GNMA POOL # 008457	2	296,204.41	298,322.28	292,096.80	295,065.16	3,257.12		(182.56	)	—	—	1.625	4.8575	Monthly	4121.81	1,202.76	3/23/2009	7/20/2024
36204J4C7	GNMA POOL # 371719	2	159,039.2	166,745.83	149,683.95	156,119.27	10,626.56		(243.71	)	—	—	6.5	5.0630	Monthly	634.68	2,450.98	9/16/2008	4/15/2024
36204SV60	GNMA POOL # 378737	2	139,707.13	145,731.42	131,489.05	137,147.27	8,584.15		(263.13	)	—	—	6.5	4.9123	Monthly	27286.46	2,155.58	9/16/2008	1/15/2024
36205BKY7	GNMA POOL # 385611	2	246,715.84	258,671.04	232,203.13	242,161.77	16,509.27		(453.98	)	—	—	6.5	5.0630	Monthly	17437.50	3,807.97	9/16/2008	4/15/2024
3620A2KC9	GNMA POOL # 716791	2	737,513.05	746,805.73	697,618.00	730,492.68	16,313.05		(1,995.63	)	—	—	5	4.9589	Monthly	3128.00	8,789.58	9/30/2009	4/15/2024
3620A5FJ3	GNMA POOL # 719369	2	453,014.32	454,480.99	424,431.51	448,681.75	5,799.24		(521.04	)	—	—	4.5	5.5096	Monthly	0.00	4,807.01	9/20/2010	4/15/2025
3620A6AC1	GNMA POOL # 720103	2	480,081.68	533,658.48	471,824.75	479,418.6	54,239.88		(189.35	)	—	—	4.5	14.3315	Monthly	18654.17	5,383.76	6/18/2009	6/15/2039
3620A6DZ7	GNMA POOL # 720220	2	874,283.38	891,094.27	832,403.09	865,796.65	25,297.62		(906.57	)	—	—	5	5.1068	Monthly	131141.39	10,485.97	7/30/2009	7/15/2024
3620ADCM2	GNMA POOL # 726476	2	4,105,846.27	4,176,555.11	3,897,569.89	4,065,874.63	110,680.48		(13,519.74	)	—	—	4.5	5.2630	Monthly	26361.82	44,874.87	12/17/2009	11/15/2024
3620ASPY9	GNMA POOL # 738539	2	3,004,007.27	3,002,851.27	2,796,457.62	2,998,757.82	4,093.45		(8,621.16	)	—	—	4	15.7534	Monthly	10201.06	28,538.27	10/20/2011	7/15/2041
36210B4N2	GNMA POOL # 487829	2	201,250.99	208,363.65	194,445.39	199,686.98	8,676.67		(151.60	)	—	—	4.5	4.9260	Monthly	6058.59	2,205.38	4/16/2009	4/15/2024
36210B4Q5	GNMA POOL # 487831	2	71,095.8	71,991.6	67,249.93	70,417.16	1,574.44		(496.43	)	—	—	5	4.9589	Monthly	18362.50	846.82	9/30/2009	4/15/2024
36210B4R3	GNMA POOL # 487832	2	188,484.83	193,085.67	180,368.24	186,873.92	6,211.75		(1,579.37	)	—	—	5	4.9589	Monthly	213.33	2,316.67	4/16/2009	4/15/2024
36210BZH1	GNMA POOL # 487744	2	370,142.08	374,805.89	350,119.61	366,717.07	8,088.82		(543.08	)	—	—	5	4.9151	Monthly	1139.14	4,410.47	9/30/2009	3/15/2024
36210BZJ7	GNMA POOL # 487745	2	235,385.24	238,351.12	222,652.32	233,113.11	5,238.01		(510.68	)	—	—	5	4.9151	Monthly	9097.22	2,804.89	9/30/2009	3/15/2024
36211V6Q8	GNMA POOL # 524779	2	166,742.99	170,940.95	159,682.07	165,296.41	5,644.54		(180.46	)	—	—	5	4.8164	Monthly	29250.00	2,014.09	4/16/2009	1/15/2024
36225BPY8	GNMA POOL # 781339	2	182,034.88	188,822.28	164,924.00	179,693.7	9,128.58		(925.79	)	—	—	8	10.1562	Monthly	70525.00	3,356.31	3/20/2008	9/15/2031
36225C6Y7	GNMA POOL # 080886	2	6,172,945.97	6,191,966.58	6,022,386.30	6,162,401.27	29,565.31		(4,035.75	)	—	—	1.625	10.1068	Monthly	1586.64	24,659.22	3/23/2011	4/20/2034
36225CD29	GNMA POOL # 080120	2	281,712.07	288,108.33	278,836.56	281,150.17	6,958.16		(101.15	)	—	—	1.625	6.5781	Monthly	0.00	1,145.81	3/23/2009	10/20/2027
36225DAS3	GNMA POOL # 080916	2	214,479.65	224,405.44	215,523.59	214,562	9,843.44		35.45		—	—	1.625	10.1534	Monthly	2875.00	884.82	4/22/2008	5/20/2034
36225DJA3	GNMA POOL # 081156	2	576,724.43	594,824.24	575,106.98	576,517.53	18,306.71		(81.37	)	—	—	1.625	10.4329	Monthly	659.10	2,384.06	3/23/2009	11/20/2034
36225DJZ8	GNMA POOL # 081179	2	560,366.75	567,411.78	558,795.16	560,176.26	7,235.52		(67.40	)	—	—	1.625	10.4795	Monthly	1580.90	2,298.21	3/23/2009	12/20/2034
36225DLE2	GNMA POOL # 081224	2	328,971.19	343,609.5	330,520.51	329,095.64	14,513.86		42.23		—	—	1.625	10.5233	Monthly	306.77	1,353.51	3/23/2009	1/20/2035
36225EVZ2	GNMA POOL # 082431	2	1,623,342.81	1,652,545.15	1,603,301.54	1,619,814.84	32,730.31		(987.04	)	—	—	1.625	13.2795	Monthly	1996.33	6,615.88	12/22/2009	12/20/2039
36225EWE8	GNMA POOL # 082444	2	206,536.5	207,816.44	202,238.92	206,279.66	1,536.78		(25.35	)	—	—	2.75	13.8466	Monthly	435.56	1,393.66	12/22/2009	12/20/2039
36241KBP2	GNMA POOL # 781846	2	2,559,952.42	2,914,469.27	2,479,372.80	2,555,972.7	358,496.57		(3,904.43	)	—	—	6.5	11.9425	Monthly	9916.10	40,920.03	9/22/2008	9/15/2034

36241KEC8	GNMA POOL # 781931	2	1,708,966.61	1,922,337.41	1,655,173.44	1,706,464.2	215,873.21	(2,290.18	)	—	—	6.5	12.4219	Monthly	12937.76	27,240.25	9/22/2008	5/15/2035
36241KEH7	GNMA POOL # 781936	2	952,033.07	1,021,378.6	920,811.82	949,526.32	71,852.28	(2,615.26	)	—	—	4.5	11.8548	Monthly	4344.19	10,688.44	6/21/2010	6/15/2035
36241KGU6	GNMA POOL # 782011	2	89,677.46	99,069.35	87,757.72	89,514.86	9,554.49	(90.25	)	—	—	5	12.3507	Monthly	121.33	1,117.84	8/20/2009	12/15/2035
36241KKB3	GNMA POOL # 782090	2	1,979,372.22	2,208,904.52	1,904,387.00	1,971,531.82	237,372.7	(3,441.87	)	—	—	6.5	13.1479	Monthly	22202.73	31,474.76	12/5/2007	5/15/2036
36241LHQ2	GNMA POOL # 782939	2	3,084,791.01	3,312,442.13	2,943,919.83	3,075,192.67	237,249.46	(4,870.20	)	—	—	5	12.8685	Monthly	2845.28	37,183.68	4/28/2010	9/15/2036
36241LN36	GNMA POOL # 783110	2	646,970.24	680,633.04	597,490.54	643,848.73	36,784.31	(1,892.85	)	—	—	5.5	12.5781	Monthly	11026.48	8,307.87	9/30/2010	4/15/2036
36290SJB8	GNMA POOL # 615958	2	3,686,132.98	3,989,597.76	3,517,800.71	3,670,613.86	318,983.9	(15,559.71	)	—	—	5	10.8384	Monthly	15685.11	45,995.18	4/28/2010	9/15/2033
36292DWW8	GNMA POOL # 646061	2	103,226.57	113,465.74	98,988.63	102,938.61	10,527.13	(25.98	)	—	—	6.5	14.2521	Monthly	831.53	1,611.64	2/5/2008	11/15/2037
36295KAT0	GNMA POOL # 672418	2	62,507.38	68,707.55	59,941.15	62,347.36	6,360.19	(12.60	)	—	—	6.5	14.3151	Monthly	13916.92	975.62	2/5/2008	12/15/2037
36295P4L3	GNMA POOL # 676827	2	251,065.85	256,195.11	240,290.32	248,801.06	7,394.05	(259.66	)	—	—	5	4.4301	Monthly	7919.12	3,028.23	4/16/2009	5/15/2023
36295PZJ4	GNMA POOL # 676745	2	84,544.03	86,322.91	80,963.92	83,677.04	2,645.87	(98.51	)	—	—	5	4.3315	Monthly	8177.08	1,022.05	4/16/2009	3/15/2023
36295QJE1	GNMA POOL # 677161	2	265,641	269,877.47	253,123.26	262,915.77	6,961.7	(367.09	)	—	—	5	4.5726	Monthly	4031.25	3,196.1	4/30/2009	8/15/2023
36295TVQ4	GNMA POOL # 680223	2	21,891.31	24,062.75	20,992.58	21,842.96	2,219.79	(10.93	)	—	—	6.5	14.3781	Monthly	3101.07	342.48	2/5/2008	1/15/2038
36296DR67	GNMA POOL # 688209	2	20,796.21	21,123.16	19,811.82	20,521.5	601.66	(43.62	)	—	—	5	4.5260	Monthly	154.13	251.42	7/30/2009	7/15/2023
36296E5H5	GNMA POOL # 689448	2	168,110.53	171,647.73	160,991.70	166,713.6	4,934.13	(147.74	)	—	—	5	4.5260	Monthly	0.00	2,031.53	4/16/2009	7/15/2023
36296TPY3	GNMA POOL # 700739	2	224,541.06	227,782.72	212,661.91	222,083.39	5,699.33	(1,074.57	)	—	—	5.5	4.7014	Monthly	1434.54	2,948.41	6/5/2009	10/15/2023
36296U3C2	GNMA POOL # 701995	2	68,548.8	69,991.12	65,646.02	67,931.76	2,059.36	(69.84	)	—	—	5	4.8164	Monthly	88642.50	827.16	4/16/2009	1/15/2024
36296UC73	GNMA POOL # 701294	2	179,332.72	183,655.25	171,558.95	177,856.03	5,799.22	(91.96	)	—	—	5	4.8164	Monthly	686.11	2,164.01	4/16/2009	1/15/2024
36296URS1	GNMA POOL # 701697	2	243,371.78	246,438.27	230,206.82	240,699.07	5,739.2	(593.34	)	—	—	5	4.8658	Monthly	3121.00	2,923.93	9/30/2009	2/15/2024
36296UUL2	GNMA POOL # 701787	2	210,638.04	217,568.87	203,238.88	209,078.71	8,490.16	(179.79	)	—	—	5	4.9151	Monthly	5343.75	2,559.99	6/16/2009	3/15/2024
36296XHH0	GNMA POOL # 704132	2	83,658.92	84,371.31	79,133.47	82,789.25	1,582.06	(119.25	)	—	—	5	4.7699	Monthly	12738.55	996.96	9/30/2009	12/15/2023
36296XLY8	GNMA POOL # 704243	2	374,311.53	386,627.86	361,162.94	371,623.03	15,004.83	(327.60	)	—	—	5	4.8164	Monthly	2090.76	4,549.06	6/16/2009	1/15/2024
36296XWP5	GNMA POOL # 704554	2	1,314,005.79	1,358,060.75	1,268,613.22	1,305,276.36	52,784.39	(1,148.23	)	—	—	5	5.0575	Monthly	19666.67	15,986.89	6/16/2009	6/15/2024
36297A3K7	GNMA	2	361,102.5	370,193.65	345,811.16	358,625.88	11,567.77	(329.32	)	—	—	5	4.8164	Monthly	14310.26	4,354.51	4/16/2009	1/15/2024
36297AKF9	GNMA POOL # 705994	2	289,029.28	292,671.07	273,394.54	286,494.98	6,176.09	(1,169.95	)	—	—	5	4.8164	Monthly	3066.67	3,506.06	9/30/2009	1/15/2024
36297DFF9	GNMA POOL # 708566	2	808,154.98	818,337.79	764,438.66	799,575.61	18,762.18	(1,674.09	)	—	—	5	4.9589	Monthly	2.81	9,653.96	9/30/2009	4/15/2024
36297DTR8	GNMA POOL # 708960	2	136,746.62	140,189.37	130,955.91	135,312.01	4,877.36	(156.09	)	—	—	5	4.9151	Monthly	1671.53	1,648.95	4/16/2009	3/15/2024

36297G2R0	GNMA POOL # 711884	2	849,642.87	860,348.41	803,682.28	841,214.53	19,133.88		(1,372.31	)	—	—	5	4.9589	Monthly	3183.75	10,133.73	9/30/2009	4/15/2024
36297JJ54	GNMA POOL # 713184	2	778,471.82	788,280.58	736,361.14	769,775.76	18,504.82		(1,518.51	)	—	—	5	4.9589	Monthly	1642.24	9,279.43	9/30/2009	4/15/2024
36297KZF1	GNMA POOL # 714542	2	288,712.21	298,122.09	278,486.53	286,615.82	11,506.27		(226.95	)	—	—	5	5.0575	Monthly	1629.17	3,505.88	6/16/2009	6/15/2024
38374B4M2	GNMA AGENCY CMO_03-77-TK	2	1,155,222.09	1,164,972.01	1,048,943.16	1,153,747.27	11,224.74		(6,301.23	)	—	—	5	5.3863	Monthly	12025.11	13,327.6	9/30/2014	9/15/2033
38374D2N8	GNMA CMO_08-36 AN	2	813,818.78	799,240.12	778,773.94	799,099.35	140.77		(6,762.31	)	—	—	4.25	0.9644	Monthly	4959.41	8,769.64	10/21/2013	10/16/2022
38374YGV9	GNMA AGENCY CMO 10-86	2	942,511.94	910,386	893,640.96	906,804.7	3,581.3		(10,650.93	)	—	—	3.5	0.3918	Monthly	2657.45	8,295.28	2/21/2012	1/20/2036
38375PXQ9	GNMA CMO 08-11 FB	2	832,098.39	839,148.45	829,076.83	832,002.27	7,146.18		(184.09	)	—	—	0.776	3.9397	Monthly	31733.33	1,646.42		2/20/2038
38376EX34	GNMA CMO_09-109 NH	2	790,594.44	785,207.11	762,106.89	785,645.7	(438.59	)	(5,378.58	)	—	—	4	0.8493	Monthly	13852.15	7,925.04	9/30/2014	7/20/2037
38376FNL2	GNMA AGENCY CMO__09-66-UG	2	743,952.3	741,580.67	704,166.88	740,743.06	837.61		(4,360.30	)	—	—	4.5	1.3973	Monthly	25000.00	8,130.99	9/30/2014	7/20/2038
38376JDT8	GNMA AGENCY CMO 09-106-ME	2	593,193.54	588,243.09	569,474.91	591,244.35	(3,001.26	)	(2,096.18	)	—	—	3.5	1.4164	Monthly	6697.31	5,116.31	9/30/2014	1/20/2039
38376KG21	GNMA CMO_09-91 UE	2	987,236.92	978,234.64	956,977.30	979,568.49	(1,333.85	)	(7,704.61	)	—	—	4	0.6027	Monthly	15967.74	10,050.07	9/30/2014	4/20/2037
38376P6D7	GNMA_09-126 CMO 09-127 PL	2	1,139,412.87	1,133,255.77	1,073,601.12	1,135,276.23	(2,020.46	)	(7,672.75	)	—	—	4.25	1.6411	Monthly	1314.81	11,690.79	9/30/2014	10/20/2038
38376PPV6	GNMA CMO_09-118 AC	2	1,763,387.36	1,751,502.73	1,704,134.60	1,759,426.03	(7,923.3	)	(5,686.60	)	—	—	3	1.5644	Monthly	3134.67	13,106.33	9/30/2014	10/20/2038
38376TFQ0	GNMA CMO_10-2 PK	2	816,508.4	813,212.17	788,196.39	810,949.59	2,262.58		(5,878.78	)	—	—	4	0.7562	Monthly	20583.33	8,197.48	9/30/2014	6/20/2037
38376VDX2	GNMA AGENCY CMO 10-20 ND	2	804,882.44	798,832.43	784,898.90	801,798.08	(2,965.65	)	(3,650.65	)	—	—	3	0.9260	Monthly	3068.17	6,103.09	9/30/2014	12/20/2038
38376WSP1	GNMA AGENCY CMO 10-24	2	178,271.47	178,099.41	177,109.19	178,039.58	59.83		(170.97	)	—	—	0.696	1.4466	Monthly	1939.53	317.57	12/10/2012	12/20/2038
38376YC58	GNMA AGENCY CMO 10-47	2	934,455.49	912,644.87	905,041.62	909,523.94	3,120.93		(6,131.86	)	—	—	3	0.2849	Monthly	1619.63	7,195.7	3/26/2012	11/16/2030
38377GYS2	GNMA CMO_10-68 YE	2	1,995,200.76	1,998,732.46	1,942,633.10	1,992,269.85	6,462.61		(4,333.23	)	—	—	3	1.7014	Monthly	1212.64	14,892.75	9/30/2014	5/20/2039
38377JEA7	GNMA AGENCY CMO 10-109 CH	2	411,113.31	410,941.94	399,684.82	406,907.38	4,034.56		(2,927.53	)	—	—	3	0.7014	Monthly	10611.04	3,099.77	9/30/2013	12/20/2037
38377JZM8	GNMA AGENCY CMO _10-125-MJ	2	2,160,089.51	2,153,520.34	2,079,508.55	2,150,884.72	2,635.62		(9,781.17	)	—	—	3.5	1.1205	Monthly	9711.11	18,635.66	9/30/2014	4/20/2039
38377KKN9	GNMA CMO_10-115 QJ	2	1,612,601.27	1,613,470.24	1,540,726.38	1,606,062.34	7,407.9		(7,978.45	)	—	—	3.5	1.2137	Monthly	32500.00	13,803.47	9/30/2014	11/20/2038
38377LN38	GNMA AGENCY CMO__10-130-LG	2	2,118,502.25	2,120,094.8	2,044,353.55	2,109,325.9	10,768.9		(13,307.58	)	—	—	3.5	0.9096	Monthly	0.00	18,587.62	9/30/2014	11/16/2038
38377MSG2	GNMA AGENCY CMO_2010-144 PA	2	1,345,760.33	1,355,013.82	1,317,409.68	1,343,694.62	11,319.2		(3,000.08	)	—	—	3	1.2055	Monthly	1260.14	10,121.98	9/30/2014	9/16/2040
38378FWR7	GNMA AGENCY CMO__13-28-ME	2	3,717,743.61	3,772,349.12	3,858,501.75	3,733,149.46	39,199.66		16,037.24		—	—	1.75	1.6712	Monthly	10590.28	17,132.78	9/30/2014	11/20/2042
3837H1U41	GNMA AGENCY CMO_99-2-E	2	176,729.38	182,697.18	154,601.98	176,067.85	6,629.33		(652.21	)	—	—	6.5	4.7644	Monthly	48.67	1,664.9		1/20/2029
78448AAA1	SLMA_13-4 ABS 13-4	2	610,422.15	611,997.06	610,422.15	610,422.15	1,574.91		—		—	—	0.72375	5.9068	Monthly	1794.24	1,124.78	8/15/2013	6/25/2027
80283JAC2	SDART_13-A ABS 13-A A3 144A	2	2,487,890.77	2,490,064.4	2,488,073.89	2,488,019.03	2,045.37		57.73		—	—	1.02	0.3781	Monthly	7530.27	7,529.99	8/19/2013	1/16/2018

80705WAA7	SCHOL_12-B ABS 12-B 144A	2	268,412.8	269,531.25	269,183.19	268,857.52	673.73		83.70		—	—	0.57775	0.9151	Monthly	6.55	420.4	9/28/2012	10/28/2025
80705XAA5	SCHOL_13-A ABS 13-A 144A	2	1,558,853.39	1,552,093.29	1,566,286.98	1,559,293.91	(7,200.62	)	462.22		—	—	0.82775	15.1671	Monthly	3672.31	3,332.89	3/20/2013	1/30/2045
89236PAD5	TAOT_12-A ABS 12-A	2	749,928.68	751,064.99	750,000.00	749,984.27	1,080.72		4.80		—	—	0.99	0.4164	Monthly	1079.76	1,856.25	4/18/2012	8/15/2017
04057PJL3	ARIZONA SCH FACS BRD CTFS PART MUNITAX BND REV		2,175,000	2,197,576.5	2,175,000.00	2,175,000	22,576.5		—		—	—	1.474	2.4247	Mar-Sep	767.96	8,014.88	6/19/2014	9/1/2017
102022AX8	BOURBONNAIS ILL MUNI BND REV	1	1,236,560.5	1,223,082.5	1,150,000.00	1,222,784.84	297.66		(6,820.18	)	—	—	4.375	2.5918	May-Nov	3333.33	12,578.12	9/30/2014	11/1/2018
114894GU6	BROWARD CNTY FLA MUNITAX BND REV		2,120,240	2,060,180	2,000,000.00	2,060,069.64	110.36		(29,590.85	)	—	—	6.8	0.5041	Apr-Oct	17923.81	34,000	9/30/2014	10/1/2015
114894HA9	BROWARD CNTY FLA MUNITAX BND REV	2	5,748,800	5,704,850	5,000,000.00	5,702,306.85	2,543.15		(22,870.58	)	—	—	6.9	6.5096	Apr-Oct	82157.03	86,250	9/30/2014	10/1/2021
196479WD7	COLORADO HOUSING & FINANCE AUT MUNITAX BND REV		1,000,000	1,023,750	1,000,000.00	1,000,000	23,750		—		—	—	2.024	4.0877	May-Nov	5104.28	5,060	11/6/2014	5/1/2019
196479WE5	COLORADO HOUSING & FINANCE AUT MUNITAX BND REV		1,100,000	1,130,899	1,100,000.00	1,100,000	30,899		—		—	—	2.144	4.5918	May-Nov	3403.34	5,896	11/6/2014	11/1/2019
19648CAE1	COLORADO HOUSING & FINANCE AUT MUNITAX BND REV		5,030,400	5,060,950	5,000,000.00	5,008,950.27	51,999.73		(1,965.10	)	—	—	1.6	1.1260	May-Nov	15069.44	20,000	6/28/2012	5/15/2016
20281PCA8	COMMONWEALTH FING AUTH PA MUNITAX BND REV		564,185	561,295	500,000.00	555,703.95	5,591.05		(4,196.90	)	—	—	5.792	3.1726	Jun-Dec	7015.79	7,240	9/30/2014	6/1/2018
20281PCB6	COMMONWEALTH FING AUTH PA MUNITAX BND REV		2,254,340	2,278,800	2,000,000.00	2,228,689.91	50,110.09		(12,726.80	)	—	—	5.892	4.1726	Jun-Dec	3354.17	29,460	9/30/2014	6/1/2019
20775BN77	CONNECTICUT ST HSG FIN AUTH MUNI BND REV	1	1,072,050	1,065,040	1,000,000.00	1,068,110.41	(3,070.41	)	(1,964.71	)	—	—	4.1	7.6329	May-Nov	94.06	10,250	9/30/2014	11/15/2028
246343JR9	DELAWARE RIV JT TOLL BRDG COMM MUNITAX BND REV		2,203,944.6	2,229,669	2,210,000.00	2,204,755.01	24,913.99		386.68		—	—	2.184	3.2548	Jan-Jul	1320.49	12,066.6	9/30/2014	7/1/2018
249218AR9	DENVER CO PUB SCHS CTFS MUNITAX BND REV		1,491,330	1,512,240	1,500,000.00	1,492,343.89	19,896.11		493.81		—	—	1.644	3.7123	Jun-Dec	9723.48	6,165	9/30/2014	12/15/2018
254845GB0	DISTRICT COLUMBIA WTR & SWR AU MUNI BND REV	1	569,945	568,985	500,000.00	561,371.79	7,613.21		(4,216.28	)	—	—	5	3.5068	Apr-Oct	9302.63	6,250	9/30/2014	10/1/2024
29270CYL3	ENERGY NORTHWEST MUNITAX BND REV		1,524,255	1,541,250	1,500,000.00	1,521,114.34	20,135.66		(2,862.31	)	—	—	2.147	3.2548	Jan-Jul	5811.39	14,760.63	9/30/2014	7/1/2018
302644EL9	FSU FINL ASSISTANCE INC FLA MUNITAX BND REV		920,061	930,366	900,000.00	916,788.23	13,577.77		(1,609.68	)	—	—	2.84	2.5068	Apr-Oct	30868.06	6,390	9/30/2014	10/1/2017
3130A0C65	FHLB AGENCY BND		3,841,645	3,854,697.09	3,850,000.00	3,845,292.87	9,404.22		664.16		—	—	0.625	1.7479	Jun-Dec	6162.82	6,015.63	11/15/2013	12/28/2016
3130A1CD8	FHLB AGENCY BND	1	2,019,500	2,009,140.02	2,000,000.00	2,006,694.46	2,445.56		(3,393.13	)	—	—	1.125	0.4959	Mar-Sep	361.87	5,625	4/24/2014	9/28/2016
3130A3HF4	FHLB AGENCY BND		4,985,969.52	5,022,900	5,000,000.00	4,987,242.47	35,657.53		1,169.04		—	—	1.125	2.6932	Jun-Dec	0.00	14,062.5	12/24/2014	12/8/2017
3130A3J70	FHLB AGENCY BND		9,996,000	10,012,999.7	10,000,000.00	9,996,736.74	16,262.96		492.24		—	—	0.625	1.6521	May-Nov	23425.24	15,625.02	11/17/2014	11/23/2016
313370SZ2	FHLB UNSEC AGENCY BND		10,211,789.1	10,249,469.9	9,900,000.00	10,154,435.94	95,033.96		(26,237.38	)	—	—	2.25	2.4438	Mar-Sep	12130.47	57,375	9/12/2014	9/8/2017
313382K85	FHLB AGENCY BND		2,997,150	3,004,560	3,000,000.00	2,999,081.7	5,478.3		235.96		—	—	0.45	0.9671	Mar-Sep	817.80	3,375	3/18/2013	3/18/2016
313383V81	FHLB AGENCY BND		749,970	750,652.5	750,000.00	749,993.94	658.56		5.89		—	—	0.375	0.4110	Feb-Aug	1574.79	1,125	8/9/2013	8/28/2015
3133EDRU8	FEDERAL FARM CREDIT BANKS AGENCY BND	1	2,986,380	3,015,965.82	3,000,000.00	2,987,751.17	28,214.65		672.96		—	—	1.95	0.3479	Feb-Aug	216.33	14,625	9/30/2014	8/5/2019
3133EDZ96	FEDERAL FARM CREDIT BANKS AGENCY BND		4,741,204.5	4,750,142.5	4,750,000.00	4,742,143.49	7,999.01		528.18		—	—	1.6	3.5671	Apr-Oct	153088.90	19,000	10/23/2014	10/23/2018

3134G3J76	FHLMC AGENCY BND		7,002,107	7,008,189.3	7,000,000.00	7,000,303.26	7,886.04		(176.68	)	—	—	0.45	0.4301	Mar-Sep	4112.50	7,875	9/17/2012	9/4/2015
3134G3W55	FHLMC UNSECURED AGENCY BND		249,972.5	250,332.5	250,000.00	249,993.94	338.56		2.32		—	—	0.45	0.6521	May-Nov	32154.44	281.25	12/19/2012	11/24/2015
3134G42Q0	FHLMC UNSECURED AGENCY BND	1	247,725	249,944.99	250,000.00	248,831.72	1,113.27		182.88		—	—	0.6	1.5726	Apr-Oct	583.33	375	9/30/2013	10/25/2016
31359MZC0	FNMA AGENCY BND		5,904,904.9	5,419,038	5,300,000.00	5,365,211.18	53,826.82		(29,659.60	)	—	—	4.375	0.5425	Apr-Oct	0.00	57,968.75	7/19/2010	10/15/2015
3135G0CM3	FNMA AGENCY BND		1,775,714.5	1,768,497.62	1,750,000.00	1,762,883.68	5,613.94		(2,133.66	)	—	—	1.25	1.4986	Mar-Sep	2412.46	5,468.75	10/2/2013	9/28/2016
3135G0NR0	FNMA AGENCY BND	1	249,762.5	249,587.5	250,000.00	249,844.13	(256.63	)	15.66		—	—	1.1	2.4137	Feb-Aug	3305.56	672.23	3/17/2014	8/28/2017
3135G0SB0	FNMA UNSECURED AGENCY BND		14,971,672.35	15,013,050	15,000,000.00	14,992,836.16	20,213.84		2,447.77		—	—	0.375	0.7260	Jun-Dec	9527.78	14,062.5	2/8/2013	12/21/2015
3135G0VA8	FNMA AGENCY BND		6,742,305	6,759,787.5	6,750,000.00	6,747,535.65	12,251.85		613.37		—	—	0.5	1.0000	Mar-Sep	2074.31	8,437.5	2/15/2013	3/30/2016
3135G0WJ8	FNMA AGENCY BND		1,995,720	1,992,120.06	2,000,000.00	1,997,341.02	(5,220.96	)	207.45		—	—	0.875	3.1425	May-Nov	7328.13	4,375.01	4/15/2013	5/21/2018
3135G0XP3	FNMA UNSEC AGENCY BND		1,743,962.5	1,748,180	1,750,000.00	1,747,556.4	623.6		479.46		—	—	0.375	1.2658	Jan-Jul	4005.65	1,640.62	5/17/2013	7/5/2016
3135G0ZB2	FNMA AGENCY BND		6,726,442.5	6,764,782.64	6,750,000.00	6,734,384.35	30,398.29		1,861.73		—	—	0.75	2.0575	Apr-Oct	24332.08	12,656.25	3/10/2014	4/20/2017
3137EADH9	FHLMC AGENCY BND		3,001,470	3,019,739.92	3,000,000.00	3,001,174.18	18,565.74		(167.75	)	—	—	1	2.2493	Jun-Dec	33119.15	9,791.66	8/29/2014	6/29/2017
3137EADP1	FHLMC UNSECURED AGENCY BND		14,877,000	14,975,699.55	15,000,000.00	14,928,293.73	47,405.82		5,950.15		—	—	0.875	2.9370	Mar-Sep	43990.38	32,812.5	2/6/2013	3/7/2018
3137EADQ9	FHLMC AGENCY BND		2,949,823	2,953,009	2,950,000.00	2,949,936.88	3,072.12		14.02		—	—	0.5	1.1205	May-Nov	16480.63	3,687.5	3/7/2013	5/13/2016
359900XB8	FULTON CNTY GA DEV AUTH REV MUNI BND REV	2	2,210,380	2,170,380	2,000,000.00	2,191,095.11	(20,715.11	)	(9,573.84	)	—	—	5.491	4.5918	May-Nov	41666.67	27,455	9/30/2014	11/1/2019
372546AR2	GEORGE WASHINGTON UNIV D C UNSEC MUNITAX BND REV		3,886,305.5	3,889,578	3,850,000.00	3,880,233.19	9,344.81		(2,984.39	)	—	—	1.827	2.4630	Mar-Sep	1593.75	17,584.87	9/30/2014	9/15/2017
415690MD5	HARRISONBURG VA REDEV & HSG AU MUNI BND REV	1	1,193,498.6	1,194,069.8	1,190,000.00	1,189,952.13	4,117.67		(47.87	)	—	—	7	0.0027	Feb-Aug	127.67	21,455.97	9/30/2014	8/1/2020
442435KD4	HOUSTON TEX WTR & SWR SYS REV MUNI BND REV	1	620,647.5	611,622	550,000.00	609,388.89	2,233.11		(5,566.00	)	—	—	5	2.6301	May-Nov	2166.67	6,875	9/30/2014	11/15/2021
452227FG1	ILLINOIS ST SALES TAX REV MUNITAX BND REV		4,100,000	4,153,423	4,100,000.00	4,100,000	53,423		—		—	—	1.56	2.2110	Jun-Dec	9734.50	15,990	5/17/2012	6/15/2017
454795DQ5	IN HLTH CLARIAN MUNI BND REV	1	405,442	402,073.05	365,000.00	399,944.09	2,128.96		(2,722.34	)	—	—	5.25	3.0877	May-Nov	677.53	4,790.63	9/30/2014	11/1/2024
454795DR3	IN HLTH CLARIAN MUNI BND REV	1	381,825.5	384,191.5	350,000.00	377,537.32	6,654.18		(2,125.39	)	—	—	5.25	3.0877	May-Nov	4088.02	4,593.75	9/30/2014	11/1/2025
45505UAH1	INDIANA ST FINANCE AUTHORITY MUNI BND REV		2,301,800	2,260,700	2,000,000.00	2,265,429.03	(4,729.03	)	(17,990.03	)	—	—	5	3.5918	May-Nov	1429.28	25,000	9/30/2014	11/1/2018
45506DCD5	INDIANA ST FINANCE AUTHORITY MUNI BND REV	1	2,909,805	2,921,994	2,550,000.00	2,888,995.48	32,998.52		(10,434.00	)	—	—	5	7.2575	Jan-Jul	4247.22	31,875	9/30/2014	7/1/2028
491552ZL2	KY ST TPK AUTH ECONOMIC MUNI BND REV	1	2,344,460	2,346,980	2,000,000.00	2,326,938.57	20,041.43		(8,776.27	)	—	—	5	8.2575	Jan-Jul	116.70	25,000	9/30/2014	7/1/2028
52349HAM5	LEE CNTY FLA HSG FIN AUTH SING MUNITAX BND REV	1	180,651.6	180,680.4	180,000.00	180,000	680.4		—		—	—	7.02	0.6712	Jun-Dec	5329.56	3,159	9/30/2014	12/1/2017
52349HAN3	LEE CNTY FLA HSG FIN AUTH SING MUNITAX BND REV	1	200,552	200,654	200,000.00	200,000	654		—		—	—	7.27	0.1699	Jun-Dec	837.43	3,635	9/30/2014	12/1/2021
546398PF9	LOUISIANA PUB FACS AUTH REV MUNI BND REV	1	1,443,685.5	1,431,688.5	1,395,000.00	1,430,032.63	1,655.87		(6,839.04	)	—	—	5	1.2548	Jan-Jul	1177.60	17,437.5	9/30/2014	7/1/2018

560427KM7	MAINE HEALTH & HIGHER EDL FACS MUNI BND REV	1	175,719.25	175,728	175,000.00	174,999.91	728.09		(0.09	)	—	—	5.25	0.2521	Jan-Jul	425.33	2,296.88	9/30/2014	7/1/2021
57587AAY4	MASSACHUSETTS ST HSG FIN AGY MUNI BND REV	1	3,691,136.65	3,704,458.5	3,515,000.00	3,682,934.52	21,523.98		(4,121.09	)	—	—	4	8.6767	Jun-Dec	4486.11	35,150	9/30/2014	12/1/2029
57587ABR8	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND REV		497,465	511,145	500,000.00	497,705.21	13,439.79		113.84		—	—	2.608	4.6740	Jun-Dec	14042.50	3,260	9/30/2014	12/1/2019
576049CK4	MASSACHUSETTS ST WTR RES AUTH MUNI BND REV	2	2,481,766.7	2,422,487.65	2,185,000.00	2,452,971.68	(30,484.03	)	(14,377.40	)	—	—	6.5	4.2932	Jan-Jul	9255.55	35,506.25	9/30/2014	7/15/2019
59261EAE9	METROPOLITAN TRANS AUTH N Y MUNITAX BND REV		16,629,940	17,013,853.2	16,645,000.00	16,631,496.96	382,356.24		758.40		—	—	1.848	4.2548	Jan-Jul	71900.82	76,899.9	9/26/2014	7/1/2019
59334DHN7	MIAMI DADE CNTY FLA MUNI BND REV	1	1,146,570	1,168,060	1,000,000.00	1,139,417.81	28,642.19		(3,517.94	)	—	—	5	8.5096	Apr-Oct	45718.75	12,500	9/30/2014	10/1/2028
5946142G3	MICHIGAN ST BLDG AUTH MUNI BND REV		3,419,970	3,344,010	3,000,000.00	3,351,220.17	(7,210.17	)	(33,793.31	)	—	—	5.5	2.5452	Apr-Oct	10517.08	41,250	9/30/2014	10/15/2017
60636YGX3	MISSOURI ST HSG DEV COMMN MUNITAX BND REV		351,792	352,478	350,000.00	351,471.58	1,006.42		(160.25	)	—	���	1.45	2.2548	Jan-Jul	0.00	1,268.75	9/30/2014	7/1/2017
60636YGY1	MISSOURI ST HSG DEV COMMN MUNITAX BND REV		552,601.5	558,162	550,000.00	552,212.41	5,949.59		(195.74	)	—	—	1.7	2.7589	Jan-Jul	5875.35	2,337.5	9/30/2014	1/1/2018
63902HAA7	THE NATURE CONSESRVANCY MUNI BND REV		3,437,400	3,406,110	3,000,000.00	3,394,185.77	11,924.23		(21,635.72	)	—	—	6.3	4.2548	Jan-Jul	0.00	47,250	9/30/2014	7/1/2019
645771XB7	NEW JERSEY BLDG AUTH MUNITAX BND REV		690,125.2	693,967.2	680,000.00	688,800.89	5,166.31		(658.10	)	—	—	2.303	3.2110	Jun-Dec	10042.31	3,915.1	9/30/2014	6/15/2018
645918S53	NJ ST EDA PENSION MUNITAX BND REV		1,985,660	2,007,860	2,000,000.00	1,988,088.13	19,771.87		1,191.68		—	—	1.651	2.4247	Mar-Sep	11300.00	8,255	9/30/2014	9/1/2017
64603RSQ1	NEW JERSEY ECONOMIC DEVELOPMEN MUNITAX BND REV	2	3,462,204.7	3,488,723	3,230,000.00	3,451,005.61	37,717.39		(26,923.32	)	—	—	6.076	7.9233	Mar-Sep	5510.56	52,152.34	9/30/2014	3/1/2023
646136BU4	NEW JERSEY ST TRANSN TR FD AUT MUNI BND REV	1	1,551,705	1,514,760	1,500,000.00	1,515,043.13	(283.13	)	(18,051.75	)	—	—	5	0.2082	Jun-Dec	237975.00	18,750	9/30/2014	6/15/2016
646136K83	NEW JERSEY ST TRANSN TR FD AUT MUNITAX BND REV		5,050,000	4,981,724.16	5,050,000.00	5,050,000	(68,275.84	)	—		—	—	1.758	3.7123	Jun-Dec	17979.31	22,194.75	4/25/2013	12/15/2018
64972FYE0	NEW YORK NY CITY MUN WTR FIN MUNI BND REV	1	2,323,000	2,282,200	2,000,000.00	2,279,822.53	2,377.47		(21,292.56	)	—	—	5.25	3.2110	Jun-Dec	16791.66	26,250	9/30/2014	6/15/2023
64972HKE1	NEW YORK NY CITY TRANSITIONAL MUNI BND REV	1	1,144,760	1,134,210	1,000,000.00	1,125,952.42	8,257.58		(9,325.78	)	—	—	5	3.2932	Jan-Jul	9900.00	12,500	9/30/2014	7/15/2019
64972HKH4	NEW YORK NY CITY TRANSITIONAL MUNI BND REV	1	3,442,770	3,413,880	3,000,000.00	3,385,398.29	28,481.71		(28,458.91	)	—	—	5.25	3.2932	Jan-Jul	45758.33	39,375	9/30/2014	7/15/2022
649883XV2	NEW YORK ST MTG AGY MUNI BND REV	1	2,089,020	2,113,020	2,000,000.00	2,084,817.51	28,202.49		(2,068.18	)	—	—	4.45	8.5096	Apr-Oct	7900.39	22,250	9/30/2014	10/1/2029
649907XR8	NEW YORK ST DORM AUTH MUNI BND REV		3,053,370	3,075,150	3,000,000.00	3,047,151.77	27,998.23		(3,082.69	)	—	—	2.05	3.6740	Jun-Dec	5877.78	15,375	9/30/2014	12/1/2018
650035C48	NEW YORK ST URBAN DEV CORP MUNI BND REV	1	5,269,005	5,342,670	4,500,000.00	5,227,935.33	114,734.67		(22,040.93	)	—	—	5	7.9616	Mar-Sep	384.86	61,458.33	9/30/2014	3/15/2028
67756AVS8	OHIO ST HIGHER EDL FAC REV MUNI BND REV	1	440,307	439,162.95	435,000.00	438,661.67	501.28		(820.26	)	—	—	4.375	1.0877	May-Nov	8479.17	4,757.81	9/30/2014	5/1/2017
709132AK0	PENNSYLVANIA ST HIGHER EDL FAC MUNI BND REV	1	868,208	852,160	800,000.00	856,039.87	(3,879.87	)	(6,065.44	)	—	—	5	2.2548	Jan-Jul	9653.33	10,000	9/30/2014	7/1/2018
70917N5C4	PENNSYLVANIA ST HIGHER EDL FAC MUNI BND REV	1	1,990,595.2	1,957,615.2	1,940,000.00	1,956,942.71	672.49		(16,756.52	)	—	—	5	0.2521	Jan-Jul	0.00	24,250	9/30/2014	7/1/2018
709193LV6	PENNSYLVANIA ST INDL DEV AUTH MUNI BND REV	1	286,887.65	280,502.95	245,000.00	281,369.13	(866.18	)	(2,742.62	)	—	—	5.5	3.2548	Jan-Jul	128.79	3,368.75	9/30/2014	7/1/2023
70922PAE2	PA TURNPIKE-E MUNITAX BND REV		4,500,000	4,578,075	4,500,000.00	4,500,000	78,075		—		—	—	1.699	3.6740	Jun-Dec	11333.33	19,113.75	9/17/2014	12/1/2018
71883MDU5	PHOENIX ARIZ CIVIC IMPT CORP MUNI BND REV	1	1,130,520	1,116,550	1,000,000.00	1,113,483.16	3,066.84		(8,481.35	)	—	—	5	3.2548	Jan-Jul	87678.29	12,500	9/30/2014	7/1/2024

73358WGY4	PORT AUTH NY & NJ MUNI BND REV	1	2,773,939	2,770,925.5	2,450,000.00	2,754,434.69	16,490.81		(9,593.35	)	—	—	5	7.0082	Apr-Oct	2480.22	30,625	9/30/2014	10/1/2028
73358WUA0	PORT AUTH NY & NJ MUNITAX BND REV		2,000,000	2,034,120	2,000,000.00	2,000,000	34,120		—		—	—	2.529	5.5479	Apr-Oct	17119.79	12,645	10/21/2014	10/15/2020
73674NBG5	PORTLAND ORE SWR SYS REV MUNITAX BND REV		509,363.2	516,120.1	505,000.00	508,582.78	7,537.32		(390.63	)	—	—	2.772	2.2110	Jun-Dec	24890.79	3,499.65	9/30/2014	6/15/2017
769047GX3	RIVERSIDE CALIF MUNITAX BND REV		1,103,470	1,091,770	1,000,000.00	1,085,655.93	6,114.07		(8,846.13	)	—	—	5.61	2.3397	Feb-Aug	26767.96	14,025	9/30/2014	8/1/2017
783186QV4	RUTGERS UNIVERSITY NEW JERSEY MUNITAX BND REV		1,152,610.5	1,163,064	1,150,000.00	1,152,261.64	10,802.36		(176.46	)	—	—	2.009	3.0877	May-Nov	0.00	5,775.88	9/30/2014	5/1/2018
786134UZ7	SACRAMENTO SATN MUNITAX BND REV		2,485,000	2,542,155	2,485,000.00	2,485,000	57,155		—		—	—	2.239	4.6740	Jun-Dec	16013.11	13,909.79	11/19/2014	12/1/2019
797669UG1	SAN FRANCISCO CALIF BAY AREA R MUNITAX BND REV		572,473.8	575,204.1	570,000.00	572,031.14	3,172.96		(221.38	)	—	—	1.341	2.2548	Jan-Jul	15244.44	1,910.93	9/30/2014	7/1/2017
821697YN3	SHELBY CNTY TENN HEALTH EDL & MUNI BND REV	1	5,647,650	5,580,650	5,000,000.00	5,554,133.1	26,516.9		(45,924.68	)	—	—	5.25	2.9205	Mar-Sep	343.09	65,625	9/30/2014	9/1/2021
83703EJY2	SOUTH CAROLINA JOBS-ECONOMIC D MUNI BND REV	1	993,750	998,180	1,000,000.00	995,234.33	2,945.67		712.01		—	—	5	1.5918	May-Nov	0.00	12,500	9/30/2014	11/1/2016
854403AC6	LELAND STANFORD JR UNIV CALIF MUNI BND REV		4,157,579	4,147,063.38	3,700,000.00	4,110,030.33	37,033.05		(23,934.72	)	—	—	4.75	4.0877	May-Nov	33507.64	43,937.5	10/3/2014	5/1/2019
882117V27	TEXAS A & M UNIVERSITY MUNITAX BND REV		1,000,000	1,009,820	1,000,000.00	1,000,000	9,820		—		—	—	1.239	1.2548	Jan-Jul	910.42	3,097.5	7/18/2012	7/1/2016
88224LAC2	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX BND N/A		1,500,000	1,488,664.5	1,500,000.00	1,500,000	(11,335.5	)	—		—	—	1.305	2.5068	Apr-Oct	14.80	4,893.75	12/16/2014	10/1/2017
88224LAE8	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX BND N/A		2,000,000	2,001,180	2,000,000.00	2,000,000	1,180		—		—	—	2.075	4.5068	Apr-Oct	10817.07	10,375	12/16/2014	10/1/2019
882806AT9	TEXAS TECH UNIV MUNI BND REV	1	2,263,420	2,256,420	2,000,000.00	2,234,432.19	21,987.81		(14,352.90	)	—	—	5	3.8822	Feb-Aug	46875.00	25,000	9/30/2014	2/15/2024
89837LAA3	PRINCETON UNIVERSITY MUNI BND REV		1,525,670.4	1,505,631.68	1,340,000.00	1,507,427.17	(1,795.49	)	(10,189.77	)	—	—	4.95	3.9205	Mar-Sep	44937.50	16,582.5	10/22/2014	3/1/2019
91412GUW3	UNIVERSITY CALIFORNIA MUNITAX BND REV		2,600,000	2,691,884	2,600,000.00	2,600,000	91,884		—		—	—	2.364	4.1260	May-Nov	13199.65	15,366	4/10/2014	5/15/2019
914353ZH3	UNIVERSITY ILL MUNI BND REV	1	5,689,300	5,782,550	5,000,000.00	5,653,426.48	129,123.52		(17,645.06	)	—	—	5	8.0082	Apr-Oct	1701.39	62,500	9/30/2014	4/1/2028
914440LQ3	UNIVERSITY MASS BLDG AUTH MUNITAX BND REV		995,610	1,004,750	1,000,000.00	996,140.1	8,609.9		260.38		—	—	1.333	3.5918	May-Nov	12500.00	3,332.5	9/30/2014	11/1/2018
914713G63	UNIVERSITY N C CHAPEL HILL MUNITAX BND REV		1,000,000	1,009,730	1,000,000.00	1,000,000	9,730		—		—	—	1.225	1.6740	Jun-Dec	8333.33	3,062.5	7/10/2012	12/1/2016
914713J94	UNIVERSITY N C CHAPEL HILL MUNITAX BND REV		1,000,000	1,002,020	1,000,000.00	1,000,000	2,020		—		—	—	0.759	1.6740	Jun-Dec	1150.83	1,897.5	10/9/2014	12/1/2016
914713K27	UNIVERSITY N C CHAPEL HILL MUNITAX BND REV		500,000	503,670	500,000.00	500,000	3,670		—		—	—	1.317	2.6740	Jun-Dec	11833.33	1,646.25	10/9/2014	12/1/2017
91802RAT6	UTILITY DEBT SECURITIZATION AU MUNITAX BND REV		1,986,780	2,030,320	2,000,000.00	1,987,814.34	42,505.66		453.64		—	—	2.042	6.2137	Jun-Dec	399.29	10,210	9/30/2014	6/15/2021
927781GU2	VIRGINIA COLLEGE BLDG AUTH VA MUNI BND REV	1	6,594,258.3	6,544,001.8	6,055,000.00	6,502,765.29	41,236.51		(44,931.83	)	—	—	4.5	2.4247	Mar-Sep	2310.76	68,118.75	9/30/2014	9/1/2027
92812QWJ2	VIRGINIA ST HSG DEV AUTH MUNITAX BND REV	1	3,439,440	3,398,940	3,000,000.00	3,374,836.91	24,103.09		(31,978.90	)	—	—	6.32	2.8438	May-Nov	2143.83	47,400	9/30/2014	11/1/2019
93730PAG1	WASHINGTON BIOMEDICAL RESEARCH MUNITAX BND REV		1,281,226.5	1,299,856.5	1,150,000.00	1,268,071.87	31,784.63		(6,571.68	)	—	—	4.881	4.2548	Jan-Jul	1373.87	14,032.88	9/30/2014	7/1/2019
92867PAC7	VALET_13-2 ABS_13-2 A3	2	4,044,066.83	4,040,995.49	4,045,000.00	4,044,550.57	(3,555.08	)	87.76		—	—	0.7	1.1890	Monthly	1327.65	7,078.74	11/13/2013	4/20/2018
30250GAA6	SSGN_10-S1 CMO_10-S1-1A 144A	2	293,310.7	293,418.06	293,310.70	293,310.7	107.36		—		—	—	0.72775	0.6904	Monthly	1378.13	554.6	3/11/2010	2/25/2048

31283AKB5	FHSTR_282 CMO_282 150	2	3,862,048.17	3,840,638.44	3,949,166.80	3,864,878.97	(24,240.53	)	3,700.19		—	—	1.5	4.7068	Monthly	0.00	14,933.27	9/30/2014	10/15/2027
3128JLHB8	FHLMC POOL # 1B1225	2	38,356.65	41,683.34	38,952.60	38,394.69	3,288.65		15.16		—	—	2.25	9.9781	Monthly	4113.54	220.03	4/24/2007	9/1/2033
3128JMW45	FHLMC POOL # 1B2566	2	57,896.22	62,923.05	58,351.36	57,923.62	4,999.43		26.79		—	—	2.4	10.6959	Monthly	0.00	351.14	4/24/2007	11/1/2034
3128JMXM4	FHLMC POOL # 1B2583	2	1,039,224.1	1,104,644.6	1,050,761.48	1,040,196.68	64,447.92		1,202.04		—	—	2.4	10.6493	Monthly	877.78	6,324.18		10/1/2034
3128JMY68	FHLMC POOL # 1B2632	2	69,782.27	76,247.8	70,330.86	69,812.56	6,435.24		19.33		—	—	2.488	10.7233	Monthly	238.84	438.85	4/24/2007	11/1/2034
3128JMZG5	FHLMC POOL # 1B2642	2	103,518.53	112,491.76	104,332.34	103,570.18	8,921.58		48.05		—	—	2.407	10.6986	Monthly	746.67	633.94	4/24/2007	11/1/2034
3128JNAL9	FHLMC POOL # 1B2810	2	130,417.78	142,163.22	131,775.05	130,499.92	11,663.3		85.06		—	—	2.487	10.8712	Monthly	7169.44	826.6	4/24/2007	2/1/2035
3128JR6Z4	FHLMC POOL # 848088	2	5,316,007.1	5,389,931.84	5,059,099.70	5,300,344.55	89,587.29		(15,720.67	)	—	—	2.382	10.9288	Monthly	2540.78	30,492.36	1/25/2011	4/1/2035
3128JRJS6	FHLMC POOL # 847473	2	1,281,085	1,372,532.99	1,286,310.66	1,281,201.69	91,331.3		253.42		—	—	2.354	11.3068	Monthly	11850.30	7,698.68	9/28/2007	12/1/2035
3128JRKQ8	FHLMC POOL # 847503	2	628,655.26	682,707.12	643,691.50	629,597.22	53,109.9		518.34		—	—	2.272	11.2767	Monthly	702.22	3,678.13	6/22/2006	12/1/2035
3128JRP26	FHLMC POOL # 847641	2	375,492.05	401,741.9	378,520.19	375,730.21	26,011.69		155.44		—	—	2.315	10.1397	Monthly	3612.00	2,236.6	11/20/2006	12/1/2033
3128JRPZ3	FHLMC POOL # 847640	2	253,857.26	274,064.47	255,248.37	253,910.87	20,153.6		23.28		—	—	2.372	11.5562	Monthly	8349.61	1,518.39	11/17/2006	5/1/2036
3128KW5Q2	FHLMC POOL # A66255	2	259,303.48	293,396.18	256,359.36	259,082.78	34,313.4		(1,042.81	)	—	—	6	13.9342	Monthly	24456.67	4,332.56	11/13/2007	9/1/2037
3128KWBZ5	FHLMC POOL # A65456	2	11,117.22	12,477.7	10,699.29	11,093.29	1,384.41		(2.53	)	—	—	6	13.8603	Monthly	1135.74	160.87	2/12/2009	9/1/2037
3128KWFX6	FHLMC POOL # A65582	2	23,729.8	26,633.72	22,837.70	23,677.11	2,956.61		(5.15	)	—	—	6	13.9479	Monthly	4722.22	343.33	2/12/2009	9/1/2037
3128KWFY4	FHLMC POOL # A65583	2	24,208.71	27,171.25	23,298.62	24,155.49	3,015.76		(5.52	)	—	—	6	13.9945	Monthly	3722.32	350.18	2/12/2009	9/1/2037
3128KWNV1	FHLMC POOL # A65804	2	343,589.31	395,003.75	339,688.19	343,328.55	51,675.2		(34.03	)	—	—	6	13.9288	Monthly	137.44	5,104.41	11/13/2007	9/1/2037
3128KWNX7	FHLMC POOL # A65806	2	785,719.44	903,293.92	776,798.39	785,119.96	118,173.96		(978.85	)	—	—	6	14.0438	Monthly	4370.60	12,541.72	11/13/2007	9/1/2037
3128KWT29	FHLMC POOL # A65969	2	17,093.92	19,185.78	16,451.29	17,057.45	2,128.33		(3.85	)	—	—	6	13.9479	Monthly	717.03	247.33	2/12/2009	9/1/2037
3128KWTK9	FHLMC POOL # A65954	2	25,704.27	28,849.79	24,737.92	25,642.98	3,206.81		(97.93	)	—	—	6	14.0438	Monthly	1291.67	371.88	2/12/2009	9/1/2037
3128KWTP8	FHLMC POOL # A65958	2	18,951.92	21,271.19	18,239.47	18,910.26	2,360.93		(4.63	)	—	—	6	13.9945	Monthly	204.83	274.19	2/12/2009	9/1/2037
3128KWTZ6	FHLMC POOL # A65968	2	17,748.63	19,920.59	17,081.37	17,710.51	2,210.08		(125.48	)	—	—	6	13.9068	Monthly	11215.28	261.87	2/12/2009	9/1/2037
3128KYXE4	FHLMC POOL # A67877	2	21,997.28	24,689.19	21,170.32	21,945.51	2,743.68		(5.81	)	—	—	6	13.6192	Monthly	29197.26	318.38	2/12/2009	4/1/2037
3128M4HY2	FHLMC POOL # G02647	2	417,417.86	474,765.77	423,170.32	417,658.05	57,107.72		449.15		—	—	5.5	13.3562	Monthly	8051.25	5,962.28	4/12/2007	2/1/2037
3128M4ZG1	FHLMC POOL # G03143	2	2,787.68	3,128.81	2,682.87	2,781.4	347.41		(5.01	)	—	—	6	13.7507	Monthly	5554.17	41	2/12/2009	7/1/2037
3128M5HK9	FHLMC POOL # G03534	2	4,213,336.32	4,742,817.71	4,099,947.10	4,206,195.99	536,621.72		(8,260.64	)	—	—	6.5	13.9616	Monthly	31.16	68,263.69	11/13/2007	10/1/2037
3128M6UB2	FHLMC POOL # G04778	2	68,511.88	76,877.06	65,936.25	68,360.74	8,516.32		(91.54	)	—	—	6	14.4795	Monthly	607.93	1,003.14	2/12/2009	7/1/2038

3128M7AZ9	FHLMC POOL # G05124	2	167,083.14	187,483.68	160,801.82	166,722	20,761.68		(375.22	)	—	—	6	14.8521	Monthly	0.00	2,467.73	2/12/2009	12/1/2038
3128M92M3	FHLMC POOL # G07680	2	4,198,239.05	4,270,261.15	3,971,726.52	4,195,398.88	74,862.27		(4,889.59	)	—	—	4	17.6301	Monthly	12060.46	39,962.3	8/15/2014	4/1/2044
3128MBBR7	FHLMC POOL # G12548	2	445,131.43	470,874.59	444,159.84	444,567.76	26,306.83		(63.66	)	—	—	5.5	3.6548	Monthly	675.00	6,311.49	4/4/2007	1/1/2022
3128MBU70	FHLMC POOL # G13106	2	551,821.11	543,489.79	514,518.52	544,989.95	(1,500.16	)	(4,227.76	)	—	—	5	2.9315	Monthly	0.00	6,641.15	7/22/2013	10/1/2020
3128MCRQ0	FHLMC POOL # G13895	2	1,501,517.8	1,465,925.34	1,394,733.51	1,465,930.82	(5.48	)	(12,186.92	)	—	—	5	2.4384	Monthly	86497.24	18,159.79	11/17/2011	11/1/2019
3128MD5G4	FHLMC POOL # G15147	2	2,955,724.05	3,001,144.69	2,850,822.69	2,952,467.23	48,677.46		(3,670.38	)	—	—	3	7.8329	Monthly	9158.79	21,508.81	8/18/2014	8/1/2029
3128MDCL5	FHLMC POOL # G14375	2	165,228.72	164,945.11	155,258.23	164,649.04	296.07		(665.22	)	—	—	4	6.1425	Monthly	76.36	1,582.73	12/17/2013	7/1/2026
3128MDM91	FHLMC POOL # G14684	2	1,768,331.71	1,761,982.22	1,681,498.10	1,753,875.45	8,106.77		(4,716.77	)	—	—	3	4.1452	Monthly	6906.48	12,790.14	2/19/2013	2/1/2023
3128MDNM1	FHLMC POOL # G14696	2	753,299.04	740,518.54	678,456.76	743,380.96	(2,862.42	)	(6,404.72	)	—	—	6	4.9425	Monthly	0.00	10,440.26	3/14/2013	3/1/2024
3128MDVW0	FHLMC POOL # G14929	2	715,610.32	713,298.81	667,260.05	713,233.06	65.75		(2,665.96	)	—	—	4	7.4822	Monthly	49173.47	6,768.82	11/22/2013	10/1/2028
3128MJU81	FHLMC POOL # G08606	2	4,906,024.68	5,002,471.23	4,684,254.50	4,902,195.5	100,275.73		(13,741.75	)	—	—	4	17.9534	Monthly	2083.33	48,018.19	10/14/2014	9/1/2044
3128MJUW8	FHLMC POOL # G08596	2	4,336,911.97	4,356,857.84	4,000,034.11	4,333,130.08	23,727.76		(22,920.56	)	—	—	4.5	18.2055	Monthly	45677.76	45,751.27	8/20/2014	7/1/2044
3128MTB72	FHLMC POOL # H00962	2	44,957.95	50,157.29	44,093.31	44,907.65	5,249.64		0.79		—	—	6.5	13.7863	Monthly	214.52	716.52	11/13/2007	7/1/2037
3128MTEE4	FHLMC POOL # H01033	2	694,726.93	775,071.28	681,365.77	693,604.89	81,466.39		(2,247.23	)	—	—	6.5	13.7863	Monthly	0.00	11,072.68	11/13/2007	7/1/2037
3128MTF29	FHLMC POOL # H01085	2	105,304.79	117,483.16	103,279.54	105,133.87	12,349.29		(8.20	)	—	—	6.5	13.7863	Monthly	2138.89	1,680.99	11/13/2007	7/1/2037
3128NCB37	FHLMC POOL # 1G0058	2	144,094.64	154,522.5	144,433.16	144,086.56	10,435.94		6.63		—	—	2.405	10.7945	Monthly	5.93	871.18	9/19/2008	1/1/2035
3128NCD68	FHLMC POOL # 1G0125	2	1,122,923.93	1,200,442.72	1,146,937.94	1,125,134.88	75,307.84		3,390.32		—	—	2.315	10.8658	Monthly	289.47	6,750.45	12/22/2005	3/1/2035
3128NCMS0	FHLMC POOL # 1G0369	2	217,158.67	231,607.22	216,078.27	217,009.98	14,597.24		(41.87	)	—	—	2.23	11.1644	Monthly	36740.33	1,208.85	9/24/2008	10/1/2035
3128PV4J6	FHLMC POOL # J16225	2	1,795,732.86	1,824,944.93	1,699,850.65	1,781,806	43,138.93		(2,715.64	)	—	—	4	6.1918	Monthly	1363.13	17,193.5	8/16/2011	8/1/2026
3128PVWH9	FHLMC POOL # J16048	2	5,614,189.17	5,705,518.01	5,314,422.57	5,567,985	137,533.01		(14,726.63	)	—	—	4	6.1342	Monthly	14668.66	54,192.92	8/16/2011	7/1/2026
3128QJ3B0	FHLMC POOL # 1G1694	2	1,155,310.45	1,264,986.03	1,172,671.50	1,156,427.55	108,558.48		271.07		—	—	2.159	12.0027	Monthly	5430.56	6,345.47	8/23/2007	4/1/2037
3128QJLG9	FHLMC POOL # 1G1227	2	176,623.37	186,895.86	173,160.20	176,203.49	10,692.37		(98.11	)	—	—	2.378	11.8055	Monthly	418.91	1,032.21	1/24/2008	10/1/2036
3128QJRN8	FHLMC POOL # 1G1393	2	940,236.35	977,075.22	902,478.00	937,545.52	39,529.7		(2,316.72	)	—	—	2.478	11.9370	Monthly	23090.22	5,603.89		12/1/2036
312929CM2	FHLMC POOL # A82776	2	6,660.86	7,474.12	6,410.44	6,645.97	828.15		(48.25	)	—	—	6	14.8630	Monthly	0.00	96.54	2/12/2009	1/1/2039
31292KJH1	FHLMC POOL # C02964	2	1,481.39	1,662.68	1,425.70	1,478.09	184.59		(2.75	)	—	—	6	13.7671	Monthly	3400.83	21.66	2/12/2009	7/1/2037
31292SA91	FHLMC POOL # C09032	2	1,119,663.2	1,153,666.83	1,099,983.79	1,119,427.52	34,239.31		(640.56	)	—	—	3.5	16.4630	Monthly	3766.98	9,717.31	9/17/2014	2/1/2043
312930LH1	FHLMC POOL # A83928	2	16,939.32	19,007.58	16,302.50	16,902.93	2,104.65		(9.28	)	—	—	6	14.9836	Monthly	98.36	245.09	2/12/2009	1/1/2039

