Validus 8-K Results of Operations and Financial Condition

Validus Holdings, Ltd. June 30, 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
00084DAE0	ABN AMRO BANK NV CORP BND 144A					6,261,360	6,264,870	6,000,000.00	6,261,360	3,510		(40.68	)	—	—	4.25		Feb-Aug	105,541.67	—	20150626	20170202
00084DAH3	ABN AMRO BANK NV SENIOR CORP BND 144A			2		5,000,000	5,022,150.4	5,000,000.00	5,000,000	22,150.4		(71.19	)	—	—	1.079		J-A-J-O	9,591.11	26,666.48	20131023	20161028
00084UAA0	ACASL_14-1A SENIOR ABS 14-1A A 144A			2		745,050	749,994	750,000.00	745,450.99	4,543.01		(12.26	)	—	—	1.7851		J-A-J-O	2,677.65	5,696.37	20150123	20260718
00101JAE6	ADT CORP SENIOR CORP BND			2		3,984,328.45	3,960,799.88	4,000,000.00	3,988,069.49	(27,269.61	)	(100.69	)	—	—	2.25		Jan-Jul	41,500.00	45,000	20130430	20170715
001406AA5	AIM_15-1A ABS 15-1A A1 144A			2		3,416,666.66	3,383,524.99	3,416,666.66	3,416,654.4	(33,129.41	)	3,086.64		—	—	4.213		Monthly	6,397.52	53,471.94		20400215
00182EAW9	ANZ NATIONAL INTERNATIONAL LTD SENIOR CORP BND 144A			2		1,999,760	1,994,942.62	2,000,000.00	1,999,779.51	(4,836.89	)	170.14		—	—	1.75		Mar-Sep	8,847.22	8,847.22	20150324	20180329
00205BAA6	ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B 144A			2		1,568,816.57	1,566,369.25	1,568,816.57	1,568,816.57	(2,447.32	)	25.53		—	—	0.4855		Monthly	338.52	4,865.11	20121016	20210115
00206RAT9	AT&T INC CORP BND			2		517,103.96	505,494.4	300,000.00	506,553.8	(1,059.4	)	(12,262.25	)	—	1,081.32	5.875		April	4,847.01	17,061.91	20141210	20170428
00206RAW2	AT&T INC CORP BND			2		6,239,590.5	6,274,911.5	6,175,000.00	6,186,998.09	87,913.41		1,529.45		—	—	2.95		May-Nov	23,276.32	92,371.88	20110524	20160515
00206RBM3	AT&T INC SENIOR CORP BND			2		997,780	991,547.78	1,000,000.00	997,851.71	(6,303.93	)	795.09		—	—	1.4		Jun-Dec	1,166.67	1,166.67	20150527	20171201
00206RCA8	AT&T INC SENIOR CORP BND			2		3,523,968	3,473,680.32	3,450,000.00	3,520,514.59	(46,834.27	)	0.28		—	—	2.375		May-Nov	7,738.54	14,111.46	20150424	20181127
00206RCC4	AT&T INC SENIOR CORP BND			2		3,010,080	2,991,687.24	3,000,000.00	3,008,458.84	(16,771.6	)	2,099.15		—	—	2.3		Mar-Sep	21,083.33	34,500	20140930	20190311
00206RCL4	AT&T INC SENIOR CORP BND			2		2,748,597.5	2,689,109.64	2,750,000.00	2,748,598.81	(59,489.17	)	(8,710.10	)	—	—	2.45		Jun-Dec	10,667.71	22,850.34	20150423	20200630
00206RCN0	AT&T INC SENIOR CORP BND			2		1,794,672	1,710,536	1,800,000.00	1,794,737	(84,201	)	832.78		—	—	3.4		May-Nov	9,690.00	23,536.5	20150423	20250515
002799AT1	ABBEY NATIONAL TREASURY SERVIC SENIOR CORP BND			2		1,247,312.5	1,242,619.51	1,250,000.00	1,247,460.46	(4,840.95	)	(51,991.76	)	—	—	2.375		Mar-Sep	8,658.85	8,658.85	20150309	20200316
002824AU4	ABBOTT LABORATORIES CORP BND			2		2,692,896	2,657,821.1	2,400,000.00	2,682,800.53	(24,979.43	)	(2,019.96	)	—	—	5.125		Apr-Oct	30,750.00	17,083.33	20150504	20190401
002824AZ3	ABBOTT LABORATORIES SENIOR CORP BND			2		1,092,919.5	1,079,047.17	1,095,000.00	1,093,041.51	(13,994.34	)	222.67		—	—	2		Mar-Sep	6,752.50	6,752.5	20150305	20200315
00287YAJ8	ABBVIE INC SENIOR CORP BND			2		7,385,909.47	7,389,398.16	7,374,000.00	7,386,344.15	3,054.01		(7,907.44	)	—	—	1.75		May-Nov	19,715.21	61,899.94		20171106
00287YAL3	ABBVIE INC SENIOR CORP BND			2		982,080	966,810.84	1,000,000.00	982,286.47	(15,475.63	)	32.28		—	—	2.9		May-Nov	4,430.56	2,738.89	20150521	20221106
00287YAN9	ABBVIE INC SENIOR CORP BND			2		4,495,410	4,486,886.1	4,500,000.00	4,495,605.04	(8,718.94	)	20.18		—	—	1.8		May-Nov	10,575.00	16,525	20150505	20180514
00287YAP4	ABBVIE INC SENIOR CORP BND			2		424,162.75	420,565.18	425,000.00	424,175.17	(3,609.99	)	8,875.99		—	—	3.2		May-Nov	1,775.56	3,828.89	20150505	20221106
00287YAT6	ABBVIE INC SENIOR CORP BND			2		9,361,460	9,298,364.37	9,400,000.00	9,362,408.23	(64,043.86	)	258.21		—	—	2.5		May-Nov	30,680.54	30,680.54	20150505	20200514
00432CAZ4	AGSL_03-1 ABS 03-1-2003-1			2		360,500	391,135.2	400,000.00	377,553.69	13,581.51		2,401.64		—	—	0.697932		Monthly	145.32	2,335.42		20351226
00432CBB6	AGSL_03-1 ABS_03-1-2003-1			2		311,937.5	341,158.65	350,000.00	325,979.51	15,179.14		4,663.15		—	—	0.38		Monthly	7.29	2,162.58	20100329	20351226
00432CBP5	AGSL_03-1 ABS_04-1-2004-1			2		435,625	488,503.5	500,000.00	459,486.44	29,017.06		36.60		—	—	—		Monthly	0	2,539.84	20100329	20321227
00432CCM1	ACCESS GROUP INC ACCSS_05-2 ABS 05-2			2		1,295,571.26	1,324,030.58	1,330,496.80	1,312,766.09	11,264.49		7.08		—	—	0.4635		F-M-A-N	685.20	3,175.87	20120808	20241122
00452PAG2	ACIS_15-6A MEZZANIN ABS 15-6A B1 144A			2		2,238,750	2,258,232.75	2,250,000.00	2,239,076.78	19,155.97		139.20		—	—	2.74095		F-M-A-N	13,019.51	13,019.51	20150304	20270501
00452PAN7	ACIS_15-6A MEZZANIN ABS 15-6A C 144A			1		495,000	500,691	500,000.00	495,139.2	5,551.8		—		—	—	3.63095		F-M-A-N	3,832.67	3,832.67	20150304	20270501

00507UAD3	ACTAVIS FUNDING SCS SENIOR CORP BND	2	9,707,707.38	9,621,395.11	9,715,000.00	9,708,752.57	(87,357.46	)	52.27		—	—	2.45	Jun-Dec	10,578.55	119,008.75	20141113	20190615
00507UAN1	ACTAVIS FUNDING SCS SENIOR CORP BND	2	6,177,000	6,202,881.57	6,177,000.00	6,177,000	25,881.57		51.48		—	—	1.36785	M-J-S-D	4,459.30	25,719.96	20150303	20180312
00507UAP6	ACTAVIS FUNDING SCS SENIOR CORP BND		2,224,888.75	2,227,988.68	2,225,000.00	2,224,895.03	3,093.65		(35,598.62	)	—	—	3	Mar-Sep	20,210.41	51,110.24	20150303	20200312
006897AG7	ADPK_13-1A MEZZANIN ABS 13-1A C 144A		2,504,750	2,500,072.5	2,500,000.00	2,504,551.35	(4,478.85	)	(755.77	)	—	—	3.2753	J-A-J-O	17,513.76	17,513.76	20150325	20240415
009158AQ9	AIR PRODUCTS AND CHEMICALS INC CORP BND	1	1,544,936.3	1,508,666.72	1,490,000.00	1,507,824.06	842.66		1,332.02		—	—	2	Feb-Aug	12,333.89	14,900	20130307	20160802
009349AF8	AIRCRAFT LEASE SECURITISATION ABS_07-1A G3 144A		509,664.03	524,848.29	528,149.22	524,004.53	843.76		(57,174.95	)	—	—	0.445	Monthly	169.74	1,281.35	20131106	20320510
010392FH6	ALABAMA POWER COMPANY SENIOR CORP BND		3,345,913	3,350,904.5	3,350,000.00	3,349,602.15	1,302.35		(46,720.12	)	—	—	0.55	Apr-Oct	3,889.72	9,212.5	20121009	20151015
011395AB6	ALAMO RE LTD CORP BOND 144A		1,950,000	1,940,035.5	1,950,000.00	1,950,000	(9,964.5	)	—		—	—	—	M-J-S-D	0	4,794.14	20150506	20180607
011395AC4	ALAMO RE LTD CORP BOND 144A		2,600,000	2,590,900	2,600,000.00	2,600,000	(9,100	)	—		—	—	4.6	M-J-S-D	4,983.33	9,967.16	20150506	20190607
018490AP7	ALLERGAN INC/UNITED STATES SENIOR CORP BND		970,860	978,697.81	1,000,000.00	977,013.84	1,683.97		0.13		—	—	1.35	Mar-Sep	3,975.00	17,625	20140930	20180315
01F022477	FNMA TBA MBS		2,518,750	2,529,296.88	2,500,000.00	2,518,750	10,546.88		—		—	—	2.5	Monthly	2,604.17	—	20150611	20300701
01F030470	FNMA TBA MBS		5,160,937.5	5,178,515.63	5,000,000.00	5,160,937.5	17,578.13		—		—	—	3	Monthly	6,250.00	—	20150611	20300701
01F030678	FNMA TBA MBS		9,519,653.74	9,561,491.57	9,602,000.00	9,519,653.74	41,837.83		—		—	—	3	Monthly	10,402.16	—		20450701
01F032674	FNMA TBA MBS		6,129,681.25	6,141,791.57	5,962,000.00	6,129,681.25	12,110.32		—		—	—	3.5	Monthly	7,535.30	—	20150608	20450701
01F040677	FNMA TBA MBS		13,107,714.38	13,138,729.38	12,406,000.00	13,107,714.38	31,015		—		—	—	4	Monthly	10,111.11	—	20150609	20450701
01F042673	FNMA TBA MBS		6,765,201.57	6,766,668.76	6,260,000.00	6,765,201.57	1,467.19		—		—	—	4.5	Monthly	2,047.50	—	20150609	20360713
01F050676	FNMA 30 YR		4,425,000	4,418,750	4,000,000.00	4,425,000	(6,250	)	—		—	—	5	Monthly	0	—	20150609	20450701
02005EAC4	ALLYA_12-3 ABS 12-3		113,619.38	113,631.66	113,623.37	113,623.32	8.34		43.66		—	—	0.85	Monthly	42.92	2,022.76	20120522	20160815
02006MAC5	ALLYA_13-2 ABS 13-2 A3		915,961.17	916,455.29	915,997.26	915,980.02	475.27		7.97		—	—	0.79	Monthly	321.62	3,866.23	20131023	20180115
02006VAC5	ALLYA _14-3 SENIOR ABS _14-3-A3		4,584,325.95	4,590,720.38	4,585,000.00	4,584,351.25	6,369.13		50.60		—	—	1.28	Monthly	2,608.36	29,344.02	20141210	20190617
02006WAC3	ALLYA_14_2 ABS_14_2-A3		7,498,624.5	7,513,868.55	7,500,000.00	7,499,012.22	14,856.33		(12,275.98	)	—	—	1.25	Monthly	4,166.67	46,875	20140917	20190415
021441AD2	ALTERA CORPORATION SENIOR CORP BND		1,397,858	1,408,016.74	1,400,000.00	1,399,179.65	8,837.09		1,428.65		—	—	1.75	May-Nov	3,130.55	12,250	20120501	20170515
02209SAT0	ALTRIA GROUP INC SENIOR CORP BND		2,997,570	2,980,491.03	3,000,000.00	2,997,937.32	(17,446.29	)	(4,290.64	)	—	—	2.625	Jan-Jul	49,656.24	47,705.73	20141110	20200114
023135AH9	AMAZON.COM INC SENIOR CORP BND		3,092,176.38	3,081,065.85	3,100,000.00	3,093,306.58	(12,240.73	)	261.66		—	—	1.2	May-Nov	3,306.66	15,190	20150130	20171129
023770AB6	AMERICAN AIRLINES INC. SECURED CORP BND		4,000,000	3,900,000	4,000,000.00	4,000,000	(100,000	)	756.59		—	—	3.7	May-Nov	43,166.67	43,166.67	20150302	20241101
025537AF8	AMERICAN ELECTRIC POWER COMPAN SENIOR CORP BND		499,995	498,579.83	500,000.00	499,999.32	(1,419.49	)	430.13		—	—	1.65	Jun-Dec	366.67	4,125	20140930	20171215
025816BJ7	AMERICAN EXPRESS COMPANY CAPSEC CORP BND		12,783,750	12,655,650	12,750,000.00	12,780,292.23	(124,642.23	)	(626.43	)	—	—	5.2	May-Nov	84,716.67	376,792.01	20141105	20491231
02582JGD6	AMXCA-12 ABS_		12,068,322.28	12,037,166.06	12,035,000.00	12,037,686.87	(520.81	)	(14.37	)	—	—	0.68	Monthly	3,637.25	40,918.98		20180315
02582JGJ3	AMXCA_13-3 ABS_13-3 A		1,124,871.08	1,127,560.59	1,125,000.00	1,124,908.56	2,652.03		102.52		—	—	0.98	Monthly	490.00	22,977.74	20131105	20190515
02582JGW4	AMERICAN EXPRESS CREDIT ACCOUN ABS 14-4 A		3,864,745.97	3,878,669.85	3,865,000.00	3,864,754.34	13,915.51		7.64		—	—	1.43	Monthly	2,456.42	27,634.74	20141112	20200615
02587UAB6	AMXCA_12-5 ABS 12-5		1,149,890.64	1,150,368	1,150,000.00	1,149,989.12	378.88		44.59		—	—	0.59	Monthly	301.56	3,392.52	20121101	20180515
0258M0DD8	AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND MTN		1,027,420	1,018,179.09	1,000,000.00	1,019,198.79	(1,019.7	)	470.64		—	—	2.375	Mar-Sep	6,399.31	11,875	20140930	20170324
0258M0DK2	AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND		995,980	999,157.56	1,000,000.00	996,632.99	2,524.57		644.23		—	—	2.125	Mar-Sep	6,079.86	10,625	20140930	20190318
0258M0DP1	AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND MTN		2,029,820	1,996,195.22	2,000,000.00	2,028,422.37	(32,227.15	)	759.51		—	—	2.25	Feb-Aug	17,000.00	19,125	20140930	20190815

0258M0DR7	AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND	3,465,350.2	3,473,107.76	3,470,000.00	3,466,526.59	6,581.17		(918.17	)	—	—	1.55	Mar-Sep	14,790.89	26,892.53	20140918	20170922
0258M0DT3	AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND MTN	954,064.1	947,840.63	955,000.00	954,081.44	(6,240.81	)	(5,697.68	)	—	—	2.375	May-Nov	2,205.12	2,205.12	20150520	20200526
02640FAG3	AGFMT_10-1 WHOLE CMO 10-1 144A	4,129,125	4,078,347	3,900,000.00	4,019,361.15	58,985.85		(17,303.70	)	—	—	5.65	Monthly	18,362.50	110,175	20141015	20580325
02665VAA1	AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A	1,566,526.19	1,561,373.89	1,566,526.19	1,566,526.19	(5,152.3	)	(147,769.37	)	—	—	1.25	Monthly	761.50	9,879.41		20310617
02666QM26	AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND 144A	1,992,800	2,001,805.12	2,000,000.00	1,994,375.28	7,429.84		(1,170.04	)	—	—	1.6	Feb-Aug	12,000.00	16,000	20140930	20180216
02666QM59	AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND 144A	5,000,000	5,011,750.05	5,000,000.00	5,000,000	11,750.05		80.73		—	—	0.657	F-M-A-N	3,285.00	15,887.29	20130522	20160526
03027XAC4	AMERICAN TOWER CORPORATION SENIOR CORP BND	510,810	511,497.73	500,000.00	509,057.53	2,440.2		(12,711.35	)	—	—	3.4	Feb-Aug	6,422.22	8,500	20140930	20190215
03062AAD8	AMCAR_14-3 ABS _14-3-A3	869,975.81	868,860.47	870,000.00	869,979.17	(1,118.7	)	11.11		—	—	1.15	Monthly	639.21	5,002.5	20140820	20190610
03064JAC9	AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2	378,244.67	378,293.74	378,320.22	378,308.61	(14.87	)	12.91		—	—	0.65	Monthly	157.11	1,753.5	20130403	20171208
03065EAD7	AMCAR_13-5 BAS_13-5 A3	439,939.85	440,114.4	440,000.00	439,978.82	135.58		36.24		—	—	0.9	Monthly	253.00	1,980	20131105	20180910
031162BU3	AMGEN INC SENIOR CORP BND	497,155	497,067.3	500,000.00	497,557.42	(490.12	)	7,808.58		—	—	2.2	May-Nov	1,191.67	18,425	20141027	20190522
031162BW9	AMGEN INC SENIOR CORP BND	1,998,500	1,959,015.8	2,000,000.00	1,998,547.38	(39,531.58	)	—		—	—	2.125	May-Nov	7,083.33	7,083.33	20150428	20200501
032511BJ5	ANADARKO PETROLEUM CORPORATION SENIOR CORP BND	509,000	490,684.82	500,000.00	508,716.84	(18,032.02	)	20.18		—	—	3.45	Jan-Jul	7,954.17	5,941.67	20150224	20240715
034863AE0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP BND 144A	4,989,050	5,041,599.25	5,000,000.00	4,995,990.72	45,608.53		(4,896.00	)	—	—	2.625	Apr-Oct	32,083.33	65,625	20120326	20170403
034863AF7	ANGLO AMERICAN CAPITAL PLC SENIOR CORP BND 144A	3,043,380	3,018,579.48	3,000,000.00	3,040,051.91	(21,472.43	)	454.35		—	—	2.625	Mar-Sep	20,562.50	15,093.75	20150417	20170927
034863AN0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP BND 144A	4,010,050	3,999,284.68	4,000,000.00	4,009,814.49	(10,529.81	)	149.31		—	—	3.625	May-Nov	18,930.56	22,253.48	20150512	20200514
03523TBN7	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CORP BND	12,007,999	12,053,071.65	12,025,000.00	12,020,567.52	32,504.13		3,628.46		—	—	1.375	Jan-Jul	76,241.85	86,825.52	20140715	20170715
035242AC0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CORP BND	4,388,367.6	4,435,071.77	4,460,000.00	4,405,795.87	29,275.9		703.07		—	—	1.25	Jan-Jul	25,397.21	32,536.46		20180117
035242AE6	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CORP BND	2,244,635	2,257,072.79	2,250,000.00	2,245,804.87	11,267.92		509.94		—	—	2.15	Feb-Aug	20,156.25	90,652.49	20140122	20190201
03763KAB2	AASET_14-1 ABS_14-1 A	3,376,727.51	3,338,461.55	3,365,384.62	3,376,336.52	(37,874.97	)	(4,644.37	)	—	—	5.125	Monthly	7,665.60	74,019.58		20291215
03765LAA0	APID_15-20A ABS 15-20A A1 144A	5,000,000	4,999,810	5,000,000.00	5,000,000	(190	)	—		—	—	5.625	J-A-J-O	0	—	20150115	20270116
037833AG5	APPLE INC SENIOR CORP BND	8,000,000	8,011,199.92	8,000,000.00	8,000,000	11,199.92		2,096.55		—	—	0.52875	F-M-A-N	6,932.50	22,402.13	20130430	20180503
037833AJ9	APPLE INC CORP BND	13,071,587.2	12,976,357.92	13,120,000.00	13,092,189.2	(115,831.28	)	(20,883.47	)	—	—	1	May-Nov	21,137.77	74,500	20130430	20180503
037833AQ3	APPLE INC SENIOR CORP BND	5,064,200	5,046,471.8	5,000,000.00	5,054,955.37	(8,483.57	)	72.08		—	—	2.1	May-Nov	16,041.67	52,500	20141023	20190506
037833AR1	APPLE INC SENIOR CORP BND	4,775,764	4,763,691.25	4,700,000.00	4,775,571.39	(11,880.14	)	163.22		—	—	2.85	May-Nov	20,464.59	2,232.5	20150622	20210506
037833BB5	APPLE INC SENIOR CORP BND	889,385.9	890,185.65	890,000.00	889,426.55	759.1		76.56		—	—	0.9	May-Nov	1,068.00	1,068	20150506	20170512
039483AY8	ARCHER-DANIELS-MIDLAND COMPANY CORP BND	2,747,631.25	2,501,847.21	2,275,000.00	2,513,838.71	(11,991.5	)	270.32		—	—	5.45	Mar-Sep	36,507.43	61,993.75	20120925	20180315
04013YAU6	ARES_12-2A MEZZANIN ABS _12-2A CR 144A	500,000	498,131	500,000.00	500,000	(1,869	)	892.53		—	—	2.9739	J-A-J-O	0	—	20150515	20231012
040484EV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BND REV	1,275,987.5	1,265,512.5	1,250,000.00	1,268,756.13	(3,243.63	)	(4,709.61	)	—	—	1.94	Jun-Dec	2,020.83	12,125	20140930	20170601
040484JY4	ARIZONA BRD REGENTS UNIV ARIZ MUNI BND REV	1,654,640.8	1,633,639	1,420,000.00	1,636,965.91	(3,326.91	)	(38,037.75	)	—	—	5	Feb-Aug	29,583.33	35,500	20140930	20270801
04048RMV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BND REV	1,315,000	1,308,451.3	1,315,000.00	1,315,000	(6,548.7	)	84.66		—	—	1.559	Jan-Jul	4,783.53	4,783.53	20150305	20180701
04048RMW3	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BND REV	1,750,000	1,737,207.5	1,750,000.00	1,750,000	(12,792.5	)	(8,203.12	)	—	—	2.048	Jan-Jul	8,362.67	8,362.67	20150305	20190701
04048RMX1	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BND REV	2,030,000	2,025,534	2,030,000.00	2,030,000	(4,466	)	(21,534.22	)	—	—	2.348	Jan-Jul	11,121.69	11,121.69	20150305	20200701
04057PJL3	ARIZONA SCH FACS BRD CTFS PART MUNITAX BND REV	2,175,000	2,192,008.5	2,175,000.00	2,175,000	17,008.5		—		—	—	1.474	Mar-Sep	10,686.50	16,029.75	20140604	20170901

040688NL3	ARIZONA WTR INFRASTRUCTURE FIN MUNITAX BND REV		1,575,519.05	1,579,482.8	1,570,000.00	1,574,602.93	4,879.87		(4,574.12	)	—	—		1.413	Apr-Oct	5,546.03	10,229.34	20150115	20171001
041036BU7	ARKANSAS RIVER PWR AUTH COLO MUNI BND REV		1,437,603.3	1,407,527.1	1,395,000.00	1,405,737.18	1,789.92		(16,672.88	)	—	—		5.25	Apr-Oct	18,309.38	36,618.75	20140930	20151001
04280PAA5	AWPT_14-2A ABS 14-2A 144A		1,089,550	1,099,124.4	1,100,000.00	1,090,442.53	8,681.87		82.12		—	—		1.78785	M-J-S-D	1,037.95	8,293.19	20150123	20260312
047870CY4	ATLANTA GA (CITY OF) MUNI BND REV	2	6,949,070	6,824,592	5,710,000.00	6,891,921.14	(67,329.14	)	(443.28	)	—	—		5.5	May-Nov	52,341.67	157,025	20140930	20271101
049382AC8	ATLAS IX CAPITAL LTD CORP BND 144A	2	1,000,000	990,220	1,000,000.00	1,000,000	(9,780	)	—		—	—		7.10915	J-A-J-O	17,970.35	27,732.57	20150205	20190107
05178RAA3	AURORA MILITARY HOUSING MUNI BND 144A	2	1,165,681	1,165,681	1,100,000.00	1,158,662.32	7,018.68		(18,549.60	)	—	—		5.32	Jun-Dec	2,600.89	29,260	20140930	20201215
0523966K9	AUSTIN TX (CITY OF) MUNITAX BND GO	2	315,677.25	318,279.15	315,000.00	315,552.15	2,727		(168.98	)	—	—		1.758	Mar-Sep	1,845.90	2,768.85	20140930	20180901
0523966L7	AUSTIN TX (CITY OF) MUNITAX BND GO	2	201,750	202,890	200,000.00	201,494.36	1,395.64		(122.22	)	—	—		2.108	Mar-Sep	1,405.33	2,108	20140930	20190901
0523966M5	AUSTIN TX (CITY OF) MUNITAX BND GO	2	386,563.1	391,333.25	385,000.00	386,379.34	4,953.91		(9,118.64	)	—	—		2.384	Mar-Sep	3,059.47	4,589.2	20140930	20200901
052476L48	AUSTIN TX (CITY OF) MUNI BND REV	2	72,048.2	70,276.5	70,000.00	70,000	276.5		(18,923.71	)	—	—		5	May-Nov	447.22	1,750	20140930	20230515
05252EAB9	AUSTRALIA & NEW ZEALAND BANKIN LOCAL BND 144A	2	1,846,263	1,853,170.9	1,850,000.00	1,849,673.24	3,497.66		57.03		—	—		1	Apr-Oct	4,368.06	13,902.79	20120904	20151006
05253JAC5	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CORP BND	2	774,550.5	768,627.44	775,000.00	774,737.82	(6,110.38	)	(707.35	)	—	—		1.45	May-Nov	1,435.90	5,618.75	20130509	20180515
05253JAH4	AUST & NZ BANK GROUP SENIOR CORP BND	2	8,391,180	8,390,690.11	8,400,000.00	8,392,502.53	(1,812.42	)	(595,285.84	)	—	—		1.5	Jan-Jul	57,750.00	57,750	20150112	20180116
05377RBM5	AESOP_13-1A ABS 13-1A C144A	2	2,063,125	2,045,400	2,000,000.00	2,058,480.63	(13,080.63	)	51.18		—	—		4.42	Monthly	2,701.11	22,345.56	20150325	20190920
05377RBY9	AESOP_15-1A SUB ABS 15-1A B 144A	2	1,999,207.2	1,987,408	2,000,000.00	1,999,258.38	(11,850.38	)	28.10		—	—		3.22	Monthly	1,967.78	27,191.13	20150122	20210720
055065AA4	AZZURRO RE I LTD CORP BND 144A	2	1,971,987.5	1,951,409.88	1,750,000.00	1,971,987.5	(20,577.62	)	—		—	(22,137.5	)	2.15	J-A-J-O	0	—	20150612	20220118
05522RCU0	BACCT ABS 15-A2 A	2	4,374,475.22	4,367,565.26	4,375,000.00	4,374,497.02	(6,931.76	)	15.36		—	—		1.36	Monthly	2,644.44	10,247.22	20150422	20200915
05531FAN3	BB&T CORP SENIOR CORP BND MTN	2	787,675.2	784,466.05	780,000.00	786,412.55	(1,946.5	)	(839.33	)	—	—		2.05	Jun-Dec	533.00	7,995	20141126	20180619
05531FAU7	BB&T CORP SENIOR CORP BND MTN	2	2,048,852	2,056,289.26	2,050,000.00	2,048,853.18	7,436.08		(1,483.35	)	—	—		2.625	Jun-Dec	298.96	298.96	20150622	20200629
05531GAA9	BB&T CORP SUB CORP BND MTN	2	611,690.75	592,467.81	575,000.00	610,207.4	(17,739.59	)	(784.69	)	—	—		3.95	Mar-Sep	6,245.95	7,066.13	20150304	20220322
05541VAD8	BG ENERGY CAPITAL PLC CORP BND 144A	2	515,455	511,072.5	500,000.00	509,809.02	1,263.48		2,603.04		—	—		2.875	Apr-Oct	3,034.72	7,187.5	20140930	20161015
055451AP3	BHP BILLITON FINANCE (USA) LTD SENIOR CORP BND	2	6,706,708	6,783,702.12	6,725,000.00	6,718,798.21	64,903.91		1,181.69		—	—		1.625	Feb-Aug	38,552.00	54,640.63	20120221	20170224
055451AU2	BHP BILLITON FINANCE (USA) LTD SENIOR CORP BND	2	544,060	513,354.53	500,000.00	542,487.37	(29,132.84	)	67.16		—	—		3.85	Mar-Sep	4,865.97	6,630.55	20150224	20230930
05565QBT4	BP CAPITAL MARKETS PLC CORP BND	2	4,773,490	4,825,843.25	4,750,000.00	4,756,516.43	69,326.82		(2,383.91	)	—	—		2.248	May-Nov	17,796.67	53,390		20161101
05565QBY3	BP CAPITAL MARKETS PLC SENIOR CORP BND	2	5,700,000	5,755,607.09	5,700,000.00	5,700,000	55,607.09		(37,376.99	)	—	—		1.846	May-Nov	16,367.87	52,611	20120502	20170505
05565QCC0	BP CAPITAL MARKETS PLC SENIOR CORP BND	2	498,865	498,692.02	500,000.00	499,137.39	(445.37	)	(950.07	)	—	—		1.375	May-Nov	1,050.35	3,437.5	20140930	20171106
05565QCE6	BP CAPITAL MARKETS PLC SENIOR CORP BND	2	1,105,638.75	1,115,004.07	1,125,000.00	1,109,573.72	5,430.35		(602.92	)	—	—		1.375	May-Nov	2,191.41	7,734.38	20140930	20180510
05565QCF3	BP CAPITAL MARKETS PLC SENIOR CORP BND	2	2,500,000	2,493,582.5	2,500,000.00	2,500,000	(6,417.5	)	306.89		—	—		0.78885	F-M-A-N	2,793.85	9,640.47	20130507	20180510
05565QCZ9	BP CAPITAL MARKETS PLC SENIOR CORP BND	2	875,000	870,812.78	875,000.00	875,000	(4,187.22	)	(947.01	)	—	—		3.062	Mar-Sep	7,740.06	7,740.06	20150312	20220317
05578XAC2	BMWOT_13-A ABS 13-A A3	2	1,276,199.08	1,277,440.22	1,276,227.79	1,276,208.52	1,231.7		6.50		—	—		0.67	Monthly	142.51	5,291.37	20131029	20171127
05579UAD5	BMWLT_14-1 ABS _14-1-A4	2	12,299,729.4	12,313,968.37	12,300,000.00	12,299,695.06	14,273.31		(8,213.22	)	—	—		0.99	Monthly	3,720.75	60,885	20140409	20170821
05580PAB7	BMWLT_15-1 ABS 2015-1 A2A	2	3,809,938.99	3,809,276.21	3,810,000.00	3,809,940.58	(664.37	)	105.82		—	—		0.86	Monthly	1,001.18	15,199.78	20150107	20170221
05948XYC9	BOAMS WHOLE CMO 03-J-2A1	2	27,809.01	28,197.96	28,212.32	27,852.03	345.93		112.53		—	—		2.8287	Monthly	66.50	407.67	20071130	20331125
059513AE1	BACM CMBS 07-4 A4	2	6,765,284.46	6,485,629.99	6,045,403.82	6,482,860.08	2,769.91		(85,133.05	)	—	—		5.74149	Monthly	29,902.48	226,519.99		20510210

059513AF8	BACM_07-4 A1A SENIOR CMBS 07-4 A1A	2	3,086,297.86	2,968,382.71	2,774,189.44	2,981,315.53	(12,932.82	)	(125,575.63	)	—	—	5.774	Monthly	13,348.47	80,286.87	20140716	20510210
060505EG5	BANK OF AMERICA CORP SUB CORP BND	2	4,862,500	4,881,250	5,000,000.00	4,862,500	18,750		(18,071.60	)	—	—	5.125	Jun-Dec	9,965.27	191,067.95	20140801
060505EH3	BANK OF AMERICA CORP CAPSEC CORP BND	2	4,876,597	4,767,840	4,816,000.00	4,875,572.44	(107,732.44	)	884.60		—	—	6.25	Mar-Sep	96,988.90	116,906.24	20140902	20490929
060505EN0	BANK OF AMERICA CORP CAPSEC CORP BND	2	3,428,637.5	3,326,345	3,377,000.00	3,427,901.74	(101,556.74	)	—		—	—	6.1	Mar-Sep	59,510.24	63,739.39	20150415	20491231
06050TLR1	BANK OF AMERICA CORP SENIOR CORP BND	2	2,498,150	2,500,548.75	2,500,000.00	2,499,147.71	1,401.04		109.39		—	—	1.125	May-Nov	3,671.88	14,062.5	20131106	20161114
06050TLT7	BANK OF AMERICA CORP SENIOR CORP BND	2	4,995,600	4,994,504.55	5,000,000.00	4,997,601.26	(3,096.71	)	796.25		—	—	1.25	Feb-Aug	23,784.72	31,250	20140211	20170214
06050TLY6	BANK OF AMERICA CORP SENIOR CORP BND	2	3,445,273.5	3,436,711.36	3,450,000.00	3,445,680.06	(8,968.7	)	(40,314.43	)	—	—	1.65	Mar-Sep	15,021.88	15,021.88	20150320	20180326
06050TMC3	BANK OF AMERICA CORP SENIOR CORP BND	2	999,130	999,297.94	1,000,000.00	999,150.18	147.76		(726.38	)	—	—	1.75	Jun-Dec	1,263.89	1,263.89	20150529	20180605
06051GEG0	BANK OF AMERICA CORP CORP BND	2	4,145,930.76	4,068,520	4,000,000.00	4,058,461.68	10,058.32		(7,864.74	)	—	—	3.625	Mar-Sep	41,888.89	72,500	20140602	20160317
06051GEQ8	BANK OF AMERICA CORP CORP BND	2	2,692,116	2,804,583.39	2,700,000.00	2,697,105.7	107,477.69		135.41		—	—	3.875	Mar-Sep	28,771.88	70,772.56	20120319	20170322
06051GEX3	BANK OF AMERICA CORP SENIOR CORP BND	2	5,075,550	5,045,860.3	5,000,000.00	5,058,324.44	(12,464.14	)	53.73		—	—	2.6	Jan-Jul	59,944.44	65,000	20140520	20190115
06051GFD6	BANK OF AMERICA CORP SENIOR CORP BND MTN	2	610,344	604,727.78	600,000.00	609,559.31	(4,831.53	)	122.88		—	—	2.65	Apr-Oct	3,975.01	32,550.83	20140327	20190401
06051GFH7	BANK OF AMERICA CORP SUB CORP BND MTN	2	768,375	742,427.73	750,000.00	768,026.61	(25,598.88	)	2,152.59		—	—	4.2	Feb-Aug	10,937.50	7,875	20150326	20240826
06051GFL8	BANK OF AMERICA CORP SUB CORP BND	2	5,238,123.25	5,094,470.67	5,225,000.00	5,238,323.66	(143,852.99	)	141.41		—	—	4.25	Apr-Oct	42,561.98	93,086.81	20141017	20261022
06051GFP9	BANK OF AMERICA CORP SUB CORP BND MTN	2	4,430,477.5	4,286,803.55	4,450,000.00	4,430,729.29	(143,925.74	)	455.03		—	—	3.95	Apr-Oct	34,178.48	50,263.76	20150416	20250421
06052YAD1	BANK OF AMERICA AUTO TRUST BAA ABS 12-1	2	1,753,723.1	1,755,769.25	1,754,260.61	1,754,195.56	1,573.69		5,291.15		—	—	1.03	Monthly	803.06	14,284.94	20120411	20161215
063679ZT4	BANK OF MONTREAL CORP BND 144A	2	3,271,560	3,303,234.78	3,250,000.00	3,265,364.9	37,869.88		(14,312.99	)	—	—	1.95	Jan-Jul	26,582.30	31,687.5	20120123	20170130
064058AD2	BANK OF NEW YORK MELLON CORP/T CAPSEC CORP BND	2	6,775,000	6,715,718.75	6,775,000.00	6,775,000	(59,281.25	)	—		—	—	4.95	Jun-Dec	58,688.45	58,688.45	20150423
06406HBX6	BANK OF NEW YORK MELLON/THE CORP BND	2	3,367,975	3,304,226.25	3,250,000.00	3,296,018.16	8,208.09		131.96		—	—	2.3	Jan-Jul	31,768.75	37,375	20131015	20160728
06406HCA5	BANK OF NEW YORK MELLON CORP BND MTN	2	1,497,285	1,520,819.67	1,500,000.00	1,499,143.06	21,676.61		420.52		—	—	2.4	Jan-Jul	16,400.00	18,000	20111117	20170117
06406HCG2	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN	2	999,410	1,000,860	1,000,000.00	999,865.6	994.4		851.13		—	—	0.7	Mar-Sep	2,275.00	10,931.67	20130304	20160304
06406HCK3	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN	2	10,000,000	9,999,900.1	10,000,000.00	10,000,000	(99.9	)	535.90		—	—	0.7189	M-J-S-D	4,592.97	46,357.31	20130304	20180306
06406HCR8	BANK OF NEW YORK MELLON/THE SENIOR CORP BND MTN	2	7,491,675	7,505,536.05	7,500,000.00	7,493,951.38	11,584.67		1,706.97		—	—	2.2	Mar-Sep	53,625.00	82,500	20140128	20190304
06406HCU1	BANK OF NEW YORK MELLON/THE SENIOR CORP BND	2	1,996,120	1,997,944.64	2,000,000.00	1,996,975.26	969.38		56.17		—	—	2.2	May-Nov	5,622.22	22,000	20140502	20190515
06406HCZ0	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN	2	1,397,455	1,382,954.48	1,400,000.00	1,397,607.62	(14,653.14	)	4.88		—	—	2.15	Feb-Aug	10,618.61	9,158.4		20200224
06406HDB2	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN	2	3,999,640	3,983,749.4	4,000,000.00	3,999,650.84	(15,901.44	)	564.67		—	—	1.6	May-Nov	5,688.88	5,688.88	20150522	20180522
064159BW5	BANK OF NOVA SCOTIA SENIOR CORP BND	2	6,000,000	6,008,340	6,000,000.00	6,000,000	8,340		(13,826.26	)	—	—	0.68585	M-J-S-D	1,828.93	19,900.44	20130308	20160315
064159DA1	BANK OF NOVA SCOTIA SENIOR CORP BND	2	2,499,275	2,500,406.28	2,500,000.00	2,499,646.4	759.88		(4,850.63	)	—	—	1.1	Jun-Dec	1,375.00	19,219.44	20131210	20161213
064159GM2	BANK OF NOVA SCOTIA SENIOR CORP BND	2	3,998,120	4,001,724.84	4,000,000.00	3,998,153.57	3,571.27		—		—	—	1.7	Jun-Dec	3,777.78	3,777.78	20150604	20180611
06415CAA7	BANK OF NOVA SCOTIA CORP BND 144A	2	1,140,524	1,117,324.97	1,100,000.00	1,110,794.1	6,530.87		142.98		—	—	2.15	Feb-Aug	9,722.78	11,825	20120524	20160803
06415CAE9	BANK OF NOVA SCOTIA SECURED LOCAL BND 144A	2	6,272,140	6,285,373.94	6,200,000.00	6,249,317.6	36,056.34		(8,336.74	)	—	—	1.75	Mar-Sep	29,837.50	54,250	20120315	20170322
06738EAD7	BARCLAYS PLC SENIOR CORP BND	2	916,761.6	913,321.59	920,000.00	917,151.99	(3,830.4	)	12.76		—	—	2.75	May-Nov	3,724.72	12,649.99	20141103	20191108
06738EAF2	BARCLAYS PLC SENIOR CORP BND	2	1,799,838	1,792,226.08	1,800,000.00	1,799,853.31	(7,627.23	)	6.99		—	—	2	Mar-Sep	10,500.00	10,500	20150309	20180316
06739FHT1	BARCLAYS BANK PLC SENIOR CORP BND	2	4,454,777.25	4,473,709.22	4,455,000.00	4,454,835.22	18,874		(18,509.17	)	—	—	2.5	Feb-Aug	40,528.13	55,687.5	20140212	20190220

06739GBP3	BARCLAYS BANK PLC CORP BND	2	6,019,695	5,965,182.47	5,500,000.00	5,953,635.04	11,547.43		1,167.54		—	—	5.14	Apr-Oct	60,466.39	141,350	20140819	20201014
06742LAE3	DROCK_14-3 ABS_14-3 A	2	9,042,500.87	9,193,317.29	9,045,000.00	9,042,808.61	150,508.68		92.92		—	—	2.41	Monthly	9,688.20	108,992.22	20140912	20220715
06742LAG8	BCLDRY_14-5 SENIOR ABS2014-5 A	2	3,394,476.57	3,403,725.29	3,395,000.00	3,394,493.92	9,231.37		10.40		—	—	1.48	Monthly	2,233.16	25,123.02	20141120	20200915
06742LAH6	DROCK_15-1 ABS 15-1 A	2	1,574,279.92	1,580,484.59	1,575,000.00	1,574,310.03	6,174.56		20.95		—	—	2.2	Monthly	1,540.00	10,491.25	20150305	20221215
067901AQ1	BARRICK GOLD CORPORATION SENIOR CORP BND	2	498,770	485,473.86	500,000.00	498,837.16	(13,363.3	)	(2,661.15	)	—	—	4.1	May-Nov	3,416.67	7,061.11	20150224	20230501
069643BE3	BARTOW CNTY GA DEV AUTH MUNI BND REV	2	1,037,520	1,034,550	1,000,000.00	1,036,865.17	(2,315.17	)	(21,488.35	)	—	—	2.7	Feb-Aug	11,250.00	13,432.19	20140930	20430801
07177MAC7	BAXALTA INC SENIOR CORP BND 144A	2	10,636,595.2	10,628,524.02	10,640,000.00	10,636,609.15	(8,085.13	)	1,459.09		—	—	2.875	Jun-Dec	6,797.78	6,797.78	20150618	20200623
07177MAF0	BAXALTA INC SENIOR CORP BND 144A	2	3,867,702.3	3,869,487.15	3,870,000.00	3,867,718.34	1,768.81		(7,927.09	)	—	—	2	Jun-Dec	1,720.01	1,681.12		20180622
07177MAK9	BAXALTA INC SENIOR CORP BND 144A	2	1,248,925	1,246,177.5	1,250,000.00	1,248,927.98	(2,750.48	)	55.67		—	—	3.6	Jun-Dec	1,000.00	1,000	20150618	20220623
071813BH1	BAXTER INTERNATIONAL INC. SENIOR CORP BND	2	499,135	499,823.55	500,000.00	499,708.43	115.12		(289.25	)	—	—	0.95	Jun-Dec	395.83	2,375	20130828	20160601
072863AA1	BAYLOR SCOTT & WHITE HOLDINGS MUNITAX BND GO	2	2,415,000	2,380,074.27	2,415,000.00	2,415,000	(34,925.73	)	(17,786.24	)	—	—	2.123	May-Nov	9,826.83	9,826.83	20150415	20201115
07330NAC9	BRANCH BKG & TR CO SENIOR CORP BND	2	999,640	1,005,012.3	1,000,000.00	999,852.21	5,160.09		164.36		—	—	1.45	Apr-Oct	3,544.44	7,250	20130904	20161003
07330NAD7	BRANCH BKG & TR CO SENIOR CORP BND	2	3,804,378.11	3,789,719.5	3,737,000.00	3,794,322.08	(4,602.58	)	(751.25	)	—	—	2.3	Apr-Oct	18,145.21	48,265.18	20141126	20181015
07330NAG0	BRANCH BKG & TR CO CORP BND	2	499,335	498,678.74	500,000.00	499,684.53	(1,005.79	)	1,081.13		—	—	1.05	Jun-Dec	437.50	2,625	20131119	20161201
07384M3D2	BSARM_04-10 CMO 04-9 22A1	2	612,106.73	628,171.25	623,962.00	613,341.73	14,829.52		(2,113.56	)	—	—	3.03349	Monthly	1,577.32	9,787.06	20070813	20341125
07387AAW5	BSARM CMO_05-3 2A1	2	802,589.77	756,401.88	817,665.47	804,235.47	(47,833.59	)	3,730.28		—	—	2.71984	Monthly	1,853.27	11,339.54	20070810	20350625
07387JAF3	BSCMS PAC SENIOR CMBS 06-PW12 A1A	2	487,243.69	462,191.53	449,218.11	463,884.54	(1,693.01	)	(10,629.01	)	—	—	5.70878	Monthly	2,206.25	13,060.53	20140423	20380911
07388VAE8	BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T26 A4	2	5,336,470.57	5,081,825.48	4,817,124.35	5,041,569.3	40,256.18		(63,765.20	)	—	—	5.471	Monthly	21,962.07	137,537.03		20450112
07388YAE2	BSCMS_07-PW16 CMBS 07-PW16 A4	2	4,005,351.57	3,793,039.21	3,575,000.00	3,822,547.28	(29,508.07	)	(18,299.06	)	—	—	5.70526	Monthly	17,564.42	103,699.32	20140410	20400611
075887BB4	BECTON DICKINSON AND COMPANY CORP BND	2	1,249,587.5	1,260,224.25	1,250,000.00	1,249,884.81	10,339.44		34.46		—	—	1.75	May-Nov	3,220.49	10,937.5	20111103	20161108
075887BE8	BECTON DICKINSON AND COMPANY SENIOR CORP BND	2	4,395,855.87	4,380,700.4	4,385,000.00	4,394,740.86	(14,040.46	)	(110,187.86	)	—	—	2.675	Jun-Dec	5,213.27	61,491.56		20191215
084670BD9	BERKSHIRE HATHAWAY INC CORP BND	2	1,018,370	1,015,519.94	1,000,000.00	1,012,515.41	3,004.53		(1,594.85	)	—	—	1.9	Jan-Jul	7,969.44	9,500	20140930	20170131
095560AJ7	BHILL_13-1A MEZZANIN ABS 13-1A C1 144A	2	672,468.75	675,064.8	675,000.00	672,550.87	2,513.93		4,896.03		—	—	3.2753	J-A-J-O	4,728.71	5,155.7	20150402	20260115
09658UAD1	BMWOT_14-A ABS 14-A-A4	2	1,999,785.4	2,007,559.96	2,000,000.00	1,999,818.35	7,741.61		1,943.22		—	—	1.5	Monthly	500.00	15,000	20141008	20210225
097023BE4	BOEING CO SENIOR CORP BND	2	1,970,180	1,972,263.8	2,000,000.00	1,979,851.78	(7,587.98	)	(11,803.58	)	—	—	0.95	May-Nov	2,427.77	9,500	20130430	20180515
097023BG9	BOEING CO SENIOR CORP BND	2	807,568	789,380.06	800,000.00	807,247.88	(17,867.82	)	(797.57	)	—	—	2.35	Apr-Oct	3,185.56	5,848.89	20150304	20211030
102022AX8	BOURBONNAIS ILL MUNI BND REV	2	1,236,560.5	1,217,769.5	1,150,000.00	1,215,922.11	1,847.39		(57,841.99	)	—	—	4.375	May-Nov	8,385.42	25,156.25	20140930	20181101
10620NCG1	BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1 A2	2	2,699,640.24	2,744,067.71	2,736,514.90	2,720,044.71	24,023		152.80		—	—	1.082	F-M-A-N	2,960.91	15,475.91	20110310	20300225
1107098Z8	PROVINCE OF BRITISH COLUMBIA CORP BND	2	1,966,310	1,927,797	1,900,000.00	1,921,755.08	6,041.92		(1,397.74	)	—	—	2.1	May-Nov	4,765.83	19,950	20130830	20160518
11070TAA6	PROVINCE OF BRITISH COLUMBIA SENIOR CORP BND		3,276,566.5	3,276,422.63	3,250,000.00	3,273,163.2	3,259.43		(20,853.63	)	—	—	1.2	Apr-Oct	7,150.00	9,975	20141107	20170425
111013AM0	BRITISH SKY BROADCASTING GRP P SENIOR CORP BND 144A		2,713,422.15	2,698,514.1	2,715,000.00	2,713,912.25	(15,398.15	)	1,202.92		—	—	2.625	Mar-Sep	20,786.71	33,228.14	20140909	20190916
111021AK7	BRITISH TELECOMMUNICATIONS PLC SENIOR CORP BND		425,110.5	426,047.39	425,000.00	425,101.83	945.56		(363.73	)	—	—	2.35	Feb-Aug	3,800.80	4,993.75	20141211	20190214
11102AAA9	BRITISH TELECOMMUNICATIONS PLC CORP BND		1,121,760	1,104,778.67	1,000,000.00	1,100,852.26	3,926.41		(606.26	)	—	—	5.95	Jan-Jul	27,436.11	29,750	20141211	20180115
114894GU6	BROWARD CNTY FLA MUNITAX BND REV		2,120,240	2,029,780	2,000,000.00	2,030,198.94	(418.94	)	(1,104.60	)	—	—	6.8	Apr-Oct	34,000.00	68,000	20140930	20151001

114894HA9	BROWARD CNTY FLA MUNITAX BND REV		2,299,520	2,265,960	2,000,000.00	2,271,521.37	(5,561.37	)	(10,312.68	)	—	—	6.9	Apr-Oct	34,500.00	136,275	20140930	20211001
115637AN0	BROWN-FORMAN CORPORATION SENIOR CORP BND		1,295,697	1,282,439.41	1,300,000.00	1,297,827.38	(15,387.97	)	114.24		—	—	1	Jan-Jul	5,994.44	6,500	20121210	20180115
12479RAB3	CAUTO_14-1A ABS_14-1A A 144A		2,998,196.46	2,989,260	3,000,000.00	2,998,232.38	(8,972.38	)	126.73		—	—	3.66	Monthly	4,880.00	54,899.96		20441015
124857AL7	CBS CORP SENIOR CORP BND		1,973,560	1,966,784.52	2,000,000.00	1,977,441.11	(10,656.59	)	(15.27	)	—	—	2.3	Feb-Aug	17,377.78	23,000	20140930	20190815
12543RBB4	CWHL_07-3 WHOLE LOAN_07-3-A26		1,947,737.89	1,929,416.8	2,087,160.19	1,947,737.89	(18,321.09	)	(2,606.73	)	—	—	6	Monthly	10,435.80	65,420.54	20140930	20370425
12548CAD9	CIFC_14-2A MEZZANIN ABS _14-2A-A3L 144A		1,918,000	1,976,452	2,000,000.00	1,924,832.61	51,619.39		2,485.73		—	—	3.132	F-M-A-N	6,264.00	31,248.62	20141023	20260526
12549BAC2	CIFC_13-2A ABS _13-2A-A1L 144A		977,000	990,404	1,000,000.00	979,529.31	10,874.69		968.27		—	—	1.4251	J-A-J-O	2,929.37	7,087.89	20141223	20250421
125634AQ8	CLIF_14-2A ABS_14-2A A 144A		3,265,359.06	3,283,731.74	3,266,666.67	3,265,433.75	18,297.99		—		—	—	3.38	Monthly	3,987.15	56,718.28	20141009	20291018
12591AAC1	CNH_12-B ABS 12-B		67,100.04	67,107.75	67,100.10	67,100.07	7.68		2.51		—	—	0.86	Monthly	25.65	1,962.29	20120612	20170915
12591BAC9	CNH_14-A ABS 14-A A3		2,864,965.68	2,863,796.7	2,865,000.00	2,864,968.85	(1,172.15	)	65.13		—	—	0.84	Monthly	1,069.60	12,033	20140212	20190515
12591BAD7	CNH_14-A ABS 14-A A4		999,951.7	999,489.97	1,000,000.00	999,960.55	(470.58	)	2.26		—	—	1.5	Monthly	666.67	7,500	20140212	20200515
12591FAC0	CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3		2,730,337.07	2,732,112.39	2,730,337.62	2,730,317.86	1,794.53		(23,759.13	)	—	—	0.69	Monthly	837.31	11,432.25	20130213	20180615
12591RAX8	COMM_14-CR15 CMBS 14-CR15 A2		2,807,496.48	2,796,421.98	2,710,000.00	2,802,357.25	(5,935.27	)	(862.76	)	—	—	2.928	Monthly	6,612.40	25,788.36	20150227	20470210
12591TAB2	COMM_14-LC15 PRELCF SENIOR CMBS_14-LC15 A2		1,041,445.31	1,026,729.97	1,000,000.00	1,039,275.04	(12,545.07	)	(362.69	)	—	—	2.84	Monthly	2,366.67	5,601.12	20150415	20470410
12591VAB7	COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCRE16		10,295,555.12	10,362,100.2	10,000,000.00	10,226,375.62	135,724.58		(5,684.08	)	—	—	3.042	Monthly	25,350.00	152,100	20140602	20470410
12591VAE1	COMM_14-CR16 LCF SENIOR CMBS_14-CR16 A4		4,416,718.75	4,253,039.84	4,000,000.00	4,400,197.27	(147,157.43	)	(4,338.19	)	—	—	4.051	Monthly	13,503.33	63,465.65	20150205	20470410
12592EAA6	COMM_14-PAT SENIOR CMBS _14-PAT 144A		1,095,000	1,093,289.06	1,095,000.00	1,095,000	(1,710.94	)	(1,354.75	)	—	—	0.9855	Monthly	539.56	5,373.44	20140918	20270813
12592GAZ6	COMM_14-CCRE19 SENIOR CMBS _14-CCRE19-A2		1,045,429.68	1,033,229.98	1,000,000.00	1,042,773.1	(9,543.12	)	(3,348.22	)	—	—	2.965	Monthly	2,470.84	7,494.88	20150325	20470810
12592MBF6	COMM_14-LC17 SENIOR CMBS_14-LC17 A2		7,209,813.23	7,274,190	7,000,000.00	7,175,831.2	98,358.8		(39,670.37	)	—	—	3.164	Monthly	18,456.67	110,740.02	20140918	20471010
12592RBF5	COMM_14-CCRE21 SUPSEN SENIOR CMBS _14-CCRE21		1,812,207.04	1,777,685.02	1,750,000.00	1,810,401.81	(32,716.79	)	(1,515.04	)	—	—	3.528	Monthly	5,145.00	18,865	20150306	20471210
12592WAD0	CNH_15-A SENIOR ABS 15-A A4		1,064,890.41	1,067,534.69	1,065,000.00	1,064,895.43	2,639.26		18.63		—	—	1.85	Monthly	875.67	6,403.33	20150225	20210415
12592XAZ9	COMM_15-CR22 PRELCF SENIOR CMBS 15-CR22 A2		4,295,038.66	4,278,378.25	4,170,000.00	4,289,092.02	(10,713.77	)	(7,545.61	)	—	—	2.856	Monthly	9,924.60	31,758.72	20150318	20480310
12592XBD7	COMM_15-CR22 LCF SENIOR CMBS 15-CR22 A5		2,085,588.48	2,014,611.75	2,025,000.00	2,084,073.44	(69,461.69	)	(1,611.93	)	—	—	3.309	Monthly	5,583.94	17,868.61	20150318	20480310
12592XBE5	COMM_15-CR22 SUB CMBS 15-CR22 XA		2,829,627.79	2,714,560.55	40,064,357.56	2,747,804.42	(33,243.87	)	(110,240.48	)	—	—	1.03359	Monthly	39,134.53	120,755.68	20150319	20480310
12593AAX3	COMM_15-CR23 PRELCF SENIOR CMBS 15-CR23 A2		2,574,896.33	2,555,525.03	2,500,000.00	2,572,964.63	(17,439.6	)	(850.08	)	—	—	2.852	Monthly	5,941.67	9,110.56	20150506	20480510
12593ABA2	COMM_15-CR23 LCF SENIOR CMBS 15-CR23		2,574,794.53	2,522,949.98	2,500,000.00	2,573,944.45	(50,994.47	)	(14.99	)	—	—	3.497	Monthly	7,285.42	11,170.98	20150506	20480510
12613SAC6	CNH_13-C ABS_13-C A3		376,021.97	376,392.65	376,065.48	376,051.44	341.21		263.62		—	—	1.02	Monthly	170.48	13,584.04	20130820	20180815
12618SAC1	CNH_13-D ABS 13-D A3	1	749,969.55	749,062.5	750,000.00	749,986.05	(923.55	)	69.67		—	—	0.77	Monthly	256.67	2,887.5	20131114	20181015
12623PAD8	CNH_14-B ABS_14-B A4	1	11,904,022	11,965,653.97	11,920,000.00	11,907,600.17	58,053.8		328.78		—	—	1.61	Monthly	8,529.43	95,956.02	20140603	20210517
12624XAB4	COMM_13-CR6 CMBS_13-CR6 A2		1,358,975.39	1,362,485.04	1,345,000.00	1,355,938.57	6,546.47		(1,650.63	)	—	—	2.122	Monthly	2,378.41	14,270.46	20140911	20460310
12625GAA2	CNOOC FINANCE (2013) LTD SENIOR CORP BND		1,367,170.56	1,367,767.93	1,372,000.00	1,370,604.18	(2,836.25	)	2,939.29		—	—	1.125	May-Nov	2,229.50	7,717.5	20130502	20160509
12626BAB0	COMM MORTGAGE TRUST COMM_13-CR PRELCF SENIOR CMBS 13-CR10 A2		1,043,710.94	1,034,499.98	1,000,000.00	1,040,362.72	(5,862.74	)	(2,050.56	)	—	—	2.972	Monthly	2,476.66	7,512.52	20150325	20460810
12626GAB9	COMM MORTGAGE TRUST COMM_13-LC PRELCF SENIOR CMBS _13-LC13-A2		7,780,917.42	7,758,350.3	7,478,000.00	7,730,234.23	28,116.07		(5,470.62	)	—	—	3.009	Monthly	18,751.10	112,506.6	20141105	20460810
12626GAF0	COMM_13-LC13 LCF CMBS_13-LC13 A5		2,410,630.24	2,383,560	2,207,000.00	2,398,002.58	(14,442.58	)	(1,036.48	)	—	—	4.205	Monthly	7,733.70	46,402.2	20141201	20460810

126281AX2	CSAIL_15-C1 PRELCF SENIOR CMBS_15-C1 A2		1,183,794.87	1,186,880.52	1,150,000.00	1,182,860.63	4,019.89		(24,527.69	)	—	—	2.9699	Monthly	2,846.16	9,582.08	20150306	20500415
126281AZ7	CSAIL_15-C1 LCF SENIOR CMBS_15-C1 A4		5,330,218.95	5,279,534.84	5,175,000.00	5,326,048.06	(46,513.22	)	(9,974.17	)	—	—	3.505	Monthly	15,115.32	50,888.25	20150306	20500415
12629NAB1	COMM_15-DC1 PRELCF SENIOR CMBS 15-DC1 A2		4,598,842.89	4,585,331.75	4,465,000.00	4,590,960.47	(5,628.72	)	(4,432.15	)	—	—	2.87	Monthly	10,678.80	41,616.06	20150224	20480210
12629NAF2	COMM_15-DC1 LCF SENIOR CMBS 15-DC1 A5		5,975,812.51	5,788,109.9	5,800,000.00	5,971,003.23	(182,893.33	)	(8,702.21	)	—	—	3.35	Monthly	16,191.65	56,670.74	20150311	20480210
12630BAX6	COMM_13-CR13 PRELCF SENIOR CMBS 13-CR13 A2		1,049,023.44	1,037,249.98	1,000,000.00	1,046,157.32	(8,907.34	)	(2,697.59	)	—	—	3.039	Monthly	2,532.50	6,246.83	20150414	20181210
12631DAX1	COMM_14-CR17 SENIOR CMBS_14-CR17-A2		4,588,620.24	4,613,597.91	4,455,000.00	4,557,510.47	56,087.44		(6,217.80	)	—	—	3.012	Monthly	11,182.05	67,092.3	20140429	20470510
12632QAT0	COMM_14-CR18 SENIOR CMBS_14-CR18 A2		3,295,997.06	3,293,696.03	3,200,000.00	3,275,888.91	17,807.12		(5,470.63	)	—	—	2.924	Monthly	7,797.33	46,783.98	20140619	20470715
12632QAX1	COMM_14-CR18 SENIOR CMBS_14-CR18 A5		7,209,485.92	7,304,709.79	7,000,000.00	7,189,875.89	114,833.9		(32,263.89	)	—	—	3.828	Monthly	22,330.00	133,980	20140619	20470715
12632XAD0	CNH_14-C ABS 14-C		7,177,526.49	7,170,091.6	7,180,000.00	7,177,914.41	(7,822.81	)	519.24		—	—	1.65	Monthly	5,265.33	59,235.06	20141016	20210915
12634GAA1	CNOOC FINANCE (2015) AUSTRALIA SENIOR CORP BND		1,994,320	1,973,634.8	2,000,000.00	1,994,485.58	(20,850.78	)	165.58		—	—	2.625	May-Nov	8,166.67	8,166.67	20150428	20200505
126408GM9	CSX CORPORATION CORP BND		3,984,295.81	3,902,814	3,491,000.00	3,904,105.19	(1,291.19	)	993.36		—	—	6.25	Mar-Sep	64,244.10	109,093.75	20141211	20180315
12648CAA4	CSMC_14-SURF SENIOR CMBS_14-SURF A 144A		7,779,712.5	7,761,919.2	7,770,000.00	7,770,550.64	(8,631.44	)	(17,601.37	)	—	—	1.0355	Monthly	3,575.93	40,103.96	20140417	20290215
126650BE9	CVS HEALTH CORP CORP BND		573,029.12	515,898.47	488,000.00	515,625.81	272.66		395.88		—	—	6.125	Feb-Aug	11,291.78	60,627.3	20130211	20160815
126650CA6	CVS HEALTH CORP CORP BND		299,886	300,683.92	300,000.00	299,945.19	738.73		395.88		—	—	1.2	Jun-Dec	260.00	1,800	20131202	20161205
126650CE8	CVS HEALTH CORP SENIOR CORP BND		4,096,729.8	4,074,472.82	4,095,000.00	4,096,979.38	(22,506.56	)	682.19		—	—	2.25	Feb-Aug	35,575.32	43,332.19	20141218	20190812
12668AZL2	CWALT_05-73CB CMO_05-64CB 1A		233,779	226,398.04	238,322.00	233,726.95	(7,328.91	)	(7,899.71	)	—	—	5.5	Monthly	1,092.31	6,773.72	20080102	20351225
126802BS5	CABMT_12-2A ABS_11-2A A2		18,603,606.06	18,483,181.34	18,445,000.00	18,491,285.68	(8,104.34	)	34.06		—	—	0.7856	Monthly	6,440.17	71,938.53	20110622	20190617
12800UAL4	CAISSE CENTRALE DESJARDINS SECURED LOCAL BND 144A		2,699,352	2,729,943.02	2,700,000.00	2,699,776.26	30,166.76		2,836.08		—	—	1.6	Mar-Sep	13,800.00	21,600	20120228	20170306
12802DAJ5	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP BND 144A		5,992,324.3	6,034,140	6,000,000.00	5,995,426.99	38,713.01		5,461.58		—	—	1.125	Jan-Jul	28,312.50	33,750	20140602	20170130
135087C77	CANADA GOVERNMENT CORP BND	1	2,396,208	2,423,208.07	2,400,000.00	2,397,195.96	26,012.11		368.49		—	—	1.625	Feb-Aug	13,433.33	19,500	20140220	20190227
136375BU5	CANADIAN NTL RAIL CO CORP BND	1	3,721,350	3,774,041.48	3,750,000.00	3,741,559.8	32,481.68		729.27		—	—	1.45	Jun-Dec	2,416.66	27,187.5	20111107	20161215
14040HBF1	CAPITAL ONE FINANCIAL CORP SENIOR CORP BND		515,380	495,012.4	500,000.00	514,884.02	(19,871.62	)	(2,638.48	)	—	—	3.75	Apr-Oct	3,489.58	6,562.5	20150220	20240424
14040HBH7	CAPITAL ONE FINANCIAL CORP CAPSEC CORP BND		3,351,875	3,320,687.5	3,350,000.00	3,351,875	(31,187.5	)	(3,601.41	)	—	—	5.55	Jun-Dec	24,273.55	23,194.38	20150511
14041NEK3	COMET_13-A1 ABS 13-A1		10,273,447.45	10,276,643.89	10,275,000.00	10,274,714.59	1,929.3		79.50		—	—	0.63	Monthly	2,877.00	32,366.28	20130123	20181115
14041NEM9	COMET_13-A3-A3 ABS 13-A3-A3		4,479,465.54	4,479,328.05	4,480,000.00	4,479,751.96	(423.91	)	209.88		—	—	0.96	Monthly	1,911.46	21,504	20131114	20190916
14041NEP2	COMET_14-A2 ABS _14-A2-A2	1	5,699,658.4	5,726,313.02	5,700,000.00	5,699,695.29	26,617.73		(66,373.30	)	—	—	1.26	Monthly	3,192.00	50,715	20140403	20200115
14041NET4	COMET_14-A5 SENIOR ABS _14-A5-A		2,269,392.55	2,283,773.06	2,270,000.00	2,269,538.35	14,234.71		15.07		—	—	1.48	Monthly	1,493.15	16,798.02	20141006	20200715
140420NB2	CAPITAL ONE BANK USA NA SUB CORP BND		755,565	727,402.1	750,000.00	755,421.48	(28,019.38	)	252.23		—	—	3.375	Feb-Aug	9,562.50	6,328.12	20150326	20230215
14042E3Y4	CAPITAL ONE BANK USA NA / CAPI SENIOR CORP BND		9,380,512.5	9,247,528.6	9,375,000.00	9,381,804.23	(134,275.63	)	(3,168.94	)	—	—	2.95	Jan-Jul	121,380.21	124,145.83	20140721	20210723
14310KAC5	CGMS_13-4 SENIOR ABS 13-4 A1 144A		1,489,350	1,499,991	1,500,000.00	1,490,318.27	9,672.73		632.75		—	—	1.7403	J-A-J-O	5,583.46	11,112.39	20150123	20251015
14311DAC0	CGMS_15-1A ABS_15-1A A 144A	1	4,987,000	5,002,755	5,000,000.00	4,987,632.75	15,122.25		156.93		—	—	1.7851	J-A-J-O	28,016.15	28,016.15	20150205	20270420
14313LAC0	CARMX_13-1 ABS 13-1	1	2,584,559.68	2,582,762.23	2,584,623.13	2,584,593.91	(1,831.68	)	(110.14	)	—	—	0.6	Monthly	689.23	10,191.36	20130206	20171016
14313QAD7	CARMX_14-1 SENIOR ABS 14-1 A4	1	5,010,351.56	5,006,609.75	5,000,000.00	5,008,700.72	(2,090.97	)	—		—	—	1.32	Monthly	2,933.33	29,516.66	20150114	20190715
14313RAD5	CARMX_14-2 SENIOR ABS_14-2-A4		1,999,666.6	2,011,511.84	2,000,000.00	1,999,758.63	11,753.21		2,359.18		—	—	1.61	Monthly	1,431.11	16,099.98	20140507	20191015

