UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
___________
FORM 8-K
___________
CURRENT REPORT
Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934
Date of Report (Date of earliest event reported): April 28, 2016
Commission file number 001-33606
___________
 
VALIDUS HOLDINGS, LTD.
(Exact name of registrant as specified in its charter)

BERMUDA
98-0501001
(State or other jurisdiction of
(I.R.S. Employer
incorporation or organization)
Identification No.)
29 Richmond Road, Pembroke, Bermuda HM 08
(Address of principal executive offices)
Registrant's telephone number, including area code: (441) 278-9000
Not Applicable
(Former name or former address, if changed since last report)
Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions:

o    Written communications pursuant to Rule 425 under the securities Act (17 CFR 230.425)

o    Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12)

o    Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b))

o    Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c))

 
 
 
 
 
 
 
 
 
 
 
 
 
 






Item 2.02
 
Results of Operations and Financial Condition.
On April 28, 2016, Validus Holdings, Ltd. released information regarding its U.S. GAAP basis investment portfolio in a Schedule D - Part 1 format. A copy of this release is attached to this Current Report on Form 8-K as Exhibit 99.1 and is incorporated herein by reference.
The information in this Current Report on Form 8-K, including the information set forth in Exhibit 99.1, shall not be deemed “filed” for purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the “Exchange Act”), or incorporated by reference in any filing under the Securities Act of 1933, as amended, or the Exchange Act, except as shall be expressly set forth by specific reference in such a filing.
Item 9.01.
 
Financial Statements and Exhibits.
(d)
 
Exhibits. The following exhibits are filed herewith:
Exhibit No.
 
Description
 
 

 
 
 
 
99.1

 
 
Release regarding U.S. GAAP investment portfolio in a Schedule D - Part 1 format dated April 28, 2016


SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Date: April 28, 2016
 
VALIDUS HOLDINGS, LTD.
      (Registrant)
  
 
 
By:  
/s/ Jeffrey D. Sangster
 
 
 
 
 
 
Name: 
Jeffrey D. Sangster
 
 
Title: 
Executive Vice President & Chief Financial Officer 
 




Exhibit


Validus Holdings, Ltd. March 31, 2016 GAAP fixed maturity portfolio in Schedule D format
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1

2

Codes
6
7
 
9
10
 CHANGE IN BOOK/ADJUSTED CARRYING VALUE
 
INTEREST
DATES
 
 
3

4
5
 
 
8
 
 
11
12
13
14
15
16
17
18
19
20
21
 
 
 
FOREIGN
BOND
NAIC
 
 GAAP FAIR
 
 GAAP
 
 CURRENT YEAR
 
 TOTAL FX CHG
INTEREST
EFFECTIVE
HOW
 ACCRUED
 GROSS REC'D
 
 
CUSIP

DESCRIPTION

*

CODE
CHAR
DESIG
 ACTUAL COST
 MARKET VALUE
 PAR VALUE
 BOOK VALUE
 UGL
 AMORTIZATION
 IMPAIRMENTS
 IN B/A. C.V.
RATE
RATE OF
PAID
 INTEREST
 DURING YEAR
 ACQUIRED
MATURITY
88579YAP6

3M CO SENIOR CORP BND MTN

 
 
 
 
4,167,568.5

4,209,475.14

4,175,000.00

4,169,148.59

40,326.55

608.17



1.375

 
FA
8,610.94

28,703.14

8042015
1172027
BRSTBY9Y7

A. SCHULMAN INC SENIOR SECURED TERM LOAN

 
 
 
 
162,977.84

159,301.64

163,386.30

163,020.07

(3,718.43
)
15.75




 
MJSD

1,677

5112015
12312049
03763KAB2

AASET_14-1 ABS_14-1 A

 
 
2
 
3,174,123.85

3,044,831.74

3,163,461.54

3,172,582.96

(127,751.22
)
(345.96
)


5.125

 
MON
7,205.66

41,106.78

2262015
4222027
G0054BFG3

ABBEY NATIONAL TREASURY SERVIC SECURED C

 
D
 
 
623,981.24

584,029.26

350,000.00

617,665.07

(33,635.81
)
(3,528.27
)

(43,474.23
)
5.125

 
APR
24,865.82


10212015
12312049
BRSLX0WL6

ABBEY NATIONAL TREASURY SERVIC SECURED L

 
D
 
 
654,350.13

574,960.24

400,000.00

655,052.5

(80,092.26
)
98.90


(80,367.18
)
0.89

 
JAJO
1,009.06

2,511.74

1132014
2202045
G0054BMY6

ABBEY NATIONAL TREASURY SERVIC SENIOR CO

 
D
 
 
1,038,015.04

953,249.01

640,000.00

1,014,529.78

(61,280.77
)
(6,529.50
)

(58,343.78
)
4.125

 
SEP
20,734.82


5062015
12312049
002799AT1

ABBEY NATIONAL TREASURY SERVIC SENIOR CO

 
F
 
 
1,247,312.5

1,248,494.15

1,250,000.00

1,247,847.11

647.04

128.78



2.375

 
MS
1,236.98

14,843.75

3092015
3162020
002824AU4

ABBOTT LABORATORIES CORP BND

 
 
 
 
2,412,386

2,373,419.28

2,150,000.00

2,354,098.23

19,321.05

(16,374.77
)


5.125

 
AO
55,093.75


5042015
4012019
00287YAL3

ABBVIE INC SENIOR CORP BND

 
 
 
 
982,080

1,011,577

1,000,000.00

983,923.05

22,416.41

545.67



2.9

 
MN
11,680.56


5212015
11062022
00287YAN9

ABBVIE INC SENIOR CORP BND

 
 
 
 
4,745,677.5

4,765,899.39

4,750,000.00

4,746,936.51

27,653.95

353.83



1.8

 
MN
32,537.5


7082015
5142018
00287YAJ8

ABBVIE INC SENIOR CORP BND

 
 
 
 
7,636,590.96

7,655,332.6

7,624,000.00

7,632,916.19

18,962.88

(1,377.48
)


1.75

 
MN
53,738.61


7172015
11062017
00287YAT6

ABBVIE INC SENIOR CORP BND

 
 
1
 
9,361,460

9,542,209.12

9,400,000.00

9,367,906.88

174,302.24

1,840.95



2.5

 
MN
89,430.54


2242016
5142020
00084DAE0

ABN AMRO BANK NV CORP BND 144A

 
F
 
 
6,261,360

6,141,534

6,000,000.00

6,138,792.64

2,741.36

(40,968.95
)


4.25

 
FA
41,791.67

127,500

6262015
2022017
BRSXK39C4

ABN AMRO BANK NV SENIOR CORP BND EMTN

 
D
 
 
449,359.15

436,773.09

300,000.00

449,469.21

(12,696.12
)
99.62


(20,304.19
)
2.375

 
JD
3,245.71

1,142.85

11302015
4202027
00084UAA0

ACASL_14-1A SENIOR ABS 14-1A A 144A

 
F
2
 
745,050

743,343.45

750,000.00

746,140.44

(2,796.99
)
228.26



2.13

 
JAJO
3,238.77

3,498.2

1232015
7182026
00432CCM1

ACCESS GROUP INC ACCSS_05-2 ABS 05-2

 
 
2
 
1,018,286.06

1,030,840.23

1,045,736.65

1,034,514.79

(3,674.56
)
2,112.18



0.798

 
FMAN
904.27

1,601.15

8082012
3122026
00452PAN7

ACIS_15-6A MEZZANIN ABS 15-6A C 144A

 
F
1
 
495,000

496,876.85

500,000.00

495,579.18

1,297.67

144.02



3.986

 
FMAN
3,321.33

4,675

3042015
5012027
00452PAG2

ACIS_15-6A MEZZANIN ABS 15-6A B1 144A

 
F
1
 
2,238,750

2,160,942.98

2,250,000.00

2,240,194.44

(79,251.46
)
368.17



3.096

 
FMAN
11,608.5

15,975.62

3042015
5012027
00485YAA7

ACORN RE LTD SENIOR CORP BND 144A

 
F
 
 
14,400,000

14,506,702

14,350,000.00

14,393,674.58

113,027.42

(4,493.24
)


4.312

 
MON
25,783.96

190,029.12

11202015
7172018
BRSUVD0Y7

ACTAGRO LLC SENIOR SECURED REVOLVE NOTES

 
 
 
 
746,944.45

744,375

750,000.00

746,944.45

(2,569.45
)
416.67




 
MJSD

59.36

12282015
12312049
BRSUVD142

ACTAGRO LLC SENIOR SECURED TERM LOAN

 
 
 
 
6,500,000

6,451,250

6,500,000.00

6,500,000

(48,750
)




 
MJSD

63,797.8

7102015
12312049
00507UAP6

ACTAVIS FUNDING SCS SENIOR CORP BND

 
F
1
 
949,952.5

972,438.34

950,000.00

949,961.94

135,325.57

2.60



3

 
MS
1,504.16

26,893.75

3032015
3122020
00507UAN1

ACTAVIS FUNDING SCS SENIOR CORP BND

 
F
 
 
5,177,000

5,205,474.07

5,177,000.00

5,177,000

28,474.07




1.712

 
MJSD
4,432.42

23,163.42

3032015
3122018
00507UAD3

ACTAVIS FUNDING SCS SENIOR CORP BND

 
F
 
 
9,707,707.38

9,845,219.17

9,715,000.00

9,709,893.6

22,476.4

380.39



2.45

 
JD
70,082.93


11132014
6152019
942683AG8

ACTAVIS INC SENIOR CORP BND

 
 
 
 
248,442.5

251,058.1

250,000.00

249,209.85

1,848.25

128.27



1.875

 
AO
2,343.75


9272012
2282024
006897AG7

ADPK_13-1A MEZZANIN ABS 13-1A C 144A

 
F
2
 
2,504,750

2,457,847.25

2,500,000.00

2,504,006.21

(46,158.96
)
(177.20
)


3.622

 
JAJO
19,367.64

21,214.31

3252015
4152024
BRSM9GPX8

ADS WASTE HOLDINGS INC SENIOR SECURED TE

 
 
2
 
5,524,256.25

5,469,013.69

5,524,256.25

5,524,256.25

(55,242.56
)




 
FMAN

59,270.58

4012014
3312025
00101JAE6

ADT CORP SENIOR CORP BND

 
 
 
 
3,001,658.45

3,030,000

3,000,000.00

3,000,538.48

29,461.52

(102.79
)


2.25

 
JJ
14,250

33,750

4302013
7152017





BRSNZFA49

ADVANTAGE SALES & MARKETING IN SENIOR SE

 
 
2
 
1,812,202.26

1,783,725.69

1,818,736.37

1,813,291.66

(29,565.97
)
264.26




 
MJSD

19,622.17

8072015
3312025
05377RBM5

AESOP_13-1A ABS 13-1A C144A

 
 
2
 
2,063,125

2,002,707

2,000,000.00

2,044,462.3

(41,755.3
)
(4,712.07
)


4.42

 
MON
2,701.11

22,100.01

3252015
12312049
05377RBY9

AESOP_15-1A SUB ABS 15-1A B 144A

 
 
2
 
1,999,207.2

1,980,574.4

2,000,000.00

1,999,357.53

(18,783.13
)
33.96



3.22

 
MON
1,967.78

16,100.01

1222015
12312049
BRSHXEJA4

AFFINIA GROUP SENIOR SECURED TERM LOAN

 
 
2
 
338,012.05

338,435.1

338,435.10

338,172.82

262.28

16.05




 
MJSD

4,063.56

6052013
3312025
02640FAG3

AGFMT_10-1 WHOLE CMO 10-1 144A

 
 
2
 
4,129,125

3,956,350.71

3,900,000.00

3,924,701.54

31,649.17

(28,252.79
)


5.65

 
MON
18,362.5

55,087.5

10152014
12312049
00432CAZ4

AGSL_03-1 ABS 03-1-2003-1

 
 
2
 
360,500

387,495.36

400,000.00

379,799.66

7,695.7

1,617.72



1.58

 
MON
241.75

1,882.68

3292010
5102032
00432CBB6

AGSL_03-1 ABS_03-1-2003-1

 
 
2
 
311,937.5

330,024.28

350,000.00

326,890.27

3,134.01

648.80



1.58

 
MON
211.53

1,239.63

3292010
1162027
00432CBP5

AGSL_03-1 ABS_04-1-2004-1

 
 
2
 
435,625

458,074.3

500,000.00

462,406.86

(4,332.56
)
2,559.89



1.602

 
MON
153.19

1,891.76

3292010
10122023
02665VAA1

AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A

 
 
2
 
1,259,386.88

1,234,774.81

1,259,386.88

1,259,386.88

(24,612.07
)



1.441

 
MON
753.64

4,471.41

5132014
6172031
BRSHLJUD7

AI CHEM & CY SCA SENIOR SECURED TERM NOT

 
F
2
 
335,752.31

334,486.91

337,439.51

336,525.69

(2,038.78
)
67.45




 
JAJO

6,470.52

3122013
5152018
L0001UAC3

AI CHEM & CY US ACQUICO INC SENIOR SECUR

 
E
2
 
174,207.13

173,550.59

175,082.56

174,608.41

(1,057.82
)
35.00




 
MJSD

3,357.27

3122013
12312049
903724AK8

AID-UKRAINE AGENCY BND

 
F
 
 
4,285,000

4,352,064.54

4,285,000.00

4,285,000

67,064.54




1.844

 
MN
29,630.78


5142014
11062017
BRSZ793R4

AIM AEROSPACE SENIOR SECURED TERM LOAN

 
 
 
 
4,167,865.54

4,157,445.88

4,167,865.54

4,167,865.54

(10,419.66
)




 
MJSD

130,245.8

2022016
12312049
001406AA5

AIM_15-1A ABS 15-1A A1 144A

 
F
2
 
3,229,166.66

3,128,868.74

3,229,166.66

3,229,151.22

(100,282.48
)
(1.73
)


4.213

 
MON
6,046.44

34,450.05

2132015
2152040
BRSSM5ZR6

AIR MEDICAL GROUP HOLDINGS INC SENIOR SE

 
 
2
 
1,505,291.66

1,468,980.56

1,509,064.33

1,505,762.92

(36,782.36
)
143.96




 
MJSD

16,691.83

4152015
12312049
009158AQ9

AIR PRODUCTS AND CHEMICALS INC CORP BND

 
 
 
 
1,544,936.3

1,496,019.6

1,490,000.00

1,495,549.12

470.48

(4,083.40
)


2

 
FA
4,883.89

14,900

3072013
8022016
009349AF8

AIRCRAFT LEASE SECURITISATION ABS_07-1A

 
F
2
 
208,514.46

213,376.18

216,077.14

216,056.5

(2,680.32
)
297.74



0.699

 
MON
105.11

385.59

11062013
5102032
009363AR3

AIRGAS INC SENIOR CORP BND

 
 
1
 
3,569,966.76

3,649,707.47

3,572,000.00

3,570,191.7

79,515.77

93.05



3.05

 
FA
18,157.67

51,446.73

12232015
8012020
BRSR05RF7

AIRXCEL, INC. REVOLVE LOAN

 
 
 
 
6,626,953.13

6,560,683.6

6,626,953.13

6,626,953.13

(66,269.53
)




 
MN

59,918.7

4082015
3312025
00973XAA8

AKIBARE RE LTD SENIOR CORP BND 144A

 
F
 
 
540,000

541,549.8

540,000.00

540,000

1,549.8




3.241

 
JAJO
874.94


3082016
4072023
011395AB6

ALAMO RE LTD CORP BOND 144A

 
F
 
 
1,950,000

1,995,532.5

1,950,000.00

1,950,000

45,532.5




5.9

 
MJSD
5,113.33

29,293.24

5062015
6072018
011395AC4

ALAMO RE LTD CORP BOND 144A

 
F
 
 
2,600,000

2,653,768

2,600,000.00

2,600,000

53,768




4.6

 
MJSD
5,315.56

30,513.76

5062015
6072019
BRSXUCRH2

ALBERTSONS HOLDINGS LLC SECURED TERM LOA

 
 
1
 
1,632,760.45

1,647,191.43

1,649,252.99

1,633,259.56

13,931.87

540.44




 
MJSD

18,693.48

12102015
12312049
BRSPDTF35

ALBERTSONS INC SENIOR SECURED TERM NOTES

 
 
2
 
738,759.44

748,110.83

748,110.83

738,957.78

9,153.05

221.95




 
MJSD

6,928.06

1202016
3312025
BRSTV33U7

ALERE INC SENIOR SECURED TERM NOTES

 
 
2
 
1,456,490.44

1,448,961.95

1,460,140.79

1,456,715.28

(7,753.33
)
92.78




 
MJSD

10,340.83

3282016
12312049
BRSV8NG22

ALION SCIENCE AND TECHNOLOGY C SENIOR SE

 
 
 
 
785,318.1

768,546.23

789,264.42

785,676.71

(17,130.48
)
175.13




 
MJSD

11,121.5

8122015
12312049
BRSUU8H62

ALIX PARTNERS LLP SENIOR SECURED TERM LO

 
 
 
 
702,663.71

700,608.91

704,424.78

702,811.64

(2,202.73
)
67.71




 
MJSD

8,032.96

7232015
12312049
BRSZHRUB8

ALLEN EDMONDS CORPORATION SECURED TERM L

 
 
 
 
1,264,944.25

1,261,781.89

1,264,944.25

1,264,944.25

(3,162.36
)




 
MJSD


2162016
12312049
BRSZHRXS8

ALLEN EDMONDS CORPORATION SECURED TERM L

 
 
 
 
4,876,360.1

4,864,169.2

4,876,360.10

4,876,360.1

(12,190.9
)




 
MJSD

41,136.51

2162016
12312049
018490AP7

ALLERGAN INC/UNITED STATES SENIOR CORP B

 
 
 
 
970,860

992,562.71

1,000,000.00

983,266.62

9,296.09

2,081.67



1.35

 
MS
600

6,750

3072013
5152017
BRSJKR5A0

ALLFLEX HOLDINGS SENIOR SECURED TERM LOA

 
E
 
 
863,613.44

854,899.52

867,551.02

864,863.51

(9,963.99
)
163.01




 
MJSD

9,364.01

4012014
3312025
BRSM7G8J0

ALLIED SECURITY HOLDINGS LLC SENIOR SECU

 
 
2
 
1,856,315.95

1,826,777.22

1,865,644.19

1,859,104.37

(32,327.15
)
350.76




 
MJSD

20,091.33

2122014
3312025
021441AD2

ALTERA CORPORATION SENIOR CORP BND

 
 
 
 
1,397,858

1,412,650.26

1,400,000.00

1,399,505.68

13,144.58

108.94



1.75

 
MN
9,255.55


5012012
1142020
BRSUTL2G9

ALTICE US FIN I CORP SECURED TERM LOAN

 
 
1
 
1,995,000

1,984,610.04

1,995,000.00

1,995,000

(10,389.96
)




 
MJSD
(1,268.78
)
1,268.78

3182016
12312049





02209SAT0

ALTRIA GROUP INC SENIOR CORP BND

 
 
1
 
2,997,570

3,089,673.84

3,000,000.00

2,998,272.37

91,401.47

108.27



2.625

 
JJ
16,843.75

39,375

11102014
7272018
BRSXVEQU9

AMC ENTERTAINMENT INC. SECURED TERM LOAN

 
 
1
 
246,786.4

248,413.45

248,026.53

246,836.12

1,577.33

54.10




 
MJSD

2,151.08

12102015
12312049
BRSJ1HUF4

AMC ENTERTAINMENT INC. SENIOR SECURED TE

 
 
2
 
1,118,789.35

1,126,026.31

1,124,386.95

1,118,983.04

7,043.27

207.72




 
MJSD

9,751.58

1042016
3312025
03065EAD7

AMCAR_13-5 BAS_13-5 A3

 
 
2
 
181,939.7

181,782.62

181,964.58

181,959.17

(176.55
)
3.25



0.9

 
MON
104.63

542.52

11052013
10152025
03062AAD8

AMCAR_14-3 ABS _14-3-A3

 
 
2
 
869,975.81

868,608

870,000.00

869,981.25

(1,373.25
)
0.65



1.15

 
MON
639.21

2,501.25

8202014
4212025
03065NAD7

AMCAR_15-3 SENIOR ABS 15-3

 
 
2
 
1,199,826

1,199,760.03

1,200,000.00

1,199,867.83

(107.8
)
17.24



1.54

 
MON
1,180.67

4,619.97

8042015
4202027
BRSTDEM57

AMERICAN AIRLINES GROUP INC SENIOR SECUR

 
 
2
 
3,201,580.73

3,191,715.96

3,211,285.53

3,202,101.37

(10,385.41
)
520.64




 
MJSD

26,091.69

1042016
12312049
023770AB6

AMERICAN AIRLINES INC. SECURED CORP BND

 
 
2
 
3,836,306.46

3,644,491.13

3,836,306.46

3,836,306.46

(191,815.33
)



3.7

 
MN
59,143.05


3022015
1152026
BRSNZFZ18

AMERICAN ENERGY MARCELLUS LLC SENIOR SEC

 
 
2
 
217,486.33

37,158.47

218,579.23

217,782.85

(180,624.38
)
45.61




 
MJSD

2,932.6

7092014
3312025
025816BJ7

AMERICAN EXPRESS COMPANY CAPSEC CORP BND

 
 
1
 
12,783,750

12,064,687.5

12,750,000.00

12,775,534.24

(710,846.74
)
(1,602.17
)


5.2

 
MN
250,466.67


11252014
12312049
0258M0DJ5

AMERICAN EXPRESS CREDIT CORPOR SENIOR CO

 
 
 
 
304,584

303,447.58

300,000.00

303,512.55

(64.97
)
(369.79
)


2.125

 
JJ
1,133.33

3,187.5

7072015
3182019
0258M0DX4

AMERICAN EXPRESS CREDIT CORPOR SENIOR CO

 
 
1
 
734,419.35

748,511.69

735,000.00

734,479.49

13,037.51

27.37



2.6

 
MS
902.41

9,555

9092015
7132018
0258M0DK2

AMERICAN EXPRESS CREDIT CORPOR SENIOR CO

 
 
 
 
995,980

1,010,330.35

1,000,000.00

997,292.84

10,469.9

219.73



2.125

 
MS
767.36

10,625

3132014
9222017
0258M0DT3

AMERICAN EXPRESS CREDIT CORPOR SENIOR CO

 
 
1
 
1,990,620

2,023,121.34

2,000,000.00

1,991,369.36

31,751.98

495.42



2.375

 
MN
16,493.06

2,583.14

11102015
9142020
0258M0DR7

AMERICAN EXPRESS CREDIT CORPOR SENIOR CO

 
 
 
 
3,465,350.2

3,478,157.18

3,470,000.00

3,467,687.28

14,032.2

386.18



1.55

 
MS
1,344.64

26,892.5

9182014
5262020
02665WAW1

AMERICAN HONDA FINANCE CORPORA SENIOR CO

 
 
 
 
249,210

251,183.51

250,000.00

249,391.63

1,791.88

65.23



1.6

 
JJ
866.67

1,988.89

7152015
2162018
02666QM26

AMERICAN HONDA FINANCE CORPORA SENIOR CO

 
 
 
 
1,992,800

2,009,648.14

2,000,000.00

1,995,957.21

13,690.93

526.17



1.6

 
FA
4,000

16,000

2122013
10012020
031162BD1

AMGEN INC CORP BND

 
 
 
 
726,110

741,707.23

700,000.00

722,796.18

18,911.05

(1,177.84
)


3.45

 
AO
12,075


7142015
5222019
031162BU3

AMGEN INC SENIOR CORP BND

 
 
1
 
755,253.68

774,464.44

759,000.00

756,262

18,202.44

209.68



2.2

 
MN
5,983.45


8052015
5012020
031162BW9

AMGEN INC SENIOR CORP BND

 
 
1
 
1,693,728.75

1,709,168.37

1,695,000.00

1,693,952.11

15,216.26

61.21



2.125

 
MN
15,007.81


4282015
7152024
02582JGJ3

AMXCA_13-3 ABS_13-3 A

 
 
2
 
474,945.57

475,237.5

475,000.00

474,968.74

268.76

2.45



0.98

 
MON
206.89

1,163.76

11052013
5262026
032511BJ5

ANADARKO PETROLEUM CORPORATION SENIOR CO

 
 
1
 
509,000

446,838

500,000.00

508,065.49

(61,227.49
)
(219.17
)


3.45

 
JJ
3,641.67

8,625

2242015
1152020
BRSUA8MG6

ANCHOR GLASS CONTAINERS CORP SENIOR SECU

 
 
 
 
960,441.71

961,347.12

965,268.04

960,932.55

414.57

307.22




 
MJSD

11,027.65

6242015
12312049
034863AF7

ANGLO AMERICAN CAPITAL PLC SENIOR CORP B

 
F
 
 
3,043,380

2,925,000

3,000,000.00

3,026,792.79

(101,792.79
)
(4,416.18
)


2.625

 
MS
875

39,375

2242016
9272017
035242AC0

ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO

 
 
 
 
982,460

1,002,860.87

1,000,000.00

990,335

12,525.87

2,649.40



1.25

 
JJ
2,569.44

30,009.72

1152013
2012019
035242AE6

ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO

 
 
 
 
1,995,357.5

2,040,073.7

2,000,000.00

1,997,134.06

42,939.64

243.64



2.15

 
FA
7,166.67

21,500

1222014
2012019
035242AL0

ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO

 
 
1
 
4,582,566

4,787,200.68

4,600,000.00

4,582,962.5

135,786.81

396.50



3.3

 
FA
27,830


1132016
5032018
035242AJ5

ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO

 
 
1
 
6,803,637.75

7,010,333.42

6,825,000.00

6,804,357.23

205,976.19

1,010.54



2.65

 
FA
33,158.12

14,010.04

1132016
2012023
035242AG1

ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO

 
 
 
 
9,047,171.2

9,183,908

9,060,000.00

9,048,121.19

204,238.18

949.99



1.9

 
FA
31,559

(2,311.67
)
2222016
2012021
03523TAN8

ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND

 
 
 
 
2,255,260

2,248,410.04

2,000,000.00

2,255,260

(6,849.96
)



5.375

 
JJ
23,888.89

(23,888.89
)
3312016
7152017
03523TBP2

ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO

 
 
 
 
4,176,868.75

4,348,278.84

4,325,000.00

4,180,655.44

43,251.36

3,786.69



2.5

 
JJ
22,826.39

(3,303.82
)
1212016
1172018
03523TBN7

ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO

 
 
 
 
10,301,794

10,362,732.72

10,325,000.00

10,319,481.36

167,623.4

516.95



1.375

 
JJ
29,711.46

87,866.32

7152014
7152022
00182EAW9

ANZ NATIONAL INTERNATIONAL LTD SENIOR CO

 
F
 
 
999,880

1,000,227.13

1,000,000.00

999,919.42

307.71

9.90



1.75

 
MS
97.22

8,750

3242015
3292018
037401AC0

AOZORA RE LTD CORP BND 144A

 
F
 
 
250,000

250,295

250,000.00

250,000

295




2.953

 
JAJO
61.51

(61.51
)
3292016
4072020





03765LAA0

APID_15-20A ABS 15-20A A1 144A

 
F
2
 
5,000,000

4,964,052.5

5,000,000.00

5,000,000

(35,947.5
)



2.17

 
JAJO
21,997.33

24,634.69

1152015
1162027
037833AJ9

APPLE INC CORP BND

 
 
 
 
5,380,074

5,403,517.56

5,400,000.00

5,391,549.83

11,967.73

2,034.54



1

 
MN
22,200

26,591.11

4302013
5062019
037833BB5

APPLE INC SENIOR CORP BND

 
 
 
 
889,385.9

890,605.65

890,000.00

889,656.53

(14,320.08
)
76.69



0.9

 
MN
3,070.5


5062015
2222019
037833BS8

APPLE INC SENIOR CORP BND

 
 
1
 
1,446,460.5

1,450,002.41

1,425,000.00

1,446,367.66

39,354.25

(92.84
)


2.25

 
FA
3,384.38

(2,760.94
)
3172016
5152018
037833AQ3

APPLE INC SENIOR CORP BND

 
 
 
 
2,532,100

2,561,612.5

2,500,000.00

2,522,258.25

100,582.95

(1,743.15
)


2.1

 
MN
21,145.83


10232014
5062021
037833AR1

APPLE INC SENIOR CORP BND

 
 
 
 
3,251,584

3,345,887.68

3,200,000.00

3,245,304.73

949.12

(2,074.08
)


2.85

 
MN
36,733.34


9162015
5122017
037833BQ2

APPLE INC SENIOR CORP BND

 
 
 
 
5,523,056.35

5,570,382.28

5,495,000.00

5,522,425.22

47,957.06

(631.13
)


1.7

 
FA
9,860.47

(2,545.27
)
3022016
2232021
037833AG5

APPLE INC SENIOR CORP BND

 
 
 
 
8,000,000

7,985,679.92

8,000,000.00

8,000,000

3,634.75




0.869

 
FMAN
11,195.28

11,941.6

4302013
5032018
BRS9PGQM2

ARAMARK CORPORATION LOAN TERM

 
 
2
 
25,814.82

25,249.24

25,764.53

25,767.9

(518.66
)
(8.35
)



 
JAJO

897.83

11012011
3312025
BRSMC71Q5

ARAMARK CORPORATION SENIOR SECURED TERM

 
 
 
 
492,487.3

495,596.44

497,461.92

492,645.28

2,951.16

170.67




 
FMAN

4,271.26

12112015
3312025
039483AY8

ARCHER-DANIELS-MIDLAND COMPANY CORP BND

 
 
 
 
2,179,988.75

1,940,488.75

1,805,000.00

1,942,562.33

(2,073.58
)
(17,264.25
)


5.45

 
MS
4,372.11

49,186.25

9252012
1162018
BRSV1F5E2

ARDENT LEGACY ACQUISITIONS INC SENIOR SE

 
 
 
 
963,635.88

973,369.57

973,369.57

964,672.04

8,697.53

427.69




 
MJSD

16,033.19

7302015
12312049
04013YAU6

ARES_12-2A MEZZANIN ABS _12-2A CR 144A

 
F
2
 
500,000

486,246.55

500,000.00

500,000

(13,753.45
)



3.321

 
JAJO
3,690.11

3,817.7

5152015
10122023
00205BAA6

ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B

 
 
2
 
420,463.89

419,959.32

420,463.89

420,463.89

(504.57
)



0.736

 
MON
146.17

973.64

10162012
4152024
BRST927R7

ARIA ENERGY OPERATING LLC SENIOR SECURED

 
 
2
 
956,277.37

951,447.69

965,936.74

957,027

(5,579.31
)
405.80




 
FMAN

9,806.03

5182015
12312049
040484JY4

ARIZONA BRD REGENTS UNIV ARIZ MUNI BND R

 
 
1
 
1,654,640.8

1,687,528

1,420,000.00

1,618,857.44

68,670.56

(6,057.78
)


5

 
FA
11,833.33

35,500

9132013
5222018
040484EV5

ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN

 
 
 
 
1,275,987.5

1,266,162.5

1,250,000.00

1,261,455.67

4,706.83

(2,423.47
)


1.94

 
JD
8,083.33


3282012
2242020
04048RMV5

ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN

 
 
 
 
1,315,000

1,332,187.05

1,315,000.00

1,315,000

17,187.05




1.559

 
JJ
5,125.21

10,250.43

3052015
6232020
04048RMW3

ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN

 
 
 
 
1,750,000

1,785,892.5

1,750,000.00

1,750,000

35,892.5




2.048

 
JJ
8,960

17,920

3052015
6222018
04048RMX1

ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN

 
 
 
 
2,030,000

2,099,344.8

2,030,000.00

2,030,000

69,344.8




2.348

 
JJ
11,916.1

23,832.2

3052015
10032016
04057PJL3

ARIZONA SCH FACS BRD CTFS PART MUNITAX B

 
 
 
 
2,175,000

2,186,679.75

2,175,000.00

2,175,000

11,679.75




1.474

 
MS
2,671.63

16,029.75

6042014
10152018
040688NL3

ARIZONA WTR INFRASTRUCTURE FIN MUNITAX B

 
 
 
 
1,575,519.05

1,587,364.2

1,570,000.00

1,573,081.97

14,282.23

(504.37
)


1.413

 
AO
11,092.05


1152015
11082016
045167CB7

ASIAN DEVELOPMENT BANK SENIOR CORP BND

 
F
 
 
5,105,000

5,111,200.35

5,000,000.00

5,105,000

6,200.35




1.875

 
AO
41,949.44

(41,949.44
)
3302016
9012017
BRSUW3MP3

ASURION LLC SENIOR SECURED TERM LOAN

 
 
 
 
1,307,961.15

1,286,051.82

1,314,533.82

1,308,555.91

(22,504.09
)
297.41




 
MJSD

16,738.79

7302015
12312049
00206RAW2

AT&T INC CORP BND

 
 
 
 
4,723,900.5

4,685,565.5

4,675,000.00

4,676,266.04

9,299.46

(2,618.40
)


2.95

 
MN
52,100.28


5242011
5152016
00206RAT9

AT&T INC CORP BND

 
O
 
 
517,103.96

451,531.13

300,000.00

491,966.08

60,767.16

(4,827.21
)

(41,395.56
)
5.875

 
APR
23,463.64


12102014
4282017
00206RAR3

AT&T INC CORP BND

 
 
 
 
2,707,421.5

2,724,117.29

2,450,000.00

2,663,350.13

(40,434.95
)
(17,720.80
)


5.8

 
FA
18,157.22

71,050

12232015
2152019
00206RCL4

AT&T INC SENIOR CORP BND

 
 
1
 
599,694

606,483.22

600,000.00

599,760.33

1,674.78

13.32



2.45

 
JD
3,715.83


4232015
6302020
00206RBM3

AT&T INC SENIOR CORP BND

 
 
 
 
997,780

1,000,186

1,000,000.00

998,511.22

11,332.52

219.14



1.4

 
JD
4,666.67


5272015
12012017
00206RCN0

AT&T INC SENIOR CORP BND

 
 
1
 
1,794,672

1,804,939.3

1,800,000.00

1,795,099.42

43,322.8

114.06



3.4

 
MN
23,120


9292015
5152025
00206RCC4

AT&T INC SENIOR CORP BND

 
 
 
 
3,010,080

3,050,114.82

3,000,000.00

3,006,792.02

6,722.89

(554.73
)


2.3

 
MS
3,833.33

34,500

3052014
3112019
00206RCA8

AT&T INC SENIOR CORP BND

 
 
 
 
3,523,968

3,516,647.38

3,450,000.00

3,505,314.86

9,839.88

(5,083.35
)


2.375

 
MN
28,222.91


4242015
11272018
00206RCR1

AT&T INC SENIOR CORP BND

 
 
1
 
5,300,719

5,417,911.6

5,300,000.00

5,300,812.65

117,098.95

93.65



2.8

 
FA
21,435.55

(2,333.33
)
3082016
2172021
047870CY4

ATLANTA GA (CITY OF) MUNI BND REV

 
 
2
 
6,949,070

7,279,050.9

5,710,000.00

6,833,202.84

445,848.06

(19,672.72
)


5.5

 
MN
130,854.17


11212013
12152019





049382AD6

ATLAS IX CAPITAL DAC SENIOR CORP BND 144

 
F
 
 
2,000,000

2,030,680

2,000,000.00

2,000,000

30,680




8.075

 
JAJO
35,887.11


12232015
1082020
049382AC8

ATLAS IX CAPITAL LTD CORP BND 144A

 
F
 
 
1,000,000

983,700

1,000,000.00

1,000,000

(16,300
)



7.447

 
JAJO
18,204.27

18,892.22

2052015
1072019
05178RAA3

AURORA MILITARY HOUSING MUNI BND 144A

 
 
2
 
1,059,710

1,053,000

1,000,000.00

1,046,678.01

6,321.99

(2,228.94
)


5.32

 
JD
15,664.44


12082005
12152020
BRSVLEZT7

AURORA PARTS AND ACCESSORIES L SENIOR SE

 
 
 
 
1,339,031.5

1,335,650.11

1,352,557.07

1,339,031.5

(3,381.39
)




 
MJSD

85.6

8172015
12312049
BRSVLF005

AURORA PARTS AND ACCESSORIES L SENIOR SE

 
 
 
 
5,968,866.83

5,953,793.93

6,029,158.41

5,974,739.12

(20,945.19
)
2,795.60




 
MJSD

88,575.86

8172015
12312049
0523966L7

AUSTIN TX (CITY OF) MUNITAX BND GO

 
 
 
 
201,750

206,512

200,000.00

201,233.29

5,636.94

(86.76
)


2.108

 
MS
351.33

2,108

9102014
7152022
0523966K9

AUSTIN TX (CITY OF) MUNITAX BND GO

 
 
 
 
315,677.25

321,060.6

315,000.00

315,423.66

5,278.71

(42.68
)


1.758

 
MS
461.48

2,768.85

9102014
7152017
0523966M5

AUSTIN TX (CITY OF) MUNITAX BND GO

 
 
 
 
386,563.1

401,220.05

385,000.00

386,188.53

15,031.52

(63.47
)


2.384

 
MS
764.87

4,589.2

9102014
1172018
05253JAC5

AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO

 
 
 
 
774,550.5

771,160.83

775,000.00

774,805.36

(3,644.53
)
22.55



1.45

 
MN
4,245.28

5,618.75

5092013
11162018
05253JAJ0

AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO

 
 
 
 
4,995,800

5,026,978.3

5,000,000.00

4,996,313.72

(3,372.26
)
341.23



2

 
MN
37,500


11092015
1152021
05253JAH4

AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO

 
 
 
 
8,391,180

8,391,314.32

8,400,000.00

8,394,686.58

30,664.58

729.91



1.5

 
JJ
26,250

63,000

1122015
9152020
053015AD5

AUTOMATIC DATA PROCESSING, INC SENIOR CO

 
 
1
 
537,521.18

551,633.85

538,000.00

537,570.92

14,062.93

49.26



2.25

 
MS
538

16,687.88

9082015
6192018
05329WAL6

AUTONATION INC CORP BND

 
 
1
 
4,599,908

4,598,441.06

4,600,000.00

4,599,908

(1,466.94
)



3.35

 
JJ
32,532.23

48,798.33

2242016
3222022
BRSX3A$$1

AVAGO TECHNOLOGIES CAYMAN FINA SENIOR SE

 
F
1
 
4,381,092

4,400,147.55

4,425,345.46

4,382,001.37

18,146.18

909.37




 
MJSD

22,025.4

11132015
10152025
BRT0A7X63

AWAS AVIATION CAPITAL LTD SENIOR SECURED

 
F
1
 
753,194.53

755,321.65

756,979.43

753,194.53

2,127.12





 
MJSD


3182016
12312049
BRSU5BES8

AWP INC SENIOR SECURED REVOLVE LOAN

 
 
 
 
323,476.28

321,696.06

325,768.16

323,476.28

(1,780.22
)




 
MJSD

36.15

11122015
12312049
BRSU5BEP4

AWP INC SENIOR SECURED TERM LOAN

 
 
 
 
3,711,394.96

3,665,002.52

3,711,394.96

3,711,394.96

(46,392.44
)




 
MJSD

54,002.12

6092015
12312049
04280PAA5

AWPT_14-2A ABS 14-2A 144A

 
F
2
 
1,089,550

1,085,429.4

1,100,000.00

1,092,033.14

(6,603.74
)
527.36



2.132

 
MJSD
1,172.79

5,566.67

1232015
3122026
055065AA4

AZZURRO RE I LTD CORP BND 144A

 
D
 
 
1,408,562.5

1,421,061.58

1,250,000.00

1,408,562.5

12,499.08



15,875

2.15

 
JAJO
6,210.15

13,536.83

6122015
1162019
BRSWL65W8

B&G FOODS INC TERM NOTES

 
 
1
 
2,357,435.22

2,372,984.8

2,369,281.62

2,358,067.52

14,917.28

2,420.91




 
MJSD

27,566.48

10222015
12312049
BRSQHT1U4

B/E AEROSPACE INC SENIOR SECURED TERM NO

 
 
2
 
1,154,834.1

1,162,088.1

1,160,637.30

1,155,845.15

6,242.95

208.70




 
MJSD

11,976.26

11212014
3312025
05522RCU0

BACCT ABS 15-A2 A

 
 
2
 
4,374,475.22

4,384,625.04

4,375,000.00

4,374,586.32

10,038.72

29.80



1.36

 
MON
2,644.44

14,874.99

4222015
9152020
059513AE1

BACM CMBS 07-4 A4

 
 
2
 
5,360,794.56

4,965,354.16

4,790,778.33

5,001,822.67

(36,468.51
)
(49,813.26
)


5.934

 
MON
22,920.4

74,812.52

12022014
2102051
059513AF8

BACM_07-4 A1A SENIOR CMBS 07-4 A1A

 
 
2
 
3,058,547.53

2,849,317.93

2,749,245.42

2,874,151.47

(24,833.54
)
(27,169.38
)


5.774

 
MON
13,228.45

39,770.22

10142014
2102051
06054AAX7

BACM_2015-UBS7 LCF SENIOR CMBS_2015-UBS7

 
 
2
 
3,425,469.71

3,551,704.49

3,325,000.00

3,422,139.7

129,564.79

(2,379.61
)


3.705

 
MON
10,265.94

30,797.82

12092015
9152048
BRSHC6N35

BAKERCORP INTERNATIONAL INC SENIOR SECUR

 
 
2
 
1,144,799.15

1,024,595.24

1,144,799.15

1,144,799.15

(120,203.91
)




 
MJSD

12,330.09

2062013
3312025
BRSYWHG22

BANK NEDERLANDSE GEMEENTEN SENIOR CORP B

 
D
 
 
2,286,625.66

2,300,839.5

1,600,000.00

2,286,885.48

13,954.02

259.82


7,742.96

1.125

 
MAR
1,772.02

2,395.24

1262016
7272018
060505EN0

BANK OF AMERICA CORP CAPSEC CORP BND

 
 
1
 
1,428,637.5

1,352,902.5

1,377,000.00

1,424,900.93

(122,058.02
)
(1,019.48
)


6.1

 
MS
3,266.55

81,987.39

4152015
12072018
060505EH3

BANK OF AMERICA CORP CAPSEC CORP BND

 
 
1
 
4,876,597

4,749,780

4,816,000.00

4,871,838.02

(71,998.43
)
(1,271.97
)


6.25

 
MS
21,738.89

150,500

4132015
2142017
U5904RYZ0

BANK OF AMERICA CORP CORP BND

 
O
 
 
1,755,662.78

1,609,191.88

1,000,000.00

1,704,282.37

(95,090.49
)
(23,451.43
)

(94,543.34
)
7.75

 
APR
102,564.71

(11,443.47
)
1062016
12312049
06051GEQ8

BANK OF AMERICA CORP CORP BND

 
 
 
 
2,692,116

2,762,137.8

2,700,000.00

2,698,343.62

63,794.18

413.64



3.875

 
MS
2,615.63

52,312.5

3192012
10222026
06051GEX3

BANK OF AMERICA CORP SENIOR CORP BND

 
 
 
 
3,958,929

3,962,508.54

3,900,000.00

3,936,140.94

5,544.23

(3,733.93
)


2.6

 
JJ
21,406.67

68,813.33

2242016
4212025
06050TME9

BANK OF AMERICA CORP SENIOR CORP BND

 
 
 
 
4,200,000

4,220,928.85

4,200,000.00

4,200,000

20,928.85




2.05

 
JD
27,265


12032015
1152019
06050TLT7

BANK OF AMERICA CORP SENIOR CORP BND

 
 
 
 
4,995,600

5,004,250

5,000,000.00

4,998,705.77

26,367.6

367.10



1.25

 
FA
8,159.72

31,250

2112014
3222017





06051GFT1

BANK OF AMERICA CORP SENIOR CORP BND MTN

 
 
 
 
4,723,440.75

4,750,836.96

4,725,000.00

4,723,573.22

27,263.74

73.06



2.625

 
AO
55,814.07


2242016
1172017
06051GFL8

BANK OF AMERICA CORP SUB CORP BND

 
 
 
 
2,028,700

2,028,205.42

2,000,000.00

2,026,702.68

1,502.74

(500.04
)


4.25

 
AO
37,541.67


3122015
10192020
060505EG5

BANK OF AMERICA CORP SUB CORP BND

 
 
1
 
4,862,500

4,712,500

5,000,000.00

4,862,500

(150,000
)



5.125

 
JD
74,027.78


8012014
12312049
06051GFP9

BANK OF AMERICA CORP SUB CORP BND MTN

 
 
 
 
1,495,575

1,488,248.06

1,500,000.00

1,495,922.81

(7,674.75
)
162.82



3.95

 
AO
26,333.33

5,925

4162015
4152021
063679ZT4

BANK OF MONTREAL CORP BND 144A

 
A
 
 
3,271,560

3,270,848.75

3,250,000.00

3,258,091.83

12,756.92

(2,420.33
)


1.95

 
JJ
10,738.55

31,687.5

8222014
1302017
06366RMS1

BANK OF MONTREAL SENIOR CORP BND MTN

 
A
1
 
249,595

249,710.27

250,000.00

249,701.58

500.8

36.01



1.45

 
AO
1,731.94


7072015
4092018
06366RHA6

BANK OF MONTREAL SENIOR CORP BND MTN

 
A
 
 
260,418.6

260,785.28

260,000.00

260,284.48

8.69

(48.57
)


1.4

 
MS
202.22

1,820

7162015
9112017
06406HCA5

BANK OF NEW YORK MELLON CORP BND MTN

 
 
1
 
1,497,285

1,514,670

1,500,000.00

1,499,555.74

15,114.26

138.27



2.4

 
JJ
7,400

18,000

11172011
3062018
064058AD2

BANK OF NEW YORK MELLON CORP/T CAPSEC CO

 
 
1
 
6,775,000

6,715,718.75

6,775,000.00

6,775,000

(59,281.25
)



4.95

 
JD
94,087.82


12232015
 
06406HCE7

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
 
299,634

298,989.3

300,000.00

299,737.65

11,192.88

35.56



1.3

 
JJ
715

1,950

7072015
3042019
06406FAA1

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
 
855,270

866,422.83

850,000.00

855,229.95

(748.35
)
(40.05
)


2.5

 
AO
2,479.17

(1,711.81
)
3152016
1252018
06406HCW7

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
 
1,007,930

1,016,709.9

1,000,000.00

1,007,068.75

1,900.5

(572.67
)


2.3

 
MS
1,277.78

11,500

11102015
5222018
06406HCZ0

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
 
1,397,455

1,409,883.69

1,400,000.00

1,397,978.96

34,591.6

122.99



2.15

 
FA
3,093.61

15,050

3092015
6232020
06406HCU1

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
 
1,996,120

2,032,133.64

2,000,000.00

1,997,542.04

9,641.15

189.62



2.2

 
MN
16,622.22


5022014
2242020
06406HDB2

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
 
1,999,820

2,001,273.2

2,000,000.00

1,999,868.2

11,904.73

15.11



1.6

 
MN
11,466.67


5222015
6222018
06406HCK3

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
 
 
10,000,000

10,001,900.5

10,000,000.00

10,000,000

1,405




1.076

 
MJSD
7,469.44

22,547.78

6022014
5152019
06406HCR8

BANK OF NEW YORK MELLON/THE SENIOR CORP

 
 
1
 
7,491,675

7,610,580.23

7,500,000.00

7,495,149.78

115,430.45

398.62



2.2

 
MS
12,375

82,500

1282014
9112019
06415CAE9

BANK OF NOVA SCOTIA SECURED LOCAL BND 14

 
A
 
 
4,973,570

4,926,754.25

4,900,000.00

4,928,200.05

(1,445.8
)
(7,176.00
)


