Validus 8-K Results of Operations and Financial Condition

Validus Holdings, Ltd. March 31, 2016 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	4,209,475.14	4,175,000.00	4,169,148.59	40,326.55		608.17		—	—		1.375		FA	8,610.94	28,703.14	8042015	1172027
BRSTBY9Y7	A. SCHULMAN INC SENIOR SECURED TERM LOAN					162,977.84	159,301.64	163,386.30	163,020.07	(3,718.43	)	15.75		—	—		—		MJSD	—	1,677	5112015	12312049
03763KAB2	AASET_14-1 ABS_14-1 A			2		3,174,123.85	3,044,831.74	3,163,461.54	3,172,582.96	(127,751.22	)	(345.96	)	—	—		5.125		MON	7,205.66	41,106.78	2262015	4222027
G0054BFG3	ABBEY NATIONAL TREASURY SERVIC SECURED C		D			623,981.24	584,029.26	350,000.00	617,665.07	(33,635.81	)	(3,528.27	)	—	(43,474.23	)	5.125		APR	24,865.82	—	10212015	12312049
BRSLX0WL6	ABBEY NATIONAL TREASURY SERVIC SECURED L		D			654,350.13	574,960.24	400,000.00	655,052.5	(80,092.26	)	98.90		—	(80,367.18	)	0.89		JAJO	1,009.06	2,511.74	1132014	2202045
G0054BMY6	ABBEY NATIONAL TREASURY SERVIC SENIOR CO		D			1,038,015.04	953,249.01	640,000.00	1,014,529.78	(61,280.77	)	(6,529.50	)	—	(58,343.78	)	4.125		SEP	20,734.82	—	5062015	12312049
002799AT1	ABBEY NATIONAL TREASURY SERVIC SENIOR CO		F			1,247,312.5	1,248,494.15	1,250,000.00	1,247,847.11	647.04		128.78		—	—		2.375		MS	1,236.98	14,843.75	3092015	3162020
002824AU4	ABBOTT LABORATORIES CORP BND					2,412,386	2,373,419.28	2,150,000.00	2,354,098.23	19,321.05		(16,374.77	)	—	—		5.125		AO	55,093.75	—	5042015	4012019
00287YAL3	ABBVIE INC SENIOR CORP BND					982,080	1,011,577	1,000,000.00	983,923.05	22,416.41		545.67		—	—		2.9		MN	11,680.56	—	5212015	11062022
00287YAN9	ABBVIE INC SENIOR CORP BND					4,745,677.5	4,765,899.39	4,750,000.00	4,746,936.51	27,653.95		353.83		—	—		1.8		MN	32,537.5	—	7082015	5142018
00287YAJ8	ABBVIE INC SENIOR CORP BND					7,636,590.96	7,655,332.6	7,624,000.00	7,632,916.19	18,962.88		(1,377.48	)	—	—		1.75		MN	53,738.61	—	7172015	11062017
00287YAT6	ABBVIE INC SENIOR CORP BND			1		9,361,460	9,542,209.12	9,400,000.00	9,367,906.88	174,302.24		1,840.95		—	—		2.5		MN	89,430.54	—	2242016	5142020
00084DAE0	ABN AMRO BANK NV CORP BND 144A		F			6,261,360	6,141,534	6,000,000.00	6,138,792.64	2,741.36		(40,968.95	)	—	—		4.25		FA	41,791.67	127,500	6262015	2022017
BRSXK39C4	ABN AMRO BANK NV SENIOR CORP BND EMTN		D			449,359.15	436,773.09	300,000.00	449,469.21	(12,696.12	)	99.62		—	(20,304.19	)	2.375		JD	3,245.71	1,142.85	11302015	4202027
00084UAA0	ACASL_14-1A SENIOR ABS 14-1A A 144A		F	2		745,050	743,343.45	750,000.00	746,140.44	(2,796.99	)	228.26		—	—		2.13		JAJO	3,238.77	3,498.2	1232015	7182026
00432CCM1	ACCESS GROUP INC ACCSS_05-2 ABS 05-2			2		1,018,286.06	1,030,840.23	1,045,736.65	1,034,514.79	(3,674.56	)	2,112.18		—	—		0.798		FMAN	904.27	1,601.15	8082012	3122026
00452PAN7	ACIS_15-6A MEZZANIN ABS 15-6A C 144A		F	1		495,000	496,876.85	500,000.00	495,579.18	1,297.67		144.02		—	—		3.986		FMAN	3,321.33	4,675	3042015	5012027
00452PAG2	ACIS_15-6A MEZZANIN ABS 15-6A B1 144A		F	1		2,238,750	2,160,942.98	2,250,000.00	2,240,194.44	(79,251.46	)	368.17		—	—		3.096		FMAN	11,608.5	15,975.62	3042015	5012027
00485YAA7	ACORN RE LTD SENIOR CORP BND 144A		F			14,400,000	14,506,702	14,350,000.00	14,393,674.58	113,027.42		(4,493.24	)	—	—		4.312		MON	25,783.96	190,029.12	11202015	7172018
BRSUVD0Y7	ACTAGRO LLC SENIOR SECURED REVOLVE NOTES					746,944.45	744,375	750,000.00	746,944.45	(2,569.45	)	416.67		—	—		—		MJSD	—	59.36	12282015	12312049
BRSUVD142	ACTAGRO LLC SENIOR SECURED TERM LOAN					6,500,000	6,451,250	6,500,000.00	6,500,000	(48,750	)	—		—	—		—		MJSD	—	63,797.8	7102015	12312049
00507UAP6	ACTAVIS FUNDING SCS SENIOR CORP BND		F	1		949,952.5	972,438.34	950,000.00	949,961.94	135,325.57		2.60		—	—		3		MS	1,504.16	26,893.75	3032015	3122020
00507UAN1	ACTAVIS FUNDING SCS SENIOR CORP BND		F			5,177,000	5,205,474.07	5,177,000.00	5,177,000	28,474.07		—		—	—		1.712		MJSD	4,432.42	23,163.42	3032015	3122018
00507UAD3	ACTAVIS FUNDING SCS SENIOR CORP BND		F			9,707,707.38	9,845,219.17	9,715,000.00	9,709,893.6	22,476.4		380.39		—	—		2.45		JD	70,082.93	—	11132014	6152019
942683AG8	ACTAVIS INC SENIOR CORP BND					248,442.5	251,058.1	250,000.00	249,209.85	1,848.25		128.27		—	—		1.875		AO	2,343.75	—	9272012	2282024
006897AG7	ADPK_13-1A MEZZANIN ABS 13-1A C 144A		F	2		2,504,750	2,457,847.25	2,500,000.00	2,504,006.21	(46,158.96	)	(177.20	)	—	—		3.622		JAJO	19,367.64	21,214.31	3252015	4152024
BRSM9GPX8	ADS WASTE HOLDINGS INC SENIOR SECURED TE			2		5,524,256.25	5,469,013.69	5,524,256.25	5,524,256.25	(55,242.56	)	—		—	—		—		FMAN	—	59,270.58	4012014	3312025
00101JAE6	ADT CORP SENIOR CORP BND					3,001,658.45	3,030,000	3,000,000.00	3,000,538.48	29,461.52		(102.79	)	—	—		2.25		JJ	14,250	33,750	4302013	7152017

BRSNZFA49	ADVANTAGE SALES & MARKETING IN SENIOR SE		2	1,812,202.26	1,783,725.69	1,818,736.37	1,813,291.66	(29,565.97	)	264.26		—	—	—	MJSD	—		19,622.17	8072015	3312025
05377RBM5	AESOP_13-1A ABS 13-1A C144A		2	2,063,125	2,002,707	2,000,000.00	2,044,462.3	(41,755.3	)	(4,712.07	)	—	—	4.42	MON	2,701.11		22,100.01	3252015	12312049
05377RBY9	AESOP_15-1A SUB ABS 15-1A B 144A		2	1,999,207.2	1,980,574.4	2,000,000.00	1,999,357.53	(18,783.13	)	33.96		—	—	3.22	MON	1,967.78		16,100.01	1222015	12312049
BRSHXEJA4	AFFINIA GROUP SENIOR SECURED TERM LOAN		2	338,012.05	338,435.1	338,435.10	338,172.82	262.28		16.05		—	—	—	MJSD	—		4,063.56	6052013	3312025
02640FAG3	AGFMT_10-1 WHOLE CMO 10-1 144A		2	4,129,125	3,956,350.71	3,900,000.00	3,924,701.54	31,649.17		(28,252.79	)	—	—	5.65	MON	18,362.5		55,087.5	10152014	12312049
00432CAZ4	AGSL_03-1 ABS 03-1-2003-1		2	360,500	387,495.36	400,000.00	379,799.66	7,695.7		1,617.72		—	—	1.58	MON	241.75		1,882.68	3292010	5102032
00432CBB6	AGSL_03-1 ABS_03-1-2003-1		2	311,937.5	330,024.28	350,000.00	326,890.27	3,134.01		648.80		—	—	1.58	MON	211.53		1,239.63	3292010	1162027
00432CBP5	AGSL_03-1 ABS_04-1-2004-1		2	435,625	458,074.3	500,000.00	462,406.86	(4,332.56	)	2,559.89		—	—	1.602	MON	153.19		1,891.76	3292010	10122023
02665VAA1	AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A		2	1,259,386.88	1,234,774.81	1,259,386.88	1,259,386.88	(24,612.07	)	—		—	—	1.441	MON	753.64		4,471.41	5132014	6172031
BRSHLJUD7	AI CHEM & CY SCA SENIOR SECURED TERM NOT	F	2	335,752.31	334,486.91	337,439.51	336,525.69	(2,038.78	)	67.45		—	—	—	JAJO	—		6,470.52	3122013	5152018
L0001UAC3	AI CHEM & CY US ACQUICO INC SENIOR SECUR	E	2	174,207.13	173,550.59	175,082.56	174,608.41	(1,057.82	)	35.00		—	—	—	MJSD	—		3,357.27	3122013	12312049
903724AK8	AID-UKRAINE AGENCY BND	F		4,285,000	4,352,064.54	4,285,000.00	4,285,000	67,064.54		—		—	—	1.844	MN	29,630.78		—	5142014	11062017
BRSZ793R4	AIM AEROSPACE SENIOR SECURED TERM LOAN			4,167,865.54	4,157,445.88	4,167,865.54	4,167,865.54	(10,419.66	)	—		—	—	—	MJSD	—		130,245.8	2022016	12312049
001406AA5	AIM_15-1A ABS 15-1A A1 144A	F	2	3,229,166.66	3,128,868.74	3,229,166.66	3,229,151.22	(100,282.48	)	(1.73	)	—	—	4.213	MON	6,046.44		34,450.05	2132015	2152040
BRSSM5ZR6	AIR MEDICAL GROUP HOLDINGS INC SENIOR SE		2	1,505,291.66	1,468,980.56	1,509,064.33	1,505,762.92	(36,782.36	)	143.96		—	—	—	MJSD	—		16,691.83	4152015	12312049
009158AQ9	AIR PRODUCTS AND CHEMICALS INC CORP BND			1,544,936.3	1,496,019.6	1,490,000.00	1,495,549.12	470.48		(4,083.40	)	—	—	2	FA	4,883.89		14,900	3072013	8022016
009349AF8	AIRCRAFT LEASE SECURITISATION ABS_07-1A	F	2	208,514.46	213,376.18	216,077.14	216,056.5	(2,680.32	)	297.74		—	—	0.699	MON	105.11		385.59	11062013	5102032
009363AR3	AIRGAS INC SENIOR CORP BND		1	3,569,966.76	3,649,707.47	3,572,000.00	3,570,191.7	79,515.77		93.05		—	—	3.05	FA	18,157.67		51,446.73	12232015	8012020
BRSR05RF7	AIRXCEL, INC. REVOLVE LOAN			6,626,953.13	6,560,683.6	6,626,953.13	6,626,953.13	(66,269.53	)	—		—	—	—	MN	—		59,918.7	4082015	3312025
00973XAA8	AKIBARE RE LTD SENIOR CORP BND 144A	F		540,000	541,549.8	540,000.00	540,000	1,549.8		—		—	—	3.241	JAJO	874.94		—	3082016	4072023
011395AB6	ALAMO RE LTD CORP BOND 144A	F		1,950,000	1,995,532.5	1,950,000.00	1,950,000	45,532.5		—		—	—	5.9	MJSD	5,113.33		29,293.24	5062015	6072018
011395AC4	ALAMO RE LTD CORP BOND 144A	F		2,600,000	2,653,768	2,600,000.00	2,600,000	53,768		—		—	—	4.6	MJSD	5,315.56		30,513.76	5062015	6072019
BRSXUCRH2	ALBERTSONS HOLDINGS LLC SECURED TERM LOA		1	1,632,760.45	1,647,191.43	1,649,252.99	1,633,259.56	13,931.87		540.44		—	—	—	MJSD	—		18,693.48	12102015	12312049
BRSPDTF35	ALBERTSONS INC SENIOR SECURED TERM NOTES		2	738,759.44	748,110.83	748,110.83	738,957.78	9,153.05		221.95		—	—	—	MJSD	—		6,928.06	1202016	3312025
BRSTV33U7	ALERE INC SENIOR SECURED TERM NOTES		2	1,456,490.44	1,448,961.95	1,460,140.79	1,456,715.28	(7,753.33	)	92.78		—	—	—	MJSD	—		10,340.83	3282016	12312049
BRSV8NG22	ALION SCIENCE AND TECHNOLOGY C SENIOR SE			785,318.1	768,546.23	789,264.42	785,676.71	(17,130.48	)	175.13		—	—	—	MJSD	—		11,121.5	8122015	12312049
BRSUU8H62	ALIX PARTNERS LLP SENIOR SECURED TERM LO			702,663.71	700,608.91	704,424.78	702,811.64	(2,202.73	)	67.71		—	—	—	MJSD	���		8,032.96	7232015	12312049
BRSZHRUB8	ALLEN EDMONDS CORPORATION SECURED TERM L			1,264,944.25	1,261,781.89	1,264,944.25	1,264,944.25	(3,162.36	)	—		—	—	—	MJSD	—		—	2162016	12312049
BRSZHRXS8	ALLEN EDMONDS CORPORATION SECURED TERM L			4,876,360.1	4,864,169.2	4,876,360.10	4,876,360.1	(12,190.9	)	—		—	—	—	MJSD	—		41,136.51	2162016	12312049
018490AP7	ALLERGAN INC/UNITED STATES SENIOR CORP B			970,860	992,562.71	1,000,000.00	983,266.62	9,296.09		2,081.67		—	—	1.35	MS	600		6,750	3072013	5152017
BRSJKR5A0	ALLFLEX HOLDINGS SENIOR SECURED TERM LOA	E		863,613.44	854,899.52	867,551.02	864,863.51	(9,963.99	)	163.01		—	—	—	MJSD	—		9,364.01	4012014	3312025
BRSM7G8J0	ALLIED SECURITY HOLDINGS LLC SENIOR SECU		2	1,856,315.95	1,826,777.22	1,865,644.19	1,859,104.37	(32,327.15	)	350.76		—	—	—	MJSD	—		20,091.33	2122014	3312025
021441AD2	ALTERA CORPORATION SENIOR CORP BND			1,397,858	1,412,650.26	1,400,000.00	1,399,505.68	13,144.58		108.94		—	—	1.75	MN	9,255.55		—	5012012	1142020
BRSUTL2G9	ALTICE US FIN I CORP SECURED TERM LOAN		1	1,995,000	1,984,610.04	1,995,000.00	1,995,000	(10,389.96	)	—		—	—	—	MJSD	(1,268.78	)	1,268.78	3182016	12312049

02209SAT0	ALTRIA GROUP INC SENIOR CORP BND		1	2,997,570	3,089,673.84	3,000,000.00	2,998,272.37	91,401.47		108.27		—	—	2.625	JJ	16,843.75	39,375		11102014	7272018
BRSXVEQU9	AMC ENTERTAINMENT INC. SECURED TERM LOAN		1	246,786.4	248,413.45	248,026.53	246,836.12	1,577.33		54.10		—	—	—	MJSD	—	2,151.08		12102015	12312049
BRSJ1HUF4	AMC ENTERTAINMENT INC. SENIOR SECURED TE		2	1,118,789.35	1,126,026.31	1,124,386.95	1,118,983.04	7,043.27		207.72		—	—	—	MJSD	—	9,751.58		1042016	3312025
03065EAD7	AMCAR_13-5 BAS_13-5 A3		2	181,939.7	181,782.62	181,964.58	181,959.17	(176.55	)	3.25		—	—	0.9	MON	104.63	542.52		11052013	10152025
03062AAD8	AMCAR_14-3 ABS _14-3-A3		2	869,975.81	868,608	870,000.00	869,981.25	(1,373.25	)	0.65		—	—	1.15	MON	639.21	2,501.25		8202014	4212025
03065NAD7	AMCAR_15-3 SENIOR ABS 15-3		2	1,199,826	1,199,760.03	1,200,000.00	1,199,867.83	(107.8	)	17.24		—	—	1.54	MON	1,180.67	4,619.97		8042015	4202027
BRSTDEM57	AMERICAN AIRLINES GROUP INC SENIOR SECUR		2	3,201,580.73	3,191,715.96	3,211,285.53	3,202,101.37	(10,385.41	)	520.64		—	—	—	MJSD	—	26,091.69		1042016	12312049
023770AB6	AMERICAN AIRLINES INC. SECURED CORP BND		2	3,836,306.46	3,644,491.13	3,836,306.46	3,836,306.46	(191,815.33	)	—		—	—	3.7	MN	59,143.05	—		3022015	1152026
BRSNZFZ18	AMERICAN ENERGY MARCELLUS LLC SENIOR SEC		2	217,486.33	37,158.47	218,579.23	217,782.85	(180,624.38	)	45.61		—	—	—	MJSD	—	2,932.6		7092014	3312025
025816BJ7	AMERICAN EXPRESS COMPANY CAPSEC CORP BND		1	12,783,750	12,064,687.5	12,750,000.00	12,775,534.24	(710,846.74	)	(1,602.17	)	—	—	5.2	MN	250,466.67	—		11252014	12312049
0258M0DJ5	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			304,584	303,447.58	300,000.00	303,512.55	(64.97	)	(369.79	)	—	—	2.125	JJ	1,133.33	3,187.5		7072015	3182019
0258M0DX4	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO		1	734,419.35	748,511.69	735,000.00	734,479.49	13,037.51		27.37		—	—	2.6	MS	902.41	9,555		9092015	7132018
0258M0DK2	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			995,980	1,010,330.35	1,000,000.00	997,292.84	10,469.9		219.73		—	—	2.125	MS	767.36	10,625		3132014	9222017
0258M0DT3	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO		1	1,990,620	2,023,121.34	2,000,000.00	1,991,369.36	31,751.98		495.42		—	—	2.375	MN	16,493.06	2,583.14		11102015	9142020
0258M0DR7	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			3,465,350.2	3,478,157.18	3,470,000.00	3,467,687.28	14,032.2		386.18		—	—	1.55	MS	1,344.64	26,892.5		9182014	5262020
02665WAW1	AMERICAN HONDA FINANCE CORPORA SENIOR CO			249,210	251,183.51	250,000.00	249,391.63	1,791.88		65.23		—	—	1.6	JJ	866.67	1,988.89		7152015	2162018
02666QM26	AMERICAN HONDA FINANCE CORPORA SENIOR CO			1,992,800	2,009,648.14	2,000,000.00	1,995,957.21	13,690.93		526.17		—	—	1.6	FA	4,000	16,000		2122013	10012020
031162BD1	AMGEN INC CORP BND			726,110	741,707.23	700,000.00	722,796.18	18,911.05		(1,177.84	)	—	—	3.45	AO	12,075	—		7142015	5222019
031162BU3	AMGEN INC SENIOR CORP BND		1	755,253.68	774,464.44	759,000.00	756,262	18,202.44		209.68		—	—	2.2	MN	5,983.45	—		8052015	5012020
031162BW9	AMGEN INC SENIOR CORP BND		1	1,693,728.75	1,709,168.37	1,695,000.00	1,693,952.11	15,216.26		61.21		—	—	2.125	MN	15,007.81	—		4282015	7152024
02582JGJ3	AMXCA_13-3 ABS_13-3 A		2	474,945.57	475,237.5	475,000.00	474,968.74	268.76		2.45		—	—	0.98	MON	206.89	1,163.76		11052013	5262026
032511BJ5	ANADARKO PETROLEUM CORPORATION SENIOR CO		1	509,000	446,838	500,000.00	508,065.49	(61,227.49	)	(219.17	)	—	—	3.45	JJ	3,641.67	8,625		2242015	1152020
BRSUA8MG6	ANCHOR GLASS CONTAINERS CORP SENIOR SECU			960,441.71	961,347.12	965,268.04	960,932.55	414.57		307.22		—	—	—	MJSD	—	11,027.65		6242015	12312049
034863AF7	ANGLO AMERICAN CAPITAL PLC SENIOR CORP B	F		3,043,380	2,925,000	3,000,000.00	3,026,792.79	(101,792.79	)	(4,416.18	)	—	—	2.625	MS	875	39,375		2242016	9272017
035242AC0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			982,460	1,002,860.87	1,000,000.00	990,335	12,525.87		2,649.40		—	—	1.25	JJ	2,569.44	30,009.72		1152013	2012019
035242AE6	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			1,995,357.5	2,040,073.7	2,000,000.00	1,997,134.06	42,939.64		243.64		—	—	2.15	FA	7,166.67	21,500		1222014	2012019
035242AL0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO		1	4,582,566	4,787,200.68	4,600,000.00	4,582,962.5	135,786.81		396.50		—	—	3.3	FA	27,830	—		1132016	5032018
035242AJ5	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO		1	6,803,637.75	7,010,333.42	6,825,000.00	6,804,357.23	205,976.19		1,010.54		—	—	2.65	FA	33,158.12	14,010.04		1132016	2012023
035242AG1	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			9,047,171.2	9,183,908	9,060,000.00	9,048,121.19	204,238.18		949.99		—	—	1.9	FA	31,559	(2,311.67	)	2222016	2012021
03523TAN8	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND			2,255,260	2,248,410.04	2,000,000.00	2,255,260	(6,849.96	)	—		—	—	5.375	JJ	23,888.89	(23,888.89	)	3312016	7152017
03523TBP2	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO			4,176,868.75	4,348,278.84	4,325,000.00	4,180,655.44	43,251.36		3,786.69		—	—	2.5	JJ	22,826.39	(3,303.82	)	1212016	1172018
03523TBN7	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO			10,301,794	10,362,732.72	10,325,000.00	10,319,481.36	167,623.4		516.95		—	—	1.375	JJ	29,711.46	87,866.32		7152014	7152022
00182EAW9	ANZ NATIONAL INTERNATIONAL LTD SENIOR CO	F		999,880	1,000,227.13	1,000,000.00	999,919.42	307.71		9.90		—	—	1.75	MS	97.22	8,750		3242015	3292018
037401AC0	AOZORA RE LTD CORP BND 144A	F		250,000	250,295	250,000.00	250,000	295		—		—	—	2.953	JAJO	61.51	(61.51	)	3292016	4072020

03765LAA0	APID_15-20A ABS 15-20A A1 144A	F	2	5,000,000	4,964,052.5	5,000,000.00	5,000,000	(35,947.5	)	—		—	—		2.17	JAJO	21,997.33	24,634.69		1152015	1162027
037833AJ9	APPLE INC CORP BND			5,380,074	5,403,517.56	5,400,000.00	5,391,549.83	11,967.73		2,034.54		—	—		1	MN	22,200	26,591.11		4302013	5062019
037833BB5	APPLE INC SENIOR CORP BND			889,385.9	890,605.65	890,000.00	889,656.53	(14,320.08	)	76.69		—	—		0.9	MN	3,070.5	—		5062015	2222019
037833BS8	APPLE INC SENIOR CORP BND		1	1,446,460.5	1,450,002.41	1,425,000.00	1,446,367.66	39,354.25		(92.84	)	—	—		2.25	FA	3,384.38	(2,760.94	)	3172016	5152018
037833AQ3	APPLE INC SENIOR CORP BND			2,532,100	2,561,612.5	2,500,000.00	2,522,258.25	100,582.95		(1,743.15	)	—	—		2.1	MN	21,145.83	—		10232014	5062021
037833AR1	APPLE INC SENIOR CORP BND			3,251,584	3,345,887.68	3,200,000.00	3,245,304.73	949.12		(2,074.08	)	—	—		2.85	MN	36,733.34	—		9162015	5122017
037833BQ2	APPLE INC SENIOR CORP BND			5,523,056.35	5,570,382.28	5,495,000.00	5,522,425.22	47,957.06		(631.13	)	—	—		1.7	FA	9,860.47	(2,545.27	)	3022016	2232021
037833AG5	APPLE INC SENIOR CORP BND			8,000,000	7,985,679.92	8,000,000.00	8,000,000	3,634.75		—		—	—		0.869	FMAN	11,195.28	11,941.6		4302013	5032018
BRS9PGQM2	ARAMARK CORPORATION LOAN TERM		2	25,814.82	25,249.24	25,764.53	25,767.9	(518.66	)	(8.35	)	—	—		—	JAJO	—	897.83		11012011	3312025
BRSMC71Q5	ARAMARK CORPORATION SENIOR SECURED TERM			492,487.3	495,596.44	497,461.92	492,645.28	2,951.16		170.67		—	—		—	FMAN	—	4,271.26		12112015	3312025
039483AY8	ARCHER-DANIELS-MIDLAND COMPANY CORP BND			2,179,988.75	1,940,488.75	1,805,000.00	1,942,562.33	(2,073.58	)	(17,264.25	)	—	—		5.45	MS	4,372.11	49,186.25		9252012	1162018
BRSV1F5E2	ARDENT LEGACY ACQUISITIONS INC SENIOR SE			963,635.88	973,369.57	973,369.57	964,672.04	8,697.53		427.69		—	—		—	MJSD	—	16,033.19		7302015	12312049
04013YAU6	ARES_12-2A MEZZANIN ABS _12-2A CR 144A	F	2	500,000	486,246.55	500,000.00	500,000	(13,753.45	)	—		—	—		3.321	JAJO	3,690.11	3,817.7		5152015	10122023
00205BAA6	ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B		2	420,463.89	419,959.32	420,463.89	420,463.89	(504.57	)	—		—	—		0.736	MON	146.17	973.64		10162012	4152024
BRST927R7	ARIA ENERGY OPERATING LLC SENIOR SECURED		2	956,277.37	951,447.69	965,936.74	957,027	(5,579.31	)	405.80		—	—		—	FMAN	—	9,806.03		5182015	12312049
040484JY4	ARIZONA BRD REGENTS UNIV ARIZ MUNI BND R		1	1,654,640.8	1,687,528	1,420,000.00	1,618,857.44	68,670.56		(6,057.78	)	—	—		5	FA	11,833.33	35,500		9132013	5222018
040484EV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			1,275,987.5	1,266,162.5	1,250,000.00	1,261,455.67	4,706.83		(2,423.47	)	—	—		1.94	JD	8,083.33	—		3282012	2242020
04048RMV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			1,315,000	1,332,187.05	1,315,000.00	1,315,000	17,187.05		—		—	—		1.559	JJ	5,125.21	10,250.43		3052015	6232020
04048RMW3	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			1,750,000	1,785,892.5	1,750,000.00	1,750,000	35,892.5		—		—	—		2.048	JJ	8,960	17,920		3052015	6222018
04048RMX1	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			2,030,000	2,099,344.8	2,030,000.00	2,030,000	69,344.8		—		—	—		2.348	JJ	11,916.1	23,832.2		3052015	10032016
04057PJL3	ARIZONA SCH FACS BRD CTFS PART MUNITAX B			2,175,000	2,186,679.75	2,175,000.00	2,175,000	11,679.75		—		—	—		1.474	MS	2,671.63	16,029.75		6042014	10152018
040688NL3	ARIZONA WTR INFRASTRUCTURE FIN MUNITAX B			1,575,519.05	1,587,364.2	1,570,000.00	1,573,081.97	14,282.23		(504.37	)	—	—		1.413	AO	11,092.05	—		1152015	11082016
045167CB7	ASIAN DEVELOPMENT BANK SENIOR CORP BND	F		5,105,000	5,111,200.35	5,000,000.00	5,105,000	6,200.35		—		—	—		1.875	AO	41,949.44	(41,949.44	)	3302016	9012017
BRSUW3MP3	ASURION LLC SENIOR SECURED TERM LOAN			1,307,961.15	1,286,051.82	1,314,533.82	1,308,555.91	(22,504.09	)	297.41		—	—		—	MJSD	—	16,738.79		7302015	12312049
00206RAW2	AT&T INC CORP BND			4,723,900.5	4,685,565.5	4,675,000.00	4,676,266.04	9,299.46		(2,618.40	)	—	—		2.95	MN	52,100.28	—		5242011	5152016
00206RAT9	AT&T INC CORP BND	O		517,103.96	451,531.13	300,000.00	491,966.08	60,767.16		(4,827.21	)	—	(41,395.56	)	5.875	APR	23,463.64	—		12102014	4282017
00206RAR3	AT&T INC CORP BND			2,707,421.5	2,724,117.29	2,450,000.00	2,663,350.13	(40,434.95	)	(17,720.80	)	—	—		5.8	FA	18,157.22	71,050		12232015	2152019
00206RCL4	AT&T INC SENIOR CORP BND		1	599,694	606,483.22	600,000.00	599,760.33	1,674.78		13.32		—	—		2.45	JD	3,715.83	—		4232015	6302020
00206RBM3	AT&T INC SENIOR CORP BND			997,780	1,000,186	1,000,000.00	998,511.22	11,332.52		219.14		—	—		1.4	JD	4,666.67	—		5272015	12012017
00206RCN0	AT&T INC SENIOR CORP BND		1	1,794,672	1,804,939.3	1,800,000.00	1,795,099.42	43,322.8		114.06		—	—		3.4	MN	23,120	—		9292015	5152025
00206RCC4	AT&T INC SENIOR CORP BND			3,010,080	3,050,114.82	3,000,000.00	3,006,792.02	6,722.89		(554.73	)	—	—		2.3	MS	3,833.33	34,500		3052014	3112019
00206RCA8	AT&T INC SENIOR CORP BND			3,523,968	3,516,647.38	3,450,000.00	3,505,314.86	9,839.88		(5,083.35	)	—	—		2.375	MN	28,222.91	—		4242015	11272018
00206RCR1	AT&T INC SENIOR CORP BND		1	5,300,719	5,417,911.6	5,300,000.00	5,300,812.65	117,098.95		93.65		—	—		2.8	FA	21,435.55	(2,333.33	)	3082016	2172021
047870CY4	ATLANTA GA (CITY OF) MUNI BND REV		2	6,949,070	7,279,050.9	5,710,000.00	6,833,202.84	445,848.06		(19,672.72	)	—	—		5.5	MN	130,854.17	—		11212013	12152019

049382AD6	ATLAS IX CAPITAL DAC SENIOR CORP BND 144	F		2,000,000	2,030,680	2,000,000.00	2,000,000	30,680		—		—	—		8.075	JAJO	35,887.11	—		12232015	1082020
049382AC8	ATLAS IX CAPITAL LTD CORP BND 144A	F		1,000,000	983,700	1,000,000.00	1,000,000	(16,300	)	—		—	—		7.447	JAJO	18,204.27	18,892.22		2052015	1072019
05178RAA3	AURORA MILITARY HOUSING MUNI BND 144A		2	1,059,710	1,053,000	1,000,000.00	1,046,678.01	6,321.99		(2,228.94	)	—	—		5.32	JD	15,664.44	—		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	—	85.6		8172015	12312049
BRSVLF005	AURORA PARTS AND ACCESSORIES L SENIOR SE			5,968,866.83	5,953,793.93	6,029,158.41	5,974,739.12	(20,945.19	)	2,795.60		—	—		—	MJSD	—	88,575.86		8172015	12312049
0523966L7	AUSTIN TX (CITY OF) MUNITAX BND GO			201,750	206,512	200,000.00	201,233.29	5,636.94		(86.76	)	—	—		2.108	MS	351.33	2,108		9102014	7152022
0523966K9	AUSTIN TX (CITY OF) MUNITAX BND GO			315,677.25	321,060.6	315,000.00	315,423.66	5,278.71		(42.68	)	—	—		1.758	MS	461.48	2,768.85		9102014	7152017
0523966M5	AUSTIN TX (CITY OF) MUNITAX BND GO			386,563.1	401,220.05	385,000.00	386,188.53	15,031.52		(63.47	)	—	—		2.384	MS	764.87	4,589.2		9102014	1172018
05253JAC5	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO			774,550.5	771,160.83	775,000.00	774,805.36	(3,644.53	)	22.55		—	—		1.45	MN	4,245.28	5,618.75		5092013	11162018
05253JAJ0	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO			4,995,800	5,026,978.3	5,000,000.00	4,996,313.72	(3,372.26	)	341.23		—	—		2	MN	37,500	—		11092015	1152021
05253JAH4	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO			8,391,180	8,391,314.32	8,400,000.00	8,394,686.58	30,664.58		729.91		—	—		1.5	JJ	26,250	63,000		1122015	9152020
053015AD5	AUTOMATIC DATA PROCESSING, INC SENIOR CO		1	537,521.18	551,633.85	538,000.00	537,570.92	14,062.93		49.26		—	—		2.25	MS	538	16,687.88		9082015	6192018
05329WAL6	AUTONATION INC CORP BND		1	4,599,908	4,598,441.06	4,600,000.00	4,599,908	(1,466.94	)	—		—	—		3.35	JJ	32,532.23	48,798.33		2242016	3222022
BRSX3A$$1	AVAGO TECHNOLOGIES CAYMAN FINA SENIOR SE	F	1	4,381,092	4,400,147.55	4,425,345.46	4,382,001.37	18,146.18		909.37		—	—		—	MJSD	—	22,025.4		11132015	10152025
BRT0A7X63	AWAS AVIATION CAPITAL LTD SENIOR SECURED	F	1	753,194.53	755,321.65	756,979.43	753,194.53	2,127.12		—		—	—		—	MJSD	—	—		3182016	12312049
BRSU5BES8	AWP INC SENIOR SECURED REVOLVE LOAN			323,476.28	321,696.06	325,768.16	323,476.28	(1,780.22	)	—		—	—		—	MJSD	—	36.15		11122015	12312049
BRSU5BEP4	AWP INC SENIOR SECURED TERM LOAN			3,711,394.96	3,665,002.52	3,711,394.96	3,711,394.96	(46,392.44	)	—		—	—		—	MJSD	—	54,002.12		6092015	12312049
04280PAA5	AWPT_14-2A ABS 14-2A 144A	F	2	1,089,550	1,085,429.4	1,100,000.00	1,092,033.14	(6,603.74	)	527.36		—	—		2.132	MJSD	1,172.79	5,566.67		1232015	3122026
055065AA4	AZZURRO RE I LTD CORP BND 144A	D		1,408,562.5	1,421,061.58	1,250,000.00	1,408,562.5	12,499.08		—		—	15,875		2.15	JAJO	6,210.15	13,536.83		6122015	1162019
BRSWL65W8	B&G FOODS INC TERM NOTES		1	2,357,435.22	2,372,984.8	2,369,281.62	2,358,067.52	14,917.28		2,420.91		—	—		—	MJSD	—	27,566.48		10222015	12312049
BRSQHT1U4	B/E AEROSPACE INC SENIOR SECURED TERM NO		2	1,154,834.1	1,162,088.1	1,160,637.30	1,155,845.15	6,242.95		208.70		—	—		—	MJSD	—	11,976.26		11212014	3312025
05522RCU0	BACCT ABS 15-A2 A		2	4,374,475.22	4,384,625.04	4,375,000.00	4,374,586.32	10,038.72		29.80		—	—		1.36	MON	2,644.44	14,874.99		4222015	9152020
059513AE1	BACM CMBS 07-4 A4		2	5,360,794.56	4,965,354.16	4,790,778.33	5,001,822.67	(36,468.51	)	(49,813.26	)	—	—		5.934	MON	22,920.4	74,812.52		12022014	2102051
059513AF8	BACM_07-4 A1A SENIOR CMBS 07-4 A1A		2	3,058,547.53	2,849,317.93	2,749,245.42	2,874,151.47	(24,833.54	)	(27,169.38	)	—	—		5.774	MON	13,228.45	39,770.22		10142014	2102051
06054AAX7	BACM_2015-UBS7 LCF SENIOR CMBS_2015-UBS7		2	3,425,469.71	3,551,704.49	3,325,000.00	3,422,139.7	129,564.79		(2,379.61	)	—	—		3.705	MON	10,265.94	30,797.82		12092015	9152048
BRSHC6N35	BAKERCORP INTERNATIONAL INC SENIOR SECUR		2	1,144,799.15	1,024,595.24	1,144,799.15	1,144,799.15	(120,203.91	)	—		—	—		—	MJSD	—	12,330.09		2062013	3312025
BRSYWHG22	BANK NEDERLANDSE GEMEENTEN SENIOR CORP B	D		2,286,625.66	2,300,839.5	1,600,000.00	2,286,885.48	13,954.02		259.82		—	7,742.96		1.125	MAR	1,772.02	2,395.24		1262016	7272018
060505EN0	BANK OF AMERICA CORP CAPSEC CORP BND		1	1,428,637.5	1,352,902.5	1,377,000.00	1,424,900.93	(122,058.02	)	(1,019.48	)	—	—		6.1	MS	3,266.55	81,987.39		4152015	12072018
060505EH3	BANK OF AMERICA CORP CAPSEC CORP BND		1	4,876,597	4,749,780	4,816,000.00	4,871,838.02	(71,998.43	)	(1,271.97	)	—	—		6.25	MS	21,738.89	150,500		4132015	2142017
U5904RYZ0	BANK OF AMERICA CORP CORP BND	O		1,755,662.78	1,609,191.88	1,000,000.00	1,704,282.37	(95,090.49	)	(23,451.43	)	—	(94,543.34	)	7.75	APR	102,564.71	(11,443.47	)	1062016	12312049
06051GEQ8	BANK OF AMERICA CORP CORP BND			2,692,116	2,762,137.8	2,700,000.00	2,698,343.62	63,794.18		413.64		—	—		3.875	MS	2,615.63	52,312.5		3192012	10222026
06051GEX3	BANK OF AMERICA CORP SENIOR CORP BND			3,958,929	3,962,508.54	3,900,000.00	3,936,140.94	5,544.23		(3,733.93	)	—	—		2.6	JJ	21,406.67	68,813.33		2242016	4212025
06050TME9	BANK OF AMERICA CORP SENIOR CORP BND			4,200,000	4,220,928.85	4,200,000.00	4,200,000	20,928.85		—		—	—		2.05	JD	27,265	—		12032015	1152019
06050TLT7	BANK OF AMERICA CORP SENIOR CORP BND			4,995,600	5,004,250	5,000,000.00	4,998,705.77	26,367.6		367.10		—	—		1.25	FA	8,159.72	31,250		2112014	3222017

06051GFT1	BANK OF AMERICA CORP SENIOR CORP BND MTN			4,723,440.75	4,750,836.96	4,725,000.00	4,723,573.22	27,263.74		73.06		—	—		2.625	AO	55,814.07	—		2242016	1172017
06051GFL8	BANK OF AMERICA CORP SUB CORP BND			2,028,700	2,028,205.42	2,000,000.00	2,026,702.68	1,502.74		(500.04	)	—	—		4.25	AO	37,541.67	—		3122015	10192020
060505EG5	BANK OF AMERICA CORP SUB CORP BND		1	4,862,500	4,712,500	5,000,000.00	4,862,500	(150,000	)	—		—	—		5.125	JD	74,027.78	—		8012014	12312049
06051GFP9	BANK OF AMERICA CORP SUB CORP BND MTN			1,495,575	1,488,248.06	1,500,000.00	1,495,922.81	(7,674.75	)	162.82		—	—		3.95	AO	26,333.33	5,925		4162015	4152021
063679ZT4	BANK OF MONTREAL CORP BND 144A	A		3,271,560	3,270,848.75	3,250,000.00	3,258,091.83	12,756.92		(2,420.33	)	—	—		1.95	JJ	10,738.55	31,687.5		8222014	1302017
06366RMS1	BANK OF MONTREAL SENIOR CORP BND MTN	A	1	249,595	249,710.27	250,000.00	249,701.58	500.8		36.01		—	—		1.45	AO	1,731.94	—		7072015	4092018
06366RHA6	BANK OF MONTREAL SENIOR CORP BND MTN	A		260,418.6	260,785.28	260,000.00	260,284.48	8.69		(48.57	)	—	—		1.4	MS	202.22	1,820		7162015	9112017
06406HCA5	BANK OF NEW YORK MELLON CORP BND MTN		1	1,497,285	1,514,670	1,500,000.00	1,499,555.74	15,114.26		138.27		—	—		2.4	JJ	7,400	18,000		11172011	3062018
064058AD2	BANK OF NEW YORK MELLON CORP/T CAPSEC CO		1	6,775,000	6,715,718.75	6,775,000.00	6,775,000	(59,281.25	)	—		—	—		4.95	JD	94,087.82	—		12232015
06406HCE7	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	299,634	298,989.3	300,000.00	299,737.65	11,192.88		35.56		—	—		1.3	JJ	715	1,950		7072015	3042019
06406FAA1	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	855,270	866,422.83	850,000.00	855,229.95	(748.35	)	(40.05	)	—	—		2.5	AO	2,479.17	(1,711.81	)	3152016	1252018
06406HCW7	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1,007,930	1,016,709.9	1,000,000.00	1,007,068.75	1,900.5		(572.67	)	—	—		2.3	MS	1,277.78	11,500		11102015	5222018
06406HCZ0	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1,397,455	1,409,883.69	1,400,000.00	1,397,978.96	34,591.6		122.99		—	—		2.15	FA	3,093.61	15,050		3092015	6232020
06406HCU1	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1,996,120	2,032,133.64	2,000,000.00	1,997,542.04	9,641.15		189.62		—	—		2.2	MN	16,622.22	—		5022014	2242020
06406HDB2	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1,999,820	2,001,273.2	2,000,000.00	1,999,868.2	11,904.73		15.11		—	—		1.6	MN	11,466.67	—		5222015	6222018
06406HCK3	BANK OF NEW YORK MELLON CORP/T SENIOR CO			10,000,000	10,001,900.5	10,000,000.00	10,000,000	1,405		—		—	—		1.076	MJSD	7,469.44	22,547.78		6022014	5152019
06406HCR8	BANK OF NEW YORK MELLON/THE SENIOR CORP		1	7,491,675	7,610,580.23	7,500,000.00	7,495,149.78	115,430.45		398.62		—	—		2.2	MS	12,375	82,500		1282014	9112019
06415CAE9	BANK OF NOVA SCOTIA SECURED LOCAL BND 14	A		4,973,570	4,926,754.25	4,900,000.00	4,928,200.05	(1,445.8	)	(7,176.00	)	—	—		1.75	MS	2,143.75	50,015.97		8202014	3222017
064159HC3	BANK OF NOVA SCOTIA SENIOR CORP BND	A		1,523,185.25	1,532,603.36	1,525,000.00	1,523,310.07	6,466.74		124.82		—	—		1.95	JJ	6,277.91	—		1122016	1152019
064159GM2	BANK OF NOVA SCOTIA SENIOR CORP BND	A	1	3,998,120	4,005,082.72	4,000,000.00	3,998,615.98	9,293.29		153.81		—	—		1.7	JD	20,777.78	—		6042015	6112018
064159HB5	BANK OF NOVA SCOTIA SUB CORP BND	A		1,172,906.16	1,160,751.57	1,173,000.00	1,172,908.37	(12,156.8	)	2.81		—	—		4.5	JD	15,395.62	7,573.13		12092015	12162025
06538PAB8	BANK OF TOKYO-MITSUBISHI UFJ L SENIOR CO	F		1,667,000	1,669,450.67	1,667,000.00	1,667,000	2,450.67		—		—	—		1.652	MJSD	1,377.23	14,304.47		9082015	9142018
06739GBP3	BARCLAYS BANK PLC CORP BND	F		6,019,695	5,849,844.11	5,500,000.00	5,894,064.88	(44,220.77	)	(19,839.70	)	—	—		5.14	AO	131,141.39	—		8192014	10142020
G089B6CD0	BARCLAYS BANK PLC SENIOR CORP BND EMTN	D		2,679,360.59	2,461,039.2	1,700,000.00	2,691,416.2	(230,377	)	769.11		—	(250,879.62	)	1.5	APR	36,350.73	—		3282012	12312049
06738EAD7	BARCLAYS PLC SENIOR CORP BND	F		916,761.6	915,744.92	920,000.00	917,619.18	(1,874.26	)	156.42		—	—		2.75	MN	10,049.72	—		11032014	11082019
06738EAF2	BARCLAYS PLC SENIOR CORP BND	F		1,299,883	1,286,705.52	1,300,000.00	1,299,922.91	(13,217.39	)	10.05		—	—		2	MS	1,083.33	16,222.22		3092015	3162018
06738EAL9	BARCLAYS PLC SENIOR CORP BND	F		2,898,405	2,892,657.74	2,900,000.00	2,898,470.11	(5,812.37	)	65.11		—	—		3.25	JJ	20,682.64	—		1052016	1122021
BRSTM9RG9	BASS PRO GROUP LLC SENIOR SECURED TERM L		1	1,414,961.22	1,354,674.63	1,418,507.47	1,415,476.92	(60,802.29	)	188.63		—	—		—	MJSD	—	24,342.69		5292015	12312049
07177MAF0	BAXALTA INC SENIOR CORP BND 144A			3,867,702.3	3,837,564.75	3,870,000.00	3,868,281.47	(45,635.07	)	187.83		—	—		2	JD	21,285	—		12232015	10152018
07177MAC7	BAXALTA INC SENIOR CORP BND 144A		1	9,207,052.8	9,161,846.9	9,210,000.00	9,207,481.97	(30,716.72	)	139.29		—	—		2.875	JD	72,081.04	—		9292015	10032016
072863AA1	BAYLOR SCOTT & WHITE HOLDINGS MUNITAX BN		1	750,000	753,454.5	750,000.00	750,000	3,454.5		—		—	—		2.123	MN	6,015.16	—		4152015	2012019
05531FAN3	BB&T CORP SENIOR CORP BND MTN		1	787,675.2	788,298.45	780,000.00	784,754.22	3,544.23		(551.86	)	—	—		2.05	JD	4,530.5	—		11262014	12312049
05531GAA9	BB&T CORP SUB CORP BND MTN		1	425,524	420,232.73	400,000.00	421,950.85	(1,718.12	)	(847.58	)	—	—		3.95	MS	395.01	7,900		3042015	12312049
06742LAG8	BCLDRY_14-5 SENIOR ABS2014-5 A		2	3,394,476.57	3,400,419.44	3,395,000.00	3,394,651.72	5,767.72		52.74		—	—		1.48	MON	2,233.16	12,561.51		6012015	9152020

BRSW3NGN9	BEACON ROOFING SECURED TERM LOAN		1	331,056.46	331,472.36	332,720.06	331,166.06	306.3		59.37		—	—		—	MJSD	—		2,964.55		9252015	12312049
07388VAE8	BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T		2	4,224,912.57	3,903,938.29	3,813,743.33	3,928,092.08	(24,153.79	)	(32,232.23	)	—	—		5.471	MON	16,833.14		53,050.09		4162014	1122045
075887BB4	BECTON DICKINSON AND COMPANY CORP BND			1,249,587.5	1,253,300	1,250,000.00	1,249,948.47	3,351.53		21.26		—	—		1.75	MN	8,689.24		—		11082012	9152020
075887BE8	BECTON DICKINSON AND COMPANY SENIOR CORP			4,395,855.87	4,479,779.71	4,385,000.00	4,393,173.99	86,605.72		(522.52	)	—	—		2.675	JD	34,537.96		—		12102014	5152018
BRSSLJ0J3	BENDON INC SENIOR SECURED TERM NOTES			501,579.43	496,563.64	501,579.43	501,579.43	(5,015.79	)	—		—	—		—	MJSD	—		3,654.67		1282016	12312049
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	)	—		—	—		—	MJSD	—		84,950.13		4142015	12312049
59562VAX5	BERKSHIRE HATHAWAY ENERGY CO SENIOR CORP		1	1,506,105	1,504,129.14	1,500,000.00	1,505,008.58	(879.44	)	(479.55	)	—	—		2	MN	11,333.34		—		8282015	11152018
BRSVUV3M9	BERRY PLASTICS CORP SECURED TERM LOAN		1	248,195.57	249,304.1	249,442.79	248,281.84	1,022.26		106.34		—	—		—	MJSD	—		2,573.45		9172015	12312049
BRSHBHS86	BERRY PLASTICS CORP SENIOR SECURED TERM		2	5,690,126.6	5,675,807.95	5,705,126.60	5,696,086.21	(20,278.26	)	582.06		—	—		—	FMAN	—		48,659.18		10012015	3312025
BRSV3DKS7	BESTOP INC SENIOR SECURED REVOLVE NOTES			105,000	103,162.5	105,000.00	105,000	(1,837.5	)	—		—	—		—	MJSD	—		1,658.85		7302015	12312049
BRSV3DL15	BESTOP INC SENIOR SECURED TERM NOTES			4,147,500	4,074,918.75	4,147,500.00	4,147,500	(72,581.25	)	—		—	—		—	MJSD	—		65,524.73		7302015	12312049
05541VAD8	BG ENERGY CAPITAL PLC CORP BND 144A	F		515,455	503,282	500,000.00	504,114.89	(832.89	)	(1,889.07	)	—	—		2.875	AO	6,628.47		—		10062011	10152016
G1163HET9	BG ENERGY CAPITAL PLC CORP BND EMTN	D		793,607.43	699,018.09	460,000.00	762,713.09	(63,695	)	(5,969.26	)	—	(64,177.05	)	5.125	DEC	10,739.3		—		12102014	12312049
095560AJ7	BHILL_13-1A MEZZANIN ABS 13-1A C1 144A	F	2	672,468.75	657,011.99	675,000.00	672,818.49	(15,806.5	)	85.98		—	—		3.622	JAJO	5,229.26		5,727.86		4022015	1152026
055451AU2	BHP BILLITON FINANCE (USA) LTD SENIOR CO	F		544,060	515,315.71	500,000.00	538,990.01	7,770.39		(1,166.62	)	—	—		3.85	MS	53.47		9,625		2242015	9302023
055451AP3	BHP BILLITON FINANCE (USA) LTD SENIOR CO	F		6,706,708	6,729,371.25	6,725,000.00	6,721,600.86	(23,674.3	)	930.85		—	—		1.625	FA	11,231.69		54,640.63		2212012	2242017
09062XAC7	BIOGEN IDEC INC SENIOR CORP BND			4,943,836.1	5,044,119.53	4,911,000.00	4,943,709.22	100,410.31		(166.90	)	—	—		2.9	MS	6,329.73		33,921.31		3222016	10302021
BRSR5UKB3	BIOTELEMETRY INC TERM NOTES			4,071,428.57	4,061,250	4,071,428.57	4,071,428.57	(10,178.57	)	—		—	—		—	MJSD	—		54,427.08		1022015	3312025
BRSTA36J2	BLACK KNIGHT INFOSERV LLC SENIOR SECURED			365,113.28	364,884.52	366,028.36	365,206.11	(321.59	)	35.42		—	—		—	MJSD	—		3,478.38		5072015	12312049
BRSZ4WWJ2	BLUEPAY PROCESSING LLC SENIOR SECURED CO			2,203,757.23	2,192,738.44	2,203,757.23	2,203,757.23	(11,018.79	)	—		—	—		—	MJSD	—		20,905.09		1292016	12312049
BRSK4S5S4	BMC SOFTWARE FINANCE INC SENIOR SECURED		2	3,665,066.66	3,060,705.23	3,673,764.71	3,667,904.81	(607,199.58	)	393.65		—	—		—	FMAN	—		46,555.43		7162014	3312025
N1430ZAT2	BMW FIN N.V. CORP BND EMTN	D		1,151,197.28	1,133,030.63	750,000.00	1,146,919.34	(13,888.71	)	(4,277.94	)	—	(18,489.2	)	3.375	DEC	10,834.97		(2,525.81	)	1062016	12312049
BRSL762A9	BMW FIN N.V. SENIOR CORP BND EMTN	D		1,543,559.25	1,445,751.76	1,000,000.00	1,537,056.22	(91,304.46	)	(1,817.62	)	—	(88,393.33	)	1.75	NOV	9,140.21		—		5062015	7152021
05579UAD5	BMWLT_14-1 ABS _14-1-A4		2	12,299,729.4	12,294,081.24	12,300,000.00	12,299,673.93	(5,592.69	)	(6.69	)	—	—		0.99	MON	3,720.75		30,442.5		4092014	8212017
09658UAD1	BMWOT_14-A ABS 14-A-A4		2	974,895.38	978,704.97	975,000.00	974,928.38	3,776.59		4.47		—	—		1.5	MON	243.75		3,656.25		10082014	2252021
05565AAN3	BNP PARIBAS SA CAPSEC CORP BND 144A	F	1	—	—	—	—	—		—		—	—		7.375	FA	(734.43	)	55,082.04		8122015
097023BM6	BOEING CO SENIOR CORP BND		1	376,858.82	381,043.63	382,000.00	377,270.85	9,163.89		245.72		—	—		1.65	AO	2,661.26		—		10282015	1152018
097023BG9	BOEING CO SENIOR CORP BND			807,568	818,673.52	800,000.00	806,434.7	12,238.82		(271.70	)	—	—		2.35	AO	7,885.56		—		3042015	3012019
097023BE4	BOEING CO SENIOR CORP BND			1,970,180	1,994,206.24	2,000,000.00	1,985,042.35	3,772.78		1,733.17		—	—		0.95	MN	7,177.77		—		4302013	10302020
10011AAA1	BOSPHORUS LTD SENIOR CORP BND 144A	F		1,080,000	1,071,543.6	1,080,000.00	1,080,000	(8,456.4	)	—		—	—		3.735	MJSD	2,688.95		21,814.51		8112015	8172018
102022AX8	BOURBONNAIS ILL MUNI BND REV		1	1,236,560.5	1,204,349	1,150,000.00	1,194,999.6	9,349.4		(6,985.79	)	—	—		4.375	MN	20,963.54		—		7272007	9152020
BRSK5A7F8	BOYD GAMING CORPORATION SENIOR SECURED T		2	2,908,212.53	2,924,674.61	2,927,810.29	2,912,999.41	11,675.2		789.53		—	—		—	FMAN	—		32,043.9		10012015	3312025
05565QBT4	BP CAPITAL MARKETS PLC CORP BND	F		4,773,490	4,786,432.03	4,750,000.00	4,752,866.17	33,565.86		(1,219.39	)	—	—		2.248	MN	44,491.67		—		12052014	11012016
05565QCC0	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		498,865	498,714.22	500,000.00	499,410.39	22,019.67		91.10		—	—		1.375	MN	2,769.1		—		11012012	11062017

05565QCZ9	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		875,000	887,165.17	875,000.00	875,000	(696.17	)	—		—	—		3.062	MS	1,041.93	13,396.25	3122015	3172022
05565QCE6	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		1,105,638.75	1,117,723.19	1,125,000.00	1,113,550.35	4,172.84		1,328.68		—	—		1.375	MN	6,058.59	—	5072013	5102018
05565QCF3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		2,500,000	2,468,750	2,500,000.00	2,500,000	(31,250	)	—		—	—		1.131	FMAN	4,005.63	5,439.5	5072013	5102018
05565QBY3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		5,700,000	5,722,019.67	5,700,000.00	5,700,000	12,165.17		—		—	—		1.846	MN	42,673.37	—	5022012	5052017
07330NAC9	BRANCH BKG & TR CO SENIOR CORP BND		1	999,640	1,002,250	1,000,000.00	999,940.22	2,309.78		29.20		—	—		1.45	AO	7,169.44	—	9042013	11082016
07330NAD7	BRANCH BKG & TR CO SENIOR CORP BND		1	3,804,378.11	3,798,999	3,737,000.00	3,781,104.96	17,894.04		(4,388.77	)	—	—		2.3	AO	39,632.96	—	11262014	12152019
10620NCG1	BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1		2	2,263,952.22	2,270,274.73	2,294,875.78	2,282,491.63	(12,216.9	)	1,377.33		—	—		1.429	FMAN	3,279.61	7,433.79	3102011	2252030
110122AV0	BRISTOL-MYERS SQUIBB CO SENIOR CORP BND			7,465,480	7,614,480.39	7,500,000.00	7,471,679.82	142,800.57		2,353.43		—	—		1.75	MS	10,937.5	65,625	11122015	9012025
111013AM0	BRITISH SKY BROADCASTING GRP P SENIOR CO	F		5,111,910.15	5,175,787.08	5,115,000.00	5,112,767.95	63,019.13		183.29		—	—		2.625	MS	5,594.54	67,134.39	11172015	9162019
11102AAA9	BRITISH TELECOMMUNICATIONS PLC CORP BND	F		1,121,760	1,077,522.05	1,000,000.00	1,071,524.15	5,997.9		(9,812.88	)	—	—		5.95	JJ	12,561.11	29,750	12112014	1152018
111021AK7	BRITISH TELECOMMUNICATIONS PLC SENIOR CO	F		425,110.5	432,513.57	425,000.00	425,081.81	7,431.76		(6.84	)	—	—		2.35	FA	1,303.92	4,993.75	12112014	2142019
G1582KAR3	BRITISH TELECOMMUNICATIONS PLC SENIOR LO	D		1,777,041.92	1,526,252.05	1,000,000.00	1,676,771.74	(150,519.69	)	(21,743.72	)	—	(154,981.03	)	6.625	JUN	73,627.26	15,316.54	12102014	12312049
114894HA9	BROWARD CNTY FLA MUNITAX BND REV		2	2,299,520	2,234,560	2,000,000.00	2,242,695.41	(8,135.41	)	(9,607.84	)	—	—		6.9	AO	69,000	—	5242001	5152018
115637AN0	BROWN-FORMAN CORPORATION SENIOR CORP BND			1,295,697	1,291,105.05	1,300,000.00	1,298,463.54	(7,358.49	)	212.34		—	—		1	JJ	2,744.44	6,500	12102012	5012017
07387AAW5	BSARM CMO_05-3 2A1		2	684,011.75	641,078.74	696,860.09	685,565.71	(44,486.97	)	(2,466.44	)	—	—		2.795	MON	1,622.93	4,967.46	8102007	6252035
07384M3D2	BSARM_04-10 CMO 04-9 22A1		2	520,716.25	507,973.03	530,801.47	521,870.41	(13,897.38	)	288.14		—	—		3.226	MON	1,426.92	4,336.1	8132007	11252034
07388YAE2	BSCMS CMBS 07-PW16 A4		2	2,556,684.34	2,337,071.69	2,281,516.80	2,348,722.71	(11,651.02	)	(16,283.86	)	—	—		5.911	MON	10,877.03	33,182.13	4242014	6112040
07387JAF3	BSCMS PAC SENIOR CMBS 06-PW12 A1A		2	154,986.75	142,726.92	142,891.24	144,322.49	(1,595.57	)	(1,697.17	)	—	—		5.927	MON	689.47	4,849.09	4232014	9112038
G1658KAC5	BSKYB FINANCE UK PLC CORP BND	D		1,638,657.06	1,528,953.74	1,000,000.00	1,602,541.85	(73,588.11	)	(20,498.83	)	—	(75,312.13	)	5.75	OCT	37,032.07	9,780.17	1062016	12312049
BRSG4MWQ0	BSN MEDICAL SENIOR SECURED TERM NOTE	E	2	1,569,941.31	1,553,974.23	1,577,638.81	1,573,794.62	(19,820.39	)	280.84		—	—		—	JAJO	—	15,951.68	10292012	3312025
12189TAY0	BURLINGTON NORTHERN SANTA FE R CORP BND			2,363,882.3	2,331,515.2	2,225,000.00	2,329,097.94	2,417.26		(23,799.82	)	—	—		5.65	MN	52,380.2	—	11172015	8122019
12189LAY7	BURLINGTON NORTHERN SANTA FE R SENIOR CO		1	503,523.94	543,987.67	505,000.00	503,604.88	40,382.79		33.74		—	—		3.65	MS	1,536.03	9,779.46	8142015	8152019
126802BS5	CABMT_12-2A ABS_11-2A A2		2	18,603,606.06	18,452,510.8	18,445,000.00	18,454,973.92	(2,463.12	)	(12,049.96	)	—	—		1.036	MON	9,025.45	46,326.4	3072013	6172019
12765JAA6	CAELUS RE IV LTD CORP BND 144A	E		750,000	753,375	750,000.00	750,000	3,375		—		—	—		5.775	JAJO	3,849.78	—	2162016	8172018
12800UAL4	CAISSE CENTRALE DESJARDINS SECURED LOCAL	A		2,699,352	2,711,339.94	2,700,000.00	2,699,875.63	11,464.31		33.01		—	—		1.6	MS	3,000	21,600	2282012	3062017
BRSJ7A0J8	CALPINE CONSTRUCTION FINANCE C SENIOR SE			6,528,176.12	6,433,407.35	6,581,490.89	6,543,772.53	(110,365.18	)	1,657.61		—	—		—	MJSD	—	51,658.35	10012015	3312025
BRSYQLA42	CAMBRIDGE INTERNATIONAL INC SECURED TERM			729,820.57	728,908.29	729,820.57	729,820.57	(912.28	)	—		—	—		—	MJSD	—	3,388.53	1132016	12312049
BRSYQLH45	CAMBRIDGE INTERNATIONAL INC SENIOR SECUR			6,005,282.1	5,997,775.5	6,005,282.10	6,005,282.1	(7,506.6	)	—		—	—		—	MJSD	—	15,013.21	1132016	12312049
BRSLAJ886	CAMPING WORLD INC SENIOR SECURED TERM NO			267,785.62	265,131.97	268,658.11	267,847.53	(2,715.56	)	58.71		—	—		—	MJSD	—	3,669.41	12142015	3312025
1.35E+47	CANADA GOVERNMENT CORP BND	A		1,002,490	1,006,080.02	1,000,000.00	1,001,823	49,297.29		(228.78	)	—	—		1.125	MS	375	5,625	7022015	3192018
135087C77	CANADA GOVERNMENT CORP BND	A		2,903,898	2,953,707.92	2,900,000.00	2,904,410.63	4,257.02		(370.55	)	—	—		1.625	FA	4,450.69	23,562.5	10082015	2272019
136375BU5	CANADIAN NTL RAIL CO CORP BND	A	1	1,637,394	1,654,504.5	1,650,000.00	1,648,192.6	6,311.9		633.87		—	—		1.45	JD	7,044.58	—	11072011	12152016
140420NB2	CAPITAL ONE BANK USA NA SUB CORP BND			755,565	754,150.03	750,000.00	754,951.95	(801.92	)	(159.31	)	—	—		3.375	FA	3,234.38	12,656.25	3262015	9062018
14042E5V8	CAPITAL ONE FIN CORP SENIOR CORP BND		1	4,010,623.65	4,029,433.8	4,015,000.00	4,011,500.42	36,000.47		354.06		—	—		2.35	FA	11,531.98	46,914.16	8132015	6162018