14313TAC3	CARMX_14-3 ABS _14-3-A3	1	1,199,904.84	1,201,956.48	1,200,000.00	1,199,931.3	2,025.18		478.41		—	—	1.16	Monthly	618.67	6,960	20140806	20190615
14313TAD1	CARMX_14-3 ABS_14-3-A4		2,685,161.72	2,705,416.49	2,685,000.00	2,685,390.11	20,026.38		4,184.72		—	—	1.73	Monthly	2,064.47	22,869.19	20150114	20200115
14855GAB7	CASTLELAKE AIRCRAFT SECU TRUST ABS_14-1 A1		971,166.21	955,898.13	966,334.54	971,166.21	(15,268.08	)	—		—	—	5.25	Monthly	281.85	—	20150105	20290215
14889KAE2	CRMN_15-1A MEZZANIN ABS 15-1A 144A		742,800	747,405.75	750,000.00	742,956.93	4,448.82		—		—	—	—	J-A-J-O	0	—	20150331	20270422
14912L5T4	CATERPILLAR INC SENIOR CORP BND MTN		1,016,550	1,021,721.8	1,000,000.00	1,013,492.1	8,229.7		326.14		—	—	2.45	Mar-Sep	7,826.39	12,250	20140930	20180906
14912L6L0	CATERPILLAR INC SENIOR CORP BND MTN	1	2,899,739	2,906,904.9	2,900,000.00	2,899,742.49	7,162.41		—		—	—	1.7	Jun-Dec	2,054.17	2,054.17	20150611	20180616
15672NAA2	CERB_14-1A ABS_14-1A-A 144A		2,000,000	1,999,984	2,000,000.00	2,000,000	(16	)	1,398.86		—	—	2.1753	J-A-J-O	9,305.45	21,942.04	20141120	20231015
15672NAC8	CERB_14-1A MEZZANIN ABS _14-1A-B 144A	1	991,577.3	998,782	1,000,000.00	993,103.05	5,678.95		—		—	—	2.9753	J-A-J-O	6,363.84	14,980.64	20141120	20231015
156792GT4	CERRITOS CALIF CMNTY COLLEGE D MUNI BND	1	500,000	505,310	500,000.00	500,000	5,310		(8,447.65	)	—	—	2.165	Feb-Aug	4,510.42	2,134.93	20141105	20190801
161571FQ2	CHASE ISSUANCE TRUST CHAIT_12- ABS 12-A7		5,000,000	4,857,598.5	5,000,000.00	5,000,000	(142,401.5	)	(3,002.25	)	—	—	2.16	Monthly	4,800.00	44,100	20150130	20240916
161571FU3	CHAIT_13-A1 ABS 13-A1		4,954,296.87	4,993,097.7	5,000,000.00	4,964,872.16	28,225.54		(453.43	)	—	—	1.3	Monthly	2,888.89	32,500.02	20140904	20200218
161571FW9	CHAIT_13-A3 ABS 13-A3		3,405,000	3,407,861.73	3,405,000.00	3,405,000	2,861.73		58.08		—	—	0.4655	Monthly	704.45	7,801.87	20130412	20200415
161571GC2	CHASE ISSUANCE TRUST ABS 13-A8		1,999,543.4	2,005,059.5	2,000,000.00	1,999,735.93	5,323.57		—		—	—	1.01	Monthly	897.78	10,099.98	20131025	20181015
161571GH1	CHAIT_13-A9 ABS 13-A9 A		1,500,000	1,505,071.56	1,500,000.00	1,500,000	5,071.56		54.40		—	—	0.6055	Monthly	403.67	4,492.79	20131210	20201115
161571GJ7	CHASE ISSUANCE TRUST CHAIT_14- ABS 14-A1 A	1	11,497,919.65	11,541,814.23	11,500,000.00	11,498,558.75	43,255.48		344.98		—	—	1.15	Monthly	5,877.78	66,124.98	20140116	20190115
161571GQ1	CHASE ISSUANCE TRUST SENIOR ABS 14-A7 A	1	1,599,812.32	1,604,541.63	1,600,000.00	1,599,850.33	4,691.3		—		—	—	1.38	Monthly	981.33	11,040	20141107	20191115
161571GT5	CHAIT_15-A2 ABS_15-A2 A		11,224,451.1	11,295,999.81	11,225,000.00	11,224,503.51	71,496.3		105.00		—	—	1.59	Monthly	7,932.34	53,543.26	20150306	20200218
161630BD9	CHASE CMO_07-A1 11M1		2,049,110.78	1,882,962.05	2,029,686.02	2,046,589.85	(163,627.8	)	(318.18	)	—	—	2.47124	Monthly	4,179.87	25,717.41	20080118	20370325
165182BA3	CF_09-2A ABS 12-1A 144A		478,547.98	478,662.84	478,547.98	478,547.98	114.86		53.55		—	—	0.93405	Monthly	285.58	3,504.59	20120510	20231107
166430AA6	CHEST_14-1A ABS _14-1A-A 144A		2,844,000	2,839,165.2	2,844,000.00	2,844,000	(4,834.8	)	—		—	—	4.5	M-J-S-D	5,688.00	66,753		20341215
166764AA8	CHEVRON CORP SENIOR CORP BND		990,820	995,599.75	1,000,000.00	992,956.72	2,643.03		—		—	—	1.104	Jun-Dec	797.33	5,520	20140930	20171205
166764AC4	CHEVRON CORP SENIOR CORP BND		365,000	365,963.35	365,000.00	365,000	963.35		(1,161.63	)	—	—	0.889	Jun-Dec	63.09	2,894.19	20130617	20160624
166764AL4	CHEVRON CORP SENIOR CORP BND	1	1,000,000	1,001,776.12	1,000,000.00	1,000,000	1,776.12		91.51		—	—	1.345	May-Nov	1,718.61	8,032.64	20141110	20171115
166764AV2	CHEVRON CORP SENIOR CORP BND		2,380,000	2,375,667.52	2,380,000.00	2,380,000	(4,332.48	)	—		—	—	1.365	Mar-Sep	10,648.52	10,648.52	20150224	20180302
170016XW4	CHIPPEWA VALLEY MICH SCHS MUNI BND GO		6,265,211	6,180,191	5,450,000.00	6,201,943.31	(21,752.31	)	(37,269.02	)	—	—	5	May-Nov	45,416.67	136,250	20140930	20270501
17119RAD4	CCART_13-AA ABS_13-AA A4 144A		884,992.92	888,743.52	885,000.00	884,987.87	3,755.65		31.09		—	—	1.34	Monthly	527.07	5,929.5	20131016	20181217
17119VAC7	CCART_13-B ABS_13-B A3 144A		1,753,605.59	1,754,206.62	1,752,734.32	1,753,103.36	1,103.26		(7,288.42	)	—	—	0.85	Monthly	662.15	8,609.94	20131106	20180515
17119VAD5	CCART_13-B ABS_13-BA A4 144A		1,474,731.41	1,475,103.31	1,475,000.00	1,474,852.04	251.27		(10,201.04	)	—	—	1.27	Monthly	832.55	9,366.24	20131106	20190315
17119YAC1	CCART_14-BA ABS _14-BA-A3 144A		6,428,778.3	6,444,853.49	6,430,000.00	6,429,162.14	15,691.35		(37,874.50	)	—	—	1.27	Monthly	3,629.37	40,830.48	20140918	20190515
17275RAR3	CISCO SYSTEMS INC SENIOR CORP BND		500,100	502,222.67	500,000.00	500,086.81	2,135.86		(4,679.78	)	—	—	2.125	Mar-Sep	3,541.67	5,312.5	20140930	20190301
17275RAT9	CISCO SYSTEMS INC SENIOR CORP BND	1	3,499,790	3,506,440.74	3,500,000.00	3,499,881.99	6,558.75		952.42		—	—	1.1	Mar-Sep	12,619.44	19,250	20140224	20170303
17275RAU6	CISCO SYSTEMS INC SENIOR CORP BND		5,998,980	6,018,199.74	6,000,000.00	5,998,992.62	19,207.12		(397.35	)	—	—	1.65	Jun-Dec	3,850.00	3,850	20150610	20180615
172967GK1	CITIGROUP INC SUB CORP BND		10,802,675	10,737,228.08	10,500,000.00	10,772,163.82	(34,935.74	)	1,308.13		—	—	4.05	Jan-Jul	178,368.76	212,625	20140819	20220730
172967GR6	CITIGROUP INC CAPSEC CORP BND	1	9,970,625	9,870,000	10,500,000.00	9,974,997.45	(104,997.45	)	(2,530.56	)	—	—	5.35	May-Nov	71,779.16	280,875	20140820	20491231

172967HC8	CITIGROUP INC SENIOR CORP BND			2,033,660	2,023,331.14	2,000,000.00	2,026,098.3	(2,767.16	)	(22,189.18	)	—	—	2.5	Mar-Sep	13,194.44	25,000	20140701	20180926
172967HD6	CITIGROUP INC SENIOR CORP BND			2,101,400	2,041,432.8	2,000,000.00	2,097,882.03	(56,449.23	)	(40,727.96	)	—	—	3.875	Apr-Oct	14,208.33	27,125	20150220	20231025
172967HU8	CITIGROUP INC SENIOR CORP BND			2,983,710	2,996,695.62	3,000,000.00	2,986,165.13	10,530.49		(1,260.54	)	—	—	2.5	Jan-Jul	31,666.67	37,500	20140930	20190729
172967HY0	CITIGROUP INC SENIOR CORP BND			1,597,760	1,595,393.07	1,600,000.00	1,598,405.14	(3,012.07	)	380.97		—	—	1.55	Feb-Aug	9,437.78	12,400	20140807	20170814
172967JE2	CITIGROUP INC SENIOR CORP BND			759,848	761,085.39	760,000.00	759,877.66	1,207.73		1,206.86		—	—	1.85	May-Nov	1,445.06	9,856.39	20141118	20171124
172967JJ1	CITIGROUP INC SENIOR CORP BND			9,176,257.6	9,106,840.72	9,210,000.00	9,178,372.6	(71,531.88	)	(5,342.44	)	—	—	2.4	Feb-Aug	81,662.00	95,771.34	20150210	20200218
172967JL6	CITIGROUP INC SUB CORP BND		2	1,248,150	1,197,061.83	1,250,000.00	1,248,190.36	(51,128.53	)	(18,590.27	)	—	—	3.875	Mar-Sep	12,782.12	12,782.12	20150319	20250326
172967JN2	CITIGROUP INC SENIOR CORP BND			6,504,315.75	6,472,448.83	6,525,000.00	6,505,512.83	(33,064	)	(22,152.25	)	—	—	1.7	Apr-Oct	19,720.00	19,720	20150422	20180427
172967JT9	CITIGROUP INC SUB CORP BND			4,934,783.6	4,953,229.28	4,955,000.00	4,934,876.95	18,352.33		8.63		—	—	4.4	Jun-Dec	12,717.83	12,717.83	20150603	20250610
17305EDL6	CITIBANK CREDIT CARD ISSUANCE ABS_06-A8 A8			2,588,682.81	2,614,258.95	2,620,000.00	2,610,511.04	3,747.91		—		—	—	0.3153	J-A-J-O	1,766.91	3,963.74	20110706	20181217
17305EDY8	CCCIT_13-A1 ABS_07-A8 A8			2,601,748.05	2,466,336.76	2,250,000.00	2,458,016.83	8,319.93		(3,575.45	)	—	—	5.65	Mar-Sep	35,665.62	73,803.12	20131203	20190920
17305EFC4	CCCIT ABS 13-A3 A3			12,642,449.5	12,696,408.87	12,645,000.00	12,644,051.19	52,357.68		(690.84	)	—	—	1.11	Jan-Jul	61,992.11	70,179.75	20130801	20180723
17305EFE0	CCCIT_13-A6 ABS 13-A6 A6		1	884,570.31	880,645.92	875,000.00	879,187.41	1,458.51		63.62		—	—	1.32	Mar-Sep	3,657.50	13,292.4	20131210	20180907
17305EFK6	CCCIT_13-A10 ABS 13-A10 A10			11,385,664.06	11,383,189.89	11,375,000.00	11,378,392.5	4,797.39		(4,673.15	)	—	—	0.73	Feb-Aug	33,215.00	41,518.75	20140326	20180207
17305EFL4	CCCIT_13-A12 SENIOR ABS 13-A12 A12		2	500,000	500,271.04	500,000.00	500,000	271.04		(1,268.79	)	—	—	0.5059	F-M-A-N	386.45	1,224.66	20131211	20181107
17305EFQ3	CCCIT_14-A4 ABS _14-A4-A4			1,059,785.77	1,063,293.01	1,060,000.00	1,059,862.36	3,430.65		11.15		—	—	1.23	Apr-Oct	2,426.52	6,519	20140429	20190424
17305EFS9	CITIBANK CREDIT CARD MASTER TR ABS_14-A6-A6			4,866,375	4,851,865.73	4,800,000.00	4,865,106.21	(13,240.48	)	38.86		—	—	2.15	Jan-Jul	47,586.67	8,600	20150527	20210715
17305EFU4	CCCIT_14-A8 SENIOR ABS 2014-A8 A8	��		5,967,968.73	5,994,856.04	5,950,000.00	5,965,658.2	29,197.84		141.69		—	—	1.73	Apr-Oct	23,446.30	48,830.21	20140917	20200409
17318UAB0	CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC8 A2			9,088,242.19	9,074,610.18	9,000,000.00	9,059,234.59	15,375.59		(43,116.34	)	—	—	1.813	Monthly	13,597.51	81,585.06	20140807	20450910
17322FAA9	CGCMT_14-388G SENIOR CMBS_14-388G A 144A		1	490,000	487,349.59	490,000.00	490,000	(2,650.41	)	(550.32	)	—	—	0.936	Monthly	382.15	2,459.04	20140605	20330615
17322VAR7	CGCMT_14-GC23 SENIOR CMBS_14-GC23 A2			3,316,556.2	3,311,286.97	3,220,000.00	3,304,660.68	6,626.29		(30,184.87	)	—	—	2.851	Monthly	7,650.18	45,901.08	20140717	20470710
177510AC8	CITRUS RE LTD CORP BND 144A			1,000,000	979,130	1,000,000.00	1,000,000	(20,870	)	—		—	—	—	J-A-J-O	0	—	20150401	20180409
177510AD6	CITRUS RE LTD CORP BND 144A			650,000	640,874	650,000.00	650,000	(9,126	)	—		—	—	6.020279	J-A-J-O	9,130.76	9,130.76	20150401	20180409
177510AE4	CITRUS RE LTD CORP BND 144A			250,000	246,215	250,000.00	250,000	(3,785	)	—		—	—	9.020279	J-A-J-O	5,261.83	5,261.83	20150401	20180409
180848DS9	CLARK CNTY NEV ARPT REV MUNITAX BND GO		1	4,625,530	4,578,961.9	3,910,000.00	4,524,371.61	54,590.29		(8,601.86	)	—	—	5.86	May-Nov	38,187.67	114,563	20140930	20201101
191216AU4	COCA-COLA COMPANY (THE) CORP BND			3,041,280.96	3,038,667	3,000,000.00	3,017,010.16	21,656.84		(6,674.52	)	—	—	1.8	Mar-Sep	18,000.00	37,300	20111214	20160901
191216BA7	COCA-COLA COMPANY (THE) SENIOR CORP BND		2	492,870	496,709.9	500,000.00	494,367.81	2,342.09		732.74		—	—	1.15	Apr-Oct	1,437.50	2,875	20140930	20180401
191216BD1	COCA-COLA COMPANY (THE) SENIOR CORP BND			6,991,950	6,998,266.1	7,000,000.00	6,996,396.89	1,869.21		830.94		—	—	0.75	May-Nov	8,750.00	26,250	20131029	20161101
19416QEB2	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN		1	1,890,937	1,884,448.87	1,900,000.00	1,894,804.95	(10,356.08	)	8.99		—	—	0.9	May-Nov	2,850.00	8,550	20130429	20180501
19416QEF3	COLGATE-PALMOLIVE CO SENIOR CORP BND			993,190	995,417.18	1,000,000.00	994,301.82	1,115.36		(7,330.83	)	—	—	1.75	Mar-Sep	5,152.78	8,750	20140930	20190315
19624HAA6	COLNY_14-1 SENIOR CMBS _14-1-A		1	3,155,134.52	3,154,001.81	3,155,140.82	3,154,969.96	(968.15	)	—		—	—	2.5432	Monthly	6,686.80	44,481.5		20500420
196479WD7	COLORADO HOUSING & FINANCE AUT MUNITAX BND REV		1	1,000,000	1,011,480	1,000,000.00	1,000,000	11,480		—		—	—	2.024	May-Nov	3,373.33	10,120	20141023	20190501
196479WE5	COLORADO HOUSING & FINANCE AUT MUNITAX BND REV		1	1,100,000	1,117,380	1,100,000.00	1,100,000	17,380		—		—	—	2.144	May-Nov	3,930.67	11,792	20141023	20191101
198280AA7	COLUMBIA PIPELINE GROUP INC SENIOR CORP BND 144A		1	769,815.2	774,430.65	770,000.00	769,820.71	4,609.94		93.21		—	—	2.45	Jun-Dec	2,043.71	2,043.71	20150519	20180601

198280AC3	COLUMBIA PIPELINE GROUP INC SENIOR CORP BND 144A	1	2,994,600	3,002,842.71	3,000,000.00	2,994,693.21	8,149.5		56.61		—	—	3.3	Jun-Dec	10,725.00	10,725	20150519	20200601
200474BC7	COMM_15-LC19 LCF SENIOR CMBS 15-LC19 A4		5,149,702.7	4,950,899.9	5,000,000.00	5,143,958.23	(193,058.33	)	(45,337.44	)	—	—	3.183	Monthly	13,262.50	64,992.92	20150126	20480210
20271RAG5	COMMONWEALTH BANK AUSTRALIA SENIOR CORP BND		2,497,875	2,500,598.15	2,500,000.00	2,498,442.03	2,156.12		(33,721.58	)	—	—	1.4	Mar-Sep	10,888.89	17,402.78	20140903	20170908
20271RAJ9	COMMONWEALTH BANK OF AUSTRALIA SENIOR CORP BND		12,784,269.46	12,776,521.47	12,800,000.00	12,785,582.41	(9,060.94	)	(2,302.12	)	—	—	1.625	Mar-Sep	62,977.78	62,977.78	20150304	20180312
20281PCA8	COMMONWEALTH FING AUTH PA MUNITAX BND REV		564,185	554,375	500,000.00	551,453.2	2,921.8		(2,000.40	)	—	—	5.792	Jun-Dec	2,413.33	14,480	20140930	20180601
20281PCB6	COMMONWEALTH FING AUTH PA MUNITAX BND REV		2,254,340	2,239,940	2,000,000.00	2,215,782.54	24,157.46		164.60		—	—	5.892	Jun-Dec	9,820.00	58,920	20140930	20190601
20772JKM3	CONNECTICUT (STATE OF) MUNITAX BND GO		2,273,043.5	2,278,435.25	2,275,000.00	2,273,303.26	5,131.99		(7,137.99	)	—	—	1.896	Apr-Oct	9,106.07	21,567	20141028	20191015
20772JQK1	CONNECTICUT (STATE OF) MUNITAX BND GO		2,556,975	2,570,825	2,500,000.00	2,546,086.21	24,738.79		(12,304.69	)	—	—	2.172	Feb-Aug	20,513.33	27,150	20140923	20180815
20775BN77	CONNECTICUT ST HSG FIN AUTH MUNI BND REV		198,329.25	193,456.35	185,000.00	197,233.13	(3,776.78	)	(4,163.93	)	—	—	4.1	May-Nov	969.19	17,436.95	20140930	20281115
20825TAA5	CONOCO INC CORP BND		5,679,205.4	5,308,052.75	5,005,000.00	5,300,395.84	7,656.91		1,070.57		—	—	5.625	Apr-Oct	59,434.38	140,765.63	20131022	20161015
20826FAJ5	CONOCOPHILLIPS CO SENIOR CORP BND		6,894,872.16	6,841,649.07	6,898,000.00	6,894,942.98	(53,293.91	)	96.51		—	—	2.2	May-Nov	18,126.41	18,071.9	20150513	20200515
20826FAL0	CONOCOPHILLIPS CO SENIOR CORP BND		7,339,119.2	7,320,556.86	7,340,000.00	7,339,153.05	(18,596.19	)	2,044.51		—	—	1.5	May-Nov	13,150.84	13,150.84	20150513	20180515
209111EV1	CONSOLIDATED EDISON CO OF NEW CORP BND	2	2,385,140	2,322,836.46	2,000,000.00	2,318,407.21	4,429.25		3,791.86		—	—	7.125	Jun-Dec	11,875.00	71,250	20140930	20181201
21684AAA4	RABOBANK NEDERLAND, UTRECHT SUB CORP BND		5,708,120	5,682,172.82	5,500,000.00	5,708,008.13	(25,835.31	)	4,757.94		—	—	4.625	Jun-Dec	21,197.91	1,413.19	20150624	20231201
21685WBT3	RABOBANK NEDERLAND NV CORP BND		1,264,080	1,253,878.42	1,150,000.00	1,262,935.02	(9,056.6	)	91.62		—	—	4.5	Jan-Jul	24,437.50	3,162.5	20150604	20210111
216871AC7	COOPER US INC CORP BND	1	3,765,604.6	3,545,022.69	3,260,000.00	3,558,330.93	(13,308.24	)	580.36		—	—	6.1	Jan-Jul	99,430.00	81,638.33		20170701
216871AF0	COOPER INDUSTRIES LTD. CORP BND		1,020,060	1,007,970	1,000,000.00	1,008,392.58	(422.58	)	(1,294.18	)	—	—	2.375	Jan-Jul	10,951.39	11,875	20140930	20160115
21688AAA0	RABOBANK NEDERLAND NV SENIOR CORP BND	1	1,988,560	2,001,457.52	2,000,000.00	1,991,771.79	9,685.73		(11,732.57	)	—	—	2.25	Jan-Jul	20,875.00	22,500	20140107	20190114
21870LAA4	CORE_15-CALW LCF SENIOR CMBS 15-CALW A 144A	1	3,501,717.62	3,412,783.97	3,400,000.00	3,498,295.74	(85,511.77	)	(22,906.61	)	—	—	3.04	Monthly	8,613.34	23,543.1	20150401	20340210
219350BA2	CORNING INC SENIOR CORP BND		2,000,091.25	1,989,195.56	2,000,000.00	2,000,088.96	(10,893.4	)	1,169.50		—	—	1.5	May-Nov	4,416.67	5,465.63		20180508
21H032670	GNMA TBA MBS	1	2,123,122.82	2,123,762.5	2,047,000.00	2,123,122.82	639.68		—		—	—	3.5	Monthly	3,781.26	—	20150612	20450701
22160KAE5	COSTCO WHOLESALE CORPORATION SENIOR CORP BND	1	4,874,750	4,874,793.81	4,900,000.00	4,880,685.02	(5,891.21	)	(9,579.61	)	—	—	1.125	Jun-Dec	2,450.00	27,562.51	20121128	20171215
224287AA0	CRANBERRY RE LTD Adj % Due 7/6/2018 JAJO15	1	1,950,000	1,948,830	1,950,000.00	1,950,000	(1,170	)	—		—	—	—	J-A-J-O	0	—	20150423	20180706
225313AF2	CREDIT AGRICOLE SA SUB CORP BND 144A	1	1,276,020.48	1,228,089.28	1,283,000.00	1,276,182.34	(48,093.06	)	(13,934.38	)	—	—	4.375	Mar-Sep	16,215.69	16,215.69	20150309	20250317
22532LAL8	CREDIT AGRICOLE SA/LONDON SENIOR CORP BND 144A	1	3,994,960	4,024,694.84	4,000,000.00	3,996,123.4	28,571.44		61.25		—	—	2.5	Apr-Oct	21,111.11	50,000	20140409	20190415
22541QFV9	CSFB_03-17 WHOLE LOAN__03-17-1A4	1	447,106.77	444,132.62	439,442.89	446,823.28	(2,690.66	)	(291.92	)	—	—	5.5	Monthly	2,014.11	12,820.35	20140930	20330625
225436AA2	CREDIT SUISSE GROUP CCN CORP BND 144A	1	5,852,032.8	5,730,000	6,000,000.00	5,853,554.44	(123,554.44	)	625.79		—	—	6.25	Jun-Dec	13,541.67	181,731.24		20491231
22546QAT4	CREDIT SUISSE NEW YORK NY SENIOR CORP BND		4,997,421.26	4,988,126	5,000,000.00	4,997,520.74	(9,394.74	)	3,103.28		—	—	1.75	Jan-Jul	36,944.44	36,944.44	20150126	20180129
22546QAV9	CREDIT SUISSE NEW YORK NY SENIOR CORP BND	2	897,372	891,529.81	900,000.00	897,484.23	(5,954.42	)	(20,664.07	)	—	—	1.7	Apr-Oct	2,635.00	1,955	20150512	20180427
233046AC5	DNKN_15-1A ABS 15-1A A2I 144A		1,496,250	1,501,917.8	1,496,250.00	1,496,250	5,667.8		—		—	—	3.262	F-M-A-N	5,558.65	21,053.15	20150122	20450220
233046AD3	DNKN_15-1A ABS 15-1A A2II 144A	1	1,496,250	1,490,218.62	1,496,250.00	1,496,250	(6,031.38	)	1,014.70		—	—	3.98	F-M-A-N	6,782.17	25,687.17	20150122	20450220
23311VAE7	DCP MIDSTREAM PARTNERS LP SENIOR CORP BND		1,192,920	1,130,508	1,200,000.00	1,194,656.47	(64,148.47	)	171.12		—	—	2.7	Apr-Oct	8,100.00	16,200	20140310	20190401
233851AK0	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A		3,112,230	3,070,101.93	3,000,000.00	3,075,556.75	(5,454.82	)	(1,831.77	)	—	—	2.95	Jan-Jul	41,791.67	44,250	20140930	20170111
233851BA1	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A		1,014,510	1,011,314.39	1,000,000.00	1,011,766.11	(451.72	)	274.49		—	—	2.375	Feb-Aug	9,895.83	11,875	20140930	20180801

233851BF0	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A		5,002,681	4,995,029.47	5,020,000.00	5,007,879.49	(12,850.02	)	(15,948.91	)	—	—	1.375	Feb-Aug	28,760.41	48,480.97	20140724	20170801
233851BP8	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A		1,673,593	1,666,535.67	1,675,000.00	1,673,744.01	(7,208.34	)	(35,274.58	)	—	—	1.65	Mar-Sep	9,135.73	9,135.73	20150223	20180302
235308QJ5	DALLAS TEX INDPT SCH DIST MUNITAX BND GO		6,936,930	6,864,102	6,300,000.00	6,885,250.33	(21,148.33	)	(60,250.99	)	—	—	4.25	Feb-Aug	101,150.01	88,506.27	20150225	20190215
2354167B4	DALLAS TEX MUNITAX BND REV		1,750,000	1,752,817.5	1,750,000.00	1,750,000	2,817.5		(5,179.94	)	—	—	1.96	Apr-Oct	9,146.66	9,146.66	20150311	20191001
2354167C2	DALLAS TEX MUNITAX BND REV	1	1,500,000	1,496,640	1,500,000.00	1,500,000	(3,360	)	(39,703.28	)	—	—	2.21	Apr-Oct	8,840.00	8,840	20150311	20201001
235851AL6	DANAHER CORPORATION CORP BND	1	1,822,080	1,850,915	1,825,000.00	1,824,401.87	26,513.13		(4,302.29	)	—	—	2.3	Jun-Dec	932.78	34,148.61	20110620	20160623
24422ERN1	JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN	1	4,923,571.75	4,934,199.8	4,925,000.00	4,924,510.7	9,689.1		306.53		—	—	1.4	Mar-Sep	20,301.94	34,475	20120222	20170315
24422ERZ4	JOHN DEERE CAPITAL CORP UNSECURED CORP BND MTN	1	634,326.9	636,035.11	635,000.00	634,873.5	1,161.61		2,201.52		—	—	0.75	Jan-Jul	2,103.44	2,381.25	20130117	20160122
24422ESK6	JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN		1,989,880	1,994,456.64	2,000,000.00	1,991,544.13	2,912.51		(2,452.42	)	—	—	1.95	Mar-Sep	12,675.00	19,500	20140930	20190304
24422EST7	JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN	1	2,578,710	2,575,852.21	2,580,000.00	2,578,903.84	(3,051.63	)	(4,341.91	)	—	—	1.35	Jan-Jul	15,963.75	15,963.75	20150113	20180116
246343JR9	DELAWARE RIV JT TOLL BRDG COMM MUNITAX BND REV		2,203,944.6	2,218,574.8	2,210,000.00	2,205,145.99	13,428.81		(11,842.98	)	—	—	2.184	Jan-Jul	24,133.20	24,133.2	20140930	20180701
24703BAC9	DEFT_15-1 ABS 15-1 A3 144A	1	2,619,821.05	2,618,480.43	2,620,000.00	2,619,836.41	(1,355.98	)	1.08		—	—	1.3	Monthly	851.50	6,528.16	20150415	20200323
249218AR9	DENVER CO PUB SCHS CTFS MUNITAX BND REV	1	1,491,330	1,506,900	1,500,000.00	1,492,843.5	14,056.5		14,117.30		—	—	1.644	Jun-Dec	1,096.00	12,330	20140930	20181215
249670AA8	DEPOSITORY TRUST & CLEARING CO CAPSEC CORP BND 144A	1	1,750,000	1,741,250	1,750,000.00	1,750,000	(8,750	)	—		—	—	4.875	Jun-Dec	8,057.29	8,057.29	20150519	20491231
251093B58	DETROIT MICH MUNITAX BND GO	1	1,792,239.93	1,915,580.31	1,976,292.00	1,813,509.1	102,071.21		(5,984.96	)	—	—	4.96	Apr-Oct	24,506.02	49,012.04	20140930	20200401
251525AP6	DEUTSCHE BANK AG SUB CORP BND		1,992,200	1,896,159.22	2,000,000.00	1,992,355.32	(96,196.1	)	(5,149.00	)	—	—	4.5	Apr-Oct	22,500.00	33,600	20150327	20250401
25152RYD9	DEUTSCHE BK LDN SENIOR CORP BND		4,994,050	4,978,464.9	5,000,000.00	4,994,788.17	(16,323.27	)	87.64		—	—	1.875	Feb-Aug	35,937.50	37,239.58	20150210	20180213
25215BAA1	DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP BND 144A	1	4,986,350	5,028,699.5	5,000,000.00	4,994,029.45	34,670.05		4,651.53		—	—	1.25	Apr-Oct	12,673.61	31,250	20131010	20161018
25243YAR0	DIAGEO CAPITAL PLC SENIOR CORP BND		7,389,060	7,412,343.86	7,400,000.00	7,400,112.15	12,231.71		(2,562.10	)	—	—	1.5	May-Nov	15,416.67	60,375	20120508	20170511
25243YAT6	DIAGEO CAPITAL PLC SENIOR CORP BND		2,485,750	2,450,642.78	2,500,000.00	2,491,833.26	(41,190.48	)	1,096.80		—	—	1.125	Apr-Oct	4,843.75	14,062.5	20130424	20180429
25459HAV7	DIRECTV HOLDINGS LL/DIR TV FIN CORP BND		3,569,208.75	3,569,203.5	3,525,000.00	3,530,519.12	38,684.38		174.67		—	—	3.125	Feb-Aug	41,614.58	70,963.55		20160215
25459HAY1	DIRECTV HOLDINGS LLC SENIOR CORP BND		3,641,414.15	3,450,978.33	3,397,000.00	3,446,368.67	4,609.66		167.65		—	—	3.5	Mar-Sep	39,631.67	79,601.67	20121016	20160301
25459HBE4	DIRECTV HOLDINGS LLC SENIOR CORP BND		4,533,818.6	4,553,544.29	4,500,000.00	4,524,247.97	29,296.32		(28,518.46	)	—	—	2.4	Mar-Sep	31,800.00	54,000	20120515	20170315
25466AAG6	DISCOVER BANK/GREENWOOD DE SENIOR CORP BND		2,899,333	2,904,125.01	2,900,000.00	2,899,342.18	4,782.83		(3,475.77	)	—	—	3.1	Jun-Dec	6,742.50	6,742.5	20150601	20200604
254683BA2	DISCOVER CARD MASTER TRUST DCE ABS_13-A2		8,353,759.29	8,358,077.4	8,355,000.00	8,354,613.21	3,464.19		18.85		—	—	0.69	Monthly	2,562.20	29,560.78	20130206	20180815
254683BB0	DCENT_13 ABS 13	1	8,500,000	8,506,722.31	8,500,000.00	8,500,000	6,722.31		9.65		—	—	0.4855	Monthly	1,834.11	20,330.55	20130206	20200817
254683BJ3	DCENT_14-3 ABS_14-A3 A3	1	1,029,736.32	1,033,291.83	1,030,000.00	1,029,811.44	3,480.39		19.70		—	—	1.22	Monthly	558.49	6,283.02	20140428	20191015
254683BL8	DISCOVER CARD MASTER TRUST SENIOR ABS _14-A5-A		2,499,783.5	2,509,033.78	2,500,000.00	2,499,810.98	9,222.8		49.61		—	—	1.39	Monthly	1,544.44	17,374.98	20141008	20200415
254683BP9	DCENT_15-A2 SENIOR ABS 15-A2 A		7,112,844.16	7,056,523.45	7,115,000.00	7,112,910.71	(56,387.26	)	402.90		—	—	1.9	Monthly	6,008.22	23,281.86	20150422	20221017
25468PCS3	WALT DISNEY COMPANY (THE) CORP BND MTN		2,498,525	2,509,492.68	2,500,000.00	2,498,992.24	10,500.44		(27,454.56	)	—	—	1.125	Feb-Aug	10,625.00	14,062.5	20140930	20170215
25468PCV6	WALT DISNEY COMPANY (THE) SENIOR CORP BND MTN		3,102,781.25	3,111,013.87	3,125,000.00	3,114,089.34	(3,075.47	)	60.34		—	—	1.1	Jun-Dec	2,864.59	17,187.5	20121127	20171201
25476FHE1	DISTRICT OF COLUMBIA MUNI BND GO		5,731,050	5,578,050	5,000,000.00	5,583,404.26	(5,354.26	)	(8,540.97	)	—	—	5	Jun-Dec	20,833.33	125,000	20140930	20180601
25476FLG1	DISTRICT OF COLUMBIA MUNITAX BND GO	1	5,416,000	5,330,350	5,000,000.00	5,342,283.75	(11,933.75	)	(2,181.01	)	—	—	4.613	Jun-Dec	19,220.84	96,744.87	20150127	20170601
254845GB0	DISTRICT COLUMBIA WTR & SWR AU MUNI BND REV		569,945	561,955	500,000.00	557,102.4	4,852.6		(6,278.56	)	—	—	5	Apr-Oct	6,250.00	12,500	20140930	20241001

25600WAB6	DNB BOLIGKREDITT AS CORP BND 144A		8,395,963	8,332,659.6	8,200,000.00	8,239,738.37	92,921.23		101.69		—	—	2.9	Mar-Sep	60,771.11	118,900		20160329
25746UBN8	DOMINION RESOURCES INC CORP BND		1,015,910	1,009,577.4	1,000,000.00	1,009,579.89	(2.49	)	(597.02	)	—	—	1.95	Feb-Aug	7,366.67	9,750	20140930	20160815
25746UCD9	DOMINION RESOURCES INC SENIOR CORP BND		8,497,530	8,518,342.15	8,500,000.00	8,497,569.26	20,772.89		(51,980.99	)	—	—	1.9	Jun-Dec	7,177.77	6,808.33		20180615
26138EAM1	DR PEPPER SNAPPLE GROUP INC CORP BND		1,423,418.25	1,439,891.25	1,425,000.00	1,424,819.19	15,072.06		134.90		—	—	2.9	Jan-Jul	19,055.42	20,662.5	20110106	20160115
26249MAA5	DRSLF_15-37A ABS 15-37A A 144A		5,000,000	5,003,500	5,000,000.00	5,000,000	3,500		—		—	—	1.81562	J-A-J-O	27,990.81	27,990.81	20150129	20270415
26250DAU7	SHELL: DRSLF_12-24RA ABS 12-24RA CR 144A	1	1,500,000	1,496,076	1,500,000.00	1,500,000	(3,924	)	108.96		—	—	2.979	F-M-A-N	5,833.88	5,833.88	20150429	20231115
26441CAH8	DUKE ENERGY CORP SENIOR CORP BND		1,003,500	1,002,833.86	1,000,000.00	1,002,604.38	229.48		(1,729.49	)	—	—	1.625	Feb-Aug	6,138.89	8,125	20140930	20170815
26441CAK1	DUKE ENERGY CORP SENIOR CORP BND		1,015,350	1,007,116.78	1,000,000.00	1,013,709.9	(6,593.12	)	(13,685.64	)	—	—	2.1	Jun-Dec	933.33	10,450.41	20150218	20180615
26442CAJ3	DUKE ENERGY CORP CORP BND		1,114,270	1,090,299.61	1,000,000.00	1,109,857.08	(19,557.47	)	4.30		—	—	4.3	Jun-Dec	1,911.11	9,077.78	20150410	20200615
26442CAL8	DUKE ENERGY CORP CORP BND		507,730	506,359.87	500,000.00	505,118.86	1,241.01		(3,531.94	)	—	—	1.75	Jun-Dec	388.89	4,375	20140930	20161215
268317AJ3	ELECTRICITE DE FRANCE SA SENIOR CORP BND 144A		4,863,518.4	4,948,856.29	4,920,000.00	4,879,126.96	69,729.33		1,077.23		—	—	2.15	Jan-Jul	46,719.50	52,890	20140113	20190122
268648AP7	EMC CORP/ MASSACHUSETTS SENIOR CORP BND	1	3,498,725	3,502,992.33	3,500,000.00	3,499,232.4	3,759.93		(4,645.51	)	—	—	1.875	Jun-Dec	5,468.75	32,812.5	20130603	20180601
26875PAM3	EOG RESOURCES INC SENIOR CORP BND		849,991.5	828,714.21	850,000.00	849,995.8	(21,281.59	)	(106.18	)	—	—	3.15	Apr-Oct	7,735.00	7,735	20150312	20250401
26971HAA0	EGLE_14-1A ABS_14-1A A1 144A		4,374,305.68	4,366,687.5	4,375,000.00	4,374,313.84	(7,626.34	)	(1,714.85	)	—	—	2.57	Monthly	4,997.22	60,546.7		20391215
27332QAB0	EAST LANE RE VI LTD SENIOR CORP BND 144A		1,875,000	1,857,843.75	1,875,000.00	1,875,000	(17,156.25	)	—		—	—	3.75	M-J-S-D	4,492.19	22,896.27	20150302	20200313
277432AM2	EASTMAN CHEMICAL COMPANY SENIOR CORP BND	1	822,228	836,017.71	825,000.00	823,893.61	12,124.1		(345.51	)	—	—	2.4	Jun-Dec	1,650.00	9,900	20120529	20170601
278062AB0	EATON CORPORATION SENIOR CORP BND		2,684,069.42	2,666,519.22	2,675,000.00	2,684,018.54	(17,499.32	)	4,029.27		—	—	1.5	May-Nov	6,576.05	11,437.5		20171102
278642AG8	EBAY INC. SENIOR CORP BND	2	3,968,331.5	3,910,191.13	3,925,000.00	3,944,020.98	(33,829.85	)	615.83		—	—	1.35	Jan-Jul	24,433.14	26,493.75	20121024	20170715
281379AA5	EDUSA_10-1 ABS 10-1-A1 144A	2	329,370.36	329,529.12	329,370.36	329,370.36	158.76		—		—	—	1.127	J-A-J-O	670.22	1,968.03	20100223	20230725
28176EAC2	EDWARDS LIFESCIECE CORP SENIOR CORP BND	2	3,052,230	3,059,583.67	3,000,000.00	3,042,899.03	16,684.64		802.99		—	—	2.875	Apr-Oct	18,208.34	51,710.08	20140930	20181015
28336LBR9	EL PASO LLC CORP BND	2	2,428,386.4	2,411,622.86	2,140,000.00	2,389,132.39	22,490.47		11.13		—	—	7.25	Jun-Dec	12,929.17	75,420.14	20141231	20180601
283695BP8	EL PASO NATURAL GAS COMPANY CORP BND	2	1,925,592.5	1,904,161.8	1,790,000.00	1,895,827.02	8,334.78		1.79		—	—	5.95	Apr-Oct	22,484.39	53,252.5	20141219	20170415
29100XAA3	EAFL_13-1 ABS 13- 1 A 144A	2	2,714,374.99	2,758,046.86	2,687,499.99	2,713,537.04	44,509.82		—		—	—	4.65	Monthly	5,554.17	63,562.11	20141210	20381015
29270CYL3	ENERGY NORTHWEST MUNITAX BND REV		1,524,255	1,534,170	1,500,000.00	1,519,526.1	14,643.9		(2,136.82	)	—	—	2.147	Jan-Jul	16,102.50	22,811.88	20140930	20180701
29270CYM1	ENERGY NORTHWEST MUNITAX BND REV	2	1,201,090.8	1,192,748.94	1,190,000.00	1,200,564.48	(7,815.54	)	(3,939.49	)	—	—	2.197	Jan-Jul	13,072.15	5,591.97	20150409	20190701
29273RAX7	ENERGY TRANSFER PARTNERS LP SENIOR CORP BND	2	917,705.7	911,365.79	890,000.00	917,599.52	(6,233.73	)	66.47		—	—	4.15	Apr-Oct	9,233.75	1,051.33	20150618	20201001
29273RBH1	ENERGY TRANSFER PARTNERS LP SENIOR CORP BND	2	2,998,380	3,002,163.39	3,000,000.00	2,998,391.13	3,772.26		90.75		—	—	2.5	Jun-Dec	1,666.67	1,666.67	20150618	20180615
29358QAA7	ENSCO INTL INC CORP BND	2	513,090	508,012.05	500,000.00	512,439.82	(4,427.77	)	78.99		—	—	4.7	Mar-Sep	6,919.44	8,094.44	20150224	20210315
29358QAE9	ENSCO PLC SENIOR CORP BND	2	871,692.5	862,864.21	875,000.00	871,771.49	(8,907.28	)	0.48		—	—	5.2	Mar-Sep	13,776.39	13,776.39	20150304	20250315
29364GAH6	ENTERGY CORP SENIOR CORP BND	2	—	—	—	—	—		2.27		—	—	4	Jan-Jul	(58.33)	—	20150625	20220715
29372EAT5	EFF_12-2 SENIOR ABS 12-2 A3 144A	2	660,592.97	660,363	660,000.00	660,081.23	281.77		56.90		—	—	0.93	Monthly	187.55	3,069	20131120	20180420
29372EAY4	ENTERPRISE FLEET FINANCING LLC ABS _13-2-A2 144A	2	1,299,274.99	1,301,232.56	1,299,478.24	1,299,400.59	1,831.97		(14,050.96	)	—	—	1.06	Monthly	420.89	8,678.32	20130807	20190320
29372EAZ1	ENTERPRISE FLEET FINANCING LLC AB_13-2-A3 144A	2	299,978.79	301,539	300,000.00	299,989.19	1,549.81		(0.19	)	—	—	1.51	Monthly	138.42	2,265	20130807	20190320
29372EBE7	EFF_14-2 ABS_14-2 A2 144A	2	1,312,105.28	1,312,434.71	1,312,316.56	1,312,188.04	246.67		(4,853.65	)	—	—	1.05	Monthly	421.03	7,001.5	20140806	20200320

29379VAU7	ENTERPRISE PRODUCTS OPERATING CORP BND	2	778,230	772,640.59	750,000.00	778,170.86	(5,530.27	)	2,219.79		—	—	4.05	Feb-Aug	11,475.00	506.25	20150622	20220215
29379VBD4	ENTERPRISE PRODUCTS OPERATING SENIOR CORP BND	2	4,999,050	5,004,249.95	5,000,000.00	4,999,180.24	5,069.71		3,070.08		—	—	2.55	Apr-Oct	26,916.67	63,750.01	20141002	20191015
29379VBG7	ENTERPRISE PRODUCTS OPERATING SENIOR CORP BND	2	1,789,309.9	1,782,828.77	1,790,000.00	1,789,349.78	(6,521.01	)	(5,203.67	)	—	—	1.65	May-Nov	4,430.26	3,284.43	20150504	20180507
295407YA2	ERIE PA MUNITAX BND GO	2	3,129,047	3,162,775	3,100,000.00	3,109,875.99	52,899.01		(16,810.17	)	—	—	6.65	May-Nov	26,341.39	103,075	20140930	20151115
298785FN1	EUROPEAN INVESTMENT BANK SENIOR CORP BND	2	15,606,900	15,272,550	15,000,000.00	15,249,508.65	23,041.35		(141,433.49	)	—	—	2.5	May-Nov	46,875.00	187,500	20140324	20160516
298785GH3	EUROPEAN INVESTMENT BANK SENIOR CORP BND	2	9,955,000	10,146,000.7	10,000,000.00	9,965,866.45	180,134.25		4,375.49		—	—	1.875	Mar-Sep	55,208.33	93,750	20140402	20190315
300141AC2	EVERGLADES RE LTD CORP BND 144A	2	39,731,500	38,216,600	38,000,000.00	39,411,811.4	(1,195,211.4	)	(143.69	)	—	—	7.51	M-J-S-D	229,889.44	1,277,535.49		20170428
30014LAA2	EVERGLADES RE II LTD CORP BND 144A	2	2,000,000	1,987,620	2,000,000.00	2,000,000	(12,380	)	—		—	—	—	M-J-S-D	0	—	20150430	20180503
300569GY0	EWING TWP N J SCH DIST MUNITAX BND GO	2	1,477,604.7	1,492,068.6	1,485,000.00	1,478,955.68	13,112.92		(3,245.11	)	—	—	1.596	Apr-Oct	5,925.15	11,850.3	20140930	20181001
30161MAP8	EXELON GENERATION CO LLC SENIOR CORP BND	2	1,129,785.3	1,129,593.95	1,130,000.00	1,129,805.15	(211.2	)	31.61		—	—	2.95	Jan-Jul	15,556.33	15,556.33	20150108	20200115
30161NAG6	EXELON CORPORATION SENIOR CORP BND	2	2,568,252.4	2,574,959.15	2,570,000.00	2,568,299.63	6,659.52		1,029.20		—	—	1.55	Jun-Dec	2,213.05	2,213.05	20150608	20170609
30161NAH4	EXELON CORPORATION SENIOR CORP BND	2	3,814,056.1	3,832,748.32	3,810,000.00	3,814,013.3	18,735.02		(5,955.19	)	—	—	2.85	Jun-Dec	6,032.49	5,874.15		20200615
30219GAD0	EXPRESS SCRIPTS HOLDING CO SENIOR CORP BND	2	4,067,024.68	4,170,705.85	4,100,000.00	4,086,459.88	84,245.97		147.16		—	—	2.65	Feb-Aug	41,045.56	54,325	20130114	20170215
30219GAH1	EXPRESS SCRIPTS HOLDING CO SENIOR CORP BND	2	7,990,555.5	7,990,112.67	8,050,000.00	8,000,219.42	(10,106.75	)	(6,421.05	)	—	—	2.25	Jun-Dec	8,050.00	90,562.5	20140602	20190615
30231GAB8	EXXON MOBIL CORP SENIOR CORP BND	2	5,000,000	4,996,900.2	5,000,000.00	5,000,000	(3,099.8	)	(18,321.62	)	—	—	0.32585	M-J-S-D	724.11	7,533.69	20140317	20170315
30231GAD4	EXXON MOBIL CORP SENIOR CORP BND	2	2,050,000	2,049,323.09	2,050,000.00	2,050,000	(676.91	)	46.78		—	—	1.819	Mar-Sep	10,979.69	18,644.75	20140317	20190315
30231GAF9	EXXON MOBIL CORP SENIOR CORP BND	2	1,920,000	1,852,244.08	1,920,000.00	1,920,000	(67,755.92	)	—		—	—	2.709	Mar-Sep	16,615.20	16,759.68	20150303	20250306
30249UAA9	FMC TECHNOLOGIES INC SENIOR CORP BND	2	349,184.5	350,850.94	350,000.00	349,625.06	1,225.88		624.09		—	—	2	Apr-Oct	1,750.00	3,500	20120918	20171001
30250GAA6	SSGN_10-S1 CMO_10-S1-1A 144A	2	251,925.12	252,003.98	251,925.12	251,925.12	78.86		(199.91	)	—	—	0.7366	Monthly	10.30	1,067.12	20100305	20480225
30254WAE9	FMS WERTMANAGEMENT LT GTD SENIOR CORP BND	2	1,366,562.56	1,372,850.68	1,367,000.00	1,366,680.79	6,169.89		34.44		—	—	1.125	Mar-Sep	4,955.38	7,689.38	20140827	20170905
30254WAF6	FMS WERTMANAGEMENT LT GTD SENIOR CORP BND	2	7,524,617.94	7,526,993.23	7,534,000.00	7,526,228.78	764.45		1,113.34		—	—	0.625	Jan-Jul	19,750.59	16,562.3	20141022	20170130
30262SAR9	FHLMC AGNECY CMBS 15-K42 B 144A	2	4,123,750	3,980,352	4,000,000.00	4,119,235.69	(138,883.69	)	(4,765.71	)	—	—	3.98479	Monthly	13,282.63	62,110.4	20150204	20241225
302644EL9	FSU FINL ASSISTANCE INC FLA MUNITAX BND REV	2	920,061	925,884	900,000.00	915,152.8	10,731.2		(429.88	)	—	—	2.84	Apr-Oct	6,390.00	12,780	20140930	20171001
30290FAE2	FREMF SUB CMBS_12-K707 B 144A	2	1,039,335.94	1,041,921	1,000,000.00	1,032,543.12	9,377.88		(7,443.21	)	—	—	4.01903	Monthly	3,349.19	19,755.06	20141008	20470125
30291WAN4	FREMF SENIOR CMBS 14-K36 144A	2	2,163,906.25	2,088,238	2,000,000.00	2,156,463.04	(68,225.04	)	(7,656.65	)	—	—	4.50266	Monthly	7,504.43	39,235.32	20150116	20461225
30291YAJ9	FREMF_14-K716 SUB CMBS 14-K716 B 144A	2	3,159,492.19	3,075,720	3,000,000.00	3,151,835.54	(76,115.54	)	(24,379.88	)	—	—	4.08572	Monthly	10,214.30	49,425.73	20150130	20470825
31283AKB5	FHSTR CMO_282 150	2	3,713,009.78	3,664,572.95	3,796,766.45	3,716,823.4	(52,250.45	)	(106.14	)	—	—	1.5	Monthly	4,745.96	29,402.48	20140930	20271015
3128JLHB8	FHLMC POOL # 1B1225	2	32,274.34	34,289.86	32,775.79	32,302.26	1,987.6		28.49		—	—	2.25	Monthly	61.45	405.29	20070402	20330901
3128JMW45	FHLMC POOL # 1B2566	2	57,251.28	61,294.79	57,701.35	57,275.31	4,019.48		29.49		—	—	2.4	Monthly	115.40	698.66	20070402	20341101
3128JMXM4	FHLMC POOL # 1B2583	2	1,028,782.69	1,104,757.22	1,040,204.15	1,029,651.5	75,105.72		525.76		—	—	2.4	Monthly	2,080.41	12,586.31		20341001
3128JMY68	FHLMC POOL # 1B2632	2	67,987.36	74,236	68,521.84	68,013.7	6,222.3		100.94		—	—	2.487	Monthly	142.01	870.78	20070403	20341101
3128JMZG5	FHLMC POOL # 1B2642	2	95,590.91	100,751.15	96,342.40	95,633.13	5,118.02		152.93		—	—	2.418	Monthly	194.13	1,244.01	20070402	20341101
3128JNAL9	FHLMC POOL # 1B2810	2	122,527.25	132,232.3	123,802.40	122,595.14	9,637.16		16.61		—	—	2.489	Monthly	256.79	1,619.57	20070402	20350201
3128JR6Z4	FHLMC POOL # 848088	2	5,106,484.75	5,177,230.56	4,859,702.96	5,092,681.42	84,549.14		242.04		—	—	2.421	Monthly	9,804.45	60,264.9	20110113	20350401

3128JRJS6	FHLMC POOL # 847473	2	1,211,482.25	1,297,967.09	1,216,424.00	1,211,587.37	86,379.72		102.16		—	—	2.356	Monthly	2,388.25	15,016.37	20070926	20351201
3128JRKQ8	FHLMC POOL # 847503	2	606,214.4	658,101.58	620,713.90	607,002.64	51,098.94		(1,510.84	)	—	—	2.325	Monthly	1,202.63	7,299.01	20060531	20351201
3128JRP26	FHLMC POOL # 847641	2	360,848.24	389,015.94	363,758.28	361,054.9	27,961.04		260.43		—	—	2.314	Monthly	701.45	4,369.78	20061113	20331201
3128JRPZ3	FHLMC POOL # 847640	2	234,653.78	253,095.54	235,939.66	234,697.65	18,397.89		(1,087.76	)	—	—	2.389	Monthly	469.72	2,995.74	20061113	20360501
3128KW5Q2	FHLMC POOL # A66255	2	257,512.78	290,899.07	254,588.99	257,274.55	33,624.52		(76.27	)	—	—	6	Monthly	1,272.94	8,162.14	20071102	20370901
3128KWBZ5	FHLMC POOL # A65456	2	11,044.28	12,368.57	10,629.09	11,018.53	1,350.04		(92.88	)	—	—	6	Monthly	53.15	320.66	20090204	20370901
3128KWFX6	FHLMC POOL # A65582	2	21,365.75	23,927.63	20,562.52	21,314.2	2,613.43		(73.60	)	—	—	6	Monthly	102.81	668.98	20090204	20370901
3128KWFY4	FHLMC POOL # A65583	2	22,395.94	25,081.36	21,553.99	22,342.78	2,738.58		(42.06	)	—	—	6	Monthly	107.77	676.91	20090204	20370901
3128KWNV1	FHLMC POOL # A65804	2	341,727.03	392,082.31	337,847.06	341,445.18	50,637.13		(1,895.40	)	—	—	6	Monthly	1,689.24	10,181.36	20071102	20370901
3128KWNX7	FHLMC POOL # A65806	2	699,836.77	802,961.44	691,890.84	699,295.86	103,665.58		990.72		—	—	6	Monthly	3,459.45	23,749.71	20071102	20370901
3128KWT29	FHLMC POOL # A65969	2	16,087.42	18,016.39	15,482.62	16,050.57	1,965.82		(180.88	)	—	—	6	Monthly	77.41	480.12	20090204	20370901
3128KWTK9	FHLMC POOL # A65954	2	23,483.25	26,299.02	22,600.40	23,422.51	2,876.51		(13.31	)	—	—	6	Monthly	113.00	718.43	20090204	20370901
3128KWTP8	FHLMC POOL # A65958	2	18,800.54	21,054.88	18,093.78	18,755.89	2,298.99		(132.73	)	—	—	6	Monthly	90.47	546.39	20090204	20370901
3128KWTZ6	FHLMC POOL # A65968	2	17,634.01	19,748.42	16,971.06	17,592.95	2,155.47		(98.74	)	—	—	6	Monthly	84.86	516.98	20090204	20370901
3128KYXE4	FHLMC POOL # A67877	2	19,470.09	21,804.69	18,738.14	19,420.4	2,384.29		(10.80	)	—	—	6	Monthly	93.69	611.22	20090204	20370401
3128M4HY2	FHLMC POOL # G02647	2	377,829.35	428,078.18	383,036.24	378,065.54	50,012.64		(16,079.60	)	—	—	5.5	Monthly	1,755.58	11,399.8	20070409	20370201
3128M4ZG1	FHLMC POOL # G03143	2	2,636.71	2,952.85	2,537.57	2,630.31	322.54		(234.09	)	—	—	6	Monthly	12.69	79.77	20090204	20370701
3128M5HK9	FHLMC POOL # G03534	2	3,922,076.99	4,417,502.91	3,816,526.12	3,914,956.05	502,546.86		(136.33	)	—	—	6.5	Monthly	20,672.86	131,786.82	20071106	20371001
3128M6UB2	FHLMC POOL # G04778	2	64,792.51	72,574.37	62,356.71	64,638.65	7,935.72		(789.55	)	—	—	6	Monthly	311.78	1,955.82	20090204	20380701
3128M7AZ9	FHLMC POOL # G05124	2	156,106.39	174,855.42	150,237.73	155,743.58	19,111.84		(1,803.13	)	—	—	6	Monthly	751.19	4,774.42	20090204	20381201
3128M92M3	FHLMC POOL # G07680	2	4,009,685.97	4,031,280.36	3,793,346.67	4,006,410.07	24,870.29		(7,858.73	)	—	—	4	Monthly	12,644.49	78,405.16	20140812	20440401
3128MBBR7	FHLMC POOL # G12548	2	408,188	431,780.5	407,297.04	407,632.29	24,148.21		(23,419.27	)	—	—	5.5	Monthly	1,866.78	12,090.6	20070330	20220101
3128MBU70	FHLMC POOL # G13106	2	499,497.9	490,525.47	465,732.31	492,384.41	(1,858.94	)	(127.38	)	—	—	5	Monthly	1,940.55	12,681.89	20130717	20201001
3128MCRQ0	FHLMC POOL # G13895	2	1,316,803.86	1,281,709.61	1,223,155.98	1,283,120.94	(1,411.33	)	(2,326.16	)	—	—	5	Monthly	5,096.48	34,173.29	20111110	20191101
3128MD5G4	FHLMC POOL # G15147	2	2,865,171.49	2,868,346.6	2,763,483.93	2,860,940.12	7,406.48		(48,481.19	)	—	—	3	Monthly	6,908.71	42,451.74	20140813	20290801
3128MDCL5	FHLMC POOL # G14375	2	152,353.45	151,179.38	143,159.90	151,705.09	(525.71	)	(601.03	)	—	—	4	Monthly	477.20	3,053.95	20131213	20260701
3128MDM91	FHLMC POOL # G14684	2	1,677,762.26	1,652,002.58	1,595,376.05	1,662,396.56	(10,393.98	)	(12,944.82	)	—	—	3	Monthly	3,988.44	24,961.82	20130213	20230201
3128MDNM1	FHLMC POOL # G14696	2	690,230.9	679,181.25	621,654.61	680,038.71	(857.46	)	(7,484.06	)	—	—	6	Monthly	3,108.27	20,017.6	20130301	20240301
3128MDVW0	FHLMC POOL # G14929	2	683,406.76	677,196.97	637,232.33	680,669.25	(3,472.28	)	(6,575.01	)	—	—	4	Monthly	2,124.11	13,246.18	20131119	20281001
3128MJU32	FHLMC POOL # G08601	2	1,680,691.67	1,662,984	1,572,691.96	1,680,154.99	(17,170.99	)	(1,361.67	)	—	—	4	Monthly	5,242.31	17,017.4	20150323	20440801
3128MJU81	FHLMC POOL # G08606	2	4,509,692.21	4,553,046.22	4,305,837.70	4,506,444.08	46,602.14		(1,571.08	)	—	—	4	Monthly	14,352.79	92,052.93	20140918	20440901
3128MJUW8	FHLMC POOL # G08596	2	4,007,147.16	3,990,919.32	3,695,884.41	4,003,419.75	(12,500.43	)	(4,078.28	)	—	—	4.5	Monthly	13,859.57	88,331.09	20140815	20440701
3128MJV23	FHLMC POOL # G08632	2	4,715,410.23	4,635,122.26	4,503,297.59	4,713,809.86	(78,687.6	)	(12,656.01	)	—	—	3.5	Monthly	13,134.63	36,897.02	20150319	20450301
3128MTB72	FHLMC POOL # H00962	2	44,957.95	50,182.96	44,093.31	44,904.77	5,278.19		16.31		—	—	6.5	Monthly	238.84	1,433.04	20071031	20370701