1.75

 
MS
2,143.75

50,015.97

8202014
3222017
064159HC3

BANK OF NOVA SCOTIA SENIOR CORP BND

 
A
 
 
1,523,185.25

1,532,603.36

1,525,000.00

1,523,310.07

6,466.74

124.82



1.95

 
JJ
6,277.91


1122016
1152019
064159GM2

BANK OF NOVA SCOTIA SENIOR CORP BND

 
A
1
 
3,998,120

4,005,082.72

4,000,000.00

3,998,615.98

9,293.29

153.81



1.7

 
JD
20,777.78


6042015
6112018
064159HB5

BANK OF NOVA SCOTIA SUB CORP BND

 
A
 
 
1,172,906.16

1,160,751.57

1,173,000.00

1,172,908.37

(12,156.8
)
2.81



4.5

 
JD
15,395.62

7,573.13

12092015
12162025
06538PAB8

BANK OF TOKYO-MITSUBISHI UFJ L SENIOR CO

 
F
 
 
1,667,000

1,669,450.67

1,667,000.00

1,667,000

2,450.67




1.652

 
MJSD
1,377.23

14,304.47

9082015
9142018
06739GBP3

BARCLAYS BANK PLC CORP BND

 
F
 
 
6,019,695

5,849,844.11

5,500,000.00

5,894,064.88

(44,220.77
)
(19,839.70
)


5.14

 
AO
131,141.39


8192014
10142020
G089B6CD0

BARCLAYS BANK PLC SENIOR CORP BND EMTN

 
D
 
 
2,679,360.59

2,461,039.2

1,700,000.00

2,691,416.2

(230,377
)
769.11


(250,879.62
)
1.5

 
APR
36,350.73


3282012
12312049
06738EAD7

BARCLAYS PLC SENIOR CORP BND

 
F
 
 
916,761.6

915,744.92

920,000.00

917,619.18

(1,874.26
)
156.42



2.75

 
MN
10,049.72


11032014
11082019
06738EAF2

BARCLAYS PLC SENIOR CORP BND

 
F
 
 
1,299,883

1,286,705.52

1,300,000.00

1,299,922.91

(13,217.39
)
10.05



2

 
MS
1,083.33

16,222.22

3092015
3162018
06738EAL9

BARCLAYS PLC SENIOR CORP BND

 
F
 
 
2,898,405

2,892,657.74

2,900,000.00

2,898,470.11

(5,812.37
)
65.11



3.25

 
JJ
20,682.64


1052016
1122021
BRSTM9RG9

BASS PRO GROUP LLC SENIOR SECURED TERM L

 
 
1
 
1,414,961.22

1,354,674.63

1,418,507.47

1,415,476.92

(60,802.29
)
188.63




 
MJSD

24,342.69

5292015
12312049
07177MAF0

BAXALTA INC SENIOR CORP BND 144A

 
 
 
 
3,867,702.3

3,837,564.75

3,870,000.00

3,868,281.47

(45,635.07
)
187.83



2

 
JD
21,285


12232015
10152018
07177MAC7

BAXALTA INC SENIOR CORP BND 144A

 
 
1
 
9,207,052.8

9,161,846.9

9,210,000.00

9,207,481.97

(30,716.72
)
139.29



2.875

 
JD
72,081.04


9292015
10032016
072863AA1

BAYLOR SCOTT & WHITE HOLDINGS MUNITAX BN

 
 
1
 
750,000

753,454.5

750,000.00

750,000

3,454.5




2.123

 
MN
6,015.16


4152015
2012019
05531FAN3

BB&T CORP SENIOR CORP BND MTN

 
 
1
 
787,675.2

788,298.45

780,000.00

784,754.22

3,544.23

(551.86
)


2.05

 
JD
4,530.5


11262014
12312049
05531GAA9

BB&T CORP SUB CORP BND MTN

 
 
1
 
425,524

420,232.73

400,000.00

421,950.85

(1,718.12
)
(847.58
)


3.95

 
MS
395.01

7,900

3042015
12312049
06742LAG8

BCLDRY_14-5 SENIOR ABS2014-5 A

 
 
2
 
3,394,476.57

3,400,419.44

3,395,000.00

3,394,651.72

5,767.72

52.74



1.48

 
MON
2,233.16

12,561.51

6012015
9152020





BRSW3NGN9

BEACON ROOFING SECURED TERM LOAN

 
 
1
 
331,056.46

331,472.36

332,720.06

331,166.06

306.3

59.37




 
MJSD

2,964.55

9252015
12312049
07388VAE8

BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T

 
 
2
 
4,224,912.57

3,903,938.29

3,813,743.33

3,928,092.08

(24,153.79
)
(32,232.23
)


5.471

 
MON
16,833.14

53,050.09

4162014
1122045
075887BB4

BECTON DICKINSON AND COMPANY CORP BND

 
 
 
 
1,249,587.5

1,253,300

1,250,000.00

1,249,948.47

3,351.53

21.26



1.75

 
MN
8,689.24


11082012
9152020
075887BE8

BECTON DICKINSON AND COMPANY SENIOR CORP

 
 
 
 
4,395,855.87

4,479,779.71

4,385,000.00

4,393,173.99

86,605.72

(522.52
)


2.675

 
JD
34,537.96


12102014
5152018
BRSSLJ0J3

BENDON INC SENIOR SECURED TERM NOTES

 
 
 
 
501,579.43

496,563.64

501,579.43

501,579.43

(5,015.79
)




 
MJSD

3,654.67

1282016
12312049
BRSSLJ0T1

BENDON INC SENIOR SECURED TERM NOTES

 
 
 
 
6,065,638.53

6,004,982.14

6,065,638.53

6,065,638.53

(60,656.39
)




 
MJSD

84,950.13

4142015
12312049
59562VAX5

BERKSHIRE HATHAWAY ENERGY CO SENIOR CORP

 
 
1
 
1,506,105

1,504,129.14

1,500,000.00

1,505,008.58

(879.44
)
(479.55
)


2

 
MN
11,333.34


8282015
11152018
BRSVUV3M9

BERRY PLASTICS CORP SECURED TERM LOAN

 
 
1
 
248,195.57

249,304.1

249,442.79

248,281.84

1,022.26

106.34




 
MJSD

2,573.45

9172015
12312049
BRSHBHS86

BERRY PLASTICS CORP SENIOR SECURED TERM

 
 
2
 
5,690,126.6

5,675,807.95

5,705,126.60

5,696,086.21

(20,278.26
)
582.06




 
FMAN

48,659.18

10012015
3312025
BRSV3DKS7

BESTOP INC SENIOR SECURED REVOLVE NOTES

 
 
 
 
105,000

103,162.5

105,000.00

105,000

(1,837.5
)




 
MJSD

1,658.85

7302015
12312049
BRSV3DL15

BESTOP INC SENIOR SECURED TERM NOTES

 
 
 
 
4,147,500

4,074,918.75

4,147,500.00

4,147,500

(72,581.25
)




 
MJSD

65,524.73

7302015
12312049
05541VAD8

BG ENERGY CAPITAL PLC CORP BND 144A

 
F
 
 
515,455

503,282

500,000.00

504,114.89

(832.89
)
(1,889.07
)


2.875

 
AO
6,628.47


10062011
10152016
G1163HET9

BG ENERGY CAPITAL PLC CORP BND EMTN

 
D
 
 
793,607.43

699,018.09

460,000.00

762,713.09

(63,695
)
(5,969.26
)

(64,177.05
)
5.125

 
DEC
10,739.3


12102014
12312049
095560AJ7

BHILL_13-1A MEZZANIN ABS 13-1A C1 144A

 
F
2
 
672,468.75

657,011.99

675,000.00

672,818.49

(15,806.5
)
85.98



3.622

 
JAJO
5,229.26

5,727.86

4022015
1152026
055451AU2

BHP BILLITON FINANCE (USA) LTD SENIOR CO

 
F
 
 
544,060

515,315.71

500,000.00

538,990.01

7,770.39

(1,166.62
)


3.85

 
MS
53.47

9,625

2242015
9302023
055451AP3

BHP BILLITON FINANCE (USA) LTD SENIOR CO

 
F
 
 
6,706,708

6,729,371.25

6,725,000.00

6,721,600.86

(23,674.3
)
930.85



1.625

 
FA
11,231.69

54,640.63

2212012
2242017
09062XAC7

BIOGEN IDEC INC SENIOR CORP BND

 
 
 
 
4,943,836.1

5,044,119.53

4,911,000.00

4,943,709.22

100,410.31

(166.90
)


2.9

 
MS
6,329.73

33,921.31

3222016
10302021
BRSR5UKB3

BIOTELEMETRY INC TERM NOTES

 
 
 
 
4,071,428.57

4,061,250

4,071,428.57

4,071,428.57

(10,178.57
)




 
MJSD

54,427.08

1022015
3312025
BRSTA36J2

BLACK KNIGHT INFOSERV LLC SENIOR SECURED

 
 
 
 
365,113.28

364,884.52

366,028.36

365,206.11

(321.59
)
35.42




 
MJSD

3,478.38

5072015
12312049
BRSZ4WWJ2

BLUEPAY PROCESSING LLC SENIOR SECURED CO

 
 
 
 
2,203,757.23

2,192,738.44

2,203,757.23

2,203,757.23

(11,018.79
)




 
MJSD

20,905.09

1292016
12312049
BRSK4S5S4

BMC SOFTWARE FINANCE INC SENIOR SECURED

 
 
2
 
3,665,066.66

3,060,705.23

3,673,764.71

3,667,904.81

(607,199.58
)
393.65




 
FMAN

46,555.43

7162014
3312025
N1430ZAT2

BMW FIN N.V. CORP BND EMTN

 
D
 
 
1,151,197.28

1,133,030.63

750,000.00

1,146,919.34

(13,888.71
)
(4,277.94
)

(18,489.2
)
3.375

 
DEC
10,834.97

(2,525.81
)
1062016
12312049
BRSL762A9

BMW FIN N.V. SENIOR CORP BND EMTN

 
D
 
 
1,543,559.25

1,445,751.76

1,000,000.00

1,537,056.22

(91,304.46
)
(1,817.62
)

(88,393.33
)
1.75

 
NOV
9,140.21


5062015
7152021
05579UAD5

BMWLT_14-1 ABS _14-1-A4

 
 
2
 
12,299,729.4

12,294,081.24

12,300,000.00

12,299,673.93

(5,592.69
)
(6.69
)


0.99

 
MON
3,720.75

30,442.5

4092014
8212017
09658UAD1

BMWOT_14-A ABS 14-A-A4

 
 
2
 
974,895.38

978,704.97

975,000.00

974,928.38

3,776.59

4.47



1.5

 
MON
243.75

3,656.25

10082014
2252021
05565AAN3

BNP PARIBAS SA CAPSEC CORP BND 144A

 
F
1
 








7.375

 
FA
(734.43
)
55,082.04

8122015
 
097023BM6

BOEING CO SENIOR CORP BND

 
 
1
 
376,858.82

381,043.63

382,000.00

377,270.85

9,163.89

245.72



1.65

 
AO
2,661.26


10282015
1152018
097023BG9

BOEING CO SENIOR CORP BND

 
 
 
 
807,568

818,673.52

800,000.00

806,434.7

12,238.82

(271.70
)


2.35

 
AO
7,885.56


3042015
3012019
097023BE4

BOEING CO SENIOR CORP BND

 
 
 
 
1,970,180

1,994,206.24

2,000,000.00

1,985,042.35

3,772.78

1,733.17



0.95

 
MN
7,177.77


4302013
10302020
10011AAA1

BOSPHORUS LTD SENIOR CORP BND 144A

 
F
 
 
1,080,000

1,071,543.6

1,080,000.00

1,080,000

(8,456.4
)



3.735

 
MJSD
2,688.95

21,814.51

8112015
8172018
102022AX8

BOURBONNAIS ILL MUNI BND REV

 
 
1
 
1,236,560.5

1,204,349

1,150,000.00

1,194,999.6

9,349.4

(6,985.79
)


4.375

 
MN
20,963.54


7272007
9152020
BRSK5A7F8

BOYD GAMING CORPORATION SENIOR SECURED T

 
 
2
 
2,908,212.53

2,924,674.61

2,927,810.29

2,912,999.41

11,675.2

789.53




 
FMAN

32,043.9

10012015
3312025
05565QBT4

BP CAPITAL MARKETS PLC CORP BND

 
F
 
 
4,773,490

4,786,432.03

4,750,000.00

4,752,866.17

33,565.86

(1,219.39
)


2.248

 
MN
44,491.67


12052014
11012016
05565QCC0

BP CAPITAL MARKETS PLC SENIOR CORP BND

 
F
 
 
498,865

498,714.22

500,000.00

499,410.39

22,019.67

91.10



1.375

 
MN
2,769.1


11012012
11062017





05565QCZ9

BP CAPITAL MARKETS PLC SENIOR CORP BND

 
F
 
 
875,000

887,165.17

875,000.00

875,000

(696.17
)



3.062

 
MS
1,041.93

13,396.25

3122015
3172022
05565QCE6

BP CAPITAL MARKETS PLC SENIOR CORP BND

 
F
 
 
1,105,638.75

1,117,723.19

1,125,000.00

1,113,550.35

4,172.84

1,328.68



1.375

 
MN
6,058.59


5072013
5102018
05565QCF3

BP CAPITAL MARKETS PLC SENIOR CORP BND

 
F
 
 
2,500,000

2,468,750

2,500,000.00

2,500,000

(31,250
)



1.131

 
FMAN
4,005.63

5,439.5

5072013
5102018
05565QBY3

BP CAPITAL MARKETS PLC SENIOR CORP BND

 
F
 
 
5,700,000

5,722,019.67

5,700,000.00

5,700,000

12,165.17




1.846

 
MN
42,673.37


5022012
5052017
07330NAC9

BRANCH BKG & TR CO SENIOR CORP BND

 
 
1
 
999,640

1,002,250

1,000,000.00

999,940.22

2,309.78

29.20



1.45

 
AO
7,169.44


9042013
11082016
07330NAD7

BRANCH BKG & TR CO SENIOR CORP BND

 
 
1
 
3,804,378.11

3,798,999

3,737,000.00

3,781,104.96

17,894.04

(4,388.77
)


2.3

 
AO
39,632.96


11262014
12152019
10620NCG1

BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1

 
 
2
 
2,263,952.22

2,270,274.73

2,294,875.78

2,282,491.63

(12,216.9
)
1,377.33



1.429

 
FMAN
3,279.61

7,433.79

3102011
2252030
110122AV0

BRISTOL-MYERS SQUIBB CO SENIOR CORP BND

 
 
 
 
7,465,480

7,614,480.39

7,500,000.00

7,471,679.82

142,800.57

2,353.43



1.75

 
MS
10,937.5

65,625

11122015
9012025
111013AM0

BRITISH SKY BROADCASTING GRP P SENIOR CO

 
F
 
 
5,111,910.15

5,175,787.08

5,115,000.00

5,112,767.95

63,019.13

183.29



2.625

 
MS
5,594.54

67,134.39

11172015
9162019
11102AAA9

BRITISH TELECOMMUNICATIONS PLC CORP BND

 
F
 
 
1,121,760

1,077,522.05

1,000,000.00

1,071,524.15

5,997.9

(9,812.88
)


5.95

 
JJ
12,561.11

29,750

12112014
1152018
111021AK7

BRITISH TELECOMMUNICATIONS PLC SENIOR CO

 
F
 
 
425,110.5

432,513.57

425,000.00

425,081.81

7,431.76

(6.84
)


2.35

 
FA
1,303.92

4,993.75

12112014
2142019
G1582KAR3

BRITISH TELECOMMUNICATIONS PLC SENIOR LO

 
D
 
 
1,777,041.92

1,526,252.05

1,000,000.00

1,676,771.74

(150,519.69
)
(21,743.72
)

(154,981.03
)
6.625

 
JUN
73,627.26

15,316.54

12102014
12312049
114894HA9

BROWARD CNTY FLA MUNITAX BND REV

 
 
2
 
2,299,520

2,234,560

2,000,000.00

2,242,695.41

(8,135.41
)
(9,607.84
)


6.9

 
AO
69,000


5242001
5152018
115637AN0

BROWN-FORMAN CORPORATION SENIOR CORP BND

 
 
 
 
1,295,697

1,291,105.05

1,300,000.00

1,298,463.54

(7,358.49
)
212.34



1

 
JJ
2,744.44

6,500

12102012
5012017
07387AAW5

BSARM CMO_05-3 2A1

 
 
2
 
684,011.75

641,078.74

696,860.09

685,565.71

(44,486.97
)
(2,466.44
)


2.795

 
MON
1,622.93

4,967.46

8102007
6252035
07384M3D2

BSARM_04-10 CMO 04-9 22A1

 
 
2
 
520,716.25

507,973.03

530,801.47

521,870.41

(13,897.38
)
288.14



3.226

 
MON
1,426.92

4,336.1

8132007
11252034
07388YAE2

BSCMS CMBS 07-PW16 A4

 
 
2
 
2,556,684.34

2,337,071.69

2,281,516.80

2,348,722.71

(11,651.02
)
(16,283.86
)


5.911

 
MON
10,877.03

33,182.13

4242014
6112040
07387JAF3

BSCMS PAC SENIOR CMBS 06-PW12 A1A

 
 
2
 
154,986.75

142,726.92

142,891.24

144,322.49

(1,595.57
)
(1,697.17
)


5.927

 
MON
689.47

4,849.09

4232014
9112038
G1658KAC5

BSKYB FINANCE UK PLC CORP BND

 
D
 
 
1,638,657.06

1,528,953.74

1,000,000.00

1,602,541.85

(73,588.11
)
(20,498.83
)

(75,312.13
)
5.75

 
OCT
37,032.07

9,780.17

1062016
12312049
BRSG4MWQ0

BSN MEDICAL SENIOR SECURED TERM NOTE

 
E
2
 
1,569,941.31

1,553,974.23

1,577,638.81

1,573,794.62

(19,820.39
)
280.84




 
JAJO

15,951.68

10292012
3312025
12189TAY0

BURLINGTON NORTHERN SANTA FE R CORP BND

 
 
 
 
2,363,882.3

2,331,515.2

2,225,000.00

2,329,097.94

2,417.26

(23,799.82
)


5.65

 
MN
52,380.2


11172015
8122019
12189LAY7

BURLINGTON NORTHERN SANTA FE R SENIOR CO

 
 
1
 
503,523.94

543,987.67

505,000.00

503,604.88

40,382.79

33.74



3.65

 
MS
1,536.03

9,779.46

8142015
8152019
126802BS5

CABMT_12-2A ABS_11-2A A2

 
 
2
 
18,603,606.06

18,452,510.8

18,445,000.00

18,454,973.92

(2,463.12
)
(12,049.96
)


1.036

 
MON
9,025.45

46,326.4

3072013
6172019
12765JAA6

CAELUS RE IV LTD CORP BND 144A

 
E
 
 
750,000

753,375

750,000.00

750,000

3,375




5.775

 
JAJO
3,849.78


2162016
8172018
12800UAL4

CAISSE CENTRALE DESJARDINS SECURED LOCAL

 
A
 
 
2,699,352

2,711,339.94

2,700,000.00

2,699,875.63

11,464.31

33.01



1.6

 
MS
3,000

21,600

2282012
3062017
BRSJ7A0J8

CALPINE CONSTRUCTION FINANCE C SENIOR SE

 
 
 
 
6,528,176.12

6,433,407.35

6,581,490.89

6,543,772.53

(110,365.18
)
1,657.61




 
MJSD

51,658.35

10012015
3312025
BRSYQLA42

CAMBRIDGE INTERNATIONAL INC SECURED TERM

 
 
 
 
729,820.57

728,908.29

729,820.57

729,820.57

(912.28
)




 
MJSD

3,388.53

1132016
12312049
BRSYQLH45

CAMBRIDGE INTERNATIONAL INC SENIOR SECUR

 
 
 
 
6,005,282.1

5,997,775.5

6,005,282.10

6,005,282.1

(7,506.6
)




 
MJSD

15,013.21

1132016
12312049
BRSLAJ886

CAMPING WORLD INC SENIOR SECURED TERM NO

 
 
 
 
267,785.62

265,131.97

268,658.11

267,847.53

(2,715.56
)
58.71




 
MJSD

3,669.41

12142015
3312025
1.35E+47

CANADA GOVERNMENT CORP BND

 
A
 
 
1,002,490

1,006,080.02

1,000,000.00

1,001,823

49,297.29

(228.78
)


1.125

 
MS
375

5,625

7022015
3192018
135087C77

CANADA GOVERNMENT CORP BND

 
A
 
 
2,903,898

2,953,707.92

2,900,000.00

2,904,410.63

4,257.02

(370.55
)


1.625

 
FA
4,450.69

23,562.5

10082015
2272019
136375BU5

CANADIAN NTL RAIL CO CORP BND

 
A
1
 
1,637,394

1,654,504.5

1,650,000.00

1,648,192.6

6,311.9

633.87



1.45

 
JD
7,044.58


11072011
12152016
140420NB2

CAPITAL ONE BANK USA NA SUB CORP BND

 
 
 
 
755,565

754,150.03

750,000.00

754,951.95

(801.92
)
(159.31
)


3.375

 
FA
3,234.38

12,656.25

3262015
9062018
14042E5V8

CAPITAL ONE FIN CORP SENIOR CORP BND

 
 
1
 
4,010,623.65

4,029,433.8

4,015,000.00

4,011,500.42

36,000.47

354.06



2.35

 
FA
11,531.98

46,914.16

8132015
6162018





14042E3Y4

CAPITAL ONE FIN CORP SENIOR CORP BND

 
 
1
 
9,380,512.5

9,416,973.38

9,375,000.00

9,380,972.91

17,933.38

(275.88
)


2.95

 
JJ
52,239.58

138,281.25

3052015
3052020
14040HBH7

CAPITAL ONE FINANCIAL CORP CAPSEC CORP B

 
 
1
 
1,748,400

1,710,975

1,750,000.00

1,748,400

(37,425
)



5.55

 
JD
32,375

(10,868.75
)
3212016
 
14041NFA4

CAPITAL ONE MULTI-ASSET EXECUT SENIOR AB

 
 
2
 
9,999,816

10,024,626

10,000,000.00

9,999,845.67

24,780.33

14.53



1.45

 
MON
6,444.44

36,249.99

10192015
8162021
14313TAC3

CARMAX AUTO OWNER TRUST CARMX_ ABS _14-3

 
 
2
 
1,199,904.84

1,200,000

1,200,000.00

1,199,952.49

47.51

6.03



1.16

 
MON
618.67

3,480

8062014
6172019
14313LAC0

CARMX_13-1 ABS 13-1

 
 
2
 
524,132.44

523,876.26

524,145.30

524,141.81

(265.55
)
5.41



0.6

 
MON
139.77

1,405.4

6012015
10162017
14313RAD5

CARMX_14-2 SENIOR ABS_14-2-A4

 
 
2
 
1,999,666.6

2,008,000.04

2,000,000.00

1,999,820.87

8,179.17

20.79



1.61

 
MON
1,431.11

8,049.99

5072014
10152019
14313TAD1

CARMX_14-3 ABS_14-3-A4

 
 
2
 
2,291,414.06

2,310,376.45

2,295,000.00

2,292,838.62

17,537.83

221.72



1.73

 
MON
1,764.6

9,925.89

9232014
2182020
14313VAC8

CARMX_15-3 SENIOR ABS 15-3 A3

 
 
2
 
1,199,924.29

1,204,920.04

1,200,000.00

1,199,935.81

4,984.23

4.39



1.63

 
MON
869.33

4,890

8062015
5152020
14313VAD6

CARMX_15-3 SENIOR ABS 15-3 A4

 
 
2
 
249,946.4

252,750

250,000.00

249,954.18

2,795.82

2.99



1.98

 
MON
220

1,237.5

8062015
2162021
BRSWNA5P2

CARR MANAGEMENT INC SENIOR SECURED TERM

 
 
 
 
4,322,887.9

4,312,026.38

4,344,610.96

4,324,722.8

(12,696.42
)
1,137.35




 
MJSD

90,578.05

10152015
12312049
BRSS9F6W0

CASCADE DRILLING L.P. SENIOR SECURED TE

 
 
 
 
351,906.2

350,146.67

351,906.20

351,906.2

(22,014.03
)




 
MJSD

8,871.67

3222016
12312049
BRSS9F410

CASCADE DRILLING L.P. SENIOR SECURED TE

 
 
 
 
4,402,806.29

4,380,792.26

4,402,806.29

4,402,806.29

(1,759.53
)




 
MJSD

54,347.11

3092015
12312049
14855GAB7

CASTLELAKE AIRCRAFT SECU TRUST ABS_14-1

 
 
2
 
849,404.64

837,994.72

845,178.74

848,868.04

(10,873.32
)
(410.74
)


5.25

 
MON
1,972.08

11,438.99

1052015
2152029
BRSN5MWG6

CATALENT PHARMA SOLUTIONS INC SENIOR SEC

 
 
2
 
3,884,154.96

3,897,575.78

3,903,673.31

3,889,081.12

8,494.66

755.31




 
MJSD

39,512.87

10012015
3312025
14912L6J5

CATERPILLAR INC CORP BND MTN

 
 
 
 
3,971,720

4,033,683.16

4,000,000.00

3,974,697.38

58,985.78

1,545.65



2

 
MS
5,777.78

40,000

10062015
12052017
14912L6M8

CATERPILLAR INC SENIOR CORP BND

 
 
 
 
2,997,210

3,041,683.74

3,000,000.00

2,997,559.58

44,124.16

227.23



1.8

 
MN
20,700


11092015
6242020
14912L5T4

CATERPILLAR INC SENIOR CORP BND MTN

 
 
 
 
1,016,550

1,027,219.62

1,000,000.00

1,010,378.2

16,841.42

(1,035.46
)


2.45

 
MS
1,701.39

12,250

9032013
11132018
14912L6L0

CATERPILLAR INC SENIOR CORP BND MTN

 
 
 
 
2,899,739

2,927,156.76

2,900,000.00

2,899,806.7

27,350.06

21.36



1.7

 
JD
14,379.17


6112015
6242016
12479RAB3

CAUTO_14-1A ABS_14-1A A 144A

 
 
2
 
2,998,196.46

3,103,194.3

3,000,000.00

2,998,323.83

104,870.47

31.31



3.66

 
MON
4,880

27,450

10102014
10152044
124857AL7

CBS CORP SENIOR CORP BND

 
 
1
 
1,973,560

2,011,649.32

2,000,000.00

1,981,371.59

30,277.73

1,310.42



2.3

 
FA
5,877.78

23,000

9032014
7202020
BRSLW9ZY7

CBS OUTDOOR AMERICAS CAPITAL L SENIOR SE

 
 
2
 
1,973,179.69

1,964,525.39

1,978,125.00

1,974,682.04

(10,156.65
)
177.15




 
MJSD

15,000.78

1172014
3312025
17119VAC7

CCART_13-B ABS_13-B A3 144A

 
 
2
 
342,642.97

342,321.84

342,472.74

342,487.82

(165.98
)
(58.79
)


0.85

 
MON
129.37

1,315.7

8262014
5152018
17119VAD5

CCART_13-B ABS_13-BA A4 144A

 
 
2
 
324,940.82

324,642.5

325,000.00

324,982.19

(339.69
)
4.39



1.27

 
MON
183.44

1,031.88

11062013
3152019
17119YAC1

CCART_14-BA ABS _14-BA-A3 144A

 
 
2
 
2,530,822.04

2,528,898.23

2,531,302.99

2,531,126.25

(2,228.02
)
69.89



1.27

 
MON
1,428.78

8,829.44

9182014
5152019
17305EDY8

CCCIT_13-A1 ABS_07-A8 A8

 
 
2
 
577,968.75

531,699.98

500,000.00

530,712.7

987.28

(5,153.44
)


5.65

 
MS
863.19

14,125

12022013
9202019
17305EFQ3

CCCIT_14-A4 ABS _14-A4-A4

 
 
2
 
1,059,785.77

1,061,908

1,060,000.00

1,059,919.59

1,988.41

20.62



1.23

 
AO
5,686.02


4292014
4242019
17305EFU4

CCCIT_14-A8 SENIOR ABS 2014-A8 A8

 
 
2
 
13,341,671.13

13,416,254.6

13,290,000.00

13,335,352.3

80,902.3

(5,425.24
)


1.73

 
AO
109,849.23


12102015
4092020
12532LAU9

CCMS_16-RNDB SENIOR CMBS_16-RNDB AFL

 
 
2
 
10,165,000

10,164,998.98

10,165,000.00

10,165,000

(1.02
)



2.15

 
MON
1,214.17


3212016
2152033
BRSJ13HK9

CDW CORPORATION SECURED TERM NOTES

 
 
2
 
487,487.96

495,532.51

497,436.70

488,026.03

7,506.48

563.70




 
MJSD

4,442.8

12112015
3312025
15672NAA2

CERB_14-1A ABS_14-1A-A 144A

 
 
2
 
1,504,492.75

1,503,097.93

1,504,492.75

1,504,492.75

(1,394.82
)



2.522

 
JAJO
8,115.65

9,674.36

11202014
10152023
15672NAC8

CERB_14-1A MEZZANIN ABS _14-1A-B 144A

 
 
2
 
991,577.3

984,118.2

1,000,000.00

994,778.16

(10,659.96
)
315.74



3.322

 
JAJO
7,105.39

7,719.06

11202014
10152023
156792GT4

CERRITOS CALIF CMNTY COLLEGE D MUNI BND

 
 
 
 
500,000

515,355

500,000.00

500,000

15,355




2.165

 
FA
1,804.17

5,412.5

11052014
2012019
17322FAA9

CGCMT_14-388G SENIOR CMBS_14-388G A 144A

 
 
2
 
490,000

479,673.69

490,000.00

490,000

(10,326.31
)



1.186

 
MON
274.66

1,373.67

6052014
6152033
17322VAR7

CGCMT_14-GC23 SENIOR CMBS_14-GC23 A2

 
 
2
 
3,316,556.2

3,308,904.27

3,220,000.00

3,282,453.25

26,451.02

(5,244.95
)


2.851

 
MON
7,650.18

22,950.54

7172014
7102047





17324DAU8

CGCMT_15-P1 LCF SENIOR CMBS 15-P1

 
 
2
 
1,029,952.4

1,069,140.01

1,000,000.00

1,028,230.46

40,909.55

(702.06
)


3.717

 
MON
3,097.5

9,292.5

8062015
9152048
29429CAD7

CGCMT_16-P3 LCF SENIOR CMBS_16-P3 A4

 
 
2
 
3,604,769

3,603,311.6

3,500,000.00

3,604,769

(1,457.4
)



3.329

 
MON
3,883.84

(3,883.84
)
3292016
1152021
12532LAA3

CGGS COMMERCIAL MORTGAGE TRUST SENIOR C

 
 
2
 
4,999,963

5,040,271.5

5,000,000.00

4,999,961.32

40,310.18

(1.68
)


2.757

 
MON
11,487.5

(11,104.58
)
3212016
2102033
14310KAC5

CGMS_13-4 SENIOR ABS 13-4 A1 144A

 
F
2
 
1,489,350

1,478,362.35

1,500,000.00

1,492,052.16

(13,689.81
)
567.89



2.092

 
JAJO
6,711.83

6,863.58

1232015
10152025
14311DAC0

CGMS_15-1A ABS_15-1A A 144A

 
F
2
 
4,987,000

4,971,991

5,000,000.00

4,989,295.77

(17,304.77
)
524.20



2.154

 
JAJO
21,538

23,602.47

2052015
4202027
161571FU3

CHAIT_13-A1 ABS 13-A1

 
 
2
 
3,165,795.7

3,198,194.94

3,195,000.00

3,178,879.06

19,315.88

2,116.83



1.3

 
MON
1,846

10,383.75

9042014
2182020
161571FW9

CHAIT_13-A3 ABS 13-A3

 
 
2
 
960,000

957,696.02

960,000.00

960,000

(2,303.98
)



0.716

 
MON
324.68

1,701.49

4122013
4152020
161571GT5

CHAIT_15-A2 ABS_15-A2 A

 
 
2
 
6,229,695.35

6,269,248.81

6,230,000.00

6,229,801.7

39,447.11

35.55



1.59

 
MON
4,402.54

35,971.54

3062015
2182020
808513AL9

CHARLES SCHWAB CORPORATIO SENIOR CORP BN

 
 
1
 
318,656

321,613.89

320,000.00

318,779.99

1,512.89

29.46



3

 
MS
560

4,800

3032015
9142018
808513AK1

CHARLES SCHWAB CORPORATIO SENIOR CORP BN

 
 
1
 
668,795.03

670,366.31

669,000.00

668,853.42

2,833.9

13.84



1.5

 
MS
585.38

5,017.5

3042015
9142018
BRSUTDDX8

CHARTER COMMUNICATION OPER LLC SENIOR SE

 
 
 
 
693,115.81

694,977.32

694,852.94

693,254.95

2,145.27

58.35




 
JAJO

6,079.96

7232015
12312049
BRSJ315T5

CHARTER COMMUNICATION OPER LLC SENIOR SE

 
 
2
 
5,058,568.49

5,071,786.43

5,098,072.09

5,069,641.16

1,722.37

1,506.72




 
JAJO

36,202.21

10012015
3312025
161630BD9

CHASE CMO_07-A1 11M1

 
 
2
 
1,842,673.5

1,693,628.24

1,825,205.67

1,840,188.97

(146,560.73
)
(8,197.47
)


2.624

 
MON
3,991.45

11,888.45

1182008
3252037
161571GH1

CHASE ISSUANCE TRUST ABS 13-A9 A

 
 
2
 
1,500,000

1,500,750.05

1,500,000.00

1,500,000

750.05




0.856

 
MON
606.48

3,210.15

12102013
11152020
161571FQ2

CHASE ISSUANCE TRUST CHAIT_12- ABS 12-A7

 
 
2
 
5,000,000

5,022,499.85

5,000,000.00

5,000,000

22,499.85




2.16

 
MON
4,800

27,000

1302015
9162024
BRST4R1R3

CHEMOURS COMPANY LLC SENIOR SECURED TERM

 
 
1
 
1,857,564.16

1,786,364.29

1,885,344.90

1,859,764.71

(73,400.42
)
1,053.63




 
MJSD

17,916.51

9182015
12312049
166430AA6

CHEST_14-1A ABS _14-1A-A 144A

 
 
2
 
2,823,000

2,836,945.62

2,823,000.00

2,823,000

13,945.62




4.5

 
MJSD
5,646

31,758.75

12112014
12152034
166764AC4

CHEVRON CORP SENIOR CORP BND

 
 
 
 
365,000

365,189.8

365,000.00

365,000

4,316.5




0.889

 
JD
874.3


6172013
3022018
166764AY6

CHEVRON CORP SENIOR CORP BND

 
 
1
 
975,000

998,772.76

975,000.00

975,000

189.8




2.419

 
MN
8,778.96


11092015
6152018
166764AA8

CHEVRON CORP SENIOR CORP BND

 
 
1
 
990,820

999,427.26

1,000,000.00

995,110.76

35,175.1

715.63



1.104

 
JD
3,557.33


11282012
11152017
166764AL4

CHEVRON CORP SENIOR CORP BND

 
 
 
 
1,000,000

1,003,308.79

1,000,000.00

1,000,000

3,308.79




1.345

 
MN
5,081.11


11102014
3012019
166764AV2

CHEVRON CORP SENIOR CORP BND

 
 
 
 
2,380,000

2,383,440.93

2,380,000.00

2,380,000

3,440.93




1.365

 
MS
2,617.01

16,243.5

2242015
3032017
166764AG5

CHEVRON CORP SENIOR CORP BND

 
 
1
 
4,070,440

4,098,646.24

4,000,000.00

4,063,471.14

23,772.76

(3,660.83
)


2.427

 
JD
26,157.67


10062015
11172020
BRSUZA516

CHI OVERHEAD DOORS INC SENIOR SECURED TE

 
 
 
 
402,596.64

397,551.56

403,605.64

402,685.73

(5,134.17
)
38.60




 
MJSD

4,858.25

7282015
12312049
BRSR021B1

CHIEF POWER FINANCE LLC SENIOR SECURED T

 
 
 
 
3,379,531.3

2,867,481.1

3,413,667.98

3,386,446.89

(518,965.79
)
1,515.38




 
MJSD

47,223.44

10012015
3312025
170016XW4

CHIPPEWA VALLEY MICH SCHS MUNI BND GO

 
 
1
 
6,265,211

6,400,262

5,450,000.00

6,137,192.5

263,069.5

(21,674.16
)


5

 
MN
113,541.67


9162013
2012021
BRSM3VKC2

CHRYSLER GROUP LLC SENIOR SECURED TERM N

 
 
2
 
1,719,902.13

1,724,655.63

1,728,544.86

1,723,634.35

1,021.28

4,237.01




 
FMAN

47,558.59

10012015
3312025
12549BAC2

CIFC_13-2A ABS _13-2A-A1L 144A

 
F
2
 
977,000

974,916.9

1,000,000.00

983,516.42

(8,599.52
)
1,280.92



1.77

 
JAJO
3,629.05

3,744.27

12232014
4212025
12548CAD9

CIFC_14-2A MEZZANIN ABS _14-2A-A3L 144A

 
F
1
 
1,918,000

1,902,350

2,000,000.00

1,932,178.39

(29,828.39
)
2,409.01



3.475

 
FMAN
7,142.23

16,519.62

10232014
5262026
BRSKAX1N1

CINCINNATI BELL INC SENIOR SECURED TERM

 
 
2
 
2,710,721.42

2,681,088.49

2,724,221.08

2,715,195.6

(34,107.11
)
540.17




 
MJSD

27,615.53

11202014
3312025
17275RBD3

CISCO SYSTEMS INC SENIOR CORP BND

 
 
 
 
394,241.6

402,632.03

395,000.00

394,254.18

13,209.23

12.58



2.2

 
FA
748.31


2222016
9262018
17275RAR3

CISCO SYSTEMS INC SENIOR CORP BND

 
 
 
 
500,100

513,278.77

500,000.00

500,069.54

10,064.01

(5.74
)


2.125

 
MS
885.42

5,312.5

2242014
2282018
17275RBA9

CISCO SYSTEMS INC SENIOR CORP BND

 
 
 
 
3,300,000

3,323,110.23

3,300,000.00

3,300,000

77,490.52




1.4

 
FA
3,978.33


2222016
12312049
17275RAT9

CISCO SYSTEMS INC SENIOR CORP BND

 
 
 
 
3,499,790

3,509,998.8

3,500,000.00

3,499,934.79

23,110.23

17.52



1.1

 
MS
2,994.44

19,250

9182014
2282021





17275RAU6

CISCO SYSTEMS INC SENIOR CORP BND

 
 
 
 
6,552,698

6,629,922.58

6,550,000.00

6,552,432.06

8,377.85

(270.25
)


1.65

 
JD
31,822.08


11122015
7302022
17305EFS9

CITIBANK CREDIT CARD MASTER TR ABS_14-A6

 
 
2
 
4,866,375

4,893,120.1

4,800,000.00

4,853,324.73

39,795.37

(3,971.22
)


2.15

 
JJ
21,786.67

51,600

5272015
7152021
17318UAB0

CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC

 
 
2
 
6,058,828.12

6,017,817.6

6,000,000.00

6,031,437.2

(13,619.6
)
(4,229.50
)


1.813

 
MON
9,065

27,195

8072014
9102045
172967KD2

CITIGROUP INC CAPSEC CORP BND

 
 
1
 
3,420,000

3,454,200

3,420,000.00

3,420,000

(124,230.91
)



6.125

 
MN
80,298.75


11052015
12312049
172967GR6

CITIGROUP INC CAPSEC CORP BND

 
 
1
 
5,661,875

5,542,500

6,000,000.00

5,666,730.91

34,200

822.40



5.35

 
MN
121,266.67


11252014
11242017
U17406FZ4

CITIGROUP INC CORP BND

 
O
 
 
917,879.83

817,955.16

510,000.00

882,590.62

(64,635.46
)
(11,554.51
)

(67,151.1
)
7.625

 
APR
55,587.58

42,386.22

10302015
12312049
U17406BD7

CITIGROUP INC CORP BND

 
O
 
 
940,390.05

925,728.37

600,000.00

935,509.95

(9,781.58
)
(4,880.10
)

(15,081.13
)
5.125

 
DEC
13,404

(3,313.85
)
1062016
12312049
172967JW2

CITIGROUP INC SENIOR CORP BND

 
 
 
 
199,948

200,957.75

200,000.00

199,959.34

5,972.6

4.23



2.15

 
JJ
728.61

2,150

7232015
9012016
172967JE2

CITIGROUP INC SENIOR CORP BND

 
 
 
 
759,848

760,996.79

760,000.00

759,915.43

31,501.8

12.63



1.85

 
MN
4,960.06


11182014
10262020
172967KB6

CITIGROUP INC SENIOR CORP BND

 
 
 
 
993,750

1,006,561.06

1,000,000.00

994,203.08

199.3

545.69



2.65

 
AO
11,409.72

10,231.94

11102015
4012018
172967HY0

CITIGROUP INC SENIOR CORP BND

 
 
 
 
1,597,760

1,599,162.72

1,600,000.00

1,598,963.42

1,081.36

185.70



1.55

 
FA
3,237.78

12,400

8072014
7302018
172967HU8

CITIGROUP INC SENIOR CORP BND

 
 
 
 
1,989,140

2,023,904.26

2,000,000.00

1,992,402.46

53,899.5

573.15



2.5

 
JJ
8,611.11

36,250

9102014
4272018
172967HC8

CITIGROUP INC SENIOR CORP BND

 
 
 
 
2,033,660

2,026,159.36

2,000,000.00

2,020,186.76

(10,495.45
)
(1,969.25
)


2.5

 
MS
694.44

25,000

7012014
2182020
172967JN2

CITIGROUP INC SENIOR CORP BND

 
 
 
 
6,504,315.75

6,500,108.11

6,525,000.00

6,510,603.56

998.41

1,691.08



1.7

 
AO
47,451.25


4222015
3142019
172967JJ1

CITIGROUP INC SENIOR CORP BND

 
 
 
 
8,468,700

8,529,092.95

8,500,000.00

8,475,193.45

12,357.98

1,541.93



2.4

 
FA
24,366.67

109,526

3052015
3092026
172967KJ9

CITIGROUP INC SUB CORP BND

 
 
 
 
998,020

1,023,651

1,000,000.00

998,029.87

83,183.42

9.87



4.6

 
MS
2,811.11


3012016
11012016
172967GK1

CITIGROUP INC SUB CORP BND

 
 
 
 
5,661,425

5,715,563.81

5,500,000.00

5,632,380.39

25,621.13

(4,628.89
)


4.05

 
JJ
37,743.75

111,375

8192014
8142017
177510AE4

CITRUS RE LTD CORP BND 144A

 
F
 
 
250,000

250,097.5

250,000.00

250,000

(7,770
)



9.48

 
JAJO
4,871.67

6,066

4012015
4092018
177510AF1

CITRUS RE LTD CORP BND 144A

 
F
 
 
250,000

250,317.5

250,000.00

250,000

(3,100.5
)



7.82

 
JAJO
2,009.31


2192016
2252019
177510AG9

CITRUS RE LTD CORP BND 144A

 
F
 
 
250,000

249,410

250,000.00

250,000

97.5





 
JAJO


2192016
2252019
177510AD6

CITRUS RE LTD CORP BND 144A

 
F
 
 
650,000

646,899.5

650,000.00

650,000

317.5




6.32

 
JAJO
8,444.22

10,522.49

4012015
4092018
177510AC8

CITRUS RE LTD CORP BND 144A

 
F
 
 
1,000,000

992,230

1,000,000.00

1,000,000

(590
)



4.89

 
JAJO
10,051.67

12,534

4012015
4092018
73723RSH7

CITY OF PORTSMOUTH VA MUNITAX BND GO

 
 
 
 
2,250,000

2,266,087.5

2,250,000.00

2,250,000

16,087.5




1.418

 
FA
5,317.5

15,952.5

9292015
12312049
411707AA0

CKE RESAURANT HOLDINGS INC HNG ABS_13-1A

 
 
2
 
491,190.82

476,909.43

477,500.00

486,525.34

(9,615.91
)
(2,941.55
)


4.474

 
MJSD
652.77

5,361.81

2252015
11152022
180848DS9

CLARK CNTY NEV ARPT REV MUNITAX BND GO

 
 
1
 
4,625,530

4,552,334.8

3,910,000.00

4,421,677.08

130,657.72

(34,303.46
)


5.86

 
MN
95,469.17


6102009
2012023
125634AQ8

CLIF_14-2A ABS_14-2A A 144A

 
 
1
 
3,001,494.12

2,814,286.51

3,002,696.08

3,001,637.26

(187,350.75
)
55.70



3.38

 
MON
3,664.96

25,869.84

10092014
10182029
12591FAC0

CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3

 
 
2
 
265,771.62

265,674.51

265,771.68

265,770.07

(95.56
)
6.42



0.69

 
MON
81.5

1,480.08

2132013
6152018
12618SAC1

CNH_13-D ABS 13-D A3

 
 
2
 
382,354.39

381,769.6

382,369.91

382,363.85

(594.25
)
1.48



0.77

 
MON
130.86

822.81

11142013
10152018
12623PAD8

CNH_14-B ABS_14-B A4

 
 
2
 
6,770,795.12

6,792,327.94

6,785,000.00

6,776,858.64

15,469.3

981.71



1.61

 
MON
4,855.05

27,309.63

9162014
5172021
12632XAD0

CNH_14-C ABS 14-C

 
 
2
 
3,743,709.85

3,747,883.77

3,745,000.00

3,744,143.27

3,740.5

71.02



1.65

 
MON
2,746.33

15,448.14

10162014
9152021
12592WAD0

CNH_15-A SENIOR ABS 15-A A4

 
 
2
 
1,064,890.41

1,071,028.75

1,065,000.00

1,064,908.82

6,119.93

4.46



1.85

 
MON
875.67

4,925.64

2252015
4152021
12625GAA2

CNOOC FINANCE (2013) LTD SENIOR CORP BND

 
F
 
 
1,367,170.56

1,371,198.75

1,372,000.00

1,371,829.32

(630.57
)
408.71



1.125

 
MN
6,088.26


5022013
10012017
12634GAA1

CNOOC FINANCE (2015) AUSTRALIA SENIOR CO

 
F
 
 
1,994,320

1,994,837.34

2,000,000.00

1,995,295.01

(457.67
)
270.85



2.625

 
MN
21,291.67


4282015
11012027
BRSYJ0CL6

CNT HOLDINGS III CORP SENIOR SECURED TER

 
 
1
 
442,161.68

446,441.72

446,627.96

442,273.14

4,168.58

111.46




 
MJSD

4,103.39

1152016
12312049





191216AU4

COCA-COLA COMPANY (THE) CORP BND

 
 
 
 
2,023,040.96

2,008,879.8

2,000,000.00

2,002,100.9

6,778.9

(2,664.64
)


1.8

 
MS
3,000

26,650

12142011
5012023
191216BA7

COCA-COLA COMPANY (THE) SENIOR CORP BND

 
 
 
 
492,870

502,587.82

500,000.00

495,881.21

6,706.61

502.11



1.15

 
AO
2,875


2282013
3152019
191216BD1

COCA-COLA COMPANY (THE) SENIOR CORP BND

 
 
 
 
4,994,250

5,000,000

5,000,000.00

4,998,873.31

1,126.69

481.99



0.75

 
MN
15,625


9182014
6012018
19416QEF3

COLGATE-PALMOLIVE CO SENIOR CORP BND

 
 
 
 
993,190

1,015,465.47

1,000,000.00

995,426.35

20,039.12

374.14



1.75

 
MS
777.78

8,750

2262014
3012026
19416QEC0

COLGATE-PALMOLIVE CO SENIOR CORP BND MTN

 
 
 
 
483,565

498,558.43

500,000.00

484,207.83

2,328.95

508.67



2.1

 
MN
4,375


12032015
7152022
19416QEB2

COLGATE-PALMOLIVE CO SENIOR CORP BND MTN

 
 
 
 
1,890,937

1,898,497.65

1,900,000.00

1,896,168.7

14,350.6

454.48



0.9

 
MN
7,125


4292013
6012020
19624HAA6

COLNY_14-1 SENIOR CMBS _14-1-A

 
 
2
 
2,459,013.66

2,456,515.79

2,459,018.58

2,456,573.67

(57.88
)
102.96



2.543

 
MON
5,211.48

16,303.13

10232014
4202050
196479WD7

COLORADO HOUSING & FINANCE AUT MUNITAX B

 
 
 
 
830,000

851,239.7

830,000.00

830,000

21,239.7




2.024

 
MN
6,999.67

253

10232014
10302021
196479WE5

COLORADO HOUSING & FINANCE AUT MUNITAX B

 
 
 
 
