Validus 8-K Results of Operations and Financial Condition

Validus Holdings, Ltd. June 30, 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				1FE	4,167,568.5	4,216,876.46	4,175,000.00	4,169,761.22	47,115.24		1,220.80		—	—		1.375	1.4360	FA	22,962.5	28,703.14	8042015	8072018
BRSTBY9Y7	A. SCHULMAN INC SENIOR SECURED TERM LOAN				3FE	162,567.36	161,548.76	162,974.79	162,624.23	(1,075.47	)	31.42		—	—		—	0.0360	MJSD	—	3,347.13	5112015	6012022
03763KAB2	AASET_14-1 ABS_14-1 A			2	1Z	3,106,589.3	2,989,336.55	3,096,153.85	3,104,934.84	(115,598.29	)	(686.39	)	—	—		5.125	5.1300	MON	7,052.35	81,351.18	2262015	12152029
BRT28HQ50	ABACUS INNOVATIONS CORP SENIOR SECURED T			1	3FE	1,029,798.22	1,031,088.7	1,032,379.17	1,029,798.22	1,290.48		—		—	—		—	0.0370	MJSD	—	—	6092016	6092023
G0054BFG3	ABBEY NATIONAL TREASURY SERVIC				1FE	267,089.55	236,196.52	150,000.00	262,902.08	(26,705.56	)	(6,135.48	)	—	(35,589.81	)	5.125	4.7918	APR	2,196.11	29,083.81	10152015	20210414
BRSLX0WL6	ABBEY NATIONAL TREASURY SERVIC SECURED C		D		1FE	654,350.13	534,752.08	400,000.00	655,138.31	(120,386.23	)	184.71		—	(120,566.56	)	5.125	2.1440	APR	936.79	3,774.03	10212015	4142021
G0054BMY6	ABBEY NATIONAL TREASURY SERVIC SENIOR CO		D		1FE	1,038,015.04	882,768.65	640,000.00	1,008,000.28	(125,231.63	)	(13,059.00	)	—	(124,397.15	)	4.125	1.3560	SEP	28,059.65	—	5062015	9142017
002824AU4	ABBOTT LABORATORIES CORP BND				1FE	2,412,386	2,347,869.17	2,150,000.00	2,337,571.4	10,297.77		(32,901.60	)	—	—		5.125	1.8570	AO	27,546.88	55,093.75	5042015	4012019
00287YAJ8	ABBVIE INC SENIOR CORP BND				2FE	4,932,240.64	4,954,013.75	4,924,000.00	4,928,988.52	25,025.23		(2,496.57	)	—	—		1.75	1.7330	MN	13,164.87	67,497.5	7172015	11062017
00287YAL3	ABBVIE INC SENIOR CORP BND				2FE	982,080	1,015,379.64	1,000,000.00	984,470.34	30,909.3		1,092.96		—	—		2.9	3.1720	MN	4,430.56	14,500	5212015	11062022
00287YAN9	ABBVIE INC SENIOR CORP BND				2FE	5,600,743.5	5,633,742.64	5,600,000.00	5,602,298.58	31,444.06		649.90		—	—		1.8	1.7770	MN	13,160	41,092.5	6202016	5142018
00287YAT6	ABBVIE INC SENIOR CORP BND			1	2FE	4,381,960	4,485,480.61	4,400,000.00	4,385,840.29	99,640.32		3,230.95		—	—		2.5	2.5880	MN	14,361.1	119,583.33	5052015	5142020
00287YAU3	ABBVIE INC SENIOR CORP BND			1	2FE	4,931,404.4	4,974,642.79	4,940,000.00	4,931,624.07	43,018.72		219.67		—	—		2.3	2.3370	MN	15,464.94	—	5092016	5142021
BRSXK39C4	ABN AMRO BANK NV SENIOR CORP BND EMTN		D			449,359.15	415,854.94	300,000.00	449,555.84	(33,700.9	)	186.25		—	(50,322.3	)	2.375	2.4640	JD	624.57	6,505.48	11302015	12072021
00084UAA0	ACASL_14-1A SENIOR ABS 14-1A A 144A		F	2	1FE	745,050	745,024.88	750,000.00	746,375.35	(1,350.47	)	463.17		—	—		2.143	2.2850	JAJO	3,303.56	7,491.2	1232015	7182026
00432CCM1	ACCESS GROUP INC ACCSS_05-2 ABS 05-2			2		916,901.92	931,937.88	941,619.43	932,491.06	(553.18	)	4,205.70		—	—		0.834	1.6840	FMAN	850.65	3,711.1	8082012	11222024
00452PAN7	ACIS_15-6A MEZZANIN ABS 15-6A C 144A		F	1	1FE	495,000	494,056.85	500,000.00	495,723.81	(1,666.96	)	288.65		—	—		4.007	4.1790	FMAN	3,338.83	9,712.36	3042015	5012027
00452PAG2	ACIS_15-6A MEZZANIN ABS 15-6A B1 144A		F	1	1FE	2,238,750	2,184,230.48	2,250,000.00	2,240,563.96	(56,333.48	)	737.69		—	—		3.117	3.2080	FMAN	11,687.25	33,581.85	3042015	5012027
00485YAA7	ACORN RE LTD SENIOR CORP BND 144A		F			6,891,500	7,067,830	6,850,000.00	6,882,469.63	185,360.37		(8,851.96	)	—	—		4.343	3.7040	MON	11,569.01	330,210.12	11202015	7172018
BRST137M4	ACOSTA HOLDCO INC SENIOR SECURED TERM LO			2	4FE	986,080.45	958,619.98	998,562.48	986,500.05	(27,880.07	)	437.57		—	—		—	0.2290	MJSD	—	472.22	4142016	9262021
BRSUVD142	ACTAGRO LLC SENIOR SECURED REVOLVE NOTES					6,416,666.67	6,368,541.67	6,416,666.67	6,416,666.67	(48,125	)	—		—	—		—	—	MJSD	—	129,789.56	0	12302016
00507UAD3	ACTAVIS FUNDING SCS SENIOR CORP BND		F		2FE	9,707,707.38	9,838,372.04	9,715,000.00	9,710,274.83	128,097.21		761.62		—	—		2.45	3.1210	JD	10,578.55	119,008.75	11132014	6152019
00507UAP6	ACTAVIS FUNDING SCS SENIOR CORP BND		F	1	2FE	949,952.5	975,756.96	950,000.00	949,964.2	25,792.76		4.86		—	—		3	3.0010	MS	8,629.16	26,893.75	3032015	3122020
942683AG8	ACTAVIS INC SENIOR CORP BND				2FE	248,442.5	251,180.13	250,000.00	249,339.46	1,840.67		257.88		—	—		1.875	1.9720	AO	1,171.88	2,343.75	9272012	10012017
006897AG7	ADPK_13-1A MEZZANIN ABS 13-1A C 144A		F	2	1FE	2,504,750	2,449,079.75	2,500,000.00	2,503,827.01	(54,747.26	)	(356.40	)	—	—		3.628	3.6090	JAJO	19,401.59	44,103.34	3252015	4152024
BRSM9GPX8	ADS WASTE HOLDINGS INC SENIOR SECURED TE			2	4FE	4,524,256.25	4,446,968.38	4,524,256.25	4,524,256.25	(77,287.87	)	—		—	—		—	—	FMAN	—	111,635.93	4012014	10092019
BRSNZFA49	ADVANTAGE SALES & MARKETING IN SENIOR SE			2	4FE	1,807,597.72	1,767,256.12	1,814,120.29	1,808,939.03	(41,682.91	)	527.71		—	—		—	0.0560	MJSD	—	39,194.75	8072015	7232021
05377RBM5	AESOP_13-1A ABS 13-1A C144A			2	2FE	2,063,125	2,023,646.8	2,000,000.00	2,039,708.02	(16,061.22	)	(9,466.35	)	—	—		4.42	3.4200	MON	2,701.11	44,200.02	3252015	9202019

05377RBY9	AESOP_15-1A SUB ABS 15-1A B 144A		2	2FE	1,999,207.2	2,024,400	2,000,000.00	1,999,390.32	25,009.68		66.75		—	—	3.22	3.2490	MON	1,967.78	32,200.02		1222015	7202021
BRT2Q5SH8	AFFINITY GAMING LLC SECURED TERM NOTES		1		453,168.31	454,591.58	455,445.54	453,168.31	1,423.27		—		—	—	5	2.7550	MJSD	—	—		6162016	7012023
BRT2QCXM6	AFFINITY GAMING LLC SECURED TERM NOTES			3FE	197,029.7	197,441.58	198,019.80	197,029.7	411.88		—		—	—	—	0.0730	MJSD	—	—		6162016	6102023
02640FAG3	AGFMT_10-1 WHOLE CMO 10-1 144A		2		3,276,344.62	3,121,623.49	3,094,540.38	3,104,047.05	17,576.44		(43,447.66	)	—	—	5.65	2.2500	MON	14,570.13	109,181.42		10152014	3252058
00432CAZ4	AGSL_03-1 ABS 03-1-2003-1		2	1FE	360,500	375,762.8	400,000.00	382,087.02	(6,324.22	)	3,905.08		—	—	0.972	1.9860	MON	191.21	3,244.98		3292010	12262035
00432CBB6	AGSL_03-1 ABS_03-1-2003-1		2	1FE	311,937.5	323,961.19	350,000.00	328,286.49	(4,325.3	)	2,045.02		—	—	1.211	2.1510	MON	81.06	2,463.16		3292010	12262035
00432CBP5	AGSL_03-1 ABS_04-1-2004-1		2	1FE	435,625	446,989.45	500,000.00	463,836.63	(16,847.18	)	3,989.66		—	—	1.412	2.5880	MON	115.74	3,596.08		3292010	12272032
02665VAA1	AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A		2	1FE	1,253,585.01	1,238,608.17	1,253,585.01	1,253,585.01	(14,976.84	)	—		—	—	1.442	1.4450	MON	703	9,085.12		5132014	6172031
BRSHLJUD7	AI CHEM & CY SCA SENIOR SECURED TERM NOT	F	2	4FE	334,858.22	334,647.89	336,540.93	335,694.26	(1,046.37	)	134.60		—	—	—	0.0760	JAJO	—	10,308.9		3122013	10032019
L0001UAC3	AI CHEM & CY US ACQUICO INC SENIOR SECUR	E	2	4FE	173,743.2	173,634.08	174,616.30	174,176.99	(542.91	)	69.84		—	—	—	0.0760	MJSD	—	4,648.5		3122013	10032019
903724AK8	AID-UKRAINE AGENCY BND	F		1FE	4,285,000	4,410,623.13	4,285,000.00	4,285,000	125,623.13		—		—	—	1.844	1.8440	MN	9,876.93	39,507.7		5142014	5162019
BRSZ793R4	AIM AEROSPACE SENIOR SECURED TERM LOAN				4,141,816.38	4,131,461.84	4,141,816.38	4,141,816.38	(10,354.54	)	—		—	—	—	—	MJSD	—	176,318.08		2022016	2022022
001406AA5	AIM_15-1A ABS 15-1A A1 144A	F	2	1FE	3,166,666.66	3,134,134.23	3,166,666.66	3,166,649.54	(32,515.31	)	(3.41	)	—	—	4.213	4.2500	MON	5,929.41	68,241.82		2132015	2152040
BRSSM5ZR6	AIR MEDICAL GROUP HOLDINGS INC SENIOR SE		2	4FE	1,501,499.99	1,468,007.9	1,505,263.16	1,502,105.02	(34,097.12	)	287.23		—	—	—	0.0360	MJSD	—	32,932.06		4152015	4282022
009158AQ9	AIR PRODUCTS AND CHEMICALS INC CORP BND			1FE	1,544,936.3	1,491,445.3	1,490,000.00	1,491,443.67	1.63		(8,188.85	)	—	—	2	0.8930	FA	12,333.89	14,900		3072013	8022016
009349AF8	AIRCRAFT LEASE SECURITISATION ABS_07-1A	F	2	1FE	145,830.57	150,175.25	151,119.75	151,119.75	(944.5	)	318.38		—	—	0.723	2.9530	MON	74.48	735.25		11062013	5102032
009363AR3	AIRGAS INC SENIOR CORP BND		1	1FE	3,569,966.76	3,678,659.92	3,572,000.00	3,570,289.48	108,370.44		190.83		—	—	3.05	3.0620	FA	45,394.17	56,804.73		12232015	8012020
BRSR05RF7	AIRXCEL, INC. REVOLVE LOAN				6,269,052	6,206,361.48	6,269,052.00	6,269,052	(62,690.52	)	—		—	—	—	—	MN	—	147,739.14		4082015	11182019
00973XAA8	AKIBARE RE LTD SENIOR CORP BND 144A	F			540,000	548,380.8	540,000.00	540,000	8,380.8		—		—	—	3.241	3.2530	JAJO	5,298.22	—		3082016	4072023
011395AB6	ALAMO RE LTD CORP BOND 144A	F			1,950,000	1,993,875	1,950,000.00	1,950,000	43,875		—		—	—	0.39	—	MJSD	836.67	59,171.06		5062015	6072018
011395AC4	ALAMO RE LTD CORP BOND 144A	F			2,600,000	2,671,500	2,600,000.00	2,600,000	71,500		—		—	—	4.6	4.5660	MJSD	4,983.33	61,854.64		5062015	6072019
BRSXUCRH2	ALBERTSONS HOLDINGS LLC SECURED TERM LOA			3FE	1,632,760.45	1,646,168.88	1,649,252.99	1,633,849.61	12,319.27		1,130.49		—	—	—	0.1430	MJSD	—	40,206.12		12102015	12212022
BRT22F0Z2	ALBERTSONS INC SENIOR SECURED TERM LOAN		1	3FE	370,303.8	369,991.3	370,918.59	370,304.04	(312.74	)	0.24		—	—	—	0.0240	MJSD	—	4,729.19		6282016	6222023
BRSPDTF35	ALBERTSONS INC SENIOR SECURED TERM NOTES		2	3FE	635,372.04	642,037.82	643,414.73	635,903.76	6,134.06		1,864.03		—	—	—	0.2250	MJSD	—	21,336.54		1202016	8252021
BRSTV33U7	ALERE INC SENIOR SECURED TERM NOTES		2		1,451,571.72	1,446,341.7	1,455,209.74	1,451,912	(5,570.3	)	217.41		—	—	—	0.0370	MJSD	—	27,988.3		3282016	6202022
BRSV8NG22	ALION SCIENCE AND TECHNOLOGY C SENIOR SE			4FE	783,339.97	758,409.29	787,276.35	783,862.96	(25,453.67	)	349.45		—	—	—	0.0830	MJSD	—	23,179.7		8122015	8192021
BRSUU8H62	ALIX PARTNERS LLP SENIOR SECURED TERM LO		1	4FE	700,898.22	701,483.54	702,654.87	701,109.12	374.42		135.10		—	—	—	0.0360	MJSD	—	16,045.79		7232015	7282022
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	2162022
BRSZHRXS8	ALLEN EDMONDS CORPORATION SECURED TERM L				4,864,169.2	4,839,848.35	4,864,169.20	4,864,169.2	(24,320.85	)	—		—	—	—	—	MJSD	—	97,696.86		2162016	2162022
BRSM7G8J0	ALLIED SECURITY HOLDINGS LLC SENIOR SECU		1	4FE	1,851,814.03	1,858,793.25	1,861,119.65	1,854,929.04	3,864.21		699.97		—	—	—	0.0710	MJSD	—	40,134.05		2122014	2122021
02007LAC6	ALLYA_16-3 ABS_16-3 A3		2	1FE	1,999,805.8	2,013,999.94	2,000,000.00	1,999,811.53	14,188.41		5.73		—	—	1.44	1.4480	MON	1,280	1,200		5232016	8172020
021441AD2	ALTERA CORPORATION SENIOR CORP BND			1FE	1,397,858	1,409,842	1,400,000.00	1,399,614.51	10,227.49		217.77		—	—	1.75	1.7820	MN	3,130.55	12,250		5012012	5152017
BRSUTL2G9	ALTICE US FIN I CORP SECURED TERM LOAN			3FE	1,990,000	1,982,040	1,990,000.00	1,990,000	(7,960	)	—		—	—	—	—	MJSD	—	10,246.9		3182016	12142022
02209SAL7	ALTRIA GROUP INC CORP BND			1FE	1,576,568	1,595,988.67	1,400,000.00	1,572,971.34	23,017.33		(3,596.66	)	—	—	4.75	2.0570	MN	10,344.45	(3,325	)	5182016	5052021

02209SAT0	ALTRIA GROUP INC SENIOR CORP BND		1	1FE	2,997,570	3,106,496.67	3,000,000.00	2,998,381.01	108,115.66		216.91		—	—		2.625	2.6410	JJ	36,531.24	39,375		11102014	1142020
BRSXVEQU9	AMC ENTERTAINMENT INC. SECURED TERM LOAN			3FE	246,167.89	247,229.25	247,404.91	246,261.74	967.51		101.34		—	—		—	0.0710	MJSD	—	4,737.6		12102015	12022022
BRSJ1HUF4	AMC ENTERTAINMENT INC. SENIOR SECURED TE		2	3FE	1,115,985.37	1,120,634.67	1,121,568.94	1,116,378.41	4,256.26		421.10		—	—		—	0.0710	MJSD	—	21,476.71		1042016	12152022
03065EAD7	AMCAR_13-5 BAS_13-5 A3		2	1FE	98,690.41	98,684.16	98,703.90	98,701.39	(17.23	)	6.15		—	—		0.9	0.9070	MON	56.75	886.01		11052013	9102018
03062AAD8	AMCAR_14-3 ABS _14-3-A3		2	1FE	869,975.81	869,913	870,000.00	869,982.09	(69.09	)	1.49		—	—		1.15	1.1530	MON	639.21	5,002.5		8202014	6102019
03065NAD7	AMCAR_15-3 SENIOR ABS 15-3		2	1FE	499,927.5	501,800	500,000.00	499,951.92	1,848.08		25.09		—	—		1.54	1.5510	MON	491.95	7,443.28		8042015	3082020
BRSTDEM57	AMERICAN AIRLINES GROUP INC SENIOR SECUR		2	3FE	3,161,560.96	3,127,541.21	3,171,144.45	3,162,606.83	(35,065.62	)	1,167.18		—	—		—	0.0670	MJSD	—	52,183.38		1042016	6272020
023770AB6	AMERICAN AIRLINES INC. SECURED CORP BND		2	2FE	3,633,046.77	3,560,385.82	3,633,046.77	3,633,046.77	(72,660.95	)	—		—	—		3.7	3.6980	MN	22,403.79	70,971.67		3022015	11012024
BRT193FT2	AMERICAN AIRLINES INC. SENIOR SECURED TE		1	3FE	518,954.25	516,862.75	522,875.82	519,012.93	(2,150.18	)	58.68		—	—		—	0.1070	MJSD	—	—		4282016	4282023
BRSNZFZ18	AMERICAN ENERGY MARCELLUS LLC SENIOR SEC		2	4FE	217,486.33	112,841.53	218,579.23	217,828.46	(104,986.93	)	91.22		—	—		—	0.0830	MJSD	—	5,801.45		7092014	8042020
025816BJ7	AMERICAN EXPRESS COMPANY CAPSEC CORP BND		1	2FE	5,783,750	5,606,250	5,750,000.00	5,773,920.86	(167,670.86	)	(3,215.55	)	—	—		5.2	5.0620	MN	38,205.55	337,494.44		11252014	12312049
0258M0DJ5	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			1FE	304,584	304,908.76	300,000.00	303,140.77	1,767.99		(741.57	)	—	—		2.125	1.6090	JJ	2,727.08	3,187.5		7072015	7272018
0258M0DK2	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			1FE	995,980	1,016,412.89	1,000,000.00	997,512.58	18,900.31		439.47		—	—		2.125	2.1650	MS	6,079.86	10,625		3132014	3182019
0258M0DR7	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			1FE	3,465,350.2	3,487,167.12	3,470,000.00	3,468,072.44	19,094.68		771.34		—	—		1.55	1.5960	MS	14,790.89	26,892.5		9182014	9222017
0258M0DT3	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO		1	1FE	1,990,620	2,046,331.18	2,000,000.00	1,991,862.1	54,469.08		988.16		—	—		2.375	2.4850	MN	4,618.06	26,333.14		11102015	5262020
0258M0DX4	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO		1	1FE	734,419.35	756,912.68	735,000.00	734,506.91	22,405.77		54.79		—	—		2.6	2.6170	MS	5,679.91	9,555		9092015	9142020
02665WAW1	AMERICAN HONDA FINANCE CORPORA SENIOR CO			1FE	249,210	252,548.16	250,000.00	249,457.02	3,091.14		130.62		—	—		1.6	1.7090	JJ	1,866.67	1,988.89		7152015	7132018
02666QM26	AMERICAN HONDA FINANCE CORPORA SENIOR CO			1FE	996,400	1,009,777.76	1,000,000.00	998,244.28	11,533.48		996.21		—	—		1.6	1.6120	FA	6,000	21,066.67		2122013	2162018
031162BD1	AMGEN INC CORP BND			2FE	726,110	746,597.76	700,000.00	721,602.59	24,995.17		(2,371.43	)	—	—		3.45	2.6770	AO	6,037.5	12,075		7142015	10012020
031162BU3	AMGEN INC SENIOR CORP BND		1	2FE	258,098.68	264,649.03	259,000.00	258,307.42	6,341.61		278.87		—	—		2.2	2.2960	MN	617.28	7,004.56		8052015	5222019
031162BW9	AMGEN INC SENIOR CORP BND		1	2FE	1,693,728.75	1,720,133.26	1,695,000.00	1,694,013.31	26,119.95		122.41		—	—		2.125	2.1410	MN	6,003.13	18,009.38		4282015	5012020
032511BJ5	ANADARKO PETROLEUM CORPORATION SENIOR CO		1	2FE	509,000	488,162.58	500,000.00	507,845.42	(19,682.84	)	(439.24	)	—	—		3.45	3.2210	JJ	7,954.17	8,625		2242015	7152024
BRSUA8MG6	ANCHOR GLASS CONTAINERS CORP SENIOR SECU		1	4FE	1,184,028.08	1,186,408.02	1,189,977.96	1,184,712.74	1,695.28		515.95		—	—		—	0.0730	MJSD	—	24,800.65		5092016	7012022
034863AF7	ANGLO AMERICAN CAPITAL PLC SENIOR CORP B	F		3FE	3,043,380	2,992,500	3,000,000.00	3,022,380.43	(29,880.43	)	(8,828.54	)	—	—		2.625	2.0130	MS	20,562.5	39,375		2242016	9272017
035242AC0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			1FE	982,460	1,001,957.55	1,000,000.00	991,661.79	10,295.76		3,976.19		—	—		1.25	1.3470	JJ	5,694.44	30,009.72		1152013	1172018
035242AE6	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			1FE	2,452,521.5	2,489,869.71	2,450,000.00	2,454,485.7	35,384.01		431.28		—	—		2.15	2.0680	FA	21,947.92	17,683.75		6202016	2012019
035242AG1	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			1FE	5,058,011.2	5,143,957.95	5,060,000.00	5,058,479.64	85,478.31		1,577.05		—	—		1.9	1.9120	FA	41,660.67	21,966.11		2222016	2012019
035242AJ5	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO		1	1FE	4,735,132.5	4,922,739.07	4,750,000.00	4,736,343.5	186,395.57		1,744.67		—	—		2.65	2.7170	FA	54,545.83	25,160.28		1132016	2012021
035242AL0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO		1	1FE	1,892,799	1,998,016.44	1,900,000.00	1,893,200.89	104,815.55		816.83		—	—		3.3	3.3610	FA	27,170	28,462.5		1132016	2012023
B6399CCD7	ANHEUSER-BUSCH INBEV NV			1FE	495,109.3	449,643.19	320,000.00	490,837.6	(41,194.41	)	(4,271.70	)	—	(40,925.57	)				609.43	5,335.88		4262016	20170623
03523TAN8	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND			1FE	2,255,260	2,245,162.66	2,000,000.00	2,239,660.26	5,502.4		(15,599.74	)	—	—		5.375	1.8600	JJ	49,569.44	(23,888.89	)	3312016	1152020
03523TBN7	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO			1FE	10,301,794	10,371,131.06	10,325,000.00	10,320,542.93	50,588.13		1,578.52		—	—		1.375	1.4170	JJ	65,463.38	87,866.32		7152014	7152017
03523TBP2	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO			1FE	4,176,868.75	4,357,671.79	4,325,000.00	4,185,876.48	171,795.31		9,007.73		—	—		2.5	3.0880	JJ	49,857.64	(3,303.82	)	1212016	7152022
00182EAW9	ANZ NATIONAL INTERNATIONAL LTD SENIOR CO	F			999,880	1,004,767.68	1,000,000.00	999,929.29	4,838.39		19.77		—	—		1.75	1.7540	MS	4,472.22	8,750		3242015	3292018

037401AC0	AOZORA RE LTD CORP BND 144A	F		3FE	250,000	251,022.5	250,000.00	250,000	1,022.5		—		—	—		2.953	2.9640	JAJO	1,927.72	(61.51	)	3292016	4072020
03765LAA0	APID_15-20A ABS 15-20A A1 144A	F	2		5,000,000	4,971,402	5,000,000.00	5,000,000	(28,598	)	—		—	—		2.183	2.1880	JAJO	22,434.85	51,758.37		1152015	1162027
037833AJ9	APPLE INC CORP BND			1FE	5,380,074	5,410,629.26	5,400,000.00	5,392,545.1	18,084.16		3,029.81		—	—		1	1.0760	MN	8,700	53,591.11		4302013	5032018
037833AG5	APPLE INC SENIOR CORP BND			1FE	4,000,000	4,004,039.92	4,000,000.00	4,000,000	4,039.92		—		—	—		0.887	0.5230	FMAN	5,812.16	26,707.8		4302013	5032018
037833AQ3	APPLE INC SENIOR CORP BND			1FE	1,519,260	1,541,278.16	1,500,000.00	1,512,310.31	28,967.85		(2,841.43	)	—	—		2.1	1.8030	MN	4,812.5	24,616.67		10232014	5062019
037833AR1	APPLE INC SENIOR CORP BND			1FE	3,251,584	3,377,384.29	3,200,000.00	3,243,228.43	134,155.86		(4,150.38	)	—	—		2.85	2.5520	MN	13,933.34	45,600		9162015	5062021
037833BB5	APPLE INC SENIOR CORP BND			1FE	889,385.9	890,373.8	890,000.00	889,732.98	640.82		153.14		—	—		0.9	0.9350	MN	1,068	4,005		5062015	5122017
037833BQ2	APPLE INC SENIOR CORP BND			1FE	5,523,056.35	5,582,724.16	5,495,000.00	5,520,116.11	62,608.05		(2,940.24	)	—	—		1.7	1.5230	FA	33,214.22	(2,545.27	)	3022016	2222019
037833BS8	APPLE INC SENIOR CORP BND		1	1FE	1,446,460.5	1,465,268.49	1,425,000.00	1,445,311.5	19,956.99		(1,149.00	)	—	—		2.25	1.9200	FA	11,400	(2,760.94	)	3172016	2232021
039483AY8	ARCHER-DANIELS-MIDLAND COMPANY CORP BND			1FE	2,179,988.75	1,938,177.56	1,805,000.00	1,925,348.1	12,829.46		(34,478.48	)	—	—		5.45	1.4780	MS	28,965.24	49,186.25		9252012	3152018
BRSV1F5E2	ARDENT LEGACY ACQUISITIONS INC SENIOR SE			4FE	961,214.69	969,108.29	970,923.92	962,652.21	6,456.08		853.51		—	—		—	0.1660	MJSD	—	32,026.19		7302015	7302021
04013YAU6	ARES_12-2A MEZZANIN ABS _12-2A CR 144A	F	2	1FE	996,000	992,160	1,000,000.00	996,076.68	(3,916.68	)	76.68		—	—		3.331	3.4330	JAJO	7,401.78	5,979.71		5232016	10122023
BRST927R7	ARIA ENERGY OPERATING LLC SENIOR SECURED		2	4FE	816,646.37	709,409.98	824,895.32	817,593.31	(108,183.33	)	2,013.53		—	—		—	0.1490	FMAN	—	24,648		5182015	5272022
040484JY4	ARIZONA BRD REGENTS UNIV ARIZ MUNI BND R		1	1FE	1,654,640.8	1,760,729	1,420,000.00	1,612,747.92	147,981.08		(12,167.30	)	—	—		5	4.1390	FA	29,583.33	35,500		9132013	8012027
040484EV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			1FE	1,275,987.5	1,262,850	1,250,000.00	1,259,027.62	3,822.38		(4,851.52	)	—	—		1.94	1.9400	JD	2,020.83	12,125		3282012	6012017
04048RMV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN				1,315,000	1,330,069.9	1,315,000.00	1,315,000	15,069.9		—		—	—		1.559	1.5590	JJ	10,250.43	10,250.43		3052015	7012018
04048RMW3	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN				1,750,000	1,785,315	1,750,000.00	1,750,000	35,315		—		—	—		2.048	2.0480	JJ	17,920	17,920		3052015	7012019
04048RMX1	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			1FE	2,030,000	2,101,050	2,030,000.00	2,030,000	71,050		—		—	—		2.348	2.3480	JJ	23,832.2	23,832.2		3052015	7012020
04057PJL3	ARIZONA SCH FACS BRD CTFS PART MUNITAX B			1FE	2,175,000	2,184,657	2,175,000.00	2,175,000	9,657		—		—	—		1.474	1.4740	MS	10,686.5	16,029.75		6042014	9012017
040688NL3	ARIZONA WTR INFRASTRUCTURE FIN MUNITAX B			1FE	1,575,519.05	1,575,793.3	1,570,000.00	1,572,574.37	3,218.93		(1,011.97	)	—	—		1.413	1.4130	AO	5,546.03	11,092.05		1152015	10012017
045167CB7	ASIAN DEVELOPMENT BANK SENIOR CORP BND	F		1FE	5,105,000	5,121,200.2	5,000,000.00	5,095,191.32	26,008.88		(9,808.68	)	—	—		1.875	1.0390	AO	17,708.33	4,925.56		3302016	10232018
BRSUW3MP3	ASURION LLC SENIOR SECURED TERM LOAN			4FE	1,299,661.9	1,286,055.29	1,306,192.87	1,300,485.76	(14,430.47	)	568.21		—	—		—	0.0710	MJSD	—	33,353.04		7302015	8042022
00206RAR3	AT&T INC CORP BND			2FE	2,375,900.5	2,381,809.02	2,150,000.00	2,321,487.69	60,321.33		(34,641.19	)	—	—		5.8	2.6300	FA	47,108.89	75,641.67		12232015	2152019
00206RAT9	AT&T INC CORP BND	O		1FE	517,103.96	416,847.35	300,000.00	487,074.53	(70,227.18	)	(9,718.76	)	—	(72,175.86	)	5.875	1.6100	APR	4,131.26	27,005.91		12102014	4282017
00206RCA8	AT&T INC SENIOR CORP BND			2FE	3,523,968	3,527,485.24	3,450,000.00	3,500,235.81	27,249.43		(10,162.40	)	—	—		2.375	1.7540	MN	7,738.54	40,968.75		4242015	11272018
00206RCC4	AT&T INC SENIOR CORP BND			2FE	5,173,691.25	5,236,217.11	5,125,000.00	5,168,046.13	68,170.98		(2,911.87	)	—	—		2.3	2.0240	MS	36,017.36	26,218.41		5032016	3112019
00206RCL4	AT&T INC SENIOR CORP BND		1	2FE	599,694	612,054.7	600,000.00	599,773.66	12,281.04		26.65		—	—		2.45	2.4600	JD	40.83	7,350		4232015	6302020
00206RCM2	AT&T INC SENIOR CORP BND		1	2FE	1,014,200	1,023,440.02	1,000,000.00	1,013,832.31	9,607.71		(367.69	)	—	—		3	2.7400	JD	83.33	5,250		4222016	6302022
00206RCN0	AT&T INC SENIOR CORP BND		1	2FE	1,794,672	1,835,891.38	1,800,000.00	1,795,213.82	40,677.56		228.46		—	—		3.4	3.4350	MN	7,820	30,600		9292015	5152025
00206RCR1	AT&T INC SENIOR CORP BND		1	2FE	5,300,719	5,442,579.01	5,300,000.00	5,300,789.79	141,789.22		70.79		—	—		2.8	2.7950	FA	58,535.55	(2,333.33	)	3082016	2172021
047870CY4	ATLANTA GA (CITY OF) MUNI BND REV		2	1FE	6,949,070	7,451,264.5	5,710,000.00	6,813,449.9	637,814.6		(39,425.66	)	—	—		5.5	4.1740	MN	52,341.67	157,025		11212013	11012027
049382AD6	ATLAS IX CAPITAL DAC SENIOR CORP BND 144	F			2,000,000	2,051,180	2,000,000.00	2,000,000	51,180		—		—	—		7.985	8.1560	JAJO	40,369.12	35,253.33		12232015	1082020
049382AC8	ATLAS IX CAPITAL LTD CORP BND 144A	F			1,000,000	1,002,180	1,000,000.00	1,000,000	2,180		—		—	—		7.46	7.1730	JAJO	18,857.48	37,096.49		2052015	1072019
05178RAA3	AURORA MILITARY HOUSING MUNI BND 144A		2	1FE	953,739	956,250	900,000.00	939,996.72	16,253.28		(8,910.23	)	—	—		5.32	5.3200	JD	2,128	26,600		12082005	12152020

BRSVLF005	AURORA PARTS AND ACCESSORIES L SENIOR SE				5,953,869.68	5,938,834.65	6,014,009.77	5,962,231.49	(23,396.84	)	5,436.61		—	—		—	0.1660		MJSD	—	168,516.5		8172015	8172021
0523966K9	AUSTIN TX (CITY OF) MUNITAX BND GO			1FE	315,677.25	320,537.7	315,000.00	315,381.05	5,156.65		(85.29	)	—	—		1.758	1.7580		MS	1,845.9	2,768.85		9102014	9012018
0523966L7	AUSTIN TX (CITY OF) MUNITAX BND GO			1FE	201,750	206,512	200,000.00	201,146.6	5,365.4		(173.45	)	—	—		2.108	2.1080		MS	1,405.33	2,108		9102014	9012019
0523966M5	AUSTIN TX (CITY OF) MUNITAX BND GO			1FE	386,563.1	401,824.5	385,000.00	386,125.05	15,699.45		(126.95	)	—	—		2.384	2.3840		MS	3,059.47	4,589.2		9102014	9012020
05253JAC5	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO			1FE	774,550.5	776,114.2	775,000.00	774,827.87	1,286.33		45.06		—	—		1.45	1.4620		MN	1,435.9	11,237.5		5092013	5152018
05253JAH4	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO			2FE	8,391,180	8,426,607	8,400,000.00	8,395,418.72	31,188.28		1,462.05		—	—		1.5	1.5360		JJ	57,750	63,000		1122015	1162018
05253JAJ0	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO			1FE	4,995,800	5,061,395.25	5,000,000.00	4,996,654.8	64,740.45		682.31		—	—		2	2.0290		MN	12,500	50,000		11092015	11162018
05254HAA2	AUSTRALIA AND NEW ZEALAND BANK CAPSEC CO	F	1	2FE	1,610,000	1,665,754.3	1,610,000.00	1,610,000	55,754.3		—		—	—		6.75	6.7500		JD	4,830	—		6072016	12312049
053015AD5	AUTOMATIC DATA PROCESSING, INC SENIOR CO		1	1FE	537,521.18	558,558.78	538,000.00	537,593.67	20,965.11		72.01		—	—		2.25	2.2690		MS	3,564.25	16,687.88		9082015	9152020
05329WAL6	AUTONATION INC CORP BND		1	2FE	4,599,908	4,692,740.88	4,600,000.00	4,599,908	92,832.88		—		—	—		3.35	3.3500		JJ	71,057.23	48,798.33		2242016	1152021
053332AU6	AUTOZONE INC SENIOR CORP BND		1	2FE	219,846	221,022.08	220,000.00	219,855.75	1,166.33		9.75		—	—		1.625	1.6490		AO	695.14	—		4182016	4212019
BRSX3A$$1	AVAGO TECHNOLOGIES CAYMAN FINA SENIOR SE	F	1	2FE	4,370,139.27	4,410,605.01	4,414,282.10	4,372,614.56	37,990.45		2,585.92		—	—		—	0.1420		MJSD	—	83,398.77		11132015	2012023
BRSC7W2L8	AWAS AVIATION SERVICES INC TERM NOTES	E	2	2FE	730,598.7	734,576.24	734,270.05	730,969.65	3,606.59		484.50		—	—		—	0.2290		MJSD	—	8,747.32		3182016	6112018
BRSU5BEP4	AWP INC SENIOR SECURED TERM LOAN				3,702,069.84	3,655,793.97	3,702,069.84	3,702,069.84	(46,275.87	)	—		—	—		—	—		MJSD	—	102,353.35		6092015	6052021
04280PAA5	AWPT_14-2A ABS 14-2A 144A	F	2		1,089,550	1,091,558.93	1,100,000.00	1,092,567.18	(1,008.25	)	1,061.40		—	—		2.156	2.3730		MJSD	1,185.83	11,495.79		1232015	3122026
055065AA4	AZZURRO RE I LTD CORP BND 144A	D			1,408,562.5	1,391,714.84	1,250,000.00	1,408,562.5	(16,847.66	)	—		—	(19,875	)	2.15	2.1560		JAJO	6,054.29	20,843.81		6122015	1162019
BRSWL65W8	B&G FOODS INC TERM NOTES			3FE	2,357,435.22	2,371,504.01	2,369,281.62	2,358,490.69	13,013.32		2,844.08		—	—		—	0.0710		MJSD	—	50,205.59		10222015	11022022
BRSQHT1U4	B/E AEROSPACE INC SENIOR SECURED TERM NO		2	3FE	1,154,834.1	1,163,248.73	1,160,637.30	1,156,053.89	7,194.84		417.44		—	—		—	0.0710		MJSD	—	24,401.49		11212014	12162021
05522RCU0	BACCT ABS 15-A2 A		2	1FE	4,374,475.22	4,404,750	4,375,000.00	4,374,616.23	30,133.77		59.71		—	—		1.36	1.3670		MON	2,644.44	29,749.98		4222015	9152020
059513AE1	BACM CMBS 07-4 A4		2		5,338,983.01	4,931,458.17	4,771,286.01	4,936,659.92	(5,201.75	)	(95,483.69	)	—	—		5.933	(1.4940	)	MON	23,591.8	145,005.73		12022014	2102051
059513AF8	BACM_07-4 A1A SENIOR CMBS 07-4 A1A		2		3,049,222.67	2,830,736.45	2,740,863.56	2,838,857.41	(8,120.96	)	(54,081.58	)	—	—		5.774	(1.8540	)	MON	13,188.13	79,415.38		10142014	2102051
06054AAX7	BACM_15-UBS7 LCF SENIOR CMBS_2015-UBS7 A		2		3,425,469.71	3,649,102.71	3,325,000.00	3,419,745.71	229,357		(4,773.60	)	—	—		3.705	3.3390		MON	10,265.94	61,595.64		12092015	9152048
06054MAB9	BACM_16-UB10 SENIOR CMBS_16-UB10 A2		2		3,089,985.6	3,134,634.3	3,000,000.00	3,089,693.58	44,940.72		(292.02	)	—	—		2.723	2.5140		MON	6,807.5	(1,361.5	)	5202016	6152049
BRSHC6N35	BAKERCORP INTERNATIONAL INC SENIOR SECUR		2	4FE	1,141,871.28	1,039,102.86	1,141,871.28	1,141,871.28	(102,768.42	)	—		—	—		—	—		MJSD	—	24,628.73		2062013	2072020
62944BBJ2	BANK NEDERLANDSE GEMEENTEN SENIOR CORP B	F			4,780,699.04	4,804,284.35	4,784,000.00	4,780,863.55	23,420.8		164.51		—	—		1.125	1.1600		MN	5,382	—		5182016	5252018
BRSYWHG22	BANK NEDERLANDSE GEMEENTEN SENIOR CORP B	D			1,429,141.04	1,349,911.6	1,000,000.00	1,429,567.78	(79,656.18	)	606.10		—	(95,457.54	)	1.125	1.1980		MAR	4,779.51	4,286.52		1262016	3072019
U5904RYZ0	BANK OF AMERICA CORP			1FE	1,755,662.78	1,481,276	1,000,000.00	1,682,715.53	(201,439.53	)	(45,018.27	)	—	(204,480.6	)	7.75	1.8329		APR	17,598.15	106,490.03		6152015	20180430
060505EH3	BANK OF AMERICA CORP CAPSEC CORP BND		1	3FE	4,876,597	4,888,240	4,816,000.00	4,870,550.14	17,689.86		(2,559.85	)	—	—		6.25	6.0710		MS	96,988.9	150,500		4132015	12312049
060505EN0	BANK OF AMERICA CORP CAPSEC CORP BND		1	3FE	1,428,637.5	1,397,655	1,377,000.00	1,423,867.13	(26,212.13	)	(2,053.28	)	—	—		6.1	5.6010		MS	24,265.8	81,987.39		4152015	12312049
06051GEQ8	BANK OF AMERICA CORP CORP BND			2FE	2,692,116	2,749,977	2,700,000.00	2,698,760.44	51,216.56		830.46		—	—		3.875	3.9400		MS	28,771.88	52,312.5		3192012	3222017
06050TLT7	BANK OF AMERICA CORP SENIOR CORP BND			1FE	4,995,600	5,006,000.5	5,000,000.00	4,999,075.94	6,924.56		737.27		—	—		1.25	1.2800		FA	23,784.72	31,250		2112014	2142017
06050TME9	BANK OF AMERICA CORP SENIOR CORP BND			1FE	4,704,215	4,755,692.74	4,700,000.00	4,703,942.87	51,749.87		(272.13	)	—	—		2.05	2.0140		JD	6,423.33	44,160.42		4252016	12072018
06051GEX3	BANK OF AMERICA CORP SENIOR CORP BND			2FE	3,958,929	3,985,361.29	3,900,000.00	3,932,997.5	52,363.79		(6,877.37	)	—	—		2.6	2.2550		JJ	46,756.67	68,813.33		2242016	1152019
06051GFD6	BANK OF AMERICA CORP SENIOR CORP BND MTN			2FE	1,017,280	1,024,721.3	1,000,000.00	1,016,338.75	8,382.55		(1,150.65	)	—	—		2.65	2.0360		AO	6,625	3,018.05		4272016	4012019

06051GFT1	BANK OF AMERICA CORP SENIOR CORP BND MTN			2FE	5,730,710.75	5,818,328.28	5,725,000.00	5,730,664.9	87,663.38		(105.26	)	—	—	2.625	2.6000	AO	30,056.25	61,067.72		4272016	10192020
06051GFL8	BANK OF AMERICA CORP SUB CORP BND			2FE	2,028,700	2,068,428.04	2,000,000.00	2,026,194.77	42,233.27		(1,007.95	)	—	—	4.25	4.0930	AO	16,291.67	42,500		3122015	10222026
060505EG5	BANK OF AMERICA CORP SUB CORP BND		1	3FE	4,862,500	4,675,000	5,000,000.00	4,862,500	(187,500	)	—		—	—	5.125	5.2700	JD	9,965.27	128,125		8012014	1019999
06051GFP9	BANK OF AMERICA CORP SUB CORP BND MTN			2FE	1,495,575	1,517,279.21	1,500,000.00	1,496,016.67	21,262.54		256.68		—	—	3.95	3.9860	AO	11,520.83	35,550		4162015	4212025
063679ZT4	BANK OF MONTREAL CORP BND 144A	A		1FE	3,271,560	3,267,020.25	3,250,000.00	3,255,659.81	11,360.44		(4,852.35	)	—	—	1.95	1.6470	JJ	26,582.3	31,687.5		8222014	1302017
06366RHA6	BANK OF MONTREAL SENIOR CORP BND MTN	A		1FE	260,418.6	260,793.21	260,000.00	260,236.06	557.15		(96.99	)	—	—	1.4	1.3230	MS	1,112.22	1,820		7162015	9112017
06366RMS1	BANK OF MONTREAL SENIOR CORP BND MTN	A	1	1FE	249,595	251,075.9	250,000.00	249,737.85	1,338.05		72.28		—	—	1.45	1.5100	AO	825.69	1,812.5		7072015	4092018
06406HCA5	BANK OF NEW YORK MELLON CORP BND MTN		1	1FE	1,497,285	1,510,080	1,500,000.00	1,499,694.56	10,385.44		277.09		—	—	2.4	2.4380	JJ	16,400	18,000		11172011	1172017
064058AD2	BANK OF NEW YORK MELLON CORP/T CAPSEC CO		1	2FE	8,274,550	8,285,343.75	8,275,000.00	8,274,550	10,793.75		—		—	—	4.95	4.9500	JD	12,515.95	167,268.75		6172016	1019999
06406FAA1	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1FE	855,270	879,241.39	850,000.00	854,994.79	24,246.6		(275.21	)	—	—	2.5	2.3670	AO	7,791.67	(1,711.81	)	3152016	4152021
06406HCE7	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1FE	299,634	301,005.32	300,000.00	299,773.37	1,231.95		71.28		—	—	1.3	1.3490	JJ	1,690	1,950		7072015	1252018
06406HCK3	BANK OF NEW YORK MELLON CORP/T SENIOR CO			1FE	7,000,000	6,996,850.14	7,000,000.00	7,000,000	(3,149.86	)	—		—	—	1.12	0.6820	MJSD	5,444.93	48,840.23		6022014	3062018
06406HCU1	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1FE	1,996,120	2,044,428.86	2,000,000.00	1,997,731.67	46,697.19		379.25		—	—	2.2	2.2410	MN	5,622.22	22,000		5022014	5152019
06406HCW7	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1FE	1,007,930	1,026,218.41	1,000,000.00	1,006,490.12	19,728.29		(1,151.30	)	—	—	2.3	2.0510	MS	7,027.78	11,500		11102015	9112019
06406HCZ0	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1FE	1,397,455	1,429,259.32	1,400,000.00	1,398,103.54	31,155.78		247.57		—	—	2.15	2.1890	FA	10,618.61	15,050		3092015	2242020
06406HDB2	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1FE	1,999,820	2,015,281.22	2,000,000.00	1,999,883.29	15,397.93		30.20		—	—	1.6	1.6030	MN	3,466.67	16,000		5222015	5222018
06406HCR8	BANK OF NEW YORK MELLON/THE SENIOR CORP		1	1FE	7,491,675	7,664,319.98	7,500,000.00	7,495,548.44	168,771.54		797.28		—	—	2.2	2.2230	MS	53,625	82,500		1282014	3042019
06415CAE9	BANK OF NOVA SCOTIA SECURED LOCAL BND 14	A		1FE	4,973,570	4,923,157.4	4,900,000.00	4,921,050.42	2,106.98		(14,325.63	)	—	—	1.75	1.1530	MS	23,581.25	50,015.97		8202014	3222017
064159GM2	BANK OF NOVA SCOTIA SENIOR CORP BND	A	1	1FE	3,998,120	4,034,364.64	4,000,000.00	3,998,770.08	35,594.56		307.91		—	—	1.7	1.7160	JD	3,777.78	34,000		6042015	6112018
064159HC3	BANK OF NOVA SCOTIA SENIOR CORP BND	A		1FE	1,523,185.25	1,546,413.32	1,525,000.00	1,523,457.58	22,955.74		272.33		—	—	1.95	1.9910	JJ	13,712.29	—		1122016	1152019
064159HB5	BANK OF NOVA SCOTIA SUB CORP BND	A		2FE	1,172,906.16	1,216,516.41	1,173,000.00	1,172,910.25	43,606.16		4.69		—	—	4.5	4.5010	JD	2,199.38	33,965.63		12092015	12162025
06538PAB8	BANK OF TOKYO-MITSUBISHI UFJ L SENIOR CO	F		1FE	1,667,000	1,670,800.71	1,667,000.00	1,667,000	3,800.71		—		—	—	1.676	1.3560	MJSD	1,319.02	21,343.66		9082015	9142018
06739GBP3	BARCLAYS BANK PLC CORP BND	F		2FE	6,019,695	5,818,785.34	5,500,000.00	5,873,934.3	(55,148.96	)	(39,970.28	)	—	—	5.14	3.4210	AO	60,466.39	141,350		8192014	10142020
06738EAD7	BARCLAYS PLC SENIOR CORP BND	F		2FE	916,761.6	915,452.29	920,000.00	917,775.89	(2,323.6	)	313.13		—	—	2.75	2.8260	MN	3,724.72	12,650		11032014	11082019
06738EAF2	BARCLAYS PLC SENIOR CORP BND	F		2FE	1,299,883	1,290,430.01	1,300,000.00	1,299,932.51	(9,502.5	)	19.65		—	—	2	2.0030	MS	7,583.33	16,222.22		3092015	3162018
06738EAL9	BARCLAYS PLC SENIOR CORP BND	F		2FE	2,898,405	2,892,116.56	2,900,000.00	2,898,544.16	(6,427.6	)	139.16		—	—	3.25	3.2620	JJ	44,245.14	—		1052016	1122021
BRSTM9RG9	BASS PRO GROUP LLC SENIOR SECURED TERM L		2	4FE	1,414,961.22	1,392,797.02	1,418,507.47	1,415,657.45	(22,860.43	)	369.16		—	—	—	0.0500	MJSD	—	38,527.76		5292015	6052020
BRT31LED2	BAT INTL FIN PLC SENIOR CORP BND EMTN	D	1	1FE	340,434.03	340,434.03	255,000.00	340,434.03	—		—		—	—	1.75	1.7700	JUL	—	—		6302016	7052021
07177MAG8	BAXALTA INC SENIOR CORP BND			2FE	3,868,411.49	3,859,440.39	3,870,000.00	3,868,487.97	(9,047.58	)	76.48		—	—	2	2.4930	JD	1,935	4,085		6032016	6222018
07177MAD5	BAXALTA INC SENIOR CORP BND 144A		1	2FE	9,207,578.38	9,359,789.69	9,210,000.00	9,207,714.11	152,075.58		135.73		—	—	2.875	2.9100	JD	5,884.16	14,710.42		6032016	6232020
072863AA1	BAYLOR SCOTT & WHITE HOLDINGS MUNITAX BN		1	1FE	750,000	756,231	750,000.00	750,000	6,231		—		—	—	2.123	2.1210	MN	2,034.55	7,961.26		4152015	11152020
05531FAN3	BB&T CORP SENIOR CORP BND MTN		1	1FE	787,675.2	790,763.26	780,000.00	784,201.7	6,561.56		(1,104.38	)	—	—	2.05	1.7530	JD	533	7,995		11262014	6192018
05531GAA9	BB&T CORP SUB CORP BND MTN		1	1FE	425,524	429,574.67	400,000.00	421,100.54	8,474.13		(1,697.89	)	—	—	3.95	2.9290	MS	4,345.01	7,900		3042015	3222022
06742LAG8	BCLDRY_14-5 SENIOR ABS2014-5 A		2	1FE	3,394,476.57	3,412,228.27	3,395,000.00	3,394,704.66	17,523.61		105.68		—	—	1.48	1.4910	MON	2,233.16	25,123.02		6012015	9152020

BRSW3NGN9	BEACON ROOFING SECURED TERM LOAN				329,397.04	330,121.38	331,052.30	329,565.18	556.2		126.25		—	—		—	0.0710		MJSD	—	6,217.81		9252015	10012022
07388VAE8	BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T		2		4,169,864.36	3,829,735.25	3,764,052.43	3,846,373.96	(16,638.71	)	(64,259.45	)	—	—		5.471	(0.9750	)	MON	17,160.94	104,822.48		4162014	1122045
075887BB4	BECTON DICKINSON AND COMPANY CORP BND			2FE	1,249,587.5	1,252,724.88	1,250,000.00	1,249,969.7	2,755.18		42.49		—	—		1.75	1.7570		MN	3,220.49	10,937.5		11082012	11082016
075887BE8	BECTON DICKINSON AND COMPANY SENIOR CORP			2FE	4,395,855.87	4,500,320.69	4,385,000.00	4,392,650.29	107,670.4		(1,046.22	)	—	—		2.675	2.6220		JD	5,213.27	58,649.37		12102014	12152019
BRSSLJ0J3	BENDON INC SENIOR SECURED TERM NOTES				501,579.43	456,437.28	501,579.43	501,579.43	(45,142.15	)	—		—	—		—	—		MJSD	—	12,044.99		1282016	3302021
BRSSLJ0T1	BENDON INC SENIOR SECURED TERM NOTES				6,035,157.94	5,431,642.15	6,035,157.94	6,035,157.94	(603,515.79	)	—		—	—		—	—		MJSD	—	169,063.23		4142015	3302021
59562VAX5	BERKSHIRE HATHAWAY ENERGY CO SENIOR CORP		1	1FE	1,506,105	1,521,162.3	1,500,000.00	1,504,529.24	16,633.06		(958.89	)	—	—		2	1.8650		MN	3,833.34	15,000		8282015	11152018
BRT2CNQ86	BERRY PLASTICS CORP SECURED TERM LOAN			3FE	241,935.03	241,168.92	243,029.55	241,941.69	(772.77	)	6.66		—	—		—	—		MJSD	—	—		0	10032022
BRSHBHS86	BERRY PLASTICS CORP SENIOR SECURED TERM		2	3FE	5,675,422.66	5,658,089.68	5,690,422.66	5,681,964.49	(23,874.81	)	1,164.28		—	—		—	0.0710		FMAN	—	98,651.94		10012015	2082020
BRSV3DKS7	BESTOP INC SENIOR SECURED REVOLVE NOTES				354,375	348,173.44	354,375.00	354,375	(6,201.56	)	—		—	—		—	—		MJSD	—	2,770.83		6242016	12302049
BRSV3DL15	BESTOP INC SENIOR SECURED TERM NOTES				4,042,500	3,961,650	4,042,500.00	4,042,500	(80,850	)	—		—	—		—	—		MJSD	—	108,903.03		7302015	12302049
G1163HET9	BG ENERGY CAPITAL PLC CORP BND EMTN	D		1FE	793,607.43	649,251.13	460,000.00	756,743.85	(107,492.72	)	(11,938.50	)	—	(112,136.1	)	5.125	1.6790		DEC	17,824.09	—		12102014	12072017
095560AJ7	BHILL_13-1A MEZZANIN ABS 13-1A C1 144A	F	2	1FE	672,468.75	650,459.09	675,000.00	672,904.34	(22,445.25	)	171.83		—	—		3.628	3.7070		JAJO	5,238.43	11,907.9		4022015	1152026
055451AP3	BHP BILLITON FINANCE (USA) LTD SENIOR CO	F		1FE	6,706,708	6,738,719	6,725,000.00	6,722,542.39	16,176.61		1,872.38		—	—		1.625	1.6820		FA	38,552	54,640.63		2212012	2242017
055451AU2	BHP BILLITON FINANCE (USA) LTD SENIOR CO	F		1FE	544,060	543,980.6	500,000.00	537,820.59	6,160.01		(2,336.04	)	—	—		3.85	2.6940		MS	4,865.97	9,625		2242015	9302023
09062XAC7	BIOGEN IDEC INC SENIOR CORP BND			2FE	4,943,836.1	5,085,339.53	4,911,000.00	4,941,985.79	143,353.74		(1,890.33	)	—	—		2.9	2.7390		MS	41,934.48	33,921.31		3222016	9152020
BRSR5ULA4	BIOTELEMETRY INC REVOLVE LOAN				2,485,714.28	2,448,428.56	2,485,714.28	2,485,714.28	(37,285.72	)	—		—	—		—	—		JD	—	—		5132016	12302019
BRSR5UKB3	BIOTELEMETRY INC TERM NOTES				4,017,857.13	3,987,723.2	4,017,857.13	4,017,857.13	(30,133.93	)	—		—	—		—	—		MJSD	—	104,188.98		1022015	12302019
095538AA2	BLUE HALO RE LTD UNSEC CORP BND 144A	F			1,000,000	998,910	1,000,000.00	1,000,000	(1,090	)	—		—	—		14.265	14.5160		MJSD	5,943.55	—		6102016	6212019
095538AB0	BLUE HALO RE LTD UNSEC CORP BND 144A	F			400,000	399,632	400,000.00	400,000	(368	)	—		—	—		—	—		MJSD	—	—		6102016	6212019
BRSZ4WWJ2	BLUEPAY PROCESSING LLC SENIOR SECURED CO				2,198,247.83	2,187,256.59	2,198,247.83	2,198,247.83	(10,991.24	)	—		—	—		—	—		MJSD	—	51,829.62		1292016	12042021
BRSK4S5S4	BMC SOFTWARE FINANCE INC SENIOR SECURED		2	4FE	3,655,418.48	3,255,257.14	3,664,022.85	3,658,549.69	(403,292.55	)	780.39		—	—		—	0.0350		FMAN	—	92,987.73		7162014	9102020
N1430ZAT2	BMW FIN N.V.			1FE	1,151,197.28	1,054,735.2	750,000.00	1,142,284.91	(87,549.71	)	(8,912.37	)	—	(96,998.63	)	3.375	2.4575		DEC	18,490.58	(2,525.81	)	1062016	20181214
BRSL762A9	BMW FIN N.V. SENIOR CORP BND EMTN	D			1,543,559.25	1,345,884.63	1,000,000.00	1,535,238.62	(189,353.99	)	(3,635.22	)	—	(189,463.55	)	1.75	1.2550		NOV	14,317.64	—		5062015	11202017
05565EAD7	BMW US CAPITAL LLC SENIOR CORP BND 144A			1FE	5,202,709.8	5,229,708.19	5,205,000.00	5,202,875.57	26,832.62		165.77		—	—		1.5	1.5150		AO	17,350	—		4042016	4112019
05565EAF2	BMW US CAPITAL LLC SENIOR CORP BND 144A		1	1FE	359,096.4	363,469.78	360,000.00	359,134.58	4,335.2		38.18		—	—		2	2.0530		AO	1,600	—		4042016	4112021
05579UAD5	BMWLT_14-1 ABS _14-1-A4		2	1FE	12,299,729.4	12,296,000.04	12,300,000.00	12,299,816.71	(3,816.67	)	136.09		—	—		0.99	0.9920		MON	3,720.75	60,885		4092014	8212017
09658UAD1	BMWOT_14-A ABS 14-A-A4		2	1FE	974,895.38	982,702.51	975,000.00	974,934.07	7,768.44		10.16		—	—		1.5	1.5070		MON	243.75	7,312.5		10082014	2252021
097023BE4	BOEING CO SENIOR CORP BND			1FE	1,970,180	2,000,302.75	2,000,000.00	1,986,772.23	13,530.52		3,463.05		—	—		0.95	1.1760		MN	2,427.77	9,500		4302013	5152018
097023BG9	BOEING CO SENIOR CORP BND			1FE	807,568	829,080.51	800,000.00	806,162.61	22,917.9		(543.79	)	—	—		2.35	2.1950		AO	3,185.56	9,400		3042015	10302021
097023BM6	BOEING CO SENIOR CORP BND		1	1FE	376,858.82	384,899.77	382,000.00	377,517.58	7,382.19		492.45		—	—		1.65	1.9340		AO	1,068.01	3,169.01		10282015	10302020
10011AAA1	BOSPHORUS LTD SENIOR CORP BND 144A	F			1,080,000	1,088,618.4	1,080,000.00	1,080,000	8,618.4		—		—	—		4.036	3.5960		MJSD	2,784.63	32,122.14		8112015	8172018
102022AX8	BOURBONNAIS ILL MUNI BND REV		1	1FE	1,236,560.5	1,198,495.5	1,150,000.00	1,188,021.77	10,473.73		(13,963.62	)	—	—		4.375	4.6410		MN	8,385.42	25,156.25		7272007	11012018
BRSK5A7F8	BOYD GAMING CORPORATION SENIOR SECURED T		2	3FE	2,908,212.53	2,923,626.45	2,927,810.29	2,913,841.73	9,784.72		1,631.85		—	—		—	0.0870		FMAN	—	59,695.48		10012015	8142020

05565QBT4	BP CAPITAL MARKETS PLC CORP BND	F		1FE	4,773,490	4,770,329.53	4,750,000.00	4,751,647.24	18,682.29		(2,438.32	)	—	—		2.248	2.1430		MN	17,796.67	53,390		12052014	11012016
05565QBY3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		1FE	4,200,000	4,224,066.42	4,200,000.00	4,200,000	24,066.42		—		—	—		1.846	1.8460		MN	12,060.54	50,534.25		5022012	5052017
05565QCC0	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		1FE	498,865	501,553	500,000.00	499,501.28	2,051.72		181.99		—	—		1.375	1.3920		MN	1,050.35	3,437.5		11012012	11062017
05565QCE6	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		1FE	1,105,638.75	1,126,297.94	1,125,000.00	1,114,877.79	11,420.15		2,656.12		—	—		1.375	1.4330		MN	2,191.41	7,734.38		5072013	5102018
05565QCF3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		1FE	2,500,000	2,488,885	2,500,000.00	2,500,000	(11,115	)	—		—	—		1.14	0.7850		FMAN	4,115.22	12,508.25		5072013	5102018
05565QCZ9	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		1FE	875,000	909,287.3	875,000.00	875,000	34,287.3		—		—	—		3.062	3.0620		MS	7,740.06	13,396.25		3122015	3172022
05565QDC9	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		1FE	2,600,000	2,617,342.99	2,600,000.00	2,600,000	17,342.99		—		—	—		1.676	1.6760		MN	6,899.53	—		4282016	5032019
07330NAC9	BRANCH BKG & TR CO SENIOR CORP BND		1	1FE	999,640	1,001,020	1,000,000.00	999,969.62	1,050.38		58.60		—	—		1.45	1.4620		AO	3,544.44	7,250		9042013	10032016
07330NAD7	BRANCH BKG & TR CO SENIOR CORP BND		1	1FE	3,804,378.11	3,820,300.46	3,737,000.00	3,776,684.52	43,615.94		(8,809.21	)	—	—		2.3	1.8020		AO	18,145.21	42,975.5		11262014	10152018
07330NAL9	BRANCH BKG & TR CO SENIOR CORP BND		1	1FE	1,852,941.5	1,854,257.18	1,850,000.00	1,852,913.99	1,343.19		(27.51	)	—	—		1.45	1.3920		MN	3,800.21	(3,055.07	)	6162016	5102019
10620NCG1	BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1		2	1FE	2,130,187.05	2,142,181.97	2,159,283.50	2,148,214.59	(6,032.62	)	2,692.57		—	—		1.462	1.6920		FMAN	3,245.23	15,632.81		3102011	2252030
110122AV0	BRISTOL-MYERS SQUIBB CO SENIOR CORP BND			1FE	7,465,480	7,632,662.78	7,500,000.00	7,474,024.07	158,638.71		4,697.68		—	—		1.75	1.8840		MS	43,750	65,625		11122015	3012019
111013AM0	BRITISH SKY BROADCASTING GRP P SENIOR CO	F		2FE	5,111,910.15	5,196,991.36	5,115,000.00	5,112,920.91	84,070.45		336.25		—	—		2.625	2.6380		MS	39,161.71	67,134.39		11172015	9162019
G1582KAR3	BRITISH TELECOMMUNICATIONS PLC			2FE	1,777,041.92	1,407,273.42	1,000,000.00	1,658,135.74	(250,862.32	)	(40,379.72	)	—	(258,485.21	)	6.625	0.9808		JUN	1,941.12	119,514.54		5092014	20170623
11102AAA9	BRITISH TELECOMMUNICATIONS PLC CORP BND	F		2FE	1,121,760	1,069,950.33	1,000,000.00	1,061,680.98	8,269.35		(19,656.05	)	—	—		5.95	1.8640		JJ	27,436.11	29,750		12112014	1152018
111021AK7	BRITISH TELECOMMUNICATIONS PLC SENIOR LO	D		2FE	425,110.5	433,634.6	425,000.00	425,074.9	8,559.7		(13.75	)	—	—		6.625	1.7270		JUN	3,800.8	4,993.75		12102014	6232017
114894HA9	BROWARD CNTY FLA MUNITAX BND REV		2	1FE	2,299,520	2,227,440	2,000,000.00	2,232,876.55	(5,436.55	)	(19,426.70	)	—	—		6.9	6.9000		AO	34,500	69,000		5242001	10012021
115637AN0	BROWN-FORMAN CORPORATION SENIOR CORP BND			1FE	1,295,697	1,298,579.82	1,300,000.00	1,298,676.4	(96.58	)	425.20		—	—		1	1.0670		JJ	5,994.44	6,500		12102012	1152018
07387AAW5	BSARM CMO_05-3 2A1		2		644,454.84	612,240.63	656,560.15	645,964.92	(33,724.29	)	(3,276.06	)	—	—		3.163	3.5460		MON	1,730.6	10,213.45		8102007	6252035
07384M3D2	BSARM_04-10 CMO 04-9 22A1		2	2FE	490,184.73	480,023.8	499,678.61	491,302.98	(11,279.18	)	843.57		—	—		3.254	3.7160		MON	1,354.79	8,585.04		8132007	11252034
07388YAE2	BSCMS CMBS 07-PW16 A4		2		2,450,421.57	2,233,704.62	2,186,690.73	2,236,059.6	(2,354.98	)	(34,120.90	)	—	—		5.91	0.4950		MON	10,770.28	65,875.5		4242014	6112040
G1658KAC5	BSKYB FINANCE UK PLC CORP BND	D		2FE	1,638,657.06	1,412,455.66	1,000,000.00	1,587,585.46	(175,129.8	)	(35,455.22	)	—	(180,402.47	)	5.75	1.6220		OCT	53,554.17	9,780.17		1062016	10202017
BRSG4MWQ0	BSN MEDICAL SENIOR SECURED TERM NOTE	E	2		1,569,941.31	1,565,806.52	1,577,638.81	1,574,075.51	(8,268.99	)	561.73		—	—		—	(0.0590	)	JAJO	—	32,078.65		10292012	8282019
12189TAY0	BURLINGTON NORTHERN SANTA FE R CORP BND			2FE	2,363,882.3	2,309,661.25	2,225,000.00	2,305,348.05	4,313.2		(47,549.71	)	—	—		5.65	1.2820		MN	20,952.09	62,856.25		11172015	5012017
12189LAY7	BURLINGTON NORTHERN SANTA FE R SENIOR CO		1	1FE	503,523.94	557,777.99	505,000.00	503,635.78	54,142.21		64.64		—	—		3.65	3.6850		MS	6,144.16	9,779.46		8142015	9012025
12765JAA6	CAELUS RE IV LTD CORP BND 144A	E			750,000	769,695	750,000.00	750,000	19,695		—		—	—		5.775	5.8150		JAJO	14,797.61	—		2162016	3062020
12800UAL4	CAISSE CENTRALE DESJARDINS SECURED LOCAL	A		1FE	2,699,352	2,710,721.7	2,700,000.00	2,699,908.59	10,813.11		65.97		—	—		1.6	1.6050		MS	13,800	21,600		2282012	3062017
BRSJ7A0J8	CALPINE CONSTRUCTION FINANCE C SENIOR SE			3FE	6,511,362.88	6,427,861.94	6,564,622.73	6,528,545.6	(100,683.66	)	3,298.84		—	—		—	0.1360		MJSD	—	105,727.12		10012015	1312022
BRSLAJ886	CAMPING WORLD INC SENIOR SECURED TERM NO				264,113.86	261,500.03	264,977.86	264,226.4	(2,726.37	)	117.83		—	—		—	0.0810		MJSD	—	8,344.61		12142015	2202020
135087C77	CANADA GOVERNMENT CORP BND	A		1	2,903,898	2,963,741.71	2,900,000.00	2,904,035.66	59,706.05		(745.52	)	—	—		1.625	1.5710		FA	16,231.94	23,562.5		10082015	2272019
135087E42	CANADA GOVERNMENT CORP BND	A		1	1,002,490	1,007,389.98	1,000,000.00	1,001,595.34	5,794.64		(456.44	)	—	—		1.125	1.0310		MS	3,187.5	5,625		7022015	3192018
136375BU5	CANADIAN NTL RAIL CO CORP BND	A	1	1FE	1,637,394	1,653,234.17	1,650,000.00	1,648,827.38	4,406.79		1,268.65		—	—		1.45	1.6070		JD	1,063.33	11,962.5		11072011	12152016
140420NB2	CAPITAL ONE BANK USA NA SUB CORP BND			2FE	755,565	764,756.47	750,000.00	754,790.49	9,965.98		(320.77	)	—	—		3.375	3.2670		FA	9,562.5	12,656.25		3262015	2152023
14042E3Y4	CAPITAL ONE FIN CORP SENIOR CORP BND		1	2FE	9,380,512.5	9,653,423.35	9,375,000.00	9,380,695.56	272,727.79		(553.23	)	—	—		2.95	2.9360		JJ	121,380.21	138,281.25		3052015	7232021