3128MTEE4	FHLMC POOL # H01033	2	694,615.82	775,344.04	681,256.80	693,416.99	81,927.05		(37.91	)	—	—	6.5	Monthly	3,690.14	22,143.6	20071031	20370701
3128MTF29	FHLMC POOL # H01085	2	104,320.82	116,444.98	102,314.50	104,139.12	12,305.86		4,472.32		—	—	6.5	Monthly	554.20	3,349.52	20071031	20370701
3128NCB37	FHLMC POOL # 1G0058	2	140,380.93	150,448.68	140,710.73	140,373.81	10,074.87		(55.29	)	—	—	2.406	Monthly	282.13	1,720.47	20080917	20350101
3128NCD68	FHLMC POOL # 1G0125	2	1,054,911.37	1,133,244.92	1,077,470.92	1,056,749.86	76,495.06		(7,531.06	)	—	—	2.313	Monthly	2,076.83	13,228.44	20051213	20350301
3128NCMS0	FHLMC POOL # 1G0369	2	189,143.02	198,081.1	188,202.00	189,027.35	9,053.75		(12,173.92	)	—	—	2.23	Monthly	349.74	2,309.74	20080827	20351001
3128PV4J6	FHLMC POOL # J16225	2	1,718,275.75	1,735,998.75	1,626,529.32	1,703,669.25	32,329.5		(13,649.55	)	—	—	4	Monthly	5,421.76	33,699.58	20110802	20260801
3128PVWH9	FHLMC POOL # J16048	2	5,282,799.51	5,337,288.54	5,000,727.28	5,235,445.81	101,842.73		(8,644.40	)	—	—	4	Monthly	16,669.09	105,384.97	20110802	20260701
3128QJ3B0	FHLMC POOL # 1G1694	2	1,144,780.96	1,251,479.29	1,161,983.79	1,145,832.54	105,646.75		(3,049.61	)	—	—	2.264	Monthly	2,192.28	12,839.45	20070810	20370401
3128QJLG9	FHLMC POOL # 1G1227	2	173,007.38	180,255.69	169,615.12	172,629.14	7,626.55		(8,174.47	)	—	—	2.377	Monthly	335.98	2,047.27	20080104	20361001
3128QJRN8	FHLMC POOL # 1G1393	2	918,910.33	954,484.24	882,008.40	916,343.03	38,141.21		(10,510.60	)	—	—	2.481	Monthly	1,823.56	11,135.06		20361201
312929CM2	FHLMC POOL # A82776	2	6,488.88	7,268.2	6,244.92	6,473.41	794.79		(4.44	)	—	—	6	Monthly	31.22	190.61	20090204	20390101
31292KJH1	FHLMC POOL # C02964	2	1,441.16	1,613.96	1,386.98	1,437.68	176.28		(15.26	)	—	—	6	Monthly	6.93	42.51	20090204	20370701
31292SA91	FHLMC POOL # C09032	2	1,080,893.33	1,093,341.61	1,061,895.34	1,080,606.21	12,735.4		(9,917.75	)	—	—	3.5	Monthly	3,097.19	19,150.43	20140912	20430201
312930LH1	FHLMC POOL # A83928	2	16,838.56	18,860.95	16,205.54	16,799.99	2,060.96		(177.84	)	—	—	6	Monthly	81.03	488.66	20090204	20390101
312930LQ1	FHLMC POOL # A83935	2	31,498.88	35,282.04	30,314.72	31,421.16	3,860.88		(91.74	)	—	—	6	Monthly	151.57	942.78	20090204	20390101
312930RC6	FHLMC POOL # A84083	2	18,243.86	20,438.18	17,558.00	18,192.08	2,246.1		(5.13	)	—	—	6	Monthly	87.79	557.87	20090204	20390101
312930RV4	FHLMC POOL # A84100	2	10,553.85	11,821.41	10,157.09	10,527.9	1,293.51		(54.62	)	—	—	6	Monthly	50.79	305.87	20090204	20390101
312930TB6	FHLMC POOL # A84146	2	9,523.26	10,668.71	9,165.26	9,500.57	1,168.14		4.43		—	—	6	Monthly	45.83	276.08	20090204	20390101
31295NXK9	FHLMC POOL # 789682	2	27,467.94	29,873.27	27,626.58	27,476.76	2,396.51		80.75		—	—	2.352	Monthly	54.15	328.1	20060810	20320901
31300L3D5	FHLMC POOL # 848896	2	1,562,395.89	1,565,397.24	1,485,343.68	1,561,092.09	4,305.15		(12,087.51	)	—	—	2.95	Monthly	3,651.47	23,466.78	20130422	20420501
3130A0C65	FEDERAL HOME LOAN BANKS AGENCY BND	2	3,042,605	3,051,829.94	3,050,000.00	3,046,433.97	5,395.97		487.71		—	—	0.625	Jun-Dec	158.86	11,961.8	20131114	20161228
3130A1CD8	FEDERAL HOME LOAN BANKS AGENCY BND	2	2,019,500	2,004,900	2,000,000.00	2,003,310.04	1,589.96		2,347.16		—	—	1.125	Mar-Sep	5,812.50	11,250	20140423	20160928
3130A3HF4	FEDERAL HOME LOAN BANKS AGENCY BND	2	4,985,969.52	5,017,250.05	5,000,000.00	4,988,420.59	28,829.46		(25,488.34	)	—	—	1.125	Jun-Dec	3,593.76	28,125	20141223	20171208
3130A3J70	FEDERAL HOME LOAN BANKS AGENCY BND	2	9,996,000	10,010,500	10,000,000.00	9,997,230.93	13,269.07		235.27		—	—	0.625	May-Nov	6,597.22	31,250.01	20141114	20161123
3130A4GJ5	FEDERAL HOME LOAN BANKS AGENCY BND	2	5,087,658.6	5,104,658.9	5,090,000.00	5,087,893.87	16,765.03		884.79		—	—	1.125	Apr-Oct	10,498.12	19,723.74	20150226	20180425
3130A5EP0	FEDERAL HOME LOAN BANKS SENIOR AGENCY BND	2	7,993,360	7,989,600.24	8,000,000.00	7,993,773.07	(4,172.83	)	176.44		—	—	0.625	May-Nov	4,305.56	6,388.89	20150514	20170530
3132GLQP2	FHLMC POOL # Q05262	2	3,141,689	3,129,404.99	3,035,906.65	3,137,091.41	(7,686.42	)	(72,123.51	)	—	—	3.5	Monthly	8,854.73	55,766.01	20120203	20411201
3132GMDN9	FHLMC POOL # Q05809	2	4,535,514.16	4,557,145.96	4,285,103.43	4,531,126.19	26,019.77		(23,794.56	)	—	—	4	Monthly	14,283.67	88,913.56	20140627	20420101
3132M55C2	FHLMC POOL # Q25643	2	2,072,121.85	2,041,520.75	1,914,200.32	2,070,361.25	(28,840.5	)	(571.59	)	—	—	4	Monthly	6,380.67	30,124.29	20150122	20440401
3132M92R4	FHLMC POOL # Q29184	2	2,774,857.99	2,750,535.8	2,597,687.59	2,772,692.05	(22,156.25	)	(3,935.03	)	—	—	4	Monthly	8,658.96	53,803.01	20141211	20441001
3132QLQT3	FHLMC POOL # Q30465	2	2,838,903.76	2,807,474.29	2,723,577.27	2,837,598.54	(30,124.25	)	(89,769.53	)	—	—	3.5	Monthly	7,943.76	48,392.11	20141211	20441201
3132QNGH6	FHLMC POOL # Q31999	2	2,324,161.31	2,275,573.2	2,210,855.02	2,323,086.2	(47,513	)	(1,318.63	)	—	—	3.5	Monthly	6,448.33	10,339.5	20150415	20450301
3132QNP37	FHLMC POOL # Q32241	2	1,987,101.77	1,952,057.58	1,894,169.04	1,986,275.68	(34,218.1	)	(36,427.31	)	—	—	3.5	Monthly	5,524.65	14,217.21	20150330	20450301
31335ACR7	FHLMC POOL # G60080	2	3,079,888.22	3,072,586.92	2,985,201.36	3,079,316.63	(6,729.71	)	(1,302.34	)	—	—	3.5	Monthly	8,706.84	5,804.56	20150608	20450601

31335ACS5	FHLMC POOL # G60081	2	3,177,468.04	3,173,365.24	2,979,167.22	3,176,165.7	(2,800.46	)	(22,760.53	)	—	—	4	Monthly	9,930.56	6,620.37	20150608	20450601
313370SZ2	FEDERAL HOME LOAN BANKS UNSEC AGENCY BND	2	8,252,625	8,244,400	8,000,000.00	8,185,405.11	58,994.89		8,216.23		—	—	2.25	Mar-Sep	56,500.00	108,312.5	20140911	20170908
313379EE5	FEDERAL HOME LOAN BANKS AGENCY BND	2	10,062,900	10,045,800	10,000,000.00	10,061,270.92	(15,470.92	)	134.59		—	—	1.625	Jun-Dec	7,673.61	18,055.55	20150520	20190614
313382K85	FEDERAL HOME LOAN BANKS AGENCY BND	2	2,997,150	3,004,140	3,000,000.00	2,999,317.46	4,822.54		9.59		—	—	0.45	Mar-Sep	3,862.50	6,750	20130313	20160318
313383V81	FEDERAL HOME LOAN BANKS AGENCY BND	2	749,970	750,315	750,000.00	749,997.64	317.36		416.09		—	—	0.375	Feb-Aug	945.31	1,828.12	20130808	20150828
3133EDRU8	FFCB AGENCY BND	2	2,986,380	3,004,568.34	3,000,000.00	2,988,429.85	16,138.49		1,351.64		—	—	1.95	Feb-Aug	23,725.00	29,250	20140930	20190805
3133EEFE5	FFCB AGENCY BND	2	1,254,175	1,254,012.4	1,250,000.00	1,254,152.24	(139.84	)	281.52		—	—	1.125	Jun-Dec	507.81	195.31	20150625	20171218
3133TJP56	FHLMC CMO AGENCY CMO_2130 QS	2	764,141.77	854,018.98	753,545.05	761,574.6	92,444.38		(3,144.70	)	—	—	6	Monthly	3,767.73	23,424.57	20070206	20290315
31342A6F1	FHLMC POOL # 780870	2	218,164.97	236,201.28	221,554.74	218,348.15	17,853.13		(23,484.59	)	—	—	2.36	Monthly	435.72	2,683.13	20070402	20330901
31342AZE2	FHLMC POOL # 780741	2	349,762.93	361,570.42	339,009.97	349,070.28	12,500.14		73.25		—	—	2.396	Monthly	676.89	4,088.66	20091116	20330701
31349SJK0	FHLMC POOL # 781166	2	452,391.42	493,491.78	459,882.47	452,977.65	40,514.13		(36.37	)	—	—	2.355	Monthly	902.52	5,656.33	20060109	20340101
31349UCW6	FHLMC POOL # 782785	2	104,331.94	110,585.59	105,152.15	104,381.35	6,204.24		52.23		—	—	2.232	Monthly	195.58	1,246.43	20070402	20341001
31349UEJ3	FHLMC POOL # 782837	2	187,041.14	200,801.85	188,511.55	187,114.97	13,686.88		158.06		—	—	2.375	Monthly	373.10	2,268.53	20070402	20341101
31349UJL3	FHLMC POOL # 782967	2	64,119.24	69,328	65,085.35	64,181.04	5,146.96		(10,915.42	)	—	—	2.375	Monthly	128.81	793.7	20080930	20350101
31349ULB2	FHLMC POOL # 783022	2	190,772.13	205,132.58	192,475.56	190,856.04	14,276.54		(3,145.49	)	—	—	2.465	Monthly	395.38	2,420.65	20070402	20350201
3134G42Q0	FHLMC UNSECURED AGENCY BND	2	247,725	250,127.48	250,000.00	249,016.5	1,110.98		(6,291.54	)	—	—	0.6	Apr-Oct	275.00	750	20130927	20161025
3134G62E2	FHLMC AGENCY BND	2	2,998,200	2,997,900	3,000,000.00	2,998,253.23	(353.23	)	—		—	—	1.25	May-Nov	3,645.83	3,333.33	20150528	20180525
3134G6BH5	FHLMC AGENCY BND	2	5,000,000	5,000,199.5	5,000,000.00	5,000,000	199.5		(4,265.02	)	—	—	1.25	Jan-Jul	26,215.28	26,215.28	20150123	20180130
3134G6XC2	FHLMC AGENCY BND	2	1,000,000	1,000,236	1,000,000.00	1,000,000	236		105.57		—	—	0.85	May-Nov	1,015.28	1,015.28	20150421	20170518
3135G0B93	FNMA AGENCY BND	2	2,393,400	2,381,592.04	2,400,000.00	2,393,822.28	(12,230.24	)	399.52		—	—	1.875	Feb-Aug	17,250.00	14,625	20150303	20200213
3135G0CM3	FNMA AGENCY BND	2	1,775,714.5	1,766,519.83	1,750,000.00	1,760,752.32	5,767.51		(128.65	)	—	—	1.25	Mar-Sep	5,651.04	10,937.5	20131001	20160928
3135G0E33	FNMA SENIOR AGENCY BND	2	4,990,850	5,000,670	5,000,000.00	4,991,026.44	9,643.56		2,772.14		—	—	1.125	Jan-Jul	3,593.75	3,593.75	20150604	20180720
3135G0SB0	FNMA UNSECURED AGENCY BND	2	14,971,672.35	15,012,150	15,000,000.00	14,995,310.23	16,839.77		337.66		—	—	0.375	Jun-Dec	1,562.50	28,125	20130205	20151221
3135G0VA8	FNMA AGENCY BND	2	6,742,305	6,759,855.68	6,750,000.00	6,748,147.54	11,708.14		11,917.66		—	—	0.5	Mar-Sep	8,531.25	16,875	20130214	20160330
3135G0WJ8	FNMA AGENCY BND	2	1,995,720	1,990,280	2,000,000.00	1,997,549.66	(7,269.66	)	897.61		—	—	0.875	May-Nov	1,944.44	8,750	20130411	20180521
3135G0XP3	FNMA UNSEC AGENCY BND	2	1,245,687.5	1,249,537.5	1,250,000.00	1,248,601.13	936.37		831.65		—	—	0.375	Jan-Jul	2,291.67	3,057.29	20130515	20160705
3135G0ZB2	FNMA AGENCY BND	2	6,726,442.5	6,760,664.8	6,750,000.00	6,736,265.02	24,399.78		3,265.46		—	—	0.75	Apr-Oct	9,984.37	25,312.5	20140306	20170420
3136A1PM1	FNMA AGENCY CMO__11-96-PA	2	3,054,963.27	3,009,741.91	2,993,008.00	3,051,103.92	(41,362.01	)	(3,398.48	)	—	—	2.5	Monthly	6,235.43	38,841.62	20140930	20400325
3136A7QW5	FNMA_12-86 AGENCY CMO 12-86	2	73,004.02	72,289.33	72,147.27	72,152.31	137.02		(6,947.41	)	—	—	2	Monthly	120.25	1,619.79	20120906	20410325
3136A7TE2	FNMA_12-91 AGENCY CMO 12-91	2	3,196,843.21	3,092,541.27	3,316,605.85	3,198,420.7	(105,879.43	)	(7,029.91	)	—	—	2	Monthly	5,527.68	34,711.83	20140930	20420425
3136A9FV5	FNMA CMO_12-111 LB	2	599,218.49	593,157.18	579,918.79	599,047.34	(5,890.16	)	3,669.43		—	—	3.5	Monthly	1,691.43	11,959.44	20140930	20410525
3136A9LX4	FNR AGENCY CMO_12-114-DB	2	2,857,020.95	2,907,067.29	2,977,707.44	2,862,300.84	44,766.45		2,232.82		—	—	1.75	Monthly	4,342.49	27,317.02	20140930	20390825
3136ABFX6	FNMA CMO_12-146 NA	2	2,050,111.95	2,071,455.3	2,082,685.14	2,050,989.02	20,466.28		(4,719.07	)	—	—	2	Monthly	3,471.14	21,762.49	20140930	20420925
3136ABTM5	FNMA AGENCY CMO__13-7-CT	2	2,208,162.34	2,205,977.69	2,214,762.32	2,208,335.23	(2,357.54	)	(32,790.48	)	—	—	2	Monthly	3,691.27	26,907.81	20140930	20430225

3136AEXL6	FNMA CMO_13-64 KA	2	2,492,474.27	2,507,339.99	2,577,719.46	2,496,031.34	11,308.65		(4,651.03	)	—	—	2	Monthly	4,296.20	26,237.84	20140930	20330225
3136AFA95	FNMA_13-81 AGENCY CMO 13-81 UF	2	1,421,526.98	1,420,319.55	1,422,638.45	1,421,690.03	(1,370.48	)	(2,431.94	)	—	—	0.437	Monthly	103.62	3,598.65	20130813	20430225
3136AFR30	FNMA CMO_13-81 JB	2	2,262,570.09	2,255,801.66	2,222,804.13	2,260,138.08	(4,336.42	)	(4,810.65	)	—	—	2.75	Monthly	5,093.93	31,633.97	20140930	20421225
3136AH2M1	FNMA CMO_14-3 BL	2	3,985,405.94	3,989,435.58	3,939,043.40	3,980,460.15	8,975.43		2,257.27		—	—	2.5	Monthly	8,206.34	51,137.78	20140930	20430625
3136AHYJ3	FNMA CMO_13-135 GB	2	4,289,366.88	4,340,856.29	4,311,983.25	4,290,450.97	50,405.32		(12,655.90	)	—	—	2.5	Monthly	8,983.30	55,567.49	20140930	20320725
3136ALUX7	FNMA AGENCY CMO 2014-70 KP	2	4,793,837.06	4,803,713.6	4,549,311.55	4,773,099.53	30,614.07		2,447.51		—	—	3.5	Monthly	13,268.83	82,041.78	20141024	20440325
3136AMM71	FNMA SUB CMBS_15-M4 X2	2	968,367.07	928,827.29	28,720,695.57	936,715.64	(7,888.35	)	(37,867.29	)	—	—	0.58481	Monthly	16,219.78	44,309.26	20150313	20220725
31371NAC9	FNMA POOL # 256603	2	285,163.19	302,352.73	284,896.08	284,769.51	17,583.22		(16,179.02	)	—	—	5.5	Monthly	1,305.77	8,352.38	20080717	20220201
31371NE35	FNMA POOL # 256754	2	113,019.32	113,155.14	106,622.01	111,170.01	1,985.13		68.45		—	—	5.5	Monthly	488.68	3,177.77	20090929	20220601
3137A0MS1	FHLMC AGENCY CMO_3688-JA	2	558,056.88	556,713.96	541,939.60	554,504.93	2,209.03		(5,638.75	)	—	—	3.5	Monthly	1,580.66	11,745.57	20140930	20300115
3137A22H3	FHLMC CMO_3745 BP	2	1,419,468.81	1,401,270.04	1,350,858.70	1,415,532.93	(14,262.89	)	(4,792.32	)	—	—	3.5	Monthly	3,940.00	25,118.05	20140930	20250815
3137A2H95	FREDDIE MAC FHLMC_3766 CMO_37-66 FA	2	2,287.46	2,285.43	2,285.31	2,285.47	(0.04	)	(2,186.80	)	—	—	0.5355	Monthly	0.54	30.13	20130618	20280615
3137A2QN4	FHLMC AGENCY CMO_37-60-NA	2	577,221.17	577,602.96	563,940.38	574,656.64	2,946.32		(10,632.57	)	—	—	3	Monthly	1,409.85	9,594.6	20140930	20371015
3137A47K7	FHLMC SENIOR CMO_3778 M	2	208,946.59	210,844.32	192,300.58	207,269.93	3,574.39		(184.56	)	—	—	4.5	Monthly	721.13	4,496.78	20140113	20390815
3137AAGA5	FHLMC CMO_3857 GL	2	849,760.57	844,986.78	825,058.32	848,897.84	(3,911.06	)	11,365.63		—	—	3	Monthly	2,062.65	13,280.31	20140930	20400515
3137ACNE5	FHLMC_3879 CMO_3879 MF	2	278,399.01	278,199.27	277,315.74	278,239.78	(40.51	)	(5,812.13	)	—	—	0.5355	Monthly	66.00	777.82	20131105	20380915
3137ALG60	FHLMC AGENCY CMO_4004-AE	2	1,864,672.55	1,838,866.06	1,882,860.99	1,865,371.46	(26,505.4	)	664.24		—	—	1.75	Monthly	2,745.84	17,111.5	20140930	20270215
3137APVD9	FHLMC AGENCY CMO_ _40-54-AE	2	1,999,170.14	1,984,312.96	2,037,744.66	2,000,787.69	(16,474.73	)	7,386.91		—	—	1.5	Monthly	2,547.18	15,996.7	20140930	20270415
3137ARH58	FHLMC CMO_4057 CD	2	3,586,194.44	3,597,077.51	3,700,464.80	3,590,976.31	6,101.2		(1,306.28	)	—	—	2	Monthly	6,167.44	38,173.42	20140930	20390415
3137AUDW6	FHLMC PAC AGENCY CMO 4105-MG	2	586,354.11	575,945.18	567,553.90	585,353.77	(9,408.59	)	(6,629.57	)	—	—	3	Monthly	1,418.88	8,839.8	20141106	20401115
3137B6U82	FHLMC SENIOR AGENCY CMO 4286 MP	2	4,323,888.76	4,238,451.85	3,982,283.50	4,320,709.53	(82,257.68	)	(17,494.46	)	—	—	4	Monthly	13,274.28	28,543.45	20150422	20431215
3137B7TL3	FHLMC CMO_4306 A	2	4,507,092.37	4,557,834.24	4,364,516.70	4,498,031	59,803.24		(8,114.71	)	—	—	3.5	Monthly	12,729.84	78,424.32	20140930	20410315
3137B8MW4	FHLMC SENIOR AGENCY CMO_4322-DN	2	4,784,106.03	4,746,158.67	4,458,756.17	4,741,062.24	5,096.43		(18,583.93	)	—	—	4	Monthly	14,862.52	91,727.98	20140820	20430515
3137BDJQ0	FHLMC SENIOR AGENCY CMO_4384-HN	2	993,268.05	1,006,517.12	941,277.20	988,474.76	18,042.36		(10.81	)	—	—	3.5	Monthly	2,745.39	16,800.35	20141007	20400615
3137BDKF2	FHR AGENCY CMO_4384 LA	2	4,417,942.34	4,524,807.79	4,195,078.79	4,404,763.79	120,044		(7,366.81	)	—	—	3.5	Monthly	12,235.65	75,079.27	20140827	20400915
3137EADH9	FHLMC AGENCY BND	2	3,001,470	3,015,660.1	3,000,000.00	3,001,044.82	14,615.28		(43,961.41	)	—	—	1	Jun-Dec	166.66	17,291.66	20140828	20170629
3137EADP1	FHLMC UNSECURED AGENCY BND	2	14,877,000	14,952,899.55	15,000,000.00	14,934,261.24	18,638.31		18,402.42		—	—	0.875	Mar-Sep	41,562.50	65,625	20130201	20180307
3137EADQ9	FHLMC AGENCY BND	2	2,949,823	2,953,953	2,950,000.00	2,949,950.95	4,002.05		110.50		—	—	0.5	May-Nov	1,966.67	7,375	20130306	20160513
3137EADV8	FHLMC AGENCY BND	2	3,497,270	3,499,860.07	3,500,000.00	3,497,380.5	2,479.57		1,175.76		—	—	0.75	Jan-Jul	2,333.33	2,333.33	20150528	20170714
31385W2S7	FNMA POOL # 555285	2	1,397,149.42	1,456,871.32	1,267,974.54	1,387,092.97	69,778.35		(20,092.72	)	—	—	6	Monthly	6,339.87	40,041.42	20110105	20330301
31385XAZ0	FNMA POOL # 555424	2	1,517,563.82	1,573,659.16	1,394,158.96	1,509,644.05	64,015.11		(6,264.28	)	—	—	5.5	Monthly	6,389.90	40,737.52	20120125	20330501
31385XEW3	FNMA POOL # 555549	2	57,125.27	60,422.09	57,593.22	57,279.15	3,142.94		(60,098.72	)	—	—	5	Monthly	239.97	1,621.87	20071214	20180601
31385XK48	FNMA POOL # 555715	2	54,457.33	57,706.5	54,943.57	54,497.14	3,209.36		(260.88	)	—	—	2.419	Monthly	110.76	677.45	20070402	20330701
3138A7Q76	FNMA POOL # AH5877	2	610,580.22	606,323.07	569,637.52	607,355.89	(1,032.82	)	(5,169.73	)	—	—	4	Monthly	1,898.79	11,849	20131217	20260201

3138A9YZ1	FNMA POOL # AH7927	2	1,533,265.14	1,564,929.85	1,481,191.97	1,525,875.48	39,054.37		(10,345.34	)	—	—	3.5	Monthly	4,320.14	27,617.51	20110803	20260801
3138AP6W3	FNMA POOL # AI9884	2	3,802,721.54	3,814,450.81	3,505,317.26	3,798,638.01	15,812.8		(34,743.33	)	—	—	4.5	Monthly	13,144.94	85,802.54	20140815	20410901
3138ATD31	FNMA POOL# AJ1921	2	417,563.6	423,623.99	391,303.48	416,688.72	6,935.27		(3,593.24	)	—	—	4.5	Monthly	1,467.39	9,279.19	20110920	20410901
3138E9KT6	FNMA POOL # AK4805	2	83,201.08	82,654.54	79,761.38	82,758.02	(103.48	)	(2,165.97	)	—	—	3	Monthly	199.40	1,222.62	20120424	20270301
3138E9L40	FNMA POOL # AK4846	2	2,004,671.56	1,991,502.92	1,921,794.18	1,994,019.96	(2,517.04	)	(6,724.56	)	—	—	3	Monthly	4,804.49	29,653.02	20120424	20270501
3138EBG33	FNMA POOL#AK6517	2	1,140,002.3	1,131,906.42	1,090,585.17	1,132,788.74	(882.32	)	(11,201.57	)	—	—	3	Monthly	2,726.46	17,462.28	20120424	20270301
3138EGHT4	FNMA POOL # AL0241	2	3,742,746.36	3,725,519.2	3,507,369.03	3,733,769.54	(8,250.34	)	(11,741.81	)	—	—	4	Monthly	11,691.23	72,366.72	20130227	20410401
3138EJPG7	FNMA POOL # AL2222	2	719,833.02	703,927.65	679,288.01	714,543.49	(10,615.84	)	(5,392.13	)	—	—	3	Monthly	1,698.22	10,526.62	20120807	20270801
3138EJRA8	FNMA POOL # AL2280	2	2,968,756.58	2,978,696.62	2,751,436.11	2,965,774.78	12,921.84		(1,778.18	)	—	—	4.5	Monthly	10,317.89	66,108.17	20140915	20420901
3138EKVP7	FNMA POOL # AL3321	2	4,752,666.65	4,762,537.37	4,619,846.06	4,750,135.67	12,401.7		(20,696.11	)	—	—	3.5	Monthly	13,474.55	82,059.78	20140627	20430201
3138ELZ63	FNMA POOL # AL4364	2	4,003,690.68	4,012,298.43	3,785,436.61	4,000,822.31	11,476.12		(19,103.60	)	—	—	3.623	Monthly	11,428.86	71,729.52	20140210	20420901
3138EMCW9	FNMA POOL # AL4584	2	342,075.8	335,800.5	318,580.51	340,602.18	(4,801.68	)	(12,548.36	)	—	—	4.5	Monthly	1,194.68	7,637.79	20131212	20270101
3138ENXH7	FNMA POOL # AL6079	2	4,926,415.11	4,826,795.65	4,652,361.91	4,923,312.3	(96,516.65	)	(8,684.95	)	—	—	3.5	Monthly	13,569.39	79,850.94	20150112	20441101
3138ENZV4	FNMA POOL # AL6155	2	3,124,654.94	3,084,171.96	2,911,310.46	3,122,968.13	(38,796.17	)	(1,790.50	)	—	—	4	Monthly	9,704.37	33,244.93	20150316	20441101
3138LURE7	FNMA POOL # AO4084	2	1,188,924.66	1,182,040.04	1,119,317.13	1,181,174.03	866.01		(15,971.66	)	—	—	3.5	Monthly	3,264.67	20,998.7	20130124	20270501
3138LYPM3	FNMA POOL # AO7627	2	1,111,489.29	1,109,840.24	1,070,992.40	1,109,592.29	247.95		(4,271.37	)	—	—	3	Monthly	2,677.48	16,575.9	20140815	20270601
3138M5GL7	FNMA POOL # AP2002	2	521,696.7	520,105.41	488,995.15	515,986.25	4,119.16		(7,056.40	)	—	—	3.5	Monthly	1,426.24	9,119.85	20130513	20220801
3138M8YB3	FNMA POOL # AP5205	2	4,925,660.36	4,814,245.34	4,749,054.87	4,904,081.6	(89,836.26	)	(5,291.59	)	—	—	2.5	Monthly	9,893.86	61,808.16	20120906	20270901
3138MBWZ5	FNMA POOL # AP7863	2	605,325.58	603,479.19	567,381.90	598,781.59	4,697.6		(10,377.83	)	—	—	3.5	Monthly	1,654.86	10,482.02	20130513	20220901
3138MFGG6	FNMA POOL # AQ0198	2	2,010,414.22	1,985,415.57	1,920,395.67	2,009,634.91	(24,219.34	)	(1,031.64	)	—	—	3.5	Monthly	5,601.15	14,448.98	20150313	20421101
3138MRLL3	FNMA POOL # AQ9330	2	2,374,224.15	2,320,902.67	2,249,949.57	2,371,054.18	(50,151.51	)	(1,763.86	)	—	—	3.5	Monthly	6,562.35	40,956.42	20130225	20430101
3138W4AB7	FNMA POOL # AR6301	2	19,461.19	19,022.99	18,356.90	19,358.36	(335.37	)	(197.46	)	—	—	3	Monthly	45.89	291.77	20130429	20280301
3138W9GM6	FNMA POOL # AS0203	2	2,017,420.44	1,976,951.2	1,976,954.63	2,017,080.53	(40,129.33	)	(8,798.40	)	—	—	3	Monthly	4,942.39	16,912.76	20150316	20430801
3138W9LM0	FNMA POOL # AS0331	2	2,145,585.36	2,171,244.96	2,174,120.69	2,145,984.7	25,260.26		(14,008.30	)	—	—	3	Monthly	5,435.30	33,117.72	20140909	20430801
3138W9VQ0	FNMA POOL # AS0622	2	1,810,313.68	1,805,087.72	1,738,596.55	1,804,945.61	142.11		(8,587.00	)	—	—	3	Monthly	4,346.49	26,977.61	20131023	20281001
3138WAJB4	FNMA POOL # AS1157	2	4,946,454.32	4,954,842.59	4,781,348.35	4,935,519.63	19,322.96		(12,169.87	)	—	—	3	Monthly	11,953.37	74,142.8	20131126	20281101
3138WAWT0	FNMA POOL # AS1557	2	4,700,320.92	4,710,769.34	4,427,738.30	4,695,854.13	14,915.21		(20,650.05	)	—	—	4	Monthly	14,759.12	91,316.22	20140627	20440101
3138WCAD5	FNMA POOL # AS2703	2	4,795,229.09	4,806,595.91	4,517,807.45	4,790,781.34	15,814.57		(6,805.97	)	—	—	4	Monthly	15,059.35	93,205.41	20140627	20440601
3138WCAV5	FNMA POOL # AS2719	2	6,960,857.9	6,966,841.39	6,542,255.76	6,955,609.48	11,231.91		(4,220.19	)	—	—	4	Monthly	21,807.52	133,829.43	20140815	20440601
3138WCFK4	FNMA POOL # AS2869	2	926,639.61	931,485.8	897,064.52	925,430.18	6,055.62		(3,867.66	)	—	—	3	Monthly	2,242.66	13,857.13	20140912	20290701
3138WCPT4	FNMA POOL # AS3133	2	3,874,352.79	3,893,019.79	3,764,934.40	3,872,653.9	20,365.89		105.39		—	—	3.5	Monthly	10,981.06	67,150.85	20140813	20440801
3138WCZ63	FNMA POOL # AS3464	2	2,418,983.76	2,406,260.32	2,314,470.93	2,416,115.31	(9,854.99	)	(122.31	)	—	—	3	Monthly	5,786.18	35,701.85	20141124	20291001
3138WD3H2	FNMA POOL # AS4399	2	488,321.32	476,995.93	478,526.34	488,222.14	(11,226.21	)	(2,104.50	)	—	—	3	Monthly	1,196.32	5,419.17	20150211	20450201
3138WDER8	FNMA POOL # AS3743	2	6,777,963.91	6,753,627.04	6,659,600.08	6,777,484.36	(23,857.32	)	(8,524.60	)	—	—	2.5	Monthly	13,874.17	84,823.23	20141211	20291101

3138WDKR1	FNMA POOL # AS3903	2	3,545,782.37	3,509,550.87	3,312,847.75	3,542,904.28	(33,353.41	)	(644.90	)	—	—	4	Monthly	11,042.83	28,333.1	20150413	20441101
3138WEAJ8	FNMA POOL # AS4508	2	3,951,918.6	3,912,882.19	3,767,095.49	3,948,656.77	(35,774.58	)	(1,904.10	)	—	—	3	Monthly	9,417.74	32,867.46	20150305	20300201
3138WEKK4	FNMA POOL # AS4797	2	4,806,794.32	4,706,498.43	4,563,976.53	4,804,790.34	(98,291.91	)	(3,414.52	)	—	—	3.5	Monthly	13,311.60	34,265.29	20150410	20450401
3138WNBL2	FNMA POOL # AT0942	2	5,000,124.36	4,992,315.18	4,992,323.85	5,000,002.05	(7,686.87	)	183.77		—	—	3	Monthly	12,480.81	8,320.54	20150608	20430401
3138WPLC6	FNMA POOL # AT2122	2	21,801.13	21,310.24	20,564.06	21,681.24	(371	)	(94.18	)	—	—	3	Monthly	51.41	320.71	20130429	20280301
3138WQAW2	FNMA POOL # AT2720	2	2,902,704.43	2,851,243.36	2,851,248.31	2,902,213.76	(50,970.4	)	(2,208.72	)	—	—	3	Monthly	7,128.12	25,244.52	20150311	20430501
3138WTV45	FNMA POOL # AT6034	2	1,779,387.81	1,743,722.58	1,722,074.99	1,778,514.11	(34,791.53	)	(3,511.79	)	—	—	2.5	Monthly	3,587.66	8,543.06	20150401	20280501
3138X3EP3	FNMA POOL # AU3741	2	7,597,703.32	7,576,804.8	7,328,288.34	7,593,943.16	(17,138.36	)	(9,680.25	)	—	—	3.5	Monthly	21,374.18	102,600.2	20140627	20430801
3138X4HN3	FNMA POOL # AU4736	2	2,039,375.23	2,020,431.46	2,017,310.89	2,039,123.05	(18,691.59	)	(2,884.61	)	—	—	3	Monthly	5,043.28	18,373.62	20150306	20430901
3138X9U23	FNMA POOL # AU9600	2	1,659,896.6	1,656,197.31	1,593,182.10	1,654,888.54	1,308.77		(15,811.73	)	—	—	3	Monthly	3,982.96	24,655.02	20131023	20281001
3138XSFZ5	FNMA POOL # AW2883	2	4,911,814.9	4,957,961.73	4,647,488.95	4,907,041.69	50,920.04		809.71		—	—	4	Monthly	15,491.63	94,867.22	20140605	20440401
3138XYQJ6	FNMA POOL # AW8556	2	4,908,949.73	4,937,922.26	4,759,472.55	4,906,556.07	31,366.19		(6,515.22	)	—	—	3.5	Monthly	13,881.79	84,473.07	20140813	20440801
3138Y3X71	FNMA POOL # AX2501	2	482,729.77	477,379.09	450,622.97	482,225.58	(4,846.49	)	(1,045.81	)	—	—	4	Monthly	1,502.08	5,586.43	20150213	20441001
3138Y6YG3	FNMA POOL # AX5210	2	2,987,554.07	2,975,413.97	2,776,698.52	2,985,832.39	(10,418.42	)	(3,958.03	)	—	—	4	Monthly	9,255.66	23,790.13	20150317	20441001
3138Y8CM0	FNMA POOL # AX6375	2	2,005,299.92	1,977,984.09	1,918,086.90	2,004,461	(26,476.91	)	(2,557.68	)	—	—	3.5	Monthly	5,594.42	20,896.83	20150306	20450201
3138YGAP7	FNMA POOL # AY2713	2	876,724.42	869,312.78	819,967.30	876,690.77	(7,377.99	)	(369.73	)	—	—	4	Monthly	2,733.22	8,220.6	20150327	20450201
3138YMJM2	FNMA POOL # AY7467	2	884,806.95	869,602.6	843,269.35	884,768.76	(15,166.16	)	(18,169.67	)	—	—	3.5	Monthly	2,459.54	7,406.24	20150327	20450401
31392ER28	FNMA CMO_02-64 PG	2	869,040.54	854,247.69	788,910.88	867,689.97	(13,442.28	)	(2,925.08	)	—	—	5.5	Monthly	3,615.84	22,694.11	20140930	20321025
31394BPP3	FNMA AGENCY CMO_04-88 HA	2	1,731	1,692.87	1,673.98	1,672.83	20.04		(2.85	)	—	—	6.5	Monthly	9.07	83.45	20080114	20340725
31394DA42	FNMA CMO_05-48 AR	2	60,263.88	64,134.21	59,833.83	59,944.45	4,189.76		9.24		—	—	5.5	Monthly	274.24	1,791.31	20071220	20350225
31394EZX9	FNMA CMO_05-65 WL	2	342,697.58	331,445.65	329,220.12	330,268.85	1,176.8		(639.55	)	—	—	5.5	Monthly	1,508.93	14,442.74	20121116	20340725
31395EC47	FHLMC CMO_2839 TS	2	679,653.15	664,258.75	632,603.28	663,263.57	995.18		(12,299.98	)	—	—	5	Monthly	2,635.85	17,444.6	20130307	20190815
31395HJ43	FHLMC AGENCY CMO_2877-AL	2	727,808.07	735,602.68	674,858.65	725,104.73	10,497.95		(6,460.09	)	—	—	5	Monthly	2,811.91	17,967.93	20140930	20241015
31397JAB0	FHLMC_3346A AGNECY CMO_3335-AF	2	148,492.87	148,731.15	148,481.26	148,487.56	243.59		3.60		—	—	0.3355	Monthly	22.14	274.16	20110722	20201015
31397NLS2	FNMA AGENCY CMO_09-11 LC	2	680,684.6	678,478.14	639,515.77	677,754.83	723.31		(10,396.12	)	—	—	4.5	Monthly	2,398.18	16,076.5	20140207	20490325
31398GEH8	FNMA AGENCY CMO_09-100-MA	2	613,611.39	612,805.87	592,294.70	613,002.53	(196.66	)	(10,129.49	)	—	—	3	Monthly	1,480.74	9,503.46	20140930	20391125
31398JZR7	FHLMC AGENCY CMBS_K004-A1	2	1,110,249.14	1,104,011.71	1,056,474.58	1,101,205.16	2,806.55		(24,032.81	)	—	—	3.413	Monthly	3,004.79	18,795.69	20140930	20190525
31398MAY2	FNMA AGENCY CMO_10-9 MC	2	896,750	878,286.4	800,000.00	867,588.95	10,697.45		(17,908.13	)	—	—	5	Monthly	3,333.33	19,999.98	20140521	20360425
31398MU53	FNMA AGENCY CMO_10-29-PA	2	198,599.82	199,340.1	193,083.42	197,294.43	2,045.67		(11,202.06	)	—	—	4.5	Monthly	724.06	5,304.13	20140930	20381025
31398Q4P9	FHLMC_3674 SENIOR AGENCY CMO 3674 HJ	2	1,455,819.81	1,457,876.76	1,303,111.43	1,447,407.15	10,469.61		(37,985.11	)	—	—	5.5	Monthly	5,972.60	37,844.16	20131120	20400415
31398QHE0	FHLMC AGENCY CMBS_ _K007-A1	2	3,270,653.89	3,247,499.13	3,126,909.85	3,243,513.75	3,985.38		417.42		—	—	3.342	Monthly	8,708.44	53,269.18	20140930	20191225
31398QNB9	FHLMC CMO_3676 CA	2	62,052.68	61,484.65	60,725.82	61,408.94	75.71		(907.19	)	—	—	4	Monthly	202.42	1,632.44	20140930	20240715
31398S6U2	FNMA AGENCY CMO_11-7-CA	2	42,993.79	42,614.74	42,523.48	42,523.48	91.26		(6,003.83	)	—	—	3.5	Monthly	124.03	1,314.44	20140930	20240525
31398SKX0	FANNIE MAE FNMA_10-142 AGENCY CMO 10-142 FM	2	470,978.67	471,668.35	469,804.17	470,975.34	693.01		(5,580.46	)	—	—	0.657	Monthly	51.44	2,212.38	20130815	20401225

31398SVZ3	FNMA AGENCY CMO _10-139-MA	2	1,893,062.72	1,831,305.02	1,851,750.19	1,892,442.73	(61,137.71	)	(20,579.94	)	—	—	2.5	Monthly	3,857.81	24,562.96	20140930	20401225
31398SZN6	FNMA AGENCY CMO _10-141-G	2	8,100,862.38	8,056,414.3	7,790,461.20	8,075,339.61	(18,925.31	)	(70,711.85	)	—	—	3.5	Monthly	22,722.17	136,528.86	20140721	20300525
31398WV35	FHLMC AGENCY CMO 3654	2	55,520.09	54,360.51	51,736.83	53,650.59	709.92		(1,741.12	)	—	—	5	Monthly	215.57	1,432.8	20120201	20281115
31400EGH7	FNMA POOL # 685200	2	55,280.39	58,470.74	55,733.22	55,434.81	3,035.93		53.80		—	—	5	Monthly	232.22	1,568.5	20071214	20180301
31400PG58	FNMA POOL # 693320	2	52,006.32	55,981.91	52,463.34	52,046.41	3,935.5		2.14		—	—	2.291	Monthly	100.16	606.51	20060810	20330101
31400QJ87	FNMA POOL # 694287	2	7,418.43	7,987.78	7,484.65	7,423.93	563.85		86.99		—	—	2.224	Monthly	13.87	84.1	20070402	20330301
31400SA33	FNMA POOL # 695826	2	23,695.45	25,062.98	23,889.57	23,759.9	1,303.08		107.70		—	—	5	Monthly	99.53	678.87	20071214	20180401
31401A3C9	FNMA POOL # 702895	2	55,350.28	58,544.69	55,803.70	55,502.81	3,041.88		396.92		—	—	5	Monthly	232.52	1,575.94	20071214	20180401
31401DVW8	FNMA POOL # 705429	2	81,870.71	87,894.83	82,825.16	81,952.59	5,942.24		85.45		—	—	2.455	Monthly	169.45	1,017.98	20060810	20330401
31401MKS9	FNMA POOL # 712305	2	670,894.1	669,545.88	629,947.50	668,386.47	1,159.41		391.34		—	—	2.55	Monthly	1,338.64	8,038.79	20120214	20330501
31402DQB9	FNMA POOL # 725950	2	97,280.9	103,513.15	98,170.54	97,529.22	5,983.93		(12,379.64	)	—	—	5	Monthly	409.04	2,701.86	20080717	20191101
31402HD32	FNMA POOL # 729222	2	828,344.97	898,805.52	837,501.84	828,985.74	69,819.78		(13,224.00	)	—	—	2.349	Monthly	1,639.41	9,850.54		20350701
31402RB81	FNMA POOL # 735463	2	80,228.5	86,216.05	80,892.11	80,288.25	5,927.8		47.45		—	—	2.285	Monthly	154.03	949	20060928	20350301
31402RF87	FNMA POOL # 735591	2	2,910,341.63	3,104,861.23	2,804,317.12	2,903,209.09	201,652.14		1,357.69		—	—	5	Monthly	11,684.66	74,274		20350601
31402YSV7	FNMA POOL # 742232	2	2,030.25	2,136.01	2,061.79	2,031.99	104.02		113.36		—	—	2.625	Monthly	4.51	44.13	20070402	20330901
31403C2L4	FNMA POOL # 745179	2	185,628.54	196,341.58	187,149.14	186,064.09	10,277.49		270.68		—	—	5	Monthly	779.79	5,311.07	20071214	20190401
31403DCE7	FNMA POOL # 745369	2	167,163.68	177,704.82	168,532.97	167,525	10,179.82		749.72		—	—	5	Monthly	702.23	4,612.53	20071214	20191201
31403DCZ0	FNMA POOL # 745388	2	374,174.76	395,769.17	377,239.80	375,117.21	20,651.96		136.86		—	—	5	Monthly	1,571.83	10,607.97	20071214	20181101
31403H3P3	FNMA POOL # 749706	2	307,727.9	328,687.02	311,598.54	308,086.81	20,600.21		90.13		—	—	2.338	Monthly	607.10	4,467.58	20060515	20331101
31403KDB6	FNMA POOL # 750798	2	3,856.4	4,119.16	3,916.32	3,861.83	257.33		31.15		—	—	2.199	Monthly	7.18	43.42	20070402	20331201
31403VBR9	FNMA POOL # 758848	2	96,045.48	101,588.53	96,832.29	96,283.05	5,305.48		(34.77	)	—	—	5	Monthly	403.47	2,731.5	20071214	20190101
31404CLB4	FNMA POOL # 764522	2	9,693.1	10,257.07	9,889.34	9,706.6	550.47		(494.46	)	—	—	2.522	Monthly	20.78	161.06	20080930	20340601
31404LRF9	FNMA POOL # 771886	2	67,088.58	73,320.52	68,210.34	67,189.38	6,131.14		52.98		—	—	2.244	Monthly	127.50	771.8	20060810	20340201
31404NBP0	FNMA POOL # 773246	2	76,711.07	82,907.18	77,353.08	76,756.11	6,151.07		9.61		—	—	2.217	Monthly	142.91	883.42	20070402	20350201
31404VGA0	FNMA POOL # 779693	2	367,185.31	396,945.1	370,660.22	367,499.65	29,445.45		79.02		—	—	2.362	Monthly	729.58	4,030.47	20060224	20340701
31405PAG5	FNMA POOL # 794807	2	90,580.24	96,067.81	90,333.64	90,542.96	5,524.85		196.63		—	—	1.951	Monthly	146.87	938.61	20070630	20341001
31405UMM8	FNMA POOL # 799664	2	42,841.26	46,249.07	43,178.07	42,870.94	3,378.13		2.24		—	—	2.117	Monthly	76.17	461.2	20070402	20341001
31405UR84	FNMA POOL # 799811	2	112,187.97	116,334.32	111,894.82	112,138.24	4,196.08		81.98		—	—	1.918	Monthly	178.84	1,205.27	20070630	20341101
31405UTZ2	FNMA POOL # 799868	2	8,922.54	9,480.9	8,992.67	8,928.42	552.48		81.62		—	—	2.002	Monthly	15.00	90.98	20070402	20341101
31406BB90	FNMA POOL # 804764	2	125,576.53	134,445.87	126,563.70	125,657.07	8,788.8		64.03		—	—	2.127	Monthly	224.23	1,396.78	20070402	20350101
31406BEZ9	FNMA POOL # 804852	2	107,908.51	116,409.16	108,756.82	107,978.47	8,430.69		71.87		—	—	2.138	Monthly	193.77	1,190.21	20070402	20341201
31406BJF8	FNMA POOL # 804962	2	120,873.94	129,925.04	121,824.15	120,950.19	8,974.85		94.90		—	—	2.15	Monthly	218.27	1,349.28	20070402	20350101
31406BQQ6	FNMA POOL # 805163	2	153,486.53	165,526.2	154,771.17	153,589.26	11,936.94		103.17		—	—	2.182	Monthly	281.43	1,740.23	20070402	20350101
31406DG67	FNMA POOL # 806721	2	215,325.07	231,477.97	217,017.82	215,465.61	16,012.36		380.35		—	—	2.295	Monthly	415.05	2,611.54	20070402	20341101

31406GLK3	FNMA POOL # 809530	2	29,622.25	31,958.74	29,832.04	29,642.73	2,316.01	24.58		—	—	2.123	Monthly	52.78	383.58	20060928	20350201
31406MYP5	FNMA POOL # 814418	2	100,016.27	105,726.9	100,909.31	100,093.58	5,633.32	90.30		—	—	1.975	Monthly	166.08	1,005.23	20070402	20350301
31406PKU2	FNMA POOL # 815807	2	176,847.14	185,539.76	178,534.80	177,020.3	8,519.46	197.97		—	—	2.131	Monthly	317.05	2,157.01	20060928	20350201
31406TLC3	FNMA POOL # 819423	2	234,123.49	251,633.5	236,214.02	234,275.75	17,357.75	116.36		—	—	2.437	Monthly	479.71	3,008.57	20070402	20350401
31406TTE1	FNMA POOL # 819649	24	1,805,082.36	1,821,846.3	1,745,094.73	1,799,742.66	22,103.64	(567.86	)	—	—	2.14	Monthly	3,112.09	20,216.12	20091204	20350301
31406VHE9	FNMA POOL # 821129	2	115,297.57	122,032.83	116,327.07	115,358.83	6,674	745.12		—	—	2.269	Monthly	219.96	1,406.96	20070402	20350501
31407D5R2	FNMA POOL # 828056	2	436,359.33	451,547.52	429,048.62	435,652.68	15,894.84	(1,228.01	)	—	—	2.499	Monthly	893.50	4,992.87		20350601
31407E6W8	FNMA POOL # 828985	2	213,776.99	234,648.94	221,136.70	214,253.12	20,395.82	139.58		—	—	2.291	Monthly	422.37	2,513.29	20060316	20350801
31407GC22	FNMA POOL # 829989	1	713,613.16	762,510.77	720,394.99	714,131.63	48,379.14	906.08		—	—	2.392	Monthly	1,436.59	9,023.87	20060120	20350401
31408C6D3	FNMA POOL # 847868	2	1,058,094.59	1,123,696.31	1,069,457.55	1,059,282.56	64,413.75	368.20		—	—	2.009	Monthly	1,790.45	10,749.16	20060512	20351101
31409UBQ7	FNMA POOL # 878547	2	662,313.27	719,010.1	667,659.77	662,680.78	56,329.32	457.65		—	—	2.362	Monthly	1,314.18	8,670.38	20060504	20360301
31410FU60	FNMA POOL # 888105		159,762.84	168,983.1	161,071.54	160,067.42	8,915.68	(120,806.55	)	—	—	5	Monthly	671.14	4,522.82	20071214	20200801
31410GC35	FNMA POOL # 888490	2	170,465.9	181,671.83	170,852.07	170,482.14	11,189.69	(7.42	)	—	—	2.052	Monthly	292.30	1,773.73	20070618	20350501
31410GC50	FNMA POOL # 888492	2	72,201.34	77,086.19	72,064.19	72,173.29	4,912.9	28.35		—	—	2.452	Monthly	147.25	883.7	20070618	20330501
31410GD83	FNMA POOL # 888527	1	18,218.74	19,948.09	18,561.93	18,241.41	1,706.68	101.07		—	—	2.483	Monthly	38.41	233.27	20070618	20340401
31410GDC4	FNMA POOL # 888499	1	545,527.95	576,846.44	548,593.02	545,745.79	31,100.65	(3,294.64	)	—	—	2.435	Monthly	1,112.73	6,955.36	20070618	20330801
31410GDF7	FNMA POOL # 888502		71,657.9	77,307.37	72,589.33	71,760.19	5,547.18	159.04		—	—	1.789	Monthly	108.22	684.47	20070618	20330601
31410GDL4	FNMA POOL # 888507		280,085.38	296,790.22	284,988.27	280,474.76	16,315.46	(15,231.33	)	—	—	2.321	Monthly	551.21	3,462.95	20070618	20350201
31410GDM2	FNMA POOL # 888508		339,151.84	369,478.7	343,893.54	339,520.11	29,958.59	357.41		—	—	2.284	Monthly	654.54	4,065.31	20070618	20340301
31410GDQ3	FNMA POOL # 888511		47,899.01	50,763.82	48,334.10	47,929.76	2,834.06	38.32		—	—	2.266	Monthly	91.27	581	20070618	20331201
31410GDS9	FNMA POOL # 888513		87,405.97	94,348.3	87,863.66	87,431.75	6,916.55	9.25		—	—	2.441	Monthly	178.73	1,094.39	20070618	20340201
31410GDX8	FNMA POOL # 888518		81,820.02	86,187.02	82,082.88	81,833.32	4,353.7	40.35		—	—	2.292	Monthly	156.78	951.19	20070618	20350401
31410GDY6	FNMA POOL # 888519		42,720.18	46,430.23	43,453.77	42,779.99	3,650.24	(43.47	)	—	—	2.177	Monthly	78.83	479.7	20070618	20350101
31410GDZ3	FNMA POOL # 888520	1	568,102.74	609,874.72	571,723.64	568,401.32	41,473.4	(1,071.92	)	—	—	2.25	Monthly	1,072.46	6,119.78	20070618	20330701
31410GFD0	FNMA POOL # 888564	1	3,277,142.65	3,369,090.16	3,179,762.43	3,241,451.79	127,638.37	(8,596.10	)	—	—	5	Monthly	13,249.01	85,526.47	20090226	20211001
31410GPR8	FNMA POOL # 888832		1,517,523.85	1,682,262.72	1,459,376.80	1,513,967.75	168,294.97	(44,968.23	)	—	—	6.5	Monthly	7,904.96	50,823.45	20080125	20371101
31410LK84	FNMA POOL # 890519		1,197,739.84	1,241,177.67	1,093,748.29	1,195,301.49	45,876.18	(115.14	)	—	—	6	Monthly	5,468.74	34,865.86	20131023	20401001
31411DA33	FNMA POOL # 904626		466,629.89	494,194.38	464,416.64	466,359.82	27,834.56	(911.27	)	—	—	2.355	Monthly	911.42	5,738.98	20061213	20361201
31411GUY6	FNMA POOL # 907899		1,262,038.16	1,310,426.71	1,251,672.73	1,260,908.15	49,518.56	(2,196.80	)	—	—	2.4	Monthly	2,503.35	15,024.36	20061214	20370101
31411KCZ4	FNMA POOL # 910088		1,411,781.79	1,595,978.29	1,398,669.26	1,410,832.28	185,146.01	(3,344.56	)	—	—	6	Monthly	6,993.35	45,523.88	20070329	20370301
31411LEA5	FNMA POOL # 911029	1	118,415.35	118,557.65	111,712.60	116,423.85	2,133.8	(3,024.10	)	—	—	5.5	Monthly	512.02	3,310.33	20090929	20220701
31411WPJ0	FNMA POOL # 916725	1	820,708.71	838,955.4	775,625.46	819,156.86	19,798.54	(3,537.87	)	—	—	2.47	Monthly	1,596.50	9,836.89	20120214	20361001
31412LMG2	FNMA POOL # 928359		112,618.79	112,754.13	106,244.15	110,782.11	1,972.02	(1,437.87	)	—	—	5.5	Monthly	486.95	3,030.75	20090929	20220501
31412LQN3	FNMA POOL # 928461		177,841.76	178,058.82	167,778.40	174,963.82	3,095	(6,536.53	)	—	—	5.5	Monthly	��     768.98	4,838.47		20220601

31412LVF4	FNMA POOL # 928614		1,032,442.02	1,031,098.84	971,567.25	1,015,785.39	15,313.45		(3,380.07	)	—	—	5.5	Monthly	4,453.02	28,871.8	20091021	20220801
31412SRH0	FNMA POOL # 933488		310,746.46	315,212.69	296,037.11	306,894.09	8,318.6		(5,693.83	)	—	—	5	Monthly	1,233.49	7,987.93	20090929	20230301
31414ARA2	FNMA POOL # 960481	1	617,701.62	621,079.37	588,462.40	610,072.71	11,006.66		(5,054.27	)	—	—	5	Monthly	2,451.93	15,328.41	20090929	20221201
31414CRJ9	FNMA POOL # 962289		767,569.67	778,601.65	731,236.36	758,115.39	20,486.26		(6,324.05	)	—	—	5	Monthly	3,046.82	19,724.76	20090929	20230301
31414GD22	FNMA POOL # 965521	1	105,005.14	105,131.34	99,061.47	103,477.71	1,653.63		(3,370.57	)	—	—	5.5	Monthly	454.03	2,791.65	20090929	20221201
31414NB45	FNMA POOL # 970859		806,894.29	817,274.92	767,556.99	797,938.64	19,336.28		472.55		—	—	5	Monthly	3,198.15	20,157.62	20091021	20231201
31414RB79	FNMA POOL # 973562		678,891.46	706,995.9	640,463.65	669,730.28	37,265.62		(17,579.99	)	—	—	5.5	Monthly	2,935.46	18,048.03	20090929	20230301
31415MDG7	FNMA POOL # 984003		1,188,645.47	1,375,217.49	1,224,421.55	1,190,217.54	184,999.95		(3,165.49	)	—	—	5.5	Monthly	5,611.93	33,826.43	20080725	20380601
31415MFS9	FNMA POOL # 984077		504,034.76	511,279.06	480,176.02	497,670.79	13,608.27		(4,823.48	)	—	—	5	Monthly	2,000.73	12,686.73	20090929	20230601
31416B4M7	FNMA POOL # 995528	1	886,336.77	897,311.83	853,144.14	876,700.7	20,611.13		(6,022.86	)	—	—	5	Monthly	3,554.76	22,677.68	20090320	20211201
31416B4N5	FNMA POOL # 995529		1,755,755.41	1,794,636.25	1,691,021.01	1,736,816.05	57,820.2		(10,848.63	)	—	—	5.5	Monthly	7,750.51	49,123.56	20090227	20221101
31416B4P0	FNMA POOL # 995530		929,913.77	944,753.7	891,736.32	917,104.9	27,648.8		(2,813.67	)	—	—	5.5	Monthly	4,087.12	26,247.06	20090320	20211201
31416B7J1	FNMA POOL # 995597		96,066.62	96,182.05	90,628.88	94,861.15	1,320.9		(3,122.87	)	—	—	5.5	Monthly	415.38	2,688.32	20090929	20240301
31416BLV8	FNMA POOL # 995040	1	366,050.59	370,759.81	348,205.09	361,475.48	9,284.33		(5,648.41	)	—	—	5	Monthly	1,450.85	9,355.66	20091021	20230601
31416BSE9	FNMA POOL # 995217	1	797,514.19	797,787.52	751,726.41	787,166.51	10,621.01		(19,590.61	)	—	—	5.5	Monthly	3,445.41	22,394.85		20231201
31416BSX7	FNMA POOL # 995234	1	1,030,906.42	1,007,257.53	960,099.12	1,004,050.53	3,207		(13,846.19	)	—	—	5	Monthly	4,000.41	27,185.41	20111110	20190701
31416CME3	FNMA POOL # 995957		1,752,218.51	1,773,113.52	1,665,248.31	1,733,782.5	39,331.02		(6,465.07	)	—	—	5	Monthly	6,938.53	44,309.07	20090928	20240601
31416MZC1	FNMA POOL # AA4338		1,540,696.47	1,546,902.73	1,431,957.22	1,537,554.51	9,348.22		(24,998.91	)	—	—	4.5	Monthly	5,369.84	34,955.15	20130321	20390401
31416TL49	FNMA POOL # AA9346		5,845,929.72	6,312,716.21	5,783,703.46	5,841,422.17	471,294.04		(272,488.02	)	—	—	4.5	Monthly	21,688.88	136,919.1	20100202	20390801
31417AP60	FNMA POOL # AB4044		4,606,841.27	4,623,899.29	4,472,661.44	4,603,989.95	19,909.34		(65,256.34	)	—	—	3.5	Monthly	13,045.26	80,655.89	20140627	20411201
31417CS30	FNMA POOL # AB5937		503,230.08	496,146.08	481,200.13	502,990.99	(6,844.91	)	(3,494.07	)	—	—	3.5	Monthly	1,403.50	5,190.7	20150219	20420801
31417F2Y3	FNMA POOL # AB8890		22,451.64	21,946.12	21,177.67	22,330.8	(384.68	)	(149.73	)	—	—	3	Monthly	52.94	325.67	20130429	20280401
31417FQC5	FNMA POOL # AB8550		2,027,744.39	1,984,067	1,959,543.10	2,020,159.56	(36,092.56	)	(4,423.84	)	—	—	2.5	Monthly	4,082.38	25,183.03	20130313	20280301
31417FX94	FNMA POOL # AB8803		16,505.28	16,133.64	15,568.72	16,417.38	(283.74	)	(4,025.11	)	—	—	3	Monthly	38.92	241.53	20130429	20280301
31418AMK1	FNMA POOL # MA1261		618,990.3	614,294.39	588,420.03	613,662.15	632.24		(16,612.64	)	—	—	3	Monthly	1,471.05	9,269.36	20130213	20221101
31419ALC9	FNMA POOL # AE0322	1	897,599.25	872,805.2	827,757.25	882,475.35	(9,670.15	)	(81,705.16	)	—	—	5	Monthly	3,448.99	22,650.51	20130226	20210501
31419BBT1	FNMA POOL # AE0949	1	2,827,122.74	2,831,140.98	2,666,703.86	2,821,442.28	9,698.7		(53,929.55	)	—	—	4	Monthly	8,889.01	56,086.98	20120502	20410201
31428XAZ9	FEDERAL EXPRESS CORP SENIOR CORP BND	1	853,452.45	846,590.18	855,000.00	853,595.02	(7,004.84	)	209.01		—	—	2.3	Feb-Aug	9,395.50	9,395.5	20150106	20200201
316773CR9	FIFTH THIRD BANK CAPSEC CORP BND	1	7,895,000	7,620,000	8,000,000.00	7,896,492.73	(276,492.73	)	(592.40	)	—	—	4.9	Mar-Sep	99,088.89	196,000	20140908	20491231
31677QBC2	FIFTH THIRD BANK SENIOR CORP BND	1	4,342,897.5	4,324,423.44	4,350,000.00	4,344,200.6	(19,777.16	)	(12,925.87	)	—	—	2.875	Apr-Oct	31,265.63	53,307.3	20140902	20211001
31679NAA2	FSSLF_15-1A ABS 15-1A A 144A		3,985,600	4,015,456	4,000,000.00	3,986,614.7	28,841.3		361.85		—	—	2.2561	J-A-J-O	33,089.47	33,089.47	20150129	20270120
31679NAE4	FSSLF_15-1A MEZZANIN ABS 15-1A C1 144A		242,607.08	250,373.5	250,000.00	242,968.93	7,404.57		1,007.51		—	—	4.0061	J-A-J-O	3,672.26	3,672.26	20150129	20270120
33766QAA5	FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A1		182,427.66	182,406.68	182,427.84	182,426.4	(19.72	)	(46.67	)	—	—	0.679	Jan-Jul	571.17	633.92	20130612	20190115
341099CQ0	PROGRESS ENERGY FLORIDA SECURED CORP BND		2,668,622.81	2,672,923.39	2,671,000.00	2,670,701.07	2,222.32		3,086.78		—	—	0.65	May-Nov	2,218.41	8,680.75	20121115	20151115