910,000

938,191.8

910,000.00

910,000

28,191.8




2.144

 
MN
8,129.33

294.8

10232014
10302020
198280AA7

COLUMBIA PIPELINE GROUP INC SENIOR CORP

 
 
 
 
769,815.2

759,989.97

770,000.00

769,868.47

(9,878.5
)
14.68



2.45

 
JD
6,288.33


5192015
3122018
198280AC3

COLUMBIA PIPELINE GROUP INC SENIOR CORP

 
 
1
 
2,994,600

2,968,799.97

3,000,000.00

2,995,478.69

(26,678.72
)
250.97



3.3

 
JD
33,000


5192015
11022018
20030NBD2

COMCAST CORPORATION SENIOR CORP BND

 
 
 
 
2,006,540

2,113,252.42

2,000,000.00

2,006,021.78

107,230.64

(214.00
)


3.125

 
JJ
13,194.44

31,250

8072015
3152019
20030NBS9

COMCAST CORPORATION SENIOR CORP BND

 
 
1
 
2,057,220

2,080,624.54

2,000,000.00

2,057,192.52

23,432.02

(27.48
)


3.15

 
MS
6,650

(6,475
)
3222016
12092025
14041NET4

COMET_14-A5 SENIOR ABS _14-A5-A

 
 
2
 
2,269,392.55

2,280,896.07

2,270,000.00

2,269,693.44

11,202.63

51.85



1.48

 
MON
1,493.15

8,399.01

10062014
7152020
12626BAB0

COMM MORTGAGE TRUST COMM_13-CR PRELCF SE

 
 
2
 
1,043,710.94

1,025,952.8

1,000,000.00

1,029,400.06

(3,447.26
)
(3,738.42
)


2.972

 
MON
2,476.66

7,429.98

3252015
8102046
12630BAX6

COMM_13-CR13 PRELCF SENIOR CMBS 13-CR13

 
 
2
 
1,049,023.44

1,032,088.5

1,000,000.00

1,035,620.33

(3,531.83
)
(3,526.05
)


3.039

 
MON
2,532.5

7,597.5

4142015
12102018
12624XAB4

COMM_13-CR6 CMBS_13-CR6 A2

 
 
2
 
1,358,975.39

1,354,549.49

1,345,000.00

1,353,021.23

1,528.26

(976.91
)


2.122

 
MON
2,378.41

7,135.23

9112014
3102046
12626GAF0

COMM_13-LC13 LCF CMBS_13-LC13 A5

 
 
2
 
1,174,185.55

1,197,259.76

1,075,000.00

1,159,857.03

37,402.73

(2,746.07
)


4.205

 
MON
3,766.98

11,300.94

12012014
8102046
12591VAB7

COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCR

 
 
2
 
5,149,950.85

5,188,081.5

5,000,000.00

5,090,199.72

97,881.78

(8,559.82
)


3.042

 
MON
12,675

54,925

3282014
4102047
12592GAZ6

COMM_14-CCRE19 SENIOR CMBS _14-CCRE19-A2

 
 
2
 
1,045,429.68

1,033,335.3

1,000,000.00

1,034,818.4

(1,483.1
)
(2,663.76
)


2.965

 
MON
2,470.84

7,412.52

3252015
8102047
12592RBF5

COMM_14-CCRE21 SUPSEN SENIOR CMBS _14-CC

 
 
2
 
1,812,207.04

1,856,574.93

1,750,000.00

1,805,901.8

50,673.13

(1,511.71
)


3.528

 
MON
5,145

15,435

3062015
12102047
12591RAX8

COMM_14-CR15 CMBS 14-CR15 A2

 
 
2
 
2,807,496.48

2,793,847.45

2,710,000.00

2,790,359.6

3,487.85

(4,021.99
)


2.928

 
MON
6,612.4

19,837.2

2272015
2102047
12591VAE1

COMM_14-CR16 LCF SENIOR CMBS_14-CR16 A4

 
 
2
 
1,623,144.14

1,610,179.24

1,470,000.00

1,605,267.28

4,911.96

(3,961.89
)


4.051

 
MON
4,962.47

14,887.41

2052015
4102047
12631DAX1

COMM_14-CR17 SENIOR CMBS_14-CR17-A2

 
 
2
 
4,588,620.24

4,606,583.16

4,455,000.00

4,532,280.27

74,302.89

(11,236.20
)


3.012

 
MON
11,182.05

33,546.15

4292014
5102047
12632QAT0

COMM_14-CR18 SENIOR CMBS_14-CR18 A2

 
 
2
 
3,295,997.06

3,289,940.8

3,200,000.00

3,260,677.13

29,263.67

(5,099.14
)


2.924

 
MON
7,797.33

23,391.99

6192014
7152047
12632QAX1

COMM_14-CR18 SENIOR CMBS_14-CR18 A5

 
 
2
 
7,209,485.92

7,578,829.79

7,000,000.00

7,174,527.28

404,302.51

(5,397.53
)


3.828

 
MON
22,330

66,990

6192014
7152047
12591TAB2

COMM_14-LC15 PRELCF SENIOR CMBS_14-LC15

 
 
2
 
1,041,445.31

1,031,051.9

1,000,000.00

1,030,834

217.9

(2,816.88
)


2.84

 
MON
2,366.67

7,100.01

4152015
4102047
12592MBG4

COMM_14-LC17 PAC CMBS_14-LC17 ASB

 
 
2
 
1,776,500

1,807,627.02

1,700,000.00

1,770,131.59

37,495.43

(2,981.90
)


3.62

 
MON
5,128.33

15,384.99

9152015
10102047
12592EAA6

COMM_14-PAT SENIOR CMBS _14-PAT 144A

 
 
2
 
1,095,000

1,089,052.94

1,095,000.00

1,095,000

(5,947.06
)



1.237

 
MON
714.88

3,304.78

9182014
8132027
12593JBF2

COMM_15-CCRE24 LCF SENIOR CMBS 2015-CR24

 
 
2
 
2,055,312.5

2,137,578.2

2,000,000.00

2,053,683.78

83,894.42

(1,320.30
)


3.696

 
MON
6,160

18,480

12072015
8102055
12593JBB1

COMM_15-CCRE24 SENIOR SENIOR CMBS 15-CCR

 
 
2
 
692,036.72

701,703.26

670,000.00

691,702.71

10,000.55

(334.01
)


3.022

 
MON
1,687.28

(337.45
)
3022016
8102055
12592XBD7

COMM_15-CR22 LCF SENIOR CMBS 15-CR22 A5

 
 
2
 
2,085,588.48

2,102,759.92

2,025,000.00

2,079,806.74

22,953.18

(1,437.92
)


3.309

 
MON
5,583.94

16,751.82

3182015
3102048
12592XAZ9

COMM_15-CR22 PRELCF SENIOR CMBS 15-CR22

 
 
2
 
1,601,627.13

1,606,050.6

1,555,000.00

1,593,112.92

12,937.68

(994.36
)


2.856

 
MON
3,700.9

11,102.7

3182015
3102048
12592XBE5

COMM_15-CR22 SUB CMBS 15-CR22 XA

 
 
2,4
 
2,412,648.5

2,080,709.87

34,160,398.44

2,138,499.64

(57,789.77
)
(73,100.54
)


1.162

 
MON
29,196.49

91,851.79

3192015
3102048





12593AAX3

COMM_15-CR23 PRELCF SENIOR CMBS 15-CR23

 
 
2
 
2,574,896.33

2,594,989.5

2,500,000.00

2,561,007.19

33,982.31

(3,982.52
)


2.852

 
MON
5,941.67

17,825.01

5062015
5102048
12629NAF2

COMM_15-DC1 LCF SENIOR CMBS 15-DC1 A5

 
 
2
 
4,687,921.88

4,732,682.47

4,550,000.00

4,674,299.84

58,382.63

(3,307.85
)


3.35

 
MON
12,702.07

38,106.21

3112015
2102048
12629NAB1

COMM_15-DC1 PRELCF SENIOR CMBS 15-DC1 A2

 
 
2
 
1,931,205.02

1,935,093.79

1,875,000.00

1,919,822.45

15,271.34

(2,965.18
)


2.87

 
MON
4,484.38

13,453.14

2242015
2102048
200474BC7

COMM_15-LC19 LCF SENIOR CMBS 15-LC19 A4

 
 
2
 
1,503,713.19

1,508,983.04

1,460,000.00

1,498,908.71

10,074.33

(1,049.81
)


3.183

 
MON
3,872.65

11,617.95

1262015
2102048
12636FBF9

COMM_15-LC23 CMBS 15-LC23 144A

 
 
2
 
3,305,108.99

3,314,882.47

3,155,000.00

3,304,996.37

9,886.1

(112.62
)


3.221

 
MON
8,468.55

(7,903.97
)
3232016
10102053
12635WAE7

COMM_16-787S SENIOR CMBS 16-787S-B

 
 
2
 
686,529.27

686,529.09

667,000.00

686,325.93

203.16

(203.34
)


3.96

 
MON
1,481.63

(660.16
)
2192016
2102036
12635WAA5

COMM_16-787S SENIOR CMBS_16-787S A

 
 
2
 
1,716,879.72

1,716,879.97

1,667,000.00

1,716,357.9

522.07

(521.82
)


3.545

 
MON
3,409.29

(1,477.38
)
2192016
2102036
2027A0HR3

COMMONWEALTH BANK AUSTRALIA SUB CORP BND

 
E
 
 





97.63



4.5

 
JD
(877.5
)
34,785

2242016
3152021
20271RAL4

COMMONWEALTH BANK OF AUSTRALIA CORP BOND

 
 
 
 
339,741.6

339,413.65

340,000.00

339,776.55

(362.9
)
21.06



1.75

 
MN
2,462.64


10262015
5152020
20271RAN0

COMMONWEALTH BANK OF AUSTRALIA SENIOR CO

 
 
 
 
2,132,224.5

2,150,557.72

2,135,000.00

2,132,266.13

18,617.26

41.63



2.05

 
MS
1,945.22


3082016
5152018
20271RAJ9

COMMONWEALTH BANK OF AUSTRALIA SENIOR CO

 
 
 
 
12,284,849.55

12,308,575.2

12,300,000.00

12,289,957.94

18,291.59

1,262.59



1.625

 
MS
10,548.96

99,937.5

9292015
11152021
20281PCA8

COMMONWEALTH FING AUTH PA MUNITAX BND RE

 
 
 
 
564,185

549,080

500,000.00

538,502.21

10,577.79

(4,310.94
)


5.792

 
JD
9,653.33


4302009
3012019
20281PCB6

COMMONWEALTH FING AUTH PA MUNITAX BND RE

 
 
 
 
2,254,340

2,270,400

2,000,000.00

2,176,278.87

94,121.13

(13,178.89
)


5.892

 
JD
39,280


4302009
1152018
BRSWYJ431

COMMSCOPE INC. SENIOR SECURED TERM LOAN

 
 
 
 
271,797.83

270,563.88

272,436.88

271,819.85

(1,255.97
)
23.63




 
MJSD

2,700.41

1042016
12312049
BRSR05TD0

COMPONENT HARDWARE GROUP INC SENIOR SECU

 
 
 
 
3,012,941.18

2,967,747.06

3,012,941.18

3,012,941.18

(45,194.12
)




 
JAJO

42,395.99

11242014
3312025
20772JKM3

CONNECTICUT (STATE OF) MUNITAX BND GO

 
 
 
 
2,273,043.5

2,314,562.25

2,275,000.00

2,273,590.41

40,971.84

95.37



1.896

 
AO
19,889.57


10282014
3182019
20772JQK1

CONNECTICUT (STATE OF) MUNITAX BND GO

 
 
 
 
2,556,975

2,556,975

2,500,000.00

2,535,215.63

21,759.37

(3,614.98
)


2.172

 
FA
6,938.33

27,150

9232014
9222017
20774YYL5

CONNECTICUT ST HEALTH & EDL FA MUNI BND

 
 
1
 
572,285

581,335

500,000.00

571,944.65

9,390.35

(340.35
)


5

 
JD
4,513.89

(3,125
)
3082016
9012025
20826FAE6

CONOCOPHILLIPS CO SENIOR CORP BND

 
 
1
 
893,900

975,471.65

1,000,000.00

895,531.12

79,940.53

1,631.12



2.875

 
MN
10,861.11

(7,986.11
)
2222016
12012018
20826FAS5

CONOCOPHILLIPS CO SENIOR CORP BND

 
 
1
 
3,068,465

3,206,490.3

3,070,000.00

3,068,480.57

(243,879.53
)
15.57



4.2

 
MS
8,237.83


3032016
5082018
20826FAL0

CONOCOPHILLIPS CO SENIOR CORP BND

 
 
 
 
6,609,206.8

6,502,600.59

6,610,000.00

6,609,431.95

(106,831.36
)
65.78



1.5

 
MN
37,456.67


5132015
1142019
20826FAJ5

CONOCOPHILLIPS CO SENIOR CORP BND

 
 
1
 
10,009,600

9,765,144.3

10,000,000.00

10,009,023.83

138,009.73

(569.93
)


2.2

 
MN
83,111.1

3,841.44

10062015
7012017
209111EV1

CONSOLIDATED EDISON INC CORP BND

 
 
 
 
2,385,140

2,276,665.04

2,000,000.00

2,250,464.65

26,200.39

(22,623.35
)


7.125

 
JD
47,500


12022008
12152017
BRSB93KD0

CONVATEC INC TERM LOAN

 
 
2
 
234,863.43

233,686.17

235,452.06

234,948.84

(1,262.67
)
36.93




 
MJSD

2,563.39

6092015
3312025
216871AC7

COOPER US INC CORP BND

 
 
 
 
3,765,604.6

3,439,137

3,260,000.00

3,447,392.31

(8,255.31
)
(37,156.61
)


6.1

 
JJ
49,715

99,430

4012015
1292018
21870LAA4

CORE_15-CALW LCF SENIOR CMBS 15-CALW A 1

 
 
2
 
3,501,717.62

3,490,651.8

3,400,000.00

3,486,682.96

3,968.84

(3,878.93
)


3.04

 
MON
8,613.34

25,839.99

3312015
2102034
219350BA2

CORNING INC SENIOR CORP BND

 
 
 
 
7,313,223.05

7,296,603.47

7,378,000.00

7,314,869.72

(18,266.25
)
1,363.02



1.5

 
MN
43,960.58

(26,938.32
)
3222016
4012019
BRSTZV1D1

CORPORATE VISIONS INC SENIOR SECURED TER

 
 
 
 
547,168.7

516,770.44

552,695.66

547,168.7

(184,320.73
)




 
FMAN


6022015
12312049
BRSTZUYC9

CORPORATE VISIONS INC SENIOR SECURED TER

 
 
 
 
3,303,987.01

3,120,432.18

3,337,360.62

3,304,752.91

(30,398.26
)
2,129.85




 
FMAN

47,319.08

6022015
12312049
22160KAE5

COSTCO WHOLESALE CORPORATION SENIOR CORP

 
 
 
 
1,899,620

1,906,945.27

1,900,000.00

1,899,869.1

7,076.17

18.91



1.125

 
JD
6,293.75


11282012
9112017
BRSWRS8X9

COTY INC TERM NOTES

 
 
 
 
830,404.22

832,490.67

834,577.11

830,645.06

1,845.61

149.10




 
MJSD

7,911.09

10222015
12312049
G2479P4N2

COVENTRY BLDG SOC SECURED CORP BND

 
D
 
 
714,838.63

654,906.15

425,000.00

688,759.38

(33,853.23
)
(5,357.17
)

(35,302.92
)
4.625

 
APR
26,862.49


1092015
12312049
BRSSLXJJ2

CPM HOLDINGS INC SENIOR SECURED TERM NOT

 
 
 
 
963,447.73

957,365.37

973,179.54

964,699.32

(7,333.95
)
372.85




 
MJSD

14,797.07

4022015
12312049
224287AA0

CRANBERRY RE LTD

 
F
 
 
1,950,000

1,979,757

1,950,000.00

1,950,000

29,757




3.8

 
JAJO
15,849.17

19,021.15

4232015
7062018





225313AF2

CREDIT AGRICOLE SA SUB CORP BND 144A

 
F
 
 
778,740.48

765,446.12

783,000.00

779,101.85

(13,655.73
)
87.81



4.375

 
MS
1,332.19

17,128.13

3092015
3172025
22532LAL8

CREDIT AGRICOLE SA/LONDON SENIOR CORP BN

 
F
 
 
3,994,960

4,062,739.24

4,000,000.00

3,996,862.59

65,876.65

245.79



2.5

 
AO
46,111.11


4092014
4152019
22546QAV9

CREDIT SUISSE NEW YORK NY SENIOR CORP BN

 
 
 
 
1,145,767

1,146,774.14

1,150,000.00

1,146,909.63

(2,449.04
)
362.80



1.7

 
AO
8,363.06


8072015
1302017
22546QAT4

CREDIT SUISSE NEW YORK NY SENIOR CORP BN

 
 
 
 
1,382,290.22

1,379,802.88

1,382,000.00

1,382,251.92

(135.49
)
19.30



1.75

 
JJ
4,165.19

53,655

11102015
4092018
BRSQP4874

CREGANNA-TACTX MEDICAL SENIOR SECURED TE

 
F
 
 
350,033.49

352,237.71

352,678.56

350,490.51

1,747.2

101.65




 
MJSD

4,245.31

11202014
10122023
14889KAE2

CRMN_15-1A MEZZANIN ABS 15-1A 144A

 
F
1
 
742,800

725,309.18

750,000.00

743,627.15

(18,317.97
)
198.30



3.721

 
JAJO
5,426.9

6,555.77

3312015
4222027
BRSL3FE10

CROSBY US ACQUISITION CORP SENIOR SECURE

 
 
 
 
2,011,132.96

1,647,836.25

2,013,650.00

2,011,962.01

(364,125.76
)
95.03




 
JAJO

20,209.17

12192013
3312025
BRSH9LJ56

CROSSMARK HOLDINGS INC SENIOR SECURED TE

 
 
2
 
2,570,030.86

1,840,518.39

2,574,151.59

2,569,724.38

(729,205.99
)
315.51




 
MJSD

29,356.64

9042013
3312025
126281AZ7

CSAIL_15-C1 LCF SENIOR CMBS_15-C1 A4

 
 
2
 
3,270,230.95

3,343,629.82

3,175,000.00

3,260,675.88

82,953.94

(2,345.85
)


3.505

 
MON
9,273.65

27,820.95

3062015
4152050
126281AX2

CSAIL_15-C1 PRELCF SENIOR CMBS_15-C1 A2

 
 
2
 
2,900,288.03

2,934,602.94

2,825,000.00

2,890,886.72

43,716.22

(5,705.91
)


2.97

 
MON
6,991.64

17,807.05

6012015
4152050
BRSRYJ4P3

CSDVRS LLC SENIOR SECURED TERM NOTES

 
 
 
 
6,460,597.82

6,395,991.84

6,460,597.82

6,460,597.82

(64,605.98
)




 
MJSD

207,864.82

2202015
12312049
22541QFV9

CSFB_03-17 WHOLE LOAN__03-17-1A4

 
 
2
 
349,193.58

344,120.8

343,208.04

348,904.34

(4,783.54
)
(473.65
)


5.5

 
MON
1,573.04

4,941.71

6192003
6252033
126408GM9

CSX CORPORATION CORP BND

 
 
 
 
3,984,295.81

3,799,562.48

3,491,000.00

3,791,197.37

8,365.11

(37,554.00
)


6.25

 
MS
9,697.22

109,093.75

12112014
3062020
BRSLMULK6

CUMULUS MED INC. SENIOR SECURED TERM NOT

 
 
2
 
5,232,901.29

3,550,221.53

5,279,139.82

5,244,029.07

(1,693,807.54
)
1,846.70




 
MJSD

56,090.86

9302014
3312025
BRSVA6HU3

CUSTOM WINDOW SYSTEMS INC SENIOR SECURED

 
 
 
 
391,991.32

384,151.51

391,991.32

391,991.32

(7,839.81
)




 
MJSD

3,589.08

3082016
12312049
BRSVA6N02

CUSTOM WINDOW SYSTEMS INC SENIOR SECURED

 
 
 
 
3,457,379.42

3,388,231.83

3,457,379.42

3,457,379.42

(69,147.59
)




 
MJSD

32,689.49

7312015
12312049
126650CJ7

CVS HEALTH CORP SENIOR CORP BND

 
 
1
 
3,243,399.6

3,354,235.62

3,235,000.00

3,242,505.83

91,648.68

(324.54
)


2.8

 
JJ
17,864.39

113,540

9212015
7232021
126650CE8

CVS HEALTH CORP SENIOR CORP BND

 
 
1
 
4,096,729.8

4,188,232.21

4,095,000.00

4,096,583.53

111,729.79

(132.77
)


2.25

 
FA
12,540.95

46,068.75

2272015
2152023
12668AZL2

CWALT_05-73CB CMO_05-64CB 1A

 
 
2
 
201,353.06

195,651.71

205,265.94

201,350.32

(5,698.61
)
(1,519.41
)


5.5

 
MON
940.8

2,906.63

1022008
12252035
12543RBB4

CWHL_07-3 WHOLE LOAN_07-3-A26

 
 
2
 
1,690,467.55

1,639,829.96

1,811,474.01

1,690,467.55

(50,637.59
)
(8,333.76
)


6

 
MON
9,057.37

27,709.91

12312009
4252037
D1668RML8

DAIMLER AG SENIOR CORP BND EMTN

 
D
 
 
825,838.42

751,307.57

520,000.00

821,501.45

(70,193.88
)
(836.33
)

(69,123.7
)
1.75

 
NOV
5,181.74


12102014
12312049
U2339CAR9

DAIMLER FINANCE NORTH AMERICA CORP BND

 
 
 
 
5,230,800

5,034,736.66

5,000,000.00

5,031,104.9

3,631.76

(17,014.60
)


2.625

 
MS
5,833.34

65,625

4082013
12312049
233851BP8

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
 
1,673,593

1,675,359.86

1,675,000.00

1,674,092.26

3,565.39

115.69



1.65

 
MS
2,226.36

13,818.75

2232015
3222017
BRSP6FWM2

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
 
1,788,807.25

1,797,853.96

1,795,000.00

1,792,210.58

3,589.26

514.73



1.375

 
FA
4,113.54

12,340.63

7242014
3312025
233851AK0

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
 
3,112,230

3,042,186

3,000,000.00

3,038,620.61

1,267.6

(12,344.42
)


2.95

 
JJ
19,666.67

44,250

1042012
12162025
BRSTB5SJ2

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
 
3,495,520

3,496,857.6

3,500,000.00

3,496,797.84

5,643.38

368.60



1.65

 
MN
21,335.42


5112015
12312049
233851BF0

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
 
5,002,681

5,015,788.22

5,020,000.00

5,012,198.96

59.76

1,439.53



1.375

 
FA
11,504.16

34,512.5

7242014
1152019
235308QJ5

DALLAS TEX INDPT SCH DIST MUNITAX BND GO

 
 
 
 
6,936,930

6,871,725

6,300,000.00

6,766,977.53

104,747.47

(39,418.11
)


4.25

 
FA
34,212.51

133,875

2252015
5032018
2354167C2

DALLAS TEX MUNITAX BND REV

 
 
 
 
1,500,000

1,552,305

1,500,000.00

1,500,000

45,745




2.21

 
AO
16,575


3112015
8152019
2354167B4

DALLAS TEX MUNITAX BND REV

 
 
 
 
1,750,000

1,795,745

1,750,000.00

1,750,000

52,305




1.96

 
AO
17,150


3112015
5012017
235851AH5

DANAHER CORPORATION CORP BND

 
 
 
 
1,102,820

1,111,920.1

1,000,000.00

1,094,927.74

16,992.36

(7,806.68
)


5.4

 
MS
4,500

27,000

12282015
3062017
235851AL6

DANAHER CORPORATION CORP BND

 
 
 
 
1,822,080

1,831,296.25

1,825,000.00

1,824,860.55

6,435.7

152.90



2.3

 
JD
11,426.53


6202011
12152016
235851AP7

DANAHER CORPORATION SENIOR CORP BND

 
 
1
 
1,411,561.55

1,460,382.63

1,415,000.00

1,411,917.27

63,635.28

354.82



2.4

 
MS
1,509.33

47,210.67

9102015
3292018
235851AN2

DANAHER CORPORATION SENIOR CORP BND

 
 
 
 
4,915,902.74

4,980,135.61

4,917,000.00

4,916,500.33

48,465.36

125.23



1.65

 
MS
3,605.79

34,836.08

1142016
2022017





23636AAE1

DANSKE BK A/S SENIOR CORP BND 144A

 
F
 
 
1,839,576.8

1,869,188.97

1,840,000.00

1,839,581.55

29,607.42

4.75



2.8

 
MS
3,005.33


3072016
3252058
BRSNJTYP4

DAVITA HEALTHCARE PARTNERS INC SENIOR SE

 
 
2
 
704,575.71

708,780.5

708,116.29

705,407.53

3,372.97

136.02




 
MJSD

6,280.79

6192014
3312025
23312LAS7

DBJPM_16-C1 LCF SENIOR CMBS 16-C1

 
 
2
 
2,059,982.6

2,059,982.6

2,000,000.00

2,059,982.6





3.276

 
MON
3,276

(3,276
)
3312016
5102049
254683BJ3

DCENT_14-3 ABS_14-A3 A3

 
 
2
 
1,029,736.32

1,031,750.98

1,030,000.00

1,029,860.69

1,890.29

16.46



1.22

 
MON
558.49

3,141.51

4282014
5012027
254683BP9

DCENT_15-A2 SENIOR ABS 15-A2 A

 
 
2
 
2,099,363.7

2,114,909.98

2,100,000.00

2,099,476.11

15,433.87

31.02



1.9

 
MON
1,773.33

9,975

4222015
4152024
23311VAE7

DCP MIDSTREAM PARTNERS LP SENIOR CORP BN

 
 
1
 
1,192,920

1,072,008

1,200,000.00

1,195,681.21

(123,673.21
)
340.68



2.7

 
AO
16,200


3102014
6112018
24703BAC9

DEFT_15-1 ABS 15-1 A3 144A

 
 
2
 
2,619,821.05

2,610,964.14

2,620,000.00

2,619,889.42

(8,925.28
)
24.99



1.3

 
MON
851.5

8,514.99

4152015
7182026
246343JR9

DELAWARE RIV JT TOLL BRDG COMM MUNITAX B

 
 
 
 
2,203,944.6

2,229,580.6

2,210,000.00

2,206,330.1

23,250.5

397.67



2.184

 
JJ
12,066.6

24,133.2

10182012
8122019
BRSP9DPN0

DELTA 2 (LUX) SARL SENIOR SECURED TERM N

 
F
2
 
3,530,276.1

3,439,358.18

3,548,016.18

3,534,243.62

(94,885.44
)
642.73




 
MJSD


7302014
4152024
BRSM6R0M8

DELTA AIR LINES INC SENIOR SECURED TERM

 
 
2
 
2,645,139.34

2,663,242.16

2,665,462.49

2,653,862.28

9,379.88

1,165.26




 
FMAN

22,247.58

4302014
3312025
249218AR9

DENVER CO PUB SCHS CTFS MUNITAX BND REV

 
 
 
 
1,491,330

1,525,635

1,500,000.00

1,494,362.86

31,272.14

505.49



1.644

 
JD
7,261


4182013
7202020
249670AA8

DEPOSITORY TRUST & CLEARING CO CAPSEC CO

 
 
1
 
1,750,000

1,741,250

1,750,000.00

1,750,000

(8,750
)



4.875

 
JD
25,119.79


5192015
5102049
25152RYD9

DEUTSCHE BK LDN SENIOR CORP BND

 
F
 
 
4,994,050

4,944,344.35

5,000,000.00

4,996,255.9

(51,911.55
)
488.69



1.875

 
FA
12,500

46,875

2102015
11252034
25179MAV5

DEVON ENERGY CORPORATION SENIOR CORP BND

 
 
1
 
1,199,460

1,158,236.11

1,200,000.00

1,199,471.95

(41,235.84
)
10.07



5.85

 
JD
20,670


12102015
3122020
BRG12BGK3

DEXIA CREDIT LOCAL SA SENIOR CORP BND

 
D
 
 
2,805,578.66

2,605,353.47

1,800,000.00

2,799,465.97

(194,112.5
)
(4,057.02
)

(194,135.46
)
1.875

 
JUL
34,327.32

3,876.83

10302015
11062022
25215BAA1

DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP

 
 
 
 
4,986,350

4,998,340

5,000,000.00

4,997,473.3

866.7

1,142.62



1.25

 
AO
28,298.61


12052014
10182016
25243YAT6

DIAGEO CAPITAL PLC SENIOR CORP BND

 
F
 
 
2,485,750

2,491,648.3

2,500,000.00

2,493,975.17

18,238.36

710.69



1.125

 
AO
11,875


4242013
4252037
25243YAR0

DIAGEO CAPITAL PLC SENIOR CORP BND

 
F
 
 
4,651,160

4,671,067.3

4,650,000.00

4,652,828.94

(2,326.87
)
(633.22
)


1.5

 
MN
27,125


5082012
6252035
25459HBE4

DIRECTV HOLDINGS LLC SENIOR CORP BND

 
 
 
 
2,996,986.1

3,031,563

3,000,000.00

3,053,724.36

(22,161.36
)
51,247.87



2.4

 
MS
3,200

59,100

9292015
4072023
BRSR4UG37

DISA HOLDINGS A/S SENIOR SECURED TERM NO

 
R
 
 
229,211.49

213,166.69

229,211.49

229,211.49

(16,044.8
)




 
MJSD

2,633.27

12312015
3122026
BRSR4UG78

DISA HOLDINGS ACQUISITION SUBS SENIOR SE

 
 
 
 
5,469,702.58

5,086,823.4

5,469,702.58

5,469,702.58

(382,879.18
)




 
MJSD

79,587.13

12242014
3312025
254683BB0

DISCOVER CARD MASTER TRUST ABS 13

 
 
2
 
5,950,000

5,938,694.88

5,950,000.00

5,950,000

(11,305.12
)



0.736

 
MON
2,068.52

11,621.57

2062013
2152040
254683BL8

DISCOVER CARD MASTER TRUST SENIOR ABS _1

 
 
2
 
2,499,783.5

2,508,749.95

2,500,000.00

2,499,840.75

8,909.2

9.92



1.39

 
MON
1,544.44

10,208.32

10082014
5012027
254845GB0

DISTRICT COLUMBIA WTR & SWR AU MUNI BND

 
 
1
 
569,945

552,070

500,000.00

544,140.53

7,929.47

(4,299.16
)


5

 
AO
12,500


1282009
3062020
25476FHE1

DISTRICT OF COLUMBIA MUNI BND GO

 
 
 
 
5,731,050

5,455,250

5,000,000.00

5,434,672.92

20,577.08

(49,344.56
)


5

 
JD
83,333.33


8132008
5032018
25476FLG1

DISTRICT OF COLUMBIA MUNITAX BND GO

 
 
 
 
5,416,000

5,224,300

5,000,000.00

5,208,947.27

15,352.73

(44,244.76
)


4.613

 
JD
76,883.34


1272015
5062019
BRSSVEHW6

DJO FINANCE LLC SENIOR SECURED TERM NOTE

 
 
2
 
535,148.66

525,400.34

537,837.84

535,593.73

(10,193.39
)
139.24




 
JAJO

5,923.85

4242015
12312049
Z91S44T73

DLM_15-1A1 ABS 15-1A1

 
D
2
 
991,250

927,705.29

650,000.00

991,250

(63,544.71
)


(57,005
)
1.161

 
MON
325.91

3,550.83

5062015
12312049
233046AC5

DNKN_15-1A ABS 15-1A A2I 144A

 
 
2
 
1,485,000

1,462,056.75

1,485,000.00

1,485,000

(22,943.25
)



3.262

 
FMAN
5,516.86

12,140.76

1222015
2202045
233046AD3

DNKN_15-1A ABS 15-1A A2II 144A

 
 
2
 
1,485,000

1,452,330

1,485,000.00

1,485,000

(32,670
)



3.98

 
FMAN
6,731.18

14,813.06

1222015
2202045
BRSTZPQ88

DOLLAR TREE INC SENIOR SECURED TERM LOAN

 
 
1
 
507,261.45

509,776.27

509,594.34

507,421.64

2,354.63

1,083.68




 
MJSD

5,451.67

10152015
12312049
25746UBE8

DOMINION RESOURCES INC CORP BND

 
 
 
 
563,170

546,214.03

500,000.00

547,724.22

(1,510.19
)
(5,263.73
)


6.4

 
JD
9,422.22


7012015
1162019
25746UCD9

DOMINION RESOURCES INC SENIOR CORP BND

 
 
 
 
5,498,580

5,489,503.31

5,500,000.00

5,498,953.01

(9,449.7
)
115.51



1.9

 
JD
30,769.44


6242015
10152016
06742LAE3

DROCK_14-3 ABS_14-3 A

 
 
2
 
9,042,500.87

9,243,085.68

9,045,000.00

9,043,078.79

200,006.89

90.20



2.41

 
MON
9,688.2

54,496.11

9122014
7152022





06742LAH6

DROCK_15-1 ABS 15-1 A

 
 
2
 
1,574,279.92

1,598,467.47

1,575,000.00

1,574,387.14

24,080.33

25.79



2.2

 
MON
1,540

8,662.5

3052015
12152022
26249MAA5

DRSLF_15-37A ABS 15-37A A 144A

 
F
2
 
5,000,000

4,963,460

5,000,000.00

5,000,000

(36,540
)



2.122

 
JAJO
22,693.61

23,261.94

1292015
12312049
BRSV5TM33

DTZ US BORROWER LLC SENIOR SECURED TERM

 
 
 
 
3,103,436.26

3,074,844.09

3,119,031.41

3,104,670.33

(29,826.24
)
675.92




 
MJSD

33,598.33

8122015
12312049
BRSZ77AH2

DUBOIS CHEMICALS INC SENIOR SECURED TERM

 
 
 
 
2,750,000

2,736,250

2,750,000.00

2,750,000

8,953.14





 
MJSD

27,500

1152016
12312049
BRST2JC18

DUBOIS CHEMICALS INC SENIOR SECURED TERM

 
 
 
 
3,596,549.4

3,614,713.78

3,632,878.17

3,605,760.64

(13,750
)
2,550.71




 
MJSD

45,922.15

4132015
12312049
26442CAL8

DUKE ENERGY CORP CORP BND

 
 
 
 
507,730

502,585

500,000.00

502,486.52

5,098.73

(873.81
)


1.75

 
JD
2,576.39


12052011
11062017
26442CAJ3

DUKE ENERGY CORP CORP BND

 
 
 
 
1,114,270

1,103,492.74

1,000,000.00

1,093,870

9,622.74

(5,321.68
)


4.3

 
JD
12,661.11


4102015
5052017
26442CAD6

DUKE ENERGY CORP CORP BND

 
 
 
 
2,177,940

2,150,808.86

2,000,000.00

2,145,710.13

98.48

(17,457.85
)


5.1

 
AO
47,033.33


10132015
11012016
26441CAH8

DUKE ENERGY CORP SENIOR CORP BND

 
 
 
 
1,003,500

1,000,895.5

1,000,000.00

1,001,693.32

(797.82
)
(302.92
)


1.625

 
FA
2,076.39

8,125

8132012
2242017
26441CAK1

DUKE ENERGY CORP SENIOR CORP BND

 
 
1
 
2,310,146.8

2,289,980.75

2,280,000.00

2,302,391.13

(12,410.38
)
(2,576.38
)


2.1

 
JD
14,098


10132015
9302023
29100XAA3

EAFL_13-1 ABS 13- 1 A 144A

 
F
2
 
2,412,478.98

2,380,942.39

2,388,593.05

2,408,574.85

(27,632.46
)
(2,864.55
)


4.65

 
MON
4,936.43

28,732.73

12102014
10182016
27332QAB0

EAST LANE RE VI LTD SENIOR CORP BND 144A

 
F
 
 
1,875,000

1,869,675

1,875,000.00

1,875,000

(5,325
)



3.39

 
MJSD
4,237.5

18,183.43

3022015
12252035
277432AM2

EASTMAN CHEMICAL COMPANY SENIOR CORP BND

 
 
 
 
822,228

832,223.04

825,000.00

824,321.07

7,901.97

142.42



2.4

 
JD
6,600


5292012
5102018
278062AB0

EATON CORPORATION SENIOR CORP BND

 
 
 
 
4,680,469.42

4,668,536.72

4,675,000.00

4,678,525.91

(9,989.19
)
(551.30
)


1.5

 
MN
29,023.97


8252015
3172022
26827EAC9

ECAF I A-2 2015-1 ABS 2015-1A A2 144A

 
F
2
 
491,869.06

480,396.74

495,585.95

492,027.57

(11,630.83
)
153.94



4.947

 
MON
1,089.63

6,183.75

11302015
10182016
BRSAC1000

EDEN RE LTD

 
 
 
 
12,375,000

12,375,000

12,375,000.00

12,375,000





15.0213

 
 


12122014
12312016
281379AA5

EDUSA_10-1 ABS 10-1-A1 144A

 
 
2
 
247,374.74

243,257.68

247,374.74

247,374.74

(4,117.06
)



1.469

 
JAJO
676.13

839.8

2232010
5102032
29372EAT5

EFF_12-2 SENIOR ABS 12-2 A3 144A

 
 
2
 
218,026.08

217,700.26

217,830.37

217,843.18

(142.92
)
(0.50
)


0.93

 
MON
61.9

717.78

11202013
1162027
29372EBE7

EFF_14-2 ABS_14-2 A2 144A

 
 
2
 
844,223.49

840,855.34

844,359.44

844,301.75

(3,446.41
)
22.16



1.05

 
MON
270.9

2,514.5

8062014
3122026
26971HAA0

EGLE_14-1A ABS_14-1A A1 144A

 
F
2
 
3,436,954.45

3,378,433.44

3,437,500.00

3,436,973.3

(58,539.86
)
52.05



2.57

 
MON
3,926.39

23,424.48

12122014
10182016
283695BP8

EL PASO NATURAL GAS COMPANY CORP BND

 
 
 
 
1,925,592.5

1,843,805.61

1,790,000.00

1,851,992.13

(8,186.52
)
(14,576.05
)


5.95

 
AO
49,110.64


9292015
11082019
BRSUM53S4

ELDORADO RESORTS INC SENIOR SECURED TERM

 
 
1
 
230,852.9

232,206.24

232,012.97

230,962.83

1,243.41

44.09




 
MJSD

2,530.82

7162015
12312049
BRSLX7XX4

ELECTRICITE DE FRANCE SA SENIOR CORP BND

 
F
 
 
3,163,264

3,226,188.8

3,200,000.00

3,178,839.59

77,323.6

1,815.33



2.15

 
JJ
13,186.67

34,400

1132014
5142020
268317AJ3

ELECTRICITE DE FRANCE SA SENIOR CORP BND

 
F
 
 
4,863,518.4

4,964,789.47

4,920,000.00

4,887,465.87

47,349.21

2,791.07



2.15

 
JJ
20,274.5

52,890

9162015
11012018
532457BK3

ELI LILLY AND COMPANY SENIOR CORP BND

 
 
 
 
719,366.4

720,156.56

720,000.00

719,590.96

565.6

52.43



1.25

 
MS
750

4,500

2242015
3122026
268648AP7

EMC CORP/ MASSACHUSETTS SENIOR CORP BND

 
 
 
 
2,299,121

2,244,265.83

2,300,000.00

2,299,604.73

(55,338.9
)
47.19



1.875

 
JD
14,375

1,218.76

4022014
5102018
BRSP2R5D0

EMERALD PERFORMANCE MATERIALS SENIOR SEC

 
 
 
 
100,599.64

99,146.25

101,105.16

100,714.72

(1,568.47
)
19.28




 
MJSD

1,153.05

7232014
3312025
BRSMKZQU8

EMPIRE GENERATING CO LLC SENIOR SECURED

 
 
 
 
78,681.63

65,965.4

79,476.39

78,905.33

(176,431.22
)
28.67




 
MJSD

347.71

3132014
3312025
BRSMKZQ95

EMPIRE GENERATING CO LLC SENIOR SECURED

 
 
 
 
1,072,796.25

899,415.04

1,083,632.58

1,075,846.26

(12,939.93
)
390.85




 
MJSD

4,740.89

3132014
3312025
BL1731738

ENDO LUXEMBOURG FINANCE I COMP SENIOR SE

 
F
 
 
1,303,413.79

1,284,426.41

1,306,680.49

1,303,651.33

(19,224.92
)
208.84




 
MJSD

(203.29
)
6242015
4152020
29270CR31

ENERGY NORTHWEST MUNI BND REV

 
 
1
 
629,845

635,625

500,000.00

629,845

5,780




5

 
JJ


3292016
2152023
29270CYM1

ENERGY NORTHWEST MUNITAX BND REV

 
 
2
 
1,201,090.8

1,218,262.4

1,190,000.00

1,198,644.5

24,461.25

(644.17
)


2.197

 
JJ
6,536.08

13,072.15

4092015
8172018
29270CYL3

ENERGY NORTHWEST MUNITAX BND REV

 
 
 
 
1,524,255

1,539,195

1,500,000.00

1,514,733.75

19,617.9

(1,606.48
)


2.147

 
JJ
8,051.25

16,102.5

8162012
7232021
29273RAX7

ENERGY TRANSFER PARTNERS LP SENIOR CORP

 
 
1
 
917,705.7

854,400

890,000.00

913,834.51

(59,434.51
)
(1,265.01
)


4.15

 
AO
18,467.5


6182015
3162018





29358QAC3

ENSCO PLC SENIOR CORP BND

 
F
1
 
1,062,347

721,500

1,300,000.00

1,069,559.62

(348,059.62
)
4,898.12



4.5

 
AO
29,250


11162015
3252037
BRSMRYMN4

ENTEGRIS, INC. SENIOR SECURED TERM NOTES

 
 
 
 
871,086.04

866,343.67

875,463.37

872,261.86

(5,918.19
)
156.75




 
MJSD

7,745.42

3252014
3312025
29372EAZ1

ENTERPRISE FLEET FINANCING LLC AB_13-2-A

 
 
2
 
299,978.79

300,066.01

300,000.00

299,989.99

76.02

4.58



1.51

 
MON
138.42

1,132.5

8072013
10122023
29379VAU7

ENTERPRISE PRODUCTS OPERATING CORP BND

 
 
 
 
778,230

779,499.72

750,000.00

775,309.72

4,190

(964.73
)


4.05

 
FA
3,881.25

15,187.5

6222015
10142020
29379VAF0

ENTERPRISE PRODUCTS OPERATING CORP BND

 
 
 
 
4,390,960

4,337,259.2

4,000,000.00

4,340,839.03

(3,579.83
)
(21,277.76
)


5.25

 
JJ
35,583.33

128,041.67

8192015
1122021
29379VBG7

ENTERPRISE PRODUCTS OPERATING SENIOR COR

 
 
 
 
1,789,309.9

1,764,879.34

1,790,000.00

1,789,520.54

(24,641.2
)
55.95



1.65

 
MN
11,814


5282015
8172018
BRSJGG5M3

ENTRAVISION COMMUN CORP SENIOR SECURED T

 
 
2
 
2,775,384.2

2,708,311.49

2,775,384.20

2,775,384.2

(67,072.71
)




 
MJSD

(45,708.03
)
10012015
3312025
BRSBYALT0

ENVISION HEALTHCARE CORP TERM LOAN

 
 
2
 
4,026,855.02

4,044,068.16

4,047,103.48

4,039,961.41

4,106.75

846.23




 
FMAN

41,336.77

10012015
3312025
BRSX1BQV6

ENVISION HEALTHCARE CORP SECURED TERM LO

 
 
1
 
951,285.54

960,894.49

960,894.49

951,689.9

9,204.59

371.08




 
JAJO

11,198.4

11062015
12312049
BRSTFAHT7

EPICOR SOFTWARE CORP SENIOR SECURED TERM

 
 
1
 
1,334,416.08

1,270,016.41

1,346,783.04

1,334,746.78

(64,730.37
)
115.66




 
FMAN

27,794.84

3302016
12312049
298785GU4

EUROPEAN INVESTMENT BANK SENIOR CORP BND

 
F
 
 
15,071,250

15,076,199.4

15,000,000.00

15,066,947.07

9,252.33

(4,302.93
)


1.25

 
MN
70,833.33

(44,791.67
)
2082016
10012021
30014LAA2

EVERGLADES RE II LTD CORP BND 144A

 
F
1
 
2,000,000

2,016,360

2,000,000.00

2,000,000

16,360




5.15

 
MJSD
8,297.22

26,146.69

4302015
6252033
BRSVRWC82

EVESTMENT INC SENIOR SECURED TERM NOTES

 
 
 
 
238,239.82

236,444.04

239,437.00

238,239.82

(1,795.78
)




 
MJSD


9022015
12312049
BRSVRWCF6

EVESTMENT INC SENIOR SECURED TERM NOTES

 
 
 
 
4,799,805.96

4,739,808.39

4,799,805.96

4,799,805.96

(59,997.57
)




 
MJSD

61,215.41

9142015
12312049
300569GY0

EWING TWP N J SCH DIST MUNITAX BND GO

 
 
 
 
1,477,604.7

1,508,076.9

1,485,000.00

1,480,321.88

27,755.02

453.39



1.596

 
AO
11,850.3


3082013
5062021
BRSL2KC12

EXCELITAS TECHNOLOGIES COR SENIOR SECURE

 
 
 
 
4,034,732.42

3,596,617.52

4,075,487.28

4,048,379.35

(451,761.83
)
1,539.94




 
MJSD

61,970.05

12052013
3312025
30161NAG6

EXELON CORPORATION SENIOR CORP BND

 
 
 
 
1,973,965.55

1,971,782.13

1,975,000.00

1,974,384.84

(2,602.71
)
127.40



1.55

 
JD
9,523.89


7152015
2142019
30161NAH4

EXELON CORPORATION SENIOR CORP BND

 
 
1
 
3,814,056.1

3,856,365.19

3,810,000.00

3,813,440.94

42,924.25

(195.13
)


2.85

 
JD
31,972.26


9292015
1152018
30161MAP8

EXELON GENERATION CO LLC SENIOR CORP BND

 
 
1
 
1,129,785.3

1,139,608.6

1,130,000.00

1,129,835.73

9,772.87

10.23



2.95

 
JJ
7,037.39

16,667.5

1082015
9162019
BRSPRVAJ5

EXGEN TEXAS POWER LLC SENIOR SECURED TE

 
 
2
 
1,299,833.34

862,179.46

1,312,962.98

1,302,659.63

(440,480.17
)
498.18




 
MJSD

19,132

9162014
3312025
BRSRYEXL1

EXPRESS OIL CHANGE LLC SENIOR SECURED RE

 
 
 
 
36,025.25

35,755.06

36,025.25

36,025.25

(270.19
)




 
JAJO

413.4

1052016
12312049
BRSS5NWZ1

EXPRESS OIL CHANGE LLC SENIOR SECURED TE

 
 
 
 
2,395,679.27

2,377,711.68

2,395,679.27

2,395,679.27

(20,364.23
)




 
MJSD

37,700.43

3172015
12312049
BRSRYEAL6

EXPRESS OIL CHANGE LLC SENIOR SECURED TE

 
 
 
 
3,264,358.49

3,244,864.26

3,269,384.65

3,265,228.49

(17,967.59
)
590.95




 
JAJO

43,659.9

11032015
12312049
30219GAL2

EXPRESS SCRIPTS HOLDING CO SENIOR CORP B

 
 
1
 
3,173,322

3,257,382.47

3,180,000.00

3,173,444.45

49,259.39

122.45



3.3

 
FA
10,494


2222016
4092018
30219GAD0

EXPRESS SCRIPTS HOLDING CO SENIOR CORP B

 
 
 
 
4,067,024.68

4,141,902

4,100,000.00

4,092,642.61

42,803.94

2,062.70



2.65

 
FA
13,883.06

54,325

1142013
4092018
30219GAH1

EXPRESS SCRIPTS HOLDING CO SENIOR CORP B

 
 
 
 
6,461,775

6,516,801.98

6,500,000.00

6,473,998.04

83,938.02

1,936.56



2.25

 
JD
43,062.5


7222014
4092018
30231GAD4

EXXON MOBIL CORP SENIOR CORP BND

 
 