14042E5V8	CAPITAL ONE FIN CORP SENIOR CORP BND		1	2FE	10,595,013.65	10,642,890.8	10,515,000.00	10,594,825.54	48,065.26		(710.82	)	—	—	2.35	1.9680	FA	91,977.04	(4,067.78	)	6282016	8172018
14040HBH7	CAPITAL ONE FINANCIAL CORP CAPSEC CORP B		1	3FE	3,596,443.75	3,559,937.5	3,605,000.00	3,596,443.75	(36,506.25	)	—		—	—	5.55	5.5630	JD	16,673.14	31,688.19		6172016	1019999
14040HAY1	CAPITAL ONE FINANCIAL CORP CORP BND			2FE	444,304	443,058.5	400,000.00	444,078.1	(1,019.6	)	(225.90	)	—	—	4.75	2.4140	JJ	8,761.11	(8,233.33	)	6162016	7152021
14041NFA4	CAPITAL ONE MULTI-ASSET EXECUT SENIOR AB		2	1FE	9,999,816	10,075,517	10,000,000.00	9,999,860.26	75,656.74		29.12		—	—	1.45	1.4550	MON	6,444.44	72,499.98		10192015	8162021
14313TAC3	CARMAX AUTO OWNER TRUST CARMX_ ABS _14-3		2	1FE	1,071,022.38	1,072,821.09	1,071,107.32	1,071,069.48	1,751.61		15.70		—	—	1.16	1.1650	MON	552.22	6,901.48		8062014	6172019
14313RAD5	CARMX_14-2 SENIOR ABS_14-2-A4		2	1FE	1,999,666.6	2,016,000.06	2,000,000.00	1,999,841.75	16,158.31		41.67		—	—	1.61	1.6200	MON	1,431.11	16,099.98		5072014	10152019
14313TAD1	CARMX_14-3 ABS_14-3-A4		2	1FE	2,291,414.06	2,320,933.43	2,295,000.00	2,293,077.5	27,855.93		460.60		—	—	1.73	1.7800	MON	1,764.6	19,851.78		9232014	2182020
14313VAC8	CARMX_15-3 SENIOR ABS 15-3 A3		2	1FE	1,199,924.29	1,210,320.01	1,200,000.00	1,199,940.45	10,379.56		9.03		—	—	1.63	1.6370	MON	869.33	9,780		8062015	5152020
14313VAD6	CARMX_15-3 SENIOR ABS 15-3 A4		2	1FE	249,946.4	254,850.01	250,000.00	249,957.29	4,892.72		6.10		—	—	1.98	1.9940	MON	220	2,475		8062015	2162021
14314MAD5	CARMX_16-2 SENIOR ABS_16-2 A4		2	1FE	1,259,581.18	1,272,095.99	1,260,000.00	1,259,600.4	12,495.59		19.22		—	—	1.68	1.6940	MON	940.8	3,234		4122016	9152021
BRSWNA5P2	CARR MANAGEMENT INC SENIOR SECURED TERM				4,046,399.99	4,026,066.33	4,066,733.67	4,049,132.79	(23,066.46	)	3,424.63		—	—	—	0.0990	MJSD	—	145,482.02		10152015	10222020
BRSS9F410	CASCADE DRILLING L.P. SENIOR SECURED TE				4,374,909.8	4,353,035.25	4,374,909.80	4,374,909.8	(21,874.55	)	—		—	—	—	—	MJSD	—	129,233.52		3092015	2202021
BRSS9F6W0	CASCADE DRILLING L.P. SENIOR SECURED TE				738,827.01	735,132.87	738,827.01	738,827.01	(3,694.14	)	—		—	—	—	—	MJSD	—	12,339.41		5242016	2202020
14855GAB7	CASTLELAKE AIRCRAFT SECU TRUST ABS_14-1		2	1FE	629,896.77	619,241.79	626,762.95	629,340.02	(10,098.23	)	(1,522.97	)	—	—	5.25	5.0860	MON	1,462.45	22,185.18		1052015	2152029
BRSN5MWG6	CATALENT PHARMA SOLUTIONS INC SENIOR SEC		2	4FE	3,874,273.29	3,888,267.38	3,893,741.98	3,879,891.8	8,375.58		1,497.32		—	—	—	0.0450	MJSD	—	78,359.72		10012015	5202021
14912L6J5	CATERPILLAR INC CORP BND MTN			1FE	3,971,720	4,073,441.48	4,000,000.00	3,976,230.26	97,211.22		3,078.53		—	—	2	2.1690	MS	25,777.78	40,000		10062015	3052020
14912L6M8	CATERPILLAR INC SENIOR CORP BND			1FE	2,997,210	3,044,558.73	3,000,000.00	2,997,786.6	46,772.13		454.25		—	—	1.8	1.8320	MN	7,200	27,000		11092015	11132018
14912L5T4	CATERPILLAR INC SENIOR CORP BND MTN			1FE	1,016,550	1,028,088.84	1,000,000.00	1,009,343.43	18,745.41		(2,070.23	)	—	—	2.45	2.4600	MS	7,826.39	12,250		9032013	9062018
14912L6L0	CATERPILLAR INC SENIOR CORP BND MTN			1FE	2,899,739	2,934,082.6	2,900,000.00	2,899,828.08	34,254.52		42.74		—	—	1.7	1.7030	JD	2,054.17	24,650		6112015	6162018
12479RAB3	CAUTO_14-1A ABS_14-1A A 144A		2	1FE	2,998,196.46	2,890,771.8	3,000,000.00	2,998,355.25	(107,583.45	)	62.73		—	—	3.66	3.6980	MON	4,880	54,900		10102014	10152044
124857AL7	CBS CORP SENIOR CORP BND		1	2FE	1,973,560	2,032,104.94	2,000,000.00	1,982,697.43	49,407.51		2,636.26		—	—	2.3	2.4920	FA	17,377.78	23,000		9032014	8152019
BRSLW9ZY7	CBS OUTDOOR AMERICAS CAPITAL L SENIOR SE		1	3FE	1,867,943.44	1,864,821.77	1,872,625.00	1,869,533.37	(4,711.6	)	528.48		—	—	—	0.0350	MJSD	—	39,883.39		1172014	2012021
17119VAD5	CCART_13-B ABS_13-BA A4 144A		2		311,160.37	311,375.77	311,217.04	311,203.07	172.7		8.23		—	—	1.27	1.2790	MON	175.66	2,063.76		11062013	3152019
17119YAC1	CCART_14-BA ABS _14-BA-A3 144A		2	1FE	1,931,558.91	1,934,669.28	1,931,925.98	1,931,809.42	2,859.86		130.07		—	—	1.27	1.2820	MON	1,090.46	16,196.87		9182014	5152019
17305EDY8	CCCIT_13-A1 ABS_07-A8 A8		2	1FE	577,968.75	528,149.99	500,000.00	525,522.99	2,627		(10,343.15	)	—	—	5.65	1.4110	MS	7,925.69	14,125		12022013	9202019
17305EFQ3	CCCIT_14-A4 ABS _14-A4-A4		2	1FE	1,059,785.77	1,063,074	1,060,000.00	1,059,935.59	3,138.41		36.62		—	—	1.23	1.2370	AO	2,426.52	6,519		4292014	4242019
17305EFU4	CCCIT_14-A8 SENIOR ABS 2014-A8 A8		2	1FE	13,341,671.13	13,465,428	13,290,000.00	13,329,732.8	135,695.2		(11,044.74	)	—	—	1.73	1.5580	AO	52,369.98	114,958.5		12102015	4092020
12532LAU9	CCMS_16-RNDB SENIOR CMBS_16-RNDB AFL		2	1FE	10,165,000	10,267,445.92	10,165,000.00	10,165,000	102,445.92		—		—	—	2.093	2.0880	MON	9,455.71	45,322.56		3212016	2152033
15136WAG9	CECLO_13-20A MEZZANINE ABS 2013-20A B1 1	F	2	1FE	490,825	488,950	500,000.00	490,825	(1,875	)	—		—	—	2.638	3.0510	JAJO	2,454.9	(2,454.9	)	6282016	1252026
BRT1UYWP9	CENGAGE LEARNING INC SECURED TERM NOTES		1	4FE	2,196,126.76	2,183,648.77	2,218,309.86	2,196,126.76	(12,477.99	)	—		—	—	—	0.1460	MJSD	—	—		5272016	6072023
15672NAA2	CERB_14-1A ABS_14-1A-A 144A		2		1,313,045.89	1,312,101.55	1,313,045.89	1,313,045.89	(944.34	)	—		—	—	2.528	2.5330	JAJO	7,100.77	19,265.58		11202014	10152023
15672NAC8	CERB_14-1A MEZZANIN ABS _14-1A-B 144A		2		991,577.3	995,427.7	1,000,000.00	994,473.44	954.26		11.02		—	—	3.328	3.5500	JAJO	7,118.97	16,116.34		11202014	10152023
15672TAE1	CERB_2015-1A ABS_2015-1A B 144A		2	1FE	496,000	494,244.25	500,000.00	496,060.43	(1,816.18	)	60.43		—	—	3.678	3.9030	JAJO	3,882.7	(2,707.67	)	5262016	11062025
15672LAD0	CERBERUS ONSHORE II CLO LLC CE MEZZANIN		2	1FE	497,000	492,501.15	500,000.00	497,086.73	(4,585.58	)	86.73		—	—	4.628	4.8790	JAJO	4,949.76	(2,957	)	5252016	10152023

156792GT4	CERRITOS CALIF CMNTY COLLEGE D MUNI BND			1FE	500,000	514,800	500,000.00	500,000	14,800		—		—	—	2.165	2.1650	FA	4,510.42	5,412.5	11052014	8012019
17324DAU8	CGCMT_15-P1 LCF SENIOR CMBS 15-P1		2	1FM	1,029,952.4	1,098,720.02	1,000,000.00	1,027,522.52	71,197.5		(1,410.00	)	—	—	3.717	3.3590	MON	3,097.5	18,585	8062015	9152048
29429CAD7	CGCMT_16-P3 LCF SENIOR CMBS_16-P3 A4		2		3,604,769	3,735,196.16	3,500,000.00	3,602,629.46	132,566.7		(2,139.54	)	—	—	3.329	2.9740	MON	9,709.58	15,535.32	3292016	4152049
12532LAA3	CGGS COMMERCIAL MORTGAGE TRUST SENIOR C		2	1FE	4,999,963	5,115,535.5	5,000,000.00	4,999,433.23	116,102.27		(529.77	)	—	—	2.757	2.7290	MON	11,487.5	23,357.92	3212016	2102033
14310KAC5	CGMS_13-4 SENIOR ABS 13-4 A1 144A	F	2	1FE	1,489,350	1,494,534.75	1,500,000.00	1,492,634.39	1,900.36		1,150.12		—	—	2.098	2.2700	JAJO	6,732.21	14,795.75	1232015	10152025
14311DAC0	CGMS_15-1A ABS_15-1A A 144A	F	2	1FE	4,987,000	4,985,612.5	5,000,000.00	4,989,832.62	(4,220.12	)	1,061.05		—	—	2.164	2.2180	JAJO	21,643.5	50,824.11	2052015	4202027
161571FU3	CHAIT_13-A1 ABS 13-A1		2	1FE	3,165,795.7	3,209,696.96	3,195,000.00	3,181,004.22	28,692.74		4,241.99		—	—	1.3	1.5790	MON	1,846	20,767.5	9042014	2182020
161571FW9	CHAIT_13-A3 ABS 13-A3		2		960,000	959,615.99	960,000.00	960,000	(384.01	)	—		—	—	0.722	0.7230	MON	308.07	3,454.32	4122013	4152020
161571GT5	CHAIT_15-A2 ABS_15-A2 A		2	1FE	6,229,695.35	6,287,315.88	6,230,000.00	6,229,827.54	57,488.34		61.39		—	—	1.59	1.5970	MON	4,402.54	60,735.79	3062015	2182020
808513AK1	CHARLES SCHWAB CORPORATIO SENIOR CORP BN		1	1FE	668,795.03	671,209.45	669,000.00	668,867.32	2,342.13		27.74		—	—	1.5	1.5090	MS	3,094.13	5,017.5	3042015	3102018
808513AL9	CHARLES SCHWAB CORPORATIO SENIOR CORP BN		1	1FE	318,656	331,014.26	320,000.00	318,809.55	12,204.71		59.02		—	—	3	3.0490	MS	2,960	4,800	3032015	3102025
BRSJ315T5	CHARTER COMMUNICATION OPER LLC SENIOR SE		2	2FE	4,448,534.23	4,454,264.38	4,486,508.92	4,460,471.21	(6,206.83	)	2,997.05		—	—	—	0.1480	JAJO	—	73,506.58	10012015	1032021
BRT215AC5	CHARTER COMMUNICATION OPER LLC SENIOR SE		1	2FE	691,560.2	692,496.86	693,115.81	691,580.03	916.83		23.73		—	—	—	—	JAJO	—	2,769.76	0	1242023
161630BD9	CHASE CMO_07-A1 11M1		2	1FE	1,755,744.5	1,575,659.7	1,739,100.74	1,753,309.17	(177,649.47	)	(8,966.73	)	—	—	2.756	2.5360	MON	3,994.52	24,164.03	1182008	3252037
161571GH1	CHASE ISSUANCE TRUST ABS 13-A9 A		2	1FE	1,500,000	1,502,549.97	1,500,000.00	1,500,000	2,549.97		—		—	—	0.862	0.8640	MON	574.7	6,485.6	12102013	11152020
161571FQ2	CHASE ISSUANCE TRUST CHAIT_12- ABS 12-A7		2	1FE	5,000,000	5,109,500.1	5,000,000.00	5,000,000	109,500.1		—		—	—	2.16	2.1700	MON	4,800	54,000	1302015	9162024
161571HC1	CHASE ISSUANCE TRUST CHAIT_16-A2		2	1FE	9,999,976	10,051,745	10,000,000.00	9,999,965.33	51,779.67		(10.67	)	—	—	1.37	1.3710	MON	6,088.89	—	6072016	6152021
BRST4R1R3	CHEMOURS COMPANY LLC SENIOR SECURED TERM		2	3FE	1,852,708.46	1,811,513.79	1,880,464.80	1,855,937.97	(44,424.18	)	2,106.99		—	—	—	0.2200	MJSD	—	35,821.94	9182015	5122022
166430AA6	CHEST_14-1A ABS _14-1A-A 144A		2	1FE	2,628,000	2,613,548.63	2,628,000.00	2,628,000	(14,451.37	)	—		—	—	4.5	4.5250	MJSD	5,256	63,517.5	12112014	12152034
166764AA8	CHEVRON CORP SENIOR CORP BND		1	1FE	990,820	1,001,496.2	1,000,000.00	995,827.82	5,668.38		1,432.69		—	—	1.104	1.1030	JD	797.33	5,520	11282012	12052017
166764AG5	CHEVRON CORP SENIOR CORP BND		1	1FE	4,070,440	4,106,951.6	4,000,000.00	4,059,807.77	47,143.83		(7,324.20	)	—	—	2.427	2.0250	JD	1,887.67	48,540	10062015	6242020
166764AV2	CHEVRON CORP SENIOR CORP BND			1FE	2,380,000	2,388,753.05	2,380,000.00	2,380,000	8,753.05		—		—	—	1.365	1.3650	MS	10,738.76	16,243.5	2242015	3022018
166764AY6	CHEVRON CORP SENIOR CORP BND		1	1FE	975,000	1,001,259.95	975,000.00	975,000	26,259.95		—		—	—	2.419	2.4170	MN	2,882.64	11,792.63	11092015	11172020
166764BH2	CHEVRON CORP SENIOR CORP BND			1FE	1,750,000	1,760,115.32	1,750,000.00	1,750,000	10,115.32		—		—	—	1.561	1.5610	MN	3,414.69	—	5092016	5162019
BRT1ZYMR1	CHG HEALTHCARE SERVICES INC SENIOR SECUR		1	4FE	776,736.92	777,712.72	780,640.12	776,752.25	960.47		15.33		—	—	—	0.0710	MJSD	—	—	5262016	6072023
BRSUZA516	CHI OVERHEAD DOORS INC SENIOR SECURED TE				400,573.55	399,235.08	401,577.48	400,698.22	(1,463.14	)	79.25		—	—	—	0.0360	MJSD	—	9,704.32	7282015	7292022
BRSR021B1	CHIEF POWER FINANCE LLC SENIOR SECURED T			4FE	3,370,975.52	2,741,045.75	3,405,025.78	3,379,292.33	(638,246.58	)	3,003.02		—	—	—	0.1310	MJSD	—	100,036.53	10012015	12312020
170016XW4	CHIPPEWA VALLEY MICH SCHS MUNI BND GO		1	1FE	6,265,211	6,524,413	5,450,000.00	6,115,459.99	408,953.01		(43,406.67	)	—	—	5	4.1000	MN	45,416.67	136,250	9162013	5012027
BRSM3VKC2	CHRYSLER GROUP LLC SENIOR SECURED TERM N		2	2FE	1,719,902.13	1,727,680.59	1,728,544.86	1,724,078.85	3,601.74		4,681.51		—	—	—	0.1420	FMAN	—	52,396.11	10012015	12312018
BRSTEHXK4	CHS/COMMUNITY HEALTH SYSTEMS I SENIOR SE		2	3FE	664,031.25	655,488.45	675,000.00	664,272.78	(8,784.33	)	241.53		—	—	—	0.4520	MJSD	—	61.9	5202016	12312019
12548CAD9	CIFC FUNDING 2014-II LTD CIFC_ MEZZANIN	F	2	1FE	1,918,000	1,948,000	2,000,000.00	1,934,601.78	13,398.22		4,832.40		—	—	3.511	4.1570	FMAN	7,412.74	33,892.62	10232014	5262026
12549BAC2	CIFC_13-2A ABS _13-2A-A1L 144A	F	2	1FE	977,000	985,966.4	1,000,000.00	985,042	924.4		2,806.50		—	—	1.783	2.3620	JAJO	3,664.75	8,168.27	12232014	4212025
BRSKAX1N1	CINCINNATI BELL INC SENIOR SECURED TERM		2		2,703,788.63	2,696,856.63	2,717,235.90	2,708,746.98	(11,890.35	)	1,076.73		—	—	—	0.0740	MJSD	—	63,134.66	11202014	9102020
17275RAR3	CISCO SYSTEMS INC SENIOR CORP BND			1FE	500,100	513,626.41	500,000.00	500,063.8	13,562.61		(11.48	)	—	—	2.125	2.1400	MS	3,541.67	5,312.5	2242014	3012019

17275RAT9	CISCO SYSTEMS INC SENIOR CORP BND			1FE	3,499,790	3,508,015	3,500,000.00	3,499,952.25	8,062.75		34.98		—	—		1.1	1.1020	MS	12,619.44	19,250		9182014	3032017
17275RAU6	CISCO SYSTEMS INC SENIOR CORP BND			1FE	6,552,698	6,640,952.51	6,550,000.00	6,552,161.5	88,791.01		(540.81	)	—	—		1.65	1.6330	JD	4,803.33	54,037.5		11122015	6152018
17275RBA9	CISCO SYSTEMS INC SENIOR CORP BND			1FE	3,300,000	3,329,175.86	3,300,000.00	3,300,000	29,175.86		—		—	—		1.4	1.4000	FA	15,528.33	—		2222016	2282018
17275RBD3	CISCO SYSTEMS INC SENIOR CORP BND			1FE	394,241.6	405,864.77	395,000.00	394,289.93	11,574.84		48.33		—	—		2.2	2.2410	FA	2,920.81	—		2222016	2282021
17305EFS9	CITIBANK CREDIT CARD MASTER TR ABS_14-A6		2	1FE	4,866,375	4,940,159.9	4,800,000.00	4,849,415.4	90,744.5		(7,880.55	)	—	—		2.15	1.8000	JJ	47,586.67	51,600		5272015	7152021
17318UAB0	CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC		2		6,058,828.12	6,025,243.2	6,000,000.00	6,027,191.6	(1,948.4	)	(8,475.10	)	—	—		1.813	1.5260	MON	9,065	54,390		8072014	9102045
17322VAR7	CITIGROUP COMMERCIAL MORTGAGE SENIOR CMB		2		3,316,556.2	3,338,560.37	3,220,000.00	3,277,180.01	61,380.36		(10,518.19	)	—	—		2.851	2.1630	MON	7,650.18	45,901.08		7172014	7102047
U17406BD7	CITIGROUP INC			2FE	940,390.05	856,096.48	600,000.00	930,223.16	(74,126.68	)	(10,166.89	)	—	(78,991.12	)	5.125	2.4521	DEC	22,687.25	(3,313.85	)	1062016	20181212
U17406FZ4	CITIGROUP INC			1FE	917,879.83	753,514.39	510,000.00	871,607.17	(118,092.78	)	(22,537.96	)	—	(122,623.16	)	7.625	1.7589	APR	12,675.75	101,365.52		12102014	20180403
172967GR6	CITIGROUP INC CAPSEC CORP BND		1	3FE	5,661,875	5,632,500	6,000,000.00	5,667,554.33	(35,054.33	)	1,645.82		—	—		5.35	5.7230	MN	41,016.67	160,500		11252014	12312049
172967KD2	CITIGROUP INC CAPSEC CORP BND		1	3FE	3,420,000	3,462,750	3,420,000.00	3,420,000	42,750		—		—	—		6.125	6.1250	MN	26,766.25	105,901.25		11052015	12312049
172967HC8	CITIGROUP INC SENIOR CORP BND			2FE	2,033,660	2,036,185.3	2,000,000.00	2,018,218.58	17,966.72		(3,937.43	)	—	—		2.5	2.0810	MS	13,194.44	25,000		7012014	9262018
172967HU8	CITIGROUP INC SENIOR CORP BND			2FE	1,989,140	2,038,996.74	2,000,000.00	1,992,950.23	46,046.51		1,120.92		—	—		2.5	2.5220	JJ	21,111.11	36,250		9102014	7292019
172967JJ1	CITIGROUP INC SENIOR CORP BND			2FE	8,468,700	8,604,988.01	8,500,000.00	8,476,720.7	128,267.31		3,069.18		—	—		2.4	2.4790	FA	75,366.67	109,526		3052015	2182020
172967JN2	CITIGROUP INC SENIOR CORP BND			2FE	6,504,315.75	6,537,591.82	6,525,000.00	6,512,305.55	25,286.27		3,393.07		—	—		1.7	1.8090	AO	19,720	55,462.5		4222015	4272018
172967JW2	CITIGROUP INC SENIOR CORP BND			1FE	199,948	202,069.82	200,000.00	199,963.6	2,106.22		8.49		—	—		2.15	2.1590	JJ	1,803.61	2,150		7232015	7302018
172967KB6	CITIGROUP INC SENIOR CORP BND			2FE	993,750	1,017,396.94	1,000,000.00	994,502.28	22,894.66		844.89		—	—		2.65	2.7860	AO	4,784.72	23,481.94		11102015	10262020
172967KS9	CITIGROUP INC SENIOR CORP BND			2FE	1,219,365.6	1,231,283.65	1,220,000.00	1,219,377.93	11,905.72		12.33		—	—		2.05	2.0680	JD	1,528.39	—		6022016	6072019
172967GK1	CITIGROUP INC SUB CORP BND			2FE	5,661,425	5,736,269.83	5,500,000.00	5,627,709.13	108,560.7		(9,300.15	)	—	—		4.05	3.6210	JJ	93,431.25	111,375		8192014	7302022
172967KJ9	CITIGROUP INC SUB CORP BND			2FE	998,020	1,052,324.98	1,000,000.00	998,068.94	54,256.04		48.94		—	—		4.6	4.6250	MS	14,311.11	—		3012016	3092026
17401QAD3	CITIZENS BANK NA SENIOR CORP BND MTN		1	2FE	4,999,450	5,082,036.2	5,000,000.00	4,999,502.63	82,533.57		52.63		—	—		2.5	2.5040	MS	37,152.78	—		3092016	3142019
177510AC8	CITRUS RE LTD CORP BND 144A	F			1,000,000	997,810	1,000,000.00	1,000,000	(2,190	)	—		—	—		4.89	4.7780	JAJO	10,051.67	25,105.98		4012015	4092018
177510AD6	CITRUS RE LTD CORP BND 144A	F			650,000	647,881	650,000.00	650,000	(2,119	)	—		—	—		6.32	6.0440	JAJO	8,444.22	21,018.02		4012015	4092018
177510AE4	CITRUS RE LTD CORP BND 144A	F			250,000	248,735	250,000.00	250,000	(1,265	)	—		—	—		9.48	9.0990	JAJO	4,871.67	12,056.83		4012015	4092018
177510AF1	CITRUS RE LTD CORP BND 144A	F			250,000	252,232.5	250,000.00	250,000	2,232.5		—		—	—		7.5	7.5720	JAJO	3,854.17	2,856.34		2192016	2252019
177510AG9	CITRUS RE LTD CORP BND 144A	F			250,000	250,342.5	250,000.00	250,000	342.5		—		—	—		—	—	JAJO	—	3,981.34		2192016	2252019
73723RSH7	CITY OF PORTSMOUTH VA MUNITAX BND GO				2,250,000	2,260,912.5	2,250,000.00	2,250,000	10,912.5		—		—	—		1.418	1.4180	FA	13,293.75	15,952.5		9292015	2012017
411707AA0	CKE RESAURANT HOLDINGS INC HNG ABS_13-1A		2	2FE	489,262.06	476,002.55	475,625.00	478,903.44	(2,900.89	)	(8,688.45	)	—	—		4.474	3.8080	MJSD	650.21	10,702.65		2252015	3202043
180848DS9	CLARK CNTY NEV ARPT REV MUNITAX BND GO		1	1FE	4,625,530	4,529,304.9	3,910,000.00	4,387,390.2	141,914.7		(68,590.34	)	—	—		5.86	5.8600	MN	38,187.67	114,563		6102009	11012020
125634AQ8	CLIF_14-2A ABS_14-2A A 144A		1	1FE	2,913,294.13	2,811,124.49	2,914,460.78	2,913,459.33	(102,334.84	)	113.07		—	—		3.38	3.4110	MON	3,557.26	50,994.09		10092014	10182029
12591FAC0	CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3		2	1FE	34,577.37	34,572.26	34,577.38	34,577.06	(4.8	)	7.71		—	—		0.69	0.6910	MON	10.6	1,788.26		2132013	6152018
12594DAB4	CNH EQUIPMENT TRUST CNH_16-B ABS_16-B A2		2		1,964,990.57	1,969,102.92	1,965,000.00	1,964,990.69	4,112.23		0.12		—	—		1.31	1.3140	MON	1,144.07	1,072.56		5242016	10152019
12618SAC1	CNH_13-D ABS 13-D A3		2	1FE	331,674.32	331,435.72	331,687.79	331,682.87	(247.15	)	2.62		—	—		0.77	0.7720	MON	113.51	1,523.93		11142013	10152018
12623PAD8	CNH_14-B ABS_14-B A4		2	1FE	6,770,795.12	6,831,952.27	6,785,000.00	6,777,844.72	54,107.55		1,967.79		—	—		1.61	1.6760	MON	4,855.05	54,619.26		9162014	5172021

12632XAD0	CNH_14-C ABS 14-C		2	1FE	3,743,709.85	3,774,810.12	3,745,000.00	3,744,219.81	30,590.31		147.56		—	—	1.65	1.6640	MON	2,746.33	30,896.28		10162014	9152021
12592WAD0	CNH_15-A SENIOR ABS 15-A A4		2	1FE	1,064,890.41	1,078,244.23	1,065,000.00	1,064,917.92	13,326.31		13.56		—	—	1.85	1.8590	MON	875.67	9,851.28		2252015	4152021
12594DAE8	CNHET_16-B SENIOR ABS_16-B A4		2	1FE	419,847.34	424,510.79	420,000.00	419,849.44	4,661.35		2.10		—	—	1.97	1.9850	MON	367.73	344.75		5242016	11152021
12634GAA1	CNOOC FINANCE (2015) AUSTRALIA SENIOR CO	F		1FE	1,994,320	2,018,239.28	2,000,000.00	1,995,566.26	22,673.02		542.10		—	—	2.625	2.6860	MN	8,166.67	26,250		4282015	5052020
BRSYJ0CL6	CNT HOLDINGS III CORP SENIOR SECURED TER		1	4FE	441,056.28	444,211.83	445,511.39	441,325.6	2,886.23		280.49		—	—	—	0.1420	MJSD	—	10,030.52		1152016	1222023
191216BA7	COCA-COLA COMPANY (THE) SENIOR CORP BND			1FE	492,870	502,844.74	500,000.00	496,387.25	6,457.49		1,008.15		—	—	1.15	1.1940	AO	1,437.5	2,875		2282013	4012018
191216BD1	COCA-COLA COMPANY (THE) SENIOR CORP BND			1FE	4,994,250	5,001,600	5,000,000.00	4,999,353.05	2,246.95		961.73		—	—	0.75	0.7890	MN	6,250	18,750		9182014	11012016
191216BV1	COCA-COLA COMPANY (THE) SENIOR CORP BND			1FE	5,995,800	6,063,551.76	6,000,000.00	5,995,916.52	67,635.24		116.52		—	—	1.375	1.3990	MN	7,104.17	—		5252016	5302019
191216BW9	COCA-COLA COMPANY (THE) SENIOR CORP BND			1FE	1,999,640	2,039,753.88	2,000,000.00	1,999,642.76	40,111.12		2.76		—	—	2.55	2.5520	JD	4,391.67	—		5252016	6012026
19416QEB2	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN			1FE	1,890,937	1,907,194.29	1,900,000.00	1,896,621.38	10,572.91		907.16		—	—	0.9	0.9980	MN	2,850	8,550		4292013	5012018
19416QEC0	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN			1FE	483,565	509,783.67	500,000.00	484,715.36	25,068.31		1,016.20		—	—	2.1	2.5910	MN	1,750	5,250		12032015	5012023
19624HAA6	COLNY_14-1 SENIOR CMBS _14-1-A		2	1FE	2,275,145.28	2,275,441.51	2,275,149.84	2,272,569.36	2,872.15		(32.61	)	—	—	2.543	2.4190	MON	4,821.8	31,987.84		10232014	4202050
196479WD7	COLORADO HOUSING & FINANCE AUT MUNITAX B			1FE	830,000	850,658.7	830,000.00	830,000	20,658.7		—		—	—	2.024	2.0240	MN	2,799.87	8,652.6		10232014	5012019
196479WE5	COLORADO HOUSING & FINANCE AUT MUNITAX B			1FE	910,000	937,081.6	910,000.00	910,000	27,081.6		—		—	—	2.144	2.1440	MN	3,251.73	10,050		10232014	11012019
198280AB5	COLUMBIA PIPELINE GROUP INC SENIOR CORP			2FE	769,875.23	770,828.2	770,000.00	769,887.96	940.24		12.73		—	—	2.45	2.5060	JD	1,572.08	943.25		5132016	6012018
198280AD1	COLUMBIA PIPELINE GROUP INC SENIOR CORP		1	2FE	2,995,594.53	3,052,524.48	3,000,000.00	2,995,765.37	56,759.11		170.84		—	—	3.3	2.9270	JD	8,250	4,950		5132016	6012020
20030NBD2	COMCAST CORPORATION SENIOR CORP BND			1FE	2,006,540	2,137,385.4	2,000,000.00	2,005,804.31	131,581.09		(431.47	)	—	—	3.125	3.0720	JJ	28,819.44	31,250		8072015	7152022
20030NBS9	COMCAST CORPORATION SENIOR CORP BND		1	1FE	1,028,610	1,058,171.23	1,000,000.00	1,027,971.17	30,200.06		(1,305.14	)	—	—	3.15	2.8100	MS	10,850	5,075		3222016	3012026
14041NET4	COMET_14-A5 SENIOR ABS _14-A5-A		2	1FE	2,269,392.55	2,284,527.97	2,270,000.00	2,269,745.49	14,782.48		103.90		—	—	1.48	1.4940	MON	1,493.15	16,798.02		10062014	7152020
12626BAE4	COMM MORTGAGE TRUST COMM_13-CR PAC SENIO		2		3,107,671.88	3,121,010.26	2,870,000.00	3,106,382.94	14,627.32		(1,288.94	)	—	—	3.795	1.3730	MON	9,076.38	(6,958.55	)	6212016	8102046
12626BAB0	COMM MORTGAGE TRUST COMM_13-CR PRELCF SE		2	1FM	1,043,710.94	1,029,442	1,000,000.00	1,025,800.88	3,641.12		(7,337.60	)	—	—	2.972	1.4930	MON	2,476.66	14,859.96		3252015	8102046
12591RAX8	COMM MORTGAGE TRUST COMM_14-CR CMBS 14-C		2		2,807,496.48	2,801,327.08	2,710,000.00	2,768,870.35	32,456.73		(25,511.24	)	—	—	2.928	1.8050	MON	6,612.4	39,674.4		2272015	2102047
12632QAX1	COMM MORTGAGE TRUST COMM_14-CR SENIOR CM		2		7,209,485.92	7,709,590.07	7,000,000.00	7,169,390.29	540,199.78		(10,534.52	)	—	—	3.828	3.4690	MON	22,330	133,980		6192014	7152047
12592RBF5	COMM MORTGAGE TRUST COMM_14-CR SUPSEN SE		2	1FM	1,812,207.04	1,890,314.97	1,750,000.00	1,804,378.44	85,936.53		(3,035.07	)	—	—	3.528	3.0990	MON	5,145	30,870		3062015	12102047
12592XAZ9	COMM MORTGAGE TRUST COMM_15-CR PRELCF SE		2		1,601,627.13	1,618,599.44	1,555,000.00	1,589,016.85	29,582.59		(5,090.43	)	—	—	2.856	2.1670	MON	3,700.9	22,205.4		3182015	3102048
200474BC7	COMM MORTGAGE TRUST COMM_15-LC LCF SENIO		2	1FE	1,503,713.19	1,544,066.84	1,460,000.00	1,497,851.5	46,215.34		(2,107.02	)	—	—	3.183	2.8330	MON	3,872.65	23,235.9		1262015	2102048
126192AD5	COMM_12-LC4 SENIOR CMBS 12-LC4		2		1,815,214.84	1,818,762	1,700,000.00	1,814,516.44	4,245.56		(698.40	)	—	—	3.288	1.6980	MON	4,658	(3,105.33	)	6162016	12102044
12630BAX6	COMM_13-CR13 PRELCF SENIOR CMBS 13-CR13		2	1FM	1,049,023.44	1,033,973.6	1,000,000.00	1,031,646.97	2,326.63		(7,499.41	)	—	—	3.039	1.5390	MON	2,532.5	15,195		4142015	12102018
12624XAB4	COMM_13-CR6 CMBS_13-CR6 A2		2		1,358,975.39	1,357,373.97	1,345,000.00	1,350,918.53	6,455.44		(3,079.61	)	—	—	2.122	1.7800	MON	2,378.41	14,270.46		9112014	3102046
12625UBA0	COMM_13-CR9 PAC SENIOR CMBS 2013-CR9 ASB		2		2,382,617.19	2,360,622.07	2,200,000.00	2,381,487.05	(20,864.98	)	(1,130.14	)	—	—	3.834	1.4070	MON	7,029	(5,154.6	)	6202016	7102045
12626GAF0	COMM_13-LC13 LCF CMBS_13-LC13 A5		2		1,174,185.55	1,211,406.78	1,075,000.00	1,157,091.35	54,315.43		(5,511.75	)	—	—	4.205	2.9610	MON	3,766.98	22,601.88		12012014	8102046
12591VAB7	COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCR		2		5,149,950.85	5,203,170.5	5,000,000.00	5,082,445.25	120,725.25		(16,314.29	)	—	—	3.042	2.3900	MON	12,675	92,950		3282014	4102047
12592GAZ6	COMM_14-CCRE19 SENIOR CMBS _14-CCRE19-A2		2	1FM	1,045,429.68	1,037,740.3	1,000,000.00	1,034,372.08	3,368.22		(3,110.08	)	—	—	2.965	2.0090	MON	2,470.84	14,825.04		3252015	8102047
12591VAE1	COMM_14-CR16 LCF SENIOR CMBS_14-CR16 A4		2		1,623,144.14	1,647,296.66	1,470,000.00	1,601,278.44	46,018.22		(7,950.73	)	—	—	4.051	2.7310	MON	4,962.47	29,774.82		2052015	4102047

12631DAX1	COMM_14-CR17 SENIOR CMBS_14-CR17-A2	2		4,588,620.24	4,621,669.12	4,455,000.00	4,524,617.97	97,051.15		(18,898.50	)	—	—	3.012	2.2950	MON	11,182.05	67,092.3	4292014	5102047
12632QAT0	COMM_14-CR18 SENIOR CMBS_14-CR18 A2	2		3,295,997.06	3,304,878.08	3,200,000.00	3,255,549.4	49,328.68		(10,226.87	)	—	—	2.924	2.2500	MON	7,797.33	46,783.98	6192014	7152047
12591TAB2	COMM_14-LC15 PRELCF SENIOR CMBS_14-LC15	2	1FM	1,041,445.31	1,034,312.8	1,000,000.00	1,031,243.71	3,069.09		(2,407.17	)	—	—	2.84	1.9240	MON	2,366.67	14,200.02	4152015	4102047
12592MBG4	COMM_14-LC17 PAC CMBS_14-LC17 ASB	2	1FM	1,776,500	1,830,220.07	1,700,000.00	1,767,128.79	63,091.28		(5,984.70	)	—	—	3.62	2.8130	MON	5,128.33	30,769.98	9152015	10102047
12592EAA6	COMM_14-PAT SENIOR CMBS _14-PAT 144A	2		1,095,000	1,088,124.24	1,095,000.00	1,095,000	(6,875.76	)	—		—	—	1.243	1.2460	MON	680.54	6,760.77	9182014	8132027
12593JBF2	COMM_15-CCRE24 LCF SENIOR CMBS 2015-CR24	2		2,055,312.5	2,189,938.8	2,000,000.00	2,052,352.43	137,586.37		(2,651.65	)	—	—	3.696	3.3610	MON	6,160	36,960	12072015	8102055
12593JBB1	COMM_15-CCRE24 SENIOR SENIOR CMBS 15-CCR	2	1FM	692,036.72	707,292.93	670,000.00	690,447.78	16,845.15		(1,588.94	)	—	—	3.022	2.2110	MON	1,687.28	4,724.39	3022016	8102055
12592XBD7	COMM_15-CR22 LCF SENIOR CMBS 15-CR22 A5	2	1FM	2,085,588.48	2,145,406.48	2,025,000.00	2,078,358.19	67,048.29		(2,886.47	)	—	—	3.309	2.9600	MON	5,583.94	33,503.64	3182015	3102048
12592XBE5	COMM_15-CR22 SUB CMBS 15-CR22 XA	2,4	1FE	2,408,231.08	2,032,668.49	34,097,852.82	2,068,373.06	(35,704.57	)	(143,227.12	)	—	—	1.16	3.9850	MON	32,955.01	187,019.05	3192015	3102048
12593AAX3	COMM_15-CR23 PRELCF SENIOR CMBS 15-CR23	2	1FM	2,574,896.33	2,615,041.75	2,500,000.00	2,562,917.02	52,124.73		(2,072.69	)	—	—	2.852	2.3720	MON	5,941.67	35,650.02	5062015	5102048
12629NAF2	COMM_15-DC1 LCF SENIOR CMBS 15-DC1 A5	2		4,687,921.88	4,837,969.59	4,550,000.00	4,670,967.38	167,002.21		(6,640.31	)	—	—	3.35	2.9920	MON	12,702.07	76,212.42	3112015	2102048
12629NAB1	COMM_15-DC1 PRELCF SENIOR CMBS 15-DC1 A2	2		1,931,205.02	1,951,462.56	1,875,000.00	1,917,628.54	33,834.02		(5,159.09	)	—	—	2.87	2.2720	MON	4,484.38	26,906.28	2242015	2102048
12636FBF9	COMM_15-LC23 CMBS 15-LC23 144A	2		3,305,108.99	3,344,873.26	3,155,000.00	3,296,361.24	48,512.02		(8,747.75	)	—	—	3.221	2.0480	MON	8,468.55	17,501.68	3232016	10102053
12635WAE7	COMM_16-787S SENIOR CMBS 16-787S-B	2	1FE	686,529.27	716,186.58	667,000.00	685,860.29	30,326.29		(668.98	)	—	—	3.96	3.3650	MON	1,540.62	5,871.49	2192016	2102036
12635WAA5	COMM_16-787S SENIOR CMBS_16-787S A	2	1FE	1,716,879.72	1,812,782.48	1,667,000.00	1,715,154.8	97,627.68		(1,724.92	)	—	—	3.545	2.9400	MON	3,447.22	13,296.42	2192016	2102036
20271RAL4	COMMONWEALTH BANK OF AUSTRALIA CORP BOND		1FE	339,741.6	342,397.09	340,000.00	339,797.58	2,599.51		42.09		—	—	1.75	1.7760	MN	975.14	2,975	10262015	11022018
20271RAJ9	COMMONWEALTH BANK OF AUSTRALIA SENIOR CO		1FE	12,284,849.55	12,358,199.55	12,300,000.00	12,291,217.95	66,981.6		2,522.60		—	—	1.625	1.6680	MS	60,517.71	99,937.5	9292015	3122018
20271RAN0	COMMONWEALTH BANK OF AUSTRALIA SENIOR CO		1FE	2,132,224.5	2,165,707.41	2,135,000.00	2,132,488.99	33,218.42		264.49		—	—	2.05	2.0950	MS	12,887.1	—	3082016	3152019
20281PCA8	COMMONWEALTH FING AUTH PA MUNITAX BND RE		1FE	564,185	543,450	500,000.00	534,176.1	9,273.9		(8,637.05	)	—	—	5.792	5.7920	JD	2,413.33	14,480	4302009	6012018
20281PCB6	COMMONWEALTH FING AUTH PA MUNITAX BND RE		1FE	2,254,340	2,252,400	2,000,000.00	2,163,035.79	89,364.21		(26,421.97	)	—	—	5.892	5.8920	JD	9,820	58,920	4302009	6012019
BRSWYJ431	COMMSCOPE INC. SENIOR SECURED TERM LOAN		3FE	271,114.93	271,667.58	271,752.37	271,159.61	507.97		47.90		—	—	—	0.0330	MJSD	—	5,336.26	1042016	12292022
BRSR05TD0	COMPONENT HARDWARE GROUP INC SENIOR SECU			3,005,294.12	2,945,188.24	3,005,294.12	3,005,294.12	(60,105.88	)	—		—	—	—	—	JAJO	—	85,057.73	11242014	7012019
20772JKM3	CONNECTICUT (STATE OF) MUNITAX BND GO		1FE	2,273,043.5	2,324,299.25	2,275,000.00	2,273,686.55	50,612.7		191.51		—	—	1.896	1.9140	AO	9,106.07	21,567	10282014	10152019
20772JQK1	CONNECTICUT (STATE OF) MUNITAX BND GO		1FE	2,556,975	2,561,450	2,500,000.00	2,531,567.19	29,882.81		(7,263.42	)	—	—	2.172	1.5650	FA	20,513.33	27,150	9232014	8152018
20774YYL5	CONNECTICUT ST HEALTH & EDL FA MUNI BND	1	1FE	572,285	616,125	500,000.00	570,460.9	45,664.1		(1,824.10	)	—	—	5	3.3210	JD	2,083.34	5,555.55	3082016	12012045
20826FAE6	CONOCOPHILLIPS CO SENIOR CORP BND	1	1FE	2,860,840	3,059,757.84	3,000,000.00	2,867,801.69	191,956.15		6,961.69		—	—	2.875	3.7740	MN	11,020.83	11,819.45	4062016	11152021
20826FAJ5	CONOCOPHILLIPS CO SENIOR CORP BND	1	1FE	3,996,240	4,026,860.64	4,000,000.00	3,997,044.8	29,815.84		(1,046.00	)	—	—	2.2	2.2200	MN	11,244.44	117,019.21	9162015	5152020
20826FAL0	CONOCOPHILLIPS CO SENIOR CORP BND		1FE	6,609,206.8	6,610,973.79	6,610,000.00	6,609,497.62	1,476.17		131.45		—	—	1.5	1.5040	MN	12,669.17	49,575	5132015	5152018
20826FAS5	CONOCOPHILLIPS CO SENIOR CORP BND	1	1FE	994,502.5	1,069,063.79	995,000.00	994,534.55	74,529.24		58.67		—	—	4.2	4.2110	MS	13,117.42	11,862.09	3032016	3152021
209111EV1	CONSOLIDATED EDISON INC CORP BND		1FE	2,385,140	2,280,798.04	2,000,000.00	2,227,757.08	53,040.96		(45,330.92	)	—	—	7.125	7.1760	JD	11,875	71,250	12022008	12012018
BRSB93KD0	CONVATEC INC TERM LOAN	2	4FE	234,863.43	234,863.43	235,452.06	234,978.62	(115.19	)	66.71		—	—	—	0.0500	MJSD	—	5,092.86	6092015	6152020
216871AC7	COOPER US INC CORP BND		2FE	3,765,604.6	3,416,916.84	3,260,000.00	3,410,235.65	6,681.19		(74,313.27	)	—	—	6.1	1.4420	JJ	99,430	99,430	4012015	7012017
21870LAA4	CORE_15-CALW LCF SENIOR CMBS 15-CALW A 1	2	1FM	6,607,537.91	6,735,868.4	6,400,000.00	6,585,482.09	150,386.31		(10,900.09	)	—	—	3.04	2.3420	MON	16,213.34	58,773.31	4282016	2102034
219350BA2	CORNING INC SENIOR CORP BND		2FE	7,313,223.05	7,372,356.95	7,378,000.00	7,322,197.33	50,159.62		8,690.63		—	—	1.5	1.9170	MN	16,293.08	28,396.68	3222016	5082018

219868BW5	CORP ANDINA DE FOMENTO SENIOR CORP BND	F		1FE	3,124,718.75	3,154,156.44	3,125,000.00	3,124,731.67	29,424.77		12.92		—	—		2	2.0030		MN	8,854.17	—	5042016	5102019
BRSTZUYC9	CORPORATE VISIONS INC SENIOR SECURED TER				3,164,458.97	2,748,923.96	3,196,423.21	3,165,421.96	(416,498	)	3,736.31		—	—		—	0.0290		FMAN	—	63,166.34	6022015	12312049
22160KAE5	COSTCO WHOLESALE CORPORATION SENIOR CORP			1FE	1,899,620	1,911,073.53	1,900,000.00	1,899,888.01	11,185.52		37.82		—	—		1.125	1.1290		JD	950	10,687.51	11282012	12152017
BRSWRS8X9	COTY INC TERM NOTES			2FE	828,328.21	829,715.98	832,490.67	828,717.2	998.78		307.68		—	—		—	0.0710		MJSD	—	15,909.12	10222015	10212022
G2479P4N2	COVENTRY BLDG SOC SECURED CORP BND	D		1FE	714,838.63	606,932.6	425,000.00	683,340.42	(76,407.82	)	(10,776.13	)	—	(80,357.17	)	4.625	1.1570		APR	5,255.3	29,401.82	1092015	4192018
BRSSLXJJ2	CPM HOLDINGS INC SENIOR SECURED TERM NOT				961,020.91	967,087.98	970,728.21	962,619.21	4,468.77		744.07		—	—		—	0.1440		MJSD	—	29,556.96	4022015	4012022
224287AA0	CRANBERRY RE LTD	F		4FE	1,950,000	1,986,660	1,950,000.00	1,950,000	36,660		—		—	—		3.8	—		JAJO	15,849.17	38,190.59	4232015	7062018
225313AF2	CREDIT AGRICOLE SA SUB CORP BND 144A	F		2FE	535,073.28	541,097.38	538,000.00	535,382.46	5,714.92		164.54		—	—		4.375	4.4430		MS	6,799.72	19,093.23	3092015	3172025
22532LAL8	CREDIT AGRICOLE SA/LONDON SENIOR CORP BN	F		1FE	3,994,960	4,096,091.6	4,000,000.00	3,997,111	98,980.6		494.20		—	—		2.5	2.5270		AO	21,111.11	50,000	4092014	4152019
225433AN1	CREDIT SUISSE GROUP FUNDING GU SENIOR CO	F		2FE	3,500,000	3,522,060.5	3,500,000.00	3,500,000	22,060.5		—		—	—		2.923	2.9330		JAJO	21,028.28	—	4132016	4162021
22546QAT4	CREDIT SUISSE NEW YORK NY SENIOR CORP BN			1FE	1,382,290.22	1,384,315	1,382,000.00	1,382,217.94	2,097.06		(14.68	)	—	—		1.75	1.7400		JJ	10,211.44	53,655	11102015	1292018
22546QAV9	CREDIT SUISSE NEW YORK NY SENIOR CORP BN			1FE	1,145,767	1,149,133.76	1,150,000.00	1,147,274.83	1,858.93		728.00		—	—		1.7	1.8330		AO	3,475.56	9,775	8072015	4272018
14889KAE2	CRMN_15-1A MEZZANIN ABS 15-1A 144A	F	1		742,800	723,744.45	750,000.00	743,827.1	(20,082.65	)	398.25		—	—		3.735	3.8930		JAJO	5,447.02	13,610.73	3312015	4222027
BRSL3FE10	CROSBY US ACQUISITION CORP SENIOR SECURE			4FE	2,005,989.4	1,618,515.58	2,008,500.00	2,006,906.58	(388,391	)	189.60		—	—		—	0.0180		JAJO	—	40,591.16	12192013	11232020
BRSH9LJ56	CROSSMARK HOLDINGS INC SENIOR SECURED TE		2	4FE	2,563,412.56	1,739,481.27	2,567,500.03	2,563,385.97	(823,904.7	)	628.66		—	—		—	(0.6340	)	MJSD	—	58,637.61	9042013	12202019
126281AX2	CSAIL COMMERCIAL MORTGAGE TRUS PRELCF SE		2	1FM	3,108,538.03	3,139,352.88	3,025,000.00	3,093,946.56	45,406.32		(10,896.07	)	—	—		2.97	1.9480		MON	7,486.62	39,656.45	4052016	4152050
126281AZ7	CSAIL_15-C1 LCF SENIOR CMBS_15-C1 A4		2	1FM	3,270,230.95	3,431,060.85	3,175,000.00	3,258,311.68	172,749.17		(4,710.05	)	—	—		3.505	3.1400		MON	9,273.65	55,641.9	3062015	4152050
BRSRYJ4P3	CSDVRS LLC SENIOR SECURED TERM NOTES				5,967,592.48	5,728,888.78	5,967,592.48	5,967,592.48	(238,703.7	)	—		—	—		—	—		MJSD	—	207,881.44	2202015	5052020
22541QFV9	CSFB_03-17 WHOLE LOAN__03-17-1A4		2	1FM	304,770.54	300,372.39	299,546.45	304,496.17	(4,123.78	)	(1,220.23	)	—	—		5.5	4.9470		MON	1,372.92	9,501.29	6192003	6252033
126408GM9	CSX CORPORATION CORP BND			2FE	3,984,295.81	3,777,028.02	3,491,000.00	3,753,710.52	23,317.5		(75,040.85	)	—	—		6.25	1.7530		MS	64,244.1	109,093.75	12112014	3152018
BRSLMULK6	CUMULUS MED INC. SENIOR SECURED TERM NOT		2	4FE	5,232,901.29	3,690,118.73	5,279,139.82	5,245,860.01	(1,555,741.28	)	3,677.64		—	—		—	0.1410		MJSD	—	113,428.18	9302014	12232020
BRSVA6HU3	CUSTOM WINDOW SYSTEMS INC SENIOR SECURED				200,256.42	192,246.15	200,256.42	200,256.42	(8,010.27	)	—		—	—		—	—		MJSD	—	23,300.53	4052016	7312019
BRSVA6N02	CUSTOM WINDOW SYSTEMS INC SENIOR SECURED				4,069,283.75	3,906,512.4	4,069,283.75	4,069,283.75	(162,771.35	)	—		—	—		—	—		MJSD	—	77,784.2	6082016	7312019
126650CE8	CVS HEALTH CORP SENIOR CORP BND		1	2FE	6,286,554.55	6,375,368.09	6,220,000.00	6,284,952.48	90,415.61		(1,003.68	)	—	—		2.25	1.8910		FA	54,036.26	29,498.43	6162016	8122019
126650CJ7	CVS HEALTH CORP SENIOR CORP BND		1	2FE	3,243,399.6	3,357,781.77	3,235,000.00	3,242,073.1	115,708.67		(757.27	)	—	—		2.8	2.7400		JJ	40,509.39	113,540	9212015	7202020
126650CT5	CVS HEALTH CORP SENIOR CORP BND		1	2FE	9,443,578.7	9,543,900.57	9,470,000.00	9,444,060.78	99,839.79		482.08		—	—		2.125	2.1840		JD	20,123.76	—	5162016	6012021
12668AZL2	CWALT_05-73CB CMO_05-64CB 1A		2		193,348.35	179,457.07	197,105.68	193,359.96	(13,902.89	)	6,369.87		—	—		5.5	5.8760		MON	903.4	5,696.32	1022008	12252035
12543RBB4	CWHL_07-3 WHOLE LOAN_07-3-A26		2	1FM	1,626,545.43	1,489,918.76	1,742,976.25	1,626,545.43	(136,626.67	)	74,216.74		—	—		6	9.5250		MON	8,714.88	54,595.35	12312009	4252037
D1668RML8	DAIMLER AG SENIOR CORP BND EMTN	D		1FE	825,838.42	700,264.58	520,000.00	820,665.11	(120,400.53	)	(1,672.67	)	—	(121,608.1	)	1.75	1.3220		NOV	7,844.02	—	12102014	11082017
233851AK0	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1FE	3,112,230	3,030,696	3,000,000.00	3,026,252.86	4,443.14		(24,712.17	)	—	—		2.95	2.9880		JJ	41,791.67	44,250	1042012	1112017
233851BF0	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1FE	5,002,681	5,035,261.3	5,020,000.00	5,013,647.47	21,613.83		2,888.04		—	—		1.375	1.4930		FA	28,760.41	34,512.5	7242014	8012017
233851BP8	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1FE	1,673,593	1,684,316.7	1,675,000.00	1,674,207.73	10,108.97		231.16		—	—		1.65	1.6790		MS	9,135.73	13,818.75	2232015	3022018
233851CD4	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1FE	5,000,000	5,000,000	5,000,000.00	5,000,000	—		—		—	—		—	1.3960		JAJO	—	—	6302016	7052019
233851CH5	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1FE	2,259,141.2	2,260,000	2,260,000.00	2,259,141.2	858.8		—		—	—		2	2.0080		JJ	—	—	6302016	7062021

BRSP6FWM2	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1FE	1,788,807.25	1,798,799.87	1,795,000.00	1,792,728.53	6,071.34		1,032.68		—	—		1.375	1.4930		FA	10,283.85	12,340.63		7242014	8012017
BRSTB5SJ2	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1FE	3,495,520	3,523,470.41	3,500,000.00	3,497,166	26,304.41		736.76		—	—		1.65	1.6940		MN	6,897.92	28,875		5112015	5182018
235308QJ5	DALLAS TEX INDPT SCH DIST MUNITAX BND GO			1FE	6,936,930	6,839,406	6,300,000.00	6,727,191.1	112,214.9		(79,204.54	)	—	—		4.25	1.6000		FA	101,150.01	133,875		2252015	2152019
2354167B4	DALLAS TEX MUNITAX BND REV			1FE	1,750,000	1,795,377.5	1,750,000.00	1,750,000	45,377.5		—		—	—		1.96	1.9600		AO	8,575	17,150		3112015	10012019
2354167C2	DALLAS TEX MUNITAX BND REV			1FE	1,500,000	1,548,555	1,500,000.00	1,500,000	48,555		—		—	—		2.21	2.2100		AO	8,287.5	16,575		3112015	10012020
235851AH5	DANAHER CORPORATION CORP BND			1FE	1,102,820	1,108,904.58	1,000,000.00	1,087,084.6	21,819.98		(15,649.82	)	—	—		5.4	2.0300		MS	18,000	27,000		12282015	3012019
235851AN2	DANAHER CORPORATION SENIOR CORP BND			1FE	4,915,902.74	4,990,658.97	4,917,000.00	4,916,549.12	74,109.85		174.02		—	—		1.65	1.6540		MS	23,888.42	34,836.08		1142016	9152018
235851AP7	DANAHER CORPORATION SENIOR CORP BND		1	1FE	1,411,561.55	1,470,617.38	1,415,000.00	1,412,080.13	58,537.25		517.68		—	—		2.4	2.4520		MS	9,999.33	47,210.67		9102015	9152020
23636AAE1	DANSKE BK A/S SENIOR CORP BND 144A	F		1FE	1,839,576.8	1,906,839.12	1,840,000.00	1,839,601.19	67,237.93		24.39		—	—		2.8	2.8050		MS	15,885.33	—		3072016	3102021
BRSNJTYP4	DAVITA HEALTHCARE PARTNERS INC SENIOR SE		2	3FE	702,782.9	706,461.38	706,314.47	703,741.09	2,720.29		271.40		—	—		—	0.0720		MJSD	—	12,545.65		6192014	6242021
23312LAS7	DBJPM_16-C1 LCF SENIOR CMBS 16-C1		2		2,059,982.6	2,129,825.6	2,000,000.00	2,058,884.96	70,940.64		(1,097.64	)	—	—		3.276	2.9300		MON	5,460	7,644		3312016	5102049
254683BJ3	DCENT_14-3 ABS_14-A3 A3		2	1FE	1,029,736.32	1,033,193	1,030,000.00	1,029,877.2	3,315.8		32.97		—	—		1.22	1.2300		MON	558.49	6,283.02		4282014	10152019
254683BP9	DCENT_15-A2 SENIOR ABS 15-A2 A		2	1FE	2,099,363.7	2,148,300.06	2,100,000.00	2,099,507.26	48,792.8		62.17		—	—		1.9	1.9140		MON	1,773.33	19,950		4222015	10172022
24703BAC9	DEFT_15-1 ABS 15-1 A3 144A		2	1FE	2,619,821.05	2,619,734.86	2,620,000.00	2,619,910.18	(175.32	)	45.75		—	—		1.3	1.3060		MON	851.5	17,029.98		4152015	3232020
246343JR9	DELAWARE RIV JT TOLL BRDG COMM MUNITAX B			1FE	2,203,944.6	2,228,785	2,210,000.00	2,206,727.77	22,057.23		795.34		—	—		2.184	2.1700		JJ	24,133.2	24,133.2		10182012	7012018
BRT21A357	DELL INTERNATIONAL LLC SENIOR SECURED TE		1	2FE	3,297,128.12	3,300,809.65	3,313,696.61	3,297,128.12	3,681.53		—		—	—		—	0.0730		MJSD	—	—		6022016	6012023
BRSP9DPN0	DELTA 2 (LUX) SARL SENIOR SECURED TERM N	F	2		3,530,276.1	3,418,513.59	3,548,016.18	3,534,886.47	(116,372.88	)	1,285.58		—	—		—	0.0720		MJSD	—	85,201.67		7302014	7302021
BRSM6R0M8	DELTA AIR LINES INC SENIOR SECURED TERM		2	2FE	2,638,304.35	2,657,096.82	2,658,574.99	2,648,134.67	8,962.15		2,325.15		—	—		—	0.1690		FMAN	—	44,197.32		4302014	10182018
249218AR9	DENVER CO PUB SCHS CTFS MUNITAX BND REV			1FE	1,491,330	1,524,015	1,500,000.00	1,494,869.14	29,145.86		1,011.77		—	—		1.644	1.6440		JD	1,096	12,330		4182013	12152018
249670AA8	DEPOSITORY TRUST & CLEARING CO CAPSEC CO		1	1FE	1,750,000	1,750,000	1,750,000.00	1,750,000	—		—		—	—		4.875	4.8730		JD	3,791.67	42,656.26		5192015	12292049
25152R5D1	DEUTSCHE BANK AG SENIOR CORP BND	F		2FE	5,999,820	6,007,230.36	6,000,000.00	5,999,826.36	7,404		6.36		—	—		2.85	2.8510		MN	23,275	—		5092016	5102019
BRSP09RB2	DEXIA CREDIT LOCAL SA SENIOR CORP BND	D		1FE	2,798,284.18	2,426,516.66	1,800,000.00	2,795,774.29	(369,257.63	)	(2,509.89	)	—	(375,811.16	)	1.875	1.3160		JUL	43,144.67	(38,903.91	)	4302016	7172017
25215BAA1	DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP			1	4,986,350	4,997,860	5,000,000.00	4,998,622.17	(762.17	)	2,291.49		—	—		1.25	1.3430		AO	12,673.61	31,250		12052014	10182016
BRT1UYV70	DFUND_16-1 ABS_16-1 A1B	D	2		870,870	799,697.82	600,000.00	870,870	(71,172.18	)	—		—	(68,790	)	1.437	1.4390		JAJO	1,105.08	—		5202016	4172063
25243YAR0	DIAGEO CAPITAL PLC SENIOR CORP BND	F		1FE	4,651,160	4,668,553.5	4,650,000.00	4,652,197.93	16,355.57		(1,264.23	)	—	—		1.5	1.5700		MN	9,687.5	34,875		5082012	5112017
25243YAT6	DIAGEO CAPITAL PLC SENIOR CORP BND	F		1FE	2,485,750	2,501,493.65	2,500,000.00	2,494,688.92	6,804.73		1,424.44		—	—		1.125	1.2430		AO	4,843.75	14,062.5		4242013	4292018
25272KAA1	DIAMOND 1 FINANCE CORPORATION/ SR SECURE		1	2FE	6,918,270	7,086,907.91	6,920,000.00	6,918,315.25	168,592.66		45.25		—	—		3.48	3.4890		JD	20,068	—		5172016	6012019
BRT0QFE77	DIEBOLD INCORPORATED SR SECURED TERM NOT		1	3FE	2,618,859.27	2,627,363.89	2,633,948.76	2,618,614.77	8,749.12		(244.50	)	—	—		—	(0.0950	)	MJSD	—	9,112.06		5132016	11062023
BRSR4UG37	DISA HOLDINGS A/S SENIOR SECURED TERM NO	R			229,211.49	228,065.43	229,211.49	229,211.49	(1,146.06	)	—		—	—		—	—		MJSD	—	7,737.21		12312015	12092020
BRSR4UG78	DISA HOLDINGS ACQUISITION SUBS SENIOR SE				5,455,890.2	5,183,095.69	5,455,890.20	5,455,890.2	(272,794.51	)	—		—	—		—	—		MJSD	—	153,124.24		12242014	12092020
254683BB0	DISCOVER CARD MASTER TRUST ABS 13		2		5,950,000	5,954,760.12	5,950,000.00	5,950,000	4,760.12		—		—	—		0.742	0.7430		MON	1,962.31	22,789.55		2062013	8172020
254683BL8	DISCOVER CARD MASTER TRUST SENIOR ABS _1		2	1FE	2,499,783.5	2,515,749.93	2,500,000.00	2,499,850.7	15,899.23		19.87		—	—		1.39	1.3960		MON	1,544.44	18,895.81		10082014	4152020
254683BK0	DISCOVER CARD MASTER TRUST SENIOR ABS_14		2	1FE	3,213,966.8	3,238,200.1	3,150,000.00	3,211,147.12	27,052.98		(2,819.68	)	—	—		2.12	1.4500		MON	2,968	7,287.5		6152016	12152021
254845GB0	DISTRICT COLUMBIA WTR & SWR AU MUNI BND		1	1FE	569,945	548,260	500,000.00	539,811.39	8,448.61		(8,628.30	)	—	—		5	4.8520		AO	6,250	12,500		1282009	10012024

25476FHE1	DISTRICT OF COLUMBIA MUNI BND GO			1FE	5,731,050	5,415,500	5,000,000.00	5,385,252.16	30,247.84		(98,765.32	)	—	—		5	4.0220	JD	20,833.33	125,000		8132008	6012018
25476FLG1	DISTRICT OF COLUMBIA MUNITAX BND GO				5,416,000	5,176,950	5,000,000.00	5,164,629.55	12,320.45		(88,562.48	)	—	—		4.613	1.0000	JD	19,220.84	115,325		1272015	6012017
Z91S44T73	DLM_15-1A1 ABS 15-1A1	D	2	1FE	991,250	861,099.72	650,000.00	991,250	(130,150.28	)	—		—	(122,330	)	1.163	1.1650	MON	303.83	6,265.65		5062015	4192020
233046AC5	DNKN_15-1A ABS 15-1A A2I 144A		2	2FE	1,481,250	1,495,025.63	1,481,250.00	1,481,250	13,775.63		—		—	—		3.262	3.2740	FMAN	5,502.93	24,250.94		1222015	2202045
233046AD3	DNKN_15-1A ABS 15-1A A2II 144A		2	2FE	1,481,250	1,521,095.63	1,481,250.00	1,481,250	39,845.63		—		—	—		3.98	3.9990	FMAN	6,714.18	29,588.81		1222015	2202045
25746UBU2	DOMINION RESOURCES INC CAPSEC CORP BND			2FE	3,283,247.2	3,327,799.37	3,280,000.00	3,283,111.79	44,687.58		(135.41	)	—	—		2.962	2.9290	JJ	15,358.62	(5,913.11	)	5232016	7012019
25746UBE8	DOMINION RESOURCES INC CORP BND			2FE	563,170	545,597.42	500,000.00	542,451.44	3,145.98		(10,536.51	)	—	—		6.4	1.9550	JD	1,422.22	16,000		7012015	6152018
25746UCD9	DOMINION RESOURCES INC SENIOR CORP BND			2FE	5,498,580	5,536,742.04	5,500,000.00	5,499,068.74	37,673.3		231.24		—	—		1.9	1.9090	JD	4,644.44	52,250		6242015	6152018
06742LAE3	DROCK_14-3 ABS_14-3 A		2	1FE	9,042,500.87	9,352,530.18	9,045,000.00	9,043,169.55	309,360.63		180.96		—	—		2.41	2.4270	MON	9,688.2	108,992.22		9122014	7152022
06742LAH6	DROCK_15-1 ABS 15-1 A		2	1FE	1,574,279.92	1,621,462.45	1,575,000.00	1,574,413.07	47,049.38		51.72		—	—		2.2	2.2180	MON	1,540	17,325		3052015	12152022
26249MAA5	DRSLF_15-37A ABS 15-37A A 144A	F	2		5,000,000	4,979,854	5,000,000.00	5,000,000	(20,146	)	—		—	—		2.128	2.1340	JAJO	22,761.52	50,081.66		1292015	4152027
BRSV5TM33	DTZ US BORROWER LLC SENIOR SECURED TERM		1		3,095,619.04	3,069,174.05	3,111,174.91	3,097,486.67	(28,312.62	)	1,348.76		—	—		—	0.0810	MJSD	—	68,905.32		8122015	11042021
BRST2JC18	DUBOIS CHEMICALS INC SENIOR SECURED TERM				3,587,341.74	3,605,459.61	3,623,577.50	3,598,999.69	6,459.92		5,090.43		—	—		—	0.2720	MJSD	—	91,987.38		4132015	12202018
BRSZ77AH2	DUBOIS CHEMICALS INC SENIOR SECURED TERM				2,743,125	2,729,409.38	2,743,125.00	2,743,125	(13,715.62	)	—		—	—		—	—	MJSD	—	58,578.72		1152016	12202018
26442CAD6	DUKE ENERGY CORP CORP BND			1FE	2,177,940	2,139,014.28	2,000,000.00	2,128,143.03	10,871.25		(35,024.95	)	—	—		5.1	1.4590	AO	21,533.33	51,000		10132015	4152018
26442CAJ3	DUKE ENERGY CORP CORP BND			1FE	1,114,270	1,110,191.96	1,000,000.00	1,088,539.14	21,652.82		(10,652.54	)	—	—		4.3	1.9630	JD	1,911.11	21,500		4102015	6152020
26442CAL8	DUKE ENERGY CORP CORP BND			1FE	507,730	501,980	500,000.00	501,611.92	368.08		(1,748.41	)	—	—		1.75	1.7840	JD	388.89	4,375		12052011	12152016
26441CAK1	DUKE ENERGY CORP SENIOR CORP BND		1	2FE	2,310,146.8	2,300,456.55	2,280,000.00	2,299,811.06	645.49		(5,156.45	)	—	—		2.1	1.6270	JD	2,128	23,940		10132015	6152018
29100XAA3	EAFL_13-1 ABS 13- 1 A 144A	F	2	1FE	2,368,077.52	2,332,908.05	2,344,631.21	2,363,204.49	(30,296.44	)	(4,273.07	)	—	—		4.65	4.3430	MON	4,845.57	56,329.77		12102014	10152038
27332QAB0	EAST LANE RE VI LTD SENIOR CORP BND 144A	F		3	1,875,000	1,899,018.75	1,875,000.00	1,875,000	24,018.75		—		—	—		3.39	3.7670	MJSD	4,060.94	35,206.75		3022015	3132020
277432AM2	EASTMAN CHEMICAL COMPANY SENIOR CORP BND			2FE	423,572	428,887.35	425,000.00	424,723.9	4,163.45		6,277.25		—	—		2.4	2.4720	JD	850	10,593.34		5292012	6012017
278062AB0	EATON CORPORATION SENIOR CORP BND			2FE	4,031,639.42	4,040,313.13	4,025,000.00	4,028,696.99	11,616.14		(1,143.81	)	—	—		1.5	1.4300	MN	9,894.8	35,847.92		8252015	11022017
26827EAC9	ECAF I A-2 2015-1 ABS 2015-1A A2 144A	F	2	1FE	491,869.06	487,852.33	495,585.95	492,275.48	(4,423.15	)	401.85		—	—		4.947	5.2370	MON	1,089.63	12,312.9		11302015	7152040
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	1FE	222,088.49	219,728.84	222,088.49	222,088.49	(2,359.65	)	—		—	—		1.488	1.4910	JAJO	615.08	1,758.13		2232010	7252023
29372EBE7	EFF_14-2 ABS_14-2 A2 144A		2	1FE	682,135.05	681,173.79	682,244.90	682,204	(1,030.21	)	38.95		—	—		1.05	1.0600	MON	218.89	4,585.83		8062014	3202020
26971HAA0	EGLE_14-1A ABS_14-1A A1 144A	F	2	1FE	3,124,504.04	3,078,125	3,125,000.00	3,124,524.65	(46,399.65	)	103.40		—	—		2.57	2.5850	MON	3,569.44	44,841.15		12122014	12152039
283695BP8	EL PASO NATURAL GAS COMPANY CORP BND			2FE	1,925,592.5	1,838,419.5	1,790,000.00	1,837,258.94	1,160.56		(29,309.24	)	—	—		5.95	2.5550	AO	22,484.39	53,252.5		9292015	4152017
BRSUM53S4	ELDORADO RESORTS INC SENIOR SECURED TERM		1	3FE	230,271.4	230,946.48	231,428.55	230,422.3	524.18		87.98		—	—		—	0.0710	MJSD	—	5,027.83		7162015	7252022
268317AJ3	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F		1FE	4,863,518.4	5,011,753.77	4,920,000.00	4,890,271.55	121,482.22		5,596.75		—	—		2.15	2.3940	JJ	46,719.5	52,890		9162015	1222019
BRSLX7XX4	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F		1FE	3,163,264	3,258,648.29	3,200,000.00	3,180,664.42	77,983.87		3,640.16		—	—		2.15	2.3950	JJ	30,386.67	34,400		1132014	1222019
532457BK3	ELI LILLY AND COMPANY SENIOR CORP BND			1FE	719,366.4	722,706.92	720,000.00	719,643.23	3,063.69		104.70		—	—		1.25	1.2800	MS	3,000	4,500		2242015	3012018
268648AP7	EMC CORP/ MASSACHUSETTS SENIOR CORP BND			1FE	2,299,121	2,236,750	2,300,000.00	2,299,649.25	(62,899.25	)	91.71		—	—		1.875	1.8830	JD	3,593.75	22,781.26		4022014	6012018
BRSP2R5D0	EMERALD PERFORMANCE MATERIALS SENIOR SEC			4FE	100,339.51	100,245.01	100,843.72	100,472.47	(227.46	)	38.47		—	—		—	0.0720	MJSD	—	1,923.98		7232014	7302021