312930LQ1	FHLMC POOL # A83935	2	32,623.52	36,606.8	31,397.08	32,547.31	4,059.49		(134.05	)	—	—	6	15.0521	Monthly	1257.77	487.16	2/12/2009	1/1/2039
312930RC6	FHLMC POOL # A84083	2	19,808.59	22,239.77	19,063.91	19,755.9	2,483.87		(33.83	)	—	—	6	14.9041	Monthly	28298.61	287.2	2/12/2009	1/1/2039
312930RV4	FHLMC POOL # A84100	2	10,601.84	11,896.31	10,203.28	10,577.55	1,318.76		(1.67	)	—	—	6	14.8849	Monthly	981.33	153.28	2/12/2009	1/1/2039
312930TB6	FHLMC POOL # A84146	2	9,570.58	10,745.23	9,210.80	9,549.39	1,195.84		(51.34	)	—	—	6	14.9452	Monthly	21545.14	138.37	2/12/2009	1/1/2039
31295NXK9	FHLMC POOL # 789682	2	27,785.93	30,223.23	27,946.40	27,795.78	2,427.45		3.63		—	—	2.352	9.4411	Monthly	541.67	164.98	8/15/2006	9/1/2032
31300L3D5	FHLMC POOL # 848896	2	1,696,610.86	1,719,850.63	1,612,939.62	1,695,318.92	24,531.71		(5,456.62	)	—	—	2.945	15.4685	Monthly	714.83	12,075.03	4/24/2013	5/1/2042
31306YAL5	FHLMC POOL # J20911	2	1,549,576.57	1,557,924.16	1,473,047.18	1,536,641.2	21,282.96		(3,667.21	)	—	—	3	3.9616	Monthly	0.00	11,177.13	2/19/2013	10/1/2022
3132GLQP2	FHLMC POOL # Q05262	2	3,346,386.76	3,391,553.2	3,233,712.12	3,342,233.16	49,320.04		(3,174.32	)	—	—	3.5	15.7507	Monthly	5430.55	28,596.82	2/8/2012	12/1/2041
3132GMDN9	FHLMC POOL # Q05809	2	4,736,208.49	4,789,879.01	4,474,717.20	4,732,111.16	57,767.85		(12,423.36	)	—	—	4	15.9918	Monthly	5646.93	45,417.32	7/14/2014	1/1/2042
3132M92R4	FHLMC POOL # Q29184	2	2,907,131.79	2,916,786.83	2,721,515.91	2,905,284.5	11,502.33		(3,858.48	)	—	—	4	18.0575	Monthly	47798.74	27,382.92	12/16/2014	10/1/2044
3132QLQT3	FHLMC POOL # Q30465	2	2,890,940.35	2,919,912.62	2,773,499.96	2,889,971.01	29,941.61		(1,485.25	)	—	—	3.5	17.8767	Monthly	15441.25	24,358.83	12/16/2014	12/1/2044
3133TJP56	FHLMC CMO AGENCY CMO_2130 QS	2	801,898.24	898,861.46	790,777.93	799,421.57	99,439.89		(299.57	)	—	—	6	3.6521	Monthly	2493.75	12,002.04	2/9/2007	3/15/2029
31342A6F1	FHLMC POOL # 780870	2	224,053.28	242,579.27	227,534.54	224,266.77	18,312.5		199.25		—	—	2.36	10.0110	Monthly	18159.75	1,360.03	4/24/2007	9/1/2033
31342AZE2	FHLMC POOL # 780741	2	353,866.13	365,887.24	342,987.02	353,089.57	12,797.67		(401.48	)	—	—	2.375	9.9123	Monthly	20578.83	2,060.79	11/23/2009	7/1/2033
31349SJK0	FHLMC POOL # 781166	2	489,151.37	527,960.51	497,251.12	489,861.95	38,098.56		689.79		—	—	2.355	10.2027	Monthly	730.23	2,938.11	1/24/2006	1/1/2034
31349UCW6	FHLMC POOL # 782785	2	113,440.92	121,086.85	114,332.74	113,500.99	7,585.86		19.80		—	—	2.232	10.5973	Monthly	2007.56	640.02	4/24/2007	10/1/2034
31349UEJ3	FHLMC POOL # 782837	2	189,592.88	203,538.94	191,083.34	189,677.13	13,861.81		42.60		—	—	2.375	10.6877	Monthly	9787.91	1,143.43	4/24/2007	11/1/2034
31349UJL3	FHLMC POOL # 782967	2	66,455.03	71,853.2	67,456.34	66,523.43	5,329.77		44.65		—	—	2.375	10.7863	Monthly	938.27	403.12	10/3/2008	1/1/2035
31349ULB2	FHLMC POOL # 783022	2	199,430.22	214,479.99	201,210.96	199,529.25	14,950.74		95.87		—	—	2.464	10.8658	Monthly	38.95	1,215.45	4/24/2007	2/1/2035
3136A1PM1	FNMA AGENCY CMO__11-96-PA	2	3,194,621.67	3,154,772.62	3,129,834.10	3,191,798.14	(37,025.52	)	(4,380.27	)	—	—	2.5	1.9205	Monthly	0.00	19,851.75	9/30/2014	3/25/2040
3136A3SM4	FNMA CMO_12-11 GA	2	2,009,788.18	1,996,012.14	2,008,462.60	2,009,756.2	(13,744.06	)	(93.33	)	—	—	2	4.1479	Monthly	3374.13	10,248.1	9/30/2014	5/25/2040
3136A5BT2	FNMA AGENCY CMO__12-40-DE	2	1,974,935.95	2,065,783.77	2,032,935.60	1,977,281.64	88,502.13		3,385.29		—	—	2	2.4548	Monthly	8333.33	10,250.87	9/30/2014	6/25/2030
3136A75R9	FNMA CMO_12-96 CG	2	3,842,492.82	3,931,796.59	3,965,707.35	3,846,554.19	85,242.4		7,504.29		—	—	2	3.4027	Monthly	2939.63	20,046.02	9/30/2014	4/25/2039
3136A7QW5	FNMA_12-86 AGENCY CMO 12-86	2	195,872.46	194,216.43	193,573.77	193,769.06	447.37		(695.88	)	—	—	2	0.2521	Monthly	12780.00	1,117.02	9/11/2012	3/25/2041
3136A7TE2	FNMA_12-91 AGENCY CMO 12-91	2	3,382,005.85	3,468,659.65	3,508,705.20	3,383,218.74	85,440.91		7,848.80		—	—	2	3.1918	Monthly	12717.71	17,834.74	9/30/2014	4/25/2042
3136A9FV5	FNMA CMO_12-111 LB	2	740,460.17	751,691.61	716,611.34	740,317.14	11,374.47		(2,452.66	)	—	—	3.5	3.8219	Monthly	7872.02	6,482.09	9/30/2014	5/25/2041
3136A9LX4	FNR_12-114 AGENCY CMO_12-114-DB	2	3,042,135.49	3,123,833.42	3,170,641.60	3,046,153.92	77,679.5		6,788.78		—	—	1.75	3.8959	Monthly	40752.58	14,033.86	9/30/2014	8/25/2039

3136ABFX6	FNMA CMO_12-146 NA	2	2,180,038.02	2,220,575.44	2,214,675.54	2,180,567.52	40,007.92		1,257.53		—	—	2	5.5425	Monthly	4360.42	11,153.92	9/30/2014	9/25/2042
3136ABTM5	FNMA AGENCY CMO__13-7-CT	2	2,867,343.96	2,878,893.33	2,875,914.17	2,868,095.7	10,797.63		841.44		—	—	2	1.1233	Monthly	743.11	14,552.46	9/30/2014	2/25/2043
3136ADCQ0	FNMA CMO_13-23 CB	2	4,054,294.66	4,156,483.59	4,142,234.30	4,056,597.69	99,885.9		3,901.54		—	—	2	5.5753	Monthly	4420.00	20,939.12	9/30/2014	3/25/2033
3136ADSY6	FNMA CMO_13-35 KL	2	2,434,854.63	2,525,202.75	2,582,112.51	2,439,466.16	85,736.59		5,712.48		—	—	2	5.0959	Monthly	1049.72	13,018.54	9/30/2014	4/25/2033
3136AELV7	FNMA CMO_13-62 AH	2	2,456,862.73	2,498,135.47	2,589,906.21	2,461,522.87	36,612.6		5,875.69		—	—	1.75	5.0493	Monthly	0.00	11,435.92	9/30/2014	6/25/2033
3136AEXL6	FNMA CMO_13-64 KA	2	2,544,890.77	2,593,986.77	2,631,928.65	2,547,525.78	46,460.99		2,931.07		—	—	2	4.7918	Monthly	206.60	13,232.59	9/30/2014	2/25/2033
3136AFA95	FNMA_13-81 AGENCY CMO 13-81 UF	2	1,687,620.74	1,686,557.14	1,688,940.24	1,687,793.04	(1,235.9	)	63.12		—	—	0.42375	5.6329	Monthly	10467.30	1,809.52	8/16/2013	2/25/2043
3136AFR30	FNMA CMO_13-81 JB	2	2,357,394.85	2,375,019.33	2,315,962.29	2,355,524.89	19,494.44		(2,422.38	)	—	—	2.75	5.6493	Monthly	1521.41	16,139.88	9/30/2014	12/25/2042
3136AH2M1	FNMA CMO_14-3 BL	2	4,169,401.73	4,191,407.33	4,120,898.75	4,165,913.27	25,494.06		(3,707.67	)	—	—	2.5	3.9479	Monthly	461.81	26,143.39	9/30/2014	6/25/2043
3136AHYJ3	FNMA CMO_13-135 GB	2	4,441,841.39	4,529,731.15	4,465,261.70	4,442,660.76	87,070.39		1,188.61		—	—	2.5	3.6740	Monthly	200.79	28,286.82	9/30/2014	7/25/2032
3136ALUX7	FNMA AGENCY CMO 2014-70 KP	2	4,968,939.32	5,045,834.68	4,715,482.15	4,952,274.34	93,560.34		(19,786.27	)	—	—	3.5	3.4000	Monthly	203.39	41,752.8	10/30/2014	3/25/2044
31371NAC9	FNMA POOL # 256603	2	312,119.55	331,255.6	311,827.19	311,719.5	19,536.1		(12.25	)	—	—	5.5	3.7342	Monthly	4656.03	4,359.97	8/18/2008	2/1/2022
31371NE35	FNMA POOL # 256754	2	126,644.52	126,919.92	119,475.97	124,746.67	2,173.25		(492.72	)	—	—	5.5	3.9205	Monthly	339.44	1,691.73	10/19/2009	6/1/2022
3137A0MS1	FHLMC AGENCY CMO_3688-JA	2	744,532.5	746,100.03	723,029.60	741,468.3	4,631.73		(6,392.06	)	—	—	3.5	1.1507	Monthly	866.67	6,671.11	9/30/2014	1/15/2030
3137A22H3	FHLMC CMO_3745 BP	2	1,530,008.19	1,516,213.52	1,456,055.15	1,527,241.43	(11,027.91	)	(6,143.85	)	—	—	3.5	2.5863	Monthly	11000.00	12,986.72	9/30/2014	8/15/2025
3137A2H95	FREDDIE MAC FHLMC_3766 CMO_37-66 FA	2	12,049.15	12,040.38	12,037.86	12,040.46	(0.08	)	(4.23	)	—	—	0.5245	0.2274	Monthly	3388.23	20.65	6/21/2013	6/15/2028
3137A2QN4	FHLMC AGENCY CMO_37-60-NA	2	676,796.54	678,617.55	661,224.70	674,360.11	4,257.44		(3,219.60	)	—	—	3	0.8685	Monthly	3035.68	5,133.11	9/30/2014	10/15/2037
3137A47K7	FHLMC SENIOR CMO_3778 M	2	218,771.22	221,667.04	201,342.52	217,404.83	4,262.21		(854.61	)	—	—	4.5	4.2027	Monthly	83.62	2,299.68	1/16/2014	8/15/2039
3137AAGA5	FHLMC CMO_3857 GL	2	927,562.97	926,655.16	900,599.03	926,912.9	(257.74	)	(2,317.97	)	—	—	3	2.4055	Monthly	64895.83	6,904.72	9/30/2014	5/15/2040
3137ACNE5	FHLMC_3879 CMO_3879 MF	2	297,701.97	297,279.61	296,543.59	297,568.77	(289.16	)	(83.42	)	—	—	0.5245	2.6603	Monthly	310.14	396.37	11/8/2013	9/15/2038
3137ALG60	FHLMC AGENCY CMO_4004-AE	2	1,959,760.76	1,947,646.08	1,978,876.71	1,960,240.25	(12,594.17	)	907.57		—	—	1.75	4.0274	Monthly	116.59	8,755.22	9/30/2014	2/15/2027
3137APVD9	FHLMC AGENCY CMO_ _40-54-AE	2	2,112,247.15	2,112,533.51	2,153,003.52	2,113,367.16	(833.65	)	2,873.37		—	—	1.5	4.2192	Monthly	3418.51	8,206.85	9/30/2014	4/15/2027
3137ARH58	FHLMC CMO_4057 CD	2	3,711,181.61	3,757,494.79	3,829,434.55	3,714,711.79	42,783		6,131.36		—	—	2	3.9041	Monthly	1281.80	19,375.9	9/30/2014	4/15/2039
3137AUDW6	FHLMC PAC AGENCY CMO 4105-MG	2	611,177.86	603,105.14	591,581.72	610,200.53	(7,095.39	)	(1,180.31	)	—	—	3	4.1425	Monthly	1698.44	4,526.67	11/12/2014	11/15/2040
3137B7TL3	FHLMC CMO_4306 A	2	4,658,343.64	4,768,122.93	4,510,983.35	4,651,546.24	116,576.69		(7,462.24	)	—	—	3.5	5.6329	Monthly	447.22	39,933.56	9/30/2014	3/15/2041
3137B8MW4	FHLMC SENIOR AGENCY CMO_4322-DN	2	4,948,140.36	4,928,615.86	4,611,635.12	4,909,934.3	18,681.56		(29,929.83	)	—	—	4	2.8301	Monthly	6590.07	46,632.77	8/25/2014	5/15/2043
3137BDJQ0	FHLMC SENIOR AGENCY CMO_4384-HN	2	1,017,382.9	1,023,921.27	964,129.80	1,012,626.36	11,294.91		(3,955.81	)	—	—	3.5	2.9342	Monthly	0.00	8,495.45	10/10/2014	6/15/2040

3137BDKF2	FHR AGENCY CMO_4384 LA	2	4,539,839.89	4,626,134.04	4,310,827.20	4,531,545.55	94,588.49		(8,855.34	)	—	—	3.5	2.3616	Monthly	4434.58	38,025.85	9/30/2014	9/15/2040
31385W2S7	FNMA POOL # 555285	2	1,489,733.39	1,559,671.84	1,351,998.56	1,480,213.92	79,457.92		(6,975.09	)	—	—	6	10.7562	Monthly	7004.48	20,631.21	1/13/2011	3/1/2033
31385XAZ0	FNMA POOL # 555424	2	1,636,167.59	1,702,099.19	1,503,118.14	1,628,711.41	73,387.78		(8,247.49	)	—	—	5.5	10.7151	Monthly	13883.33	21,087.91	2/13/2012	5/1/2033
31385XEW3	FNMA POOL # 555549	2	65,785.93	69,793.47	66,324.83	65,955.62	3,837.85		61.15		—	—	5	1.7041	Monthly	1999.25	867.17	1/17/2008	6/1/2018
31385XK48	FNMA POOL # 555715	2	56,615.01	60,008.05	57,120.51	56,661.4	3,346.65		55.77		—	—	2.354	9.8630	Monthly	0.00	346.54	4/24/2007	7/1/2033
3138A7Q76	FNMA POOL # AH5877	2	641,620.65	640,564.4	598,596.51	638,831.79	1,732.61		(2,089.85	)	—	—	4	5.9288	Monthly	3807.93	6,069.21	12/20/2013	2/1/2026
3138A9YZ1	FNMA POOL # AH7927	2	1,654,093.25	1,699,403.29	1,597,916.48	1,646,952.12	52,451.17		(3,304.22	)	—	—	3.5	6.1178	Monthly	54233.42	14,283.12	8/16/2011	8/1/2026
3138AP6W3	FNMA POOL # AI9884	2	4,233,658.33	4,301,313.16	3,902,551.22	4,229,870.68	71,442.48		(26,100.01	)	—	—	4.5	16.0630	Monthly	12450.31	44,659.24	8/20/2014	9/1/2041
3138ATD31	FNMA POOL# AJ1921	2	444,268.7	454,896.46	416,329.13	443,496.82	11,399.64		(958.03	)	—	—	4.5	16.0438	Monthly	5847.84	4,751.21	9/23/2011	9/1/2041
3138EBG33	FNMA POOL#AK6517	2	1,233,599.48	1,241,409.76	1,180,125.07	1,226,474.26	14,935.5		(2,578.94	)	—	—	3	6.4438	Monthly	1815.32	9,008.62	5/17/2012	3/1/2027
3138EGHT4	FNMA POOL # AL0241	2	3,858,460.81	3,876,727.36	3,615,806.33	3,850,481.36	26,246		(10,394.77	)	—	—	4	15.6000	Monthly	7231.61	36,647.66	3/4/2013	4/1/2041
3138EJPG7	FNMA POOL # AL2222	2	748,396.83	740,934.37	706,242.95	743,422.4	(2,488.03	)	(1,669.27	)	—	—	3	6.6986	Monthly	0.00	5,359.94	8/16/2012	8/1/2027
3138EJRA8	FNMA POOL # AL2280	2	3,218,450.96	3,259,173.65	2,982,852.24	3,215,419.36	43,754.29		(14,025.44	)	—	—	4.5	16.7863	Monthly	183.47	34,174.02	9/18/2014	9/1/2042
3138EKVP7	FNMA POOL # AL3321	2	4,833,762.74	4,938,140.28	4,698,675.79	4,831,685.14	106,455.14		(2,608.33	)	—	—	3.5	16.5562	Monthly	4485.10	41,341.81	7/14/2014	2/1/2043
3138ELZ63	FNMA POOL # AL4364	2	4,201,398.09	4,233,676.28	3,972,366.36	4,198,757.07	34,919.21		(9,733.87	)	—	—	3.649	16.0466	Monthly	9698.86	36,664.04	2/24/2014	9/1/2042
3138EMCW9	FNMA POOL # AL4584	2	369,147.82	364,078.61	343,793.10	367,863.52	(3,784.91	)	(2,053.23	)	—	—	4.5	6.5151	Monthly	0.00	3,967.92	12/24/2013	1/1/2027
3138LURE7	FNMA POOL # AO4084	2	1,301,563.12	1,302,594.95	1,225,360.99	1,294,125.54	8,469.41		(3,550.61	)	—	—	3.5	6.6164	Monthly	0.00	10,864.84	1/29/2013	5/1/2027
3138LYPM3	FNMA POOL # AO7627	2	1,156,067.65	1,168,664.83	1,113,946.56	1,154,635.12	14,029.71		(2,178.95	)	—	—	3	6.6055	Monthly	1896.21	8,443.37	9/16/2014	6/1/2027
3138M5GL7	FNMA POOL # AP2002	2	543,393.63	547,908.87	509,332.06	538,153.7	9,755.17		(4,611.25	)	—	—	3.5	3.9315	Monthly	0.00	4,783.13	5/16/2013	8/1/2022
3138M8YB3	FNMA POOL # AP5205	2	5,174,031.95	5,134,479.85	4,988,521.30	5,153,744.45	(19,264.6	)	(5,790.08	)	—	—	2.5	6.6877	Monthly	2182.88	31,562.73	9/18/2012	9/1/2027
3138MBWZ5	FNMA POOL # AP7863	2	645,469.54	650,832.94	605,009.52	639,317.85	11,515.09		(4,147.76	)	—	—	3.5	3.9753	Monthly	867.86	5,407.57	5/16/2013	9/1/2022
3138MRLL3	FNMA POOL # AQ9330	2	2,498,726.54	2,488,977.43	2,367,935.10	2,496,268.49	(7,291.06	)	(3,149.05	)	—	—	3.5	16.5562	Monthly	0.00	20,920.28	2/28/2013	1/1/2043
3138W4AB7	FNMA POOL # AR6301	2	20,639.71	20,422.82	19,468.55	20,543.78	(120.96	)	(57.32	)	—	—	3	7.0356	Monthly	48050.00	149.53	5/16/2013	3/1/2028
3138W9LM0	FNMA POOL # AS0331	2	2,189,007.53	2,269,953.72	2,218,120.35	2,189,324.88	80,628.84		487.63		—	—	3	16.5699	Monthly	5666.17	16,709.13	9/11/2014	8/1/2043
3138W9VQ0	FNMA POOL # AS0622	2	1,888,805.19	1,909,456.3	1,813,978.55	1,884,059.93	25,396.37		(3,323.13	)	—	—	3	7.3589	Monthly	11553.43	13,796.98	11/18/2013	10/1/2028
3138WAJB4	FNMA POOL # AS1157	2	5,177,413.39	5,249,903.11	5,004,598.32	5,167,467.42	82,435.69		(8,033.33	)	—	—	3	7.4219	Monthly	13696.12	37,942.47	12/2/2013	11/1/2028
3138WAWT0	FNMA POOL # AS1557	2	4,890,827.13	4,956,265.92	4,607,196.60	4,886,714.28	69,551.64		(9,294.26	)	—	—	4	17.4548	Monthly	5223.55	46,506.42	7/14/2014	1/1/2044

3138WCAD5	FNMA POOL # AS2703	2	4,984,758.02	5,053,826.7	4,696,371.45	4,980,585.58	73,241.12		(9,409.81	)	—	—	4	17.7781	Monthly	5418.35	47,566.4	7/14/2014	6/1/2044
3138WCAV5	FNMA POOL # AS2719	2	7,218,426.72	7,305,359.7	6,784,335.28	7,213,937.48	91,422.22		(3,178.30	)	—	—	4	17.7644	Monthly	45281.40	67,956.31	8/20/2014	6/1/2044
3138WCFK4	FNMA POOL # AS2869	2	961,132.2	979,538.2	930,456.23	960,216.54	19,321.66		(1,167.95	)	—	—	3	7.7918	Monthly	8813.19	7,045.63	9/16/2014	7/1/2029
3138WCPT4	FNMA POOL # AS3133	2	3,972,119.39	4,081,197.55	3,859,939.89	3,970,789.18	110,408.37		(2,395.46	)	—	—	3.5	17.6411	Monthly	10705.26	34,042.97	8/18/2014	8/1/2044
3138WCZ63	FNMA POOL # AS3464	2	2,504,820.72	2,528,261.92	2,396,599.28	2,503,021.21	25,240.71		(3,776.31	)	—	—	3	7.9288	Monthly	3888.78	18,114.39	11/28/2014	10/1/2029
3138WDER8	FNMA POOL # AS3743	2	6,935,653.45	7,018,849.85	6,811,137.34	6,933,188.35	85,661.5		(3,694.43	)	—	—	2.5	7.9151	Monthly	83333.33	42,820.43	12/16/2014	11/1/2029
3138WPLC6	FNMA POOL # AT2122	2	22,458.3	22,222.29	21,183.94	22,348.77	(126.48	)	(149.81	)	—	—	3	7.0548	Monthly	2656.25	165.12	5/16/2013	3/1/2028
3138X3EP3	FNMA POOL # AU3741	2	7,797,139.5	7,950,675.16	7,520,652.49	7,795,002.28	155,672.88		(3,438.42	)	—	—	3.5	16.8192	Monthly	41207.51	41,463.16	7/14/2014	8/1/2043
3138X9U23	FNMA POOL # AU9600	2	1,731,588.31	1,753,020.2	1,661,992.38	1,727,133.78	25,886.42		(2,437.33	)	—	—	3	7.3808	Monthly	3941.24	12,534.75	11/18/2013	10/1/2028
3138XSFZ5	FNMA POOL # AW2883	2	5,062,771.16	5,181,210.19	4,790,321.60	5,058,537.66	122,672.53		(2,038.47	)	—	—	4	17.8055	Monthly	30331.84	47,977.07	6/12/2014	4/1/2044
3138XYQJ6	FNMA POOL # AW8556	2	4,972,695.12	5,123,207.24	4,821,276.90	4,970,846.8	152,360.44		(4,028.84	)	—	—	3.5	17.7123	Monthly	2581.58	42,649.86	8/18/2014	8/1/2044
31392ER28	FNMA CMO_02-64 PG	2	919,176.28	912,857.2	834,423.86	918,285.84	(5,428.64	)	(3,031.82	)	—	—	5.5	4.1534	Monthly	2455.56	11,619.37	9/30/2014	10/25/2032
31394BPP3	FNMA AGENCY CMO_04-88 HA	2	2,825.44	2,780.98	2,732.37	2,734.86	46.12		(7.17	)	—	—	6.5	0.3945	Monthly	1611.01	50.65	1/17/2008	7/25/2034
31394DA42	FNMA CMO_05-48 AR	2	66,620.86	71,128.98	66,145.45	66,283.84	4,845.14		(31.56	)	—	—	5.5	2.0411	Monthly	47033.33	940.13	12/26/2007	2/25/2035
31394EZX9	FNMA CMO_05-65 WL	2	606,212.47	589,480.05	582,371.63	586,005.52	3,474.53		(6,620.82	)	—	—	5.5	0.2712	Monthly	654.86	8,834.97	11/21/2012	7/25/2034
31395EC47	FHLMC CMO_2839 TS	2	761,750.99	744,185.07	709,017.79	745,409.74	(1,224.67	)	(6,568.32	)	—	—	5	1.5315	Monthly	0.00	9,218.11	3/12/2013	8/15/2019
31395HJ43	FHLMC AGENCY CMO_2877-AL	2	785,725.41	797,704.43	728,562.40	783,825.48	13,878.95		(4,715.30	)	—	—	5	2.6548	Monthly	14065.28	9,309.17	9/30/2014	10/15/2024
31396CLF5	FHLMC AGENCY CMO_3054 DW	2	542.77	544.55	544.81	543.62	0.93		8.05		—	—	5.5	0.1397	Monthly	1437.50	24.45	6/20/2008	5/15/2034
31397JAB0	FHLMC_3346A AGNECY CMO_3335-AF	2	168,558.74	168,840.35	168,545.56	168,553.29	287.06		(1.42	)	—	—	0.3245	1.4603	Monthly	466.21	142.73	7/27/2011	10/15/2020
31397N4N2	FNMA AGENCY CMO_09-41-LG	2	2,677,700	2,666,520	2,500,000.00	2,652,312.53	14,207.47		(12,659.95	)	—	—	4	3.0548	Monthly	255.56	24,999.99	9/30/2014	6/25/2024
31397NLS2	FNMA AGENCY CMO_09-11 LC	2	783,869.17	779,376.32	736,459.58	781,083.32	(1,707	)	(3,578.98	)	—	—	4.5	2.3041	Monthly	1328.85	8,422.72	2/12/2014	3/25/2049
31398GEH8	FNMA AGENCY CMO_09-100-MA	2	669,078.87	671,489.76	645,835.25	668,630.49	2,859.27		(1,938.50	)	—	—	3	2.4055	Monthly	1788.27	4,930.38	9/30/2014	11/25/2039
31398MAY2	FNMA AGENCY CMO_10-9 MC	2	896,750	883,307.2	800,000.00	873,457.88	9,849.32		(7,840.71	)	—	—	5	2.7068	Monthly	9200.00	9,999.99	5/27/2014	4/25/2036
31398MU53	FNMA AGENCY CMO_10-29-PA	2	254,984.84	256,909.8	247,902.27	253,743.55	3,166.25		(1,768.21	)	—	—	4.5	0.9726	Monthly	639.21	2,910.14	9/30/2014	10/25/2038
31398Q4P9	FHLMC_3674 SENIOR AGENCY CMO 3674 HJ	2	1,559,792.51	1,566,034.11	1,396,177.90	1,552,456.86	13,577.25		(8,955.71	)	—	—	5.5	3.8630	Monthly	7447.23	19,605.41	11/25/2013	4/15/2040
31398QNB9	FHLMC CMO_3676 CA	2	89,470.44	89,053.5	87,557.32	88,859.78	193.72		(754.07	)	—	—	4	0.5096	Monthly	588.24	949.97	9/30/2014	7/15/2024
31398RUW3	FNMA CMO_10-62 EN	2	7,355.08	7,181.9	7,187.61	7,242.71	(60.81	)	(852.09	)	—	—	5	0.1699	Monthly	4308.11	294.12	9/30/2014	12/25/2038

31398S6U2	FNMA AGENCY CMO_11-7-CA	2	94,108.41	93,576.74	93,078.95	93,357.35	219.39		(608.96	)	—	—	3.5	0.1507	Monthly	23553.69	868.9	9/30/2014	5/25/2024
31398SKX0	FANNIE MAE FNMA_10-142 AGENCY CMO 10-142 FM	2	679,909.4	680,081.64	678,213.84	679,910.28	171.36		(148.38	)	—	—	0.64375	3.5781	Monthly	2417.08	1,147.06	8/20/2013	12/25/2040
31398SVZ3	FNMA AGENCY CMO _10-139-MA	2	2,045,817.92	1,993,755.45	2,001,171.79	2,045,378.69	(51,623.24	)	(2,489.47	)	—	—	2.5	4.2904	Monthly	0.00	12,721.57	9/30/2014	12/25/2040
31398SZN6	FNMA AGENCY CMO _10-141-G	2	8,115,311	8,200,051.88	7,804,356.19	8,096,021.79	104,030.09		(7,431.36	)	—	—	3.5	2.2521	Monthly	10967.51	68,330.34	7/24/2014	5/25/2030
31398WV35	FHLMC AGENCY CMO 3654	2	62,865.47	61,872.86	58,581.68	60,820.97	1,051.89		(575.00	)	—	—	5	1.0904	Monthly	0.00	761.27	2/6/2012	11/15/2028
31400EGH7	FNMA POOL # 685200	2	63,310.79	67,167.54	63,829.40	63,479.87	3,687.67		54.27		—	—	5	1.5699	Monthly	2896.14	836.37	1/17/2008	3/1/2018
31400PG58	FNMA POOL # 693320	2	52,593.09	56,614.95	53,055.26	52,637.34	3,977.61		13.85		—	—	2.29	9.5589	Monthly	23320.00	304.89	8/15/2006	1/1/2033
31400QJ87	FNMA POOL # 694287	2	7,513.78	8,097.27	7,580.85	7,520.01	577.26		2.02		—	—	2.224	9.6356	Monthly	337.35	42.33	4/24/2007	3/1/2033
31400SA33	FNMA POOL # 695826	2	27,627.83	29,310.86	27,854.15	27,699.7	1,611.16		29.02		—	—	5	1.6164	Monthly	103.62	365.51	1/17/2008	4/1/2018
31401A3C9	FNMA POOL # 702895	2	63,897.21	67,789.7	64,420.64	64,065.91	3,723.79		53.86		—	—	5	1.6164	Monthly	23981.33	841.41	1/17/2008	4/1/2018
31401DVW8	FNMA POOL # 705429	2	82,769.02	88,740.29	83,733.94	82,861.1	5,879.19		86.72		—	—	2.422	9.7370	Monthly	508.73	507.77	8/15/2006	4/1/2033
31401MKS9	FNMA POOL # 712305	2	692,916.97	692,000.29	650,626.25	690,170.17	1,830.12		(2,581.03	)	—	—	2.425	9.7863	Monthly	3685.38	4,020.41	2/23/2012	5/1/2033
31402DQB9	FNMA POOL # 725950	2	109,123.73	116,466.14	110,121.68	109,389.73	7,076.41		93.14		—	—	5	2.4630	Monthly	261.50	1,425.36	8/18/2008	11/1/2019
31402HD32	FNMA POOL # 729222	2	836,542.27	907,856.5	845,789.75	837,279.7	70,576.8		234.18		—	—	2.33	11.0000	Monthly	4212.00	4,942.66		7/1/2035
31402RB81	FNMA POOL # 735463	2	83,706.01	90,021.31	84,398.38	83,774.65	6,246.66		65.58		—	—	2.275	10.7945	Monthly	10011.92	481.65	10/2/2006	3/1/2035
31402RF87	FNMA POOL # 735591	2	3,125,718.78	3,357,428.8	3,011,848.00	3,119,064.2	238,364.6		(6,124.92	)	—	—	5	12.0164	Monthly	11372.87	38,375.82		6/1/2035
31402YSV7	FNMA POOL # 742232	2	3,563.33	3,754.69	3,618.68	3,566.72	187.97		25.29		—	—	2.625	10.0301	Monthly	68121.55	23.91	4/24/2007	9/1/2033
31403C2L4	FNMA POOL # 745179	2	216,353.02	229,532.8	218,125.32	216,840.61	12,692.19		197.26		—	—	5	2.1452	Monthly	1922.59	2,848.86	1/17/2008	4/1/2019
31403DCE7	FNMA POOL # 745369	2	185,790.77	198,104.35	187,312.66	186,176.89	11,927.46		142.88		—	—	5	2.5096	Monthly	1896.85	2,425.84	1/17/2008	12/1/2019
31403DCZ0	FNMA POOL # 745388	2	430,628.36	456,861.25	434,155.85	431,666.93	25,194.32		360.59		—	—	5	1.9233	Monthly	24289.11	5,639.54	1/17/2008	11/1/2018
31403H3P3	FNMA POOL # 749706	2	413,376.55	441,155.49	418,576.05	413,921.5	27,233.99		159.70		—	—	2.309	10.0356	Monthly	1853.15	2,425.66	5/23/2006	11/1/2033
31403KDB6	FNMA POOL # 750798	2	3,895.22	4,162.47	3,955.74	3,901.25	261.22		1.84		—	—	2.199	10.0521	Monthly	1135.82	21.82	4/24/2007	12/1/2033
31403VBR9	FNMA POOL # 758848	2	111,370.33	118,154.81	112,282.66	111,633.88	6,520.93		60.12		—	—	5	2.0137	Monthly	7817.71	1,439.94	1/17/2008	1/1/2019
31404CLB4	FNMA POOL # 764522	2	15,220.59	16,505.17	15,528.75	15,243.49	1,261.68		66.01		—	—	2.397	10.3973	Monthly	217.76	93.47	10/3/2008	6/1/2034
31404LRF9	FNMA POOL # 771886	2	67,769.17	74,106.04	68,902.30	67,882.08	6,223.96		31.89		—	—	2.243	10.1589	Monthly	3919.82	387.83	8/15/2006	2/1/2034
31404NBP0	FNMA POOL # 773246	2	79,979.28	86,493.06	80,648.64	80,032.19	6,460.87		33.50		—	—	2.217	10.7260	Monthly	41666.67	452.11	4/24/2007	2/1/2035
31404VGA0	FNMA POOL # 779693	2	371,619.56	401,887.71	375,136.44	371,989.9	29,897.81		102.32		—	—	2.112	10.3589	Monthly	1910.93	1,987.49	3/22/2006	7/1/2034

31405PAG5	FNMA POOL # 794807	2	97,835.85	103,802.02	97,569.50	97,790.26	6,011.76	(23.33	)	—	—	1.957	10.4521	Monthly	290.08	487.63	6/30/2007	10/1/2034
31405UMM8	FNMA POOL # 799664	2	43,316.79	46,773.69	43,657.33	43,350.22	3,423.47	9.63		—	—	2.117	10.5041	Monthly	324.68	231.85	4/24/2007	10/1/2034
31405UR84	FNMA POOL # 799811	2	132,183.29	139,776.83	131,837.90	132,118.34	7,658.49	(12.29	)	—	—	1.924	10.4904	Monthly	10230.89	636.31	6/30/2007	11/1/2034
31405UTZ2	FNMA POOL # 799868	2	9,041.58	9,609.06	9,112.65	9,048.3	560.76	2.14		—	—	2.002	10.5151	Monthly	12675.00	45.78	4/24/2007	11/1/2034
31406BB90	FNMA POOL # 804764	2	132,004.35	142,566.03	133,042.06	132,099.19	10,466.84	45.38		—	—	2.123	10.6493	Monthly	149.00	708.43	4/24/2007	1/1/2035
31406BEZ9	FNMA POOL # 804852	2	111,820.72	120,676.21	112,699.79	111,902.04	8,774.17	44.63		—	—	2.138	10.6055	Monthly	8722.92	604.59	4/24/2007	12/1/2034
31406BJF8	FNMA POOL # 804962	2	124,894.6	134,314.5	125,876.43	124,982.89	9,331.61	52.29		—	—	2.153	10.6575	Monthly	291.10	686.91	4/24/2007	1/1/2035
31406BQQ6	FNMA POOL # 805163	2	157,709.33	168,772.65	159,029.31	157,827.34	10,945.31	74.84		—	—	2.182	10.6658	Monthly	651.33	886.26	4/24/2007	1/1/2035
31406DG67	FNMA POOL # 806721	2	226,880.24	244,005.3	228,663.83	227,045.54	16,959.76	116.11		—	—	2.295	10.6082	Monthly	11666.67	1,339.48	4/24/2007	11/1/2034
31406GLK3	FNMA POOL # 809530	2	38,233.95	41,331.04	38,504.73	38,262.5	3,068.54	7.23		—	—	2.161	10.7068	Monthly	37.79	208.74	10/2/2006	2/1/2035
31406MYP5	FNMA POOL # 814418	2	101,069.32	106,903.37	101,971.77	101,156.08	5,747.29	24.62		—	—	1.975	10.6932	Monthly	21852.18	505.22	4/24/2007	3/1/2035
31406PKU2	FNMA POOL # 815807	2	214,822.96	231,453.73	216,873.02	215,053.25	16,400.48	105.23		—	—	2.131	10.6986	Monthly	1470.00	1,158.8	10/2/2006	2/1/2035
31406TLC3	FNMA POOL # 819423	2	250,131.15	271,450.84	252,364.61	250,315.46	21,135.38	87.09		—	—	2.435	10.8959	Monthly	5172.62	1,545.8	4/24/2007	4/1/2035
31406TTE1	FNMA POOL # 819649	2	1,959,732.95	1,989,289.06	1,894,605.87	1,953,483.48	35,805.58	(8,149.96	)	—	—	2.14	10.7479	Monthly	418.98	10,379.69	12/22/2009	3/1/2035
31406VHE9	FNMA POOL # 821129	2	126,718.72	136,363.14	127,850.20	126,796.37	9,566.77	84.64		—	—	2.202	10.8685	Monthly	1168.79	725.58	4/24/2007	5/1/2035
31407D5R2	FNMA POOL # 828056	2	444,820.7	460,409.44	437,368.22	444,023.03	16,386.41	(517.11	)	—	—	2.25	10.9260	Monthly	130854.17	2,469.43		6/1/2035
31407E6W8	FNMA POOL # 828985	2	215,844.29	237,858.49	223,275.17	216,395.03	21,463.46	694.69		—	—	2.243	11.0192	Monthly	1939.58	1,255.98	3/22/2006	8/1/2035
31407GC22	FNMA POOL # 829989	2	793,210.61	859,796.03	800,748.90	793,874.23	65,921.8	198.40		—	—	2.341	10.8658	Monthly	26149.50	4,701.45	1/24/2006	4/1/2035
31408C6D3	FNMA POOL # 847868	2	1,058,887.07	1,125,172.76	1,070,258.55	1,060,200.17	64,972.59	233.73		—	—	2.009	11.0795	Monthly	0.00	5,376.55	5/23/2006	11/1/2035
31409UBQ7	FNMA POOL # 878547	2	722,219.08	784,681.2	728,049.17	722,665	62,016.2	500.90		—	—	2.362	11.4000	Monthly	4446.18	4,503.06	5/23/2006	3/1/2036
31410FU60	FNMA POOL # 888105	2	184,226.43	195,449.08	185,735.52	184,564.68	10,884.4	161.20		—	—	5	2.8740	Monthly	1276.36	2,414.87	1/17/2008	8/1/2020
31410GC35	FNMA POOL # 888490	2	172,286.43	182,315.76	172,676.72	172,304.94	10,010.82	20.61		—	—	2.023	11.0795	Monthly	7492.19	894.58	6/22/2007	5/1/2035
31410GC50	FNMA POOL # 888492	2	74,004.79	79,027.41	73,864.21	73,973.31	5,054.1	(7.42	)	—	—	2.414	9.9178	Monthly	311.11	439.43	6/22/2007	5/1/2033
31410GD83	FNMA POOL # 888527	2	18,780.88	20,569.12	19,134.65	18,807.22	1,761.9	21.44		—	—	2.443	10.4521	Monthly	29.95	117.78	6/22/2007	4/1/2034
31410GDC4	FNMA POOL # 888499	2	593,747.68	628,052.84	597,083.67	594,015.63	34,037.21	170.53		—	—	2.349	10.0521	Monthly	184.17	3,543.04	6/22/2007	8/1/2033
31410GDF7	FNMA POOL # 888502	2	77,159.54	83,287.37	78,162.48	77,280.54	6,006.83	48.27		—	—	1.79	9.8192	Monthly	2464.24	351.31	6/22/2007	6/1/2033
31410GDL4	FNMA POOL # 888507	2	302,863.82	320,886.16	308,165.44	303,333.56	17,552.6	208.87		—	—	2.32	10.9370	Monthly	2969.89	1,799.51	6/22/2007	2/1/2035

31410GDM2	FNMA POOL # 888508	2	350,907.71	379,275.22	355,813.77	351,336.11	27,939.11	353.42		—	—	2.285	10.3890	Monthly	2860.21	2,084.71	6/22/2007	3/1/2034
31410GDQ3	FNMA POOL # 888511	2	51,651.1	54,774.26	52,120.27	51,688.5	3,085.76	15.45		—	—	2.27	10.2356	Monthly	7984.38	296.88	6/22/2007	12/1/2033
31410GDS9	FNMA POOL # 888513	2	89,689.98	96,825.94	90,159.64	89,719.6	7,106.34	30.19		—	—	2.442	10.3562	Monthly	7256.25	553.34	6/22/2007	2/1/2034
31410GDX8	FNMA POOL # 888518	2	82,777.83	87,248.79	83,043.77	82,792.71	4,456.08	7.75		—	—	2.292	11.0658	Monthly	29983.06	479	6/22/2007	4/1/2035
31410GDY6	FNMA POOL # 888519	2	43,286.41	47,066.71	44,029.72	43,354.37	3,712.34	38.78		—	—	2.177	10.8986	Monthly	2691.25	242.36	6/22/2007	1/1/2035
31410GDZ3	FNMA POOL # 888520	2	579,860.01	618,163.27	583,555.85	580,212.16	37,951.11	336.04		—	—	2.07	9.9562	Monthly	11377.78	3,032.55	6/22/2007	7/1/2033
31410GFD0	FNMA POOL # 888564	2	3,587,544.92	3,699,262.38	3,480,941.10	3,550,884.38	148,378	(7,020.29	)	—	—	5	3.5233	Monthly	11437.50	44,626.98	3/17/2009	10/1/2021
31410GPR8	FNMA POOL # 888832	2	1,658,266.47	1,836,770.08	1,594,726.56	1,654,643.08	182,127	(4,498.54	)	—	—	6.5	14.2932	Monthly	5995.84	26,452.59	2/12/2008	11/1/2037
31410LK84	FNMA POOL # 890519	2	1,286,708.34	1,338,499	1,174,992.27	1,284,146.02	54,352.98	(9,194.16	)	—	—	6	16.2521	Monthly	7338.15	18,074.81	11/13/2013	10/1/2040
31411DA33	FNMA POOL # 904626	2	494,344.73	528,624.44	492,000.03	494,028.84	34,595.6	(72.98	)	—	—	2.355	11.8356	Monthly	7920.20	2,904.81	12/21/2006	12/1/2036
31411GUY6	FNMA POOL # 907899	2	1,262,472.47	1,311,055.98	1,252,103.48	1,261,236.54	49,819.44	(219.30	)	—	—	2.4	11.9041	Monthly	11413.19	7,513.13	12/21/2006	1/1/2037
31411KCZ4	FNMA POOL # 910088	2	1,598,889.75	1,814,095.06	1,584,039.38	1,597,922.37	216,172.69	(476.83	)	—	—	6	13.6466	Monthly	440.00	24,287.21	3/30/2007	3/1/2037
31411LEA5	FNMA POOL # 911029	2	134,127.27	134,418.94	126,535.16	132,043.25	2,375.69	(275.08	)	—	—	5.5	3.9616	Monthly	79.88	1,757.64	10/19/2009	7/1/2022
31411WPJ0	FNMA POOL # 916725	2	861,075.07	880,477.03	813,774.41	859,346.35	21,130.68	(1,304.02	)	—	—	2.431	11.7699	Monthly	0.00	4,971.09	2/23/2012	10/1/2036
31412LMG2	FNMA POOL # 928359	2	116,467.97	116,721.24	109,875.45	114,708.91	2,012.33	(498.83	)	—	—	5.5	3.8740	Monthly	17059.73	1,553.16	10/19/2009	5/1/2022
31412LQN3	FNMA POOL # 928461	2	188,951.23	189,365.68	178,259.23	186,155.19	3,210.49	(727.33	)	—	—	5.5	3.9178	Monthly	68.41	2,482.52		6/1/2022
31412LVF4	FNMA POOL # 928614	2	1,116,920.61	1,116,551.45	1,051,064.82	1,100,639.58	15,911.87	(4,717.78	)	—	—	5.5	4.0110	Monthly	1171.67	15,014.24	10/26/2009	8/1/2022
31412SRH0	FNMA POOL # 933488	2	335,476.95	341,223.51	319,596.97	331,652.57	9,570.94	(1,704.89	)	—	—	5	4.3288	Monthly	1050.00	4,188.08	10/19/2009	3/1/2023
31414ARA2	FNMA POOL # 960481	2	648,460.77	655,667.17	617,765.56	641,216.38	14,450.79	(3,853.32	)	—	—	5	4.1945	Monthly	42083.33	7,893.33	10/19/2009	12/1/2022
31414CRJ9	FNMA POOL # 962289	2	848,304.27	862,835.32	808,149.35	838,753.38	24,081.94	(1,329.27	)	—	—	5	4.3315	Monthly	2171.94	10,198.76	10/19/2009	3/1/2023
31414GD22	FNMA POOL # 965521	2	108,129.43	108,364.58	102,008.91	106,692.6	1,671.98	(209.11	)	—	—	5.5	4.2055	Monthly	1534.72	1,416.03	10/19/2009	12/1/2022
31414NB45	FNMA POOL # 970859	2	858,662.18	872,072.54	816,801.12	850,161.62	21,910.92	(3,345.20	)	—	—	5	4.7589	Monthly	3465.00	10,462.94	10/26/2009	12/1/2023
31414RB79	FNMA POOL # 973562	2	699,029.74	731,481.87	659,462.02	690,418.36	41,063.51	(1,334.39	)	—	—	5.5	4.3562	Monthly	3263.89	9,154.48	10/19/2009	3/1/2023
31415MDG7	FNMA POOL # 984003	2	1,195,254.75	1,387,189.7	1,231,229.75	1,196,717.13	190,472.57	163.94		—	—	5.5	14.3397	Monthly	1527.78	16,959.35	8/13/2008	6/1/2038
31415MFS9	FNMA POOL # 984077	2	542,363.4	551,653.83	516,690.35	536,079.29	15,574.54	(1,271.32	)	—	—	5	4.4767	Monthly	1476.36	6,560.08	10/19/2009	6/1/2023
31416B4M7	FNMA POOL # 995528	2	953,258.41	970,480.74	917,559.60	943,891.52	26,589.22	(2,542.58	)	—	—	5	3.6247	Monthly	12309.36	11,774.48	3/25/2009	12/1/2021
31416B4N5	FNMA POOL # 995529	2	1,873,020.09	1,916,358.09	1,803,962.16	1,854,391.87	61,966.22	(4,758.76	)	—	—	5.5	4.1562	Monthly	21312.77	25,405.2	3/17/2009	11/1/2022

31416B4P0	FNMA POOL # 995530	2	1,013,971.64	1,031,364.94	972,343.21	1,001,073.98	30,290.96		(2,509.74	)	—	—	5.5	3.6329	Monthly	3174.53	13,611.36	3/25/2009	12/1/2021
31416B7J1	FNMA POOL # 995597	2	105,478.23	105,707.59	99,507.76	104,268.88	1,438.71		(435.58	)	—	—	5.5	4.9342	Monthly	0.00	1,401.08	10/19/2009	3/1/2024
31416BLV8	FNMA POOL # 995040	2	401,122.4	407,387.03	381,567.09	396,540.16	10,846.87		(1,110.99	)	—	—	5	4.4685	Monthly	1833.33	4,862.65	10/26/2009	6/1/2023
31416BSE9	FNMA POOL # 995217	2	880,808.75	881,966.83	830,238.77	870,443	11,523.83		(4,007.15	)	—	—	5.5	4.7918	Monthly	3347.44	11,722.87		12/1/2023
31416BSX7	FNMA POOL # 995234	2	1,195,478.93	1,171,594.76	1,113,368.04	1,166,546.33	5,048.43		(10,200.31	)	—	—	5	2.2822	Monthly	10779.17	14,566.14	11/17/2011	7/1/2019
31416CME3	FNMA POOL # 995957	2	1,888,893.94	1,916,613.74	1,795,139.94	1,870,954.16	45,659.58		(6,566.16	)	—	—	5	5.0521	Monthly	0.00	22,978.41	9/30/2009	6/1/2024
31416MZC1	FNMA POOL # AA4338	2	1,688,846.95	1,711,228.92	1,569,651.54	1,686,160.63	25,068.29		(9,140.33	)	—	—	4.5	14.4274	Monthly	1177.77	18,002.56	3/26/2013	4/1/2039
31416TL49	FNMA POOL # AA9346	2	6,225,878.3	6,802,737.92	6,159,607.71	6,221,724.98	581,012.94		(2,229.93	)	—	—	4.5	14.6411	Monthly	31930.91	70,449.03	2/11/2010	8/1/2039
31417AP60	FNMA POOL # AB4044	2	4,781,548.1	4,901,229.4	4,642,279.72	4,779,235.58	121,993.82		(3,706.86	)	—	—	3.5	15.7562	Monthly	5350.32	40,969.25	7/14/2014	12/1/2041
31417F2Y3	FNMA POOL # AB8890	2	23,096.06	22,853.36	21,785.52	22,987.38	(134.02	)	(45.45	)	—	—	3	7.0548	Monthly	2420.83	165.23	5/16/2013	4/1/2028
31417FQC5	FNMA POOL # AB8550	2	2,105,633.67	2,091,903.59	2,034,812.65	2,098,615.26	(6,711.67	)	(2,684.20	)	—	—	2.5	6.9342	Monthly	525.00	12,821.88	3/18/2013	3/1/2028
31417FX94	FNMA POOL # AB8803	2	16,805.21	16,628.61	15,851.63	16,728.25	(99.64	)	(121.77	)	—	—	3	7.0247	Monthly	238.25	124.1	5/16/2013	3/1/2028
31418AMK1	FNMA POOL # MA1261	2	656,121.99	658,652.69	623,717.88	651,095.51	7,557.18		(2,288.33	)	—	—	3	4.0384	Monthly	3111.60	4,778.75	2/19/2013	11/1/2022
31419ALC9	FNMA POOL # AE0322	2	1,000,888.52	976,187.16	923,009.60	985,873.22	(9,686.06	)	(8,467.12	)	—	—	5	3.2849	Monthly	3163.59	11,924.39	3/14/2013	5/1/2021
31419BBT1	FNMA POOL # AE0949	2	3,016,350.27	3,049,711.95	2,845,194.08	3,011,186.05	38,525.9		(6,326.44	)	—	—	4	15.4164	Monthly	42291.67	28,858.35	5/14/2012	2/1/2041
38375XRK2	GNR_08-69 AGENCYCMO _ 08-69-QD	2	1,665,671.58	1,609,307.1	1,486,914.69	1,661,465.62	(52,158.52	)	(9,454.62	)	—	—	5.75	2.9342	Monthly	68000.00	21,795.08	9/30/2014	7/20/2038
38377VAN6	GNR_11-51 AGENC CMO__11-51-WA	2	263,779.44	260,340.39	258,129.00	259,434.79	905.6		(4,516.88	)	—	—	4	0.0932	Monthly	7916.67	3,101.47	9/30/2014	8/20/2034
62888UAA8	NGN_10-R2 AGENCY CMO_10-R2 1A	2	937,929.05	940,378.92	937,929.05	937,929.05	2,449.87		—		—	—	0.545	1.2712	Monthly	24452.08	1,581.25	11/17/2010	11/6/2017
62888VAB4	NCUA GUARANTEED NOTES AGENCY CMO_10-R1 2A	2	101,429.67	101,943.07	101,438.81	101,435.14	507.93		1.48		—	—	1.84	0.4575	Monthly	1966.92	516.44	10/27/2010	10/7/2020
62888YAA0	NGN_11-R1 CMO_11-R1 IA	2	1,153,387.45	1,159,219.15	1,152,942.53	1,153,200.62	6,018.53		(30.02	)	—	—	0.623	2.2685	Monthly	7618.75	2,135.86		1/8/2020
62889FAA0	NGN_11-R4 CMO_11R4-1A	2	740,442.86	742,289.52	740,442.86	740,442.86	1,846.66		—		—	—	0.551	2.6356	Monthly	2504.21	1,307.18	3/31/2011	3/6/2020
62889JAA2	NCUA GUARANTEED NOTES CMO_11-R6 1A	2	151,336.2	151,417.16	151,336.20	151,336.2	80.96		—		—	—	0.555	2.7315	Monthly	3777.17	319.01	5/5/2011	5/7/2020
981464EN6	WFNMT_14-C SENIOR ABS 14-C	2	719,834.4	722,735.98	720,000.00	719,852.43	2,883.55		11.29		—	—	1.54	2.5479	Monthly	2844.16	2,772	11/7/2014	8/15/2021
30290FAE2	FREMF SUB CMBS_12-K707 B 144A	2	1,039,335.94	1,048,150.02	1,000,000.00	1,034,934.19	13,215.83		(2,374.64	)	—	—	3.88331	3.7397	Monthly	8238.98	9,707.88	10/14/2014	1/25/2047
31398JZR7	FHLMC AGENCY CMBS_K004-A1	2	1,165,167.2	1,163,035.1	1,108,732.70	1,158,814.45	4,220.65		(5,782.56	)	—	—	3.413	2.1616	Monthly	6600.00	9,632.21	9/30/2014	5/25/2019
31398QHE0	FHLMC AGENCY CMBS_ _K007-A1	2	3,344,460.72	3,339,424.71	3,197,472.90	3,325,883.75	13,540.96		(23,057.51	)	—	—	3.342	1.9068	Monthly	2750.00	26,946.69	9/30/2014	12/25/2019
62888XAC8	NCUA CMBS_10-C1 A-PT	2	3,771,221.08	3,853,379.58	3,778,712.31	3,776,770.56	76,609.02		127.72		—	—	2.65	0.7014	Monthly	42012.60	26,368.02		10/29/2020

00164BAG2	ALM_7R-2 MEZZANIN ABS 7R-2 144A	2	952,000	981,531	1,000,000.00	955,081.29	26,449.71		1,731.67		—	—		3.7061	5.6521	J-A-J-O	2762.66	9,250.36	10/21/2014	4/24/2024
05178RAA3	AURORA MILITARY HOUSING MUNI BND 144A	2	1,165,681	1,165,681	1,100,000.00	1,161,033.34	4,647.66		(2,338.59	)	—	—		5.32	5.7151	Jun-Dec	321.18	14,630	9/30/2014	12/15/2020
10620NCG1	BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1 A2	2	2,861,976.92	2,918,533.31	2,901,068.96	2,881,111.83	37,421.48		1,785.01		—	—		1.0616	3.3644	F-M-A-N	12500.00	7,808.15	3/18/2011	2/25/2030
56040PAT5	MAINE EDL LN AUTH MUNI BND REV		2,662,914.1	2,631,079.3	2,390,000.00	2,631,633.42	(554.12	)	(24,647.78	)	—	—		5.5	3.6740	Jun-Dec	43260.84	33,332.3	9/30/2014	12/1/2018
62889AAA1	NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A	2	1,153,126.67	1,154,187.54	1,153,126.67	1,153,126.67	1,060.87		(0.01	)	—	—		0.521	2.9068	Monthly	12715.90	1,530.18	12/17/2010	12/7/2020
864425AB9	SUBURBAN HOSP HEALTHCARE SYS I MUNITAX BND REV	2	78,562.56	79,805.88	76,465.12	77,822.2	1,983.68		(4,332.09	)	—	—		7.705	0.8795	Feb-Aug	2041.39	3,125.96	9/30/2014	2/15/2016
914682AM1	UNIVERSITY N MEX UNIV REVS MUNITAX BND REV	1	1,465,970.7	1,467,411.15	1,455,000.00	1,455,000	12,411.15		—		—	—		7.8	0.2493	Jun-Dec	2101.52	28,372.5	9/30/2014	6/30/2020
928904FR7	VOLUSIA CNTY FLA HSG FIN AUTH MUNITAX BND REV	1	541,571.4	541,846.8	540,000.00	540,415.13	1,431.67		(612.49	)	—	—		7.45	0.1699	Jun-Dec	45833.33	10,057.5	9/30/2014	12/1/2021
482485AC3	KKR_13-2A ABS 13-2A 144A	2	1,516,800	1,555,366.4	1,600,000.00	1,522,314.04	33,052.36		3,073.90		—	—		2.0571	5.7753	J-A-J-O	1173.08	8,202.49	10/21/2014	1/23/2026
12591AAC1	CNH_12-B ABS 12-B	2	500,649.19	500,837.07	500,666.86	500,666.06	171.01		9.63		—	—		0.86	0.1644	Monthly	0.00	1,426.82	6/20/2012	9/15/2017
38373MUZ1	GNMA CMBS_06-32 C	2	5,230,775.45	5,243,622.25	4,981,311.37	5,220,876.2	22,746.05		(24,954.54	)	—	—		5.2642	7.9726	Monthly	2540.36	65,711.34	9/30/2014	11/16/2038
38375JCJ2	GNMA GNMA_06-68 D	2	2,151,560	2,194,144	2,000,000.00	2,129,133.87	65,010.13		(12,484.56	)	—	—		5.305	2.9014	Monthly	89228.62	26,525.01	9/30/2014	12/16/2037
38378NEK5	GNMA AGENCY CMBS _13-156-AD	2	1,934,792.46	1,963,998.01	1,954,331.88	1,935,455.18	28,542.83		112.86		—	—		2.76126	3.5726	Monthly	4532.50	13,511.12	9/30/2014	4/16/2052
BRSGEJ3J4	E_CARAT_12 ABS CARAT	2	90,024.74	83,271.83	56,004.69	90,024.74	(6,752.91	)	—		—	(6,885.78	)	1.3	0.3452	Monthly	12239.49	350.13	12/18/2012	6/18/2020
00101JAE6	ADT CORP SENIOR CORP BND		3,984,328.45	3,970,000	4,000,000.00	3,986,650.44	(16,650.44	)	1,400.74		—	—		2.25	2.2932	Jan-Jul	35093.75	22,500	4/30/2013	7/15/2017
00206RAT9	AT&T INC CORP BND		517,103.96	485,876.85	300,000.00	511,358.92	(25,482.07	)	(7,094.26	)	—	(27,647.63	)	5.875	2.0795	April	0.00	10,293.49	12/12/2014	4/28/2017
00206RAW2	AT&T INC CORP BND		6,239,590.5	6,305,020.8	6,175,000.00	6,190,377.84	114,642.96		(3,445.24	)	—	—		2.95	1.1260	May-Nov	40220.56	46,831.26	5/27/2011	5/15/2016
00206RBR2	AT&T INC CORP BND		525,782.25	524,553.75	525,000.00	525,497.93	(944.18	)	(87.66	)	—	—		0.9	0.8712	Feb-Aug	536.19	3,368.75	2/12/2013	2/12/2016
00206RCC4	AT&T INC SENIOR CORP BND		3,010,080	3,021,920.01	3,000,000.00	3,009,001.5	12,918.51		(531.25	)	—	—		2.3	3.9479	Mar-Sep	0.00	17,250	9/30/2014	3/11/2019
00287YAJ8	ABBVIE INC SENIOR CORP BND		6,999,323.21	7,013,519.41	6,990,000.00	7,000,841.71	12,677.7		(802.42	)	—	—		1.75	2.6055	May-Nov	46633.61	28,688.63		11/6/2017
02209SAT0	ALTRIA GROUP INC SENIOR CORP BND	1	3,247,367.5	3,292,953.56	3,250,000.00	3,247,556.98	45,396.58		223.73		—	—		2.625	4.7096	Jan-Jul	24973.96	26,869.81	11/14/2014	1/14/2020
0258M0DD8	AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND MTN		1,027,420	1,024,771.8	1,000,000.00	1,021,911.96	2,859.84		(2,707.67	)	—	—		2.375	1.9836	Mar-Sep	672.00	5,937.5	9/30/2014	3/24/2017
0258M0DK2	AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND		995,980	1,009,472.58	1,000,000.00	996,418.05	13,054.53		215.19		—	—		2.125	3.9671	Mar-Sep	442.82	5,312.5	9/30/2014	3/18/2019
0258M0DP1	AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND MTN		992,210	1,013,520.74	1,000,000.00	992,978.84	20,541.9		378.58		—	—		2.25	4.3781	Feb-Aug	1648.57	5,625	9/30/2014	8/15/2019
0258M0DR7	AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND		3,465,350.2	3,486,244.19	3,470,000.00	3,466,147.49	20,096.7		377.49		—	—		1.55	2.4822	Mar-Sep	1342.87	13,446.28	9/23/2014	9/22/2017
02665WAH4	AMERICAN HONDA FINANCE CORPORA CORP BND MTN		—	—	—	—	—		470.64		—	—		2.25	4.3781	Feb-Aug	2994.44	28,125	9/30/2014	8/15/2019
02666QM26	AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND 144A		1,992,800	2,013,303.52	2,000,000.00	1,993,850.02	19,453.5		517.41		—	—		1.6	2.8849	Feb-Aug	778.47	8,000	9/30/2014	2/16/2018