34528QBP8	FORDF ABS 12-2		5,463,393.55	5,443,316.47	5,375,000.00	5,433,721.64	9,594.83		(15.76	)	—	—	1.92	Monthly	4,586.67	51,600	20140915	20190115
34528QDF8	FORDF_14-1 ABS 14-1 A2		500,761.72	500,652.7	500,000.00	500,660.14	(7.44	)	217.61		—	—	0.5855	Monthly	130.11	744.22	20150330	20190215
34528QDL5	FORD CREDIT FLOORPLAN MASTER O ABS _14-4-A1		2,219,364.64	2,224,395.56	2,220,000.00	2,219,542.57	4,852.99		629.24		—	—	1.4	Monthly	1,381.34	15,540	20140819	20190815
34529WAC4	FORDO_12-B ABS_12-B A3		39,594.94	39,566.08	39,560.94	39,561.56	4.52		(1.31	)	—	—	0.72	Monthly	12.66	1,102.6	20120622	20161215
34530EAC1	FORDO_13-B ABS_13-B A3		647,397.73	647,243.51	647,431.26	647,420.72	(177.21	)	25.30		—	—	0.57	Monthly	164.01	4,390.65	20130514	20171015
34530GAD4	FORDO_13-D ABS 13-D A3		1,640,416.75	1,639,524.75	1,640,492.05	1,640,455.86	(931.11	)	5.19		—	—	0.67	Monthly	488.50	14,187.31	20131119	20180415
34530HAC4	FORDO_14-A ABS_14-A A3		2,249,962.8	2,249,692.44	2,250,000.00	2,249,983.93	(291.49	)	(19,841.93	)	—	—	0.79	Monthly	790.00	12,508.32	20140114	20180515
34530KAB9	FORDO_14-B ABS _14-B-A3		3,502,310.68	3,507,371.14	3,505,000.00	3,503,287.03	4,084.11		64.35		—	—	0.9	Monthly	1,402.00	23,542.5	20140617	20181015
34530PAE2	FORDO_14-C ABS 2014-C A4	1	1,879,577.38	1,894,951.85	1,880,000.00	1,879,640.37	15,311.48		358.48		—	—	1.56	Monthly	1,303.47	14,664	20141118	20200215
34530QAE0	FORDO_15-A ABS 15-A A4	1	5,999,926.2	6,047,038.45	6,000,000.00	5,999,918.65	47,119.8		34.16		—	—	1.64	Monthly	4,373.33	26,513.33	20150317	20200615
345397VP5	FORD MOTOR CREDIT COMPANY LLC CORP BND		1,583,764	1,534,192.02	1,400,000.00	1,536,748.79	(2,556.77	)	(4,851.14	)	—	—	6.625	Feb-Aug	35,038.89	55,097.91	20140930	20170815
345397WN9	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND	1	2,497,650	2,493,972.98	2,500,000.00	2,498,862.05	(4,889.07	)	(6,183.84	)	—	—	1.5	Jan-Jul	17,083.33	18,750	20131106	20170117
345397WR0	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND	1	3,500,000	3,476,468.87	3,500,000.00	3,500,000	(23,531.13	)	—		—	—	1.724	Jun-Dec	4,190.27	30,170	20140603	20171206
345397WT6	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND	1	3,000,000	2,983,700.88	3,000,000.00	3,000,000	(16,299.12	)	253.90		—	—	1.684	Mar-Sep	15,857.67	32,042.78	20140903	20170908
345397XD0	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND		1,500,000	1,492,886.46	1,500,000.00	1,500,000	(7,113.54	)	(5,604.76	)	—	—	1.461	Mar-Sep	5,722.25	5,722.25	20150324	20170327
345397XF5	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND	1	3,000,000	2,947,191.48	3,000,000.00	3,000,000	(52,808.52	)	—		—	—	2.459	Mar-Sep	19,262.17	19,262.17	20150324	20200327
345397XH1	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND		2,000,000	2,004,289.56	2,000,000.00	2,000,000	4,289.56		—		—	—	2.24	Jun-Dec	1,866.67	1,866.67	20150611	20180615
345838AE6	FOREST LABORATORIES INC. SENIOR CORP BND 144A	1	1,237,731.84	1,210,164.34	1,128,000.00	1,223,483.11	(13,318.77	)	119.21		—	—	4.875	Feb-Aug	20,774.00	27,495	20140721	20210215
34960JAJ4	FCO_15-6A MEZZANIN ABS 15-6A		1,971,400	1,967,334	2,000,000.00	1,972,407.51	(5,073.51	)	494.85		—	—	3.91935	M-J-S-D	20,032.23	20,032.23	20150319	20270331
354613AH4	FRANKLIN RESOURCES INC SENIOR CORP BND	1	1,541,552.5	1,552,222.5	1,550,000.00	1,546,176.22	6,046.28		213.05		—	—	1.375	Mar-Sep	6,275.34	10,656.25	20120919	20170915
35671DAW5	FREEPORT-MCMORAN INC SENIOR CORP BND	1	3,345,980	3,342,404.78	3,350,000.00	3,348,630.71	(6,225.93	)	119.38		—	—	2.15	Mar-Sep	24,008.34	36,012.5	20120208	20170301
35671DBD6	FREEPORT-MCMORAN INC SENIOR CORP BND	1	3,769,675.91	3,733,836.24	3,770,000.00	3,769,817.73	(35,981.49	)	(22,074.71	)	—	—	2.375	Mar-Sep	26,363.82	49,056.94	20131010	20180315
359900XB8	FULTON CNTY GA DEV AUTH REV MUNI BND REV		2,210,380	2,147,860	2,000,000.00	2,181,417.57	(33,557.57	)	2.32		—	—	5.491	May-Nov	18,303.33	54,910	20140930	20191101
36179MEL0	GNMA POOL # MA0139		3,185,399.02	3,133,248.79	3,006,422.90	3,165,591.45	(32,342.66	)	(6,269.96	)	—	—	3	Monthly	7,516.06	47,172.64	20120619	20270620
36179MK82	GNMA POOL # MA0319		144,765.98	139,867.96	131,773.89	144,365.16	(4,497.2	)	(1,767.65	)	—	—	4	Monthly	439.25	2,802.12	20121004	20420820
36179MNJ5	GNMA POOL # MA0393		1,801,146.21	1,743,491.88	1,642,597.08	1,796,804.57	(53,312.69	)	(21,805.74	)	—	—	4	Monthly	5,475.33	34,566.85	20121018	20420920
36179MQN3	GNMA POOL # MA0461		1,649,945.82	1,571,970.1	1,550,154.62	1,646,505.82	(74,535.72	)	(5,895.86	)	—	—	3	Monthly	3,875.39	24,093.62	20121031	20421020
36179Q3H2	GNMA POOL # MA2600		2,827,921.12	2,782,008.23	2,752,234.07	2,828,721.08	(46,712.85	)	(2,217.01	)	—	—	3	Monthly	6,880.58	15,894.81	20150326	20450220
36179Q6P1	GNMA POOL # MA2678	1	2,320,707.52	2,292,785.19	2,206,586.05	2,320,113.11	(27,327.92	)	180.26		—	—	3.5	Monthly	6,435.87	14,896.39	20150323	20450320
36179RD63	GNMA POOL # MA2825		2,060,930.77	2,059,573.38	2,037,531.01	2,061,111.03	(1,537.65	)	(5,124.98	)	—	—	3	Monthly	5,093.82	2,207.32	20150616	20450520
36192KAR8	GSMS_12-GCJ7 PRELCF SENIOR CMBS_12-GCJ7 A2		4,148,653.91	4,123,457.96	4,060,000.00	4,128,595.32	(5,137.36	)	(79,987.37	)	—	—	2.318	Monthly	7,842.56	38,689.96	20150129	20450510
36201YER3	GNMA POOL # 606844		589,441.21	634,869.1	562,523.58	586,949.36	47,919.74		(7,070.55	)	—	—	5	Monthly	2,343.85	15,536.5	20100423	20330915
36202E4Z9	GNMA GNMA II 30YR SF - JUMBO-CONFOR	1	224,017.59	219,287.17	208,856.68	223,930.26	(4,643.09	)	(1,271.75	)	—	—	4.5	Monthly	783.21	5,235.03	20140930	20390520
36202EVH9	GNMA GNMA II 30YR SF - JUMBO-CONFOR	1	78,376.14	77,873.69	70,746.15	78,343.69	(470	)	(4,527.37	)	—	—	6	Monthly	353.73	2,307.79	20140930	20380820

36202FZV1	GNMA POOL # 005256		2,790,668.23	2,747,971.53	2,602,780.05	2,767,896.68	(19,925.15	)	(1,635.49	)	—	—	3.5	Monthly	7,591.45	48,927.92	20120118	20261220
36202KME2	GNMA POOL # 008457		281,766.59	283,769.21	277,859.20	280,616.84	3,152.37		(4,777.31	)	—	—	1.625	Monthly	376.27	2,351.86	20090318	20240720
36204J4C7	GNMA POOL # 371719		153,062.99	160,156.07	144,059.28	150,073.4	10,082.67		(1,343.56	)	—	—	6.5	Monthly	780.32	4,819.98	20080911	20240415
36204SV60	GNMA POOL # 378737		135,951.59	141,389.18	127,954.43	133,298.48	8,090.7		(1,438.74	)	—	—	6.5	Monthly	693.09	4,254.07	20080911	20240115
36205BKY7	GNMA POOL # 385611		231,009.71	241,714.91	217,420.90	226,489.96	15,224.95		71.25		—	—	6.5	Monthly	1,177.70	7,418.77	20080911	20240415
3620A2KC9	GNMA POOL # 716791	1	618,253.07	622,465.25	584,809.27	611,871.17	10,594.08		(19,523.81	)	—	—	5	Monthly	2,436.71	16,394.46	20090929	20240415
3620A5FJ3	GNMA POOL # 719369		443,231.61	445,314.73	415,266.04	438,598.58	6,716.15		(8,993.74	)	—	—	4.5	Monthly	1,557.25	9,513.5	20100831	20250415
3620A6AC1	GNMA POOL # 720103		459,844.46	498,792.78	451,935.59	459,123.39	39,669.39		(930.01	)	—	—	4.5	Monthly	1,694.76	10,559.72	20090618	20390615
3620A6DZ7	GNMA POOL # 720220		790,449.14	801,043.79	752,584.71	782,107.53	18,936.26		(3,108.67	)	—	—	5	Monthly	3,135.77	20,223.76	20090729	20240715
3620ADCM2	GNMA POOL # 726476		3,963,205.82	4,028,092.05	3,762,165.12	3,921,357.12	106,734.93		(15,962.91	)	—	—	4.5	Monthly	14,108.12	87,843.95	20091208	20241115
3620ASPY9	GNMA POOL # 738539		2,772,854.96	2,752,609.31	2,581,275.84	2,767,240.55	(14,631.24	)	(1,384.75	)	—	—	4	Monthly	8,604.25	55,097.71	20111003	20410715
36210B4N2	GNMA POOL # 487829		185,548.58	191,945.88	179,273.98	183,994.34	7,951.54		(1,958.09	)	—	—	4.5	Monthly	672.28	4,284	20090326	20240415
36210B4Q5	GNMA POOL # 487831		69,498.52	69,972	65,739.05	68,777.99	1,194.01		(5,817.61	)	—	—	5	Monthly	273.91	1,674.87	20090929	20240415
36210B4R3	GNMA POOL # 487832	1	181,798.12	185,171.4	173,969.47	180,096.43	5,074.97		(1,229.94	)	—	—	5	Monthly	724.87	4,508.06	20090326	20240415
36210BZH1	GNMA POOL # 487744		361,713.72	364,178.1	342,147.18	358,057.78	6,120.32		(1,299.87	)	—	—	5	Monthly	1,425.61	8,721.03	20090929	20240315
36210BZJ7	GNMA POOL # 487745		222,055.41	223,568.3	210,043.55	219,715.15	3,853.15		(1,273.09	)	—	—	5	Monthly	875.18	5,483.02	20090929	20240315
36211V6Q8	GNMA POOL # 524779		137,121.83	139,770.66	131,315.25	135,836.96	3,933.7		(202.66	)	—	—	5	Monthly	547.15	3,873.72	20090326	20240115
36225BPY8	GNMA POOL # 781339		175,475.02	181,997.54	158,980.75	173,060.67	8,936.87		(215.37	)	—	—	8	Monthly	1,059.87	6,579.01	20080307	20310915
36225C6Y7	GNMA POOL # 080886		5,998,086.95	6,016,801.03	5,851,792.14	5,987,446.73	29,354.3		(8,396.13	)	—	—	1.625	Monthly	7,924.30	48,602.05	20110302	20340420
36225CD29	GNMA POOL # 080120		273,251.39	279,441.87	270,462.24	272,674.34	6,767.53		(89.99	)	—	—	1.625	Monthly	366.25	2,251.57	20090318	20271020
36225DAS3	GNMA POOL # 080916		206,700.89	216,278.26	207,706.97	206,781.18	9,497.08		(92.56	)	—	—	1.625	Monthly	281.27	1,740.61	20080417	20340520
36225DJA3	GNMA POOL # 081156		537,635.26	555,250.61	536,127.45	537,436.82	17,813.79		(3.33	)	—	—	1.625	Monthly	726.01	4,647.83	20090318	20341120
36225DJZ8	GNMA POOL # 081179		537,772.39	558,125.96	536,264.18	537,587.28	20,538.68		(1,347.21	)	—	—	1.625	Monthly	726.19	4,504.81	20090318	20341220
36225DLE2	GNMA POOL # 081224		322,310.54	336,671.4	323,828.50	322,432.37	14,239.03		(6,041.63	)	—	—	1.75	Monthly	472.25	2,775.31	20090318	20350120
36225EVZ2	GNMA POOL # 082431		1,557,163.78	1,585,521.62	1,537,939.54	1,553,617.42	31,904.2		(2,381.57	)	—	—	1.625	Monthly	2,082.63	12,969.14	20091028	20391220
36225EWE8	GNMA POOL # 082444		205,119.42	205,937.66	200,851.32	204,812.31	1,125.35		(2,000.20	)	—	—	2.75	Monthly	460.28	2,777.7	20091103	20391220
362341RT8	GSR_05-6F WHOLE CMO 05-AR6 1A1		91,367.58	93,067.91	92,275.91	91,562.92	1,504.99		(532.31	)	—	—	2.70293	Monthly	207.85	1,310.43	20071121	20350925
36241KBP2	GNMA POOL # 781846		2,431,986.51	2,766,233.23	2,355,434.88	2,427,845.13	338,388.1		(5,079.12	)	—	—	6.5	Monthly	12,758.61	79,831.92	20080815	20340915
36241KEC8	GNMA POOL # 781931		1,623,438.22	1,822,863.51	1,572,337.22	1,620,839.04	202,024.47		(8,953.38	)	—	—	6.5	Monthly	8,516.83	53,240.24	20080815	20350515
36241KEH7	GNMA POOL # 781936	1	900,699.35	953,069.29	871,161.55	897,990.86	55,078.43		(3,383.41	)	—	—	4.5	Monthly	3,266.86	20,634.76	20100603	20350615
36241KGU6	GNMA POOL # 782011		84,139.62	92,345.6	82,338.43	83,970.45	8,375.15		(912.44	)	—	—	5	Monthly	343.08	2,168.79	20090714	20351215
36241KKB3	GNMA POOL # 782090		1,878,587.76	2,094,184.66	1,807,420.60	1,870,624.15	223,560.51		(27,969.67	)	—	—	6.5	Monthly	9,790.19	61,402.25	20071130	20360515
36241LHQ2	GNMA POOL # 782939		2,894,385.39	3,080,407.12	2,762,209.34	2,884,082.92	196,324.2		(16,492.92	)	—	—	5	Monthly	11,509.20	72,304.35	20100423	20360915
36241LN36	GNMA POOL # 783110	1	623,589.96	653,365.68	575,898.36	620,141.43	33,224.25		(3,916.34	)	—	—	5.5	Monthly	2,639.53	16,339.33	20100923	20360415

36248GAB6	GSMS_13-GC16 SENIOR CMBS 13-GC16		5,454,217.19	5,409,851.45	5,220,000.00	5,425,963.5	(16,112.05	)	(1,724.13	)	—	—	3.033	Monthly	13,193.55	71,073.3	20141029	20461110
36250GAP0	GSMS_15-GC30 LCF SENIOR CMBS_15-GC30 A4		3,709,994.08	3,596,488.94	3,602,000.00	3,709,137.37	(112,648.43	)	(27,298.58	)	—	—	3.382	Monthly	10,151.64	10,828.42	20150515	20500510
36290SJB8	GNMA POOL # 615958		3,607,863.02	3,885,918.89	3,443,105.07	3,590,551.46	295,367.43		(1,578.06	)	—	—	5	Monthly	14,346.27	89,194.91	20100423	20330915
36292DWW8	GNMA POOL # 646061		102,651.62	112,743.48	98,437.29	102,339.76	10,403.72		(40.58	)	—	—	6.5	Monthly	533.20	3,214.22	20080131	20371115
36295KAT0	GNMA POOL # 672418		62,076.76	68,179.63	59,528.21	61,906.44	6,273.19		(432.01	)	—	—	6.5	Monthly	322.44	1,945.83	20080131	20371215
36295P4L3	GNMA POOL # 676827		244,831.67	248,410.22	234,323.70	242,436.88	5,973.34		(354.03	)	—	—	5	Monthly	976.35	5,982.21	20090326	20230515
36295PZJ4	GNMA POOL # 676745		81,994.1	83,242.37	78,521.97	81,078.11	2,164.26		(23.21	)	—	—	5	Monthly	327.17	2,013.94	20090326	20230315
36295QJE1	GNMA POOL # 677161		257,754.09	260,372.89	245,608.00	254,855.16	5,517.73		(282.51	)	—	—	5	Monthly	1,023.37	6,298.25	20090427	20230815
36295TVQ4	GNMA POOL # 680223		21,628.74	23,755.11	20,740.79	21,578.89	2,176.22		(451.26	)	—	—	6.5	Monthly	112.35	680.89	20080131	20380115
36296DR67	GNMA POOL # 688209	1	19,835.83	20,032.89	18,896.89	19,551.65	481.24		(1,169.48	)	—	—	5	Monthly	78.74	491.45	20090729	20230715
36296E5H5	GNMA POOL # 689448		163,141.57	165,625.22	156,233.16	161,651.54	3,973.68		(2,836.98	)	—	—	5	Monthly	650.97	4,004.32	20090326	20230715
36296TPY3	GNMA POOL # 700739		186,850.58	190,074.1	176,965.41	184,624.48	5,449.62		(174.11	)	—	—	5.5	Monthly	811.09	5,547.69	20090603	20231015
36296U3C2	GNMA POOL # 701995		66,881.78	67,899.98	64,049.60	66,231.07	1,668.91		(4,043.16	)	—	—	5	Monthly	266.87	1,634.45	20090326	20240115
36296UC73	GNMA POOL # 701294		152,057.89	154,833.05	145,466.44	150,686	4,147.05		(443.51	)	—	—	5	Monthly	606.11	4,090.34	20090327	20240115
36296URS1	GNMA POOL # 701697		228,649.67	230,207.46	216,281.08	226,013.82	4,193.64		(2,883.04	)	—	—	5	Monthly	901.17	5,718.84	20090929	20240215
36296UUL2	GNMA POOL # 701787		205,733.66	211,288.67	198,506.78	204,082.89	7,205.78		(2,766.42	)	—	—	5	Monthly	827.11	5,061.1	20090611	20240315
36296XHH0	GNMA POOL # 704132		81,602.85	81,828.85	77,188.61	80,681.13	1,147.72		(3,025.89	)	—	—	5	Monthly	321.62	1,969.85	20090929	20231215
36296XLY8	GNMA POOL # 704243		293,271.56	301,190.16	282,969.69	290,990.96	10,199.2		(70,943.35	)	—	—	5	Monthly	1,179.04	8,409.49	20090611	20240115
36296XWP5	GNMA POOL # 704554		1,234,139.99	1,268,227.72	1,191,506.39	1,225,274.6	42,953.12		(5,519.73	)	—	—	5	Monthly	4,964.61	31,201.08	20090611	20240615
36297A3K7	GNMA 5% Due 1/15/2024 Mo-1		217,316.96	221,514.93	208,114.40	215,738.71	5,776.22		(364.45	)	—	—	5	Monthly	867.14	8,071.18	20090326	20240115
36297AKF9	GNMA POOL # 705994		256,005.54	257,749.73	242,157.18	253,544.53	4,205.2		(7,941.24	)	—	—	5	Monthly	1,008.99	6,642.32	20090929	20240115
36297DFF9	GNMA POOL # 708566		678,056.39	682,676.05	641,377.62	670,247.42	12,428.63		(3,676.84	)	—	—	5	Monthly	2,672.41	18,043.29	20090929	20240415
36297DTR8	GNMA POOL # 708960	1	133,468.47	136,046.72	127,816.58	131,964.32	4,082.4		(569.69	)	—	—	5	Monthly	532.57	3,259.78	20090326	20240315
36297G2R0	GNMA POOL # 711884		815,277.11	820,831.63	771,175.49	806,403.21	14,428.42		(3,110.62	)	—	—	5	Monthly	3,213.23	19,940.12	20090929	20240415
36297JJ54	GNMA POOL # 713184		759,022.45	764,193.69	717,963.86	749,786.37	14,407.32		(91,120.34	)	—	—	5	Monthly	2,991.52	18,331.28	20090929	20240415
36297KZF1	GNMA POOL # 714542		282,475.68	290,015.34	272,470.89	280,257.44	9,757.9		(75,560.53	)	—	—	5	Monthly	1,135.30	6,936.91	20090611	20240615
36319QAA0	GALXY_15-19A ABS 15-19A A1A 144A		4,992,450	4,999,900	5,000,000.00	4,992,944.85	6,955.15		—		—	—	1.8061	J-A-J-O	31,606.75	31,606.75	20150129	20270124
36354TAB8	GALILEO RE LTD UNSEC CORP BND 144A		2,400,000	2,411,088	2,400,000.00	2,400,000	11,088		—		—	—	13.5	J-A-J-O	74,700.00	132,333.47	20150129	20180108
36830NAC3	GEEMT_13-1 ABS 13-1 A3		2,376,402.67	2,379,807.14	2,376,456.36	2,376,426.2	3,380.94		1,458.45		—	—	0.95	Monthly	564.42	13,380.44	20130917	20170322
369550AV0	GENERAL DYNAMICS CORP SENIOR CORP BND	1	8,899,150.88	8,902,731.99	8,963,000.00	8,931,791.19	(29,059.2	)	(10,379.84	)	—	—	1	May-Nov	11,452.73	53,953.89	20121101	20171115
369604BC6	GENERAL ELECTRIC CAPITAL CORP CORP BND		308,510.1	294,355.04	270,000.00	293,269.15	1,085.89		77.88		—	—	5.25	Jun-Dec	984.38	7,087.5	20131105	20171206
369604BE2	GENERAL ELECTRIC CO SENIOR CORP BND		524,858.25	525,572.31	525,000.00	524,986.95	585.36		13,275.67		—	—	0.85	Apr-Oct	1,016.46	7,649.41	20121001	20151009
36962G4D3	GENERAL ELECTRIC CAPITAL CORP CORP BND MTN		261,337.5	286,427.4	250,000.00	255,499.08	30,928.32		1,144.93		—	—	6	Feb-Aug	6,000.00	7,500	20091029	20190807
36962G4T8	GENERAL ELECTRIC CAPITAL CORP CORP BND	1	2,878,200	3,018,390	3,000,000.00	2,990,401.76	27,988.24		2.52		—	—	2.25	May-Nov	9,750.00	33,750	20110106	20151109

36962G5J9	GENERAL ELECTRIC CAPITAL CORP CORP BND MTN		1,417,600	1,376,618	1,250,000.00	1,411,995.24	(35,377.24	)	(723.23	)	—	—	4.65	Apr-Oct	11,947.92	13,723.96	20150331	20211017
36962G5S9	GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN		3,359,720	3,318,985.9	3,250,000.00	3,314,025.47	4,960.43		—		—	—	2.45	Mar-Sep	23,445.14	39,812.5	20140401	20170315
36962G5W0	GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN		2,055,620	2,039,936.38	2,000,000.00	2,039,539.63	396.75		(4,050.83	)	—	—	2.3	Apr-Oct	8,177.78	23,000	20140930	20170427
36962G6R0	GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN		3,256,512.93	3,275,657.55	3,267,000.00	3,265,159.74	10,497.81		(4,858.29	)	—	—	1	Jan-Jul	15,699.75	16,335	20130103	20160108
36962G7F5	GENERAL ELECTRIC CAPITAL CORP SENIOR CORP BND MTN		5,000,000	5,001,649.85	5,000,000.00	5,000,000	1,649.85		890.70		—	—	0.787	J-A-J-O	8,525.83	19,396.95	20140108	20190114
37045XAV8	GENERAL MOTORS FINANCIAL CO IN SENIOR CORP BND		3,347,119	3,356,697.59	3,350,000.00	3,347,327.71	9,369.88		(6,055.90	)	—	—	2.4	Apr-Oct	18,090.00	18,630	20150407	20180410
372546AR2	GEORGE WASHINGTON UNIV D C UNSEC MUNITAX BND REV	1	3,886,305.5	3,901,936.5	3,850,000.00	3,877,232.62	24,703.88		(175.04	)	—	—	1.827	Mar-Sep	20,711.08	35,169.75	20140930	20170915
37331NAF8	GEORGIA-PACIFIC LLC SENIOR CORP BND 144A		7,000,000	6,968,487.96	7,000,000.00	7,000,000	(31,512.04	)	(3,817.72	)	—	—	2.539	May-Nov	22,709.95	88,865	20141103	20191115
375558AY9	GILEAD SCIENCES INC SENIOR CORP BND	1	698,404	701,551.92	700,000.00	698,601.99	2,949.93		(821.03	)	—	—	2.35	Feb-Aug	10,235.56	8,225	20141112	20200201
377373AC9	GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP BND		6,277,383	6,347,386.97	6,300,000.00	6,291,406.24	55,980.73		(6,832.79	)	—	—	1.5	May-Nov	13,912.49	62,250	20120502	20170508
378272AD0	GLENCORE FUNDING LLC SENIOR CORP BND 144A	1	2,636,803	2,616,478.72	2,650,000.00	2,641,450.67	(24,971.95	)	194.34		—	—	2.5	Jan-Jul	30,548.61	33,125	20130522	20190115
380881CP5	GCCT_15-2A SENIOR ABS 15-2A A 144A		1,499,754.15	1,487,415	1,500,000.00	1,499,763.29	(12,348.29	)	—		—	—	2.02	Monthly	1,346.67	5,218.34	20150422	20220415
38141EC49	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND MTN	1	4,000,000	4,004,480	4,000,000.00	4,000,000	4,480		151.89		—	—	1.08585	M-J-S-D	1,930.40	23,183.86	20141211	20171215
38141GEG5	GOLDMAN SACHS GROUP INC/THE CORP BND		2,488,200	2,498,399.93	2,500,000.00	2,496,386.99	2,012.94		1,418.26		—	—	0.7308	M-J-S-D	456.75	8,894.71	20131029	20160322
38141GES9	GOLDMAN SACHS GROUP INC/THE CORP BND	1	6,077,662.5	5,861,931.92	5,250,000.00	6,033,557.67	(171,625.75	)	236.81		—	—	5.95	Jan-Jul	144,039.58	156,187.5	20140819	20270115
38141GRD8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND		3,089,430	2,998,145.61	3,000,000.00	3,086,384.67	(88,239.06	)	—		—	—	3.625	Jan-Jul	48,031.25	33,531.25	20150305	20230122
38145XAA1	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND		6,807,750	6,818,343.01	6,750,000.00	6,797,430.02	20,912.99		1,027.88		—	—	2.625	Jan-Jul	74,320.32	163,501.04	20140709	20190131
38148BAA6	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP BND		7,181,300	7,017,500	7,000,000.00	7,149,405.56	(131,905.56	)	335.99		—	—	5.7	May-Nov	56,525.00	239,122.91	20140715	20491231
38148BAB4	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP BND	1	3,445,000	3,393,325	3,445,000.00	3,445,000	(51,675	)	—		—	—	5.375	May-Nov	26,232.23	26,232.23	20150416
38148LAA4	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND	1	6,639,745	6,611,628.77	6,650,000.00	6,638,959.42	(27,330.65	)	40.70		—	—	2.6	Apr-Oct	32,658.90	18,514.18	20150616	20200423
38148LAC0	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND		1,937,940	1,939,086.76	2,000,000.00	1,938,022.47	1,064.29		(8,615.54	)	—	—	3.5	Jan-Jul	30,722.23	972.23	20150623	20250123
38148LAD8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND		2,000,000	1,999,960.02	2,000,000.00	2,000,000	(39.98	)	22.13		—	—	0.9535	F-M-A-N	2,118.89	2,118.89	20150519	20170522
38148LAE6	GOLDMAN SACHS GROUP INC/THE SENIOR CORP BND	1	4,705,071.5	4,616,184.06	4,675,000.00	4,704,859.33	(88,675.27	)	1,234.75		—	—	3.75	May-Nov	18,992.19	14,981.77	20150527	20250522
38173XAA6	GOCAP_2014-21A ABS _2014-21A-A 144A	1	4,000,000	4,008,012	4,000,000.00	4,000,000	8,012		—		—	—	2.177	J-A-J-O	15,722.78	43,227.8	20141107	20261025
38174GAE4	GOCAP_15-24A MEZZANIN ABS 15-24A C 144A		1,500,000	1,494,703.5	1,500,000.00	1,500,000	(5,296.5	)	1,121.01		—	—	4.01935	F-M-A-N	13,732.78	13,732.78	20150331	20270205
38259PAC6	GOOGLE CORP BND		3,073,380	3,040,920	3,000,000.00	3,039,700.96	1,219.04		(3,691.58	)	—	—	2.125	May-Nov	7,437.50	45,569.45	20140930	20160519
38373MUZ1	GNMA CMBS_06-32 C		3,160,514.75	3,132,806.67	3,009,784.73	3,151,000.95	(18,194.28	)	(105,297.15	)	—	—	5.29505	Monthly	13,280.80	110,072.48	20140930	20381116
38374B4M2	GNMA AGENCY CMO_03-77-TK		1,109,318.96	1,119,723.98	1,007,263.06	1,107,166.34	12,557.64		(17,929.69	)	—	—	5	Monthly	4,196.93	26,017.76	20140930	20330915
38374D2N8	GNMA CMO_08-36 AN		670,489.8	656,062.38	641,617.02	656,226.72	(164.34	)	(15,521.47	)	—	—	4.25	Monthly	2,272.40	16,059.69	20131016	20221016
38374YGV9	GNMA AGENCY CMO 10-86		702,144.41	676,752.21	665,736.93	674,295.24	2,456.97		(421.22	)	—	—	3.5	Monthly	1,941.73	14,756.61	20120215	20360120
38375JCJ2	GNMA GNMA_06-68 D		2,151,560	2,170,496	2,000,000.00	2,120,137.05	50,358.95		(42,966.92	)	—	—	5.305	Monthly	8,841.67	53,050.02	20140930	20371216
38375PXQ9	GNMA CMO 08-11 FB		770,215.23	776,170.79	767,418.38	770,106.69	6,064.1		(7,983.81	)	—	—	0.78675	Monthly	184.48	3,211.66		20380220
38375XRK2	GNMA AGENCYCMO _ 08-69-QD		1,557,789.42	1,503,209.35	1,390,610.25	1,552,155.57	(48,946.22	)	(45,752.79	)	—	—	5.75	Monthly	6,663.34	42,227.64	20140930	20380720
38376EX34	GNMA CMO_09-109 NH		669,711.18	665,339.31	645,579.42	663,953.8	1,385.51		(15,163.08	)	—	—	4	Monthly	2,151.93	14,758.57	20140930	20370720

38376FNL2	GNMA AGENCY CMO__09-66-UG		652,914.77	650,397.06	617,997.90	649,118.07	1,278.99		(4,908.04	)	—	—	4.5	Monthly	2,317.49	15,400.67	20140930	20380720
38376JDT8	GNMA AGENCY CMO 09-106-ME		533,656.89	529,470.74	512,318.82	531,276.4	(1,805.66	)	(10,676.11	)	—	—	3.5	Monthly	1,494.26	9,769.75	20140930	20390120
38376KG21	GNMA CMO_09-91 UE		761,202.74	751,484.24	737,871.25	753,003.97	(1,519.73	)	(168.40	)	—	—	4	Monthly	2,459.57	18,152.97	20140930	20370420
38376P6D7	GNMA CMO 09-127 PL		1,025,366.85	1,019,371.93	966,142.32	1,020,496.92	(1,124.99	)	(12,754.68	)	—	—	4.25	Monthly	3,421.75	22,327.92	20140930	20381020
38376PPV6	GNMA CMO_09-118 AC		1,581,343.38	1,567,059.22	1,528,207.60	1,576,430.95	(9,371.73	)	(11,198.40	)	—	—	3	Monthly	3,820.52	24,999.36	20140930	20381020
38376TFQ0	GNMA CMO_10-2 PK		685,384.86	680,346.63	661,619.49	679,053.07	1,293.56		(7,892.95	)	—	—	4	Monthly	2,205.40	15,217.17	20140930	20370620
38376VDX2	GNMA AGENCY CMO 10-20 ND		654,164.23	648,241.74	637,922.70	650,579.58	(2,337.84	)	(10,011.62	)	—	—	3	Monthly	1,594.81	11,250.44	20140930	20381220
38376WSP1	GNMA AGENCY CMO 10-24		160,738.65	160,553.81	159,690.68	160,526.93	26.88		(1,747.84	)	—	—	0.70675	Monthly	34.49	614.13	20121205	20381220
38376YC58	GNMA AGENCY CMO 10-47		695,228.62	677,802.44	673,344.90	675,975.27	1,827.17		(74,906.69	)	—	—	3	Monthly	1,683.36	12,726.64	20120321	20301116
38377GYS2	GNMA CMO_10-68 YE		1,801,730.64	1,824,923.71	1,754,260.35	1,798,218.71	26,705		(92,920.77	)	—	—	3	Monthly	4,385.65	28,500.75	20140930	20390520
38377JEA7	GNMA AGENCY CMO 10-109 CH		353,538.41	353,237.41	343,710.44	349,684.74	3,552.67		(398.15	)	—	—	3	Monthly	859.28	5,811.95	20130926	20371220
38377KKN9	GNMA CMO_10-115 QJ		1,464,355.59	1,463,832.33	1,399,088.13	1,456,889.63	6,942.7		(8,867.83	)	—	—	3.5	Monthly	4,080.67	26,452.13	20140930	20381120
38377LN38	GNMA AGENCY CMO__10-130-LG		1,859,811.65	1,853,079.66	1,794,717.25	1,849,455.62	3,624.04		(6,102.05	)	—	—	3.5	Monthly	5,234.59	35,019.5	20140930	20381116
38377MSG2	GNMA AGENCY CMO_2010-144 PA	1	1,208,097.41	1,214,075.7	1,182,646.86	1,205,829.83	8,245.87		(5,822.67	)	—	—	3	Monthly	2,956.62	19,345.16	20140930	20400916
38377VAN6	GNMA AGENC CMO__11-51-WA		85,824.5	84,195.18	83,986.05	83,986.05	209.13		29,711.88		—	—	4	Monthly	279.95	4,404.02	20140930	20340820
38378FWR7	GNMA AGENCY CMO__13-28-ME		3,366,939.51	3,388,363.77	3,494,415.80	3,382,738.15	5,625.62		(48,151.81	)	—	—	1.75	Monthly	5,096.02	32,992.77	20140930	20421120
38378NEK5	GNMA AGENCY CMBS _13-156-AD		1,926,031.56	1,966,777.75	1,945,482.50	1,926,910.36	39,867.39		(36,361.38	)	—	—	2.76126	Monthly	4,476.65	26,961.49	20140930	20520416
3837H1U41	GNMA AGENCY CMO_99-2-E		170,049.85	174,272.08	148,758.76	169,129	5,143.08		(7,655.65	)	—	—	6.5	Monthly	805.78	4,112.29		20290120
39153VBJ2	GALC_13-1 ABS 13-1 144A		654,197.69	654,394.69	654,252.06	654,241.47	153.22		5.94		—	—	0.78	Monthly	226.81	4,210.91	20130205	20160615
40053RAA0	GRX_15-1A ABS 15-1A		2,905,325.1	2,898,680.62	2,905,325.10	2,905,325.1	(6,644.48	)	(571.27	)	—	—	3.75	J-A-J-O	27,540.06	32,227.56	20150225	20230715
404280AP4	HSBC HOLDINGS PLC SUB CORP BND		11,665,187.5	11,368,463.52	11,250,000.00	11,633,909.01	(265,445.49	)	(22,699.20	)	—	—	4.25	Mar-Sep	142,109.37	231,093.75	20140819	20240314
404280AR0	HSBC HOLDINGS PLC CAPSEC CORP BND	1	9,302,500	9,276,581.25	9,265,000.00	9,302,500	(25,918.75	)	(49,579.80	)	—	—	5.625	Jan-Jul	237,415.64	260,031.27	20140910
404280AT6	HSBC HOLDINGS PLC CAPSEC CORP BND	1	3,800,000	3,819,000	3,800,000.00	3,800,000	19,000		—		—	—	6.375	Mar-Sep	61,235.42	61,235.42	20150323	20491231
40428HPH9	HSBC BANK USA INC SENIOR CORP BND		2,991,420	2,987,409.21	3,000,000.00	2,995,618.63	(8,209.42	)	(34,663.64	)	—	—	1.625	Jan-Jul	22,343.75	24,375	20121213	20180116
40428HPJ5	HSBC BANK USA INC SENIOR CORP BND	1	938,383.2	956,957.89	940,000.00	938,931.21	18,026.68		82.28		—	—	2.625	Mar-Sep	6,648.54	12,237.92	20130917	20180924
40428HPK2	HSBC BANK USA INC SENIOR CORP BND		4,500,000	4,518,751.5	4,500,000.00	4,500,000	18,751.5		(8,852.25	)	—	—	1.16225	M-J-S-D	1,016.97	35,832.31	20130917	20180924
40428HPN6	HSBC USA INC SENIOR CORP BND		299,817	299,336.72	300,000.00	299,839.01	(502.29	)	—		—	—	2.375	May-Nov	950.00	3,542.71	20141105	20191113
40428HPR7	HSBC USA INC SENIOR CORP BND		672,975	667,943.53	675,000.00	673,097.13	(5,153.6	)	(1,841.16	)	—	—	2.35	Mar-Sep	5,111.25	12,117.18	20150226	20200305
40434CAD7	HSBC USA INC SENIOR CORP BND		1,047,450	1,005,042.65	1,000,000.00	1,045,919.77	(40,877.12	)	(182.97	)	—	—	3.5	Jun-Dec	777.78	12,250	20150220	20240623
40538FAJ2	HLAF_14-C-1 SENIOR ABS 14-C-1 144A		478,000	480,481	500,000.00	479,121.01	1,359.99		4,472.13		—	—	3.276	J-A-J-O	3,185.00	6,758.33	20150128	20251022
406216BC4	HALLIBURTON COMPANY SENIOR CORP BND		499,645	502,258.19	500,000.00	499,775.94	2,482.25		29.60		—	—	2	Feb-Aug	4,166.67	5,000	20130729	20180801
406373A$6	HALO_06-1R WHOLE CMO 06-1R 144A		1,568,174.04	1,603,061.78	1,584,366.26	1,568,174.04	34,887.74		5,148.65		—	—	6	Monthly	7,921.83	55,171.47	20140930	20360825
411707AA0	CKE RESAURANT HOLDINGS INC HNG ABS_13-1A A2 144A	1	496,977.1	490,599.91	483,125.00	496,513.35	(5,913.44	)	6.91		—	—	4.474	M-J-S-D	660.46	7,174.33	20150225	20430320
41283YAC1	HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1 A3		972,718.9	972,711.9	972,721.62	972,716.91	(5.01	)	41.76		—	—	0.65	Monthly	281.01	4,077.19	20130416	20180716

413875AP0	HARRIS CORPORATION SENIOR CORP BND	1	4,500,000	4,488,223.37	4,500,000.00	4,500,000	(11,776.63	)	—		—	—	1.999	Apr-Oct	15,992.00	15,992	20150422	20180427
415690MD5	HARRISONBURG VA REDEV & HSG AU MUNI BND REV	1	1,193,498.6	1,193,772.3	1,190,000.00	1,189,811.59	3,960.71		(15,205.48	)	—	—	7	Feb-Aug	34,708.33	42,280.97	20140930	20200801
418097AD3	JORDAN (HASHEMITE KINGDOM OF) AGENCY BND		10,000,000	10,100,000	10,000,000.00	10,000,000	100,000		(14,830.54	)	—	—	1.945	Jun-Dec	4,322.23	97,250.01	20140623	20190623
423012AB9	HEINEKEN N.V. SENIOR CORP BND 144A		5,987,624.98	6,017,176.42	6,025,000.00	6,003,792.18	13,384.24		(1,182.80	)	—	—	1.4	Apr-Oct	21,087.50	42,175		20171001
423074AZ6	HEINZ H. J. COMPANY SENIOR CORP BND 144A		4,988,650	5,007,290.65	5,000,000.00	4,988,650	18,640.65		—		—	—	2.8	Jan-Jul	0	—	20150623	20200702
423074BA0	HEINZ H. J. COMPANY SENIOR CORP BND 144A		1,995,280	2,001,214	2,000,000.00	1,995,280	5,934		54.85		—	—	3.5	Jan-Jul	0	—	20150623	20220715
423074BH5	HEINZ H. J. COMPANY SENIOR CORP BND 144A		10,479,000	10,507,748.16	10,500,000.00	10,479,000	28,748.16		(5,570.54	)	—	—	2	Jan-Jul	0	—	20150623	20180702
4252005H1	HENDERSON NEV MUNI BND GO		2,787,406	2,766,680	2,410,000.00	2,686,910.2	79,769.8		(13,396.63	)	—	—	5	Jun-Dec	10,041.67	60,250	20140930	20280601
427028AA3	CANADA GOVERNMENT GOVT BND	1	251,847.5	250,937.5	250,000.00	250,672.05	265.45		(204.88	)	—	—	0.875	Feb-Aug	832.47	1,093.75	20120808	20170214
427866AS7	HERSHEY COMPANY THE CORP BND		1,321,912.75	1,334,300.18	1,325,000.00	1,324,146.38	10,153.8		567.83		—	—	1.5	May-Nov	3,312.50	9,937.5	20111108	20161101
428236AM5	HEWLETT-PACKARD COMPANY CORP BND		2,959,320	2,902,742.61	2,730,000.00	2,912,004.13	(9,261.52	)	(2,780.17	)	—	—	5.4	Mar-Sep	49,140.00	65,110.5	20150116	20170301
428236BU6	HEWLETT-PACKARD COMPANY CORP BND		1,045,500	1,027,130.81	1,000,000.00	1,030,030.31	(2,899.5	)	(2,565.97	)	—	—	3.3	Jun-Dec	2,016.67	16,500	20140930	20161209
428236BW2	HEWLETT-PACKARD COMPANY UNSEC CORP BND		1,874,718.75	1,905,692.48	1,875,000.00	1,874,883.65	30,808.83		828.36		—	—	2.6	Mar-Sep	14,354.17	24,375	20120307	20170915
428236BZ5	HEWLETT-PACKARD COMPANY SENIOR CORP BND		500,000	492,975.01	500,000.00	500,000	(7,024.99	)	(579.88	)	—	—	1.217	J-A-J-O	1,318.42	3,020.67	20140109	20190114
429827AB4	HEF_04-1 ABS 04-1 A2 144A		164,000	186,110.8	200,000.00	175,516.58	10,594.22		1,234.05		—	—	1.650999	Monthly	176.17	744.81	20090910	20440101
429827AE8	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 144A		164,000	187,819.8	200,000.00	174,319.9	13,499.9		1,506.57		—	—	1.635999	Monthly	72.71	735.93	20090910	20440101
429827AF5	HEF_04-1 ABS 04-1 A6 144A		164,000	187,372.2	200,000.00	174,143.55	13,228.65		1,153.23		—	—	1.635999	Monthly	146.18	495.21	20090910	20440101
429827AJ7	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 A9 144A		164,224	187,046	200,000.00	173,712.77	13,333.23		1,212.28		—	—	1.624001	Monthly	53.39	636.2	20090910	20440101
429827AK4	HIGHER EDUCATION FUNDING HEF_0 ABS_04-1 A10	1	164,196	186,893.2	200,000.00	173,579.74	13,313.46		1,093.21		—	—	1.536999	Monthly	8.42	686.89	20090910	20440101
429827AN8	HEF_04-1 ABS 04-1 A13 144A		164,000	186,181.4	200,000.00	172,796.49	13,384.91		(393.66	)	—	—	1.636999	Monthly	146.62	596.21	20090910	20440101
429827AQ1	HEF_04-1 ABS 04-1 A15 144A		246,000	279,935.7	300,000.00	252,462.59	27,473.11		69.54		—	—	1.624	Monthly	12.53	1,043.01	20090910	20440101
437076BG6	HOME DEPOT INC SENIOR CORP BND		6,022,754.4	5,948,447.51	6,045,000.00	6,022,984.62	(74,537.11	)	(13,932.29	)	—	—	2.625	Jun-Dec	12,782.65	12,782.65	20150528	20220601
43812XAC9	HAROT_13-3 ABS 13-3 A3		2,570,505.36	2,571,539.94	2,570,922.86	2,570,803.6	736.34		61.82		—	—	0.77	Monthly	879.82	12,299.32	20130717	20170515
43813EAD8	HONDA AUTO RECEIVABLES OWNER T ABS 12-2		1,331,296.44	1,332,230.13	1,331,551.04	1,331,546.02	684.11		80.91		—	—	0.91	Monthly	538.55	7,105.41	20120418	20180515
43813JAD7	HAROT_14-1 SENIOR ABS_14-1 A4	1	2,019,621.09	2,025,031.67	2,025,000.00	2,020,355.53	4,676.14		90.16		—	—	1.04	Monthly	585.00	5,967	20150316	20200221
43814CAD1	HONDA AUTO RECEIVABLES OWNER T ABS 13-1		6,989,335.94	6,996,990.07	7,000,000.00	6,996,049.19	940.88		198.82		—	—	0.62	Monthly	1,205.56	21,700.02	20140327	20190321
43814EAC9	HAROT 2013-2 ABS 13-2 A3		1,831,242.4	1,831,048.28	1,831,414.56	1,831,369.33	(321.05	)	23.18		—	—	0.53	Monthly	404.44	8,540.25	20130417	20170216
43814GAC4	HAROT ABS_14-2-A3	1	868,368.75	868,737.93	870,000.00	869,050.46	(312.53	)	(261.14	)	—	—	0.77	Monthly	241.91	3,349.5	20140724	20180319
43814GAD2	HAROT_14-2 SENIOR ABS 14-2 A4	1	2,001,406.25	1,999,947.06	2,000,000.00	2,001,118.81	(1,171.75	)	(281.12	)	—	—	1.18	Monthly	852.22	11,800.02	20141028	20200518
438516BA3	HONEYWELL INTERNATIONAL INC CORP BND		1,126,518.6	1,114,960.26	1,020,000.00	1,125,954.26	(10,994	)	(5,588.79	)	—	—	4.25	Mar-Sep	14,450.00	1,445	20150616	20210301
438670Q20	HONOLULU HAWAII CITY & CNTY MUNITAX BND GO		1,500,000	1,506,135	1,500,000.00	1,500,000	6,135		—		—	—	1.259	May-Nov	3,147.50	9,442.5	20121026	20171101
438670QB0	HONOLULU HAWAII CITY & CNTY MUNI BND GO		724,262.5	705,081	650,000.00	704,121.4	959.6		(33,170.40	)	—	—	5	Jan-Jul	16,250.00	16,250	20140930	20240701
442435KD4	HOUSTON TEX MUNI BND REV		620,647.5	603,801	550,000.00	603,796.6	4.4		(8,816.51	)	—	—	5	May-Nov	3,513.89	13,750	20140930	20211115
44328MAL8	HSBC BANK PLC CORP BND 144A		3,123,450	3,066,213	3,000,000.00	3,038,687.44	27,525.56		—		—	—	3.1	May-Nov	9,558.33	46,500	20130624	20160524

44328MBT0	HSBC BANK PLC SENIOR CORP BND 144A		5,739,247.5	5,694,788.22	5,750,000.00	5,743,723.4	(48,935.18	)	(8,966.35	)	—	—	1.5	May-Nov	11,020.83	43,125	20130508	20180515
448814JB0	HYDRO-QUEBEC SENIOR CORP BND		1,020,280	1,013,830	1,000,000.00	1,011,595.82	2,234.18		(8,213.52	)	—	—	2	Jun-Dec	55.56	16,500.01	20140930	20160630
44890LAC8	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B A3		911,081.59	911,872.23	911,132.46	911,120.01	752.22		152.41		—	—	0.71	Monthly	287.51	4,330.62	20130619	20170915
44890RAC5	HART_14-A ABS 14-A A3		2,288,787.15	2,289,557.46	2,290,000.00	2,289,369.97	187.49		(1,245.02	)	—	—	0.79	Monthly	804.04	9,045.48	20140128	20180716
44890UAD6	HART_14-B ABS _14-B-A4		10,532,832.89	10,543,924.34	10,500,000.00	10,525,904.55	18,019.79		1,729.57		—	—	1.46	Monthly	6,813.33	76,649.94	20140507	20191115
44890WAC4	HART_15-A ABS 15-A A3		7,998,836	7,993,090.8	8,000,000.00	7,999,034.82	(5,944.02	)	270.72		—	—	1.05	Monthly	3,733.33	46,144	20150114	20190415
44890WAD2	HART_15-A ABS 15-A A4		5,679,985.23	5,659,195.75	5,680,000.00	5,679,974.79	(20,779.04	)	37.08		—	—	1.37	Monthly	3,458.49	34,584.9	20150114	20200715
44890YAD8	HART SENIOR ABS 15-B A3	1	3,999,963.6	3,990,865.16	4,000,000.00	3,999,964.68	(9,099.52	)	38.24		—	—	1.12	Monthly	1,991.11	8,586.66	20150415	20191115
44890YAE6	HART SENIOR ABS 15-B A4		2,604,421.17	2,590,077.18	2,605,000.00	2,604,449.62	(14,372.44	)	428.27		—	—	1.48	Monthly	1,713.51	7,389.51	20150415	20210615
44920UAC2	HYUNDAI CAPITAL SERVICES INC CORP BND 144A	1	2,982,210	3,095,640	3,000,000.00	2,996,185.86	99,454.14		405.19		—	—	4.375	Jan-Jul	56,145.83	65,625	20110120	20160727
44923QAB0	HYUNDAI CAPITAL AMERICA CORP BND 144A		1,991,020	2,087,673.5	2,000,000.00	1,996,607.58	91,065.92		196.13		—	—	4	Jun-Dec	5,111.11	40,000	20111201	20170608
449786AR3	ING BANK NV CORP BND 144A		2,019,147.75	2,030,238.68	2,025,000.00	2,024,532.13	5,706.55		172.70		—	—	2	Mar-Sep	10,800.00	27,050	20120918	20150925
44987CAB4	ING BANK NV SENIOR CORP BND 144A	1	3,529,556.1	3,530,823.18	3,535,000.00	3,530,071.63	751.55		194.14		—	—	1.8	Mar-Sep	18,558.75	18,558.75	20150310	20180316
452227FG1	ILLINOIS ST SALES TAX REV MUNITAX BND REV		4,100,000	4,141,574	4,100,000.00	4,100,000	41,574		—		—	—	1.56	Jun-Dec	2,842.67	31,980	20120510	20170615
454795DQ5	IN HLTH CLARIAN MUNI BND REV		405,442	397,057.95	365,000.00	397,203.16	(145.21	)	(4,269.19	)	—	—	5.25	May-Nov	3,193.75	9,581.25	20140930	20241101
454795DR3	IN HLTH CLARIAN MUNI BND REV		381,825.5	378,196	350,000.00	375,393.52	2,802.48		(8,521.09	)	—	—	5.25	May-Nov	3,062.50	9,187.5	20140930	20251101
45505UAH1	INDIANA ST FINANCE AUTHORITY MUNI BND REV		2,301,800	2,239,120	2,000,000.00	2,247,365.7	(8,245.7	)	(20,983.93	)	—	—	5	May-Nov	16,666.67	50,000	20140930	20181101
45506DCD5	INDIANA ST FINANCE AUTHORITY MUNI BND REV	1	2,909,805	2,877,063	2,550,000.00	2,878,445.55	(1,382.55	)	(2,089.26	)	—	—	5	Jan-Jul	63,750.00	63,750	20140930	20280701
456873AA6	INGERSOLL-RAND LUXEMBOURG FINA SENIOR CORP BND	1	1,502,730	1,479,600.68	1,500,000.00	1,502,416.6	(22,815.92	)	(40,495.24	)	—	—	2.625	May-Nov	6,562.50	36,312.5	20141024	20200501
45687AAL6	INGERSOLL-RAND GLOBAL HOLDING SENIOR CORP BND	1	2,989,816.8	3,003,582.27	2,964,000.00	2,984,238.15	19,344.12		(54,117.08	)	—	—	2.875	Jan-Jul	39,293.58	42,607.5	20140616	20190115
458140AH3	INTEL CORPORATION CORP BND		2,042,800	2,030,082	2,000,000.00	2,026,823.59	3,258.41		(13,716.20	)	—	—	1.95	Apr-Oct	9,750.00	25,837.5	20140930	20161001
458182DT6	INTER-AMERICAN DEV BANK CORP BND		2,050,000	2,051,803.94	2,050,000.00	2,050,000	1,803.94		—		—	—	0.31785	M-J-S-D	343.89	2,979.35	20130905	20180912
45818WAT3	INTER-AMERICAN DEV BANK CORP BND EMTN		5,000,000	5,011,399.85	5,000,000.00	5,000,000	11,399.85		69.37		—	—	0.2708	M-J-S-D	338.50	7,306.53	20140613	20180620
4581X0BV9	INTER AMERICAN DEV BK CORP BND		2,009,980	2,014,600.06	2,000,000.00	2,005,840.68	8,759.38		(1,283.41	)	—	—	1.125	Mar-Sep	6,625.00	18,562.5	20140404	20170315
459200HC8	INTERNATIONAL BUSINESS MACHINE CORP BND		3,818,688.55	3,845,817.98	3,830,000.00	3,826,940.29	18,877.69		1,040.24		—	—	1.25	Feb-Aug	19,282.98	26,090.28	20120201	20170206
459200HK0	INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND		1,149,710.1	1,150,743.04	1,155,000.00	1,152,200.07	(1,457.03	)	621.57		—	—	1.25	Feb-Aug	5,734.89	7,218.75	20130205	20180208
459200HZ7	INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND		1,545,272.5	1,539,374.61	1,550,000.00	1,545,894.07	(6,519.46	)	994.30		—	—	1.125	Feb-Aug	7,023.44	27,179.69	20150203	20180206
45950VCP9	INTERNATIONAL FINANCE CO CORP BND		670,884.48	672,215.04	672,000.00	671,486.96	728.08		115.61		—	—	0.625	May-Nov	536.67	2,100	20131105	20161115
46603BAB5	IVYH_14-9A MEZZANIN ABS_14-9A-B1 144A		3,938,672.8	3,925,988	4,000,000.00	3,944,930.48	(18,942.48	)	6,178.61		—	—	2.7251	J-A-J-O	21,800.80	54,496.28		20251018
46623EJU4	JPMORGAN CHASE & CO SENIOR CORP BND		4,144,978.5	4,158,549.42	4,150,000.00	4,148,889.69	9,659.73		(3,316.31	)	—	—	1.125	Feb-Aug	16,210.94	23,343.75	20130221	20160226
46623EKD0	JPMORGAN CHASE & CO SENIOR CORP BND MTN		2,507,025	2,490,617.55	2,500,000.00	2,506,796.29	(16,178.74	)	(1,106.20	)	—	—	1.7	Mar-Sep	14,048.61	3,895.83	20150522	20180301
466247E74	JPMMT CMO_06-A1 2A2		59,544.49	53,671.89	59,497.99	59,517.23	(5,845.34	)	163.21		—	—	#N/A	#N/A	135.86	824.25	#N/A	#N/A
46625HHX1	JPMORGAN CHASE & CO CORP BND	1	2,138,360	2,033,760	2,000,000.00	2,029,993.05	3,766.95		(1,487.36	)	—	—	3.45	Mar-Sep	23,000.00	45,925.73	20130308	20160301
46625HJA9	JPMORGAN CHASE & CO CORP BND	1	1,353,620	1,353,064.83	1,325,000.00	1,331,841.66	21,223.17		1,481.72		—	—	3.15	Jan-Jul	20,405.00	111,107.5	20120131	20160705

46625HJF8	JPMORGAN CHASE & CO SENIOR CORP BND		8,620,000	8,676,719.34	8,620,000.00	8,620,000	56,719.34		688.50		—	—	1.177	J-A-J-O	18,318.70	51,538.81	20130117	20180125
46625HJG6	JPMORGAN CHASE & CO CORP BND		7,239,770	7,250,953.01	7,250,000.00	7,247,273.31	3,679.7		(7,732.35	)	—	—	1.8	Jan-Jul	56,550.00	76,306.25	20141125	20180125
46625HJH4	JPMORGAN CHASE & CO SENIOR CORP BND	1	2,609,958	2,552,883.92	2,600,000.00	2,609,872.45	(56,988.53	)	(4,595.71	)	—	—	3.2	Jan-Jul	36,053.33	30,142.23	20150515	20230125
46625HJQ4	JPMORGAN CHASE & CO SUB CORP BND		3,187,500	3,180,000	3,000,000.00	3,179,193.46	806.54		362.52		—	—	6.75	Feb-Aug	84,375.01	101,250	20141211	20491231
46625HJR2	JPMORGAN CHASE & CO SENIOR CORP BND		1,016,200	1,001,755.14	1,000,000.00	1,014,646.02	(12,890.88	)	—		—	—	2.35	Jan-Jul	9,987.50	9,269.44	20150204	20190128
46625HJY7	JP MORGAN H&Q SUB CORP BND		3,148,383.75	3,107,401.84	3,165,000.00	3,149,499.26	(42,097.42	)	240.36		—	—	3.875	Mar-Sep	37,815.16	102,762.86	20140903	20240910
46625HKC3	JPMORGAN CHASE & CO SENIOR CORP BND		996,100	953,709.49	1,000,000.00	996,229.1	(42,519.61	)	592.29		—	—	3.125	Jan-Jul	13,715.28	10,329.86	20150225	20250123
46625HLW8	JPMORGAN CHASE & CO SENIOR CORP BND		998,280	1,001,905.59	1,000,000.00	998,287.06	3,618.53		(1,634.04	)	—	—	2.75	Jun-Dec	611.11	611.11	20150618	20200623
46630JAC3	JP MORGAN CHASE COMMERCIAL MOR CMBS 07-LDPX A3		7,730,069.58	7,364,782.8	7,039,084.43	7,426,226.11	(61,443.31	)	(255.20	)	—	—	5.42	Monthly	31,793.20	192,893.96		20490115
46639EAB7	JPMCC_12-LC9 PRELCF SENIOR CMBS_12-LC9-A2		1,131,500.78	1,134,938.05	1,130,000.00	1,131,016.02	3,922.03		(11,041.48	)	—	—	1.6769	Monthly	1,579.08	9,474.48	20141007	20471215
46640LAB8	JPMBB COMMERCIAL MORTGAGE SECU SENIOR CMBS_13-C14 A2		2,209,382.81	2,218,174.2	2,140,000.00	2,192,131.15	26,043.05		25.40		—	—	3.0193	Monthly	5,384.42	32,306.52	20140916	20460815
46641BAB9	JPMCC_13-C16 SENIOR CMBS 13-C16		4,500,916.02	4,487,490.42	4,325,000.00	4,468,011.1	19,479.32		(14,511.37	)	—	—	3.07	Monthly	11,064.79	66,388.74	20141030	20461215
46641KAA1	JPMCC_14-FBLU SENIOR CMBS 14-FBLU A 144A		5,004,687.5	4,999,000	5,000,000.00	5,003,429.73	(4,429.73	)	(281,068.98	)	—	—	1.136	Monthly	2,524.45	28,283.13		20281215
46641WAT4	JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A2		1,910,646.29	1,920,685.55	1,855,000.00	1,895,691.08	24,994.47		(21,640.66	)	—	—	3.0456	Monthly	4,707.99	28,247.94	20140429	20470415
46642CBE9	JPMCC_14-C20 SENIOR CMBS 14-C20-A2		7,209,986	7,224,979.79	7,000,000.00	7,165,967.27	59,012.52		(27,370.32	)	—	—	2.8716	Monthly	16,751.00	100,506	20140612	20470715
46642EAY2	JPMBB LCF SENIOR CMBS _14-C21-A5	1	2,133,984.38	2,073,919.98	2,000,000.00	2,130,039.12	(56,119.14	)	(10,768.88	)	—	—	3.7748	Monthly	6,291.33	22,019.65	20150311	20470815
46643ABB8	JPMBB_14-C23 SENIOR SENIOR CMBS _14-C23-A2		7,209,986	7,302,679.78	7,000,000.00	7,178,780.4	123,899.38		(54,011.75	)	—	—	3.1813	Monthly	18,557.58	111,345.48	20140917	20470915
46643DAE7	JPMMT_14-OAK4 WHOLE CMO 14-OAK4		2,673,892.56	2,658,906.88	2,639,252.37	2,668,929.48	(10,022.6	)	420.99		—	—	3.5	Monthly	7,697.82	52,876.52	20141007	20440925
46644FAB7	JPMBB_15-C28 SENIOR CMBS 15-C28 A2	1	3,089,994	3,064,050.06	3,000,000.00	3,086,534.07	(22,484.01	)	(3,354.56	)	—	—	2.7733	Monthly	6,933.25	15,715.37	20150402	20481015
46644RAZ8	JPMCCMSC_15-C29 SENIOR CMBS 15-C29	1	2,059,986	2,038,800	2,000,000.00	2,059,971.01	(21,171.01	)	(2,796.77	)	—	—	3.6108	Monthly	6,018.00	200.6	20150604	20480515
473240EC9	JEFFERSON CNTY MO SCH DIST NO MUNITAX BND GO	1	312,726	308,931	300,000.00	308,815.36	115.64		(655.85	)	—	—	3	Mar-Sep	3,000.00	4,500	20140930	20170301
476576HQ9	JERSEY CITY N J MUNITAX BND GO		2,225,000	2,235,591	2,225,000.00	2,225,000	10,591		(834.77	)	—	—	2.525	Mar-Sep	18,727.08	28,090.62	20141121	20190901
477879AC4	JDOT_13-B ABS_13-B A3		3,236,697.84	3,241,379.62	3,237,139.07	3,237,006.39	4,373.23		24.63		—	—	0.87	Monthly	1,251.69	18,156.1	20130827	20170815
47787UAD5	JDOT_15-A SENIOR ABS 15-A A3		2,029,840.93	2,036,232.08	2,030,000.00	2,029,854.59	6,377.49		137.64		—	—	1.32	Monthly	1,190.93	8,187.66	20150303	20190617
478111AA5	JOHNS HOPKINS HEALTH SYSTEM CO SENIOR CORP BND	1	244,815	250,022.75	250,000.00	245,862.8	4,159.95		(833.80	)	—	—	1.424	May-Nov	454.89	1,780	20140930	20180515
478115AC2	JOHNS HOPKINS UNIVERSITY CORP BND	1	1,750,000	1,751,345.75	1,750,000.00	1,750,000	1,345.75		(1,820.68	)	—	—	1.477	Jan-Jul	9,549.21	9,549.21	20150210	20180701
478160AW4	JOHNSON & JOHNSON CORP BND	1	122,861.25	129,811.39	125,000.00	123,816.21	5,995.18		84.15		—	—	2.95	Mar-Sep	1,229.17	1,843.75	20100812	20200901
478160BF0	JOHNSON & JOHNSON SENIOR CORP BND	1	1,498,185	1,500,238.2	1,500,000.00	1,499,137.76	1,100.44		(3,101.30	)	—	—	0.7	May-Nov	962.50	5,852.78	20131202	20161128
478160BL7	JOHNSON & JOHNSON SENIOR CORP BND		2,647,906.5	2,646,657.18	2,650,000.00	2,648,327.5	(1,670.32	)	536.50		—	—	1.125	May-Nov	3,312.50	14,906.25	20141118	20171121
48121CJN7	JPMORGAN CHS BNK CORP BND		3,254,790	3,129,420	3,000,000.00	3,142,732.4	(13,312.4	)	(867.95	)	—	—	5.875	Jun-Dec	8,812.50	126,312.5	20140930	20160613
48126EAA5	JPMORGAN CHASE & CO SENIOR CORP BND		3,517,855	3,533,567.66	3,500,000.00	3,512,101.15	21,466.51		(9,699.66	)	—	—	2	Feb-Aug	26,444.44	39,666.66	20120813	20170815
48127FAA1	JPMORGAN CHASE & CO CAPSEC CORP BND	1	7,439,250	7,321,875	7,500,000.00	7,440,604.25	(118,729.25	)	(84,676.52	)	—	—	5	Jan-Jul	187,500.00	187,499.98		20491231
48127HAA7	JPMORGAN CHASE & CO SENIOR CORP BND	1	2,394,912	2,370,887.69	2,400,000.00	2,395,582.69	(24,695	)	—		—	—	2.2	Apr-Oct	10,120.00	26,400	20141015	20191022
482485AC3	KKR_13-2A ABS 13-2A 144A	1	1,516,800	1,565,169.6	1,600,000.00	1,525,418.75	39,750.85		821.55		—	—	2.07725	J-A-J-O	6,370.23	16,584.11	20141016	20260123

