Validus 8-K Results of Operations and Financial Condition

Validus Holdings, Ltd. December 31, 2015 GAAP fixed maturity portfolio in Schedule D format
1	2	Codes			6	7		9	10	CHANGE IN BOOK/ADJUSTED CARRYING VALUE							INTEREST						DATES
		3	4	5			8			11		12		13	14		15	16	17	18	19		20	21
			FOREIGN	BOND	NAIC		GAAP FAIR		GAAP			CURRENT YEAR			TOTAL FX CHG		INTEREST	EFFECTIVE	HOW	ACCRUED	GROSS REC'D
CUSIP	DESCRIPTION	*	CODE	CHAR	DESIG	ACTUAL COST	MARKET VALUE	PAR VALUE	BOOK VALUE	UGL		AMORTIZATION		IMPAIRMENTS	IN B/A. C.V.		RATE	RATE OF	PAID	INTEREST	DURING YEAR		ACQUIRED	MATURITY
88579YAP6	3M CO SENIOR CORP BND MTN					4,167,568.5	4,153,854.88	4,175,000.00	4,168,540.42	(14,685.54	)	971.92		—	—		1.375		FA	22,962.5	—		8042015	8072018
BRSTBY9Y7	A. SCHULMAN INC SENIOR SECURED TERM LOAN					163,388.41	162,774.16	163,797.90	163,415.92	(641.76	)	29.57		—	—		—		MJSD	—	2,521.49		5112015	6012022
03763KAB2	AASET_14-1 ABS_14-1 A			2		3,241,658.4	3,119,630.77	3,230,769.23	3,240,236.61	(120,605.84	)	(2,240.29	)	—	—		5.125		MON	7,358.97	151,154.68		03/07/8093	12152029
G0054BFG3	ABBEY NATIONAL TREASURY SERVIC LOCAL BND		D			623,981.24	588,426.57	350,000.00	621,193.34	(32,766.77	)	(2,787.90	)	—	(29,017.61	)	5.125		APR	18,925.62	(14,405.88	)	10212015	4142021
G0054BMY6	ABBEY NATIONAL TREASURY SERVIC LOCAL BON		D			1,038,015.04	984,088.64	640,000.00	1,021,059.28	(36,970.64	)	(18,827.85	)	—	(34,213.85	)	4.125		SEP	11,588.24	17,144.98		5062015	9142017
BRSLX0WL6	ABBEY NATIONAL TREASURY SERVIC SECURED L		D			1,128,753.97	1,017,509.67	690,000.00	1,129,831.99	(112,322.32	)	661.99		—	(113,376.3	)	0.882		JAJO	1,793.72	11,578.15		05/06/4999	01/03/5191
002799AT1	ABBEY NATIONAL TREASURY SERVIC SENIOR CO		F			1,247,312.5	1,246,224.11	1,250,000.00	1,247,718.33	(1,494.22	)	405.83		—	—		2.375		MS	8,658.85	14,843.75		3092015	3162020
002824AU4	ABBOTT LABORATORIES CORP BND					2,412,386	2,349,634.79	2,150,000.00	2,370,473	(20,838.21	)	(44,078.09	)	—	—		5.125		AO	27,546.88	46,516.49		5042015	4012019
002824AZ3	ABBOTT LABORATORIES SENIOR CORP BND					1,092,919.5	1,077,538.83	1,095,000.00	1,093,243.25	(15,704.42	)	323.75		—	—		2		MS	6,448.33	11,254.17		3052015	3152020
00287YAJ8	ABBVIE INC SENIOR CORP BND					7,636,590.96	7,609,857.4	7,624,000.00	7,634,293.67	(24,436.27	)	(4,915.42	)	—	—		1.75		MN	20,383.61	118,678.35		7172015	11062017
00287YAL3	ABBVIE INC SENIOR CORP BND					982,080	969,917.45	1,000,000.00	983,377.38	(13,459.93	)	1,297.38		—	—		2.9		MN	4,430.56	12,808.33		5212015	11062022
00287YAN9	ABBVIE INC SENIOR CORP BND					4,745,677.5	4,723,239.22	4,750,000.00	4,746,582.68	(23,343.46	)	1,015.79		—	—		1.8		MN	11,162.5	47,962.5		7082015	5142018
00287YAT6	ABBVIE INC SENIOR CORP BND			1		9,361,460	9,276,789.99	9,400,000.00	9,366,065.93	(89,275.94	)	4,605.93		—	—		2.5		MN	30,680.54	117,500		5052015	5142020
00084DAE0	ABN AMRO BANK NV CORP BND 144A		F			6,261,360	6,165,054	6,000,000.00	6,179,761.59	(14,707.59	)	(81,598.41	)	—	—		4.25		FA	105,541.67	21,958.33		6262015	02/03/7436
BRSXK39C4	ABN AMRO BANK NV SENIOR CORP BND EMTN		D			898,718.29	877,654.42	600,000.00	898,765.74	(21,111.32	)	47.45		—	(18,747.92	)	2.375		JD	1,434.64	—		11302015	12072021
00084UAA0	ACASL_14-1A SENIOR ABS 14-1A A 144A		F	2		745,050	741,473.25	750,000.00	745,912.18	(4,438.93	)	862.18		—	—		1.825		JAJO	2,813.77	9,810.28		02/19/5273	7182026
00432CCM1	ACCESS GROUP INC ACCSS_05-2 ABS 05-2			2		1,106,155.41	1,121,637.27	1,135,974.75	1,122,640.71	(1,003.44	)	10,554.56		—	—		0.558		FMAN	686.2	6,353.91		8082012	11222024
00452PAN7	ACIS_15-6A MEZZANIN ABS 15-6A C 144A		F	1		495,000	498,514.8	500,000.00	495,435.16	3,079.64		435.16		—	—		3.699		FMAN	3,082.42	10,191.62		3042015	5012027
00452PAG2	ACIS_15-6A MEZZANIN ABS 15-6A B1 144A		F	1		2,238,750	2,224,344.38	2,250,000.00	2,239,826.27	(15,481.89	)	1,076.27		—	—		2.809		FMAN	10,533.38	34,737.29		3042015	5012027
00485YAA7	ACORN RE LTD SENIOR CORP BND 144A		F			22,100,000	22,233,015	22,050,000.00	22,098,167.82	134,847.18		(1,832.18	)	—	—		3.663		MON	49,364.31	288,770.67		11202015	7172018
BRSUVD0Y7	ACTAGRO LLC SENIOR SECURED REVOLVE NOTES					829,861.11	827,083.33	833,333.33	829,861.11	(2,777.78	)	694.45		—	—		—		MJSD	—	—		12282015	12302016
BRSUVD142	ACTAGRO LLC SENIOR SECURED TERM LOAN					6,583,333.34	6,533,958.34	6,583,333.34	6,583,333.34	(49,375	)	—		—	—		—		MJSD	—	93,670.4		7102015	12302016
00507UAD3	ACTAVIS FUNDING SCS SENIOR CORP BND		F			9,707,707.38	9,603,510.86	9,715,000.00	9,709,513.21	(106,002.35	)	1,503.36		—	—		2.45		JD	10,578.55	238,017.5		11132014	6152019
00507UAN1	ACTAVIS FUNDING SCS SENIOR CORP BND		F			6,177,000	6,196,827.67	6,177,000.00	6,177,000	19,827.67		—		—	—		1.582		MJSD	4,886.01	65,432.03		3032015	3122018
00507UAP6	ACTAVIS FUNDING SCS SENIOR CORP BND		F	1		2,224,888.75	2,227,509.98	2,225,000.00	2,224,905.57	2,604.41		26.41		—	—		3		MS	20,210.41	64,274.83		3032015	3122020
942683AG8	ACTAVIS INC SENIOR CORP BND					248,442.5	249,111.56	250,000.00	249,081.58	29.98		509.91		—	—		1.875		AO	1,171.88	4,687.5		9272012	10012017
006897AG7	ADPK_13-1A MEZZANIN ABS 13-1A C 144A		F	2		2,504,750	2,443,219	2,500,000.00	2,504,183.41	(60,964.41	)	(566.59	)	—	—		3.321		JAJO	17,986.04	41,709.86		3252015	4152024
BRSM9GPX8	ADS WASTE HOLDINGS INC SENIOR SECURED TE			2		5,524,256.25	5,361,981.22	5,524,256.25	5,524,256.25	(162,275.03	)	—		—	—		—		FMAN	—	265,904.42		4012014	10092019

00101JAE6	ADT CORP SENIOR CORP BND			3,001,658.45	2,985,000	3,000,000.00	3,000,641.27	(15,641.27	)	5,267.44		—	—	2.25	JJ	31,125	98,875	4302013	7152017
BRSNZFA49	ADVANTAGE SALES & MARKETING IN SENIOR SE		2	1,816,806.8	1,758,523.16	1,823,352.45	1,817,643.48	(59,120.32	)	717.00		—	—	—	MJSD	—	59,594.07	8072015	7232021
05377RBM5	AESOP_13-1A ABS 13-1A C144A		2	2,063,125	2,007,600	2,000,000.00	2,049,174.37	(41,574.37	)	(13,950.63	)	—	—	4.42	MON	2,701.11	63,844.47	3252015	9202019
05377RBY9	AESOP_15-1A SUB ABS 15-1A B 144A		2	1,999,207.2	1,976,439.4	2,000,000.00	1,999,323.57	(22,884.17	)	116.37		—	—	3.22	MON	1,967.78	57,423.37	10/04/5245	7202021
BRSHXEJA4	AFFINIA GROUP SENIOR SECURED TERM LOAN		2	338,012.05	338,013.75	338,435.10	338,156.77	(143.02	)	124.62		—	—	—	MJSD	—	18,750.75	6052013	4272020
02640FAG3	AGFMT_10-1 WHOLE CMO 10-1 144A		2	4,129,125	3,995,209.92	3,900,000.00	3,952,954.33	42,255.59		(144,518.64	)	—	—	5.65	MON	18,362.5	220,350	10152014	3252058
00432CAZ4	AGSL_03-1 ABS 03-1-2003-1		2	360,500	351,896	400,000.00	378,181.94	(26,285.94	)	3,196.99		—	—	1.911	MON	104.41	5,341.66	3292010	12262035
00432CBB6	AGSL_03-1 ABS_03-1-2003-1		2	311,937.5	307,209	350,000.00	326,241.47	(19,032.47	)	2,663.60		—	—	1.57	MON	210.19	4,358.21	3292010	12262035
00432CBP5	AGSL_03-1 ABS_04-1-2004-1		2	435,625	410,695	500,000.00	459,846.97	(49,151.97	)	5,023.68		—	—	1.789	MON	268.88	6,361.58	3292010	12272032
02665VAA1	AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A		2	1,265,188.75	1,239,818.69	1,265,188.75	1,265,188.75	(25,370.06	)	(0.01	)	—	—	1.331	MON	701.39	19,767.68	5132014	6172031
BRSHLJUD7	AI CHEM & CY SCA			336,636.92	336,850.08	338,328.57	337,347.3	(497.22	)	273.81		—	—	—	JAJO		15,310.14	4012013	10032019
L0001UAC3	AI CHEM & CY US ACQUICO INC SENIOR SECUR	E	2	174,664.63	174,775.24	175,542.36	175,033.21	(257.97	)	142.05		—	—	—	MJSD	—	7,942.91	3122013	10032019
903724AK8	AID-UKRAINE AGENCY BND	F		4,285,000	4,273,773.3	4,285,000.00	4,285,000	(11,226.7	)	—		—	—	1.844	MN	9,876.93	79,015.4	5142014	5162019
001406AA5	AIM_15-1A ABS 15-1A A1 144A	F	2	3,291,666.66	3,210,559.99	3,291,666.66	3,291,652.95	(81,092.96	)	(13.71	)	—	—	4.213	MON	6,163.46	117,949.37	04/03/7737	01/30/7792
BRSSM5ZR6	AIR MEDICAL GROUP HOLDINGS INC SENIOR SE		2	1,509,083.29	1,468,432.6	1,512,865.46	1,509,420.09	(40,987.49	)	355.80		—	—	—	MJSD	—	30,586.12	4152015	4282022
009158AQ9	AIR PRODUCTS AND CHEMICALS INC CORP BND			1,544,936.3	1,498,895.3	1,490,000.00	1,499,632.52	(737.22	)	(16,299.85	)	—	—	2	FA	12,333.89	29,800	3072013	8022016
009349AF8	AIRCRAFT LEASE SECURITISATION ABS_07-1A	F	2	256,849.69	262,838.39	266,165.46	265,847.08	(3,008.69	)	10,974.52		—	—	0.529	MON	97.71	2,211.15	11062013	5102032
009363AR3	AIRGAS INC SENIOR CORP BND		1	3,569,966.76	3,594,371.61	3,572,000.00	3,570,098.65	24,272.96		131.89		—	—	3.05	FA	42,367.88	—	12232015	8012020
BRSR05RF7	AIRXCEL, INC. REVOLVE LOAN			6,669,433.6	6,602,739.26	6,669,433.60	6,669,433.6	(66,694.34	)	—		—	—	—	MN	—	369,451.03	4082015	11182019
011395AB6	ALAMO RE LTD CORP BOND 144A	F		1,950,000	2,002,260	1,950,000.00	1,950,000	52,260		—		—	—	5.9	MJSD	9,907.08	62,999.56	5062015	6072018
011395AC4	ALAMO RE LTD CORP BOND 144A	F		2,600,000	2,663,570	2,600,000.00	2,600,000	63,570		—		—	—	4.6	MJSD	5,315.56	65,503.27	5062015	6072019
BRSXUCRH2	ALBERTSONS HOLDINGS LLC SECURED TERM LOA		1	1,636,852.58	1,645,946.21	1,653,386.45	1,636,852.58	9,093.63		—		—	—	—	MJSD	—	—	12102015	12212022
BRSTV33U7	ALERE INC SENIOR SECURED TERM NOTES		2	960,152.88	956,042.75	962,559.28	960,290.99	(4,248.24	)	326.87		—	—	—	MJSD	—	17,180.1	6112015	6202022
BRSV8NG22	ALION SCIENCE AND TECHNOLOGY C SENIOR SE			787,296.23	780,702.72	791,252.49	787,489.65	(6,786.93	)	213.30		—	—	—	MJSD	—	11,519.99	8122015	8192021
BRSUU8H62	ALIX PARTNERS LLP SENIOR SECURED TERM LO		1	704,429.2	699,132.74	706,194.69	704,513.84	(5,381.1	)	89.06		—	—	—	MJSD	—	10,619.47	7232015	7282022
018490AP7	ALLERGAN INC/UNITED STATES SENIOR CORP B			970,860	979,158.86	1,000,000.00	981,184.95	(2,026.09	)	14,740.38		—	—	1.35	MS	3,975	32,325	3072013	3152018
BRSJKR5A0	ALLFLEX HOLDINGS SENIOR SECURED TERM LOA	E		865,827.83	855,276.35	869,775.51	866,924.99	(11,648.64	)	1,002.25		—	—	—	MJSD	—	59,081.18	4012014	7172020
BRSM7G8J0	ALLIED SECURITY HOLDINGS LLC SENIOR SECU		2	1,860,817.87	1,823,414.51	1,870,168.73	1,863,278.15	(39,863.64	)	1,422.38		—	—	—	MJSD	—	81,071.63	11/15/7709	11/22/7709
02006WAC3	ALLYA_14_2 ABS_14_2-A3		2	7,498,624.5	7,478,249.93	7,500,000.00	7,499,267.35	(21,017.42	)	505.57		—	—	1.25	MON	4,166.67	93,750	9172014	4152019
021441AD2	ALTERA CORPORATION SENIOR CORP BND			1,397,858	1,403,168.48	1,400,000.00	1,399,396.74	3,771.74		430.73		—	—	1.75	MN	3,130.55	24,500	5012012	5152017
02209SAT0	ALTRIA GROUP INC SENIOR CORP BND		1	2,997,570	2,997,068.01	3,000,000.00	2,998,164.1	(1,096.09	)	654.20		—	—	2.625	JJ	36,531.24	65,114.58	11102014	09/28/5026
023135AH9	AMAZON.COM INC SENIOR CORP BND			3,092,176.38	3,082,409.24	3,100,000.00	3,094,680.9	(12,271.66	)	2,504.52		—	—	1.2	MN	3,306.66	30,483.34	10/16/5464	11292017
BRSXVEQU9	AMC ENTERTAINMENT INC. SECURED TERM LOAN		1	1,368,973.85	1,372,413.48	1,375,853.11	1,368,996.97	3,416.51		23.12		—	—	—	MJSD	—	—	12102015	12022022
03065EAD7	AMCAR_13-5 BAS_13-5 A3		2	269,714.87	269,347.12	269,751.75	269,743.09	(395.97	)	25.43		—	—	0.9	MON	155.11	3,691.44	11052013	9102018

03062AAD8	AMCAR_14-3 ABS _14-3-A3		2	869,975.81	865,998.01	870,000.00	869,980.6	(3,982.59	)	3.87		—	—	1.15	MON	639.21	10,005		8202014	6102019
03065NAD7	AMCAR_15-3 SENIOR ABS 15-3		2	1,199,826	1,192,440.03	1,200,000.00	1,199,850.59	(7,410.56	)	24.59		—	—	1.54	MON	1,180.67	5,903.3		8042015	3082020
BRSJQMFE6	AMERICAN AIRLINES GROUP INC SENIOR SECUR		2	3,195,284.54	3,193,559.26	3,211,285.53	3,201,557.84	(7,998.58	)	2,815.56		—	—	—	MJSD	—	112,806.1		9302013	6272019
023770AB6	AMERICAN AIRLINES INC. SECURED CORP BND		2	3,836,306.46	3,702,035.73	3,836,306.46	3,836,306.46	(134,270.73	)	—		—	—	3.7	MN	23,657.23	92,500		3022015	11012024
BRSNZFZ18	AMERICAN ENERGY MARCELLUS LLC SENIOR SEC		2	217,486.33	62,021.86	218,579.23	217,737.24	(155,715.38	)	182.83		—	—	—	MJSD	—	11,666.65		7092014	8042020
025816BJ7	AMERICAN EXPRESS COMPANY CAPSEC CORP BND		1	12,783,750	12,558,750	12,750,000.00	12,777,136.41	(218,386.41	)	(6,114.02	)	—	—	5.2	MN	84,716.67	737,243		11252014	12312049
02582JGW4	AMERICAN EXPRESS CREDIT ACCOUN ABS 14-4		2	1,864,877.42	1,861,456.46	1,865,000.00	1,864,906.04	(3,449.58	)	89.67		—	—	1.43	MON	1,185.31	50,026.16		6012015	6152020
0258M0DD8	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			1,027,420	1,009,001.8	1,000,000.00	1,013,661.73	(4,659.93	)	(10,957.90	)	—	—	2.375	MS	6,399.31	23,750		3212012	3242017
0258M0DJ5	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			304,584	301,501.33	300,000.00	303,882.34	(2,381.01	)	(701.66	)	—	—	2.125	JJ	2,727.08	301.04		7072015	7272018
0258M0DK2	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			995,980	997,654.19	1,000,000.00	997,073.11	581.08		870.25		—	—	2.125	MS	6,079.86	21,250		3132014	3182019
0258M0DR7	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			3,465,350.2	3,466,907.3	3,470,000.00	3,467,301.1	(393.8	)	1,531.10		—	—	1.55	MS	14,790.89	53,635.61		9182014	9222017
0258M0DT3	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO		1	2,944,684.1	2,931,056.46	2,955,000.00	2,945,047.39	(13,990.93	)	363.29		—	—	2.375	MN	6,823.18	12,660.07		11102015	5262020
0258M0DX4	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO		1	734,419.35	734,321.15	735,000.00	734,452.12	(130.97	)	32.77		—	—	2.6	MS	5,679.91	—		9092015	9142020
02665WAW1	AMERICAN HONDA FINANCE CORPORA SENIOR CO			249,210	248,432.54	250,000.00	249,326.4	(893.86	)	116.40		—	—	1.6	JJ	1,855.56	(66.67	)	7152015	7132018
02666QM26	AMERICAN HONDA FINANCE CORPORA SENIOR CO			1,992,800	1,992,743.98	2,000,000.00	1,995,431.04	(2,687.06	)	2,098.43		—	—	1.6	FA	12,000	32,000		11/14/7709	05/27/7819
02666QM59	AMERICAN HONDA FINANCE CORPORA SENIOR CO			4,000,000	4,003,720.4	4,000,000.00	4,000,000	3,720.4		—		—	—	0.782	FMAN	3,039.94	32,287.7		5222013	5262016
03064JAC9	AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2		2	48,482.88	48,489.29	48,492.56	48,491.67	(2.38	)	34.69		—	—	0.65	MON	20.14	2,620.3		4032013	12082017
031162BD1	AMGEN INC CORP BND			726,110	720,067.7	700,000.00	723,974.02	(3,906.32	)	(2,135.98	)	—	—	3.45	AO	6,037.5	4,964.17		7142015	10012020
031162BU3	AMGEN INC SENIOR CORP BND		1	755,253.68	756,515.79	759,000.00	756,052.32	463.47		1,388.52		—	—	2.2	MN	1,808.95	29,114.43		8052015	5222019
031162BW9	AMGEN INC SENIOR CORP BND		1	1,693,728.75	1,662,143.09	1,695,000.00	1,693,890.9	(31,747.81	)	174.11		—	—	2.125	MN	6,003.13	19,791.72		4282015	5012020
02582JGJ3	AMXCA_13-3 ABS_13-3 A		2	474,945.57	474,525	475,000.00	474,966.29	(441.29	)	57.82		—	—	0.98	MON	206.89	29,741.38		11052013	5152019
032511BJ5	ANADARKO PETROLEUM CORPORATION SENIOR CO		1	509,000	441,045.04	500,000.00	508,284.66	(67,239.62	)	(715.34	)	—	—	3.45	JJ	7,954.17	6,612.5		06/04/8038	7152024
BRSUA8MG6	ANCHOR GLASS CONTAINERS CORP SENIOR SECU		1	989,144.56	992,564.31	994,115.13	989,472.42	3,091.89		516.48		—	—	—	MJSD	—	17,547.36		6242015	7012022
034863AE0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP B	F		4,989,050	4,525,000	5,000,000.00	4,997,119.53	(472,119.53	)	2,227.65		—	—	2.625	AO	32,083.33	131,250		3262012	4032017
034863AF7	ANGLO AMERICAN CAPITAL PLC SENIOR CORP B	F		3,043,380	2,625,000	3,000,000.00	3,031,208.97	(406,208.97	)	(12,171.03	)	—	—	2.625	MS	20,562.5	33,906.25		12232015	9272017
034863AN0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP B	F		2,005,025	1,420,000	2,000,000.00	2,004,440.22	(584,440.22	)	(728.04	)	—	—	3.625	MN	9,465.28	54,274.31		5122015	5142020
035242AC0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			4,388,367.6	4,404,387.15	4,460,000.00	4,416,274.76	(11,887.61	)	22,176.17		—	—	1.25	JJ	25,397.21	64,682.29		9102014	11/15/5108
035242AE6	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			1,995,357.5	1,996,986.38	2,000,000.00	1,996,890.42	95.96		2,249.77		—	—	2.15	FA	17,916.67	182,451.39		10/03/5245	09/19/7408
03523TBN7	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO			12,007,999	11,978,173.22	12,025,000.00	12,021,641.79	(43,468.57	)	1,774.54		—	—	1.375	JJ	76,241.85	174,252.61		7152014	7152017
00182EAW9	ANZ NATIONAL INTERNATIONAL LTD SENIOR CO	F		999,880	993,562.47	1,000,000.00	999,909.52	(6,347.05	)	47.23		—	—	1.75	MS	4,472.22	16,673.61		3242015	3292018
03765LAA0	APID_15-20A ABS 15-20A A1 144A	F	2	5,000,000	4,967,766	5,000,000.00	5,000,000	(32,234	)	—		—	—	1.867	JAJO	19,967.06	62,017.82		02/08/5054	07/08/5081
037833AJ9	APPLE INC CORP BND			13,071,587.2	13,007,267.07	13,120,000.00	13,097,042.38	(89,775.31	)	10,287.07		—	—	1	MN	21,137.77	143,000		4302013	5032018
037833AG5	APPLE INC SENIOR CORP BND			8,000,000	7,983,280	8,000,000.00	8,000,000	(16,720	)	—		—	—	0.584	FMAN	7,658.2	49,589.41		4302013	5032018
037833AQ3	APPLE INC SENIOR CORP BND			2,532,100	2,524,188.23	2,500,000.00	2,524,001.4	186.83		(13,114.93	)	—	—	2.1	MN	8,020.83	108,062.5		10232014	5062019

037833AR1	APPLE INC SENIOR CORP BND			3,251,584	3,266,867.43	3,200,000.00	3,247,378.81	19,488.62		(6,069.53	)	—	—		2.85	MN	13,933.34	54,205.41		9162015	5062021
037833BB5	APPLE INC SENIOR CORP BND			889,385.9	888,409.3	890,000.00	889,579.84	(1,170.54	)	193.94		—	—		0.9	MN	1,068	4,005		5062015	5122017
BRS9PGQM2	ARAMARK CORPORATION LOAN TERM		2	50,270.97	49,671.3	50,173.03	50,184.75	(513.45	)	(131.05	)	—	—		—	JAJO	—	5,913.48		11012011	7262016
BRSMC71Q5	ARAMARK CORPORATION SENIOR SECURED TERM			493,743.65	493,120.24	498,730.96	493,743.65	(623.41	)	—		—	—		—	FMAN	—	—		12112015	06/10/8038
039483AY8	ARCHER-DANIELS-MIDLAND COMPANY CORP BND			2,179,988.75	1,933,609.82	1,805,000.00	1,959,826.58	(26,216.76	)	(77,159.15	)	—	—		5.45	MS	28,965.24	123,204.82		9252012	3152018
BRSV1F5E2	ARDENT LEGACY ACQUISITIONS INC SENIOR SE			966,057.07	966,057.07	975,815.22	966,690	(632.93	)	657.39		—	—		—	MJSD	—	24,904.89		7302015	7302021
04013YAU6	ARES_12-2A MEZZANIN ABS _12-2A CR 144A	F	2	500,000	491,250	500,000.00	500,000	(8,750	)	—		—	—		3.021	JAJO	3,397.69	5,344.36		5152015	10122023
00205BAA6	ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B		2	593,838.18	593,309.68	593,838.18	593,838.18	(528.5	)	—		—	—		0.631	MON	176.81	8,352.9		10162012	02/14/5054
BRST927R7	ARIA ENERGY OPERATING LLC SENIOR SECURED		2	961,094.89	914,981.75	970,802.92	961,487.38	(46,505.63	)	416.82		—	—		—	FMAN	—	11,486.55		5182015	5272022
040484JY4	ARIZONA BRD REGENTS UNIV ARIZ MUNI BND R		1	1,654,640.8	1,673,129.2	1,420,000.00	1,624,915.22	48,213.98		(23,850.82	)	—	—		5	FA	29,583.33	71,000		9132013	8012027
040484EV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			1,275,987.5	1,256,100	1,250,000.00	1,263,879.14	(7,779.14	)	(9,668.86	)	—	—		1.94	JD	2,020.83	24,250		3282012	6012017
04048RMV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			1,315,000	1,314,644.95	1,315,000.00	1,315,000	(355.05	)	—		—	—		1.559	JJ	10,250.43	4,783.53		3052015	7012018
04048RMW3	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			1,750,000	1,736,997.5	1,750,000.00	1,750,000	(13,002.5	)	—		—	—		2.048	JJ	17,920	8,362.67		3052015	7012019
04048RMX1	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			2,030,000	2,034,161.5	2,030,000.00	2,030,000	4,161.5		—		—	—		2.348	JJ	23,832.2	11,121.69		3052015	7012020
04057PJL3	ARIZONA SCH FACS BRD CTFS PART MUNITAX B			2,175,000	2,180,459.25	2,175,000.00	2,175,000	5,459.25		—		—	—		1.474	MS	10,686.5	32,059.5		6042014	9012017
040688NL3	ARIZONA WTR INFRASTRUCTURE FIN MUNITAX B			1,575,519.05	1,568,979.5	1,570,000.00	1,573,586.34	(4,606.84	)	(1,932.71	)	—	—		1.413	AO	5,546.03	15,775.36		02/08/5054	10012017
BRSUW3MP3	ASURION LLC SENIOR SECURED TERM LOAN		1	1,321,239.94	1,220,542.87	1,327,879.34	1,321,604.02	(101,061.15	)	397.44		—	—		—	MJSD	—	25,721.64		7302015	8042022
00206RAW2	AT&T INC CORP BND			4,723,900.5	4,703,283.75	4,675,000.00	4,678,884.44	24,399.31		(13,590.74	)	—	—		2.95	MN	17,622.15	189,574.38		5242011	5152016
00206RAR3	AT&T INC CORP BND			2,707,421.5	2,699,018.79	2,450,000.00	2,681,070.93	17,947.86		(26,350.57	)	—	—		5.8	FA	53,682.22	(789.45	)	12232015	01/09/7792
00206RAT9	AT&T INC CORP BND	O		517,103.96	466,870.01	300,000.00	496,793.29	(29,923.28	)	(21,659.89	)	—	(30,215.64	)	5.875	APR	17,602.23	46,794.31		12102014	4282017
00206RBM3	AT&T INC SENIOR CORP BND			997,780	992,826.39	1,000,000.00	998,292.08	(5,465.69	)	512.08		—	—		1.4	JD	1,166.67	7,000		5272015	12012017
00206RCA8	AT&T INC SENIOR CORP BND			3,523,968	3,469,350.46	3,450,000.00	3,510,398.21	(41,047.75	)	(13,569.79	)	—	—		2.375	MN	7,738.54	47,341.67		4242015	11272018
00206RCC4	AT&T INC SENIOR CORP BND			3,010,080	2,995,312.26	3,000,000.00	3,007,346.75	(12,034.49	)	(2,186.00	)	—	—		2.3	MS	21,083.33	69,000		3052014	3112019
00206RCL4	AT&T INC SENIOR CORP BND		1	599,694	589,923.07	600,000.00	599,747.01	(9,823.94	)	102.56		—	—		2.45	JD	40.83	36,890.2		4232015	6302020
00206RCN0	AT&T INC SENIOR CORP BND		1	1,794,672	1,722,248.92	1,800,000.00	1,794,985.36	(72,736.44	)	402.41		—	—		3.4	MN	7,820	46,316.5		9292015	5152025
047870CY4	ATLANTA GA (CITY OF) MUNI BND REV		2	6,949,070	7,053,049.1	5,710,000.00	6,852,875.56	200,173.54		(77,083.33	)	—	—		5.5	MN	52,341.67	314,050		11212013	11012027
049382AD6	ATLAS IX CAPITAL DAC SENIOR CORP BND 144	F		2,000,000	2,000,200	2,000,000.00	2,000,000	200		—		—	—		—	JAJO	—	—		12232015	06/19/4862
049382AC8	ATLAS IX CAPITAL LTD CORP BND 144A	F		1,000,000	1,000,850	1,000,000.00	1,000,000	850		—		—	—		7.161	JAJO	18,299.06	45,924.8		03/23/7518	01/31/4835
05178RAA3	AURORA MILITARY HOUSING MUNI BND 144A		2	1,059,710	1,055,300	1,000,000.00	1,048,906.95	6,393.05		(14,464.98	)	—	—		5.32	JD	2,364.44	58,520		12082005	12152020
BRSVLEZT7	AURORA PARTS AND ACCESSORIES L SENIOR SE			1,339,031.5	1,335,650.11	1,352,557.07	1,339,031.5	(3,381.39	)	—		—	—		—	MJSD	—	—		8172015	8172021
BRSVLF005	AURORA PARTS AND ACCESSORIES L SENIOR SE			5,998,861.13	5,983,712.49	6,059,455.69	6,002,240.8	(18,528.31	)	3,379.67		—	—		—	MJSD	—	81,568.21		8172015	8172021
05253JAH4	AUST & NZ BANK GROUP SENIOR CORP BND	R		8,391,180	8,357,303.98	8,400,000.00	8,393,956.67	(36,652.69	)	2,776.67		—	—		1.5	JJ	57,750	63,000		12/20/4971	06/29/5081
0523966K9	AUSTIN TX (CITY OF) MUNITAX BND GO			315,677.25	316,830.15	315,000.00	315,466.34	1,363.81		(168.74	)	—	—		1.758	MS	1,845.9	5,537.7		9102014	9012018
0523966L7	AUSTIN TX (CITY OF) MUNITAX BND GO			201,750	202,810	200,000.00	201,320.05	1,489.95		(343.29	)	—	—		2.108	MS	1,405.33	4,216		9102014	9012019

0523966M5	AUSTIN TX (CITY OF) MUNITAX BND GO			386,563.1	390,917.45	385,000.00	386,252	4,665.45		(249.56	)	—	—		2.384	MS	3,059.47	9,178.4		9102014	9012020
05253JAC5	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO			774,550.5	767,398.12	775,000.00	774,782.81	(7,384.69	)	89.34		—	—		1.45	MN	1,435.9	11,237.5		5092013	5152018
05253JAJ0	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO			4,995,800	4,989,620.6	5,000,000.00	4,995,972.49	(6,351.89	)	172.49		—	—		2	MN	12,500	—		11092015	11162018
053015AD5	AUTOMATIC DATA PROCESSING, INC SENIOR CO		1	1,613,562.65	1,614,936.66	1,615,000.00	1,613,643.68	1,292.98		81.03		—	—		2.25	MS	10,699.38	—		12232015	9152020
05329WAL6	AUTONATION INC CORP BND		1	4,599,908	4,589,307.53	4,600,000.00	4,599,908	(10,600.47	)	—		—	—		3.35	JJ	42,805.56	—		9162015	02/14/5054
BRSX3AUD1	AVAGO TECHNOLOGIES CAYMAN FINA SENIOR SE	F	1	4,381,092	4,386,977.71	4,425,345.46	4,381,092	5,885.71		—		—	—		—	MJSD	—	4,694.44		11132015	12312022
BRSU5BES8	AWP INC SENIOR SECURED REVOLVE LOAN			323,476.28	321,696.06	325,768.16	323,476.28	(1,780.22	)	965.80		—	—		—	MJSD	—	3,501.28		11122015	6052020
BRSU5BEP4	AWP INC SENIOR SECURED TERM LOAN			3,720,720.07	3,674,211.07	3,720,720.07	3,720,720.07	(46,509	)	—		—	—		—	MJSD	—	94,857.12		6092015	6052021
04280PAA5	AWPT_14-2A ABS 14-2A 144A	F	2	1,089,550	1,082,522.54	1,100,000.00	1,091,505.78	(8,983.24	)	1,955.78		—	—		2.002	MJSD	1,101.1	17,495.44		02/19/5273	3122026
055065AA4	AZZURRO RE I LTD CORP BND 144A	D		1,971,987.5	1,899,789.33	1,750,000.00	1,971,987.5	(72,198.17	)	—		—	(70,962.5	)	2.15	JAJO	8,515.01	13,788.76		6122015	06/30/5081
BRSWL65W8	B&G FOODS INC TERM NOTES		1	2,762,145.12	2,778,620.83	2,776,025.24	2,762,390.23	16,230.6		245.11		—	—		—	MJSD	—	4,337.54		10222015	11022022
BRSQHT1U4	B/E AEROSPACE INC SENIOR SECURED TERM NO		2	1,154,834.1	1,161,797.94	1,160,637.30	1,155,636.45	6,161.49		1,184.72		—	—		—	MJSD	—	37,857.01		11212014	12162021
05522RCU0	BACCT ABS 15-A2 A		2	4,374,475.22	4,343,937.54	4,375,000.00	4,374,556.52	(30,618.98	)	81.30		—	—		1.36	MON	2,644.44	37,352.76		4222015	9152020
059513AE1	BACM CMBS 07-4 A4		2	5,459,225.08	5,075,990.22	4,878,742.70	5,139,600.3	(63,610.08	)	(292,778.75	)	—	—		5.742	MON	23,343.29	410,831.6		12022014	03/20/7655
059513AF8	BACM_07-4 A1A SENIOR CMBS 07-4 A1A		2	3,068,042.75	2,868,312.37	2,757,780.44	2,909,855.87	(41,543.5	)	(111,063.49	)	—	—		5.774	MON	13,269.53	160,260.03		10142014	03/20/7655
06054AAX7	BACM_2015-UBS7 LCF SENIOR CMBS_2015-UBS7		2	3,425,469.71	3,397,474.36	3,325,000.00	3,424,519.31	(27,044.95	)	(950.40	)	—	—		3.705	MON	10,265.94	2,343.94		12092015	9152048
BRSHC6N35	BAKERCORP INTERNATIONAL INC SENIOR SECUR		2	1,147,727.02	998,522.51	1,147,727.02	1,147,727.02	(149,204.51	)	—		—	—		—	MJSD	—	49,634.58		08/06/7545	12/29/7572
060505EH3	BANK OF AMERICA CORP CAPSEC CORP BND		1	4,876,597	4,852,120	4,816,000.00	4,873,109.99	(20,989.99	)	(3,559.24	)	—	—		6.25	MS	96,988.9	224,490.27		4132015	9292049
060505EN0	BANK OF AMERICA CORP CAPSEC CORP BND		1	3,428,637.5	3,393,885	3,377,000.00	3,425,920.41	(32,035.41	)	(2,800.59	)	—	—		6.1	MS	59,510.24	107,227.65		4152015	12312049
06051GEQ8	BANK OF AMERICA CORP CORP BND			2,692,116	2,768,112.9	2,700,000.00	2,697,929.98	70,182.92		1,907.44		—	—		3.875	MS	28,771.88	175,300.69		3192012	3222017
U5904RYZ0	BANK OF AMERICA CORP CORP BND	O		1,447,761.81	1,331,171.3	800,000.00	1,409,998.67	(78,827.37	)	(37,763.14	)	—	(73,107.68	)	7.75	APR	61,420.55	(12,639.87	)	6152015	4302018
06050TLT7	BANK OF AMERICA CORP SENIOR CORP BND			4,995,600	4,995,432.5	5,000,000.00	4,998,338.67	(2,906.17	)	1,464.35		—	—		1.25	FA	23,784.72	62,500		06/29/7682	08/21/7764
06050TME9	BANK OF AMERICA CORP SENIOR CORP BND			4,200,000	4,191,131.99	4,200,000.00	4,200,000	(8,868.01	)	—		—	—		2.05	JD	5,740	—		12032015	12072018
06051GEX3	BANK OF AMERICA CORP SENIOR CORP BND			5,075,550	5,017,352.3	5,000,000.00	5,050,351.02	(32,998.72	)	(15,838.16	)	—	—		2.6	JJ	59,944.44	130,000		5202014	02/12/5054
06051GFD6	BANK OF AMERICA CORP SENIOR CORP BND MTN			610,344	601,464.75	600,000.00	608,323.18	(6,858.43	)	(1,967.09	)	—	—		2.65	AO	3,975.01	76,275.82		07/24/8120	4012019
06051GFT1	BANK OF AMERICA CORP SENIOR CORP BND MTN			4,723,440.75	4,666,946.52	4,725,000.00	4,723,500.16	(56,553.64	)	59.41		—	—		2.625	AO	24,806.25	—		10142015	10192020
06051GFL8	BANK OF AMERICA CORP SUB CORP BND			2,028,700	1,975,038.76	2,000,000.00	2,027,202.72	(52,163.96	)	(753.00	)	—	—		4.25	AO	16,291.67	177,546.7		3122015	10222026
060505EG5	BANK OF AMERICA CORP SUB CORP BND		1	4,862,500	4,750,000	5,000,000.00	4,862,500	(112,500	)	(586.03	)	—	—		5.125	JD	9,965.27	327,165.18		8012014	08/28/4692
U0662KFC0	BANK OF AMERICA CORP SUB CORP BND EMTN	O		583,873.33	530,230.19	350,000.00	564,957.45	(34,727.26	)	(27,024.67	)	—	(34,598.04	)	5.25	MN	3,943.39	48,513.83		12042014	11092016
06051GFP9	BANK OF AMERICA CORP SUB CORP BND MTN			1,987,705	1,947,328.51	2,000,000.00	1,988,365.83	(41,037.32	)	1,139.77		—	—		3.95	AO	15,361.11	115,263.19		5212015	4212025
063679ZT4	BANK OF MONTREAL CORP BND 144A	A		3,271,560	3,275,512.63	3,250,000.00	3,260,512.16	15,000.47		(9,661.53	)	—	—		1.95	JJ	26,582.3	63,375		8222014	10/18/5464
06366RHA6	BANK OF MONTREAL SENIOR CORP BND MTN	A		260,418.6	258,993.6	260,000.00	260,333.05	(1,339.45	)	(85.55	)	—	—		1.4	MS	1,112.22	505.56		7162015	9112017
06366RMS1	BANK OF MONTREAL SENIOR CORP BND MTN	A	1	249,595	247,813.65	250,000.00	249,665.57	(1,851.92	)	70.57		—	—		1.45	AO	825.69	896.18		7072015	4092018
06406HCA5	BANK OF NEW YORK MELLON CORP BND MTN		1	1,497,285	1,518,183	1,500,000.00	1,499,417.47	18,765.53		544.73		—	—		2.4	JJ	16,400	36,000		11172011	11/14/5108

064058AD2	BANK OF NEW YORK MELLON CORP/T CAPSEC CO		1	6,775,000	6,656,437.5	6,775,000	6,775,000	(118,562.5	)	—		—	—		4.95	JD	10,247.2	216,122.5		12232015	1019999
06406HCE7	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	299,634	297,545.63	300,000	299,702.09	(2,156.46	)	68.09		—	—		1.3	JJ	1,690	162.5		7072015	1252018
06406HCG2	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	999,410	1,000,000	1,000,000	999,965.59	34.41		404.75		—	—		0.7	MS	2,275	20,346.67		3042013	3042016
06406HCK3	BANK OF NEW YORK MELLON CORP/T SENIOR CO			10,000,000	9,996,600.3	10,000,000	10,000,000	(3,399.7	)	—		—	—		0.892	MJSD	6,194.44	86,189.73		6022014	3062018
06406HCU1	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1,996,120	2,003,117.52	2,000,000	1,997,352.42	5,765.1		747.52		—	—		2.2	MN	5,622.22	44,000		5022014	5152019
06406HCW7	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1,007,930	1,002,390.14	1,000,000	1,007,641.42	(5,251.28	)	(288.58	)	—	—		2.3	MS	7,027.78	(4,152.78	)	11102015	9112019
06406HCZ0	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1,397,455	1,386,213.83	1,400,000	1,397,855.97	(11,642.14	)	400.97		—	—		2.15	FA	10,618.61	13,589.79		3092015	2242020
06406HDB2	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1,999,820	1,989,995.58	2,000,000	1,999,853.09	(9,857.51	)	59.21		—	—		1.6	MN	3,466.67	29,155.56		5222015	5222018
06406HCR8	BANK OF NEW YORK MELLON/THE SENIOR CORP		1	7,491,675	7,524,373.05	7,500,000	7,494,751.16	29,621.89		1,576.82		—	—		2.2	MS	53,625	165,000		1282014	3042019
06415CAA7	BANK OF NOVA SCOTIA CORP BND 144A	A		1,140,524	1,105,801.4	1,100,000	1,105,850.32	(48.92	)	(9,827.98	)	—	—		2.15	FA	9,722.78	23,650		5242012	8032016
06415CAE9	BANK OF NOVA SCOTIA SECURED LOCAL BND 14	A		6,272,140	6,236,890.06	6,200,000	6,235,026.06	1,864		(28,298.14	)	—	—		1.75	MS	29,837.5	108,500		8202014	3222017
064159BW5	BANK OF NOVA SCOTIA SENIOR CORP BND	A		5,000,000	5,000,000	5,000,000	5,000,000	—		—		—	—		0.912	MJSD	2,153.33	38,920.14		3082013	3152016
064159DA1	BANK OF NOVA SCOTIA SENIOR CORP BND	A		1,999,420	1,998,449.8	2,000,000	1,999,814.64	(1,364.84	)	275.47		—	—		1.1	JD	1,100	32,220.83		12102013	12132016
064159GM2	BANK OF NOVA SCOTIA SENIOR CORP BND	A	1	3,998,120	3,980,545.96	4,000,000	3,998,462.17	(17,916.21	)	342.17		—	—		1.7	JD	3,777.78	34,000		6042015	6112018
064159HB5	BANK OF NOVA SCOTIA SUB CORP BND	A		1,749,860	1,746,397.38	1,750,000	1,749,860.49	(3,463.11	)	0.49		—	—		4.5	JD	3,281.25	—		12092015	12162025
06538PAB8	BANK OF TOKYO-MITSUBISHI UFJ L SENIOR CO	F		5,000,000	5,013,150	5,000,000	5,000,000	13,150		—		—	—		1.522	MJSD	3,805	17,138.33		9082015	9142018
06739GBP3	BARCLAYS BANK PLC CORP BND	F		6,019,695	5,969,611.51	5,500,000	5,913,904.58	55,706.93		(78,276.17	)	—	—		5.14	AO	60,466.39	282,700		8192014	10142020
G079E0AA9	BARCLAYS BANK PLC LOCAL BND	D	1	703,522.13	646,224.9	410,000	683,767.03	(37,542.13	)	(24,421.1	)	—	(41,873.96	)	6.75	JAN	39,113.87	84,064.47		12042014	1162023
06739FHT1	BARCLAYS BANK PLC SENIOR CORP BND	F		4,454,777.25	4,488,408.41	4,455,000	4,454,857.09	33,551.32		43.3		—	—		2.5	FA	40,528.13	111,375		2122014	2202019
G089B6CD0	BARCLAYS BANK PLC SENIOR CORP BND EMTN	D		2,679,360.59	2,525,236.55	1,700,000	2,690,647.09	(165,410.54	)	3,074.51		—	(188,678.86	)	1.5	APR	27,931.61	42,304.5		3282012	4042017
06738EAD7	BARCLAYS PLC SENIOR CORP BND	F		916,761.6	918,294.72	920,000	917,462.76	831.96		614.05		—	—		2.75	MN	3,724.72	25,159.44		11032014	11082019
06738EAF2	BARCLAYS PLC SENIOR CORP BND	F		1,799,838	1,791,318.06	1,800,000	1,799,879.96	(8,561.9	)	41.96		—	—		2	MS	10,500	18,000		3092015	3162018
067901AQ1	BARRICK GOLD CORPORATION SENIOR CORP BND	A		156,613.78	133,837.72	157,000	156,654.92	(22,817.2	)	130.52		—	—		4.1	MN	1,072.83	16,199.21		2242015	5012023
D06216BG5	BASF SE CORP BND	D		1,209,815.55	1,092,484.76	700,000	1,157,087.73	(64,602.97	)	(50,660.67	)	—	(64,947.48	)	5.875	MAR	45,709.03	64,218.74		12152014	3312017
BRSTM9RG9	BASS PRO GROUP LLC SENIOR SECURED TERM L		1	1,418,534.35	1,373,496.76	1,422,089.56	1,418,870.38	(45,373.62	)	353.95		—	—		0	MJSD	—	13,062.89		5292015	6052020
G08820EL5	BAT INTL FIN PLC SENIOR CORP BND EMTN	F		2,841,307.5	2,849,401.5	2,850,000	2,849,297.54	103.96		2,907.07		—	—		1.125	MAR	24,225	32,062.5		3202013	3292016
07177MAC7	BAXALTA INC SENIOR CORP BND 144A		1	9,207,052.8	9,104,743.99	9,210,000	9,207,342.68	(102,598.69	)	313.99		—	—		2.875	JD	5,884.16	143,919.31		9292015	6232020
07177MAF0	BAXALTA INC SENIOR CORP BND 144A			3,867,702.3	3,828,927.61	3,870,000	3,868,093.64	(39,166.03	)	391.34		—	—		2	JD	1,935	38,446.11		12232015	6222018
072863AA1	BAYLOR SCOTT & WHITE HOLDINGS MUNITAX BN		1	750,000	733,444.5	750,000	750,000	(16,555.5	)	—		—	—		2.123	MN	2,034.55	30,089.11		4152015	11152020
05531FAN3	BB&T CORP SENIOR CORP BND MTN		1	787,675.2	782,985.99	780,000	785,306.08	(2,320.09	)	(2,191.64	)	—	—		2.05	JD	533	15,990		11262014	6192018
05531GAA9	BB&T CORP SUB CORP BND MTN		1	425,524	418,288.48	400,000	422,798.43	(4,509.95	)	(3,767.29	)	—	—		3.95	MS	4,345.01	13,386.12		3042015	3222022
06742LAG8	BCLDRY_14-5 SENIOR ABS2014-5 A		2	3,394,476.57	3,385,708.56	3,395,000	3,394,598.98	(8,890.42	)	210.88		—	—		1.48	MON	2,233.16	52,897.91		6012015	9152020
BRSW3NGN9	BEACON ROOFING SECURED TERM LOAN		1	331,056.46	330,953.32	332,720.06	331,106.69	(153.37	)	54.4		—	—		0	MJSD	—	—		9252015	10012022
07388VAE8	BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T		2	4,262,730.26	3,960,431.24	3,847,880.61	3,994,461.59	(34,030.35	)	(188,097.45	)	—	—		5.471	MON	17,543.12	272,529.48		4162014	1122045

075887BB4	BECTON DICKINSON AND COMPANY CORP BND			1,249,587.5	1,254,150	1,250,000	1,249,927.21	4,222.79		84.09		—	—		1.75	MN	3,220.49	21,875		11082012	11082016
075887BE8	BECTON DICKINSON AND COMPANY SENIOR CORP			4,395,855.87	4,397,167.54	4,385,000	4,393,696.51	3,471.03		(2,084.85	)	—	—		2.675	JD	5,213.27	120,438.15		12102014	12152019
BRSSLJ0J3	BENDON INC SENIOR SECURED TERM NOTES			257,220.22	254,648.02	257,220.22	257,220.22	(2,572.2	)	—		—	—		0	MJSD	—	19,680.91		4142015	3302021
BRSSLJ0T1	BENDON INC SENIOR SECURED TERM NOTES			6,065,638.53	6,004,982.14	6,065,638.53	6,065,638.53	(60,656.39	)	—		—	—		0	MJSD	—	252,736.02		4142015	3302021
59562VAX5	BERKSHIRE HATHAWAY ENERGY CO SENIOR CORP		1	1,506,105	1,487,776.22	1,500,000	1,505,488.13	(17,711.91	)	(616.87	)	—	—		2	MN	3,833.34	6,083.34		8282015	11152018
084670BD9	BERKSHIRE HATHAWAY INC CORP BND			1,018,370	1,008,220	1,000,000	1,008,574.38	(354.38	)	(7,836.87	)	—	—		1.9	JJ	7,969.44	19,000		1242012	1312017
BRSVUV3M9	BERRY PLASTICS CORP SECURED TERM LOAN		1	260,957.91	260,453.05	262,269.26	261,001.97	(548.92	)	79.49		—	—		0	MJSD	—	2,543.92		9172015	10032022
BRSHBHS86	BERRY PLASTICS CORP SENIOR SECURED TERM		2	5,707,394.63	5,626,802.03	5,722,394.63	5,712,772.18	(85,970.15	)	2,332.9		—	—		0	FMAN	—	290,100.93		10012015	2082020
BRSV3DKS7	BESTOP INC SENIOR SECURED REVOLVE NOTES			105,000	103,162.5	105,000	105,000	(1,837.5	)	—		—	—		0	MJSD	—	4,454.58		7302015	12302049
BRSV3DL15	BESTOP INC SENIOR SECURED TERM NOTES			4,200,000	4,126,500	4,200,000	4,200,000	(73,500	)	—		—	—		0	MJSD	—	178,183.44		7302015	12302049
05541VAD8	BG ENERGY CAPITAL PLC CORP BND 144A	F		515,455	504,719.5	500,000	506,003.96	(1,284.46	)	(7,535.02	)	—	—		2.875	AO	3,034.72	14,375		10062011	10152016
G1163HET9	BG ENERGY CAPITAL PLC CORP BND EMTN	D		793,607.43	722,304.03	460,000	768,682.35	(46,378.32	)	(25,642.19	)	—	(46,752.3	)	5.125	DEC	2,373.44	41,580.8		12102014	12072017
095560AJ7	BHILL_13-1A MEZZANIN ABS 13-1A C1 144A	F	2	672,468.75	654,963.3	675,000	672,732.51	(17,769.21	)	263.76		—	—		3.321	JAJO	4,856.23	11,688.65		4022015	1152026
055451AP3	BHP BILLITON FINANCE (USA) LTD SENIOR CO	F		6,706,708	6,713,001.93	6,725,000	6,720,670.01	(7,668.08	)	3,710.05		—	—		1.625	FA	38,552	109,281.26		2212012	2242017
055451AU2	BHP BILLITON FINANCE (USA) LTD SENIOR CO	F		544,060	474,022.18	500,000	540,156.63	(66,134.45	)	(3,903.37	)	—	—		3.85	MS	4,865.97	11,389.58		2242015	9302023
Q1489BAF2	BHP BILLITON FINANCE LTD SUB CORP BND	D	1	208,379.25	194,131.42	135,000	208,379.25	(14,247.83	)	—		—	(9,402.75	)	6.5	OCT	2,508.95	603.08		10142015	10222077
09062XAC7	BIOGEN IDEC INC SENIOR CORP BND			2,319,298.65	2,309,774.09	2,320,000	2,319,338.67	(9,564.58	)	212.62		—	—		2.9	MS	19,810.22	12,712.87		9112015	9152020
BRSR5UKB3	BIOTELEMETRY INC TERM NOTES			4,125,000	4,094,062.5	4,125,000	4,125,000	(30,937.5	)	—		—	—		0	MJSD	—	198,433.53		1022015	12302019
BRSTA36J2	BLACK KNIGHT INFOSERV LLC SENIOR SECURED			366,032.96	365,344.94	366,950.35	366,092.68	(747.74	)	64.32		—	—		0	MJSD	—	6,214.57		5072015	5272022
BRSK4S5S4	BMC SOFTWARE FINANCE INC SENIOR SECURED		2	3,674,714.84	3,046,775.62	3,683,506.57	3,677,253.02	(630,477.4	)	2,209.77		—	—		0	FMAN	—	207,167.71		7162014	9102020
BRSL762A9	BMW FIN N.V. SENIOR CORP BND EMTN	D		1,543,559.25	1,479,708.05	1,000,000	1,538,873.84	(59,165.79	)	(4,685.41	)	—	(51,564.89	)	1.75	NOV	2,959.89	14,330.82		5062015	11202017
05579UAD5	BMWLT_14-1 ABS _14-1-A4		2	12,299,729.4	12,273,054.39	12,300,000	12,299,680.62	(26,626.23	)	(28.81	)	—	—		0.99	MON	3,720.75	121,770		4092014	8212017
05580PAB7	BMWLT_15-1 ABS 2015-1 A2A		2	2,933,733.5	2,931,903.45	2,933,780.48	2,933,737.74	(1,834.29	)	24.32		—	—		0.86	MON	770.93	29,488.05		6012015	2212017
09658UAD1	BMWOT_14-A ABS 14-A-A4		2	974,895.38	972,660.02	975,000	974,923.91	(2,263.89	)	46.53		—	—		1.5	MON	243.75	29,231.25		10082014	2252021
05565AAN3	BNP PARIBAS SA CAPSEC CORP BND 144A	F	1	1,195,000	1,226,368.75	1,195,000	1,195,000	31,368.75		—		—	—		7.375	FA	32,314.8	—		8122015	1019999
097023BE4	BOEING CO SENIOR CORP BND			1,970,180	1,971,026.47	2,000,000	1,983,309.18	(12,282.71	)	6,865.7		—	—		0.95	MN	2,427.77	19,000		4302013	5152018
097023BG9	BOEING CO SENIOR CORP BND			807,568	791,345.89	800,000	806,706.4	(15,360.51	)	(861.6	)	—	—		2.35	AO	3,185.56	12,063.33		3042015	10302021
097023BM6	BOEING CO SENIOR CORP BND		1	376,858.82	372,408.27	382,000	377,025.13	(4,616.86	)	166.31		—	—		1.65	AO	1,085.51	(29.15	)	10282015	10302020
10011AAA1	BOSPHORUS LTD SENIOR CORP BND 144A	F		2,080,000	2,049,424	2,080,000	2,080,000	(30,576	)	—		—	—		3.735	MJSD	5,178.71	23,361.29		8112015	8172018
102022AX8	BOURBONNAIS ILL MUNI BND REV		1	1,236,560.5	1,206,258	1,150,000	1,201,985.39	4,272.61		(27,619.63	)	—	—		4.375	MN	8,385.42	50,312.5		7272007	11012018
BRSK5A7F8	BOYD GAMING CORPORATION SENIOR SECURED T		2	2,926,357.01	2,936,480.4	2,945,951.63	2,930,351.22	6,129.18		4,939.69		—	—		0	FMAN	—	137,225.17		10012015	8142020
05565QBT4	BP CAPITAL MARKETS PLC CORP BND	F		4,773,490	4,790,422.5	4,750,000	4,754,085.56	36,336.94		(4,814.78	)	—	—		2.248	MN	17,796.67	106,780		12052014	11012016
05565QBY3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		5,700,000	5,727,464.88	5,700,000	5,700,000	27,464.88		—		—	—		1.846	MN	16,367.87	105,222		5022012	5052017
05565QCC0	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		498,865	496,313.75	500,000	499,319.29	(3,005.54	)	360.98		—	—		1.375	MN	1,050.35	6,875		11012012	11062017

05565QCE6	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		1,105,638.75	1,106,973.41	1,125,000	1,112,221.67	(5,248.26	)	5,250.99		—	—		1.375	MN	2,191.41	15,468.76		5072013	5102018
05565QCF3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		2,500,000	2,485,340	2,500,000	2,500,000	(14,660	)	—		—	—		0.851	FMAN	3,074.5	19,757.55		5072013	5102018
05565QCZ9	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		875,000	856,806.06	875,000	875,000	(18,193.94	)	—		—	—		3.062	MS	7,740.06	13,396.25		3122015	3172022
07330NAC9	BRANCH BKG & TR CO SENIOR CORP BND		1	999,640	1,002,290	1,000,000	999,911.02	2,378.98		116.41		—	—		1.45	AO	3,544.44	14,500		9042013	10032016
07330NAD7	BRANCH BKG & TR CO SENIOR CORP BND		1	3,804,378.11	3,770,849.75	3,737,000	3,785,493.73	(14,643.98	)	(18,512.5	)	—	—		2.3	AO	18,145.21	94,013.2		11262014	10152018
10620NCG1	BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1		2	2,405,026.91	2,421,104.73	2,437,877.42	2,424,115.94	(3,011.21	)	7,980.73		—	—		1.182	FMAN	2,961.87	30,703.67		3102011	2252030
110122AV0	BRISTOL-MYERS SQUIBB CO SENIOR CORP BND			7,465,480	7,453,959.3	7,500,000	7,469,326.39	(15,367.09	)	5,553.36		—	—		1.75	MS	43,750	72,897.23		11122015	3012019
111013AM0	BRITISH SKY BROADCASTING GRP P SENIOR CO	F		5,111,910.15	5,092,396.73	5,115,000	5,112,584.66	(20,187.93	)	470.05		—	—		2.625	MS	39,161.71	55,748.48		11172015	9162019
11102AAA9	BRITISH TELECOMMUNICATIONS PLC CORP BND	F		1,121,760	1,076,970.06	1,000,000	1,081,337.03	(4,366.97	)	(38,781.38	)	—	—		5.95	JJ	27,436.11	59,500		12112014	1152018
111021AK7	BRITISH TELECOMMUNICATIONS PLC SENIOR CO	F		425,110.5	423,718.73	425,000	425,088.65	(1,369.92	)	(21.85	)	—	—		2.35	FA	3,800.8	9,987.5		12112014	2142019
G1582KAR3	BRITISH TELECOMMUNICATIONS PLC SENIOR LO	D		2,147,105	1,897,736.67	1,200,000	2,045,225.71	(147,489.04	)	(95,649.08	)	—	(152,498.79	)	6.625	JUN	61,468.88	173,994.43		12102014	6232017
114894HA9	BROWARD CNTY FLA MUNITAX BND REV		2	2,299,520	2,220,920	2,000,000	2,252,303.25	(31,383.25	)	(55,674.2	)	—	—		6.9	AO	34,500	257,025		5242001	10012021
115637AN0	BROWN-FORMAN CORPORATION SENIOR CORP BND			1,295,697	1,274,805.16	1,300,000	1,298,251.2	(23,446.04	)	844.34		—	—		1	JJ	5,994.44	13,000		12102012	1152018
07387AAW5	BSARM CMO_05-3 2A1		2	707,955.43	667,560.68	721,253.53	709,511.38	(41,950.7	)	(10,924.76	)	—	—		2.746	MON	1,650.67	22,053.6		8102007	6252035
07384M3D2	BSARM_04-10 CMO 04-9 22A1		2	535,540.25	548,865.42	545,912.58	536,693.38	12,172.04		2,831.94		—	—		3.226	MON	1,467.38	19,227.05		8132007	11252034
07388YAE2	BSCMS CMBS 07-PW16 A4		2	2,573,858.13	2,351,277.46	2,296,842.23	2,380,338.24	(29,060.78	)	(218,877.44	)	—	—		5.722	MON	10,951.21	251,538.79		4242014	6112040
07387JAF3	BSCMS PAC SENIOR CMBS 06-PW12 A1A		2	410,542.8	379,937.64	378,503.12	381,631.54	(1,693.9	)	(21,535.91	)	—	—		5.706	MON	1,799.71	26,413.44		4232014	9112038
G1658KAC5	BSKYB FINANCE UK PLC CORP BND	D		1,798,940.03	1,684,426.57	1,070,000	1,759,014	(74,587.43	)	(39,926.03	)	—	(68,111.88	)	5.75	OCT	18,086.79	39,705.73		6152015	10202017
BRSG4MWQ0	BSN MEDICAL SENIOR SECURED TERM NOTE	E	2	1,569,941.31	1,565,143.91	1,577,638.81	1,573,513.78	(8,369.87	)	1,194.36		—	—		0	JAJO	—	73,060.27		10292012	8282019
G1698AAB1	BUPA FINANCE PLC LOCAL BND EMTN	D		802,257.24	713,177.07	470,000	756,509.87	(43,332.8	)	(43,974.89	)	—	(42,462.99	)	7.5	JJ	25,553.95	54,643.67		12152014	7042016
12189TAY0	BURLINGTON NORTHERN SANTA FE R CORP BND			2,363,882.3	2,343,895.1	2,225,000	2,352,897.76	(9,002.66	)	(10,984.54	)	—	—		5.65	MN	20,952.09	(6,634.83	)	11172015	5012017
12189LAY7	BURLINGTON NORTHERN SANTA FE R SENIOR CO		1	503,523.94	512,012.28	505,000	503,571.14	8,441.14		47.2		—	—		3.65	MS	6,707.38	—		8142015	9012025
126802BS5	CABMT_12-2A ABS_11-2A A2		2	18,603,606.06	18,456,332.61	18,445,000	18,467,023.88	(10,691.27	)	(48,100.18	)	—	—		0.931	MON	8,104.79	146,649.4		3072013	6172019
12800UAL4	CAISSE CENTRALE DESJARDINS SECURED LOCAL	A		2,699,352	2,710,746.08	2,700,000	2,699,842.62	10,903.46		131.05		—	—		1.6	MS	13,800	43,200		2282012	3062017
BRSKJS6N8	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP	F		4,986,800	5,016,750	5,000,000	4,996,810.82	19,939.18		4,409.66		—	—		1.25	MS	17,708.33	62,500		9102013	9192016
BRSJ7A0J8	CALPINE CONSTRUCTION FINANCE C SENIOR SE			6,547,520.14	6,277,464.41	6,600,908.95	6,561,532.98	(284,068.57	)	6,575.04		—	—		0	MJSD	—	216,663.89		10012015	1312022
BRSLAJ886	CAMPING WORLD INC SENIOR SECURED TERM NO			271,457.37	269,274.54	272,338.35	271,469.06	(2,194.52	)	19.55		—	—		0	MJSD	—	50.21		12142015	2202020
135087C77	CANADA GOVERNMENT CORP BND	A		2,903,898	2,911,107.32	2,900,000	2,904,781.18	6,326.14		263.71		—	—		1.625	FA	16,231.94	37,939.24		10082015	2272019
135087E42	CANADA GOVERNMENT CORP BND	A		1,002,490	997,399.98	1,000,000	1,002,051.78	(4,651.8	)	(438.22	)	—	—		1.125	MS	3,187.5	2,218.75		7022015	3192018
136375BU5	CANADIAN NTL RAIL CO CORP BND	A	1	1,637,394	1,653,111.08	1,650,000	1,647,558.73	5,552.35		4,803.28		—	—		1.45	JD	1,063.33	47,016.25		11072011	12152016
14042E3Y4	CAPITAL ONE BANK USA NA / CAPI SENIOR CO		1	9,380,512.5	9,279,662.81	9,375,000	9,381,248.79	(101,585.98	)	(358.77	)	—	—		2.95	JJ	121,380.21	229,495.66		3052015	7232021
140420NB2	CAPITAL ONE BANK USA NA SUB CORP BND			755,565	737,345.87	750,000	755,111.26	(17,765.39	)	(453.74	)	—	—		3.375	FA	9,562.5	9,421.87		3262015	2152023
14042E5V8	CAPITAL ONE FIN CORP SENIOR CORP BND		1	4,010,623.65	4,017,509.38	4,015,000	4,011,146.36	6,363.02		522.71		—	—		2.35	FA	34,858.01	—		8132015	8172018
14040HBH7	CAPITAL ONE FINANCIAL CORP CAPSEC CORP B		1	1,251,875	1,240,625	1,250,000	1,251,875	(11,250	)	—		—	—		5.55	JD	5,781.26	102,605.63		5222015	1019999