02666QM59	AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND 144A		5,000,000	5,018,450.15	5,000,000.00	5,000,000	18,450.15		—		—	—	0.6361	1.1562	F-M-A-N	3682.62	7,743.2	5/29/2013	5/26/2016
03027XAC4	AMERICAN TOWER CORPORATION SENIOR CORP BND		510,810	516,017.31	500,000.00	509,651.86	6,365.45		(575.71	)	—	—	3.4	3.8822	Feb-Aug	663.02	4,250	9/30/2014	2/15/2019
03523TAT5	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND		5,807,754	5,404,428	5,400,000.00	5,406,289.25	(1,861.25	)	(40,430.87	)	—	—	3.625	0.0411	Apr-Oct	378.19	48,937.5	10/12/2012	4/15/2015
03523TBN7	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CORP BND		12,760,736.5	12,852,119.6	12,775,000.00	12,772,136.82	79,982.78		302.81		—	—	1.375	2.2932	Jan-Jul	25054.13	43,914.05	7/18/2014	7/15/2017
05253JAC5	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CORP BND		774,550.5	769,991.04	775,000.00	774,715.57	(4,724.53	)	22.10		—	—	1.45	3.1260	May-Nov	883.89	2,809.38	5/15/2013	5/15/2018
05531FAN3	BB&T CORP SENIOR CORP BND MTN	1	787,675.2	789,141.58	780,000.00	786,958.22	2,183.36		(539.50	)	—	—	2.05	3.1370	Jun-Dec	8488.93	3,997.5	12/2/2014	6/19/2018
06050TLR1	BANK OF AMERICA CORP SENIOR CORP BND		2,498,150	2,500,714.3	2,500,000.00	2,498,994.01	1,720.29		152.87		—	—	1.125	1.6274	May-Nov	2636.18	7,031.25	11/14/2013	11/14/2016
06050TLT7	BANK OF AMERICA CORP SENIOR CORP BND		4,995,600	5,003,947.05	5,000,000.00	4,997,233.77	6,713.28		359.45		—	—	1.25	1.8795	Feb-Aug	4987.96	15,625	2/14/2014	2/14/2017
06051GEG0	BANK OF AMERICA CORP CORP BND		4,145,930.76	4,097,956	4,000,000.00	4,078,657.04	19,298.96		(20,119.07	)	—	—	3.625	0.9644	Mar-Sep	1750.00	36,250	6/2/2014	3/17/2016
06051GEQ8	BANK OF AMERICA CORP CORP BND		2,692,116	2,826,640.77	2,700,000.00	2,696,704.83	129,935.94		682.29		—	—	3.875	1.9781	Mar-Sep	1761.67	44,616.31	3/22/2012	3/22/2017
06051GEX3	BANK OF AMERICA CORP SENIOR CORP BND		5,075,550	5,094,941.7	5,000,000.00	5,062,286.9	32,654.8		(3,902.28	)	—	—	2.6	3.7973	Jan-Jul	3185.16	32,500	5/23/2014	1/15/2019
06051GFD6	BANK OF AMERICA CORP SENIOR CORP BND MTN		610,344	610,842.64	600,000.00	610,167.32	675.32		(122.95	)	—	—	2.65	4.0055	Apr-Oct	5631.25	28,575.82	4/1/2014	4/1/2019
06051GFL8	BANK OF AMERICA CORP SUB CORP BND		5,238,123.25	5,362,823.59	5,225,000.00	5,238,517.19	124,306.4		197.85		—	—	4.25	11.5699	Apr-Oct	60535.94	37,571.19	10/22/2014	10/22/2026
06406HBX6	BANK OF NEW YORK MELLON CORP/T CORP BND		3,367,975	3,313,807.25	3,250,000.00	3,306,710.68	7,096.57		(10,508.19	)	—	—	2.3	1.3288	Jan-Jul	14696.14	18,687.5	10/18/2013	7/28/2016
06406HCA5	BANK OF NEW YORK MELLON CORP/T CORP BND MTN	1	1,497,285	1,527,179.03	1,500,000.00	1,499,006.82	28,172.21		134.08		—	—	2.4	1.7178	Jan-Jul	2933.33	9,000	11/23/2011	1/17/2017
06406HCG2	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN	1	3,597,876	3,604,303.44	3,600,000.00	3,599,339.77	4,963.67		175.97		—	—	0.7	0.8493	Mar-Sep	2607.96	6,300	3/6/2013	3/4/2016
06406HCK3	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN		15,000,000	15,004,498.65	15,000,000.00	15,000,000	4,498.65		—		—	—	0.7036	2.9342	M-J-S-D	5429.39	25,631.68	3/6/2013	3/6/2018
06406HCR8	BANK OF NEW YORK MELLON/THE SENIOR CORP BND MTN	1	7,491,675	7,617,474.75	7,500,000.00	7,493,561.43	123,913.32		387.09		—	—	2.2	3.8521	Mar-Sep	2906.74	41,250	2/4/2014	3/4/2019
06406HCU1	BANK OF NEW YORK MELLON/THE SENIOR CORP BND	1	1,996,120	2,038,410.94	2,000,000.00	1,996,789.31	41,621.63		184.41		—	—	2.2	4.0438	May-Nov	0.00	11,000	5/7/2014	5/15/2019
07274EAB9	BAYER US FINANCE LLC SENIOR CORP BND 144A		2,373,408.75	2,390,414.34	2,375,000.00	2,373,658.78	16,755.56		128.59		—	—	1.5	2.5205	Apr-Oct	0.00	8,906.25	10/8/2014	10/6/2017
07274EAD5	BAYER US FINANCE LLC SENIOR CORP BND 144A		995,420	1,017,175.22	1,000,000.00	995,836.43	21,338.79		214.16		—	—	2.375	4.5260	Apr-Oct	5277.78	5,937.5	10/8/2014	10/8/2019
07274EAF0	BAYER US FINANCE LLC SENIOR CORP BND 144A		4,997,500	5,166,027.05	5,000,000.00	4,997,655.55	168,371.5		80.00		—	—	3	6.5288	Apr-Oct	10000.00	37,500	10/8/2014	10/8/2021
07330NAC9	BRANCH BKG & TR CO SENIOR CORP BND	1	999,640	1,004,406.36	1,000,000.00	999,823.22	4,583.14		28.61		—	—	1.45	1.4301	Apr-Oct	1431.11	3,625	9/9/2013	10/3/2016
07330NAD7	BRANCH BKG & TR CO SENIOR CORP BND	1	4,385,673.24	4,392,494.91	4,308,000.00	4,379,091.34	13,403.57		(4,936.42	)	—	—	2.3	3.4630	Apr-Oct	40061.27	24,771	12/2/2014	10/15/2018
07330NAG0	BRANCH BKG & TR CO CORP BND	1	499,335	499,529.27	500,000.00	499,629.54	(100.27	)	54.40		—	—	1.05	1.6740	Jun-Dec	3538.89	1,312.5	11/26/2013	12/1/2016
110122AV0	BRISTOL-MYERS SQUIBB CO SENIOR CORP BND		4,977,000	5,004,532.25	5,000,000.00	4,982,872.82	21,659.43		1,039.96		—	—	1.75	3.9205	Mar-Sep	0.00	21,875	10/31/2013	3/1/2019
115637AN0	BROWN-FORMAN CORPORATION SENIOR CORP BND		1,295,697	1,288,178.28	1,300,000.00	1,297,615.61	(9,437.33	)	208.75		—	—	1	2.7973	Jan-Jul	0.00	3,250	12/12/2012	1/15/2018

124857AL7	CBS CORP SENIOR CORP BND	1	1,973,560	1,993,711.54	2,000,000.00	1,976,141.83	17,569.71		1,274.90		—	—	2.3	4.2932	Feb-Aug	7532.25	11,500		9/30/2014	8/15/2019
126408GM9	CSX CORPORATION CORP BND		3,984,295.81	3,954,171.43	3,491,000.00	3,940,943.33	13,228.1		(36,795.97	)	—	—	6.25	2.9589	Mar-Sep	23324.01	54,546.87		12/16/2014	3/15/2018
126650BE9	CVS HEALTH CORP CORP BND		2,334,389.12	2,127,700.74	1,988,000.00	2,125,529.33	2,171.41		(24,448.81	)	—	—	6.125	1.3781	Feb-Aug	4032.62	30,441.25		2/14/2013	8/15/2016
126650CA6	CVS HEALTH CORP CORP BND		299,886	301,309.57	300,000.00	299,935.72	1,373.85		9.37		—	—	1.2	1.6849	Jun-Dec	12.98	900		12/5/2013	12/5/2016
126650CE8	CVS HEALTH CORP SENIOR CORP BND	1	4,096,729.8	4,162,805.29	4,095,000.00	4,097,103.31	65,701.98		319.72		—	—	2.25	4.2849	Feb-Aug	17731.16	20,297.82		12/23/2014	8/12/2019
14042E3Y4	CAPITAL ONE BANK USA NA / CAPI SENIOR CORP BND		9,380,512.5	9,495,879.66	9,375,000.00	9,382,027.21	113,852.45		419.65		—	—	2.95	6.3178	Jan-Jul	60392.35	55,005.2		7/24/2014	7/23/2021
14912L5N7	CATERPILLAR INC SENIOR CORP BND MTN		2,896,404	2,905,133	2,900,000.00	2,898,937.86	6,195.14		287.24		—	—	0.7	0.9096	Feb-Aug	1528.04	5,075		2/28/2013	2/26/2016
14912L5T4	CATERPILLAR INC SENIOR CORP BND MTN		1,016,550	1,028,829.57	1,000,000.00	1,014,506.38	14,323.19		(1,004.73	)	—	—	2.45	3.4384	Mar-Sep	852.22	6,125		9/30/2014	9/6/2018
151020AG9	CELGENE CORPORATION SENIOR CORP BND		4,034,680	4,045,827.32	4,000,000.00	4,028,788.76	17,038.56		(2,919.39	)	—	—	1.9	2.3781	Feb-Aug	15478.00	19,000		9/30/2014	8/15/2017
156792GT4	CERRITOS CALIF CMNTY COLLEGE D MUNI BND		500,000	510,575	500,000.00	500,000	10,575		—		—	—	2.165	4.3397	Feb-Aug	4708.42	(571.32	)	11/20/2014	8/1/2019
166764AA8	CHEVRON CORP SENIOR CORP BND	1	990,820	998,603.67	1,000,000.00	992,246.83	6,356.84		701.79		—	—	1.104	2.6027	Jun-Dec	527.78	2,760		9/30/2014	12/5/2017
166764AC4	CHEVRON CORP SENIOR CORP BND		865,000	867,454.27	865,000.00	865,000	2,454.27		—		—	—	0.889	1.2356	Jun-Dec	874.30	1,922.46		6/24/2013	6/24/2016
166764AL4	CHEVRON CORP SENIOR CORP BND		1,000,000	1,005,356.22	1,000,000.00	1,000,000	5,356.22		—		—	—	1.345	2.6301	May-Nov	145.82	4,670.14		11/18/2014	11/15/2017
166764AN0	CHEVRON CORP SENIOR CORP BND	1	500,000	509,056.28	500,000.00	500,000	9,056.28		—		—	—	2.193	4.5452	May-Nov	11045.60	2,741.25		11/18/2014	11/15/2019
171340AJ1	CHURCH & DWIGHT CO INC SENIOR CORP BND	1	1,998,780	2,021,328.88	2,000,000.00	1,998,852.58	22,476.3		61.05		—	—	2.45	4.6301	Jun-Dec	179.76	12,250		12/9/2014	12/15/2019
17275RAQ5	CISCO SYSTEMS INC SENIOR CORP BND		3,500,000	3,526,914.9	3,500,000.00	3,500,000	26,914.9		—		—	—	0.7616	3.9205	M-J-S-D	10029.00	6,500.66		3/3/2014	3/1/2019
17275RAR3	CISCO SYSTEMS INC SENIOR CORP BND		500,100	509,048.69	500,000.00	500,092.43	8,956.26		(4.11	)	—	—	2.125	3.9205	Mar-Sep	450.21	2,656.25		9/30/2014	3/1/2019
17275RAT9	CISCO SYSTEMS INC SENIOR CORP BND		3,499,790	3,520,855.77	3,500,000.00	3,499,864.73	20,991.04		17.20		—	—	1.1	1.9260	Mar-Sep	29570.14	9,625		3/3/2014	3/3/2017
172967FD8	CITIGROUP INC CORP BND		2,652,105	2,511,900.25	2,500,000.00	2,505,113.55	6,786.7		(9,587.90	)	—	—	4.75	0.1342	May-Nov	647.98	29,687.5			5/19/2015
172967GK1	CITIGROUP INC SUB CORP BND		10,802,675	10,916,260.54	10,500,000.00	10,780,597.29	135,663.25		(8,236.51	)	—	—	4.05	7.3370	Jan-Jul	62046.88	106,312.5		8/22/2014	7/30/2022
172967GR6	CITIGROUP INC CAPSEC CORP BND	1	9,970,625	10,145,625	10,500,000.00	9,973,736.72	171,888.28		1,259.14		—	—	5.35	34.7781	May-Nov	218661.11	140,437.5		8/25/2014	12/31/2049
172967HC8	CITIGROUP INC SENIOR CORP BND		2,033,660	2,036,685.64	2,000,000.00	2,028,026.16	8,659.48		(1,917.54	)	—	—	2.5	3.4932	Mar-Sep	0.00	12,500		7/7/2014	9/26/2018
172967HU8	CITIGROUP INC SENIOR CORP BND		2,983,710	3,033,710.64	3,000,000.00	2,985,360.17	48,350.47		803.39		—	—	2.5	4.3315	Jan-Jul	0.00	18,750		9/30/2014	7/29/2019
172967HY0	CITIGROUP INC SENIOR CORP BND		1,597,760	1,597,879.52	1,600,000.00	1,598,219.69	(340.17	)	181.25		—	—	1.55	2.3753	Feb-Aug	11885.87	6,200		8/14/2014	8/14/2017
172967JE2	CITIGROUP INC SENIOR CORP BND		759,848	762,795.79	760,000.00	759,865.28	2,930.51		22.09		—	—	1.85	2.6548	May-Nov	15625.00	6,341.39		11/25/2014	11/24/2017
191216AU4	COCA-COLA COMPANY (THE) CORP BND		5,077,760.96	5,080,447.4	5,000,000.00	5,047,550.04	32,897.36		(8,229.91	)	—	—	1.8	1.4247	Mar-Sep	4500.00	22,500		12/14/2011	9/1/2016
191216BA7	COCA-COLA COMPANY (THE) SENIOR CORP BND		492,870	499,513.59	500,000.00	493,869.62	5,643.97		491.57		—	—	1.15	3.0055	Apr-Oct	16354.57	1,437.5		9/30/2014	4/1/2018

191216BD1	COCA-COLA COMPANY (THE) SENIOR CORP BND		6,991,950	7,010,234.7	7,000,000.00	6,995,729.3	14,505.4		665.80		—	—	0.75	1.5918	May-Nov	91708.33	13,125	11/1/2013	11/1/2016
19416QEB2	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN		1,890,937	1,876,922.75	1,900,000.00	1,894,355.94	(17,433.19	)	447.50		—	—	0.9	3.0877	May-Nov	5531.25	4,275	5/2/2013	5/1/2018
19416QEF3	COLGATE-PALMOLIVE CO SENIOR CORP BND		993,190	1,000,917.28	1,000,000.00	993,935.14	6,982.14		366.06		—	—	1.75	3.9589	Mar-Sep	23.02	4,375	9/30/2014	3/15/2019
20030NAJ0	COMCAST CORPORATION CORP BND		2,304,900	2,062,400	2,000,000.00	2,061,765.45	634.55		(24,621.43	)	—	—	5.85	0.6274	May-Nov	3000.00	29,250	10/9/2012	11/15/2015
20271RAE0	COMMONWEALTH BANK OF AUSTRALIA SENIOR CORP BND		4,991,350	4,994,037.25	5,000,000.00	4,994,347.79	(310.54	)	708.92		—	—	1.125	1.9534	Mar-Sep	1798.98	14,062.5	3/13/2014	3/13/2017
202795HH6	COMMONWEALTH EDISON COMPANY SECURED CORP BND		3,126,706.5	2,852,935.5	2,850,000.00	2,853,823.79	(888.29	)	(24,581.50	)	—	—	4.7	0.0411	Apr-Oct	19166.67	33,487.5	6/19/2012	4/15/2015
20825TAA5	CONOCO INC CORP BND		5,679,205.4	5,373,038.86	5,005,000.00	5,357,019.36	16,019.5		(56,023.23	)	—	—	5.625	1.5452	Apr-Oct	99841.83	70,382.81	10/25/2013	10/15/2016
20826FAB2	CONOCOPHILLIPS CO SENIOR CORP BND	1	4,876,363.57	4,860,752.42	4,885,000.00	4,878,152.16	(17,399.74	)	599.11		—	—	1.05	2.7123	Jun-Dec	30079.24	12,823.13		12/15/2017
209111EV1	CONSOLIDATED EDISON CO OF NEW CORP BND		2,385,140	2,365,779.12	2,000,000.00	2,340,691.98	25,087.14		(21,998.08	)	—	—	7.125	3.6740	Jun-Dec	2337.50	35,625	9/30/2014	12/1/2018
216871AC7	COOPER US INC CORP BND		3,212,429.6	3,039,332.92	2,760,000.00	3,041,440.59	(2,107.67	)	(23,560.59	)	—	—	6.1	2.2548	Jan-Jul	36840.00	32,431.67	3/16/2015	7/1/2017
216871AF0	COOPER US INC CORP BND		1,020,060	1,012,920	1,000,000.00	1,012,294.44	625.56		(3,848.38	)	—	—	2.375	0.7945	Jan-Jul	11965.00	5,937.5	9/30/2014	1/15/2016
21688AAA0	RABOBANK NEDERLAND NV SENIOR CORP BND		1,988,560	2,022,074.75	2,000,000.00	1,991,213.66	30,861.09		549.79		—	—	2.25	3.7945	Jan-Jul	5175.35	11,250	1/14/2014	1/14/2019
22160KAE5	COSTCO WHOLESALE CORPORATION SENIOR CORP BND		4,874,750	4,901,027.33	4,900,000.00	4,878,759.57	22,267.76		1,903.80		—	—	1.125	2.7123	Jun-Dec	6293.75	13,781.25	12/7/2012	12/15/2017
23311VAC1	DCP MIDSTREAM PARTNERS LP SENIOR CORP BND	1	2,956,525.25	2,803,937.5	2,975,000.00	2,964,870.02	(160,932.52	)	904.84		—	—	2.5	2.6740	Jun-Dec	15458.34	18,593.75	11/27/2012	12/1/2017
23311VAE7	DCP MIDSTREAM PARTNERS LP SENIOR CORP BND	1	1,192,920	1,092,000	1,200,000.00	1,194,320.54	(102,320.54	)	329.41		—	—	2.7	4.0055	Apr-Oct	3371.67	8,100	3/13/2014	4/1/2019
233851AK0	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A		3,112,230	3,093,275.76	3,000,000.00	3,087,835.18	5,440.58		(12,114.67	)	—	—	2.95	1.7863	Jan-Jul	4000.00	22,125	9/30/2014	1/11/2017
233851BA1	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A		1,014,510	1,021,345.14	1,000,000.00	1,012,692.93	8,652.21		(904.95	)	—	—	2.375	3.3397	Feb-Aug	12.43	5,937.5	9/30/2014	8/1/2018
233851BF0	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A		7,224,987.5	7,252,954.81	7,250,000.00	7,230,422.82	22,531.99		2,033.03		—	—	1.375	2.3397	Feb-Aug	23674.37	24,921.88	8/1/2014	8/1/2017
235851AL6	DANAHER CORPORATION CORP BND		3,874,580	3,900,757.95	3,825,000.00	3,861,578.63	39,179.32		(7,331.74	)	—	—	2.3	1.2329	Jun-Dec	15673.36	21,993.75	6/23/2011	6/23/2016
24422ERN1	JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN		4,923,571.75	4,954,742.66	4,925,000.00	4,924,440.66	30,302		69.78		—	—	1.4	1.9589	Mar-Sep	2432.48	17,237.5	2/27/2012	3/15/2017
24422ERZ4	JOHN DEERE CAPITAL CORP UNSECURED CORP BND MTN		634,326.9	636,257.3	635,000.00	634,816.72	1,440.58		55.91		—	—	0.75	0.8137	Jan-Jul	3393.46	1,190.63	1/23/2013	1/22/2016
24422ESB6	JOHN DEERE CAPITAL CORP CORP BND MTN		5,976,760	6,009,837.78	6,000,000.00	5,983,086.87	26,750.91		1,387.61		—	—	1.3	2.9507	Mar-Sep	3568.98	19,500	3/11/2013	3/12/2018
24422ESK6	JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN		1,989,880	2,017,693.32	2,000,000.00	1,990,997.41	26,695.91		547.90		—	—	1.95	3.9288	Mar-Sep	0.00	9,750	9/30/2014	3/4/2019
24422ESS9	JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN		5,043,750	5,090,283.6	5,000,000.00	5,040,094.58	50,189.02		(2,100.42	)	—	—	2.3	4.4658	Mar-Sep	9633.33	28,750		9/16/2019
25459HAV7	DIRECTV HOLDINGS LLC CORP BND		4,617,238.75	4,605,002	4,525,000.00	4,547,094.72	57,907.28		(9,002.80	)	—	—	3.125	0.8795	Feb-Aug	14156.25	40,993.94		2/15/2016
25459HAY1	DIRECTV HOLDINGS LLC SENIOR CORP BND		5,302,936.65	5,057,847.43	4,947,000.00	5,045,360.62	12,486.81		(27,058.50	)	—	—	3.5	0.9205	Mar-Sep	10895.83	44,452.91	10/19/2012	3/1/2016
25459HBE4	DIRECTV HOLDINGS LLC SENIOR CORP BND		4,533,818.6	4,581,506.88	4,500,000.00	4,527,720.24	53,786.64		(3,460.94	)	—	—	2.4	1.9589	Mar-Sep	6937.64	27,000	5/15/2012	3/15/2017

25468PCS3	WALT DISNEY COMPANY (THE) CORP BND MTN		2,498,525	2,514,738.65	2,500,000.00	2,498,837.92	15,900.73		153.46		—	—	1.125	1.8822	Feb-Aug	417.09	7,031.25	9/30/2014	2/15/2017
25468PCV6	WALT DISNEY COMPANY (THE) SENIOR CORP BND MTN		3,102,781.25	3,128,516.19	3,125,000.00	3,112,982.37	15,533.82		1,094.55		—	—	1.1	2.6740	Jun-Dec	9379.17	8,593.75	11/30/2012	12/1/2017
257375AD7	DOMINION GAS HOLDINGS LLC CORP BND		4,998,666.59	5,001,010.9	5,000,000.00	4,999,065.27	1,945.63		145.35		—	—	1.05	1.5918	May-Nov	69.13	13,125	8/6/2014	11/1/2016
25746UBN8	DOMINION RESOURCES INC CORP BND		1,015,910	1,013,501	1,000,000.00	1,011,706.34	1,794.66		(2,079.41	)	—	—	1.95	1.3781	Feb-Aug	7218.75	4,875	9/30/2014	8/15/2016
26138EAM1	DR PEPPER SNAPPLE GROUP INC CORP BND		1,423,418.25	1,447,500.75	1,425,000.00	1,424,735.95	22,764.8		81.95		—	—	2.9	0.7945	Jan-Jul	37.67	10,331.25	1/11/2011	1/15/2016
263534CF4	EI DU PONT DE NEMOURS & CO CORP BND		5,142,300	5,109,195	5,000,000.00	5,094,891.29	14,303.71		(23,315.01	)	—	—	2.75	1.0055	Apr-Oct	1791.79	34,375	9/30/2014	4/1/2016
264399EM4	DUKE ENERGY CORP CORP BND		3,852,877.8	3,423,674.4	3,345,000.00	3,417,156.05	6,518.35		(35,510.24	)	—	—	5.3	0.5041	Apr-Oct	1177.63	44,321.25		10/1/2015
26441CAH8	DUKE ENERGY CORP SENIOR CORP BND		1,003,500	1,009,507.75	1,000,000.00	1,002,907.18	6,600.57		(294.22	)	—	—	1.625	2.3781	Feb-Aug	50417.50	4,062.5	9/30/2014	8/15/2017
26442CAL8	DUKE ENERGY CORP CORP BND		507,730	507,883.3	500,000.00	505,988.36	1,894.94		(859.99	)	—	—	1.75	1.7123	Jun-Dec	1423.04	2,187.5	9/30/2014	12/15/2016
26483EAE0	DUN & BRADSTREET CORPORATION ( CORP BND		511,080	505,365	500,000.00	506,134.88	(769.88	)	(2,445.19	)	—	—	2.875	0.6274	May-Nov	972.22	3,593.75	9/30/2014	11/15/2015
268648AP7	EMC CORP/ MASSACHUSETTS SENIOR CORP BND		3,498,725	3,535,738.61	3,500,000.00	3,499,168.72	36,569.89		62.88		—	—	1.875	3.1726	Jun-Dec	15625.00	16,406.25	6/6/2013	6/1/2018
277432AM2	EASTMAN CHEMICAL COMPANY SENIOR CORP BND		822,228	841,526.12	825,000.00	823,753.57	17,772.55		138.19		—	—	2.4	2.1726	Jun-Dec	3688.57	4,950	6/5/2012	6/1/2017
278062AB0	EATON CORPORATION SENIOR CORP BND		1,173,959.42	1,176,868.93	1,175,000.00	1,174,318.18	2,550.75		64.13		—	—	1.5	2.5945	May-Nov	18842.71	4,406.25	11/8/2013	11/2/2017
278642AG8	EBAY INC. SENIOR CORP BND		3,968,331.5	3,911,165.24	3,925,000.00	3,946,337.48	(35,172.24	)	(2,283.47	)	—	—	1.35	2.2932	Jan-Jul	52234.17	13,246.86	10/29/2012	7/15/2017
28176EAC2	EDWARDS LIFESCIECE CORP SENIOR CORP BND		3,052,230	3,080,628.91	3,000,000.00	3,046,015.33	34,613.58		(4,271.14	)	—	—	2.875	3.5452	Apr-Oct	1666.67	30,147.57	9/30/2014	10/15/2018
28336LBR9	EL PASO LLC CORP BND		2,428,386.4	2,424,242.42	2,140,000.00	2,409,450.6	14,791.82		(18,935.80	)	—	—	7.25	3.1726	Jun-Dec	4409.72	36,632.64	1/6/2015	6/1/2018
283695BP8	EL PASO NATURAL GAS COMPANY CORP BND		1,925,592.5	1,926,562.75	1,790,000.00	1,910,203.82	16,358.93		(14,132.46	)	—	—	5.95	2.0438	Apr-Oct	36575.00	26,626.25	12/24/2014	4/15/2017
29379VBD4	ENTERPRISE PRODUCTS OPERATING SENIOR CORP BND	1	4,999,050	5,047,199.65	5,000,000.00	4,999,135.05	48,064.6		45.56		—	—	2.55	4.4630	Apr-Oct	612.50	31,875	10/14/2014	10/15/2019
30219GAD0	EXPRESS SCRIPTS HOLDING CO SENIOR CORP BND		4,067,024.68	4,200,712.65	4,100,000.00	4,084,418.81	116,293.84		1,988.20		—	—	2.65	1.8822	Feb-Aug	8293.21	27,162.5	1/14/2013	2/15/2017
30219GAH1	EXPRESS SCRIPTS HOLDING CO SENIOR CORP BND		7,990,555.5	8,083,433.99	8,050,000.00	7,997,244.73	86,189.26		2,938.36		—	—	2.25	4.2110	Jun-Dec	31848.23	45,281.25	6/5/2014	6/15/2019
30231GAB8	EXXON MOBIL CORP SENIOR CORP BND		5,000,000	4,999,549.85	5,000,000.00	5,000,000	(450.15	)	—		—	—	0.3106	1.9589	M-J-S-D	1486.22	3,574.16	3/20/2014	3/15/2017
30231GAD4	EXXON MOBIL CORP SENIOR CORP BND	1	2,050,000	2,070,973.28	2,050,000.00	2,050,000	20,973.28		—		—	—	1.819	3.8822	Mar-Sep	3469.38	9,322.37	3/20/2014	3/15/2019
30249UAA9	FMC TECHNOLOGIES INC SENIOR CORP BND		349,184.5	351,644.18	350,000.00	349,584.59	2,059.59		39.85		—	—	2	2.5068	Apr-Oct	15766.67	1,750	9/21/2012	10/1/2017
316773CR9	FIFTH THIRD BANK CAPSEC CORP BND	1	7,895,000	7,750,000	8,000,000.00	7,896,205.6	(146,205.6	)	566.85		—	—	4.9	34.7781	Mar-Sep	1718.40	98,000	9/11/2014	12/31/2049
31677QBC2	FIFTH THIRD BANK SENIOR CORP BND	1	4,342,897.5	4,405,956.4	4,350,000.00	4,343,994.96	61,961.44		481.62		—	—	2.875	6.4274	Apr-Oct	46886.46	22,041.67	9/5/2014	10/1/2021
337738AK4	FISERV INC CORP BND		789,567.5	768,067.5	750,000.00	765,482.06	2,585.44		(3,146.68	)	—	—	3.125	1.2110	Jun-Dec	2467.15	5,859.38	8/9/2013	6/15/2016
341099CQ0	PROGRESS ENERGY FLORIDA SECURED CORP BND		2,668,622.81	2,672,629.31	2,671,000.00	2,670,501.26	2,128.05		198.95		—	—	0.65	0.6274	May-Nov	7128.00	4,340.38	11/20/2012	11/15/2015

345397VP5	FORD MOTOR CREDIT COMPANY LLC CORP BND		1,583,764	1,555,903.06	1,400,000.00	1,552,571.92	3,331.14		(21,169.25	)	—	—	6.625	2.3781	Feb-Aug	613.89	31,910.41	9/30/2014	8/15/2017
345397WM1	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND MTN		1,750,000	1,752,100.18	1,750,000.00	1,750,000	2,100.18		—		—	—	1.0366	1.8027	J-A-J-O	5651.04	10,665.77	11/12/2013	1/17/2017
345397WN9	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND		2,497,650	2,504,090.88	2,500,000.00	2,498,679.53	5,411.35		179.75		—	—	1.5	1.8027	Jan-Jul	8405.56	9,375	11/12/2013	1/17/2017
345397WR0	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND		3,500,000	3,490,582.17	3,500,000.00	3,500,000	(9,417.83	)	—		—	—	1.724	2.6877	Jun-Dec	11014.44	15,085	6/6/2014	12/6/2017
345397WT6	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND		4,000,000	3,996,850.6	4,000,000.00	4,000,000	(3,149.4	)	—		—	—	1.684	2.4438	Mar-Sep	7417.23	16,840	9/8/2014	9/8/2017
345838AE6	FOREST LABORATORIES INC. SENIOR CORP BND 144A		1,237,731.84	1,239,413.92	1,128,000.00	1,227,364.08	12,049.84		(3,777.14	)	—	—	4.875	5.8849	Feb-Aug	22480.00	13,747.5	7/24/2014	2/15/2021
354613AH4	FRANKLIN RESOURCES INC SENIOR CORP BND		1,541,552.5	1,554,407.39	1,550,000.00	1,545,754.86	8,652.53		419.80		—	—	1.375	2.4630	Mar-Sep	4233.59	5,328.14	9/24/2012	9/15/2017
35671DAW5	FREEPORT-MCMORAN INC SENIOR CORP BND		3,345,980	3,346,410.08	3,350,000.00	3,348,431.69	(2,021.61	)	197.57		—	—	2.15	1.9205	Mar-Sep	3373.49	18,006.25	2/13/2012	3/1/2017
35671DBD6	FREEPORT-MCMORAN INC SENIOR CORP BND		4,271,905.91	4,250,866.26	4,270,000.00	4,271,718.92	(20,852.66	)	(137.84	)	—	—	2.375	2.9589	Mar-Sep	50090.55	25,353.12	10/10/2013	3/15/2018
35671DBK0	FREEPORT-MCMORAN INC SENIOR CORP BND		1,588,950.6	1,583,685.35	1,590,000.00	1,589,080.13	(5,394.78	)	84.48		—	—	2.3	2.6274	May-Nov	462.78	9,142.5	11/14/2014	11/14/2017
369550AV0	GENERAL DYNAMICS CORP SENIOR CORP BND		11,867,110.88	11,905,387.39	11,963,000.00	11,901,603.18	3,784.21		5,720.11		—	—	1	2.6301	May-Nov	33860.23	29,907.5	11/6/2012	11/15/2017
369604BC6	GENERAL ELECTRIC CO CORP BND		308,510.1	298,099.31	270,000.00	295,604.65	2,494.66		(2,308.19	)	—	—	5.25	2.6877	Jun-Dec	2401.39	3,543.75	11/8/2013	12/6/2017
369604BE2	GENERAL ELECTRIC CO SENIOR CORP BND		2,199,406	2,205,016	2,200,000.00	2,199,895.55	5,120.45		49.26		—	—	0.85	0.5260	Apr-Oct	41711.25	4,674.99	10/9/2012	10/9/2015
36962G4D3	GENERAL ELECTRIC CAPITAL CORP CORP BND MTN		261,337.5	292,299.04	250,000.00	255,798.32	36,500.72		(290.82	)	—	—	6	4.3562	Feb-Aug	2581.94	3,750	11/3/2009	8/7/2019
36962G4T8	GENERAL ELECTRIC CAPITAL CORP CORP BND		2,878,200	3,031,860	3,000,000.00	2,983,732.19	48,127.81		6,599.13		—	—	2.25	0.6110	May-Nov	43906.60	16,875.01	1/11/2011	11/9/2015
36962G5S9	GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN		3,359,720	3,343,778.2	3,250,000.00	3,323,199.47	20,578.73		(9,147.62	)	—	—	2.45	1.9589	Mar-Sep	0.00	19,906.25	4/4/2014	3/15/2017
36962G5W0	GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN		2,055,620	2,050,816.34	2,000,000.00	2,044,880.37	5,935.97		(5,280.15	)	—	—	2.3	2.0767	Apr-Oct	0.00	11,500	9/30/2014	4/27/2017
36962G6R0	GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN		3,256,512.93	3,279,283.92	3,267,000.00	3,264,273.72	15,010.2		874.82		—	—	1	0.7753	Jan-Jul	24266.67	8,167.5	1/8/2013	1/8/2016
36962G7F5	GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN		5,000,000	5,005,549.6	5,000,000.00	5,000,000	5,549.6		—		—	—	0.7628	3.7945	J-A-J-O	929.63	9,493.84	1/14/2014	1/14/2019
37331NAF8	GEORGIA-PACIFIC LLC SENIOR CORP BND 144A	1	7,000,000	7,088,046.91	7,000,000.00	7,000,000	88,046.91		—		—	—	2.539	4.5452	May-Nov	112898.47	44,432.5	11/6/2014	11/15/2019
373334JV4	GEORGIA POWER COMPANY CORP BND		3,399,082	3,480,549.4	3,400,000.00	3,399,795.75	80,753.65		47.60		—	—	3	1.0438	Apr-Oct	5320.00	25,500	4/19/2011	4/15/2016
375558AY9	GILEAD SCIENCES INC SENIOR CORP BND		698,404	714,587.3	700,000.00	698,509.97	16,077.33		78.55		—	—	2.35	4.8438	Feb-Aug	7700.00	4,112.5	11/17/2014	2/1/2020
378272AD0	GLENCORE FUNDING LLC SENIOR CORP BND 144A		2,636,803	2,652,253.3	2,650,000.00	2,640,873.75	11,379.55		568.01		—	—	2.5	3.7973	Jan-Jul	193.92	16,562.5	5/30/2013	1/15/2019
38141EB32	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND MTN		2,017,500	2,009,400.2	2,000,000.00	2,004,164.21	5,235.99		(1,600.57	)	—	—	1.6	0.6493	May-Nov	1657.31	8,000	2/26/2013	11/23/2015
38141EC49	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND MTN		4,000,000	4,016,719.96	4,000,000.00	4,000,000	16,719.96		—		—	—	1.0706	2.7123	M-J-S-D	3833.33	12,331.79	12/16/2014	12/15/2017
38141GEG5	GOLDMAN SACHS GROUP INC/THE CORP BND		2,488,200	2,499,325	2,500,000.00	2,495,152.44	4,172.56		1,218.11		—	—	0.71455	0.9781	M-J-S-D	0.00	4,368.99	11/1/2013	3/22/2016
38141GES9	GOLDMAN SACHS GROUP INC/THE CORP BND		6,077,662.5	6,132,672.26	5,250,000.00	6,046,665.25	86,007.01		(12,869.62	)	—	—	5.95	11.8027	Jan-Jul	434.44	78,093.75	8/22/2014	1/15/2027

38141GGT5	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND		1,374,023.75	1,377,777.5	1,375,000.00	1,374,970.03	2,807.47		84.27		—	—	3.3	0.0904	May-Nov	3833.33	11,343.75	5/3/2012	5/3/2015
38145XAA1	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND		12,297,210	12,450,984.04	12,250,000.00	12,293,177.7	157,806.34		(2,449.13	)	—	—	2.625	3.8411	Jan-Jul	35639.69	88,761.46	7/14/2014	1/31/2019
38259PAC6	GOOGLE CORP BND		5,122,300	5,102,185	5,000,000.00	5,084,793.98	17,391.02		(18,537.13	)	—	—	2.125	1.1370	May-Nov	23375.00	26,562.5	9/30/2014	5/19/2016
40428HPH9	HSBC USA INC SENIOR CORP BND		2,991,420	3,005,030.13	3,000,000.00	2,995,195.88	9,834.25		416.40		—	—	1.625	2.8000	Jan-Jul	2526.77	12,187.5	12/20/2012	1/16/2018
40428HPJ5	HSBC BANK USA INC SENIOR CORP BND		938,383.2	966,269.47	940,000.00	938,852.89	27,416.58		77.70		—	—	2.625	3.4877	Mar-Sep	356.66	6,125.8	9/24/2013	9/24/2018
40428HPK2	HSBC BANK USA INC SENIOR CORP BND		6,250,000	6,321,418.75	6,250,000.00	6,250,000	71,418.75		—		—	—	1.1468	3.4877	M-J-S-D	3897.84	17,752.19	9/24/2013	9/24/2018
40428HPN6	HSBC USA INC SENIOR CORP BND		299,817	303,928.48	300,000.00	299,830.19	4,098.29		8.54		—	—	2.375	4.6247	May-Nov	10645.11	1,781.25	11/13/2014	11/13/2019
406216BC4	HALLIBURTON COMPANY SENIOR CORP BND	1	499,645	504,197.62	500,000.00	499,758.3	4,439.32		17.28		—	—	2	3.2548	Feb-Aug	1744.79	2,500	8/5/2013	8/1/2018
427866AS7	HERSHEY COMPANY THE CORP BND		1,321,912.75	1,337,740.01	1,325,000.00	1,323,989.09	13,750.92		156.48		—	—	1.5	1.5918	May-Nov	12604.17	4,968.75	11/14/2011	11/1/2016
428236BU6	HEWLETT-PACKARD COMPANY CORP BND		1,045,500	1,034,022.9	1,000,000.00	1,035,182.03	(1,159.13	)	(5,094.56	)	—	—	3.3	1.6959	Jun-Dec	380.96	8,250	9/30/2014	12/9/2016
428236BW2	HEWLETT-PACKARD COMPANY UNSEC CORP BND		1,874,718.75	1,919,646.98	1,875,000.00	1,874,870.99	44,775.99		12.56		—	—	2.6	2.4630	Mar-Sep	5558.33	12,187.5	3/12/2012	9/15/2017
428236BZ5	HEWLETT-PACKARD COMPANY SENIOR CORP BND		500,000	495,050.01	500,000.00	500,000	(4,949.99	)	—		—	—	1.1928	3.7945	J-A-J-O	3836.80	1,486.88	1/14/2014	1/14/2019
44923QAB0	HYUNDAI CAPITAL AMERICA CORP BND 144A		1,991,020	2,095,757.76	2,000,000.00	1,996,190.33	99,567.43		411.11		—	—	4	2.1918	Jun-Dec	2093.90	20,000	12/8/2011	6/8/2017
45687AAL6	INGERSOLL-RAND GLOBAL HOLDING SENIOR CORP BND		2,989,816.8	3,038,922.9	2,964,000.00	2,985,603.89	53,319.01		(1,344.67	)	—	—	2.875	3.7973	Jan-Jul	217.38	21,303.76	6/16/2014	1/15/2019
458140AH3	INTEL CORPORATION CORP BND		3,064,200	3,055,543.2	3,000,000.00	3,048,188.24	7,354.96		(7,874.43	)	—	—	1.95	1.5068	Apr-Oct	860.43	14,625	9/30/2014	10/1/2016
459200HC8	INTERNATIONAL BUSINESS MACHINE CORP BND		3,818,688.55	3,861,038.97	3,830,000.00	3,826,466.1	34,572.87		156.51		—	—	1.25	1.8575	Feb-Aug	6254.33	14,121.53	2/6/2012	2/6/2017
459200HD6	INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND		4,542,447	4,552,002	4,550,000.00	4,549,719	2,283		632.25		—	—	0.75	0.1123	May-Nov	442.97	8,531.25	5/11/2012	5/11/2015
459200HK0	INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND		1,149,710.1	1,155,540.87	1,155,000.00	1,151,935.05	3,605.82		259.57		—	—	1.25	2.8630	Feb-Aug	6125.00	3,609.38	2/8/2013	2/8/2018
46623EJU4	JPMORGAN CHASE & CO SENIOR CORP BND		4,144,978.5	4,159,171.5	4,150,000.00	4,148,465.25	10,706.25		414.02		—	—	1.125	0.9096	Feb-Aug	11857.99	11,671.88	2/26/2013	2/26/2016
46625HHX1	JPMORGAN CHASE & CO CORP BND		2,138,360	2,045,756	2,000,000.00	2,041,038.88	4,717.12		(18,925.31	)	—	—	3.45	0.9205	Mar-Sep	12009.38	28,675.73	3/13/2013	3/1/2016
46625HJA9	JPMORGAN CHASE & CO CORP BND		8,363,137.2	8,229,677.63	8,025,000.00	8,193,523.98	36,153.65		(32,899.81	)	—	—	3.15	1.2658	Jan-Jul	19370.63	63,196.88	2/3/2012	7/5/2016
46625HJF8	JPMORGAN CHASE & CO SENIOR CORP BND		8,620,000	8,725,250.29	8,620,000.00	8,620,000	105,250.29		—		—	—	1.1561	2.8247	J-A-J-O	10482.34	26,012.73	1/25/2013	1/25/2018
46625HJG6	JPMORGAN CHASE & CO CORP BND		8,769,467	8,810,257.43	8,775,000.00	8,776,245.57	34,011.86		(95.13	)	—	—	1.8	2.8247	Jan-Jul	22816.14	39,487.5	12/1/2014	1/25/2018
46625HJQ4	JPMORGAN CHASE & CO SUB CORP BND	1	3,187,500	3,255,000	3,000,000.00	3,183,209.52	71,790.48		(3,716.29	)	—	—	6.75	8.8466	Feb-Aug	29595.38	50,624.99	12/16/2014	12/31/2049
46625HJY7	JPMORGAN CHASE & CO SUB CORP BND		6,630,008.75	6,819,569.48	6,665,000.00	6,631,629.36	187,940.12		718.80		—	—	3.875	9.4548	Mar-Sep	9219.37	64,567.2	9/10/2014	9/10/2024
478111AA5	JOHNS HOPKINS HEALTH SYSTEM CO SENIOR CORP BND		244,815	251,187	250,000.00	245,514.82	5,672.18		345.30		—	—	1.424	3.1260	May-Nov	325.33	890	9/30/2014	5/15/2018
478160AW4	JOHNSON & JOHNSON CORP BND		122,861.25	132,546.72	125,000.00	123,764.15	8,782.57		51.52		—	—	2.95	5.4274	Mar-Sep	39.03	921.87	8/17/2010	9/1/2020

478160BF0	JOHNSON & JOHNSON SENIOR CORP BND		1,498,185	1,497,359.85	1,500,000.00	1,498,985.67	(1,625.82	)	185.28		—	—	0.7	1.6658	May-Nov	1064.00	3,227.78	12/5/2013	11/28/2016
478160BL7	JOHNSON & JOHNSON SENIOR CORP BND		2,647,906.5	2,659,497.36	2,650,000.00	2,648,155.43	11,341.93		171.02		—	—	1.125	2.6466	May-Nov	8366.91	7,453.13	11/21/2014	11/21/2017
48121CJN7	JPMORGAN CHASE BANK NA CORP BND		5,424,650	5,277,970	5,000,000.00	5,300,020.55	(22,050.55	)	(61,466.06	)	—	—	5.875	1.2055	Jun-Dec	0.00	73,437.5	9/30/2014	6/13/2016
48126EAA5	JPMORGAN CHASE & CO SENIOR CORP BND		3,517,855	3,549,877.24	3,500,000.00	3,513,508.11	36,369.13		(2,243.01	)	—	—	2	2.3781	Feb-Aug	13493.27	22,166.66	8/20/2012	8/15/2017
48127HAA7	JPMORGAN CHASE & CO SENIOR CORP BND		2,394,912	2,402,489.88	2,400,000.00	2,395,339.82	7,150.06		239.16		—	—	2.2	4.5644	Apr-Oct	402.29	13,200	10/22/2014	10/22/2019
487836BF4	KELLOGG COMPANY CORP BND		253,590	253,290.65	250,000.00	252,750.36	540.29		(415.67	)	—	—	1.875	1.6356	May-Nov	0.00	1,171.87	9/30/2014	11/17/2016
487836BH0	KELLOGG COMPANY SENIOR CORP BND		3,027,000	3,026,522.82	3,000,000.00	3,021,919.63	4,603.19		(2,520.27	)	—	—	1.75	2.1315	May-Nov	72083.33	13,125	9/30/2014	5/17/2017
49327M2F0	KEY BANK NATIONAL ASSOCIATION SENIOR CORP BND		499,780	508,324.28	500,000.00	499,796.13	8,528.15		13.57		—	—	2.5	4.7123	Jun-Dec	6079.89	3,125	11/24/2014	12/15/2019
49456BAD3	KINDER MORGAN HOLDCO LLC SENIOR CORP BND		2,582,053.1	2,577,833.42	2,585,000.00	2,582,384.02	(4,550.6	)	238.98		—	—	2	2.6740	Jun-Dec	12638.89	13,519.45	11/26/2014	12/1/2017
49456BAE1	KINDER MORGAN HOLDCO LLC SENIOR CORP BND	1	7,285,024	7,364,748.66	7,295,000.00	7,285,681.42	79,067.24		494.14		—	—	3.05	4.5918	Jun-Dec	72046.35	55,624.38	11/26/2014	12/1/2019
50076QAY2	KRAFT FOODS GROUP INC CORP BND		3,718,985.96	3,792,085.65	3,725,000.00	3,721,960.04	70,125.61		336.08		—	—	2.25	2.1836	Jun-Dec	17322.63	20,953.12	1/16/2013	6/5/2017
502413BC0	L-3 COMMUNICATIONS CORP SENIOR CORP BND		4,369,600.73	4,352,000.42	4,385,000.00	4,371,424.44	(19,424.02	)	1,438.38		—	—	1.5	2.1616	May-Nov	8674.38	15,963.96	1/8/2015	5/28/2017
532457BF4	ELI LILLY AND COMPANY SENIOR CORP BND		996,180	1,016,219.18	1,000,000.00	996,598.69	19,620.49		205.60		—	—	1.95	3.9589	Mar-Sep	30130.21	4,875	9/30/2014	3/15/2019
539830AX7	LOCKHEED MARTIN CORPORATION CORP BND		1,022,350	1,019,032.44	1,000,000.00	1,016,632.67	2,399.77		(2,808.87	)	—	—	2.125	1.4630	Mar-Sep	616.33	5,312.5	9/30/2014	9/15/2016
55279HAF7	MANUFACTURERS AND TRADERS TRUS SENIOR CORP BND	1	7,797,036	7,793,406.98	7,800,000.00	7,797,699.58	(4,292.6	)	241.54		—	—	1.4	2.2384	Jan-Jul	31752.78	27,300	7/25/2014	7/25/2017
575718AC5	MA INSTITUTE OF TECH CORP BND		1,018,330	1,019,009	1,000,000.00	1,016,681.17	2,327.83		(942.10	)	—	—	2.051	4.2548	Jan-Jul	356.80	5,127.5	10/24/2014	7/1/2019
57772KAC5	MAXIM INTEG PROD INC SENIOR CORP BND		502,925	504,612.31	500,000.00	502,588.61	2,023.7		(169.81	)	—	—	2.5	3.6301	May-Nov	31875.00	3,125	9/30/2014	11/15/2018
585055BA3	MEDTRONIC INC SENIOR CORP BND		3,444,825	3,450,192.13	3,450,000.00	3,446,861.45	3,330.68		252.38		—	—	1.375	3.0055	Apr-Oct	20997.51	11,859.36	3/26/2013	4/1/2018
585055BB1	MEDTRONIC INC SENIOR CORP BND		3,496,395	3,497,885.66	3,500,000.00	3,497,695.08	190.58		294.17		—	—	0.875	1.9151	Feb-Aug	16616.33	7,656.26	2/27/2014	2/27/2017
585055BK1	MEDTRONIC INC SENIOR CORP BND 144A		7,466,147.5	7,508,858.03	7,475,000.00	7,466,921.27	41,936.76		623.26		—	—	1.5	2.9589	Mar-Sep	42285.01	28,031.24	12/10/2014	3/15/2018
58933YAG0	MERCK & CO INC SENIOR CORP BND		6,185,321.45	6,208,182.23	6,205,000.00	6,191,018.78	17,163.45		1,083.39		—	—	1.3	3.1342	May-Nov	38581.90	20,166.25	5/20/2013	5/18/2018
59022CCS0	MERRILL LYNCH & CO. INC. CORP BND		1,943,287.5	1,882,476.33	1,750,000.00	1,893,051.23	(10,574.9	)	(21,192.90	)	—	—	5.7	2.0904	May-Nov	69.34	31,627.08	7/1/2014	5/2/2017
594918AS3	MICROSOFT CORP SENIOR CORP BND		2,093,680.15	2,085,307.23	2,095,000.00	2,094,177.86	(8,870.63	)	65.17		—	—	1	3.0877	May-Nov	6322.16	5,237.5	5/2/2013	5/1/2018
594918AV6	MICROSOFT CORP SENIOR CORP BND		646,249.5	657,257.06	650,000.00	647,207.58	10,049.48		181.42		—	—	1.625	3.6877	Jun-Dec	18604.44	2,640.62	12/6/2013	12/6/2018
595620AJ4	MIDAMERICAN ENERGY CO SECURED CORP BND	1	839,529.6	860,490.57	840,000.00	839,654.06	20,836.51		20.59		—	—	2.4	3.8822	Mar-Sep	10002.33	5,040	9/19/2013	3/15/2019
605417BX1	MISS PWR CO SENIOR CORP BND		511,665	508,917.32	500,000.00	508,816.55	100.77		(1,400.63	)	—	—	2.35	1.5452	Apr-Oct	1079.17	2,937.5	9/30/2014	10/15/2016
611662BM8	MONSANTO COMPANY CORP BND		1,030,280	1,019,535	1,000,000.00	1,020,435.96	(900.96	)	(4,838.76	)	—	—	2.75	1.0438	Apr-Oct	2950.31	6,875	9/30/2014	4/15/2016

61166WAT8	MONSANTO COMPANY SENIOR CORP BND		2,994,450	3,073,992.45	3,000,000.00	2,995,012.39	78,980.06		183.25		—	—	2.75	6.2959	Jan-Jul	59145.83	20,625	7/1/2014	7/15/2021
6174467N3	MORGAN STANLEY CORP BND		2,400,983.75	2,398,061.02	2,375,000.00	2,376,855.82	21,205.2		(1,453.10	)	—	—	4	0.3151	Jan-Jul	604.07	23,750		7/24/2015
6174467U7	MORGAN STANLEY SENIOR CORP BND		2,997,870	3,025,981.29	3,000,000.00	2,998,667.27	27,314.02		103.61		—	—	2.125	3.0712	Apr-Oct	0.00	15,937.5	4/25/2013	4/25/2018
6174467X1	MORGAN STANLEY SUB CORP BND		5,373,150	5,501,314.55	5,000,000.00	5,353,838.97	147,475.58		(6,552.71	)	—	—	5	10.6603	May-Nov	57473.32	62,500	7/2/2014	11/24/2025
61747YDT9	MORGAN STANLEY SENIOR CORP BND		2,192,640	2,127,754.66	2,000,000.00	2,095,118.7	32,635.96		(11,643.09	)	—	—	4.75	1.9781	Mar-Sep	-826.58	23,750	2/19/2013	3/22/2017
6174824M3	MORGAN STANLEY SUB CORP BND		5,929,440	6,006,196.24	5,500,000.00	5,902,079.55	104,116.69		(11,339.71	)	—	—	4.875	7.5945	May-Nov	7353.89	67,031.25	8/22/2014	11/1/2022
61761JVM8	MORGAN STANLEY SENIOR CORP BND		4,859,745.8	4,883,450.51	4,865,000.00	4,860,279.16	23,171.35		440.39		—	—	1.875	2.7699	Jan-Jul	17589.16	22,804.69	12/5/2014	1/5/2018
61761JVN6	MORGAN STANLEY SENIOR CORP BND		4,183,000	4,192,913.71	4,183,000.00	4,183,000	9,913.71		—		—	—	1.0071	2.7699	J-A-J-O	118166.73	10,531.74	12/5/2014	1/5/2018
628530AL1	MYLAN INC/PA CORP BND 144A	1	3,206,500	2,932,187.5	2,750,000.00	2,906,733.61	25,453.89		(41,360.43	)	—	—	7.875	0.2904	Jan-Jul	11051.23	61,015.62		7/15/2020
637432MN2	NATIONAL RURAL UTILITIES COOP CORP BND		1,031,830	1,022,760	1,000,000.00	1,020,575.57	2,184.43		(5,524.04	)	—	—	3.05	0.9205	Mar-Sep	5750.00	7,625	9/30/2014	3/1/2016
637432MX0	NATIONAL RURAL UTILITIES COOP SENIOR CORP BND	1	2,933,737.95	2,956,556.37	2,935,000.00	2,934,023.42	22,532.95		60.27		—	—	2.15	3.7589	Feb-Aug	9974.31	15,775.62	1/28/2014	2/1/2019
637432NB7	NATIONAL RURAL UTILITIES COOP SECURED CORP BND	1	998,640	1,009,658.66	1,000,000.00	998,740.14	10,918.52		65.10		—	—	2.3	4.5452	May-Nov	10135.83	5,750	11/12/2014	11/15/2019
63743HEG3	NATIONAL RURAL UTILITIES COOP SENIOR CORP BND MTN		6,000,000	6,001,296.72	6,000,000.00	6,000,000	1,296.72		—		—	—	0.5109	1.1589	F-M-A-N	559.43	7,418.93	6/2/2014	5/27/2016
63946CAB4	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP BND 144A		6,760,694.5	6,799,612.57	6,750,000.00	6,757,491.11	42,121.46		(598.79	)	—	—	0.9383	3.0438	J-A-J-O	11389.93	15,774.24	3/26/2013	4/15/2018
63946CAD0	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP BND 144A		712,310.4	724,133.33	720,000.00	712,834.99	11,298.34		425.34		—	—	1.974	4.0438	Apr-Oct	1112.63	3,553.2	12/11/2014	4/15/2019
641423BM9	NEVADA POWER COMPANY SECURED CORP BND		950,936.4	900,917.94	860,000.00	900,177.83	740.11		(10,370.01	)	—	—	5.95	0.9589	Mar-Sep	6369.18	12,792.5	1/13/2014	3/15/2016
651229AP1	NEWELL RUBBERMAID INC SENIOR CORP BND	1	4,355,116.8	4,425,443.56	4,360,000.00	4,355,458.53	69,985.03		252.81		—	—	2.875	4.5918	Jun-Dec	41578.90	31,337.5	11/19/2014	12/1/2019
674599BZ7	OCCIDENTAL PETROLEUM CORPORATI CORP BND		2,045,360	2,029,360	2,000,000.00	2,028,471.44	888.56		(8,370.32	)	—	—	2.5	0.8411	Feb-Aug	305.88	12,500	9/30/2014	2/1/2016
674599CD5	OCCIDENTAL PETROLEUM CORPORATI SENIOR CORP BND	1	494,780	498,834.96	500,000.00	495,535.66	3,299.3		373.42		—	—	1.5	2.8822	Feb-Aug	12680.56	1,875	9/30/2014	2/15/2018
68268NAK9	ONEOK PARTNERS LP SENIOR CORP BND	1	2,663,267.75	2,717,781.74	2,665,000.00	2,663,780.25	54,001.49		82.27		—	—	3.2	3.3781	Mar-Sep	16129.69	21,320	9/12/2013	9/15/2018
68389XAN5	ORACLE CORPORATION SENIOR CORP BND		7,571,479.3	7,598,138.84	7,590,000.00	7,578,127.56	20,011.28		1,133.78		—	—	1.2	2.5452	Apr-Oct	50002.16	22,770	10/25/2012	10/15/2017
68389XAR6	ORACLE CORPORATION SENIOR CORP BND		2,350,000	2,368,376.95	2,350,000.00	2,350,000	18,376.95		—		—	—	0.8333	3.7973	J-A-J-O	2374.91	5,467.9	7/16/2013	1/15/2019
69331CAF5	PG&E CORP SENIOR CORP BND	1	500,605	504,652.45	500,000.00	500,542.84	4,109.61		(31.08	)	—	—	2.4	3.8438	Mar-Sep	550.00	3,000	9/30/2014	3/1/2019
69349LAH1	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	1	6,438,647.6	6,447,020.25	6,440,000.00	6,439,624.48	7,395.77		112.06		—	—	0.8	0.7452	Jan-Jul	11252.00	12,880	1/28/2013	1/28/2016
69349LAJ7	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND		3,155,000	3,159,126.74	3,155,000.00	3,155,000	4,126.74		—		—	—	0.5661	0.8301	J-A-J-O	6250.00	4,410.69	1/28/2013	1/28/2016
69349LAN8	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	1	4,695,676	4,720,736.77	4,700,000.00	4,697,898.69	22,838.08		340.56		—	—	1.3	1.4301	Apr-Oct	37523.10	15,275	8/23/2013	10/3/2016
69353RCG1	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	1	3,005,460	2,996,647.11	3,000,000.00	3,003,572.31	(6,925.2	)	(501.48	)	—	—	1.125	1.8301	Jan-Jul	1660.97	8,437.5	4/22/2014	1/27/2017

69353RCH9	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	1	3,249,925	3,290,264.97	3,250,000.00	3,250,108.84	40,156.13		(43.57	)	—	—	2.2	3.7507	Jan-Jul	13389.03	17,875	1/28/2014	1/28/2019
69353RDY1	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	1	2,499,525	2,501,992.23	2,500,000.00	2,499,615.2	2,377.03		47.89		—	—	1.5	2.4712	Apr-Oct	18774.10	9,375	9/18/2014	10/18/2017
69353RDZ8	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	1	2,519,300	2,537,592.13	2,500,000.00	2,517,776.08	19,816.05		(896.42	)	—	—	2.4	4.4712	Apr-Oct	19353.44	15,000	10/30/2014	10/18/2019
69362BAZ5	PSEG POWER LLC SENIOR CORP BND	1	49,925	51,138.52	50,000.00	49,945.08	1,193.44		3.59		—	—	2.45	3.5452	May-Nov	1440.88	306.25	11/8/2013	11/15/2018
69371RL20	PACCAR FINANCIAL CORP SENIOR CORP BND MTN		2,906,042.4	2,914,859.7	2,910,000.00	2,908,860.35	5,999.35		327.21		—	—	0.8	0.8603	Feb-Aug	6841.54	5,820	2/8/2013	2/8/2016
69371RL79	PACCAR INC CORP BND MTN		3,850,000	3,871,140.35	3,850,000.00	3,850,000	21,140.35		—		—	—	0.8636	3.6877	M-J-S-D	28591.75	7,940.12	12/6/2013	12/6/2018
694308GL5	PACIFIC GAS AND ELECTRIC CO CORP BND		645,360.2	641,801.74	580,000.00	638,758.89	3,042.85		(5,352.41	)	—	—	5.625	2.6712	May-Nov	643.13	8,156.25	12/11/2014	11/30/2017
709599AJ3	PENSKE TRUCK LEASING CO SENIOR CORP BND 144A		1,539,795	1,519,803	1,500,000.00	1,512,642.52	7,160.48		(3,250.28	)	—	—	2.5	0.9589	Mar-Sep	9540.63	9,375	2/26/2013	3/15/2016
709599AQ7	PENSKE TRUCK LEASING CO SENIOR CORP BND 144A	1	1,354,620.6	1,351,975.78	1,355,000.00	1,354,676.48	(2,700.7	)	18.03		—	—	2.5	4.1260	Jun-Dec	9435.30	8,468.75	6/17/2014	6/15/2019
71338QAA4	PEPPERDINE UNIVERSITY SENIOR CORP BND		1,929,098.4	1,960,930.82	1,704,000.00	1,907,141.17	53,789.65		(10,921.05	)	—	—	5.45	4.3397	Feb-Aug	0.00	23,217	9/30/2014	8/1/2019
713448BJ6	PEPSICO INC CORP BND		264,146.85	260,700.98	215,000.00	258,313.13	2,387.85		(2,888.05	)	—	—	7.9	3.5918	May-Nov	37543.61	4,246.25	9/30/2014	11/1/2018
713448CE6	PEPSICO INC SENIOR CORP BND		1,799,370	1,802,394	1,800,000.00	1,799,786.33	2,607.67		57.80		—	—	0.7	0.9096	Feb-Aug	1120.09	3,150	2/28/2013	2/26/2016
713448CF3	PEPSICO INC SENIOR CORP BND		6,675,000	6,682,542.68	6,675,000.00	6,675,000	7,542.68		—		—	—	0.4711	0.9096	F-M-A-N	6898.67	7,524.02	2/28/2013	2/26/2016
717081DF7	PFIZER INC SENIOR CORP BND		5,000,000	5,001,599.9	5,000,000.00	5,000,000	1,599.9		—		—	—	0.5706	3.2110	M-J-S-D	810.47	6,828.34	6/3/2013	6/15/2018
717081DG5	PFIZER INC SENIOR CORP BND		1,973,854.5	1,988,399.57	1,975,000.00	1,974,263	14,136.57		55.45		—	—	1.5	3.2110	Jun-Dec	387.67	7,406.25	6/3/2013	6/15/2018
717081DL4	PFIZER INC SENIOR CORP BND		2,495,275	2,541,046.15	2,500,000.00	2,496,069.59	44,976.56		226.25		—	—	2.1	4.1260	May-Nov	23599.31	13,125	5/15/2014	5/15/2019
718172BF5	PHILIP MORRIS INTERNATIONAL IN SENIOR CORP BND		5,605,986.5	5,686,944.05	5,650,000.00	5,617,415.64	69,528.41		2,050.14		—	—	1.875	3.7973	Jan-Jul	6688.89	26,484.37	11/12/2013	1/15/2019
718172BN8	PHILIP MORRIS INTERNATIONAL IN SENIOR CORP BND		3,325,728.7	3,342,930.9	3,335,000.00	3,326,921.57	16,009.33		756.05		—	—	1.25	2.6137	May-Nov	13085.58	10,421.87	11/10/2014	11/9/2017
718546AJ3	PHILLIPS 66 CORP BND		1,674,798.35	1,729,617.68	1,675,000.00	1,674,921.13	54,696.55		9.08		—	—	2.95	2.0877	May-Nov	11369.79	12,353.12	1/24/2013	5/1/2017
72650RBG6	PLAINS ALL AMERICAN PIPELINE L SENIOR CORP BND	1	2,994,390	3,016,140.75	3,000,000.00	2,994,718.4	21,422.35		268.49		—	—	2.6	4.6301	Jun-Dec	3573.97	19,500	12/9/2014	12/15/2019
74005PBE3	PRAXAIR INC SENIOR CORP BND		3,998,570.51	4,006,960	4,000,000.00	3,999,259.68	7,700.32		203.50		—	—	0.75	0.8959	Feb-Aug	2076.39	7,500	6/2/2014	2/21/2016
74153WBZ1	PRICOA GLOBAL FUND SECURED CORP BND 144A		985,230	998,363.88	1,000,000.00	987,206.33	11,157.55		973.28		—	—	1.6	3.1644	May-Nov	0.00	4,000	9/30/2014	5/29/2018
742718DS5	PROCTER & GAMBLE COMPANY CORP BND		1,016,610	1,008,500	1,000,000.00	1,009,183.83	(683.83	)	(3,668.82	)	—	—	1.8	0.6274	May-Nov	0.00	4,500	9/30/2014	11/15/2015
742718DV8	PROCTER & GAMBLE COMPANY CORP BND		1,026,420	1,010,401	1,000,000.00	1,010,649.96	(248.96	)	(2,727.55	)	—	—	1.45	1.3781	Feb-Aug	9787.50	5,316.66	3/8/2013	8/15/2016
742718ED7	PROCTER & GAMBLE COMPANY SENIOR CORP BND		2,999,730	3,004,409.19	3,000,000.00	2,999,856.05	4,553.14		22.34		—	—	0.75	1.6000	May-Nov	14959.58	5,625	11/4/2013	11/4/2016
742741AA9	PROCTER & GAMBLE COMPANY CORP BND	2	736,515.64	708,095.18	572,420.00	713,197.02	(5,101.84	)	(14,164.38	)	—	—	9.36	5.7616	Jan-Jul	6850.09	13,394.62	2/20/2014	1/1/2021
743263AL9	PROGRESS ENERGY INC CORP BND		550,055	518,395	500,000.00	518,299.19	95.81		(5,722.24	)	—	—	5.625	0.7945	Jan-Jul	1250.00	7,031.25	11/12/2013	1/15/2016