1
 
1,550,000

1,571,924.01

1,550,000.00

1,550,000

(16,249.85
)



1.819

 
MS
1,152.03

19,150.03

3172014
2252019
30231GAJ1

EXXON MOBIL CORP SENIOR CORP BND

 
 
1
 
2,009,320

2,025,900.88

2,000,000.00

2,008,729.18

21,924.01

(336.42
)


2.397

 
MS
3,329.17

23,970

10202015
1112021
30231GAB8

EXXON MOBIL CORP SENIOR CORP BND

 
 
 
 
5,000,000

4,983,750.15

5,000,000.00

5,000,000

17,171.7




0.674

 
MJSD
1,591.03

6,976.67

9182014
2252019
30231GAP7

EXXON MOBIL CORP SENIOR CORP BND

 
 
 
 
9,200,000

9,316,151.84

9,200,000.00

9,200,000

116,151.84




1.708

 
MS
12,221.68


2292016
7062018
BRSQFMP35

FCE BANK PLC SENIOR CORP BND EMTN

 
D
 
 
724,532.92

731,070.79

500,000.00

724,326.96

6,743.83

(205.96
)

(780.28
)
2.759

 
NOV
7,584.32

(4,338.56
)
1282016
1162027
34960JAJ4

FCO_15-6A MEZZANIN ABS 15-6A

 
 
1
 
1,971,400

1,888,682.4

2,000,000.00

1,975,381.26

(86,698.86
)
937.93



4.285

 
MJSD
5,237.41

20,912.31

3192015
2152021
31428XAZ9

FEDERAL EXPRESS CORP SENIOR CORP BND

 
 
 
 
2,441,713.35

2,472,545.86

2,440,000.00

2,441,964.53

30,581.33

(114.94
)


2.3

 
FA
9,353.34

28,060

11122015
4152019
3133XQSE3

FEDERAL HOME LOAN BANKS AGENCY BND

 
 
 
 
541,545

532,854.96

500,000.00

530,970.76

310.16

(3,715.24
)


4.11

 
AO
9,304.58


7152015
3022018





3130A3J70

FEDERAL HOME LOAN BANKS AGENCY BND

 
 
 
 
1,834,266

1,834,816.5

1,835,000.00

1,834,765.14

51.36

236.80



0.625

 
MN
4,077.78

9,904.95

11142014
6162018
3130A0C65

FEDERAL HOME LOAN BANKS AGENCY BND

 
 
 
 
3,042,605

3,048,536

3,050,000.00

3,048,225.84

38,046.8

594.33



0.625

 
JD
4,924.49


12032013
3052020
3130A4GJ5

FEDERAL HOME LOAN BANKS AGENCY BND

 
 
 
 
5,087,658.6

5,126,495.81

5,090,000.00

5,088,449.01

129,307.82

184.14



1.125

 
AO
24,813.76


2262015
11132018
313379EE5

FEDERAL HOME LOAN BANKS AGENCY BND

 
 
 
 
10,062,900

10,179,200

10,000,000.00

10,049,892.18

1,884.2

(3,781.93
)


1.625

 
JD
48,298.61


5202015
11152017
3130A6LZ8

FEDERAL HOME LOAN BANKS SENIOR AGENCY BN

 
 
 
 
2,993,490

2,993,849.94

3,000,000.00

2,995,003.42

(11,648.34
)
786.61



0.625

 
AO
8,072.91


10082015
6242016
3130A5EP0

FEDERAL HOME LOAN BANKS SENIOR AGENCY BN

 
 
 
 
7,993,360

7,984,560

8,000,000.00

7,996,208.34

(1,153.48
)
812.21



0.625

 
MN
16,805.56


5142015
12052017
313370SZ2

FEDERAL HOME LOAN BANKS UNSEC AGENCY BND

 
 
 
 
8,252,625

8,169,600

8,000,000.00

8,122,146.91

47,453.09

(21,001.70
)


2.25

 
MS
11,500

90,000

9112014
6242020
BRSMTTCL8

FEDERAL-MOGUL HOLDINGS CORP SENIOR SECUR

 
 
2
 
3,663,940.1

3,311,193.18

3,672,301.62

3,666,256.9

(355,063.72
)
333.73




 
MJSD

44,134.95

4142015
3312025
BRSP9DQP4

FERRO CORP SENIOR SECURED TERM NOTES

 
 
 
 
361,885.22

358,248.15

363,703.71

362,303.62

(4,055.47
)
368.28




 
MJSD

3,935.6

7302014
3312025
3137EADZ9

FHLMC AGENCY BND

 
 
 
 
999,670

1,004,755

1,000,000.00

999,672.27

3,429.98

2.27



1.125

 
AO
312.5


3182016
7302018
3134G72P5

FHLMC AGENCY BND

 
 
1
 
2,000,000

1,999,759.98

2,000,000.00

2,000,000

(240.02
)



1.2

 
AO
10,133.33


10162015
3012019
3134G7WS6

FHLMC AGENCY BND

 
 
1
 
2,000,000

2,001,699.98

2,000,000.00

2,000,000

1,699.98




1

 
MS
166.67

10,000

9112015
3032017
3137EADQ9

FHLMC AGENCY BND

 
 
 
 
2,749,835

2,750,577.5

2,750,000.00

2,749,993.91

6,666.54

14.06



0.5

 
MN
5,270.84

358.33

3062013
2182020
3134G62E2

FHLMC AGENCY BND

 
 
1
 
2,998,200

3,002,129.97

3,000,000.00

2,998,699.99

583.59

149.06



1.25

 
MN
13,125


5282015
11172020
3137EADH9

FHLMC AGENCY BND

 
 
 
 
3,001,470

3,007,320

3,000,000.00

3,000,653.46

(937.97
)
(129.92
)


1

 
JD
7,666.66


8282014
8142017
3137EADV8

FHLMC AGENCY BND

 
 
 
 
3,497,270

3,497,410

3,500,000.00

3,498,347.97

5,082.73

319.99



0.75

 
JJ
5,614.58

16,406.25

5282015
4272018
31398QHE0

FHLMC AGENCY CMBS_ _K007-A1

 
 
2
 
3,037,133.19

2,970,227.82

2,903,652.30

2,986,971.69

(16,743.87
)
(10,726.96
)


3.342

 
MON
8,086.67

24,700.78

6102010
10012017
31398WV35

FHLMC AGENCY CMO 3654

 
 
2
 
36,995.79

35,740.9

34,474.82

35,450.94

289.96

(256.82
)


5

 
MON
143.65

462.72

2012012
10012017
3137APVD9

FHLMC AGENCY CMO_ _40-54-AE

 
 
2
 
1,685,830.54

1,702,761.53

1,718,359.08

1,688,668.25

14,093.28

1,701.43



1.5

 
MON
2,147.95

6,590.48

5162012
4212025
31395HJ43

FHLMC AGENCY CMO_2877-AL

 
 
2
 
590,002.93

593,290.93

547,079.10

585,367.03

7,923.9

(3,549.89
)


5

 
MON
2,279.5

7,149.92

8122005
10012017
3137A0MS1

FHLMC AGENCY CMO_3688-JA

 
 
2
 
356,863.45

353,046.27

346,556.85

352,675.61

370.66

(2,203.83
)


3.5

 
MON
1,010.79

3,540.53

7142010
5102032
3137A2QN4

FHLMC AGENCY CMO_37-60-NA

 
 
2
 
406,628.63

405,842.59

397,272.86

403,488.56

2,354.03

(1,167.15
)


3

 
MON
993.18

3,182.66

8202013
1162027
3137ALG60

FHLMC AGENCY CMO_4004-AE

 
 
2
 
1,626,130.51

1,634,911.23

1,641,992.16

1,627,391.57

7,519.66

824.39



1.75

 
MON
2,394.57

7,387.45

3132012
5262026
30262SAR9

FHLMC AGNECY CMBS 15-K42 B 144A

 
 
2
 
4,123,750

3,986,358

4,000,000.00

4,110,477.63

(124,119.63
)
(2,948.42
)


3.853

 
MON
12,842.93

38,967.93

2042015
10182016
3133TJP56

FHLMC CMO AGENCY CMO_2130 QS

 
 
2
 
633,343.3

708,463.3

624,560.42

630,923.82

77,539.48

(474.31
)


6

 
MON
3,122.8

9,722.12

2062007
10152023
31398QNB9

FHLMC CMO_3676 CA

 
 
2
 
7,224.03

7,072.18

7,069.56

7,102.07

(29.89
)
(73.79
)


4

 
MON
23.57

176.19

6082010
10012017
3137AAGA5

FHLMC CMO_3857 GL

 
 
2
 
667,744.2

675,209.68

648,333.10

666,277.84

8,931.84

(1,519.58
)


3

 
MON
1,620.83

5,075.5

7122011
3122026
3137ACNE5

FHLMC CMO_3879 MF

 
 
2
 
227,611.92

226,662.88

226,726.27

227,425.31

(762.43
)
(66.51
)


0.786

 
MON
79.22

440.76

11052013
1152026
3137ARH58

FHLMC CMO_4057 CD

 
 
2
 
3,055,530.55

3,108,429.45

3,152,891.85

3,065,966.89

42,462.56

9,324.00



2

 
MON
5,254.82

16,331.96

9052013
10152025
3137B7TL3

FHLMC CMO_4306 A

 
 
2
 
4,001,488.01

4,098,583.87

3,874,906.45

3,984,825.03

113,758.84

(7,002.31
)


3.5

 
MON
11,301.81

34,492.7

2202014
12312049
3137AUDW6

FHLMC PAC AGENCY CMO 4105-MG

 
 
2
 
524,625.31

532,104.25

507,804.29

523,199.83

8,904.42

(776.15
)


3

 
MON
1,269.51

3,925.23

11062014
4202027
3128JLHB8

FHLMC POOL # 1B1225

 
 
2
 
29,280.3

30,964.87

29,735.23

29,319.7

1,645.17

41.76



2.5

 
MON
61.95

194.77

4022007
2252019
3128JMW45

FHLMC POOL # 1B2566

 
 
2
 
45,848.49

47,869.86

46,208.92

45,880.91

1,988.95

58.35



2.687

 
MON
103.47

334.65

4022007
2252019
3128JMXM4

FHLMC POOL # 1B2583

 
 
2
 
892,010.06

951,790.99

901,913.08

892,854.14

58,936.85

152.31



2.716

 
MON
2,041.33

6,164.4

9172008
1112021





3128JMY68

FHLMC POOL # 1B2632

 
 
2
 
65,970.46

71,758.9

66,489.09

66,014.1

5,744.8

22.59



2.771

 
MON
153.53

463.66

4032007
7062018
3128JMZG5

FHLMC POOL # 1B2642

 
 
2
 
73,351.16

77,476.23

73,927.80

73,406.83

4,069.4

39.66



2.745

 
MON
169.11

524.72

4022007
3172025
3128JNAL9

FHLMC POOL # 1B2810

 
 
2
 
101,210.49

107,152.4

102,263.80

101,293.67

5,858.73

88.05



2.776

 
MON
236.57

689.26

4022007
4152019
3128NCB37

FHLMC POOL # 1G0058

 
 
2
 
120,049.77

128,209.35

120,331.80

120,038.17

8,171.18

9.34



2.704

 
MON
271.15

798.25

9172008
4202050
3128NCD68

FHLMC POOL # 1G0125

 
 
2
 
806,321.88

849,185.72

823,565.29

807,835.88

41,349.84

1,391.94



2.578

 
MON
1,769.29

5,157.6

12132005
2102048
3128NCMS0

FHLMC POOL # 1G0369

 
 
2
 
156,213.37

162,056.3

155,436.18

156,090.91

5,965.39

(8.79
)


2.595

 
MON
336.13

1,014.16

8272008
2102034
3128QJLG9

FHLMC POOL # 1G1227

 
 
2
 
160,577.34

166,133.76

157,428.78

160,171.91

5,961.85

(20.60
)


2.631

 
MON
345.16

1,040.92

1042008
12272032
3128QJRN8

FHLMC POOL # 1G1393

 
 
2
 
805,710.26

812,219.93

773,354.28

802,949.38

9,270.55

(2,115.89
)


2.775

 
MON
1,788.39

5,429.09

3092012
11222024
3128QJ3B0

FHLMC POOL # 1G1694

 
 
2
 
998,106.29

1,068,899.36

1,013,105.00

999,146.79

69,752.57

53.20



2.297

 
MON
1,939.25

5,768.27

8102007
12262035
31326KNP8

FHLMC POOL # 2B4898

 
 
2
 
511,195.65

515,905.04

497,362.76

511,110.84

4,794.2

(131.90
)


2.974

 
MON
1,232.63

1,482.06

1202016
5172021
31342AZE2

FHLMC POOL # 780741

 
 
2
 
314,745.25

324,523.14

305,068.86

313,815.06

10,708.08

(500.20
)


2.5

 
MON
635.56

1,940.11

11162009
2182020
31342A6F1

FHLMC POOL # 780870

 
 
2
 
189,855.98

204,900.89

192,805.90

190,081.21

14,819.68

146.89



2.483

 
MON
398.95

1,227.48

2222012
9162024
31349SJK0

FHLMC POOL # 781166

 
 
2
 
382,327.06

411,816.88

388,657.92

382,965.34

28,851.54

317.40



2.678

 
MON
867.35

2,448.07

1092006
4152020
31349UCW6

FHLMC POOL # 782785

 
 
2
 
92,354.5

99,005.22

93,080.55

92,409.01

6,596.21

28.85



2.422

 
MON
187.87

576.45

4022007
11152020
31349UEJ3

FHLMC POOL # 782837

 
 
2
 
152,692.63

164,129.69

153,893.00

152,763.81

11,365.88

109.22



2.623

 
MON
336.38

1,060.48

4022007
2182020
31349UJL3

FHLMC POOL # 782967

 
 
2
 
56,725.98

61,609.3

57,580.70

56,789.58

4,819.72

45.79



2.66

 
MON
127.64

370.68

9302008
12152034
31349ULB2

FHLMC POOL # 783022

 
 
2
 
146,695.05

158,191.81

148,004.91

146,764.85

11,426.96

79.87



2.933

 
MON
361.75

968.33

4022007
5152018
31295NXK9

FHLMC POOL # 789682

 
 
2
 
23,696.46

25,240.36

23,833.32

23,706.69

1,533.67

18.83



2.477

 
MON
49.2

154.79

8102006
8212017
3128JRJS6

FHLMC POOL # 847473

 
 
2
 
1,008,907.73

1,077,905.65

1,013,023.17

1,008,994.68

68,910.97

239.68



2.542

 
MON
2,145.92

6,633.14

9262007
11252034
3128JRKQ8

FHLMC POOL # 847503

 
 
2
 
535,399.55

579,430.75

548,205.30

536,250.16

43,180.59

366.88



2.531

 
MON
1,156.26

3,499.81

5312006
6252035
3128JRPZ3

FHLMC POOL # 847640

 
 
2
 
192,502

207,050.57

193,556.90

192,534.14

14,516.43

55.86



2.692

 
MON
434.21

1,213.07

11132006
12252035
3128JRP26

FHLMC POOL # 847641

 
 
2
 
316,777.53

334,307.1

319,332.16

316,988.64

17,318.46

43.44



2.615

 
MON
695.88

2,063.9

2222012
4252037
3128JR6Z4

FHLMC POOL # 848088

 
 
2
 
4,406,900.25

4,451,220.49

4,193,927.37

4,391,125.99

60,094.5

(12,603.49
)


2.642

 
MON
9,233.63

27,211.09

3082011
3252058
31300L3D5

FHLMC POOL # 848896

 
 
2
 
1,320,958.63

1,318,763.84

1,255,813.32

1,319,657.05

(893.21
)
(4,437.43
)


2.945

 
MON
3,081.98

9,655.78

4222013
7152022
31300MZV8

FHLMC POOL # 849756

 
 
2
 
10,809,038.38

10,946,236.4

10,624,357.16

10,806,953.54

139,282.86

(9,395.94
)


2.711

 
MON
24,011.04

74,444.94

12092015
9152020
3128KWBZ5

FHLMC POOL # A65456

 
 
2
 
9,936.71

11,137.47

9,563.16

9,907.53

1,229.94

(32.99
)


6

 
MON
47.82

147.84

2042009
6252033
3128KWFX6

FHLMC POOL # A65582

 
 
2
 
17,454.41

19,563.59

16,798.23

17,401.67

2,161.92

(50.81
)


6

 
MON
83.99

258.86

2042009
6172031
3128KWFY4

FHLMC POOL # A65583

 
 
2
 
18,343.88

20,560.55

17,654.26

18,289.3

2,271.25

(12.57
)


6

 
MON
88.27

266.52

2042009
2102051
3128KWNV1

FHLMC POOL # A65804

 
 
2
 
335,954.06

385,952.63

332,139.61

335,608.58

50,344.05

(51.88
)


6

 
MON
1,660.7

5,001.48

11022007
2102051
3128KWNX7

FHLMC POOL # A65806

 
 
2
 
602,183.66

691,804.06

595,346.46

601,612.21

90,191.85

(83.90
)


6

 
MON
2,976.73

8,962.53

11022007
9152048
3128KWTK9

FHLMC POOL # A65954

 
 
2
 
16,715.29

18,735.14

16,086.88

16,658.7

2,076.44

(122.07
)


6

 
MON
80.43

272.75

2042009
1122045
3128KWTP8

FHLMC POOL # A65958

 
 
2
 
15,049.54

16,868.15

14,483.79

15,006.38

1,861.77

(38.15
)


6

 
MON
72.42

222.65

2042009
6112040
3128KWTZ6

FHLMC POOL # A65968

 
 
2
 
14,922.61

16,725.83

14,361.59

14,878.46

1,847.37

(9.38
)


6

 
MON
71.81

216.5

2042009
2102033
3128KWT29

FHLMC POOL # A65969

 
 
2
 
15,773.21

17,679.21

15,180.21

15,727.13

1,952.08

(8.37
)


6

 
MON
75.9

228.69

2042009
9112038





3128KW5Q2

FHLMC POOL # A66255

 
 
2
 
184,389.59

208,519.1

182,296.04

184,175.56

24,343.54

(29.57
)


6

 
MON
911.48

2,743.98

11022007
3252037
3128KYXE4

FHLMC POOL # A67877

 
 
2
 
17,923.14

20,088.97

17,249.34

17,863.8

2,225.17

(50.12
)


6

 
MON
86.25

265.22

2042009
2152033
312929CM2

FHLMC POOL # A82776

 
 
2
 
5,657.5

6,338.98

5,444.81

5,640.41

698.57

(12.04
)


6

 
MON
27.22

83.53

2042009
11012024
312930LH1

FHLMC POOL # A83928

 
 
2
 
14,543.46

16,295.32

13,996.72

14,502.45

1,792.87

(40.44
)


6

 
MON
69.98

224.31

2042009
9102018
312930LQ1

FHLMC POOL # A83935

 
 
2
 
22,160.31

24,829.67

21,327.23

22,090.08

2,739.59

(80.41
)


6

 
MON
106.64

330.45

2042009
3082020
312930RC6

FHLMC POOL # A84083

 
 
2
 
16,060.11

17,982.04

15,456.35

16,003.75

1,978.29

(29.62
)


6

 
MON
77.28

235.73

2042009
12152029
312930RV4

FHLMC POOL # A84100

 
 
2
 
7,759.44

8,694.11

7,467.73

7,735.57

958.54

(51.11
)


6

 
MON
37.34

125.39

2042009
9202019
312930TB6

FHLMC POOL # A84146

 
 
2
 
8,711.21

9,753.72

8,383.75

8,684.95

1,068.77

(4.84
)


6

 
MON
41.92

126.17

2042009
7202021
312942NF8

FHLMC POOL # A93990

 
 
2
 
10,339,084.36

10,352,775.6

9,668,343.06

10,325,469.25

27,306.35

(23,674.25
)


4

 
MON
32,227.81

21,807.42

2032016
9152020
31292KJH1

FHLMC POOL # C02964

 
 
2
 
1,377.48

1,543.94

1,325.70

1,373.22

170.72

(0.94
)


6

 
MON
6.63

20.01

2042009
5152019
31292SA91

FHLMC POOL # C09032

 
 
2
 
974,900.3

1,004,545.97

957,765.26

974,458.12

30,087.85

(444.32
)


3.5

 
MON
2,793.48

8,504.99

9122014
6102019
3128M4HY2

FHLMC POOL # G02647

 
 
2
 
290,505.17

328,136.83

294,508.64

290,726.19

37,410.64

332.66



5.5

 
MON
1,349.83

4,263.89

4092007
2102047
3128M4ZG1

FHLMC POOL # G03143

 
 
2
 
2,292.25

2,569.24

2,206.07

2,285.13

284.11

(4.99
)


6

 
MON
11.03

34.16

2042009
4102047
3128M5HK9

FHLMC POOL # G03534

 
 
2
 
3,113,261.24

3,487,566.24

3,029,477.20

3,106,266.24

381,300

(3,794.65
)


6.5

 
MON
16,409.66

50,427.3

11062007
4102047
3128M6UB2

FHLMC POOL # G04778

 
 
2
 
53,978.8

60,480.87

51,949.52

53,815.41

6,665.46

(117.35
)


6

 
MON
259.75

809.57

2042009
4102047
3128M7AZ9

FHLMC POOL # G05124

 
 
2
 
129,808.27

145,444.46

124,928.26

129,425.3

16,019.16

(301.19
)


6

 
MON
624.64

1,939.95

2042009
8132027
3128M92M3

FHLMC POOL # G07680

 
 
2
 
3,644,919.77

3,710,867.28

3,448,261.13

3,640,135.86

70,731.42

(7,395.42
)


4

 
MON
11,494.21

35,228.4

8122014
8102047
3128MJS68

FHLMC POOL # G08540

 
 
2
 
1,178,919.51

1,182,738.16

1,152,097.00

1,178,919.51

3,818.65




3

 
MON
1,152.1

(1,152.1
)
3302016
8102046
3128MJUW8

FHLMC POOL # G08596

 
 
2
 
3,476,842.76

3,484,573.68

3,206,772.40

3,472,451.41

12,122.27

(12,048.20
)


4.5

 
MON
12,025.39

37,209.63

8152014
2102048
3128MJU32

FHLMC POOL # G08601

 
 
2
 
1,463,282.63

1,461,763.18

1,369,253.43

1,462,406.38

(643.2
)
(4,354.53
)


4

 
MON
4,564.18

14,099.69

3232015
4152050
3128MJU81

FHLMC POOL # G08606

 
 
2
 
3,951,889.18

4,028,178.36

3,773,249.40

3,948,416.72

79,761.64

(7,758.41
)


4

 
MON
12,577.5

38,800.91

9182014
4152050
3128MJV23

FHLMC POOL # G08632

 
 
2
 
4,400,610.41

4,403,176.99

4,202,658.36

4,397,805.42

5,371.57

(5,412.44
)


3.5

 
MON
12,257.75

37,393.93

3232015
2102048
3128MJWP1

FHLMC POOL # G08653

 
 
2
 
3,046,595.98

3,058,999.14

2,985,029.74

3,046,176.34

12,822.8

(419.64
)


3

 
MON
7,462.57

(3,233.78
)
3032016
7152047
3128MJW89

FHLMC POOL # G08670

 
 
2
 
1,585,339.09

1,599,937.44

1,561,249.49

1,585,052.81

14,884.63

(338.22
)


3

 
MON
3,903.12

11,785.81

10272015
12102018
3128MJW97

FHLMC POOL # G08671

 
 
2
 
4,674,285.82

4,716,744.36

4,501,946.03

4,671,617.35

45,127.01

(3,163.99
)


3.5

 
MON
13,130.67

39,821.21

11032015
5102047
3128MJXE5

FHLMC POOL # G08676

 
 
2
 
2,024,559.11

2,057,657.5

1,963,952.74

2,023,797.29

33,860.21

(1,025.21
)


3.5

 
MON
5,728.19

17,328.92

11172015
7152047
3128MJXJ4

FHLMC POOL # G08680

 
 
2
 
6,759,686.13

6,942,050.89

6,774,185.76

6,759,727.79

182,323.1

155.80



3

 
MON
16,935.46

51,106.29

12172015
2102036
3128MJXR6

FHLMC POOL # G08687

 
 
2
 
4,156,624.89

4,166,012.17

3,976,293.92

4,155,222.1

10,790.07

(1,402.79
)


3.5

 
MON
11,597.52

(5,025.59
)
2162016
2102036
3128MJXX3

FHLMC POOL # G08693

 
 
2
 
4,485,498.06

4,493,780.72

4,289,136.05

4,482,199.81

11,580.91

(3,298.25
)


3.5

 
MON
12,509.98

(1,251
)
3032016
10102053
3128MBBR7

FHLMC POOL # G12548

 
 
2
 
310,763.97

327,496.71

310,085.68

310,244.04

17,252.67

(53.76
)


5.5

 
MON
1,421.23

4,524.05

3302007
10102047
3128MBU70

FHLMC POOL # G13106

 
 
2
 
361,541.44

348,625.7

337,101.58

354,241.56

(5,615.86
)
(2,955.13
)


5

 
MON
1,404.59

4,535.13

7172013
12102047
3128MCRQ0

FHLMC POOL # G13895

 
 
2
 
835,884.53

807,786.15

776,438.46

809,528.27

(1,742.12
)
(8,524.85
)


5

 
MON
3,235.16

10,911.88

11102011
3102048
3128MDCL5

FHLMC POOL # G14375

 
 
2
 
122,524.06

120,776

115,130.53

121,684.72

(908.72
)
(569.02
)


4

 
MON
383.77

1,203.42

12132013
5102048
3128MDM91

FHLMC POOL # G14684

 
 
2
 
1,348,818.17

1,342,329.91

1,282,584.70

1,332,175.79

10,154.12

(5,823.93
)


3

 
MON
3,206.46

10,244.09

2132013
8102055





3128MDNM1

FHLMC POOL # G14696

 
 
2
 
508,599.09

498,574.85

458,068.41

498,310.11

264.74

(5,288.29
)


6

 
MON
2,290.34

7,363.14

3012013
8102055
3128MDVW0

FHLMC POOL # G14929

 
 
2
 
591,724.6

581,889.66

551,744.68

587,991.47

(6,101.81
)
(1,806.48
)


4

 
MON
1,839.14

5,672.6

11192013
3102046
3128MD3A9

FHLMC POOL # G15093

 
 
2
 
485,843.54

492,373.03

468,494.60

485,149.63

7,223.4

(891.97
)


3

 
MON
1,171.24

3,606.04

7132015
3102048
3128MD5G4

FHLMC POOL # G15147

 
 
2
 
2,564,387.55

2,598,245.59

2,473,375.09

2,557,613.51

40,632.08

(3,888.24
)


3

 
MON
6,183.44

18,967.77

8132014
3102048
3128MEHM6

FHLMC POOL # G15436

 
 
2
 
1,574,416.6

1,584,234.03

1,507,294.87

1,572,700.56

11,533.47

(2,945.72
)


3

 
MON
3,768.24

11,560.72

9212015
8102046
3128MMUS0

FHLMC POOL # G18592

 
 
2
 
5,224,609.38

5,231,139

5,000,000.00

5,224,609.38

6,529.62




3

 
MON
7,083.34

(7,083.34
)
3302016
9102045
31335ACR7

FHLMC POOL # G60080

 
 
2
 
2,913,176.82

2,958,336.53

2,823,615.27

2,911,687.33

46,649.2

(2,058.48
)


3.5

 
MON
8,235.54

25,029.81

6082015
2162021
31335ACS5

FHLMC POOL # G60081

 
 
2
 
2,958,572.06

3,000,141.06

2,773,932.21

2,955,666.26

44,474.8

(5,003.58
)


4

 
MON
9,246.44

28,172.93

6082015
2152029
31335AHP6

FHLMC POOL # G60238

 
 
2
 
5,096,686.41

5,190,976.64

4,919,136.32

5,095,674.49

95,302.15

(3,488.02
)


3.5

 
MON
14,347.49

43,509.4

12212015
10152023
3128MTB72

FHLMC POOL # H00962

 
 
2
 
33,010.96

36,643.58

32,376.09

32,963.49

3,680.09

(3.62
)


6.5

 
MON
175.37

526.11

10312007
6152033
3128MTEE4

FHLMC POOL # H01033

 
 
2
 
505,000.2

560,571.8

495,287.90

503,965.91

56,605.89

(2,091.05
)


6.5

 
MON
2,682.81

9,932.13

10312007
7102047
3128MTF29

FHLMC POOL # H01085

 
 
2
 
101,665.13

112,852.63

99,709.87

101,444.85

11,407.78

(37.99
)


6.5

 
MON
540.1

1,630.2

10312007
9152048
3128PVWH9

FHLMC POOL # J16048

 
 
2
 
1,803,806.68

1,811,398.17

1,707,493.39

1,783,404.4

27,993.77

(7,125.10
)


4

 
MON
5,691.64

17,703.17

8022011
12262035
3128PV4J6

FHLMC POOL # J16225

 
 
2
 
1,486,649.84

1,492,906.54

1,407,270.96

1,470,553.4

22,353.14

(3,781.85
)


4

 
MON
4,690.9

14,457.47

8022011
1152021
31307MPM2

FHLMC POOL # J31328

 
 
2
 
345,072.49

346,410.26

331,104.05

344,663.2

1,747.06

(379.49
)


3

 
MON
827.76

2,510.66

9022015
12152022
31307MRM0

FHLMC POOL # J31392

 
 
2
 
314,716.31

315,936.37

301,976.66

314,334.83

1,601.54

(363.12
)


3

 
MON
754.94

2,291.69

9022015
10152044
31307MR40

FHLMC POOL # J31407

 
 
2
 
419,803.66

420,611.35

402,026.55

419,357.13

1,254.22

(492.79
)


3

 
MON
1,005.07

3,050.01

9212015
2252021
31307MSH0

FHLMC POOL # J31420

 
 
2
 
179,447.94

180,999.32

172,183.92

179,231.96

1,767.36

(295.86
)


3

 
MON
430.46

1,321.03

9022015
10182029
31307MSY3

FHLMC POOL # J31435

 
 
2
 
397,255.76

398,795.84

381,174.96

396,783.17

2,012.67

(550.31
)


3

 
MON
952.94

2,901.44

9022015
6152018
31307NN34

FHLMC POOL # J32210

 
 
2
 
528,555.71

533,125.27

507,159.92

527,927.78

5,197.49

(878.04
)


3

 
MON
1,267.9

3,871.92

9022015
4152021
31307NPD0

FHLMC POOL # J32220

 
 
2
 
103,337.11

104,230.49

99,154.05

103,213.22

1,017.27

(114.36
)


3

 
MON
247.88

751.66

9022015
10152018
3132GLQP2

FHLMC POOL # Q05262

 
 
2
 
2,836,264.09

2,878,003.31

2,740,765.56

2,830,804.5

47,198.81

(2,588.00
)


3.5

 
MON
7,993.9

24,347

2032012
9152021
3132GMDN9

FHLMC POOL # Q05809

 
 
2
 
3,936,280.11

3,982,126.94

3,718,953.76

3,930,387.31

51,739.63

(8,595.62
)


4

 
MON
12,396.52

38,091.92

6272014
6172019
3132GSEB1

FHLMC POOL # Q07030

 
 
2
 
605,772.49

604,886.66

577,442.00

605,772.49

(885.83
)



3.5

 
MON
673.68

(673.68
)
3312016
7152020
3132JMGH6

FHLMC POOL # Q20200

 
 
2
 
6,180,488.07

6,204,920.61

5,916,996.82

6,178,054.68

26,865.93

(5,083.37
)


3.5

 
MON
17,257.9

11,620.98

1282016
8162021
3132M55C2

FHLMC POOL # Q25643

 
 
2
 
1,875,510.51

1,875,100.87

1,732,573.21

1,872,646.38

2,454.49

(5,498.92
)


4

 
MON
5,775.24

17,790.24

1222015
10162017
3132M92R4

FHLMC POOL # Q29184

 
 
2
 
2,499,977.22

2,501,382.79

2,340,357.55

2,497,242.73

4,140.06

(5,233.53
)


4

 
MON
7,801.2

23,816.61

12112014
10152019
3132QLQT3

FHLMC POOL # Q30465

 
 
2
 
2,678,113.35

2,702,952.74

2,569,318.76

2,675,880.21

27,072.53

(2,063.72
)


3.5

 
MON
7,493.84

22,727.69

12112014
6172019
3132QNGH6

FHLMC POOL # Q31999

 
 
2
 
2,184,688.88

2,177,336.99

2,078,182.09

2,182,992.73

(5,655.74
)
(2,662.11
)


3.5

 
MON
6,061.37

18,448.88

4152015
2182020
3132QNP37

FHLMC POOL # Q32241

 
 
2
 
2,356,923.17

2,355,764.71

2,248,484.28

2,355,341.84

422.87

(2,266.03
)


3.5

 
MON
6,558.07

15,275.79

2162016
5152020
3134G8NS4

FHLMC SENIOR AGENCY BND

 
 
1
 
1,749,825

1,751,189.88

1,750,000.00

1,749,825.47

1,364.41

0.47



1.4

 
MS
136.11


3212016
6152018
3137B6U82

FHLMC SENIOR AGENCY CMO 4286 MP

 
 
2
 
3,821,360.1

3,806,967.45

3,519,456.70

3,810,535.47

(3,568.02
)
(14,820.55
)


4

 
MON
11,731.52

36,199.18

4222015
4222027
3137B8MW4

FHLMC SENIOR AGENCY CMO_4322-DN

 
 
2
 
4,298,649.55

4,353,035.87

4,006,313.85

4,245,672.24

107,363.63

(13,363.75
)


4

 
MON
13,354.37

41,121.23

8202014
12312049
3137BDJQ0

FHLMC SENIOR AGENCY CMO_4384-HN

 
 
2
 
901,553.09

917,272.88

854,362.89

893,307.09

23,965.79

(2,642.89
)


3.5

 
MON
2,491.89

7,663.57

10072014
10012017





3137A47K7

FHLMC SENIOR CMO_3778 M

 
 
2
 
180,933.71

182,737.83

166,519.39

179,043.6

3,694.23

(647.96
)


4.5

 
MON
624.45

1,935.98

1132014
10122023
3137EADP1

FHLMC UNSECURED AGENCY BND

 
 
 
 
14,877,000

15,029,401.05

15,000,000.00

14,952,506.01

76,895.04

6,054.96



0.875

 
MS
8,750

65,625

2012013
11242017
31395EC47

FHLMC_2839 CMO_2839 TS

 
 
2
 
436,555.08

420,441.82

406,333.99

422,862.54

(2,420.72
)
(3,900.48
)


5

 
MON
1,693.06

5,689.42

3072013
10012017
31397JAB0

FHLMC_3346A AGNECY CMO_3335-AF

 
 
2
 
95,181.78

94,974.01

95,174.34

95,177.3

(203.29
)
(1.01
)


0.586

 
MON
24.8

143.86

7222011
10012017
31398Q4P9

FHLMC_3674 SENIOR AGENCY CMO 3674 HJ

 
 
2
 
1,243,099.16

1,245,721.58

1,112,704.14

1,231,551.64

14,169.94

(7,540.02
)


5.5

 
MON
5,099.9

15,856.46

11202013
10012017
3137BDKF2

FHR AGENCY CMO_4384 LA

 
 
2
 
3,970,271.14

3,982,812.79

3,769,990.42

3,946,677.16

36,135.63

(10,947.31
)


3.5

 
MON
10,995.81

33,893.4

8272014
10012017
31283AKB5

FHSTR CMO_282 150

 
 
2
 
3,259,774.39

3,304,423.24

3,333,307.15

3,266,237.44

38,185.8

4,667.35



1.5

 
MON
4,166.63

12,884.07

10172012
4092018
31620MAP1

FIDELITY NATIONAL INFORMATION CORP BND

 
 
1
 
3,060,900

3,102,134.85

3,000,000.00

3,056,085.24

46,049.61

(2,901.61
)


3.625

 
AO
48,635.42


10282015
3252058
316773CR9

FIFTH THIRD BANK CAPSEC CORP BND

 
 
1
 
7,895,000

6,960,000

8,000,000.00

7,897,182.82

(937,182.82
)
102.17



4.9

 
MS
1,088.89

196,000

11242014
11252034
31677QBF5

FIFTH THIRD BANK SENIOR CORP BND

 
 
1
 
2,349,459.5

2,375,791.88

2,350,000.00

2,349,467.59

74,789.23

8.09



2.3

 
MS
2,402.22


3102016
12252035
31677QBC2

FIFTH THIRD BANK SENIOR CORP BND

 
 
1
 
4,342,897.5

4,419,617.84

4,350,000.00

4,344,828.61

26,324.29

208.91



2.875

 
AO
62,531.25


3132015
4252037
31677AAB0

FIFTH THIRD BANK SUB CORP BND

 
 
1
 
879,128.8

901,618.96

880,000.00

879,132.14

22,486.82

3.34



3.85

 
MS
1,505.78


3102016
6252035
BRSP22SV0

FIRST DATA CORPORATION SENIOR SECURED TE

 
 
2
 
1,977,500

1,993,334

2,000,000.00

1,985,950.19

7,383.81

1,405.72




 
MJSD

19,845.92

7312014
3312025
BRSU8ETX2

FIRST DATA CORPORATION SENIOR SECURED TE

 
 
1
 
2,255,202.52

2,256,150.05

2,272,244.35

2,256,068.47

81.58

640.69




 
MJSD

23,341.32

11052015
12312049
33766QAA5

FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A

 
 
2
 
78,159.61

77,974.65

78,159.69

78,158.69

(184.04
)
0.25



0.679

 
JJ
112.04

443.84

6122013
4212025
BRSFEV6K3

FLY FUNDING II SARL SENIOR SECURED TERM

 
F
2
 
2,575,053.73

2,559,292.68

2,584,327.06

2,577,338.3

(18,045.62
)
576.67




 
FMAN

22,434.09

10192015
2182020
BRSHZJ755

FLYING FORTRESS INC SENIOR SECURED TERM

 
 
1
 
1,063,095.24

1,062,429.97

1,064,425.77

1,063,324.27

(894.3
)
67.24




 
JAJO

9,417.21

5012015
3312025
30249UAA9

FMC TECHNOLOGIES INC SENIOR CORP BND

 
 
 
 
349,184.5

340,375

350,000.00

349,748.22

(9,373.22
)
40.90



2

 
AO
3,500


9182012
3172025
BRSL7M1V9

FMG RESOURCES (AUGUST 2006) PT SENIOR SE

 
F
 
 
5,494,225.19

4,666,268.35

5,535,857.45

5,511,787.02

(845,518.67
)
1,914.91




 
MJSD

40,087.06

11152013
4092020
BRSYD5VW6

FMS WERTMANAGEMENT LT GTD SENIOR CORP BN

 
D
 
 
1,022,513.19

1,015,056.03

700,000.00

1,022,515.71

3,135.72

2.52


(16,483.73
)
1.25

 
MAR
2,716.83

1,920.86

1062016
5152017
D2R6L0P26

FMS WERTMANAGEMENT LT GTD SENIOR CORP BN

 
D
 
 
1,157,414.94

1,160,064.03

800,000.00

1,156,928.31

5,377.08

(650.89
)

5,174.6

1.25

 
MAR
945.07

1,308.85

2162016
8012027
30254WAE9

FMS WERTMANAGEMENT LT GTD SENIOR CORP BN

 
F
 
 
1,366,562.56

1,372,167.23

1,367,000.00

1,366,790.15

(10,376.66
)
36.29



1.125

 
MS
1,110.69

7,689.38

8272014
5012019
BRSTSH835

FMS WERTMANAGEMENT LT GTD SENIOR CORP BN

 
D
 
 
2,377,639.35

2,308,143.06

1,600,000.00

2,377,794.6

(69,651.54
)
24.51


(77,592.69
)
1

 
APR
18,598.52

(7,144.54
)
1182016
8022016
30254WAF6

FMS WERTMANAGEMENT LT GTD SENIOR CORP BN

 
F
 
 
7,524,617.94

7,519,534.72

7,534,000.00

7,529,911.38

(7,459.68
)
1,223.82



0.625

 
JJ
7,978.71

23,543.75

6082015
11012019
3135G0WJ8

FNMA AGENCY BND

 
 
 
 
1,995,720

2,003,180.08

2,000,000.00

1,998,180.76

43,257.32

210.52



0.875

 
MN
6,319.45


4112013
12312049
3135G0E58

FNMA AGENCY BND

 
 
 
 
5,491,090

5,535,969.56

5,500,000.00

5,492,712.24

4,999.32

698.61



1.125

 
AO
27,843.75


8272015
2282021
3135G0ZB2

FNMA AGENCY BND

 
 
 
 
6,726,442.5

6,750,742.5

6,750,000.00

6,741,961.62

8,780.88

1,888.34



0.75

 
AO
22,640.62


3062014
9262018
31398SVZ3

FNMA AGENCY CMO _10-139-MA

 
 
2
 
1,637,577.77

1,600,531.37

1,601,840.71

1,636,374.61

(35,843.24
)
(1,787.24
)


2.5

 
MON
3,337.17

10,301.87

11092010
10012017
31398SZN6

FNMA AGENCY CMO _10-141-G

 
 
2
 
8,064,358.48

8,230,515.83

7,755,356.03

8,019,147.89

211,367.94

(7,450.49
)


3.5

 
MON
22,619.79

67,923.25

7212014
10012017
3136ALUX7

FNMA AGENCY CMO 2014-70 KP

 
 
2
 
4,289,188.49

4,309,786.35

4,070,404.25

4,261,273.95

48,512.4

(10,261.53
)


3.5

 
MON
11,872.01

36,526.56

10242014
2152040
3136A1PM1

FNMA AGENCY CMO__11-96-PA

 
 
2
 
2,662,402.09

2,624,016.24

2,608,408.05

2,655,421.95

(31,405.71
)
(3,918.52
)


2.5

 
MON
5,434.18

16,830.65

9062011
3152019
3136ABTM5

FNMA AGENCY CMO__13-7-CT

 
 
2
 
1,175,595.72

1,195,403.8

1,179,109.45

1,175,747.06

19,656.74

896.54



2

 
MON
1,965.18

7,177.83

1032013
4092020
31398GEH8

FNMA AGENCY CMO_09-100-MA

 
 
2
 
472,398.54

473,959.43

455,987.55

471,421.3

2,538.13

(1,309.14
)


3

 
MON
1,139.97

3,590.15

11132009
10012017
31397NLS2

FNMA AGENCY CMO_09-11 LC

 
 
2
 
497,555.52

491,612.85

467,462.61

494,114.88

(2,502.03
)
(2,547.09
)


4.5

 
MON
1,752.98

5,491.82

2072014
10012017





31398MU53

FNMA AGENCY CMO_10-29-PA

 
 
2
 
101,225.26

100,021.23

98,413.59

99,792.51

228.72

(674.73
)


4.5

 
MON
369.05

1,285.08

3162010
10012017
31398MAY2

FNMA AGENCY CMO_10-9 MC

 
 
2
 
896,750

854,731.2

800,000.00

847,043.34

7,687.86

(6,867.42
)


5

 
MON
3,333.33

9,999.99

5212014
10012017
31392ER28

FNMA CMO_02-64 PG

 
 
2
 
710,819.91

730,115.18

645,278.94

708,299.38

21,815.8

(2,940.73
)


5.5

 
MON
2,957.53

9,079.4

9182002
10012017
31394DA42

FNMA CMO_05-48 AR

 
 
2
 
43,770.01

46,088.52

43,457.68

43,504.7

2,583.82

(18.18
)


5.5

 
MON
199.18

643.57

12202007
10012017
3136A9FV5

FNMA CMO_12-111 LB

 
 
2
 
583,864.33

596,595.63

565,059.12

583,512.92

13,082.71

(63.08
)


3.5

 
MON
1,648.09

4,944.27

2282014
9202019
3136ABFX6

FNMA CMO_12-146 NA

 
 
2
 
1,808,243.06

1,858,397.39

1,836,973.32

1,809,655.3

48,742.09

1,161.68



2

 
MON
3,061.62

9,379.77

12052012
7152021
3136AHYJ3

FNMA CMO_13-135 GB

 
 
2
 
3,790,881.97

3,889,807.6

3,810,870.00

3,792,492.12

97,315.48

1,047.58



2.5

 
MON
7,939.31

24,577.18

12182013
7182026
3136AEXL6

FNMA CMO_13-64 KA

 
 
2
 
2,264,371.66

2,329,625.66

2,341,815.51

2,269,795.82

59,829.84

3,311.72



2

 
MON
3,903.03

12,014.59

5232013
2202045
31371NAC9

FNMA POOL # 256603

 
 
2
 
222,154

234,733.71

221,945.90

221,778.05

12,955.66

(6.77
)


5.5

 
MON
1,017.25

3,221.86

7172008
5012027
31371NE35

FNMA POOL # 256754

 
 
2
 
81,150.97

80,968.53

76,557.53

79,476.77

1,491.76

(628.99
)


5.5

 
MON
350.89

1,192.55

9292009
4152024
31385W2S7

FNMA POOL # 555285

 
 
2
 
1,184,933.4

1,239,923.94

1,075,379.16

1,173,832.74

66,091.2

(6,405.61
)


6

 
MON
5,376.9

16,711.24

1052011
10012017
31385XAZ0

FNMA POOL # 555424

 
 
2
 
1,254,695.07

1,298,967.08

1,152,666.11

1,245,782.4

53,184.68

(6,614.69
)


5.5

 
MON
5,283.05

16,484.84

1252012
10012017
31385XEW3

FNMA POOL # 555549

 
 
2
 
34,457.19

36,195.77

34,739.45

34,563.88

1,631.89

41.01



5

 
MON
144.75

492.82

12142007
10012017
31385XK48

FNMA POOL # 555715

 
 
2
 
45,102.12

47,900.28

45,504.82

45,148.51

2,751.77

19.76



2.515

 
MON
95.37

289.9

4022007
10012017
31400EGH7

FNMA POOL # 685200

 
 
2
 
32,782.1

34,436.15

33,050.63

32,887.63

1,548.52

41.71



5

 
MON
137.7

469.86

12142007
10012017
31400PG58

FNMA POOL # 693320

 
 
2
 
50,224.43

53,995.36

50,665.78

50,275.76

3,719.6

10.04



2.642

 
MON
111.55

322.7

8102006
10012017
31400QJ87

FNMA POOL # 694287

 
 
2
 
6,049.34

6,502.1

6,103.33

6,054.98

447.12

1.04



2.725

 
MON
13.86

35.37

4022007
10012017
31400SA33

FNMA POOL # 695826

 
 
2
 
15,314.96

16,087.72

15,440.44

15,363.33

724.39

15.17



5

 
MON
64.33

213.28

12142007
10012017
31401A3C9

FNMA POOL # 702895

 
 
2
 
32,693.32

34,342.92

32,961.14

32,797.15

1,545.77

39.51



5

 
MON
137.33

465.89

12142007
10012017
31401DVW8

FNMA POOL # 705429

 
 
2
 
74,934.84

80,957.88

75,808.44

75,037.73

5,920.15

19.97



2.721

 
MON
171.9

470.29

8102006
10012017
31401MKS9

FNMA POOL # 712305

 
 
2
 
614,424.99

606,410.73

576,924.88

611,054.81

(4,644.08
)
(1,727.23
)


2.55

 
MON
1,225.97

3,764.48

2232012
10012017
31402DQB9

FNMA POOL # 725950

 
 
2
 
67,481.94

71,327.18

68,099.06

67,680.56

3,646.62

67.52



5

 
MON
283.75

926.24

7172008
10012017
31402HD32

FNMA POOL # 729222

 
 
2
 
768,853.74

832,266.57

777,352.98

769,578.72

62,687.85

446.24



2.455

 
MON
1,590.34

4,947.96

9172008
10012017
31402QYX3

FNMA POOL # 735226

 
 
2
 
310,702.75

310,772.44

280,227.95

310,268.77

503.67

(1,627.31
)


5

 
MON
1,167.62

1,915.76

1042016
10012017
31402RB81

FNMA POOL # 735463

 
 
2
 
77,674.32

82,576.74

78,316.80

77,735.61

4,841.13

3.98



2.759

 
MON
180.06

460.36

9282006
10012017
31402RF87

FNMA POOL # 735591

 
 