14041NFA4	CAPITAL ONE MULTI-ASSET EXECUT SENIOR AB		2	9,999,816	9,912,137	10,000,000	9,999,831.14	(87,694.14	)	15.14		—	—	1.45	MON	6,444.44	19,333.33		10192015	8162021
14313TAC3	CARMAX AUTO OWNER TRUST CARMX_ ABS _14-3		2	1,199,904.84	1,195,679.99	1,200,000	1,199,946.46	(4,266.47	)	30.23		—	—	1.16	MON	618.67	13,920		8062014	6172019
14313LAC0	CARMX_13-1 ABS 13-1		2	1,148,929.41	1,147,709.5	1,148,957.61	1,148,948.71	(1,239.21	)	50.44		—	—	0.6	MON	306.39	16,507.39		6012015	10162017
14313RAD5	CARMX_14-2 SENIOR ABS_14-2-A4		2	1,999,666.6	1,990,800.02	2,000,000	1,999,800.08	(9,000.06	)	82.57		—	—	1.61	MON	1,431.11	32,199.96		5072014	10152019
14313TAD1	CARMX_14-3 ABS_14-3-A4		2	2,291,414.06	2,287,197.09	2,295,000	2,292,616.9	(5,419.81	)	35.02		—	—	1.73	MON	1,764.6	45,307.32		9232014	2182020
14313VAC8	CARMX_15-3 SENIOR ABS 15-3 A3		2	1,199,924.29	1,193,640.01	1,200,000	1,199,931.42	(6,291.41	)	7.13		—	—	1.63	MON	869.33	6,683.01		8062015	5152020
14313VAD6	CARMX_15-3 SENIOR ABS 15-3 A4		2	249,946.4	248,349.99	250,000	249,951.19	(1,601.2	)	4.79		—	—	1.98	MON	220	1,691.25		8062015	2162021
BRSWNA5P2	CARR MANAGEMENT INC SENIOR SECURED TERM			4,333,813.9	4,322,924.92	4,355,591.86	4,334,566.35	(11,641.43	)	752.45		—	—	0	MJSD	—	4,799.19		10152015	10222020
BRSS9F410	CASCADE DRILLING L.P. SENIOR SECURED TE			4,430,783.64	4,408,629.72	4,430,783.64	4,430,783.64	(22,153.92	)	—		—	—	0	MJSD	—	233,107.47		3092015	2202021
BRSS9F6W0	CASCADE DRILLING L.P. SENIOR SECURED TE			1,011,730.24	1,006,671.58	1,011,730.24	1,011,730.24	(5,058.66	)	—		—	—	0	MJSD	—	115,295.96		12042015	2202020
14855GAB7	CASTLELAKE AIRCRAFT SECU TRUST ABS_14-1		2	892,417.19	866,665.84	887,977.3	892,077.34	(25,411.5	)	(678.45	)	—	—	5.25	MON	2,071.95	43,784.52		1052015	2152029
BRSN5MWG6	CATALENT PHARMA SOLUTIONS INC SENIOR SEC		2	3,896,555.19	3,893,050.24	3,916,135.86	3,900,788.36	(7,738.12	)	3,153.41		—	—	0	MJSD	—	180,735.27		10012015	5202021
14912L6J5	CATERPILLAR INC CORP BND MTN			3,971,720	3,955,472.12	4,000,000	3,973,151.73	(17,679.61	)	1,431.73		—	—	2	MS	25,777.78	(7,555.56	)	10062015	3052020
14912L6M8	CATERPILLAR INC SENIOR CORP BND			2,997,210	3,000,443.58	3,000,000	2,997,332.35	3,111.23		122.35		—	—	1.8	MN	7,200	—		11092015	11132018
14912L5T4	CATERPILLAR INC SENIOR CORP BND MTN			1,016,550	1,014,966.35	1,000,000	1,011,413.66	3,552.69		(4,097.45	)	—	—	2.45	MS	7,826.39	24,500		9032013	9062018
14912L6L0	CATERPILLAR INC SENIOR CORP BND MTN			2,899,739	2,893,436.31	2,900,000	2,899,785.34	(6,349.03	)	46.34		—	—	1.7	JD	2,054.17	24,650		6112015	6162018
12479RAB3	CAUTO_14-1A ABS_14-1A A 144A		2	2,998,196.46	3,014,199.3	3,000,000	2,998,292.52	15,906.78		88.24		—	—	3.66	MON	4,880	109,799.96		10102014	10152044
124857AL7	CBS CORP SENIOR CORP BND		1	1,973,560	1,969,106.44	2,000,000	1,980,061.17	(10,954.73	)	5,194.24		—	—	2.3	FA	17,377.78	45,488.89		9032014	8152019
BRSLW9ZY7	CBS OUTDOOR AMERICAS CAPITAL L SENIOR SE		2	1,973,179.69	1,948,453.13	1,978,125	1,974,504.89	(26,051.76	)	998.31		—	—	0	MJSD	—	64,003.33		1172014	2012021
17119VAC7	CCART_13-B ABS_13-B A3 144A		2	764,300.84	763,218.29	763,921.11	763,994.98	(776.69	)	(717.94	)	—	—	0.85	MON	288.6	14,328.49		8262014	5152018
17119VAD5	CCART_13-B ABS_13-BA A4 144A		2	324,940.82	323,638.25	325,000	324,977.8	(1,339.55	)	83		—	—	1.27	MON	183.44	18,407.93		11062013	3152019
17119YAC1	CCART_14-BA ABS _14-BA-A3 144A		2	2,799,468	2,791,684.08	2,800,000	2,799,753.37	(8,069.29	)	490.34		—	—	1.27	MON	1,580.44	78,843.68		9182014	5152019
17305EDY8	CCCIT_13-A1 ABS_07-A8 A8		2	577,968.75	534,049.99	500,000	535,866.14	(1,816.15	)	(95,091.25	)	—	—	5.65	MS	7,925.69	165,921.67		12022013	9202019
17305EFQ3	CCCIT_14-A4 ABS _14-A4-A4		2	1,059,785.77	1,058,833.99	1,060,000	1,059,898.97	(1,064.98	)	72.55		—	—	1.23	AO	2,426.52	13,038		4292014	4242019
17305EFU4	CCCIT_14-A8 SENIOR ABS 2014-A8 A8		2	13,341,671.13	13,319,238.13	13,290,000	13,340,777.54	(21,539.41	)	(5,386.99	)	—	—	1.73	AO	52,369.98	66,592.03		12102015	4092020
BRSJ13HK9	CDW CORPORATION SECURED TERM NOTES		2	488,743.99	485,419.04	498,718.36	488,743.99	(3,324.95	)	—		—	—	0	MJSD	—	—		12112015	4292020
15672NAA2	CERB_14-1A ABS_14-1A-A 144A		2	1,704,850.26	1,704,722.91	1,704,850.26	1,704,850.26	(127.35	)	—		—	—	2.221	JAJO	8,202.18	37,286.17		11202014	10152023
15672NAC8	CERB_14-1A MEZZANIN ABS _14-1A-B 144A		2	991,577.3	998,894.2	1,000,000	994,462.42	4,431.78		2,758.23		—	—	3.021	JAJO	6,544.42	25,986.67		11202014	10152023
156792GT4	CERRITOS CALIF CMNTY COLLEGE D MUNI BND			500,000	504,620	500,000	500,000	4,620		—		—	—	2.165	FA	4,510.42	7,547.43		11052014	8012019
17322FAA9	CGCMT_14-388G SENIOR CMBS_14-388G A 144A		2	490,000	484,906.6	490,000	490,000	(5,093.4	)	—		—	—	1.081	MON	437.74	4,653.14		6052014	6152033
17322VAR7	CGCMT_14-GC23 SENIOR CMBS_14-GC23 A2		2	3,316,556.2	3,268,267.83	3,220,000	3,287,698.2	(19,430.37	)	(21,337.82	)	—	—	2.851	MON	7,650.18	91,802.16		7172014	7102047
17324DAU8	CGCMT_15-P1 LCF SENIOR CMBS 15-P1		2	1,029,952.4	1,019,179.99	1,000,000	1,028,932.52	(9,752.53	)	(1,019.88	)	—	—	3.717	MON	3,097.5	10,531.5		8062015	9152048
14310KAC5	CGMS_13-4 SENIOR ABS 13-4 A1 144A	F	2	1,489,350	1,481,105.1	1,500,000	1,491,484.27	(10,379.17	)	2,134.27		—	—	1.791	JAJO	5,819.13	18,888.6		1232015	10152025
14311DAC0	CGMS_15-1A ABS_15-1A A 144A	F	2	4,987,000	4,950,466.5	5,000,000	4,988,771.57	(38,305.07	)	1,771.57		—	—	1.817	JAJO	18,422.36	57,178.43		2052015	4202027

161571FU3	CHAIT_13-A1 ABS 13-A1		2	3,165,795.7	3,172,315.54	3,195,000	3,176,762.23	(4,446.69	)	12,565.59		—	—		1.3	MON	1,846	63,305.34	9042014	2182020
161571FW9	CHAIT_13-A3 ABS 13-A3		2	960,000	956,256.01	960,000	960,000	(3,743.99	)	—		—	—		0.611	MON	276.76	15,117.42	4122013	4152020
161571GH1	CHAIT_13-A9 ABS 13-A9 A		2	1,500,000	1,498,650.06	1,500,000	1,500,000	(1,349.94	)	—		—	—		0.751	MON	531.6	9,188.43	12102013	11152020
161571GT5	CHAIT_15-A2 ABS_15-A2 A		2	8,979,560.88	8,970,121.91	8,980,000	8,979,677.08	(9,555.17	)	139.5		—	—		1.59	MON	6,345.87	130,883.52	3062015	2182020
808513AK1	CHARLES SCHWAB CORPORATIO SENIOR CORP BN		1	668,795.03	665,493.92	669,000	668,839.58	(3,345.66	)	44.55		—	—		1.5	MS	3,094.13	5,017.5	3042015	3102018
808513AL9	CHARLES SCHWAB CORPORATIO SENIOR CORP BN		1	318,656	313,037.98	320,000	318,750.53	(5,712.55	)	94.53		—	—		3	MS	2,960	4,800	3032015	3102025
BRSJ315T5	CHARTER COMMUNICATION OPER LLC SENIOR SE		2	5,074,192.46	5,022,966.41	5,113,735.21	5,083,797.56	(60,831.15	)	6,036.71		—	—		0	JAJO	—	159,015.3	10012015	1032021
BRSUTDDX8	CHARTER COMMUNICATION OPER LLC SENIOR SE		1	693,115.81	695,144.78	694,852.94	693,196.6	1,948.18		80.79		—	—		0	JAJO	—	7,903.95	7232015	1242023
161630BD9	CHASE CMO_07-A1 11M1		2	1,890,961.74	1,744,503.92	1,873,036.16	1,888,488.74	(143,984.82	)	(9,596.54	)	—	—		2.465	MON	3,847.23	50,110.85	1182008	3252037
161571FQ2	CHASE ISSUANCE TRUST CHAIT_12- ABS 12-A7		2	5,000,000	4,845,500.2	5,000,000	5,000,000	(154,499.8	)	—		—	—		2.16	MON	4,800	93,300	1302015	9162024
BRST4R1R3	CHEMOURS COMPANY LLC SENIOR SECURED TERM		1	1,862,289.4	1,740,455.15	1,890,093.88	1,863,460.06	(123,004.91	)	1,206.64		—	—		0	MJSD	—	30,999.61	9182015	5122022
166430AA6	CHEST_14-1A ABS _14-1A-A 144A		2	2,823,000	2,817,918.6	2,823,000	2,823,000	(5,081.4	)	—		—	—		4.5	MJSD	5,646	130,443.75	12112014	12152034
166764AA8	CHEVRON CORP SENIOR CORP BND		1	990,820	990,014.42	1,000,000	994,395.13	(4,380.71	)	2,850.09		—	—		1.104	JD	797.33	11,040	11282012	12052017
166764AC4	CHEVRON CORP SENIOR CORP BND			365,000	365,065.7	365,000	365,000	65.7		—		—	—		0.889	JD	63.09	4,603.05	6172013	6242016
166764AG5	CHEVRON CORP SENIOR CORP BND		1	4,070,440	3,987,593.4	4,000,000	4,067,131.97	(79,538.57	)	(3,308.03	)	—	—		2.427	JD	1,887.67	20,225	10062015	6242020
166764AL4	CHEVRON CORP SENIOR CORP BND			1,000,000	995,637.28	1,000,000	1,000,000	(4,362.72	)	—		—	—		1.345	MN	1,718.61	16,653.72	11102014	11152017
166764AV2	CHEVRON CORP SENIOR CORP BND			2,380,000	2,356,829.72	2,380,000	2,380,000	(23,170.28	)	—		—	—		1.365	MS	10,738.76	16,153.26	2242015	3022018
166764AY6	CHEVRON CORP SENIOR CORP BND		1	975,000	966,926.38	975,000	975,000	(8,073.62	)	—		—	—		2.419	MN	2,882.64	—	11092015	11172020
BRSUZA516	CHI OVERHEAD DOORS INC SENIOR SECURED TE			403,608.18	396,190.28	404,619.72	403,661.21	(7,470.93	)	55.57		—	—		0	MJSD	—	7,064.79	7282015	7292022
BRSR021B1	CHIEF POWER FINANCE LLC SENIOR SECURED T			3,390,580.78	3,287,835.91	3,424,829.07	3,396,092.6	(108,256.69	)	6,341.99		—	—		0	MJSD	—	212,350.79	10012015	12312020
170016XW4	CHIPPEWA VALLEY MICH SCHS MUNI BND GO		1	6,265,211	6,355,027	5,450,000	6,158,866.66	196,160.34		(85,127.9	)	—	—		5	MN	45,416.67	272,500	9162013	5012027
BRSM3VKC2	CHRYSLER GROUP LLC SENIOR SECURED TERM N		2	2,938,032.75	2,931,388.95	2,952,796.73	2,943,649.21	(12,260.26	)	3,432.92		—	—		0	FMAN	—	124,842.34	10012015	12312018
12549BAC2	CIFC_13-2A ABS _13-2A-A1L 144A	F	2	977,000	978,771	1,000,000	982,235.5	(3,464.5	)	5,191.92		—	—		1.465	JAJO	3,052.4	14,269.84	12232014	4212025
12548CAD9	CIFC_14-2A MEZZANIN ABS _14-2A-A3L 144A	F	1	1,918,000	1,922,220.4	2,000,000	1,929,769.38	(7,548.98	)	9,832.8		—	—		3.232	FMAN	6,823.32	63,401.69	10232014	5262026
BRSKAX1N1	CINCINNATI BELL INC SENIOR SECURED TERM		2	2,717,654.21	2,645,856.06	2,731,206.26	2,721,640.61	(75,784.55	)	2,274.19		—	—		0	MJSD	—	115,289.11	11202014	9102020
17275RAR3	CISCO SYSTEMS INC SENIOR CORP BND			500,100	503,427.74	500,000	500,075.28	3,352.46		(21.26	)	—	—		2.125	MS	3,541.67	10,625	2242014	3012019
17275RAT9	CISCO SYSTEMS INC SENIOR CORP BND			3,499,790	3,500,714.7	3,500,000	3,499,917.27	797.43		69.74		—	—		1.1	MS	12,619.44	38,500	9182014	3032017
17275RAU6	CISCO SYSTEMS INC SENIOR CORP BND			6,552,698	6,561,863.95	6,550,000	6,552,702.31	9,161.64		4.31		—	—		1.65	JD	4,803.33	49,655.83	11122015	6152018
17305EFS9	CITIBANK CREDIT CARD MASTER TR ABS_14-A6		2	4,866,375	4,815,360	4,800,000	4,857,295.95	(41,935.95	)	(9,079.05	)	—	—		2.15	JJ	47,586.67	12,613.33	5272015	7152021
17318UAB0	CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC		2	6,058,828.12	5,993,379	6,000,000	6,035,666.7	(42,287.7	)	(24,482.75	)	—	—		1.813	MON	9,065	161,508.2	8072014	9102045
172967GR6	CITIGROUP INC CAPSEC CORP BND		1	5,661,875	5,685,000	6,000,000	5,665,908.51	19,091.49		4,799.98		—	—		5.35	MN	41,016.67	558,406.25	11252014	12312049
172967KD2	CITIGROUP INC CAPSEC CORP BND		1	3,420,000	3,479,850	3,420,000	3,420,000	59,850		—		—	—		6.125	MN	27,930	—	11052015	12312049
U17406FZ4	CITIGROUP INC CORP BND	O		1,828,792.25	1,656,201.38	1,000,000	1,759,983.82	(103,782.44	)	(66,887.82	)	—	(99,662.52	)	7.625	APR	83,828.07	80,516.36	10302015	4032018
172967HC8	CITIGROUP INC SENIOR CORP BND			2,033,660	2,012,397.76	2,000,000	2,022,156.01	(9,758.25	)	(7,787.69	)	—	—		2.5	MS	13,194.44	50,000	7012014	9262018

172967HU8	CITIGROUP INC SENIOR CORP BND			2,983,710	2,996,853.78	3,000,000	2,987,788.03	9,065.75		3,231.25		—	—	2.5	JJ	31,666.67	75,000		9102014	7292019
172967HY0	CITIGROUP INC SENIOR CORP BND			1,597,760	1,592,818.85	1,600,000	1,598,777.72	(5,958.87	)	739.28		—	—	1.55	FA	9,437.78	24,800		8072014	8142017
172967JE2	CITIGROUP INC SENIOR CORP BND			759,848	758,133.46	760,000	759,902.8	(1,769.34	)	59.61		—	—	1.85	MN	1,445.06	26,097.33		11182014	11242017
172967JJ1	CITIGROUP INC SENIOR CORP BND			9,176,257.6	9,116,581.13	9,210,000	9,181,632.52	(65,051.39	)	5,740.63		—	—	2.4	FA	81,662	124,629.34		3052015	2182020
172967JN2	CITIGROUP INC SENIOR CORP BND			6,504,315.75	6,461,045.8	6,525,000	6,508,912.48	(47,866.68	)	4,596.73		—	—	1.7	AO	19,720	55,462.5		4222015	4272018
172967JW2	CITIGROUP INC SENIOR CORP BND			199,948	199,677.03	200,000	199,955.11	(278.08	)	7.11		—	—	2.15	JJ	1,803.61	—		7232015	7302018
172967KB6	CITIGROUP INC SENIOR CORP BND			1,987,500	1,984,687.67	2,000,000	1,987,804.25	(3,116.58	)	304.25		—	—	2.65	AO	9,569.44	(2,944.44	)	11102015	10262020
172967GK1	CITIGROUP INC SUB CORP BND			5,661,425	5,625,701.24	5,500,000	5,637,009.28	(11,308.04	)	(32,799.75	)	—	—	4.05	JJ	93,431.25	498,375		8192014	7302022
177510AC8	CITRUS RE LTD CORP BND 144A	F		1,000,000	1,002,350	1,000,000	1,000,000	2,350		—		—	—	4.89	JAJO	10,051.67	26,011.01		4012015	4092018
177510AD6	CITRUS RE LTD CORP BND 144A	F		650,000	655,005	650,000	650,000	5,005		—		—	—	6.32	JAJO	8,444.22	21,612.78		4012015	4092018
177510AE4	CITRUS RE LTD CORP BND 144A	F		250,000	254,125	250,000	250,000	4,125		—		—	—	9.48	JAJO	4,871.67	12,458.72		4012015	4092018
73723RSH7	CITY OF PORTSMOUTH VA MUNITAX BND GO			2,250,000	2,256,930	2,250,000	2,250,000	6,930		—		—	—	1.418	FA	13,293.75	31,905		9292015	2012017
411707AA0	CKE RESAURANT HOLDINGS INC HNG ABS_13-1A		2	493,119.58	476,634.65	479,375	491,341.89	(14,707.24	)	(1,992.73	)	—	—	4.474	MJSD	655.33	17,300.4		2252015	3202043
180848DS9	CLARK CNTY NEV ARPT REV MUNITAX BND GO		1	4,625,530	4,507,330.7	3,910,000	4,455,980.54	51,350.16		(135,470.77	)	—	—	5.86	MN	38,187.67	229,126		6102009	11012020
125634AQ8	CLIF_14-2A ABS_14-2A A 144A		1	3,089,694.11	2,996,150.75	3,090,931.38	3,089,816.86	(93,666.11	)	245.13		—	—	3.38	MON	3,772.65	110,904.19		10092014	10182029
12591FAC0	CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3		2	1,417,649.71	1,416,929.41	1,417,650	1,417,641.97	(712.56	)	26.23		—	—	0.69	MON	434.75	20,622.3		2132013	6152018
12618SAC1	CNH_13-D ABS 13-D A3		2	455,365.45	453,740	455,383.94	455,376.4	(1,636.4	)	13.77		—	—	0.77	MON	155.84	5,335.4		11142013	10152018
12623PAD8	CNH_14-B ABS_14-B A4		2	6,770,795.12	6,741,643.85	6,785,000	6,775,876.93	(34,233.08	)	4,606.93		—	—	1.61	MON	4,855.05	190,304.5		9162014	5172021
12632XAD0	CNH_14-C ABS 14-C		2	3,743,709.85	3,711,557.23	3,745,000	3,744,072.25	(32,515.02	)	576.39		—	—	1.65	MON	2,746.33	114,376.74		10162014	9152021
12592WAD0	CNH_15-A SENIOR ABS 15-A A4		2	1,064,890.41	1,058,862.3	1,065,000	1,064,904.36	(6,042.06	)	13.95		—	—	1.85	MON	875.67	15,378.94		2252015	4152021
12625GAA2	CNOOC FINANCE (2013) LTD SENIOR CORP BND	F		1,367,170.56	1,369,114.96	1,372,000	1,371,420.61	(2,305.65	)	1,621.4		—	—	1.125	MN	2,229.5	15,435		5022013	5092016
12634GAA1	CNOOC FINANCE (2015) AUSTRALIA SENIOR CO	F		1,994,320	1,959,449	2,000,000	1,995,024.16	(35,575.16	)	704.16		—	—	2.625	MN	8,166.67	26,250		4282015	5052020
191216AU4	COCA-COLA COMPANY (THE) CORP BND			3,041,280.96	3,017,519.7	3,000,000	3,009,702.81	7,816.89		(19,782.04	)	—	—	1.8	MS	18,000	76,300		12142011	9012016
191216BA7	COCA-COLA COMPANY (THE) SENIOR CORP BND			492,870	497,519.99	500,000	495,379.1	2,140.89		2,001.05		—	—	1.15	AO	1,437.5	5,750		2282013	4012018
191216BD1	COCA-COLA COMPANY (THE) SENIOR CORP BND			4,994,250	4,991,850	5,000,000	4,998,391.32	(6,541.32	)	2,463.26		—	—	0.75	MN	6,250	50,708.33		9182014	11012016
19416QEF3	COLGATE-PALMOLIVE CO SENIOR CORP BND			993,190	997,803.57	1,000,000	995,052.21	2,751.36		1,483.13		—	—	1.75	MS	5,152.78	17,500		2262014	3152019
19416QEB2	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN			1,890,937	1,872,898.55	1,900,000	1,895,714.22	(22,815.67	)	1,805.78		—	—	0.9	MN	2,850	17,100		4292013	5012018
19416QEC0	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN			483,565	481,913.91	500,000	483,699.16	(1,785.25	)	134.16		—	—	2.1	MN	1,750	(1,079.17	)	12032015	5012023
19624HAA6	COLNY_14-1 SENIOR CMBS _14-1-A		2	2,677,332.16	2,647,506.09	2,677,337.52	2,674,789.65	(27,283.56	)	(2,491.23	)	—	—	2.543	MON	5,674.17	83,505.3		10232014	4202050
196479WD7	COLORADO HOUSING & FINANCE AUT MUNITAX B			880,000	885,121.6	880,000	880,000	5,121.6		—		—	—	2.024	MN	2,968.53	19,554.09		10232014	5012019
196479WE5	COLORADO HOUSING & FINANCE AUT MUNITAX B			965,000	971,967.3	965,000	965,000	6,967.3		—		—	—	2.144	MN	3,448.27	22,774.04		10232014	11012019
198280AA7	COLUMBIA PIPELINE GROUP INC SENIOR CORP			769,815.2	759,757.11	770,000	769,853.79	(10,096.68	)	38.59		—	—	2.45	JD	1,572.08	9,904.13		5192015	6012018
198280AC3	COLUMBIA PIPELINE GROUP INC SENIOR CORP		1	2,994,600	2,939,407.89	3,000,000	2,995,227.72	(55,819.83	)	627.72		—	—	3.3	JD	8,250	51,975		5192015	6012020
20030NBD2	COMCAST CORPORATION SENIOR CORP BND			2,006,540	2,034,300.84	2,000,000	2,006,235.78	28,065.06		(304.22	)	—	—	3.125	JJ	28,819.44	(4,687.5	)	8072015	7152022

14041NET4	COMET_14-A5 SENIOR ABS _14-A5-A		2	2,269,392.55	2,270,000	2,270,000	2,269,641.59	358.41		205.71		—	—	1.48	MON	1,493.15	33,596.04		10062014	7152020
12626BAB0	COMM MORTGAGE TRUST COMM_13-CR PRELCF SE		2	1,043,710.94	1,016,957.7	1,000,000	1,033,138.48	(16,180.78	)	(10,572.46	)	—	—	2.972	MON	2,476.66	19,895.82		3252015	8102046
12630BAX6	COMM_13-CR13 PRELCF SENIOR CMBS 13-CR13		2	1,049,023.44	1,022,380.1	1,000,000	1,039,146.38	(16,766.28	)	(9,877.06	)	—	—	3.039	MON	2,532.5	18,909.33		4142015	12102018
12624XAB4	COMM_13-CR6 CMBS_13-CR6 A2		2	1,358,975.39	1,344,475.44	1,345,000	1,353,998.14	(9,522.7	)	(3,863.31	)	—	—	2.122	MON	2,378.41	28,540.92		9112014	3102046
12626GAF0	COMM_13-LC13 LCF CMBS_13-LC13 A5		2	1,174,185.55	1,148,691.28	1,075,000	1,162,603.1	(13,911.82	)	(21,595.72	)	—	—	4.205	MON	3,766.98	94,523.31		12012014	8102046
12591VAB7	COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCR		2	10,295,555.12	10,230,613	10,000,000	10,195,816.57	34,796.43		(60,757.45	)	—	—	3.042	MON	25,350	304,200		6022014	4102047
12592GAZ6	COMM_14-CCRE19 SENIOR CMBS _14-CCRE19-A2		2	1,045,429.68	1,020,190.7	1,000,000	1,037,482.16	(17,291.46	)	(7,947.52	)	—	—	2.965	MON	2,470.84	19,849.08		3252015	8102047
12592RBF5	COMM_14-CCRE21 SUPSEN SENIOR CMBS _14-CC		2	1,812,207.04	1,763,982.57	1,750,000	1,807,413.51	(43,430.94	)	(4,793.53	)	—	—	3.528	MON	5,145	44,590		3062015	12102047
12591RAX8	COMM_14-CR15 CMBS 14-CR15 A2		2	2,807,496.48	2,753,278.7	2,710,000	2,794,381.59	(41,102.89	)	(13,114.89	)	—	—	2.928	MON	6,612.4	58,850.36		2272015	2102047
12591VAE1	COMM_14-CR16 LCF SENIOR CMBS_14-CR16 A4		2	1,623,144.14	1,545,264.04	1,470,000	1,609,229.17	(63,965.13	)	(37,184.76	)	—	—	4.051	MON	4,962.47	136,960.9		2052015	4102047
12631DAX1	COMM_14-CR17 SENIOR CMBS_14-CR17-A2		2	4,588,620.24	4,543,995.31	4,455,000	4,543,516.47	478.84		(27,818.71	)	—	—	3.012	MON	11,182.05	134,184.6		4292014	5102047
12632QAT0	COMM_14-CR18 SENIOR CMBS_14-CR18 A2		2	3,295,997.06	3,253,431.36	3,200,000	3,265,776.27	(12,344.91	)	(20,112.79	)	—	—	2.924	MON	7,797.33	93,567.96		6192014	7152047
12632QAX1	COMM_14-CR18 SENIOR CMBS_14-CR18 A5		2	7,209,485.92	7,249,900	7,000,000	7,179,924.81	69,975.19		(19,732.36	)	—	—	3.828	MON	22,330	267,960		6192014	7152047
12591TAB2	COMM_14-LC15 PRELCF SENIOR CMBS_14-LC15		2	1,041,445.31	1,016,638.5	1,000,000	1,033,650.88	(17,012.38	)	(7,794.43	)	—	—	2.84	MON	2,366.67	17,434.47		4152015	4102047
12592MBG4	COMM_14-LC17 PAC CMBS_14-LC17 ASB		2	1,776,500	1,752,785.05	1,700,000	1,773,113.49	(20,328.44	)	(3,386.51	)	—	—	3.62	MON	5,128.33	12,478.93		9152015	10102047
12592EAA6	COMM_14-PAT SENIOR CMBS _14-PAT 144A		2	1,095,000	1,090,569.92	1,095,000	1,095,000	(4,430.08	)	—		—	—	1.117	MON	645.53	10,928.24		9182014	8132027
12593JBF2	COMM_15-CCRE24 LCF SENIOR CMBS 2015-CR24		2	2,055,312.5	2,032,850	2,000,000	2,055,004.08	(22,154.08	)	(308.42	)	—	—	3.696	MON	6,160	(1,848	)	12072015	8102055
12592XBD7	COMM_15-CR22 LCF SENIOR CMBS 15-CR22 A5		2	2,085,588.48	2,000,841.73	2,025,000	2,081,244.66	(80,402.93	)	(4,343.82	)	—	—	3.309	MON	5,583.94	45,788.31		3182015	3102048
12592XAZ9	COMM_15-CR22 PRELCF SENIOR CMBS 15-CR22		2	1,601,627.13	1,574,670.73	1,555,000	1,594,107.28	(19,436.55	)	(19,055.84	)	—	—	2.856	MON	3,700.9	82,626.46		3182015	3102048
12592XBE5	COMM_15-CR22 SUB CMBS 15-CR22 XA		2,4	2,416,934.31	2,115,564.32	34,221,080.73	2,211,600.18	(96,035.86	)	(250,670.05	)	—	—	1.029	MON	29,333.18	302,781.77		3192015	3102048
12593ABA2	COMM_15-CR23 LCF SENIOR CMBS 15-CR23		2	2,574,794.53	2,508,456.75	2,500,000	2,570,412.96	(61,956.21	)	(4,381.57	)	—	—	3.497	MON	7,285.42	47,598.08		5062015	5102048
12593AAX3	COMM_15-CR23 PRELCF SENIOR CMBS 15-CR23		2	2,574,896.33	2,533,095.25	2,500,000	2,564,989.71	(31,894.46	)	(9,906.62	)	—	—	2.852	MON	5,941.67	38,818.91		5062015	5102048
12629NAF2	COMM_15-DC1 LCF SENIOR CMBS 15-DC1 A5		2	4,687,921.88	4,508,822.55	4,550,000	4,677,607.69	(168,785.14	)	(12,811.19	)	—	—	3.35	MON	12,702.07	137,233.51		3112015	2102048
12629NAB1	COMM_15-DC1 PRELCF SENIOR CMBS 15-DC1 A2		2	1,931,205.02	1,900,425.06	1,875,000	1,922,787.63	(22,362.57	)	(19,095.2	)	—	—	2.87	MON	4,484.38	96,248.94		2242015	2102048
200474BC7	COMM_15-LC19 LCF SENIOR CMBS 15-LC19 A4		2	1,503,713.19	1,431,573.81	1,460,000	1,499,958.52	(68,384.71	)	(12,534.73	)	—	—	3.183	MON	3,872.65	137,100.25		1262015	2102048
20271RAG5	COMMONWEALTH BANK AUSTRALIA SENIOR CORP	F		2,497,875	2,490,783.3	2,500,000	2,498,796.24	(8,012.94	)	699.97		—	—	1.4	MS	10,986.11	35,000		9032014	9082017
2027A0HR3	COMMONWEALTH BANK AUSTRALIA SUB CORP BND	F		2,993,790	2,993,810.34	3,000,000	2,993,821.29	(10.95	)	31.29		—	—	4.5	JD	8,250	—		12232015	12092025
20271RAL4	COMMONWEALTH BANK OF AUSTRALIA CORP BOND			339,741.6	337,437.76	340,000	339,755.49	(2,317.73	)	13.89		—	—	1.75	MN	975.14	—		10262015	11022018
20271RAJ9	COMMONWEALTH BANK OF AUSTRALIA SENIOR CO			12,284,849.55	12,247,301.39	12,300,000	12,288,695.35	(41,393.96	)	4,175.74		—	—	1.625	MS	60,517.71	103,977.43		9292015	3122018
20281PCA8	COMMONWEALTH FING AUTH PA MUNITAX BND RE			564,185	545,680	500,000	542,813.15	2,866.85		(17,087.7	)	—	—	5.792	JD	2,413.33	28,960		4302009	6012018
20281PCB6	COMMONWEALTH FING AUTH PA MUNITAX BND RE			2,254,340	2,227,620	2,000,000	2,189,457.76	38,162.24		(51,958.95	)	—	—	5.892	JD	9,820	117,840		4302009	6012019
BRSTMLUW3	COMMSCOPE INC. SENIOR SECURED TERM NOTES		2	272,438.59	270,881.79	273,121.39	272,479.98	(1,598.19	)	43.1		—	—	0	MJSD	—	4,620.48		5282015	12292022
BRSR05TD0	COMPONENT HARDWARE GROUP INC SENIOR SECU			3,028,235.3	2,982,811.77	3,028,235.3	3,028,235.3	(45,423.53	)	—		—	—	0	JAJO	—	175,919.41		11242014	7012019
20772JKM3	CONNECTICUT (STATE OF) MUNITAX BND GO			2,273,043.5	2,252,796	2,275,000	2,273,495.04	(20,699.04	)	384.38		—	—	1.896	AO	9,106.07	43,134		10282014	10152019

20772JQK1	CONNECTICUT (STATE OF) MUNITAX BND GO			2,556,975	2,535,475	2,500,000	2,538,830.61	(3,355.61	)	(14,393.59	)	—	—		2.172	FA	20,513.33	54,300	9232014	8152018
20825TAA5	CONOCO INC CORP BND	G		1,912,070.6	1,740,301.7	1,685,000	1,745,758.04	(5,456.34	)	(178,077.78	)	—	—		5.625	AO	20,009.38	260,493.77	10222013	10152016
20826FAJ5	CONOCOPHILLIPS CO SENIOR CORP BND		1	10,910,112.16	10,521,101.39	10,898,000	10,909,771.13	(388,669.74	)	(341.03	)	—	—		2.2	MN	30,635.47	83,358.86	10062015	5152020
20826FAL0	CONOCOPHILLIPS CO SENIOR CORP BND			6,609,206.8	6,477,387.47	6,610,000	6,609,366.17	(131,978.7	)	176.17		—	—		1.5	MN	12,669.17	55,257.92	5132015	5152018
209111EV1	CONSOLIDATED EDISON INC CORP BND			2,385,140	2,267,369.24	2,000,000	2,273,088	(5,718.76	)	(89,602.06	)	—	—		7.125	JD	11,875	142,500	12022008	12012018
BRSB93KD0	CONVATEC INC TERM LOAN		2	238,012.59	235,031.17	238,609.11	238,068.96	(3,037.79	)	59.37		—	—		0	MJSD	—	4,608.13	6092015	6152020
216871AF0	COOPER INDUSTRIES LTD. CORP BND			1,020,060	1,000,380	1,000,000	1,000,592.89	(212.89	)	(15,549.93	)	—	—		2.375	JJ	10,951.39	23,750	12022010	1152016
216871AC7	COOPER US INC CORP BND			3,765,604.6	3,462,431.29	3,260,000	3,484,548.92	(22,117.63	)	(133,627.26	)	—	—		6.1	JJ	99,430	142,638.33	4012015	7012017
21870LAA4	CORE_15-CALW LCF SENIOR CMBS 15-CALW A 1		2	3,501,717.62	3,378,274.9	3,400,000	3,490,561.89	(112,286.99	)	(11,155.73	)	—	—		3.04	MON	8,613.34	66,609.74	3312015	2102034
219350BA2	CORNING INC SENIOR CORP BND			2,749,253.65	2,705,066.78	2,760,000	2,749,537.3	(44,470.52	)	307.37		—	—		1.5	MN	6,095	15,130.63	12022015	5082018
BRSTZUYC9	CORPORATE VISIONS INC SENIOR SECURED TER			3,494,128.14	3,502,951.7	3,529,422.37	3,494,684.81	8,266.89		1,003.43		—	—		0	FMAN	—	91,114.07	6022015	12312049
BRSTZV1D1	CORPORATE VISIONS INC SENIOR SECURED TER			547,168.7	548,550.44	552,695.66	547,168.7	1,381.74		—		—	—		0	FMAN	—	211.14	6022015	5292021
22160KAE5	COSTCO WHOLESALE CORPORATION SENIOR CORP			1,899,620	1,891,695.91	1,900,000	1,899,850.19	(8,154.28	)	5,021.03		—	—		1.125	JD	950	44,812.52	11282012	12152017
BRSWRS8X9	COTY INC TERM NOTES			830,404.22	830,145.51	834,577.11	830,495.96	(350.45	)	91.74		—	—		0	MJSD	—	2,347.24	10222015	10212022
G2479P4N2	COVENTRY BLDG SOC LOCAL BND EMTN	D		714,838.63	672,344.41	425,000	694,116.55	(21,772.14	)	(20,722.08	)	—	(18,808.2	)	4.625	APR	20,343.27	7,832.08	1092015	4192018
BRSSLXJJ2	CPM HOLDINGS INC SENIOR SECURED TERM NOT			965,874.55	965,874.56	975,630.87	966,777.8	(903.24	)	952.27		—	—		0	MJSD	—	38,039.79	4022015	4012022
224287AA0	CRANBERRY RE LTD	F		1,950,000	1,982,272.5	1,950,000	1,950,000	32,272.5		—		—	—		3.81	JAJO	16,097.84	21,818.59	4232015	7062018
225313AF2	CREDIT AGRICOLE SA SUB CORP BND 144A	F		778,740.48	759,790.59	783,000	779,014.04	(19,223.45	)	432.88		—	—		4.375	MS	9,896.25	32,926.74	3092015	3172025
22532LAL8	CREDIT AGRICOLE SA/LONDON SENIOR CORP BN	F		3,994,960	4,012,436.52	4,000,000	3,996,616.8	15,819.72		974.22		—	—		2.5	AO	21,111.11	100,000	4092014	4152019
22546QAT4	CREDIT SUISSE NEW YORK NY SENIOR CORP BN			6,379,711.48	6,333,643.71	6,382,000	6,380,292.17	(46,648.46	)	901.95		—	—		1.75	JJ	47,155.88	36,561.68	11102015	1292018
22546QAV9	CREDIT SUISSE NEW YORK NY SENIOR CORP BN			1,145,767	1,140,275.82	1,150,000	1,146,546.83	(6,271.01	)	779.83		—	—		1.7	AO	3,475.56	7,770.42	8072015	4272018
BRSQP4874	CREGANNA-TACTX MEDICAL SENIOR SECURED TE	F		350,919.65	350,919.63	353,571.42	351,281.72	(362.09	)	388.87		—	—		0	MJSD	—	16,695.21	11202014	12012021
14889KAE2	CRMN_15-1A MEZZANIN ABS 15-1A 144A	F	1	742,800	733,943.33	750,000	743,428.85	(9,485.52	)	628.85		—	—		3.42	JAJO	5,059.34	11,962.29	3312015	4222027
BRSL3FE10	CROSBY US ACQUISITION CORP SENIOR SECURE			2,016,276.52	1,594,852	2,018,800	2,017,016.98	(422,164.98	)	391.18		—	—		0	JAJO	—	78,124.71	12192013	11232020
BRSH9LJ56	CROSSMARK HOLDINGS INC SENIOR SECURED TE		2	2,576,649.16	1,914,091.37	2,580,803.15	2,576,060.43	(661,969.06	)	1,288.99		—	—		0	MJSD	—	118,504.93	9042013	12202019
126281AZ7	CSAIL_15-C1 LCF SENIOR CMBS_15-C1 A4		2	3,270,230.95	3,193,923.38	3,175,000	3,263,021.73	(69,098.35	)	(9,793.44	)	—	—		3.505	MON	9,273.65	109,134.56	3062015	4152050
126281AX2	CSAIL_15-C1 PRELCF SENIOR CMBS_15-C1 A2		2	2,488,428.66	2,464,896.83	2,425,000	2,484,733.26	(19,836.43	)	(4,398.23	)	—	—		2.97	MON	6,001.68	22,024.76	6012015	4152050
BRSRYJ4P3	CSDVRS LLC SENIOR SECURED TERM NOTES			6,460,597.82	6,395,991.84	6,460,597.82	6,460,597.82	(64,605.98	)	—		—	—		0	MJSD	—	316,554.69	2202015	5052020
22541QFV9	CSFB_03-17 WHOLE LOAN__03-17-1A4		2	376,476.68	373,819.24	370,023.47	376,193.42	(2,374.18	)	(2,094.3	)	—	—		5.5	MON	1,695.94	24,045.15	6192003	6252033
126408GM9	CSX CORPORATION CORP BND			3,984,295.81	3,799,589.08	3,491,000	3,828,751.37	(29,162.29	)	(148,987.93	)	—	—		6.25	MS	64,244.1	218,187.5	12112014	3152018
BRSLMULK6	CUMULUS MED INC. SENIOR SECURED TERM NOT		2	5,232,901.29	4,038,541.96	5,279,139.82	5,242,182.37	(1,203,640.41	)	7,383.38		—	—		0	MJSD	—	227,479.59	9302014	12232020
BRSVA6HU3	CUSTOM WINDOW SYSTEMS INC SENIOR SECURED			242,864.18	238,006.91	242,864.18	242,864.18	(4,857.27	)	—		—	—		0	MJSD	—	12,852.76	12182015	7312019
BRSVA6N02	CUSTOM WINDOW SYSTEMS INC SENIOR SECURED			3,501,704.79	3,431,670.69	3,501,704.79	3,501,704.79	(70,034.1	)	—		—	—		0	MJSD	—	119,986.29	7312015	7312019
126650CE8	CVS HEALTH CORP SENIOR CORP BND		1	4,096,729.8	4,073,733.93	4,095,000	4,096,716.3	(22,982.37	)	(67.29	)	—	—		2.25	FA	35,575.32	83,363.12	2272015	8122019

126650CJ7	CVS HEALTH CORP SENIOR CORP BND		1	6,990,624.6	7,017,014.77	6,985,000	6,990,394.08	26,620.69		(230.52	)	—	—		2.8	JJ	87,467.73	(2,488.89	)	12232015	7202020
12668AZL2	CWALT_05-73CB CMO_05-64CB 1A		2	211,163.06	207,707.89	215,266.57	211,146.13	(3,438.24	)	(3,794.92	)	—	—		5.5	MON	986.64	13,103.99		1022008	12252035
12543RBB4	CWHL_07-3 WHOLE LOAN_07-3-A26		2	1,743,063.97	1,729,865.28	1,867,835.37	1,743,063.97	(13,198.69	)	(11,008.69	)	—	—		6	MON	9,339.18	126,062.29		12312009	4252037
D1668RML8	DAIMLER AG SENIOR CORP BND EMTN	D		825,838.42	768,738.85	520,000	822,337.78	(53,598.93	)	(3,319.12	)	—	(50,015.7	)	1.75	NOV	1,978.89	14,281.09		12102014	11082017
BRSN8X546	DAIMLER AG UNSEC CORP BND	D		1,540,012.53	1,354,314.12	915,000	1,540,530.61	(186,216.49	)	353.35		—	(192,200.4	)	1.625	DEC	1,796.32	23,273.31		5092014	12022016
U2339CAR9	DAIMLER FINANCE NORTH AMERICA CORP BND			5,230,800	5,042,029	5,000,000	5,048,119.5	(6,090.5	)	(67,626.29	)	—	—		2.625	MS	38,645.84	131,250		4082013	9152016
233851AK0	DAIMLER FINANCE NORTH AMERICA SENIOR COR			3,112,230	3,035,514	3,000,000	3,050,965.03	(15,451.03	)	(48,984.82	)	—	—		2.95	JJ	41,791.67	88,500		1042012	1112017
233851BA1	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1,014,510	998,760.07	1,000,000	1,009,902.33	(11,142.26	)	(3,695.55	)	—	—		2.375	FA	9,895.83	23,750		7242013	8012018
233851BF0	DAIMLER FINANCE NORTH AMERICA SENIOR COR			5,002,681	4,968,830.64	5,020,000	5,010,759.43	(41,928.79	)	6,873.35		—	—		1.375	FA	28,760.41	95,769.51		7242014	8012017
233851BP8	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1,673,593	1,654,715.4	1,675,000	1,673,976.57	(19,261.17	)	383.57		—	—		1.65	MS	9,135.73	13,818.75		2232015	3022018
233851BZ6	DAIMLER FINANCE NORTH AMERICA SENIOR COR			2,494,925	2,473,508.83	2,500,000	2,495,606.08	(22,097.25	)	681.08		—	—		2	FA	20,972.22	—		7282015	8032018
BRSP6FWM2	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1,788,807.25	1,778,621.58	1,795,000	1,791,695.85	(13,074.27	)	2,046.24		—	—		1.375	FA	10,283.85	24,681.26		7242014	8012017
BRSTB5SJ2	DAIMLER FINANCE NORTH AMERICA SENIOR COR			3,495,520	3,451,672.53	3,500,000	3,496,429.24	(44,756.71	)	909.24		—	—		1.65	MN	6,897.92	28,875		5112015	5182018
235308QJ5	DALLAS TEX INDPT SCH DIST MUNITAX BND GO			6,936,930	6,807,402	6,300,000	6,806,395.64	1,006.36		(130,534.36	)	—	—		4.25	FA	101,150.01	121,231.26		2252015	2152019
2354167B4	DALLAS TEX MUNITAX BND REV			1,750,000	1,757,542.5	1,750,000	1,750,000	7,542.5		—		—	—		1.96	AO	8,575	17,721.66		3112015	10012019
2354167C2	DALLAS TEX MUNITAX BND REV			1,500,000	1,511,130	1,500,000	1,500,000	11,130		—		—	—		2.21	AO	8,287.5	17,127.5		3112015	10012020
235851AH5	DANAHER CORPORATION CORP BND			1,102,820	1,098,928.68	1,000,000	1,102,734.42	(3,805.74	)	(85.58	)	—	—		5.4	MS	18,000	(18,000	)	12282015	3012019
235851AL6	DANAHER CORPORATION CORP BND			1,822,080	1,837,227.68	1,825,000	1,824,707.65	12,520.03		(7,956.16	)	—	—		2.3	JD	932.78	56,158.33		6202011	6232016
235851AN2	DANAHER CORPORATION SENIOR CORP BND			3,912,122.74	3,904,148.25	3,917,000	3,912,595.1	(8,446.85	)	472.36		—	—		1.65	MS	19,030.09	(7.89	)	12232015	9152018
235851AP7	DANAHER CORPORATION SENIOR CORP BND		1	4,274,587.45	4,279,139.32	4,285,000	4,275,172.01	3,967.31		584.56		—	—		2.4	MS	30,280.66	—		9102015	9152020
BRSNJTYP4	DAVITA HEALTHCARE PARTNERS INC SENIOR SE		2	706,368.52	708,437.93	709,918.11	707,073.33	1,364.6		594.77		—	—		0	MJSD	—	23,940.41		6192014	6242021
254683BB0	DCENT_13 ABS 13		2	8,500,000	8,472,800	8,500,000	8,500,000	(27,200	)	—		—	—		0.631	MON	2,530.76	41,725.85		6012015	8172020
254683BJ3	DCENT_14-3 ABS_14-A3 A3		2	1,029,736.32	1,028,146	1,030,000	1,029,844.23	(1,698.23	)	279.91		—	—		1.22	MON	558.49	12,566.04		4282014	10152019
254683BP9	DCENT_15-A2 SENIOR ABS 15-A2 A		2	2,099,363.7	2,068,500	2,100,000	2,099,445.09	(30,945.09	)	242.37		—	—		1.9	MON	1,773.33	77,984.46		4222015	10172022
23311VAE7	DCP MIDSTREAM PARTNERS LP SENIOR CORP BN		1	1,192,920	972,108.04	1,200,000	1,195,340.53	(223,232.49	)	1,349.4		—	—		2.7	AO	8,100	32,400		3102014	4012019
24703BAC9	DEFT_15-1 ABS 15-1 A3 144A		2	2,619,821.05	2,599,781.2	2,620,000	2,619,864.43	(20,083.23	)	43.38		—	—		1.3	MON	851.5	22,706.64		4152015	3232020
246343JR9	DELAWARE RIV JT TOLL BRDG COMM MUNITAX B			2,203,944.6	2,205,403.2	2,210,000	2,205,932.43	(529.23	)	1,564.1		—	—		2.184	JJ	24,133.2	48,266.4		10182012	7012018
BRSP9DPN0	DELTA 2 (LUX) SARL SENIOR SECURED TERM N	F	2	3,530,276.1	3,441,575.69	3,548,016.18	3,533,600.89	(92,025.2	)	2,529.57		—	—		0	MJSD	—	152,898.02		7302014	7302021
BRSM6R0M8	DELTA AIR LINES INC SENIOR SECURED TERM		2	2,651,974.33	2,666,230.31	2,672,349.99	2,659,584.52	6,645.79		4,727.25		—	—		0	FMAN	—	88,833.63		4302014	10182018
249218AR9	DENVER CO PUB SCHS CTFS MUNITAX BND REV			1,491,330	1,500,015	1,500,000	1,493,857.37	6,157.63		2,007.29		—	—		1.644	JD	1,096	24,660		4182013	12152018
249670AA8	DEPOSITORY TRUST & CLEARING CO CAPSEC CO		1	1,750,000	1,750,000	1,750,000	1,750,000	—		—		—	—		4.875	JD	3,791.67	46,921.88		5192015	12312049
251525AP6	DEUTSCHE BANK AG SUB CORP BND	F		1,992,200	1,839,819.94	2,000,000	1,992,672.94	(152,853	)	549.74		—	—		4.5	AO	22,500	56,100		3272015	4012025
25152RYD9	DEUTSCHE BK LDN SENIOR CORP BND	F		4,994,050	4,958,910.75	5,000,000	4,995,767.21	(36,856.46	)	1,743.96		—	—		1.875	FA	35,937.5	48,177.08		2102015	2132018
25179MAV5	DEVON ENERGY CORPORATION SENIOR CORP BND		1	1,199,460	1,175,571.53	1,200,000	1,199,461.88	(23,890.35	)	1.88		—	—		5.85	JD	3,120	—		12102015	12152025

BRG12BGK3	DEXIA CREDIT LOCAL SA SENIOR CORP BND	D		3,117,309.62	2,970,173.8	2,000,000	3,114,638.15	(144,464.35	)	(2,671.47	)	—	(142,179.48	)	1.875	JUL	25,370.4	(17,247.91	)	10302015	7172017
25215BAA1	DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP			4,986,350	5,004,480	5,000,000	4,996,330.68	8,149.32		4,557.14		—	—		1.25	AO	12,673.61	62,500		12052014	10182016
25243YAR0	DIAGEO CAPITAL PLC SENIOR CORP BND	F		4,651,160	4,647,967.96	4,650,000	4,653,462.16	(5,494.2	)	(1,563.32	)	—	—		1.5	MN	9,687.5	111,885.41		5082012	5112017
25243YAT6	DIAGEO CAPITAL PLC SENIOR CORP BND	F		2,485,750	2,449,108.7	2,500,000	2,493,264.48	(44,155.78	)	2,835.41		—	—		1.125	AO	4,843.75	28,125		4242013	4292018
25459HBE4	DIRECTV HOLDINGS LLC SENIOR CORP BND			4,533,818.6	4,538,337.3	4,500,000	4,517,153.72	21,183.58		(14,027.46	)	—	—		2.4	MS	31,800	108,000		9292015	3152017
BRSR4UG37	DISA HOLDINGS A/S SENIOR SECURED TERM NO	R		85,954.31	84,235.22	85,954.31	85,954.31	(1,719.09	)	—		—	—		0	MJSD	—	1,087.12		9302015	12092020
BRSR4UG78	DISA HOLDINGS ACQUISITION SUBS SENIOR SE			5,483,514.96	5,373,844.66	5,483,514.96	5,483,514.96	(109,670.3	)	—		—	—		0	MJSD	—	241,991.38		12242014	12092020
254683BL8	DISCOVER CARD MASTER TRUST SENIOR ABS _1		2	2,499,783.5	2,494,750.03	2,500,000	2,499,830.83	(5,080.8	)	39.55		—	—		1.39	MON	1,544.44	34,749.96		10082014	4152020
254845GB0	DISTRICT COLUMBIA WTR & SWR AU MUNI BND		1	569,945	553,890	500,000	548,439.69	5,450.31		(17,148.38	)	—	—		5	AO	6,250	25,000		1282009	10012024
25476FHE1	DISTRICT OF COLUMBIA MUNI BND GO			5,731,050	5,485,150	5,000,000	5,484,017.48	1,132.52		(197,141.73	)	—	—		5	JD	20,833.33	250,000		8132008	6012018
25476FLG1	DISTRICT OF COLUMBIA MUNITAX BND GO			5,416,000	5,219,450	5,000,000	5,253,192.03	(33,742.03	)	(162,807.97	)	—	—		4.613	JD	19,220.84	192,849.03		1272015	6012017
BRSSVEHW6	DJO FINANCE LLC SENIOR SECURED TERM NOTE		2	536,493.25	526,383.45	539,189.19	536,805.84	(10,422.39	)	319.35		—	—		0	JAJO	—	10,526.82		4242015	6082020
Z91S44T73	DLM_15-1A1 ABS 15-1A1	D	2	1,525,000	1,462,845.75	1,000,000	1,525,000	(62,154.25	)	—		—	(51,100	)	1.152	MON	511.81	10,956.2		5062015	4192020
25600WAB6	DNB BOLIGKREDITT AS CORP BND 144A	F		8,395,963	8,235,907.8	8,200,000	8,212,941.49	22,966.31		(52,979.28	)	—	—		2.9	MS	60,771.11	237,800		6122012	3292016
233046AC5	DNKN_15-1A ABS 15-1A A2I 144A		2	1,488,750	1,473,102.49	1,488,750	1,488,750	(15,647.51	)	—		—	—		3.262	FMAN	5,530.79	39,867.76		1222015	2202045
233046AD3	DNKN_15-1A ABS 15-1A A2II 144A		2	1,488,750	1,484,192.04	1,488,750	1,488,750	(4,557.96	)	—		—	—		3.98	FMAN	6,748.17	48,643.07		1222015	2202045
BRSTZPQ88	DOLLAR TREE INC SENIOR SECURED TERM LOAN		1	731,236.21	733,684.58	734,599.16	731,342.78	2,341.8		127.03		—	—		0	MJSD	—	5,576.66		10152015	7062022
25746UBE8	DOMINION RESOURCES INC CORP BND			563,170	547,478.79	500,000	552,987.95	(5,509.16	)	(10,182.05	)	—	—		6.4	JD	1,422.22	14,044.44		7012015	6152018
25746UCD9	DOMINION RESOURCES INC SENIOR CORP BND			5,498,580	5,444,574.52	5,500,000	5,498,837.5	(54,262.98	)	362.07		—	—		1.9	JD	4,644.44	69,297.23		6242015	6152018
26138EAM1	DR PEPPER SNAPPLE GROUP INC CORP BND			1,423,418.25	1,425,726.61	1,425,000	1,424,987.22	739.39		333.22		—	—		2.9	JJ	19,055.42	41,325		1062011	1152016
06742LAE3	DROCK_14-3 ABS_14-3 A		2	9,042,500.87	9,104,697.36	9,045,000	9,042,988.59	61,708.77		357.81		—	—		2.41	MON	9,688.2	217,984.44		9122014	7152022
06742LAH6	DROCK_15-1 ABS 15-1 A		2	1,574,279.92	1,566,022.5	1,575,000	1,574,361.35	(8,338.85	)	81.43		—	—		2.2	MON	1,540	26,276.25		3052015	12152022
26249MAA5	DRSLF_15-37A ABS 15-37A A 144A	F	2	5,000,000	4,960,000	5,000,000	5,000,000	(40,000	)	—		—	—		1.821	JAJO	19,722.08	54,378.07		1292015	4152027
BRSV5TM33	DTZ US BORROWER LLC SENIOR SECURED TERM		1	3,111,253.46	3,056,532.92	3,126,887.9	3,111,850.9	(55,317.98	)	636.72		—	—		0	MJSD	—	16,998.86		8122015	11042021
BRST2JC18	DUBOIS CHEMICALS INC SENIOR SECURED TERM			3,605,757.06	3,605,757.05	3,642,178.84	3,612,510.6	(6,753.55	)	6,939.56		—	—		0	MJSD	—	109,715.88		4132015	12202018
26442CAD6	DUKE ENERGY CORP CORP BND			2,177,940	2,147,086.8	2,000,000	2,163,167.98	(16,081.18	)	(14,772.02	)	—	—		5.1	AO	21,533.33	(283.33	)	10132015	4152018
26442CAJ3	DUKE ENERGY CORP CORP BND			1,114,270	1,079,799.42	1,000,000	1,099,191.68	(19,392.26	)	(15,078.32	)	—	—		4.3	JD	1,911.11	28,666.67		4102015	6152020
26442CAL8	DUKE ENERGY CORP CORP BND			507,730	502,688.9	500,000	503,360.33	(671.43	)	(3,488.02	)	—	—		1.75	JD	388.89	8,750		12052011	12152016
26441CAH8	DUKE ENERGY CORP SENIOR CORP BND			1,003,500	996,697.24	1,000,000	1,001,996.24	(5,299	)	(1,205.16	)	—	—		1.625	FA	6,138.89	16,250		8132012	8152017
26441CAK1	DUKE ENERGY CORP SENIOR CORP BND		1	2,310,146.8	2,280,300.07	2,280,000	2,304,967.51	(24,667.44	)	(5,827.9	)	—	—		2.1	JD	2,128	24,497.08		10132015	6152018
29100XAA3	EAFL_13-1 ABS 13- 1 A 144A	F	2	2,619,687.5	2,610,772.78	2,593,750	2,616,596.35	(5,823.57	)	(4,905.55	)	—	—		4.65	MON	5,360.42	125,332.04		12102014	10152038
27332QAB0	EAST LANE RE VI LTD SENIOR CORP BND 144A	F		1,875,000	1,874,437.5	1,875,000	1,875,000	(562.5	)	—		—	—		3.75	MJSD	4,687.5	54,235.65		3022015	3132020
277432AM2	EASTMAN CHEMICAL COMPANY SENIOR CORP BND			822,228	827,486.55	825,000	824,178.65	3,307.9		563.27		—	—		2.4	JD	1,650	19,800		5292012	6012017
278062AB0	EATON CORPORATION SENIOR CORP BND			4,680,469.42	4,638,690.92	4,675,000	4,679,077.21	(40,386.29	)	(1,686.84	)	—	—		1.5	MN	11,492.72	33,145.83		8252015	11022017