14042E3Y4	CAPITAL ONE FIN CORP SENIOR CORP BND	1	9,380,512.5	9,416,973.38	9,375,000.00	9,380,972.91	17,933.38		(275.88	)	—	—	2.95	JJ	52,239.58	138,281.25		3052015	3052020
14040HBH7	CAPITAL ONE FINANCIAL CORP CAPSEC CORP B	1	1,748,400	1,710,975	1,750,000.00	1,748,400	(37,425	)	��		—	—	5.55	JD	32,375	(10,868.75	)	3212016
14041NFA4	CAPITAL ONE MULTI-ASSET EXECUT SENIOR AB	2	9,999,816	10,024,626	10,000,000.00	9,999,845.67	24,780.33		14.53		—	—	1.45	MON	6,444.44	36,249.99		10192015	8162021
14313TAC3	CARMAX AUTO OWNER TRUST CARMX_ ABS _14-3	2	1,199,904.84	1,200,000	1,200,000.00	1,199,952.49	47.51		6.03		—	—	1.16	MON	618.67	3,480		8062014	6172019
14313LAC0	CARMX_13-1 ABS 13-1	2	524,132.44	523,876.26	524,145.30	524,141.81	(265.55	)	5.41		—	—	0.6	MON	139.77	1,405.4		6012015	10162017
14313RAD5	CARMX_14-2 SENIOR ABS_14-2-A4	2	1,999,666.6	2,008,000.04	2,000,000.00	1,999,820.87	8,179.17		20.79		—	—	1.61	MON	1,431.11	8,049.99		5072014	10152019
14313TAD1	CARMX_14-3 ABS_14-3-A4	2	2,291,414.06	2,310,376.45	2,295,000.00	2,292,838.62	17,537.83		221.72		—	—	1.73	MON	1,764.6	9,925.89		9232014	2182020
14313VAC8	CARMX_15-3 SENIOR ABS 15-3 A3	2	1,199,924.29	1,204,920.04	1,200,000.00	1,199,935.81	4,984.23		4.39		—	—	1.63	MON	869.33	4,890		8062015	5152020
14313VAD6	CARMX_15-3 SENIOR ABS 15-3 A4	2	249,946.4	252,750	250,000.00	249,954.18	2,795.82		2.99		—	—	1.98	MON	220	1,237.5		8062015	2162021
BRSWNA5P2	CARR MANAGEMENT INC SENIOR SECURED TERM		4,322,887.9	4,312,026.38	4,344,610.96	4,324,722.8	(12,696.42	)	1,137.35		—	—	—	MJSD	—	90,578.05		10152015	12312049
BRSS9F6W0	CASCADE DRILLING L.P. SENIOR SECURED TE		351,906.2	350,146.67	351,906.20	351,906.2	(22,014.03	)	—		—	—	—	MJSD	—	8,871.67		3222016	12312049
BRSS9F410	CASCADE DRILLING L.P. SENIOR SECURED TE		4,402,806.29	4,380,792.26	4,402,806.29	4,402,806.29	(1,759.53	)	—		—	—	—	MJSD	—	54,347.11		3092015	12312049
14855GAB7	CASTLELAKE AIRCRAFT SECU TRUST ABS_14-1	2	849,404.64	837,994.72	845,178.74	848,868.04	(10,873.32	)	(410.74	)	—	—	5.25	MON	1,972.08	11,438.99		1052015	2152029
BRSN5MWG6	CATALENT PHARMA SOLUTIONS INC SENIOR SEC	2	3,884,154.96	3,897,575.78	3,903,673.31	3,889,081.12	8,494.66		755.31		—	—	—	MJSD	—	39,512.87		10012015	3312025
14912L6J5	CATERPILLAR INC CORP BND MTN		3,971,720	4,033,683.16	4,000,000.00	3,974,697.38	58,985.78		1,545.65		—	—	2	MS	5,777.78	40,000		10062015	12052017
14912L6M8	CATERPILLAR INC SENIOR CORP BND		2,997,210	3,041,683.74	3,000,000.00	2,997,559.58	44,124.16		227.23		—	—	1.8	MN	20,700	—		11092015	6242020
14912L5T4	CATERPILLAR INC SENIOR CORP BND MTN		1,016,550	1,027,219.62	1,000,000.00	1,010,378.2	16,841.42		(1,035.46	)	—	—	2.45	MS	1,701.39	12,250		9032013	11132018
14912L6L0	CATERPILLAR INC SENIOR CORP BND MTN		2,899,739	2,927,156.76	2,900,000.00	2,899,806.7	27,350.06		21.36		—	—	1.7	JD	14,379.17	—		6112015	6242016
12479RAB3	CAUTO_14-1A ABS_14-1A A 144A	2	2,998,196.46	3,103,194.3	3,000,000.00	2,998,323.83	104,870.47		31.31		—	—	3.66	MON	4,880	27,450		10102014	10152044
124857AL7	CBS CORP SENIOR CORP BND	1	1,973,560	2,011,649.32	2,000,000.00	1,981,371.59	30,277.73		1,310.42		—	—	2.3	FA	5,877.78	23,000		9032014	7202020
BRSLW9ZY7	CBS OUTDOOR AMERICAS CAPITAL L SENIOR SE	2	1,973,179.69	1,964,525.39	1,978,125.00	1,974,682.04	(10,156.65	)	177.15		—	—	—	MJSD	—	15,000.78		1172014	3312025
17119VAC7	CCART_13-B ABS_13-B A3 144A	2	342,642.97	342,321.84	342,472.74	342,487.82	(165.98	)	(58.79	)	—	—	0.85	MON	129.37	1,315.7		8262014	5152018
17119VAD5	CCART_13-B ABS_13-BA A4 144A	2	324,940.82	324,642.5	325,000.00	324,982.19	(339.69	)	4.39		—	—	1.27	MON	183.44	1,031.88		11062013	3152019
17119YAC1	CCART_14-BA ABS _14-BA-A3 144A	2	2,530,822.04	2,528,898.23	2,531,302.99	2,531,126.25	(2,228.02	)	69.89		—	—	1.27	MON	1,428.78	8,829.44		9182014	5152019
17305EDY8	CCCIT_13-A1 ABS_07-A8 A8	2	577,968.75	531,699.98	500,000.00	530,712.7	987.28		(5,153.44	)	—	—	5.65	MS	863.19	14,125		12022013	9202019
17305EFQ3	CCCIT_14-A4 ABS _14-A4-A4	2	1,059,785.77	1,061,908	1,060,000.00	1,059,919.59	1,988.41		20.62		—	—	1.23	AO	5,686.02	—		4292014	4242019
17305EFU4	CCCIT_14-A8 SENIOR ABS 2014-A8 A8	2	13,341,671.13	13,416,254.6	13,290,000.00	13,335,352.3	80,902.3		(5,425.24	)	—	—	1.73	AO	109,849.23	—		12102015	4092020
12532LAU9	CCMS_16-RNDB SENIOR CMBS_16-RNDB AFL	2	10,165,000	10,164,998.98	10,165,000.00	10,165,000	(1.02	)	—		—	—	2.15	MON	1,214.17	—		3212016	2152033
BRSJ13HK9	CDW CORPORATION SECURED TERM NOTES	2	487,487.96	495,532.51	497,436.70	488,026.03	7,506.48		563.70		—	—	—	MJSD	—	4,442.8		12112015	3312025
15672NAA2	CERB_14-1A ABS_14-1A-A 144A	2	1,504,492.75	1,503,097.93	1,504,492.75	1,504,492.75	(1,394.82	)	—		—	—	2.522	JAJO	8,115.65	9,674.36		11202014	10152023
15672NAC8	CERB_14-1A MEZZANIN ABS _14-1A-B 144A	2	991,577.3	984,118.2	1,000,000.00	994,778.16	(10,659.96	)	315.74		—	—	3.322	JAJO	7,105.39	7,719.06		11202014	10152023
156792GT4	CERRITOS CALIF CMNTY COLLEGE D MUNI BND		500,000	515,355	500,000.00	500,000	15,355		—		—	—	2.165	FA	1,804.17	5,412.5		11052014	2012019
17322FAA9	CGCMT_14-388G SENIOR CMBS_14-388G A 144A	2	490,000	479,673.69	490,000.00	490,000	(10,326.31	)	—		—	—	1.186	MON	274.66	1,373.67		6052014	6152033
17322VAR7	CGCMT_14-GC23 SENIOR CMBS_14-GC23 A2	2	3,316,556.2	3,308,904.27	3,220,000.00	3,282,453.25	26,451.02		(5,244.95	)	—	—	2.851	MON	7,650.18	22,950.54		7172014	7102047

17324DAU8	CGCMT_15-P1 LCF SENIOR CMBS 15-P1		2	1,029,952.4	1,069,140.01	1,000,000.00	1,028,230.46	40,909.55		(702.06	)	—	—	3.717	MON	3,097.5	9,292.5		8062015	9152048
29429CAD7	CGCMT_16-P3 LCF SENIOR CMBS_16-P3 A4		2	3,604,769	3,603,311.6	3,500,000.00	3,604,769	(1,457.4	)	—		—	—	3.329	MON	3,883.84	(3,883.84	)	3292016	1152021
12532LAA3	CGGS COMMERCIAL MORTGAGE TRUST SENIOR C		2	4,999,963	5,040,271.5	5,000,000.00	4,999,961.32	40,310.18		(1.68	)	—	—	2.757	MON	11,487.5	(11,104.58	)	3212016	2102033
14310KAC5	CGMS_13-4 SENIOR ABS 13-4 A1 144A	F	2	1,489,350	1,478,362.35	1,500,000.00	1,492,052.16	(13,689.81	)	567.89		—	—	2.092	JAJO	6,711.83	6,863.58		1232015	10152025
14311DAC0	CGMS_15-1A ABS_15-1A A 144A	F	2	4,987,000	4,971,991	5,000,000.00	4,989,295.77	(17,304.77	)	524.20		—	—	2.154	JAJO	21,538	23,602.47		2052015	4202027
161571FU3	CHAIT_13-A1 ABS 13-A1		2	3,165,795.7	3,198,194.94	3,195,000.00	3,178,879.06	19,315.88		2,116.83		—	—	1.3	MON	1,846	10,383.75		9042014	2182020
161571FW9	CHAIT_13-A3 ABS 13-A3		2	960,000	957,696.02	960,000.00	960,000	(2,303.98	)	—		—	—	0.716	MON	324.68	1,701.49		4122013	4152020
161571GT5	CHAIT_15-A2 ABS_15-A2 A		2	6,229,695.35	6,269,248.81	6,230,000.00	6,229,801.7	39,447.11		35.55		—	—	1.59	MON	4,402.54	35,971.54		3062015	2182020
808513AL9	CHARLES SCHWAB CORPORATIO SENIOR CORP BN		1	318,656	321,613.89	320,000.00	318,779.99	1,512.89		29.46		—	—	3	MS	560	4,800		3032015	9142018
808513AK1	CHARLES SCHWAB CORPORATIO SENIOR CORP BN		1	668,795.03	670,366.31	669,000.00	668,853.42	2,833.9		13.84		—	—	1.5	MS	585.38	5,017.5		3042015	9142018
BRSUTDDX8	CHARTER COMMUNICATION OPER LLC SENIOR SE			693,115.81	694,977.32	694,852.94	693,254.95	2,145.27		58.35		—	—	—	JAJO	—	6,079.96		7232015	12312049
BRSJ315T5	CHARTER COMMUNICATION OPER LLC SENIOR SE		2	5,058,568.49	5,071,786.43	5,098,072.09	5,069,641.16	1,722.37		1,506.72		—	—	—	JAJO	—	36,202.21		10012015	3312025
161630BD9	CHASE CMO_07-A1 11M1		2	1,842,673.5	1,693,628.24	1,825,205.67	1,840,188.97	(146,560.73	)	(8,197.47	)	—	—	2.624	MON	3,991.45	11,888.45		1182008	3252037
161571GH1	CHASE ISSUANCE TRUST ABS 13-A9 A		2	1,500,000	1,500,750.05	1,500,000.00	1,500,000	750.05		—		—	—	0.856	MON	606.48	3,210.15		12102013	11152020
161571FQ2	CHASE ISSUANCE TRUST CHAIT_12- ABS 12-A7		2	5,000,000	5,022,499.85	5,000,000.00	5,000,000	22,499.85		—		—	—	2.16	MON	4,800	27,000		1302015	9162024
BRST4R1R3	CHEMOURS COMPANY LLC SENIOR SECURED TERM		1	1,857,564.16	1,786,364.29	1,885,344.90	1,859,764.71	(73,400.42	)	1,053.63		—	—	—	MJSD	—	17,916.51		9182015	12312049
166430AA6	CHEST_14-1A ABS _14-1A-A 144A		2	2,823,000	2,836,945.62	2,823,000.00	2,823,000	13,945.62		—		—	—	4.5	MJSD	5,646	31,758.75		12112014	12152034
166764AC4	CHEVRON CORP SENIOR CORP BND			365,000	365,189.8	365,000.00	365,000	4,316.5		—		—	—	0.889	JD	874.3	—		6172013	3022018
166764AY6	CHEVRON CORP SENIOR CORP BND		1	975,000	998,772.76	975,000.00	975,000	189.8		—		—	—	2.419	MN	8,778.96	—		11092015	6152018
166764AA8	CHEVRON CORP SENIOR CORP BND		1	990,820	999,427.26	1,000,000.00	995,110.76	35,175.1		715.63		—	—	1.104	JD	3,557.33	—		11282012	11152017
166764AL4	CHEVRON CORP SENIOR CORP BND			1,000,000	1,003,308.79	1,000,000.00	1,000,000	3,308.79		—		—	—	1.345	MN	5,081.11	—		11102014	3012019
166764AV2	CHEVRON CORP SENIOR CORP BND			2,380,000	2,383,440.93	2,380,000.00	2,380,000	3,440.93		—		—	—	1.365	MS	2,617.01	16,243.5		2242015	3032017
166764AG5	CHEVRON CORP SENIOR CORP BND		1	4,070,440	4,098,646.24	4,000,000.00	4,063,471.14	23,772.76		(3,660.83	)	—	—	2.427	JD	26,157.67	—		10062015	11172020
BRSUZA516	CHI OVERHEAD DOORS INC SENIOR SECURED TE			402,596.64	397,551.56	403,605.64	402,685.73	(5,134.17	)	38.60		—	—	—	MJSD	—	4,858.25		7282015	12312049
BRSR021B1	CHIEF POWER FINANCE LLC SENIOR SECURED T			3,379,531.3	2,867,481.1	3,413,667.98	3,386,446.89	(518,965.79	)	1,515.38		—	—	—	MJSD	—	47,223.44		10012015	3312025
170016XW4	CHIPPEWA VALLEY MICH SCHS MUNI BND GO		1	6,265,211	6,400,262	5,450,000.00	6,137,192.5	263,069.5		(21,674.16	)	—	—	5	MN	113,541.67	—		9162013	2012021
BRSM3VKC2	CHRYSLER GROUP LLC SENIOR SECURED TERM N		2	1,719,902.13	1,724,655.63	1,728,544.86	1,723,634.35	1,021.28		4,237.01		—	—	—	FMAN	—	47,558.59		10012015	3312025
12549BAC2	CIFC_13-2A ABS _13-2A-A1L 144A	F	2	977,000	974,916.9	1,000,000.00	983,516.42	(8,599.52	)	1,280.92		—	—	1.77	JAJO	3,629.05	3,744.27		12232014	4212025
12548CAD9	CIFC_14-2A MEZZANIN ABS _14-2A-A3L 144A	F	1	1,918,000	1,902,350	2,000,000.00	1,932,178.39	(29,828.39	)	2,409.01		—	—	3.475	FMAN	7,142.23	16,519.62		10232014	5262026
BRSKAX1N1	CINCINNATI BELL INC SENIOR SECURED TERM		2	2,710,721.42	2,681,088.49	2,724,221.08	2,715,195.6	(34,107.11	)	540.17		—	—	—	MJSD	—	27,615.53		11202014	3312025
17275RBD3	CISCO SYSTEMS INC SENIOR CORP BND			394,241.6	402,632.03	395,000.00	394,254.18	13,209.23		12.58		—	—	2.2	FA	748.31	—		2222016	9262018
17275RAR3	CISCO SYSTEMS INC SENIOR CORP BND			500,100	513,278.77	500,000.00	500,069.54	10,064.01		(5.74	)	—	—	2.125	MS	885.42	5,312.5		2242014	2282018
17275RBA9	CISCO SYSTEMS INC SENIOR CORP BND			3,300,000	3,323,110.23	3,300,000.00	3,300,000	77,490.52		—		—	—	1.4	FA	3,978.33	—		2222016	12312049
17275RAT9	CISCO SYSTEMS INC SENIOR CORP BND			3,499,790	3,509,998.8	3,500,000.00	3,499,934.79	23,110.23		17.52		—	—	1.1	MS	2,994.44	19,250		9182014	2282021

17275RAU6	CISCO SYSTEMS INC SENIOR CORP BND			6,552,698	6,629,922.58	6,550,000.00	6,552,432.06	8,377.85		(270.25	)	—	—		1.65	JD	31,822.08	—		11122015	7302022
17305EFS9	CITIBANK CREDIT CARD MASTER TR ABS_14-A6		2	4,866,375	4,893,120.1	4,800,000.00	4,853,324.73	39,795.37		(3,971.22	)	—	—		2.15	JJ	21,786.67	51,600		5272015	7152021
17318UAB0	CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC		2	6,058,828.12	6,017,817.6	6,000,000.00	6,031,437.2	(13,619.6	)	(4,229.50	)	—	—		1.813	MON	9,065	27,195		8072014	9102045
172967KD2	CITIGROUP INC CAPSEC CORP BND		1	3,420,000	3,454,200	3,420,000.00	3,420,000	(124,230.91	)	—		—	—		6.125	MN	80,298.75	—		11052015	12312049
172967GR6	CITIGROUP INC CAPSEC CORP BND		1	5,661,875	5,542,500	6,000,000.00	5,666,730.91	34,200		822.40		—	—		5.35	MN	121,266.67	—		11252014	11242017
U17406FZ4	CITIGROUP INC CORP BND	O		917,879.83	817,955.16	510,000.00	882,590.62	(64,635.46	)	(11,554.51	)	—	(67,151.1	)	7.625	APR	55,587.58	42,386.22		10302015	12312049
U17406BD7	CITIGROUP INC CORP BND	O		940,390.05	925,728.37	600,000.00	935,509.95	(9,781.58	)	(4,880.10	)	—	(15,081.13	)	5.125	DEC	13,404	(3,313.85	)	1062016	12312049
172967JW2	CITIGROUP INC SENIOR CORP BND			199,948	200,957.75	200,000.00	199,959.34	5,972.6		4.23		—	—		2.15	JJ	728.61	2,150		7232015	9012016
172967JE2	CITIGROUP INC SENIOR CORP BND			759,848	760,996.79	760,000.00	759,915.43	31,501.8		12.63		—	—		1.85	MN	4,960.06	—		11182014	10262020
172967KB6	CITIGROUP INC SENIOR CORP BND			993,750	1,006,561.06	1,000,000.00	994,203.08	199.3		545.69		—	—		2.65	AO	11,409.72	10,231.94		11102015	4012018
172967HY0	CITIGROUP INC SENIOR CORP BND			1,597,760	1,599,162.72	1,600,000.00	1,598,963.42	1,081.36		185.70		—	—		1.55	FA	3,237.78	12,400		8072014	7302018
172967HU8	CITIGROUP INC SENIOR CORP BND			1,989,140	2,023,904.26	2,000,000.00	1,992,402.46	53,899.5		573.15		—	—		2.5	JJ	8,611.11	36,250		9102014	4272018
172967HC8	CITIGROUP INC SENIOR CORP BND			2,033,660	2,026,159.36	2,000,000.00	2,020,186.76	(10,495.45	)	(1,969.25	)	—	—		2.5	MS	694.44	25,000		7012014	2182020
172967JN2	CITIGROUP INC SENIOR CORP BND			6,504,315.75	6,500,108.11	6,525,000.00	6,510,603.56	998.41		1,691.08		—	—		1.7	AO	47,451.25	—		4222015	3142019
172967JJ1	CITIGROUP INC SENIOR CORP BND			8,468,700	8,529,092.95	8,500,000.00	8,475,193.45	12,357.98		1,541.93		—	—		2.4	FA	24,366.67	109,526		3052015	3092026
172967KJ9	CITIGROUP INC SUB CORP BND			998,020	1,023,651	1,000,000.00	998,029.87	83,183.42		9.87		—	—		4.6	MS	2,811.11	—		3012016	11012016
172967GK1	CITIGROUP INC SUB CORP BND			5,661,425	5,715,563.81	5,500,000.00	5,632,380.39	25,621.13		(4,628.89	)	—	—		4.05	JJ	37,743.75	111,375		8192014	8142017
177510AE4	CITRUS RE LTD CORP BND 144A	F		250,000	250,097.5	250,000.00	250,000	(7,770	)	—		—	—		9.48	JAJO	4,871.67	6,066		4012015	4092018
177510AF1	CITRUS RE LTD CORP BND 144A	F		250,000	250,317.5	250,000.00	250,000	(3,100.5	)	—		—	—		7.82	JAJO	2,009.31	—		2192016	2252019
177510AG9	CITRUS RE LTD CORP BND 144A	F		250,000	249,410	250,000.00	250,000	97.5		—		—	—		—	JAJO	—	—		2192016	2252019
177510AD6	CITRUS RE LTD CORP BND 144A	F		650,000	646,899.5	650,000.00	650,000	317.5		—		—	—		6.32	JAJO	8,444.22	10,522.49		4012015	4092018
177510AC8	CITRUS RE LTD CORP BND 144A	F		1,000,000	992,230	1,000,000.00	1,000,000	(590	)	—		—	—		4.89	JAJO	10,051.67	12,534		4012015	4092018
73723RSH7	CITY OF PORTSMOUTH VA MUNITAX BND GO			2,250,000	2,266,087.5	2,250,000.00	2,250,000	16,087.5		—		—	—		1.418	FA	5,317.5	15,952.5		9292015	12312049
411707AA0	CKE RESAURANT HOLDINGS INC HNG ABS_13-1A		2	491,190.82	476,909.43	477,500.00	486,525.34	(9,615.91	)	(2,941.55	)	—	—		4.474	MJSD	652.77	5,361.81		2252015	11152022
180848DS9	CLARK CNTY NEV ARPT REV MUNITAX BND GO		1	4,625,530	4,552,334.8	3,910,000.00	4,421,677.08	130,657.72		(34,303.46	)	—	—		5.86	MN	95,469.17	—		6102009	2012023
125634AQ8	CLIF_14-2A ABS_14-2A A 144A		1	3,001,494.12	2,814,286.51	3,002,696.08	3,001,637.26	(187,350.75	)	55.70		—	—		3.38	MON	3,664.96	25,869.84		10092014	10182029
12591FAC0	CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3		2	265,771.62	265,674.51	265,771.68	265,770.07	(95.56	)	6.42		—	—		0.69	MON	81.5	1,480.08		2132013	6152018
12618SAC1	CNH_13-D ABS 13-D A3		2	382,354.39	381,769.6	382,369.91	382,363.85	(594.25	)	1.48		—	—		0.77	MON	130.86	822.81		11142013	10152018
12623PAD8	CNH_14-B ABS_14-B A4		2	6,770,795.12	6,792,327.94	6,785,000.00	6,776,858.64	15,469.3		981.71		—	—		1.61	MON	4,855.05	27,309.63		9162014	5172021
12632XAD0	CNH_14-C ABS 14-C		2	3,743,709.85	3,747,883.77	3,745,000.00	3,744,143.27	3,740.5		71.02		—	—		1.65	MON	2,746.33	15,448.14		10162014	9152021
12592WAD0	CNH_15-A SENIOR ABS 15-A A4		2	1,064,890.41	1,071,028.75	1,065,000.00	1,064,908.82	6,119.93		4.46		—	—		1.85	MON	875.67	4,925.64		2252015	4152021
12625GAA2	CNOOC FINANCE (2013) LTD SENIOR CORP BND	F		1,367,170.56	1,371,198.75	1,372,000.00	1,371,829.32	(630.57	)	408.71		—	—		1.125	MN	6,088.26	—		5022013	10012017
12634GAA1	CNOOC FINANCE (2015) AUSTRALIA SENIOR CO	F		1,994,320	1,994,837.34	2,000,000.00	1,995,295.01	(457.67	)	270.85		—	—		2.625	MN	21,291.67	—		4282015	11012027
BRSYJ0CL6	CNT HOLDINGS III CORP SENIOR SECURED TER		1	442,161.68	446,441.72	446,627.96	442,273.14	4,168.58		111.46		—	—		—	MJSD	—	4,103.39		1152016	12312049

191216AU4	COCA-COLA COMPANY (THE) CORP BND		2,023,040.96	2,008,879.8	2,000,000.00	2,002,100.9	6,778.9		(2,664.64	)	—	—	1.8	MS	3,000	26,650		12142011	5012023
191216BA7	COCA-COLA COMPANY (THE) SENIOR CORP BND		492,870	502,587.82	500,000.00	495,881.21	6,706.61		502.11		—	—	1.15	AO	2,875	—		2282013	3152019
191216BD1	COCA-COLA COMPANY (THE) SENIOR CORP BND		4,994,250	5,000,000	5,000,000.00	4,998,873.31	1,126.69		481.99		—	—	0.75	MN	15,625	—		9182014	6012018
19416QEF3	COLGATE-PALMOLIVE CO SENIOR CORP BND		993,190	1,015,465.47	1,000,000.00	995,426.35	20,039.12		374.14		—	—	1.75	MS	777.78	8,750		2262014	3012026
19416QEC0	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN		483,565	498,558.43	500,000.00	484,207.83	2,328.95		508.67		—	—	2.1	MN	4,375	—		12032015	7152022
19416QEB2	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN		1,890,937	1,898,497.65	1,900,000.00	1,896,168.7	14,350.6		454.48		—	—	0.9	MN	7,125	—		4292013	6012020
19624HAA6	COLNY_14-1 SENIOR CMBS _14-1-A	2	2,459,013.66	2,456,515.79	2,459,018.58	2,456,573.67	(57.88	)	102.96		—	—	2.543	MON	5,211.48	16,303.13		10232014	4202050
196479WD7	COLORADO HOUSING & FINANCE AUT MUNITAX B		830,000	851,239.7	830,000.00	830,000	21,239.7		—		—	—	2.024	MN	6,999.67	253		10232014	10302021
196479WE5	COLORADO HOUSING & FINANCE AUT MUNITAX B		910,000	938,191.8	910,000.00	910,000	28,191.8		—		—	—	2.144	MN	8,129.33	294.8		10232014	10302020
198280AA7	COLUMBIA PIPELINE GROUP INC SENIOR CORP		769,815.2	759,989.97	770,000.00	769,868.47	(9,878.5	)	14.68		—	—	2.45	JD	6,288.33	—		5192015	3122018
198280AC3	COLUMBIA PIPELINE GROUP INC SENIOR CORP	1	2,994,600	2,968,799.97	3,000,000.00	2,995,478.69	(26,678.72	)	250.97		—	—	3.3	JD	33,000	—		5192015	11022018
20030NBD2	COMCAST CORPORATION SENIOR CORP BND		2,006,540	2,113,252.42	2,000,000.00	2,006,021.78	107,230.64		(214.00	)	—	—	3.125	JJ	13,194.44	31,250		8072015	3152019
20030NBS9	COMCAST CORPORATION SENIOR CORP BND	1	2,057,220	2,080,624.54	2,000,000.00	2,057,192.52	23,432.02		(27.48	)	—	—	3.15	MS	6,650	(6,475	)	3222016	12092025
14041NET4	COMET_14-A5 SENIOR ABS _14-A5-A	2	2,269,392.55	2,280,896.07	2,270,000.00	2,269,693.44	11,202.63		51.85		—	—	1.48	MON	1,493.15	8,399.01		10062014	7152020
12626BAB0	COMM MORTGAGE TRUST COMM_13-CR PRELCF SE	2	1,043,710.94	1,025,952.8	1,000,000.00	1,029,400.06	(3,447.26	)	(3,738.42	)	—	—	2.972	MON	2,476.66	7,429.98		3252015	8102046
12630BAX6	COMM_13-CR13 PRELCF SENIOR CMBS 13-CR13	2	1,049,023.44	1,032,088.5	1,000,000.00	1,035,620.33	(3,531.83	)	(3,526.05	)	—	—	3.039	MON	2,532.5	7,597.5		4142015	12102018
12624XAB4	COMM_13-CR6 CMBS_13-CR6 A2	2	1,358,975.39	1,354,549.49	1,345,000.00	1,353,021.23	1,528.26		(976.91	)	—	—	2.122	MON	2,378.41	7,135.23		9112014	3102046
12626GAF0	COMM_13-LC13 LCF CMBS_13-LC13 A5	2	1,174,185.55	1,197,259.76	1,075,000.00	1,159,857.03	37,402.73		(2,746.07	)	—	—	4.205	MON	3,766.98	11,300.94		12012014	8102046
12591VAB7	COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCR	2	5,149,950.85	5,188,081.5	5,000,000.00	5,090,199.72	97,881.78		(8,559.82	)	—	—	3.042	MON	12,675	54,925		3282014	4102047
12592GAZ6	COMM_14-CCRE19 SENIOR CMBS _14-CCRE19-A2	2	1,045,429.68	1,033,335.3	1,000,000.00	1,034,818.4	(1,483.1	)	(2,663.76	)	—	—	2.965	MON	2,470.84	7,412.52		3252015	8102047
12592RBF5	COMM_14-CCRE21 SUPSEN SENIOR CMBS _14-CC	2	1,812,207.04	1,856,574.93	1,750,000.00	1,805,901.8	50,673.13		(1,511.71	)	—	—	3.528	MON	5,145	15,435		3062015	12102047
12591RAX8	COMM_14-CR15 CMBS 14-CR15 A2	2	2,807,496.48	2,793,847.45	2,710,000.00	2,790,359.6	3,487.85		(4,021.99	)	—	—	2.928	MON	6,612.4	19,837.2		2272015	2102047
12591VAE1	COMM_14-CR16 LCF SENIOR CMBS_14-CR16 A4	2	1,623,144.14	1,610,179.24	1,470,000.00	1,605,267.28	4,911.96		(3,961.89	)	—	—	4.051	MON	4,962.47	14,887.41		2052015	4102047
12631DAX1	COMM_14-CR17 SENIOR CMBS_14-CR17-A2	2	4,588,620.24	4,606,583.16	4,455,000.00	4,532,280.27	74,302.89		(11,236.20	)	—	—	3.012	MON	11,182.05	33,546.15		4292014	5102047
12632QAT0	COMM_14-CR18 SENIOR CMBS_14-CR18 A2	2	3,295,997.06	3,289,940.8	3,200,000.00	3,260,677.13	29,263.67		(5,099.14	)	—	—	2.924	MON	7,797.33	23,391.99		6192014	7152047
12632QAX1	COMM_14-CR18 SENIOR CMBS_14-CR18 A5	2	7,209,485.92	7,578,829.79	7,000,000.00	7,174,527.28	404,302.51		(5,397.53	)	—	—	3.828	MON	22,330	66,990		6192014	7152047
12591TAB2	COMM_14-LC15 PRELCF SENIOR CMBS_14-LC15	2	1,041,445.31	1,031,051.9	1,000,000.00	1,030,834	217.9		(2,816.88	)	—	—	2.84	MON	2,366.67	7,100.01		4152015	4102047
12592MBG4	COMM_14-LC17 PAC CMBS_14-LC17 ASB	2	1,776,500	1,807,627.02	1,700,000.00	1,770,131.59	37,495.43		(2,981.90	)	—	—	3.62	MON	5,128.33	15,384.99		9152015	10102047
12592EAA6	COMM_14-PAT SENIOR CMBS _14-PAT 144A	2	1,095,000	1,089,052.94	1,095,000.00	1,095,000	(5,947.06	)	—		—	—	1.237	MON	714.88	3,304.78		9182014	8132027
12593JBF2	COMM_15-CCRE24 LCF SENIOR CMBS 2015-CR24	2	2,055,312.5	2,137,578.2	2,000,000.00	2,053,683.78	83,894.42		(1,320.30	)	—	—	3.696	MON	6,160	18,480		12072015	8102055
12593JBB1	COMM_15-CCRE24 SENIOR SENIOR CMBS 15-CCR	2	692,036.72	701,703.26	670,000.00	691,702.71	10,000.55		(334.01	)	—	—	3.022	MON	1,687.28	(337.45	)	3022016	8102055
12592XBD7	COMM_15-CR22 LCF SENIOR CMBS 15-CR22 A5	2	2,085,588.48	2,102,759.92	2,025,000.00	2,079,806.74	22,953.18		(1,437.92	)	—	—	3.309	MON	5,583.94	16,751.82		3182015	3102048
12592XAZ9	COMM_15-CR22 PRELCF SENIOR CMBS 15-CR22	2	1,601,627.13	1,606,050.6	1,555,000.00	1,593,112.92	12,937.68		(994.36	)	—	—	2.856	MON	3,700.9	11,102.7		3182015	3102048
12592XBE5	COMM_15-CR22 SUB CMBS 15-CR22 XA	2,4	2,412,648.5	2,080,709.87	34,160,398.44	2,138,499.64	(57,789.77	)	(73,100.54	)	—	—	1.162	MON	29,196.49	91,851.79		3192015	3102048

12593AAX3	COMM_15-CR23 PRELCF SENIOR CMBS 15-CR23		2	2,574,896.33	2,594,989.5	2,500,000.00	2,561,007.19	33,982.31		(3,982.52	)	—	—		2.852	MON	5,941.67		17,825.01		5062015	5102048
12629NAF2	COMM_15-DC1 LCF SENIOR CMBS 15-DC1 A5		2	4,687,921.88	4,732,682.47	4,550,000.00	4,674,299.84	58,382.63		(3,307.85	)	—	—		3.35	MON	12,702.07		38,106.21		3112015	2102048
12629NAB1	COMM_15-DC1 PRELCF SENIOR CMBS 15-DC1 A2		2	1,931,205.02	1,935,093.79	1,875,000.00	1,919,822.45	15,271.34		(2,965.18	)	—	—		2.87	MON	4,484.38		13,453.14		2242015	2102048
200474BC7	COMM_15-LC19 LCF SENIOR CMBS 15-LC19 A4		2	1,503,713.19	1,508,983.04	1,460,000.00	1,498,908.71	10,074.33		(1,049.81	)	—	—		3.183	MON	3,872.65		11,617.95		1262015	2102048
12636FBF9	COMM_15-LC23 CMBS 15-LC23 144A		2	3,305,108.99	3,314,882.47	3,155,000.00	3,304,996.37	9,886.1		(112.62	)	—	—		3.221	MON	8,468.55		(7,903.97	)	3232016	10102053
12635WAE7	COMM_16-787S SENIOR CMBS 16-787S-B		2	686,529.27	686,529.09	667,000.00	686,325.93	203.16		(203.34	)	—	—		3.96	MON	1,481.63		(660.16	)	2192016	2102036
12635WAA5	COMM_16-787S SENIOR CMBS_16-787S A		2	1,716,879.72	1,716,879.97	1,667,000.00	1,716,357.9	522.07		(521.82	)	—	—		3.545	MON	3,409.29		(1,477.38	)	2192016	2102036
2027A0HR3	COMMONWEALTH BANK AUSTRALIA SUB CORP BND	E		—	—	—	—	—		97.63		—	—		4.5	JD	(877.5	)	34,785		2242016	3152021
20271RAL4	COMMONWEALTH BANK OF AUSTRALIA CORP BOND			339,741.6	339,413.65	340,000.00	339,776.55	(362.9	)	21.06		—	—		1.75	MN	2,462.64		—		10262015	5152020
20271RAN0	COMMONWEALTH BANK OF AUSTRALIA SENIOR CO			2,132,224.5	2,150,557.72	2,135,000.00	2,132,266.13	18,617.26		41.63		—	—		2.05	MS	1,945.22		—		3082016	5152018
20271RAJ9	COMMONWEALTH BANK OF AUSTRALIA SENIOR CO			12,284,849.55	12,308,575.2	12,300,000.00	12,289,957.94	18,291.59		1,262.59		—	—		1.625	MS	10,548.96		99,937.5		9292015	11152021
20281PCA8	COMMONWEALTH FING AUTH PA MUNITAX BND RE			564,185	549,080	500,000.00	538,502.21	10,577.79		(4,310.94	)	—	—		5.792	JD	9,653.33		—		4302009	3012019
20281PCB6	COMMONWEALTH FING AUTH PA MUNITAX BND RE			2,254,340	2,270,400	2,000,000.00	2,176,278.87	94,121.13		(13,178.89	)	—	—		5.892	JD	39,280		—		4302009	1152018
BRSWYJ431	COMMSCOPE INC. SENIOR SECURED TERM LOAN			271,797.83	270,563.88	272,436.88	271,819.85	(1,255.97	)	23.63		—	—		—	MJSD	—		2,700.41		1042016	12312049
BRSR05TD0	COMPONENT HARDWARE GROUP INC SENIOR SECU			3,012,941.18	2,967,747.06	3,012,941.18	3,012,941.18	(45,194.12	)	—		—	—		—	JAJO	—		42,395.99		11242014	3312025
20772JKM3	CONNECTICUT (STATE OF) MUNITAX BND GO			2,273,043.5	2,314,562.25	2,275,000.00	2,273,590.41	40,971.84		95.37		—	—		1.896	AO	19,889.57		—		10282014	3182019
20772JQK1	CONNECTICUT (STATE OF) MUNITAX BND GO			2,556,975	2,556,975	2,500,000.00	2,535,215.63	21,759.37		(3,614.98	)	—	—		2.172	FA	6,938.33		27,150		9232014	9222017
20774YYL5	CONNECTICUT ST HEALTH & EDL FA MUNI BND		1	572,285	581,335	500,000.00	571,944.65	9,390.35		(340.35	)	—	—		5	JD	4,513.89		(3,125	)	3082016	9012025
20826FAE6	CONOCOPHILLIPS CO SENIOR CORP BND		1	893,900	975,471.65	1,000,000.00	895,531.12	79,940.53		1,631.12		—	—		2.875	MN	10,861.11		(7,986.11	)	2222016	12012018
20826FAS5	CONOCOPHILLIPS CO SENIOR CORP BND		1	3,068,465	3,206,490.3	3,070,000.00	3,068,480.57	(243,879.53	)	15.57		—	—		4.2	MS	8,237.83		—		3032016	5082018
20826FAL0	CONOCOPHILLIPS CO SENIOR CORP BND			6,609,206.8	6,502,600.59	6,610,000.00	6,609,431.95	(106,831.36	)	65.78		—	—		1.5	MN	37,456.67		—		5132015	1142019
20826FAJ5	CONOCOPHILLIPS CO SENIOR CORP BND		1	10,009,600	9,765,144.3	10,000,000.00	10,009,023.83	138,009.73		(569.93	)	—	—		2.2	MN	83,111.1		3,841.44		10062015	7012017
209111EV1	CONSOLIDATED EDISON INC CORP BND			2,385,140	2,276,665.04	2,000,000.00	2,250,464.65	26,200.39		(22,623.35	)	—	—		7.125	JD	47,500		—		12022008	12152017
BRSB93KD0	CONVATEC INC TERM LOAN		2	234,863.43	233,686.17	235,452.06	234,948.84	(1,262.67	)	36.93		—	—		—	MJSD	—		2,563.39		6092015	3312025
216871AC7	COOPER US INC CORP BND			3,765,604.6	3,439,137	3,260,000.00	3,447,392.31	(8,255.31	)	(37,156.61	)	—	—		6.1	JJ	49,715		99,430		4012015	1292018
21870LAA4	CORE_15-CALW LCF SENIOR CMBS 15-CALW A 1		2	3,501,717.62	3,490,651.8	3,400,000.00	3,486,682.96	3,968.84		(3,878.93	)	—	—		3.04	MON	8,613.34		25,839.99		3312015	2102034
219350BA2	CORNING INC SENIOR CORP BND			7,313,223.05	7,296,603.47	7,378,000.00	7,314,869.72	(18,266.25	)	1,363.02		—	—		1.5	MN	43,960.58		(26,938.32	)	3222016	4012019
BRSTZV1D1	CORPORATE VISIONS INC SENIOR SECURED TER			547,168.7	516,770.44	552,695.66	547,168.7	(184,320.73	)	—		—	—		—	FMAN	—		—		6022015	12312049
BRSTZUYC9	CORPORATE VISIONS INC SENIOR SECURED TER			3,303,987.01	3,120,432.18	3,337,360.62	3,304,752.91	(30,398.26	)	2,129.85		—	—		—	FMAN	—		47,319.08		6022015	12312049
22160KAE5	COSTCO WHOLESALE CORPORATION SENIOR CORP			1,899,620	1,906,945.27	1,900,000.00	1,899,869.1	7,076.17		18.91		—	—		1.125	JD	6,293.75		—		11282012	9112017
BRSWRS8X9	COTY INC TERM NOTES			830,404.22	832,490.67	834,577.11	830,645.06	1,845.61		149.10		—	—		—	MJSD	—		7,911.09		10222015	12312049
G2479P4N2	COVENTRY BLDG SOC SECURED CORP BND	D		714,838.63	654,906.15	425,000.00	688,759.38	(33,853.23	)	(5,357.17	)	—	(35,302.92	)	4.625	APR	26,862.49		—		1092015	12312049
BRSSLXJJ2	CPM HOLDINGS INC SENIOR SECURED TERM NOT			963,447.73	957,365.37	973,179.54	964,699.32	(7,333.95	)	372.85		—	—		—	MJSD	—		14,797.07		4022015	12312049
224287AA0	CRANBERRY RE LTD	F		1,950,000	1,979,757	1,950,000.00	1,950,000	29,757		—		—	—		3.8	JAJO	15,849.17		19,021.15		4232015	7062018

225313AF2	CREDIT AGRICOLE SA SUB CORP BND 144A	F		778,740.48	765,446.12	783,000.00	779,101.85	(13,655.73	)	87.81		—	—		4.375	MS	1,332.19	17,128.13	3092015	3172025
22532LAL8	CREDIT AGRICOLE SA/LONDON SENIOR CORP BN	F		3,994,960	4,062,739.24	4,000,000.00	3,996,862.59	65,876.65		245.79		—	—		2.5	AO	46,111.11	—	4092014	4152019
22546QAV9	CREDIT SUISSE NEW YORK NY SENIOR CORP BN			1,145,767	1,146,774.14	1,150,000.00	1,146,909.63	(2,449.04	)	362.80		—	—		1.7	AO	8,363.06	—	8072015	1302017
22546QAT4	CREDIT SUISSE NEW YORK NY SENIOR CORP BN			1,382,290.22	1,379,802.88	1,382,000.00	1,382,251.92	(135.49	)	19.30		—	—		1.75	JJ	4,165.19	53,655	11102015	4092018
BRSQP4874	CREGANNA-TACTX MEDICAL SENIOR SECURED TE	F		350,033.49	352,237.71	352,678.56	350,490.51	1,747.2		101.65		—	—		—	MJSD	—	4,245.31	11202014	10122023
14889KAE2	CRMN_15-1A MEZZANIN ABS 15-1A 144A	F	1	742,800	725,309.18	750,000.00	743,627.15	(18,317.97	)	198.30		—	—		3.721	JAJO	5,426.9	6,555.77	3312015	4222027
BRSL3FE10	CROSBY US ACQUISITION CORP SENIOR SECURE			2,011,132.96	1,647,836.25	2,013,650.00	2,011,962.01	(364,125.76	)	95.03		—	—		—	JAJO	—	20,209.17	12192013	3312025
BRSH9LJ56	CROSSMARK HOLDINGS INC SENIOR SECURED TE		2	2,570,030.86	1,840,518.39	2,574,151.59	2,569,724.38	(729,205.99	)	315.51		—	—		—	MJSD	—	29,356.64	9042013	3312025
126281AZ7	CSAIL_15-C1 LCF SENIOR CMBS_15-C1 A4		2	3,270,230.95	3,343,629.82	3,175,000.00	3,260,675.88	82,953.94		(2,345.85	)	—	—		3.505	MON	9,273.65	27,820.95	3062015	4152050
126281AX2	CSAIL_15-C1 PRELCF SENIOR CMBS_15-C1 A2		2	2,900,288.03	2,934,602.94	2,825,000.00	2,890,886.72	43,716.22		(5,705.91	)	—	—		2.97	MON	6,991.64	17,807.05	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	)	—		—	—		—	MJSD	—	207,864.82	2202015	12312049
22541QFV9	CSFB_03-17 WHOLE LOAN__03-17-1A4		2	349,193.58	344,120.8	343,208.04	348,904.34	(4,783.54	)	(473.65	)	—	—		5.5	MON	1,573.04	4,941.71	6192003	6252033
126408GM9	CSX CORPORATION CORP BND			3,984,295.81	3,799,562.48	3,491,000.00	3,791,197.37	8,365.11		(37,554.00	)	—	—		6.25	MS	9,697.22	109,093.75	12112014	3062020
BRSLMULK6	CUMULUS MED INC. SENIOR SECURED TERM NOT		2	5,232,901.29	3,550,221.53	5,279,139.82	5,244,029.07	(1,693,807.54	)	1,846.70		—	—		—	MJSD	—	56,090.86	9302014	3312025
BRSVA6HU3	CUSTOM WINDOW SYSTEMS INC SENIOR SECURED			391,991.32	384,151.51	391,991.32	391,991.32	(7,839.81	)	—		—	—		—	MJSD	—	3,589.08	3082016	12312049
BRSVA6N02	CUSTOM WINDOW SYSTEMS INC SENIOR SECURED			3,457,379.42	3,388,231.83	3,457,379.42	3,457,379.42	(69,147.59	)	—		—	—		—	MJSD	—	32,689.49	7312015	12312049
126650CJ7	CVS HEALTH CORP SENIOR CORP BND		1	3,243,399.6	3,354,235.62	3,235,000.00	3,242,505.83	91,648.68		(324.54	)	—	—		2.8	JJ	17,864.39	113,540	9212015	7232021
126650CE8	CVS HEALTH CORP SENIOR CORP BND		1	4,096,729.8	4,188,232.21	4,095,000.00	4,096,583.53	111,729.79		(132.77	)	—	—		2.25	FA	12,540.95	46,068.75	2272015	2152023
12668AZL2	CWALT_05-73CB CMO_05-64CB 1A		2	201,353.06	195,651.71	205,265.94	201,350.32	(5,698.61	)	(1,519.41	)	—	—		5.5	MON	940.8	2,906.63	1022008	12252035
12543RBB4	CWHL_07-3 WHOLE LOAN_07-3-A26		2	1,690,467.55	1,639,829.96	1,811,474.01	1,690,467.55	(50,637.59	)	(8,333.76	)	—	—		6	MON	9,057.37	27,709.91	12312009	4252037
D1668RML8	DAIMLER AG SENIOR CORP BND EMTN	D		825,838.42	751,307.57	520,000.00	821,501.45	(70,193.88	)	(836.33	)	—	(69,123.7	)	1.75	NOV	5,181.74	—	12102014	12312049
U2339CAR9	DAIMLER FINANCE NORTH AMERICA CORP BND			5,230,800	5,034,736.66	5,000,000.00	5,031,104.9	3,631.76		(17,014.60	)	—	—		2.625	MS	5,833.34	65,625	4082013	12312049
233851BP8	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1,673,593	1,675,359.86	1,675,000.00	1,674,092.26	3,565.39		115.69		—	—		1.65	MS	2,226.36	13,818.75	2232015	3222017
BRSP6FWM2	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1,788,807.25	1,797,853.96	1,795,000.00	1,792,210.58	3,589.26		514.73		—	—		1.375	FA	4,113.54	12,340.63	7242014	3312025
233851AK0	DAIMLER FINANCE NORTH AMERICA SENIOR COR			3,112,230	3,042,186	3,000,000.00	3,038,620.61	1,267.6		(12,344.42	)	—	—		2.95	JJ	19,666.67	44,250	1042012	12162025
BRSTB5SJ2	DAIMLER FINANCE NORTH AMERICA SENIOR COR			3,495,520	3,496,857.6	3,500,000.00	3,496,797.84	5,643.38		368.60		—	—		1.65	MN	21,335.42	—	5112015	12312049
233851BF0	DAIMLER FINANCE NORTH AMERICA SENIOR COR			5,002,681	5,015,788.22	5,020,000.00	5,012,198.96	59.76		1,439.53		—	—		1.375	FA	11,504.16	34,512.5	7242014	1152019
235308QJ5	DALLAS TEX INDPT SCH DIST MUNITAX BND GO			6,936,930	6,871,725	6,300,000.00	6,766,977.53	104,747.47		(39,418.11	)	—	—		4.25	FA	34,212.51	133,875	2252015	5032018
2354167C2	DALLAS TEX MUNITAX BND REV			1,500,000	1,552,305	1,500,000.00	1,500,000	45,745		—		—	—		2.21	AO	16,575	—	3112015	8152019
2354167B4	DALLAS TEX MUNITAX BND REV			1,750,000	1,795,745	1,750,000.00	1,750,000	52,305		—		—	—		1.96	AO	17,150	—	3112015	5012017
235851AH5	DANAHER CORPORATION CORP BND			1,102,820	1,111,920.1	1,000,000.00	1,094,927.74	16,992.36		(7,806.68	)	—	—		5.4	MS	4,500	27,000	12282015	3062017
235851AL6	DANAHER CORPORATION CORP BND			1,822,080	1,831,296.25	1,825,000.00	1,824,860.55	6,435.7		152.90		—	—		2.3	JD	11,426.53	—	6202011	12152016
235851AP7	DANAHER CORPORATION SENIOR CORP BND		1	1,411,561.55	1,460,382.63	1,415,000.00	1,411,917.27	63,635.28		354.82		—	—		2.4	MS	1,509.33	47,210.67	9102015	3292018
235851AN2	DANAHER CORPORATION SENIOR CORP BND			4,915,902.74	4,980,135.61	4,917,000.00	4,916,500.33	48,465.36		125.23		—	—		1.65	MS	3,605.79	34,836.08	1142016	2022017

23636AAE1	DANSKE BK A/S SENIOR CORP BND 144A	F		1,839,576.8	1,869,188.97	1,840,000.00	1,839,581.55	29,607.42		4.75		—	—		2.8	MS	3,005.33	—		3072016	3252058
BRSNJTYP4	DAVITA HEALTHCARE PARTNERS INC SENIOR SE		2	704,575.71	708,780.5	708,116.29	705,407.53	3,372.97		136.02		—	—		—	MJSD	—	6,280.79		6192014	3312025
23312LAS7	DBJPM_16-C1 LCF SENIOR CMBS 16-C1		2	2,059,982.6	2,059,982.6	2,000,000.00	2,059,982.6	—		—		—	—		3.276	MON	3,276	(3,276	)	3312016	5102049
254683BJ3	DCENT_14-3 ABS_14-A3 A3		2	1,029,736.32	1,031,750.98	1,030,000.00	1,029,860.69	1,890.29		16.46		—	—		1.22	MON	558.49	3,141.51		4282014	5012027
254683BP9	DCENT_15-A2 SENIOR ABS 15-A2 A		2	2,099,363.7	2,114,909.98	2,100,000.00	2,099,476.11	15,433.87		31.02		—	—		1.9	MON	1,773.33	9,975		4222015	4152024
23311VAE7	DCP MIDSTREAM PARTNERS LP SENIOR CORP BN		1	1,192,920	1,072,008	1,200,000.00	1,195,681.21	(123,673.21	)	340.68		—	—		2.7	AO	16,200	—		3102014	6112018
24703BAC9	DEFT_15-1 ABS 15-1 A3 144A		2	2,619,821.05	2,610,964.14	2,620,000.00	2,619,889.42	(8,925.28	)	24.99		—	—		1.3	MON	851.5	8,514.99		4152015	7182026
246343JR9	DELAWARE RIV JT TOLL BRDG COMM MUNITAX B			2,203,944.6	2,229,580.6	2,210,000.00	2,206,330.1	23,250.5		397.67		—	—		2.184	JJ	12,066.6	24,133.2		10182012	8122019
BRSP9DPN0	DELTA 2 (LUX) SARL SENIOR SECURED TERM N	F	2	3,530,276.1	3,439,358.18	3,548,016.18	3,534,243.62	(94,885.44	)	642.73		—	—		—	MJSD	—	—		7302014	4152024
BRSM6R0M8	DELTA AIR LINES INC SENIOR SECURED TERM		2	2,645,139.34	2,663,242.16	2,665,462.49	2,653,862.28	9,379.88		1,165.26		—	—		—	FMAN	—	22,247.58		4302014	3312025
249218AR9	DENVER CO PUB SCHS CTFS MUNITAX BND REV			1,491,330	1,525,635	1,500,000.00	1,494,362.86	31,272.14		505.49		—	—		1.644	JD	7,261	—		4182013	7202020
249670AA8	DEPOSITORY TRUST & CLEARING CO CAPSEC CO		1	1,750,000	1,741,250	1,750,000.00	1,750,000	(8,750	)	—		—	—		4.875	JD	25,119.79	—		5192015	5102049
25152RYD9	DEUTSCHE BK LDN SENIOR CORP BND	F		4,994,050	4,944,344.35	5,000,000.00	4,996,255.9	(51,911.55	)	488.69		—	—		1.875	FA	12,500	46,875		2102015	11252034
25179MAV5	DEVON ENERGY CORPORATION SENIOR CORP BND		1	1,199,460	1,158,236.11	1,200,000.00	1,199,471.95	(41,235.84	)	10.07		—	—		5.85	JD	20,670	—		12102015	3122020
BRG12BGK3	DEXIA CREDIT LOCAL SA SENIOR CORP BND	D		2,805,578.66	2,605,353.47	1,800,000.00	2,799,465.97	(194,112.5	)	(4,057.02	)	—	(194,135.46	)	1.875	JUL	34,327.32	3,876.83		10302015	11062022
25215BAA1	DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP			4,986,350	4,998,340	5,000,000.00	4,997,473.3	866.7		1,142.62		—	—		1.25	AO	28,298.61	—		12052014	10182016
25243YAT6	DIAGEO CAPITAL PLC SENIOR CORP BND	F		2,485,750	2,491,648.3	2,500,000.00	2,493,975.17	18,238.36		710.69		—	—		1.125	AO	11,875	—		4242013	4252037
25243YAR0	DIAGEO CAPITAL PLC SENIOR CORP BND	F		4,651,160	4,671,067.3	4,650,000.00	4,652,828.94	(2,326.87	)	(633.22	)	—	—		1.5	MN	27,125	—		5082012	6252035
25459HBE4	DIRECTV HOLDINGS LLC SENIOR CORP BND			2,996,986.1	3,031,563	3,000,000.00	3,053,724.36	(22,161.36	)	51,247.87		—	—		2.4	MS	3,200	59,100		9292015	4072023
BRSR4UG37	DISA HOLDINGS A/S SENIOR SECURED TERM NO	R		229,211.49	213,166.69	229,211.49	229,211.49	(16,044.8	)	—		—	—		—	MJSD	—	2,633.27		12312015	3122026
BRSR4UG78	DISA HOLDINGS ACQUISITION SUBS SENIOR SE			5,469,702.58	5,086,823.4	5,469,702.58	5,469,702.58	(382,879.18	)	—		—	—		—	MJSD	—	79,587.13		12242014	3312025
254683BB0	DISCOVER CARD MASTER TRUST ABS 13		2	5,950,000	5,938,694.88	5,950,000.00	5,950,000	(11,305.12	)	—		—	—		0.736	MON	2,068.52	11,621.57		2062013	2152040
254683BL8	DISCOVER CARD MASTER TRUST SENIOR ABS _1		2	2,499,783.5	2,508,749.95	2,500,000.00	2,499,840.75	8,909.2		9.92		—	—		1.39	MON	1,544.44	10,208.32		10082014	5012027
254845GB0	DISTRICT COLUMBIA WTR & SWR AU MUNI BND		1	569,945	552,070	500,000.00	544,140.53	7,929.47		(4,299.16	)	—	—		5	AO	12,500	—		1282009	3062020
25476FHE1	DISTRICT OF COLUMBIA MUNI BND GO			5,731,050	5,455,250	5,000,000.00	5,434,672.92	20,577.08		(49,344.56	)	—	—		5	JD	83,333.33	—		8132008	5032018
25476FLG1	DISTRICT OF COLUMBIA MUNITAX BND GO			5,416,000	5,224,300	5,000,000.00	5,208,947.27	15,352.73		(44,244.76	)	—	—		4.613	JD	76,883.34	—		1272015	5062019
BRSSVEHW6	DJO FINANCE LLC SENIOR SECURED TERM NOTE		2	535,148.66	525,400.34	537,837.84	535,593.73	(10,193.39	)	139.24		—	—		—	JAJO	—	5,923.85		4242015	12312049
Z91S44T73	DLM_15-1A1 ABS 15-1A1	D	2	991,250	927,705.29	650,000.00	991,250	(63,544.71	)	—		—	(57,005	)	1.161	MON	325.91	3,550.83		5062015	12312049
233046AC5	DNKN_15-1A ABS 15-1A A2I 144A		2	1,485,000	1,462,056.75	1,485,000.00	1,485,000	(22,943.25	)	—		—	—		3.262	FMAN	5,516.86	12,140.76		1222015	2202045
233046AD3	DNKN_15-1A ABS 15-1A A2II 144A		2	1,485,000	1,452,330	1,485,000.00	1,485,000	(32,670	)	—		—	—		3.98	FMAN	6,731.18	14,813.06		1222015	2202045
BRSTZPQ88	DOLLAR TREE INC SENIOR SECURED TERM LOAN		1	507,261.45	509,776.27	509,594.34	507,421.64	2,354.63		1,083.68		—	—		—	MJSD	—	5,451.67		10152015	12312049
25746UBE8	DOMINION RESOURCES INC CORP BND			563,170	546,214.03	500,000.00	547,724.22	(1,510.19	)	(5,263.73	)	—	—		6.4	JD	9,422.22	—		7012015	1162019
25746UCD9	DOMINION RESOURCES INC SENIOR CORP BND			5,498,580	5,489,503.31	5,500,000.00	5,498,953.01	(9,449.7	)	115.51		—	—		1.9	JD	30,769.44	—		6242015	10152016
06742LAE3	DROCK_14-3 ABS_14-3 A		2	9,042,500.87	9,243,085.68	9,045,000.00	9,043,078.79	200,006.89		90.20		—	—		2.41	MON	9,688.2	54,496.11		9122014	7152022

06742LAH6	DROCK_15-1 ABS 15-1 A		2	1,574,279.92	1,598,467.47	1,575,000.00	1,574,387.14	24,080.33		25.79		—	—	2.2	MON	1,540	8,662.5		3052015	12152022
26249MAA5	DRSLF_15-37A ABS 15-37A A 144A	F	2	5,000,000	4,963,460	5,000,000.00	5,000,000	(36,540	)	—		—	—	2.122	JAJO	22,693.61	23,261.94		1292015	12312049
BRSV5TM33	DTZ US BORROWER LLC SENIOR SECURED TERM			3,103,436.26	3,074,844.09	3,119,031.41	3,104,670.33	(29,826.24	)	675.92		—	—	—	MJSD	—	33,598.33		8122015	12312049
BRSZ77AH2	DUBOIS CHEMICALS INC SENIOR SECURED TERM			2,750,000	2,736,250	2,750,000.00	2,750,000	8,953.14		—		—	—	—	MJSD	—	27,500		1152016	12312049
BRST2JC18	DUBOIS CHEMICALS INC SENIOR SECURED TERM			3,596,549.4	3,614,713.78	3,632,878.17	3,605,760.64	(13,750	)	2,550.71		—	—	—	MJSD	—	45,922.15		4132015	12312049
26442CAL8	DUKE ENERGY CORP CORP BND			507,730	502,585	500,000.00	502,486.52	5,098.73		(873.81	)	—	—	1.75	JD	2,576.39	—		12052011	11062017
26442CAJ3	DUKE ENERGY CORP CORP BND			1,114,270	1,103,492.74	1,000,000.00	1,093,870	9,622.74		(5,321.68	)	—	—	4.3	JD	12,661.11	—		4102015	5052017
26442CAD6	DUKE ENERGY CORP CORP BND			2,177,940	2,150,808.86	2,000,000.00	2,145,710.13	98.48		(17,457.85	)	—	—	5.1	AO	47,033.33	—		10132015	11012016
26441CAH8	DUKE ENERGY CORP SENIOR CORP BND			1,003,500	1,000,895.5	1,000,000.00	1,001,693.32	(797.82	)	(302.92	)	—	—	1.625	FA	2,076.39	8,125		8132012	2242017
26441CAK1	DUKE ENERGY CORP SENIOR CORP BND		1	2,310,146.8	2,289,980.75	2,280,000.00	2,302,391.13	(12,410.38	)	(2,576.38	)	—	—	2.1	JD	14,098	—		10132015	9302023
29100XAA3	EAFL_13-1 ABS 13- 1 A 144A	F	2	2,412,478.98	2,380,942.39	2,388,593.05	2,408,574.85	(27,632.46	)	(2,864.55	)	—	—	4.65	MON	4,936.43	28,732.73		12102014	10182016
27332QAB0	EAST LANE RE VI LTD SENIOR CORP BND 144A	F		1,875,000	1,869,675	1,875,000.00	1,875,000	(5,325	)	—		—	—	3.39	MJSD	4,237.5	18,183.43		3022015	12252035
277432AM2	EASTMAN CHEMICAL COMPANY SENIOR CORP BND			822,228	832,223.04	825,000.00	824,321.07	7,901.97		142.42		—	—	2.4	JD	6,600	—		5292012	5102018
278062AB0	EATON CORPORATION SENIOR CORP BND			4,680,469.42	4,668,536.72	4,675,000.00	4,678,525.91	(9,989.19	)	(551.30	)	—	—	1.5	MN	29,023.97	—		8252015	3172022
26827EAC9	ECAF I A-2 2015-1 ABS 2015-1A A2 144A	F	2	491,869.06	480,396.74	495,585.95	492,027.57	(11,630.83	)	153.94		—	—	4.947	MON	1,089.63	6,183.75		11302015	10182016
BRSAC1000	EDEN RE LTD			12,375,000	12,375,000	12,375,000.00	12,375,000	—		—		—	—	15.0213		—	—		12122014	12312016
281379AA5	EDUSA_10-1 ABS 10-1-A1 144A		2	247,374.74	243,257.68	247,374.74	247,374.74	(4,117.06	)	—		—	—	1.469	JAJO	676.13	839.8		2232010	5102032
29372EAT5	EFF_12-2 SENIOR ABS 12-2 A3 144A		2	218,026.08	217,700.26	217,830.37	217,843.18	(142.92	)	(0.50	)	—	—	0.93	MON	61.9	717.78		11202013	1162027
29372EBE7	EFF_14-2 ABS_14-2 A2 144A		2	844,223.49	840,855.34	844,359.44	844,301.75	(3,446.41	)	22.16		—	—	1.05	MON	270.9	2,514.5		8062014	3122026
26971HAA0	EGLE_14-1A ABS_14-1A A1 144A	F	2	3,436,954.45	3,378,433.44	3,437,500.00	3,436,973.3	(58,539.86	)	52.05		—	—	2.57	MON	3,926.39	23,424.48		12122014	10182016
283695BP8	EL PASO NATURAL GAS COMPANY CORP BND			1,925,592.5	1,843,805.61	1,790,000.00	1,851,992.13	(8,186.52	)	(14,576.05	)	—	—	5.95	AO	49,110.64	—		9292015	11082019
BRSUM53S4	ELDORADO RESORTS INC SENIOR SECURED TERM		1	230,852.9	232,206.24	232,012.97	230,962.83	1,243.41		44.09		—	—	—	MJSD	—	2,530.82		7162015	12312049
BRSLX7XX4	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F		3,163,264	3,226,188.8	3,200,000.00	3,178,839.59	77,323.6		1,815.33		—	—	2.15	JJ	13,186.67	34,400		1132014	5142020
268317AJ3	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F		4,863,518.4	4,964,789.47	4,920,000.00	4,887,465.87	47,349.21		2,791.07		—	—	2.15	JJ	20,274.5	52,890		9162015	11012018
532457BK3	ELI LILLY AND COMPANY SENIOR CORP BND			719,366.4	720,156.56	720,000.00	719,590.96	565.6		52.43		—	—	1.25	MS	750	4,500		2242015	3122026
268648AP7	EMC CORP/ MASSACHUSETTS SENIOR CORP BND			2,299,121	2,244,265.83	2,300,000.00	2,299,604.73	(55,338.9	)	47.19		—	—	1.875	JD	14,375	1,218.76		4022014	5102018
BRSP2R5D0	EMERALD PERFORMANCE MATERIALS SENIOR SEC			100,599.64	99,146.25	101,105.16	100,714.72	(1,568.47	)	19.28		—	—	—	MJSD	—	1,153.05		7232014	3312025
BRSMKZQU8	EMPIRE GENERATING CO LLC SENIOR SECURED			78,681.63	65,965.4	79,476.39	78,905.33	(176,431.22	)	28.67		—	—	—	MJSD	—	347.71		3132014	3312025
BRSMKZQ95	EMPIRE GENERATING CO LLC SENIOR SECURED			1,072,796.25	899,415.04	1,083,632.58	1,075,846.26	(12,939.93	)	390.85		—	—	—	MJSD	—	4,740.89		3132014	3312025
BL1731738	ENDO LUXEMBOURG FINANCE I COMP SENIOR SE	F		1,303,413.79	1,284,426.41	1,306,680.49	1,303,651.33	(19,224.92	)	208.84		—	—	—	MJSD	—	(203.29	)	6242015	4152020
29270CR31	ENERGY NORTHWEST MUNI BND REV		1	629,845	635,625	500,000.00	629,845	5,780		—		—	—	5	JJ	—	—		3292016	2152023
29270CYM1	ENERGY NORTHWEST MUNITAX BND REV		2	1,201,090.8	1,218,262.4	1,190,000.00	1,198,644.5	24,461.25		(644.17	)	—	—	2.197	JJ	6,536.08	13,072.15		4092015	8172018
29270CYL3	ENERGY NORTHWEST MUNITAX BND REV			1,524,255	1,539,195	1,500,000.00	1,514,733.75	19,617.9		(1,606.48	)	—	—	2.147	JJ	8,051.25	16,102.5		8162012	7232021
29273RAX7	ENERGY TRANSFER PARTNERS LP SENIOR CORP		1	917,705.7	854,400	890,000.00	913,834.51	(59,434.51	)	(1,265.01	)	—	—	4.15	AO	18,467.5	—		6182015	3162018