2
 
2,387,317.79

2,551,082.1

2,300,347.20

2,379,511.38

171,570.72

(5,764.35
)


5

 
MON
9,584.78

29,977.98

4302010
10012017
31402YSV7

FNMA POOL # 742232

 
 
2
 
1,906.17

2,057.42

1,935.79

1,908.29

149.13

0.64



3.125

 
MON
5.04

13.43

4022007
10012017
31403C2L4

FNMA POOL # 745179

 
 
2
 
111,061.63

116,665.39

111,971.42

111,359.07

5,306.32

153.84



5

 
MON
466.55

1,602.57

12142007
10012017
31403DCE7

FNMA POOL # 745369

 
 
2
 
110,198.9

116,368.16

111,101.57

110,469.38

5,898.78

110.97



5

 
MON
462.92

1,530.06

12142007
10012017
31403DCZ0

FNMA POOL # 745388

 
 
2
 
239,276.63

251,349.57

241,236.65

239,969.31

11,380.26

269.36



5

 
MON
1,005.15

3,369.32

12142007
10012017
31403H3P3

FNMA POOL # 749706

 
 
2
 
173,500.04

184,933.55

175,682.34

173,746.6

11,186.95

52.89



2.659

 
MON
389.28

1,176.17

5152006
10012017
31403KDB6

FNMA POOL # 750798

 
 
2
 
3,738.88

4,044.5

3,797.00

3,745.88

298.62

1.43



2.324

 
MON
7.35

22.22

4022007
10012017
31403VBR9

FNMA POOL # 758848

 
 
2
 
59,832.98

62,851.94

60,323.13

60,001.78

2,850.16

69.53



5

 
MON
251.35

835.94

12142007
10012017
31404CLB4

FNMA POOL # 764522

 
 
2
 
9,319.61

10,069.54

9,508.29

9,336.1

733.44

3.55



2.522

 
MON
19.98

60.51

9302008
10012017





31404LRF9

FNMA POOL # 771886

 
 
2
 
47,712.3

49,999.36

48,510.07

47,803.25

2,196.11

174.30



2.541

 
MON
102.72

350.95

8102006
10012017
31404NBP0

FNMA POOL # 773246

 
 
2
 
64,090.69

67,972.88

64,627.07

64,133.66

3,839.22

28.04



2.505

 
MON
134.91

405.45

4022007
10012017
31404VGA0

FNMA POOL # 779693

 
 
2
 
352,435.56

373,325.92

355,770.87

352,804.05

20,521.87

72.58



2.363

 
MON
700.57

2,121.76

2242006
10012017
31405PAG5

FNMA POOL # 794807

 
 
2
 
80,048.24

84,673.5

79,830.34

80,006.01

4,667.49

(6.05
)


2.224

 
MON
147.96

447.54

6302007
10012017
31405UMM8

FNMA POOL # 799664

 
 
2
 
35,015.4

36,805.41

35,290.69

35,043.5

1,761.91

16.86



2.445

 
MON
71.9

224.62

4022007
10012017
31405UR84

FNMA POOL # 799811

 
 
2
 
92,621.52

94,354.16

92,379.50

92,571.5

1,782.66

(4.72
)


2.266

 
MON
174.44

526.84

6302007
10012017
31405UTZ2

FNMA POOL # 799868

 
 
2
 
8,562.3

9,075.53

8,629.60

8,568.85

506.68

1.31



2.37

 
MON
17.04

51.59

4022007
10012017
31406BB90

FNMA POOL # 804764

 
 
2
 
111,465.84

118,174.47

112,342.08

111,546.88

6,627.59

37.96



2.505

 
MON
234.51

725.82

4022007
10012017
31406BEZ9

FNMA POOL # 804852

 
 
2
 
82,184.81

86,386.64

82,830.91

82,246.18

4,140.46

22.93



2.485

 
MON
171.53

524.08

4022007
10012017
31406BJF8

FNMA POOL # 804962

 
 
2
 
93,731.79

100,459.21

94,468.63

93,798.55

6,660.66

68.93



2.523

 
MON
198.62

615.64

4022007
10012017
31406BQQ6

FNMA POOL # 805163

 
 
2
 
139,107.72

147,038.88

140,272.03

139,212.52

7,826.36

57.51



2.566

 
MON
299.95

882.48

4022007
10012017
31406DG67

FNMA POOL # 806721

 
 
2
 
180,753.68

190,071.19

182,174.66

180,893.02

9,178.17

108.42



2.545

 
MON
386.36

1,229.35

4022007
10012017
31406GLK3

FNMA POOL # 809530

 
 
2
 
28,637.79

30,791.89

28,840.61

28,660.86

2,131.03

2.43



2.407

 
MON
57.83

170.31

9282006
10012017
31406MYP5

FNMA POOL # 814418

 
 
2
 
81,220.95

85,727.65

81,946.17

81,290.32

4,437.33

67.25



2.462

 
MON
168.13

435.41

4022007
10012017
31406PKU2

FNMA POOL # 815807

 
 
2
 
148,518.83

154,857.71

149,936.16

148,680.38

6,177.33

150.08



2.434

 
MON
304.12

895.46

9282006
10012017
31406TLC3

FNMA POOL # 819423

 
 
2
 
207,363.74

220,613.45

209,215.34

207,508.42

13,105.03

103.48



3.031

 
MON
528.62

1,347.94

4022007
10012017
31406TTE1

FNMA POOL # 819649

 
 
2
 
1,667,377.61

1,676,656.09

1,611,966.27

1,661,354.32

15,301.77

(3,410.71
)


2.576

 
MON
3,460.35

9,408.62

12042009
10012017
31406VHE9

FNMA POOL # 821129

 
 
2
 
83,323.8

87,752.68

84,067.80

83,373.72

4,378.96

30.95



2.435

 
MON
170.59

481.53

4022007
10012017
31407D5R2

FNMA POOL # 828056

 
 
2
 
367,469.46

379,513.87

361,312.90

366,756.42

12,757.45

(305.91
)


2.499

 
MON
752.43

2,342.52

2202009
10012017
31407E6W8

FNMA POOL # 828985

 
 
2
 
190,316.99

208,514.42

196,869.04

190,824.15

17,690.27

66.21



2.368

 
MON
388.49

1,173.28

3162006
10012017
31407GC22

FNMA POOL # 829989

 
 
2
 
514,025.03

534,527.35

518,910.07

514,458.77

20,068.58

825.25



2.575

 
MON
1,113.49

3,391.5

1202006
10012017
31408C6D3

FNMA POOL # 847868

 
 
2
 
440,097.51

466,049.08

444,823.75

440,653.15

25,395.93

1,445.84



2.261

 
MON
838.12

3,392.82

5122006
10012017
31409UBQ7

FNMA POOL # 878547

 
 
2
 
486,789.36

527,495.93

490,718.94

487,075.06

40,420.87

242.25



2.862

 
MON
1,170.36

3,102.4

5042006
10012017
31410FU60

FNMA POOL # 888105

 
 
2
 
100,969.12

106,063.61

101,796.20

101,187.2

4,876.41

122.23



5

 
MON
424.14

1,423.96

12142007
10012017
31410GAG8

FNMA POOL # 888407

 
 
2
 
4,205,451.62

4,210,912.57

3,802,075.20

4,201,911.92

9,000.65

(29,580.66
)


5

 
MON
15,841.98

49,566.95

12212015
10012017
31410GC35

FNMA POOL # 888490

 
 
2
 
135,385.08

139,091.16

135,691.79

135,396.11

3,695.05

26.26



2.398

 
MON
271.16

796.86

6182007
10012017
31410GC50

FNMA POOL # 888492

 
 
2
 
66,391.12

70,787.48

66,265.01

66,353.25

4,434.23

(9.28
)


2.744

 
MON
151.53

424.01

6182007
10012017
31410GDC4

FNMA POOL # 888499

 
 
2
 
448,994.25

473,956.32

451,516.93

449,244.84

24,711.48

199.99



2.493

 
MON
938.03

2,944.63

2222012
10012017
31410GDF7

FNMA POOL # 888502

 
 
2
 
62,637.9

67,415.66

63,452.08

62,747.67

4,667.99

34.57



2.098

 
MON
110.94

315.3

6182007
10012017
31410GDL4

FNMA POOL # 888507

 
 
2
 
254,082.84

268,780.45

258,530.55

254,522.2

14,258.25

133.46



2.61

 
MON
562.3

1,682.39

6182007
10012017
31410GDM2

FNMA POOL # 888508

 
 
2
 
314,400.9

335,714.9

318,796.56

314,819.93

20,894.97

100.58



2.753

 
MON
731.37

1,981.05

6182007
10012017
31410GDQ3

FNMA POOL # 888511

 
 
2
 
44,233.47

46,747.63

44,635.26

44,269.83

2,477.8

25.97



2.533

 
MON
94.22

286.91

6182007
10012017
31410GDS9

FNMA POOL # 888513

 
 
2
 
72,362.69

78,099.94

72,741.60

72,389.98

5,709.96

28.21



2.785

 
MON
168.76

506.4

6182007
10012017
31410GDX8

FNMA POOL # 888518

 
 
2
 
78,904.98

82,976

79,158.45

78,917.23

4,058.77

0.86



2.733

 
MON
180.28

480.33

6182007
10012017





31410GDY6

FNMA POOL # 888519

 
 
2
 
38,701.07

41,931.97

39,365.63

38,763.96

3,168.01

24.43



2.503

 
MON
82.11

249.73

6182007
10012017
31410GDZ3

FNMA POOL # 888520

 
 
2
 
481,011.19

503,800.52

484,077.00

481,342.7

22,457.82

176.98



2.316

 
MON
934.27

2,912.8

6182007
10012017
31410GD83

FNMA POOL # 888527

 
 
2
 
13,979.34

15,266.56

14,242.67

14,004.02

1,262.54

19.04



2.656

 
MON
31.52

94.32

6182007
10012017
31410GPR8

FNMA POOL # 888832

 
 
2
 
1,224,011.39

1,354,484.26

1,177,110.88

1,220,460.73

134,023.53

(4,193.40
)


6.5

 
MON
6,376.02

20,204.76

1252008
10012017
31410G4F7

FNMA POOL # 889222

 
 
2
 
734,171.58

735,436.6

664,033.08

733,206.78

2,229.82

(3,475.56
)


5

 
MON
2,766.8

4,535.19

1042016
10012017
31410LK84

FNMA POOL # 890519

 
 
2
 
945,274.54

982,830.02

863,202.82

943,003.88

39,826.14

(5,639.92
)


6

 
MON
4,316.01

13,498.05

10232013
10012017
31411DA33

FNMA POOL # 904626

 
 
2
 
416,737.32

431,513.87

414,760.73

416,459.63

15,054.24

(165.58
)


2.605

 
MON
900.38

2,800.14

12132006
10012017
31411GUY6

FNMA POOL # 907899

 
 
2
 
1,211,538.6

1,254,040.07

1,201,587.94

1,210,241.85

43,798.22

14.64



2.594

 
MON
2,597.43

7,793.02

12142006
10012017
31411KCZ4

FNMA POOL # 910088

 
 
2
 
1,062,562.28

1,204,405.5

1,052,693.28

1,061,590.24

142,815.26

(929.16
)


6

 
MON
5,263.47

16,728.64

3292007
10012017
31411LEA5

FNMA POOL # 911029

 
 
2
 
62,766.18

62,625.05

59,213.37

61,426.7

1,198.35

(1,103.05
)


5.5

 
MON
271.39

984.91

9292009
10012017
31411WPJ0

FNMA POOL # 916725

 
 
2
 
692,531.02

694,003.46

654,488.83

690,750.02

3,253.44

(2,317.55
)


2.649

 
MON
1,444.78

4,383.88

2142012
10012017
31412LMG2

FNMA POOL # 928359

 
 
2
 
66,793.15

66,642.97

63,012.40

65,364.02

1,278.95

(343.17
)


5.5

 
MON
288.81

938.24

9292009
10012017
31412LQN3

FNMA POOL # 928461

 
 
2
 
146,013.76

145,688.21

137,751.42

143,025.33

2,662.88

(521.04
)


5.5

 
MON
631.36

1,954.85

9292009
10012017
31412LVF4

FNMA POOL # 928614

 
 
2
 
791,789.6

788,034.65

745,104.16

775,348.39

12,686.26

(3,505.02
)


5.5

 
MON
3,415.06

10,717.77

10212009
10012017
31412SRH0

FNMA POOL # 933488

 
 
2
 
240,570.13

242,433.41

229,182.62

236,840.94

5,592.47

(1,147.92
)


5

 
MON
954.93

3,041.74

9292009
10012017
31414ARA2

FNMA POOL # 960481

 
 
2
 
492,130.85

488,411.33

468,835.58

484,344.99

4,066.34

(1,256.57
)


5

 
MON
1,953.48

6,016.78

9292009
10012017
31414CRJ9

FNMA POOL # 962289

 
 
2
 
612,429.17

617,172.6

583,439.52

602,909.62

14,262.98

(1,727.93
)


5

 
MON
2,431

7,541.14

9292009
10012017
31414GD22

FNMA POOL # 965521

 
 
2
 
68,616.7

68,462.43

64,732.74

67,358.78

1,103.65

(878.77
)


5.5

 
MON
296.69

1,063.77

9292009
10012017
31414NB45

FNMA POOL # 970859

 
 
2
 
637,359.95

641,341.8

606,287.69

628,160.33

13,181.47

(2,673.11
)


5

 
MON
2,526.2

8,020.2

10212009
10012017
31414RB79

FNMA POOL # 973562

 
 
2
 
557,420.51

571,307.52

525,868.41

547,742.62

23,564.9

(3,784.15
)


5.5

 
MON
2,410.23

8,097.22

9292009
10012017
31415MDG7

FNMA POOL # 984003

 
 
2
 
958,640.75

1,107,482.21

987,494.10

960,212.23

147,269.98

311.31



5.5

 
MON
4,526.01

13,631.75

7252008
10012017
31415MFS9

FNMA POOL # 984077

 
 
2
 
413,938.02

417,144.09

394,344.06

407,391.06

9,753.03

(1,548.22
)


5

 
MON
1,643.1

5,169.85

9292009
10012017
31416BLV8

FNMA POOL # 995040

 
 
2
 
284,023.14

285,797.55

270,176.59

279,519.47

6,278.08

(1,312.09
)


5

 
MON
1,125.74

3,607.95

10212009
10012017
31416BSE9

FNMA POOL # 995217

 
 
2
 
621,606.57

619,676.9

585,918.19

611,180.19

8,496.71

(3,435.08
)


5.5

 
MON
2,685.46

8,597.98

10212009
10012017
31416BSX7

FNMA POOL # 995234

 
 
2
 
615,600.21

597,352.16

573,318.00

595,754.44

1,597.72

(6,278.54
)


5

 
MON
2,388.83

8,143.49

11102011
10012017
31416B4M7

FNMA POOL # 995528

 
 
2
 
651,027.77

651,174.71

626,647.28

641,698.26

9,476.45

(2,264.28
)


5

 
MON
2,611.03

8,327.07

3202009
10012017
31416B4N5

FNMA POOL # 995529

 
 
2
 
1,367,444.82

1,392,910.25

1,317,027.39

1,348,964.55

43,945.7

(4,357.89
)


5.5

 
MON
6,036.38

19,108.05

2272009
10012017
31416B4P0

FNMA POOL # 995530

 
 
2
 
703,371.94

710,996.03

674,495.13

691,415.78

19,580.25

(2,257.23
)


5.5

 
MON
3,091.44

9,802.97

3202009
10012017
31416B7J1

FNMA POOL # 995597

 
 
2
 
75,104.99

74,936.12

70,853.76

73,897.15

1,038.97

(382.60
)


5.5

 
MON
324.75

1,035.33

9292009
10012017
31416CME3

FNMA POOL # 995957

 
 
2
 
1,391,208.59

1,398,600.83

1,322,156.88

1,372,051.64

26,549.19

(5,895.87
)


5

 
MON
5,508.99

17,433.62

9282009
10012017
31416MZC1

FNMA POOL # AA4338

 
 
2
 
1,175,799.43

1,188,975.79

1,092,813.88

1,172,030.94

16,944.85

(11,536.85
)


4.5

 
MON
4,098.05

13,401.55

3212013
10012017
31416PM61

FNMA POOL # AA5780

 
 
2
 
1,724,267.77

1,727,534.33

1,587,814.92

1,722,465.96

5,068.37

(4,626.65
)


4.5

 
MON
5,954.3

4,051.71

1222016
10012017
31416TL49

FNMA POOL # AA9346

 
 
2
 
4,987,586.58

5,435,845.92

4,934,496.87

4,982,597.54

453,248.38

(2,743.85
)


4.5

 
MON
18,504.37

57,133.4

2022010
10012017
31417AP60

FNMA POOL # AB4044

 
 
2
 
4,227,745.6

4,337,024.64

4,104,607.39

4,223,401.9

113,622.74

(2,686.30
)


3.5

 
MON
11,971.77

36,338.97

6272014
10012017





31417CS30

FNMA POOL # AB5937

 
 
2
 
460,419.59

462,214.5

440,263.75

459,954.51

2,259.99

(507.73
)


3.5

 
MON
1,284.1

3,904.23

2192015
10012017
31417C7C3

FNMA POOL # AB6290

 
 
2
 
4,589,404.63

4,610,771.95

4,400,987.36

4,587,499.15

23,272.8

(1,905.48
)


3

 
MON
11,002.46

(5,867.98
)
3072016
10012017
31417FQC5

FNMA POOL # AB8550

 
 
2
 
1,796,130.45

1,790,419.88

1,735,719.28

1,787,104.25

3,315.63

(2,994.27
)


2.5

 
MON
3,616.08

11,147.43

3132013
10012017
31417FX94

FNMA POOL # AB8803

 
 
2
 
15,053.47

14,855.15

14,199.31

14,939.39

(84.24
)
(54.97
)


3

 
MON
35.5

109.24

4292013
10012017
31417F2Y3

FNMA POOL # AB8890

 
 
2
 
19,591.06

19,332.94

18,479.41

19,441.7

(108.76
)
(55.64
)


3

 
MON
46.2

142.1

4292013
10012017
31417G5T9

FNMA POOL # AB9857

 
 
2
 
9,861,231.1

10,154,787.35

9,844,311.19

9,860,922.73

293,864.62

(550.02
)


3

 
MON
24,610.78

74,785.62

12152015
10012017
31417WKV2

FNMA POOL # AC9307

 
 
2
 
1,000,526.86

1,008,134.04

924,274.23

999,705.92

8,428.12

(6,311.66
)


4.5

 
MON
3,466.03

5,819.59

1042016
10012017
31419ALC9

FNMA POOL # AE0322

 
 
2
 
629,533.3

608,069.43

580,549.45

615,232.11

(7,162.68
)
(5,939.03
)


5

 
MON
2,418.96

7,864.75

2262013
10012017
31419BBT1

FNMA POOL # AE0949

 
 
2
 
2,464,220.11

2,490,262.97

2,324,393.33

2,457,390.75

32,872.22

(5,974.42
)


4

 
MON
7,747.98

23,849.61

5022012
10012017
3138A7Q76

FNMA POOL # AH5877

 
 
2
 
506,584.28

499,224.87

472,615.07

502,359.96

(3,135.09
)
(2,218.70
)


4

 
MON
1,575.38

4,922.31

12172013
10012017
3138A9YZ1

FNMA POOL # AH7927

 
 
2
 
1,262,067.26

1,290,177.35

1,219,204.58

1,253,830.48

36,346.87

(3,103.35
)


3.5

 
MON
3,556.02

11,095.58

8032011
10012017
3138AP6W3

FNMA POOL # AI9884

 
 
2
 
3,115,537.98

3,140,443.44

2,871,877.15

3,110,590.81

29,852.63

(3,506.10
)


4.5

 
MON
10,769.53

32,524.06

8152014
10012017
3138E9KT6

FNMA POOL # AK4805

 
 
2
 
71,131.32

71,441.09

68,190.61

70,625.99

815.1

(197.71
)


3

 
MON
170.48

541.2

4242012
10012017
3138E9L40

FNMA POOL # AK4846

 
 
2
 
1,706,436.61

1,713,867.83

1,635,888.90

1,694,351.87

19,515.96

(3,221.45
)


3

 
MON
4,089.72

12,592.06

4242012
10012017
3138ECD91

FNMA POOL # AK7327

 
 
2
 
3,331,058.51

3,341,440.37

3,118,603.64

3,327,899.88

13,540.49

(10,122.09
)


4

 
MON
10,395.34

32,068.91

12012015
10012017
3138EGHT4

FNMA POOL # AL0241

 
 
2
 
3,211,599.66

3,222,127.31

3,009,625.57

3,200,962.12

21,165.19

(9,565.67
)


4

 
MON
10,032.08

31,198.41

2272013
10012017
3138EJPG7

FNMA POOL # AL2222

 
 
2
 
624,063.85

616,985.19

588,913.10

618,079.99

(1,094.8
)
(1,687.15
)


3

 
MON
1,472.28

4,526.65

8072012
10012017
3138EJRA8

FNMA POOL # AL2280

 
 
2
 
2,439,742.57

2,466,302.15

2,261,147.26

2,436,255.14

30,047.01

(11,554.87
)


4.5

 
MON
8,479.3

26,458.99

9152014
10012017
3138EKVP7

FNMA POOL # AL3321

 
 
2
 
4,201,570.94

4,284,280.89

4,084,151.56

4,198,110.42

86,170.47

(5,307.46
)


3.5

 
MON
11,912.11

36,611.94

6272014
10012017
3138ELZ63

FNMA POOL # AL4364

 
 
2
 
1,256,695.61

1,260,037.79

1,188,189.09

1,255,560.64

4,477.15

(2,605.17
)


3.593

 
MON
3,562.59

10,977.36

2102014
10012017
3138EMCW9

FNMA POOL # AL4584

 
 
2
 
264,184.17

257,215.88

246,038.83

262,280.96

(5,065.08
)
(1,903.14
)


4.5

 
MON
922.65

2,949.83

12122013
10012017
3138ENXH7

FNMA POOL # AL6079

 
 
2
 
4,648,664.37

4,658,228.3

4,390,062.25

4,642,874.88

15,353.42

(5,027.54
)


3.5

 
MON
12,804.35

38,826.72

1122015
10012017
3138ENZV4

FNMA POOL # AL6155

 
 
2
 
2,952,949.81

2,962,885.99

2,751,328.98

2,949,991.71

12,894.28

(4,581.48
)


4

 
MON
9,171.1

27,981.15

3162015
10012017
3138EN7C7

FNMA POOL # AL6290

 
 
2
 
9,860,324.91

9,939,780.72

9,337,981.56

9,848,033.98

91,746.74

(35,890.57
)


3.5

 
MON
27,235.78

84,925.48

12022015
10012017
3138EP4F8

FNMA POOL # AL7121

 
 
2
 
5,095,520.64

5,107,998

4,968,210.25

5,095,520.64

12,477.36




3

 
MON
4,968.21

(4,968.21
)
3302016
10012017
3138EQD41

FNMA POOL # AL7322

 
 
2
 
1,877,292.03

1,900,042.16

1,817,375.43

1,876,445.42

23,596.74

(1,892.00
)


3

 
MON
4,543.44

6,442.35

1042016
10012017
3138EQJ78

FNMA POOL # AL7485

 
 
2
 
9,703,241.73

9,566,798.53

9,121,731.37

9,691,404.3

(124,605.77
)
(42,891.64
)


4

 
MON
30,405.77

94,985.92

12022015
10012017
3138ETCE4

FNMA POOL # AL8168

 
 
2
 
1,712,952.7

1,714,406.49

1,600,189.35

1,712,935.91

1,470.58

(16.79
)


4

 
MON
5,333.97

(5,156.17
)
3242016
10012017
3138LURE7

FNMA POOL # AO4084

 
 
2
 
1,027,025.47

1,022,675.28

966,896.59

1,017,692.64

4,982.64

(4,705.03
)


3.5

 
MON
2,820.12

8,862.51

1242013
10012017
3138LYPM3

FNMA POOL # AO7627

 
 
2
 
1,017,177.89

1,026,837.07

980,117.21

1,013,894.36

12,942.71

(1,241.86
)


3

 
MON
2,450.29

7,452.58

8152014
10012017
3138M0AK6

FNMA POOL # AO8109

 
 
2
 
9,290,655.96

9,397,475.27

8,948,111.06

9,286,308.92

111,166.35

(6,204.32
)


3.5

 
MON
26,098.66

78,862.88

11052015
10012017
3138M5GL7

FNMA POOL # AP2002

 
 
2
 
421,462.57

417,771.88

395,044.01

415,100.29

2,671.59

(1,574.03
)


3.5

 
MON
1,152.21

3,568.78

5132013
10012017
3138M8DS9

FNMA POOL # AP4612

 
 
2
 
2,288,488.4

2,292,928.73

2,142,528.65

2,286,783.51

6,145.22

(2,135.14
)


4

 
MON
7,141.76

21,573.64

12012015
10012017
3138M8YB3

FNMA POOL # AP5205

 
 
2
 
4,345,742.91

4,324,442.58

4,189,929.87

4,320,272.75

4,169.83

(6,809.26
)


2.5

 
MON
8,729.02

26,782

9062012
10012017





3138MBWZ5

FNMA POOL # AP7863

 
 
2
 
475,316.6

471,154.28

445,522.27

468,217.54

2,936.74

(2,067.84
)


3.5

 
MON
1,299.44

4,071.86

5132013
10012017
3138MRLL3

FNMA POOL # AQ9330

 
 
2
 
2,157,647.92

2,147,392.69

2,044,709.64

2,153,347.96

(5,955.27
)
(4,077.37
)


3.5

 
MON
5,963.74

18,293.4

2252013
10012017
3138W4AB7

FNMA POOL # AR6301

 
 
2
 
18,354.23

18,112.38

17,312.74

18,216.95

(104.57
)
(31.32
)


3

 
MON
43.28

131.55

4292013
10012017
3138W9AS9

FNMA POOL # AS0016

 
 
2
 
4,648,228.74

4,776,774.25

4,646,050.92

4,648,112.02

128,662.23

(79.70
)


3

 
MON
11,615.13

35,177.74

11122015
10012017
3138W9A26

FNMA POOL # AS0024

 
 
2
 
3,394,298.38

3,451,049.56

3,289,447.24

3,393,809.82

57,239.74

(4,814.98
)


3.5

 
MON
9,594.22

29,571.06

12222015
10012017
3138W9GM6

FNMA POOL # AS0203

 
 
2
 
1,886,070.25

1,906,530.03

1,848,239.10

1,885,204.88

21,325.15

(945.79
)


3

 
MON
4,620.6

14,054.68

3162015
10012017
3138W9KP4

FNMA POOL # AS0301

 
 
2
 
3,441,895.44

3,531,014.03

3,434,382.73

3,441,824.78

89,189.25

(224.61
)


3

 
MON
8,585.96

26,117.28

12222015
10012017
3138W9LM0

FNMA POOL # AS0331

 
 
2
 
2,031,891.96

2,116,845.75

2,058,915.21

2,032,538.61

84,307.14

478.59



3

 
MON
5,147.29

15,589.73

9092014
10012017
3138W9VQ0

FNMA POOL # AS0622

 
 
2
 
1,587,110.75

1,599,776.03

1,524,236.00

1,580,120.47

19,655.56

(3,281.27
)


3

 
MON
3,810.59

11,747.36

10232013
10012017
3138WAJB4

FNMA POOL # AS1157

 
 
2
 
4,250,786.84

4,298,684.11

4,108,901.35

4,236,942.99

61,741.12

(7,971.29
)


3

 
MON
10,272.25

32,054

11262013
10012017
3138WAWT0

FNMA POOL # AS1557

 
 
2
 
4,205,237.43

4,262,709.21

3,961,365.85

4,199,271.37

63,437.84

(9,728.92
)


4

 
MON
13,204.55

40,585.61

6272014
10012017
3138WCAD5

FNMA POOL # AS2703

 
 
2
 
4,343,809.44

4,404,256.7

4,092,504.10

4,337,958.14

66,298.56

(8,440.92
)


4

 
MON
13,641.68

41,710.69

6272014
10012017
3138WCAV5

FNMA POOL # AS2719

 
 
2
 
6,149,752.38

6,224,361.36

5,779,927.35

6,142,255.24

82,106.12

(17,821.59
)


4

 
MON
19,266.42

59,616.92

8152014
10012017
3138WCFK4

FNMA POOL # AS2869

 
 
2
 
811,776.78

824,899.5

785,867.72

809,821.63

15,077.87

(1,341.07
)


3

 
MON
1,964.67

6,055.85

9122014
10012017
3138WCPT4

FNMA POOL # AS3133

 
 
2
 
3,630,173.51

3,723,334.66

3,527,651.16

3,627,483.88

95,850.78

(2,563.48
)


3.5

 
MON
10,288.99

31,298.18

8132014
10012017
3138WCZ63

FNMA POOL # AS3464

 
 
2
 
2,182,745.22

2,194,819.84

2,088,439.13

2,176,930.55

17,889.29

(4,847.70
)


3

 
MON
5,221.1

16,094.12

11242014
10012017
3138WDKR1

FNMA POOL # AS3903

 
 
2
 
3,215,652.22

3,211,123.56

3,004,404.99

3,212,352.78

(1,229.22
)
(7,182.70
)


4

 
MON
10,014.68

30,664.58

4132015
10012017
3138WDUJ8

FNMA POOL # AS4184

 
 
2
 
10,724,673.43

10,831,066.49

10,123,585.54

10,719,833.28

111,233.21

(41,099.39
)


4

 
MON
33,745.29

105,444.05

12172015
10012017
3138WD3H2

FNMA POOL # AS4399

 
 
2
 
466,554.47

469,374.38

457,196.10

466,389.87

2,984.51

(170.48
)


3

 
MON
1,142.99

3,467.5

2112015
10012017
3138WD4J7

FNMA POOL # AS4424

 
 
2
 
1,716,037.02

1,730,734.75

1,616,996.02

1,714,495.76

16,238.99

(3,188.00
)


4

 
MON
5,389.99

16,551.37

12092015
10012017
3138WEF79

FNMA POOL # AS4689

 
 
2
 
2,920,408.71

2,964,863.91

2,882,574.89

2,919,460.44

45,403.47

(1,573.72
)


2.5

 
MON
6,005.36

18,339.22

11062015
10012017
3138WEKK4

FNMA POOL # AS4797

 
 
2
 
4,566,376.32

4,549,285.19

4,335,703.37

4,562,390.49

(13,105.3
)
(4,644.77
)


3.5

 
MON
12,645.8

38,368.11

4102015
10012017
3138WEW88

FNMA POOL # AS5170

 
 
2
 
2,390,631.12

2,434,532.92

2,362,210.38

2,390,281.37

44,251.55

(293.20
)


3

 
MON
5,905.53

17,787.26

11032015
10012017
3138WE3P2

FNMA POOL # AS5305

 
 
2
 
3,808,714.86

3,847,088.56

3,679,917.73

3,805,845.84

41,242.72

(6,119.15
)


3

 
MON
9,199.79

28,203.78

11122015
10012017
3138WFHS8

FNMA POOL # AS5640

 
 
2
 
2,096,415.15

2,099,109.24

1,993,322.97

2,095,771.56

3,337.68

(643.59
)


3.5

 
MON
5,813.86

(2,519.34
)
2182016
10012017
3138WFPA8

FNMA POOL # AS5816

 
 
2
 
2,228,535.01

2,238,061.41

2,130,976.91

2,227,415.02

10,646.39

(1,623.75
)


3.5

 
MON
6,215.35

18,798.85

10212015
10012017
3138WFU79

FNMA POOL # AS6005

 
 
2
 
2,829,377.87

2,839,769.79

2,694,044.00

2,829,359.49

10,410.3

(18.38
)


3.5

 
MON
7,857.63

(7,595.71
)
3292016
10012017
3138WFX68

FNMA POOL # AS6100

 
 
2
 
3,371,670.46

3,436,626.29

3,255,686.62

3,371,536.61

65,089.68

(1,461.33
)


3.5

 
MON
9,495.75

28,678.56

12282015
10012017
3138WFYQ3

FNMA POOL # AS6118

 
 
2
 
2,526,572.93

2,547,831.06

2,437,086.18

2,524,894.07

22,936.99

(2,758.37
)


3

 
MON
6,092.71

18,504.54

12112015
10012017
3138WFZU3

FNMA POOL # AS6154

 
 
2
 
10,055,578.45

10,131,462.41

9,690,664.36

10,048,710.55

82,751.86

(13,501.38
)


3

 
MON
24,226.66

73,952.65

12022015
10012017
3138WF6E1

FNMA POOL # AS6268

 
 
2
 
2,455,650.01

2,504,499.15

2,434,349.45

2,455,352.9

49,146.25

(748.32
)


2.5

 
MON
5,071.56

15,439.22

12232015
10012017
3138WGDX9

FNMA POOL # AS6417

 
 
2
 
6,167,093.74

6,183,836.3

5,914,790.94

6,164,286.71

19,549.59

(4,023.38
)


3

 
MON
14,786.97

6,933.86

1282016
10012017
3138WGUC6

FNMA POOL # AS6878

 
 
2
 
1,673,750

1,678,755.63

1,600,000.00

1,673,725.46

5,030.17

(24.54
)


3

 
MON
4,000

(3,866.67
)
3242016
10012017
3138WMPS4

FNMA POOL # AT0432

 
 
2
 
4,198,770.04

4,317,245.77

4,199,098.09

4,198,684.84

118,560.93

(17.49
)


3

 
MON
10,497.74

32,281.86

11122015
10012017





3138WNBL2

FNMA POOL # AT0942

 
 
2
 
4,579,156.05

4,716,207.32

4,572,012.29

4,578,851.71

137,355.61

(274.99
)


3

 
MON
11,430.03

34,865.18

6082015
10012017
3138WPG24

FNMA POOL # AT2016

 
 
2
 
1,832,173.14

1,835,541.01

1,785,308.78

1,831,854.92

3,686.09

(318.22
)


3

 
MON
4,463.27

(1,934.09
)
2232016
10012017
3138WPLC6

FNMA POOL # AT2122

 
 
2
 
12,599.5

12,433.49

11,884.56

12,504.92

(71.43
)
(118.15
)


3

 
MON
29.71

95.64

4292013
10012017
3138WQAV4

FNMA POOL # AT2719

 
 
2
 
9,697,566.17

10,008,436.72

9,673,382.72

9,697,201.04

311,235.68

(802.12
)


3

 
MON
24,183.45

73,805.6

12152015
10012017
3138WQAW2

FNMA POOL # AT2720

 
 
2
 
1,909,836.93

1,935,147.19

1,875,981.30

1,909,048.77

26,098.42

(960.68
)


3

 
MON
4,689.95

14,308.8

3112015
10012017
3138WZTZ5

FNMA POOL # AU0567

 
 
2
 
9,941,084.3

10,131,613.41

9,588,988.61

9,938,557.31

193,056.1

(16,563.74
)


3.5

 
MON
27,967.89

86,464.67

12172015
10012017
3138X1ZV1

FNMA POOL # AU2555

 
 
2
 
214,507.73

214,934.76

209,052.76

214,476.19

458.57

(31.54
)


3

 
MON
522.63

(226.47
)
2232016
10012017
3138X3EP3

FNMA POOL # AU3741

 
 
2
 
4,301,150.06

4,415,528.73

4,179,043.65

4,297,174.74

118,353.99

(6,973.43
)


3.5

 
MON
12,188.88

62,684.85

6272014
10012017
3138X3XM9

FNMA POOL # AU4283

 
 
2
 
2,079,153.2

2,082,900.39

1,971,345.26

2,079,153.2

3,747.19




3.5

 
MON
574.98

(574.98
)
3302016
10012017
3138X4HN3

FNMA POOL # AU4736

 
 
2
 
2,002,664.68

2,049,612.72

1,980,997.51

2,002,096.64

47,516.08

(244.92
)


3

 
MON
4,952.5

14,920.18

3062015
10012017
3138X9U23

FNMA POOL # AU9600

 
 
2
 
1,474,623.18

1,487,302.55

1,415,355.19

1,468,103.07

19,199.48

(1,831.28
)


3

 
MON
3,538.39

10,757.96

10232013
10012017
3138XSFZ5

FNMA POOL # AW2883

 
 
2
 
4,407,321.43

4,510,203.12

4,170,144.45

4,401,182.06

109,021.06

(4,805.63
)


4

 
MON
13,900.49

42,055.21

6052014
10012017
3138XYQJ6

FNMA POOL # AW8556

 
 
2
 
4,587,164.14

4,719,159.02

4,447,485.30

4,583,346.47

135,812.55

(3,306.40
)


3.5

 
MON
12,971.83

39,606.35

8132014
10012017
3138Y17A7

FNMA POOL # AX0888

 
 
2
 
1,057,395.58

1,062,063.71

992,277.39

1,056,492.04

5,571.67

(1,874.99
)


4

 
MON
3,307.59

10,136.46

8042015
10012017
3138Y3X71

FNMA POOL # AX2501

 
 
2
 
421,384.16

420,422.54

393,357.51

420,860.53

(437.99
)
(1,501.60
)


4

 
MON
1,311.19

4,069.62

2132015
10012017
3138Y6YG3

FNMA POOL # AX5210

 
 
2
 
2,789,417.74

2,824,244.01

2,592,546.26

2,785,981.16

38,262.85

(5,006.46
)


4

 
MON
8,641.82

26,229.79

3172015
10012017
3138Y7HK1

FNMA POOL # AX5633

 
 
2
 
254,589.2

257,131.61

247,417.94

254,543.22

2,588.39

(75.84
)


2.957

 
MON
609.68

733.24

1202016
10012017
3138Y7HZ8

FNMA POOL # AX5647

 
 
2
 
488,670.85

494,053.93

475,953.96

488,599.27

5,454.66

(664.64
)


2.904

 
MON
1,151.02

1,443.34

1202016
10012017
3138Y8CM0

FNMA POOL # AX6375

 
 
2
 
1,934,638.18

1,941,656.01

1,850,498.30

1,932,934.32

8,721.69

(805.44
)


3.5

 
MON
5,397.29

16,259.82

3062015
10012017
3138YGAP7

FNMA POOL # AY2713

 
 
2
 
717,818.04

717,779.98

671,348.16

717,571.72

208.26

(4,548.78
)


4

 
MON
2,237.83

7,204.79

3272015
10012017
3138YKH55

FNMA POOL # AY5651

 
 
2
 
2,537,087.29

2,569,276.32

2,457,599.30

2,536,114.08

33,162.24

(2,426.99
)


3

 
MON
6,144

18,651.56

12232015
10012017
3138YMJM2

FNMA POOL # AY7467

 
 
2
 
851,982.22

851,984.95

811,985.59

851,638.4

346.55

(721.71
)


3.5

 
MON
2,368.29

7,190.22

3272015
10012017
3138YR5T1

FNMA POOL # AZ0857

 
 
2
 
7,969,796.62

8,216,137.79

7,988,519.71

7,969,816.19

246,321.6

235.32



3

 
MON
19,971.3

60,382.51

7172015
10012017
3138YTLY8

FNMA POOL # AZ2142

 
 
2
 
2,070,116.71

2,073,751.99

1,976,392.58

2,069,030.54

4,721.45

(2,864.84
)


3.5

 
MON
5,764.48

17,615.08

10222015
10012017
3138YVEY1

FNMA POOL # AZ3750

 
 
2
 
5,120,108.25

5,123,498.94

4,981,558.65

5,119,387.08

4,111.86

(721.17
)


3

 
MON
12,453.9

(5,396.69
)
2232016
10012017
3140E1S38

FNMA POOL # AZ8637

 
 
2
 
8,845,756.9

9,017,532.5

8,542,756.01

8,845,435.41

172,097.09

(7,204.70
)


3.5

 
MON
24,916.37

76,137.08

12282015
10012017
3140E9AM8

FNMA POOL # BA4511

 
 
2
 
775,795.59

778,571.69

742,018.97

775,495.64

3,076.05

(299.95
)


3.5

 
MON
2,164.22

(937.82
)
3022016
10012017
3140EUEE5

FNMA POOL # BC0132

 
 
2
 
2,467,106.17

2,504,655.04

2,438,153.10

2,466,517.25

38,137.79

(1,076.93
)


2.5

 
MON
5,079.49

15,476.32

12102015
10012017
3140EUEF2

FNMA POOL # BC0133

 
 
2
 
5,087,137.76

5,140,787.17

4,917,336.00

5,084,019.99

56,767.18

(4,420.63
)


3

 
MON
12,293.34

37,303.42

12102015
10012017
3140EUFH7

FNMA POOL # BC0167

 
 
2
 
7,847,917.65

7,900,846.68

7,502,677.28

7,846,905.04

53,941.64

(3,190.21
)


3.5

 
MON
21,882.82

23,419.75

1262016
10012017
3140EULG2

FNMA POOL # BC0326

 
 
2
 
5,897,305.58

6,005,764.02

5,723,802.80

5,896,056.19

109,707.83

(2,618.43
)


3.5

 
MON
16,694.42

50,535.15

12162015
10012017
31418AMK1

FNMA POOL # MA1261

 
 
2
 
499,589.08

498,770.03

474,915.70

493,727.17

5,042.86

(1,949.18
)


3

 
MON
1,187.29

3,718.5

2132013
10012017
31418BDN3

FNMA POOL # MA1908

 
 
2
 
6,583,667.1

6,615,881.62

6,079,277.08

6,579,898.25

35,983.37

(17,419.17
)


4.5

 
MON
22,797.29

69,494.77

12172015
10012017
3138ATD31

FNMA POOL# AJ1921

 
 
2
 
364,921.16

372,998.91

341,971.67

363,838.66

9,160.25

(832.88
)


4.5

 
MON
1,282.39

3,950.99

9202011
10012017





3138EBG33

FNMA POOL#AK6517

 
 
2
 
972,534.39

975,862.66

930,376.70

964,665.72

11,196.94

(2,051.99
)


3

 
MON
2,325.94

7,136.59

4242012
10012017
3135G0H63

FNMA SENIOR AGENCY BND

 
 
 
 
1,748,915

1,773,082.5

1,750,000.00

1,748,991.87

38,150.82

(57.75
)


1.375

 
JJ
4,210.94

2,264.92

1062016
7302022
3135G0E33

FNMA SENIOR AGENCY BND

 
 
 
 
4,990,850

5,031,349.55

5,000,000.00

4,993,198.73

24,090.63

726.58



1.125

 
JJ
11,093.75

28,125

6042015
2282018
3136ALY88

FNMA SENIOR AGENCY CMO _14-83-P

 
 
2
 
5,501,811.56

5,580,533.4

5,324,602.14

5,498,387.04

82,146.36

(6,926.03
)


3

 
MON
13,311.5

20,684.48

1122016
5012027
3136AMM71

FNMA SUB CMBS_15-M4 X2

 
 
2,4
 
921,015.51

774,690.29

27,316,300.83

823,301.11

(48,610.82
)
(34,842.33
)


0.666

 
MON
13,092.02

41,497.93

3132015
10182016
31398SKX0

FNMA_10-142 AGENCY CMO 10-142 FM

 
 
2
 
402,449.55

401,497.48

401,445.93

402,433.67

(936.19
)
(58.09
)


0.903

 
MON
60.42

931.76

8152013
10012017
3136A7TE2

FNMA_12-91 AGENCY CMO 12-91

 
 
2
 
2,712,225.64

2,852,094.81

2,813,833.15

2,715,120.64

136,974.17

6,558.31



2

 
MON
4,689.72

14,702.8

8012012
5152019
3136AFA95

FNMA_13-81 AGENCY CMO 13-81 UF

 
 
2
 
1,262,819.22

1,260,784.7

1,263,806.58

1,263,001.03

(2,216.33
)
46.13



0.683

 
MON
143.87

2,198.09

8132013
2202045
3136A9LX4

FNR AGENCY CMO_12-114-DB

 
 
2
 
2,403,103.79

2,481,050.45

2,504,615.88

2,414,215.14

66,835.31

8,496.85



1.75

 
MON
3,652.56

11,330.78

1112013
4242019
BRSY82QB1

FOCUSVISION WORLDWIDE INC SECURED TERM L

 
 
 
 
935,998.46

931,318.47

935,998.46

935,998.46

(16,847.97
)




 
MJSD

2,224.56

12112015
12312049
BRSY82PM8

FOCUSVISION WORLDWIDE INC SECURED TERM L

 
 
 
 
3,369,594.44

3,352,746.47

3,369,594.44

3,369,594.44

(4,679.99
)




 
MJSD

39,826.73

12282015
12312049
34528QDL5

FORD CREDIT FLOORPLAN MASTER O ABS _14-4

 
 
2
 
1,024,706.65

1,024,477.22

1,025,000.00

1,024,862.63

(385.41
)
24.68



1.4

 
MON
637.78

3,587.49

8192014
4222027
34528QDF8

FORD CREDIT FLOORPLAN MASTER O ABS 14-1

 
 
2
 
500,761.72

499,105

500,000.00

500,356.15

(1,251.15
)
(100.68
)


0.836

 
MON
197.44

1,004.38

3302015
4202027
345397XN8

FORD MOTOR CREDIT COMPANY LLC CORP BND

 
 
 
 
1,500,000

1,507,733.12

1,500,000.00

1,500,000

(6,555.98
)



2.551

 
AO
18,388.46


10052015
6112040
345397VP5

FORD MOTOR CREDIT COMPANY LLC CORP BND

 
 
 
 
1,583,764

1,482,488

1,400,000.00

1,489,043.98

7,733.12

(15,877.78
)


6.625

 
FA
11,851.39

46,375

9212012
6252033
345397XT5

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
 
220,000

223,381.07

220,000.00

220,000

(3,311.85
)



2.943

 
JJ
1,492.76


1052016
2102033
345397XW8

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
 
665,000

685,240.51

665,000.00

665,000

(26,711.16
)



3.336

 
MS
801.1


3152016
2152033
345397XH1

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
 
2,000,000

1,997,901.16

2,000,000.00

2,000,000

(19,191.27
)



2.24

 
JD
13,191.11


6112015
9112038
345397WN9

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
 
2,497,650

2,496,100

2,500,000.00

2,499,411.85

(13,340.62
)
183.71



1.5

 
JJ
7,708.33

18,750

11062013
6172031
345397WT6

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
 
3,000,000

2,980,808.73

3,000,000.00

3,000,000

(2,098.84
)



1.684

 
MS
3,227.67

25,260

9032014
2102051
345397XF5

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
 
3,294,105

3,281,611.48

3,300,000.00

3,294,952.1

132,309.97

296.50



2.459

 
MS
901.64

40,573.5

7132015
9152048
345397WR0

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
 
3,500,000

3,473,288.84

3,500,000.00

3,500,000

3,381.07




1.724

 
JD
19,275.27


6032014
2102051
345397XK4

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
 
6,500,000

6,632,309.97

6,500,000.00

6,500,000

20,240.51




3.157

 
FA
32,490.79

102,602.5

7302015
1122045
34528QBP8

FORDF ABS 12-2

 
 
2
 
1,402,694.53

1,386,154.79

1,380,000.00

1,387,741.05

(1,586.26
)
(2,452.48
)


1.92

 
MON
1,177.6

6,624

9152014
10152025
34530HAC4

FORDO_14-A ABS_14-A A3

 
 
2
 
127,421.56

127,313.07

127,440.51

127,435.73

(122.66
)
2.78



0.79

 
MON
44.75

306.78

1142014
12312049
34530KAB9

FORDO_14-B ABS _14-B-A3

 
 
2
 
739,923.69

741,384.75

742,126.88

741,409.52

(24.77
)
311.87



0.9

 
MON
296.85

1,921.81

9122014
12312049
34530PAE2

FORDO_14-C ABS 2014-C A4

 
 
2
 
464,895.47

467,417.99

465,000.00

464,930.88

2,487.11

6.57



1.56

 
MON
322.4

1,813.5

11182014
6152018
345838AE6

FOREST LABORATORIES INC. SENIOR CORP BND

 
 
 
 
1,237,731.84

1,244,314.33

1,128,000.00

1,211,706.18

32,608.15

(3,932.54
)