26827EAC9	ECAF I A-2 2015-1 ABS 2015-1A A2 144A	F	2	496,250	491,300	500,000	496,287.68	(4,987.68	)	37.68		—	—		4.947	MON	1,099.33	824.5		11302015	7152040
BRSAC1000	EDEN RE LTD			12,500,000	12,500,000	12,500,000	12,500,000	—		—		—	—		0		—	—		12122014	4192018
281379AA5	EDUSA_10-1 ABS 10-1-A1 144A		2	283,979.84	278,920.23	283,979.84	283,979.84	(5,059.61	)	—		—	—		1.17	JAJO	618.31	3,897.62		2232010	7252023
29372EAT5	EFF_12-2 SENIOR ABS 12-2 A3 144A		2	349,322.66	348,690.44	349,009.09	349,022.4	(331.96	)	(210.29	)	—	—		0.93	MON	99.18	5,501.96		11202013	4202018
29372EBE7	EFF_14-2 ABS_14-2 A2 144A		2	1,011,533.19	1,007,537.97	1,011,696.07	1,011,616.22	(4,078.25	)	98.28		—	—		1.05	MON	324.59	13,239.62		8062014	3202020
26971HAA0	EGLE_14-1A ABS_14-1A A1 144A	F	2	3,749,404.86	3,719,531.25	3,750,000	3,749,421.25	(29,890	)	216.37		—	—		2.57	MON	4,283.33	112,705.2		12122014	12152039
283695BP8	EL PASO NATURAL GAS COMPANY CORP BND			1,925,592.5	1,819,039.17	1,790,000	1,866,568.18	(47,529.01	)	(57,768.1	)	—	—		5.95	AO	22,484.39	106,505		9292015	4152017
BRSUM53S4	ELDORADO RESORTS INC SENIOR SECURED TERM		1	231,434.4	231,240.18	232,597.39	231,503.16	(262.98	)	74.6		—	—		0	MJSD	—	2,316.39		7162015	7252022
268317AJ3	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F		4,863,518.4	4,891,015.74	4,920,000	4,884,674.8	6,340.94		11,009.42		—	—		2.15	JJ	46,719.5	105,780		9162015	1222019
BRSLX7XX4	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F		3,163,264	3,193,238.4	3,200,000	3,177,024.26	16,214.14		7,160.6		—	—		2.15	JJ	30,386.67	68,800		1132014	1222019
532457BK3	ELI LILLY AND COMPANY SENIOR CORP BND			719,366.4	717,785.04	720,000	719,538.53	(1,753.49	)	229.4		—	—		1.25	MS	3,000	6,893.75		2242015	3012018
268648AP7	EMC CORP/ MASSACHUSETTS SENIOR CORP BND			2,698,965	2,511,599.24	2,700,000	2,699,482.33	(187,883.09	)	250.93		—	—		1.875	JD	4,218.76	65,148.45		4022014	6012018
BRSP2R5D0	EMERALD PERFORMANCE MATERIALS SENIOR SEC			100,859.77	99,545.55	101,366.6	100,956.88	(1,411.33	)	88.56		—	—		0	MJSD	—	4,741.31		7232014	7302021
BRSMKZQ95	EMPIRE GENERATING CO LLC SENIOR SECURED			1,072,796.25	893,996.88	1,083,632.58	1,075,455.41	(181,458.53	)	1,988.74		—	—		0	MJSD	—	58,274.68		3132014	3122021
BRSMKZQU8	EMPIRE GENERATING CO LLC SENIOR SECURED			78,681.63	65,568.02	79,476.39	78,876.66	(13,308.64	)	114.88		—	—		0	MJSD	—	4,218.88		3132014	3122021
BL1731738	ENDO LUXEMBOURG FINANCE I COMP SENIOR SE	F	2	2,553,555.49	2,531,155.88	2,559,955.38	2,553,793.16	(22,637.28	)	237.67		—	—		0	MJSD	—	14,763.81		0	3012021
29270CYL3	ENERGY NORTHWEST MUNITAX BND REV			1,524,255	1,524,840	1,500,000	1,516,340.23	8,499.77		(7,636.42	)	—	—		2.147	JJ	16,102.5	55,016.88		8162012	7012018
29270CYM1	ENERGY NORTHWEST MUNITAX BND REV		2	1,201,090.8	1,198,936.8	1,190,000	1,199,288.67	(351.87	)	(1,802.13	)	—	—		2.197	JJ	13,072.15	5,591.97		4092015	7012019
29273RAX7	ENERGY TRANSFER PARTNERS LP SENIOR CORP		1	917,705.7	817,544.77	890,000	915,099.52	(97,554.75	)	(2,636.01	)	—	—		4.15	AO	9,233.75	10,285.08		6182015	10012020
29358QAC3	ENSCO PLC SENIOR CORP BND	F	1	1,062,347	880,750	1,300,000	1,064,661.5	(183,911.5	)	2,314.5		—	—		4.5	AO	14,625	(7,800	)	11162015	10012024
BRSMRYMN4	ENTEGRIS, INC. SENIOR SECURED TERM NOTES			871,086.04	868,166.38	875,463.37	872,105.11	(3,938.73	)	1,596.57		—	—		0	MJSD	—	35,944.65		3252014	4302021
29372EAZ1	ENTERPRISE FLEET FINANCING LLC AB_13-2-A		2	299,978.79	299,364.01	300,000	299,985.41	(621.4	)	0.99		—	—		1.51	MON	138.42	4,530		8072013	3202019
29379VAU7	ENTERPRISE PRODUCTS OPERATING CORP BND			778,230	731,076.97	750,000	776,274.45	(45,197.48	)	(1,955.55	)	—	—		4.05	FA	11,475	4,218.75		6222015	2152022
29379VAF0	ENTERPRISE PRODUCTS OPERATING CORP BND			5,488,700	5,232,889.55	5,000,000	5,452,154.02	(219,264.47	)	(36,545.98	)	—	—		5.25	JJ	110,104.17	(17,500	)	8192015	1312020
29379VBG7	ENTERPRISE PRODUCTS OPERATING SENIOR COR			1,789,309.9	1,728,652.44	1,790,000	1,789,464.59	(60,812.15	)	154.69		—	—		1.65	MN	4,430.26	13,621.67		5282015	5072018
BRSJGG5M3	ENTRAVISION COMMUN CORP SENIOR SECURED T		2	2,845,664.96	2,779,275.6	2,845,664.96	2,845,664.96	(66,389.36	)	—		—	—		0	MJSD	—	162,064.27		10012015	5312020
BRSBYALT0	ENVISION HEALTHCARE CORP TERM LOAN		2	4,040,042.62	4,041,727.53	4,060,344.22	4,052,355.92	(10,628.39	)	3,561.59		—	—		0	FMAN	—	174,490.57		10012015	5252018
BRSX1BQV6	ENVISION HEALTHCARE CORP SECURED TERM LO		1	953,669.72	959,208.71	963,302.75	953,727.08	5,481.63		57.36		—	—		0	JAJO	—	1,444.95		11062015	10282022
BRSTFAHT7	EPICOR SOFTWARE CORP SENIOR SECURED TERM		1	1,149,678.88	1,127,860.92	1,152,560.28	1,149,908.36	(22,047.44	)	236.7		—	—		0	FMAN	—	16,770.06		5212015	6012022
L0594VKM1	EUROPEAN INVESTMENT BANK CORP BND EMTN	D		3,753,840.55	3,466,939.24	2,150,000	3,666,751.34	(199,812.1	)	(86,625.17	)	—	(194,277.39	)	4.75	OCT	32,078.47	118,244.76		10302015	10152018
298785FN1	EUROPEAN INVESTMENT BANK SENIOR CORP BND	F		15,606,900	15,094,650	15,000,000	15,106,675.27	(12,025.27	)	(284,266.87	)	—	—		2.5	MN	46,875	375,000		3242014	5162016
L0593NQJ1	EUROPEAN INVESTMENT BANK SENIOR CORP BND	D		2,407,935.08	2,125,396.82	1,280,000	2,250,711.89	(125,315.07	)	(151,028.9	)	—	(126,332.74	)	8.75	AUG	57,776.88	174,893.6		12152014	8252017
30014LAA2	EVERGLADES RE II LTD CORP BND 144A	F	1	2,000,000	2,026,000	2,000,000	2,000,000	26,000		—		—	—		5.206	MJSD	8,387.32	59,525.5		4302015	5032018
300141AC2	EVERGLADES RE LTD CORP BND 144A	F		14,663,500	14,414,400	14,000,000	14,402,705.03	11,694.97		(565,496.61	)	—	—		7.716	MJSD	90,020	2,103,936.6		1282015	4282017

BRSVRWC82	EVESTMENT INC SENIOR SECURED TERM NOTES			238,239.82	236,444.04	239,437	238,239.82	(1,795.78	)	—		—	—		0	MJSD	—	2,560.64		9022015	8282020
BRSVRWCF6	EVESTMENT INC SENIOR SECURED TERM NOTES			4,830,184.48	4,769,807.17	4,830,184.48	4,830,184.48	(60,377.31	)	—		—	—		0	MJSD	—	73,887.37		9142015	8282021
300569GY0	EWING TWP N J SCH DIST MUNITAX BND GO			1,477,604.7	1,486,202.85	1,485,000	1,479,868.49	6,334.36		1,805.51		—	—		1.596	AO	5,925.15	23,700.6		3082013	10012018
BRSL2KC12	EXCELITAS TECHNOLOGIES COR SENIOR SECURE			4,045,077.89	3,651,806.42	4,085,937.25	4,057,289.38	(405,482.96	)	6,238.32		—	—		0	MJSD	—	250,144.35		12052013	11022020
30161NAG6	EXELON CORPORATION SENIOR CORP BND			1,973,965.55	1,965,723.21	1,975,000	1,974,257.44	(8,534.23	)	371.57		—	—		1.55	JD	1,870.76	18,367.71		7152015	6092017
30161NAH4	EXELON CORPORATION SENIOR CORP BND		1	3,814,056.1	3,794,084.11	3,810,000	3,813,636.07	(19,551.96	)	(420.03	)	—	—		2.85	JD	4,826.01	55,340.67		9292015	6152020
30161MAP8	EXELON GENERATION CO LLC SENIOR CORP BND		1	1,129,785.3	1,119,343.83	1,130,000	1,129,825.5	(10,481.67	)	40.2		—	—		2.95	JJ	15,371.14	16,852.69		1082015	1152020
BRSPRVAJ5	EXGEN TEXAS POWER LLC SENIOR SECURED TE		2	1,303,133.34	952,123.19	1,316,296.31	1,305,494.78	(353,371.59	)	2,006.6		—	—		0	MJSD	—	77,222.21		9162014	9182021
BRSRYEAL6	EXPRESS OIL CHANGE LLC SENIOR SECURED TE			3,354,895.81	3,334,722.55	3,359,921.97	3,355,174.86	(20,452.31	)	279.05		—	—		0	JAJO	—	182,884.69		11032015	12292017
BRSS5NWZ1	EXPRESS OIL CHANGE LLC SENIOR SECURED TE			2,458,723.45	2,440,283.03	2,458,723.45	2,458,723.45	(18,440.42	)	—		—	—		0	MJSD	—	47,700.84		3172015	12292017
30219GAD0	EXPRESS SCRIPTS HOLDING CO SENIOR CORP B			4,067,024.68	4,139,316.96	4,100,000	4,090,579.91	48,737.05		8,149.3		—	—		2.65	FA	41,045.56	108,650		1142013	2152017
30219GAH1	EXPRESS SCRIPTS HOLDING CO SENIOR CORP B			6,461,775	6,435,737.95	6,500,000	6,472,061.48	(36,323.53	)	10,757.49		—	—		2.25	JD	6,500	172,987.5		7222014	6152019
30231GAB8	EXXON MOBIL CORP SENIOR CORP BND			5,000,000	4,991,949.85	5,000,000	5,000,000	(8,050.15	)	—		—	—		0.552	MJSD	1,303.33	16,403.14		9182014	3152017
30231GAD4	EXXON MOBIL CORP SENIOR CORP BND		1	2,050,000	2,044,804.15	2,050,000	2,050,000	(5,195.85	)	—		—	—		1.819	MS	10,979.69	37,289.5		3172014	3152019
30231GAJ1	EXXON MOBIL CORP SENIOR CORP BND		1	2,009,320	1,956,063.24	2,000,000	2,009,065.6	(53,002.36	)	(254.4	)	—	—		2.397	MS	15,314.17	(6,258.83	)	10202015	3062022
G3401LAB1	FCE BANK PLC SENIOR LOCAL BND EMTN	D		821,902.57	744,305.06	489,000	796,127.01	(51,821.95	)	(25,387.86	)	—	(49,919.31	)	4.825	FEB	30,488.17	54,319.64		11272014	2152017
34960JAJ4	FCO_15-6A MEZZANIN ABS 15-6A		1	1,971,400	1,937,560	2,000,000	1,974,443.33	(36,883.33	)	3,043.33		—	—		4.137	MJSD	5,055.72	55,678.95		3192015	3312027
31428XAZ9	FEDERAL EXPRESS CORP SENIOR CORP BND			2,441,713.35	2,439,926.66	2,440,000	2,442,079.47	(2,152.81	)	366.12		—	—		2.3	FA	23,383.34	2,542.79		11122015	2012020
3130A0C65	FEDERAL HOME LOAN BANKS AGENCY BND			3,042,605	3,041,856.5	3,050,000	3,047,631.51	(5,775.01	)	2,528.9		—	—		0.625	JD	158.86	21,534.72		12032013	12282016
3130A3HF4	FEDERAL HOME LOAN BANKS AGENCY BND			4,985,969.52	4,995,150	5,000,000	4,990,781.31	4,368.69		4,707.88		—	—		1.125	JD	3,593.76	60,625		12232014	12082017
3130A3J70	FEDERAL HOME LOAN BANKS AGENCY BND			9,996,000	9,985,400	10,000,000	9,998,223.67	(12,823.67	)	1,979.17		—	—		0.625	MN	6,597.22	63,541.68		11142014	11232016
3130A4GJ5	FEDERAL HOME LOAN BANKS AGENCY BND			5,087,658.6	5,076,867.64	5,090,000	5,088,264.87	(11,397.23	)	606.27		—	—		1.125	AO	10,498.12	37,856.88		2262015	4252018
313379EE5	FEDERAL HOME LOAN BANKS AGENCY BND			10,062,900	10,023,300.9	10,000,000	10,053,674.11	(30,373.21	)	(9,225.89	)	—	—		1.625	JD	7,673.61	91,631.94		5202015	6142019
3133XQSE3	FEDERAL HOME LOAN BANKS AGENCY BND			541,545	531,454.97	500,000	534,686	(3,231.03	)	(6,859	)	—	—		4.11	AO	4,167.08	5,251.67		7152015	4182018
3130A5EP0	FEDERAL HOME LOAN BANKS SENIOR AGENCY BN			7,993,360	7,951,760	8,000,000	7,995,396.13	(43,636.13	)	2,036.13		—	—		0.625	MN	4,305.56	27,083.33		5142015	5302017
3130A6LZ8	FEDERAL HOME LOAN BANKS SENIOR AGENCY BN			2,993,490	2,972,969.97	3,000,000	2,994,216.81	(21,246.84	)	726.81		—	—		0.625	AO	3,385.41	885.42		10082015	10262017
313370SZ2	FEDERAL HOME LOAN BANKS UNSEC AGENCY BND			8,252,625	8,145,280.16	8,000,000	8,143,148.61	2,131.55		(91,839.25	)	—	—		2.25	MS	56,500	218,793.75		9112014	9082017
BRSMTTCL8	FEDERAL-MOGUL HOLDINGS CORP SENIOR SECUR		2	3,673,214.06	3,262,837.66	3,681,622.18	3,675,243.73	(412,406.07	)	1,306.28		—	—		0	MJSD	—	143,830.97		4142015	4152021
BRSP9DQP4	FERRO CORP SENIOR SECURED TERM NOTES			436,694.47	433,402.78	438,888.89	437,120.52	(3,717.74	)	337.24		—	—		0	MJSD	—	17,911.62		7302014	7302021
3134G62E2	FHLMC AGENCY BND		1	2,998,200	2,994,870.06	3,000,000	2,998,550.93	(3,680.87	)	350.93		—	—		1.25	MN	3,750	18,333.33		5282015	5252018
3134G72P5	FHLMC AGENCY BND		1	2,000,000	1,989,180	2,000,000	2,000,000	(10,820	)	—		—	—		1.2	AO	4,133.33	—		10162015	10292018
3134G7WS6	FHLMC AGENCY BND		1	2,000,000	1,997,980.04	2,000,000	2,000,000	(2,019.96	)	—		—	—		1	MS	5,166.67	—		9112015	9282017
3137EADH9	FHLMC AGENCY BND			3,001,470	2,995,830	3,000,000	3,000,783.38	(4,953.38	)	(558.55	)	—	—		1	JD	166.66	32,375		8282014	6292017
3137EADQ9	FHLMC AGENCY BND			2,949,823	2,948,879	2,950,000	2,949,979.3	(1,100.3	)	56.44		—	—		0.5	MN	1,966.67	14,750		3062013	5132016

3137EADV8	FHLMC AGENCY BND		3,497,270	3,483,935	3,500,000	3,498,027.98	(14,092.98	)	757.98		—	—	0.75	JJ	15,458.33	—	5282015	7142017
31398QHE0	FHLMC AGENCY CMBS_ _K007-A1	2	3,116,993.94	3,057,571.79	2,980,003.2	3,074,049.55	(16,477.76	)	(57,422.03	)	—	—	3.342	MON	8,299.31	105,600.38	6102010	12252019
31398WV35	FHLMC AGENCY CMO 3654	2	41,337.4	39,983.73	38,520.58	39,753.52	230.21		(1,581.35	)	—	—	5	MON	160.5	2,644.93	2012012	11152028
3137APVD9	FHLMC AGENCY CMO_ _40-54-AE	2	1,753,263.18	1,739,640.72	1,787,092.86	1,755,700.6	(16,059.88	)	11,117.46		—	—	1.5	MON	2,233.87	30,677.55	5162012	4152027
31395HJ43	FHLMC AGENCY CMO_2877-AL	2	631,215.07	630,895.61	585,292.98	627,130.8	3,764.81		(18,140.56	)	—	—	5	MON	2,438.72	34,254.06	8122005	10152024
3137A0MS1	FHLMC AGENCY CMO_3688-JA	2	442,685.06	438,939.83	429,899.85	438,222.44	717.39		(16,508.19	)	—	—	3.5	MON	1,253.87	21,597.74	7142010	1152030
3137A2QN4	FHLMC AGENCY CMO_37-60-NA	2	448,570.11	446,727.62	438,249.34	445,632.19	1,095.43		(8,972.18	)	—	—	3	MON	1,095.62	17,693.29	8202013	10152037
3137ALG60	FHLMC AGENCY CMO_4004-AE	2	1,692,122.25	1,671,713.89	1,708,627.59	1,693,202.61	(21,488.72	)	4,119.04		—	—	1.75	MON	2,491.75	33,136.12	3132012	2152027
30262SAR9	FHLMC AGNECY CMBS 15-K42 B 144A	2	4,123,750	3,822,528.4	4,000,000	4,113,426.05	(290,897.65	)	(10,323.95	)	—	—	3.853	MON	12,842.97	127,204.37	2042015	12252024
3133TJP56	FHLMC CMO AGENCY CMO_2130 QS	2	667,442.2	740,806.83	658,186.46	665,024.17	75,782.66		(2,105.5	)	—	—	6	MON	3,290.93	45,109.59	2062007	3152029
31395EC47	FHLMC CMO_2839 TS	2	515,549.79	499,083.39	479,860.19	500,289.22	(1,205.83	)	(22,531.24	)	—	—	5	MON	1,999.42	32,265.55	3072013	8152019
31398QNB9	FHLMC CMO_3676 CA	2	23,667.64	23,255.17	23,161.56	23,267.86	(12.69	)	(1,950.23	)	—	—	4	MON	77.21	2,655.94	6082010	7152024
3137AAGA5	FHLMC CMO_3857 GL	2	713,214.91	713,009.03	692,481.99	711,946.31	1,062.72		(9,167.52	)	—	—	3	MON	1,731.2	25,080.5	7122011	5152040
3137ACNE5	FHLMC CMO_3879 MF	2	243,516.24	242,759.26	242,568.7	243,334.25	(574.99	)	(343.05	)	—	—	0.681	MON	73.36	1,499.08	11052013	9152038
3137ARH58	FHLMC CMO_4057 CD	2	3,248,432.38	3,251,668.01	3,351,940.3	3,255,691.34	(4,023.33	)	24,605.17		—	—	2	MON	5,586.57	74,074.13	9052013	4152039
3137B7TL3	FHLMC CMO_4306 A	2	4,099,868.91	4,137,020.22	3,970,175.2	4,087,096.09	49,924.13		(31,104.24	)	—	—	3.5	MON	11,579.68	152,576.97	2202014	3152041
3137AUDW6	FHLMC PAC AGENCY CMO 4105-MG	2	548,086.87	546,793.59	530,513.61	546,685.3	108.29		(3,627.43	)	—	—	3	MON	1,326.28	17,203.47	11062014	11152040
3128JLHB8	FHLMC POOL # 1B1225	2	31,399.62	33,964.6	31,887.48	31,430.19	2,534.41		115.78		—	—	2.5	MON	66.43	799.6	4022007	9012033
3128JMW45	FHLMC POOL # 1B2566	2	52,009.42	56,285.31	52,418.29	52,031.93	4,253.38		68.17		—	—	2.686	MON	117.33	1,388.75	4022007	11012034
3128JMXM4	FHLMC POOL # 1B2583	2	901,074.19	969,880.9	911,077.83	901,866.58	68,014.32		2,555.59		—	—	2.716	MON	2,062.08	24,443.48	9172008	10012034
3128JMY68	FHLMC POOL # 1B2632	2	66,643.72	72,492.3	67,167.64	66,670.06	5,822.24		40.05		—	—	2.771	MON	155.1	1,730.17	4032007	11012034
3128JMZG5	FHLMC POOL # 1B2642	2	78,179.48	82,596.77	78,794.09	78,233.46	4,363.31		249.58		—	—	2.747	MON	180.37	2,357.14	4022007	11012034
3128JNAL9	FHLMC POOL # 1B2810	2	108,133.07	115,032.05	109,258.42	108,200.24	6,831.81		302.01		—	—	2.5	MON	227.62	3,110.19	4022007	2012035
3128NCB37	FHLMC POOL # 1G0058	2	125,539.16	134,313.94	125,834.09	125,531.12	8,782.82		50.26		—	—	2.462	MON	258.17	3,338.71	9172008	1012035
3128NCD68	FHLMC POOL # 1G0125	2	877,138.42	935,487.87	895,896.26	878,774.91	56,712.96		8,072.03		—	—	2.381	MON	1,777.61	25,218.82	12132005	3012035
3128NCMS0	FHLMC POOL # 1G0369	2	157,626.55	166,117.19	156,842.33	157,505.85	8,611.34		(310.06	)	—	—	2.595	MON	339.17	4,341.24	8272008	10012035
3128QJLG9	FHLMC POOL # 1G1227	2	161,927.97	170,578.66	158,752.94	161,516.67	9,061.99		(377.67	)	—	—	2.631	MON	348.07	4,061.66	1042008	10012036
3128QJRN8	FHLMC POOL # 1G1393	2	860,645.83	878,909.68	826,083.72	857,794.71	21,114.97		(5,673.25	)	—	—	2.512	MON	1,729.27	22,003.35	3092012	12012036
3128QJ3B0	FHLMC POOL # 1G1694	2	1,006,228.55	1,087,180.68	1,021,349.32	1,007,337.91	79,842.77		2,503.61		—	—	2.265	MON	1,927.8	24,918.32	8102007	4012037
31342AZE2	FHLMC POOL # 780741	2	327,700.1	337,652.32	317,625.42	326,871.82	10,780.5		(1,257.63	)	—	—	2.5	MON	661.72	8,208.12	11162009	7012033
31342A6F1	FHLMC POOL # 780870	2	197,895.57	213,437.1	200,970.4	198,098.82	15,338.28		595.44		—	—	2.484	MON	416.01	5,271.47	2222012	9012033
31349SJK0	FHLMC POOL # 781166	2	401,455.78	433,027.68	408,103.39	402,093.41	30,934.27		2,068.98		—	—	2.355	MON	800.9	10,826.65	1092006	1012034
31349UCW6	FHLMC POOL # 782785	2	95,859.53	102,700.57	96,613.13	95,912.74	6,787.83		151.16		—	—	2.422	MON	195	2,426.67	4022007	10012034
31349UEJ3	FHLMC POOL # 782837	2	166,920.9	179,884.14	168,233.13	166,994.72	12,889.42		210.4		—	—	2.623	MON	367.73	4,404.31	4022007	11012034

31349UJL3	FHLMC POOL # 782967	2	60,026.27	65,308.45	60,930.71	60,093.8	5,214.65		140.65		—	—	2.379	MON	120.8	1,552.64		9302008	1012035
31349ULB2	FHLMC POOL # 783022	2	157,284.64	166,528.41	158,689.06	157,369.13	9,159.28		457.65		—	—	2.48	MON	327.96	4,649.44		4022007	2012035
31295NXK9	FHLMC POOL # 789682	2	26,887.55	29,145.17	27,042.84	26,897.38	2,247.79		8.79		—	—	2.477	MON	55.82	659.22		8102006	9012032
3128JRJS6	FHLMC POOL # 847473	2	1,069,716.55	1,142,736.61	1,074,080.03	1,069,811.86	72,924.75		1,094.22		—	—	2.513	MON	2,249.3	29,085.58		9262007	12012035
3128JRKQ8	FHLMC POOL # 847503	2	548,597.77	593,539.09	561,719.2	549,397.18	44,141.91		2,290.6		—	—	2.483	MON	1,162.29	14,567.01		5312006	12012035
3128JRPZ3	FHLMC POOL # 847640	2	204,435.43	220,029.06	205,555.72	204,477.1	15,551.96		282.17		—	—	2.398	MON	410.77	5,685.56		11132006	5012036
3128JRP26	FHLMC POOL # 847641	2	320,492.58	344,299.93	323,077.17	320,690.21	23,609.72		558.46		—	—	2.47	MON	665	8,384.95		2222012	12012033
3128JR6Z4	FHLMC POOL # 848088	2	4,671,852.37	4,726,615.74	4,446,075.11	4,655,877.22	70,738.52		(47,163.41	)	—	—	2.45	MON	9,077.4	117,421.39		3082011	4012035
31300L3D5	FHLMC POOL # 848896	2	1,412,848.86	1,403,763.64	1,343,171.82	1,411,452.98	(7,689.34	)	(19,554.76	)	—	—	2.955	MON	3,307.56	44,936.93		4222013	5012042
31300MZV8	FHLMC POOL # 849756	2	11,324,968.6	11,302,590.51	11,131,472.29	11,323,464.61	(20,874.1	)	(1,503.99	)	—	—	2.712	MON	25,157.13	(16,771.41	)	12092015	7012045
3128KWBZ5	FHLMC POOL # A65456	2	10,782.36	11,970.08	10,377.01	10,754.37	1,215.71		(19.17	)	—	—	6	MON	51.89	637.23		2042009	9012037
3128KWFX6	FHLMC POOL # A65582	2	18,751.22	20,816.72	18,046.28	18,700.53	2,116.19		(190.31	)	—	—	6	MON	90.23	1,262.55		2042009	9012037
3128KWFY4	FHLMC POOL # A65583	2	18,534.79	20,576.47	17,838	18,485.61	2,090.86		(214.78	)	—	—	6	MON	89.19	1,294.74		2042009	9012037
3128KWNV1	FHLMC POOL # A65804	2	337,910	384,555.37	334,073.35	337,594.21	46,961.16		(153.52	)	—	—	6	MON	1,670.37	20,297.97		11022007	9012037
3128KWNX7	FHLMC POOL # A65806	2	605,448.93	689,025.64	598,574.67	604,924.32	84,101.32		(2,950.76	)	—	—	6	MON	2,992.87	44,434.7		11022007	9012037
3128KWTK9	FHLMC POOL # A65954	2	20,047.89	22,256.21	19,294.19	19,988.08	2,268.13		(309.1	)	—	—	6	MON	96.47	1,390.26		2042009	9012037
3128KWTP8	FHLMC POOL # A65958	2	16,065.1	17,834.75	15,461.17	16,021.91	1,812.84		(114.68	)	—	—	6	MON	77.31	1,061.79		2042009	9012037
3128KWTZ6	FHLMC POOL # A65968	2	15,037.25	16,693.63	14,471.92	14,998.17	1,695.46		(228.37	)	—	—	6	MON	72.36	1,018.63		2042009	9012037
3128KWT29	FHLMC POOL # A65969	2	15,875.23	17,623.92	15,278.4	15,833.69	1,790.23		(54.72	)	—	—	6	MON	76.39	947.47		2042009	9012037
3128KW5Q2	FHLMC POOL # A66255	2	185,351.85	207,646.99	183,247.37	185,156.47	22,490.52		(1,857.12	)	—	—	6	MON	916.24	16,257.15		11022007	9012037
3128KYXE4	FHLMC POOL # A67877	2	19,104.64	21,209.09	18,386.43	19,051.01	2,158.08		(116.42	)	—	—	6	MON	91.93	1,182.16		2042009	4012037
312929CM2	FHLMC POOL # A82776	2	5,942.78	6,595.99	5,719.36	5,927	668.99		(76.14	)	—	—	6	MON	28.6	381.47		2042009	1012039
312930LH1	FHLMC POOL # A83928	2	15,569.78	17,281.19	14,984.46	15,530.63	1,750.56		(63.54	)	—	—	6	MON	74.92	953.45		2042009	1012039
312930LQ1	FHLMC POOL # A83935	2	24,206.87	26,867.65	23,296.85	24,140.11	2,727.54		(441.02	)	—	—	6	MON	116.48	1,780.17		2042009	1012039
312930RC6	FHLMC POOL # A84083	2	16,748.5	18,598.05	16,118.86	16,695.88	1,902.17		(148.8	)	—	—	6	MON	80.59	1,072.44		2042009	1012039
312930RV4	FHLMC POOL # A84100	2	9,150.53	10,156.33	8,806.52	9,125.47	1,030.86		(56.99	)	—	—	6	MON	44.03	578.32		2042009	1012039
312930TB6	FHLMC POOL # A84146	2	8,753.58	9,720.28	8,424.53	8,730.57	989.71		(83.89	)	—	—	6	MON	42.12	550.43		2042009	1012039
31292KJH1	FHLMC POOL # C02964	2	1,389.46	1,542.52	1,337.23	1,385.69	156.83		(6.68	)	—	—	6	MON	6.69	83.84		2042009	7012037
31292SA91	FHLMC POOL # C09032	2	997,362.59	1,010,155.67	979,832.75	996,969.93	13,185.74		(2,947.11	)	—	—	3.5	MON	2,857.85	37,282.39		9122014	2012043
3128M4HY2	FHLMC POOL # G02647	2	315,057.38	352,793.59	319,399.2	315,284.09	37,509.5		1,846.31		—	—	5.5	MON	1,463.91	21,494.45		4092007	2012037
3128M4ZG1	FHLMC POOL # G03143	2	2,408.65	2,673.96	2,318.09	2,402.14	271.82		(19.49	)	—	—	6	MON	11.59	154.49		2042009	7012037
3128M5HK9	FHLMC POOL # G03534	2	3,235,842.76	3,607,486.98	3,148,759.8	3,229,343.49	378,143.49		(33,925.84	)	—	—	6.5	MON	17,055.78	248,707.21		11062007	10012037
3128M6UB2	FHLMC POOL # G04778	2	56,748.32	62,985.97	54,614.93	56,598.17	6,387.8		(532.79	)	—	—	6	MON	273.07	3,750.32		2042009	7012038
3128M7AZ9	FHLMC POOL # G05124	2	137,078.36	152,145.7	131,925.04	136,723.27	15,422.43		(1,497.17	)	—	—	6	MON	659.63	9,115.33		2042009	12012038

3128M92M3	FHLMC POOL # G07680	2	3,773,821.04	3,792,027.24	3,570,207.63	3,769,477.78	22,549.46		(29,291.8	)	—	—	4	MON	11,900.69	153,300.33		8122014	4012044
3128MJUW8	FHLMC POOL # G08596	2	3,629,013.97	3,606,766.82	3,347,123.43	3,624,850.64	(18,083.82	)	(78,289.32	)	—	—	4.5	MON	12,551.71	170,785.82		8152014	7012044
3128MJU32	FHLMC POOL # G08601	2	1,529,397.2	1,512,597.23	1,431,119.54	1,528,627.02	(16,029.79	)	(19,525.23	)	—	—	4	MON	4,770.4	42,039.96		3232015	8012044
3128MJU81	FHLMC POOL # G08606	2	4,120,467.43	4,158,192.86	3,934,207.3	4,117,133.03	41,059.83		(48,757.02	)	—	—	4	MON	13,114.02	177,073.21		9182014	9012044
3128MJV23	FHLMC POOL # G08632	2	4,512,788.91	4,441,014.62	4,309,790.76	4,510,350.26	(69,335.64	)	(13,622.09	)	—	—	3.5	MON	12,570.22	101,310.96		3232015	3012045
3128MJW89	FHLMC POOL # G08670	2	1,601,196.97	1,575,857.04	1,576,866.41	1,601,007.95	(25,150.91	)	(267.52	)	—	—	3	MON	3,942.17	2,504.77		10272015	10012045
3128MJW97	FHLMC POOL # G08671	2	4,744,924.71	4,709,126.57	4,569,980.49	4,742,815.79	(33,689.22	)	(2,764.78	)	—	—	3.5	MON	13,329.11	11,149.24		11032015	10012045
3128MJXE5	FHLMC POOL # G08676	2	2,049,200.29	2,048,382.23	1,987,856.28	2,048,726.04	(343.81	)	(474.25	)	—	—	3.5	MON	5,797.91	(1,739.38	)	11172015	11012045
3128MJXJ4	FHLMC POOL # G08680	2	6,816,378.76	6,826,627.41	6,831,000	6,816,386.23	10,241.18		7.47		—	—	3	MON	17,077.5	(11,627.33	)	12172015	12012045
3128MBBR7	FHLMC POOL # G12548	2	340,045.57	358,725.89	339,303.36	339,515.48	19,210.41		(259.46	)	—	—	5.5	MON	1,555.14	22,802.45		3302007	1012022
3128MBU70	FHLMC POOL # G13106	2	405,777.98	392,555.05	378,347.77	398,442.88	(5,887.83	)	(14,604.08	)	—	—	5	MON	1,576.45	23,840.34		7172013	10012020
3128MCRQ0	FHLMC POOL # G13895	2	995,752.32	963,206.43	924,936.84	966,551.5	(3,345.07	)	(41,769.57	)	—	—	5	MON	3,853.9	63,040.58		11102011	11012019
3128MDCL5	FHLMC POOL # G14375	2	131,055.35	129,310.08	123,147.01	130,270.22	(960.14	)	(2,932.82	)	—	—	4	MON	410.49	5,811.02		12132013	7012026
3128MDM91	FHLMC POOL # G14684	2	1,465,991	1,438,451.58	1,394,003.78	1,449,418.8	(10,967.22	)	(21,679.1	)	—	—	3	MON	3,485.01	47,909.13		2132013	2012023
3128MDNM1	FHLMC POOL # G14696	2	561,089.51	550,849.08	505,343.77	550,873.76	(24.68	)	(25,798.93	)	—	—	6	MON	2,526.72	37,723.4		3012013	3012024
3128MDVW0	FHLMC POOL # G14929	2	613,598.26	604,591.59	572,140.45	610,193.72	(5,602.13	)	(10,585.7	)	—	—	4	MON	1,907.14	25,625.03		11192013	10012028
3128MD3A9	FHLMC POOL # G15093	2	505,525.27	504,071.25	487,473.52	505,020.52	(949.27	)	(1,568.44	)	—	—	3	MON	1,218.68	5,669.91		7132015	4012029
3128MD5G4	FHLMC POOL # G15147	2	2,650,592.48	2,642,395.76	2,556,520.53	2,644,647.19	(2,251.43	)	(17,188.26	)	—	—	3	MON	6,391.3	82,780.63		8132014	8012029
3128MEHM6	FHLMC POOL # G15436	2	1,626,895.63	1,610,786.19	1,557,536.57	1,625,887.98	(15,101.79	)	(2,768.68	)	—	—	3	MON	3,893.84	8,801.06		9212015	6012030
31335ACR7	FHLMC POOL # G60080	2	2,970,991.52	2,967,331.77	2,879,652.54	2,969,783.08	(2,451.31	)	(4,556.32	)	—	—	3.5	MON	8,398.99	48,558.2		6082015	6012045
31335ACS5	FHLMC POOL # G60081	2	3,031,312	3,024,141.56	2,842,132.56	3,028,870.19	(4,728.63	)	(11,563.19	)	—	—	4	MON	9,473.78	55,129.31		6082015	6012045
31335AHP6	FHLMC POOL # G60238	2	5,179,039.5	5,169,615.82	4,998,620.53	5,178,646.72	(9,030.9	)	(392.78	)	—	—	3.5	MON	14,579.31	(11,177.47	)	12212015	10012045
3128MTB72	FHLMC POOL # H00962	2	33,010.96	36,464.17	32,376.09	32,967.11	3,497.06		(222.53	)	—	—	6.5	MON	175.37	2,739.14		10312007	7012037
3128MTEE4	FHLMC POOL # H01033	2	623,231.07	688,425.92	611,244.93	622,013.99	66,411.93		(3,717.29	)	—	—	6.5	MON	3,310.91	43,428.94		10312007	7012037
3128MTF29	FHLMC POOL # H01085	2	102,462.88	113,181.3	100,492.29	102,265.26	10,916.04		(89.57	)	—	—	6.5	MON	544.33	6,652.88		10312007	7012037
3128PVWH9	FHLMC POOL # J16048	2	1,934,809.52	1,949,525.86	1,831,501.41	1,914,537.52	34,988.34		(49,312.32	)	—	—	4	MON	6,105	171,489.55		8022011	7012026
3128PV4J6	FHLMC POOL # J16225	2	1,546,962.15	1,558,728.48	1,464,362.93	1,531,427.22	27,301.26		(17,606.7	)	—	—	4	MON	4,881.21	65,186.35		8022011	8012026
31307MPM2	FHLMC POOL # J31328	2	350,775.78	347,165.26	336,576.47	350,515.11	(3,349.85	)	(490.55	)	—	—	3	MON	841.44	2,095.48		9022015	4012030
31307MRM0	FHLMC POOL # J31392	2	320,195.34	316,899.56	307,233.9	319,955.19	(3,055.63	)	(461.39	)	—	—	3	MON	768.08	1,913.38		9022015	4012030
31307MR40	FHLMC POOL # J31407	2	427,057.29	421,839.41	408,973.01	426,796.38	(4,956.97	)	(628.73	)	—	—	3	MON	1,022.43	2,311.96		9212015	4012030
31307MSH0	FHLMC POOL # J31420	2	184,836.23	183,431.36	177,354.09	184,697.99	(1,266.63	)	(1,100.22	)	—	—	3	MON	443.39	5,089.48		9022015	4012030
31307MSY3	FHLMC POOL # J31435	2	406,654.83	402,469.14	390,193.55	406,352.07	(3,882.93	)	(2,455.05	)	—	—	3	MON	975.48	11,235.11		9022015	4012030
31307NN34	FHLMC POOL # J32210	2	544,636.61	540,497.1	522,589.87	544,235.77	(3,738.67	)	(1,054.55	)	—	—	3	MON	1,306.48	3,295.11		9022015	7012030
31307NPD0	FHLMC POOL # J32220	2	105,020.59	104,222.38	100,769.38	104,942.91	(720.53	)	(147.01	)	—	—	3	MON	251.93	627.62		9022015	7012030

3132GLQP2	FHLMC POOL # Q05262		2	2,906,025.41	2,897,599.32	2,808,177.98	2,900,805.68	(3,206.36	)	(19,067.66	)	—	—		3.5	MON	8,190.52	107,925.91		2032012	12012041
3132GMDN9	FHLMC POOL # Q05809		2	4,081,125.62	4,092,186.3	3,855,802.18	4,075,831.35	16,354.95		(49,788.15	)	—	—		4	MON	12,852.68	171,390.05		6272014	1012042
3132M55C2	FHLMC POOL # Q25643		2	1,943,567.69	1,912,153.84	1,795,443.59	1,941,015.68	(28,861.84	)	(19,153.29	)	—	—		4	MON	5,984.81	61,098.95		1222015	4012044
3132M92R4	FHLMC POOL # Q29184		2	2,579,067.17	2,554,953.01	2,414,397.72	2,576,516.43	(21,563.42	)	(25,508.36	)	—	—		4	MON	8,047.99	105,022.34		12112014	10012044
3132QLQT3	FHLMC POOL # Q30465		2	2,722,036.71	2,697,272.06	2,611,457.78	2,720,082.95	(22,810.89	)	(9,331.13	)	—	—		3.5	MON	7,616.75	95,502.51		12112014	12012044
3132QNGH6	FHLMC POOL # Q31999		2	2,234,735.44	2,190,514.5	2,125,788.81	2,233,261.56	(42,747.06	)	(6,483.09	)	—	—		3.5	MON	6,200.22	42,058.04		4152015	3012045
3132QNP37	FHLMC POOL # Q32241		2	1,910,299.62	1,876,403.04	1,820,958.76	1,909,064.2	(32,661.16	)	(5,319.83	)	—	—		3.5	MON	5,311.14	41,326.41		3302015	3012045
3137B6U82	FHLMC SENIOR AGENCY CMO 4286 MP		2	3,985,361.99	3,919,955.29	3,670,501.75	3,976,401.07	(56,445.78	)	(44,873.37	)	—	—		4	MON	12,235.01	92,324.31		4222015	12152043
3137B8MW4	FHLMC SENIOR AGENCY CMO_4322-DN		2	4,464,323.96	4,464,310.86	4,160,721.34	4,413,443.48	50,867.38		(75,506.87	)	—	—		4	MON	13,869.07	179,430.96		8202014	5152043
3137BDJQ0	FHLMC SENIOR AGENCY CMO_4384-HN		2	935,214.01	937,343.46	886,261.89	927,848.98	9,494.48		(10,865.28	)	—	—		3.5	MON	2,584.93	33,012.51		10072014	6152040
3137A47K7	FHLMC SENIOR CMO_3778 M		2	190,033.73	189,835.74	174,894.44	188,066.61	1,769.13		(3,720.05	)	—	—		4.5	MON	655.85	8,739.09		1132014	8152039
3137EADP1	FHLMC UNSECURED AGENCY BND			14,877,000	14,894,399.7	15,000,000	14,946,451.05	(52,051.35	)	24,107.47		—	—		0.875	MS	41,562.5	131,250		2012013	3072018
31397JAB0	FHLMC_3346A AGNECY CMO_3335-AF		2	111,662.55	111,449.49	111,653.82	111,657.79	(208.3	)	(5.18	)	—	—		0.481	MON	23.84	506.7		7222011	10152020
31398Q4P9	FHLMC_3674 SENIOR AGENCY CMO 3674 HJ		2	1,302,453.78	1,290,460.27	1,165,832.75	1,292,220.27	(1,760	)	(38,847.15	)	—	—		5.5	MON	5,343.4	72,820.45		11202013	4152040
3137BDKF2	FHR AGENCY CMO_4384 LA		2	4,132,461.82	4,104,681.88	3,923,999.37	4,111,633.42	(6,951.54	)	(41,939.64	)	—	—		3.5	MON	11,445	147,223.49		8272014	9152040
31283AKB5	FHSTR CMO_282 150		2	3,432,315.77	3,409,061.07	3,509,740.65	3,438,003.59	(28,942.52	)	16,250.95		—	—		1.5	MON	4,387.18	57,254.66		10172012	10152027
31620MAP1	FIDELITY NATIONAL INFORMATION CORP BND		1	3,060,900	3,035,528.64	3,000,000	3,058,986.85	(23,458.21	)	(1,913.15	)	—	—		3.625	AO	21,447.92	(3,625	)	10282015	10152020
316773CR9	FIFTH THIRD BANK CAPSEC CORP BND		1	7,895,000	7,320,000	8,000,000	7,897,080.65	(577,080.65	)	1,441.9		—	—		4.9	MS	99,088.89	392,000		11242014	12312049
31677QBC2	FIFTH THIRD BANK SENIOR CORP BND		1	4,342,897.5	4,298,571.74	4,350,000	4,344,619.7	(46,047.96	)	1,106.36		—	—		2.875	AO	31,265.63	110,975		3132015	10012021
BRSP22SV0	FIRST DATA CORPORATION SENIOR SECURED TE		2	1,977,500	1,976,040	2,000,000	1,984,544.47	(8,504.47	)	5,628.34		—	—		0	MJSD	—	74,733.05		7312014	9242018
BRSU8ETX2	FIRST DATA CORPORATION SENIOR SECURED TE		1	2,255,202.52	2,242,989.2	2,272,244.35	2,255,427.78	(12,438.58	)	225.26		—	—		0	MJSD	—	5,543.3		11052015	7082022
33766QAA5	FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A		2	130,733.44	130,566.95	130,733.57	130,732.32	(165.37	)	—		—	—		0.679	JJ	409.32	1,426.01		6122013	1152019
BRSU8MLL8	FLAVOR PRODUCERS INC SENIOR SECURED TERM			488,215.49	484,553.87	488,215.49	488,215.49	(3,661.62	)	—		—	—		0	MJSD	—	—		6172015	6172020
BRSU8MMR4	FLAVOR PRODUCERS INC SENIOR SECURED TERM			718,592.17	713,202.73	718,592.17	718,592.17	(5,389.44	)	—		—	—		0	MJSD	—	27,323.74		6172015	6172020
BRSU8MNA0	FLAVOR PRODUCERS INC SENIOR SECURED TERM			1,196,127.95	1,187,156.99	1,196,127.95	1,196,127.95	(8,970.96	)	—		—	—		0	MJSD	—	—		6172015	6172020
BRSFEV6K3	FLY FUNDING II SARL SENIOR SECURED TERM	F	2	2,611,361.7	2,600,087.81	2,620,726.03	2,613,160.6	(13,072.79	)	1,205.21		—	—		0	FMAN	—	79,574.31		10192015	8092019
BRSHZJ755	FLYING FORTRESS INC SENIOR SECURED TERM		1	1,063,095.24	1,063,430.53	1,064,425.77	1,063,257.03	173.5		161.79		—	—		0	JAJO	—	22,559.92		5012015	4302020
30249UAA9	FMC TECHNOLOGIES INC SENIOR CORP BND			349,184.5	344,467.67	350,000	349,707.32	(5,239.65	)	162.58		—	—		2	AO	1,750	7,000		9182012	10012017
BRSL7M1V9	FMG RESOURCES (AUGUST 2006) PT SENIOR SE	F		5,508,305.63	4,143,335.79	5,550,051.96	5,524,066.62	(1,380,730.83	)	8,830.64		—	—		0	MJSD	—	269,815.97		11152013	6302019
30254WAE9	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	F		1,366,562.56	1,365,537.28	1,367,000	1,366,753.86	(1,216.58	)	144.44		—	—		1.125	MS	4,955.38	15,378.76		8272014	9052017
30254WAF6	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	F		7,524,617.94	7,497,761.46	7,534,000	7,528,687.56	(30,926.1	)	3,801.91		—	—		0.625	JJ	19,750.59	26,758.35		6082015	1302017
BRSTSH835	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	D		1,233,555.52	1,175,932.37	800,000	1,233,686.26	(57,753.89	)	130.74		—	(56,316.3	)	1	APR	6,604.35	(4,928.58	)	10302015	4102018
3135G0B93	FNMA AGENCY BND		1	199,450	199,160	200,000	199,539.03	(379.03	)	917.56		—	—		1.875	FA	1,437.5	30,416.67		3032015	2132020
3135G0E58	FNMA AGENCY BND			5,491,090	5,465,460.11	5,500,000	5,492,013.63	(26,553.52	)	923.63		—	—		1.125	AO	12,375	8,250		8272015	10192018

3135G0H55	FNMA AGENCY BND		499,955	499,959.99	500,000	499,955.04	4.95		0.04		—	—	1.875	JD	78.13		1,093.75	11132015	12282020
3135G0VA8	FNMA AGENCY BND		6,742,305	6,751,619.33	6,750,000	6,749,393.35	2,225.98		2,471.07		—	—	0.5	MS	8,531.25		33,750	2142013	3302016
3135G0WJ8	FNMA AGENCY BND		1,995,720	1,982,220	2,000,000	1,997,970.24	(15,750.24	)	836.67		—	—	0.875	MN	1,944.44		17,500	4112013	5212018
3135G0ZB2	FNMA AGENCY BND		6,726,442.5	6,726,240	6,750,000	6,740,073.28	(13,833.28	)	7,550.66		—	—	0.75	AO	9,984.37		50,625	3062014	4202017
31398SVZ3	FNMA AGENCY CMO _10-139-MA	2	1,709,060.23	1,642,644.1	1,671,763.21	1,708,084.35	(65,440.25	)	(10,375.24	)	—	—	2.5	MON	3,482.84		47,287.88	11092010	12252040
31398SZN6	FNMA AGENCY CMO _10-141-G	2	8,076,162.14	8,133,989.57	7,766,707.41	8,037,949.76	96,039.81		(27,854.61	)	—	—	3.5	MON	22,652.89		272,738.51	7212014	5252030
3136ALUX7	FNMA AGENCY CMO 2014-70 KP	2	4,454,036.67	4,417,541.24	4,226,843.8	4,427,975.03	(10,433.79	)	(55,447.23	)	—	—	3.5	MON	12,328.29		160,264.22	10242014	3252044
3136A1PM1	FNMA AGENCY CMO__11-96-PA	2	2,799,315.01	2,721,388.36	2,742,544.35	2,793,476.77	(72,088.41	)	(15,411.89	)	—	—	2.5	MON	5,713.63		75,442.36	9062011	3252040
3136ABTM5	FNMA AGENCY CMO__13-7-CT	2	1,487,759.24	1,499,767.3	1,492,205.99	1,487,947.06	11,820.24		4,400.97		—	—	2	MON	2,487.01		46,264.18	1032013	2252043
31398GEH8	FNMA AGENCY CMO_09-100-MA	2	507,103.69	502,576.18	489,487.05	506,229.94	(3,653.76	)	(7,990.85	)	—	—	3	MON	1,223.72		17,989.18	11132009	11252039
31397NLS2	FNMA AGENCY CMO_09-11 LC	2	535,632.29	522,110.93	503,236.44	532,435.8	(10,324.87	)	(19,003.36	)	—	—	4.5	MON	1,887.14		29,450.42	2072014	3252049
31398MU53	FNMA AGENCY CMO_10-29-PA	2	129,152.53	128,048.25	125,565.14	127,618.79	429.46		(5,555.84	)	—	—	4.5	MON	470.87		9,323.64	3162010	10252038
31398MAY2	FNMA AGENCY CMO_10-9 MC	2	896,750	857,308.08	800,000	853,910.76	3,397.32		(27,387.83	)	—	—	5	MON	3,333.33		39,999.96	5212014	4252036
31392ER28	FNMA CMO_02-64 PG	2	738,022.23	748,791.59	669,973.08	735,934.25	12,857.34		(20,932.64	)	—	—	5.5	MON	3,070.71		43,337.47	9182002	10252032
31394DA42	FNMA CMO_05-48 AR	2	48,868.71	51,440.48	48,519.99	48,585.19	2,855.29		(104.75	)	—	—	5.5	MON	222.38		3,363.46	12202007	2252035
3136A9FV5	FNMA CMO_12-111 LB	2	583,864.76	578,966.68	565,059.55	583,576.43	(4,609.75	)	(7,641.57	)	—	—	3.5	MON	1,648.09		22,501.36	2282014	5252041
3136ABFX6	FNMA CMO_12-146 NA	2	1,870,896.67	1,882,185.79	1,900,622.4	1,872,142.7	10,043.09		6,885.86		—	—	2	MON	3,167.7		42,170.75	12052012	9252042
3136AHYJ3	FNMA CMO_13-135 GB	2	3,960,586.67	4,014,152.19	3,981,469.5	3,962,044.04	52,108.15		4,364.09		—	—	2.5	MON	8,294.73		108,139.66	12182013	7252032
3136AEXL6	FNMA CMO_13-64 KA	2	2,344,978.53	2,365,669.68	2,425,179.21	2,349,847.8	15,821.88		12,002.53		—	—	2	MON	4,041.97		51,604.3	5232013	2252033
3136AFR30	FNMA CMO_13-81 JB	2	2,079,825.77	2,056,983.23	2,043,271.65	2,075,957.04	(18,973.81	)	(9,299.59	)	—	—	2.75	MON	4,682.5		61,591.39	11132013	12252042
01F040610	FNMA FNMA TBA	2	—	—	—	—	—		—		—	—	4	MON	(0.01	)	8,522.23	12072015	1012046
31371NAC9	FNMA POOL # 256603	2	248,370.57	263,003.59	248,137.92	247,976.84	15,026.75		(65.65	)	—	—	5.5	MON	1,137.3		15,900.69	7172008	2012022
31371NE35	FNMA POOL # 256754	2	94,746.49	94,738.36	89,383.49	92,931.72	1,806.64		(2,215.2	)	—	—	5.5	MON	409.67		5,984.74	9292009	6012022
31385W2S7	FNMA POOL # 555285	2	1,250,783.69	1,298,200.83	1,135,141.2	1,240,000.39	58,200.44		(30,331.26	)	—	—	6	MON	5,675.71		77,060.43	1052011	3012033
31385XAZ0	FNMA POOL # 555424	2	1,331,647.1	1,371,374.95	1,223,360.57	1,323,091.55	48,283.4		(34,109.78	)	—	—	5.5	MON	5,607.07		77,872.21	1252012	5012033
31385XEW3	FNMA POOL # 555549	2	41,310.62	43,436.62	41,649.02	41,432.44	2,004.18		213.78		—	—	5	MON	173.53		2,969.19	12142007	6012018
31385XK48	FNMA POOL # 555715	2	46,842.04	49,737.16	47,260.28	46,884.21	2,852.95		138.81		—	—	2.47	MON	97.28		1,307.54	4022007	7012033
31400EGH7	FNMA POOL # 685200	2	39,899	41,952.33	40,225.83	40,021.12	1,931.21		199.09		—	—	5	MON	167.61		2,846.42	12142007	3012018
31400PG58	FNMA POOL # 693320	2	50,785.61	54,667.86	51,231.9	50,831.84	3,836.02		31.71		—	—	2.291	MON	97.81		1,203.99	8102006	1012033
31400QJ87	FNMA POOL # 694287	2	6,124.9	6,585.05	6,179.56	6,130.17	454.88		13.47		—	—	2.225	MON	11.46		157.12	4022007	3012033
31400SA33	FNMA POOL # 695826	2	17,741.47	18,654.51	17,886.81	17,794.53	859.98		91.19		—	—	5	MON	74.54		1,250	12142007	4012018
31401A3C9	FNMA POOL # 702895	2	39,309.07	41,332.06	39,631.07	39,427.57	1,904.49		205.09		—	—	5	MON	165.13		2,855.5	12142007	4012018
31401DVW8	FNMA POOL # 705429	2	75,819.69	81,847.14	76,703.6	75,912.92	5,934.22		168.88		—	—	2.455	MON	156.92		1,997.93	8102006	4012033
31401MKS9	FNMA POOL # 712305	2	636,110.92	638,192.29	597,287.25	633,144.41	5,047.88		(6,267.79	)	—	—	2.55	MON	1,269.24		15,980.74	2232012	5012033

31402DQB9	FNMA POOL # 725950	2	76,583.41	81,012.35	77,283.76	76,797.74	4,214.61	339.07		—	—	5	MON	322.02	5,025.41	7172008	11012019
31402HD32	FNMA POOL # 729222	2	811,757.57	878,089.14	820,731.08	812,510.58	65,578.56	523.73		—	—	2.455	MON	1,679.08	19,989.55	9172008	7012035
31402RB81	FNMA POOL # 735463	2	78,515.6	84,990.82	79,165.04	78,579.87	6,410.95	104.14		—	—	2.285	MON	150.74	1,884.83	9282006	3012035
31402RF87	FNMA POOL # 735591	2	2,540,240.49	2,700,730.54	2,447,698.88	2,532,627.41	168,103.13	(28,412.59	)	—	—	5	MON	10,198.74	141,978.51	4302010	6012035
31402YSV7	FNMA POOL # 742232	2	1,934.88	2,097.62	1,964.94	1,936.8	160.82	49.11		—	—	2.75	MON	4.5	78.24	4022007	9012033
31403C2L4	FNMA POOL # 745179	2	135,829.78	142,820.08	136,942.44	136,176.25	6,643.83	715.78		—	—	5	MON	570.59	9,698.16	12142007	4012019
31403DCE7	FNMA POOL # 745369	2	127,094.74	134,317.76	128,135.8	127,392.64	6,925.12	535.49		—	—	5	MON	533.89	8,550.3	12142007	12012019
31403DCZ0	FNMA POOL # 745388	2	282,211.65	296,735.25	284,523.38	282,986.68	13,748.57	1,312.81		—	—	5	MON	1,185.51	19,520.57	12142007	11012018
31403H3P3	FNMA POOL # 749706	2	175,352.51	186,852.06	177,558.12	175,569.49	11,282.57	2,825.61		—	—	2.659	MON	393.44	7,772.35	5152006	11012033
31403KDB6	FNMA POOL # 750798	2	3,778.15	4,085.08	3,836.87	3,784.32	300.76	3.78		—	—	2.324	MON	7.43	87.06	4022007	12012033
31403VBR9	FNMA POOL # 758848	2	71,027.56	74,682.93	71,609.43	71,218.55	3,464.38	318.02		—	—	5	MON	298.37	4,960.75	12142007	1012019
31404CLB4	FNMA POOL # 764522	2	9,450.79	10,197.61	9,642.13	9,466.39	731.22	175.53		—	—	2.522	MON	20.26	301.5	9302008	6012034
31404LRF9	FNMA POOL # 771886	2	58,694.67	63,371.19	59,676.07	58,794.95	4,576.24	170.99		—	—	2.325	MON	115.62	1,469.41	8102006	2012034
31404NBP0	FNMA POOL # 773246	2	67,628.7	72,499.44	68,194.69	67,673.24	4,826.2	128.5		—	—	2.22	MON	126.16	1,713.3	4022007	2012035
31404VGA0	FNMA POOL # 779693	2	357,474.14	385,280.14	360,857.14	357,817.74	27,462.4	209.46		—	—	2.363	MON	710.59	8,297.87	2242006	7012034
31405PAG5	FNMA POOL # 794807	2	81,199.12	85,850.67	80,978.07	81,159.79	4,690.88	(62.37	)	—	—	2.224	MON	150.07	1,863.22	6302007	10012034
31405UMM8	FNMA POOL # 799664	2	37,093	39,411.7	37,384.62	37,120.57	2,291.13	52.69		—	—	2.451	MON	76.36	917.94	4022007	10012034
31405UR84	FNMA POOL # 799811	2	93,553.99	95,875.01	93,309.52	93,506.24	2,368.77	(96.01	)	—	—	2.266	MON	176.2	2,324.53	6302007	11012034
31405UTZ2	FNMA POOL # 799868	2	8,679.04	9,197.23	8,747.25	8,685.19	512.04	4.43		—	—	2.369	MON	17.27	185.83	4022007	11012034
31406BB90	FNMA POOL # 804764	2	116,723.31	124,890.55	117,640.88	116,807.72	8,082.83	155.09		—	—	2.13	MON	208.81	2,732.82	4022007	1012035
31406BEZ9	FNMA POOL # 804852	2	84,931.14	89,397.82	85,598.82	84,991.16	4,406.66	234.72		—	—	2.244	MON	160.07	2,264.12	4022007	12012034
31406BJF8	FNMA POOL # 804962	2	103,311.3	110,762.69	104,123.44	103,384.43	7,378.26	206.82		—	—	2.151	MON	186.64	2,587.73	4022007	1012035
31406BQQ6	FNMA POOL # 805163	2	146,665.66	157,994.11	147,893.22	146,776.2	11,217.91	159.79		—	—	2.18	MON	268.67	3,422.12	4022007	1012035
31406DG67	FNMA POOL # 806721	2	194,473.23	210,219.57	196,002.06	194,612	15,607.57	344.34		—	—	2.545	MON	415.69	5,127.03	4022007	11012034
31406GLK3	FNMA POOL # 809530	2	28,953.76	31,178.08	29,158.82	28,976.64	2,201.44	67.28		—	—	2.123	MON	51.59	714.64	9282006	2012035
31406MYP5	FNMA POOL # 814418	2	89,774.32	94,836.7	90,575.91	89,852.81	4,983.89	117.21		—	—	1.985	MON	149.83	1,957.4	4022007	3012035
31406PKU2	FNMA POOL # 815807	2	165,934.49	176,779.4	167,518.02	166,112.16	10,667.24	519.15		—	—	2.131	MON	297.48	4,085.78	9282006	2012035
31406TLC3	FNMA POOL # 819423	2	220,930.06	239,180.19	222,902.79	221,092.39	18,087.8	325.84		—	—	2.437	MON	452.68	5,851.75	4022007	4012035
31406TTE1	FNMA POOL # 819649	2	1,769,250.36	1,821,822.69	1,710,453.52	1,763,252.28	58,570.41	(14,228.81	)	—	—	2.14	MON	3,050.31	39,394.54	12042009	3012035
31406VHE9	FNMA POOL # 821129	2	87,077.26	91,190.74	87,854.78	87,129.75	4,060.99	413.44		—	—	2.246	MON	164.43	2,601.74	4022007	5012035
31407D5R2	FNMA POOL # 828056	2	385,924.91	398,307.3	379,459.15	385,208.58	13,098.72	(1,422.49	)	—	—	2.499	MON	790.22	10,126.53	2202009	6012035
31407E6W8	FNMA POOL # 828985	2	192,231.14	210,456.09	198,849.09	192,737.99	17,718.1	1,463.73		—	—	2.368	MON	392.4	4,980.86	3162006	8012035
31407GC22	FNMA POOL # 829989	2	608,716.84	643,130.26	614,501.79	609,225.24	33,905.02	1,796.52		—	—	2.429	MON	1,243.85	17,362.05	1202006	4012035
31408C6D3	FNMA POOL # 847868	2	589,543.69	623,969.46	595,874.85	590,258.41	33,711.05	4,675.67		—	—	2.285	MON	1,134.65	20,035	5122006	11012035