74456QBE5	PUBLIC SERVICE ELECTRIC AND GA SECURED CORP BND MTN	1	1,099,692	1,129,453.15	1,100,000.00	1,099,784.71	29,668.44		14.77		—	—	2.3	3.3781	Mar-Sep	3965.90	6,325	9/12/2013	9/15/2018
74834LAU4	QUEST DIAGNOSTICS INC SENIOR CORP BND		4,522,815	4,572,585.32	4,500,000.00	4,520,398.36	52,186.96		(1,189.71	)	—	—	2.7	4.0055	Apr-Oct	0.00	30,375	9/30/2014	4/1/2019
761713AV8	REYNOLDS AMERICAN INC SENIOR CORP BND		399,436	400,224.04	400,000.00	399,889.61	334.43		46.86		—	—	1.05	0.5836	Apr-Oct	12633.05	1,050	10/31/2012	10/30/2015
776696AF3	ROPER IND, INC. SENIOR CORP BND		1,737,330	1,756,890.94	1,750,000.00	1,738,860.58	18,030.36		752.45		—	—	2.05	3.5068	Apr-Oct	3153.42	8,968.75	9/30/2014	10/1/2018
78355HJT7	RYDER SYSTEM INC. SENIOR CORP BND MTN	1	1,018,640	1,021,951.22	1,000,000.00	1,015,907.21	6,044.01		(1,343.27	)	—	—	2.5	2.8438	Mar-Sep	19862.50	6,250	9/30/2014	3/1/2018
78573AAB6	SABMILLER HOLDINGS INC SENIOR CORP BND 144A		2,117,028	2,095,310.62	2,050,000.00	2,088,878.25	6,432.37		(9,194.25	)	—	—	2.45	1.7973	Jan-Jul	9622.10	22,084.03	12/12/2013	1/15/2017
78573AAG5	SABMILLER HOLDINGS INC SENIOR CORP BND 144A		2,750,000	2,758,057.69	2,750,000.00	2,750,000	8,057.69		—		—	—	0.9446	3.3397	F-M-A-N	111.16	6,666.23	8/13/2013	8/1/2018
786514BP3	SAFEWAY INC CORP BND		1,160,302	1,171,500	1,100,000.00	1,150,389.27	21,110.73		(4,930.76	)	—	—	6.35	2.3781	Feb-Aug	0.00	17,462.5	9/30/2014	8/15/2017
811065AA9	SCRIPPS NETWORKS INTERACTIVE I SENIOR CORP BND		3,101,760	3,077,926.47	3,000,000.00	3,078,844.31	(917.84	)	(11,312.91	)	—	—	2.7	1.7123	Jun-Dec	5937.50	20,250	9/30/2014	12/15/2016
811065AB7	SCRIPPS NETWORKS INTERACTIVE I SENIOR CORP BND	1	685,610	687,955.52	680,000.00	685,270.78	2,684.74		(197.20	)	—	—	2.75	4.5452	May-Nov	2142.14	7,348.61	11/24/2014	11/15/2019
816851AS8	SEMPRA ENERGY SENIOR CORP BND		1,019,580	1,019,341.13	1,000,000.00	1,015,705.36	3,635.77		(1,905.60	)	—	—	2.3	2.0055	Apr-Oct	1590.65	5,750	9/30/2014	4/1/2017
828807CA3	SIMON PROPERTY GROUP LP CORP BND	1	405,007.68	398,858.12	308,000.00	398,248.82	609.3		(5,685.02	)	—	—	10.35	3.7589	Apr-Oct	517.53	7,969.5	12/15/2014	4/1/2019
828807CQ8	SIMON PROPERTY GROUP LP SENIOR CORP BND	1	7,358,478.9	7,482,197.65	7,369,000.00	7,361,168.22	121,029.43		474.37		—	—	2.2	3.5918	Feb-Aug	40800.51	40,529.5	1/21/2014	2/1/2019
842400GB3	SOUTHERN CALIFORNIA EDISON CO. SECURED CORP BND		4,405,808	4,406,142.53	4,400,000.00	4,404,079.73	2,062.8		(480.71	)	—	—	1.125	2.0877	May-Nov	54.46	12,375	5/9/2014	5/1/2017
842808AF4	SOUTHERN ELEC SENIOR CORP BND 144A		3,333,899.45	3,351,095.61	3,335,000.00	3,334,192.77	16,902.84		52.18		—	—	2.2	3.6740	Jun-Dec	527.07	18,342.5	11/22/2013	12/1/2018
855030AL6	STAPLES INC SENIOR CORP BND	1	4,970,658	4,889,068.94	4,900,000.00	4,959,992.74	(70,923.8	)	(5,334.27	)	—	—	2.75	2.7041	Jan-Jul	5201.14	33,687.5	9/30/2014	1/12/2018
855244AF6	STARBUCKS CORP SENIOR CORP BND	1	498,600	509,012.22	500,000.00	498,767.25	10,244.97		79.65		—	—	2	3.6027	Jun-Dec	790.63	2,500	9/30/2014	12/5/2018
857477AK9	STATE STREET CORP SENIOR CORP BND		4,051,931.5	4,058,492.24	4,075,000.00	4,058,550.5	(58.26	)	1,269.66		—	—	1.35	3.1260	May-Nov	19821.03	13,753.12	5/15/2013	5/15/2018
871829AS6	SYSCO CORP SENIOR CORP BND	1	2,995,920	3,052,407.06	3,000,000.00	2,996,304.51	56,102.55		191.19		—	—	2.35	4.4274	Apr-Oct	17989.84	17,625	10/2/2014	10/2/2019
871829AT4	SYSCO CORP SENIOR CORP BND	1	2,035,900	2,061,161.8	2,000,000.00	2,034,525.11	26,636.69		(1,277.27	)	—	—	3	6.3452	Apr-Oct	4260.34	25,416.66		10/2/2021
882508AR5	TEXAS INSTRUMENTS INCORPORATED CORP BND		514,270	509,611	500,000.00	509,871.59	(260.59	)	(2,174.02	)	—	—	2.375	1.1288	May-Nov	24677.08	2,968.75	9/30/2014	5/16/2016
882508AV6	TEXAS INSTRUMENTS INCORPORATED SENIOR CORP BND		2,470,300	2,474,919.9	2,500,000.00	2,478,778.23	(3,858.33	)	1,671.28		—	—	1	3.0877	May-Nov	10065.59	6,250	5/8/2013	5/1/2018
882508AX2	TEXAS INSTRUMENTS INCORPORATED SENIOR CORP BND		2,320,396.5	2,319,095.8	2,325,000.00	2,321,999.8	(2,904	)	377.84		—	—	0.875	1.9507	Mar-Sep	6798.57	5,085.95	3/12/2014	3/12/2017
883556AY8	THERMO FISHER SCIENTIFIC INC CORP BND		516,180	510,208.5	500,000.00	510,461.97	(253.47	)	(2,806.88	)	—	—	3.2	0.9205	Mar-Sep	9421.05	4,000	9/30/2014	3/1/2016
883556BA9	THERMO FISHER SCIENTIFIC INC CORP BND		1,158,759	1,168,319.5	1,150,000.00	1,156,954.2	11,365.3		(1,234.91	)	—	—	2.25	1.3781	Feb-Aug	1914.00	6,468.75	8/16/2011	8/15/2016
883556BB7	THERMO FISHER SCIENTIFIC INC SENIOR CORP BND		2,001,260	2,006,318.96	2,000,000.00	2,001,090.06	5,228.9		(205.74	)	—	—	1.85	2.7973	Jan-Jul	21155.56	20,961.52	9/30/2014	1/15/2018
883556BE1	THERMO FISHER SCIENTIFIC INC SENIOR CORP BND		6,824,023.1	6,865,757.28	6,810,000.00	6,822,458.69	43,298.59		(726.93	)	—	—	2.4	3.8438	Feb-Aug	14712.05	40,860	12/19/2014	2/1/2019

88579YAD3	3M CO CORP BND		5,032,167	5,129,102.29	5,075,000.00	5,061,872.08	67,230.21		2,153.49		—	—	1.375	1.5014	Mar-Sep	0.00	17,445.31	9/29/2011	9/29/2016
88732JAL2	TIME WARNER CABLE INC CORP BND		1,542,151	1,494,064.12	1,300,000.00	1,495,493.67	(1,429.55	)	(14,484.26	)	—	—	6.75	3.2548	Jan-Jul	18663.75	21,937.5	6/10/2014	7/1/2018
88732JAS7	TIME WARNER CABLE INC CORP BND		1,069,630.2	1,063,912.59	870,000.00	1,056,229.54	7,683.05		(10,865.40	)	—	—	8.25	4.0055	Apr-Oct	21291.67	17,943.75	12/11/2014	4/1/2019
88732JAX6	TIME WARNER CABLE INC CORP BND	1	4,156,840	4,289,923.08	4,000,000.00	4,133,337.34	156,585.74		(5,280.81	)	—	—	4.125	5.6329	Feb-Aug	431.25	41,250	2/19/2014	2/15/2021
89233P5E2	TOYOTA MOTOR CREDIT CORP CORP BND MTN		2,595,875	2,548,555.75	2,500,000.00	2,540,976.29	7,579.46		(11,251.17	)	—	—	2	1.4630	Mar-Sep	44500.00	21,055.55	4/10/2013	9/15/2016
89233P6D3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN		5,067,400	5,077,429.6	5,000,000.00	5,054,748.04	22,681.56		(6,843.29	)	—	—	1.75	2.1452	May-Nov	302.81	23,469.44	2/10/2014	5/22/2017
89236TAL9	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND		3,598,524	3,605,771.52	3,600,000.00	3,599,441.36	6,330.16		128.41		—	—	0.8	1.1315	May-Nov	11880.49	7,542.22	5/17/2013	5/17/2016
89236TBB0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN		5,495,325	5,595,533.74	5,500,000.00	5,496,407.1	99,126.64		225.24		—	—	2.1	3.8027	Jan-Jul	1846.00	28,875	1/17/2014	1/17/2019
89236TBD6	TOYOTA MOTOR CREDIT CORP CORP BND	1	2,991,000	2,997,327	3,000,000.00	2,993,757.38	3,569.62		797.29		—	—	0.75	1.9315	M-J-S-D	3813.89	5,625	5/15/2014	3/5/2017
89236TBH7	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN		1,499,205	1,503,393.86	1,500,000.00	1,499,434.33	3,959.53		65.32		—	—	1.125	2.1288	May-Nov	4293.59	4,218.75	5/16/2014	5/16/2017
89236TBP9	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND		4,989,750	5,076,025	5,000,000.00	4,990,835.48	85,189.52		515.08		—	—	2.125	4.3014	Jan-Jul	0.00	26,562.5	9/30/2014	7/18/2019
90261XHC9	UBS AG (STAMFORD BRANCH) SENIOR CORP BND MTN		3,887,442	3,888,044.9	3,900,000.00	3,890,022.49	(1,977.59	)	1,015.39		—	—	1.375	2.3753	Feb-Aug	303.17	13,406.25	8/14/2014	8/14/2017
90331HMC4	US BANK NA/CINCINNATI OH SENIOR CORP BND	1	6,249,062.5	6,276,279.45	6,250,000.00	6,249,424.06	26,855.39		76.92		—	—	1.1	1.7534	Jan-Jul	48405.76	17,187.5	1/30/2014	1/30/2017
90331HMH3	US BANK NA/CINCINNATI OH SENIOR CORP BND	1	3,997,760	4,015,602.12	4,000,000.00	3,998,169.04	17,433.08		182.02		—	—	1.375	2.3671	Mar-Sep	1508.06	13,750	9/11/2014	9/11/2017
90331HMJ9	US BANK NA/CINCINNATI OH SENIOR CORP BND	1	4,000,000	3,997,760	4,000,000.00	4,000,000	(2,240	)	—		—	—	0.4666	2.4521	M-J-S-D	12621.73	4,770.19	9/11/2014	9/11/2017
90331HML4	US BANK NATIONAL ASSOCIATION SENIOR CORP BND	1	8,707,156.5	8,808,124.83	8,715,000.00	8,707,792.91	100,331.92		482.60		—	—	2.125	4.4986	Apr-Oct	61224.79	60,169.96	10/28/2014	10/28/2019
904764AP2	UNILEVER CAPITAL CORP SENIOR CORP BND		5,065,740	5,109,995.13	5,125,000.00	5,089,040.58	20,954.55		3,744.37		—	—	0.85	2.3425	Feb-Aug	4454.64	10,890.63	8/2/2012	8/2/2017
904764AQ0	UNILEVER CAPITAL CORP SENIOR CORP BND		2,616,071.25	2,685,176.01	2,625,000.00	2,620,088.77	65,087.24		291.19		—	—	2.2	3.9342	Mar-Sep	2482.64	14,437.5	9/6/2013	3/6/2019
907818DA3	UNION PACIFIC CORPORATION CORP BND		1,999,631.7	1,993,789.15	1,749,000.00	1,968,342.19	25,446.96		(15,491.92	)	—	—	5.7	3.3781	Feb-Aug	12843.80	24,923.25	9/30/2014	8/15/2018
91159HHE3	US BANCORP SENIOR CORP BND MTN	1	4,993,800	5,061,157.26	5,000,000.00	4,995,476.65	65,680.61		298.88		—	—	1.95	3.5452	May-Nov	33611.01	24,375	11/7/2013	11/15/2018
913017BU2	UNITED TECHNOLOGIES CORPORATN SENIOR CORP BND		9,706,645.1	9,894,367.85	9,715,000.00	9,711,285.85	183,082		414.89		—	—	1.8	2.1726	Jun-Dec	37974.12	43,717.5	6/1/2012	6/1/2017
913017BX6	UNITED TECHNOLOGIES CORPORATN SENIOR CORP BND		2,800,000	2,802,463.92	2,800,000.00	2,800,000	2,463.92		—		—	—	0.7616	0.1699	M-J-S-D	10686.93	5,202.72	6/1/2012	6/1/2015
92343VBD5	VERIZON COMMUNICATIONS INC CORP BND		5,817,062.96	5,803,347.31	5,710,000.00	5,784,097.41	19,249.9		(11,510.58	)	—	—	2	1.5918	May-Nov	39250.00	28,550	4/16/2013	11/1/2016
92343VBF0	VERIZON COMMUNICATIONS INC SENIOR CORP BND		2,245,230	2,225,749.57	2,250,000.00	2,247,493.47	(21,743.9	)	237.31		—	—	1.1	2.5918	May-Nov	10437.09	6,187.5	11/7/2012	11/1/2017
92343VBQ6	VERIZON COMMUNICATIONS INC SENIOR CORP BND		1,669,099.99	1,724,612.01	1,564,000.00	1,656,453.56	68,158.45		(3,811.98	)	—	—	4.5	5.4658	Mar-Sep	133.32	17,595	6/2/2014	9/15/2020
92553PAH5	VIACOM INC CORP BND		513,455	511,304.09	500,000.00	510,428.74	875.35		(1,494.78	)	—	—	2.5	1.7123	Jun-Dec	1236.98	3,125	9/30/2014	12/15/2016
92553PAV4	VIACOM INC SENIOR CORP BND		1,002,560	993,328.48	1,000,000.00	1,002,286.52	(8,958.04	)	(134.69	)	—	—	2.2	4.0055	Apr-Oct	7111.11	5,500	9/30/2014	4/1/2019

92553PAY8	VIACOM INC SENIOR CORP BND	1	999,860	1,009,688.87	1,000,000.00	999,869.34	9,819.53		7.86		—	—		2.75	4.6192	Jun-Dec	0.00	6,875	12/10/2014	12/15/2019
927804FM1	VIRGINIA ELECTRIC AND POWER CO SENIOR CORP BND	1	4,008,660	3,973,491.52	4,000,000.00	4,004,993.04	(31,501.52	)	(454.31	)	—	—		1.2	2.7973	Jan-Jul	4497.02	12,000		1/15/2018
931142CR2	WAL-MART STORES INC CORP BND		993,090	1,000,000	1,000,000.00	1,000,000	—		365.24		—	—		2.875	0.0027	Apr-Oct	19163.98	7,187.5	4/1/2010	4/1/2015
931142CX9	WAL-MART STORES INC CORP BND		1,665,938.25	1,685,820.5	1,675,000.00	1,673,937.85	11,882.65		460.77		—	—		1.5	0.5699	Apr-Oct	1256.67	6,281.25	10/25/2010	10/25/2015
931142DE0	WAL-MART STORES INC SENIOR CORP BND		4,351,907.95	4,363,612.02	4,355,000.00	4,353,934.53	9,677.49		255.23		—	—		0.6	1.0329	Apr-Oct	41053.29	6,532.5	4/11/2013	4/11/2016
931142DF7	WAL-MART STORES INC SENIOR CORP BND		7,484,930	7,507,099.95	7,500,000.00	7,488,627.46	18,472.49		905.57		—	—		1.125	3.0329	Apr-Oct	43741.18	21,093.75	4/11/2013	4/11/2018
931427AE8	WALGREENS BOOTS ALLIANCE INC SENIOR CORP BND		1,497,945	1,512,832.26	1,500,000.00	1,498,192.94	14,639.32		207.91		—	—		1.75	2.6356	May-Nov	91.67	8,192.91	11/18/2014	11/17/2017
931427AF5	WALGREENS BOOTS ALLIANCE INC SENIOR CORP BND	1	2,991,810	3,088,874.37	3,000,000.00	2,992,197.97	96,676.4		260.58		—	—		3.3	6.4740	May-Nov	7.25	24,750	11/18/2014	11/18/2021
942683AG8	ACTAVIS INC SENIOR CORP BND		248,442.5	250,535.74	250,000.00	248,696.61	1,839.13		124.94		—	—		1.875	2.5068	Apr-Oct	523.17	1,171.87	9/30/2014	10/1/2017
949746RE3	WELLS FARGO & COMPANY SUB CORP BND		3,579,452	3,673,363.13	3,400,000.00	3,571,432.42	101,930.71		(4,053.35	)	—	—		4.48	8.8027	Jan-Jul	0.00	38,080	9/30/2014	1/16/2024
94974BEU0	WELLS FARGO & COMPANY CORP BND		1,897,625	1,901,577.19	1,900,000.00	1,899,980.58	1,596.61		124.80		—	—		3.625	0.0411	Apr-Oct	30389.06	17,218.75	3/30/2010	4/15/2015
94974BFE5	WELLS FARGO & COMPANY SENIOR CORP BND		3,293,532	3,308,547	3,300,000.00	3,299,449.57	9,097.43		(1,165.36	)	—	—		1.5	0.2521	Jan-Jul	8343.75	16,041.67	6/27/2012	7/1/2015
94974BFG0	WELLS FARGO & COMPANY SENIOR CORP BND		498,860	501,592.03	500,000.00	499,197.35	2,394.68		69.69		—	—		1.5	2.8000	Jan-Jul	8904.96	1,875	1/15/2014	1/16/2018
94974BFJ4	WELLS FARGO & COMPANY SRSUB CORP BND MTN		1,972,740	2,043,836.06	2,000,000.00	1,974,191.83	69,644.23		717.03		—	—		3.45	7.8795	Feb-Aug	1736.99	17,250	10/2/2014	2/13/2023
94974BFM7	WELLS FARGO & COMPANY SENIOR CORP BND		4,000,000	4,014,880.08	4,000,000.00	4,000,000	14,880.08		—		—	—		0.7866	1.3068	J-A-J-O	14375.00	7,811.43	7/29/2013	7/20/2016
94974BFU9	WELLS FARGO & COMPANY SENIOR CORP BND		3,093,428	3,132,459.76	3,100,000.00	3,094,613.3	37,846.46		312.79		—	—		2.125	4.0630	Apr-Oct	19287.03	16,468.75	4/22/2014	4/22/2019
94974BFY1	WELLS FARGO & COMPANY SUB CORP BND MTN		5,085,850	5,245,436.85	5,000,000.00	5,081,681.08	163,755.77		(1,439.78	)	—	—		4.1	11.1836	Jun-Dec	43790.21	51,250	7/2/2014	6/3/2026
94974BGB0	WELLS FARGO & COMPANY SENIOR CORP BND		1,498,515	1,505,127.87	1,500,000.00	1,498,788.77	6,339.1		120.63		—	—		1.4	2.4438	Mar-Sep	894.44	5,249.99	9/9/2014	9/8/2017
976656CF3	WISCONSIN ELECTRIC POWER COMPA SENIOR CORP BND	1	2,500,000	2,501,269.93	2,500,000.00	2,500,000	1,269.93		—		—	—		1.7	3.1260	Jun-Dec	915.73	10,625	6/13/2013	6/15/2018
976826BG1	WISCONSIN POWER AND LIGHT COMP SENIOR CORP BND		560,420	558,160.44	500,000.00	554,410.64	3,749.8		(2,990.37	)	—	—		5	4.2932	Jan-Jul	0.00	6,250	9/30/2014	7/15/2019
982526AR6	WM WRIGLEY JR CO SENIOR CORP BND 144A		1,005,540	1,004,350.66	1,000,000.00	1,002,917.91	1,432.75		(458.61	)	—	—		1.4	1.5616	Apr-Oct	3577.71	3,500	10/29/2013	10/21/2016
982526AT2	WM WRIGLEY JR CO SENIOR CORP BND 144A		279,097.5	278,036.56	275,000.00	278,050.26	(13.7	)	(288.83	)	—	—		2	2.5589	Apr-Oct	22067.60	1,375	5/7/2014	10/20/2017
982526AU9	WM WRIGLEY JR CO SENIOR CORP BND 144A	1	4,409,021.5	4,443,287.28	4,375,000.00	4,405,374.16	37,913.12		(2,015.26	)	—	—		2.4	3.4795	Apr-Oct	38436.98	25,760		10/21/2018
983919AG6	XILINX, INC. SENIOR CORP BND		1,989,540	2,015,093.54	2,000,000.00	1,991,648.71	23,444.83		498.62		—	—		2.125	3.9589	Mar-Sep	1357.55	10,625	3/12/2014	3/15/2019
984121CF8	XEROX CORPORATION SENIOR CORP BND		1,298,375	1,336,010.35	1,300,000.00	1,299,336.4	36,673.95		81.31		—	—		2.95	1.9589	Mar-Sep	0.00	9,587.5	3/15/2012	3/15/2017
98978VAG8	ZOETIS INC SENIOR CORP BAND		2,979,300	2,995,186.62	3,000,000.00	2,982,337.19	12,849.43		2,818.97		—	—		1.875	2.8438	Feb-Aug	1562.50	25,781.25	9/30/2014	2/1/2018
BRS2RYU09	JPMORGAN CHASE BANK NA SUB CORP BND		1,258,281.25	1,178,851.37	750,000.00	1,244,432.79	(65,581.42	)	(10,933.00	)	—	(67,807.54	)	5.375	1.4986	September	0.00	15,606.41	12/8/2014	9/28/2016

BRS9PGQM2	ARAMARK CORPORATION LOAN TERM	2	216,407.28	215,163.99	215,973.89	216,094.18	(930.19	)	(22.48	)	—	—	—	1.3233	J-A-J-O	22979.31	97.21			7/26/2016
BRSBYALT0	ENVISION HEALTHCARE CORP TERM LOAN	2	4,069,168.75	4,108,531.19	4,089,616.71	4,079,055.95	29,475.24		989.13		—	—	—	3.1534	F-M-A-N	3427.33	50,849.73			5/25/2018
BRSCC0RV3	DUCOMMUN INC TERM LOAN	2	183,410.55	186,189.51	185,263.19	184,565.63	1,623.88		172.70		—	—	—	2.2466	M-J-S-D	1509.37	2,695		7/8/2011	6/28/2017
BRSCE52V7	ALERE INC SENIOR SECURED TERM LOAN	2	3,360,418.74	3,396,561.85	3,385,980.66	3,371,197.19	25,364.66		4,671.51		—	—	—	2.2521	M-J-S-D	16645.83	46,820.65			6/30/2017
BRSDYT4C1	CEQUEL COMMUNICATIONS LLC TERM LOAN	2	1,490,523.03	1,520,818.24	1,516,942.45	1,500,774.22	20,044.02		1,043.33		—	—	—	3.8795	M-J-S-D	3557.33	19,347.55			2/14/2019
BRSE9C0N4	PROTECTION ONE, INC. SENIOR SECURED TERM LOAN	2	1,482,714.57	1,499,413.18	1,495,666.54	1,488,196.64	11,216.54		496.61		—	—	—	3.9753	M-J-S-D	3348.68	15,932.28			3/21/2019
BRSEKNUF1	INEOS US FINANCE LLC SENIOR SEC TERM NOTES	2	3,023,953.39	3,022,685.98	3,038,363.93	3,028,871.83	(6,185.85	)	781.66		—	—	—	3.0959	J-A-J-O	0.00	28,556.89			5/4/2018
BRSEM91J4	SYNIVERSE HLDGS SENIOR SEC TERM NOTES	2	2,812,674.91	2,695,480.12	2,841,085.77	2,824,508.76	(129,028.64	)	1,002.90		—	—	—	4.0658	J-A-J-O	3172.05	28,726.53		5/2/2012	4/23/2019
BRSEQLBQ6	TRICORBRAUN INC SENIOR SECURED TERM LOAN		2,356,160	2,365,537.28	2,368,000.00	2,361,863.4	3,673.88		675.47		—	—	—	3.0932	M-J-S-D	14189.87	23,695.38		5/15/2012	5/3/2018
BRSFHP193	MCC IOWA LLC TERM LOAN		2,851,875	2,928,656.25	2,925,000.00	2,877,047.28	51,608.97		2,567.02		—	—	—	4.8110	F-M-A-N	2167.50	29,325			1/20/2020
BRSFJDVV6	CAPSUGEL HEALTHCARE LTD TERM LOAN	2	1,973,148.64	1,989,550.12	1,988,059.08	1,974,420.43	15,129.69		1,048.06		—	—	—	3.3397	F-M-A-N	106920.14	17,447.76			8/1/2018
BRSFZ6AM6	GENERAL NUTRITION CENTERS INC SENIOR SECURED TERM LOAN	2	6,437,168	6,424,245.21	6,461,398.25	6,443,115.13	(18,869.92	)	1,162.99		—	—	—	3.9288	J-A-J-O	27153.75	52,543.28			3/4/2019
BRSG4MWQ0	BSN MEDICAL SENIOR SECURED TERM NOTE	2	1,569,941.31	1,579,366.32	1,577,638.81	1,572,665.39	6,700.93		345.97		—	—	—	4.4137	J-A-J-O	2013.89	19,837.74			8/28/2019
BRSG9SY49	ARDENT MEDICAL SENIOR SECURED TERM LOAN	2	1,628,002.95	1,652,414.77	1,644,447.42	1,634,683.86	17,730.91		766.19		—	—	—	3.2575	F-M-A-N	20963.54	27,826.41			7/2/2018
BRSGCCH31	NSG HOLDINGS SENIOR SECURED TERM LOAN	2	1,610,770.88	1,619,749.7	1,621,776.92	1,614,330.64	5,419.06		605.59		—	—	—	4.7014	M-J-S-D	1622.27	15,412.11			12/11/2019
BRSGGZLV9	MGM RESORTS INTERNATIONAL SENIOR SECURED TERM LOAN	2	1,035,832.29	1,038,976.25	1,041,037.50	1,037,498.89	1,477.36		193.92		—	—	—	4.7260	M-J-S-D	25485.00	9,132.38			12/20/2019
BRSH2DJN2	WINDSTREAM CORP SENIOR SECURED TERM LOAN	2	2,169,850.51	2,164,877.21	2,169,850.51	2,169,850.51	(4,973.3	)	—		—	—	—	4.8192	J-A-J-O	9100.00	22,128.13			1/23/2020
BRSH5BNL2	MICHAELS STORES INC SENIOR SECURED TERM LOAN	2	4,465,264.02	4,475,958.33	4,465,264.02	4,465,264.02	10,694.31		—		—	—	—	4.8329	J-A-J-O	4493.79	42,249.94			1/28/2020
BRSH8YLF4	SESAC HOLDCO II LLC SENIOR SECURED TERM NOTES		648,667.55	654,110.84	654,107.57	650,397.11	3,713.73		247.85		—	—	—	3.8630	F-M-A-N	1599.64	7,655.98			2/8/2019
BRSH9LJ56	CROSSMARK HOLDINGS INC SENIOR SECURED TERM LOAN	2	2,596,504.06	2,503,229.41	2,600,757.83	2,595,047.78	(91,818.37	)	321.66		—	—	—	4.7260	M-J-S-D	5643.14	29,333.36			12/20/2019
BRSHB4QM6	GREENEDEN US HOLDINGS II LLC SENIOR SECURED TERM LOAN		2,282,683.23	2,304,184.12	2,310,827.75	2,288,242.4	15,941.72		1,153.58		—	—	—	4.8630	F-M-A-N	3200.00	(575.08	)	1/16/2014	2/8/2020
BRSHBDMR9	FREESCALE SEMICONDUCTOR INC SENIOR SECURED TERM NOTES	2	3,163,236.27	3,219,798.95	3,209,560.46	3,174,527.89	45,271.06		1,803.68		—	—	—	4.9178	F-M-A-N	0.00	34,595.6			2/28/2020
BRSHBHS86	BERRY PLASTICS CORP SENIOR SECURED TERM NOTES	2	10,017,031.06	10,022,049.19	10,032,031.06	10,020,650.69	1,398.5		574.98		—	—	—	4.8630	J-A-J-O	48.23	89,084.39			2/8/2020
BRSHC6N35	BAKERCORP INTERNATIONAL INC SENIOR SECURED TERM LOAN	2	1,156,510.63	1,101,576.38	1,156,510.63	1,156,510.63	(54,934.25	)	—		—	—	—	4.8603	M-J-S-D	48683.46	12,455.91			2/7/2020
BRSHCGRY1	SABRE INC SENIOR SECURED TERM NOTES	2	5,228,998.95	5,265,128.99	5,255,275.35	5,238,168.11	26,960.88		1,128.90		—	—	—	3.8932	F-M-A-N	437.32	52,687.16			2/19/2019
BRSHD5L53	PETCO ANIMAL SUPPLIES INC SENIOR SECURED TERM NOTES	2	1,306,990.92	1,351,439.33	1,349,192.92	1,323,059.73	28,379.6		2,410.01		—	—	—	2.6548	M-J-S-D	876.56	16,193.82			11/24/2017
BRSHJ8GU2	SUNGARD DATA SYSTEMS INC SENIOR SECURED TERM LOAN	2	1,558,702.86	1,569,688	1,562,609.38	1,559,832.73	9,855.27		168.90		—	—	—	4.9425	J-A-J-O	1331.33	19,548.48		3/27/2013	3/8/2020

BRSHM2RV7	NOVELIS INC/GA SENIOR SECURED TERM NOTES	2	1,397,797.74	1,412,208.59	1,411,474.62	1,404,317.66	7,890.93		910.88	—	—	—	1.9452	F-M-A-N	4093.95	13,267.06		3/10/2017
BRSHTM755	MONEYGRAM INTL INC SENIOR SEC TERM NOTES	1	2,588,045.31	2,475,502.13	2,616,118.50	2,591,614.33	(116,112.2	)	1,198.18	—	—	—	4.9945	M-J-S-D	1236.15	27,867.17		3/27/2020
BRSHX96A9	VERTAFORE INC SENIOR SECURED TERM NOTES		2,846,719.35	2,857,648.1	2,852,599.00	2,848,520.54	9,127.56		222.77	—	—	—	4.5123	M-J-S-D	1440.00	30,982.39	4/3/2013	10/3/2019
BRSHXEJA4	AFFINIA GROUP SENIOR SECURED TERM LOAN	2	397,468.88	398,961.26	397,966.34	397,582.05	1,379.21		18.66	—	—	—	5.0795	M-J-S-D	8157.72	4,725.85		4/27/2020
BRSHYLWT1	HERTZ CORPORATION (THE) SENIOR SECURED TERM NOTES	2	5,783,912.94	5,834,578.23	5,846,065.75	5,805,837.94	28,740.29		3,726.58	—	—	—	2.9479	M-J-S-D	0.00	48,945.01	8/1/2013	3/11/2018
BRSJ078E5	CSC HOLDINGS LLC SENIOR SECURED TERM LOAN	2	8,087,430.36	8,102,051.51	8,126,186.28	8,098,163.45	3,888.06		1,444.28	—	—	—	5.0521	M-J-S-D	198.69	54,392.88		4/17/2020
BRSJ08S50	STARWOOD PROPERTY TRUST INC SECURED TERM LOAN		3,393,355.95	3,379,139.91	3,405,395.51	3,395,772.58	(16,632.67	)	505.34	—	—	—	5.0521	M-J-S-D	2572.92	29,873.23		4/17/2020
BRSJ0MJU4	PINACLE FOOD FIN SENIOR SECURED TERM LOAN	2	7,980,026.39	7,984,447.39	8,004,458.54	7,980,196.07	4,251.32		1,174.59	—	—	—	5.0849	M-J-S-D	555.56	62,201.31	3/19/2015	4/29/2020
BRSJ0VL80	SEMINOLE TRIBE OF FLORIDA SENIOR SECURED TERM NOTES		2,868,100	2,868,458.51	2,868,100.00	2,868,100	358.51		—	—	—	—	5.0849	M-J-S-D	2606.45	24,874.92		4/29/2020
BRSJ1HUF4	AMC ENTERTAINMENT INC. SENIOR SECURED TERM LOAN	2	3,763,567.48	3,776,697.54	3,773,000.00	3,766,124.18	10,573.36		351.48	—	—	—	5.0877	M-J-S-D	1268.75	33,097.98		4/30/2020
BRSJ28TC2	CEDAR BAY GENERATING CO LP SENIOR SECURED TERM NOTES		2,126,225.48	2,158,441.03	2,147,702.52	2,132,028.45	26,412.58		1,627.79	—	—	—	5.0685	M-J-S-D	5027.81	35,329.84		4/23/2020
BRSJ315T5	CHARTER COMMUNICATION OPER LLC SENIOR SECURED TERM NOTES	2	5,110,859.77	5,142,459.64	5,150,494.41	5,116,012.12	26,447.52		1,492.07	—	—	—	5.7671	J-A-J-O	3805.04	38,727		1/3/2021
BRSJ3EEC4	CALPINE CONSTRUCTION FINANCE C SENIOR SECURED TERM LOAN	2	3,106,738.67	3,078,505.52	3,114,525.00	3,108,771.5	(30,265.98	)	293.47	—	—	—	5.0959	J-A-J-O	3378.71	23,418.37		5/3/2020
BRSJ5FFE4	TPF GENERATION HOLDINGS LLC SENIOR SECURED TERM LOAN	1	490,037.5	464,181.25	492,500.00	491,023.96	(26,842.71	)	132.23	—	—	—	2.7562	J-A-J-O	22031.26	5,848.44		12/31/2017
BRSJ6L8K4	NATIONAL CNEMDIA SENIOR SECURED TERM NOTES	2	1,366,621.35	1,361,250	1,375,000.00	1,368,650.76	(7,400.76	)	335.30	—	—	—	4.6603	F-M-A-N	10694.44	10,060.41		11/26/2019
BRSJ7A0J8	CALPINE CONSTRUCTION FINANCE C SENIOR SECURED TERM LOAN		6,595,454.58	6,598,265.18	6,648,963.53	6,604,638.26	(6,373.08	)	1,625.74	—	—	—	6.8438	M-J-S-D	95469.17	54,159.88		1/31/2022
BRSJ883L4	WMG ACQUISITION CORP SENIOR SECURED TERM LOAN	2	2,980,234.56	2,906,473.75	2,980,234.56	2,980,234.56	(73,760.81	)	—	—	—	—	5.2575	F-M-A-N	12777.78	30,173.8		7/1/2020
BRSJ9AL38	ALPHA NATURAL RESOURCES INC SENIOR SECURED TERM LOAN	2	2,418,248	1,695,204	2,430,400.00	2,421,461.99	(726,257.99	)	451.40	—	—	—	5.1479	M-J-S-D	0.00	21,320.25		5/22/2020
BRSJ9AUR5	SEAWORLD PARKS & ENTERTAINMENT SENIOR SECURED TERM LOAN	2	3,025,783.86	2,974,759.79	3,042,252.16	3,029,232.61	(54,472.82	)	624.14	—	—	—	5.1260	M-J-S-D	18172.91	22,876.3		5/14/2020
BRSJARVG9	WCA WASTE SENIOR SECURED TERM LOAN		1,021,137.42	1,007,823.51	1,017,147.71	1,015,697.01	(7,873.5	)	133.94	—	—	—	2.9808	M-J-S-D	1764.61	10,435.96		3/23/2018
BRSJD2Z02	MEDIACOM BROADBAND LLC TL E SENIOR SECURED TERM LOAN	2	3,669,637.5	3,644,408.74	3,669,637.50	3,669,637.5	(25,228.76	)	—	—	—	—	5.8384	F-M-A-N	6250.00	29,891.67		1/29/2021
BRSJE18C7	UNIVISION COMMUNICATIONS INC SENIOR SECURED TERM LOAN	2	6,161,598.43	6,167,511.67	6,172,820.30	6,164,518.94	2,992.73		413.34	—	—	—	4.9233	M-J-S-D	13270.83	61,871.63		3/1/2020
BRSJFJJX9	MACDERMID INCORPORATED SENIOR SECURED TERM NOTES	1	1,944,342.63	1,961,254.68	1,949,945.00	1,945,480.3	15,774.38		221.50	—	—	—	0.0904	F-M-A-N	705.60	20,798.05		6/7/2020
BRSJFKKC0	INFOR US INC SENIOR SECURED TERM NOTES	2	1,022,264.52	1,014,086.4	1,022,264.52	1,022,264.52	(8,178.12	)	—	—	—	—	5.1808	F-M-A-N	2625.00	9,608.53		6/3/2020
BRSJGG5M3	ENTRAVISION COMMUN CORP SENIOR SECURED TERM LOAN	2	2,484,225.01	2,465,605.74	2,484,225.01	2,484,225.01	(18,619.27	)	—	—	—	—	5.1726	M-J-S-D	0.00	21,966.03		5/31/2020
BRSJH5B15	STAR WEST GENERATION LLC SENIOR SECURED TERM NOTES	2	794,145.21	799,734.19	797,739.84	794,904.17	4,830.02		253.32	—	—	—	4.9562	M-J-S-D	149.41	8,893.86		3/13/2020
BRSJKR5A0	ALLFLEX HOLDINGS SENIOR SECURED TERM LOAN		1,376,225.18	1,385,956.25	1,382,500.00	1,377,219.5	8,736.75		259.24	—	—	—	5.3014	M-J-S-D	10965.63	14,883.26	4/1/2014	7/17/2020

BRSJQMFE6	AMERICAN AIRLINES GROUP INC SENIOR SECURED TERM LOAN	2	3,195,284.54	3,214,095.4	3,211,285.53	3,199,460.3	14,635.1		718.02	—	—	—	4.2438	M-J-S-D	1600.00	30,182.41		6/27/2019
BRSJYB2V7	PINNACLE ENTERTAINMENT INC SENIOR SECURED TERM NOTES	2	1,310,685.47	1,318,918.44	1,317,271.85	1,312,175.94	6,742.5		658.20	—	—	—	5.3753	F-M-A-N	6416.67	13,241.74		8/13/2020
BRSK4S5S4	BMC SOFTWARE FINANCE INC SENIOR SECURED TERM NOTES	2	4,694,042.9	4,620,692.49	4,712,732.15	4,697,418.84	(76,726.35	)	791.78	—	—	—	5.4521	F-M-A-N	3097.50	59,063.72		9/10/2020
BRSK5A7F8	BOYD GAMING CORPORATION SENIOR SECURED TERM LOAN	2	3,358,475.48	3,391,136.06	3,380,335.88	3,360,396.56	30,739.5		600.78	—	—	—	5.3781	F-M-A-N	12606.66	43,302.07		8/14/2020
BRSK5UM00	LEVEL 3 FINANCING INC SENIOR SECURED TERM NOTES	2	962,682.64	973,336.8	970,000.00	963,959.84	9,376.96		342.27	—	—	—	4.3397	M-J-S-D	42666.67	9,673.42	4/30/2014	8/1/2019
BRSK7RBA5	LIVE NATION ENTERTAINMENT INC SENIOR SECURED TERM NOTES	2	2,019,250	2,020,512.03	2,019,250.00	2,019,250	1,262.03		—	—	—	—	5.3863	F-M-A-N	2369.79	17,713.28		8/17/2020
BRSK82AW2	EAGLE PARENT INC SENIOR SECURED TERM LOAN	2	3,243,955.06	3,269,379.37	3,265,705.45	3,249,208.86	20,170.51		1,909.41	—	—	—	3.1288	M-J-S-D	678.83	49,019.24		5/16/2018
BRSKAX1N1	CINCINNATI BELL INC SENIOR SECURED TERM NOTES	2	2,738,452.58	2,753,895.66	2,752,161.80	2,740,942.71	12,952.95		620.75	—	—	—	5.4521	M-J-S-D	53645.83	31,137.93		9/10/2020
BRSKDJZL6	ALLISON TRANSMISSION INC SENIOR SECURED TERM NOTES	1	1,467,363.84	1,471,430.99	1,468,948.47	1,467,767.02	3,663.97		69.39	—	—	—	0.4932	M-J-S-D	156.67	13,407.42		8/23/2019
BRSKL00G7	JBS USA LLC SENIOR SECURED TERM NOTES		1,176,090	1,184,960.91	1,182,000.00	1,177,365.52	7,595.39		233.02	—	—	—	5.4740	M-J-S-D	19200.00	11,113.44	9/27/2013	9/18/2020
BRSKM1X29	HILTON WORLDWIDE FINANCE LLC SENIOR SECURED TERM NOTES	2	3,022,406.94	3,045,355.99	3,037,594.93	3,025,477.67	19,878.32		926.07	—	—	—	5.5781	M-J-S-D	2401.39	28,277.82		10/26/2020
BRSKM5SR1	SABRE INC SENIOR SECURED TERM NOTES	2	1,792,700	1,796,733.58	1,792,700.00	1,792,700	4,033.58		—	—	—	—	3.8932	M-J-S-D	209.27	20,219.06		2/19/2019
BRSKQ8AG4	NEXSTAR BROADCASTING GROUP INC NEXSTAR BROADCASTING GROUP INC	2	1,626,566.54	1,626,566.54	1,626,566.54	1,626,566.54	—		—	—	—	—	5.5096	M-J-S-D	7026.50	19,770.83		10/1/2020
BRSKQD5K0	MISSION BROADCASTING INC. SECURED TERM LOAN	2	1,434,342.08	1,434,342.08	1,434,342.08	1,434,342.08	—		—	—	—	3.75	5.5096	M-J-S-D	7932.22	9,131.97		10/1/2020
BRSL2KC12	EXCELITAS TECHNOLOGIES COR SENIOR SECURED TERM NOTES		4,076,114.3	4,141,311.53	4,117,287.16	4,083,954.34	57,357.19		1,553.37	—	—	—	5.5890	M-J-S-D	3293.52	61,916.06		10/30/2020
BRSL3FE10	CROSBY US ACQUISITION CORP SENIOR SECURED TERM NOTES		2,031,707.2	1,889,309.69	2,034,250.00	2,032,177.14	(142,867.45	)	101.34	—	—	—	5.6548	J-A-J-O	0.00	19,351.66	12/19/2013	11/23/2020
BRSL51FK6	SNADY CREEK ENERGY ASSOC LP SENIOR SECURED TERM NOTES		2,294,276.33	2,302,104.52	2,305,805.34	2,296,441.61	5,662.91		530.67	—	—	—	5.6164	F-M-A-N	6558.79	28,895.54		11/9/2020
BRSL5JDW3	TRIBUNE COMPANY SENIOR SECURED TERM NOTES		9,460,229.59	9,505,278.3	9,483,939.44	9,464,335.79	40,942.51		840.05	—	—	—	5.7479	M-J-S-D	393.72	94,839.39		12/27/2020
BRSLAZMP6	LESLIES POOLMART, INC. SENIOR SECURED TERM NOTES	2	2,260,915	2,259,649.96	2,269,112.16	2,262,766.28	(3,116.32	)	363.64	—	—	—	4.5479	M-J-S-D	385.00	24,171.12		10/16/2019
BRSLBEQ11	WESTERN REFINING INC SENIOR SECURED TERM NOTES		553,000	548,852.5	553,000.00	553,000	(4,147.5	)	—	—	—	—	5.6247	F-M-A-N	18881.25	5,890.5		11/12/2020
BRSLMULK6	CUMULUS MED INC. SENIOR SECURED TERM NOTES	2	5,232,901.29	5,198,632.94	5,279,139.82	5,236,629.75	(37,996.81	)	1,830.76	—	—	—	5.7370	M-J-S-D	599.55	56,090.86		12/23/2020
BRSLNVTL3	US RENAL CARE INC SENIOR SECURED TERM NOTES	2	2,494,092.01	2,519,350.93	2,511,502.48	2,494,224.88	25,126.05		1,045.40	—	—	—	4.2603	M-J-S-D	7868.75	26,752.44	3/20/2015	7/3/2019
BRSLNXDD4	INFOR US INC SENIOR SECURED TERM NOTES	2	3,144,956.04	3,139,714.87	3,162,946.71	3,146,774.34	(7,059.47	)	796.34	—	—	—	5.1808	M-J-S-D	1896.92	29,729.06		6/3/2020
BRSLW9ZY7	CBS OUTDOOR AMERICAS CAPITAL L SENIOR SECURED TERM LOAN		2,104,725	2,108,238.15	2,110,000.00	2,105,568.61	2,669.54		187.03	—	—	—	5.8438	M-J-S-D	0.00	16,000.83	2/19/2014	1/31/2021
BRSLYQE12	US AIRWAYS INC SENIOR SECURED TERM NOTES	2	4,604,685.88	4,617,109.75	4,622,888.36	4,608,177.43	8,932.32		873.21	—	—	—	4.1479	M-J-S-D	4346.67	41,349.17	4/6/2014	5/23/2019
BRSM16718	MEDIACOM LLC SENIOR SECURED TERM NOTES		2,365,122.38	2,350,670.83	2,371,050.00	2,366,559.89	(15,889.06	)	380.95	—	—	—	3.0027	M-J-S-D	3092.78	15,697		3/31/2018
BRSM1V101	UNIVISION COMMUNICATIONS INC SENIOR SECURED TERM NOTES	2	1,927,725.38	1,958,767.3	1,959,815.80	1,933,102.95	25,664.35		1,346.53	—	—	—	4.9233	M-J-S-D	2786.11	19,643.34		3/1/2020

BRSM2A4U7	PHARMEDIUM HLTH SENIOR SECURED TERM NOTES		329,289.72	329,013.38	330,944.44	329,560.72	(547.34	)	62.19		—	—	—	5.8356	M-J-S-D	0.00	3,537.77		1/28/2021
BRSM2E0G4	KINETIC CONCEPTS INC / KCI USA SENIOR SECURED TERM LOAN		245,023.45	245,207.22	245,023.45	245,023.45	183.77		—		—	—	—	1.6000	M-J-S-D	1769.34	2,835.14		11/4/2016
BRSM2T5A9	SNL FINANCIAL LC SENIOR SECURED TERM NOTES		3,315,047.72	3,340,628.13	3,332,297.39	3,319,356.93	21,271.2		1,020.14		—	—	—	3.5671	M-J-S-D	1160.36	43,650.68	1/21/2014	10/23/2018
BRSM3TBY9	VWR FUNDING INC SENIOR SECURED TERM LOAN		187,680.87	188,767.75	188,944.79	188,139.6	628.15		3,516.85		—	—	—	2.0110	J-A-J-O	4088.02	6,896.14		4/3/2017
BRSM3U3W9	SBA COMMUNICATIONS CORPORATION SENIOR SECURED TERM NOTES	2	5,467,974.06	5,458,649.5	5,481,589.95	5,469,921.7	(11,272.2	)	511.11		—	—	—	5.9863	J-A-J-O	20453.06	90,292.43		3/24/2021
BRSM3VKC2	CHRYSLER GROUP LLC SENIOR SECURED TERM NOTES	2	2,957,915.82	2,974,637.71	2,972,779.72	2,961,261.91	13,375.8		1,062.63		—	—	—	3.7562	F-M-A-N	11064.79	41,365.15	2/26/2014	12/31/2018
BRSM3XJP1	HARLAND CLARKE HOLDINGS CORP SENIOR SECURED TERM NOTES		568,704.71	575,420.56	571,562.51	569,292.54	6,128.02		143.93		—	—	—	4.3479	M-J-S-D	5307.41	8,715.93		8/4/2019
BRSM6R0M8	DELTA AIR LINES INC SENIOR SECURED TERM NOTES	2	2,672,479.3	2,696,365.29	2,693,012.49	2,676,693.94	19,671.35		1,174.17		—	—	—	3.5534	F-M-A-N	729.17	22,475.15		10/18/2018
BRSM7G8J0	ALLIED SECURITY HOLDINGS LLC SENIOR SECURED TERM NOTES	2	1,874,323.63	1,886,097.03	1,883,742.35	1,875,782.7	10,314.33		353.31		—	—	—	5.8767	M-J-S-D	0.00	20,062.84		2/12/2021
BRSM7GBC1	PHARMACEUTICAL RSRCE INC SENIOR SECURED TERM NOTES	2	3,411,011.84	3,409,539.75	3,409,795.48	3,393,213.09	16,326.66		(17,936.44	)	—	—	—	4.5041	M-J-S-D	175.00	34,184.28		9/30/2019
BRSM7GLZ9	STS OPERATING SENIOR SECURED TERM NOTES	2	796,536.39	794,535.04	800,539.08	797,153.8	(2,618.76	)	150.71		—	—	—	5.8767	M-J-S-D	212.66	9,757.81	3/5/2014	2/12/2021
BRSM7GUN6	TOWER AUTOMOTIVE HOLDINGS USA SENIOR SECURED TERM NOTES		471,488.66	471,194.35	470,900.04	471,419.51	(225.16	)	(58.96	)	—	—	—	5.0685	M-J-S-D	81052.48	7,769.42		4/23/2020
BRSM9GPX8	ADS WASTE HOLDINGS INC SENIOR SECURED TERM NOTE	2	8,717,629.81	8,635,902.03	8,717,629.81	8,717,629.81	(81,727.78	)	—		—	—	—	4.5288	F-M-A-N	2.09	81,938.6		10/9/2019
BRSMB8L58	WESCO AIRCRAFT SENIOR SECURED TERM NOTES	2	975,686.92	964,071.61	978,132.26	976,049.09	(11,977.48	)	92.28		—	—	—	5.9205	F-M-A-N	552.00	8,060.59		2/28/2021
BRSMDQNY1	ACCELLENT INC SECURED TERM LOAN		3,839,193.39	3,819,402.35	3,839,193.39	3,839,193.39	(19,791.04	)	—		—	—	—	5.9534	M-J-S-D	97.38	43,323.01		3/12/2021
BRSMHGLN5	IMS HEALTH INCORPORATED IMS HEALTH INCORPORATED	2	7,108,905.46	7,110,483.43	7,120,844.25	7,110,618.03	(134.6	)	422.33		—	—	—	5.9671	M-J-S-D	10111.11	63,119.74		3/17/2021
BRSMK3RL8	NEIMAN MARCUS GROUP INC. THE SENIOR SECURED TERM NOTES	2	2,476,231.22	2,476,786.48	2,481,203.02	2,476,723.44	63.04		205.15		—	—	—	5.5753	M-J-S-D	291.67	25,776.94		10/25/2020
BRSMKZQ95	EMPIRE GENERATING CO LLC SENIOR SECURED TERM LOAN		1,116,492.3	1,130,121.4	1,127,770.00	1,118,031.42	12,089.98		427.33		—	—	—	5.9534	M-J-S-D	2467.50	14,839.36		3/12/2021
BRSMKZQU8	EMPIRE GENERATING CO LLC SENIOR SECURED TERM NOTES		78,681.63	79,642.1	79,476.39	78,790.09	852.01		28.31		—	—	—	5.9534	M-J-S-D	2673.75	1,043.13		3/12/2021
BRSMMP9T0	TRANSUNION LLC SENIOR SECURED TERM LOAN	1	2,413,124.99	2,422,390.43	2,419,172.93	2,413,927.49	8,462.94		228.13		—	—	—	0.0274	M-J-S-D	0.00	24,252.82		4/9/2021
BRSMMQ6V6	MPH ACQUISITION HOLDINGS LLC SENIOR SECURED TERM LOAN	1	912,148.6	912,884.7	914,434.67	912,475.47	409.23		148.91		—	—	—	6.0055	M-J-S-D	9483.98	8,872.86		3/31/2021
BRSMPYBS7	RENT-A-CENTER, INC/TX SENIOR SECURED TERM LOAN		2,598,247.85	2,578,663.08	2,611,304.38	2,600,086.32	(21,423.24	)	491.81		—	—	—	5.9726	M-J-S-D	2329.86	24,542.8		3/19/2021
BRSMQX4D9	SUNGARD AVAILABILITY SERVICES SENIOR SECURED TERM NOTES	2	1,734,671.06	1,537,105.28	1,736,842.12	1,734,960.04	(197,854.76	)	121.15		—	—	—	3.9973	M-J-S-D	1654.50	26,118.42		3/29/2019
BRSMQYER5	CAPITAL SAFETY NORTH AMERICA H SENIOR SECURED TERM NOTES		4,074,385.06	4,023,411.91	4,079,484.42	4,074,973.99	(51,562.08	)	198.31		—	—	—	6.0000	M-J-S-D	5043.39	38,350.9		3/29/2021
BRSMRYMN4	ENTEGRIS, INC. SENIOR SECURED TERM NOTES		1,082,617.38	1,087,149.15	1,088,057.68	1,083,295.39	3,853.76		192.54		—	—	—	6.0877	M-J-S-D	16622.22	10,853.49		4/30/2021
BRSMTEQ36	MICROSEMI CORPORATION SENIOR SECURED TERM NOTES		1,434,164.2	1,440,193.03	1,440,913.49	1,435,307.44	4,885.59		281.99		—	—	—	4.8932	M-J-S-D	3802.34	11,707.42		2/19/2020
BRSMTTCL8	FEDERAL-MOGUL HOLDINGS CORP SENIOR SECURED TERM LOAN	1	1,696,023.35	1,702,628.47	1,704,546.08	1,697,161.92	5,466.55		300.57		—	—	—	6.0466	M-J-S-D	5295.14	20,484.47		4/15/2021

BRSN1NQ83	TIME INC (USA) SENIOR SECURED TERM LOAN		2,202,323.26	2,226,660.05	2,224,568.96	2,204,924.14	21,735.91		845.29		—	—		—	6.0712	M-J-S-D	2724.80	23,980.04		4/24/2021
BRSN5MWG6	CATALENT PHARMA SOLUTIONS INC SENIOR SECURED TERM LOAN	1	3,923,681.64	3,966,585.82	3,943,398.63	3,925,788.27	40,797.55		890.55		—	—		—	0.0822	M-J-S-D	1247.08	50,504.13		5/20/2021
BRSNBE338	TRANSDIGM INC SENIOR SECURED TERM LOAN	1	3,958,712.41	3,973,862.81	3,977,462.41	3,959,498.26	14,364.55		714.41		—	—		—	6.1836	M-J-S-D	0.00	37,382.64		6/4/2021
BRSNJTYP4	DAVITA HEALTHCARE PARTNERS INC SENIOR SECURED TERM NOTES	2	711,746.95	717,959.54	715,323.57	712,064.08	5,895.46		180.06		—	—		—	6.2384	M-J-S-D	939.78	4,863.79		6/24/2021
BRSNKX0T2	GRAY TELEVISION INC. SENIOR SECURED TERM NOTES	2	985,612.12	990,871.85	989,387.76	985,898.97	4,972.88		138.16		—	—		—	6.2082	M-J-S-D	13.41	9,122.49		6/13/2021
BRSNLD7H4	MICHAELS STORES INC SENIOR SECURED TERM NOTES		529,273.52	534,544.98	531,933.19	529,619.17	4,925.81		123.97		—	—		—	4.8329	M-J-S-D	7777.78	5,449.94		1/28/2020
BRSNN37V3	GATES GLOBAL LLC SENIOR SECURED TERM NOTES	1	2,066,689.63	2,069,627.19	2,074,939.03	2,067,430.32	2,196.87		343.47		—	—		—	6.2685	M-J-S-D	6287.94	22,101.62		7/5/2021
BRSNUZ2R8	BAYONNE ENERGY CENTER LLC SENIOR SECURED TERM NOTES	1	204,556.1	206,097.98	205,584.02	204,641.93	1,456.05		36.75		—	—		—	0.3863	M-J-S-D	625.00	2,569.8		8/19/2021
BRSNY4KA0	VERIFONE INC SENIOR SECURED TERM NOTES		423,230.37	423,762.06	425,357.15	423,440.74	321.32		85.19		—	—		—	6.2767	M-J-S-D	0.00	3,731.25		7/8/2021
BRSNZFA49	ADVANTAGE SALES & MARKETING IN SENIOR SECURED TERM NOTES	1	1,247,563.87	1,252,240	1,250,589.23	1,247,836.96	4,403.04		121.94		—	—		—	0.2685	M-J-S-D	10156.25	13,056.32		7/23/2021
BRSNZFZ18	AMERICAN ENERGY MARCELLUS LLC SENIOR SECURED TERM NOTES	2	217,486.33	186,338.79	218,579.23	217,599.48	(31,260.69	)	45.07		—	—		—	5.3507	M-J-S-D	417.34	2,932.6	8/18/2014	8/4/2020
BRSP22SV0	FIRST DATA CORPORATION SENIOR SECURED TERM NOTES	2	1,977,500	2,000,830	2,000,000.00	1,980,302.45	20,527.55		1,386.32		—	—		—	3.4877	M-J-S-D	136.61	18,344.01		9/24/2018
BRSP2R5D0	EMERALD PERFORMANCE MATERIALS SENIOR SECURED TERM NOTES		103,532.02	104,280.15	104,052.28	103,575.06	705.09		21.06		—	—		—	6.3370	M-J-S-D	9909.17	1,173.52		7/30/2021
BRSP6FWM2	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND		1,788,807.25	1,793,603.71	1,795,000.00	1,790,152.96	3,450.75		503.35		—	—		1.375	2.3397	Feb-Aug	2138.89	6,170.32	8/1/2014	8/1/2017
BRSP6WS08	GEMINI HDPE LLC SENIOR SECURED TERM NOTES	1	922,387.95	928,181.86	927,023.08	922,795.3	5,386.56		174.71		—	—		—	0.3178	M-J-S-D	44140.83	11,158.65		8/6/2021
BRSP750D8	KEY SAFETY SYSTEMS INC SENIOR SECURED TERM LOAN	1	1,152,398.94	1,163,173.91	1,156,305.46	1,152,678.78	10,495.13		152.96		—	—		—	0.4137	M-J-S-D	28687.75	14,401.2		8/29/2021
BRSP9DQP4	FERRO CORP SENIOR SECURED TERM NOTES		441,116.67	442,225	443,333.33	441,306.43	918.57		78.71		—	—		—	6.3397	M-J-S-D	3850.00	4,433.34		7/31/2021
BRSPC8H22	UAL_12-2A SENIOR SECURED TERM LOAN		2,864,365.61	2,910,658.38	2,893,298.59	2,866,417.76	44,240.62		1,266.95		—	—		—	6.4658	M-J-S-D	9197.47	30,894.59	10/2/2014	9/15/2021
BRSPDEXA2	TEREX CORP SENIOR SECURED TERM NOTES		802,030.31	806,930.94	804,040.41	802,190.46	4,740.48		76.54		—	—		—	6.3562	M-J-S-D	2281.25	7,053.03		8/6/2021
BRSPRVAJ5	EXGEN TEXAS POWER LLC SENIOR SECURED TERM LOAN	1	1,313,033.34	1,332,927.78	1,326,296.30	1,313,986.64	18,941.14		498.47		—	—		—	0.4493	M-J-S-D	503.60	19,113.43		9/18/2021
BRSQGX3A8	MUELLER WATER PRODUCTS INC SENIOR SECURED TERM NOTES	1	484,003.01	489,470.54	486,435.18	484,075.65	5,394.89		125.53		—	—		—	0.6137	M-J-S-D	51716.67	5,876.61		11/25/2021
BRSQHT1U4	B/E AEROSPACE INC SENIOR SECURED TERM NOTES	1	1,227,850.51	1,245,577.22	1,234,020.62	1,228,033.27	17,543.95		198.22		—	—		—	0.6192	M-J-S-D	10266.67	5,773.2		12/16/2021
BRSQJTZG6	BMW US CAPITAL LLC SENIOR CORP BND EMTN		1,419,294.36	1,365,426.4	900,000.00	1,418,516.25	(53,089.85	)	(666.96	)	—	(69,992.43	)	2	4.6438	November	7001.04	7,026.97	12/17/2014	11/20/2019
BRSQPSFE8	TERRA-GEN FINANCE CO LLC SENIOR SECURED TERM NOTES	1	710,714.28	719,196.42	714,285.71	710,831.3	8,365.12		117.02		—	—		—	1.6548	M-J-S-D	29478.16	6,562.5		12/9/2021
BRSQQJLY6	GLOBAL CASH ACCESS SENIOR SECURED TERM LOAN	1	2,310,589.39	2,335,513.26	2,345,776.03	2,311,533.41	23,979.85		1,120.84		—	—		—	5.7233	M-J-S-D	11598.17	10,297.97		12/18/2020
BRSQTPNS0	HEALTHPLAN HOLDINGS INC SENIOR SECURED TERM NOTES		5,921,052.63	5,832,236.84	5,921,052.63	5,921,052.63	(88,815.79	)	—		—	—		—	4.6219	M-J-S-D	33970.00	62,500	11/28/2014	11/12/2019
BRSR021B1	CHIEF POWER FINANCE LLC SENIOR SECURED TERM NOTES		3,771,428.57	3,871,428.57	3,809,523.81	3,772,768.9	98,659.67		1,340.33		—	—		—	5.7589	M-J-S-D	291.86	46,243.39		12/31/2020