BRSMKZQ95	EMPIRE GENERATING CO LLC SENIOR SECURED			4FE	989,094.59	849,222.63	999,085.45	992,267.12	(143,044.49	)	1,358.84		—	—	—	0.1440	MJSD	—	19,121.6		3132014	3122021
BRSMKZQU8	EMPIRE GENERATING CO LLC SENIOR SECURED			4FE	78,681.63	67,554.93	79,476.39	78,934.01	(11,379.08	)	57.35		—	—	—	0.1440	MJSD	—	1,402.43		3132014	3122021
BL1731738	ENDO LUXEMBOURG FINANCE I COMP SENIOR SE	F		3FE	1,300,147.09	1,281,526.63	1,303,405.60	1,300,499.96	(18,973.33	)	332.36		—	—	—	0.0350	MJSD	—	(203.29	)	6242015	9262022
29270CR31	ENERGY NORTHWEST MUNI BND REV		1	1FE	629,845	653,335	500,000.00	627,577.28	25,757.72		(2,267.72	)	—	—	5	2.1510	JJ	4,930.56	—		3292016	7012027
29270CYL3	ENERGY NORTHWEST MUNITAX BND REV			1FE	1,524,255	1,534,635	1,500,000.00	1,513,127.27	21,507.73		(3,212.96	)	—	—	2.147	2.1470	JJ	16,102.5	16,102.5		8162012	7012018
29270CYM1	ENERGY NORTHWEST MUNITAX BND REV		2	1FE	1,201,090.8	1,224,498.13	1,190,000.00	1,198,000.32	26,497.81		(1,288.35	)	—	—	2.197	1.9650	JJ	13,072.15	13,072.15		4092015	7012019
BRSRV2LL3	ENERGY TRANSFER EQUITY LP SENIOR SECURED		2	3FE	583,841.46	592,098.79	609,756.10	584,320.2	7,778.59		478.74		—	—	—	1.2320	FMAN	—	1,087.53		5112016	12022019
29273RAX7	ENERGY TRANSFER PARTNERS LP SENIOR CORP		1	2FE	917,705.7	898,900	890,000.00	912,549.28	(13,649.28	)	(2,550.24	)	—	—	4.15	3.4750	AO	9,233.75	18,467.5		6182015	10012020
29358QAC3	ENSCO PLC SENIOR CORP BND	F	1	3FE	1,062,347	890,500	1,300,000.00	1,074,533.84	(184,033.84	)	9,872.34		—	—	4.5	7.3400	AO	14,625	29,250		11162015	10012024
BRSMRYMN4	ENTEGRIS, INC. SENIOR SECURED TERM NOTES			3FE	800,575.59	801,581.36	804,598.60	801,800.33	(218.97	)	559.99		—	—	—	0.0710	MJSD	—	15,490.84		3252014	4302021
29372EAZ1	ENTERPRISE FLEET FINANCING LLC AB_13-2-A		2	1FE	299,978.79	300,017.99	300,000.00	299,991.06	26.93		5.65		—	—	1.51	1.5160	MON	138.42	2,265		8072013	3202019
29379VAU7	ENTERPRISE PRODUCTS OPERATING CORP BND			2FE	778,230	803,888.28	750,000.00	774,331.71	29,556.57		(1,942.74	)	—	—	4.05	3.4110	FA	11,475	15,187.5		6222015	2152022
29379VAF0	ENTERPRISE PRODUCTS OPERATING CORP BND			2FE	4,390,960	4,430,170.88	4,000,000.00	4,319,749.07	110,421.81		(42,367.72	)	—	—	5.25	2.8850	JJ	88,083.33	128,041.67		8192015	1312020
29379VBG7	ENTERPRISE PRODUCTS OPERATING SENIOR COR			2FE	789,059.9	791,549.3	790,000.00	789,414.64	2,134.66		131.55		—	—	1.65	1.6910	MN	1,955.26	13,438.33		5042015	5072018
BRSJGG5M3	ENTRAVISION COMMUN CORP SENIOR SECURED T		2	4FE	2,775,384.2	2,746,473.03	2,775,384.20	2,775,384.2	(28,911.17	)	—		—	—	—	0.0950	MJSD	—	(12,855.29	)	10012015	5312020
BRSBYALT0	ENVISION HEALTHCARE CORP TERM LOAN		2	4FE	4,016,273.32	4,033,952.38	4,036,475.17	4,030,173.97	3,778.41		1,687.10		—	—	—	0.0620	FMAN	—	81,056.98		10012015	5252018
BRSX1BQV6	ENVISION HEALTHCARE CORP SECURED TERM LO			3FE	948,901.36	958,144.05	958,486.23	949,651.09	8,492.96		740.53		—	—	—	0.1440	JAJO	—	22,128.57		11062015	10282022
BRSTFAHT7	EPICOR SOFTWARE CORP SENIOR SECURED TERM		1	4FE	1,330,554.79	1,313,234.38	1,342,889.40	1,331,317.08	(18,082.7	)	555.73		—	—	—	0.1420	FMAN	—	43,763.6		3302016	6012022
294429AK1	EQUIFAX INC SENIOR CORP BND		1	2FE	2,074,004	2,087,771.99	2,075,000.00	2,074,023.29	13,748.7		19.29		—	—	2.3	2.3100	JD	6,495.9	—		5052016	6012021
298785GU4	EUROPEAN INVESTMENT BANK SENIOR CORP BND	F		1FE	15,071,250	15,119,399.7	15,000,000.00	15,059,158.37	60,241.33		(12,091.63	)	—	—	1.25	1.0370	MN	23,958.33	48,958.33		2082016	5152018
30014LAA2	EVERGLADES RE II LTD CORP BND 144A	F	1	3FE	2,000,000	2,019,700	2,000,000.00	2,000,000	19,700		—		—	—	5.15	5.1820	MJSD	8,011.11	52,981.53		4302015	5032018
BRSVRWC82	EVESTMENT INC SENIOR SECURED TERM NOTES				238,239.82	236,444.04	239,437.00	238,239.82	(1,795.78	)	—		—	—	—	0.1190	MJSD	—	—		9022015	8282020
BRSVRWCF6	EVESTMENT INC SENIOR SECURED TERM NOTES				4,769,427.44	4,709,809.6	4,769,427.44	4,769,427.44	(59,617.84	)	—		—	—	—	—	MJSD	—	122,546.26		9142015	8282021
300569GY0	EWING TWP N J SCH DIST MUNITAX BND GO			1FE	1,477,604.7	1,506,309.75	1,485,000.00	1,480,779.18	25,530.57		910.69		—	—	1.596	1.5960	AO	5,925.15	11,850.3		3082013	10012018
BRSL2KC12	EXCELITAS TECHNOLOGIES COR SENIOR SECURE			4FE	4,024,386.95	3,821,135.07	4,065,037.31	4,039,462.35	(218,327.28	)	3,072.91		—	—	—	0.1430	MJSD	—	125,819.35		12052013	11022020
30161NAG6	EXELON CORPORATION SENIOR CORP BND			2FE	1,973,965.55	1,976,981.72	1,975,000.00	1,974,512.49	2,469.23		255.05		—	—	1.55	1.5770	JD	1,870.76	15,306.25		7152015	6092017
30161NAH4	EXELON CORPORATION SENIOR CORP BND		1	2FE	5,562,196.45	5,690,996.57	5,510,000.00	5,559,722.76	131,273.81		(2,053.66	)	—	—	2.85	2.6020	JD	6,979.34	59,399.93		5122016	6152020
30161NAU5	EXELON CORPORATION SENIOR CORP BND		1	2FE	329,802	342,980.96	330,000.00	329,806.55	13,174.41		4.55		—	—	3.4	3.4070	AO	2,618	—		4042016	4152026
30161MAP8	EXELON GENERATION CO LLC SENIOR CORP BND		1	2FE	1,129,785.3	1,158,249.74	1,130,000.00	1,129,845.99	28,403.75		20.49		—	—	2.95	2.9540	JJ	15,371.14	16,667.5		1082015	1152020
BRSPRVAJ5	EXGEN TEXAS POWER LLC SENIOR SECURED TE		2	4FE	1,296,533.34	1,021,511.13	1,309,629.65	1,299,815.6	(278,304.47	)	987.48		—	—	—	0.1420	MJSD	—	38,215.55		9162014	9182021
BRSRYEAL6	EXPRESS OIL CHANGE LLC SENIOR SECURED TE				5,546,008.56	5,495,524.36	5,551,034.72	5,547,470.2	(51,945.84	)	1,182.59		—	—	—	0.2350	JAJO	—	203,049.92		5022016	12292017
30219GAD0	EXPRESS SCRIPTS HOLDING CO SENIOR CORP B			2FE	4,067,024.68	4,137,146.42	4,100,000.00	4,094,730.94	42,415.48		4,151.03		—	—	2.65	1.7320	FA	41,045.56	54,325		1142013	2152017
30219GAL2	EXPRESS SCRIPTS HOLDING CO SENIOR CORP B		1	2FE	1,177,522	1,233,741.8	1,180,000.00	1,177,682.29	56,059.51		292.92		—	—	3.3	3.3460	FA	13,629	11,366.67		2222016	2252021
30231GAB8	EXXON MOBIL CORP SENIOR CORP BND			1FE	5,000,000	4,998,149.85	5,000,000.00	5,000,000	(1,850.15	)	—		—	—	0.693	0.2740	MJSD	1,538.89	15,586.98		9182014	3152017

30231GAD4	EXXON MOBIL CORP SENIOR CORP BND		1	1FE	1,550,000	1,574,482.47	1,550,000.00	1,550,000	24,482.47		—		—	—		1.819	1.8190	MS	8,301.71	19,150.03		3172014	3152019
30231GAJ1	EXXON MOBIL CORP SENIOR CORP BND		1	1FE	2,009,320	2,050,220.04	2,000,000.00	2,008,378.48	41,841.56		(687.12	)	—	—		2.397	2.3160	MS	15,314.17	23,970		10202015	3062022
30231GAP7	EXXON MOBIL CORP SENIOR CORP BND			1FE	8,200,000	8,320,832.9	8,200,000.00	8,200,000	120,832.9		—		—	—		1.708	1.7080	MS	45,907.24	2,846.67		2292016	3012019
BRSQFMP35	FCE BANK PLC SENIOR CORP BND EMTN	D			724,532.92	687,043.28	500,000.00	724,014.6	(36,971.32	)	(518.32	)	—	(51,350.52	)	2.759	2.5420	NOV	11,639.09	(4,338.56	)	1282016	11132019
BRT21UC12	FCE BANK PLC SENIOR CORP BND EMTN	D		2FE	330,277.5	307,508.45	225,000.00	330,277.5	(22,769.05	)	—		—	(29,497.5	)	2.727	2.7270	JUN	629.22	—		5262016	6032022
34960JAJ4	FCO_15-6A MEZZANIN ABS 15-6A		1		1,971,400	1,890,664.8	2,000,000.00	1,976,267.22	(85,602.42	)	1,823.89		—	—		4.308	4.5460	MJSD	5,026	42,814.19		3192015	3312027
31428XAZ9	FEDERAL EXPRESS CORP SENIOR CORP BND			2FE	2,441,713.35	2,493,669.52	2,440,000.00	2,441,840.65	51,828.87		(238.82	)	—	—		2.3	2.2780	FA	23,383.34	28,060		11122015	2012020
3133EF6L6	FEDERAL FARM CREDIT BANKS FUND SENIOR AG		1	1FE	2,000,000	2,003,524	2,000,000.00	2,000,000	3,524		—		—	—		2.07	2.0700	MN	5,980	—		5052016	5092023
3133EF7L5	FEDERAL FARM CREDIT BANKS FUND SENIOR AG		1	1FE	1,050,000	1,053,023.93	1,050,000.00	1,050,000	3,023.93		—		—	—		1.17	1.1700	MN	1,535.63	—		5052016	5162019
3133EGEV3	FEDERAL FARM CREDIT BANKS FUND SENIOR AG		1	1	1,000,000	1,002,939.91	1,000,000.00	1,000,000	2,939.91		—		—	—		1.62	1.6200	JD	765	(270	)	6172016	6142021
3130A0C65	FEDERAL HOME LOAN BANKS AGENCY BND			1	3,042,605	3,051,738.2	3,050,000.00	3,048,820.23	2,917.97		1,188.72		—	—		0.625	0.7040	JD	158.86	9,531.25		12032013	12282016
3130A3J70	FEDERAL HOME LOAN BANKS AGENCY BND			1	1,834,266	1,836,192.75	1,835,000.00	1,834,855.95	1,336.8		327.61		—	—		0.625	0.6450	MN	1,210.59	15,639.33		11142014	11232016
3130A4GJ5	FEDERAL HOME LOAN BANKS AGENCY BND			1	5,087,658.6	5,132,450.6	5,090,000.00	5,088,633.93	43,816.67		369.06		—	—		1.125	1.1400	AO	10,498.12	28,631.26		2262015	4252018
313379EE5	FEDERAL HOME LOAN BANKS AGENCY BND			1	10,062,900	10,232,000.7	10,000,000.00	10,046,105.07	185,895.63		(7,569.04	)	—	—		1.625	1.4650	JD	7,673.61	81,250		5202015	6142019
3133XQSE3	FEDERAL HOME LOAN BANKS AGENCY BND			1	541,545	530,345.04	500,000.00	527,239.78	3,105.26		(7,446.22	)	—	—		4.11	1.0430	AO	4,167.08	10,275		7152015	4182018
3130A6LZ8	FEDERAL HOME LOAN BANKS SENIOR AGENCY BN			1	2,993,490	2,997,120	3,000,000.00	2,995,792.13	1,327.87		1,575.32		—	—		0.625	0.7320	AO	3,385.41	9,375		10082015	10262017
313379DT3	FEDERAL HOME LOAN BANKS SENIOR AGENCY BN			1FE	1,515,185.39	1,514,819.87	1,500,000.00	1,515,164.16	(344.29	)	(21.23	)	—	—		1.25	0.7230	JD	1,197.92	(1,145.83	)	6292016	6082018
313370SZ2	FEDERAL HOME LOAN BANKS UNSEC AGENCY BND			1	7,737,055.5	7,637,925	7,500,000.00	7,594,973.5	42,951.5		(41,129.98	)	—	—		2.25	1.1730	MS	52,968.75	91,812.5		9112014	9082017
BRSMTTCL8	FEDERAL-MOGUL HOLDINGS CORP SENIOR SECUR		2	4FE	3,654,666.14	3,374,521.3	3,662,981.06	3,657,266.8	(282,745.5	)	664.19		—	—		—	0.0320	MJSD	—	88,637.6		4142015	4152021
BRSP9DQP4	FERRO CORP SENIOR SECURED TERM NOTES				360,779.67	358,060.19	362,592.60	361,261.95	(3,201.76	)	437.72		—	—		—	0.0710	MJSD	—	7,613.05		7302014	7302021
3134G62E2	FHLMC AGENCY BND		1	1	2,998,200	3,004,619.76	3,000,000.00	2,998,848.78	5,770.98		297.85		—	—		1.25	1.2710	MN	3,750	18,750		5282015	5252018
3134G72P5	FHLMC AGENCY BND		1	1	2,000,000	2,001,640.02	2,000,000.00	2,000,000	1,640.02		—		—	—		1.2	1.1960	AO	4,133.33	12,000		10162015	10292018
3134G9JR9	FHLMC AGENCY BND		1	1	250,000	250,392.5	250,000.00	250,000	392.5		—		—	—		1.29	1.2860	MN	438.96	—		5062016	5032019
3137EADH9	FHLMC AGENCY BND			1	3,001,470	3,011,880	3,000,000.00	3,000,523.54	11,356.46		(259.84	)	—	—		1	0.9820	JD	166.66	15,000		8282014	6292017
3137EADV8	FHLMC AGENCY BND			1	3,497,270	3,502,240	3,500,000.00	3,498,667.73	3,572.27		639.75		—	—		0.75	0.7870	JJ	12,177.08	16,406.25		5282015	7142017
3137EADZ9	FHLMC AGENCY BND			1	999,670	1,009,170.07	1,000,000.00	999,699.11	9,470.96		29.11		—	—		1.125	1.1360	AO	3,125	—		3182016	4152019
31398QHE0	FHLMC AGENCY CMBS_ _K007-A1		2	1	2,958,889.66	2,881,983.49	2,828,847.55	2,901,929.81	(19,946.32	)	(20,964.09	)	—	—		3.342	3.1850	MON	7,878.34	48,753.15		6102010	12252019
31398WV35	FHLMC AGENCY CMO 3654		2	1	30,642.75	29,556.56	28,554.69	29,282.8	273.76		(504.83	)	—	—		5	1.5160	MON	118.98	871.53		2012012	11152028
3137APVD9	FHLMC AGENCY CMO_ _40-54-AE		2	1	1,538,188.09	1,566,741.32	1,567,867.83	1,541,165.31	25,576.01		4,689.74		—	—		1.5	1.6430	MON	1,959.83	12,856.71		5162012	4152027
31395HJ43	FHLMC AGENCY CMO_2877-AL		2	1	550,253.59	554,990.74	510,221.60	545,331.29	9,659.45		(6,728.13	)	—	—		5	5.2850	MON	2,125.92	13,838.22		8122005	10152024
3137A0MS1	FHLMC AGENCY CMO_3688-JA		2	1	277,997.36	274,136.57	269,968.50	273,622.66	513.91		(4,668.43	)	—	—		3.5	2.9520	MON	787.41	6,310.87		7142010	1152030
3137A2QN4	FHLMC AGENCY CMO_37-60-NA		2	1	338,381.96	337,192.98	330,596.42	335,019.78	2,173.2		(2,959.49	)	—	—		3	1.7970	MON	826.49	5,992.17		8202013	10152037
3137ALG60	FHLMC AGENCY CMO_4004-AE		2	1	1,549,879.53	1,568,804.26	1,564,997.40	1,551,272.91	17,531.35		1,700.49		—	—		1.75	1.7740	MON	2,282.29	14,449.02		3132012	2152027
30262SAR9	FHLMC AGNECY CMBS 15-K42 B 144A		2		4,123,750	4,105,756.8	4,000,000.00	4,107,508.69	(1,751.89	)	(5,917.36	)	—	—		3.985	3.6070	MON	13,281.83	78,374.4		2042015	12252024

3133TJP56	FHLMC CMO AGENCY CMO_2130 QS	2	1	612,451.53	687,600.13	603,958.36	610,108.53	77,491.6		(687.54	)	—	—	6	5.6630	MON	3,019.79	18,980.41	2062007	3152029
3137AAGA5	FHLMC CMO_3857 GL	2	1	612,376.92	621,089.7	594,575.33	610,766.22	10,323.48		(3,273.43	)	—	—	3	2.4740	MON	1,486.44	9,808.91	7122011	5152040
3137ACNE5	FHLMC CMO_3879 MF	2	1	211,027.15	209,830.83	210,206.03	210,836	(1,005.17	)	(135.58	)	—	—	0.792	0.6540	MON	74	874.51	11052013	9152038
3137ARH58	FHLMC CMO_4057 CD	2	1	2,915,652.85	2,983,657.68	3,008,557.10	2,927,880.98	55,776.7		15,572.84		—	—	2	3.7770	MON	5,014.26	31,791.7	9052013	4152039
3137B7TL3	FHLMC CMO_4306 A	2	1	3,792,212.46	3,893,355.82	3,672,251.05	3,773,641.99	119,713.83		(15,529.95	)	—	—	3.5	2.6290	MON	10,710.73	67,893.1	2202014	3152041
3137AUDW6	FHLMC PAC AGENCY CMO 4105-MG	2	1	497,363.67	506,825.82	481,416.74	495,792.13	11,033.69		(1,796.30	)	—	—	3	2.1630	MON	1,203.54	7,653.72	11062014	11152040
3128JLHB8	FHLMC POOL # 1B1225	2	1	28,851.68	30,705.77	29,299.95	28,884.46	1,821.31		41.80		—	—	2.5	2.8730	MON	61.04	379.74	4022007	9012033
3128JMW45	FHLMC POOL # 1B2566	2	1	40,983.6	42,288.62	41,305.78	41,003.04	1,285.58		83.62		—	—	2.691	2.8140	MON	92.63	643.9	4022007	11012034
3128JMXM4	FHLMC POOL # 1B2583	2	1	882,691.97	929,204.64	892,491.53	883,542.62	45,662.02		262.34		—	—	2.716	2.8990	MON	2,020	12,266.02	9172008	10012034
3128JMY68	FHLMC POOL # 1B2632	2	1	65,291.67	71,031.61	65,804.97	65,335.66	5,695.95		28.27		—	—	2.771	2.9600	MON	151.95	922.57	4032007	11012034
3128JMZG5	FHLMC POOL # 1B2642	2	1	72,505.79	75,671.22	73,075.79	72,562.03	3,109.19		46.87		—	—	2.746	2.9160	MON	167.22	1,030.02	4022007	11012034
3128JNAL9	FHLMC POOL # 1B2810	2	1	87,515.59	91,260.17	88,426.37	87,570.09	3,690.08		201.90		—	—	2.776	2.9760	MON	204.56	1,359.33	4022007	2012035
3128NCB37	FHLMC POOL # 1G0058	2	1	109,344.86	116,802.1	109,601.74	109,334.05	7,468.05		35.28		—	—	2.704	2.6970	MON	246.97	1,582.44	9172008	1012035
3128NCD68	FHLMC POOL # 1G0125	2	1	796,978.18	848,360.98	814,021.77	798,448.78	49,912.2		1,548.36		—	—	2.705	3.1650	MON	1,834.94	10,616.23	12132005	3012035
3128NCMS0	FHLMC POOL # 1G0369	2	1	138,597.38	142,336.31	137,907.83	138,487	3,849.31		(84.35	)	—	—	2.595	2.4310	MON	298.23	2,018.84	8272008	10012035
3128QJLG9	FHLMC POOL # 1G1227	2	1	151,777.12	154,821.76	148,801.12	151,385.39	3,436.37		(179.46	)	—	—	2.623	2.2070	MON	325.25	2,039.3	1042008	10012036
3128QJRN8	FHLMC POOL # 1G1393	2	1	773,767.87	780,088.81	742,694.64	771,016.29	9,072.52		(3,389.34	)	—	—	2.767	1.9300	MON	1,712.53	10,776.69	3092012	12012036
3128QJ3B0	FHLMC POOL # 1G1694	2	1	988,366.12	1,058,220.66	1,003,218.46	989,354.58	68,866.08		147.53		—	—	2.765	3.0450	MON	2,311.58	11,957.17	8102007	4012037
31326KNP8	FHLMC POOL # 2B4898	2	1	474,984.59	480,848.67	462,131.57	474,885.9	5,962.77		(1,125.65	)	—	—	2.962	1.9430	MON	1,140.69	5,118.78	1202016	11012045
31342AZE2	FHLMC POOL # 780741	2	1	286,196.8	295,034.93	277,398.10	285,338.05	9,696.88		(1,306.45	)	—	—	2.548	1.6420	MON	589.01	3,802.25	11162009	7012033
31342A6F1	FHLMC POOL # 780870	2	1	184,314.76	199,119.36	187,178.59	184,533.38	14,585.98		226.37		—	—	2.483	2.8380	MON	387.3	2,405.75	2222012	9012033
31349SJK0	FHLMC POOL # 781166	2	1	350,341.35	379,823.25	356,142.57	350,929.49	28,893.76		796.90		—	—	2.678	2.9900	MON	794.79	5,038.03	1092006	1012034
31349UCW6	FHLMC POOL # 782785	2	1	91,395.82	98,075.57	92,114.33	91,450.46	6,625.11		36.52		—	—	2.422	2.5360	MON	185.92	1,137.92	4022007	10012034
31349UEJ3	FHLMC POOL # 782837	2	1	144,583.4	154,781.39	145,720.01	144,650.66	10,130.73		169.06		—	—	2.623	2.7510	MON	318.52	2,059.74	4022007	11012034
31349UJL3	FHLMC POOL # 782967	2	1	51,956.62	56,322.55	52,739.48	52,015.15	4,307.4		112.58		—	—	2.659	2.9720	MON	116.86	746.47	9302008	1012035
31349ULB2	FHLMC POOL # 783022	2	1	135,127.65	145,830.97	136,334.23	135,191.71	10,639.26		177.41		—	—	2.93	3.0880	MON	332.88	2,025.88	4022007	2012035
31295NXK9	FHLMC POOL # 789682	2	1	23,418.78	24,816.51	23,554.04	23,429.01	1,387.5		20.43		—	—	2.477	2.5460	MON	48.62	301.77	8102006	9012032
3128JRJS6	FHLMC POOL # 847473	2	1	963,616.09	1,030,573.87	967,546.78	963,690.9	66,882.97		412.29		—	—	2.549	2.5870	MON	2,055.23	12,984.59	9262007	12012035
3128JRKQ8	FHLMC POOL # 847503	2	1	513,172.97	555,322.93	525,447.10	513,936.13	41,386.8		811.05		—	—	2.643	3.2950	MON	1,157.3	6,940.38	5312006	12012035
3128JRPZ3	FHLMC POOL # 847640	2	1	188,152.28	202,428.12	189,183.35	188,180.85	14,247.27		76.12		—	—	2.86	2.9330	MON	450.89	2,555.32	11132006	5012036
3128JRP26	FHLMC POOL # 847641	2	1	306,496.08	321,747.62	308,967.80	306,705.63	15,041.99		124.79		—	—	2.615	2.7280	MON	673.29	4,142.34	2222012	12012033
3128JR6Z4	FHLMC POOL # 848088	2	1	4,215,646.85	4,298,730.67	4,011,916.70	4,200,408.98	98,321.69		(21,309.83	)	—	—	2.727	1.4060	MON	9,117.08	54,859.08	3082011	4012035
31300L3D5	FHLMC POOL # 848896	2	1	1,174,427.63	1,172,601.22	1,116,508.74	1,173,242.22	(641	)	(11,547.68	)	—	—	2.928	0.7900	MON	2,724.28	18,604.82	4222013	5012042
31300MZV8	FHLMC POOL # 849756	2	1	9,888,051.18	10,065,107.69	9,719,105.77	9,885,835.69	179,272		(25,262.40	)	—	—	2.705	1.9950	MON	21,908.48	144,093.81	12092015	7012045

3128KWBZ5	FHLMC POOL # A65456	2	1	8,564.22	9,642.2	8,242.27	8,538.08	1,104.12	(81.55	)	—	—	6	5.1140	MON	41.21	284.69		2042009	9012037
3128KWFX6	FHLMC POOL # A65582	2	1	13,555.76	15,262.02	13,046.15	13,514.29	1,747.73	(186.11	)	—	—	6	5.1220	MON	65.23	479.47		2042009	9012037
3128KWFY4	FHLMC POOL # A65583	2	1	17,286.62	19,462.47	16,636.75	17,232.98	2,229.49	(51.38	)	—	—	6	5.1380	MON	83.18	526.23		2042009	9012037
3128KWNV1	FHLMC POOL # A65804	2	1	333,965.9	385,086.06	330,174.01	333,614.18	51,471.88	(80.68	)	—	—	6	5.7340	MON	1,650.87	9,973.77		11022007	9012037
3128KWNX7	FHLMC POOL # A65806	2	1	519,677.03	599,224.06	513,776.61	519,165.21	80,058.85	(961.03	)	—	—	6	5.7150	MON	2,568.88	17,876.43		11022007	9012037
3128KWTK9	FHLMC POOL # A65954	2	1	15,566.81	17,526.17	14,981.58	15,511.74	2,014.43	(163.73	)	—	—	6	5.2450	MON	74.91	513.55		2042009	9012037
3128KWTP8	FHLMC POOL # A65958	2	1	13,843.58	15,586.09	13,323.17	13,800.4	1,785.69	(83.51	)	—	—	6	5.1420	MON	66.62	428.85		2042009	9012037
3128KWTZ6	FHLMC POOL # A65968	2	1	14,803.69	16,667	14,247.15	14,759.14	1,907.86	(14.26	)	—	—	6	5.1040	MON	71.24	431.36		2042009	9012037
3128KWT29	FHLMC POOL # A65969	2	1	14,628.02	16,469.21	14,078.07	14,584.28	1,884.93	(49.08	)	—	—	6	5.1010	MON	70.39	445.88		2042009	9012037
3128KW5Q2	FHLMC POOL # A66255	2	1	86,727.77	98,753.06	85,743.06	86,618.93	12,134.13	(1,033.22	)	—	—	6	5.7850	MON	428.72	5,220.82		11022007	9012037
3128KYXE4	FHLMC POOL # A67877	2	1	17,784.66	20,023.19	17,116.06	17,725.08	2,298.11	(55.56	)	—	—	6	5.1660	MON	85.58	523.3		2042009	4012037
312929CM2	FHLMC POOL # A82776	2	1	5,559.92	6,258.42	5,350.90	5,542.75	715.67	(15.79	)	—	—	6	5.2240	MON	26.75	164.73		2042009	1012039
312930LH1	FHLMC POOL # A83928	2	1	13,185.03	14,841.49	12,689.35	13,146.8	1,694.69	(88.72	)	—	—	6	5.1810	MON	63.45	433.8		2042009	1012039
312930LQ1	FHLMC POOL # A83935	2	1	18,612.5	20,950.83	17,912.79	18,552.72	2,398.11	(203.33	)	—	—	6	5.2630	MON	89.56	635.67		2042009	1012039
312930RC6	FHLMC POOL # A84083	2	1	15,117.65	16,998.33	14,549.32	15,063.21	1,935.12	(63.13	)	—	—	6	5.3340	MON	72.75	462.85		2042009	1012039
312930RV4	FHLMC POOL # A84100	2	1	7,721.13	8,691.15	7,430.86	7,696.76	994.39	(53.05	)	—	—	6	5.2410	MON	37.15	237.23		2042009	1012039
312930TB6	FHLMC POOL # A84146	2	1	8,667.85	9,746.19	8,342.02	8,641.01	1,105.18	(7.05	)	—	—	6	5.2310	MON	41.71	251.72		2042009	1012039
312942NF8	FHLMC POOL # A93990	2	1	9,707,862.75	9,762,220.25	9,078,071.54	9,698,144.09	64,076.16	(60,727.89	)	—	—	4	2.3530	MON	30,260.24	116,773.16		2032016	9012040
31292KJH1	FHLMC POOL # C02964	2	1	1,282.17	1,443.56	1,233.97	1,278.09	165.47	(4.34	)	—	—	6	5.1400	MON	6.17	39.33		2042009	7012037
31292SA91	FHLMC POOL # C09032	2	1	945,182.93	980,353.55	928,570.21	944,711.52	35,642.03	(995.87	)	—	—	3.5	3.1940	MON	2,708.33	16,805.58		9122014	2012043
3128M4HY2	FHLMC POOL # G02647	2	1	272,711.27	308,772.19	276,469.52	272,923.22	35,848.97	568.81		—	—	5.5	5.9230	MON	1,267.15	8,228.6		4092007	2012037
3128M4ZG1	FHLMC POOL # G03143	2	1	2,198.19	2,474.87	2,115.55	2,191.21	283.66	(8.39	)	—	—	6	5.1360	MON	10.58	66.86		2042009	7012037
3128M5HK9	FHLMC POOL # G03534	2	1	2,906,701.98	3,265,573.72	2,828,476.85	2,899,988.85	365,584.87	(9,071.68	)	—	—	6.5	5.8620	MON	15,320.92	98,486.25		11062007	10012037
3128M6UB2	FHLMC POOL # G04778	2	1	51,434.99	57,896.86	49,501.34	51,275.1	6,621.76	(209.48	)	—	—	6	5.1940	MON	247.51	1,579.58		2042009	7012038
3128M7AZ9	FHLMC POOL # G05124	2	1	122,640.39	138,047.92	118,029.84	122,268.63	15,779.29	(559.44	)	—	—	6	5.2060	MON	590.15	3,768.21		2042009	12012038
3128M92M3	FHLMC POOL # G07680	2	1	3,519,886.51	3,607,498.73	3,329,973.94	3,514,816.08	92,682.65	(14,428.01	)	—	—	4	3.0400	MON	11,099.92	69,308.29		8122014	4012044
3128MABS7	FHLMC POOL # G07849	2	1	8,336,449.78	8,459,410.62	7,911,221.62	8,333,929.7	125,480.92	(2,520.08	)	—	—	3.5	2.7310	MON	23,074.4	(9,229.75	)	5252016	5012044
3128MJS68	FHLMC POOL # G08540	2	1	1,145,140.73	1,163,071.49	1,119,086.52	1,144,903.45	18,168.04	(785.15	)	—	—	3	2.6520	MON	2,797.72	4,544.8		3302016	8012043
3128MJUH1	FHLMC POOL # G08583	2	1	393,291.66	393,194.16	360,611.30	392,849.18	344.98	(1,264.87	)	—	—	4.5	2.0820	MON	1,352.28	878.01		5092016	4012044
3128MJUW8	FHLMC POOL # G08596	2	1	3,171,786.47	3,189,736.2	2,925,411.94	3,167,441.88	22,294.32	(35,697.27	)	—	—	4.5	2.2510	MON	10,970.29	72,351.89		8152014	7012044
3128MJU32	FHLMC POOL # G08601	2	1	1,352,046.59	1,354,125.73	1,265,165.31	1,351,133.65	2,992.08	(11,539.14	)	—	—	4	2.0890	MON	4,217.22	27,423.35		3232015	8012044
3128MJU81	FHLMC POOL # G08606	2	1	3,651,688.73	3,731,781.59	3,486,619.10	3,648,221.95	83,559.64	(21,322.88	)	—	—	4	2.6380	MON	11,622.06	75,558.78		9182014	9012044
3128MJV23	FHLMC POOL # G08632	2	1	4,157,389	4,187,362.72	3,970,377.76	4,154,411.28	32,951.44	(16,525.98	)	—	—	3.5	2.5210	MON	11,580.26	73,450.47		3232015	3012045
3128MJWP1	FHLMC POOL # G08653	2	1	2,975,981.83	3,023,444.8	2,915,842.57	2,975,373.14	48,071.66	(2,035.67	)	—	—	3	2.6340	MON	7,289.61	18,987.28		3032016	7012045

3128MJW89	FHLMC POOL # G08670	2	1	1,524,635.62	1,556,876.55	1,501,468.43	1,524,295.2	32,581.35		(1,314.77	)	—	—	3	2.7020	MON	3,753.67	23,354.46		10272015	10012045
3128MJW97	FHLMC POOL # G08671	2	1	4,448,140.11	4,518,270.51	4,284,138.24	4,445,125.13	73,145.38		(11,848.42	)	—	—	3.5	2.6180	MON	12,495.41	78,503.17		11032015	10012045
3128MJXA3	FHLMC POOL # G08672	2	1	72,850.24	73,040.83	68,204.32	72,791.32	249.51		(149.87	)	—	—	4	2.1960	MON	227.35	139.08		5122016	10012045
3128MJXE5	FHLMC POOL # G08676	2	1	1,945,936.18	1,990,847.16	1,887,683.44	1,945,046.59	45,800.57		(3,506.61	)	—	—	3.5	2.8110	MON	5,505.74	34,330.54		11172015	11012045
3128MJXJ4	FHLMC POOL # G08680	2	1	6,613,896.95	6,872,677.5	6,628,083.84	6,613,953.18	258,724.32		483.11		—	—	3	3.0370	MON	16,570.22	101,591.89		12172015	12012045
3128MJXR6	FHLMC POOL # G08687	2	1	4,056,278.08	4,092,362.71	3,880,300.56	4,054,216.52	38,146.19		(6,415.01	)	—	—	3.5	2.4330	MON	11,317.54	29,543.07		2162016	1012046
3128MJXX3	FHLMC POOL # G08693	2	1	4,396,912.94	4,434,205.01	4,204,428.93	4,393,533.06	40,671.95		(7,257.88	)	—	—	3.5	2.4270	MON	12,262.92	36,059.98		3032016	3012046
3128MJYH7	FHLMC POOL # G08711	2	1	2,837,742.19	2,847,557.59	2,700,000.00	2,837,689.28	9,868.31		(52.91	)	—	—	3.5	3.1220	MON	7,875	(7,087.5	)	6232016	6012046
3128MBBR7	FHLMC POOL # G12548	2	1	283,751.09	298,605.76	283,131.76	283,258.29	15,347.47		(85.59	)	—	—	5.5	5.4250	MON	1,297.69	8,666.26		3302007	1012022
3128MBU70	FHLMC POOL # G13106	2	1	320,665.63	307,736.18	298,988.94	313,670.18	(5,934	)	(5,413.87	)	—	—	5	1.9980	MON	1,245.79	8,579.86		7172013	10012020
3128MCRQ0	FHLMC POOL # G13895	2	1	698,750.09	673,874.67	649,056.69	675,632.79	(1,758.12	)	(15,038.56	)	—	—	5	1.8610	MON	2,704.4	20,080.99		11102011	11012019
3128MDCL5	FHLMC POOL # G14375	2	1	114,196.86	112,032.41	107,305.82	113,353.37	(1,320.96	)	(1,075.66	)	—	—	4	2.1040	MON	357.69	2,328.9		12132013	7012026
3128MDM91	FHLMC POOL # G14684	2	1	1,216,609.07	1,214,751.24	1,156,867.70	1,200,415.01	14,336.23		(11,867.71	)	—	—	3	1.5340	MON	2,892.17	19,530.22		2132013	2012023
3128MDNM1	FHLMC POOL # G14696	2	1	464,031.4	454,434.78	417,928.64	454,095.72	339.06		(9,362.91	)	—	—	6	2.8040	MON	2,089.64	14,019.63		3012013	3012024
3128MDVW0	FHLMC POOL # G14929	2	1	558,629.23	548,120.54	520,885.40	554,800.64	(6,680.1	)	(4,138.03	)	—	—	4	2.1930	MON	1,736.29	11,082.24		11192013	10012028
3128MD3A9	FHLMC POOL # G15093	2	1	466,729.94	476,825.52	450,063.53	465,875.64	10,949.88		(1,734.89	)	—	—	3	2.1480	MON	1,125.16	7,076.8		7132015	4012029
3128MD5G4	FHLMC POOL # G15147	2	1	2,464,053.86	2,513,074.18	2,376,602.34	2,456,751.25	56,322.93		(7,977.75	)	—	—	3	2.1900	MON	5,941.5	37,307.41		8132014	8012029
3128MEHM6	FHLMC POOL # G15436	2	1	1,521,697.37	1,543,580.06	1,456,823.20	1,519,362.34	24,217.72		(5,812.27	)	—	—	3	2.0450	MON	3,642.06	22,749.8		9212015	6012030
3128MMUS0	FHLMC POOL # G18592	2	1	5,112,008.68	5,135,105.64	4,892,240.06	5,108,908.02	26,197.62		(6,780.54	)	—	—	3	1.8270	MON	12,230.6	17,733.26		3302016	3012031
31335ACR7	FHLMC POOL # G60080	2	1	2,838,793.44	2,901,891.84	2,751,518.70	2,837,067.02	64,824.82		(4,582.22	)	—	—	3.5	3.0330	MON	8,025.26	49,534.23		6082015	6012045
31335ACS5	FHLMC POOL # G60081	2	1	2,844,428.52	2,908,839.35	2,666,912.19	2,841,174.81	67,664.54		(12,475.01	)	—	—	4	2.8760	MON	8,889.71	55,577.73		6082015	6012045
31335AHP6	FHLMC POOL # G60238	2	1	4,979,418.75	5,140,387.77	4,805,953.84	4,977,855.69	162,532.08		(8,124.34	)	—	—	3.5	2.9790	MON	14,017.36	86,259.28		12212015	10012045
3128MTB72	FHLMC POOL # H00962	2	1	33,010.96	36,765.67	32,376.09	32,961.62	3,804.05		(5.49	)	—	—	6.5	5.9680	MON	175.37	1,052.22		10312007	7012037
3128MTEE4	FHLMC POOL # H01033	2	1	368,984.12	410,952.76	361,887.72	368,225.66	42,727.1		(4,431.13	)	—	—	6.5	6.1280	MON	1,960.23	16,535.67		10312007	7012037
3128MTF29	FHLMC POOL # H01085	2	1	100,781.24	112,244.17	98,842.96	100,556.26	11,687.91		(59.66	)	—	—	6.5	6.1600	MON	535.4	3,245.96		10312007	7012037
3128PVWH9	FHLMC POOL # J16048	2	1	1,716,437.43	1,719,776.77	1,624,789.18	1,696,251.33	23,525.44		(11,573.96	)	—	—	4	2.6860	MON	5,415.96	34,496.16		8022011	7012026
3128PV4J6	FHLMC POOL # J16225	2	1	1,379,911.28	1,382,595.9	1,306,231.65	1,364,480.06	18,115.84		(8,815.88	)	—	—	4	2.6280	MON	4,354.11	28,145.35		8022011	8012026
31307MPM2	FHLMC POOL # J31328	2	1	329,316.59	331,672.44	315,985.94	328,786.35	2,886.09		(1,138.23	)	—	—	3	2.0750	MON	789.96	4,953.6		9022015	4012030
31307MRM0	FHLMC POOL # J31392	2	1	309,103.77	311,315	296,591.31	308,592.87	2,722.13		(719.73	)	—	—	3	2.1070	MON	741.48	4,543.04		9022015	4012030
31307MR40	FHLMC POOL # J31407	2	1	406,233.98	408,344.19	389,031.49	405,632.02	2,712.17		(1,222.84	)	—	—	3	1.9990	MON	972.58	6,047.67		9212015	4012030
31307MSH0	FHLMC POOL # J31420	2	1	170,624.85	173,506.17	163,717.98	170,345.46	3,160.71		(716.42	)	—	—	3	2.0960	MON	409.3	2,590.79		9022015	4012030
31307MSY3	FHLMC POOL # J31435	2	1	385,222.69	387,978.49	369,628.99	384,602.68	3,375.81		(1,184.83	)	—	—	3	2.0750	MON	924.07	5,731.36		9022015	4012030
31307NN34	FHLMC POOL # J32210	2	1	519,405.72	528,176.94	498,380.33	518,564.33	9,612.61		(1,461.90	)	—	—	3	2.1190	MON	1,245.95	7,653.49		9022015	7012030
31307NPD0	FHLMC POOL # J32220	2	1	95,050.27	96,655.38	91,202.66	94,894.98	1,760.4		(481.21	)	—	—	3	2.1300	MON	228	1,491.23		9022015	7012030

3132GLQP2	FHLMC POOL # Q05262		2	1	2,717,593.84	2,777,208.04	2,626,091.00	2,712,304.06	64,903.98		(6,413.88	)	—	—	3.5	2.8700	MON	7,659.43	48,073.54		2032012	12012041
3132GMDN9	FHLMC POOL # Q05809		2	1	3,704,002.01	3,763,596.46	3,499,499.98	3,698,019.91	65,576.55		(21,509.24	)	—	—	4	2.8600	MON	11,665	74,425.31		6272014	1012042
3132GSEB1	FHLMC POOL # Q07030		2	1	596,386.81	599,719.02	568,495.03	596,402.62	3,316.4		(366.51	)	—	—	3.5	2.7120	MON	1,658.11	2,685.83		3312016	3012042
3132JMGH6	FHLMC POOL # Q20200		2	1	6,000,554.31	6,072,742.88	5,744,734.13	5,997,323.23	75,419.65		(13,552.13	)	—	—	3.5	2.7060	MON	16,755.47	63,093.27		1282016	7012043
3132M55C2	FHLMC POOL # Q25643		2	1	1,821,264.02	1,836,178.85	1,682,460.99	1,818,121.09	18,057.76		(9,911.99	)	—	—	4	2.6090	MON	5,608.2	34,992.36		1222015	4012044
3132M92R4	FHLMC POOL # Q29184		2	1	2,350,093.57	2,357,349.16	2,200,043.74	2,347,288.96	10,060.2		(14,873.49	)	—	—	4	2.1080	MON	7,333.48	46,808.37		12112014	10012044
3132QLQT3	FHLMC POOL # Q30465		2	1	2,628,098.83	2,685,714.41	2,521,336.00	2,625,667.64	60,046.77		(4,293.53	)	—	—	3.5	2.8060	MON	7,353.9	45,093.94		12112014	12012044
3132QNGH6	FHLMC POOL # Q31999		2	1	2,086,962.95	2,093,714.62	1,985,220.43	2,085,128.86	8,585.76		(7,564.32	)	—	—	3.5	2.4380	MON	5,790.23	36,316.01		4152015	3012045
3132QNP37	FHLMC POOL # Q32241		2	1	2,223,399.29	2,237,024.02	2,121,103.67	2,221,682.26	15,341.76		(8,545.00	)	—	—	3.5	2.5380	MON	6,186.56	34,505.54		2162016	3012045
3137B6U82	FHLMC SENIOR AGENCY CMO 4286 MP		2	1	3,660,773.33	3,678,130.26	3,371,556.95	3,648,888.12	29,242.14		(28,568.15	)	—	—	4	2.6430	MON	11,238.52	70,898.43		4222015	12152043
3137B8MW4	FHLMC SENIOR AGENCY CMO_4322-DN		2	1	4,092,042.21	4,076,284.35	3,813,757.13	4,035,379.54	40,904.81		(31,099.73	)	—	—	4	2.0200	MON	12,712.53	80,559.95		8202014	5152043
3137BDJQ0	FHLMC SENIOR AGENCY CMO_4384-HN		2	1	865,017.49	878,317.29	819,739.68	856,236.73	22,080.56		(5,090.04	)	—	—	3.5	2.1250	MON	2,390.91	15,039.97		10072014	6152040
3137A47K7	FHLMC SENIOR CMO_3778 M		2	1	172,063.66	174,182.65	158,355.98	170,006.55	4,176.1		(1,521.60	)	—	—	4.5	1.2100	MON	593.83	3,778.54		1132014	8152039
3137EADP1	FHLMC UNSECURED AGENCY BND			1	14,877,000	15,048,900.6	15,000,000.00	14,958,535.8	90,364.8		12,084.75		—	—	0.875	1.0410	MS	41,562.5	65,625		2012013	3072018
31395EC47	FHLMC_2839 CMO_2839 TS		2	1	368,486.14	352,449.83	342,977.21	356,007.25	(3,557.42	)	(7,398.99	)	—	—	5	1.3300	MON	1,429.07	10,526.1		3072013	8152019
31397JAB0	FHLMC_3346A AGNECY CMO_3335-AF		2	1	80,110.33	79,940.99	80,104.06	80,106.31	(165.32	)	(1.72	)	—	—	0.592	0.5890	MON	21.08	275.39		7222011	10152020
31398Q4P9	FHLMC_3674 SENIOR AGENCY CMO 3674 HJ		2	1	1,183,274.56	1,203,088.59	1,059,154.85	1,171,171.61	31,916.98		(14,370.76	)	—	—	5.5	2.6090	MON	4,854.46	30,886.15		11202013	4152040
3137BPVZ9	FHMS_K055 AGCYSEN SENIOR CMBS_K055 A1		2	1	3,241,429.71	3,304,793.3	3,178,000.00	3,241,071.32	63,721.98		(358.39	)	—	—	2.263	1.7820	MON	5,993.18	(4,195.23	)	6082016	4242025
3137BPWG0	FHMS_KJ05 LCF SENIOR AGENCY CMBS_KJ05 A2		2	1	786,285.21	790,324.35	770,886.00	786,252.69	4,071.66		(32.52	)	—	—	2.158	1.3740	MON	1,386.31	(1,293.89	)	6172016	10252021
3137BDKF2	FHR AGENCY CMO_4384 LA		2	1	3,796,160.93	3,810,790.12	3,604,663.22	3,770,863.27	39,926.85		(21,434.00	)	—	—	3.5	2.1230	MON	10,513.6	66,405.69		8272014	9152040
31283AKB5	FHSTR CMO_282 150		2	1	3,092,603.91	3,154,191.96	3,162,365.70	3,099,657.81	54,534.15		9,029.17		—	—	1.5	1.4870	MON	3,952.96	25,230.99		10172012	10152027
31620MAP1	FIDELITY NATIONAL INFORMATION CORP BND		1	2FE	3,060,900	3,171,418.98	3,000,000.00	3,053,154.18	118,264.8		(5,832.67	)	—	—	3.625	3.1720	AO	22,958.34	52,864.59		10282015	10152020
316773CR9	FIFTH THIRD BANK CAPSEC CORP BND		1	3FE	7,895,000	7,020,000	8,000,000.00	7,897,485.16	(877,485.16	)	404.51		—	—	4.9	4.9790	MS	99,088.89	196,000		11242014	12292049
31677QBC2	FIFTH THIRD BANK SENIOR CORP BND		1	1FE	4,342,897.5	4,519,639.13	4,350,000.00	4,345,043.37	174,595.76		423.67		—	—	2.875	2.8980	AO	31,265.63	62,531.25		3132015	10012021
31677QBF5	FIFTH THIRD BANK SENIOR CORP BND		1	1FE	2,349,459.5	2,393,577.51	2,350,000.00	2,349,510.87	44,066.64		51.37		—	—	2.3	2.3080	MS	15,914.72	—		3102016	3152019
31677QBG3	FIFTH THIRD BANK SENIOR CORP BND		1	1FE	909,317.5	921,992.41	910,000.00	909,323.52	12,668.89		6.02		—	—	2.25	2.2660	JD	966.87	—		6092016	6142021
31677AAB0	FIFTH THIRD BANK SUB CORP BND		1	2FE	879,128.8	920,027.34	880,000.00	879,149.99	40,877.35		21.19		—	—	3.85	3.8620	MS	9,975.78	—		3102016	3152026
31970LAA2	FIRST COAST RE 2016 LTD CORP BND 144A	F	1		500,000	502,805	500,000.00	500,000	2,805		—		—	—	4.289	4.2890	MJSD	1,846.72	—		5252016	6072019
BRSU8ETX2	FIRST DATA CORPORATION SENIOR SECURED TE		2	4FE	4,492,111.12	4,472,309.73	4,522,244.35	4,493,787.86	(21,478.13	)	1,451.48		—	—	—	—	MJSD	—	52,784.17		0	9242018
33766QAA5	FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A		2	1FE	78,159.61	78,066.78	78,159.69	78,158.72	(91.94	)	0.28		—	—	0.679	0.6790	JJ	244.71	443.84		6122013	1152019
BRSFEV6K3	FLY FUNDING II SARL SENIOR SECURED TERM	F	2	4FE	2,538,745.76	2,536,780.9	2,547,928.09	2,541,508.03	(4,727.13	)	1,145.37		—	—	—	0.0800	FMAN	—	45,046.95		10192015	8092019
BRSHZJ755	FLYING FORTRESS INC SENIOR SECURED TERM		1	3FE	1,063,095.24	1,061,764.71	1,064,425.77	1,063,391.51	(1,626.8	)	134.48		—	—	—	0.0250	JAJO	—	18,834.42		5012015	4302020
30249UAA9	FMC TECHNOLOGIES INC SENIOR CORP BND			2FE	349,184.5	344,883	350,000.00	349,789.53	(4,906.53	)	82.21		—	—	2	2.0490	AO	1,750	3,500		9182012	10012017
BRSL7M1V9	FMG RESOURCES (AUGUST 2006) PT SENIOR SE	F		2FE	4,185,739.82	4,025,258.87	4,216,772.00	4,200,205.31	(174,946.44	)	9,418.65		—	—	—	0.1300	MJSD	—	136,885.94		11152013	6302019

D2R6L0P26	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	D		1FE	1,456,545.31	1,358,682.48	1,000,000.00	1,455,984.95	(97,302.47	)	(1,360.61	)	—	(115,334.55	)	1.25	1.1370	MAR	5,264.8	2,219.75		4012016	3082019
30254WAE9	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	F		1FE	1,366,562.56	1,372,960.12	1,367,000.00	1,366,826.31	6,133.81		72.45		—	—		1.125	1.1360	MS	4,955.38	7,689.38		8272014	9052017
30254WAF6	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	F		1FE	7,524,617.94	7,530,911.06	7,534,000.00	7,531,140.8	(229.74	)	2,453.24		—	—		0.625	0.6910	JJ	19,750.59	23,543.75		6082015	1302017
30254WAJ8	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	F		1FE	3,975,320	4,009,360	4,000,000.00	3,975,528.94	33,831.06		208.94		—	—		1.375	1.5040	JD	2,444.44	—		6082016	6082021
BRSTSH835	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	D			2,377,639.35	2,152,559.2	1,600,000.00	2,377,746.92	(225,187.72	)	(23.17	)	—	(238,440.36	)	1	0.9860	APR	4,805.16	12,667.12		1182016	4102018
3135G0E58	FNMA AGENCY BND			1	5,491,090	5,551,974.56	5,500,000.00	5,493,414.15	58,560.41		1,400.52		—	—		1.125	1.1780	AO	12,375	30,937.5		8272015	10192018
3135G0H71	FNMA AGENCY BND		1	1	500,500	500,535.01	500,000.00	500,234.23	300.78		(265.77	)	—	—		1.375	1.0410	FA	2,463.54	(1,355.9	)	5022016	2222019
3135G0WJ8	FNMA AGENCY BND			1	1,995,720	2,007,899.94	2,000,000.00	1,998,390.68	9,509.26		420.44		—	—		0.875	0.9180	MN	1,944.44	8,750		4112013	5212018
3135G0ZB2	FNMA AGENCY BND			1	1,743,892.5	1,751,277.68	1,750,000.00	1,748,407.22	2,870.46		3,335.44		—	—		0.75	0.8640	AO	2,588.54	29,687.5		3062014	4202017
31398SVZ3	FNMA AGENCY CMO _10-139-MA		2	1	1,541,091.25	1,515,671.41	1,507,459.82	1,539,787.7	(24,116.29	)	(3,993.26	)	—	—		2.5	2.4930	MON	3,140.54	20,126.01		11092010	12252040
31398SZN6	FNMA AGENCY CMO _10-141-G		2	1	8,053,526.09	8,181,617.72	7,744,938.71	8,001,202.23	180,415.49		(14,978.83	)	—	—		3.5	1.8890	MON	22,589.41	135,756.11		7212014	5252030
3136ALUX7	FNMA AGENCY CMO 2014-70 KP		2	1	4,127,610.84	4,140,804.69	3,917,068.40	4,099,715.43	41,089.26		(18,484.20	)	—	—		3.5	2.2830	MON	11,424.78	71,693.38		10242014	3252044
3136A1PM1	FNMA AGENCY CMO__11-96-PA		2	1	2,525,191.63	2,505,220.44	2,473,980.25	2,517,721.79	(12,501.35	)	(7,190.88	)	—	—		2.5	2.3120	MON	5,154.13	32,842.44		9062011	3252040
3136ABTM5	FNMA AGENCY CMO__13-7-CT		2	1	513,104.33	521,202.83	514,637.95	513,619.4	7,583.43		3,240.38		—	—		2	3.0800	MON	857.73	11,508.58		1032013	2252043
31398GEH8	FNMA AGENCY CMO_09-100-MA		2	1	429,022.83	431,875.12	414,118.70	427,972.98	3,902.14		(2,888.61	)	—	—		3	2.9400	MON	1,035.3	6,911.84		11132009	11252039
31397NLS2	FNMA AGENCY CMO_09-11 LC		2	1	457,458.94	456,786.01	429,791.13	453,986.53	2,799.48		(5,003.96	)	—	—		4.5	2.0550	MON	1,611.72	10,591.41		2072014	3252049
31398MU53	FNMA AGENCY CMO_10-29-PA		2	1	72,154.5	70,949.64	70,150.31	70,883.92	65.72		(1,320.04	)	—	—		4.5	2.8760	MON	263.06	2,313.03		3162010	10252038
31398MAY2	FNMA AGENCY CMO_10-9 MC		2	1	896,750	849,339.12	800,000.00	840,153.94	9,185.18		(13,756.82	)	—	—		5	1.4920	MON	3,333.33	19,999.98		5212014	4252036
31392ER28	FNMA CMO_02-64 PG		2	1	672,320.37	693,616.29	610,329.24	669,579.84	24,036.45		(6,710.57	)	—	—		5.5	5.5600	MON	2,797.34	17,840.19		9182002	10252032
31394DA42	FNMA CMO_05-48 AR		2	1	39,179.62	41,217.38	38,900.04	38,929.97	2,287.41		(35.27	)	—	—		5.5	5.2500	MON	178.29	1,219.21		12202007	2252035
3136A9FV5	FNMA CMO_12-111 LB		2	1	583,863.89	603,115.61	565,058.68	583,459.18	19,656.43		(116.38	)	—	—		3.5	2.7860	MON	1,648.09	9,888.54		2282014	5252041
3136ABFX6	FNMA CMO_12-146 NA		2	1	1,704,533.69	1,766,073.95	1,731,616.17	1,706,073.84	60,000.11		2,937.37		—	—		2	1.5480	MON	2,886.03	18,462.52		12052012	9252042
3136AHYJ3	FNMA CMO_13-135 GB		2	1	3,584,837.58	3,691,358.71	3,603,739.20	3,586,588.32	104,770.39		2,274.58		—	—		2.5	2.5970	MON	7,507.79	47,859.32		12182013	7252032
3136AEXL6	FNMA CMO_13-64 KA		2	1	2,199,434.54	2,278,966.59	2,274,657.48	2,205,429.75	73,536.84		6,103.68		—	—		2	2.0250	MON	3,791.1	23,612.23		5232013	2252033
31371NAC9	FNMA POOL # 256603		2	1	203,013.32	213,887.59	202,823.15	202,657.75	11,229.84		(4.32	)	—	—		5.5	5.4180	MON	929.61	6,141.97		7172008	2012022
31371NE35	FNMA POOL # 256754		2	1	77,572.53	77,173.86	73,181.64	75,905.67	1,268.19		(824.20	)	—	—		5.5	3.6450	MON	335.42	2,229.54		9292009	6012022
31385W2S7	FNMA POOL # 555285		2	1	1,118,066.96	1,173,675.61	1,014,694.92	1,107,185.81	66,489.8		(12,368.30	)	—	—		6	3.6650	MON	5,073.47	32,531.25		1052011	3012033
31385XAZ0	FNMA POOL # 555424		2	1	1,176,207.74	1,220,624.33	1,080,561.19	1,167,447.63	53,176.7		(12,844.54	)	—	—		5.5	3.4630	MON	4,952.57	31,990.26		1252012	5012033
31385XEW3	FNMA POOL # 555549		2	1	28,301.47	29,664.76	28,533.30	28,392.31	1,272.45		75.59		—	—		5	5.2400	MON	118.89	900.61		12142007	6012018
31385XK48	FNMA POOL # 555715		2	1	44,314.9	47,106.12	44,710.57	44,360.5	2,745.62		26.00		—	—		2.647	2.8080	MON	98.62	579.56		4022007	7012033
31400EGH7	FNMA POOL # 685200		2	1	25,406.08	26,629.9	25,614.19	25,491.03	1,138.87		81.55		—	—		5	5.2460	MON	106.72	848.32		12142007	3012018
31400PG58	FNMA POOL # 693320		2	1	49,651.6	53,423.5	50,087.92	49,703.52	3,719.98		15.66		—	—		2.642	2.8090	MON	110.28	656.05		8102006	1012033
31400QJ87	FNMA POOL # 694287		2	1	5,969.04	6,413.16	6,022.31	5,974.73	438.43		1.81		—	—		2.725	2.8990	MON	13.68	76.77		4022007	3012033
31400SA33	FNMA POOL # 695826		2	1	12,513.48	13,116.27	12,615.99	12,554.49	561.78		30.78		—	—		5	5.2470	MON	52.57	394.34		12142007	4012018

31401A3C9	FNMA POOL # 702895	2	1	27,511.73	28,836.99	27,737.11	27,602.45	1,234.54		68.84		—	—	5	5.2440	MON	115.57	854.07	12142007	4012018
31401DVW8	FNMA POOL # 705429	2	1	74,102.96	80,148.85	74,966.86	74,204.8	5,944.05		28.62		—	—	2.789	3.0240	MON	174.24	992.62	8102006	4012033
31401MKS9	FNMA POOL # 712305	2	1	554,057.59	543,163.73	520,241.88	550,906.91	(7,743.18	)	(5,192.13	)	—	—	3.05	1.6160	MON	1,322.28	7,589.76	2232012	5012033
31402DQB9	FNMA POOL # 725950	2	1	58,860.98	61,196.5	59,399.26	59,039.56	2,156.94		126.32		—	—	5	5.2560	MON	247.5	1,739.17	7172008	11012019
31402HD32	FNMA POOL # 729222	2	1	688,604.96	741,807.52	696,217.09	689,256.93	52,550.59		1,260.34		—	—	2.455	2.7020	MON	1,424.34	9,551.83	9172008	7012035
31402QYX3	FNMA POOL # 735226	2	1	292,299.73	293,822.88	263,629.96	291,754.78	2,068.1		(3,543.31	)	—	—	5	2.2950	MON	1,098.46	5,322.42	1042016	2012035
31402RB81	FNMA POOL # 735463	2	1	76,848.14	81,684.88	77,483.79	76,908.06	4,776.82		9.44		—	—	2.759	2.9200	MON	178.15	998.59	9282006	3012035
31402RF87	FNMA POOL # 735591	2	1	2,240,364.24	2,405,983.47	2,158,747.20	2,232,846.71	173,136.76		(10,829.02	)	—	—	5	4.0860	MON	8,994.78	58,113.45	4302010	6012035
31402YSV7	FNMA POOL # 742232	2	1	1,886.56	2,035.52	1,915.88	1,888.73	146.79		0.99		—	—	3.125	3.5670	MON	4.99	28.5	4022007	9012033
31403C2L4	FNMA POOL # 745179	2	1	89,381.43	93,686.97	90,113.61	89,627.76	4,059.21		280.34		—	—	5	5.2350	MON	375.48	2,911.75	12142007	4012019
31403DCE7	FNMA POOL # 745369	2	1	93,505.7	97,123.99	94,271.62	93,741.16	3,382.83		212.70		—	—	5	5.2220	MON	392.8	2,845.28	12142007	12012019
31403DCZ0	FNMA POOL # 745388	2	1	199,065.05	208,654.05	200,695.67	199,658.51	8,995.54		499.54		—	—	5	5.2360	MON	836.23	6,208.95	12142007	11012018
31403H3P3	FNMA POOL # 749706	2	1	171,628.45	183,034.26	173,787.21	171,878.68	11,155.58		80.10		—	—	2.659	2.9100	MON	385.08	2,339.81	5152006	11012033
31403KDB6	FNMA POOL # 750798	2	1	3,700.22	4,000.51	3,757.74	3,707.18	293.33		1.99		—	—	2.699	2.9950	MON	8.45	46.56	4022007	12012033
31403VBR9	FNMA POOL # 758848	2	1	52,894.97	55,442.97	53,328.29	53,049.89	2,393.08		112.48		—	—	5	5.2300	MON	222.2	1,559.93	12142007	1012019
31404CLB4	FNMA POOL # 764522	2	1	9,194.08	10,013.4	9,380.22	9,210.11	803.29		5.63		—	—	2.817	3.3410	MON	22.02	123.04	9302008	6012034
31404LRF9	FNMA POOL # 771886	2	1	47,211.91	50,203.62	48,001.31	47,304.89	2,898.73		184.70		—	—	2.541	2.8860	MON	101.64	658.03	8102006	2012034
31404NBP0	FNMA POOL # 773246	2	1	60,633.21	64,328.24	61,140.66	60,674.34	3,653.9		55.13		—	—	2.506	2.6820	MON	127.68	801.51	4022007	2012035
31404VGA0	FNMA POOL # 779693	2	1	310,484.94	321,451.56	313,423.25	310,791.01	10,660.55		407.16		—	—	2.896	3.0750	MON	756.39	4,213.33	2242006	7012034
31405PAG5	FNMA POOL # 794807	2	1	75,712.66	80,124.07	75,506.55	75,672.04	4,452.03		(16.23	)	—	—	2.221	2.1460	MON	139.75	876.69	6302007	10012034
31405UMM8	FNMA POOL # 799664	2	1	34,616.16	36,618.67	34,888.31	34,644.16	1,974.51		19.90		—	—	2.445	2.5830	MON	71.08	439.51	4022007	10012034
31405UR84	FNMA POOL # 799811	2	1	91,679.81	93,743.26	91,440.25	91,629.25	2,114.01		(7.72	)	—	—	2.266	2.1970	MON	172.67	1,048.4	6302007	11012034
31405UTZ2	FNMA POOL # 799868	2	1	8,443.31	8,953	8,509.68	8,449.9	503.1		2.28		—	—	2.37	2.5130	MON	16.81	102.47	4022007	11012034
31406BB90	FNMA POOL # 804764	2	1	102,763.23	107,924.78	103,571.06	102,839.02	5,085.76		101.12		—	—	2.506	2.6510	MON	216.29	1,406.47	4022007	1012035
31406BEZ9	FNMA POOL # 804852	2	1	77,315.98	81,310.88	77,923.81	77,374.57	3,936.31		58.42		—	—	2.484	2.6270	MON	161.3	1,035.38	4022007	12012034
31406BJF8	FNMA POOL # 804962	2	1	92,544.61	99,200.86	93,272.12	92,611.56	6,589.3		78.45		—	—	2.523	2.6700	MON	196.1	1,208.99	4022007	1012035
31406BQQ6	FNMA POOL # 805163	2	1	123,390.19	128,359.08	124,422.95	123,485.23	4,873.85		179.30		—	—	2.562	2.7210	MON	265.64	1,752.85	4022007	1012035
31406DG67	FNMA POOL # 806721	2	1	172,977.33	183,807.81	174,337.18	173,112.78	10,695.03		165.66		—	—	2.545	2.6840	MON	369.74	2,363.67	4022007	11012034
31406GLK3	FNMA POOL # 809530	2	1	28,323.96	30,461.98	28,524.56	28,347.41	2,114.57		5.03		—	—	2.407	2.5190	MON	57.22	343.2	9282006	2012035
31406MYP5	FNMA POOL # 814418	2	1	69,522.32	73,418.34	70,143.08	69,582.21	3,836.13		162.23		—	—	2.472	2.6390	MON	144.49	915.03	4022007	3012035
31406PKU2	FNMA POOL # 815807	2	1	146,974.8	154,196.79	148,377.40	147,135.93	7,060.86		164.39		—	—	2.434	2.6040	MON	300.96	1,804.6	9282006	2012035
31406TLC3	FNMA POOL # 819423	2	1	198,917.46	213,056.14	200,693.64	199,055.78	14,000.36		172.54		—	—	3.039	3.2240	MON	508.26	2,918.69	4022007	4012035
31406TTE1	FNMA POOL # 819649	2	1	1,650,814.55	1,669,095.79	1,595,953.65	1,644,710.7	24,385.09		(4,041.71	)	—	—	2.576	1.8650	MON	3,425.98	19,755.42	12042009	3012035
31406VHE9	FNMA POOL # 821129	2	1	80,474.83	84,805.07	81,193.39	80,521.24	4,283.83		52.88		—	—	2.754	2.9730	MON	186.34	1,024.97	4022007	5012035

31407D5R2	FNMA POOL # 828056	2	1	358,977.77	370,948.56	352,963.49	358,276.11	12,672.45		(436.81	)	—	—	2.569	2.1760	MON	755.64	4,608.26	2202009	6012035
31407E6W8	FNMA POOL # 828985	2	1	188,214.58	207,687.45	194,694.25	188,706.77	18,980.68		123.62		—	—	2.43	3.4250	MON	394.26	2,346.03	3162006	8012035
31407GC22	FNMA POOL # 829989	2	1	509,037.19	537,032.24	513,874.83	509,458.09	27,574.15		859.81		—	—	2.814	3.0120	MON	1,205.04	6,926.78	1202006	4012035
31408C6D3	FNMA POOL # 847868	2	1	435,943.77	461,969.24	440,625.40	436,478.77	25,490.47		1,469.81		—	—	2.261	2.4470	MON	830.21	5,899.29	5122006	11012035
31409UBQ7	FNMA POOL # 878547	2	1	382,113.78	413,920.59	385,198.37	382,343.57	31,577.02		1,031.33		—	—	2.862	3.0280	MON	918.7	6,314.69	5042006	3012036
31410FU60	FNMA POOL # 888105	2	1	83,493.77	87,515.67	84,177.70	83,678.07	3,837.6		231.60		—	—	5	5.2250	MON	350.75	2,619.41	12142007	8012020
31410GAG8	FNMA POOL # 888407	2	1	3,917,082.7	3,941,707.05	3,541,365.90	3,912,372.24	29,334.81		(58,411.04	)	—	—	5	2.3170	MON	14,755.69	95,894.2	12212015	9012036
31410GC35	FNMA POOL # 888490	2	1	114,141.36	117,269.2	114,399.94	114,149.83	3,119.37		71.83		—	—	2.493	2.5180	MON	237.67	1,555.4	6182007	5012035
31410GC50	FNMA POOL # 888492	2	1	62,603.54	66,827.75	62,484.63	62,565.9	4,261.85		(16.25	)	—	—	2.821	2.7660	MON	146.89	873.11	6182007	5012033
31410GDC4	FNMA POOL # 888499	2	1	436,914.97	461,420.2	439,369.78	437,157.84	24,262.36		260.14		—	—	2.596	2.6890	MON	950.5	5,800.23	2222012	8012033
31410GDF7	FNMA POOL # 888502	2	1	56,598.61	60,908.5	57,334.29	56,705.92	4,202.58		110.61		—	—	2.195	2.4130	MON	104.87	648.28	6182007	6012033
31410GDL4	FNMA POOL # 888507	2	1	238,755.42	252,820.18	242,934.82	239,154.98	13,665.2		361.97		—	—	2.611	2.9880	MON	528.59	3,319.26	6182007	2012035
31410GDM2	FNMA POOL # 888508	2	1	298,406.39	316,631.04	302,578.42	298,813.28	17,817.76		312.07		—	—	2.754	3.0570	MON	694.42	4,159.75	6182007	3012034
31410GDQ3	FNMA POOL # 888511	2	1	40,685.51	43,019.58	41,055.08	40,719.04	2,300.54		55.36		—	—	2.537	2.7310	MON	86.8	558.69	6182007	12012033
31410GDS9	FNMA POOL # 888513	2	1	66,481.71	70,951.43	66,829.83	66,507.14	4,444.29		57.14		—	—	2.777	2.8740	MON	154.66	999.13	6182007	2012034
31410GDX8	FNMA POOL # 888518	2	1	73,643.09	77,422.06	73,879.66	73,654.75	3,767.31		17.17		—	—	2.725	2.7710	MON	167.77	1,008.63	6182007	4012035
31410GDY6	FNMA POOL # 888519	2	1	36,707.71	39,793.01	37,338.04	36,768	3,025.01		56.06		—	—	2.509	2.8810	MON	78.07	492.61	6182007	1012035
31410GDZ3	FNMA POOL # 888520	2	1	460,589.03	484,788.91	463,524.67	460,912.72	23,876.19		299.33		—	—	2.465	2.5710	MON	952.16	5,724	6182007	7012033
31410GD83	FNMA POOL # 888527	2	1	13,084.69	14,301.41	13,331.16	13,110.85	1,190.56		37.38		—	—	2.729	3.1280	MON	30.32	186.92	6182007	4012034
31410GPR8	FNMA POOL # 888832	2	1	1,144,933.53	1,272,789.18	1,101,063.04	1,141,519.9	131,269.28		(7,086.39	)	—	—	6.5	5.4540	MON	5,964.09	38,921.35	1252008	11012037
31410G4F7	FNMA POOL # 889222	2	1	683,436.01	688,023.94	618,144.50	682,294.31	5,729.63		(8,499.45	)	—	—	5	2.3180	MON	2,575.6	12,651.67	1042016	12012036
31410LK84	FNMA POOL # 890519	2	1	867,318.13	904,788.48	792,014.83	865,110.57	39,677.91		(12,345.24	)	—	—	6	3.0770	MON	3,960.07	26,063.32	10232013	10012040
31411DA33	FNMA POOL # 904626	2	1	413,011.65	432,152.32	411,052.72	412,732.65	19,419.67		(184.55	)	—	—	2.605	2.4800	MON	892.33	5,493.17	12132006	12012036
31411GUY6	FNMA POOL # 907899	2	1	1,115,835.72	1,155,885.85	1,106,671.10	1,114,645.72	41,240.13		(664.65	)	—	—	2.597	2.4030	MON	2,395.02	15,330.55	12142006	1012037
31411KCZ4	FNMA POOL # 910088	2	1	1,056,216.11	1,202,045.75	1,046,406.06	1,055,236.67	146,809.08		(995.51	)	—	—	6	5.7280	MON	5,232.03	32,487.66	3292007	3012037
31411LEA5	FNMA POOL # 911029	2	1	60,656.75	60,345	57,223.34	59,330.16	1,014.84		(1,209.56	)	—	—	5.5	3.7240	MON	262.27	1,790	9292009	7012022
31411WPJ0	FNMA POOL # 916725	2	1	674,704.02	669,694.92	637,641.10	672,774.35	(3,079.43	)	(3,445.49	)	—	—	2.739	1.1510	MON	1,455.42	8,743.3	2142012	10012036
31412LMG2	FNMA POOL # 928359	2	1	59,425.71	59,120.29	56,061.99	58,116.08	1,004.21		(640.70	)	—	—	5.5	3.6740	MON	256.95	1,794.22	9292009	5012022
31412LQN3	FNMA POOL # 928461	2	1	138,875.26	138,164.12	131,016.86	135,907.88	2,256.24		(903.93	)	—	—	5.5	3.6330	MON	600.49	3,823.57	9292009	6012022
31412LVF4	FNMA POOL # 928614	2	1	746,537.41	740,844.14	702,520.13	730,498.6	10,345.54		(5,770.78	)	—	—	5.5	3.5520	MON	3,219.88	20,812.57	10212009	8012022
31412SRH0	FNMA POOL # 933488	2	1	224,729	226,018.18	214,091.33	221,107.2	4,910.98		(1,790.37	)	—	—	5	3.4750	MON	892.05	5,861.62	9292009	3012023
31414ARA2	FNMA POOL # 960481	2	1	471,047.3	465,237.31	448,750.04	463,303.83	1,933.48		(2,212.19	)	—	—	5	3.4330	MON	1,869.79	11,793.13	9292009	12012022
31414CRJ9	FNMA POOL # 962289	2	1	587,509.84	590,880.16	559,699.76	578,005.36	12,874.8		(2,892.43	)	—	—	5	3.4830	MON	2,332.08	14,738.5	9292009	3012023
31414GD22	FNMA POOL # 965521	2	1	66,173.24	65,833.15	62,427.59	64,864.62	968.53		(1,067.78	)	—	—	5.5	3.6450	MON	286.13	1,943.31	9292009	12012022