31409UBQ7	FNMA POOL # 878547	2	522,153.95	565,938.66	526,369.01	522,482.88	43,455.78		1,998.94		—	—	2.362	MON	1,036.07	15,610.36		5042006	3012036
31410FU60	FNMA POOL # 888105	2	119,407.33	125,552.45	120,385.45	119,654.22	5,898.23		600.81		—	—	5	MON	501.6	8,298.48		12142007	8012020
31410GAG8	FNMA POOL # 888407	2	4,483,950.81	4,464,869.6	4,053,861	4,483,278.83	(18,409.23	)	(671.98	)	—	—	5	MON	16,891.09	(12,386.8	)	12212015	9012036
31410GC35	FNMA POOL # 888490	2	149,056.75	156,201.99	149,394.43	149,072.49	7,129.5		70.45		—	—	2.058	MON	256.21	3,490.32		6182007	5012035
31410GC50	FNMA POOL # 888492	2	68,666.59	73,166.22	68,536.16	68,633.68	4,532.54		(19	)	—	—	2.451	MON	139.99	1,748.2		6182007	5012033
31410GDC4	FNMA POOL # 888499	2	482,123.83	508,690.37	484,832.66	482,360.58	26,329.79		766.49		—	—	2.467	MON	996.74	13,448.43		2222012	8012033
31410GDF7	FNMA POOL # 888502	2	65,088.03	70,078.71	65,934.06	65,195.08	4,883.63		191.23		—	—	1.875	MON	103.02	1,327.45		6182007	6012033
31410GDL4	FNMA POOL # 888507	2	261,747.21	276,803.24	266,329.09	262,187.28	14,615.96		898.94		—	—	2.411	MON	535.1	6,758.33		6182007	2012035
31410GDM2	FNMA POOL # 888508	2	320,509.8	348,362.58	324,990.87	320,913.66	27,448.92		753.87		—	—	2.285	MON	618.84	7,975.23		6182007	3012034
31410GDQ3	FNMA POOL # 888511	2	46,838.74	49,494.23	47,264.2	46,872.8	2,621.43		55.82		—	—	2.473	MON	97.4	1,142.11		6182007	12012033
31410GDS9	FNMA POOL # 888513	2	78,018.93	83,353.42	78,427.47	78,047.64	5,305.78		90.4		—	—	2.449	MON	160.06	2,135.42		6182007	2012034
31410GDX8	FNMA POOL # 888518	2	79,870.93	84,039.22	80,127.51	79,885.43	4,153.79		16.73		—	—	2.292	MON	153.04	1,887.47		6182007	4012035
31410GDY6	FNMA POOL # 888519	2	40,090.37	43,435.63	40,778.79	40,152.69	3,282.94		88.03		—	—	2.256	MON	76.66	947.05		6182007	1012035
31410GDZ3	FNMA POOL # 888520	2	504,312.56	533,677.19	507,526.88	504,615.6	29,061.59		768.45		—	—	2.318	MON	980.37	12,449.82		6182007	7012033
31410GD83	FNMA POOL # 888527	2	14,894.42	16,267.5	15,174.99	14,917.3	1,350.2		91.18		—	—	2.537	MON	32.08	447.96		6182007	4012034
31410GFD0	FNMA POOL # 888564	2	2,736,259.4	2,796,908.94	2,654,951.52	2,702,831.26	94,077.68		(29,083.83	)	—	—	5	MON	11,062.3	161,718.83		2262009	10012021
31410GPR8	FNMA POOL # 888832	2	1,331,765.99	1,468,672.94	1,280,736.64	1,328,279.89	140,393.05		(16,871.81	)	—	—	6.5	MON	6,937.33	97,070.2		1252008	11012037
31410LK84	FNMA POOL # 890519	2	1,010,389.18	1,042,100.81	922,664	1,008,104.98	33,995.83		(32,906.93	)	—	—	6	MON	4,613.32	66,320.41		10232013	10012040
31411DA33	FNMA POOL # 904626	2	458,382.15	488,202.21	456,208.03	458,072.51	30,129.7		(237.3	)	—	—	2.605	MON	990.35	11,232.82		12132006	12012036
31411GUY6	FNMA POOL # 907899	2	1,211,709.8	1,253,720.3	1,201,757.73	1,210,397	43,323.3		(713.09	)	—	—	2.594	MON	2,597.8	29,817.56		12142006	1012037
31411KCZ4	FNMA POOL # 910088	2	1,157,293.19	1,301,995.03	1,146,544.34	1,156,370.46	145,624.57		(4,533.7	)	—	—	6	MON	5,732.72	85,390.43		3292007	3012037
31411LEA5	FNMA POOL # 911029	2	89,337.22	89,329.55	84,280.4	87,596.78	1,732.77		(2,466.79	)	—	—	5.5	MON	386.29	6,007.61		9292009	7012022
31411WPJ0	FNMA POOL # 916725	2	733,194.72	747,436.53	692,918.79	731,497.53	15,939		(8,297.22	)	—	—	2.541	MON	1,467.26	19,096.91		2142012	10012036
31412LMG2	FNMA POOL # 928359	2	73,152.18	73,145.89	69,011.49	71,706.28	1,439.61		(2,637.49	)	—	—	5.5	MON	316.3	5,493.2		9292009	5012022
31412LQN3	FNMA POOL # 928461	2	154,142.41	154,132.06	145,420.1	151,215.05	2,917.01		(2,828.35	)	—	—	5.5	MON	666.51	9,355.08		2012015	6012022
31412LVF4	FNMA POOL # 928614	2	845,232.61	843,047.36	795,396.06	829,145.31	13,902.05		(20,543.28	)	—	—	5.5	MON	3,645.57	54,461.42		10212009	8012022
31412SRH0	FNMA POOL # 933488	2	267,896.67	270,204.67	255,215.64	264,021.88	6,182.79		(4,954.25	)	—	—	5	MON	1,063.4	15,289.98		9292009	3012023
31414ARA2	FNMA POOL # 960481	2	511,743.92	509,266.86	487,520.26	504,286.24	4,980.62		(10,538.16	)	—	—	5	MON	2,031.33	29,816.65		9292009	12012022
31414CRJ9	FNMA POOL # 962289	2	643,783.13	649,329.5	613,309.32	634,507.35	14,822.15		(10,735.27	)	—	—	5	MON	2,555.46	36,809.77		9292009	3012023
31414GD22	FNMA POOL # 965521	2	88,472.43	88,464.84	83,464.57	86,969.38	1,495.46		(1,387.99	)	—	—	5.5	MON	382.55	5,248.33		9292009	12012022
31414NB45	FNMA POOL # 970859	2	692,310.58	697,237.15	658,559.4	683,105.17	14,131.98		(12,159.93	)	—	—	5	MON	2,744	38,360.13		10212009	12012023
31414RB79	FNMA POOL # 973562	2	630,786.89	650,408.04	595,081.98	620,740.34	29,667.7		(6,632.37	)	—	—	5.5	MON	2,727.46	35,307.17		9292009	3012023
31415MDG7	FNMA POOL # 984003	2	964,280.87	1,108,218.12	993,303.98	965,710.8	142,507.32		7,083.38		—	—	5.5	MON	4,552.64	63,413.41		7252008	6012038
31415MFS9	FNMA POOL # 984077	2	446,912.64	450,762.92	425,757.8	440,353.03	10,409.89		(6,065.04	)	—	—	5	MON	1,773.99	24,334.8		9292009	6012023

31416BLV8	FNMA POOL # 995040	2	312,692.77	314,917.93	297,448.53	308,103.5	6,814.43		(5,429.09	)	—	—	5	MON	1,239.37	17,671.54		10212009	6012023
31416BSE9	FNMA POOL # 995217	2	682,888.69	682,244.18	643,681.91	672,378.99	9,865.19		(15,514.29	)	—	—	5.5	MON	2,950.21	42,578.93		10212009	12012023
31416BSX7	FNMA POOL # 995234	2	743,209.89	721,870.83	692,162.88	720,877.86	992.97		(34,663.62	)	—	—	5	MON	2,884.01	49,561.46		11102011	7012019
31416B4M7	FNMA POOL # 995528	2	712,495.52	713,358.97	685,813.12	703,128.38	10,230.59		(11,559.24	)	—	—	5	MON	2,857.56	42,703.61		3202009	12012021
31416B4N5	FNMA POOL # 995529	2	1,491,581.66	1,522,651.68	1,436,587.32	1,472,882.37	49,769.31		(18,893.42	)	—	—	5.5	MON	6,584.36	93,675.02		2272009	11012022
31416B4P0	FNMA POOL # 995530	2	760,837.06	771,197.93	729,601.04	748,778.92	22,419.01		(12,062.63	)	—	—	5.5	MON	3,344	49,600.69		3202009	12012021
31416B7J1	FNMA POOL # 995597	2	82,131.74	82,124.68	77,482.77	80,908.76	1,215.92		(1,770.71	)	—	—	5.5	MON	355.13	5,099.87		9292009	3012024
31416CME3	FNMA POOL # 995957	2	1,508,616.65	1,517,942.09	1,433,737.47	1,489,528.1	28,413.99		(26,589.75	)	—	—	5	MON	5,973.91	84,520.55		9282009	6012024
31416MZC1	FNMA POOL # AA4338	2	1,337,732.59	1,342,616.7	1,243,318.11	1,334,072.02	8,544.68		(34,895.51	)	—	—	4.5	MON	4,662.44	66,403.73		3212013	4012039
31416TL49	FNMA POOL # AA9346	2	5,224,148.25	5,626,897.43	5,168,540.48	5,219,385	407,512.43		(13,502.68	)	—	—	4.5	MON	19,382.02	263,401.27		2022010	8012039
31417AP60	FNMA POOL # AB4044	2	4,302,392.98	4,328,232.57	4,177,080.57	4,298,561.38	29,671.19		(19,181.91	)	—	—	3.5	MON	12,183.16	157,442.89		6272014	12012041
31417CS30	FNMA POOL # AB5937	2	470,295.49	464,476.77	449,707.32	469,905.81	(5,429.04	)	(2,638.18	)	—	—	3.5	MON	1,311.65	11,935.66		2192015	8012042
31417FQC5	FNMA POOL # AB8550	2	1,870,458.56	1,831,412.57	1,807,547.43	1,861,926.67	(30,514.1	)	(12,107.57	)	—	—	2.5	MON	3,765.72	49,191.8		3132013	3012028
31417FX94	FNMA POOL # AB8803	2	15,946.87	15,522.32	15,042.01	15,837.06	(314.74	)	(203.34	)	—	—	3	MON	37.61	477.73		4292013	3012028
31417F2Y3	FNMA POOL # AB8890	2	20,437.31	19,893.2	19,277.64	20,295.57	(402.37	)	(229.38	)	—	—	3	MON	48.19	632.72		4292013	4012028
31417G5T9	FNMA POOL # AB9857	2	10,051,258.2	10,080,509.38	10,034,012.23	10,051,173.79	29,335.59		(84.41	)	—	—	3	MON	25,085.03	(14,214.86	)	12152015	7012043
31419ALC9	FNMA POOL # AE0322	2	709,877.19	686,225.25	654,641.8	695,263.49	(9,038.24	)	(30,709.05	)	—	—	5	MON	2,727.67	42,186.71		2262013	5012021
31419BBT1	FNMA POOL # AE0949	2	2,563,913.05	2,566,968.38	2,418,429.41	2,557,401.25	9,567.13		(33,346.57	)	—	—	4	MON	8,061.43	108,121.21		5022012	2012041
3138A7Q76	FNMA POOL # AH5877	2	535,290.09	527,670.35	499,396.01	531,359.6	(3,689.25	)	(10,361.54	)	—	—	4	MON	1,664.65	22,845.37		12172013	2012026
3138A9YZ1	FNMA POOL # AH7927	2	1,350,509.79	1,369,501.61	1,304,643.4	1,342,372.65	27,128.96		(14,610.61	)	—	—	3.5	MON	3,805.21	53,231.95		8032011	8012026
3138AP6W3	FNMA POOL # AI9884	2	3,157,869.9	3,155,140	2,910,898.35	3,153,118.11	2,021.89		(111,199.71	)	—	—	4.5	MON	10,915.86	161,937.97		8152014	9012041
3138E9KT6	FNMA POOL # AK4805	2	75,791.91	75,087.47	72,658.53	75,291.62	(204.15	)	(624.43	)	—	—	3	MON	181.65	2,373.11		4242012	3012027
3138E9L40	FNMA POOL # AK4846	2	1,773,900.66	1,757,412.96	1,700,563.84	1,762,248.26	(4,835.3	)	(18,146.22	)	—	—	3	MON	4,251.41	57,184.78		4242012	5012027
3138ECD91	FNMA POOL # AK7327	2	3,472,463.81	3,451,035.17	3,250,990.11	3,470,408.44	(19,373.27	)	(2,055.37	)	—	—	4	MON	10,836.63	(3,250.99	)	12012015	3012037
3138EGHT4	FNMA POOL # AL0241	2	3,358,797.4	3,336,996.33	3,147,566.21	3,348,468.43	(11,472.1	)	(44,167.58	)	—	—	4	MON	10,491.89	140,044.29		2272013	4012041
3138EJPG7	FNMA POOL # AL2222	2	649,308.11	633,218.94	612,735.46	643,589.5	(10,370.56	)	(7,994.68	)	—	—	3	MON	1,531.84	20,386.49		8072012	8012027
3138EJRA8	FNMA POOL # AL2280	2	2,594,955.25	2,603,522.96	2,404,997.98	2,591,660.73	11,862.23		(59,929.81	)	—	—	4.5	MON	9,018.74	125,964.11		9152014	9012042
3138EKVP7	FNMA POOL # AL3321	2	4,382,780.93	4,398,247.45	4,260,297.36	4,379,563.68	18,683.77		(16,351.36	)	—	—	3.5	MON	12,425.87	160,675.9		6272014	2012043
3138ELZ63	FNMA POOL # AL4364	2	1,305,905.16	1,301,294.08	1,234,716.07	1,304,692.79	(3,398.71	)	(29,134.87	)	—	—	3.596	MON	3,700.03	108,911.7		2102014	9012042
3138EMCW9	FNMA POOL # AL4584	2	290,247.57	282,225	270,312.08	288,457.35	(6,232.35	)	(7,978.38	)	—	—	4.5	MON	1,013.67	14,553.5		12122013	1012027
3138ENXH7	FNMA POOL # AL6079	2	4,722,995.76	4,629,129.99	4,460,258.65	4,718,098.82	(88,968.83	)	(19,223.01	)	—	—	3.5	MON	13,009.09	146,605.97		1122015	11012044
3138ENZV4	FNMA POOL # AL6155	2	3,014,176.01	2,986,092.52	2,808,374.79	3,011,619	(25,526.48	)	(13,443.03	)	—	—	4	MON	9,361.25	81,078.09		3162015	11012044
3138EN7C7	FNMA POOL # AL6290	2	10,408,081.24	10,365,100.15	9,856,720.92	10,402,663.91	(37,563.76	)	(5,417.33	)	—	—	3.5	MON	28,748.77	(14,374.39	)	12022015	12012027
3138EQJ78	FNMA POOL # AL7485	2	10,329,251.37	10,193,956.29	9,710,224.56	10,322,789.13	(128,832.84	)	(6,462.24	)	—	—	4	MON	32,367.41	(16,183.71	)	12022015	4012029

3138LURE7	FNMA POOL # AO4084	2	1,102,628.94	1,089,134.2	1,038,073.74	1,093,574.82	(4,440.62	)	(16,814.09	)	—	—	3.5	MON	3,027.72	40,227.05		1242013	5012027
3138LYPM3	FNMA POOL # AO7627	2	1,038,484.46	1,034,098.7	1,000,647.49	1,035,666.5	(1,567.8	)	(7,848.5	)	—	—	3	MON	2,501.61	32,495.74		8152014	6012027
3138M0AK6	FNMA POOL # AO8109	2	9,425,489.87	9,381,162.38	9,077,973.68	9,422,375.86	(41,213.48	)	(8,035.09	)	—	—	3.5	MON	26,477.42	17,006.51		11052015	8012042
3138M5GL7	FNMA POOL # AP2002	2	441,764.02	437,753.73	414,072.9	435,703.21	2,050.52		(11,802.58	)	—	—	3.5	MON	1,207.71	17,555.43		5132013	8012022
3138M8DS9	FNMA POOL # AP4612	2	2,312,197.6	2,294,394.69	2,164,725.67	2,311,115.67	(16,720.98	)	(1,081.93	)	—	—	4	MON	7,215.75	(2,164.73	)	12012015	7012042
3138M8YB3	FNMA POOL # AP5205	2	4,507,777.47	4,406,160.14	4,346,154.82	4,483,306.96	(77,146.82	)	(33,861.09	)	—	—	2.5	MON	9,054.49	119,836.06		9062012	9012027
3138MBWZ5	FNMA POOL # AP7863	2	504,055.14	499,479.35	472,459.4	497,222.51	2,256.84		(13,692.98	)	—	—	3.5	MON	1,378.01	19,870.94		5132013	9012022
3138MFGG6	FNMA POOL # AQ0198	2	1,890,866.3	1,872,147.47	1,806,200.65	1,889,478.7	(17,331.23	)	(7,951.2	)	—	—	3.5	MON	5,268.09	41,551.95		3132015	11012042
3138MRLL3	FNMA POOL # AQ9330	2	2,230,791.94	2,184,629.86	2,114,025.06	2,226,740.75	(42,110.89	)	(18,766.75	)	—	—	3.5	MON	6,165.91	79,736.8		2252013	1012043
3138W4AB7	FNMA POOL # AR6301	2	18,717.69	18,219.35	17,655.58	18,591.11	(371.76	)	(197.02	)	—	—	3	MON	44.14	567.72		4292013	3012028
3138W9AS9	FNMA POOL # AS0016	2	4,726,898.39	4,733,384.58	4,724,683.7	4,726,824.5	6,560.08		(86.2	)	—	—	3	MON	11,811.71	5,542.78		11122015	7012043
3138W9A26	FNMA POOL # AS0024	2	3,535,993.21	3,538,023.05	3,426,765.07	3,535,942.63	2,080.42		(50.58	)	—	—	3.5	MON	9,994.73	(8,995.26	)	12222015	7012043
3138W9GM6	FNMA POOL # AS0203	2	1,924,505.7	1,894,642.79	1,885,903.6	1,923,815.17	(29,172.38	)	(3,245.97	)	—	—	3	MON	4,714.77	40,995.41		3162015	8012043
3138W9KP4	FNMA POOL # AS0301	2	3,518,608.14	3,517,393.64	3,510,927.99	3,518,594.65	(1,201.01	)	(13.49	)	—	—	3	MON	8,777.32	(7,899.59	)	12222015	8012043
3138W9LM0	FNMA POOL # AS0331	2	2,062,656.01	2,093,937.48	2,090,088.41	2,063,233.22	30,704.26		2,427.91		—	—	3	MON	5,225.22	65,330.56		9092014	8012043
3138W9VQ0	FNMA POOL # AS0622	2	1,657,331.98	1,643,584.01	1,591,675.36	1,650,841.1	(7,257.09	)	(14,238.77	)	—	—	3	MON	3,979.19	52,465.45		10232013	10012028
3138WAJB4	FNMA POOL # AS1157	2	4,469,756.31	4,458,523.07	4,320,561.91	4,456,574.84	1,948.23		(34,889.5	)	—	—	3	MON	10,801.4	143,259.61		11262013	11012028
3138WAWT0	FNMA POOL # AS1557	2	4,366,209.11	4,370,080.14	4,113,002.4	4,360,636.84	9,443.3		(41,177.5	)	—	—	4	MON	13,710.01	178,216.5		6272014	1012044
3138WCAD5	FNMA POOL # AS2703	2	4,483,105.11	4,487,877.79	4,223,741	4,477,635.96	10,241.83		(39,728.98	)	—	—	4	MON	14,079.13	182,301.26		6272014	6012044
3138WCAV5	FNMA POOL # AS2719	2	6,437,642.78	6,433,389.12	6,050,505.02	6,430,654.5	2,734.62		(52,631.02	)	—	—	4	MON	20,168.35	261,709.82		8152014	6012044
3138WCFK4	FNMA POOL # AS2869	2	846,383.76	846,061.77	819,370.16	844,665.14	1,396.63		(5,633.28	)	—	—	3	MON	2,048.43	26,964.8		9122014	7012029
3138WCPT4	FNMA POOL # AS3133	2	3,710,782.8	3,732,471.87	3,605,983.91	3,708,380.11	24,091.76		(10,848.55	)	—	—	3.5	MON	10,517.46	132,094.72		8132014	8012044
3138WCZ63	FNMA POOL # AS3464	2	2,273,550.61	2,248,308.73	2,175,321.25	2,268,660.37	(20,351.64	)	(16,859.12	)	—	—	3	MON	5,438.3	69,969.07		11242014	10012029
3138WDER8	FNMA POOL # AS3743	2	6,468,174.87	6,420,641.61	6,355,220.9	6,464,974.45	(44,332.84	)	(15,991.89	)	—	—	2.5	MON	13,240.04	167,153.71		6012015	11012029
3138WDKR1	FNMA POOL # AS3903	2	3,321,590.56	3,285,345.88	3,103,383.87	3,318,514.36	(33,168.48	)	(32,081.08	)	—	—	4	MON	10,344.61	81,813.67		4132015	11012044
3138WDUJ8	FNMA POOL # AS4184	2	11,385,048.87	11,389,042.69	10,746,949	11,384,295.92	4,746.77		(752.95	)	—	—	4	MON	35,823.16	(25,076.21	)	12172015	1012045
3138WD3H2	FNMA POOL # AS4399	2	474,081.24	464,996.63	464,571.9	473,936.15	(8,939.52	)	(675.31	)	—	—	3	MON	1,161.43	11,322.2		2112015	2012045
3138WD4J7	FNMA POOL # AS4424	2	1,765,475.66	1,765,972.99	1,663,581	1,764,269.05	1,703.94		(1,206.61	)	—	—	4	MON	5,545.27	(1,848.42	)	12092015	2012045
3138WEF79	FNMA POOL # AS4689	2	3,005,409.39	2,993,838.48	2,966,474.4	3,004,933.67	(11,095.19	)	(870.11	)	—	—	2.5	MON	6,180.16	2,913.29		11062015	3012030
3138WEKK4	FNMA POOL # AS4797	2	4,646,125.49	4,555,338.47	4,411,423.97	4,642,755.86	(87,417.39	)	(12,896.44	)	—	—	3.5	MON	12,866.65	99,741.06		4102015	4012045
3138WEW88	FNMA POOL # AS5170	2	2,405,490.81	2,384,063.06	2,376,893.42	2,405,257.61	(21,194.55	)	(468.39	)	—	—	3	MON	5,942.23	3,794.37		11032015	6012045
3138WE3P2	FNMA POOL # AS5305	2	3,949,236.55	3,935,204.97	3,815,687.48	3,947,734.74	(12,529.77	)	(2,163.35	)	—	—	3	MON	9,539.22	4,473.69		11122015	7012030
3138WFPA8	FNMA POOL # AS5816	2	2,259,333.68	2,232,234.24	2,160,427.31	2,258,489.17	(26,254.93	)	(1,012.66	)	—	—	3.5	MON	6,301.24	3,997.57		10212015	9012045
3138WFX68	FNMA POOL # AS6100	2	3,401,440.9	3,399,860.07	3,284,432.98	3,401,744.3	(1,884.23	)	303.4		—	—	3.5	MON	9,579.6	(9,579.6	)	12282015	11012045

3138WFYQ3	FNMA POOL # AS6118	2	2,570,042.36	2,556,216.87	2,479,016	2,569,582.26	(13,365.39	)	(460.1	)	—	—	3	MON	6,197.54	(3,098.77	)	12112015	11012030
3138WFZU3	FNMA POOL # AS6154	2	10,319,870.39	10,255,199.68	9,945,365.23	10,316,912.8	(61,713.12	)	(2,957.59	)	—	—	3	MON	24,863.41	(12,431.71	)	12022015	11012030
3138WF6E1	FNMA POOL # AS6268	2	2,509,612.48	2,512,705.84	2,487,843.85	2,509,595.62	3,110.22		(16.86	)	—	—	2.5	MON	5,183.01	(4,837.47	)	12232015	12012030
3138WMPS4	FNMA POOL # AT0432	2	4,378,214.59	4,386,620.12	4,378,556.66	4,378,160.9	8,459.22		(51.84	)	—	—	3	MON	10,946.4	5,135.98		11122015	3012043
3138WNBL2	FNMA POOL # AT0942	2	4,718,452.8	4,732,922.7	4,711,091.72	4,718,206.13	14,716.57		(686.1	)	—	—	3	MON	11,777.73	69,085.89		6082015	4012043
3138WPLC6	FNMA POOL # AT2122	2	14,820.08	14,425.51	13,979.14	14,717.65	(292.14	)	(576.13	)	—	—	3	MON	34.95	614.3		4292013	3012028
3138WQAV4	FNMA POOL # AT2719	2	9,949,943.7	9,998,856.44	9,925,130.89	9,949,751.33	49,105.11		(192.37	)	—	—	3	MON	24,812.82	(14,060.6	)	12152015	5012043
3138WQAW2	FNMA POOL # AT2720	2	1,955,852.77	1,930,084.1	1,921,181.43	1,955,209.58	(25,125.48	)	(5,084.78	)	—	—	3	MON	4,802.95	59,434.92		3112015	5012043
3138WTV45	FNMA POOL # AT6034	2	1,677,681.98	1,638,057.5	1,623,645.03	1,675,432.34	(37,374.84	)	(6,822.08	)	—	—	2.5	MON	3,382.59	25,895.46		4012015	5012028
3138WZTZ5	FNMA POOL # AU0567	2	10,351,487.81	10,346,603.69	9,984,856.36	10,350,988.8	(4,385.11	)	(499.01	)	—	—	3.5	MON	29,122.5	(20,385.75	)	12172015	8012043
3138X3EP3	FNMA POOL # AU3741	2	7,115,539.21	7,111,873.57	6,863,221.8	7,109,898.06	1,975.51		(29,959.76	)	—	—	3.5	MON	20,017.73	219,777.33		3172015	8012043
3138X4HN3	FNMA POOL # AU4736	2	2,015,335.28	2,008,339.32	1,993,531.04	2,014,875.09	(6,535.77	)	(852.6	)	—	—	3	MON	4,983.83	43,441.86		3062015	9012043
3138X9U23	FNMA POOL # AU9600	2	1,504,252.69	1,492,165.03	1,443,793.82	1,498,372.98	(6,207.95	)	(12,999.57	)	—	—	3	MON	3,609.48	48,042.95		10232013	10012028
3138XSFZ5	FNMA POOL # AW2883	2	4,488,924.97	4,521,472.54	4,247,356.55	4,483,199.79	38,272.75		(34,411.29	)	—	—	4	MON	14,157.85	185,745.81		6052014	4012044
3138XYQJ6	FNMA POOL # AW8556	2	4,680,100.6	4,709,391.12	4,537,591.85	4,676,759.42	32,631.7		(14,431.17	)	—	—	3.5	MON	13,234.64	166,472.13		8132014	8012044
3138Y17A7	FNMA POOL # AX0888	2	1,085,659.89	1,080,122.73	1,018,801.08	1,084,890.72	(4,767.99	)	(3,804.95	)	—	—	4	MON	3,396	12,658.18		8042015	10012044
3138Y3X71	FNMA POOL # AX2501	2	443,668.74	438,443.53	414,159.92	443,164.54	(4,721.01	)	(4,702.49	)	—	—	4	MON	1,380.53	12,817.37		2132015	10012044
3138Y6YG3	FNMA POOL # AX5210	2	2,852,437.83	2,836,297.84	2,651,118.52	2,849,559.88	(13,262.04	)	(13,137.35	)	—	—	4	MON	8,837.06	69,590.56		3172015	10012044
3138Y8CM0	FNMA POOL # AX6375	2	1,946,377.87	1,922,462.83	1,861,727.43	1,944,968.89	(22,506.06	)	(7,530.44	)	—	—	3.5	MON	5,430.04	48,606.02		3062015	2012045
3138YGAP7	FNMA POOL # AY2713	2	787,340.27	779,877.02	736,369.68	787,142.02	(7,265	)	(6,596.03	)	—	—	4	MON	2,454.57	21,059.71		3272015	2012045
3138YGJ52	FNMA POOL # AY2983	2	1,567,104.32	1,546,772.96	1,494,259.18	1,566,562.51	(19,789.55	)	(673.42	)	—	—	3.5	MON	4,358.26	2,765.21		10232015	6012045
3138YKH55	FNMA POOL # AY5651	2	2,585,297.82	2,582,287.62	2,504,299.38	2,585,241.15	(2,953.53	)	(56.67	)	—	—	3	MON	6,260.75	(5,843.37	)	12232015	6012030
3138YMJM2	FNMA POOL # AY7467	2	865,634.45	851,910.91	824,996.92	865,371.44	(13,460.53	)	(1,494.62	)	—	—	3.5	MON	2,406.24	19,548.8		3272015	4012045
3138YR5T1	FNMA POOL # AZ0857	2	8,065,640.86	8,097,039.67	8,084,589.1	8,065,650.26	31,389.41		240.86		—	—	3	MON	20,211.47	73,380.56		7172015	7012045
3138YTLY8	FNMA POOL # AZ2142	2	2,127,783.06	2,098,854.99	2,031,448.09	2,126,950.89	(28,095.9	)	(982.53	)	—	—	3.5	MON	5,925.06	3,758.39		10222015	7012045
3140E1S38	FNMA POOL # AZ8637	2	9,023,191.99	9,020,359.36	8,714,113.28	9,023,997.38	(3,638.02	)	805.39		—	—	3.5	MON	25,416.16	(25,416.16	)	12282015	10012045
3140EUEE5	FNMA POOL # BC0132	2	2,529,687.5	2,522,268.3	2,500,000	2,529,441.08	(7,172.78	)	(246.42	)	—	—	2.5	MON	5,208.33	(2,604.17	)	12102015	12012030
3140EUEF2	FNMA POOL # BC0133	2	5,172,656.25	5,155,708.7	5,000,000	5,171,104.62	(15,395.92	)	(1,551.63	)	—	—	3	MON	12,500	(6,250	)	12102015	12012030
3140EULG2	FNMA POOL # BC0326	2	5,967,570.01	5,980,953.22	5,792,000	5,966,871.82	14,081.4		(698.19	)	—	—	3.5	MON	16,893.33	(11,262.22	)	12162015	12012045
31418AMK1	FNMA POOL # MA1261	2	536,727.69	529,457.68	510,220.14	530,980.79	(1,523.11	)	(8,905.31	)	—	—	3	MON	1,275.55	17,802.86		2132013	11012022
31418BDN3	FNMA POOL # MA1908	2	6,769,697.6	6,751,872.4	6,251,055	6,769,095.69	(17,223.29	)	(601.91	)	—	—	4.5	MON	23,441.46	(16,409.02	)	12172015	5012044
3138ATD31	FNMA POOL# AJ1921	2	376,980.09	382,433.74	353,272.23	375,972.1	6,461.64		(5,425.85	)	—	—	4.5	MON	1,324.77	17,849.21		9202011	9012041
3138EBG33	FNMA POOL#AK6517	2	1,013,143.48	1,000,139.94	969,225.46	1,005,566.47	(5,426.53	)	(12,587.12	)	—	—	3	MON	2,423.06	33,195.07		4242012	3012027
3135G0E33	FNMA SENIOR AGENCY BND		4,990,850	4,980,699.9	5,000,000	4,992,472.15	(11,772.25	)	1,622.15		—	—	1.125	JJ	25,156.25	6,562.5		6042015	7202018

3136AMM71	FNMA SUB CMBS_15-M4 X2		2,4	922,698.87	810,313.99	27,366,227.38	858,143.44	(47,829.45	)	(111,717.43	)	—	—	0.578	MON	13,176.84	132,058.81	3132015	7252022
3135G0XP3	FNMA UNSEC AGENCY BND			1,245,687.5	1,248,237.5	1,250,000	1,249,292.32	(1,054.82	)	1,588.8		—	—	0.375	JJ	2,291.67	6,317.71	5152013	7052016
31398SKX0	FNMA_10-142 AGENCY CMO 10-142 FM		2	423,542.04	422,130.05	422,485.83	423,531.66	(1,401.61	)	(407.77	)	—	—	0.892	MON	62.78	3,732.14	8152013	12252040
3136A7TE2	FNMA_12-91 AGENCY CMO 12-91		2	2,877,026.87	2,961,699.32	2,984,808.3	2,879,537.48	82,161.84		28,064.45		—	—	2	MON	4,974.68	66,976.66	8012012	4252042
3136AFA95	FNMA_13-81 AGENCY CMO 13-81 UF		2	1,316,031.6	1,316,199.87	1,317,060.57	1,316,208.89	(9.02	)	223.08		—	—	0.672	MON	147.42	6,702.06	8132013	2252043
3136A9LX4	FNR AGENCY CMO_12-114-DB		2	2,529,068.65	2,561,382.44	2,635,901.76	2,537,004.17	24,378.27		32,378.86		—	—	1.75	MON	3,844.02	52,397.25	1112013	8252039
BRSY82PM8	FOCUSVISION WORLDWIDE INC SECURED TERM L			3,369,594.44	3,352,746.47	3,369,594.44	3,369,594.44	(16,847.97	)	—		—	—	0	MJSD	—	43,055.93	12282015	12122022
BRSY82QB1	FOCUSVISION WORLDWIDE INC SECURED TERM L			935,998.46	931,318.47	935,998.46	935,998.46	(4,679.99	)	—		—	—	0	MJSD	—	—	12112015	12112020
34528QDL5	FORD CREDIT FLOORPLAN MASTER O ABS _14-4		2	1,024,706.65	1,020,377.29	1,025,000	1,024,837.95	(4,460.66	)	198.89		—	—	1.4	MON	637.78	29,871.72	8192014	8152019
345397VP5	FORD MOTOR CREDIT COMPANY LLC CORP BND			1,583,764	1,491,610.75	1,400,000	1,504,921.76	(13,311.01	)	(68,819.41	)	—	—	6.625	FA	35,038.89	116,489.58	9212012	8152017
345397XN8	FORD MOTOR CREDIT COMPANY LLC CORP BND			1,500,000	1,491,121.1	1,500,000	1,500,000	(8,878.9	)	—		—	—	2.551	AO	8,822.21	—	10052015	10052018
345397WN9	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2,497,650	2,485,032.75	2,500,000	2,499,228.14	(14,195.39	)	728.36		—	—	1.5	JJ	17,083.33	37,500	11062013	1172017
345397WR0	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			3,500,000	3,447,011.61	3,500,000	3,500,000	(52,988.39	)	—		—	—	1.724	JD	4,190.27	60,340	6032014	12062017
345397WT6	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			3,000,000	2,963,105.61	3,000,000	3,000,000	(36,894.39	)	—		—	—	1.684	MS	15,857.67	62,588.67	9032014	9082017
345397XF5	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			3,294,105	3,197,260.7	3,300,000	3,294,655.6	(97,394.9	)	550.6		—	—	2.459	MS	21,188.39	38,339.91	7132015	3272020
345397XH1	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2,000,000	1,977,126.62	2,000,000	2,000,000	(22,873.38	)	—		—	—	2.24	JD	1,991.11	22,275.56	6112015	6152018
345397XK4	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			6,500,000	6,465,903.67	6,500,000	6,500,000	(34,096.33	)	—		—	—	3.157	FA	83,792.04	—	7302015	8042020
34528QBP8	FORDF ABS 12-2		2	1,402,694.53	1,386,624.04	1,380,000	1,390,193.53	(3,569.49	)	(34,931.51	)	—	—	1.92	MON	1,177.6	98,512.53	9152014	1152019
34528QDF8	FORDF_14-1 ABS 14-1 A2		2	500,761.72	498,900	500,000	500,456.83	(1,556.83	)	(304.89	)	—	—	0.731	MON	172.48	2,125.94	3302015	2152019
34530HAC4	FORDO_14-A ABS_14-A A3		2	169,742.57	169,428.28	169,767.82	169,760.26	(331.98	)	15.67		—	—	0.79	MON	59.61	20,403.73	1142014	5152018
34530KAB9	FORDO_14-B ABS _14-B-A3		2	897,328.13	898,020	900,000	898,970.77	(950.77	)	1,276.56		—	—	0.9	MON	360	38,253.38	9122014	10152018
34530PAE2	FORDO_14-C ABS 2014-C A4		2	464,895.47	463,419.02	465,000	464,924.31	(1,505.29	)	100.63		—	—	1.56	MON	322.4	28,837.47	11182014	2152020
345838AE6	FOREST LABORATORIES INC. SENIOR CORP BND			1,237,731.84	1,213,781.34	1,128,000	1,215,638.72	(1,857.38	)	(15,502.5	)	—	—	4.875	FA	20,774	54,990	7212014	2152021
BRSL40CC0	FORTIUS RE LTD CORP BND 144A	F		1,000,000	1,000,000	1,000,000	1,000,000	—		—		—	—	6.5	MJSD	180.56	159,674.88	10152013	6302017
354613AH4	FRANKLIN RESOURCES INC SENIOR CORP BND			1,541,552.5	1,546,684.23	1,550,000	1,547,037.47	(353.24	)	1,702.41		—	—	1.375	MS	6,275.34	21,312.5	9192012	9152017
35671DAW5	FREEPORT-MCMORAN INC SENIOR CORP BND			1,598,080	1,456,000	1,600,000	1,599,541.01	(143,541.01	)	625.86		—	—	2.15	MS	11,466.67	68,889.58	2082012	3012017
35671DBD6	FREEPORT-MCMORAN INC SENIOR CORP BND			3,769,675.91	2,940,600	3,770,000	3,769,850.75	(829,250.75	)	(157.29	)	—	—	2.375	MS	26,363.82	97,322.22	10102013	3152018
30291WAN4	FREMF SENIOR CMBS 14-K36 144A		2	2,163,906.25	2,011,237.8	2,000,000	2,147,701.04	(136,463.24	)	(16,205.21	)	—	—	4.363	MON	7,271.72	76,060.08	1162015	12252046
30290FAE2	FREMF_12-K707 SUB CMBS_12-K707 B 144A		2	1,039,335.94	1,019,414.3	1,000,000	1,027,709.03	(8,294.73	)	(9,599.8	)	—	—	3.883	MON	3,235.93	39,396.98	10082014	1252047
30291YAJ9	FREMF_14-K716 SUB CMBS 14-K716 B 144A		2	3,159,492.19	3,074,963.4	3,000,000	3,139,647.84	(64,684.44	)	(19,844.35	)	—	—	3.953	MON	9,883.4	99,503.74	1302015	8252047
31679NAA2	FSSLF_15-1A ABS 15-1A A 144A		2	3,985,600	3,967,341.6	4,000,000	3,987,886.16	(20,544.56	)	2,286.16		—	—	2.295	JAJO	18,615	62,656.17	1292015	1202027
31679NAE4	FSSLF_15-1A MEZZANIN ABS 15-1A C1 144A		1	242,607.08	243,529.5	250,000	243,458.88	70.62		851.8		—	—	4.045	JAJO	2,050.59	6,869.13	1292015	1202027
302644EL9	FSU FINL ASSISTANCE INC FLA MUNITAX BND			920,061	915,570	900,000	911,828.87	3,741.13		(6,569.04	)	—	—	2.84	AO	6,390	25,560	2152012	10012017
359900XB8	FULTON CNTY GA DEV AUTH REV MUNI BND REV		2	1,812,511.6	1,722,524.8	1,640,000	1,772,573.72	(50,048.92	)	(68,095.23	)	—	—	5.491	MN	15,008.73	109,820	6242009	11012019

36354TAB8	GALILEO RE LTD UNSEC CORP BND 144A	F		2,400,000	2,476,320	2,400,000	2,400,000	76,320		—		—	—		13.5	JAJO	75,600	222,457.17		1292015	1082018
BRSWRS7S1	GALLERIA CO TERM NOTES			1,660,808.46	1,659,773.58	1,669,154.23	1,660,808.46	(1,034.88	)	—		—	—		0	MJSD	—	—		10222015	10212022
36319QAA0	GALXY_15-19A ABS 15-19A A1A 144A	E	2	4,992,450	4,959,000	5,000,000	4,993,651.8	(34,651.8	)	1,201.8		—	—		1.87	JAJO	17,400.46	61,712.12		1292015	1242027
36655QAC8	GARR_15-1A SENIOR ABS_15-1A A2 144A		2	495,800	485,749.85	500,000	495,914.85	(10,165	)	114.85		—	—		2.893	FMAN	1,486.78	1,334.84		10202015	5252027
BRSU1MK36	GARRETSON RESOLUTION GROUP INC SENIOR SE			6,317,095.58	6,238,131.89	6,317,095.58	6,317,095.58	(78,963.69	)	—		—	—		0	MJSD	—	215,900.74		5292015	5212021
BRSU1ML43	GARRETSON RESOLUTION GROUP INC SENIOR SE			66,176.47	65,349.27	66,176.47	66,176.47	(827.2	)	—		—	—		0	MJSD	—	13,347.04		12232015	5222020
BRSNN37V3	GATES GLOBAL LLC SENIOR SECURED TERM NOT		2	4,046,281.18	3,804,441.4	4,044,223.41	4,037,858.99	(233,417.59	)	(8,512.24	)	—	—		0	MJSD	—	147,575.44		4162015	7062021
380881CP5	GCCT_15-2A SENIOR ABS 15-2A A 144A	A	2	1,499,754.15	1,476,027	1,500,000	1,499,786.92	(23,759.92	)	32.77		—	—		2.02	MON	1,346.67	19,021.67		4222015	4152022
87165LAP6	GE CAPITAL CREDIT CARD MASTER SENIOR ABS		2	3,099,582.43	3,075,358.82	3,100,000	3,099,593.71	(24,234.89	)	26.71		—	—		1.74	MON	2,397.33	28,224.26		9252015	9152021
87165LAT8	GE CAPITAL CREDIT CARD MASTER SENIOR ABS		2	1,799,983.44	1,784,880.07	1,800,000	1,799,985.9	(15,105.83	)	5.32		—	—		2.38	MON	1,904	18,702.84		9252015	9152023
36164NFF7	GE CAPITAL INTERNATIONAL FUNDI SENIOR CO	F		1,229,924.16	1,212,897.88	1,224,000	1,229,718.14	(16,820.26	)	(206.02	)	—	—		2.342	MN	5,175.82	—		10212015	11152020
U36964MA6	GE CAPITAL UK FUNDING SENIOR CORP BND EM	D		1,222,625.8	1,159,650.49	700,000	1,214,517.74	(54,867.25	)	(8,108.06	)	—	(55,441.28	)	6.75	AUG	28,161.16	(17,744.77	)	10302015	8062018
BRSP6WS08	GEMINI HDPE LLC SENIOR SECURED TERM NOTE		2	915,441.93	911,991.8	920,042.17	916,342.8	(4,351	)	703.12		—	—		0	MJSD	—	44,466.67		7242014	8062021
369550AV0	GENERAL DYNAMICS CORP SENIOR CORP BND			6,379,157.88	6,379,614.44	6,413,000	6,400,312.87	(20,698.43	)	15,627.75		—	—		1	MN	8,194.39	105,455		10262015	11152017
36962G4D3	GENERAL ELECTRIC CAPITAL CORP CORP BND			75,265.2	81,550.18	72,000	73,408.05	8,142.13		(1,041.6	)	—	—		6	FA	1,728	17,343.67		10292009	8072019
36962G5J9	GENERAL ELECTRIC CAPITAL CORP CORP BND M			406,000.64	394,785.46	358,000	400,942.22	(6,156.76	)	(14,506.96	)	—	—		4.65	AO	3,421.88	32,912.84		3312015	10172021
36962G6P4	GENERAL ELECTRIC CAPITAL CORP SECURED CO			1,016,150	998,092.96	1,000,000	1,015,417.04	(17,324.08	)	(732.96	)	—	—		2.1	JD	1,166.67	2,916.67		10162015	12112019
36962G2T0	GENERAL ELECTRIC CAPITAL CORP SENIOR COR			1,138,210	1,131,290.28	1,000,000	1,137,878.41	(6,588.13	)	(331.59	)	—	—		5.55	MN	8,787.5	(8,325	)	12222015	5042020
36962G7F5	GENERAL ELECTRIC CAPITAL CORP SENIOR COR			5,000,000	4,993,655	5,000,000	5,000,000	(6,345	)	—		—	—		0.831	JAJO	9,115.17	39,105.93		12052014	1142019
369604BC6	GENERAL ELECTRIC CO CORP BND			637,118.1	609,590.54	570,000	611,539.41	(1,948.87	)	(14,981.43	)	—	—		5.25	JD	2,078.13	20,562.5		7072015	12062017
37045XBB1	GENERAL MOTORS FINANCIAL CO IN CORP BND		1	5,131,530.9	5,111,668.56	5,130,000	5,131,282.23	(19,613.67	)	(248.67	)	—	—		3.1	JJ	34,456.52	(169.2	)	10082015	1152019
37045XAV8	GENERAL MOTORS FINANCIAL CO IN SENIOR CO			3,347,119	3,311,532.72	3,350,000	3,347,798.6	(36,265.88	)	685.87		—	—		2.4	AO	18,090	40,740		4072015	4102018
37045XAW6	GENERAL MOTORS FINANCIAL CO IN SENIOR CO		1	1,930,360	1,914,074.86	2,000,000	1,931,588.27	(17,513.41	)	1,228.27		—	—		3.45	AO	15,525	(6,900	)	11102015	4102022
BRSFZ6AM6	GENERAL NUTRITION CENTERS INC SENIOR SEC		2	5,635,047.94	5,514,880.73	5,656,258.92	5,643,321.92	(128,441.19	)	6,509.11		—	—		0	JAJO	—	203,619.21		10012015	3042019
372546AR2	GEORGE WASHINGTON UNIV D C UNSEC MUNITAX			3,886,305.5	3,838,727.2	3,850,000	3,871,099.43	(32,372.23	)	(12,118.15	)	—	—		1.827	MS	20,711.08	70,339.5		6192012	9152017
37331NAF8	GEORGIA-PACIFIC LLC SENIOR CORP BND 144A		1	7,000,000	6,933,140.76	7,000,000	7,000,000	(66,859.24	)	—		—	—		2.539	MN	22,709.95	182,173.25		11032014	11152019
375558AY9	GILEAD SCIENCES INC SENIOR CORP BND			698,404	697,274.17	700,000	698,753.68	(1,479.51	)	322.26		—	—		2.35	FA	6,854.17	11,606.39		11122014	2012020
375558BB8	GILEAD SCIENCES INC SENIOR CORP BND			3,243,400	3,245,616.14	3,250,000	3,243,756.61	1,859.53		356.61		—	—		2.55	MS	24,632.29	(619.79	)	9162015	9012020
375558BE2	GILEAD SCIENCES INC SENIOR CORP BND			4,902,470.8	4,913,428.36	4,900,000	4,902,224.34	11,204.02		(246.46	)	—	—		1.85	MS	26,943.21	(103.81	)	12232015	9042018
377373AC9	GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP	F		6,277,383	6,318,317.26	6,300,000	6,293,708.19	24,609.07		2,096.1		—	—		1.5	MN	13,912.49	120,541.67		5022012	5082017
378272AD0	GLENCORE FUNDING LLC SENIOR CORP BND 144			2,636,803	2,199,500	2,650,000	2,642,613.39	(443,113.39	)	2,307.65		—	—		2.5	JJ	30,548.61	66,250		5222013	1152019
BRSQQJLY6	GLOBAL CASH ACCESS SENIOR SECURED TERM L			2,275,756.39	2,160,235.75	2,310,412.57	2,281,099.81	(120,864.06	)	6,050.7		—	—		0	MJSD	—	134,759.73		11252014	12182020
36297A3K7	GNMA		2	207,253.04	209,438.32	198,476.65	205,227.84	4,210.48		(6,392.85	)	—	—		5	MON	826.99	13,779.7		3262009	1152024
38378NEK5	GNMA AGENCY CMBS _13-156-AD		2	1,751,628.84	1,785,766.79	1,769,318.5	1,752,687.27	33,079.52		2,358.3		—	—		2.761	MON	4,071.29	52,313.93		10112013	4162052

38376JDT8	GNMA AGENCY CMO 09-106-ME	2	411,662.52	405,217.3	395,202.36	408,559.17	(3,341.87	)	(10,508.78	)	—	—	3.5	MON	1,152.67	18,107.83	3162010	1202039
38377JEA7	GNMA AGENCY CMO 10-109 CH	2	258,916.11	256,473.3	251,718.54	255,598.19	875.11		(6,270.44	)	—	—	3	MON	629.3	10,567.87	9262013	12202037
38376WSP1	GNMA AGENCY CMO 10-24	2	128,352.11	128,239.53	127,515.29	128,148.06	91.47		(468.59	)	—	—	0.922	MON	35.93	1,141.38	12052012	12202038
38376YC58	GNMA AGENCY CMO 10-47	2	67,536.41	65,422.58	65,410.56	65,579.72	(157.14	)	(10,445.02	)	—	—	3	MON	163.53	19,841.84	3212012	11162030
38374YGV9	GNMA AGENCY CMO 10-86	2	321,241.5	306,716.75	304,584.54	306,785.7	(68.95	)	(21,613.51	)	—	—	3.5	MON	888.37	24,617.7	2152012	1202036
38376FNL2	GNMA AGENCY CMO__09-66-UG	2	498,587.2	492,567.92	471,923.53	493,585.05	(1,017.13	)	(19,274.95	)	—	—	4.5	MON	1,769.71	28,292.2	3222010	7202038
38378FWR7	GNMA AGENCY CMO__13-28-ME	2	2,882,627.47	2,919,763.09	2,991,767.15	2,896,770.82	22,992.27		46,393.2		—	—	1.75	MON	4,362.99	62,379.53	2142013	11202042
38374B4M2	GNMA AGENCY CMO_03-77-TK	2	1,011,043.13	1,009,942.32	918,028.48	1,007,593.34	2,348.98		(21,540.47	)	—	—	5	MON	3,825.12	50,510.52	7032008	9152033
38377MSG2	GNMA AGENCY CMO_2010-144 PA	2	1,035,872.51	1,037,206.81	1,014,050.16	1,033,331.01	3,875.8		(10,004.17	)	—	—	3	MON	2,535.13	36,467.98	11092010	9162040
3837H1U41	GNMA AGENCY CMO_99-2-E	2	157,364.47	158,564.84	137,661.65	155,977.08	2,587.76		(3,802.65	)	—	—	6.5	MON	745.67	8,865.12	11252014	1202029
38375XRK2	GNMA AGENCYCMO _ 08-69-QD	2	1,346,054.32	1,288,303.47	1,201,598.19	1,337,806.26	(49,502.79	)	(47,797.5	)	—	—	5.75	MON	5,757.66	80,781.98	10272008	7202038
38373MUZ1	GNMA CMBS_06-32 C	2	2,207,769.37	2,166,426.88	2,102,477.3	2,174,705.95	(8,279.07	)	(192,290.72	)	—	—	5.312	MON	9,306.53	191,793.18	7112008	11162038
38375PXQ9	GNMA CMO 08-11 FB	2	665,043.62	667,616.13	662,628.66	664,919.48	2,696.65		(818.71	)	—	—	1.002	MON	202.9	6,107.39	12032012	2202038
38376P6D7	GNMA CMO 09-127 PL	2	813,947.57	802,888.46	766,934.49	807,618.64	(4,730.18	)	(28,663.69	)	—	—	4.25	MON	2,716.23	41,632.62	2112010	10202038
38374D2N8	GNMA CMO_08-36 AN	2	412,744.98	399,238.25	394,971.26	401,240.42	(2,002.17	)	(20,818.56	)	—	—	4.25	MON	1,398.86	28,423.49	10162013	10162022
38376EX34	GNMA CMO_09-109 NH	2	441,470.68	435,010.77	425,563.14	435,173.78	(163.01	)	(19,306.75	)	—	—	4	MON	1,418.54	26,380.03	11182009	7202037
38377KKN9	GNMA CMO_10-115 QJ	2	1,208,019.91	1,194,081.48	1,154,177.52	1,198,774.82	(4,693.34	)	(28,717.12	)	—	—	3.5	MON	3,366.35	49,724.34	9172010	11202038
38376TFQ0	GNMA CMO_10-2 PK	2	446,688.19	439,879.86	431,199.51	440,114.72	(234.86	)	(19,716.76	)	—	—	4	MON	1,437.33	27,086.45	3092010	6202037
38377GYS2	GNMA CMO_10-68 YE	2	1,462,780.55	1,467,762.69	1,424,240.6	1,458,397.84	9,364.85		(19,812.76	)	—	—	3	MON	3,560.6	53,357.62	8102010	5202039
36202E4Z9	GNMA GNMA II 30YR SF - JUMBO-CONFOR	2	100,341.35	97,888.18	93,550.53	100,278.03	(2,389.85	)	(11,517.9	)	—	—	4.5	MON	350.81	8,872.63	7212009	5202039
36202EVH9	GNMA GNMA II 30YR SF - JUMBO-CONFOR	2	60,445.76	59,679.84	54,561.3	60,406.03	(726.19	)	(3,024.58	)	—	—	6	MON	272.81	4,323.58	11012008	8202038
38375JCJ2	GNMA GNMA_06-68 D	2	2,077,474.38	2,062,090.79	1,931,133.12	2,028,119.77	33,971.02		(44,631.78	)	—	—	5.305	MON	8,537.22	105,706	3122009	12162037
36202FZV1	GNMA POOL # 005256	2	2,471,432.71	2,412,809.29	2,305,037.8	2,446,092.36	(33,283.07	)	(47,041.39	)	—	—	3.5	MON	6,723.03	93,134.83	1182012	12202026
36202KME2	GNMA POOL # 008457	2	258,635.42	259,828.95	255,048.8	257,504.95	2,324		(694.77	)	—	—	1.875	MON	398.51	4,678.88	3182009	7202024
36225CD29	GNMA POOL # 080120	2	252,102.97	257,410.81	249,529.68	251,539.21	5,871.6		(405.23	)	—	—	1.625	MON	337.9	4,406.81	3182009	10202027
36225C6Y7	GNMA POOL # 080886	2	5,554,093.55	5,589,737.89	5,418,627.86	5,542,845.12	46,892.77		(19,833.46	)	—	—	1.75	MON	7,902.17	98,040.96	3022011	4202034
36225DAS3	GNMA POOL # 080916	2	194,527.14	203,004.04	195,473.96	194,608.84	8,395.2		131.92		—	—	1.75	MON	285.07	3,510.71	4172008	5202034
36225DJA3	GNMA POOL # 081156	2	488,547.56	503,880	487,177.43	488,355.07	15,524.93		(314.28	)	—	—	1.625	MON	659.72	8,918.85	3182009	11202034
36225DJZ8	GNMA POOL # 081179	2	500,654.1	518,900.16	499,249.99	500,468.13	18,432.03		(230.36	)	—	—	1.625	MON	676.07	8,786.2	3182009	12202034
36225DLE2	GNMA POOL # 081224	2	294,081.48	306,634.13	295,466.49	294,199.46	12,434.67		200.07		—	—	1.75	MON	430.89	5,479.91	3182009	1202035
36225EVZ2	GNMA POOL # 082431	2	1,389,249.71	1,413,035.89	1,372,098.48	1,385,795.7	27,240.19		(3,803.12	)	—	—	1.625	MON	1,858.05	25,018.32	10282009	12202039
36225EWE8	GNMA POOL # 082444	2	202,284.43	208,536.21	198,075.32	201,875.63	6,660.58		(265.78	)	—	—	2.75	MON	453.92	5,699.53	11032009	12202039
36204J4C7	GNMA POOL # 371719	2	144,130.64	150,379.31	135,652.36	141,000.46	9,378.85		(1,330.93	)	—	—	6.5	MON	734.78	9,446.17	9112008	4152024
36204SV60	GNMA POOL # 378737	2	128,219.77	133,213.04	120,677.42	125,428.29	7,784.75		(1,170.48	)	—	—	6.5	MON	653.67	8,352.84	9112008	1152024

36205BKY7	GNMA POOL # 385611	2	186,167.2	194,238.33	175,216.18	182,136.79	12,101.54	(3,492.01	)	—	—	6.5	MON	949.09	14,287.12	9112008	4152024
36210BZH1	GNMA POOL # 487744	2	325,264.33	324,661.76	307,669.48	321,144.98	3,516.78	(3,665.04	)	—	—	5	MON	1,281.96	16,943.51	9292009	3152024
36210BZJ7	GNMA POOL # 487745	2	195,855.82	195,493.01	185,261.21	193,297.45	2,195.56	(2,935.23	)	—	—	5	MON	771.92	10,658.41	9292009	3152024
36210B4N2	GNMA POOL # 487829	2	128,526.83	131,220.66	124,180.5	127,224.23	3,996.43	(2,349.46	)	—	—	4.5	MON	465.68	8,031.37	3262009	4152024
36210B4Q5	GNMA POOL # 487831	2	66,221.49	66,098.8	62,639.29	65,383.11	715.69	(919.84	)	—	—	5	MON	261	3,334.88	9292009	4152024
36210B4R3	GNMA POOL # 487832	2	151,069.36	152,548.1	144,563.97	149,312.12	3,235.98	(3,336.9	)	—	—	5	MON	602.35	8,600.04	3262009	4152024
36211V6Q8	GNMA POOL # 524779	2	129,249.28	130,612.1	123,776.07	127,798.88	2,813.22	(1,771.99	)	—	—	5	MON	515.73	7,212.87	3262009	1152024
36201YER3	GNMA POOL # 606844	2	554,560.69	590,901.2	529,235.92	551,684.94	39,216.26	(7,872.62	)	—	—	5	MON	2,205.15	29,971.98	4232010	9152033
36290SJB8	GNMA POOL # 615958	2	3,519,837.02	3,750,492.9	3,359,098.89	3,499,774.12	250,718.78	(27,697.63	)	—	—	5	MON	13,996.25	176,233.86	4232010	9152033
36292DWW8	GNMA POOL # 646061	2	75,478.59	83,416.23	72,379.84	75,197.79	8,218.44	(1,158.01	)	—	—	6.5	MON	392.06	6,127.48	1312008	11152037
36295KAT0	GNMA POOL # 672418	2	61,429.49	67,889.66	58,907.52	61,233.09	6,656.57	(93.24	)	—	—	6.5	MON	319.08	3,876.03	1312008	12152037
36295PZJ4	GNMA POOL # 676745	2	63,246.63	63,588.17	60,568.38	62,392.83	1,195.34	(987.18	)	—	—	5	MON	252.37	3,718.4	3262009	3152023
36295P4L3	GNMA POOL # 676827	2	147,233.84	147,940.34	140,914.69	145,481.6	2,458.74	(4,203.49	)	—	—	5	MON	587.14	11,763.48	3262009	5152023
36295QJE1	GNMA POOL # 677161	2	194,732.91	194,807.94	185,556.55	192,018.63	2,789.31	(3,697.52	)	—	—	5	MON	773.15	12,078.17	4272009	8152023
36295TVQ4	GNMA POOL # 680223	2	21,090.16	23,308.1	20,224.32	21,036.35	2,271.75	(49.28	)	—	—	6.5	MON	109.55	1,350.72	1312008	1152038
36296DR67	GNMA POOL # 688209	2	17,875.09	17,877.98	17,028.96	17,575.75	302.23	(206.51	)	—	—	5	MON	70.95	952.09	7292009	7152023
36296E5H5	GNMA POOL # 689448	2	124,336.25	125,007.69	119,071.1	122,864.1	2,143.59	(2,076.64	)	—	—	5	MON	496.13	7,616.6	3262009	7152023
36296TPY3	GNMA POOL # 700739	2	170,904.77	173,671.65	161,863.2	168,537.69	5,133.96	(3,821.56	)	—	—	5.5	MON	741.87	10,490.77	6032009	10152023
36296UC73	GNMA POOL # 701294	2	144,258.26	145,626.79	138,004.91	142,678.74	2,948.05	(1,715.21	)	—	—	5	MON	575.02	7,775.47	3272009	1152024
36296URS1	GNMA POOL # 701697	2	210,272.81	209,883.26	198,898.3	207,173.47	2,709.79	(2,810.42	)	—	—	5	MON	828.74	11,012.37	9292009	2152024
36296UUL2	GNMA POOL # 701787	2	195,647.52	199,200.8	188,774.94	193,726.44	5,474.36	(1,068.12	)	—	—	5	MON	786.56	9,962.36	6112009	3152024
36296U3C2	GNMA POOL # 701995	2	63,464.98	63,807.69	60,777.48	62,732.19	1,075.5	(400.87	)	—	—	5	MON	253.24	3,215.07	3262009	1152024
36296XHH0	GNMA POOL # 704132	2	59,918.04	59,502.58	56,676.82	59,120.04	382.54	(1,331.81	)	—	—	5	MON	236.15	3,726.15	9292009	12152023
36296XLY8	GNMA POOL # 704243	2	279,483.32	284,559.18	269,665.8	276,825.88	7,733.3	(3,627.61	)	—	—	5	MON	1,123.61	15,707.08	6112009	1152024
36296XWP5	GNMA POOL # 704554	2	1,036,467.18	1,055,927.82	1,000,662.22	1,027,621.44	28,306.38	(10,852.15	)	—	—	5	MON	4,169.43	60,085.08	6112009	6152024
36297AKF9	GNMA POOL # 705994	2	223,841.05	223,426.38	211,732.6	221,100.39	2,325.99	(4,902.6	)	—	—	5	MON	882.22	12,554.04	9292009	1152024
36297DFF9	GNMA POOL # 708566	2	634,153.09	632,978.31	599,849.22	625,028.49	7,949.82	(11,631.77	)	—	—	5	MON	2,499.37	34,253.49	9292009	4152024
36297DTR8	GNMA POOL # 708960	2	79,424.06	80,261.51	76,060.75	78,376.06	1,885.45	(2,196.88	)	—	—	5	MON	316.92	6,418.85	3262009	3152024
36297G2R0	GNMA POOL # 711884	2	767,672.3	766,250.14	726,145.82	757,209.45	9,040.69	(7,840.93	)	—	—	5	MON	3,025.61	38,998.49	9292009	4152024
36297JJ54	GNMA POOL # 713184	2	598,493.2	597,384.44	566,118.28	589,387.89	7,996.55	(11,663.53	)	—	—	5	MON	2,358.83	34,485.48	9292009	4152024
36297KZF1	GNMA POOL # 714542	2	269,708.85	274,524.42	260,156.24	267,164.95	7,359.47	(1,347.53	)	—	—	5	MON	1,083.98	13,670.67	6112009	6152024
3620A2KC9	GNMA POOL # 716791	2	540,164.23	539,163.54	510,944.57	533,118.32	6,045.22	(12,696.56	)	—	—	5	MON	2,128.94	31,157.14	9292009	4152024
3620A5FJ3	GNMA POOL # 719369	2	422,444.9	418,797.18	395,790.85	416,971.84	1,825.34	(3,590.29	)	—	—	4.5	MON	1,484.22	18,745.9	8312010	4152025
3620A6AC1	GNMA POOL # 720103	2	404,339.76	434,792.59	397,385.53	403,577.02	31,215.57	(1,591.71	)	—	—	4.5	MON	1,490.2	20,339.37	6182009	6152039