4.875

 
FA
7,026.5

27,495

7212014
2102047
BRSL40CC0

FORTIUS RE LTD CORP BND 144A

 
F
 
 
1,000,000

1,000,000

1,000,000.00

1,000,000





6.97

 
MJSD
193.61

17,735.8

10152013
4242019
354613AH4

FRANKLIN RESOURCES INC SENIOR CORP BND

 
 
 
 
1,541,552.5

1,554,160.23

1,550,000.00

1,547,466.37

6,693.86

428.90



1.375

 
MS
947.23

10,656.25

9192012
4102047
30291WAN4

FREMF SENIOR CMBS 14-K36 144A

 
 
2
 
2,163,906.25

1,970,420.8

2,000,000.00

2,143,207.44

(172,786.64
)
(4,493.60
)


4.363

 
MON
7,272.38

22,050.12

1162015
10182016
30290FAE2

FREMF_12-K707 SUB CMBS_12-K707 B 144A

 
 
2
 
1,039,335.94

1,024,383.8

1,000,000.00

1,025,265.53

(881.73
)
(2,443.50
)


3.883

 
MON
3,236.11

9,821.43

10082014
12262035
30291YAJ9

FREMF_14-K716 SUB CMBS 14-K716 B 144A

 
 
2
 
3,159,492.19

3,079,247.4

3,000,000.00

3,133,480.19

(54,232.79
)
(6,167.65
)


3.953

 
MON
9,882.94

29,978.53

1302015
12262035
31679NAA2

FSSLF_15-1A ABS 15-1A A 144A

 
 
2
 
3,985,600

3,945,643.2

4,000,000.00

3,988,529.57

(42,886.37
)
643.41



2.624

 
JAJO
20,990.4

23,686.42

1292015
1152026





31679NAE4

FSSLF_15-1A MEZZANIN ABS 15-1A C1 144A

 
 
1
 
242,607.08

237,500.38

250,000.00

243,689.75

(6,189.37
)
230.87



4.374

 
JAJO
2,186.9

2,598.46

1292015
5262026
302644EL9

FSU FINL ASSISTANCE INC FLA MUNITAX BND

 
 
 
 
920,061

924,111

900,000.00

910,176.5

13,934.5

(1,652.37
)


2.84

 
AO
12,780


2152012
9062018
359900XB8

FULTON CNTY GA DEV AUTH REV MUNI BND REV

 
 
2
 
1,812,511.6

1,763,246

1,640,000.00

1,764,422.44

(1,176.44
)
(8,151.28
)


5.491

 
MN
37,521.83


6242009
10262020
36354TAE2

GALILEO RE LTD CORP BND 144A

 
F
 
 
500,000

500,905

500,000.00

500,000

905




7.198

 
JAJO
7,398.3


1202016
9112038
36354TAD4

GALILEO RE LTD SENIOR CORP BND 144A

 
F
 
 
500,000

500,690

500,000.00

500,000

2,622




9.198

 
JAJO
8,304.06


1202016
9152048
36354TAC6

GALILEO RE LTD SENIOR CORP BND 144A

 
F
 
 
600,000

602,622

600,000.00

600,000

690




13.5

 
JAJO
14,966.7


1202016
2102051
36354TAB8

GALILEO RE LTD UNSEC CORP BND 144A

 
F
 
 
2,400,000

2,458,104

2,400,000.00

2,400,000

58,104




13.715

 
JAJO
75,861.63

84,689.59

1292015
2102051
BRSWRS7S1

GALLERIA CO TERM NOTES

 
 
 
 
1,660,808.46

1,662,894.9

1,669,154.23

1,661,001.09

1,893.81

192.63




 
MJSD

7,372.1

10222015
12312049
36319QAA0

GALXY_15-19A ABS 15-19A A1A 144A

 
E
2
 
4,992,450

4,981,255

5,000,000.00

4,993,960.81

(12,705.81
)
309.01



2.169

 
JAJO
20,180.03

23,633.46

1292015
9152017
36655QAC8

GARR_15-1A SENIOR ABS_15-1A A2 144A

 
 
2
 
495,800

475,086.05

500,000.00

496,052.95

(20,966.9
)
138.10



3.129

 
FMAN
1,564.55

3,696.87

10202015
9152017
BRSU1MK36

GARRETSON RESOLUTION GROUP INC SENIOR SE

 
 
 
 
6,277,113.96

6,198,650.04

6,277,113.96

6,277,113.96

(78,463.92
)




 
MJSD

241,605.58

5292015
12312049
BRSNN37V3

GATES GLOBAL LLC SENIOR SECURED TERM NOT

 
 
2
 
3,978,617.67

3,742,293.69

3,975,876.43

3,970,319.15

(228,025.46
)
807.14




 
MJSD

43,310.11

4162015
3312025
380881CP5

GCCT_15-2A SENIOR ABS 15-2A A 144A

 
A
2
 
1,499,754.15

1,512,553.2

1,500,000.00

1,499,798.76

12,754.44

11.84



2.02

 
MON
1,346.67

7,575

4222015
1152019
BRSYWECH0

GCP APPLIED TECHNOLOGIES INC SECURED TER

 
 
1
 
363,266.13

367,241.14

366,935.48

363,355.03

3,886.11

88.90




 
MJSD

2,782.59

1222016
12312049
87165LAP6

GE CAPITAL CREDIT CARD MASTER SENIOR ABS

 
 
2
 
1,099,851.83

1,101,891.97

1,100,000.00

1,099,859.2

2,032.77

8.00



1.74

 
MON
850.67

12,711.66

9252015
7232023
87165LAT8

GE CAPITAL CREDIT CARD MASTER SENIOR ABS

 
 
2
 
1,799,983.44

1,819,835.94

1,800,000.00

1,799,986.48

19,849.46

0.58



2.38

 
MON
1,904

10,710

9252015
7232023
36164NFF7

GE CAPITAL INTERNATIONAL FUNDI SENIOR CO

 
F
 
 
1,229,924.16

1,252,901.26

1,224,000.00

1,229,447.28

23,453.98

(270.86
)


2.342

 
MN
12,342.34


10212015
6172031
U36964MA6

GE CAPITAL UK FUNDING SENIOR CORP BND EM

 
D
 
 
1,222,625.8

1,130,947.53

700,000.00

1,202,012.05

(71,064.52
)
(12,505.69
)

(83,356.31
)
6.75

 
AUG
44,347.19


10302015
12312049
BRSP6WS08

GEMINI HDPE LLC SENIOR SECURED TERM NOTE

 
 
2
 
913,126.59

906,243.76

917,715.20

914,189.14

(7,945.38
)
173.31




 
MJSD

11,046.9

7242014
3312025
369550AV0

GENERAL DYNAMICS CORP SENIOR CORP BND

 
 
 
 
6,379,157.88

6,417,275.75

6,413,000.00

6,401,992.92

15,282.83

1,680.05



1

 
MN
24,226.89


10262015
4102047
36962G4D3

GENERAL ELECTRIC CAPITAL CORP CORP BND

 
 
 
 
75,265.2

83,016.47

72,000.00

73,319.01

9,697.46

(89.04
)


6

 
FA
648

2,160

10292009
8102047
36962G6P4

GENERAL ELECTRIC CAPITAL CORP SECURED CO

 
 
 
 
1,016,150

1,011,897.66

1,000,000.00

1,014,473.65

(2,575.99
)
(943.39
)


2.1

 
JD
6,416.67


10162015
12102047
36962G7F5

GENERAL ELECTRIC CAPITAL CORP SENIOR COR

 
 
 
 
5,000,000

4,995,840

5,000,000.00

5,000,000

(4,160
)



1.134

 
JAJO
12,280.67

10,615.14

12052014
3102048
369604BC6

GENERAL ELECTRIC CO CORP BND

 
 
 
 
637,118.1

610,874.95

570,000.00

606,242.95

4,632

(5,296.46
)


5.25

 
JD
9,559.38


7072015
4102047
36962G5J9

GENERAL ELECTRIC CO SENIOR CORP BND MTN

 
 
 
 
406,000.64

408,420.39

358,000.00

399,222.31

23,045.86

(1,719.91
)


4.65

 
AO
7,583.63


3312015
10102047
36962G2T0

GENERAL ELECTRIC CO SENIOR CORP BND MTN

 
 
 
 
1,138,210

1,153,380.66

1,000,000.00

1,130,334.8

9,198.08

(7,543.61
)


5.55

 
MN
22,662.5


12222015
8132027
37045XBB1

GENERAL MOTORS FINANCIAL CO IN CORP BND

 
 
1
 
5,131,530.9

5,182,489.43

5,130,000.00

5,131,116.05

51,373.38

(166.18
)


3.1

 
JJ
33,572.99

40,641

10082015
5102048
37045XAW6

GENERAL MOTORS FINANCIAL CO IN SENIOR CO

 
 
1
 
1,930,360

1,951,342.92

2,000,000.00

1,934,018.12

(10,415.11
)
2,429.85



3.45

 
AO
32,775


11102015
3102048
37045XAV8

GENERAL MOTORS FINANCIAL CO IN SENIOR CO

 
 
 
 
3,347,119

3,337,617.94

3,350,000.00

3,348,033.05

17,324.8

234.45



2.4

 
AO
38,190


4072015
3102048
BRSFZ6AM6

GENERAL NUTRITION CENTERS INC SENIOR SEC

 
 
2
 
4,748,234.92

4,715,467.94

4,766,107.84

4,756,062.54

(40,594.6
)
1,036.11




 
JAJO
4.28

45,489.69

10012015
3312025
372546AR2

GEORGE WASHINGTON UNIV D C UNSEC MUNITAX

 
 
 
 
3,886,305.5

3,874,004.75

3,850,000.00

3,868,045.12

5,959.63

(3,054.31
)


1.827

 
MS
3,126.2

35,169.75

6192012
3092026
37331NAF8

GEORGIA-PACIFIC LLC SENIOR CORP BND 144A

 
 
1
 
7,000,000

7,036,200.57

7,000,000.00

7,000,000

36,200.57




2.539

 
MN
67,142.45


11032014
8102055
375558BE2

GILEAD SCIENCES INC SENIOR CORP BND

 
 
 
 
250,121.5

253,340.87

250,000.00

250,099.23

5,215.6

(190.71
)


1.85

 
MS
346.88

43,904.1

9102015
8102046
375558AY9

GILEAD SCIENCES INC SENIOR CORP BND

 
 
 
 
698,404

716,102.16

700,000.00

698,826.34

17,275.82

72.66



2.35

 
FA
2,741.67

8,225

11122014
3102046





375558BB8

GILEAD SCIENCES INC SENIOR CORP BND

 
 
 
 
3,243,400

3,345,062.6

3,250,000.00

3,244,066.24

100,996.36

309.63



2.55

 
MS
6,906.25

38,444.79

9162015
8102046
375558AV5

GILEAD SCIENCES INC SENIOR CORP BND

 
 
 
 
3,300,732.5

3,305,544.23

3,250,000.00

3,300,328.63

3,241.64

(403.87
)


2.05

 
AO
33,312.5

(31,646.88
)
3172016
8102055
377373AC9

GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP

 
F
 
 
6,277,383

6,342,177.24

6,300,000.00

6,294,861.82

47,315.42

1,153.63



1.5

 
MN
37,537.49


5022012
1122045
378272AD0

GLENCORE FUNDING LLC SENIOR CORP BND 144

 
 
 
 
2,636,803

2,385,000

2,650,000.00

2,643,199.99

(258,199.99
)
586.60



2.5

 
JJ
13,986.11

33,125

5222013
4152050
BRSQQJLY6

GLOBAL CASH ACCESS SENIOR SECURED TERM L

 
 
 
 
2,264,145.39

2,145,382.33

2,298,624.75

2,270,916.48

(125,534.15
)
1,604.49




 
MJSD

24,130.24

11252014
3312025
36297A3K7

GNMA

 
 
2
 
157,480.16

159,712.22

150,811.46

155,855.27

3,856.95

(1,707.38
)


5

 
MON
628.38

2,460.53

3262009
9152017
38378NEK5

GNMA AGENCY CMBS _13-156-AD

 
 
2
 
1,743,026.59

1,811,123.17

1,760,629.38

1,744,200.28

66,922.89

202.13



2.761

 
MON
4,051.3

12,194

10112013
5192016
38376JDT8

GNMA AGENCY CMO 09-106-ME

 
 
2
 
363,355.92

358,513.55

348,827.28

360,034.3

(1,520.75
)
(2,149.79
)


3.5

 
MON
1,017.41

3,317.68

3162010
5192016
38377JEA7

GNMA AGENCY CMO 10-109 CH

 
 
2
 
224,052.66

221,402.18

217,824.26

220,764.63

637.55

(939.28
)


3

 
MON
544.56

1,799.55

9262013
5192016
38376WSP1

GNMA AGENCY CMO 10-24

 
 
2
 
116,003.83

115,911.98

115,247.52

115,794.96

117.02

(85.33
)


0.952

 
MON
33.53

289.56

12052012
5192016
38374YGV9

GNMA AGENCY CMO 10-86

 
 
2
 
171,973.44

163,681.56

163,056.30

163,518.31

163.25

(1,739.15
)


3.5

 
MON
475.58

2,219.2

2152012
5192016
38376FNL2

GNMA AGENCY CMO__09-66-UG

 
 
2
 
438,266.6

434,071.82

414,828.78

432,758.89

1,312.93

(3,731.41
)


4.5

 
MON
1,555.61

5,083.93

3222010
5192016
38378FWR7

GNMA AGENCY CMO__13-28-ME

 
 
2
 
2,708,425.27

2,827,904.14

2,810,969.45

2,727,072.55

100,831.59

11,099.43



1.75

 
MON
4,099.33

12,786.97

2142013
5192016
38374B4M2

GNMA AGENCY CMO_03-77-TK

 
 
2
 
968,846.69

981,895.4

879,714.06

964,805.28

17,090.12

(4,473.64
)


5

 
MON
3,665.48

11,321.37

7032008
5192016
38377MSG2

GNMA AGENCY CMO_2010-144 PA

 
 
2
 
961,539.92

968,981.06

941,283.51

958,418.4

10,562.66

(2,145.96
)


3

 
MON
2,353.21

7,459.23

11092010
5192016
3837H1U41

GNMA AGENCY CMO_99-2-E

 
 
2
 
149,413.27

151,688.51

130,705.97

147,818.36

3,870.15

(1,203.04
)


6.5

 
MON
707.99

2,195.39

11252014
5192016
38375XRK2

GNMA AGENCYCMO _ 08-69-QD

 
 
2
 
1,256,082.06

1,208,450.47

1,121,281.59

1,246,569.26

(38,118.79
)
(10,920.40
)


5.75

 
MON
5,372.81

16,867.47

10272008
5192016
38373MUZ1

GNMA CMBS_06-32 C

 
 
2
 
1,988,432.12

1,948,223.01

1,893,600.59

1,954,996.53

(6,773.52
)
(10,832.71
)


5.302

 
MON
8,366.27

26,974.96

7112008
5192016
38375PXQ9

GNMA CMO 08-11 FB

 
 
2
 
606,274.6

609,314.04

604,073.04

606,155.08

3,158.96

(208.78
)


1.032

 
MON
190.5

1,630.91

12032012
5192016
38376P6D7

GNMA CMO 09-127 PL

 
 
2
 
734,477.62

728,377.85

692,054.67

727,082.05

1,295.8

(5,656.77
)


4.25

 
MON
2,451.03

7,877.09

2112010
5192016
38374D2N8

GNMA CMO_08-36 AN

 
 
2
 
292,564.6

282,264.45

279,966.12

283,203.88

(939.43
)
(3,031.40
)


4.25

 
MON
991.55

3,787.78

10162013
5192016
38376EX34

GNMA CMO_09-109 NH

 
 
2
 
357,531.91

352,064.89

344,648.94

351,267.35

797.54

(2,992.23
)


4

 
MON
1,148.83

3,985.07

11182009
5192016
38377KKN9

GNMA CMO_10-115 QJ

 
 
2
 
1,111,969.4

1,104,992.46

1,062,408.06

1,100,968.79

4,023.67

(6,036.57
)


3.5

 
MON
3,098.69

9,806.97

9172010
5192016
38376TFQ0

GNMA CMO_10-2 PK

 
 
2
 
350,949.76

345,202.25

338,780.76

344,610.98

591.27

(3,084.99
)


4

 
MON
1,129.27

3,996.48

3092010
5192016
38377GYS2

GNMA CMO_10-68 YE

 
 
2
 
1,340,028.9

1,353,087.23

1,304,723.10

1,334,876.23

18,211

(4,004.11
)


3

 
MON
3,261.81

10,374.49

8102010
5192016
36202EVH9

GNMA GNMA II 30YR SF - JUMBO-CONFOR

 
 
2
 
58,616.04

57,511.56

52,909.70

58,578.64

(2,649.38
)
(175.79
)


6

 
MON
264.55

810.16

11012008
9152017
36202E4Z9

GNMA GNMA II 30YR SF - JUMBO-CONFOR

 
 
2
 
99,709.6

97,011.32

92,961.54

99,660.7

(1,067.08
)
(28.34
)


4.5

 
MON
348.61

1,050.22

7212009
9152017
38375JCJ2

GNMA GNMA_06-68 D

 
 
2
 
1,575,027.93

1,563,018.53

1,464,079.96

1,535,309.39

27,709.14

(25,757.22
)


5.305

 
MON
6,472.45

23,932.71

3122009
5192016
36202FZV1

GNMA POOL # 005256

 
 
2
 
2,351,682.87

2,318,209.81

2,193,350.38

2,326,036.27

(7,826.46
)
(8,368.67
)


3.5

 
MON
6,397.27

19,806.1

1182012
9152017
36202KME2

GNMA POOL # 008457

 
 
2
 
246,471.94

247,690.97

243,054.00

245,282.98

2,407.99

(227.17
)


1.875

 
MON
379.77

1,177.65

3182009
9152017
36225CD29

GNMA POOL # 080120

 
 
2
 
245,355.38

250,525.06

242,850.96

244,728.37

5,796.69

(132.12
)


2

 
MON
404.75

1,161.16

3182009
9152017
36225C6Y7

GNMA POOL # 080886

 
 
2
 
5,376,457.79

5,384,103.75

5,245,324.68

5,365,287.17

18,816.58

(4,254.77
)


1.75

 
MON
7,649.43

23,514.88

3022011
9152017
36225DAS3

GNMA POOL # 080916

 
 
2
 
186,755.66

195,048.05

187,664.65

186,834.44

8,213.61

34.91



1.75

 
MON
273.68

844.21

4172008
9152017
36225DJA3

GNMA POOL # 081156

 
 
2
 
469,596.7

483,802.44

468,279.71

469,404.72

14,397.72

(52.63
)


2

 
MON
780.47

2,256.63

3182009
9152017





36225DJZ8

GNMA POOL # 081179

 
 
2
 
484,811.51

494,373.01

483,451.84

484,623.5

9,749.51

(46.48
)


2

 
MON
805.76

2,313.83

3182009
9152017
36225DLE2

GNMA POOL # 081224

 
 
2
 
278,346.91

290,305.94

279,657.82

278,459.78

11,846.16

68.99



1.75

 
MON
407.83

1,266.86

3182009
9152017
36225EVZ2

GNMA POOL # 082431

 
 
2
 
1,303,064.68

1,325,761

1,286,977.46

1,299,701.56

26,059.44

(973.12
)


2

 
MON
2,144.96

6,252.84

10282009
9152017
36225EWE8

GNMA POOL # 082444

 
 
2
 
200,685.74

206,999.32

196,509.89

200,227.17

6,772.15

(83.03
)


2

 
MON
327.52

1,111.53

11032009
9152017
36204J4C7

GNMA POOL # 371719

 
 
2
 
136,810.6

142,661.18

128,762.92

133,649.01

9,012.17

(462.01
)


6.5

 
MON
697.47

2,167.42

9112008
9152017
36204SV60

GNMA POOL # 378737

 
 
2
 
124,262.02

128,555.78

116,952.47

121,387.3

7,168.48

(316.04
)


6.5

 
MON
633.49

1,940.91

9112008
9152017
36205BKY7

GNMA POOL # 385611

 
 
2
 
181,500.35

189,262.04

170,823.85

177,327.25

11,934.79

(417.21
)


6.5

 
MON
925.3

2,823.59

9112008
9152017
36210BZH1

GNMA POOL # 487744

 
 
2
 
317,006.91

317,556.15

299,858.75

312,781.68

4,774.47

(552.57
)


5

 
MON
1,249.41

3,813.28

9292009
9152017
36210BZJ7

GNMA POOL # 487745

 
 
2
 
190,535.27

190,865.4

180,228.47

187,822.28

3,043.12

(442.43
)


5

 
MON
750.95

2,294.82

9292009
9152017
36210B4N2

GNMA POOL # 487829

 
 
2
 
124,761.16

126,171.86

120,542.17

123,400.46

2,771.4

(185.44
)


4.5

 
MON
452.03

1,384.05

3262009
9152017
36210B4Q5

GNMA POOL # 487831

 
 
2
 
64,580.59

64,692.46

61,087.15

63,708.74

983.72

(122.22
)


5

 
MON
254.53

776.49

9292009
9152017
36210B4R3

GNMA POOL # 487832

 
 
2
 
144,095.39

146,028.47

137,890.31

142,351.97

3,676.5

(286.49
)


5

 
MON
574.54

1,791.38

3262009
9152017
36211V6Q8

GNMA POOL # 524779

 
 
2
 
125,076.53

126,849.33

119,780.02

123,581.43

3,267.9

(221.40
)


5

 
MON
499.08

1,529.99

3262009
9152017
36201YER3

GNMA POOL # 606844

 
 
2
 
514,439.72

552,660.52

490,947.12

511,650.86

41,009.66

(1,745.28
)


5

 
MON
2,045.61

6,353.52

4232010
9152017
36290SJB8

GNMA POOL # 615958

 
 
2
 
630,394.71

677,230.51

601,606.88

626,626.65

50,603.86

(5,997.37
)


5

 
MON
2,506.7

39,134.75

4232010
9152017
36291FS41

GNMA POOL # 627039

 
 
2
 
1,030,391.29

1,032,842.86

996,750.95

1,030,251.8

2,591.06

(194.40
)


3

 
MON
2,491.88

748.78

2032016
9152017
36292DWW8

GNMA POOL # 646061

 
 
2
 
74,997.25

83,161.53

71,918.26

74,704.51

8,457.02

(31.70
)


6.5

 
MON
389.56

1,173.66

1312008
9152017
36295KAT0

GNMA POOL # 672418

 
 
2
 
54,772.1

60,734.65

52,523.45

54,590.27

6,144.38

(258.75
)


6.5

 
MON
284.5

922.6

1312008
9152017
36295PZJ4

GNMA POOL # 676745

 
 
2
 
53,874.39

54,376.42

51,593.02

53,117.82

1,258.6

(299.65
)


5

 
MON
214.97

749.72

3262009
9152017
36295P4L3

GNMA POOL # 676827

 
 
2
 
143,100.92

144,347.99

136,959.15

141,270.04

3,077.95

(256.02
)


5

 
MON
570.66

1,745

3262009
9152017
36295QJE1

GNMA POOL # 677161

 
 
2
 
187,580.67

188,384.3

178,741.35

184,737.24

3,647.06

(466.19
)


5

 
MON
744.76

2,291.06

4272009
9152017
36295TVQ4

GNMA POOL # 680223

 
 
2
 
17,664.19

19,587.14

16,939.00

17,617.11

1,970.03

(133.92
)


6.5

 
MON
91.75

310.83

1312008
9152017
36296DR67

GNMA POOL # 688209

 
 
2
 
16,874.36

16,942.87

16,075.60

16,575.59

367.28

(46.80
)


5

 
MON
66.98

208.9

7292009
9152017
36296E5H5

GNMA POOL # 689448

 
 
2
 
120,364.25

121,485.88

115,267.30

118,841.77

2,644.11

(218.53
)


5

 
MON
480.28

1,472.48

3262009
9152017
36296TPY3

GNMA POOL # 700739

 
 
2
 
166,330.31

168,727.64

157,530.75

163,878.13

4,849.51

(327.11
)


5.5

 
MON
722.02

2,205.83

6032009
9152017
36296UC73

GNMA POOL # 701294

 
 
2
 
140,100.61

141,937.67

134,027.49

138,460.29

3,477.38

(241.03
)


5

 
MON
558.45

1,710.09

3272009
9152017
36296URS1

GNMA POOL # 701697

 
 
2
 
204,217.28

204,571.08

193,170.34

201,077.35

3,493.73

(368.16
)


5

 
MON
804.88

2,462.52

9292009
9152017
36296UUL2

GNMA POOL # 701787

 
 
2
 
190,414.35

194,568.92

183,725.60

188,448.87

6,120.05

(228.23
)


5

 
MON
765.52

2,338.67

6112009
9152017
36296U3C2

GNMA POOL # 701995

 
 
2
 
61,727.57

62,302.77

59,113.64

60,968.26

1,334.51

(100.09
)


5

 
MON
246.31

752.81

3262009
9152017
36296XHH0

GNMA POOL # 704132

 
 
2
 
58,318.01

58,139.36

55,163.34

57,503.15

636.21

(103.41
)


5

 
MON
229.85

702.22

9292009
9152017
36296XLY8

GNMA POOL # 704243

 
 
2
 
272,432.51

278,376.59

262,862.67

269,670.35

8,706.24

(352.40
)


5

 
MON
1,095.26

3,342.66

6112009
9152017
36296XWP5

GNMA POOL # 704554

 
 
2
 
912,589.24

933,063.27

881,063.67

904,192

28,871.27

(3,830.89
)


5

 
MON
3,671.1

12,299.39

6112009
9152017
36297AKF9

GNMA POOL # 705994

 
 
2
 
207,749.3

208,109.24

196,511.32

204,977.73

3,131.51

(901.38
)


5

 
MON
818.8

2,554.16

9292009
9152017
36297DFF9

GNMA POOL # 708566

 
 
2
 
559,037.57

560,006.13

528,797.00

550,580.56

9,425.57

(3,395.70
)


5

 
MON
2,203.32

7,027.9

9292009
9152017





36297DTR8

GNMA POOL # 708960

 
 
2
 
77,431.68

78,529.19

74,152.76

76,339.93

2,189.26

(128.14
)


5

 
MON
308.97

942.88

3262009
9152017
36297G2R0

GNMA POOL # 711884

 
 
2
 
662,726.72

663,874.91

626,877.17

652,985.77

10,889.14

(4,955.03
)


5

 
MON
2,611.99

8,658.69

9292009
9152017
36297JJ54

GNMA POOL # 713184

 
 
2
 
552,768.29

553,725.95

522,866.81

543,575.22

10,150.73

(2,561.20
)


5

 
MON
2,178.61

6,891.34

9292009
9152017
36297KZF1

GNMA POOL # 714542

 
 
2
 
263,209.81

268,871.6

253,887.39

260,573.61

8,297.99

(322.49
)


5

 
MON
1,057.86

3,225.91

6112009
9152017
3620A2KC9

GNMA POOL # 716791

 
 
2
 
491,223.64

492,074.69

464,651.38

484,536.68

7,538.01

(2,288.46
)


5

 
MON
1,936.05

6,191.37

9292009
9152017
3620A5FJ3

GNMA POOL # 719369

 
 
2
 
412,231.1

404,547.66

386,221.49

406,584.81

(2,037.15
)
(817.67
)


4.5

 
MON
1,448.33

4,417.15

8312010
9152017
3620A6AC1

GNMA POOL # 720103

 
 
2
 
382,050.96

416,738.77

375,480.07

381,308.01

35,430.76

(363.55
)


4.5

 
MON
1,408.05

4,367.66

6182009
9152017
3620A6DZ7

GNMA POOL # 720220

 
 
2
 
627,040.26

632,238.13

597,003.51

618,335.16

13,902.97

(1,532.49
)


5

 
MON
2,487.51

7,694.48

7292009
9152017
3620ADCM2

GNMA POOL # 726476

 
 
2
 
3,305,113

3,283,983.94

3,137,455.22

3,260,068.45

23,915.49

(9,519.18
)


4.5

 
MON
11,765.46

36,473.49

12082009
9152017
3620ASPY9

GNMA POOL # 738539

 
 
2
 
2,327,973.48

2,328,027.35

2,167,131.65

2,321,409.25

6,618.1

(7,874.60
)


4

 
MON
7,223.77

22,440.46

10032011
9152017
36225BPY8

GNMA POOL # 781339

 
 
2
 
157,976.18

163,701.87

143,126.75

155,368.64

8,333.23

(549.72
)


8

 
MON
954.18

2,917.41

3072008
9152017
36241KBP2

GNMA POOL # 781846

 
 
2
 
590,981.16

669,297.93

572,378.85

589,690.8

79,607.13

(2,161.10
)


6.5

 
MON
3,100.38

32,639.14

8152008
9152017
36241KEC8

GNMA POOL # 781931

 
 
2
 
1,429,788.51

1,598,706.59

1,384,783.02

1,426,863.15

171,843.44

(2,108.33
)


6.5

 
MON
7,500.91

23,145.83

8152008
9152017
36241KEH7

GNMA POOL # 781936

 
 
2
 
755,936.58

800,604.76

731,146.18

753,105.24

47,499.52

(940.08
)


4.5

 
MON
2,741.8

8,373.92

6032010
9152017
36241KGU6

GNMA POOL # 782011

 
 
2
 
72,124.18

79,107.71

70,580.20

71,944.5

7,163.21

(67.12
)


5

 
MON
294.08

906.67

7142009
9152017
36241KKB3

GNMA POOL # 782090

 
 
2
 
1,634,513.65

1,813,338.64

1,572,592.80

1,626,244.13

187,094.51

(3,852.67
)


6.5

 
MON
8,518.21

26,855.99

11302007
9152017
36241LHQ2

GNMA POOL # 782939

 
 
2
 
575,754.96

613,884.71

549,462.31

573,188.41

40,696.3

(3,932.75
)


5

 
MON
2,289.43

29,295.66

4232010
9152017
36241LN36

GNMA POOL # 783110

 
 
2
 
525,822.1

551,682.24

485,607.70

522,003.98

29,678.26

(2,203.85
)


5.5

 
MON
2,225.7

6,925.09

9232010
9152017
36179MEL0

GNMA POOL # MA0139

 
 
2
 
2,704,552.64

2,676,440.26

2,552,593.55

2,682,423.09

(5,982.83
)
(7,387.46
)


3

 
MON
6,381.48

19,765.69

6192012
9152017
36179MK82

GNMA POOL # MA0319

 
 
2
 
118,389.01

115,520.33

107,764.14

117,954.61

(2,434.28
)
(621.52
)


4

 
MON
359.21

1,119.47

10042012
9152017
36179MNJ5

GNMA POOL # MA0393

 
 
2
 
1,532,388.22

1,498,080.16

1,397,496.99

1,527,365.4

(29,285.24
)
(6,521.34
)


4

 
MON
4,658.32

14,429.36

10182012
9152017
36179MQN3

GNMA POOL # MA0461

 
 
2
 
1,465,708.18

1,434,416.29

1,377,059.94

1,461,421.32

(27,005.03
)
(2,975.96
)


3

 
MON
3,442.65

10,549.75

10312012
9152017
36179Q3H2

GNMA POOL # MA2600

 
 
2
 
2,582,399.34

2,607,496.15

2,513,283.47

2,582,794.8

24,701.35

(2,079.63
)


3

 
MON
6,283.21

19,267.33

3262015
9152017
36179Q6P1

GNMA POOL # MA2678

 
 
2
 
2,075,658.22

2,088,865.02

1,973,587.12

2,074,454.47

14,410.55

(4,304.25
)


3.5

 
MON
5,756.29

17,743.96

3232015
9152017
36179RD63

GNMA POOL # MA2825

 
 
2
 
1,956,521.2

2,006,816.14

1,934,306.92

1,956,565.98

50,250.16

(475.54
)


3

 
MON
4,835.76

14,730.28

6162015
9152017
36179RNY1

GNMA POOL # MA3107

 
 
2
 
3,052,804.66

3,047,683.8

2,835,285.10

3,050,004.66

(2,320.86
)
(19,471.04
)


4.5

 
MON
10,632.32

33,636.38

11102015
9152017
36179RVB2

GNMA POOL # MA3310

 
 
2
 
2,069,724.1

2,096,284.58

1,980,597.22

2,069,103.47

27,181.11

(1,300.18
)


3.5

 
MON
5,776.74

7,744.98

1042016
9152017
36179RXE4

GNMA POOL # MA3377

 
 
2
 
1,585,975.81

1,592,775.88

1,488,524.00

1,585,140.13

7,635.75

(1,349.79
)


4

 
MON
4,961.75

1,496.38

1222016
9152017
38174GAE4

GOCAP_15-24A MEZZANIN ABS 15-24A C 144A

 
F
1
 
1,500,000

1,424,951.1

1,500,000.00

1,500,000

(75,048.9
)



4.371

 
FMAN
10,198.07

15,653.8

3312015
5222025
38173XAA6

GOCAP_2014-21A ABS _2014-21A-A 144A

 
F
2
 
4,000,000

3,958,866.8

4,000,000.00

4,000,000

(41,133.2
)



2.519

 
JAJO
18,749.58

22,445.66

11072014
5222025
380956AD4

GOLDCORP INC SENIOR CORP BND

 
A
1
 
4,361,985

4,409,571.56

4,500,000.00

4,373,480.86

36,090.7

3,886.68



3.7

 
MS
7,400

83,250

2242016
1152019
38148BAB4

GOLDMAN SACHS GROUP INC/THE CAPSEC CORP

 
 
1
 
3,445,000

3,333,037.5

3,445,000.00

3,445,000

(358,778.18
)



5.375

 
MN
72,524.42


4162015
1312019
38148BAA6

GOLDMAN SACHS GROUP INC/THE CAPSEC CORP

 
 
1
 
7,181,300

6,763,750

7,000,000.00

7,122,528.18

(111,962.5
)
(9,047.65
)


5.7

 
MN
156,275


7152014
1312019
38141GES9

GOLDMAN SACHS GROUP INC/THE CORP BND

 
 
 
 
6,077,662.5

5,926,247.15

5,250,000.00

5,993,400.97

(67,153.82
)
(13,535.31
)


5.95

 
JJ
65,945.83

156,187.5

8192014
4152050





38148LAA4

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
1
 
832,672.5

832,259.42

825,000.00

831,106.94

3,316.22

(583.49
)


2.6

 
AO
9,414.17

7,328.75

2252015
7152047
38141GRD8

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
 
 
942,276.15

942,323.86

915,000.00

939,007.64

114,838.83

(786.72
)


3.625

 
JJ
6,357.34

16,584.38

3052015
2102048
38143U8F1

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
1
 
1,092,440.6

1,108,588.85

1,090,000.00

1,092,427.8

16,161.05

(12.80
)


2.875

 
FA
3,133.75

(1,561.28
)
3152016
5102047
38148LAC0

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
1
 
1,937,940

2,009,709.32

2,000,000.00

1,942,144.73

69,107.17

1,372.16



3.5

 
JJ
13,222.23

35,000

6232015
2102036
38148LAD8

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
 
 
2,000,000

1,998,520.06

2,000,000.00

2,000,000

1,152.48




1.288

 
FMAN
2,791.1

5,296.2

5192015
2102036
38148LAE6

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
1
 
4,705,071.5

4,794,588.56

4,675,000.00

4,702,870.86

67,564.59

(676.03
)


3.75

 
MN
62,820.31


5272015
10102053
38145XAA1

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
 
 
6,807,750

6,856,922.57

6,750,000.00

6,787,815.4

(1,479.94
)
(3,212.24
)


2.625

 
JJ
30,023.45

88,593.75

11252014
7152047
38141GVP6

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
1
 
7,794,988

7,910,447.46

7,800,000.00

7,795,608.63

91,717.7

222.36



2.75

 
MS
9,533.33

107,250

10162015
2102048
38141GVR2

GOLDMAN SACHS GROUP INC/THE SUB CORP BND

 
 
 
 
707,016

721,260.31

712,000.00

707,195.67

14,064.64

100.31



4.25

 
AO
13,448.89


10162015
12102018
38259PAC6

GOOGLE CORP BND

 
 
 
 
3,073,380

3,005,370

3,000,000.00

3,005,935.92

(565.92
)
(11,253.50
)


2.125

 
MN
23,375


6152011
9102045
BRSYTW0L8

GRAY TELEVISION INC. SENIOR SECURED TERM

 
 
1
 
332,873.59

336,235.95

336,235.95

332,915.33

8,751.18

50.17




 
MJSD

915.26

1212016
12312049
BRSNKX0T2

GRAY TELEVISION INC. SENIOR SECURED TERM

 
 
2
 
1,971,862.12

1,981,927.55

1,989,387.76

1,973,176.37

3,320.62

605.05




 
MJSD

19,114.9

12182015
3312025
BRSHB4QM6

GREENEDEN US HOLDINGS II LLC SENIOR SECU

 
 
 
 
2,259,309.85

2,238,643.85

2,287,247.87

2,269,429.25

(30,785.4
)
1,179.93




 
FMAN

23,186.22

1162014
3312025
39055TAC2

GRTLK_15-1A ABS 15-1A 144A

 
F
1
 
450,000

434,175.98

450,000.00

450,000

(15,824.02
)



3.322

 
JAJO
3,197.43

3,473.58

7202015
5192016
BRSUW2BS1

GRUDEN ACQUISITION INC SENIOR SECURED TE

 
 
1
 
908,455.71

793,751.71

917,632.03

909,224.07

(115,472.36
)
348.71




 
MJSD

13,517.89

7312015
12312049
40053RAA0

GRX_15-1A ABS 15-1A

 
 
2
 
2,384,695.75

2,288,807.13

2,384,695.75

2,384,695.75

(95,888.62
)



3.75

 
JAJO
18,878.84

25,186.48

2252015
5192016
36250GAM7

GS MORTGAGE SECURITIES TRUST G SENIOR CM

 
 
2
 
2,789,181.05

2,807,545.8

2,720,575.00

2,788,827.98

18,717.82

(353.07
)


2.726

 
MON
6,180.24

(4,575.59
)
3032016
11012024
36251FAT3

GS MORTGAGE SECURITIES TRUST G SUPSEN SE

 
 
2
 
1,528,064.84

1,536,857.67

1,490,000.00

1,523,242.59

13,615.08

(1,703.28
)


2.898

 
MON
3,598.35

10,795.05

7102015
9102018
36192KAR8

GSMS_12-GCJ7 PRELCF SENIOR CMBS_12-GCJ7

 
 
2
 
480,262.89

472,979.81

470,000.00

473,524.61

(544.8
)
(1,457.84
)


2.318

 
MON
907.88

2,723.64

1292015
12272032
36248GAB6

GSMS_13-GC16 SENIOR CMBS 13-GC16

 
 
2
 
5,454,217.19

5,370,562.55

5,220,000.00

5,387,762.93

(17,200.38
)
(12,830.02
)


3.033

 
MON
13,193.55

39,580.65

10292014
11222024
36250GAP0

GSMS_15-GC30 LCF SENIOR CMBS_15-GC30 A4

 
 
2
 
3,709,994.08

3,747,953.4

3,602,000.00

3,701,799.98

46,153.42

(2,306.24
)


3.382

 
MON
10,151.64

30,454.92

5152015
5152019
36250PAB1

GSMSCII_15-GC32 SENIOR CMBS_15-GC32 A2

 
 
2
 
5,149,852.5

5,207,784

5,000,000.00

5,137,088.79

70,695.21

(3,327.05
)


3.062

 
MON
12,758.33

38,274.99

7162015
6102019
406216BC4

HALLIBURTON COMPANY SENIOR CORP BND

 
 
1
 
499,645

501,771.59

500,000.00

499,829.19

1,942.4

17.77



2

 
FA
1,666.67

5,000

7292013
1152021
406216BH3

HALLIBURTON COMPANY SENIOR CORP BND

 
 
1
 
909,262.9

924,168.21

910,000.00

909,299.99

(36.59
)
24.46



3.375

 
MN
11,773.13


11052015
12262035
406216BG5

HALLIBURTON COMPANY SENIOR CORP BND

 
 
1
 
1,336,234.6

1,336,319.68

1,340,000.00

1,336,356.27

14,868.22

80.23



3.8

 
MN
19,519.33


11052015
12262035
406373A$6

HALO_06-1R WHOLE CMO 06-1R 144A

 
 
2
 
676,870.73

683,900.8

683,859.77

676,870.73

7,030.07

2,715.86



6

 
MON
3,419.3

13,027.2

12312011
11152022
BRSM3XJP1

HARLAND CLARKE HOLDINGS CORP SENIOR SECU

 
 
 
 
554,028.47

531,059.93

556,812.51

555,110.34

(24,050.41
)
138.76




 
MJSD

8,146.53

1282014
3312025
BRSYDKXU5

HARLEY-DAVIDSON FINANCIAL SENIOR CORP BN

 
 
 
 
1,999,760

2,024,358.4

2,000,000.00

1,999,778.76

63,794.12

18.76



2.25

 
JJ
10,375


1052016
12312049
41283LAG0

HARLEY-DAVIDSON FINANCIAL SENIOR CORP BN

 
 
 
 
4,824,421

4,888,260.38

4,825,000.00

4,824,466.26

24,579.64

45.26



2.25

 
JJ
25,029.69


1052016
12272032
43814GAC4

HAROT ABS_14-2-A3

 
 
2
 
675,960.2

676,281.89

677,230.01

676,827.85

(545.96
)
194.12



0.77

 
MON
188.31

1,527.14

7242014
4012021
43813JAD7

HAROT_14-1 SENIOR ABS_14-1 A4

 
 
2
 
1,396,281.25

1,399,020

1,400,000.00

1,398,104.94

915.06

583.70



1.04

 
MON
404.44

5,301.11

3162015
4012021
43814GAD2

HAROT_14-2 SENIOR ABS 14-2 A4

 
 
2
 
2,001,406.25

2,001,199.96

2,000,000.00

2,000,731.44

468.52

(121.94
)


1.18

 
MON
852.22

5,900.01

10282014
4012021
413875AP0

HARRIS CORPORATION SENIOR CORP BND

 
 
 
 
6,494,300

6,471,235.68

6,500,000.00

6,495,697.42

(24,461.74
)
503.60



1.999

 
AO
55,583.31


7222015
11222024
415690MD5

HARRISONBURG VA REDEV & HSG AU MUNI BND

 
 
1
 
962,822.4

963,388.8

960,000.00

959,974.69

3,414.11

(25.31
)


7

 
FA
11,200

37,625

6272001
3142019





44890YAD8

HART SENIOR ABS 15-B A3

 
 
2
 
3,999,963.6

3,989,599.92

4,000,000.00

3,999,952.44

(10,352.52
)
(3.46
)


1.12

 
MON
1,991.11

11,199.99

4152015
3012021
44890YAE6

HART SENIOR ABS 15-B A4

 
 
2
 
1,204,732.25

1,205,602.54

1,205,000.00

1,204,792.59

809.95

16.34



1.48

 
MON
792.62

4,458.51

4152015
3012021
44890RAC5

HART_14-A ABS 14-A A3

 
 
2
 
479,321.2

479,297.19

479,921.09

479,750.48

(453.29
)
97.49



0.79

 
MON
168.51

1,125.18

7242014
3012021
44890UAD6

HART_14-B ABS _14-B-A4

 
 
2
 
4,173,334.26

4,177,911.42

4,165,000.00

4,169,644.27

8,267.15

(645.41
)


1.46

 
MON
2,702.62

15,202.23

10172014
3012021
44890WAC4

HART_15-A ABS 15-A A3

 
 
2
 
7,998,836

7,992,800.32

8,000,000.00

7,999,374.51

(6,574.19
)
97.35



1.05

 
MON
3,733.33

21,000

1142015
3012021
44930UAD8

HART_16-A SENIOR ABS_16-A A3

 
 
2
 
1,639,681.84

1,645,386.25

1,640,000.00

1,639,682.09

5,704.16

0.25



1.56

 
MON
71.07


3222016
3182019
BRSZRX6W5

HCA INC SENIOR SECURED TERM LOAN

 
 
1
 
854,817.76

860,173.76

856,960.16

854,826.27

5,347.49

8.51




 
MJSD

125.48

3082016
12312049
BRSQTPNS0

HEALTHPLAN HOLDINGS INC SENIOR SECURED T

 
 
 
 
5,861,842.11

5,817,878.29

5,861,842.11

5,861,842.11

(43,963.82
)




 
MJSD

123,131.16

11282014
3312025
429827AN8

HEF_04-1 ABS 04-1 A13 144A

 
 
2
 
164,000

181,272.7

200,000.00

175,102.28

6,170.42

1,505.62



0.402

 
MON
13.21

638.92

9102009
10152025
429827AQ1

HEF_04-1 ABS 04-1 A15 144A

 
 
 
 
246,000

264,244.8

300,000.00

251,306.16

12,938.64

(1,566.19
)


3.211

 
MON
737

881.27

9102009
10152025
429827AB4

HEF_04-1 ABS 04-1 A2 144A

 
 
2
 
164,000

191,535.36

200,000.00

178,077.68

13,457.68

1,478.92



0.321

 
MON
18.58

643.4

9102009
10152025
429827AF5

HEF_04-1 ABS 04-1 A6 144A

 
 
2
 
164,000

186,007

200,000.00

176,175.31

9,831.69

1,394.48



0.293

 
MON
66.93

668.97

9102009
10152025
423012AB9

HEINEKEN N.V. SENIOR CORP BND 144A

 
F
 
 
6,237,424.98

6,294,687.44

6,275,000.00

6,260,638.96

34,048.48

2,339.71



1.4

 
AO
43,925


7162015
4102047
423074AS2

HEINZ H. J. COMPANY SECURED CORP BND 144

 
 
1
 
4,736,250

4,938,750

4,500,000.00

4,728,479.95

210,270.05

(6,967.35
)


4.875

 
FA
28,031.25

109,687.5

12162015
11012024
423074BA0

HEINZ H. J. COMPANY SENIOR CORP BND 144A

 
 
1
 
997,640

1,050,227.43

1,000,000.00

997,874.94

52,352.49

76.97



3.5

 
JJ
7,388.89

18,763.89

6232015
5152019
423074BH5

HEINZ H. J. COMPANY SENIOR CORP BND 144A

 
 
 
 
3,343,300

3,372,948.44

3,350,000.00

3,344,931.78

28,016.66

906.92



2

 
JJ
16,563.89

76,833.33

6232015
6102019
4252005H1

HENDERSON NEV MUNI BND GO

 
 
1
 
2,787,406

2,860,645.9

2,410,000.00

2,586,792.91

273,852.99

(33,085.65
)


5

 
JD
40,166.67


9172013
5122017
427866AS7

HERSHEY COMPANY THE CORP BND

 
 
 
 
1,321,912.75

1,330,657.88

1,325,000.00

1,324,625.27

6,032.61

159.78



1.5

 
MN
8,281.25


11082011
9102018
427866AV0

HERSHEY COMPANY THE SENIOR CORP BND

 
 
 
 
999,740

1,009,663.31

1,000,000.00

999,791.88

9,871.43

21.18



1.6

 
FA
1,777.78

8,000

8182015
3082020
BRSHYLWT1

HERTZ CORPORATION (THE) SENIOR SECURED T

 
 
2
 
4,762,737.5

4,764,121.62

4,794,084.65

4,780,617.58

(16,495.96
)
1,865.72




 
MJSD

36,448.84

8012013
3312025
42806DAJ8

HERTZ_15-3A ABS_15-3A B 144A

 
 
2
 
2,499,756.75

2,492,812.25

2,500,000.00

2,499,774.48

(6,962.23
)
10.21



3.71

 
MON
1,545.83

23,187.51

9302015
8212018
42824CAP4

HEWLETT PACKARD ENTERPRISE CO CORP BND 1

 
 
1
 
990,250

1,025,996.7

1,000,000.00

990,614.22

38,348.62

341.60



4.9

 
AO
23,411.11

19,327.78

12232015
7202021
42824CAC3

HEWLETT PACKARD ENTERPRISE CO CORP BND 1

 
 
1
 
2,297,056

2,335,854.49

2,300,000.00

2,297,505.87

84,301.61

233.93



2.85

 
AO
31,318.33


9302015
12152029
42824CAE9

HEWLETT PACKARD ENTERPRISE CO CORP BND 1

 
 