31414NB45	FNMA POOL # 970859	2	1	591,565.03	594,074.29	562,725.34	582,673.61	11,400.68		(4,597.49	)	—	—	5	3.4860	MON	2,344.69	15,423.38		10212009	12012023
31414RB79	FNMA POOL # 973562	2	1	516,658.36	529,325.67	487,413.55	507,188.26	22,137.41		(5,883.65	)	—	—	5.5	3.5630	MON	2,233.98	15,056.94		9292009	3012023
31415MDG7	FNMA POOL # 984003	2	1	905,341.76	1,048,986.97	932,590.91	906,874.61	142,112.36		1,876.89		—	—	5.5	6.2310	MON	4,274.38	26,733.08		7252008	6012038
31415MFS9	FNMA POOL # 984077	2	1	387,336.25	389,558.25	369,001.49	380,997.98	8,560.27		(2,598.74	)	—	—	5	3.5800	MON	1,537.51	9,982.45		9292009	6012023
31416BLV8	FNMA POOL # 995040	2	1	267,712.37	268,847.95	254,661.00	263,284.91	5,563.04		(2,031.06	)	—	—	5	3.5160	MON	1,061.09	6,917.72		10212009	6012023
31416BSE9	FNMA POOL # 995217	2	1	567,660	564,258.04	535,068.87	557,741.16	6,516.88		(6,024.79	)	—	—	5.5	3.6810	MON	2,452.4	16,466.38		10212009	12012023
31416BSX7	FNMA POOL # 995234	2	1	497,957.45	482,145.21	463,755.48	481,072.07	1,073.14		(11,398.39	)	—	—	5	1.8000	MON	1,932.31	14,836.54		11102011	7012019
31416B4M7	FNMA POOL # 995528	2	1	600,917.14	597,998.61	578,413.26	591,872.47	6,126.14		(3,856.05	)	—	—	5	3.6610	MON	2,410.06	15,962.86		3202009	12012021
31416B4N5	FNMA POOL # 995529	2	1	1,252,650.09	1,272,280.43	1,206,465.12	1,235,095.35	37,185.08		(7,664.82	)	—	—	5.5	4.3220	MON	5,529.64	36,755.6		2272009	11012022
31416B4P0	FNMA POOL # 995530	2	1	630,870.94	635,812.15	604,970.65	619,767.67	16,044.48		(4,380.86	)	—	—	5.5	4.1590	MON	2,772.78	18,756.19		3202009	12012021
31416B7J1	FNMA POOL # 995597	2	1	69,331.44	68,975.11	65,407.01	68,172.43	802.68		(660.57	)	—	—	5.5	3.7190	MON	299.78	1,983.17		9292009	3012024
31416CME3	FNMA POOL # 995957	2	1	1,294,641.73	1,298,926.65	1,230,383.06	1,276,144.47	22,782.18		(10,029.23	)	—	—	5	3.4790	MON	5,126.6	33,582.29		9282009	6012024
31416MZC1	FNMA POOL # AA4338	2	1	1,095,537.9	1,111,498.67	1,018,217.05	1,091,842.57	19,656.1		(17,128.39	)	—	—	4.5	3.0490	MON	3,818.31	25,395.46		3212013	4012039
31416PM61	FNMA POOL # AA5780	2	1	1,602,260.96	1,610,634.51	1,475,463.33	1,600,157.57	10,476.94		(14,583.45	)	—	—	4.5	2.3150	MON	5,532.99	21,396.44		1222016	4012039
31416RQU0	FNMA POOL # AA7666	2	1	341,015.99	343,475.85	310,059.00	340,771.69	2,704.16		(244.30	)	—	—	4.5	2.6710	MON	1,162.72	(465.09	)	5262016	6012039
31416TL49	FNMA POOL # AA9346	2	1	4,730,161.92	5,184,182.79	4,679,812.34	4,725,385.36	458,797.43		(5,271.50	)	—	—	4.5	4.2730	MON	17,549.29	111,670.19		2022010	8012039
31417AP60	FNMA POOL # AB4044	2	1	4,073,928.31	4,233,985.51	3,955,270.21	4,069,288.33	164,697.18		(7,462.69	)	—	—	3.5	3.0480	MON	11,536.2	71,810.01		6272014	12012041
31417CS30	FNMA POOL # AB5937	2	1	442,107.59	446,469.77	422,753.40	441,589.12	4,880.65		(1,362.77	)	—	—	3.5	2.8010	MON	1,233.03	7,692.5		2192015	8012042
31417C7C3	FNMA POOL # AB6290	2	1	4,300,326.99	4,331,236.45	4,123,777.76	4,296,119.85	35,116.6		(16,075.18	)	—	—	3	1.8010	MON	10,309.45	26,590.19		3072016	9012027
31417EWF4	FNMA POOL # AB7845	2	1	112,637.99	113,344.98	107,771.44	112,637.99	706.99		—		—	—	3	2.2850	MON	116.75	(116.75	)	6282016	2012043
31417FQC5	FNMA POOL # AB8550	2	1	1,720,504.8	1,726,293.94	1,662,637.23	1,711,295.39	14,998.55		(5,721.08	)	—	—	2.5	1.7660	MON	3,463.83	21,828.05		3132013	3012028
31417FX94	FNMA POOL # AB8803	2	1	14,103.3	13,964.54	13,303.06	13,990.38	(25.84	)	(107.73	)	—	—	3	1.6350	MON	33.26	213.18		4292013	3012028
31417F2Y3	FNMA POOL # AB8890	2	1	18,426.88	18,245.55	17,381.29	18,278.56	(33.01	)	(120.66	)	—	—	3	1.6580	MON	43.45	277.99		4292013	4012028
31417G5T9	FNMA POOL # AB9857	2	1	9,516,673.8	9,955,637.75	9,500,345.09	9,516,225.96	439,411.79		(1,280.69	)	—	—	3	2.9680	MON	23,750.87	147,829.63		12152015	7012043
31417G5V4	FNMA POOL # AB9859	2	1	74,482.12	74,949.62	71,264.10	74,482.12	467.5		—		—	—	3	2.6320	MON	77.2	(77.2	)	6282016	7012043
31417WKV2	FNMA POOL # AC9307	2	1	905,025.67	916,491.71	836,051.42	904,073.68	12,418.03		(13,721.09	)	—	—	4.5	2.8170	MON	3,135.19	15,638.96		1042016	9012041
31419ALC9	FNMA POOL # AE0322	2	1	548,510.37	521,135.81	505,830.90	535,200.53	(14,064.72	)	(11,252.06	)	—	—	5	1.7460	MON	2,107.63	14,805.23		2262013	5012021
31419BBT1	FNMA POOL # AE0949	2	1	2,335,853.5	2,374,486.42	2,203,310.60	2,329,319.8	45,166.62		(12,962.64	)	—	—	4	2.7350	MON	7,344.37	46,698.73		5022012	2012041
3138A7Q76	FNMA POOL # AH5877	2	1	481,298.8	472,659.1	449,025.11	476,935.52	(4,276.42	)	(4,053.18	)	—	—	4	1.9470	MON	1,496.75	9,565.39		12172013	2012026
3138A9YZ1	FNMA POOL # AH7927	2	1	1,189,043.61	1,219,623.51	1,148,660.97	1,181,126.23	38,497.28		(5,263.99	)	—	—	3.5	2.5220	MON	3,350.26	21,507.56		8032011	8012026
3138AP6W3	FNMA POOL # AI9884	2	1	2,884,342.51	2,917,098.48	2,658,763.08	2,879,321.61	37,776.87		(21,661.23	)	—	—	4.5	2.4350	MON	9,970.36	64,129.98		8152014	9012041
3138E9KT6	FNMA POOL # AK4805	2	1	69,618.17	70,097.57	66,740.02	69,111.22	986.35		(261.89	)	—	—	3	1.9140	MON	166.85	1,049.03		4242012	3012027
3138E9L40	FNMA POOL # AK4846	2	1	1,628,080.98	1,639,291.88	1,560,772.65	1,616,225.01	23,066.87		(6,232.06	)	—	—	3	1.9410	MON	3,901.93	24,677.92		4242012	5012027
3138ECD91	FNMA POOL # AK7327	2	1	3,306,919.95	3,333,364.19	3,096,004.63	3,302,673.43	30,690.76		(12,749.53	)	—	—	4	2.6650	MON	10,320.01	63,179.93		12012015	3012037

3138EGHT4	FNMA POOL # AL0241	2	1	3,111,975.67	3,132,766.77	2,916,266.82	3,101,290.75	31,476.02		(15,878.29	)	—	—	4	2.8630	MON	9,720.89	61,223.15		2272013	4012041
3138EJPG7	FNMA POOL # AL2222	2	1	600,171.25	594,858.97	566,366.26	594,123.85	735.12		(3,096.45	)	—	—	3	1.6870	MON	1,415.92	8,892.85		8072012	8012027
3138EJRA8	FNMA POOL # AL2280	2	1	2,262,569.95	2,298,700.59	2,096,944.12	2,259,037.17	39,663.42		(24,569.70	)	—	—	4.5	2.5550	MON	7,863.54	51,165.57		9152014	9012042
3138EJ3G1	FNMA POOL # AL2598	2	1	1,076,339.13	1,072,534.03	999,937.64	1,076,339.13	(3,805.1	)	—		—	—	4	3.3500	MON	1,444.35	(1,444.35	)	6132016	11012042
3138EKVP7	FNMA POOL # AL3321	2	1	4,105,694.28	4,218,099.54	3,990,954.33	4,102,001.12	116,098.42		(8,219.53	)	—	—	3.5	3.0050	MON	11,640.29	72,081.77		6272014	2012043
3138ELZ63	FNMA POOL # AL4364	2	1	1,194,350.54	1,203,297.67	1,129,242.65	1,193,222.07	10,075.6		(5,997.30	)	—	—	3.591	1.4460	MON	3,379.26	21,506.96		2102014	9012042
3138EMCW9	FNMA POOL # AL4584	2	1	242,937.74	234,419.2	226,251.69	241,022.91	(6,603.71	)	(3,374.05	)	—	—	4.5	2.4030	MON	848.44	5,642.78		12122013	1012027
3138ENXH7	FNMA POOL # AL6079	2	1	4,562,945.78	4,634,449.78	4,309,112.13	4,556,420.46	78,029.32		(10,531.84	)	—	—	3.5	2.6680	MON	12,568.25	76,853.2		1122015	11012044
3138ENZV4	FNMA POOL # AL6155	2	1	2,819,626.94	2,849,954.04	2,627,109.09	2,816,430.04	33,524		(13,923.26	)	—	—	4	2.5080	MON	8,757.03	55,043.73		3162015	11012044
3138EN7C7	FNMA POOL # AL6290	2	1	9,309,722.48	9,443,662.17	8,816,546.88	9,291,476.5	152,185.67		(71,013.37	)	—	—	3.5	2.0430	MON	25,714.93	165,100.14		12022015	12012027
3138EP4F8	FNMA POOL # AL7121	2	1	4,965,149.63	5,035,293.7	4,841,096.54	4,963,992.2	71,301.5		(3,352.48	)	—	—	3	2.6010	MON	12,102.74	19,609.33		3302016	1012044
3138EQD41	FNMA POOL # AL7322	2	1	1,828,306.66	1,857,027.12	1,769,953.51	1,826,885.14	30,141.98		(4,030.36	)	—	—	3	2.2060	MON	4,424.89	19,935.78		1042016	6012030
3138EQJ78	FNMA POOL # AL7485	2	1	9,074,496.02	8,966,906.58	8,530,666.06	9,058,305.65	(91,399.07	)	(84,924.98	)	—	—	4	2.1630	MON	28,435.56	184,442.52		12022015	4012029
3138ETCE4	FNMA POOL # AL8168	2	1	1,626,651.15	1,636,786.44	1,519,569.02	1,626,323.86	10,462.58		(6,008.51	)	—	—	4	2.4710	MON	5,065.23	10,546.12		3242016	11012042
3138LURE7	FNMA POOL # AO4084	2	1	980,495.76	979,624.45	923,091.04	971,020.88	8,603.57		(7,571.24	)	—	—	3.5	2.0970	MON	2,692.35	17,143.6		1242013	5012027
3138LYPM3	FNMA POOL # AO7627	2	1	982,509.12	994,338.69	946,711.60	978,925.91	15,412.78		(2,804.70	)	—	—	3	2.0340	MON	2,366.78	14,728.24		8152014	6012027
3138M0AK6	FNMA POOL # AO8109	2	1	8,861,029.33	9,031,710.61	8,534,324.70	8,855,767.29	175,943.32		(22,959.59	)	—	—	3.5	2.7810	MON	24,891.79	156,132.55		11052015	8012042
3138M5GL7	FNMA POOL # AP2002	2	1	398,527.46	396,341	373,546.54	392,031.7	4,309.3		(3,145.15	)	—	—	3.5	1.2980	MON	1,089.51	6,966.14		5132013	8012022
3138M8DS9	FNMA POOL # AP4612	2	1	2,264,588.05	2,278,878.23	2,120,152.67	2,262,346.39	16,531.84		(4,196.28	)	—	—	4	2.8670	MON	7,067.18	42,924.53		12012015	7012042
3138M8YB3	FNMA POOL # AP5205	2	1	4,146,692.88	4,150,915.32	3,998,016.61	4,121,634.5	29,280.82		(13,534.25	)	—	—	2.5	1.6360	MON	8,329.2	52,690.4		9062012	9012027
3138MBWZ5	FNMA POOL # AP7863	2	1	439,978.64	437,564.72	412,399.40	432,872.13	4,692.59		(4,290.38	)	—	—	3.5	1.3200	MON	1,202.83	7,896.26		5132013	9012022
3138MFFQ5	FNMA POOL # AQ0174	2	1	65,088.71	65,608.61	62,276.54	65,088.71	519.9		—		—	—	3	2.6250	MON	67.47	(67.47	)	6282016	11012042
3138MLTD6	FNMA POOL # AQ5047	2	1	68,009.14	68,552.36	65,070.79	68,009.14	543.22		—		—	—	3	2.3690	MON	70.49	(70.49	)	6282016	12012042
3138MRLL3	FNMA POOL # AQ9330	2	1	2,069,454.88	2,075,428.99	1,961,132.91	2,065,223.14	10,205.85		(8,625.46	)	—	—	3.5	2.5270	MON	5,719.97	35,876.05		2252013	1012043
3138NXER4	FNMA POOL # AR1043	2	1	154,750.63	154,049.95	148,064.58	154,750.63	(700.68	)	—		—	—	3	2.6290	MON	160.4	(160.4	)	6282016	2012043
3138NXH75	FNMA POOL # AR1153	2	1	107,278.04	108,134.93	102,643.07	107,278.04	856.89		—		—	—	3	2.4000	MON	111.2	(111.2	)	6282016	1012043
3138W4AB7	FNMA POOL # AR6301	2	1	17,518.09	17,345.68	16,524.04	17,379.16	(33.48	)	(80.41	)	—	—	3	1.6210	MON	41.31	259.43		4292013	3012028
3138W5LP1	FNMA POOL # AR7533	2	1	229,238.9	230,677.74	219,334.57	229,238.9	1,438.84		—		—	—	3	2.6290	MON	237.61	(237.61	)	6282016	3012043
3138W9AS9	FNMA POOL # AS0016	2	1	4,483,623.36	4,661,295.75	4,481,522.65	4,483,472.54	177,823.21		(190.91	)	—	—	3	2.9800	MON	11,203.81	69,667.02		11122015	7012043
3138W9A26	FNMA POOL # AS0024	2	1	3,253,965.97	3,330,417.73	3,153,449.76	3,253,180.81	77,236.92		(9,446.51	)	—	—	3.5	2.9270	MON	9,197.56	57,927.32		12222015	7012043
3138W9GM6	FNMA POOL # AS0203	2	1	1,817,747.43	1,866,652.73	1,781,286.70	1,816,744.51	49,908.22		(2,453.76	)	—	—	3	2.7270	MON	4,453.22	27,704		3162015	8012043
3138W9KP4	FNMA POOL # AS0301	2	1	3,356,218.93	3,483,231.71	3,348,893.24	3,356,101.19	127,130.52		(458.71	)	—	—	3	2.9550	MON	8,372.23	51,711.38		12222015	8012043
3138W9LM0	FNMA POOL # AS0331	2	1	1,961,074.03	2,066,868.77	1,987,155.44	1,961,754.87	105,113.9		1,454.62		—	—	3	3.1830	MON	4,967.89	30,843.56		9092014	8012043
3138W9VQ0	FNMA POOL # AS0622	2	1	1,516,060.84	1,538,001.1	1,456,000.79	1,508,848.05	29,153.05		(6,318.48	)	—	—	3	2.0800	MON	3,640	23,069.7		10232013	10012028

3138WAJB4	FNMA POOL # AS1157	2	1	3,960,779.88	4,018,945.48	3,828,574.44	3,947,235.59	71,709.89		(17,351.78	)	—	—	3	2.0150	MON	9,571.44	62,180.5		11262013	11012028
3138WAWT0	FNMA POOL # AS1557	2	1	3,998,358.11	4,075,655.41	3,766,483.95	3,992,247.78	83,407.63		(21,870.61	)	—	—	4	2.8090	MON	12,554.94	79,587.15		6272014	1012044
3138WCAD5	FNMA POOL # AS2703	2	1	4,143,843.1	4,224,752.89	3,904,106.55	4,137,838.82	86,914.07		(20,162.69	)	—	—	4	2.7620	MON	13,013.69	82,209.66		6272014	6012044
3138WCAV5	FNMA POOL # AS2719	2	1	5,650,216.22	5,760,889.8	5,310,431.59	5,642,730.11	118,159.69		(47,850.96	)	—	—	4	2.7470	MON	17,701.44	116,568.15		8152014	6012044
3138WCFK4	FNMA POOL # AS2869	2	1	782,451.88	800,201.11	757,478.76	780,326.85	19,874.26		(2,446.89	)	—	—	3	2.2660	MON	1,893.7	11,888.16		9122014	7012029
3138WCPT4	FNMA POOL # AS3133	2	1	3,543,141.36	3,682,395.29	3,443,076.96	3,540,265.85	142,129.44		(5,207.31	)	—	—	3.5	3.0420	MON	10,042.31	61,971.56		8132014	8012044
3138WCZ63	FNMA POOL # AS3464	2	1	2,084,771.19	2,113,546.26	1,994,698.10	2,078,308.85	35,237.41		(9,728.37	)	—	—	3	2.0300	MON	4,986.75	31,511.39		11242014	10012029
3138WDKR1	FNMA POOL # AS3903	2	1	2,917,589.81	2,921,961.79	2,725,923.33	2,914,271.4	7,690.39		(26,782.42	)	—	—	4	1.9570	MON	9,086.41	59,710.22		4132015	11012044
3138WDUJ8	FNMA POOL # AS4184	2	1	9,884,618.85	10,010,579.88	9,330,613.67	9,879,178.36	131,401.52		(88,782.44	)	—	—	4	2.1010	MON	31,102.05	204,303.9		12172015	1012045
3138WD3H2	FNMA POOL # AS4399	2	1	434,692.01	442,160.8	425,972.75	434,522.79	7,638.01		(814.21	)	—	—	3	2.5700	MON	1,064.93	6,812.99		2112015	2012045
3138WD4J7	FNMA POOL # AS4424	2	1	1,647,218.95	1,666,714.27	1,552,149.78	1,645,511.71	21,202.56		(7,325.81	)	—	—	4	2.1680	MON	5,173.84	32,639.82		12092015	2012045
3138WEF79	FNMA POOL # AS4689	2	1	2,832,656.98	2,903,888.21	2,795,959.98	2,831,281.58	72,606.63		(3,137.67	)	—	—	2.5	2.2040	MON	5,824.92	36,158.64		11062015	3012030
3138WEKK4	FNMA POOL # AS4797	2	1	4,339,025.06	4,347,825.68	4,119,836.87	4,334,679.32	13,146.36		(16,489.44	)	—	—	3.5	2.6100	MON	12,016.19	75,652.64		4102015	4012045
3138WEW88	FNMA POOL # AS5170	2	1	2,349,789.11	2,433,822.53	2,321,853.91	2,349,327.64	84,494.89		(890.46	)	—	—	3	2.8270	MON	5,804.64	35,361.65		11032015	6012045
3138WE3P2	FNMA POOL # AS5305	2	1	3,683,081.59	3,737,883.92	3,558,532.93	3,679,028.95	58,854.97		(11,551.24	)	—	—	3	2.2030	MON	8,896.33	55,587.29		11122015	7012030
3138WFHS8	FNMA POOL # AS5640	2	1	2,050,487.89	2,077,630.75	1,949,654.20	2,049,545.88	28,084.87		(3,200.50	)	—	—	3.5	2.7040	MON	5,686.49	14,778.31		2182016	8012045
3138WFPA8	FNMA POOL # AS5816	2	1	2,188,851.28	2,211,605.68	2,093,030.41	2,187,487.58	24,118.1		(3,604.69	)	—	—	3.5	2.6360	MON	6,104.67	37,387.65		10212015	9012045
3138WFU79	FNMA POOL # AS6005	2	1	2,811,949.75	2,858,785.99	2,677,449.50	2,811,502.32	47,283.67		(1,281.06	)	—	—	3.5	2.6720	MON	7,809.23	15,933.02		3292016	10012045
3138WFX68	FNMA POOL # AS6100	2	1	3,333,943.06	3,443,522.77	3,219,257.02	3,333,439.78	110,082.99		(3,128.56	)	—	—	3.5	2.9670	MON	9,389.5	57,061.75		12282015	11012045
3138WFYQ3	FNMA POOL # AS6118	2	1	2,414,587.52	2,443,088.34	2,329,067.10	2,412,127.81	30,960.53		(7,505.55	)	—	—	3	2.1680	MON	5,822.66	36,507.09		12112015	11012030
3138WFZU3	FNMA POOL # AS6154	2	1	9,718,929.97	9,827,008.55	9,366,232.77	9,708,646.68	118,361.87		(29,133.66	)	—	—	3	2.1700	MON	23,415.58	146,141.6		12022015	11012030
3138WF6E1	FNMA POOL # AS6268	2	1	2,392,486.62	2,463,811.64	2,371,733.95	2,391,943.61	71,868.03		(1,542.11	)	—	—	2.5	2.3000	MON	4,941.11	30,526.9		12232015	12012030
3138WGDX9	FNMA POOL # AS6417	2	1	6,035,179.29	6,073,029.81	5,788,273.26	6,029,794.89	43,234.92		(11,997.52	)	—	—	3	2.0760	MON	14,470.68	51,036.42		1282016	12012030
3138WGUC6	FNMA POOL # AS6878	2	1	1,633,446.24	1,648,019.39	1,561,472.13	1,632,645.41	15,373.98		(2,576.72	)	—	—	3	2.0160	MON	3,903.68	8,040.01		3242016	3012031
3138WGZP2	FNMA POOL # AS7049	2	1	508,899.05	511,534.73	494,039.27	508,686.95	2,847.78		(391.38	)	—	—	2.5	1.8870	MON	1,029.25	1,486.17		4122016	4012031
3138WHBR2	FNMA POOL # AS7247	2	1	2,341,499.33	2,342,757.54	2,184,329.96	2,339,243.79	3,513.75		(2,255.54	)	—	—	4	2.2960	MON	7,281.1	(1,456.22	)	6022016	5012046
3138WHGL0	FNMA POOL # AS7402	2	1	4,619,808.02	4,612,206.22	4,300,308.54	4,619,687.39	(7,481.17	)	(120.63	)	—	—	4	3.4290	MON	14,334.37	(12,900.93	)	6232016	6012046
3138WMPS4	FNMA POOL # AT0432	2	1	4,050,753.89	4,213,576.2	4,051,070.38	4,050,641.28	162,934.92		(33.34	)	—	—	3	2.9900	MON	10,127.68	63,356.62		11122015	3012043
3138WNBH1	FNMA POOL # AT0939	2	1	103,805.17	104,456.72	99,320.24	103,805.17	651.55		—		—	—	3	2.6310	MON	107.6	(107.6	)	6282016	4012043
3138WNBL2	FNMA POOL # AT0942	2	1	4,368,941.74	4,571,175.59	4,362,125.93	4,368,592.7	202,582.89		(647.64	)	—	—	3	2.9670	MON	10,905.31	68,522.58		6082015	4012043
3138WPG24	FNMA POOL # AT2016	2	1	1,764,505.45	1,788,343.31	1,719,371.93	1,764,020.49	24,322.82		(2,215.80	)	—	—	3	2.5480	MON	4,298.43	11,319.09		2232016	4012043
3138WPLC6	FNMA POOL # AT2122	2	1	11,432.52	11,320.01	10,783.80	11,340.49	(20.48	)	(181.82	)	—	—	3	1.6440	MON	26.96	183.7		4292013	3012028
3138WQAV4	FNMA POOL # AT2719	2	1	9,336,593.46	9,794,960.15	9,313,310.19	9,336,069.32	458,890.83		(1,861.31	)	—	—	3	2.9550	MON	23,283.28	145,429.32		12152015	5012043
3138WQAW2	FNMA POOL # AT2720	2	1	251,502.91	258,883.83	247,044.52	251,379.9	7,503.93		(1,265.25	)	—	—	3	2.7410	MON	617.61	21,191.64		3112015	5012043

3138WZTZ5	FNMA POOL # AU0567	2	1	1,922,438.8	1,985,297.23	1,854,349.40	1,921,671.01	63,626.22		(27,924.96	)	—	—	3.5	2.9560	MON	5,408.52	178,086.28		12172015	8012043
3138X1ZV1	FNMA POOL # AU2555	2	1	206,251.99	209,070.21	201,006.96	206,197.95	2,872.26		(263.98	)	—	—	3	2.6130	MON	502.52	1,321.23		2232016	7012043
3138X3EG3	FNMA POOL # AU3734	2	1	127,630.21	128,431.29	122,115.91	127,630.21	801.08		—		—	—	3	2.3870	MON	132.29	(132.29	)	6282016	8012043
3138X3EP3	FNMA POOL # AU3741	2	1	4,171,732.78	4,339,530.69	4,053,300.43	4,167,450.43	172,080.26		(10,954.52	)	—	—	3.5	3.0790	MON	11,822.13	98,925.94		6272014	8012043
3138X3XM9	FNMA POOL # AU4283	2	1	2,013,267.67	2,043,674.35	1,908,876.03	2,012,042.25	31,632.1		(3,653.99	)	—	—	3.5	2.7130	MON	5,567.56	10,755.89		3302016	9012043
3138X4HN3	FNMA POOL # AU4736	2	1	1,933,552.59	2,011,547.47	1,912,633.15	1,932,903.26	78,644.21		(1,073.94	)	—	—	3	2.8460	MON	4,781.58	29,541.42		3062015	9012043
3138X9U23	FNMA POOL # AU9600	2	1	1,444,964.63	1,469,343.3	1,386,888.67	1,438,021.96	31,321.34		(3,445.87	)	—	—	3	2.0630	MON	3,467.23	21,302.48		10232013	10012028
3138XSFZ5	FNMA POOL # AW2883	2	1	4,205,782.92	4,344,643.86	3,979,451.60	4,199,484.23	145,159.63		(15,810.61	)	—	—	4	2.9250	MON	13,264.84	83,512.97		6052014	4012044
3138XYQJ6	FNMA POOL # AW8556	2	1	4,400,709.76	4,588,844.63	4,266,708.45	4,396,615.07	192,229.56		(9,260.95	)	—	—	3.5	3.0410	MON	12,444.57	77,691.11		8132014	8012044
3138Y17A7	FNMA POOL # AX0888	2	1	1,018,894.86	1,026,604.68	956,147.67	1,017,876.05	8,728.63		(4,361.26	)	—	—	4	2.6470	MON	3,187.16	20,025.83		8042015	10012044
3138Y3X71	FNMA POOL # AX2501	2	1	391,043.37	391,286.68	365,034.72	390,512.07	774.61		(3,527.27	)	—	—	4	2.0230	MON	1,216.78	7,920.53		2132015	10012044
3138Y6YG3	FNMA POOL # AX5210	2	1	2,703,673.61	2,767,619.96	2,512,853.77	2,699,792.28	67,827.68		(11,502.85	)	—	—	4	2.7810	MON	8,376.18	52,014.14		3172015	10012044
3138Y7HK1	FNMA POOL # AX5633	2	1	236,224.02	239,868.63	229,570.07	236,171.85	3,696.78		(599.34	)	—	—	2.958	1.8190	MON	565.89	2,558.71		1202016	10012045
3138Y7HZ8	FNMA POOL # AX5647	2	1	472,224.72	480,519.37	459,935.82	472,137.17	8,382.2		(1,108.60	)	—	—	2.904	2.0380	MON	1,113.04	4,892.44		1202016	11012045
3138Y8CM0	FNMA POOL # AX6375	2	1	1,850,755.49	1,868,228.9	1,770,263.78	1,848,867.8	19,361.1		(4,637.44	)	—	—	3.5	2.8340	MON	5,163.27	32,421.98		3062015	2012045
3138YGAP7	FNMA POOL # AY2713	2	1	641,012.08	642,996.71	599,514.44	640,742.62	2,254.09		(9,544.16	)	—	—	4	2.1940	MON	1,998.38	13,587.16		3272015	2012045
3138YKH55	FNMA POOL # AY5651	2	1	2,453,062.7	2,492,536.27	2,376,207.24	2,451,330.53	41,205.74		(5,818.48	)	—	—	3	2.2470	MON	5,940.52	36,868.9		12232015	6012030
3138YMJM2	FNMA POOL # AY7467	2	1	792,082.33	796,673.22	754,897.72	791,700.29	4,972.93		(3,571.95	)	—	—	3.5	2.5550	MON	2,201.79	14,113.49		3272015	4012045
3138YR5T1	FNMA POOL # AZ0857	2	1	7,807,555.83	8,178,346.6	7,825,897.79	7,807,584.42	370,762.18		625.47		—	—	3	3.0230	MON	19,564.75	120,021.99		7172015	7012045
3138YTLY8	FNMA POOL # AZ2142	2	1	2,030,941.32	2,046,293.19	1,938,990.84	2,029,623.25	16,669.94		(4,870.39	)	—	—	3.5	2.5990	MON	5,655.39	34,717.26		10222015	7012045
3138YVEY1	FNMA POOL # AZ3750	2	1	5,092,240.61	5,177,574.55	4,954,445.10	5,090,968.94	86,605.61		(2,025.76	)	—	—	3	2.6350	MON	12,386.11	31,896.87		2232016	1012046
3140E1S38	FNMA POOL # AZ8637	2	1	8,804,718.41	9,095,483.33	8,503,123.25	8,803,452.54	292,030.79		(9,554.81	)	—	—	3.5	2.9570	MON	24,800.78	150,771.16		12282015	10012045
3140EUEE5	FNMA POOL # BC0132	2	1	2,396,133.91	2,451,424.86	2,368,013.75	2,395,257.9	56,166.96		(2,196.93	)	—	—	2.5	2.2200	MON	4,933.36	30,607.96		12102015	12012030
3140EUEF2	FNMA POOL # BC0133	2	1	4,936,471.63	5,005,301.05	4,771,698.90	4,932,147.38	73,153.67		(10,656.14	)	—	—	3	2.0470	MON	11,929.25	73,873.16		12102015	12012030
3140EUFH7	FNMA POOL # BC0167	2	1	7,670,295.24	7,814,202.9	7,332,868.72	7,668,297.18	145,905.72		(11,989.51	)	—	—	3.5	2.7880	MON	21,387.54	88,652.73		1262016	1012046
3140EULG2	FNMA POOL # BC0326	2	1	5,748,611.21	5,888,247.72	5,579,483.13	5,747,017.14	141,230.58		(7,337.81	)	—	—	3.5	2.8070	MON	16,273.5	100,257.8		12162015	12012045
31417Y5D5	FNMA POOL # MA0843	2	1	1,096,693.68	1,096,345.66	1,000,119.63	1,096,693.68	(348.02	)	—		—	—	4.5	3.6330	MON	1,625.19	(1,625.19	)	6132016	9012041
31418AMK1	FNMA POOL # MA1261	2	1	455,581.1	456,452.63	433,081.15	449,849.59	6,603.04		(3,992.21	)	—	—	3	1.2780	MON	1,082.7	7,159.38		2132013	11012022
31418BDN3	FNMA POOL # MA1908	2	1	6,085,645.1	6,131,750.82	5,619,409.69	6,081,360.46	50,390.36		(56,089.57	)	—	—	4.5	2.2950	MON	21,072.79	135,716.38		12172015	5012044
31418B3S3	FNMA POOL # MA2608	2	1	1,778,460.94	1,804,528.74	1,738,462.72	1,777,930.89	26,597.85		(717.12	)	—	—	3	2.6020	MON	4,346.16	4,220.93		4272016	5012046
3138ATD31	FNMA POOL# AJ1921	2	1	339,984.74	349,257.75	318,603.47	338,948.11	10,309.64		(2,355.23	)	—	—	4.5	3.1240	MON	1,194.76	7,710.15		9202011	9012041
3138EBG33	FNMA POOL#AK6517	2	1	922,275.23	930,878.88	882,296.19	914,468.52	16,410.36		(4,168.68	)	—	—	3	1.9830	MON	2,205.74	14,013.94		4242012	3012027
3135G0E33	FNMA SENIOR AGENCY BND		1	4,990,850	5,043,899.9	5,000,000.00	4,993,927.85	49,972.05		1,455.70		—	—	1.125	1.1850	JJ	25,156.25	28,125		6042015	7202018
3135G0H63	FNMA SENIOR AGENCY BND		1	1,748,915	1,775,917.68	1,750,000.00	1,749,079.47	26,838.21		29.85		—	—	1.375	1.3960	JJ	10,226.57	2,264.92		1062016	1282019

3135G0K93	FNMA SENIOR AGENCY BND		1	1	500,000	500,875.02	500,000.00	500,000	875.02		—		—	—	1.25	1.2500	JD	52.08	—		6132016	6282019
3135G0TQ6	FNMA SENIOR AGENCY BND		1	1	4,004,400	4,001,904	4,000,000.00	4,002,714.89	(810.89	)	(1,685.11	)	—	—	1.6	0.7520	JJ	26,844.44	(23,644.44	)	6102016	1302020
3136ALY88	FNMA SENIOR AGENCY CMO _14-83-P		2	1	5,328,464.02	5,433,458.52	5,156,838.00	5,323,031.45	110,427.07		(14,517.48	)	—	—	3	2.3750	MON	12,892.09	60,206.04		1122016	6252043
3136ASUM6	FNMA SENIOR AGENCY CMO_16-32F EA		2	1	2,073,343.53	2,075,336.69	1,967,585.79	2,072,166.73	3,169.96		(2,928.47	)	—	—	3.5	2.1330	MON	5,738.79	—		5112016	8252042
3136ARSK5	FNMA SENIOR AGENCY CMO_16-8 CP		2	1FE	515,664.9	522,818.02	482,493.48	514,823.93	7,994.09		(1,151.40	)	—	—	3.5	2.0710	MON	1,407.27	1,278.4		4292016	10252044
3136AMM71	FNMA SUB CMBS_15-M4 X2		2,4	1	919,345.64	742,177.28	27,266,774.40	789,899.35	(47,722.07	)	(68,244.09	)	—	—	0.665	3.0450	MON	15,104.88	84,835.85		3132015	7252022
31398SKX0	FNMA_10-142 AGENCY CMO 10-142 FM		2	1	376,602.47	375,808.27	375,663.30	376,584.68	(776.41	)	(124.45	)	—	—	0.923	0.8620	MON	57.81	1,821.18		8152013	12252040
3136A7TE2	FNMA_12-91 AGENCY CMO 12-91		2	1	2,568,429.59	2,666,635.53	2,664,650.10	2,571,637.78	94,997.75		12,258.50		—	—	2	1.6480	MON	4,441.08	28,490.74		8012012	4252042
3136AFA95	FNMA_13-81 AGENCY CMO 13-81 UF		2	1	1,207,000.04	1,201,483.43	1,207,943.75	1,207,185.33	(5,701.9	)	93.26		—	—	0.703	0.7170	MON	141.59	4,344.69		8132013	2252043
3136A9LX4	FNR AGENCY CMO_12-114-DB		2	1	2,252,144.04	2,340,846.56	2,347,279.28	2,264,976.53	75,870.03		16,594.84		—	—	1.75	1.6000	MON	3,423.12	22,100.74		1112013	8252039
BRSY82PM8	FOCUSVISION WORLDWIDE INC SECURED TERM L				3,352,746.47	3,335,982.74	3,352,746.47	3,352,746.47	(16,763.73	)	—		—	—	—	—	MJSD	—	90,292.33		12282015	12122022
BRSY82QB1	FOCUSVISION WORLDWIDE INC SECURED TERM L				262,079.57	260,769.17	262,079.57	262,079.57	(1,310.4	)	—		—	—	—	—	MJSD	—	6,226.35		6172016	12112020
34528QDL5	FORD CREDIT FLOORPLAN MASTER O ABS _14-4		2	1FE	1,024,706.65	1,026,568.25	1,025,000.00	1,024,887.4	1,680.85		49.45		—	—	1.4	1.4140	MON	637.78	7,174.98		8192014	8152019
34528QDF8	FORD CREDIT FLOORPLAN MASTER O ABS 14-1		2	1FE	500,761.72	499,790	500,000.00	500,255.11	(465.11	)	(201.72	)	—	—	0.842	0.7630	MON	187.12	2,070.65		3302015	2152019
345397VP5	FORD MOTOR CREDIT COMPANY LLC CORP BND			2FE	1,583,764	1,480,462.2	1,400,000.00	1,473,005.77	7,456.43		(31,915.99	)	—	—	6.625	2.8270	FA	35,038.89	46,375		9212012	8152017
345397XN8	FORD MOTOR CREDIT COMPANY LLC CORP BND			2FE	1,500,000	1,525,775.87	1,500,000.00	1,500,000	25,775.87		—		—	—	2.551	2.5510	AO	9,141.08	18,813.63		10052015	10052018
345397WN9	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2FE	524,506.5	525,966	525,000.00	524,915.19	1,050.81		275.22		—	—	1.5	1.5300	JJ	3,587.5	27,555.21		11062013	1172017
345397WR0	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2FE	3,500,000	3,504,041.21	3,500,000.00	3,500,000	4,041.21		—		—	—	1.724	1.7240	JD	4,190.27	30,170		6032014	12062017
345397WT6	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2FE	3,000,000	3,006,735.6	3,000,000.00	3,000,000	6,735.6		—		—	—	1.684	1.6840	MS	15,857.67	25,260		9032014	9082017
345397XF5	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2FE	3,646,180.5	3,681,735.88	3,650,000.00	3,647,314.02	34,421.86		582.92		—	—	2.459	2.4790	MS	23,435.64	38,517.5		6202016	3272020
345397XH1	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2FE	2,000,000	2,018,301.08	2,000,000.00	2,000,000	18,301.08		—		—	—	2.24	2.2400	JD	1,991.11	22,400		6112015	6152018
345397XK4	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2FE	6,500,000	6,720,137.19	6,500,000.00	6,500,000	220,137.19		—		—	—	3.157	3.1570	FA	83,792.04	102,602.5		7302015	8042020
345397XT5	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2FE	220,000	226,138	220,000.00	220,000	6,138		—		—	—	2.943	2.9430	JJ	3,111.41	—		1052016	1082019
345397XW8	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2FE	665,000	689,111.63	665,000.00	665,000	24,111.63		—		—	—	3.336	3.3360	MS	6,347.2	—		3152016	3182021
345397XY4	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2FE	5,965,000	6,008,673.46	5,965,000.00	5,965,000	43,673.46		—		—	—	2.021	2.0210	MN	19,087.51	—		4292016	5032019
345397XZ1	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			2FE	1,400,000	1,415,405.43	1,400,000.00	1,400,000	15,405.43		—		—	—	3.096	3.0960	MN	6,862.8	—		4292016	5042023
34528QBP8	FORDF ABS 12-2		2	1FE	1,402,694.53	1,385,561.4	1,380,000.00	1,385,245.91	315.49		(4,947.62	)	—	—	1.92	1.2030	MON	1,177.6	13,248		9152014	1152019
34530HAC4	FORDO_14-A ABS_14-A A3		2		86,802.96	86,807.19	86,815.87	86,813.18	(5.99	)	4.87		—	—	0.79	0.7970	MON	30.48	530.67		1142014	5152018
34530KAB9	FORDO_14-B ABS _14-B-A3		2	1FE	566,648.99	568,393.08	568,336.25	567,863.35	529.73		556.33		—	—	0.9	1.0430	MON	227.33	3,455.93		9122014	10152018
34530PAE2	FORDO_14-C ABS 2014-C A4		2	1FE	464,895.47	470,114.99	465,000.00	464,936.66	5,178.33		12.35		—	—	1.56	1.5710	MON	322.4	3,627		11182014	2152020
34532EAE5	FORDO_16B SENIOR ABS 16B A4		2	1FE	922,847.71	931,491.58	923,000.00	922,854.5	8,637.08		6.79		—	—	1.52	1.5290	MON	623.54	1,909.59		4192016	8152021
345838AE6	FOREST LABORATORIES INC. SENIOR CORP BND			2FE	1,237,731.84	1,240,865.4	1,128,000.00	1,207,721.36	33,144.04		(7,917.36	)	—	—	4.875	3.2170	FA	20,774	27,495		7212014	2152021
BRSL40CC0	FORTIUS RE LTD CORP BND 144A	F			1,000,000	1,000,000	1,000,000.00	1,000,000	—		—		—	—	6.97	4.7500	MJSD	193.61	35,631.56		10152013	6302017
34959JAB4	FORTIVE CORP SENIOR CORP BND 144A		1	2FE	1,999,540	2,027,238.76	2,000,000.00	1,999,542.42	27,696.34		2.42		—	—	2.35	2.3550	JD	1,436.11	—		6062016	6152021

34959JAC2	FORTIVE CORP SENIOR CORP BND 144A		1	2FE	817,080.8	846,070.74	820,000.00	817,088.16	28,982.58		7.36		—	—		3.15	3.1920		JD	789.25	—		6062016	6152026
354613AH4	FRANKLIN RESOURCES INC SENIOR CORP BND			1FE	1,541,552.5	1,557,095.9	1,550,000.00	1,547,894.02	9,201.88		856.55		—	—		1.375	1.4890		MS	6,275.34	10,656.25		9192012	9152017
30291WAN4	FREMF SENIOR CMBS 14-K36 144A		2		2,163,906.25	2,093,588.2	2,000,000.00	2,138,677.8	(45,089.6	)	(9,023.24	)	—	—		4.358	3.2380		MON	7,263.92	44,308.86		1162015	12252046
30290FAE2	FREMF_12-K707 SUB CMBS_12-K707 B 144A		2	1	1,039,335.94	1,032,099	1,000,000.00	1,022,803.54	9,295.46		(4,905.49	)	—	—		4.019	2.9720		MON	3,349.41	19,756.21		10082014	1252047
30291YAJ9	FREMF_14-K716 SUB CMBS 14-K716 B 144A		2	1	3,159,492.19	3,141,157.5	3,000,000.00	3,127,267.39	13,890.11		(12,380.45	)	—	—		3.954	3.0180		MON	9,886	60,283.48		1302015	8252047
31679NAA2	FSSLF_15-1A ABS 15-1A A 144A		2	1FE	3,985,600	3,948,632.4	4,000,000.00	3,989,091.71	(40,459.31	)	1,205.55		—	—		2.634	2.7140		JAJO	21,074.8	50,215.95		1292015	1202027
31679NAE4	FSSLF_15-1A MEZZANIN ABS 15-1A C1 144A		1		242,607.08	222,245.48	250,000.00	243,919.5	(21,674.02	)	460.62		—	—		4.384	4.9050		JAJO	2,192.18	5,362.46		1292015	1202027
302644EL9	FSU FINL ASSISTANCE INC FLA MUNITAX BND			1FE	920,061	920,151	900,000.00	908,507.03	11,643.97		(3,321.84	)	—	—		2.84	2.4980		AO	6,390	12,780		2152012	10012017
359900XB8	FULTON CNTY GA DEV AUTH REV MUNI BND REV		2	1FE	1,812,511.6	1,754,455.6	1,640,000.00	1,756,243.24	(1,787.64	)	(16,330.48	)	—	—		5.491	5.1410		MN	15,008.73	45,026.2		6242009	11012019
36354TAE2	GALILEO RE LTD CORP BND 144A	F			500,000	505,085	500,000.00	500,000	5,085		—		—	—		7.198	7.2620		JAJO	8,098.13	7,391.46		1202016	1082019
36354TAC6	GALILEO RE LTD SENIOR CORP BND 144A	F			600,000	611,262	600,000.00	600,000	11,262		—		—	—		13.5	13.7280		JAJO	18,225	16,994.76		1202016	1082019
36354TAD4	GALILEO RE LTD SENIOR CORP BND 144A	F			500,000	505,115	500,000.00	500,000	5,115		—		—	—		9.198	9.3040		JAJO	10,348.13	9,474.8		1202016	1082019
36354TAB8	GALILEO RE LTD UNSEC CORP BND 144A	F			2,400,000	2,471,040	2,400,000.00	2,400,000	71,040		—		—	—		13.73	13.7400		JAJO	75,971.4	167,422.34		1292015	1082018
BRSWRS7S1	GALLERIA CO TERM NOTES			3FE	1,660,808.46	1,664,981.34	1,669,154.23	1,661,298.23	3,683.11		489.77		—	—		—	0.0710		MJSD	—	21,977.2		10222015	1262023
36319QAA0	GALXY_15-19A ABS 15-19A A1A 144A	E	2	1FE	4,992,450	4,990,325	5,000,000.00	4,994,293.63	(3,968.63	)	641.83		—	—		2.188	2.2230		JAJO	20,361.49	51,042.15		1292015	1242027
36319GAC8	GALXY_18A MEZZANIN ABS 2014-18A C1 144A	F	2	1FE	483,750	481,250	500,000.00	483,774.04	(2,524.04	)	24.04		—	—		3.628	4.6620		JAJO	3,880.32	(3,779.53	)	6242016	10152026
C3602DAH7	GARDA WORLD SEC			3FE	1,691,131.1	1,648,640.37	1,699,629.25	1,691,131.1	(42,490.73	)	—		—	—			4.3562		JAJO	—	—		4282016	20201106
BRSL7EJM8	GARDA WORLD SEC SENIOR SECURED TERM NOTE	A	2	3FE	293,768.27	286,387.16	295,244.49	293,768.27	(7,381.11	)	—		—	—		—	0.1150		JAJO	—	—		4282016	11062020
36655QAC8	GARR_15-1A SENIOR ABS_15-1A A2 144A	F	2	1FE	495,800	497,220.6	500,000.00	496,190.96	1,029.64		276.11		—	—		3.162	3.3110		FMAN	1,625.07	7,608.25		10202015	5252027
BRSU1MK36	GARRETSON RESOLUTION GROUP INC SENIOR SE				6,237,132.36	6,190,353.87	6,237,132.36	6,237,132.36	(46,778.49	)	—		—	—		—	—		MJSD	—	360,609.2		5292015	5212021
BRSNN37V3	GATES GLOBAL LLC SENIOR SECURED TERM NOT		2	4FE	3,968,481.71	3,761,161.86	3,965,638.09	3,960,417.46	(199,255.6	)	1,143.79		—	—		—	(2.6060	)	MJSD	—	86,023.17		4162015	7062021
380881CP5	GCCT_15-2A SENIOR ABS 15-2A A 144A	A	2	1FE	1,499,754.15	1,517,065.5	1,500,000.00	1,499,810.65	17,254.85		23.73		—	—		2.02	2.0320		MON	1,346.67	15,150		4222015	4152022
BRSYWECH0	GCP APPLIED TECHNOLOGIES INC SECURED TER		1	3FE	362,357.96	366,475.66	366,018.14	362,598.93	3,876.73		250.14		—	—		—	0.1660		MJSD	—	7,652.13		1222016	1222022
87165LAP6	GE CAPITAL CREDIT CARD MASTER SENIOR ABS		2	1FE	1,099,851.83	1,107,215.98	1,100,000.00	1,099,862.58	7,353.4		11.38		—	—		1.74	1.7480		MON	850.67	17,496.66		9252015	9152021
87165LAT8	GE CAPITAL CREDIT CARD MASTER SENIOR ABS		2	1FE	1,799,983.44	1,846,764	1,800,000.00	1,799,987.05	46,776.95		1.15		—	—		2.38	2.3920		MON	1,904	21,420		9252015	9152023
36164NFF7	GE CAPITAL INTERNATIONAL FUNDI SENIOR CO	F		1FE	1,229,924.16	1,259,318.31	1,224,000.00	1,229,172.07	30,146.24		(546.07	)	—	—		2.342	2.2400		MN	3,662.89	15,845.97		10212015	11152020
U36964MA6	GE CAPITAL UK FUNDING SENIOR CORP BND EM	D		1FE	1,222,625.8	1,044,631.75	700,000.00	1,189,506.38	(144,874.63	)	(25,011.36	)	—	(159,894.8	)	6.75	1.8240		AUG	56,950.97	—		10302015	8062018
BRSP6WS08	GEMINI HDPE LLC SENIOR SECURED TERM NOTE		2	3FE	910,811.25	903,945.88	915,388.23	912,034.69	(8,088.81	)	345.83		—	—		—	0.0710		MJSD	—	22,065.86		7242014	8062021
369550AV0	GENERAL DYNAMICS CORP SENIOR CORP BND			1FE	6,379,157.88	6,416,324.5	6,413,000.00	6,403,668.4	12,656.1		3,355.53		—	—		1	1.1070		MN	8,194.39	32,065		10262015	11152017
36962G6P4	GENERAL ELECTRIC CAPITAL CORP SECURED CO			1FE	1,016,150	1,019,890.52	1,000,000.00	1,013,528.51	6,362.01		(1,888.53	)	—	—		2.1	1.6940		JD	1,166.67	10,500		10162015	12112019
36962G7F5	GENERAL ELECTRIC CAPITAL CORP SENIOR COR			1FE	5,000,000	4,994,930	5,000,000.00	5,000,000	(5,070	)	—		—	—		1.14	0.7400		JAJO	12,345.67	24,942.58		12052014	1142019
36962G4D3	GENERAL ELECTRIC CO CORP BND MTN			1FE	75,265.2	82,354.2	72,000.00	73,228.62	9,125.58		(179.43	)	—	—		6	5.3950		FA	1,728	2,160		10292009	8072019
369604BC6	GENERAL ELECTRIC CO CORP BND			1FE	637,118.1	605,230.61	570,000.00	600,936.33	4,294.28		(10,603.08	)	—	—		5.25	1.4070		JD	2,078.13	14,962.5		7072015	12062017
36962G2T0	GENERAL ELECTRIC CO SENIOR CORP BND MTN			1FE	1,138,210	1,150,015.49	1,000,000.00	1,122,761.91	27,253.58		(15,116.50	)	—	—		5.55	2.2000		MN	8,787.5	27,750		12222015	5042020

36962G5J9	GENERAL ELECTRIC CO SENIOR CORP BND MTN			1FE	406,000.64	409,005.88	358,000.00	397,485.27	11,520.61		(3,456.95	)	—	—		4.65	2.4180	AO	3,421.88	8,323.5		3312015	10172021
37045XBB1	GENERAL MOTORS FINANCIAL CO IN CORP BND		1	2FE	5,131,530.9	5,223,602.4	5,130,000.00	5,130,971.77	92,630.63		(310.46	)	—	—		3.1	3.0880	JJ	73,330.49	40,641		10082015	1152019
37045XAV8	GENERAL MOTORS FINANCIAL CO IN SENIOR CO				3,347,119	3,374,857.9	3,350,000.00	3,348,270.05	26,587.85		471.45		—	—		2.4	2.4300	AO	18,090	40,200		4072015	4102018
37045XAW6	GENERAL MOTORS FINANCIAL CO IN SENIOR CO		1	2FE	1,930,360	1,996,300.2	2,000,000.00	1,936,450.29	59,849.91		4,862.02		—	—		3.45	4.0730	AO	15,525	34,500		11102015	4102022
37331NAF8	GEORGIA-PACIFIC LLC SENIOR CORP BND 144A		1	2FE	7,000,000	7,152,023.76	7,000,000.00	7,000,000	152,023.76		—		—	—		2.539	2.5390	MN	22,709.95	88,865		11032014	11152019
G4097TAB1	GFUND_16-2 ABS 16-2 A1B	D	1		662,952	613,790.38	460,000.00	662,952	(49,161.62	)	—		—	(48,024	)	1.504	1.5020	JAJO	1,343.12	—		4222016	7242058
375558AV5	GILEAD SCIENCES INC SENIOR CORP BND			1FE	3,913,290.5	3,939,799.38	3,850,000.00	3,908,697.3	31,102.08		(4,593.20	)	—	—		2.05	1.4820	AO	19,731.25	(1,136.05	)	6202016	4012019
375558AY9	GILEAD SCIENCES INC SENIOR CORP BND			1FE	698,404	720,803.73	700,000.00	698,899.57	21,904.16		145.89		—	—		2.35	2.3960	FA	6,854.17	8,225		11122014	2012020
375558BB8	GILEAD SCIENCES INC SENIOR CORP BND			1FE	3,243,400	3,374,611.44	3,250,000.00	3,244,381.35	130,230.09		624.74		—	—		2.55	2.5940	MS	27,625	38,444.79		9162015	9012020
375558BE2	GILEAD SCIENCES INC SENIOR CORP BND			1FE	250,121.5	254,170.59	250,000.00	250,089.29	4,081.3		(200.65	)	—	—		1.85	1.8330	MS	1,503.13	43,904.1		9102015	9042018
377373AC9	GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP	F		1FE	3,039,050.5	3,065,250	3,050,000.00	3,048,069.95	17,180.05		1,756.89		—	—		1.5	1.5750	MN	6,735.41	43,187.5		5022012	5082017
BRSQQJLY6	GLOBAL CASH ACCESS SENIOR SECURED TERM L			4FE	2,183,533.27	2,032,053.68	2,216,785.03	2,191,467.31	(159,413.63	)	3,995.04		—	—		—	0.2540	MJSD	—	60,228.72		11252014	12182020
37952UAB9	GLOBAL SC FINANCE SRL SEACO_13 ABS_13-1A	F	2	1FE	325,223.96	325,784.64	341,666.67	325,248.37	536.27		24.41		—	—		2.98	4.5270	MON	395.95	(339.39	)	6242016	4172028
36297A3K7	GNMA		2	1	153,422.16	155,040.46	146,925.30	151,770.21	3,270.25		(1,906.28	)	—	—		5	3.3710	MON	612.19	4,329.53		3262009	1152024
38378NEK5	GNMA AGENCY CMBS _13-156-AD		2	1	1,663,748.2	1,739,531.46	1,680,550.36	1,665,213	74,318.46		1,293.87		—	—		0.44	0.7030	MON	2,675.06	24,163.46		10112013	4162052
38376JDT8	GNMA AGENCY CMO 09-106-ME		2	1	314,325.31	309,466.93	301,757.13	310,940.13	(1,473.2	)	(4,173.81	)	—	—		3.5	2.7900	MON	880.12	6,226.73		3162010	1202039
38377JEA7	GNMA AGENCY CMO 10-109 CH		2	1	187,228.89	184,918.56	182,024.16	184,152.77	765.79		(1,751.04	)	—	—		3	0.8750	MON	455.06	3,343.91		9262013	12202037
38376WSP1	GNMA AGENCY CMO 10-24		2	1	103,644.03	103,555.69	102,968.30	103,448.31	107.38		(152.76	)	—	—		0.968	0.6800	MON	30.46	555.5		12052012	12202038
38374YGV9	GNMA AGENCY CMO 10-86		2	1	8,198.66	7,773.64	7,773.54	7,815.53	(41.89	)	(2,159.17	)	—	—		3.5	0.0790	MON	22.67	3,188.49		2152012	1202036
38376FNL2	GNMA AGENCY CMO__09-66-UG		2	1	377,005.79	372,386.16	356,844.10	371,381.18	1,004.98		(7,124.44	)	—	—		4.5	2.7390	MON	1,338.17	9,533.14		3222010	7202038
38378FWR7	GNMA AGENCY CMO__13-28-ME		2	1	2,503,556.35	2,638,797.31	2,598,343.95	2,521,981.94	116,815.37		18,634.32		—	—		1.75	1.5200	MON	3,789.25	24,774.39		2142013	11202042
38374B4M2	GNMA AGENCY CMO_03-77-TK		2	1	878,806.7	893,636.11	797,957.64	874,514.11	19,122		(13,008.39	)	—	—		5	5.9530	MON	3,324.82	22,029.68		7032008	9152033
38377MSG2	GNMA AGENCY CMO_2010-144 PA		2	1	853,010.39	860,773.53	835,040.34	849,761.14	11,012.39		(4,560.05	)	—	—		3	1.9790	MON	2,087.6	14,306.95		11092010	9162040
3837H1U41	GNMA AGENCY CMO_99-2-E		2	1	142,212.97	145,969.21	124,407.19	140,443.83	5,525.38		(2,278.79	)	—	—		6.5	3.2780	MON	673.87	4,286.66		11252014	1202029
38375XRK2	GNMA AGENCYCMO _ 08-69-QD		2	1	1,177,285.84	1,134,228.45	1,050,941.64	1,166,722.84	(32,494.39	)	(20,426.87	)	—	—		5.75	5.8240	MON	5,035.76	32,644.88		10272008	7202038
38373MUZ1	GNMA CMBS_06-32 C		2	1	1,938,584.24	1,898,672.93	1,846,130.04	1,901,849.95	(3,177.02	)	(16,508.74	)	—	—		5.302	5.6940	MON	8,156.68	51,864.96		7112008	11162038
38375PXQ9	GNMA CMO 08-11 FB		2	1	555,481.72	557,764.47	553,464.60	555,348.63	2,415.84		(406.79	)	—	—		1.048	0.9770	MON	177.24	3,147.16		12032012	2202038
38376P6D7	GNMA CMO 09-127 PL		2	1	652,772.22	646,272.73	615,068.52	645,267.08	1,005.65		(10,485.59	)	—	—		4.25	3.3520	MON	2,178.37	14,963.28		2112010	10202038
38374D2N8	GNMA CMO_08-36 AN		2	1	182,498.37	175,519.93	174,639.60	175,859.94	(340.01	)	(5,048.82	)	—	—		4.25	1.2010	MON	618.51	6,381.73		10162013	10162022
38376EX34	GNMA CMO_09-109 NH		2	1	267,892.82	262,518.75	258,239.82	262,141.68	377.07		(5,708.78	)	—	—		4	2.5920	MON	860.8	7,151.6		11182009	7202037
38377KKN9	GNMA CMO_10-115 QJ		2	1	1,010,963.23	1,003,120	965,903.82	998,966.65	4,153.35		(11,534.47	)	—	—		3.5	2.1820	MON	2,817.22	18,815.6		9172010	11202038
38376TFQ0	GNMA CMO_10-2 PK		2	1	255,061.47	249,704.77	246,217.35	249,402.25	302.52		(5,730.31	)	—	—		4	2.7060	MON	820.72	7,078.12		3092010	6202037
38377GYS2	GNMA CMO_10-68 YE		2	1	1,198,413.75	1,210,587.87	1,166,839.10	1,193,064.66	17,523.21		(7,931.68	)	—	—		3	2.4700	MON	2,917.1	19,831.54		8102010	5202039
36202E4Z9	GNMA GNMA II 30YR SF - JUMBO-CONFOR		2	1	99,076.52	96,505.49	92,371.31	99,023.35	(2,517.86	)	(75.46	)	—	—		4.5	4.8000	MON	346.39	2,093.83		7212009	5202039

36202EVH9	GNMA GNMA II 30YR SF - JUMBO-CONFOR	2	1	52,552.44	51,462.15	47,436.40	52,515.04	(1,052.89	)	(766.09	)	—	—	6	5.9580	MON	237.18	1,566.73	11012008	8202038
38375JCJ2	GNMA GNMA_06-68 D	2	1	1,360,688.96	1,346,796.61	1,264,839.44	1,320,141.56	26,655.05		(41,684.53	)	—	—	5.305	4.6790	MON	5,591.64	42,468.47	3122009	12162037
36202FZV1	GNMA POOL # 005256	2	1	2,213,401.31	2,188,302.16	2,064,378.94	2,187,944.17	357.99		(17,489.33	)	—	—	3.5	1.5620	MON	6,021.11	38,578.75	1182012	12202026
36202KME2	GNMA POOL # 008457	2	1	238,525.35	239,836.5	235,217.60	237,371.32	2,465.18		(302.43	)	—	—	1.875	1.5320	MON	367.53	2,304.8	3182009	7202024
36225CD29	GNMA POOL # 080120	2	1	238,335	243,513.26	235,902.24	237,743.11	5,770.15		(168.66	)	—	—	2	1.7520	MON	393.17	2,360.15	3182009	10202027
36225C6Y7	GNMA POOL # 080886	2	1	5,203,700.91	5,225,625.05	5,076,781.38	5,192,600.24	33,024.81		(8,398.40	)	—	—	1.75	1.1400	MON	7,403.64	46,218.26	3022011	4202034
36225DAS3	GNMA POOL # 080916	2	1	179,022	187,482.88	179,893.35	179,097.9	8,384.98		69.67		—	—	1.75	1.8500	MON	262.34	1,654.98	4172008	5202034
36225DJA3	GNMA POOL # 081156	2	1	441,573.57	455,915.58	440,335.17	441,389.52	14,526.06		(123.29	)	—	—	2	1.9250	MON	733.89	4,569.25	3182009	11202034
36225DJZ8	GNMA POOL # 081179	2	1	463,729.55	481,150.11	462,429.01	463,546.25	17,603.86		(100.90	)	—	—	2	1.9220	MON	770.72	4,691.71	3182009	12202034
36225DLE2	GNMA POOL # 081224	2	1	264,423.75	275,947.58	265,669.09	264,527.84	11,419.74		125.78		—	—	2	2.0860	MON	442.78	2,587.45	3182009	1202035
36225EVZ2	GNMA POOL # 082431	2	1	1,244,283.81	1,267,184.26	1,228,922.28	1,243,244.36	23,939.9		624.86		—	—	2	1.7040	MON	2,048.2	12,589.69	10282009	12202039
36225EWE8	GNMA POOL # 082444	2	1	194,162.48	200,463.94	190,122.36	193,727.48	6,736.46		(195.19	)	—	—	2	1.6830	MON	316.87	2,083.42	11032009	12202039
36204J4C7	GNMA POOL # 371719	2	1	119,441.76	124,250.36	112,415.78	116,581.64	7,668.72		(1,182.24	)	—	—	6.5	5.3040	MON	608.92	4,170.36	9112008	4152024
36204SV60	GNMA POOL # 378737	2	1	120,234.6	124,052.87	113,161.96	117,347.45	6,705.42		(565.38	)	—	—	6.5	5.2490	MON	612.96	3,820.93	9112008	1152024
36205BKY7	GNMA POOL # 385611	2	1	176,674.51	183,787.22	166,281.88	172,462.81	11,324.41		(739.68	)	—	—	6.5	5.2960	MON	900.69	5,575.12	9112008	4152024
36210BZH1	GNMA POOL # 487744	2	1	289,996.52	289,460.45	274,309.46	285,916.75	3,543.7		(1,868.21	)	—	—	5	3.1300	MON	1,142.96	7,454.4	9292009	3152024
36210BZJ7	GNMA POOL # 487745	2	1	184,991.08	184,649.13	174,984.19	182,229.27	2,419.86		(791.16	)	—	—	5	3.2490	MON	729.1	4,525.99	9292009	3152024
36210B4N2	GNMA POOL # 487829	2	1	109,485.2	110,563.27	105,782.79	108,218.07	2,345.2		(608.45	)	—	—	4.5	3.6360	MON	396.69	2,642.77	3262009	4152024
36210B4Q5	GNMA POOL # 487831	2	1	48,316.32	48,227	45,702.69	47,638.67	588.33		(807.83	)	—	—	5	3.1510	MON	190.43	1,501.98	9292009	4152024
36210B4R3	GNMA POOL # 487832	2	1	139,985.86	141,356.67	133,957.75	138,202.59	3,154.08		(503.31	)	—	—	5	3.6780	MON	558.16	3,498.72	3262009	4152024
36211V6Q8	GNMA POOL # 524779	2	1	120,826.31	122,100.8	115,709.78	119,286.9	2,813.9		(445.69	)	—	—	5	3.6650	MON	482.12	3,010.41	3262009	1152024
36201YER3	GNMA POOL # 606844	2	1	499,585.3	539,021.66	476,771.05	496,782.16	42,239.5		(2,437.91	)	—	—	5	4.0680	MON	1,986.55	12,468.42	4232010	9152033
36290SJB8	GNMA POOL # 615958	2	1	610,238.09	658,409.19	582,370.74	606,455.02	51,954.17		(6,932.86	)	—	—	5	4.1500	MON	2,426.54	46,622.91	4232010	9152033
36291FS41	GNMA POOL # 627039	2	1	991,110.84	1,001,865.59	958,752.94	990,871.03	10,994.56		(1,577.16	)	—	—	3	2.4610	MON	2,396.88	8,212.17	2032016	1152046
36292DWW8	GNMA POOL # 646061	2	1	74,455.45	82,303.37	71,398.71	74,149.37	8,154		(67.29	)	—	—	6.5	5.6710	MON	386.74	2,339.68	1312008	11152037
36295KAT0	GNMA POOL # 672418	2	1	54,472.18	60,213.77	52,235.84	54,291.99	5,921.78		(269.42	)	—	—	6.5	5.4570	MON	282.94	1,774.56	1312008	12152037
36295PZJ4	GNMA POOL # 676745	2	1	52,200.1	52,494.5	49,989.63	51,457.52	1,036.98		(356.56	)	—	—	5	3.6280	MON	208.29	1,387.97	3262009	3152023
36295P4L3	GNMA POOL # 676827	2	1	138,910.64	139,610.48	132,948.71	137,051.75	2,558.73		(463.87	)	—	—	5	3.5230	MON	553.96	3,440.33	3262009	5152023
36295QJE1	GNMA POOL # 677161	2	1	157,504.06	157,602.32	150,082.03	154,889.89	2,712.43		(1,654.22	)	—	—	5	3.7050	MON	625.34	4,483.64	4272009	8152023
36295TVQ4	GNMA POOL # 680223	2	1	17,398.58	19,232.48	16,684.30	17,350.67	1,881.81		(145.66	)	—	—	6.5	5.1750	MON	90.37	584.72	1312008	1152038
36296DR67	GNMA POOL # 688209	2	1	15,859.79	15,866.14	15,109.06	15,563.16	302.98		(92.69	)	—	—	5	3.8910	MON	62.95	405.83	7292009	7152023
36296E5H5	GNMA POOL # 689448	2	1	107,501.7	108,108	102,949.43	106,062.52	2,045.48		(679.91	)	—	—	5	3.6150	MON	428.96	2,897.4	3262009	7152023
36296TPY3	GNMA POOL # 700739	2	1	161,687.82	163,838.19	153,133.87	159,127.16	4,711.03		(681.20	)	—	—	5.5	3.7230	MON	701.86	4,351.79	6032009	10152023
36296UC73	GNMA POOL # 701294	2	1	136,279.98	137,573.37	130,372.48	134,587.66	2,985.71		(458.65	)	—	—	5	3.5500	MON	543.22	3,370.25	3272009	1152024

36296URS1	GNMA POOL # 701697	2	1	198,039.73	197,673.63	187,326.96	194,772.72	2,900.91		(829.41	)	—	—	5	3.4170	MON	780.53	4,852.79	9292009	2152024
36296UUL2	GNMA POOL # 701787	2	1	185,111.8	188,474.49	178,609.32	183,063.23	5,411.26		(497.59	)	—	—	5	3.9920	MON	744.21	4,613.89	6112009	3152024
36296U3C2	GNMA POOL # 701995	2	1	59,961.79	60,299.95	57,422.63	59,181.77	1,118.18		(195.57	)	—	—	5	3.6990	MON	239.26	1,484.71	3262009	1152024
36296XHH0	GNMA POOL # 704132	2	1	56,719.82	56,339.98	53,651.61	55,880.26	459.72		(214.57	)	—	—	5	3.1480	MON	223.55	1,385.49	9292009	12152023
36296XLY8	GNMA POOL # 704243	2	1	264,508.98	269,313.96	255,217.48	261,663.28	7,650.68		(714.28	)	—	—	5	3.9210	MON	1,063.41	6,594.14	6112009	1152024
36296XWP5	GNMA POOL # 704554	2	1	885,817.37	902,453	855,216.64	877,296.04	25,156.96		(4,879.82	)	—	—	5	3.8970	MON	3,563.4	23,204.11	6112009	6152024
36297AKF9	GNMA POOL # 705994	2	1	197,265.74	196,901.09	186,594.86	194,463.69	2,437.4		(1,498.96	)	—	—	5	3.0920	MON	777.48	4,987.29	9292009	1152024
36297DFF9	GNMA POOL # 708566	2	1	543,611.57	542,606.66	514,205.44	535,361.86	7,244.8		(4,022.84	)	—	—	5	3.3070	MON	2,142.52	13,577.26	9292009	4152024
36297DTR8	GNMA POOL # 708960	2	1	75,432.64	76,228.33	72,238.38	74,316.07	1,912.26		(237.62	)	—	—	5	3.9370	MON	301	1,861.83	3262009	3152024
36297G2R0	GNMA POOL # 711884	2	1	634,583.92	633,410.84	600,256.73	624,674.36	8,736.48		(6,646.00	)	—	—	5	3.3620	MON	2,501.07	16,402.8	9292009	4152024
36297JJ54	GNMA POOL # 713184	2	1	535,099.9	534,110.69	506,154.17	525,903.21	8,207.48		(3,520.58	)	—	—	5	3.5410	MON	2,108.98	13,359.86	9292009	4152024
36297KZF1	GNMA POOL # 714542	2	1	230,030.01	234,138.06	221,882.76	227,526.18	6,611.88		(1,365.29	)	—	—	5	4.0000	MON	924.51	6,373.1	6112009	6152024
3620A2KC9	GNMA POOL # 716791	2	1	440,196.85	439,383.11	416,384.84	433,940.26	5,442.85		(4,618.34	)	—	—	5	3.1780	MON	1,734.94	11,797.2	9292009	4152024
3620A5FJ3	GNMA POOL # 719369	2	1	401,399.63	393,437.21	376,073.43	395,582.24	(2,145.03	)	(1,672.18	)	—	—	4.5	2.5240	MON	1,410.28	8,723.97	8312010	4152025
3620A6AC1	GNMA POOL # 720103	2	1	365,261.13	403,574.01	358,979.01	364,559.61	39,014.4		(610.89	)	—	—	4.5	4.2400	MON	1,346.17	8,533.86	6182009	6152039
3620A6DZ7	GNMA POOL # 720220	2	1	535,456.27	537,964.88	509,806.62	527,451.69	10,513.19		(5,219.07	)	—	—	5	3.7260	MON	2,124.19	14,791.75	7292009	7152024
3620ADCM2	GNMA POOL # 726476	2	1	3,079,275.6	3,055,171.99	2,923,073.84	3,035,941.43	19,230.56		(19,264.81	)	—	—	4.5	3.0490	MON	10,961.52	71,114.73	12082009	11152024
3620ASPY9	GNMA POOL # 738539	2	1	2,137,752.23	2,150,090.6	1,990,052.96	2,131,432.85	18,657.75		(20,772.31	)	—	—	4	2.2670	MON	6,633.52	43,574.46	10032011	7152041
36225BPY8	GNMA POOL # 781339	2	1	152,411.35	157,576.28	138,085.00	149,797.61	7,778.67		(1,079.00	)	—	—	8	6.1320	MON	920.57	5,756.24	3072008	9152031
36241KBP2	GNMA POOL # 781846	2	1	560,927.35	632,948.76	543,271.05	559,645.45	73,303.31		(3,098.65	)	—	—	6.5	5.4540	MON	2,942.72	41,765.64	8152008	9152034
36241KEC8	GNMA POOL # 781931	2	1	1,370,837.4	1,527,349.14	1,327,687.51	1,367,903.34	159,445.8		(3,972.63	)	—	—	6.5	5.4580	MON	7,191.64	45,342.73	8152008	5152035
36241KEH7	GNMA POOL # 781936	2	1	702,716.45	752,372.32	679,671.36	700,047.71	52,324.61		(2,522.79	)	—	—	4.5	3.8960	MON	2,548.77	16,438.96	6032010	6152035
36241KGU6	GNMA POOL # 782011	2	1	69,384.17	76,543.39	67,898.85	69,206.15	7,337.24		(124.12	)	—	—	5	4.6110	MON	282.91	1,777.62	7142009	12152035
36241KKB3	GNMA POOL # 782090	2	1	1,567,391.03	1,732,479.2	1,508,013.00	1,559,264.11	173,215.09		(6,252.89	)	—	—	6.5	5.8600	MON	8,168.41	52,086.25	11302007	5152036
36241LHQ2	GNMA POOL # 782939	2	1	537,676.62	575,452.27	513,122.87	535,196.14	40,256.13		(5,585.58	)	—	—	5	4.1530	MON	2,138.01	36,048.45	4232010	9152036
36241LN36	GNMA POOL # 783110	2	1	497,441.57	522,450.46	459,397.68	493,597.08	28,853.38		(4,400.73	)	—	—	5.5	4.0580	MON	2,105.57	13,545.24	9232010	4152036
36179MEL0	GNMA POOL # MA0139	2	1	2,542,871.51	2,523,930.18	2,399,996.70	2,520,700.13	3,230.05		(16,513.57	)	—	—	3	1.4420	MON	5,999.99	38,530.15	6192012	6202027
36179MK82	GNMA POOL # MA0319	2	1	111,763.12	109,049.41	101,732.89	111,299.5	(2,250.09	)	(1,245.38	)	—	—	4	2.2740	MON	339.11	2,176.19	10042012	8202042
36179MNJ5	GNMA POOL # MA0393	2	1	1,446,311.58	1,413,858.31	1,318,997.40	1,441,274.12	(27,415.81	)	(14,113.03	)	—	—	4	2.1450	MON	4,396.66	28,146.78	10182012	9202042
36179MQN3	GNMA POOL # MA0461	2	1	1,398,982.47	1,379,875.31	1,314,369.90	1,394,736.61	(14,861.3	)	(6,970.63	)	—	—	3	1.9720	MON	3,285.92	20,726.72	10312012	10202042
36179Q3H2	GNMA POOL # MA2600	2	1	2,438,322.74	2,481,618.21	2,373,062.97	2,438,662.83	42,955.38		(5,991.10	)	—	—	3	2.3070	MON	5,932.66	37,754.77	3262015	2202045
36179Q6P1	GNMA POOL # MA2678	2	1	1,915,571.37	1,933,573.79	1,821,372.59	1,914,302.92	19,270.87		(12,241.27	)	—	—	3.5	2.2620	MON	5,312.34	34,546.44	3232015	3202045
36179RD63	GNMA POOL # MA2825	2	1	1,881,559.62	1,945,290.72	1,860,196.45	1,881,592.12	63,698.6		(1,338.93	)	—	—	3	2.7370	MON	4,650.5	29,056.3	6162015	5202045
36179RJD2	GNMA POOL # MA2960	2	1	606,997.06	610,992.52	584,265.42	606,880.37	4,112.15		(354.90	)	—	—	3	2.1440	MON	1,460.66	393.59	5092016	7202045