3620A6DZ7	GNMA POOL # 720220		2	655,848.99	658,919.01	624,432.23	647,296.37	11,622.64		(11,435.99	)	—	—	5	MON	2,601.8	37,526.11		7292009	7152024
3620ADCM2	GNMA POOL # 726476		2	3,468,026.35	3,478,743.58	3,292,104.5	3,424,236.9	54,506.68		(49,692.09	)	—	—	4.5	MON	12,345.39	169,577.05		12082009	11152024
3620ASPY9	GNMA POOL # 738539		2	2,443,701.14	2,423,279.17	2,274,863.55	2,437,015.75	(13,736.58	)	(48,769.16	)	—	—	4	MON	7,582.88	105,015.45		10032011	7152041
36225BPY8	GNMA POOL # 781339		2	162,901.1	169,172.03	147,588.75	160,380.36	8,791.67		(2,903.88	)	—	—	8	MON	983.93	12,884.1		3072008	9152031
36241KBP2	GNMA POOL # 781846		2	2,193,112.59	2,497,982.36	2,124,080	2,188,631.69	309,350.67		(15,952.64	)	—	—	6.5	MON	11,505.43	154,586.31		8152008	9152034
36241KEC8	GNMA POOL # 781931		2	1,494,821.03	1,681,277.93	1,447,768.51	1,491,956.98	189,320.95		(9,392.47	)	—	—	6.5	MON	7,842.08	103,464.93		8152008	5152035
36241KEH7	GNMA POOL # 781936		2	785,015.27	824,753.58	759,271.25	782,170.39	42,583.19		(8,430.62	)	—	—	4.5	MON	2,847.27	39,486.29		6032010	6152035
36241KGU6	GNMA POOL # 782011		2	75,308.7	81,956.17	73,696.55	75,127.97	6,828.2		(415.97	)	—	—	5	MON	307.07	4,168.23		7142009	12152035
36241KKB3	GNMA POOL # 782090		2	1,736,578.38	1,939,374.04	1,670,790.99	1,728,294.99	211,079.05		(13,082.7	)	—	—	6.5	MON	9,050.12	119,689.71		11302007	5152036
36241LHQ2	GNMA POOL # 782939		2	2,602,374.06	2,755,602.31	2,483,533.1	2,591,250.7	164,351.61		(28,425.44	)	—	—	5	MON	10,348.05	139,799.78		4232010	9152036
36241LN36	GNMA POOL # 783110		2	554,262.53	577,260.02	511,873.04	550,473.17	26,786.85		(9,650.91	)	—	—	5.5	MON	2,346.08	31,584.41		9232010	4152036
36179MEL0	GNMA POOL # MA0139		2	2,838,555.96	2,788,248.63	2,679,067.7	2,816,284.7	(28,036.07	)	(43,218.47	)	—	—	3	MON	6,697.67	90,893.42		6192012	6202027
36179MK82	GNMA POOL # MA0319		2	125,548.49	121,711.57	114,281.09	125,093.08	(3,381.51	)	(3,619.2	)	—	—	4	MON	380.94	5,338.94		10042012	8202042
36179MNJ5	GNMA POOL # MA0393		2	1,606,508.49	1,560,351.99	1,465,092.69	1,601,482.44	(41,130.45	)	(36,627.62	)	—	—	4	MON	4,883.64	66,562.61		10182012	9202042
36179MQN3	GNMA POOL # MA0461		2	1,515,616.32	1,450,892.72	1,423,949.56	1,511,286.9	(60,394.18	)	(16,678.48	)	—	—	3	MON	3,559.87	46,782.14		10312012	10202042
36179Q3H2	GNMA POOL # MA2600		2	2,662,997.73	2,629,782.77	2,591,724.71	2,663,315.67	(33,532.9	)	(4,961.22	)	—	—	3	MON	6,479.31	49,396.8		3262015	2202045
36179Q6P1	GNMA POOL # MA2678		2	2,160,758.39	2,145,317.88	2,054,502.48	2,159,674.08	(14,356.2	)	(10,572.47	)	—	—	3.5	MON	5,992.31	45,996.26		3232015	3202045
36179RD63	GNMA POOL # MA2825		2	2,000,584.15	2,006,913.5	1,977,869.58	2,000,604.18	6,309.32		(665.16	)	—	—	3	MON	4,944.67	27,371.21		6162015	5202045
36179RNY1	GNMA POOL # MA3107		2	3,324,668.54	3,323,400.86	3,087,778.05	3,321,968.65	1,432.21		(7,717.96	)	—	—	4.5	MON	11,579.17	4,729.78		11102015	9202045
38174GAE4	GOCAP_15-24A MEZZANIN ABS 15-24A C 144A	F	1	1,500,000	1,460,878.95	1,500,000	1,500,000	(39,121.05	)	—		—	—	4.084	FMAN	9,698.55	35,315.55		3312015	2052027
38173XAA6	GOCAP_2014-21A ABS _2014-21A-A 144A		2	4,000,000	3,977,566	4,000,000	4,000,000	(22,434	)	—		—	—	2.22	JAJO	16,525.92	80,475.05		11072014	10252026
380956AD4	GOLDCORP INC SENIOR CORP BND	A	1	4,361,985	4,091,880.92	4,500,000	4,369,594.18	(277,713.26	)	7,609.18		—	—	3.7	MS	49,025	30,525		12232015	3152023
38148BAA6	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP		1	7,181,300	6,930,000	7,000,000	7,131,575.83	(201,575.83	)	(38,683.48	)	—	—	5.7	MN	56,525	456,993.54		7152014	12312049
38148BAB4	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP		1	3,445,000	3,410,550	3,445,000	3,445,000	(34,450	)	—		—	—	5.375	MN	26,232.23	101,328.46		4162015	1019999
38141GES9	GOLDMAN SACHS GROUP INC/THE CORP BND			6,077,662.5	5,845,658.65	5,250,000	6,006,936.28	(161,277.63	)	(52,598.59	)	—	—	5.95	JJ	144,039.58	312,375		8192014	1152027
38141GRD8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			942,276.15	928,057.55	915,000	939,794.36	(11,736.81	)	(6,747.65	)	—	—	3.625	JJ	14,649.53	58,560.36		3052015	1222023
38141GVP6	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	7,794,988	7,796,217.62	7,800,000	7,795,386.27	831.35		398.27		—	—	2.75	MS	63,158.33	(5,500	)	10162015	9152020
38145XAA1	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			6,807,750	6,802,668.97	6,750,000	6,791,027.64	11,641.33		(11,549.04	)	—	—	2.625	JJ	74,320.32	348,766.25		11252014	1312019
38148LAA4	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1,665,345	1,644,589.97	1,650,000	1,662,936.3	(18,346.33	)	(1,209.11	)	—	—	2.6	AO	8,103.34	57,138.61		2252015	4232020
38148LAC0	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1,937,940	1,971,580.04	2,000,000	1,940,772.57	30,807.47		2,832.57		—	—	3.5	JJ	30,722.23	5,250		6232015	1232025
38148LAD8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			2,000,000	1,997,220	2,000,000	2,000,000	(2,780	)	—		—	—	1.048	FMAN	2,269.8	10,030.39		5192015	5222017
38148LAE6	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	4,705,071.5	4,694,560.72	4,675,000	4,703,546.89	(8,986.17	)	(1,524.61	)	—	—	3.75	MN	18,992.19	83,645.83		5272015	5222025
38141GVR2	GOLDMAN SACHS GROUP INC/THE SUB CORP BND			707,016	707,131.24	712,000	707,095.36	35.88		79.36		—	—	4.25	AO	5,883.89	—		10162015	10212025
38259PAC6	GOOGLE CORP BND			3,073,380	3,015,180	3,000,000	3,017,189.42	(2,009.42	)	(54,366.17	)	—	—	2.125	MN	7,437.5	82,402.78		6152011	5192016

BRSNKX0T2	GRAY TELEVISION INC. SENIOR SECURED TERM		2	1,971,862.12	1,967,633.82	1,989,387.76	1,972,571.32	(4,937.5	)	560.51		—	—		0	MJSD	—	45,705		12182015	6132021
BRSHB4QM6	GREENEDEN US HOLDINGS II LLC SENIOR SECU			2,265,153.19	2,258,034.82	2,293,142.84	2,274,144.29	(16,109.47	)	4,740.38		—	—		0	FMAN	—	69,852.77		1162014	2082020
39055TAC2	GRTLK_15-1A ABS 15-1A 144A	F	1	450,000	438,698.66	450,000	450,000	(11,301.34	)	—		—	—		3.021	JAJO	2,944.99	2,859		7202015	7152026
BRSUW2BS1	GRUDEN ACQUISITION INC SENIOR SECURED TE		1	910,732.54	881,984.67	919,931.86	911,175.19	(29,190.52	)	442.65		—	—		0	MJSD	—	17,778.96		7312015	8182022
40053RAA0	GRX_15-1A ABS 15-1A		2	2,575,343.47	2,552,319.9	2,575,343.47	2,575,343.47	(23,023.57	)	—		—	—		3.75	JAJO	20,388.14	57,960.42		2252015	7152023
36251FAT3	GS MORTGAGE SECURITIES TRUST G SUPSEN SE		2	1,528,064.84	1,511,821.94	1,490,000	1,524,945.87	(13,123.93	)	(3,118.97	)	—	—		2.898	MON	3,598.35	16,312.52		7102015	2102048
36192KAR8	GSMS_12-GCJ7 PRELCF SENIOR CMBS_12-GCJ7		2	480,262.89	472,387.61	470,000	474,982.45	(2,594.84	)	(42,648.54	)	—	—		2.318	MON	907.88	79,289.7		1292015	5102045
36248GAB6	GSMS_13-GC16 SENIOR CMBS 13-GC16		2	5,454,217.19	5,326,572.04	5,220,000	5,400,592.95	(74,020.91	)	(47,424.02	)	—	—		3.033	MON	13,193.55	147,707.1		10292014	11102046
36250GAP0	GSMS_15-GC30 LCF SENIOR CMBS_15-GC30 A4		2	3,709,994.08	3,583,236.46	3,602,000	3,704,106.22	(120,869.76	)	(5,887.86	)	—	—		3.382	MON	10,151.64	61,586.62		5152015	5102050
36250PAB1	GSMSCII_15-GC32 SENIOR CMBS_15-GC32 A2		2	5,149,852.5	5,100,889	5,000,000	5,140,415.84	(39,526.84	)	(9,436.66	)	—	—		3.062	MON	12,758.33	51,033.32		7162015	7102048
406216BC4	HALLIBURTON COMPANY SENIOR CORP BND		1	499,645	494,713.02	500,000	499,811.42	(5,098.4	)	70.4		—	—		2	FA	4,166.67	10,000		7292013	8012018
406216BG5	HALLIBURTON COMPANY SENIOR CORP BND		1	1,336,234.6	1,310,169.28	1,340,000	1,336,276.04	(26,106.76	)	41.44		—	—		3.8	MN	6,789.33	—		11052015	11152025
406216BH3	HALLIBURTON COMPANY SENIOR CORP BND		1	909,262.9	895,640.38	910,000	909,275.53	(13,635.15	)	12.63		—	—		3.375	MN	4,095	—		11052015	11152022
406373A$6	HALO_06-1R WHOLE CMO 06-1R 144A		2	939,894.13	953,691.8	949,599.03	939,894.13	13,797.67		13,211.96		—	—		6	MON	4,748	97,342.84		12312011	8252036
G4273QAQ0	HAMMERSON PLC SENIOR CORP BND	D	1	290,938.91	278,779.58	190,000	290,982.03	(12,202.45	)	56.58		—	(13,588.32	)	3.5	OCT	1,767.47	578.84		10202015	10272025
BRSM3XJP1	HARLAND CLARKE HOLDINGS CORP SENIOR SECU			557,697.53	536,678.76	560,500.01	558,659.08	(21,980.32	)	572.97		—	—		0	MJSD	—	34,568.54		1282014	8042019
43814GAC4	HAROT ABS_14-2-A3		2	849,882.88	849,095.26	851,479.4	850,883.17	(1,787.91	)	716.99		—	—		0.77	MON	236.76	6,699		7242014	3192018
43813JAD7	HAROT_14-1 SENIOR ABS_14-1 A4		2	2,019,621.09	2,016,292.5	2,025,000	2,021,657.66	(5,365.16	)	2,036.57		—	—		1.04	MON	585	15,912		3162015	2212020
43814GAD2	HAROT_14-2 SENIOR ABS 14-2 A4		2	2,001,406.25	1,992,400.06	2,000,000	2,000,853.38	(8,453.32	)	(526.57	)	—	—		1.18	MON	852.22	23,600.04		10282014	5182020
413875AP0	HARRIS CORPORATION SENIOR CORP BND			6,494,300	6,423,347.58	6,500,000	6,495,193.82	(71,846.24	)	893.82		—	—		1.999	AO	23,099.56	54,972.5		7222015	4272018
415690MD5	HARRISONBURG VA REDEV & HSG AU MUNI BND		1	1,078,160.5	1,078,343.25	1,075,000	1,075,000	3,343.25		—		—	—		7	FA	31,354.17	86,993.47		6272001	8012020
44890YAD8	HART SENIOR ABS 15-B A3		2	3,999,963.6	3,963,999.92	4,000,000	3,999,955.9	(35,955.98	)	(7.7	)	—	—		1.12	MON	1,991.11	28,995.54		4152015	11152019
44890YAE6	HART SENIOR ABS 15-B A4		2	1,204,732.25	1,189,094	1,205,000	1,204,776.25	(15,682.25	)	93.71		—	—		1.48	MON	792.62	25,470.98		4152015	6152021
44890RAC5	HART_14-A ABS 14-A A3		2	616,968.35	616,443.26	617,740.52	617,472.42	(1,029.16	)	561.78		—	—		0.79	MON	216.9	16,853.72		7242014	7162018
44890UAD6	HART_14-B ABS _14-B-A4		2	4,173,334.26	4,155,004.08	4,165,000	4,170,289.68	(15,285.6	)	(9,184.4	)	—	—		1.46	MON	2,702.62	146,619.98		10172014	11152019
44890WAC4	HART_15-A ABS 15-A A3		2	7,998,836	7,964,000.24	8,000,000	7,999,277.16	(35,276.92	)	474.49		—	—		1.05	MON	3,733.33	84,410.67		1142015	4152019
BRSQTPNS0	HEALTHPLAN HOLDINGS INC SENIOR SECURED T			5,876,644.74	5,803,186.68	5,876,644.74	5,876,644.74	(73,458.06	)	—		—	—		0	MJSD	—	252,983.2		11282014	11122019
429827AN8	HEF_04-1 ABS 04-1 A13 144A		2	164,000	164,000	200,000	173,596.66	(9,596.66	)	1,893.38		—	—		1.725	MON	56.57	2,262.79		9102009	1012044
429827AQ1	HEF_04-1 ABS 04-1 A15 144A			246,000	246,000	300,000	252,872.35	(6,872.35	)	16.1		—	—		1.676	MON	164.85	3,601.62		9102009	1012044
429827AB4	HEF_04-1 ABS 04-1 A2 144A		2	164,000	164,000	200,000	176,598.76	(12,598.76	)	2,537.3		—	—		1.725	MON	38.33	2,770.35		9102009	1012044
429827AF5	HEF_04-1 ABS 04-1 A6 144A		2	164,000	164,000	200,000	174,780.83	(10,780.83	)	2,143.85		—	—		1.721	MON	216.3	2,246.96		9102009	1012044
423012AB9	HEINEKEN N.V. SENIOR CORP BND 144A	F		6,237,424.98	6,233,815.56	6,275,000	6,258,299.25	(24,483.69	)	9,269.77		—	—		1.4	AO	21,962.5	85,030.56		7162015	10012017
423074AS2	HEINZ H. J. COMPANY SECURED CORP BND 144		1	4,736,250	4,713,750	4,500,000	4,735,447.3	(21,697.3	)	(802.7	)	—	—		4.875	FA	82,875	(76,781.26	)	12162015	2152025
423074BA0	HEINZ H. J. COMPANY SENIOR CORP BND 144A		1	997,640	1,008,210.98	1,000,000	997,797.97	10,413.01		196.34		—	—		3.5	JJ	17,402.78	5,152.78		6232015	7152022

423074BH5	HEINZ H. J. COMPANY SENIOR CORP BND 144A			6,586,800	6,564,136.39	6,600,000	6,588,932.13	(24,795.74	)	2,351.48		—	—		2	JJ	65,633.33	6,713.89		9292015	7022018
4252005H1	HENDERSON NEV MUNI BND GO		1	2,787,406	2,834,256.4	2,410,000	2,619,878.56	214,377.84		(133,431.77	)	—	—		5	JD	10,041.67	120,500		9172013	6012028
427866AS7	HERSHEY COMPANY THE CORP BND			1,321,912.75	1,330,392.62	1,325,000	1,324,465.49	5,927.13		632.88		—	—		1.5	MN	3,312.5	19,875		11082011	11012016
427866AV0	HERSHEY COMPANY THE SENIOR CORP BND			999,740	994,236.76	1,000,000	999,770.7	(5,533.94	)	30.7		—	—		1.6	FA	5,777.78	—		8182015	8212018
BRSHYLWT1	HERTZ CORPORATION (THE) SENIOR SECURED T		2	4,774,866.76	4,771,882.23	4,806,440.54	4,791,107.75	(19,225.52	)	12,067.03		—	—		0	MJSD	—	213,961.64		8012013	3112018
42806DAJ8	HERTZ_15-3A ABS_15-3A B 144A		2	2,499,756.75	2,471,041.25	2,500,000	2,499,764.27	(28,723.02	)	7.52		—	—		3.71	MON	1,545.83	20,095.84		9302015	9252021
42824CAC3	HEWLETT PACKARD ENTERPRISE CO CORP BND 1		1	2,297,056	2,296,043.72	2,300,000	2,297,271.94	(1,228.22	)	520.27		—	—		2.85	AO	14,930.83	21,190.54		9302015	10052018
42824CAE9	HEWLETT PACKARD ENTERPRISE CO CORP BND 1		1	2,299,356	2,301,850.21	2,300,000	2,299,386.89	2,463.32		39.15		—	—		3.6	AO	18,860	8,400		9302015	10152020
42824CAP4	HEWLETT PACKARD ENTERPRISE CO CORP BND 1		1	1,980,500	1,962,408.6	2,000,000	1,980,816.71	(18,408.11	)	687.71		—	—		4.9	AO	22,322.22	17,966.67		12232015	10152025
429827AE8	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		2	164,000	164,000	200,000	175,305.43	(11,305.43	)	2,219.58		—	—		1.786	MON	197.98	2,439.94		9102009	1012044
429827AJ7	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		2	164,224	164,220	200,000	174,636.27	(10,416.27	)	2,076.73		—	—		1.692	MON	259.59	2,139.52		9102009	1012044
429827AK4	HIGHER EDUCATION FUNDING HEF_0 ABS_04-1		2	164,196	164,180	200,000	174,433.23	(10,253.23	)	2,065.77		—	—		1.958	MON	259.34	2,417.1		9102009	1012044
BRSUUC731	HILLENBRAND INDUSTRIES INC SENIOR SECURE		1	554,912.22	557,195.84	556,302.97	554,967.39	2,228.45		94.5		—	—		0	MJSD	—	5,671.89		7302015	9082022
BRSKM1X29	HILTON WORLDWIDE FINANCE LLC SENIOR SECU		2	2,632,921.5	2,644,643.97	2,646,152.28	2,637,020.51	7,623.46		3,911.56		—	—		0	MJSD	—	103,743.17		10312013	10262020
40538FAJ2	HLAF_14-C-1 SENIOR ABS 14-C-1 144A	F	2	478,000	475,856.45	500,000	480,502.86	(4,646.41	)	2,502.86		—	—		3.32	JAJO	3,274.28	11,924.11		1282015	10222025
437076BB7	HOME DEPOT INC SENIOR CORP BND		1	307,867.56	305,776.34	300,000	306,683.51	(907.17	)	(1,184.05	)	—	—		2.25	MS	2,081.26	1,092.37		7082015	9102018
437076BG6	HOME DEPOT INC SENIOR CORP BND		1	1,494,480	1,496,372.44	1,500,000	1,494,900.53	1,471.91		1,628.06		—	—		2.625	JD	3,281.26	85,527.98		5282015	6012022
BRSXMKTV0	HOME FRANCHISE CONCEPTS LLC SECURED REVO			1,000,000	997,500	1,000,000	1,000,000	(2,500	)	—		—	—		3.662	MJSD	976.45	—		11302015	11302021
BRSY03M62	HOME FRANCHISE CONCEPTS LLC SENIOR SECUR			6,500,000	6,483,750	6,500,000	6,500,000	(16,250	)	—		—	—		0	MJSD	—	41,650		11302015	11302021
43814CAD1	HONDA AUTO RECEIVABLES OWNER T ABS 13-1		2	1,996,953.13	1,997,380.4	2,000,000	1,999,643.09	(2,262.69	)	3,683.07		—	—		0.62	MON	344.44	31,258.34		3272014	3212019
438516AX4	HONEYWELL INTERNATIONAL INC CORP BND			275,045	269,757.84	250,000	270,720.54	(962.7	)	(4,324.46	)	—	—		5.3	MS	4,416.67	1,656.25		7132015	3012018
438516AZ9	HONEYWELL INTERNATIONAL INC CORP BND			2,872,791.36	2,831,887.76	2,592,000	2,848,456.28	(16,568.52	)	(24,335.08	)	—	—		5	FA	48,960	(9,360	)	9082015	2152019
438516BA3	HONEYWELL INTERNATIONAL INC CORP BND			1,126,518.6	1,109,570.24	1,020,000	1,117,110	(7,539.76	)	(9,408.6	)	—	—		4.25	MS	14,450	8,670		6162015	3012021
438670Q20	HONOLULU HAWAII CITY & CNTY MUNITAX BND			1,500,000	1,501,410	1,500,000	1,500,000	1,410		—		—	—		1.259	MN	3,147.5	18,885		9292015	11012017
BRSPKZWC4	HOPLON II INSURANCE LTD CORP BND	D		9,054,787.5	7,299,528.64	6,750,000	9,054,787.5	(1,755,258.86	)	—		—	(1,722,262.5	)	5.36	JAJO	92,797.18	472,597		8082014	1082018
BRST7Y914	HOUGHTON MIFFLIN HARCOURT PUBL SENIOR SE		2	1,155,671.2	1,117,923.15	1,161,478.6	1,156,194.54	(38,271.39	)	552.52		—	—		0	MJSD	—	25,262		5112015	5282021
4424356L2	HOUSTON TEX MUNI BND REV		1	452,780.27	445,959	415,000	447,092.52	(1,133.52	)	(5,687.75	)	—	—		5	MN	2,651.39	4,265.28		8312015	11152021
4424356Y4	HOUSTON TEX MUNI BND REV		1	147,289.97	142,573.5	135,000	145,439.74	(2,866.24	)	(1,850.23	)	—	—		5	MN	862.5	1,387.5		8312015	11152021
44256PCM3	HOWARD CNTY MD MUNI BND GO			1,161,540	1,153,910	1,000,000	1,149,779.07	4,130.93		(11,760.93	)	—	—		5	FA	18,888.89	(2,222.23	)	8272015	2152020
44328MAL8	HSBC BANK PLC CORP BND 144A	F		3,123,450	3,025,371	3,000,000	3,017,129.12	8,241.88		(42,819.14	)	—	—		3.1	MN	9,558.33	93,000		6242013	5242016
G463NBBT9	HSBC BANK PLC SENIOR CORP BND	F		3,693,081	3,650,663.05	3,700,000	3,696,653.53	(45,990.48	)	1,374.66		—	—		1.5	MN	7,091.67	55,500		5082013	5152018
44328MBT0	HSBC BANK PLC SENIOR CORP BND 144A	F		5,739,247.5	5,687,044.46	5,750,000	5,744,799.4	(57,754.94	)	2,136.29		—	—		1.5	MN	11,020.83	86,250		5082013	5152018
G463AQPM0	HSBC BANK PLC SENIOR LOCAL BND EMTN	D		1,092,522.87	1,032,782.37	700,000	1,092,230.57	(59,448.2	)	(138.02	)	—	(60,451.65	)	0.973	FMAN	1,265.33	11,750.28		11132013	5162016
40428HPJ5	HSBC BANK USA INC SENIOR CORP BND			938,383.2	952,403.13	940,000	939,091.69	13,311.44		316.5		—	—		2.625	MS	6,648.54	24,675.02		9172013	9242018

404280AR0	HSBC HOLDINGS PLC CAPSEC CORP BND	F	1	5,585,000	5,591,981.25	5,585,000	5,585,000	6,981.25		—		—	—		5.625	JJ	143,115.64	486,575.02		9102014	1019999
404280AT6	HSBC HOLDINGS PLC CAPSEC CORP BND	F	1	3,800,000	3,795,250	3,800,000	3,800,000	(4,750	)	—		—	—		6.375	MS	61,235.42	121,125		12232015	12312049
404280AN9	HSBC HOLDINGS PLC SENIOR CORP BND	F		785,947.5	786,924.65	750,000	785,304.59	1,620.06		(642.91	)	—	—		4	MS	7,583.33	(3,833.33	)	11102015	3302022
404280AP4	HSBC HOLDINGS PLC SUB CORP BND	F		10,881,445	10,553,184.92	10,500,000	10,833,639.08	(280,454.16	)	(36,026.25	)	—	—		4.25	MS	132,635.41	465,906.25		8192014	3142024
404280AU3	HSBC HOLDINGS PLC SUB CORP BND	F	1	2,975,400	2,989,156.26	3,000,000	2,976,135.32	13,020.94		735.32		—	—		4.25	FA	47,104.16	—		8102015	8182025
G463CFAA4	HSBC HOLDINGS PLC SUB LOCAL BND EMTN	D	1	1,297,336.09	1,170,066.94	750,000	1,253,683.02	(83,616.08	)	(45,028.75	)	—	(78,609.32	)	6.375	OCT	14,440.74	98,393		11252014	10182022
40428HPH9	HSBC USA INC SENIOR CORP BND			2,991,420	2,982,092.28	3,000,000	2,996,467.12	(14,374.84	)	1,687.64		—	—		1.625	JJ	22,343.75	48,750		12132012	1162018
40428HPK2	HSBC USA INC SENIOR CORP BND			4,500,000	4,497,390	4,500,000	4,500,000	(2,610	)	—		—	—		1.474	MJSD	1,474.35	63,481.68		9172013	9242018
40428HPN6	HSBC USA INC SENIOR CORP BND			299,817	298,615.79	300,000	299,856.66	(1,240.87	)	35.01		—	—		2.375	MN	950	7,125		11052014	11132019
40428HPR7	HSBC USA INC SENIOR CORP BND			1,664,735	1,655,185.53	1,675,000	1,665,284.26	(10,098.73	)	605.8		—	—		2.35	MS	12,683.47	10,237.18		11122015	3052020
40428HPU0	HSBC USA INC SENIOR CORP BND			4,991,450	4,984,304.05	5,000,000	4,992,559.5	(8,255.45	)	1,298.19		—	—		2	FA	40,000	6,833.33		12232015	8072018
C4426EAH7	HUDSONS BAY CO SECURED TERM LOAN	A	1	705,393.88	707,254.84	708,938.57	705,514.48	1,740.36		4,267.89		—	—		0	FMAN	—	1,343.46		8142015	9302022
C4438BAC0	HUSKY INJECTION MOLDING SYS LT SENIOR SE	A	2	376,971.25	365,131.69	378,865.57	377,363.25	(12,231.56	)	297.52		—	—		0	MJSD	—	16,404.3		6262014	6302021
BRSSNVRZ9	HVFII_15-1 ABS_15-1 B		2	2,999,848.2	2,914,800	3,000,000	2,999,867.48	(85,067.48	)	19.28		—	—		3.52	MON	1,760	73,626.67		4072015	5252021
448814JB0	HYDRO-QUEBEC SENIOR CORP BND	A		1,020,280	1,004,879.9	1,000,000	1,005,762.13	(882.23	)	(15,293.92	)	—	—		2	JD	55.56	26,555.56		6232011	6302016
44890LAC8	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B		2	43,725.06	43,662.27	43,684.11	43,688.3	(26.03	)	17.04		—	—		0.71	MON	13.78	6,605.65		11052013	9152017
452227FG1	ILLINOIS ST SALES TAX REV MUNITAX BND RE			4,100,000	4,117,425	4,100,000	4,100,000	17,425		—		—	—		1.56	JD	2,842.67	63,960		9292015	6152017
G4721VAY0	IMPERIAL TOBACCO FIN PLC CORP BND	D		705,322.77	655,735.64	400,000	691,385.33	(35,649.69	)	(22,102.44	)	—	(35,205.83	)	6.25	DEC	2,818.92	39,298.63		10302015	12042018
BRSMHGLN5	IMS HEALTH INCORPORATED IMS HEALTH INCOR		2	4,422,331.23	4,343,971.93	4,431,200.1	4,424,562.13	(80,590.2	)	1,688.95		—	—		0	MJSD	—	238,940.25		10012015	3172021
454795DQ5	IN HLTH CLARIAN MUNI BND REV		1	405,442	392,491.8	365,000	391,633.69	858.11		(11,032.74	)	—	—		5.25	MN	3,193.75	19,162.5		4102008	11012024
454795DR3	IN HLTH CLARIAN MUNI BND REV		1	381,825.5	377,517	350,000	371,029.53	6,487.47		(8,633.18	)	—	—		5.25	MN	3,062.5	18,375		4102008	11012025
45505UAH1	INDIANA ST FINANCE AUTHORITY MUNI BND RE			2,301,800	2,207,480	2,000,000	2,210,761.9	(3,281.9	)	(72,657.16	)	—	—		5	MN	16,666.67	100,000		3202008	11012018
45506DCD5	INDIANA ST FINANCE AUTHORITY MUNI BND RE		1	2,909,805	2,936,911.5	2,550,000	2,857,152.12	79,759.38		(42,277.36	)	—	—		5	JJ	63,750	127,500		9172013	7012028
BRSEKNUF1	INEOS US FINANCE LLC SENIOR SEC TERM NOT		2	3,008,812.87	2,966,463.31	3,023,147.33	3,016,000.56	(49,537.25	)	3,126.99		—	—		0	JAJO	—	118,954.15		10012015	5042018
BRSTTYU57	INEOS US FINANCE LLC SENIOR SECURED TERM			1,207,614.06	1,195,196.44	1,241,762.53	1,208,000.35	(12,803.91	)	612.82		—	—		0	MJSD	—	11,074.05		11232015	12152020
BRSTBTC24	INFILTRATOR SYSTEMS INTEGRATED SENIOR SE		1	464,092.35	462,926.29	466,424.47	464,232.62	(1,306.33	)	151.99		—	—		0	MJSD	—	10,170.22		5212015	5272022
BRSJFKKC0	INFOR US INC SENIOR SECURED TERM NOTES		2	1,014,329.19	955,584.31	1,014,329.19	1,014,329.19	(58,744.88	)	—		—	—		0	FMAN	—	38,816.1		5242013	6032020
BRSLNXDD4	INFOR US INC SENIOR SECURED TERM NOTES		2	1,381,667.38	1,311,473.4	1,393,020.84	1,384,301.67	(72,828.27	)	3,016.32		—	—		0	MJSD	—	109,526.98		7312014	6032020
N6088VDF2	ING BANK NV LOCAL BND	D	1	1,746,017.19	1,606,515.62	1,000,000	1,712,068.03	(105,552.41	)	(33,949.16	)	—	(91,272.17	)	6.875	MAY	60,078.53	(5,264.12	)	6122015	5292023
N4R203EJ2	ING BANK NV SENIOR BND CORP EMTN	D		868,563.04	755,899.78	500,000	835,564.31	(79,664.53	)	(17,526	)	—	(83,732.42	)	3.875	DEC	702.21	31,918.48		1022014	12232016
449786BD3	ING BANK NV SENIOR CORP BND 144A	F		387,336.95	385,671	385,000	387,265.65	(1,594.65	)	(71.3	)	—	—		2.5	AO	2,406.25	(1,203.13	)	11132015	10012019
44987CAB4	ING BANK NV SENIOR CORP BND 144A	F		3,529,556.1	3,517,912.94	3,535,000	3,530,968.65	(13,055.71	)	1,412.55		—	—		1.8	MS	18,558.75	31,815		3102015	3162018
44987CAE8	ING BANK NV SENIOR CORP BND MTN 144A	F		2,748,322.5	2,744,768.84	2,750,000	2,748,525.35	(3,756.51	)	202.85		—	—		2.05	FA	20,984.03	—		8102015	8172018
45687AAL6	INGERSOLL-RAND GLOBAL HOLDING SENIOR COR			2,989,816.8	2,983,282.33	2,964,000	2,981,485.68	1,796.65		(5,462.88	)	—	—		2.875	JJ	39,293.58	85,215		6162014	1152019

456873AA6	INGERSOLL-RAND LUXEMBOURG FINA SENIOR CO	F	1	1,502,730	1,471,250.27	1,500,000	1,502,177.93	(30,927.66	)	(665.84	)	—	—		2.625	MN	6,562.5	63,218.75	10242014	5012020
458140AH3	INTEL CORPORATION CORP BND			2,042,800	2,014,620	2,000,000	2,016,079.96	(1,459.96	)	(24,706.51	)	—	—		1.95	AO	9,750	50,212.5	10182011	10012016
458140AQ3	INTEL CORPORATION SENIOR CORP BND			5,020,276.5	5,068,321.63	5,025,000	5,020,655.22	47,666.41		378.72		—	—		2.45	JJ	51,980.83	—	12232015	7292020
4581X0BV9	INTER AMERICAN DEV BK CORP BND	F		2,009,980	2,000,960	2,000,000	2,004,127.91	(3,167.91	)	(4,477.06	)	—	—		1.125	MS	6,625	36,437.5	9162015	3152017
458182DT6	INTER-AMERICAN DEV BANK CORP BND	F		2,050,000	2,048,421.44	2,050,000	2,050,000	(1,578.56	)	—		—	—		0.532	MJSD	545.3	6,543.73	9052013	9122018
45818WAT3	INTER-AMERICAN DEV BANK CORP BND EMTN	F		5,000,000	4,998,600	5,000,000	5,000,000	(1,400	)	—		—	—		0.56	MJSD	854.79	15,021.1	6132014	6202018
459200HC8	INTERNATIONAL BUSINESS MACHINE CORP BND			3,260,491.75	3,282,042.23	3,275,000	3,271,731.64	10,310.59		1,882.08		—	—		1.25	FA	16,488.71	55,871.88	2222012	2062017
459200HE4	INTERNATIONAL BUSINESS MACHINE SENIOR CO			248,777.5	248,817.41	250,000	248,921.04	(103.63	)	143.54		—	—		1.875	MN	598.96	1,536.46	7142015	5152019
459200HK0	INTERNATIONAL BUSINESS MACHINE SENIOR CO			1,149,710.1	1,147,749.44	1,155,000	1,152,731.81	(4,982.37	)	1,056.33		—	—		1.25	FA	5,734.89	14,437.5	2052013	2082018
459200HZ7	INTERNATIONAL BUSINESS MACHINE SENIOR CO			1,545,272.5	1,535,679.72	1,550,000	1,546,676.32	(10,996.6	)	3,190.19		—	—		1.125	FA	7,023.44	28,875	2032015	2062018
45950VCP9	INTERNATIONAL FINANCE CO CORP BND	F		251,581.68	251,183.52	252,000	251,877.71	(694.19	)	305.06		—	—		0.625	MN	201.25	3,784.38	11052013	11152016
G4804LAA4	INTRCONT HOTELS LOCAL BND	D		1,192,373.75	997,699.18	650,000	1,118,902.91	(121,203.73	)	(47,160.87	)	—	(124,659.83	)	6	DEC	3,612.27	70,237.19	4032014	12092016
BRSS99PD5	INVENTUS SOLUTIONS INC SENIOR SECURED TE			5,788,641.67	5,774,097.36	5,817,730.34	5,793,343.44	(19,246.08	)	5,478.31		—	—		0	MJSD	—	237,793.57	3102015	12302019
46603BAB5	IVYH_14-9A MEZZANIN ABS_14-9A-B1 144A	F	2	3,938,672.8	3,910,578.4	4,000,000	3,949,249.21	(38,670.81	)	8,790.86		—	—		2.765	JAJO	22,735.68	111,495.72	10012014	10182025
BRSKL00G7	JBS USA LLC SENIOR SECURED TERM NOTES			1,167,135	1,153,938.75	1,173,000	1,169,033.07	(15,094.32	)	900.57		—	—		0	MJSD	—	37,181.25	9272013	9182020
47787UAD5	JDOT_15-A SENIOR ABS 15-A A3		2	2,029,840.93	2,019,253.18	2,030,000	2,029,882.72	(10,629.54	)	44.1		—	—		1.32	MON	1,190.93	20,394.73	6012015	6172019
473240EC9	JEFFERSON CNTY MO SCH DIST NO MUNITAX BN			312,726	305,430	300,000	306,172.61	(742.61	)	(5,220.76	)	—	—		3	MS	3,000	9,000	9212012	3012017
476576HQ9	JERSEY CITY N J MUNITAX BND GO			2,225,000	2,233,343.75	2,225,000	2,225,000	8,343.75		—		—	—		2.525	MS	18,727.08	40,731.41	11212014	9012019
24422ERN1	JOHN DEERE CAPITAL CORP SENIOR CORP BND			4,923,571.75	4,931,895.51	4,925,000	4,924,653.81	7,241.7		282.93		—	—		1.4	MS	20,301.95	68,950	2222012	3152017
24422ESF7	JOHN DEERE CAPITAL CORP SENIOR CORP BND			1,518,030	1,501,946.52	1,500,000	1,517,012.21	(15,065.69	)	(1,017.79	)	—	—		1.95	JD	1,462.5	3,818.75	10212015	12132018
24422EST7	JOHN DEERE CAPITAL CORP SENIOR CORP BND			2,578,710	2,565,833.74	2,580,000	2,579,116.81	(13,283.07	)	406.81		—	—		1.35	JJ	15,963.75	17,415	1132015	1162018
24422ESX8	JOHN DEERE CAPITAL CORP SENIOR CORP BND			2,399,088	2,389,079.95	2,400,000	2,399,226.22	(10,146.27	)	138.22		—	—		1.6	JJ	17,813.33	—	7092015	7132018
24422ERZ4	JOHN DEERE CAPITAL CORP UNSECURED CORP B			634,326.9	635,082.61	635,000	634,987.06	95.55		226.25		—	—		0.75	JJ	2,103.44	4,762.5	1172013	1222016
478111AA5	JOHNS HOPKINS HEALTH SYSTEM CO SENIOR CO			244,815	248,089.75	250,000	246,568.04	1,521.71		1,398.52		—	—		1.424	MN	454.89	3,560	5012013	5152018
478115AC2	JOHNS HOPKINS UNIVERSITY CORP BND			1,750,000	1,749,620.25	1,750,000	1,750,000	(379.75	)	—		—	—		1.477	JJ	12,923.75	9,549.21	2102015	7012018
478160AW4	JOHNSON & JOHNSON CORP BND			122,861.25	129,412.43	125,000	123,923.36	5,489.07		210.73		—	—		2.95	MS	1,229.17	3,687.5	8122010	9012020
478160BF0	JOHNSON & JOHNSON SENIOR CORP BND			1,498,185	1,498,005	1,500,000	1,499,443.66	(1,438.66	)	643.27		—	—		0.7	MN	962.5	11,423.61	12022013	11282016
478160BL7	JOHNSON & JOHNSON SENIOR CORP BND			2,647,906.5	2,642,245.01	2,650,000	2,648,674.7	(6,429.69	)	690.29		—	—		1.125	MN	3,312.5	29,812.5	11182014	11212017
418097AD3	JORDAN (HASHEMITE KINGDOM OF) AGENCY BND	F		10,000,000	10,073,330.01	10,000,000	10,000,000	73,330.01		—		—	—		1.945	JD	4,322.23	194,500.02	6232014	6232019
46630JAC3	JP MORGAN CHASE COMMERCIAL MOR CMBS 07-		2	5,961,076.95	5,540,041.98	5,428,220.74	5,636,577.58	(96,535.6	)	(243,692.75	)	—	—		5.42	MON	24,517.46	387,812.59	4082014	1152049
46625HJY7	JP MORGAN H&Q SUB CORP BND			3,148,383.75	3,148,535.58	3,165,000	3,150,211.99	(1,676.41	)	1,861.54		—	—		3.875	MS	37,815.16	205,902.44	9032014	9102024
46640LAB8	JPMBB COMMERCIAL MORTGAGE SECU SENIOR CM		2	2,209,382.81	2,182,286.36	2,140,000	2,180,982.58	1,303.78		(22,190.05	)	—	—		3.019	MON	5,384.42	64,613.04	9162014	8152046
46642EAY2	JPMBB LCF SENIOR CMBS _14-C21-A5		2	2,133,984.38	2,057,559.97	2,000,000	2,123,202.13	(65,642.16	)	(10,782.25	)	—	—		3.775	MON	6,291.33	53,476.3	3112015	8152047
46641WAT4	JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A		2	1,910,646.29	1,893,269.76	1,855,000	1,888,841.25	4,428.51		(13,627.8	)	—	—		3.046	MON	4,707.99	56,495.88	4292014	4152047

46644FAB7	JPMBB_15-C28 SENIOR CMBS 15-C28 A2		2	3,089,994	3,023,902.2	3,000,000	3,077,312.09	(53,409.89	)	(12,681.91	)	—	—		2.773	MON	6,933.25	50,381.62		4022015	10152048
46590JAW7	JPMBB_15-C36 PRELCF SENIOR CMBS_15-C36 A		2	3,089,976	3,017,454.3	3,000,000	3,088,570.67	(71,116.37	)	(1,405.33	)	—	—		3.598	MON	8,995.5	9,595.2		10192015	11152048
46639EAB7	JPMCC_12-LC9 PRELCF SENIOR CMBS_12-LC9-A		2	1,131,500.78	1,124,598.63	1,130,000	1,130,350	(5,751.37	)	(998.75	)	—	—		1.677	MON	1,579.08	18,948.96		10072014	12152047
46641BAB9	JPMCC_13-C16 SENIOR CMBS 13-C16		2	4,500,916.02	4,415,116.13	4,325,000	4,442,757.35	(27,641.22	)	(50,275.98	)	—	—		3.07	MON	11,064.79	132,777.48		10302014	12152046
46642CBE9	JPMCC_14-C20 SENIOR CMBS 14-C20-A2		2	7,209,986	7,106,257.9	7,000,000	7,142,915.3	(36,657.4	)	(44,814.28	)	—	—		2.872	MON	16,751	201,012		6122014	7152047
46641KAA1	JPMCC_14-FBLU SENIOR CMBS 14-FBLU A 144A		2	4,048,792.19	4,044,825.26	4,045,000	4,047,332.75	(2,507.49	)	(420.04	)	—	—		1.281	MON	2,445.94	57,275.96		4152014	12152028
46590KAB0	JPMCC_15-JP1 SENIOR CMBS_15-JP1 A2		2	1,905,492.6	1,897,498.2	1,850,000	1,905,480.11	(7,981.91	)	(12.49	)	—	—		3.144	MON	4,846.7	(4,523.58	)	12152015	1152049
46644RAZ8	JPMCCMSC_15-C29 SENIOR CMBS 15-C29		2	2,059,986	2,025,400	2,000,000	2,057,143.51	(31,743.51	)	(2,842.49	)	—	—		3.611	MON	6,018	30,290.6		6042015	5152048
466247E74	JPMMT CMO_06-A1 2A2		2	53,694.64	47,320.04	53,652.7	53,669.14	(6,349.1	)	(1,140.14	)	—	—		2.746	MON	122.78	1,606.49		2062008	2252036
46643DAE7	JPMMT_14-OAK4 WHOLE CMO 14-OAK4		2	2,292,260.46	2,282,065.34	2,262,564.3	2,286,315.52	(4,250.18	)	(23,229.59	)	—	—		3.5	MON	6,599.15	99,052.11		10072014	9252044
48127FAA1	JPMORGAN CHASE & CO CAPSEC CORP BND		1	7,439,250	7,125,000	7,500,000	7,440,919.57	(315,919.57	)	651.31		—	—		5	JJ	187,500	397,916.66		8132014	12312049
46625HHX1	JPMORGAN CHASE & CO CORP BND			2,138,360	2,007,740	2,000,000	2,007,406.81	333.19		(52,557.38	)	—	—		3.45	MS	23,000	126,425.73		1102013	3012016
46625HJA9	JPMORGAN CHASE & CO CORP BND			1,353,620	1,339,429.25	1,325,000	1,328,479.36	10,949.89		(60,795.69	)	—	—		3.15	JJ	20,405	235,156.25		1312012	7052016
46625HJG6	JPMORGAN CHASE & CO CORP BND			7,239,770	7,228,856.03	7,250,000	7,247,783.18	(18,927.15	)	443.26		—	—		1.8	JJ	56,550	153,451.25		11252014	1252018
46623EJU4	JPMORGAN CHASE & CO SENIOR CORP BND			4,144,978.5	4,151,577	4,150,000	4,149,741.57	1,835.43		1,690.34		—	—		1.125	FA	16,210.94	46,687.5		2212013	2262016
46625HJF8	JPMORGAN CHASE & CO SENIOR CORP BND			8,620,000	8,637,757.98	8,620,000	8,620,000	17,757.98		—		—	—		1.22	JAJO	19,570.59	109,056.32		1172013	1252018
46625HJH4	JPMORGAN CHASE & CO SENIOR CORP BND			2,609,958	2,590,889.91	2,600,000	2,609,314.13	(18,424.22	)	(1,750.07	)	—	—		3.2	JJ	36,053.33	35,688.9		5152015	1252023
46625HJR2	JPMORGAN CHASE & CO SENIOR CORP BND			1,518,345	1,502,177.58	1,500,000	1,514,527.86	(12,350.28	)	(3,817.14	)	—	—		2.35	JJ	14,981.25	11,423.61		7132015	1282019
46625HKC3	JPMORGAN CHASE & CO SENIOR CORP BND		1	996,100	967,627.41	1,000,000	996,402.73	(28,775.32	)	302.73		—	—		3.125	JJ	13,715.28	12,239.58		2252015	1232025
46625HLW8	JPMORGAN CHASE & CO SENIOR CORP BND		1	3,420,024	3,408,351.35	3,400,000	3,418,163.47	(9,812.12	)	(1,860.53	)	—	—		2.75	JD	2,077.78	43,633.33		12232015	6232020
46625HNX4	JPMORGAN CHASE & CO SENIOR CORP BND		1	299,691	297,559.87	300,000	299,701.19	(2,141.32	)	10.19		—	—		2.55	AO	1,317.5	—		10222015	10292020
48126EAA5	JPMORGAN CHASE & CO SENIOR CORP BND			3,517,855	3,510,993.57	3,500,000	3,509,275.48	1,718.09		(6,475.64	)	—	—		2	FA	26,444.44	82,222.22		4012014	8152017
46623EKD0	JPMORGAN CHASE & CO SENIOR CORP BND MTN		1	2,507,025	2,484,444.8	2,500,000	2,505,509.49	(21,064.69	)	(1,515.51	)	—	—		1.7	MS	14,166.66	10,979.17		5222015	3012018
46625HJQ4	JPMORGAN CHASE & CO SUB CORP BND		1	3,187,500	3,243,750	3,000,000	3,170,988.77	72,761.23		(15,937.04	)	—	—		6.75	FA	84,375.01	202,500		12112014	12312049
BRS2RYU09	JPMORGAN CHASE BANK NA SUB CORP BND	O		1,258,281.25	1,138,558.24	750,000	1,210,878.89	(72,320.65	)	(44,486.9	)	—	(74,154.33	)	5.375	SEP	15,422.34	63,292.64		12042014	9282016
48121CJN7	JPMORGAN CHS BNK CORP BND			3,254,790	3,059,028	3,000,000	3,067,398.37	(8,370.37	)	(181,455.95	)	—	—		5.875	JD	8,812.5	220,312.5		1182012	6132016
487836BF4	KELLOGG COMPANY CORP BND			253,590	251,552.48	250,000	251,487.78	64.7		(1,678.25	)	—	—		1.875	MN	572.92	4,687.5		11142011	11172016
487836BH0	KELLOGG COMPANY SENIOR CORP BND			3,027,000	3,006,817.5	3,000,000	3,014,256.64	(7,439.14	)	(10,183.26	)	—	—		1.75	MN	6,416.66	52,500		5152012	5172017
491674BE6	KENTUCKY UTILITIES COMPANY CORP BND		1	783,795	772,556.59	750,000	781,189.4	(8,632.81	)	(2,605.6	)	—	—		3.25	MN	4,062.5	5,822.92		9292015	11012020
49327M2F0	KEY BANK NATIONAL ASSOCIATION SENIOR COR			499,780	498,118.71	500,000	499,829.69	(1,710.98	)	47.13		—	—		2.5	JD	555.56	13,229.17		11182014	12152019
BRSP750D8	KEY SAFETY SYSTEMS INC SENIOR SECURED TE		2	1,249,038	1,222,094.38	1,253,430.13	1,249,759.19	(27,664.81	)	640.58		—	—		0	MJSD	—	51,836.7		8132015	8292021
494074AE7	KILIMANJARO RE LIMITED CORP BND 144A	F		29,453,000	29,275,449.61	29,500,000	29,461,374.96	(185,925.35	)	4,874.96		—	—		3.74	JAJO	281,954.45	783,169.08		6022015	11252019
494074AF4	KILIMANJARO RE LIMITED CORP BND 144A	F		500,000	502,725	500,000	500,000	2,725		—		—	—		9.433	JAJO	4,061.47	—		11102015	12062019
494074AG2	KILIMANJARO RE LIMITED CORP BND 144A	F		500,000	501,550	500,000	500,000	1,550		—		—	—		6.933	JAJO	2,985.08	—		11102015	12062019

494550AY2	KINDER MORGAN ENERGY PARTNERS CORP BND			1,100,800	1,025,425.64	1,000,000	1,079,638.11	(54,212.47	)	(21,161.89	)	—	—		5.95	FA	22,477.78	12,065.28		5282015	2152018
494550BM7	KINDER MORGAN ENERGY PARTNERS SENIOR COR		1	994,820	834,543.24	1,000,000	995,312.18	(160,768.94	)	492.18		—	—		3.45	FA	13,033.34	16,100		2242015	2152023
28336LBR9	KINDER MORGAN HOLDCO LLC CORP BND			2,428,386.4	2,229,696.75	2,140,000	2,347,755.23	(118,058.48	)	(80,631.17	)	—	—		7.25	JD	12,929.17	155,150		12232015	6012018
49456BAD3	KINDER MORGAN HOLDCO LLC SENIOR CORP BND			2,582,053.1	2,482,096.22	2,585,000	2,583,109.2	(101,012.98	)	964.16		—	—		2	JD	4,308.33	52,418.05		9292015	12012017
BRSM103T4	KINETIC CONCEPTS INC / KCI USA SENIOR SE		2	634,568.71	627,002.51	648,346.06	635,016.68	(8,014.17	)	483.12		—	—		0	JAJO	—	2,351.96		11202015	5042018
BRSM2E0G4	KINETIC CONCEPTS INC / KCI USA SENIOR SE			243,162.52	237,083.46	243,162.52	243,162.52	(6,079.06	)	—		—	—		0	MJSD	—	10,302.94		4302014	11042016
496026KV6	KINGS LOC SCH DIST OHIO MUNITAX BND GO			1,250,394.5	1,238,243.55	1,165,000	1,225,426.74	12,816.81		(19,960.34	)	—	—		3.75	JD	3,640.63	43,687.5		2212013	12012018
G5274WAA8	KIZUNA RE II LTD CORP BND 144A	D		1,912,522.91	1,911,201.52	230,000,000	1,912,522.91	(1,321.39	)	—		—	(556.6	)	0.035	JAJO	171.01	19,434.69		3202015	4052019
482485AC3	KKR_13-2A ABS 13-2A 144A	F	2	1,516,800	1,543,541.76	1,600,000	1,531,514.41	12,027.35		12,274.27		—	—		2.116	JAJO	6,584.36	33,495.16		10162014	1232026
BRSSW6XL8	KLOCKNER PENTAPLAST OF AMERICA SENIOR SE		2	359,013.81	357,383.41	359,913.6	359,126.78	(1,743.37	)	117.49		—	—		0	JAJO	—	11,342.5		4232015	4282020
50048MBM1	KOMMUNALBANKEN AS CORP BND 144A	F		398,900	399,048	400,000	399,671.8	(623.8	)	366.77		—	—		0.75	MN	333.33	3,000		11132013	11212016
50048MAT7	KOMMUNALBANKEN AS SENIOR GOVT BND	F		1,096,205	1,095,512.03	1,100,000	1,098,661.5	(3,149.47	)	759.96		—	—		1	MS	2,902.78	11,000		9192012	9262017
BRSJZMYE5	KOMMUNEKREDIT CORP BND EMTN	F		9,988,500	9,999,247	10,000,000	9,997,778.26	1,468.74		3,847.56		—	—		0.875	JUL	36,944.44	87,500		7232013	7292016
BRSSWB4N5	KP GERMANY ERSTE GMBH SENIOR SECURED TER	F	2	153,424.7	152,727.94	153,809.22	153,472.98	(745.04	)	50.22		—	—		0	JAJO	—	4,847.22		4232015	4282020
50076QAY2	KRAFT FOODS GROUP INC CORP BND			3,718,985.96	3,746,813.68	3,725,000	3,722,992.77	23,820.91		1,368.81		—	—		2.25	JD	6,053.13	83,812.5		1162013	6052017
50076QAX4	KRAFT FOODS GROUP INC SENIOR CORP BND			280,917.5	273,886.72	250,000	276,397.82	(2,511.1	)	(4,519.68	)	—	—		6.125	FA	5,444.44	1,701.39		7082015	8232018
D40859GT7	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D		3,325,845.87	2,777,288.2	1,750,000	2,994,061.07	(216,772.87	)	(123,104.87	)	—	(224,384.49	)	5.625	AUG	50,780.47	163,233.98		11132013	8252017
D4085B7T2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D		438,658.74	384,022.88	255,000	415,339.45	(31,316.57	)	(98,243.37	)	—	(32,482.69	)	3.75	SEP	4,467.01	215,490.99		11132013	9072016
500769FG4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		6,859,842	6,868,260.07	6,900,000	6,883,989.43	(15,729.36	)	9,410.09		—	—		0.875	MS	19,454.17	60,375		12052014	9052017
500769GL2	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		15,732,560.26	15,651,326.7	15,742,000	15,736,095.61	(84,768.91	)	3,665.89		—	—		1	JJ	67,778.05	52,722.78		10012015	1262018
500769GS7	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		7,577,771	7,540,492.23	7,600,000	7,579,994.35	(39,502.12	)	2,223.35		—	—		1.125	FA	39,425	(13,818.75	)	9162015	8062018
48274LAD3	KVK CLO LTD 2014-1A ABS 14-1A C 144A	F	1	729,375	682,795.05	750,000	731,616.03	(48,820.98	)	2,241.03		—	—		3.262	FMAN	3,125.7	16,135.91		3132015	5152026
48274MAD1	KVK_14-2A ABS 14-2A C 144A	F	1	476,250	472,376.35	500,000	478,954.12	(6,577.77	)	2,704.12		—	—		3.321	JAJO	3,597.21	11,776.02		1262015	7152026
491552ZL2	KY ST TPK AUTH ECONOMIC MUNI BND REV		1	2,344,460	2,380,680	2,000,000	2,300,170.29	80,509.71		(35,544.55	)	—	—		5	JJ	50,000	100,000		9132013	7012028
502413BC0	L-3 COMMUNICATIONS CORP SENIOR CORP BND			4,369,600.73	4,322,738.26	4,385,000	4,376,095.59	(53,357.33	)	6,109.53		—	—		1.5	MN	6,029.38	63,033.33		1052015	5282017
502413BD8	L-3 COMMUNICATIONS CORP SENIOR CORP BND		1	257,238.99	247,947.37	261,000	257,455.02	(9,507.65	)	611.15		—	—		3.95	MN	945.03	16,930.91		5182015	5282024
50540RAR3	LABORATORY CORP OF AMER HLDGS SENIOR COR			2,147,592	2,115,093.67	2,150,000	2,148,011.76	(32,918.09	)	419.76		—	—		2.625	FA	23,515.63	28,375.52		12232015	2012020
BRSAC1001	LAKESIDE RE III LTD			5,000,000	5,003,000	5,000,000	5,000,000	3,000		—		—	—		8	MJSD	1,111.11	204,444.44		7082015	1082016
BRSRYHP25	LAZER SPOT INC SENIOR SECURED REVOLVE NO			104,309.75	103,005.88	104,309.75	104,309.75	(1,303.87	)	—		—	—		0	FMAN	—	8,683.33		7312015	2092021
BRSRYF745	LAZER SPOT INC SENIOR SECURED TERM NOTES			2,922,675.82	2,886,142.37	2,922,675.82	2,922,675.82	(36,533.45	)	—		—	—		0	FMAN	—	127,587.17		2242015	2092021
BRSVAW935	LAZER SPOT MERGER SUB, INC SENIOR SECURE			97,355.77	96,138.82	97,355.77	97,355.77	(1,216.95	)	—		—	—		0	MJSD	—	781.94		11022015	2092021
52109RBM2	LBUBS CMBS 07-C7		2	8,713,384.39	8,096,578.74	7,714,995.16	8,213,516.58	(116,937.84	)	(376,855.12	)	—	—		5.866	MON	25,142.31	570,524.03		6022014	9152045
BRSY6L4K5	LDISCOVERY LLC SECURED TERM LOAN			1,064,516.13	1,056,532.26	1,064,516.13	1,064,516.13	(7,983.87	)	—		—	—		0	MJSD	—	—		12222015	12312049
BRSY6N033	LDISCOVERY LLC SECURED TERM LOAN			2,661,290.32	2,641,330.64	2,661,290.32	2,661,290.32	(19,959.68	)	—		—	—		0	MJSD	—	—		12222015	12212021

BRSY6MWX4	LDISCOVERY LLC SENIOR SECURED TERM LOAN			399,193.55	396,199.6	399,193.55	399,193.55	(2,993.95	)	—		—	—		0	MJSD	—	—		12222015	12212020
52349HAM5	LEE CNTY FLA HSG FIN AUTH SING MUNITAX B		1	150,543	150,511.5	150,000	150,000	511.5		—		—	—		7.02	JD	877.5	11,583		6152001	12012017
52349HAN3	LEE CNTY FLA HSG FIN AUTH SING MUNITAX B		1	190,524.4	190,554.8	190,000	190,000	554.8		—		—	—		7.27	JD	1,151.08	14,540		6152001	12012021
G54404AK7	LEGAL & GEN GRP PLC LOCAL BND	D	1	1,611,530.25	1,520,873.19	1,000,000	1,570,887.36	(50,014.17	)	(40,642.89	)	—	(38,975.97	)	6.385	MN	15,423.35	75,647.19		1162015	12312049
854403AC6	LELAND STANFORD JR UNIV CALIF MUNI BND R			4,157,579	4,038,883.14	3,700,000	4,037,012.07	1,871.07		(96,952.98	)	—	—		4.75	MN	29,291.67	175,750		9302014	5012019
BRSLAZMP6	LESLIES POOLMART, INC. SENIOR SECURED TE		2	2,243,536.6	2,200,435.08	2,251,660.35	2,246,412.37	(45,977.29	)	1,461.54		—	—		0	MJSD	—	97,648.93		12022013	10162019
BRSK5UM00	LEVEL 3 FINANCING INC SENIOR SECURED TER		2	962,682.64	969,873.9	970,000	965,006.44	4,867.46		1,388.87		—	—		0	MJSD	—	38,693.69		4302014	8012019
BRSHY9H24	LINDE AG SENIOR CORP BND EMTN	F		2,990,820	2,987,490	3,000,000	2,995,700.67	(8,210.67	)	1,823.73		—	—		1.5	APR	31,625	45,000		4102013	4182018
BRSK7RBA5	LIVE NATION ENTERTAINMENT INC SENIOR SEC		2	1,506,419.52	1,505,003.49	1,506,419.52	1,506,419.52	(1,416.03	)	—		—	—		0	FMAN	—	65,648.96		8262013	8172020
BRSLUXX69	LLOYDS BANK PLC CORP BND EMTN	D		1,138,043.7	1,024,350.26	695,000	1,139,105.3	(114,755.04	)	600.43		—	(115,306.71	)	0.829	JAJO	1,838.82	10,502.25		1072014	1162017
G4S15PP89	LLOYDS BANK PLC CORP BND EMTN	D	1	1,145,701.13	1,006,990.35	630,000	1,064,171.44	(57,181.09	)	(76,552.67	)	—	(65,169.95	)	10.75	DEC	4,363.72	106,528.04		12042014	12162021
G5577Y5Y2	LLYODS TSB BANK PLC - LT GTD SENIOR LOCA	D		2,389,915.16	2,214,163.03	1,490,000	2,395,232.45	(181,069.42	)	1,393.16		—	(200,281.78	)	1.5	MAY	21,961.11	52,076.83		11132013	5022017
50208XAA0	LMC_15-CRE1 SENIOR CMBS 15-CRE1 A 144A		2	4,000,000	3,933,324.8	4,000,000	4,000,000	(66,675.2	)	—		—	—		2.168	MON	2,408.33	68,339.88		1282015	2222032
539830BE8	LOCKHEED MARTIN CORPORATION SENIOR CORP		1	774,387.75	744,936.12	775,000	774,442.66	(29,506.54	)	54.91		—	—		2.9	MS	7,491.67	10,925.35		3032015	3012025
539830BJ7	LOCKHEED MARTIN CORPORATION SENIOR CORP			2,527,319.8	2,523,290.32	2,530,000	2,527,413.26	(4,122.94	)	93.46		—	—		1.85	MN	4,940.54	—		11172015	11232018
G29330DW7	LONDON POWER NETWORKS PLC LOCAL BND	D		2,196,369.7	1,906,839.71	1,250,000	2,086,853.92	(180,014.21	)	(78,548.87	)	—	(182,196.32	)	5.375	NOV	13,798.93	112,612.49		11272014	11112016
542799AC5	LONGPOINT RE III LTD CORP BND 144A	F	1	1,750,000	1,769,600	1,750,000	1,750,000	19,600		—		—	—		3.75	FMAN	8,385.42	33,728.79		5072015	5232018
BRSSM4ZS7	LONGVIEW POWER SENIOR SECURED TERM NOTES		1	1,146,240	1,013,090.91	1,157,818.18	1,147,581.19	(134,490.28	)	1,399.37		—	—		0	MJSD	—	54,265.7		4082015	4132021
546398PF9	LOUISIANA PUB FACS AUTH REV MUNI BND REV		1	1,443,685.5	1,409,508	1,395,000	1,409,161.38	346.62		(27,710.29	)	—	—		5	JJ	34,875	69,750		10202006	7012018
546415S50	LOUISIANA STATE OF MUNITAX BND GO			4,779,355	4,782,585	4,750,000	4,771,258.58	11,326.42		(8,096.42	)	—	—		1.5	FA	29,687.5	28,104.17		3042015	2012018
BRSXC27R4	LPL HOLDINGS INC TL SENIOR SECURED TERM			1,226,961.01	1,240,903.74	1,239,354.55	1,227,096.73	13,807.01		135.72		—	—		0	MJSD	—	—		11182015	11212022
54910DAA5	LSTRZ_15-6 WHOLE CMO 15-6 A 144A		2	893,204.42	885,673.62	902,022.78	894,301.85	(8,628.23	)	2,055.27		—	—		2.244	MON	1,742.81	11,206.71		5202015	5012020
502441AA6	LVMH MOET HENNESSY LOUIS VUITT SENIOR CO	F		3,041,246.5	3,053,268.92	3,050,000	3,047,311.07	5,957.85		1,765.13		—	—		1.625	JD	275.34	49,562.52		6262012	6292017
54008PAA1	LWCLO_14-1A ABS _14-1A-A1 144A	F	2	498,500	497,027.15	500,000	498,988.32	(1,961.17	)	488.32		—	—		1.69	JAJO	1,572.55	6,989.1		12302014	1252024
575718AC5	MA INSTITUTE OF TECH CORP BND			1,018,330	1,007,146	1,000,000	1,013,818.37	(6,672.37	)	(3,804.9	)	—	—		2.051	JJ	10,255	15,496.44		10212014	7012019
BRSJFJJX9	MACDERMID INCORPORATED SENIOR SECURED TE		2	1,929,494.75	1,880,646.04	1,935,059.92	1,931,266.25	(50,620.21	)	892.53		—	—		0	FMAN	—	83,440.36		8042014	6072020
55608PAA2	MACQUARIE BANK LTD CORP BND 144A	F		5,996,040	6,215,022	6,000,000	5,999,008.9	216,013.1		824.43		—	—		5	FA	107,500	300,000		9292015	2222017
56040PAT5	MAINE EDL LN AUTH MUNI BND REV			2,484,643.7	2,431,012.2	2,230,000	2,410,938.33	20,073.87		(85,342.87	)	—	—		5.5	JD	10,220.84	128,395.97		9032014	12012018
560427KM7	MAINE HEALTH & HIGHER EDL FACS MUNI BND		1	155,637.05	155,644.8	155,000	154,999.66	645.14		(0.34	)	—	—		5.25	JJ	4,068.75	9,187.5		7312010	7012021
562013AA0	MANATEE RE LTD CORP BND 144A	F		680,000	683,196	680,000	680,000	3,196		—		—	—		0	MJSD	—	26,220.54		3232015	12222017
563469TU9	MANITOBA PROVINCE OF CORP BND	A		10,161,200	10,008,379	10,000,000	10,053,633.71	(45,254.71	)	(42,302.98	)	—	—		1.3	AO	31,777.78	130,000		6062013	4032017
563469TZ8	MANITOBA PROVINCE OF CORP BND	A		2,977,080	2,972,430.03	3,000,000	2,977,432.08	(5,002.05	)	352.08		—	—		1.125	JD	2,812.5	(1,593.75	)	12152015	6012018
55279HAF7	MANUFACTURERS AND TRADERS TRUS SENIOR CO		1	7,797,036	7,757,708.57	7,800,000	7,798,438.15	(40,729.58	)	980.11		—	—		1.4	JJ	47,320.01	109,200		7222014	7252017
BRSX2BJ50	MARCO INC SENIOR SECURED TERM LOAN			3,668,763.1	3,641,247.38	3,668,763.1	3,668,763.1	(27,515.72	)	—		���	—		0	MJSD	—	36,687.63		10302015	10302020