1
 
2,299,356

2,383,724.55

2,300,000.00

2,299,422.94

35,382.48

36.05



3.6

 
AO
39,560


9302015
9202019
429827AE8

HIGHER EDUCATION FUNDING HEF_0 ABS 04-1

 
 
2
 
164,000

188,865.86

200,000.00

176,908.53

11,957.33

1,603.10



0.307

 
MON
35.84

637.82

9102009
10152025
429827AJ7

HIGHER EDUCATION FUNDING HEF_0 ABS 04-1

 
 
2
 
164,224

184,624.22

200,000.00

175,702.22

8,922

1,065.95



0.912

 
MON
140

729.64

9102009
10152025
429827AK4

HIGHER EDUCATION FUNDING HEF_0 ABS_04-1

 
 
2
 
164,196

184,624.22

200,000.00

175,429.03

9,195.19

995.80



0.998

 
MON
152.76

1,116.33

9102009
10152025
BRSUUC731

HILLENBRAND INDUSTRIES INC SENIOR SECURE

 
 
 
 
532,088.08

533,421.62

533,421.62

532,188.64

1,232.98

102.60




 
MJSD

4,792.43

7302015
12312049
BRSKM1X29

HILTON WORLDWIDE FINANCE LLC SENIOR SECU

 
 
2
 
2,632,921.5

2,645,159.97

2,646,152.28

2,637,491.89

7,668.08

471.38




 
MJSD

23,348.68

10312013
3312025
40538FAJ2

HLAF_14-C-1 SENIOR ABS 14-C-1 144A

 
F
2
 
478,000

448,423.9

500,000.00

481,160.86

(32,736.96
)
658.00



3.621

 
JAJO
3,520.71

4,242.73

1282015
8072018
437076BB7

HOME DEPOT INC SENIOR CORP BND

 
 
1
 
307,867.56

308,447

300,000.00

306,054.96

2,392.04

(628.55
)


2.25

 
MS
393.76

3,375

7082015
9152020
437076BL5

HOME DEPOT INC SENIOR CORP BND

 
 
1
 
398,576

403,986.84

400,000.00

398,607.54

53,396.78

31.54



2

 
AO
1,088.88


2032016
7152022
437076BG6

HOME DEPOT INC SENIOR CORP BND

 
 
1
 
1,494,480

1,548,479.34

1,500,000.00

1,495,082.56

5,379.3

182.03



2.625

 
JD
13,125


5282015
8212017
BRSXMKTV0

HOME FRANCHISE CONCEPTS LLC SECURED REVO

 
 
 
 
1,000,000

997,500

1,000,000.00

1,000,000

(2,500
)




 
MJSD

5,867.27

11302015
12312049





BRSY03M62

HOME FRANCHISE CONCEPTS LLC SENIOR SECUR

 
 
 
 
6,500,000

6,483,750

6,500,000.00

6,500,000

(16,250
)




 
MJSD

72,041.69

11302015
12312049
43814CAD1

HONDA AUTO RECEIVABLES OWNER T ABS 13-1

 
 
2
 
1,577,793.47

1,579,217.28

1,580,200.80

1,579,932.59

(715.31
)
88.72



0.62

 
MON
272.15

3,002.46

3272014
4012021
438516AX4

HONEYWELL INTERNATIONAL INC CORP BND

 
 
 
 
275,045

269,915.75

250,000.00

268,369.16

1,546.59

(2,351.38
)


5.3

 
MS
1,104.17

6,625

7132015
9152020
438516BA3

HONEYWELL INTERNATIONAL INC CORP BND

 
 
 
 
1,126,518.6

1,140,796.3

1,020,000.00

1,112,687.26

31,761.83

(4,422.74
)


4.25

 
MS
3,612.5

21,675

6162015
2252021
438516AZ9

HONEYWELL INTERNATIONAL INC CORP BND

 
 
 
 
2,872,791.36

2,860,271.95

2,592,000.00

2,828,510.12

28,109.04

(19,946.16
)


5

 
FA
16,560

64,800

9082015
12152022
438670Q20

HONOLULU HAWAII CITY & CNTY MUNITAX BND

 
 
 
 
1,500,000

1,515,225

1,500,000.00

1,500,000

15,225




1.259

 
MN
7,868.75


9292015
2222019
BRSPKZWC4

HOPLON II INSURANCE LTD CORP BND

 
D
 
 
11,608,077.94

10,278,513.09

9,000,000.00

11,607,949.91

(1,329,436.82
)
(128.03
)

(1,339,309.17
)
5.65

 
JAJO
135,207.61

76,515.17

3182016
5102032
BRST7Y914

HOUGHTON MIFFLIN HARCOURT PUBL SENIOR SE

 
 
2
 
1,152,767.5

1,126,699.9

1,158,560.31

1,153,531.98

(26,832.08
)
255.73




 
MJSD

11,743.84

5112015
12312049
4424356Y4

HOUSTON TEX MUNI BND REV

 
 
1
 
147,289.97

142,128

135,000.00

144,053.9

(239.02
)
(1,385.84
)


5

 
MN
2,550


8312015
4012018
4424356L2

HOUSTON TEX MUNI BND REV

 
 
1
 
452,780.27

442,593.35

415,000.00

442,832.37

(1,925.9
)
(4,260.15
)


5

 
MN
7,838.89


8312015
9012016
44256PCM3

HOWARD CNTY MD MUNI BND GO

 
 
 
 
1,161,540

1,153,610

1,000,000.00

1,140,946.42

12,663.58

(8,832.65
)


5

 
FA
6,388.89

25,000

8272015
2232021
44266RAC1

HOWARD HUGHES MEDICAL IN MUNITAX BND REV

 
 
 
 
1,011,949.5

1,011,682.3

950,000.00

1,010,755.79

926.51

(1,193.71
)


3.5

 
MS
2,770.83

2,586.11

1292016
11012016
G463NBBT9

HSBC BANK PLC SENIOR CORP BND

 
F
 
 
3,693,081

3,678,378.46

3,700,000.00

3,697,000.73

(18,622.27
)
347.20



1.5

 
MN
20,966.67


5082013
12312049
44328MBT0

HSBC BANK PLC SENIOR CORP BND 144A

 
F
 
 
5,739,247.5

5,727,483.35

5,750,000.00

5,745,338.97

(17,855.62
)
539.57



1.5

 
MN
32,583.33


5082013
4102047
40428HPJ5

HSBC BANK USA INC SENIOR CORP BND

 
 
 
 
938,383.2

949,855.25

940,000.00

939,171.96

10,683.29

80.27



2.625

 
MS
479.79

12,337.51

9172013
7102047
404280AR0

HSBC HOLDINGS PLC CAPSEC CORP BND

 
F
1
 
5,585,000

5,364,951

5,585,000.00

5,585,000

(220,049
)



5.625

 
JJ
64,576.57

157,078.14

9102014
2152033
404280AN9

HSBC HOLDINGS PLC SENIOR CORP BND

 
F
 
 
785,947.5

782,216.09

750,000.00

784,032.45

(1,816.36
)
(1,272.14
)


4

 
MS
83.33

15,000

11102015
6112040
404280AV1

HSBC HOLDINGS PLC SENIOR CORP BND

 
F
 
 
2,344,642

2,400,717.23

2,350,000.00

2,344,706.63

56,010.6

64.63



3.4

 
MS
5,104.72


3012016
4102047
G463CFAA4

HSBC HOLDINGS PLC SUB CORP BND

 
D
1
 
1,297,336.09

1,125,440.83

750,000.00

1,243,544.72

(118,103.89
)
(10,138.30
)

(106,917.17
)
6.375

 
OCT
31,168.5


11252014
12312049
404280AU3

HSBC HOLDINGS PLC SUB CORP BND

 
F
1
 
2,975,400

2,957,891.92

3,000,000.00

2,976,635

(207,781.5
)
499.68



4.25

 
FA
15,229.16

63,750

8102015
2102047
404280AP4

HSBC HOLDINGS PLC SUB CORP BND

 
F
 
 
10,881,445

10,617,174.96

10,500,000.00

10,824,956.46

(18,743.08
)
(8,682.62
)


4.25

 
MS
21,072.91

223,125

8192014
2102033
40428HPN6

HSBC USA INC SENIOR CORP BND

 
 
 
 
299,817

301,649.55

300,000.00

299,865.54

(2,891.85
)
8.88



2.375

 
MN
2,731.25


11052014
4202050
40428HPR7

HSBC USA INC SENIOR CORP BND

 
 
 
 
1,664,735

1,659,015.09

1,675,000.00

1,665,846.49

(35,199
)
562.23



2.35

 
MS
2,842.84

19,681.25

11122015
2102048
40428HPH9

HSBC USA INC SENIOR CORP BND

 
 
 
 
2,991,420

2,994,001.47

3,000,000.00

2,996,893.32

1,784.01

426.20



1.625

 
JJ
10,156.25

24,375

12132012
6152033
40428HPK2

HSBC USA INC SENIOR CORP BND

 
 
 
 
4,500,000

4,464,801

4,500,000.00

4,500,000

(6,831.4
)



1.508

 
MJSD
1,508.35

16,770.73

9172013
9152048
40428HPU0

HSBC USA INC SENIOR CORP BND

 
 
 
 
4,991,450

5,006,998.05

5,000,000.00

4,993,255.05

13,743

695.55



2

 
FA
15,000

50,000

12232015
2102034
C4426EAH7

HUDSONS BAY CO SECURED TERM LOAN

 
A
2
 
705,393.88

708,052.4

708,938.57

705,640.64

2,411.76

126.16




 
FMAN

8,096.77

8142015
12312049
BRT0EZ7R0

HUNTSMAN INTL LLC SECURED TERM LOAN

 
 
 
 
611,594.88

611,594.88

614,668.22

611,594.88






 
MJSD


3242016
12312049
C4438BAC0

HUSKY INJECTION MOLDING SYS LT SENIOR SE

 
A
2
 
376,016.9

365,978.94

377,906.42

376,475.73

(10,496.79
)
71.63




 
MJSD

4,070.17

6262014
12312049
BRSSNVRZ9

HVFII_15-1 ABS_15-1 B

 
 
2
 
2,999,848.2

2,970,000

3,000,000.00

2,999,860.45

(29,860.45
)
(7.03
)


3.52

 
MON
1,760

26,400

4072015
12312049
448814JB0

HYDRO-QUEBEC SENIOR CORP BND

 
A
 
 
1,020,280

1,002,860.1

1,000,000.00

1,002,865.15

(5.05
)
(2,896.98
)


2

 
JD
5,055.56


6232011
10232018
44890LAC8

HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B

 
 
2
 
17,196.24

17,176.69

17,180.13

17,181.06

(4.37
)
(3.26
)


0.71

 
MON
5.42

60.75

11052013
3012021
44891AAE7

HYUNDAI CAPITAL AMERICA SENIOR CORP BND

 
 
 
 
9,993,100

10,080,760

10,000,000.00

9,993,184.78

87,575.22

84.78



2.5

 
MS
9,027.77


3142016
10152044
452227FG1

ILLINOIS ST SALES TAX REV MUNITAX BND RE

 
 
 
 
4,100,000

4,150,594

4,100,000.00

4,100,000

50,594




1.56

 
JD
18,832.67


9292015
5012018





G4721VAY0

IMPERIAL TOBACCO FIN PLC CORP BND

 
D
 
 
705,322.77

641,282.96

400,000.00

685,549.05

(44,266.09
)
(5,836.28
)

(51,065.27
)
6.25

 
DEC
11,682.98


10302015
12312049
BRSMHGLN5

IMS HEALTH INCORPORATED IMS HEALTH INCOR

 
 
2
 
4,408,538.73

4,393,927.99

4,417,393.17

4,411,082.81

(17,154.82
)
327.61




 
MJSD

38,952.4

10012015
3312025
454795DR3

IN HLTH CLARIAN MUNI BND REV

 
 
1
 
381,825.5

382,039

350,000.00

368,836.86

9,571.73

(2,192.67
)


5.25

 
MN
7,656.25


4102008
3152019
454795DQ5

IN HLTH CLARIAN MUNI BND REV

 
 
1
 
405,442

398,412.1

365,000.00

388,840.37

13,202.14

(2,793.32
)


5.25

 
MN
7,984.38


4102008
5012023
45505UAH1

INDIANA ST FINANCE AUTHORITY MUNI BND RE

 
 
 
 
2,301,800

2,201,680

2,000,000.00

2,192,453.45

9,226.55

(18,308.45
)


5

 
MN
41,666.67


3202008
6012018
BRSEKNUF1

INEOS US FINANCE LLC SENIOR SEC TERM NOT

 
 
2
 
992,479.22

984,395.12

994,966.64

993,846.16

(9,451.04
)
332.52




 
JAJO

6,930.5

10012015
3312025
BRSTTYU57

INEOS US FINANCE LLC SENIOR SECURED TERM

 
 
 
 
3,217,056.67

3,202,393.42

3,256,672.38

3,219,305.53

(16,912.11
)
2,089.10




 
MJSD

30,948.63

1292016
12312049
BRSTBTC24

INFILTRATOR SYSTEMS INTEGRATED SENIOR SE

 
 
1
 
462,926.29

462,053.94

465,252.55

463,151.11

(1,097.17
)
90.41




 
MJSD

6,189.84

5212015
12312049
BRSJFKKC0

INFOR US INC SENIOR SECURED TERM NOTES

 
 
2
 
1,011,684.04

978,804.31

1,011,684.04

1,011,684.04

(32,879.73
)




 
FMAN

9,615

5242013
3312025
BRSLNXDD4

INFOR US INC SENIOR SECURED TERM NOTES

 
 
2
 
1,378,062.02

1,345,766.35

1,389,401.91

1,381,182.25

(35,415.9
)
499.51




 
MJSD

13,204.68

7312014
3312025
N4R203EJ2

ING BANK NV SENIOR BND CORP EMTN

 
D
 
 
868,563.04

732,162.27

500,000.00

831,348.41

(99,186.14
)
(4,215.90
)

(101,885.29
)
3.875

 
DEC
7,608.66


1022014
12312049
449786BD3

ING BANK NV SENIOR CORP BND 144A

 
F
 
 
387,336.95

390,618.82

385,000.00

387,124.61

3,494.21

(141.04
)


2.5

 
AO
4,812.5


11132015
8132027
44987CAB4

ING BANK NV SENIOR CORP BND 144A

 
F
 
 
3,529,556.1

3,539,168.19

3,535,000.00

3,531,415.9

7,752.29

447.25



1.8

 
MS
2,651.25

31,815

3102015
8102047
44987DAN6

ING BANK NV SENIOR CORP BND EMTN

 
F
 
 
3,249,057.5

3,280,875

3,250,000.00

3,249,065.79

31,809.21

8.29



2.3

 
MS
1,868.75


3152016
12102047
44987CAE8

ING BANK NV SENIOR CORP BND MTN 144A

 
F
 
 
2,748,322.5

2,762,180

2,750,000.00

2,748,661.49

13,518.51

136.14



2.05

 
FA
6,890.28

28,187.5

8102015
10102047
N6088VDF2

ING BANK NV SUB CORP BND

 
D
1
 
1,397,050.51

1,247,077.37

800,000.00

1,357,407.1

(110,329.73
)
(15,049.91
)

(104,275.09
)
6.875

 
MAY
66,524.21

17,196.09

6122015
12312049
45687AAL6

INGERSOLL-RAND GLOBAL HOLDING SENIOR COR

 
 
 
 
2,989,816.8

3,016,517.87

2,964,000.00

2,980,097.02

36,420.85

(1,388.66
)


2.875

 
JJ
17,989.84

42,607.5

6162014
10182029
456873AA6

INGERSOLL-RAND LUXEMBOURG FINA SENIOR CO

 
F
1
 
1,502,730

1,503,856.32

1,500,000.00

1,502,058.01

1,798.31

(119.92
)


2.625

 
MN
16,406.25


10242014
3102048
458140AQ3

INTEL CORPORATION SENIOR CORP BND

 
 
 
 
3,022,156.5

3,126,037.66

3,025,000.00

3,022,519.63

103,518.03

186.92



2.45

 
JJ
12,763.82

64,822.92

9292015
6152018
4581X0BV9

INTER AMERICAN DEV BK CORP BND

 
F
 
 
2,009,980

2,005,679.8

2,000,000.00

2,003,276.33

2,403.47

(851.58
)


1.125

 
MS
1,000

11,250

9162015
3102048
458182DT6

INTER-AMERICAN DEV BANK CORP BND

 
F
 
 
2,050,000

2,041,553.94

2,050,000.00

2,050,000

(8,446.06
)



0.662

 
MJSD
678.91

2,756.8

9052013
6012019
45818WAT3

INTER-AMERICAN DEV BANK CORP BND EMTN

 
F
 
 
5,000,000

4,978,749.85

5,000,000.00

5,000,000

(21,250.15
)



0.613

 
MJSD
937.14

7,071.46

6132014
12012045
459200HC8

INTERNATIONAL BUSINESS MACHINE CORP BND

 
 
 
 
3,260,491.75

3,287,248.17

3,275,000.00

3,272,468.97

14,779.2

737.33



1.25

 
FA
6,254.33

20,468.75

2222012
4152021
459200HE4

INTERNATIONAL BUSINESS MACHINE SENIOR CO

 
 
 
 
248,777.5

253,494.05

250,000.00

248,998.59

4,495.46

77.55



1.875

 
MN
1,770.83


7142015
10152018
459200HK0

INTERNATIONAL BUSINESS MACHINE SENIOR CO

 
 
 
 
1,149,710.1

1,157,776.56

1,155,000.00

1,152,996.98

4,779.58

265.17



1.25

 
FA
2,125.52

7,218.75

2052013
5172021
459200HZ7

INTERNATIONAL BUSINESS MACHINE SENIOR CO

 
 
 
 
1,545,272.5

1,550,182.95

1,550,000.00

1,547,066.43

3,116.52

390.11



1.125

 
FA
2,664.06

8,718.75

2032015
9152021
459200JE2

INTERNATIONAL BUSINESS MACHINE SENIOR CO

 
 
 
 
4,997,950

5,043,124

5,000,000.00

4,997,992.11

45,131.89

42.11



1.8

 
MN
10,500


2162016
6172019
45950VCP9

INTERNATIONAL FINANCE CO CORP BND

 
F
 
 
251,581.68

251,748

252,000.00

251,912.75

(164.75
)
35.04



0.625

 
MN
595


11052013
12152020
G4804LAA4

INTRCONT HOTELS LOCAL BND

 
D
 
 
1,192,373.75

962,035.51

650,000.00

1,108,092.25

(146,056.74
)
(10,810.66
)

(147,905.97
)
6

 
DEC
17,459.66


4032014
12312049
BRSQUAGJ9

ION MEDIA NETWORKS INC SENIOR SECURED TE

 
 
 
 
2,393,174.75

2,391,329.63

2,429,800.66

2,393,996.6

(2,666.97
)
885.20




 
MJSD

11,142.11

3182016
3312025
46603BAB5

IVYH_14-9A MEZZANIN ABS_14-9A-B1 144A

 
F
2
 
3,938,672.8

3,874,958

4,000,000.00

3,951,331.66

(76,373.66
)
2,082.45



3.07

 
JAJO
24,897.87

28,265.98

10012014
5172019
BRSKL00G7

JBS USA LLC SENIOR SECURED TERM NOTES

 
 
 
 
1,164,150

1,161,225

1,170,000.00

1,166,251.98

(5,026.98
)
218.91




 
MJSD

11,142.81

9272013
3312025
47787UAD5

JDOT_15-A SENIOR ABS 15-A A3

 
 
2
 
2,029,840.93

2,031,670.48

2,030,000.00

2,029,892.76

1,777.72

10.04



1.32

 
MON
1,190.93

6,699

6012015
3222019
473240EC9

JEFFERSON CNTY MO SCH DIST NO MUNITAX BN

 
 
 
 
312,726

306,201

300,000.00

304,860.31

1,340.69

(1,312.30
)


3

 
MS
750

4,500

9212012
5152018





476576HQ9

JERSEY CITY N J MUNITAX BND GO

 
 
 
 
2,225,000

2,300,383

2,225,000.00

2,225,000

75,383




2.525

 
MS
4,681.77

28,090.63

11212014
1162018
24422ESF7

JOHN DEERE CAPITAL CORP SENIOR CORP BND

 
 
 
 
1,518,030

1,523,037.99

1,500,000.00

1,515,605.56

26,540.95

(1,406.65
)


1.95

 
JD
8,775


10212015
7172018
24422ESX8

JOHN DEERE CAPITAL CORP SENIOR CORP BND

 
 
 
 
2,399,088

2,414,599.73

2,400,000.00

2,399,301.19

7,432.43

74.97



1.6

 
JJ
8,320

19,093.33

7092015
3122018
24422EST7

JOHN DEERE CAPITAL CORP SENIOR CORP BND

 
 
 
 
2,578,710

2,587,359.4

2,580,000.00

2,579,223.63

8,135.77

106.82



1.35

 
JJ
7,256.25

17,415

1132015
6152019
24422ERN1

JOHN DEERE CAPITAL CORP SENIOR CORP BND

 
 
 
 
4,923,571.75

4,951,266.01

4,925,000.00

4,924,725.06

15,298.54

71.25



1.4

 
MS
3,064.45

34,475

2222012
3162020
478111AA5

JOHNS HOPKINS HEALTH SYSTEM CO SENIOR CO

 
 
 
 
244,815

249,959

250,000.00

246,922.31

3,036.69

354.27



1.424

 
MN
1,344.89


5012013
4152020
478115AC2

JOHNS HOPKINS UNIVERSITY CORP BND

 
 
 
 
1,750,000

1,762,537

1,750,000.00

1,750,000

12,537




1.477

 
JJ
6,461.88

12,923.75

2102015
11152020
478160AW4

JOHNSON & JOHNSON CORP BND

 
 
 
 
122,861.25

132,403.56

125,000.00

123,976.91

8,426.65

53.55



2.95

 
MS
307.29

1,843.75

8122010
2182020
478160BF0

JOHNSON & JOHNSON SENIOR CORP BND

 
 
 
 
1,498,185

1,500,000

1,500,000.00

1,499,596.76

403.24

153.10



0.7

 
MN
3,587.5


12022013
12152034
478160BL7

JOHNSON & JOHNSON SENIOR CORP BND

 
 
 
 
1,718,641.2

1,728,004.5

1,720,000.00

1,719,252.71

8,751.79

153.16



1.125

 
MN
6,987.5

2,906.25

11182014
5152018
478160BR4

JOHNSON & JOHNSON SENIOR CORP BND

 
 
 
 
8,329,000.4

8,344,152.58

8,330,000.00

8,329,028.07

15,124.51

27.67



1.125

 
MS
7,809.39


2252016
3152019
418097AD3

JORDAN (HASHEMITE KINGDOM OF) AGENCY BND

 
F
 
 
10,000,000

10,229,300

10,000,000.00

10,000,000

229,300




1.945

 
JD
52,947.23


6232014
6012018
46630JAC3

JP MORGAN CHASE COMMERCIAL MOR CMBS 07-

 
 
2
 
5,932,761.5

5,513,132.5

5,402,436.37

5,575,082.92

(61,950.42
)
(35,710.29
)


5.42

 
MON
24,401.01

73,440.33

4082014
9202019
46644FAE1

JPMBB COMMERCIAL MORTGAGE SECU PAC SENIO

 
 
2
 
4,059,062.5

4,132,479.84

4,000,000.00

4,058,492.46

73,987.38

(570.04
)


3.042

 
MON
10,140

(2,704
)
3042016
10152044
46640LAB8

JPMBB COMMERCIAL MORTGAGE SECU SENIOR CM

 
 
2
 
2,209,382.81

2,208,201.71

2,140,000.00

2,175,367.66

32,834.05

(5,614.92
)


3.019

 
MON
5,384.42

16,153.26

9162014
9152020
46642EAY2

JPMBB LCF SENIOR CMBS _14-C21-A5

 
 
2
 
2,133,984.38

2,151,759.93

2,000,000.00

2,119,746.05

32,013.88

(3,456.08
)


3.775

 
MON
6,291.33

18,873.99

3112015
12152022
46641WAT4

JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A

 
 
2
 
1,910,646.29

1,922,003.34

1,855,000.00

1,885,655.55

36,347.79

(3,185.70
)


3.046

 
MON
4,707.99

14,123.97

4292014
7152022
46644FAB7

JPMBB_15-C28 SENIOR CMBS 15-C28 A2

 
 
2
 
3,089,994

3,090,810.3

3,000,000.00

3,072,664.06

18,146.24

(4,648.03
)


2.773

 
MON
6,933.25

20,799.75

4022015
2252021
46590JAW7

JPMBB_15-C36 PRELCF SENIOR CMBS_15-C36 A

 
 
2
 
3,089,976

3,165,690.3

3,000,000.00

3,086,516.39

79,173.91

(2,054.28
)


3.598

 
MON
8,995.5

26,986.5

10192015
3082020
46639EAB7

JPMCC_12-LC9 PRELCF SENIOR CMBS_12-LC9-A

 
 
2
 
1,097,243.43

1,096,840.06

1,095,788.09

1,095,897.11

942.95

(240.98
)


1.677

 
MON
1,531.27

4,964.23

10072014
7202021
46641BAB9

JPMCC_13-C16 SENIOR CMBS 13-C16

 
 
2
 
3,413,583.03

3,377,554.27

3,280,164.87

3,359,831.33

17,722.94

(38,090.89
)


3.07

 
MON
8,391.76

62,258.26

10302014
8212017
46642CBE9

JPMCC_14-C20 SENIOR CMBS 14-C20-A2

 
 
2
 
5,149,990

5,159,287

5,000,000.00

5,093,536.33

65,750.67

(8,899.96
)


2.872

 
MON
11,965

42,276.33

6122014
9152020
46590KAB0

JPMCC_15-JP1 SENIOR CMBS_15-JP1 A2

 
 
2
 
1,905,492.6

1,943,500.3

1,850,000.00

1,902,759.87

40,740.43

(2,720.24
)


3.144

 
MON
4,846.7

14,540.1

12152015
12152029
46644RAZ8

JPMCCMSC_15-C29 SENIOR CMBS 15-C29

 
 
2
 
2,059,986

2,127,400

2,000,000.00

2,055,712.61

71,687.39

(1,430.90
)


3.611

 
MON
6,018

18,054

6042015
10182029
4.66E+79

JPMMT CMO_06-A1 2A2

 
 
2
 
51,619.64

44,651.8

51,579.32

51,594.47

(6,942.67
)
(48.28
)


2.86

 
MON
122.91

377.26

2062008
3012018
46643DAE7

JPMMT_14-OAK4 WHOLE CMO 14-OAK4

 
 
2
 
2,132,440.67

2,142,442.76

2,104,814.98

2,122,719.72

19,723.04

(5,846.48
)


3.5

 
MON
6,139.04

19,233.64

10072014
3222019
48127FAA1

JPMORGAN CHASE & CO CAPSEC CORP BND

 
 
1
 
7,439,250

7,143,750

7,500,000.00

7,441,152.54

(297,402.54
)
232.97



5

 
JJ
93,750

187,500

8132014
8152017
46625HJA9

JPMORGAN CHASE & CO CORP BND

 
 
 
 
1,353,620

1,332,579

1,325,000.00

1,326,778

5,801

(1,701.36
)


3.15

 
JJ
9,970.63

20,868.75

1312012
8162021
46625HJG6

JPMORGAN CHASE & CO CORP BND

 
 
 
 
7,239,770

7,286,396.02

7,250,000.00

7,248,041.51

38,354.51

258.33



1.8

 
JJ
23,925

65,250

11252014
10152019
46625HNX4

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
1
 
299,691

303,609.01

300,000.00

299,715.69

26,636.32

14.50



2.55

 
AO
3,230


10222015
10152023
46625HKC3

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
1
 
722,172.5

724,481.94

725,000.00

722,454.4

41,432.53

76.93



3.125

 
JJ
4,279.52

16,412.76

2252015
2152029
46625HQJ2

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
1
 
1,397,420

1,412,916.4

1,400,000.00

1,397,442.68

14,817.05

22.68



2.55

 
MS
2,975

(1,023.54
)
3152016
9162024
46625HJR2

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
 
 
1,518,345

1,528,197.9

1,500,000.00

1,513,380.85

2,027.54

(1,147.01
)


2.35

 
JJ
6,168.75

17,625

7132015
5152020
48126EAA5

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
 
 
1,521,435

1,513,440.75

1,500,000.00

1,508,891.04

60,976.79

(1,425.72
)


2

 
FA
3,833.33

39,222.22

4012014
5152019





46625HJH4

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
 
 
2,609,958

2,650,451.18

2,600,000.00

2,609,018.65

3,893.32

(295.48
)


3.2

 
JJ
15,253.33

41,600

5152015
6172019
46625HLW8

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
1
 
3,420,024

3,478,142.78

3,400,000.00

3,417,165.99

15,473.72

(997.48
)


2.75

 
JD
25,452.78


12232015
10152023
46625HQU7

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
1
 
7,295,328

7,329,643.48

7,300,000.00

7,295,365.16

34,278.32

37.16



1.85

 
MS
3,001.12


3182016
2182020
46625HJF8

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
 
 
8,620,000

8,646,636.32

8,620,000.00

8,620,000

4,549.71




1.519

 
JAJO
24,362.56

26,580.94

1172013
10162017
46623EKD0

JPMORGAN CHASE & CO SENIOR CORP BND MTN

 
 
1
 
2,507,025

2,508,180.23

2,500,000.00

2,504,861.41

3,318.82

(648.08
)


1.7

 
MS
3,541.66

21,250

5222015
7152020
46625HJY7

JPMORGAN CHASE & CO SUB CORP BND

 
 
 
 
3,148,383.75

3,231,530.64

3,165,000.00

3,150,569.35

76,936.24

357.36



3.875

 
MS
7,154.22

61,321.88

9032014
2162021
46625HJQ4

JPMORGAN CHASE & CO SUB CORP BND

 
 
1
 
3,187,500

3,243,750

3,000,000.00

3,166,813.76

80,961.29

(4,175.01
)


6.75

 
FA
33,750

101,250

12112014
2182020
BRS2RYU09

JPMORGAN CHASE BANK NA SUB CORP BND

 
O
 
 
671,083.33

585,986.12

400,000.00

639,830.97

(53,844.85
)
(7,865.77
)

(54,098.64
)
5.375

 
SEP
15,704.27

9,985.63

12042014
3312025
BRSZLU5D0

KAR AUCTION SERVICES INC SENIOR SECURED

 
 
1
 
297,000

300,000

300,000.00

297,011.73

2,988.27

11.73




 
MJSD

318.75

3042016
12312049
487836BF4

KELLOGG COMPANY CORP BND

 
 
 
 
253,590

251,340

250,000.00

251,064.8

275.2

(422.98
)


1.875

 
MN
1,744.79


11142011
9202019
487836BH0

KELLOGG COMPANY SENIOR CORP BND

 
 
 
 
3,027,000

3,013,760.7

3,000,000.00

3,011,686.76

2,073.94

(2,569.88
)


1.75

 
MN
19,541.66


5152012
4242019
491674BE6

KENTUCKY UTILITIES COMPANY CORP BND

 
 
1
 
783,795

791,709.31

750,000.00

779,567.98

12,141.33

(1,621.42
)


3.25

 
MN
10,156.25


9292015
7152021
49327M2F0

KEY BANK NATIONAL ASSOCIATION SENIOR COR

 
 
 
 
499,780

505,023.5

500,000.00

499,839.94

5,183.56

10.25



2.5

 
JD
3,680.56


11182014
4092020
BRSP750D8

KEY SAFETY SYSTEMS INC SENIOR SECURED TE

 
 
2
 
1,245,880.63

1,239,317.15

1,250,256.89

1,246,759.58

(7,442.43
)
173.63




 
MJSD

15,075.83

8132015
3312025
494074AF4

KILIMANJARO RE LIMITED CORP BND 144A

 
F
 
 
500,000

505,445

500,000.00

500,000

(235,528.55
)



9.433

 
JAJO
11,529.32

4,368.06

11102015
5102048
494074AG2

KILIMANJARO RE LIMITED CORP BND 144A

 
F
 
 
500,000

504,750

500,000.00

500,000

5,445




6.933

 
JAJO
8,473.77

3,187.5

11102015
8102055
494074AE7

KILIMANJARO RE LIMITED CORP BND 144A

 
F
 
 
29,453,000

29,225,451.54

29,500,000.00

29,460,980.09

4,750

2,474.62



3.918

 
JAJO
282,495.28

292,441.96

6022015
3102048
494368BT9

KIMBERLY-CLARK CORPORATION SENIOR CORP B

 
 
 
 
2,749,835

2,768,147.35

2,750,000.00

2,749,840.37

18,306.98

5.37



1.4

 
FA
4,170.83


2172016
2202045
494550AY2

KINDER MORGAN ENERGY PARTNERS CORP BND

 
 
 
 
1,100,800

1,048,831.56

1,000,000.00

1,070,485.76

(21,654.2
)
(9,152.35
)


5.95

 
FA
7,602.78

29,750

5282015
2202045
494550BM7

KINDER MORGAN ENERGY PARTNERS SENIOR COR

 
 
1
 
994,820

903,472.68

1,000,000.00

995,456.98

(91,984.3
)
144.80



3.45

 
FA
4,408.34

17,250

2242015
7182026
28336LBR9

KINDER MORGAN HOLDCO LLC CORP BND

 
 
 
 
2,428,386.4

2,294,857.59

2,140,000.00

2,327,032.75

(32,175.16
)
(20,722.48
)


7.25

 
JD
51,716.67


2242016
9142018
49456BAD3

KINDER MORGAN HOLDCO LLC SENIOR CORP BND

 
 
 
 
2,582,053.1

2,539,593.29

2,585,000.00

2,583,350.76

(43,757.47
)
241.56



2

 
JD
17,233.33


9292015
2152040
BRSM103T4

KINETIC CONCEPTS INC / KCI USA SENIOR SE

 
 
2
 
2,126,048.92

2,131,263.84

2,146,692.12

2,127,899.55

3,364.29

1,437.81




 
JAJO

7,374.94

3282016
3312025
496026KV6

KINGS LOC SCH DIST OHIO MUNITAX BND GO

 
 
 
 
1,250,394.5

1,250,837.2

1,165,000.00

1,220,398.46

30,438.74

(5,028.28
)


3.75

 
JD
14,562.5


2212013
11162018
G5274WAA8

KIZUNA RE II LTD CORP BND 144A

 
D
 
 
1,912,522.91

2,044,574.06

230,000,000.00

1,912,522.91

132,051.15



133,831.48

0.28

 
JAJO
1,400.61

10,261.83

3202015
12312049
482485AC3

KKR_13-2A ABS 13-2A 144A

 
F
2
 
1,516,800

1,493,804.16

1,600,000.00

1,534,464.55

(40,660.39
)
2,950.14



2.419

 
JAJO
7,202.05

8,841.85

10162014
8152017
BRSSW6XL8

KLOCKNER PENTAPLAST OF AMERICA SENIOR SE

 
 
2
 
358,111.76

358,560.53

359,009.29

358,269.64

290.89

47.17




 
JAJO

4,548.91

4232015
12312049
50048MBM1

KOMMUNALBANKEN AS CORP BND 144A

 
F
 
 
398,900

399,526.8

400,000.00

399,764.05

(237.25
)
92.25



0.75

 
MN
1,083.33


11132013
7152017
50048MAT7

KOMMUNALBANKEN AS SENIOR GOVT BND

 
F
 
 
1,096,205

1,101,188.02

1,100,000.00

1,098,852.68

2,335.34

191.18



1

 
MS
152.78

5,500

9192012
2252030
BRSYEDRW3

KOMMUNEKREDIT SENIOR CORP BND

 
F
 
 
5,631,863.5

5,693,561.27

5,650,000.00

5,633,115.1

60,446.17

1,251.60



1.5

 
JAN
17,891.67


1062016
1142020
BRSSWB4N5

KP GERMANY ERSTE GMBH SENIOR SECURED TER

 
F
2
 
153,039.21

153,230.98

153,422.76

153,106.68

124.3

20.16




 
JAJO

1,943.98

4232015
1152026
50076QAY2

KRAFT FOODS GROUP INC CORP BND

 
 
 
 
2,371,165.54

2,397,410.74

2,375,000.00

2,373,940.66

23,470.08

322.33



2.25

 
JD
17,218.75

8,437.5

1162013
4152024
50076QAX4

KRAFT FOODS GROUP INC SENIOR CORP BND

 
 
 
 
829,047.5

824,029.66

750,000.00

820,649.07

23,995.86

(3,878.75
)


6.125

 
FA
4,848.96

6,720.49

3012016
5012027
50076QAU0

KRAFT FOODS GROUP INC SENIOR CORP BND

 
 
 
 
2,490,030

2,511,308.1

2,250,000.00

2,487,312.24

3,380.59

(2,717.76
)


5.375

 
FA
17,132.82

(11,757.82
)
3102016
5012027





D40859GT7

KREDITANSTALT FUER WIEDERAUFBA CORP BND

 
D
 
 
3,325,845.87

2,682,221.61

1,750,000.00

2,963,211.82

(280,990.21
)
(30,849.25
)

(290,144.12
)
5.625

 
AUG
84,890.54


11132013
9012020
500769FG4

KREDITANSTALT FUER WIEDERAUFBA SENIOR CO

 
F
 
 
6,859,842

6,904,761

6,900,000.00

6,886,352.21

18,408.79

2,362.78



0.875

 
MS
4,360.42

30,187.5

12052014
2152019
500769GS7

KREDITANSTALT FUER WIEDERAUFBA SENIOR CO

 
F
 
 
7,577,771

7,623,711.69

7,600,000.00

7,581,895.61

37,312.91

1,901.26



1.125

 
FA
13,062.51

47,737.51

9162015
5152016
500769GV0

KREDITANSTALT FUER WIEDERAUFBA SENIOR CO

 
F
 
 
7,880,171

7,993,614.84

7,900,000.00

7,881,539.58

41,816.08

1,368.58



1.5

 
FA
26,004.17


1052016
12012017
500769GL2

KREDITANSTALT FUER WIEDERAUFBA SENIOR CO

 
F
 
 
15,732,560.26

15,774,114.02

15,742,000.00

15,736,801.11

112,075.26

705.50



1

 
JJ
28,423.05

78,710

10012015
4282017
48274LAD3

KVK CLO LTD 2014-1A ABS 14-1A C 144A

 
F
1
 
729,375

627,713.33

750,000.00

732,312.22

(104,598.89
)
696.19



3.518

 
FMAN
3,298.31

6,251.4

3132015
8152017
48274MAD1

KVK_14-2A ABS 14-2A C 144A

 
F
1
 
476,250

457,280.15

500,000.00

479,715.07

(22,434.92
)
760.95



3.622

 
JAJO
3,873.53

4,242.86

1262015
8152017
491552ZL2

KY ST TPK AUTH ECONOMIC MUNI BND REV

 
 
1
 
2,344,460

2,401,520

2,000,000.00

2,291,099.12

110,420.88

(9,071.17
)


5

 
JJ
25,000

50,000

9132013
6012020
502413BD8

L-3 COMMUNICATIONS CORP SENIOR CORP BND

 
 
1
 
86,731.92

84,233.87

88,000.00

86,834.72

(24,557.66
)
64.91



3.95

 
MN
1,187.63

1,632.45

5182015
1162027
502413BC0

L-3 COMMUNICATIONS CORP SENIOR CORP BND

 
 
 
 
4,369,600.73

4,353,105.27

4,385,000.00

4,377,662.93

(2,600.85
)
1,567.34



1.5

 
MN
22,473.13


1052015
5102032
BRSMB8NV9

LA QUINTA INTERMEDIATE HOLDING SENIOR SE

 
 
2
 
721,931.53

734,400.38

748,115.58

722,784.23

11,616.15

918.65




 
FMAN


1202016
3312025
50540RAR3

LABORATORY CORP OF AMER HLDGS SENIOR COR

 
 
 
 
2,147,592

2,159,182.67

2,150,000.00

2,148,127.13

11,055.54

115.37



2.625

 
FA
9,406.25

28,218.75

12232015
10122023
BRSRYHP25

LAZER SPOT INC SENIOR SECURED REVOLVE NO

 
 
 
 
104,309.75

103,005.88

104,309.75

104,309.75

(1,303.87
)




 
FMAN

1,067.73

7312015
12312049
BRSRYF745

LAZER SPOT INC SENIOR SECURED TERM NOTES

 
 
 
 
2,915,332.42

2,878,890.76

2,915,332.42

2,915,332.42

(36,441.66
)




 
FMAN

83,167.77

2242015
12312049
BRSVAW935

LAZER SPOT MERGER SUB, INC SENIOR SECURE

 
 
 
 
97,355.77

96,138.82

97,355.77

97,355.77

(1,216.95
)




 
MJSD

353.81

11022015
12312049
52109RBM2

LBUBS CMBS 07-C7

 
 
2
 
8,693,646.93

8,094,942.31

7,697,519.25

8,122,353.96

(27,411.65
)
(73,686.71
)


5.866

 
MON
25,085.36

113,064.26

6022014
4152021
BRSY6L4K5

LDISCOVERY LLC SECURED TERM LOAN

 
 
 
 
1,064,516.13

1,056,532.26

1,064,516.13

1,064,516.13

(7,983.87
)




 
MJSD


12222015
12312049
BRSY6N033

LDISCOVERY LLC SECURED TERM LOAN

 
 
 
 
2,661,290.32

2,641,330.64

2,661,290.32

2,661,290.32

(19,959.68
)




 
MJSD

41,250

12222015
12312049
BRSY6MWX4

LDISCOVERY LLC SENIOR SECURED TERM LOAN

 
 
 
 
399,193.55

396,199.6

399,193.55

399,193.55

(2,993.95
)




 
MJSD


12222015
12312049
52349HAM5

LEE CNTY FLA HSG FIN AUTH SING MUNITAX B

 
 
1
 
150,543

150,571.5

150,000.00

150,000

571.5




7.02

 
JD
3,510


6152001
7152022
52349HAN3

LEE CNTY FLA HSG FIN AUTH SING MUNITAX B

 
 
1
 
190,524.4

190,640.3

190,000.00

190,000

640.3




7.27

 
JD
4,604.33


6152001
3012026
G54404AK7

LEGAL & GEN GRP PLC CAPSEC CORP BND

 
D
1
 
1,611,530.25

1,458,931.37

1,000,000.00

1,559,955.28

(101,023.91
)
(10,932.08
)

(76,480.54
)
6.385

 
MN
37,983.25


1162015
12312049
854403AC6

LELAND STANFORD JR UNIV CALIF MUNI BND R

 
 
 
 
4,157,579

4,088,610.67

3,700,000.00

4,012,481.25

76,129.42

(24,530.82
)


4.75

 
MN
73,229.17


9302014
10222026
BRSLAZMP6

LESLIES POOLMART, INC. SENIOR SECURED TE

 
 
2
 
2,237,743.79

2,222,448.13

2,245,843.08

2,240,954.49

(18,506.36
)
359.39




 
MJSD

24,189.71

12022013
3312025
BRSK5UM00

LEVEL 3 FINANCING INC SENIOR SECURED TER

 
 
2
 
962,682.64

971,212.5

970,000.00

965,353.02

5,859.48

346.58




 
MJSD

9,991.46

4302014
3312025
BRSHY9H24

LINDE AG SENIOR CORP BND EMTN

 
F
 
 
2,990,820

3,012,390.06

3,000,000.00

2,996,157.05

16,233.01

456.38



1.5

 
APR
42,875


4102013
3152019
BRSK7RBA5

LIVE NATION ENTERTAINMENT INC SENIOR SEC

 
 
2
 
1,502,566.78

1,501,940.21

1,502,566.78

1,502,566.78

(626.57
)




 
FMAN

13,327.63

8262013
3312025
G4S15PP89

LLOYDS BANK PLC CORP BND EMTN

 
D
1
 
1,145,701.13

956,270.33

630,000.00

1,044,661.06

(88,390.73
)
(19,510.38
)

(88,327.6
)
10.75

 
DEC
28,457.66


12042014
12312049
50208XAA0

LMC_15-CRE1 SENIOR CMBS 15-CRE1 A 144A

 
 
2
 
4,000,000

3,918,794.4

4,000,000.00

4,000,000

(81,205.6
)



2.182

 
MON
2,423.89

21,759.55

1282015
6152018
539830BJ7

LOCKHEED MARTIN CORPORATION SENIOR CORP

 
 
 
 
2,527,319.8

2,555,595.92

2,530,000.00

2,527,631.35

27,964.57

218.09



1.85

 
MN
16,641.79


11172015
1152026
G29330DW7

LONDON POWER NETWORKS PLC LOCAL BND

 
D
 
 
1,317,715.93

1,133,448.31

770,000.00

1,248,728.7

(115,280.39
)
(14,017.68
)

(114,451.89
)
5.375

 
NOV
23,079.37

7,713.86

11272014
12312049
542799AC5

LONGPOINT RE III LTD CORP BND 144A

 
F
1
 
1,750,000

1,766,135

1,750,000.00

1,750,000

16,135




3.75

 
FMAN
8,203.13

17,096.47

5072015
3102046
BRSSM4ZS7

LONGVIEW POWER SENIOR SECURED TERM NOTES

 
 
1
 
1,143,360

1,016,320

1,154,909.09

1,145,177.5

(128,857.5
)
505.40




 
MJSD

23,413.66

4082015
12312049
546398PF9

LOUISIANA PUB FACS AUTH REV MUNI BND REV

 
 
1
 
1,443,685.5

1,402,533

1,395,000.00

1,402,080.69

452.31

(7,080.69
)


5

 
JJ
17,437.5

34,875

10202006
3122018





546415S50

LOUISIANA STATE OF MUNITAX BND GO

 
 
 
 
4,779,355

4,800,777.5

4,750,000.00

4,768,746.19

32,031.31

(2,512.39
)


1.5

 
FA
11,875

35,625

3042015
5262020
BRSXC27R4

LPL HOLDINGS INC TL SENIOR SECURED TERM

 
 
 
 
1,223,893.6

1,202,259.12

1,236,256.16

1,224,469.12

(22,210
)
470.78




 
MJSD

13,082.08

11182015
12312049
54910DAA5

LSTRZ_15-6 WHOLE CMO 15-6 A 144A

 
 
2
 
858,294.9

847,266.31

866,768.60

859,867.2

(12,600.89
)
819.53



2.439

 
MON
1,820.06

5,310.61

5202015
11232018
502441AA6

LVMH MOET HENNESSY LOUIS VUITT SENIOR CO

 
F
 
 
3,041,246.5

3,058,853.54

3,050,000.00

3,047,755.44

11,098.1

444.37



1.625

 
JD
12,665.98


6262012
8102055
54008PAA1

LWCLO_14-1A ABS _14-1A-A1 144A

 
F
2
 
498,500

495,785.25

500,000.00

499,110.88

(3,325.63
)
122.56



1.989

 
JAJO
1,850.5

2,135.85

12302014
11232018
575718AC5

MA INSTITUTE OF TECH CORP BND

 
 
 
 
1,018,330

1,024,193

1,000,000.00

1,012,855.41

11,337.59

(962.96
)


2.051

 
JJ
5,127.5

10,255

10212014
10152025
BRSJFJJX9

MACDERMID INCORPORATED SENIOR SECURED TE

 
 
2
 
1,924,545.46

1,860,132.17

1,930,098.23

1,926,524.95

(66,392.78
)
220.39




 
FMAN

26,902.71

8042014
3312025
55608PAA2

MACQUARIE BANK LTD CORP BND 144A

 
F
 
 
5,996,040

6,209,118

6,000,000.00

5,999,219.97

209,898.03

211.07



5

 
FA
32,500

150,000

9292015
8102046
56040PAT5

MAINE EDL LN AUTH MUNI BND REV

 
 
 
 
2,484,643.7

2,431,725.8

2,230,000.00

2,396,013.14

35,712.66

(14,925.19
)


5.5

 
JD
40,883.34


9032014
2062020
560427KM7

MAINE HEALTH & HIGHER EDL FACS MUNI BND

 
 
1
 
155,637.05

155,637.05

155,000.00

154,999.57

637.48

(0.09
)


5.25

 
JJ
2,034.38

4,068.75

7312010
11022018
562013AA0

MANATEE RE LTD CORP BND 144A

 
F
 
 
680,000

673,771.2

680,000.00

680,000

(6,228.8
)