36179RJE0	GNMA POOL # MA2961		2	1	386,516.2	387,614.87	365,122.40	386,400.27	1,214.6		(556.99	)	—	—	3.5	2.1100	MON	1,064.94	289.84		5092016	7202045
36179RNY1	GNMA POOL # MA3107		2	1	2,641,554.34	2,636,668.14	2,453,337.35	2,639,018.33	(2,350.19	)	(48,509.62	)	—	—	4.5	1.7550	MON	9,200.01	64,213.39		11102015	9202045
36179RQ36	GNMA POOL # MA3174		2	1	435,910.17	436,305.05	407,928.86	435,699.2	605.85		(1,333.72	)	—	—	4	1.6680	MON	1,359.76	377.15		5092016	10202045
36179RVB2	GNMA POOL # MA3310		2	1	1,987,315.45	2,018,889.12	1,901,737.26	1,986,543.59	32,345.53		(5,000.10	)	—	—	3.5	2.3630	MON	5,546.73	24,860.58		1042016	12202045
36179RXE4	GNMA POOL # MA3377		2	1	1,506,787.61	1,512,575.73	1,414,201.59	1,505,942.9	6,632.83		(6,224.61	)	—	—	4	1.8630	MON	4,714.01	16,142.71		1222016	1202046
36179SB97	GNMA POOL # MA3664		2	1	7,515,488.03	7,487,261.8	7,000,309.03	7,510,797.79	(23,535.99	)	(4,690.24	)	—	—	4	1.4810	MON	23,334.36	(15,556.24	)	6082016	5202046
36179SCA3	GNMA POOL # MA3665		2	1	2,143,973.14	2,143,117.61	1,994,104.00	2,142,490.48	627.13		(1,482.66	)	—	—	4.5	1.6990	MON	7,477.89	(4,985.26	)	5262016	5202046
36179SEG8	GNMA POOL # MA3735		2	1	2,388,945.31	2,405,212.99	2,300,000.00	2,388,907.21	16,305.78		(38.10	)	—	—	3	2.7090	MON	5,750	(5,175	)	6232016	6202046
36179SEH6	GNMA POOL # MA3736		2	1	10,594,921.88	10,616,025.5	10,000,000.00	10,594,118.58	21,906.92		(803.30	)	—	—	3.5	3.0470	MON	29,166.67	(19,444.44	)	6082016	6202046
38174GAE4	GOCAP_15-24A MEZZANIN ABS 15-24A C 144A	F	1	1FE	1,500,000	1,457,540.4	1,500,000.00	1,500,000	(42,459.6	)	—		—	—	4.383	4.4030	FMAN	10,409.39	32,043.55		3312015	2052027
38173XAA6	GOCAP_2014-21A ABS _2014-21A-A 144A	F	2		4,000,000	3,961,238.4	4,000,000.00	4,000,000	(38,761.6	)	—		—	—	2.538	2.5460	JAJO	18,894.74	47,911.5		11072014	10252026
38173QAC7	GOLCP_17 SENIOR ABS 2013-17A A2 144A	F	2	1FE	244,375	243,596.98	250,000.00	244,540.22	(943.24	)	165.22		—	—	3.038	3.5940	JAJO	1,413.56	(316.47	)	5052016	10272025
380956AD4	GOLDCORP INC SENIOR CORP BND	A	1	2FE	4,361,985	4,579,124.22	4,500,000.00	4,377,398.31	201,725.91		7,804.13		—	—	3.7	4.1700	MS	49,025	83,250		2242016	3152023
38148BAA6	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP		1	3FE	7,181,300	6,930,000	7,000,000.00	7,113,406.73	(183,406.73	)	(18,169.10	)	—	—	5.7	5.0840	MN	56,525	199,500		7152014	12312049
38148BAB4	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP		1	3FE	3,445,000	3,397,631.25	3,445,000.00	3,445,000	(47,368.75	)	—		—	—	5.375	5.3750	MN	26,232.23	92,584.38		4162015	1019999
38141GES9	GOLDMAN SACHS GROUP INC/THE CORP BND			2FE	6,077,662.5	6,028,557.89	5,250,000.00	5,979,799.39	48,758.5		(27,136.89	)	—	—	5.95	4.2960	JJ	144,039.58	156,187.5		8192014	1152027
38141GVP6	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1FE	7,794,988	7,963,490.42	7,800,000.00	7,795,816.47	167,673.95		430.20		—	—	2.75	2.7620	MS	63,158.33	107,250		10162015	9152020
38141GVT8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1FE	54,847.1	55,269.67	55,000.00	54,856.19	413.48		9.09		—	—	2	2.0960	AO	201.67	—		4202016	4252019
38143U8F1	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1FE	1,092,440.6	1,117,733.57	1,090,000.00	1,092,315.28	25,418.29		(125.32	)	—	—	2.875	2.8250	FA	10,968.13	(1,561.28	)	3152016	2252021
38145XAA1	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			1FE	6,807,750	6,892,299.93	6,750,000.00	6,784,579.35	107,720.58		(6,448.29	)	—	—	2.625	2.4190	JJ	74,320.32	88,593.75		11252014	1312019
38148FAB5	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			1FE	1,477,071.5	1,477,503.46	1,450,000.00	1,476,857.81	645.65		(213.69	)	—	—	2.55	1.9690	AO	6,984.17	(5,957.08	)	6162016	10232019
38148LAA4	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1FE	3,370,897.5	3,381,300.9	3,325,000.00	3,368,492.02	12,808.88		(1,423.41	)	—	—	2.6	2.2320	AO	16,329.45	9,025.97		6082016	4232020
38148LAC0	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1FE	1,937,940	2,059,087.52	2,000,000.00	1,943,526.84	115,560.68		2,754.27		—	—	3.5	3.8910	JJ	30,722.23	35,000		6232015	1232025
38148LAD8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			1FE	2,000,000	2,000,599.82	2,000,000.00	2,000,000	599.82		—		—	—	1.324	0.9540	FMAN	2,868.45	11,808.77		5192015	5222017
38148LAE6	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1FE	4,705,071.5	4,902,284.94	4,675,000.00	4,702,190.84	200,094.1		(1,356.05	)	—	—	3.75	3.6690	MN	18,992.19	87,656.25		5272015	5222025
38141GVR2	GOLDMAN SACHS GROUP INC/THE SUB CORP BND			2FE	707,016	732,698.8	712,000.00	707,297.66	25,401.14		202.30		—	—	4.25	4.3370	AO	5,883.89	15,130		10162015	10212025
BRSNKX0T2	GRAY TELEVISION INC. SENIOR SECURED TERM		2	3FE	1,971,862.12	1,986,901.02	1,989,387.76	1,973,948.45	12,952.57		1,377.13		—	—	—	0.1550	MJSD	—	38,915.52		12182015	6132021
BRSHB4QM6	GREENEDEN US HOLDINGS II LLC SENIOR SECU			4FE	2,253,466.5	2,245,706.76	2,281,352.90	2,264,710.6	(19,003.84	)	2,356.25		—	—	—	0.2000	FMAN	—	46,312.84		1162014	2082020
39055TAC2	GRTLK_15-1A ABS 15-1A 144A	F	1	1FE	450,000	434,607.62	450,000.00	450,000	(15,392.38	)	—		—	—	3.328	3.3420	JAJO	3,203.54	7,252.36		7202015	7152026
BRSUW2BS1	GRUDEN ACQUISITION INC SENIOR SECURED TE		1	4FE	906,178.88	837,528.96	915,332.20	907,271.42	(69,742.46	)	695.89		—	—	—	0.1420	MJSD	—	26,855.42		7312015	8182022
40053RAA0	GRX_15-1A ABS 15-1A		2		2,180,699.3	2,088,717.4	2,180,699.30	2,180,699.3	(91,981.9	)	—		—	—	3.75	3.7650	JAJO	17,263.87	47,543		2252015	7152023
36248GAB6	GS MORTGAGE SECURITIES TRUST G SENIOR CM		2		5,454,217.19	5,388,597.65	5,220,000.00	5,337,040.53	51,557.12		(63,552.42	)	—	—	3.033	1.6330	MON	13,193.55	79,161.3		10292014	11102046
36250GAM7	GS MORTGAGE SECURITIES TRUST G SENIOR CM		2		2,789,181.05	2,823,792.53	2,720,575.00	2,784,398.04	39,394.49		(4,783.01	)	—	—	2.726	2.1040	MON	6,180.24	13,965.13		3032016	5102050
36251FAT3	GS MORTGAGE SECURITIES TRUST G SUPSEN SE		2		1,735,260.15	1,757,652.9	1,690,000.00	1,726,337.74	31,315.16		(5,803.44	)	—	—	2.898	2.2120	MON	4,081.35	22,395.1		4062016	2102048

36192KAR8	GSMS_12-GCJ7 PRELCF SENIOR CMBS_12-GCJ7	2		409,181.69	402,303.81	400,437.76	402,342.33	(38.52	)	(3,077.88	)	—	—	2.318	0.9780	MON	773.51	6,017.64		1292015	5102045
36192CAF2	GSMS_13-GC10 PAC SENIOR CMBS_13-GC10 AAB	2		102,187.5	103,422	100,000.00	102,186.2	1,235.8		(1.30	)	—	—	2.564	2.4050	MON	213.67	(185.18	)	6222016	2102046
36250GAP0	GSMS_15-GC30 LCF SENIOR CMBS_15-GC30 A4	2		3,709,994.08	3,854,841.31	3,602,000.00	3,699,023.82	155,817.49		(5,082.40	)	—	—	3.382	3.0320	MON	10,151.64	60,909.84		5152015	5102050
36250PAB1	GSMSCII_15-GC32 SENIOR CMBS_15-GC32 A2	2	1FE	5,149,852.5	5,256,164.5	5,000,000.00	5,122,211.02	133,953.48		(18,204.82	)	—	—	3.062	2.3960	MON	12,758.33	76,549.98		7162015	7102048
40168PAA6	GUGGENHEIM PARTNERS FUND LTD PDFNI_16-A		1FE	6,962,617	6,962,617	6,962,617.00	6,962,617	—		—		—	—	3.381	3.3810	JAJO	52,309.36	—		4122016	4122027
40168PAQ1	GUGGENHEIM PARTNERS FUND LTD PDFNI_16-B		3FE	2,102,803	2,102,803	2,102,803.00	2,102,803	—		—		—	—	3	3.0000	JAJO	14,018.68	—		4122016	4122027
40168PAH1	GUGGENHEIM PARTNERS FUND LTD PDFNI_16-B-		2FE	2,336,449	2,336,449	2,336,449.00	2,336,449	—		—		—	—	3.756	3.7560	JAJO	19,500.52	—		4122016	4122027
40168PAX6	GUGGENHEIM PARTNERS FUND LTD PDFNI_16-D		4FE	981,308	981,308	981,308.00	981,308	—		—		—	—	3	3.0000	JAJO	4,088.78	—		4122016	4122027
406216BC4	HALLIBURTON COMPANY SENIOR CORP BND	1	1FE	499,645	503,018.73	500,000.00	499,847.08	3,171.65		35.66		—	—	2	2.0150	FA	4,166.67	5,000		7292013	8012018
406216BG5	HALLIBURTON COMPANY SENIOR CORP BND	1	1FE	1,336,234.6	1,393,018.69	1,340,000.00	1,336,435.69	56,583		159.65		—	—	3.8	3.8340	MN	6,506.44	25,742.89		11052015	11152025
406373A$6	HALO_06-1R WHOLE CMO 06-1R 144A	2	1FM	357,459.32	360,720.5	361,150.27	357,459.32	3,261.18		6,013.95		—	—	6	7.3410	MON	1,805.75	21,772		12312011	8252036
BRSJ5PGL5	HARLAND CLARKE HOLDINGS CORP SENIOR SECU	2	4FE	676,960.92	665,806.94	686,398.91	677,711.17	(11,904.23	)	8,499.76		—	—	—	0.6660	MJSD	—	14,523.21		4142016	5222018
BRSM3XJP1	HARLAND CLARKE HOLDINGS CORP SENIOR SECU		4FE	550,359.41	525,468.76	553,125.01	551,559.96	(26,091.2	)	275.88		—	—	—	0.0900	MJSD	—	16,435.11		1282014	8042019
BRT2N0U22	HARLAND CLARKE HOLDINGS CORP SENIOR SECU		3FE	2,089,230.78	2,083,846.16	2,153,846.16	2,089,626.34	(5,780.18	)	395.56		—	—	—	0.8540	MJSD	—	—		6142016	12312019
41283LAG0	HARLEY-DAVIDSON FINANCIAL SENIOR CORP BN		1FE	4,824,421	4,920,238.46	4,825,000.00	4,824,519.74	95,718.72		98.74		—	—	2.25	2.2540	JJ	52,170.31	—		1052016	1152019
BRSYDKXU5	HARLEY-DAVIDSON FINANCIAL SENIOR CORP BN		1FE	1,999,760	2,041,325.8	2,000,000.00	1,999,800.93	41,524.87		40.93		—	—	2.25	2.2540	JJ	21,625	—		1052016	1152019
43814GAC4	HAROT ABS_14-2-A3	2	1FE	510,104.2	510,960.24	511,062.45	510,814.04	146.2		347.74		—	—	0.77	0.8580	MON	142.1	2,719.85		7242014	3192018
43813JAD7	HAROT_14-1 SENIOR ABS_14-1 A4	2	1FE	1,396,281.25	1,401,960	1,400,000.00	1,398,549.51	3,410.49		1,028.27		—	—	1.04	1.1710	MON	404.44	8,941.1		3162015	2212020
43814GAD2	HAROT_14-2 SENIOR ABS 14-2 A4	2	1FE	2,001,406.25	2,005,599.98	2,000,000.00	2,000,599.82	5,000.16		(253.56	)	—	—	1.18	1.1560	MON	852.22	11,800.02		10282014	5182020
43814QAD0	HAROT_16-2 SENIOR ABS_16-2 A4	2	1FE	785,988.13	794,488.81	786,000.00	785,987.76	8,501.05		(0.37	)	—	—	1.62	1.6250	MON	565.92	530.55		5242016	8152022
413875AP0	HARRIS CORPORATION SENIOR CORP BND		2FE	6,494,300	6,506,564.87	6,500,000.00	6,496,204.81	10,360.06		1,010.99		—	—	1.999	2.0320	AO	23,099.56	64,967.5		7222015	4272018
415690MD5	HARRISONBURG VA REDEV & HSG AU MUNI BND	1	4FE	962,822.4	963,446.4	960,000.00	959,867.83	3,578.57		(132.17	)	—	—	7	6.9680	FA	28,000	37,625		6272001	8012020
44890YAD8	HART SENIOR ABS 15-B A3	2	1FE	3,999,963.6	4,008,399.96	4,000,000.00	3,999,951.21	8,448.75		(4.69	)	—	—	1.12	1.1220	MON	1,991.11	22,399.98		4152015	11152019
44890YAE6	HART SENIOR ABS 15-B A4	2	1FE	1,204,732.25	1,214,037.5	1,205,000.00	1,204,811.3	9,226.2		35.05		—	—	1.48	1.4900	MON	792.62	8,917.02		4152015	6152021
44890RAC5	HART_14-A ABS 14-A A3	2	1FE	346,827.4	347,157.29	347,261.47	347,165.1	(7.81	)	171.73		—	—	0.79	0.8550	MON	121.93	1,981.82		7242014	7162018
44890UAD6	HART_14-B ABS _14-B-A4	2	1FE	4,173,334.26	4,192,489.17	4,165,000.00	4,168,996.7	23,492.47		(1,292.98	)	—	—	1.46	1.4000	MON	2,702.62	30,404.46		10172014	11152019
44890WAC4	HART_15-A ABS 15-A A3	2	1FE	7,998,836	8,012,924	8,000,000.00	7,999,488.27	13,435.73		211.11		—	—	1.05	1.0580	MON	3,733.33	42,000		1142015	4152019
44930UAD8	HART_16-A SENIOR ABS_16-A A3	2	1FE	1,639,681.84	1,656,891.99	1,640,000.00	1,639,708.28	17,183.71		26.44		—	—	1.56	1.5720	MON	1,137.07	5,330		3222016	9152020
BRSZRX6W5	HCA INC SENIOR SECURED TERM LOAN	1	3FE	852,680.72	857,222.36	854,817.76	852,765.35	4,457.01		89.99		—	—	—	0.0350	MJSD	—	8,798.12		3082016	3172023
BRSQTPNS0	HEALTHPLAN HOLDINGS INC SENIOR SECURED T			5,788,569.08	5,745,154.81	5,788,569.08	5,788,569.08	(43,414.27	)	—		—	—	—	—	MJSD	—	151,789.06		11282014	11122019
429827AN8	HEF_04-1 ABS 04-1 A13 144A	2	1FE	164,000	181,155.7	200,000.00	175,524.5	5,631.2		1,927.84		—	—	0.402	1.4770	MON	48.45	850.06		9102009	1012044
429827AQ1	HEF_04-1 ABS 04-1 A15 144A		1FE	246,000	265,311.84	300,000.00	253,187.41	12,124.43		315.06		—	—	1.855	2.6680	MON	410.51	1,749.49		9102009	1012044
429827AB4	HEF_04-1 ABS 04-1 A2 144A	2	1FE	164,000	190,410.3	200,000.00	178,495.79	11,914.51		1,897.03		—	—	0.815	2.1910	MON	95.08	851.64		9102009	1012044
429827AF5	HEF_04-1 ABS 04-1 A6 144A	2	1FE	164,000	186,017.94	200,000.00	176,820.63	9,197.31		2,039.80		—	—	0.34	1.5100	MON	40.87	897.23		9102009	1012044

423012AB9	HEINEKEN N.V. SENIOR CORP BND 144A	F		2FE	6,237,424.98	6,302,820.83	6,275,000.00	6,262,998.91	39,821.92		4,699.66		—	—		1.4	1.5550	AO	21,962.5	43,925	7162015	10012017
423074AS2	HEINZ H. J. COMPANY SECURED CORP BND 144		1	2FE	4,736,250	4,944,599.87	4,500,000.00	4,721,192.89	223,406.98		(14,254.41	)	—	—		4.875	4.0200	FA	82,875	109,687.5	12162015	2152025
423074BA0	HEINZ H. J. COMPANY SENIOR CORP BND 144A		1	2FE	997,640	1,060,776.67	1,000,000.00	997,950.57	62,826.1		152.60		—	—		3.5	3.5380	JJ	16,138.89	18,763.89	6232015	7152022
423074BH5	HEINZ H. J. COMPANY SENIOR CORP BND 144A			2FE	3,343,300	3,394,099.87	3,350,000.00	3,345,481.48	48,618.39		1,456.62		—	—		2	2.0690	JJ	33,313.89	76,833.33	6232015	7022018
4252005H1	HENDERSON NEV MUNI BND GO		1	1FE	2,787,406	2,975,169.1	2,410,000.00	2,553,733.32	421,435.78		(66,145.24	)	—	—		5	2.9400	JD	10,041.67	60,250	9172013	6012028
427866AS7	HERSHEY COMPANY THE CORP BND			1FE	1,321,912.75	1,328,365.5	1,325,000.00	1,324,784.72	3,580.78		319.23		—	—		1.5	1.5490	MN	3,312.5	9,937.5	11082011	11012016
427866AV0	HERSHEY COMPANY THE SENIOR CORP BND			1FE	999,740	1,012,200.01	1,000,000.00	999,813.28	12,386.73		42.58		—	—		1.6	1.6090	FA	5,777.78	8,000	8182015	8212018
BRT2CVMF6	HERTZ CORPORATION (THE) SENIOR SECURED T		2	3FE	1,005,544.36	1,007,119.96	1,008,064.52	1,005,544.36	1,575.6		—		—	—		—	—	MJSD	—	—	0	3112018
42806DAJ8	HERTZ_15-3A ABS_15-3A B 144A		2		2,499,756.75	2,575,522.25	2,500,000.00	2,499,786.38	75,735.87		22.11		—	—		3.71	3.7410	MON	1,545.83	46,375.02	9302015	9252021
42824CAC3	HEWLETT PACKARD ENTERPRISE CO CORP BND 1		1	2FE	3,527,312.8	3,585,212.14	3,505,000.00	3,525,955.14	59,257		(1,573.60	)	—	—		2.85	2.5630	AO	23,863.21	30,615.73	4152016	10052018
42824CAE9	HEWLETT PACKARD ENTERPRISE CO CORP BND 1		1	2FE	2,299,356	2,395,239.3	2,300,000.00	2,299,453.33	95,785.97		66.44		—	—		3.6	3.6060	AO	17,480	42,780	9302015	10152020
429827AE8	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		2	1FE	164,000	188,886.46	200,000.00	176,347.01	12,539.45		1,041.58		—	—		1.682	3.0670	MON	196.23	1,139.48	9102009	1012044
429827AJ7	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		2	1FE	164,224	184,571.12	200,000.00	176,585.66	7,985.46		1,949.39		—	—		0.438	1.5860	MON	64.77	998.92	9102009	1012044
429827AK4	HIGHER EDUCATION FUNDING HEF_0 ABS_04-1		2	1FE	164,196	184,571.12	200,000.00	176,403.63	8,167.49		1,970.40		—	—		0.41	1.5410	MON	43.87	1,358.77	9102009	1012044
BRSKM1X29	HILTON WORLDWIDE FINANCE LLC SENIOR SECU		2	3FE	2,632,921.5	2,645,416.65	2,646,152.28	2,637,963.35	7,453.3		942.84		—	—		—	0.0710	MJSD	—	46,599.92	10312013	10262020
40538FAJ2	HLAF_14-C-1 SENIOR ABS 14-C-1 144A	F	2	1	478,000	480,176.7	500,000.00	481,825.6	(1,648.9	)	1,322.74		—	—		3.635	4.3520	JAJO	3,534.13	8,819.65	1282015	10222025
437076BB7	HOME DEPOT INC SENIOR CORP BND		1	1FE	307,867.56	308,491.47	300,000.00	305,428.44	3,063.03		(1,255.07	)	—	—		2.25	1.3770	MS	2,081.26	3,375	7082015	9102018
437076BG6	HOME DEPOT INC SENIOR CORP BND		1	1FE	1,494,480	1,566,969	1,500,000.00	1,495,265.4	71,703.6		364.87		—	—		2.625	2.6830	JD	3,281.26	19,687.5	5282015	6012022
437076BL5	HOME DEPOT INC SENIOR CORP BND		1	1FE	398,576	409,068.06	400,000.00	398,678.64	10,389.42		102.64		—	—		2	2.0730	AO	3,088.88	—	2032016	4012021
BRSY03M62	HOME FRANCHISE CONCEPTS LLC SECURED REVO				6,459,375	6,443,226.56	6,459,375.00	6,459,375	(16,148.44	)	—		—	—		—	—	MJSD	—	158,894.55	0	11302021
43814QAC2	HONDA AUTO RECEIVABLES OWNER T ABS_16-2		2		2,999,941.8	3,019,800.12	3,000,000.00	2,999,941.18	19,858.94		(0.62	)	—	—		1.39	1.3940	MON	1,853.33	1,737.5	5242016	4152020
438516AX4	HONEYWELL INTERNATIONAL INC CORP BND			1FE	275,045	267,842.77	250,000.00	266,023.92	1,818.85		(4,696.62	)	—	—		5.3	1.3990	MS	4,416.67	6,625	7132015	3012018
438516AZ9	HONEYWELL INTERNATIONAL INC CORP BND			1FE	2,872,791.36	2,848,644.63	2,592,000.00	2,808,393.85	40,250.78		(40,062.43	)	—	—		5	1.7310	FA	48,960	64,800	9082015	2152019
438516BA3	HONEYWELL INTERNATIONAL INC CORP BND			1FE	1,126,518.6	1,141,795.98	1,020,000.00	1,108,263.26	33,532.72		(8,846.74	)	—	—		4.25	2.2850	MS	14,450	21,675	6162015	3012021
438670Q20	HONOLULU HAWAII CITY & CNTY MUNITAX BND			1FE	1,500,000	1,512,645	1,500,000.00	1,500,000	12,645		—		—	—		1.259	1.2590	MN	3,147.5	9,442.5	9292015	11012017
BRSPKZWC4	HOPLON II INSURANCE LTD CORP BND	D			11,608,077.94	10,019,546.96	9,000,000.00	11,606,303.22	(1,586,756.26	)	(1,774.72	)	—	(1,568,094.86	)	6.31	6.3790	JAJO	147,211.99	234,451.62	3182016	1082018
BRST7Y914	HOUGHTON MIFFLIN HARCOURT PUBL SENIOR SE		2	4FE	1,149,863.8	1,131,084.63	1,155,642.02	1,150,868.25	(19,783.62	)	510.29		—	—		—	0.0830	MJSD	—	23,458.18	5112015	5282021
4424356L2	HOUSTON TEX MUNI BND REV		1	1FE	452,780.27	438,791.95	415,000.00	438,587.16	204.79		(8,505.36	)	—	—		5	0.6670	MN	2,651.39	10,375	8312015	11152021
4424356Y4	HOUSTON TEX MUNI BND REV		1	1FE	147,289.97	141,450.3	135,000.00	142,672.93	(1,222.63	)	(2,766.81	)	—	—		5	0.6670	MN	862.5	3,375	8312015	11152021
44256PCM3	HOWARD CNTY MD MUNI BND GO			1FE	1,161,540	1,152,380	1,000,000.00	1,132,054.93	20,325.07		(17,724.14	)	—	—		5	1.2600	FA	18,888.89	25,000	8272015	2152020
44266RAC1	HOWARD HUGHES MEDICAL IN MUNITAX BND REV			1FE	1,011,949.5	1,045,066.03	950,000.00	1,008,906.24	36,159.79		(3,043.26	)	—	—		3.5	2.5480	MS	11,083.33	2,586.11	1292016	9012023
G463NBBT9	HSBC BANK PLC				3,693,081	3,687,504.84	3,700,000.00	3,697,347.34	(9,842.5	)	693.81		—	—		1.5	1.8740	MN	7,091.67	27,750	5082013	20180515
404280AP4	HSBC BANK PLC SENIOR CORP BND	F			10,881,445	10,606,534.9	10,500,000.00	10,816,218.93	(209,684.03	)	(17,420.15	)	—	—		1.5	1.5390	MN	—	223,125	5082013	5152018
44328MBT0	HSBC BANK PLC SENIOR CORP BND 144A	F		1FE	5,739,247.5	5,703,484.8	5,750,000.00	5,745,877.62	(42,392.82	)	1,078.22		—	—		1.5	1.5390	MN	11,020.83	43,125	5082013	5152018

40428HPJ5	HSBC BANK USA INC SENIOR CORP BND			1FE	938,383.2	951,880.95	940,000.00	939,252.39	12,628.56		160.70		—	—		2.625	2.6620	MS	6,648.54	12,337.51	9172013	9242018
G463CFAA4	HSBC HOLDINGS PLC			1FE	1,297,336.09	1,039,549.62	750,000.00	1,233,406.41	(193,856.79	)	(20,276.61	)	—	(184,873.69	)	6.375	1.3014	OCT	44,880.73	—	11252014	20221018
404280AR0	HSBC HOLDINGS PLC CAPSEC CORP BND	F	1	2FE	5,585,000	5,361,432.45	5,585,000.00	5,585,000	(223,567.55	)	—		—	—		5.625	5.6250	JJ	143,115.64	157,078.14	9102014	1019999
404280BC2	HSBC HOLDINGS PLC CAPSEC CORP BND	F	1	2FE	210,000	208,887	210,000.00	210,000	(1,113	)	—		—	—		6.875	6.8750	JD	1,203.13	3,403.13	5242016	12312049
404280AN9	HSBC HOLDINGS PLC SENIOR CORP BND	F		1FE	785,947.5	790,717.56	750,000.00	782,746.64	7,970.92		(2,557.95	)	—	—		4	3.1630	MS	7,583.33	15,000	11102015	3302022
404280AY5	HSBC HOLDINGS PLC SENIOR CORP BND	F		1FE	5,318,343.75	5,369,785.86	5,325,000.00	5,318,468.88	51,316.98		148.88		—	—		2.95	2.9770	MN	15,708.75	2,925.42	5182016	5252021
404280AU3	HSBC HOLDINGS PLC SUB CORP BND	F	1	1FE	2,975,400	3,001,155.4	3,000,000.00	2,977,143.24	24,012.16		1,007.92		—	—		4.25	4.3520	FA	47,104.16	63,750	8102015	8182025
40428HPH9	HSBC USA INC SENIOR CORP BND			1FE	2,991,420	2,992,420.59	3,000,000.00	2,997,320.86	(4,900.27	)	853.74		—	—		1.625	1.6840	JJ	22,343.75	24,375	12132012	1162018
40428HPK2	HSBC USA INC SENIOR CORP BND				4,500,000	4,489,929	4,500,000.00	4,500,000	(10,071	)	—		—	—		1.52	1.1300	MJSD	1,330.09	34,116.76	9172013	9242018
40428HPN6	HSBC USA INC SENIOR CORP BND			1FE	299,817	301,155.49	300,000.00	299,874.42	1,281.07		17.76		—	—		2.375	2.3880	MN	950	3,562.5	11052014	11132019
40428HPR7	HSBC USA INC SENIOR CORP BND			1FE	1,664,735	1,668,243.23	1,675,000.00	1,666,397.48	1,845.75		1,113.22		—	—		2.35	2.4970	MS	12,683.47	19,681.25	11122015	3052020
40428HPU0	HSBC USA INC SENIOR CORP BND			1FE	4,991,450	5,000,808.7	5,000,000.00	4,993,956.58	6,852.12		1,397.08		—	—		2	2.0590	FA	40,000	50,000	12232015	8072018
C4426EAH7	HUDSONS BAY CO SECURED TERM LOAN	A	2	4FE	705,393.88	708,938.57	708,938.57	705,766.83	3,171.74		252.35		—	—		—	0.0710	FMAN	—	8,096.77	8142015	9302022
BRT0EZ7R0	HUNTSMAN INTL LLC SECURED TERM LOAN		1	3FE	610,065.9	613,131.55	613,131.55	610,151.45	2,980.1		93.24		—	—		—	0.0710	MJSD	—	2,903.84	3242016	4012023
C4438BAC0	HUSKY INJECTION MOLDING SYS LT SENIOR SE	A	2	4FE	375,062.55	373,491.79	376,947.27	375,587.86	(2,096.07	)	142.91		—	—		—	0.0710	MJSD	—	8,130.04	6262014	6302021
BRSSNVRZ9	HVFII_15-1 ABS_15-1 B		2		2,999,848.2	3,034,155	3,000,000.00	2,999,863.55	34,291.45		(3.93	)	—	—		3.52	3.5460	MON	1,760	52,800	4072015	5252021
44891AAE7	HYUNDAI CAPITAL AMERICA SENIOR CORP BND			2FE	9,993,100	10,201,130	10,000,000.00	9,993,735.84	207,394.16		635.84		—	—		2.5	2.5240	MS	71,527.77	—	3142016	3182019
44891AAG2	HYUNDAI CAPITAL AMERICA SENIOR CORP BND			1FE	4,996,450	5,031,255	5,000,000.00	4,996,483.37	34,771.63		33.37		—	—		2	2.0240	JJ	5,000	—	6072016	7012019
452227FG1	ILLINOIS ST SALES TAX REV MUNITAX BND RE			1FE	4,100,000	4,137,884	4,100,000.00	4,100,000	37,884		—		—	—		1.56	1.5600	JD	2,842.67	31,980	9292015	6152017
G4721VAY0	IMPERIAL TOBACCO FIN PLC CORP BND	D		2FE	705,322.77	592,737.02	400,000.00	679,712.79	(86,975.77	)	(11,672.54	)	—	(94,617.61	)	6.25	2.2030	DEC	19,175.4	—	10302015	12042018
BRSMHGLN5	IMS HEALTH INCORPORATED IMS HEALTH INCOR		2	3FE	4,397,284.3	4,364,816.89	4,406,124.31	4,400,140.53	(35,323.64	)	654.19		—	—		—	0.0390	MJSD	—	78,088.47	10012015	3172021
454795DQ5	IN HLTH CLARIAN MUNI BND REV		1	1FE	405,442	395,780.45	365,000.00	386,048.59	9,731.86		(5,585.10	)	—	—		5.25	4.9500	MN	3,193.75	9,581.25	4102008	11012024
454795DR3	IN HLTH CLARIAN MUNI BND REV		1	1FE	381,825.5	379,515.5	350,000.00	366,641.43	12,874.07		(4,388.10	)	—	—		5.25	5.0000	MN	3,062.5	9,187.5	4102008	11012025
45505UAH1	INDIANA ST FINANCE AUTHORITY MUNI BND RE			1FE	2,301,800	2,190,080	2,000,000.00	2,174,205.33	15,874.67		(36,556.57	)	—	—		5	4.4300	MN	16,666.67	50,000	3202008	11012018
BRSEKNUF1	INEOS US FINANCE LLC SENIOR SEC TERM NOT		2	3FE	989,968.83	982,525.46	992,449.96	991,465.55	(8,940.09	)	468.59		—	—		—	1.1620	JAJO	—	13,045.4	10012015	5042018
BRSTTYU57	INEOS US FINANCE LLC SENIOR SECURED TERM			3FE	3,209,045.73	3,153,687.81	3,248,434.91	3,213,226.63	(59,538.82	)	4,247.67		—	—		—	0.2400	MJSD	—	61,819.16	1292016	12152020
BRSTBTC24	INFILTRATOR SYSTEMS INTEGRATED SENIOR SE		2		461,760.23	462,340.33	464,080.63	462,069.2	271.13		180.42		—	—		—	0.0730	MJSD	—	12,364.13	5212015	5272022
BRSJFKKC0	INFOR US INC SENIOR SECURED TERM NOTES		2	4FE	1,009,038.93	978,767.76	1,009,038.93	1,009,038.93	(30,271.17	)	—		—	—		—	—	FMAN	—	19,204.92	5242013	6032020
BRSLNXDD4	INFOR US INC SENIOR SECURED TERM NOTES		1	4FE	1,374,456.66	1,347,385.71	1,385,782.98	1,378,061.85	(30,676.14	)	998.04		—	—		—	0.1400	MJSD	—	26,375.05	7312014	6032020
N4R203EJ2	ING BANK NV			1FE	868,563.04	677,328.22	500,000.00	827,132.51	(149,804.29	)	(8,431.80	)	—	(152,116.03	)	3.875	0.4822	DEC	13,516.38	—	1022014	20161223
N6088VDF2	ING BANK NV			1FE	1,397,050.51	1,146,774.43	800,000.00	1,344,837.89	(198,063.46	)	(27,619.12	)	—	(190,120.64	)				6,647.37	102,825.59	6122015	20230529
449786BD3	ING BANK NV SENIOR CORP BND 144A	F			387,336.95	394,015.45	385,000.00	386,978.89	7,036.56		(286.76	)	—	—		2.5	2.3350	AO	2,406.25	4,812.5	11132015	10012019
44987CAB4	ING BANK NV SENIOR CORP BND 144A	F		1FE	3,529,556.1	3,553,286.41	3,535,000.00	3,531,862.5	21,423.91		893.85		—	—		1.8	1.8530	MS	18,558.75	31,815	3102015	3162018
44987DAN6	ING BANK NV SENIOR CORP BND EMTN	F			3,249,057.5	3,304,502.5	3,250,000.00	3,249,141.27	55,361.23		83.77		—	—		2.3	2.3100	MS	20,556.25	—	3152016	3222019

44987CAE8	ING BANK NV SUB CORP BND	D	1	1FE	2,748,322.5	2,778,551.58	2,750,000.00	2,748,799.11	29,752.47		273.76		—	—		6.875	2.5260		MAY	20,984.03	28,187.5	6122015	5292023
45687AAL6	INGERSOLL-RAND GLOBAL HOLDING SENIOR COR			2FE	2,989,816.8	3,061,005.91	2,964,000.00	2,978,703.31	82,302.6		(2,782.37	)	—	—		2.875	2.4250		JJ	39,293.58	42,607.5	6162014	1152019
456873AA6	INGERSOLL-RAND LUXEMBOURG FINA SENIOR CO	F	1	2FE	1,502,730	1,531,246.26	1,500,000.00	1,501,937.48	29,308.78		(240.45	)	—	—		2.625	2.5890		MN	6,562.5	19,687.5	10242014	5012020
458140AQ3	INTEL CORPORATION SENIOR CORP BND			1FE	2,023,096.5	2,102,036.59	2,025,000.00	2,023,430.7	78,605.89		302.26		—	—		2.45	2.4700		JJ	20,947.5	72,377.09	9292015	7292020
458140AW0	INTEL CORPORATION SENIOR CORP BND		1	1FE	4,991,200	5,042,676.15	5,000,000.00	4,991,397.74	51,278.41		197.74		—	—		1.7	1.7370		MN	9,916.67	—	5122016	5192021
4581X0BV9	INTER AMERICAN DEV BK CORP BND	F		1FE	2,009,980	2,005,700	2,000,000.00	2,002,429.03	3,270.97		(1,698.88	)	—	—		1.125	0.9520		MS	6,625	11,250	9162015	3152017
458182DT6	INTER-AMERICAN DEV BANK CORP BND	F		1	2,050,000	2,045,018.58	2,050,000.00	2,050,000	(4,981.42	)	—		—	—		0.686	0.2860		MJSD	703.21	6,189.06	9052013	9122018
45818WAT3	INTER-AMERICAN DEV BANK CORP BND EMTN	F			5,000,000	4,983,449.95	5,000,000.00	5,000,000	(16,550.05	)	—		—	—		0.637	0.2210		MJSD	972.58	14,821.46	6132014	6202018
459200HC8	INTERNATIONAL BUSINESS MACHINE CORP BND			1FE	2,588,482	2,607,098	2,600,000.00	2,598,580.05	8,517.95		1,432.69		—	—		1.25	1.3420		FA	13,090.27	23,210.94	2222012	2062017
459200HE4	INTERNATIONAL BUSINESS MACHINE SENIOR CO				248,777.5	254,997.16	250,000.00	249,076.11	5,921.05		155.07		—	—		1.875	2.0080		MN	598.96	2,343.75	7142015	5152019
459200HK0	INTERNATIONAL BUSINESS MACHINE SENIOR CO			1FE	1,149,710.1	1,161,936.77	1,155,000.00	1,153,264.1	8,672.67		532.29		—	—		1.25	1.3450		FA	5,734.89	7,218.75	2052013	2082018
459200HZ7	INTERNATIONAL BUSINESS MACHINE SENIOR CO			1FE	1,545,272.5	1,556,210.79	1,550,000.00	1,547,459.17	8,751.62		782.85		—	—		1.125	1.2290		FA	7,023.44	8,718.75	2032015	2062018
459200JE2	INTERNATIONAL BUSINESS MACHINE SENIOR CO			1FE	4,997,950	5,089,456.55	5,000,000.00	4,998,156.84	91,299.71		206.84		—	—		1.8	1.8120		MN	33,000	—	2162016	5172019
45950VCP9	INTERNATIONAL FINANCE CO CORP BND	F			251,581.68	251,992.44	252,000.00	251,947.65	44.79		69.94		—	—		0.625	0.6810		MN	201.25	787.5	11052013	11152016
G4804LAA4	INTRCONT HOTELS LOCAL BND	D		2FE	1,192,373.75	885,371.18	650,000.00	1,097,281.57	(211,910.39	)	(21,621.34	)	—	(212,946.85	)	6	1.8820		DEC	29,201.4	—	4032014	12092016
BRSQUAGJ9	ION MEDIA NETWORKS INC SENIOR SECURED TE				2,313,927	2,333,685.58	2,349,348.68	2,316,458.74	17,226.84		3,398.40		—	—		—	0.3110		MJSD	—	39,860.7	3182016	12182020
46603BAB5	IVYH_14-9A MEZZANIN ABS_14-9A-B1 144A	F	2		3,938,672.8	3,888,356.4	4,000,000.00	3,953,411.83	(65,055.43	)	4,162.62		—	—		3.083	3.2050		JAJO	25,347.88	58,961.98	10012014	10182025
BRSKL00G7	JBS USA LLC SENIOR SECURED TERM NOTES			3FE	1,164,150	1,169,268.75	1,170,000.00	1,166,460.78	2,807.97		427.71		—	—		—	0.0710		MJSD	—	22,135.31	9272013	9182020
47787UAD5	JDOT_15-A SENIOR ABS 15-A A3		2	1FE	2,029,840.93	2,037,392.45	2,030,000.00	2,029,903.45	7,489		20.73		—	—		1.32	1.3260		MON	1,190.93	13,398	6012015	6172019
473240EC9	JEFFERSON CNTY MO SCH DIST NO MUNITAX BN			1FE	312,726	304,533	300,000.00	303,552.22	980.78		(2,620.39	)	—	—		3	1.3500		MS	3,000	4,500	9212012	3012017
476576HQ9	JERSEY CITY N J MUNITAX BND GO			1FE	2,225,000	2,297,379.25	2,225,000.00	2,225,000	72,379.25		—		—	—		2.525	2.5250		MS	18,727.08	28,090.63	11212014	9012019
24422ERN1	JOHN DEERE CAPITAL CORP SENIOR CORP BND			1FE	2,449,289.5	2,459,775.5	2,450,000.00	2,449,898.56	9,876.94		131.28		—	—		1.4	1.4060		MS	10,099.45	41,982.5	2222012	3152017
24422ESF7	JOHN DEERE CAPITAL CORP SENIOR CORP BND			1FE	1,012,020	1,018,984.22	1,000,000.00	1,009,464.5	9,519.72		(2,381.92	)	—	—		1.95	1.5550		JD	975	12,864.58	10212015	12132018
24422EST7	JOHN DEERE CAPITAL CORP SENIOR CORP BND			1FE	2,578,710	2,597,269.23	2,580,000.00	2,579,330.75	17,938.48		213.94		—	—		1.35	1.3670		JJ	15,963.75	17,415	1132015	1162018
24422ESX8	JOHN DEERE CAPITAL CORP SENIOR CORP BND			1FE	2,399,088	2,426,885.93	2,400,000.00	2,399,376.37	27,509.56		150.15		—	—		1.6	1.6130		JJ	17,920	19,093.33	7092015	7132018
24422ETH2	JOHN DEERE CAPITAL CORP SENIOR CORP BND			1FE	1,699,711	1,738,241.96	1,700,000.00	1,699,712.46	38,529.5		1.46		—	—		2.65	2.6520		JD	2,627.92	—	6072016	6102026
478111AA5	JOHNS HOPKINS HEALTH SYSTEM CO SENIOR CO			1FE	244,815	251,976	250,000.00	247,276.41	4,699.59		708.37		—	—		1.424	1.4240		MN	454.89	1,780	5012013	5152018
478115AC2	JOHNS HOPKINS UNIVERSITY CORP BND			1FE	1,750,000	1,770,749.75	1,750,000.00	1,750,000	20,749.75		—		—	—		1.477	1.4770		JJ	12,923.75	12,923.75	2102015	7012018
478160AW4	JOHNSON & JOHNSON CORP BND			1FE	122,861.25	133,416.57	125,000.00	124,030.62	9,385.95		107.26		—	—		2.95	3.1500		MS	1,229.17	1,843.75	8122010	9012020
478160BL7	JOHNSON & JOHNSON SENIOR CORP BND			1FE	1,718,641.2	1,729,565.95	1,720,000.00	1,719,365.36	10,200.59		265.81		—	—		1.125	1.1520		MN	2,150	12,581.25	11182014	11212017
478160BR4	JOHNSON & JOHNSON SENIOR CORP BND			1FE	6,589,209.2	6,610,709.87	6,590,000.00	6,589,295.37	21,414.5		97.92		—	—		1.125	1.1290		MS	24,712.5	3,371.25	2252016	3012019
418097AD3	JORDAN (HASHEMITE KINGDOM OF) AGENCY BND	F		1FE	10,000,000	10,354,460	10,000,000.00	10,000,000	354,460		—		—	—		1.945	1.9450		JD	4,322.23	97,250.01	6232014	6232019
46630JAC3	JP MORGAN CHASE COMMERCIAL MOR CMBS 07-		2		5,910,785.85	5,463,053.91	5,382,425.12	5,511,511.22	(48,457.31	)	(79,270.74	)	—	—		5.42	(0.8160	)	MON	24,310.62	146,549.46	4082014	1152049
46644FAE1	JPMBB COMMERCIAL MORTGAGE SECU PAC SENIO		2		4,059,062.5	4,205,960.09	4,000,000.00	4,056,173.42	149,786.67		(2,889.08	)	—	—		3.042	2.7830		MON	10,140	27,716	3042016	10152048

46640LAB8	JPMBB COMMERCIAL MORTGAGE SECU SENIOR CM		2		2,209,382.81	2,220,035.96	2,140,000.00	2,169,725.57	50,310.39		(11,257.01	)	—	—		3.019	1.9400	MON	5,384.42	32,306.52		9162014	8152046
46642EAY2	JPMBB LCF SENIOR CMBS _14-C21-A5		2	1FM	2,133,984.38	2,198,459.93	2,000,000.00	2,116,264.82	82,195.11		(6,937.31	)	—	—		3.775	2.9200	MON	6,291.33	37,747.98		3112015	8152047
46641WAT4	JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A		2		1,910,646.29	1,935,492.16	1,855,000.00	1,882,217.62	53,274.54		(6,623.63	)	—	—		3.046	2.2760	MON	4,707.99	28,247.94		4292014	4152047
46643ABF9	JPMBB_14-C23 SENIOR CMBS 14-C23-ASB		2		5,734,531.25	5,828,397.05	5,350,000.00	5,728,432.61	99,964.44		(6,098.64	)	—	—		3.657	2.2940	MON	16,304.13	2,173.89		5242016	9152047
46644FAB7	JPMBB_15-C28 SENIOR CMBS 15-C28 A2		2	1FM	3,089,994	3,122,671.2	3,000,000.00	3,067,991.79	54,679.41		(9,320.30	)	—	—		2.773	2.1070	MON	6,933.25	41,599.5		4022015	10152048
46590JAW7	JPMBB_15-C36 PRELCF SENIOR CMBS_15-C36 A		2	1FM	3,089,976	3,253,415.7	3,000,000.00	3,084,266.78	169,148.92		(4,303.89	)	—	—		3.598	3.2380	MON	8,995.5	53,973		10192015	11152048
46634SAC9	JPMCC_12-C6 SENIOR CMBS 12-C6		2	1FE	2,161,250	2,162,539.99	2,000,000.00	2,159,818.68	2,721.31		(1,431.32	)	—	—		3.507	0.8620	MON	5,845.67	(3,897.1	)	6162016	5152045
46639EAB7	JPMCC_12-LC9 PRELCF SENIOR CMBS_12-LC9-A		2		1,019,633.92	1,023,260.9	1,018,281.52	1,018,167.89	5,093.01		(463.63	)	—	—		1.677	1.5970	MON	1,422.96	10,522		10072014	12152047
46641BAB9	JPMCC_13-C16 SENIOR CMBS 13-C16		2		3,354,772.26	3,333,541.53	3,223,652.69	3,292,425.97	41,115.56		(48,984.07	)	—	—		3.07	1.8510	MON	8,247.18	87,289.37		10302014	12152046
46642CBE9	JPMCC_14-C20 SENIOR CMBS 14-C20-A2		2		10,321,083.75	10,395,094.8	10,000,000.00	10,248,851.95	146,242.85		(24,678.09	)	—	—		2.872	1.8910	MON	23,930	84,153.83		5112016	7152047
46590KAB0	JPMCC_15-JP1 SENIOR CMBS_15-JP1 A2		2	1FM	1,905,492.6	1,963,273.66	1,850,000.00	1,899,819.22	63,454.44		(5,660.89	)	—	—		3.144	2.4760	MON	4,846.7	29,080.2		12152015	1152049
46644RAZ8	JPMCCMSC_15-C29 SENIOR CMBS 15-C29		2	1FM	2,059,986	2,170,000	2,000,000.00	2,054,270.12	115,729.88		(2,873.39	)	—	—		3.611	3.2500	MON	6,018	36,108		6042015	5152048
46590LAR3	JPMDB_16-C2 SUPSEN SENIOR CMBS_16-C2 A2		2	1FE	999,100	1,010,175.56	970,000.00	998,445.61	11,729.95		(654.39	)	—	—		2.662	1.9700	MON	2,151.7	573.78		5042016	6152049
466247E74	JPMMT CMO_06-A1 2A2		2	NR*Z*	48,564.82	42,129.19	48,526.89	48,540.68	(6,411.49	)	(74.68	)	—	—		2.868	2.8270	MON	115.98	741.06		2062008	2252036
46643DAE7	JPMMT_14-OAK4 WHOLE CMO 14-OAK4		2		1,916,012.84	1,942,311.74	1,891,190.96	1,903,855.36	38,456.38		(11,086.82	)	—	—		3.5	2.6980	MON	5,515.97	36,890.94		10072014	9252044
48127FAA1	JPMORGAN CHASE & CO CAPSEC CORP BND		1	2FE	7,726,875	7,458,750	7,800,000.00	7,728,947.01	(270,197.01	)	402.44		—	—		5	5.0560	JJ	195,000	180,375		6172016	12312049
46625HJA9	JPMORGAN CHASE & CO CORP BND			1FE	153,240	150,042	150,000.00	150,008.48	33.52		(2,939.78	)	—	—		3.15	2.6290	JJ	2,310	36,085		1312012	7052016
46625HJG6	JPMORGAN CHASE & CO CORP BND			1FE	7,239,770	7,296,814.77	7,250,000.00	7,248,302	48,512.77		518.82		—	—		1.8	1.8150	JJ	56,550	65,250		11252014	1252018
46625HJF8	JPMORGAN CHASE & CO SENIOR CORP BND			1FE	8,620,000	8,661,978.71	8,620,000.00	8,620,000	41,978.71		—		—	—		1.538	1.2010	JAJO	24,675.4	59,670.39		1172013	1252018
46625HJH4	JPMORGAN CHASE & CO SENIOR CORP BND			1FE	2,609,958	2,686,542.56	2,600,000.00	2,608,721.12	77,821.44		(593.01	)	—	—		3.2	3.1430	JJ	36,053.33	41,600		5152015	1252023
46625HJR2	JPMORGAN CHASE & CO SENIOR CORP BND			1FE	1,518,345	1,527,683.03	1,500,000.00	1,512,226.83	15,456.2		(2,301.03	)	—	—		2.35	2.0230	JJ	14,981.25	17,625		7132015	1282019
46625HKC3	JPMORGAN CHASE & CO SENIOR CORP BND		1	1FE	722,172.5	739,976.69	725,000.00	722,517.21	17,459.48		139.74		—	—		3.125	3.1710	JJ	9,943.58	16,412.76		2252015	1232025
46625HLW8	JPMORGAN CHASE & CO SENIOR CORP BND		1	1FE	4,243,656	4,326,253.14	4,200,000.00	4,239,639.84	86,613.3		(2,155.63	)	—	—		2.75	2.4900	JD	2,566.67	46,872.22		6162016	6232020
46625HNX4	JPMORGAN CHASE & CO SENIOR CORP BND		1	1FE	299,691	306,128.18	300,000.00	299,730.32	6,397.86		29.13		—	—		2.55	2.5720	AO	1,317.5	3,825		10222015	10292020
46625HQJ2	JPMORGAN CHASE & CO SENIOR CORP BND		1	1FE	798,320	815,474.12	800,000.00	798,414.73	17,059.39		106.96		—	—		2.55	2.5950	MS	6,800	548.96		3152016	3012021
46625HQU7	JPMORGAN CHASE & CO SENIOR CORP BND		1	1FE	7,295,328	7,338,472.68	7,300,000.00	7,295,740.93	42,731.75		412.93		—	—		1.85	1.8720	MS	36,763.62	—		3182016	3222019
46625HRU6	JPMORGAN CHASE & CO SENIOR CORP BND		1	1FE	5,000,000	4,987,699.9	5,000,000.00	5,000,000	(12,300.1	)	—		—	—		1.782	1.7820	MJSD	5,940.5	—		5312016	6072021
48126EAA5	JPMORGAN CHASE & CO SENIOR CORP BND			1FE	1,521,435	1,515,147	1,500,000.00	1,507,286.59	7,860.41		(3,030.17	)	—	—		2	1.5620	FA	11,333.33	39,222.22		4012014	8152017
46623EKD0	JPMORGAN CHASE & CO SENIOR CORP BND MTN		1	1FE	501,405	502,404.44	500,000.00	500,842.92	1,561.52		(1,317.62	)	—	—		1.7	1.5920	MS	2,455.55	32,961.11		5222015	3012018
46625HJQ4	JPMORGAN CHASE & CO SUB CORP BND		1	3FE	3,187,500	3,292,500	3,000,000.00	3,162,582.52	129,917.48		(8,406.25	)	—	—		6.75	5.8550	FA	84,375.01	101,250		12112014	12312049
46625HJY7	JPMORGAN CHASE & CO SUB CORP BND			2FE	3,148,383.75	3,284,370.38	3,165,000.00	3,150,929.03	133,441.35		717.04		—	—		3.875	3.9390	MS	37,815.16	61,321.88		9032014	9102024
BRS2RYU09	JPMORGAN CHASE BANK NA SUB CORP BND	O		1FE	671,083.33	539,531.36	400,000.00	633,859.86	(94,328.5	)	(13,836.88	)	—	(94,167.58	)	5.375	1.4880	SEP	21,752.22	9,985.63		12042014	9282016
BRSZLU5D0	KAR AUCTION SERVICES INC SENIOR SECURED		1	3FE	296,257.51	300,372.2	299,250.01	296,375.79	3,996.41		125.78		—	—		—	0.1420	MJSD	—	3,540.29		3042016	3092023
487836BF4	KELLOGG COMPANY CORP BND			2FE	253,590	250,790	250,000.00	250,642.87	147.13		(844.91	)	—	—		1.875	1.8970	MN	572.92	2,343.75		11142011	11172016

487836BH0	KELLOGG COMPANY SENIOR CORP BND			2FE	3,027,000	3,014,129.7	3,000,000.00	3,009,121.89	5,007.81		(5,134.75	)	—	—		1.75	1.8290	MN	6,416.66	26,250		5152012	5172017
491674BE6	KENTUCKY UTILITIES COMPANY CORP BND		1	1FE	783,795	798,270.89	750,000.00	777,945.82	20,325.07		(3,243.58	)	—	—		3.25	2.2870	MN	4,062.5	12,187.5		9292015	11012020
49327M2F0	KEY BANK NATIONAL ASSOCIATION SENIOR COR			1FE	499,780	511,924.02	500,000.00	499,850.2	12,073.82		20.51		—	—		2.5	2.5090	JD	555.56	6,250		11182014	12152019
BRSP750D8	KEY SAFETY SYSTEMS INC SENIOR SECURED TE		2		1,175,640.88	1,174,748.52	1,179,664.18	1,176,590.44	(1,841.92	)	597.20		—	—		—	0.0500	MJSD	—	36,671.44		8132015	8292021
BRT1YUAX0	KFC HOLDING CO/PIZZA HUT HOLDI SENIOR SE		1	3FE	1,761,685.55	1,772,751.41	1,770,538.24	1,761,685.55	11,065.86		—		—	—		—	0.0730	MJSD	—	—		6022016	6162023
494074AE7	KILIMANJARO RE LIMITED CORP BND 144A	F		3	17,253,000	17,590,655.29	17,300,000.00	17,263,340.86	327,314.43		5,465.90		—	—		0.543	3.8620	JAJO	179,870.9	621,019.91		6022015	11252019
494074AF4	KILIMANJARO RE LIMITED CORP BND 144A	F			500,000	508,615	500,000.00	500,000	8,615		—		—	—		9.25	9.5460	JAJO	11,305.56	15,750.14		11102015	12062019
494074AG2	KILIMANJARO RE LIMITED CORP BND 144A	F			500,000	507,730	500,000.00	500,000	7,730		—		—	—		6.75	6.9940	JAJO	8,250	11,519.33		11102015	12062019
494368BT9	KIMBERLY-CLARK CORPORATION SENIOR CORP B			1FE	2,749,835	2,781,598.18	2,750,000.00	2,749,852.86	31,745.32		17.86		—	—		1.4	1.4020	FA	13,795.83	—		2172016	2152019
494550AY2	KINDER MORGAN ENERGY PARTNERS CORP BND			2FE	1,100,800	1,053,796.62	1,000,000.00	1,061,236.83	(7,440.21	)	(18,401.28	)	—	—		5.95	2.0930	FA	22,477.78	29,750		5282015	2152018
494550BM7	KINDER MORGAN ENERGY PARTNERS SENIOR COR		1	2FE	994,820	974,253.62	1,000,000.00	995,603.82	(21,350.2	)	291.64		—	—		3.45	3.5250	FA	13,033.34	17,250		2242015	2152023
28336LBR9	KINDER MORGAN HOLDCO LLC CORP BND			2FE	2,428,386.4	2,305,850	2,140,000.00	2,306,206.12	(356.12	)	(41,549.11	)	—	—		7.25	3.0510	JD	12,929.17	77,575		2242016	6012018
49456BAD3	KINDER MORGAN HOLDCO LLC SENIOR CORP BND			2FE	2,582,053.1	2,567,392.61	2,585,000.00	2,583,593.14	(16,200.53	)	483.94		—	—		2	2.0390	JD	4,308.33	25,850		9292015	12012017
BRSM103T4	KINETIC CONCEPTS INC / KCI USA SENIOR SE		2	3FE	2,864,537.45	2,872,235.43	2,885,633.43	2,868,414.2	3,821.23		3,595.80		—	—		—	0.3200	JAJO	—	42,952.24		4142016	5042018
496026KV6	KINGS LOC SCH DIST OHIO MUNITAX BND GO			1FE	1,250,394.5	1,243,987	1,165,000.00	1,215,354.33	28,632.67		(10,072.41	)	—	—		3.75	1.6610	JD	3,640.63	21,843.75		2212013	12012018
482485AC3	KKR_13-2A ABS 13-2A 144A	F	2	1FE	1,516,800	1,542,730.72	1,600,000.00	1,537,437.22	5,293.5		5,922.81		—	—		2.438	3.3320	JAJO	7,260.12	18,623.74		10162014	1232026
BRSSW6XL8	KLOCKNER PENTAPLAST OF AMERICA SENIOR SE		2	4FE	357,209.71	358,104.98	358,104.98	357,412.26	692.72		94.10		—	—		—	0.0500	JAJO	—	9,086.39		4232015	4282020
50048MBM1	KOMMUNALBANKEN AS CORP BND 144A	F			398,900	399,701.2	400,000.00	399,856.01	(154.81	)	184.21		—	—		0.75	0.8430	MN	333.33	1,500		11132013	11212016
50048MAT7	KOMMUNALBANKEN AS SENIOR GOVT BND	F			1,096,205	1,102,838	1,100,000.00	1,099,042.87	3,795.13		381.37		—	—		1	1.0710	MS	2,902.78	5,500		9192012	9262017
BRSYEDRW3	KOMMUNEKREDIT SENIOR CORP BND	F			5,631,863.5	5,684,239.17	5,650,000.00	5,634,594.27	49,644.9		2,730.77		—	—		1.5	1.6040	JAN	39,079.17	—		1062016	1152019
BRSSWB4N5	KP GERMANY ERSTE GMBH SENIOR SECURED TER	F	2		152,653.72	153,036.3	153,036.30	152,740.28	296.02		40.22		—	—		—	0.0500	JAJO	—	3,883.07		4232015	4282020
50076QAY2	KRAFT FOODS GROUP INC CORP BND			2FE	2,371,165.54	2,397,011.98	2,375,000.00	2,374,161.82	22,850.16		543.49		—	—		2.25	1.3960	JD	3,859.38	35,156.25		1162013	6052017
50076QAU0	KRAFT FOODS GROUP INC SENIOR CORP BND			2FE	2,490,030	2,524,314.38	2,250,000.00	2,472,764.23	51,550.15		(17,265.77	)	—	—		5.375	2.4890	FA	47,367.19	(11,757.82	)	3102016	2102020
50076QAX4	KRAFT FOODS GROUP INC SENIOR CORP BND			2FE	829,047.5	823,054.17	750,000.00	813,460.63	9,593.54		(11,067.19	)	—	—		6.125	2.0710	FA	16,333.33	6,720.49		3012016	8232018
D3S97E4M2	KREDITANSTALT FUER WIEDERAUFBA			1FE	1,448,463.65	1,362,883.78	1,000,000.00	1,448,130.07	(85,246.29	)	(373.82	)	—	(104,902.01	)	1.125	3.4822	DEC	7,848.22	(5,333.62	)	4222016	20191223
D40859GT7	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D		1FE	3,325,845.87	2,472,330.57	1,750,000.00	2,932,362.54	(460,031.97	)	(61,698.53	)	—	(472,089.11	)	5.625	1.0750	AUG	111,852.57	—		11132013	8252017
500769FG4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		1FE	6,859,842	6,912,558	6,900,000.00	6,888,705.25	23,852.75		4,715.82		—	—		0.875	1.0150	MS	19,454.17	30,187.5		12052014	9052017
500769GL2	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		1FE	15,732,560.26	15,798,513.94	15,742,000.00	15,737,508.21	61,005.73		1,412.60		—	—		1	1.0180	JJ	67,778.05	78,710		10012015	1262018
500769GS7	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F			7,577,771	7,649,703.39	7,600,000.00	7,583,797.45	65,905.94		3,803.10		—	—		1.125	1.2280	FA	34,437.51	47,737.51		9162015	8062018
500769GV0	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F			7,880,171	8,024,345.21	7,900,000.00	7,883,153.43	141,191.78		2,982.43		—	—		1.5	1.5840	FA	55,629.17	—		1052016	2062019
48274LAD3	KVK CLO LTD 2014-1A ABS 14-1A C 144A	F	2	1FE	729,375	671,084.1	750,000.00	733,007.54	(61,923.44	)	1,391.51		—	—		3.526	4.0040	FMAN	3,379.18	12,848.03		3132015	5152026
48274MAD1	KVK_14-2A ABS 14-2A C 144A	F	1	1FE	476,250	481,289.65	500,000.00	480,484.27	805.38		1,530.15		—	—		3.628	4.4390	JAJO	3,880.32	8,820.67		1262015	7152026
491552ZL2	KY ST TPK AUTH ECONOMIC MUNI BND REV		1	1FE	2,344,460	2,474,180	2,000,000.00	2,282,027.94	192,152.06		(18,142.35	)	—	—		5	4.2120	JJ	50,000	50,000		9132013	7012028
502413BC0	L-3 COMMUNICATIONS CORP SENIOR CORP BND			2FE	4,369,600.73	4,386,929.4	4,385,000.00	4,379,229.2	7,700.2		3,133.61		—	—		1.5	1.6470	MN	6,029.38	32,887.5		1052015	5282017

BRSMB8NV9	LA QUINTA INTERMEDIATE HOLDING SENIOR SE		2	4FE	721,931.53	728,477.55	748,115.58	724,017.32	4,460.23		2,151.74		—	—		—	0.6750		FMAN	—	5,934.75		1202016	4142021
50540RAR3	LABORATORY CORP OF AMER HLDGS SENIOR COR			2FE	2,147,592	2,187,632.22	2,150,000.00	2,148,243.44	39,388.78		231.68		—	—		2.625	2.6490		FA	23,515.63	28,218.75		12232015	2012020
50585LAC5	LAETERE RE LTD CD CASH 144A	F		1	206,250	206,250	250,000.00	209,310.67	(3,060.67	)	3,060.67		—	—		—	20.5830		MON	—	—		5262016	6062017
50585LAA9	LAETERE RE LTD CORP BND 144A	F			235,000	236,412.5	250,000.00	236,234.82	177.68		1,234.82		—	—		—	6.1800		N/A	—	—		5262016	6062017
50585LAB7	LAETERE RE LTD CORP BND 144A	F			226,250	228,117.5	250,000.00	228,170.99	(53.49	)	1,920.99		—	—		—	10.0630		N/A	—	—		5262016	6062017
BRSRYHP25	LAZER SPOT INC SENIOR SECURED REVOLVE NO				132,125.68	130,143.79	132,125.68	132,125.68	(1,981.89	)	—		—	—		—	—		FMAN	—	1,454.45		4202016	2092021
BRSRYF745	LAZER SPOT INC SENIOR SECURED TERM NOTES				2,907,989.01	2,864,369.17	2,907,989.01	2,907,989.01	(43,619.84	)	—		—	—		—	—		FMAN	—	83,173.39		2242015	2092021
BRSVAW935	LAZER SPOT MERGER SUB, INC SENIOR SECURE				97,042.84	95,587.2	97,042.84	97,042.84	(1,455.64	)	—		—	—		—	—		MJSD	—	1,700.95		11022015	2092021
52109RBM2	LBUBS CMBS 07-C7		2		8,620,237.02	7,985,372.25	7,632,520.74	7,982,031.23	3,341.02		(149,010.93	)	—	—		5.866	(1.5360	)	MON	24,873.52	229,105.02		6022014	9152045
BRSY6N033	LDISCOVERY LLC SECURED TERM LOAN				2,654,637.09	2,634,727.31	2,654,637.09	2,654,637.09	(19,909.78	)	—		—	—		—	—		MJSD	—	77,805.78		12222015	12212021
52349HAM5	LEE CNTY FLA HSG FIN AUTH SING MUNITAX B		1	1FE	120,434.4	120,465.6	120,000.00	120,000	465.6		—		—	—		7.02	7.0200		JD	702	5,265		6152001	12012017
52349HAN3	LEE CNTY FLA HSG FIN AUTH SING MUNITAX B		1	1FE	190,524.4	190,651.7	190,000.00	190,000	651.7		—		—	—		7.27	7.2700		JD	1,151.08	6,906.5		6152001	12012021
G54404AK7	LEGAL & GEN GRP PLC CAPSEC CORP BND	D	1	2FE	1,611,530.25	1,343,390.42	1,000,000.00	1,548,982.35	(205,591.93	)	(21,905.01	)	—	(178,941.59	)	6.385	3.3440		MN	13,988.69	49,250.7		1162015	12312049
854403AC6	LELAND STANFORD JR UNIV CALIF MUNI BND R			1FE	4,157,579	4,080,571.39	3,700,000.00	3,987,973.43	92,597.96		(49,038.64	)	—	—		4.75	1.9150		MN	29,291.67	87,875		9302014	5012019
BRSLAZMP6	LESLIES POOLMART, INC. SENIOR SECURED TE		2	4FE	2,237,743.79	2,227,128.47	2,245,843.08	2,241,298.14	(14,169.67	)	703.04		—	—		—	0.0610		MJSD	—	48,316.93		12022013	10162019
BRSK5UM00	LEVEL 3 FINANCING INC SENIOR SECURED TER		2	3FE	962,682.64	968,181.25	970,000.00	965,699.72	2,481.53		693.28		—	—		—	0.1420		MJSD	—	19,638.45		4302014	8012019
BRSHY9H24	LINDE AG SENIOR CORP BND EMTN	F			2,990,820	3,022,980.18	3,000,000.00	2,996,620.27	26,359.91		919.60		—	—		1.5	1.5580		APR	9,125	45,000		4102013	4182018
BRSK7RBA5	LIVE NATION ENTERTAINMENT INC SENIOR SEC		2	3FE	1,498,714.04	1,494,499.66	1,498,714.04	1,498,714.04	(4,214.38	)	—		—	—		—	—		FMAN	—	26,621.17		8262013	8172020
G4S15PP89	LLOYDS BANK PLC			3FE	1,145,701.13	868,982.29	630,000.00	1,025,150.68	(156,168.39	)	(39,020.76	)	—	(152,298.59	)	10.75	0.4630		DEC	48,977.83	—		12042014	20211216
50208XAA0	LMC_15-CRE1 SENIOR CMBS 15-CRE1 A 144A		2		4,000,000	3,925,527.2	4,000,000.00	4,000,000	(74,472.8	)	—		—	—		2.202	2.2120		MON	2,202.05	44,138.81		1282015	2222032
539830BF5	LOCKHEED MARTIN CORPORATION SENIOR CORP		1	2FE	2,996,095.2	3,006,264.02	2,920,000.00	2,995,170.47	11,093.55		(924.73	)	—	—		2.5	1.8740		MN	44,205.55	(3,447.22	)	6072016	11232020
539830BJ7	LOCKHEED MARTIN CORPORATION SENIOR CORP			2FE	109,811.9	111,442.85	110,000.00	109,849.06	1,593.79		212.78		—	—		1.85	1.9090		MN	214.81	26,107.63		11162015	11232018
G29330DW7	LONDON POWER NETWORKS PLC LOCAL BND	D		2FE	1,317,715.93	1,044,312.84	770,000.00	1,236,411.34	(192,098.5	)	(26,335.04	)	—	(191,858.1	)	5.375	1.2520		NOV	35,221.72	7,200.48		11272014	11112016
542799AC5	LONGPOINT RE III LTD CORP BND 144A	F	1		1,750,000	1,768,917.5	1,750,000.00	1,750,000	18,917.5		—		—	—		3.75	—		FMAN	8,203.13	34,492.41		5072015	5232018
BRSSM4ZS7	LONGVIEW POWER SENIOR SECURED TERM NOTES		2	4FE	1,140,480	1,002,240	1,152,000.00	1,142,771.59	(140,531.59	)	1,008.58		—	—		—	0.1660		MJSD	—	41,828.04		4082015	4132021
546398PF9	LOUISIANA PUB FACS AUTH REV MUNI BND REV		1	1FE	1,443,685.5	1,397,817.9	1,395,000.00	1,395,000	2,817.9		(14,161.38	)	—	—		5	4.1320		JJ	34,875	34,875		10202006	7012018
546415S50	LOUISIANA STATE OF MUNITAX BND GO			1FE	4,779,355	4,793,225	4,750,000.00	4,766,219.02	27,005.98		(5,039.56	)	—	—		1.5	1.2820		FA	29,687.5	35,625		3042015	2012018
BRSXC27R4	LPL HOLDINGS INC TL SENIOR SECURED TERM			3FE	1,973,893.6	1,976,324.88	1,986,256.16	1,974,909.4	1,415.48		911.06		—	—		—	0.0880		MJSD	—	28,889.1		4292016	11212022
54910DAA5	LSTRZ_15-6 WHOLE CMO 15-6 A 144A		2		827,609.27	819,064.42	835,780.02	829,538.82	(10,474.4	)	1,479.73		—	—		2.457	2.9110		MON	1,711.02	10,642.39		5202015	5012020
502441AA6	LVMH MOET HENNESSY LOUIS VUITT SENIOR CO	F			3,041,246.5	3,063,025.35	3,050,000.00	3,048,199.9	14,825.45		888.83		—	—		1.625	1.6850		JD	275.34	24,781.26		6262012	6292017
54008PAA1	LWCLO_14-1A ABS _14-1A-A1 144A	F	2	1FE	483,736.15	481,940.17	485,191.73	484,361.07	(2,420.9	)	181.02		—	—		2.008	2.1090		JAJO	1,813.31	4,649.22		12302014	1252024
575718AC5	MA INSTITUTE OF TECH CORP BND			1FE	1,018,330	1,030,730	1,000,000.00	1,011,892.44	18,837.56		(1,925.93	)	—	—		2.051	1.6430		JJ	10,255	10,255		10212014	7012019
BRSJFJJX9	MACDERMID INCORPORATED SENIOR SECURED TE		2	4FE	1,919,596.17	1,894,655.85	1,925,136.54	1,921,782.77	(27,126.92	)	439.90		—	—		—	0.0440		FMAN	—	53,736.43		8042014	6072020
55608PAA2	MACQUARIE BANK LTD CORP BND 144A	F		1FE	5,996,040	6,136,980	6,000,000.00	5,999,435.35	137,544.65		426.45		—	—		5	5.0110		FA	107,500	150,000		9292015	2222017