BRSR05RF7	AIRXCEL, INC. REVOLVE LOAN		6,796,875	6,762,890.63	6,796,875.00	6,796,875	(33,984.37	)	—		—	—		—	4.6384	May-Nov	0.00	91,191.4	12/4/2014	11/18/2019
BRSR05TD0	COMPONENT HARDWARE GROUP INC SENIOR SECURED TERM NOTES		3,043,529.42	2,997,876.48	3,043,529.42	3,043,529.42	(45,652.94	)	—		—	—		—	4.2548	J-A-J-O	1075.89	44,429.16	12/9/2014	7/1/2019
BRSR060V9	HIGH PERFORMANCE HOLDINGS INC SENIOR SECURED TERM NOTES		6,408,720.54	6,328,611.53	6,408,720.54	6,408,720.54	(80,109.01	)	—		—	—		—	4.6932	M-J-S-D	0.00	74,412.36	12/23/2014	12/8/2019
BRSR063T1	RICHELIEU FOODS INC REVOLVE LOAN		550,161.29	544,659.68	550,161.29	550,161.29	(5,501.61	)	—		—	—		—	4.1425	F-M-A-N	28050.00	—		5/21/2019
BRSR06452	RICHELIEU FOODS INC SENIOR SECURED TERM NOTES		4,990,642.45	4,940,736.03	4,990,642.45	4,990,642.45	(49,906.42	)	—		—	—		—	4.1425	J-A-J-O	889.85	85,039.95	12/8/2014	5/21/2019
BRSR4UG78	DISA HOLDINGS ACQUISITION SUBS SENIOR SECURED TERM NOTES		5,524,952.1	5,442,077.82	5,524,952.10	5,524,952.1	(82,874.28	)	—		—	—		—	5.6986	M-J-S-D	1433.04	—	12/24/2014	12/9/2020
G4123EAC0	GRIFOLS WORLDWIDE OPERATIONS U SECURED TERM LOAN	2	4,714,011.66	4,762,437.43	4,761,627.95	4,720,299.83	42,137.6		1,824.48		—	—		—	5.9178	M-J-S-D	0.00	37,838.56		2/27/2021
L0001UAC3	AI CHEM & CY US ACQUICO INC SENIOR SECURED TERM NOTES	2	176,498.59	178,050.72	177,385.52	176,768.02	1,282.7		33.70		—	—		—	4.5123	M-J-S-D	17937.50	2,528.85	4/11/2013	10/3/2019
U0662KFC0	BANK OF AMERICA CORP SUB CORP BND EMTN		1,251,157.14	1,175,200.71	750,000.00	1,239,265.24	(64,064.53	)	(9,388.35	)	—	(67,525.96	)	5.25	1.6137	May-Nov	1250.00	15,369.79	12/8/2014	11/9/2016
U17406FZ4	CITIGROUP INC CORP BND		1,338,483.55	1,258,617.14	720,000.00	1,320,134.63	(61,517.49	)	(16,428.31	)	—	(71,375.68	)	7.625	3.0110	April	10555.56	23,247.39	12/12/2014	4/3/2018
U2339CAR9	DAIMLER FINANCE NORTH AMERICA CORP BND		5,230,800	5,119,461.4	5,000,000.00	5,099,051.45	20,409.95		(16,694.34	)	—	—		2.625	1.4630	Mar-Sep	4239.19	32,812.5		9/15/2016
U36963R70	GENERAL ELECTRIC CAPITAL CORP CORP BND		803,536.82	755,342.41	450,000.00	793,483.57	(38,141.16	)	(7,736.81	)	—	(43,785.02	)	6.25	2.7123	December	42.64	10,829.24	12/5/2014	12/15/2017
U6176TBG2	MORGAN STANLEY CORP BND		1,198,165.7	1,125,399.45	700,000.00	1,184,040.39	(58,640.94	)	(10,889.20	)	—	(65,336.24	)	5.75	1.8795	February	1140.63	15,432.3	12/5/2014	2/14/2017
U64107AF9	NESTLE HLDGS, INC. CORP BND EMTN		1,013,000	1,006,549.99	1,000,000.00	1,006,965.49	(415.5	)	(762.09	)	—	—		1.375	2.2274	June	12066.60	3,437.5	4/12/2013	6/21/2017
U9291NAP0	VW CREDIT INC SENIOR CORP BND EMTN		4,590,450	4,560,839.87	4,500,000.00	4,540,010.75	20,829.12		(6,376.87	)	—	—		1.875	1.5397	October	413.15	21,093.75	4/8/2013	10/13/2016
06415CAA7	BANK OF NOVA SCOTIA CORP BND 144A		1,140,524	1,121,262.99	1,100,000.00	1,113,259.75	8,003.24		(2,418.55	)	—	—		2.15	1.3452	Feb-Aug	5801.10	5,912.5	5/30/2012	8/3/2016
06415CAE9	BANK OF NOVA SCOTIA SECURED LOCAL BND 144A		6,272,140	6,302,795.81	6,200,000.00	6,256,323.95	46,471.86		(7,000.25	)	—	—		1.75	1.9781	Mar-Sep	1622.74	27,125	3/22/2012	3/22/2017
12800UAL4	CAISSE CENTRALE DESJARDINS SECURED LOCAL BND 144A		2,699,352	2,736,071.98	2,700,000.00	2,699,743.83	36,328.15		32.26		—	—		1.6	1.9342	Mar-Sep	6324.44	10,800	3/6/2012	3/6/2017
136375BU5	CANADIAN NTL RAIL CO CORP BND	1	3,721,350	3,788,779.46	3,750,000.00	3,740,133.61	48,645.85		1,409.89		—	—		1.45	1.6301	Jun-Dec	16263.33	13,593.75	11/15/2011	12/15/2016
63307AAA3	NATIONAL BK OF CANADA SENIOR CORP BND MTN	1	3,166,513	3,157,363.97	3,170,000.00	3,168,155.44	(10,791.47	)	172.71		—	—		1.45	2.5233	May-Nov	458.84	11,491.25	11/7/2012	11/7/2017
63307EAB3	NATIONAL BK OF CANADA CORP BND 144A		1,025,660	1,022,640	1,000,000.00	1,019,414.27	3,225.73		(3,070.15	)	—	—		2.2	1.5562	Apr-Oct	4381.89	5,500	9/30/2014	10/19/2016
78008SVD5	ROYAL BANK OF CANADA SENIOR CORP BND MTN		4,094,875	4,119,789.31	4,100,000.00	4,097,093.73	22,695.58		252.47		—	—		1.5	2.8000	Jan-Jul	20886.25	15,375	1/14/2013	1/16/2018
78008TLB8	ROYAL BANK OF CANADA CORP BND MTN		517,250	509,652.5	500,000.00	508,926.91	725.59		(1,685.77	)	—	—		2.3	1.3068	Jan-Jul	14197.92	2,875	1/8/2014	7/20/2016
78011DAC8	ROYAL BANK OF CANADA SECURED LOCAL BND		1,992,400	2,000,720.06	2,000,000.00	1,993,673.06	7,047		625.57		—	—		1.2	2.4740	Mar-Sep	4817.38	6,000	9/30/2014	9/19/2017
78011DAE4	ROYAL BANK OF CANADA SECURED LOCAL BND		1,199,400	1,200,984.01	1,200,000.00	1,199,735.38	1,248.63		49.66		—	—		1.125	1.3123	Jan-Jul	10750.00	3,375	7/23/2013	7/22/2016
891145RB2	TORONTO-DOMINION BANK/THE CORP BND 144A		5,065,250	5,062,400.05	5,000,000.00	5,048,535.53	13,864.52		(8,211.20	)	—	—		1.625	1.4603	Mar-Sep	182.42	20,312.5	9/30/2014	9/14/2016
891145TN4	TORONTO-DOMINION BANK/THE SECURED LOCAL BND 144A		5,138,450	5,158,446.2	5,100,000.00	5,131,218.04	27,228.16		(3,925.47	)	—	—		1.5	1.9534	Mar-Sep	11022.11	19,125	3/13/2012	3/13/2017

89114QAG3	TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN		2,938,030.2	2,938,832.94	2,940,000.00	2,938,770.46	62.48		96.36		—	—		1.4	3.0849	Apr-Oct	3127.87	10,290	4/30/2013	4/30/2018
89114QAQ1	TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN		472,724.75	474,882.04	475,000.00	473,013.15	1,868.89		233.84		—	—		1.125	2.0904	May-Nov	2326.14	1,335.94	12/11/2014	5/2/2017
89114QAV0	TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN		4,200,834	4,270,694.9	4,200,000.00	4,201,218.15	69,476.75		202.15		—	—		2.25	4.6027	May-Nov	40228.85	20,225	11/5/2014	11/5/2019
98417EAU4	XSTRATA FINANCE (CANADA) LTD SENIOR CORP BND 144A		4,128,053.2	4,201,111.66	4,135,000.00	4,131,317.74	69,793.92		340.94		—	—		2.7	2.5726	Apr-Oct	28086.00	27,911.25	10/25/2012	10/25/2017
BRSE99EZ9	TELESAT CANADA / TELESAT LLC SENIOR SECURED TERM LOAN	2	4,070,366.13	4,079,037.34	4,080,567.55	4,073,718.36	5,318.98		477.51		—	—		—	3.9945	M-J-S-D	175.32	38,931.47		3/28/2019
BRSK6KJF2	QUEBECOR MEDIA INC. SENIOR SECURED TERM NOTES		2,941,475	2,925,464.78	2,955,000.00	2,944,516.32	(19,051.54	)	509.61		—	—		—	5.3863	M-J-S-D	46510.42	24,605.21		8/17/2020
BRSNFTGX1	ROYAL BANK OF CANADA SENIOR CORP BND EMTN		1,166,566.62	1,039,129.22	700,000.00	1,167,027.17	(127,897.95	)	180.17		—	(130,003.45	)	0.96338	4.1808	M-J-S-D	8260.83	3,357.5	6/4/2014	6/4/2019
C4438BAC0	HUSKY INJECTION MOLDING SYS LT SENIOR SECURED TERM NOTES	1	381,809.37	383,399.92	383,728.01	381,998.39	1,401.53		70.22		—	—		—	6.2548	M-J-S-D	33468.75	4,082.02		6/30/2021
00084DAH3	ABN AMRO BANK NV SENIOR CORP BND 144A		5,000,000	5,033,350	5,000,000.00	5,000,000	33,350		—		—	—		1.0561	1.5808	J-A-J-O	3720.75	13,115	10/30/2013	10/28/2016
00182EAT6	ANZ NATIONAL INTERNATIONAL LTD SENIOR CORP BND 144A		5,000,000	5,003,804.8	5,000,000.00	5,000,000	3,804.8		—		—	—		0.7761	2.0767	J-A-J-O	6065.23	9,722.8	2/27/2014	4/27/2017
00507UAD3	ACTAVIS FUNDING SCS SENIOR CORP BND		9,707,707.38	9,743,507.89	9,715,000.00	9,708,378.92	35,128.97		369.07		—	—		2.45	4.2110	Jun-Dec	65762.93	59,504.38	11/13/2014	6/15/2019
05252EAB9	AUST & NZ BANK GROUP LOCAL BND 144A		3,093,738	3,110,357.1	3,100,000.00	3,098,938.79	11,418.31		508.10		—	—		1	0.5178	Apr-Oct	322.40	7,750	9/11/2012	10/6/2015
05541VAC0	BG ENERGY CAPITAL PLC CORP BND 144A		1,021,200	1,011,732	1,000,000.00	1,012,288.57	(556.57	)	(4,394.96	)	—	—		2.5	0.6932	Jun-Dec	49110.64	6,250	9/30/2014	12/9/2015
05541VAD8	BG ENERGY CAPITAL PLC CORP BND 144A		515,455	512,676.7	500,000.00	511,685.23	991.47		(1,853.75	)	—	—		2.875	1.5452	Apr-Oct	0.00	3,593.75	9/30/2014	10/15/2016
05565QBT4	BP CAPITAL MARKETS PLC CORP BND		4,773,490	4,842,346.56	4,750,000.00	4,757,712.54	84,634.02		(1,187.80	)	—	—		2.248	1.5918	May-Nov	10282.16	26,695		11/1/2016
05565QBY3	BP CAPITAL MARKETS PLC SENIOR CORP BND		5,700,000	5,769,163.06	5,700,000.00	5,700,000	69,163.06		—		—	—		1.846	2.0986	May-Nov	27044.65	26,305.5	5/7/2012	5/5/2017
05565QCC0	BP CAPITAL MARKETS PLC SENIOR CORP BND		498,865	499,210.93	500,000.00	499,047.61	163.32		89.30		—	—		1.375	2.6055	May-Nov	0.00	1,718.75	9/30/2014	11/6/2017
05565QCE6	BP CAPITAL MARKETS PLC SENIOR CORP BND		1,105,638.75	1,117,921.2	1,125,000.00	1,108,267.66	9,653.54		1,296.98		—	—		1.375	3.1123	May-Nov	1049.00	3,867.18	9/30/2014	5/10/2018
05565QCF3	BP CAPITAL MARKETS PLC SENIOR CORP BND		2,500,000	2,499,962.5	2,500,000.00	2,500,000	(37.5	)	—		—	—		0.7656	3.1123	F-M-A-N	8194.73	4,718.33	5/10/2013	5/10/2018
06738EAD7	BARCLAYS PLC SENIOR CORP BND		916,761.6	930,096.05	920,000.00	916,999.48	13,096.57		150.77		—	—		2.75	4.6110	May-Nov	0.00	6,325	11/10/2014	11/8/2019
06739FHT1	BARCLAYS BANK PLC SENIOR CORP BND		4,454,777.25	4,541,891.08	4,455,000.00	4,454,824.35	87,066.73		10.56		—	—		2.5	3.8959	Feb-Aug	13090.63	27,843.75	2/20/2014	2/20/2019
06739GBP3	BARCLAYS BANK PLC CORP BND		6,019,695	6,103,352.59	5,500,000.00	5,973,109.28	130,243.31		(19,071.47	)	—	—		5.14	5.5452	Apr-Oct	8585.21	70,675	8/22/2014	10/14/2020
111013AM0	BRITISH SKY BROADCASTING GRP P SENIOR CORP BND 144A		2,461,327.15	2,490,823.52	2,465,000.00	2,461,703.48	29,120.04		171.87		—	—		2.625	4.4658	Mar-Sep	6926.48	16,176.59	9/16/2014	9/16/2019
111021AK7	BRITISH TELECOMMUNICATIONS PLC SENIOR CORP BND		425,110.5	432,164.35	425,000.00	425,107.59	7,056.76		(2.91	)	—	—		2.35	3.8795	Feb-Aug	3003.81	2,496.87	12/16/2014	2/14/2019
11102AAA9	BRITISH TELECOMMUNICATIONS PLC CORP BND		1,121,760	1,117,196.35	1,000,000.00	1,110,567.88	6,628.47		(9,550.53	)	—	—		5.95	2.7973	Jan-Jul	5962.70	14,875	12/16/2014	1/15/2018
20271RAG5	COMMONWEALTH BANK AUSTRALIA SENIOR CORP BND		2,497,875	2,499,577.33	2,500,000.00	2,498,268.93	1,308.4		172.66		—	—		1.4	2.4438	Mar-Sep	647.58	8,652.78	9/8/2014	9/8/2017
22532LAL8	CREDIT AGRICOLE SA/LONDON SENIOR CORP BND 144A		3,994,960	4,087,250.68	4,000,000.00	3,995,880.94	91,369.74		238.36		—	—		2.5	4.0438	Apr-Oct	3911.00	25,000	4/15/2014	4/15/2019

225436AA2	CREDIT SUISSE GROUP CCN CORP BND 144A	1	7,113,306	7,174,740	7,284,000.00	7,114,504.72	60,235.28		358.07		—	—	6.25	34.7781	Jun-Dec	89585.43	78,395.83		12/31/2049
25243YAR0	DIAGEO CAPITAL PLC SENIOR CORP BND		8,395,470	8,480,982.8	8,400,000.00	8,405,325.54	75,657.26		(622.95	)	—	—	1.5	2.1151	May-Nov	52125.00	31,500	5/11/2012	5/11/2017
25243YAT6	DIAGEO CAPITAL PLC SENIOR CORP BND		2,485,750	2,480,616.38	2,500,000.00	2,491,127.11	(10,510.73	)	698.04		—	—	1.125	3.0822	Apr-Oct	1562.50	7,031.25	4/29/2013	4/29/2018
25600WAA8	DNB BOLIGKREDITT AS CORP BND 144A		5,752,701.56	5,748,290.4	5,700,000.00	5,707,279.67	41,010.73		(3,018.43	)	—	—	2.1	0.5397	Apr-Oct	6225.20	35,962.5		10/14/2015
25600WAB6	DNB BOLIGKREDITT AS CORP BND 144A		8,395,963	8,385,648	8,200,000.00	8,252,855.53	132,792.47		(13,065.24	)	—	—	2.9	0.9973	Mar-Sep	1561.23	59,450		3/29/2016
300141AC2	EVERGLADES RE LTD CORP BND 144A		39,731,500	38,487,949.93	38,000,000.00	39,594,043.43	(1,106,093.5	)	(134,934.35	)	—	—	7.515	2.0795	M-J-S-D	68359.16	565,102.94		4/28/2017
377373AC9	GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP BND		6,277,383	6,365,763.74	6,300,000.00	6,290,270.11	75,493.63		(1,341.98	)	—	—	1.5	2.1068	May-Nov	23237.50	38,625	5/9/2012	5/8/2017
404280AP4	HSBC HOLDINGS PLC SUB CORP BND		11,665,187.5	11,784,963.84	11,250,000.00	11,643,116.25	141,847.59		(8,307.07	)	—	—	4.25	8.9616	Mar-Sep	21919.74	111,562.5	8/22/2014	3/14/2024
404280AR0	HSBC HOLDINGS PLC CAPSEC CORP BND	1	8,765,000	8,847,128.05	8,765,000.00	8,765,000	82,128.05		—		—	—	5.625	—	Jan-Jul	89419.38	123,257.82	9/17/2014
423012AB9	HEINEKEN N.V. SENIOR CORP BND 144A		5,987,624.98	6,043,182.31	6,025,000.00	6,001,494.64	41,687.67		2,265.16		—	—	1.4	2.5068	Apr-Oct	42669.11	21,087.5		10/1/2017
44328MAL8	HSBC BANK PLC CORP BND 144A		3,123,450	3,078,378	3,000,000.00	3,049,358.32	29,019.68		(10,589.94	)	—	—	3.1	1.1507	May-Nov	49573.14	23,250	6/27/2013	5/24/2016
44328MBT0	HSBC BANK PLC SENIOR CORP BND 144A		5,739,247.5	5,721,547.85	5,750,000.00	5,743,191.53	(21,643.68	)	528.42		—	—	1.5	3.1260	May-Nov	32887.50	21,562.5	5/15/2013	5/15/2018
44328MBU7	HSBC BANK PLC SENIOR CORP BND 144A		1,611,987.2	1,607,360.11	1,600,000.00	1,609,107.75	(1,747.64	)	(709.30	)	—	—	0.8981	3.1260	F-M-A-N	2278.29	3,540.39	3/31/2014	5/15/2018
44920UAC2	HYUNDAI CAPITAL SERVICES INC CORP BND 144A		2,982,210	3,119,034	3,000,000.00	2,995,318.8	123,715.2		848.13		—	—	4.375	1.3260	Jan-Jul	22024.58	32,812.5	1/27/2011	7/27/2016
449786AR3	ING BANK NV CORP BND 144A		2,019,147.75	2,036,981.93	2,025,000.00	2,024,037.06	12,944.87		818.56		—	—	2	0.4877	Mar-Sep	0.00	16,925	9/25/2012	9/25/2015
456873AA6	INGERSOLL-RAND LUXEMBOURG FINA SENIOR CORP BND	1	3,005,460	3,018,104.55	3,000,000.00	3,005,066.73	13,037.82		(229.67	)	—	—	2.625	5.0082	May-Nov	897.78	19,687.5	10/29/2014	5/1/2020
4581X0BV9	INTER AMERICAN DEV BK CORP BND		4,019,960	4,034,639.88	4,000,000.00	4,013,359.95	21,279.93		(1,675.98	)	—	—	1.125	1.9589	Mar-Sep	2566.67	11,250	4/9/2014	3/15/2017
494074AE7	KILIMANJARO RE LIMITED CORP BND 144A		21,765,000	21,667,350	21,750,000.00	21,764,498.58	(97,148.58	)	(501.42	)	—	—	3.75	4.6575	J-A-J-O	182419.56	193,002.42		11/25/2019
502441AA6	LVMH MOET HENNESSY LOUIS VUITT SENIOR CORP BND 144A		3,041,246.5	3,078,130.21	3,050,000.00	3,045,980.52	32,149.69		434.58		—	—	1.625	2.2493	Jun-Dec	13378.05	12,390.64	6/29/2012	6/29/2017
52206AAB6	LEASEPLAN CORPORATION NV CORP BND 144A		4,981,330.69	5,024,941.65	5,000,000.00	4,985,126.06	39,815.59		1,133.02		—	—	2.5	3.1288	May-Nov	0.00	31,250	6/2/2014	5/16/2018
55608PAA2	MACQUARIE BANK LTD CORP BND 144A		5,996,040	6,383,517.18	6,000,000.00	5,998,383.56	385,133.62		199.09		—	—	5	1.9014	Feb-Aug	4188.87	75,000	2/22/2012	2/22/2017
62983QAD5	NAKAMA RE LTD UNSEC CORP BND 144A		1,000,000	1,001,550	1,000,000.00	1,000,000	1,550		—		—	—	2.12501	3.8000	J-A-J-O	467.54	5,312.52	12/19/2014	1/16/2019
62983QAE3	NAKAMA RE LTD UNSEC CORP BND 144A		1,250,000	1,258,525	1,250,000.00	1,250,000	8,525		—		—	—	2.87501	4.8000	J-A-J-O	10088.54	8,984.41	12/19/2014	1/16/2020
6325C0CU3	NATIONAL AUSTRALIA BNK LIMITED SENIOR CORP BND 144A		1,999,700	2,002,433.78	2,000,000.00	1,999,802.81	2,630.97		24.58		—	—	1.25	1.9644	Mar-Sep	1614.59	6,250	3/17/2014	3/17/2017
654624AE5	NTT CORP SENIOR CORP BND		4,459,748.5	4,449,275.14	4,450,000.00	4,454,580.35	(5,305.21	)	(487.00	)	—	—	1.4	2.3014	Jan-Jul	383.91	15,575		7/18/2017
65504LAH0	NOBLE HOLDING INTERNATIONAL LT SENIOR CORP BND		505,725	491,950.8	500,000.00	504,574.44	(12,623.64	)	(565.63	)	—	—	2.5	1.9589	Mar-Sep	1544.44	3,125	9/30/2014	3/15/2017
65557CAM5	NORDEA BANK AB JR SUB CORP BND 144A	1	9,980,000	10,142,175	9,980,000.00	9,980,000	162,175		—		—	—	5.5	—	Mar-Sep	14486.38	146,391.67	9/23/2014

65557DAK7	NORDEA BANK AB SENIOR CORP BND		5,974,200	6,101,400	6,000,000.00	5,979,069.4	122,330.6		1,221.48		—	—	2.375	4.0137	Apr-Oct	40422.22	35,625	4/4/2014	4/4/2019
65557HAE2	NORDEA BANK AB SENIOR CORP BND		4,989,850	5,007,975	5,000,000.00	4,996,184.12	11,790.88		844.70		—	—	0.875	1.1205	May-Nov	36618.75	10,937.5	5/15/2013	5/13/2016
69353UAB7	PPL WEM HOLDINGS PLC CORP BND 144A		3,397,355	3,340,330.5	3,250,000.00	3,290,247.06	50,083.44		(9,068.10	)	—	—	3.9	1.0877	May-Nov	29009.67	31,687.5	3/14/2012	5/1/2016
714294AB1	PERRIGO CO LTD SENIOR CORP BND		699,493.02	699,367.31	700,000.00	699,613.29	(245.98	)	59.26		—	—	1.3	1.6110	May-Nov	11169.53	2,275	10/3/2014	11/8/2016
74977EPY3	RABOBANK NEDERLAND NV SENIOR CORP BND		2,900,000	2,910,324.09	2,900,000.00	2,900,000	10,324.09		—		—	—	0.75015	0.9671	M-J-S-D	0.00	5,269.92	3/19/2013	3/18/2016
767201AJ5	RIO TINTO FINANCE (USA) LTD CORP BND		1,298,947	1,307,956	1,300,000.00	1,299,871.55	8,084.45		54.10		—	—	1.875	0.5918	May-Nov	1200.94	6,093.75	11/2/2010	11/2/2015
767201AM8	RIO TINTO FINANCE (USA) LTD CORP BND		4,651,892.5	4,709,651.38	4,625,000.00	4,636,639.74	73,011.64		(2,539.89	)	—	—	2.5	1.1397	May-Nov	33307.11	28,906.25	5/20/2011	5/20/2016
76720AAB2	RIO TINTO FINANCE (USA) PLC SENIOR CORP BND	1	4,019,848	4,080,745.12	4,025,000.00	4,022,905.08	57,840.04		257.18		—	—	2	1.9014	Mar-Sep	11406.94	20,125	3/22/2012	3/22/2017
78572MAF2	SABMILLER PLC CORP BND 144A		3,491,297.4	3,406,408.58	2,980,000.00	3,405,417.24	991.34		(31,008.97	)	—	—	6.5	3.2932	Jan-Jul	27860.22	48,425	7/21/2014	7/15/2018
801060AB0	SANOFI SENIOR CORP BND		8,831,060.7	8,874,429.15	8,870,000.00	8,846,134.27	28,294.88		2,282.96		—	—	1.25	3.0301	Apr-Oct	51549.21	28,951.39	4/10/2013	4/10/2018
806854AA3	SCHLUMBERGER GER INV CORP BND 144A		780,183.75	788,332.49	775,000.00	777,317.79	11,014.7		(383.97	)	—	—	1.95	1.4603	Mar-Sep	4584.66	4,249.37	9/14/2011	9/14/2016
80685PAC2	SCHLUMBERGER NORGE AS CORP BND 144A		698,775	712,042.25	700,000.00	699,631.98	12,410.27		61.72		—	—	1.95	1.4603	Mar-Sep	674.52	3,412.5	9/14/2011	9/14/2016
80685PAD0	SCHLUMBERGER NORGE AS SENIOR CORP BND 144A		1,368,739.6	1,371,346.56	1,370,000.00	1,369,401.44	1,945.12		62.33		—	—	1.25	2.3397	Feb-Aug	9499.11	4,281.25	7/31/2012	8/1/2017
822582AQ5	SHELL INTERNATIONAL FINANCE BV CORP BND		6,148,980	6,037,500	6,000,000.00	6,010,889.81	26,610.19		(11,137.30	)	—	—	3.1	0.2438	Jun-Dec	473.66	46,500		6/28/2015
822582AR3	SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND		993,640	1,002,776.64	1,000,000.00	994,724.07	8,052.57		535.24		—	—	1.125	2.3945	Feb-Aug	4035.42	2,812.5	9/30/2014	8/21/2017
822582AZ5	SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND		499,380	500,747.34	500,000.00	499,662.75	1,084.59		51.25		—	—	0.9	1.6301	May-Nov	2608.36	1,125	11/15/2013	11/15/2016
83367TBH1	SOCIETE GENERALE SA CAPSEC CORP BND 144A	1	3,870,000	3,780,000	4,000,000.00	3,870,887.8	(90,887.8	)	310.73		—	—	6	34.7781	Jan-Jul	1218.72	60,000	9/2/2014	12/31/2049
84650WAB2	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A		7,999,374.1	7,972,068.09	7,800,000.00	7,867,292.78	104,775.31		(14,402.31	)	—	—	2.625	1.1589	May-Nov	0.00	51,187.5		5/27/2016
84650WAD8	SPAREBNK 1 BOLIG LOCAL BND 144A		5,486,580	5,647,455.38	5,500,000.00	5,494,005.87	153,449.51		642.50		—	—	2.3	2.2521	Jun-Dec	14557.95	31,625	4/3/2012	6/30/2017
84650WAE6	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A		5,854,157	5,897,581	5,900,000.00	5,869,059.12	28,521.88		1,590.30		—	—	1.75	4.6301	May-Nov	17850.00	25,812.5	11/16/2012	11/15/2019
872882AC9	TSMC GLOBAL LTD SENIOR CORP BND 144A		5,711,170.95	5,629,275	5,715,000.00	5,712,661.02	(83,386.02	)	186.99		—	—	1.625	3.0110	Apr-Oct	26373.17	23,217.19	4/3/2013	4/3/2018
874060AB2	TAKEDA PHARMACEUTICAL CO LTD UNSECURED CORP BND 144A		3,796,792.5	3,782,470.91	3,750,000.00	3,772,390.96	10,079.95		(3,635.01	)	—	—	1.625	1.9644	Mar-Sep	1080.26	23,630.21		3/17/2017
87609FAA6	TAR HEEL RE LTD UNSEC CORP BND 144A		7,000,000	7,216,650	7,000,000.00	7,000,000	216,650		—		—	—	8.5125	1.1096	M-J-S-D	15340.00	148,779.16	4/9/2013	5/9/2016
88165FAC6	TEVA PHARMACEUTICAL FIN CO. BV CORP BND		1,026,840	1,021,748	1,000,000.00	1,020,498.49	1,249.51		(3,137.26	)	—	—	2.4	1.6164	May-Nov	804.01	6,000	9/30/2014	11/10/2016
88166CAA6	TEVA PHARMACEUTICAL FINANCE II CORP BND		3,995,040	4,018,292.01	4,000,000.00	3,999,780.86	18,511.15		262.98		—	—	3	0.2082	Jun-Dec	1496.95	30,000	6/18/2010	6/15/2015
89152UAA0	TOTAL CAPITAL S.A. CORP BND		5,126,400	5,065,250	5,000,000.00	5,063,291.42	1,958.58		(31,034.39	)	—	—	3.125	0.5068	Apr-Oct	65945.83	39,062.5	9/30/2014	10/2/2015
89152UAE2	TOTAL CAPITAL S.A. CORP BND		3,074,370	3,050,628	3,000,000.00	3,048,712.42	1,915.58		(12,602.88	)	—	—	2.3	0.9589	Mar-Sep	0.00	17,250	9/30/2014	3/15/2016

89152UAG7	TOTAL CAPITAL S.A. SENIOR CORP BND		5,998,320	6,125,671.68	6,000,000.00	5,998,847.36	126,824.32		81.47		—	—	2.125	3.3644	Feb-Aug	158.61	31,875	8/12/2013	8/10/2018
89153VAA7	TOTAL CAPITAL INTERNATIONAL SA CORP BND		4,318,693	4,372,633.99	4,325,000.00	4,325,904.2	46,729.79		(119.53	)	—	—	1.5	1.8877	Feb-Aug	6095.84	16,218.75	2/17/2012	2/17/2017
89153VAC3	TOTAL CAPITAL INTERNATIONAL SA CORP BND		5,739,247.5	5,812,609.85	5,750,000.00	5,745,074.8	67,535.05		533.70		—	—	1.55	2.2466	Jun-Dec	21578.45	22,281.25	6/28/2012	6/28/2017
89153VAD1	TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND		2,173,434	2,177,610.22	2,175,000.00	2,174,611.37	2,998.85		117.26		—	—	0.75	0.8219	Jan-Jul	1980.86	4,078.13	9/25/2012	1/25/2016
89153VAF6	TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND		199,452	200,929.68	200,000.00	199,748.04	1,181.64		45.06		—	—	1	1.3699	Feb-Aug	41802.78	500	8/12/2013	8/12/2016
89153VAJ8	TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND		399,120	401,004.64	400,000.00	399,473.2	1,531.44		72.85		—	—	1	1.7836	Jan-Jul	492.19	977.78	1/15/2014	1/10/2017
89153VAK5	TOTAL CAPITAL INTERNATIONAL SA TOTAL CAPITAL INTERNATIONAL SA		1,998,760	2,036,389.78	2,000,000.00	1,998,924.56	37,465.22		69.68		—	—	2.125	3.7836	Jan-Jul	5680.77	10,625	9/30/2014	1/10/2019
89267XAF5	TRADEWYND RE LTD CORP BND 144A		500,000	500,630	500,000.00	500,000	630		—		—	—	5.025	2.7781	J-A-J-O	3733.33	7,112.49	12/18/2014	1/8/2018
89267XAG3	TRADEWYND RE LTD CORP BND 144A		500,000	500,585	500,000.00	500,000	585		—		—	—	0.77028	0.7753	J-A-J-O	893.33	962.85	12/18/2014	1/8/2016
89267XAH1	TRADEWYND RE LTD CORP BND 144A		19,250,000	19,425,945	19,250,000.00	19,250,000	175,945		—		—	—	0.77535	2.7781	J-A-J-O	41961.11	37,313.67	12/18/2014	1/8/2018
89289YAB6	TRAMLINE RE II LTD CORP BND 144A		1,000,000	1,019,510	1,000,000.00	1,000,000	19,510		—		—	—	9.77535	3.7671	J-A-J-O	1951.08	24,438.38	12/22/2014	1/4/2019
893830BB4	TRANSOCEAN INC CORP BND		1,857,851.28	1,434,637.5	1,713,000.00	1,849,114.73	(414,477.23	)	(6,306.31	)	—	—	6.375	6.7151	Jun-Dec	5553.87	40,041.38		12/15/2021
902133AQ0	TYCO ELECTRONICS GROUP SA SENIOR CORP BND	1	1,634,149.8	1,651,804.57	1,635,000.00	1,634,257.92	17,546.65		40.30		—	—	2.35	4.2548	Feb-Aug	14639.38	9,605.62	7/31/2014	8/1/2019
90323WAA8	URSA RE LTD CORP BND 144A		1,250,000	1,250,150	1,250,000.00	1,250,000	150		—		—	—	3.50507	2.6904	M-J-S-D	0.00	10,544.71	12/1/2014	12/7/2017
90323WAB6	URSA RE LTD CORP BND 144A		1,250,000	1,255,650	1,250,000.00	1,250,000	5,650		—		—	—	5.00507	2.6904	M-J-S-D	2250.00	20,384.25	12/1/2014	12/7/2017
90349CAB0	UBS AG, LONDON BRANCH SENIOR CORP BND 144A		1,994,860	2,003,240.06	2,000,000.00	1,998,306.66	4,933.4		427.18		—	—	0.75	0.9836	Mar-Sep	18386.00	3,750	3/26/2013	3/24/2016
922764AA3	VENTERRA RE LTD CORP BND 144A		7,500,000	7,523,175	7,500,000.00	7,500,000	23,175		—		—	—	3.75	1.7808	M-J-S-D	5638.89	70,526.9	12/30/2013	1/9/2017
92857WAY6	VODAFONE GROUP PLC SENIOR CORP BND		3,855,050.97	3,842,839.22	3,867,000.00	3,860,966.77	(18,127.55	)	4,550.68		—	—	1.25	2.4932	Mar-Sep	751.53	23,889.93	9/26/2012	9/26/2017
928670AW8	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A		5,347,646	5,358,444.28	5,350,000.00	5,348,708.51	9,735.77		194.95		—	—	1.125	1.6384	May-Nov	20157.81	15,046.87	11/20/2013	11/18/2016
928670AX6	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A		1,004,140	1,013,743.44	1,000,000.00	1,003,663.52	10,079.92		(240.98	)	—	—	2.125	3.6438	May-Nov	4969.03	5,312.5	9/30/2014	11/20/2018
961214BZ5	WESTPAC BANKING CORP SENIOR CORP BND MTN		1,999,420	2,005,243.54	2,000,000.00	1,999,670.91	5,572.63		28.70		—	—	1.6	2.7890	Jan-Jul	807.41	8,000	1/14/2013	1/12/2018
961214CH4	WESTPAC BANKING CORP SENIOR CORP BND		1,618,299	1,618,397.07	1,620,000.00	1,618,782.09	(385.02	)	139.94		—	—	1.2	2.1370	May-Nov	42269.33	4,860	5/21/2014	5/19/2017
961214CK7	WESTPAC BANKING CORP SENIOR CORP BND		2,249,865	2,251,336.21	2,250,000.00	2,249,879.68	1,456.53		10.92		—	—	1.5	2.6740	Jun-Dec	2030.39	8,437.5	12/1/2014	12/1/2017
BRSF9BJL7	KLOECKNER HOLDINGS GP S.A. TERM LOAN		306,776.75	314,896.94	313,037.50	310,574.09	4,322.85		360.10		—	—	—	1.7288	M-J-S-D	777.78	5,023.71		12/21/2016
BRSHAG9G2	SILVER II BORROWER SCA SENOIR SECURED TERM LOAN	2	3,267,905.09	3,105,539.23	3,267,905.09	3,267,905.09	(162,365.86	)	—		—	—	—	4.7068	F-M-A-N	372.17	32,715.84		12/13/2019
BRSHY9H24	LINDE AG SENIOR CORP BND EMTN		2,990,820	3,016,620.03	3,000,000.00	2,994,322.57	22,297.46		445.63		—	—	1.5	3.0521	April	7797.33	11,250	4/18/2013	4/18/2018
BRSL40CC0	FORTIUS RE LTD CORP BND 144A		3,000,000	3,000,000	3,000,000.00	3,000,000	—		—		—	—	6.5	2.2521	M-J-S-D	3883.99	82,703.05	10/17/2013	6/30/2017

BRSL7M1V9	FORTESCUE METALS SENIOR SECURED TERM NOTES		7,534,475.08	6,877,257.38	7,592,635.49	7,548,653.86	(671,396.48	)	2,667.90		—	—		—	4.2521	M-J-S-D	3691.13	73,087.95	11/15/2013	6/30/2019
BRSLUXX69	LLOYDS BANK PLC CORP BND EMTN		1,400,039.37	1,270,859.44	855,000.00	1,400,868.26	(130,008.82	)	168.22		—	(132,748.91	)	0.81275	1.8000	J-A-J-O	3234.38	2,620.17	1/14/2014	1/16/2017
BRSLX0WL6	ABBEY NATIONAL TREASURY SERVIC SECURED LOCAL BND EMTN		1,455,929.03	1,323,702.08	890,000.00	1,456,780.46	(133,078.38	)	176.48		—	(136,759.35	)	0.86306	1.8110	J-A-J-O	558.49	2,917.04	1/20/2014	1/20/2017
BRSM9G9V0	SEADRILL OPERATING LP SENIOR SECURED TERM NOTE	2	825,502.92	668,141.94	838,074.02	826,745.24	(158,603.3	)	499.88		—	—		—	5.9014	M-J-S-D	7466.67	8,401.95		2/21/2021
BRSN8X546	DAIMLER AG UNSEC CORP BND		1,540,012.53	1,370,377.33	915,000.00	1,540,264.29	(169,886.96	)	87.03		—	(182,471.93	)	1.625	1.6767	December	0.00	5,738.63	5/21/2014	12/2/2016
BRSPKZWC4	HOPLON II INSURANCE LTD CORP BND		9,054,787.5	7,280,672.85	6,750,000.00	9,054,787.5	(1,774,114.65	)	—		—	(1,805,287.5	)	6.5	2.7781	J-A-J-O	863.19	129,599.14	8/22/2014	1/8/2018
BRSQP4874	CREGANNA-TACTX MEDICAL SENIOR SECURED TERM NOTES	1	353,578.13	359,589.84	356,250.00	353,650.42	5,939.42		78.99		—	—		—	0.1370	M-J-S-D	377.59	3,489.58		12/1/2021
BRSQRAFX3	SABLE INTERNATIONAL FINANCE LI SENIOR SECURED TERM LOAN		396,918.58	401,163.7	399,917.96	397,043.26	4,120.44		124.68		—	—		—	2.0795	M-J-S-D	712.23	2,493.5		4/28/2017
BRSR4UG37	DISA HOLDINGS A/S SENIOR SECURED TERM NOTES		143.26	141.47	143.26	143.26	(1.79	)	—		—	—		—	5.6986	M-J-S-D	885.42	—	12/24/2014	12/9/2020
D06216BG5	BASF SE CORP BND		1,209,815.55	1,140,841.22	700,000.00	1,195,344.19	(54,502.97	)	(12,404.21	)	—	(58,980.67	)	5.875	2.0027	March	9885.93	15,825.61	12/17/2014	3/31/2017
D1668RML8	DAIMLERCHRYSLER AG SENIOR CORP BND EMTN		825,838.42	782,669.97	520,000.00	824,840	(42,170.03	)	(816.90	)	—	(44,596.6	)	1.75	2.6110	November	22500.00	3,521.37	12/12/2014	11/8/2017
F4113NCA5	ORANGE SA CORP BND		1,399,257.68	1,309,551.68	750,000.00	1,375,828.46	(66,276.78	)	(19,305.27	)	—	(76,993.9	)	8	2.7260	December	5533.33	25,548.8	12/1/2014	12/20/2017
F9208ZKB2	TOTAL CAPITAL S.A. CORP BND MTN		1,654,432.94	1,559,440.05	970,000.00	1,641,276.45	(81,836.4	)	(10,764.41	)	—	(88,738.85	)	4.25	2.6932	December	19541.66	15,952.55	12/12/2014	12/8/2017
G079E0AA9	BARCLAYS BANK PLC LOCAL BND	1	1,166,817.2	1,119,087.36	680,000.00	1,157,344.69	(38,257.33	)	(7,552.43	)	—	(63,062.22	)	6.75	2.8000	January	21875.00	17,216.37	12/8/2014	1/16/2023
G08820EL5	BAT INTL FIN PLC SENIOR CORP BND EMTN		2,841,307.5	2,854,617	2,850,000.00	2,847,102.35	7,514.65		711.88		—	—		1.125	0.9973	March	11875.00	8,015.63	3/25/2013	3/29/2016
G089B6CD0	BARCLAYS BANK PLC - GTD SENIOR CORP BND EMTN		2,679,360.59	2,562,337.55	1,700,000.00	2,688,323.18	(125,985.63	)	750.60		—	(170,537.77	)	1.5	2.0137	April	13314.58	10,431.24	4/4/2012	4/4/2017
G1163HET9	BG ENERGY CAPITAL PLC CORP BND EMTN		793,607.43	747,312.44	460,000.00	786,492.51	(39,180.07	)	(7,832.03	)	—	(42,523.27	)	5.125	2.6904	December	2429.17	12,273.71	12/12/2014	12/7/2017
G1582KAR3	BRITISH TELECOMMUNICATIONS PLC SENIOR LOCAL BND EMTN		2,147,105	1,983,393.66	1,200,000.00	2,112,334.66	(128,941	)	(28,540.13	)	—	(143,422.39	)	6.625	2.2329	June	1863.62	41,772.69		6/23/2017
G1698AAB1	BUPA FINANCE PLC LOCAL BND EMTN		802,257.24	750,884.24	470,000.00	789,597.35	(38,713.11	)	(10,887.41	)	—	(38,960.31	)	7.5	1.2630	Jan-Jul	0.00	13,484.97	12/17/2014	7/4/2016
G1698AAD7	BUPA FINANCE PLC SENIOR CORP BND		425,123.01	398,539.35	255,000.00	425,355.18	(26,815.83	)	73.60		—	(48,634.86	)	3.375	6.2192	Jun-Dec	5354.17	3,329.13	6/17/2014	6/17/2021
G29330DW7	LONDON POWER NETWORKS PLC LOCAL BND		2,196,369.7	1,981,811.4	1,250,000.00	2,145,806.75	(163,995.35	)	(19,596.04	)	—	(173,176.86	)	5.375	1.6192	November	0.00	29,541.77		11/11/2016
G3401LAB1	FCE BANK PLC SENIOR LOCAL BND EMTN		821,902.57	769,824.17	489,000.00	814,094.34	(44,270.17	)	(7,420.53	)	—	(45,558.22	)	4.825	1.8822	February	385.13	11,569.15	12/1/2014	2/15/2017
G3775BCT0	GE CAPITAL UK FUNDING CORP BND EMTN		988,042.3	917,189.42	600,000.00	973,830.7	(56,641.28	)	(12,977.93	)	—	(57,982.94	)	4.625	0.8027	January	8880.56	17,029.64		1/18/2016
G3900TAA2	GNK HOLDINGS PLC SENIOR CORP BND		830,983.11	793,847.51	450,000.00	823,923.64	(30,076.13	)	(6,229.22	)	—	(35,401.59	)	6.75	4.5808	October	18142.60	11,438.52		10/28/2019
G4273QAJ6	HAMMERSON PLC CORP BND		1,627,602.82	1,525,493.52	964,000.00	1,610,097.86	(84,604.34	)	(15,904.01	)	—	(87,732.15	)	5.25	1.7123	December	16200.00	22,402.25	12/8/2014	12/15/2016
G463AQPM0	HSBC BANK PLC SENIOR LOCAL BND EMTN		1,092,522.87	1,042,620.76	700,000.00	1,092,334.45	(49,713.69	)	(34.14	)	—	(53,038.73	)	0.96275	1.1288	F-M-A-N	1928.33	3,242.86		5/16/2016
G463CFAA4	HSBC HOLDINGS PLC SUB LOCAL BND EMTN	1	1,297,336.09	1,217,809.58	750,000.00	1,283,760.19	(65,950.61	)	(14,951.58	)	—	(71,841.59	)	6.375	2.5534	October	39770.83	28,357.51	11/27/2014	10/18/2022

G463NBBT9	HSBC BANK PLC SENIOR CORP BND		3,693,081	3,686,141.06	3,700,000.00	3,695,618.89	(9,477.83	)	340.02		—	—		1.5	3.1260	May-Nov	7.92	13,875	5/15/2013	5/15/2018
G4721VAY0	IMPERIAL TOBACCO FIN PLC CORP BND		809,648.06	771,067.86	450,000.00	802,142.3	(31,074.44	)	(8,442.98	)	—	(39,579.31	)	6.25	3.6822	December	0.00	14,211.74	12/17/2014	12/4/2018
G4804LAA4	INTRCONT HOTELS LOCAL BND		1,192,373.75	1,035,724.45	650,000.00	1,151,097.45	(115,373	)	(14,966.33	)	—	(120,890.57	)	6	1.6959	December	6284.25	21,469.58	4/8/2014	12/9/2016
G4S15PP89	LLOYDS BANK PLC CORP BND EMTN	1	1,145,701.13	1,072,527.5	630,000.00	1,121,867.37	(49,339.87	)	(18,856.74	)	—	(61,129.1	)	10.75	1.7151	December	8541.67	26,267.18	12/8/2014	12/16/2021
G65016AG5	NEXT PLC LOCAL BND		1,188,131.34	1,111,890.5	700,000.00	1,173,510.86	(61,620.36	)	(11,962.21	)	—	(63,448.18	)	5.875	1.5370	October	640.00	15,913.85	12/12/2014	10/12/2016
G7457KAB7	REED ELSEVIER INVESTMENTS PLC CORP BND		453,589.73	425,038.45	250,000.00	447,243.21	(22,204.76	)	(14,552.24	)	—	(24,679.22	)	7	2.7014	December	0.00	20,168.28	12/5/2014	12/11/2017
G79314AG8	SCOTTISH POWER UK PLC CORP BND		1,525,102.18	1,424,600.43	850,000.00	1,499,490.12	(74,889.69	)	(21,012.50	)	—	(81,072.89	)	8.375	1.8959	February	21875.00	27,668.06	12/12/2014	2/20/2017
G916E2AB6	UBS AG, LONDON BRANCH CORP BND EMTN		1,061,101.22	988,430.56	623,000.00	1,044,962.84	(56,532.28	)	(19,196.86	)	—	(57,661.84	)	6.375	1.3068	July	13722.22	23,793.76	12/5/2014	7/20/2016
G918UHAA3	UBS AG JERSEY BRANCH CORP BND EMTN	1	274,088.34	259,816.08	150,000.00	271,785.94	(11,969.86	)	(4,402.83	)	—	(14,809.27	)	6.375	4.6411	November	40166.67	8,967.04	12/8/2014	11/19/2024
G93882GC9	VODAFONE GROUP PLC SENIOR CORP BND		1,231,712.67	1,161,530.1	710,000.00	1,220,039.18	(58,509.08	)	(9,551.03	)	—	(65,963.82	)	5.375	2.6849	December	8155.31	14,767.48	12/12/2014	12/5/2017
G9853MHT3	YORKSHIRE BUILDING SOCIETY LOCAL BND		1,726,750.91	1,644,967.47	1,000,000.00	1,679,557.66	(34,590.19	)	(6,172.75	)	—	(116,257.89	)	4.75	3.0356	April	3367.29	18,954.97		4/12/2018
L7256GAD9	OXEA FINANCE & CY SCA SENIOR SECURED TERM NOTES	2	508,566.86	496,618.72	509,841.46	508,892.79	(12,274.07	)	253.12		—	—		—	4.7973	F-M-A-N	6691.57	24,429.58	8/7/2013	1/15/2020
N4R203EJ2	ING BANK NV SENIOR BND CORP EMTN		868,563.04	776,785.78	500,000.00	848,123.76	(71,337.98	)	(4,966.55	)	—	(79,502.7	)	3.875	1.7342	December	39230.60	8,964.2	1/2/2014	12/23/2016
N7278SAC7	RABOBANK NEDERLAND NV SENIOR CORP BND		1,584,765.11	1,500,366.34	960,000.00	1,576,475.82	(76,109.48	)	(6,376.37	)	—	(86,991.12	)	3.25	2.5918	November	2251.50	12,255.36	12/5/2014	11/1/2017
N7993YBH6	SIEMENS FINANCIERINGSMAATSCHAP CORP BND	1	1,661,494.54	1,563,996.01	1,000,000.00	1,645,529.65	(81,533.64	)	(14,008.62	)	—	(90,778.97	)	6.125	1.4603	September	0.00	26,922		9/14/2066
W6314JBT7	NORDEA BANK AB SENIOR CORP BND EMTN		2,012,821.43	1,898,321.08	1,275,000.00	2,012,771.67	(114,450.59	)	(104.11	)	—	(119,700.4	)	1.01275	0.8795	F-M-A-N	0.00	4,921.65		2/15/2016
W86201RD9	STADSHYPOTEK AB SECURED LOCAL BND		2,045,447.75	1,931,721.96	1,300,000.00	2,045,773.92	(114,051.96	)	59.09		—	(116,119.89	)	0.79275	0.8795	F-M-A-N	928.29	3,923.86		2/15/2016
W94232CA6	SWEDBANK AB SENIOR CORP BND		4,991,550	5,088,320	5,000,000.00	4,993,309.4	95,010.6		400.29		—	—		2.375	3.9151	Feb-Aug	1404.84	29,687.5	2/27/2014	2/27/2019
02640FAG3	AGFMT_10-1 WHOLE CMO 10-1 144A	2	4,129,125	4,080,593.4	3,900,000.00	4,057,991.68	22,601.72		(39,481.29	)	—	—		5.65	1.1014	Monthly	0.00	55,087.5	10/20/2014	3/25/2058
05948XYC9	BOAMS WHOLE CMO 03-J-2A1	2	28,989.49	29,422.42	29,409.92	29,032.71	389.71		21.43		—	—		2.79144	4.7425	Monthly	0.00	207.39	12/5/2007	11/25/2033
07384M3D2	BSARM_04-10 CMO 04-9 22A1	2	626,733.75	642,258.34	638,872.32	627,956.69	14,301.65		1,135.51		—	—		3.01499	4.7616	Monthly	14062.06	5,002.29	8/14/2007	11/25/2034
07387AAW5	BSARM CMO_05-3 2A1	2	856,824.58	805,011.16	872,919.02	858,520.22	(53,509.06	)	(1,866.25	)	—	—		2.61135	5.3945	Monthly	0.00	5,753.07	8/15/2007	6/25/2035
12543RBB4	CWHL_07-3 WHOLE LOAN_07-3-A26	2	2,062,601.33	2,062,908.56	2,210,245.75	2,062,601.33	307.23		(2,534.49	)	—	—		6	4.5808	Monthly	781.25	33,441.38	9/30/2014	4/25/2037
12668AZL2	CWALT_05-73CB CMO_05-64CB 1A	2	243,073.48	235,279.13	247,797.10	243,002.58	(7,723.45	)	(825.33	)	—	—		5.5	5.6411	Monthly	250.00	3,447.53	1/7/2008	12/25/2035
161630BD9	CHASE CMO_07-A1 11M1	2	2,118,621.77	1,930,638.24	2,098,538.07	2,116,095.78	(185,457.54	)	(1,724.23	)	—	—		2.46349	4.9562	Monthly	7656.25	13,019.49	1/24/2008	3/25/2037
22541QFV9	CSFB_03-17 WHOLE LOAN__03-17-1A4	2	482,385.61	479,146.45	474,117.02	482,107.73	(2,961.28	)	(273.55	)	—	—		5.5	3.2959	Monthly	13986.11	6,586.94	9/30/2014	6/25/2033
362341RT8	GSR_05-6F WHOLE CMO 05-AR6 1A1	2	97,110.39	97,816.7	98,075.82	97,307.58	509.12		57.28		—	—		2.66952	1.7397	Monthly	0.00	666.34	11/27/2007	9/25/2035

46643DAE7	JPMMT_14-OAK4 WHOLE CMO 14-OAK4	2	3,251,946.24	3,297,166.15	3,209,817.39	3,246,579.34	50,586.81		(10,218.85	)	—	—		3.5	2.8192	Monthly	2014.35	29,116.16	10/9/2014	9/25/2044
55274QAD7	MASTR_06-2 RMBS_06-2-1A4	2	773,476.52	761,546.05	801,563.30	773,476.52	(11,930.47	)	(1,117.18	)	—	—		6	3.8822	Monthly	41154.97	12,320.21	9/30/2014	6/25/2036
61745MVW0	MSM_04-1 MSM_04-1	2	212,955.15	211,944.53	208,287.42	212,209.55	(265.02	)	(959.54	)	—	—		5	1.4575	Monthly	2429.17	2,732.66	9/30/2014	11/25/2018
61746REV9	MSAC ABS 04-H1	2	941,018.19	894,451.74	939,550.15	940,418.75	(45,967.01	)	(15.74	)	—	—		0.91375	7.9863	Monthly	1899.58	2,137.15	3/28/2006	1/25/2034
62889EAA3	NGN_11-R3 NGN_11-R3 1A	2	5,785,838.87	5,773,045.58	5,778,390.59	5,783,670.62	(10,625.04	)	(327.74	)	—	—		0.5765	2.1178	Monthly	1386.68	8,524.06		3/11/2020
62889GAA8	NCUA GUARANTEED NOTES CMO 11-R5 1A	2	510,998.48	511,900.9	510,998.48	510,998.48	902.42		—		—	—		0.555	2.5726	Monthly	270.83	979.09	4/14/2011	4/6/2020
62951MAY6	NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO 04-R3 A1 144A	2	651,794.8	661,218.7	645,141.77	650,766.55	10,452.15		(141.44	)	—	—		6.5	6.1890	Monthly	4303.52	9,551.87	10/9/2007	2/25/2035
76111XYJ6	RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4 2A2	2	645,193.13	620,507.3	668,593.91	649,539.3	(29,032	)	460.43		—	—		2.76831	4.7671	Monthly	550.38	4,701.6	8/17/2007	9/25/2035
9292274U7	WAMU_03-S4 WAMU_03-S4	2	602,551.27	615,718.28	594,044.56	602,473.6	13,244.68		(298.75	)	—	—		5.5	2.3836	Monthly	17331.14	8,163.4	9/30/2014	6/25/2033
92922F3N6	WAMU_05-A12 CMO_05-AR12 1A8	2	2,207,474.92	2,158,885.53	2,230,124.64	2,209,312.04	(50,426.51	)	865.37		—	—		2.32965	4.3781	Monthly	4721.31	13,041.37	1/15/2008	10/25/2035
93934FEN8	WMALT_05-5 CMO 05-9-2A2	2	2,376,092.56	2,356,884.16	2,593,279.76	2,400,552.97	(43,668.81	)	13,814.44		—	—		5.5	6.0932	Monthly	2480.50	36,884.89	12/20/2007	11/25/2035
949781AA6	WFMBS CMO 05-AR1 1A1	2	1,413,814.99	1,455,441.75	1,448,369.36	1,418,414.96	37,026.79		1,687.21		—	—		2.6168	4.3973	Monthly	7022.22	9,634.67		2/25/2035
949781AC2	WFMBS CMO 05-AR1 2A1	2	321,635.89	323,225.57	329,671.64	322,444.85	780.72		433.19		—	—		2.61036	4.0384	Monthly	53.50	2,200.97	5/30/2008	2/25/2035
949797AA2	WFMBS WHOLE CMO 07-15 A1	2	131,089.81	129,138.16	130,265.48	130,989.93	(1,851.77	)	(38.31	)	—	—		6	3.5945	Monthly	1000.00	1,985.79	2/29/2008	11/25/2037
94980RAC1	WFMBS_04-Z CMO 04-Z-2A1	2	108,383.66	109,897.01	109,340.36	108,508.95	1,388.06		43.18		—	—		2.61474	4.5041	Monthly	9260.00	726.72	1/17/2008	12/25/2034
94981NAH8	WFMBS_05-AR4 CMO 05-AR4 2A2	2	1,023,289	1,072,575.4	1,052,859.55	1,028,546.89	44,028.51		1,744.65		—	—		2.62901	3.4110	Monthly	4750.00	6,971.57	7/24/2006	4/25/2035
94982BAG5	WFMBS CMO 05-AR8 3A2	2	385,364.01	399,770.82	392,040.95	386,676.38	13,094.44		110.12		—	—		2.60486	4.1151	Monthly	23518.06	2,560.66	12/20/2005	6/25/2035
97652QAC3	WIN_14-2 WHOLE CMO 14-2	2	3,403,490.58	3,458,047.15	3,357,327.33	3,398,386.31	59,660.84		(9,728.53	)	—	—		3.5	2.7425	Monthly	129.78	31,077.32	10/30/2014	9/20/2044
BRSNK4RC4	FOSSM_14-1 ABS _14-1X-A2	2	1,516,227.3	1,342,895.15	903,000.00	1,516,227.3	(173,332.15	)	—		—	(175,723.8	)	0.96306	1.6795	J-A-J-O	3810.28	3,347.2	6/16/2014	10/18/2054
G8162ZAD4	SILVERSTONE MASTER ISSUER PLC ABS_09-1 A3	1	833,161.5	802,520.7	510,000.00	833,161.5	(30,640.8	)	—		—	(76,066.5	)	5.063	1.5644	Apr-Oct	11542.22	10,299.62	11/3/2009	1/21/2055
02665VAA1	AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A	2	1,573,644.64	1,556,605.22	1,573,644.64	1,573,644.64	(17,039.42	)	—		—	—		1.25	0.6329	Monthly	833.78	4,918.18		6/17/2031
07387JAF3	BSCMS PAC SENIOR CMBS 06-PW12 A1A	2	489,466.38	469,836.97	451,267.33	470,885.53	(1,048.56	)	(5,046.13	)	—	—		5.69632	0.5370	Monthly	24250.00	6,437.42	4/28/2014	9/11/2038
07388VAE8	BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T26 A4	2	5,416,015.28	5,205,192.59	4,888,927.76	5,236,065.65	(30,873.06	)	(24,932.12	)	—	—		5.471	1.3699	Monthly	21824.19	68,219.4		1/12/2045
07388YAE2	BSCMS_07-PW16 CMBS 07-PW16 A4	2	4,005,351.57	3,855,351.61	3,575,000.00	3,858,308.51	(2,956.9	)	(39,427.49	)	—	—		5.70756	1.8219	Monthly	13348.81	51,009.7	4/15/2014	6/11/2040
12591VAB7	COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCRE16	2	10,295,555.12	10,462,300.1	10,000,000.00	10,241,520.5	220,779.6		(15,053.52	)	—	—		3.042	3.9479	Monthly	14848.04	76,050	6/2/2014	4/10/2047
12592EAA6	COMM_14-PAT SENIOR CMBS _14-PAT 144A	2	1,095,000	1,090,893.89	1,095,000.00	1,095,000	(4,106.11	)	—		—	—		0.976	4.4329	Monthly	20.00	2,654.05	9/30/2014	8/13/2027
12592MBF6	COMM_14-LC17 SENIOR CMBS_14-LC17 A2	2	7,209,813.23	7,358,819.93	7,000,000.00	7,187,326.07	171,493.86		(11,159.33	)	—	—		3.164	4.1068	Monthly	20543.75	55,370.01	9/29/2014	10/10/2047