29358QAC3	ENSCO PLC SENIOR CORP BND	F	1	1,062,347	721,500	1,300,000.00	1,069,559.62	(348,059.62	)	4,898.12		—	—		4.5	AO	29,250	—		11162015	3252037
BRSMRYMN4	ENTEGRIS, INC. SENIOR SECURED TERM NOTES			871,086.04	866,343.67	875,463.37	872,261.86	(5,918.19	)	156.75		—	—		—	MJSD	—	7,745.42		3252014	3312025
29372EAZ1	ENTERPRISE FLEET FINANCING LLC AB_13-2-A		2	299,978.79	300,066.01	300,000.00	299,989.99	76.02		4.58		—	—		1.51	MON	138.42	1,132.5		8072013	10122023
29379VAU7	ENTERPRISE PRODUCTS OPERATING CORP BND			778,230	779,499.72	750,000.00	775,309.72	4,190		(964.73	)	—	—		4.05	FA	3,881.25	15,187.5		6222015	10142020
29379VAF0	ENTERPRISE PRODUCTS OPERATING CORP BND			4,390,960	4,337,259.2	4,000,000.00	4,340,839.03	(3,579.83	)	(21,277.76	)	—	—		5.25	JJ	35,583.33	128,041.67		8192015	1122021
29379VBG7	ENTERPRISE PRODUCTS OPERATING SENIOR COR			1,789,309.9	1,764,879.34	1,790,000.00	1,789,520.54	(24,641.2	)	55.95		—	—		1.65	MN	11,814	—		5282015	8172018
BRSJGG5M3	ENTRAVISION COMMUN CORP SENIOR SECURED T		2	2,775,384.2	2,708,311.49	2,775,384.20	2,775,384.2	(67,072.71	)	—		—	—		—	MJSD	—	(45,708.03	)	10012015	3312025
BRSBYALT0	ENVISION HEALTHCARE CORP TERM LOAN		2	4,026,855.02	4,044,068.16	4,047,103.48	4,039,961.41	4,106.75		846.23		—	—		—	FMAN	—	41,336.77		10012015	3312025
BRSX1BQV6	ENVISION HEALTHCARE CORP SECURED TERM LO		1	951,285.54	960,894.49	960,894.49	951,689.9	9,204.59		371.08		—	—		—	JAJO	—	11,198.4		11062015	12312049
BRSTFAHT7	EPICOR SOFTWARE CORP SENIOR SECURED TERM		1	1,334,416.08	1,270,016.41	1,346,783.04	1,334,746.78	(64,730.37	)	115.66		—	—		—	FMAN	—	27,794.84		3302016	12312049
298785GU4	EUROPEAN INVESTMENT BANK SENIOR CORP BND	F		15,071,250	15,076,199.4	15,000,000.00	15,066,947.07	9,252.33		(4,302.93	)	—	—		1.25	MN	70,833.33	(44,791.67	)	2082016	10012021
30014LAA2	EVERGLADES RE II LTD CORP BND 144A	F	1	2,000,000	2,016,360	2,000,000.00	2,000,000	16,360		—		—	—		5.15	MJSD	8,297.22	26,146.69		4302015	6252033
BRSVRWC82	EVESTMENT INC SENIOR SECURED TERM NOTES			238,239.82	236,444.04	239,437.00	238,239.82	(1,795.78	)	—		—	—		—	MJSD	—	—		9022015	12312049
BRSVRWCF6	EVESTMENT INC SENIOR SECURED TERM NOTES			4,799,805.96	4,739,808.39	4,799,805.96	4,799,805.96	(59,997.57	)	—		—	—		—	MJSD	—	61,215.41		9142015	12312049
300569GY0	EWING TWP N J SCH DIST MUNITAX BND GO			1,477,604.7	1,508,076.9	1,485,000.00	1,480,321.88	27,755.02		453.39		—	—		1.596	AO	11,850.3	—		3082013	5062021
BRSL2KC12	EXCELITAS TECHNOLOGIES COR SENIOR SECURE			4,034,732.42	3,596,617.52	4,075,487.28	4,048,379.35	(451,761.83	)	1,539.94		—	—		—	MJSD	—	61,970.05		12052013	3312025
30161NAG6	EXELON CORPORATION SENIOR CORP BND			1,973,965.55	1,971,782.13	1,975,000.00	1,974,384.84	(2,602.71	)	127.40		—	—		1.55	JD	9,523.89	—		7152015	2142019
30161NAH4	EXELON CORPORATION SENIOR CORP BND		1	3,814,056.1	3,856,365.19	3,810,000.00	3,813,440.94	42,924.25		(195.13	)	—	—		2.85	JD	31,972.26	—		9292015	1152018
30161MAP8	EXELON GENERATION CO LLC SENIOR CORP BND		1	1,129,785.3	1,139,608.6	1,130,000.00	1,129,835.73	9,772.87		10.23		—	—		2.95	JJ	7,037.39	16,667.5		1082015	9162019
BRSPRVAJ5	EXGEN TEXAS POWER LLC SENIOR SECURED TE		2	1,299,833.34	862,179.46	1,312,962.98	1,302,659.63	(440,480.17	)	498.18		—	—		—	MJSD	—	19,132		9162014	3312025
BRSRYEXL1	EXPRESS OIL CHANGE LLC SENIOR SECURED RE			36,025.25	35,755.06	36,025.25	36,025.25	(270.19	)	—		—	—		—	JAJO	—	413.4		1052016	12312049
BRSS5NWZ1	EXPRESS OIL CHANGE LLC SENIOR SECURED TE			2,395,679.27	2,377,711.68	2,395,679.27	2,395,679.27	(20,364.23	)	—		—	—		—	MJSD	—	37,700.43		3172015	12312049
BRSRYEAL6	EXPRESS OIL CHANGE LLC SENIOR SECURED TE			3,264,358.49	3,244,864.26	3,269,384.65	3,265,228.49	(17,967.59	)	590.95		—	—		—	JAJO	—	43,659.9		11032015	12312049
30219GAL2	EXPRESS SCRIPTS HOLDING CO SENIOR CORP B		1	3,173,322	3,257,382.47	3,180,000.00	3,173,444.45	49,259.39		122.45		—	—		3.3	FA	10,494	—		2222016	4092018
30219GAD0	EXPRESS SCRIPTS HOLDING CO SENIOR CORP B			4,067,024.68	4,141,902	4,100,000.00	4,092,642.61	42,803.94		2,062.70		—	—		2.65	FA	13,883.06	54,325		1142013	4092018
30219GAH1	EXPRESS SCRIPTS HOLDING CO SENIOR CORP B			6,461,775	6,516,801.98	6,500,000.00	6,473,998.04	83,938.02		1,936.56		—	—		2.25	JD	43,062.5	—		7222014	4092018
30231GAD4	EXXON MOBIL CORP SENIOR CORP BND		1	1,550,000	1,571,924.01	1,550,000.00	1,550,000	(16,249.85	)	—		—	—		1.819	MS	1,152.03	19,150.03		3172014	2252019
30231GAJ1	EXXON MOBIL CORP SENIOR CORP BND		1	2,009,320	2,025,900.88	2,000,000.00	2,008,729.18	21,924.01		(336.42	)	—	—		2.397	MS	3,329.17	23,970		10202015	1112021
30231GAB8	EXXON MOBIL CORP SENIOR CORP BND			5,000,000	4,983,750.15	5,000,000.00	5,000,000	17,171.7		—		—	—		0.674	MJSD	1,591.03	6,976.67		9182014	2252019
30231GAP7	EXXON MOBIL CORP SENIOR CORP BND			9,200,000	9,316,151.84	9,200,000.00	9,200,000	116,151.84		—		—	—		1.708	MS	12,221.68	—		2292016	7062018
BRSQFMP35	FCE BANK PLC SENIOR CORP BND EMTN	D		724,532.92	731,070.79	500,000.00	724,326.96	6,743.83		(205.96	)	—	(780.28	)	2.759	NOV	7,584.32	(4,338.56	)	1282016	1162027
34960JAJ4	FCO_15-6A MEZZANIN ABS 15-6A		1	1,971,400	1,888,682.4	2,000,000.00	1,975,381.26	(86,698.86	)	937.93		—	—		4.285	MJSD	5,237.41	20,912.31		3192015	2152021
31428XAZ9	FEDERAL EXPRESS CORP SENIOR CORP BND			2,441,713.35	2,472,545.86	2,440,000.00	2,441,964.53	30,581.33		(114.94	)	—	—		2.3	FA	9,353.34	28,060		11122015	4152019
3133XQSE3	FEDERAL HOME LOAN BANKS AGENCY BND			541,545	532,854.96	500,000.00	530,970.76	310.16		(3,715.24	)	—	—		4.11	AO	9,304.58	—		7152015	3022018

3130A3J70	FEDERAL HOME LOAN BANKS AGENCY BND		1,834,266	1,834,816.5	1,835,000.00	1,834,765.14	51.36		236.80		—	—	0.625	MN	4,077.78	9,904.95	11142014	6162018
3130A0C65	FEDERAL HOME LOAN BANKS AGENCY BND		3,042,605	3,048,536	3,050,000.00	3,048,225.84	38,046.8		594.33		—	—	0.625	JD	4,924.49	—	12032013	3052020
3130A4GJ5	FEDERAL HOME LOAN BANKS AGENCY BND		5,087,658.6	5,126,495.81	5,090,000.00	5,088,449.01	129,307.82		184.14		—	—	1.125	AO	24,813.76	—	2262015	11132018
313379EE5	FEDERAL HOME LOAN BANKS AGENCY BND		10,062,900	10,179,200	10,000,000.00	10,049,892.18	1,884.2		(3,781.93	)	—	—	1.625	JD	48,298.61	—	5202015	11152017
3130A6LZ8	FEDERAL HOME LOAN BANKS SENIOR AGENCY BN		2,993,490	2,993,849.94	3,000,000.00	2,995,003.42	(11,648.34	)	786.61		—	—	0.625	AO	8,072.91	—	10082015	6242016
3130A5EP0	FEDERAL HOME LOAN BANKS SENIOR AGENCY BN		7,993,360	7,984,560	8,000,000.00	7,996,208.34	(1,153.48	)	812.21		—	—	0.625	MN	16,805.56	—	5142015	12052017
313370SZ2	FEDERAL HOME LOAN BANKS UNSEC AGENCY BND		8,252,625	8,169,600	8,000,000.00	8,122,146.91	47,453.09		(21,001.70	)	—	—	2.25	MS	11,500	90,000	9112014	6242020
BRSMTTCL8	FEDERAL-MOGUL HOLDINGS CORP SENIOR SECUR	2	3,663,940.1	3,311,193.18	3,672,301.62	3,666,256.9	(355,063.72	)	333.73		—	—	���	MJSD	—	44,134.95	4142015	3312025
BRSP9DQP4	FERRO CORP SENIOR SECURED TERM NOTES		361,885.22	358,248.15	363,703.71	362,303.62	(4,055.47	)	368.28		—	—	—	MJSD	—	3,935.6	7302014	3312025
3137EADZ9	FHLMC AGENCY BND		999,670	1,004,755	1,000,000.00	999,672.27	3,429.98		2.27		—	—	1.125	AO	312.5	—	3182016	7302018
3134G72P5	FHLMC AGENCY BND	1	2,000,000	1,999,759.98	2,000,000.00	2,000,000	(240.02	)	—		—	—	1.2	AO	10,133.33	—	10162015	3012019
3134G7WS6	FHLMC AGENCY BND	1	2,000,000	2,001,699.98	2,000,000.00	2,000,000	1,699.98		—		—	—	1	MS	166.67	10,000	9112015	3032017
3137EADQ9	FHLMC AGENCY BND		2,749,835	2,750,577.5	2,750,000.00	2,749,993.91	6,666.54		14.06		—	—	0.5	MN	5,270.84	358.33	3062013	2182020
3134G62E2	FHLMC AGENCY BND	1	2,998,200	3,002,129.97	3,000,000.00	2,998,699.99	583.59		149.06		—	—	1.25	MN	13,125	—	5282015	11172020
3137EADH9	FHLMC AGENCY BND		3,001,470	3,007,320	3,000,000.00	3,000,653.46	(937.97	)	(129.92	)	—	—	1	JD	7,666.66	—	8282014	8142017
3137EADV8	FHLMC AGENCY BND		3,497,270	3,497,410	3,500,000.00	3,498,347.97	5,082.73		319.99		—	—	0.75	JJ	5,614.58	16,406.25	5282015	4272018
31398QHE0	FHLMC AGENCY CMBS_ _K007-A1	2	3,037,133.19	2,970,227.82	2,903,652.30	2,986,971.69	(16,743.87	)	(10,726.96	)	—	—	3.342	MON	8,086.67	24,700.78	6102010	10012017
31398WV35	FHLMC AGENCY CMO 3654	2	36,995.79	35,740.9	34,474.82	35,450.94	289.96		(256.82	)	—	—	5	MON	143.65	462.72	2012012	10012017
3137APVD9	FHLMC AGENCY CMO_ _40-54-AE	2	1,685,830.54	1,702,761.53	1,718,359.08	1,688,668.25	14,093.28		1,701.43		—	—	1.5	MON	2,147.95	6,590.48	5162012	4212025
31395HJ43	FHLMC AGENCY CMO_2877-AL	2	590,002.93	593,290.93	547,079.10	585,367.03	7,923.9		(3,549.89	)	—	—	5	MON	2,279.5	7,149.92	8122005	10012017
3137A0MS1	FHLMC AGENCY CMO_3688-JA	2	356,863.45	353,046.27	346,556.85	352,675.61	370.66		(2,203.83	)	—	—	3.5	MON	1,010.79	3,540.53	7142010	5102032
3137A2QN4	FHLMC AGENCY CMO_37-60-NA	2	406,628.63	405,842.59	397,272.86	403,488.56	2,354.03		(1,167.15	)	—	—	3	MON	993.18	3,182.66	8202013	1162027
3137ALG60	FHLMC AGENCY CMO_4004-AE	2	1,626,130.51	1,634,911.23	1,641,992.16	1,627,391.57	7,519.66		824.39		—	—	1.75	MON	2,394.57	7,387.45	3132012	5262026
30262SAR9	FHLMC AGNECY CMBS 15-K42 B 144A	2	4,123,750	3,986,358	4,000,000.00	4,110,477.63	(124,119.63	)	(2,948.42	)	—	—	3.853	MON	12,842.93	38,967.93	2042015	10182016
3133TJP56	FHLMC CMO AGENCY CMO_2130 QS	2	633,343.3	708,463.3	624,560.42	630,923.82	77,539.48		(474.31	)	—	—	6	MON	3,122.8	9,722.12	2062007	10152023
31398QNB9	FHLMC CMO_3676 CA	2	7,224.03	7,072.18	7,069.56	7,102.07	(29.89	)	(73.79	)	—	—	4	MON	23.57	176.19	6082010	10012017
3137AAGA5	FHLMC CMO_3857 GL	2	667,744.2	675,209.68	648,333.10	666,277.84	8,931.84		(1,519.58	)	—	—	3	MON	1,620.83	5,075.5	7122011	3122026
3137ACNE5	FHLMC CMO_3879 MF	2	227,611.92	226,662.88	226,726.27	227,425.31	(762.43	)	(66.51	)	—	—	0.786	MON	79.22	440.76	11052013	1152026
3137ARH58	FHLMC CMO_4057 CD	2	3,055,530.55	3,108,429.45	3,152,891.85	3,065,966.89	42,462.56		9,324.00		—	—	2	MON	5,254.82	16,331.96	9052013	10152025
3137B7TL3	FHLMC CMO_4306 A	2	4,001,488.01	4,098,583.87	3,874,906.45	3,984,825.03	113,758.84		(7,002.31	)	—	—	3.5	MON	11,301.81	34,492.7	2202014	12312049
3137AUDW6	FHLMC PAC AGENCY CMO 4105-MG	2	524,625.31	532,104.25	507,804.29	523,199.83	8,904.42		(776.15	)	—	—	3	MON	1,269.51	3,925.23	11062014	4202027
3128JLHB8	FHLMC POOL # 1B1225	2	29,280.3	30,964.87	29,735.23	29,319.7	1,645.17		41.76		—	—	2.5	MON	61.95	194.77	4022007	2252019
3128JMW45	FHLMC POOL # 1B2566	2	45,848.49	47,869.86	46,208.92	45,880.91	1,988.95		58.35		—	—	2.687	MON	103.47	334.65	4022007	2252019
3128JMXM4	FHLMC POOL # 1B2583	2	892,010.06	951,790.99	901,913.08	892,854.14	58,936.85		152.31		—	—	2.716	MON	2,041.33	6,164.4	9172008	1112021

3128JMY68	FHLMC POOL # 1B2632	2	65,970.46	71,758.9	66,489.09	66,014.1	5,744.8		22.59		—	—	2.771	MON	153.53	463.66	4032007	7062018
3128JMZG5	FHLMC POOL # 1B2642	2	73,351.16	77,476.23	73,927.80	73,406.83	4,069.4		39.66		—	—	2.745	MON	169.11	524.72	4022007	3172025
3128JNAL9	FHLMC POOL # 1B2810	2	101,210.49	107,152.4	102,263.80	101,293.67	5,858.73		88.05		—	—	2.776	MON	236.57	689.26	4022007	4152019
3128NCB37	FHLMC POOL # 1G0058	2	120,049.77	128,209.35	120,331.80	120,038.17	8,171.18		9.34		—	—	2.704	MON	271.15	798.25	9172008	4202050
3128NCD68	FHLMC POOL # 1G0125	2	806,321.88	849,185.72	823,565.29	807,835.88	41,349.84		1,391.94		—	—	2.578	MON	1,769.29	5,157.6	12132005	2102048
3128NCMS0	FHLMC POOL # 1G0369	2	156,213.37	162,056.3	155,436.18	156,090.91	5,965.39		(8.79	)	—	—	2.595	MON	336.13	1,014.16	8272008	2102034
3128QJLG9	FHLMC POOL # 1G1227	2	160,577.34	166,133.76	157,428.78	160,171.91	5,961.85		(20.60	)	—	—	2.631	MON	345.16	1,040.92	1042008	12272032
3128QJRN8	FHLMC POOL # 1G1393	2	805,710.26	812,219.93	773,354.28	802,949.38	9,270.55		(2,115.89	)	—	—	2.775	MON	1,788.39	5,429.09	3092012	11222024
3128QJ3B0	FHLMC POOL # 1G1694	2	998,106.29	1,068,899.36	1,013,105.00	999,146.79	69,752.57		53.20		—	—	2.297	MON	1,939.25	5,768.27	8102007	12262035
31326KNP8	FHLMC POOL # 2B4898	2	511,195.65	515,905.04	497,362.76	511,110.84	4,794.2		(131.90	)	—	—	2.974	MON	1,232.63	1,482.06	1202016	5172021
31342AZE2	FHLMC POOL # 780741	2	314,745.25	324,523.14	305,068.86	313,815.06	10,708.08		(500.20	)	—	—	2.5	MON	635.56	1,940.11	11162009	2182020
31342A6F1	FHLMC POOL # 780870	2	189,855.98	204,900.89	192,805.90	190,081.21	14,819.68		146.89		—	—	2.483	MON	398.95	1,227.48	2222012	9162024
31349SJK0	FHLMC POOL # 781166	2	382,327.06	411,816.88	388,657.92	382,965.34	28,851.54		317.40		—	—	2.678	MON	867.35	2,448.07	1092006	4152020
31349UCW6	FHLMC POOL # 782785	2	92,354.5	99,005.22	93,080.55	92,409.01	6,596.21		28.85		—	—	2.422	MON	187.87	576.45	4022007	11152020
31349UEJ3	FHLMC POOL # 782837	2	152,692.63	164,129.69	153,893.00	152,763.81	11,365.88		109.22		—	—	2.623	MON	336.38	1,060.48	4022007	2182020
31349UJL3	FHLMC POOL # 782967	2	56,725.98	61,609.3	57,580.70	56,789.58	4,819.72		45.79		—	—	2.66	MON	127.64	370.68	9302008	12152034
31349ULB2	FHLMC POOL # 783022	2	146,695.05	158,191.81	148,004.91	146,764.85	11,426.96		79.87		—	—	2.933	MON	361.75	968.33	4022007	5152018
31295NXK9	FHLMC POOL # 789682	2	23,696.46	25,240.36	23,833.32	23,706.69	1,533.67		18.83		—	—	2.477	MON	49.2	154.79	8102006	8212017
3128JRJS6	FHLMC POOL # 847473	2	1,008,907.73	1,077,905.65	1,013,023.17	1,008,994.68	68,910.97		239.68		—	—	2.542	MON	2,145.92	6,633.14	9262007	11252034
3128JRKQ8	FHLMC POOL # 847503	2	535,399.55	579,430.75	548,205.30	536,250.16	43,180.59		366.88		—	—	2.531	MON	1,156.26	3,499.81	5312006	6252035
3128JRPZ3	FHLMC POOL # 847640	2	192,502	207,050.57	193,556.90	192,534.14	14,516.43		55.86		—	—	2.692	MON	434.21	1,213.07	11132006	12252035
3128JRP26	FHLMC POOL # 847641	2	316,777.53	334,307.1	319,332.16	316,988.64	17,318.46		43.44		—	—	2.615	MON	695.88	2,063.9	2222012	4252037
3128JR6Z4	FHLMC POOL # 848088	2	4,406,900.25	4,451,220.49	4,193,927.37	4,391,125.99	60,094.5		(12,603.49	)	—	—	2.642	MON	9,233.63	27,211.09	3082011	3252058
31300L3D5	FHLMC POOL # 848896	2	1,320,958.63	1,318,763.84	1,255,813.32	1,319,657.05	(893.21	)	(4,437.43	)	—	—	2.945	MON	3,081.98	9,655.78	4222013	7152022
31300MZV8	FHLMC POOL # 849756	2	10,809,038.38	10,946,236.4	10,624,357.16	10,806,953.54	139,282.86		(9,395.94	)	—	—	2.711	MON	24,011.04	74,444.94	12092015	9152020
3128KWBZ5	FHLMC POOL # A65456	2	9,936.71	11,137.47	9,563.16	9,907.53	1,229.94		(32.99	)	—	—	6	MON	47.82	147.84	2042009	6252033
3128KWFX6	FHLMC POOL # A65582	2	17,454.41	19,563.59	16,798.23	17,401.67	2,161.92		(50.81	)	—	—	6	MON	83.99	258.86	2042009	6172031
3128KWFY4	FHLMC POOL # A65583	2	18,343.88	20,560.55	17,654.26	18,289.3	2,271.25		(12.57	)	—	—	6	MON	88.27	266.52	2042009	2102051
3128KWNV1	FHLMC POOL # A65804	2	335,954.06	385,952.63	332,139.61	335,608.58	50,344.05		(51.88	)	—	—	6	MON	1,660.7	5,001.48	11022007	2102051
3128KWNX7	FHLMC POOL # A65806	2	602,183.66	691,804.06	595,346.46	601,612.21	90,191.85		(83.90	)	—	—	6	MON	2,976.73	8,962.53	11022007	9152048
3128KWTK9	FHLMC POOL # A65954	2	16,715.29	18,735.14	16,086.88	16,658.7	2,076.44		(122.07	)	—	—	6	MON	80.43	272.75	2042009	1122045
3128KWTP8	FHLMC POOL # A65958	2	15,049.54	16,868.15	14,483.79	15,006.38	1,861.77		(38.15	)	—	—	6	MON	72.42	222.65	2042009	6112040
3128KWTZ6	FHLMC POOL # A65968	2	14,922.61	16,725.83	14,361.59	14,878.46	1,847.37		(9.38	)	—	—	6	MON	71.81	216.5	2042009	2102033
3128KWT29	FHLMC POOL # A65969	2	15,773.21	17,679.21	15,180.21	15,727.13	1,952.08		(8.37	)	—	—	6	MON	75.9	228.69	2042009	9112038

3128KW5Q2	FHLMC POOL # A66255	2	184,389.59	208,519.1	182,296.04	184,175.56	24,343.54		(29.57	)	—	—	6	MON	911.48	2,743.98		11022007	3252037
3128KYXE4	FHLMC POOL # A67877	2	17,923.14	20,088.97	17,249.34	17,863.8	2,225.17		(50.12	)	—	—	6	MON	86.25	265.22		2042009	2152033
312929CM2	FHLMC POOL # A82776	2	5,657.5	6,338.98	5,444.81	5,640.41	698.57		(12.04	)	—	—	6	MON	27.22	83.53		2042009	11012024
312930LH1	FHLMC POOL # A83928	2	14,543.46	16,295.32	13,996.72	14,502.45	1,792.87		(40.44	)	—	—	6	MON	69.98	224.31		2042009	9102018
312930LQ1	FHLMC POOL # A83935	2	22,160.31	24,829.67	21,327.23	22,090.08	2,739.59		(80.41	)	—	—	6	MON	106.64	330.45		2042009	3082020
312930RC6	FHLMC POOL # A84083	2	16,060.11	17,982.04	15,456.35	16,003.75	1,978.29		(29.62	)	—	—	6	MON	77.28	235.73		2042009	12152029
312930RV4	FHLMC POOL # A84100	2	7,759.44	8,694.11	7,467.73	7,735.57	958.54		(51.11	)	—	—	6	MON	37.34	125.39		2042009	9202019
312930TB6	FHLMC POOL # A84146	2	8,711.21	9,753.72	8,383.75	8,684.95	1,068.77		(4.84	)	—	—	6	MON	41.92	126.17		2042009	7202021
312942NF8	FHLMC POOL # A93990	2	10,339,084.36	10,352,775.6	9,668,343.06	10,325,469.25	27,306.35		(23,674.25	)	—	—	4	MON	32,227.81	21,807.42		2032016	9152020
31292KJH1	FHLMC POOL # C02964	2	1,377.48	1,543.94	1,325.70	1,373.22	170.72		(0.94	)	—	—	6	MON	6.63	20.01		2042009	5152019
31292SA91	FHLMC POOL # C09032	2	974,900.3	1,004,545.97	957,765.26	974,458.12	30,087.85		(444.32	)	—	—	3.5	MON	2,793.48	8,504.99		9122014	6102019
3128M4HY2	FHLMC POOL # G02647	2	290,505.17	328,136.83	294,508.64	290,726.19	37,410.64		332.66		—	—	5.5	MON	1,349.83	4,263.89		4092007	2102047
3128M4ZG1	FHLMC POOL # G03143	2	2,292.25	2,569.24	2,206.07	2,285.13	284.11		(4.99	)	—	—	6	MON	11.03	34.16		2042009	4102047
3128M5HK9	FHLMC POOL # G03534	2	3,113,261.24	3,487,566.24	3,029,477.20	3,106,266.24	381,300		(3,794.65	)	—	—	6.5	MON	16,409.66	50,427.3		11062007	4102047
3128M6UB2	FHLMC POOL # G04778	2	53,978.8	60,480.87	51,949.52	53,815.41	6,665.46		(117.35	)	—	—	6	MON	259.75	809.57		2042009	4102047
3128M7AZ9	FHLMC POOL # G05124	2	129,808.27	145,444.46	124,928.26	129,425.3	16,019.16		(301.19	)	—	—	6	MON	624.64	1,939.95		2042009	8132027
3128M92M3	FHLMC POOL # G07680	2	3,644,919.77	3,710,867.28	3,448,261.13	3,640,135.86	70,731.42		(7,395.42	)	—	—	4	MON	11,494.21	35,228.4		8122014	8102047
3128MJS68	FHLMC POOL # G08540	2	1,178,919.51	1,182,738.16	1,152,097.00	1,178,919.51	3,818.65		—		—	—	3	MON	1,152.1	(1,152.1	)	3302016	8102046
3128MJUW8	FHLMC POOL # G08596	2	3,476,842.76	3,484,573.68	3,206,772.40	3,472,451.41	12,122.27		(12,048.20	)	—	—	4.5	MON	12,025.39	37,209.63		8152014	2102048
3128MJU32	FHLMC POOL # G08601	2	1,463,282.63	1,461,763.18	1,369,253.43	1,462,406.38	(643.2	)	(4,354.53	)	—	—	4	MON	4,564.18	14,099.69		3232015	4152050
3128MJU81	FHLMC POOL # G08606	2	3,951,889.18	4,028,178.36	3,773,249.40	3,948,416.72	79,761.64		(7,758.41	)	—	—	4	MON	12,577.5	38,800.91		9182014	4152050
3128MJV23	FHLMC POOL # G08632	2	4,400,610.41	4,403,176.99	4,202,658.36	4,397,805.42	5,371.57		(5,412.44	)	—	—	3.5	MON	12,257.75	37,393.93		3232015	2102048
3128MJWP1	FHLMC POOL # G08653	2	3,046,595.98	3,058,999.14	2,985,029.74	3,046,176.34	12,822.8		(419.64	)	—	—	3	MON	7,462.57	(3,233.78	)	3032016	7152047
3128MJW89	FHLMC POOL # G08670	2	1,585,339.09	1,599,937.44	1,561,249.49	1,585,052.81	14,884.63		(338.22	)	—	—	3	MON	3,903.12	11,785.81		10272015	12102018
3128MJW97	FHLMC POOL # G08671	2	4,674,285.82	4,716,744.36	4,501,946.03	4,671,617.35	45,127.01		(3,163.99	)	—	—	3.5	MON	13,130.67	39,821.21		11032015	5102047
3128MJXE5	FHLMC POOL # G08676	2	2,024,559.11	2,057,657.5	1,963,952.74	2,023,797.29	33,860.21		(1,025.21	)	—	—	3.5	MON	5,728.19	17,328.92		11172015	7152047
3128MJXJ4	FHLMC POOL # G08680	2	6,759,686.13	6,942,050.89	6,774,185.76	6,759,727.79	182,323.1		155.80		—	—	3	MON	16,935.46	51,106.29		12172015	2102036
3128MJXR6	FHLMC POOL # G08687	2	4,156,624.89	4,166,012.17	3,976,293.92	4,155,222.1	10,790.07		(1,402.79	)	—	—	3.5	MON	11,597.52	(5,025.59	)	2162016	2102036
3128MJXX3	FHLMC POOL # G08693	2	4,485,498.06	4,493,780.72	4,289,136.05	4,482,199.81	11,580.91		(3,298.25	)	—	—	3.5	MON	12,509.98	(1,251	)	3032016	10102053
3128MBBR7	FHLMC POOL # G12548	2	310,763.97	327,496.71	310,085.68	310,244.04	17,252.67		(53.76	)	—	—	5.5	MON	1,421.23	4,524.05		3302007	10102047
3128MBU70	FHLMC POOL # G13106	2	361,541.44	348,625.7	337,101.58	354,241.56	(5,615.86	)	(2,955.13	)	—	—	5	MON	1,404.59	4,535.13		7172013	12102047
3128MCRQ0	FHLMC POOL # G13895	2	835,884.53	807,786.15	776,438.46	809,528.27	(1,742.12	)	(8,524.85	)	—	—	5	MON	3,235.16	10,911.88		11102011	3102048
3128MDCL5	FHLMC POOL # G14375	2	122,524.06	120,776	115,130.53	121,684.72	(908.72	)	(569.02	)	—	—	4	MON	383.77	1,203.42		12132013	5102048
3128MDM91	FHLMC POOL # G14684	2	1,348,818.17	1,342,329.91	1,282,584.70	1,332,175.79	10,154.12		(5,823.93	)	—	—	3	MON	3,206.46	10,244.09		2132013	8102055

3128MDNM1	FHLMC POOL # G14696	2	508,599.09	498,574.85	458,068.41	498,310.11	264.74		(5,288.29	)	—	—	6	MON	2,290.34	7,363.14		3012013	8102055
3128MDVW0	FHLMC POOL # G14929	2	591,724.6	581,889.66	551,744.68	587,991.47	(6,101.81	)	(1,806.48	)	—	—	4	MON	1,839.14	5,672.6		11192013	3102046
3128MD3A9	FHLMC POOL # G15093	2	485,843.54	492,373.03	468,494.60	485,149.63	7,223.4		(891.97	)	—	—	3	MON	1,171.24	3,606.04		7132015	3102048
3128MD5G4	FHLMC POOL # G15147	2	2,564,387.55	2,598,245.59	2,473,375.09	2,557,613.51	40,632.08		(3,888.24	)	—	—	3	MON	6,183.44	18,967.77		8132014	3102048
3128MEHM6	FHLMC POOL # G15436	2	1,574,416.6	1,584,234.03	1,507,294.87	1,572,700.56	11,533.47		(2,945.72	)	—	—	3	MON	3,768.24	11,560.72		9212015	8102046
3128MMUS0	FHLMC POOL # G18592	2	5,224,609.38	5,231,139	5,000,000.00	5,224,609.38	6,529.62		—		—	—	3	MON	7,083.34	(7,083.34	)	3302016	9102045
31335ACR7	FHLMC POOL # G60080	2	2,913,176.82	2,958,336.53	2,823,615.27	2,911,687.33	46,649.2		(2,058.48	)	—	—	3.5	MON	8,235.54	25,029.81		6082015	2162021
31335ACS5	FHLMC POOL # G60081	2	2,958,572.06	3,000,141.06	2,773,932.21	2,955,666.26	44,474.8		(5,003.58	)	—	—	4	MON	9,246.44	28,172.93		6082015	2152029
31335AHP6	FHLMC POOL # G60238	2	5,096,686.41	5,190,976.64	4,919,136.32	5,095,674.49	95,302.15		(3,488.02	)	—	—	3.5	MON	14,347.49	43,509.4		12212015	10152023
3128MTB72	FHLMC POOL # H00962	2	33,010.96	36,643.58	32,376.09	32,963.49	3,680.09		(3.62	)	—	—	6.5	MON	175.37	526.11		10312007	6152033
3128MTEE4	FHLMC POOL # H01033	2	505,000.2	560,571.8	495,287.90	503,965.91	56,605.89		(2,091.05	)	—	—	6.5	MON	2,682.81	9,932.13		10312007	7102047
3128MTF29	FHLMC POOL # H01085	2	101,665.13	112,852.63	99,709.87	101,444.85	11,407.78		(37.99	)	—	—	6.5	MON	540.1	1,630.2		10312007	9152048
3128PVWH9	FHLMC POOL # J16048	2	1,803,806.68	1,811,398.17	1,707,493.39	1,783,404.4	27,993.77		(7,125.10	)	—	—	4	MON	5,691.64	17,703.17		8022011	12262035
3128PV4J6	FHLMC POOL # J16225	2	1,486,649.84	1,492,906.54	1,407,270.96	1,470,553.4	22,353.14		(3,781.85	)	—	—	4	MON	4,690.9	14,457.47		8022011	1152021
31307MPM2	FHLMC POOL # J31328	2	345,072.49	346,410.26	331,104.05	344,663.2	1,747.06		(379.49	)	—	—	3	MON	827.76	2,510.66		9022015	12152022
31307MRM0	FHLMC POOL # J31392	2	314,716.31	315,936.37	301,976.66	314,334.83	1,601.54		(363.12	)	—	—	3	MON	754.94	2,291.69		9022015	10152044
31307MR40	FHLMC POOL # J31407	2	419,803.66	420,611.35	402,026.55	419,357.13	1,254.22		(492.79	)	—	—	3	MON	1,005.07	3,050.01		9212015	2252021
31307MSH0	FHLMC POOL # J31420	2	179,447.94	180,999.32	172,183.92	179,231.96	1,767.36		(295.86	)	—	—	3	MON	430.46	1,321.03		9022015	10182029
31307MSY3	FHLMC POOL # J31435	2	397,255.76	398,795.84	381,174.96	396,783.17	2,012.67		(550.31	)	—	—	3	MON	952.94	2,901.44		9022015	6152018
31307NN34	FHLMC POOL # J32210	2	528,555.71	533,125.27	507,159.92	527,927.78	5,197.49		(878.04	)	—	—	3	MON	1,267.9	3,871.92		9022015	4152021
31307NPD0	FHLMC POOL # J32220	2	103,337.11	104,230.49	99,154.05	103,213.22	1,017.27		(114.36	)	—	—	3	MON	247.88	751.66		9022015	10152018
3132GLQP2	FHLMC POOL # Q05262	2	2,836,264.09	2,878,003.31	2,740,765.56	2,830,804.5	47,198.81		(2,588.00	)	—	—	3.5	MON	7,993.9	24,347		2032012	9152021
3132GMDN9	FHLMC POOL # Q05809	2	3,936,280.11	3,982,126.94	3,718,953.76	3,930,387.31	51,739.63		(8,595.62	)	—	—	4	MON	12,396.52	38,091.92		6272014	6172019
3132GSEB1	FHLMC POOL # Q07030	2	605,772.49	604,886.66	577,442.00	605,772.49	(885.83	)	—		—	—	3.5	MON	673.68	(673.68	)	3312016	7152020
3132JMGH6	FHLMC POOL # Q20200	2	6,180,488.07	6,204,920.61	5,916,996.82	6,178,054.68	26,865.93		(5,083.37	)	—	—	3.5	MON	17,257.9	11,620.98		1282016	8162021
3132M55C2	FHLMC POOL # Q25643	2	1,875,510.51	1,875,100.87	1,732,573.21	1,872,646.38	2,454.49		(5,498.92	)	—	—	4	MON	5,775.24	17,790.24		1222015	10162017
3132M92R4	FHLMC POOL # Q29184	2	2,499,977.22	2,501,382.79	2,340,357.55	2,497,242.73	4,140.06		(5,233.53	)	—	—	4	MON	7,801.2	23,816.61		12112014	10152019
3132QLQT3	FHLMC POOL # Q30465	2	2,678,113.35	2,702,952.74	2,569,318.76	2,675,880.21	27,072.53		(2,063.72	)	—	—	3.5	MON	7,493.84	22,727.69		12112014	6172019
3132QNGH6	FHLMC POOL # Q31999	2	2,184,688.88	2,177,336.99	2,078,182.09	2,182,992.73	(5,655.74	)	(2,662.11	)	—	—	3.5	MON	6,061.37	18,448.88		4152015	2182020
3132QNP37	FHLMC POOL # Q32241	2	2,356,923.17	2,355,764.71	2,248,484.28	2,355,341.84	422.87		(2,266.03	)	—	—	3.5	MON	6,558.07	15,275.79		2162016	5152020
3134G8NS4	FHLMC SENIOR AGENCY BND	1	1,749,825	1,751,189.88	1,750,000.00	1,749,825.47	1,364.41		0.47		—	—	1.4	MS	136.11	—		3212016	6152018
3137B6U82	FHLMC SENIOR AGENCY CMO 4286 MP	2	3,821,360.1	3,806,967.45	3,519,456.70	3,810,535.47	(3,568.02	)	(14,820.55	)	—	—	4	MON	11,731.52	36,199.18		4222015	4222027
3137B8MW4	FHLMC SENIOR AGENCY CMO_4322-DN	2	4,298,649.55	4,353,035.87	4,006,313.85	4,245,672.24	107,363.63		(13,363.75	)	—	—	4	MON	13,354.37	41,121.23		8202014	12312049
3137BDJQ0	FHLMC SENIOR AGENCY CMO_4384-HN	2	901,553.09	917,272.88	854,362.89	893,307.09	23,965.79		(2,642.89	)	—	—	3.5	MON	2,491.89	7,663.57		10072014	10012017

3137A47K7	FHLMC SENIOR CMO_3778 M		2	180,933.71	182,737.83	166,519.39	179,043.6	3,694.23		(647.96	)	—	—		4.5	MON	624.45	1,935.98		1132014	10122023
3137EADP1	FHLMC UNSECURED AGENCY BND			14,877,000	15,029,401.05	15,000,000.00	14,952,506.01	76,895.04		6,054.96		—	—		0.875	MS	8,750	65,625		2012013	11242017
31395EC47	FHLMC_2839 CMO_2839 TS		2	436,555.08	420,441.82	406,333.99	422,862.54	(2,420.72	)	(3,900.48	)	—	—		5	MON	1,693.06	5,689.42		3072013	10012017
31397JAB0	FHLMC_3346A AGNECY CMO_3335-AF		2	95,181.78	94,974.01	95,174.34	95,177.3	(203.29	)	(1.01	)	—	—		0.586	MON	24.8	143.86		7222011	10012017
31398Q4P9	FHLMC_3674 SENIOR AGENCY CMO 3674 HJ		2	1,243,099.16	1,245,721.58	1,112,704.14	1,231,551.64	14,169.94		(7,540.02	)	—	—		5.5	MON	5,099.9	15,856.46		11202013	10012017
3137BDKF2	FHR AGENCY CMO_4384 LA		2	3,970,271.14	3,982,812.79	3,769,990.42	3,946,677.16	36,135.63		(10,947.31	)	—	—		3.5	MON	10,995.81	33,893.4		8272014	10012017
31283AKB5	FHSTR CMO_282 150		2	3,259,774.39	3,304,423.24	3,333,307.15	3,266,237.44	38,185.8		4,667.35		—	—		1.5	MON	4,166.63	12,884.07		10172012	4092018
31620MAP1	FIDELITY NATIONAL INFORMATION CORP BND		1	3,060,900	3,102,134.85	3,000,000.00	3,056,085.24	46,049.61		(2,901.61	)	—	—		3.625	AO	48,635.42	—		10282015	3252058
316773CR9	FIFTH THIRD BANK CAPSEC CORP BND		1	7,895,000	6,960,000	8,000,000.00	7,897,182.82	(937,182.82	)	102.17		—	—		4.9	MS	1,088.89	196,000		11242014	11252034
31677QBF5	FIFTH THIRD BANK SENIOR CORP BND		1	2,349,459.5	2,375,791.88	2,350,000.00	2,349,467.59	74,789.23		8.09		—	—		2.3	MS	2,402.22	—		3102016	12252035
31677QBC2	FIFTH THIRD BANK SENIOR CORP BND		1	4,342,897.5	4,419,617.84	4,350,000.00	4,344,828.61	26,324.29		208.91		—	—		2.875	AO	62,531.25	—		3132015	4252037
31677AAB0	FIFTH THIRD BANK SUB CORP BND		1	879,128.8	901,618.96	880,000.00	879,132.14	22,486.82		3.34		—	—		3.85	MS	1,505.78	—		3102016	6252035
BRSP22SV0	FIRST DATA CORPORATION SENIOR SECURED TE		2	1,977,500	1,993,334	2,000,000.00	1,985,950.19	7,383.81		1,405.72		—	—		—	MJSD	—	19,845.92		7312014	3312025
BRSU8ETX2	FIRST DATA CORPORATION SENIOR SECURED TE		1	2,255,202.52	2,256,150.05	2,272,244.35	2,256,068.47	81.58		640.69		—	—		—	MJSD	—	23,341.32		11052015	12312049
33766QAA5	FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A		2	78,159.61	77,974.65	78,159.69	78,158.69	(184.04	)	0.25		—	—		0.679	JJ	112.04	443.84		6122013	4212025
BRSFEV6K3	FLY FUNDING II SARL SENIOR SECURED TERM	F	2	2,575,053.73	2,559,292.68	2,584,327.06	2,577,338.3	(18,045.62	)	576.67		—	—		—	FMAN	—	22,434.09		10192015	2182020
BRSHZJ755	FLYING FORTRESS INC SENIOR SECURED TERM		1	1,063,095.24	1,062,429.97	1,064,425.77	1,063,324.27	(894.3	)	67.24		—	—		—	JAJO	—	9,417.21		5012015	3312025
30249UAA9	FMC TECHNOLOGIES INC SENIOR CORP BND			349,184.5	340,375	350,000.00	349,748.22	(9,373.22	)	40.90		—	—		2	AO	3,500	—		9182012	3172025
BRSL7M1V9	FMG RESOURCES (AUGUST 2006) PT SENIOR SE	F		5,494,225.19	4,666,268.35	5,535,857.45	5,511,787.02	(845,518.67	)	1,914.91		—	—		—	MJSD	—	40,087.06		11152013	4092020
BRSYD5VW6	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	D		1,022,513.19	1,015,056.03	700,000.00	1,022,515.71	3,135.72		2.52		—	(16,483.73	)	1.25	MAR	2,716.83	1,920.86		1062016	5152017
D2R6L0P26	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	D		1,157,414.94	1,160,064.03	800,000.00	1,156,928.31	5,377.08		(650.89	)	—	5,174.6		1.25	MAR	945.07	1,308.85		2162016	8012027
30254WAE9	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	F		1,366,562.56	1,372,167.23	1,367,000.00	1,366,790.15	(10,376.66	)	36.29		—	—		1.125	MS	1,110.69	7,689.38		8272014	5012019
BRSTSH835	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	D		2,377,639.35	2,308,143.06	1,600,000.00	2,377,794.6	(69,651.54	)	24.51		—	(77,592.69	)	1	APR	18,598.52	(7,144.54	)	1182016	8022016
30254WAF6	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	F		7,524,617.94	7,519,534.72	7,534,000.00	7,529,911.38	(7,459.68	)	1,223.82		—	—		0.625	JJ	7,978.71	23,543.75		6082015	11012019
3135G0WJ8	FNMA AGENCY BND			1,995,720	2,003,180.08	2,000,000.00	1,998,180.76	43,257.32		210.52		—	—		0.875	MN	6,319.45	—		4112013	12312049
3135G0E58	FNMA AGENCY BND			5,491,090	5,535,969.56	5,500,000.00	5,492,712.24	4,999.32		698.61		—	—		1.125	AO	27,843.75	—		8272015	2282021
3135G0ZB2	FNMA AGENCY BND			6,726,442.5	6,750,742.5	6,750,000.00	6,741,961.62	8,780.88		1,888.34		—	—		0.75	AO	22,640.62	—		3062014	9262018
31398SVZ3	FNMA AGENCY CMO _10-139-MA		2	1,637,577.77	1,600,531.37	1,601,840.71	1,636,374.61	(35,843.24	)	(1,787.24	)	—	—		2.5	MON	3,337.17	10,301.87		11092010	10012017
31398SZN6	FNMA AGENCY CMO _10-141-G		2	8,064,358.48	8,230,515.83	7,755,356.03	8,019,147.89	211,367.94		(7,450.49	)	—	—		3.5	MON	22,619.79	67,923.25		7212014	10012017
3136ALUX7	FNMA AGENCY CMO 2014-70 KP		2	4,289,188.49	4,309,786.35	4,070,404.25	4,261,273.95	48,512.4		(10,261.53	)	—	—		3.5	MON	11,872.01	36,526.56		10242014	2152040
3136A1PM1	FNMA AGENCY CMO__11-96-PA		2	2,662,402.09	2,624,016.24	2,608,408.05	2,655,421.95	(31,405.71	)	(3,918.52	)	—	—		2.5	MON	5,434.18	16,830.65		9062011	3152019
3136ABTM5	FNMA AGENCY CMO__13-7-CT		2	1,175,595.72	1,195,403.8	1,179,109.45	1,175,747.06	19,656.74		896.54		—	—		2	MON	1,965.18	7,177.83		1032013	4092020
31398GEH8	FNMA AGENCY CMO_09-100-MA		2	472,398.54	473,959.43	455,987.55	471,421.3	2,538.13		(1,309.14	)	—	—		3	MON	1,139.97	3,590.15		11132009	10012017
31397NLS2	FNMA AGENCY CMO_09-11 LC		2	497,555.52	491,612.85	467,462.61	494,114.88	(2,502.03	)	(2,547.09	)	—	—		4.5	MON	1,752.98	5,491.82		2072014	10012017

31398MU53	FNMA AGENCY CMO_10-29-PA	2	101,225.26	100,021.23	98,413.59	99,792.51	228.72		(674.73	)	—	—	4.5	MON	369.05	1,285.08	3162010	10012017
31398MAY2	FNMA AGENCY CMO_10-9 MC	2	896,750	854,731.2	800,000.00	847,043.34	7,687.86		(6,867.42	)	—	—	5	MON	3,333.33	9,999.99	5212014	10012017
31392ER28	FNMA CMO_02-64 PG	2	710,819.91	730,115.18	645,278.94	708,299.38	21,815.8		(2,940.73	)	—	—	5.5	MON	2,957.53	9,079.4	9182002	10012017
31394DA42	FNMA CMO_05-48 AR	2	43,770.01	46,088.52	43,457.68	43,504.7	2,583.82		(18.18	)	—	—	5.5	MON	199.18	643.57	12202007	10012017
3136A9FV5	FNMA CMO_12-111 LB	2	583,864.33	596,595.63	565,059.12	583,512.92	13,082.71		(63.08	)	—	—	3.5	MON	1,648.09	4,944.27	2282014	9202019
3136ABFX6	FNMA CMO_12-146 NA	2	1,808,243.06	1,858,397.39	1,836,973.32	1,809,655.3	48,742.09		1,161.68		—	—	2	MON	3,061.62	9,379.77	12052012	7152021
3136AHYJ3	FNMA CMO_13-135 GB	2	3,790,881.97	3,889,807.6	3,810,870.00	3,792,492.12	97,315.48		1,047.58		—	—	2.5	MON	7,939.31	24,577.18	12182013	7182026
3136AEXL6	FNMA CMO_13-64 KA	2	2,264,371.66	2,329,625.66	2,341,815.51	2,269,795.82	59,829.84		3,311.72		—	—	2	MON	3,903.03	12,014.59	5232013	2202045
31371NAC9	FNMA POOL # 256603	2	222,154	234,733.71	221,945.90	221,778.05	12,955.66		(6.77	)	—	—	5.5	MON	1,017.25	3,221.86	7172008	5012027
31371NE35	FNMA POOL # 256754	2	81,150.97	80,968.53	76,557.53	79,476.77	1,491.76		(628.99	)	—	—	5.5	MON	350.89	1,192.55	9292009	4152024
31385W2S7	FNMA POOL # 555285	2	1,184,933.4	1,239,923.94	1,075,379.16	1,173,832.74	66,091.2		(6,405.61	)	—	—	6	MON	5,376.9	16,711.24	1052011	10012017
31385XAZ0	FNMA POOL # 555424	2	1,254,695.07	1,298,967.08	1,152,666.11	1,245,782.4	53,184.68		(6,614.69	)	—	—	5.5	MON	5,283.05	16,484.84	1252012	10012017
31385XEW3	FNMA POOL # 555549	2	34,457.19	36,195.77	34,739.45	34,563.88	1,631.89		41.01		—	—	5	MON	144.75	492.82	12142007	10012017
31385XK48	FNMA POOL # 555715	2	45,102.12	47,900.28	45,504.82	45,148.51	2,751.77		19.76		—	—	2.515	MON	95.37	289.9	4022007	10012017
31400EGH7	FNMA POOL # 685200	2	32,782.1	34,436.15	33,050.63	32,887.63	1,548.52		41.71		—	—	5	MON	137.7	469.86	12142007	10012017
31400PG58	FNMA POOL # 693320	2	50,224.43	53,995.36	50,665.78	50,275.76	3,719.6		10.04		—	—	2.642	MON	111.55	322.7	8102006	10012017
31400QJ87	FNMA POOL # 694287	2	6,049.34	6,502.1	6,103.33	6,054.98	447.12		1.04		—	—	2.725	MON	13.86	35.37	4022007	10012017
31400SA33	FNMA POOL # 695826	2	15,314.96	16,087.72	15,440.44	15,363.33	724.39		15.17		—	—	5	MON	64.33	213.28	12142007	10012017
31401A3C9	FNMA POOL # 702895	2	32,693.32	34,342.92	32,961.14	32,797.15	1,545.77		39.51		—	—	5	MON	137.33	465.89	12142007	10012017
31401DVW8	FNMA POOL # 705429	2	74,934.84	80,957.88	75,808.44	75,037.73	5,920.15		19.97		—	—	2.721	MON	171.9	470.29	8102006	10012017
31401MKS9	FNMA POOL # 712305	2	614,424.99	606,410.73	576,924.88	611,054.81	(4,644.08	)	(1,727.23	)	—	—	2.55	MON	1,225.97	3,764.48	2232012	10012017
31402DQB9	FNMA POOL # 725950	2	67,481.94	71,327.18	68,099.06	67,680.56	3,646.62		67.52		—	—	5	MON	283.75	926.24	7172008	10012017
31402HD32	FNMA POOL # 729222	2	768,853.74	832,266.57	777,352.98	769,578.72	62,687.85		446.24		—	—	2.455	MON	1,590.34	4,947.96	9172008	10012017
31402QYX3	FNMA POOL # 735226	2	310,702.75	310,772.44	280,227.95	310,268.77	503.67		(1,627.31	)	—	—	5	MON	1,167.62	1,915.76	1042016	10012017
31402RB81	FNMA POOL # 735463	2	77,674.32	82,576.74	78,316.80	77,735.61	4,841.13		3.98		—	—	2.759	MON	180.06	460.36	9282006	10012017
31402RF87	FNMA POOL # 735591	2	2,387,317.79	2,551,082.1	2,300,347.20	2,379,511.38	171,570.72		(5,764.35	)	—	—	5	MON	9,584.78	29,977.98	4302010	10012017
31402YSV7	FNMA POOL # 742232	2	1,906.17	2,057.42	1,935.79	1,908.29	149.13		0.64		—	—	3.125	MON	5.04	13.43	4022007	10012017
31403C2L4	FNMA POOL # 745179	2	111,061.63	116,665.39	111,971.42	111,359.07	5,306.32		153.84		—	—	5	MON	466.55	1,602.57	12142007	10012017
31403DCE7	FNMA POOL # 745369	2	110,198.9	116,368.16	111,101.57	110,469.38	5,898.78		110.97		—	—	5	MON	462.92	1,530.06	12142007	10012017
31403DCZ0	FNMA POOL # 745388	2	239,276.63	251,349.57	241,236.65	239,969.31	11,380.26		269.36		—	—	5	MON	1,005.15	3,369.32	12142007	10012017
31403H3P3	FNMA POOL # 749706	2	173,500.04	184,933.55	175,682.34	173,746.6	11,186.95		52.89		—	—	2.659	MON	389.28	1,176.17	5152006	10012017
31403KDB6	FNMA POOL # 750798	2	3,738.88	4,044.5	3,797.00	3,745.88	298.62		1.43		—	—	2.324	MON	7.35	22.22	4022007	10012017
31403VBR9	FNMA POOL # 758848	2	59,832.98	62,851.94	60,323.13	60,001.78	2,850.16		69.53		—	—	5	MON	251.35	835.94	12142007	10012017
31404CLB4	FNMA POOL # 764522	2	9,319.61	10,069.54	9,508.29	9,336.1	733.44		3.55		—	—	2.522	MON	19.98	60.51	9302008	10012017

31404LRF9	FNMA POOL # 771886	2	47,712.3	49,999.36	48,510.07	47,803.25	2,196.11	174.30		—	—	2.541	MON	102.72	350.95	8102006	10012017
31404NBP0	FNMA POOL # 773246	2	64,090.69	67,972.88	64,627.07	64,133.66	3,839.22	28.04		—	—	2.505	MON	134.91	405.45	4022007	10012017
31404VGA0	FNMA POOL # 779693	2	352,435.56	373,325.92	355,770.87	352,804.05	20,521.87	72.58		—	—	2.363	MON	700.57	2,121.76	2242006	10012017
31405PAG5	FNMA POOL # 794807	2	80,048.24	84,673.5	79,830.34	80,006.01	4,667.49	(6.05	)	—	—	2.224	MON	147.96	447.54	6302007	10012017
31405UMM8	FNMA POOL # 799664	2	35,015.4	36,805.41	35,290.69	35,043.5	1,761.91	16.86		—	—	2.445	MON	71.9	224.62	4022007	10012017
31405UR84	FNMA POOL # 799811	2	92,621.52	94,354.16	92,379.50	92,571.5	1,782.66	(4.72	)	—	—	2.266	MON	174.44	526.84	6302007	10012017
31405UTZ2	FNMA POOL # 799868	2	8,562.3	9,075.53	8,629.60	8,568.85	506.68	1.31		—	—	2.37	MON	17.04	51.59	4022007	10012017
31406BB90	FNMA POOL # 804764	2	111,465.84	118,174.47	112,342.08	111,546.88	6,627.59	37.96		—	—	2.505	MON	234.51	725.82	4022007	10012017
31406BEZ9	FNMA POOL # 804852	2	82,184.81	86,386.64	82,830.91	82,246.18	4,140.46	22.93		—	—	2.485	MON	171.53	524.08	4022007	10012017
31406BJF8	FNMA POOL # 804962	2	93,731.79	100,459.21	94,468.63	93,798.55	6,660.66	68.93		—	—	2.523	MON	198.62	615.64	4022007	10012017
31406BQQ6	FNMA POOL # 805163	2	139,107.72	147,038.88	140,272.03	139,212.52	7,826.36	57.51		—	—	2.566	MON	299.95	882.48	4022007	10012017
31406DG67	FNMA POOL # 806721	2	180,753.68	190,071.19	182,174.66	180,893.02	9,178.17	108.42		—	—	2.545	MON	386.36	1,229.35	4022007	10012017
31406GLK3	FNMA POOL # 809530	2	28,637.79	30,791.89	28,840.61	28,660.86	2,131.03	2.43		—	—	2.407	MON	57.83	170.31	9282006	10012017
31406MYP5	FNMA POOL # 814418	2	81,220.95	85,727.65	81,946.17	81,290.32	4,437.33	67.25		—	—	2.462	MON	168.13	435.41	4022007	10012017
31406PKU2	FNMA POOL # 815807	2	148,518.83	154,857.71	149,936.16	148,680.38	6,177.33	150.08		—	—	2.434	MON	304.12	895.46	9282006	10012017
31406TLC3	FNMA POOL # 819423	2	207,363.74	220,613.45	209,215.34	207,508.42	13,105.03	103.48		—	—	3.031	MON	528.62	1,347.94	4022007	10012017
31406TTE1	FNMA POOL # 819649	2	1,667,377.61	1,676,656.09	1,611,966.27	1,661,354.32	15,301.77	(3,410.71	)	—	—	2.576	MON	3,460.35	9,408.62	12042009	10012017
31406VHE9	FNMA POOL # 821129	2	83,323.8	87,752.68	84,067.80	83,373.72	4,378.96	30.95		—	—	2.435	MON	170.59	481.53	4022007	10012017
31407D5R2	FNMA POOL # 828056	2	367,469.46	379,513.87	361,312.90	366,756.42	12,757.45	(305.91	)	—	—	2.499	MON	752.43	2,342.52	2202009	10012017
31407E6W8	FNMA POOL # 828985	2	190,316.99	208,514.42	196,869.04	190,824.15	17,690.27	66.21		—	—	2.368	MON	388.49	1,173.28	3162006	10012017
31407GC22	FNMA POOL # 829989	2	514,025.03	534,527.35	518,910.07	514,458.77	20,068.58	825.25		—	—	2.575	MON	1,113.49	3,391.5	1202006	10012017
31408C6D3	FNMA POOL # 847868	2	440,097.51	466,049.08	444,823.75	440,653.15	25,395.93	1,445.84		—	—	2.261	MON	838.12	3,392.82	5122006	10012017
31409UBQ7	FNMA POOL # 878547	2	486,789.36	527,495.93	490,718.94	487,075.06	40,420.87	242.25		—	—	2.862	MON	1,170.36	3,102.4	5042006	10012017
31410FU60	FNMA POOL # 888105	2	100,969.12	106,063.61	101,796.20	101,187.2	4,876.41	122.23		—	—	5	MON	424.14	1,423.96	12142007	10012017
31410GAG8	FNMA POOL # 888407	2	4,205,451.62	4,210,912.57	3,802,075.20	4,201,911.92	9,000.65	(29,580.66	)	—	—	5	MON	15,841.98	49,566.95	12212015	10012017
31410GC35	FNMA POOL # 888490	2	135,385.08	139,091.16	135,691.79	135,396.11	3,695.05	26.26		—	—	2.398	MON	271.16	796.86	6182007	10012017
31410GC50	FNMA POOL # 888492	2	66,391.12	70,787.48	66,265.01	66,353.25	4,434.23	(9.28	)	—	—	2.744	MON	151.53	424.01	6182007	10012017
31410GDC4	FNMA POOL # 888499	2	448,994.25	473,956.32	451,516.93	449,244.84	24,711.48	199.99		—	—	2.493	MON	938.03	2,944.63	2222012	10012017
31410GDF7	FNMA POOL # 888502	2	62,637.9	67,415.66	63,452.08	62,747.67	4,667.99	34.57		—	—	2.098	MON	110.94	315.3	6182007	10012017
31410GDL4	FNMA POOL # 888507	2	254,082.84	268,780.45	258,530.55	254,522.2	14,258.25	133.46		—	—	2.61	MON	562.3	1,682.39	6182007	10012017
31410GDM2	FNMA POOL # 888508	2	314,400.9	335,714.9	318,796.56	314,819.93	20,894.97	100.58		—	—	2.753	MON	731.37	1,981.05	6182007	10012017
31410GDQ3	FNMA POOL # 888511	2	44,233.47	46,747.63	44,635.26	44,269.83	2,477.8	25.97		—	—	2.533	MON	94.22	286.91	6182007	10012017
31410GDS9	FNMA POOL # 888513	2	72,362.69	78,099.94	72,741.60	72,389.98	5,709.96	28.21		—	—	2.785	MON	168.76	506.4	6182007	10012017
31410GDX8	FNMA POOL # 888518	2	78,904.98	82,976	79,158.45	78,917.23	4,058.77	0.86		—	—	2.733	MON	180.28	480.33	6182007	10012017