56040PAT5	MAINE EDL LN AUTH MUNI BND REV			1FE	2,484,643.7	2,422,961.9	2,230,000.00	2,381,024.18	41,937.72		(29,914.15	)	—	—	5.5	5.5000	JD	10,220.84	61,325		9032014	12012018
560427KM7	MAINE HEALTH & HIGHER EDL FACS MUNI BND		1	1FE	155,637.05	155,643.25	155,000.00	154,999.48	643.77		(0.18	)	—	—	5.25	5.2610	JJ	4,068.75	4,068.75		7312010	7012021
562013AA0	MANATEE RE LTD CORP BND 144A	F			680,000	676,144.4	680,000.00	680,000	(3,855.6	)	—		—	—	5.087	—	MJSD	192.16	17,525.87		3232015	12222017
563469TZ8	MANITOBA PROVINCE OF CORP BND	A		1FE	2,977,080	3,017,940	3,000,000.00	2,982,014.6	35,925.4		4,582.52		—	—	1.125	1.4430	JD	2,812.5	16,875		12152015	6012018
563469TV7	MANITOBA PROVINCE OF UNSEC CORP BND	A		1FE	3,009,090	3,057,870.03	3,000,000.00	3,008,347.43	49,522.6		(742.57	)	—	—	1.75	1.6520	MN	4,520.83	10,062.5		3162016	5302019
55279HAF7	MANUFACTURERS AND TRADERS TRUS SENIOR CO		1	1FE	7,797,036	7,819,648.2	7,800,000.00	7,798,932.7	20,715.5		494.55		—	—	1.4	1.4130	JJ	47,320.01	54,600		7222014	7252017
55279HAJ9	MANUFACTURERS AND TRADERS TRUS SENIOR CO		1	1FE	246,135	252,841.63	250,000.00	246,527.22	6,314.41		392.22		—	—	2.1	2.5060	FA	2,114.58	131.25		1222016	2062020
BRSX2BJ50	MARCO INC SENIOR SECURED TERM LOAN				3,659,591.2	3,632,144.27	3,659,591.20	3,659,591.2	(27,446.93	)	—		—	—	—	—	MJSD	—	88,408.02		10302015	10292021
BRSX2BJB7	MARCO INC SENIOR SECURED TERM LOAN				40,764.03	40,458.3	40,764.03	40,764.03	(305.73	)	—		—	—	—	—	MJSD	—	2,748.68		6212016	10302020
BRSX2BJ84	MARCO INC SENIOR SECURED TERM NOTES				397,449.33	394,468.46	397,449.33	397,449.33	(2,980.87	)	—		—	—	—	—	MJSD	—	5,054.4		5192016	10302020
570850KA4	MARLBORO TWP N J BRD ED MUNITAX BND GO			1FE	1,492,545	1,516,320	1,500,000.00	1,495,940.55	20,379.45		974.24		—	—	1.526	1.5260	JJ	10,554.83	11,445		3062013	7152018
571903AR4	MARRIOTT INTERNATIONAL INC SENIOR CORP B		1	2FE	3,689,698.35	3,730,571.95	3,705,000.00	3,689,823.38	40,748.57		125.03		—	—	2.3	2.3790	JJ	4,970.88	—		6072016	1152022
574218A86	MARYLAND ST HEALTH & HIGHER ED MUNITAX B			1FE	400,000	412,108	400,000.00	400,000	12,108		—		—	—	2.079	2.0790	JJ	4,158	1,593.9		10092015	7012021
575831CJ9	MASSACHUSETTS ST COLLEGE BLDG MUNI BND R		1	1FE	1,103,611.6	1,143,496.9	910,000.00	1,097,295.46	46,201.44		(6,316.14	)	—	—	5	2.4000	MN	15,925	(758.33	)	2252016	5012031
57586NWY3	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND		1	1FE	1,395,000	1,396,353.15	1,395,000.00	1,395,000	1,353.15		—		—	—	1.85	1.8500	JD	2,150.63	13,582.09		3182015	6012018
57587ABR8	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND			1FE	497,465	518,815	500,000.00	498,291.5	20,523.5		235.74		—	—	2.608	2.6080	JD	1,086.67	6,520		2262014	12012019
576049CK4	MASSACHUSETTS ST WTR RES AUTH MUNI BND R		2	1FE	1,970,647.7	1,853,986.3	1,735,000.00	1,888,873.94	(34,887.64	)	(23,826.42	)	—	—	6.5	4.8800	JJ	52,001.81	56,387.5		10292008	7152019
55274QAD7	MASTR_06-2 RMBS_06-2-1A4		2	1FM	629,629.42	610,511.11	652,492.76	629,629.42	(19,118.31	)	(6,180.24	)	—	—	6	10.3910	MON	3,262.46	20,644.9		12312009	6252036
BRSJD2Z02	MCC IOWA LLC SENIOR SECURED TERM LOAN		2	3FE	3,124,235.34	3,107,639.4	3,124,235.34	3,124,235.34	(16,595.94	)	—		—	—	—	0.0360	FMAN	—	57,288.48		10012015	1292021
58013MEE0	MCDONALDS CORP CORP BND			2FE	2,575,032	2,564,577.38	2,400,000.00	2,533,276.12	31,301.26		(43,962.71	)	—	—	5.35	1.9500	MS	42,800	79,952.78		12152015	3012018
58013MEW0	MCDONALDS CORP SENIOR CORP BND			2FE	1,325,598.75	1,351,850.48	1,325,000.00	1,325,488.71	26,361.77		(97.69	)	—	—	2.1	2.0840	JD	1,855	13,757.92		12032015	12072018
58013MEX8	MCDONALDS CORP SENIOR CORP BND		1	2FE	658,779	687,142.22	660,000.00	658,907.6	28,234.62		207.03		—	—	2.75	2.7900	JD	1,109.17	18,799.31		12022015	12092020
58013MET7	MCDONALDS CORP SENIOR CORP BND MTN		1	2FE	407,780	408,634.25	400,000.00	407,737.14	897.11		(42.86	)	—	—	2.2	1.6740	MN	855.56	(660	)	6202016	5262020
55279EAE7	MCFCL_13-1A MEZZANIN ABS_13-1A C 144A		2	1FE	249,750	233,972.05	250,000.00	249,812	(15,839.95	)	26.50		—	—	4.184	4.2270	JAJO	2,092.18	5,108.29		5192015	4202023
580645AM1	MCGRAW-HILL COMPANIES INC (THE SR CORP B			2FE	69,926.84	71,320.98	70,000.00	69,942.1	1,378.88		14.00		—	—	2.5	2.3310	FA	661.11	860.42		12182015	8152018
BRT195N68	MCGRAW-HILL GLOBAL EDUCATION H SENIOR SE		1	4FE	1,386,222.9	1,389,705.88	1,393,188.85	1,386,385.17	3,320.71		162.27		—	—	—	0.0830	MJSD	—	55.52		5022016	5042022
56577AAC6	MCLO_14-7A ABS _14-7A-A2 144A	F	2	1FE	3,976,000	3,906,050.8	4,000,000.00	3,981,136.31	(75,085.51	)	1,522.53		—	—	3.284	3.3910	JAJO	23,355.38	63,466.66		10302014	10282025
585055BS4	MEDTRONIC INC MEDTRONIC INC			1FE	777,493.21	817,879.83	750,000.00	775,408.14	42,471.69		(1,257.54	)	—	—	3.5	3.5740	MS	7,729.17	13,125		9022015	3152025
585055BA3	MEDTRONIC INC SENIOR CORP BND			1FE	3,444,825	3,463,889.57	3,450,000.00	3,448,152.2	15,737.37		516.57		—	—	1.375	1.4060	AO	11,859.39	23,718.75		3192013	4012018
585055BB1	MEDTRONIC INC SENIOR CORP BND			1FE	2,996,910	2,999,520	3,000,000.00	2,999,316.75	203.25		516.01		—	—	0.875	0.9100	FA	9,041.67	13,125		2202014	2272017
585055BG0	MEDTRONIC INC SENIOR CORP BND			1FE	11,307,550.95	11,404,948.49	11,035,000.00	11,291,266.21	113,682.28		(16,284.74	)	—	—	2.5	1.8480	MS	81,229.85	(8,460.06	)	5042016	3152020
585055BR6	MEDTRONIC INC SENIOR CORP BND			1FE	519,650	531,268.05	500,000.00	518,776.16	12,491.89		(873.84	)	—	—	3.15	2.4410	MS	4,637.5	(131.25	)	3152016	3152022
58933YAG0	MERCK & CO INC SENIOR CORP BND			1FE	5,236,908.45	5,296,876.57	5,255,000.00	5,246,794.95	50,081.62		2,138.08		—	—	1.3	1.3540	MN	8,159.85	34,157.5		7172015	5182018
58933YAS4	MERCK & CO INC SENIOR CORP BND			1FE	1,592,567.45	1,628,941.83	1,595,000.00	1,593,187.54	35,754.29		240.92		—	—	1.85	1.8830	FA	11,557.11	14,753.75		5122015	2102020

59012UAA3	MERNA REINSURANCE LTD CORP BND 144A	F			4,750,000	4,738,172.5	4,750,000.00	4,750,000	(11,827.5	)	—		—	—		2.26	2.0250		MJSD	298.19	51,810.19	3162015	4092018
59022CCS0	MERRILL LYNCH & CO. INC. CORP BND			2FE	1,943,287.5	1,809,797.5	1,750,000.00	1,807,987.31	1,810.19		(34,149.83	)	—	—		5.7	1.6940		MN	16,347.92	49,875	6262014	5022017
59163PHV8	METRO ORE MUNI BND GO			1FE	366,863.25	365,563.25	325,000.00	363,381.56	2,181.69		(3,481.69	)	—	—		5	0.8900		JD	4,378.47	—	3142016	6012019
59261EAE9	METROPOLITAN TRANS AUTH N Y MUNITAX BND			1FE	16,629,940	17,011,689.35	16,645,000.00	16,635,357.95	376,331.4		1,554.39		—	—		1.848	1.8680		JJ	153,799.8	153,799.8	9232014	7012019
BRT0NP404	MGM RESORTS INTERNATIONAL SENIOR SECURED		2	3FE	870,630.47	873,903.52	872,812.50	870,686.17	3,217.35		61.17		—	—		—	—		MJSD	—	6,250	0	12202019
62405QAJ2	MHAWK_13-1A ABS_13-1A C	F	2	1FE	1,203,125	1,187,093.13	1,250,000.00	1,214,317.89	(27,224.76	)	4,122.78		—	—		3.354	4.1560		JAJO	8,385.88	20,267.49	2112015	1202024
59334DHN7	MIAMI DADE CNTY FLA MUNI BND REV		1	1FE	1,146,570	1,226,550	1,000,000.00	1,121,149.3	105,400.7		(7,354.56	)	—	—		5	4.2000		AO	12,500	25,000	9172013	10012028
BRSH5BNL2	MICHAELS STORES INC SENIOR SECURED TERM		2	3FE	3,008,454.04	2,997,172.33	3,008,454.04	3,008,454.04	(11,281.71	)	—		—	—		—	0.0030		JAJO	—	105,985.7	10012015	1282020
BRSNLD7H4	MICHAELS STORES INC SENIOR SECURED TERM		2	3FE	428,753.79	430,280.09	430,908.35	429,518.92	761.17		203.08		—	—		—	0.0890		MJSD	—	10,318.28	6062014	1282020
594615DN3	MICHIGAN ST BLDG AUTH MUNI BND REV			1Z	415,003.58	404,019.8	380,000.00	403,300.07	719.73		(8,949.36	)	—	—		5.5	0.5940		AO	4,412.22	10,450	10302015	10152017
594615DS2	MICHIGAN ST BLDG AUTH MUNI BND REV			1FE	2,854,055.07	2,779,689	2,620,000.00	2,775,864.19	3,824.81		(59,794.61	)	—	—		5.5	0.7300		AO	30,421.11	72,050	10302015	10152017
5946103D7	MICHIGAN STATE OF MUNI BND GO		1	1FE	2,308,400	2,212,920	2,000,000.00	2,178,248.53	34,671.47		(37,324.69	)	—	—		5.25	5.1600		MN	17,500	52,500	10292008	11012022
5946106P7	MICHIGAN STATE OF MUNI BND GO			1FE	1,652,295	1,640,535	1,500,000.00	1,612,885.76	27,649.24		(16,340.81	)	—	—		3.99	1.6600		MN	9,975	29,925	4142015	11012019
BRT0XFLS5	MICRON TECHNOLOGY INC SENIOR SECURED TER		1	2FE	145,384.62	147,526.18	146,853.15	145,418.21	2,107.97		33.59		—	—		—	0.1660		MJSD	—	499.14	4152016	4262022
BRSY0Y6K1	MICROSEMI CORPORATION SECURED TERM NOTES		1	3FE	985,409.89	1,023,929.26	1,015,886.49	987,272.85	36,656.41		41,428.56		—	—		—	0.4310		MJSD	—	69,229.48	12172015	1152023
594918AS3	MICROSOFT CORP SENIOR CORP BND			1FE	2,093,680.15	2,098,730.73	2,095,000.00	2,094,507.81	4,222.92		132.14		—	—		1	1.0130		MN	3,491.67	10,475	4252013	5012018
594918AV6	MICROSOFT CORP SENIOR CORP BND			1FE	646,249.5	660,488.91	650,000.00	648,135.45	12,353.46		371.71		—	—		1.625	1.7460		JD	733.51	5,281.25	12032013	12062018
594918BA1	MICROSOFT CORP SENIOR CORP BND		1	1FE	2,099,307	2,166,097.32	2,100,000.00	2,099,444.19	66,653.13		45.90		—	—		2.375	2.3800		FA	19,257.29	24,937.5	3032015	2122022
594918BF0	MICROSOFT CORP SENIOR CORP BND			1FE	3,301,848	3,328,809.3	3,300,000.00	3,301,447.08	27,362.22		(224.17	)	—	—		1.3	1.2810		MN	6,911.67	45,819.94	10302015	11032018
595620AJ4	MIDAMERICAN ENERGY CO SECURED CORP BND		1	1FE	839,529.6	866,929.13	840,000.00	839,759.71	27,169.42		42.44		—	—		2.4	2.4110		MS	5,936	10,080	9122013	3152019
BRSKQD5K0	MISSION BROADCASTING INC. SECURED TERM L		2		1,418,444.19	1,415,784.61	1,418,444.19	1,418,444.19	(2,659.58	)	—		—	—		—	—		MJSD	—	26,995.02	12172013	10012020
60636YGX3	MISSOURI ST HSG DEV COMMN MUNITAX BND RE			1FE	351,792	352,408	350,000.00	350,658.89	1,749.11		(326.35	)	—	—		1.45	1.4500		JJ	2,537.5	2,537.5	10172012	7012017
60636YGY1	MISSOURI ST HSG DEV COMMN MUNITAX BND RE			1FE	552,601.5	555,236	550,000.00	551,218.02	4,017.98		(399.78	)	—	—		1.7	1.7000		JJ	4,675	4,675	10172012	1012018
606822AA2	MITSUBISHI TOKYO FINANCIAL GRP SENIOR CO	F		1FE	1,646,568	1,709,405.4	1,650,000.00	1,646,780.64	62,624.76		258.64		—	—		2.95	2.9950		MS	16,225	3,568.68	2232016	3012021
BRT2F0QU4	MKS INSTRUMENTS, INC. SENIOR SECURED TER		1	3	888,324.97	896,820.79	897,194.92	888,374.27	8,446.52		49.30		—	—		—	—		MJSD	—	2,224.29	0	5012023
60687VAE5	MLCFC CMBS_06-3 A4		2		815,985.7	762,987.82	762,774.23	769,003.56	(6,015.74	)	(73,105.55	)	—	—		5.37	(0.9050	)	MON	3,413.69	112,294.17	8142014	7122046
60687VAF2	MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A		2		1,912,322.69	1,788,590.95	1,786,304.52	1,810,384.64	(21,793.69	)	(22,072.15	)	—	—		5.409	(0.8800	)	MON	8,051.77	58,489.31	9252014	7122046
60871RAE0	MOLSON COORS BREWING CO SENIOR CORP BND			2FE	10,814,590	10,853,476.54	10,820,000.00	10,814,590	38,886.54		—		—	—		1.45	1.4670		JJ	—	—	6282016	7152019
60871RAF7	MOLSON COORS BREWING CO SENIOR CORP BND		1	2FE	5,243,006.9	5,270,819.25	5,245,000.00	5,243,006.9	27,812.35		—		—	—		2.1	2.1080		JJ	—	—	6282016	7152021
BRSHTM755	MONEYGRAM INTL INC SENIOR SEC TERM NOTES		1		3,260,555.97	3,151,785.26	3,330,816.66	3,271,676.21	(119,890.95	)	3,883.07		—	—		—	0.4680		MJSD	—	60,286.68	4282016	3272020
BRSSLXJH6	MONITRON INTL SENIOR SECURED TERM NOTES				477,975.36	452,155.09	480,377.25	478,391.77	(26,236.68	)	182.05		—	—		—	0.0710		MJSD	—	10,970.08	4022015	4082022
U6176TBG2	MORGAN STANLEY			1FE	1,198,165.7	960,782.22	700,000.00	1,127,978.07	(167,195.85	)	(22,491.15	)	—	(168,277.79	)	5.75	0.6274		FEB	20,287.58	61,960.85	12032014	20170214
61763KBA1	MORGAN STANLEY BAML TRUST MSBA SENIOR CM		2	1FM	399,726.56	419,160	375,000.00	397,208.22	21,951.78		(2,554.21	)	—	—		4.051	3.1280		MON	1,265.93	15,812.9	7302015	4152047
61754JAF5	MORGAN STANLEY CAPITAL I CMBS 07-T27 A4		2		3,246,381.63	2,984,910.19	2,888,380.43	2,960,222.93	24,687.26		(45,745.17	)	—	—		5.82	(0.0660	)	MON	14,008.78	85,551.47	4112014	6112042

61761JQK8	MORGAN STANLEY CAPSEC CORP BND		1	3FE	7,295,765	6,960,000	7,250,000.00	7,279,793.77	(319,793.77	)	(4,461.94	)	—	—		5.45	5.3020		JJ	182,196.53	197,562.5		1132015	7292049
61747WAL3	MORGAN STANLEY CORP BND			1FE	2,254,140	2,285,812.84	2,000,000.00	2,215,145.37	70,667.47		(19,362.38	)	—	—		5.5	3.1870		JJ	46,750	55,000		6232015	7282021
6174466Q7	MORGAN STANLEY CORP BND MTN			1FE	112,513	108,467.99	100,000.00	108,147.14	320.85		(4,332.66	)	—	—		6.625	1.8730		AO	1,656.25	8,833.33		7092015	4012018
617474AA9	MORGAN STANLEY CORP BND X		1		2,400,000	2,361,000	2,400,000.00	2,400,000	(39,000	)	—		—	—		5.55	5.5500		JJ	61,420	66,600		2012016	1019999
6174467U7	MORGAN STANLEY SENIOR CORP BND			1FE	2,997,870	3,032,819.61	3,000,000.00	2,999,199.91	33,619.7		213.71		—	—		2.125	2.1400		AO	11,687.5	31,875		4222013	4252018
6174468B8	MORGAN STANLEY SENIOR CORP BND			1FE	989,237.7	1,003,126.38	990,000.00	989,462.99	13,663.39		106.18		—	—		2.2	2.2230		JD	1,452	10,890		6032015	12072018
61746BDM5	MORGAN STANLEY SENIOR CORP BND			1FE	1,019,450	1,020,104.29	1,000,000.00	1,019,248.35	855.94		(201.65	)	—	—		2.5	1.7290		JJ	10,902.78	(10,208.33	)	6162016	1242019
61746BEA0	MORGAN STANLEY SENIOR CORP BND			1FE	448,488	454,168.59	450,000.00	448,543.35	5,625.24		55.35		—	—		2.5	2.5720		AO	2,187.5	—		4182016	4212021
61747YDT9	MORGAN STANLEY SENIOR CORP BND			1FE	2,192,640	2,048,640	2,000,000.00	2,035,443.95	13,196.05		(23,968.84	)	—	—		4.75	2.2710		MS	26,125	47,500		2132013	3222017
61747YDW2	MORGAN STANLEY SENIOR CORP BND			1FE	4,930,596	4,998,195.17	4,900,000.00	4,923,049.73	75,145.44		(3,029.26	)	—	—		2.65	2.5110		JJ	55,546.94	114,391.67		12102015	1272020
61761JB32	MORGAN STANLEY SENIOR CORP BND			1FE	5,048,934	5,174,190.84	5,055,000.00	5,050,128.05	124,062.79		574.58		—	—		2.8	2.8260		JD	5,897.49	70,770		12232015	6162020
61761JVM8	MORGAN STANLEY SENIOR CORP BND			1FE	4,859,745.8	4,895,666.09	4,865,000.00	4,862,407.54	33,258.55		841.42		—	—		1.875	1.9110		JJ	44,595.83	45,609.38		12232015	1052018
61761JVN6	MORGAN STANLEY SENIOR CORP BND			1FE	850,000	848,520.97	850,000.00	850,000	(1,479.03	)	—		—	—		1.369	0.9750		JAJO	2,812.36	5,217.67		12022014	1052018
6174467X1	MORGAN STANLEY SUB CORP BND			2FE	2,220,320	2,189,044.18	2,000,000.00	2,199,278.97	(10,234.79	)	(8,767.02	)	—	—		5	3.7330		MN	10,277.78	50,000		4082015	11242025
6174824M3	MORGAN STANLEY SUB CORP BND			2FE	5,929,440	5,986,311.43	5,500,000.00	5,843,400.52	142,910.91		(23,731.70	)	—	—		4.875	3.7580		MN	44,687.5	134,062.5		8192014	11012022
BRSJV1000	MORGAN'S POINT LIMITED				20,412,000	20,412,000	20,412,000.00	20,412,000	—		—		—	—		6			JAN	375,000	—		11122015	1312016
BRSRP3A63	MOTOR_15 -1X ABS 2015-1X A2	D	2	1FE	1,407,946.31	1,219,542.43	915,975.74	1,407,946.31	(188,403.88	)	—		—	(183,469.94	)	0.979	0.9810		MON	131.42	7,658.31		2202015	6252022
BRT1U4MN1	MPH ACQUISITION HOLDINGS LLC SENIOR SECU		1	4FE	1,620,746.45	1,632,671.56	1,628,890.91	1,620,819.58	11,851.98		73.13		—	—		—	0.0710		MJSD	—	—		5252016	6072023
61746REV9	MSAC ABS 04-H1		2	1FE	941,018.2	883,031.61	939,550.16	940,366.45	(57,334.84	)	(48.68	)	—	—		1.193	1.1840		MON	124.57	5,576		6272016	1252034
61763KAY0	MSBAM_14-C15 PAC SENIOR CMBS_14-C15 ASB		2		1,177,343.75	1,186,536.97	1,100,000.00	1,175,335.67	11,201.3		(2,008.08	)	—	—		3.654	2.1980		MON	3,349.51	2,273.61		6222016	4152047
61763UAV4	MSBAM_14-C17 SUPSEN SENIOR CMBS 14-C17-A		2		5,109,769.53	5,117,361.24	4,900,000.00	5,039,616.69	77,744.55		(31,818.85	)	—	—		3.119	2.0610		MON	12,735.92	76,415.52		9222015	8152047
61764RBF4	MSBAM_15-C20 SENIOR CMBS 15-C20 A4		2		5,149,631	5,298,831	5,000,000.00	5,128,996.51	169,834.49		(7,801.76	)	—	—		3.249	2.8920		MON	13,537.5	81,225		1232015	2152048
61765LAR1	MSBAM_15-C24 SUPSEN SENIOR CMBS 15-C24 A		2	1FE	4,480,472.6	4,581,439.14	4,350,000.00	4,456,808.98	124,630.16		(13,125.18	)	—	—		3.088	2.4300		MON	11,194	67,164		7242015	5152048
61690VAZ1	MSBAM_15-C26 LCF SENIOR CMBS 15-C26		2	1FM	978,475.21	1,027,516.68	950,000.00	976,734.25	50,782.43		(1,389.72	)	—	—		3.531	3.1670		MON	1,490.87	16,772.28		10282015	10152048
61763MAB6	MSBAM_C16 SENIOR CMBS_14-C16 A2		2		1,905,424.71	1,912,787.52	1,850,000.00	1,884,279.05	28,508.47		(4,423.17	)	—	—		2.849	2.2410		MON	4,392.21	26,353.26		6052014	6152047
61751XAE0	MSC CMBS 07-T25 A3		2		3,268,976.76	2,991,090.96	2,970,298.95	3,008,490.22	(17,399.26	)	(79,584.50	)	—	—		5.514	(1.7910	)	MON	13,648.53	102,384.7		5222014	11122049
61751NAF9	MSC_07-HQ11 CMBS 07-HQ11 A4		2		1,735,407.82	1,598,407.01	1,580,000.00	1,597,993.13	413.88		(30,629.91	)	—	—		5.447	0.5080		MON	7,171.89	57,768.5		5282014	2122044
BRSVV6ED1	MSHC INC SENIOR SECURED TERM LOAN				1,636,203.33	1,615,750.79	1,636,203.33	1,636,203.33	(20,452.54	)	—		—	—		—	—		MJSD	—	51,083.96		9012015	12312049
BRSTB10K8	MSHC INC SENIOR SECURED TERM NOTES				2,016,897.99	1,986,644.52	2,016,897.99	2,016,897.99	(30,253.47	)	—		—	—		—	—		MJSD	—	62,940.64		5112015	9302018
61745MVW0	MSM_04-1 MSM_04-1		2	1FM	91,600.2	90,548.01	89,592.42	90,596.58	(48.57	)	(867.79	)	—	—		5	5.4060		MON	373.3	2,825.69		3092006	11252018
61759LAA6	MSRR_10-GG10 CMBS_10-GG10 A4A 144A		2	1FE	626,356.29	594,747.5	583,017.19	598,242.56	(3,495.06	)	(10,118.61	)	—	—		6.245	(0.0200	)	MON	3,034.27	17,750.71		1062015	8152045
61974QAC0	MTL6_15 LCF SEN CMBS 15 MT6 A2A2 144A		2		1,500,000	1,513,304.1	1,500,000.00	1,500,000	13,304.1		—		—	—		2.605	2.6130		MON	3,256.26	19,537.56		2262015	2052030
BRSQGX3A8	MUELLER WATER PRODUCTS INC SENIOR SECURE		2	3FE	479,150.85	482,561.71	481,558.62	479,661.4	2,900.31		179.98		—	—		—	0.0720		MJSD	—	9,750.52		11192014	11242021
62983QAF0	NAKAMA RE LTD SENIOR CORP BND 144A	F			14,250,000	14,328,090	14,250,000.00	14,250,000	78,090		—		—	—		—	—		JAJO	—	107,388.58		12142015	1142021

62983QAG8	NAKAMA RE LTD SENIOR CORP BND 144A	F			500,000	514,680	500,000.00	500,000	14,680		—		—	—		—	—	JAJO	—	4,241.97		12142015	1142021
62983QAD5	NAKAMA RE LTD UNSEC CORP BND 144A	F			1,000,000	1,001,620	1,000,000.00	1,000,000	1,620		—		—	—		2.425	2.1660	JAJO	6,129.86	11,137.49		12122014	1162019
62983QAE3	NAKAMA RE LTD UNSEC CORP BND 144A	F			1,250,000	1,277,050	1,250,000.00	1,250,000	27,050		—		—	—		2.875	2.8850	JAJO	9,084.2	18,684.08		12122014	1162020
65478VAE7	NAROT_16-B SENIOR ABS_16-B A4		2	1FE	859,998.54	868,513.99	860,000.00	859,997.27	8,516.72		(1.27	)	—	—		1.54	1.5440	MON	588.62	1,771.86		4182016	10152022
63254AAB4	NATIONAL AUSTRALIA BANK LIMITE CORP BND			1FE	4,134,360	4,045,600	4,000,000.00	4,049,009.89	(3,409.89	)	(42,999.09	)	—	—		2.75	0.9640	MS	34,222.22	84,638.89		4092015	3092017
63254AAK4	NATIONAL AUSTRALIA BANK LIMITE SENIOR CO				2,799,272	2,831,960.35	2,800,000.00	2,799,495.67	32,464.68		119.33		—	—		1.875	1.8840	JJ	23,041.67	26,250		7162015	7232018
63254AAM0	NATIONAL AUSTRALIA BANK LIMITE SENIOR CO				2,992,530	3,038,296.29	3,000,000.00	2,993,656.29	44,640		1,126.29		—	—		2	2.0860	JJ	27,833.33	—		1062016	1142019
6325C0CU3	NATIONAL AUSTRALIA BANK LTD SENIOR CORP	F		1FE	1,999,700	2,003,966	2,000,000.00	1,999,927.82	4,038.18		50.02		—	—		1.25	1.2550	MS	7,222.22	12,500		3112014	3172017
63307EAB3	NATIONAL BK OF CANADA CORP BND 144A	A		1FE	1,025,660	1,003,404	1,000,000.00	1,003,784.48	(380.48	)	(6,244.14	)	—	—		2.2	2.2110	AO	4,400	11,000		10122011	10192016
63307A2C8	NATIONAL BK OF CANADA SENIOR CORP BND	A		1FE	2,498,325	2,518,404.77	2,500,000.00	2,498,622.37	19,782.4		270.63		—	—		2.1	2.1230	JD	2,479.17	26,250		12072015	12142018
BRSJ6L8K4	NATIONAL CNEMDIA SENIOR SECURED TERM NOT		2	3FE	1,366,621.35	1,366,979.63	1,375,000.00	1,370,354.6	(3,374.97	)	678.82		—	—		—	0.0980	FMAN	—	22,174.93		10182013	11262019
G9004JAK4	NATIONAL GRID GAS PLC SENIOR CORP BND	D		1FE	627,376.01	586,606.65	420,000.00	620,680.56	(34,073.91	)	(6,695.45	)	—	(33,555.05	)	6	1.0520	JUN	2,215.06	5,935.44		4052016	6072017
637432NB7	NATIONAL RURAL UTILITIES COOP SECURED CO		1	1FE	998,640	1,030,290.22	1,000,000.00	999,067.95	31,222.27		131.75		—	—		2.3	2.3290	MN	2,938.89	11,500		11042014	11152019
637432NC5	NATIONAL RURAL UTILITIES COOP SECURED CO		1	1FE	1,995,840	2,032,847.6	2,000,000.00	1,996,985.99	35,861.61		404.18		—	—		2	2.0440	JJ	17,111.11	20,000		12232015	1272020
637432MX0	NATIONAL RURAL UTILITIES COOP SENIOR COR		1	1FE	2,933,737.95	2,994,338.19	2,935,000.00	2,934,333.23	60,004.96		124.53		—	—		2.15	2.1590	FA	26,292.71	31,551.25		12232015	2012019
637432NF8	NATIONAL RURAL UTILITIES COOP SENIOR SEC		1	1FE	513,959.7	529,433.02	515,000.00	514,094.03	15,338.99		180.73		—	—		2.3	2.3430	MN	1,974.17	15,200.76		10202015	11012020
G6S17B5H5	NATIONWIDE BUILDING SOCIETY SECURED LOCA	D			738,868	694,760.63	520,000.00	738,868	(44,107.37	)	—		—	(43,732	)	1.071	1.0730	JAJO	1,366.77	—		4132016	4252019
BRT1BZDJ2	NATIONWIDE BUILDING SOCIETY SENIOR CORP	D		1FE	386,233.64	367,528.72	265,000.00	386,233.7	(18,704.98	)	0.06		—	(31,985.19	)	3	2.9780	MAY	1,630.54	—		4282016	5062026
BRSWNA846	NAVEX GLOBAL INC SENIOR SECURED TERM LOA				7,348,556.11	7,274,328.26	7,422,783.94	7,356,098.65	(81,770.39	)	5,929.19		—	—		—	0.1440	MJSD	—	189,217.3		10092015	8312022
63939EAB9	NAVSL_15-AA SENIOR ABS 15-AA A2A 144A		2	1FE	329,878.46	335,596.8	330,000.00	329,905.38	5,691.42		8.89		—	—		2.65	2.6710	MON	388.67	4,372.5		1132015	12152028
63946CAB4	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP			1FE	6,760,694.5	6,778,484.8	6,750,000.00	6,754,450.38	24,034.42		(1,204.98	)	—	—		1.313	0.9240	JAJO	18,961.49	39,645.57		5012014	4152018
63946CAC2	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP			1FE	1,003,750	1,010,960.08	1,000,000.00	1,003,023.92	7,936.16		(726.08	)	—	—		1.662	1.4900	AO	3,508.67	3,831.83		1192016	4152018
63946BAD2	NBCUNIVERSAL MEDIA LLC CORP BND			1FE	567,190	566,982.08	500,000.00	566,727.11	254.97		(462.89	)	—	—		5.15	1.5480	AO	4,363.19	(3,647.92	)	6162016	4302020
BRT10ZSU3	NBTY INC SENIOR SECURED TERM LOAN		1	4FE	416,709.39	415,924.14	418,803.41	416,753.09	(828.95	)	43.70		—	—		—	0.0710	MJSD	—	3,047.35		4262016	5052023
62888XAC8	NCUA CMBS_10-C1 A-PT		2	1	136,014.54	136,373.86	136,284.72	136,260.37	113.49		494.39		—	—		2.65	2.7310	MON	40.13	13,544.04		9072011	10292020
62889AAA1	NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A		2	1	880,005.86	877,999.44	880,005.86	880,005.86	(2,006.42	)	—		—	—		0.815	0.8160	MON	478.02	3,510.14		6102011	12072020
62889GAA8	NCUA GUARANTEED NOTES CMO 11-R5 1A		2	1	111,936.25	111,958.13	111,936.25	111,936.25	21.88		—		—	—		0.29	0.2900	MON	24.27	725.83		4082011	4062020
BRSMK3RL8	NEIMAN MARCUS GROUP INC. THE SENIOR SECU		2	4FE	2,444,942.06	2,196,467.02	2,449,874.71	2,446,427.28	(249,960.26	)	409.29		—	—		—	0.0320	MJSD	—	52,493.29		7312014	10252020
BRSW6MLL6	NEPTUNE FINCO CORP SECURED TERM LOAN		1	3FE	2,976,648.35	3,024,244.5	3,021,978.02	2,980,883.44	43,361.06		3,239.14		—	—		—	0.2150	MJSD	—	67,574.78		9252015	10092022
U64107AF9	NESTLE HLDGS INC.			1FE	1,013,000	1,005,920	1,000,000.00	1,003,069.83	2,850.17		(1,554.26	)	—	—		1.375	0.9753	JUN	381.94	13,750		4092013	20170621
BRSH5LE30	NETWORK RAIL INFRA FIN SECURED CORP BND	D		1FE	2,340,423.68	2,020,035.07	1,500,000.00	2,337,200.36	(317,165.29	)	(1,076.66	)	—	(329,315.37	)	1	0.9040	DEC	11,340.89	—		12302014	12072017
64128QAE5	NEUB_14-18A MEZZANIN ABS 14-18A 144A	F	1		500,000	487,200.55	500,000.00	500,000	(12,799.45	)	—		—	—		3.776	3.7930	FMAN	2,412.51	9,197.51		3262015	11142025
64129UAL9	NEUB_17 MEZZANIN ABS 14-17A 144A	F	2	1FE	951,500	947,587.5	1,000,000.00	954,539.98	(6,952.48	)	3,039.98		—	—		3.397	4.2910	FMAN	5,472.3	9,823.15		1132016	8042025
644682D29	NEW HAMPSHIRE ST MUNITAX BND GO			1FE	2,580,441	2,491,070.5	2,350,000.00	2,476,114.98	14,955.52		(37,074.43	)	—	—		4.375	1.1190	MS	34,270.83	51,406.25		2022015	3012018

645771XB7	NEW JERSEY BLDG AUTH MUNITAX BND REV			1FE	690,125.2	686,045.2	680,000.00	685,433.42	611.78		(1,349.73	)	—	—	2.303	2.3030	JD	696.02	7,830.2	11152013	6152018
646136K83	NEW JERSEY ST TRANSN TR FD AUT MUNITAX B			1FE	5,050,000	4,990,056.7	5,050,000.00	5,050,000	(59,943.3	)	—		—	—	1.758	1.7580	JD	3,945.73	44,389.5	9292015	12152018
649322AC8	NEW YORK PRESBYTERIAN HOSP SENIOR CORP			1FE	149,995.5	157,674.88	150,000.00	149,995.5	7,679.38		—		—	—	3.563	3.5630	FA	44.54	—	6212016	8012036
64972HKE1	NEW YORK NY CITY TRANSITIONAL MUNI BND R		1	1FE	1,144,760	1,090,830	1,000,000.00	1,078,572.99	12,257.01		(18,992.85	)	—	—	5	5.0120	JJ	23,055.56	25,000	10312008	7152019
64972HKH4	NEW YORK NY CITY TRANSITIONAL MUNI BND R		1	1FE	3,442,770	3,285,780	3,000,000.00	3,240,662	45,118		(58,056.18	)	—	—	5.25	5.4320	JJ	72,625	78,750	10312008	7152022
64966F5S9	NEW YORK NY MUNI BND GO			1FE	20,092.4	20,094	20,000.00	20,000	94		—		—	—	5.75	5.7500	FA	479.17	575	7212014	8012016
64966KEB5	NEW YORK NY MUNI BND GO		1	1FE	5,804,500	6,109,900	5,000,000.00	5,650,849.28	459,050.72		(44,609.58	)	—	—	5	4.1200	FA	104,166.67	125,000	9122013	8012028
649907XR8	NEW YORK ST DORM AUTH MUNI BND REV			1FE	3,053,370	3,081,630	3,000,000.00	3,031,397.18	50,232.82		(6,308.19	)	—	—	2.05	2.0500	JD	5,125	30,750	12052013	12012018
649883XV2	NEW YORK ST MTG AGY MUNI BND REV		1	1FE	898,278.6	924,611.8	860,000.00	891,822.88	32,788.92		(1,876.20	)	—	—	4.45	4.4500	AO	9,567.5	19,135	2132014	10012029
649791CH1	NEW YORK ST MUNITAX BND GO			1FE	811,747.5	789,045	750,000.00	785,882.68	3,162.32		(10,541.14	)	—	—	4.09	1.1850	MS	10,225	15,337.5	4072015	3012018
650035C48	NEW YORK ST URBAN DEV CORP MUNI BND REV		1	1FE	5,269,005	5,579,910	4,500,000.00	5,123,830.99	456,079.01		(41,867.43	)	—	—	5	4.1200	MS	66,250	112,500	9112013	3152028
650035K72	NEW YORK ST URBAN DEV CORP MUNITAX BND R			1FE	11,437,620	11,471,478	11,400,000.00	11,420,814.31	50,663.69		(5,972.51	)	—	—	1.44	1.3310	MS	48,336	82,080	2022015	3152018
651229AP1	NEWELL RUBBERMAID INC SENIOR CORP BND		1	2FE	4,355,116.8	4,418,241.89	4,360,000.00	4,356,629.99	61,611.9		463.30		—	—	2.875	2.8990	JD	10,445.83	62,675.01	11142014	12012019
651229AR7	NEWELL RUBBERMAID INC SENIOR CORP BND			2FE	699,979	700,430.56	700,000.00	699,983.12	447.44		3.04		—	—	2.15	2.1510	AO	3,177.22	7,357.78	10142015	10152018
651229AT3	NEWELL RUBBERMAID INC SENIOR CORP BND			2FE	5,403,756.85	5,538,466.49	5,405,000.00	5,403,857.22	134,609.27		100.37		—	—	2.6	2.6080	MS	35,522.87	—	3182016	3292019
651229AU0	NEWELL RUBBERMAID INC SENIOR CORP BND		1	2FE	3,494,225	3,623,827.41	3,500,000.00	3,494,494.89	129,332.52		269.89		—	—	3.15	3.1860	AO	27,868.75	—	3182016	4012021
651229AV8	NEWELL RUBBERMAID INC SENIOR CORP BND		1	2FE	769,761.3	815,582.58	770,000.00	769,769.17	45,813.41		7.87		—	—	3.85	3.8550	AO	7,493.6	—	3182016	4012023
BRSKQ8AG4	NEXSTAR BROADCASTING GROUP INC NEXSTAR B		2		1,612,673.17	1,609,649.4	1,612,673.17	1,612,673.17	(3,023.77	)	—		—	—	—	—	MJSD	—	30,612.79	1312014	10012020
62888UAA8	NGN_10-R2 AGENCY CMO_10-R2 1A		2	1	689,671.24	689,825.31	689,671.24	689,671.24	154.07		—		—	—	0.835	0.8360	MON	398.71	2,884.04	11102010	11062017
62888YAA0	NGN_11-R1 CMO_11-R1 IA		2	1FE	915,866.06	917,369.99	915,512.79	915,670.1	1,699.89		(39.02	)	—	—	0.915	0.9060	MON	535.08	4,187.65	2142011	1082020
62889EAA3	NGN_11-R3 NGN_11-R3 1A		2	1	4,473,251.78	4,460,568.64	4,467,493.25	4,470,729.67	(10,161.03	)	(757.79	)	—	—	0.838	0.7930	MON	2,079.62	19,546.87	6152012	3112020
62889FAA0	NGN_11-R4 CMO_11R4-1A		2	1	403,872.78	404,054.04	403,872.78	403,872.78	181.26		1.46		—	—	0.845	0.8460	MON	227.46	1,856.25	3252011	3062020
65477UAB6	NISSAN AUTO RECEIVABLES OWNER ABS_15-A A		2		179,225.58	179,197.78	179,234.61	179,231.74	(33.96	)	7.87		—	—	0.67	0.6750	MON	53.37	1,251.25	4072015	9152017
645918S53	NJ ST EDA PENSION MUNITAX BND REV			1FE	1,985,660	2,021,540	2,000,000.00	1,994,172.05	27,367.95		2,437.99		—	—	1.651	1.6510	MS	11,006.67	16,510	9192012	9012017
655044AH8	NOBLE ENERGY INC SENIOR CORP BND		1	2FE	4,139,435	4,478,485.8	4,400,000.00	4,145,096.53	333,389.27		7,579.43		—	—	3.9	4.6930	MN	21,926.66	67,567.5	2192016	11152024
65504LAH0	NOBLE HOLDING INTERNATIONAL LT SENIOR CO	F		2FE	505,725	496,425	500,000.00	501,673.69	(5,248.69	)	(1,163.69	)	—	—	2.5	2.5120	MS	3,680.56	6,250	2072012	3152017
BRSRG6TU3	NOMACORC SENIOR SECURED REVOLVE LOAN				645,000	599,850	645,000.00	645,000	(45,150	)	—		—	—	—	—	JAJO	—	15,041.37	5052016	1052020
BRSRG6UY3	NOMACORC SENIOR SECURED TERM LOAN				5,924,999.99	5,510,249.99	5,924,999.99	5,924,999.99	(414,750	)	—		—	—	—	—	JAJO	—	145,075.72	1092015	1052021
62951MAY6	NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO		2	1FE	572,985.55	559,562.94	567,136.94	571,901.58	(12,338.64	)	(336.75	)	—	—	6.5	6.2950	MON	3,071.99	17,925.21	10032007	2252035
65557CAM5	NORDEA BANK AB JR SUB CORP BND 144A	F	1	2FE	5,750,000	5,453,242.5	5,750,000.00	5,750,000	(296,757.5	)	—		—	—	5.5	5.5000	MS	86,090.27	359,376.11	9162014	1019999
65557DAK7	NORDEA BANK AB SENIOR CORP BND	F		1FE	5,974,200	6,122,022	6,000,000.00	5,985,374.43	136,647.57		2,532.60		—	—	2.375	2.4670	AO	34,437.5	71,250	3312014	4042019
65557CAR4	NORDEA BANK AB SENIOR CORP BND MTN 144A	F		1FE	1,102,398	1,125,902.76	1,100,000.00	1,102,513.13	23,389.63		10.45		—	—	2.5	2.4420	MS	7,944.44	9,208.33	4202016	9172020
65562QAW5	NORDIC INVESTMENT BANK CORP BND	F		1FE	2,980,170	3,149,160.24	3,000,000.00	2,984,836.73	164,323.51		1,342.84		—	—	2.25	2.3530	MS	17,062.5	33,750	12052014	9302021
BRST5NSU5	NORTEK INC SENIOR SECURED TERM NOTES		2	3FE	945,292.89	941,864.08	955,600.84	946,351.25	(4,487.17	)	1,110.72		—	—	—	0.2210	MJSD	—	16,442.24	1012016	10302020

658256Z54	NORTH CAROLINA ST MUNI BND GO			1FE	652,100	668,815	500,000.00	647,861.49	20,953.51		(4,238.51	)	—	—	5	1.7410		JD	2,083.34	5,694.45	2242016	6012026
666807BF8	NORTHROP GRUMMAN CORP SENIOR CORP BND			2FE	1,071,625.63	1,081,868.59	1,073,000.00	1,072,064.48	9,804.11		237.30		—	—	1.75	1.7960		JD	1,564.8	9,388.75	10082015	6012018
66989HAE8	NOVARTIS CAPITAL CORP SENIOR CORP BND			1FE	1,954,120	2,062,565.76	2,000,000.00	1,958,981.62	103,584.14		2,984.28		—	—	2.4	2.7610		MS	13,333.34	24,000	9032015	9212022
BRSTJ1FE8	NOVELIS INC/GA SENIOR SECURED TERM NOTES		2	3FE	2,820,905.1	2,801,792.24	2,830,093.17	2,822,315.38	(20,523.14	)	695.81		—	—	—	0.1300		FMAN	—	54,941.29	10012015	6022022
BRT2GMJC3	NRG ENERGY INC SENIOR SECURED TERM LOAN		1	3FE	2,481,447.68	2,468,978.1	2,493,917.27	2,481,447.68	(12,469.58	)	—		—	—	3.5	3.5980		MJSD	—	—	6142016	6142023
65251QAA9	NSCDN_14-1A ABS2014-1A A1 144A		2		2,500,000	2,454,625.25	2,500,000.00	2,500,000	(45,374.75	)	—		—	—	2.488	2.3560		JAJO	11,576.58	29,312.74	12162014	1252027
BRSGCCH31	NSG HOLDINGS SENIOR SECURED TERM LOAN		2		1,448,470.61	1,450,548.06	1,457,837.25	1,453,184.59	(2,636.53	)	1,048.15		—	—	—	0.0910		MJSD	—	29,016.88	10072013	12112019
65251PAC7	NSLP_14-1A ABS_14-1A B1 144A		2	1FE	487,100	465,410.85	500,000.00	488,552.81	(23,141.96	)	1,044.07		—	—	3.238	3.7700		JAJO	3,013.23	7,758.38	10212015	7252025
BRT0TMUX4	NUMERICABLE GROUP SA SENIOR SECURED TERM	F	1		291,891.89	293,642.65	294,840.29	291,964.62	1,678.03		72.73		—	—	—	0.1280		JAJO	—	—	4082016	1152024
BRSUVAL12	NUMERICABLE US LLC SENIOR SECURED TERM N			4FE	520,852.05	514,791.36	522,157.44	521,012.34	(6,220.98	)	100.03		—	—	—	0.0360		MJSD	—	11,999.27	7272015	7292022
65251UAC6	NWSCLF_16-1A ABS 16-1A 144A		1	1FE	250,000	248,803.73	250,000.00	250,000	(1,196.27	)	—		—	—	4.371	4.3920		FMAN	3,672.43	—	2122016	2252028
65251KAG9	NWSTR_13-1A ABS 13-1A C 144A		2	1FE	250,000	232,383.45	250,000.00	250,000	(17,616.55	)	—		—	—	4.447	4.4710		MJSD	339.67	5,556.62	5192015	9202023
65251TAC9	NWSTR_15-1A ABS_15-1A B 144A		1	1FE	2,000,000	1,885,462.8	2,000,000.00	2,000,000	(114,537.2	)	—		—	—	3.434	3.4470		JAJO	13,737.4	33,241.31	3112015	1202027
65251TAE5	NWSTR_15-1A ABS_15-1A C 144A		1	1FE	1,000,000	940,863.9	1,000,000.00	1,000,000	(59,136.1	)	—		—	—	4.484	4.5050		JAJO	8,968.7	21,958.15	3112015	1202027
N5945LAN5	NXP BV AND NXP FUNDING LLC SENIOR SECURE	F	1	2FE	921,512.08	929,636.24	928,475.65	922,291.68	7,344.56		7,716.78		—	—	—	(198.0000	)	MJSD	—	19,759.11	11052015	12072020
BRST0A6G3	NXTC_15-1A MEZZANIN ABS 15-1A 144A		2		1,000,000	927,576.8	1,000,000.00	1,000,000	(72,423.2	)	—		—	—	4.285	4.3080		JAJO	8,450.68	20,941.47	4232015	4212027
674000AG9	OAKCL_14-1A ABS_14-1A B 144A	F	2	1FE	480,000	470,458.5	500,000.00	491,886.75	(21,428.25	)	410.30		—	—	3.477	3.9060		FMAN	2,366.02	8,424.97	1262015	2132025
67389MAE1	OAKS_15-1 RMBS_15-1 A5 144A		2		1,223,229.22	1,237,017.32	1,220,939.98	1,222,364.96	14,652.36		(978.54	)	—	—	4.682	4.5240		MON	4,764.06	22,904.93	10062015	4252046
67400LAC2	OAKTA_14-A2 MEZZANIN ABS 14-A2-B 144A	F	2	1FE	3,930,000	3,929,866.8	4,000,000.00	3,944,825.5	(14,958.7	)	4,767.69		—	—	2.926	3.2230		FMAN	14,955.62	56,389.46	12042014	11152025
67401DAC9	OAKTA_15-A1 MEZZANIN ABS_15-A1 B 144A	F	2	1FE	1,488,150	1,496,106	1,500,000.00	1,489,048.98	7,057.02		898.98		—	—	3.233	3.3960		JAJO	9,967.95	13,792.95	12172015	10182027
67107KAC0	OCP_14-7A ABS_14-7A-A2A 144A	F	2	1FE	3,850,000	3,915,744	4,000,000.00	3,885,191.2	30,552.8		10,077.25		—	—	2.734	3.3590		JAJO	21,874.8	52,249.28	10312014	10202026
67110DAE7	OCP_16-11A ABS 2016-11A A2A 144A	F	2	1FE	1,745,625	1,744,286.78	1,750,000.00	1,745,688.38	(1,401.6	)	63.38		—	—	3.035	3.0890		JAJO	6,638.73	—	4222016	4262028
676167BS7	OESTERREICHISCHE KONTROLLBANK SENIOR COR	F			2,989,440	3,011,789.94	3,000,000.00	2,990,064.95	21,724.99		624.95		—	—	1.125	1.2450		AO	6,093.75	—	4192016	4262019
67756AVS8	OHIO ST HIGHER EDL FAC REV MUNI BND REV			1FE	440,307	435,870	435,000.00	435,000	870		(1,136.29	)	—	—	4.375	4.4310		MN	3,171.88	9,515.63	6152006	5012017
677522HS6	OHIO ST MUNI BND GO			1FE	1,233,070	1,237,810	1,000,000.00	1,222,822.45	14,987.55		(10,247.55	)	—	—	5	1.3810		JD	2,222.22	13,333.33	2262016	12152022
67756BXS4	OHIO ST MUNI BND REV		1	1FE	2,905,950	2,772,250	2,500,000.00	2,738,450.44	33,799.56		(48,003.46	)	—	—	5.5	5.2520		JD	11,458.33	68,750	3112009	12012024
68217FAA0	OMNICOM GROUP INC SENIOR CORP BND		1	2FE	849,209.5	893,154.66	850,000.00	849,226.97	43,927.69		17.47		—	—	3.6	3.6110		AO	7,225	—	3282016	4152026
6824544G5	ONEIDA CNTY N Y MUNITAX BND GO			1FE	1,532,874	1,566,964	1,400,000.00	1,495,888.17	71,075.83		(10,794.42	)	—	—	5.387	5.3870		FA	31,424.17	37,709	8042009	8012020
683234C55	ONTARIO PROVINCE OF CORP BND	A		1FE	4,303,010	4,328,938.87	4,300,000.00	4,301,786.04	27,152.83		(600.17	)	—	—	1.2	1.1740		FA	19,636.67	31,280	5052015	2142018
68323ABL7	ONTARIO PROVINCE OF SENIOR CORP BND	A		1FE	2,939,850	3,046,140.06	3,000,000.00	2,960,358.12	85,781.94		5,854.23		—	—	1.65	2.0740		MS	12,925	24,750	9232014	9272019
68389XAN5	ORACLE CORPORATION SENIOR CORP BND			1FE	4,082,924.3	4,113,988.67	4,090,000.00	4,088,122.47	25,866.2		1,042.99		—	—	1.2	1.2360		AO	10,361.33	42,123.33	10182012	10152017
68389XAQ8	ORACLE CORPORATION SENIOR CORP BND			1FE	1,019,460	1,030,431.9	1,000,000.00	1,013,857.97	16,573.93		(2,653.49	)	—	—	2.375	1.8140		JJ	10,951.39	11,875	6042015	1152019
68389XAR6	ORACLE CORPORATION SENIOR CORP BND			1FE	2,350,000	2,362,925.26	2,350,000.00	2,350,000	12,925.26		—		—	—	1.208	0.8480		JAJO	6,073.64	12,548.23	7092013	1152019
68389XAU9	ORACLE CORPORATION SENIOR CORP BND		1	1FE	1,098,436.5	1,129,109.13	1,050,000.00	1,092,155.3	36,953.83		(2,416.43	)	—	—	3.4	2.8200		JJ	17,155.84	17,850	3032015	7082024

68428TCP0	ORANGE CNTY CALIF SANTN DIST MUNI BND RE		1	1FE	549,301.5	580,383	450,000.00	547,030.2	33,352.8		(2,271.30	)	—	—		5	2.4610	FA	5,687.49	—		3032016	2012032
F4113NCA5	ORANGE SA CORP BND	D		2FE	1,463,442.33	1,174,654.28	800,000.00	1,365,089.54	(190,435.26	)	(42,217.09	)	—	(198,089.99	)	8	1.6510	DEC	45,348.92	5,794.05		10302015	12202017
BRSXEV4J9	ORG CHEMICAL MIDCO LLC SENIOR SECURED TE				225,000	224,437.5	225,000.00	225,000	(562.5	)	—		—	—		—	—	MJSD	—	3,601.98		11232015	10262020
BRSXEV5F6	ORG CHEMICAL MIDCO LLC SR SECURED TERM L				5,053,125	5,040,492.19	5,053,125.00	5,053,125	(12,632.81	)	—		—	—		—	—	MJSD	—	91,195.68		0	10262020
61764PBR2	ORGAN STANLEY BAML TRUST MSBAM PRELCF SE		2	1FM	3,392,734.4	3,404,377.6	3,250,000.00	3,373,587.84	30,789.76		(22,515.75	)	—	—		3.101	1.8510	MON	8,398.54	91,962.24		3252015	12152047
BRSVBJ4B0	OSMOSE HOLDINGS INC SENIOR SECURED TERM				659,579.78	652,950.84	662,894.25	659,958.41	(7,007.57	)	253.64		—	—		—	0.0710	MJSD	—	15,978.81		8182015	8222022
69144VAA1	OXFIN_14-1A ABS _14-1A-A 144A		1	1FE	2,750,000	2,751,718.75	2,750,000.00	2,750,000	1,718.75		—		—	—		3.475	3.4990	MON	4,247.22	47,781.24		11202014	12152022
70922PAE2	PA TURNPIKE-E MUNITAX BND REV			1FE	4,500,000	4,584,735	4,500,000.00	4,500,000	84,735		—		—	—		1.699	1.6990	JD	6,371.25	38,227.5		9112014	12012018
69371RL79	PACCAR FINANCIAL CORP CORP BND MTN			1FE	3,850,000	3,871,586.95	3,850,000.00	3,850,000	21,586.95		—		—	—		1.28	0.8420	MJSD	3,422.49	22,255		12032013	12062018
69371RM45	PACCAR FINANCIAL CORP SENIOR CORP BND			1FE	2,622,532.5	2,640,684.48	2,625,000.00	2,623,596.72	17,087.76		405.79		—	—		1.45	1.4820	MS	11,841.67	19,031.25		3032015	3092018
69371RM52	PACCAR FINANCIAL CORP SENIOR CORP BND MT			1FE	5,967,113	6,003,611.34	5,975,000.00	5,970,017.42	33,593.92		1,299.11		—	—		1.4	1.4450	MN	9,991.53	41,825		5112015	5182018
N6803F7R2	PACCAR FINANCIAL EUROPE BV				942,231.81	814,915.22	605,000.00	942,706.46	(127,791.24	)	358.33		—	(135,133.09	)	1.513	1.9123	MAY	1,106.32	16,458.54		5182015	20180529
69371RN28	PACCAR INC SENIOR CORP BND MTN				294,825.95	295,782.67	295,000.00	294,834.01	948.66		8.06		—	—		1.3	1.3200	MN	543.29	—		5052016	5102019
BRSJA8RE1	PACIFIC DRILLING SA SENIOR SECURED TERM	F	1	4FE	2,855,622.31	1,265,025.68	4,147,625.20	3,150,779.59	(1,885,753.91	)	217,889.27		—	—		—	14.4510	MJSD	—	95,243.05		9252015	6032018
694308GL5	PACIFIC GAS AND ELECTRIC CO CORP BND			2FE	645,360.2	615,346.36	580,000.00	611,511.25	3,835.11		(10,950.63	)	—	—		5.625	1.7160	MN	2,809.38	16,312.5		12082014	11302017
BRSSM7M39	PACIFIC MERGER SUB INC SENIOR SECURED TE			4FE	733,742.99	718,994.39	737,430.14	734,339.46	(15,345.07	)	282.43		—	—		—	0.0720	MJSD	—	19,646.77		4172015	4152022
695114CK2	PACIFICORP CORP BND			1FE	4,465,800	4,410,261.53	4,000,000.00	4,348,237.85	62,023.68		(66,535.91	)	—	—		5.5	1.9670	JJ	101,444.45	110,000		8072015	1152019
695114CM8	PACIFICORP CORP BND		1	1FE	1,562,060.5	1,574,280.95	1,430,000.00	1,556,204.04	18,076.91		(5,856.46	)	—	—		3.85	1.8820	JD	2,446.89	10,246.35		4052016	6152021
69834LAA8	PANDA RE LTD CORP BND	F			15,000,000	15,051,000	15,000,000.00	15,000,000	51,000		—		—	—		4.05	4.0780	JAJO	104,625	153,490.16		6262015	6302018
BRSAC1100	PANGAEA RE				23,271,696	24,142,654.2	23,271,696.00	23,271,696	870,958.2		—		—	—		7			—	—		1312016	12312016
69640GAA3	PCT_16-PLSD LCF SENIOR CMBS_16-PLSD A 14		2	1FE	5,000,000	5,077,456.5	5,000,000.00	5,000,000	77,456.5		—		—	—		2.713	2.7220	MON	8,289.66	15,072.12		4202016	4132033
693304AP2	PECO ENERGY CO SECURED CORP BND		1	1FE	359,969.3	380,590.95	370,000.00	361,222.92	19,368.03		639.45		—	—		2.375	2.7940	MS	2,587.43	4,393.75		7072015	9152022
705870AA1	PELICAN III RE LTD CORP BND	F			680,000	678,891.6	680,000.00	680,000	(1,108.4	)	—		—	—		6	6.0460	MJSD	2,606.67	21,355.01		4072015	4162018
BRSXBV296	PENAR_15-2X ABS_15-2X A1	F	2	1FE	8,155,294	8,131,625.51	8,170,000.00	8,158,875.77	(27,250.26	)	2,796.82		—	—		0.848	0.9220	MON	2,117.06	34,291.19		11182015	5182019
BRSSG9JW2	PENARTH MASTER ISSUER PLC ABS 15-1X	F	2		2,246,692.5	2,245,725	2,250,000.00	2,248,196.82	(2,471.82	)	1,357.16		—	—		0.848	0.9600	MON	583.03	9,491.22		11182015	3182019
709132AK0	PENNSYLVANIA ST HIGHER EDL FAC MUNI BND		1	1FE	868,208	834,976	800,000.00	825,178.32	9,797.68		(12,420.05	)	—	—		5	3.9310	JJ	20,000	20,000		2282007	7012018
70932JAA2	PENNUNION RE LTD SENIOR CORP BND 144A	F		3FE	1,250,000	1,259,350	1,250,000.00	1,250,000	9,350		—		—	—		4.84	4.5000	MJSD	4,033.58	29,161.79		10052015	12072018
709599AK0	PENSKE TRUCK LEASING CO SENIOR CORP BND			2FE	308,928	306,411.16	300,000.00	305,804.6	606.56		(1,649.85	)	—	—		3.375	2.2130	MS	2,981.25	5,062.5		7152015	3152018
709599AL8	PENSKE TRUCK LEASING CO SENIOR CORP BND			2FE	609,582	608,149.34	600,000.00	609,544.55	(1,395.21	)	(37.45	)	—	—		2.875	2.0760	JJ	7,858.33	(7,714.58	)	6232016	7172018
709599AQ7	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	2FE	2,600,508.1	2,606,794.09	2,605,000.00	2,601,413.13	5,380.96		577.03		—	—		2.5	2.5490	JD	2,894.44	32,562.5		10212015	6152019
709599AS3	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	2FE	3,914,266.76	4,053,300.02	3,988,000.00	3,922,448.71	130,851.31		5,260.96		—	—		3.375	3.7040	FA	56,081.25	67,297.51		9182015	2012022
709599AV6	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	2FE	1,454,812.05	1,504,255.07	1,465,000.00	1,455,771.59	48,483.48		878.53		—	—		3.3	3.4450	AO	12,086.25	18,666.54		12102015	4012021
713448BJ6	PEPSICO INC CORP BND			1FE	264,146.85	248,195.05	215,000.00	243,570.67	4,624.38		(5,925.73	)	—	—		7.9	7.9350	MN	2,830.83	8,492.5		10212008	11012018
713448CB2	PEPSICO INC SENIOR CORP BND			1FE	300,783	301,692	300,000.00	300,422.8	1,269.2		(186.93	)	—	—		1.25	1.1230	FA	1,437.5	1,875		7082015	8132017

713448CR7	PEPSICO INC SENIOR CORP BND				1,589,809.2	1,599,737.59	1,590,000.00	1,589,882.75	9,854.84		31.40		—	—	1.25	1.2540	AO	3,367.7	9,937.5		4272015	4302018
713448CW6	PEPSICO INC SENIOR CORP BND			1FE	2,999,040	3,011,938.8	3,000,000.00	2,999,496.23	12,442.57		238.96		—	—	1.125	1.1410	JJ	15,375	16,875		7142015	7172017
713448CX4	PEPSICO INC SENIOR CORP BND		1	1FE	999,810	1,064,444.43	1,000,000.00	999,833.61	64,610.82		12.42		—	—	3.1	3.1030	JJ	14,122.22	15,500		7142015	7172022
713448DE5	PEPSICO INC SENIOR CORP BND			1FE	594,827.45	601,097.44	595,000.00	594,847.22	6,250.22		56.90		—	—	1.5	1.5100	FA	3,148.55	5,898.75		2192016	2222019
714294AB1	PERRIGO CO LTD SENIOR CORP BND	F		2FE	699,493.02	699,755	700,000.00	699,914.1	(159.1	)	120.63		—	—	1.3	1.3370	MN	1,339.72	4,550		10032014	11082016
BRSYEJ6N3	PET ACQUISITION MERGER SUB LLC SR SECURE		1	3FE	1,703,708.36	1,729,060.59	1,738,477.92	1,705,657.75	23,402.84		2,036.53		—	—	—	0.2860	MJSD	—	53,538.71		1152016	1262023
BRSTDEW07	PETSMART INC. SENIOR SECURED TERM LOAN		2	3FE	3,907,097.99	3,960,000	3,979,899.50	3,912,028.18	47,971.82		5,013.65		—	—	—	0.2980	MJSD	—	78,656.48		1202016	3112022
717081DF7	PFIZER INC SENIOR CORP BND			1FE	3,999,999	4,000,718.92	3,999,999.00	3,999,999	719.92		—		—	—	0.953	0.5750	MJSD	1,693.33	17,756.24		5282013	6152018
717081DG5	PFIZER INC SENIOR CORP BND			1FE	2,224,094.5	2,242,526.08	2,225,000.00	2,224,709.62	17,816.46		72.45		—	—	1.5	1.5070	JD	1,483.34	16,687.5		7152015	6152018
717081DL4	PFIZER INC SENIOR CORP BND			1FE	2,495,275	2,557,960.13	2,500,000.00	2,497,224.88	60,735.25		464.77		—	—	2.1	2.1400	MN	6,708.34	26,250		5122014	5152019
69331CAF5	PG&E CORP SENIOR CORP BND		1	2FE	500,605	508,741.69	500,000.00	500,372.77	8,368.92		(68.27	)	—	—	2.4	2.4360	MS	4,000	6,000		2242014	3012019
BRSUY9361	PHARMACEUTICAL PRODUCT DEV, IN SENIOR SE			4FE	1,797,256.7	1,790,246.3	1,806,504.84	1,798,218.75	(7,972.45	)	621.07		—	—	—	0.0740	MJSD	—	36,737.59		4132016	8182022
71722TAF1	PHEAA_04-1 ABS_04-1-A2		2	1FE	452,730	499,815.8	500,000.00	487,596.97	12,218.83		4,773.90		—	—	0.29	1.4890	MON	95.34	4,380.79		3092010	4252044
71722TAG9	PHEAA_04-1 ABS_04-1-A3		2	1FE	1,177,098	1,308,403.07	1,300,000.00	1,245,893.31	62,509.76		6,544.75		—	—	1.946	3.0080	MON	1,520.64	9,776.56		3092010	4252044
718172AA7	PHILIP MORRIS INTERNATIONAL IN CORP BND			1FE	215,716.6	211,830.64	195,000.00	209,403.26	2,427.38		(3,757.73	)	—	—	5.65	1.6330	MN	1,377.19	5,508.75		9222015	5162018
718172AL3	PHILIP MORRIS INTERNATIONAL IN CORP BND			1FE	1,285,262.5	1,312,560.85	1,250,000.00	1,279,100.81	33,460.04		(2,514.11	)	—	—	2.9	2.4350	MN	4,631.94	18,125		3312015	11152021
718172AS8	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			1FE	1,251,975	1,254,002.5	1,250,000.00	1,251,283.31	2,719.19		(617.79	)	—	—	1.125	1.0340	FA	5,078.13	9,875		11102015	8212017
718172BF5	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			1FE	611,850	610,774.7	600,000.00	611,837.3	(1,062.6	)	(12.70	)	—	—	1.875	1.0850	JJ	5,187.5	(5,156.25	)	6272016	1152019
718172BN8	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			1FE	2,552,883.2	2,572,324.09	2,560,000.00	2,556,745.53	15,578.56		1,286.08		—	—	1.25	1.3450	MN	4,622.23	18,798.61		11032014	11092017
718172BP3	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			1FE	1,705,690.8	1,718,648.84	1,710,000.00	1,707,588.75	11,060.09		1,069.31		—	—	1.25	1.3780	FA	8,312.5	10,687.5		8042015	8112017
718172BR9	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			1FE	2,919,539.9	2,948,283	2,930,000.00	2,920,733.86	27,549.14		1,193.96		—	—	1.375	1.4970	FA	14,100.62	—		2182016	2252019
BRSSJC1F8	PHILLIPS & TEMRO INDUSTRIES IN SENIOR SE				3,256,608.61	2,686,702.1	3,256,608.61	3,256,608.61	(569,906.51	)	—		—	—	—	—	MJSD	—	86,228.35		3272015	3122021
718546AJ3	PHILLIPS 66 CORP BND			2FE	1,674,798.35	1,699,505.25	1,675,000.00	1,674,967.85	24,537.4		18.84		—	—	2.95	1.5420	MN	8,235.42	24,706.25		1242013	5012017
71884AXW4	PHOENIX ARIZ CIVIC IMPT CORP MUNITAX BND			1FE	2,000,000	2,038,800	2,000,000.00	2,000,000	38,800		—		—	—	2.001	2.0010	JJ	20,010	25,457.17		4222015	7012020
BRT0R50G3	PINNACLE ENTERTAINMENT INC SENIOR SECURE		2	3FE	83,764.43	83,764.42	83,974.36	83,769.12	(4.7	)	35.14		—	—	—	—	FMAN	—	549.41		0	8132020
72650RBD3	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	2FE	523,505	486,197.78	500,000.00	520,145.68	(33,947.9	)	(1,264.20	)	—	—	3.85	3.2040	AO	4,063.89	9,625		2242015	10152023
72650RBF8	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	2FE	724,942.5	708,772.15	750,000.00	727,262.57	(18,490.42	)	1,134.40		—	—	3.6	4.0320	MN	4,500	13,500		6222015	11012024
72650RBG6	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	2FE	2,994,390	2,923,674.33	3,000,000.00	2,996,062.94	(72,388.61	)	537.68		—	—	2.6	2.6400	JD	3,466.67	39,000		12022014	12152019
BRSWYTMJ4	PLASKOLITE INC SENIOR SECURED TERM LOAN		1		3,283,500	3,267,082.5	3,283,500.00	3,283,500	(16,417.5	)	—		—	—	—	—	MJSD	—	116,416.49		11032015	11032022
BRSXBUX37	PLASKOLITE LLC SECURED TERM LOAN				425,000	416,500	425,000.00	425,000	(8,500	)	—		—	—	—	—	MJSD	—	—		11032015	11022020
69349LAN8	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1FE	1,198,896	1,200,948	1,200,000.00	1,199,907.87	1,040.13		616.31		—	—	1.3	1.3300	AO	3,813.33	38,133.33		8202013	10032016
69353RCG1	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1FE	2,003,640	2,002,140	2,000,000.00	2,000,678.02	1,461.98		(799.71	)	—	—	1.125	1.0560	JJ	9,625	18,031.25		4162014	1272017
69353RCH9	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1FE	3,249,925	3,310,695.99	3,250,000.00	3,249,983.55	60,712.44		(50.31	)	—	—	2.2	2.2420	JJ	30,387.5	35,750		1232014	1282019
69353RDY1	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1		1,999,620	2,009,816.2	2,000,000.00	1,999,842.6	9,973.6		59.53		—	—	1.5	1.5060	AO	6,083.33	15,000		9152014	10182017