BRSX2BJB7	MARCO INC SENIOR SECURED TERM LOAN			357,541.35	354,859.79	357,541.35	357,541.35	(2,681.56	)	—		—	—	0	MJSD	—	19,178.08		10302015	10302020
BRSX2BJ84	MARCO INC SENIOR SECURED TERM NOTES			1,222,921.03	1,213,749.12	1,222,921.03	1,222,921.03	(9,171.91	)	—		—	—	0	MJSD	—	—		10302015	10302020
570850KA4	MARLBORO TWP N J BRD ED MUNITAX BND GO			1,492,545	1,497,825	1,500,000	1,494,966.31	2,858.69		1,927.93		—	—	1.526	JJ	10,554.83	22,890		3062013	7152018
574218A86	MARYLAND ST HEALTH & HIGHER ED MUNITAX B			400,000	397,512	400,000	400,000	(2,488	)	—		—	—	2.079	JJ	1,593.9	—		10092015	7012021
57586NWY3	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND		1	1,545,000	1,545,787.95	1,545,000	1,545,000	787.95		—		—	—	1.85	JD	2,381.87	21,403.48		3182015	6012018
57587ABR8	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND			497,465	503,980	500,000	498,055.76	5,924.24		464.39		—	—	2.608	JD	1,086.67	13,040		2262014	12012019
576049CK4	MASSACHUSETTS ST WTR RES AUTH MUNI BND R		2	1,970,647.7	1,890,195.75	1,735,000	1,912,700.36	(22,504.61	)	(104,648.72	)	—	—	6.5	JJ	52,001.81	142,025		10292008	7152019
55274QAD7	MASTR_06-2 RMBS_06-2-1A4		2	702,168.01	689,470.1	727,665.4	702,168.01	(12,697.91	)	(3,119.34	)	—	—	6	MON	3,638.33	47,081.18		12312009	6252036
58768LAB9	MBALT_15-A ABS 2015-A A2A		2	2,564,222.58	2,563,525.95	2,564,325.51	2,564,275.95	(750	)	199.6		—	—	0.78	MON	888.97	29,606.91		6012015	2152017
BRSJD2Z02	MCC IOWA LLC SENIOR SECURED TERM LOAN		2	3,644,182.54	3,591,815.64	3,644,182.54	3,644,182.54	(52,366.9	)	—		—	—	0	FMAN	—	102,930.95		10012015	1292021
58013MEE0	MCDONALDS CORP CORP BND			3,004,204	2,998,188.37	2,800,000	3,000,731.3	(2,542.93	)	(3,472.7	)	—	—	5.35	MS	49,933.33	(44,523.89	)	12152015	3012018
58013MEW0	MCDONALDS CORP SENIOR CORP BND			1,325,598.75	1,325,202.8	1,325,000	1,325,586.4	(383.6	)	(3.27	)	—	—	2.1	JD	1,700.42	1,225		12032015	12072018
58013MEX8	MCDONALDS CORP SENIOR CORP BND		1	1,996,300	2,001,766.96	2,000,000	1,996,343.66	5,423.3		43.66		—	—	2.75	JD	3,361.11	—		12022015	12092020
55279EAE7	MCFCL_13-1A MEZZANIN ABS_13-1A C 144A		2	249,750	246,404.9	250,000	249,785.5	(3,380.6	)	35.5		—	—	3.867	JAJO	1,960.43	4,018.65		5192015	4202023
580645AM1	MCGRAW-HILL COMPANIES INC (THE SR CORP B			69,926.84	70,310.05	70,000	69,928.1	381.95		1.26		—	—	2.5	FA	646.53	(583.33	)	12182015	8152018
56577AAC6	MCLO_14-7A ABS _14-7A-A2 144A	F	2	3,976,000	3,894,894	4,000,000	3,979,613.78	(84,719.78	)	3,263.61		—	—	2.973	JAJO	21,472.75	110,832.19		10302014	10282025
585055BQ8	MEDTRONIC INC MEDTRONIC INC			7,498,554.04	7,487,896.14	7,500,000	7,498,879.14	(10,983	)	325.1		—	—	1.5	MS	33,125.01	2,595.83		11242015	3152018
585055BS4	MEDTRONIC INC MEDTRONIC INC			777,493.21	757,299.16	750,000	776,665.68	(19,366.52	)	(827.53	)	—	—	3.5	MS	7,729.17	947.92		9022015	3152025
585055BA3	MEDTRONIC INC SENIOR CORP BND			3,444,825	3,434,827.28	3,450,000	3,447,635.63	(12,808.35	)	1,026.56		—	—	1.375	AO	11,859.39	47,437.5		3192013	4012018
585055BB1	MEDTRONIC INC SENIOR CORP BND			2,996,910	2,980,902.6	3,000,000	2,998,800.74	(17,898.14	)	1,123.71		—	—	0.875	FA	9,041.67	30,199.65		2202014	2272017
58933YAG0	MERCK & CO INC SENIOR CORP BND			5,236,908.45	5,233,615.1	5,255,000	5,244,656.87	(11,041.77	)	4,283.63		—	—	1.3	MN	8,159.85	75,732.22		7172015	5182018
58933YAS4	MERCK & CO INC SENIOR CORP BND			1,592,567.45	1,583,691.83	1,595,000	1,592,946.62	(9,254.79	)	386.73		—	—	1.85	FA	11,557.11	13,728.28		5122015	2102020
59012UAA3	MERNA REINSURANCE LTD CORP BND 144A	F		4,750,000	4,732,425	4,750,000	4,750,000	(17,575	)	—		—	—	2.26	MJSD	596.39	79,117.84		3162015	4092018
59022CCS0	MERRILL LYNCH & CO. INC. CORP BND			1,943,287.5	1,827,028	1,750,000	1,842,137.14	(15,109.14	)	(72,106.99	)	—	—	5.7	MN	16,347.92	136,800		6262014	5022017
59261EAE9	METROPOLITAN TRANS AUTH N Y MUNITAX BND			16,629,940	16,627,023.4	16,645,000	16,633,803.56	(6,780.16	)	3,065		—	—	1.848	JJ	153,799.8	270,858.55		9232014	7012019
BRSGGZLV9	MGM RESORTS INTERNATIONAL SENIOR SECURED		2	2,282,092.23	2,277,887.21	2,304,772.37	2,285,068.04	(7,180.83	)	1,559.45		—	—	0	MJSD	—	45,596		10192015	12202019
62405QAJ2	MHAWK_13-1A ABS_13-1A C	F	2	1,203,125	1,172,855	1,250,000	1,210,195.11	(37,340.11	)	7,070.11		—	—	3.037	JAJO	7,698.33	25,477.33		2112015	1202024
59334DHN7	MIAMI DADE CNTY FLA MUNI BND REV		1	1,146,570	1,167,630	1,000,000	1,128,503.86	39,126.14		(14,431.89	)	—	—	5	AO	12,500	50,000		9172013	10012028
BRSH5BNL2	MICHAELS STORES INC SENIOR SECURED TERM		2	4,431,178.04	4,397,944.2	4,431,178.04	4,431,178.04	(33,233.84	)	—		—	—	0	JAJO	—	158,006.47		10012015	1282020
BRSNLD7H4	MICHAELS STORES INC SENIOR SECURED TERM		2	431,413.46	431,593.41	433,581.38	431,988.87	(395.46	)	845.48		—	—	0	MJSD	—	23,940.15		6062014	1282020
594615DN3	MICHIGAN ST BLDG AUTH MUNI BND REV			415,003.58	411,414.6	380,000	412,249.43	(834.83	)	(2,754.15	)	—	—	5.5	AO	4,412.22	(1,219.17	)	10302015	10152017
594615DS2	MICHIGAN ST BLDG AUTH MUNI BND REV			2,854,055.07	2,831,643.6	2,620,000	2,835,658.8	(4,015.2	)	(18,396.27	)	—	—	5.5	AO	30,421.11	(8,405.83	)	10302015	10152017
5946103D7	MICHIGAN STATE OF MUNI BND GO		1	2,308,400	2,225,360	2,000,000	2,215,573.22	9,786.78		(74,099.34	)	—	—	5.25	MN	17,500	105,000		10292008	11012022
5946106P7	MICHIGAN STATE OF MUNI BND GO			1,652,295	1,609,755	1,500,000	1,629,226.57	(19,471.57	)	(23,068.43	)	—	—	3.99	MN	9,975	32,474.17		4142015	11012019

BRSY0Y6K1	MICROSEMI CORPORATION SECURED TERM NOTES		1	2,264,697.6	2,298,551.34	2,334,739.8	2,264,697.6	33,853.74		—		—	—		0	MJSD	—	—	12172015	12172022
594918AS3	MICROSOFT CORP SENIOR CORP BND			2,093,680.15	2,077,040.84	2,095,000	2,094,375.67	(17,334.83	)	262.98		—	—		1	MN	3,491.67	20,950	4252013	5012018
594918AV6	MICROSOFT CORP SENIOR CORP BND			646,249.5	652,236.66	650,000	647,763.74	4,472.92		737.58		—	—		1.625	JD	733.51	10,562.5	12032013	12062018
594918BA1	MICROSOFT CORP SENIOR CORP BND		1	2,099,307	2,082,106.45	2,100,000	2,099,398.29	(17,291.84	)	91.29		—	—		2.375	FA	19,257.29	21,612.5	3032015	2122022
594918BF0	MICROSOFT CORP SENIOR CORP BND			9,976,728	9,940,004.45	9,980,000	9,976,901.77	(36,897.32	)	184.5		—	—		1.3	MN	20,902.56	2,047.5	10302015	11032018
595620AJ4	MIDAMERICAN ENERGY CO SECURED CORP BND		1	839,529.6	843,758.57	840,000	839,717.27	4,041.3		83.8		—	—		2.4	MS	5,936	20,160	9122013	3152019
BRSKQD5K0	MISSION BROADCASTING INC. SECURED TERM L		2	1,425,736.97	1,419,798.78	1,425,736.97	1,425,736.97	(5,938.19	)	—		—	—		0	MJSD	—	49,988.01	12172013	10012020
60636YGX3	MISSOURI ST HSG DEV COMMN MUNITAX BND RE			351,792	349,741	350,000	350,985.24	(1,244.24	)	(646.59	)	—	—		1.45	JJ	2,537.5	5,075	10172012	7012017
60636YGY1	MISSOURI ST HSG DEV COMMN MUNITAX BND RE			552,601.5	549,246.5	550,000	551,617.8	(2,371.3	)	(790.35	)	—	—		1.7	JJ	4,675	9,350	10172012	1012018
60687VAE5	MLCFC CMBS_06-3 A4		2	5,271,049.96	4,993,886	4,927,318.03	5,006,652.9	(12,766.9	)	(215,070.46	)	—	—		5.414	MON	22,230.41	287,362.73	8142014	7122046
60687VAF2	MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A		2	2,445,435.72	2,314,005.1	2,284,286.47	2,330,438.74	(16,433.64	)	(94,994.94	)	—	—		5.409	MON	10,296.42	127,276.62	9252014	7122046
BRSHTM755	MONEYGRAM INTL INC SENIOR SEC TERM NOTES		1	2,568,024	2,381,919.18	2,596,097.19	2,575,261.17	(193,341.99	)	4,866.33		—	—		0	MJSD	—	112,582.73	7152014	3272020
BRSSLXJH6	MONITRON INTL SENIOR SECURED TERM NOTES			480,395.48	461,083.1	482,809.53	480,642	(19,558.9	)	264.76		—	—		0	MJSD	—	15,767.93	4022015	4082022
61763KBA1	MORGAN STANLEY BAML TRUST MSBA SENIOR CM		2	1,012,640.62	1,000,872.53	950,000	1,009,811.42	(8,938.89	)	(2,829.2	)	—	—		4.051	MON	3,207.03	12,828.12	7302015	4152047
61754JAF5	MORGAN STANLEY CAPITAL I CMBS 07-T27 A4		2	3,316,676.16	3,083,065.35	2,950,923.1	3,068,510.77	14,554.58		(174,110.52	)	—	—		5.645	MON	13,881.24	217,562.36	4112014	6112042
61761JQK8	MORGAN STANLEY CAPSEC CORP BND		1	7,295,765	7,032,500	7,250,000	7,284,255.71	(251,755.71	)	(9,004.44	)	—	—		5.45	JJ	182,196.53	409,166.32	1132015	12292049
61747WAL3	MORGAN STANLEY CORP BND			2,254,140	2,227,661.6	2,000,000	2,234,507.75	(6,846.15	)	(19,632.25	)	—	—		5.5	JJ	46,750	9,777.77	6232015	7282021
U6176TBG2	MORGAN STANLEY CORP BND	O		1,198,165.7	1,080,724.28	700,000	1,150,469.22	(69,744.94	)	(44,460.37	)	—	(71,245.33	)	5.75	FEB	52,173.04	63,240.8	12032014	2142017
6174466Q7	MORGAN STANLEY CORP BND MTN			281,282.5	274,118.42	250,000	276,032.63	(1,914.21	)	(5,249.87	)	—	—		6.625	AO	4,140.63	3,542.53	7092015	4012018
617474AA9	MORGAN STANLEY CORP BND X		1	2,400,000	2,382,000	2,400,000	2,400,000	(18,000	)	—		—	—		5.55	JJ	61,420	42,920	12232015	1019999
6174467U7	MORGAN STANLEY SENIOR CORP BND			2,997,870	3,002,701.95	3,000,000	2,998,986.2	3,715.75		422.54		—	—		2.125	AO	11,687.5	63,750	4222013	4252018
6174468B8	MORGAN STANLEY SENIOR CORP BND			989,237.7	985,962.87	990,000	989,356.81	(3,393.94	)	119.11		—	—		2.2	JD	1,452	10,829.5	6032015	12072018
61747YDT9	MORGAN STANLEY SENIOR CORP BND			2,192,640	2,071,558	2,000,000	2,059,412.79	12,145.21		(47,349	)	—	—		4.75	MS	26,125	95,000	2132013	3222017
61747YDW2	MORGAN STANLEY SENIOR CORP BND			8,927,076	8,862,252.16	8,900,000	8,923,204.26	(60,952.1	)	(3,871.74	)	—	—		2.65	JJ	100,891.38	82,922.92	12102015	1272020
61761JB32	MORGAN STANLEY SENIOR CORP BND			5,048,934	5,059,061.08	5,055,000	5,049,553.47	9,507.61		619.47		—	—		2.8	JD	5,897.49	70,770	12232015	6162020
61761JVM8	MORGAN STANLEY SENIOR CORP BND			4,859,745.8	4,852,646.35	4,865,000	4,861,566.12	(8,919.77	)	1,727.35		—	—		1.875	JJ	44,595.83	53,210.94	12232015	1052018
61761JVN6	MORGAN STANLEY SENIOR CORP BND			850,000	849,302.99	850,000	850,000	(697.01	)	—		—	—		1.064	JAJO	2,210.76	35,610.97	12022014	1052018
6174467X1	MORGAN STANLEY SUB CORP BND			2,220,320	2,115,824.9	2,000,000	2,208,045.99	(92,221.09	)	(37,345.91	)	—	—		5	MN	10,277.78	322,500	4082015	11242025
6174824M3	MORGAN STANLEY SUB CORP BND			5,929,440	5,850,688.8	5,500,000	5,867,132.22	(16,443.42	)	(46,287.04	)	—	—		4.875	MN	44,687.5	268,125	8192014	11012022
BRSJV1000	MORGAN'S POINT LIMITED			3,000,000	3,000,000	3,000,000	3,000,000	—		—		—	—		6	JAN	24,657.53	—	11122015	1312016
BRSRP3A63	MOTOR_15 -1X ABS 2015-1X A2	D	2	1,736,923	1,661,493.13	1,130,000	1,736,923	(75,429.87	)	—		—	(71,416	)	0.985	MON	134.89	14,255.52	2202015	6252022
BRSMMQ6V6	MPH ACQUISITION HOLDINGS LLC SENIOR SECU		2	815,512.71	797,800.34	817,556.59	816,024.6	(18,224.26	)	576.12		—	—		0	MJSD	—	33,393.9	3212014	3312021
61746REV9	MSAC ABS 04-H1		2	941,018.19	906,916.28	939,550.15	940,415.12	(33,498.84	)	(19.37	)	—	—		1.162	MON	121.26	8,876.23	3232006	1252034
61763MAB6	MSBAM_14-C16 SENIOR CMBS_14-C16 A2		2	1,905,424.71	1,880,180.72	1,850,000	1,888,702.22	(8,521.5	)	(10,708.08	)	—	—		2.849	MON	4,392.21	52,706.52	6052014	6152047

61763UAV4	MSBAM_14-C17 SUPSEN SENIOR CMBS 14-C17-A		2	5,109,769.53	5,022,019.34	4,900,000	5,071,435.54	(49,416.2	)	(48,629.86	)	—	—	3.119	MON	12,735.92	176,899.29	9222015	8152047
61764PBR2	MSBAM_14-C19 PRELCF SENIOR CMBS_14-C19-A		2	6,063,823.92	6,009,398.48	5,866,000	6,023,098.56	(13,700.08	)	(40,458.76	)	—	—	3.101	MON	15,158.72	171,654.14	12092014	12152047
61764RBF4	MSBAM_15-C20 SENIOR CMBS 15-C20 A4		2	5,149,631	4,923,626	5,000,000	5,136,798.27	(213,172.27	)	(12,832.73	)	—	—	3.249	MON	13,537.5	136,277.5	1232015	2152048
61765LAR1	MSBAM_15-C24 SUPSEN SENIOR CMBS 15-C24 A		2	4,480,472.6	4,455,008.13	4,350,000	4,469,934.16	(14,926.03	)	(10,538.44	)	—	—	3.088	MON	11,194	43,283.47	7242015	5152048
61690VAZ1	MSBAM_15-C26 LCF SENIOR CMBS 15-C26		2	978,475.21	950,233.8	950,000	978,123.97	(27,890.17	)	(351.24	)	—	—	3.531	MON	1,490.87	1,770.41	10282015	11152048
61751XAE0	MSC CMBS 07-T25 A3		2	4,112,021.15	3,815,376.95	3,736,316.6	3,854,092.37	(38,715.42	)	(229,824.05	)	—	—	5.514	MON	17,168.38	311,793.69	5222014	11122049
61751NAF9	MSC_07-HQ11 CMBS 07-HQ11 A4		2	4,409,912.9	4,106,180.81	4,015,000	4,145,747.22	(39,566.41	)	(224,262.7	)	—	—	5.447	MON	18,224.76	289,948.82	5282014	2122044
BRSVV6ED1	MSHC INC SENIOR SECURED TERM LOAN			1,699,951.51	1,678,702.12	1,699,951.51	1,699,951.51	(21,249.39	)	—		—	—	0	MJSD	—	22,038.04	9012015	12312049
BRSTB10K8	MSHC INC SENIOR SECURED TERM NOTES			2,096,512.38	2,070,305.98	2,096,512.38	2,096,512.38	(26,206.4	)	—		—	—	0	MJSD	—	65,673.64	5112015	9302018
61745MVW0	MSM_04-1 MSM_04-1		2	132,936.91	132,003.55	130,023.08	131,895.03	108.52		(3,009.71	)	—	—	5	MON	541.76	9,298.96	3092006	11252018
61759LAA6	MSRR CMBS_10-GG10 A4A 144A		2	651,661.51	622,457.58	606,571.46	631,915.44	(9,457.86	)	(154,333.91	)	—	—	5.794	MON	2,928.98	278,374.28	1062015	8152045
61974QAC0	MTL6_15 LCF SEN CMBS 15 MT6 A2A2 144A		2	1,500,000	1,486,403.85	1,500,000	1,500,000	(13,596.15	)	—		—	—	2.605	MON	3,256.26	26,918.42	2262015	2052030
BRSQGX3A8	MUELLER WATER PRODUCTS INC SENIOR SECURE		2	480,363.89	483,376.4	482,777.76	480,700.56	2,675.84		407.86		—	—	0	MJSD	—	20,702.52	11192014	11242021
62983QAF0	NAKAMA RE LTD SENIOR CORP BND 144A	F		14,250,000	14,259,975	14,250,000	14,250,000	9,975		—		—	—	0	JAJO	—	—	12142015	1142021
62983QAG8	NAKAMA RE LTD SENIOR CORP BND 144A	F		500,000	500,050	500,000	500,000	50		—		—	—	0	JAJO	—	—	12142015	1142021
62983QAD5	NAKAMA RE LTD UNSEC CORP BND 144A	F		1,000,000	996,100	1,000,000	1,000,000	(3,900	)	—		—	—	2.14	JAJO	5,468.89	16,884.11	12122014	1162019
62983QAE3	NAKAMA RE LTD UNSEC CORP BND 144A	F		1,250,000	1,245,312.5	1,250,000	1,250,000	(4,687.5	)	—		—	—	2.875	JAJO	9,184.03	28,550.43	12122014	1162020
63254AAB4	NATIONAL AUSTRALIA BANK LIMITE CORP BND			6,201,540	6,096,378	6,000,000	6,126,127.98	(29,749.98	)	(75,412.02	)	—	—	2.75	MS	51,333.33	66,458.34	4092015	3092017
63254AAK4	NATIONAL AUSTRALIA BANK LIMITE SENIOR CO			2,799,272	2,795,153.96	2,800,000	2,799,376.34	(4,222.38	)	104.34		—	—	1.875	JJ	23,041.67	—	7162015	7232018
6325C0CU3	NATIONAL AUSTRALIA BANK LTD SENIOR CORP	F		1,999,700	1,995,630.8	2,000,000	1,999,877.8	(4,247	)	99.57		—	—	1.25	MS	7,222.22	25,000	3112014	3172017
63307EAB3	NATIONAL BK OF CANADA CORP BND 144A	A		1,025,660	1,007,588	1,000,000	1,010,028.62	(2,440.62	)	(12,455.8	)	—	—	2.2	AO	4,400	22,000	10122011	10192016
63307A2C8	NATIONAL BK OF CANADA SENIOR CORP BND	A		2,498,325	2,499,578.27	2,500,000	2,498,351.74	1,226.53		26.74		—	—	2.1	JD	2,479.17	—	12072015	12142018
63307AAA3	NATIONAL BK OF CANADA SENIOR CORP BND MT	A	1	3,166,513	3,148,041.79	3,170,000	3,168,680.95	(20,639.16	)	698.22		—	—	1.45	MN	6,894.75	45,965	11022012	11072017
BRSJ6L8K4	NATIONAL CNEMDIA SENIOR SECURED TERM NOT		2	1,366,621.35	1,369,843.75	1,375,000	1,369,675.78	167.97		1,360.32		—	—	0	FMAN	—	41,012.42	10182013	11262019
63743HEG3	NATIONAL RURAL UTILITIES COOP			6,000,000	6,001,733.46	6,000,000	6,000,000	1,733.46		—		—	—	0.66	FMAN	3,624.93	32,183.47	5212013	5202016
637432MN2	NATIONAL RURAL UTILITIES COOP CORP BND			1,031,830	1,003,730.1	1,000,000	1,003,710.19	19.91		(22,389.42	)	—	—	3.05	MS	10,166.67	30,500	2142011	3012016
637432NB7	NATIONAL RURAL UTILITIES COOP SECURED CO		1	998,640	990,803.99	1,000,000	998,936.2	(8,132.21	)	261.16		—	—	2.3	MN	2,938.89	23,191.67	11042014	11152019
637432NC5	NATIONAL RURAL UTILITIES COOP SECURED CO		1	1,995,840	1,947,805.48	2,000,000	1,996,581.81	(48,776.33	)	741.81		—	—	2	JJ	17,111.11	20,000	12232015	1272020
637432MX0	NATIONAL RURAL UTILITIES COOP SENIOR COR		1	2,933,737.95	2,914,973.03	2,935,000	2,934,208.7	(19,235.67	)	245.55		—	—	2.15	FA	26,292.71	63,102.5	12232015	2012019
637432NF8	NATIONAL RURAL UTILITIES COOP SENIOR SEC		1	1,556,848.8	1,531,834.37	1,560,000	1,556,954.55	(25,120.18	)	105.75		—	—	2.3	MN	6,378.67	—	10202015	11012020
BRSWNA846	NAVEX GLOBAL INC SENIOR SECURED TERM LOA			7,406,297.23	7,256,675.06	7,481,108.31	7,408,493.83	(151,818.77	)	2,385.52		—	—	0	MJSD	—	6,966.44	10092015	8312022
63939EAB9	NAVSL_15-AA SENIOR ABS 15-AA A2A 144A		2	329,878.46	322,010.71	330,000	329,896.49	(7,885.78	)	18.03		—	—	2.65	MON	388.67	7,821.92	1132015	12152028
63946CAB4	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP			6,760,694.5	6,738,727.5	6,750,000	6,755,655.36	(16,927.86	)	(2,434.54	)	—	—	1.006	JAJO	14,705.43	64,811.09	5012014	4152018
62888XAC8	NCUA CMBS_10-C1 A-PT		2	1,899,973.96	1,907,241.1	1,903,748.11	1,903,229.37	4,011.73		1,550.73		—	—	2.65	MON	560.54	89,638.76	9072011	10292020

62889AAA1	NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A		2	982,534.58	979,940.69	982,534.58	982,534.58	(2,593.89	)	(0.22	)	—	—		0.545	MON	371.7	5,845.24	6102011	12072020
62888VAB4	NCUA GUARANTEED NOTES AGENCY CMO_10-R1 2		2	17,082.01	17,089.55	17,083.55	17,083.5	6.05		5.1		—	—		1.84	MON	23.58	1,434.57	9072011	10072020
62889GAA8	NCUA GUARANTEED NOTES CMO 11-R5 1A		2	233,948.17	233,986.54	233,948.17	233,948.17	38.37		10.7		—	—		0.656	MON	117.65	3,050.71	4082011	4062020
N6S779BG4	NEDERLANDSE WATERSCHAPSBANK NV CORP BND	F		2,398,152	2,400,720	2,400,000	2,399,850.07	869.93		1,196.43		—	—		0.75	MS	4,600	43,875	3192013	3292016
BRSMK3RL8	NEIMAN MARCUS GROUP INC. THE SENIOR SECU		2	2,457,457.73	2,186,665.8	2,462,406.04	2,458,549.32	(271,883.52	)	828.01		—	—		0	MJSD	—	106,627.23	7312014	10252020
BRSW6MLL6	NEPTUNE FINCO CORP SECURED TERM LOAN		1	2,976,648.35	3,022,929.94	3,021,978.02	2,977,644.3	45,285.64		995.95		—	—		0	MJSD	—	—	9252015	10092022
U64107AF9	NESTLE HLDGS, INC. CORP BND EMTN			1,013,000	992,239.99	1,000,000	1,004,624.09	(12,384.1	)	(3,103.49	)	—	—		1.375	JUN	7,256.94	13,750	4092013	6212017
64127WAJ2	NETWORK RAIL INFRA FIN SECURED CORP BND	D		3,470,915	3,474,449.9	3,500,000	3,484,705.4	(10,255.5	)	8,590.08		—	—		1	DEC	6,416.67	26,250	12302014	12072017
BRSH5LE30	NETWORK RAIL INFRA FIN UNSECURED CORP BN	F		2,340,423.68	2,211,878.05	1,500,000	2,338,277.02	(126,398.97	)	(2,140.8	)	—	(123,446.84	)	0.75	AO	1,510.14	23,340.75	5202014	10032017
64128QAE5	NEUB_14-18A MEZZANIN ABS 14-18A 144A	F	1	500,000	491,360	500,000	500,000	(8,640	)	—		—	—		3.512	FMAN	2,243.52	10,960.21	3262015	11142025
641423BM9	NEVADA POWER COMPANY SECURED CORP BND			950,936.4	867,960.16	860,000	868,584.25	(624.09	)	(41,963.59	)	—	—		5.95	MS	15,066.72	51,170	1082014	3152016
644682D29	NEW HAMPSHIRE ST MUNITAX BND GO			2,580,441	2,505,969.5	2,350,000	2,513,189.41	(7,219.91	)	(67,251.59	)	—	—		4.375	MS	34,270.83	58,831.6	2022015	3012018
645771XB7	NEW JERSEY BLDG AUTH MUNITAX BND REV			690,125.2	687,323.6	680,000	686,783.15	540.45		(2,675.84	)	—	—		2.303	JD	696.02	15,660.4	11152013	6152018
646136K83	NEW JERSEY ST TRANSN TR FD AUT MUNITAX B			5,050,000	4,904,055.06	5,050,000	5,050,000	(145,944.94	)	—		—	—		1.758	JD	3,945.73	88,779	9292015	12152018
64972HKE1	NEW YORK NY CITY TRANSITIONAL MUNI BND R		1	1,144,760	1,101,700	1,000,000	1,097,565.84	4,134.16		(37,712.36	)	—	—		5	JJ	23,055.56	50,000	10312008	7152019
64972HKH4	NEW YORK NY CITY TRANSITIONAL MUNI BND R		1	3,442,770	3,320,700	3,000,000	3,298,718.18	21,981.82		(115,139.02	)	—	—		5.25	JJ	72,625	157,500	10312008	7152022
64966F5S9	NEW YORK NY MUNI BND GO			20,092.4	20,094	20,000	20,000	94		(82.04	)	—	—		5.75	FA	479.17	1,364.83	7212014	8012016
64966KEB5	NEW YORK NY MUNI BND GO		1	5,804,500	5,986,300	5,000,000	5,695,458.86	290,841.14		(87,479.66	)	—	—		5	FA	104,166.67	250,000	9122013	8012028
649907XR8	NEW YORK ST DORM AUTH MUNI BND REV			3,053,370	3,043,710	3,000,000	3,037,705.37	6,004.63		(12,529.09	)	—	—		2.05	JD	5,125	61,500	12052013	12012018
649883XV2	NEW YORK ST MTG AGY MUNI BND REV		1	898,278.6	913,793	860,000	893,699.08	20,093.92		(53,186.61	)	—	—		4.45	AO	9,567.5	91,022.28	2132014	10012029
649791CH1	NEW YORK ST MUNITAX BND GO			811,747.5	792,405	750,000	796,423.82	(4,018.82	)	(15,323.68	)	—	—		4.09	MS	10,225	12,014.37	4072015	3012018
650035C48	NEW YORK ST URBAN DEV CORP MUNI BND REV		1	5,269,005	5,374,890	4,500,000	5,165,698.42	209,191.58		(84,277.84	)	—	—		5	MS	66,250	237,569.44	9112013	3152028
650035K72	NEW YORK ST URBAN DEV CORP MUNITAX BND R			11,437,620	11,401,368	11,400,000	11,426,786.82	(25,418.82	)	(10,833.18	)	—	—		1.44	MS	48,336	100,320	2022015	3152018
651229AP1	NEWELL RUBBERMAID INC SENIOR CORP BND		1	4,355,116.8	4,191,287.49	4,360,000	4,356,166.69	(164,879.2	)	960.97		—	—		2.875	JD	10,445.83	129,528.34	11142014	12012019
651229AR7	NEWELL RUBBERMAID INC SENIOR CORP BND			699,979	678,261.98	700,000	699,980.08	(21,718.1	)	1.08		—	—		2.15	AO	3,010	—	10142015	10152018
BRSKQ8AG4	NEXSTAR BROADCASTING GROUP INC NEXSTAR B		2	1,616,808.23	1,610,074.21	1,616,808.23	1,616,808.23	(6,734.02	)	—		—	—		0	MJSD	—	66,271.68	1312014	10012020
G65016AG5	NEXT PLC LOCAL BND	D		1,188,131.34	1,068,108.8	700,000	1,136,841.39	(68,732.59	)	(48,631.68	)	—	(69,144.24	)	5.875	OCT	13,414.6	64,539.52	12102014	10122016
62888UAA8	NGN_10-R2 AGENCY CMO_10-R2 1A		2	776,592.92	777,824.83	776,592.92	776,592.92	1,231.91		(0.01	)	—	—		0.794	MON	348.12	5,746.99	11102010	11062017
62888YAA0	NGN_11-R1 CMO_11-R1 IA		2	1,004,788.91	1,008,406.87	1,004,401.32	1,004,597.65	3,809.22		(92.17	)	—	—		0.726	MON	561.37	8,080.08	2142011	1082020
62889EAA3	NGN_11-R3 NGN_11-R3 1A		2	5,015,105.09	5,000,885.58	5,008,649	5,012,643.21	(11,757.63	)	(1,619.9	)	—	—		0.595	MON	1,819.68	32,964.1	6152012	3112020
62889FAA0	NGN_11-R4 CMO_11R4-1A		2	529,603.47	530,430.98	529,603.47	529,603.47	827.51		(37.51	)	—	—		0.649	MON	238.54	4,448.88	3252011	3062020
65477UAB6	NISSAN AUTO RECEIVABLES OWNER ABS_15-A A		2	514,659.9	514,139.35	514,685.84	514,675.1	(535.75	)	16.98		—	—		0.67	MON	153.26	2,466.88	4072015	9152017
645918S53	NJ ST EDA PENSION MUNITAX BND REV			1,985,660	2,010,840	2,000,000	1,991,734.06	19,105.94		4,837.61		—	—		1.651	MS	11,006.67	33,020	9192012	9012017
65474VAG6	NMOTR_13-A SENIOR ABS 13-A		2	1,680,000	1,680,000	1,680,000	1,680,000	—		—		—	—		0.631	MON	500.2	8,248.25	2202013	2152018

655044AH8	NOBLE ENERGY INC SENIOR CORP BND		1	2,733,399	2,395,279.16	2,700,000	2,731,481.1	(336,201.94	)	(1,917.9	)	—	—	3.9	MN	13,455	52,650	5122015	11152024
65504LAH0	NOBLE HOLDING INTERNATIONAL LT SENIOR CO	F		505,725	467,500	500,000	502,837.38	(35,337.38	)	(2,302.69	)	—	—	2.5	MS	3,680.56	12,500	2072012	3152017
BRSRG6TU3	NOMACORC SENIOR SECURED REVOLVE LOAN			292,500	288,843.75	292,500	292,500	(3,656.25	)	—		—	—	0	JAJO	—	14,437.5	4092015	1052020
BRSRG6UY3	NOMACORC SENIOR SECURED TERM LOAN			5,954,999.99	5,880,562.49	5,954,999.99	5,954,999.99	(74,437.5	)	—		—	—	0	JAJO	—	382,839.74	1092015	1052021
62951MAY6	NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO		2	603,289.19	607,486.96	597,131.27	602,232.66	5,254.3		(664.87	)	—	—	6.5	MON	3,234.46	39,016.86	10032007	2252035
65557CAM5	NORDEA BANK AB JR SUB CORP BND 144A	F	1	13,045,700	12,931,325	12,980,000	13,045,700	(114,375	)	—		—	—	5.5	MS	194,339.44	704,427.78	4142015	1019999
65557DAK7	NORDEA BANK AB SENIOR CORP BND	F		5,974,200	6,021,180	6,000,000	5,982,841.83	38,338.17		4,993.91		—	—	2.375	AO	34,437.5	142,500	3312014	4042019
65557CAR4	NORDEA BANK AB SENIOR CORP BND MTN 144A	F		798,096	796,439.57	800,000	798,200.68	(1,761.11	)	104.68		—	—	2.5	MS	5,777.77	—	9092015	9172020
65562QAW5	NORDIC INVESTMENT BANK CORP BND	F		2,980,170	3,032,700.12	3,000,000	2,983,493.89	49,206.23		2,650.14		—	—	2.25	MS	17,062.5	67,500	12052014	9302021
BRSSLFQA2	NORTEK INC SENIOR SECURED TERM NOTES			948,929.57	959,859.54	960,455.02	950,094.71	9,764.83		1,223.4		—	—	0	MJSD	—	13,311.25	4012015	10162020
666807BF8	NORTHROP GRUMMAN CORP SENIOR CORP BND			1,071,625.63	1,063,578.09	1,073,000	1,071,827.18	(8,249.09	)	201.55		—	—	1.75	JD	1,564.8	4,337.47	10082015	6012018
66989HAE8	NOVARTIS CAPITAL CORP SENIOR CORP BND			1,954,120	1,969,884.18	2,000,000	1,955,997.34	13,886.84		1,877.34		—	—	2.4	MS	13,333.34	1,600	9032015	9212022
BRSTJ1FE8	NOVELIS INC/GA SENIOR SECURED TERM NOTES		2	2,837,658.37	2,722,341.28	2,846,892.84	2,838,419.24	(116,077.96	)	819.8		—	—	0	FMAN	—	68,107.06	10012015	6022022
65251QAA9	NSCDN_14-1A ABS2014-1A A1 144A		2	2,500,000	2,469,358.5	2,500,000	2,500,000	(30,641.5	)	—		—	—	2.17	JAJO	10,096.06	41,978.55	12162014	1252027
BRSGCCH31	NSG HOLDINGS SENIOR SECURED TERM LOAN		2	1,514,126.3	1,493,673.01	1,524,156.13	1,518,455.32	(24,782.31	)	2,351.06		—	—	0	MJSD	—	60,771.12	10072013	12112019
65251PAC7	NSLP_14-1A ABS_14-1A B1 144A		2	487,100	485,711.9	500,000	487,508.74	(1,796.84	)	408.74		—	—	2.92	JAJO	2,717.13	—	10212015	7252025
654624AE5	NTT CORP SENIOR CORP BND	F		4,459,748.5	4,417,421.15	4,450,000	4,453,095.5	(35,674.35	)	(1,971.85	)	—	—	1.4	JJ	28,208.05	62,300	7232012	7182017
BRSUVAL12	NUMERICABLE US LLC SENIOR SECURED TERM N		1	523,469.39	503,462.1	524,781.34	523,536.21	(20,074.11	)	66.82		—	—	0	MJSD	—	3,848.4	7272015	7292022
65251KAG9	NWSTR_13-1A ABS 13-1A C 144A		2	250,000	248,095.4	250,000	250,000	(1,904.6	)	—		—	—	4.37	MJSD	333.78	6,056.96	5192015	9202023
65251TAC9	NWSTR_15-1A ABS_15-1A B 144A		1	2,000,000	1,958,662.4	2,000,000	2,000,000	(41,337.6	)	—		—	—	3.117	JAJO	12,641.78	36,877.29	3112015	1202027
65251TAE5	NWSTR_15-1A ABS_15-1A C 144A		1	1,000,000	978,656.6	1,000,000	1,000,000	(21,343.4	)	—		—	—	4.167	JAJO	8,450.05	24,680.31	3112015	1202027
N5945LAN5	NXP BV AND NXP FUNDING LLC SENIOR SECURE	F	1	1,978,738.17	1,989,205.05	1,993,690.85	1,978,925.91	10,279.14		187.74		—	—	0	MJSD	—	—	11052015	12072020
BRST0A6G3	NXTC_15-1A MEZZANIN ABS 15-1A 144A		2	1,000,000	969,100	1,000,000	1,000,000	(30,900	)	—		—	—	3.967	JAJO	7,933.3	22,599.06	4232015	4212027
674000AG9	OAKCL_14-1A ABS_14-1A B 144A	F	1	480,000	465,251.1	500,000	491,476.45	(26,225.35	)	11,476.45		—	—	3.209	FMAN	2,183.97	12,522.09	1262015	2132025
67389MAE1	OAKS_15-1 RMBS_15-1 A5 144A		2	1,399,059.3	1,382,100.93	1,396,440.98	1,398,844.5	(16,743.57	)	(334.78	)	—	—	3.5	MON	4,072.95	7,278.71	10062015	4252046
67400LAC2	OAKTA_14-A2 MEZZANIN ABS 14-A2-B 144A	F	2	3,930,000	3,905,361.6	4,000,000	3,940,057.81	(34,696.21	)	9,704.28		—	—	2.616	FMAN	13,370.67	96,199.48	12042014	11152025
67401DAC9	OAKTA_15-A1 MEZZANIN ABS_15-A1 B 144A	F	2	1,488,150	1,489,864.95	1,500,000	1,488,150	1,714.95		—		—	—	0	JAJO	—	—	12172015	10182027
674599CD5	OCCIDENTAL PETROLEUM CORPORATI SENIOR CO		1	494,780	493,039.55	500,000	496,683.05	(3,643.5	)	1,520.81		—	—	1.5	FA	2,833.33	7,500	6192012	2152018
67107KAC0	OCP_14-7A ABS_14-7A-A2A 144A	F	2	3,850,000	3,922,259.2	4,000,000	3,875,113.95	47,145.25		21,532.77		—	—	2.417	JAJO	19,605.77	86,251.24	10312014	10202026
67756AVS8	OHIO ST HIGHER EDL FAC REV MUNI BND REV		1	440,307	438,384.3	435,000	436,136.29	2,248.01		(3,345.64	)	—	—	4.375	MN	3,171.88	19,031.26	6152006	5012017
67756BXS4	OHIO ST MUNI BND REV		1	2,905,950	2,784,300	2,500,000	2,786,453.9	(2,153.9	)	(99,302.69	)	—	—	5.5	JD	11,458.33	145,520.83	3112009	12012024
677521HK5	OHIO ST MUNITAX BND GO			2,176,480	2,145,360	2,000,000	2,145,173.27	186.73		(31,306.73	)	—	—	3.911	FA	32,591.67	30,418.89	3062015	8012019
6824544G5	ONEIDA CNTY N Y MUNITAX BND GO			1,532,874	1,547,756	1,400,000	1,506,682.59	41,073.41		(21,045.68	)	—	—	5.387	FA	31,424.17	75,418	8042009	8012020
68268NAK9	ONEOK PARTNERS LP SENIOR CORP BND		1	3,686,877.75	3,483,405.33	3,665,000	3,683,499.25	(200,093.92	)	(3,808.73	)	—	—	3.2	MS	34,532.44	94,435.56	5282015	9152018

683234C55	ONTARIO PROVINCE OF CORP BND	A		4,903,430	4,870,158.95	4,900,000	4,902,653.81	(32,494.86	)	(776.19	)	—	—		1.2	FA	22,376.67	15,680		5052015	2142018
683235AA3	ONTARIO PROVINCE OF SENIOR CORP BND	A		8,097,420	8,066,880.48	8,000,000	8,073,250.99	(6,370.51	)	(15,314.56	)	—	—		2	MS	41,777.78	100,833.33		9172015	9272018
68323ABL7	ONTARIO PROVINCE OF SENIOR CORP BND	A		2,939,850	2,958,779.97	3,000,000	2,954,503.89	4,276.08		11,578.9		—	—		1.65	MS	12,925	49,500		9232014	9272019
68389XAN5	ORACLE CORPORATION SENIOR CORP BND			6,578,599.3	6,574,625.07	6,590,000	6,585,820.8	(11,195.73	)	3,301.68		—	—		1.2	AO	16,694.66	86,880		10182012	10152017
68389XAQ8	ORACLE CORPORATION SENIOR CORP BND			1,019,460	1,013,645.32	1,000,000	1,016,511.46	(2,866.14	)	(2,948.54	)	—	—		2.375	JJ	10,951.39	2,375		6042015	1152019
68389XAR6	ORACLE CORPORATION SENIOR CORP BND			2,350,000	2,351,856.55	2,350,000	2,350,000	1,856.55		—		—	—		0.901	JAJO	4,585.04	22,411.4		7092013	1152019
68389XAU9	ORACLE CORPORATION SENIOR CORP BND		1	1,098,436.5	1,063,215.76	1,050,000	1,094,571.73	(31,355.97	)	(3,864.77	)	—	—		3.4	JJ	17,155.84	12,098.34		3032015	7082024
F4113NCA5	ORANGE SA CORP BND	D		1,836,577.71	1,650,936.32	1,000,000	1,755,898.95	(104,962.63	)	(76,554.81	)	—	(102,706.52	)	8	DEC	3,865.97	100,826.32		10302015	12202017
BRSXEV4J9	ORG CHEMICAL MIDCO LLC SENIOR SECURED TE			225,000	224,437.5	225,000	225,000	(562.5	)	—		—	—		0	MJSD	—	11,250		11232015	10262020
BRSXEV5F6	ORG CHEMICAL MIDCO LLC SENIOR SECURED TE			5,250,000	5,236,875	5,250,000	5,250,000	(13,125	)	—		—	—		0	MJSD	—	26,250		11232015	10262020
BRSVBJ4B0	OSMOSE HOLDINGS INC SENIOR SECURED TERM			662,902.6	658,325.58	666,233.77	663,044.29	(4,718.71	)	150.04		—	—		0	MJSD	—	9,797.82		8182015	8222022
69144VAA1	OXFIN_14-1A ABS _14-1A-A 144A		1	2,750,000	2,723,050	2,750,000	2,750,000	(26,950	)	—		—	—		3.475	MON	4,247.22	95,562.48		11202014	12152022
70922PAE2	PA TURNPIKE-E MUNITAX BND REV			4,500,000	4,520,700	4,500,000	4,500,000	20,700		—		—	—		1.699	JD	6,371.25	76,455		9112014	12012018
69371RL79	PACCAR FINANCIAL CORP CORP BND MTN			3,850,000	3,852,302.3	3,850,000	3,850,000	2,302.3		—		—	—		1.052	MJSD	2,812.64	34,164.32		12032013	12062018
69371RM45	PACCAR FINANCIAL CORP SENIOR CORP BND			2,622,532.5	2,609,572.88	2,625,000	2,623,190.93	(13,618.05	)	658.43		—	—		1.45	MS	11,841.67	19,031.25		3032015	3092018
69371RM52	PACCAR FINANCIAL CORP SENIOR CORP BND MT			5,967,113	5,923,046.06	5,975,000	5,968,718.31	(45,672.25	)	1,605.31		—	—		1.4	MN	9,991.53	41,825		5112015	5182018
N6803F7R2	PACCAR FINANCIAL EUROPE BV SENIOR CORP B	D		1,146,123.81	1,079,887.04	735,000	1,146,240.13	(66,353.09	)	116.32		—	(64,578.35	)	1.513	MAY	9,717.91	(2,017.47	)	10302015	5292018
BRSJA8RE1	PACIFIC DRILLING SA SENIOR SECURED TERM	F	1	2,871,977.65	1,834,362.08	4,169,004.72	2,954,269.84	(1,119,907.76	)	84,804.28		—	—		0	MJSD	—	39,776.88		9252015	6032018
694308GL5	PACIFIC GAS AND ELECTRIC CO CORP BND			645,360.2	619,137.88	580,000	622,461.88	(3,324	)	(21,649.42	)	—	—		5.625	MN	2,809.38	32,625		12082014	11302017
BRSSM7M39	PACIFIC MERGER SUB INC SENIOR SECURED TE			737,448.77	709,036.61	741,154.54	737,781.43	(28,744.82	)	351.28		—	—		0	MJSD	—	24,524.98		4172015	4152022
695114CK2	PACIFICORP CORP BND			4,465,800	4,369,817.8	4,000,000	4,414,773.76	(44,955.96	)	(51,026.24	)	—	—		5.5	JJ	101,444.45	(16,500	)	8072015	1152019
69834LAA8	PANDA RE LTD CORP BND	F		15,000,000	14,998,500	15,000,000	15,000,000	(1,500	)	—		—	—		4.065	MJSD	3,387.71	317,533.32		6262015	6302018
693304AP2	PECO ENERGY CO SECURED CORP BND		1	359,969.3	357,667.96	370,000	360,583.47	(2,915.51	)	614.17		—	—		2.375	MS	2,587.43	1,586.63		7072015	9152022
705870AA1	PELICAN III RE LTD CORP BND	F		680,000	683,944	680,000	680,000	3,944		—		—	—		6	MJSD	2,720	27,001.49		4072015	4162018
BRSXBV296	PENAR_15-2X ABS_15-2X A1	F	2	8,155,294	8,155,294	8,170,000	8,156,078.95	(784.95	)	784.95		—	—		0.76	MON	2,069.73	3,880.87		11182015	5182019
BRSSG9JW2	PENARTH MASTER ISSUER PLC ABS 15-1X	F	2	2,246,692.5	2,246,625	2,250,000	2,246,839.66	(214.66	)	147.16		—	—		0.76	MON	665	898.87		11182015	3182019
709132AK0	PENNSYLVANIA ST HIGHER EDL FAC MUNI BND		1	868,208	835,416	800,000	837,598.37	(2,182.37	)	(24,506.94	)	—	—		5	JJ	20,000	40,000		2282007	7012018
70917N5C4	PENNSYLVANIA ST HIGHER EDL FAC MUNI BND		1	1,990,595.2	1,940,000	1,940,000	1,940,000	—		(33,699.23	)	—	—		5	JJ	48,500	97,000		6022005	7012018
70932JAA2	PENNUNION RE LTD SENIOR CORP BND 144A	F		1,250,000	1,246,187.5	1,250,000	1,250,000	(3,812.5	)	—		—	—		0	MJSD	—	9,375		10052015	12072018
709599AK0	PENSKE TRUCK LEASING CO SENIOR CORP BND			308,928	304,464.41	300,000	307,454.45	(2,990.04	)	(1,473.55	)	—	—		3.375	MS	2,981.25	1,546.87		7152015	3152018
709599AQ7	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	2,600,508.1	2,548,232.65	2,605,000	2,600,836.1	(52,603.45	)	290.15		—	—		2.5	JD	2,894.45	38,128.47		10212015	6152019
709599AS3	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	3,914,266.76	3,870,009.72	3,988,000	3,917,187.75	(47,178.03	)	2,920.99		—	—		3.375	FA	56,081.25	(19,244.62	)	9182015	2012022
709599AV6	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	1,454,812.05	1,446,173.36	1,465,000	1,454,893.06	(8,719.7	)	81.01		—	—		3.3	AO	6,580.3	(4,431.63	)	12102015	4012021
71338QAA4	PEPPERDINE UNIVERSITY SENIOR CORP BND			1,929,098.4	1,888,851.62	1,704,000	1,873,457.13	15,394.49		(44,605.09	)	—	—		5.45	FA	38,695	92,868		2022012	8012019

713448BJ6	PEPSICO INC CORP BND			264,146.85	251,032.41	215,000	249,496.4	1,536.01		(11,704.78	)	—	—	7.9	MN	2,830.83	16,985		10212008	11012018
713448CB2	PEPSICO INC SENIOR CORP BND			300,783	299,940.86	300,000	300,609.73	(668.87	)	(173.27	)	—	—	1.25	FA	1,437.5	312.5		7082015	8132017
713448CE6	PEPSICO INC SENIOR CORP BND			1,799,370	1,800,378	1,800,000	1,799,964.05	413.95		235.52		—	—	0.7	FA	4,375	12,600		2252013	2262016
713448CR7	PEPSICO INC SENIOR CORP BND			1,589,809.2	1,582,570.9	1,590,000	1,589,851.35	(7,280.45	)	42.15		—	—	1.25	AO	3,367.7	9,937.5		4272015	4302018
713448CW6	PEPSICO INC SENIOR CORP BND			2,999,040	2,995,093.68	3,000,000	2,999,257.27	(4,163.59	)	217.27		—	—	1.125	JJ	15,375	—		7142015	7172017
713448CX4	PEPSICO INC SENIOR CORP BND		1	999,810	1,021,178.51	1,000,000	999,821.19	21,357.32		19.79		—	—	3.1	JJ	14,122.22	10,850		7142015	7172022
714294AB1	PERRIGO CO LTD SENIOR CORP BND	F		699,493.02	694,498	700,000	699,793.47	(5,295.47	)	239.44		—	—	1.3	MN	1,339.72	9,100		10032014	11082016
BRSHD5L53	PETCO ANIMAL SUPPLIES INC SENIOR SECURED		2	1,296,431.85	1,336,824.37	1,338,624.82	1,319,850.55	16,973.82		9,768.93		—	—	0	MJSD	—	57,311.13		8012013	11242017
71647NAD1	PETROBRAS INT BRASPETRO BV			1,498,860	1,487,505	1,514,000	1,511,247.13	(23,742.13	)	8,318.68				1.99	FMAN	3,514.3	41,917.61		3212014	5202016
71647NAB5	PETROBRAS INT BRASPETRO BV SENIOR CORP B	F		3,676,024	2,784,250	3,700,000	3,686,688.94	(902,438.94	)	5,119.93		—	—	3	JJ	51,183.33	152,000		5132013	1152019
BRSTDEW07	PETSMART INC. SENIOR SECURED TERM LOAN		1	3,684,375	3,660,468.75	3,750,000	3,684,470.56	(24,001.81	)	95.56		—	—	0	MJSD	—	2,060.14		12172015	3112022
717081DF7	PFIZER INC SENIOR CORP BND			4,000,000	3,985,400.08	4,000,000	4,000,000	(14,599.92	)	—		—	—	0.812	MJSD	1,533.78	25,703.34		5282013	6152018
717081DG5	PFIZER INC SENIOR CORP BND			2,224,094.5	2,207,737.54	2,225,000	2,224,637.17	(16,899.63	)	189.62		—	—	1.5	JD	1,483.34	31,135.42		7152015	6152018
717081DL4	PFIZER INC SENIOR CORP BND			2,495,275	2,495,884.53	2,500,000	2,496,760.11	(875.58	)	916.77		—	—	2.1	MN	6,708.34	52,500		5122014	5152019
69331CAF5	PG&E CORP SENIOR CORP BND		1	500,605	498,470.35	500,000	500,441.04	(1,970.69	)	(132.88	)	—	—	2.4	MS	4,000	12,000		2242014	3012019
BRSUY9361	PHARMACEUTICAL PRODUCT DEV, IN SENIOR SE		1	1,681,030.63	1,638,388.49	1,689,060.3	1,681,415.64	(43,027.15	)	423.28		—	—	0	MJSD	—	25,004.52		8062015	8182022
71722TAF1	PHEAA_04-1 ABS_04-1-A2		2	452,730	494,645	500,000	482,823.07	11,821.93		6,705.1		—	—	1.697	MON	348.7	6,164.03		3092010	4252044
71722TAG9	PHEAA_04-1 ABS_04-1-A3		2	1,177,098	1,278,589	1,300,000	1,239,348.56	39,240.44		13,675.68		—	—	1.832	MON	520.57	16,059.51		3092010	4252044
718172AA7	PHILIP MORRIS INTERNATIONAL IN CORP BND			215,716.6	212,733.9	195,000	213,160.99	(427.09	)	(2,555.61	)	—	—	5.65	MN	1,377.19	2,380.85		9222015	5162018
718172AL3	PHILIP MORRIS INTERNATIONAL IN CORP BND			1,285,262.5	1,253,296.85	1,250,000	1,281,614.92	(28,318.07	)	(3,647.58	)	—	—	2.9	MN	4,631.94	22,052.08		3312015	11152021
718172AS8	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			1,752,765	1,745,547.97	1,750,000	1,752,572.9	(7,024.93	)	(192.1	)	—	—	1.125	FA	7,109.38	(4,648.44	)	11102015	8212017
718172BN8	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			3,325,728.7	3,333,027.08	3,335,000	3,329,220.77	3,806.31		3,055.25		—	—	1.25	MN	6,021.53	41,571.71		11032014	11092017
718172BP3	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			1,705,690.8	1,709,120.55	1,710,000	1,706,519.44	2,601.11		828.64		—	—	1.25	FA	8,312.5	—		8042015	8112017
BRSSJC1F8	PHILLIPS & TEMRO INDUSTRIES IN SENIOR SE			3,323,463.11	3,273,611.16	3,323,463.11	3,323,463.11	(49,851.95	)	—		—	—	0	MJSD	—	189,259.45		3272015	3122021
718546AJ3	PHILLIPS 66 CORP BND			1,674,798.35	1,697,309.33	1,675,000	1,674,949.01	22,360.32		36.96		—	—	2.95	MN	8,235.42	49,412.5		1242013	5012017
71884AXW4	PHOENIX ARIZ CIVIC IMPT CORP MUNITAX BND			2,000,000	1,969,100	2,000,000	2,000,000	(30,900	)	—		—	—	2.001	JJ	25,457.17	—		4222015	7012020
BRSTH5E10	PHYSIO-CONTROL INTERNATIONAL I SENIOR SE			2,699,216.36	2,672,828.59	2,716,979.51	2,700,337.5	(27,508.91	)	1,121.14		—	—	0	MJSD	—	40,979.16		10012015	6062022
BRSU0R0P9	PHYSIOTHERAPY ASSOCIATES HOLDI SENIOR SE			1,025,068.68	1,022,493.13	1,030,219.78	1,025,068.68	(2,575.55	)	—		—	—	0	MJSD	—	—		6102015	6042020
BRSU0R137	PHYSIOTHERAPY ASSOCIATES HOLDI SENIOR SE			4,316,105.77	4,305,315.51	4,316,105.77	4,316,105.77	(10,790.26	)	—		—	—	0	MJSD	—	137,639.19		6102015	6042021
BRSJ0MJU4	PINACLE FOOD FIN SENIOR SECURED TERM LOA		2	2,989,768.64	2,962,516.3	3,004,458.54	2,992,028.01	(29,511.71	)	3,729.91		—	—	0	MJSD	—	185,603.68		3192015	4292020
BRSJYB2V7	PINNACLE ENTERTAINMENT INC SENIOR SECURE		2	546,796.76	548,602.03	549,544.5	547,716.19	885.84		3,967.4		—	—	0	FMAN	—	42,557.16		9032013	8132020
72650RBD3	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	523,505	424,753.23	500,000	521,409.88	(96,656.65	)	(2,095.12	)	—	—	3.85	AO	4,063.89	12,191.67		2242015	10152023
72650RBF8	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	724,942.5	606,580.75	750,000	726,128.17	(119,547.42	)	1,185.67		—	—	3.6	MN	4,500	9,450		6222015	11012024
72650RBG6	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	2,994,390	2,679,581.22	3,000,000	2,995,525.26	(315,944.04	)	1,075.35		—	—	2.6	JD	3,466.67	79,300		12022014	12152019