48274LAD3	KVK CLO LTD 2014-1A ABS 14-1A C 144A		729,375	733,911	750,000.00	730,196.55	3,714.45		1,145.04		—	—	3.1739	F-M-A-N	3,107.78	6,922.61	20150313	20260515
48274MAD1	KVK_14-2A ABS 14-2A C 144A	1	476,250	494,087.5	500,000.00	477,395.04	16,692.46		241.67		—	—	3.2753	J-A-J-O	3,502.75	6,936.79	20150126	20260715
487836BF4	KELLOGG COMPANY CORP BND	1	253,590	252,852	250,000.00	252,332.23	519.77		(5,056.67	)	—	—	1.875	May-Nov	572.92	2,343.75	20140930	20161117
487836BH0	KELLOGG COMPANY SENIOR CORP BND	1	3,027,000	3,008,904.66	3,000,000.00	3,019,383.23	(10,478.57	)	17.03		—	—	1.75	May-Nov	6,416.66	26,250	20140930	20170517
491552ZL2	KY ST TPK AUTH ECONOMIC MUNI BND REV	1	2,344,460	2,321,300	2,000,000.00	2,318,064.79	3,235.21		(8,628.43	)	—	—	5	Jan-Jul	50,000.00	50,000	20140930	20280701
49327M2F0	KEY BANK NATIONAL ASSOCIATION SENIOR CORP BND	1	499,780	500,451.28	500,000.00	499,809.22	642.06		(5,623.86	)	—	—	2.5	Jun-Dec	555.56	6,250.01	20141118	20191215
494074AE7	KILIMANJARO RE LIMITED CORP BND 144A	1	29,453,000	29,192,905	29,500,000.00	29,452,856.31	(259,951.31	)	—		—	—	3.7875	J-A-J-O	282,431.77	425,445.07		20191125
494550AY2	KINDER MORGAN ENERGY PARTNERS CORP BND	1	1,100,800	1,084,496.99	1,000,000.00	1,097,926.37	(13,429.38	)	100.59		—	—	5.95	Feb-Aug	22,477.78	4,793.06	20150528	20180215
494550BM7	KINDER MORGAN ENERGY PARTNERS SENIOR CORP BND	1	994,820	936,896.74	1,000,000.00	995,021.18	(58,124.44	)	(10,100.50	)	—	—	3.45	Feb-Aug	13,033.34	11,883.34	20150224	20230215
49456BAD3	KINDER MORGAN HOLDCO LLC SENIOR CORP BND		2,582,053.1	2,570,549.69	2,585,000.00	2,582,624.84	(12,075.15	)	973.49		—	—	2	Jun-Dec	4,308.33	26,444.44	20141124	20171201
49456BAE1	KINDER MORGAN HOLDCO LLC SENIOR CORP BND		4,291,114	4,272,382.7	4,295,000.00	4,291,575.1	(19,192.4	)	3,296.14		—	—	3.05	Jun-Dec	10,916.47	106,419.6	20141124	20191201
496026KV6	KINGS LOC SCH DIST OHIO MUNITAX BND GO		1,250,394.5	1,256,277.75	1,165,000.00	1,235,513.76	20,763.99		(17,335.56	)	—	—	3.75	Jun-Dec	3,640.63	21,843.75	20140930	20181201
50048MAT7	KOMMUNALBANKEN AS SENIOR GOVT BND		1,096,205	1,100,362.97	1,100,000.00	1,098,277.74	2,085.23		376.20		—	—	1	Mar-Sep	2,902.78	5,500	20120919	20170926
50048MBM1	KOMMUNALBANKEN AS CORP BND 144A		398,900	400,948	400,000.00	399,487.47	1,460.53		1,351.06		—	—	0.75	May-Nov	333.33	1,500	20131113	20161121
500769FG4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND	1	6,859,842	6,897,792.14	6,900,000.00	6,879,230.87	18,561.27		6,907.44		—	—	0.875	Mar-Sep	19,454.17	30,187.5	20130529	20170905
500769GL2	KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND	1	11,478,535.26	11,484,185.33	11,492,000.00	11,480,177.61	4,007.72		3,081.58		—	—	1	Jan-Jul	51,075.57	51,686.68	20150317	20180126
500769GN8	KREDITANSTALT FUER WIEDERAUFBA CORP BND		798,760	799,912	800,000.00	799,010.99	901.01		463.54		—	—	0.5	Mar-Sep	1,233.33	2,275	20150303	20160915
500769GP3	KREDITANSTALT FUER WIEDERAUFBA CORP BND MTN		2,091,873	2,073,414.02	2,100,000.00	2,092,254.92	(18,840.9	)	(631.55	)	—	—	1.5	Apr-Oct	7,787.51	7,787.51	20150326	20200420
50076QAY2	KRAFT FOODS GROUP INC CORP BND		3,718,985.96	3,764,480.34	3,725,000.00	3,722,300.44	42,179.9		(2,825.18	)	—	—	2.25	Jun-Dec	6,053.13	41,906.25	20130116	20170605
50208XAA0	LMC_15-CRE1 SENIOR CMBS 15-CRE1 A 144A		4,000,000	3,984,012	4,000,000.00	4,000,000	(15,988	)	—		—	—	1.937	Monthly	1,937.00	30,716.77	20150128	20320222
502413BC0	L-3 COMMUNICATIONS CORP SENIOR CORP BND		4,369,600.73	4,331,265.78	4,385,000.00	4,372,977.57	(41,711.79	)	135.71		—	—	1.5	May-Nov	6,029.38	32,407.71	20150105	20170528
502413BD8	L-3 COMMUNICATIONS CORP SENIOR CORP BND		750,033.99	734,645.37	761,000.00	750,153.12	(15,507.75	)	343.31		—	—	3.95	May-Nov	2,755.45	3,339.94	20150518	20240528
502441AA6	LVMH MOET HENNESSY LOUIS VUITT SENIOR CORP BND 144A		3,041,246.5	3,064,134.92	3,050,000.00	3,046,419.92	17,715		2,047.41		—	—	1.625	Jun-Dec	275.34	24,781.26	20120626	20170629
50540RAR3	LABORATORY CORP OF AMER HLDGS SENIOR CORP BND		2,147,592	2,126,740.59	2,150,000.00	2,147,781.7	(21,041.11	)	57.27		—	—	2.625	Feb-Aug	23,672.40	23,672.4	20150121	20200201
52109RBM2	LBUBS CMBS 07-C7		10,984,087	10,518,614.08	9,722,083.66	10,534,401.89	(15,787.81	)	(61,907.52	)	—	—	5.866	Monthly	31,683.20	285,828.65		20450915
52206AAB6	LEASEPLAN CORPORATION NV CORP BND 144A		4,981,330.69	5,007,581.7	5,000,000.00	4,986,269.63	21,312.07		1,098.84		—	—	2.5	May-Nov	15,625.00	62,500	20140602	20180516
52349HAM5	LEE CNTY FLA HSG FIN AUTH SING MUNITAX BND REV		150,543	150,561	150,000.00	150,000	561		(8,093.30	)	—	—	7.02	Jun-Dec	877.50	6,142.5	20140930	20171201
52349HAN3	LEE CNTY FLA HSG FIN AUTH SING MUNITAX BND REV	1	200,552	200,588	200,000.00	200,000	588		229.25		—	—	7.27	Jun-Dec	1,211.67	7,270	20140930	20211201
532457BF4	ELI LILLY AND COMPANY SENIOR CORP BND	1	996,180	1,002,542.88	1,000,000.00	996,803.85	5,739.03		663.45		—	—	1.95	Mar-Sep	5,741.67	9,750	20140930	20190315
532457BK3	ELI LILLY AND COMPANY SENIOR CORP BND	1	719,366.4	717,656.72	720,000.00	719,433.09	(1,776.37	)	357.64		—	—	1.25	Mar-Sep	2,900.00	5,393.75	20150224	20180301
539830AX7	LOCKHEED MARTIN CORPORATION CORP BND		1,022,350	1,014,788	1,000,000.00	1,013,817.68	970.32		(341.09	)	—	—	2.125	Mar-Sep	6,256.94	10,625	20140930	20160915
539830BE8	LOCKHEED MARTIN CORPORATION SENIOR CORP BND		774,387.75	742,400.48	775,000.00	774,412.04	(32,011.56	)	(786.32	)	—	—	2.9	Mar-Sep	8,178.41	7,179.52	20150303	20250301
54008PAA1	LWCLO_14-1A ABS _14-1A-A1 144A		498,500	498,760	500,000.00	498,741.67	18.33		1,691.82		—	—	1.60285	J-A-J-O	4,229.74	3,936.86	20141230	20240125
542799AC5	LONGPOINT RE III LTD CORP BND 144A		1,750,000	1,741,162.5	1,750,000.00	1,750,000	(8,837.5	)	—		—	—	3.75	F-M-A-N	8,567.71	8,567.71	20150507	20210524

546398PF9	LOUISIANA PUB FACS AUTH REV MUNI BND REV		1,443,685.5	1,424,448.45	1,395,000.00	1,423,117.61	1,330.84		(16,875.67	)	—	—	5	Jan-Jul	34,875.00	34,875	20140930	20180701
546415S50	LOUISIANA STATE OF MUNITAX BND GO	2	4,779,355	4,814,837.5	4,750,000.00	4,776,272.73	38,564.77		608.51		—	—	1.5	Feb-Aug	29,687.50	22,166.67	20150304	20180201
54910DAA5	LSTRZ_15-6 WHOLE CMO 15-6 A 144A	1	975,932.98	968,024.98	985,568.09	976,212.88	(8,187.9	)	(16,247.44	)	—	—	2.184	Monthly	1,793.73	2,401.01	20150520	20200501
55274QAD7	MASTR_06-2 RMBS_06-2-1A4	1	744,847.11	733,107.36	771,894.28	744,847.11	(11,739.75	)	794.34		—	—	6	Monthly	3,859.47	24,057.25	20140930	20360625
55279EAE7	MCFCL_13-1A MEZZANIN ABS_13-1A C 144A		249,750	248,508.75	250,000.00	249,756.91	(1,248.16	)	—		—	—	3.8251	J-A-J-O	1,912.55	1,062.53	20150519	20230420
55279HAF7	MANUFACTURERS AND TRADERS TRUS SENIOR CORP BND		7,797,036	7,778,070.23	7,800,000.00	7,797,945.31	(19,875.08	)	(1,414.90	)	—	—	1.4	Jan-Jul	47,320.01	54,600	20140722	20170725
553794AA6	UNIONBANCAL CORPORATION SENIOR CORP BND		714,520.95	710,118.36	715,000.00	714,581.85	(4,463.49	)	39.45		—	—	1.625	Feb-Aug	4,550.68	4,550.68	20150205	20180209
55608PAA2	MACQUARIE BANK LTD CORP BND 144A	1	5,996,040	6,315,226.62	6,000,000.00	5,998,589.66	316,636.96		108.54		—	—	5	Feb-Aug	107,500.00	150,000	20120214	20170222
56040PAT5	MAINE EDL LN AUTH MUNI BND REV	1	2,551,495.1	2,524,564.7	2,290,000.00	2,506,467.31	18,097.39		(0.19	)	—	—	5.5	Jun-Dec	10,495.84	65,371.32	20140930	20181201
560427KM7	MAINE HEALTH & HIGHER EDL FACS MUNI BND REV	1	175,719.25	175,724.5	175,000.00	174,999.81	724.69		(19,057.75	)	—	—	5.25	Jan-Jul	4,593.75	4,593.75	20140930	20210701
562013AA0	MANATEE RE LTD CORP BND 144A		680,000	670,316.8	680,000.00	680,000	(9,683.2	)	—		—	—	5.015209	M-J-S-D	189.46	9,094.24	20150323	20171222
563469TU9	MANITOBA PROVINCE OF CORP BND		10,161,200	10,080,208.6	10,000,000.00	10,074,975.34	5,233.26		(168.84	)	—	—	1.3	Apr-Oct	31,777.78	65,000	20130606	20170403
56577AAC6	MCLO_14-7A ABS _14-7A-A2 144A		3,976,000	4,034,360	4,000,000.00	3,978,041.99	56,318.01		2,952.68		—	—	2.929	J-A-J-O	20,828.44	58,505.73		20251028
570850KA4	MARLBORO TWP N J BRD ED MUNITAX BND GO	1	1,492,545	1,504,200	1,500,000.00	1,493,998.07	10,201.93		(11,718.59	)	—	—	1.526	Jan-Jul	10,554.83	11,445	20140930	20180715
574192L81	MARYLAND ST MUNI BND GO	1	1,096,404.5	1,062,062	950,000.00	1,067,714.63	(5,652.63	)	(5,174.26	)	—	—	5	Jan-Jul	21,902.78	23,750	20140930	20230715
575718AC5	MA INSTITUTE OF TECH CORP BND	1	1,018,330	1,012,232	1,000,000.00	1,015,728.6	(3,496.6	)	(2,046.22	)	—	—	2.051	Jan-Jul	10,255.00	10,255	20141021	20190701
57586NWY3	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND REV	1	1,700,000	1,696,141	1,700,000.00	1,700,000	(3,859	)	(4,023.06	)	—	—	1.85	Jun-Dec	2,620.83	8,299.31	20150318	20180601
57587ABR8	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND REV		497,465	504,465	500,000.00	497,820.62	6,644.38		(322.28	)	—	—	2.608	Jun-Dec	1,086.67	6,520	20140930	20191201
576049CK4	MASSACHUSETTS ST WTR RES AUTH MUNI BND REV		2,481,766.7	2,392,990.15	2,185,000.00	2,438,355.39	(45,365.24	)	(9,993.86	)	—	—	6.5	Jan-Jul	65,489.31	71,012.5	20140930	20190715
57772KAC5	MAXIM INTEG PROD INC SENIOR CORP BND	1	502,925	501,691.36	500,000.00	502,417.33	(725.97	)	871.22		—	—	2.5	May-Nov	1,597.22	6,250	20140930	20181115
585055BA3	MEDTRONIC INC SENIOR CORP BND	1	3,444,825	3,422,313.29	3,450,000.00	3,447,117.02	(24,803.73	)	639.75		—	—	1.375	Apr-Oct	11,859.39	23,718.75	20130319	20180401
585055BB1	MEDTRONIC INC SENIOR CORP BND	1	3,246,652.5	3,233,332.18	3,250,000.00	3,248,139.56	(14,807.38	)	431.44		—	—	0.875	Feb-Aug	9,795.14	15,099.83	20140220	20170227
585055BK1	MEDTRONIC INC SENIOR CORP BND 144A	1	7,096,112.5	7,072,897.81	7,100,000.00	7,096,980.57	(24,082.76	)	(37,523.13	)	—	—	1.5	Mar-Sep	31,358.34	56,951.04		20180315
585055BM7	MEDTRONIC INC SENIOR CORP BND 144A		778,702.5	747,882.1	750,000.00	777,916.18	(30,034.08	)	121.97		—	—	3.5	Mar-Sep	7,729.17	8,385.42	20150303	20250315
58768EAF6	MBALT_14-A ABS _14-A-A4	1	7,999,290.4	8,004,080.24	8,000,000.00	7,999,637.85	4,442.39		235.58		—	—	0.9	Monthly	3,200.00	36,000	20140401	20191216
58768LAB9	MBALT_15-A ABS 2015-A A2A	1	4,409,822.98	4,412,513.66	4,410,000.00	4,409,840.68	2,672.98		819.79		—	—	0.78	Monthly	1,528.80	15,956.85	20150107	20170215
58768WAC3	MBART_13-1 ABS 13-1	1	1,812,248.81	1,814,580.88	1,812,315.49	1,812,288.55	2,292.33		62.85		—	—	0.78	Monthly	628.27	9,062.02	20130723	20170815
58933YAG0	MERCK & CO INC SENIOR CORP BND	1	4,988,093.45	4,988,852.67	5,005,000.00	4,993,730.82	(4,878.15	)	(4,825.86	)	—	—	1.3	May-Nov	7,771.66	40,289.17	20130515	20180518
58933YAS4	MERCK & CO INC SENIOR CORP BND	1	1,592,567.45	1,579,061.44	1,595,000.00	1,592,701.92	(13,640.48	)	48.77		—	—	1.85	Feb-Aug	11,557.11	10,531.64	20150205	20200210
59012UAA3	MERNA REINSURANCE LTD CORP BND 144A	1	4,750,000	4,724,160	4,750,000.00	4,750,000	(25,840	)	(317,310.07	)	—	—	2.025349	M-J-S-D	267.23	30,734.4	20150316	20180409
59022CCS0	MERRILL LYNCH & CO. INC. CORP BND		1,943,287.5	1,869,762.42	1,750,000.00	1,876,244.09	(6,481.67	)	(13,189.88	)	—	—	5.7	May-Nov	16,347.92	56,564.58	20140626	20170502
59261EAE9	METROPOLITAN TRANS AUTH N Y MUNITAX BND REV	2	16,629,940	16,817,442.2	16,645,000.00	16,632,263.81	185,178.39		(33,371.56	)	—	—	1.848	Jan-Jul	153,799.80	153,799.8	20140923	20190701
59334DHN7	MIAMI DADE CNTY FLA MUNI BND REV	1	1,146,570	1,125,930	1,000,000.00	1,135,825.04	(9,895.04	)	(10,479.62	)	—	—	5	Apr-Oct	12,500.00	25,000	20140930	20281001
5946103D7	MICHIGAN STATE OF MUNI BND GO		2,308,400	2,256,220	2,000,000.00	2,252,917.71	3,302.29		(33,094.88	)	—	—	5.25	May-Nov	17,500.00	52,500	20140930	20221101

5946106P7	MICHIGAN STATE OF MUNI BND GO	1	1,652,295	1,624,410	1,500,000.00	1,645,551.53	(21,141.53	)	(994.24	)	—	—	3.99	May-Nov	9,975.00	12,524.17	20150414	20191101
5946142G3	MICHIGAN ST BLDG AUTH MUNI BND REV		3,419,970	3,305,340	3,000,000.00	3,317,090.1	(11,750.1	)	(6,389.45	)	—	—	5.5	Apr-Oct	34,833.33	82,500	20140930	20171015
594918AS3	MICROSOFT CORP SENIOR CORP BND		2,093,680.15	2,077,879.83	2,095,000.00	2,094,243.25	(16,363.42	)	391.33		—	—	1	May-Nov	3,491.67	10,475	20130425	20180501
594918AV6	MICROSOFT CORP SENIOR CORP BND	1	646,249.5	653,909.81	650,000.00	647,391.18	6,518.63		15.00		—	—	1.625	Jun-Dec	733.51	5,281.25	20131203	20181206
594918BA1	MICROSOFT CORP SENIOR CORP BND	1	2,099,307	2,056,241.15	2,100,000.00	2,099,348.29	(43,107.14	)	(720.72	)	—	—	2.375	Feb-Aug	19,257.29	15,932.29	20150303	20220212
595620AJ4	MIDAMERICAN ENERGY CO SECURED CORP BND	1	839,529.6	849,962.64	840,000.00	839,674.78	10,287.86		79.87		—	—	2.4	Mar-Sep	5,936.00	10,080	20130912	20190315
602245ZF2	MILWAUKEE CNTY WIS ARPT REV MUNITAX BND GO		2,044,940	2,049,960	2,000,000.00	2,037,068.01	12,891.99		(8,205.19	)	—	—	2.126	Jun-Dec	3,543.33	21,260	20140930	20181201
605417BX1	MISS PWR CO SENIOR CORP BND		511,665	509,016.5	500,000.00	507,399.81	1,616.69		109.45		—	—	2.35	Apr-Oct	2,480.56	5,875	20140930	20161015
60636YGX3	MISSOURI ST HSG DEV COMMN MUNITAX BND REV		351,792	352,142	350,000.00	351,309.55	832.45		(393.65	)	—	—	1.45	Jan-Jul	2,537.50	2,537.5	20140930	20170701
60636YGY1	MISSOURI ST HSG DEV COMMN MUNITAX BND REV		552,601.5	551,210	550,000.00	552,014.5	(804.5	)	(3,674.95	)	—	—	1.7	Jan-Jul	4,675.00	4,675	20140930	20180101
60687VAE5	MLCFC CMBS_06-3 A4		5,705,378.5	5,499,403.07	5,333,323.47	5,519,813.02	(20,409.95	)	(25,199.36	)	—	—	5.414	Monthly	24,062.17	145,645.83	20140813	20460712
60687VAF2	MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A		2,460,898.76	2,391,162.59	2,298,730.53	2,396,596.26	(5,433.67	)	(93,656.75	)	—	—	5.409	Monthly	10,361.52	65,050.71		20460712
61166WAT8	MONSANTO COMPANY SENIOR CORP BND		2,994,450	2,929,874.04	3,000,000.00	2,995,195.14	(65,321.1	)	(23,361.80	)	—	—	2.75	Jan-Jul	38,041.67	41,250	20140626	20210715
61166WAW1	MONSANTO COMPANY SENIOR CORP BND		1,493,910	1,372,319.52	1,500,000.00	1,494,027.87	(121,708.35	)	12.46		—	—	2.85	Apr-Oct	9,618.75	13,418.75	20150407	20250415
6174467N3	MORGAN STANLEY CORP BND		2,400,983.75	2,379,085	2,375,000.00	2,375,374.42	3,710.58		(22,822.16	)	—	—	4	Jan-Jul	41,430.56	47,500		20150724
6174467U7	MORGAN STANLEY SENIOR CORP BND		2,997,870	3,016,375.35	3,000,000.00	2,998,772.43	17,602.92		(10,768.12	)	—	—	2.125	Apr-Oct	11,687.50	31,875	20130422	20180425
6174467X1	MORGAN STANLEY SUB CORP BND		7,593,470	7,308,975.8	7,000,000.00	7,563,893.55	(254,917.75	)	(141.47	)	—	—	5	May-Nov	35,972.23	146,666.67	20140627	20251124
6174468B8	MORGAN STANLEY SENIOR CORP BND		989,237.7	994,089.56	990,000.00	989,250.91	4,838.65		(686.13	)	—	—	2.2	Jun-Dec	1,391.50	1,391.5	20150603	20181207
61745MVW0	MSM_04-1 MSM_04-1		183,595.22	183,519.98	179,571.03	182,679.68	840.3		(3,868.67	)	—	—	5	Monthly	748.21	5,094.34	20140930	20181125
61746REV9	MSAC ABS 04-H1		941,018.19	905,974.39	939,550.15	940,427.36	(34,452.97	)	—		—	—	0.927	Monthly	145.16	4,323.65	20060323	20340125
617474AA9	MORGAN STANLEY CORP BND X		2,400,000	2,376,000	2,400,000.00	2,400,000	(24,000	)	—		—	—	5.55	Jan-Jul	37,740.00	37,740	20150312
61747WAL3	MORGAN STANLEY CORP BND	1	2,254,140	2,260,531.47	2,000,000.00	2,253,623.39	6,908.08		(550.08	)	—	—	5.5	Jan-Jul	46,750.00	1,527.77	20150623	20210728
61747YDT9	MORGAN STANLEY SENIOR CORP BND		2,192,640	2,108,878.32	2,000,000.00	2,083,399.99	25,478.33		283.78		—	—	4.75	Mar-Sep	26,125.00	47,500	20130213	20170322
61747YDU6	MORGAN STANLEY SUB CORP BND MTN		775,695	753,282.74	750,000.00	775,036.43	(21,753.69	)	(22.44	)	—	—	4.1	May-Nov	3,331.25	7,687.5	20150326	20230522
61747YDW2	MORGAN STANLEY SENIOR CORP BND		7,924,806	7,883,593.28	7,900,000.00	7,923,379.35	(39,786.07	)	(90,769.36	)	—	—	2.65	Jan-Jul	89,555.27	77,961.52	20150122	20200127
6174824M3	MORGAN STANLEY SUB CORP BND		5,929,440	5,826,579.72	5,500,000.00	5,890,597.1	(64,017.38	)	118.66		—	—	4.875	May-Nov	44,687.50	134,062.5	20140819	20221101
61751NAF9	MSC_07-HQ11 CMBS 07-HQ11 A4		5,796,591.61	5,540,002.81	5,277,500.00	5,562,145.51	(22,142.7	)	(88,804.50	)	—	—	5.447	Monthly	23,955.46	143,732.76	20140528	20440212
61751XAE0	MSC CMBS 07-T25 A3		5,738,244.28	5,462,781.88	5,211,931.41	5,473,747.39	(10,965.51	)	(127,536.06	)	—	—	5.514	Monthly	23,948.82	144,200.94	20140522	20491112
61754JAF5	MORGAN STANLEY CAPITAL I CMBS 07-T27 A4		4,231,429.53	4,024,232.52	3,764,800.19	3,972,084.46	52,148.06		(198,913.81	)	—	—	5.64904	Monthly	18,279.17	108,271.95	20140411	20420611
61759LAA6	MSRR CMBS_10-GG10 A4A 144A		5,574,875.87	5,494,672.88	5,189,136.53	5,487,227.66	7,445.22		(1,719.78	)	—	—	5.794629	Monthly	25,896.20	146,461.52	20150106	20450815
61761JB32	MORGAN STANLEY SENIOR CORP BND	1	5,048,934	5,073,993.25	5,055,000.00	5,048,980.65	25,012.6		(11,158.34	)	—	—	2.8	Jun-Dec	5,897.49	5,897.49	20150611	20200616
61761JQK8	MORGAN STANLEY CAPSEC CORP BND	1	7,295,765	7,195,625	7,250,000.00	7,288,611.3	(92,986.3	)	1,403.60		—	—	5.45	Jan-Jul	182,196.53	217,886.47	20140715	20491229
61761JVM8	MORGAN STANLEY SENIOR CORP BND	1	4,859,745.8	4,868,612.99	4,865,000.00	4,860,730.57	7,882.42		(913.20	)	—	—	1.875	Jan-Jul	52,197.40	45,609.38	20141202	20180105
61761JVN6	MORGAN STANLEY SENIOR CORP BND	1	4,183,000	4,186,764.24	4,183,000.00	4,183,000	3,764.24		348.71		—	—	1.01075	J-A-J-O	10,100.14	20,646.56	20141202	20180105

61762TAB2	MORGAN STANLEY BAML TRUST MSBA SUB CMBS 13-C11 A2	1	8,656,964.85	8,603,447.83	8,300,000.00	8,589,107.77	14,340.06		(5,313.52	)	—	—	3.085	Monthly	21,337.93	128,027.58	20141105	20460815
61763MAB6	MSBAM_14-C16 SENIOR CMBS_14-C16 A2		1,905,424.71	1,901,170.98	1,850,000.00	1,893,680.64	7,490.34		(41,084.82	)	—	—	2.849	Monthly	4,392.21	26,353.26	20140605	20470615
61763UAV4	MSBAM_14-C17 SUPSEN SENIOR CMBS 14-C17-A2		4,067,425.78	4,044,417.12	3,900,000.00	4,048,271.92	(3,854.8	)	(16,123.50	)	—	—	3.119	Monthly	10,136.75	60,820.5	20141029	20470815
61764PBR2	MSBAM_14-C19 PRELCF SENIOR CMBS_14-C19-A2		6,063,823.92	6,080,109.12	5,866,000.00	6,044,501.36	35,607.76		(14,438.88	)	—	—	3.101	Monthly	15,158.72	83,285.98	20141209	20471215
61764RBF4	MSBAM_15-C20 SENIOR CMBS 15-C20 A4	1	5,149,631	4,953,049.85	5,000,000.00	5,143,798.35	(190,748.5	)	(2,221.45	)	—	—	3.249	Monthly	13,537.50	68,590	20150123	20480215
61974QAC0	MTL6_15 LCF SEN CMBS 15 MT6 A2A2 144A	1	1,500,000	1,494,555	1,500,000.00	1,500,000	(5,445	)	(3.33	)	—	—	2.605007	Monthly	3,256.26	10,637.12	20150226	20300205
62405QAJ2	MHAWK_13-1A ABS_13-1A C	1	1,203,125	1,216,818.75	1,250,000.00	1,206,077.68	10,741.07		—		—	—	2.9951	J-A-J-O	7,487.75	13,895.71	20150211	20240120
628530AL1	MYLAN INC/PA CORP BND 144A		3,206,500	2,880,625	2,750,000.00	2,864,753.48	15,871.52		(14,872.73	)	—	—	7.875	Jan-Jul	99,859.38	115,156.25		20200715
62888UAA8	NGN_10-R2 AGENCY CMO_10-R2 1A		887,652.52	889,333.73	887,652.52	887,652.52	1,681.21		1.42		—	—	0.57016	Monthly	323.34	2,814.22	20101110	20171106
62888VAB4	NCUA GUARANTEED NOTES AGENCY CMO_10-R1 2A		71,805.95	72,068.22	71,812.42	71,810.39	257.83		(40.85	)	—	—	1.84	Monthly	99.11	898.71	20101018	20201007
62888XAC8	NCUA CMBS_10-C1 A-PT		3,567,420.54	3,646,890.78	3,574,506.94	3,572,995.04	73,895.74		557.57		—	—	2.65	Monthly	1,052.50	50,767.95		20201029
62888YAA0	NGN_11-R1 CMO_11-R1 IA		1,109,563.14	1,114,676.36	1,109,135.12	1,109,373.78	5,302.58		(352.59	)	—	—	0.65301	Monthly	523.08	3,851.16		20200108
62889AAA1	NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A		1,098,852.66	1,100,061.4	1,098,852.66	1,098,852.66	1,208.74		13.87		—	—	0.533	Monthly	367.52	2,981.31	20101210	20201207
62889EAA3	NGN_11-R3 NGN_11-R3 1A		5,556,742.29	5,540,432.12	5,549,588.94	5,554,445.97	(14,013.85	)	(14,246.20	)	—	—	0.5854	Monthly	1,788.66	16,582.61		20200311
62889FAA0	NGN_11-R4 CMO_11R4-1A		673,733.37	675,002.68	673,733.37	673,733.37	1,269.31		—		—	—	0.5605	Monthly	281.35	2,258.14	20110325	20200306
62889GAA8	NCUA GUARANTEED NOTES CMO 11-R5 1A	1	455,068.38	455,209.45	455,068.38	455,068.38	141.07		(26.67	)	—	—	0.5605	Monthly	155.05	1,630.72	20110408	20200406
62889JAA2	NCUA GUARANTEED NOTES CMO_11-R6 1A		97,854.67	97,890	97,854.67	97,854.67	35.33		(477.38	)	—	—	0.565	Monthly	36.29	489.16	20110427	20200507
62944BAL8	BANK NEDERLANDSE GEMEENTEN SENIOR CORP BND 144A	1	3,973,040	4,019,400.04	4,000,000.00	3,981,236.84	38,163.2		3,336.57		—	—	1.375	Mar-Sep	15,583.33	27,500	20140408	20180319
62951MAY6	NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO 04-R3 A1 144A		635,551.18	643,799.77	629,063.95	634,511.99	9,287.78		1,610.82		—	—	6.5	Monthly	3,407.43	19,607.59	20071003	20350225
62983QAD5	NAKAMA RE LTD UNSEC CORP BND 144A		1,000,000	1,001,530	1,000,000.00	1,000,000	1,530		—		—	—	2.125	J-A-J-O	5,371.53	10,686.18	20141212	20190116
62983QAE3	NAKAMA RE LTD UNSEC CORP BND 144A		1,250,000	1,259,112.5	1,250,000.00	1,250,000	9,112.5		—		—	—	2.875011	J-A-J-O	9,084.24	18,068.65	20141212	20200116
63254AAB4	NATIONAL AUSTRALIA BANK LIMITE CORP BND MTN		6,201,540	6,156,129.48	6,000,000.00	6,179,230.9	(23,101.42	)	(529.36	)	—	—	2.75	Mar-Sep	51,333.33	35,291.67	20150409	20170309
6325C0CU3	NATIONAL AUSTRALIA BANK LTD SENIOR CORP BND 144A	1	1,999,700	2,002,065.12	2,000,000.00	1,999,827.46	2,237.66		21.97		—	—	1.25	Mar-Sep	7,222.22	12,500	20140311	20170317
63307AAA3	NATIONAL BK OF CANADA SENIOR CORP BND MTN	1	3,166,513	3,149,003.38	3,170,000.00	3,168,329.11	(19,325.73	)	—		—	—	1.45	May-Nov	6,894.75	22,982.5	20121102	20171107
63307EAB3	NATIONAL BK OF CANADA CORP BND 144A		1,025,660	1,017,969.97	1,000,000.00	1,016,312.04	1,657.93		(2,743.00	)	—	—	2.2	Apr-Oct	4,400.00	11,000	20140930	20161019
637432MN2	NATIONAL RURAL UTILITIES COOP CORP BND		1,031,830	1,016,260	1,000,000.00	1,015,031.51	1,228.49		754.51		—	—	3.05	Mar-Sep	10,166.67	15,250	20140930	20160301
637432MX0	NATIONAL RURAL UTILITIES COOP SENIOR CORP BND		2,933,737.95	2,942,064.1	2,935,000.00	2,934,084.93	7,979.17		340.16		—	—	2.15	Feb-Aug	26,292.71	31,551.25	20140121	20190201
637432NB7	NATIONAL RURAL UTILITIES COOP SECURED CORP BND		998,640	1,001,690.14	1,000,000.00	998,805.23	2,884.91		(902.48	)	—	—	2.3	May-Nov	2,938.89	11,500	20141104	20191115
637432NC5	NATIONAL RURAL UTILITIES COOP SECURED CORP BND		1,995,840	1,969,095.16	2,000,000.00	1,996,180.16	(27,085	)	13.34		—	—	2	Jan-Jul	17,111.11	17,111.11	20150120	20200127
63743HEG3	NATIONAL RURAL UTILITIES COOP SENIOR CORP BND MTN		6,000,000	6,002,710.5	6,000,000.00	6,000,000	2,710.5		—		—	—	0.5335	F-M-A-N	2,934.25	15,377.02	20140602	20160527
63902HAA7	THE NATURE CONSESRVANCY MUNI BND REV		3,437,400	3,358,590	3,000,000.00	3,372,309.66	(13,719.66	)	(3,615.57	)	—	—	6.3	Jan-Jul	94,500.00	94,500	20140930	20190701
63939EAB9	NAVSL_15-AA SENIOR ABS 15-AA A2A 144A		329,878.46	329,072.71	330,000.00	329,887.09	(814.38	)	0.93		—	—	2.65	Monthly	388.67	3,838.09	20150113	20281215
63946CAB4	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP BND 144A		6,760,694.5	6,780,644.67	6,750,000.00	6,756,884.72	23,759.95		(14,972.82	)	—	—	0.9603	J-A-J-O	13,864.34	32,101.6	20130320	20180415
64127WAJ2	NETWORK RAIL INFRA FIN UNSECURED CORP BND 144A		3,470,915	3,487,225.07	3,500,000.00	3,480,370.33	6,854.74		6,036.99		—	—	0.75	Apr-Oct	6,416.67	13,125	20140520	20171003

64128QAE5	NEUB_14-18A MEZZANIN ABS 14-18A 144A		500,000	500,919	500,000.00	500,000	919		3,202.06		—	—	3.425	F-M-A-N	2,283.33	4,350.84	20150326	20251114
641423BM9	NEVADA POWER COMPANY SECURED CORP BND	1	950,936.4	891,242.08	860,000.00	889,788.99	1,453.09		163.17		—	—	5.95	Mar-Sep	15,066.72	25,585	20140108	20160315
644682D29	NEW HAMPSHIRE ST MUNITAX BND GO		2,580,441	2,550,666.5	2,350,000.00	2,550,598.28	68.22		(2,665.42	)	—	—	4.375	Mar-Sep	34,270.83	41,696.18	20150202	20180301
645771XB7	NEW JERSEY BLDG AUTH MUNITAX BND REV		690,125.2	689,962	680,000.00	688,135.03	1,826.97		(678.30	)	—	—	2.303	Jun-Dec	696.02	7,830.2	20140930	20180615
645918S53	NJ ST EDA PENSION MUNITAX BND REV	1	1,985,660	1,944,240	2,000,000.00	1,989,283.67	(45,043.67	)	(28,776.71	)	—	—	1.651	Mar-Sep	11,006.67	16,510	20140930	20170901
646136K83	NEW JERSEY ST TRANSN TR FD AUT MUNITAX BND REV		5,050,000	4,971,775.3	5,050,000.00	5,050,000	(78,224.7	)	—		—	—	1.758	Jun-Dec	3,945.73	44,389.5	20130417	20181215
64966F5S9	NEW YORK NY MUNI BND GO		20,092.4	20,092.2	20,000.00	20,009.71	82.49		(43,286.91	)	—	—	5.75	Feb-Aug	479.17	670.04	20140930	20160801
64966KEB5	NEW YORK NY MUNI BND GO		5,804,500	5,703,000	5,000,000.00	5,739,651.61	(36,651.61	)	(21,408.22	)	—	—	5	Feb-Aug	104,166.67	125,000	20140930	20280801
64972FYE0	NEW YORK NY CITY MUN WTR FIN MUNI BND REV		2,323,000	2,246,980	2,000,000.00	2,258,298.65	(11,318.65	)	(69,160.79	)	—	—	5.25	Jun-Dec	4,666.67	52,500	20140930	20230615
64972HKE1	NEW YORK NY CITY TRANSITIONAL MUNI BND REV	1	1,144,760	1,119,450	1,000,000.00	1,116,495.12	2,954.88		(12,198.28	)	—	—	5	Jan-Jul	23,055.56	25,000	20140930	20190715
64972HKH4	NEW YORK NY CITY TRANSITIONAL MUNI BND REV	1	3,442,770	3,368,820	3,000,000.00	3,356,533.98	12,286.02		1,631.83		—	—	5.25	Jan-Jul	72,625.00	78,750	20140930	20220715
649791CH1	NEW YORK ST MUNITAX BND GO		811,747.5	805,492.5	750,000.00	807,058.79	(1,566.29	)	(317.31	)	—	—	4.09	Mar-Sep	10,225.00	6,901.87	20150407	20180301
649883XV2	NEW YORK ST MTG AGY MUNI BND REV		1,895,785.65	1,870,539	1,815,000.00	1,890,048.12	(19,509.12	)	(10,510.33	)	—	—	4.45	Apr-Oct	20,191.88	42,441.88	20140930	20291001
649907XR8	NEW YORK ST DORM AUTH MUNI BND REV	2	3,053,370	3,065,340	3,000,000.00	3,044,032.23	21,307.77		(1,837.82	)	—	—	2.05	Jun-Dec	5,125.00	30,750	20140930	20181201
650035C48	NEW YORK ST URBAN DEV CORP MUNI BND REV	2	5,269,005	5,188,635	4,500,000.00	5,207,538.89	(18,903.89	)	(15,270.17	)	—	—	5	Mar-Sep	66,250.00	117,708.33	20140930	20280315
650035K72	NEW YORK ST URBAN DEV CORP MUNITAX BND REV	2	11,437,620	11,487,666	11,400,000.00	11,432,796.86	54,869.14		(17,738.40	)	—	—	1.44	Mar-Sep	48,336.00	66,576	20150202	20180315
651229AP1	NEWELL RUBBERMAID INC SENIOR CORP BND	2	4,355,116.8	4,385,962.66	4,360,000.00	4,355,704.97	30,257.69		(6,470.03	)	—	—	2.875	Jun-Dec	10,445.83	62,674.99	20141114	20191201
65251KAG9	NWSTR_13-1A ABS 13-1A C 144A	2	250,000	248,728.75	250,000.00	250,000	(1,271.25	)	—		—	—	4.0808	M-J-S-D	255.05	1,141.59	20150519	20230920
65251QAA9	NSCDN_14-1A ABS2014-1A A1 144A	2	2,500,000	2,494,257.5	2,500,000.00	2,500,000	(5,742.5	)	—		—	—	2.09285	J-A-J-O	9,446.89	9,446.89	20141216	20270125
65251TAC9	NWSTR_15-1A ABS_15-1A B 144A	2	2,000,000	2,004,294	2,000,000.00	2,000,000	4,294		—		—	—	3.0666	J-A-J-O	17,547.77	17,547.77	20150311	20270120
65251TAE5	NWSTR_15-1A ABS_15-1A C 144A	2	1,000,000	1,003,875	1,000,000.00	1,000,000	3,875		—		—	—	4.1166	J-A-J-O	11,778.05	11,778.05	20150311	20270120
654624AE5	NTT CORP SENIOR CORP BND	2	4,459,748.5	4,446,538.7	4,450,000.00	4,454,085.88	(7,547.18	)	(6,433.88	)	—	—	1.4	Jan-Jul	28,208.05	31,150		20170718
65474VAG6	NMOTR_13-A SENIOR ABS 13-A		1,680,000	1,680,000	1,680,000.00	1,680,000	—		7.42		—	—	0.4855	Monthly	362.51	4,019.53	20130220	20180215
65477LAC4	NISSAN AUTO RECEIVABLES OWNER ABS 13-B-A3		1,117,146.81	1,117,736.2	1,117,389.83	1,117,313.92	422.28		157.95		—	—	0.84	Monthly	417.16	13,431.2	20130724	20171115
65477MAC2	NAROT_13-C SENIOR ABS_13-C A3	2	1,113,718.55	1,112,790.78	1,113,949.24	1,113,853.15	(1,062.37	)	5,050.53		—	—	0.67	Monthly	331.71	13,710.14	20131204	20180815
65477MAD0	NAROT_13-C SENIOR ABS_13-C A4	2	3,089,600.16	3,095,318.48	3,090,000.00	3,089,742.97	5,575.51		5.40		—	—	1.3	Monthly	1,785.34	20,085	20131204	20200615
65477UAB6	NISSAN AUTO RECEIVABLES OWNER ABS_15-A A2	2	549,972.28	549,554.49	550,000.00	549,977.55	(423.06	)	38.78		—	—	0.67	Monthly	163.78	788.18	20150407	20170915
655044AH8	NOBLE ENERGY INC SENIOR CORP BND	2	2,733,399	2,657,366.33	2,700,000.00	2,733,011.13	(75,644.8	)	859.50		—	—	3.9	May-Nov	13,455.00	13,455	20150512	20241115
65504LAH0	NOBLE HOLDING INTERNATIONAL LT SENIOR CORP BND	2	505,725	498,015.06	500,000.00	504,004.37	(5,989.31	)	(275.31	)	—	—	2.5	Mar-Sep	3,680.56	6,250	20140930	20170315
65557CAM5	NORDEA BANK AB JR SUB CORP BND 144A	2	13,045,700	12,846,046.4	12,980,000.00	13,045,700	(199,653.6	)	26.73		—	—	5.5	Mar-Sep	194,339.44	317,533.34	20140916
65557DAK7	NORDEA BANK AB SENIOR CORP BND	2	5,974,200	6,051,246	6,000,000.00	5,980,312.58	70,933.42		1,378.04		—	—	2.375	Apr-Oct	34,437.50	71,250	20140331	20190404
65562QAW5	NORDIC INVESTMENT BANK CORP BND	2	2,980,170	3,034,949.79	3,000,000.00	2,982,151.84	52,797.95		1,308.09		—	—	2.25	Mar-Sep	17,062.50	33,750	20140923	20210930
66859TAC3	WOODS_14-14A MEZZANIN ABS 14-14A-B 144A	2	2,942,475	2,999,664	3,000,000.00	2,945,920.92	53,743.08		11,449.04		—	—	2.69185	F-M-A-N	43,966.88	40,602.07	20141117	20251112
67107KAC0	OCP_14-7A ABS_14-7A-A2A 144A		3,850,000	3,988,220	4,000,000.00	3,865,030.22	123,189.78		5,495.23		—	—	2.3751	J-A-J-O	19,000.80	47,248.15	20141031	20261020

674000AG9	OAKCL_14-1A ABS_14-1A B 144A	2	480,000	495,641.5	500,000.00	485,495.23	10,146.27		4,840.21		—	—	3.1266	F-M-A-N	2,127.83	6,611.48	20150126	20250213
67400LAC2	OAKTA_14-A2 MEZZANIN ABS 14-A2-B 144A		3,930,000	3,999,904	4,000,000.00	3,935,193.74	64,710.26		—		—	—	2.5739	F-M-A-N	13,441.48	52,319.51	20141204	20251115
674599CD5	OCCIDENTAL PETROLEUM CORPORATI SENIOR CORP BND	2	494,780	496,876.22	500,000.00	495,916.75	959.47		(463.15	)	—	—	1.5	Feb-Aug	2,833.33	3,750	20140930	20180215
677521HK5	OHIO ST MUNITAX BND GO	2	2,176,480	2,162,420	2,000,000.00	2,164,690.86	(2,270.86	)	(4,314.74	)	—	—	3.911	Feb-Aug	32,591.67	23,900.56	20150306	20190801
67756AVS8	OHIO ST HIGHER EDL FAC REV MUNI BND REV	2	440,307	443,660.85	435,000.00	437,831.59	5,829.26		(33,699.23	)	—	—	4.375	May-Nov	3,171.88	9,515.63	20140930	20170501
67756BXS4	OHIO ST MUNI BND REV	2	2,905,950	2,821,375	2,500,000.00	2,834,632.04	(13,257.04	)	(12,066.36	)	—	—	5.5	Jun-Dec	11,458.33	74,479.16	20140930	20241201
6824544G5	ONEIDA CNTY N Y MUNITAX BND GO	2	1,532,874	1,532,594	1,400,000.00	1,517,336.68	15,257.32		(17,879.53	)	—	—	5.387	Feb-Aug	31,424.17	37,709	20140930	20200801
68268NAK9	ONEOK PARTNERS LP SENIOR CORP BND	2	3,686,877.75	3,720,072.86	3,665,000.00	3,686,917.46	33,155.4		(4,833.23	)	—	—	3.2	Mar-Sep	34,532.44	45,217.78	20130909	20180915
683234C55	ONTARIO PROVINCE OF CORP BND	2	4,903,430	4,900,979.46	4,900,000.00	4,903,261.16	(2,281.7	)	(5,526.97	)	—	—	1.2	Feb-Aug	22,376.67	8,656.67	20150505	20180214
683235AA3	ONTARIO PROVINCE OF SENIOR CORP BND	2	5,051,700	5,090,749.75	5,000,000.00	5,037,318.58	53,431.17		(26,603.14	)	—	—	2	Mar-Sep	26,111.11	50,000	20140310	20180927
68323ABL7	ONTARIO PROVINCE OF SENIOR CORP BND		2,939,850	2,987,579.97	3,000,000.00	2,948,642.95	38,937.02		(80,327.97	)	—	—	1.65	Mar-Sep	12,925.00	24,750	20140923	20190927
68389XAN5	ORACLE CORPORATION SENIOR CORP BND	2	6,578,599.3	6,576,843.86	6,590,000.00	6,584,661.25	(7,817.39	)	(70.96	)	—	—	1.2	Apr-Oct	16,694.66	44,806.67	20121018	20171015
68389XAQ8	ORACLE CORPORATION SENIOR CORP BND	1	1,019,460	1,014,175.03	1,000,000.00	1,019,145.1	(4,970.07	)	256.86		—	—	2.375	Jan-Jul	10,951.39	1,451.39	20150604	20190115
68389XAR6	ORACLE CORPORATION SENIOR CORP BND		2,350,000	2,362,267.07	2,350,000.00	2,350,000	12,267.07		(996.23	)	—	—	0.8553	J-A-J-O	4,299.07	10,528.51	20130709	20190115
68389XAU9	ORACLE CORPORATION SENIOR CORP BND	2	1,098,436.5	1,055,240.62	1,050,000.00	1,096,954.74	(41,714.12	)	(94.40	)	—	—	3.4	Jan-Jul	17,155.84	11,404.18	20150303	20240708
69144VAA1	OXFIN_14-1A ABS _14-1A-A 144A	2	2,750,000	2,753,300	2,750,000.00	2,750,000	3,300		—		—	—	3.475	Monthly	4,247.22	47,781.24	20141120	20221215
69331CAF5	PG&E CORP SENIOR CORP BND	1	500,605	498,975.22	500,000.00	500,509.5	(1,534.28	)	(2,464.07	)	—	—	2.4	Mar-Sep	4,000.00	6,000	20140930	20190301
69349LAH1	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	2	2,274,522.25	2,277,707.25	2,275,000.00	2,274,907.62	2,799.63		685.31		—	—	0.8	Jan-Jul	7,735.00	22,705.67	20130123	20160128
69349LAJ7	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND		3,155,000	3,157,874.21	3,155,000.00	3,155,000	2,874.21		—		—	—	0.589	J-A-J-O	3,303.64	9,053.86	20130123	20160128
69349LAN8	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	2	4,695,676	4,718,103.93	4,700,000.00	4,698,243.44	19,860.49		334.87		—	—	1.3	Apr-Oct	14,935.55	30,550	20130820	20161003
69353RCG1	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND		3,005,460	2,990,056.92	3,000,000.00	3,003,062.09	(13,005.17	)	69.50		—	—	1.125	Jan-Jul	14,437.50	16,875	20140416	20170127
69353RCH9	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	2	3,249,925	3,252,357.06	3,250,000.00	3,250,083.92	2,273.14		(21,936.56	)	—	—	2.2	Jan-Jul	30,387.50	35,750	20140123	20190128
69353RDY1	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND		1,999,620	1,998,250.88	2,000,000.00	1,999,723.35	(1,472.47	)	(11,484.46	)	—	—	1.5	Apr-Oct	6,083.33	18,041.67	20140915	20171018
69353RDZ8	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	2	1,511,580	1,501,283.91	1,500,000.00	1,510,102.2	(8,818.29	)	(3,223.69	)	—	—	2.4	Apr-Oct	7,300.00	25,000	20141027	20191018
69353REK0	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	2	703,353	669,575.28	700,000.00	703,258.6	(33,683.32	)	33.25		—	—	2.95	Feb-Aug	7,342.22	6,825.96	20150225	20250223
69353REP9	PNC BANK NATIONAL ASSOCIATION SENIOR CORP BND	2	927,861	920,230.92	930,000.00	927,894.25	(7,663.33	)	31.71		—	—	2.3	Jun-Dec	1,782.50	1,782.5	20150527	20200601
69353UAB7	PPL WEM HOLDINGS PLC CORP BND 144A	2	3,397,355	3,322,894.25	3,250,000.00	3,281,095.87	41,798.38		(20,730.16	)	—	—	3.9	May-Nov	21,125.00	63,375	20120309	20160501
69362BAZ5	PSEG POWER LLC SENIOR CORP BND		49,925	50,008.34	50,000.00	49,948.71	59.63		90.86		—	—	2.45	May-Nov	156.53	612.5	20131105	20181115
69371RL79	PACCAR INC CORP BND MTN	2	3,850,000	3,880,318.75	3,850,000.00	3,850,000	30,318.75		—		—	—	0.8789	M-J-S-D	2,161.85	16,385.53	20131203	20181206
69371RM45	PACCAR FINANCIAL CORP SENIOR CORP BND	2	2,622,532.5	2,620,535.35	2,625,000.00	2,622,782.62	(2,247.27	)	341.20		—	—	1.45	Mar-Sep	11,841.67	11,841.67	20150303	20180309
69371RM52	PACCAR FINANCIAL CORP SENIOR CORP BND MTN	2	5,967,113	5,939,030.2	5,975,000.00	5,967,421.71	(28,391.51	)	3,461.22		—	—	1.4	May-Nov	9,991.53	9,991.53	20150511	20180518
694308GL5	PACIFIC GAS AND ELECTRIC CO CORP BND		645,360.2	631,898.08	580,000.00	633,361.04	(1,462.96	)	127.31		—	—	5.625	May-Nov	2,809.38	16,312.5	20141208	20171130
69834LAA8	PANDA RE LTD CORP BND	2	15,000,000	15,000,000	15,000,000.00	15,000,000	—		—		—	—	4.065251	M-J-S-D	3,387.71	3,387.71	20150626	20180630
705870AA1	PELICAN III RE LTD CORP BND	2	680,000	670,813.2	680,000.00	680,000	(9,186.8	)	—		—	—	6.010139	M-J-S-D	2,611.07	8,854.94	20150407	20180416

709132AK0	PENNSYLVANIA ST HIGHER EDL FAC MUNI BND REV	2	868,208	845,752	800,000.00	849,907.03	(4,155.03	)	(13,526.27	)	—	—	5	Jan-Jul	20,000.00	20,000	20140930	20180701
70917N5C4	PENNSYLVANIA ST HIGHER EDL FAC MUNI BND REV	2	1,990,595.2	1,945,781.2	1,940,000.00	1,940,000	5,781.2		(19,385.84	)	—	—	5	Jan-Jul	48,500.00	48,500	20140930	20180701
709193LV6	PENNSYLVANIA ST INDL DEV AUTH MUNI BND REV	2	286,887.65	276,987.2	245,000.00	278,596.03	(1,608.83	)	(8,050.28	)	—	—	5.5	Jan-Jul	6,737.50	6,737.5	20140930	20230701
70922PAE2	PA TURNPIKE-E MUNITAX BND REV	2	4,500,000	4,545,450	4,500,000.00	4,500,000	45,450		—		—	—	1.699	Jun-Dec	6,371.25	38,227.5	20140911	20181201
709599AJ3	PENSKE TRUCK LEASING CO SENIOR CORP BND 144A		1,539,795	1,511,605.5	1,500,000.00	1,509,378.57	2,226.93		8.52		—	—	2.5	Mar-Sep	11,041.67	18,750	20130221	20160315
709599AQ7	PENSKE TRUCK LEASING CO SENIOR CORP BND 144A	1	1,354,620.6	1,333,460.51	1,355,000.00	1,354,694.73	(21,234.22	)	26.02		—	—	2.5	Jun-Dec	1,505.56	16,937.5	20140612	20190615
709599AR5	PENSKE TRUCK LEASING CO SENIOR CORP BND 144A	2	8,170,451	7,973,712.18	8,000,000.00	8,164,421.64	(190,709.46	)	(249.70	)	—	—	3.05	Jan-Jul	135,555.56	44,893.45	20141208	20200109
71338QAA4	PEPPERDINE UNIVERSITY SENIOR CORP BND	2	1,929,098.4	1,934,627.88	1,704,000.00	1,895,970.82	38,657.06		(2,698.55	)	—	—	5.45	Feb-Aug	38,695.00	46,434	20140930	20190801
713448BJ6	PEPSICO INC CORP BND		264,146.85	256,663.21	215,000.00	255,405.27	1,257.94		(825.27	)	—	—	7.9	May-Nov	2,830.83	8,492.5	20140930	20181101
713448CE6	PEPSICO INC SENIOR CORP BND	2	1,799,370	1,801,710	1,800,000.00	1,799,845.49	1,864.51		10.61		—	—	0.7	Feb-Aug	4,375.00	6,300	20130225	20160226
713448CF3	PEPSICO INC SENIOR CORP BND	2	1,675,000	1,677,110.62	1,675,000.00	1,675,000	2,110.62		105.03		—	—	0.492	F-M-A-N	824.10	11,385.73	20130225	20160226
713448CR7	PEPSICO INC SENIOR CORP BND	2	1,589,809.2	1,577,943.02	1,590,000.00	1,589,819.81	(11,876.79	)	122.32		—	—	1.25	Apr-Oct	3,367.70	3,367.7	20150427	20180430
714294AB1	PERRIGO CO LTD SENIOR CORP BND	2	699,493.02	698,701.57	700,000.00	699,672.86	(971.29	)	2,745.97		—	—	1.3	May-Nov	1,339.72	4,550	20141003	20161108
71645WAT8	PETROBRAS INT BRASPETRO BV CORP BND	2	797,304	797,414.16	800,000.00	799,664.66	(2,250.5	)	305.31		—	—	3.875	Jan-Jul	13,261.11	15,500	20110120	20160127
71647NAB5	PETROBRAS INT BRASPETRO BV SENIOR CORP BND	2	4,669,544	4,344,042.92	4,700,000.00	4,680,454.51	(336,411.59	)	2,589.79		—	—	3	Jan-Jul	65,016.67	70,500	20130513	20190115
71647NAD1	PETROBRAS INT BRASPETRO BV SENIOR CORP BND	1	1,498,860	1,491,577.61	1,514,000.00	1,507,670.39	(16,092.78	)	145.47		—	—	1.896	F-M-A-N	3,348.97	19,509.84		20160520
717081DF7	PFIZER INC SENIOR CORP BND	2	4,000,000	4,009,359.76	4,000,000.00	4,000,000	9,359.76		749.60		—	—	0.58585	M-J-S-D	1,041.51	13,036.95	20130528	20180615
717081DG5	PFIZER INC SENIOR CORP BND		1,973,854.5	1,974,168.25	1,975,000.00	1,974,319.09	(150.84	)	(3,837.86	)	—	—	1.5	Jun-Dec	1,316.67	14,812.5	20130528	20180615
717081DL4	PFIZER INC SENIOR CORP BND	2	2,495,275	2,514,052	2,500,000.00	2,496,297.66	17,754.34		8.17		—	—	2.1	May-Nov	6,708.34	26,250	20140512	20190515
71722TAF1	PHEAA_04-1 ABS_04-1-A2	2	452,730	496,385	500,000.00	481,167.2	15,217.8		9,647.41		—	—	1.005	Monthly	82.60	3,996.26	20100309	20440425
71722TAG9	PHEAA_04-1 ABS_04-1-A3	2	1,177,098	1,265,963.4	1,300,000.00	1,235,320.29	30,643.11		—		—	—	1.632	Monthly	1,162.52	10,702.19	20100309	20440425
718172AL3	PHILIP MORRIS INTERNATIONAL IN CORP BND	2	1,285,262.5	1,247,930.05	1,250,000.00	1,284,112.81	(36,182.76	)	1,630.68		—	—	2.9	May-Nov	4,631.94	8,559.02	20150331	20211115
718172BN8	PHILIP MORRIS INTERNATIONAL IN SENIOR CORP BND		3,325,728.7	3,326,618.21	3,335,000.00	3,327,681.81	(1,063.6	)	(9,838.16	)	—	—	1.25	May-Nov	6,021.53	20,843.76	20141103	20171109
718546AJ3	PHILLIPS 66 CORP BND		1,674,798.35	1,720,010	1,675,000.00	1,674,930.3	45,079.7		124.07		—	—	2.95	May-Nov	8,235.42	24,706.25	20130124	20170501
71884AXW4	PHOENIX ARIZ CIVIC IMPT CORP MUNITAX BND REV		2,000,000	1,971,440	2,000,000.00	2,000,000	(28,560	)	—		—	—	2.001	Jan-Jul	5,447.17	5,447.17	20150422	20200701
72650RBD3	PLAINS ALL AMERICAN PIPELINE L SENIOR CORP BND	2	523,505	493,890.19	500,000.00	522,668.55	(28,778.36	)	37.52		—	—	3.85	Apr-Oct	4,063.89	6,630.56	20150224	20231015
72650RBF8	PLAINS ALL AMERICAN PIPELINE L SENIOR CORP BND	2	724,942.5	720,331.42	750,000.00	724,980.02	(4,648.6	)	24.08		—	—	3.6	May-Nov	4,500.00	450	20150622	20241101
72650RBG6	PLAINS ALL AMERICAN PIPELINE L SENIOR CORP BND	2	2,994,390	2,977,702.8	3,000,000.00	2,994,988.74	(17,285.94	)	72.98		—	—	2.6	Jun-Dec	3,466.67	39,000	20141202	20191215
73358WGY4	PORT AUTH NY & NJ MUNI BND REV	2	2,773,939	2,746,205	2,450,000.00	2,744,642.2	1,562.8		(5,255.89	)	—	—	5	Apr-Oct	30,625.00	61,250	20140930	20281001
73358WUA0	PORT AUTH NY & NJ MUNITAX BND REV	2	2,000,000	2,003,800	2,000,000.00	2,000,000	3,800		—		—	—	2.529	Apr-Oct	10,678.00	25,290	20141008	20201015
733911BR1	PORT CORPUS CHRISTI AUTH TEX MUNITAX BND REV	2	1,000,000	997,990	1,000,000.00	1,000,000	(2,010	)	—		—	—	3.487	Jun-Dec	3,293.28	3,293.28	20150508	20251201
73674NBG5	PORTLAND ORE SWR SYS REV MUNITAX BND REV	2	509,363.2	514,307.15	505,000.00	508,187.35	6,119.8		(669.79	)	—	—	2.772	Jun-Dec	622.16	6,999.3	20140930	20170615
73723RSH7	CITY OF PORTSMOUTH VA MUNITAX BND GO	2	2,250,000	2,268,247.5	2,250,000.00	2,250,000	18,247.5		—		—	—	1.418	Feb-Aug	13,293.75	15,952.5	20130605	20170201
74005PAZ7	PRAXAIR INC CORP BND	2	818,683.05	802,654.86	795,000.00	818,627.02	(15,972.16	)	208.32		—	—	3	Mar-Sep	7,950.00	397.5	20150622	20210901