69353RDZ8	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1FE	2,518,130	2,563,573.08	2,500,000.00	2,513,323.04	50,250.04		(1,970.58	)	—	—		2.4	2.2280	AO	12,166.67	30,000		11102015	10182019
69353REK0	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1FE	703,353	724,455.09	700,000.00	702,960.2	21,494.89		(150.59	)	—	—		2.95	2.8940	FA	7,342.22	10,325		2252015	2232025
69353RER5	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1FE	2,249,730	2,273,035.93	2,250,000.00	2,249,813.18	23,222.75		44.36		—	—		1.85	1.8540	JJ	18,615.63	20,696.88		7162015	7202018
69353RES3	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1FE	249,825	258,364.53	250,000.00	249,856.37	8,508.16		16.67		—	—		2.6	2.6150	JJ	2,888.89	3,250		7162015	7212020
69353REU8	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1FE	1,285,600	1,285,018.45	1,250,000.00	1,285,383.12	(364.67	)	(216.88	)	—	—		2.45	1.7580	MN	4,763.89	(3,913.2	)	6162016	11052020
69353REV6	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1FE	959,030.4	971,766.8	960,000.00	959,133.15	12,633.65		102.75		—	—		1.95	1.9840	MS	6,188	—		3012016	3042019
73358WUA0	PORT AUTH NY & NJ MUNITAX BND REV			1FE	2,000,000	2,083,600	2,000,000.00	2,000,000	83,600		—		—	—		2.529	2.5290	AO	10,678	25,290		10082014	10152020
73674NBG5	PORTLAND ORE SWR SYS REV MUNITAX BND REV			1FE	509,363.2	511,332.7	505,000.00	506,576.76	4,755.94		(805.76	)	—	—		2.772	2.7720	JD	622.16	6,999.3		6282012	6152017
BRT1156U2	PQ CORP SENIOR SECURED TERM NOTES		1	4FE	342,527.62	345,843.22	345,987.50	342,584.6	3,258.62		56.98		—	—		—	0.1540	MJSD	—	2,099.95		4272016	11042022
74005PAZ7	PRAXAIR INC CORP BND			1FE	818,683.05	843,271.36	795,000.00	815,050.95	28,220.41		(1,794.99	)	—	—		3	2.4770	MS	7,950	11,925		6222015	9012021
74005PBP8	PRAXAIR INC CORP BND		1	1FE	1,998,120	2,047,585.9	2,000,000.00	1,998,395.78	49,190.12		282.64		—	—		2.25	2.2700	MS	12,125	59,750		9212015	9242020
740189AK1	PRECISION CASTPARTS CORP SENIOR CORP BND			1FE	3,232,645	3,263,778.64	3,250,000.00	3,238,325.26	25,453.38		3,738.29		—	—		1.25	1.4870	JJ	18,732.64	20,312.5		9232015	1152018
74153WBZ1	PRICOA GLOBAL FUND SECURED CORP BND 144A			1FE	985,230	1,007,310.18	1,000,000.00	992,169.59	15,140.59		1,996.79		—	—		1.6	1.6160	MN	1,422.22	8,000		5212013	5292018
BRT0XM6A6	PRIME SECURITY SERVICES BORROW SECURED T		1	3FE	1,514,477.87	1,534,460.93	1,529,203.53	1,514,756.55	19,704.38		278.68		—	—		—	0.1610	MJSD	—	41,977.2		6202016	5022022
89837LAA3	PRINCETON UNIVERSITY MUNI BND REV			1FE	1,525,670.4	1,476,861.11	1,340,000.00	1,455,244.81	21,616.3		(20,891.00	)	—	—		4.95	1.6420	MS	22,110	33,165		10172014	3012019
742718DV8	PROCTER & GAMBLE COMPANY CORP BND			1FE	1,026,420	1,000,810	1,000,000.00	1,000,959.97	(149.97	)	(3,868.96	)	—	—		1.45	0.6710	FA	5,477.78	7,250		3052013	8152016
742718DY2	PROCTER & GAMBLE COMPANY CORP BND			1FE	2,137,149	2,176,681.27	2,100,000.00	2,135,219.42	41,461.85		(1,929.58	)	—	—		2.3	1.9820	FA	19,454.16	(3,622.5	)	2292016	2062022
742741AA9	PROCTER & GAMBLE COMPANY CORP BND		2	1FE	641,031.86	600,820.64	498,210.00	586,934.98	13,885.66		(27,781.72	)	—	—		9.36	1.8240	JJ	23,316.22	25,094.16		2142014	1012021
742718EN5	PROCTER & GAMBLE COMPANY SENIOR CORP BND			1FE	479,908.8	490,314.4	480,000.00	479,916.01	10,398.39		7.21		—	—		1.85	1.8540	FA	3,675.33	—		1282016	2022021
341099CK3	PROGRESS ENERGY FLORIDA SECURED CORP BND			1FE	360,821.5	353,385.73	325,000.00	349,635.73	3,750		(6,134.06	)	—	—		5.65	1.6940	JD	816.11	9,181.25		7292015	6152018
BRSUYEPU3	PROLAMPAC INTERMEDIATE INC SENIOR SECURE		1	4FE	314,318.61	313,921.74	317,493.54	314,687.69	(765.95	)	234.60		—	—		—	0.1430	MJSD	—	9,288.02		8062015	8182022
BRSU7A6L2	PROTECTION ONE ALARM MONITORIN SENIOR SE		1		1,547,311.81	1,557,419.87	1,555,087.24	1,548,586.65	8,833.22		664.39		—	—		—	0.0830	MJSD	—	21,140.26		6192015	7012021
11070TAA6	PROVINCE OF BRITISH COLUMBIA SENIOR CORP	A		1FE	1,007,824	1,005,060	1,000,000.00	1,002,627.11	2,432.89		(5,184.02	)	—	—		1.2	0.8760	AO	2,200	21,225		11072014	4252017
744320AV4	PRUDENTIAL FINANCIAL INC CAPSEC CORP BND		1	2FE	570,000	574,275.05	570,000.00	570,000	4,275.05		—		—	—		5.375	5.3750	MN	3,914.79	15,318.75		5132015	5152045
69362BAZ5	PSEG POWER LLC SENIOR CORP BND		1	2FE	49,925	50,566.12	50,000.00	49,963.48	602.64		7.41		—	—		2.45	2.4820	MN	156.53	612.5		11052013	11152018
74456QBE5	PUBLIC SERVICE ELECTRIC AND GA SECURED C		1	1FE	1,099,692	1,123,140.43	1,100,000.00	1,099,860.53	23,279.9		30.45		—	—		2.3	2.3060	MS	7,449.45	12,650		9092013	9152018
74529JNP6	PUERTO RICO SALES TAX FING COR MUNI BND		1	5FE	985,000	702,610	1,000,000.00	988,692.98	(286,082.98	)	779.63		—	—		5	5.2190	FA	20,833.33	25,000		1082014	8012022
747525AD5	QUALCOMM INCORPORATED SENIOR CORP BND			1FE	2,872,817.5	2,962,141.62	2,875,000.00	2,873,283.74	88,857.88		209.61		—	—		2.25	2.2660	MN	7,367.2	32,343.75		7092015	5202020
747525AG8	QUALCOMM INCORPORATED SENIOR CORP BND			1FE	6,036,899.7	6,093,113.43	6,045,000.00	6,039,872.77	53,240.66		1,336.63		—	—		1.4	1.4460	MN	9,638.42	42,315		5132015	5182018
BRSK6KJF2	QUEBECOR MEDIA INC. SENIOR SECURED TERM	A		4FE	2,655,090.43	2,620,818.75	2,667,500.00	2,660,116.85	(39,298.1	)	1,036.77		—	—		—	0.1820	MJSD	—	45,522.2		10012015	8172020
74825FAB0	QUEEN STREET X RE LTD				680,000	675,784	680,000.00	680,000	(4,216	)	—		—	—		5.75	3.9425	MJSD	1,194.72	20,102.01		3252015	20200608
74825RAA6	QUEEN STREET X RE LTD CORP BND 144A	F			900,000	900,810	900,000.00	900,000	810		—		—	—		5.75	5.8120	MJSD	1,334.39	—		3252015	6082020
74825WAA5	QUEEN STREET XI RE DAC CORP BND 144A	E			500,000	500,610	500,000.00	500,000	610		—		—	—		6.15	6.2520	MJSD	854.17	14,483.34		12152015	6202021
N7278SAC7	RABOBANK NEDERLAND NV			1FE	1,838,539.62	1,539,703.25	1,120,000.00	1,796,600.78	(256,897.53	)	(14,106.31	)	—	(264,294.97	)	3.25	1.3397	NOV	32,439.68	—		12032014	20171101

21685WBT3	RABOBANK NEDERLAND NV CORP BND	F		1FE	1,264,080	1,269,922.54	1,150,000.00	1,243,670.46	26,252.08		(9,687.86	)	—	—		4.5	2.5820	JJ	24,437.5	25,875		6042015	1112021
21688AAA0	RABOBANK NEDERLAND NV SENIOR CORP BND			1FE	2,240,317.5	2,288,161.2	2,250,000.00	2,245,523.92	42,637.28		870.95		—	—		2.25	2.3310	JJ	23,484.38	22,484.37		1122016	1142019
BRSSB5RH9	RANDALL-REILLY PUBLISHING CO TERM NOTES				6,992,745.21	6,957,781.48	6,992,745.21	6,992,745.21	(34,963.73	)	—		—	—		—	—	MJSD	—	210,407.44		5312016	10152018
F7S02WAB2	RCI BANQUE SA			2FE	521,157.62	458,179.36	340,000.00	517,318.44	(59,139.08	)	(1,336.44	)	—	(59,761.68	)	2.125	1.2685	OCT	7,098.65	—		1162015	20171006
BRSN4HND5	RCI BANQUE SA SENIOR CORP BND EMTN	D		2FE	978,525.37	900,167.06	650,000.00	977,663.13	(77,496.07	)	(862.24	)	—	(79,731.09	)	2.125	1.5790	OCT	3,785.16	(1,866.23	)	1162015	10062017
G7457KAB7	REED ELSEVIER INVESTMENTS PLC CORP BND	D		2FE	624,432.8	505,507.33	350,000.00	588,035.42	(82,528.09	)	(13,869.91	)	—	(85,278.91	)	7	1.7190	DEC	18,165.5	—		10302015	12112017
75886QAG8	REGATTA III FUNDING LTD REGTS_ ABS_14-1A	F	2	1FE	237,812.5	237,251.13	250,000.00	238,765.2	(1,514.07	)	726.62		—	—		3.478	4.4070	JAJO	1,859.95	4,219.71		12142015	4152026
75886AAQ1	REGENCY ENERGY PARTNERS LP/REG SENIOR CO		1	2FE	2,100,000	2,030,000	2,000,000.00	2,086,324.86	(56,324.86	)	(7,090.50	)	—	—		5	4.1800	AO	25,000	75,625		5152015	10012022
75887HAL6	REGT5_14-1A ABS_14-1A A2B2 144A	F	1		3,000,000	2,993,711.1	3,000,000.00	3,000,000	(6,288.9	)	—		—	—		3.788	3.8050	JAJO	21,150.23	54,891.96		10082014	10252026
BRSMPYBS7	RENT-A-CENTER, INC/TX SENIOR SECURED TER			3FE	2,250,502.57	2,216,575.41	2,261,811.64	2,254,129.38	(37,553.97	)	2,048.42		—	—		—	0.0710	MJSD	—	41,847.78		3142014	3192021
760759AR1	REPUBLIC SERVICES INC SENIOR CORP BND		1	2FE	473,978.75	484,148.62	475,000.00	473,978.75	10,169.87		—		—	—		2.9	2.9250	JJ	—	—		6202016	7012026
76111XYJ6	RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4		2		490,388.64	475,290.3	508,174.75	494,426.43	(19,136.13	)	1,101.93		—	—		3.035	3.8210	MON	1,285.14	8,149.67		8162007	9252035
76117QAC6	RESIDENTIAL REINSURANCE 2014 L SENIOR CO	F			500,000	496,980	500,000.00	500,000	(3,020	)	—		—	—		5.085	4.8000	MJSD	1,765.7	12,340.69		11202014	12062018
76118DAA8	RESIDENTIAL REINSURANCE 2015 L CORP BND	F			250,000	253,055	250,000.00	250,000	3,055		—		—	—		11	—	MJSD	1,909.72	14,101.84		5212015	6062019
76118DAB6	RESIDENTIAL REINSURANCE 2015 L CORP BND	F			500,000	511,595	500,000.00	500,000	11,595		—		—	—		6	—	MJSD	2,083.33	15,564.79		5212015	6062019
76118DAC4	RESIDENTIAL REINSURANCE 2015 L SENIOR CO	F			400,000	399,872	400,000.00	400,000	(128	)	—		—	—		7.483	7.4380	MJSD	2,078.7	15,142.81		11202015	12062019
76118GAA1	RESIDENTIAL REINSURANCE 2016 L SENIOR CO	F			250,000	251,562.5	250,000.00	250,000	1,562.5		—		—	—		0.943	0.9430	MJSD	334.07	—		4282016	6062020
76118GAB9	RESIDENTIAL REINSURANCE 2016 L SENIOR CO	F			383,000	382,463.8	383,000.00	383,000	(536.2	)	—		—	—		4.99	4.9900	MJSD	2,707.57	—		4282016	6062020
76118GAC7	RESIDENTIAL REINSURANCE 2016 L SENIOR CO	F			500,000	503,085	500,000.00	500,000	3,085		—		—	—		—	—	MJSD	—	—		4282016	6062020
76131VAA1	RETAIL PROPERTIES OF AME SENIOR CORP BND		1	2FE	1,458,055.9	1,413,223.6	1,465,000.00	1,458,814.31	(45,590.71	)	291.94		—	—		4	4.0580	MS	17,254.44	29,300		3052015	3152025
761713BC9	REYNOLDS AMERICAN INC SENIOR CORP BND			2FE	6,917,084.75	6,983,889.49	6,875,000.00	6,910,475.79	73,413.7		(5,013.56	)	—	—		2.3	2.0280	JD	8,345.48	66,859.72		6202016	6122018
761713BE5	REYNOLDS AMERICAN INC SENIOR CORP BND			2FE	1,219,687.32	1,226,599.46	1,162,000.00	1,218,729.16	7,870.3		(747.63	)	—	—		3.25	1.9570	JD	1,993.16	2,692.08		6162016	6122020
761713BG0	REYNOLDS AMERICAN INC SENIOR CORP BND		1	2FE	229,303.1	256,592.86	230,000.00	229,362.76	27,230.1		28.54		—	—		4.45	4.4880	JD	540.18	5,117.5		6092015	6122025
761713BT2	REYNOLDS AMERICAN INC SENIOR CORP BND			2FE	3,534,030	3,535,164.42	3,000,000.00	3,527,552.32	7,612.1		(6,477.68	)	—	—		6.875	2.0790	MN	34,375	(24,062.5	)	6082016	5012020
BRSR063T1	RICHELIEU FOODS INC REVOLVE LOAN				325,364.15	320,483.69	325,364.15	325,364.15	(4,880.46	)	—		—	—		—	—	FMAN	—	761.48		6272016	5212019
BRSR06452	RICHELIEU FOODS INC SENIOR SECURED TERM				4,776,937.37	4,705,283.31	4,776,937.37	4,776,937.37	(71,654.06	)	—		—	—		—	—	JAJO	—	140,526.3		11232014	5212019
76541VKC0	RICHMOND VA MUNITAX BND GO			1FE	5,000,000	5,035,950	5,000,000.00	5,000,000	35,950		—		—	—		1.507	1.5070	JJ	34,744.73	37,675		9292015	7152017
769047GX3	RIVERSIDE CALIF MUNITAX BND REV			1FE	1,103,470	1,050,720	1,000,000.00	1,040,227.91	10,492.09		(18,238.91	)	—	—		5.61	5.6100	FA	23,375	28,050		8072009	8012017
771196BA9	ROCHE HOLDINGS INC SENIOR CORP BND 144A		1	1FE	1,010,770	1,030,760.5	1,000,000.00	1,009,107.95	21,652.55		(1,375.71	)	—	—		2.25	1.9520	MS	5,687.5	11,250		11192015	9302019
771196BB7	ROCHE HOLDINGS INC SENIOR CORP BND 144A		1	1FE	226,736.85	227,078.86	215,000.00	226,712.95	365.91		(23.90	)	—	—		2.875	1.7490	MS	1,579.65	(1,510.97	)	6222016	9292021
777594YX4	ROSEMOUNT MN SCH DIST #196 MUNI BND GO		1	1FE	641,590	649,825	500,000.00	636,735.59	13,089.41		(4,854.41	)	—	—		5	1.8700	FA	9,375	—		2102016	2012027
780082AC7	ROYAL BANK OF CANADA SECURED LOCAL BND	A		1FE	849,719.5	867,654.6	850,000.00	849,757.77	17,896.83		26.72		—	—		2.1	2.1070	AO	3,817.92	8,925		10062015	10142020
78011DAC8	ROYAL BANK OF CANADA SECURED LOCAL BND	A		1FE	7,567,742.8	7,594,629.48	7,580,000.00	7,574,359.52	20,269.96		2,277.54		—	—		1.2	1.2280	MS	25,772	45,480		6082015	9192017
78011DAE4	ROYAL BANK OF CANADA SECURED LOCAL BND	A		1FE	1,199,400	1,200,150	1,200,000.00	1,199,988.29	161.71		101.35		—	—		1.125	1.1420	JJ	5,962.5	6,750		7162013	7222016

BRSNFTGX1	ROYAL BANK OF CANADA SENIOR CORP BND EMT	T		1FE	1,166,566.62	927,759.25	700,000.00	1,167,805.68	(240,046.43	)	348.55		—	(233,337.44	)	0.982	0.9790	MJSD	629.43	5,108.54		5282014	6042019
78008SVD5	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		1FE	4,094,875	4,112,986.75	4,100,000.00	4,098,380.82	14,605.93		514.84		—	—		1.5	1.5260	JJ	28,187.5	30,750		1072013	1162018
BRSQT5KB4	RPI FINANCE TRUST SENIOR SECURED TERM NO		2	2FE	3,564,559.49	3,573,264.48	3,574,540.59	3,565,670.97	7,593.51		1,030.18		—	—		—	0.0560	MJSD	—	57,102.78		11242015	11092020
783186QV4	RUTGERS UNIVERSITY NEW JERSEY MUNITAX BN			1FE	1,152,610.5	1,166,502.5	1,150,000.00	1,151,361.59	15,140.91		(361.65	)	—	—		2.009	2.0090	MN	3,850.58	11,551.75		6142013	5012018
78355HJV2	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	2FE	1,762,659.8	1,767,501.61	1,745,000.00	1,759,544.73	7,956.88		(2,119.00	)	—	—		2.45	2.0750	MN	5,462.83	13,821.75		4112016	11152018
78355HJX8	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	2FE	2,028,450.85	2,057,086.87	2,035,000.00	2,030,041.26	27,045.61		739.38		—	—		2.45	2.5300	MS	16,619.17	24,928.75		6102015	9032019
78355HJZ3	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	2FE	443,776.25	446,676.76	445,000.00	444,041.55	2,635.21		117.03		—	—		2.5	2.5590	MN	1,545.14	5,562.5		5042015	5112020
78355HKB4	RYDER SYSTEM INC. SENIOR CORP BND-EMTN		1	2FE	1,498,770	1,553,853.72	1,500,000.00	1,498,838.55	55,015.17		68.55		—	—		3.45	3.4640	MN	18,256.25	—		2172016	11152021
78573AAB6	SABMILLER HOLDINGS INC SENIOR CORP BND 1			1FE	1,600,778	1,560,974	1,550,000.00	1,558,997.66	1,976.34		(8,291.16	)	—	—		2.45	1.3640	JJ	17,510.69	18,987.5		12092013	1152017
78573AAG5	SABMILLER HOLDINGS INC SENIOR CORP BND 1			1FE	2,750,000	2,737,790	2,750,000.00	2,750,000	(12,210	)	—		—	—		1.327	0.9550	FMAN	5,978.91	16,258.24		8062013	8012018
78572MAF2	SABMILLER PLC CORP BND 144A	F		1FE	3,491,297.4	3,274,162.68	2,980,000.00	3,246,870.97	27,291.71		(63,779.26	)	—	—		6.5	1.9950	JJ	89,317.22	96,850		7212014	7152018
BRSHCGRY1	SABRE INC SENIOR SECURED TERM NOTES		2	3FE	5,162,131.95	5,182,666.38	5,188,072.35	5,176,613.1	6,053.28		2,233.45		—	—		—	0.0830	FMAN	—	105,322.05		2152013	2192019
786134UZ7	SACRAMENTO SATN MUNITAX BND REV			1FE	2,485,000	2,567,402.6	2,485,000.00	2,485,000	82,402.6		—		—	—		2.239	2.2390	JD	4,636.6	27,819.58		11062014	12012019
BRSUCDW31	SAFEWORKS LLC SENIOR SECURED TERM LOAN				2,186,498.53	2,153,701.05	2,186,498.53	2,186,498.53	(32,797.48	)	—		—	—		—	—	JAJO	—	62,660.23		6232015	7312019
801060AB0	SANOFI SENIOR CORP BND	F		1FE	8,831,060.7	8,894,578.77	8,870,000.00	8,855,873.42	38,705.35		3,896.64		—	—		1.25	1.3410	AO	24,946.88	55,437.5		4032013	4102018
802385MG6	SANTA MONICA CALIF CMNTY COLLE MUNITAX B			1FE	3,421,699.2	3,481,658.4	3,440,000.00	3,429,899.73	51,758.67		2,356.09		—	—		1.864	1.8640	FA	26,717.33	32,060.8		6062013	8012018
80283LAN3	SANTANDER UK PLC SENIOR CORP BND	F		1FE	1,247,933.52	1,250,423.24	1,250,000.00	1,247,981.87	2,441.37		48.35		—	—		2.375	2.3110	MS	8,658.85	(6,184.9	)	6012016	3162020
BRSM3U3W9	SBA COMMUNICATIONS CORPORATION SENIOR SE		2	4FE	2,926,741.64	2,900,165.51	2,933,988.53	2,929,078.35	(28,912.84	)	1,962.60		—	—		—	0.0350	JAJO	398.75	67,275.66		3312014	3242021
83164JU46	SBA PRIME FLTR SBA PRIME FLTR		2	1FE	1,182,200.23	1,236,088.44	1,167,905.08	1,180,387.03	55,701.41		(1,507.04	)	—	—		3.33	2.8820	MON	3,240.94	15,374.99		11172009	4252031
78403DAG5	SBA TOWER TRUST SECURED CORP BND 144A		1	1FE	4,000,000	4,055,540	4,000,000.00	4,000,000	55,540		—		—	—		2.898	2.9150	MON	5,152	57,960		10072014	10152044
82735LAA1	SBY_14-1 ABS_14-1 A 144A		2		1,130,392.93	1,109,739.64	1,130,392.93	1,130,392.93	(20,653.29	)	—		—	—		1.442	1.4450	MON	633.92	8,143.82		7302014	9172031
806854AA3	SCHLUMBERGER GER INV CORP BND 144A	F		1FE	780,183.75	776,605.8	775,000.00	775,326.97	1,278.83		(795.47	)	—	—		1.95	1.7420	MS	4,491.78	7,556.25		3222013	9142016
BRSXWU816	SCHLUMBERGER HOLDINGS CORP SENIOR CORP B				3,999,520	4,071,520	4,000,000.00	3,999,601.97	71,918.03		77.30		—	—		2.35	2.3540	JD	2,611.11	47,000		12102015	12212018
80685PAC2	SCHLUMBERGER NORGE AS CORP BND 144A	F		1FE	124,781.25	125,266.13	125,000.00	124,990.68	275.45		110.68		—	—		1.95	1.9870	MS	724.48	9,285.52		9072011	9142016
80685PAD0	SCHLUMBERGER NORGE AS SENIOR CORP BND 14	F		1FE	1,368,739.6	1,368,649.32	1,370,000.00	1,369,719.88	(1,070.56	)	127.57		—	—		1.25	1.2690	FA	7,135.42	8,562.5		7242012	8012017
80705TAA4	SCHOL_11-A ABS 11-A A 144A		2	1FE	1,216,178.6	1,181,186.9	1,240,664.34	1,222,911.8	(41,724.9	)	2,368.02		—	—		1.534	1.7690	JAJO	3,384.2	9,192.51		3222011	10282043
80705XAA5	SCHOLAR FUNDING TRUST SCHOL_13 ABS 13-A		2		670,906.69	633,065.33	674,105.98	671,649.02	(38,583.69	)	544.35		—	—		1.099	1.1740	MON	61.75	4,047.1		3122013	1302045
BRSJA4801	SCINTFIC GMS INT INC SENIOR SECURED TERM		1	3FE	1,466,103.72	1,475,591.45	1,496,163.69	1,466,915.84	8,675.61		893.64		—	—		—	0.4530	FMAN	—	6,659.38		5122016	10182020
G79314AG8	SCOTTISH POWER UK PLC CORP BND	D		2FE	1,525,102.18	1,186,458.12	850,000.00	1,390,366.13	(203,908.01	)	(43,717.92	)	—	(206,027.74	)	8.375	1.6440	FEB	34,628.92	109,422.31		12102014	2202017
811065AB7	SCRIPPS NETWORKS INTERACTIVE I SENIOR CO		1	2FE	685,610	691,688.8	680,000.00	683,883.49	7,805.31		(559.21	)	—	—		2.75	2.5680	MN	2,389.44	9,350		12042014	11152019
80285CAD3	SDART_16-2 SENIOR ABS 2016-2 A2A		2	1FE	944,933.47	945,249.96	945,000.00	944,939.77	310.19		6.30		—	—		1.38	1.3890	MON	579.6	1,231.65		5032016	7152019
BRSM9G9V0	SEADRILL OPERATING LP SENIOR SECURED TER	F	2	5FE	815,053.53	366,670.64	827,465.48	818,640.53	(451,969.89	)	990.94		—	—		—	0.2280	MJSD	—	16,797.55		6182014	2212021
BRSJ9AUR5	SEAWORLD PARKS & ENTERTAINMENT SENIOR SE		2	3FE	2,986,174.86	2,884,414.09	3,002,643.16	2,992,796.35	(108,382.26	)	1,264.24		—	—		—	0.0840	MJSD	—	45,720.31		1022014	5142020
81618TAA8	SELECT INCOME REIT SENIOR CORP BND		1	2FE	2,939,857.97	2,971,974.2	2,950,000.00	2,943,917.27	28,056.93		1,857.37		—	—		2.85	2.9830	FA	35,031.25	42,037.5		9292015	2012018

BRSNU6VW9	SERVICEMASTER CO LLC SENIOR SECURED TERM		2	3FE	492,490.52	495,901.98	496,212.11	492,782.42	3,119.56		310.84		—	—		—	0.1370	MJSD	—	10,288.74		12232015	7012021
BRSH8YLF4	SESAC HOLDCO II LLC SENIOR SECURED TERM			2Z	673,602.26	677,475	679,172.93	676,518.15	956.85		533.74		—	—		—	0.1480	FMAN	—	18,510.93		4162015	2082019
81881UAE7	SHACK_13-4A ABS 2013-4A C 144A	F	2	1FE	1,214,375	1,205,675.38	1,250,000.00	1,221,083.4	(15,408.02	)	2,256.91		—	—		3.63	4.1150	JAJO	9,956.88	22,052.3		1062015	1132025
81881VAJ4	SHACK_14-5A ABS 14-5A C1 144A	F	2	1FE	475,000	473,908.65	500,000.00	479,581.51	(5,672.86	)	1,621.77		—	—		3.332	4.8240	FMAN	2,452.58	8,043.51		1212015	5072026
81881LAD9	SHACK_14-6 MEZZANIN ABS 2014-6A C-144A	F	1	1FE	472,500	479,607.2	500,000.00	472,993.21	6,613.99		493.21		—	—		3.733	4.7440	JAJO	3,836.54	(1,296.13	)	5102016	7172026
822582AR3	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		1FE	993,640	1,002,635.3	1,000,000.00	997,464.86	5,170.44		1,096.58		—	—		1.125	1.2440	FA	4,062.5	5,625		8142012	8212017
822582BK7	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		1FE	886,499.28	891,683.69	888,000.00	886,976.39	4,707.3		371.44		—	—		1.25	1.3360	MN	1,572.5	5,550		12232015	11102017
822582BM3	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		1FE	9,967,100	10,081,772.6	10,000,000.00	9,973,994.9	107,777.7		5,361.92		—	—		1.625	1.7380	MN	23,020.83	81,250		11052015	11102018
BRSR1R5H8	SHELL: ATLAS_14-1 ABS 14-1		2		3,646,000	3,633,439.17	3,646,000.00	3,646,000	(12,560.83	)	—		—	—		4.875	4.9230	MON	7,899.67	90,645.78		12182014	12152020
26250DAU7	SHELL: DRSLF_12-24RA ABS 12-24RA CR 144	F	2		1,500,000	1,476,719.55	1,500,000.00	1,500,000	(23,280.45	)	—		—	—		3.326	3.3400	FMAN	6,375.03	24,186.66		4292015	11152023
BRSXDXJR2	SHOES FOR CREWS LLC SECURED TERM LOAN			4FE	6,739,389.71	6,671,995.81	6,739,389.71	6,739,389.71	(67,393.9	)	—		—	—		—	—	MJSD	—	198,543.02		11202015	10272022
BRSXQ9KS7	SHOES FOR CREWS LLC SECURED TERM LOAN			4FE	639,534.72	626,744.03	639,534.72	639,534.72	(12,790.69	)	—		—	—		—	—	MJSD	—	888.27		11202015	11192021
BRSNC4883	SI ORGANIZATION INC SENIOR SECURED TERM			4FE	728,490.56	737,533.7	741,239.89	728,490.56	9,043.14		—		—	—		—	0.5350	MJSD	—	—		6142016	11232019
N7993YBH6	SIEMENS FINANCIERINGSMAATSCHAP CORP BND	D	1	2FE	1,661,494.54	1,341,572.38	1,000,000.00	1,581,747.62	(240,175.24	)	(25,651.37	)	—	(235,953.87	)	6.125	2.7330	SEP	65,100.51	—		12102014	9142066
82620KAC7	SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO	F		1FE	3,195,776	3,279,218.02	3,200,000.00	3,196,662.76	82,555.26		406.48		—	—		2.15	2.1780	MN	6,497.77	34,400		5182015	5272020
826239EQ4	SIERRA CALIF JT CMNTY COLLEGE MUNI BND G		1	1FE	1,366,855.5	1,445,193.5	1,150,000.00	1,327,742.83	117,450.67		(11,338.04	)	—	—		5	4.0500	FA	23,958.33	28,750		9132013	8012027
BRSHAG9G2	SILVER II BORROWER SCA SENOIR SECURED TE	R	2	4FE	3,193,307.55	2,858,010.26	3,193,307.55	3,193,307.55	(335,297.29	)	—		—	—		—	—	FMAN	—	64,575.78		8212013	12132019
828428AC6	SILVERMORE CLO LTD SMORE_14-1A ABS_14-1A	E	2	1FE	959,000	970,832.8	1,000,000.00	963,696.7	7,136.1		3,200.29		—	—		2.676	3.4570	FMAN	3,419.46	12,833.48		10052015	5152026
G8162ZAD4	SILVERSTONE MASTER ISSUER PLC ABS_09-1 A	D	1	1FE	833,161.5	688,987.92	510,000.00	833,161.5	(144,173.58	)	—		—	(151,393.5	)	5.063	5.0590	AO	6,714.44	19,960.51		10272009	1212055
828807CA3	SIMON PROPERTY GROUP LP CORP BND		1	1FE	405,007.68	375,446.62	308,000.00	368,996.79	6,449.83		(11,738.88	)	—	—		10.35	2.1730	AO	7,969.5	15,939		12112014	4012019
828807CD7	SIMON PROPERTY GROUP LP CORP BND		1	1FE	1,964,190.21	1,928,539.73	1,706,000.00	1,901,312.08	27,227.65		(28,078.88	)	—	—		5.65	2.0800	FA	40,162.09	48,194.5		5132015	2012020
828807CJ4	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	1FE	102,377	101,051.1	100,000.00	101,058.84	(7.74	)	(545.63	)	—	—		2.15	1.0350	MS	633.06	1,075		4142015	9152017
828807CM7	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	1FE	5,866,344	5,882,291.97	5,860,000.00	5,863,498.62	18,793.35		(1,372.01	)	—	—		1.5	1.4550	FA	36,625	52,616.67		7202015	2012018
828807CQ8	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	1FE	8,367,698.9	8,540,590.28	8,369,000.00	8,371,818.52	168,771.76		(23.52	)	—	—		2.2	2.1920	FA	76,715.82	78,370.11		3102016	2012019
828807CR6	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	1FE	840,720	866,950.19	800,000.00	835,240.42	31,709.77		(2,122.07	)	—	—		3.75	3.0750	FA	12,500	15,000		3042015	2012024
828807CU9	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	1FE	599,658	618,922.22	600,000.00	599,717.34	19,204.88		33.84		—	—		2.5	2.5120	MS	5,000	8,083.34		8102015	9012020
BRSUDWG69	SIX FLAGS THEME PARKS INC SENIOR SECURED			3FE	1,010,988.88	1,012,678.42	1,013,522.68	1,011,322.07	1,356.35		564.40		—	—		—	0.0360	MJSD	—	12,306.62		6292015	6302022
784423AF2	SLCLT_04-1 ABS 04-1		2		983,750	979,499.4	1,000,000.00	993,296.4	(13,797	)	1,115.90		—	—		0.786	1.1040	FMAN	1,004.46	3,275.98		5202013	5152023
78446XAB1	SLM STUDENT LOAN TRUST ABS_12-B A2 144A		2	1FE	764,525.41	779,288.85	764,603.94	764,558.36	14,730.49		12.83		—	—		3.48	3.5070	MON	1,182.59	15,318.05		4042012	10152030
78442GSC1	SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-		2	1FE	55,449.74	55,291.29	55,537.32	55,520.15	(228.86	)	15.00		—	—		0.718	0.7880	JAJO	74.22	195.43		11302012	7252019
78446JAA4	SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2		2	1FE	1,260,814.06	1,245,071.88	1,263,262.89	1,261,992.67	(16,920.79	)	427.33		—	—		1.053	1.0920	MON	147.84	7,515.47		5182011	11252027
78446TAC8	SLM STUDENT LOAN TRUST SLMA_11 SENIOR AB		2	1FE	448,448.89	434,782.08	414,975.30	435,528.32	(746.24	)	(4,636.29	)	—	—		4.54	2.5230	MON	837.33	10,129.31		7312014	10172044
78446VAA7	SLM STUDENT LOAN TRUST SLMA_12 ABS 12-A		2		334,866.23	335,092.49	334,190.19	334,390	702.49		(345.41	)	—	—		1.842	1.7200	MON	273.59	4,372.33		5132014	8152025
78447FAA1	SLM STUDENT LOAN TRUST SLMA_12 ABS 12-E		2	1FE	279,002.79	278,507.61	278,939.96	278,954.02	(446.41	)	(32.53	)	—	—		1.192	1.1820	MON	147.78	2,547.76		11212013	10162023

78447FAB9	SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E		2	1FE	1,065,601.56	1,052,331	1,050,000.00	1,055,518.01	(3,187.01	)	(1,511.70	)	—	—	2.09	1.8170	MON	975.33	10,377.43		1212016	6152045
78447VAA6	SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B		2	1FE	861,383.25	860,866.43	861,383.25	861,383.25	(516.82	)	—		—	—	1.092	1.0950	MON	418.08	5,780.82		4252013	7152022
78447CAA8	SLM_12-D ABS 12-D 144A		2	1FE	6,583.7	6,582.05	6,583.70	6,583.7	(1.65	)	—		—	—	1.492	1.4970	MON	4.37	541.63		7232012	6152023
784442AC9	SLMA ABS 08_2 A3		2	1FE	1,203,860.46	1,165,815.43	1,216,164.63	1,209,838.58	(44,023.15	)	992.65		—	—	1.388	1.5390	JAJO	3,141.85	7,958.68		3272012	4252023
78446JAB2	SLMA_11-2 ABS 11-2		2	1FE	775,000	764,537.52	775,000.00	775,000	(10,462.48	)	—		—	—	1.653	1.6590	MON	142.37	6,401.73		5182011	10252034
78447KAB8	SLMA_12-7 ABS 12-7		2	1FE	898,707.88	892,761.28	899,299.16	899,174.02	(6,412.74	)	77.06		—	—	0.733	0.7520	MON	73.27	3,904.12		11022012	9252019
78448AAA1	SLMA_13-4 ABS 13-4		2		492,465.42	471,535.64	492,465.42	492,465.42	(20,929.78	)	—		—	—	1.003	1.0050	MON	54.9	2,578.6		8062013	6252027
78448CAF6	SLMA_13-6 ABS 13-6 A2		2	1FE	382,064.4	380,860.89	382,064.40	382,064.4	(1,203.51	)	—		—	—	0.953	0.9550	MON	40.47	2,241.73		11062013	2252021
78447RAA5	SLMA_13-A ABS 13-A 144A		2		191,170.7	191,254.9	191,409.94	191,331.66	(76.76	)	92.68		—	—	1.042	1.1090	MON	88.65	1,272.13		11212013	8152022
78447RAB3	SLMA_13-A ABS 13-A 144A		2	1FE	459,870.23	459,231.8	460,000.00	459,941.14	(709.34	)	11.34		—	—	1.77	1.7810	MON	361.87	4,071		2272013	5172027
78447RAC1	SLMA_13-A ABS 13-A 144A		2	1FE	2,425,000	2,420,610.75	2,425,000.00	2,425,000	(4,389.25	)	—		—	—	1.492	1.4970	MON	1,608.09	18,048.63		2272013	5172027
78447VAB4	SLMA_13-B ABS_13-B-A2A		2		804,859.37	804,050.13	805,000.00	804,921.68	(871.55	)	8.55		—	—	1.85	1.8600	MON	661.89	7,446.3		4252013	6172030
78447VAC2	SLMA_13-B ABS_13-B-A2B		2		615,000	614,003.68	615,000.00	615,000	(996.32	)	—		—	—	1.542	1.5470	MON	421.49	4,733.61		4252013	6152030
78448MAD9	SMAT_15-1US ABS_15-1US A3A	F	2	1FE	1,949,905.62	1,949,142	1,950,000.00	1,949,920.22	(778.22	)	2.84		—	—	1.5	1.5060	MON	1,381.25	14,625		3102015	9142018
78449FAB7	SMB_16-A SENIOR ABS 16-A A2A 144A		2	1FE	679,710.8	689,323.41	680,000.00	679,714.93	9,608.48		4.13		—	—	2.7	2.7220	MON	1,785	—		5182016	5152031
BRSWD19K0	SMYTH COMPANIES LLC BANK LOAN				681,780.02	680,075.58	681,780.02	681,780.02	(1,704.44	)	—		—	—	—	—	JAJO	—	(36,431.91	)	6232016	9252020
BRSWD1953	SMYTH COMPANIES LLC CORP BOND				3,058,176.82	3,050,531.38	3,058,176.82	3,058,176.82	(7,645.44	)	—		—	—	—	—	JAJO	—	82,066.85		9252015	9252020
BRSL51FK6	SNADY CREEK ENERGY ASSOC LP SENIOR SECUR		2	3FE	2,140,824.81	1,683,613.47	2,151,582.71	2,144,790.95	(461,177.48	)	950.58		—	—	—	0.0720	FMAN	—	55,087.67		12122013	11092020
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	—	40,287.46		10192015	6122019
83367TBF5	SOCIETE GENERALE SA JRSUB CORP BND 144A	F	1	3FE	2,526,575	2,300,000	2,500,000.00	2,525,306.44	(225,306.44	)	(1,231.96	)	—	—	7.875	7.6940	JD	7,109.38	98,437.5		11102015	12312049
83710RLV7	SOUTH CAROLINA ST MUNI BND GO			1FE	1,180,940	1,169,380	1,000,000.00	1,167,538.46	1,841.54		(13,401.54	)	—	—	5	0.8190	FA	16,666.66	—		2232016	8012020
842400GB3	SOUTHERN CALIFORNIA EDISON CO. SECURED C			1FE	3,905,148	3,903,939	3,900,000.00	3,901,457.69	2,481.31		(902.40	)	—	—	1.125	1.0800	MN	7,312.5	23,843.75		2242016	5012017
842400GF4	SOUTHERN CALIFORNIA EDISON CO. SECURED C		2	1FE	3,921,428.58	3,968,812.3	3,921,428.58	3,921,428.58	47,383.72		—		—	—	1.845	1.8440	FA	30,145.98	39,189.78		1132015	2012022
842587CQ8	SOUTHERN COMPANY (THE) SENIOR CORP BND			2FE	2,334,556.35	2,361,936.26	2,335,000.00	2,334,556.35	27,379.91		—		—	—	1.85	1.8560	JJ	4,439.75	—		5192016	7012019
842587CS4	SOUTHERN COMPANY (THE) SENIOR CORP BND		1	2FE	4,048,000	4,075,558.76	4,000,000.00	4,047,734.72	27,824.04		(265.28	)	—	—	2.35	2.0930	JJ	9,661.11	(7,050	)	6162016	7012021
842587CU9	SOUTHERN COMPANY (THE) SENIOR CORP BND		1	2FE	359,694	372,241.95	360,000.00	359,694	12,547.95		—		—	—	2.95	2.9630	JJ	1,091.5	—		5192016	7012023
842808AF4	SOUTHERN ELEC SENIOR CORP BND 144A			1FE	3,333,899.45	3,364,363.67	3,335,000.00	3,334,460.52	29,903.15		107.45		—	—	2.2	2.2070	JD	6,114.17	36,685		11182013	12012018
843646AN0	SOUTHERN POWER COMPANY SENIOR CORP BND			2FE	2,398,608	2,417,052.07	2,400,000.00	2,399,032.52	18,019.55		346.66		—	—	1.85	1.8790	JD	3,700	23,926.67		12232015	12012017
84650WAD8	SPAREBNK 1 BOLIG LOCAL BND 144A	F		1FE	2,294,388	2,327,599.93	2,300,000.00	2,298,871.02	28,728.91		553.17		—	—	2.3	2.3500	JD	146.94	26,450		3292012	6302017
84650WAE6	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		1FE	5,854,157	5,947,612.94	5,900,000.00	5,877,163.14	70,449.8		3,256.96		—	—	1.75	1.8690	MN	13,193.06	51,625		11072012	11152019
84861CAA3	SPMF 2014-4A SENIOR CMBS _14-4A A1		2	1FE	3,992,636	3,904,002.4	4,000,000.00	3,992,603.99	(88,601.59	)	(2.81	)	—	—	3.501	3.5270	MON	11,671.33	70,027.98		11212014	1202045
78467MAA1	SRER_11-RS ABS_11-RS A1B1 144A	F	2	2FE	1,001,259.26	1,015,957.47	1,046,490.94	1,044,982.68	(29,025.21	)	10,119.25		—	—	1.153	5.3040	MON	498.83	4,433.09		11132014	5092046
85571XAL1	SRTP _14-STAR ABS _14-STAR -B		2	1FE	2,000,000	1,955,232.4	2,000,000.00	2,000,000	(44,767.6	)	—		—	—	2.093	2.1020	MON	1,860.44	20,990.11		11072014	11152027
BRSU95US9	SS&C EUROPEAN HOLDINGS SARL SENIOR SECUR	F		3FE	78,794.42	79,091.39	79,190.38	78,845.86	245.53		85.50		—	—	—	0.0710	MJSD	—	2,035.22		6292015	7082022

BL1658048	SS&C TECHNOLOGIES INC SECURED TERM LOAN				575,840.02	578,010.27	578,733.69	576,215.93	1,794.34		404.20		—	—		—	0.0710	MJSD	—	5,422.43		6292015	7082022
BRSRUTM42	SSE PLC CAPSEC CORP BND	D	1		809,569.26	667,868.76	525,000.00	809,569.26	(141,700.5	)	—		—	(109,412.57	)	3.875	3.8840	SEP	35,591.95	—		2242015	1019999
30250GAA6	SSGN_10-S1 CMO_10-S1-1A 144A		2	1	69,106.18	69,108.6	69,106.18	69,106.18	2.42		—		—	—		1.017	1.0190	MON	7.81	570.8		3052010	2252048
790849AL7	ST JUDE MEDICAL INC SENIOR CORP BND			1FE	2,324,384.7	2,363,205.41	2,330,000.00	2,325,803.35	37,402.06		915.93		—	—		2	2.0840	MS	13,721.11	22,264.44		9142015	9152018
855244AF6	STARBUCKS CORP SENIOR CORP BND		1	1FE	498,600	512,241.29	500,000.00	499,175.56	13,065.73		163.77		—	—		2	2.0440	JD	722.22	5,000		12022013	12052018
BRSJ08S50	STARWOOD PROPERTY TRUST INC SECURED TERM			3FE	3,350,137	3,322,735.39	3,361,959.36	3,354,849.61	(32,114.22	)	999.82		—	—		—	0.1160	MJSD	—	59,718.58		10012015	4172020
857477AQ6	STATE STREET CORP CAPSEC CORP BND		1	2FE	2,125,000	2,183,437.5	2,125,000.00	2,125,000	58,437.5		—		—	—		5.25	5.2500	MS	32,848.96	119,765.63		5142015	1019999
857477AG8	STATE STREET CORP SENIOR CORP BND			1FE	1,888,683	1,896,948.74	1,700,000.00	1,857,930.38	39,018.36		(15,782.13	)	—	—		4.375	2.2730	MS	23,552.09	37,187.5		7072015	3072021
857477AK9	STATE STREET CORP SENIOR CORP BND			1FE	4,051,931.5	4,092,928.54	4,075,000.00	4,065,020.54	27,908		2,600.21		—	—		1.35	1.4830	MN	7,029.38	27,506.25		1062014	5152018
857477AN3	STATE STREET CORP SENIOR CORP BND			1FE	1,032,809	1,072,933.8	1,000,000.00	1,029,114.62	43,819.18		(1,504.47	)	—	—		3.3	2.9080	JD	1,375	16,500		12092015	12162024
857477AV5	STATE STREET CORP SENIOR CORP BND			1FE	239,875.2	242,404.99	240,000.00	239,877.99	2,527		2.79		—	—		1.95	1.9610	MN	546.01	—		5162016	5192021
BRT1X83J9	STATION CASINOS LLC SENIOR SECURED TERM		1	3FE	792,477.87	791,647.97	796,460.18	792,491.94	(843.97	)	14.07		—	—		—	0.0710	MJSD	—	—		5252016	6082023
85771PAJ1	STATOILHYDRO ASA SENIOR CORP BND	F		1FE	10,202,467.5	10,236,402.35	10,250,000.00	10,229,331.93	7,070.42		5,406.12		—	—		1.15	1.2590	MN	15,061.79	58,937.5		4292014	5152018
85771PAR3	STATOILHYDRO ASA SENIOR CORP BND	F		1FE	1,300,434	1,318,245.75	1,300,000.00	1,300,368.07	17,877.68		(76.10	)	—	—		1.95	1.9800	MN	3,732.09	12,675		11052013	11082018
BRSMDLA59	STENA INTERNATIONAL SARL SENIOR SECURED	F			1,812,326.82	1,514,848.93	1,830,633.15	1,818,312.53	(303,463.6	)	1,379.21		—	—		—	0.1430	MJSD	—	37,161.48		2212014	3032021
BRST248L2	STERIGENICS-NORDION HOLDINGS L SENIOR SE		2	4FE	392,159.28	388,272.42	393,187.26	392,307.35	(4,034.93	)	79.15		—	—		—	0.0380	MJSD	—	8,479.98		8132015	5162022
86212TAA7	STORE MASTER FUNDING LLC STR_1 ABS_12-1A		2	1FE	2,194,810.25	2,113,444.73	2,077,005.13	2,190,744.13	(77,299.4	)	(2,565.29	)	—	—		5.77	5.2960	MON	3,661.88	59,883.58		3062015	8202042
86213BAB3	STR_14-1A WHOLE CMO _14-1A-A2 144A		2	1FE	1,087,768.57	1,026,092.03	989,583.33	1,084,040.62	(57,948.59	)	(1,556.21	)	—	—		5	4.1910	MON	1,511.86	24,776.04		1232015	4202044
86213CAA3	STR_15-1A ABS 15-1A A1 144A		2	1FE	1,490,930.58	1,449,508.13	1,491,250.01	1,490,938.9	(41,430.77	)	(4.52	)	—	—		3.75	3.7810	MON	1,708.72	28,001.96		4142015	4202045
8628113T1	STRATFORD REC CO LLC MUNITAX BND GO			1FE	782,955	780,645	750,000.00	768,346.66	12,298.34		(4,208.12	)	—	—		2.989	2.9890	FA	8,468.83	11,208.75		10182013	8152018
863667AK7	STRYKER CORP SENIOR CORP BND			1FE	1,115,877.35	1,130,937.6	1,115,000.00	1,115,789.2	15,148.4		(88.15	)	—	—		2	1.9730	MS	6,875.82	—		3042016	3082019
BRSM7GLZ9	STS OPERATING SENIOR SECURED TERM NOTES		2	4FE	766,880.45	678,246.02	770,734.11	768,168.43	(89,922.41	)	363.83		—	—		—	0.0710	MJSD	—	16,135.01		2112014	2122021
BL1711854	SUMMIT MATERIALS LLC SENIOR SECURED TERM			4FE	236,412	236,857.5	237,600.00	236,570.18	287.32		89.50		—	—		—	0.0710	MJSD	—	—		6252015	7182022
BRSMQX4D9	SUNGARD AVAILABILITY SERVICES SENIOR SEC		2	4FE	938,190.07	823,509.67	939,364.28	938,665.3	(115,155.63	)	135.11		—	—		—	0.0270	MJSD	—	28,642.82		7112014	3292019
86960BAJ1	SVENSKA HANDELSBANKEN AB SENIOR CORP BND	F		1FE	1,021,690	1,022,575.53	1,000,000.00	1,021,096.44	1,479.09		(593.56	)	—	—		2.4	1.8810	AO	6,000	(3,000	)	5112016	10012020
W94232CA6	SWEDBANK AB SENIOR CORP BND	F		1FE	4,991,550	5,101,985	5,000,000.00	4,995,385.56	106,599.44		833.50		—	—		2.375	2.4110	FA	40,902.78	59,375		2202014	2272019
87020DAR5	SWEDEN KINGDOM CORP BND 144A MTN	F			1,994,860	2,004,980.16	2,000,000.00	1,997,308.2	7,671.96		852.97		—	—		0.875	0.9620	JJ	7,680.56	8,750		1152015	1232018
87020DAL8	SWEDEN KINGDOM CORP BND MTN 144A	F		1FE	2,695,518	2,703,167.1	2,700,000.00	2,699,471.5	3,695.6		705.08		—	—		1	1.0530	MN	3,450	13,500		8222013	11152016
87158YAQ5	SYMP_12-10AR MEZZANIN ABS 12-10AR CR 144	F	2	1FE	2,500,000	2,469,871	2,500,000.00	2,500,915.94	(31,044.94	)	915.94		—	—		3.488	3.9950	JAJO	16,229.35	42,589.19		4082015	7232023
87154EAE0	SYMP_14-15A MEZZANIN ABS_14-15A C 144A	F	1	1FE	1,005,000	994,013.5	1,000,000.00	1,004,245.73	(10,232.23	)	(301.11	)	—	—		3.833	3.7750	JAJO	7,878.64	18,532.53		3162015	10172026
87165LBB6	SYNCC_16-2 SENIOR ABS_16-2 A		2	1FE	8,184,680.8	8,373,255.25	8,185,000.00	8,184,670.04	188,585.21		(10.76	)	—	—		2.21	2.2190	MON	17,586.39	—		5202016	5152024
87165LAA9	SYNCT_14-1 SENIOR ABS _14-1-A		2	1FE	904,748.95	910,701.47	905,000.00	904,882.81	5,818.66		41.92		—	—		1.61	1.6250	MON	647.58	7,285.26		11142014	11152020
BRSEM91J4	SYNIVERSE HLDGS SENIOR SEC TERM NOTES		2	4FE	1,781,141.3	1,342,602.73	1,799,132.63	1,791,863.51	(449,260.78	)	1,485.89		—	—		—	0.1420	JAJO	—	37,165.58		4202012	4232019
871829BB2	SYSCO CORP SENIOR CORP BND			2FE	3,473,088.75	3,510,857.14	3,475,000.00	3,473,243.4	37,613.74		154.65		—	—		1.9	1.9190	AO	16,506.25	—		3222016	4012019

89236VAD2	TAOT_13-B SENIOR ABS_13-B A4		2	1FE	629,492.19	627,062.5	625,000.00	626,401.97	660.53		(1,164.90	)	—	—		1.46	1.0720		MON	405.56	4,562.46		3162015	1152019
89231RAD6	TAOT_14-B SENIOR ABS _14-B-A4		2	1FE	9,998,335	10,044,000.2	10,000,000.00	9,999,289.4	44,710.8		233.32		—	—		1.31	1.3180		MON	5,822.22	65,500.02		6102014	9162019
89190AAD2	TAOT_14-C ABS _14-C-A4		2	1FE	999,701.1	1,007,300.03	1,000,000.00	999,844.59	7,455.44		39.89		—	—		1.44	1.4530		MON	640	7,200		10072014	4152020
00388WAD3	TAQA ABU DHABI NATIONAL SENIOR CORP BND	F		1FE	473,385	494,916.75	475,000.00	473,392.3	21,524.45		7.30		—	—		3.625	3.7000		JD	430.47	—		6142016	6222021
87612EAV8	TARGET CORPORATION CORP BND			1FE	1,163,037.5	1,163,545.33	1,065,000.00	1,143,125.79	20,419.54		(10,866.03	)	—	—		3.875	1.9760		JJ	19,029.49	26,241.29		1112016	7152020
87612EBB1	TARGET CORPORATION SENIOR CORP BND			1FE	5,864,292.45	5,927,166.61	5,735,000.00	5,838,891.19	88,275.42		(16,810.25	)	—	—		2.3	1.6750		JD	1,832.01	65,952.5		10062015	6262019
87612EBE5	TARGET CORPORATION SENIOR CORP BND			1FE	599,946	612,343.32	600,000.00	599,947.45	12,395.87		1.45		—	—		2.5	2.5010		AO	3,333.33	—		4042016	4152026
87236YAE8	TD AMERITRADE HLDG CORP SENIOR CORP BND		1	1FE	3,915,776.25	4,075,724.95	3,925,000.00	3,917,393.86	158,331.09		598.83		—	—		2.95	2.9870		AO	28,946.88	57,893.75		12232015	4012022
BRT23M4F6	TEAM HLTH INC. SENIOR SECURED TERM LOAN		1	3FE	1,969,453.62	1,986,756.85	1,987,999.35	1,969,679.99	17,076.86		272.85		—	—		—	—		MJSD	—	5,812.87		0	11232022
BRSN4E4J0	TECHNIMARK LLC SECURED TERM LOAN				6,716,250	6,581,925	6,716,250.00	6,716,250	(134,325	)	—		—	—		—	—		MJSD	—	141,598.13		12232015	4252021
BRSSUAB92	TEKNI-PLEX, INC. SENIOR SECURED TERM LOA			4FE	89,397.59	88,424.29	89,846.84	89,464.48	(1,040.19	)	34.21		—	—		—	0.0710		MJSD	—	2,053.52		4152015	6012022
BRT1HVP37	TELENET FINANCING USD LLC SENIOR SECURED		1		1,026,587.3	1,023,577.7	1,031,746.03	1,026,603.11	(3,025.41	)	15.81		—	—		—	0.0620		MJSD	—	—		5052016	6302024
BRSE99EZ9	TELESAT CANADA / TELESAT LLC SENIOR SEC	A	2	3FE	4,018,448.18	3,999,985.49	4,028,519.50	4,023,877.34	(23,891.85	)	876.13		—	—		—	0.0750		MJSD	—	77,724.12		10012015	3282019
87970UAE6	TELOS_14-6A ABS _14-6A-B1 144A	F	2	1FE	2,405,585	2,422,337.75	2,500,000.00	2,425,418.46	(3,080.71	)	6,256.41		—	—		2.733	3.3460		JAJO	14,043.81	32,428.44		10302014	1172027
Z91GFLXY5	TEMESE FUNDING PLC TMSE_1-A ABS 1 A	D	2	1FE	34,655.87	28,880.67	21,598.50	34,655.87	(5,775.2	)	0.25		—	(5,783	)	1.416	1.3910		MON	11.2	756.09		11072013	11212021
BRSPDEXA2	TEREX CORP SENIOR SECURED TERM NOTES			3FE	791,954.56	778,060.62	793,939.41	792,472.35	(14,411.73	)	151.45		—	—		—	0.0360		MJSD	—	14,101.93		8082014	8062021
BRSQPSFE8	TERRA-GEN FINANCE CO LLC SENIOR SECURED		1	3FE	684,813.3	581,575.12	688,254.58	685,547.23	(103,972.11	)	262.41		—	—		—	0.0710		MJSD	—	18,298.17		11262014	12092021
88165FAC6	TEVA PHARMACEUTICAL FIN CO. BV CORP BND	F		2FE	1,026,840	1,004,740	1,000,000.00	1,004,602.07	137.93		(6,369.80	)	—	—		2.4	2.4180		MN	3,400	12,000		11072011	11102016
8821172X1	TEXAS A & M UNIV PERM UNIV FD MUNITAX BN			1FE	2,005,720	2,041,700	2,000,000.00	2,004,439.8	37,260.2		(534.23	)	—	—		1.75	1.6920		JJ	17,500	17,500		4082015	7012020
88224LAC2	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B				1,500,000	1,496,175	1,500,000.00	1,500,000	(3,825	)	—		—	—		1.305	1.3050		AO	4,893.75	9,787.5		12092014	10012017
88224LAE8	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B				2,000,000	2,023,076	2,000,000.00	2,000,000	23,076		—		—	—		2.075	2.0750		AO	10,375	20,750		12092014	10012019
882508AU8	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			1FE	295,140	303,120.92	300,000.00	296,256.19	6,864.73		582.52		—	—		1.65	2.0690		FA	2,035	2,475		7102015	8032019
882508AV6	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			1FE	2,470,300	2,498,104.29	2,500,000.00	2,487,265.81	10,838.48		3,403.62		—	—		1	1.1930		MN	4,166.66	12,500		5012013	5012018
882508AX2	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			1FE	1,996,040	2,001,019.8	2,000,000.00	1,999,068.53	1,951.27		659.03		—	—		0.875	0.9420		MS	5,298.61	8,750		3052014	3122017
882806AT9	TEXAS TECH UNIV MUNI BND REV		1	1FE	2,263,420	2,200,240	2,000,000.00	2,160,512.28	39,727.72		(29,644.68	)	—	—		5	4.6250		FA	37,777.78	50,000		2032009	2152024
882806EL2	TEXAS TECH UNIV MUNITAX BND REV			1FE	5,000,000	5,093,450	5,000,000.00	5,000,000	93,450		—		—	—		1.804	1.8040		FA	34,075.56	45,100		3182015	2152019
BRSNUUGN3	TGI FRIDAYS INC SENIOR SECURED TERM NOTE				1,089,680.99	1,078,221.89	1,083,640.09	1,088,468.92	(10,247.03	)	(597.58	)	—	—		—	(0.1090	)	MJSD	—	28,940.61		4212015	7152020
63902HAA7	THE NATURE CONSESRVANCY MUNI BND REV			1FE	3,437,400	3,358,230	3,000,000.00	3,283,327.8	74,902.2		(44,820.53	)	—	—		6.3	6.3300		JJ	94,500	94,500		6182009	7012019
883556AZ5	THERMO FISHER SCIENTIFIC INC CORP BND		1	2FE	2,896,523	2,945,083.14	2,800,000.00	2,890,530.59	54,552.55		(5,992.41	)	—	—		3.6	2.8810		FA	38,080	(980	)	5112016	8152021
883556BB7	THERMO FISHER SCIENTIFIC INC SENIOR CORP			2FE	2,001,260	2,007,817.24	2,000,000.00	2,000,607.97	7,209.27		(193.81	)	—	—		1.85	1.7400		JJ	17,061.11	18,500		8162012	1152018
883556BE1	THERMO FISHER SCIENTIFIC INC SENIOR CORP			2FE	6,824,023.1	6,903,118.45	6,810,000.00	6,818,512.93	84,605.52		(1,586.83	)	—	—		2.4	2.3500		FA	68,100	81,720		12162014	2012019
883556BN1	THERMO FISHER SCIENTIFIC INC SENIOR CORP		1	2FE	34,829.2	35,638.92	35,000.00	34,833.95	804.97		4.75		—	—		3	3.0780		AO	227.5	—		4042016	4152023
88428LAA0	THIRD POINT RE USA HOLDINGS IN SENIOR CO			2FE	11,000,000	11,000,000	11,000,000.00	11,000,000	—		—		—	—		7	7.0000		FA	295,166.67	414,555.56		2102015	2132025
87247CAA1	TICP_14-2A ABS _14-2A-A1A 144A	F	1	1FE	3,720,000	3,708,723.75	3,750,000.00	3,728,391.15	(19,667.4	)	2,717.22		—	—		2.084	2.2510		JAJO	15,632.63	36,593.09		12172014	7202026

BRSN1NQ83	TIME INC (USA) SENIOR SECURED TERM LOAN			3FE	2,174,586.16	2,177,331.88	2,196,551.71	2,181,138.7	(3,806.82	)	1,674.39		—	—		—	0.1440	MJSD	—	47,375.94	4172014	4262021
88732JAL2	TIME WARNER CABLE INC CORP BND			2FE	1,304,897	1,205,541.57	1,100,000.00	1,203,005.23	2,536.34		(25,131.73	)	—	—		6.75	1.9530	JJ	37,125	37,125	6052014	7012018
BRSWVW9B2	T-MOBILE USA INC SENIOR SECURED TERM LOA			2FE	828,968.31	835,216.8	833,133.97	829,333.97	5,882.83		358.04		—	—		—	0.0710	MJSD	—	17,169.12	11032015	11092022
880591EQ1	TN VLY AUTHORITY SENIOR AGENCY BND			1FE	2,552,790.6	2,624,559.07	2,565,000.00	2,559,330.18	65,228.89		1,200.42		—	—		1.75	1.8490	AO	9,476.25	22,443.75	9242013	10152018
BRSWDXM82	TOOLING ACQUISITION CO. TERM LOAN				362,613.57	358,080.9	362,613.57	362,613.57	(4,532.67	)	—		—	—		—	—	MJSD	—	36,805.55	6072016	9212021
BRSWDXMT6	TOOLING ACQUISITION CO. TERM LOAN				2,452,133.9	2,421,482.23	2,452,133.90	2,452,133.9	(30,651.67	)	—		—	—		—	—	MJSD	—	3,623.33	9212015	9212021
8911457V0	TORONTO-DOMINION BANK/THE SECURED CORP B	A		1FE	4,992,250	5,129,150	5,000,000.00	4,992,682.01	136,467.99		432.01		—	—		2.25	2.2830	MS	33,125.01	—	3072016	3152021
891145TN4	TORONTO-DOMINION BANK/THE SECURED LOCAL	A		1FE	5,138,450	5,114,570.7	5,100,000.00	5,111,296.77	3,273.93		(7,960.97	)	—	—		1.5	1.1820	MS	22,950	38,250	8132014	3132017
89114QAG3	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		1FE	2,938,030.2	2,952,107.27	2,940,000.00	2,939,262.82	12,844.45		197.02		—	—		1.4	1.4140	AO	6,974.33	20,580	4232013	4302018
89114QAV0	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		1FE	4,200,834	4,301,626.48	4,200,000.00	4,200,897.56	100,728.92		(131.20	)	—	—		2.25	2.2430	MN	14,700	47,250	3042015	11052019
89114QB64	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		1FE	204,797.05	207,239	205,000.00	204,859.47	2,379.53		33.30		—	—		1.75	1.7840	JJ	1,574.51	1,793.75	7162015	7232018
89114QBE7	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		1FE	899,217	914,097.18	900,000.00	899,329.62	14,767.56		178.45		—	—		1.95	1.9800	JJ	7,751.25	4,528.33	1142016	1222019
89153VAC3	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		1FE	4,092,333	4,122,531.56	4,100,000.00	4,098,430.61	24,100.95		777.66		—	—		1.55	1.5890	JD	529.59	31,775	9292015	6282017
89153VAK5	TOTAL CAPITAL INTERNATIONAL SA TOTAL CAP	F		1FE	1,998,760	2,042,098.7	2,000,000.00	1,999,271.36	42,827.34		139.65		—	—		2.125	2.2090	JJ	20,187.5	21,250	1082014	1102019
F9208ZKB2	TOTAL CAPITAL S.A.			1FE	1,654,432.94	1,355,082.72	970,000.00	1,586,371.36	(231,288.64	)	(21,985.24	)	—	(235,072.27	)	4.25	1.4411	DEC	31,017.96	—	12102014	20171208
89153VAF6	TOTAL CAPITAL S.A. CORP BND MTN	D		1FE	99,726	100,035	100,000.00	99,989.32	45.68		46.12		—	—		4.25	1.2670	DEC	386.11	500	12102014	12082017
BRSM7GUN6	TOWER AUTOMOTIVE HOLDINGS USA SENIOR SEC			4FE	748,125	742,500	750,000.00	748,172.21	(5,672.21	)	47.21		—	—		—	0.0630	MJSD	—	685.29	5132016	4232020
BRSSD9JL9	TOWNSQUARE MEDIA INC SENIOR SECURED TERM			3FE	738,032.86	737,521.72	741,227.86	738,387.3	(865.58	)	178.06		—	—		—	0.0660	MJSD	—	11,776.3	3302016	4012022
89236RAD1	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A		2	1FE	646,105.28	646,349.95	646,543.91	646,477.21	(127.26	)	514.16		—	—		0.69	0.7300	MON	198.27	5,272.35	3162015	11152018
89236TAY1	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1FE	1,119,624	1,122,253.03	1,100,000.00	1,117,798.43	4,454.6		(1,825.57	)	—	—		2	1.2880	AO	4,094.44	1,222.22	3302016	10242018
89236TBH7	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1FE	1,499,205	1,502,250	1,500,000.00	1,499,765.39	2,484.61		132.71		—	—		1.125	1.1430	MN	2,109.38	8,437.5	5132014	5162017
89236TCA1	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1FE	5,527,417.05	5,575,117.23	5,535,000.00	5,531,090.03	44,027.2		1,257.63		—	—		1.45	1.4970	JJ	37,676.42	40,128.75	1072015	1122018
89236TCF0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1FE	1,119,160	1,149,544.07	1,120,000.00	1,119,370.14	30,173.93		80.84		—	—		2.15	2.1660	MS	7,290.89	12,040	3092015	3122020
89236TCP8	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1FE	149,872.5	151,439.03	150,000.00	149,912.95	1,526.08		100.32		—	—		1.55	1.5790	JJ	1,085	13,523.75	7082015	7132018
89236TCU7	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1FE	4,999,400	5,057,411.95	5,000,000.00	4,999,471.54	57,940.41		71.54		—	—		1.7	1.7040	FA	31,166.67	—	2162016	2192019
89236TCX1	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1FE	9,997,600	10,032,800.3	10,000,000.00	9,997,872.94	34,927.36		272.94		—	—		1.2	1.2120	AO	27,666.66	—	4052016	4062018
89267XAF5	TRADEWYND RE LTD CORP BND 144A	F			500,000	503,565	500,000.00	500,000	3,565		—		—	—		5.233	5.0720	JAJO	6,613.3	13,169.28	12052014	1082018
89267XAH1	TRADEWYND RE LTD CORP BND 144A	F			1,750,000	1,781,045	1,750,000.00	1,750,000	31,045		—		—	—		7.45	5.0560	JAJO	32,955.9	232,420.17	12052014	1082018
89289YAB6	TRAMLINE RE II LTD CORP BND 144A	F			1,000,000	1,011,750	1,000,000.00	1,000,000	11,750		—		—	—		9.964	9.8920	JAJO	25,185.78	49,886.59	12042014	1042019
BRSTMLVU6	TRANS UNION LLC SENIOR SECURED TERM LOAN		2	4FE	2,509,370.91	2,487,122.5	2,515,420.98	2,509,864.84	(22,742.34	)	517.67		—	—		—	0.0460	MJSD	—	43,502.71	3232016	4092021
893526DK6	TRANSCANADA PIPELINES LIMITED CORP BND	A		1FE	535,870	529,877.02	500,000.00	528,291.89	1,585.13		(4,629.70	)	—	—		3.8	2.3920	AO	4,750	18,894.44	4082015	10012020
89352HAN9	TRANSCANADA PIPELINES LIMITED SENIOR COR	A		1FE	824,735.5	827,273.43	825,000.00	825,026.11	2,247.32		(9.46	)	—	—		1.875	1.8730	JJ	7,261.72	7,734.38	7152015	1122018
89352HAS8	TRANSCANADA PIPELINES LIMITED SR CORP BN	A		1FE	2,542,783.5	2,629,933.42	2,550,000.00	2,543,768.72	86,164.7		985.22		—	—		3.125	3.2260	JJ	34,088.54	—	1222016	1152019
89356BAA6	TRANSCANADA TRUST CAPSEC CORP BND	A	1	2FE	1,075,000	994,375	1,075,000.00	1,075,000	(80,625	)	—		—	—		5.625	5.6250	MN	6,886.72	30,234.38	2242016	5202075