12624XAB4	COMM_13-CR6 CMBS_13-CR6 A2	2	1,358,975.39	1,369,250.36	1,345,000.00	1,356,902.26	12,348.1		(959.19	)	—	—	2.122	3.2027	Monthly	155.64	7,135.23	9/16/2014	3/10/2046
12626GAB9	COMM MORTGAGE TRUST COMM_13-LC PRELCF SENIOR CMBS _13-LC13-A2	2	7,780,917.42	7,811,892.4	7,478,000.00	7,750,405.57	61,486.83		(19,499.03	)	—	—	3.009	3.4493	Monthly	17321.82	56,253.3	11/10/2014	8/10/2046
12626GAF0	COMM_13-LC13 LCF CMBS_13-LC13 A5	2	2,410,630.24	2,463,232.72	2,207,000.00	2,403,517.43	59,715.29		(5,473.84	)	—	—	4.205	8.0356	Monthly	5800.05	23,201.1	12/4/2014	8/10/2046
12631DAX1	COMM_14-CR17 SENIOR CMBS_14-CR17-A2	2	4,588,620.24	4,653,470.34	4,455,000.00	4,564,443.31	89,027.03		(6,891.87	)	—	—	3.012	3.9123	Monthly	1704.44	33,546.15	5/13/2014	5/10/2047
12632QAT0	COMM_14-CR18 SENIOR CMBS_14-CR18 A2	2	3,295,997.06	3,319,263.9	3,200,000.00	3,280,903.69	38,360.21		(4,985.37	)	—	—	2.924	4.0438	Monthly	1555.56	23,391.99	6/27/2014	7/15/2047
12632QAX1	COMM_14-CR18 SENIOR CMBS_14-CR18 A5	2	7,209,485.92	7,581,629.86	7,000,000.00	7,194,790.78	386,839.08		(4,866.39	)	—	—	3.828	8.9644	Monthly	17770.36	66,990	6/27/2014	7/15/2047
12648CAA4	CSMC_14-SURF SENIOR CMBS_14-SURF A 144A	2	7,779,712.5	7,756,192.72	7,770,000.00	7,772,483.63	(16,290.91	)	(1,905.81	)	—	—	1.0245	0.3808	Monthly	2907.59	19,811.87	4/23/2014	2/15/2029
17318UAB0	CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC8 A2	2	9,088,242.19	9,097,380.09	9,000,000.00	9,067,455.55	29,924.54		(8,190.92	)	—	—	1.813	2.1534	Monthly	20804.59	40,792.53	8/12/2014	9/10/2045
17322FAA9	CGCMT_14-388G SENIOR CMBS_14-388G A 144A	2	490,000	487,670.05	490,000.00	490,000	(2,329.95	)	—		—	—	0.922	1.3096	Monthly	239.58	1,125.23	6/19/2014	6/15/2033
17322VAR7	CGCMT_14-GC23 SENIOR CMBS_14-GC23 A2	2	3,316,556.2	3,343,164.91	3,220,000.00	3,307,906.24	35,258.67		(1,129.78	)	—	—	2.851	6.2822	Monthly	6003.92	22,950.54	8/7/2014	7/10/2047
19624HAA6	COLNY_14-1 SENIOR CMBS _14-1-A	2	3,515,902.49	3,523,574.27	3,515,909.52	3,515,789.83	7,784.44		(63.04	)	—	—	2.5432	8.7507	Monthly	0.00	23,358.65		4/20/2050
36248GAB6	GSMS_13-GC16 SENIOR CMBS 13-GC16	2	4,404,295.31	4,396,058.27	4,220,000.00	4,388,442.01	7,616.26		(9,653.08	)	—	—	3.033	4.2575	Monthly	1.07	31,998.15	11/3/2014	11/10/2046
46630JAC3	JP MORGAN CHASE COMMERCIAL MOR CMBS 07-LDPX A3	2	7,763,930.13	7,495,739.61	7,069,918.22	7,518,009.17	(22,269.56	)	(62,101.62	)	—	—	5.42	1.0219	Monthly	24060.45	96,043.51	4/11/2014	1/15/2049
46639EAB7	JPMCC_12-LC9 PRELCF SENIOR CMBS_12-LC9-A2	2	1,131,500.78	1,138,768.81	1,130,000.00	1,131,183.78	7,585.03		(164.97	)	—	—	1.6769	2.8548	Monthly	11146.90	4,737.24	10/10/2014	12/15/2047
46640LAB8	JPMBB COMMERCIAL MORTGAGE SECU SENIOR CMBS_13-C14 A2	2	2,209,382.81	2,239,039.16	2,140,000.00	2,197,665.65	41,373.51		(5,506.98	)	—	—	3.0193	2.6712	Monthly	6217.01	16,153.26	9/19/2014	8/15/2046
46641KAA1	JPMCC_14-FBLU SENIOR CMBS 14-FBLU A 144A	2	5,004,687.5	5,001,610	5,000,000.00	5,003,694.17	(2,084.17	)	375.35		—	—	1.1245	3.7644	Monthly	6983.25	13,989.01		12/15/2028
46641WAT4	JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A2	2	1,910,646.29	1,944,002.84	1,855,000.00	1,899,091.87	44,910.97		(3,377.18	)	—	—	3.0456	3.3014	Monthly	1235.42	14,123.97	5/21/2014	4/15/2047
46642CBE9	JPMCC_14-C20 SENIOR CMBS 14-C20-A2	2	7,209,986	7,288,540.14	7,000,000.00	7,176,986.75	111,553.39		(10,742.83	)	—	—	2.8716	4.1123	Monthly	5824.75	50,253	6/23/2014	7/15/2047
46643ABB8	JPMBB_14-C23 SENIOR SENIOR CMBS _14-C23-A2	2	7,209,986	7,377,649.78	7,000,000.00	7,189,211.57	188,438.21		(10,362.69	)	—	—	3.1813	4.5041	Monthly	17326.93	55,672.74	9/30/2014	9/15/2047
52109RBM2	LBUBS CMBS 07-C7	2	11,010,262.81	10,712,371.22	9,745,252.02	10,652,093.71	60,277.51		(95,393.05	)	—	—	5.866	1.2521	Monthly	26998.51	143,098.22		9/15/2045
60687VAE5	MLCFC CMBS_06-3 A4	2	5,747,478.61	5,616,920.02	5,372,678.18	5,611,812.39	5,107.63		(55,271.12	)	—	—	5.414	0.6274	Monthly	7273.63	73,280.19	8/18/2014	7/12/2046
60687VAF2	MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A	2	2,504,516.28	2,464,120.98	2,339,473.75	2,460,576.38	3,544.6		(20,044.58	)	—	—	5.409	0.7562	Monthly	8140.70	31,674.13	9/30/2014	7/12/2046
61751NAF9	MSC_07-HQ11 CMBS 07-HQ11 A4	2	5,796,591.61	5,585,283.84	5,277,500.00	5,620,146.6	(34,862.76	)	(58,529.60	)	—	—	5.447	1.4959	Monthly	19009.28	71,866.38	5/29/2014	2/12/2044
61751XAE0	MSC CMBS 07-T25 A3	2	5,757,215.52	5,554,416.57	5,229,162.60	5,541,681.96	12,734.61		(53,481.91	)	—	—	5.514	0.8438	Monthly	20546.41	72,273.12	5/28/2014	11/12/2049
61754JAF5	MORGAN STANLEY CAPITAL I CMBS 07-T27 A4	2	4,242,893.56	4,092,741.75	3,775,000.00	4,025,280.37	67,461.38		(73,913.82	)	—	—	5.65406	1.1370	Monthly	25927.05	53,347.68	4/16/2014	6/11/2042
61762TAB2	MORGAN STANLEY BAML TRUST MSBA SUB CMBS 13-C11 A2	2	8,656,964.85	8,690,847	8,300,000.00	8,606,575.96	84,271.04		(36,543.56	)	—	—	3.085	2.4192	Monthly	19891.63	64,013.79	11/10/2014	8/15/2046
61763MAB6	MSBAM_14-C16 SENIOR CMBS_14-C16 A2	2	1,905,424.71	1,911,827.06	1,850,000.00	1,896,621.58	15,205.48		(2,788.72	)	—	—	2.849	4.1288	Monthly	3126.20	13,176.63	6/18/2014	6/15/2047

61763UAV4	MSBAM_14-C17 SUPSEN SENIOR CMBS 14-C17-A2	2	4,067,425.78	4,096,482.08	3,900,000.00	4,055,559.65	40,922.43		(7,223.64	)	—	—		3.119	5.2274	Monthly	6514.55	30,410.25	11/3/2014	8/15/2047
61764PBR2	MSBAM_14-C19 PRELCF SENIOR CMBS_14-C19-A2	2	6,063,823.92	6,154,959.35	5,866,000.00	6,062,646.79	92,312.56		(910.53	)	—	—		3.101	20.5288	Monthly	14263.52	37,809.82	12/19/2014	12/15/2047
82735LAA1	SBY_14-1 ABS_14-1 A 144A	2	1,185,814.38	1,169,113.37	1,185,814.38	1,185,814.38	(16,701.01	)	—		—	—		1.1765	0.8000	Monthly	17137.61	3,476.03	8/12/2014	9/17/2031
84861CAA3	SPMF 2014-4A SENIOR CMBS _14-4A A1	2	3,992,636	4,058,168	4,000,000.00	3,992,608.54	65,559.46		(3.40	)	—	—		3.5	17.4932	Monthly	0.00	35,000.01	11/26/2014	1/20/2045
85571XAL1	SRTP _14-STAR ABS _14-STAR -B	2	2,000,000	2,009,656	2,000,000.00	2,000,000	9,656		—		—	—		1.825	2.6603	Monthly	60.08	7,886.75		11/15/2027
90270YBD0	UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2	2	1,368,685.5	1,376,039.09	1,355,000.00	1,367,352.32	8,686.77		(650.12	)	—	—		2.1365	4.8219	Monthly	4500.00	7,237.38	9/26/2014	3/10/2046
92890KAX3	WFRBS_14-C22 SENIOR CMBS_14-C22-A2	2	2,059,998.01	2,088,880	2,000,000.00	2,053,721.11	35,158.89		(3,576.98	)	—	—		2.976	4.2822	Monthly	5055.60	14,880	9/29/2014	9/15/2057
92930RAB8	WFRBS_12-C9 SENIOR CMBS 12-C9	2	1,436,021.48	1,440,090.72	1,425,000.00	1,434,084.34	6,006.38		(1,028.88	)	—	—		1.829	2.3699	Monthly	11733.33	6,515.82	10/15/2014	11/15/2045
92937EAB0	WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SENIOR CMBS 13-C11 A2	2	1,470,037.5	1,484,016.96	1,460,000.00	1,468,192.46	15,824.5		(885.27	)	—	—		2.029	2.5863	Monthly	116.49	7,405.86	9/23/2014	3/15/2045
92938EAF0	WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A2	2	6,303,750	6,312,899.76	6,000,000.00	6,253,451.34	59,448.42		(24,564.22	)	—	—		3.223	3.4384	Monthly	14760.79	48,345	7/24/2014	9/15/2046
92938GAB4	WFRBS_13-C17 SENIOR CMBS_13-C17 A2	2	7,276,171.88	7,286,860	7,000,000.00	7,246,527.12	40,332.88		(17,580.66	)	—	—		2.921	3.5068	Monthly	15676.03	51,117.48	10/29/2014	12/15/2046
92939KAE8	WFRBS_14-C24 LCF SENIOR CMBS _14-C24-A5	2	—	—	—	—	—		(2,221.45	)	—	—		3.607	9.2192	Monthly	420.93	27,124.65	11/18/2014	11/15/2047
92939LAB2	WFRBS_14-C25 PRELCF SENIOR CMBS _14-C25-A2	2	5,664,840.5	5,736,049	5,500,000.00	5,663,356.21	72,692.79		(1,086.04	)	—	—		2.932	18.9068	Monthly	0.00	40,314.99	12/12/2014	11/15/2047
92978PAF6	WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A	2	12,658,100.73	12,195,049.27	11,513,561.68	12,213,229.07	(18,179.8	)	(113,124.11	)	—	—		5.297	0.8521	Monthly	153344.07	152,534.79		11/15/2048
78467MAA1	SRER_11-RS ABS_11-RS A1B1 144A	2	2,845,067.6	2,827,181.51	2,973,592.90	2,887,958.01	(60,776.5	)	27,552.95		—	—		0.425	0.4438	Monthly	256.98	3,221.08		5/9/2046
BRSP8QSG4	WSCFP_14 SENIOR CMBS 14	2	1,785,379.5	1,653,026.75	1,110,000.00	1,785,379.5	(132,352.75	)	—		—	(137,584.5	)	1.424	4.6027	F-M-A-N	6903.72	7,264.66	10/16/2014	11/4/2019
00205BAA6	ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B 144A	2	2,066,382.17	2,062,662.69	2,066,382.17	2,066,382.17	(3,719.48	)	—		—	—		0.4745	0.5014	Monthly	3182.30	2,587.81	10/23/2012	1/15/2021
00432CAZ4	AGSL_03-1 ABS 03-1-2003-1	2	360,500	388,868.8	400,000.00	375,754.38	13,114.42		769.43		—	—		1.645	6.8137	Monthly	12513.89	1,579.11		12/26/2035
00432CBB6	AGSL_03-1 ABS_03-1-2003-1	2	311,937.5	344,890.35	350,000.00	324,109.36	20,780.99		531.49		—	—		1.618	8.8822	Monthly	8125.00	1,403.24	4/1/2010	12/26/2035
00432CBP5	AGSL_03-1 ABS_04-1-2004-1	2	435,625	480,320.5	500,000.00	455,856.83	24,463.67		1,033.54		—	—		1.622	9.0192	Monthly	190.58	1,305.43		12/27/2032
02005EAC4	ALLYA_12-3 ABS 12-3	2	476,523.25	476,759.18	476,539.98	476,539.24	219.94		10.65		—	—		0.85	0.1644	Monthly	5457.12	1,417.13	5/30/2012	8/15/2016
02006MAC5	ALLYA_13-2 ABS 13-2 A3	2	984,961.19	985,059.07	985,000.00	984,978.83	80.24		3.15		—	—		0.79	0.8767	Monthly	2603.89	1,945.38	10/30/2013	1/15/2018
02006VAC5	ALLYA _14-3 SENIOR ABS _14-3-A3	2	4,584,215.05	4,592,611.1	4,585,000.00	4,584,293.57	8,317.53		62.35		—	—		1.28	1.4740	Monthly	8333.33	14,672.01	12/17/2014	6/17/2019
02006WAC3	ALLYA_14_2 ABS_14_2-A3	2	7,498,624.5	7,516,425.15	7,500,000.00	7,498,891.62	17,533.53		129.84		—	—		1.25	1.8877	Monthly	15102.79	23,437.5	9/24/2014	4/15/2019
02582JGD6	AMXCA-12 ABS_	2	12,068,322.28	12,044,507.89	12,035,000.00	12,043,828.64	679.25		(6,134.21	)	—	—		0.68	0.3808	Monthly	528.89	20,459.49		3/15/2018
02582JGJ3	AMXCA_13-3 ABS_13-3 A	2	5,459,374.29	5,468,626.64	5,460,000.00	5,459,528.34	9,098.3		28.15		—	—		0.98	1.5507	Monthly	101929.64	13,377	11/13/2013	5/15/2019
02582JGW4	AMERICAN EXPRESS CREDIT ACCOUN ABS 14-4 A	2	3,864,693.12	3,880,923.92	3,865,000.00	3,864,729.27	16,194.65		25.53		—	—		1.43	2.6301	Monthly	1666.67	13,817.37	11/19/2014	6/15/2020

02587UAB6	AMXCA_12-5 ABS 12-5	2	1,149,890.64	1,150,529	1,150,000.00	1,149,979.77	549.23		9.36		—	—	0.59	0.5425	Monthly	0.00	1,696.26	11/8/2012	5/15/2018
03062AAD8	AMCAR_14-3 ABS _14-3-A3	2	869,975.81	869,495.41	870,000.00	869,977.32	(481.91	)	0.59		—	—	1.15	1.7781	Monthly	654.34	2,501.25	8/27/2014	6/10/2019
03064JAC9	AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2	2	573,172.54	573,206.77	573,287.03	573,264.71	(57.94	)	13.26		—	—	0.65	0.4000	Monthly	7479.75	1,015.6	4/11/2013	12/8/2017
03065EAD7	AMCAR_13-5 BAS_13-5 A3	2	439,939.85	439,894.39	440,000.00	439,971.72	(77.33	)	5.81		—	—	0.9	0.9370	Monthly	6532.12	990	11/14/2013	9/10/2018
03763KAB2	AASET_14-1 ABS_14-1 A	2	3,447,260.82	3,441,274.04	3,432,692.31	3,447,189.15	(5,915.11	)	(214.03	)	—	—	5.125	8.2986	Monthly	0.00	32,080.53		12/15/2029
05578XAC2	BMWOT_13-A ABS 13-A A3	2	1,622,031.03	1,623,024.51	1,622,067.52	1,622,039.11	985.4		1.61		—	—	0.67	0.9562	Monthly	3637.25	2,815.34	11/6/2013	11/27/2017
05579UAD5	BMWLT_14-1 ABS _14-1-A4	2	12,299,729.4	12,312,054	12,300,000.00	12,299,701.97	12,352.03		(7.46	)	—	—	0.99	1.4384	Monthly	527.50	30,442.5	4/16/2014	8/21/2017
06742LAE3	DROCK_14-3 ABS_14-3 A	2	9,042,500.87	9,258,100.47	9,045,000.00	9,042,721.24	215,379.23		90.46		—	—	2.41	4.4658	Monthly	10764.42	54,496.11	9/18/2014	7/15/2022
06742LAG8	BCLDRY_14-5 SENIOR ABS2014-5 A	2	3,394,367.51	3,404,370.23	3,395,000.00	3,394,441.94	9,928.29		53.84		—	—	1.48	2.6301	Monthly	2318.75	12,561.51	11/26/2014	9/15/2020
09658UAD1	BMWOT_14-A ABS 14-A-A4	2	1,999,785.4	2,011,219.94	2,000,000.00	1,999,805.31	11,414.63		9.76		—	—	1.5	3.0274	Monthly	256.25	7,500	10/15/2014	2/25/2021
12479RAB3	CAUTO_14-1A ABS_14-1A A 144A	2	2,998,196.46	3,034,821	3,000,000.00	2,998,217.7	36,603.3		13.42		—	—	3.66	17.4384	Monthly	4791.67	27,754.99		10/15/2044
125634AQ8	CLIF_14-2A ABS_14-2A A 144A	1	3,352,824.02	3,402,131.25	3,354,166.67	3,352,871.06	49,260.19		64.04		—	—	3.38	5.1562	Monthly	171.89	28,728.83	10/20/2014	10/18/2029
12591BAC9	CNH_14-A ABS 14-A A3	2	2,864,964.19	2,863,796.7	2,865,000.00	2,864,968	(1,171.3	)	1.66		—	—	0.84	1.2137	Monthly	4322.33	6,016.5	2/20/2014	5/15/2019
12591BAD7	CNH_14-A ABS 14-A A4	2	999,951.7	1,003,119.96	1,000,000.00	999,958.93	3,161.03		1.72		—	—	1.5	2.9205	Monthly	4528.13	3,750	2/20/2014	5/15/2020
12591FAC0	CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3	2	3,079,659.06	3,080,645.1	3,079,659.67	3,079,642.58	1,002.52		18.58		—	—	0.69	0.6247	Monthly	1713.37	6,447.88	2/21/2013	6/15/2018
12613SAC6	CNH_13-C ABS_13-C A3	2	3,154,634.97	3,163,739.35	3,155,000.00	3,154,855.04	8,884.31		68.76		—	—	1.02	0.8411	Monthly	3109.47	8,045.25	8/29/2013	8/15/2018
12618SAC1	CNH_13-D ABS 13-D A3	2	749,969.55	749,880.01	750,000.00	749,983.97	(103.96	)	5.28		—	—	0.77	0.9205	Monthly	3285.00	1,443.75	11/20/2013	10/15/2018
12623PAD8	CNH_14-B ABS_14-B A4	2	11,904,022	11,957,667.44	11,920,000.00	11,906,476.12	51,191.32		1,333.81		—	—	1.61	3.0904	Monthly	7373.30	47,978.01	6/11/2014	5/17/2021
126802BS5	CABMT_12-2A ABS_11-2A A2	2	18,603,606.06	18,489,083.18	18,445,000.00	18,503,278.11	(14,194.93	)	(11,845.95	)	—	—	0.773	1.2274	Monthly	9600.23	35,440.38	6/29/2011	6/17/2019
14041NEM9	COMET_13-A3-A3 ABS 13-A3-A3	2	4,479,465.54	4,487,660.71	4,480,000.00	4,479,707.29	7,953.42		44.82		—	—	0.96	1.6301	Monthly	1787.96	10,752	11/21/2013	9/16/2019
14041NEP2	COMET_14-A2 ABS _14-A2-A2	2	8,699,445.16	8,744,544.09	8,700,000.00	8,699,553.99	44,990.1		56.67		—	—	1.26	1.9589	Monthly	10898.33	27,405	4/10/2014	1/15/2020
14041NET4	COMET_14-A5 SENIOR ABS _14-A5-A	2	2,269,392.55	2,286,480.16	2,270,000.00	2,269,487.19	16,992.97		51.31		—	—	1.48	2.4630	Monthly	4166.67	8,399.01	10/14/2014	7/15/2020
14313RAD5	CARMX_14-2 SENIOR ABS_14-2-A4	2	1,999,666.6	2,012,859.96	2,000,000.00	1,999,738.21	13,121.75		20.70		—	—	1.61	2.8877	Monthly	340.28	8,049.99	5/14/2014	10/15/2019
14313TAC3	CARMX_14-3 ABS _14-3-A3	2	1,199,904.84	1,199,808.01	1,200,000.00	1,199,923.81	(115.8	)	7.58		—	—	1.16	1.9260	Monthly	69.61	3,480	8/13/2014	6/15/2019
14313TAD1	CARMX_14-3 ABS_14-3-A4	2	2,685,161.72	2,703,123.83	2,685,000.00	2,685,424.86	17,698.97		17.77		—	—	1.73	3.1616	Monthly	1291.54	11,256.55	1/20/2015	1/15/2020
15672NAA2	CERB_14-1A ABS_14-1A-A 144A	2	2,000,000	1,997,356	2,000,000.00	2,000,000	(2,644	)	—		—	—	2.1311	2.2027	J-A-J-O	289.17	10,655.5	12/5/2014	10/15/2023
15672NAC8	CERB_14-1A MEZZANIN ABS _14-1A-B 144A	2	991,577.3	997,417	1,000,000.00	992,166.63	5,250.37		462.44		—	—	2.9311	4.1014	J-A-J-O	2152.88	7,327.75	12/5/2014	10/15/2023

161571FJ8	CHASE ISSUANCE TRUST CHAIT_12- ABS_12-A3 A3	2	7,028,437.5	7,004,900	7,000,000.00	7,004,859.64	40.36		(5,904.37	)	—	—	0.79	0.2082	Monthly	2157.12	13,825.01	4/1/2014	6/15/2017
161571FU3	CHAIT_13-A1 ABS 13-A1	2	4,954,296.87	4,995,000.1	5,000,000.00	4,961,598.54	33,401.56		3,261.51		—	—	1.3	2.8822	Monthly	13909.56	16,250.01	9/9/2014	2/18/2020
161571FX7	CHAIT_13-A5 ABS_13-A5 A	2	1,349,985.69	1,350,080.96	1,350,000.00	1,349,999.09	81.87		2.80		—	—	0.47	0.1233	Monthly	890.20	2,420.5	5/23/2013	5/15/2017
161571GC2	CHASE ISSUANCE TRUST ABS 13-A8	2	1,999,543.4	2,005,280	2,000,000.00	1,999,706.92	5,573.08		29.07		—	—	1.01	1.5507	Monthly	2440.63	5,049.99	10/31/2013	10/15/2018
161571GH1	CHAIT_13-A9 ABS 13-A9 A	2	1,500,000	1,505,985.03	1,500,000.00	1,500,000	5,985.03		—		—	—	0.5945	3.6740	Monthly	132.11	2,208.21	12/13/2013	11/15/2020
161571GJ7	CHASE ISSUANCE TRUST CHAIT_14- ABS 14-A1 A	2	11,497,919.65	11,545,540.46	11,500,000.00	11,498,446.23	47,094.23		113.25		—	—	1.15	1.8027	Monthly	8812.14	33,062.49	1/27/2014	1/15/2019
161571GQ1	CHASE ISSUANCE TRUST SENIOR ABS 14-A7 A	2	1,599,812.32	1,605,359.98	1,600,000.00	1,599,834.97	5,525.01		15.52		—	—	1.38	2.6301	Monthly	8083.33	5,520	11/17/2014	11/15/2019
165182BA3	CF_09-2A ABS 12-1A 144A	2	783,574.94	784,099.94	783,574.94	783,574.94	525		—		—	—	0.925	0.2685	Monthly	5503.45	2,096.86	5/17/2012	11/7/2023
166430AA6	CHEST_14-1A ABS _14-1A-A 144A	2	2,928,000	2,938,833.6	2,928,000.00	2,928,000	10,833.6		—		—	—	4.5	11.4027	M-J-S-D	456.08	33,981		12/15/2034
17119RAC6	CCART_13-AA BAS_13-AA A3 144A	2	3,089,639.09	3,096,519.87	3,090,000.00	3,089,868.24	6,651.63		44.85		—	—	0.91	0.6712	Monthly	1215.26	7,029.75	10/24/2013	4/16/2018
17119RAD4	CCART_13-AA ABS_13-AA A4 144A	2	884,992.92	890,026.81	885,000.00	884,988.65	5,038.16		(0.67	)	—	—	1.34	1.7589	Monthly	2172.22	2,964.75	10/24/2013	12/17/2018
17119VAC7	CCART_13-B ABS_13-B A3 144A	2	2,081,033.95	2,080,520.04	2,080,000.00	2,080,581.05	(61.01	)	(210.76	)	—	—	0.85	0.7096	Monthly	360.28	4,419.99	11/12/2013	5/15/2018
17119VAD5	CCART_13-B ABS_13-BA A4 144A	2	1,474,731.41	1,478,407.29	1,475,000.00	1,474,830.18	3,577.11		18.02		—	—	1.27	1.8384	Monthly	11834.81	4,683.12	11/12/2013	3/15/2019
17119YAC1	CCART_14-BA ABS _14-BA-A3 144A	2	6,428,778.3	6,452,504.87	6,430,000.00	6,429,030.95	23,473.92		123.43		—	—	1.27	1.6740	Monthly	3008.13	20,415.24	9/25/2014	5/15/2019
17305EDL6	CITIBANK CREDIT CARD ISSUANCE ABS_06-A8 A8	2	2,588,682.81	2,613,266.5	2,620,000.00	2,609,196.74	4,069.76		1,303.32		—	—	0.2933	1.7288	J-A-J-O	181.13	1,897.98	7/11/2011	12/17/2018
17305EDY8	CCCIT_13-A1 ABS_07-A8 A8	2	3,122,148.44	2,990,169.06	2,700,000.00	2,977,338.18	12,830.88		(27,497.99	)	—	—	5.65	2.4767	Mar-Sep	3798.06	38,137.5	12/4/2013	9/20/2019
17305EFC4	CCCIT ABS 13-A3 A3	2	12,642,449.5	12,703,419.65	12,645,000.00	12,643,807.37	59,612.28		191.12		—	—	1.11	1.3123	Jan-Jul	36077.93	35,089.88	8/8/2013	7/23/2018
17305EFE0	CCCIT_13-A6 ABS 13-A6 A6	2	884,570.31	881,483.73	875,000.00	880,068.52	1,415.21		(2,959.70	)	—	—	1.32	1.4411	Mar-Sep	376.05	10,404.9	12/17/2013	9/7/2018
17305EFK6	CCCIT_13-A10 ABS 13-A10 A10	2	11,385,664.06	11,383,986.48	11,375,000.00	11,379,892.17	4,094.31		(1,502.58	)	—	—	0.73	0.8603	Feb-Aug	3208.29	20,759.38	3/31/2014	2/7/2018
17305EFL4	CCCIT_13-A12 SENIOR ABS 13-A12 A12	2	500,000	500,320.01	500,000.00	500,000	320.01		—		—	—	0.4861	1.6247	F-M-A-N	32.05	595.16	12/18/2013	11/7/2018
17305EFQ3	CCCIT_14-A4 ABS _14-A4-A4	2	1,059,785.77	1,064,059.83	1,060,000.00	1,059,846.82	4,213.01		20.40		—	—	1.23	2.0685	Apr-Oct	757.50	3,259.5	5/6/2014	4/24/2019
17305EFU4	CCCIT_14-A8 SENIOR ABS 2014-A8 A8	2	5,967,968.73	6,006,703.68	5,950,000.00	5,967,087.62	39,616.06		(883.65	)	—	—	1.73	3.0274	Apr-Oct	32940.31	23,096.46	9/24/2014	4/9/2020
254683AC9	DCENT_07-A1 ABS 07-A1 A1	2	5,448,691.41	4,984,110.14	4,500,000.00	4,925,716.04	58,394.1		(42,346.47	)	—	—	5.65	2.4630	Monthly	1759.19	63,562.5	1/31/2012	3/16/2020
254683AV7	DCENT_12-A3 ABS 12-A3	2	8,579,026.56	8,543,440.45	8,539,000.00	8,543,368.75	71.7		(8,929.09	)	—	—	0.86	0.1233	Monthly	81675.56	18,358.86	4/1/2014	11/15/2017
254683BA2	DISCOVER CARD MASTER TRUST DCE ABS_13-A2	2	8,353,759.29	8,357,605.84	8,355,000.00	8,354,523.09	3,082.75		94.93		—	—	0.69	0.8822	Monthly	9135.00	15,148.39	2/13/2013	8/15/2018
254683BJ3	DCENT_14-3 ABS_14-A3 A3	2	1,029,736.32	1,034,109.72	1,030,000.00	1,029,795.17	4,314.55		230.85		—	—	1.22	2.0493	Monthly	1059.90	3,141.51	5/5/2014	10/15/2019
254683BL8	DISCOVER CARD MASTER TRUST SENIOR ABS _14-A5-A	2	2,499,783.5	2,511,574.93	2,500,000.00	2,499,801.28	11,773.65		10.00		—	—	1.39	2.5479	Monthly	1569.34	8,687.49	10/16/2014	4/15/2020

281379AA5	EDUSA_10-1 ABS 10-1-A1 144A	2	359,032.87	359,068.77	359,032.87	359,032.87	35.9		—		—	—	1.1061	3.6685	J-A-J-O	0.00	1,010.58	2/26/2010	7/25/2023
29372EAT5	EFF_12-2 SENIOR ABS 12-2 A3 144A	2	660,592.97	660,462	660,000.00	660,169.26	292.74		(54.34	)	—	—	0.93	0.5562	Monthly	2.50	1,534.5	11/22/2013	4/20/2018
29372EBE7	EFF_14-2 ABS_14-2 A2 144A	2	1,334,785.07	1,333,865.26	1,335,000.00	1,334,848.1	(982.84	)	26.23		—	—	1.05	1.3178	Monthly	2491.67	3,504.39	8/15/2014	3/20/2020
33766QAA5	FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A1	2	182,427.66	182,335.53	182,427.84	182,425.71	(90.18	)	(0.88	)	—	—	0.679	1.2110	Jan-Jul	2574.02	324.25	6/20/2013	1/15/2019
34528QBP8	FORDF ABS 12-2	2	5,463,393.55	5,455,302.66	5,375,000.00	5,443,188.56	12,114.1		(9,437.69	)	—	—	1.92	1.8000	Monthly	4847.96	25,800	9/18/2014	1/15/2019
34528QDL5	FORD CREDIT FLOORPLAN MASTER O ABS _14-4-A1	2	2,219,364.64	2,225,683.13	2,220,000.00	2,219,489.78	6,193.35		52.91		—	—	1.4	2.3781	Monthly	743.56	7,770	8/26/2014	8/15/2019
34529WAC4	FORDO_12-B ABS_12-B A3	2	309,157.39	308,975.33	308,891.93	308,912.29	63.04		(44.82	)	—	—	0.72	0.1644	Monthly	445.98	804.8	6/27/2012	12/15/2016
34530EAC1	FORDO_13-B ABS_13-B A3	2	1,822,317.28	1,822,240.19	1,822,411.69	1,822,380.02	(139.83	)	17.85		—	—	0.57	0.6301	Monthly	220.33	2,917.04	5/21/2013	10/15/2017
34530GAD4	FORDO_13-D ABS 13-D A3	2	4,784,780.36	4,781,739.62	4,785,000.00	4,784,885.01	(3,145.39	)	19.61		—	—	0.67	1.0082	Monthly	1207.50	8,014.86	11/26/2013	4/15/2018
34530HAC4	FORDO_14-A ABS_14-A A3	2	2,249,962.8	2,252,564.96	2,250,000.00	2,249,980.25	2,584.71		3.48		—	—	0.79	1.1753	Monthly	223.89	8,064.57	1/22/2014	5/15/2018
34530KAB9	FORDO_14-B ABS _14-B-A3	2	5,602,296.61	5,610,660.94	5,605,000.00	5,602,954.91	7,706.03		308.02		—	—	0.9	1.5836	Monthly	4086.17	12,611.25	6/24/2014	10/15/2018
34530PAE2	FORDO_14-C ABS 2014-C A4	2	1,879,577.38	1,890,565.52	1,880,000.00	1,879,613	10,952.52		24.94		—	—	1.56	3.2548	Monthly	9765.14	7,332	11/25/2014	2/15/2020
36830NAC3	GEEMT_13-1 ABS 13-1 A3	2	2,894,934.58	2,900,153.12	2,895,000.00	2,894,969.19	5,183.93		11.39		—	—	0.95	0.4822	Monthly	1009.03	6,875.64	9/25/2013	3/22/2017
38173XAA6	GOCAP_2014-21A ABS _2014-21A-A 144A	2	4,000,000	3,991,292	4,000,000.00	4,000,000	(8,708	)	—		—	—	2.1316	2.7342	J-A-J-O	0.00	21,316	11/25/2014	10/25/2026
41283YAC1	HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1 A3	2	1,264,451.98	1,264,164.66	1,264,455.52	1,264,450.98	(286.32	)	3.50		—	—	0.65	0.7562	Monthly	14293.35	2,272.21	4/24/2013	7/16/2018
429827AB4	HEF_04-1 ABS 04-1 A2 144A	2	164,000	184,145.6	200,000.00	175,653.58	8,492.02		1,592.12		—	—	0.185	10.4849	Monthly	3641.67	247.15	9/11/2009	1/1/2044
429827AE8	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 144A	2	164,000	182,464.6	200,000.00	174,715.6	7,749		1,629.75		—	—	0.028	11.8438	Monthly	35054.17	27.9	9/11/2009	1/1/2044
429827AF5	HEF_04-1 ABS 04-1 A6 144A	2	164,000	181,749.2	200,000.00	174,090.72	7,658.48		1,453.74		—	—	0.24	12.7753	Monthly	98.85	29.62	9/11/2009	1/1/2044
429827AJ7	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 A9 144A	2	164,224	181,325.4	200,000.00	174,165.52	7,159.88		1,605.98		—	—	0.028	13.0521	Monthly	221.00	325.32	9/11/2009	1/1/2044
429827AK4	HIGHER EDUCATION FUNDING HEF_0 ABS_04-1 A10	2	164,196	181,100.2	200,000.00	173,997.65	7,102.55		1,630.19		—	—	0.014	13.3397	Monthly	114.19	441.73	9/11/2009	1/1/2044
429827AN8	HEF_04-1 ABS 04-1 A13 144A	2	164,000	180,229.6	200,000.00	173,271.45	6,958.15		1,568.17		—	—	0.123	14.3096	Monthly	0.00	94.88	9/11/2009	1/1/2044
429827AQ1	HEF_04-1 ABS 04-1 A15 144A		246,000	265,003.8	300,000.00	254,029.68	10,974.12		1,173.43		—	—	—	28.7753	Monthly	91180.83	50.33	9/11/2009	1/1/2044
43812XAC9	HAROT_13-3 ABS 13-3 A3	2	3,353,334.63	3,358,105.15	3,353,879.29	3,353,706.11	4,399.04		57.38		—	—	0.77	0.6712	Monthly	2649.67	6,632.11	7/24/2013	5/15/2017
43813EAD8	HONDA AUTO RECEIVABLES OWNER T ABS 12-2	2	1,599,694.08	1,601,808	1,600,000.00	1,599,979.62	1,828.38		24.70		—	—	0.91	0.2082	Monthly	637.82	3,639.99	4/25/2012	5/15/2018
43813UAC4	HAROT_12-3 ABS 12-1	2	91,040.52	91,052.72	91,045.98	91,045.11	7.61		7.46		—	—	0.77	0.1233	Monthly	285.59	484.44	2/23/2012	1/15/2016
43814CAD1	HONDA AUTO RECEIVABLES OWNER T ABS 13-1	2	6,989,335.94	6,993,629.79	7,000,000.00	6,994,824.27	(1,194.48	)	1,375.82		—	—	0.62	0.9342	Monthly	4830.00	10,850.01	4/1/2014	3/21/2019
43814EAC9	HAROT 2013-2 ABS 13-2 A3	2	3,497,561.87	3,496,596.45	3,497,890.67	3,497,787.13	(1,190.68	)	49.98		—	—	0.53	0.5918	Monthly	28179.69	5,288.77	4/24/2013	2/16/2017

43814GAC4	HAROT ABS_14-2-A3	2	868,368.75	868,373.13	870,000.00	868,865.12	(491.99	)	178.34		—	—	0.77	1.5178	Monthly	10388.89	1,674.75	7/29/2014	3/19/2018
43814GAD2	HAROT_14-2 SENIOR ABS 14-2 A4	2	2,001,406.25	1,999,980.02	2,000,000.00	2,001,250.92	(1,270.9	)	(129.03	)	—	—	1.18	2.3452	Monthly	3186.30	5,900.01	10/31/2014	5/18/2020
44890HAC7	HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B	2	217,998.72	218,043.94	218,035.87	218,032.64	11.3		19.95		—	—	0.62	0.1233	Monthly	9361.97	834.32	7/19/2012	9/15/2016
44890LAC8	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B A3	2	1,244,551.97	1,245,747.52	1,244,621.46	1,244,603.65	1,143.87		8.68		—	—	0.71	0.6247	Monthly	5032.01	2,428.82	6/27/2013	9/15/2017
44890RAC5	HART_14-A ABS 14-A A3	2	2,288,787.15	2,287,687.15	2,290,000.00	2,289,216	(1,528.85	)	135.19		—	—	0.79	1.3342	Monthly	2111.80	4,522.74	2/5/2014	7/16/2018
44890UAD6	HART_14-B ABS _14-B-A4	2	10,532,832.89	10,544,835.21	10,500,000.00	10,528,417.57	16,417.64		(2,503.20	)	—	—	1.46	2.7973	Monthly	5731.11	38,324.97	5/14/2014	11/15/2019
477879AC4	JDOT_13-B ABS_13-B A3	2	4,305,860.07	4,313,078.93	4,306,447.05	4,306,252.75	6,826.18		113.57		—	—	0.87	0.6301	Monthly	1552.03	10,050.79	9/4/2013	8/15/2017
54008PAA1	LWCLO_14-1A ABS _14-1A-A1 144A	2	498,500	497,584	500,000.00	498,571.73	(987.73	)	71.73		—	—	1.60285	4.6329	J-A-J-O	2990.63	1,911.04	1/5/2015	1/25/2024
58768EAF6	MBALT_14-A ABS _14-A-A4	2	7,999,290.4	8,010,239.84	8,000,000.00	7,999,606.35	10,633.49		110.56		—	—	0.9	1.2110	Monthly	17264.33	18,000	4/9/2014	12/16/2019
65251QAA9	NSCDN_14-1A ABS2014-1A A1 144A	2	2,500,000	2,481,022.5	2,500,000.00	2,500,000	(18,977.5	)	—		—	—	2.09285	6.2877	J-A-J-O	152.06	11,045.6	1/15/2015	1/25/2027
65474VAG6	NMOTR_13-A SENIOR ABS 13-A	2	1,680,000	1,679,798.38	1,680,000.00	1,680,000	(201.62	)	—		—	—	0.4745	0.8822	Monthly	965.55	1,970.41	2/28/2013	2/15/2018
65477LAC4	NISSAN AUTO RECEIVABLES OWNER ABS 13-B-A3	2	3,741,013.76	3,749,124.16	3,741,827.60	3,741,526.2	7,597.96		68.49		—	—	0.84	0.8329	Monthly	1551.35	7,863.31	7/30/2013	11/15/2017
65477MAC2	NAROT_13-C SENIOR ABS_13-C A3	2	4,729,020.42	4,721,249.59	4,730,000.00	4,729,514.54	(8,264.95	)	87.43		—	—	0.67	1.1726	Monthly	9997.56	7,922.76	12/11/2013	8/15/2018
65477MAD0	NAROT_13-C SENIOR ABS_13-C A4	2	3,089,600.16	3,096,674.5	3,090,000.00	3,089,717.03	6,957.47		22.68		—	—	1.3	2.6247	Monthly	17787.00	10,042.5	12/11/2013	6/15/2020
69144VAA1	OXFIN_14-1A ABS _14-1A-A 144A	1	2,750,000	2,753,025	2,750,000.00	2,750,000	3,025		—		—	—	3.475	3.1973	Monthly	18750.00	23,890.62	11/25/2014	12/15/2022
71722TAF1	PHEAA_04-1 ABS_04-1-A2	2	452,730	497,128	500,000.00	477,967.08	19,160.92		1,849.11		—	—	1.621	3.9123	Monthly	14173.33	2,000.89	3/11/2010	4/25/2044
71722TAG9	PHEAA_04-1 ABS_04-1-A3	2	1,177,098	1,293,536.4	1,300,000.00	1,228,338.57	65,197.83		2,665.69		—	—	1.647	6.1068	Monthly	244.09	5,495.75	3/12/2010	4/25/2044
74112WAC3	PRESTIGE AUTO RECEIVABLES TRUS ABS_13-1 A2 144A	2	154,464.83	154,612.28	154,480.51	154,476.7	135.58		5.44		—	—	1.09	0.2493	Monthly	93.75	531.24	4/10/2013	2/15/2018
78403DAG5	SBA TOWER TRUST SECURED CORP BND 144A	1	4,000,000	4,048,599.84	4,000,000.00	4,000,000	48,599.84		—		—	—	2.898	3.5452	Monthly	0.00	28,980	10/15/2014	10/15/2044
78442GSC1	SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-A4	2	114,518.72	114,525.27	114,699.61	114,619.99	(94.72	)	20.89		—	—	0.3361	0.9479	J-A-J-O	21083.33	97.51	11/30/2012	7/25/2019
784442AC9	SLMA ABS 08_2 A3	2	1,466,250.02	1,487,531.26	1,481,235.96	1,472,162.55	15,368.71		392.27		—	—	1.0061	4.3507	J-A-J-O	672.74	3,714.89	3/30/2012	4/25/2023
78444YAD7	SLMA ABS 08-5 A4	2	2,457,718.75	2,458,852.09	2,350,000.00	2,406,934.61	51,917.48		(2,968.74	)	—	—	1.9561	4.6329	J-A-J-O	49639.66	11,454.65	1/14/2011	7/25/2023
78445XAA4	SLMA_10-1 ABS 10-1A	2	1,395,118.94	1,390,780.16	1,395,118.94	1,395,118.94	(4,338.78	)	(39.79	)	—	—	0.57375	4.4274	Monthly	273.53	2,305.68	6/2/2014	3/25/2025
78446JAA4	SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2	2	4,136,681.56	4,157,647.43	4,144,716.08	4,139,450.76	18,196.67		431.25		—	—	0.77375	3.7836	Monthly	349.59	8,206.69	5/26/2011	11/25/2027
78446JAB2	SLMA_11-2 ABS 11-2	2	6,575,000	6,575,000	6,575,000.00	6,575,000	—		—		—	—	1.37375	12.2301	Monthly	1549.28	22,517.18	5/26/2011	10/25/2034
78446TAC8	SLM STUDENT LOAN TRUST SLMA_11 SENIOR ABS_11-C A2B 144A	2	502,508.79	500,921.24	465,000.00	496,946.29	3,974.95		(2,092.84	)	—	—	4.54	3.6082	Monthly	187.50	5,277.75	8/5/2014	10/17/2044
78446XAA3	SLM STUDENT LOAN TRUST ABS 12-B 144A	2	184,502.84	184,932.74	184,502.84	184,502.84	429.9		—		—	—	1.2745	0.3781	Monthly	851.01	695.96	4/12/2012	1/18/2022

78446XAB1	SLM STUDENT LOAN TRUST ABS_12-B A2 144A	2	999,897.3	1,039,910	1,000,000.00	999,931.43	39,978.57		3.43		—	—	3.48	2.1534	Monthly	2306.65	8,700	4/12/2012	10/15/2030
78447AAA2	SLMA_12-3 ABS_12-3 A	2	1,367,902.06	1,376,259.94	1,367,902.06	1,367,902.06	8,357.88		—		—	—	0.82375	5.6219	Monthly	6738.02	2,863.02	5/3/2012	12/26/2025
78447CAA8	SLM_12-D ABS 12-D 144A	2	302,068.21	303,119.41	302,068.21	302,068.21	1,051.2		—		—	—	1.2245	0.7562	Monthly	47500.00	1,009.69	7/26/2012	6/15/2023
78447FAA1	SLMA_12-E ABS 12-E 144A	2	935,132.8	937,231.49	934,922.21	935,047.62	2,183.87		(34.72	)	—	—	0.9245	1.0274	Monthly	78170.74	2,810.07	10/18/2012	10/16/2023
78447FAB9	SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E A2A 144A	2	816,500	805,640.02	800,000.00	810,174.14	(4,534.12	)	(700.78	)	—	—	2.09	3.1342	Monthly	5626.98	4,179.99	3/22/2013	6/15/2045
78447KAB8	SLMA_12-7 ABS 12-7	2	1,722,292.09	1,722,925.46	1,723,425.24	1,723,037.03	(111.57	)	68.54		—	—	0.45375	1.2164	Monthly	2222.22	2,338.76	11/8/2012	9/25/2019
78447RAB3	SLMA_13-A ABS 13-A 144A	2	459,870.23	458,941.99	460,000.00	459,915.37	(973.38	)	3.86		—	—	1.77	3.2904	Monthly	1493.15	2,035.5	3/7/2013	5/17/2027
78447RAC1	SLMA_13-A ABS 13-A 144A	2	2,425,000	2,442,193.25	2,425,000.00	2,425,000	17,193.25		—		—	—	1.2245	3.3342	Monthly	967.28	7,389.18	3/7/2013	5/17/2027
78447VAA6	SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B 144A	2	1,707,247.46	1,709,791.29	1,707,247.46	1,707,247.46	2,543.83		—		—	—	0.8245	1.2740	Monthly	4554.40	3,648.11	5/2/2013	7/15/2022
78447VAB4	SLMA_13-B ABS_13-B-A2A	2	804,859.37	799,566.23	805,000.00	804,899.22	(5,332.99	)	5.69		—	—	1.85	3.8247	Monthly	1539.30	3,723.15	5/2/2013	6/17/2030
78447VAC2	SLMA_13-B ABS_13-B-A2B	2	615,000	621,272.98	615,000.00	615,000	6,272.98		—		—	—	1.2745	3.8082	Monthly	365.66	1,950.83	5/2/2013	5/15/2030
78448BAA9	SLMA_13-5 ABS 13-5 A1	2	105,983.11	105,985.23	105,983.11	105,983.11	2.12		—		—	—	0.43375	0.1534	Monthly	156.99	177.27	9/19/2013	5/25/2018
78448CAF6	SLMA_13-6 ABS 13-6 A2	2	550,000	550,275.02	550,000.00	550,000	275.02		—		—	—	0.67375	1.4274	Monthly	3298.61	921.06	11/14/2013	2/25/2021
80281CAD7	SDART_13-5 ABS 13-5 A2A	2	304,996.49	305,106.75	305,000.00	304,996.81	109.94		0.07		—	—	0.82	0.3671	Monthly	0.00	625.26	11/20/2013	2/15/2018
80283XAD9	SDART_14-3 ABS 14-3 A3	2	774,991.48	774,372.24	775,000.00	774,993.03	(620.79	)	1.30		—	—	0.81	0.9616	Monthly	3601.10	1,569.39	6/18/2014	7/16/2018
80705TAA4	SCHOL_11-A ABS 11-A A 144A	2	1,502,525.37	1,541,497.73	1,532,776.23	1,505,981.36	35,516.37		1,769.69		—	—	1.1561	15.3890	J-A-J-O	1589.86	4,479.2	3/29/2011	10/28/2043
83164JU46	SBA PRIME FLTR SBA PRIME FLTR	2	1,428,114.71	1,494,439.56	1,410,845.96	1,427,514.71	66,924.85		(627.33	)	—	—	2.35	8.1178	Monthly	4386.55	8,324.23	9/30/2014	4/25/2031
87165LAA9	SYNCT_14-1 SENIOR ABS _14-1-A	2	904,748.95	908,982.02	905,000.00	904,778.64	4,203.38		20.68		—	—	1.61	2.6301	Monthly	11092.05	3,642.63	11/20/2014	11/15/2020
89190AAD2	TAOT_14-C ABS _14-C-A4	2	2,499,252.75	2,512,375.08	2,500,000.00	2,499,353.35	13,021.73		54.90		—	—	1.44	2.7973	Monthly	960.00	9,000	10/15/2014	4/15/2020
89231MAC9	TAOT_14-A ABS_14-A A3	2	3,744,307.92	3,739,382.43	3,745,000.00	3,744,612.47	(5,230.04	)	69.02		—	—	0.67	1.2137	Monthly	1292.08	6,272.88	3/19/2014	12/15/2017
89231RAD6	TAOT_14-B SENIOR ABS _14-B-A4	2	9,998,335	10,036,000.1	10,000,000.00	9,998,701.56	37,298.54		118.19		—	—	1.31	2.4658	Monthly	893.75	32,750.01	6/18/2014	9/16/2019
89236RAC3	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A3	2	2,706,808.71	2,706,864.74	2,706,829.54	2,706,815.1	49.64		12.51		—	—	0.55	0.5041	Monthly	336.49	4,322.92	4/17/2013	1/17/2017
89236RAD1	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A4	2	2,805,309.38	2,805,532.19	2,810,000.00	2,805,548.39	(16.2	)	128.07		—	—	0.69	1.2932	Monthly	671.60	1,789.99	4/17/2013	11/15/2018
89236VAC4	TAOT_13-B ABS 13-B A3	2	764,963.51	766,598.85	765,000.00	764,984.4	1,614.45		3.52		—	—	0.89	0.7562	Monthly	2484.77	1,702.11	9/18/2013	7/17/2017
928667AD6	VWMT_14-1A ABS_14-1A-A2 144A	2	3,819,901.45	3,836,426	3,820,000.00	3,819,921.33	16,504.67		8.08		—	—	1.4	2.3068	Monthly	1437.71	13,370.01	8/20/2014	7/22/2019
92867MAC4	VALET_13-1 ABS 13-1	2	4,456,280.47	4,454,082.95	4,456,534.04	4,456,431.27	(2,348.32	)	29.47		—	—	0.56	0.7644	Monthly	496.00	7,051.19	2/27/2013	8/21/2017
92867PAD5	VALET_13-2 ABS_13-2 A4	2	5,279,070.19	5,287,233.65	5,280,000.00	5,279,376.08	7,857.57		55.62		—	—	1.16	2.2548	Monthly	4597.98	15,311.97	11/13/2013	3/20/2020

92867RAC3	VALET_14-1 ABS_14-1 A3	2	4,484,116.46	4,479,079.62	4,485,000.00	4,484,407.95	(5,328.33	)	79.55		—	—		0.91	1.6877	Monthly	171.00	10,203.39	4/30/2014	10/22/2018
92867TAD7	VOLKSWAGEN AUTO LOAN ENHANCED ABS _14-2-A4	2	4,299,269	4,297,420.08	4,300,000.00	4,299,352.37	(1,932.29	)	47.52		—	—		1.39	3.0986	Monthly	1376.10	14,942.49	10/22/2014	5/20/2021
949746PM7	WELLS FARGO & COMPANY CORP BND	1	6,615,000	6,585,000	6,000,000.00	6,542,489.72	42,510.28		(41,877.33	)	—	—		7.98	2.9589	Mar-Sep	21782.22	119,700	10/27/2014	3/29/2049
981464DG2	WFNMT_12-C ABS 12-C	2	3,188,784.29	3,248,258.97	3,190,000.00	3,189,289.03	58,969.94		48.66		—	—		2.23	3.5452	Monthly	25044.43	17,784.24	7/19/2012	8/15/2022
981464DX5	WFNMT_13-B ABS 13-B	2	2,210,123.46	2,210,817.77	2,210,000.00	2,210,046.07	771.7		(22.46	)	—	—		0.91	1.1288	Monthly	108878.41	5,027.76	6/30/2014	3/16/2020
BRSR1R5H8	SHELL: ATLAS_14-1 ABS 14-1	2	3,958,400	4,000,944.88	3,958,400.00	3,958,400	42,544.88		—		—	—		4.875	3.0137	Monthly	2743.11	18,270.2		12/15/2020
12548CAD9	CIFC_14-2A MEZZANIN ABS _14-2A-A3L 144A	1	1,918,000	1,958,051.66	2,000,000.00	1,922,369.48	35,682.18		2,432.90		—	—		3.1126	6.9918	F-M-A-N	5422.22	15,473.9	10/24/2014	5/26/2026
12549BAC2	CIFC_13-2A ABS _13-2A-A1L 144A	2	977,000	986,000	1,000,000.00	978,348.9	7,651.1		1,305.32		—	—		1.4026	3.9726	J-A-J-O	1700.00	3,496.18	12/29/2014	7/18/2025
26971HAA0	EGLE_14-1A ABS_14-1A A1 144A	2	4,686,756.09	4,681,640.63	4,687,500.00	4,686,760.97	(5,120.34	)	56.09		—	—		2.57	14.6356	Monthly	1303.92	31,455.74		12/15/2039
29100XAA3	EAFL_13-1 ABS 13- 1 A 144A	2	2,761,718.75	2,809,570.31	2,734,375.00	2,761,427.55	48,142.76		(699.35	)	—	—		4.65	14.6384	Monthly	6609.51	32,053.51	12/17/2014	10/15/2038
46603BAB5	IVYH_14-9A MEZZANIN ABS_14-9A-B1 144A	2	3,938,672.8	3,880,044	4,000,000.00	3,942,730.81	(62,686.81	)	2,272.46		—	—		2.6851	6.1479	J-A-J-O	3966.67	26,851	10/14/2014	10/18/2025
56577AAC6	MCLO_14-7A ABS _14-7A-A2 144A	2	3,976,000	4,035,184	4,000,000.00	3,977,214.27	57,969.73		864.10		—	—		2.882	6.6740	J-A-J-O	937.89	28,820	11/20/2014	10/28/2025
66859TAC3	WOODS_14-14A MEZZANIN ABS 14-14A-B 144A	2	2,942,475	2,999,961	3,000,000.00	2,944,158.4	55,802.6		1,439.54		—	—		2.69185	6.1753	F-M-A-N	13081.25	20,188.88	12/17/2014	11/12/2025
67107KAC0	OCP_14-7A ABS_14-7A-A2A 144A	2	3,850,000	3,975,620	4,000,000.00	3,860,073.33	115,546.67		6,492.15		—	—		2.33235	6.5260	J-A-J-O	1505.21	23,323.5	11/25/2014	10/20/2026
67400LAC2	OAKTA_14-A2 MEZZANIN ABS 14-A2-B 144A	2	3,930,000	3,999,806.43	4,000,000.00	3,932,738.54	67,067.89		2,385.01		—	—		2.53435	6.4740	F-M-A-N	2864.46	25,343.5	12/18/2014	11/15/2025
75887HAL6	REGT5_14-1A ABS_14-1A A2B2 144A	2	3,000,000	3,032,307	3,000,000.00	3,000,000	32,307		—		—	—		3.3826	7.6849	J-A-J-O	291.85	25,369.5	11/6/2014	10/25/2026
87247CAA1	TICP_14-2A ABS _14-2A-A1A 144A	1	3,720,000	3,732,424.34	3,750,000.00	3,721,518.4	10,905.94		1,371.61		—	—		1.7066	5.0219	J-A-J-O	9538.68	15,749.14	12/22/2014	7/20/2026
87970UAE6	TELOS_14-6A ABS _14-6A-B1 144A	2	2,405,585	2,461,722.5	2,500,000.00	2,409,738.86	51,983.64		3,094.63		—	—		2.3326	6.6849	J-A-J-O	9563.02	14,578.75	12/3/2014	1/17/2027
92329JAE9	VENTR_12-12A ABS_ 12-12A C1	2	1,165,800	1,170,757.2	1,200,000.00	1,168,251.01	2,506.19		1,249.31		—	—		3.1116	5.7479	F-M-A-N	12561.11	9,282.8	10/7/2014	2/28/2024
95168QAG5	WSTC_13-1A MEZZANIN ABS _13-1A-B 144A	1	479,500	484,120	500,000.00	480,451.53	3,668.47		637.67		—	—		3.1561	6.7014	F-M-A-N	2262.60	3,932.66	11/17/2014	11/7/2025
98954RAC4	ZIGG_14-1A SENIOR ABS _14-1A-B1 144A	2	2,899,800	2,973,600	3,000,000.00	2,904,032.72	69,567.28		3,197.98		—	—		2.3799	6.8493	J-A-J-O	1653.06	17,908.38	12/2/2014	10/17/2026
BRSL4ZHF1	TURBF_13-4 SENIOR ABS 13-4 A	2	871,323.21	810,085.44	544,764.27	871,323.21	(61,237.77	)	—		—	(62,620.65	)	1.08538	1.2274	Monthly	52.98	2,454.39		1/20/2021
BRSPQCUZ0	TURBF_5 ABS 5 A	2	1,427,140	1,307,675.09	880,000.00	1,427,140	(119,464.91	)	—		—	(120,780	)	0.97538	2.1041	Monthly	3805.26	3,234.39	9/23/2014	8/20/2021
Z91GFLXY5	TEMSE_1 ABS 1 A	2	516,148.8	478,725.17	321,678.23	516,148.8	(37,423.63	)	—		—	(38,617.47	)	1.40319	0.7233	Monthly	817.02	1,952.05		11/21/2021
Z91J3YBQ5	ECARA_3 ABS 14 3 A	2	600,695.85	532,828.45	358,442.49	600,695.85	(67,867.4	)	—		—	(68,587.97	)	0.9735	1.3068	Monthly	547.60	1,396.52	3/18/2014	3/18/2022
12632XAD0	CNH_14-C ABS 14-C	2	7,177,526.49	7,178,707.75	7,180,000.00	7,177,748.9	958.85		138.86		—	—		1.65	3.9178	Monthly	3146.00	29,617.53	10/23/2014	9/15/2021
38148BAA6	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP BND	1	9,515,450	9,530,062.5	9,275,000.00	9,488,289.24	41,773.26		(11,503.72	)	—	—		5.7	4.1123	May-Nov	194543.55	132,168.75	7/18/2014	12/31/2049

48127FAA1	JPMORGAN CHASE & CO CAPSEC CORP BND	1	7,439,250	7,406,250	7,500,000.00	7,440,449.62	(34,199.62	)	181.36		—	—	5	34.7781	Jan-Jul	75000.00	93,749.98		12/31/2049
61761JQK8	MORGAN STANLEY CAPSEC CORP BND	1	8,302,075	8,311,875	8,250,000.00	8,296,362	15,513		(2,308.10	)	—	—	5.45	4.2932	Jan-Jul	90521.62	109,567.71	7/18/2014	12/29/2049
949746RG8	WELLS FARGO & COMPANY CAPSEC CORP BND	1	3,543,750	3,648,750	3,500,000.00	3,542,726.44	106,023.56		(869.06	)	—	—	5.9	9.2164	Jun-Dec	49851.74	51,625	12/16/2014	12/31/2049
BRSLX7XX4	ELECTRICITE DE FRANCE SA SENIOR CORP BND		3,163,264	3,244,012.8	3,200,000.00	3,171,624.17	72,388.63		1,760.51		—	—	2.15	3.8164	Jan-Jul	2184.26	17,200	1/22/2014	1/22/2019
90264AAA7	UBS PD FD TST IV CORP BND	1	5,206,250	5,206,250	5,000,000.00	5,206,250	—		—		—	—	6.243	—	May-Nov	90262.50	78,037.5	11/14/2014
14041NEK3	COMET_13-A1 ABS 13-A1	2	10,273,447.45	10,272,020.36	10,275,000.00	10,274,582.82	(2,562.46	)	131.85		—	—	0.63	0.7945	Monthly	2923.50	16,183.14	2/1/2013	11/15/2018
14313LAC0	CARMX_13-1 ABS 13-1	2	3,413,009.61	3,412,669.34	3,413,113.04	3,413,075.53	(406.19	)	21.83		—	—	0.6	0.6301	Monthly	4954.82	5,724.81	2/14/2013	10/16/2017
1107098W5	PROVINCE OF BRITISH COLUMBIA CORP BND		2,360,025	2,261,902.73	2,250,000.00	2,261,307.02	595.71		(13,568.42	)	—	—	2.85	0.2082	Jun-Dec	13410.00	16,031.25	6/11/2013	6/15/2015
1107098Z8	PROVINCE OF BRITISH COLUMBIA CORP BND		1,966,310	1,934,865	1,900,000.00	1,927,891.15	6,973.85		(6,105.27	)	—	—	2.1	1.1342	May-Nov	0.00	9,975	9/5/2013	5/18/2016
11070TAA6	PROVINCE OF BRITISH COLUMBIA SENIOR CORP BND		1,007,824	1,010,270	1,000,000.00	1,006,610.04	3,659.96		(786.02	)	—	—	1.2	2.0712	Apr-Oct	5127.50	3,000	11/13/2014	4/25/2017
135087C77	CANADA GOVERNMENT CORP BND		2,396,208	2,436,767.95	2,400,000.00	2,397,009.26	39,758.69		181.79		—	—	1.625	3.9151	Feb-Aug	8204.38	9,750	2/27/2014	2/27/2019
427028AA3	CANADA GOVERNMENT GOVT BND		251,847.5	251,290	250,000.00	250,775.55	514.45		(101.38	)	—	—	0.875	1.8795	Feb-Aug	2574.20	546.87	8/13/2012	2/14/2017
448814JB0	HYDRO-QUEBEC SENIOR CORP BND		2,040,560	2,035,160	2,000,000.00	2,028,969.29	6,190.71		(5,714.26	)	—	—	2	1.2521	Jun-Dec	3587.50	10,000	9/30/2014	6/30/2016
563469TU9	MANITOBA PROVINCE OF CORP BND		10,161,200	10,075,943.8	10,000,000.00	10,085,508.06	(9,564.26	)	(10,428.63	)	—	—	1.3	2.0110	Apr-Oct	5285.89	32,500	6/11/2013	4/3/2017
683235AA3	ONTARIO PROVINCE OF SENIOR CORP BND		5,051,700	5,118,449.8	5,000,000.00	5,040,087.32	78,362.48		(2,758.23	)	—	—	2	3.4959	Mar-Sep	7450.79	25,000	3/13/2014	9/27/2018
68323AAQ7	ONTARIO PROVINCE OF SENIOR CORP BND		5,049,059	4,997,118	4,900,000.00	4,984,402.53	12,715.47		(18,852.62	)	—	—	2.3	1.1123	May-Nov	54.77	28,175		5/10/2016
68323ABL7	ONTARIO PROVINCE OF SENIOR CORP BND		2,939,850	3,014,309.7	3,000,000.00	2,945,776.44	68,533.26		2,851.45		—	—	1.65	4.4959	Mar-Sep	647.39	12,375	9/26/2014	9/27/2019
12625GAA2	CNOOC FINANCE (2013) LTD SENIOR CORP BND		1,367,170.56	1,369,714.25	1,372,000.00	1,370,200.67	(486.42	)	401.46		—	—	1.125	1.1096	May-Nov	26169.42	3,858.76	5/9/2013	5/9/2016
12802DAJ5	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP BND 144A		5,992,324.3	6,043,320	6,000,000.00	5,994,707.51	48,612.49		706.52		—	—	1.125	1.8384	Jan-Jul	5344.45	16,875	6/2/2014	1/30/2017
268317AJ3	ELECTRICITE DE FRANCE SENIOR CORP BND 144A		4,863,518.4	4,978,362.32	4,920,000.00	4,876,372.15	101,990.17		2,706.77		—	—	2.15	3.8164	Jan-Jul	13.66	26,445	1/22/2014	1/22/2019
298785FN1	EUROPEAN INVESTMENT BANK SENIOR CORP BND		15,606,900	15,350,550	15,000,000.00	15,320,375.82	30,174.18		(70,566.32	)	—	—	2.5	1.1288	May-Nov	7077.08	93,750	3/27/2014	5/16/2016
298785GH3	EUROPEAN INVESTMENT BANK SENIOR CORP BND		9,955,000	10,229,699.7	10,000,000.00	9,963,672.51	266,027.19		2,181.55		—	—	1.875	3.9589	Mar-Sep	3888.89	46,875	4/7/2014	3/15/2019
30254WAE9	FMS WERTMANAGEMENT LT GTD SENIOR CORP BND		1,366,562.56	1,375,940.07	1,367,000.00	1,366,645.05	9,295.02		35.63		—	—	1.125	2.4356	Mar-Sep	104.51	3,844.69	9/5/2014	9/5/2017
30254WAF6	FMS WERTMANAGEMENT LT GTD SENIOR CORP BND		4,529,057.94	4,532,367.63	4,534,000.00	4,529,967.09	2,400.54		641.44		—	—	0.625	1.8384	Jan-Jul	5776.91	8,436.26	10/30/2014	1/30/2017
418097AD3	JORDAN (HASHEMITE KINGDOM OF) AGENCY BND		10,000,000	10,175,000	10,000,000.00	10,000,000	175,000		—		—	—	1.945	4.2329	Jun-Dec	51573.63	48,625	6/26/2014	6/23/2019
458182DT6	INTER-AMERICAN DEV BANK CORP BND		2,050,000	2,058,323.13	2,050,000.00	2,050,000	8,323.13		—		—	—	0.2977	3.4548	M-J-S-D	5657.87	1,414.89	9/12/2013	9/12/2018
45818WAT3	INTER-AMERICAN DEV BANK CORP BND EMTN		6,000,000	5,991,360.18	6,000,000.00	6,000,000	(8,639.82	)	—		—	—	0.2603	3.2247	M-J-S-D	3127.91	3,602.9	6/20/2014	6/20/2018