31410GDY6	FNMA POOL # 888519	2	38,701.07	41,931.97	39,365.63	38,763.96	3,168.01	24.43		—	—	2.503	MON	82.11	249.73	6182007	10012017
31410GDZ3	FNMA POOL # 888520	2	481,011.19	503,800.52	484,077.00	481,342.7	22,457.82	176.98		—	—	2.316	MON	934.27	2,912.8	6182007	10012017
31410GD83	FNMA POOL # 888527	2	13,979.34	15,266.56	14,242.67	14,004.02	1,262.54	19.04		—	—	2.656	MON	31.52	94.32	6182007	10012017
31410GPR8	FNMA POOL # 888832	2	1,224,011.39	1,354,484.26	1,177,110.88	1,220,460.73	134,023.53	(4,193.40	)	—	—	6.5	MON	6,376.02	20,204.76	1252008	10012017
31410G4F7	FNMA POOL # 889222	2	734,171.58	735,436.6	664,033.08	733,206.78	2,229.82	(3,475.56	)	—	—	5	MON	2,766.8	4,535.19	1042016	10012017
31410LK84	FNMA POOL # 890519	2	945,274.54	982,830.02	863,202.82	943,003.88	39,826.14	(5,639.92	)	—	—	6	MON	4,316.01	13,498.05	10232013	10012017
31411DA33	FNMA POOL # 904626	2	416,737.32	431,513.87	414,760.73	416,459.63	15,054.24	(165.58	)	—	—	2.605	MON	900.38	2,800.14	12132006	10012017
31411GUY6	FNMA POOL # 907899	2	1,211,538.6	1,254,040.07	1,201,587.94	1,210,241.85	43,798.22	14.64		—	—	2.594	MON	2,597.43	7,793.02	12142006	10012017
31411KCZ4	FNMA POOL # 910088	2	1,062,562.28	1,204,405.5	1,052,693.28	1,061,590.24	142,815.26	(929.16	)	—	—	6	MON	5,263.47	16,728.64	3292007	10012017
31411LEA5	FNMA POOL # 911029	2	62,766.18	62,625.05	59,213.37	61,426.7	1,198.35	(1,103.05	)	—	—	5.5	MON	271.39	984.91	9292009	10012017
31411WPJ0	FNMA POOL # 916725	2	692,531.02	694,003.46	654,488.83	690,750.02	3,253.44	(2,317.55	)	—	—	2.649	MON	1,444.78	4,383.88	2142012	10012017
31412LMG2	FNMA POOL # 928359	2	66,793.15	66,642.97	63,012.40	65,364.02	1,278.95	(343.17	)	—	—	5.5	MON	288.81	938.24	9292009	10012017
31412LQN3	FNMA POOL # 928461	2	146,013.76	145,688.21	137,751.42	143,025.33	2,662.88	(521.04	)	—	—	5.5	MON	631.36	1,954.85	9292009	10012017
31412LVF4	FNMA POOL # 928614	2	791,789.6	788,034.65	745,104.16	775,348.39	12,686.26	(3,505.02	)	—	—	5.5	MON	3,415.06	10,717.77	10212009	10012017
31412SRH0	FNMA POOL # 933488	2	240,570.13	242,433.41	229,182.62	236,840.94	5,592.47	(1,147.92	)	—	—	5	MON	954.93	3,041.74	9292009	10012017
31414ARA2	FNMA POOL # 960481	2	492,130.85	488,411.33	468,835.58	484,344.99	4,066.34	(1,256.57	)	—	—	5	MON	1,953.48	6,016.78	9292009	10012017
31414CRJ9	FNMA POOL # 962289	2	612,429.17	617,172.6	583,439.52	602,909.62	14,262.98	(1,727.93	)	—	—	5	MON	2,431	7,541.14	9292009	10012017
31414GD22	FNMA POOL # 965521	2	68,616.7	68,462.43	64,732.74	67,358.78	1,103.65	(878.77	)	—	—	5.5	MON	296.69	1,063.77	9292009	10012017
31414NB45	FNMA POOL # 970859	2	637,359.95	641,341.8	606,287.69	628,160.33	13,181.47	(2,673.11	)	—	—	5	MON	2,526.2	8,020.2	10212009	10012017
31414RB79	FNMA POOL # 973562	2	557,420.51	571,307.52	525,868.41	547,742.62	23,564.9	(3,784.15	)	—	—	5.5	MON	2,410.23	8,097.22	9292009	10012017
31415MDG7	FNMA POOL # 984003	2	958,640.75	1,107,482.21	987,494.10	960,212.23	147,269.98	311.31		—	—	5.5	MON	4,526.01	13,631.75	7252008	10012017
31415MFS9	FNMA POOL # 984077	2	413,938.02	417,144.09	394,344.06	407,391.06	9,753.03	(1,548.22	)	—	—	5	MON	1,643.1	5,169.85	9292009	10012017
31416BLV8	FNMA POOL # 995040	2	284,023.14	285,797.55	270,176.59	279,519.47	6,278.08	(1,312.09	)	—	—	5	MON	1,125.74	3,607.95	10212009	10012017
31416BSE9	FNMA POOL # 995217	2	621,606.57	619,676.9	585,918.19	611,180.19	8,496.71	(3,435.08	)	—	—	5.5	MON	2,685.46	8,597.98	10212009	10012017
31416BSX7	FNMA POOL # 995234	2	615,600.21	597,352.16	573,318.00	595,754.44	1,597.72	(6,278.54	)	—	—	5	MON	2,388.83	8,143.49	11102011	10012017
31416B4M7	FNMA POOL # 995528	2	651,027.77	651,174.71	626,647.28	641,698.26	9,476.45	(2,264.28	)	—	—	5	MON	2,611.03	8,327.07	3202009	10012017
31416B4N5	FNMA POOL # 995529	2	1,367,444.82	1,392,910.25	1,317,027.39	1,348,964.55	43,945.7	(4,357.89	)	—	—	5.5	MON	6,036.38	19,108.05	2272009	10012017
31416B4P0	FNMA POOL # 995530	2	703,371.94	710,996.03	674,495.13	691,415.78	19,580.25	(2,257.23	)	—	—	5.5	MON	3,091.44	9,802.97	3202009	10012017
31416B7J1	FNMA POOL # 995597	2	75,104.99	74,936.12	70,853.76	73,897.15	1,038.97	(382.60	)	—	—	5.5	MON	324.75	1,035.33	9292009	10012017
31416CME3	FNMA POOL # 995957	2	1,391,208.59	1,398,600.83	1,322,156.88	1,372,051.64	26,549.19	(5,895.87	)	—	—	5	MON	5,508.99	17,433.62	9282009	10012017
31416MZC1	FNMA POOL # AA4338	2	1,175,799.43	1,188,975.79	1,092,813.88	1,172,030.94	16,944.85	(11,536.85	)	—	—	4.5	MON	4,098.05	13,401.55	3212013	10012017
31416PM61	FNMA POOL # AA5780	2	1,724,267.77	1,727,534.33	1,587,814.92	1,722,465.96	5,068.37	(4,626.65	)	—	—	4.5	MON	5,954.3	4,051.71	1222016	10012017
31416TL49	FNMA POOL # AA9346	2	4,987,586.58	5,435,845.92	4,934,496.87	4,982,597.54	453,248.38	(2,743.85	)	—	—	4.5	MON	18,504.37	57,133.4	2022010	10012017
31417AP60	FNMA POOL # AB4044	2	4,227,745.6	4,337,024.64	4,104,607.39	4,223,401.9	113,622.74	(2,686.30	)	—	—	3.5	MON	11,971.77	36,338.97	6272014	10012017

31417CS30	FNMA POOL # AB5937	2	460,419.59	462,214.5	440,263.75	459,954.51	2,259.99		(507.73	)	—	—	3.5	MON	1,284.1	3,904.23		2192015	10012017
31417C7C3	FNMA POOL # AB6290	2	4,589,404.63	4,610,771.95	4,400,987.36	4,587,499.15	23,272.8		(1,905.48	)	—	—	3	MON	11,002.46	(5,867.98	)	3072016	10012017
31417FQC5	FNMA POOL # AB8550	2	1,796,130.45	1,790,419.88	1,735,719.28	1,787,104.25	3,315.63		(2,994.27	)	—	—	2.5	MON	3,616.08	11,147.43		3132013	10012017
31417FX94	FNMA POOL # AB8803	2	15,053.47	14,855.15	14,199.31	14,939.39	(84.24	)	(54.97	)	—	—	3	MON	35.5	109.24		4292013	10012017
31417F2Y3	FNMA POOL # AB8890	2	19,591.06	19,332.94	18,479.41	19,441.7	(108.76	)	(55.64	)	—	—	3	MON	46.2	142.1		4292013	10012017
31417G5T9	FNMA POOL # AB9857	2	9,861,231.1	10,154,787.35	9,844,311.19	9,860,922.73	293,864.62		(550.02	)	—	—	3	MON	24,610.78	74,785.62		12152015	10012017
31417WKV2	FNMA POOL # AC9307	2	1,000,526.86	1,008,134.04	924,274.23	999,705.92	8,428.12		(6,311.66	)	—	—	4.5	MON	3,466.03	5,819.59		1042016	10012017
31419ALC9	FNMA POOL # AE0322	2	629,533.3	608,069.43	580,549.45	615,232.11	(7,162.68	)	(5,939.03	)	—	—	5	MON	2,418.96	7,864.75		2262013	10012017
31419BBT1	FNMA POOL # AE0949	2	2,464,220.11	2,490,262.97	2,324,393.33	2,457,390.75	32,872.22		(5,974.42	)	—	—	4	MON	7,747.98	23,849.61		5022012	10012017
3138A7Q76	FNMA POOL # AH5877	2	506,584.28	499,224.87	472,615.07	502,359.96	(3,135.09	)	(2,218.70	)	—	—	4	MON	1,575.38	4,922.31		12172013	10012017
3138A9YZ1	FNMA POOL # AH7927	2	1,262,067.26	1,290,177.35	1,219,204.58	1,253,830.48	36,346.87		(3,103.35	)	—	—	3.5	MON	3,556.02	11,095.58		8032011	10012017
3138AP6W3	FNMA POOL # AI9884	2	3,115,537.98	3,140,443.44	2,871,877.15	3,110,590.81	29,852.63		(3,506.10	)	—	—	4.5	MON	10,769.53	32,524.06		8152014	10012017
3138E9KT6	FNMA POOL # AK4805	2	71,131.32	71,441.09	68,190.61	70,625.99	815.1		(197.71	)	—	—	3	MON	170.48	541.2		4242012	10012017
3138E9L40	FNMA POOL # AK4846	2	1,706,436.61	1,713,867.83	1,635,888.90	1,694,351.87	19,515.96		(3,221.45	)	—	—	3	MON	4,089.72	12,592.06		4242012	10012017
3138ECD91	FNMA POOL # AK7327	2	3,331,058.51	3,341,440.37	3,118,603.64	3,327,899.88	13,540.49		(10,122.09	)	—	—	4	MON	10,395.34	32,068.91		12012015	10012017
3138EGHT4	FNMA POOL # AL0241	2	3,211,599.66	3,222,127.31	3,009,625.57	3,200,962.12	21,165.19		(9,565.67	)	—	—	4	MON	10,032.08	31,198.41		2272013	10012017
3138EJPG7	FNMA POOL # AL2222	2	624,063.85	616,985.19	588,913.10	618,079.99	(1,094.8	)	(1,687.15	)	—	—	3	MON	1,472.28	4,526.65		8072012	10012017
3138EJRA8	FNMA POOL # AL2280	2	2,439,742.57	2,466,302.15	2,261,147.26	2,436,255.14	30,047.01		(11,554.87	)	—	—	4.5	MON	8,479.3	26,458.99		9152014	10012017
3138EKVP7	FNMA POOL # AL3321	2	4,201,570.94	4,284,280.89	4,084,151.56	4,198,110.42	86,170.47		(5,307.46	)	—	—	3.5	MON	11,912.11	36,611.94		6272014	10012017
3138ELZ63	FNMA POOL # AL4364	2	1,256,695.61	1,260,037.79	1,188,189.09	1,255,560.64	4,477.15		(2,605.17	)	—	—	3.593	MON	3,562.59	10,977.36		2102014	10012017
3138EMCW9	FNMA POOL # AL4584	2	264,184.17	257,215.88	246,038.83	262,280.96	(5,065.08	)	(1,903.14	)	—	—	4.5	MON	922.65	2,949.83		12122013	10012017
3138ENXH7	FNMA POOL # AL6079	2	4,648,664.37	4,658,228.3	4,390,062.25	4,642,874.88	15,353.42		(5,027.54	)	—	—	3.5	MON	12,804.35	38,826.72		1122015	10012017
3138ENZV4	FNMA POOL # AL6155	2	2,952,949.81	2,962,885.99	2,751,328.98	2,949,991.71	12,894.28		(4,581.48	)	—	—	4	MON	9,171.1	27,981.15		3162015	10012017
3138EN7C7	FNMA POOL # AL6290	2	9,860,324.91	9,939,780.72	9,337,981.56	9,848,033.98	91,746.74		(35,890.57	)	—	—	3.5	MON	27,235.78	84,925.48		12022015	10012017
3138EP4F8	FNMA POOL # AL7121	2	5,095,520.64	5,107,998	4,968,210.25	5,095,520.64	12,477.36		—		—	—	3	MON	4,968.21	(4,968.21	)	3302016	10012017
3138EQD41	FNMA POOL # AL7322	2	1,877,292.03	1,900,042.16	1,817,375.43	1,876,445.42	23,596.74		(1,892.00	)	—	—	3	MON	4,543.44	6,442.35		1042016	10012017
3138EQJ78	FNMA POOL # AL7485	2	9,703,241.73	9,566,798.53	9,121,731.37	9,691,404.3	(124,605.77	)	(42,891.64	)	—	—	4	MON	30,405.77	94,985.92		12022015	10012017
3138ETCE4	FNMA POOL # AL8168	2	1,712,952.7	1,714,406.49	1,600,189.35	1,712,935.91	1,470.58		(16.79	)	—	—	4	MON	5,333.97	(5,156.17	)	3242016	10012017
3138LURE7	FNMA POOL # AO4084	2	1,027,025.47	1,022,675.28	966,896.59	1,017,692.64	4,982.64		(4,705.03	)	—	—	3.5	MON	2,820.12	8,862.51		1242013	10012017
3138LYPM3	FNMA POOL # AO7627	2	1,017,177.89	1,026,837.07	980,117.21	1,013,894.36	12,942.71		(1,241.86	)	—	—	3	MON	2,450.29	7,452.58		8152014	10012017
3138M0AK6	FNMA POOL # AO8109	2	9,290,655.96	9,397,475.27	8,948,111.06	9,286,308.92	111,166.35		(6,204.32	)	—	—	3.5	MON	26,098.66	78,862.88		11052015	10012017
3138M5GL7	FNMA POOL # AP2002	2	421,462.57	417,771.88	395,044.01	415,100.29	2,671.59		(1,574.03	)	—	—	3.5	MON	1,152.21	3,568.78		5132013	10012017
3138M8DS9	FNMA POOL # AP4612	2	2,288,488.4	2,292,928.73	2,142,528.65	2,286,783.51	6,145.22		(2,135.14	)	—	—	4	MON	7,141.76	21,573.64		12012015	10012017
3138M8YB3	FNMA POOL # AP5205	2	4,345,742.91	4,324,442.58	4,189,929.87	4,320,272.75	4,169.83		(6,809.26	)	—	—	2.5	MON	8,729.02	26,782		9062012	10012017

3138MBWZ5	FNMA POOL # AP7863	2	475,316.6	471,154.28	445,522.27	468,217.54	2,936.74		(2,067.84	)	—	—	3.5	MON	1,299.44	4,071.86		5132013	10012017
3138MRLL3	FNMA POOL # AQ9330	2	2,157,647.92	2,147,392.69	2,044,709.64	2,153,347.96	(5,955.27	)	(4,077.37	)	—	—	3.5	MON	5,963.74	18,293.4		2252013	10012017
3138W4AB7	FNMA POOL # AR6301	2	18,354.23	18,112.38	17,312.74	18,216.95	(104.57	)	(31.32	)	—	—	3	MON	43.28	131.55		4292013	10012017
3138W9AS9	FNMA POOL # AS0016	2	4,648,228.74	4,776,774.25	4,646,050.92	4,648,112.02	128,662.23		(79.70	)	—	—	3	MON	11,615.13	35,177.74		11122015	10012017
3138W9A26	FNMA POOL # AS0024	2	3,394,298.38	3,451,049.56	3,289,447.24	3,393,809.82	57,239.74		(4,814.98	)	—	—	3.5	MON	9,594.22	29,571.06		12222015	10012017
3138W9GM6	FNMA POOL # AS0203	2	1,886,070.25	1,906,530.03	1,848,239.10	1,885,204.88	21,325.15		(945.79	)	—	—	3	MON	4,620.6	14,054.68		3162015	10012017
3138W9KP4	FNMA POOL # AS0301	2	3,441,895.44	3,531,014.03	3,434,382.73	3,441,824.78	89,189.25		(224.61	)	—	—	3	MON	8,585.96	26,117.28		12222015	10012017
3138W9LM0	FNMA POOL # AS0331	2	2,031,891.96	2,116,845.75	2,058,915.21	2,032,538.61	84,307.14		478.59		—	—	3	MON	5,147.29	15,589.73		9092014	10012017
3138W9VQ0	FNMA POOL # AS0622	2	1,587,110.75	1,599,776.03	1,524,236.00	1,580,120.47	19,655.56		(3,281.27	)	—	—	3	MON	3,810.59	11,747.36		10232013	10012017
3138WAJB4	FNMA POOL # AS1157	2	4,250,786.84	4,298,684.11	4,108,901.35	4,236,942.99	61,741.12		(7,971.29	)	—	—	3	MON	10,272.25	32,054		11262013	10012017
3138WAWT0	FNMA POOL # AS1557	2	4,205,237.43	4,262,709.21	3,961,365.85	4,199,271.37	63,437.84		(9,728.92	)	—	—	4	MON	13,204.55	40,585.61		6272014	10012017
3138WCAD5	FNMA POOL # AS2703	2	4,343,809.44	4,404,256.7	4,092,504.10	4,337,958.14	66,298.56		(8,440.92	)	—	—	4	MON	13,641.68	41,710.69		6272014	10012017
3138WCAV5	FNMA POOL # AS2719	2	6,149,752.38	6,224,361.36	5,779,927.35	6,142,255.24	82,106.12		(17,821.59	)	—	—	4	MON	19,266.42	59,616.92		8152014	10012017
3138WCFK4	FNMA POOL # AS2869	2	811,776.78	824,899.5	785,867.72	809,821.63	15,077.87		(1,341.07	)	—	—	3	MON	1,964.67	6,055.85		9122014	10012017
3138WCPT4	FNMA POOL # AS3133	2	3,630,173.51	3,723,334.66	3,527,651.16	3,627,483.88	95,850.78		(2,563.48	)	—	—	3.5	MON	10,288.99	31,298.18		8132014	10012017
3138WCZ63	FNMA POOL # AS3464	2	2,182,745.22	2,194,819.84	2,088,439.13	2,176,930.55	17,889.29		(4,847.70	)	—	—	3	MON	5,221.1	16,094.12		11242014	10012017
3138WDKR1	FNMA POOL # AS3903	2	3,215,652.22	3,211,123.56	3,004,404.99	3,212,352.78	(1,229.22	)	(7,182.70	)	—	—	4	MON	10,014.68	30,664.58		4132015	10012017
3138WDUJ8	FNMA POOL # AS4184	2	10,724,673.43	10,831,066.49	10,123,585.54	10,719,833.28	111,233.21		(41,099.39	)	—	—	4	MON	33,745.29	105,444.05		12172015	10012017
3138WD3H2	FNMA POOL # AS4399	2	466,554.47	469,374.38	457,196.10	466,389.87	2,984.51		(170.48	)	—	—	3	MON	1,142.99	3,467.5		2112015	10012017
3138WD4J7	FNMA POOL # AS4424	2	1,716,037.02	1,730,734.75	1,616,996.02	1,714,495.76	16,238.99		(3,188.00	)	—	—	4	MON	5,389.99	16,551.37		12092015	10012017
3138WEF79	FNMA POOL # AS4689	2	2,920,408.71	2,964,863.91	2,882,574.89	2,919,460.44	45,403.47		(1,573.72	)	—	—	2.5	MON	6,005.36	18,339.22		11062015	10012017
3138WEKK4	FNMA POOL # AS4797	2	4,566,376.32	4,549,285.19	4,335,703.37	4,562,390.49	(13,105.3	)	(4,644.77	)	—	—	3.5	MON	12,645.8	38,368.11		4102015	10012017
3138WEW88	FNMA POOL # AS5170	2	2,390,631.12	2,434,532.92	2,362,210.38	2,390,281.37	44,251.55		(293.20	)	—	—	3	MON	5,905.53	17,787.26		11032015	10012017
3138WE3P2	FNMA POOL # AS5305	2	3,808,714.86	3,847,088.56	3,679,917.73	3,805,845.84	41,242.72		(6,119.15	)	—	—	3	MON	9,199.79	28,203.78		11122015	10012017
3138WFHS8	FNMA POOL # AS5640	2	2,096,415.15	2,099,109.24	1,993,322.97	2,095,771.56	3,337.68		(643.59	)	—	—	3.5	MON	5,813.86	(2,519.34	)	2182016	10012017
3138WFPA8	FNMA POOL # AS5816	2	2,228,535.01	2,238,061.41	2,130,976.91	2,227,415.02	10,646.39		(1,623.75	)	—	—	3.5	MON	6,215.35	18,798.85		10212015	10012017
3138WFU79	FNMA POOL # AS6005	2	2,829,377.87	2,839,769.79	2,694,044.00	2,829,359.49	10,410.3		(18.38	)	—	—	3.5	MON	7,857.63	(7,595.71	)	3292016	10012017
3138WFX68	FNMA POOL # AS6100	2	3,371,670.46	3,436,626.29	3,255,686.62	3,371,536.61	65,089.68		(1,461.33	)	—	—	3.5	MON	9,495.75	28,678.56		12282015	10012017
3138WFYQ3	FNMA POOL # AS6118	2	2,526,572.93	2,547,831.06	2,437,086.18	2,524,894.07	22,936.99		(2,758.37	)	—	—	3	MON	6,092.71	18,504.54		12112015	10012017
3138WFZU3	FNMA POOL # AS6154	2	10,055,578.45	10,131,462.41	9,690,664.36	10,048,710.55	82,751.86		(13,501.38	)	—	—	3	MON	24,226.66	73,952.65		12022015	10012017
3138WF6E1	FNMA POOL # AS6268	2	2,455,650.01	2,504,499.15	2,434,349.45	2,455,352.9	49,146.25		(748.32	)	—	—	2.5	MON	5,071.56	15,439.22		12232015	10012017
3138WGDX9	FNMA POOL # AS6417	2	6,167,093.74	6,183,836.3	5,914,790.94	6,164,286.71	19,549.59		(4,023.38	)	—	—	3	MON	14,786.97	6,933.86		1282016	10012017
3138WGUC6	FNMA POOL # AS6878	2	1,673,750	1,678,755.63	1,600,000.00	1,673,725.46	5,030.17		(24.54	)	—	—	3	MON	4,000	(3,866.67	)	3242016	10012017
3138WMPS4	FNMA POOL # AT0432	2	4,198,770.04	4,317,245.77	4,199,098.09	4,198,684.84	118,560.93		(17.49	)	—	—	3	MON	10,497.74	32,281.86		11122015	10012017

3138WNBL2	FNMA POOL # AT0942	2	4,579,156.05	4,716,207.32	4,572,012.29	4,578,851.71	137,355.61		(274.99	)	—	—	3	MON	11,430.03	34,865.18		6082015	10012017
3138WPG24	FNMA POOL # AT2016	2	1,832,173.14	1,835,541.01	1,785,308.78	1,831,854.92	3,686.09		(318.22	)	—	—	3	MON	4,463.27	(1,934.09	)	2232016	10012017
3138WPLC6	FNMA POOL # AT2122	2	12,599.5	12,433.49	11,884.56	12,504.92	(71.43	)	(118.15	)	—	—	3	MON	29.71	95.64		4292013	10012017
3138WQAV4	FNMA POOL # AT2719	2	9,697,566.17	10,008,436.72	9,673,382.72	9,697,201.04	311,235.68		(802.12	)	—	—	3	MON	24,183.45	73,805.6		12152015	10012017
3138WQAW2	FNMA POOL # AT2720	2	1,909,836.93	1,935,147.19	1,875,981.30	1,909,048.77	26,098.42		(960.68	)	—	—	3	MON	4,689.95	14,308.8		3112015	10012017
3138WZTZ5	FNMA POOL # AU0567	2	9,941,084.3	10,131,613.41	9,588,988.61	9,938,557.31	193,056.1		(16,563.74	)	—	—	3.5	MON	27,967.89	86,464.67		12172015	10012017
3138X1ZV1	FNMA POOL # AU2555	2	214,507.73	214,934.76	209,052.76	214,476.19	458.57		(31.54	)	—	—	3	MON	522.63	(226.47	)	2232016	10012017
3138X3EP3	FNMA POOL # AU3741	2	4,301,150.06	4,415,528.73	4,179,043.65	4,297,174.74	118,353.99		(6,973.43	)	—	—	3.5	MON	12,188.88	62,684.85		6272014	10012017
3138X3XM9	FNMA POOL # AU4283	2	2,079,153.2	2,082,900.39	1,971,345.26	2,079,153.2	3,747.19		—		—	—	3.5	MON	574.98	(574.98	)	3302016	10012017
3138X4HN3	FNMA POOL # AU4736	2	2,002,664.68	2,049,612.72	1,980,997.51	2,002,096.64	47,516.08		(244.92	)	—	—	3	MON	4,952.5	14,920.18		3062015	10012017
3138X9U23	FNMA POOL # AU9600	2	1,474,623.18	1,487,302.55	1,415,355.19	1,468,103.07	19,199.48		(1,831.28	)	—	—	3	MON	3,538.39	10,757.96		10232013	10012017
3138XSFZ5	FNMA POOL # AW2883	2	4,407,321.43	4,510,203.12	4,170,144.45	4,401,182.06	109,021.06		(4,805.63	)	—	—	4	MON	13,900.49	42,055.21		6052014	10012017
3138XYQJ6	FNMA POOL # AW8556	2	4,587,164.14	4,719,159.02	4,447,485.30	4,583,346.47	135,812.55		(3,306.40	)	—	—	3.5	MON	12,971.83	39,606.35		8132014	10012017
3138Y17A7	FNMA POOL # AX0888	2	1,057,395.58	1,062,063.71	992,277.39	1,056,492.04	5,571.67		(1,874.99	)	—	—	4	MON	3,307.59	10,136.46		8042015	10012017
3138Y3X71	FNMA POOL # AX2501	2	421,384.16	420,422.54	393,357.51	420,860.53	(437.99	)	(1,501.60	)	—	—	4	MON	1,311.19	4,069.62		2132015	10012017
3138Y6YG3	FNMA POOL # AX5210	2	2,789,417.74	2,824,244.01	2,592,546.26	2,785,981.16	38,262.85		(5,006.46	)	—	—	4	MON	8,641.82	26,229.79		3172015	10012017
3138Y7HK1	FNMA POOL # AX5633	2	254,589.2	257,131.61	247,417.94	254,543.22	2,588.39		(75.84	)	—	—	2.957	MON	609.68	733.24		1202016	10012017
3138Y7HZ8	FNMA POOL # AX5647	2	488,670.85	494,053.93	475,953.96	488,599.27	5,454.66		(664.64	)	—	—	2.904	MON	1,151.02	1,443.34		1202016	10012017
3138Y8CM0	FNMA POOL # AX6375	2	1,934,638.18	1,941,656.01	1,850,498.30	1,932,934.32	8,721.69		(805.44	)	—	—	3.5	MON	5,397.29	16,259.82		3062015	10012017
3138YGAP7	FNMA POOL # AY2713	2	717,818.04	717,779.98	671,348.16	717,571.72	208.26		(4,548.78	)	—	—	4	MON	2,237.83	7,204.79		3272015	10012017
3138YKH55	FNMA POOL # AY5651	2	2,537,087.29	2,569,276.32	2,457,599.30	2,536,114.08	33,162.24		(2,426.99	)	—	—	3	MON	6,144	18,651.56		12232015	10012017
3138YMJM2	FNMA POOL # AY7467	2	851,982.22	851,984.95	811,985.59	851,638.4	346.55		(721.71	)	—	—	3.5	MON	2,368.29	7,190.22		3272015	10012017
3138YR5T1	FNMA POOL # AZ0857	2	7,969,796.62	8,216,137.79	7,988,519.71	7,969,816.19	246,321.6		235.32		—	—	3	MON	19,971.3	60,382.51		7172015	10012017
3138YTLY8	FNMA POOL # AZ2142	2	2,070,116.71	2,073,751.99	1,976,392.58	2,069,030.54	4,721.45		(2,864.84	)	—	—	3.5	MON	5,764.48	17,615.08		10222015	10012017
3138YVEY1	FNMA POOL # AZ3750	2	5,120,108.25	5,123,498.94	4,981,558.65	5,119,387.08	4,111.86		(721.17	)	—	—	3	MON	12,453.9	(5,396.69	)	2232016	10012017
3140E1S38	FNMA POOL # AZ8637	2	8,845,756.9	9,017,532.5	8,542,756.01	8,845,435.41	172,097.09		(7,204.70	)	—	—	3.5	MON	24,916.37	76,137.08		12282015	10012017
3140E9AM8	FNMA POOL # BA4511	2	775,795.59	778,571.69	742,018.97	775,495.64	3,076.05		(299.95	)	—	—	3.5	MON	2,164.22	(937.82	)	3022016	10012017
3140EUEE5	FNMA POOL # BC0132	2	2,467,106.17	2,504,655.04	2,438,153.10	2,466,517.25	38,137.79		(1,076.93	)	—	—	2.5	MON	5,079.49	15,476.32		12102015	10012017
3140EUEF2	FNMA POOL # BC0133	2	5,087,137.76	5,140,787.17	4,917,336.00	5,084,019.99	56,767.18		(4,420.63	)	—	—	3	MON	12,293.34	37,303.42		12102015	10012017
3140EUFH7	FNMA POOL # BC0167	2	7,847,917.65	7,900,846.68	7,502,677.28	7,846,905.04	53,941.64		(3,190.21	)	—	—	3.5	MON	21,882.82	23,419.75		1262016	10012017
3140EULG2	FNMA POOL # BC0326	2	5,897,305.58	6,005,764.02	5,723,802.80	5,896,056.19	109,707.83		(2,618.43	)	—	—	3.5	MON	16,694.42	50,535.15		12162015	10012017
31418AMK1	FNMA POOL # MA1261	2	499,589.08	498,770.03	474,915.70	493,727.17	5,042.86		(1,949.18	)	—	—	3	MON	1,187.29	3,718.5		2132013	10012017
31418BDN3	FNMA POOL # MA1908	2	6,583,667.1	6,615,881.62	6,079,277.08	6,579,898.25	35,983.37		(17,419.17	)	—	—	4.5	MON	22,797.29	69,494.77		12172015	10012017
3138ATD31	FNMA POOL# AJ1921	2	364,921.16	372,998.91	341,971.67	363,838.66	9,160.25		(832.88	)	—	—	4.5	MON	1,282.39	3,950.99		9202011	10012017

3138EBG33	FNMA POOL#AK6517		2	972,534.39	975,862.66	930,376.70	964,665.72	11,196.94		(2,051.99	)	—	—	3	MON	2,325.94	7,136.59	4242012	10012017
3135G0H63	FNMA SENIOR AGENCY BND			1,748,915	1,773,082.5	1,750,000.00	1,748,991.87	38,150.82		(57.75	)	—	—	1.375	JJ	4,210.94	2,264.92	1062016	7302022
3135G0E33	FNMA SENIOR AGENCY BND			4,990,850	5,031,349.55	5,000,000.00	4,993,198.73	24,090.63		726.58		—	—	1.125	JJ	11,093.75	28,125	6042015	2282018
3136ALY88	FNMA SENIOR AGENCY CMO _14-83-P		2	5,501,811.56	5,580,533.4	5,324,602.14	5,498,387.04	82,146.36		(6,926.03	)	—	—	3	MON	13,311.5	20,684.48	1122016	5012027
3136AMM71	FNMA SUB CMBS_15-M4 X2		2,4	921,015.51	774,690.29	27,316,300.83	823,301.11	(48,610.82	)	(34,842.33	)	—	—	0.666	MON	13,092.02	41,497.93	3132015	10182016
31398SKX0	FNMA_10-142 AGENCY CMO 10-142 FM		2	402,449.55	401,497.48	401,445.93	402,433.67	(936.19	)	(58.09	)	—	—	0.903	MON	60.42	931.76	8152013	10012017
3136A7TE2	FNMA_12-91 AGENCY CMO 12-91		2	2,712,225.64	2,852,094.81	2,813,833.15	2,715,120.64	136,974.17		6,558.31		—	—	2	MON	4,689.72	14,702.8	8012012	5152019
3136AFA95	FNMA_13-81 AGENCY CMO 13-81 UF		2	1,262,819.22	1,260,784.7	1,263,806.58	1,263,001.03	(2,216.33	)	46.13		—	—	0.683	MON	143.87	2,198.09	8132013	2202045
3136A9LX4	FNR AGENCY CMO_12-114-DB		2	2,403,103.79	2,481,050.45	2,504,615.88	2,414,215.14	66,835.31		8,496.85		—	—	1.75	MON	3,652.56	11,330.78	1112013	4242019
BRSY82QB1	FOCUSVISION WORLDWIDE INC SECURED TERM L			935,998.46	931,318.47	935,998.46	935,998.46	(16,847.97	)	—		—	—	—	MJSD	—	2,224.56	12112015	12312049
BRSY82PM8	FOCUSVISION WORLDWIDE INC SECURED TERM L			3,369,594.44	3,352,746.47	3,369,594.44	3,369,594.44	(4,679.99	)	—		—	—	—	MJSD	—	39,826.73	12282015	12312049
34528QDL5	FORD CREDIT FLOORPLAN MASTER O ABS _14-4		2	1,024,706.65	1,024,477.22	1,025,000.00	1,024,862.63	(385.41	)	24.68		—	—	1.4	MON	637.78	3,587.49	8192014	4222027
34528QDF8	FORD CREDIT FLOORPLAN MASTER O ABS 14-1		2	500,761.72	499,105	500,000.00	500,356.15	(1,251.15	)	(100.68	)	—	—	0.836	MON	197.44	1,004.38	3302015	4202027
345397XN8	FORD MOTOR CREDIT COMPANY LLC CORP BND			1,500,000	1,507,733.12	1,500,000.00	1,500,000	(6,555.98	)	—		—	—	2.551	AO	18,388.46	—	10052015	6112040
345397VP5	FORD MOTOR CREDIT COMPANY LLC CORP BND			1,583,764	1,482,488	1,400,000.00	1,489,043.98	7,733.12		(15,877.78	)	—	—	6.625	FA	11,851.39	46,375	9212012	6252033
345397XT5	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			220,000	223,381.07	220,000.00	220,000	(3,311.85	)	—		—	—	2.943	JJ	1,492.76	—	1052016	2102033
345397XW8	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			665,000	685,240.51	665,000.00	665,000	(26,711.16	)	—		—	—	3.336	MS	801.1	—	3152016	2152033
345397XH1	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2,000,000	1,997,901.16	2,000,000.00	2,000,000	(19,191.27	)	—		—	—	2.24	JD	13,191.11	—	6112015	9112038
345397WN9	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2,497,650	2,496,100	2,500,000.00	2,499,411.85	(13,340.62	)	183.71		—	—	1.5	JJ	7,708.33	18,750	11062013	6172031
345397WT6	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			3,000,000	2,980,808.73	3,000,000.00	3,000,000	(2,098.84	)	—		—	—	1.684	MS	3,227.67	25,260	9032014	2102051
345397XF5	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			3,294,105	3,281,611.48	3,300,000.00	3,294,952.1	132,309.97		296.50		—	—	2.459	MS	901.64	40,573.5	7132015	9152048
345397WR0	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			3,500,000	3,473,288.84	3,500,000.00	3,500,000	3,381.07		—		—	—	1.724	JD	19,275.27	—	6032014	2102051
345397XK4	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			6,500,000	6,632,309.97	6,500,000.00	6,500,000	20,240.51		—		—	—	3.157	FA	32,490.79	102,602.5	7302015	1122045
34528QBP8	FORDF ABS 12-2		2	1,402,694.53	1,386,154.79	1,380,000.00	1,387,741.05	(1,586.26	)	(2,452.48	)	—	—	1.92	MON	1,177.6	6,624	9152014	10152025
34530HAC4	FORDO_14-A ABS_14-A A3		2	127,421.56	127,313.07	127,440.51	127,435.73	(122.66	)	2.78		—	—	0.79	MON	44.75	306.78	1142014	12312049
34530KAB9	FORDO_14-B ABS _14-B-A3		2	739,923.69	741,384.75	742,126.88	741,409.52	(24.77	)	311.87		—	—	0.9	MON	296.85	1,921.81	9122014	12312049
34530PAE2	FORDO_14-C ABS 2014-C A4		2	464,895.47	467,417.99	465,000.00	464,930.88	2,487.11		6.57		—	—	1.56	MON	322.4	1,813.5	11182014	6152018
345838AE6	FOREST LABORATORIES INC. SENIOR CORP BND			1,237,731.84	1,244,314.33	1,128,000.00	1,211,706.18	32,608.15		(3,932.54	)	—	—	4.875	FA	7,026.5	27,495	7212014	2102047
BRSL40CC0	FORTIUS RE LTD CORP BND 144A	F		1,000,000	1,000,000	1,000,000.00	1,000,000	—		—		—	—	6.97	MJSD	193.61	17,735.8	10152013	4242019
354613AH4	FRANKLIN RESOURCES INC SENIOR CORP BND			1,541,552.5	1,554,160.23	1,550,000.00	1,547,466.37	6,693.86		428.90		—	—	1.375	MS	947.23	10,656.25	9192012	4102047
30291WAN4	FREMF SENIOR CMBS 14-K36 144A		2	2,163,906.25	1,970,420.8	2,000,000.00	2,143,207.44	(172,786.64	)	(4,493.60	)	—	—	4.363	MON	7,272.38	22,050.12	1162015	10182016
30290FAE2	FREMF_12-K707 SUB CMBS_12-K707 B 144A		2	1,039,335.94	1,024,383.8	1,000,000.00	1,025,265.53	(881.73	)	(2,443.50	)	—	—	3.883	MON	3,236.11	9,821.43	10082014	12262035
30291YAJ9	FREMF_14-K716 SUB CMBS 14-K716 B 144A		2	3,159,492.19	3,079,247.4	3,000,000.00	3,133,480.19	(54,232.79	)	(6,167.65	)	—	—	3.953	MON	9,882.94	29,978.53	1302015	12262035
31679NAA2	FSSLF_15-1A ABS 15-1A A 144A		2	3,985,600	3,945,643.2	4,000,000.00	3,988,529.57	(42,886.37	)	643.41		—	—	2.624	JAJO	20,990.4	23,686.42	1292015	1152026

31679NAE4	FSSLF_15-1A MEZZANIN ABS 15-1A C1 144A		1	242,607.08	237,500.38	250,000.00	243,689.75	(6,189.37	)	230.87		—	—		4.374	JAJO	2,186.9	2,598.46	1292015	5262026
302644EL9	FSU FINL ASSISTANCE INC FLA MUNITAX BND			920,061	924,111	900,000.00	910,176.5	13,934.5		(1,652.37	)	—	—		2.84	AO	12,780	—	2152012	9062018
359900XB8	FULTON CNTY GA DEV AUTH REV MUNI BND REV		2	1,812,511.6	1,763,246	1,640,000.00	1,764,422.44	(1,176.44	)	(8,151.28	)	—	—		5.491	MN	37,521.83	—	6242009	10262020
36354TAE2	GALILEO RE LTD CORP BND 144A	F		500,000	500,905	500,000.00	500,000	905		—		—	—		7.198	JAJO	7,398.3	—	1202016	9112038
36354TAD4	GALILEO RE LTD SENIOR CORP BND 144A	F		500,000	500,690	500,000.00	500,000	2,622		—		—	—		9.198	JAJO	8,304.06	—	1202016	9152048
36354TAC6	GALILEO RE LTD SENIOR CORP BND 144A	F		600,000	602,622	600,000.00	600,000	690		—		—	—		13.5	JAJO	14,966.7	—	1202016	2102051
36354TAB8	GALILEO RE LTD UNSEC CORP BND 144A	F		2,400,000	2,458,104	2,400,000.00	2,400,000	58,104		—		—	—		13.715	JAJO	75,861.63	84,689.59	1292015	2102051
BRSWRS7S1	GALLERIA CO TERM NOTES			1,660,808.46	1,662,894.9	1,669,154.23	1,661,001.09	1,893.81		192.63		—	—		—	MJSD	—	7,372.1	10222015	12312049
36319QAA0	GALXY_15-19A ABS 15-19A A1A 144A	E	2	4,992,450	4,981,255	5,000,000.00	4,993,960.81	(12,705.81	)	309.01		—	—		2.169	JAJO	20,180.03	23,633.46	1292015	9152017
36655QAC8	GARR_15-1A SENIOR ABS_15-1A A2 144A		2	495,800	475,086.05	500,000.00	496,052.95	(20,966.9	)	138.10		—	—		3.129	FMAN	1,564.55	3,696.87	10202015	9152017
BRSU1MK36	GARRETSON RESOLUTION GROUP INC SENIOR SE			6,277,113.96	6,198,650.04	6,277,113.96	6,277,113.96	(78,463.92	)	—		—	—		—	MJSD	—	241,605.58	5292015	12312049
BRSNN37V3	GATES GLOBAL LLC SENIOR SECURED TERM NOT		2	3,978,617.67	3,742,293.69	3,975,876.43	3,970,319.15	(228,025.46	)	807.14		—	—		—	MJSD	—	43,310.11	4162015	3312025
380881CP5	GCCT_15-2A SENIOR ABS 15-2A A 144A	A	2	1,499,754.15	1,512,553.2	1,500,000.00	1,499,798.76	12,754.44		11.84		—	—		2.02	MON	1,346.67	7,575	4222015	1152019
BRSYWECH0	GCP APPLIED TECHNOLOGIES INC SECURED TER		1	363,266.13	367,241.14	366,935.48	363,355.03	3,886.11		88.90		—	—		—	MJSD	—	2,782.59	1222016	12312049
87165LAP6	GE CAPITAL CREDIT CARD MASTER SENIOR ABS		2	1,099,851.83	1,101,891.97	1,100,000.00	1,099,859.2	2,032.77		8.00		—	—		1.74	MON	850.67	12,711.66	9252015	7232023
87165LAT8	GE CAPITAL CREDIT CARD MASTER SENIOR ABS		2	1,799,983.44	1,819,835.94	1,800,000.00	1,799,986.48	19,849.46		0.58		—	—		2.38	MON	1,904	10,710	9252015	7232023
36164NFF7	GE CAPITAL INTERNATIONAL FUNDI SENIOR CO	F		1,229,924.16	1,252,901.26	1,224,000.00	1,229,447.28	23,453.98		(270.86	)	—	—		2.342	MN	12,342.34	—	10212015	6172031
U36964MA6	GE CAPITAL UK FUNDING SENIOR CORP BND EM	D		1,222,625.8	1,130,947.53	700,000.00	1,202,012.05	(71,064.52	)	(12,505.69	)	—	(83,356.31	)	6.75	AUG	44,347.19	—	10302015	12312049
BRSP6WS08	GEMINI HDPE LLC SENIOR SECURED TERM NOTE		2	913,126.59	906,243.76	917,715.20	914,189.14	(7,945.38	)	173.31		—	—		—	MJSD	—	11,046.9	7242014	3312025
369550AV0	GENERAL DYNAMICS CORP SENIOR CORP BND			6,379,157.88	6,417,275.75	6,413,000.00	6,401,992.92	15,282.83		1,680.05		—	—		1	MN	24,226.89	—	10262015	4102047
36962G4D3	GENERAL ELECTRIC CAPITAL CORP CORP BND			75,265.2	83,016.47	72,000.00	73,319.01	9,697.46		(89.04	)	—	—		6	FA	648	2,160	10292009	8102047
36962G6P4	GENERAL ELECTRIC CAPITAL CORP SECURED CO			1,016,150	1,011,897.66	1,000,000.00	1,014,473.65	(2,575.99	)	(943.39	)	—	—		2.1	JD	6,416.67	—	10162015	12102047
36962G7F5	GENERAL ELECTRIC CAPITAL CORP SENIOR COR			5,000,000	4,995,840	5,000,000.00	5,000,000	(4,160	)	—		—	—		1.134	JAJO	12,280.67	10,615.14	12052014	3102048
369604BC6	GENERAL ELECTRIC CO CORP BND			637,118.1	610,874.95	570,000.00	606,242.95	4,632		(5,296.46	)	—	—		5.25	JD	9,559.38	—	7072015	4102047
36962G5J9	GENERAL ELECTRIC CO SENIOR CORP BND MTN			406,000.64	408,420.39	358,000.00	399,222.31	23,045.86		(1,719.91	)	—	—		4.65	AO	7,583.63	—	3312015	10102047
36962G2T0	GENERAL ELECTRIC CO SENIOR CORP BND MTN			1,138,210	1,153,380.66	1,000,000.00	1,130,334.8	9,198.08		(7,543.61	)	—	—		5.55	MN	22,662.5	—	12222015	8132027
37045XBB1	GENERAL MOTORS FINANCIAL CO IN CORP BND		1	5,131,530.9	5,182,489.43	5,130,000.00	5,131,116.05	51,373.38		(166.18	)	—	—		3.1	JJ	33,572.99	40,641	10082015	5102048
37045XAW6	GENERAL MOTORS FINANCIAL CO IN SENIOR CO		1	1,930,360	1,951,342.92	2,000,000.00	1,934,018.12	(10,415.11	)	2,429.85		—	—		3.45	AO	32,775	—	11102015	3102048
37045XAV8	GENERAL MOTORS FINANCIAL CO IN SENIOR CO			3,347,119	3,337,617.94	3,350,000.00	3,348,033.05	17,324.8		234.45		—	—		2.4	AO	38,190	—	4072015	3102048
BRSFZ6AM6	GENERAL NUTRITION CENTERS INC SENIOR SEC		2	4,748,234.92	4,715,467.94	4,766,107.84	4,756,062.54	(40,594.6	)	1,036.11		—	—		—	JAJO	4.28	45,489.69	10012015	3312025
372546AR2	GEORGE WASHINGTON UNIV D C UNSEC MUNITAX			3,886,305.5	3,874,004.75	3,850,000.00	3,868,045.12	5,959.63		(3,054.31	)	—	—		1.827	MS	3,126.2	35,169.75	6192012	3092026
37331NAF8	GEORGIA-PACIFIC LLC SENIOR CORP BND 144A		1	7,000,000	7,036,200.57	7,000,000.00	7,000,000	36,200.57		—		—	—		2.539	MN	67,142.45	—	11032014	8102055
375558BE2	GILEAD SCIENCES INC SENIOR CORP BND			250,121.5	253,340.87	250,000.00	250,099.23	5,215.6		(190.71	)	—	—		1.85	MS	346.88	43,904.1	9102015	8102046
375558AY9	GILEAD SCIENCES INC SENIOR CORP BND			698,404	716,102.16	700,000.00	698,826.34	17,275.82		72.66		—	—		2.35	FA	2,741.67	8,225	11122014	3102046

375558BB8	GILEAD SCIENCES INC SENIOR CORP BND			3,243,400	3,345,062.6	3,250,000.00	3,244,066.24	100,996.36		309.63		—	—	2.55	MS	6,906.25	38,444.79		9162015	8102046
375558AV5	GILEAD SCIENCES INC SENIOR CORP BND			3,300,732.5	3,305,544.23	3,250,000.00	3,300,328.63	3,241.64		(403.87	)	—	—	2.05	AO	33,312.5	(31,646.88	)	3172016	8102055
377373AC9	GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP	F		6,277,383	6,342,177.24	6,300,000.00	6,294,861.82	47,315.42		1,153.63		—	—	1.5	MN	37,537.49	—		5022012	1122045
378272AD0	GLENCORE FUNDING LLC SENIOR CORP BND 144			2,636,803	2,385,000	2,650,000.00	2,643,199.99	(258,199.99	)	586.60		—	—	2.5	JJ	13,986.11	33,125		5222013	4152050
BRSQQJLY6	GLOBAL CASH ACCESS SENIOR SECURED TERM L			2,264,145.39	2,145,382.33	2,298,624.75	2,270,916.48	(125,534.15	)	1,604.49		—	—	—	MJSD	—	24,130.24		11252014	3312025
36297A3K7	GNMA		2	157,480.16	159,712.22	150,811.46	155,855.27	3,856.95		(1,707.38	)	—	—	5	MON	628.38	2,460.53		3262009	9152017
38378NEK5	GNMA AGENCY CMBS _13-156-AD		2	1,743,026.59	1,811,123.17	1,760,629.38	1,744,200.28	66,922.89		202.13		—	—	2.761	MON	4,051.3	12,194		10112013	5192016
38376JDT8	GNMA AGENCY CMO 09-106-ME		2	363,355.92	358,513.55	348,827.28	360,034.3	(1,520.75	)	(2,149.79	)	—	—	3.5	MON	1,017.41	3,317.68		3162010	5192016
38377JEA7	GNMA AGENCY CMO 10-109 CH		2	224,052.66	221,402.18	217,824.26	220,764.63	637.55		(939.28	)	—	—	3	MON	544.56	1,799.55		9262013	5192016
38376WSP1	GNMA AGENCY CMO 10-24		2	116,003.83	115,911.98	115,247.52	115,794.96	117.02		(85.33	)	—	—	0.952	MON	33.53	289.56		12052012	5192016
38374YGV9	GNMA AGENCY CMO 10-86		2	171,973.44	163,681.56	163,056.30	163,518.31	163.25		(1,739.15	)	—	—	3.5	MON	475.58	2,219.2		2152012	5192016
38376FNL2	GNMA AGENCY CMO__09-66-UG		2	438,266.6	434,071.82	414,828.78	432,758.89	1,312.93		(3,731.41	)	—	—	4.5	MON	1,555.61	5,083.93		3222010	5192016
38378FWR7	GNMA AGENCY CMO__13-28-ME		2	2,708,425.27	2,827,904.14	2,810,969.45	2,727,072.55	100,831.59		11,099.43		—	—	1.75	MON	4,099.33	12,786.97		2142013	5192016
38374B4M2	GNMA AGENCY CMO_03-77-TK		2	968,846.69	981,895.4	879,714.06	964,805.28	17,090.12		(4,473.64	)	—	—	5	MON	3,665.48	11,321.37		7032008	5192016
38377MSG2	GNMA AGENCY CMO_2010-144 PA		2	961,539.92	968,981.06	941,283.51	958,418.4	10,562.66		(2,145.96	)	—	—	3	MON	2,353.21	7,459.23		11092010	5192016
3837H1U41	GNMA AGENCY CMO_99-2-E		2	149,413.27	151,688.51	130,705.97	147,818.36	3,870.15		(1,203.04	)	—	—	6.5	MON	707.99	2,195.39		11252014	5192016
38375XRK2	GNMA AGENCYCMO _ 08-69-QD		2	1,256,082.06	1,208,450.47	1,121,281.59	1,246,569.26	(38,118.79	)	(10,920.40	)	—	—	5.75	MON	5,372.81	16,867.47		10272008	5192016
38373MUZ1	GNMA CMBS_06-32 C		2	1,988,432.12	1,948,223.01	1,893,600.59	1,954,996.53	(6,773.52	)	(10,832.71	)	—	—	5.302	MON	8,366.27	26,974.96		7112008	5192016
38375PXQ9	GNMA CMO 08-11 FB		2	606,274.6	609,314.04	604,073.04	606,155.08	3,158.96		(208.78	)	—	—	1.032	MON	190.5	1,630.91		12032012	5192016
38376P6D7	GNMA CMO 09-127 PL		2	734,477.62	728,377.85	692,054.67	727,082.05	1,295.8		(5,656.77	)	—	—	4.25	MON	2,451.03	7,877.09		2112010	5192016
38374D2N8	GNMA CMO_08-36 AN		2	292,564.6	282,264.45	279,966.12	283,203.88	(939.43	)	(3,031.40	)	—	—	4.25	MON	991.55	3,787.78		10162013	5192016
38376EX34	GNMA CMO_09-109 NH		2	357,531.91	352,064.89	344,648.94	351,267.35	797.54		(2,992.23	)	—	—	4	MON	1,148.83	3,985.07		11182009	5192016
38377KKN9	GNMA CMO_10-115 QJ		2	1,111,969.4	1,104,992.46	1,062,408.06	1,100,968.79	4,023.67		(6,036.57	)	—	—	3.5	MON	3,098.69	9,806.97		9172010	5192016
38376TFQ0	GNMA CMO_10-2 PK		2	350,949.76	345,202.25	338,780.76	344,610.98	591.27		(3,084.99	)	—	—	4	MON	1,129.27	3,996.48		3092010	5192016
38377GYS2	GNMA CMO_10-68 YE		2	1,340,028.9	1,353,087.23	1,304,723.10	1,334,876.23	18,211		(4,004.11	)	—	—	3	MON	3,261.81	10,374.49		8102010	5192016
36202EVH9	GNMA GNMA II 30YR SF - JUMBO-CONFOR		2	58,616.04	57,511.56	52,909.70	58,578.64	(2,649.38	)	(175.79	)	—	—	6	MON	264.55	810.16		11012008	9152017
36202E4Z9	GNMA GNMA II 30YR SF - JUMBO-CONFOR		2	99,709.6	97,011.32	92,961.54	99,660.7	(1,067.08	)	(28.34	)	—	—	4.5	MON	348.61	1,050.22		7212009	9152017
38375JCJ2	GNMA GNMA_06-68 D		2	1,575,027.93	1,563,018.53	1,464,079.96	1,535,309.39	27,709.14		(25,757.22	)	—	—	5.305	MON	6,472.45	23,932.71		3122009	5192016
36202FZV1	GNMA POOL # 005256		2	2,351,682.87	2,318,209.81	2,193,350.38	2,326,036.27	(7,826.46	)	(8,368.67	)	—	—	3.5	MON	6,397.27	19,806.1		1182012	9152017
36202KME2	GNMA POOL # 008457		2	246,471.94	247,690.97	243,054.00	245,282.98	2,407.99		(227.17	)	—	—	1.875	MON	379.77	1,177.65		3182009	9152017
36225CD29	GNMA POOL # 080120		2	245,355.38	250,525.06	242,850.96	244,728.37	5,796.69		(132.12	)	—	—	2	MON	404.75	1,161.16		3182009	9152017
36225C6Y7	GNMA POOL # 080886		2	5,376,457.79	5,384,103.75	5,245,324.68	5,365,287.17	18,816.58		(4,254.77	)	—	—	1.75	MON	7,649.43	23,514.88		3022011	9152017
36225DAS3	GNMA POOL # 080916		2	186,755.66	195,048.05	187,664.65	186,834.44	8,213.61		34.91		—	—	1.75	MON	273.68	844.21		4172008	9152017
36225DJA3	GNMA POOL # 081156		2	469,596.7	483,802.44	468,279.71	469,404.72	14,397.72		(52.63	)	—	—	2	MON	780.47	2,256.63		3182009	9152017

36225DJZ8	GNMA POOL # 081179	2	484,811.51	494,373.01	483,451.84	484,623.5	9,749.51	(46.48	)	—	—	2	MON	805.76	2,313.83	3182009	9152017
36225DLE2	GNMA POOL # 081224	2	278,346.91	290,305.94	279,657.82	278,459.78	11,846.16	68.99		—	—	1.75	MON	407.83	1,266.86	3182009	9152017
36225EVZ2	GNMA POOL # 082431	2	1,303,064.68	1,325,761	1,286,977.46	1,299,701.56	26,059.44	(973.12	)	—	—	2	MON	2,144.96	6,252.84	10282009	9152017
36225EWE8	GNMA POOL # 082444	2	200,685.74	206,999.32	196,509.89	200,227.17	6,772.15	(83.03	)	—	—	2	MON	327.52	1,111.53	11032009	9152017
36204J4C7	GNMA POOL # 371719	2	136,810.6	142,661.18	128,762.92	133,649.01	9,012.17	(462.01	)	—	—	6.5	MON	697.47	2,167.42	9112008	9152017
36204SV60	GNMA POOL # 378737	2	124,262.02	128,555.78	116,952.47	121,387.3	7,168.48	(316.04	)	—	—	6.5	MON	633.49	1,940.91	9112008	9152017
36205BKY7	GNMA POOL # 385611	2	181,500.35	189,262.04	170,823.85	177,327.25	11,934.79	(417.21	)	—	—	6.5	MON	925.3	2,823.59	9112008	9152017
36210BZH1	GNMA POOL # 487744	2	317,006.91	317,556.15	299,858.75	312,781.68	4,774.47	(552.57	)	—	—	5	MON	1,249.41	3,813.28	9292009	9152017
36210BZJ7	GNMA POOL # 487745	2	190,535.27	190,865.4	180,228.47	187,822.28	3,043.12	(442.43	)	—	—	5	MON	750.95	2,294.82	9292009	9152017
36210B4N2	GNMA POOL # 487829	2	124,761.16	126,171.86	120,542.17	123,400.46	2,771.4	(185.44	)	—	—	4.5	MON	452.03	1,384.05	3262009	9152017
36210B4Q5	GNMA POOL # 487831	2	64,580.59	64,692.46	61,087.15	63,708.74	983.72	(122.22	)	—	—	5	MON	254.53	776.49	9292009	9152017
36210B4R3	GNMA POOL # 487832	2	144,095.39	146,028.47	137,890.31	142,351.97	3,676.5	(286.49	)	—	—	5	MON	574.54	1,791.38	3262009	9152017
36211V6Q8	GNMA POOL # 524779	2	125,076.53	126,849.33	119,780.02	123,581.43	3,267.9	(221.40	)	—	—	5	MON	499.08	1,529.99	3262009	9152017
36201YER3	GNMA POOL # 606844	2	514,439.72	552,660.52	490,947.12	511,650.86	41,009.66	(1,745.28	)	—	—	5	MON	2,045.61	6,353.52	4232010	9152017
36290SJB8	GNMA POOL # 615958	2	630,394.71	677,230.51	601,606.88	626,626.65	50,603.86	(5,997.37	)	—	—	5	MON	2,506.7	39,134.75	4232010	9152017
36291FS41	GNMA POOL # 627039	2	1,030,391.29	1,032,842.86	996,750.95	1,030,251.8	2,591.06	(194.40	)	—	—	3	MON	2,491.88	748.78	2032016	9152017
36292DWW8	GNMA POOL # 646061	2	74,997.25	83,161.53	71,918.26	74,704.51	8,457.02	(31.70	)	—	—	6.5	MON	389.56	1,173.66	1312008	9152017
36295KAT0	GNMA POOL # 672418	2	54,772.1	60,734.65	52,523.45	54,590.27	6,144.38	(258.75	)	—	—	6.5	MON	284.5	922.6	1312008	9152017
36295PZJ4	GNMA POOL # 676745	2	53,874.39	54,376.42	51,593.02	53,117.82	1,258.6	(299.65	)	—	—	5	MON	214.97	749.72	3262009	9152017
36295P4L3	GNMA POOL # 676827	2	143,100.92	144,347.99	136,959.15	141,270.04	3,077.95	(256.02	)	—	—	5	MON	570.66	1,745	3262009	9152017
36295QJE1	GNMA POOL # 677161	2	187,580.67	188,384.3	178,741.35	184,737.24	3,647.06	(466.19	)	—	—	5	MON	744.76	2,291.06	4272009	9152017
36295TVQ4	GNMA POOL # 680223	2	17,664.19	19,587.14	16,939.00	17,617.11	1,970.03	(133.92	)	—	—	6.5	MON	91.75	310.83	1312008	9152017
36296DR67	GNMA POOL # 688209	2	16,874.36	16,942.87	16,075.60	16,575.59	367.28	(46.80	)	—	—	5	MON	66.98	208.9	7292009	9152017
36296E5H5	GNMA POOL # 689448	2	120,364.25	121,485.88	115,267.30	118,841.77	2,644.11	(218.53	)	—	—	5	MON	480.28	1,472.48	3262009	9152017
36296TPY3	GNMA POOL # 700739	2	166,330.31	168,727.64	157,530.75	163,878.13	4,849.51	(327.11	)	—	—	5.5	MON	722.02	2,205.83	6032009	9152017
36296UC73	GNMA POOL # 701294	2	140,100.61	141,937.67	134,027.49	138,460.29	3,477.38	(241.03	)	—	—	5	MON	558.45	1,710.09	3272009	9152017
36296URS1	GNMA POOL # 701697	2	204,217.28	204,571.08	193,170.34	201,077.35	3,493.73	(368.16	)	—	—	5	MON	804.88	2,462.52	9292009	9152017
36296UUL2	GNMA POOL # 701787	2	190,414.35	194,568.92	183,725.60	188,448.87	6,120.05	(228.23	)	—	—	5	MON	765.52	2,338.67	6112009	9152017
36296U3C2	GNMA POOL # 701995	2	61,727.57	62,302.77	59,113.64	60,968.26	1,334.51	(100.09	)	—	—	5	MON	246.31	752.81	3262009	9152017
36296XHH0	GNMA POOL # 704132	2	58,318.01	58,139.36	55,163.34	57,503.15	636.21	(103.41	)	—	—	5	MON	229.85	702.22	9292009	9152017
36296XLY8	GNMA POOL # 704243	2	272,432.51	278,376.59	262,862.67	269,670.35	8,706.24	(352.40	)	—	—	5	MON	1,095.26	3,342.66	6112009	9152017
36296XWP5	GNMA POOL # 704554	2	912,589.24	933,063.27	881,063.67	904,192	28,871.27	(3,830.89	)	—	—	5	MON	3,671.1	12,299.39	6112009	9152017
36297AKF9	GNMA POOL # 705994	2	207,749.3	208,109.24	196,511.32	204,977.73	3,131.51	(901.38	)	—	—	5	MON	818.8	2,554.16	9292009	9152017
36297DFF9	GNMA POOL # 708566	2	559,037.57	560,006.13	528,797.00	550,580.56	9,425.57	(3,395.70	)	—	—	5	MON	2,203.32	7,027.9	9292009	9152017