74005PBE3	PRAXAIR INC SENIOR CORP BND	2	3,998,570.51	4,006,240	4,000,000.00	3,999,467.8	6,772.2		300.78		—	—	0.75	Feb-Aug	10,833.33	15,000	20140602	20160221
74112WAC3	PRESTIGE AUTO RECEIVABLES TRUS ABS_13-1 A2 144A		73,851.33	73,891.55	73,858.83	73,857	34.55		44.84		—	—	1.09	Monthly	35.78	834.74	20130403	20180215
74153WBZ1	PRICOA GLOBAL FUND SECURED CORP BND 144A	2	985,230	993,094.33	1,000,000.00	988,188.15	4,906.18		(4,300.68	)	—	—	1.6	May-Nov	1,422.22	8,000	20140930	20180529
742651DB5	PRIVATE EXPORT FUNDING CORPORA SECURED AGENCY BND	2	1,646,955	1,524,825.01	1,500,000.00	1,510,339.74	14,485.27		(13,672.72	)	—	—	4.95	May-Nov	9,487.50	37,125	20100223	20151115
742718DV8	PROCTER & GAMBLE COMPANY CORP BND	2	1,026,420	1,009,056.8	1,000,000.00	1,008,710.99	345.81		43.74		—	—	1.45	Feb-Aug	5,477.78	8,941.66	20130305	20160815
742718ED7	PROCTER & GAMBLE COMPANY SENIOR CORP BND	2	1,999,820	2,000,301	2,000,000.00	1,999,918.97	382.03		(16,081.83	)	—	—	0.75	May-Nov	2,375.00	9,645.83	20131030	20161104
742741AA9	PROCTER & GAMBLE COMPANY CORP BND		736,515.64	695,551.04	572,420.00	707,790.42	(12,239.38	)	67.33		—	—	9.36	Jan-Jul	26,789.26	26,789.26	20140214	20210101
744320AV4	PRUDENTIAL FINANCIAL INC CAPSEC CORP BND		570,000	561,450	570,000.00	570,000	(8,550	)	0.41		—	—	5.375	May-Nov	3,659.48	3,659.48	20150513	20450515
74456QBE5	PUBLIC SERVICE ELECTRIC AND GA SECURED CORP BND MTN		1,099,692	1,119,491.2	1,100,000.00	1,099,799.59	19,691.61		333.12		—	—	2.3	Mar-Sep	7,449.45	12,650	20130909	20180915
745190WA2	PUERTO RICO COMWLTH HWY & TRAN MUNI BND REV	2	53,825.5	50,006	50,000.00	50,000	6		739.78		—	—	5	Jan-Jul	1,250.00	1,250	20131107	20450701
74529JNP6	PUERTO RICO SALES TAX FING COR MUNI BND REV	2	985,000	736,510	1,000,000.00	987,150.04	(250,640.04	)	(433.34	)	—	—	5	Feb-Aug	20,833.33	25,000	20140108	20220801
747525AD5	QUALCOMM INCORPORATED SENIOR CORP BND	2	2,622,900	2,603,523.27	2,625,000.00	2,622,945.55	(19,422.28	)	(2,219.58	)	—	—	2.25	May-Nov	6,726.57	6,914.08	20150513	20200520
747525AG8	QUALCOMM INCORPORATED SENIOR CORP BND		6,036,899.7	6,011,990.73	6,045,000.00	6,037,202.79	(25,212.06	)	(30.79	)	—	—	1.4	May-Nov	9,638.42	9,638.42	20150513	20180518
74825FAB0	QUEEN STREET X RE LTD CORP BND 144A	2	680,000	672,173.2	680,000.00	680,000	(7,826.8	)	—		—	—	5.770279	M-J-S-D	980.95	10,104.28	20150325	20200608
74834LAU4	QUEST DIAGNOSTICS INC SENIOR CORP BND	2	4,522,815	4,532,199.89	4,500,000.00	4,519,186.58	13,013.31		(3,982.72	)	—	—	2.7	Apr-Oct	30,375.00	60,750	20140930	20190401
74834LAX8	QUEST DIAGNOSTICS INC SENIOR CORP BND	2	1,249,450	1,182,037.83	1,250,000.00	1,249,474.08	(67,436.25	)	172.67		—	—	3.5	Mar-Sep	13,489.58	13,489.58	20150305	20250330
74977EPZ0	RABOBANK NEDERLAND NV SENIOR CORP BND	2	2,021,600	2,000,270.84	2,000,000.00	2,020,061.89	(19,791.05	)	(650.18	)	—	—	1.7	Mar-Sep	9,633.33	7,272.22	20150409	20180319
75886AAQ1	REGENCY ENERGY PARTNERS LP/REG SENIOR CORP BND		3,675,000	3,544,415.98	3,500,000.00	3,672,624.37	(128,208.39	)	(5,563.78	)	—	—	5	Apr-Oct	43,750.00	19,930.56	20150515	20221001
75887HAL6	REGT5_14-1A ABS_14-1A A2B2 144A	2	3,000,000	3,027,456	3,000,000.00	3,000,000	27,456		2,154.41		—	—	3.427	J-A-J-O	18,562.92	51,352.26	20141008	20261025
76111XYJ6	RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4 2A2	2	605,782.34	583,445.6	627,753.71	610,035.79	(26,590.19	)	1,523.33		—	—	2.792818	Monthly	1,461.00	9,213.68	20070816	20350925
76117QAC6	RESIDENTIAL REINSURANCE 2014 L SENIOR CORP BND 144A		500,000	490,010	500,000.00	500,000	(9,990	)	—		—	—	4.810139	M-J-S-D	1,536.57	13,961.86	20141120	20181206
76118DAA8	RESIDENTIAL REINSURANCE 2015 L CORP BND 144A	2	250,000	250,055	250,000.00	250,000	55		—		—	—	11.00001	M-J-S-D	2,291.67	2,291.67	20150521	20190606
76118DAB6	RESIDENTIAL REINSURANCE 2015 L CORP BND 144A	2	500,000	499,425	500,000.00	500,000	(575	)	—		—	—	6.010167	M-J-S-D	2,504.24	2,504.24	20150521	20190606
76131VAA1	RETAIL PROPERTIES OF AME SENIOR CORP BND		1,458,055.9	1,420,816.07	1,465,000.00	1,458,228.57	(37,412.5	)	2.60		—	—	4	Mar-Sep	17,742.78	17,742.78	20150305	20250315
761713AV8	REYNOLDS AMERICAN INC SENIOR CORP BND		399,436	400,123.96	400,000.00	399,936.99	186.97		552.14		—	—	1.05	Apr-Oct	711.67	2,100	20121024	20151030
761713BC9	REYNOLDS AMERICAN INC SENIOR CORP BND	2	4,380,934.75	4,410,538.21	4,375,000.00	4,380,909.57	29,628.64		(2,415.29	)	—	—	2.3	Jun-Dec	5,310.76	4,521.73		20180612
761713BE5	REYNOLDS AMERICAN INC SENIOR CORP BND	2	1,499,730	1,520,672.39	1,500,000.00	1,499,732.6	20,939.79		(10,168.85	)	—	—	3.25	Jun-Dec	2,572.92	2,572.92	20150609	20200612
761713BG0	REYNOLDS AMERICAN INC SENIOR CORP BND		229,303.1	234,285.22	230,000.00	229,306	4,979.22		(2,508.55	)	—	—	4.45	Jun-Dec	540.18	540.18	20150609	20250612
76541VKC0	RICHMOND VA MUNITAX BND GO	2	5,000,000	5,056,950	5,000,000.00	5,000,000	56,950		—		—	—	1.507	Jan-Jul	34,744.73	37,675	20120614	20170715
767201AJ5	RIO TINTO FINANCE (USA) LTD CORP BND	2	1,298,947	1,304,277	1,300,000.00	1,299,925.99	4,351.01		1,846.88		—	—	1.875	May-Nov	3,994.79	12,187.5	20101028	20151102
767201AM8	RIO TINTO FINANCE LTD CORP BND		4,651,892.5	4,705,706.25	4,625,000.00	4,634,087.84	71,618.41		69.09		—	—	2.5	May-Nov	13,168.40	57,812.5	20110517	20160520
76720AAB2	RIO TINTO FINANCE (USA) PLC SENIOR CORP BND		4,019,848	4,058,244.21	4,025,000.00	4,023,163.65	35,080.56		3,167.84		—	—	2	Mar-Sep	22,137.50	40,250	20120319	20170322
769047GX3	RIVERSIDE CALIF MUNITAX BND REV	2	1,103,470	1,080,740	1,000,000.00	1,076,622.53	4,117.47		(287.79	)	—	—	5.61	Feb-Aug	23,375.00	28,050	20140930	20170801
78008SVD5	ROYAL BANK OF CANADA SENIOR CORP BND MTN		4,094,875	4,095,455.89	4,100,000.00	4,097,349.98	(1,894.09	)	(16,704.83	)	—	—	1.5	Jan-Jul	28,187.50	30,750	20130107	20180116

78010USN8	ROYAL BANK OF CANADA SENIOR CORP BND MTN	2	805,752	800,603.58	800,000.00	805,324.2	(4,720.62	)	(432.80	)	—	—	2.15	Mar-Sep	5,064.44	5,351.1	20150304	20190315
78011DAC8	ROYAL BANK OF CANADA SECURED LOCAL BND	2	7,567,742.8	7,581,440.58	7,580,000.00	7,569,770.22	11,670.36		84.77		—	—	1.2	Mar-Sep	25,772.00	16,794		20170919
78011DAE4	ROYAL BANK OF CANADA SECURED LOCAL BND	2	1,199,400	1,205,855.89	1,200,000.00	1,199,785.85	6,070.04		545.64		—	—	1.125	Jan-Jul	5,962.50	6,750	20130716	20160722
783186QV4	RUTGERS UNIVERSITY NEW JERSEY MUNITAX BND REV	2	1,152,610.5	1,157,256.5	1,150,000.00	1,152,084.03	5,172.47		2,315.77		—	—	2.009	May-Nov	3,850.58	11,551.75	20140930	20180501
78355HJT7	RYDER SYSTEM INC. SENIOR CORP BND MTN	2	1,018,640	1,013,923.42	1,000,000.00	1,014,551.93	(628.51	)	(2,945.16	)	—	—	2.5	Mar-Sep	8,263.89	12,500	20140930	20180301
78355HJX8	RYDER SYSTEM INC. SENIOR CORP BND MTN	2	2,028,450.85	2,020,713.44	2,035,000.00	2,028,531.63	(7,818.19	)	(5,274.66	)	—	—	2.45	Mar-Sep	16,619.17	2,660.98		20190903
78355HJZ3	RYDER SYSTEM INC. SENIOR CORP BND MTN	2	443,776.25	439,396.59	445,000.00	443,808.26	(4,411.67	)	(6,691.17	)	—	—	2.5	May-Nov	1,545.14	1,545.14	20150504	20200511
78403DAG5	SBA TOWER TRUST SECURED CORP BND 144A	2	4,000,000	4,020,028	4,000,000.00	4,000,000	20,028		—		—	—	2.898	Monthly	5,152.00	57,960	20141007	20441015
784423AF2	SLCLT_04-1 ABS 04-1	2	983,750	992,122	1,000,000.00	990,546.41	1,575.59		(4,316.87	)	—	—	0.4339	F-M-A-N	566.48	2,087.76	20130520	20230515
78442GSC1	SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-A4	1	102,474.3	102,345.71	102,636.17	102,580.5	(234.79	)	10.15		—	—	0.357	J-A-J-O	66.16	191.51	20121130	20190725
784442AC9	SLMA ABS 08_2 A3		1,414,852.09	1,435,377.84	1,429,312.71	1,420,826.78	14,551.06		—		—	—	1.027	J-A-J-O	2,650.38	7,443.3	20120327	20230425
78444YAD7	SLMA ABS 08-5 A4	1	2,457,718.75	2,454,761.92	2,350,000.00	2,403,920.76	50,841.16		72.48		—	—	1.977	J-A-J-O	8,388.52	23,163.11	20110111	20230725
78445XAA4	SLMA_10-1 ABS 10-1A		1,321,116.26	1,316,963.89	1,321,116.26	1,321,116.26	(4,152.37	)	346.62		—	—	0.587	Monthly	129.25	4,307.4	20140602	20250325
78446JAA4	SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2	1	2,880,260.74	2,894,486.4	2,885,854.95	2,882,406.22	12,080.18		2,665.66		—	—	0.787	Monthly	378.53	15,379.09	20110518	20271125
78446JAB2	SLMA_11-2 ABS 11-2	2	775,000	796,280.86	775,000.00	775,000	21,280.86		6.05		—	—	1.387	Monthly	179.15	38,769.11	20110518	20341025
78446TAC8	SLM STUDENT LOAN TRUST SLMA_11 SENIOR ABS_11-C A2B 144A	2	502,508.79	499,372.79	465,000.00	494,722.26	4,650.53		(1,432.47	)	—	—	4.54	Monthly	938.27	10,555.5	20140731	20441017
78446VAA7	SLMA_12-A ABS 12-A 144A		807,188.67	812,269.4	805,559.09	806,585.51	5,683.89		—		—	—	1.5855	Monthly	567.65	10,721.87	20120202	20250815
78446XAA3	SLM STUDENT LOAN TRUST ABS 12-B 144A	2	109,538.68	109,695.32	109,538.68	109,538.68	156.64		119.73		—	—	1.2855	Monthly	62.58	1,162.7	20120404	20220118
78446XAB1	SLM STUDENT LOAN TRUST ABS_12-B A2 144A		999,897.3	1,035,557	1,000,000.00	999,934.05	35,622.95		(65.18	)	—	—	3.48	Monthly	1,546.67	17,400	20120404	20301015
78447AAA2	SLMA_12-3 ABS_12-3 A	1	1,314,735.72	1,322,759.94	1,314,735.72	1,314,735.72	8,024.22		185.67		—	—	0.837	Monthly	183.40	5,691.86	20120424	20251226
78447CAA8	SLM_12-D ABS 12-D 144A	1	236,671.06	237,345.58	236,671.06	236,671.06	674.52		—		—	—	1.2355	Monthly	129.96	1,841.13	20120723	20230615
78447FAA1	SLMA_12-E ABS 12-E 144A		793,026.61	794,592.28	792,848.02	792,942.97	1,649.31		159.65		—	—	0.9355	Monthly	329.66	4,834.55	20121011	20231016
78447FAB9	SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E A2A 144A		816,500	805,864.02	800,000.00	809,442.45	(3,578.43	)	(22.77	)	—	—	2.09	Monthly	743.11	8,359.98	20130319	20450615
78447KAB8	SLMA_12-7 ABS 12-7		1,533,606.82	1,534,202.64	1,534,615.82	1,534,314.3	(111.66	)	6,205.03		—	—	0.467	Monthly	119.44	4,217.69	20121102	20190925
78447RAA5	SLMA_13-A ABS 13-A 144A		377,942.48	378,759.86	378,415.49	378,143.14	616.72		—		—	—	0.7855	Monthly	132.11	1,646.24	20131121	20220815
78447RAB3	SLMA_13-A ABS 13-A 144A	1	459,870.23	457,198.6	460,000.00	459,921.66	(2,723.06	)	—		—	—	1.77	Monthly	361.87	4,071	20130227	20270517
78447RAC1	SLMA_13-A ABS 13-A 144A	1	2,425,000	2,442,823.78	2,425,000.00	2,425,000	17,823.78		5.90		—	—	1.2355	Monthly	1,331.60	14,944.39	20130227	20270517
78447VAA6	SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B 144A	1	1,537,138.32	1,539,428.69	1,537,138.32	1,537,138.32	2,290.37		76.66		—	—	0.8355	Monthly	570.79	7,049.02	20130425	20220715
78447VAB4	SLMA_13-B ABS_13-B-A2A	1	804,859.37	798,519.75	805,000.00	804,903.85	(6,384.1	)	—		—	—	1.85	Monthly	661.89	7,446.3	20130425	20300617
78447VAC2	SLMA_13-B ABS_13-B-A2B	2	615,000	621,525.13	615,000.00	615,000	6,525.13		647.48		—	—	1.2855	Monthly	351.37	3,944.62	20130425	20300515
78448AAA1	SLMA_13-4 ABS 13-4	1	583,119.26	583,588.7	583,119.26	583,119.26	469.44		1.79		—	—	0.737	Monthly	71.63	2,230.49	20130806	20270625
78448BAA9	SLMA_13-5 ABS 13-5 A1	1	3,236.33	3,236.35	3,236.33	3,236.33	0.02		2.12		—	—	0.447	Monthly	0.24	249.32	20130911	20180525
78448CAF6	SLMA_13-6 ABS 13-6 A2	1	550,000	550,965.33	550,000.00	550,000	965.33		0.52		—	—	0.687	Monthly	62.98	1,867.34	20131106	20210225
78448MAD9	SMAT_15-1US ABS_15-1US A3A		1,949,905.62	1,952,145	1,950,000.00	1,949,909.89	2,235.11		33,933.28		—	—	1.5	Monthly	1,381.25	8,206.25	20150310	20180914

78467MAA1	SRER_11-RS ABS_11-RS A1B1 144A		2,357,659.41	2,383,570.68	2,464,166.16	2,412,822.15	(29,251.47	)	61,726.29		—	—	0.43405	Monthly	653.63	6,143.17		20460509
78572MAF2	SABMILLER PLC CORP BND 144A		3,491,297.4	3,359,842.45	2,980,000.00	3,373,931.58	(14,089.13	)	(122.68	)	—	—	6.5	Jan-Jul	89,317.22	96,850	20140716	20180715
78573AAB6	SABMILLER HOLDINGS INC SENIOR CORP BND 144A		2,117,028	2,082,381.29	2,050,000.00	2,083,480.9	(1,099.61	)	(3,804.93	)	—	—	2.45	Jan-Jul	23,159.30	34,640.28	20131209	20170115
78573AAG5	SABMILLER HOLDINGS INC SENIOR CORP BND 144A		2,750,000	2,757,424.92	2,750,000.00	2,750,000	7,424.92		(11,442.46	)	—	—	0.96815	F-M-A-N	4,511.31	13,342.25	20130806	20180801
786134UZ7	SACRAMENTO SATN MUNITAX BND REV		2,485,000	2,515,590.35	2,485,000.00	2,485,000	30,590.35		(30,501.53	)	—	—	2.239	Jun-Dec	4,636.60	27,819.57	20141106	20191201
801060AB0	SANOFI SENIOR CORP BND		8,831,060.7	8,827,972.52	8,870,000.00	8,848,063.55	(20,091.03	)	(9,604.28	)	—	—	1.25	Apr-Oct	24,946.88	56,670.14	20130403	20180410
802385MG6	SANTA MONICA CALIF CMNTY COLLE MUNITAX BND GO		3,421,699.2	3,444,816	3,440,000.00	3,425,200.18	19,615.82		(56,503.27	)	—	—	1.864	Feb-Aug	26,717.33	32,060.8	20140930	20180801
80281CAD7	SDART_13-5 ABS 13-5 A2A		194,619.66	194,635.52	194,621.90	194,619.16	16.36		5.98		—	—	0.82	Monthly	70.93	1,139.94	20131114	20180215
80283JAC2	SDART_13-A ABS 13-A A3 144A		1,591,795.16	1,592,405.78	1,591,912.32	1,591,876.39	529.39		21.76		—	—	1.02	Monthly	721.67	12,656.71	20130815	20180116
80283XAD9	SDART_14-3 ABS 14-3 A3	1	774,991.48	774,736.5	775,000.00	774,993.52	(257.02	)	(4.72	)	—	—	0.81	Monthly	279.00	3,138.78	20140611	20180716
806854AA3	SCHLUMBERGER GER INV CORP BND 144A		780,183.75	785,282.7	775,000.00	776,924.66	8,358.04		(135,331.23	)	—	—	1.95	Mar-Sep	4,491.78	8,027.5	20110907	20160914
80685PAC2	SCHLUMBERGER NORGE AS CORP BND 144A		698,775	709,287.6	700,000.00	699,694.05	9,593.55		(28,881.13	)	—	—	1.95	Mar-Sep	4,057.08	6,825	20110907	20160914
80685PAD0	SCHLUMBERGER NORGE AS SENIOR CORP BND 144A		1,368,739.6	1,361,919.88	1,370,000.00	1,369,464.95	(7,545.07	)	751.81		—	—	1.25	Feb-Aug	7,135.42	8,562.5	20120724	20170801
80705TAA4	SCHOL_11-A ABS 11-A A 144A		1,437,209.94	1,476,130.23	1,466,145.78	1,443,642.82	32,487.41		63.02		—	—	1.179	J-A-J-O	3,073.04	8,881.28	20110322	20431028
80705WAA7	SCHOL_12-B ABS 12-B 144A		229,359.04	230,302.33	230,017.34	229,793.64	508.69		119.96		—	—	0.586	Monthly	7.49	791.75	20120919	20251028
80705XAA5	SCHOL_13-A ABS 13-A 144A		1,454,714.48	1,448,461.52	1,461,651.46	1,455,782.94	(7,321.42	)	104.69		—	—	0.836	Monthly	67.89	6,525.68	20130312	20450130
808513AK1	CHARLES SCHWAB CORPORATIO SENIOR CORP BND		668,795.03	669,091.07	669,000.00	668,811.86	279.21		(20,861.94	)	—	—	1.5	Mar-Sep	3,094.13	3,094.13		20180310
808513AL9	CHARLES SCHWAB CORPORATIO SENIOR CORP BND		318,656	310,679.11	320,000.00	318,691.6	(8,012.49	)	(1,267.37	)	—	—	3	Mar-Sep	2,960.00	2,960	20150303	20250310
811065AB7	SCRIPPS NETWORKS INTERACTIVE I SENIOR CORP BND		685,610	683,331.1	680,000.00	684,997.78	(1,666.68	)	(3,669.21	)	—	—	2.75	May-Nov	2,389.44	12,023.61	20141117	20191115
81618TAA8	SELECT INCOME REIT SENIOR CORP BND		2,939,857.97	2,978,835.37	2,950,000.00	2,940,189.24	38,646.13		3,557.51		—	—	2.85	Feb-Aug	34,564.17	34,564.17	20150129	20180201
81881UAE7	SHACK_13-4A ABS 2013-4A C 144A		1,214,375	1,247,136.25	1,250,000.00	1,216,529.41	30,606.84		1,322.91		—	—	3.2759	J-A-J-O	8,970.61	19,588.28	20150106	20250113
81881VAJ4	SHACK_14-5A ABS 14-5A C1 144A		475,000	485,284	500,000.00	476,322.91	8,961.09		(150.84	)	—	—	2.9759	F-M-A-N	2,273.26	6,415.97	20150121	20260507
821697YN3	SHELBY CNTY TENN HEALTH EDL & MUNI BND REV	1	5,647,650	5,501,600	5,000,000.00	5,507,952.75	(6,352.75	)	1,436.69		—	—	5.25	Mar-Sep	87,500.00	131,250	20140930	20210901
822582AR3	SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND		993,640	997,606.2	1,000,000.00	995,270.71	2,335.49		(6.47	)	—	—	1.125	Feb-Aug	4,062.50	5,625	20140930	20170821
822582AZ5	SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND		499,380	500,417.2	500,000.00	499,714.27	702.93		36.55		—	—	0.9	May-Nov	575.00	2,250	20131112	20161115
822582BG6	SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND		3,911,689.6	3,901,390.24	3,920,000.00	3,911,908.92	(10,518.68	)	(403.60	)	—	—	2.125	May-Nov	11,569.44	11,569.44	20150506	20200511
82620KAB9	SIEMENS FINANCIERINGSMAATSCHAP SENIOR CORP BND 144A		7,598,480	7,575,224	7,600,000.00	7,598,527.04	(23,303.04	)	119.51		—	—	1.45	May-Nov	10,407.77	10,407.77	20150518	20180525
82620KAC7	SIEMENS FINANCIERINGSMAATSCHAP SENIOR CORP BND 144A		6,491,420	6,416,743.52	6,500,000.00	6,491,575.36	(74,831.84	)	(3,179.02	)	—	—	2.15	May-Nov	13,198.60	13,198.6	20150518	20200527
826239EQ4	SIERRA CALIF JT CMNTY COLLEGE MUNI BND GO		1,366,855.5	1,337,036	1,150,000.00	1,350,325.32	(13,289.32	)	(39,795.65	)	—	—	5	Feb-Aug	23,958.33	28,750	20140930	20270801
82735LAA1	SBY_14-1 ABS_14-1 A 144A	1	1,185,814.38	1,171,362.85	1,185,814.38	1,185,814.38	(14,451.53	)	(143,907.07	)	—	—	1.18525	Monthly	546.58	7,017.44	20140730	20310917
828807BZ9	SIMON PROPERTY GROUP LP CORP BND	1	3,411,840	3,367,165.83	3,000,000.00	3,390,978.06	(23,812.23	)	(96.55	)	—	—	6.125	May-Nov	15,822.92	29,093.75	20150429	20180530
828807CA3	SIMON PROPERTY GROUP LP CORP BND	1	405,007.68	390,581.68	308,000.00	392,474.55	(1,892.87	)	(222.34	)	—	—	10.35	Apr-Oct	7,969.50	15,939	20141211	20190401
828807CD7	SIMON PROPERTY GROUP LP CORP BND	1	1,964,190.21	1,938,320.15	1,706,000.00	1,957,201.03	(18,880.88	)	(193.10	)	—	—	5.65	Feb-Aug	40,162.09	12,294.25		20200201
828807CJ4	SIMON PROPERTY GROUP LP SENIOR CORP BND	1	102,377	101,561.02	100,000.00	102,154.66	(593.64	)	(30.83	)	—	—	2.15	Mar-Sep	633.06	441.95	20150414	20170915

828807CM7	SIMON PROPERTY GROUP LP SENIOR CORP BND 144A	1	6,667,992	6,644,097.92	6,660,000.00	6,667,670.48	(23,572.56	)	1,203.44		—	—	1.5	Feb-Aug	41,625.00	11,580.83	20150519	20180201
828807CQ8	SIMON PROPERTY GROUP LP SENIOR CORP BND	1	7,358,478.9	7,421,480.64	7,369,000.00	7,361,650.81	59,829.83		(19,450.61	)	—	—	2.2	Feb-Aug	67,549.16	81,059	20140113	20190201
828807CR6	SIMON PROPERTY GROUP LP SENIOR CORP BND	1	840,720	814,112.86	800,000.00	839,452.63	(25,339.77	)	(843.28	)	—	—	3.75	Feb-Aug	12,500.00	9,333.34	20150304	20240201
83164JU46	SBA PRIME FLTR SBA PRIME FLTR	1	1,367,138.67	1,430,046.74	1,350,607.24	1,366,279.66	63,767.08		(1,252.86	)	—	—	2.35	Monthly	2,644.94	16,459.36	20140930	20310425
83367TBH1	SOCIETE GENERALE SA CAPSEC CORP BND 144A	1	3,870,000	3,750,000	4,000,000.00	3,871,153.31	(121,153.31	)	1,664.25		—	—	6	Jan-Jul	102,666.67	120,000	20140827	20491231
83703EJY2	SOUTH CAROLINA JOBS-ECONOMIC D MUNI BND REV		993,750	1,002,860	1,000,000.00	995,959.01	6,900.99		(78,358.44	)	—	—	5	May-Nov	8,333.33	25,000	20140930	20161101
842400GB3	SOUTHERN CALIFORNIA EDISON CO. SECURED CORP BND	1	4,405,808	4,390,951.4	4,400,000.00	4,403,597.26	(12,645.86	)	61.88		—	—	1.125	May-Nov	8,250.00	24,750	20140506	20170501
842400GF4	SOUTHERN CALIFORNIA EDISON CO. SECURED CORP BND	1	4,575,000	4,535,962.5	4,575,000.00	4,575,000	(39,037.5	)	1,345.00		—	—	1.845	Feb-Aug	38,687.35	38,687.35	20150113	20220201
842587CM7	SOUTHERN COMPANY (THE) SENIOR CORP BND	1	5,989,680	6,014,196	6,000,000.00	5,989,772.82	24,423.18		385.72		—	—	2.75	Jun-Dec	8,708.34	8,708.34	20150609	20200615
842808AF4	SOUTHERN ELEC SENIOR CORP BND 144A		3,333,899.45	3,346,898.51	3,335,000.00	3,334,245.62	12,652.89		(459.32	)	—	—	2.2	Jun-Dec	6,114.17	36,685	20131118	20181201
84650WAB2	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A		7,999,374.1	7,940,173.8	7,800,000.00	7,852,796.28	87,377.52		540.37		—	—	2.625	May-Nov	19,337.50	102,375		20160527
84650WAD8	SPAREBNK 1 BOLIG LOCAL BND 144A	1	5,486,580	5,629,359.83	5,500,000.00	5,494,655.55	134,704.28		3,192.36		—	—	2.3	Jun-Dec	351.38	63,250	20120329	20170630
84650WAE6	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A		5,854,157	5,835,985.07	5,900,000.00	5,870,661.18	(34,676.11	)	121.52		—	—	1.75	May-Nov	13,193.06	51,625	20121107	20191115
84861CAA3	SPMF 2014-4A SENIOR CMBS _14-4A A1		3,992,636	3,969,736	4,000,000.00	3,992,608.61	(22,872.61	)	61,843.83		—	—	3.5014	Monthly	11,671.33	70,009.34	20141121	20450120
853254AW0	STANDARD CHARTERED PLC SENIOR CORP BND 144A		9,490,215	9,317,881.39	9,500,000.00	9,490,595.95	(172,714.56	)	2,690.56		—	—	2.25	Apr-Oct	43,937.50	43,937.5	20150413	20200417
854403AC6	LELAND STANFORD JR UNIV CALIF MUNI BND REV	1	4,157,579	4,098,357.76	3,700,000.00	4,085,941.36	12,416.4		—		—	—	4.75	May-Nov	29,291.67	87,875	20140930	20190501
855244AF6	STARBUCKS CORP SENIOR CORP BND	1	498,600	505,760.65	500,000.00	498,847.9	6,912.75		(1,596.99	)	—	—	2	Jun-Dec	722.22	5,000	20140930	20181205
85571XAL1	SRTP _14-STAR ABS _14-STAR -B	1	2,000,000	2,000,858	2,000,000.00	2,000,000	858		(1,547.92	)	—	—	1.836	Monthly	1,632.00	17,152.7	20141107	20271115
857477AK9	STATE STREET CORP SENIOR CORP BND	1	4,051,931.5	4,041,440.14	4,075,000.00	4,059,829.58	(18,389.44	)	4,473.41		—	—	1.35	May-Nov	7,029.38	27,506.25	20130508	20180515
857477AN3	STATE STREET CORP SENIOR CORP BND	1	729,281	696,379.46	700,000.00	728,437.72	(32,058.26	)	(6,375.04	)	—	—	3.3	Jun-Dec	962.50	7,635.84	20150225	20241216
857477AQ6	STATE STREET CORP CAPSEC CORP BND		4,375,000	4,375,000	4,375,000.00	4,375,000	—		154.50		—	—	5.25	Mar-Sep	25,520.83	25,520.83	20150514
85771PAD4	STATOILHYDRO ASA SENIOR CORP BND	1	3,107,100	3,038,637	3,000,000.00	3,041,801.16	(3,164.16	)	(3,715.73	)	—	—	1.8	May-Nov	5,700.00	29,100	20130411	20161123
85771PAJ1	STATOILHYDRO ASA SENIOR CORP BND	1	10,202,467.5	10,131,068.34	10,250,000.00	10,218,530.52	(87,462.18	)	1,072.40		—	—	1.15	May-Nov	15,061.79	58,937.5	20130508	20180515
85771PAR3	STATOILHYDRO ASA SENIOR CORP BND	1	1,300,434	1,309,073.29	1,300,000.00	1,300,520.12	8,553.17		8,866.49		—	—	1.95	May-Nov	3,732.09	15,491.66	20131105	20181108
86212TAA7	STORE MASTER FUNDING LLC STR_1 ABS_12-1A A 144A		2,231,388.98	2,221,112.26	2,111,620.51	2,230,472.24	(9,359.98	)	(1,323.68	)	—	—	5.77	Monthly	3,722.90	38,003.41	20150306	20420820
86213BAB3	STR_14-1A WHOLE CMO _14-1A-A2 144A		1,093,264.65	1,031,482.37	994,583.33	1,092,147.67	(60,665.3	)	1.92		—	—	5	Monthly	1,519.50	21,158.62	20150123	20440420
86213CAA3	STR_15-1A ABS 15-1A A1 144A		1,498,429.02	1,476,727.38	1,498,750.01	1,498,430.68	(21,703.3	)	—		—	—	3.75	Monthly	1,717.32	11,715.37	20150414	20450420
8628113T1	STRATFORD REC CO LLC MUNITAX BND GO		782,955	782,632.5	750,000.00	776,753.27	5,879.23		(58.51	)	—	—	2.989	Feb-Aug	8,468.83	11,208.75	20140930	20180815
864425AB9	SUBURBAN HOSP HEALTHCARE SYS I MUNITAX BND REV		135,620.76	136,018.08	132,000.00	133,680.76	2,337.32		(11,220.34	)	—	—	7.705	Feb-Aug	3,842.22	6,215.36	20140930	20160215
87020DAL8	SWEDEN KINGDOM CORP BND MTN 144A		2,695,518	2,715,390	2,700,000.00	2,698,061.08	17,328.92		696.71		—	—	1	May-Nov	3,450.00	13,500	20130822	20161115
87020DAR5	SWEDEN KINGDOM CORP BND 144A MTN		1,994,860	1,994,380.04	2,000,000.00	1,995,603.54	(1,223.5	)	743.54		—	—	0.875	Jan-Jul	7,680.56	7,680.56	20150115	20180123
87154EAE0	SYMP_14-15A MEZZANIN ABS_14-15A C 144A		1,005,000	1,001,266	1,000,000.00	1,004,849.16	(3,583.16	)	—		—	—	3.47435	J-A-J-O	7,238.23	10,003.36		20261017
87158YAQ5	SYMP_12-10AR MEZZANIN ABS 12-10AR CR 144A		2,500,000	2,501,072.5	2,500,000.00	2,500,000	1,072.5		2,740.97		—	—	3.12375	J-A-J-O	14,967.97	14,967.97	20150408	20230723
87165LAA9	SYNCT_14-1 SENIOR ABS _14-1-A	1	904,748.95	909,079.31	905,000.00	904,799.25	4,280.06		42.27		—	—	1.61	Monthly	647.58	7,285.26	20141114	20201115

871829AS6	SYSCO CORP SENIOR CORP BND	1	2,995,920	3,020,397.27	3,000,000.00	2,996,499.04	23,898.23		(2,526.85	)	—	—	2.35	Apr-Oct	17,429.17	35,250	20140923	20191002
871829AT4	SYSCO CORP SENIOR CORP BND		2,035,900	2,013,482.98	2,000,000.00	2,033,275.53	(19,792.55	)	236.75		—	—	3	Apr-Oct	14,833.33	40,416.66		20211002
87236YAE8	TD AMERITRADE HLDG CORP SENIOR CORP BND		3,915,776.25	3,881,871.78	3,925,000.00	3,916,146.17	(34,274.39	)	(2,261.31	)	—	—	2.95	Apr-Oct	36,022.78	36,022.78	20150304	20220401
87247CAA1	TICP_14-2A ABS _14-2A-A1A 144A		3,720,000	3,726,660	3,750,000.00	3,722,887.76	3,772.24		6,216.11		—	—	1.7251	J-A-J-O	12,938.25	32,065.04	20141217	20260720
872882AC9	TSMC GLOBAL LTD SENIOR CORP BND 144A	1	5,711,170.95	5,629,160.76	5,715,000.00	5,712,850.58	(83,689.82	)	(13,060.80	)	—	—	1.625	Apr-Oct	22,701.25	46,434.38	20130327	20180403
874060AB2	TAKEDA PHARMACEUTICAL CO LTD UNSECURED CORP BND 144A	1	3,796,792.5	3,768,084.83	3,750,000.00	3,769,592.09	(1,507.26	)	—		—	—	1.625	Mar-Sep	17,604.17	38,864.59		20170317
87609FAA6	TAR HEEL RE LTD UNSEC CORP BND 144A	1	7,000,000	7,139,370	7,000,000.00	7,000,000	139,370		—		—	—	8.5075	M-J-S-D	14,888.13	299,165.9	20130402	20160509
87612EAS5	TARGET CORPORATION CORP BND		1,131,160	1,115,280.3	1,000,000.00	1,120,991.15	(5,710.85	)	(8,461.50	)	—	—	6	Jan-Jul	27,666.67	13,000	20150408	20180115
87612EAV8	TARGET CORPORATION CORP BND		1,287,518	1,258,613.24	1,175,000.00	1,281,142.96	(22,529.72	)	(230.04	)	—	—	3.875	Jan-Jul	20,994.97	14,544.71	20150303	20200715
87970UAE6	TELOS_14-6A ABS _14-6A-B1 144A	2	2,405,585	2,462,700	2,500,000.00	2,412,860.34	49,839.66		—		—	—	2.37435	J-A-J-O	12,366.41	29,988.35		20270117
880591EQ1	TN VLY AUTHORITY SENIOR AGENCY BND	2	2,552,790.6	2,611,862.62	2,565,000.00	2,556,927.24	54,935.38		5,185.99		—	—	1.75	Apr-Oct	9,476.25	22,443.75	20130924	20181015
88165FAC6	TEVA PHARMACEUTICAL FIN CO. BV CORP BND	1	1,026,840	1,016,689	1,000,000.00	1,017,346.03	(657.03	)	6,899.60		—	—	2.4	May-Nov	3,400.00	12,000	20140930	20161110
8821172X1	TEXAS A & M UNIV PERM UNIV FD MUNITAX BND REV	2	2,005,720	1,968,800	2,000,000.00	2,005,503.76	(36,703.76	)	—		—	—	1.75	Jan-Jul	6,611.11	6,611.11	20150408	20200701
88224LAC2	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX BND N/A	1	1,500,000	1,488,544.5	1,500,000.00	1,500,000	(11,455.5	)	—		—	—	1.305	Apr-Oct	4,893.75	9,787.5	20141209	20171001
88224LAE8	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX BND N/A		2,000,000	1,981,868	2,000,000.00	2,000,000	(18,132	)	(18,781.62	)	—	—	2.075	Apr-Oct	10,375.00	20,750	20141209	20191001
882508AR5	TEXAS INSTRUMENTS INCORPORATED CORP BND		514,270	507,610	500,000.00	507,688.55	(78.55	)	1,506.64		—	—	2.375	May-Nov	1,517.36	5,937.5	20140930	20160516
882508AV6	TEXAS INSTRUMENTS INCORPORATED SENIOR CORP BND		2,470,300	2,462,390.9	2,500,000.00	2,480,457.39	(18,066.49	)	(5,572.11	)	—	—	1	May-Nov	4,166.66	12,500	20130501	20180501
882508AX2	TEXAS INSTRUMENTS INCORPORATED SENIOR CORP BND		1,996,040	1,991,157.54	2,000,000.00	1,997,744.82	(6,587.28	)	167.61		—	—	0.875	Mar-Sep	5,298.61	9,895.41	20140305	20170312
882806AT9	TEXAS TECH UNIV MUNI BND REV		2,263,420	2,221,180	2,000,000.00	2,219,727.61	1,452.39		(7,144.78	)	—	—	5	Feb-Aug	37,777.78	50,000	20140930	20240215
882806EL2	TEXAS TECH UNIV MUNITAX BND REV		5,000,000	4,993,250	5,000,000.00	5,000,000	(6,750	)	(36,995.51	)	—	—	1.804	Feb-Aug	20,545.56	20,545.56	20150318	20190215
883556AY8	THERMO FISHER SCIENTIFIC INC CORP BND		516,180	506,970	500,000.00	507,643.86	(673.86	)	(2,613.46	)	—	—	3.2	Mar-Sep	5,333.33	8,000	20140930	20160301
883556BA9	THERMO FISHER SCIENTIFIC CORP BND		1,158,759	1,164,204.8	1,150,000.00	1,155,691.24	8,513.56		300.78		—	—	2.25	Feb-Aug	9,775.00	12,937.5	20110809	20160815
883556BB7	THERMO FISHER SCIENTIFIC INC SENIOR CORP BND		2,001,260	1,995,331.42	2,000,000.00	2,000,994.23	(5,662.81	)	(1,706.24	)	—	—	1.85	Jan-Jul	17,061.11	30,211.52	20140930	20180115
883556BE1	THERMO FISHER SCIENTIFIC INC SENIOR CORP BND		8,842,569.1	8,786,386.74	8,810,000.00	8,839,671.78	(53,285.04	)	(100,560.07	)	—	—	2.4	Feb-Aug	88,100.00	87,400	20141216	20190201
88428LAA0	THIRD POINT RE USA HOLDINGS IN SENIOR CORP BND		12,000,000	12,000,000	12,000,000.00	12,000,000	—		(491.07	)	—	—	7	Feb-Aug	322,000.01	322,000.01	20150210	20250213
88579YAD3	3M CO CORP BND	1	5,032,167	5,121,236.8	5,075,000.00	5,064,031.23	57,205.57		1,055.11		—	—	1.375	Mar-Sep	17,832.99	34,890.63	20110926	20160929
88732JAL2	TIME WARNER CABLE INC CORP BND		1,304,897	1,231,112.93	1,100,000.00	1,253,025.64	(21,912.71	)	(17,794.71	)	—	—	6.75	Jan-Jul	37,125.00	42,562.5	20140605	20180701
891145RB2	TORONTO-DOMINION BANK/THE CORP BND 144A		5,065,250	5,048,949.8	5,000,000.00	5,040,304.95	8,644.85		(1,620.62	)	—	—	1.625	Mar-Sep	24,149.30	40,625	20140930	20160914
891145TN4	TORONTO-DOMINION BANK/THE SECURED LOCAL BND 144A		5,138,450	5,149,266.16	5,100,000.00	5,127,285.23	21,980.93		(27,653.86	)	—	—	1.5	Mar-Sep	22,950.00	38,250	20120305	20170313
89114QAG3	TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN		2,938,030.2	2,920,176.23	2,940,000.00	2,938,868	(18,691.77	)	290.55		—	—	1.4	Apr-Oct	6,974.33	20,580	20130423	20180430
89114QAV0	TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN	1	4,200,834	4,195,047.36	4,200,000.00	4,201,160.21	(6,112.85	)	(2,683.24	)	—	—	2.25	May-Nov	14,700.00	43,850	20141030	20191105
89152UAA0	TOTAL CAPITAL S.A. CORP BND	1	5,126,400	5,031,850.5	5,000,000.00	5,031,989.25	(138.75	)	(62,065.79	)	—	—	3.125	Apr-Oct	38,628.47	78,125	20140930	20151002
89153VAA7	TOTAL CAPITAL INTERNATIONAL SA CORP BND		3,310,503	3,349,687.63	3,325,000.00	3,320,148.82	29,538.81		593.21		—	—	1.5	Feb-Aug	18,564.59	29,562.5	20120214	20170217
89153VAC3	TOTAL CAPITAL INTERNATIONAL SA CORP BND		4,092,333	4,129,079.01	4,100,000.00	4,096,872.93	32,206.08		(46,935.81	)	—	—	1.55	Jun-Dec	529.59	42,431.26	20120621	20170628

89153VAD1	TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND		2,173,434	2,178,001.5	2,175,000.00	2,174,730.56	3,270.94		(5,494.52	)	—	—	0.75	Jan-Jul	7,068.75	8,156.25	20120918	20160125
89153VAF6	TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND		99,726	100,233.83	100,000.00	99,897.04	336.79		(789.57	)	—	—	1	Feb-Aug	386.11	997.22	20130805	20160812
89153VAJ8	TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND		399,120	400,068.72	400,000.00	399,547.06	521.66		84.88		—	—	1	Jan-Jul	1,877.78	1,977.78	20140108	20170110
89153VAK5	TOTAL CAPITAL INTERNATIONAL SA TOTAL CAPITAL INTERNATIONAL SA		1,998,760	2,011,976.02	2,000,000.00	1,998,993.37	12,982.65		(1,253.45	)	—	—	2.125	Jan-Jul	20,187.50	21,250	20140930	20190110
89190AAD2	TAOT_14-C ABS _14-C-A4		2,499,252.75	2,507,739.83	2,500,000.00	2,499,404.12	8,335.71		39.96		—	—	1.44	Monthly	1,600.00	18,000	20141007	20200415
89231RAD6	TAOT_14-B SENIOR ABS _14-B-A4		9,998,335	10,030,794.5	10,000,000.00	9,998,818.95	31,975.55		(44,553.81	)	—	—	1.31	Monthly	5,822.22	65,500.02	20140610	20190916
89233P5E2	TOYOTA MOTOR CREDIT CORP CORP BND MTN		2,595,875	2,537,767.5	2,500,000.00	2,534,037.43	3,730.07		(12,376.88	)	—	—	2	Mar-Sep	14,722.22	33,555.55	20130405	20160915
89233P6D3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN		5,067,400	5,052,332.3	5,000,000.00	5,048,439.71	3,892.59		763.61		—	—	1.75	May-Nov	9,479.17	45,344.44	20140205	20170522
89236PAD5	TAOT_12-A ABS 12-A		586,417.84	587,083.52	586,473.61	586,461.77	621.75		24.03		—	—	0.99	Monthly	258.05	3,581.36	20120411	20170815
89236RAC3	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A3		1,880,230.34	1,880,357.5	1,880,244.81	1,880,231.68	125.82		76.81		—	—	0.55	Monthly	459.61	7,435.75	20130409	20170117
89236RAD1	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A4		2,805,309.38	2,807,072.12	2,810,000.00	2,806,373.44	698.68		(668.12	)	—	—	0.69	Monthly	861.73	6,637.27	20130409	20181115
89236TAL9	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND	2	3,598,524	3,606,192	3,600,000.00	3,599,564.53	6,627.47		502.10		—	—	0.8	May-Nov	3,520.00	14,742.22	20130514	20160517
89236TBD6	TOYOTA MOTOR CREDIT CORP CORP BND		2,991,000	3,000,069	3,000,000.00	2,994,552.89	5,516.11		157.34		—	—	0.75	M-J-S-D	1,625.00	11,250	20140509	20170305
89236TBH7	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN		1,499,205	1,498,509.06	1,500,000.00	1,499,500.02	(990.96	)	458.84		—	—	1.125	May-Nov	2,109.38	8,437.5	20140513	20170516
89236TCA1	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN		5,527,417.05	5,535,738.97	5,535,000.00	5,528,582.04	7,156.93		1,393.37		—	—	1.45	Jan-Jul	37,676.42	37,676.42	20150107	20180112
89236TCF0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND	1	1,119,160	1,114,110.24	1,120,000.00	1,119,208.25	(5,098.01	)	17.54		—	—	2.15	Mar-Sep	7,290.89	7,290.89	20150309	20200312
89236VAC4	TAOT_13-B ABS 13-B A3	1	614,098.99	615,221.44	614,128.28	614,116.29	1,105.15		5,160.63		—	—	0.89	Monthly	242.92	3,242.82	20130911	20170717
89236VAD2	TAOT_13-B SENIOR ABS_13-B A4		629,492.19	629,536.81	625,000.00	628,813.51	723.3		8,570.89		—	—	1.46	Monthly	405.56	2,585.41	20150316	20190115
89267XAF5	TRADEWYND RE LTD CORP BND 144A		500,000	490,975	500,000.00	500,000	(9,025	)	—		—	—	0.750011	J-A-J-O	947.93	7,199.02	20141205	20180108
89267XAG3	TRADEWYND RE LTD CORP BND 144A		500,000	494,455	500,000.00	500,000	(5,545	)	—		—	—	6.75	J-A-J-O	8,531.25	16,966.14	20141205	20160108
89267XAH1	TRADEWYND RE LTD CORP BND 144A		9,250,000	9,260,915	9,250,000.00	9,250,000	10,915		—		—	—	7.0375	J-A-J-O	164,550.43	567,397.52	20141205	20180108
89289YAB6	TRAMLINE RE II LTD CORP BND 144A	1	1,000,000	1,006,140	1,000,000.00	1,000,000	6,140		—		—	—	9.775349	J-A-J-O	24,709.91	49,099.24	20141204	20190104
893526DK6	TRANSCANADA PIPELINES LIMITED CORP BND		1,071,740	1,052,057.04	1,000,000.00	1,069,078.85	(17,021.81	)	(1,538.11	)	—	—	3.8	Apr-Oct	9,500.00	8,233.33	20150408	20201001
89352HAN9	TRANSCANADA PIPELINES LIMITED SENIOR CORP BND		573,183	577,558.31	575,000.00	573,460.46	4,097.85		(1,182.69	)	—	—	1.875	Jan-Jul	5,061.20	5,061.2	20150107	20180112
89356BAA6	TRANSCANADA TRUST CAPSEC CORP BND		1,075,000	1,088,437.5	1,075,000.00	1,075,000	13,437.5		—		—	—	5.625	May-Nov	6,886.72	6,886.72	20150513	20750520
89837LAA3	PRINCETON UNIVERSITY MUNI BND REV		1,525,670.4	1,487,664.59	1,340,000.00	1,497,160.43	(9,495.84	)	(49,763.99	)	—	—	4.95	Mar-Sep	22,110.00	33,165	20141017	20190301
89837RAA0	TRUSTEES OF DARTMOUTH COLLEGE MUNITAX BND REV		566,110	552,969.17	500,000.00	560,084.33	(7,115.16	)	566.75		—	—	4.75	Jun-Dec	1,979.17	9,697.92	20150130	20190601
898711Q33	TUCSON ARIZ CTFS PARTN MUNITAX BND GO		506,550	506,380	500,000.00	504,792.17	1,587.83		(10,659.63	)	—	—	2.139	Jan-Jul	5,347.50	5,347.5	20140930	20170701
902133AQ0	TYCO ELECTRONICS GROUP SA SENIOR CORP BND		1,634,149.8	1,626,882.75	1,635,000.00	1,634,298.88	(7,416.13	)	(132,552.85	)	—	—	2.35	Feb-Aug	16,009.38	19,211.25	20140728	20190801
90261XHH8	UBS AG (STAMFORD BRANCH) SENIOR CORP BND MTN		3,967,644.3	3,929,834.24	3,945,000.00	3,966,244.31	(36,410.07	)	114.35		—	—	1.8	Mar-Sep	18,738.75	13,215.75	20150421	20180326
90261XHK1	UBS AG (STAMFORD BRANCH) SENIOR CORP BND MTN		831,893.8	825,432.27	835,000.00	831,947.06	(6,514.79	)	148.57		—	—	2.35	Mar-Sep	5,178.16	1,635.21	20150527	20200326
90261XHL9	UBS AG (STAMFORD BRANCH) SENIOR CORP BND MTN		12,987,780	12,959,938.29	13,000,000.00	12,988,275.51	(28,337.22	)	1,989.82		—	—	1.375	Jun-Dec	14,895.84	14,895.84	20150527	20170601
90261XHM7	UBS AG (STAMFORD BRANCH) SENIOR CORP BND MTN		1,500,000	1,496,025.02	1,500,000.00	1,500,000	(3,974.98	)	132.16		—	—	0.84275	M-J-S-D	1,053.44	1,053.44	20150527	20170601
90264AAA7	UBS PD FD TST IV CORP BND		5,206,250	5,100,000	5,000,000.00	5,206,250	(106,250	)	—		—	—	6.243	May-Nov	39,885.83	156,075	20141110

90270YBD0	UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2		1,368,685.5	1,371,795.23	1,355,000.00	1,366,682.52	5,112.71		(2,030.71	)	—	—	2.1365	Monthly	2,412.46	14,474.76	20140923	20460310
90323WAA8	URSA RE LTD CORP BND 144A		1,250,000	1,239,987.5	1,250,000.00	1,250,000	(10,012.5	)	—		—	—	3.5025	M-J-S-D	3,598.63	21,572.98	20141114	20171207
90323WAB6	URSA RE LTD CORP BND 144A		1,250,000	1,252,250	1,250,000.00	1,250,000	2,250		—		—	—	5.0025	M-J-S-D	5,139.73	36,138.54	20141114	20171207
90331HMC4	US BANK NA/CINCINNATI OH SENIOR CORP BND		5,749,137.5	5,755,232.68	5,750,000.00	5,749,542.23	5,690.45		408.70		—	—	1.1	Jan-Jul	26,529.86	33,840.28	20140127	20170130
90331HMH3	US BANK NA/CINCINNATI OH SENIOR CORP BND		3,997,760	4,003,012.08	4,000,000.00	3,998,351.76	4,660.32		—		—	—	1.375	Mar-Sep	16,805.56	27,500	20140908	20170911
90331HMJ9	US BANK NA/CINCINNATI OH SENIOR CORP BND		4,000,000	3,997,000.12	4,000,000.00	4,000,000	(2,999.88	)	273.19		—	—	0.4855	M-J-S-D	1,078.89	9,530.04	20140908	20170911
90331HML4	US BANK NATIONAL ASSOCIATION SENIOR CORP BND		8,707,156.5	8,713,695.45	8,715,000.00	8,708,167.87	5,527.58		(16,100.82	)	—	—	2.125	Apr-Oct	32,408.91	106,468.42	20141023	20191028
90331HMQ3	US BANK NA/CINCINNATI OH SENIOR CORP BND		6,689,816	6,675,657.09	6,700,000.00	6,691,244.9	(15,587.81	)	3,695.45		—	—	1.35	Jan-Jul	38,692.50	38,692.5	20150122	20180126
903724AK8	AID-UKRAINE AGENCY BND		4,285,000	4,356,520.94	4,285,000.00	4,285,000	71,520.94		(6,199.47	)	—	—	1.844	May-Nov	9,876.93	39,507.7	20140514	20190516
904764AP2	UNILEVER CAPITAL CORP SENIOR CORP BND		3,088,000	3,104,535.6	3,125,000.00	3,109,301.52	(4,765.92	)	(29,374.41	)	—	—	0.85	Feb-Aug	10,993.92	19,845.14	20120730	20170802
904764AQ0	UNILEVER CAPITAL CORP SENIOR CORP BND		2,616,071.25	2,648,322.02	2,625,000.00	2,620,380.5	27,941.52		(4,381.67	)	—	—	2.2	Mar-Sep	18,447.92	28,875	20130903	20190306
907818DA3	UNION PACIFIC CORPORATION CORP BND		1,999,631.7	1,961,130.16	1,749,000.00	1,952,471.94	8,658.22		(3,188.56	)	—	—	5.7	Feb-Aug	37,661.80	49,846.5	20140930	20180815
907818EA2	UNION PACIFIC CORPORATION SENIOR CORP BND		1,006,336.49	983,575.29	1,000,000.00	1,005,782.87	(22,207.58	)	—		—	—	1.8	Feb-Aug	7,600.00	7,360.9		20200201
907818EE4	UNION PACIFIC CORPORATION SENIOR CORP BND		3,247,400	3,260,747.62	3,250,000.00	3,247,416.2	13,331.42		304.30		—	—	2.25	Jun-Dec	2,437.50	2,437.5	20150616	20200619
91159HHE3	US BANCORP SENIOR CORP BND MTN		4,993,800	5,032,684.35	5,000,000.00	4,995,777.83	36,906.52		120.55		—	—	1.95	May-Nov	12,458.33	48,750	20131104	20181115
912828A34	UNITED STATES TREASURY GOVT BND		986,480	1,002,439.96	1,000,000.00	988,858.11	13,581.85		(299.71	)	—	—	1.25	May-Nov	1,058.74	6,209.84	20140930	20181130
912828A42	UNITED STATES TREASURY GOVT BND		3,964,379.7	3,943,999.22	3,895,000.00	3,960,406.9	(16,407.68	)	(2,592.25	)	—	—	2	May-Nov	6,598.09	40,143.16		20201130
912828B90	UNITED STATES TREASURY GOVT BND		1,020,783.25	1,009,069.9	1,000,000.00	1,019,911.63	(10,841.73	)	2,659.13		—	—	2	Feb-Aug	6,684.78	8,586.96	20150326	20210228
912828C99	UNITED STATES TREASURY GOVT BND		5,080,199.41	5,111,758.13	5,000,000.00	5,131,684.58	(19,926.45	)	51,485.17		—	—	0.125	Apr-Oct	1,327.68	1,690.69	20150324	20190415
912828D49	UNITED STATES TREASURY GOVT BND		6,889,601.56	6,876,029.32	6,850,000.00	6,883,260.8	(7,231.48	)	(9,073.18	)	—	—	0.875	Feb-Aug	22,517.96	24,472.44	20150202	20170815
912828G38	UNITED STATES TREASURY GOVT BND		5,217,968.75	4,968,299.85	5,000,000.00	5,209,352.89	(241,053.04	)	(14,392.96	)	—	—	2.25	May-Nov	14,368.21	89,091.66	20150127	20241115
912828G53	UNITED STATES TREASURY GOVT BND		8,654,882.82	8,691,987.33	8,750,000.00	8,655,415.44	36,571.89		2,233.76		—	—	1.875	May-Nov	13,896.00	6,403.68	20150612	20211130
912828G87	UNITED STATES TREASURY GOVT BND	1	7,508,008.33	7,371,950.08	7,317,000.00	7,496,138.97	(124,188.89	)	(7,681.92	)	—	—	2.125	Jun-Dec	422.51	88,087.74		20211231
912828G95	UNITED STATES TREASURY GOVT BND		6,094,687.5	6,024,059.58	6,000,000.00	6,086,663.93	(62,604.35	)	(15,350.03	)	—	—	1.625	Jun-Dec	264.95	42,012.19	20150121	20191231
912828H37	UNITED STATES TREASURY GOVT BND		6,176,314.12	6,202,665.94	6,200,000.00	6,177,061.66	25,604.28		1,793.95		—	—	0.875	Jan-Jul	25,026.93	24,061.28	20150511	20180115
912828J27	UNITED STATES TREASURY GOVT BND		3,255,310.55	3,176,183.6	3,270,000.00	3,255,731.91	(79,548.31	)	2,114.96		—	—	2	Feb-Aug	24,570.17	96,309.1	20150226	20250215
912828J35	UNITED STATES TREASURY GOVT BND		399,313.17	399,735.99	400,000.00	399,408.33	327.66		2,664.68		—	—	0.5	Feb-Aug	668.48	781.93	20150323	20170228
912828J68	UNITED STATES TREASURY GOVT BND		1,800,495.21	1,803,888.05	1,800,000.00	1,800,456.97	3,431.08		3,138.21		—	—	1	Mar-Sep	5,282.61	6,089.67	20150317	20180315
912828K25	UNITED STATES TREASURY GOVT BND		28,297,382.82	28,346,384.72	28,500,000.00	28,307,443.2	38,941.52		4,601.00		—	—	0.75	Apr-Oct	44,969.26	34,764.35	20150507	20180415
912828K66	UNITED STATES TREASURY GOVT BND		65,802,643.65	65,889,120.66	66,000,000.00	65,812,284.61	76,836.05		(73,405.97	)	—	—	0.5	Apr-Oct	55,597.83	35,638.58	20150507	20170430
912828QF0	UNITED STATES TREASURY GOVT BND	1	5,864,093.28	5,679,464	5,600,000.00	5,671,699.45	7,764.55		1,324.35		—	—	2	Apr-Oct	18,869.57	67,286.31	20130201	20160430
912828QX1	UNITED STATES TREASURY GOVT BND		35,218,257.64	34,768,726.5	34,350,000.00	34,543,370.69	225,355.81		(1,807.61	)	—	—	1.5	Jan-Jul	214,924.72	350,784.84		20160731
912828RF9	UNITED STATES TREASURY GOVT BND	1	45,897,376.38	45,825,780	45,500,000.00	45,677,419.77	148,360.23		(80,355.79	)	—	—	1	Feb-Aug	152,078.81	248,238.87	20110921	20160831
912828RH5	UNITED STATES TREASURY GOVT BND		15,266,221.02	15,324,790.78	15,200,000.00	15,264,030.27	60,760.51		(1,569.34	)	—	—	1.375	Mar-Sep	52,535.51	71,744.15	20150520	20180930

912828RM4	UNITED STATES TREASURY GOVT BND		20,654,595.78	20,753,058	20,600,000.00	20,615,717.44	137,340.56		2,955.56		—	—	1	Apr-Oct	34,706.52	102,424.76		20161031
912828RP7	UNITED STATES TREASURY GOVT BND		4,029,080	4,080,639.97	4,000,000.00	4,023,871.54	56,768.43		53.05		—	—	1.75	Apr-Oct	11,793.49	34,804.55	20140930	20181031
912828RU6	UNITED STATES TREASURY GOVT BND	1	53,873,876.26	53,863,803	53,550,000.00	53,769,970.06	93,832.94		(4,270.78	)	—	—	0.875	May-Nov	39,686.99	137,850.28		20161130
912828SC5	UNITED STATES TREASURY GOVT BND		19,243,482.25	19,258,390.92	19,150,000.00	19,236,241.35	22,149.57		(27,038.99	)	—	—	0.875	Jan-Jul	69,894.86	21,403.09	20120213	20170131
912828SJ0	UNITED STATES TREASURY GOVT BND		3,003,642.86	3,016,739.97	3,000,000.00	3,001,790.44	14,949.53		(10,341.89	)	—	—	0.875	Feb-Aug	8,773.78	12,979.58	20130927	20170228
912828SM3	UNITED STATES TREASURY GOVT BND		23,321,081.4	23,378,173.68	23,200,000.00	23,291,834.33	86,339.35		34,581.35		—	—	1	Mar-Sep	58,316.93	141,187.94	20141125	20170331
912828SS0	UNITED STATES TREASURY GOVT BOND		11,585,839.31	11,558,419.54	11,500,000.00	11,538,399.17	20,020.37		1,586.47		—	—	0.875	Apr-Oct	16,953.13	50,031.51	20130313	20170430
912828TB6	UNITED STATES TREASURY GOVT BND		905,440.52	901,862.94	900,000.00	902,209.58	(346.64	)	12,764.14		—	—	0.75	Jun-Dec	18.34	3,374.69		20170630
912828TC4	UNITED STATES TREASURY GOVT BND		965,630	985,609.97	1,000,000.00	970,892.59	14,717.38		11,261.03		—	—	1	Jun-Dec	27.17	14,336.57	20140930	20190630
912828TD2	UNITED STATES TREASURY GOVT BND	1	1,997,194.2	1,999,980	2,000,000.00	1,999,953.61	26.39		1,571.00		—	—	0.25	Jan-Jul	2,306.63	2,496.85	20130311	20150715
912828TG5	UNITED STATES TREASURY GOVT BND		9,143,093.31	9,168,167.91	9,200,000.00	9,159,169.61	8,998.3		17,780.20		—	—	0.5	Jan-Jul	19,187.85	20,607.26	20120730	20170731
912828TH3	UNITED STATES TREASURY GOVT BND		2,786,270.5	2,839,825.09	2,900,000.00	2,803,036.41	36,788.68		19,733.62		—	—	0.875	Jan-Jul	10,584.59	14,357.54	20141003	20190731
912828TJ9	UNITED STATES TREASURY GOVT BND		2,779,552.48	2,714,264.11	2,800,000.00	2,780,267.31	(66,003.2	)	29,790.81		—	—	1.625	Feb-Aug	17,093.92	12,317.68	20150324	20220815
912828TM2	UNITED STATES TREASURY GOVT BND	1	2,630,893.65	2,645,335.92	2,650,000.00	2,639,512.44	5,823.48		21,116.13		—	—	0.625	Feb-Aug	5,535.84	13,280.06	20121224	20170831
912828TS9	UNITED STATES TREASURY GOVT BND		12,570,695.88	12,664,694	12,700,000.00	12,620,812.75	43,881.25		17,767.34		—	—	0.625	Mar-Sep	19,952.19	49,937.36	20131021	20170930
912828TW0	UNITED STATES TREASURY GOVT BND		22,792,725.54	22,981,369.77	23,000,000.00	22,843,727.07	137,642.7		(217.37	)	—	—	0.75	Apr-Oct	29,062.50	72,345.05	20150518	20171031
912828UA6	UNITED STATES TREASURY GOVT BND		20,647,856.64	20,809,085.42	20,900,000.00	20,696,633.28	112,452.14		3,838.72		—	—	0.625	May-Nov	11,063.87	64,892.85	20141114	20171130
912828UB4	UNITED STATES TREASURY GOVT BND		2,875,320	2,934,629.99	3,000,000.00	2,892,744.84	41,885.15		15,382.41		—	—	1	May-Nov	2,540.97	14,903.61	20140930	20191130
912828UE8	UNITED STATES TREASURY GOVT BND		15,383,548.69	15,437,822.4	15,470,000.00	15,395,096.08	42,726.32		29,513.06		—	—	0.75	Jun-Dec	315.28	55,287.99		20171231
912828UJ7	UNITED STATES TREASURY GOVT BND		24,919,963.88	25,005,752.5	25,000,000.00	24,921,884.73	83,867.77		8,756.68		—	—	0.875	Jan-Jul	91,246.55	35,115.87		20180131
912828UR9	UNITED STATES TREASURY GOVT BND		36,288,328.47	36,434,410.51	36,580,000.00	36,365,352.85	69,057.66		(9,721.50	)	—	—	0.75	Feb-Aug	91,698.51	177,869.59	20140516	20180228
912828UZ1	UNITED STATES TREASURY GOVT BND	1	13,823,468.23	13,771,981.28	13,900,000.00	13,825,590.38	(53,609.1	)	4,198.72		—	—	0.625	Apr-Oct	14,634.85	45,853.73	20130510	20180430
912828VG2	UNITED STATES TREASURY GOVT BND		1,351,037.43	1,352,807.87	1,350,000.00	1,350,551.1	2,256.77		58.62		—	—	0.5	Jun-Dec	295.08	6,434.65		20160615
912828VK3	UNITED STATES TREASURY GOVT BND		373,527.18	374,018.2	370,000.00	373,422.72	595.48		(782.00	)	—	—	1.375	Jun-Dec	13.82	5,188.68		20180630
912828VQ0	UNITED STATES TREASURY GOVT BND		11,356,226.91	11,438,742.86	11,325,600.00	11,348,027.3	90,715.56		(17,020.82	)	—	—	1.375	Jan-Jul	64,957.95	83,086.39		20180731
912828VW7	UNITED STATES TREASURY GOVT BND		3,022,265.4	3,017,190.3	3,000,000.00	3,009,162.56	8,027.74		731.04		—	—	0.875	Mar-Sep	7,703.80	12,997.31	20131001	20160915
912828WA4	UNITED STATES TREASURY GOVT BND		11,751,855.68	11,781,490	11,750,000.00	11,751,331.18	30,158.82		534.46		—	—	0.625	Apr-Oct	15,449.97	103,780.01	20141219	20161015
912828WB2	UNITED STATES TREASURY GOVT BND		3,543,091.17	3,547,986.11	3,546,000.00	3,545,512.09	2,474.02		(33,810.54	)	—	—	0.25	Apr-Oct	1,493.56	4,407.75	20131106	20151031
912828WD8	UNITED STATES TREASURY GOVT BND		25,480,165.24	25,485,595.46	25,400,000.00	25,486,098.49	(503.03	)	(46,883.69	)	—	—	1.25	Apr-Oct	53,491.85	86,364.78	20131108	20181031
912828WF3	UNITED STATES TREASURY GOVT BND		15,664,881.37	15,687,558.45	15,650,000.00	15,660,227.74	27,330.71		(18,945.77	)	—	—	0.625	May-Nov	12,492.36	53,883.7	20141114	20161115
912828WN6	UNITED STATES TREASURY GOVT BND		1,313,205.73	1,308,307	1,300,000.00	1,312,490.11	(4,183.11	)	9,804.18		—	—	2	May-Nov	2,318.92	21,954.12	20150217	20210531
912828WQ9	UNITED STATES TREASURY GOVT BND		3,206,005.37	3,205,760.32	3,200,000.00	3,205,490.42	269.9		(458.03	)	—	—	0.5	Jun-Dec	43.48	2,192.65	20150527	20160630
912828WR7	UNITED STATES TREASURY GOVT BND		1,258,205.63	1,265,562.44	1,250,000.00	1,258,134.94	7,427.5		6,156.97		—	—	2.125	Jun-Dec	72.18	1,613.1	20150608	20210630
912828WW6	UNITED STATES TREASURY GOVT BND	1	7,025,714.88	7,061,389.93	7,000,000.00	7,025,351.62	36,038.31		9,071.80		—	—	1.625	Jan-Jul	47,448.20	9,112.56	20150605	20190731