BRSWYTMJ4	PLASKOLITE INC SENIOR SECURED TERM LOAN		1	3,300,000	3,283,500	3,300,000	3,300,000	(16,500	)	—		—	—	0	MJSD	—	35,125		11032015	11032022
BRSXBUX37	PLASKOLITE LLC SECURED TERM LOAN			425,000	422,875	425,000	425,000	(2,125	)	—		—	—	0	MJSD	—	—		11032015	11022020
69349LAJ7	PNC BANK NATIONAL ASSOCIATION SENIOR COR			3,155,000	3,154,690.81	3,155,000	3,155,000	(309.19	)	—		—	—	0.633	JAJO	3,606.76	18,408.05		1232013	1282016
69349LAN8	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	4,695,676	4,706,157	4,700,000	4,698,942.78	7,214.22		1,384.65		—	—	1.3	AO	14,935.55	61,100		8202013	10032016
69353RCG1	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	3,005,460	2,996,580.6	3,000,000	3,002,040.27	(5,459.67	)	(2,033.52	)	—	—	1.125	JJ	14,437.5	33,750		4162014	1272017
69353RCH9	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	3,249,925	3,254,637.52	3,250,000	3,250,033.86	4,603.66		(118.55	)	—	—	2.2	JJ	30,387.5	71,500		1232014	1282019
69353RDY1	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1,999,620	1,993,562.46	2,000,000	1,999,783.07	(6,220.61	)	143.76		—	—	1.5	AO	6,083.33	37,687.5		9152014	10182017
69353RDZ8	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	2,518,130	2,499,908.25	2,500,000	2,515,293.62	(15,385.37	)	(2,878.21	)	—	—	2.4	AO	12,166.67	51,000		11102015	10182019
69353REK0	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	703,353	676,706.18	700,000	703,110.79	(26,404.61	)	(242.21	)	—	—	2.95	FA	7,342.22	9,808.74		2252015	2232025
69353REP9	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	927,861	919,165.56	930,000	928,098.59	(8,933.03	)	237.59		—	—	2.3	JD	1,782.5	10,695		5272015	6012020
69353RER5	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	2,249,730	2,245,839.8	2,250,000	2,249,768.82	(3,929.02	)	38.82		—	—	1.85	JJ	18,500	—		7162015	7202018
69353RES3	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	249,825	249,992.16	250,000	249,839.7	152.46		14.7		—	—	2.6	JJ	2,888.89	—		7162015	7212020
BRSX3AVM0	POLYONE CORP SENIOR SECURED TERM LOAN		1	703,085.86	708,166.46	706,618.96	703,130.24	5,036.22		44.38		—	—	0	MJSD	—	—		11062015	11122022
73358WGY4	PORT AUTH NY & NJ MUNI BND REV		1	2,773,939	2,813,359.5	2,450,000	2,724,692.65	88,666.85		(39,335.39	)	—	—	5	AO	30,625	122,500		1172014	10012028
73358WUA0	PORT AUTH NY & NJ MUNITAX BND REV			2,000,000	2,014,320	2,000,000	2,000,000	14,320		—		—	—	2.529	AO	10,678	49,737		10082014	10152020
733911BR1	PORT CORPUS CHRISTI AUTH TEX MUNITAX BND			1,000,000	1,006,410	1,000,000	1,000,000	6,410		—		—	—	3.487	JD	2,905.83	17,822.44		5082015	12012025
73674NBG5	PORTLAND ORE SWR SYS REV MUNITAX BND REV			509,363.2	510,039.9	505,000	507,382.52	2,657.38		(1,590.89	)	—	—	2.772	JD	622.16	13,998.6		6282012	6152017
BRSNBGXW6	POST HOLDINGS INC SENIOR SECURED TERM NO		2	127,749	128,400.58	128,390.95	127,815.95	584.63		2,131.36		—	—	0	MJSD	—	7,037.68		3232015	6022021
69353UAB7	PPL WEM HOLDINGS PLC CORP BND 144A	F		1,620,277	1,556,108.55	1,550,000	1,555,941.49	167.06		(31,259.75	)	—	—	3.9	MN	10,075	118,830.83		3092012	5012016
74005PAZ7	PRAXAIR INC CORP BND			818,683.05	799,085.39	795,000	816,845.94	(17,760.55	)	(1,837.11	)	—	—	3	MS	7,950	4,372.5		6222015	9012021
74005PBP8	PRAXAIR INC CORP BND		1	5,994,360	5,914,740.6	6,000,000	5,994,651.45	(79,910.85	)	291.45		—	—	2.25	MS	36,375	—		9212015	9242020
740189AK1	PRECISION CASTPARTS CORP SENIOR CORP BND			3,232,645	3,222,458.85	3,250,000	3,234,586.97	(12,128.12	)	1,941.97		—	—	1.25	JJ	18,732.64	(8,237.85	)	9232015	1152018
BRSV3DLL1	PRECYSE SOLUTIONS LLC SENIOR SECURED TER			5,918,715	5,903,768.75	5,978,500	5,921,993.33	(18,224.58	)	3,278.33		—	—	0	MJSD	—	73,527.25		7302015	7302022
BRSV3DN70	PRECYSE SOLUTIONS LLC SENIOR SECURED TER			1,076,130	1,073,412.5	1,087,000	1,076,130	(2,717.5	)	—		—	—	0	MJSD	—	—		7302015	7302020
74153WBZ1	PRICOA GLOBAL FUND SECURED CORP BND 144A			985,230	990,754.55	1,000,000	990,172.8	581.75		3,939.75		—	—	1.6	MN	1,422.22	16,000		5212013	5292018
89837LAA3	PRINCETON UNIVERSITY MUNI BND REV			1,525,670.4	1,464,971.62	1,340,000	1,476,135.81	(11,164.19	)	(41,481.13	)	—	—	4.95	MS	22,110	66,330		10172014	3012019
742718DV8	PROCTER & GAMBLE COMPANY CORP BND			1,026,420	1,003,930	1,000,000	1,004,828.93	(898.93	)	(8,548.58	)	—	—	1.45	FA	5,477.78	21,669.44		3052013	8152016
742741AA9	PROCTER & GAMBLE COMPANY CORP BND		2	689,912.46	641,729.6	536,200	652,706.7	(10,977.1	)	(38,434.7	)	—	—	9.36	JJ	25,094.16	55,194.98		2142014	1012021
341099CK3	PROGRESS ENERGY FLORIDA SECURED CORP BND			360,821.5	353,084.71	325,000	355,769.79	(2,685.08	)	(5,051.71	)	—	—	5.65	JD	816.11	6,732.92		7292015	6152018
BRSUYEPU3	PROLAMPAC INTERMEDIATE INC SENIOR SECURE		1	315,107.7	312,985.65	318,290.6	315,250.15	(2,264.5	)	150.43		—	—	0	MJSD	—	3,505.84		8062015	8182022
BRSU7A6L2	PROTECTION ONE ALARM MONITORIN SENIOR SE			1,551,199.52	1,532,195.37	1,558,994.49	1,551,829.51	(19,634.14	)	649.53		—	—	0	MJSD	—	38,204.26		6192015	7012021
1107098Z8	PROVINCE OF BRITISH COLUMBIA CORP BND	A		1,966,310	1,909,006	1,900,000	1,909,383.87	(377.87	)	(24,612.55	)	—	—	2.1	MN	4,765.83	39,900		8302013	5182016
11070TAA6	PROVINCE OF BRITISH COLUMBIA SENIOR CORP	A		3,276,566.5	3,249,902.5	3,250,000	3,266,790.15	(16,887.65	)	(9,348.41	)	—	—	1.2	AO	7,150	24,525		5052015	4252017
744320AV4	PRUDENTIAL FINANCIAL INC CAPSEC CORP BND		1	570,000	567,150	570,000	570,000	(2,850	)	—		—	—	5.375	MN	3,914.79	15,063.44		5132015	5152045

69362BAZ5	PSEG POWER LLC SENIOR CORP BND		1	49,925	49,622.62	50,000	49,956.07	(333.45	)	14.58		—	—		2.45	MN	156.53	1,225		11052013	11152018
74456QBE5	PUBLIC SERVICE ELECTRIC AND GA SECURED C		1	1,099,692	1,106,294.42	1,100,000	1,099,830.08	6,464.34		60.14		—	—		2.3	MS	7,449.45	25,300		9092013	9152018
745190WA2	PUERTO RICO COMWLTH HWY & TRAN MUNI BND		2	53,825.5	50,000	50,000	50,000	—		(1,173.12	)	—	—		5	JJ	1,250	2,500		11072013	7012045
74529JNP6	PUERTO RICO SALES TAX FING COR MUNI BND		1	985,000	666,960	1,000,000	987,913.35	(320,953.35	)	1,503.09		—	—		5	FA	20,833.33	50,000		1082014	8012022
747525AD5	QUALCOMM INCORPORATED SENIOR CORP BND			2,872,817.5	2,847,579.89	2,875,000	2,873,074.13	(25,494.24	)	257.87		—	—		2.25	MN	7,367.2	31,687.51		7092015	5202020
747525AG8	QUALCOMM INCORPORATED SENIOR CORP BND			6,036,899.7	5,978,503.25	6,045,000	6,038,536.14	(60,032.89	)	1,636.44		—	—		1.4	MN	9,638.42	42,315		5132015	5182018
BRSK6KJF2	QUEBECOR MEDIA INC. SENIOR SECURED TERM	A		2,921,625.76	2,849,758.44	2,935,051.02	2,926,098.67	(76,340.23	)	2,040.94		—	—		0	MJSD	—	99,531.02		10012015	8172020
74825FAB0	QUEEN STREET X RE LTD CORP BND 144A	F		680,000	676,532	680,000	680,000	(3,468	)	—		—	—		5.785	MJSD	1,202.1	28,908.01		3252015	6082020
74825WAA5	QUEEN STREET XI RE DAC CORP BND 144A	E		500,000	500,250	500,000	500,000	250		—		—	—		0	MJSD	—	—		12152015	6202021
21685WBT3	RABOBANK NEDERLAND NV CORP BND	F		1,264,080	1,252,318.7	1,150,000	1,253,358.32	(1,039.62	)	(10,721.68	)	—	—		4.5	JJ	24,437.5	4,600		6042015	1112021
21688AAA0	RABOBANK NEDERLAND NV SENIOR CORP BND			1,988,560	2,005,808.43	2,000,000	1,992,895.47	12,912.96		2,231.6		—	—		2.25	JJ	20,875	45,000		1072014	1142019
74977EPZ0	RABOBANK NEDERLAND NV SENIOR CORP BND			2,021,600	1,994,599.76	2,000,000	2,016,399.6	(21,799.84	)	(5,200.4	)	—	—		1.7	MS	9,633.33	14,638.89		4092015	3192018
BRSAWGQ58	RABOBANK NEDERLAND NV SENIOR CORP BND	D		255,483.3	244,109.28	160,000	254,811.17	(10,701.89	)	(672.13	)	—	(11,631.82	)	3.25	NOV	1,277.38	(43.89	)	10302015	11012017
N7278SAC7	RABOBANK NEDERLAND NV SENIOR CORP BND	D		1,584,765.11	1,464,655.65	960,000	1,556,932.58	(92,276.93	)	(25,919.61	)	—	(96,416.46	)	3.25	NOV	7,664.28	49,021.44		12032014	11012017
21684AAA4	RABOBANK NEDERLAND, UTRECHT SUB CORP BND	F		5,708,120	5,721,399.42	5,500,000	5,697,643.97	23,755.45		(10,476.03	)	—	—		4.625	JD	21,197.91	107,402.78		6242015	12012023
BRSSB5RH9	RANDALL-REILLY PUBLISHING CO TERM NOTES			6,898,584.9	6,846,845.51	6,898,584.9	6,898,584.9	(51,739.39	)	—		—	—		0	MJSD	—	349,086.08		3122015	10152018
F7S02WAB2	RCI BANQUE SA SENIOR CORP BND EMTN	D		521,157.62	502,169.2	340,000	518,654.88	(16,485.68	)	(3,117.42	)	—	(12,868.57	)	2.125	OCT	2,531.31	10,303.93		1162015	10062017
G7457KAB7	REED ELSEVIER INVESTMENTS PLC CORP BND	D		624,432.8	566,353.07	350,000	601,905.33	(35,552.26	)	(30,733.19	)	—	(34,513.32	)	7	DEC	2,071.92	47,045.98		10302015	12112017
75886QAG8	REGATTA III FUNDING LTD REGTS_ ABS_14-1A	F	2	237,812.5	236,415.7	250,000	238,038.58	(1,622.88	)	226.08		—	—		3.171	JAJO	1,717.35	(1,387.09	)	12142015	4152026
75886AAQ1	REGENCY ENERGY PARTNERS LP/REG SENIOR CO		1	3,675,000	3,132,354.19	3,500,000	3,661,964.64	(529,610.45	)	(13,035.36	)	—	—		5	AO	43,750	63,680.56		5152015	10012022
75887HAL6	REGT5_14-1A ABS_14-1A A2B2 144A	F	1	3,000,000	2,982,588.3	3,000,000	3,000,000	(17,411.7	)	—		—	—		3.47	JAJO	19,373.61	100,688.23		10082014	10252026
BRSMPYBS7	RENT-A-CENTER, INC/TX SENIOR SECURED TER			2,578,564.16	2,461,945.69	2,591,521.78	2,581,791.1	(119,845.41	)	1,979.19		—	—		0	MJSD	—	99,156.21		3142014	3192021
76111XYJ6	RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4		2	535,812.73	517,772.77	555,246.35	539,889.36	(22,116.59	)	3,349.7		—	—		2.98	MON	1,378.69	18,340.08		8162007	9252035
76117QAC6	RESIDENTIAL REINSURANCE 2014 L SENIOR CO	F		500,000	490,975	500,000	500,000	(9,025	)	—		—	—		4.8	MJSD	1,666.67	24,571.58		11202014	12062018
76118DAA8	RESIDENTIAL REINSURANCE 2015 L CORP BND	F		250,000	252,537.5	250,000	250,000	2,537.5		—		—	—		11	MJSD	1,909.72	14,437.52		5212015	6062019
76118DAB6	RESIDENTIAL REINSURANCE 2015 L CORP BND	F		500,000	504,625	500,000	500,000	4,625		—		—	—		6	MJSD	2,083.33	15,763.98		5212015	6062019
76118DAC4	RESIDENTIAL REINSURANCE 2015 L SENIOR CO	F		400,000	399,480	400,000	400,000	(520	)	—		—	—		7.438	MJSD	2,479.39	—		11202015	12062019
76131VAA1	RETAIL PROPERTIES OF AME SENIOR CORP BND		1	1,458,055.9	1,386,299.61	1,465,000	1,458,522.37	(72,222.76	)	466.47		—	—		4	MS	17,254.44	29,788.33		3052015	3152025
761713BC9	REYNOLDS AMERICAN INC SENIOR CORP BND			5,900,794.75	5,913,436.36	5,875,000	5,899,199.35	14,237.01		(1,595.4	)	—	—		2.3	JD	7,131.59	50,290.14		12012015	6122018
761713BE5	REYNOLDS AMERICAN INC SENIOR CORP BND			305,958	303,715.28	300,000	305,428.56	(1,713.28	)	(506.96	)	—	—		3.25	JD	514.58	25,837.5		7082015	6122020
761713BG0	REYNOLDS AMERICAN INC SENIOR CORP BND		1	229,303.1	240,686.22	230,000	229,334.22	11,352		31.12		—	—		4.45	JD	540.18	5,117.5		6092015	6122025
BRSR063T1	RICHELIEU FOODS INC REVOLVE LOAN			665,968.9	655,979.37	665,968.9	665,968.9	(9,989.53	)	—		—	—		0	FMAN	—	13,791.23		12282015	5212019
BRSR06452	RICHELIEU FOODS INC SENIOR SECURED TERM			4,877,504.47	4,804,341.9	4,877,504.47	4,877,504.47	(73,162.57	)	—		—	—		0	JAJO	—	301,120.85		11232014	5212019
76541VKC0	RICHMOND VA MUNITAX BND GO			5,000,000	5,020,500	5,000,000	5,000,000	20,500		—		—	—		1.507	JJ	34,744.73	75,350		9292015	7152017

76720AAB2	RIO TINTO FINANCE (USA) PLC SENIOR CORP	F	1	4,019,848	4,016,131.72	4,025,000	4,023,692.57	(7,560.85	)	1,044.67		—	—		2	MS	22,137.5	80,500		3192012	3222017
BRSMAKDJ1	RISE_14-1 ABS 14-1 A	F	2	485,240.52	486,394.79	486,979.17	485,350.14	1,044.65		171		—	—		4.75	MON	1,028.07	10,207.33		2182015	2152039
769047GX3	RIVERSIDE CALIF MUNITAX BND REV			1,103,470	1,061,210	1,000,000	1,058,466.82	2,743.18		(36,035.24	)	—	—		5.61	FA	23,375	56,100		8072009	8012017
771196BA9	ROCHE HOLDINGS INC SENIOR CORP BND 144A		1	1,010,770	1,004,181.75	1,000,000	1,010,483.66	(6,301.91	)	(286.34	)	—	—		2.25	MS	5,687.5	(3,375	)	11192015	9302019
780082AC7	ROYAL BANK OF CANADA SECURED LOCAL BND	A		849,719.5	835,354.5	850,000	849,731.05	(14,376.55	)	12.63		—	—		2.1	AO	3,817.92	358.75		10062015	10142020
78011DAC8	ROYAL BANK OF CANADA SECURED LOCAL BND	A		7,567,742.8	7,539,370.97	7,580,000	7,572,081.98	(32,711.01	)	3,691.69		—	—		1.2	MS	25,772	43,302		6082015	9192017
78011DAE4	ROYAL BANK OF CANADA SECURED LOCAL BND	A		1,199,400	1,201,881.6	1,200,000	1,199,886.94	1,994.66		201.22		—	—		1.125	JJ	5,962.5	13,500		7162013	7222016
BRSNFTGX1	ROYAL BANK OF CANADA SENIOR CORP BND EMT	T		1,166,566.62	1,020,350.02	700,000	1,167,457.13	(147,107.11	)	610.13		—	(137,458.89	)	0.974	MJSD	771.19	11,588		5282014	6042019
78008SVD5	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		4,094,875	4,078,344.17	4,100,000	4,097,865.98	(19,521.81	)	1,024.72		—	—		1.5	JJ	28,187.5	61,500		1072013	1162018
78010USN8	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		805,752	799,975.58	800,000	804,623.65	(4,648.07	)	(1,128.35	)	—	—		2.15	MS	5,064.44	8,886.66		3042015	3152019
BRSQT5KB4	RPI FINANCE TRUST SENIOR SECURED TERM NO		2	3,583,944.92	3,586,092.15	3,593,944.92	3,584,045.12	2,047.03		100.2		—	—		0	MJSD	—	45,338.27		11242015	11092020
783186QV4	RUTGERS UNIVERSITY NEW JERSEY MUNITAX BN			1,152,610.5	1,151,621.5	1,150,000	1,151,723.24	(101.74	)	(714.86	)	—	—		2.009	MN	3,850.58	23,103.5		6142013	5012018
78355HJV2	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	1,009,062.5	992,452.4	1,000,000	1,008,066.43	(15,614.03	)	(996.07	)	—	—		2.45	MN	3,130.56	5,359.38		9042015	11152018
78355HJX8	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	2,028,450.85	1,989,343.06	2,035,000	2,029,301.88	(39,958.82	)	851.03		—	—		2.45	MS	16,619.17	10,970.56		6102015	9032019
78355HJZ3	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	443,776.25	432,395.66	445,000	443,924.52	(11,528.86	)	148.27		—	—		2.5	MN	1,545.14	5,562.5		5042015	5112020
78573AAB6	SABMILLER HOLDINGS INC SENIOR CORP BND 1			1,600,778	1,562,200.82	1,550,000	1,567,288.82	(5,088	)	(23,946.09	)	—	—		2.45	JJ	17,510.69	84,490.97		12092013	1152017
78573AAG5	SABMILLER HOLDINGS INC SENIOR CORP BND 1			2,750,000	2,728,274.97	2,750,000	2,750,000	(21,725.03	)	—		—	—		1.019	FMAN	4,669.96	27,200.25		8062013	8012018
78572MAF2	SABMILLER PLC CORP BND 144A	F		3,491,297.4	3,281,143.67	2,980,000	3,310,650.23	(29,506.56	)	(125,775.98	)	—	—		6.5	JJ	89,317.22	193,700		7212014	7152018
BRSHCGRY1	SABRE INC SENIOR SECURED TERM NOTES		2	5,188,878.75	5,170,626.44	5,214,953.55	5,201,260.85	(30,634.41	)	4,543.44		—	—		0	FMAN	—	212,852.84		2152013	2192019
786134UZ7	SACRAMENTO SATN MUNITAX BND REV			2,485,000	2,510,670.05	2,485,000	2,485,000	25,670.05		—		—	—		2.239	JD	4,636.6	57,493.79		11062014	12012019
BRSUCDW31	SAFEWORKS LLC SENIOR SECURED TERM LOAN			2,324,997.11	2,301,747.14	2,324,997.11	2,324,997.11	(23,249.97	)	—		—	—		0	JAJO	—	47,385.32		6232015	7312019
801060AB0	SANOFI SENIOR CORP BND	F		8,831,060.7	8,825,577.62	8,870,000	8,851,976.78	(26,399.16	)	8,125.47		—	—		1.25	AO	24,946.88	113,375		4032013	4102018
802385MG6	SANTA MONICA CALIF CMNTY COLLE MUNITAX B			3,421,699.2	3,428,785.6	3,440,000	3,427,543.64	1,241.96		4,659.23		—	—		1.864	FA	26,717.33	64,121.6		6062013	8012018
BRSM3U3W9	SBA COMMUNICATIONS CORPORATION SENIOR SE		2	4,432,961.7	4,369,616.99	4,451,502.38	4,435,486.41	(65,869.42	)	1,814.7		—	—		0	JAJO	—	155,979.8		12112015	3242021
83164JU46	SBA PRIME FLTR SBA PRIME FLTR		2	1,266,625.46	1,322,844.06	1,251,309.44	1,265,298.43	57,545.63		(3,307.09	)	—	—		2.35	MON	2,450.48	32,051.96		11172009	4252031
78403DAG5	SBA TOWER TRUST SECURED CORP BND 144A		1	4,000,000	3,908,835.2	4,000,000	4,000,000	(91,164.8	)	—		—	—		2.898	MON	5,152	115,920		10072014	10152044
82735LAA1	SBY_14-1 ABS_14-1 A 144A		2	1,132,716.37	1,104,370.48	1,132,716.37	1,132,716.37	(28,345.89	)	—		—	—		1.351	MON	637.39	14,678.2		7302014	9172031
806854AA3	SCHLUMBERGER GER INV CORP BND 144A	F		780,183.75	779,068.75	775,000	776,122.44	2,946.31		(1,579.32	)	—	—		1.95	MS	4,491.78	19,785.73		3222013	9142016
BRSXWU816	SCHLUMBERGER HOLDINGS CORP SENIOR CORP B			3,999,520	3,966,948.24	4,000,000	3,999,524.67	(32,576.43	)	4.67		—	—		2.35	JD	2,611.11	—		12102015	12212018
80685PAC2	SCHLUMBERGER NORGE AS CORP BND 144A	F		698,775	708,556.11	700,000	699,821.13	8,734.98		250.87		—	—		1.95	MS	4,057.08	13,650		9072011	9142016
80685PAD0	SCHLUMBERGER NORGE AS SENIOR CORP BND 14	F		1,368,739.6	1,354,435.21	1,370,000	1,369,592.31	(15,157.1	)	253.2		—	—		1.25	FA	7,135.42	17,125		7242012	8012017
80705TAA4	SCHOL_11-A ABS 11-A A 144A		2	1,330,018.3	1,289,987.32	1,356,796.01	1,336,675.45	(46,688.13	)	8,444		—	—		1.223	JAJO	2,996.44	17,783.64		3222011	10282043
80705XAA5	SCHOL_13-A ABS 13-A 144A		2	776,861.41	727,511.84	780,565.97	777,564.66	(50,052.82	)	2,349.53		—	—		1.072	MON	92.94	12,301.25		3122013	1302045
G79314AG8	SCOTTISH POWER UK PLC CORP BND	D		1,525,102.18	1,349,066.27	850,000	1,434,084.05	(85,017.78	)	(86,418.57	)	—	(87,222.94	)	8.375	FEB	90,642.03	111,718.1		12102014	2202017

811065AB7	SCRIPPS NETWORKS INTERACTIVE I SENIOR CO		1	685,610	667,695.13	680,000	684,442.7	(16,747.57	)	(1,025.28	)	—	—		2.75	MN	2,389.44	24,439.1	12042014	11152019
80283XAD9	SDART_14-3 ABS 14-3 A3		2	679,165.74	678,765.71	679,173.21	679,166.77	(401.06	)	1.83		—	—		0.81	MON	244.5	6,277.56	6112014	7162018
BRSM9G9V0	SEADRILL OPERATING LP SENIOR SECURED TER	F	2	819,233.28	350,702.53	831,708.89	821,893	(471,190.47	)	2,012.77		—	—		0	MJSD	—	33,944.7	6182014	2212021
BRSJ9AUR5	SEAWORLD PARKS & ENTERTAINMENT SENIOR SE		2	3,002,018.46	2,831,084.01	3,018,486.76	3,007,375.71	(176,291.7	)	2,532.64		—	—		0	MJSD	—	92,412.37	1022014	5142020
81618TAA8	SELECT INCOME REIT SENIOR CORP BND		1	2,939,857.97	2,944,369.28	2,950,000	2,942,059.9	2,309.38		3,387.9		—	—		2.85	FA	35,031.25	41,570.42	9292015	2012018
BRSNU6VW9	SERVICEMASTER CO LLC SENIOR SECURED TERM		2	494,996.85	494,217.82	498,737.38	494,996.85	(779.03	)	—		—	—		0	MJSD	—	—	12232015	7012021
BRSH8YLF4	SESAC HOLDCO II LLC SENIOR SECURED TERM			678,790.29	676,285.95	684,413.37	681,224.85	(4,938.9	)	1,111.33		—	—		0	FMAN	—	37,365.98	4162015	2082019
81881UAE7	SHACK_13-4A ABS 2013-4A C 144A	F	1	1,214,375	1,195,649.12	1,250,000	1,218,826.49	(23,177.37	)	4,451.49		—	—		3.286	JAJO	9,127.78	31,465.54	1062015	1132025
81881VAJ4	SHACK_14-5A ABS 14-5A C1 144A	F	1	475,000	471,746.75	500,000	477,959.74	(6,212.99	)	2,959.74		—	—		3.044	FMAN	2,240.65	11,876.15	1212015	5072026
821697YN3	SHELBY CNTY TENN HEALTH EDL & MUNI BND R		1	5,647,650	5,453,500	5,000,000	5,413,471.12	40,028.88		(186,586.66	)	—	—		5.25	MS	87,500	262,500	5212008	9012021
822582AR3	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		993,640	991,827.01	1,000,000	996,368.28	(4,541.27	)	2,179.45		—	—		1.125	FA	4,062.5	11,250	8142012	8212017
822582BG6	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		1,317,201.6	1,294,259.43	1,320,000	1,317,543.52	(23,284.09	)	490.24		—	—		2.125	MN	3,895.83	21,852.08	5062015	5112020
822582BK7	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		886,499.28	882,615.37	888,000	886,604.95	(3,989.58	)	105.67		—	—		1.25	MN	1,603.33	—	12232015	11102017
822582BM3	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		9,967,100	9,875,817.1	10,000,000	9,968,632.98	(92,815.88	)	1,532.98		—	—		1.625	MN	23,020.83	—	11052015	11102018
BRSR1R5H8	SHELL: ATLAS_14-1 ABS 14-1		2	3,770,800	3,723,287.92	3,770,800	3,770,800	(47,512.08	)	—		—	—		4.875	MON	8,170.07	151,374.19	12182014	12152020
26250DAU7	SHELL: DRSLF_12-24RA ABS 12-24RA CR 144	F	2	1,500,000	1,455,380.1	1,500,000	1,500,000	(44,619.9	)	—		—	—		3.062	FMAN	5,868.07	23,100.5	4292015	11152023
BRSXDXJR2	SHOES FOR CREWS LLC SECURED TERM LOAN		1	6,773,256	6,722,456.58	6,773,256	6,773,256	(50,799.42	)	—		—	—		0	MJSD	—	67,732.56	11202015	11182022
BRSXQ9KS7	SHOES FOR CREWS LLC SECURED TERM LOAN			726,744	721,293.42	726,744	726,744	(5,450.58	)	—		—	—		0	MJSD	—	—	11202015	11192021
N7993YBH6	SIEMENS FINANCIERINGSMAATSCHAP CORP BND	D	1	1,661,494.54	1,504,321.29	1,000,000	1,607,398.99	(103,077.7	)	(52,139.28	)	—	(99,519.7	)	6.125	SEP	26,885.59	105,755.33	12102014	9142066
82620KAB9	SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO	F		5,013,997	4,971,077.83	5,015,000	5,014,192.14	(43,114.31	)	271.03		—	—		1.45	MN	7,271.75	52,821.89	5182015	5252018
82620KAC7	SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO	F		3,195,776	3,166,640.87	3,200,000	3,196,256.28	(29,615.41	)	831.86		—	—		2.15	MN	6,497.77	64,392.5	5182015	5272020
826239EQ4	SIERRA CALIF JT CMNTY COLLEGE MUNI BND G		1	1,366,855.5	1,376,492.5	1,150,000	1,339,080.87	37,411.63		(22,272.24	)	—	—		5	FA	23,958.33	57,500	9132013	8012027
BRSHAG9G2	SILVER II BORROWER SCA SENOIR SECURED TE	R	2	3,193,307.55	2,723,891.34	3,193,307.55	3,193,307.55	(469,416.21	)	—		—	—		0	FMAN	—	132,894.8	8212013	12132019
828428AC6	SILVERMORE CLO LTD SMORE_14-1A ABS_14-1A	E	1	959,000	957,341.6	1,000,000	960,496.41	(3,154.81	)	1,496.41		—	—		2.412	FMAN	3,081.49	2,568.04	10052015	5152026
G8162ZAD4	SILVERSTONE MASTER ISSUER PLC ABS_09-1 A	D	1	833,161.5	774,197.58	510,000	833,161.5	(58,963.92	)	—		—	(81,472.5	)	5.063	AO	7,486.82	40,103.06	10272009	1212055
828807CA3	SIMON PROPERTY GROUP LP CORP BND		1	405,007.68	377,456.31	308,000	380,735.67	(3,279.36	)	(23,198.17	)	—	—		10.35	AO	7,969.5	31,878	12112014	4012019
828807CD7	SIMON PROPERTY GROUP LP CORP BND		1	1,964,190.21	1,907,891.16	1,706,000	1,929,390.96	(21,499.8	)	(34,799.25	)	—	—		5.65	FA	40,162.09	20,326.66	5132015	2012020
828807CJ4	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	102,377	100,886.03	100,000	101,604.47	(718.44	)	(772.53	)	—	—		2.15	MS	633.06	883.89	4142015	9152017
828807CM7	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	6,867,544	6,798,016	6,860,000	6,865,704.26	(67,688.26	)	(1,860.91	)	—	—		1.5	FA	42,875	19,972.5	7202015	2012018
828807CQ8	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	7,358,478.9	7,389,099.03	7,369,000	7,362,622.04	26,476.99		1,928.19		—	—		2.2	FA	67,549.15	162,118	1132014	2012019
828807CR6	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	840,720	828,838.38	800,000	837,362.49	(8,524.11	)	(3,357.51	)	—	—		3.75	FA	12,500	11,833.34	3042015	2012024
828807CU9	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	599,658	600,732.97	600,000	599,683.5	1,049.47		25.5		—	—		2.5	MS	5,583.33	—	8102015	9012020
BRSUDWG69	SIX FLAGS THEME PARKS INC SENIOR SECURED			1,172,918.55	1,175,864.07	1,175,858.19	1,173,093.18	2,770.89		189.41		—	—		0	MJSD	—	17,094.31	6292015	6302022
784423AF2	SLCLT_04-1 ABS 04-1		2	983,750	974,651.3	1,000,000	992,180.5	(17,529.2	)	3,368.43		—	—		0.522	FMAN	666.49	4,358.97	5202013	5152023

78446XAB1	SLM STUDENT LOAN TRUST ABS_12-B A2 144A		2	962,167.11	975,517.21	962,265.94	962,207.53	13,309.68		13.59		—	—	3.48	MON	1,488.3	34,779.25	4042012	10152030
78442GSC1	SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-		2	77,122.78	76,523.14	77,244.6	77,212.43	(689.29	)	68.34		—	—	0.4	JAJO	57.49	376.71	11302012	7252019
78446JAA4	SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2		2	1,528,697.42	1,511,448.55	1,531,666.55	1,529,969	(18,520.45	)	1,781.26		—	—	1.022	MON	173.86	26,444.1	5182011	11252027
78446TAC8	SLM STUDENT LOAN TRUST SLMA_11 SENIOR AB		2	502,508.79	484,525.34	465,000	490,361.63	(5,836.29	)	(8,677.5	)	—	—	4.54	MON	938.27	21,111	7312014	10172044
78446VAA7	SLM STUDENT LOAN TRUST SLMA_12 ABS 12-A		2	574,648.17	574,818.57	573,488.06	574,033.28	785.29		(1,115.25	)	—	—	1.731	MON	468.64	18,280.32	5132014	8152025
78447FAA1	SLM STUDENT LOAN TRUST SLMA_12 ABS 12-E		2	540,075.83	538,798.73	539,954.21	540,000.8	(1,202.07	)	(113.54	)	—	—	1.081	MON	275.5	8,515.35	11212013	10162023
78447FAB9	SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E		2	816,500	793,304.02	800,000	807,928.15	(14,624.13	)	(2,946.77	)	—	—	2.09	MON	743.11	16,719.96	3192013	6152045
78447VAA6	SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B		2	1,219,920.09	1,216,992.3	1,219,920.09	1,219,920.09	(2,927.79	)	—		—	—	0.981	MON	564.84	13,221.26	4252013	7152022
78447CAA8	SLM_12-D ABS 12-D 144A		2	120,999.3	121,052.54	120,999.3	120,999.3	53.24		—		—	—	1.381	MON	78.88	3,106.76	7232012	6152023
784442AC9	SLMA ABS 08_2 A3		2	1,304,562.91	1,292,626.91	1,317,896.31	1,310,577.61	(17,950.7	)	2,146.98		—	—	1.07	JAJO	2,624.2	14,831.49	3272012	4252023
78446JAB2	SLMA_11-2 ABS 11-2		2	775,000	778,100.02	775,000	775,000	3,100.02		—		—	—	1.622	MON	139.64	45,690.13	5182011	10252034
78447KAB8	SLMA_12-7 ABS 12-7		2	1,213,797.38	1,201,356.91	1,214,595.96	1,214,393.76	(13,036.85	)	254.55		—	—	0.702	MON	94.68	7,837.51	11022012	9252019
78448AAA1	SLMA_13-4 ABS 13-4		2	537,962.44	521,231.8	537,962.44	537,962.44	(16,730.64	)	—		—	—	0.972	MON	58.08	4,412.15	8062013	6252027
78448CAF6	SLMA_13-6 ABS 13-6 A2		2	544,436.05	542,421.62	544,436.05	544,436.05	(2,014.43	)	—		—	—	0.922	MON	55.75	3,850.35	11062013	2252021
78447RAA5	SLMA_13-A ABS 13-A 144A		2	289,106.4	288,637.44	289,468.22	289,297.26	(659.82	)	244.81		—	—	0.931	MON	127.19	3,039.26	11212013	8152022
78447RAB3	SLMA_13-A ABS 13-A 144A		2	459,870.23	449,893.8	460,000	459,929.8	(10,036	)	18.29		—	—	1.77	MON	361.87	8,142	2272013	5172027
78447RAC1	SLMA_13-A ABS 13-A 144A		2	2,425,000	2,406,109.28	2,425,000	2,425,000	(18,890.72	)	—		—	—	1.381	MON	1,580.86	30,344.17	2272013	5172027
78447VAB4	SLMA_13-B ABS_13-B-A2A		2	804,859.37	782,926.92	805,000	804,913.13	(21,986.21	)	19.6		—	—	1.85	MON	661.89	14,892.6	4252013	6172030
78447VAC2	SLMA_13-B ABS_13-B-A2B		2	615,000	608,394.92	615,000	615,000	(6,605.08	)	—		—	—	1.431	MON	415.44	8,007.31	4252013	5152030
78448MAD9	SMAT_15-1US ABS_15-1US A3A	F	2	1,949,905.62	1,950,000	1,950,000	1,949,917.38	82.62		11.76		—	—	1.5	MON	1,381.25	21,450	3102015	9142018
BRSWD19K0	SMYTH COMPANIES LLC BANK LOAN			1,048,892.37	1,046,270.14	1,048,892.37	1,048,892.37	(2,622.23	)	—		—	—	5.5	JAJO	1,723.29	55,450	12282015	9252020
BRSWD1953	SMYTH COMPANIES LLC CORP BOND			3,146,677.11	3,138,810.42	3,146,677.11	3,146,677.11	(7,866.69	)	—		—	—	5.5	JAJO	29,325.28	15,733.39	9252015	9252020
BRSL51FK6	SNADY CREEK ENERGY ASSOC LP SENIOR SECUR		2	2,190,477.97	1,549,845.7	2,201,485.38	2,193,743.04	(643,897.34	)	2,152.06		—	—	0	FMAN	—	115,504.43	12122013	11092020
BRSX0J9L1	SNAPAV LLC SENIOR SECURED TERM LOAN			1,998,632.12	1,983,642.38	1,998,632.12	1,998,632.12	(14,989.74	)	—		—	—	0	MJSD	—	26,347.17	10192015	6122019
83367TBF5	SOCIETE GENERALE SA JRSUB CORP BND 144A	F	1	2,526,575	2,496,875	2,500,000	2,526,538.4	(29,663.4	)	(36.6	)	—	—	7.875	JD	7,109.38	17,500	11102015	12312049
83703EJY2	SOUTH CAROLINA JOBS-ECONOMIC D MUNI BND		1	993,750	1,014,770	1,000,000	997,447.48	17,322.52		2,925.16		—	—	5	MN	8,333.33	50,000	1062006	11012016
842400GB3	SOUTHERN CALIFORNIA EDISON CO. SECURED C			4,405,808	4,364,915.72	4,400,000	4,402,619.99	(37,704.27	)	(1,940.45	)	—	—	1.125	MN	8,250	49,500	5062014	5012017
842400GF4	SOUTHERN CALIFORNIA EDISON CO. SECURED C		2	4,248,214.3	4,185,004.48	4,248,214.3	4,248,214.3	(63,209.82	)	—		—	—	1.845	FA	32,658.16	45,721.42	1132015	2012022
842587CM7	SOUTHERN COMPANY (THE) SENIOR CORP BND		1	3,993,120	3,950,237.44	4,000,000	3,993,842.08	(43,604.64	)	1,063.48		—	—	2.75	JD	4,888.89	84,791.67	6092015	6152020
842808AF4	SOUTHERN ELEC SENIOR CORP BND 144A			3,333,899.45	3,333,509.56	3,335,000	3,334,353.07	(843.51	)	212.48		—	—	2.2	JD	6,114.17	73,370	11182013	12012018
843646AN0	SOUTHERN POWER COMPANY SENIOR CORP BND			2,398,608	2,395,381.54	2,400,000	2,398,685.86	(3,304.32	)	95.71		—	—	1.85	JD	5,426.67	1,418.33	12232015	12012017
84650WAD8	SPAREBNK 1 BOLIG LOCAL BND 144A	F		2,294,388	2,325,668.12	2,300,000	2,298,317.85	27,350.27		2,175.16		—	—	2.3	JD	146.94	105,646.67	3292012	6302017
84650WAB2	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		7,999,374.1	7,844,631.6	7,800,000	7,823,611.14	21,020.46		(58,083.95	)	—	—	2.625	MN	19,337.5	204,750	12062012	5272016
84650WAE6	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		5,854,157	5,791,321.83	5,900,000	5,873,906.18	(82,584.35	)	6,437.36		—	—	1.75	MN	13,193.06	103,250	11072012	11152019

84861CAA3	SPMF 2014-4A SENIOR CMBS _14-4A A1		2	3,992,636	3,959,198.4	4,000,000	3,992,606.8	(33,408.4	)	(5.14	)	—	—		3.501	MON	11,671.33	140,032.66	11212014	1202045
78467MAA1	SRER_11-RS ABS_11-RS A1B1 144A	F	2	1,534,746.12	1,563,563.9	1,604,077.94	1,592,450.43	(28,886.53	)	101,560.32		—	—		0.537	MON	550.33	11,267.33	11132014	5092046
85571XAL1	SRTP _14-STAR ABS _14-STAR -B		2	2,000,000	1,981,986	2,000,000	2,000,000	(18,014	)	—		—	—		1.981	MON	1,870.94	35,887.52	11072014	11152027
BRSU95US9	SS&C EUROPEAN HOLDINGS SARL SENIOR SECUR	F	1	90,844.19	90,796.72	91,300.7	90,870.68	(73.96	)	111.02		—	—		0	MJSD	—	1,330.11	6292015	7082022
BL1658048	SS&C TECHNOLOGIES INC SECURED TERM LOAN		1	617,291.86	604,496.25	620,393.84	617,471.88	(12,975.63	)	360.36		—	—		0	MJSD	—	—	6292015	7082022
BRSRUTM42	SSE PLC CAPSEC CORP BND	D	1	809,569.26	741,346.98	525,000	809,569.26	(68,222.28	)	—		—	(37,605.66	)	3.875	SEP	24,331.8	—	2242015	1019999
30250GAA6	SSGN_10-S1 CMO_10-S1-1A 144A		2	157,460.56	157,493.28	157,460.56	157,460.56	32.72		—		—	—		0.978	MON	106.48	1,893	3052010	2252048
790849AL7	ST JUDE MEDICAL INC SENIOR CORP BND			2,324,384.7	2,308,449.57	2,330,000	2,324,887.42	(16,437.85	)	502.72		—	—		2	MS	12,944.44	—	9142015	9152018
W86201RD9	STADSHYPOTEK AB SECURED LOCAL BND	D		1,090,004.75	1,017,092.7	690,000	1,090,517.46	(73,424.76	)	245.63		—	(73,549.08	)	0.803	FMAN	1,029.36	12,130.28	11132013	2152016
BRSSMZMQ6	STAPLES INC SENIOR SECURED TERM LOAN			3,036,475.5	3,023,127.39	3,051,106.03	3,036,475.5	(13,348.11	)	—		—	—		0	MJSD	—	—	10012015	4232021
855244AF6	STARBUCKS CORP SENIOR CORP BND		1	498,600	500,352.52	500,000	499,011.79	1,340.73		324.19		—	—		2	JD	722.22	10,000	12022013	12052018
BRSJ08S50	STARWOOD PROPERTY TRUST INC SECURED TERM			3,369,975.86	3,339,624.2	3,381,897.92	3,373,788.35	(34,164.15	)	2,018.7		—	—		0	MJSD	—	120,742.92	10012015	4172020
857477AQ6	STATE STREET CORP CAPSEC CORP BND		1	4,375,000	4,375,000	4,375,000	4,375,000	—		—		—	—		5.25	MS	67,630.21	72,734.38	12232015	1019999
857477AG8	STATE STREET CORP SENIOR CORP BND			1,888,683	1,839,336.77	1,700,000	1,873,712.51	(34,375.74	)	(14,970.49	)	—	—		4.375	MS	23,552.09	11,776.03	7072015	3072021
857477AK9	STATE STREET CORP SENIOR CORP BND			4,051,931.5	4,034,975.31	4,075,000	4,062,420.33	(27,445.02	)	5,139.49		—	—		1.35	MN	7,029.38	55,012.5	1062014	5152018
857477AN3	STATE STREET CORP SENIOR CORP BND			1,032,809	1,001,865.77	1,000,000	1,030,619.09	(28,753.32	)	(2,189.91	)	—	—		3.3	JD	1,375	18,278.34	12092015	12162024
85771PAD4	STATOILHYDRO ASA SENIOR CORP BND	F		3,107,100	3,004,195.5	3,000,000	3,026,824.46	(22,628.96	)	(30,750.45	)	—	—		1.8	MN	5,700	58,000	4112013	11232016
85771PAJ1	STATOILHYDRO ASA SENIOR CORP BND	F		10,202,467.5	10,066,740.78	10,250,000	10,223,925.81	(157,185.03	)	10,711.94		—	—		1.15	MN	15,061.79	117,875	4292014	5152018
85771PAR3	STATOILHYDRO ASA SENIOR CORP BND	F		1,300,434	1,295,528.98	1,300,000	1,300,444.17	(4,915.19	)	(110.85	)	—	—		1.95	MN	3,732.09	33,908.33	11052013	11082018
BRSMDLA59	STENA INTERNATIONAL SARL SENIOR SECURED	F		1,821,597.04	1,554,797.48	1,839,997.01	1,826,297.18	(271,499.7	)	2,803.03		—	—		0	MJSD	—	75,094.98	2212014	3032021
BRST248L2	STERIGENICS-NORDION HOLDINGS L SENIOR SE		2	394,135.12	385,288.86	395,168.06	394,209	(8,920.14	)	76.36		—	—		0	MJSD	—	8,450.25	8132015	5162022
86212TAA7	STORE MASTER FUNDING LLC STR_1 ABS_12-1A		2	2,213,343.48	2,255,538.38	2,094,543.59	2,210,847.88	44,690.5		(4,095.36	)	—	—		5.77	MON	3,357.09	94,656.36	3062015	8202042
86213BAB3	STR_14-1A WHOLE CMO _14-1A-A2 144A		2	1,090,516.61	1,029,516.92	992,083.33	1,088,096.83	(58,579.91	)	(2,874.52	)	—	—		5	MON	1,515.68	44,477.67	1232015	4202044
86213CAA3	STR_15-1A ABS 15-1A A1 144A		2	1,494,679.8	1,483,213.13	1,495,000.01	1,494,693.42	(11,480.29	)	14.66		—	—		3.75	MON	1,713.02	38,070.31	4142015	4202045
8628113T1	STRATFORD REC CO LLC MUNITAX BND GO			782,955	774,262.5	750,000	772,554.78	1,707.72		(8,323.87	)	—	—		2.989	FA	8,468.83	22,417.5	10182013	8152018
BRSM7GLZ9	STS OPERATING SENIOR SECURED TERM NOTES		2	790,502.04	762,695.42	794,474.4	791,544.89	(28,849.47	)	606.48		—	—		0	MJSD	—	38,569.33	2112014	2122021
864425AB9	SUBURBAN HOSP HEALTHCARE SYS I MUNITAX B		2	135,620.76	132,706.2	132,000	132,331	375.2		(5,358.17	)	—	—		7.705	FA	3,842.22	14,793.6	3232005	2152016
BL1711854	SUMMIT MATERIALS LLC SENIOR SECURED TERM			237,606	236,113.5	238,800	237,680.68	(1,567.18	)	80.68		—	—		0	MJSD	—	1,841.67	6252015	6182022
BRSMQX4D9	SUNGARD AVAILABILITY SERVICES SENIOR SEC		2	947,380.84	827,624.31	948,566.55	947,732.46	(120,108.15	)	566.32		—	—		0	MJSD	—	81,797.64	7112014	3292019
W94232CA6	SWEDBANK AB SENIOR CORP BND	F		4,991,550	5,002,040	5,000,000	4,994,552.06	7,487.94		1,642.95		—	—		2.375	FA	40,902.78	118,750	2202014	2272019
87020DAR5	SWEDEN KINGDOM CORP BND 144A MTN	F		1,994,860	1,985,700.08	2,000,000	1,996,455.23	(10,755.15	)	1,595.23		—	—		0.875	JJ	7,680.56	8,750	1152015	1232018
87020DAL8	SWEDEN KINGDOM CORP BND MTN 144A	F		2,695,518	2,703,828.6	2,700,000	2,698,766.42	5,062.18		1,402.05		—	—		1	MN	3,450	27,000	8222013	11152016
87158YAQ5	SYMP_12-10AR MEZZANIN ABS 12-10AR CR 144	F	2	2,500,000	2,482,661.25	2,500,000	2,500,000	(17,338.75	)	—		—	—		3.166	JAJO	15,392.22	39,849.79	4082015	7232023
87154EAE0	SYMP_14-15A MEZZANIN ABS_14-15A C 144A	F	1	1,005,000	988,894.9	1,000,000	1,004,546.84	(15,651.94	)	(453.16	)	—	—		3.515	JAJO	7,225.59	20,656.37	3162015	10172026

87165LAA9	SYNCT_14-1 SENIOR ABS _14-1-A		2	904,748.95	902,194.52	905,000	904,840.89	(2,646.37	)	82.93		—	—		1.61	MON	647.58	14,570.52	11142014	11152020
BRSEM91J4	SYNIVERSE HLDGS SENIOR SEC TERM NOTES		2	1,822,674.91	1,367,006.18	1,841,085.77	1,832,330.76	(465,324.58	)	3,480.63		—	—		0	JAJO	—	104,709.19	4202012	4232019
874060AB2	TAKEDA PHARMACEUTICAL CO LTD UNSECURED C	F		3,796,792.5	3,746,515.5	3,750,000	3,763,876.19	(17,360.69	)	(12,149.78	)	—	—		1.625	MS	17,604.17	83,416.67	3192013	3172017
89236VAD2	TAOT_13-B SENIOR ABS_13-B A4		2	629,492.19	626,000.03	625,000	627,566.87	(1,566.84	)	(1,925.32	)	—	—		1.46	MON	405.56	6,742.31	3162015	1152019
89231RAD6	TAOT_14-B SENIOR ABS _14-B-A4		2	9,998,335	9,963,999.9	10,000,000	9,999,056.08	(35,056.18	)	472.71		—	—		1.31	MON	5,822.22	131,000.04	6102014	9162019
89190AAD2	TAOT_14-C ABS _14-C-A4		2	999,701.1	995,599.98	1,000,000	999,804.7	(4,204.72	)	204.75		—	—		1.44	MON	640	35,520	10072014	4152020
87609FAA6	TAR HEEL RE LTD UNSEC CORP BND 144A	F		2,000,000	2,041,800	2,000,000	2,000,000	41,800		—		—	—		8.665	MJSD	5,295.28	585,083.33	4022013	5092016
87612EAV8	TARGET CORPORATION CORP BND			1,287,518	1,256,911.49	1,175,000	1,271,070.28	(14,158.79	)	(16,447.72	)	—	—		3.875	JJ	20,994.97	16,315.37	3032015	7152020
87612EBB1	TARGET CORPORATION SENIOR CORP BND			5,864,292.45	5,811,913.52	5,735,000	5,855,701.44	(43,787.92	)	(8,591.01	)	—	—		2.3	JD	1,832.01	33,668.81	10062015	6262019
87236YAE8	TD AMERITRADE HLDG CORP SENIOR CORP BND		1	3,915,776.25	3,872,755.19	3,925,000	3,916,795.03	(44,039.84	)	1,018.78		—	—		2.95	AO	28,946.88	64,969.66	12232015	4012022
BRSX4ZNL5	TEAM HLTH INC. SENIOR SECURED TERM LOAN		1	1,977,996.98	1,994,859.89	1,997,976.74	1,978,138.09	16,721.8		141.11		—	—		0	MJSD	—	4,927.17	11172015	11232022
BRSN4E4J0	TECHNIMARK LLC SECURED TERM LOAN			6,750,000	6,631,875	6,750,000	6,750,000	(118,125	)	—		—	—		0	MJSD	—	151,875	12232015	4252021
BRSSUAB92	TEKNI-PLEX, INC. SENIOR SECURED TERM LOA			89,849.11	89,134.39	90,300.62	89,884.05	(749.66	)	37.2		—	—		0	MJSD	—	1,596.04	4152015	6012022
BRSE99EZ9	TELESAT CANADA / TELESAT LLC SENIOR SEC	A	2	4,041,773.05	3,997,870.7	4,051,902.82	4,046,384.53	(48,513.83	)	1,808.41		—	—		0	MJSD	—	141,192.57	10012015	3282019
87970UAE6	TELOS_14-6A ABS _14-6A-B1 144A	F	2	2,405,585	2,430,419.5	2,500,000	2,419,162.05	11,257.45		12,517.82		—	—		2.415	JAJO	12,411.19	52,915.71	10302014	1172027
Z91GFLXY5	TEMSE_1 ABS 1 A	D	2	188,489.3	173,317.88	117,471.75	188,489.3	(15,171.42	)	—		—	(15,347.69	)	1.402	MON	73.16	5,659.28	11072013	11212021
BRSPDEXA2	TEREX CORP SENIOR SECURED TERM NOTES			795,984.86	790,997.49	797,979.81	796,361.3	(5,363.81	)	307.98		—	—		0	MJSD	—	28,495.74	8082014	8062021
BRSQPSFE8	TERRA-GEN FINANCE CO LLC SENIOR SECURED		1	688,280.72	653,693.75	691,739.42	688,769.66	(35,075.91	)	601.67		—	—		0	MJSD	—	36,853.87	11262014	12092021
88165FAC6	TEVA PHARMACEUTICAL FIN CO. BV CORP BND	F		1,026,840	1,006,230	1,000,000	1,010,971.87	(4,741.87	)	(12,663.88	)	—	—		2.4	MN	3,400	24,000	11072011	11102016
8821172X1	TEXAS A & M UNIV PERM UNIV FD MUNITAX BN			2,005,720	1,985,420	2,000,000	2,004,974.03	(19,554.03	)	(745.97	)	—	—		1.75	JJ	17,500	6,611.11	4082015	7012020
88224LAC2	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B			1,500,000	1,483,335	1,500,000	1,500,000	(16,665	)	—		—	—		1.305	AO	4,893.75	15,496.88	12092014	10012017
88224LAE8	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B			2,000,000	1,977,640	2,000,000	2,000,000	(22,360	)	—		—	—		2.075	AO	10,375	32,854.16	12092014	10012019
882508AR5	TEXAS INSTRUMENTS INCORPORATED CORP BND			514,270	502,919.95	500,000	503,287.37	(367.42	)	(8,758.24	)	—	—		2.375	MN	1,517.36	11,875	5162011	5162016
882508AU8	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			295,140	295,349.1	300,000	295,673.67	(324.57	)	533.67		—	—		1.65	FA	2,035	247.5	7102015	8032019
882508AV6	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			2,470,300	2,458,743.85	2,500,000	2,483,862.19	(25,118.34	)	6,755.24		—	—		1	MN	4,166.66	25,000	5012013	5012018
882508AX2	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			1,996,040	1,995,079.8	2,000,000	1,998,409.5	(3,329.7	)	1,400.14		—	—		0.875	MS	5,298.61	19,506.43	3052014	3122017
882806AT9	TEXAS TECH UNIV MUNI BND REV		1	2,263,420	2,198,500	2,000,000	2,190,156.96	8,343.04		(58,628.13	)	—	—		5	FA	37,777.78	100,000	2032009	2152024
882806EL2	TEXAS TECH UNIV MUNITAX BND REV			5,000,000	5,000,950	5,000,000	5,000,000	950		—		—	—		1.804	FA	34,075.56	31,570	3182015	2152019
BRSNUUGN3	TGI FRIDAYS INC SENIOR SECURED TERM NOTE			1,089,680.99	1,084,994.64	1,083,640.09	1,089,066.5	(4,071.86	)	(434.79	)	—	—		0	MJSD	—	29,553.17	4212015	7152020
63902HAA7	THE NATURE CONSESRVANCY MUNI BND REV			3,437,400	3,326,430	3,000,000	3,328,148.33	(1,718.33	)	(87,673.16	)	—	—		6.3	JJ	94,500	189,000	6182009	7012019
883556BB7	THERMO FISHER SCIENTIFIC INC SENIOR CORP			2,001,260	1,997,032.16	2,000,000	2,000,801.78	(3,769.62	)	(494.02	)	—	—		1.85	JJ	17,061.11	74,303.19	8162012	1152018
883556BE1	THERMO FISHER SCIENTIFIC INC SENIOR CORP			6,824,023.1	6,811,836.11	6,810,000	6,820,099.76	(8,263.65	)	(4,888.68	)	—	—		2.4	FA	68,100	181,653.33	12162014	2012019
88428LAA0	THIRD POINT RE USA HOLDINGS IN SENIOR CO			12,000,000	12,000,000	12,000,000	12,000,000	—		—		—	—		7	FA	322,000.01	420,000	2102015	2132025
87247CAA1	TICP_14-2A ABS _14-2A-A1A 144A	F	1	3,720,000	3,690,290.25	3,750,000	3,725,673.93	(35,383.68	)	5,527.14		—	—		1.767	JAJO	13,437.7	76,643.15	12172014	7202026

BRSN1NQ83	TIME INC (USA) SENIOR SECURED TERM LOAN			2,185,681	2,182,921.33	2,207,758.61	2,190,671.21	(7,749.88	)	3,402.71		—	—		0	MJSD	—	104,422.64	4172014	4262021
88732JAL2	TIME WARNER CABLE INC CORP BND			1,304,897	1,200,741.99	1,100,000	1,228,136.96	(27,394.97	)	(53,126.79	)	—	—		6.75	JJ	37,125	86,437.5	6052014	7012018
BRSWVW9B2	T-MOBILE USA INC SENIOR SECURED TERM LOA		1	952,153.1	958,133.96	956,937.79	952,231.14	5,902.82		78.04		—	—		0	MJSD	—	3,337.65	11032015	11092022
880591EQ1	TN VLY AUTHORITY SENIOR AGENCY BND			2,552,790.6	2,585,520.07	2,565,000	2,558,129.76	27,390.31		2,378.28		—	—		1.75	AO	9,476.25	44,887.5	9242013	10152018
BRSWDXKE1	TOOLING ACQUISITION CO. TERM LOAN			800,011.06	790,010.92	800,011.06	800,011.06	(10,000.14	)	—		—	—		0	MJSD	—	—	9212015	9212021
BRSWDXM82	TOOLING ACQUISITION CO. TERM LOAN			600,008.3	592,508.2	600,008.3	600,008.3	(7,500.1	)	—		—	—		0	MJSD	—	36,018.83	11022015	9212021
BRSWDXMT6	TOOLING ACQUISITION CO. TERM LOAN			2,470,734.16	2,439,849.98	2,470,734.16	2,470,734.16	(30,884.18	)	—		—	—		0	MJSD	—	32,800.45	9212015	9212021
891145TN4	TORONTO-DOMINION BANK/THE SECURED LOCAL	A		5,138,450	5,115,351.16	5,100,000	5,119,257.74	(3,906.58	)	(15,885.77	)	—	—		1.5	MS	22,950	76,500	8132014	3132017
89114QAG3	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		2,938,030.2	2,911,635.38	2,940,000	2,939,065.8	(27,430.42	)	391.7		—	—		1.4	AO	6,974.33	41,160	4232013	4302018
89114QAV0	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		4,200,834	4,193,710.51	4,200,000	4,201,028.76	(7,318.25	)	12.76		—	—		2.25	MN	14,700	88,300	3042015	11052019
89114QB64	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		204,797.05	204,619.14	205,000	204,826.17	(207.03	)	29.12		—	—		1.75	JJ	1,574.51	—	7162015	7232018
89153VAA7	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		1,593,024	1,603,883.2	1,600,000	1,598,378.52	5,504.68		1,463.35		—	—		1.5	FA	8,933.34	62,311.46	2142012	2172017
89153VAC3	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		4,092,333	4,098,063.13	4,100,000	4,097,652.95	410.18		1,802.33		—	—		1.55	JD	529.59	74,419.38	9292015	6282017
89153VAD1	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		2,173,434	2,175,108.75	2,175,000	2,174,968.96	139.79		474.85		—	—		0.75	JJ	7,068.75	16,312.5	9182012	1252016
89153VAF6	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		99,726	100,029.99	100,000	99,943.2	86.79		137.01		—	—		1	FA	386.11	1,883.33	8052013	8122016
89153VAJ8	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		399,120	399,259.64	400,000	399,694.88	(435.24	)	294.53		—	—		1	JJ	1,900	3,977.78	1082014	1102017
89153VAK5	TOTAL CAPITAL INTERNATIONAL SA TOTAL CAP	F		1,998,760	1,998,506.32	2,000,000	1,999,131.71	(625.39	)	276.83		—	���		2.125	JJ	20,187.5	42,500	1082014	1102019
F9208ZKB2	TOTAL CAPITAL S.A. CORP BND MTN	D		1,654,432.94	1,505,594.73	970,000	1,608,356.6	(102,761.87	)	(43,684.26	)	—	(97,822.43	)	4.25	DEC	3,984.36	64,696.45	12102014	12082017
BRSSD9JL9	TOWNSQUARE MEDIA INC SENIOR SECURED TERM		1	389,345.36	387,315.58	391,227.86	389,521.74	(2,206.16	)	317.19		—	—		0	MJSD	—	11,227.75	8212015	4012022
89236RAD1	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A		2	2,186,665.63	2,184,744	2,190,000	2,188,617.96	(3,873.96	)	2,523.6		—	—		0.69	MON	671.6	15,407.62	3162015	11152018
89236TBD6	TOYOTA MOTOR CREDIT CORP CORP BND		1	2,991,000	2,995,992	3,000,000	2,996,188.51	(196.51	)	3,228.42		—	—		0.75	MJSD	1,625	22,500	7232014	3032017
89233P5E2	TOYOTA MOTOR CREDIT CORP CORP BND MTN			2,595,875	2,516,300	2,500,000	2,519,880.78	(3,580.78	)	(32,346.68	)	—	—		2	MS	14,722.22	70,333.33	4052013	9152016
89236TAL9	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			3,598,524	3,600,000	3,600,000	3,599,812.94	187.06		499.99		—	—		0.8	MN	3,520	30,511.12	5142013	5172016
89236TBH7	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1,499,205	1,497,810.75	1,500,000	1,499,632.68	(1,821.93	)	263.67		—	—		1.125	MN	2,109.38	16,875	5132014	5162017
89236TCA1	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			5,527,417.05	5,521,282.82	5,535,000	5,529,832.4	(8,549.58	)	2,415.35		—	—		1.45	JJ	37,676.42	40,128.75	1072015	1122018
89236TCF0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1,119,160	1,115,498.03	1,120,000	1,119,289.3	(3,791.27	)	129.3		—	—		2.15	MS	7,290.89	12,040	3092015	3122020
89236TCP8	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1,248,937.5	1,244,616.13	1,250,000	1,249,099.8	(4,483.67	)	162.3		—	—		1.55	JJ	9,041.67	—	7082015	7132018
89267XAF5	TRADEWYND RE LTD CORP BND 144A	F		500,000	501,400	500,000	500,000	1,400		—		—	—		4.99	JAJO	6,376.11	19,123.25	12052014	1082018
89267XAG3	TRADEWYND RE LTD CORP BND 144A	F		500,000	499,500	500,000	500,000	(500	)	—		—	—		6.75	JAJO	8,625	25,740.92	12052014	1082016
89267XAH1	TRADEWYND RE LTD CORP BND 144A	F		9,250,000	9,358,225	9,250,000	9,250,000	108,225		—		—	—		7	JAJO	165,472.23	737,816.68	12052014	1082018
89289YAB6	TRAMLINE RE II LTD CORP BND 144A	F		1,000,000	1,020,850	1,000,000	1,000,000	20,850		—		—	—		9.75	JAJO	24,916.67	76,799.77	12042014	1042019
893526DK6	TRANSCANADA PIPELINES LIMITED CORP BND	A		1,071,740	1,017,345.28	1,000,000	1,062,837.41	(45,492.13	)	(8,902.59	)	—	—		3.8	AO	9,500	17,733.33	4082015	10012020
89352HAN9	TRANSCANADA PIPELINES LIMITED SENIOR COR	A		824,735.5	814,457.13	825,000	825,035.57	(10,578.44	)	300.07		—	—		1.875	JJ	7,261.72	5,286.46	7152015	1122018
89356BAA6	TRANSCANADA TRUST CAPSEC CORP BND	A	1	1,075,000	991,687.5	1,075,000	1,075,000	(83,312.5	)	—		—	—		5.625	MN	6,886.72	30,234.38	12232015	5202075