36297DTR8	GNMA POOL # 708960		2	77,431.68	78,529.19	74,152.76	76,339.93	2,189.26		(128.14	)	—	—	5	MON	308.97	942.88	3262009	9152017
36297G2R0	GNMA POOL # 711884		2	662,726.72	663,874.91	626,877.17	652,985.77	10,889.14		(4,955.03	)	—	—	5	MON	2,611.99	8,658.69	9292009	9152017
36297JJ54	GNMA POOL # 713184		2	552,768.29	553,725.95	522,866.81	543,575.22	10,150.73		(2,561.20	)	—	—	5	MON	2,178.61	6,891.34	9292009	9152017
36297KZF1	GNMA POOL # 714542		2	263,209.81	268,871.6	253,887.39	260,573.61	8,297.99		(322.49	)	—	—	5	MON	1,057.86	3,225.91	6112009	9152017
3620A2KC9	GNMA POOL # 716791		2	491,223.64	492,074.69	464,651.38	484,536.68	7,538.01		(2,288.46	)	—	—	5	MON	1,936.05	6,191.37	9292009	9152017
3620A5FJ3	GNMA POOL # 719369		2	412,231.1	404,547.66	386,221.49	406,584.81	(2,037.15	)	(817.67	)	—	—	4.5	MON	1,448.33	4,417.15	8312010	9152017
3620A6AC1	GNMA POOL # 720103		2	382,050.96	416,738.77	375,480.07	381,308.01	35,430.76		(363.55	)	—	—	4.5	MON	1,408.05	4,367.66	6182009	9152017
3620A6DZ7	GNMA POOL # 720220		2	627,040.26	632,238.13	597,003.51	618,335.16	13,902.97		(1,532.49	)	—	—	5	MON	2,487.51	7,694.48	7292009	9152017
3620ADCM2	GNMA POOL # 726476		2	3,305,113	3,283,983.94	3,137,455.22	3,260,068.45	23,915.49		(9,519.18	)	—	—	4.5	MON	11,765.46	36,473.49	12082009	9152017
3620ASPY9	GNMA POOL # 738539		2	2,327,973.48	2,328,027.35	2,167,131.65	2,321,409.25	6,618.1		(7,874.60	)	—	—	4	MON	7,223.77	22,440.46	10032011	9152017
36225BPY8	GNMA POOL # 781339		2	157,976.18	163,701.87	143,126.75	155,368.64	8,333.23		(549.72	)	—	—	8	MON	954.18	2,917.41	3072008	9152017
36241KBP2	GNMA POOL # 781846		2	590,981.16	669,297.93	572,378.85	589,690.8	79,607.13		(2,161.10	)	—	—	6.5	MON	3,100.38	32,639.14	8152008	9152017
36241KEC8	GNMA POOL # 781931		2	1,429,788.51	1,598,706.59	1,384,783.02	1,426,863.15	171,843.44		(2,108.33	)	—	—	6.5	MON	7,500.91	23,145.83	8152008	9152017
36241KEH7	GNMA POOL # 781936		2	755,936.58	800,604.76	731,146.18	753,105.24	47,499.52		(940.08	)	—	—	4.5	MON	2,741.8	8,373.92	6032010	9152017
36241KGU6	GNMA POOL # 782011		2	72,124.18	79,107.71	70,580.20	71,944.5	7,163.21		(67.12	)	—	—	5	MON	294.08	906.67	7142009	9152017
36241KKB3	GNMA POOL # 782090		2	1,634,513.65	1,813,338.64	1,572,592.80	1,626,244.13	187,094.51		(3,852.67	)	—	—	6.5	MON	8,518.21	26,855.99	11302007	9152017
36241LHQ2	GNMA POOL # 782939		2	575,754.96	613,884.71	549,462.31	573,188.41	40,696.3		(3,932.75	)	—	—	5	MON	2,289.43	29,295.66	4232010	9152017
36241LN36	GNMA POOL # 783110		2	525,822.1	551,682.24	485,607.70	522,003.98	29,678.26		(2,203.85	)	—	—	5.5	MON	2,225.7	6,925.09	9232010	9152017
36179MEL0	GNMA POOL # MA0139		2	2,704,552.64	2,676,440.26	2,552,593.55	2,682,423.09	(5,982.83	)	(7,387.46	)	—	—	3	MON	6,381.48	19,765.69	6192012	9152017
36179MK82	GNMA POOL # MA0319		2	118,389.01	115,520.33	107,764.14	117,954.61	(2,434.28	)	(621.52	)	—	—	4	MON	359.21	1,119.47	10042012	9152017
36179MNJ5	GNMA POOL # MA0393		2	1,532,388.22	1,498,080.16	1,397,496.99	1,527,365.4	(29,285.24	)	(6,521.34	)	—	—	4	MON	4,658.32	14,429.36	10182012	9152017
36179MQN3	GNMA POOL # MA0461		2	1,465,708.18	1,434,416.29	1,377,059.94	1,461,421.32	(27,005.03	)	(2,975.96	)	—	—	3	MON	3,442.65	10,549.75	10312012	9152017
36179Q3H2	GNMA POOL # MA2600		2	2,582,399.34	2,607,496.15	2,513,283.47	2,582,794.8	24,701.35		(2,079.63	)	—	—	3	MON	6,283.21	19,267.33	3262015	9152017
36179Q6P1	GNMA POOL # MA2678		2	2,075,658.22	2,088,865.02	1,973,587.12	2,074,454.47	14,410.55		(4,304.25	)	—	—	3.5	MON	5,756.29	17,743.96	3232015	9152017
36179RD63	GNMA POOL # MA2825		2	1,956,521.2	2,006,816.14	1,934,306.92	1,956,565.98	50,250.16		(475.54	)	—	—	3	MON	4,835.76	14,730.28	6162015	9152017
36179RNY1	GNMA POOL # MA3107		2	3,052,804.66	3,047,683.8	2,835,285.10	3,050,004.66	(2,320.86	)	(19,471.04	)	—	—	4.5	MON	10,632.32	33,636.38	11102015	9152017
36179RVB2	GNMA POOL # MA3310		2	2,069,724.1	2,096,284.58	1,980,597.22	2,069,103.47	27,181.11		(1,300.18	)	—	—	3.5	MON	5,776.74	7,744.98	1042016	9152017
36179RXE4	GNMA POOL # MA3377		2	1,585,975.81	1,592,775.88	1,488,524.00	1,585,140.13	7,635.75		(1,349.79	)	—	—	4	MON	4,961.75	1,496.38	1222016	9152017
38174GAE4	GOCAP_15-24A MEZZANIN ABS 15-24A C 144A	F	1	1,500,000	1,424,951.1	1,500,000.00	1,500,000	(75,048.9	)	—		—	—	4.371	FMAN	10,198.07	15,653.8	3312015	5222025
38173XAA6	GOCAP_2014-21A ABS _2014-21A-A 144A	F	2	4,000,000	3,958,866.8	4,000,000.00	4,000,000	(41,133.2	)	—		—	—	2.519	JAJO	18,749.58	22,445.66	11072014	5222025
380956AD4	GOLDCORP INC SENIOR CORP BND	A	1	4,361,985	4,409,571.56	4,500,000.00	4,373,480.86	36,090.7		3,886.68		—	—	3.7	MS	7,400	83,250	2242016	1152019
38148BAB4	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP		1	3,445,000	3,333,037.5	3,445,000.00	3,445,000	(358,778.18	)	—		—	—	5.375	MN	72,524.42	—	4162015	1312019
38148BAA6	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP		1	7,181,300	6,763,750	7,000,000.00	7,122,528.18	(111,962.5	)	(9,047.65	)	—	—	5.7	MN	156,275	—	7152014	1312019
38141GES9	GOLDMAN SACHS GROUP INC/THE CORP BND			6,077,662.5	5,926,247.15	5,250,000.00	5,993,400.97	(67,153.82	)	(13,535.31	)	—	—	5.95	JJ	65,945.83	156,187.5	8192014	4152050

38148LAA4	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	832,672.5	832,259.42	825,000.00	831,106.94	3,316.22		(583.49	)	—	—	2.6	AO	9,414.17	7,328.75		2252015	7152047
38141GRD8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			942,276.15	942,323.86	915,000.00	939,007.64	114,838.83		(786.72	)	—	—	3.625	JJ	6,357.34	16,584.38		3052015	2102048
38143U8F1	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1,092,440.6	1,108,588.85	1,090,000.00	1,092,427.8	16,161.05		(12.80	)	—	—	2.875	FA	3,133.75	(1,561.28	)	3152016	5102047
38148LAC0	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1,937,940	2,009,709.32	2,000,000.00	1,942,144.73	69,107.17		1,372.16		—	—	3.5	JJ	13,222.23	35,000		6232015	2102036
38148LAD8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			2,000,000	1,998,520.06	2,000,000.00	2,000,000	1,152.48		—		—	—	1.288	FMAN	2,791.1	5,296.2		5192015	2102036
38148LAE6	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	4,705,071.5	4,794,588.56	4,675,000.00	4,702,870.86	67,564.59		(676.03	)	—	—	3.75	MN	62,820.31	—		5272015	10102053
38145XAA1	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			6,807,750	6,856,922.57	6,750,000.00	6,787,815.4	(1,479.94	)	(3,212.24	)	—	—	2.625	JJ	30,023.45	88,593.75		11252014	7152047
38141GVP6	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	7,794,988	7,910,447.46	7,800,000.00	7,795,608.63	91,717.7		222.36		—	—	2.75	MS	9,533.33	107,250		10162015	2102048
38141GVR2	GOLDMAN SACHS GROUP INC/THE SUB CORP BND			707,016	721,260.31	712,000.00	707,195.67	14,064.64		100.31		—	—	4.25	AO	13,448.89	—		10162015	12102018
38259PAC6	GOOGLE CORP BND			3,073,380	3,005,370	3,000,000.00	3,005,935.92	(565.92	)	(11,253.50	)	—	—	2.125	MN	23,375	—		6152011	9102045
BRSYTW0L8	GRAY TELEVISION INC. SENIOR SECURED TERM		1	332,873.59	336,235.95	336,235.95	332,915.33	8,751.18		50.17		—	—	—	MJSD	—	915.26		1212016	12312049
BRSNKX0T2	GRAY TELEVISION INC. SENIOR SECURED TERM		2	1,971,862.12	1,981,927.55	1,989,387.76	1,973,176.37	3,320.62		605.05		—	—	—	MJSD	—	19,114.9		12182015	3312025
BRSHB4QM6	GREENEDEN US HOLDINGS II LLC SENIOR SECU			2,259,309.85	2,238,643.85	2,287,247.87	2,269,429.25	(30,785.4	)	1,179.93		—	—	—	FMAN	—	23,186.22		1162014	3312025
39055TAC2	GRTLK_15-1A ABS 15-1A 144A	F	1	450,000	434,175.98	450,000.00	450,000	(15,824.02	)	—		—	—	3.322	JAJO	3,197.43	3,473.58		7202015	5192016
BRSUW2BS1	GRUDEN ACQUISITION INC SENIOR SECURED TE		1	908,455.71	793,751.71	917,632.03	909,224.07	(115,472.36	)	348.71		—	—	—	MJSD	—	13,517.89		7312015	12312049
40053RAA0	GRX_15-1A ABS 15-1A		2	2,384,695.75	2,288,807.13	2,384,695.75	2,384,695.75	(95,888.62	)	—		—	—	3.75	JAJO	18,878.84	25,186.48		2252015	5192016
36250GAM7	GS MORTGAGE SECURITIES TRUST G SENIOR CM		2	2,789,181.05	2,807,545.8	2,720,575.00	2,788,827.98	18,717.82		(353.07	)	—	—	2.726	MON	6,180.24	(4,575.59	)	3032016	11012024
36251FAT3	GS MORTGAGE SECURITIES TRUST G SUPSEN SE		2	1,528,064.84	1,536,857.67	1,490,000.00	1,523,242.59	13,615.08		(1,703.28	)	—	—	2.898	MON	3,598.35	10,795.05		7102015	9102018
36192KAR8	GSMS_12-GCJ7 PRELCF SENIOR CMBS_12-GCJ7		2	480,262.89	472,979.81	470,000.00	473,524.61	(544.8	)	(1,457.84	)	—	—	2.318	MON	907.88	2,723.64		1292015	12272032
36248GAB6	GSMS_13-GC16 SENIOR CMBS 13-GC16		2	5,454,217.19	5,370,562.55	5,220,000.00	5,387,762.93	(17,200.38	)	(12,830.02	)	—	—	3.033	MON	13,193.55	39,580.65		10292014	11222024
36250GAP0	GSMS_15-GC30 LCF SENIOR CMBS_15-GC30 A4		2	3,709,994.08	3,747,953.4	3,602,000.00	3,701,799.98	46,153.42		(2,306.24	)	—	—	3.382	MON	10,151.64	30,454.92		5152015	5152019
36250PAB1	GSMSCII_15-GC32 SENIOR CMBS_15-GC32 A2		2	5,149,852.5	5,207,784	5,000,000.00	5,137,088.79	70,695.21		(3,327.05	)	—	—	3.062	MON	12,758.33	38,274.99		7162015	6102019
406216BC4	HALLIBURTON COMPANY SENIOR CORP BND		1	499,645	501,771.59	500,000.00	499,829.19	1,942.4		17.77		—	—	2	FA	1,666.67	5,000		7292013	1152021
406216BH3	HALLIBURTON COMPANY SENIOR CORP BND		1	909,262.9	924,168.21	910,000.00	909,299.99	(36.59	)	24.46		—	—	3.375	MN	11,773.13	—		11052015	12262035
406216BG5	HALLIBURTON COMPANY SENIOR CORP BND		1	1,336,234.6	1,336,319.68	1,340,000.00	1,336,356.27	14,868.22		80.23		—	—	3.8	MN	19,519.33	—		11052015	12262035
406373A$6	HALO_06-1R WHOLE CMO 06-1R 144A		2	676,870.73	683,900.8	683,859.77	676,870.73	7,030.07		2,715.86		—	—	6	MON	3,419.3	13,027.2		12312011	11152022
BRSM3XJP1	HARLAND CLARKE HOLDINGS CORP SENIOR SECU			554,028.47	531,059.93	556,812.51	555,110.34	(24,050.41	)	138.76		—	—	—	MJSD	—	8,146.53		1282014	3312025
BRSYDKXU5	HARLEY-DAVIDSON FINANCIAL SENIOR CORP BN			1,999,760	2,024,358.4	2,000,000.00	1,999,778.76	63,794.12		18.76		—	—	2.25	JJ	10,375	—		1052016	12312049
41283LAG0	HARLEY-DAVIDSON FINANCIAL SENIOR CORP BN			4,824,421	4,888,260.38	4,825,000.00	4,824,466.26	24,579.64		45.26		—	—	2.25	JJ	25,029.69	—		1052016	12272032
43814GAC4	HAROT ABS_14-2-A3		2	675,960.2	676,281.89	677,230.01	676,827.85	(545.96	)	194.12		—	—	0.77	MON	188.31	1,527.14		7242014	4012021
43813JAD7	HAROT_14-1 SENIOR ABS_14-1 A4		2	1,396,281.25	1,399,020	1,400,000.00	1,398,104.94	915.06		583.70		—	—	1.04	MON	404.44	5,301.11		3162015	4012021
43814GAD2	HAROT_14-2 SENIOR ABS 14-2 A4		2	2,001,406.25	2,001,199.96	2,000,000.00	2,000,731.44	468.52		(121.94	)	—	—	1.18	MON	852.22	5,900.01		10282014	4012021
413875AP0	HARRIS CORPORATION SENIOR CORP BND			6,494,300	6,471,235.68	6,500,000.00	6,495,697.42	(24,461.74	)	503.60		—	—	1.999	AO	55,583.31	—		7222015	11222024
415690MD5	HARRISONBURG VA REDEV & HSG AU MUNI BND		1	962,822.4	963,388.8	960,000.00	959,974.69	3,414.11		(25.31	)	—	—	7	FA	11,200	37,625		6272001	3142019

44890YAD8	HART SENIOR ABS 15-B A3		2	3,999,963.6	3,989,599.92	4,000,000.00	3,999,952.44	(10,352.52	)	(3.46	)	—	—	1.12	MON	1,991.11	11,199.99	4152015	3012021
44890YAE6	HART SENIOR ABS 15-B A4		2	1,204,732.25	1,205,602.54	1,205,000.00	1,204,792.59	809.95		16.34		—	—	1.48	MON	792.62	4,458.51	4152015	3012021
44890RAC5	HART_14-A ABS 14-A A3		2	479,321.2	479,297.19	479,921.09	479,750.48	(453.29	)	97.49		—	—	0.79	MON	168.51	1,125.18	7242014	3012021
44890UAD6	HART_14-B ABS _14-B-A4		2	4,173,334.26	4,177,911.42	4,165,000.00	4,169,644.27	8,267.15		(645.41	)	—	—	1.46	MON	2,702.62	15,202.23	10172014	3012021
44890WAC4	HART_15-A ABS 15-A A3		2	7,998,836	7,992,800.32	8,000,000.00	7,999,374.51	(6,574.19	)	97.35		—	—	1.05	MON	3,733.33	21,000	1142015	3012021
44930UAD8	HART_16-A SENIOR ABS_16-A A3		2	1,639,681.84	1,645,386.25	1,640,000.00	1,639,682.09	5,704.16		0.25		—	—	1.56	MON	71.07	—	3222016	3182019
BRSZRX6W5	HCA INC SENIOR SECURED TERM LOAN		1	854,817.76	860,173.76	856,960.16	854,826.27	5,347.49		8.51		—	—	—	MJSD	—	125.48	3082016	12312049
BRSQTPNS0	HEALTHPLAN HOLDINGS INC SENIOR SECURED T			5,861,842.11	5,817,878.29	5,861,842.11	5,861,842.11	(43,963.82	)	—		—	—	—	MJSD	—	123,131.16	11282014	3312025
429827AN8	HEF_04-1 ABS 04-1 A13 144A		2	164,000	181,272.7	200,000.00	175,102.28	6,170.42		1,505.62		—	—	0.402	MON	13.21	638.92	9102009	10152025
429827AQ1	HEF_04-1 ABS 04-1 A15 144A			246,000	264,244.8	300,000.00	251,306.16	12,938.64		(1,566.19	)	—	—	3.211	MON	737	881.27	9102009	10152025
429827AB4	HEF_04-1 ABS 04-1 A2 144A		2	164,000	191,535.36	200,000.00	178,077.68	13,457.68		1,478.92		—	—	0.321	MON	18.58	643.4	9102009	10152025
429827AF5	HEF_04-1 ABS 04-1 A6 144A		2	164,000	186,007	200,000.00	176,175.31	9,831.69		1,394.48		—	—	0.293	MON	66.93	668.97	9102009	10152025
423012AB9	HEINEKEN N.V. SENIOR CORP BND 144A	F		6,237,424.98	6,294,687.44	6,275,000.00	6,260,638.96	34,048.48		2,339.71		—	—	1.4	AO	43,925	—	7162015	4102047
423074AS2	HEINZ H. J. COMPANY SECURED CORP BND 144		1	4,736,250	4,938,750	4,500,000.00	4,728,479.95	210,270.05		(6,967.35	)	—	—	4.875	FA	28,031.25	109,687.5	12162015	11012024
423074BA0	HEINZ H. J. COMPANY SENIOR CORP BND 144A		1	997,640	1,050,227.43	1,000,000.00	997,874.94	52,352.49		76.97		—	—	3.5	JJ	7,388.89	18,763.89	6232015	5152019
423074BH5	HEINZ H. J. COMPANY SENIOR CORP BND 144A			3,343,300	3,372,948.44	3,350,000.00	3,344,931.78	28,016.66		906.92		—	—	2	JJ	16,563.89	76,833.33	6232015	6102019
4252005H1	HENDERSON NEV MUNI BND GO		1	2,787,406	2,860,645.9	2,410,000.00	2,586,792.91	273,852.99		(33,085.65	)	—	—	5	JD	40,166.67	—	9172013	5122017
427866AS7	HERSHEY COMPANY THE CORP BND			1,321,912.75	1,330,657.88	1,325,000.00	1,324,625.27	6,032.61		159.78		—	—	1.5	MN	8,281.25	—	11082011	9102018
427866AV0	HERSHEY COMPANY THE SENIOR CORP BND			999,740	1,009,663.31	1,000,000.00	999,791.88	9,871.43		21.18		—	—	1.6	FA	1,777.78	8,000	8182015	3082020
BRSHYLWT1	HERTZ CORPORATION (THE) SENIOR SECURED T		2	4,762,737.5	4,764,121.62	4,794,084.65	4,780,617.58	(16,495.96	)	1,865.72		—	—	—	MJSD	—	36,448.84	8012013	3312025
42806DAJ8	HERTZ_15-3A ABS_15-3A B 144A		2	2,499,756.75	2,492,812.25	2,500,000.00	2,499,774.48	(6,962.23	)	10.21		—	—	3.71	MON	1,545.83	23,187.51	9302015	8212018
42824CAP4	HEWLETT PACKARD ENTERPRISE CO CORP BND 1		1	990,250	1,025,996.7	1,000,000.00	990,614.22	38,348.62		341.60		—	—	4.9	AO	23,411.11	19,327.78	12232015	7202021
42824CAC3	HEWLETT PACKARD ENTERPRISE CO CORP BND 1		1	2,297,056	2,335,854.49	2,300,000.00	2,297,505.87	84,301.61		233.93		—	—	2.85	AO	31,318.33	—	9302015	12152029
42824CAE9	HEWLETT PACKARD ENTERPRISE CO CORP BND 1		1	2,299,356	2,383,724.55	2,300,000.00	2,299,422.94	35,382.48		36.05		—	—	3.6	AO	39,560	—	9302015	9202019
429827AE8	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		2	164,000	188,865.86	200,000.00	176,908.53	11,957.33		1,603.10		—	—	0.307	MON	35.84	637.82	9102009	10152025
429827AJ7	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		2	164,224	184,624.22	200,000.00	175,702.22	8,922		1,065.95		—	—	0.912	MON	140	729.64	9102009	10152025
429827AK4	HIGHER EDUCATION FUNDING HEF_0 ABS_04-1		2	164,196	184,624.22	200,000.00	175,429.03	9,195.19		995.80		—	—	0.998	MON	152.76	1,116.33	9102009	10152025
BRSUUC731	HILLENBRAND INDUSTRIES INC SENIOR SECURE			532,088.08	533,421.62	533,421.62	532,188.64	1,232.98		102.60		—	—	—	MJSD	—	4,792.43	7302015	12312049
BRSKM1X29	HILTON WORLDWIDE FINANCE LLC SENIOR SECU		2	2,632,921.5	2,645,159.97	2,646,152.28	2,637,491.89	7,668.08		471.38		—	—	—	MJSD	—	23,348.68	10312013	3312025
40538FAJ2	HLAF_14-C-1 SENIOR ABS 14-C-1 144A	F	2	478,000	448,423.9	500,000.00	481,160.86	(32,736.96	)	658.00		—	—	3.621	JAJO	3,520.71	4,242.73	1282015	8072018
437076BB7	HOME DEPOT INC SENIOR CORP BND		1	307,867.56	308,447	300,000.00	306,054.96	2,392.04		(628.55	)	—	—	2.25	MS	393.76	3,375	7082015	9152020
437076BL5	HOME DEPOT INC SENIOR CORP BND		1	398,576	403,986.84	400,000.00	398,607.54	53,396.78		31.54		—	—	2	AO	1,088.88	—	2032016	7152022
437076BG6	HOME DEPOT INC SENIOR CORP BND		1	1,494,480	1,548,479.34	1,500,000.00	1,495,082.56	5,379.3		182.03		—	—	2.625	JD	13,125	—	5282015	8212017
BRSXMKTV0	HOME FRANCHISE CONCEPTS LLC SECURED REVO			1,000,000	997,500	1,000,000.00	1,000,000	(2,500	)	—		—	—	—	MJSD	—	5,867.27	11302015	12312049

BRSY03M62	HOME FRANCHISE CONCEPTS LLC SENIOR SECUR			6,500,000	6,483,750	6,500,000.00	6,500,000	(16,250	)	—		—	—		—	MJSD	—	72,041.69	11302015	12312049
43814CAD1	HONDA AUTO RECEIVABLES OWNER T ABS 13-1		2	1,577,793.47	1,579,217.28	1,580,200.80	1,579,932.59	(715.31	)	88.72		—	—		0.62	MON	272.15	3,002.46	3272014	4012021
438516AX4	HONEYWELL INTERNATIONAL INC CORP BND			275,045	269,915.75	250,000.00	268,369.16	1,546.59		(2,351.38	)	—	—		5.3	MS	1,104.17	6,625	7132015	9152020
438516BA3	HONEYWELL INTERNATIONAL INC CORP BND			1,126,518.6	1,140,796.3	1,020,000.00	1,112,687.26	31,761.83		(4,422.74	)	—	—		4.25	MS	3,612.5	21,675	6162015	2252021
438516AZ9	HONEYWELL INTERNATIONAL INC CORP BND			2,872,791.36	2,860,271.95	2,592,000.00	2,828,510.12	28,109.04		(19,946.16	)	—	—		5	FA	16,560	64,800	9082015	12152022
438670Q20	HONOLULU HAWAII CITY & CNTY MUNITAX BND			1,500,000	1,515,225	1,500,000.00	1,500,000	15,225		—		—	—		1.259	MN	7,868.75	—	9292015	2222019
BRSPKZWC4	HOPLON II INSURANCE LTD CORP BND	D		11,608,077.94	10,278,513.09	9,000,000.00	11,607,949.91	(1,329,436.82	)	(128.03	)	—	(1,339,309.17	)	5.65	JAJO	135,207.61	76,515.17	3182016	5102032
BRST7Y914	HOUGHTON MIFFLIN HARCOURT PUBL SENIOR SE		2	1,152,767.5	1,126,699.9	1,158,560.31	1,153,531.98	(26,832.08	)	255.73		—	—		—	MJSD	—	11,743.84	5112015	12312049
4424356Y4	HOUSTON TEX MUNI BND REV		1	147,289.97	142,128	135,000.00	144,053.9	(239.02	)	(1,385.84	)	—	—		5	MN	2,550	—	8312015	4012018
4424356L2	HOUSTON TEX MUNI BND REV		1	452,780.27	442,593.35	415,000.00	442,832.37	(1,925.9	)	(4,260.15	)	—	—		5	MN	7,838.89	—	8312015	9012016
44256PCM3	HOWARD CNTY MD MUNI BND GO			1,161,540	1,153,610	1,000,000.00	1,140,946.42	12,663.58		(8,832.65	)	—	—		5	FA	6,388.89	25,000	8272015	2232021
44266RAC1	HOWARD HUGHES MEDICAL IN MUNITAX BND REV			1,011,949.5	1,011,682.3	950,000.00	1,010,755.79	926.51		(1,193.71	)	—	—		3.5	MS	2,770.83	2,586.11	1292016	11012016
G463NBBT9	HSBC BANK PLC SENIOR CORP BND	F		3,693,081	3,678,378.46	3,700,000.00	3,697,000.73	(18,622.27	)	347.20		—	—		1.5	MN	20,966.67	—	5082013	12312049
44328MBT0	HSBC BANK PLC SENIOR CORP BND 144A	F		5,739,247.5	5,727,483.35	5,750,000.00	5,745,338.97	(17,855.62	)	539.57		—	—		1.5	MN	32,583.33	—	5082013	4102047
40428HPJ5	HSBC BANK USA INC SENIOR CORP BND			938,383.2	949,855.25	940,000.00	939,171.96	10,683.29		80.27		—	—		2.625	MS	479.79	12,337.51	9172013	7102047
404280AR0	HSBC HOLDINGS PLC CAPSEC CORP BND	F	1	5,585,000	5,364,951	5,585,000.00	5,585,000	(220,049	)	—		—	—		5.625	JJ	64,576.57	157,078.14	9102014	2152033
404280AN9	HSBC HOLDINGS PLC SENIOR CORP BND	F		785,947.5	782,216.09	750,000.00	784,032.45	(1,816.36	)	(1,272.14	)	—	—		4	MS	83.33	15,000	11102015	6112040
404280AV1	HSBC HOLDINGS PLC SENIOR CORP BND	F		2,344,642	2,400,717.23	2,350,000.00	2,344,706.63	56,010.6		64.63		—	—		3.4	MS	5,104.72	—	3012016	4102047
G463CFAA4	HSBC HOLDINGS PLC SUB CORP BND	D	1	1,297,336.09	1,125,440.83	750,000.00	1,243,544.72	(118,103.89	)	(10,138.30	)	—	(106,917.17	)	6.375	OCT	31,168.5	—	11252014	12312049
404280AU3	HSBC HOLDINGS PLC SUB CORP BND	F	1	2,975,400	2,957,891.92	3,000,000.00	2,976,635	(207,781.5	)	499.68		—	—		4.25	FA	15,229.16	63,750	8102015	2102047
404280AP4	HSBC HOLDINGS PLC SUB CORP BND	F		10,881,445	10,617,174.96	10,500,000.00	10,824,956.46	(18,743.08	)	(8,682.62	)	—	—		4.25	MS	21,072.91	223,125	8192014	2102033
40428HPN6	HSBC USA INC SENIOR CORP BND			299,817	301,649.55	300,000.00	299,865.54	(2,891.85	)	8.88		—	—		2.375	MN	2,731.25	—	11052014	4202050
40428HPR7	HSBC USA INC SENIOR CORP BND			1,664,735	1,659,015.09	1,675,000.00	1,665,846.49	(35,199	)	562.23		—	—		2.35	MS	2,842.84	19,681.25	11122015	2102048
40428HPH9	HSBC USA INC SENIOR CORP BND			2,991,420	2,994,001.47	3,000,000.00	2,996,893.32	1,784.01		426.20		—	—		1.625	JJ	10,156.25	24,375	12132012	6152033
40428HPK2	HSBC USA INC SENIOR CORP BND			4,500,000	4,464,801	4,500,000.00	4,500,000	(6,831.4	)	—		—	—		1.508	MJSD	1,508.35	16,770.73	9172013	9152048
40428HPU0	HSBC USA INC SENIOR CORP BND			4,991,450	5,006,998.05	5,000,000.00	4,993,255.05	13,743		695.55		—	—		2	FA	15,000	50,000	12232015	2102034
C4426EAH7	HUDSONS BAY CO SECURED TERM LOAN	A	2	705,393.88	708,052.4	708,938.57	705,640.64	2,411.76		126.16		—	—		—	FMAN	—	8,096.77	8142015	12312049
BRT0EZ7R0	HUNTSMAN INTL LLC SECURED TERM LOAN			611,594.88	611,594.88	614,668.22	611,594.88	—		—		—	—		—	MJSD	—	—	3242016	12312049
C4438BAC0	HUSKY INJECTION MOLDING SYS LT SENIOR SE	A	2	376,016.9	365,978.94	377,906.42	376,475.73	(10,496.79	)	71.63		—	—		—	MJSD	—	4,070.17	6262014	12312049
BRSSNVRZ9	HVFII_15-1 ABS_15-1 B		2	2,999,848.2	2,970,000	3,000,000.00	2,999,860.45	(29,860.45	)	(7.03	)	—	—		3.52	MON	1,760	26,400	4072015	12312049
448814JB0	HYDRO-QUEBEC SENIOR CORP BND	A		1,020,280	1,002,860.1	1,000,000.00	1,002,865.15	(5.05	)	(2,896.98	)	—	—		2	JD	5,055.56	—	6232011	10232018
44890LAC8	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B		2	17,196.24	17,176.69	17,180.13	17,181.06	(4.37	)	(3.26	)	—	—		0.71	MON	5.42	60.75	11052013	3012021
44891AAE7	HYUNDAI CAPITAL AMERICA SENIOR CORP BND			9,993,100	10,080,760	10,000,000.00	9,993,184.78	87,575.22		84.78		—	—		2.5	MS	9,027.77	—	3142016	10152044
452227FG1	ILLINOIS ST SALES TAX REV MUNITAX BND RE			4,100,000	4,150,594	4,100,000.00	4,100,000	50,594		—		—	—		1.56	JD	18,832.67	—	9292015	5012018

G4721VAY0	IMPERIAL TOBACCO FIN PLC CORP BND	D		705,322.77	641,282.96	400,000.00	685,549.05	(44,266.09	)	(5,836.28	)	—	(51,065.27	)	6.25	DEC	11,682.98	—	10302015	12312049
BRSMHGLN5	IMS HEALTH INCORPORATED IMS HEALTH INCOR		2	4,408,538.73	4,393,927.99	4,417,393.17	4,411,082.81	(17,154.82	)	327.61		—	—		—	MJSD	—	38,952.4	10012015	3312025
454795DR3	IN HLTH CLARIAN MUNI BND REV		1	381,825.5	382,039	350,000.00	368,836.86	9,571.73		(2,192.67	)	—	—		5.25	MN	7,656.25	—	4102008	3152019
454795DQ5	IN HLTH CLARIAN MUNI BND REV		1	405,442	398,412.1	365,000.00	388,840.37	13,202.14		(2,793.32	)	—	—		5.25	MN	7,984.38	—	4102008	5012023
45505UAH1	INDIANA ST FINANCE AUTHORITY MUNI BND RE			2,301,800	2,201,680	2,000,000.00	2,192,453.45	9,226.55		(18,308.45	)	—	—		5	MN	41,666.67	—	3202008	6012018
BRSEKNUF1	INEOS US FINANCE LLC SENIOR SEC TERM NOT		2	992,479.22	984,395.12	994,966.64	993,846.16	(9,451.04	)	332.52		—	—		—	JAJO	—	6,930.5	10012015	3312025
BRSTTYU57	INEOS US FINANCE LLC SENIOR SECURED TERM			3,217,056.67	3,202,393.42	3,256,672.38	3,219,305.53	(16,912.11	)	2,089.10		—	—		—	MJSD	—	30,948.63	1292016	12312049
BRSTBTC24	INFILTRATOR SYSTEMS INTEGRATED SENIOR SE		1	462,926.29	462,053.94	465,252.55	463,151.11	(1,097.17	)	90.41		—	—		—	MJSD	—	6,189.84	5212015	12312049
BRSJFKKC0	INFOR US INC SENIOR SECURED TERM NOTES		2	1,011,684.04	978,804.31	1,011,684.04	1,011,684.04	(32,879.73	)	—		—	—		—	FMAN	—	9,615	5242013	3312025
BRSLNXDD4	INFOR US INC SENIOR SECURED TERM NOTES		2	1,378,062.02	1,345,766.35	1,389,401.91	1,381,182.25	(35,415.9	)	499.51		—	—		—	MJSD	—	13,204.68	7312014	3312025
N4R203EJ2	ING BANK NV SENIOR BND CORP EMTN	D		868,563.04	732,162.27	500,000.00	831,348.41	(99,186.14	)	(4,215.90	)	—	(101,885.29	)	3.875	DEC	7,608.66	—	1022014	12312049
449786BD3	ING BANK NV SENIOR CORP BND 144A	F		387,336.95	390,618.82	385,000.00	387,124.61	3,494.21		(141.04	)	—	—		2.5	AO	4,812.5	—	11132015	8132027
44987CAB4	ING BANK NV SENIOR CORP BND 144A	F		3,529,556.1	3,539,168.19	3,535,000.00	3,531,415.9	7,752.29		447.25		—	—		1.8	MS	2,651.25	31,815	3102015	8102047
44987DAN6	ING BANK NV SENIOR CORP BND EMTN	F		3,249,057.5	3,280,875	3,250,000.00	3,249,065.79	31,809.21		8.29		—	—		2.3	MS	1,868.75	—	3152016	12102047
44987CAE8	ING BANK NV SENIOR CORP BND MTN 144A	F		2,748,322.5	2,762,180	2,750,000.00	2,748,661.49	13,518.51		136.14		—	—		2.05	FA	6,890.28	28,187.5	8102015	10102047
N6088VDF2	ING BANK NV SUB CORP BND	D	1	1,397,050.51	1,247,077.37	800,000.00	1,357,407.1	(110,329.73	)	(15,049.91	)	—	(104,275.09	)	6.875	MAY	66,524.21	17,196.09	6122015	12312049
45687AAL6	INGERSOLL-RAND GLOBAL HOLDING SENIOR COR			2,989,816.8	3,016,517.87	2,964,000.00	2,980,097.02	36,420.85		(1,388.66	)	—	—		2.875	JJ	17,989.84	42,607.5	6162014	10182029
456873AA6	INGERSOLL-RAND LUXEMBOURG FINA SENIOR CO	F	1	1,502,730	1,503,856.32	1,500,000.00	1,502,058.01	1,798.31		(119.92	)	—	—		2.625	MN	16,406.25	—	10242014	3102048
458140AQ3	INTEL CORPORATION SENIOR CORP BND			3,022,156.5	3,126,037.66	3,025,000.00	3,022,519.63	103,518.03		186.92		—	—		2.45	JJ	12,763.82	64,822.92	9292015	6152018
4581X0BV9	INTER AMERICAN DEV BK CORP BND	F		2,009,980	2,005,679.8	2,000,000.00	2,003,276.33	2,403.47		(851.58	)	—	—		1.125	MS	1,000	11,250	9162015	3102048
458182DT6	INTER-AMERICAN DEV BANK CORP BND	F		2,050,000	2,041,553.94	2,050,000.00	2,050,000	(8,446.06	)	—		—	—		0.662	MJSD	678.91	2,756.8	9052013	6012019
45818WAT3	INTER-AMERICAN DEV BANK CORP BND EMTN	F		5,000,000	4,978,749.85	5,000,000.00	5,000,000	(21,250.15	)	—		—	—		0.613	MJSD	937.14	7,071.46	6132014	12012045
459200HC8	INTERNATIONAL BUSINESS MACHINE CORP BND			3,260,491.75	3,287,248.17	3,275,000.00	3,272,468.97	14,779.2		737.33		—	—		1.25	FA	6,254.33	20,468.75	2222012	4152021
459200HE4	INTERNATIONAL BUSINESS MACHINE SENIOR CO			248,777.5	253,494.05	250,000.00	248,998.59	4,495.46		77.55		—	—		1.875	MN	1,770.83	—	7142015	10152018
459200HK0	INTERNATIONAL BUSINESS MACHINE SENIOR CO			1,149,710.1	1,157,776.56	1,155,000.00	1,152,996.98	4,779.58		265.17		—	—		1.25	FA	2,125.52	7,218.75	2052013	5172021
459200HZ7	INTERNATIONAL BUSINESS MACHINE SENIOR CO			1,545,272.5	1,550,182.95	1,550,000.00	1,547,066.43	3,116.52		390.11		—	—		1.125	FA	2,664.06	8,718.75	2032015	9152021
459200JE2	INTERNATIONAL BUSINESS MACHINE SENIOR CO			4,997,950	5,043,124	5,000,000.00	4,997,992.11	45,131.89		42.11		—	—		1.8	MN	10,500	—	2162016	6172019
45950VCP9	INTERNATIONAL FINANCE CO CORP BND	F		251,581.68	251,748	252,000.00	251,912.75	(164.75	)	35.04		—	—		0.625	MN	595	—	11052013	12152020
G4804LAA4	INTRCONT HOTELS LOCAL BND	D		1,192,373.75	962,035.51	650,000.00	1,108,092.25	(146,056.74	)	(10,810.66	)	—	(147,905.97	)	6	DEC	17,459.66	—	4032014	12312049
BRSQUAGJ9	ION MEDIA NETWORKS INC SENIOR SECURED TE			2,393,174.75	2,391,329.63	2,429,800.66	2,393,996.6	(2,666.97	)	885.20		—	—		—	MJSD	—	11,142.11	3182016	3312025
46603BAB5	IVYH_14-9A MEZZANIN ABS_14-9A-B1 144A	F	2	3,938,672.8	3,874,958	4,000,000.00	3,951,331.66	(76,373.66	)	2,082.45		—	—		3.07	JAJO	24,897.87	28,265.98	10012014	5172019
BRSKL00G7	JBS USA LLC SENIOR SECURED TERM NOTES			1,164,150	1,161,225	1,170,000.00	1,166,251.98	(5,026.98	)	218.91		—	—		—	MJSD	—	11,142.81	9272013	3312025
47787UAD5	JDOT_15-A SENIOR ABS 15-A A3		2	2,029,840.93	2,031,670.48	2,030,000.00	2,029,892.76	1,777.72		10.04		—	—		1.32	MON	1,190.93	6,699	6012015	3222019
473240EC9	JEFFERSON CNTY MO SCH DIST NO MUNITAX BN			312,726	306,201	300,000.00	304,860.31	1,340.69		(1,312.30	)	—	—		3	MS	750	4,500	9212012	5152018

476576HQ9	JERSEY CITY N J MUNITAX BND GO			2,225,000	2,300,383	2,225,000.00	2,225,000	75,383		—		—	—	2.525	MS	4,681.77	28,090.63		11212014	1162018
24422ESF7	JOHN DEERE CAPITAL CORP SENIOR CORP BND			1,518,030	1,523,037.99	1,500,000.00	1,515,605.56	26,540.95		(1,406.65	)	—	—	1.95	JD	8,775	—		10212015	7172018
24422ESX8	JOHN DEERE CAPITAL CORP SENIOR CORP BND			2,399,088	2,414,599.73	2,400,000.00	2,399,301.19	7,432.43		74.97		—	—	1.6	JJ	8,320	19,093.33		7092015	3122018
24422EST7	JOHN DEERE CAPITAL CORP SENIOR CORP BND			2,578,710	2,587,359.4	2,580,000.00	2,579,223.63	8,135.77		106.82		—	—	1.35	JJ	7,256.25	17,415		1132015	6152019
24422ERN1	JOHN DEERE CAPITAL CORP SENIOR CORP BND			4,923,571.75	4,951,266.01	4,925,000.00	4,924,725.06	15,298.54		71.25		—	—	1.4	MS	3,064.45	34,475		2222012	3162020
478111AA5	JOHNS HOPKINS HEALTH SYSTEM CO SENIOR CO			244,815	249,959	250,000.00	246,922.31	3,036.69		354.27		—	—	1.424	MN	1,344.89	—		5012013	4152020
478115AC2	JOHNS HOPKINS UNIVERSITY CORP BND			1,750,000	1,762,537	1,750,000.00	1,750,000	12,537		—		—	—	1.477	JJ	6,461.88	12,923.75		2102015	11152020
478160AW4	JOHNSON & JOHNSON CORP BND			122,861.25	132,403.56	125,000.00	123,976.91	8,426.65		53.55		—	—	2.95	MS	307.29	1,843.75		8122010	2182020
478160BF0	JOHNSON & JOHNSON SENIOR CORP BND			1,498,185	1,500,000	1,500,000.00	1,499,596.76	403.24		153.10		—	—	0.7	MN	3,587.5	—		12022013	12152034
478160BL7	JOHNSON & JOHNSON SENIOR CORP BND			1,718,641.2	1,728,004.5	1,720,000.00	1,719,252.71	8,751.79		153.16		—	—	1.125	MN	6,987.5	2,906.25		11182014	5152018
478160BR4	JOHNSON & JOHNSON SENIOR CORP BND			8,329,000.4	8,344,152.58	8,330,000.00	8,329,028.07	15,124.51		27.67		—	—	1.125	MS	7,809.39	—		2252016	3152019
418097AD3	JORDAN (HASHEMITE KINGDOM OF) AGENCY BND	F		10,000,000	10,229,300	10,000,000.00	10,000,000	229,300		—		—	—	1.945	JD	52,947.23	—		6232014	6012018
46630JAC3	JP MORGAN CHASE COMMERCIAL MOR CMBS 07-		2	5,932,761.5	5,513,132.5	5,402,436.37	5,575,082.92	(61,950.42	)	(35,710.29	)	—	—	5.42	MON	24,401.01	73,440.33		4082014	9202019
46644FAE1	JPMBB COMMERCIAL MORTGAGE SECU PAC SENIO		2	4,059,062.5	4,132,479.84	4,000,000.00	4,058,492.46	73,987.38		(570.04	)	—	—	3.042	MON	10,140	(2,704	)	3042016	10152044
46640LAB8	JPMBB COMMERCIAL MORTGAGE SECU SENIOR CM		2	2,209,382.81	2,208,201.71	2,140,000.00	2,175,367.66	32,834.05		(5,614.92	)	—	—	3.019	MON	5,384.42	16,153.26		9162014	9152020
46642EAY2	JPMBB LCF SENIOR CMBS _14-C21-A5		2	2,133,984.38	2,151,759.93	2,000,000.00	2,119,746.05	32,013.88		(3,456.08	)	—	—	3.775	MON	6,291.33	18,873.99		3112015	12152022
46641WAT4	JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A		2	1,910,646.29	1,922,003.34	1,855,000.00	1,885,655.55	36,347.79		(3,185.70	)	—	—	3.046	MON	4,707.99	14,123.97		4292014	7152022
46644FAB7	JPMBB_15-C28 SENIOR CMBS 15-C28 A2		2	3,089,994	3,090,810.3	3,000,000.00	3,072,664.06	18,146.24		(4,648.03	)	—	—	2.773	MON	6,933.25	20,799.75		4022015	2252021
46590JAW7	JPMBB_15-C36 PRELCF SENIOR CMBS_15-C36 A		2	3,089,976	3,165,690.3	3,000,000.00	3,086,516.39	79,173.91		(2,054.28	)	—	—	3.598	MON	8,995.5	26,986.5		10192015	3082020
46639EAB7	JPMCC_12-LC9 PRELCF SENIOR CMBS_12-LC9-A		2	1,097,243.43	1,096,840.06	1,095,788.09	1,095,897.11	942.95		(240.98	)	—	—	1.677	MON	1,531.27	4,964.23		10072014	7202021
46641BAB9	JPMCC_13-C16 SENIOR CMBS 13-C16		2	3,413,583.03	3,377,554.27	3,280,164.87	3,359,831.33	17,722.94		(38,090.89	)	—	—	3.07	MON	8,391.76	62,258.26		10302014	8212017
46642CBE9	JPMCC_14-C20 SENIOR CMBS 14-C20-A2		2	5,149,990	5,159,287	5,000,000.00	5,093,536.33	65,750.67		(8,899.96	)	—	—	2.872	MON	11,965	42,276.33		6122014	9152020
46590KAB0	JPMCC_15-JP1 SENIOR CMBS_15-JP1 A2		2	1,905,492.6	1,943,500.3	1,850,000.00	1,902,759.87	40,740.43		(2,720.24	)	—	—	3.144	MON	4,846.7	14,540.1		12152015	12152029
46644RAZ8	JPMCCMSC_15-C29 SENIOR CMBS 15-C29		2	2,059,986	2,127,400	2,000,000.00	2,055,712.61	71,687.39		(1,430.90	)	—	—	3.611	MON	6,018	18,054		6042015	10182029
4.66E+79	JPMMT CMO_06-A1 2A2		2	51,619.64	44,651.8	51,579.32	51,594.47	(6,942.67	)	(48.28	)	—	—	2.86	MON	122.91	377.26		2062008	3012018
46643DAE7	JPMMT_14-OAK4 WHOLE CMO 14-OAK4		2	2,132,440.67	2,142,442.76	2,104,814.98	2,122,719.72	19,723.04		(5,846.48	)	—	—	3.5	MON	6,139.04	19,233.64		10072014	3222019
48127FAA1	JPMORGAN CHASE & CO CAPSEC CORP BND		1	7,439,250	7,143,750	7,500,000.00	7,441,152.54	(297,402.54	)	232.97		—	—	5	JJ	93,750	187,500		8132014	8152017
46625HJA9	JPMORGAN CHASE & CO CORP BND			1,353,620	1,332,579	1,325,000.00	1,326,778	5,801		(1,701.36	)	—	—	3.15	JJ	9,970.63	20,868.75		1312012	8162021
46625HJG6	JPMORGAN CHASE & CO CORP BND			7,239,770	7,286,396.02	7,250,000.00	7,248,041.51	38,354.51		258.33		—	—	1.8	JJ	23,925	65,250		11252014	10152019
46625HNX4	JPMORGAN CHASE & CO SENIOR CORP BND		1	299,691	303,609.01	300,000.00	299,715.69	26,636.32		14.50		—	—	2.55	AO	3,230	—		10222015	10152023
46625HKC3	JPMORGAN CHASE & CO SENIOR CORP BND		1	722,172.5	724,481.94	725,000.00	722,454.4	41,432.53		76.93		—	—	3.125	JJ	4,279.52	16,412.76		2252015	2152029
46625HQJ2	JPMORGAN CHASE & CO SENIOR CORP BND		1	1,397,420	1,412,916.4	1,400,000.00	1,397,442.68	14,817.05		22.68		—	—	2.55	MS	2,975	(1,023.54	)	3152016	9162024
46625HJR2	JPMORGAN CHASE & CO SENIOR CORP BND			1,518,345	1,528,197.9	1,500,000.00	1,513,380.85	2,027.54		(1,147.01	)	—	—	2.35	JJ	6,168.75	17,625		7132015	5152020
48126EAA5	JPMORGAN CHASE & CO SENIOR CORP BND			1,521,435	1,513,440.75	1,500,000.00	1,508,891.04	60,976.79		(1,425.72	)	—	—	2	FA	3,833.33	39,222.22		4012014	5152019

46625HJH4	JPMORGAN CHASE & CO SENIOR CORP BND			2,609,958	2,650,451.18	2,600,000.00	2,609,018.65	3,893.32		(295.48	)	—	—		3.2	JJ	15,253.33	41,600		5152015	6172019
46625HLW8	JPMORGAN CHASE & CO SENIOR CORP BND		1	3,420,024	3,478,142.78	3,400,000.00	3,417,165.99	15,473.72		(997.48	)	—	—		2.75	JD	25,452.78	—		12232015	10152023
46625HQU7	JPMORGAN CHASE & CO SENIOR CORP BND		1	7,295,328	7,329,643.48	7,300,000.00	7,295,365.16	34,278.32		37.16		—	—		1.85	MS	3,001.12	—		3182016	2182020
46625HJF8	JPMORGAN CHASE & CO SENIOR CORP BND			8,620,000	8,646,636.32	8,620,000.00	8,620,000	4,549.71		—		—	—		1.519	JAJO	24,362.56	26,580.94		1172013	10162017
46623EKD0	JPMORGAN CHASE & CO SENIOR CORP BND MTN		1	2,507,025	2,508,180.23	2,500,000.00	2,504,861.41	3,318.82		(648.08	)	—	—		1.7	MS	3,541.66	21,250		5222015	7152020
46625HJY7	JPMORGAN CHASE & CO SUB CORP BND			3,148,383.75	3,231,530.64	3,165,000.00	3,150,569.35	76,936.24		357.36		—	—		3.875	MS	7,154.22	61,321.88		9032014	2162021
46625HJQ4	JPMORGAN CHASE & CO SUB CORP BND		1	3,187,500	3,243,750	3,000,000.00	3,166,813.76	80,961.29		(4,175.01	)	—	—		6.75	FA	33,750	101,250		12112014	2182020
BRS2RYU09	JPMORGAN CHASE BANK NA SUB CORP BND	O		671,083.33	585,986.12	400,000.00	639,830.97	(53,844.85	)	(7,865.77	)	—	(54,098.64	)	5.375	SEP	15,704.27	9,985.63		12042014	3312025
BRSZLU5D0	KAR AUCTION SERVICES INC SENIOR SECURED		1	297,000	300,000	300,000.00	297,011.73	2,988.27		11.73		—	—		—	MJSD	—	318.75		3042016	12312049
487836BF4	KELLOGG COMPANY CORP BND			253,590	251,340	250,000.00	251,064.8	275.2		(422.98	)	—	—		1.875	MN	1,744.79	—		11142011	9202019
487836BH0	KELLOGG COMPANY SENIOR CORP BND			3,027,000	3,013,760.7	3,000,000.00	3,011,686.76	2,073.94		(2,569.88	)	—	—		1.75	MN	19,541.66	—		5152012	4242019
491674BE6	KENTUCKY UTILITIES COMPANY CORP BND		1	783,795	791,709.31	750,000.00	779,567.98	12,141.33		(1,621.42	)	—	—		3.25	MN	10,156.25	—		9292015	7152021
49327M2F0	KEY BANK NATIONAL ASSOCIATION SENIOR COR			499,780	505,023.5	500,000.00	499,839.94	5,183.56		10.25		—	—		2.5	JD	3,680.56	—		11182014	4092020
BRSP750D8	KEY SAFETY SYSTEMS INC SENIOR SECURED TE		2	1,245,880.63	1,239,317.15	1,250,256.89	1,246,759.58	(7,442.43	)	173.63		—	—		—	MJSD	—	15,075.83		8132015	3312025
494074AF4	KILIMANJARO RE LIMITED CORP BND 144A	F		500,000	505,445	500,000.00	500,000	(235,528.55	)	—		—	—		9.433	JAJO	11,529.32	4,368.06		11102015	5102048
494074AG2	KILIMANJARO RE LIMITED CORP BND 144A	F		500,000	504,750	500,000.00	500,000	5,445		—		—	—		6.933	JAJO	8,473.77	3,187.5		11102015	8102055
494074AE7	KILIMANJARO RE LIMITED CORP BND 144A	F		29,453,000	29,225,451.54	29,500,000.00	29,460,980.09	4,750		2,474.62		—	—		3.918	JAJO	282,495.28	292,441.96		6022015	3102048
494368BT9	KIMBERLY-CLARK CORPORATION SENIOR CORP B			2,749,835	2,768,147.35	2,750,000.00	2,749,840.37	18,306.98		5.37		—	—		1.4	FA	4,170.83	—		2172016	2202045
494550AY2	KINDER MORGAN ENERGY PARTNERS CORP BND			1,100,800	1,048,831.56	1,000,000.00	1,070,485.76	(21,654.2	)	(9,152.35	)	—	—		5.95	FA	7,602.78	29,750		5282015	2202045
494550BM7	KINDER MORGAN ENERGY PARTNERS SENIOR COR		1	994,820	903,472.68	1,000,000.00	995,456.98	(91,984.3	)	144.80		—	—		3.45	FA	4,408.34	17,250		2242015	7182026
28336LBR9	KINDER MORGAN HOLDCO LLC CORP BND			2,428,386.4	2,294,857.59	2,140,000.00	2,327,032.75	(32,175.16	)	(20,722.48	)	—	—		7.25	JD	51,716.67	—		2242016	9142018
49456BAD3	KINDER MORGAN HOLDCO LLC SENIOR CORP BND			2,582,053.1	2,539,593.29	2,585,000.00	2,583,350.76	(43,757.47	)	241.56		—	—		2	JD	17,233.33	—		9292015	2152040
BRSM103T4	KINETIC CONCEPTS INC / KCI USA SENIOR SE		2	2,126,048.92	2,131,263.84	2,146,692.12	2,127,899.55	3,364.29		1,437.81		—	—		—	JAJO	—	7,374.94		3282016	3312025
496026KV6	KINGS LOC SCH DIST OHIO MUNITAX BND GO			1,250,394.5	1,250,837.2	1,165,000.00	1,220,398.46	30,438.74		(5,028.28	)	—	—		3.75	JD	14,562.5	—		2212013	11162018
G5274WAA8	KIZUNA RE II LTD CORP BND 144A	D		1,912,522.91	2,044,574.06	230,000,000.00	1,912,522.91	132,051.15		—		—	133,831.48		0.28	JAJO	1,400.61	10,261.83		3202015	12312049
482485AC3	KKR_13-2A ABS 13-2A 144A	F	2	1,516,800	1,493,804.16	1,600,000.00	1,534,464.55	(40,660.39	)	2,950.14		—	—		2.419	JAJO	7,202.05	8,841.85		10162014	8152017
BRSSW6XL8	KLOCKNER PENTAPLAST OF AMERICA SENIOR SE		2	358,111.76	358,560.53	359,009.29	358,269.64	290.89		47.17		—	—		—	JAJO	—	4,548.91		4232015	12312049
50048MBM1	KOMMUNALBANKEN AS CORP BND 144A	F		398,900	399,526.8	400,000.00	399,764.05	(237.25	)	92.25		—	—		0.75	MN	1,083.33	—		11132013	7152017
50048MAT7	KOMMUNALBANKEN AS SENIOR GOVT BND	F		1,096,205	1,101,188.02	1,100,000.00	1,098,852.68	2,335.34		191.18		—	—		1	MS	152.78	5,500		9192012	2252030
BRSYEDRW3	KOMMUNEKREDIT SENIOR CORP BND	F		5,631,863.5	5,693,561.27	5,650,000.00	5,633,115.1	60,446.17		1,251.60		—	—		1.5	JAN	17,891.67	—		1062016	1142020
BRSSWB4N5	KP GERMANY ERSTE GMBH SENIOR SECURED TER	F	2	153,039.21	153,230.98	153,422.76	153,106.68	124.3		20.16		—	—		—	JAJO	—	1,943.98		4232015	1152026
50076QAY2	KRAFT FOODS GROUP INC CORP BND			2,371,165.54	2,397,410.74	2,375,000.00	2,373,940.66	23,470.08		322.33		—	—		2.25	JD	17,218.75	8,437.5		1162013	4152024
50076QAX4	KRAFT FOODS GROUP INC SENIOR CORP BND			829,047.5	824,029.66	750,000.00	820,649.07	23,995.86		(3,878.75	)	—	—		6.125	FA	4,848.96	6,720.49		3012016	5012027
50076QAU0	KRAFT FOODS GROUP INC SENIOR CORP BND			2,490,030	2,511,308.1	2,250,000.00	2,487,312.24	3,380.59		(2,717.76	)	—	—		5.375	FA	17,132.82	(11,757.82	)	3102016	5012027

D40859GT7	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D		3,325,845.87	2,682,221.61	1,750,000.00	2,963,211.82	(280,990.21	)	(30,849.25	)	—	(290,144.12	)	5.625	AUG	84,890.54	—	11132013	9012020
500769FG4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		6,859,842	6,904,761	6,900,000.00	6,886,352.21	18,408.79		2,362.78		—	—		0.875	MS	4,360.42	30,187.5	12052014	2152019
500769GS7	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		7,577,771	7,623,711.69	7,600,000.00	7,581,895.61	37,312.91		1,901.26		—	—		1.125	FA	13,062.51	47,737.51	9162015	5152016
500769GV0	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		7,880,171	7,993,614.84	7,900,000.00	7,881,539.58	41,816.08		1,368.58		—	—		1.5	FA	26,004.17	—	1052016	12012017
500769GL2	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		15,732,560.26	15,774,114.02	15,742,000.00	15,736,801.11	112,075.26		705.50		—	—		1	JJ	28,423.05	78,710	10012015	4282017
48274LAD3	KVK CLO LTD 2014-1A ABS 14-1A C 144A	F	1	729,375	627,713.33	750,000.00	732,312.22	(104,598.89	)	696.19		—	—		3.518	FMAN	3,298.31	6,251.4	3132015	8152017
48274MAD1	KVK_14-2A ABS 14-2A C 144A	F	1	476,250	457,280.15	500,000.00	479,715.07	(22,434.92	)	760.95		—	—		3.622	JAJO	3,873.53	4,242.86	1262015	8152017
491552ZL2	KY ST TPK AUTH ECONOMIC MUNI BND REV		1	2,344,460	2,401,520	2,000,000.00	2,291,099.12	110,420.88		(9,071.17	)	—	—		5	JJ	25,000	50,000	9132013	6012020
502413BD8	L-3 COMMUNICATIONS CORP SENIOR CORP BND		1	86,731.92	84,233.87	88,000.00	86,834.72	(24,557.66	)	64.91		—	—		3.95	MN	1,187.63	1,632.45	5182015	1162027
502413BC0	L-3 COMMUNICATIONS CORP SENIOR CORP BND			4,369,600.73	4,353,105.27	4,385,000.00	4,377,662.93	(2,600.85	)	1,567.34		—	—		1.5	MN	22,473.13	—	1052015	5102032
BRSMB8NV9	LA QUINTA INTERMEDIATE HOLDING SENIOR SE		2	721,931.53	734,400.38	748,115.58	722,784.23	11,616.15		918.65		—	—		—	FMAN	—	—	1202016	3312025
50540RAR3	LABORATORY CORP OF AMER HLDGS SENIOR COR			2,147,592	2,159,182.67	2,150,000.00	2,148,127.13	11,055.54		115.37		—	—		2.625	FA	9,406.25	28,218.75	12232015	10122023
BRSRYHP25	LAZER SPOT INC SENIOR SECURED REVOLVE NO			104,309.75	103,005.88	104,309.75	104,309.75	(1,303.87	)	—		—	—		—	FMAN	—	1,067.73	7312015	12312049
BRSRYF745	LAZER SPOT INC SENIOR SECURED TERM NOTES			2,915,332.42	2,878,890.76	2,915,332.42	2,915,332.42	(36,441.66	)	—		—	—		—	FMAN	—	83,167.77	2242015	12312049
BRSVAW935	LAZER SPOT MERGER SUB, INC SENIOR SECURE			97,355.77	96,138.82	97,355.77	97,355.77	(1,216.95	)	—		—	—		—	MJSD	—	353.81	11022015	12312049
52109RBM2	LBUBS CMBS 07-C7		2	8,693,646.93	8,094,942.31	7,697,519.25	8,122,353.96	(27,411.65	)	(73,686.71	)	—	—		5.866	MON	25,085.36	113,064.26	6022014	4152021
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	)	—		—	—		—	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	)	—		—	—		—	MJSD	—	41,250	12222015	12312049
BRSY6MWX4	LDISCOVERY LLC SENIOR SECURED TERM LOAN			399,193.55	396,199.6	399,193.55	399,193.55	(2,993.95	)	—		—	—		—	MJSD	—	—	12222015	12312049
52349HAM5	LEE CNTY FLA HSG FIN AUTH SING MUNITAX B		1	150,543	150,571.5	150,000.00	150,000	571.5		—		—	—		7.02	JD	3,510	—	6152001	7152022
52349HAN3	LEE CNTY FLA HSG FIN AUTH SING MUNITAX B		1	190,524.4	190,640.3	190,000.00	190,000	640.3		—		—	—		7.27	JD	4,604.33	—	6152001	3012026
G54404AK7	LEGAL & GEN GRP PLC CAPSEC CORP BND	D	1	1,611,530.25	1,458,931.37	1,000,000.00	1,559,955.28	(101,023.91	)	(10,932.08	)	—	(76,480.54	)	6.385	MN	37,983.25	—	1162015	12312049
854403AC6	LELAND STANFORD JR UNIV CALIF MUNI BND R			4,157,579	4,088,610.67	3,700,000.00	4,012,481.25	76,129.42		(24,530.82	)	—	—		4.75	MN	73,229.17	—	9302014	10222026
BRSLAZMP6	LESLIES POOLMART, INC. SENIOR SECURED TE		2	2,237,743.79	2,222,448.13	2,245,843.08	2,240,954.49	(18,506.36	)	359.39		—	—		—	MJSD	—	24,189.71	12022013	3312025
BRSK5UM00	LEVEL 3 FINANCING INC SENIOR SECURED TER		2	962,682.64	971,212.5	970,000.00	965,353.02	5,859.48		346.58		—	—		—	MJSD	—	9,991.46	4302014	3312025
BRSHY9H24	LINDE AG SENIOR CORP BND EMTN	F		2,990,820	3,012,390.06	3,000,000.00	2,996,157.05	16,233.01		456.38		—	—		1.5	APR	42,875	—	4102013	3152019
BRSK7RBA5	LIVE NATION ENTERTAINMENT INC SENIOR SEC		2	1,502,566.78	1,501,940.21	1,502,566.78	1,502,566.78	(626.57	)	—		—	—		—	FMAN	—	13,327.63	8262013	3312025
G4S15PP89	LLOYDS BANK PLC CORP BND EMTN	D	1	1,145,701.13	956,270.33	630,000.00	1,044,661.06	(88,390.73	)	(19,510.38	)	—	(88,327.6	)	10.75	DEC	28,457.66	—	12042014	12312049
50208XAA0	LMC_15-CRE1 SENIOR CMBS 15-CRE1 A 144A		2	4,000,000	3,918,794.4	4,000,000.00	4,000,000	(81,205.6	)	—		—	—		2.182	MON	2,423.89	21,759.55	1282015	6152018
539830BJ7	LOCKHEED MARTIN CORPORATION SENIOR CORP			2,527,319.8	2,555,595.92	2,530,000.00	2,527,631.35	27,964.57		218.09		—	—		1.85	MN	16,641.79	—	11172015	1152026
G29330DW7	LONDON POWER NETWORKS PLC LOCAL BND	D		1,317,715.93	1,133,448.31	770,000.00	1,248,728.7	(115,280.39	)	(14,017.68	)	—	(114,451.89	)	5.375	NOV	23,079.37	7,713.86	11272014	12312049
542799AC5	LONGPOINT RE III LTD CORP BND 144A	F	1	1,750,000	1,766,135	1,750,000.00	1,750,000	16,135		—		—	—		3.75	FMAN	8,203.13	17,096.47	5072015	3102046
BRSSM4ZS7	LONGVIEW POWER SENIOR SECURED TERM NOTES		1	1,143,360	1,016,320	1,154,909.09	1,145,177.5	(128,857.5	)	505.40		—	—		—	MJSD	—	23,413.66	4082015	12312049
546398PF9	LOUISIANA PUB FACS AUTH REV MUNI BND REV		1	1,443,685.5	1,402,533	1,395,000.00	1,402,080.69	452.31		(7,080.69	)	—	—		5	JJ	17,437.5	34,875	10202006	3122018