45950VCP9	INTERNATIONAL FINANCE CO CORP BND		670,884.48	672,752.64	672,000.00	671,394.27	1,358.37		92.29		—	—		0.625	1.6301	May-Nov	2863.06	1,050	11/15/2013	11/15/2016
50048MAT7	KOMMUNALBANKEN AS SENIOR GOVT BND		1,096,205	1,101,859.07	1,100,000.00	1,098,089.58	3,769.49		188.04		—	—		1	2.4932	Mar-Sep	4970.10	2,750	9/26/2012	9/26/2017
50048MBM1	KOMMUNALBANKEN AS CORP BND 144A		398,900	400,772	400,000.00	399,395.99	1,376.01		90.96		—	—		0.75	1.6466	May-Nov	15250.00	750	11/21/2013	11/21/2016
500769FG4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND		6,859,842	6,910,625.45	6,900,000.00	6,876,901.53	33,723.92		2,322.19		—	—		0.875	2.4356	Mar-Sep	77690.97	15,093.75	6/3/2013	9/5/2017
500769FP4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND		9,967,900	10,008,500	10,000,000.00	9,989,226.54	19,273.46		2,527.34		—	—		0.5	1.0548	Apr-Oct	2218.08	12,500	2/26/2013	4/19/2016
500769GB4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND		1,991,960	2,003,479.92	2,000,000.00	1,994,464.24	9,015.68		849.48		—	—		0.75	1.9644	Mar-Sep	637.11	4,593.75	5/9/2014	3/17/2017
62944BAL8	BANK NEDERLANDSE GEMEENTEN SENIOR CORP BND 144A		3,973,040	4,031,799.92	4,000,000.00	3,979,565.55	52,234.37		1,665.28		—	—		1.375	2.9699	Mar-Sep	1478.95	13,750	4/11/2014	3/19/2018
64127WAJ2	NETWORK RAIL INFRA FIN UNSECURED CORP BND 144A		3,470,915	3,488,765.04	3,500,000.00	3,478,231.57	10,533.47		2,116.25		—	—		0.75	2.5123	Apr-Oct	1967.78	6,562.5	5/23/2014	10/3/2017
65562QAW5	NORDIC INVESTMENT BANK CORP BND		2,980,170	3,098,429.94	3,000,000.00	2,981,495.7	116,934.24		651.95		—	—		2.25	6.5068	Mar-Sep	230.48	16,875	9/30/2014	9/30/2021
71645WAT8	PETROBRAS INT BRASPETRO BV CORP BND		797,304	784,581.12	800,000.00	799,519.74	(14,938.62	)	141.86		—	—		3.875	0.8274	Jan-Jul	5200.00	7,750	1/27/2011	1/27/2016
71647NAB5	PETROBRAS INT BRASPETRO BV SENIOR CORP BND		4,669,544	4,066,166.6	4,700,000.00	4,679,149.29	(612,982.69	)	1,284.57		—	—		3	3.7973	Jan-Jul	767.36	35,250	5/20/2013	1/15/2019
71647NAD1	PETROBRAS INT BRASPETRO BV SENIOR CORP BND		1,498,860	1,442,085	1,514,000.00	1,505,916.69	(63,831.69	)	2,988.24		—	—		1.8806	1.1397	F-M-A-N	1289.22	12,285.48		5/20/2016
745190WA2	PUERTO RICO COMWLTH HWY & TRAN MUNI BND REV	1	53,825.5	50,602	50,000.00	50,589.8	12.2		(583.32	)	—	—		5	0.2521	Jan-Jul	0.00	625	11/13/2013	7/1/2045
74529JNP6	PUERTO RICO SALES TAX FING COR MUNI BND REV	1	985,000	918,870	1,000,000.00	986,775.45	(67,905.45	)	365.19		—	—		5	7.3425	Feb-Aug	109.55	12,500	1/13/2014	8/1/2022
85771PAD4	STATOILHYDRO ASA SENIOR CORP BND		3,107,100	3,043,618.47	3,000,000.00	3,049,237.64	(5,619.17	)	(8,337.27	)	—	—		1.8	1.6521	May-Nov	8495.97	15,600	4/16/2013	11/23/2016
85771PAJ1	STATOILHYDRO ASA SENIOR CORP BND		10,202,467.5	10,161,666.94	10,250,000.00	10,215,863.53	(54,196.59	)	2,649.66		—	—		1.15	3.1260	May-Nov	39191.19	29,468.75	5/15/2013	5/15/2018
85771PAR3	STATOILHYDRO ASA SENIOR CORP BND		1,300,434	1,314,348.69	1,300,000.00	1,300,557.58	13,791.11		2.56		—	—		1.95	3.6110	May-Nov	7788.29	9,154.16	11/8/2013	11/8/2018
87020DAL8	SWEDEN KINGDOM CORP BND MTN 144A		2,695,518	2,720,060.89	2,700,000.00	2,697,711.81	22,349.08		347.44		—	—		1	1.6301	May-Nov	14002.94	6,750	8/30/2013	11/15/2016
903724AK8	AID-UKRAINE AGENCY BND		4,285,000	4,343,918.75	4,285,000.00	4,285,000	58,918.75		—		—	—		1.844	4.1288	May-Nov	44242.58	19,753.85	5/16/2014	5/16/2019
BRSDR1PS2	KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR		3,183,652.29	2,998,155.58	2,000,000.00	3,173,763.18	(175,607.6	)	(836.98	)	—	(202,176.02	)	1.75	0.8137	January	5545.30	13,320.65	3/27/2012	1/22/2016
BRSF8V463	FMS WERTMANAGEMENT LT GTD SENIOR CORP BND EMTN		467,008.77	446,205.07	300,000.00	468,242.02	(22,036.95	)	115.45		—	(23,189.5	)	1	0.6712	December	463.46	1,163	7/23/2012	12/1/2015
BRSJZMYE5	KOMMUNEKREDIT CORP BND EMTN		9,988,500	10,049,400	10,000,000.00	9,994,876.83	54,523.17		946.13		—	—		0.875	1.3315	July	1423.08	21,875	7/30/2013	7/29/2016
BRSKJS6N8	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP BND		4,986,800	5,047,700	5,000,000.00	4,993,489.83	54,210.17		1,088.67		—	—		1.25	1.4740	Mar-Sep	0.00	15,625	9/19/2013	9/19/2016
D40859GT7	KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR		3,325,845.87	2,893,253.39	1,750,000.00	3,086,896.39	(193,643	)	(30,269.55	)	—	(210,794.56	)	5.625	2.4055	August	9583.33	40,808.48		8/25/2017
D4085B7T2	KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR		4,941,552.5	4,404,750.5	2,840,000.00	4,679,509.93	(274,759.43	)	(24,897.93	)	—	(327,400.63	)	3.75	1.4411	September	0.00	42,858.08		9/7/2016
G5577Y5Y2	LLOYDS TSB BANK PLC - LT GTD SENIOR LOCAL BND EMTN		3,206,722.93	3,016,889.97	2,000,000.00	3,214,171.44	(197,281.47	)	472.79		—	(248,934.91	)	1.5	2.0904	May	317.33	12,481.01		5/2/2017
G92451GE0	UNITED KINGDOM GILT GOVT BND		5,524,068.03	5,320,967.58	3,500,000.00	5,514,798.75	(193,831.17	)	(27,259.82	)	—	(203,148	)	1.75	1.8164	Jan-Jul	8266.66	42,792.31		1/22/2017

G9T44MEB4	UNITED KINGDOM GILT GOVT BND		1,451,977.06	1,395,495.31	930,000.00	1,451,814.21	(56,318.9	)	283.00		—	(66,163.56	)	1	2.4411	Mar-Sep	198.38	7,340.04		9/7/2017
L0593NQJ1	EUROPEAN INVESTMENT BANK SENIOR CORP BND		2,407,935.08	2,256,459	1,280,000.00	2,364,574.98	(108,115.98	)	(37,165.81	)	—	(116,672.86	)	8.75	2.4055	August	225.84	43,723.4	12/17/2014	8/25/2017
L0594VKM1	EUROPEAN INVESTMENT BANK CORP BND EMTN		2,647,506.52	2,516,027.09	1,500,000.00	2,625,018.39	(108,991.3	)	(22,024.09	)	—	(129,523.65	)	4.75	3.5452	October	3062.50	31,345.97	12/17/2014	10/15/2018
N6S779BG4	NEDERLANDSE WATERSCHAPSBANK NV CORP BND EMTN		6,994,610	7,020,790	7,000,000.00	6,998,209.34	22,580.66		446.06		—	—		0.75	0.9973	Mar-Sep	1299.37	13,125	3/26/2013	3/29/2016
161571FR0	CHAIT_12-8 ABS 12-8	2	5,000,828.5	5,000,049.95	5,000,000.00	5,000,158.17	(108.22	)	(73.21	)	—	—		0.54	0.5425	Monthly	33250.00	6,750	12/13/2012	10/16/2017
161571FW9	CHAIT_13-A3 ABS 13-A3	2	3,405,000	3,406,055.48	3,405,000.00	3,405,000	1,055.48		—		—	—		0.4545	3.0904	Monthly	30716.11	3,820.9	4/19/2013	4/15/2020
254683BB0	DCENT_13 ABS 13	2	8,500,000	8,507,394.83	8,500,000.00	8,500,000	7,394.83		—		—	—		0.4745	2.9123	Monthly	1582.21	9,963	2/13/2013	8/17/2020
4.66247E+79	JPMMT CMO_06-A1 2A2		62,623.15	56,504.48	62,574.24	62,594.99	(6,090.51	)	(310.50	)		—		2.63542	5.5699	Monthly	3022.53	415.32	2/11/2008	2/25/2036
00084UAA0	ACASL_14-1A SENIOR ABS 14-1A A 144A		745,050	746,894.25	750,000.00	745,213.3	1,680.95		163.30			—		1.7666	4.8685	J-A-J-O	29.61	2,318.67	1/28/2015	7/18/2026
001406AA5	AIM_15-1A ABS 15-1A A1 144A		3,479,166.66	3,488,212.49	3,479,166.66	3,479,158.42	9,054.07		(8.24	)		—		4.213	14.6110	Monthly	2119.33	17,164.08		2/15/2040
00182EAW9	ANZ NATIONAL INTERNATIONAL LTD SENIOR CORP BND 144A		1,999,760	2,003,891.3	2,000,000.00	1,999,760.21	4,131.09		0.21			—		1.75	2.9973	Mar-Sep	643.13	97.22	3/31/2015	3/29/2018
002799AT1	ABBEY NATIONAL TREASURY SERVIC SENIOR CORP BND		1,247,312.5	1,262,812.04	1,250,000.00	1,247,334.62	15,477.42		22.12			—		2.375	4.9644	Mar-Sep	82.26	1,236.98	3/16/2015	3/16/2020
002824AZ3	ABBOTT LABORATORIES SENIOR CORP BND		1,092,919.5	1,102,953.01	1,095,000.00	1,092,942.06	10,010.95		22.56			—		2	4.9616	Mar-Sep	3023.20	1,277.5	3/10/2015	3/15/2020
00452PAG2	ACIS_15-6A MEZZANIN ABS 15-6A B1 144A		2,238,750	2,243,418.75	2,250,000.00	2,238,750	4,668.75		—			—		—	6.3096	F-M-A-N	3222.22	—	4/16/2015	5/1/2027
00452PAN7	ACIS_15-6A MEZZANIN ABS 15-6A C 144A		495,000	496,366.5	500,000.00	495,000	1,366.5		—			—		—	6.3068	F-M-A-N	3125.58	—	4/16/2015	5/1/2027
00507UAN1	ACTAVIS FUNDING SCS SENIOR CORP BND		6,177,000	6,227,534.04	6,177,000.00	6,177,000	50,534.04		—			—		1.34515	2.9507	M-J-S-D	18309.26	4,616.1	3/12/2015	3/12/2018
00507UAP6	ACTAVIS FUNDING SCS SENIOR CORP BND		7,345,632.7	7,496,541.6	7,346,000.00	7,345,636.43	150,905.17		3.73			—		3	4.8740	Mar-Sep	12462.91	11,631.16	3/12/2015	3/12/2020
00507UAS0	ACTAVIS FUNDING SCS SENIOR CORP BND		893,815.65	923,910	897,000.00	893,828.29	30,081.71		12.64			—		3.8	9.7178	Mar-Sep	22208.05	1,798.98	3/12/2015	3/15/2025
006897AG7	ADPK_13-1A MEZZANIN ABS 13-1A C 144A		2,504,750	2,499,955	2,500,000.00	2,504,750	(4,795	)	—			—		3.2533	4.6082	J-A-J-O	226.12	—	4/15/2015	4/15/2024
009158AQ9	AIR PRODUCTS AND CHEMICALS INC CORP BND		1,544,936.3	1,513,969.63	1,490,000.00	1,511,915.57	2,054.06		(4,016.80	)		—		2	1.3425	Feb-Aug	13545.42	7,450	3/12/2013	8/2/2016
009349AF8	AIRCRAFT LEASE SECURITISATION ABS_07-1A G3 144A		554,220.68	568,578.71	574,321.93	567,409.07	1,169.64		4,380.06			—		0.435	0.3863	Monthly	527.80	676.42	11/12/2013	5/10/2032
010392FH6	ALABAMA POWER COMPANY SENIOR CORP BND		3,345,913	3,351,742	3,350,000.00	3,349,260.47	2,481.53		338.65			—		0.55	0.5425	Apr-Oct	0.00	4,606.25	10/16/2012	10/15/2015
018490AP7	ALLERGAN INC/UNITED STATES SENIOR CORP BND		2,912,580	2,945,730.96	3,000,000.00	2,924,932.68	20,798.28		6,071.55			—		1.35	2.9589	Mar-Sep	23219.73	10,125	9/30/2014	3/15/2018
01F022444	FNMA TBA MBS		2,548,437.5	2,567,773.44	2,500,000.00	2,548,437.5	19,335.94		—			—		2.5	6.3781	Monthly	2044.40	—	4/20/2015	4/1/2027
01F030447	FNMA TBA MBS		5,214,062.5	5,241,406.25	5,000,000.00	5,214,062.5	27,343.75		—			—		3	6.4411	Monthly	4456.57	—	4/20/2015	4/1/2027
01F030645	FNMA TBA MBS		11,161,570.62	11,357,930	11,108,000.00	11,161,570.62	196,359.38		—			—		3	15.3918	Monthly	18569.63	—	4/14/2015	4/1/2042
01F032641	FNMA TBA MBS		8,206,493.27	8,353,327.48	7,952,000.00	8,206,493.27	146,834.21		—			—		3.5	15.0356	Monthly	37136.09	—	4/14/2015	4/1/2041

01F040644	FNMA TBA MBS	10,758,591.57	10,811,524.69	10,106,000.00	10,756,591.57	54,933.12		—		—	4	13.9781	Monthly	20183.67	—	4/14/2015	4/1/2039
01F042640	FNMA TBA 30 YR	5,426,562.5	5,453,906.25	5,000,000.00	5,426,562.5	27,343.75		—		—	4.5	16.9863	Monthly	19114.05	—	4/14/2015	4/11/2043
01F050643	FNMA 30 YR	4,431,875	4,448,125	4,000,000.00	4,431,875	16,250		—		—	5	10.5808	Monthly	3368.75	—	4/14/2015	4/1/2033
021441AD2	ALTERA CORPORATION SENIOR CORP BND	1,397,858	1,412,933.06	1,400,000.00	1,399,072.45	13,860.61		106.44		—	1.75	2.1260	May-Nov	6382.39	6,125	5/8/2012	5/15/2017
023135AH9	AMAZON.COM INC SENIOR CORP BND	3,092,176.38	3,091,341.79	3,100,000.00	3,092,610.87	(1,269.08	)	434.49		—	1.2	2.6685	May-Nov	2378.41	5,890	2/4/2015	11/29/2017
023770AB6	AMERICAN AIRLINES 2015-1 PASS SECURED CORP BND	4,000,000	4,032,000.12	4,000,000.00	4,000,000	32,000.12		—		—	3.7	5.4192	May-Nov	63906.94	6,166.67	3/16/2015	11/1/2024
025537AF8	AMERICAN ELECTRIC POWER COMPAN SENIOR CORP BND	499,995	501,830.29	500,000.00	499,999.26	1,831.03		0.07		—	1.65	2.6301	Jun-Dec	1804.17	2,062.5	9/30/2014	12/15/2017
025816BJ7	AMERICAN EXPRESS COMPANY CAPSEC CORP BND	15,463,750	15,599,730	15,430,000.00	15,461,800.06	137,929.94		(1,450.37	)	—	5.2	4.6301	May-Nov	245256.28	200,590	11/10/2014	12/31/2049
031162BU3	AMGEN INC SENIOR CORP BND	1,988,620	2,021,299.9	2,000,000.00	1,989,632.76	31,667.14		591.63		—	2.2	4.0630	May-Nov	0.00	11,000	10/30/2014	5/22/2019
032511BJ5	ANADARKO PETROLEUM CORPORATION SENIOR CORP BND	509,000	503,358.61	500,000.00	508,924.64	(5,566.03	)	(75.36	)	—	3.45	9.0493	Jan-Jul	180.03	1,629.17	2/27/2015	7/15/2024
034863AE0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP BND 144A	4,989,050	5,065,374.35	5,000,000.00	4,995,436.16	69,938.19		544.28		—	2.625	2.0110	Apr-Oct	10277.79	32,812.5	4/2/2012	4/3/2017
034863AM2	ANGLO AMERICAN CAPITAL PLC SENIOR CORP BND 144A	1,743,367.5	1,796,973.71	1,750,000.00	1,744,168.95	52,804.76		208.31		—	4.125	6.0466	Apr-Oct	11851.39	18,046.88	4/15/2014	4/15/2021
035242AC0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CORP BND	5,128,055.1	5,208,106.74	5,210,000.00	5,142,906.31	65,200.43		5,810.78		—	1.25	2.8027	Jan-Jul	7443.06	16,281.25		1/17/2018
035242AE6	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CORP BND	9,729,785	9,899,033.53	9,750,000.00	9,734,017.82	165,015.71		988.79		—	2.15	3.8438	Feb-Aug	44383.34	52,579.57	1/27/2014	2/1/2019
03765LAA0	APID_15-20A ABS 15-20A A1 144A	5,000,000	4,999,300	5,000,000.00	5,000,000	(700	)	—		—	5.625	5.2493	J-A-J-O	1528.80	—	2/12/2015	1/16/2027
037833AG5	APPLE INC SENIOR CORP BND	8,000,000	8,021,920.16	8,000,000.00	8,000,000	21,920.16		—		—	0.5031	3.0932	F-M-A-N	3899.01	11,892.03	5/3/2013	5/3/2018
037833AJ9	APPLE INC CORP BND	14,864,945.2	14,805,899.6	14,920,000.00	14,885,647.87	(79,748.27	)	2,715.27		—	1	3.0932	May-Nov	69846.70	37,300	5/3/2013	5/3/2018
037833AQ3	APPLE INC SENIOR CORP BND	5,064,200	5,099,564.35	5,000,000.00	5,058,382.81	41,181.54		(3,405.36	)	—	2.1	4.1014	May-Nov	5027.62	26,250	10/28/2014	5/6/2019
039483AY8	ARCHER-DANIELS-MIDLAND COMPANY CORP BND	2,747,631.25	2,531,511.32	2,275,000.00	2,535,218.16	(3,706.84	)	(21,300.87	)	—	5.45	2.9589	Mar-Sep	3776.95	30,996.88	9/28/2012	3/15/2018
040484EV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BND REV	1,275,987.5	1,276,375	1,250,000.00	1,271,165.4	5,209.6		(2,382.60	)	—	1.94	2.1726	Jun-Dec	1755.56	6,062.5	9/30/2014	6/1/2017
040484JY4	ARIZONA BRD REGENTS UNIV ARIZ MUNI BND REV	1,654,640.8	1,680,925	1,420,000.00	1,642,936.65	37,988.35		(5,829.39	)	—	5	8.3425	Feb-Aug	1125.82	17,750	9/30/2014	8/1/2027
04048RMV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BND REV	1,315,000	1,326,637.75	1,315,000.00	1,315,000	11,637.75		—		—	1.559	3.2548	Jan-Jul	133.51	—	4/7/2015	7/1/2018
04048RMW3	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BND REV	1,750,000	1,770,527.5	1,750,000.00	1,750,000	20,527.5		—		—	2.048	4.2548	Jan-Jul	1093.75	—	4/7/2015	7/1/2019
04048RMX1	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BND REV	2,030,000	2,054,360	2,030,000.00	2,030,000	24,360		—		—	2.348	5.2575	Jan-Jul	384.40	—	4/7/2015	7/1/2020
040688NL3	ARIZONA WTR INFRASTRUCTURE FIN MUNITAX BND REV	1,575,519.05	1,583,235.1	1,570,000.00	1,575,104.09	8,131.01		(414.96	)	—	1.413	2.5068	Apr-Oct	49012.04	4,683.31	1/15/2015	10/1/2017
041036BU7	ARKANSAS RIVER PWR AUTH COLO MUNI BND REV	1,437,603.3	1,417,543.2	1,395,000.00	1,416,357.65	1,185.55		(10,448.89	)	—	5.25	0.5041	Apr-Oct	16059.00	18,309.37	9/30/2014	10/1/2015
04280PAA5	AWPT_14-2A ABS 14-2A 144A	1,089,550	1,095,326.1	1,100,000.00	1,089,958.62	5,367.48		408.62		—	1.7677	4.1342	M-J-S-D	2812.50	3,366.3	1/28/2015	3/12/2026

045167CH4	ASIAN DEVELOPMENT BANK SENIOR CORP BND MTN	750,000	749,955.02	750,000.00	750,000	(44.98	)	—		—	0.17775	0.1616	Monthly	1127.93	318.91	6/28/2013	5/29/2015
045167CQ4	ASIAN DEVELOPMENT BANK SENIOR CORP BND MTN	702,479.78	704,785.61	703,000.00	702,615.62	2,169.99		52.70		—	0.75	1.7863	Jan-Jul	1001.18	1,318.13	8/11/2014	1/11/2017
047870CY4	ATLANTA GA (CITY OF) MUNI BND REV	6,949,070	7,162,966.6	5,710,000.00	6,911,048.63	251,917.97		(18,910.26	)	—	5.5	12.5973	May-Nov	4007.82	78,512.5	9/30/2014	11/1/2027
049382AC8	ATLAS IX CAPITAL LTD CORP BND 144A	1,000,000	1,000,970	1,000,000.00	1,000,000	970		—		—	—	3.7753	J-A-J-O	1500.00	—	2/10/2015	1/7/2019
0523966K9	AUSTIN TX (CITY OF) MUNITAX BND GO	315,677.25	319,479.3	315,000.00	315,594.05	3,885.25		(41.03	)	—	1.758	3.4247	Mar-Sep	2631.95	1,384.43	9/30/2014	9/1/2018
0523966L7	AUSTIN TX (CITY OF) MUNITAX BND GO	201,750	205,402	200,000.00	201,579.4	3,822.6		(83.94	)	—	2.108	4.4247	Mar-Sep	105.85	1,054	9/30/2014	9/1/2019
0523966M5	AUSTIN TX (CITY OF) MUNITAX BND GO	386,563.1	398,567.4	385,000.00	386,441.38	12,126.02		(60.18	)	—	2.384	5.4274	Mar-Sep	1344.89	2,294.6	9/30/2014	9/1/2020
052476J25	AUSTIN TX (CITY OF) MUNI BND REV	1,463,054.4	1,428,378	1,420,000.00	1,428,374.24	3.76		(17,129.11	)	—	5	0.1233	May-Nov	2375.00	17,750	9/30/2014	5/15/2023
052476L48	AUSTIN TX (CITY OF) MUNI BND REV	72,048.2	70,407.4	70,000.00	70,398.45	8.95		(815.01	)	—	5	0.1233	May-Nov	88125.00	875	9/30/2014	5/15/2023
05253JAH4	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CORP BND	8,391,180	8,396,945	8,400,000.00	8,391,777.52	5,167.48		597.52		—	1.5	2.8000	Jan-Jul	25007.13	26,250	1/16/2015	1/16/2018
05377RBM5	AESOP_13-1A ABS 13-1A C144A	2,063,125	2,062,200	2,000,000.00	2,063,074.06	(874.06	)	(50.94	)	—	4.42	3.2658	Monthly	27740.70	245.55	3/30/2015	9/20/2019
05377RBY9	AESOP_15-1A SUB ABS 15-1A B 144A	1,999,207.2	1,994,812	2,000,000.00	1,999,225.71	(4,413.71	)	18.51		—	3.22	5.1041	Monthly	60750.00	11,091.12	1/29/2015	7/20/2021
05531GAA9	BB&T CORP SUB CORP BND MTN	611,690.75	613,100.95	575,000.00	611,394.69	1,706.26		(296.06	)	—	3.95	6.9041	Mar-Sep	1469.71	1,388	3/9/2015	3/22/2022
055451AP3	BHP BILLITON FINANCE (USA) LTD SENIOR CORP BND	6,706,708	6,813,059.37	6,725,000.00	6,717,867.21	95,192.16		907.25		—	1.625	1.9068	Feb-Aug	9577.97	27,320.32	2/24/2012	2/24/2017
055451AU2	BHP BILLITON FINANCE (USA) LTD SENIOR CORP BND	544,060	534,259.61	500,000.00	543,625.91	(9,366.3	)	(434.09	)	—	3.85	8.5068	Mar-Sep	6596.94	1,818.05	2/27/2015	9/30/2023
05565QCX4	BP CAPITAL MARKETS PLC SENIOR CORP BND	3,000,000	3,021,913.38	3,000,000.00	3,000,000	21,913.38		—		—	2.315	4.8767	Feb-Aug	355.48	9,260	2/13/2015	2/13/2020
05565QCZ9	BP CAPITAL MARKETS PLC SENIOR CORP BND	875,000	888,188	875,000.00	875,000	13,188		—		—	3.062	6.9671	Mar-Sep	7534.62	1,041.93	3/17/2015	3/17/2022
05580PAB7	BMWLT_15-1 ABS 2015-1 A2A	3,809,932.94	3,812,362.05	3,810,000.00	3,809,935.77	2,426.28		2.83		—	0.86	1.1370	Monthly	307.29	7,008.28	1/14/2015	2/21/2017
059513AE1	BACM CMBS 07-4 A4	7,291,013.56	7,077,908.23	6,515,191.10	7,048,469.62	29,438.61		(80,599.90	)	—	5.75407	1.1151	Monthly	26146.83	100,223.39		2/10/2051
059513AF8	BACM_07-4 A1A SENIOR CMBS 07-4 A1A	3,095,074.67	3,018,499.75	2,782,078.68	3,017,068.16	1,431.59		(28,149.44	)	—	5.774	1.1151	Monthly	11397.33	40,203.36	7/21/2014	2/10/2051
060505EG5	BANK OF AMERICA CORP SUB CORP BND	7,696,843.75	7,811,125	7,900,000.00	7,698,355.66	112,769.34		594.71		—	5.125	34.7781	Jun-Dec	110815.28	120,651.03	8/6/2014	12/31/2049
060505EH3	BANK OF AMERICA CORP CAPSEC CORP BND	3,831,093.75	3,881,437.5	3,810,000.00	3,831,089.55	50,347.95		(4.20	)	—	6.25	9.4411	Mar-Sep	14006.53	41,953.11	9/5/2014	9/29/2049
060505EN0	BANK OF AMERICA CORP CAPSEC CORP BND	3,100,000	3,131,000	3,100,000.00	3,100,000	31,000		—		—	6.1	9.9699	Mar-Sep	4883.89	7,353.89	3/17/2015	12/31/2049
06050TLY6	BANK OF AMERICA CORP SENIOR CORP BND	3,445,273.5	3,455,799.45	3,450,000.00	3,445,298.65	10,500.8		25.15		—	1.65	2.9890	Mar-Sep	577.81	790.63	3/26/2015	3/26/2018
06051GEU9	BANK OF AMERICA CORP SENIOR CORP BND MTN	3,546,795	3,544,771.14	3,500,000.00	3,546,302.04	(1,530.9	)	(492.96	)	—	3.3	7.7890	Jan-Jul	14494.80	11,550	2/25/2015	1/11/2023
06051GFH7	BANK OF AMERICA CORP SUB CORP BND MTN	768,375	772,726.43	750,000.00	768,371.21	4,355.22		(3.79	)	—	4.2	9.4137	Feb-Aug	1384.42	—	3/31/2015	8/26/2024
063679ZT4	BANK OF MONTREAL CORP BND 144A	3,271,560	3,315,390.03	3,250,000.00	3,267,789.63	47,600.4		(2,384.06	)	—	1.95	1.8384	Jan-Jul	7716.65	15,843.75	1/30/2012	1/30/2017

06406HCZ0	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN	1,397,455	1,410,499.57	1,400,000.00	1,397,482.6	13,016.97		27.60		—	2.15	4.8219	Feb-Aug	2209.72	1,633.4		2/24/2020
064159BW5	BANK OF NOVA SCOTIA SENIOR CORP BND	6,000,000	6,018,659.34	6,000,000.00	6,000,000	18,659.34		—		—	0.6706	0.9589	M-J-S-D	2468.62	9,689.01	3/15/2013	3/15/2016
064159DA1	BANK OF NOVA SCOTIA SENIOR CORP BND	3,498,985	3,507,231.14	3,500,000.00	3,499,420.63	7,810.51		83.42		—	1.1	1.7068	Jun-Dec	28524.50	9,625	12/13/2013	12/13/2016
06738EAF2	BARCLAYS PLC SENIOR CORP BND	1,799,838	1,812,751.84	1,800,000.00	1,799,840.29	12,911.55		2.29		—	2	2.9616	Mar-Sep	1250.00	1,500	3/16/2015	3/16/2018
06742LAH6	DROCK_15-1 ABS 15-1 A	1,574,279.92	1,589,647.5	1,575,000.00	1,574,284.6	15,362.9		4.68		—	2.2	4.8877	Monthly	6291.11	1,828.75	3/12/2015	12/15/2022
067901AQ1	BARRICK GOLD CORPORATION SENIOR CORP BND	498,770	491,438.79	500,000.00	498,794.21	(7,355.42	)	24.21		—	4.1	8.0904	May-Nov	104.81	1,936.11	2/27/2015	5/1/2023
069643BE3	BARTOW CNTY GA DEV AUTH MUNI BND REV	1,037,520	1,043,700	1,000,000.00	1,037,091.8	6,608.2		(216.65	)	—	2.7	28.3562	Feb-Aug	1275.63	6,682.19	9/30/2014	8/1/2043
071813BD0	BAXTER INTERNATIONAL INC. CORP BND	1,633,570.4	1,631,982.73	1,610,000.00	1,628,471.06	3,511.67		(2,531.30	)	—	1.85	1.7973	Jan-Jul	735.03	7,446.25	9/30/2014	1/15/2017
071813BH1	BAXTER INTERNATIONAL INC. SENIOR CORP BND	499,135	500,247.9	500,000.00	499,629.66	618.24		77.92		—	0.95	1.1726	Jun-Dec	148.59	1,187.5	9/3/2013	6/1/2016
071813BJ7	BAXTER INTERNATIONAL INC. SENIOR CORP BND	1,999,800	2,016,602.48	2,000,000.00	1,999,871.2	16,731.28		9.64		—	1.85	3.2110	Jun-Dec	2701.11	9,250	6/11/2013	6/15/2018
075887BB4	BECTON DICKINSON AND COMPANY CORP BND	1,249,587.5	1,263,926.6	1,250,000.00	1,249,863.9	14,062.7		20.78		—	1.75	1.6110	May-Nov	2351.67	5,468.75	11/8/2011	11/8/2016
075887BD0	BECTON DICKINSON AND COMPANY SENIOR CORP BND	3,030,000	3,052,623.74	3,030,000.00	3,030,000	22,623.74		—		—	1.8	2.7123	Jun-Dec	42251.38	13,635	12/15/2014	12/15/2017
075887BE8	BECTON DICKINSON AND COMPANY SENIOR CORP BND	4,646,121.47	4,737,870.89	4,635,000.00	4,645,504.58	92,366.31		(518.87	)	—	2.675	4.7123	Jun-Dec	37597.50	30,996.57	12/15/2014	12/15/2019
084664BS9	BERKSHIRE HATHAWAY FINANC CORP SENIOR CORP BND	3,038,700	3,042,323.46	3,000,000.00	3,031,370.09	10,953.37		(3,628.88	)	—	1.6	2.1260	May-Nov	2090.12	12,000	9/30/2014	5/15/2017
084670BD9	BERKSHIRE HATHAWAY INC CORP BND	1,018,370	1,019,450.23	1,000,000.00	1,014,482.45	4,967.78		(1,928.80	)	—	1.9	1.8411	Jan-Jul	172.81	4,750	9/30/2014	1/31/2017
097023BE4	BOEING CO SENIOR CORP BND	1,970,180	1,979,669.04	2,000,000.00	1,978,142.25	1,526.79		1,698.77		—	0.95	3.1260	May-Nov	5434.35	4,750	5/3/2013	5/15/2018
097023BG9	BOEING CO SENIOR CORP BND	807,568	809,967.59	800,000.00	807,506.53	2,461.06		(61.47	)	—	2.35	6.5890	Apr-Oct	5421.32	1,148.89	3/9/2015	10/30/2021
12591RAX8	COMM_14-CR15 CMBS 14-CR15 A2	2,807,496.48	2,814,714.35	2,710,000.00	2,806,311.6	8,402.75		(1,184.88	)	—	2.928	5.8712	Monthly	4362.38	5,951.16	3/4/2015	2/10/2047
12591VAE1	COMM_14-CR16 LCF SENIOR CMBS_14-CR16 A4	4,416,718.75	4,405,679.92	4,000,000.00	4,410,923.33	(5,243.41	)	(5,795.42	)	—	4.051	8.9507	Monthly	14052.11	22,955.66	2/10/2015	4/10/2047
12592GAZ6	COMM_14-CCRE19 SENIOR CMBS _14-CCRE19-A2	1,045,429.68	1,044,330	1,000,000.00	1,045,400.8	(1,070.8	)	(28.88	)	—	2.965	4.2685	Monthly	1991.52	82.36	3/30/2015	8/10/2047
12592RBF5	COMM_14-CCRE21 SUPSEN SENIOR CMBS _14-CCRE21	1,812,207.04	1,852,760.03	1,750,000.00	1,811,755.12	41,004.91		(451.92	)	—	3.528	7.0630	Monthly	3675.00	3,430	3/11/2015	12/10/2047
12592WAD0	CNH_15-A SENIOR ABS 15-A A4	1,064,890.41	1,069,366.54	1,065,000.00	1,064,891.12	4,475.42		0.71		—	1.85	4.6384	Monthly	2988.31	1,477.69	3/4/2015	4/15/2021
12592XAZ9	COMM_15-CR22 PRELCF SENIOR CMBS 15-CR22 A2	4,295,038.66	4,325,294.98	4,170,000.00	4,294,616.3	30,678.68		(422.36	)	—	2.856	4.7836	Monthly	11109.70	1,984.92	3/25/2015	3/10/2048
12592XBD7	COMM_15-CR22 LCF SENIOR CMBS 15-CR22 A5	2,085,588.48	2,085,588.48	2,025,000.00	2,085,495.32	93.16		(93.16	)	—	3.309	9.6219	Monthly	5012.77	1,116.79	3/25/2015	3/10/2048
12592XBE5	COMM_15-CR22 SUB CMBS 15-CR22 XA	2,834,334.54	2,834,334.54	40,131,000.00	2,828,366.06	5,968.48		(5,968.48	)	—	1.174	3.2740	Monthly	15294.44	7,852.3	3/25/2015	3/10/2048
12626BAB0	COMM MORTGAGE TRUST COMM_13-CR PRELCF SENIOR CMBS 13-CR10 A2	1,043,710.94	1,040,941	1,000,000.00	1,043,705.22	(2,764.22	)	(5.72	)	—	2.972	18.1151	Monthly	22071.66	82.54	3/30/2015	8/10/2046
126281AX2	CSAIL_15-C1 PRELCF SENIOR CMBS_15-C1 A2	1,184,497.7	1,199,868.6	1,150,000.00	1,184,280.08	15,588.52		(217.62	)	—	2.9699	4.7589	Monthly	14920.85	1,043.6	3/20/2015	4/15/2050

126281AZ7	CSAIL_15-C1 LCF SENIOR CMBS_15-C1 A4	5,330,218.95	5,466,336.98	5,175,000.00	5,329,780.27	136,556.71		(438.68	)	—	3.505	9.7178	Monthly	13619.49	5,542.29	3/20/2015	4/15/2050
12629NAB1	COMM_15-DC1 PRELCF SENIOR CMBS 15-DC1 A2	4,598,842.89	4,621,275	4,465,000.00	4,597,070.01	24,204.99		(1,772.88	)	—	2.87	5.4082	Monthly	9443.31	9,579.66	3/4/2015	2/10/2048
12629NAF2	COMM_15-DC1 LCF SENIOR CMBS 15-DC1 A5	5,975,812.51	6,047,950.12	5,800,000.00	5,975,135.46	72,814.66		(677.05	)	—	3.35	9.6247	Monthly	32212.49	8,095.79	3/16/2015	2/10/2048
14040HBF1	CAPITAL ONE FINANCIAL CORP SENIOR CORP BND	515,380	517,242.21	500,000.00	515,245.91	1,996.3		(134.09	)	—	3.75	8.9890	Apr-Oct	0.00	1,875	2/25/2015	4/24/2024
140420NB2	CAPITAL ONE BANK USA NA SUB CORP BND	755,565	753,692.03	750,000.00	755,563.44	(1,871.41	)	(1.56	)	—	3.375	7.8849	Feb-Aug	1029.17	—	3/31/2015	2/15/2023
14310KAC5	CGMS_13-4 SENIOR ABS 13-4 A1 144A	1,489,350	1,497,037.42	1,500,000.00	1,489,734.05	7,303.37		384.05		—	1.7233	4.4795	J-A-J-O	3845.87	4,523.67	1/28/2015	10/15/2025
14311DAC0	CGMS_15-1A ABS_15-1A A 144A	4,987,000	4,997,930	5,000,000.00	4,987,110.33	10,819.67		110.33		—	1.7851	6.1973	J-A-J-O	5656.08	5,553.87	3/10/2015	4/20/2027
14313QAD7	CARMX_14-1 SENIOR ABS 14-1 A4	5,010,351.56	5,008,599.85	5,000,000.00	5,009,613.92	(1,014.07	)	(737.64	)	—	1.32	2.5479	Monthly	1458.83	13,016.66	1/20/2015	7/15/2019
14855GAB7	CASTLELAKE AIRCRAFT SECU TRUST ABS_14-1 A1	1,053,992.22	1,040,882.87	1,048,748.48	1,053,992.22	(13,109.35	)	—		—	5.25	7.8055	Monthly	2195.00	—	4/17/2015	2/15/2029
14889KAE2	CRMN_15-1A MEZZANIN ABS 15-1A 144A	742,800	742,800	750,000.00	742,800	—		—		—	—	6.4055	J-A-J-O	71283.33	—	5/5/2015	4/22/2027
161571FQ2	CHASE ISSUANCE TRUST CHAIT_12- ABS 12-A7	5,000,000	4,918,750	5,000,000.00	5,000,000	(81,250	)	—		—	2.16	7.4658	Monthly	166.25	17,100	2/4/2015	9/16/2024
161571GT5	CHAIT_15-A2 ABS_15-A2 A	11,224,451.1	11,304,315.85	11,225,000.00	11,224,457.73	79,858.12		6.63		—	1.59	2.8822	Monthly	5751.83	8,923.88	3/13/2015	2/18/2020
166764AV2	CHEVRON CORP SENIOR CORP BND	2,380,000	2,388,968.39	2,380,000.00	2,380,000	8,968.39		—		—	1.365	2.9233	Mar-Sep	2909.01	2,526.77	3/3/2015	3/2/2018
172967HD6	CITIGROUP INC SENIOR CORP BND	2,101,400	2,103,011.32	2,000,000.00	2,100,432.31	2,579.01		(967.69	)	—	3.875	8.5753	Apr-Oct	12835.83	7,750	2/25/2015	10/25/2023
172967JJ1	CITIGROUP INC SENIOR CORP BND	13,167,457.6	13,254,793.52	13,210,000.00	13,168,142.92	86,650.6		706.02		—	2.4	4.8904	Feb-Aug	61481.20	31,711.33	2/18/2015	2/18/2020
172967JL6	CITIGROUP INC SUB CORP BND	1,248,150	1,254,247.5	1,250,000.00	1,248,152.5	6,095		2.50		—	3.875	9.9945	Mar-Sep	671.35	672.74	3/26/2015	3/26/2025
200474BC7	COMM_15-LC19 LCF SENIOR CMBS 15-LC19 A4	5,149,702.7	5,164,600	5,000,000.00	5,147,512.28	17,087.72		(2,190.42	)	—	3.183	9.5808	Monthly	19068.92	25,205.42	2/4/2015	2/10/2048
20271RAJ9	COMMONWEALTH BANK OF AUSTRALIA SENIOR CORP BND	12,784,000	12,888,445.17	12,800,000.00	12,784,283.86	104,161.31		283.86		—	1.625	2.9507	Mar-Sep	11259.03	10,977.78	3/12/2015	3/12/2018
21870LAA4	CORE_15-CALW LCF SENIOR CMBS 15-CALW A 144A	411,855.62	411,477.68	400,000.00	411,855.62	(377.94	)	—		—	3.067	3.6493	Monthly	1977.65	—	4/9/2015	2/10/2034
225313AF2	CREDIT AGRICOLE SA SUB CORP BND 144A	1,276,020.48	1,297,580.01	1,283,000.00	1,276,043.39	21,536.62		22.91		—	4.375	9.9699	Mar-Sep	10666.05	2,182.88	3/17/2015	3/17/2025
225433AA9	CREDIT SUISSE GROUP FUNDING GU SENIOR CORP BND 144A	1,097,360	1,108,789	1,100,000.00	1,097,363.58	11,425.42		3.58		—	3.75	9.9945	Mar-Sep	9350.00	572.92	3/26/2015	3/26/2025
22546QAT4	CREDIT SUISSE NEW YORK NY SENIOR CORP BND	4,997,100	5,005,029.3	5,000,000.00	4,997,261.94	7,767.36		161.94		—	1.75	2.8356	Jan-Jul	2523.31	15,069.44	1/29/2015	1/29/2018
233046AC5	DNKN_15-1A ABS 15-1A A2I 144A	1,500,000	1,514,505.05	1,500,000.00	1,500,000	14,505.05		—		—	3.262	17.4274	F-M-A-N	55527.49	8,834.58	1/26/2015	2/20/2045
233046AD3	DNKN_15-1A ABS 15-1A A2II 144A	1,500,000	1,531,889.99	1,500,000.00	1,500,000	31,889.99		—		—	3.98	17.4274	F-M-A-N	22364.58	10,779.17	1/26/2015	2/20/2045
233851BP8	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A	1,673,593	1,679,130.89	1,675,000.00	1,673,630.44	5,500.45		37.44		—	1.65	2.9233	Mar-Sep	12741.69	2,226.36	3/2/2015	3/2/2018
235308QJ5	DALLAS TEX INDPT SCH DIST MUNITAX BND GO	6,936,930	6,961,185	6,300,000.00	6,924,116.86	37,068.14		(12,813.14	)	—	4.25	3.8822	Feb-Aug	26612.33	21,568.77	3/2/2015	2/15/2019
2354167B4	DALLAS TEX MUNITAX BND REV	1,750,000	1,770,370	1,750,000.00	1,750,000	20,370		—		—	1.96	4.5068	Apr-Oct	3094.93	571.66	3/25/2015	10/1/2019

2354167C2	DALLAS TEX MUNITAX BND REV	1,500,000	1,520,445	1,500,000.00	1,500,000	20,445		—		—	2.21	5.5096	Apr-Oct	950.17	552.5	3/25/2015	10/1/2020
24422EST7	JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN	2,578,710	2,586,824.18	2,580,000.00	2,578,797.58	8,026.6		87.58		—	1.35	2.8000	Jan-Jul	190.13	7,256.25	1/16/2015	1/16/2018
251525AP6	DEUTSCHE BANK AG SUB CORP BND	3,187,520	3,196,518.4	3,200,000.00	3,187,520	8,998.4		—		—	4.5	10.0110	Apr-Oct	3236.09	—	4/1/2015	4/1/2025
25152RYD9	DEUTSCHE BK LDN SENIOR CORP BND	4,994,050	5,019,718.95	5,000,000.00	4,994,301.41	25,417.54		278.16		—	1.875	2.8767	Feb-Aug	10027.78	13,802.08	2/13/2015	2/13/2018
25476FLG1	DISTRICT COLUMBIA MUNITAX BND GO	5,416,000	5,373,500	5,000,000.00	5,386,398.67	(12,898.67	)	(29,601.33	)	—	4.613	2.1726	Jun-Dec	75764.90	39,082.37	1/30/2015	6/1/2017
26249MAA5	DRSLF_15-37A ABS 15-37A A 144A	5,000,000	4,997,500	5,000,000.00	5,000,000	(2,500	)	—		—	1.81562	5.7288	J-A-J-O	11018.75	5,043.39	3/12/2015	4/15/2027
26441CAK1	DUKE ENERGY CORP SENIOR CORP BND	1,573,792.5	1,577,633.62	1,550,000.00	1,573,057.37	4,576.25		(735.13	)	—	2.1	3.1260	Jun-Dec	43973.38	3,435.82	2/23/2015	6/15/2018
26875PAM3	EOG RESOURCES INC SENIOR CORP BND	849,991.5	865,808.3	850,000.00	849,991.5	15,816.8		—		—	3.15	9.7644	Apr-Oct	0.00	1,041.25	3/17/2015	4/1/2025
27332QAB0	EAST LANE RE VI LTD SENIOR CORP BND 144A	1,875,000	1,874,812.5	1,875,000.00	1,875,000	(187.5	)	—		—	—	4.9562	M-J-S-D	19677.78	—	3/6/2015	3/13/2020
29273RBD0	ENERGY TRANSFER PARTNERS LP SENIOR CORP BND	5,845,203	5,900,649.3	5,850,000.00	5,845,223.23	55,426.07		20.23		—	4.05	9.7178	Mar-Sep	7413.63	12,504.38	3/12/2015	3/15/2025
29358QAA7	ENSCO PLC CORP BND	513,090	504,491.47	500,000.00	512,916.64	(8,425.17	)	(173.36	)	—	4.7	5.9616	Mar-Sep	6123.06	2,219.44	2/27/2015	3/15/2021
29358QAE9	ENSCO PLC SENIOR CORP BND	871,692.5	878,092.25	875,000.00	871,704.93	6,387.32		12.43		—	5.2	9.7178	Mar-Sep	12035.54	2,401.39	3/12/2015	3/15/2025
30161MAP8	EXELON GENERATION CO LLC SENIOR CORP BND	1,129,785.3	1,148,610.53	1,130,000.00	1,129,794.33	18,816.2		9.03		—	2.95	4.7123	Jan-Jul	27444.44	7,222.58	1/13/2015	1/15/2020
30231GAF9	EXXON MOBIL CORP SENIOR CORP BND	1,920,000	1,934,217.6	1,920,000.00	1,920,000	14,217.6		—		—	2.709	9.6932	Mar-Sep	117923.33	3,756.48	3/6/2015	3/6/2025
30231GAG7	EXXON MOBIL CORP SENIOR CORP BND	5,000,000	5,048,585	5,000,000.00	5,000,000	48,585		—		—	1.912	4.8575	Mar-Sep	0.00	6,638.89	3/6/2015	3/6/2020
30262SAR9	FREMF_15-K42 AGNECY CMBS 15-K42 B 144A	4,123,750	4,103,999.92	4,000,000.00	4,122,090.41	(18,090.49	)	(1,659.59	)	—	3.85314	9.8164	Monthly	1542.40	22,262.71	2/9/2015	12/25/2024
30291WAN4	FREMF SENIOR CMBS 14-K36 144A	2,163,906.25	2,143,399.96	2,000,000.00	2,160,681.22	(17,281.26	)	(3,225.03	)	��	4.36235	8.5753	Monthly	851.47	16,722.41	1/22/2015	12/25/2046
30291YAJ9	FREMF_14-K716 SUB CMBS 14-K716 B 144A	3,159,492.19	3,123,150.09	3,000,000.00	3,156,760.74	(33,610.65	)	(2,731.45	)	—	3.95437	8.4521	Monthly	61250.00	18,783.26	2/4/2015	8/25/2047
3128MJU32	FHLMC POOL # G08601	1,821,263.27	1,820,004.51	1,704,230.56	1,820,751.76	(747.25	)	(511.51	)	—	4	17.9068	Monthly	7451.38	946.8	3/26/2015	8/1/2044
3128MJV23	FHLMC POOL # G08632	4,768,501.87	4,774,886.3	4,554,000.00	4,768,319.54	6,566.76		(182.33	)	—	3.5	18.0055	Monthly	13241.86	850.7	4/14/2015	3/1/2045
3130A4GJ5	FHLB AGENCY BND	5,087,658.6	5,114,584.8	5,090,000.00	5,087,716.77	26,868.03		58.17		—	1.125	3.0712	Apr-Oct	30105.31	5,408.12	2/27/2015	4/25/2018
3132M55C2	FHLMC POOL # Q25643	2,142,743.71	2,142,891.46	1,979,439.92	2,141,317.42	1,574.04		(2,847.88	)	—	4	17.7096	Monthly	781.25	10,813.33	2/12/2015	4/1/2044
3132QNP37	FHLMC POOL # Q32241	2,000,562.19	2,002,864.32	1,907,000.00	2,000,562.19	2,302.13		—		—	3.5	18.0877	Monthly	6634.87	—	4/14/2015	3/1/2045
3134G6BH5	FHLMC AGENCY BND	5,000,000	5,000,849.9	5,000,000.00	5,000,000	849.9		—		—	1.25	0.0822	Jan-Jul	44200.00	10,590.28	1/30/2015	1/30/2018
3135G0B93	FNMA AGENCY BND	2,393,400	2,389,968.03	2,400,000.00	2,393,499.36	(3,531.33	)	99.36		—	1.875	4.8767	Feb-Aug	6735.57	3,375	3/4/2015	2/13/2020
3136AMM71	FNMA SUB CMBS_15-M4 X2	969,860.87	975,421.15	28,765,000.00	970,027.91	5,393.24		167.04		—	0.67948	3.3890	Monthly	14721.81	—	3/31/2015	7/25/2022
3138E9KT6	FNMA POOL # AK4805	84,864.89	85,352.72	81,356.40	84,460.63	892.09		(153.29	)	—	3	6.4411	Monthly	0.00	620.53	5/17/2012	3/1/2027

3138E9L40	FNMA POOL # AK4846	2,073,772.67	2,085,693.12	1,988,038.50	2,063,896.37	21,796.75		(3,972.77	)	—	3	6.5370	Monthly	1500.00	15,119.39	5/17/2012	5/1/2027
3138ENXH7	FNMA POOL # AL6079	5,217,254.28	5,235,574.48	4,927,021.90	5,215,005.52	20,568.96		(3,344.66	)	—	3.5	17.9260	Monthly	16133.43	36,941.46	1/14/2015	11/1/2044
3138ENZV4	FNMA POOL # AL6155	3,173,613.33	3,160,930.81	2,956,926.09	3,172,441.99	(11,511.18	)	(1,171.34	)	—	4	18.1973	Monthly	8478.92	3,942.57	3/19/2015	11/1/2044
3138MFGG6	FNMA POOL # AQ0198	2,041,643.53	2,060,455.61	1,950,226.65	2,041,643.53	18,812.08		—		—	3.5	16.4548	Monthly	3289.13	—	4/14/2015	11/1/2042
3138W9GM6	FNMA POOL # AS0203	2,051,907.27	2,064,011.65	2,010,749.73	2,051,747.86	12,263.79		(159.41	)	—	3	16.5753	Monthly	3518.81	2,010.75	3/19/2015	8/1/2043
3138WD3H2	FNMA POOL # AS4399	498,478.78	499,783.52	488,480.05	498,401.64	1,381.88		(117.97	)	—	3	17.8466	Monthly	240.00	1,793.42	2/17/2015	2/1/2045
3138WEAJ8	FNMA POOL # AS4508	4,070,302.18	4,087,072.73	3,879,942.50	4,069,008.26	18,064.47		(1,293.92	)	—	3	8.1507	Monthly	6839.65	4,203.26	3/18/2015	2/1/2030
3138WQAW2	FNMA POOL # AT2720	2,982,437.62	3,007,168.19	2,929,568.07	2,982,152.07	25,016.12		(285.55	)	—	3	16.5178	Monthly	28566.50	3,661.97	3/16/2015	5/1/2043
3138X4HN3	FNMA POOL # AU4736	2,051,604.34	2,087,552.02	2,029,407.69	2,051,458.26	36,093.76		(146.08	)	—	3	16.6740	Monthly	117105.82	3,213.22	3/12/2015	9/1/2043
3138Y3X71	FNMA POOL # AX2501	506,790.53	505,722.47	473,083.42	506,292.43	(569.96	)	(498.10	)	—	4	18.0767	Monthly	190.56	998.73	3/12/2015	10/1/2044
3138Y6YG3	FNMA POOL # AX5210	3,022,446.95	3,062,382.92	2,809,128.73	3,022,446.95	39,935.97		—		—	4	18.1342	Monthly	6835.53	—	4/14/2015	10/1/2044
3138Y8CM0	FNMA POOL # AX6375	2,087,129.68	2,115,930.02	1,996,357.78	2,086,587.79	29,342.23		(541.89	)	—	3.5	18.0575	Monthly	5311.65	3,687.72	3/12/2015	2/1/2045
3138YAXH3	FNMA POOL # AX8779	2,087,265.57	2,097,775.12	1,988,463.78	2,086,642.37	11,132.75		(623.20	)	—	3	8.1370	Monthly	38818.27	1,988.47	3/19/2015	2/1/2030
3138YGAP7	FNMA POOL # AY2713	886,166.41	885,978.61	828,798.04	886,223.14	(244.53	)	56.73		—	4	18.3753	Monthly	5082.00	—	3/31/2015	2/1/2045
3138YMJM2	FNMA POOL # AY7467	891,869.14	894,004.67	850,000.00	891,946.24	2,058.43		77.10		—	3.5	18.0767	Monthly	5529.89	—	3/31/2015	4/1/2045
31417CS30	FNMA POOL # AB5937	521,658.02	524,374.56	498,821.35	521,484.99	2,889.57		(173.03	)	—	3.5	16.3068	Monthly	12500.00	921.44	3/12/2015	8/1/2042
31428XAZ9	FEDERAL EXPRESS CORP SENIOR CORP BND	853,452.45	864,539.37	855,000.00	853,515.44	11,023.93		62.99		—	2.3	4.8438	Feb-Aug	28907.11	4,479.25	1/9/2015	2/1/2020
31679NAA2	FSSLF_15-1A ABS 15-1A A 144A	3,985,600	3,983,600	4,000,000.00	3,985,884.08	(2,284.08	)	284.08		—	2.2561	4.9945	J-A-J-O	694.44	10,277.79	2/19/2015	1/20/2027
31679NAE4	FSSLF_15-1A MEZZANIN ABS 15-1A C1 144A	242,607.08	241,975	250,000.00	242,712.36	(737.36	)	105.28		—	4.0061	6.5260	J-A-J-O	218.18	1,140.63	2/19/2015	1/20/2027
34528QDF8	FORDF_14-1 ABS 14-1 A2	500,761.72	500,190.01	500,000.00	500,760.62	(570.61	)	(1.10	)	—	0.5745	1.8986	Monthly	1102.69	7.98	3/31/2015	2/15/2019
34530QAE0	FORDO_15-A ABS 15-A A4	5,999,926.2	6,034,344	6,000,000.00	5,999,924.84	34,419.16		(1.36	)	—	1.64	3.5918	Monthly	7938.23	1,913.33	3/24/2015	6/15/2020
345397XD0	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND	1,500,000	1,500,286.5	1,500,000.00	1,500,000	286.5		—		—	1.461	1.9918	Mar-Sep	1777.07	243.5	3/27/2015	3/27/2017
345397XF5	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND	3,000,000	3,006,048.21	3,000,000.00	3,000,000	6,048.21		—		—	2.459	4.9945	Mar-Sep	882.10	819.67	3/27/2015	3/27/2020
34960JAJ4	FCO_15-6A MEZZANIN ABS 15-6A	1,971,400	1,964,400	2,000,000.00	1,971,410.06	(7,010.06	)	10.06		—	3.91935	6.4110	M-J-S-D	0.00	217.74	3/31/2015	3/31/2027
36179Q3H2	GNMA POOL # MA2600	2,869,568.32	2,880,929.5	2,792,767.85	2,869,568.32	11,361.18		—		—	3	17.2301	Monthly	5102.69	—	4/22/2015	2/20/2045
36179Q6P1	GNMA POOL # MA2678	2,359,005.16	2,362,286.69	2,243,000.00	2,359,005.16	3,281.53		—		—	3.5	17.6438	Monthly	3675.17	—	4/22/2015	3/20/2045
36192KAR8	GSMS_12-GCJ7 PRELCF SENIOR CMBS_12-GCJ7 A2	4,148,653.91	4,137,383.52	4,060,000.00	4,140,443.3	(3,059.78	)	(8,210.61	)	—	2.318	1.6219	Monthly	20935.76	15,162.28	2/3/2015	5/10/2045