BRSNBE338	TRANSDIGM INC SENIOR SECURED TERM LOAN		2	4FE	3,908,618.41	3,884,587.59	3,927,368.41	3,913,034.57	(28,446.98	)	1,446.29		—	—		—	0.0730		MJSD	—	76,709.96		11142014	6042021
BRSU975A2	TRIBUNE COMPANY SENIOR SECURED TERM LOAN		2	3FE	1,724,199.84	1,720,417.15	1,727,616.13	1,724,822.34	(4,405.19	)	325.26		—	—		—	0.0360		MJSD	—	32,876.79		7012015	12272020
BRSEQLBQ6	TRICORBRAUN INC SENIOR SECURED TERM LOAN			4Z	2,339,125.6	2,341,083.88	2,350,880.00	2,347,254.08	(6,170.2	)	982.52		—	—		—	0.0830		MJSD	—	50,240.3		4302012	5032018
L9339LAB9	TRINSEO MATERIALS OPERATING SC SENIOR SE	E	2	3FE	564,300	563,027.15	565,714.29	564,504.74	(1,477.59	)	119.26		—	—		—	0.0390		JAJO	—	—		4282015	11052021
89837RAA0	TRUSTEES OF DARTMOUTH COLLEGE MUNITAX BN			1FE	339,666	332,070	300,000.00	327,058.31	5,011.69		(3,859.91	)	—	—		4.75	1.5750		JD	1,187.5	11,294.44		1302015	6012019
872882AC9	TSMC GLOBAL LTD SENIOR CORP BND 144A	F		1FE	5,711,170.95	5,708,941.92	5,715,000.00	5,713,619.25	(4,677.33	)	383.80		—	—		1.625	1.6390		AO	22,701.25	46,434.38		3272013	4032018
902133AQ0	TYCO ELECTRONICS GROUP SA SENIOR CORP BN	F	1	1FE	1,634,149.8	1,648,955.37	1,635,000.00	1,634,464.42	14,490.95		83.07		—	—		2.35	2.3610		FA	16,009.38	19,211.25		7282014	8012019
BRSPC8H22	UAL_12-2A SENIOR SECURED TERM LOAN			3FE	1,112,695.18	1,120,562.72	1,123,934.52	1,115,507.67	5,055.05		826.46		—	—		—	0.1420		MJSD	—	22,751.63		8062014	9152021
90261XHH8	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			1FE	3,967,644.3	3,972,503.51	3,945,000.00	3,958,589.55	13,913.96		(3,822.90	)	—	—		1.8	1.5980		MS	18,738.75	35,505		4212015	3262018
90261XHK1	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			1FE	831,893.8	854,100.86	835,000.00	832,571.85	21,529.01		306.89		—	—		2.35	2.4320		MS	5,178.16	9,811.25		5272015	3262020
90261XHL9	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			1FE	4,995,300	5,006,041.5	5,000,000.00	4,997,826.64	8,214.86		2,087.06		—	—		1.375	1.4220		JD	5,729.17	71,041.67		9292015	6012017
90261XHM7	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			1FE	1,500,000	1,501,215.02	1,500,000.00	1,500,000	1,215.02		—		—	—		1.233	0.8430		MJSD	1,541.31	8,257.62		5272015	6012017
G918UHAA3	UBS AG JERSEY BRANCH CORP BND EMTN	D	1	2FE	274,088.34	223,952.77	150,000.00	262,502.25	(38,549.48	)	(3,719.35	)	—	(38,997.9	)	6.375	2.7630		NOV	7,858.5	—		12042014	11192024
90351DAA5	UBS GROUP FUNDING JERSEY LTD SENIOR CORP	F		1FE	5,989,740	6,104,006.22	6,000,000.00	5,991,222.57	112,783.65		960.95		—	—		2.95	2.9870		MS	47,691.67	88,500		9212015	9242020
90351DAD9	UBS GROUP FUNDING JERSEY LTD SENIOR CORP	F		1FE	8,993,250	9,134,464.41	9,000,000.00	8,993,550.64	140,913.77		300.64		—	—		3	3.0160		AO	64,500.01	—		3292016	4152021
90270RBF0	UBSBB_12-C4 PAC SENIOR CMBS 2012-C4 AAB		2		1,761,633.99	1,764,172.79	1,710,000.00	1,761,633.99	2,538.8		—		—	—		2.459	1.4240		MON	—	—		6282016	12102045
90270YBD0	UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2		2		1,368,685.5	1,369,309.34	1,355,000.00	1,360,728.72	8,580.62		(2,347.76	)	—	—		2.137	1.7960		MON	2,412.46	14,474.76		9232014	3102046
90269GAC5	UBSCMT_12-C1 SENIOR CMBS 12-C1		2		2,143,281.26	2,146,680	2,000,000.00	2,142,307.38	4,372.62		(973.88	)	—	—		3.4	2.0110		MON	5,666.66	(3,022.22	)	6142016	5102045
904764AP2	UNILEVER CAPITAL CORP SENIOR CORP BND			1FE	3,088,000	3,128,650.63	3,125,000.00	3,116,778.26	11,872.37		3,739.63		—	—		0.85	1.0940		FA	10,993.92	13,281.25		7302012	8022017
904764AQ0	UNILEVER CAPITAL CORP SENIOR CORP BND			1FE	2,616,071.25	2,703,500.46	2,625,000.00	2,621,582.03	81,918.43		601.38		—	—		2.2	2.4100		MS	18,447.92	28,875		9112013	3062019
904764AR8	UNILEVER CAPITAL CORP SENIOR CORP BND			1FE	546,815.5	564,885.7	550,000.00	547,375.77	17,509.93		305.43		—	—		2.1	2.2230		JJ	4,844.58	5,775		7282015	7302020
907818CZ9	UNION PACIFIC CORPORATION CORP BND			1FE	275,372.5	266,703.5	250,000.00	265,033.23	1,670.27		(5,396.76	)	—	—		5.75	1.3130		MN	1,836.81	7,187.5		7132015	11152017
907818DA3	UNION PACIFIC CORPORATION CORP BND			1FE	1,999,631.7	1,917,603.2	1,749,000.00	1,888,562.97	29,040.23		(31,994.32	)	—	—		5.7	1.5540		FA	37,661.8	49,846.5		12052012	8152018
907818DD7	UNION PACIFIC CORPORATION CORP BND			1FE	708,215.55	710,877.27	615,000.00	702,621.1	8,256.17		(5,594.45	)	—	—		6.125	2.0260		FA	14,230.42	(5,127.14	)	3302016	2152020
907818DM7	UNION PACIFIC CORPORATION SENIOR CORP BN		1	1FE	1,812,164.25	1,827,248.03	1,725,000.00	1,810,345.16	16,902.87		(1,819.09	)	—	—		2.95	2.1040		JJ	23,464.79	(16,114.38	)	5042016	1152023
907818EA2	UNION PACIFIC CORPORATION SENIOR CORP BN		1	1FE	1,006,336.49	1,014,133.01	1,000,000.00	1,004,394.29	9,738.72		(695.61	)	—	—		1.8	1.6520		FA	7,500	9,000		2022015	2012020
907818EE4	UNION PACIFIC CORPORATION SENIOR CORP BN		1	1FE	3,247,400	3,352,207.17	3,250,000.00	3,247,913.38	104,293.79		248.63		—	—		2.25	2.2670		JD	2,437.5	36,562.5		6162015	6192020
G92451EF9	UNITED KINGDOM GILT			1FE	502,928.7	504,573.02	322,000.00	502,928.7	1,644.32		(165.49	)	—	—		3.75	5.1918		MS	5,088.2	(4,895.67	)	6272016	20210907
G9T44MEB4	UNITED KINGDOM GILT GOVT BND	D		1FE	4,571,031.46	4,319,254.27	3,200,000.00	4,563,482.75	(244,228.48	)	(13,564.48	)	—	(256,614.36	)	1	0.4240		MS	13,484.23	21,073.58		3152016	9072017
G92450M39	UNITED KINGDOM GILT IBND GOVT 3 MO	D		1FE	1,568,260.66	1,558,577.79	730,000.00	1,568,128.96	(9,551.17	)	3,077.92		—	(6,439.87	)	1.875	(1.9160	)	MN	2,527.8	(653.68	)	6292016	11222022
G9T44MHH8	UNITED KINGDOM GILT SENIOR GOVT BND	D		1FE	6,017,383.23	5,598,518.4	4,000,000.00	6,010,341.93	(411,823.53	)	(9,437.46	)	—	(475,159.66	)	5	0.6280		MS	41,389.39	(2,515.32	)	2192016	3072018
G9T44MHW5	UNITED KINGDOM GILT SENIOR GOVT BND	D		1FE	1,286,928.47	1,310,017.2	850,000.00	1,286,811.61	23,205.59		(116.86	)	—	16,009.44		4.5	0.4420		MS	9,849.81	(9,541.54	)	6012016	3072019
G92450K80	UNITED KINGDOM GILT SENIOR GOVT BND	D		1FE	12,626,423.04	11,094,918.64	7,660,000.00	12,356,975.49	(1,262,056.85	)	(360,851.16	)	—	(1,368,143.53	)	3.75	0.4600		MS	161,389.54	649,014.17		6302016	9072021
G924502M9	UNITED KINGDOM GILT SENIOR GOVT BND	D		1FE	10,327,879.89	9,567,602.91	6,394,830.00	10,282,587.85	(714,984.94	)	(50,287.42	)	—	(809,081.89	)	2.75	0.8890		MS	121,260.15	(75,422.2	)	6302016	9072024

BRSVFB2U3	UNITED KINGDOM GILT SENIOR GOVT BND	D	1FE	797,874.25	785,963.54	560,000.00	797,791.55	(11,828.01	)	(2,111.65	)	—	(15,105.7	)	1.5	0.4890		JJ	4,966.72	1,108.77		6242016	1222021
911312AK2	UNITED PARCEL SERVICE INC CORP BND		1FE	1,565,228	1,549,985.39	1,400,000.00	1,532,174.5	17,810.89		(23,260.15	)	—	—		5.125	1.6030		AO	17,937.5	35,875		10132015	4012019
912828K25	UNITED STATES TREASURY GOVT BND		1	33,126,056.99	33,446,046	33,350,000.00	33,211,774.92	234,271.08		37,783.06		—	—		0.75	0.9840		AO	52,621.93	117,603.48		4132016	4152018
912828A34	UNITED STATES TREASURY GOVT BND		1	789,184	811,495.97	800,000.00	793,646.97	17,849		1,492.21		—	—		1.25	1.4720		MN	846.99	6,051.91		12052013	11302018
912828A42	UNITED STATES TREASURY GOVT BND		1	3,964,379.7	4,070,274.68	3,895,000.00	3,948,768.4	121,506.28		(5,811.62	)	—	—		2	1.6740		MN	6,598.09	25,950.06		2232015	11302020
912828B90	UNITED STATES TREASURY GOVT BND		1	1,020,783.25	1,046,210.02	1,000,000.00	1,016,530.14	29,679.88		(1,686.02	)	—	—		2	1.6310		FA	6,684.78	10,000		3262015	2282021
912828C99	UNITED STATES TREASURY GOVT BND		1	3,048,119.65	3,127,885.85	3,000,000.00	3,100,300.17	27,585.68		4,708.03		—	—		0.125	(0.3060	)	AO	805.57	3,326.92		12232015	4152019
912828D49	UNITED STATES TREASURY GOVT BND		1	11,900,742.77	11,894,912.69	11,850,000.00	11,873,944.79	20,967.9		(10,569.93	)	—	—		0.875	0.6940		FA	39,025.24	51,843.75		8142015	8152017
912828D56	UNITED STATES TREASURY GOVT BND		1	3,246,105.59	3,427,283.27	3,185,000.00	3,241,264.27	186,019		(3,381.87	)	—	—		2.375	2.1350		FA	28,418.64	37,821.88		10072015	8152024
912828F54	UNITED STATES TREASURY GOVT BND		1	7,743,655.6	7,782,085	7,750,000.00	7,745,676.73	36,408.27		1,683.55		—	—		0.875	0.9190		AO	14,266.56	34,772.88		11232015	10152017
912828G20	UNITED STATES TREASURY GOVT BND		1	29,465,160.72	29,577,810.06	29,450,000.00	29,460,187.67	117,622.39		(3,675.45	)	—	—		0.875	0.8500		MN	32,911.18	128,959.13		11062015	11152017
912828G38	UNITED STATES TREASURY GOVT BND		1	5,217,968.75	5,331,749.75	5,000,000.00	5,188,620.32	143,129.43		(10,382.62	)	—	—		2.25	1.7630		MN	14,368.21	56,250		1272015	11152024
912828G79	UNITED STATES TREASURY GOVT BND		1	5,720,886.35	5,756,035.83	5,720,000.00	5,720,639.98	35,395.85		(216.45	)	—	—		1	0.9920		JD	2,500.55	28,600		12022015	12152017
912828G87	UNITED STATES TREASURY GOVT BND		1	7,508,008.33	7,715,044.43	7,317,000.00	7,469,837.67	245,206.76		(13,205.67	)	—	—		2.125	1.7250		JD	422.51	77,743.13		1162015	12312021
912828G95	UNITED STATES TREASURY GOVT BND		1	6,094,687.5	6,165,959.94	6,000,000.00	6,067,825.66	98,134.28		(9,448.93	)	—	—		1.625	1.2930		JD	264.95	48,750		1212015	12312019
912828H37	UNITED STATES TREASURY GOVT BND		1	12,524,293.19	12,592,911.46	12,535,000.00	12,531,167.43	61,744.03		4,343.41		—	—		0.875	0.8950		JJ	50,622.11	4,874.76		6232016	1152018
912828H86	UNITED STATES TREASURY GOVT BND		1	993,244.19	1,020,210.04	1,000,000.00	993,719.51	26,490.53		475.32		—	—		1.5	1.6180		JJ	6,263.74	366.85		1212016	1312022
912828H94	UNITED STATES TREASURY GOVT BND		1	125,292.97	125,837.51	125,000.00	125,250.61	586.9		(42.36	)	—	—		1	0.8750		FA	470.47	(123.63	)	3212016	2152018
912828J84	UNITED STATES TREASURY GOVT BND		1	10,082,438.68	10,190,000.9	10,000,000.00	10,074,808.16	115,192.74		(7,630.52	)	—	—		1.375	1.1700		MS	34,562.84	19,535.52		2052016	3312020
912828J92	UNITED STATES TREASURY GOVT BND		1	304,428.64	305,079.3	305,000.00	304,754.45	324.85		4,768.20		—	—		0.5	0.6080		MS	383.33	30,134.77		7012015	3312017
912828K74	UNITED STATES TREASURY GOVT BND		1	3,035,703.13	3,135,029.97	3,000,000.00	3,034,329.5	100,700.47		(1,353.96	)	—	—		2	1.8630		FA	22,582.42	8,865.21		2042016	8152025
912828K82	UNITED STATES TREASURY GOVT BND		1	5,038,094.34	5,040,599.8	5,000,000.00	5,038,045.59	2,554.21		(48.75	)	—	—		1	0.6390		FA	18,818.68	(18,681.32	)	6292016	8152018
912828L32	UNITED STATES TREASURY GOVT BND		1	2,991,679.69	3,055,230.33	3,000,000.00	2,992,941.31	62,289.02		816.84		—	—		1.375	1.4330		FA	13,787.36	20,625		10202015	8312020
912828R77	UNITED STATES TREASURY GOVT BND		1	2,028,675.24	2,036,020.06	2,000,000.00	2,028,459.36	7,560.7		(215.88	)	—	—		1.375	1.0770		MN	2,329.23	(1,277.32	)	6162016	5312021
912828RF9	UNITED STATES TREASURY GOVT BND		1	11,085,589.29	11,012,208.9	11,000,000.00	11,009,654.22	2,554.68		(47,245.92	)	—	—		1	0.4690		FA	36,766.3	182,266.31		3192015	8312016
912828RH5	UNITED STATES TREASURY GOVT BND		1	44,796,013.99	45,240,921.89	44,500,000.00	44,733,575.35	507,346.54		(40,745.01	)	—	—		1.375	1.1290		MS	153,804.64	205,622.62		10092013	9302018
912828RP7	UNITED STATES TREASURY GOVT BND		1	3,021,810	3,077,010.02	3,000,000.00	3,012,626.26	64,383.76		(2,639.21	)	—	—		1.75	0.8720		AO	8,845.12	26,250		4022013	10312018
912828SC5	UNITED STATES TREASURY GOVT BND		1	1,760,607.15	1,754,777.5	1,750,000.00	1,753,886.63	890.87		(15,146.92	)	—	—		0.875	0.4930		JJ	6,394.23	112,651.44		7082015	1312017
912828SJ0	UNITED STATES TREASURY GOVT BND		1	3,003,642.86	3,008,220	3,000,000.00	3,000,718.44	7,501.56		(1,033.93	)	—	—		0.875	0.8390		FA	8,773.78	29,702.43		9272013	2282017
912828SM3	UNITED STATES TREASURY GOVT BND		1	2,811,812.5	2,810,724.28	2,800,000.00	2,803,960.03	6,764.25		(12,388.70	)	—	—		1	0.8100		MS	7,038.25	93,101.09		12302014	3312017
912828ST8	UNITED STATES TREASURY GOVT BND		1	3,021,210.94	3,047,490.24	3,000,000.00	3,019,999.11	27,491.13		(1,211.83	)	—	—		1.25	1.0110		AO	6,317.93	206.04		4272016	4302019
912828SX9	UNITED STATES TREASURY GOVT BND		1	20,036,752.35	20,248,399.4	20,000,000.00	20,032,355.53	216,043.87		(4,396.82	)	—	—		1.125	1.0690		MN	19,565.22	72,540.98		2022016	5312019
912828SY7	UNITED STATES TREASURY GOVT BND		1	21,194,531.7	21,272,312.5	21,250,000.00	21,216,497.61	55,814.89		33,073.09		—	—		0.625	0.7980		MN	11,249.15	117,163.59		12042015	5312017
912828TB6	UNITED STATES TREASURY GOVT BND		1	905,440.52	902,295	900,000.00	901,106.73	1,188.27		(552.27	)	—	—		0.75	0.6260		JD	18.34	3,375		7132012	6302017

912828TG5	UNITED STATES TREASURY GOVT BND	1	6,960,969.93	7,001,089.74	7,002,000.00	6,984,186.44	16,903.3	9,453.78		—	—	0.5	0.7360	JJ	14,619.56	26,524.26		1262015	7312017
912828TH3	UNITED STATES TREASURY GOVT BND	1	6,805,183.47	6,929,601.07	6,900,000.00	6,832,397.72	97,203.35	8,666.41		—	—	0.875	1.1980	JJ	25,211.54	(2,384.62	)	4292016	7312019
912828TJ9	UNITED STATES TREASURY GOVT BND	1	10,582,380.98	11,074,535.14	10,800,000.00	10,609,468.13	465,067.01	14,528.68		—	—	1.625	1.9320	FA	66,053.57	87,750		8062015	8152022
912828TM2	UNITED STATES TREASURY GOVT BND	1	44,329,626.15	44,445,513.96	44,402,000.00	44,358,241.3	87,272.66	22,071.63		—	—	0.625	0.7100	FA	92,755.53	115,594.11		2082016	8312017
912828TS9	UNITED STATES TREASURY GOVT BND	1	23,344,727.13	23,424,570	23,400,000.00	23,392,900.17	31,669.83	22,594.18		—	—	0.625	0.6490	MS	36,762.29	45,247.61		6292016	9302017
912828TV2	UNITED STATES TREASURY GOVT BND	1	5,043,758.4	5,080,149.85	5,000,000.00	5,041,305.61	38,844.24	(2,452.79	)	—	—	1.25	0.9970	AO	10,529.89	2,060.44		4152016	10312019
912828UA6	UNITED STATES TREASURY GOVT BND	1	34,580,848.91	34,931,406.52	34,900,000.00	34,733,859.73	197,546.79	69,699.25		—	—	0.625	0.9640	MN	18,475.08	139,304.99		11122015	11302017
912828UB4	UNITED STATES TREASURY GOVT BND	1	2,467,983	2,592,149.5	2,575,000.00	2,503,141.52	89,007.98	11,179.59		—	—	1	1.8520	MN	2,181	14,628.41		5062014	11302019
912828UE8	UNITED STATES TREASURY GOVT BND	1	11,594,151.24	11,701,976.03	11,670,000.00	11,629,606.48	72,369.55	13,982.03		—	—	0.75	0.9830	JD	237.84	53,104.53		3162015	12312017
912828UJ7	UNITED STATES TREASURY GOVT BND	1	21,431,168.94	21,602,769.36	21,500,000.00	21,458,658.37	144,110.99	12,906.34		—	—	0.875	0.9980	JJ	78,557.69	94,062.5		6052015	1312018
912828UQ1	UNITED STATES TREASURY GOVT BND	1	2,018,675.24	2,030,039.98	2,000,000.00	2,017,602.36	12,437.62	(1,072.88	)	—	—	1.25	1.0050	FA	8,355.98	(2,649.46	)	4072016	2292020
912828UR9	UNITED STATES TREASURY GOVT BND	1	16,215,352.79	16,502,227.5	16,455,000.00	16,348,706.77	153,520.73	41,518.09		—	—	0.75	1.1430	FA	41,249.29	120,478.33		6022014	2282018
912828UU2	UNITED STATES TREASURY GOVT BND	1FE	15,769,757.81	15,844,870.26	15,800,000.00	15,772,533.51	72,336.75	2,775.70		—	—	0.75	0.8500	MS	29,786.89	(8,741.8	)	4262016	3312018
912828UZ1	UNITED STATES TREASURY GOVT BND	1	8,875,547.25	8,931,515.79	8,925,000.00	8,892,344.64	39,171.15	10,927.62		—	—	0.625	0.8270	AO	9,397.92	39,827.79		3282016	4302018
912828VA5	UNITED STATES TREASURY GOVT BND	1	3,979,069.23	4,039,559.92	4,000,000.00	3,981,051.07	58,508.85	1,981.84		—	—	1.125	1.2520	AO	7,581.52	10,755.49		2022016	4302020
912828VQ0	UNITED STATES TREASURY GOVT BND	1	5,318,185.47	5,384,353.97	5,300,500.00	5,309,295.52	75,058.45	(9,945.25	)	—	—	1.375	1.2940	JJ	30,434.2	108,285.67		5212014	7312018
912828WD8	UNITED STATES TREASURY GOVT BND	1	25,733,114.88	26,011,149.44	25,650,000.00	25,713,231.87	297,917.57	(13,022.32	)	—	—	1.25	1.1420	AO	54,018.34	158,938.87		4072016	10312018
912828WN6	UNITED STATES TREASURY GOVT BND	1	4,338,172.67	4,503,175.26	4,300,000.00	4,332,124.42	171,050.84	(3,003.20	)	—	—	2	1.8390	MN	7,284.16	43,000		7292015	5312021
912828WR7	UNITED STATES TREASURY GOVT BND	1	3,393,729.36	3,529,291.9	3,350,000.00	3,387,085.58	142,206.32	(3,525.36	)	—	—	2.125	1.8920	JD	193.44	35,593.75		7282015	6302021
912828XA3	UNITED STATES TREASURY GOVT BND	1	3,797,630.73	3,828,917.78	3,800,000.00	3,798,956.3	29,961.48	557.61		—	—	1	1.0150	MN	4,853.26	17,362.64		4112016	5152018
912828XK1	UNITED STATES TREASURY GOVT BND	1	43,019,836.44	43,287,203.35	43,050,000.00	43,035,317.2	251,886.15	8,057.82		—	—	0.875	0.8920	JJ	173,855.77	6,661.06		4132016	7152018
912828SS0	UNITED STATES TREASURY GOVT BOND	1	11,585,839.31	11,537,260	11,500,000.00	11,517,491.39	19,768.61	(10,433.19	)	—	—	0.875	0.6910	AO	16,953.13	50,312.5		3132013	4302017
912810RQ3	UNITED STATES TREASURY SENIOR GOVT BND	1	241,582.53	259,872.49	250,000.00	241,632.06	18,240.43	56.53		—	—	2.5	2.6640	FA	2,352.34	(549.45	)	3302016	2152046
912810RS9	UNITED STATES TREASURY SENIOR GOVT BND	1	4,033,482.11	4,104,969.75	3,945,000.00	4,033,537.84	71,431.91	79.22		—	—	2.5	2.3920	MN	12,596.12	(8,847.14	)	6292016	5152046
912828L57	UNITED STATES TREASURY SENIOR GOVT BND	1	8,136,266.01	8,253,519.92	8,000,000.00	8,130,586.1	122,933.82	(5,679.91	)	—	—	1.75	1.4750	MS	35,191.25	6,263.66		4072016	9302022
912828M56	UNITED STATES TREASURY SENIOR GOVT BND	1	1,844,718.75	1,919,664.05	1,800,000.00	1,842,942.12	76,721.93	(3,255.75	)	—	—	2.25	1.9700	MN	5,172.55	26,962.21		1202016	11152025
912828M64	UNITED STATES TREASURY SENIOR GOVT BND	1	18,501,445.31	18,761,219.08	18,500,000.00	18,501,201.26	260,017.82	(215.89	)	—	—	1.25	1.2470	MN	29,534.64	115,625		12042015	11152018
912828N63	UNITED STATES TREASURY SENIOR GOVT BND	1	21,121,880.04	21,239,399.79	21,000,000.00	21,106,089.36	133,310.43	(16,999.08	)	—	—	1.125	0.9230	JJ	109,038.46	(13,444.37	)	3182016	1152019
912828P20	UNITED STATES TREASURY SENIOR GOVT BND	1	3,810,446.48	3,820,782.49	3,810,000.00	3,810,441.91	10,340.58	(4.57	)	—	—	0.75	0.7430	JJ	11,932.42	(11,382.9	)	6232016	1312018
912828P46	UNITED STATES TREASURY SENIOR GOVT BND	1	1,952,031.25	2,021,860.04	2,000,000.00	1,952,827.57	69,032.47	1,314.02		—	—	1.625	1.8940	FA	12,232.14	(3,134.83	)	4272016	2152026
912828Q37	UNITED STATES TREASURY SENIOR GOVT BND	1	1,059,791.99	1,077,481.77	1,065,000.00	1,059,950.95	17,530.82	296.15		—	—	1.25	1.3530	MS	3,346.31	751.02		5232016	3312021
912828Q52	UNITED STATES TREASURY SENIOR GOVT BND	1	27,962,466.86	28,134,403.09	28,000,000.00	27,964,655.75	169,747.34	2,381.74		—	—	0.875	0.9210	AO	51,543.71	(10,409.15	)	5042016	4152019
912828Q94	UNITED STATES TREASURY SENIOR GOVT BND	1	3,201,130.38	3,209,471.94	3,200,000.00	3,201,053.04	8,418.9	(97.64	)	—	—	0.75	0.7320	AO	4,043.48	73.37		5112016	4302018
912828R36	UNITED STATES TREASURY SENIOR GOVT BND	1	624,148.58	642,588.25	635,000.00	624,228.29	18,359.96	79.71		—	—	1.625	1.8130	MN	1,317.89	(506.26	)	6022016	5152026

912828R44	UNITED STATES TREASURY SENIOR GOVT BND			1	17,690,189.89	17,785,314.35	17,700,000.00	17,690,781.82	94,532.53		591.93		—	—	0.875	0.8930	MN	19,780.23	(7,744.23	)	6282016	5152019
912828R51	UNITED STATES TREASURY SENIOR GOVT BND			1	41,015,365.59	41,126,586.41	40,900,000.00	41,013,334.66	113,251.75		(2,030.93	)	—	—	0.875	0.7290	MN	30,311.82	(14,272.54	)	6292016	5312018
912828R69	UNITED STATES TREASURY SENIOR GOVT BND			1	12,627,876.57	12,781,749.75	12,500,000.00	12,627,258.28	154,491.47		(751.69	)	—	—	1.625	1.4700	MN	17,204.57	(8,125	)	6202016	5312023
912828R85	UNITED STATES TREASURY SENIOR GOVT BND			1	19,030,202.03	19,094,240.38	19,000,000.00	19,029,878.52	64,361.86		(323.51	)	—	—	0.875	0.8210	JD	7,267.75	(1,984.28	)	6172016	6152019
912828TW0	UNITED STATES TREASURY SENIOR GOVT BND			1	44,575,998.39	44,815,326	44,700,000.00	44,648,692.47	166,633.53		26,697.92		—	—	0.75	0.8370	AO	56,482.34	222,973.07		11162015	10312017
913017BQ1	UNITED TECHNOLOGIES CORPORATN CORP BND			1FE	1,286,397.8	1,251,975.92	1,115,000.00	1,235,366	16,609.92		(22,594.30	)	—	—	6.125	1.8300	FA	28,455.73	34,146.88		5072015	2012019
913017BZ1	UNITED TECHNOLOGIES CORPORATN JR SUB COR			2FE	3,111,625	3,124,532.13	3,100,000.00	3,107,205.22	17,326.91		(2,014.89	)	—	—	1.778	1.6500	FA	22,965.83	30,611.23		4292015	5042018
913017BU2	UNITED TECHNOLOGIES CORPORATN SENIOR COR			1FE	7,408,623.1	7,468,175.94	7,415,000.00	7,413,785.9	54,390.04		809.72		—	—	1.8	1.8180	JD	11,122.5	86,745		11082012	6012017
91324PCT7	UNITEDHEALTH GROUP INCORPORATE SENIOR CO			1FE	314,883.45	318,602.22	315,000.00	314,896.47	3,705.75		13.02		—	—	1.7	1.7130	FA	1,874.25	—		2222016	2152019
BRSU64W61	UNIVAR USA INC SENIOR SECURED TERM LOAN		1	3FE	1,796,108.83	1,777,497.56	1,801,365.65	1,796,821.71	(19,324.15	)	418.99		—	—	—	0.0410	MJSD	—	38,850.57		8062015	7012022
91412GTA3	UNIVERSITY CALIFORNIA MUNITAX BND REV			1FE	2,082,058.5	2,099,043	2,010,000.00	2,059,149.42	39,893.58		(8,293.54	)	—	—	2.566	1.6900	MN	6,590.35	25,788.3		2062015	5152019
91412GUW3	UNIVERSITY CALIFORNIA MUNITAX BND REV			1FE	2,600,000	2,700,334	2,600,000.00	2,600,000	100,334		—		—	—	2.364	2.3640	MN	7,853.73	30,732		9292015	5152019
914353ZH3	UNIVERSITY ILL MUNI BND REV		1	1FE	5,689,300	5,895,400	5,000,000.00	5,561,780.08	333,619.92		(36,897.67	)	—	—	5	4.5900	AO	62,500	125,000		9112013	4012028
914440LQ3	UNIVERSITY MASS BLDG AUTH MUNITAX BND R			1FE	995,610	1,011,290	1,000,000.00	997,463.01	13,826.99		530.60		—	—	1.333	1.3330	MN	2,221.67	6,665		3082013	11012018
914713J94	UNIVERSITY N C CHAPEL HILL MUNITAX BND R			1FE	1,000,000	1,001,770	1,000,000.00	1,000,000	1,770		—		—	—	0.759	0.7590	JD	632.5	3,795		9252014	12012016
914713K27	UNIVERSITY N C CHAPEL HILL MUNITAX BND R			1FE	500,000	505,815	500,000.00	500,000	5,815		—		—	—	1.317	1.3170	JD	548.75	3,292.5		9252014	12012017
914682AM1	UNIVERSITY N MEX UNIV REVS MUNITAX BND R		1	1FE	1,047,841.6	1,059,167.2	1,040,000.00	1,040,000	19,167.2		—		—	—	7.8	7.8000	JD	225.33	48,945		1222001	6302020
BRSJE18C7	UNIVISION COMMUNICATIONS INC SENIOR SECU		1	4FE	6,079,899.19	6,044,347.34	6,091,121.06	6,084,922.06	(40,574.72	)	837.98		—	—	—	0.0270	MJSD	—	123,615.37		6052013	3012020
BRSM1V101	UNIVISION COMMUNICATIONS INC SENIOR SECU		2	4FE	1,902,092.75	1,919,914.7	1,934,074.05	1,914,184.78	5,729.92		2,715.15		—	—	—	0.2780	MJSD	—	39,249.7		4012014	3012020
90323WAA8	URSA RE LTD CORP BND 144A	F			1,250,000	1,253,562.5	1,250,000.00	1,250,000	3,562.5		—		—	—	3.813	3.5310	MJSD	3,906.25	22,684.33		11142014	12072017
90323WAB6	URSA RE LTD CORP BND 144A	F			1,250,000	1,261,225	1,250,000.00	1,250,000	11,225		—		—	—	5.313	5.0450	MJSD	5,443.14	32,059.33		11142014	12072017
90323WAC4	URSA RE LTD SENIOR CORP BND 144A	F			1,600,000	1,618,496	1,600,000.00	1,600,000	18,496		—		—	—	5	5.0280	MJSD	6,557.38	55,574.49		9102015	9212018
BRSU0Q006	US ACUTE CARE SOLUTIONS LLC SENIOR SECUR				5,254,438.28	5,241,302.18	5,254,438.28	5,254,438.28	(13,136.1	)	—		—	—	—	—	MJSD	—	97,142.16		5192015	5152021
BRSLYQE12	US AIRWAYS INC SENIOR SECURED TERM NOTES		2	3FE	4,262,775.32	4,261,920.79	4,279,496.68	4,270,058.74	(8,137.95	)	1,904.43		—	—	—	0.0720	MJSD	—	79,193.56		10012015	5232019
91159HHE3	US BANCORP SENIOR CORP BND MTN		1	1FE	4,993,800	5,083,076.85	5,000,000.00	4,997,000.97	86,075.88		612.86		—	—	1.95	1.9760	MN	12,458.33	48,750		11042013	11152018
91159HHH6	US BANCORP SENIOR CORP BND MTN		1	1FE	1,262,787.5	1,280,953.6	1,250,000.00	1,261,048.68	19,904.92		(1,738.82	)	—	—	2.2	1.8670	AO	5,041.67	7,256.94		1142016	4252019
91159HHM5	US BANCORP SUB CORP BND MTN		1	1FE	599,538	620,721.82	600,000.00	599,545.23	21,176.59		7.23		—	—	3.1	3.1090	AO	3,358.33	—		4212016	4272026
90331HMJ9	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	1FE	4,000,000	3,994,119.88	4,000,000.00	4,000,000	(5,880.12	)	—		—	—	0.856	0.4350	MJSD	1,712.1	15,713.82		9082014	9112017
90331HMC4	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	1FE	1,999,700	2,002,400.2	2,000,000.00	1,999,941.28	2,458.92		90.75		—	—	1.1	1.1050	JJ	9,227.78	37,201.39		1272014	1302017
90331HMH3	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	1FE	3,997,760	4,016,893.2	4,000,000.00	3,999,096.35	17,796.85		371.10		—	—	1.375	1.3940	MS	16,805.56	27,500		9082014	9112017
90331HML4	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	1FE	8,737,837.5	8,966,198.99	8,745,000.00	8,740,197.8	226,001.19		683.12		—	—	2.125	2.1420	AO	32,520.48	92,915.64		7292015	10282019
90331HMQ3	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	1FE	6,689,816	6,733,350.72	6,700,000.00	6,694,616.98	38,733.74		1,688.83		—	—	1.35	1.4020	JJ	38,943.75	45,225		1222015	1262018
90331HMU4	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	1FE	3,247,205	3,271,074.95	3,250,000.00	3,247,789.67	23,285.28		584.67		—	—	1.45	1.4940	JJ	19,897.23	—		1262016	1292018
90331HMY6	US BANK NATIONAL ASSOCIATION SENIOR CORP		1	1FE	498,610	502,344.32	500,000.00	498,692	3,652.32		82.00		—	—	1.4	1.4950	AO	1,263.88	—		4212016	4262019

BRSUR9351	USAGM HOLDCO LLC SENIOR SECURED TERM NOT		1	4FE	2,142,958.15	2,093,353.52	2,174,912.75	2,145,088.81	(51,735.29	)	1,436.93		—	—		—	0.2450	MJSD	—	30,140.06	4142016	7282022
BRT2GBZH8	USAGM HOLDCO LLC SENIOR SECURED TERM NOT		1	4FE	1,453,876.66	1,451,428.57	1,468,562.28	1,453,876.66	(2,448.09	)	—		—	—		—	0.1690	MJSD	—	—	6212016	7282022
BRT2GC4F4	USAGM HOLDCO LLC SENIOR SECURED TERM NOT		1	4FE	288,467.58	288,346.07	291,381.39	288,467.58	(121.51	)	—		—	—		—	0.1690	MJSD	—	—	6212016	7282022
91802RAT6	UTILITY DEBT SECURITIZATION AU MUNITAX B			1FE	1,986,780	2,021,960	2,000,000.00	1,990,139.56	31,820.44		932.92		—	—		2.042	2.0410	JD	1,815.11	20,420	12122013	6152021
BRSS0WHT7	VALEANT PHARMACEUTICALS INTERN SENIOR SE	A	2	3FE	3,079,008.61	3,022,419.18	3,114,557.13	3,082,604.44	(60,185.26	)	3,444.46		—	—		—	0.1760	MJSD	—	88,784.19	1292016	4012022
92867MAC4	VALET_13-1 ABS 13-1		2	1FE	249,357	249,254.62	249,371.20	249,368.1	(113.48	)	23.46		—	—		0.56	0.5620	MON	42.67	2,910.15	2212013	8212017
92867PAD5	VALET_13-2 ABS_13-2 A4		2		559,901.38	560,448.02	560,000.00	559,962.38	485.64		7.88		—	—		1.16	1.1670	MON	198.48	3,247.98	11062013	3202020
92329JAF6	VENT_12-12A MEZZANIN ABS_12-12A C2 144A	F	2	1FE	1,000,937.5	1,000,547.6	1,000,000.00	1,000,722.68	(175.08	)	(74.08	)	—	—		4.174	4.1780	FMAN	3,594.32	20,459.87	1082015	2282024
922764AA3	VENTERRA RE LTD CORP BND 144A	F		3FE	4,500,000	4,514,445	4,500,000.00	4,500,000	14,445		—		—	—		3.75	3.7670	MJSD	468.75	124,823.71	12202013	1092017
92328CAN5	VENTR_12-11A MEZZANIN ABS 12-11A CR 144A	F	2	1FE	1,000,000	982,795.8	1,000,000.00	1,000,000	(17,204.2	)	—		—	—		3.576	3.5920	FMAN	4,569.46	17,383.92	4232015	11142022
92329JAE9	VENTR_12-12A ABS_ 12-12A C1	F	2		1,165,800	1,164,643.68	1,200,000.00	1,174,694.36	(10,050.68	)	2,570.34		—	—		3.524	4.0540	FMAN	3,641.52	20,582.99	10022014	2282024
BRSNY4KA0	VERIFONE INC SENIOR SECURED TERM NOTES			3FE	417,900.02	416,149.86	420,000.00	418,484.68	(2,334.82	)	158.66		—	—		—	0.0710	MJSD	—	7,460.1	7012014	7082021
92343VBF0	VERIZON COMMUNICATIONS INC SENIOR CORP B			2FE	2,245,230	2,253,212.78	2,250,000.00	2,248,696.19	4,516.59		481.88		—	—		1.1	1.1440	MN	4,125.01	12,375	11022012	11012017
92343VBQ6	VERIZON COMMUNICATIONS INC SENIOR CORP B			2FE	2,381,719.49	2,458,352.98	2,214,000.00	2,342,275.03	116,077.95		(13,251.47	)	—	—		4.5	3.0190	MS	29,335.5	46,046.25	4042016	9152020
92343VCB8	VERIZON COMMUNICATIONS INC SENIOR CORP B			1FE	303,390	310,457.41	300,000.00	302,590.91	7,866.5		(418.45	)	—	—		2.55	2.2470	JD	297.5	3,825	7132015	6172019
92343VCH5	VERIZON COMMUNICATIONS INC SENIOR CORP B			2FE	13,413,862.26	13,686,870.25	13,240,000.00	13,400,518.64	286,351.61		(7,204.88	)	—	—		2.625	2.2590	FA	125,504.16	89,483.34	6072016	2212020
92343VCN2	VERIZON COMMUNICATIONS INC SENIOR CORP B		1	2FE	1,808,397.5	1,836,818.55	1,750,000.00	1,806,631.2	30,187.35		(1,766.30	)	—	—		3	2.3320	MN	8,750	291.67	4262016	11012021
BRSX3CBW6	VERTICALSCOPE INC SENIOR SECURED TERM LO	A			1,615,781.25	1,603,662.89	1,615,781.25	1,615,781.25	(12,118.36	)	—		—	—		—	—	MJSD	—	17,751.8	0	10202022
BRSX3CBR7	VERTICALSCOPE INC SENIOR SECURED TERM LO	A			5,414,062.5	5,373,457.03	5,414,062.50	5,414,062.5	(40,605.47	)	—		—	—		—	—	MJSD	—	69,951.17	10212015	10222020
92553PAY8	VIACOM INC SENIOR CORP BND		1	2FE	999,860	1,014,357.45	1,000,000.00	999,903.33	14,454.12		13.17		—	—		2.75	2.7530	JD	1,222.22	13,750	12032014	12152019
927804FM1	VIRGINIA ELECTRIC AND POWER CO SENIOR CO		1	2FE	4,008,660	4,002,209.16	4,000,000.00	4,002,684.09	(474.93	)	(925.54	)	—	—		1.2	1.1530	JJ	22,133.33	24,000	12052014	1152018
928077HH2	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			1FE	1,405,000	1,422,843.5	1,405,000.00	1,405,000	17,843.5		—		—	—		1.662	1.6620	JJ	11,675.55	11,675.55	3052015	7012018
928077HJ8	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			1FE	1,500,000	1,530,675	1,500,000.00	1,500,000	30,675		—		—	—		2.098	2.0980	JJ	15,735	15,735	3052015	7012019
928077HK5	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			1FE	2,010,000	2,069,274.9	2,010,000.00	2,010,000	59,274.9		—		—	—		2.348	2.3480	JJ	23,597.4	23,597.4	3052015	7012020
92812QWJ2	VIRGINIA ST HSG DEV AUTH MUNITAX BND REV		1	1FE	3,439,440	3,250,470	3,000,000.00	3,211,944.65	38,525.35		(65,413.31	)	—	—		6.32	6.3190	MN	31,600	94,800	3252009	11012019
BRSTG6CM5	VIRIGIN MEDIA SENIOR SECURED TERM NOTES	E	2	3FE	3,581,243.12	3,487,398.47	3,582,068.97	3,581,297.21	(93,898.74	)	54.09		—	—		—	0.0030	JD	—	63,730.98	1042016	6302023
92826CAA0	VISA INC SENIOR CORP BND			1FE	5,047,323.5	5,083,376.06	5,050,000.00	5,048,048.47	35,327.59		676.97		—	—		1.2	1.2270	JD	2,861.66	31,666.67	12092015	12142017
92826CAB8	VISA INC SENIOR CORP BND		1	1FE	6,949,088.25	7,155,726.18	6,955,000.00	6,949,703.33	206,022.85		697.25		—	—		2.2	2.2180	JD	7,225.47	100,955.55	12092015	12142020
92826CAC6	VISA INC SENIOR CORP BND		1	1FE	2,387,060.25	2,498,953.46	2,375,000.00	2,385,914.03	113,039.43		(1,156.46	)	—	—		2.8	2.6810	JD	3,140.29	30,582.23	1072016	12142022
92857WAY6	VODAFONE GROUP PLC SENIOR CORP BND	F		2FE	1,442,528.77	1,446,255.08	1,447,000.00	1,445,867.31	387.77		450.40		—	—		1.25	1.3140	MS	4,773.09	9,043.75	9192012	9262017
92867TAD7	VOLKSWAGEN AUTO LOAN ENHANCED ABS _14-2-		2	1FE	1,059,819.8	1,058,940.02	1,060,000.00	1,059,896.17	(956.15	)	21.57		—	—		1.39	1.3980	MON	450.21	7,366.98	10152014	5202021
BRSK76500	VOLKSWAGEN FIN SERV N.V. CORP BND EMTN	D		1FE	908,378.81	802,820.72	600,000.00	905,648.26	(102,827.54	)	(363.83	)	—	(102,734.17	)	1.75	1.6550	FA	5,051.57	8,186.67	10302015	8212017
928670AK4	VOLKSWAGEN INTERNATIONAL FINAN CORP BND	F		2FE	255,160	251,816.5	250,000.00	252,203.67	(387.17	)	(1,499.65	)	—	—		2.375	1.1510	MS	1,632.81	2,968.75	7072015	3222017
928670AW8	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CO	F			5,347,646	5,351,187.7	5,350,000.00	5,349,696.55	1,491.15		396.04		—	—		1.125	1.1400	MN	7,189.07	30,093.75	11132013	11182016

91830XAE2	VOYA_12-3AR ABS 12-3AR CR 144A	F	2		4,000,000	3,982,779.6	4,000,000.00	4,000,000	(17,220.4	)	—		—	—	3.578	3.5940		JAJO	30,614.77	69,548.67		3242015	10152022
U9291NAP0	VW CREDIT INC SENIOR CORP BND EMTN			1FE	4,590,450	4,505,175	4,500,000.00	4,507,443.16	(2,268.16	)	(13,025.52	)	—	—	1.875	1.2810		OCT	60,468.75	—		4032013	10132016
928667AD6	VWMT_14-1A ABS_14-1A-A2 144A		2	1FE	3,819,901.45	3,797,118.23	3,820,000.00	3,819,963.38	(22,845.15	)	16.94		—	—	1.4	1.4050		MON	1,634.11	26,740.02		8122014	7222019
931427AM0	WALGREENS BOOTS ALLIANCE INC SENIOR CORP			2FE	4,463,347.95	4,497,625.98	4,465,000.00	4,463,414.73	34,211.25		66.78		—	—	1.75	1.7690		MN	6,511.46	—		5262016	5302018
931427AN8	WALGREENS BOOTS ALLIANCE INC SENIOR CORP		1	2FE	5,423,904.5	5,517,749.22	5,425,000.00	5,423,940.21	93,809.01		35.71		—	—	2.6	2.6040		JD	11,754.17	(216.67	)	6162016	6012021
931427AQ1	WALGREENS BOOTS ALLIANCE INC SENIOR CORP		1	2FE	214,458.2	220,263.15	215,000.00	214,461.95	5,801.2		3.75		—	—	3.45	3.4800		JD	618.13	—		5262016	6012026
932117JZ8	WALL TWP N J SCH DIST MUNITAX BND GO			1FE	382,363.6	380,087.4	380,000.00	380,051.3	36.1		(666.02	)	—	—	1.866	1.8660		JJ	3,269.65	3,545.4		6082012	7152016
932117KA1	WALL TWP N J SCH DIST MUNITAX BND GO			1FE	391,778.4	392,386.8	390,000.00	390,674.53	1,712.27		(319.75	)	—	—	2.116	2.1160		JJ	3,805.27	4,126.2		6082012	7152017
931142DF7	WAL-MART STORES INC SENIOR CORP BND			1FE	491,370	502,492.72	500,000.00	495,591.96	6,900.76		1,210.10		—	—	1.125	1.1440		AO	1,250	2,812.5		4042013	4112018
25468PDF0	WALT DISNEY COMPANY (THE) CORP BND			1FE	648,453	708,908.98	650,000.00	648,558.13	60,350.85		66.51		—	—	3.15	3.1780		MS	5,915	10,237.5		9142015	9172025
25468PDE3	WALT DISNEY COMPANY (THE) CORP BOND			1FE	4,032,960	4,138,034.68	4,000,000.00	4,028,322.71	109,711.97		(3,177.51	)	—	—	2.15	1.9740		MS	24,844.44	43,000		10062015	9172020
25468PCV6	WALT DISNEY COMPANY (THE) SENIOR CORP BN			1FE	3,102,781.25	3,139,422.4	3,125,000.00	3,118,562.21	20,860.19		2,231.15		—	—	1.1	1.2470		JD	2,864.59	17,187.5		11272012	12012017
25468PCW4	WALT DISNEY COMPANY (THE) SENIOR CORP BN			1FE	755,389.44	799,133.83	776,000.00	757,761.62	41,372.21		1,284.10		—	—	2.35	2.7520		JD	1,519.66	9,118		7272015	12012022
25468PDD5	WALT DISNEY COMPANY (THE) SENIOR CORP BN			1FE	519,558	526,679.12	520,000.00	519,672.22	7,006.9		72.13		—	—	1.5	1.5290		MS	2,253.33	3,900		9142015	9172018
25468PDJ2	WALT DISNEY COMPANY (THE) SENIOR CORP BN			1FE	409,602.3	425,402.72	410,000.00	409,640.92	15,761.8		38.62		—	—	2.3	2.3200		FA	4,531.64	—		1052016	2122021
9292274U7	WAMU_03-S4 WAMU_03-S4		2	1FM	407,843.29	420,607.57	402,085.42	407,684.64	12,922.93		(527.92	)	—	—	5.5	5.2970		MON	1,842.89	11,617.08		7182003	6252033
92922F3N6	WAMU_05-A12 CMO_05-AR12 1A8		2		1,542,125.6	1,470,597.15	1,557,948.52	1,543,635.13	(73,037.98	)	1,823.59		—	—	2.434	2.6950		MON	3,160.4	20,203.97		1102008	10252035
93730PAG1	WASHINGTON BIOMEDICAL RESEARCH MUNITAX B			1FE	1,281,226.5	1,274,119.5	1,150,000.00	1,234,530.73	39,588.77		(13,526.11	)	—	—	4.881	1.9230		JJ	28,065.75	28,065.75		2122013	7012019
93974CQX1	WASHINGTON STATE MUNITAX BND GO			1FE	4,875,697.2	4,820,152.8	4,440,000.00	4,748,142.95	72,009.85		(48,357.03	)	—	—	4.019	1.7000		FA	74,351.5	89,221.8		2262015	8012019
939720LK2	WASHINGTON STATE MUNITAX BND REV			1FE	2,685,609	2,709,072	2,700,000.00	2,690,856.36	18,215.64		2,248.51		—	—	1.15	1.3220		JJ	15,525	15,525		4292015	7012018
939720LL0	WASHINGTON STATE MUNITAX BND REV			1FE	587,188.8	609,985.2	605,000.00	593,555.8	16,429.4		1,838.47		—	—	1.45	3.0390		JJ	4,386.25	4,386.25		8152013	7012019
92978PAF6	WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A		2		4,884,688.39	4,487,817.92	4,446,113.20	4,492,793.24	(4,975.32	)	(99,379.03	)	—	—	5.297	(2.2870	)	MON	19,625.89	146,555.63		6022014	11152048
BRSJARVG9	WCA WASTE SENIOR SECURED TERM LOAN			4FE	1,008,136.46	997,137.38	1,004,040.15	1,003,236.41	(6,099.03	)	251.31		—	—	—	(1.4020	)	MJSD	—	15,189.2		5302013	3232018
949746RG8	WELLS FARGO & COMPANY CAPSEC CORP BND		1	2FE	3,543,750	3,583,125	3,500,000.00	3,543,750	39,375		—		—	—	5.9	5.8270		JD	9,177.78	103,250		12112014	1019999
949746RN3	WELLS FARGO & COMPANY CAPSEC CORP BND		1	2FE	1,330,000	1,409,800	1,330,000.00	1,330,000	79,800		—		—	—	5.875	5.8750		JD	3,472.78	72,523.61		1152015	1019999
949746PM7	WELLS FARGO & COMPANY CAPSEC CORP BND		1	2FE	7,924,225	7,585,312.5	7,250,000.00	7,630,629.68	(45,317.18	)	(89,990.29	)	—	—	7.98	4.7380		MS	170,350.83	212,522.92		6172016	12312049
94974BFG0	WELLS FARGO & COMPANY SENIOR CORP BND			1FE	498,860	502,346.92	500,000.00	499,552.72	2,794.2		142.70		—	—	1.5	1.5590		JJ	3,437.5	3,750		1102014	1162018
94974BFU9	WELLS FARGO & COMPANY SENIOR CORP BND			1FE	3,093,428	3,158,629.25	3,100,000.00	3,096,221.93	62,407.32		645.49		—	—	2.125	2.1700		AO	12,626.04	32,937.51		4142014	4222019
94974BGB0	WELLS FARGO & COMPANY SENIOR CORP BND			1FE	1,498,515	1,505,428.35	1,500,000.00	1,499,404.14	6,024.21		246.25		—	—	1.4	1.4340		MS	6,591.66	10,500		9022014	9082017
94974BGH7	WELLS FARGO & COMPANY SENIOR CORP BND MT			1FE	479,110	508,986.7	500,000.00	481,001.74	27,984.96		927.18		—	—	3	3.5140		FA	5,500	20,250		6232015	2192025
94974BGM6	WELLS FARGO & COMPANY SENIOR CORP BND MT			1FE	1,099,384	1,133,633.62	1,100,000.00	1,099,494.1	34,139.52		58.67		—	—	2.6	2.6120		JJ	12,631.66	14,300		7152015	7222020
94974BFY1	WELLS FARGO & COMPANY SUB CORP BND MTN			1FE	5,085,850	5,316,717.55	5,000,000.00	5,074,205.68	242,511.87		(3,019.29	)	—	—	4.1	3.9180		JD	15,944.45	102,500		6272014	6032026
94988J5A1	WELLS FARGO BANK NA SENIOR CORP BND			1FE	1,949,434.5	1,967,377.01	1,950,000.00	1,949,552.09	17,824.92		117.59		—	—	1.65	1.6650		JJ	13,585	—		1222016	1222018
94988J5E3	WELLS FARGO BANK NA SENIOR CORP BND			1FE	4,000,000	4,003,560.2	4,000,000.00	4,000,000	3,560.2		—		—	—	1.286	1.2860		FMAN	4,143.13	—		5252016	5242019

94989EAB3	WELLS_15-LC20 SENIOR CMBS 15-LC20 A2		2	1FM	875,480.45	883,125.69	850,000.00	868,805.58	14,320.11		(3,501.81	)	—	—	2.678	1.9990		MON	1,896.92	11,381.52	3252015	4152050
95058XAB4	WEN_15-1A ABS_15-1A A2II 144A		2		2,481,250	2,557,920.63	2,481,250.00	2,481,250	76,670.63		—		—	—	4.08	4.1000		MJSD	4,499.33	50,808.75	5192015	6152045
BRT1KDPP4	WEST STAR AVIATION INC SENIOR SECURED TE				3,001,847.29	2,986,838.05	3,001,847.29	3,001,847.29	(15,009.24	)	—		—	—	—	—		MJSD	—	30,018.47	4282016	4282022
BRSLBEQ11	WESTERN REFINING INC SENIOR SECURED TERM		2	4FE	1,888,778.8	1,824,077.07	1,883,729.12	1,887,862.34	(63,785.27	)	(472.43	)	—	—	—	(0.0490	)	FMAN	—	51,723.49	6032015	11122020
960895VY3	WESTMORELAND CNTY PA MUNITAX BND GO			1FE	244,617.8	246,888.95	245,000.00	244,827.47	2,061.48		59.65		—	—	1.442	1.4420		JD	294.41	1,766.45	5222013	12012017
960895VZ0	WESTMORELAND CNTY PA MUNITAX BND GO			1FE	575,742.8	588,224.4	580,000.00	577,495.05	10,729.35		501.70		—	—	1.642	1.6420		JD	793.63	4,761.8	5222013	12012018
961214CH4	WESTPAC BANKING CORP SENIOR CORP BND	F		1FE	1,618,299	1,621,117.8	1,620,000.00	1,619,491.84	1,625.96		284.61		—	—	1.2	1.2360		MN	2,268	9,720	5142014	5192017
961214CT8	WESTPAC BANKING CORP SENIOR CORP BND	F			1,164,965.05	1,167,101.63	1,165,000.00	1,164,966.57	2,135.06		1.52		—	—	1.65	1.6510		MN	2,563	—	5092016	5132019
961214CX9	WESTPAC BANKING CORP SENIOR CORP BND	F		1FE	498,060	506,696.63	500,000.00	498,082.46	8,614.17		22.46		—	—	2.85	2.8950		MN	1,900	—	5092016	5132026
BRT2R30S8	WEX INC SECURED TERM LOAN		1	3FE	385,881.32	387,830.22	389,779.12	385,881.32	1,948.9		—		—	—	4.25	4.4410		MJSD	—	—	6242016	6242023
94988HAD3	WFCM_12-LC5 SENIOR CMBS 12-LC5		2		2,286,210.94	2,315,947.5	2,250,000.00	2,279,698.34	36,249.16		(4,259.23	)	—	—	2.528	2.1260		MON	4,740	28,440	9222015	10152045
94988XAV8	WFCM_14-LC16 CMBS_14-LC16 ASB		2		5,758,345.31	5,839,639.15	5,430,000.00	5,752,846.22	86,792.93		(5,499.09	)	—	—	3.477	2.2760		MON	15,733.44	2,097.8	5242016	8152050
94989DAW9	WFCM_15-C27 SENIOR SENIOR CMBS 15-C27 A5		2	1FE	3,089,817.01	3,219,450.06	3,000,000.00	3,078,618.1	140,831.96		(4,349.52	)	—	—	3.451	3.0930		MON	8,627.51	51,765.06	3032015	2152048
94989NBE6	WFCM_15-C30 LCF SENIOR CMBS 15-C30		2	1FM	1,210,178.33	1,282,036.51	1,175,000.00	1,207,242.61	74,793.9		(1,665.90	)	—	—	3.664	3.3050		MON	3,587.67	21,526.02	7272015	9152058
94989HAF7	WFCM_15-NXS1 PRELCF SENIOR CMBS 15-NXS1		2	1FM	3,083,549.75	3,104,756.17	3,000,000.00	3,063,489.56	41,266.61		(9,635.58	)	—	—	2.632	1.9200		MON	6,580	39,480	4202015	5152048
94989VAD1	WFCM_15-NXS3 LCF SENIOR CMBS_15-NXS3 A4		2		2,879,502.7	3,044,926.93	2,803,000.00	2,874,786.72	170,140.21		(3,716.70	)	—	—	3.617	3.2840		MON	8,448.71	50,692.26	12072015	9152057
94989VAB5	WFCM_15-NXS3 PRELCF SENIOR CMBS_15-NXS3		2		1,029,972	1,046,849.98	1,000,000.00	1,025,266.54	21,583.44		(3,289.98	)	—	—	2.848	2.1390		MON	2,373.33	14,239.98	9252015	9152057
94989YBB8	WFCMT_16-C32 SENIOR SUB CMBS_16-C32 AS		2		1,287,447.5	1,360,013.75	1,250,000.00	1,286,208.13	73,805.62		(1,239.37	)	—	—	3.952	3.5990		MON	4,116.67	14,133.9	2032016	1152059
949781AA6	WFMBS CMO 05-AR1 1A1		2	NR*Z*	1,088,354.5	1,107,781.93	1,114,954.44	1,092,314.86	15,467.07		2,948.16		—	—	2.766	3.3270		MON	2,569.52	16,570.99	12052006	2252035
94982BAG5	WFMBS CMO 05-AR8 3A2		2		263,759.05	274,304.39	268,329.02	264,715.44	9,588.95		757.66		—	—	3.014	3.4160		MON	674	4,218.34	12152005	6252035
94981NAH8	WFMBS_05-AR4 CMO 05-AR4 2A2		2	NR*Z*	712,412.04	731,005.91	732,999.01	716,823.07	14,182.84		2,253.71		—	—	2.985	3.8300		MON	1,823.6	11,415.55	7192006	4252035
981464DG2	WFNMT_12-C ABS 12-C		2	1FE	1,399,466.46	1,431,379.6	1,400,000.00	1,399,794.96	31,584.64		43.15		—	—	2.23	2.2470		MON	1,387.56	15,609.96	7132012	8152022
981464EN6	WFNMT_14-C SENIOR ABS 14-C		2		719,834.4	723,009.59	720,000.00	719,909.15	3,100.44		22.82		—	—	1.54	1.5520		MON	492.8	5,544	11032014	8152021
92937EAB0	WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SE		2		1,470,037.5	1,464,934.76	1,460,000.00	1,463,705.5	1,229.26		(1,806.73	)	—	—	2.029	1.7810		MON	2,468.62	14,811.72	9182014	3152045
92930RAB8	WFRBS_12-C9 SENIOR CMBS 12-C9		2		1,436,021.48	1,434,861.01	1,425,000.00	1,427,437.47	7,423.54		(3,566.24	)	—	—	1.829	1.4650		MON	2,171.94	13,031.64	10092014	11152045
92938EAF0	WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A		2		6,303,750	6,227,808.6	6,000,000.00	6,159,636.98	68,171.62		(37,727.76	)	—	—	3.223	1.9130		MON	16,115	96,690	7212014	9152046
92939FAR0	WFRBS_14-C21 PRELCF SENIOR CMBS_14-C21 A		2	1FM	1,043,750	1,041,089.3	1,000,000.00	1,031,063.77	10,025.53		(6,573.64	)	—	—	2.917	1.8180		MON	2,430.83	14,584.98	4072015	8152047
92939LAB2	WFRBS_14-C25 PRELCF SENIOR CMBS _14-C25-		2		5,664,840.5	5,751,511.7	5,500,000.00	5,613,342.49	138,169.21		(16,779.77	)	—	—	2.932	2.2790		MON	13,438.33	80,629.98	11182014	11152047
9698714J8	WILLIAMSON CNTY TENN MUNITAX BND GO			1FE	418,676	414,584	400,000.00	409,463.59	5,120.41		(2,640.71	)	—	—	2.95	1.2500		AO	2,950	5,900	3272013	4012018
97652QAC3	WIN_14-2 WHOLE CMO 14-2		2		2,041,557.61	2,066,140.87	2,013,866.93	2,029,823.82	36,317.05		(12,094.34	)	—	—	3.5	2.7330		MON	5,873.78	41,058.08	10082014	9202044
BRSZFPAC4	Window SENIOR SECURED TERM LOAN	R			242,503.35	241,290.83	242,503.35	242,503.35	(1,212.52	)	—		—	—	—	—		MJSD	—	—	6302016	2012021
BRSZFPNX4	Window TERM NOTES	R			5,623,046.5	5,594,931.27	5,623,046.50	5,623,046.5	(28,115.23	)	—		—	—	—	—		MJSD	—	142,436.88	2012016	2012022
976656CF3	WISCONSIN ELECTRIC POWER COMPA SENIOR CO		1	1FE	2,500,000	2,516,510.4	2,500,000.00	2,500,000	16,510.4		—		—	—	1.7	1.7000		JD	1,888.89	21,250	6102013	6152018
976826BG1	WISCONSIN POWER AND LIGHT COMP SENIOR CO			1FE	560,420	548,583.15	500,000.00	539,092.63	9,490.52		(6,169.81	)	—	—	5	5.0790		JJ	11,527.78	12,500	7072009	7152019

97705MDE2	WISCONSIN ST MUNI BND GO		1	1FE	981,031.8	1,024,878.8	815,000.00	976,283.86	48,594.94		(4,747.94	)	—	—		5	2.4900	MN	11,885.42	—	2252016	5012033
977100AU0	WISCONSIN ST MUNITAX BND REV			1FE	2,243,300	2,147,000	2,000,000.00	2,129,229.22	17,770.78		(34,512.38	)	—	—		5.05	1.4660	MN	16,833.33	50,500	10292014	5012018
982526AT2	WM WRIGLEY JR CO SENIOR CORP BND 144A			2FE	252,277.5	252,602.75	250,000.00	251,325.21	1,277.54		(498.66	)	—	—		2	1.5870	AO	986.11	2,500	7142015	10202017
982526AU9	WM WRIGLEY JR CO SENIOR CORP BND 144A		1	2FE	8,396,608	8,445,952.18	8,275,000.00	8,352,700.5	93,251.68		(16,960.69	)	—	—		2.4	1.9660	AO	38,616.67	99,300	4292015	10212018
93934FEN8	WMALT_05-5 CMO 05-9-2A2		2	5FE	1,810,096.74	1,933,049.99	1,975,548.99	1,831,762.65	101,287.34		(16,704.05	)	—	—		5.5	7.3200	MON	9,054.6	60,206.1	12172007	11252035
BRSJ883L4	WMG ACQUISITION CORP SENIOR SECURED TERM		2	4FE	2,942,414.31	2,906,555.1	2,942,414.31	2,942,414.31	(35,859.21	)	—		—	—		—	—	FMAN	—	55,998.38	9062013	7012020
66859TAC3	WOODS_14-14A MEZZANIN ABS 14-14A-B 144A	F	2	1FE	2,942,475	2,940,000	3,000,000.00	2,953,669.91	(13,669.91	)	3,797.50		—	—		3.088	3.3980	FMAN	12,867.08	44,672.1	11172014	11122025
BRSVTZRG9	WORLDWIDE EXPRESS OPERATIONS L SENIOR SE				4,744,839.8	4,697,391.4	4,744,839.80	4,744,839.8	(47,448.4	)	—		—	—		—	—	MJSD	—	100,990.89	3232016	7312019
BRSVTZSZ6	WORLDWIDE EXPRESS OPERATIONS L SENIOR SE				2,070,066.77	2,049,366.1	2,070,066.77	2,070,066.77	(20,700.67	)	—		—	—		—	—	MJSD	—	68,457.15	6082016	7312019
BRSP8QSG4	WSCFP_14 SENIOR CMBS 14	D	2		1,785,379.5	1,450,461.42	1,110,000.00	1,785,379.5	(334,918.08	)	—		—	(301,531.5	)	1.449	1.4520	FMAN	3,416.59	11,927.56	10072014	11042019
95168QAG5	WSTC_13-1A MEZZANIN ABS _13-1A-B 144A	F	2	1FE	479,500	425,976.65	500,000.00	483,914.59	(57,937.94	)	1,385.65		—	—		3.532	4.2370	FMAN	2,599.8	8,549.07	11122014	11072025
983919AG6	XILINX, INC. SENIOR CORP BND			1FE	1,989,540	2,027,399.6	2,000,000.00	1,994,205.48	33,194.12		1,026.49		—	—		2.125	2.2360	MS	12,513.89	21,250	3052014	3152019
98420EAC9	XLIT LTD JRSUB CORP BND	F	1	2FE	512,678.65	509,552.87	505,000.00	510,921.97	(1,369.1	)	(749.03	)	—	—		4.45	4.0980	MS	5,680.54	11,236.25	4102015	3312025
98417EAU4	XSTRATA FINANCE (CANADA) LTD SENIOR CORP	A		2FE	2,231,245.2	2,235,000	2,235,000.00	2,233,961.63	1,038.37		388.10		—	—		2.7	2.4860	AO	11,063.25	30,172.5	10182012	10252017
G9853MHT3	YORKSHIRE BUILDING SOCIETY SECURED CORP	D		1FE	1,363,503.58	1,143,429.2	800,000.00	1,310,962.65	(167,533.45	)	(19,143.93	)	—	(192,839.44	)	4.75	2.0990	APR	11,133.9	91,761.54	10152015	4122018
98954RAC4	ZIGG_14-1A SENIOR ABS _14-1A-B1 144A	F	2	1FE	2,899,800	2,911,500	3,000,000.00	2,920,645.63	(9,145.63	)	6,670.30		—	—		2.733	3.2740	JAJO	16,852.58	38,914.25	11042014	10172026
BRSM4TPX5	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	3FE	2,218,723.41	2,165,103.52	2,218,723.41	2,218,723.41	(53,619.89	)	—		—	—		—	—	AO	—	39,474.79	2072014	1152022
BRSM4TRW5	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	3FE	1,429,787.22	1,395,233.56	1,429,787.22	1,429,787.22	(34,553.66	)	—		—	—		—	—	AO	—	25,460.64	11102014	1152022
BRSM4TSP9	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	3FE	2,351,489.41	2,294,660.97	2,351,489.41	2,351,489.41	(56,828.44	)	—		—	—		—	—	AO	—	42,294.15	11102014	1152022
98956PAE2	ZIMMER HOLDINGS INC SENIOR CORP BND			2FE	1,469,000.4	1,475,741.51	1,470,000.00	1,469,418.67	6,322.84		161.41		—	—		2	2.0230	AO	7,350	14,700	3102015	4012018
98956PAF9	ZIMMER HOLDINGS INC SENIOR CORP BND		1	2FE	2,045,182.5	2,103,889.29	2,050,000.00	2,045,727.43	58,161.86		205.27		—	—		3.55	3.5780	AO	18,193.75	36,387.5	3102015	4012025
						5,551,585,679.3		5,524,026,842.65	27,558,836.65

Validus Holdings, Ltd. June 30, 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
LONDON POWER NETWORKS PLC		G29330DW7	20160426		9152016	355,354.12	(224.93	)	(28,903.78	)	—	(29,629.09	)	240,000.00	357,922.86	10,978.19	—	5.375	0.367123288	November	(973.17	)	8,687.03
BONY CASH RESERVE		S875996$0	20150630		5152016	2,878,338.38	—		—		—	—		2,878,338.38	2,878,338.38	—	0	0.0001	0	At Mat	326.59		0
BNY MELLON USD LIQ INVESTOR 97		DRFUNI$20	20150615		3152017	75,692,410.00	—		—		—	—		75,692,410.00	75,692,410	—	—	—	—	At Mat	19,280.72		—
GOLDMAN SACHS		GLDSCS$03	20150525		12302016	15,044,558.56	—		—		—	—		15,044,558.56	15,044,558.56	—	—	0.00006	—	At Mat	18,331.06		—
DREYFUS UNIVERSAL USD LIQ CLAS		BRS781392	20150930		4152016	63,682.09	—		—		—	—		63,682.09	63,682.09	—	—	—	—	At Mat	394.92		—
WESTERN AST INS CSH RES		52470G205	20150605		4152016	10,607,488.69	—		—		—	—		10,607,488.69	10,607,488.69	—	—	0.0002	—	At Mat	4,928.09		—
CITI-INSTITUTION LIQ FUND USD		B0A0ATCJ9	20150605		0	2,963,354.15	—		—		—	—		2,963,354.15	2,963,354.15	—	—	0.0006	—	At Mat	17,177.92		—
THE DREYFUS FUND INC		BRS7BB2L0	20150427		0	11,080,734.48	—		—		—	—		11,080,734.48	11,080,734.48	—	—	—	—	At Mat	3,733.78		—
ICS INS GBP LIQ CORE DIST		BRS263RF1	20151223		0	699,733.74	—		—		—	(7,125.72	)	518,108.93	699,733.74	—	—	0.0002	—	At Mat	14,582.77		—
AT&T INC		00206RCV2	20160321		3152017	3,039,822.70	(13,326.70	)	(17,484.08	)	—	—		3,000,000.00	3,055,408.66	21,200	—	2.4	0.706849315	Mar-Sep	3,400		1,800
CDN S/T INVT BLENDED ACCT		993252329	20151231		0	4,637,613.78	—		—		—	—		4,637,613.78	4,637,613.78	—	—	0.00059	—	At Mat	7,370.7		—
BNY MELLON USD LIQ INVESTOR 97		DRFUNI$20	20150615		0	2,200,739,541.43	—		—		—	—		2,200,739,541.43	2,200,739,541.43	—	—	—	—	At Mat	4,419.13		—
GOLDMAN SACHS		GRESZ	20160321		0	7,690,523.00	—		—		—	—		7,690,523.00	7,690,523	—	—	—	—	At Mat	—		—
INSTITUTION LIQ FUND USD		H026106	20160321		0	7,692,492.00	—		—		—	—		7,692,492.00	7,692,492	—	—	—	—	At Mat	—		—
INSTITUTION LIQ FUND USD		A000CG5	20160321		0	333.00	—		—		—	—		333.00	333	—	—	—	—	At Mat	—		—
GOLDMAN SACHS		GMSSZ	20160321		0	866.00	—		—		—	—		866.00	866	—	—	—	—	At Mat	—		—
Institutional Cash Series PLC - US Treasury Fund		H047783	20160321		0	11,002,746.64	—		—		—	—		26,386,960.64	26,386,960.64	—	—	—	—	At Mat	—		—
HSBC TERM DEPOSIT		BRS000000	2016131		0	11,054,607.99	—		—		—	—		11,054,607.99	11,054,607.99	—	—	—	—	At Mat	—		—
HSBC TERM DEPOSIT		BRS000000	2016131		0	4,458,076.25	—		—		—	—		4,458,076.25	4,458,076.25	—	—	—	—	At Mat	—		—
HSBC TERM DEPOSIT		BRS000000	2016131		0	1,550.17	—		—		—	—		1,550.17	1,550.17	—	—	—	—	At Mat	—		—
						2,369,703,827.17	(13,551.63	)	(46,387.86	)		(36,754.81	)		2,385,106,195.87	32,178.19

Validus Holdings, Ltd. June 30, 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	1,456,954.06	959,059.03	1,456,954.06	(497,895.03	)	—	—	—	—		—	—
GOLDENTREE DISTRESSED DEBT FUN			11/30/2012	12,462,723.96	18,624,572	12,462,723.96	6,161,848.04		—	—	—	—		—	—
PORT ADVISORS PRIVATE EQUITY I			11/30/2012	1,192,760.97	4,115,282.5	1,192,760.97	2,922,521.53		—	—	—	—		—	—
LEAPFROG INVESTMENTS FINANCIAL			11/30/2012	1,926,287.78	3,785,281	1,926,287.78	1,858,993.22		—	—	—	—		—	—
SVG DIAMOND HOLDINGS II LTD			11/30/2012	3,765,757.24	6,828,176.44	3,765,757.24	3,611,531.81		—	—	—	(549,112.61	)	—	—
GUGGENHEIM PARTNERS FUND LTD			6/1/2014	112,349,234.69	112,349,233	112,349,234.69	(1.69	)	—	—	—	—		—	—
CONNING CAPITAL PARTNERS VI			9/30/2014	644,409.2	503,581	644,409.2	(140,828.2	)	—	—	—	—		—	—
CENTURY CAPITAL PARTNERS IV LP			9/30/2014	1,706,761.74	1,492,697.99	1,706,761.74	(214,063.75	)	—	—	—	—		—	—
CENTURY FOCUSED FUND III LP			9/30/2014	10,121,004.95	11,344,899.49	10,121,004.95	1,223,894.54		—	—	—	—		—	—
HIGHBRIDGE MEZZANINE PARTNERS			9/30/2014	7,408,829.59	7,955,069.41	7,408,829.59	546,239.82		—	—	—	—		—	—
PRUDENTIAL CAPITAL PARTNERS IV			9/30/2014	6,715,172.11	6,828,202.22	6,715,172.11	113,030.11		—	—	—	—		—	—
VINTAGE VI LP			9/30/2014	4,669,475.02	4,753,206.71	4,669,475.02	83,731.69		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	32,093,443.05	32,093,443.05	32,093,443.05	—		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	18,186,284.4	18,186,284.4	18,186,284.4	—		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	8,558,251.49	8,558,251.49	8,558,251.49	—		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD (PDFNI_16-INT)			4/12/2016	6,775,701	6,775,701	6,775,701	—		—	—	—	—		—	—
CRESCENT MEZZANINE LLC			1/22/2016	553,747	553,747	553,747	—		—	—	—	—		—	—
GUGGENHEIM PRIVATE DEBT FUND 2.0			5/15/2016	2,798,412.85	2,798,412.85	2,798,412.85	—		—	—	—	—		—	—
LLOYD'S CANADIAN BLENDED ACCOUNT			10/1/2013	21,591,510.22	22,335,300.57	21,591,510.22	743,790.35		—	—	—	—		—	—
CRESCENT MEZZANINE LLC			1/22/2016	221,499	221,499	221,499	—		—	—	—	—		—	—
GUARDIAN GROWTH EQUITY			9/4/2009	4,184,124.43	7,426,434.72	4,184,124.43	3,242,310.29		—	—	—	—		—	—
MFS MERIDIAN MID CAP GROWTH FUND			9/4/2009	17,203.14	37,599.34	17,203.14	20,396.2		—	—	—	—		—	—
LLOYD'S OVERSEAS DEPOSITS			10/1/2013	55,300,500.52	55,300,500.52	55,300,500.52	—		—	—	—	—		—	—
BRIDGE GROWTH PARTNERS (PARALLEL), LP			7/15/2014	21,044,433	23,528,039	21,044,433	2,483,606		—	—	—	—		—	—
PUBLIC PENSION CAPITAL, LLC			7/21/2014	2,924,287.47	2,171,980.86	2,924,287.47	(752,306.61	)	—	—	—	—		—	—
				338,668,768.88	359,526,454.59	338,668,768.88	21,406,798.32					(549,112.61	)