546415S50	LOUISIANA STATE OF MUNITAX BND GO			4,779,355	4,800,777.5	4,750,000.00	4,768,746.19	32,031.31		(2,512.39	)	—	—	1.5	FA	11,875	35,625		3042015	5262020
BRSXC27R4	LPL HOLDINGS INC TL SENIOR SECURED TERM			1,223,893.6	1,202,259.12	1,236,256.16	1,224,469.12	(22,210	)	470.78		—	—	—	MJSD	—	13,082.08		11182015	12312049
54910DAA5	LSTRZ_15-6 WHOLE CMO 15-6 A 144A		2	858,294.9	847,266.31	866,768.60	859,867.2	(12,600.89	)	819.53		—	—	2.439	MON	1,820.06	5,310.61		5202015	11232018
502441AA6	LVMH MOET HENNESSY LOUIS VUITT SENIOR CO	F		3,041,246.5	3,058,853.54	3,050,000.00	3,047,755.44	11,098.1		444.37		—	—	1.625	JD	12,665.98	—		6262012	8102055
54008PAA1	LWCLO_14-1A ABS _14-1A-A1 144A	F	2	498,500	495,785.25	500,000.00	499,110.88	(3,325.63	)	122.56		—	—	1.989	JAJO	1,850.5	2,135.85		12302014	11232018
575718AC5	MA INSTITUTE OF TECH CORP BND			1,018,330	1,024,193	1,000,000.00	1,012,855.41	11,337.59		(962.96	)	—	—	2.051	JJ	5,127.5	10,255		10212014	10152025
BRSJFJJX9	MACDERMID INCORPORATED SENIOR SECURED TE		2	1,924,545.46	1,860,132.17	1,930,098.23	1,926,524.95	(66,392.78	)	220.39		—	—	—	FMAN	—	26,902.71		8042014	3312025
55608PAA2	MACQUARIE BANK LTD CORP BND 144A	F		5,996,040	6,209,118	6,000,000.00	5,999,219.97	209,898.03		211.07		—	—	5	FA	32,500	150,000		9292015	8102046
56040PAT5	MAINE EDL LN AUTH MUNI BND REV			2,484,643.7	2,431,725.8	2,230,000.00	2,396,013.14	35,712.66		(14,925.19	)	—	—	5.5	JD	40,883.34	—		9032014	2062020
560427KM7	MAINE HEALTH & HIGHER EDL FACS MUNI BND		1	155,637.05	155,637.05	155,000.00	154,999.57	637.48		(0.09	)	—	—	5.25	JJ	2,034.38	4,068.75		7312010	11022018
562013AA0	MANATEE RE LTD CORP BND 144A	F		680,000	673,771.2	680,000.00	680,000	(6,228.8	)	—		—	—	5.087	MJSD	288.24	8,743.13		3232015	8102046
563469TZ8	MANITOBA PROVINCE OF CORP BND	A		2,977,080	3,001,289.97	3,000,000.00	2,979,720.57	(3,459.75	)	2,288.49		—	—	1.125	JD	11,250	—		12152015	10152019
563469TU9	MANITOBA PROVINCE OF CORP BND	A		7,112,840	7,026,679.1	7,000,000.00	7,030,138.85	21,569.4		(10,194.61	)	—	—	1.3	AO	44,994.44	18,200		6062013	5092016
563469TV7	MANITOBA PROVINCE OF UNSEC CORP BND	A		3,009,090	3,037,410.06	3,000,000.00	3,009,011.74	28,398.32		(78.26	)	—	—	1.75	MN	17,645.83	(16,187.5	)	3162016	5052020
55279HAJ9	MANUFACTURERS AND TRADERS TRUS SENIOR CO		1	246,135	249,015.98	250,000.00	246,297.46	(2,617.6	)	162.46		—	—	2.1	FA	802.08	131.25		1222016	4212025
55279HAF7	MANUFACTURERS AND TRADERS TRUS SENIOR CO		1	7,797,036	7,796,067.24	7,800,000.00	7,798,684.84	2,718.52		246.69		—	—	1.4	JJ	20,020.01	54,600		7222014	5262026
BRSX2BJ50	MARCO INC SENIOR SECURED TERM LOAN			3,668,763.1	3,641,247.38	3,668,763.10	3,668,763.1	(27,515.72	)	—		—	—	—	MJSD	—	39,592.07		10302015	12312049
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	)	—		—	—	—	MJSD	—	1,165.17		1252016	12312049
570850KA4	MARLBORO TWP N J BRD ED MUNITAX BND GO			1,492,545	1,518,585	1,500,000.00	1,495,452.71	23,132.29		486.40		—	—	1.526	JJ	4,832.33	11,445		3062013	9152020
574218A86	MARYLAND ST HEALTH & HIGHER ED MUNITAX B			400,000	409,720	400,000.00	400,000	9,720		—		—	—	2.079	JJ	2,079	1,593.9		10092015	3152019
575831CJ9	MASSACHUSETTS ST COLLEGE BLDG MUNI BND R		1	1,103,611.6	1,108,689.4	910,000.00	1,101,993.4	6,696		(1,618.20	)	—	—	5	MN	4,550	(758.33	)	2252016	12092025
57587ABR8	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND			497,465	519,715	500,000.00	498,173.37	1,372.8		117.61		—	—	2.608	JD	4,346.67	—		2262014	5152020
57586NWY3	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND		1	1,430,000	1,431,372.8	1,430,000.00	1,430,000	21,541.63		—		—	—	1.85	JD	8,818.33	354.59		3182015	11152021
576049CK4	MASSACHUSETTS ST WTR RES AUTH MUNI BND R		2	1,970,647.7	1,872,047.65	1,735,000.00	1,900,812.33	(28,764.68	)	(11,888.03	)	—	—	6.5	JJ	23,808.06	56,387.5		10292008	5152018
55274QAD7	MASTR_06-2 RMBS_06-2-1A4		2	647,561.86	628,339.34	671,076.37	647,561.86	(19,222.52	)	(5,577.53	)	—	—	6	MON	3,355.38	10,622.6		12312009	11232018
58768LAB9	MBALT_15-A ABS 2015-A A2A		2	1,204,776.83	1,204,697.96	1,204,825.19	1,204,809.22	(111.26	)	33.59		—	—	0.78	MON	417.67	4,040.53		6012015	3152025
BRSJD2Z02	MCC IOWA LLC SENIOR SECURED TERM LOAN		2	3,632,287.5	3,600,504.99	3,632,287.50	3,632,287.5	(31,782.51	)	—		—	—	—	FMAN	—	27,404.52		10012015	3312025
58013MEE0	MCDONALDS CORP CORP BND			3,004,204	3,012,928.35	2,800,000.00	2,978,133.99	34,794.36		(22,597.31	)	—	—	5.35	MS	12,483.33	74,900		12152015	4202027
58013MEX8	MCDONALDS CORP SENIOR CORP BND		1	658,779	682,055.36	660,000.00	658,850.41	23,149.43		149.84		—	—	2.75	JD	5,646.67	9,724.31		12022015	12312049
58013MEW0	MCDONALDS CORP SENIOR CORP BND			1,325,598.75	1,348,687	1,325,000.00	1,325,537.57	23,204.95		(48.83	)	—	—	2.1	JD	8,656.67	—		12032015	4222027
55279EAE7	MCFCL_13-1A MEZZANIN ABS_13-1A C 144A		2	249,750	242,843.6	250,000.00	249,799.36	(6,955.76	)	13.86		—	—	4.174	JAJO	2,086.9	2,470.68		5192015	11232018
580645AM1	MCGRAW-HILL COMPANIES INC (THE SR CORP B			69,926.84	70,743.82	70,000.00	69,935.48	808.34		7.38		—	—	2.5	FA	223.61	860.42		12182015	12312049
56577AAC6	MCLO_14-7A ABS _14-7A-A2 144A	F	2	3,976,000	3,845,744	4,000,000.00	3,980,375.44	(134,631.44	)	761.66		—	—	3.271	JAJO	23,261.16	30,392.2		10302014	2062020
585055BS4	MEDTRONIC INC MEDTRONIC INC			777,493.21	798,426.36	750,000.00	776,037.98	22,388.38		(627.70	)	—	—	3.5	MS	1,166.67	13,125		9022015	3152025

585055BR6	MEDTRONIC INC SENIOR CORP BND			519,650	526,176.45	500,000.00	519,533.49	14,797.06		(116.51	)	—	—	3.15	MS	700	(131.25	)	3152016	3152022
585055BB1	MEDTRONIC INC SENIOR CORP BND			2,996,910	2,995,320	3,000,000.00	2,999,057.5	(3,737.5	)	256.76		—	—	0.875	FA	2,479.17	13,125		2202014	2272017
585055BA3	MEDTRONIC INC SENIOR CORP BND			3,444,825	3,462,690.07	3,450,000.00	3,447,893.01	106,252.82		257.38		—	—	1.375	AO	23,718.75	—		3192013	4012018
585055BG0	MEDTRONIC INC SENIOR CORP BND			8,205,100.95	8,308,908.57	8,035,000.00	8,202,655.75	6,642.96		(2,445.20	)	—	—	2.5	MS	8,927.77	2,789.94		3072016	3152020
58933YAS4	MERCK & CO INC SENIOR CORP BND			1,592,567.45	1,618,427.55	1,595,000.00	1,593,066.53	32,617.01		119.91		—	—	1.85	FA	4,180.24	14,753.75		5122015	2102020
58933YAG0	MERCK & CO INC SENIOR CORP BND			5,236,908.45	5,278,343.82	5,255,000.00	5,245,726.81	25,361.02		1,069.94		—	—	1.3	MN	25,238.6	—		7172015	5182018
59012UAA3	MERNA REINSURANCE LTD CORP BND 144A	F		4,750,000	4,724,920	4,750,000.00	4,750,000	(25,080	)	—		—	—	2.3	MJSD	606.94	25,594.1		3162015	4152050
59022CCS0	MERRILL LYNCH & CO. INC. CORP BND			1,943,287.5	1,821,344	1,750,000.00	1,825,048.18	(3,704.18	)	(17,088.96	)	—	—	5.7	MN	41,285.42	—		6262014	5022017
59163PHV8	METRO ORE MUNI BND GO			366,863.25	366,993.25	325,000.00	366,582.94	410.31		(280.31	)	—	—	5	JD	315.97	—		3142016	1152021
59261EAE9	METROPOLITAN TRANS AUTH N Y MUNITAX BND			16,629,940	17,009,026.15	16,645,000.00	16,634,580.77	374,445.38		777.21		—	—	1.848	JJ	76,899.9	153,799.8		9232014	3152021
BRSGGZLV9	MGM RESORTS INTERNATIONAL SENIOR SECURED		2	2,276,181.79	2,292,126.54	2,298,832.23	2,280,374.52	11,752.02		1,246.62		—	—	—	MJSD	—	20,390.84		10192015	3312025
62405QAJ2	MHAWK_13-1A ABS_13-1A C	F	2	1,203,125	1,118,318	1,250,000.00	1,212,246.21	(93,928.21	)	2,051.10		—	—	3.344	JAJO	8,359.5	9,702.01		2112015	1052018
59334DHN7	MIAMI DADE CNTY FLA MUNI BND REV		1	1,146,570	1,199,880	1,000,000.00	1,124,855.04	75,024.96		(3,648.82	)	—	—	5	AO	25,000	—		9172013	12012018
BRSNLD7H4	MICHAELS STORES INC SENIOR SECURED TERM		2	430,083.62	432,064.61	432,244.86	430,754.19	(12,892.6	)	101.84		—	—	—	MJSD	—	4,634.17		6062014	3312025
BRSH5BNL2	MICHAELS STORES INC SENIOR SECURED TERM		2	4,419,816.04	4,406,923.44	4,419,816.04	4,419,816.04	1,310.42		—		—	—	—	JAJO	—	42,027.06		10012015	3312025
594615DN3	MICHIGAN ST BLDG AUTH MUNI BND REV			415,003.58	407,709.6	380,000.00	407,773.94	(64.34	)	(4,475.49	)	—	—	5.5	AO	9,637.22	—		10302015	7012017
594615DS2	MICHIGAN ST BLDG AUTH MUNI BND REV			2,854,055.07	2,807,015.6	2,620,000.00	2,805,764.87	1,250.73		(29,893.93	)	—	—	5.5	AO	66,446.11	—		10302015	1142019
5946106P7	MICHIGAN STATE OF MUNI BND GO			1,652,295	1,645,950	1,500,000.00	1,621,048.87	26,255.16		(8,177.70	)	—	—	3.99	MN	24,937.5	—		4142015	7132018
5946103D7	MICHIGAN STATE OF MUNI BND GO		1	2,308,400	2,223,140	2,000,000.00	2,196,884.84	24,901.13		(18,688.38	)	—	—	5.25	MN	43,750	—		10292008	9142020
BRSY0Y6K1	MICROSEMI CORPORATION SECURED TERM NOTES		1	2,098,175.7	2,170,638.49	2,163,067.75	2,099,856.88	70,781.61		6,831.33		—	—	—	MJSD	—	843.36		12172015	12312049
594918AV6	MICROSOFT CORP SENIOR CORP BND			646,249.5	660,917.57	650,000.00	647,949.37	4,940.66		185.63		—	—	1.625	JD	3,374.13	—		12032013	12062018
594918AS3	MICROSOFT CORP SENIOR CORP BND			2,093,680.15	2,099,382.53	2,095,000.00	2,094,441.87	12,968.2		66.20		—	—	1	MN	8,729.17	—		4252013	5012018
594918BA1	MICROSOFT CORP SENIOR CORP BND		1	2,099,307	2,159,360.83	2,100,000.00	2,099,421.11	59,939.72		22.82		—	—	2.375	FA	6,788.54	24,937.5		3032015	2122022
594918BF0	MICROSOFT CORP SENIOR CORP BND			4,302,408	4,334,161.31	4,300,000.00	4,302,082.48	32,078.83		(53.91	)	—	—	1.3	MN	22,981.11	17,653.27		10302015	11032018
595620AJ4	MIDAMERICAN ENERGY CO SECURED CORP BND		1	839,529.6	854,862.33	840,000.00	839,738.48	15,123.85		21.21		—	—	2.4	MS	896	10,080		9122013	3152019
BRSKQD5K0	MISSION BROADCASTING INC. SECURED TERM L		2	1,422,090.58	1,416,757.74	1,422,090.58	1,422,090.58	(5,332.84	)	—		—	—	—	MJSD	—	13,514.79		12172013	3312025
60636YGX3	MISSOURI ST HSG DEV COMMN MUNITAX BND RE			351,792	352,996	350,000.00	350,822.07	2,173.93		(163.17	)	—	—	1.45	JJ	1,268.75	2,537.5		10172012	5082018
60636YGY1	MISSOURI ST HSG DEV COMMN MUNITAX BND RE			552,601.5	556,182	550,000.00	551,417.91	4,764.09		(199.89	)	—	—	1.7	JJ	2,337.5	4,675		10172012	12152017
606822AA2	MITSUBISHI TOKYO FINANCIAL GRP SENIOR CO	F		1,646,568	1,682,830.05	1,650,000.00	1,646,622.03	36,208.02		100.03		—	—	2.95	MS	4,056.25	3,568.68		2232016	4152050
60687VAE5	MLCFC CMBS_06-3 A4		2	4,413,857.04	4,141,083.67	4,126,023.76	4,153,985.07	(12,901.4	)	(51,373.56	)	—	—	5.414	MON	18,615.24	66,301.35		8142014	10152018
60687VAF2	MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A		2	2,223,236.41	2,093,052.82	2,076,729.66	2,098,360.14	(5,307.32	)	(24,521.79	)	—	—	5.409	MON	9,360.87	31,286.6		9252014	5172021
BRSHTM755	MONEYGRAM INTL INC SENIOR SEC TERM NOTES		1	2,561,350.23	2,410,320.77	2,589,423.42	2,569,803.59	(159,482.82	)	1,216.19		—	—	—	MJSD	—	27,890.02		7152014	3312025
BRSSLXJH6	MONITRON INTL SENIOR SECURED TERM NOTES			479,185.42	449,386.83	481,593.39	479,517.09	(30,130.26	)	91.23		—	—	—	MJSD	—	5,491.96		4022015	12312049
61763KBA1	MORGAN STANLEY BAML TRUST MSBA SENIOR CM		2	1,012,640.62	1,039,718	950,000.00	1,008,042.95	31,675.05		(1,768.47	)	—	—	4.051	MON	3,207.03	9,621.09		7302015	10152019

61754JAF5	MORGAN STANLEY CAPITAL I CMBS 07-T27 A4		2	3,286,810.25	3,041,324.73	2,924,350.70	3,018,833.26	22,491.47		(23,105.11	)	—	—		5.82	MON	13,755.81	42,992.14	4112014	8162021
61761JQK8	MORGAN STANLEY CAPSEC CORP BND		1	7,295,765	6,851,250	7,250,000.00	7,282,031.01	(430,781.01	)	(2,224.70	)	—	—		5.45	JJ	83,415.28	197,562.5	1132015	6162020
U6176TBG2	MORGAN STANLEY CORP BND	O		1,198,165.7	1,042,531.18	700,000.00	1,139,261.14	(96,729.96	)	(11,208.08	)	—	(97,089.53	)	5.75	FEB	7,429	61,960.85	12032014	12312049
61747WAL3	MORGAN STANLEY CORP BND			2,254,140	2,275,203.4	2,000,000.00	2,224,864.6	50,338.8		(9,643.15	)	—	—		5.5	JJ	19,250	55,000	6232015	7282021
6174466Q7	MORGAN STANLEY CORP BND MTN			281,282.5	272,773.1	250,000.00	273,213.44	(440.34	)	(2,819.19	)	—	—		6.625	AO	8,281.25	—	7092015	4012018
617474AA9	MORGAN STANLEY CORP BND X		1	2,400,000	2,358,528	2,400,000.00	2,400,000	(41,472	)	—		—	—		5.55	JJ	28,120	66,600	2012016	12072018
61761JVN6	MORGAN STANLEY SENIOR CORP BND			850,000	847,075.98	850,000.00	850,000	17,643.88		—		—	—		1.353	JAJO	2,778.67	2,311.24	12022014	1052018
6174468B8	MORGAN STANLEY SENIOR CORP BND			989,237.7	995,436.49	990,000.00	989,409.81	6,026.68		53.00		—	—		2.2	JD	6,897	—	6032015	12072018
61747YDT9	MORGAN STANLEY SENIOR CORP BND			2,192,640	2,065,868	2,000,000.00	2,047,430.3	18,437.7		(11,982.49	)	—	—		4.75	MS	2,375	47,500	2132013	3222017
6174467U7	MORGAN STANLEY SENIOR CORP BND			2,997,870	3,016,736.52	3,000,000.00	2,999,092.64	45,481.06		106.44		—	—		2.125	AO	27,625	—	4222013	4252018
61761JVM8	MORGAN STANLEY SENIOR CORP BND			4,859,745.8	4,874,749.51	4,865,000.00	4,861,986.64	100,396.29		420.52		—	—		1.875	JJ	21,791.15	45,609.38	12232015	1052018
61747YDW2	MORGAN STANLEY SENIOR CORP BND			4,930,596	4,970,067.8	4,900,000.00	4,924,586.74	12,762.87		(1,492.25	)	—	—		2.65	JJ	23,084.44	114,391.67	12102015	1272020
61761JB32	MORGAN STANLEY SENIOR CORP BND			5,048,934	5,150,236.71	5,055,000.00	5,049,840.42	(2,924.02	)	286.95		—	—		2.8	JD	41,282.49	—	12232015	6162020
6174467X1	MORGAN STANLEY SUB CORP BND			2,220,320	2,153,038.94	2,000,000.00	2,203,669.42	(50,630.48	)	(4,376.57	)	—	—		5	MN	35,277.78	—	4082015	11242025
6174824M3	MORGAN STANLEY SUB CORP BND			5,929,440	5,922,000.1	5,500,000.00	5,855,296.98	66,703.12		(11,835.24	)	—	—		4.875	MN	111,718.75	—	8192014	11012022
BRSJV1000	MORGAN'S POINT LIMITED			12,345,000	12,345,000	12,345,000.00	12,345,000	—		—		—	—		6	JAN	24,657.53	—	11122015	1312016
BRSRP3A63	MOTOR_15 -1X ABS 2015-1X A2	D	2	1,736,923	1,621,209.29	1,130,000.00	1,736,923	(115,713.71	)	—		—	(112,774	)	0.993	MON	132.04	3,943.27	2202015	3312025
BRSMMQ6V6	MPH ACQUISITION HOLDINGS LLC SENIOR SECU		2	770,730.23	764,548.92	772,661.87	771,282.72	(6,733.8	)	152.84		—	—		—	MJSD	—	7,520.85	3212014	3312025
61746REV9	MSAC ABS 04-H1		2	941,018.19	902,993.85	939,550.15	940,398.27	(37,404.42	)	(16.85	)	—	—		1.173	MON	214.3	2,682.54	1252016	12072018
61763MAB6	MSBAM_14-C16 SENIOR CMBS_14-C16 A2		2	1,905,424.71	1,921,858.44	1,850,000.00	1,885,926.82	35,931.62		(2,775.40	)	—	—		2.849	MON	4,392.21	13,176.63	6052014	6172019
61763UAV4	MSBAM_14-C17 SUPSEN SENIOR CMBS 14-C17-A		2	5,109,769.53	5,101,237.95	4,900,000.00	5,061,235.83	40,002.12		(10,199.71	)	—	—		3.119	MON	12,735.92	38,207.76	9222015	2182020
61764PBR2	MSBAM_14-C19 PRELCF SENIOR CMBS_14-C19-A		2	6,063,823.92	6,097,600.24	5,866,000.00	6,012,307.94	85,292.3		(10,790.62	)	—	—		3.101	MON	15,158.72	45,476.16	12092014	5152020
61764RBF4	MSBAM_15-C20 SENIOR CMBS 15-C20 A4		2	5,149,631	5,164,152	5,000,000.00	5,133,259.7	30,892.3		(3,538.57	)	—	—		3.249	MON	13,537.5	40,612.5	1232015	2162021
61765LAR1	MSBAM_15-C24 SUPSEN SENIOR CMBS 15-C24 A		2	4,480,472.6	4,594,069.8	4,350,000.00	4,463,391.39	130,678.41		(6,542.77	)	—	—		3.088	MON	11,194	33,582	7242015	2152029
61690VAZ1	MSBAM_15-C26 LCF SENIOR CMBS 15-C26		2	978,475.21	999,603.97	950,000.00	977,470.86	22,133.11		(653.11	)	—	—		3.531	MON	1,490.87	8,386.14	10282015	9152021
61751XAE0	MSC CMBS 07-T25 A3		2	4,084,109.97	3,762,649.12	3,710,955.58	3,793,160.49	(30,511.37	)	(35,570.86	)	—	—		5.514	MON	17,051.84	51,382.9	5222014	7152020
61751NAF9	MSC_07-HQ11 CMBS 07-HQ11 A4		2	1,735,407.82	1,605,959.37	1,580,000.00	1,614,692.22	(8,732.85	)	(13,930.82	)	—	—		5.447	MON	7,171.89	36,252.83	5282014	6172019
BRSVV6ED1	MSHC INC SENIOR SECURED TERM LOAN			1,678,702.12	1,657,718.34	1,678,702.12	1,678,702.12	(20,983.78	)	—		—	—		—	MJSD	—	25,973.82	9012015	12312049
BRSTB10K8	MSHC INC SENIOR SECURED TERM NOTES			2,069,974.25	2,044,099.57	2,069,974.25	2,069,974.25	(25,874.68	)	—		—	—		—	MJSD	—	32,005.23	5112015	12312049
61745MVW0	MSM_04-1 MSM_04-1		2	111,202.08	110,081.26	108,764.65	110,174.3	(93.04	)	(462.30	)	—	—		5	MON	453.19	1,547.86	3092006	12072018
61759LAA6	MSRR CMBS_10-GG10 A4A 144A		2	634,136.38	603,581.12	590,258.95	610,304.82	(6,723.7	)	(5,298.11	)	—	—		5.797	MON	2,851.25	8,905.12	1062015	10162017
61974QAC0	MTL6_15 LCF SEN CMBS 15 MT6 A2A2 144A		2	1,500,000	1,501,689.6	1,500,000.00	1,500,000	1,689.6		—		—	—		2.605	MON	3,256.26	9,768.78	2262015	10152023
BRSQGX3A8	MUELLER WATER PRODUCTS INC SENIOR SECURE		2	479,150.85	482,963.33	481,558.62	479,574.03	3,389.3		92.61		—	—		—	MJSD	—	4,881.42	11192014	3312025
62983QAG8	NAKAMA RE LTD SENIOR CORP BND 144A	F		500,000	504,810	500,000.00	500,000	53,437.5		—		—	—		—	JAJO	—	—	12142015	5102047

62983QAF0	NAKAMA RE LTD SENIOR CORP BND 144A	F		14,250,000	14,303,437.5	14,250,000.00	14,250,000	4,810		—		—	—		—	JAJO	—	—		12142015	12102018
62983QAD5	NAKAMA RE LTD UNSEC CORP BND 144A	F		1,000,000	1,000,330	1,000,000.00	1,000,000	330		—		—	—		2.385	JAJO	5,830	5,610.37		12122014	2102048
62983QAE3	NAKAMA RE LTD UNSEC CORP BND 144A	F		1,250,000	1,258,900	1,250,000.00	1,250,000	8,900		—		—	—		2.875	JAJO	8,784.72	9,483.51		12122014	2102048
63254AAB4	NATIONAL AUSTRALIA BANK LIMITE CORP BND			4,134,360	4,058,136	4,000,000.00	4,066,507.47	(8,371.47	)	(25,501.51	)	—	—		2.75	MS	6,722.22	84,638.89		4092015	3092017
63254AAK4	NATIONAL AUSTRALIA BANK LIMITE SENIOR CO			2,799,272	2,810,503.84	2,800,000.00	2,799,435.86	11,067.98		59.52		—	—		1.875	JJ	9,916.67	26,250		7162015	7232018
63254AAM0	NATIONAL AUSTRALIA BANK LIMITE SENIOR CO			2,992,530	3,016,557.54	3,000,000.00	2,993,049.83	23,507.71		519.83		—	—		2	JJ	12,833.33	—		1062016	1142019
6325C0CU3	NATIONAL AUSTRALIA BANK LTD SENIOR CORP	F		1,999,700	2,001,172.4	2,000,000.00	1,999,902.86	1,269.54		25.06		—	—		1.25	MS	972.22	12,500		3112014	7152047
63307EAB3	NATIONAL BK OF CANADA CORP BND 144A	A		1,025,660	1,006,303	1,000,000.00	1,006,912.4	(609.4	)	(3,116.22	)	—	—		2.2	AO	9,900	—		10122011	1142019
63307A2C8	NATIONAL BK OF CANADA SENIOR CORP BND	A		2,498,325	2,513,849.08	2,500,000.00	2,498,486.92	15,362.16		135.18		—	—		2.1	JD	15,604.17	—		12072015	1142019
BRSJ6L8K4	NATIONAL CNEMDIA SENIOR SECURED TERM NOT		2	1,366,621.35	1,368,125	1,375,000.00	1,370,015.15	(1,890.15	)	339.37		—	—		—	FMAN	—	11,064.55		10182013	3312025
637432NB7	NATIONAL RURAL UTILITIES COOP SECURED CO		1	998,640	1,019,979.86	1,000,000.00	999,002.06	2,568.9		65.86		—	—		2.3	MN	8,688.89	—		11042014	11152019
637432NC5	NATIONAL RURAL UTILITIES COOP SECURED CO		1	1,995,840	1,993,619.68	2,000,000.00	1,996,783.29	20,977.8		201.48		—	—		2	JJ	7,111.11	20,000		12232015	1272020
63743HEG3	NATIONAL RURAL UTILITIES COOP SECURED CO		1	6,000,000	6,002,568.9	6,000,000.00	6,000,000	(3,163.61	)	—		—	—		2.3	MN	4,723.2	10,035.78		11042014	11012020
637432MX0	NATIONAL RURAL UTILITIES COOP SENIOR COR		1	2,933,737.95	2,973,048.05	2,935,000.00	2,934,270.74	38,777.31		62.04		—	—		2.15	FA	10,517.08	31,551.25		12232015	2012019
637432NF8	NATIONAL RURAL UTILITIES COOP SENIOR SEC		1	513,959.7	520,796.54	515,000.00	514,044.56	6,751.98		131.26		—	—		2.3	MN	5,067.03	9,146.65		10202015	11012020
BRSWNA846	NAVEX GLOBAL INC SENIOR SECURED TERM LOA			7,387,594.48	7,257,005.68	7,462,216.64	7,392,480.82	(135,475.14	)	2,878.66		—	—		—	MJSD	—	189,217.3		10092015	12312049
63939EAB9	NAVSL_15-AA SENIOR ABS 15-AA A2A 144A		2	329,878.46	325,967.4	330,000.00	329,900.78	(3,933.38	)	4.29		—	—		2.65	MON	388.67	2,186.25		1132015	11012020
63946CAC2	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP			1,003,750	1,008,098.45	1,000,000.00	1,003,437.5	(14,918.32	)	(312.50	)	—	—		1.662	AO	7,663.67	(4,478.17	)	1192016	4152018
63946CAB4	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP			6,760,694.5	6,740,144.73	6,750,000.00	6,755,063.05	4,660.95		(592.31	)	—	—		1.307	JAJO	18,869.81	17,344.87		5012014	4152018
62888XAC8	NCUA CMBS_10-C1 A-PT		2	792,159.76	794,474.43	793,733.32	793,610.58	863.85		396.00		—	—		2.65	MON	233.71	9,995.97		9072011	1052018
62889AAA1	NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A		2	931,816.16	929,654.35	931,816.16	931,816.16	(2,161.81	)	—		—	—		0.791	MON	504.02	1,715.77		6102011	1052018
62889GAA8	NCUA GUARANTEED NOTES CMO 11-R5 1A		2	173,958.51	173,980.55	173,958.51	173,958.51	22.04		—		—	—		0.82	MON	110.84	396.77		4082011	1052018
BRSMK3RL8	NEIMAN MARCUS GROUP INC. THE SENIOR SECU		2	2,451,199.9	2,244,639.68	2,456,140.38	2,452,488.6	(207,848.92	)	204.94		—	—		—	MJSD	—	26,134.95		7312014	3312025
BRSW6MLL6	NEPTUNE FINCO CORP SECURED TERM LOAN		1	2,976,648.35	3,023,489.01	3,021,978.02	2,979,263.43	44,225.58		1,619.13		—	—		—	MJSD	—	29,380.34		9252015	12312049
U64107AF9	NESTLE HLDGS, INC. CORP BND EMTN			1,013,000	1,003,090.1	1,000,000.00	1,003,847.53	(757.43	)	(776.56	)	—	—		1.375	JUN	10,694.44	—		4092013	12312049
BRSH5LE30	NETWORK RAIL INFRA FIN SECURED CORP BND	D		2,340,423.68	2,167,708.12	1,500,000.00	2,337,738.69	(170,030.57	)	(538.33	)	—	(178,404.6	)	1	DEC	6,833.07	—		12302014	5142018
64128QAE5	NEUB_14-18A MEZZANIN ABS 14-18A 144A	F	1	500,000	485,638.5	500,000.00	500,000	(14,361.5	)	—		—	—		3.768	FMAN	2,355.13	4,487.04		3262015	4152018
64129UAL9	NEUB_17 MEZZANIN ABS 14-17A 144A	F	2	951,500	937,544.8	1,000,000.00	952,845.1	(15,300.3	)	1,345.10		—	—		3.379	FMAN	5,350.4	1,375.15		1132016	4152018
644682D29	NEW HAMPSHIRE ST MUNITAX BND GO			2,580,441	2,511,351	2,350,000.00	2,494,619.48	16,731.52		(18,569.93	)	—	—		4.375	MS	8,567.71	51,406.25		2022015	2162018
645771XB7	NEW JERSEY BLDG AUTH MUNITAX BND REV			690,125.2	685,059.2	680,000.00	686,108.85	(1,049.65	)	(674.30	)	—	—		2.303	JD	4,611.12	—		11152013	4272018
646136K83	NEW JERSEY ST TRANSN TR FD AUT MUNITAX B			5,050,000	4,954,150.85	5,050,000.00	5,050,000	(95,849.15	)	—		—	—		1.758	JD	26,140.48	—		9292015	9112017
64972HKE1	NEW YORK NY CITY TRANSITIONAL MUNI BND R		1	1,144,760	1,098,350	1,000,000.00	1,088,081.29	10,268.71		(9,484.55	)	—	—		5	JJ	10,555.56	25,000		10312008	4092018
64972HKH4	NEW YORK NY CITY TRANSITIONAL MUNI BND R		1	3,442,770	3,309,900	3,000,000.00	3,269,728.15	40,171.85		(28,990.03	)	—	—		5.25	JJ	33,250	78,750		10312008	1302017
64966F5S9	NEW YORK NY MUNI BND GO			20,092.4	20,092.4	20,000.00	20,000	92.4		—		—	—		5.75	FA	191.67	575		7212014	6192018

64966KEB5	NEW YORK NY MUNI BND GO		1	5,804,500	6,011,850	5,000,000.00	5,673,248.01	338,601.99		(22,210.85	)	—	—		5	FA	41,666.67	125,000		9122013	3222022
649907XR8	NEW YORK ST DORM AUTH MUNI BND REV			3,053,370	3,087,060	3,000,000.00	3,034,555.45	52,504.55		(3,149.92	)	—	—		2.05	JD	20,500	—		12052013	12162025
649883XV2	NEW YORK ST MTG AGY MUNI BND REV		1	898,278.6	926,417.8	860,000.00	892,769.95	33,647.85		(929.13	)	—	—		4.45	AO	19,135	—		2132014	6112018
649791CH1	NEW YORK ST MUNITAX BND GO			811,747.5	796,260	750,000.00	791,144.52	5,115.48		(5,279.30	)	—	—		4.09	MS	2,556.25	15,337.5		4072015	10012020
650035C48	NEW YORK ST URBAN DEV CORP MUNI BND REV		1	5,269,005	5,459,670	4,500,000.00	5,144,786.82	314,883.18		(20,911.60	)	—	—		5	MS	10,000	112,500		9112013	1152019
650035K72	NEW YORK ST URBAN DEV CORP MUNITAX BND R			11,437,620	11,530,530	11,400,000.00	11,423,795.36	106,734.64		(2,991.46	)	—	—		1.44	MS	7,296	82,080		2022015	3222017
651229AR7	NEWELL RUBBERMAID INC SENIOR CORP BND			699,979	697,621.63	700,000.00	699,981.41	37,540.62		1.33		—	—		2.15	AO	6,772.5	—		10142015	10152018
651229AV8	NEWELL RUBBERMAID INC SENIOR CORP BND		1	769,761.3	797,632.46	770,000.00	769,761.3	(2,359.78	)	—		—	—		3.85	AO	82.35	—		3182016	4012023
651229AU0	NEWELL RUBBERMAID INC SENIOR CORP BND		1	3,494,225	3,595,368.81	3,500,000.00	3,494,225.56	81,542.81		0.56		—	—		3.15	AO	306.25	—		3182016	4012021
651229AP1	NEWELL RUBBERMAID INC SENIOR CORP BND		1	4,355,116.8	4,393,938.41	4,360,000.00	4,356,397.79	101,143.25		231.10		—	—		2.875	JD	41,783.34	—		11142014	12012019
651229AT3	NEWELL RUBBERMAID INC SENIOR CORP BND			5,403,756.85	5,485,301.82	5,405,000.00	5,403,759.01	27,871.16		2.16		—	—		2.6	MS	390.37	—		3182016	3292019
BRSKQ8AG4	NEXSTAR BROADCASTING GROUP INC NEXSTAR B		2	1,613,555.46	1,607,504.62	1,613,555.46	1,613,555.46	(6,050.84	)	—		—	—		—	MJSD	—	15,325.99		1312014	3312025
G65016AG5	NEXT PLC LOCAL BND	D		1,188,131.34	1,028,616.68	700,000.00	1,124,613.43	(95,996.75	)	(12,227.96	)	—	(94,628.48	)	5.875	OCT	27,777.98	—		12102014	12312049
62888UAA8	NGN_10-R2 AGENCY CMO_10-R2 1A		2	734,041.44	733,285.16	734,041.44	734,041.44	(756.28	)	—		—	—		0.808	MON	423.32	1,433		11102010	1052018
62888YAA0	NGN_11-R1 CMO_11-R1 IA		2	960,944.83	960,061.02	960,574.16	960,749.69	(688.67	)	(20.80	)	—	—		0.888	MON	562.57	2,065.82		2142011	1052018
62889EAA3	NGN_11-R3 NGN_11-R3 1A		2	4,765,313.88	4,751,802.63	4,759,179.36	4,762,780.72	(10,978.09	)	(392.85	)	—	—		0.836	MON	2,326.45	9,672.45		6152012	1052018
62889FAA0	NGN_11-R4 CMO_11R4-1A		2	464,513.95	464,324.34	464,513.95	464,513.95	(189.61	)	—		—	—		0.809	MON	260.81	940.37		3252011	1052018
65477UAB6	NISSAN AUTO RECEIVABLES OWNER ABS_15-A A		2	347,198.93	347,098.69	347,216.43	347,209.6	(110.91	)	3.91		—	—		0.67	MON	103.39	765.97		4072015	4012023
645918S53	NJ ST EDA PENSION MUNITAX BND REV			1,985,660	2,026,920	2,000,000.00	1,992,953.64	33,966.36		1,219.58		—	—		1.651	MS	2,751.67	16,510		9192012	4012019
655044AH8	NOBLE ENERGY INC SENIOR CORP BND		1	4,139,435	4,142,494.66	4,400,000.00	4,139,403.85	3,090.81		1,886.75		—	—		3.9	MN	64,826.66	(18,232.5	)	2192016	11152024
65504LAH0	NOBLE HOLDING INTERNATIONAL LT SENIOR CO	F		505,725	470,000	500,000.00	502,255.32	(32,255.32	)	(582.06	)	—	—		2.5	MS	555.56	6,250		2072012	7152047
BRSRG6TU3	NOMACORC SENIOR SECURED REVOLVE LOAN			480,000	446,400	480,000.00	480,000	(33,600	)	—		—	—		—	JAJO	—	4,526.05		2102016	3312025
BRSRG6UY3	NOMACORC SENIOR SECURED TERM LOAN			5,939,999.99	5,524,199.99	5,939,999.99	5,939,999.99	(415,800	)	—		—	—		—	JAJO	—	88,044.72		1092015	3312025
62951MAY6	NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO		2	591,710.43	584,672.71	585,670.69	590,631.4	(5,958.69	)	(140.68	)	—	—		6.5	MON	3,172.38	9,285.1		10032007	1052018
65557CAM5	NORDEA BANK AB JR SUB CORP BND 144A	F	1	5,750,000	5,586,125	5,750,000.00	5,750,000	(163,875	)	—		—	—		5.5	MS	7,027.77	359,376.11		9162014	2102036
65557DAK7	NORDEA BANK AB SENIOR CORP BND	F		5,974,200	6,093,540	6,000,000.00	5,984,100.62	109,439.38		1,258.79		—	—		2.375	AO	70,062.5	—		3312014	10102053
65557CAR4	NORDEA BANK AB SENIOR CORP BND MTN 144A	F		798,096	808,883.8	800,000.00	798,290.56	10,593.24		89.88		—	—		2.5	MS	777.77	10,000		9092015	2102036
65562QAW5	NORDIC INVESTMENT BANK CORP BND	F		2,980,170	3,115,499.94	3,000,000.00	2,984,165.06	131,334.88		671.17		—	—		2.25	MS	187.5	33,750		12052014	11272018
BRST5NSU5	NORTEK INC SENIOR SECURED TERM NOTES		2	947,693.8	928,089.56	958,027.93	948,224.17	(20,134.61	)	556.55		—	—		—	MJSD	—	7,951.72		1012016	12312049
658256Z54	NORTH CAROLINA ST MUNI BND GO			652,100	653,045	500,000.00	651,247.02	1,797.98		(852.98	)	—	—		5	JD	1,527.78	—		2242016	5222019
666807BF8	NORTHROP GRUMMAN CORP SENIOR CORP BND			1,071,625.63	1,079,414.16	1,073,000.00	1,071,945.66	7,468.5		118.48		—	—		1.75	JD	6,259.17	—		10082015	6012018
66989HAE8	NOVARTIS CAPITAL CORP SENIOR CORP BND			1,954,120	2,041,372.52	2,000,000.00	1,957,487.64	83,884.88		1,490.30		—	—		2.4	MS	1,333.34	24,000		9032015	9212022
BRSTJ1FE8	NOVELIS INC/GA SENIOR SECURED TERM NOTES		2	2,828,028.6	2,761,579.19	2,837,239.87	2,829,114.97	(67,535.78	)	348.70		—	—		—	FMAN	—	26,253.64		10012015	12312049
65251QAA9	NSCDN_14-1A ABS2014-1A A1 144A		2	2,500,000	2,452,176.25	2,500,000.00	2,500,000	(47,823.75	)	—		—	—		2.469	JAJO	11,485.85	13,712.56		12162014	4012023

BRSGCCH31	NSG HOLDINGS SENIOR SECURED TERM LOAN		2	1,510,267.18	1,474,650.29	1,520,258.03	1,514,937.27	(40,286.98	)	380.05		—	—		—	MJSD	—	14,447.73	10072013	3312025
65251PAC7	NSLP_14-1A ABS_14-1A B1 144A		2	487,100	464,373.85	500,000.00	488,401.05	(24,027.2	)	892.31		—	—		3.219	JAJO	2,995.09	3,690.43	10212015	4012023
BRSUVAL12	NUMERICABLE US LLC SENIOR SECURED TERM N			522,160.72	516,489.97	523,469.39	522,274.39	(5,784.42	)	50.13		—	—		—	MJSD	—	5,962.1	7272015	12312049
65251UAC6	NWSCLF_16-1A ABS 16-1A 144A		1	250,000	248,750.3	250,000.00	250,000	(1,249.7	)	—		—	—		4.371	FMAN	910.52	—	2122016	4012023
65251KAG9	NWSTR_13-1A ABS 13-1A C 144A		2	250,000	243,524.6	250,000.00	250,000	(6,475.4	)	—		—	—		4.423	MJSD	337.9	2,761.28	5192015	4012023
65251TAC9	NWSTR_15-1A ABS_15-1A B 144A		1	2,000,000	1,881,659.2	2,000,000.00	2,000,000	(118,340.8	)	—		—	—		3.424	JAJO	13,695.2	15,932.1	3112015	4012023
65251TAE5	NWSTR_15-1A ABS_15-1A C 144A		1	1,000,000	953,628.1	1,000,000.00	1,000,000	(46,371.9	)	—		—	—		4.474	JAJO	8,947.6	10,649.38	3112015	4012023
N5945LAN5	NXP BV AND NXP FUNDING LLC SENIOR SECURE	F	1	1,973,791.33	1,992,745.69	1,988,706.63	1,974,719.75	18,025.94		778.06		—	—		—	MJSD	—	19,114.08	11052015	12312049
BRST0A6G3	NXTC_15-1A MEZZANIN ABS 15-1A 144A		2	1,000,000	922,212.9	1,000,000.00	1,000,000	(77,787.1	)	—		—	—		4.274	JAJO	8,429.87	10,136.99	4232015	12312049
674000AG9	OAKCL_14-1A ABS_14-1A B 144A	F	2	480,000	462,877.8	500,000.00	491,682.9	(28,805.1	)	206.45		—	—		3.209	FMAN	2,005.69	4,234.23	1262015	9212022
67389MAE1	OAKS_15-1 RMBS_15-1 A5 144A		2	1,289,705.73	1,295,645.31	1,287,292.07	1,289,243.35	6,401.96		(452.24	)	—	—		3.5	MON	3,754.6	11,922.32	10062015	9212022
67400LAC2	OAKTA_14-A2 MEZZANIN ABS 14-A2-B 144A	F	2	3,930,000	3,857,456.4	4,000,000.00	3,942,435.94	(84,979.54	)	2,378.13		—	—		2.918	FMAN	14,591	27,207.46	12042014	9212022
67401DAC9	OAKTA_15-A1 MEZZANIN ABS_15-A1 B 144A	F	2	1,488,150	1,488,029.55	1,500,000.00	1,488,585.82	(556.27	)	435.82		—	—		2.802	JAJO	9,923.75	—	12172015	9212022
67107KAC0	OCP_14-7A ABS_14-7A-A2A 144A	F	2	3,850,000	3,787,412.8	4,000,000.00	3,880,155.56	(92,742.76	)	5,041.61		—	—		2.417	JAJO	19,337.2	24,708.64	10312014	9212022
67756AVS8	OHIO ST HIGHER EDL FAC REV MUNI BND REV		1	440,307	435,861.3	435,000.00	435,281.72	579.58		(854.57	)	—	—		4.375	MN	7,929.69	—	6152006	3062017
677522HS6	OHIO ST MUNI BND GO			1,233,070	1,232,040	1,000,000.00	1,231,004.53	1,035.47		(2,065.47	)	—	—		5	JD	3,055.56	—	2262016	7152024
67756BXS4	OHIO ST MUNI BND REV		1	2,905,950	2,788,725	2,500,000.00	2,762,481.21	26,243.79		(23,972.69	)	—	—		5.5	JD	45,833.33	—	3112009	12152016
677521HK5	OHIO ST MUNITAX BND GO			2,176,480	2,178,560	2,000,000.00	2,135,377.17	43,182.83		(9,796.10	)	—	—		3.911	FA	13,036.67	39,110	3062015	5012020
68217FAA0	OMNICOM GROUP INC SENIOR CORP BND		1	849,209.5	865,191.08	850,000.00	849,209.5	15,981.58		—		—	—		3.6	AO	—	—	3282016	4152026
6824544G5	ONEIDA CNTY N Y MUNITAX BND GO			1,532,874	1,572,158	1,400,000.00	1,501,311.44	70,846.56		(5,371.15	)	—	—		5.387	FA	12,569.67	37,709	8042009	12312049
68268NAK9	ONEOK PARTNERS LP SENIOR CORP BND		1	3,686,877.75	3,527,480.59	3,665,000.00	3,681,787.89	(154,307.3	)	(1,711.36	)	—	—		3.2	MS	5,212.44	58,640	5282015	9152018
683234C55	ONTARIO PROVINCE OF CORP BND	A		4,903,430	4,909,457.05	4,900,000.00	4,902,345.79	7,111.26		(308.02	)	—	—		1.2	FA	7,676.67	29,400	5052015	8152018
68323ABL7	ONTARIO PROVINCE OF SENIOR CORP BND	A		2,939,850	3,016,769.94	3,000,000.00	2,957,431.85	78,335.56		2,927.96		—	—		1.65	MS	550	24,750	9232014	9012019
683235AA3	ONTARIO PROVINCE OF SENIOR CORP BND	A		8,097,420	8,145,040.32	8,000,000.00	8,066,704.76	59,338.09		(6,546.23	)	—	—		2	MS	1,777.78	80,000	9172015	9012018
68389XAQ8	ORACLE CORPORATION SENIOR CORP BND			1,019,460	1,033,920.52	1,000,000.00	1,015,186.73	32,903.03		(1,324.73	)	—	—		2.375	JJ	5,013.89	11,875	6042015	1152019
68389XAU9	ORACLE CORPORATION SENIOR CORP BND		1	1,098,436.5	1,114,044.61	1,050,000.00	1,093,364.66	18,733.79		(1,207.07	)	—	—		3.4	JJ	8,230.84	17,850	3032015	7082024
68389XAR6	ORACLE CORPORATION SENIOR CORP BND			2,350,000	2,360,034.74	2,350,000.00	2,350,000	10,034.74		—		—	—		1.202	JAJO	6,041.71	5,408.01	7092013	1152019
68389XAN5	ORACLE CORPORATION SENIOR CORP BND			6,578,599.3	6,619,299.34	6,590,000.00	6,586,396.31	20,679.95		575.51		—	—		1.2	AO	36,464.66	—	10182012	10152017
68428TCP0	ORANGE CNTY CALIF SANTN DIST MUNI BND RE		1	549,301.5	560,403	450,000.00	549,252.65	11,150.35		(48.85	)	—	—		5	FA	62.49	—	3032016	2022017
F4113NCA5	ORANGE SA CORP BND	D		1,463,442.33	1,276,595.83	800,000.00	1,384,176.15	(107,580.32	)	(23,130.48	)	—	(111,897.68	)	8	DEC	25,887.11	5,794.05	10302015	12312049
BRSXEV4J9	ORG CHEMICAL MIDCO LLC SENIOR SECURED TE			225,000	224,437.5	225,000.00	225,000	(562.5	)	—		—	—		—	MJSD	—	1,203.98	11232015	12312049
BRSXEV5F6	ORG CHEMICAL MIDCO LLC SENIOR SECURED TE			5,151,562.5	5,138,683.59	5,151,562.50	5,151,562.5	(12,878.91	)	—		—	—		—	MJSD	—	70,489.13	11232015	12312049
BRSVBJ4B0	OSMOSE HOLDINGS INC SENIOR SECURED TERM			661,241.19	624,690.17	664,564.01	661,501.64	(36,811.47	)	127.11		—	—		—	MJSD	—	7,999.43	8182015	12312049
69144VAA1	OXFIN_14-1A ABS _14-1A-A 144A		1	2,750,000	2,739,662.75	2,750,000.00	2,750,000	(10,337.25	)	—		—	—		3.475	MON	4,247.22	23,890.62	11202014	7082024

70922PAE2	PA TURNPIKE-E MUNITAX BND REV			4,500,000	4,589,100	4,500,000.00	4,500,000	89,100		—		—	—		1.699	JD	25,485	—	9112014	7172018
69371RL79	PACCAR FINANCIAL CORP CORP BND MTN			3,850,000	3,858,242.85	3,850,000.00	3,850,000	8,242.85		—		—	—		1.236	MJSD	3,303.52	10,238	12032013	12062018
69371RM45	PACCAR FINANCIAL CORP SENIOR CORP BND			2,622,532.5	2,618,085.01	2,625,000.00	2,623,394.1	(5,309.09	)	203.17		—	—		1.45	MS	2,326.04	19,031.25	3032015	3092018
69371RM52	PACCAR FINANCIAL CORP SENIOR CORP BND MT			5,967,113	5,951,484.67	5,975,000.00	5,969,368.45	(17,883.78	)	650.14		—	—		1.4	MN	30,904.03	—	5112015	5182018
N6803F7R2	PACCAR FINANCIAL EUROPE BV SENIOR CORP B	D		942,231.81	871,928.59	605,000.00	942,527.56	(70,598.97	)	179.43		—	(74,407.7	)	1.513	MAY	11,071.62	2,174.59	10302015	5262026
BRSJA8RE1	PACIFIC DRILLING SA SENIOR SECURED TERM	F	1	2,863,799.98	1,292,541.51	4,158,314.96	3,050,699.48	(1,758,157.97	)	107,119.40		—	—		—	MJSD	—	47,422.43	9252015	5152019
694308GL5	PACIFIC GAS AND ELECTRIC CO CORP BND			645,360.2	618,777.19	580,000.00	616,984.27	1,792.92		(5,477.61	)	—	—		5.625	MN	10,965.63	—	12082014	11302017
BRSSM7M39	PACIFIC MERGER SUB INC SENIOR SECURED TE			735,595.88	677,376.61	739,292.34	736,060.76	(58,684.15	)	141.53		—	—		—	MJSD	—	9,835.74	4172015	12312049
695114CK2	PACIFICORP CORP BND			4,465,800	4,393,160.41	4,000,000.00	4,381,553.14	11,607.27		(33,220.62	)	—	—		5.5	JJ	46,444.45	110,000	8072015	1152019
69834LAA8	PANDA RE LTD CORP BND	F		15,000,000	15,054,450	15,000,000.00	15,000,000	54,450		—		—	—		4.05	MJSD	3,375	153,490.16	6262015	6152033
BRSAC1100	PANGAEA RE			23,271,696	23,729,508.87	23,271,696.00	23,271,696	457,812.87		—		—	—		7		—	—	31012016	12312016
693304AP2	PECO ENERGY CO SECURED CORP BND		1	359,969.3	373,590.92	370,000.00	360,902.81	12,688.11		319.34		—	—		2.375	MS	390.56	4,393.75	7072015	9152022
705870AA1	PELICAN III RE LTD CORP BND	F		680,000	679,360.8	680,000.00	680,000	(639.2	)	—		—	—		6	MJSD	2,720	10,462.02	4072015	7102047
BRSXBV296	PENAR_15-2X ABS_15-2X A1	F	2	8,155,294	8,138,512.82	8,170,000.00	8,157,454.83	(18,942.01	)	1,375.88		—	—		0.84	MON	2,668.55	16,426.35	11182015	12312049
BRSSG9JW2	PENARTH MASTER ISSUER PLC ABS 15-1X	F	2	2,246,692.5	2,242,575	2,250,000.00	2,247,191.38	(4,616.38	)	351.72		—	—		1.039	MON	909.13	4,571.28	11182015	12312049
709132AK0	PENNSYLVANIA ST HIGHER EDL FAC MUNI BND		1	868,208	842,832	800,000.00	831,388.35	11,443.65		(6,210.02	)	—	—		5	JJ	10,000	20,000	2282007	3292018
70932JAA2	PENNUNION RE LTD SENIOR CORP BND 144A	F		1,250,000	1,253,437.5	1,250,000.00	1,250,000	3,437.5		—		—	—		4.825	MJSD	4,188.6	14,423.01	10052015	9152048
709599AK0	PENSKE TRUCK LEASING CO SENIOR CORP BND			308,928	305,793.2	300,000.00	306,629.55	(836.35	)	(824.90	)	—	—		3.375	MS	450	5,062.5	7152015	3152018
709599AV6	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	1,454,812.05	1,462,526.4	1,465,000.00	1,455,326.68	(10,933.41	)	433.62		—	—		3.3	AO	18,666.55	—	12102015	4012021
709599AQ7	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	2,600,508.1	2,590,190.87	2,605,000.00	2,601,124.28	40,507.6		288.18		—	—		2.5	JD	19,175.69	—	10212015	6152019
709599AS3	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	3,914,266.76	3,960,328.42	3,988,000.00	3,919,820.82	7,199.72		2,633.07		—	—		3.375	FA	22,432.51	67,297.51	9182015	2012022
713448BJ6	PEPSICO INC CORP BND			264,146.85	250,401.3	215,000.00	246,532.76	3,868.54		(2,963.64	)	—	—		7.9	MN	7,077.08	—	10212008	11012018
713448CB2	PEPSICO INC SENIOR CORP BND			300,783	301,878.24	300,000.00	300,516.63	1,361.61		(93.10	)	—	—		1.25	FA	500	1,875	7082015	8132017
713448CX4	PEPSICO INC SENIOR CORP BND		1	999,810	1,065,701.6	1,000,000.00	999,827.39	7,693.22		6.20		—	—		3.1	JJ	6,372.22	15,500	7142015	7172022
713448CR7	PEPSICO INC SENIOR CORP BND			1,589,809.2	1,597,560.24	1,590,000.00	1,589,867.02	9,731.72		15.67		—	—		1.25	AO	8,336.46	—	4272015	4302018
713448DE5	PEPSICO INC SENIOR CORP BND			2,024,412.75	2,048,239.18	2,025,000.00	2,024,432.2	65,874.21		19.45		—	—		1.5	FA	3,121.88	—	2192016	2222019
713448CW6	PEPSICO INC SENIOR CORP BND			2,999,040	3,009,108.3	3,000,000.00	2,999,376.58	23,806.98		119.31		—	—		1.125	JJ	6,937.5	16,875	7142015	7172017
714294AB1	PERRIGO CO LTD SENIOR CORP BND	F		699,493.02	696,927	700,000.00	699,853.85	(2,926.85	)	60.38		—	—		1.3	MN	3,614.72	—	10032014	4202050
BRSYEJ6N3	PET ACQUISITION MERGER SUB LLC SR SECURE		1	1,707,978.31	1,736,571.26	1,742,835.01	1,708,697.33	27,873.93		719.02		—	—		—	MJSD	—	—	1152016	12312049
71647NAD1	PETROBRAS INT BRASPETRO BV		1	1,498,860	1,506,430	1,514,000.00	1,513,032.06	(6,602.06	)	1,784.93		—	—		5	JJ	3,671.02	7,697.98	2282007	3162020
BRSTDEW07	PETSMART INC. SENIOR SECURED TERM LOAN		1	3,917,008.48	3,969,501.26	3,989,949.75	3,919,001.76	50,499.5		1,936.98		—	—		—	MJSD	—	28,961.42	1202016	12312049
717081DG5	PFIZER INC SENIOR CORP BND			2,224,094.5	2,252,206.48	2,225,000.00	2,224,673.37	(8,039.84	)	36.20		—	—		1.5	JD	9,827.09	—	7152015	6152018
717081DL4	PFIZER INC SENIOR CORP BND			2,495,275	2,555,914.88	2,500,000.00	2,496,992.51	27,533.11		232.40		—	—		2.1	MN	19,833.34	—	5122014	5152019
717081DF7	PFIZER INC SENIOR CORP BND			3,999,999	3,991,959.16	3,999,999.00	3,999,999	58,922.37		—		—	—		0.934	MJSD	1,763.94	8,210.22	5282013	6152018

69331CAF5	PG&E CORP SENIOR CORP BND		1	500,605	505,266.92	500,000.00	500,406.92	4,860		(34.12	)	—	—	2.4	MS	1,000	6,000	2242014	3012019
BRSUY9361	PHARMACEUTICAL PRODUCT DEV, IN SENIOR SE			1,676,807.98	1,667,968.27	1,684,816.43	1,677,477.88	(9,509.61	)	306.11		—	—	—	MJSD	—	18,145.67	8062015	12312049
71722TAF1	PHEAA_04-1 ABS_04-1-A2		2	452,730	497,525.5	500,000.00	485,289.85	12,235.65		2,466.78		—	—	1.933	MON	662.64	2,162.61	3092010	5152019
71722TAG9	PHEAA_04-1 ABS_04-1-A3		2	1,177,098	1,291,438.07	1,300,000.00	1,242,911.32	48,526.75		3,562.76		—	—	1.941	MON	551.54	5,751.89	3092010	5152019
718172AA7	PHILIP MORRIS INTERNATIONAL IN CORP BND			215,716.6	212,898.02	195,000.00	211,280.79	1,617.23		(1,880.20	)	—	—	5.65	MN	4,131.56	—	9222015	5162018
718172AL3	PHILIP MORRIS INTERNATIONAL IN CORP BND			1,285,262.5	1,315,865.71	1,250,000.00	1,280,358.24	35,507.47		(1,256.68	)	—	—	2.9	MN	13,694.44	—	3312015	11152021
718172AS8	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			1,251,975	1,253,209.25	1,250,000.00	1,251,562.81	1,646.44		(338.29	)	—	—	1.125	FA	1,562.5	9,875	11102015	8212017
718172BP3	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			1,705,690.8	1,716,029.12	1,710,000.00	1,707,051.96	13,666.12		532.52		—	—	1.25	FA	2,968.75	10,687.5	8042015	8112017
718172BN8	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			2,552,883.2	2,569,821.49	2,560,000.00	2,556,155.37	8,977.16		695.92		—	—	1.25	MN	12,622.22	2,798.61	11032014	11092017
718172BR9	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			2,919,539.9	2,932,429.91	2,930,000.00	2,919,878.35	12,551.56		338.45		—	—	1.375	FA	4,028.76	—	2182016	2252019
BRSSJC1F8	PHILLIPS & TEMRO INDUSTRIES IN SENIOR SE			3,256,608.61	3,207,759.48	3,256,608.61	3,256,608.61	(48,849.13	)	—		—	—	—	MJSD	—	34,183.77	3272015	12312049
718546AJ3	PHILLIPS 66 CORP BND			1,674,798.35	1,701,200.35	1,675,000.00	1,674,958.42	26,241.93		9.41		—	—	2.95	MN	20,588.54	—	1242013	5012017
71884AXW4	PHOENIX ARIZ CIVIC IMPT CORP MUNITAX BND			2,000,000	2,035,720	2,000,000.00	2,000,000	35,720		—		—	—	2.001	JJ	10,005	25,457.17	4222015	6152019
BRSTH5E10	PHYSIO-CONTROL INTERNATIONAL I SENIOR SE			2,692,457.87	2,703,411.6	2,710,187.06	2,694,217.24	9,194.36		672.19		—	—	—	MJSD	—	37,872.08	10012015	12312049
BRSJYB2V7	PINNACLE ENTERTAINMENT INC SENIOR SECURE		2	356,389.95	357,509.28	358,180.87	357,053.43	455.85		700.87		—	—	—	FMAN	—	4,766.61	9032013	3312025
72650RBD3	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	523,505	442,982.49	500,000.00	520,781.69	(77,799.2	)	(628.19	)	—	—	3.85	AO	8,876.39	—	2242015	10152023
72650RBF8	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	724,942.5	642,664.32	750,000.00	726,693.65	(84,029.33	)	565.48		—	—	3.6	MN	11,250	—	6222015	11012024
72650RBG6	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	2,994,390	2,775,000	3,000,000.00	2,995,793.79	(220,793.79	)	268.53		—	—	2.6	JD	22,966.67	—	12022014	12152019
BRSWYTMJ4	PLASKOLITE INC SENIOR SECURED TERM LOAN		1	3,300,000	3,287,625	3,300,000.00	3,300,000	(12,375	)	—		—	—	—	MJSD	—	70,629.16	11032015	12312049
BRSXBUX37	PLASKOLITE LLC SECURED TERM LOAN			425,000	416,500	425,000.00	425,000	(8,500	)	—		—	—	—	MJSD	—	—	11032015	12312049
69353RES3	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	249,825	255,258.05	250,000.00	249,848.01	8,417.7		8.31		—	—	2.6	JJ	1,263.89	3,250	7162015	7212020
69353REK0	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	703,353	703,570.17	700,000.00	703,036.05	60.12		(74.74	)	—	—	2.95	FA	2,179.72	10,325	2252015	2232025
69353REV6	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	959,030.4	970,198.1	960,000.00	959,054.58	50,762.07		24.18		—	—	1.95	MS	1,456	—	3012016	3042019
69353RDY1	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1,999,620	2,004,673.92	2,000,000.00	1,999,812.75	4,861.17		29.68		—	—	1.5	AO	13,583.33	—	9152014	10182017
69353RCG1	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	2,003,640	2,001,080	2,000,000.00	2,001,019.88	31,147.13		(457.85	)	—	—	1.125	JJ	4,000	18,031.25	4162014	1272017
69353RER5	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	2,249,730	2,264,743.65	2,250,000.00	2,249,790.93	534.12		22.11		—	—	1.85	JJ	8,209.38	20,696.88	7162015	7202018
69353RDZ8	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	2,518,130	2,545,461.28	2,500,000.00	2,514,314.15	14,952.72		(979.47	)	—	—	2.4	AO	27,166.67	—	11102015	10182019
69353RCH9	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	3,249,925	3,300,770.85	3,250,000.00	3,250,008.78	5,410.04		(25.08	)	—	—	2.2	JJ	12,512.5	35,750	1232014	1282019
69349LAN8	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	4,695,676	4,707,707.53	4,700,000.00	4,699,289.83	11,143.52		347.05		—	—	1.3	AO	30,210.55	—	8202013	10032016
73358WUA0	PORT AUTH NY & NJ MUNITAX BND REV			2,000,000	2,081,680	2,000,000.00	2,000,000	81,680		—		—	—	2.529	AO	23,323	—	10082014	3122018
73674NBG5	PORTLAND ORE SWR SYS REV MUNITAX BND REV			509,363.2	512,590.15	505,000.00	506,980.07	5,610.08		(402.45	)	—	—	2.772	JD	4,121.81	—	6282012	3122020
69353UAB7	PPL WEM HOLDINGS PLC CORP BND 144A	F		1,620,277	1,552,636.55	1,550,000.00	1,551,473.1	1,163.45		(4,468.39	)	—	—	3.9	MN	25,187.5	—	3092012	9102045
74005PAZ7	PRAXAIR INC CORP BND			818,683.05	833,235.6	795,000.00	815,948.85	17,286.75		(897.09	)	—	—	3	MS	1,987.5	11,925	6222015	9012021
74005PBP8	PRAXAIR INC CORP BND		1	1,998,120	2,029,327.08	2,000,000.00	1,998,306.45	31,020.63		193.31		—	—	2.25	MS	875	59,750	9212015	9242020