36319QAA0	GALXY_15-19A ABS 15-19A A1A 144A	4,992,450	5,007,367	5,000,000.00	4,992,549.45	14,817.55		99.45		—	1.8061	6.1589	J-A-J-O	28601.53	8,779.65	2/25/2015	1/24/2027
36354TAB8	GALILEO RE LTD UNSEC CORP BND 144A	2,400,000	2,438,616	2,400,000.00	2,400,000	38,616		—		—	—	2.7781	J-A-J-O	6205.40	—	2/4/2015	1/8/2018
36962G5J9	GENERAL ELECTRIC CAPITAL CORP CORP BND MTN	1,417,600	1,414,082.5	1,250,000.00	1,417,600	(3,517.5	)	—		—	4.65	6.5534	Apr-Oct	330.00	—	4/6/2015	10/17/2021
38141EC23	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND	2,092,440	2,087,875.36	2,000,000.00	2,091,603.21	(3,727.85	)	(836.79	)	—	3.85	9.0301	Jan-Jul	4709.67	7,700	2/25/2015	7/8/2024
38141GRD8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND	3,089,430	3,097,212.3	3,000,000.00	3,088,837.1	8,375.2		(592.90	)	—	3.625	7.8192	Jan-Jul	8145.83	6,343.75	3/10/2015	1/22/2023
38148LAA4	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND	1,665,345	1,663,416.94	1,650,000.00	1,665,105.81	(1,688.87	)	(239.19	)	—	2.6	4.9836	Apr-Oct	5647.78	3,455.84	3/2/2015	4/23/2020
38174GAE4	GOCAP_15-24A MEZZANIN ABS 15-24A C 144A	1,500,000	1,500,000	1,500,000.00	1,500,000	—		—		—	—	6.3151	F-M-A-N	1437.05	—	4/10/2015	2/5/2027
40053RAA0	GRX_15-1A ABS 15-1A	3,000,000	3,000,000	3,000,000.00	3,000,000	—		—		—	3.75	4.3863	Monthly	1419.10	312.5	3/31/2015	7/15/2023
404280AT6	HSBC HOLDINGS PLC CAPSEC CORP BND	3,800,000	3,895,000	3,800,000.00	3,800,000	95,000		—		—	6.375	10.0055	Mar-Sep	6625.97	672.92	3/30/2015	12/31/2049
40428HPR7	HSBC USA INC SENIOR CORP BND	4,669,055	4,691,039.65	4,675,000.00	4,669,136.66	21,902.99		81.66		—	2.35	4.9342	Mar-Sep	7777.36	7,890.44	3/5/2015	3/5/2020
40434CAD7	HSBC USA INC SENIOR CORP BND	1,047,450	1,043,862.3	1,000,000.00	1,047,025.35	(3,163.05	)	(424.65	)	—	3.5	9.2384	Jun-Dec	292.17	3,500	2/25/2015	6/23/2024
40538FAJ2	HLAF_14-C-1 SENIOR ABS 14-C-1 144A	478,000	472,487	500,000.00	478,433.44	(5,946.44	)	433.44		—	3.2567	6.9123	J-A-J-O	18333.33	2,623.45	2/2/2015	10/22/2025
406373A$6	HALO_06-1R WHOLE CMO 06-1R 144A	1,867,773.54	1,911,534.44	1,887,059.28	1,867,773.54	43,760.9		3,631.12		—	6	0.7781	Monthly	15939.00	29,993.98	9/30/2014	8/25/2036
411707AA0	CKE RESAURANT HOLDINGS INC HNG ABS_13-1A A2 144A	498,905.86	500,728.53	485,000.00	499,102.58	1,625.95		142.96		—	4.474	2.6932	M-J-S-D	0.00	1,752.16	3/2/2015	3/20/2043
428236AM5	HEWLETT-PACKARD COMPANY CORP BND	2,959,320	2,938,093.76	2,730,000.00	2,938,655	(561.24	)	(20,665.00	)	—	5.4	1.9205	Mar-Sep	13846.67	28,255.5	1/22/2015	3/1/2017
43813JAD7	HAROT_14-1 SENIOR ABS_14-1 A4	2,019,621.09	2,022,610.58	2,025,000.00	2,019,706.14	2,904.44		85.05		—	1.04	2.0438	Monthly	442.69	702	3/19/2015	2/21/2020
44890WAC4	HART_15-A ABS 15-A A3	10,358,492.62	10,353,887.81	10,360,000.00	10,358,572.13	(4,684.32	)	79.51		—	1.05	3.0466	Monthly	5055.22	21,151.66	1/21/2015	4/15/2019
44890WAD2	HART_15-A ABS 15-A A4	5,679,985.23	5,671,536.69	5,680,000.00	5,679,982.03	(8,445.34	)	(3.20	)	—	1.37	4.0438	Monthly	17260.06	15,130.89	1/21/2015	7/15/2020
44987CAB4	ING BANK NV SENIOR CORP BND 144A	3,529,556.1	3,554,001.65	3,535,000.00	3,529,633.2	24,368.45		77.10		—	1.8	2.9616	Mar-Sep	2653.39	2,651.25	3/16/2015	3/16/2018
459200HZ7	INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND	6,530,022.5	6,530,225.35	6,550,000.00	6,531,000.7	(775.35	)	978.20		—	1.125	2.8575	Feb-Aug	6638.51	11,257.81	2/6/2015	2/6/2018
46625HJH4	JPMORGAN CHASE & CO SENIOR CORP BND	2,539,200	2,537,491.23	2,500,000.00	2,538,779.16	(1,287.93	)	(420.84	)	—	3.2	7.8274	Jan-Jul	6965.94	8,000	2/25/2015	1/25/2023
46625HJR2	JPMORGAN CHASE & CO SENIOR CORP BND	1,016,200	1,015,556.49	1,000,000.00	1,015,641.88	(85.39	)	(558.12	)	—	2.35	3.8329	Jan-Jul	2917.75	3,394.44	2/9/2015	1/28/2019
46625HKA7	JPMORGAN CHASE & CO SENIOR CORP BND	3,946,101.75	3,973,939.15	3,975,000.00	3,946,229.27	27,709.88		139.55		—	2.25	4.7342	Jan-Jul	0.00	8,176.56	1/23/2015	1/23/2020
46625HKC3	JPMORGAN CHASE & CO SENIOR CORP BND	996,100	996,779.71	1,000,000.00	996,132	647.71		32.00		—	3.125	9.5726	Jan-Jul	9817.97	2,517.36	3/2/2015	1/23/2025
46642EAY2	JPMBB LCF SENIOR CMBS _14-C21-A5	2,133,984.38	2,159,440	2,000,000.00	2,133,424.45	26,015.55		(559.93	)	—	3.7748	8.9151	Monthly	14274.77	3,145.66	3/16/2015	8/15/2047
47787UAD5	JDOT_15-A SENIOR ABS 15-A A3	2,029,838.62	2,037,496.8	2,030,000.00	2,029,841.27	7,655.53		2.65		—	1.32	2.2548	Monthly	11058.17	1,488.67	3/11/2015	6/17/2019
478115AC2	JOHNS HOPKINS UNIVERSITY CORP BND	1,750,000	1,759,917.25	1,750,000.00	1,750,000	9,917.25		—		—	1.477	3.2548	Jan-Jul	2205.24	3,087.34	2/18/2015	7/1/2018

48274LAD3	KVK CLO LTD 2014-1A ABS 14-1A C 144A	729,375	725,364	750,000.00	729,483.47	(4,119.47	)	108.47		—	3.1571	6.4740	F-M-A-N	70062.50	920.83	3/18/2015	5/15/2026
48274MAD1	KVK_14-2A ABS 14-2A C 144A	476,250	485,138	500,000.00	476,697.31	8,440.69		447.31		—	3.2533	7.6575	J-A-J-O	6800.00	2,801.45	1/29/2015	7/15/2026
494550BM7	KINDER MORGAN ENERGY PARTNERS SENIOR CORP BND	994,820	978,808.14	1,000,000.00	994,873.54	(16,065.4	)	53.54		—	3.45	7.8849	Feb-Aug	3535.82	3,258.34	2/27/2015	2/15/2023
500769GL2	KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND	12,645,381.3	12,678,990.27	12,660,000.00	12,645,955.7	33,034.57		574.40		—	1	2.8274	Jan-Jul	22304.73	21,172.23	3/20/2015	1/26/2018
500769GN8	KREDITANSTALT FUER WIEDERAUFBA CORP BND	2,296,435	2,297,976.08	2,300,000.00	2,296,575.82	1,400.26		140.82		—	0.5	1.4630	Mar-Sep	8829.16	670.83	3/10/2015	9/15/2016
500769GP3	KREDITANSTALT FUER WIEDERAUFBA CORP BND MTN	2,091,873	2,099,558.92	2,100,000.00	2,091,873	7,685.92		—		—	1.5	5.0603	Apr-Oct	12569.67	—	4/2/2015	4/20/2020
50208XAA0	LMC_15-CRE1 SENIOR CMBS 15-CRE1 A 144A	4,000,000	4,038,400	4,000,000.00	4,000,000	38,400		—		—	1.92325	4.6658	Monthly	0.00	19,706.39	2/10/2015	2/22/2032
50540RAR3	LABORATORY CORP OF AMER HLDGS SENIOR CORP BND	2,147,592	2,164,485.5	2,150,000.00	2,147,666.76	16,818.74		74.76		—	2.625	4.8438	Feb-Aug	637.78	9,563.02	1/30/2015	2/1/2020
532457BK3	ELI LILLY AND COMPANY SENIOR CORP BND	1,858,363.2	1,864,618.36	1,860,000.00	1,858,402.62	6,215.74		39.42		—	1.25	2.9205	Mar-Sep	1293.64	1,679.17	3/5/2015	3/1/2018
539830BE8	LOCKHEED MARTIN CORPORATION SENIOR CORP BND	774,387.75	780,662.19	775,000.00	774,393.15	6,269.04		5.40		—	2.9	9.6795	Mar-Sep	1816.53	1,560.77	3/6/2015	3/1/2025
546415S50	LOUISIANA STATE OF MUNITAX BND GO	4,779,355	4,828,755	4,750,000.00	4,778,733.14	50,021.86		(621.86	)	—	1.5	2.8438	Feb-Aug	13208.33	4,354.17	3/9/2015	2/1/2018
553794AA6	UNIONBANCAL CORPORATION SENIOR CORP BND	714,520.95	714,842.08	715,000.00	714,542.54	299.54		21.59		—	1.625	2.7808	Feb-Aug	5991.50	1,645.99	2/10/2015	2/9/2018
562013AA0	MANATEE RE LTD CORP BND 144A	680,000	679,796	680,000.00	680,000	(204	)	—		—	5.01521	2.7315	M-J-S-D	5937.50	473.66	3/23/2015	12/22/2017
57586NWY3	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND REV	1,700,000	1,701,360	1,700,000.00	1,700,000	1,360		—		—	1.85	0.4219	Jun-Dec	627.72	436.81	3/26/2015	6/1/2018
585055BM7	MEDTRONIC INC SENIOR CORP BND 144A	778,702.5	783,172.42	750,000.00	778,527.12	4,645.3		(175.38	)	—	3.5	9.9644	Mar-Sep	1813.89	1,822.92	3/6/2015	3/15/2025
58768LAB9	MBALT_15-A ABS 2015-A A2A	4,409,750.84	4,411,631.83	4,410,000.00	4,409,791.35	1,840.48		40.51		—	0.78	0.9616	Monthly	4793.19	7,357.35	1/14/2015	2/15/2017
58933YAS4	MERCK & CO INC SENIOR CORP BND	693,269.45	697,383.59	695,000.00	693,295.66	4,087.93		33.77		—	1.85	4.8685	Feb-Aug	4022.78	5,189.78	2/10/2015	2/10/2020
59012UAA3	MERNA REINSURANCE LTD CORP BND 144A	6,750,000	6,739,200	6,750,000.00	6,750,000	(10,800	)	—		—	2.02	3.0274	M-J-S-D	0.00	—		4/9/2018
594918BA1	MICROSOFT CORP SENIOR CORP BND	2,099,307	2,114,376.31	2,100,000.00	2,099,316.17	15,060.14		9.17		—	2.375	6.7918	Feb-Aug	6432.29	3,463.54	3/6/2015	2/12/2022
6174467Y9	MORGAN STANLEY SUB CORP BND	2,060,920	2,087,409.06	2,000,000.00	2,060,749.5	26,659.56		(170.50	)	—	4.35	11.4493	Mar-Sep	875.67	3,383.33	3/17/2015	9/8/2026
61746BDJ2	MORGAN STANLEY SENIOR CORP BND	2,094,800	2,091,414.48	2,000,000.00	2,093,780.77	(2,366.29	)	(1,019.23	)	—	3.75	7.9123	Feb-Aug	3428.87	7,500	2/25/2015	2/25/2023
617474AA9	MORGAN STANLEY CAPSEC CORP BND	2,400,000	2,421,000	2,400,000.00	2,400,000	21,000		—		—	5.55	—	Jan-Jul	227.58	4,440	3/19/2015
61747YDU6	MORGAN STANLEY SUB CORP BND MTN	775,695	774,936.75	750,000.00	775,688.1	(751.35	)	(6.90	)	—	4.1	8.1479	May-Nov	17680.56	—	3/31/2015	5/22/2023
61747YDW2	MORGAN STANLEY SENIOR CORP BND	7,924,806	8,016,046.89	7,900,000.00	7,924,544.8	91,502.09		(261.20	)	—	2.65	4.8301	Jan-Jul	38671.11	25,624.02	1/27/2015	1/27/2020
61759LAA6	MSRR CMBS_10-GG10 A4A 144A	5,583,269.74	5,561,723.35	5,196,949.61	5,536,204.51	25,518.84		(49,457.72	)	—	5.79583	1.0795	Monthly	22164.68	68,738.11	1/9/2015	8/15/2045
61764RBF4	MSBAM_15-C20 SENIOR CMBS 15-C20 A4	5,149,631	5,173,650	5,000,000.00	5,147,270.94	26,379.06		(2,360.06	)	—	3.249	9.7205	Monthly	3219.44	27,977.5	1/29/2015	2/15/2048
61974QAC0	MTL6_15 LCF SEN CMBS 15 MT6 A2A2 144A	1,500,000	1,514,249.96	1,500,000.00	1,500,000	14,249.96		—		—	2.60501	7.4411	Monthly	29766.67	868.34	3/23/2015	2/5/2030

62405QAJ2	MHAWK_13-1A ABS_13-1A C	1,203,125	1,212,247.5	1,250,000.00	1,204,069.66	8,177.84		944.66		—	2.9766	5.2603	J-A-J-O	17500.00	4,444.23	2/17/2015	1/20/2024
637432NC5	NATIONAL RURAL UTILITIES COOP SECURED CORP BND	1,995,840	1,993,051.46	2,000,000.00	1,995,980.45	(2,928.99	)	140.45		—	2	4.8301	Jan-Jul	1800.00	7,111.11	1/27/2015	1/27/2020
63939EAB9	NAVSL_15-AA SENIOR ABS 15-AA A2A 144A	329,878.46	330,986.71	330,000.00	329,881.93	1,104.78		3.47		—	2.65	7.3096	Monthly	2875.00	1,676.13	1/22/2015	12/15/2028
64128QAE5	NEUB_14-18A MEZZANIN ABS 14-18A 144A	500,000	500,150	500,000.00	500,000	150		—		—	3.3832	7.6110	F-M-A-N	657.22	46.99	3/31/2015	11/14/2025
644682D29	NEW HAMPSHIRE ST MUNITAX BND GO	2,580,441	2,578,232	2,350,000.00	2,568,897.47	9,334.53		(11,543.53	)	—	4.375	2.9205	Mar-Sep	25536.46	15,993.06	2/5/2015	3/1/2018
650035K72	NEW YORK ST URBAN DEV CORP MUNITAX BND REV	11,437,620	11,515,596	11,400,000.00	11,435,738.6	79,857.4		(1,881.40	)	—	1.44	2.9589	Mar-Sep	14072.77	25,536	2/5/2015	3/15/2018
65251TAC9	NWSTR_15-1A ABS_15-1A B 144A	2,000,000	1,992,990	2,000,000.00	2,000,000	(7,010	)	—		—	3.0666	6.9068	J-A-J-O	1562.50	2,044.4	3/20/2015	1/20/2027
65251TAE5	NWSTR_15-1A ABS_15-1A C 144A	1,000,000	995,230	1,000,000.00	1,000,000	(4,770	)	—		—	4.1166	6.9068	J-A-J-O	0.00	1,372.2	3/20/2015	1/20/2027
674000AG9	OAKCL_14-1A ABS_14-1A B 144A	480,000	486,662.8	500,000.00	482,250.82	4,411.98		2,250.82		—	3.1081	5.0603	F-M-A-N	631.94	2,670.59	1/29/2015	2/13/2025
677521HK5	OHIO ST MUNITAX BND GO	2,176,480	2,200,180	2,000,000.00	2,174,269.53	25,910.47		(2,210.47	)	—	3.911	4.3397	Feb-Aug	16396.25	4,345.56	3/11/2015	8/1/2019
68389XAU9	ORACLE CORPORATION SENIOR CORP BND	1,098,436.5	1,103,060.44	1,050,000.00	1,098,107.22	4,953.22		(329.28	)	—	3.4	9.0110	Jan-Jul	53129.17	2,479.18	3/6/2015	7/8/2024
69353REK0	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	703,353	700,998.2	700,000.00	703,329.59	(2,331.39	)	(23.41	)	—	2.95	9.8247	Feb-Aug	1496.57	1,663.46	3/2/2015	2/23/2025
69371RM45	PACCAR FINANCIAL CORP SENIOR CORP BND	2,622,532.5	2,637,943.88	2,625,000.00	2,622,582.97	15,360.91		50.47		—	1.45	2.9425	Mar-Sep	2015.90	2,326.04	3/9/2015	3/9/2018
718172AL3	PHILIP MORRIS INTERNATIONAL IN CORP BND	1,285,262.5	1,282,951.64	1,250,000.00	1,285,262.5	(2,310.86	)	—		—	2.9	6.6329	May-Nov	0.00	—	4/6/2015	11/15/2021
718549AA6	PHILLIPS 66 PARTNETS LP SENIOR CORP BND	2,250,000	2,246,928.82	2,250,000.00	2,250,000	(3,071.18	)	—		—	2.646	4.7973	Feb-Aug	1321.11	6,284.25	2/23/2015	2/15/2020
72650RBD3	PLAINS ALL AMERICAN PIPELINE L SENIOR CORP BND	523,505	514,208.91	500,000.00	523,285.04	(9,076.13	)	(219.96	)	—	3.85	8.2959	Apr-Oct	6889.29	1,818.06	2/27/2015	10/15/2023
74825FAB0	QUEEN STREET X RE LTD CORP BND 144A	680,000	681,788.4	680,000.00	680,000	1,788.4		—		—	5.77028	5.1945	M-J-S-D	53.47	217.99	3/30/2015	6/8/2020
74834LAX8	QUEST DIAGNOSTICS INC SENIOR CORP BND	1,249,450	1,250,626.25	1,250,000.00	1,249,450.52	1,175.73		0.52		—	3.5	9.7589	Mar-Sep	24509.67	2,552.08	3/10/2015	3/30/2025
76131VAA1	RETAIL PROPERTIES OF AME SENIOR CORP BND	1,458,055.9	1,480,126.33	1,465,000.00	1,458,083.08	22,043.25		27.18		—	4	9.7178	Mar-Sep	6000.00	3,092.78	3/12/2015	3/15/2025
78010USN8	ROYAL BANK OF CANADA SENIOR CORP BND MTN	805,752	811,075.69	800,000.00	805,666.48	5,409.21		(85.52	)	—	2.15	3.9589	Mar-Sep	4917.77	1,051.11	3/9/2015	3/15/2019
78448MAD9	SMAT_15-1US ABS_15-1US A3A	1,949,905.62	1,950,795.6	1,950,000.00	1,949,906.3	889.3		0.68		—	1.5	1.7699	Monthly	498.20	893.75	3/20/2015	9/14/2018
808513AK1	CHARLES SCHWAB CORPORATIO SENIOR CORP BND	668,795.03	673,060.18	669,000.00	668,798.31	4,261.87		3.28		—	1.5	2.8685	Mar-Sep	819.67	585.38	3/10/2015	3/10/2018
808513AL9	CHARLES SCHWAB CORPORATIO SENIOR CORP BND	318,656	325,863.65	320,000.00	318,662.94	7,200.71		6.94		—	3	9.7041	Mar-Sep	393.75	560	3/10/2015	3/10/2025
81618TAA8	SELECT INCOME REIT SENIOR CORP BND	2,938,672	2,970,750.74	2,950,000.00	2,939,244.89	31,505.85		572.89		—	2.85	2.7589	Feb-Aug	183.44	13,545.42	2/3/2015	2/1/2018
81881UAE7	SHACK_13-4A ABS 2013-4A C 144A	1,214,375	1,220,912.5	1,250,000.00	1,215,393.51	5,518.99		1,018.51		—	3.2541	6.7562	J-A-J-O	0.00	9,261.8	1/9/2015	1/13/2025
81881VAJ4	SHACK_14-5A ABS 14-5A C1 144A	475,000	478,868	500,000.00	475,541.21	3,326.79		541.21		—	2.9561	7.0712	F-M-A-N	927.72	2,664.66	1/26/2015	5/7/2026
828807CM7	SIMON PROPERTY GROUP LP SENIOR CORP BND 144A	325,377	325,303.08	325,000.00	325,376.26	(73.18	)	(0.74	)	—	1.5	2.5918	Feb-Aug	8925.28	13.54	3/30/2015	2/1/2018

828807CR6	SIMON PROPERTY GROUP LP SENIOR CORP BND	840,720	839,964.11	800,000.00	840,464.3	(500.19	)	(255.70	)	—	3.75	8.5945	Feb-Aug	3437.50	1,833.34	3/9/2015	2/1/2024
842400GF4	SOUTHERN CALIFORNIA EDISON CO. SECURED CORP BND	4,575,000	4,583,061.88	4,575,000.00	4,575,000	8,061.88		—		—	1.845	3.3425	Feb-Aug	15822.93	17,585.17	1/16/2015	2/1/2022
853254AT7	STANDARD CHARTERED PLC CAPSEC CORP BND 144A	2,035,000	2,051,739.91	2,035,000.00	2,035,000	16,739.91		—		—	—	—	Apr-Oct	57.27	—	4/2/2015
857477AN3	STATE STREET CORP SENIOR CORP BND	729,281	724,539.2	700,000.00	729,072.99	(4,533.79	)	(208.01	)	—	3.3	9.7205	Jun-Dec	4372.50	1,860.84	3/2/2015	12/16/2024
86212TAA7	STORE MASTER FUNDING LLC STR_1 ABS_12-1A A 144A	2,240,222.07	2,297,506.57	2,119,979.49	2,240,094.94	57,411.63		(284.20	)	—	5.77	17.2027	Monthly	134.56	6,799.7	3/11/2015	8/20/2042
86213BAB3	STR_14-1A WHOLE CMO _14-1A-A2 144A	1,094,638.67	1,074,504.16	995,833.33	1,094,170.16	(19,666	)	(551.19	)	—	5	17.4630	Monthly	8750.00	8,717.82	1/28/2015	4/20/2044
87020DAR5	SWEDEN KINGDOM CORP BND 144A MTN	1,994,860	1,996,940	2,000,000.00	1,995,177.99	1,762.01		317.99		—	0.875	2.8192	Jan-Jul	3237.78	3,305.56	1/23/2015	1/23/2018
87154EAE0	SYMP_14-15A MEZZANIN ABS_14-15A C 144A	1,005,000	999,944.33	1,000,000.00	1,004,988.25	(5,043.92	)	(11.75	)	—	3.403	7.5342	J-A-J-O	1395.83	1,228.86	3/19/2015	10/17/2026
87236YAE8	TD AMERITRADE HLDG CORP SENIOR CORP BND	3,915,776.25	3,983,592.4	3,925,000.00	3,915,801.57	67,790.83		25.32		—	2.95	6.8466	Apr-Oct	4672.67	7,075.91	3/9/2015	4/1/2022
87612EAV8	TARGET CORPORATION CORP BND	1,287,518	1,283,426.28	1,175,000.00	1,286,101.32	(2,675.04	)	(1,416.68	)	—	3.875	5.2959	Jan-Jul	9236.08	3,161.89	3/6/2015	7/15/2020
882806EL2	TEXAS TECH UNIV MUNITAX BND REV	5,000,000	5,044,700	5,000,000.00	5,000,000	44,700		—		—	1.804	3.8822	Feb-Aug	1088.73	—	4/9/2015	2/15/2019
88428LAA0	THIRD POINT RE USA HOLDINGS IN SENIOR CORP BND	12,000,000	12,000,000	12,000,000.00	12,000,000	—		—		—	7	9.8822	Feb-Aug	111053.83	112,000.01	2/13/2015	2/13/2025
89236TCA1	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN	5,527,417.05	5,567,686.29	5,535,000.00	5,527,958.42	39,727.87		541.37		—	1.45	2.7890	Jan-Jul	17329.50	17,612.07	1/12/2015	1/12/2018
89236TCF0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND	1,119,160	1,132,847.46	1,120,000.00	1,119,168.69	13,678.77		8.69		—	2.15	4.9534	Mar-Sep	595.79	1,270.89	3/12/2015	3/12/2020
89236VAD2	TAOT_13-B SENIOR ABS_13-B A4	629,492.19	630,225	625,000.00	629,410.54	814.46		(81.65	)	—	1.46	1.8000	Monthly	7434.03	304.18	3/19/2015	1/15/2019
89352HAN9	TRANSCANADA PIPELINES LIMITED SENIOR CORP BND	573,183	576,421.35	575,000.00	573,311.93	3,109.42		128.93		—	1.875	2.7890	Jan-Jul	2898.44	2,365.89	1/12/2015	1/12/2018
89837RAA0	TRUSTEES OF DARTMOUTH COLLEGE MUNITAX BND REV	566,110	560,528.76	500,000.00	563,810.84	(3,282.08	)	(2,299.16	)	—	4.75	4.1726	Jun-Dec	564.05	3,760.42	2/4/2015	6/1/2019
90331HMQ3	US BANK NA/CINCINNATI OH SENIOR CORP BND	6,689,816	6,704,813.69	6,700,000.00	6,690,406	14,407.69		590.00		—	1.35	2.7425	Jan-Jul	20265.00	16,080	1/27/2015	1/26/2018
907818EA2	UNION PACIFIC CORPORATION SENIOR CORP BND	1,006,336.49	998,340.45	1,000,000.00	1,006,127.4	(7,786.95	)	(209.09	)	—	1.8	4.8438	Feb-Aug	1271.74	2,860.9		2/1/2020
912828A42	UNITED STATES TREASURY GOVT BND	3,964,379.7	3,995,451.85	3,895,000.00	3,963,257.5	32,194.35		(1,122.20	)	—	2	5.6740	May-Nov	33436.88	7,704.39	2/24/2015	11/30/2020
912828B90	UNITED STATES TREASURY GOVT BND	3,062,349.75	3,073,020.18	3,000,000.00	3,062,213.56	10,806.62		(136.19	)	—	2	5.9205	Feb-Aug	0.00	815.22	3/27/2015	2/28/2021
912828C99	UNITED STATES TREASURY GOVT BND	5,080,199.41	5,083,572.15	5,000,000.00	5,074,387.03	9,185.12		(5,812.38	)	—	0.125	4.0438	Apr-Oct	3260.94	116.94	3/25/2015	4/15/2019
912828D49	UNITED STATES TREASURY GOVT BND	6,889,601.56	6,880,208.64	6,850,000.00	6,887,167.02	(6,958.38	)	(2,434.54	)	—	0.875	2.3781	Feb-Aug	25054.95	9,405.27	2/3/2015	8/15/2017
912828G38	UNITED STATES TREASURY GOVT BND	9,310,781.25	9,250,469.73	9,000,000.00	9,305,299.97	(54,830.24	)	(6,110.35	)	—	2.25	9.6356	May-Nov	34060.77	47,175.41	1/28/2015	11/15/2024
912828G87	UNITED STATES TREASURY GOVT BND	7,508,008.33	7,521,290.64	7,317,000.00	7,502,654.78	18,635.86		(7,877.15	)	—	2.125	6.7589	Jun-Dec	72.05	49,008.42		12/31/2021
912828G95	UNITED STATES TREASURY GOVT BND	6,094,687.5	6,075,299.82	6,000,000.00	6,091,344.17	(16,044.35	)	(3,343.33	)	—	1.625	4.7562	Jun-Dec	238.89	17,506.91	1/26/2015	12/31/2019
912828H37	UNITED STATES TREASURY GOVT BND	6,970,195.31	7,006,230.35	7,000,000.00	6,971,559.55	34,670.8		1,364.24		—	0.875	2.7973	Jan-Jul	2547.33	8,290.75	2/11/2015	1/15/2018

912828J27	UNITED STATES TREASURY GOVT BND	23,340,236	23,660,649.6	23,520,000.00	23,341,237.74	319,411.86		1,036.96		—	2	9.8877	Feb-Aug	57033.98	34,285.36	3/3/2015	2/15/2025
912828J35	UNITED STATES TREASURY GOVT BND	1,048,197.07	1,049,223.03	1,050,000.00	1,048,217.26	1,005.77		27.40		—	0.5	1.9178	Feb-Aug	5375.37	154.9	3/24/2015	2/28/2017
912828J43	UNITED STATES TREASURY GOVT BND	8,195,241.58	8,301,528.84	8,280,000.00	8,196,116.78	105,412.06		898.92		—	1.75	6.9205	Feb-Aug	8944.46	11,439.67	3/3/2015	2/28/2022
912828J50	UNITED STATES TREASURY GOVT BND	4,581,640.63	4,625,693.7	4,625,000.00	4,582,256.83	43,436.87		616.20		—	1.375	4.9205	Feb-Aug	388.67	4,665.84	3/5/2015	2/29/2020
912828J68	UNITED STATES TREASURY GOVT BND	2,699,160.79	2,709,179.89	2,700,000.00	2,699,180.33	9,999.56		25.13		—	1	2.9589	Mar-Sep	1067.93	978.26	3/18/2015	3/15/2018
912828TJ9	UNITED STATES TREASURY GOVT BND	2,779,552.48	2,776,648	2,800,000.00	2,779,603.54	(2,955.54	)	51.06		—	1.625	7.3808	Feb-Aug	18062.50	879.84	3/25/2015	8/15/2022
912828WN6	UNITED STATES TREASURY GOVT BND	4,043,269.72	4,090,119.92	4,000,000.00	4,042,614.36	47,505.56		(702.14	)	—	2	6.1726	May-Nov	41758.24	49,862.64	2/18/2015	5/31/2021
91412GTA3	UNIVERSITY CALIFORNIA MUNITAX BND REV	2,082,058.5	2,101,314.3	2,010,000.00	2,079,822.91	21,491.39		(2,235.59	)	—	2.566	4.1260	May-Nov	17398.94	7,163.43	2/11/2015	5/15/2019
91830XAE2	VOYA_12-3AR ABS 12-3AR CR 144A	4,000,000	4,002,432	4,000,000.00	4,000,000	2,432		—		—	—	3.9644	J-A-J-O	273.10	—	4/15/2015	10/15/2022
91913YAS9	VALERO ENERGY CORPORATION SENIOR CORP BND	4,985,450	5,094,630	5,000,000.00	4,985,507.6	109,122.4		57.60		—	3.65	9.9644	Mar-Sep	6906.25	9,125	3/13/2015	3/15/2025
92329JAF6	VENT_12-12A MEZZANIN ABS_12-12A C2 144A	1,000,937.5	1,002,653	1,000,000.00	1,000,909.24	1,743.76		(28.26	)	—	3.7616	5.7479	F-M-A-N	1723.61	8,117.18	1/13/2015	2/28/2024
92343VCH5	VERIZON COMMUNICATIONS INC SENIOR CORP BND	9,249,882.37	9,337,118.49	9,200,000.00	9,249,473.91	87,644.58		(408.46	)	—	2.625	4.8986	Feb-Aug	32963.72	10,062.5	3/16/2015	2/21/2020
928077HH2	VIRGINIA PORT AUTH PORT FAC RE MUNITAX BND REV	1,405,000	1,417,097.05	1,405,000.00	1,405,000	12,097.05		—		—	1.662	3.2548	Jan-Jul	3838.04	778.37	3/19/2015	7/1/2018
928077HJ8	VIRGINIA PORT AUTH PORT FAC RE MUNITAX BND REV	1,500,000	1,517,580	1,500,000.00	1,500,000	17,580		—		—	2.098	4.2548	Jan-Jul	14503.92	1,049	3/19/2015	7/1/2019
928077HK5	VIRGINIA PORT AUTH PORT FAC RE MUNITAX BND REV	2,010,000	2,041,155	2,010,000.00	2,010,000	31,155		—		—	2.348	5.2575	Jan-Jul	16553.31	1,573.15	3/19/2015	7/1/2020
93974CQX1	WASHINGTON STATE MUNITAX BND GO	4,875,697.2	4,904,424	4,440,000.00	4,868,169.61	36,254.39		(7,527.59	)	—	4.019	4.3397	Feb-Aug	27874.60	13,878.95	3/3/2015	8/1/2019
94106LBA6	WASTE MANAGEMENT INC SENIOR CORP BND	2,140,841	2,166,449.28	2,150,000.00	2,140,913.15	25,536.13		72.15		—	3.125	9.6795	Mar-Sep	2738.50	6,532.12	2/26/2015	3/1/2025
949746RN3	WELLS FARGO & COMPANY CAPSEC CORP BND	4,330,000	4,578,975	4,330,000.00	4,330,000	248,975		—		—	5.875	—	Jun-Dec	31405.14	48,050.97	1/23/2015
94974BFC9	WELLS FARGO & COMPANY SENIOR CORP BND	2,107,660	2,115,745.84	2,000,000.00	2,106,257.2	9,488.64		(1,402.80	)	—	3.5	6.9425	Mar-Sep	1316.54	7,000	2/25/2015	3/8/2022
94974BGF1	WELLS FARGO & COMPANY SENIOR CORP BND MTN	1,024,948.75	1,028,465.41	1,025,000.00	1,024,950.9	3,514.51		2.15		—	2.15	4.8384	Jan-Jul	11502.83	1,652.81	3/4/2015	1/30/2020
94974BGH7	WELLS FARGO & COMPANY SENIOR CORP BND MTN	900,531	902,042.97	900,000.00	900,528.36	1,514.61		(2.64	)	—	3	9.8986	Feb-Aug	25839.88	2,175	3/2/2015	2/19/2025
94989DAW9	WFCM_15-C27 SENIOR SENIOR CMBS 15-C27 A5	3,089,817.01	3,149,580	3,000,000.00	3,089,370.37	60,209.63		(446.64	)	—	3.451	9.6959	Monthly	72893.60	2,283.16	3/12/2015	2/15/2048
94989EAB3	WELLS_15-LC20 SENIOR CMBS 15-LC20 A2	875,480.45	873,665.19	850,000.00	875,540.03	(1,874.84	)	59.58		—	2.678	17.6110	Monthly	916.67	—	3/31/2015	4/15/2050
984121CK7	XEROX CORPORATION SENIOR CORP BND	2,996,370	2,999,092.02	3,000,000.00	2,996,418.09	2,673.93		48.09		—	2.75	5.4274	Mar-Sep	665.34	6,416.67	3/3/2015	9/1/2020
98420EAC9	XLIT LTD JRSUB CORP BND	104,614.65	105,389.66	105,000.00	104,614.82	774.84		0.17		—	4.45	5.0055	Mar-Sep	0.00	12.98	3/30/2015	3/31/2025
98956PAE2	ZIMMER HOLDINGS INC SENIOR CORP BND	4,566,892.4	4,602,257.21	4,570,000.00	4,566,911.06	35,346.15		18.66		—	2	3.0055	Apr-Oct	5488.75	3,046.67	3/19/2015	4/1/2018
98956PAF9	ZIMMER HOLDINGS INC SENIOR CORP BND	2,045,182.5	2,090,877	2,050,000.00	2,045,182.5	45,694.5		—		—	3.55	9.7644	Apr-Oct	2640.63	2,425.83	3/19/2015	4/1/2025

98956PAK8	ZIMMER HOLDINGS INC SENIOR CORP BND	684,643.8	694,609.29	685,000.00	684,643.8	9,965.49		—		—		2.7	4.9233	Apr-Oct	44937.17	616.5		3/19/2015	4/1/2020
BRSESZBW0	VOLKSWAGEN FIN SERV N.V. CORP BND EMTN	1,223,462.35	1,120,188.86	750,000.00	1,207,596.94	(87,408.08	)	(2,141.19	)	(89,704	)	2	0.5644	Apr-Oct	7291.67	5,946.12			10/23/2015
BRSFEV6K3	FLY FUNDING II SARL SENIOR SECURED TERM NOTES	1,954,476.55	1,969,171.88	1,959,375.00	1,955,561.11	13,610.77		269.25		—		—	4.3616	F-M-A-N	2108.84	22,585.06		1/3/2014	8/9/2019
BRSH5LE30	NETWORK RAIL INFRA FIN SECURED CORP BND	2,340,423.68	2,237,349.33	1,500,000.00	2,339,890.29	(102,540.96	)	(527.53	)	(107,592.4	)	1	2.6904	December	241.35	5,755.25		12/31/2014	12/7/2017
BRSHC8K00	VIRGIN MEDIA INV SENIOR SECURED TERM NOTES	4,546,336.21	4,547,586.21	4,547,586.21	4,546,618.45	967.76		45.94		—		—	5.1918	Apr-Oct	650.00	5,632.18			6/7/2020
BRSHLJUD7	AI CHEM & CY SCA SENIOR SECURED TERM NOTES	339,287.81	342,271.5	340,992.78	339,805.75	2,465.75		68.05		—		—	4.5123	J-A-J-O	21000.00	4,877.27			10/3/2019
BRSJRLR20	DRILLSHIPS FINANCING HOLDING I SENIOR SECURED TERM LOAN	2,049,690.96	1,557,247.64	2,029,397.00	2,040,413.8	(483,166.16	)	(2,154.23	)	—		—	6.0055	J-A-J-O	1099.49	30,518.21		3/4/2014	3/31/2021
BRSL801J3	EW SCRIPPS CO SENIOR SECURED TERM NOTES	388,132.3	390,077.82	389,105.06	388,132.3	1,945.52		—		—		—	5.6630	M-J-S-D	805.41	—		6/17/2015	11/26/2020
BRSM4TPX5	ZIGGO BV SENIOR SECURED TERM NOTES	3,697,361.7	3,671,295.73	3,697,872.34	3,697,399.19	(26,103.46	)	17.13		—		—	6.8000	Apr-Oct	103500.00	—			1/15/2022
BRSM4TRW5	ZIGGO BV SENIOR SECURED TERM NOTES	2,382,978.72	2,365,852.26	2,382,978.72	2,382,978.72	(17,126.46	)	—		—		—	6.8000	Apr-Oct	266.00	1,172.87			1/15/2022
BRSM4TSP9	ZIGGO BV SENIOR SECURED TERM NOTES	3,919,148.98	3,890,982.06	3,919,148.98	3,919,148.98	(28,166.92	)	—		—		—	6.8000	J-A-J-O	164.39	24,004.79		11/10/2014	1/15/2022
BRSMAKDJ1	RISE_14-1 ABS 14-1 A	515,632.16	513,720.05	509,895.83	515,632.16	(1,912.11	)	—		—		4.75	14.1836	Monthly	20500.00	—		4/17/2015	2/15/2039
BRSMDLA59	STENA INTERNATIONAL SARL SENIOR SECURED TERM NOTE	1,835,502.37	1,674,441.67	1,854,042.80	1,838,236.28	(163,794.61	)	696.34		—		—	5.9288	M-J-S-D	1006.63	18,587.25			3/3/2021
BRSMNJ591	UNILEVER PLC SENIOR CORP BND EMTN	629,791.5	582,475.61	380,000.00	630,196.8	(47,721.19	)	105.74		(67,558.31	)	2	3.7233	December	1485.55	2,930.15		3/26/2014	12/19/2018
BRSMUD4Q9	BAUER PERFORMANCE SPORTS LTD SENIOR SECURED TERM NOTES	364,593.69	364,709.12	366,425.82	364,836.58	(127.46	)	37.04		—		—	6.0466	M-J-S-D	0.00	4,315.6			4/15/2021
BRSNJTYY5	VERIZON COMMUNICATIONS INC SENIOR CORP BND	254,823.21	244,363.55	150,000.00	254,308.04	(9,944.49	)	(892.97	)	(13,749.67	)	4.073	9.2247	June	3600.05	5,008.49		12/12/2014	6/18/2024
BRSP0NVA8	DRILLSHIPS OCEAN VENTURES INC SENIOR SECURED TERM NOTES	2,182,936.32	1,846,675.93	2,204,986.18	2,184,988.17	(338,312.24	)	828.33		—		—	6.3233	M-J-S-D	2233.16	30,732.45		8/6/2014	7/25/2021
BRSP9DPN0	DELTA 2 (LUX) SARL SENIOR SECURED TERM NOTES	3,530,276.1	3,533,114.51	3,548,016.18	3,531,659.29	1,455.22		587.97		—		—	6.3370	M-J-S-D	0.00	(19,457.83	)		7/30/2021
BRSQK8KF8	BRITISH SKY BROADCASTING GRP P SENIOR CORP BND EMTN	1,485,317.01	1,449,933.34	950,000.00	1,485,389.75	(35,456.41	)	58.92		(76,315	)	2.875	5.6575	November	812.50	12,141.37		11/24/2014	11/24/2020
BRSR5UKB3	BIOTELEMETRY INC TERM NOTES	4,285,714.29	4,264,285.72	4,285,714.29	4,285,714.29	(21,428.57	)	—		—		—	4.7534	M-J-S-D	3468.35	90,357.14		1/14/2015	12/30/2019
BRSRFJ2T8	DOLLAR TREE INC SENIOR SECURED TERM NOTES	1,474,074.07	1,499,074.07	1,481,481.48	1,474,129.06	24,945.01		54.99		—		—	0.4438	M-J-S-D	33286.46	670.81		3/13/2015	3/9/2022
BRSRG6TU3	NOMACORC SENIOR SECURED REVOLVE LOAN	112,500	111,656.25	112,500.00	112,500	(843.75	)	—		—		—	4.7699	J-A-J-O	9605.31	825		1/23/2015	1/5/2020
BRSRG6UY3	NOMACORC SENIOR SECURED TERM LOAN	6,000,000	5,955,000	6,000,000.00	6,000,000	(45,000	)	—		—		—	5.7726	J-A-J-O	140625.00	126,372.16		1/20/2015	1/5/2021
BRSRHX869	JPMORGAN CHASE & CO SENIOR CORP BND EMTN	715,687.32	705,396.29	475,000.00	715,745.6	(10,349.31	)	59.15		(12,715.63	)	1.875	4.8685	Feb-Aug	810.14	1,887.38		2/10/2015	2/10/2020
BRSRLCK90	ABBEY NATIONAL TREASURY SERVIC SENIOR CORP BND EMTN	903,026.54	879,302.75	595,000.00	903,114.26	(23,811.51	)	104.18		(23,522.92	)	1.875	4.8877	February	7400.00	2,379.1		2/17/2015	2/17/2020
BRSRP3A63	MOTOR_15 -1X ABS 2015-1X A2	1,736,923	1,672,603.52	1,130,000.00	1,736,923	(64,319.48	)	—		(59,438	)	1.0041	2.0767	Monthly	8993.06	1,433.47		3/2/2015	6/25/2022
BRSRUTM42	SSE PLC CAPSEC CORP BND	809,569.26	773,517.28	525,000.00	809,569.26	(36,051.98	)	—		(32,053.85	)	3.875	—	September	2671.63	1,890.16		3/10/2015

BRSRYEAL6	EXPRESS OIL CHANGE LLC SENIOR SECURED TERM NOTES	2,935,056.07	2,905,705.51	2,935,056.07	2,935,056.07	(29,350.56	)	—		—		—	2.7507	J-A-J-O	2615.63	36,042.78	2/18/2015	12/29/2017
BRSRYEXL1	EXPRESS OIL CHANGE LLC SENIOR SECURED REVOLVE NOTES	109,519.13	108,423.94	109,519.13	109,519.13	(1,095.19	)	—		—		—	2.7507	J-A-J-O	0.00	3,622.12		12/29/2017
BRSRYF745	LAZER SPOT INC SENIOR SECURED TERM NOTES	2,937,362.64	2,915,332.42	2,937,362.64	2,937,362.64	(22,030.22	)	—		—		—	5.8685	F-M-A-N	1043.78	29,373.63	2/24/2015	2/9/2021
BRSRYHP25	LAZER SPOT INC SENIOR SECURED REVOLVE NOTES	55,631.87	55,214.63	55,631.87	55,631.87	(417.24	)	—		—		—	5.8685	F-M-A-N	81.71	5,563.19	2/24/2015	2/9/2021
BRSS0WHT7	VALEANT PHARMACEUTICALS INTERN SENIOR SECURED TERM LOAN	1,048,945.79	1,060,146.84	1,054,216.87	1,048,945.79	11,201.05		—		—		—	0.4438	M-J-S-D	167.83	—	6/13/2015	3/11/2022
BRSS5NWZ1	EXPRESS OIL CHANGE LLC SENIOR SECURED TERM NOTES	2,521,767.63	2,509,158.79	2,521,767.63	2,521,767.63	(12,608.84	)	—		—		—	2.7507	M-J-S-D	4316.66	—		12/29/2017
BRSS6Z468	VP ESCROW CORP SENIOR SECURED TERM LOAN	803,447.83	812,027.36	807,485.26	803,447.83	8,579.53		—		—		—	0.4521	M-J-S-D	279.00	—	6/13/2015	4/15/2022
BRSS99PD5	INVENTUS SOLUTIONS INC SENIOR SECURED TERM NOTES	6,014,173.18	6,029,284.17	6,044,395.16	6,014,294.39	14,989.78		121.21		—		—	4.7534	M-J-S-D	3583.33	—	3/25/2015	12/30/2019
BRSS9F410	CASCADE DRILLING SENIOR SECURED TERM NOTES	4,486,803.52	4,453,152.49	4,486,803.52	4,486,803.52	(33,651.03	)	—		—		—	5.8986	M-J-S-D	1504.85	44,868.04	3/9/2015	2/20/2021
BRSS9F6W0	CASCADE DRILLING L.P. SENIOR SECURED TERM NOTES	128,115.84	127,154.97	128,115.84	128,115.84	(960.87	)	—		—		—	4.8959	M-J-S-D	717.13	13,196.48	3/9/2015	2/20/2020
BRSSB5RH9	RANDALL-REILLY LLC TERM NOTES	7,075,471.7	7,048,938.68	7,075,471.70	7,075,471.7	(26,533.02	)	—		—		—	3.4411	M-J-S-D	8695.00	62,523.58	3/24/2015	9/7/2018
BRSSD9JL9	TOWNSQUARE MEDIA INC SENIOR SECURED TERM NOTES	358,679.73	361,496.9	360,482.14	358,679.73	2,817.17		—		—		—	0.9808	M-J-S-D	4245.28	—	6/29/2015	3/25/2022
BRSSDTNX4	POST HOLDINGS INC SENIOR SECURED TERM NOTES	538,565.63	541,813.26	541,271.99	538,565.63	3,247.63		—		—		—	0.4822	M-J-S-D	7258.33	—	6/23/2015	6/2/2021
BRSSJC1F8	PHILLIPS & TEMRO INDUSTRIES IN SENIOR SECURED TERM LOAN	3,340,163.93	3,306,762.29	3,340,163.93	3,340,163.93	(33,401.64	)	—		—		—	5.9534	M-J-S-D	4083.33	41,752.05	3/27/2015	3/12/2021
BRSSJCC41	PHILLIPS & TEMRO INDUSTRIES IN SENIOR SECURED TERM LOAN	26,028.85	25,768.56	26,028.85	26,028.85	(260.29	)	—		—		—	4.9534	M-J-S-D	18133.33	5,122.95	3/27/2015	3/12/2020
BRSSLJ0J3	BENDON INC SENIOR SECURED TERM NOTES	1,018,592.06	1,018,592.06	1,028,880.87	1,018,592.06	—		—		—		—	6.0027	M-J-S-D	11795.20	—	6/28/2015	3/30/2021
BRSSLJ0T1	BENDON INC SENIOR SECURED TERM NOTES	6,035,157.94	6,035,157.94	6,096,119.13	6,035,157.94	—		—		—		—	6.0027	M-J-S-D	-2293.95	—	6/28/2015	3/30/2021
F7S02WAB2	RCI BANQUE SA SENIOR CORP BND EMTN	521,157.62	510,675.72	340,000.00	520,646.66	(9,970.94	)	(1,125.64	)	(9,266.5	)	2.125	2.5205	October	344.32	4,679.45	1/20/2015	10/6/2017
G2479P4N2	COVENTRY BLDG SOC LOCAL BND EMTN	714,838.63	698,196.04	425,000.00	710,294.72	(12,098.68	)	(4,543.91	)	(14,276.7	)	4.625	3.0548	April	162.50	6,363.56	1/13/2015	4/19/2018
G5274WAA8	KIZUNA RE II LTD CORP BND 144A	1,912,522.91	1,916,043.38	230,000,000.00	1,912,522.91	3,520.47		—		5,342.44		2.02535	4.0164	J-A-J-O	43750.00	645.58	3/26/2015	4/5/2019
G54404AK7	LEGAL & GEN GRP PLC LOCAL BND	1,611,530.25	1,580,992.5	1,000,000.00	1,603,225.79	(22,233.29	)	(8,304.46	)	(28,534.32	)	6.385	2.0904	May-Nov	5900.00	18,881.45	1/20/2015	12/31/2049
G92435BV0	UNITED KINGDOM GILT IBND GOVT 8 MO	5,243,611.28	5,133,509.37	1,058,000.00	5,222,505.1	(88,995.73	)	(20,933.61	)	(90,058.8	)	2.5	1.3233	Jan-Jul	776.56	17,792		7/26/2016
Z91QYBKC6	ECRT_5 ABS 5	742,075	742,313.09	500,000.00	742,075	238.09		—		175		—	1.7233	Monthly	395.55	—	4/20/2015	4/18/2023
			5,484,479,260.87		5,458,443,147.09	26,036,113.78

Validus Holdings, Ltd. March 31, 2015 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
GEORGE WASHINGTON UNIV D C UNSECURED CORP BND		372546AG6	20140930		20150915	2,529,373.93	8,376.07		(15,967.85	)	—	—		2,500,000.00	2,561,875	4,047.78	—	3.643	0.7068493151	Mar-Sep	7,111.11	979.47
CATERPILLAR INC CORP BND		14912L4M0	20140930		20150624	502,822.54	(227.54	)	(3,024.16	)	—	—		500,000	508,965	3,704.86	0	2.7500	0.4794520548	Jun-Dec	59363.40	8232.72
CSDVRS LLC SENIOR SECURED TERM NOTES		BRSRYJ4P3	20150220		0	6,847,826.09	(34,239.13	)	—		—	—		6,847,826.09	6,847,826.09	—	0	0.0000	0.0000000000	At Mat	0.00	0.00
RHODE ISLAND ST HEALTH & EDL B MUNI BND REV		762243SC8	20140930		20150515	3,015,089.41	300.59		(30,864.71	)	—	—		3,000,000	3,077,520	56,666.67	0	5.0000	0.3698630137	May-Nov	11158.33	1322.17
BONY CASH RESERVE CASH RESERVE FUND		S875996$0	20141231		0	813,408,752.38	—		—		—	—		813,408,752.38	813,408,752.38	—	—	0.0001	—	At Mat	76,069.48	76,069.48
BNY MELLON USD LIQ INVESTOR 97 BNY MELLON USD LIQ INVESTOR 97		DRFUNI$20	20141219		0	60,395,247.55	—		—		—	—		60,395,247.55	60,395,247.55	—	—	—	—	At Mat	24,543.26	3,932.05
JOHN DEERE CAPITAL CORP CORP BND		24422ERS0	20140930		20150629	500,744.90	(54.90	)	(753.27	)	—	—		500,000.00	502,275	1,213.89	—	0.95	0.4931506849	Jun-Dec	5,572.22	639.34
TAHLEQUAH OKLA EDL FACS AUTH MUNITAX BND REV		873789AC5	20140930		20150901	1,536,806.96	9.04		(12,915.58	)	—	—		1,515,000.00	1,563,116.4	5,621.91	—	4.453	0.6684931507	Mar-Sep	6,416.67	770.18
GOLDMAN SACHS LIQUID RESERVE		GLDSCS$03	20130522		0	78,152,500.34	—		—		—	—		78,152,500.34	78,152,500.34	—	—	0.0003	—	At Mat	75,226.2	75,226.2
PRAXAIR INC CORP BND		74005PAV6	20140930		20150915	1,012,586.56	(246.56	)	(6,858.37	)	—	—		1,000,000.00	1,026,550	1,444.44	—	3.25	0.7068493151	Mar-Sep	32,500	6,089.74
PROCTER & GAMBLE COMPANY CORP BND		742718DQ9	20140930		20150901	1,011,747.41	(697.41	)	(6,973.04	)	—	—		1,000,000.00	1,025,960	2,625	—	3.15	0.6684931507	Mar-Sep	8,125	1,266.63
MIAMI-DADE CNTY FLA EDL FACS A MUNITAX BND REV		59333AJX0	20140930		20150401	240,000.00	—		(2,943.66	)	—	—		240,000.00	245,985.6	7,320	—	6.1	0.2493150685	Apr-Oct	4,114.58	1,569.32
UNITED STATES TREASURY GOVT BND		912828TT7	20141015		20151015	58,196,744.91	(15,343.91	)	(21,521.04	)	—	—		58,150,000.00	58,236,316.42	67,096.15	—	0.25	0.7890410959	Apr-Oct	12,079.22	12,079.22
WAL-MART STORES INC CORP BND		931142CR2	20140930		20150401	1,500,000.00	—		(9,685.55	)	—	—		1,500,000.00	1,519,695	21,562.5	—	2.875	0.2493150685	Apr-Oct	51,863.33	12,755.46
DISTRICT OF COLUMBIA HOUSING F MUNI BND REV		25476RAN2	20140930		20150701	1,011,256.95	(6.95	)	(11,133.24	)	—	—		1,000,000.00	1,033,680	12,500	—	5	0.498630137	Jan-Jul	7,583.33	875.2
WESTERN AST INS CSH RES CASH RESERVE FUND		52470G205	20141215		0	1,703,524.39	—		—		—	—		1,703,524.39	1,703,524.39	—	—	0.0002	—	At Mat	4,265.45	1,719.49
UNITED STATES TREASURY TBILL CASH		912796FZ7	20150317		0	4,988,906.39	—		435.55		—	—		5,000,000.00	4,988,470.84	—	—	—	—	At Mat	777.78	68.56
CITI-INSTITUTION LIQ FUND USD CASH RESERVE FUND		B0A0ATCJ9	20141124		0	11,159,713.61	—		—		—	—		11,159,713.61	11,159,713.61	—	—	0.0006	—	At Mat	31,790.52	12,815.44
THE DREYFUS FUND INC STIF FUND		BRS7BB2L0	20141118		0	2,239,485.18	—		—		—	—		2,239,485.18	2,239,485.18	—	—	—	—	At Mat	—	—
TORONTO-DOMINION BANK/THE CORP BND 144A		891145LV4	20140930		20150729	1,005,294.34	964.66		(3,986.53	)	—	—		1,000,000.00	1,013,360	3,788.89	—	2.2	0.5753424658	Jan-Jul	18,618.83	3,885.57
ML INST LIQ FUND - AGENCY OPEN_END FUND		BRS263RF1	20141201		0	1,160,971.04	—		—		—	(27,846.34	)	763,303.94	1,160,971.04	—	—	0.0002	—	At Mat	8,363.38	529.25
OHIO ST HIGHER EDL FAC REV MUNI BND REV		67756AVQ2	20140930		20150501	771,199.99	1.21		(3,599.98	)	—	—		770,000.00	778,454.6	16,041.67	—	5	0.3315068493	May-Nov	15,468.05	1,910.6

NEW MEXICO FIN AUTH MUNI BND REV	64711MM87	20140930	20150601	739,358.12	0.43		(6,430.03	)	—	—		735,000.00	752,404.8	9,187.5	—	3.75	0.4164383562	Jun-Dec	24,482.09	1,274.61
UNIVERSITY ALA GEN REV MUNITAX BND REV	914026FE4	20140930	20150701	1,279,882.76	239.14		(9,774.15	)	—	—		1,270,000.00	1,299,578.3	10,858.5	—	3.42	0.498630137	Jan-Jul	10,692.14	2,425.05
NORTH FOREST INDPT SCH DIST TE MUNI BND GO	659414LX2	20140930	20150815	1,297,080.85	1,351.15		(11,198.95	)	—	—		1,280,000.00	1,319,744	6,542.22	—	4	0.6219178082	Feb-Aug	6,890.62	460.59
ILLINOIS STATE OF MUNI BND REV	4522265Q2	20140930	20150615	2,524,977.99	(77.99	)	(29,973.58	)	—	—		2,500,000.00	2,585,850	36,805.56	—	5	0.4547945205	Jun-Dec	8,333.33	911.17
PHOENIX AZ MUNITAX BND GO	718814A22	20140930	20150701	1,289,181.58	(119.18	)	(9,080.69	)	—	—		1,280,000.00	1,307,481.6	10,041.6	—	3.138	0.498630137	Jan-Jul	3,208.34	575.01
UNITED STATES TREASURY GOVT BND	912828NF3	20140930	20150531	3,406,442.48	(137.13	)	(23,161.96	)	—	—		3,395,000.00	3,441,273.85	24,180.06	—	2.125	0.4136986301	May-Nov	43,592.51	6,075.02
NOVARTIS CAPITAL CORP CORP BND	66989HAC2	20140930	20150424	1,001,633.88	(333.88	)	(6,393.44	)	—	—		1,000,000.00	1,014,650	12,647.22	—	2.9	0.3123287671	Apr-Oct	4,297.22	351.44
CDN S/T INVT BLENDED ACCT	993252329	20141106	0	3,544,462.54	—		—		—	—		3,544,462.54	3,544,462.54	—	—				—	—
MARYLAND ST MUNITAX BND REV	574195PF4	20140930	20150901	1,516,222.61	472.39		(9,629.61	)	—	—		1,500,000.00	1,535,850	3,648.75	—	2.919	0.6684931507	Mar-Sep	28,179.48	2,649.46
TULSA CNTY OKLA INDL AUTH MULT MUNITAX BND REV	89952PBG9	20140930	20150901	1,014,367.74	2.26		(8,512.67	)	—	—		1,000,000.00	1,031,710	3,615	—	4.338	0.6684931507	Mar-Sep	7,823.57	835.48
PURDUE UNIV IND MUNITAX BND REV	746189RA9	20140930	20150701	502,834.04	(4.04	)	(2,802.90	)	—	—		500,000.00	508,480	3,387.5	—	2.71	0.498630137	Jan-Jul	8,180.53	891.34
BBH OVERNIGHT DEPOSITS	BRS000000	20150331	20150401	76,851,371.93	—		—		—	—		76,851,371.93	76,851,371.93	—	—			At Mat	—	—
HSBC AUD MMKT FUND	BRS000000	20150331	20150401	3,245,621.00	—		—		—	—		3,245,621.00	3,245,621	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT	BRS000000	20141014	20150401	10,000,000.00	—		—		—	—		10,000,000.00	10,000,000	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT	BRS000000	20150309	20160309	8,000,000.00	—		—		—	—		8,000,000.00	8,000,000	—	—			At Mat	—	—
HSBC TERM DEPOSIT	BRS000000	20150305	20150605	7,000,000.00	—		—		—	—		7,000,000.00	7,000,000	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT	BRS000000	20150225	20150925	4,383,622.49	—		—		—	—		4,383,622.49	4,383,622.49	—	—			At Mat	—	—
HSBC TERM DEPOSIT	BRS000000	20150116	20150416	2,922,415.00	—		—		—	—		2,922,415.00	2,922,415	—	—			At Mat	—	—
				1,183,410,069.88	(39,771.68	)	(246,749.41	)		(27,846.34	)		1,183,894,759.95	324,547.67

Validus Holdings, Ltd. March 31, 2015 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	994,398.08	1,069,993.5	994,398.08	75,595.42		—	—	—	—		—	—
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	4,837,430.25	3,765,757.24	1,727,770.65		—	—	—	(656,097.64	)	—	—
PORT ADVISORS PRIVATE EQUITY I			11/30/2012	3,035,620.48	5,537,490.88	3,035,620.48	2,501,870.4		—	—	—	—		—	—
GOLDENTREE DISTRESSED DEBT FUN			11/30/2012	10,921,730.99	19,015,026.41	12,052,598.58	6,962,427.86		—	—	—	—		—	—
LEAPFROG INVESTMENTS FINANCIAL			11/30/2012	1,629,126	2,771,198.6	1,629,126	1,142,072.6		—	—	—	—		—	—
BUFFETS INC			7/18/2012	920,570.56	0.07	920,570.56	(920,570.49	)	—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			6/1/2014	106,904,537.57	106,904,537.57	106,904,537.57	—		—	—	—	—		—	—
GUGGENHEIM STRATEGY FUND II			10/2/2014	10,088,481.62	10,092,692.04	10,088,481.62	4,210.42		—	—	—	—		—	—
VINTAGE VI LP			9/30/2014	4,029,555.55	4,091,059.69	4,029,555.55	61,504.14		—	—	—	—		—	—
PRUDENTIAL CAPITAL PARTNERS IV			9/30/2014	4,850,578.97	4,807,987.41	4,850,578.97	(42,591.56	)	—	—	—	—		—	—
CONNING CAPITAL PARTNERS VI			9/30/2014	630,933.01	596,826.9	630,933.01	(34,106.11	)	—	—	—	—		—	—
CENTURY FOCUSED FUND III LP			9/30/2014	9,025,882.38	9,348,059.54	9,025,882.38	322,177.16		—	—	—	—		—	—
HIGHBRIDGE MEZZANINE PARTNERS			9/30/2014	6,561,138.4	6,174,781.11	6,561,138.4	(386,357.29	)	—	—	—	—		—	—
CENTURY CAPITAL PARTNERS IV LP			9/30/2014	1,724,696.87	1,801,297.8	1,724,696.87	76,600.93		—	—	—	—		—	—
BANK OF AMERICA CORP			9/30/2014	2,945,405.28	3,004,876.8	2,945,405.28	59,471.52		—	—	—	—		—	—
GUARDIAN GROWTH EQUITY			9/4/2009	6,181,301.52	9,699,183.02	6,181,301.52	3,517,881.5		—	—	—	—		—	—
MFS MERIDIAN MID CAP GROWTH FUND			9/4/2009	17,203.14	36,888.57	17,203.14	19,685.43		—	—	—	—		—	—
BRIDGE GROWTH PARTNERS (PARALLEL), LP			7/15/2014	12,476,016	12,476,016	12,476,016	—		—	—	—	—		—	—
PUBLIC PENSION CAPITAL, LLC			7/21/2014	410,299	410,299	410,299	—		—	—	—	—		—	—
PAULSON PARTNERS ENHANCED LP			4/1/2012	172,347,129.47	239,741,870	172,347,129.47	67,394,740.53		—	—	—	—		—	—
PAULSON PARTNERS ADVANTAGE PLUS LP			4/1/2012	112,969,536.87	76,871,217.6	112,969,536.87	(36,098,319.27	)	—	—	—	—		—	—
PAULSON PARTNERS GOLD FUND LP			4/1/2012	125,000,000	31,851,846	125,000,000	(93,148,154	)	—	—	—	—		—	—
PAULSON PARTNERS CREDIT OPPORTUNITIES LP			6/1/2012	148,383,750.75	169,150,708.6	148,383,750.75	20,766,957.85		—	—	—	—		—	—
GAIA PAULSON MERGER ARBITRAGE - SCHRODERS			7/1/2014	25,000,000	24,687,500	25,000,000	(312,500	)	—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LLC			1/1/2015	55,978,585.1	55,978,585.1	55,978,585.1	—		—	—	—	—		—	—
LLOYD'S CANADIAN BLENDED ACCOUNT			10/1/2013	19,755,834	20,312,253.07	19,755,834	556,419.07		—	—	—	—		—	—
LLOYD'S OVERSEAS DEPOSITS			10/1/2013	60,725,636	60,725,636	60,725,636	—		—	—	—	—		—	—
				907,273,722.15	881,995,278.89	908,404,589.74	(25,753,213.18	)				(656,097.64	)