913017BQ1	UNITED TECHNOLOGIES CORPORATN CORP BND		1,286,397.8	1,272,081.6	1,115,000.00	1,280,374.92	(8,293.32	)	477.52		—	—	6.125	Feb-Aug	28,455.73	9,295.54	20150507	20190201
913017BU2	UNITED TECHNOLOGIES CORPORATN SENIOR CORP BND		9,706,645.1	9,856,841.92	9,715,000.00	9,711,705.85	145,136.07		(3,541.42	)	—	—	1.8	Jun-Dec	14,572.50	87,435	20120524	20170601
913017BZ1	UNITED TECHNOLOGIES CORPORATN JR SUB CORP BND		3,312,375	3,301,259.35	3,300,000.00	3,311,725.33	(10,465.98	)	(85.82	)	—	—	1.778	Feb-Aug	9,716.30	9,290.05	20150429	20180504
91412GTA3	UNIVERSITY CALIFORNIA MUNITAX BND REV		2,082,058.5	2,073,696.9	2,010,000.00	2,075,713.39	(2,016.49	)	—		—	—	2.566	May-Nov	6,590.35	20,057.58	20150206	20190515
91412GUW3	UNIVERSITY CALIFORNIA MUNITAX BND REV		2,600,000	2,652,702	2,600,000.00	2,600,000	52,702		—		—	—	2.364	May-Nov	7,853.73	30,732	20140404	20190515
914353ZH3	UNIVERSITY ILL MUNI BND REV		5,689,300	5,547,250	5,000,000.00	5,635,404.28	(88,154.28	)	(375,128.16	)	—	—	5	Apr-Oct	62,500.00	125,000	20140930	20280401
914440LQ3	UNIVERSITY MASS BLDG AUTH MUNITAX BND REV		995,610	1,001,490	1,000,000.00	996,401.76	5,088.24		—		—	—	1.333	May-Nov	2,221.67	6,665	20140930	20181101
914682AM1	UNIVERSITY N MEX UNIV REVS MUNITAX BND REV		1,264,462.7	1,274,816.45	1,255,000.00	1,255,000	19,816.45		(30,161.73	)	—	—	7.8	Jun-Dec	271.92	56,701.67	20140930	20200630
914713G63	UNIVERSITY N C CHAPEL HILL MUNITAX BND REV		1,000,000	1,007,970	1,000,000.00	1,000,000	7,970		(3,353.80	)	—	—	1.225	Jun-Dec	1,020.83	6,125	20120628	20161201
914713J94	UNIVERSITY N C CHAPEL HILL MUNITAX BND REV		1,000,000	1,001,400	1,000,000.00	1,000,000	1,400		—		—	—	0.759	Jun-Dec	632.50	3,795	20140925	20161201
914713K27	UNIVERSITY N C CHAPEL HILL MUNITAX BND REV	1	500,000	505,695	500,000.00	500,000	5,695		198.36		—	—	1.317	Jun-Dec	548.75	3,292.5	20140925	20171201
91802RAT6	UTILITY DEBT SECURITIZATION AU MUNITAX BND REV		1,986,780	2,013,820	2,000,000.00	1,988,273.44	25,546.56		(145,488.17	)	—	—	2.042	Jun-Dec	1,815.11	20,420	20140930	20210615
91830XAE2	VOYA_12-3AR ABS 12-3AR CR 144A		4,000,000	4,000,084	4,000,000.00	4,000,000	84		—		—	—	3.21455	J-A-J-O	27,502.26	27,502.26	20150324	20221015
922764AA3	VENTERRA RE LTD CORP BND 144A		7,500,000	7,496,925	7,500,000.00	7,500,000	(3,075	)	—		—	—	3.75	M-J-S-D	781.25	141,620.65	20131220	20170109
92328CAN5	VENTR_12-11A MEZZANIN ABS 12-11A CR 144A		1,000,000	997,439	1,000,000.00	1,000,000	(2,561	)	2,518.75		—	—	3.22725	F-M-A-N	4,303.00	4,303	20150423	20221114
92329JAE9	VENTR_12-12A ABS_ 12-12A C1		1,165,800	1,191,157.2	1,200,000.00	1,169,520.45	21,636.75		(67.62	)	—	—	3.13585	F-M-A-N	3,553.96	18,748.8	20141002	20240228
92329JAF6	VENT_12-12A MEZZANIN ABS_12-12A C2 144A		1,000,937.5	1,002,575	1,000,000.00	1,000,869.88	1,705.12		1,301.79		—	—	3.78585	F-M-A-N	3,575.53	17,648.57	20150108	20240228
92343VBD5	VERIZON COMMUNICATIONS INC CORP BND		4,800,422.96	4,769,779.32	4,710,000.00	4,761,851.21	7,928.11		(1,662.26	)	—	—	2	May-Nov	15,700.01	55,433.34	20130411	20161101
92343VBF0	VERIZON COMMUNICATIONS INC SENIOR CORP BND		2,245,230	2,219,813.17	2,250,000.00	2,247,731.67	(27,918.5	)	616.64		—	—	1.1	May-Nov	4,125.01	12,375	20121102	20171101
92343VBQ6	VERIZON COMMUNICATIONS INC SENIOR CORP BND		1,669,099.99	1,686,526.62	1,564,000.00	1,652,599.36	33,927.26		(175.43	)	—	—	4.5	Mar-Sep	20,723.00	35,190	20140602	20200915
92343VCH5	VERIZON COMMUNICATIONS INC SENIOR CORP BND		9,502,904.87	9,415,720.4	9,450,000.00	9,500,087.52	(84,367.12	)	512.04		—	—	2.625	Feb-Aug	89,578.12	71,403.64	20150316	20200221
92553PAJ1	VIACOM INC CORP BND		4,077,640	4,056,277.16	4,000,000.00	4,077,406.09	(21,128.93	)	(6,821.99	)	—	—	3.875	Jun-Dec	6,888.89	3,444.45	20150618	20211215
92553PAY8	VIACOM INC SENIOR CORP BND		999,860	996,734.7	1,000,000.00	999,877.02	(3,142.32	)	(2,492.96	)	—	—	2.75	Jun-Dec	1,222.22	13,749.99	20141203	20191215
927781GU2	VIRGINIA COLLEGE BLDG AUTH VA MUNI BND REV		6,594,258.3	6,474,308.75	6,055,000.00	6,457,579.34	16,729.41		(25,740.18	)	—	—	4.5	Mar-Sep	90,825.00	136,237.5	20140930	20270901
927804FF6	VIRGINIA ELECTRIC AND POWER CO CORP BND		1,122,560	1,101,086.58	1,000,000.00	1,114,098.5	(13,011.92	)	(3,511.56	)	—	—	5.4	Apr-Oct	9,150.00	11,550	20150409	20180430
927804FM1	VIRGINIA ELECTRIC AND POWER CO SENIOR CORP BND		4,008,660	3,962,849.44	4,000,000.00	4,004,532.13	(41,682.69	)	(19,400.70	)	—	—	1.2	Jan-Jul	22,133.33	24,000		20180115
928077HH2	VIRGINIA PORT AUTH PORT FAC RE MUNITAX BND REV		1,405,000	1,410,830.75	1,405,000.00	1,405,000	5,830.75		(17,117.73	)	—	—	1.662	Jan-Jul	6,616.15	6,616.15	20150305	20180701
928077HJ8	VIRGINIA PORT AUTH PORT FAC RE MUNITAX BND REV		1,500,000	1,502,760	1,500,000.00	1,500,000	2,760		(3,403.02	)	—	—	2.098	Jan-Jul	8,916.50	8,916.5	20150305	20190701
928077HK5	VIRGINIA PORT AUTH PORT FAC RE MUNITAX BND REV		2,010,000	2,014,060.2	2,010,000.00	2,010,000	4,060.2		(88,022.80	)	—	—	2.348	Jan-Jul	13,371.85	13,371.85	20150305	20200701
92812QWJ2	VIRGINIA ST HSG DEV AUTH MUNITAX BND REV		3,439,440	3,344,010	3,000,000.00	3,342,668.04	1,341.96		(1,027.62	)	—	—	6.32	May-Nov	31,600.00	94,800	20140930	20191101
92857WAY6	VODAFONE GROUP PLC SENIOR CORP BND	1	2,110,458.47	2,082,951.34	2,117,000.00	2,114,021.61	(31,070.27	)	(524.74	)	—	—	1.25	Mar-Sep	6,983.16	34,759.03	20120919	20170926
928667AD6	VWMT_14-1A ABS_14-1A-A2 144A		3,819,901.45	3,833,713.83	3,820,000.00	3,819,929.79	13,784.04		44.96		—	—	1.4	Monthly	1,634.11	26,740.02	20140812	20190722
928668AM4	VOLKSWAGEN GROUP OF AMERICA FI SENIOR CORP BND 144A		529,231.5	526,882.12	530,000.00	529,247.32	(2,365.2	)	8.20		—	—	2.4	May-Nov	1,378.00	1,378	20150519	20200522
928670AW8	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A		5,347,646	5,359,968.66	5,350,000.00	5,348,904.62	11,064.04		—		—	—	1.125	May-Nov	7,189.07	30,093.75	20131113	20161118

928670AX6	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A		1,004,140	1,004,241.71	1,000,000.00	1,003,420.58	821.13		(1,079.59	)	—	—	2.125	May-Nov	2,420.14	10,625	20140930	20181120
92867MAC4	VALET_13-1 ABS 13-1		3,417,538.8	3,413,631.88	3,417,733.27	3,417,668.93	(4,037.05	)	(23,647.44	)	—	—	0.56	Monthly	584.81	12,652.68	20130221	20170821
92867PAC7	VALET_13-2 ABS_13-2 A3		924,786.61	924,130.49	925,000.00	924,914.45	(783.96	)	2,093.86		—	—	0.7	Monthly	197.85	12,216.15	20131106	20180420
92867PAD5	VALET_13-2 ABS_13-2 A4		1,779,686.54	1,780,984.58	1,780,000.00	1,779,805.98	1,178.6		1,492.79		—	—	1.16	Monthly	630.90	26,225.61	20131106	20200320
92867TAD7	VOLKSWAGEN AUTO LOAN ENHANCED ABS _14-2-A4		4,299,269	4,291,110.44	4,300,000.00	4,299,397.32	(8,286.88	)	65.76		—	—	1.39	Monthly	1,826.31	29,884.98	20141015	20210520
928904FR7	VOLUSIA CNTY FLA HSG FIN AUTH MUNITAX BND REV		541,571.4	541,663.2	540,000.00	540,000	1,663.2		(82,378.77	)	—	—	7.45	Jun-Dec	3,352.50	20,115	20140930	20211201
92890KAX3	WFRBS_14-C22 SENIOR CMBS_14-C22-A2		2,059,998.01	2,067,380.06	2,000,000.00	2,051,984.57	15,395.49		(35,245.21	)	—	—	2.976	Monthly	4,960.00	29,760	20140905	20570915
9292274U7	WAMU_03-S4 WAMU_03-S4	2	557,428.91	569,667.6	549,559.23	557,350.61	12,316.99		(4,903.39	)	—	—	5.5	Monthly	2,518.81	16,075.58	20140930	20330625
92922F3N6	WAMU_05-A12 CMO_05-AR12 1A8		2,126,737.9	2,065,753.75	2,148,559.22	2,128,567.79	(62,814.04	)	(6,661.80	)	—	—	2.32456	Monthly	4,162.05	25,663.74	20080110	20351025
92930RAB8	WFRBS_12-C9 SENIOR CMBS 12-C9		1,436,021.48	1,435,046.28	1,425,000.00	1,433,082.51	1,963.77		(1,774.85	)	—	—	1.829	Monthly	2,171.94	13,031.64	20141009	20451115
92937EAB0	WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SENIOR CMBS 13-C11 A2		1,470,037.5	1,474,862.77	1,460,000.00	1,467,302.88	7,559.89		(219,362.34	)	—	—	2.029	Monthly	2,468.62	14,811.72	20140918	20450315
92938EAF0	WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A2		6,303,750	6,249,000.12	6,000,000.00	6,234,734.24	14,265.88		(102,365.20	)	—	—	3.223	Monthly	16,115.00	96,690	20140721	20460915
92938GAB4	WFRBS_13-C17 SENIOR CMBS_13-C17 A2		7,276,171.88	7,230,719.87	7,000,000.00	7,228,862.57	1,857.3		(183,159.53	)	—	—	2.921	Monthly	17,039.16	102,234.96	20141024	20461215
92939FAR0	WFRBS_14-C21 PRELCF SENIOR CMBS_14-C21 A2	2	1,043,750	1,032,399.98	1,000,000.00	1,041,861.67	(9,461.69	)	(11,138.31	)	—	—	2.917	Monthly	2,430.83	6,563.24	20150407	20470815
92939LAB2	WFRBS_14-C25 PRELCF SENIOR CMBS _14-C25-A2		5,664,840.5	5,670,159	5,500,000.00	5,649,871.49	20,287.51		(101,769.24	)	—	—	2.932	Monthly	13,438.33	80,629.98	20141118	20471115
92978PAF6	WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A		12,644,093.57	12,058,150.94	11,500,821.04	12,070,701.14	(12,550.2	)	(914,468.35	)	—	—	5.297	Monthly	50,766.54	304,890.84		20481115
931142DE0	WAL-MART STORES INC SENIOR CORP BND		4,351,907.95	4,358,309.8	4,355,000.00	4,354,192.06	4,117.74		144.22		—	—	0.6	Apr-Oct	5,806.67	13,065	20130404	20160411
931142DF7	WAL-MART STORES INC SENIOR CORP BND		2,489,530	2,487,782.48	2,500,000.00	2,492,132.98	(4,350.5	)	(5,914.21	)	—	—	1.125	Apr-Oct	6,250.00	41,875	20130404	20180411
931427AE8	WALGREENS BOOTS ALLIANCE INC SENIOR CORP BND	1	1,497,945	1,503,522.95	1,500,000.00	1,498,360.79	5,162.16		(1,418.11	)	—	—	1.75	May-Nov	3,208.33	14,755.4	20141106	20171117
931427AF5	WALGREENS BOOTS ALLIANCE INC SENIOR CORP BND		1,994,540	1,974,060.06	2,000,000.00	1,994,974.31	(20,914.25	)	199.00		—	—	3.3	May-Nov	7,883.33	44,275	20141106	20211118
932117JZ8	WALL TWP N J SCH DIST MUNITAX BND GO	1	382,363.6	381,094.4	380,000.00	381,379.72	(285.32	)	(312.96	)	—	—	1.866	Jan-Jul	3,269.65	3,545.4	20140930	20160715
932117KA1	WALL TWP N J SCH DIST MUNITAX BND GO		391,778.4	392,609.1	390,000.00	391,311.62	1,297.48		1,800.40		—	—	2.116	Jan-Jul	3,805.27	4,126.2	20140930	20170715
93730PAG1	WASHINGTON BIOMEDICAL RESEARCH MUNITAX BND REV		1,281,226.5	1,277,776.5	1,150,000.00	1,261,427.18	16,349.32		(118,754.78	)	—	—	4.881	Jan-Jul	28,065.75	28,065.75	20140930	20190701
93934FEN8	WMALT_05-5 CMO 05-9-2A2		2,269,798.94	2,443,842.06	2,477,270.35	2,293,905.17	149,936.89		2,991.21		—	—	5.5	Monthly	11,354.16	71,649.61	20071217	20351125
939720LK2	WASHINGTON STATE MUNITAX BND REV		2,685,609	2,678,643	2,700,000.00	2,686,374.11	(7,731.11	)	(142,351.97	)	—	—	1.15	Jan-Jul	15,525.00	5,261.25	20150429	20180701
939720LL0	WASHINGTON STATE MUNITAX BND REV		587,188.8	594,920.7	605,000.00	589,897.99	5,022.71		(50,000.95	)	—	—	1.45	Jan-Jul	4,386.25	4,386.25	20140930	20190701
93974CQX1	WASHINGTON STATE MUNITAX BND GO		4,875,697.2	4,819,353.6	4,440,000.00	4,844,548.55	(25,194.95	)	(96,971.73	)	—	—	4.019	Feb-Aug	74,351.50	58,489.85	20150226	20190801
94106LBA6	WASTE MANAGEMENT INC SENIOR CORP BND		2,140,841	2,081,854.05	2,150,000.00	2,141,114.19	(59,260.14	)	(1,709.74	)	—	—	3.125	Mar-Sep	23,328.99	23,328.99	20150218	20250301
942683AG8	ALLERGAN PLC SENIOR CORP BND	1	248,442.5	249,594.1	250,000.00	248,823.56	770.54		(36,224.47	)	—	—	1.875	Apr-Oct	1,171.88	2,343.75	20140930	20171001
949746PM7	WELLS FARGO & COMPANY CORP BND		6,615,000	6,495,000	6,000,000.00	6,499,690.53	(4,690.53	)	(102,465.57	)	—	—	7.98	Mar-Sep	140,980.00	239,400	20141022	20491231
949746RE3	WELLS FARGO & COMPANY SUB CORP BND		3,579,452	3,571,250.32	3,400,000.00	3,567,290.55	3,959.77		(368,162.26	)	—	—	4.48	Jan-Jul	69,813.33	76,160	20140930	20240116
949746RG8	WELLS FARGO & COMPANY CAPSEC CORP BND		3,543,750	3,500,000	3,500,000.00	3,543,750	(43,750	)	(2,026.19	)	—	—	5.9	Jun-Dec	9,177.78	103,250	20141211
949746RN3	WELLS FARGO & COMPANY CAPSEC CORP BND		6,452,500	6,456,600	6,330,000.00	6,452,500	4,100		(4,911.51	)	—	—	5.875	Jun-Dec	16,528.34	127,776.33	20150115
94974BFE5	WELLS FARGO & COMPANY SENIOR CORP BND		1,072,893	1,075,000	1,075,000.00	1,075,000	—		(123,491.07	)	—	—	1.5	Jan-Jul	8,062.50	24,152.09	20120620	20150701

94974BFG0	WELLS FARGO & COMPANY SENIOR CORP BND		498,860	499,445.84	500,000.00	499,268.1	177.74		153.52		—	—	1.5	Jan-Jul	3,437.50	3,750	20140110	20180116
94974BFJ4	WELLS FARGO & COMPANY SRSUB CORP BND MTN		1,972,740	1,986,150.06	2,000,000.00	1,974,907.86	11,242.2		—		—	—	3.45	Feb-Aug	26,450.00	34,500	20140929	20230213
94974BFM7	WELLS FARGO & COMPANY SENIOR CORP BND		4,000,000	4,014,599.92	4,000,000.00	4,000,000	14,599.92		(77,723.33	)	—	—	0.8051	J-A-J-O	6,440.80	15,912.83	20130722	20160720
94974BFU9	WELLS FARGO & COMPANY SENIOR CORP BND		3,093,428	3,099,583.02	3,100,000.00	3,094,930.86	4,652.16		(2,285.44	)	—	—	2.125	Apr-Oct	12,626.04	32,937.51	20140414	20190422
94974BFY1	WELLS FARGO & COMPANY SUB CORP BND MTN		5,085,850	5,011,159.91	5,000,000.00	5,080,219.02	(69,059.11	)	(39,815.79	)	—	���	4.1	Jun-Dec	15,944.45	102,500	20140627	20260603
94974BGB0	WELLS FARGO & COMPANY SENIOR CORP BND		1,498,515	1,501,969.98	1,500,000.00	1,498,909.99	3,059.99		325.20		—	—	1.4	Mar-Sep	6,591.66	10,499.99	20140902	20170908
94974BGF1	WELLS FARGO & COMPANY SENIOR CORP BND MTN		1,024,948.75	1,014,891.24	1,025,000.00	1,024,957.88	(10,066.64	)	(8.36	)	—	—	2.15	Jan-Jul	9,121.08	7,162.19	20150227	20200130
94974BGH7	WELLS FARGO & COMPANY SENIOR CORP BND MTN		2,816,971	2,774,374.65	2,900,000.00	2,817,064.91	(42,690.26	)	2,044.76		—	—	3	Feb-Aug	31,900.00	9,758.33	20150623	20250219
949781AA6	WFMBS CMO 05-AR1 1A1	1	1,357,193.73	1,397,829.11	1,390,364.24	1,361,713.84	36,115.27		551.29		—	—	2.6172	Monthly	3,032.39	18,846.03		20350225
949797AA2	WFMBS WHOLE CMO 07-15 A1		123,892.13	121,865.43	123,113.06	123,796.28	(1,930.85	)	98.90		—	—	6	Monthly	615.57	3,866.2	20080117	20371125
94980RAC1	WFMBS_04-Z CMO 04-Z-2A1		101,553.73	102,936.27	102,450.14	101,674.45	1,261.82		(676.08	)	—	—	2.6148	Monthly	223.24	1,412.25	20080114	20341225
94981NAH8	WFMBS_05-AR4 CMO 05-AR4 2A2		947,123.23	992,171.04	974,492.77	952,165.74	40,005.3		(4,811.55	)	—	—	2.63219	Monthly	2,137.54	13,574.18	20060719	20350425
94982BAG5	WFMBS CMO 05-AR8 3A2		364,470.7	378,160.93	370,785.63	365,727.65	12,433.28		(7,912.26	)	—	—	2.696999	Monthly	833.34	5,125.41	20051215	20350625
94989DAW9	WFCM_15-C27 SENIOR SENIOR CMBS 15-C27 A5	1	3,089,817.01	3,019,530.03	3,000,000.00	3,087,250.17	(67,720.14	)	(489,543.91	)	—	—	3.451	Monthly	8,627.51	31,329.11	20150303	20480215
94989EAB3	WELLS_15-LC20 SENIOR CMBS 15-LC20 A2		875,480.45	865,470	850,000.00	874,233.8	(8,763.8	)	(5,715.28	)	—	—	2.678	Monthly	1,896.92	5,690.76	20150325	20500415
94989HAF7	WFCM_15-NXS1 PRELCF SENIOR CMBS 15-NXS1 A2		2,059,956	2,034,700.02	2,000,000.00	2,057,679.65	(22,979.63	)	(3,636.60	)	—	—	2.632	Monthly	4,386.67	9,065.79	20150420	20480515
95058XAB4	WEN_15-1A ABS_15-1A A2II 144A		2,500,000	2,483,587.5	2,500,000.00	2,500,000	(16,412.5	)	—		—	—	4.08	M-J-S-D	8,500.00	8,500	20150519	20450615
95168QAG5	WSTC_13-1A MEZZANIN ABS _13-1A-B 144A		479,500	491,522.5	500,000.00	481,115.65	10,406.85		6,438.04		—	—	3.1759	F-M-A-N	2,426.03	7,936.74	20141112	20251107
960895VY3	WESTMORELAND CNTY PA MUNITAX BND GO	1	244,617.8	245,879.55	245,000.00	244,707.95	1,171.6		492.20		—	—	1.442	Jun-Dec	294.41	1,766.45	20140930	20171201
960895VZ0	WESTMORELAND CNTY PA MUNITAX BND GO	2	575,742.8	581,856	580,000.00	576,490.71	5,365.29		(2,592.42	)	—	—	1.642	Jun-Dec	793.63	4,761.8	20140930	20181201
961214BZ5	WESTPAC BANKING CORP SENIOR CORP BND MTN		1,999,420	1,995,331.58	2,000,000.00	1,999,700.01	(4,368.43	)	(2,154.32	)	—	—	1.6	Jan-Jul	15,022.22	16,000	20130107	20180112
961214CH4	WESTPAC BANKING CORP SENIOR CORP BND	2	1,618,299	1,617,332.67	1,620,000.00	1,618,922.91	(1,590.24	)	322.60		—	—	1.2	May-Nov	2,268.00	9,720	20140514	20170519
961214CK7	WESTPAC BANKING CORP SENIOR CORP BND	2	2,249,865	2,250,598.75	2,250,000.00	2,249,890.73	708.02		(2,404.13	)	—	—	1.5	Jun-Dec	2,812.50	16,875	20141117	20171201
9698714J8	WILLIAMSON CNTY TENN MUNITAX BND GO	2	418,676	417,900	400,000.00	414,753.17	3,146.83		(21,282.14	)	—	—	2.95	Apr-Oct	2,950.00	5,900	20140930	20180401
97652QAC3	WIN_14-2 WHOLE CMO 14-2	2	2,906,254.68	2,896,174.89	2,866,835.69	2,901,375.76	(5,200.87	)	(111,241.97	)	—	—	3.5	Monthly	8,361.60	57,321.85	20141008	20440920
976656CF3	WISCONSIN ELECTRIC POWER COMPA SENIOR CORP BND		2,500,000	2,486,076.18	2,500,000.00	2,500,000	(13,923.82	)	838.81		—	—	1.7	Jun-Dec	1,888.89	21,250	20130610	20180615
976826BG1	WISCONSIN POWER AND LIGHT COMP SENIOR CORP BND	2	560,420	547,564.59	500,000.00	551,374.23	(3,809.64	)	383.77		—	—	5	Jan-Jul	11,527.78	12,500	20140930	20190715
977100AU0	WISCONSIN ST MUNITAX BND REV	2	2,243,300	2,208,360	2,000,000.00	2,198,253.68	10,106.32		(58,457.84	)	—	—	5.05	May-Nov	16,833.33	50,500	20141029	20180501
981464DG2	WFNMT_12-C ABS 12-C	2	3,188,784.29	3,222,451.87	3,190,000.00	3,189,336.88	33,114.99		(54,148.83	)	—	—	2.23	Monthly	3,161.65	35,568.48	20120713	20220815
981464DX5	WFNMT_13-B ABS 13-B	2	1,624,986.35	1,626,917.5	1,625,000.00	1,624,967.14	1,950.36		0.54		—	—	0.91	Monthly	657.22	9,537.95	20140625	20200316
981464EN6	WFNMT_14-C SENIOR ABS 14-C		719,834.4	722,433.58	720,000.00	719,863.64	2,569.94		(3,173.87	)	—	—	1.54	Monthly	492.80	5,544	20141103	20210815
982526AR6	WM WRIGLEY JR CO SENIOR CORP BND 144A	1	1,005,540	1,003,373.4	1,000,000.00	1,002,454.01	919.39		(969.57	)	—	—	1.4	Apr-Oct	2,722.22	7,000	20131024	20161021
982526AU9	WM WRIGLEY JR CO SENIOR CORP BND 144A		8,396,608	8,392,113.42	8,275,000.00	8,386,641.87	5,471.55		(28,434.59	)	—	—	2.4	Apr-Oct	38,616.67	67,646.67	20150429	20181021
983919AG6	XILINX, INC. SENIOR CORP BND		1,989,540	1,982,099.92	2,000,000.00	1,992,150.7	(10,050.78	)	24,868.70		—	—	2.125	Mar-Sep	12,513.89	21,250	20140305	20190315

984121CF8	XEROX CORPORATION SENIOR CORP BND	1	1,298,375	1,327,435.76	1,300,000.00	1,299,418.49	28,017.27		1,016.46		—	—		2.95	Mar-Sep	11,291.94	19,175	20120308	20170315
984121CK7	XEROX CORPORATION SENIOR CORP BND		2,996,370	2,960,274.57	3,000,000.00	2,996,569	(36,294.43	)	(150,876.38	)	—	—		2.75	Mar-Sep	27,041.67	27,041.67	20150226	20200901
98417EAU4	XSTRATA FINANCE (CANADA) LTD SENIOR CORP BND 144A		4,128,053.2	4,173,098.69	4,135,000.00	4,131,664.53	41,434.16		1,967.25		—	—		2.7	Apr-Oct	20,468.25	55,822.5	20121018	20171025
98420EAC9	XLIT LTD JRSUB CORP BND		512,678.65	497,739.43	505,000.00	512,392.17	(14,652.74	)	(286.48	)	—	—		4.45	Mar-Sep	5,680.54	4,938.87		20250331
988505EC3	YUMA & LA PAZ CNTYS ARIZ CMNTY MUNI BND GO	1	1,036,470	1,000,130	1,000,000.00	1,000,000	130		(101,288.92	)	—	—		5	Jan-Jul	25,000.00	25,000	20140930	20240701
98954RAC4	ZIGG_14-1A SENIOR ABS _14-1A-B1 144A	1	2,899,800	2,975,232	3,000,000.00	2,907,272.78	67,959.22		73,990.75		—	—		2.3751	J-A-J-O	14,844.38	35,985.08	20141104	20261017
98956PAE2	ZIMMER HOLDINGS INC SENIOR CORP BND	2	1,469,000.4	1,468,233.95	1,470,000.00	1,469,090.77	(856.82	)	(251,391.06	)	—	—		2	Apr-Oct	8,330.00	25,341.11	20150310	20180401
98956PAF9	ZIMMER HOLDINGS INC SENIOR CORP BND	2	2,045,182.5	1,978,555.61	2,050,000.00	2,045,300.26	(66,744.65	)	(75,570.22	)	—	—		3.55	Apr-Oct	20,619.58	20,619.58	20150310	20250401
98956PAK8	ZIMMER HOLDINGS INC SENIOR CORP BND	2	684,643.8	681,097.86	685,000.00	684,663.41	(3,565.55	)	(106,604.35	)	—	—		2.7	Apr-Oct	5,240.25	5,240.25	20150310	20200401
BRS2RYU09	JPMORGAN CHASE BANK NA SUB CORP BND	2	1,258,281.25	1,232,882.35	750,000.00	1,233,378.34	(495.99	)	(1,066.26	)	—	2,081.75		5.375	September	47,940.43	31,386.23	20141204	20160928
BRS9PGQM2	ARAMARK CORPORATION LOAN TERM	2	216,407.28	215,163.99	215,973.89	216,071.47	(907.48	)	—		—	—		—	J-A-J-O	0	2,067.97		20160726
BRSB93KD0	CONVATEC INC TERM LOAN	2	239,208.63	240,077.93	239,808.15	239,208.63	869.3		—		—	—		—	M-J-S-D	0	—	20150609	20200615
BRSBYALT0	ENVISION HEALTHCARE CORP TERM LOAN	2	4,058,593.59	4,085,188.47	4,078,988.41	4,069,284.13	15,904.34		870.26		—	—		—	F-M-A-N	0	91,917.67		20180525
BRSDYT4C1	CEQUEL COMMUNICATIONS LLC TERM LOAN	2	9.93	9.89	9.91	9.91	(0.02	)	994.50		—	—		—	M-J-S-D	0	44,503.53		20190214
BRSE99EZ9	TELESAT CANADA / TELESAT LLC SENIOR SECURED TERM LOAN	2	4,059,982.54	4,063,360.78	4,070,157.94	4,063,752.58	(391.8	)	1,021.97		—	—		—	M-J-S-D	0	75,033.16		20190328
BRSE9C0N4	PROTECTION ONE, INC. SENIOR SECURED TERM LOAN	2	1,478,930.21	1,495,785.35	1,491,824.55	1,484,852.54	10,932.81		1,567.72		—	—		—	M-J-S-D	0	32,000.31		20190321
BRSEKNUF1	INEOS US FINANCE LLC SENIOR SEC TERM NOTES	2	3,016,383.13	3,016,238.31	3,030,755.63	3,022,049.59	(5,811.28	)	2,017.32		—	—		—	J-A-J-O	0	64,953.96		20180504
BRSEM91J4	SYNIVERSE HLDGS SENIOR SEC TERM NOTES	2	2,812,674.91	2,693,718.65	2,841,085.77	2,825,523.18	(131,804.53	)	1,210.73		—	—		—	J-A-J-O	0	57,137.38	20120420	20190423
BRSEQLBQ6	TRICORBRAUN INC SENIOR SECURED TERM LOAN	2	2,339,125.6	2,345,002.8	2,350,880.00	2,345,278.66	(275.86	)	5,150.67		—	—		—	M-J-S-D	0	47,491.53	20120430	20180503
BRSFEV6K3	FLY FUNDING II SARL SENIOR SECURED TERM NOTES	2	1,928,416.86	1,936,149.88	1,933,250.00	1,929,702	6,447.88		—		—	—		—	F-M-A-N	0	43,838.84	20131115	20190809
BRSFHP193	MCC IOWA LLC TERM LOAN	2	2,844,562.5	2,920,242.45	2,917,500.00	2,872,130.93	48,111.52		2,151.88		—	—		—	F-M-A-N	0	58,900		20200120
BRSFJDVV6	CAPSUGEL HEALTHCARE LTD TERM LOAN	2	858.81	865.92	865.30	859.81	6.11		2,336.97		—	—		—	F-M-A-N	2,558.14	34,943.28		20180801
BRSFZ6AM6	GENERAL NUTRITION CENTERS INC SENIOR SECURED TERM LOAN	2	6,431,721.14	6,373,230.42	6,455,930.89	6,438,821.75	(65,591.33	)	626.66		—	—		—	J-A-J-O	0	105,625.46		20190304
BRSG4MWQ0	BSN MEDICAL SENIOR SECURED TERM NOTE	2	1,569,941.31	1,578,301.42	1,577,638.81	1,572,946.08	5,355.34		1,536.84		—	—		—	J-A-J-O	0	36,511.64		20190828
BRSG9SY49	ARDENT MEDICAL SENIOR SECURED TERM LOAN	2	1,623,523.2	1,645,383.36	1,639,922.42	1,630,929.51	14,453.85		1,299.01		—	—		—	F-M-A-N	0	55,884.79		20180702
BRSGCCH31	NSG HOLDINGS SENIOR SECURED TERM LOAN	2	1,564,486.1	1,571,087.06	1,575,024.62	1,568,271.76	2,815.3		388.97		—	—		—	M-J-S-D	0	30,785.2		20191211
BRSGEJ3J4	E_CARAT_12 ABS CARAT	2	41,037.48	40,177.22	25,529.55	41,037.48	(860.26	)	(0.01	)	—	(887.16	)	1.3	Monthly	18.84	545.75	20121210	20200618
BRSGGZLV9	MGM RESORTS INTERNATIONAL SENIOR SECURED TERM LOAN	2	1,033,183.1	1,032,923.53	1,038,375.00	1,035,031.44	(2,107.91	)	23.03		—	—		—	M-J-S-D	0	18,863.19		20191220
BRSH5BNL2	MICHAELS STORES INC SENIOR SECURED TERM LOAN	2	4,453,902.03	4,447,711.11	4,453,902.03	4,453,902.03	(6,190.92	)	509.65		—	—		—	J-A-J-O	0	84,481.28		20200128
BRSH5LE30	NETWORK RAIL INFRA FIN SECURED CORP BND	2	2,340,423.68	2,360,461.42	1,500,000.00	2,339,356.89	21,104.53		(1,060.93	)	—	25,031.51		1	December	13,314.09	11,574.44	20141230	20171207
BRSH8YLF4	SESAC HOLDCO II LLC SENIOR SECURED TERM NOTES	2	692,750.5	700,260.87	698,514.59	694,724.39	5,536.48		644.29		—	—		—	F-M-A-N	0	19,830.21		20190208
BRSH9LJ56	CROSSMARK HOLDINGS INC SENIOR SECURED TERM LOAN	2	2,589,885.76	2,338,586.8	2,594,106.27	2,588,718.85	(250,132.05	)	2,344.39		—	—		—	M-J-S-D	0	58,916.98		20191220
BRSHAG9G2	SILVER II BORROWER SCA SENOIR SECURED TERM LOAN	2	3,267,905.09	3,161,698.17	3,267,905.09	3,267,905.09	(106,206.92	)	136.49		—	—		—	F-M-A-N	0	66,084.3		20191213
BRSHB4QM6	GREENEDEN US HOLDINGS II LLC SENIOR SECURED TERM LOAN	2	2,276,839.88	2,297,245.83	2,304,932.78	2,283,538.24	13,707.59		3,652.20		—	—		—	F-M-A-N	0	22,789.96	20140116	20200208

BRSHBDMR9	FREESCALE SEMICONDUCTOR INC SENIOR SECURED TERM NOTES	2	3,155,192.05	3,206,989.48	3,201,434.99	3,168,250.94	38,738.54		1,156.52	—	—	—	F-M-A-N	0	69,103.9		20200228
BRSHBHS86	BERRY PLASTICS CORP SENIOR SECURED TERM NOTES	2	5,734,238.39	5,731,272.02	5,749,238.39	5,738,439.56	(7,167.54	)	—	—	—	—	J-A-J-O	0	169,705.45		20200208
BRSHC6N35	BAKERCORP INTERNATIONAL INC SENIOR SECURED TERM LOAN	1	1,153,582.76	1,115,612.58	1,153,582.76	1,153,582.76	(37,970.18	)	2,264.49	—	—	—	M-J-S-D	0	24,743.84		20200207
BRSHC8K00	VIRGIN MEDIA INV SENIOR SECURED TERM NOTES	2	3,580,818.97	3,552,230.34	3,582,068.97	3,581,147.66	(28,917.32	)	468.70	—	—	—	Apr-Oct	0	121,375.45		20200607
BRSHCGRY1	SABRE INC SENIOR SECURED TERM NOTES	2	5,215,625.55	5,245,661.29	5,241,834.75	5,225,863.1	19,798.19		4,839.46	—	—	—	F-M-A-N	0	105,823.83		20190219
BRSHD5L53	PETCO ANIMAL SUPPLIES INC SENIOR SECURED TERM NOTES	2	1,303,471.23	1,346,793.85	1,345,670.22	1,321,966.48	24,827.37		48.07	—	—	—	M-J-S-D	0	29,835.66		20171124
BRSHJ8GU2	SUNGARD DATA SYSTEMS INC SENIOR SECURED TERM LOAN	2	1,558,702.86	1,564,570.45	1,562,609.38	1,559,972.68	4,597.77		41,491.65	—	—	—	J-A-J-O	0	35,521.82		20200308
BRSHLJUD7	AI CHEM & CY SCA SENIOR SECURED TERM NOTES	2	338,404.18	340,954.97	340,104.71	338,986.12	1,968.85		14.98	—	—	—	J-A-J-O	0	8,674.57		20191003
BRSHTM755	MONEYGRAM INTL INC SENIOR SEC TERM NOTES	2	2,581,371.54	2,492,019.71	2,609,444.73	2,586,153.19	(94,133.48	)	448.03	—	—	—	M-J-S-D	0	55,972.28		20200327
BRSHX96A9	VERTAFORE INC SENIOR SECURED TERM NOTES	2	2,839,290.71	2,848,015.53	2,845,170.36	2,841,317.16	6,698.37		37.52	—	—	—	M-J-S-D	0	61,291.26		20191003
BRSHXEJA4	AFFINIA GROUP SENIOR SECURED TERM LOAN	2	397,468.88	398,961.26	397,966.34	397,600.91	1,360.35		7,434.77	—	—	—	M-J-S-D	0	9,504.21		20200427
BRSHY9H24	LINDE AG SENIOR CORP BND EMTN	2	2,990,820	3,012,780.3	3,000,000.00	2,994,777.87	18,002.43		388.97	—	—	1.5	April	9,125.00	22,500	20130410	20180418
BRSHYLWT1	HERTZ CORPORATION (THE) SENIOR SECURED TERM NOTES	2	5,769,558.02	5,807,098.82	5,831,152.32	5,794,632.7	12,466.12		25.86	—	—	—	M-J-S-D	0	134,435.23	20130801	20180311
BRSHZJ755	FLYING FORTRESS INC SENIOR SECURED TERM NOTES	2	1,063,095.24	1,067,086.83	1,064,425.77	1,063,121.1	3,965.73		6,524.47	—	—	—	J-A-J-O	0	3,518.52		20200430
BRSJ08S50	STARWOOD PROPERTY TRUST INC SECURED TERM LOAN	2	3,384,712.16	3,385,380.26	3,396,708.28	3,387,592.6	(2,212.34	)	1,448.14	—	—	—	M-J-S-D	0	60,001.52		20200417
BRSJ0MJU4	PINACLE FOOD FIN SENIOR SECURED TERM LOAN	2	2,989,768.64	2,996,526.76	3,004,458.54	2,990,584.3	5,942.46		1,004.91	—	—	—	M-J-S-D	0	121,609.08		20200429
BRSJ0VL80	SEMINOLE TRIBE OF FLORIDA SENIOR SECURED TERM NOTES	2	1,809,737.5	1,811,094.8	1,809,737.50	1,809,737.5	1,357.3		704.99	—	—	—	M-J-S-D	0	43,698.22		20200429
BRSJ1HUF4	AMC ENTERTAINMENT INC. SENIOR SECURED TERM LOAN	2	3,753,966.54	3,755,377.83	3,763,375.00	3,756,852.69	(1,474.86	)	2,743.42	—	—	—	M-J-S-D	0	55,867.92		20200430
BRSJ28TC2	CEDAR BAY GENERATING CO LP SENIOR SECURED TERM NOTES	2	2,076,739.26	2,110,176.88	2,097,716.44	2,083,158	27,018.88		2,998.97	—	—	—	M-J-S-D	0	69,260.56		20200423
BRSJ315T5	CHARTER COMMUNICATION OPER LLC SENIOR SECURED TERM NOTES	24	5,097,786.95	5,082,367.41	5,137,388.83	5,104,413.44	(22,046.03	)	818.70	—	—	—	J-A-J-O	0	77,784.92		20210103
BRSJ3EEC4	CALPINE CONSTRUCTION FINANCE C SENIOR SECURED TERM LOAN	2	7,865.17	7,745.28	7,884.88	7,871.03	(125.75	)	272.78	—	—	—	J-A-J-O	0	47,036.85		20200503
BRSJ5FFE4	TPF GENERATION HOLDINGS LLC SENIOR SECURED TERM LOAN	2	487,550	471,012.5	490,000.00	488,664.51	(17,652.01	)	674.40	—	—	—	J-A-J-O	0	11,761.86		20171231
BRSJ6L8K4	NATIONAL CNEMDIA SENIOR SECURED TERM NOTES	2	1,366,621.35	1,363,704.38	1,375,000.00	1,368,989.86	(5,285.48	)	3,267.22	—	—	—	F-M-A-N	0	20,267.49		20191126
BRSJ7A0J8	CALPINE CONSTRUCTION FINANCE C SENIOR SECURED TERM LOAN	2	6,578,628.59	6,546,707.15	6,632,095.37	6,589,411.58	(42,704.43	)	—	—	—	—	M-J-S-D	0	108,782.96		20220131
BRSJ883L4	WMG ACQUISITION CORP SENIOR SECURED TERM LOAN	2	2,972,670.51	2,935,289.18	2,972,670.51	2,972,670.51	(37,381.33	)	905.44	—	—	—	F-M-A-N	0	56,260.75		20200701
BRSJ9AL38	ALPHA NATURAL RESOURCES INC SENIOR SECURED TERM LOAN	2	2,412,079	1,751,823.89	2,424,200.00	2,415,716.03	(663,892.14	)	1,255.44	—	—	—	M-J-S-D	0	42,822.54		20200522
BRSJ9AUR5	SEAWORLD PARKS & ENTERTAINMENT SENIOR SECURED TERM LOAN	2	3,017,862.06	2,928,508.1	3,034,330.36	3,021,942.11	(93,434.01	)	267.10	—	—	—	M-J-S-D	0	45,946.71		20200514
BRSJARVG9	WCA WASTE SENIOR SECURED TERM LOAN	2	1,018,537.23	1,010,721.73	1,014,526.20	1,013,208.66	(2,486.93	)	—	—	—	—	M-J-S-D	0	20,506.65		20180323
BRSJD2Z02	MCC IOWA LLC SENIOR SECURED TERM LOAN	2	3,660,300	3,632,847.75	3,660,300.00	3,660,300	(27,452.25	)	831.49	—	—	—	F-M-A-N	0	60,038.76		20210129
BRSJE18C7	UNIVISION COMMUNICATIONS INC SENIOR SECURED TERM LOAN	2	6,145,258.59	6,120,772.86	6,156,480.46	6,148,597.25	(27,824.39	)	444.48	—	—	—	M-J-S-D	0	124,276.63		20200301
BRSJFJJX9	MACDERMID INCORPORATED SENIOR SECURED TERM NOTES	2	1,939,393.34	1,952,977.19	1,944,983.31	1,940,741.59	12,235.6		—	—	—	—	F-M-A-N	0	42,978.68		20200607
BRSJFKKC0	INFOR US INC SENIOR SECURED TERM NOTES	2	1,019,619.41	1,006,716.13	1,019,619.41	1,019,619.41	(12,903.28	)	—	—	—	—	F-M-A-N	0	19,298.75		20200603
BRSJGG5M3	ENTRAVISION COMMUN CORP SENIOR SECURED TERM LOAN	2	2,975,981.29	2,946,221.48	2,975,981.29	2,975,981.29	(29,759.81	)	395.81	—	—	—	M-J-S-D	0	46,863.9		20200531
BRSJH5B15	STAR WEST GENERATION LLC SENIOR SECURED TERM NOTES	2	794,145.21	798,737.01	797,739.84	795,046.66	3,690.35		532.73	—	—	—	M-J-S-D	0	17,369.84		20200313

BRSJKR5A0	ALLFLEX HOLDINGS SENIOR SECURED TERM LOAN	2	1,369,256.96	1,373,202.92	1,375,500.00	1,370,492.99	2,709.93		34,727.48		—	—		—	M-J-S-D	0	29,728.51	20140401	20200717
BRSJQMFE6	AMERICAN AIRLINES GROUP INC SENIOR SECURED TERM LOAN	2	3,195,284.54	3,189,224	3,211,285.53	3,200,154.24	(10,930.24	)	912.69		—	—		—	M-J-S-D	0	59,730.69		20190627
BRSJRLR20	DRILLSHIPS FINANCING HOLDING I SENIOR SECURED TERM LOAN	2	2,044,488.7	1,661,562.05	2,024,246.25	2,033,098.33	(371,536.28	)	1,002.85		—	—		—	J-A-J-O	0	61,297.4	20140203	20210331
BRSJYB2V7	PINNACLE ENTERTAINMENT INC SENIOR SECURED TERM NOTES	2	1,305,710.47	1,314,266.5	1,312,271.85	1,307,430.43	6,836.07		—		—	—		—	F-M-A-N	0	25,728.38		20200813
BRSJZMYE5	KOMMUNEKREDIT CORP BND EMTN	2	9,988,500	10,031,200	10,000,000.00	9,994,833.48	36,366.52		885.18		—	—		0.875	July	80,694.44	43,750	20130723	20160729
BRSK4S5S4	BMC SOFTWARE FINANCE INC SENIOR SECURED TERM NOTES	2	3,694,011.2	3,496,437.49	3,702,990.29	3,695,921.36	(199,483.87	)	1,900.45		—	—		—	F-M-A-N	0	112,660.21		20200910
BRSK5A7F8	BOYD GAMING CORPORATION SENIOR SECURED TERM LOAN	2	3,256,188.57	3,290,268.18	3,277,534.96	3,258,895.31	31,372.87		688.48		—	—		—	F-M-A-N	0	74,576.75		20200814
BRSK5UM00	LEVEL 3 FINANCING INC SENIOR SECURED TERM NOTES	2	962,682.64	971,518.05	970,000.00	964,306.05	7,212		—		—	—		—	M-J-S-D	0	19,240.54		20190801
BRSK6KJF2	QUEBECOR MEDIA INC. SENIOR SECURED TERM NOTES	2	2,934,012.5	2,907,885.6	2,947,500.00	2,937,528.68	(29,643.08	)	200.11		—	—		—	M-J-S-D	0	47,814.27		20200817
BRSK76500	VOLKSWAGEN FIN SERV N.V. CORP BND EMTN	2	605,765.99	633,792.38	400,000.00	604,944.18	28,848.2		(1,059.75	)	—	33,597.86		1.75	Feb-Aug	3,953.47	2,074.4	20150416	20170821
BRSK7RBA5	LIVE NATION ENTERTAINMENT INC SENIOR SECURED TERM NOTES	2	2,014,125	2,018,314.38	2,014,125.00	2,014,125	4,189.38		18,406.00		—	—		—	F-M-A-N	0	35,578.03		20200817
BRSKAX1N1	CINCINNATI BELL INC SENIOR SECURED TERM NOTES	2	2,731,519.79	2,749,761.06	2,745,176.62	2,734,508.58	15,252.48		95.88		—	—		—	M-J-S-D	0	59,236.91		20200910
BRSKJS6N8	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP BND	2	4,986,800	5,039,750	5,000,000.00	4,994,581.44	45,168.56		3,552.25		—	—		1.25	Mar-Sep	17,708.33	31,250	20130910	20160919
BRSKL00G7	JBS USA LLC SENIOR SECURED TERM NOTES	2	1,173,105	1,179,495.18	1,179,000.00	1,174,587.53	4,907.65		1,884.60		—	—		—	M-J-S-D	0	14,811.25	20130927	20200918
BRSKM1X29	HILTON WORLDWIDE FINANCE LLC SENIOR SECURED TERM NOTES	2	2,913,351.02	2,932,573.3	2,927,990.99	2,916,832.26	15,741.04		—		—	—		—	M-J-S-D	0	55,126.21		20201026
BRSKM5SR1	SABRE INC SENIOR SECURED TERM NOTES	2	1,788,150	1,789,830.86	1,788,150.00	1,788,150	1,680.86		—		—	—		—	M-J-S-D	0	39,440.79		20190219
BRSKQ8AG4	NEXSTAR BROADCASTING GROUP INC NEXSTAR BROADCASTING GROUP INC	2	1,623,313.77	1,623,995.56	1,623,313.77	1,623,313.77	681.79		—		—	—		—	M-J-S-D	0	35,189.33		20201001
BRSKQD5K0	MISSION BROADCASTING INC. SECURED TERM LOAN	2	1,431,473.71	1,432,074.93	1,431,473.71	1,431,473.71	601.22		—		—	—		3.75	M-J-S-D	149.11	22,728.04		20201001
BRSL2KC12	EXCELITAS TECHNOLOGIES COR SENIOR SECURED TERM NOTES	2	4,065,768.83	4,121,375.39	4,106,837.19	4,075,067.08	46,308.31		197.75		—	—		—	M-J-S-D	0	124,361.58		20201030
BRSL3FE10	CROSBY US ACQUISITION CORP SENIOR SECURED TERM NOTES	2	2,026,563.64	1,930,181.38	2,029,100.00	2,027,123.55	(96,942.17	)	1,047.76		—	—		—	J-A-J-O	0	38,865.87		20201123
BRSL40CC0	FORTIUS RE LTD CORP BND 144A	2	1,000,000	1,000,000	1,000,000.00	1,000,000	—		—		—	—		6.5	M-J-S-D	180.56	123,328.06	20131015	20170630
BRSL4ZHF1	TURBF_13-4 SENIOR ABS 13-4 A	2	712,164.93	701,042.11	445,256.14	712,164.93	(11,122.82	)	—		—	(11,910.6	)	1.08988	Monthly	188.19	4,497.47		20210120
BRSL51FK6	SNADY CREEK ENERGY ASSOC LP SENIOR SECURED TERM NOTES	2	2,268,115.1	2,279,922.96	2,279,512.65	2,270,666.01	9,256.95		7,619.03		—	—		—	F-M-A-N	0	58,038.36		20201109
BRSL5JDW3	TRIBUNE COMPANY SENIOR SECURED TERM NOTES	2	6,469,183.68	6,495,546.82	6,485,397.17	6,472,572.5	22,974.32		17.28		—	—		—	M-J-S-D	0	200,623.42		20201227
BRSL762A9	BMW FIN N.V. SENIOR CORP BND EMTN	2	1,543,559.25	1,581,457.42	1,000,000.00	1,542,499.5	38,957.92		(9,120.56	)	—	48,247.36		1.75	November	16,814.96	3,948.28	20150506	20171120
BRSL7M1V9	FMG RESOURCES (AUGUST 2006) PT SENIOR SECURED TERM NOTES	2	5,536,466.51	4,967,350.67	5,578,440.98	5,548,556.63	(581,205.96	)	2,823.51		—	—		—	M-J-S-D	0	139,186.4	20131115	20190630
BRSLAS6T2	CHG HEALTHCARE SERVICES INC SENIOR SECURED TERM NOTES	2	385,783.52	388,026.49	387,722.13	385,783.52	2,242.97		729.10		—	—		—	M-J-S-D	0	3,409.72		20191119
BRSLAZMP6	LESLIES POOLMART, INC. SENIOR SECURED TERM NOTES	2	2,255,122.2	2,268,941.81	2,263,294.89	2,257,314.47	11,627.34		—		—	—		—	M-J-S-D	0	48,548.32		20191016
BRSLBEQ11	WESTERN REFINING INC SENIOR SECURED TERM NOTES	2	1,903,223.25	1,895,800.88	1,898,173.60	1,903,223.25	(7,422.37	)	3,660.10		—	—		—	F-M-A-N	0	11,831.41		20201112
BRSLMULK6	CUMULUS MED INC. SENIOR SECURED TERM NOTES	2	5,232,901.29	5,028,380.68	5,279,139.82	5,238,459.09	(210,078.41	)	70.13		—	—		—	M-J-S-D	0	112,804.95		20201223
BRSLNVTL3	US RENAL CARE INC SENIOR SECURED TERM NOTES	2	2,487,764.35	2,505,654.19	2,505,128.11	2,488,902.05	16,752.14		2,464.65		—	—		—	M-J-S-D	0	53,733.65	20150320	20190703
BRSLNXDD4	INFOR US INC SENIOR SECURED TERM NOTES	2	3,136,833.15	3,117,661.32	3,154,793.24	3,139,423.36	(21,762.04	)	376.17		—	—		—	M-J-S-D	0	59,711.16		20200603
BRSLUXX69	LLOYDS BANK PLC CORP BND EMTN	2	1,400,039.37	1,345,707.33	855,000.00	1,400,987.92	(55,280.59	)	332.31		—	(57,409.83	)	0.82088	J-A-J-O	2,358.81	5,214.98	20140107	20170116
BRSLW9ZY7	CBS OUTDOOR AMERICAS CAPITAL L SENIOR SECURED TERM LOAN	2	2,104,725	2,107,858.35	2,110,000.00	2,105,757.75	2,100.6		1,909.31		—	—		—	M-J-S-D	0	31,825.83	20140117	20210131

BRSLX0WL6	ABBEY NATIONAL TREASURY SERVIC SECURED LOCAL BND EMTN	2	1,455,929.03	1,401,844.55	890,000.00	1,456,936.29	(55,091.74	)	149.20		—	(58,337.92	)	0.86875	J-A-J-O	2,398.67	5,799.37	20140113	20170120
BRSLX7XX4	ELECTRICITE DE FRANCE SA SENIOR CORP BND	2	3,163,264	3,229,920	3,200,000.00	3,173,415.91	56,504.09		—		—	—		2.15	Jan-Jul	30,386.67	34,400	20140113	20190122
BRSLYQE12	US AIRWAYS INC SENIOR SECURED TERM NOTES	2	4,558,191.45	4,571,181.59	4,576,192.52	4,562,517.69	8,663.9		700.51		—	—		—	M-J-S-D	0	81,331.84		20190523
BRSM1V101	UNIVISION COMMUNICATIONS INC SENIOR SECURED TERM NOTES	2	1,922,598.85	1,942,098.94	1,954,667.45	1,929,315.06	12,783.88		124.71		—	—		—	M-J-S-D	0	39,456.4		20200301
BRSM2A4U7	PHARMEDIUM HLTH SENIOR SECURED TERM NOTES	2	328,419.09	328,419.09	330,069.44	328,748.24	(329.15	)	—		—	—		—	M-J-S-D	0	7,057.47		20210128
BRSM2E0G4	KINETIC CONCEPTS INC / KCI USA SENIOR SECURED TERM LOAN	2	244,403.14	244,938.38	244,403.14	244,403.14	535.24		1,970.34		—	—		—	M-J-S-D	0	5,312.6		20161104
BRSM2T5A9	SNL FINANCIAL LC SENIOR SECURED TERM NOTES	2	3,306,679.77	3,333,217.86	3,323,861.19	3,311,870.93	21,346.93		4,322.04		—	—		—	M-J-S-D	0	95,801.28		20181023
BRSM3U3W9	SBA COMMUNICATIONS CORPORATION SENIOR SECURED TERM NOTES	2	3,961,719.94	3,939,291.83	3,971,560.76	3,963,479.83	(24,188	)	1,853.46		—	—		—	J-A-J-O	0	88,193.3		20210324
BRSM3VKC2	CHRYSLER GROUP LLC SENIOR SECURED TERM NOTES	2	2,950,446.34	2,963,004.27	2,965,272.70	2,954,545.72	8,458.55		287.66		—	—		—	F-M-A-N	0	73,263.31		20181231
BRSM3XJP1	HARLAND CLARKE HOLDINGS CORP SENIOR SECURED TERM NOTES	2	565,035.65	570,092.56	567,875.01	565,748.77	4,343.79		2,355.57		—	—		—	M-J-S-D	0	17,123.06		20190804
BRSM4TPX5	ZIGGO BV SENIOR SECURED TERM NOTES	2	2,218,723.41	2,196,292.12	2,218,723.41	2,218,723.41	(22,431.29	)	—		—	—		—	Apr-Oct	0	64,764.13		20220115
BRSM4TRW5	ZIGGO BV SENIOR SECURED TERM NOTES	2	1,429,787.22	1,415,332.07	1,429,787.22	1,429,787.22	(14,455.15	)	—		—	—		—	Apr-Oct	0	39,554.37		20220115
BRSM4TSP9	ZIGGO BV SENIOR SECURED TERM NOTES	2	2,351,489.41	2,327,715.85	2,351,489.41	2,351,489.41	(23,773.56	)	535.14		—	—		—	Apr-Oct	0	24,004.79	20141110	20220115
BRSM6R0M8	DELTA AIR LINES INC SENIOR SECURED TERM NOTES	2	2,665,644.31	2,684,177.55	2,686,124.99	2,670,987.84	13,189.71		708.78		—	—		—	F-M-A-N	0	44,408.11		20181018
BRSM7G8J0	ALLIED SECURITY HOLDINGS LLC SENIOR SECURED TERM NOTES	2	1,869,821.71	1,881,378.91	1,879,217.81	1,871,613.63	9,765.28		(17,577.37	)	—	—		—	M-J-S-D	0	40,299.99		20210212
BRSM7GBC1	PHARMACEUTICAL RSRCE INC SENIOR SECURED TERM NOTES	2	3,402,448.77	3,404,802.33	3,401,163.09	3,384,939.77	19,862.56		302.28		—	—		—	M-J-S-D	0	68,661.1		20190930
BRSM7GLZ9	STS OPERATING SENIOR SECURED TERM NOTES	2	794,524.94	798,517.52	798,517.52	795,283.81	3,233.71		(85.86	)	—	—		—	M-J-S-D	0	19,174.87		20210212
BRSM7GUN6	TOWER AUTOMOTIVE HOLDINGS USA SENIOR SECURED TERM NOTES	2	470,227.25	469,992.43	469,640.20	470,132.77	(140.34	)	12,631.89		—	—		—	M-J-S-D	0	12,476.32		20200423
BRSM9G9V0	SEADRILL OPERATING LP SENIOR SECURED TERM NOTE	2	823,413.04	635,323.75	835,952.31	825,126.5	(189,802.75	)	291,795.95		—	—		—	M-J-S-D	0	16,875.81		20210221
BRSM9GPX8	ADS WASTE HOLDINGS INC SENIOR SECURED TERM NOTE	2	5,645,095.29	5,585,116.15	5,645,095.29	5,645,095.29	(59,979.14	)	168.39		—	—		—	F-M-A-N	0	164,457.35		20191009
BRSMAKDJ1	RISE_14-1 ABS 14-1 A	2	506,941.73	506,315.1	501,302.08	506,941.73	(626.63	)	400.99		—	—		4.75	Monthly	132.29	—	20150218	20390215
BRSMDLA59	STENA INTERNATIONAL SARL SENIOR SECURED TERM NOTE	2	1,830,867.26	1,736,549.86	1,849,360.87	1,834,254.87	(97,705.01	)	1,230.34		—	—		—	M-J-S-D	0	37,333.68		20210303
BRSMDQNY1	ACCELLENT INC SECURED TERM LOAN	2	3,829,498.46	3,813,548.6	3,829,498.46	3,829,498.46	(15,949.86	)	849.40		—	—		—	M-J-S-D	0	87,495.54		20210312
BRSMHGLN5	IMS HEALTH INCORPORATED IMS HEALTH INCORPORATED	2	6,093,448.78	6,085,209.25	6,105,387.57	6,095,588.42	(10,379.17	)	411.92		—	—		—	M-J-S-D	0	125,293.75		20210317
BRSMK3RL8	NEIMAN MARCUS GROUP INC. THE SENIOR SECURED TERM NOTES	2	2,469,973.39	2,463,824.89	2,474,937.36	2,470,664.55	(6,839.66	)	1,198.88		—	—		—	M-J-S-D	0	52,406.75		20201025
BRSMKZQ95	EMPIRE GENERATING CO LLC SENIOR SECURED TERM LOAN	2	1,072,796.25	1,040,287.28	1,083,632.58	1,074,665.55	(34,378.27	)	56.94		—	—		—	M-J-S-D	0	19,715.42		20210312
BRSMKZQU8	EMPIRE GENERATING CO LLC SENIOR SECURED TERM NOTES	2	78,681.63	76,297.33	79,476.39	78,818.72	(2,521.39	)	457.58		—	—		—	M-J-S-D	0	2,097.85		20210312
BRSMMP9T0	TRANSUNION LLC SENIOR SECURED TERM LOAN	2	2,407,031.24	2,396,848.12	2,413,063.91	2,408,047.92	(11,199.8	)	312.68		—	—		—	M-J-S-D	0	54,290.88		20210409
BRSMMQ6V6	MPH ACQUISITION HOLDINGS LLC SENIOR SECURED TERM LOAN	2	872,080.06	870,362.11	874,265.71	872,470.28	(2,108.17	)	986.48		—	—		—	M-J-S-D	0	17,276.59		20210331
BRSMPYBS7	RENT-A-CENTER, INC/TX SENIOR SECURED TERM LOAN	2	2,591,686.62	2,598,198.4	2,604,710.18	2,593,986.79	4,211.61		429.85		—	—		—	M-J-S-D	0	49,295.79		20210319
BRSMQX4D9	SUNGARD AVAILABILITY SERVICES SENIOR SECURED TERM NOTES	2	1,546,630.84	1,428,552.64	1,548,566.55	1,546,993.17	(118,440.53	)	397.67		—	—		—	M-J-S-D	0	51,082.68		20190329
BRSMQYER5	CAPITAL SAFETY NORTH AMERICA H SENIOR SECURED TERM NOTES	2	4,063,120.96	4,063,954.94	4,068,206.22	4,063,895.15	59.79		982.22		—	—		—	M-J-S-D	0	77,021.01		20210329
BRSMRYMN4	ENTEGRIS, INC. SENIOR SECURED TERM NOTES	2	941,596.49	943,569.59	946,328.14	942,355.53	1,214.06		817.75		—	—		—	M-J-S-D	0	19,684.19		20210430