740189AK1	PRECISION CASTPARTS CORP SENIOR CORP BND			3,232,645	3,247,787.24	3,250,000.00	3,236,455.37	11,331.87		1,868.40		—	—		1.25	JJ	8,576.39	20,312.5		9232015	1152018
BRSV3DN70	PRECYSE SOLUTIONS LLC SENIOR SECURED TER			1,076,130	1,073,412.5	1,087,000.00	1,076,130	(20,229.24	)	—		—	—		—	MJSD	—	—		7302015	12312049
BRSV3DLL1	PRECYSE SOLUTIONS LLC SENIOR SECURED TER			5,881,723.14	5,866,870.3	5,941,134.48	5,887,099.54	(2,717.5	)	2,471.73		—	—		—	MJSD	—	86,746.63		7302015	12312049
74153WBZ1	PRICOA GLOBAL FUND SECURED CORP BND 144A			985,230	997,070.62	1,000,000.00	991,171.36	5,899.26		998.56		—	—		1.6	MN	5,422.22	—		5212013	5292018
89837LAA3	PRINCETON UNIVERSITY MUNI BND REV			1,525,670.4	1,480,920.93	1,340,000.00	1,465,680.83	15,240.1		(10,454.98	)	—	—		4.95	MS	5,527.5	33,165		10172014	11012016
742741AA9	PROCTER & GAMBLE COMPANY CORP BND		2	641,031.86	595,377.06	498,210.00	595,829.04	(201.25	)	(18,887.66	)	—	—		9.36	JJ	11,658.12	25,094.16		2142014	1012021
742718DV8	PROCTER & GAMBLE COMPANY CORP BND			1,026,420	1,002,700	1,000,000.00	1,002,901.25	26,403.84		(1,927.68	)	—	—		1.45	FA	1,852.78	7,250		3052013	8152016
742718DY2	PROCTER & GAMBLE COMPANY CORP BND			2,137,149	2,163,086.52	2,100,000.00	2,136,682.68	(451.98	)	(466.32	)	—	—		2.3	FA	7,379.16	(3,622.5	)	2292016	2062022
742718EN5	PROCTER & GAMBLE COMPANY SENIOR CORP BND			479,908.8	486,974.05	480,000.00	479,911.64	7,062.41		2.84		—	—		1.85	FA	1,455.33	—		1282016	2022021
341099CK3	PROGRESS ENERGY FLORIDA SECURED CORP BND			360,821.5	353,860.64	325,000.00	352,705.04	1,155.6		(3,064.75	)	—	—		5.65	JD	5,406.74	—		7292015	3252037
BRSUYEPU3	PROLAMPAC INTERMEDIATE INC SENIOR SECURE		1	314,318.61	310,151.5	317,493.54	314,574.18	(4,422.68	)	121.09		—	—		—	MJSD	—	4,617.89		8062015	12312049
BRSU7A6L2	PROTECTION ONE ALARM MONITORIN SENIOR SE			1,547,311.81	1,536,944.04	1,555,087.24	1,548,263.4	(11,319.36	)	341.14		—	—		—	MJSD	—	19,703.96		6192015	12312049
110709BN1	PROVINCE OF BRITISH COLUMBIA SENIOR CORP	A		1,917,839.5	1,952,638.07	1,850,000.00	1,917,488.65	35,149.42		(350.85	)	—	—		2.65	MS	1,225.63	136.18		3162016	9222021
11070TAA6	PROVINCE OF BRITISH COLUMBIA SENIOR CORP	A		3,276,566.5	3,263,812.5	3,250,000.00	3,263,628.06	184.44		(3,162.09	)	—	—		1.2	AO	16,900	—		5052015	4252017
744320AV4	PRUDENTIAL FINANCIAL INC CAPSEC CORP BND		1	570,000	561,450	570,000.00	570,000	(8,550	)	—		—	—		5.375	MN	11,574.17	—		5132015	5152045
69362BAZ5	PSEG POWER LLC SENIOR CORP BND		1	49,925	50,259.6	50,000.00	49,959.77	299.83		3.70		—	—		2.45	MN	462.78	—		11052013	11152018
74456QBE5	PUBLIC SERVICE ELECTRIC AND GA SECURED C		1	1,099,692	1,122,029.71	1,100,000.00	1,099,845.3	22,184.41		15.22		—	—		2.3	MS	1,124.45	12,650		9092013	9152018
74529JNP6	PUERTO RICO SALES TAX FING COR MUNI BND		1	985,000	645,050	1,000,000.00	988,300.76	(343,250.76	)	387.41		—	—		5	FA	8,333.33	25,000		1082014	4072023
747525AD5	QUALCOMM INCORPORATED SENIOR CORP BND			2,872,817.5	2,942,861.87	2,875,000.00	2,873,178.92	69,682.95		104.79		—	—		2.25	MN	23,539.07	—		7092015	5202020
747525AG8	QUALCOMM INCORPORATED SENIOR CORP BND			6,036,899.7	6,070,543.87	6,045,000.00	6,039,204.83	31,339.04		668.69		—	—		1.4	MN	30,795.92	—		5132015	5182018
BRSK6KJF2	QUEBECOR MEDIA INC. SENIOR SECURED TERM	A		2,911,618.62	2,882,344.72	2,925,000.00	2,916,556.71	(34,211.99	)	509.06		—	—		—	MJSD	—	21,756.57		10012015	3312025
74825FAB0	QUEEN STREET X RE LTD CORP BND 144A	F		680,000	677,021.6	680,000.00	680,000	(2,978.4	)	—		—	—		6.04	MJSD	1,254.97	9,978.23		3252015	5182018
74825WAA5	QUEEN STREET XI RE DAC CORP BND 144A	E		500,000	500,220	500,000.00	500,000	220		—		—	—		—	MJSD	—	8,104.4		12152015	6202021
21685WBT3	RABOBANK NEDERLAND NV CORP BND	F		1,264,080	1,265,079.84	1,150,000.00	1,248,520.65	16,559.19		(4,837.67	)	—	—		4.5	JJ	11,500	25,875		6042015	1112021
BRSAWGQ58	RABOBANK NEDERLAND NV SENIOR CORP BND	D		255,483.3	237,358.22	160,000.00	253,774.51	34,377.64		(1,036.66	)	—	(17,598.58	)	3.25	NOV	3,103.94	—		10302015	11152020
N7278SAC7	RABOBANK NEDERLAND NV SENIOR CORP BND	D		1,584,765.11	1,424,149.37	960,000.00	1,550,396.07	(11,046.01	)	(6,536.51	)	—	(132,127.06	)	3.25	NOV	18,684.9	—		12032014	12312049
74977EPZ0	RABOBANK NEDERLAND NV SENIOR CORP BND			2,021,600	2,003,530.58	2,000,000.00	2,014,576.59	(126,246.7	)	(1,823.01	)	—	—		1.7	MS	1,133.33	17,000		4092015	3192018
21688AAA0	RABOBANK NEDERLAND NV SENIOR CORP BND			2,240,317.5	2,279,476.16	2,250,000.00	2,245,098.52	(16,416.29	)	445.55		—	—		2.25	JJ	10,828.13	22,484.37		1122016	4272018
BRSSB5RH9	RANDALL-REILLY PUBLISHING CO TERM NOTES			6,810,141.5	6,759,065.44	6,810,141.50	6,810,141.5	(51,076.06	)	—		—	—		—	MJSD	—	139,002.37		3122015	12312049
17401QAD3	RBS CITIZENS NA SENIOR CORP BND MTN		1	4,999,450	5,042,115.4	5,000,000.00	4,999,458.69	42,656.71		8.69		—	—		2.5	MS	5,902.78	—		3092016	5012018
F7S02WAB2	RCI BANQUE SA SENIOR CORP BND EMTN	D		521,157.62	490,711.7	340,000.00	517,986.66	(27,274.96	)	(668.22	)	—	(25,395.53	)	2.125	OCT	5,050.38	—		1162015	12312049
G7457KAB7	REED ELSEVIER INVESTMENTS PLC CORP BND	D		624,432.8	548,768.47	350,000.00	594,970.38	(46,201.91	)	(6,934.95	)	—	(48,042.37	)	7	DEC	10,775.82	—		10302015	12312049
75886QAG8	REGATTA III FUNDING LTD REGTS_ ABS_14-1A	F	2	237,812.5	226,845.9	250,000.00	239,248.24	(12,402.34	)	1,209.66		—	—		3.472	JAJO	1,856.56	2,025.6		12142015	10012022
75886AAQ1	REGENCY ENERGY PARTNERS LP/REG SENIOR CO		1	2,100,000	1,870,000	2,000,000.00	2,089,467.41	(219,467.41	)	(3,947.95	)	—	—		5	AO	50,000	25,625		5152015	10012022

75887HAL6	REGT5_14-1A ABS_14-1A A2B2 144A	F	1	3,000,000	2,942,115.6	3,000,000.00	3,000,000	(57,884.4	)	—		—	—		3.769	JAJO	21,041.35	26,313.41	10082014	10012022
BRSMPYBS7	RENT-A-CENTER, INC/TX SENIOR SECURED TER			2,257,063.8	2,174,834.1	2,268,405.84	2,260,294.76	(85,460.66	)	1,619.60		—	—		—	MJSD	—	20,345.18	3142014	3312025
76111XYJ6	RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4		2	520,904.03	499,673.33	539,796.92	525,026.3	(25,352.97	)	327.17		—	—		2.999	MON	1,349.16	4,118.75	8162007	10012022
76117QAC6	RESIDENTIAL REINSURANCE 2014 L SENIOR CO	F		500,000	491,790	500,000.00	500,000	(8,210	)	—		—	—		5.125	MJSD	1,779.61	6,129.08	11202014	2102048
76118DAA8	RESIDENTIAL REINSURANCE 2015 L CORP BND	F		250,000	252,270	250,000.00	250,000	2,270		—		—	—		11	MJSD	1,909.72	7,034.56	5212015	2102034
76118DAB6	RESIDENTIAL REINSURANCE 2015 L CORP BND	F		500,000	505,055	500,000.00	500,000	5,055		—		—	—		6	MJSD	2,083.33	7,749.67	5212015	1152021
76118DAC4	RESIDENTIAL REINSURANCE 2015 L SENIOR CO	F		400,000	398,332	400,000.00	400,000	(1,668	)	—		—	—		7.438	MJSD	2,066.16	7,695.92	11202015	12262035
76131VAA1	RETAIL PROPERTIES OF AME SENIOR CORP BND		1	1,458,055.9	1,382,103.75	1,465,000.00	1,458,667.8	(76,564.05	)	145.43		—	—		4	MS	2,604.44	29,300	3052015	3152025
761713BE5	REYNOLDS AMERICAN INC SENIOR CORP BND			165,217.32	169,265.06	162,000.00	164,776.58	83,419.67		(230.21	)	—	—		3.25	JD	1,594.13	872.08	7082015	6122020
761713BG0	REYNOLDS AMERICAN INC SENIOR CORP BND		1	229,303.1	253,078.58	230,000.00	229,348.46	4,488.48		14.24		—	—		4.45	JD	3,098.94	—	6092015	6122025
761713BC9	REYNOLDS AMERICAN INC SENIOR CORP BND			5,900,794.75	5,980,203.81	5,875,000.00	5,896,784.14	23,730.12		(2,415.21	)	—	—		2.3	JD	40,912.84	—	12012015	6122018
BRSR063T1	RICHELIEU FOODS INC REVOLVE LOAN			521,975.63	514,146	521,975.63	521,975.63	(7,829.63	)	—		—	—		—	FMAN	—	704.43	12282015	3312025
BRSR06452	RICHELIEU FOODS INC SENIOR SECURED TERM			4,827,220.92	4,754,812.61	4,827,220.92	4,827,220.92	(72,408.31	)	—		—	—		—	JAJO	—	70,242.22	11232014	3312025
76541VKC0	RICHMOND VA MUNITAX BND GO			5,000,000	5,044,450	5,000,000.00	5,000,000	44,450		—		—	—		1.507	JJ	15,907.22	37,675	9292015	2142017
76720AAB2	RIO TINTO FINANCE (USA) PLC SENIOR CORP	F	1	4,019,848	4,019,645.14	4,025,000.00	4,023,956.61	(4,311.47	)	264.04		—	—		2	MS	2,012.5	40,250	3192012	12262035
BRSMAKDJ1	RISE_14-1 ABS 14-1 A	F	2	477,266.63	470,594.61	478,976.70	477,434.21	(6,839.6	)	86.54		—	—		4.75	MON	1,011.17	5,748.87	2182015	3312025
769047GX3	RIVERSIDE CALIF MUNITAX BND REV			1,103,470	1,062,470	1,000,000.00	1,049,378.42	13,091.58		(9,088.40	)	—	—		5.61	FA	9,350	28,050	8072009	6072018
771196BA9	ROCHE HOLDINGS INC SENIOR CORP BND 144A		1	1,010,770	1,026,031.49	1,000,000.00	1,009,797.86	16,233.63		(685.80	)	—	—		2.25	MS	62.5	11,250	11192015	9302019
777594YX4	ROSEMOUNT MN SCH DIST #196 MUNI BND GO		1	641,590	634,135	500,000.00	639,983.76	(5,848.76	)	(1,606.24	)	—	—		5	FA	3,125	—	2102016	12072018
780082AC7	ROYAL BANK OF CANADA SECURED LOCAL BND	A		849,719.5	855,321.06	850,000.00	849,744.35	5,576.71		13.30		—	—		2.1	AO	8,280.42	—	10062015	9302019
78011DAE4	ROYAL BANK OF CANADA SECURED LOCAL BND	A		1,199,400	1,200,512.4	1,200,000.00	1,199,937.52	6,246.18		50.58		—	—		1.125	JJ	2,587.5	6,750	7162013	9302019
78011DAC8	ROYAL BANK OF CANADA SECURED LOCAL BND	A		7,567,742.8	7,579,469.1	7,580,000.00	7,573,222.92	574.88		1,140.94		—	—		1.2	MS	3,032	45,480	6082015	9302019
BRSNFTGX1	ROYAL BANK OF CANADA SENIOR CORP BND EMT	T		1,166,566.62	995,515.66	700,000.00	1,167,591.81	(172,076.15	)	134.68		—	(163,054.69	)	0.988	MJSD	762.89	2,575.57	5282014	3312025
78008SVD5	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		4,094,875	4,097,203.85	4,100,000.00	4,098,122.04	(918.19	)	256.06		—	—		1.5	JJ	12,812.5	30,750	1072013	9302019
BRSQT5KB4	RPI FINANCE TRUST SENIOR SECURED TERM NO		2	3,573,625.63	3,588,092.54	3,583,613.03	3,574,231.71	13,860.83		518.48		—	—		—	MJSD	—	25,397.76	11242015	3312025
783186QV4	RUTGERS UNIVERSITY NEW JERSEY MUNITAX BN			1,152,610.5	1,168,929	1,150,000.00	1,151,542.34	17,386.66		(180.90	)	—	—		2.009	MN	9,626.46	—	6142013	6072019
78355HJZ3	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	443,776.25	439,383.76	445,000.00	443,983	(3,893.48	)	58.48		—	—		2.5	MN	4,326.39	—	5042015	5112020
78355HJV2	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	1,009,062.5	1,003,469.92	1,000,000.00	1,007,363.4	956.45		(703.03	)	—	—		2.45	MN	9,255.56	—	9042015	11152018
78355HJX8	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	2,028,450.85	2,030,627.79	2,035,000.00	2,029,671.34	(4,599.24	)	369.46		—	—		2.45	MS	4,154.8	24,928.75	6102015	9032019
78355HKB4	RYDER SYSTEM INC. SENIOR CORP BND-EMTN		1	1,498,770	1,522,038.69	1,500,000.00	1,498,770	23,268.69		—		—	—		3.45	MN	5,318.75	—	2172016	11152021
78573AAB6	SABMILLER HOLDINGS INC SENIOR CORP BND 1			1,600,778	1,564,196.45	1,550,000.00	1,563,148.85	1,047.6		(4,139.97	)	—	—		2.45	JJ	8,016.94	18,987.5	12092013	1152017
78573AAG5	SABMILLER HOLDINGS INC SENIOR CORP BND 1			2,750,000	2,737,020	2,750,000.00	2,750,000	(12,980	)	—		—	—		1.306	FMAN	5,984	7,082.77	8062013	8012018
78572MAF2	SABMILLER PLC CORP BND 144A	F		3,491,297.4	3,282,797.21	2,980,000.00	3,278,811.31	3,985.9		(31,838.92	)	—	—		6.5	JJ	40,892.22	96,850	7212014	12272032
BRSHCGRY1	SABRE INC SENIOR SECURED TERM NOTES		2	5,175,505.35	5,196,092.97	5,201,512.95	5,188,939.66	7,153.31		1,119.41		—	—		—	FMAN	—	52,728.98	2152013	3312025

786134UZ7	SACRAMENTO SATN MUNITAX BND REV			2,485,000	2,571,105.25	2,485,000.00	2,485,000	86,105.25		—		—	—		2.239	JD	18,546.38	—	11062014	9272017
BRSUCDW31	SAFEWORKS LLC SENIOR SECURED TERM LOAN			2,294,327.89	2,271,384.61	2,294,327.89	2,294,327.89	(22,943.28	)	—		—	—		—	JAJO	—	32,096.5	6232015	12312049
801060AB0	SANOFI SENIOR CORP BND	F		8,831,060.7	8,898,633.69	8,870,000.00	8,853,919.23	44,714.46		1,942.45		—	—		1.25	AO	52,665.63	—	4032013	11222024
802385MG6	SANTA MONICA CALIF CMNTY COLLE MUNITAX B			3,421,699.2	3,487,850.4	3,440,000.00	3,428,717.51	59,132.89		1,173.87		—	—		1.864	FA	10,686.93	32,060.8	6062013	3222017
G8108WAF3	SANTANDER UK GROUP HOLDINGS PL SENIOR CO	D		362,735.58	355,733.19	250,000.00	362,748.62	(7,015.43	)	25.89		—	(4,129.38	)	3.625	JJ	2,791.18	2,779.89	1082016	12312049
BRSM3U3W9	SBA COMMUNICATIONS CORPORATION SENIOR SE		2	4,420,470.24	4,414,527.37	4,438,941.55	4,423,745.1	(9,217.73	)	819.52		—	—		—	JAJO	—	35,294.11	12112015	3312025
83164JU46	SBA PRIME FLTR SBA PRIME FLTR		2	1,204,605.35	1,260,180.3	1,190,039.28	1,203,071.15	57,109.15		(957.12	)	—	—		2.6	MON	2,578.42	7,687.7	11172009	5072026
78403DAG5	SBA TOWER TRUST SECURED CORP BND 144A		1	4,000,000	4,018,927.2	4,000,000.00	4,000,000	18,927.2		—		—	—		2.898	MON	5,152	28,980	10072014	11152021
82735LAA1	SBY_14-1 ABS_14-1 A 144A		2	1,132,716.37	1,103,356.13	1,132,716.37	1,132,716.37	(29,360.24	)	—		—	—		1.436	MON	677.83	3,991.26	7302014	10152023
806854AA3	SCHLUMBERGER GER INV CORP BND 144A	F		780,183.75	772,505.29	775,000.00	775,723.69	(3,218.4	)	(398.75	)	—	—		1.95	MS	713.65	7,556.25	3222013	11012024
BRSXWU816	SCHLUMBERGER HOLDINGS CORP SENIOR CORP B			3,999,520	4,019,520	4,000,000.00	3,999,563.3	19,956.7		38.63		—	—		2.35	JD	26,111.11	—	12102015	12312049
80685PAC2	SCHLUMBERGER NORGE AS CORP BND 144A	F		698,775	697,594.8	700,000.00	699,884.51	(2,289.71	)	63.38		—	—		1.95	MS	644.58	6,825	9072011	5152019
80685PAD0	SCHLUMBERGER NORGE AS SENIOR CORP BND 14	F		1,368,739.6	1,361,211.59	1,370,000.00	1,369,655.91	(8,444.32	)	63.60		—	—		1.25	FA	2,854.17	8,562.5	7242012	6102019
80705TAA4	SCHOL_11-A ABS 11-A A 144A		2	1,262,335.41	1,228,501.07	1,287,750.44	1,268,801.95	(40,300.88	)	1,172.07		—	—		1.521	JAJO	3,482.31	4,241.11	3222011	9142018
80705XAA5	SCHOL_13-A ABS 13-A 144A		2	715,305.71	675,195.77	718,716.73	716,006.27	(40,810.5	)	290.85		—	—		1.083	MON	86.49	2,085.73	3122013	9142018
G79314AG8	SCOTTISH POWER UK PLC CORP BND	D		1,525,102.18	1,293,956.63	850,000.00	1,412,306.71	(118,350.08	)	(21,777.34	)	—	(118,835.88	)	8.375	FEB	11,652.87	109,422.31	12102014	12312049
811065AB7	SCRIPPS NETWORKS INTERACTIVE I SENIOR CO		1	685,610	681,922.05	680,000.00	684,163.31	(2,241.26	)	(279.39	)	—	—		2.75	MN	7,064.44	—	12042014	9142018
80283XAD9	SDART_14-3 ABS 14-3 A3		2	268,316	268,238.45	268,318.95	268,316.84	(78.39	)	4.33		—	—		0.81	MON	96.59	1,096.89	6112014	7162018
BRSM9G9V0	SEADRILL OPERATING LP SENIOR SECURED TER	F	2	817,143.41	363,290.33	829,587.19	820,267.84	(456,977.51	)	496.54		—	—		—	MJSD	—	8,409.5	6182014	5012027
BRSJ9AUR5	SEAWORLD PARKS & ENTERTAINMENT SENIOR SE		2	2,994,096.66	2,915,545.51	3,010,564.96	3,000,085.91	(84,540.4	)	632.00		—	—		—	MJSD	—	22,890.19	1022014	3312025
81618TAA8	SELECT INCOME REIT SENIOR CORP BND		1	2,939,857.97	2,955,565.47	2,950,000.00	2,942,984.55	12,580.92		924.65		—	—		2.85	FA	14,012.5	42,037.5	9292015	9142018
BRSNU6VW9	SERVICEMASTER CO LLC SENIOR SECURED TERM		2	493,743.68	497,267.29	497,474.74	493,865.6	3,401.69		131.39		—	—		—	MJSD	—	4,944.34	12232015	3312025
BRSH8YLF4	SESAC HOLDCO II LLC SENIOR SECURED TERM			675,331.61	667,301.35	680,919.75	678,003.34	(10,701.99	)	272.11		—	—		—	FMAN	—	9,173.34	4162015	3312025
81881UAE7	SHACK_13-4A ABS 2013-4A C 144A	F	2	1,214,375	1,150,956.5	1,250,000.00	1,219,949.15	(68,992.65	)	1,122.66		—	—		3.622	JAJO	9,935.62	10,607.47	1062015	1132025
81881VAJ4	SHACK_14-5A ABS 14-5A C1 144A	F	1	475,000	459,641.1	500,000.00	478,745.14	(19,104.04	)	785.40		—	—		3.32	FMAN	2,444.04	3,847.15	1212015	5072026
822582BK7	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		886,499.28	888,866.85	888,000.00	886,789.88	841.73		184.93		—	—		1.25	MN	4,409.17	—	12232015	12152029
822582AR3	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		993,640	997,755.6	1,000,000.00	996,913.87	8,429.56		545.59		—	—		1.125	FA	1,250	5,625	8142012	9102018
822582BG6	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		1,317,201.6	1,326,107.75	1,320,000.00	1,317,678.19	2,076.97		134.67		—	—		2.125	MN	10,908.33	—	5062015	3082020
822582BM3	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		9,967,100	10,022,019.2	10,000,000.00	9,971,315.68	50,703.52		2,682.70		—	—		1.625	MN	63,645.83	—	11052015	9202019
BRSR1R5H8	SHELL: ATLAS_14-1 ABS 14-1		2	3,708,400	3,648,904.66	3,708,400.00	3,708,400	(59,495.34	)	—		—	—		4.875	MON	8,034.87	45,703.14	12182014	3312025
26250DAU7	SHELL: DRSLF_12-24RA ABS 12-24RA CR 144	F	2	1,500,000	1,475,885.1	1,500,000.00	1,500,000	(24,114.9	)	—		—	—		3.318	FMAN	6,221.63	11,746.83	4292015	12312049
BRSXQ9KS7	SHOES FOR CREWS LLC SECURED TERM LOAN			639,534.72	633,139.37	639,534.72	639,534.72	(33,866.28	)	—		—	—		—	MJSD	—	888.27	11202015	12312049
BRSXDXJR2	SHOES FOR CREWS LLC SECURED TERM LOAN		1	6,773,256	6,739,389.72	6,773,256.00	6,773,256	(6,395.35	)	—		—	—		—	MJSD	—	57,572.68	11202015	12312049
N7993YBH6	SIEMENS FINANCIERINGSMAATSCHAP CORP BND	D	1	1,661,494.54	1,451,644.26	1,000,000.00	1,594,573.32	(142,929.06	)	(12,825.67	)	—	(135,870.6	)	6.125	SEP	48,106.36	—	12102014	12312049

82620KAC7	SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO	F		3,195,776	3,245,010.75	3,200,000.00	3,196,459.52	7,225.91		203.24		—	—		2.15	MN	23,697.77	—	5182015	9152020
82620KAB9	SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO	F		5,013,997	5,021,500.99	5,015,000.00	5,014,275.08	48,551.23		82.94		—	—		1.45	MN	25,451.13	—	5182015	7202021
826239EQ4	SIERRA CALIF JT CMNTY COLLEGE MUNI BND G		1	1,366,855.5	1,417,950	1,150,000.00	1,333,434.68	84,515.32		(5,646.19	)	—	—		5	FA	9,583.33	28,750	9132013	1152019
BRSHAG9G2	SILVER II BORROWER SCA SENOIR SECURED TE	R	2	3,193,307.55	2,772,190.12	3,193,307.55	3,193,307.55	(421,117.43	)	—		—	—		—	FMAN	—	32,287.89	8212013	12152034
828428AC6	SILVERMORE CLO LTD SMORE_14-1A ABS_14-1A	E	1	959,000	942,006.5	1,000,000.00	962,091.88	(20,085.38	)	1,595.47		—	—		2.668	FMAN	3,335.25	6,162.98	10052015	5072026
G8162ZAD4	SILVERSTONE MASTER ISSUER PLC ABS_09-1 A	D	1	833,161.5	746,829.49	510,000.00	833,161.5	(86,332.01	)	—		—	(100,138.5	)	5.063	AO	16,528.45	—	10272009	12312049
828807CA3	SIMON PROPERTY GROUP LP CORP BND		1	405,007.68	379,622.36	308,000.00	374,898.66	4,723.7		(5,837.01	)	—	—		10.35	AO	15,939	—	12112014	5072026
828807CD7	SIMON PROPERTY GROUP LP CORP BND		1	1,964,190.21	1,926,166.43	1,706,000.00	1,915,402.04	10,764.39		(13,988.92	)	—	—		5.65	FA	16,064.83	48,194.5	5132015	5072026
828807CJ4	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	102,377	101,028.04	100,000.00	101,331.01	(302.97	)	(273.46	)	—	—		2.15	MS	95.56	1,075	4142015	5072026
828807CU9	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	599,658	609,363.83	600,000.00	599,701.47	1,492.18		17.97		—	—		2.5	MS	1,250	8,083.34	8102015	5072026
828807CR6	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	840,720	849,689.69	800,000.00	836,306.15	120,091.81		(1,056.34	)	—	—		3.75	FA	5,000	15,000	3042015	5072026
828807CM7	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	5,866,344	5,865,639.48	5,860,000.00	5,864,147.3	13,383.54		(723.33	)	—	—		1.5	FA	14,650	52,616.67	7202015	5072026
828807CQ8	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	8,367,698.9	8,492,263.24	8,369,000.00	8,372,171.43	9,662.36		329.39		—	—		2.2	FA	30,686.32	78,370.11	3102016	5072026
BRSUDWG69	SIX FLAGS THEME PARKS INC SENIOR SECURED			1,169,971.52	1,171,437.64	1,172,903.77	1,170,251.41	1,186.23		112.65		—	—		—	MJSD	—	10,403.07	6292015	12312049
784423AF2	SLCLT_04-1 ABS 04-1		2	983,750	972,754.1	1,000,000.00	992,970.93	(20,216.83	)	790.43		—	—		0.777	FMAN	971.5	1,332.98	5202013	11152021
78446XAB1	SLM STUDENT LOAN TRUST ABS_12-B A2 144A		2	865,181.38	881,572.89	865,270.25	865,218.28	16,354.61		6.44		—	—		3.48	MON	1,338.28	8,095.45	4042012	11152021
78442GSC1	SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-		2	66,349.01	65,875	66,453.81	66,427.53	(552.53	)	5.89		—	—		0.699	JAJO	86.4	78.08	11302012	11152021
78446JAA4	SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2		2	1,439,817.89	1,421,119.46	1,442,614.39	1,441,088.23	(19,968.77	)	171.39		—	—		1.033	MON	289.77	3,773.91	5182011	11152021
78446TAC8	SLM STUDENT LOAN TRUST SLMA_11 SENIOR AB		2	478,837.29	464,917.87	443,095.41	466,152.17	(1,234.3	)	(2,132.90	)	—	—		4.54	MON	894.07	5,213.27	7312014	11152021
78446VAA7	SLM STUDENT LOAN TRUST SLMA_12 ABS 12-A		2	456,986.26	456,191.38	456,063.68	456,410.24	(218.86	)	(198.66	)	—	—		1.836	MON	395.45	2,429.55	5132014	11152021
78447FAA1	SLM STUDENT LOAN TRUST SLMA_12 ABS 12-E		2	411,003.58	410,048.12	410,911.03	410,938.56	(890.44	)	(19.06	)	—	—		1.186	MON	230.16	1,439.37	11212013	11152021
78447FAB9	SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E		2	1,065,601.56	1,048,225.51	1,050,000.00	1,056,226.92	(8,001.41	)	(802.79	)	—	—		2.09	MON	975.33	4,891.18	1212016	11152021
78447VAA6	SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B		2	1,040,909.79	1,035,413.79	1,040,909.79	1,040,909.79	(5,496	)	—		—	—		1.086	MON	533.92	3,065.31	4252013	11152021
78447CAA8	SLM_12-D ABS 12-D 144A		2	63,784.95	63,752.1	63,784.95	63,784.95	(32.85	)	—		—	—		1.486	MON	44.77	372.98	7232012	11152021
784442AC9	SLMA ABS 08_2 A3		2	1,257,402.75	1,221,984.45	1,270,254.15	1,263,409.18	(41,424.73	)	473.73		—	—		1.369	JAJO	3,235.49	3,564.21	3272012	11152021
78446JAB2	SLMA_11-2 ABS 11-2		2	775,000	735,009.97	775,000.00	775,000	(39,990.03	)	—		—	—		1.633	MON	246.08	3,084.16	5182011	11152021
78447KAB8	SLMA_12-7 ABS 12-7		2	1,062,519.05	1,052,692.26	1,063,218.10	1,063,058.99	(10,366.73	)	43.09		—	—		0.713	MON	147.4	2,011.83	11022012	11152021
78448AAA1	SLMA_13-4 ABS 13-4		2	515,393.05	492,664.2	515,393.05	515,393.05	(22,728.85	)	—		—	—		0.983	MON	98.51	1,268.02	8062013	11152021
78448CAF6	SLMA_13-6 ABS 13-6 A2		2	463,886.74	462,346.63	463,886.74	463,886.74	(1,540.11	)	—		—	—		0.933	MON	84.16	1,171.91	11062013	11152021
78447RAA5	SLMA_13-A ABS 13-A 144A		2	240,716.51	240,282.66	241,017.76	240,895.51	(612.85	)	48.71		—	—		1.036	MON	117.93	679.15	11212013	11152021
78447RAB3	SLMA_13-A ABS 13-A 144A		2	459,870.23	454,203.99	460,000.00	459,935.09	(5,731.1	)	5.29		—	—		1.77	MON	361.87	2,035.5	2272013	11152021
78447RAC1	SLMA_13-A ABS 13-A 144A		2	2,425,000	2,405,236.21	2,425,000.00	2,425,000	(19,763.79	)	—		—	—		1.486	MON	1,701.9	8,849.06	2272013	11152021
78447VAB4	SLMA_13-B ABS_13-B-A2A		2	804,859.37	788,891.95	805,000.00	804,918.22	(16,026.27	)	5.09		—	—		1.85	MON	661.89	3,723.15	4252013	11152021
78447VAC2	SLMA_13-B ABS_13-B-A2B		2	615,000	608,032.03	615,000.00	615,000	(6,967.97	)	—		—	—		1.536	MON	446.14	2,321.93	4252013	11152021

78448MAD9	SMAT_15-1US ABS_15-1US A3A	F	2	1,949,905.62	1,966,294.4	1,950,000.00	1,949,920.96	16,373.44		3.58		—	—		1.5	MON	1,381.25	7,312.5	3102015	11152021
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	)	—		—	—		—	JAJO	—	4,136.73	3242016	12312049
BRSWD1953	SMYTH COMPANIES LLC CORP BOND			3,117,177.01	3,109,384.07	3,117,177.01	3,117,177.01	(7,792.94	)	—		—	—		—	JAJO	—	51,789.47	9252015	12312049
BRSL51FK6	SNADY CREEK ENERGY ASSOC LP SENIOR SECUR		2	2,146,314.11	1,218,761.27	2,157,099.59	2,149,901.85	(931,140.58	)	544.60		—	—		—	FMAN	—	27,824.33	12122013	3312025
BRSX0J9L1	SNAPAV LLC SENIOR SECURED TERM LOAN			1,997,264.24	1,982,284.76	1,997,264.24	1,997,264.24	(14,979.48	)	—		—	—		—	MJSD	—	19,269.39	10192015	12312049
83367TBF5	SOCIETE GENERALE SA JRSUB CORP BND 144A	F	1	2,526,575	2,337,500	2,500,000.00	2,525,924.11	(188,424.11	)	(614.29	)	—	—		7.875	JD	56,328.13	—	11102015	8212017
83703EJY2	SOUTH CAROLINA JOBS-ECONOMIC D MUNI BND		1	993,750	1,003,560	1,000,000.00	998,202.03	5,357.97		754.55		—	—		5	MN	20,833.33	—	1062006	4072020
83710RLV7	SOUTH CAROLINA ST MUNI BND GO			1,180,940	1,171,050	1,000,000.00	1,177,534.7	(6,484.7	)	(3,405.30	)	—	—		5	FA	4,166.66	—	2232016	1152020
842400GB3	SOUTHERN CALIFORNIA EDISON CO. SECURED C			3,905,148	3,901,527.24	3,900,000.00	3,901,889.18	(361.94	)	(470.91	)	—	—		1.125	MN	18,281.25	1,906.25	2242016	5072026
842400GF4	SOUTHERN CALIFORNIA EDISON CO. SECURED C		2	3,921,428.58	3,901,671.25	3,921,428.58	3,921,428.58	(19,757.33	)	—		—	—		1.845	FA	12,058.4	39,189.78	1132015	5072026
842587CM7	SOUTHERN COMPANY (THE) SENIOR CORP BND		1	3,993,120	4,029,989.64	4,000,000.00	3,994,166.96	35,822.68		324.88		—	—		2.75	JD	32,388.89	—	6092015	5072026
842808AF4	SOUTHERN ELEC SENIOR CORP BND 144A			3,333,899.45	3,358,878.7	3,335,000.00	3,334,406.7	24,472		53.63		—	—		2.2	JD	24,456.67	—	11182013	5072026
843646AN0	SOUTHERN POWER COMPANY SENIOR CORP BND			2,398,608	2,416,587.17	2,400,000.00	2,398,860.25	17,726.92		174.39		—	—		1.85	JD	16,526.67	—	12232015	5072026
84650WAD8	SPAREBNK 1 BOLIG LOCAL BND 144A	F		2,294,388	2,330,222.25	2,300,000.00	2,298,594.42	31,627.83		276.57		—	—		2.3	JD	13,371.94	—	3292012	9152020
84650WAE6	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		5,854,157	5,899,056.07	5,900,000.00	5,875,535.34	10,021.68		1,629.16		—	—		1.75	MN	39,005.56	—	11072012	12152022
84650WAB2	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		7,999,374.1	7,819,016.4	7,800,000.00	7,808,994.72	23,520.73		(14,616.42	)	—	—		2.625	MN	70,525	—	12062012	7152022
84861CAA3	SPMF 2014-4A SENIOR CMBS _14-4A A1		2	3,992,636	3,891,770.8	4,000,000.00	3,992,606.68	(100,835.88	)	(0.12	)	—	—		3.501	MON	11,671.33	35,013.99	11212014	9162024
78467MAA1	SRER_11-RS ABS_11-RS A1B1 144A	F	2	1,204,478.28	1,204,376.86	1,258,890.33	1,254,067.52	(49,690.66	)	6,804.70		—	—		0.691	MON	555.37	2,367.48	11132014	5012027
85571XAL1	SRTP _14-STAR ABS _14-STAR -B		2	2,000,000	1,946,553.2	2,000,000.00	2,000,000	(53,446.8	)	—		—	—		2.087	MON	1,971.06	10,333.33	11072014	2182020
BRSU95US9	SS&C EUROPEAN HOLDINGS SARL SENIOR SECUR	F		88,439.62	89,011.07	88,884.05	88,481.39	529.68		27.36		—	—		—	MJSD	—	957	6292015	4212025
BL1658048	SS&C TECHNOLOGIES INC SECURED TERM LOAN			610,114.07	614,056.21	613,179.98	610,402.17	3,654.04		144.15		—	—		—	MJSD	—	24.85	6292015	3312025
BRSRUTM42	SSE PLC CAPSEC CORP BND	D	1	809,569.26	723,737.65	525,000.00	809,569.26	(85,831.61	)	—		—	(56,775.12	)	3.875	SEP	30,997.67	—	2242015	1019999
30250GAA6	SSGN_10-S1 CMO_10-S1-1A 144A		2	121,334.92	121,357.56	121,334.92	121,334.92	22.64		—		—	—		0.983	MON	23.18	342.27	3052010	10182016
790849AL7	ST JUDE MEDICAL INC SENIOR CORP BND			2,324,384.7	2,353,002.41	2,330,000.00	2,325,343.99	27,658.42		456.57		—	—		2	MS	2,071.11	22,264.44	9142015	9152018
BRSZ1A629	STAPLES ESCROW LLC SECURED TERM LOAN		1	4,028,500	4,054,320.27	4,066,666.67	4,029,368.01	24,952.26		868.01		—	—		—	MJSD	—	10,159.72	2292016	12312049
855244AF6	STARBUCKS CORP SENIOR CORP BND		1	498,600	509,692.39	500,000.00	499,093.56	10,598.83		81.77		—	—		2	JD	3,222.22	—	12022013	5072026
BRSJ08S50	STARWOOD PROPERTY TRUST INC SECURED TERM			3,358,780.79	3,332,726.82	3,370,646.59	3,363,042.96	(30,316.14	)	505.94		—	—		—	MJSD	—	29,897.72	10012015	3312025
857477AQ6	STATE STREET CORP CAPSEC CORP BND		1	2,125,000	2,151,562.5	2,125,000.00	2,125,000	26,562.5		—		—	—		5.25	MS	4,958.33	119,765.63	5142015	5072026
857477AN3	STATE STREET CORP SENIOR CORP BND			1,032,809	1,031,807.63	1,000,000.00	1,029,867.74	13,920.41		(751.35	)	—	—		3.3	JD	9,625	—	12092015	5072026
857477AG8	STATE STREET CORP SENIOR CORP BND			1,888,683	1,879,742.91	1,700,000.00	1,865,822.5	(473.86	)	(7,890.01	)	—	—		4.375	MS	4,958.34	37,187.5	7072015	5072026
857477AK9	STATE STREET CORP SENIOR CORP BND			4,051,931.5	4,063,247.12	4,075,000.00	4,063,720.98	1,939.89		1,300.65		—	—		1.35	MN	20,782.5	—	1062014	5072026
85771PAR3	STATOILHYDRO ASA SENIOR CORP BND	F		1,300,434	1,310,274.08	1,300,000.00	1,300,406.09	(13,584.95	)	(38.08	)	—	—		1.95	MN	10,069.59	—	11052013	5152025
85771PAD4	STATOILHYDRO ASA SENIOR CORP BND	F		3,107,100	3,005,745.3	3,000,000.00	3,019,330.25	(59,471.34	)	(7,494.21	)	—	—		1.8	MN	19,200	—	4112013	3112019
85771PAJ1	STATOILHYDRO ASA SENIOR CORP BND	F		10,202,467.5	10,167,159.82	10,250,000.00	10,226,631.16	9,867.99		2,705.35		—	—		1.15	MN	44,530.54	—	4292014	6302020

BRSMDLA59	STENA INTERNATIONAL SARL SENIOR SECURED	F		1,816,961.93	1,514,134.94	1,835,315.08	1,822,306.41	(308,171.47	)	691.16		—	—		—	MJSD	—	18,604.41	2212014	5012027
BRST248L2	STERIGENICS-NORDION HOLDINGS L SENIOR SE		2	393,147.2	387,279.55	394,177.66	393,258.25	(5,978.7	)	39.65		—	—		—	MJSD	—	4,245.31	8132015	12312049
86212TAA7	STORE MASTER FUNDING LLC STR_1 ABS_12-1A		2	2,204,141.9	2,156,175.08	2,085,835.90	2,200,860.62	(44,685.54	)	(1,279.57	)	—	—		5.77	MON	3,343.13	30,172.07	3062015	5072026
86213BAB3	STR_14-1A WHOLE CMO _14-1A-A2 144A		2	1,089,142.59	983,905.23	990,833.33	1,086,070.46	(102,165.23	)	(776.37	)	—	—		5	MON	1,513.77	12,395.83	1232015	5072026
86213CAA3	STR_15-1A ABS 15-1A A1 144A		2	1,492,805.19	1,413,414.08	1,493,125.01	1,492,829.41	(79,415.33	)	10.99		—	—		3.75	MON	1,710.87	14,009.77	4142015	5072026
8628113T1	STRATFORD REC CO LLC MUNITAX BND GO			782,955	784,297.5	750,000.00	770,461.04	13,836.46		(2,093.74	)	—	—		2.989	FA	2,864.46	11,208.75	10182013	4212025
863667AK7	STRYKER CORP SENIOR CORP BND			1,115,877.35	1,127,237.77	1,115,000.00	1,115,860.19	11,377.58		(17.16	)	—	—		2	MS	1,300.82	—	3042016	5072026
BRSM7GLZ9	STS OPERATING SENIOR SECURED TERM NOTES		2	788,490.59	673,584.91	792,452.84	789,672.81	(116,087.9	)	149.48		—	—		—	MJSD	—	12,893.66	2112014	3312025
BL1711854	SUMMIT MATERIALS LLC SENIOR SECURED TERM			237,009	235,818	238,200.00	237,126.41	(1,308.41	)	45.73		—	—		—	MJSD	—	—	6252015	3312025
BRSMQX4D9	SUNGARD AVAILABILITY SERVICES SENIOR SEC		2	947,380.84	837,109.98	948,566.55	947,796.59	(110,686.61	)	64.13		—	—		—	MJSD	—	14,386.6	7112014	3312025
W94232CA6	SWEDBANK AB SENIOR CORP BND	F		4,991,550	5,059,815	5,000,000.00	4,994,965.83	64,849.17		413.77		—	—		2.375	FA	11,215.28	59,375	2202014	12312049
87020DAR5	SWEDEN KINGDOM CORP BND 144A MTN	F		1,994,860	2,000,679.94	2,000,000.00	1,996,880.91	3,799.03		425.68		—	—		0.875	JJ	3,305.56	8,750	1152015	4012019
87020DAL8	SWEDEN KINGDOM CORP BND MTN 144A	F		2,695,518	2,705,373	2,700,000.00	2,699,119.47	6,253.53		353.05		—	—		1	MN	10,200	—	8222013	2172021
87158YAQ5	SYMP_12-10AR MEZZANIN ABS 12-10AR CR 144	F	2	2,500,000	2,482,337.25	2,500,000.00	2,500,000	(17,662.75	)	—		—	—		3.469	JAJO	16,138.63	20,669.56	4082015	7232023
87154EAE0	SYMP_14-15A MEZZANIN ABS_14-15A C 144A	F	1	1,005,000	991,340.6	1,000,000.00	1,004,396.6	(13,056	)	(150.24	)	—	—		3.82	JAJO	7,745.3	8,983.16	3162015	10172026
87165LAA9	SYNCT_14-1 SENIOR ABS _14-1-A		2	904,748.95	907,805.48	905,000.00	904,861.8	2,943.68		20.91		—	—		1.61	MON	647.58	3,642.63	11142014	7232023
BRSEM91J4	SYNIVERSE HLDGS SENIOR SEC TERM NOTES		2	1,822,674.91	1,357,800.76	1,841,085.77	1,832,988.83	(475,188.07	)	658.07		—	—		—	JAJO	—	18,615.42	4202012	3312025
871829BA4	SYSCO CORP SENIOR CORP BND		1	99,948	101,386.9	100,000.00	99,948	1,438.9		—		—	—		2.5	JJ	—	—	3222016	7232023
871829BB2	SYSCO CORP SENIOR CORP BND			3,473,088.75	3,502,808.34	3,475,000.00	3,473,088.75	29,719.59		—		—	—		1.9	AO	—	—	3222016	7232023
89236VAD2	TAOT_13-B SENIOR ABS_13-B A4		2	629,492.19	627,250	625,000.00	627,007.28	242.72		(559.59	)	—	—		1.46	MON	405.56	2,281.23	3162015	1172027
89231RAD6	TAOT_14-B SENIOR ABS _14-B-A4		2	9,998,335	10,012,999.7	10,000,000.00	9,999,170.68	13,829.02		114.60		—	—		1.31	MON	5,822.22	32,750.01	6102014	1172027
89190AAD2	TAOT_14-C ABS _14-C-A4		2	999,701.1	1,003,300.02	1,000,000.00	999,826.32	3,473.7		21.62		—	—		1.44	MON	640	3,600	10072014	1172027
87612EAV8	TARGET CORPORATION CORP BND			1,163,037.5	1,164,701.15	1,065,000.00	1,147,753.58	16,947.57		(6,238.24	)	—	—		3.875	JJ	8,540.07	26,241.29	1112016	7202026
87612EBB1	TARGET CORPORATION SENIOR CORP BND			5,864,292.45	5,911,387.84	5,735,000.00	5,847,298.22	64,089.62		(8,403.22	)	—	—		2.3	JD	34,808.26	—	10062015	7202026
87236YAE8	TD AMERITRADE HLDG CORP SENIOR CORP BND		1	3,915,776.25	4,003,905.45	3,925,000.00	3,917,092.22	86,813.23		297.19		—	—		2.95	AO	57,893.75	—	12232015	7232023
BRSX4ZNL5	TEAM HLTH INC. SENIOR SECURED TERM LOAN		1	1,973,051.99	1,989,244.96	1,992,981.80	1,973,904.48	15,340.48		761.33		—	—		—	MJSD	—	23,226.48	11172015	12312049
BRSN4E4J0	TECHNIMARK LLC SECURED TERM LOAN			6,733,125	6,598,462.5	6,733,125.00	6,733,125	(134,662.5	)	—		—	—		—	MJSD	—	64,125	12232015	3312025
BRSSUAB92	TEKNI-PLEX, INC. SENIOR SECURED TERM LOA			89,623.35	88,422.41	90,073.73	89,674.31	(1,251.9	)	17.15		—	—		—	MJSD	—	1,028.93	4152015	12312049
BRSE99EZ9	TELESAT CANADA / TELESAT LLC SENIOR SEC	A	2	4,028,831.77	4,013,685.8	4,038,929.11	4,033,851.7	(20,165.9	)	440.88		—	—		—	MJSD	—	42,383.48	10012015	3312025
87970UAE6	TELOS_14-6A ABS _14-6A-B1 144A	F	2	2,405,585	2,346,645.25	2,500,000.00	2,422,283.9	(75,638.65	)	3,121.85		—	—		2.721	JAJO	13,794.47	15,430.13	10302014	1172027
Z91GFLXY5	TEMESE FUNDING PLC TMSE_1-A ABS 1 A	D	2	103,836.58	93,076.16	64,713.83	103,836.58	(10,760.42	)	(0.01	)	—	(10,823.39	)	1.411	MON	39.54	503.32	11072013	12312049
BRSPDEXA2	TEREX CORP SENIOR SECURED TERM NOTES			793,969.71	772,080.82	795,959.61	794,417	(22,336.18	)	75.90		—	—		—	MJSD	—	7,059.9	8082014	3312025
BRSQPSFE8	TERRA-GEN FINANCE CO LLC SENIOR SECURED		1	686,547.01	582,184.97	689,997.00	687,158.74	(104,973.77	)	131.50		—	—		—	MJSD	—	9,160.65	11262014	3312025
88165FAC6	TEVA PHARMACEUTICAL FIN CO. BV CORP BND	F		1,026,840	1,006,755	1,000,000.00	1,007,782.07	(1,027.07	)	(3,189.80	)	—	—		2.4	MN	9,400	—	11072011	10152044

8821172X1	TEXAS A & M UNIV PERM UNIV FD MUNITAX BN			2,005,720	2,035,020	2,000,000.00	2,004,706.92	30,313.08		(267.11	)	—	—	1.75	JJ	8,750.01	17,500	4082015	1082020
88224LAC2	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B			1,500,000	1,492,648.5	1,500,000.00	1,500,000	(7,351.5	)	—		—	—	1.305	AO	9,787.5	—	12092014	1162019
88224LAE8	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B			2,000,000	2,014,910	2,000,000.00	2,000,000	14,910		—		—	—	2.075	AO	20,750	—	12092014	10152016
882508AR5	TEXAS INSTRUMENTS INCORPORATED CORP BND			514,270	500,980.05	500,000.00	501,087.97	(107.92	)	(2,199.40	)	—	—	2.375	MN	4,486.11	—	5162011	1172027
882508AU8	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			295,140	302,969.88	300,000.00	295,963.82	7,006.06		290.15		—	—	1.65	FA	797.5	2,475	7102015	1172027
882508AX2	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			1,996,040	2,001,630.8	2,000,000.00	1,998,739.81	12,458.67		330.31		—	—	0.875	MS	923.61	8,750	3052014	1172027
882508AV6	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			2,470,300	2,498,024.95	2,500,000.00	2,485,566.28	2,890.99		1,704.09		—	—	1	MN	10,416.66	—	5012013	1172027
882806AT9	TEXAS TECH UNIV MUNI BND REV		1	2,263,420	2,212,500	2,000,000.00	2,175,408.07	37,091.93		(14,748.89	)	—	—	5	FA	12,777.78	50,000	2032009	2242017
882806EL2	TEXAS TECH UNIV MUNITAX BND REV			5,000,000	5,094,250	5,000,000.00	5,000,000	94,250		—		—	—	1.804	FA	11,525.56	45,100	3182015	9302023
BRSNUUGN3	TGI FRIDAYS INC SENIOR SECURED TERM NOTE			1,089,680.99	1,074,835.51	1,083,640.09	1,088,767.66	(13,932.15	)	(298.84	)	—	—	—	MJSD	—	14,538.84	4212015	3312025
63902HAA7	THE NATURE CONSESRVANCY MUNI BND REV			3,437,400	3,356,430	3,000,000.00	3,305,738.07	50,691.93		(22,410.26	)	—	—	6.3	JJ	47,250	94,500	6182009	1292018
883556AZ5	THERMO FISHER SCIENTIFIC INC CORP BND		1	2,579,825	2,581,915.85	2,500,000.00	2,577,770.6	4,145.25		(2,054.40	)	—	—	3.6	FA	11,500	1,750	2032016	1172027
883556BB7	THERMO FISHER SCIENTIFIC INC SENIOR CORP			2,001,260	1,998,636.16	2,000,000.00	2,000,705.02	(2,068.86	)	(96.76	)	—	—	1.85	JJ	7,811.11	18,500	8162012	1172027
883556BE1	THERMO FISHER SCIENTIFIC INC SENIOR CORP			6,824,023.1	6,862,892.93	6,810,000.00	6,819,309.34	43,583.59		(790.42	)	—	—	2.4	FA	27,240	81,720	12162014	1172027
88428LAA0	THIRD POINT RE USA HOLDINGS IN SENIOR CO			11,000,000	11,000,000	11,000,000.00	11,000,000	—		—		—	—	7	FA	102,666.67	414,555.56	2102015	1172027
87247CAA1	TICP_14-2A ABS _14-2A-A1A 144A	F	1	3,720,000	3,707,528.25	3,750,000.00	3,727,025.72	(19,497.47	)	1,351.79		—	—	2.074	JAJO	15,553.5	16,935.19	12172014	7202026
BRSN1NQ83	TIME INC (USA) SENIOR SECURED TERM LOAN			2,180,133.58	2,163,617.44	2,202,155.16	2,185,906.84	(22,289.4	)	839.08		—	—	—	MJSD	—	23,718.07	4172014	3312025
88732JAL2	TIME WARNER CABLE INC CORP BND			1,304,897	1,205,710.85	1,100,000.00	1,215,571.1	(9,860.25	)	(12,565.86	)	—	—	6.75	JJ	18,562.5	37,125	6052014	1172027
BRSWVW9B2	T-MOBILE USA INC SENIOR SECURED TERM LOA		1	949,772.73	957,594.27	954,545.45	950,020.79	7,573.48		181.99		—	—	—	MJSD	—	8,908.16	11032015	12312049
880591EQ1	TN VLY AUTHORITY SENIOR AGENCY BND			2,552,790.6	2,622,045.78	2,565,000.00	2,558,727.63	63,318.15		597.87		—	—	1.75	AO	20,698.12	—	9242013	1072019
BRSWDXM82	TOOLING ACQUISITION CO. TERM LOAN			580,008.02	572,757.92	580,008.02	580,008.02	(10,000.14	)	—		—	—	—	MJSD	—	36,805.55	11022015	12312049
BRSWDXKE1	TOOLING ACQUISITION CO. TERM LOAN			800,011.06	790,010.92	800,011.06	800,011.06	(7,250.1	)	—		—	—	—	MJSD	—	—	9212015	12312049
BRSWDXMT6	TOOLING ACQUISITION CO. TERM LOAN			2,461,434.03	2,430,666.1	2,461,434.03	2,461,434.03	(30,767.93	)	—		—	—	—	MJSD	—	3,623.33	9212015	12312049
8911457V0	TORONTO DOMINION BANK MONTREAL SECURED C	A		4,992,250	5,055,099.85	5,000,000.00	4,992,318	62,781.85		68.00		—	—	2.25	MS	5,000	—	3072016	1172027
891145TN4	TORONTO-DOMINION BANK/THE SECURED LOCAL	A		5,138,450	5,124,020.65	5,100,000.00	5,115,267.62	8,753.03		(3,990.12	)	—	—	1.5	MS	3,825	38,250	8132014	1172027
89114QB64	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		204,797.05	205,515.31	205,000.00	204,842.78	(7,471.63	)	16.61		—	—	1.75	JJ	677.64	1,793.75	7162015	1172027
89114QBE7	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		1,998,260	2,016,072.24	2,000,000.00	1,998,368.81	56,343.8		108.81		—	—	1.95	JJ	7,475	—	1142016	1172027
89114QAG3	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		2,938,030.2	2,931,692.44	2,940,000.00	2,939,164.07	672.53		98.27		—	—	1.4	AO	17,264.33	—	4232013	1172027
89114QAV0	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		4,200,834	4,257,306.86	4,200,000.00	4,200,963.06	17,703.43		(65.70	)	—	—	2.25	MN	38,325	—	3042015	1172027
89153VAA7	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		1,593,024	1,604,816	1,600,000.00	1,598,733.58	6,082.42		355.06		—	—	1.5	FA	2,933.34	12,000	2142012	10182029
89153VAC3	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		4,092,333	4,113,147.07	4,100,000.00	4,098,041.74	15,105.33		388.79		—	—	1.55	JD	16,417.09	—	9292015	6152018
89153VAF6	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		99,726	100,105	100,000.00	99,966.17	138.83		22.97		—	—	1	FA	136.11	500	8052013	4152021
89153VAJ8	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		399,120	399,696	400,000.00	399,769.04	(73.04	)	74.16		—	—	1	JJ	900	2,000	1082014	10152018
89153VAK5	TOTAL CAPITAL INTERNATIONAL SA TOTAL CAP	F		1,998,760	2,027,516.78	2,000,000.00	1,999,201.46	28,315.32		69.75		—	—	2.125	JJ	9,562.5	21,250	1082014	5172021

F9208ZKB2	TOTAL CAPITAL S.A. CORP BND MTN	D		1,654,432.94	1,464,440.33	970,000.00	1,597,363.98	(132,923.65	)	(10,992.62	)	—	(134,407.18	)	4.25	DEC	18,617.65	—		12102014	12312049
BRSSD9JL9	TOWNSQUARE MEDIA INC SENIOR SECURED TERM			738,032.86	730,726.89	741,227.86	738,277.14	(7,550.25	)	67.90		—	—		—	MJSD	—	4,202.99		3302016	12312049
89236RAD1	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A		2	964,345.32	964,228	965,000.00	964,853.48	(625.48	)	434.34		—	—		0.69	MON	295.93	3,793.11		3162015	1172027
89233P5E2	TOYOTA MOTOR CREDIT CORP CORP BND MTN			2,595,875	2,513,274.75	2,500,000.00	2,512,844.09	430.66		(7,036.69	)	—	—		2	MS	2,222.22	25,000		4052013	1172027
89236TCP8	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			149,872.5	150,710.66	150,000.00	149,902.45	38.23		89.82		—	—		1.55	JJ	361.67	13,523.75		7082015	1172027
89236TAL9	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			299,877	300,033	300,000.00	299,994.77	(2,738.79	)	71.69		—	—		0.8	MN	893.33	6,746.67		5142013	1172027
89236TCF0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1,119,160	1,138,859.15	1,120,000.00	1,119,329.72	2,584.62		40.42		—	—		2.15	MS	1,270.89	12,040		3092015	1172027
89236TAY1	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1,119,624	1,116,885.21	1,100,000.00	1,119,624	25,076.98		—		—	—		2	AO	9,777.78	(9,777.78	)	3302016	1172027
89236TBH7	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1,499,205	1,502,283.75	1,500,000.00	1,499,699.13	19,529.43		66.45		—	—		1.125	MN	6,328.13	—		5132014	1172027
89236TCU7	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			4,999,400	5,040,008.55	5,000,000.00	4,999,422.59	808.21		22.59		—	—		1.7	FA	9,916.67	—		2162016	1172027
89236TCA1	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			5,527,417.05	5,555,537.51	5,535,000.00	5,530,460.53	40,585.96		628.13		—	—		1.45	JJ	17,612.07	40,128.75		1072015	1172027
89267XAF5	TRADEWYND RE LTD CORP BND 144A	F		500,000	500,140	500,000.00	500,000	140		—		—	—		5.168	JAJO	6,315.83	6,625.14		12052014	9152021
89267XAH1	TRADEWYND RE LTD CORP BND 144A	F		1,750,000	1,759,677.5	1,750,000.00	1,750,000	9,677.5		—		—	—		7	JAJO	29,944.44	200,361.23		12052014	6172019
89289YAB6	TRAMLINE RE II LTD CORP BND 144A	F		1,000,000	1,008,240	1,000,000.00	1,000,000	8,240		—		—	—		9.75	JAJO	23,833.33	25,803.96		12042014	7152020
BRSTMLVU6	TRANS UNION LLC SENIOR SECURED TERM LOAN		2	2,515,782.42	2,494,525.52	2,521,844.66	2,515,989.96	(21,464.44	)	219.11		—	—		—	MJSD	—	21,240.82		3232016	12312049
893526DK6	TRANSCANADA PIPELINES LIMITED CORP BND	A		535,870	517,639.28	500,000.00	529,864.59	(12,225.31	)	(3,057.00	)	—	—		3.8	AO	9,500	9,394.44		4082015	1172027
89352HAN9	TRANSCANADA PIPELINES LIMITED SENIOR COR	A		824,735.5	818,360.26	825,000.00	825,030.85	(6,670.59	)	(4.72	)	—	—		1.875	JJ	3,394.54	7,734.38		7152015	1172027
89352HAS8	TRANSCANADA PIPELINES LIMITED SR CORP BN	A		2,542,783.5	2,588,113.8	2,550,000.00	2,543,194.01	44,919.79		410.51		—	—		3.125	JJ	14,166.67	—		1222016	1172027
89356BAA6	TRANSCANADA TRUST CAPSEC CORP BND	A	1	1,075,000	947,343.75	1,075,000.00	1,075,000	(127,656.25	)	—		—	—		5.625	MN	22,003.91	—		2242016	1172027
BRSNBE338	TRANSDIGM INC SENIOR SECURED TERM LOAN		2	3,918,637.21	3,885,709	3,937,387.21	3,922,330.13	(36,621.13	)	723.05		—	—		—	MJSD	—	37,418.12		11142014	3312025
BRSU975A2	TRIBUNE COMPANY SENIOR SECURED TERM LOAN		1	1,728,553.88	1,721,153.93	1,731,978.80	1,729,023.7	(7,869.77	)	163.95		—	—		—	MJSD	—	16,459.07		7012015	12312049
BRSEQLBQ6	TRICORBRAUN INC SENIOR SECURED TERM LOAN			2,339,125.6	2,299,943.48	2,350,880.00	2,346,762.77	(46,819.29	)	491.21		—	—		—	MJSD	—	23,770.02		4302012	3312025
L9339LAB9	TRINSEO MATERIALS OPERATING SC SENIOR SE	E	2	565,725	563,361.72	567,142.86	565,873.82	(2,512.1	)	59.77		—	—		—	JAJO	—	—		4282015	12312049
89837RAA0	TRUSTEES OF DARTMOUTH COLLEGE MUNITAX BN			566,110	553,903.24	500,000.00	548,842.99	5,060.25		(3,736.11	)	—	—		4.75	JD	7,916.67	—		1302015	5052017
872882AC9	TSMC GLOBAL LTD SENIOR CORP BND 144A	F		5,711,170.95	5,691,511.17	5,715,000.00	5,713,426.58	(21,915.41	)	191.13		—	—		1.625	AO	45,918.44	—		3272013	2252021
BRSTA3686	TTM TECHNOLOGIES, INC. SENIOR SECURED TE			288,357.77	283,128.49	298,816.35	289,721.95	(6,593.46	)	1,268.08		—	—		—	MJSD	—	5,392.37		5072015	12312049
902133AQ0	TYCO ELECTRONICS GROUP SA SENIOR CORP BN	F	1	1,634,149.8	1,641,843.52	1,635,000.00	1,634,422.72	7,420.8		41.37		—	—		2.35	FA	6,403.75	19,211.25		7282014	8162021
BRSPC8H22	UAL_12-2A SENIOR SECURED TERM LOAN			1,112,695.18	1,116,441.25	1,123,934.52	1,115,106.08	1,335.17		424.87		—	—		—	MJSD	—	12,694.22		8062014	3312025
90261XHK1	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			831,893.8	839,532.64	835,000.00	832,418.32	4,613.1		153.36		—	—		2.35	MS	272.54	9,811.25		5272015	1172027
90261XHM7	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			1,500,000	1,498,920.02	1,500,000.00	1,500,000	7,114.32		—		—	—		1.195	MJSD	1,543.67	3,676.4		5272015	1172027
90261XHH8	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			3,967,644.3	3,965,111.45	3,945,000.00	3,960,498.35	(921.57	)	(1,914.10	)	—	—		1.8	MS	986.25	35,505		4212015	1172027
90261XHL9	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			4,995,300	4,996,321.5	5,000,000.00	4,997,243.07	(1,079.98	)	1,503.49		—	—		1.375	JD	22,916.67	36,666.67		9292015	1172027
G918UHAA3	UBS AG JERSEY BRANCH CORP BND EMTN	D	1	274,088.34	243,775.42	150,000.00	264,361.93	(20,586.51	)	(1,859.67	)	—	(22,352.19	)	6.375	NOV	5,032.02	—		12042014	12312049
90351DAA5	UBS GROUP FUNDING JERSEY LTD SENIOR CORP	F		5,989,740	6,061,123.8	6,000,000.00	5,990,741.23	70,382.57		479.61		—	—		2.95	MS	3,441.67	88,500		9212015	2182020