BRSNBE338	TRANSDIGM INC SENIOR SECURED TERM LOAN		2	3,928,656.01	3,856,477.51	3,947,406.01	3,931,625.88	(75,148.37	)	2,898.43		—	—		0	MJSD	—	151,032.32		11142014	6042021
BRSMMP9T0	TRANSUNION LLC SENIOR SECURED TERM LOAN		2	2,394,843.74	2,363,344.66	2,400,845.87	2,396,290.25	(32,945.59	)	917.95		—	—		0	MJSD	—	99,546.69		3212014	4092021
BRSU975A2	TRIBUNE COMPANY SENIOR SECURED TERM LOAN		1	1,732,907.92	1,714,637.2	1,736,341.47	1,733,222.42	(18,585.22	)	717.56		—	—		0	MJSD	—	68,062.07		7012015	12272020
BRSEQLBQ6	TRICORBRAUN INC SENIOR SECURED TERM LOAN			2,339,125.6	2,321,494	2,350,880	2,346,271.56	(24,777.56	)	2,203.63		—	—		0	MJSD	—	95,553.98		4302012	5032018
L9339LAB9	TRINSEO MATERIALS OPERATING SC SENIOR SE	E	2	567,150	561,464.29	568,571.43	567,242.62	(5,778.33	)	99.76		—	—		0	JAJO	—	—		4282015	11052021
89837RAA0	TRUSTEES OF DARTMOUTH COLLEGE MUNITAX BN			566,110	543,447.27	500,000	552,579.1	(9,131.83	)	(13,530.9	)	—	—		4.75	JD	1,979.17	19,593.75		1302015	6012019
872882AC9	TSMC GLOBAL LTD SENIOR CORP BND 144A	F		5,711,170.95	5,597,499.6	5,715,000	5,713,235.45	(115,735.85	)	761.42		—	—		1.625	AO	22,701.25	92,868.76		3272013	4032018
BRSTA3686	TTM TECHNOLOGIES, INC. SENIOR SECURED TE			313,674.13	294,983.71	325,050.92	314,688.44	(19,704.73	)	1,042.82		—	—		0	MJSD	—	5,702.65		5072015	5312021
902133AQ0	TYCO ELECTRONICS GROUP SA SENIOR CORP BN	F	1	1,634,149.8	1,626,597.22	1,635,000	1,634,381.35	(7,784.13	)	163.73		—	—		2.35	FA	16,009.38	38,529.23		7282014	8012019
BRSPC8H22	UAL_12-2A SENIOR SECURED TERM LOAN			1,115,519.28	1,123,970.18	1,126,787.15	1,117,533.84	6,436.34		18,894.47		—	—		0	MJSD	—	109,656.25		8062014	9152021
90261XHH8	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			3,967,644.3	3,917,148.85	3,945,000	3,962,412.45	(45,263.6	)	(5,231.85	)	—	—		1.8	MS	18,738.75	29,982		4212015	3262018
90261XHK1	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			831,893.8	833,295.24	835,000	832,264.96	1,030.28		371.16		—	—		2.35	MS	5,178.16	6,268.3		5272015	3262020
90261XHL9	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			12,987,780	12,935,249.99	13,000,000	12,991,318.26	(56,068.27	)	3,538.26		—	—		1.375	JD	14,895.84	89,375		12232015	6012017
90261XHM7	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			1,500,000	1,496,954.96	1,500,000	1,500,000	(3,045.04	)	—		—	—		0.974	MJSD	1,258.34	6,601.33		5272015	6012017
G918UHAA3	UBS AG JERSEY BRANCH CORP BND EMTN	D	1	274,088.34	250,438.09	150,000	266,221.6	(15,783.51	)	(9,967.17	)	—	(16,303.43	)	6.375	NOV	1,655.87	23,816.1		12042014	11192024
G916E2AB6	UBS AG, LONDON BRANCH CORP BND EMTN	D		1,061,101.22	945,760.91	623,000	1,006,828.68	(61,067.77	)	(57,331.02	)	—	(62,350.07	)	6.375	JUL	26,389.99	96,029.83		12032014	7202016
90351DAA5	UBS GROUP FUNDING JERSEY LTD SENIOR CORP	F		5,989,740	5,942,121.72	6,000,000	5,990,261.62	(48,139.9	)	521.62		—	—		2.95	MS	47,691.67	—		9212015	9242020
90264AAA7	UBS PD FD TST IV CORP BND		1	5,206,250	5,018,750	5,000,000	5,206,250	(187,500	)	—		—	—		6.243	MN	39,885.83	312,150		11102014	1019999
90270YBD0	UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2		2	1,368,685.5	1,356,128.72	1,355,000	1,363,076.48	(6,947.76	)	(4,925.96	)	—	—		2.137	MON	2,412.46	28,949.52		9232014	3102046
904764AP2	UNILEVER CAPITAL CORP SENIOR CORP BND			3,088,000	3,106,293.9	3,125,000	3,113,038.63	(6,744.73	)	10,396.66		—	—		0.85	FA	10,993.92	40,162.5		7302012	8022017
904764AQ0	UNILEVER CAPITAL CORP SENIOR CORP BND			2,616,071.25	2,653,177.01	2,625,000	2,620,980.65	32,196.36		1,183.07		—	—		2.2	MS	18,447.92	57,750		9112013	3062019
904764AR8	UNILEVER CAPITAL CORP SENIOR CORP BND			546,815.5	546,411.1	550,000	547,070.34	(659.24	)	254.84		—	—		2.1	JJ	4,844.58	—		7282015	7302020
907818CZ9	UNION PACIFIC CORPORATION CORP BND			275,372.5	269,141.92	250,000	270,429.99	(1,288.07	)	(4,942.51	)	—	—		5.75	MN	1,836.81	4,751.74		7132015	11152017
907818DA3	UNION PACIFIC CORPORATION CORP BND			1,999,631.7	1,921,277.81	1,749,000	1,920,557.29	720.52		(63,276.82	)	—	—		5.7	FA	37,661.8	99,693		12052012	8152018
907818EA2	UNION PACIFIC CORPORATION SENIOR CORP BN		1	1,006,336.49	980,590.98	1,000,000	1,005,089.9	(24,498.92	)	(1,246.59	)	—	—		1.8	FA	7,500	8,860.9		2022015	2012020
907818EE4	UNION PACIFIC CORPORATION SENIOR CORP BN		1	3,247,400	3,238,944.19	3,250,000	3,247,664.75	(8,720.56	)	264.75		—	—		2.25	JD	2,437.5	36,562.5		6162015	6192020
553794AA6	UNIONBANCAL CORPORATION SENIOR CORP BND		1	714,520.95	707,680.07	715,000	714,660.91	(6,980.84	)	139.96		—	—		1.625	FA	4,582.95	5,777.1		12232015	2092018
G92451GE0	UNITED KINGDOM GILT GOVT BND	D		2,015,520.07	1,912,060.99	1,280,000	1,994,375.88	(82,314.89	)	(49,890.83	)	—	(82,996.33	)	1.75	JJ	14,623.65	159,629.72		2162015	1222017
G9T44MEB4	UNITED KINGDOM GILT GOVT BND	D		2,867,433.02	2,742,802.62	1,850,000	2,862,688.32	(119,885.7	)	(4,298.85	)	—	(124,170.63	)	1	MS	8,689.54	33,515.55		5292015	9072017
G9T44MFU1	UNITED KINGDOM GILT GOVT BND	D		2,319,778.6	2,252,683.7	1,514,000	2,319,061.12	(66,377.42	)	(5,403.64	)	—	(64,142.65	)	1.25	JJ	12,355.02	14,587.92		12152015	7222018
G9T44MHH8	UNITED KINGDOM GILT GOVT BND	D		3,427,439.13	3,408,823.39	2,265,000	3,427,388.85	(18,565.46	)	(50.28	)	—	(21,720.12	)	1.75	JJ	25,877.01	(25,882.28	)	12302015	7222019
G92450K80	UNITED KINGDOM GILT SENIOR GOVT BND	D		28,438,405.5	27,511,883.73	17,070,000	28,283,882.76	(771,999.03	)	(161,830.25	)	—	(759,252.78	)	5	MS	400,892.7	(222,765.02	)	12152015	3072018
911312AK2	UNITED PARCEL SERVICE INC CORP BND			1,565,228	1,541,579.96	1,400,000	1,555,434.65	(13,854.69	)	(9,793.35	)	—	—		5.125	AO	17,937.5	(2,989.58	)	10132015	4012019
912828K25	UNITED STATES TREASURY GOVT BND			31,127,459.88	31,046,217.87	31,350,000	31,175,394.75	(129,176.88	)	49,174.85		—	—		0.75	AO	50,108.61	103,437.51		7012015	4152018

912828A34	UNITED STATES TREASURY GOVT BND	986,480	998,440.02	1,000,000	990,460.86	7,979.16		3,024.46		—	—	1.25	MN	1,092.9	17,725.41		12052013	11302018
912828A42	UNITED STATES TREASURY GOVT BND	3,964,379.7	3,935,196.32	3,895,000	3,954,580.02	(19,383.7	)	(9,799.68	)	—	—	2	MN	6,810.93	72,495.05		2232015	11302020
912828B90	UNITED STATES TREASURY GOVT BND	1,020,783.25	1,008,340	1,000,000	1,018,216.16	(9,876.16	)	(3,130.01	)	—	—	2	FA	6,758.24	11,902.18		3262015	2282021
912828C99	UNITED STATES TREASURY GOVT BND	5,080,199.41	5,044,966.6	5,000,000	5,147,440.92	(102,474.32	)	67,241.51		—	—	0.125	AO	1,351.97	3,543.79		12232015	4152019
912828D49	UNITED STATES TREASURY GOVT BND	11,900,742.77	11,825,233.5	11,850,000	11,884,514.72	(59,281.22	)	(16,228.05	)	—	—	0.875	FA	39,164.58	31,685.46		8142015	8152017
912828D56	UNITED STATES TREASURY GOVT BND	3,246,105.59	3,218,187.7	3,185,000	3,244,646.14	(26,458.44	)	(1,517.17	)	—	—	2.375	FA	28,314.74	3,039.6		10072015	8152024
912828F54	UNITED STATES TREASURY GOVT BND	7,993,450.94	7,975,919.76	8,000,000	7,993,819.86	(17,900.1	)	368.92		—	—	0.875	AO	14,918.03	(7,459.02	)	11232015	10152017
912828G20	UNITED STATES TREASURY GOVT BND	29,515,178.3	29,402,354.71	29,500,000	29,513,878.29	(111,523.58	)	(923.44	)	—	—	0.875	MN	33,329.32	9,879.95		11062015	11152017
912828G38	UNITED STATES TREASURY GOVT BND	5,217,968.75	4,997,299.95	5,000,000	5,199,002.94	(201,702.99	)	(22,858.79	)	—	—	2.25	MN	14,526.1	130,973.45		1272015	11152024
912828G79	UNITED STATES TREASURY GOVT BND	5,720,886.35	5,712,392.23	5,720,000	5,720,856.43	(8,464.2	)	(37	)	—	—	1	JD	2,656.83	3,724.86		12022015	12152017
912828G87	UNITED STATES TREASURY GOVT BND	7,508,008.33	7,382,925.66	7,317,000	7,483,043.34	(100,117.68	)	(27,488.59	)	—	—	2.125	JD	427.16	165,408.36		1162015	12312021
912828G95	UNITED STATES TREASURY GOVT BND	6,094,687.5	6,001,079.88	6,000,000	6,077,274.59	(76,194.71	)	(17,412.91	)	—	—	1.625	JD	267.86	90,497.24		1212015	12312019
912828H37	UNITED STATES TREASURY GOVT BND	6,454,114.28	6,446,056.82	6,475,000	6,456,645.11	(10,588.29	)	7,548.45		—	—	0.875	JJ	26,172.72	20,398.74		12022015	1152018
912828J92	UNITED STATES TREASURY GOVT BND	9,634,034.19	9,613,097.3	9,655,000	9,639,172.38	(26,075.08	)	5,577.27		—	—	0.5	MS	12,266.6	9,567.55		8142015	3312017
912828K66	UNITED STATES TREASURY GOVT BND	70,793,081.74	70,630,800	71,000,000	70,855,708.33	(224,908.33	)	63,227.81		—	—	0.5	AO	60,467.03	148,233.68		9112015	4302017
912828K74	UNITED STATES TREASURY GOVT BND	817,313.75	799,532.79	820,000	817,379.98	(17,847.19	)	556.7		—	—	2	FA	6,194.57	7,245.65		10012015	8152025
912828L32	UNITED STATES TREASURY GOVT BND	2,991,679.69	2,952,330.09	3,000,000	2,992,124.47	(39,794.38	)	541.96		—	—	1.375	FA	13,938.87	(840.11	)	10202015	8312020
912828QF0	UNITED STATES TREASURY GOVT BND	1,771,683.13	1,708,823	1,700,000	1,708,685.19	137.81		(91,744.71	)	—	—	2	AO	5,791.21	141,626.02		2012013	4302016
912828QX1	UNITED STATES TREASURY GOVT BND	19,992,897.35	19,600,228.05	19,500,000	19,559,086.61	41,141.44		(184,458.91	)	—	—	1.5	JJ	122,404.89	838,245.31		8162011	7312016
912828RF9	UNITED STATES TREASURY GOVT BND	30,965,659.6	30,766,005	30,700,000	30,778,030.66	(12,025.66	)	(141,056.47	)	—	—	1	FA	103,739.01	475,031.84		3192015	8312016
912828RH5	UNITED STATES TREASURY GOVT BND	28,870,107.74	28,790,116.57	28,700,000	28,848,414.11	(58,297.54	)	(20,139.49	)	—	—	1.375	MS	100,273.55	162,621.94		9162015	9302018
912828RP7	UNITED STATES TREASURY GOVT BND	3,021,810	3,039,060.06	3,000,000	3,015,265.47	23,794.59		(6,195.86	)	—	—	1.75	AO	8,942.32	65,197.01		4022013	10312018
912828RU6	UNITED STATES TREASURY GOVT BND	41,199,534.78	40,989,312	40,950,000	41,058,763.79	(69,451.79	)	(113,035.5	)	—	—	0.875	MN	31,327.87	343,021.52		6052015	11302016
912828SC5	UNITED STATES TREASURY GOVT BND	20,250,163.62	20,160,881	20,150,000	20,213,655.25	(52,774.25	)	(33,963.45	)	—	—	0.875	JJ	73,782.94	44,585.12		7082015	1312017
912828SJ0	UNITED STATES TREASURY GOVT BND	6,787,488.26	6,782,847.6	6,780,000	6,784,853.47	(2,005.87	)	(1,309.43	)	—	—	0.875	FA	20,046.63	17,712.02		12022015	2282017
912828SM3	UNITED STATES TREASURY GOVT BND	20,308,425.15	20,235,148	20,200,000	20,258,502.63	(23,354.63	)	(59,139.35	)	—	—	1	MS	51,327.87	276,262.3		12302014	3312017
912828SY7	UNITED STATES TREASURY GOVT BND	38,886,225.85	38,831,130	39,000,000	38,893,081.75	(61,951.75	)	28,597.37		—	—	0.625	MN	21,311.48	55,827.36		12042015	5312017
912828TB6	UNITED STATES TREASURY GOVT BND	905,440.52	897,228	900,000	901,659	(4,431	)	(1,099.38	)	—	—	0.75	JD	18.54	6,750		7132012	6302017
912828TG5	UNITED STATES TREASURY GOVT BND	9,143,093.31	9,131,091.91	9,200,000	9,168,942.19	(37,850.28	)	18,380.63		—	—	0.5	JJ	19,250	29,022.67		1262015	7312017
912828TH3	UNITED STATES TREASURY GOVT BND	1,825,487.57	1,857,497	1,900,000	1,844,035.41	13,461.59		22,348.4		—	—	0.875	JJ	6,957.2	32,072.54		10032014	7312019
912828TJ9	UNITED STATES TREASURY GOVT BND	10,582,380.98	10,522,548	10,800,000	10,594,939.45	(72,391.45	)	12,558.47		—	—	1.625	FA	66,289.4	20,846.69		8062015	8152022
912828TM2	UNITED STATES TREASURY GOVT BND	31,419,045.27	31,301,235.95	31,500,000	31,434,276.82	(133,040.87	)	20,445.49		—	—	0.625	FA	66,526.44	23,244.28		9282015	8312017
912828TS9	UNITED STATES TREASURY GOVT BND	18,269,743.93	18,273,960.37	18,400,000	18,311,007.41	(37,047.04	)	44,348.21		—	—	0.625	MS	29,221.32	102,960.51		12212015	9302017
912828UA6	UNITED STATES TREASURY GOVT BND	44,519,693.85	44,531,371.44	44,900,000	44,618,442.59	(87,071.15	)	91,186.49		—	—	0.625	MN	24,535.52	139,197.41		11242015	11302017

912828UB4	UNITED STATES TREASURY GOVT BND		2,875,320	2,932,800.05	3,000,000	2,904,523.5	28,276.55		23,311.23		—	—	1	MN	2,622.96	30,000		5062014	11302019
912828UE8	UNITED STATES TREASURY GOVT BND		15,383,548.69	15,366,042.06	15,470,000	15,409,948.46	(43,906.4	)	26,102.72		—	—	0.75	JD	318.75	113,266.98		3162015	12312017
912828UJ7	UNITED STATES TREASURY GOVT BND		21,431,168.94	21,395,510	21,500,000	21,445,752.03	(50,242.03	)	20,625.76		—	—	0.875	JJ	78,726.22	157,542.89		6052015	1312018
912828UR9	UNITED STATES TREASURY GOVT BND		25,658,541.62	25,730,203.5	25,950,000	25,766,184.67	(35,981.17	)	85,659.29		—	—	0.75	FA	65,766.13	267,871.08		12082015	2282018
912828UZ1	UNITED STATES TREASURY GOVT BND		12,754,387.06	12,660,327.39	12,825,000	12,768,409.16	(108,081.77	)	26,164.86		—	—	0.625	AO	13,652.99	90,936.4		10202015	4302018
912828VG2	UNITED STATES TREASURY GOVT BND		1,150,958.97	1,150,184	1,150,000	1,150,243.57	(59.57	)	(692.69	)	—	—	0.5	JD	267.08	10,483.83		9022014	6152016
912828VQ0	UNITED STATES TREASURY GOVT BND		11,526,633.58	11,500,620.28	11,455,600	11,514,216.4	(13,596.12	)	(11,504.26	)	—	—	1.375	JJ	65,916.4	210,861.62		9102015	7312018
912828VW7	UNITED STATES TREASURY GOVT BND		3,022,265.4	3,004,020	3,000,000	3,005,348.71	(1,328.71	)	(7,554.83	)	—	—	0.875	MS	7,788.46	26,250		11222013	9152016
912828WD8	UNITED STATES TREASURY GOVT BND		25,480,165.24	25,367,234.51	25,400,000	25,473,304.55	(106,070.04	)	(15,972.27	)	—	—	1.25	AO	54,079.67	202,541.44		4092015	10312018
912828WF3	UNITED STATES TREASURY GOVT BND		9,608,625	9,590,016	9,600,000	9,603,777.92	(13,761.92	)	(7,134.41	)	—	—	0.625	MN	7,747.26	102,327.76		11142014	11152016
912828WL0	UNITED STATES TREASURY GOVT BND		6,070,322.58	6,006,360.18	6,000,000	6,065,521.59	(59,161.41	)	(4,800.99	)	—	—	1.5	MN	7,868.85	15,245.9		9282015	5312019
912828WN6	UNITED STATES TREASURY GOVT BND		4,338,172.67	4,329,842	4,300,000	4,335,127.62	(5,285.62	)	(3,962.86	)	—	—	2	MN	7,519.12	52,799.13		7292015	5312021
912828WR7	UNITED STATES TREASURY GOVT BND		3,393,729.36	3,392,511.4	3,350,000	3,390,610.94	1,900.46		(3,118.42	)	—	—	2.125	JD	195.57	33,618.03		7282015	6302021
912828XA3	UNITED STATES TREASURY GOVT BND		3,395,490.1	3,383,850.07	3,400,000	3,396,258.06	(12,407.99	)	837.69		—	—	1	MN	4,390.11	13,697.02		7022015	5152018
912828XK1	UNITED STATES TREASURY GOVT BND		14,782,710.94	14,717,983.5	14,850,000	14,789,907.86	(71,924.36	)	7,196.92		—	—	0.875	JJ	60,025.48	(20,126.19	)	9092015	7152018
912828SS0	UNITED STATES TREASURY GOVT BOND		11,585,839.31	11,496,895	11,500,000	11,527,924.58	(31,029.58	)	(20,816.48	)	—	—	0.875	AO	17,139.42	100,625		3132013	4302017
912810RP5	UNITED STATES TREASURY SENIOR GOVT BND		541,879.21	538,585.2	540,000	541,877.79	(3,292.59	)	(5.92	)	—	—	3	MN	2,091.75	(389	)	12092015	11152045
912828M64	UNITED STATES TREASURY SENIOR GOVT BND		18,501,445.31	18,471,140	18,500,000	18,501,417.15	(30,277.15	)	(28.16	)	—	—	1.25	MN	29,859.21	(13,976.66	)	12042015	11152018
912828M72	UNITED STATES TREASURY SENIOR GOVT BND		4,992,187.5	4,985,150.15	5,000,000	4,992,441.39	(7,291.24	)	253.89		—	—	0.875	MN	3,825.14	(956.28	)	12032015	11302017
912828M80	UNITED STATES TREASURY SENIOR GOVT BND		1,065,973.83	1,069,065.98	1,075,000	1,065,977.2	3,088.78		3.37		—	—	2	MN	1,879.79	(1,821.04	)	12302015	11302022
912828TW0	UNITED STATES TREASURY SENIOR GOVT BND		59,910,534.35	59,780,869	60,100,000	59,986,123.6	(205,254.6	)	62,488.31		—	—	0.75	AO	76,776.11	213,159.88		11162015	10312017
913017BQ1	UNITED TECHNOLOGIES CORPORATN CORP BND		1,286,397.8	1,241,200.56	1,115,000	1,257,960.3	(16,759.74	)	(28,437.5	)	—	—	6.125	FA	28,455.73	14,986.69		5072015	2012019
913017BZ1	UNITED TECHNOLOGIES CORPORATN JR SUB COR		3,312,375	3,262,865.43	3,300,000	3,309,699.2	(46,833.77	)	(2,675.8	)	—	—	1.778	FA	24,447.5	14,179.55		4292015	5042018
913017BU2	UNITED TECHNOLOGIES CORPORATN SENIOR COR		9,706,645.1	9,764,897.31	9,715,000	9,712,558.39	52,338.92		1,687.43		—	—	1.8	JD	14,572.5	174,870		11082012	6012017
BRSU64W61	UNIVAR USA INC SENIOR SECURED TERM LOAN	1	1,805,138.33	1,756,625.19	1,810,440.53	1,805,477.6	(48,852.41	)	361.96		—	—	0	MJSD	—	23,478		8062015	7012022
91412GTA3	UNIVERSITY CALIFORNIA MUNITAX BND REV		2,082,058.5	2,062,863	2,010,000	2,067,442.96	(4,579.96	)	(14,615.54	)	—	—	2.566	MN	6,590.35	39,255.53		2062015	5152019
91412GUW3	UNIVERSITY CALIFORNIA MUNITAX BND REV		2,600,000	2,651,272	2,600,000	2,600,000	51,272		—		—	—	2.364	MN	7,853.73	61,464		9292015	5152019
914353ZH3	UNIVERSITY ILL MUNI BND REV	1	5,689,300	5,695,050	5,000,000	5,598,677.75	96,372.25		(72,393.79	)	—	—	5	AO	62,500	250,000		9112013	4012028
914440LQ3	UNIVERSITY MASS BLDG AUTH MUNITAX BND R		995,610	997,750	1,000,000	996,932.41	817.59		1,052.69		—	—	1.333	MN	2,221.67	13,330		3082013	11012018
914713J94	UNIVERSITY N C CHAPEL HILL MUNITAX BND R		1,000,000	999,440	1,000,000	1,000,000	(560	)	—		—	—	0.759	JD	632.5	7,590		9252014	12012016
914713K27	UNIVERSITY N C CHAPEL HILL MUNITAX BND R		500,000	502,240	500,000	500,000	2,240		—		—	—	1.317	JD	548.75	6,585		9252014	12012017
914682AM1	UNIVERSITY N MEX UNIV REVS MUNITAX BND R	1	1,264,462.7	1,274,000.7	1,255,000	1,255,000	19,000.7		—		—	—	7.8	JD	271.92	105,690		1222001	6302020
BRSJE18C7	UNIVISION COMMUNICATIONS INC SENIOR SECU	2	6,112,578.89	6,002,427.03	6,123,800.76	6,116,763.78	(114,336.75	)	1,677.72		—	—	0	MJSD	—	249,946.36		6052013	3012020
BRSM1V101	UNIVISION COMMUNICATIONS INC SENIOR SECU	2	1,912,345.8	1,906,455.52	1,944,370.75	1,921,766.33	(15,310.81	)	5,454.96		—	—	0	MJSD	—	79,356.71		4012014	3012020

90323WAA8	URSA RE LTD CORP BND 144A	F		1,250,000	1,238,562.5	1,250,000	1,250,000	(11,437.5	)	—		—	—	3.673	MJSD	3,888.76	43,647.3	11142014	12072017
90323WAB6	URSA RE LTD CORP BND 144A	F		1,250,000	1,248,437.5	1,250,000	1,250,000	(1,562.5	)	—		—	—	5.173	MJSD	5,476.88	62,345.92	11142014	12072017
90323WAC4	URSA RE LTD SENIOR CORP BND 144A	F		2,500,000	2,498,500	2,500,000	2,500,000	(1,500	)	—		—	—	5	MJSD	10,587.43	25,960.26	9102015	9212018
BRSU0Q006	US ACUTE CARE SOLUTIONS LLC SENIOR SECUR			5,280,882.36	5,228,073.54	5,280,882.36	5,280,882.36	(52,808.82	)	—		—	—	0	MJSD	—	204,659.46	5192015	5152021
BRSLYQE12	US AIRWAYS INC SENIOR SECURED TERM NOTES		2	4,558,191.45	4,537,592.34	4,576,192.52	4,564,284.22	(26,691.88	)	3,675.84		—	—	0	MJSD	—	164,471.21	10012015	5232019
91159HHE3	US BANCORP SENIOR CORP BND MTN		1	4,993,800	5,016,986.85	5,000,000	4,996,388.11	20,598.74		1,210.34		—	—	1.95	MN	12,458.33	97,500	11042013	11152018
90331HMC4	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	5,749,137.5	5,748,172.65	5,750,000	5,749,686.61	(1,513.96	)	297.18		—	—	1.1	JJ	26,529.86	67,772.22	1272014	1302017
90331HMJ9	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	4,000,000	3,989,240.12	4,000,000	4,000,000	(10,759.88	)	—		—	—	0.692	MJSD	1,614.67	20,339.24	9082014	9112017
90331HML4	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	8,737,837.5	8,736,728.18	8,745,000	8,739,514.68	(2,786.5	)	1,563.53		—	—	2.125	AO	32,520.48	218,367.4	7292015	10282019
90331HMH3	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	3,997,760	4,000,172.12	4,000,000	3,998,725.25	1,446.87		738.23		—	—	1.375	MS	16,805.56	55,000	9082014	9112017
90331HMQ3	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	6,689,816	6,673,550.54	6,700,000	6,692,928.15	(19,377.61	)	3,112.15		—	—	1.35	JJ	38,943.75	44,973.75	1222015	1262018
BRSUR9351	USAGM HOLDCO LLC SENIOR SECURED TERM NOT		1	1,420,567.16	1,373,018.86	1,433,962.26	1,421,351.39	(48,332.53	)	784.23		—	—	0	MJSD	—	27,057.21	11042015	7282022
91802RAT6	UTILITY DEBT SECURITIZATION AU MUNITAX B			1,986,780	2,001,320	2,000,000	1,989,206.64	12,113.36		1,845.94		—	—	2.042	JD	1,815.11	40,840	12122013	6152021
BRSS0WHT7	VALEANT PHARMACEUTICALS INTERN			2,326,250.69	2,261,920.42	2,345,478.08	2,327,374.52	(65,454.1	)	1,204.95		—	—	0	MJSD		48,184.56	10162015	4012022
C9413PAU7	VALEANT PHARMACEUTICALS INTERN SENIOR SE	A		882,000	867,937.5	900,000	882,493.63	(14,556.13	)	493.63		—	—	0	MJSD	—	95.26	10162015	4012022
92867MAC4	VALET_13-1 ABS 13-1		2	1,643,267.86	1,640,973.57	1,643,361.37	1,643,334.81	(2,361.24	)	105.68		—	—	0.56	MON	281.19	20,396.98	2212013	8212017
92867PAD5	VALET_13-2 ABS_13-2 A4		2	559,901.38	552,608	560,000	559,954.5	(7,346.5	)	143.78		—	—	1.16	MON	198.48	37,279.09	11062013	3202020
92329JAF6	VENT_12-12A MEZZANIN ABS_12-12A C2 144A	F	2	1,000,937.5	992,548.9	1,000,000	1,000,796.76	(8,247.86	)	(140.74	)	—	—	3.912	FMAN	3,477.07	33,736.01	1082015	2282024
922764AA3	VENTERRA RE LTD CORP BND 144A	F		7,500,000	7,504,500	7,500,000	7,500,000	4,500		—		—	—	3.75	MJSD	781.25	285,549.94	12202013	1092017
92328CAN5	VENTR_12-11A MEZZANIN ABS 12-11A CR 144A	F	2	1,000,000	966,462.7	1,000,000	1,000,000	(33,537.3	)	—		—	—	3.312	FMAN	4,231.49	16,752.06	4232015	11142022
92329JAE9	VENTR_12-12A ABS_ 12-12A C1	F	2	1,165,800	1,153,961.88	1,200,000	1,172,124.02	(18,162.14	)	5,122.32		—	—	3.262	FMAN	3,479.15	38,257.42	10022014	2282024
BRSNY4KA0	VERIFONE INC SENIOR SECURED TERM NOTES			420,032.16	417,921.43	422,142.86	420,468.88	(2,547.45	)	327.62		—	—	0	MJSD	—	15,074.63	7012014	7082021
92343VBD5	VERIZON COMMUNICATIONS INC CORP BND			4,066,560	4,021,080	4,000,000	4,026,753.22	(5,673.22	)	(41,755.57	)	—	—	2	MN	13,333.34	108,115	12212011	11012016
92343VBF0	VERIZON COMMUNICATIONS INC SENIOR CORP B			2,245,230	2,224,430.87	2,250,000	2,248,214.31	(23,783.44	)	958.15		—	—	1.1	MN	4,125.01	24,750	11022012	11012017
92343VBJ2	VERIZON COMMUNICATIONS INC SENIOR CORP B		1	965,010	948,022.23	1,000,000	965,832.23	(17,810	)	822.23		—	—	2.45	MN	4,083.33	340.28	10212015	11012022
92343VBQ6	VERIZON COMMUNICATIONS INC SENIOR CORP B			2,215,784.99	2,212,851.7	2,064,000	2,189,592	23,259.7		(17,358.54	)	—	—	4.5	MS	27,348	68,130	12232015	9152020
92343VCB8	VERIZON COMMUNICATIONS INC SENIOR CORP B			303,390	302,474.58	300,000	303,009.36	(534.78	)	(380.64	)	—	—	2.55	JD	297.5	3,208.75	7132015	6172019
92343VCH5	VERIZON COMMUNICATIONS INC SENIOR CORP B			9,293,342.26	9,266,707.95	9,240,000	9,287,203.52	(20,495.57	)	(7,398.56	)	—	—	2.625	FA	87,587.49	94,587.51	12222015	2212020
BRSHX96A9	VERTAFORE INC SENIOR SECURED TERM NOTES			2,846,719.35	2,832,987.38	2,852,599	2,849,201.35	(16,213.97	)	903.58		—	—	0	MJSD	—	143,461.95	4032013	10032019
BRSX3CBW6	VERTICALSCOPE INC SECURED TERM LOAN	I		1,633,500	1,637,625	1,650,000	1,633,500	4,125		—		—	—	0	MJSD	—	—	10212015	10222020
BRSX3CA31	VERTICALSCOPE INC SENIOR SECURED TERM LO	A		222,750	223,312.5	225,000	222,750	562.5		—		—	—	0	MJSD	—	—	10212015	10202022
BRSX3CBR7	VERTICALSCOPE INC SENIOR SECURED TERM LO	A		5,625,000	5,582,812.5	5,625,000	5,625,000	(42,187.5	)	—		—	—	0	MJSD	—	75,000	12212015	10222020
92553PAJ1	VIACOM INC CORP BND			4,077,640	3,931,950.08	4,000,000	4,072,014.26	(140,064.18	)	(5,625.74	)	—	—	3.875	JD	6,888.89	74,055.56	12232015	12152021
92553PAY8	VIACOM INC SENIOR CORP BND		1	999,860	981,551.97	1,000,000	999,890.16	(18,338.19	)	28.68		—	—	2.75	JD	1,222.22	27,881.94	12032014	12152019

BRSHC8K00	VIRGIN MEDIA INV SENIOR SECURED TERM NOT	F	2	3,580,818.97	3,561,937.77	3,582,068.97	3,581,241.59	(19,303.82	)	186.32		—	—		0	AO	—	185,106.43		9252013	6072020
927781GU2	VIRGINIA COLLEGE BLDG AUTH VA MUNI BND R		1	6,594,258.3	6,380,819.55	6,055,000	6,365,126.99	15,692.56		(182,570.13	)	—	—		4.5	MS	90,825	272,475		9162013	9012027
927804FM1	VIRGINIA ELECTRIC AND POWER CO SENIOR CO		1	4,008,660	3,952,599.8	4,000,000	4,003,609.63	(51,009.83	)	(1,837.72	)	—	—		1.2	JJ	22,133.33	48,000		12052014	1152018
928077HH2	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			1,405,000	1,405,070.25	1,405,000	1,405,000	70.25		—		—	—		1.662	JJ	11,675.55	6,616.15		3052015	7012018
928077HJ8	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			1,500,000	1,507,980	1,500,000	1,500,000	7,980		—		—	—		2.098	JJ	15,735	8,916.5		3052015	7012019
928077HK5	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			2,010,000	2,020,110.3	2,010,000	2,010,000	10,110.3		—		—	—		2.348	JJ	23,597.4	13,371.85		3052015	7012020
92812QWJ2	VIRGINIA ST HSG DEV AUTH MUNITAX BND REV		1	3,439,440	3,286,530	3,000,000	3,277,357.96	9,172.04		(129,457.85	)	—	—		6.32	MN	31,600	189,600		3252009	11012019
92826CAA0	VISA INC SENIOR CORP BND			6,046,793.5	6,046,250.15	6,050,000	6,046,871.63	(621.48	)	78.13		—	—		1.2	JD	3,428.33	—		12092015	12142017
92826CAB8	VISA INC SENIOR CORP BND		1	12,344,498.25	12,354,625.78	12,355,000	12,344,596.5	10,029.28		98.25		—	—		2.2	JD	12,835.47	—		12092015	12142020
92826CAC6	VISA INC SENIOR CORP BND		1	1,148,401.5	1,153,828.36	1,150,000	1,148,411.74	5,416.62		10.24		—	—		2.8	JD	1,520.56	—		12092015	12142022
92857WAY6	VODAFONE GROUP PLC SENIOR CORP BND	F		1,442,528.77	1,432,660.16	1,447,000	1,445,416.91	(12,756.75	)	5,590.22		—	—		1.25	MS	4,773.09	69,348.61		9192012	9262017
92867TAD7	VOLKSWAGEN AUTO LOAN ENHANCED ABS _14-2-		2	1,059,819.8	1,034,559.98	1,060,000	1,059,874.6	(25,314.62	)	176.85		—	—		1.39	MON	450.21	58,143.66		10152014	5202021
BRSK76500	VOLKSWAGEN FIN SERV N.V. CORP BND EMTN	D		908,378.81	876,147.83	600,000	906,012.09	(29,864.26	)	(2,366.72	)	—	(20,332.67	)	1.75	FA	5,593.21	2,442.13		10302015	8212017
928670AK4	VOLKSWAGEN INTERNATIONAL FINAN CORP BND	F		255,160	248,628.33	250,000	253,703.32	(5,074.99	)	(1,456.68	)	—	—		2.375	MS	1,632.81	1,236.98		7072015	3222017
928670AW8	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CO	F		5,347,646	5,270,889.55	5,350,000	5,349,300.51	(78,410.96	)	786.95		—	—		1.125	MN	7,189.07	60,187.5		11132013	11182016
91830XAE2	VOYA_12-3AR ABS 12-3AR CR 144A	F	2	4,000,000	3,952,047.2	4,000,000	4,000,000	(47,952.8	)	—		—	—		3.271	JAJO	28,344.33	65,719.1		3242015	10152022
U9291NAP0	VW CREDIT INC SENIOR CORP BND EMTN			4,590,450	4,482,585	4,500,000	4,520,468.68	(37,883.68	)	(25,918.94	)	—	—		1.875	OCT	18,281.25	84,375		4032013	10132016
928667AD6	VWMT_14-1A ABS_14-1A-A2 144A		2	3,819,901.45	3,770,683.8	3,820,000	3,819,946.44	(49,262.64	)	33.19		—	—		1.4	MON	1,634.11	53,480.04		8122014	7222019
931427AE8	WALGREENS BOOTS ALLIANCE INC SENIOR CORP			1,497,945	1,489,491	1,500,000	1,498,700.7	(9,209.7	)	715.67		—	—		1.75	MN	3,208.33	33,200.41		12232015	11172017
932117JZ8	WALL TWP N J SCH DIST MUNITAX BND GO			382,363.6	380,376.2	380,000	380,717.32	(341.12	)	(1,317.99	)	—	—		1.866	JJ	3,269.65	7,090.8		6082012	7152016
932117KA1	WALL TWP N J SCH DIST MUNITAX BND GO			391,778.4	389,898.6	390,000	390,994.28	(1,095.68	)	(630.3	)	—	—		2.116	JJ	3,805.27	8,252.4		6082012	7152017
931142DE0	WAL-MART STORES INC SENIOR CORP BND			4,351,907.95	4,355,566.59	4,355,000	4,354,713.35	853.24		1,034.05		—	—		0.6	AO	5,806.67	26,130		4042013	4112016
931142DF7	WAL-MART STORES INC SENIOR CORP BND			491,370	497,210.58	500,000	494,381.86	2,828.72		3,065.25		—	—		1.125	AO	1,250	64,250		4042013	4112018
25468PDF0	WALT DISNEY COMPANY (THE) CORP BND			648,453	656,737.63	650,000	648,491.62	8,246.01		38.62		—	—		3.15	MS	5,915	—		9142015	9172025
25468PCS3	WALT DISNEY COMPANY (THE) CORP BND MTN			2,498,525	2,501,184.75	2,500,000	2,499,301.75	1,883		617.29		—	—		1.125	FA	10,625	28,125		3162012	2152017
25468PDE3	WALT DISNEY COMPANY (THE) CORP BOND			4,032,960	3,990,942.68	4,000,000	4,031,500.22	(40,557.54	)	(1,459.78	)	—	—		2.15	MS	24,844.44	(5,255.56	)	10062015	9172020
25468PCV6	WALT DISNEY COMPANY (THE) SENIOR CORP BN			3,102,781.25	3,111,308.82	3,125,000	3,116,331.06	(5,022.24	)	4,443.24		—	—		1.1	JD	2,864.59	34,375		11272012	12012017
25468PCW4	WALT DISNEY COMPANY (THE) SENIOR CORP BN			755,389.44	767,390.6	776,000	756,477.52	10,913.08		1,088.08		—	—		2.35	JD	1,519.66	6,129.32		7272015	12012022
25468PDD5	WALT DISNEY COMPANY (THE) SENIOR CORP BN			519,558	518,973.31	520,000	519,600.09	(626.78	)	42.09		—	—		1.5	MS	2,253.33	—		9142015	9172018
9292274U7	WAMU_03-S4 WAMU_03-S4		2	440,162.93	455,999.58	433,948.78	440,075.92	15,923.66		(2,600.66	)	—	—		5.5	MON	1,988.93	30,581.88		7182003	6252033
92922F3N6	WAMU_05-A12 CMO_05-AR12 1A8		2	1,727,535.08	1,671,060.82	1,745,260.39	1,729,123.41	(58,062.59	)	3,640.74		—	—		2.429	MON	3,533.27	49,252.16		1102008	10252035
93730PAG1	WASHINGTON BIOMEDICAL RESEARCH MUNITAX B			1,281,226.5	1,263,907.5	1,150,000	1,248,056.84	15,850.66		(26,586.71	)	—	—		4.881	JJ	28,065.75	56,131.5		2122013	7012019
93974CQX1	WASHINGTON STATE MUNITAX BND GO			4,875,697.2	4,764,874.8	4,440,000	4,796,499.98	(31,625.18	)	(79,197.22	)	—	—		4.019	FA	74,351.5	73,360.15		2262015	8012019
939720LK2	WASHINGTON STATE MUNITAX BND REV			2,685,609	2,672,298	2,700,000	2,688,607.85	(16,309.85	)	2,998.85		—	—		1.15	JJ	15,525	5,261.25		4292015	7012018

939720LL0	WASHINGTON STATE MUNITAX BND REV			587,188.8	596,227.5	605,000	591,717.33	4,510.17		3,619.74		—	—	1.45	JJ	4,386.25	8,772.5	8152013	7012019
94106LBA6	WASTE MANAGEMENT INC SENIOR CORP BND		1	2,140,841	2,087,889.79	2,150,000	2,141,518.03	(53,628.24	)	677.03		—	—	3.125	MS	22,395.83	34,526.91	2182015	3012025
92978PAF6	WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A		2	9,391,003.74	8,733,091.28	8,543,928.94	8,817,392.37	(84,301.09	)	(460,784.84	)	—	—	5.297	MON	37,714.32	646,773.52	6022014	11152048
BRSJARVG9	WCA WASTE SENIOR SECURED TERM LOAN			1,013,336.85	997,928.74	1,009,283.18	1,008,228.13	(10,299.39	)	529.59		—	—	0	MJSD	—	44,834.29	5302013	3232018
949746RG8	WELLS FARGO & COMPANY CAPSEC CORP BND		1	3,543,750	3,530,625	3,500,000	3,543,750	(13,125	)	154.5		—	—	5.9	JD	9,177.78	206,500	12112014	1019999
949746RN3	WELLS FARGO & COMPANY CAPSEC CORP BND		1	6,452,500	6,614,850	6,330,000	6,452,500	162,350		—		—	—	5.875	JD	16,528.34	296,865.36	12232015	1019999
949746PM7	WELLS FARGO & COMPANY CORP BND		1	6,615,000	6,255,000	6,000,000	6,411,394.97	(156,394.97	)	(172,972.08	)	—	—	7.98	MS	140,980	478,800	10222014	12312049
94974BFG0	WELLS FARGO & COMPANY SENIOR CORP BND			498,860	497,458.57	500,000	499,410.02	(1,951.45	)	282.36		—	—	1.5	JJ	3,437.5	7,500	1102014	1162018
94974BFM7	WELLS FARGO & COMPANY SENIOR CORP BND			4,000,000	4,003,640.12	4,000,000	4,000,000	3,640.12		—		—	—	0.847	JAJO	6,871.33	32,134.89	7222013	7202016
94974BFU9	WELLS FARGO & COMPANY SENIOR CORP BND			3,093,428	3,097,443.09	3,100,000	3,095,576.44	1,866.65		1,275.93		—	—	2.125	AO	12,626.04	65,875.02	4142014	4222019
94974BGB0	WELLS FARGO & COMPANY SENIOR CORP BND			1,498,515	1,493,726.36	1,500,000	1,499,157.89	(5,431.53	)	489.75		—	—	1.4	MS	6,591.66	20,941.67	9022014	9082017
94974BGF1	WELLS FARGO & COMPANY SENIOR CORP BND MT			719,964	711,363.37	720,000	719,974.5	(8,611.13	)	14.54		—	—	2.15	JJ	6,493	10,631.45	2272015	1302020
94974BGH7	WELLS FARGO & COMPANY SENIOR CORP BND MT			1,379,641	1,355,706.33	1,400,000	1,380,568.21	(24,861.88	)	2,917.94		—	—	3	FA	15,400	30,608.33	6232015	2192025
94974BGM6	WELLS FARGO & COMPANY SENIOR CORP BND MT			1,099,384	1,100,435.22	1,100,000	1,099,435.43	999.79		51.43		—	—	2.6	JJ	12,631.66	—	7152015	7222020
94974BFJ4	WELLS FARGO & COMPANY SRSUB CORP BND MTN			1,972,740	1,992,987.52	2,000,000	1,976,357.43	16,630.09		2,882.63		—	—	3.45	FA	26,450	69,000	9292014	2132023
949746RE3	WELLS FARGO & COMPANY SUB CORP BND			3,579,452	3,576,756.31	3,400,000	3,558,897.41	17,858.9		(16,588.36	)	—	—	4.48	JJ	69,813.33	152,320	11262013	1162024
94974BFY1	WELLS FARGO & COMPANY SUB CORP BND MTN			5,085,850	5,031,248.85	5,000,000	5,077,224.97	(45,976.12	)	(5,895.89	)	—	—	4.1	JD	15,944.45	205,000	6272014	6032026
94989EAB3	WELLS_15-LC20 SENIOR CMBS 15-LC20 A2		2	875,480.45	856,162.25	850,000	872,307.39	(16,145.14	)	(3,173.06	)	—	—	2.678	MON	1,896.92	15,175.36	3252015	4152050
95058XAB4	WEN_15-1A ABS_15-1A A2II 144A		2	2,493,750	2,473,206.99	2,493,750	2,493,750	(20,543.01	)	—		—	—	4.08	MJSD	4,522	54,966.67	5192015	6152045
BRSLBEQ11	WESTERN REFINING INC SENIOR SECURED TERM		2	1,893,596.52	1,831,890.43	1,888,546.84	1,893,152.49	(61,262.06	)	(444.03	)	—	—	0	FMAN	—	55,642.8	6032015	11122020
960895VY3	WESTMORELAND CNTY PA MUNITAX BND GO			244,617.8	244,309.1	245,000	244,767.82	(458.72	)	118.59		—	—	1.442	JD	294.41	3,532.9	5222013	12012017
960895VZ0	WESTMORELAND CNTY PA MUNITAX BND GO			575,742.8	578,573.2	580,000	576,993.35	1,579.85		994.84		—	—	1.642	JD	793.63	9,523.6	5222013	12012018
961214CH4	WESTPAC BANKING CORP SENIOR CORP BND	F		1,618,299	1,613,757.98	1,620,000	1,619,207.23	(5,449.25	)	565.08		—	—	1.2	MN	2,268	19,440	5142014	5192017
961214CK7	WESTPAC BANKING CORP SENIOR CORP BND	F		2,249,865	2,241,449.21	2,250,000	2,249,913.13	(8,463.92	)	44.37		—	—	1.5	JD	2,812.5	33,750	11172014	12012017
94988HAD3	WFCM_12-LC5 SENIOR CMBS 12-LC5		2	2,286,210.94	2,241,292.48	2,250,000	2,283,957.57	(42,665.09	)	(2,878.66	)	—	—	2.528	MON	4,740	14,641.33	9222015	10152045
94989DAW9	WFCM_15-C27 SENIOR SENIOR CMBS 15-C27 A5		2	3,089,817.01	2,997,450.03	3,000,000	3,082,967.62	(85,517.59	)	(6,849.39	)	—	—	3.451	MON	8,627.51	74,466.66	3032015	2152048
94989NBE6	WFCM_15-C30 LCF SENIOR CMBS 15-C30		2	1,210,178.33	1,184,494	1,175,000	1,208,908.51	(24,414.51	)	(1,269.82	)	—	—	3.664	MON	3,587.67	13,035.2	7272015	9152058
94989HAF7	WFCM_15-NXS1 PRELCF SENIOR CMBS 15-NXS1		2	3,083,549.75	3,022,280.96	3,000,000	3,073,125.14	(50,844.18	)	(14,890.53	)	—	—	2.632	MON	6,580	55,893.47	4202015	5152048
94989VAD1	WFCM_15-NXS3 LCF SENIOR CMBS_15-NXS3 A4		2	2,879,502.7	2,831,506.51	2,803,000	2,878,503.42	(46,996.91	)	(999.28	)	—	—	3.617	MON	8,448.71	4,927.56	12072015	9152057
94989VAB5	WFCM_15-NXS3 PRELCF SENIOR CMBS_15-NXS3		2	1,029,972	1,012,379.99	1,000,000	1,028,556.52	(16,176.53	)	(9,630.51	)	—	—	2.848	MON	2,373.33	37,419.56	9252015	9152057
949781AA6	WFMBS CMO 05-AR1 1A1		2	1,221,226.15	1,252,491.64	1,251,073.55	1,225,485.81	27,005.83		6,053.87		—	—	2.662	MON	2,774.8	36,520.22	12052006	2252035
94982BAG5	WFMBS CMO 05-AR8 3A2		2	316,997.39	328,708.19	322,489.78	318,118.54	10,589.65		1,103.44		—	—	2.724	MON	731.95	9,898.16	12152005	6252035
94981NAH8	WFMBS_05-AR4 CMO 05-AR4 2A2		2	795,727.47	822,410.88	818,722.05	800,292.4	22,118.48		7,627.66		—	—	2.683	MON	1,830.35	25,851.01	7192006	4252035
981464DG2	WFNMT_12-C ABS 12-C		2	1,399,466.46	1,405,195.12	1,400,000	1,399,751.81	5,443.31		188.47		—	—	2.23	MON	1,387.56	70,693.43	7132012	8152022

981464DX5	WFNMT_13-B ABS 13-B		2	1,624,986.35	1,623,537.5	1,625,000	1,624,962.4	(1,424.9	)	(41.97	)	—	—		0.91	MON	657.22	17,168.29	5142013	3162020
981464EN6	WFNMT_14-C SENIOR ABS 14-C		2	719,834.4	715,579.21	720,000	719,886.33	(4,307.12	)	45.19		—	—		1.54	MON	492.8	11,088	11032014	8152021
92937EAB0	WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SE		2	1,470,037.5	1,459,605.8	1,460,000	1,465,512.23	(5,906.43	)	(3,565.5	)	—	—		2.029	MON	2,468.62	29,623.44	9182014	3152045
92930RAB8	WFRBS_12-C9 SENIOR CMBS 12-C9		2	1,436,021.48	1,421,522.96	1,425,000	1,431,003.71	(9,480.75	)	(4,109.51	)	—	—		1.829	MON	2,171.94	26,063.28	10092014	11152045
92938EAF0	WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A		2	6,303,750	6,157,671.6	6,000,000	6,197,364.74	(39,693.14	)	(80,650.82	)	—	—		3.223	MON	16,115	193,380	7212014	9152046
92939FAR0	WFRBS_14-C21 PRELCF SENIOR CMBS_14-C21 A		2	1,043,750	1,018,484.1	1,000,000	1,037,637.41	(19,153.31	)	(6,112.59	)	—	—		2.917	MON	2,430.83	18,717.39	4072015	8152047
92939LAB2	WFRBS_14-C25 PRELCF SENIOR CMBS _14-C25-		2	5,664,840.5	5,599,426.8	5,500,000	5,630,122.26	(30,695.46	)	(34,319.99	)	—	—		2.932	MON	13,438.33	161,259.96	11182014	11152047
9698714J8	WILLIAMSON CNTY TENN MUNITAX BND GO			418,676	413,320	400,000	412,104.3	1,215.7		(5,241.29	)	—	—		2.95	AO	2,950	11,800	3272013	4012018
97652QAC3	WIN_14-2 WHOLE CMO 14-2		2	2,548,511.53	2,542,618.84	2,513,944.79	2,541,996.02	622.82		(22,736.28	)	—	—		3.5	MON	7,332.34	107,449.23	10082014	9202044
976656CF3	WISCONSIN ELECTRIC POWER COMPA SENIOR CO		1	2,500,000	2,480,658.53	2,500,000	2,500,000	(19,341.47	)	—		—	—		1.7	JD	1,888.89	42,500	6102013	6152018
976826BG1	WISCONSIN POWER AND LIGHT COMP SENIOR CO			560,420	539,427.57	500,000	545,262.44	(5,834.87	)	(12,138.57	)	—	—		5	JJ	11,527.78	25,000	7072009	7152019
977100AU0	WISCONSIN ST MUNITAX BND REV			2,243,300	2,165,540	2,000,000	2,163,741.6	1,798.4		(68,459.09	)	—	—		5.05	MN	16,833.33	101,000	10292014	5012018
982526AT2	WM WRIGLEY JR CO SENIOR CORP BND 144A			252,277.5	250,296.29	250,000	251,823.87	(1,527.58	)	(983.57	)	—	—		2	AO	986.11	4,881.95	7142015	10202017
982526AU9	WM WRIGLEY JR CO SENIOR CORP BND 144A		1	8,396,608	8,236,027.26	8,275,000	8,369,661.19	(133,633.93	)	(25,314.73	)	—	—		2.4	AO	38,616.67	143,846.67	4292015	10212018
93934FEN8	WMALT_05-5 CMO 05-9-2A2		2	2,145,576.07	2,307,606.48	2,341,692.86	2,169,776.1	137,830.38		(12,778.79	)	—	—		5.5	MON	10,732.76	139,586.73	12172007	11252035
BRSJ883L4	WMG ACQUISITION CORP SENIOR SECURED TERM		2	2,957,542.41	2,811,513.75	2,957,542.41	2,957,542.41	(146,028.66	)	—		—	—		0	FMAN	—	113,164.44	9062013	7012020
66859TAC3	WOODS_14-14A MEZZANIN ABS 14-14A-B 144A	F	2	2,942,475	2,935,930.2	3,000,000	2,949,872.41	(13,942.21	)	7,153.55		—	—		2.816	FMAN	11,733.75	75,011.61	11172014	11122025
BRSVTZRG9	WORLDWIDE EXPRESS OPERATIONS L SENIOR SE			3,235,223.87	3,202,871.63	3,235,223.87	3,235,223.87	(32,352.24	)	—		—	—		0	MJSD	—	43,721.65	9302015	7312019
BRSVTZSZ6	WORLDWIDE EXPRESS OPERATIONS L SENIOR SE			1,918,254.21	1,899,071.67	1,918,254.21	1,918,254.21	(19,182.54	)	—		—	—		0	MJSD	—	14,098.03	11232015	7312019
BRSP8QSG4	WSCFP_14 SENIOR CMBS 14	D	2	1,785,379.5	1,632,756.94	1,110,000	1,785,379.5	(152,622.56	)	—		—	(149,350.5	)	1.438	FMAN	3,738.72	25,931.13	10072014	11042019
95168QAG5	WSTC_13-1A MEZZANIN ABS _13-1A-B 144A	F	2	479,500	478,889.35	500,000	482,528.94	(3,639.59	)	2,715.08		—	—		3.244	FMAN	2,387.87	16,153.2	11122014	11072025
983919AG6	XILINX, INC. SENIOR CORP BND			1,989,540	1,976,969.14	2,000,000	1,993,178.99	(16,209.85	)	2,028.9		—	—		2.125	MS	12,513.89	42,500	3052014	3152019
98420EAC9	XLIT LTD JRSUB CORP BND	F	1	512,678.65	495,747.39	505,000	511,671	(15,923.61	)	(1,007.65	)	—	—		4.45	MS	5,680.54	10,494.58	4102015	3312025
98417EAU4	XSTRATA FINANCE (CANADA) LTD SENIOR CORP	A		2,231,245.2	2,045,025	2,235,000	2,233,573.53	(188,548.53	)	1,256.44		—	—		2.95	AO	12,087.63	110,730	10182012	10252017
G9853MHT3	YORKSHIRE BUILDING SOCIETY LOCAL BND	D		2,162,843.45	1,994,326.31	1,260,000	2,092,703.38	(98,377.07	)	(29,119.57	)	—	(146,359.63	)	4.75	APR	63,629	57,138.32	10152015	4122018
98954RAC4	ZIGG_14-1A SENIOR ABS _14-1A-B1 144A	F	2	2,899,800	2,916,000	3,000,000	2,913,975.33	2,024.67		13,140.59		—	—		2.415	JAJO	14,893.43	63,687.61	11042014	10172026
BRSM4TPX5	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	2,218,723.41	2,159,095.22	2,218,723.41	2,218,723.41	(59,628.19	)	32.74		—	—		0	AO	—	114,017.74	2072014	1152022
BRSM4TRW5	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	1,429,787.22	1,391,361.69	1,429,787.22	1,429,787.22	(38,425.53	)	—		—	—		0	AO	—	71,942.19	11102014	1152022
BRSM4TSP9	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	2,351,489.41	2,288,293.13	2,351,489.41	2,351,489.41	(63,196.28	)	—		—	—		0	AO	—	89,465.46	11102014	1152022
98956PAE2	ZIMMER HOLDINGS INC SENIOR CORP BND			1,469,000.4	1,461,180.26	1,470,000	1,469,257.26	(8,077	)	441.14		—	—		2	AO	7,350	32,691.11	3102015	4012018
98956PAF9	ZIMMER HOLDINGS INC SENIOR CORP BND		1	2,045,182.5	1,990,656.95	2,050,000	2,045,522.16	(54,865.21	)	339.66		—	—		3.55	AO	18,193.75	38,813.33	3102015	4012025
98956PAK8	ZIMMER HOLDINGS INC SENIOR CORP BND		1	684,643.8	675,478.98	685,000	684,700	(9,221.02	)	56.2		—	—		2.7	AO	4,623.75	9,864	3102015	4012020
TOTAL					5,510,331,062.99		5,556,900,027.15	(46,568,964.16	)

Validus Holdings, Ltd. December 31, 2015 GAAP short-term investments portfolio in Schedule D format
1	2	3	4	5	6	7	CHANGE IN BOOK/ADJUSTED CARRYING VALUE						12	13	INTEREST
							8	9		10	11				14	15	16	17	18	19	20
			DATE			GAAP		CURRENT YEAR			TOTAL FX CHG		PAR	ACTUAL	ACCRUED	NON-ADMITTED ACCRUED	INTEREST	EFFECTIVE RATE	HOW	GROSS REC'D	PAID FOR
DESCRIPTION	*	CUSIP	ACQUIRED	NAME OF VENDOR	MATURITY DATE	BOOK VALUE	UGL	AMORTIZATION		IMPAIRMENTS	IN B/A. C.V.		VALUE	COST	INTEREST	INTEREST	RATE	OF INTEREST	PAID	DURING YEAR	ACCRUED INT
COLORADO HOUSING & FINANCE AUT MUNITAX B		19648CAE1	20159292		20160515	5,002,972.41	15,877.59	(3,293.58	)	—	—		5,000,000.00	5,007,621.79	10,222.22	—	1.6		MN	36,444.44	—
GE CAPITAL INTERNATIONAL FUNDI SENIOR CO		36164NFE0	20151021		20160415	6,323,000.00	2,194.08	—		—	—		6,323,000	6,323,000	11,005.54	0	0.964		At Mat	0	0
GE CAPITAL INTERNATIONAL FUNDI SENIOR CO		36164PFE5	20151021		20160415	3,344,878.49	2,128.51	—		—	—		3,345,000	3,344,829.41	5,822.16	0	0.964		At Mat	0	0
ICS INS GBP LIQ CORE DIST OPEN_END FUND		BRS263RF1	20151223		0	72,219.91	—	—		—	(529.46	)	48,639.97	72,219.9	—	0	0			26,990.41	0
THE DREYFUS FUND INC		BRS7BB2L0	20150427		0	1,916,009.29	—	—		—	—		1,916,009.29	1,916,009.29	—	—	—			777.97	—
BNY MELLON USD LIQ INVESTOR 97		DRFUNI$20	20150615		0	1,805,558,189.67	—	—		—	—		1,805,558,189.67	1,805,558,189.67	—	—	—			12.39	—
GOLDMAN SACHS		GLDSCS$03	20150525		0	19,828,234.46	—	—		—	—		19,828,234.46	19,828,234.46	—	—	—			37,482.77	—
WESTERN AST INS CSH RES		52470G205	20150605		0	5,596,451.13	—	—		—	—		5,596,451.13	5,596,451.13	—	—	—			3,095.09	—
CDN S/T INVT BLENDED ACCT		993252329	20151231		0	2,594,932.24	—	—		—	—		2,594,932.24	2,594,932.24	—	—	—			3,782.52	—
CITI-INSTITUTION LIQ FUND USD		B0A0ATCJ9	20150605		0	1,891,972.26	—	—		—	—		1,891,972.26	1,891,972.26	—	—	—			19,619.78	—
DREYFUS UNIVERSAL USD LIQ CLAS		BRS781392	20150930		0	168,595.69	—	—		—	—		168,595.69	168,595.69	—	—	—			—	—
BONY CASH RESERVE		S875996$0	20150630		0	1,041,565.45	—	—		—	—		1,041,565.45	1,041,565.45	—	—	—			75.46	—
BBH OVERNIGHT DEPOSITS		BRS000000	20150630		20150701	68,193,249.30	—	—		—	—		68,193,249.30	68,193,249.3	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT		BRS000000	20150415		20160401	5,000,000.00	—	—		—	—		5,000,000.00	5,000,000	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT		BRS000000	20150315		20160316	8,000,000.00	—	—		—	—		8,000,000.00	8,000,000	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT		BRS000000	20150225		20160216	4,249,920.85	—	—		—	—		4,249,920.85	4,249,920.85	—	—			At Mat	—	—
HSBC TERM DEPOSIT		BRS000000	20150415		20160116	2,833,280.56	—	—		—	—		2,833,280.56	2,833,280.56	—	—			At Mat	—	—
						1,941,615,471.71	20,200.18	(3,293.58	)		(529.46	)		1,941,620,072	27,049.92

Validus Holdings, Ltd. December 31, 2015 GAAP other investments portfolio in Schedule D format
1	2	3	4	5	6	7	8		9	10	11	12		13	14
		FOREIGN	DATE	ACTUAL	GAAP FAIR	GAAP					CAP	FX		INVESTMENT	ADDITIONAL
DESCRIPTION	*	CODE	ACQUIRED	COST	MARKET VALUE	BOOK VALUE	UGL		AMORTIZATION	IMPAIRMENTS	INTEREST	UGL		INCOME	INCOME
AIG SELECT HEDGE LTD			9/4/2009	1,456,936.76	1,417,291.09	1,456,936.76	(39,645.67	)	—	—	—	—		—	—
AIG SELECT HEDGE LTD			9/4/2009	17.30	22.84	17.30	5.54		—	—	—	—		—	—
GOLDENTREE DISTRESSED DEBT FUN			11/30/2012	13,209,498.13	20,979,328.31	14,017,500.48	6,962,427.83		—	—	—	—		—	—
PORT ADVISORS PRIVATE EQUITY I			11/30/2012	1,747,058.48	4,625,811.91	1,747,058.48	2,878,753.43		—	—	—	—		—	—
LEAPFROG INVESTMENTS FINANCIAL			11/30/2012	1,816,411.71	3,311,993.27	1,816,411.71	1,495,581.56		—	—	—	—		—	—
SVG DIAMOND HOLDINGS II LTD			11/30/2012	3,765,757.24	6,038,741.7	3,765,757.24	2,893,468.68		—	—	—	(620,484.22	)	—	—
GUGGENHEIM PARTNERS FUND LTD			6/1/2014	110,199,595.59	110,199,594	110,199,595.59	(1.59	)	—	—	—	—		—	—
CONNING CAPITAL PARTNERS VI			9/30/2014	630,933.01	569,069.32	630,933.01	(61,863.69	)	—	—	—	—		—	—
CENTURY CAPITAL PARTNERS IV LP			9/30/2014	1,706,761.74	1,540,861.23	1,706,761.74	(165,900.51	)	—	—	—	—		—	—
CENTURY FOCUSED FUND III LP			9/30/2014	10,443,577.62	11,475,421.03	10,443,577.62	1,031,843.41		—	—	—	—		—	—
HIGHBRIDGE MEZZANINE PARTNERS			9/30/2014	7,919,847.02	8,104,139.89	7,919,847.02	184,292.87		—	—	—	—		—	—
PRUDENTIAL CAPITAL PARTNERS IV			9/30/2014	5,981,089.54	5,971,210.15	5,981,089.54	(9,879.39	)	—	—	—	—		—	—
VINTAGE VI LP			9/30/2014	4,903,863.78	5,074,836.51	4,903,863.78	170,972.73		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	31,478,293.36	31,478,293.36	31,478,293.36	—		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	17,837,699.56	17,837,699.56	17,837,699.56	—		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	8,394,211.57	8,394,211.57	8,394,211.57	—		—	—	—	—		—	—
GUARDIAN GROWTH EQUITY			9/4/2009	4,378,569.6	7,447,704.73	4,378,569.6	3,069,135.13		—	—	—	—		—	—
MFS MERIDIAN MID CAP GROWTH FUND			9/4/2009	17,203.14	36,296.27	17,203.14	19,093.13		—	—	—	—		—	—
BRIDGE GROWTH PARTNERS (PARALLEL), LP			7/15/2014	12,555,913	15,466,899	12,555,913	2,910,986		—	—	—	—		—	—
PUBLIC PENSION CAPITAL, LLC			7/21/2014	2,017,306	1,591,916	2,017,306	(425,390	)	—	—	—	—		—	—
LLOYD'S CANADIAN BLENDED ACCOUNT			10/1/2013	20,210,769.45	20,811,002.32	20,210,769.45	600,232.87		—	—	—	—		—	—
LLOYD'S OVERSEAS DEPOSITS			10/1/2013	54,483,923.05	54,483,923.05	54,483,923.05	—		—	—	—	—		—	—
				315,155,236.65	336,856,267.11	315,963,239	21,514,112.33					(620,484.22	)