BRSMTEQ36	MICROSEMI CORPORATION SENIOR SECURED TERM NOTES	2	1,270,970.79	1,277,804.51	1,277,402.13	1,272,331.84	5,472.67		661.04		—	—		—	M-J-S-D	0	26,468.17		20200219
BRSMTTCL8	FEDERAL-MOGUL HOLDINGS CORP SENIOR SECURED TERM LOAN	2	3,682,488.02	3,659,809.64	3,690,942.74	3,683,919.05	(24,109.41	)	102.46		—	—		—	M-J-S-D	0	54,868.38		20210415
BRSMUD4Q9	BAUER PERFORMANCE SPORTS LTD SENIOR SECURED TERM NOTES	2	364,593.69	364,480.1	366,425.82	364,902	(421.9	)	1,695.67		—	—		—	M-J-S-D	0	8,020.57		20210415
BRSN1NQ83	TIME INC (USA) SENIOR SECURED TERM LOAN	2	2,196,775.84	2,221,739.22	2,218,965.51	2,200,171.07	21,568.15		1,646.37		—	—		—	M-J-S-D	0	47,637.92		20210424
BRSN5MWG6	CATALENT PHARMA SOLUTIONS INC SENIOR SECURED TERM LOAN	2	3,913,799.97	3,944,402.34	3,933,467.30	3,916,612.76	27,789.58		1,436.94		—	—		—	M-J-S-D	0	92,868.27		20210520
BRSN8X546	DAIMLER AG UNSEC CORP BND	2	1,540,012.53	1,444,897.04	915,000.00	1,540,352.29	(95,455.25	)	(25,063.61	)	—	(101,805.94	)	1.625	December	13,517.92	11,541.01	20140509	20161202
BRSNBE338	TRANSDIGM INC SENIOR SECURED TERM LOAN	2	3,948,693.61	3,942,885.13	3,967,443.61	3,950,201.99	(7,316.86	)	64.08		—	—		—	M-J-S-D	0	75,085.67		20210604
BRSNBGXW6	POST HOLDINGS INC SENIOR SECURED TERM NOTES	2	537,210.54	538,306.56	539,910.09	537,267.81	1,038.75		25.22		—	—		—	M-J-S-D	0	1,289.5		20210602
BRSNFTGX1	ROYAL BANK OF CANADA SENIOR CORP BND EMTN	2	1,166,566.62	1,100,449.64	700,000.00	1,167,176.99	(66,727.35	)	(2,802.39	)	—	(68,398.56	)	0.97094	M-J-S-D	790.69	5,935.49	20140528	20190604
BRSNJTYP4	DAVITA HEALTHCARE PARTNERS INC SENIOR SECURED TERM NOTES	2	709,954.14	714,816.79	713,521.75	710,400.19	4,416.6		390.01		—	—		—	M-J-S-D	0	11,192.42		20210624
BRSNK4RC4	FOSSM_14-1 ABS _14-1X-A2	2	1,516,227.3	1,420,948.98	903,000.00	1,516,227.3	(95,278.32	)	—		—	(96,079.2	)	0.96875	J-A-J-O	2,789.23	6,612.23	20140605	20541018
BRSNKX0T2	GRAY TELEVISION INC. SENIOR SECURED TERM NOTES	2	985,612.12	990,748.17	989,387.76	986,038.7	4,709.47		248.68		—	—		—	M-J-S-D	0	26,741.73		20210613
BRSNLD7H4	MICHAELS STORES INC SENIOR SECURED TERM NOTES	2	527,943.69	532,090.31	530,596.68	528,407.37	3,682.94		22.43		—	—		—	M-J-S-D	0	10,769.27		20200128
BRSNN37V3	GATES GLOBAL LLC SENIOR SECURED TERM NOTES	2	4,066,553.48	4,010,091.24	4,064,700.49	4,057,578.17	(47,486.93	)	(3.94	)	—	—		—	M-J-S-D	0	59,392.32		20210706
BRSNUUGN3	TGI FRIDAYS INC SENIOR SECURED TERM NOTES	2	1,161,382.2	1,157,924.48	1,155,521.00	1,161,378.26	(3,453.78	)	531.41		—	—		—	M-J-S-D	0	8,403.91		20200715
BRSNUZ2R8	BAYONNE ENERGY CENTER LLC SENIOR SECURED TERM NOTES	2	101,057.04	101,882.26	101,564.87	101,117.44	764.82		165.81		—	—		—	M-J-S-D	0	4,643		20210819
BRSNY4KA0	VERIFONE INC SENIOR SECURED TERM NOTES	1	422,164.3	422,164.29	424,285.72	422,449.93	(285.64	)	251.04		—	—		—	M-J-S-D	0	7,494.47		20210708
BRSNZFA49	ADVANTAGE SALES & MARKETING IN SENIOR SECURED TERM NOTES	2	1,329,140.89	1,328,327	1,332,584.62	1,329,534.69	(1,207.69	)	90.65		—	—		—	M-J-S-D	0	26,456.78		20210723
BRSNZFZ18	AMERICAN ENERGY MARCELLUS LLC SENIOR SECURED TERM NOTES	2	217,486.33	170,491.8	218,579.23	217,645.06	(47,153.26	)	48.85		—	—		—	M-J-S-D	0	5,801.45	20140709	20200804
BRSP0NVA8	DRILLSHIPS OCEAN VENTURES INC SENIOR SECURED TERM NOTES	2	2,177,451.55	1,880,526.34	2,199,446.01	2,180,281.31	(299,754.97	)	182.04		—	—		—	M-J-S-D	0	61,387.88		20210725
BRSP22SV0	FIRST DATA CORPORATION SENIOR SECURED TERM NOTES	2	1,977,500	1,997,320	2,000,000.00	1,981,705.18	15,614.82		40.95		—	—		—	M-J-S-D	0	37,153.32		20180924
BRSP2R5D0	EMERALD PERFORMANCE MATERIALS SENIOR SECURED TERM NOTES	2	103,271.89	103,888.4	103,790.84	103,333.51	554.89		—		—	—		—	M-J-S-D	0	2,357.12		20210730
BRSP6FWM2	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND	2	1,788,807.25	1,791,859.09	1,795,000.00	1,790,666.07	1,193.02		174.81		—	—		1.375	Feb-Aug	10,283.85	12,340.63	20140724	20170801
BRSP6WS08	GEMINI HDPE LLC SENIOR SECURED TERM NOTES	2	920,072.61	924,696.11	924,696.11	920,644.06	4,052.05		306.47		—	—		—	M-J-S-D	0	22,167.05		20210806
BRSP750D8	KEY SAFETY SYSTEMS INC SENIOR SECURED TERM LOAN	2	1,149,508.18	1,159,888.05	1,153,400.17	1,149,927	9,961.05		168.09		—	—		—	M-J-S-D	0	28,448.19		20210829
BRSP8QSG4	WSCFP_14 SENIOR CMBS 14	2	1,785,379.5	1,749,589.9	1,110,000.00	1,785,379.5	(35,789.6	)	—		—	(39,682.5	)	1.4275	F-M-A-N	3,891.58	13,277.9	20141007	20191104
BRSP9DPN0	DELTA 2 (LUX) SARL SENIOR SECURED TERM NOTES	2	3,530,276.1	3,532,493.61	3,548,016.18	3,532,301.66	191.95		—		—	—		—	M-J-S-D	0	66,760.07		20210730
BRSP9DQP4	FERRO CORP SENIOR SECURED TERM NOTES	2	438,905.57	441,111.11	441,111.11	439,173.59	1,937.52		—		—	—		—	M-J-S-D	0	8,904.7		20210730
BRSPC8H22	UAL_12-2A SENIOR SECURED TERM LOAN	2	2,857,168.72	2,895,062.26	2,886,029.00	2,860,245.42	34,816.84		153.51		—	—		—	M-J-S-D	0	58,633.39	20140806	20210915
BRSPDEXA2	TEREX CORP SENIOR SECURED TERM NOTES	2	800,015.16	802,188.63	802,020.21	800,247.23	1,941.4		—		—	—		—	M-J-S-D	0	14,166.55		20210806
BRSPKZWC4	HOPLON II INSURANCE LTD CORP BND	2	9,054,787.5	7,512,201.02	6,750,000.00	9,054,787.5	(1,542,586.48	)	—		—	(1,533,937.5	)	6.5	J-A-J-O	114,066.23	250,137.59	20140808	20180108
BRSPQCUZ0	TURBF_5 ABS 5 A	2	1,427,140	1,384,923.27	880,000.00	1,427,140	(42,216.73	)	—		—	(43,164	)	0.97988	Monthly	334.39	6,498.03	20140916	20210820
BRSPRVAJ5	EXGEN TEXAS POWER LLC SENIOR SECURED TERM LOAN	2	1,309,733.34	1,306,432.55	1,322,962.97	1,311,154.79	(4,722.24	)	219.39		—	—		—	M-J-S-D	0	38,390.78		20210918
BRSQGX3A8	MUELLER WATER PRODUCTS INC SENIOR SECURED TERM NOTES	2	482,789.97	486,278.66	485,216.04	482,950.37	3,328.29		434.43		—	—		—	M-J-S-D	0	10,795.01		20211125

BRSQHT1U4	B/E AEROSPACE INC SENIOR SECURED TERM NOTES	2	1,224,773.19	1,239,969	1,230,927.84	1,225,176.7	14,792.3		24.28	—	—	—	M-J-S-D	0	16,357.39		20211216
BRSQP4874	CREGANNA-TACTX MEDICAL SENIOR SECURED TERM NOTES	2	352,691.97	356,247.31	355,357.14	352,860.61	3,386.7		32.74	—	—	—	M-J-S-D	0	8,078.77	20141120	20211201
BRSQPSFE8	TERRA-GEN FINANCE CO LLC SENIOR SECURED TERM NOTES	2	708,937.5	714,281.25	712,500.00	709,182.23	5,099.02		2,767.37	—	—	—	M-J-S-D	0	17,992.19		20211209
BRSQQJLY6	GLOBAL CASH ACCESS SENIOR SECURED TERM LOAN	2	2,298,978.39	2,355,869.35	2,333,988.21	2,301,392.12	54,477.23		—	—	—	—	M-J-S-D	0	47,423.46		20201218
BRSQRAFX3	SABLE INTERNATIONAL FINANCE LI SENIOR SECURED TERM LOAN	2	396,918.58	400,417.86	399,917.96	397,387.28	3,030.58		1,661.64	—	—	—	M-J-S-D	0	8,053.47		20170428
BRSQT5KB4	RPI FINANCE TRUST SENIOR SECURED TERM NOTES	2	1,605,792.56	1,609,975.65	1,605,792.56	1,605,792.56	4,183.09		3,100.77	—	—	—	M-J-S-D	0	5,164.86		20201109
BRSQTPNS0	HEALTHPLAN HOLDINGS INC SENIOR SECURED TERM NOTES	2	5,906,250	5,817,656.25	5,906,250.00	5,906,250	(88,593.75	)	—	—	—	—	M-J-S-D	0	101,973.68	20141128	20191112
BRSR021B1	CHIEF POWER FINANCE LLC SENIOR SECURED TERM NOTES	2	3,752,571.43	3,809,428.57	3,790,476.19	3,755,481.72	53,946.85		1,484.94	—	—	—	M-J-S-D	0	101,475.33		20201231
BRSR05RF7	AIRXCEL, INC. REVOLVE LOAN	2	6,754,394.54	6,720,622.57	6,754,394.54	6,754,394.54	(33,771.97	)	—	—	—	—	May-Nov	0	183,873.67		20191118
BRSR05TD0	COMPONENT HARDWARE GROUP INC SENIOR SECURED TERM NOTES	2	3,035,882.36	2,990,344.12	3,035,882.36	3,035,882.36	(45,538.24	)	—	—	—	—	J-A-J-O	0	88,629.45		20190701
BRSR060V9	HIGH PERFORMANCE HOLDINGS INC SENIOR SECURED TERM NOTES	2	6,368,666.04	6,289,057.71	6,368,666.04	6,368,666.04	(79,608.33	)	—	—	—	—	M-J-S-D	0	164,097.87		20191208
BRSR063T1	RICHELIEU FOODS INC REVOLVE LOAN	2	390,436.54	386,532.17	390,436.54	390,436.54	(3,904.37	)	—	—	—	—	F-M-A-N	0	4,254.45		20190521
BRSR06452	RICHELIEU FOODS INC SENIOR SECURED TERM NOTES	2	4,952,929.79	4,903,400.49	4,952,929.79	4,952,929.79	(49,529.3	)	—	—	—	—	J-A-J-O	0	157,885.59	20141123	20190521
BRSR1R5H8	SHELL: ATLAS_14-1 ABS 14-1	2	3,896,000	3,896,000	3,896,000.00	3,896,000	—		4.41	—	—	4.875	Monthly	8,441.33	66,124.5	20141218	20201215
BRSR4UG78	DISA HOLDINGS ACQUISITION SUBS SENIOR SECURED TERM NOTES	2	5,511,139.72	5,428,472.62	5,511,139.72	5,511,139.72	(82,667.1	)	—	—	—	—	M-J-S-D	0	88,050.25	20141224	20201209
BRSR5UKB3	BIOTELEMETRY INC TERM NOTES	2	4,232,142.86	4,210,982.15	4,232,142.86	4,232,142.86	(21,160.71	)	—	—	—	—	M-J-S-D	0	90,375.49	20150102	20191230
BRSRFJ2T8	DOLLAR TREE INC SENIOR SECURED TERM NOTES	2	1,231,504.92	1,238,844.44	1,237,693.39	1,231,770.92	7,073.52		53.33	—	—	—	M-J-S-D	0	31,226.36		20220309
BRSRG6TU3	NOMACORC SENIOR SECURED REVOLVE LOAN	2	337,500	334,968.75	337,500.00	337,500	(2,531.25	)	—	—	—	—	J-A-J-O	0	4,692.18		20200105
BRSRG6UY3	NOMACORC SENIOR SECURED TERM LOAN	2	5,985,000	5,940,112.5	5,985,000.00	5,985,000	(44,887.5	)	—	—	—	—	J-A-J-O	0	211,408.41		20210105
BRSRP3A63	MOTOR_15 -1X ABS 2015-1X A2	2	1,736,923	1,777,489.21	1,130,000.00	1,736,923	40,566.21		—	—	40,228	0.98975	Monthly	289.14	5,657.19	20150220	20220625
BRSRUTM42	SSE PLC CAPSEC CORP BND	2	809,569.26	797,821.87	525,000.00	809,569.26	(11,747.39	)	—	—	14,141.41	3.875	September	9,878.11	9,708.53	20150224
BRSRYEAL6	EXPRESS OIL CHANGE LLC SENIOR SECURED TERM NOTES	2	2,896,181.12	2,867,219.31	2,896,181.12	2,896,181.12	(28,961.81	)	—	—	—	—	J-A-J-O	0	98,184.12		20171229
BRSRYEXL1	EXPRESS OIL CHANGE LLC SENIOR SECURED REVOLVE NOTES	2	46,474.94	46,010.19	46,474.94	46,474.94	(464.75	)	—	—	—	—	J-A-J-O	0	6,402.03		20171229
BRSRYF745	LAZER SPOT INC SENIOR SECURED TERM NOTES	2	2,937,362.64	2,907,989.01	2,937,362.64	2,937,362.64	(29,373.63	)	—	—	—	—	F-M-A-N	0	45,080.36	20150224	20210209
BRSRYHP25	LAZER SPOT INC SENIOR SECURED REVOLVE NOTES	2	83,447.8	82,613.32	83,447.80	83,447.8	(834.48	)	—	—	—	—	F-M-A-N	0	5,860.67		20210209
BRSRYJ4P3	CSDVRS LLC SENIOR SECURED TERM NOTES	2	6,762,228.26	6,728,417.12	6,762,228.26	6,762,228.26	(33,811.14	)	—	—	—	—	M-J-S-D	0	217,187.5		20200505
BRSS0WHT7	VALEANT PHARMACEUTICALS INTERN SENIOR SECURED TERM LOAN	2	1,847,762.66	1,856,945.76	1,857,047.90	1,847,939.5	9,006.26		—	—	—	—	M-J-S-D	0	3,917.83		20220401
BRSS5NWZ1	EXPRESS OIL CHANGE LLC SENIOR SECURED TERM NOTES	2	2,490,245.53	2,477,794.3	2,490,245.53	2,490,245.53	(12,451.23	)	1,696.95	—	—	—	M-J-S-D	0	9,517.08		20171229
BRSS99PD5	INVENTUS SOLUTIONS INC SENIOR SECURED TERM NOTES	2	5,938,996.01	5,953,918.12	5,968,840.22	5,940,671.96	13,246.16		—	—	—	—	M-J-S-D	0	71,105.59		20191230
BRSS9F410	CASCADE DRILLING L.P. SENIOR SECURED TERM NOTES	2	4,486,803.52	4,453,152.49	4,486,803.52	4,486,803.52	(33,651.03	)	—	—	—	—	M-J-S-D	0	116,843.85		20210220
BRSS9F6W0	CASCADE DRILLING L.P. SENIOR SECURED TERM NOTES	2	351,906.16	349,266.87	351,906.16	351,906.16	(2,639.29	)	—	—	—	—	M-J-S-D	0	15,708.61		20200220
BRSSB5RH9	RANDALL-REILLY PUBLISHING CO TERM NOTES	2	6,987,028.3	6,960,826.94	6,987,028.30	6,987,028.3	(26,201.36	)	—	—	—	—	M-J-S-D	0	171,816.03		20181015
BRSSD9JL9	TOWNSQUARE MEDIA INC SENIOR SECURED TERM NOTES	2	357,783.03	360,479.88	359,580.93	357,831.85	2,648.03		82.75	—	—	—	M-J-S-D	0	2,893.87		20220401
BRSSJC1F8	PHILLIPS & TEMRO INDUSTRIES IN SENIOR SECURED TERM LOAN	2	3,340,163.93	3,306,762.29	3,340,163.93	3,340,163.93	(33,401.64	)	—	—	—	—	M-J-S-D	0	89,861.75		20210312

BRSSLFQA2	NORTEK INC SENIOR SECURED TERM NOTES	1	953,725.49	959,884.16	965,309.20	953,808.24	6,075.92		79.16		—	—	—	M-J-S-D	0	73.74	20150401	20201016
BRSSLJ0J3	BENDON INC SENIOR SECURED TERM NOTES	2	257,220.22	255,934.12	257,220.22	257,220.22	(1,286.1	)	—		—	—	—	M-J-S-D	0	12,332.27	20150414	20210330
BRSSLJ0T1	BENDON INC SENIOR SECURED TERM NOTES	2	6,096,119.13	6,035,157.94	6,096,119.13	6,096,119.13	(60,961.19	)	1,750.54		—	—	—	M-J-S-D	0	90,143.54	20150414	20210330
BRSSLXJH6	MONITRON INTL SENIOR SECURED TERM NOTES	2	482,815.6	487,592.81	485,241.81	482,888.68	4,704.13		193.90		—	—	—	M-J-S-D	0	4,621.35		20220408
BRSSLXJJ2	CPM HOLDINGS INC SENIOR SECURED TERM NOTES	2	970,728.19	984,210.53	980,533.53	970,922.09	13,288.44		371.32		—	—	—	M-J-S-D	0	—	20150402	20220401
BRSSM4ZS7	LONGVIEW POWER SENIOR SECURED TERM NOTES	2	1,152,000	1,174,545.45	1,163,636.36	1,152,371.32	22,174.13		62.90		—	—	—	M-J-S-D	0	12,218.19		20210413
BRSSM5ZR6	AIR MEDICAL GROUP HOLDINGS INC SENIOR SECURED TERM LOAN	2	1,516,666.63	1,512,234.47	1,520,467.80	1,516,729.53	(4,495.06	)	63.32		—	—	—	M-J-S-D	0	—	20150415	20220428
BRSSM7M39	PACIFIC MERGER SUB INC SENIOR SECURED TERM LOAN	2	741,154.55	747,981.36	744,878.94	741,217.87	6,763.49		—		—	—	—	M-J-S-D	0	4,562.38		20220415
BRSSMZMQ6	STAPLES INC SENIOR SECURED TERM LOAN	2	3,035,850.5	3,050,633.11	3,051,106.03	3,035,850.5	14,782.61		10.30		—	—	—	M-J-S-D	0	—	20150424	20210423
BRSSNVRZ9	HVFII_15-1 ABS_15-1 B	2	2,999,848.2	2,985,000	3,000,000.00	2,999,852.61	(14,852.61	)	—		—	—	3.52	Monthly	1,760.00	13,786.67	20150407	20210525
BRSSU3W38	TRINSEO MATERIALS OPERATING SC SENIOR SECURED TERM NOTES	2	570,000	571,877.14	571,428.57	570,000	1,877.14		2.32		—	—	—	M-J-S-D	0	—	20150428	20211105
BRSSUAB92	TEKNI-PLEX, INC. SENIOR SECURED TERM LOAN	2	90,300.63	90,924.56	90,754.40	90,302.95	621.61		42.66		—	—	—	M-J-S-D	0	75	20150415	20220601
BRSSVEHW6	DJO FINANCE LLC SENIOR SECURED TERM NOTES	2	537,837.84	541,894.59	540,540.54	537,880.5	4,014.09		21.51		—	—	—	J-A-J-O	0	—	20150424	20200608
BRSSW6XL8	KLOCKNER PENTAPLAST OF AMERICA SENIOR SECURED TERM NOTES	2	360,817.91	363,349.97	361,722.22	360,839.42	2,510.55		26.77		—	—	—	J-A-J-O	0	—	20150423	20200428
BRSSWB4N5	KP GERMANY ERSTE GMBH SENIOR SECURED TERM NOTES	2	154,195.68	155,277.76	154,582.14	154,204.87	1,072.89		228.45		—	—	—	J-A-J-O	0	—	20150423	20200428
BRSSXBMU8	HORIZON PHARMA INC SENIOR SECURED TERM LOAN	2	322,267.21	325,842.92	323,886.64	322,293.98	3,548.94		—		—	—	—	F-M-A-N	0	—	20150429	20210507
BRST0A6G3	NXTC_15-1A MEZZANIN ABS 15-1A 144A	2	1,000,000	994,831	1,000,000.00	1,000,000	(5,169	)	—		—	—	3.9275	M-J-S-D	763.68	5,345.76	20150423	20270421
BRST248L2	STERIGENICS-NORDION HOLDINGS L SENIOR SECURED TERM NOTES	2	377,205.88	378,151.26	378,151.26	377,205.88	945.38		65.37		—	—	—	M-J-S-D	0	—	20150508	20220515
BRST2JC18	DUBOIS CHEMICALS INC SENIOR SECURED TERM LOAN	2	3,624,172.38	3,642,476.28	3,660,780.18	3,625,922.92	16,553.36		—		—	—	—	M-J-S-D	0	20,098.45		20181220
BRST4R1R3	CHEMOURS COMPANY LLC SENIOR SECURED TERM LOAN	2	974,693.88	977,451.43	979,591.84	974,759.25	2,692.18		32.19		—	—	—	M-J-S-D	0	3,367.35		20220512
BRST7Y914	HOUGHTON MIFFLIN HARCOURT PUBL SENIOR SECURED TERM NOTES	2	1,161,478.6	1,164,396.89	1,167,315.18	1,161,510.79	2,886.1		—		—	—	—	M-J-S-D	0	1,297.02		20210528
BRST927R7	ARIA ENERGY OPERATING LLC SENIOR SECURED TERM LOAN	2	963,503.65	976,885.65	973,236.01	963,503.65	13,382		67.01		—	—	—	F-M-A-N	0	—	20150518	20220527
BRSTA3686	TTM TECHNOLOGIES, INC. SENIOR SECURED TERM NOTES	2	314,460.28	321,792.26	325,865.58	314,527.29	7,264.97		—		—	—	—	M-J-S-D	0	—	20150507	20210531
BRSTA36J2	BLACK KNIGHT INFOSERV LLC SENIOR SECURED TERM NOTES	2	367,872.34	369,716.32	368,794.33	367,872.34	1,843.98		—		—	—	—	M-J-S-D	0	—	20150507	20220527
BRSTB0J20	MJ ACQUISITION CORP SENIOR SECURED TERM NOTES		365,719.52	366,636.11	366,636.11	365,719.52	916.59		—		—	—	—	M-J-S-D	0	—	20150508	20220601
BRSTB10K8	MSHC INC SENIOR SECURED TERM NOTES	2	2,123,050.51	2,091,204.75	2,123,050.51	2,123,050.51	(31,845.76	)	—		—	—	—	M-J-S-D	0	—	20150511	20180930
BRSTB5SJ2	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND	2	3,495,520	3,479,257.29	3,500,000.00	3,495,694.81	(16,437.52	)	(33,434.55	)	—	—	1.65	May-Nov	6,897.92	6,897.92	20150511	20180518
BRSTBTC24	INFILTRATOR SYSTEMS INTEGRATED SENIOR SECURED TERM NOTES	2	466,424.47	472,087.19	468,768.31	466,424.47	5,662.72		—		—	—	—	M-J-S-D	0	—	20150521	20220527
BRSTBY9Y7	A. SCHULMAN INC SENIOR SECURED TERM LOAN	2	164,209.41	165,238.29	164,620.96	164,209.41	1,028.88		—		—	—	—	M-J-S-D	0	—	20150511	20220601
BRSTCP7D3	ITALICS MERGER SUB INC SENIOR SECURED TERM LOAN	2	211,334.75	211,798.73	211,864.41	211,334.75	463.98		21.53		—	—	—	F-M-A-N	0	—	20150603	20220603
BRSTFAHT7	EPICOR SOFTWARE CORP SENIOR SECURED TERM NOTES	2	1,152,560.28	1,154,518.76	1,155,448.90	1,152,581.81	1,936.95		62.12		—	—	—	F-M-A-N	0	2,744.19		20220601
BRSTH5E10	PHYSIO-CONTROL INTERNATIONAL I SENIOR SECURED TERM LOAN	2	2,426,237.5	2,453,682.03	2,438,429.65	2,426,299.62	27,382.41		97.97		—	—	—	M-J-S-D	0	—	20150519	20220606
BRSTJ1FE8	NOVELIS INC/GA SENIOR SECURED TERM NOTES	2	2,849,386.57	2,850,189.69	2,858,679.97	2,849,484.54	705.15		—		—	—	—	F-M-A-N	0	—		20220602

BRSTL1HZ6	NORDEA BANK AB SENIOR CORP BND EMTN	2	803,294.88	805,075.32	525,000.00	803,340.21	1,735.11		(271.62	)	—	17,964.57		2.375	June	1,553.76	1,904.09	20150526	20220602
BRSTM9RG9	BASS PRO GROUP LLC SENIOR SECURED TERM LOAN	2	1,425,680.6	1,431,426.2	1,429,253.73	1,425,680.6	5,745.6		—		—	—		—	M-J-S-D	0	—	20150529	20200605
BRSTMGQQ2	CAMPING WORLD INC SENIOR SECURED TERM LOAN	2	261,059.83	263,568.36	261,714.12	261,059.83	2,508.53		—		—	—		—	M-J-S-D	0	—	20150526	20200220
BRSTMMAT0	ON ASSIGNMENT, INC. SENIOR SECURED TERM LOAN	2	753,787.88	759,375	757,575.76	753,787.88	5,587.12		—		—	—		—	M-J-S-D	(118.37)	—	20150601	20220603
BRSTQCHT1	COMMSCOPE INC. SECURED TERM LOAN	2	273,121.39	274,148.16	273,805.90	273,121.39	1,026.77		—		—	—		—	M-J-S-D	0	—	20150528	20220527
BRSTV33U7	ALERE INC SENIOR SECURED TERM NOTES	2	1,035,467.14	1,040,242.23	1,038,062.30	1,035,467.14	4,775.09		—		—	—		—	M-J-S-D	0	—	20150611	20220618
BRSTZV1D1	CORPORATE VISIONS INC SENIOR SECURED TERM NOTES	2	547,168.7	548,550.44	552,695.66	547,168.7	1,381.74		—		—	—		—	F-M-A-N	0	—	20150602	20210529
BRSU0Q006	US ACUTE CARE SOLUTIONS LLC SENIOR SECURED TERM LOAN	2	5,294,117.65	5,267,647.06	5,294,117.65	5,294,117.65	(26,470.59	)	—		—	—		—	M-J-S-D	0	52,941.18	20150519	20210515
BRSU0QNT8	THEOREM CLINICAL RESEARCH INC SENIOR SECURED TERM NOTES	2	3,851,207.73	3,812,695.65	3,851,207.73	3,851,207.73	(38,512.08	)	—		—	—		—	M-J-S-D	0	43,316.44		20190731
BRSU0R0P9	PHYSIOTHERAPY ASSOCIATES HOLDI SENIOR SECURED TERM NOTES	2	1,030,219.78	1,027,644.23	1,030,219.78	1,030,219.78	(2,575.55	)	—		—	—		—	M-J-S-D	0	—	20150610	20200604
BRSU0R137	PHYSIOTHERAPY ASSOCIATES HOLDI SENIOR SECURED TERM NOTES	2	4,326,923.08	4,337,740.39	4,326,923.08	4,326,923.08	10,817.31		—		—	—		—	M-J-S-D	0	21,634.64	20150610	20210604
BRSU1MK36	GARRETSON RESOLUTION GROUP INC SENIOR SECURED TERM NOTES	2	6,397,058.82	6,349,080.88	6,397,058.82	6,397,058.82	(47,977.94	)	—		—	—		—	M-J-S-D	0	63,970.59	20150529	20210521
BRSU1ML43	GARRETSON RESOLUTION GROUP INC SENIOR SECURED TERM NOTES	2	110,294.12	109,466.91	110,294.12	110,294.12	(827.21	)	—		—	—		—	M-J-S-D	—	11,029.41	20,150,522	20,200,522
BRSU2KSV9	ENDO LUXEMBOURG FINANCE I COMP SENIOR SECURED TERM NOTES	2	2,553,555.49	2,568,966.42	2,559,955.38	2,553,555.49	15,410.93		(4,318.95	)	—	—		—	M-J-S-D	0	—	20150624	20220624
BRSU5BEP4	AWP INC SENIOR SECURED TERM LOAN	1	3,730,045.18	3,702,069.84	3,730,045.18	3,730,045.18	(27,975.34	)	—		—	—		—	M-J-S-D	0	37,300.45	20150609	20210605
BRSU5BES8	AWP INC SENIOR SECURED REVOLVE LOAN	1	323,150.49	323,324.88	325,768.14	323,150.49	174.39		—		—	—		—	M-J-S-D	0	3,257.68		20200605
BRSU64W61	UNIVAR USA INC SENIOR SECURED TERM LOAN	2	810,903.08	815,108.37	814,977.97	810,903.08	4,205.29		—		—	—		—	M-J-S-D	0	—	20150625	20220624
BRSU7A6L2	PROTECTION ONE ALARM MONITORIN SENIOR SECURED TERM LOAN	2	1,555,087.23	1,566,808.99	1,562,901.74	1,555,087.23	11,721.76		—		—	—		—	M-J-S-D	0	—	20150619	20210618
BRSU8MLL8	FLAVOR PRODUCERS INC SENIOR SECURED TERM NOTES	2	488,215.49	486,994.95	488,215.49	488,215.49	(1,220.54	)	—		—	—		—	M-J-S-D	0	—	20150617	20200617
BRSU8MMR4	FLAVOR PRODUCERS INC SENIOR SECURED TERM NOTES	2	732,323.23	730,492.42	732,323.23	732,323.23	(1,830.81	)	—		—	—		—	M-J-S-D	0	12,083.33	20150617	20200617
BRSU8MNA0	FLAVOR PRODUCERS INC SENIOR SECURED TERM NOTES	2	1,196,127.95	1,190,147.31	1,196,127.95	1,196,127.95	(5,980.64	)	—		—	—		—	M-J-S-D	0	—	20150617	20200617
BRSU95U26	SS&C TECHNOLOGIES INC SENIOR SECURED TERM NOTES	1	800,326.09	805,860	804,347.83	800,326.09	5,533.91		—		—	—		—	M-J-S-D	0	—	20150629	20220629
BRSUA8MG6	ANCHOR GLASS CONTAINERS CORP SENIOR SECURED TERM LOAN	2	1,026,679.06	1,034,097.98	1,031,838.25	1,026,679.06	7,418.92		—		—	—		—	M-J-S-D	0	—	20150624	20220624
BRSUB0ZW3	SUMMIT MATERIALS LLC SENIOR SECURED TERM LOAN	2	238,800	240,225.6	240,000.00	238,800	1,425.6		—		—	—		—	M-J-S-D	0	—	20150625	20220624
BRSUCDW31	SAFEWORKS LLC SENIOR SECURED TERM LOAN	2	2,364,266.64	2,368,233.37	2,380,134.04	2,364,266.64	3,966.73		—		—	—		—	J-A-J-O	0	—	20150623	20190731
BRSUDWG69	SIX FLAGS THEME PARKS INC SENIOR SECURED TERM LOAN	1	1,178,812.6	1,184,166.01	1,181,767.02	1,178,812.6	5,353.41		4,771.69		—	—		—	M-J-S-D	0	—	20150629	20220629
C4438BAC0	HUSKY INJECTION MOLDING SYS LT SENIOR SECURED TERM NOTES	2	377,432.25	378,065.72	379,328.89	377,687.13	378.59		92.39		—	—		—	M-J-S-D	0	8,164.44		20210630
D06216BG5	BASF SE CORP BND	2	1,209,815.55	1,190,567.95	700,000.00	1,182,684.79	7,883.16		(1,642.86	)	—	8,444.77		5.875	March	16,257.68	31,004.72	20141215	20170331
D1668RML8	DAIMLER AG SENIOR CORP BND EMTN	2	825,838.42	820,924.99	520,000.00	824,014.04	(3,089.05	)	329.99		—	1,758.97		1.75	November	9,214.29	7,081.84	20141210	20171108
D40859GT7	KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR	2	3,325,845.87	3,023,773.28	1,750,000.00	3,056,290.52	(32,517.24	)	(50,072.52	)	—	(39,521.97	)	5.625	August	131,590.77	81,616.99		20170825
D4085B7T2	KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR	2	4,941,552.5	4,623,955.66	2,840,000.00	4,654,335.34	(30,379.68	)	1,519.37		—	(68,450.61	)	3.75	September	136,288.47	86,192.37		20160907
F4113NCA5	ORANGE SA CORP BND	2	1,399,257.68	1,353,947.62	750,000.00	1,358,154.62	(4,207	)	(1,780.51	)	—	172.73		8	December	49,895.53	48,938.55	20141127	20171220

F7S02WAB2	RCI BANQUE SA SENIOR CORP BND EMTN	2	521,157.62	534,371.66	340,000.00	519,991.79	14,379.87		(21,648.40	)	—	21,090.05		2.125	October	8,343.06	7,401.93	20150116	20171006
F9208ZKB2	TOTAL CAPITAL S.A. CORP BND MTN	2	1,654,432.94	1,624,986.5	970,000.00	1,630,392.46	(5,405.96	)	(16,364.27	)	—	3,480.3		4.25	December	36,413.93	32,082.36	20141210	20171208
G0054BMY6	ABBEY NATIONAL TREASURY SERVIC LOCAL BOND MTN	2	1,038,015.04	1,061,178.04	640,000.00	1,034,191.21	26,986.83		(15,024.56	)	—	32,348.14		4.125	September	32,987.92	8,872.37	20150506	20170914
G079E0AA9	BARCLAYS BANK PLC LOCAL BND	2	703,522.13	701,427.63	410,000.00	693,163.57	8,264.06		(13,718.00	)	—	1,169.95		6.75	January	19,794.69	33,983.91	20141204	20230116
G08820EL5	BAT INTL FIN PLC SENIOR CORP BND EMTN	2	2,841,307.5	2,852,479.5	2,850,000.00	2,847,828.76	4,650.74		682.27		—	—		1.125	March	8,193.75	16,031.25	20130320	20160329
G089B6CD0	BARCLAYS BANK PLC SENIOR CORP BND EMTN	2	2,679,360.59	2,701,346.41	1,700,000.00	2,689,091.95	12,254.46		917.35		—	(20,952.2	)	1.5	April	9,642.46	19,870.83	20120328	20170404
G1163HET9	BG ENERGY CAPITAL PLC CORP BND EMTN	2	793,607.43	782,500.63	460,000.00	780,606.54	1,894.09		(50,529.18	)	—	1,666.31		5.125	December	20,925.31	21,497.73	20141210	20171207
G1582KAR3	BRITISH TELECOMMUNICATIONS PLC SENIOR LOCAL BND EMTN	2	2,147,105	2,066,244.53	1,200,000.00	2,090,345.61	(24,101.08	)	(7,473.25	)	—	(26,173.63	)	6.625	June	2,732.90	73,321.35		20170623
G1658KAC5	BSKYB FINANCE UK PLC CORP BND	2	1,798,940.03	1,829,021.18	1,070,000.00	1,791,466.78	37,554.4		(21,904.58	)	—	46,069.1		5.75	October	67,334.61	11,017.7		20171020
G1698AAB1	BUPA FINANCE PLC LOCAL BND EMTN	2	802,257.24	782,821.36	470,000.00	778,580.18	4,241.18		103.85		—	5,559.33		7.5	Jan-Jul	27,259.40	27,120.55	20141215	20160704
G2479P4N2	COVENTRY BLDG SOC LOCAL BND EMTN	2	714,838.63	729,089.66	425,000.00	704,948.62	24,141.04		(361.47	)	—	26,872.69		4.625	April	6,165.79	13,696.38	20150109	20180419
G25417AG4	CREDIT SUISSE GROUP FUNDING GU SENIOR CORP BND	2	661,774.6	655,230.98	430,000.00	661,834.7	(6,603.72	)	(6,240.70	)	—	9,584.38		3	May	1,940.10	1,912.4	20150519	20220527
G29330DW7	LONDON POWER NETWORKS PLC LOCAL BND	2	2,196,369.7	2,069,034.09	1,250,000.00	2,126,339.04	(57,304.95	)	(7,594.33	)	—	(55,495.25	)	5.375	November	67,162.90	55,993.17		20161111
G3401LAB1	FCE BANK PLC SENIOR LOCAL BND EMTN	2	821,902.57	805,394	489,000.00	808,148.79	(2,754.79	)	(12,721.75	)	—	102.79		4.825	February	13,826.05	20,624.52	20141127	20170215
G3900TAA2	GNK HOLDINGS PLC SENIOR CORP BND	2	830,983.11	818,301.84	450,000.00	817,431.11	870.73		(29,892.02	)	—	11,356.14		6.75	October	32,245.27	23,217.9		20191028
G4123EAC0	GRIFOLS WORLDWIDE OPERATIONS U SECURED TERM LOAN	2	301,891.49	305,183.33	304,940.90	302,405.33	2,778		70.81		—	—		—	M-J-S-D	0	76,145.13		20210227
G4273QAJ6	HAMMERSON PLC CORP BND	2	1,627,602.82	1,594,470.49	964,000.00	1,596,109.85	(1,639.36	)	(68.75	)	—	2,693.98		5.25	December	43,177.20	42,105.62	20141204	20161215
G463AQPM0	HSBC BANK PLC SENIOR LOCAL BND EMTN	2	1,092,522.87	1,103,554.15	700,000.00	1,092,299.84	11,254.31		(24,834.84	)	—	8,710.49		0.96688	F-M-A-N	1,283.14	5,857.06		20160516
G463CFAA4	HSBC HOLDINGS PLC SUB LOCAL BND EMTN	2	1,297,336.09	1,267,960.96	750,000.00	1,273,876.93	(5,915.97	)	(14,392.01	)	—	162.02		6.375	October	52,739.31	47,102.31	20141125	20221018
G463NBBT9	HSBC BANK PLC SENIOR CORP BND	2	3,693,081	3,683,209.33	3,700,000.00	3,695,961.14	(12,751.81	)	482.12		—	—		1.5	May-Nov	7,091.67	27,750	20130508	20180515
G4721VAY0	IMPERIAL TOBACCO FIN PLC CORP BND	2	359,843.58	355,063.95	200,000.00	353,616.57	1,447.38		(25,605.45	)	—	2,524.95		6.25	December	11,256.65	24,225.42	20141215	20181204
G4804LAA4	INTRCONT HOTELS LOCAL BND	2	1,192,373.75	1,082,980.03	650,000.00	1,140,458.33	(57,478.3	)	(37,923.02	)	—	(59,130.3	)	6	December	34,280.56	36,723.96	20140403	20161209
G4S15PP89	LLOYDS BANK PLC CORP BND EMTN	2	1,145,701.13	1,108,508.16	630,000.00	1,102,801.09	5,707.07		(18,942.72	)	—	1,861.36		10.75	December	57,486.82	52,826.23	20141204	20211216
G5274WAA8	KIZUNA RE II LTD CORP BND 144A	2	1,912,522.91	1,876,746.51	230,000,000.00	1,912,522.91	(35,776.4	)	—		—	(32,900.58	)	2.025349	J-A-J-O	10,257.46	10,437	20150320	20190405
G54404AK7	LEGAL & GEN GRP PLC LOCAL BND	2	1,611,530.25	1,631,754.89	1,000,000.00	1,592,587.53	39,167.36		(24,057.34	)	—	64,592.83		6.385	May-Nov	16,457.22	43,074.15	20150116	20491231
G5577Y5Y2	LLYODS TSB BANK PLC - LT GTD SENIOR LOCAL BND EMTN	2	2,389,915.16	2,367,943.6	1,490,000.00	2,394,756.64	(26,813.04	)	(1,861.07	)	—	(53,131.21	)	1.5	May	5,762.28	23,800.49		20170502
G65016AG5	NEXT PLC LOCAL BND	2	1,188,131.34	1,162,383.07	700,000.00	1,161,415.73	967.34		(19,493.47	)	—	2,479.21		5.875	October	46,425.88	32,004.52	20141210	20161012
G7457KAB7	REED ELSEVIER INVESTMENTS PLC CORP BND	2	453,589.73	442,173.02	250,000.00	442,301.98	(128.96	)	(42,655.97	)	—	422.25		7	December	15,231.49	27,016.46	20141203	20171211
G79314AG8	SCOTTISH POWER UK PLC CORP BND	2	1,525,102.18	1,479,995.42	850,000.00	1,477,846.65	2,148.77		(31,748.93	)	—	3,154.67		8.375	February	40,739.76	55,023.63	20141210	20170220
G8162ZAD4	SILVERSTONE MASTER ISSUER PLC ABS_09-1 A3	2	833,161.5	840,376.41	510,000.00	833,161.5	7,214.91		—		—	(31,084.5	)	5.063	Apr-Oct	7,877.73	20,066.68	20091027	20550121
G916E2AB6	UBS AG, LONDON BRANCH CORP BND EMTN	2	1,061,101.22	1,031,368.45	623,000.00	1,032,410.77	(1,042.32	)	(16,024.50	)	—	985.63		6.375	July	59,210.31	39,351.56	20141203	20160720
G918UHAA3	UBS AG JERSEY BRANCH CORP BND EMTN	2	274,088.34	267,626.28	150,000.00	269,948.07	(2,321.79	)	(36,979.11	)	—	455.63		6.375	November	9,229.37	12,710.15	20141204	20241119
G92435BV0	UNITED KINGDOM GILT IBND GOVT 8 MO	2	5,243,611.28	5,407,229.77	1,058,000.00	5,213,481.79	193,747.98		(29,956.92	)	—	214,508.98		2.5	Jan-Jul	56,467.45	49,505.89		20160726
G92450K80	UNITED KINGDOM GILT SENIOR GOVT BND	1	703,730.17	699,222.42	400,000.00	703,236.2	(4,013.78	)	(8,547.98	)	—	(4,045.67	)	5	Mar-Sep	9,914.85	9,331.86		20180307

G92451GE0	UNITED KINGDOM GILT GOVT BND	2	2,015,520.07	2,049,894.92	1,280,000.00	2,006,585.65	43,309.27		(659.39	)	—	45,405.54		1.75	Jan-Jul	15,570.59	57,564.29		20170122
G9853MHT3	YORKSHIRE BUILDING SOCIETY LOCAL BND	2	1,726,750.91	1,719,079.05	1,000,000.00	1,672,892.83	46,186.22		60.10		—	(23,360.71	)	4.75	April	16,328.57	36,550.29		20180412
G9T44MEB4	UNITED KINGDOM GILT GOVT BND	2	2,867,433.02	2,926,079.12	1,850,000.00	2,866,327.78	59,751.34		(1,878.90	)	—	59,503.53		1	Mar-Sep	9,171.23	11,948.37		20170907
G9T44MFU1	UNITED KINGDOM GILT GOVT BND	2	3,074,121	3,142,702.51	1,984,000.00	3,073,287.31	69,415.2		(708.37	)	—	69,572.17		1.25	Jan-Jul	17,238.88	10,226.56		20180722
L0001UAC3	AI CHEM & CY US ACQUICO INC SENIOR SECURED TERM NOTES	2	175,581.61	176,905.1	176,463.94	175,883.55	1,021.55		4,931.63		—	—		—	M-J-S-D	0	4,499.99	20130312	20191003
L0593NQJ1	EUROPEAN INVESTMENT BANK SENIOR CORP BND	2	2,407,935.08	2,342,487.58	1,280,000.00	2,326,996.22	15,491.36		(41,513.79	)	—	16,615.54		8.75	August	149,721.04	87,446.8	20141215	20170825
L0594VKM1	EUROPEAN INVESTMENT BANK CORP BND EMTN	2	2,647,506.52	2,621,671.24	1,500,000.00	2,605,528.69	16,142.55		(116,258.36	)	—	18,604.36		4.75	October	79,512.91	59,084.88	20141215	20181015
N4R203EJ2	ING BANK NV SENIOR BND CORP EMTN	2	868,563.04	814,620.46	500,000.00	843,969.75	(29,349.29	)	(2,558.99	)	—	(33,670.17	)	3.875	December	15,861.65	16,461.83	20140102	20161223
N6088VDF2	ING BANK NV LOCAL BND	2	1,746,017.19	1,743,210.87	1,000,000.00	1,743,458.2	(247.33	)	—		—	17,693.26		6.875	May	9,748.80	4,386.74	20150612	20230529
N6803F7R2	PACCAR FINANCIAL EUROPE BV SENIOR CORP BND EMTN	1	839,094	840,179.27	535,000.00	839,094	1,085.27		(4,935.35	)	—	2,300.5		1.513	May	1,147.82	1,144.68	20150518	20180529
N6S779BG4	NEDERLANDSE WATERSCHAPSBANK NV CORP BND EMTN	1	2,398,152	2,406,192	2,400,000.00	2,399,538.82	6,653.18		2,180.28		—	—		0.75	Mar-Sep	4,600.00	26,058.33	20130319	20160329
N7278SAC7	RABOBANK NEDERLAND NV SENIOR CORP BND	2	1,584,765.11	1,571,755.83	960,000.00	1,570,028.59	1,727.24		(26,489.88	)	—	1,498.88		3.25	November	32,712.16	24,510.72	20141203	20171101
N7993YBH6	SIEMENS FINANCIERINGSMAATSCHAP CORP BND	2	1,661,494.54	1,627,823.14	1,000,000.00	1,633,048.39	(5,225.25	)	4.22		—	1,582.84		6.125	September	76,534.47	50,914.74		20660914
U0662KFC0	BANK OF AMERICA CORP SUB CORP BND EMTN	2	583,873.33	574,856.13	350,000.00	573,910.36	945.77		(31,875.48	)	—	968.67		5.25	May-Nov	4,161.99	29,373.74	20141204	20161109
U17406FZ4	CITIGROUP INC CORP BND	2	1,338,483.55	1,306,700.06	720,000.00	1,304,687.46	2,012.6		(15,559.57	)	—	2,785.04		7.625	April	20,995.55	43,516.21	20141210	20180403
U2339CAR9	DAIMLER FINANCE NORTH AMERICA CORP BND	2	5,230,800	5,085,140.56	5,000,000.00	5,082,311.24	2,829.32		(1,533.30	)	—	—		2.625	Mar-Sep	38,645.84	65,625		20160915
U36963R70	GENERAL ELECTRIC CAPITAL CORP CORP BND	1	803,536.82	785,815.39	450,000.00	785,660.81	154.58		(4,635.51	)	—	750.05		6.25	December	23,994.45	21,778.81	20141203	20171215
U5904RYZ0	MERRILL LYNCH & CO. INC. CORP BND	2	1,447,761.81	1,455,525.55	800,000.00	1,445,091.69	10,433.86		(10,730.40	)	—	16,919.06		7.75	April	16,517.64	3,686.62	20150615	20180430
U6176TBG2	MORGAN STANLEY CORP BND	2	1,198,165.7	1,175,244.22	700,000.00	1,172,931.39	2,312.83		19.37		—	1,119.78		5.75	February	23,759.61	30,880.07	20141203	20170214
U64107AF9	NESTLE HLDGS, INC. CORP BND EMTN	2	1,013,000	1,004,290.01	1,000,000.00	1,006,194.28	(1,904.27	)	(12,824.60	)	—	—		1.375	June	381.94	6,875	20130409	20170621
U9291NAP0	VW CREDIT INC SENIOR CORP BND EMTN	1	4,590,450	4,547,970	4,500,000.00	4,533,563.02	14,406.98		787.22		—	—		1.875	October	60,468.75	42,187.5	20130403	20161013
W6314JBT7	NORDEA BANK AB SENIOR CORP BND EMTN	2	852,544.54	843,001.56	535,000.00	851,043.03	(8,041.47	)	118.94		—	(9,033.09	)	1.01688	F-M-A-N	1,101.74	8,666.82		20160215
W86201RD9	STADSHYPOTEK AB SECURED LOCAL BND	2	1,090,004.75	1,085,824.95	690,000.00	1,090,390.77	(4,565.82	)	(7,671.39	)	—	(5,376.52	)	0.79688	F-M-A-N	1,113.52	6,871.08		20160215
W94232CA6	SWEDBANK AB SENIOR CORP BND	2	4,991,550	5,046,985	5,000,000.00	4,993,721.45	53,263.55		—		—	—		2.375	Feb-Aug	40,902.78	59,375	20140220	20190227
Z91GFLXY5	TEMSE_1 ABS 1 A	2	395,615.17	388,326.1	246,558.33	395,615.17	(7,289.07	)	—		—	(7,852.88	)	1.40988	Monthly	134.80	3,480.74		20211121
Z91J3YBQ5	ECARA_3 ABS 14 3 A	1	513,689.67	482,066.8	306,524.85	513,689.67	(31,622.87	)	—		—	(31,618.04	)	0.97725	Monthly	167.79	2,626.98	20140228	20220318
Z91QYBKC6	ECRT_5 ABS 5	2	705,494.41	747,187.44	475,352.50	705,494.41	41,693.03		—		—	42,092.47		0.90725	Monthly	241.57	1,346.14	20150326	20230418
Z91S44T73	DLM_15-1A1 ABS 15-1A1	2	1,525,000	1,572,700	1,000,000.00	1,525,000	47,700		(0.01	)	—	47,700		1.15788	Monthly	598.68	2,425.48	20150506	20200419
				5,459,304,026.24		5,462,612,219.43	(3,308,193.19	)

Validus Holdings, Ltd. June 30, 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	2,513,367.78	2,387.22		(2,545.26	)	—	—	2,500,000.00	2,561,875	26,816.53	—	3.643		Mar-Sep	4,114.58	—
CORPORATE VISIONS INC SENIOR SECURED TERM NOTES		BRSTZUYC9	20150602		20150831	3,545,784.31	1,508.55		—		—	—	3,574,098.6	3,538,357.61	—	0	0		F-M-A-N	1,792.66	0
BONY CASH RESERVE CASH RESERVE FUND		S875996$0	20140924		0	14,485.09	—		—		—	—	14,485.09	14,485.09	—	0	0.0001		At Mat	41.17	0
BNY MELLON USD LIQ INVESTOR 97 BNY MELLON USD LIQ INVESTOR 97		DRFUNI$20	20150615		0	1,127,953,686.48	—		—		—	—	1,127,953,686.48	1,127,953,686.48	—	0	0		At Mat	6,106.50	0
TAHLEQUAH OKLA EDL FACS AUTH MUNITAX BND REV		873789AC5	20140930		20150901	1,523,836.81	(292.21	)	(10,637.38	)	—	—	1,515,000.00	1,563,116.4	22,487.65	—	4.453		Mar-Sep	13,333.34	—
GOLDMAN SACHS LIQUID RESERVE		GLDSCS$03	20130522		0	48,203,497.74	—		7,426.70		—	—	48,203,497.74	48,203,497.74	—	—	0.0006		At Mat	8,229.01	—
DISTRICT COLUMBIA MUNI BND REV		25476RAN2	20140930		20150701	1,000,000.00	120.00		(20,912.57	)	—	—	1,000,000.00	1,033,680	25,000	—	5		Jan-Jul	23,312.5	—
WESTERN AST INS CSH RES CASH RESERVE FUND		52470G205	20150615		0	2,429,164.46	—		—		—	—	2,429,164.46	2,429,164.46	—	—	0.0002		At Mat	197.25	—
UNITED STATES TREASURY TBILL CASH		912796FZ7	20150320		20160303	549,135.23	—		(124,224.47	)	—	—	550,000.00	548,773.65	—	—	—		At Mat	138,479.44	—
CITI-INSTITUTION LIQ FUND USD CASH RESERVE FUND		B0A0ATCJ9	20150605		0	11,465,976.11	—		—		—	—	11,465,976.11	11,465,976.11	—	—	0.0006		At Mat	7,205.85	—
THE DREYFUS FUND INC STIF FUND		BRS7BB2L0	20150427		0	10,018,368.05	—		—		—	—	10,018,368.05	10,018,368.05	—	—	—		At Mat	251.37	—
TORONTO-DOMINION BANK/THE CORP BND 144A		891145LV4	20140930		20150729	1,001,245.73	111.27		(137,031.40	)	—	—	1,000,000.00	1,013,360	9,288.89	—	2.2		Jan-Jul	172,262.88	—
ICS INS GBP LIQ CORE DIST OPEN_END FUND		BRS263RF1	20150515		0	4,982,420.43	—		(0.01	)	—	93,850.02	3,227,742.39	4,982,420.43	—	—	0.0002		At Mat	10,602.42	—
COLORADO HOUSING & FINANCE AUT MUNITAX BND REV		19648CAE1	20150601		20160515	5,006,972.47	39,677.53		(649.32	)	—	—	5,000,000.00	5,007,621.79	10,222.22	—	1.6		May-Nov	6,666.66	—
UNIVERSITY ALA GEN REV MUNITAX BND REV		914026FE4	20140930		20150701	1,270,000.00	114.30		(19,546.14	)	—	—	1,270,000.00	1,299,578.3	21,717	—	3.42		Jan-Jul	22,469.03	—
NORTH FOREST INDPT SCH DIST TE MUNI BND GO		659414LX2	20140930		20150815	1,285,651.75	325.85		(36,865.88	)	—	—	1,280,000.00	1,319,744	19,342.22	—	4		Feb-Aug	46,541.66	—
PHOENIX AZ MUNITAX BND GO		718814A22	20140930		20150701	1,280,000.00	102.40		(15,144.24	)	—	—	1,280,000.00	1,307,481.6	20,083.2	—	3.138		Jan-Jul	19,204.17	—
CDN S/T INVT BLENDED ACCT		993252329	20141222		0	4,687,557.08	—		—		—	—	4,687,557.08	4,687,557.08	—	—	0.00059		At Mat	718.34	—
TULSA CNTY OKLA INDL AUTH MULT MUNITAX BND REV		89952PBG9	20140930		20150901	1,005,822.22	(192.22	)	(4,099.53	)	—	—	1,000,000.00	1,031,710	14,460	—	4.338		Mar-Sep	4,260.51	—
BBH OVERNIGHT DEPOSITS		BRS000000	20150630		20150701	87,249,618.90	—		—		—	—	87,249,618.90	87,249,618.9	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT		BRS000000	20150415		20151001	5,000,000.00	—		—		—	—	5,000,000.00	5,000,000	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT		BRS000000	20150315		20160309	8,000,000.00	—		—		—	—	8,000,000.00	8,000,000	—	—			At Mat	—	—

BARCLAYS TERM DEPOSIT	BRS000000	20150225	20150815	4,456,248.55	—	—		—	—	4,456,248.55	4,456,248.55	—	—		At Mat	—	—
HSBC TERM DEPOSIT	BRS000000	20150415	20150716	2,970,832.37	—	—		—	—	2,970,832.37	2,970,832.37	—	—		At Mat	—	—
PURDUE UNIV IND MUNITAX BND REV	746189RA9	20140930	20150701	500,000.00	30.00	(19,998.03	)	—	—	500,000.00	508,480	6,775	—	2.71	Jan-Jul	23,226.8	—
				1,337,913,671.56	43,892.69	(384,227.53	)		93,850.02		1,338,165,633.61	176,192.71

Validus Holdings, Ltd. June 30, 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	1,649,200.58	1,733,163.7	1,649,200.58	83,963.12		—			—		—
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	6,193,837.8	3,765,757.24	2,967,783.12		—			(539,702.56	)	—
PORT ADVISORS PRIVATE EQUITY I			11/30/2012	2,524,204.48	5,053,733.12	2,524,204.48	2,529,528.64		—			—		—
GOLDENTREE DISTRESSED DEBT FUN			11/30/2012	13,209,498.13	20,171,925.96	13,209,498.13	6,962,427.83		—			—		—
LEAPFROG INVESTMENTS FINANCIAL			11/30/2012	1,629,126	3,350,757	1,629,126	1,721,631		—			—		—
BUFFETS INC			7/18/2012	920,570.56	0.07	920,570.56	(920,570.49	)	—			—		—
GUGGENHEIM PARTNERS FUND LTD			6/1/2014	108,901,567.69	108,901,567	108,901,567.69	(0.69	)	—			—		—
VINTAGE VI LP			9/30/2014	4,302,299.48	4,218,389.91	4,302,299.48	(83,909.57	)	—			—		—
PRUDENTIAL CAPITAL PARTNERS IV			9/30/2014	4,490,454.48	4,411,514.22	4,490,454.48	(78,940.26	)	—			—		—
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	9,014,018.02	9,294,464.51	9,014,018.02	280,446.49		—			—		—
HIGHBRIDGE MEZZANINE PARTNERS			9/30/2014	7,269,745.16	6,706,477.57	7,269,745.16	(563,267.59	)	—			—		—
CENTURY CAPITAL PARTNERS IV LP			9/30/2014	1,724,696.87	1,801,297.8	1,724,696.87	76,600.93		—			—		—
GUARDIAN GROWTH EQUITY			9/4/2009	6,181,301.52	9,533,400.1	6,181,301.52	3,352,098.58		—	—	—	—		—	—
MFS MERIDIAN MID CAP GROWTH FUND			9/4/2009	17,203.14	36,438.42	17,203.14	19,235.28		—	—	—	—		—	—
BRIDGE GROWTH PARTNERS (PARALLEL), LP			7/15/2014	12,668,625	12,668,625	12,668,625	—		—	—	—	—		—	—
PUBLIC PENSION CAPITAL, LLC			7/21/2014	1,288,684	1,288,684	1,288,684	—		—	—	—	—		—	—
PAULSON PARTNERS ENHANCED LP			4/1/2012	175,147,129.47	258,946,890.6	175,147,129.47	83,799,761.13		—	—	—	—		—	—
PAULSON PARTNERS ADVANTAGE PLUS LP			4/1/2012	112,969,536.87	77,483,076.9	112,969,536.87	(35,486,459.97	)	—	—	—	—		—	—
PAULSON PARTNERS GOLD FUND LP			4/1/2012	125,000,000	34,328,135.3	125,000,000	(90,671,864.7	)	—	—	—	—		—	—

PAULSON PARTNERS CREDIT OPPORTUNITIES LP	6/1/2012	148,383,750.75	166,058,533.6	148,383,750.75	17,674,782.85		—	—	—	—		—	—
GAIA PAULSON MERGER ARBITRAGE - SCHRODERS	7/1/2014	25,000,000	25,432,500	25,000,000	432,500		—	—	—	—		—	—
LLOYD'S CANADIAN BLENDED ACCOUNT	10/1/2013	20,011,431	20,614,994	20,011,431	603,563		—	—	—	—		—	—
LLOYD'S OVERSEAS DEPOSITS	10/1/2013	57,855,138	57,855,138	57,855,138	—		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD	1/1/2015	8,294,708.59	8,294,708.59	8,294,708.59	—		—			—
GUGGENHEIM PARTNERS FUND LTD	1/1/2015	17,626,255.7	17,626,255.7	17,626,255.7	—		—			—
GUGGENHEIM PARTNERS FUND LTD	1/1/2015	31,105,157.13	31,105,157.13	31,105,157.13	—		—			—
		901,581,010.17	893,706,510.26	901,581,010.17	(7,334,797.35	)				(539,702.56	)