90351DAD9	UBS GROUP FUNDING JERSEY LTD SENIOR CORP	F		8,993,250	9,026,290.26	9,000,000.00	8,993,250	33,040.26		—		—	—		3	AO	—	—		3292016	5152020
90264AAA7	UBS PD FD TST IV CORP BND		1	5,206,250	5,000,000	5,000,000.00	5,206,250	(206,250	)	—		—	—		6.243	MN	117,923.33	—		11102014	1172027
90270YBD0	UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2		2	1,368,685.5	1,366,430.37	1,355,000.00	1,364,687.21	1,743.16		1,610.73		—	—		2.137	MON	2,412.46	7,237.38		9232014	4152020
904764AR8	UNILEVER CAPITAL CORP SENIOR CORP BND			546,815.5	561,295.36	550,000.00	547,222.66	8,502.23		152.32		—	—		2.1	JJ	1,957.08	5,775		7282015	1172027
904764AQ0	UNILEVER CAPITAL CORP SENIOR CORP BND			2,616,071.25	2,697,629.5	2,625,000.00	2,621,280.8	76,348.7		300.15		—	—		2.2	MS	4,010.42	28,875		9112013	1172027
904764AP2	UNILEVER CAPITAL CORP SENIOR CORP BND			3,088,000	3,123,405.32	3,125,000.00	3,114,903.09	14,072.7		1,864.46		—	—		0.85	FA	4,353.3	13,281.25		7302012	1172027
907818CZ9	UNION PACIFIC CORPORATION CORP BND			275,372.5	268,265.25	250,000.00	267,728.56	536.69		(2,701.43	)	—	—		5.75	MN	5,430.56	—		7132015	1172027
907818DD7	UNION PACIFIC CORPORATION CORP BND			708,215.55	709,281.96	615,000.00	708,215.55	17,980.68		—		—	—		6.125	FA	5,127.14	(5,127.14	)	3302016	1172027
907818DA3	UNION PACIFIC CORPORATION CORP BND			1,999,631.7	1,922,620.06	1,749,000.00	1,904,639.38	1,066.41		(15,917.91	)	—	—		5.7	FA	12,738.55	49,846.5		12052012	1172027
907818EA2	UNION PACIFIC CORPORATION SENIOR CORP BN		1	1,006,336.49	1,002,638.23	1,000,000.00	1,004,743.22	(2,104.99	)	(346.68	)	—	—		1.8	FA	3,000	9,000		2022015	1172027
907818EE4	UNION PACIFIC CORPORATION SENIOR CORP BN		1	3,247,400	3,304,478.78	3,250,000.00	3,247,788.96	56,689.82		124.21		—	—		2.25	JD	20,718.75	—		6162015	1172027
G9T44MEK4	UNITED KINGDOM GILT GOVT BND	D		840,172.99	833,518.3	555,000.00	839,967.68	116,148.09		(293.30	)	—	(6,724.84	)	1.75	MS	948.36	(191.2	)	3172016	7012020
G9T44MHH8	UNITED KINGDOM GILT GOVT BND	D		1,094,126.17	1,118,614.65	750,000.00	1,092,970.09	21,712.24		(2,062.65	)	—	19,487.82		1.75	JJ	3,627.81	27,371.58		3162016	7012018
G9T44MFU1	UNITED KINGDOM GILT GOVT BND	D		1,354,748.21	1,374,997.64	939,000.00	1,353,285.4	(204.81	)	(5,129.06	)	—	17,935.68		1.25	JJ	3,244.29	20,893.72		2012016	11012020
G924502M9	UNITED KINGDOM GILT GOVT BND	D		4,586,427.89	4,586,223.08	2,850,000.00	4,586,427.89	25,644.56		—		—	—		4.5	MS	12,522.68	(12,522.68	)	3312016	6012017
G9T44MEB4	UNITED KINGDOM GILT GOVT BND	D		7,642,193.22	7,756,454.13	5,350,000.00	7,640,306.04	(6,449.38	)	(3,151.96	)	—	112,464.53		1	MS	5,223.88	12,034.08		3152016	11152020
BRSVFB2U3	UNITED KINGDOM GILT SENIOR GOVT BND	D		1,070,246.6	1,097,211.82	740,000.00	1,069,684.09	(467,164.72	)	(659.85	)	—	16,391.91		1.5	JJ	3,068.08	(409.84	)	3162016	8012020
G92450K80	UNITED KINGDOM GILT SENIOR GOVT BND	D		12,626,423.04	12,012,703.31	7,660,000.00	12,479,868.03	27,527.73		(237,958.62	)	—	(547,367.96	)	5	MS	37,397.14	649,014.17		2192016	5012027
911312AK2	UNITED PARCEL SERVICE INC CORP BND			1,565,228	1,554,188.41	1,400,000.00	1,543,860.7	10,327.71		(11,573.95	)	—	—		5.125	AO	35,875	—		10132015	1172027
912828K25	UNITED STATES TREASURY GOVT BND			31,127,459.88	31,340,282.13	31,350,000.00	31,194,172.44	146,109.69		18,777.69		—	—		0.75	AO	108,568.65	—		7012015	1172027
912828H94	UNITED STATES TREASURY GOVT BND			125,292.97	125,588.74	125,000.00	125,288.78	19,961.23		(4.19	)	—	—		1	FA	157.97	(123.63	)	3212016	1172027
912828TB6	UNITED STATES TREASURY GOVT BND			905,440.52	900,899.91	900,000.00	901,382.84	84,125.82		(276.16	)	—	—		0.75	JD	1,706.04	—		7132012	1172027
912828A34	UNITED STATES TREASURY GOVT BND			986,480	1,011,219.94	1,000,000.00	991,258.71	19,067.66		797.85		—	—		1.25	MN	4,200.82	—		12052013	1172027
912828H86	UNITED STATES TREASURY GOVT BND			993,244.19	1,005,230.1	1,000,000.00	993,451.42	42,424.6		207.23		—	—		1.5	JJ	2,513.74	366.85		1212016	1172027
912828B90	UNITED STATES TREASURY GOVT BND			1,020,783.25	1,036,440.05	1,000,000.00	1,017,372.39	(452.92	)	(843.77	)	—	—		2	FA	1,739.13	10,000		3262015	1172027
912828VG2	UNITED STATES TREASURY GOVT BND			1,150,958.97	1,150,494.5	1,150,000.00	1,150,110.05	111,585.56		(133.52	)	—	—		0.5	JD	1,696.72	—		9022014	1172027
912828QF0	UNITED STATES TREASURY GOVT BND			1,771,683.13	1,702,261	1,700,000.00	1,702,098.91	23,907.86		(6,586.28	)	—	—		2	AO	14,291.21	—		2012013	1172027
912828TH3	UNITED STATES TREASURY GOVT BND			1,825,487.57	1,895,668.06	1,900,000.00	1,847,820.54	63,075.07		3,785.13		—	—		0.875	JJ	2,786.06	8,312.5		10032014	1172027
912828UB4	UNITED STATES TREASURY GOVT BND			2,875,320	2,999,130.03	3,000,000.00	2,910,393.22	20,591.75		5,869.72		—	—		1	MN	10,081.97	—		5062014	1172027
912828L32	UNITED STATES TREASURY GOVT BND			2,991,679.69	3,028,800.21	3,000,000.00	2,992,535.1	24,877.22		410.63		—	—		1.375	FA	3,586.96	20,625		10202015	1172027
912828RP7	UNITED STATES TREASURY GOVT BND			3,021,810	3,072,359.84	3,000,000.00	3,013,944.47	134,702.77		(1,321.00	)	—	—		1.75	AO	22,067.31	—		4022013	1172027
912828VW7	UNITED STATES TREASURY GOVT BND			3,022,265.4	3,005,909.7	3,000,000.00	3,003,454.36	55,070.41		(1,894.35	)	—	—		1.375	JJ	1,212.64	13,125		9102015	1172027
912828K74	UNITED STATES TREASURY GOVT BND			3,035,703.13	3,057,839.82	3,000,000.00	3,035,190.86	32,569.17		(492.60	)	—	—		2	FA	7,582.42	8,865.21		2042016	1172027
912828D56	UNITED STATES TREASURY GOVT BND			3,246,105.59	3,354,601.15	3,185,000.00	3,243,015.59	11,778.68		(1,630.55	)	—	—		2.375	FA	9,403.23	37,821.88		10072015	1172027

912828WR7	UNITED STATES TREASURY GOVT BND	3,393,729.36	3,491,839.03	3,350,000.00	3,388,848.24	299.96		(1,762.70	)	—	—	2.125	JD	17,992.45	—		7282015	1172027
912828XA3	UNITED STATES TREASURY GOVT BND	3,395,490.1	3,416,285.86	3,400,000.00	3,396,648.3	29,937.53		390.24		—	—	1	MN	12,890.11	—		7022015	1172027
912828SJ0	UNITED STATES TREASURY GOVT BND	3,559,207.46	3,563,069.85	3,555,000.00	3,556,400.95	839.7		(701.78	)	—	—	0.875	FA	2,704.89	28,574.56		12022015	1172027
912828A42	UNITED STATES TREASURY GOVT BND	3,964,379.7	4,035,804.17	3,895,000.00	3,951,678.35	18,314.17		(2,901.67	)	—	—	2	MN	26,179.52	(12,999.94	)	2232015	1172027
912828VA5	UNITED STATES TREASURY GOVT BND	3,979,069.23	4,006,440.13	4,000,000.00	3,979,847.55	22,648.96		778.32		—	—	1.125	AO	18,914.83	(11,744.51	)	2022016	1172027
912828WN6	UNITED STATES TREASURY GOVT BND	4,338,172.67	4,456,348.09	4,300,000.00	4,333,628.38	36,265.11		(1,499.24	)	—	—	2	MN	28,901.63	—		7292015	1172027
912828C99	UNITED STATES TREASURY GOVT BND	5,080,199.41	5,164,407.07	5,000,000.00	5,121,982.47	162.09		(25,458.45	)	—	—	0.125	AO	2,917.9	—		12232015	1172027
912828G38	UNITED STATES TREASURY GOVT BND	5,217,968.75	5,214,400.5	5,000,000.00	5,193,808.75	26,809.18		(5,194.19	)	—	—	2.25	MN	42,651.1	—		1272015	1172027
912828G79	UNITED STATES TREASURY GOVT BND	5,720,886.35	5,745,625.48	5,720,000.00	5,720,748.26	376,362.89		(108.17	)	—	—	1	JD	16,878.69	—		12022015	1172027
912828WL0	UNITED STATES TREASURY GOVT BND	6,070,322.58	6,107,819.82	6,000,000.00	6,060,833.2	58,415.37		(4,688.39	)	—	—	1.5	MN	30,245.9	—		9282015	1172027
912828G95	UNITED STATES TREASURY GOVT BND	6,094,687.5	6,127,620.42	6,000,000.00	6,072,550.01	(1,843.23	)	(4,724.58	)	—	—	1.625	JD	24,642.86	—		1212015	1172027
912828H37	UNITED STATES TREASURY GOVT BND	6,454,114.28	6,491,446.38	6,475,000.00	6,458,877.21	6,668.9		2,232.10		—	—	0.875	JJ	11,984.97	28,328.13		12022015	1172027
912828J92	UNITED STATES TREASURY GOVT BND	7,389,194.47	7,396,336.15	7,405,000.00	7,395,496.45	11,257.9		2,973.85		—	—	0.5	MS	101.17	23,547.33		8142015	1172027
912828G87	UNITED STATES TREASURY GOVT BND	7,508,008.33	7,611,143.18	7,317,000.00	7,476,440.41	98,448.25		(6,602.93	)	—	—	2.125	JD	39,298.73	—		1162015	1172027
912828F54	UNITED STATES TREASURY GOVT BND	7,743,655.6	7,768,754.77	7,750,000.00	7,744,846.91	62,056.71		853.73		—	—	0.875	AO	31,312.33	866.63		11232015	1172027
912828TG5	UNITED STATES TREASURY GOVT BND	9,143,093.31	9,177,368	9,200,000.00	9,173,812.54	(482.93	)	4,870.35		—	—	0.5	JJ	7,708.79	23,000		1262015	1172027
912828J84	UNITED STATES TREASURY GOVT BND	10,082,438.68	10,109,600.1	10,000,000.00	10,079,662.57	3,555.46		(2,776.11	)	—	—	1.375	MS	375.68	19,535.52		2052016	1172027
912828TJ9	UNITED STATES TREASURY GOVT BND	10,582,380.98	10,905,299.78	10,800,000.00	10,602,166.67	47,847.52		7,227.22		—	—	1.625	FA	22,178.57	87,750		8062015	1172027
912828VQ0	UNITED STATES TREASURY GOVT BND	11,526,633.58	11,608,874.79	11,455,600.00	11,508,631.39	303,133.11		(5,585.01	)	—	—	1.375	JJ	26,396.66	78,757.25		9102015	1172027
912828D49	UNITED STATES TREASURY GOVT BND	11,900,742.77	11,878,795.5	11,850,000.00	11,879,248.42	6,507.75		(5,266.30	)	—	—	0.875	FA	13,103.37	51,843.75		8142015	1172027
912828SC5	UNITED STATES TREASURY GOVT BND	12,312,089.96	12,278,663.78	12,250,000.00	12,280,507.01	52,218.7		(12,323.14	)	—	—	0.875	JJ	17,962.74	93,031.25		7082015	1172027
912828UZ1	UNITED STATES TREASURY GOVT BND	12,356,276.66	12,389,215.75	12,425,000.00	12,374,153.67	167,445.24		5,458.32		—	—	0.625	AO	32,641.23	(843.07	)	3282016	1172027
912828SM3	UNITED STATES TREASURY GOVT BND	13,387,298.89	13,348,811	13,300,000.00	13,337,553.1	88,736.81		(9,929.29	)	—	—	1	MS	363.39	89,084.7		12302014	1172027
912828UE8	UNITED STATES TREASURY GOVT BND	14,390,148.57	14,475,643.44	14,470,000.00	14,421,175.23	54,468.21		7,150.69		—	—	0.75	JD	27,429.4	803.57		3162015	1172027
912828XK1	UNITED STATES TREASURY GOVT BND	14,782,710.94	14,876,284.8	14,850,000.00	14,795,757.1	104,356.63		5,849.24		—	—	0.875	JJ	27,486.79	64,968.75		9092015	1172027
912828TS9	UNITED STATES TREASURY GOVT BND	18,021,296.24	18,127,131.18	18,150,000.00	18,074,912.48	169,714.01		12,535.90		—	—	0.625	MS	309.94	57,401.81		12212015	1172027
912828SX9	UNITED STATES TREASURY GOVT BND	20,036,752.35	20,135,200.6	20,000,000.00	20,036,752.35	15,062.08		—		—	—	1.125	MN	76,030.22	(39,959.02	)	2022016	1172027
912828UJ7	UNITED STATES TREASURY GOVT BND	21,431,168.94	21,556,545	21,500,000.00	21,452,188.37	26,592.58		6,436.34		—	—	0.875	JJ	31,526.44	94,062.5		6052015	1172027
912828WD8	UNITED STATES TREASURY GOVT BND	25,480,165.24	25,679,145.75	25,400,000.00	25,466,910.79	384.45		(6,393.76	)	—	—	1.25	AO	133,454.67	—		4092015	1172027
912828UR9	UNITED STATES TREASURY GOVT BND	26,032,735.96	26,331,054.75	26,325,000.00	26,161,340.74	100,243.4		20,961.73		—	—	0.75	FA	17,168.47	97,144.36		3212016	1172027
912828G20	UNITED STATES TREASURY GOVT BND	29,465,160.72	29,525,096.62	29,450,000.00	29,462,021.55	2,455.34		(1,841.57	)	—	—	0.875	MN	97,694.71	115.38		11062015	1172027
912828RF9	UNITED STATES TREASURY GOVT BND	30,965,659.6	30,775,522	30,700,000.00	30,748,712.82	212,234.96		(29,317.84	)	—	—	1	FA	26,695.65	153,500		3192015	1172027
912828SY7	UNITED STATES TREASURY GOVT BND	36,442,206.45	36,528,435.5	36,550,000.00	36,466,378.79	46,986.62		17,936.00		—	—	0.625	MN	76,769.98	1,870.73		12042015	1172027
912828UA6	UNITED STATES TREASURY GOVT BND	43,525,707.79	43,827,126	43,900,000.00	43,659,680.76	122,719.71		35,897.02		—	—	0.625	MN	92,207.99	1,195.36		11242015	1172027

912828K66	UNITED STATES TREASURY GOVT BND			43,863,745.8	43,939,720	44,000,000.00	43,921,405.83	102,990.79		23,391.38		—	—	0.5	AO	92,472.52	42,976.64		9112015	1172027
912828RH5	UNITED STATES TREASURY GOVT BND			44,796,013.99	45,135,457.33	44,500,000.00	44,759,094.44	19,637.56		(15,225.92	)	—	—	1.375	MS	1,671.77	205,622.62		10092013	1172027
912828TM2	UNITED STATES TREASURY GOVT BND			50,906,096.05	50,938,798.48	51,000,000.00	50,932,290.73	80,527.7		10,963.13		—	—	0.625	FA	27,717.39	104,799.11		2082016	1172027
912828SS0	UNITED STATES TREASURY GOVT BOND			11,585,839.31	11,527,370	11,500,000.00	11,522,694.71	4,675.29		(5,229.87	)	—	—	0.875	AO	42,295.67	—		3132013	1172027
912810RQ3	UNITED STATES TREASURY SENIOR GOVT BND			483,165.06	487,635	500,000.00	483,166.14	4,468.86		1.08		—	—	2.5	FA	1,579.67	(1,545.33	)	3302016	1172027
912828N55	UNITED STATES TREASURY SENIOR GOVT BND			802,720.1	803,744.02	800,000.00	802,448.9	5,085.95		(432.34	)	—	—	1	JD	2,021.98	465.66		1202016	1172027
912828Q29	UNITED STATES TREASURY SENIOR GOVT BND			1,243,654.84	1,246,000	1,250,000.00	1,243,654.84	54,490.57		—		—	—	1.5	MS	256.15	(256.15	)	3312016	1172027
912828P46	UNITED STATES TREASURY SENIOR GOVT BND			1,488,789.06	1,508,059.83	1,530,000.00	1,488,877.68	200,890.73		88.62		—	—	1.625	FA	3,141.97	(2,614.29	)	3242016	1172027
912828M56	UNITED STATES TREASURY SENIOR GOVT BND			3,402,481.25	3,455,588.8	3,320,000.00	3,401,098.23	18,895.93		(1,457.88	)	—	—	2.25	MN	28,320.33	(13,826.38	)	1202016	1172027
912828M72	UNITED STATES TREASURY SENIOR GOVT BND			4,992,187.5	5,012,300	5,000,000.00	4,993,404.07	1,295.12		962.68		—	—	0.875	MN	14,702.87	—		12032015	1172027
912828P79	UNITED STATES TREASURY SENIOR GOVT BND			5,009,953.13	5,086,536	5,100,000.00	5,010,518.42	49,312.38		565.29		—	—	1.5	FA	6,652.17	(3,118.21	)	3142016	1172027
912828L57	UNITED STATES TREASURY SENIOR GOVT BND			5,072,861.57	5,077,049.65	5,000,000.00	5,071,963.7	19,182.15		(897.87	)	—	—	1.75	MS	239.07	7,411.2		2292016	1172027
912828M64	UNITED STATES TREASURY SENIOR GOVT BND			18,501,445.31	18,702,205.37	18,500,000.00	18,501,314.64	76,017.58		(102.51	)	—	—	1.25	MN	87,671.71	—		12042015	1172027
912828N63	UNITED STATES TREASURY SENIOR GOVT BND			21,121,880.04	21,165,690.21	21,000,000.00	21,116,377.83	2,345.16		(6,710.61	)	—	—	1.125	JJ	49,975.96	(13,444.37	)	3182016	1172027
912828TW0	UNITED STATES TREASURY SENIOR GOVT BND			58,411,055.94	58,623,445.27	58,600,000.00	58,501,979.84	121,465.43		15,425.34		—	—	0.75	AO	184,734.9	2,717.72		11162015	1172027
913017BQ1	UNITED TECHNOLOGIES CORPORATN CORP BND			1,286,397.8	1,256,318.29	1,115,000.00	1,246,701.45	9,616.84		(11,258.85	)	—	—	6.125	FA	11,382.29	34,146.88		5072015	1172027
913017BZ1	UNITED TECHNOLOGIES CORPORATN JR SUB COR			3,312,375	3,304,029.83	3,300,000.00	3,308,687.93	(4,658.1	)	(1,011.27	)	—	—	1.778	FA	9,779	29,337		4292015	1172027
913017BU2	UNITED TECHNOLOGIES CORPORATN SENIOR COR			9,706,645.1	9,777,948.35	9,715,000.00	9,712,983.22	64,965.13		424.83		—	—	1.8	JD	58,290	—		11082012	1172027
91324PCT7	UNITEDHEALTH GROUP INCORPORATE SENIOR CO			314,883.45	317,511.62	315,000.00	314,887.14	2,624.48		3.69		—	—	1.7	FA	535.5	—		2222016	1172027
BRSU64W61	UNIVAR USA INC SENIOR SECURED TERM LOAN			1,800,623.58	1,775,428.48	1,805,903.09	1,801,150.44	(25,721.96	)	210.28		—	—	—	MJSD	—	19,449.66		8062015	12312049
91412GTA3	UNIVERSITY CALIFORNIA MUNITAX BND REV			2,082,058.5	2,098,038	2,010,000.00	2,063,293.5	34,744.5		(4,149.46	)	—	—	2.566	MN	19,484.5	—		2062015	11062017
91412GUW3	UNIVERSITY CALIFORNIA MUNITAX BND REV			2,600,000	2,697,812	2,600,000.00	2,600,000	97,812		—		—	—	2.364	MN	23,219.73	—		9292015	5102018
914353ZH3	UNIVERSITY ILL MUNI BND REV		1	5,689,300	5,779,950	5,000,000.00	5,580,372.61	199,577.39		(18,305.14	)	—	—	5	AO	125,000	—		9112013	5102018
914440LQ3	UNIVERSITY MASS BLDG AUTH MUNITAX BND R			995,610	1,011,530	1,000,000.00	997,198.04	14,331.96		265.63		—	—	1.333	MN	5,554.17	—		3082013	3172022
914713K27	UNIVERSITY N C CHAPEL HILL MUNITAX BND R			500,000	506,910	500,000.00	500,000	2,670		—		—	—	1.317	JD	2,195	—		9252014	11082019
914713J94	UNIVERSITY N C CHAPEL HILL MUNITAX BND R			1,000,000	1,002,670	1,000,000.00	1,000,000	6,910		—		—	—	0.759	JD	2,530	—		9252014	9142018
914682AM1	UNIVERSITY N MEX UNIV REVS MUNITAX BND R		1	1,264,462.7	1,265,830.65	1,255,000.00	1,255,000	10,830.65		—		—	—	7.8	JD	24,744.41	—		1222001	1172027
BRSM1V101	UNIVISION COMMUNICATIONS INC SENIOR SECU		2	1,907,219.28	1,918,098.45	1,939,222.40	1,917,975.97	(63,184.07	)	1,357.99		—	—	—	MJSD	—	19,655.74		4012014	3312025
BRSJE18C7	UNIVISION COMMUNICATIONS INC SENIOR SECU		2	6,096,239.04	6,037,658.74	6,107,460.91	6,100,842.81	122.48		418.88		—	—	—	MJSD	—	61,905.72		6052013	3312025
90323WAA8	URSA RE LTD CORP BND 144A	F		1,250,000	1,246,175	1,250,000.00	1,250,000	(3,825	)	—		—	—	3.823	MJSD	4,047.05	11,110.33		11142014	10162017
90323WAB6	URSA RE LTD CORP BND 144A	F		1,250,000	1,253,887.5	1,250,000.00	1,250,000	3,887.5		—		—	—	5.323	MJSD	5,635.16	15,772.22		11142014	10152019
90323WAC4	URSA RE LTD SENIOR CORP BND 144A	F		1,600,000	1,610,784	1,600,000.00	1,600,000	10,784		—		—	—	5	MJSD	6,775.95	34,946.66		9102015	6172019
BRSU0Q006	US ACUTE CARE SOLUTIONS LLC SENIOR SECUR			5,267,660.32	5,254,491.17	5,267,660.32	5,267,660.32	(13,169.15	)	—		—	—	—	MJSD	—	60,147.94		5192015	12312049
BRSLYQE12	US AIRWAYS INC SENIOR SECURED TERM NOTES		2	4,558,191.45	4,566,184.38	4,576,192.52	4,565,158.2	1,026.18		873.98		—	—	—	MJSD	—	41,821.32		10012015	3312025

91159HHH6	US BANCORP SENIOR CORP BND MTN		1	1,262,787.5	1,271,926.11	1,250,000.00	1,262,024.67	56,850.77		(762.83	)	—	—	2.2	AO	11,916.67	(6,493.06	)	1142016	1172027
91159HHE3	US BANCORP SENIOR CORP BND MTN		1	4,993,800	5,053,545.4	5,000,000.00	4,996,694.63	9,901.44		306.52		—	—	1.95	MN	36,833.33	—		11042013	1172027
90331HMJ9	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	4,000,000	3,988,920	4,000,000.00	4,000,000	(11,080	)	—		—	—	0.835	MJSD	1,947.4	6,996.89		9082014	1172027
90331HML4	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	8,737,837.5	8,868,809.87	8,745,000.00	8,739,854.96	128,954.91		340.28		—	—	2.125	AO	78,978.28	—		7292015	1172027
90331HMU4	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	3,247,205	3,260,707.45	3,250,000.00	3,247,444.18	6,759.3		239.18		—	—	1.45	JJ	8,115.98	—		1262016	1172027
90331HMH3	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	3,997,760	4,008,436.6	4,000,000.00	3,998,911.08	9,525.52		185.83		—	—	1.375	MS	3,055.56	27,500		9082014	1172027
90331HMC4	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	4,499,325	4,506,570.46	4,500,000.00	4,499,811.16	16,729.4		59.66		—	—	1.1	JJ	8,387.5	31,243.06		1272014	1172027
90331HMQ3	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	6,689,816	6,710,499.91	6,700,000.00	6,693,770.51	13,263.27		842.36		—	—	1.35	JJ	16,331.25	45,225		1222015	1172027
BRSUR9351	USAGM HOLDCO LLC SENIOR SECURED TERM NOT			1,417,018.1	1,380,314.14	1,430,377.35	1,418,274.95	(37,960.81	)	508.47		—	—	—	MJSD	—	9,400.06		11042015	12312049
91802RAT6	UTILITY DEBT SECURITIZATION AU MUNITAX B			1,986,780	2,015,940	2,000,000.00	1,989,672.66	26,267.34		466.02		—	—	2.042	JD	12,025.11	—		12122013	3162018
BRSS0WHT7	VALEANT PHARMACEUTICALS INTERN SENIOR SE	A	2	3,199,613.82	3,048,967.44	3,236,049.96	3,201,926.28	(152,958.84	)	1,273.47		—	—	—	MJSD	—	32,734.3		1292016	12312049
92867MAC4	VALET_13-1 ABS 13-1		2	912,952.66	911,472.14	913,004.62	912,995.2	(1,523.06	)	17.14		—	—	0.56	MON	156.22	1,955.75		2212013	2282024
92867PAD5	VALET_13-2 ABS_13-2 A4		2	559,901.38	555,800	560,000.00	559,956.52	(4,156.52	)	2.02		—	—	1.16	MON	198.48	1,623.99		11062013	2282024
92329JAF6	VENT_12-12A MEZZANIN ABS_12-12A C2 144A	F	2	1,000,937.5	985,025.4	1,000,000.00	1,000,759.26	(15,733.86	)	(37.50	)	—	—	4.136	FMAN	3,676.09	9,887.91		1082015	2282024
922764AA3	VENTERRA RE LTD CORP BND 144A	F		7,500,000	7,509,225	7,500,000.00	7,500,000	9,225		—		—	—	3.75	MJSD	781.25	72,120.98		12202013	2162021
92328CAN5	VENTR_12-11A MEZZANIN ABS 12-11A CR 144A	F	2	1,000,000	973,084.8	1,000,000.00	1,000,000	(26,915.2	)	—		—	—	3.568	FMAN	4,460.25	8,462.98		4232015	11142022
92329JAE9	VENTR_12-12A ABS_ 12-12A C1	F	2	1,165,800	1,146,252.48	1,200,000.00	1,173,410.29	(27,157.81	)	1,286.27		—	—	3.486	FMAN	3,717.97	9,893.82		10022014	2282024
BRSNY4KA0	VERIFONE INC SENIOR SECURED TERM NOTES			418,966.09	415,808.04	421,071.43	419,476.96	(3,668.92	)	79.51		—	—	—	MJSD	—	3,734.79		7012014	3312025
92343VBD5	VERIZON COMMUNICATIONS INC CORP BND			4,066,560	4,020,480	4,000,000.00	4,018,747.04	1,732.96		(8,006.18	)	—	—	2	MN	33,333.34	—		12212011	2282024
92343VCB8	VERIZON COMMUNICATIONS INC SENIOR CORP B			303,390	308,638.53	300,000.00	302,800.32	(7,536.22	)	(209.04	)	—	—	2.55	JD	2,210	—		7132015	2282024
92343VBJ2	VERIZON COMMUNICATIONS INC SENIOR CORP B		1	965,010	991,149.37	1,000,000.00	966,962.2	24,187.17		1,129.97		—	—	2.45	MN	10,208.33	—		10212015	2282024
92343VBQ6	VERIZON COMMUNICATIONS INC SENIOR CORP B			2,215,784.99	2,278,542.03	2,064,000.00	2,183,384.2	95,157.83		(6,207.80	)	—	—	4.5	MS	4,128	46,440		12232015	2282024
92343VBF0	VERIZON COMMUNICATIONS INC SENIOR CORP B			2,245,230	2,240,919.45	2,250,000.00	2,248,455.67	5,838.21		241.36		—	—	1.1	MN	10,312.51	—		11022012	2282024
92343VCH5	VERIZON COMMUNICATIONS INC SENIOR CORP B			9,293,342.26	9,487,451.55	9,240,000.00	9,284,537.47	202,914.08		(2,666.05	)	—	—	2.625	FA	26,950	121,275.01		12222015	2282024
BRSHX96A9	VERTAFORE INC SENIOR SECURED TERM NOTES			2,846,719.35	2,844,041.2	2,852,599.00	2,849,426.7	(5,385.5	)	225.35		—	—	—	MJSD	—	31,319.16		4032013	3312025
BRSX3CBW6	VERTICALSCOPE INC SECURED TERM LOAN	I		1,650,000	1,637,625	1,650,000.00	1,650,000	(12,375	)	—		—	—	—	MJSD	—	8,771.66		12212015	12312049
BRSX3CA31	VERTICALSCOPE INC SENIOR SECURED TERM LO	A		222,750	223,312.5	225,000.00	222,750	562.5		—		—	—	—	MJSD	—	71,620.34		10212015	12312049
BRSX3CBR7	VERTICALSCOPE INC SENIOR SECURED TERM LO	A		5,554,687.5	5,513,027.34	5,554,687.50	5,554,687.5	(41,660.16	)	—		—	—	—	MJSD	—	—		10212015	12312049
92553PAJ1	VIACOM INC CORP BND			2,038,820	2,048,089.91	2,000,000.00	2,034,645.09	13,444.82		(2,275.05	)	—	—	3.875	JD	22,819.44	16,576.39		12232015	2282024
92553PAY8	VIACOM INC SENIOR CORP BND		1	999,860	1,008,056.41	1,000,000.00	999,896.74	8,159.67		6.58		—	—	2.75	JD	8,097.22	—		12032014	2282024
927804FM1	VIRGINIA ELECTRIC AND POWER CO SENIOR CO		1	4,008,660	3,983,201.28	4,000,000.00	4,003,147.44	(19,946.16	)	(462.19	)	—	—	1.2	JJ	10,133.33	24,000		12052014	2282024
928077HH2	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			1,405,000	1,425,316.3	1,405,000.00	1,405,000	20,316.3		—		—	—	1.662	JJ	5,837.78	11,675.55		3052015	1122021
928077HJ8	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			1,500,000	1,531,215	1,500,000.00	1,500,000	31,215		—		—	—	2.098	JJ	7,867.5	15,735		3052015	10142020
928077HK5	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			2,010,000	2,066,923.2	2,010,000.00	2,010,000	56,923.2		—		—	—	2.348	JJ	11,798.7	23,597.4		3052015	8172018

92812QWJ2	VIRGINIA ST HSG DEV AUTH MUNITAX BND REV		1	3,439,440	3,282,990	3,000,000.00	3,244,629.33	38,360.67		(32,728.63	)	—	—		6.32	MN	79,000	—		3252009	9162019
BRSTG6CM5	VIRIGIN MEDIA SENIOR SECURED TERM NOTES	E	2	3,581,243.12	3,548,487.07	3,582,068.97	3,581,269.72	(32,782.65	)	26.60		—	—		—	JD	—	—		1042016	12312049
92826CAC6	VISA INC SENIOR CORP BND		1	2,387,060.25	2,473,529.91	2,375,000.00	2,386,533.95	28,804.96		(536.54	)	—	—		2.8	JD	19,765.29	(2,667.77	)	1072016	2282024
92826CAA0	VISA INC SENIOR CORP BND			5,047,323.5	5,076,523.36	5,050,000.00	5,047,718.4	175,963		346.90		—	—		1.2	JD	18,011.66	1,366.67		12092015	2282024
92826CAB8	VISA INC SENIOR CORP BND		1	6,949,088.25	7,125,386.16	6,955,000.00	6,949,423.16	86,995.96		417.08		—	—		2.2	JD	45,477.97	24,450.55		12092015	2282024
92857WAY6	VODAFONE GROUP PLC SENIOR CORP BND	F		1,442,528.77	1,443,006.15	1,447,000.00	1,445,642.57	(2,636.42	)	225.66		—	—		1.25	MS	251.22	9,043.75		9192012	2152029
92867TAD7	VOLKSWAGEN AUTO LOAN ENHANCED ABS _14-2-		2	1,059,819.8	1,046,961.97	1,060,000.00	1,059,884.81	(12,922.84	)	10.21		—	—		1.39	MON	450.21	3,683.49		10152014	2282024
BRSK76500	VOLKSWAGEN FIN SERV N.V. CORP BND EMTN	D		908,378.81	858,142.01	600,000.00	905,830.59	(47,688.58	)	(181.50	)	—	(42,348.57	)	1.75	FA	1,658.42	8,186.67		10302015	9202019
928670AK4	VOLKSWAGEN INTERNATIONAL FINAN CORP BND	F		255,160	250,807.7	250,000.00	252,951.76	(2,144.06	)	(751.56	)	—	—		2.375	MS	148.44	2,968.75		7072015	10152023
928670AW8	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CO	F		5,347,646	5,323,159.05	5,350,000.00	5,349,498.78	(26,339.73	)	198.27		—	—		1.125	MN	22,235.94	—		11132013	10152023
91830XAE2	VOYA_12-3AR ABS 12-3AR CR 144A	F	2	4,000,000	3,981,789.6	4,000,000.00	4,000,000	(18,210.4	)	—		—	—		3.572	JAJO	30,560.44	33,431.78		3242015	10152022
U9291NAP0	VW CREDIT INC SENIOR CORP BND EMTN			4,590,450	4,500,270	4,500,000.00	4,513,955.92	(13,685.92	)	(6,512.76	)	—	—		1.875	OCT	39,375	—		4032013	12312049
928667AD6	VWMT_14-1A ABS_14-1A-A2 144A		2	3,819,901.45	3,776,681.08	3,820,000.00	3,819,955.16	(43,274.08	)	8.72		—	—		1.4	MON	1,634.11	13,370.01		8122014	2282024
931427AE8	WALGREENS BOOTS ALLIANCE INC SENIOR CORP			1,497,945	1,502,669.1	1,500,000.00	1,498,871.35	3,797.75		170.65		—	—		1.75	MN	9,770.83	—		12232015	2282024
932117JZ8	WALL TWP N J SCH DIST MUNITAX BND GO			382,363.6	380,505.4	380,000.00	380,384.78	120.62		(332.54	)	—	—		1.866	JJ	1,496.95	3,545.4		6082012	10192020
932117KA1	WALL TWP N J SCH DIST MUNITAX BND GO			391,778.4	392,644.2	390,000.00	390,834.66	1,809.54		(159.62	)	—	—		2.116	JJ	1,742.17	4,126.2		6082012	4152021
931142DF7	WAL-MART STORES INC SENIOR CORP BND			491,370	502,070.85	500,000.00	494,984.72	31.56		602.86		—	—		1.125	AO	2,656.25	—		4042013	2282024
931142DE0	WAL-MART STORES INC SENIOR CORP BND			1,189,155.1	1,190,023.8	1,190,000.00	1,189,992.24	7,086.13		151.01		—	—		0.6	AO	3,371.67	6,224.5		4042013	2282024
25468PDF0	WALT DISNEY COMPANY (THE) CORP BND			648,453	696,504.87	650,000.00	648,524.82	47,980.05		33.20		—	—		3.15	MS	796.26	10,237.5		9142015	1072019
25468PDE3	WALT DISNEY COMPANY (THE) CORP BOND			4,032,960	4,098,358.76	4,000,000.00	4,029,916.72	68,442.04		(1,583.50	)	—	—		2.15	MS	3,344.44	43,000		10062015	4072020
25468PDJ2	WALT DISNEY COMPANY (THE) SENIOR CORP BN			409,602.3	422,262.68	410,000.00	409,617.56	17,947.42		15.26		—	—		2.3	FA	2,174.14	—		1052016	1082020
25468PDD5	WALT DISNEY COMPANY (THE) SENIOR CORP BN			519,558	526,071.57	520,000.00	519,636.21	36,381.9		36.12		—	—		1.5	MS	303.33	3,900		9142015	9272017
25468PCW4	WALT DISNEY COMPANY (THE) SENIOR CORP BN			755,389.44	793,500.02	776,000.00	757,118.12	6,435.36		640.60		—	—		2.35	JD	6,078.66	—		7272015	6072019
25468PCV6	WALT DISNEY COMPANY (THE) SENIOR CORP BN			3,102,781.25	3,135,392.91	3,125,000.00	3,117,445.49	12,645.12		1,114.43		—	—		1.1	JD	11,458.34	—		11272012	6072018
9292274U7	WAMU_03-S4 WAMU_03-S4		2	425,954.23	439,212.98	419,940.68	425,840.03	13,372.95		(227.79	)	—	—		5.5	MON	1,924.73	5,889.06		7182003	2282024
92922F3N6	WAMU_05-A12 CMO_05-AR12 1A8		2	1,637,379.78	1,556,066.84	1,654,180.06	1,638,933.34	(82,866.5	)	890.26		—	—		2.431	MON	3,350.91	10,338.76		1102008	2282024
93730PAG1	WASHINGTON BIOMEDICAL RESEARCH MUNITAX B			1,281,226.5	1,282,560.5	1,150,000.00	1,241,293.79	41,266.71		(6,763.05	)	—	—		4.881	JJ	14,032.88	28,065.75		2122013	2142019
93974CQX1	WASHINGTON STATE MUNITAX BND GO			4,875,697.2	4,844,395.2	4,440,000.00	4,772,400.82	71,994.38		(24,099.16	)	—	—		4.019	FA	29,740.6	89,221.8		2262015	1172017
939720LL0	WASHINGTON STATE MUNITAX BND REV			587,188.8	609,610.1	605,000.00	592,636.56	21,040.89		919.23		—	—		1.45	JJ	2,193.13	4,386.25		8152013	4092018
939720LK2	WASHINGTON STATE MUNITAX BND REV			2,685,609	2,710,773	2,700,000.00	2,689,732.11	16,973.54		1,124.26		—	—		1.15	JJ	7,762.5	15,525		4292015	1152018
92978PAF6	WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A		2	5,134,871.45	4,746,090.79	4,673,833.41	4,779,311.09	(33,220.3	)	(40,581.39	)	—	—		5.297	MON	20,631.08	84,688.28		6022014	5152019
BRSJARVG9	WCA WASTE SENIOR SECURED TERM LOAN			1,010,736.65	1,002,886.68	1,006,661.66	1,005,733.34	(2,846.66	)	126.73		—	—		—	MJSD	—	5,010.73		5302013	3312025
949746RN3	WELLS FARGO & COMPANY CAPSEC CORP BND		1	1,330,000	1,419,775	1,330,000.00	1,330,000	(4,375	)	—		—	—		5.875	JD	23,007.15	33,454.86		1152015	1019999
949746RG8	WELLS FARGO & COMPANY CAPSEC CORP BND		1	3,543,750	3,539,375	3,500,000.00	3,543,750	89,775		—		—	—		5.9	JD	60,802.78	—		12112014	2282024

949746PM7	WELLS FARGO & COMPANY CAPSEC CORP BND		1	6,615,000	6,210,000	6,000,000.00	6,367,014.72	(157,014.72	)	(44,380.25	)	—	—	7.98	MS	21,280	239,400	10222014	2282024
94974BFG0	WELLS FARGO & COMPANY SENIOR CORP BND			498,860	501,865.5	500,000.00	499,481.26	2,384.24		71.24		—	—	1.5	JJ	1,562.5	3,750	1102014	1019999
94974BGB0	WELLS FARGO & COMPANY SENIOR CORP BND			1,498,515	1,500,881.76	1,500,000.00	1,499,281.19	48,236.32		123.30		—	—	1.4	MS	1,341.66	10,500	9022014	1019999
94974BFU9	WELLS FARGO & COMPANY SENIOR CORP BND			3,093,428	3,144,134.18	3,100,000.00	3,095,897.86	1,600.57		321.42		—	—	2.125	AO	29,094.79	—	4142014	1019999
94974BGH7	WELLS FARGO & COMPANY SENIOR CORP BND MT			479,110	502,555.62	500,000.00	480,532.11	22,023.51		457.55		—	—	3	FA	1,750	20,250	6232015	1019999
94974BGM6	WELLS FARGO & COMPANY SENIOR CORP BND MT			1,099,384	1,124,491.35	1,100,000.00	1,099,464.69	25,026.66		29.26		—	—	2.6	JJ	5,481.66	14,300	7152015	1019999
94974BFJ4	WELLS FARGO & COMPANY SRSUB CORP BND MTN			1,972,740	2,044,940.04	2,000,000.00	1,977,085.72	67,854.32		728.29		—	—	3.45	FA	9,200	34,500	9292014	1019999
94974BFY1	WELLS FARGO & COMPANY SUB CORP BND MTN			5,085,850	5,218,114.11	5,000,000.00	5,075,719.86	142,394.25		(1,505.11	)	—	—	4.1	JD	67,194.45	—	6272014	1019999
94988J5A1	WELLS FARGO BANK NA SENIOR CORP BND			1,949,434.5	1,964,301.58	1,950,000.00	1,949,482.61	14,818.97		48.11		—	—	1.65	JJ	5,541.25	—	1222016	1019999
94989EAB3	WELLS_15-LC20 SENIOR CMBS 15-LC20 A2		2	875,480.45	874,116.03	850,000.00	871,221.2	2,894.83		(1,086.19	)	—	—	2.678	MON	1,896.92	5,690.76	3252015	7152021
95058XAB4	WEN_15-1A ABS_15-1A A2II 144A		2	2,487,500	2,433,421.75	2,487,500.00	2,487,500	(54,078.25	)	—		—	—	4.08	MJSD	4,510.67	25,436.25	5192015	1019999
BRSLBEQ11	WESTERN REFINING INC SENIOR SECURED TERM		2	1,888,778.8	1,827,217.24	1,883,729.12	1,888,098.54	(60,881.3	)	(236.23	)	—	—	—	FMAN	—	20,288.77	6032015	3312025
960895VY3	WESTMORELAND CNTY PA MUNITAX BND GO			244,617.8	247,217.25	245,000.00	244,797.61	2,419.64		29.79		—	—	1.442	JD	1,177.63	—	5222013	1252018
960895VZ0	WESTMORELAND CNTY PA MUNITAX BND GO			575,742.8	589,077	580,000.00	577,243.82	11,833.18		250.47		—	—	1.642	JD	3,174.53	—	5222013	3062018
961214CH4	WESTPAC BANKING CORP SENIOR CORP BND	F		1,618,299	1,619,297.24	1,620,000.00	1,619,349.69	(52.45	)	142.46		—	—	1.2	MN	7,128	—	5142014	9162024
961214CK7	WESTPAC BANKING CORP SENIOR CORP BND	F		2,249,865	2,255,962.84	2,250,000.00	2,249,924.27	6,038.57		11.14		—	—	1.5	JD	11,250	—	11172014	2182020
94988HAD3	WFCM_12-LC5 SENIOR CMBS 12-LC5		2	2,286,210.94	2,298,892.43	2,250,000.00	2,281,833.58	17,058.85		(2,123.99	)	—	—	2.528	MON	4,740	14,220	9222015	9202019
94989DAW9	WFCM_15-C27 SENIOR SENIOR CMBS 15-C27 A5		2	3,089,817.01	3,144,420.09	3,000,000.00	3,080,801.2	63,618.89		(2,166.42	)	—	—	3.451	MON	8,627.51	25,882.53	3032015	4242019
94989NBE6	WFCM_15-C30 LCF SENIOR CMBS 15-C30		2	1,210,178.33	1,249,232.74	1,175,000.00	1,208,078.97	41,153.77		(829.54	)	—	—	3.664	MON	3,587.67	10,763.01	7272015	2202045
94989HAF7	WFCM_15-NXS1 PRELCF SENIOR CMBS 15-NXS1		2	3,083,549.75	3,077,879.41	3,000,000.00	3,069,588.53	8,290.88		(3,536.61	)	—	—	2.632	MON	6,580	19,740	4202015	4092020
94989VAD1	WFCM_15-NXS3 LCF SENIOR CMBS_15-NXS3 A4		2	2,879,502.7	2,977,739.02	2,803,000.00	2,876,644.22	101,094.8		(1,859.20	)	—	—	3.617	MON	8,448.71	25,346.13	12072015	7182026
94989VAB5	WFCM_15-NXS3 PRELCF SENIOR CMBS_15-NXS3		2	1,029,972	1,035,459.98	1,000,000.00	1,026,915.91	8,544.07		(1,640.61	)	—	—	2.848	MON	2,373.33	7,119.99	9252015	2202045
94989YBB8	WFCMT_16-C32 SENIOR SUB CMBS_16-C32 AS		2	1,287,447.5	1,340,482.38	1,250,000.00	1,287,047.8	53,434.58		(399.70	)	—	—	3.952	MON	4,116.67	1,783.89	2032016	2152040
949781AA6	WFMBS CMO 05-AR1 1A1		2	1,155,696.32	1,172,482.89	1,183,942.14	1,159,813.81	12,669.08		1,459.41		—	—	2.765	MON	2,727.57	8,516.05	12052006	1019999
94982BAG5	WFMBS CMO 05-AR8 3A2		2	288,064.36	298,852.73	293,055.45	289,095.84	9,756.89		411.63		—	—	2.75	MON	671.66	2,117.17	12152005	1019999
94981NAH8	WFMBS_05-AR4 CMO 05-AR4 2A2		2	757,430.4	777,280.52	779,318.28	761,940.25	15,340.27		1,051.62		—	—	2.969	MON	1,927.88	5,717.4	7192006	1019999
981464DG2	WFNMT_12-C ABS 12-C		2	1,399,466.46	1,424,059.28	1,400,000.00	1,399,773.32	24,285.96		21.51		—	—	2.23	MON	1,387.56	7,804.98	7132012	1019999
981464DX5	WFNMT_13-B ABS 13-B		2	1,624,986.35	1,625,000	1,625,000.00	1,624,991.25	8.75		28.85		—	—	0.91	MON	657.22	3,696.87	5142013	1019999
981464EN6	WFNMT_14-C SENIOR ABS 14-C		2	719,834.4	721,893.6	720,000.00	719,897.71	1,995.89		11.38		—	—	1.54	MON	492.8	2,772	11032014	1019999
92937EAB0	WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SE		2	1,470,037.5	1,469,125	1,460,000.00	1,464,610.87	4,514.13		(901.36	)	—	—	2.029	MON	2,468.62	7,405.86	9182014	2182020
92930RAB8	WFRBS_12-C9 SENIOR CMBS 12-C9		2	1,436,021.48	1,429,004.22	1,425,000.00	1,429,767.78	(763.56	)	(1,235.93	)	—	—	1.829	MON	2,171.94	6,515.82	10092014	11152020
92938EAF0	WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A		2	6,303,750	6,209,455.2	6,000,000.00	6,178,545.76	30,909.44		(18,818.98	)	—	—	3.223	MON	16,115	48,345	7212014	12152034
92939FAR0	WFRBS_14-C21 PRELCF SENIOR CMBS_14-C21 A		2	1,043,750	1,034,236.4	1,000,000.00	1,035,509.41	(1,273.01	)	(2,128.00	)	—	—	2.917	MON	2,430.83	7,292.49	4072015	5152018
92939LAB2	WFRBS_14-C25 PRELCF SENIOR CMBS _14-C25-		2	5,664,840.5	5,705,753.9	5,500,000.00	5,621,756.14	83,997.76		(8,366.12	)	—	—	2.932	MON	13,438.33	40,314.99	11182014	3152019

9698714J8	WILLIAMSON CNTY TENN MUNITAX BND GO			418,676	416,544	400,000.00	410,789.12	5,754.88		(1,315.18	)	—	—		2.95	AO	5,900		—		3272013	3042019
97652QAC3	WIN_14-2 WHOLE CMO 14-2		2	2,398,715.57	2,406,342.95	2,366,180.58	2,389,326.37	17,016.58		(4,905.44	)	—	—		3.5	MON	6,901.36		21,518.01		10082014	1019999
BRSZFPNX4	Window TERM NOTES	R		5,658,411.57	5,630,119.51	5,658,411.57	5,658,411.57	(28,292.06	)	—		—	—		—	MS	—		64,756.96		2012016	4222027
976656CF3	WISCONSIN ELECTRIC POWER COMPA SENIOR CO		1	2,500,000	2,508,398.05	2,500,000.00	2,500,000	8,398.05		—		—	—		1.7	JD	12,513.89		—		6102013	1019999
976826BG1	WISCONSIN POWER AND LIGHT COMP SENIOR CO			560,420	545,238.07	500,000.00	542,182.82	3,055.25		(3,079.62	)	—	—		5	JJ	5,277.78		12,500		7072009	1019999
97705MDE2	WISCONSIN ST MUNI BND GO		1	981,031.8	987,005.75	815,000.00	980,317.15	6,688.6		(714.65	)	—	—		5	MN	1,697.92		—		2252016	5152019
977100AU0	WISCONSIN ST MUNITAX BND REV			2,243,300	2,165,300	2,000,000.00	2,146,464.45	18,835.55		(17,277.15	)	—	—		5.05	MN	42,083.33		—		10292014	4092018
982526AT2	WM WRIGLEY JR CO SENIOR CORP BND 144A			252,277.5	251,188.17	250,000.00	251,575.32	(387.15	)	(248.55	)	—	—		2	AO	2,236.11		—		7142015	1019999
982526AU9	WM WRIGLEY JR CO SENIOR CORP BND 144A		1	8,396,608	8,372,806.04	8,275,000.00	8,361,210.79	11,595.25		(8,450.40	)	—	—		2.4	AO	88,266.67		—		4292015	1019999
93934FEN8	WMALT_05-5 CMO 05-9-2A2		2	2,005,333.38	2,137,170.86	2,188,631.27	2,028,628.73	108,542.13		(22,057.27	)	—	—		5.5	MON	10,031.23		31,379.26		12172007	2282024
BRSJ883L4	WMG ACQUISITION CORP SENIOR SECURED TERM		2	2,949,978.36	2,902,778.71	2,949,978.36	2,949,978.36	(47,199.65	)	—		—	—		—	FMAN	—		28,035.04		9062013	3312025
66859TAC3	WOODS_14-14A MEZZANIN ABS 14-14A-B 144A	F	2	2,942,475	2,872,201.2	3,000,000.00	2,951,777.37	(79,576.17	)	1,904.96		—	—		3.078	FMAN	12,566.87		21,590.1		11172014	6012018
BRSVTZPY2	WORLDWIDE EXPRESS OPERATIONS L SENIOR SE			75,604.15	74,848.11	75,604.15	75,604.15	(756.04	)	—		—	—		—	MJSD	—		—		1262016	12312049
BRSVTZSZ6	WORLDWIDE EXPRESS OPERATIONS L SENIOR SE			2,409,711.04	2,385,613.93	2,409,711.04	2,409,711.04	(47,614.96	)	—		—	—		—	MJSD	—		(14,098.03	)	3232016	12312049
BRSVTZRG9	WORLDWIDE EXPRESS OPERATIONS L SENIOR SE			4,761,496.19	4,713,881.23	4,761,496.19	4,761,496.19	(24,097.11	)	—		—	—		—	MJSD	(20,248.02	)	81,312.96		3232016	12312049
BRSP8QSG4	WSCFP_14 SENIOR CMBS 14	D	2	1,785,379.5	1,581,842.07	1,110,000.00	1,785,379.5	(203,537.43	)	—		—	(189,976.5	)	1.45	FMAN	3,613.37		6,140.26		10072014	5012027
95168QAG5	WSTC_13-1A MEZZANIN ABS _13-1A-B 144A	F	2	479,500	397,741.8	500,000.00	483,221.91	(85,480.11	)	692.97		—	—		3.52	FMAN	2,591.26		4,099.93		11122014	1019999
983919AG6	XILINX, INC. SENIOR CORP BND			1,989,540	2,009,101.1	2,000,000.00	1,993,692.19	15,408.91		513.20		—	—		2.125	MS	1,888.89		21,250		3052014	1019999
98420EAC9	XLIT LTD JRSUB CORP BND	F	1	512,678.65	498,227.04	505,000.00	511,298.1	(13,071.06	)	(372.90	)	—	—		4.45	MS	62.42		11,236.25		4102015	3312025
98417EAU4	XSTRATA FINANCE (CANADA) LTD SENIOR CORP	A		2,231,245.2	2,156,775	2,235,000.00	2,233,769.3	(76,994.3	)	195.77		—	—		2.7	AO	26,149.5		—		10182012	1019999
986438MA4	YORK CNTY S C MUNI BND GO			1,202,250	1,185,220	1,000,000.00	1,198,366.06	(13,146.06	)	(3,883.94	)	—	—		5	AO	5,000		—		2192016	9112019
G9853MHT3	YORKSHIRE BUILDING SOCIETY SECURED CORP	D		2,162,843.45	1,941,842.61	1,260,000.00	2,082,640.97	(140,798.36	)	(10,062.41	)	—	(193,864.76	)	4.75	APR	83,437.03		—		10152015	12312049
98954RAC4	ZIGG_14-1A SENIOR ABS _14-1A-B1 144A	F	2	2,899,800	2,839,455.6	3,000,000.00	2,917,304.05	(77,848.45	)	3,328.72		—	—		2.72	JAJO	16,544.23		18,516.15		11042014	3312025
BRSM4TRW5	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	1,429,787.22	1,411,318.66	1,429,787.22	1,429,787.22	(28,659.25	)	—		—	—		—	AO	—		2,066.49		11102014	7182026
BRSM4TPX5	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	2,218,723.41	2,190,064.16	2,218,723.41	2,218,723.41	(18,468.56	)	—		—	—		—	AO	—		—		2072014	2202045
BRSM4TSP9	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	2,351,489.41	2,321,115.22	2,351,489.41	2,351,489.41	(30,374.19	)	—		—	—		—	AO	—		42,294.15		11102014	2152040
98956PAE2	ZIMMER HOLDINGS INC SENIOR CORP BND			1,469,000.4	1,473,206.65	1,470,000.00	1,469,337.57	3,869.08		80.31		—	—		2	AO	14,700		—		3102015	3312025
98956PAF9	ZIMMER HOLDINGS INC SENIOR CORP BND		1	2,045,182.5	2,072,546.37	2,050,000.00	2,045,323.88	27,222.49		101.72		—	—		3.55	AO	36,387.5		—		3102015	3312025
					5,481,303,626.37		5,478,317,043.41	2,986,582.96

Validus Holdings, Ltd. March 31, 2016 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
ACTAGRO LLC SENIOR SECURED REVOLVE NOTES		BRSUVD0Y7	3012016		12302016	83,333.00	(625.00	)	416.67		—	—	83,333.33	83,333.33	—	—	—		MJSD	59.36	—
AT&T INC SENIOR CORP BND		00206RCV2	3212016		3152017	1,514,233.02	2,590.98		(444.21	)	—	—	1,500,000	1,514,677.23	1,600	0	2.4		MS	0	600.00
BARCLAYS TERM DEPOSIT		BRS000000	20150315		20160316	5,000,000.00	—		—		—	—	5,000,000.00	5,000,000	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT		BRS000000	20150225		20160216	4,445,557.48	—		—		—	—	4,445,557.48	4,445,557.48	—	—			At Mat	—	—
BNY MELLON USD LIQ INVESTOR 97		DRFUNI$20	20150615		0	2,006,893,237.10	—		—		—	—	2,006,893,867.28	2,006,893,867.28	—	—	—			4,419.13	—
BONY CASH RESERVE		S875996$0	20150630		0	14,964,202.32	—		—		—	—	14,964,202.32	14,964,202.32	—	—	—			155.64	—
CDN S/T INVT BLENDED ACCT		993252329	20151231		0	3,929,663.83	—		—		—	—	3,929,663.83	3,929,663.83	—	—	—			2,446.29	—
CITI-INSTITUTION LIQ FUND USD		B0A0ATCJ9	20150605		0	8,610,657.23	—		—		—	—	8,610,657.23	8,610,657.23	—	—	—			4,582.22	—
COLORADO HOUSING & FINANCE AUT MUNITAX BND REV		19648CAE1	9292015		5152016	5,000,968.79	5,781.21		(2,003.62	)	—	—	5,000,000.00	5,007,621.79	30,222.22	—	1.6		MN	—	—
DREYFUS UNIVERSAL USD LIQ CLAS		BRS781392	20150930		0	775,193.16	—		—		—	—	775,193.16	775,193.16	—	—	—			0.3	—
GE CAPITAL INTERNATIONAL FUNDI		36164PFE5	10212015		4152016	3,344,980.55	430.89		102.06		—	—	3,345,000.00	3,344,829.41	13,883.61	—	0.964		MAT	155.64	—
GE CAPITAL INTERNATIONAL FUNDI SENIOR CORP BND 144A		36164NFE0	10212015		4152016	5,573,000.00	679.90		—		—	—	5,573,000.00	5,573,000	23,131.05	—	0.964		MAT	3,072.75	—
GOLDMAN SACHS		GLDSCS$03	20150525		0	14,259,508.97	—		—		—	—	14,259,508.97	14,259,508.97	—	—	—			11,615	—
HSBC TERM DEPOSIT		BRS000000	20150415		20160116	2,963,704.99	—		—		—	—	2,963,704.99	2,963,704.99	—	—			At Mat	—	—
HSBC TERM DEPOSIT		BRS000000	12/23/7419		20160116	10,660,800.12	301,623.47		—		—	—	10,359,176.65	10,359,176.65	—	—			At Mat	—	—
ICS INS GBP LIQ CORE DIST		BRS263RF1	20151223		0	12,816,522.00	—		0.01		—	171,851.92	9,036,647.83	12,816,522	—	—	—			3,277.01	—
THE DREYFUS FUND INC		BRS7BB2L0	20150427		0	2,925,712.53	—		—		—	—	2,925,712.53	2,925,712.53	—	—	—			1,333.28	—
UNITED STATES TREASURY GOVT BND		912828C32	3022016		9152016	3,001,128.78	2,471.52		(48.14	)	—	—	3,000,000.00	3,001,176.92	1,039.4	—	0.75		MS	—	122.28
WESTERN AST INS CSH RES		52470G205	20150605		0	952,006.67	—		—		—	—	952,006.67	952,006.67	—	—	—			3,111.92	—
						2,107,714,410.54	312,952.97		(1,977.23	)		171,851.92		2,107,420,411.79	69,876.28

Validus Holdings, Ltd. March 31, 2016 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	959,041.67	1,456,936.76	(497,895.09	)	—	—	—	—		—	—
AIG SELECT HEDGE LTD			9/4/2009	17.30	17.36	17.30	0.06		—	—	—	—		—	—
BRIDGE GROWTH PARTNERS (PARALLEL), LP			7/15/2014	12,821,626	15,666,964	12,821,626	2,845,338		—	—	—	—		—	—
CENTURY CAPITAL PARTNERS IV LP			9/30/2014	1,706,761.74	1,497,051	1,706,761.74	(209,710.74	)	—	—	—	—		—	—
CENTURY FOCUSED FUND III LP			9/30/2014	9,982,660.47	10,974,597.58	9,982,660.47	991,937.11		—	—	—	—		—	—
CONNING CAPITAL PARTNERS VI			9/30/2014	630,933.01	578,018	630,933.01	(52,915.01	)	—	—	—	—		—	—
CRESCENT MEZZANINE LLC			1/22/2016	854,585	854,585	854,585	—		—	—	—	—		—	—
CRESCENT MEZZANINE LLC			1/22/2016	2,136,462	2,136,462	2,136,462	—		—	—	—	—		—	—
GOLDENTREE DISTRESSED DEBT FUN			11/30/2012	12,462,723.96	18,957,335.51	12,462,723.96	6,494,611.55		—	—	—	—		—	—
GUARDIAN GROWTH EQUITY			9/4/2009	4,378,569.6	7,772,226.38	4,378,569.6	3,393,656.78		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			6/1/2014	108,684,945.59	108,684,944	108,684,945.59	(1.59	)	—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	31,045,986.2	31,045,986.2	31,045,986.2	—		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	17,592,725.52	17,592,725.52	17,592,725.52	—		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	8,278,929.67	8,278,929.67	8,278,929.67	—		—	—	—	—		—	—
HIGHBRIDGE MEZZANINE PARTNERS			9/30/2014	7,380,068.29	7,772,706.3	7,380,068.29	392,638.01		—	—	—	—		—	—
LEAPFROG INVESTMENTS FINANCIAL			11/30/2012	1,926,287.78	3,299,456.06	1,926,287.78	1,373,168.28		—	—	—	—		—	—
LLOYD'S CANADIAN BLENDED ACCOUNT			10/1/2013	21,531,124.39	22,209,539.17	21,531,124.39	678,414.78		—	—	—	—		—	—
LLOYD'S OVERSEAS DEPOSITS			10/1/2013	60,601,181.83	60,601,181.83	60,601,181.83	—		—	—	—	—		—	—
MFS MERIDIAN MID CAP GROWTH FUND			9/4/2009	17,203.14	37,362.41	17,203.14	20,159.27		—	—	—	—		—	—
PORT ADVISORS PRIVATE EQUITY I			11/30/2012	1,492,055.48	4,198,045.31	1,492,055.48	2,705,989.83		—	—	—	—		—	—
PRUDENTIAL CAPITAL PARTNERS IV			9/30/2014	6,716,362.71	6,690,053.72	6,716,362.71	(26,308.99	)	—	—	—	—		—	—
PUBLIC PENSION CAPITAL, LLC			7/21/2014	2,828,047.61	2,282,647	2,828,047.61	(545,400.61	)	—	—	—	—		—	—
SVG DIAMOND HOLDINGS II LTD			11/30/2012	3,765,757.24	6,865,503.86	3,765,757.24	3,566,050.79		—	—	—	(466,304.17	)	—	—
VINTAGE VI LP			9/30/2014	4,903,863.78	5,195,230.01	4,903,863.78	291,366.23		—	—	—	—		—	—
				323,195,815.07	344,150,609.56	323,195,815.07	21,421,098.66					(466,304.17	)