5.087

 
MJSD
288.24

8,743.13

3232015
8102046
563469TZ8

MANITOBA PROVINCE OF CORP BND

 
A
 
 
2,977,080

3,001,289.97

3,000,000.00

2,979,720.57

(3,459.75
)
2,288.49



1.125

 
JD
11,250


12152015
10152019
563469TU9

MANITOBA PROVINCE OF CORP BND

 
A
 
 
7,112,840

7,026,679.1

7,000,000.00

7,030,138.85

21,569.4

(10,194.61
)


1.3

 
AO
44,994.44

18,200

6062013
5092016
563469TV7

MANITOBA PROVINCE OF UNSEC CORP BND

 
A
 
 
3,009,090

3,037,410.06

3,000,000.00

3,009,011.74

28,398.32

(78.26
)


1.75

 
MN
17,645.83

(16,187.5
)
3162016
5052020
55279HAJ9

MANUFACTURERS AND TRADERS TRUS SENIOR CO

 
 
1
 
246,135

249,015.98

250,000.00

246,297.46

(2,617.6
)
162.46



2.1

 
FA
802.08

131.25

1222016
4212025
55279HAF7

MANUFACTURERS AND TRADERS TRUS SENIOR CO

 
 
1
 
7,797,036

7,796,067.24

7,800,000.00

7,798,684.84

2,718.52

246.69



1.4

 
JJ
20,020.01

54,600

7222014
5262026
BRSX2BJ50

MARCO INC SENIOR SECURED TERM LOAN

 
 
 
 
3,668,763.1

3,641,247.38

3,668,763.10

3,668,763.1

(27,515.72
)




 
MJSD

39,592.07

10302015
12312049
BRSX2BJ84

MARCO INC SENIOR SECURED TERM NOTES

 
 
 
 
1,222,921.03

1,213,749.12

1,222,921.03

1,222,921.03

(9,171.91
)




 
MJSD

1,165.17

1252016
12312049
570850KA4

MARLBORO TWP N J BRD ED MUNITAX BND GO

 
 
 
 
1,492,545

1,518,585

1,500,000.00

1,495,452.71

23,132.29

486.40



1.526

 
JJ
4,832.33

11,445

3062013
9152020
574218A86

MARYLAND ST HEALTH & HIGHER ED MUNITAX B

 
 
 
 
400,000

409,720

400,000.00

400,000

9,720




2.079

 
JJ
2,079

1,593.9

10092015
3152019
575831CJ9

MASSACHUSETTS ST COLLEGE BLDG MUNI BND R

 
 
1
 
1,103,611.6

1,108,689.4

910,000.00

1,101,993.4

6,696

(1,618.20
)


5

 
MN
4,550

(758.33
)
2252016
12092025
57587ABR8

MASSACHUSETTS ST HSG FIN AGY MUNITAX BND

 
 
 
 
497,465

519,715

500,000.00

498,173.37

1,372.8

117.61



2.608

 
JD
4,346.67


2262014
5152020
57586NWY3

MASSACHUSETTS ST HSG FIN AGY MUNITAX BND

 
 
1
 
1,430,000

1,431,372.8

1,430,000.00

1,430,000

21,541.63




1.85

 
JD
8,818.33

354.59

3182015
11152021
576049CK4

MASSACHUSETTS ST WTR RES AUTH MUNI BND R

 
 
2
 
1,970,647.7

1,872,047.65

1,735,000.00

1,900,812.33

(28,764.68
)
(11,888.03
)


6.5

 
JJ
23,808.06

56,387.5

10292008
5152018
55274QAD7

MASTR_06-2 RMBS_06-2-1A4

 
 
2
 
647,561.86

628,339.34

671,076.37

647,561.86

(19,222.52
)
(5,577.53
)


6

 
MON
3,355.38

10,622.6

12312009
11232018
58768LAB9

MBALT_15-A ABS 2015-A A2A

 
 
2
 
1,204,776.83

1,204,697.96

1,204,825.19

1,204,809.22

(111.26
)
33.59



0.78

 
MON
417.67

4,040.53

6012015
3152025
BRSJD2Z02

MCC IOWA LLC SENIOR SECURED TERM LOAN

 
 
2
 
3,632,287.5

3,600,504.99

3,632,287.50

3,632,287.5

(31,782.51
)




 
FMAN

27,404.52

10012015
3312025
58013MEE0

MCDONALDS CORP CORP BND

 
 
 
 
3,004,204

3,012,928.35

2,800,000.00

2,978,133.99

34,794.36

(22,597.31
)


5.35

 
MS
12,483.33

74,900

12152015
4202027
58013MEX8

MCDONALDS CORP SENIOR CORP BND

 
 
1
 
658,779

682,055.36

660,000.00

658,850.41

23,149.43

149.84



2.75

 
JD
5,646.67

9,724.31

12022015
12312049
58013MEW0

MCDONALDS CORP SENIOR CORP BND

 
 
 
 
1,325,598.75

1,348,687

1,325,000.00

1,325,537.57

23,204.95

(48.83
)


2.1

 
JD
8,656.67


12032015
4222027
55279EAE7

MCFCL_13-1A MEZZANIN ABS_13-1A C 144A

 
 
2
 
249,750

242,843.6

250,000.00

249,799.36

(6,955.76
)
13.86



4.174

 
JAJO
2,086.9

2,470.68

5192015
11232018
580645AM1

MCGRAW-HILL COMPANIES INC (THE SR CORP B

 
 
 
 
69,926.84

70,743.82

70,000.00

69,935.48

808.34

7.38



2.5

 
FA
223.61

860.42

12182015
12312049
56577AAC6

MCLO_14-7A ABS _14-7A-A2 144A

 
F
2
 
3,976,000

3,845,744

4,000,000.00

3,980,375.44

(134,631.44
)
761.66



3.271

 
JAJO
23,261.16

30,392.2

10302014
2062020
585055BS4

MEDTRONIC INC MEDTRONIC INC

 
 
 
 
777,493.21

798,426.36

750,000.00

776,037.98

22,388.38

(627.70
)


3.5

 
MS
1,166.67

13,125

9022015
3152025





585055BR6

MEDTRONIC INC SENIOR CORP BND

 
 
 
 
519,650

526,176.45

500,000.00

519,533.49

14,797.06

(116.51
)


3.15

 
MS
700

(131.25
)
3152016
3152022
585055BB1

MEDTRONIC INC SENIOR CORP BND

 
 
 
 
2,996,910

2,995,320

3,000,000.00

2,999,057.5

(3,737.5
)
256.76



0.875

 
FA
2,479.17

13,125

2202014
2272017
585055BA3

MEDTRONIC INC SENIOR CORP BND

 
 
 
 
3,444,825

3,462,690.07

3,450,000.00

3,447,893.01

106,252.82

257.38



1.375

 
AO
23,718.75


3192013
4012018
585055BG0

MEDTRONIC INC SENIOR CORP BND

 
 
 
 
8,205,100.95

8,308,908.57

8,035,000.00

8,202,655.75

6,642.96

(2,445.20
)


2.5

 
MS
8,927.77

2,789.94

3072016
3152020
58933YAS4

MERCK & CO INC SENIOR CORP BND

 
 
 
 
1,592,567.45

1,618,427.55

1,595,000.00

1,593,066.53

32,617.01

119.91



1.85

 
FA
4,180.24

14,753.75

5122015
2102020
58933YAG0

MERCK & CO INC SENIOR CORP BND

 
 
 
 
5,236,908.45

5,278,343.82

5,255,000.00

5,245,726.81

25,361.02

1,069.94



1.3

 
MN
25,238.6


7172015
5182018
59012UAA3

MERNA REINSURANCE LTD CORP BND 144A

 
F
 
 
4,750,000

4,724,920

4,750,000.00

4,750,000

(25,080
)



2.3

 
MJSD
606.94

25,594.1

3162015
4152050
59022CCS0

MERRILL LYNCH & CO. INC. CORP BND

 
 
 
 
1,943,287.5

1,821,344

1,750,000.00

1,825,048.18

(3,704.18
)
(17,088.96
)


5.7

 
MN
41,285.42


6262014
5022017
59163PHV8

METRO ORE MUNI BND GO

 
 
 
 
366,863.25

366,993.25

325,000.00

366,582.94

410.31

(280.31
)


5

 
JD
315.97


3142016
1152021
59261EAE9

METROPOLITAN TRANS AUTH N Y MUNITAX BND

 
 
 
 
16,629,940

17,009,026.15

16,645,000.00

16,634,580.77

374,445.38

777.21



1.848

 
JJ
76,899.9

153,799.8

9232014
3152021
BRSGGZLV9

MGM RESORTS INTERNATIONAL SENIOR SECURED

 
 
2
 
2,276,181.79

2,292,126.54

2,298,832.23

2,280,374.52

11,752.02

1,246.62




 
MJSD

20,390.84

10192015
3312025
62405QAJ2

MHAWK_13-1A ABS_13-1A C

 
F
2
 
1,203,125

1,118,318

1,250,000.00

1,212,246.21

(93,928.21
)
2,051.10



3.344

 
JAJO
8,359.5

9,702.01

2112015
1052018
59334DHN7

MIAMI DADE CNTY FLA MUNI BND REV

 
 
1
 
1,146,570

1,199,880

1,000,000.00

1,124,855.04

75,024.96

(3,648.82
)


5

 
AO
25,000


9172013
12012018
BRSNLD7H4

MICHAELS STORES INC SENIOR SECURED TERM

 
 
2
 
430,083.62

432,064.61

432,244.86

430,754.19

(12,892.6
)
101.84




 
MJSD

4,634.17

6062014
3312025
BRSH5BNL2

MICHAELS STORES INC SENIOR SECURED TERM

 
 
2
 
4,419,816.04

4,406,923.44

4,419,816.04

4,419,816.04

1,310.42





 
JAJO

42,027.06

10012015
3312025
594615DN3

MICHIGAN ST BLDG AUTH MUNI BND REV

 
 
 
 
415,003.58

407,709.6

380,000.00

407,773.94

(64.34
)
(4,475.49
)


5.5

 
AO
9,637.22


10302015
7012017
594615DS2

MICHIGAN ST BLDG AUTH MUNI BND REV

 
 
 
 
2,854,055.07

2,807,015.6

2,620,000.00

2,805,764.87

1,250.73

(29,893.93
)


5.5

 
AO
66,446.11


10302015
1142019
5946106P7

MICHIGAN STATE OF MUNI BND GO

 
 
 
 
1,652,295

1,645,950

1,500,000.00

1,621,048.87

26,255.16

(8,177.70
)


3.99

 
MN
24,937.5


4142015
7132018
5946103D7

MICHIGAN STATE OF MUNI BND GO

 
 
1
 
2,308,400

2,223,140

2,000,000.00

2,196,884.84

24,901.13

(18,688.38
)


5.25

 
MN
43,750


10292008
9142020
BRSY0Y6K1

MICROSEMI CORPORATION SECURED TERM NOTES

 
 
1
 
2,098,175.7

2,170,638.49

2,163,067.75

2,099,856.88

70,781.61

6,831.33




 
MJSD

843.36

12172015
12312049
594918AV6

MICROSOFT CORP SENIOR CORP BND

 
 
 
 
646,249.5

660,917.57

650,000.00

647,949.37

4,940.66

185.63



1.625

 
JD
3,374.13


12032013
12062018
594918AS3

MICROSOFT CORP SENIOR CORP BND

 
 
 
 
2,093,680.15

2,099,382.53

2,095,000.00

2,094,441.87

12,968.2

66.20



1

 
MN
8,729.17


4252013
5012018
594918BA1

MICROSOFT CORP SENIOR CORP BND

 
 
1
 
2,099,307

2,159,360.83

2,100,000.00

2,099,421.11

59,939.72

22.82



2.375

 
FA
6,788.54

24,937.5

3032015
2122022
594918BF0

MICROSOFT CORP SENIOR CORP BND

 
 
 
 
4,302,408

4,334,161.31

4,300,000.00

4,302,082.48

32,078.83

(53.91
)


1.3

 
MN
22,981.11

17,653.27

10302015
11032018
595620AJ4

MIDAMERICAN ENERGY CO SECURED CORP BND

 
 
1
 
839,529.6

854,862.33

840,000.00

839,738.48

15,123.85

21.21



2.4

 
MS
896

10,080

9122013
3152019
BRSKQD5K0

MISSION BROADCASTING INC. SECURED TERM L

 
 
2
 
1,422,090.58

1,416,757.74

1,422,090.58

1,422,090.58

(5,332.84
)




 
MJSD

13,514.79

12172013
3312025
60636YGX3

MISSOURI ST HSG DEV COMMN MUNITAX BND RE

 
 
 
 
351,792

352,996

350,000.00

350,822.07

2,173.93

(163.17
)


1.45

 
JJ
1,268.75

2,537.5

10172012
5082018
60636YGY1

MISSOURI ST HSG DEV COMMN MUNITAX BND RE

 
 
 
 
552,601.5

556,182

550,000.00

551,417.91

4,764.09

(199.89
)


1.7

 
JJ
2,337.5

4,675

10172012
12152017
606822AA2

MITSUBISHI TOKYO FINANCIAL GRP SENIOR CO

 
F
 
 
1,646,568

1,682,830.05

1,650,000.00

1,646,622.03

36,208.02

100.03



2.95

 
MS
4,056.25

3,568.68

2232016
4152050
60687VAE5

MLCFC CMBS_06-3 A4

 
 
2
 
4,413,857.04

4,141,083.67

4,126,023.76

4,153,985.07

(12,901.4
)
(51,373.56
)


5.414

 
MON
18,615.24

66,301.35

8142014
10152018
60687VAF2

MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A

 
 
2
 
2,223,236.41

2,093,052.82

2,076,729.66

2,098,360.14

(5,307.32
)
(24,521.79
)


5.409

 
MON
9,360.87

31,286.6

9252014
5172021
BRSHTM755

MONEYGRAM INTL INC SENIOR SEC TERM NOTES

 
 
1
 
2,561,350.23

2,410,320.77

2,589,423.42

2,569,803.59

(159,482.82
)
1,216.19




 
MJSD

27,890.02

7152014
3312025
BRSSLXJH6

MONITRON INTL SENIOR SECURED TERM NOTES

 
 
 
 
479,185.42

449,386.83

481,593.39

479,517.09

(30,130.26
)
91.23




 
MJSD

5,491.96

4022015
12312049
61763KBA1

MORGAN STANLEY BAML TRUST MSBA SENIOR CM

 
 
2
 
1,012,640.62

1,039,718

950,000.00

1,008,042.95

31,675.05

(1,768.47
)


4.051

 
MON
3,207.03

9,621.09

7302015
10152019





61754JAF5

MORGAN STANLEY CAPITAL I CMBS 07-T27 A4

 
 
2
 
3,286,810.25

3,041,324.73

2,924,350.70

3,018,833.26

22,491.47

(23,105.11
)


5.82

 
MON
13,755.81

42,992.14

4112014
8162021
61761JQK8

MORGAN STANLEY CAPSEC CORP BND

 
 
1
 
7,295,765

6,851,250

7,250,000.00

7,282,031.01

(430,781.01
)
(2,224.70
)


5.45

 
JJ
83,415.28

197,562.5

1132015
6162020
U6176TBG2

MORGAN STANLEY CORP BND

 
O
 
 
1,198,165.7

1,042,531.18

700,000.00

1,139,261.14

(96,729.96
)
(11,208.08
)

(97,089.53
)
5.75

 
FEB
7,429

61,960.85

12032014
12312049
61747WAL3

MORGAN STANLEY CORP BND

 
 
 
 
2,254,140

2,275,203.4

2,000,000.00

2,224,864.6

50,338.8

(9,643.15
)


5.5

 
JJ
19,250

55,000

6232015
7282021
6174466Q7

MORGAN STANLEY CORP BND MTN

 
 
 
 
281,282.5

272,773.1

250,000.00

273,213.44

(440.34
)
(2,819.19
)


6.625

 
AO
8,281.25


7092015
4012018
617474AA9

MORGAN STANLEY CORP BND X

 
 
1
 
2,400,000

2,358,528

2,400,000.00

2,400,000

(41,472
)



5.55

 
JJ
28,120

66,600

2012016
12072018
61761JVN6

MORGAN STANLEY SENIOR CORP BND

 
 
 
 
850,000

847,075.98

850,000.00

850,000

17,643.88




1.353

 
JAJO
2,778.67

2,311.24

12022014
1052018
6174468B8

MORGAN STANLEY SENIOR CORP BND

 
 
 
 
989,237.7

995,436.49

990,000.00

989,409.81

6,026.68

53.00



2.2

 
JD
6,897


6032015
12072018
61747YDT9

MORGAN STANLEY SENIOR CORP BND

 
 
 
 
2,192,640

2,065,868

2,000,000.00

2,047,430.3

18,437.7

(11,982.49
)


4.75

 
MS
2,375

47,500

2132013
3222017
6174467U7

MORGAN STANLEY SENIOR CORP BND

 
 
 
 
2,997,870

3,016,736.52

3,000,000.00

2,999,092.64

45,481.06

106.44



2.125

 
AO
27,625


4222013
4252018
61761JVM8

MORGAN STANLEY SENIOR CORP BND

 
 
 
 
4,859,745.8

4,874,749.51

4,865,000.00

4,861,986.64

100,396.29

420.52



1.875

 
JJ
21,791.15

45,609.38

12232015
1052018
61747YDW2

MORGAN STANLEY SENIOR CORP BND

 
 
 
 
4,930,596

4,970,067.8

4,900,000.00

4,924,586.74

12,762.87

(1,492.25
)


2.65

 
JJ
23,084.44

114,391.67

12102015
1272020
61761JB32

MORGAN STANLEY SENIOR CORP BND

 
 
 
 
5,048,934

5,150,236.71

5,055,000.00

5,049,840.42

(2,924.02
)
286.95



2.8

 
JD
41,282.49


12232015
6162020
6174467X1

MORGAN STANLEY SUB CORP BND

 
 
 
 
2,220,320

2,153,038.94

2,000,000.00

2,203,669.42

(50,630.48
)
(4,376.57
)


5

 
MN
35,277.78


4082015
11242025
6174824M3

MORGAN STANLEY SUB CORP BND

 
 
 
 
5,929,440

5,922,000.1

5,500,000.00

5,855,296.98

66,703.12

(11,835.24
)


4.875

 
MN
111,718.75


8192014
11012022
BRSJV1000

MORGAN'S POINT LIMITED

 
 
 
 
12,345,000

12,345,000

12,345,000.00

12,345,000





6

 
JAN
24,657.53


11122015
1312016
BRSRP3A63

MOTOR_15 -1X ABS 2015-1X A2

 
D
2
 
1,736,923

1,621,209.29

1,130,000.00

1,736,923

(115,713.71
)


(112,774
)
0.993

 
MON
132.04

3,943.27

2202015
3312025
BRSMMQ6V6

MPH ACQUISITION HOLDINGS LLC SENIOR SECU

 
 
2
 
770,730.23

764,548.92

772,661.87

771,282.72

(6,733.8
)
152.84




 
MJSD

7,520.85

3212014
3312025
61746REV9

MSAC ABS 04-H1

 
 
2
 
941,018.19

902,993.85

939,550.15

940,398.27

(37,404.42
)
(16.85
)


1.173

 
MON
214.3

2,682.54

1252016
12072018
61763MAB6

MSBAM_14-C16 SENIOR CMBS_14-C16 A2

 
 
2
 
1,905,424.71

1,921,858.44

1,850,000.00

1,885,926.82

35,931.62

(2,775.40
)


2.849

 
MON
4,392.21

13,176.63

6052014
6172019
61763UAV4

MSBAM_14-C17 SUPSEN SENIOR CMBS 14-C17-A

 
 
2
 
5,109,769.53

5,101,237.95

4,900,000.00

5,061,235.83

40,002.12

(10,199.71
)


3.119

 
MON
12,735.92

38,207.76

9222015
2182020
61764PBR2

MSBAM_14-C19 PRELCF SENIOR CMBS_14-C19-A

 
 
2
 
6,063,823.92

6,097,600.24

5,866,000.00

6,012,307.94

85,292.3

(10,790.62
)


3.101

 
MON
15,158.72

45,476.16

12092014
5152020
61764RBF4

MSBAM_15-C20 SENIOR CMBS 15-C20 A4

 
 
2
 
5,149,631

5,164,152

5,000,000.00

5,133,259.7

30,892.3

(3,538.57
)


3.249

 
MON
13,537.5

40,612.5

1232015
2162021
61765LAR1

MSBAM_15-C24 SUPSEN SENIOR CMBS 15-C24 A

 
 
2
 
4,480,472.6

4,594,069.8

4,350,000.00

4,463,391.39

130,678.41

(6,542.77
)


3.088

 
MON
11,194

33,582

7242015
2152029
61690VAZ1

MSBAM_15-C26 LCF SENIOR CMBS 15-C26

 
 
2
 
978,475.21

999,603.97

950,000.00

977,470.86

22,133.11

(653.11
)


3.531

 
MON
1,490.87

8,386.14

10282015
9152021
61751XAE0

MSC CMBS 07-T25 A3

 
 
2
 
4,084,109.97

3,762,649.12

3,710,955.58

3,793,160.49

(30,511.37
)
(35,570.86
)


5.514

 
MON
17,051.84

51,382.9

5222014
7152020
61751NAF9

MSC_07-HQ11 CMBS 07-HQ11 A4

 
 
2
 
1,735,407.82

1,605,959.37

1,580,000.00

1,614,692.22

(8,732.85
)
(13,930.82
)


5.447

 
MON
7,171.89

36,252.83

5282014
6172019
BRSVV6ED1

MSHC INC SENIOR SECURED TERM LOAN

 
 
 
 
1,678,702.12

1,657,718.34

1,678,702.12

1,678,702.12

(20,983.78
)




 
MJSD

25,973.82

9012015
12312049
BRSTB10K8

MSHC INC SENIOR SECURED TERM NOTES

 
 
 
 
2,069,974.25

2,044,099.57

2,069,974.25

2,069,974.25

(25,874.68
)




 
MJSD

32,005.23

5112015
12312049
61745MVW0

MSM_04-1 MSM_04-1

 
 
2
 
111,202.08

110,081.26

108,764.65

110,174.3

(93.04
)
(462.30
)


5

 
MON
453.19

1,547.86

3092006
12072018
61759LAA6

MSRR CMBS_10-GG10 A4A 144A

 
 
2
 
634,136.38

603,581.12

590,258.95

610,304.82

(6,723.7
)
(5,298.11
)


5.797

 
MON
2,851.25

8,905.12

1062015
10162017
61974QAC0

MTL6_15 LCF SEN CMBS 15 MT6 A2A2 144A

 
 
2
 
1,500,000

1,501,689.6

1,500,000.00

1,500,000

1,689.6




2.605

 
MON
3,256.26

9,768.78

2262015
10152023
BRSQGX3A8

MUELLER WATER PRODUCTS INC SENIOR SECURE

 
 
2
 
479,150.85

482,963.33

481,558.62

479,574.03

3,389.3

92.61




 
MJSD

4,881.42

11192014
3312025
62983QAG8

NAKAMA RE LTD SENIOR CORP BND 144A

 
F
 
 
500,000

504,810

500,000.00

500,000

53,437.5





 
JAJO


12142015
5102047





62983QAF0

NAKAMA RE LTD SENIOR CORP BND 144A

 
F
 
 
14,250,000

14,303,437.5

14,250,000.00

14,250,000

4,810





 
JAJO


12142015
12102018
62983QAD5

NAKAMA RE LTD UNSEC CORP BND 144A

 
F
 
 
1,000,000

1,000,330

1,000,000.00

1,000,000

330




2.385

 
JAJO
5,830

5,610.37

12122014
2102048
62983QAE3

NAKAMA RE LTD UNSEC CORP BND 144A

 
F
 
 
1,250,000

1,258,900

1,250,000.00

1,250,000

8,900




2.875

 
JAJO
8,784.72

9,483.51

12122014
2102048
63254AAB4

NATIONAL AUSTRALIA BANK LIMITE CORP BND

 
 
 
 
4,134,360

4,058,136

4,000,000.00

4,066,507.47

(8,371.47
)
(25,501.51
)


2.75

 
MS
6,722.22

84,638.89

4092015
3092017
63254AAK4

NATIONAL AUSTRALIA BANK LIMITE SENIOR CO

 
 
 
 
2,799,272

2,810,503.84

2,800,000.00

2,799,435.86

11,067.98

59.52



1.875

 
JJ
9,916.67

26,250

7162015
7232018
63254AAM0

NATIONAL AUSTRALIA BANK LIMITE SENIOR CO

 
 
 
 
2,992,530

3,016,557.54

3,000,000.00

2,993,049.83

23,507.71

519.83



2

 
JJ
12,833.33


1062016
1142019
6325C0CU3

NATIONAL AUSTRALIA BANK LTD SENIOR CORP

 
F
 
 
1,999,700

2,001,172.4

2,000,000.00

1,999,902.86

1,269.54

25.06



1.25

 
MS
972.22

12,500

3112014
7152047
63307EAB3

NATIONAL BK OF CANADA CORP BND 144A

 
A
 
 
1,025,660

1,006,303

1,000,000.00

1,006,912.4

(609.4
)
(3,116.22
)


2.2

 
AO
9,900


10122011
1142019
63307A2C8

NATIONAL BK OF CANADA SENIOR CORP BND

 
A
 
 
2,498,325

2,513,849.08

2,500,000.00

2,498,486.92

15,362.16

135.18



2.1

 
JD
15,604.17


12072015
1142019
BRSJ6L8K4

NATIONAL CNEMDIA SENIOR SECURED TERM NOT

 
 
2
 
1,366,621.35

1,368,125

1,375,000.00

1,370,015.15

(1,890.15
)
339.37




 
FMAN

11,064.55

10182013
3312025
637432NB7

NATIONAL RURAL UTILITIES COOP SECURED CO

 
 
1
 
998,640

1,019,979.86

1,000,000.00

999,002.06

2,568.9

65.86



2.3

 
MN
8,688.89


11042014
11152019
637432NC5

NATIONAL RURAL UTILITIES COOP SECURED CO

 
 
1
 
1,995,840

1,993,619.68

2,000,000.00

1,996,783.29

20,977.8

201.48



2

 
JJ
7,111.11

20,000

12232015
1272020
63743HEG3

NATIONAL RURAL UTILITIES COOP SECURED CO

 
 
1
 
6,000,000

6,002,568.9

6,000,000.00

6,000,000

(3,163.61
)



2.3

 
MN
4,723.2

10,035.78

11042014
11012020
637432MX0

NATIONAL RURAL UTILITIES COOP SENIOR COR

 
 
1
 
2,933,737.95

2,973,048.05

2,935,000.00

2,934,270.74

38,777.31

62.04



2.15

 
FA
10,517.08

31,551.25

12232015
2012019
637432NF8

NATIONAL RURAL UTILITIES COOP SENIOR SEC

 
 
1
 
513,959.7

520,796.54

515,000.00

514,044.56

6,751.98

131.26



2.3

 
MN
5,067.03

9,146.65

10202015
11012020
BRSWNA846

NAVEX GLOBAL INC SENIOR SECURED TERM LOA

 
 
 
 
7,387,594.48

7,257,005.68

7,462,216.64

7,392,480.82

(135,475.14
)
2,878.66




 
MJSD

189,217.3

10092015
12312049
63939EAB9

NAVSL_15-AA SENIOR ABS 15-AA A2A 144A

 
 
2
 
329,878.46

325,967.4

330,000.00

329,900.78

(3,933.38
)
4.29



2.65

 
MON
388.67

2,186.25

1132015
11012020
63946CAC2

NBCUNIVERSAL ENTERPRISE INC SENIOR CORP

 
 
 
 
1,003,750

1,008,098.45

1,000,000.00

1,003,437.5

(14,918.32
)
(312.50
)


1.662

 
AO
7,663.67

(4,478.17
)
1192016
4152018
63946CAB4

NBCUNIVERSAL ENTERPRISE INC SENIOR CORP

 
 
 
 
6,760,694.5

6,740,144.73

6,750,000.00

6,755,063.05

4,660.95

(592.31
)


1.307

 
JAJO
18,869.81

17,344.87

5012014
4152018
62888XAC8

NCUA CMBS_10-C1 A-PT

 
 
2
 
792,159.76

794,474.43

793,733.32

793,610.58

863.85

396.00



2.65

 
MON
233.71

9,995.97

9072011
1052018
62889AAA1

NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A

 
 
2
 
931,816.16

929,654.35

931,816.16

931,816.16

(2,161.81
)



0.791

 
MON
504.02

1,715.77

6102011
1052018
62889GAA8

NCUA GUARANTEED NOTES CMO 11-R5 1A

 
 
2
 
173,958.51

173,980.55

173,958.51

173,958.51

22.04




0.82

 
MON
110.84

396.77

4082011
1052018
BRSMK3RL8

NEIMAN MARCUS GROUP INC. THE SENIOR SECU

 
 
2
 
2,451,199.9

2,244,639.68

2,456,140.38

2,452,488.6

(207,848.92
)
204.94




 
MJSD

26,134.95

7312014
3312025
BRSW6MLL6

NEPTUNE FINCO CORP SECURED TERM LOAN

 
 
1
 
2,976,648.35

3,023,489.01

3,021,978.02

2,979,263.43

44,225.58

1,619.13




 
MJSD

29,380.34

9252015
12312049
U64107AF9

NESTLE HLDGS, INC. CORP BND EMTN

 
 
 
 
1,013,000

1,003,090.1

1,000,000.00

1,003,847.53

(757.43
)
(776.56
)


1.375

 
JUN
10,694.44


4092013
12312049
BRSH5LE30

NETWORK RAIL INFRA FIN SECURED CORP BND

 
D
 
 
2,340,423.68

2,167,708.12

1,500,000.00

2,337,738.69

(170,030.57
)
(538.33
)

(178,404.6
)
1

 
DEC
6,833.07


12302014
5142018
64128QAE5

NEUB_14-18A MEZZANIN ABS 14-18A 144A

 
F
1
 
500,000

485,638.5

500,000.00

500,000

(14,361.5
)



3.768

 
FMAN
2,355.13

4,487.04

3262015
4152018
64129UAL9

NEUB_17 MEZZANIN ABS 14-17A 144A

 
F
2
 
951,500

937,544.8

1,000,000.00

952,845.1

(15,300.3
)
1,345.10



3.379

 
FMAN
5,350.4

1,375.15

1132016
4152018
644682D29

NEW HAMPSHIRE ST MUNITAX BND GO

 
 
 
 
2,580,441

2,511,351

2,350,000.00

2,494,619.48

16,731.52

(18,569.93
)


4.375

 
MS
8,567.71

51,406.25

2022015
2162018
645771XB7

NEW JERSEY BLDG AUTH MUNITAX BND REV

 
 
 
 
690,125.2

685,059.2

680,000.00

686,108.85

(1,049.65
)
(674.30
)


2.303

 
JD
4,611.12


11152013
4272018
646136K83

NEW JERSEY ST TRANSN TR FD AUT MUNITAX B

 
 
 
 
5,050,000

4,954,150.85

5,050,000.00

5,050,000

(95,849.15
)



1.758

 
JD
26,140.48


9292015
9112017
64972HKE1

NEW YORK NY CITY TRANSITIONAL MUNI BND R

 
 
1
 
1,144,760

1,098,350

1,000,000.00

1,088,081.29

10,268.71

(9,484.55
)


5

 
JJ
10,555.56

25,000

10312008
4092018
64972HKH4

NEW YORK NY CITY TRANSITIONAL MUNI BND R

 
 
1
 
3,442,770

3,309,900

3,000,000.00

3,269,728.15

40,171.85

(28,990.03
)


5.25

 
JJ
33,250

78,750

10312008
1302017
64966F5S9

NEW YORK NY MUNI BND GO

 
 
 
 
20,092.4

20,092.4

20,000.00

20,000

92.4




5.75

 
FA
191.67

575

7212014
6192018





64966KEB5

NEW YORK NY MUNI BND GO

 
 
1
 
5,804,500

6,011,850

5,000,000.00

5,673,248.01

338,601.99

(22,210.85
)


5

 
FA
41,666.67

125,000

9122013
3222022
649907XR8

NEW YORK ST DORM AUTH MUNI BND REV

 
 
 
 
3,053,370

3,087,060

3,000,000.00

3,034,555.45

52,504.55

(3,149.92
)


2.05

 
JD
20,500


12052013
12162025
649883XV2

NEW YORK ST MTG AGY MUNI BND REV

 
 
1
 
898,278.6

926,417.8

860,000.00

892,769.95

33,647.85

(929.13
)


4.45

 
AO
19,135


2132014
6112018
649791CH1

NEW YORK ST MUNITAX BND GO

 
 
 
 
811,747.5

796,260

750,000.00

791,144.52

5,115.48

(5,279.30
)


4.09

 
MS
2,556.25

15,337.5

4072015
10012020
650035C48

NEW YORK ST URBAN DEV CORP MUNI BND REV

 
 
1
 
5,269,005

5,459,670

4,500,000.00

5,144,786.82

314,883.18

(20,911.60
)


5

 
MS
10,000

112,500

9112013
1152019
650035K72

NEW YORK ST URBAN DEV CORP MUNITAX BND R

 
 
 
 
11,437,620

11,530,530

11,400,000.00

11,423,795.36

106,734.64

(2,991.46
)


1.44

 
MS
7,296

82,080

2022015
3222017
651229AR7

NEWELL RUBBERMAID INC SENIOR CORP BND

 
 
 
 
699,979

697,621.63

700,000.00

699,981.41

37,540.62

1.33



2.15

 
AO
6,772.5


10142015
10152018
651229AV8

NEWELL RUBBERMAID INC SENIOR CORP BND

 
 
1
 
769,761.3

797,632.46

770,000.00

769,761.3

(2,359.78
)



3.85

 
AO
82.35


3182016
4012023
651229AU0

NEWELL RUBBERMAID INC SENIOR CORP BND

 
 
1
 
3,494,225

3,595,368.81

3,500,000.00

3,494,225.56

81,542.81

0.56



3.15

 
AO
306.25


3182016
4012021
651229AP1

NEWELL RUBBERMAID INC SENIOR CORP BND

 
 
1
 
4,355,116.8

4,393,938.41

4,360,000.00

4,356,397.79

101,143.25

231.10



2.875

 
JD
41,783.34


11142014
12012019
651229AT3

NEWELL RUBBERMAID INC SENIOR CORP BND

 
 
 
 
5,403,756.85

5,485,301.82

5,405,000.00

5,403,759.01

27,871.16

2.16



2.6

 
MS
390.37


3182016
3292019
BRSKQ8AG4

NEXSTAR BROADCASTING GROUP INC NEXSTAR B

 
 
2
 
1,613,555.46

1,607,504.62

1,613,555.46

1,613,555.46

(6,050.84
)




 
MJSD

15,325.99

1312014
3312025
G65016AG5

NEXT PLC LOCAL BND

 
D
 
 
1,188,131.34

1,028,616.68

700,000.00

1,124,613.43

(95,996.75
)
(12,227.96
)

(94,628.48
)
5.875

 
OCT
27,777.98


12102014
12312049
62888UAA8

NGN_10-R2 AGENCY CMO_10-R2 1A

 
 
2
 
734,041.44

733,285.16

734,041.44

734,041.44

(756.28
)



0.808

 
MON
423.32

1,433

11102010
1052018
62888YAA0

NGN_11-R1 CMO_11-R1 IA

 
 
2
 
960,944.83

960,061.02

960,574.16

960,749.69

(688.67
)
(20.80
)


0.888

 
MON
562.57

2,065.82

2142011
1052018
62889EAA3

NGN_11-R3 NGN_11-R3 1A

 
 
2
 
4,765,313.88

4,751,802.63

4,759,179.36

4,762,780.72

(10,978.09
)
(392.85
)


0.836

 
MON
2,326.45

9,672.45

6152012
1052018
62889FAA0

NGN_11-R4 CMO_11R4-1A

 
 
2
 
464,513.95

464,324.34

464,513.95

464,513.95

(189.61
)



0.809

 
MON
260.81

940.37

3252011
1052018
65477UAB6

NISSAN AUTO RECEIVABLES OWNER ABS_15-A A

 
 
2
 
347,198.93

347,098.69

347,216.43

347,209.6

(110.91
)
3.91



0.67

 
MON
103.39

765.97

4072015
4012023
645918S53

NJ ST EDA PENSION MUNITAX BND REV

 
 
 
 
1,985,660

2,026,920

2,000,000.00

1,992,953.64

33,966.36

1,219.58



1.651

 
MS
2,751.67

16,510

9192012
4012019
655044AH8

NOBLE ENERGY INC SENIOR CORP BND

 
 
1
 
4,139,435

4,142,494.66

4,400,000.00

4,139,403.85

3,090.81

1,886.75



3.9

 
MN
64,826.66

(18,232.5
)
2192016
11152024
65504LAH0

NOBLE HOLDING INTERNATIONAL LT SENIOR CO

 
F
 
 
505,725

470,000

500,000.00

502,255.32

(32,255.32
)
(582.06
)


2.5

 
MS
555.56

6,250

2072012
7152047
BRSRG6TU3

NOMACORC SENIOR SECURED REVOLVE LOAN

 
 
 
 
480,000

446,400

480,000.00

480,000

(33,600
)




 
JAJO

4,526.05

2102016
3312025
BRSRG6UY3

NOMACORC SENIOR SECURED TERM LOAN

 
 
 
 
5,939,999.99

5,524,199.99

5,939,999.99

5,939,999.99

(415,800
)




 
JAJO

88,044.72

1092015
3312025
62951MAY6

NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO

 
 
2
 
591,710.43

584,672.71

585,670.69

590,631.4

(5,958.69
)
(140.68
)


6.5

 
MON
3,172.38

9,285.1

10032007
1052018
65557CAM5

NORDEA BANK AB JR SUB CORP BND 144A

 
F
1
 
5,750,000

5,586,125

5,750,000.00

5,750,000

(163,875
)



5.5

 
MS
7,027.77

359,376.11

9162014
2102036
65557DAK7

NORDEA BANK AB SENIOR CORP BND

 
F
 
 
5,974,200

6,093,540

6,000,000.00

5,984,100.62

109,439.38

1,258.79



2.375

 
AO
70,062.5


3312014
10102053
65557CAR4

NORDEA BANK AB SENIOR CORP BND MTN 144A

 
F
 
 
798,096

808,883.8

800,000.00

798,290.56

10,593.24

89.88



2.5

 
MS
777.77

10,000

9092015
2102036
65562QAW5

NORDIC INVESTMENT BANK CORP BND

 
F
 
 
2,980,170

3,115,499.94

3,000,000.00

2,984,165.06

131,334.88

671.17



2.25

 
MS
187.5

33,750

12052014
11272018
BRST5NSU5

NORTEK INC SENIOR SECURED TERM NOTES

 
 
2
 
947,693.8

928,089.56

958,027.93

948,224.17

(20,134.61
)
556.55




 
MJSD

7,951.72

1012016
12312049
658256Z54

NORTH CAROLINA ST MUNI BND GO

 
 
 
 
652,100

653,045

500,000.00

651,247.02

1,797.98

(852.98
)


5

 
JD
1,527.78


2242016
5222019
666807BF8

NORTHROP GRUMMAN CORP SENIOR CORP BND

 
 
 
 
1,071,625.63

1,079,414.16

1,073,000.00

1,071,945.66

7,468.5

118.48



1.75

 
JD
6,259.17


10082015
6012018
66989HAE8

NOVARTIS CAPITAL CORP SENIOR CORP BND

 
 
 
 
1,954,120

2,041,372.52

2,000,000.00

1,957,487.64

83,884.88

1,490.30



2.4

 
MS
1,333.34

24,000

9032015
9212022
BRSTJ1FE8

NOVELIS INC/GA SENIOR SECURED TERM NOTES

 
 
2
 
2,828,028.6

2,761,579.19

2,837,239.87

2,829,114.97

(67,535.78
)
348.70




 
FMAN

26,253.64

10012015
12312049
65251QAA9

NSCDN_14-1A ABS2014-1A A1 144A

 
 
2
 
2,500,000

2,452,176.25

2,500,000.00

2,500,000

(47,823.75
)



2.469

 
JAJO
11,485.85

13,712.56

12162014
4012023





BRSGCCH31

NSG HOLDINGS SENIOR SECURED TERM LOAN

 
 
2
 
1,510,267.18

1,474,650.29

1,520,258.03

1,514,937.27

(40,286.98
)
380.05




 
MJSD

14,447.73

10072013
3312025
65251PAC7

NSLP_14-1A ABS_14-1A B1 144A

 
 
2
 
487,100

464,373.85

500,000.00

488,401.05

(24,027.2
)
892.31



3.219

 
JAJO
2,995.09

3,690.43

10212015
4012023
BRSUVAL12

NUMERICABLE US LLC SENIOR SECURED TERM N

 
 
 
 
522,160.72

516,489.97

523,469.39

522,274.39

(5,784.42
)
50.13




 
MJSD

5,962.1

7272015
12312049
65251UAC6

NWSCLF_16-1A ABS 16-1A 144A

 
 
1
 
250,000

248,750.3

250,000.00

250,000

(1,249.7
)



4.371

 
FMAN
910.52


2122016
4012023
65251KAG9

NWSTR_13-1A ABS 13-1A C 144A

 
 
2
 
250,000

243,524.6

250,000.00

250,000

(6,475.4
)



4.423

 
MJSD
337.9

2,761.28

5192015
4012023
65251TAC9

NWSTR_15-1A ABS_15-1A B 144A

 
 
1
 
2,000,000

1,881,659.2

2,000,000.00

2,000,000

(118,340.8
)



3.424

 
JAJO
13,695.2

15,932.1

3112015
4012023
65251TAE5

NWSTR_15-1A ABS_15-1A C 144A

 
 
1
 
1,000,000

953,628.1

1,000,000.00

1,000,000

(46,371.9
)



4.474

 
JAJO
8,947.6

10,649.38

3112015
4012023
N5945LAN5

NXP BV AND NXP FUNDING LLC SENIOR SECURE

 
F
1
 
1,973,791.33

1,992,745.69

1,988,706.63

1,974,719.75

18,025.94

778.06




 
MJSD

19,114.08

11052015
12312049
BRST0A6G3

NXTC_15-1A MEZZANIN ABS 15-1A 144A

 
 
2
 
1,000,000

922,212.9

1,000,000.00

1,000,000

(77,787.1
)



4.274

 
JAJO
8,429.87

10,136.99

4232015
12312049
674000AG9

OAKCL_14-1A ABS_14-1A B 144A

 
F
2
 
480,000

462,877.8

500,000.00

491,682.9

(28,805.1
)
206.45



3.209

 
FMAN
2,005.69

4,234.23

1262015
9212022
67389MAE1

OAKS_15-1 RMBS_15-1 A5 144A

 
 
2
 
1,289,705.73

1,295,645.31

1,287,292.07

1,289,243.35

6,401.96

(452.24
)


3.5

 
MON
3,754.6

11,922.32

10062015
9212022
67400LAC2

OAKTA_14-A2 MEZZANIN ABS 14-A2-B 144A

 
F
2
 
3,930,000

3,857,456.4

4,000,000.00

3,942,435.94

(84,979.54
)
2,378.13



2.918

 
FMAN
14,591

27,207.46

12042014
9212022
67401DAC9

OAKTA_15-A1 MEZZANIN ABS_15-A1 B 144A

 
F
2
 
1,488,150

1,488,029.55

1,500,000.00

1,488,585.82

(556.27
)
435.82



2.802

 
JAJO
9,923.75


12172015
9212022
67107KAC0

OCP_14-7A ABS_14-7A-A2A 144A

 
F
2
 
3,850,000

3,787,412.8

4,000,000.00

3,880,155.56

(92,742.76
)
5,041.61



2.417

 
JAJO
19,337.2

24,708.64

10312014
9212022
67756AVS8

OHIO ST HIGHER EDL FAC REV MUNI BND REV

 
 
1
 
440,307

435,861.3

435,000.00

435,281.72

579.58

(854.57
)


4.375

 
MN
7,929.69


6152006
3062017
677522HS6

OHIO ST MUNI BND GO

 
 
 
 
1,233,070

1,232,040

1,000,000.00

1,231,004.53

1,035.47

(2,065.47
)


5

 
JD
3,055.56


2262016
7152024
67756BXS4

OHIO ST MUNI BND REV

 
 
1
 
2,905,950

2,788,725

2,500,000.00

2,762,481.21

26,243.79

(23,972.69
)


5.5

 
JD
45,833.33


3112009
12152016
677521HK5

OHIO ST MUNITAX BND GO

 
 
 
 
2,176,480

2,178,560

2,000,000.00

2,135,377.17

43,182.83

(9,796.10
)


3.911

 
FA
13,036.67

39,110

3062015
5012020
68217FAA0

OMNICOM GROUP INC SENIOR CORP BND

 
 
1
 
849,209.5

865,191.08

850,000.00

849,209.5

15,981.58




3.6

 
AO


3282016
4152026
6824544G5

ONEIDA CNTY N Y MUNITAX BND GO

 
 
 
 
1,532,874

1,572,158

1,400,000.00

1,501,311.44

70,846.56

(5,371.15
)


5.387

 
FA
12,569.67

37,709

8042009
12312049
68268NAK9

ONEOK PARTNERS LP SENIOR CORP BND

 
 
1
 
3,686,877.75

3,527,480.59

3,665,000.00

3,681,787.89

(154,307.3
)
(1,711.36
)


3.2

 
MS
5,212.44

58,640

5282015
9152018
683234C55

ONTARIO PROVINCE OF CORP BND

 
A
 
 
4,903,430

4,909,457.05

4,900,000.00

4,902,345.79

7,111.26

(308.02
)


1.2

 
FA
7,676.67

29,400

5052015
8152018
68323ABL7

ONTARIO PROVINCE OF SENIOR CORP BND

 
A
 
 
2,939,850

3,016,769.94

3,000,000.00

2,957,431.85

78,335.56

2,927.96



1.65

 
MS
550

24,750

9232014
9012019
683235AA3

ONTARIO PROVINCE OF SENIOR CORP BND

 
A
 
 
8,097,420

8,145,040.32

8,000,000.00

8,066,704.76

59,338.09

(6,546.23
)


2

 
MS
1,777.78

80,000

9172015
9012018
68389XAQ8

ORACLE CORPORATION SENIOR CORP BND

 
 
 
 
1,019,460

1,033,920.52

1,000,000.00

1,015,186.73

32,903.03

(1,324.73
)


2.375

 
JJ
5,013.89

11,875

6042015
1152019
68389XAU9

ORACLE CORPORATION SENIOR CORP BND

 
 
1
 
1,098,436.5

1,114,044.61

1,050,000.00

1,093,364.66

18,733.79

(1,207.07
)


3.4

 
JJ
8,230.84

17,850

3032015
7082024
68389XAR6

ORACLE CORPORATION SENIOR CORP BND

 
 
 
 
2,350,000

2,360,034.74

2,350,000.00

2,350,000

10,034.74




1.202

 
JAJO
6,041.71

5,408.01

7092013
1152019
68389XAN5

ORACLE CORPORATION SENIOR CORP BND

 
 
 
 
6,578,599.3

6,619,299.34

6,590,000.00

6,586,396.31

20,679.95

575.51



1.2

 
AO
36,464.66


10182012
10152017
68428TCP0

ORANGE CNTY CALIF SANTN DIST MUNI BND RE

 
 
1
 
549,301.5

560,403

450,000.00

549,252.65

11,150.35

(48.85
)


5

 
FA
62.49


3032016
2022017
F4113NCA5

ORANGE SA CORP BND

 
D
 
 
1,463,442.33

1,276,595.83

800,000.00

1,384,176.15

(107,580.32
)
(23,130.48
)

(111,897.68
)
8

 
DEC
25,887.11

5,794.05

10302015
12312049
BRSXEV4J9

ORG CHEMICAL MIDCO LLC SENIOR SECURED TE

 
 
 
 
225,000

224,437.5

225,000.00

225,000

(562.5
)




 
MJSD

1,203.98

11232015
12312049
BRSXEV5F6

ORG CHEMICAL MIDCO LLC SENIOR SECURED TE

 
 
 
 
5,151,562.5

5,138,683.59

5,151,562.50

5,151,562.5

(12,878.91
)




 
MJSD

70,489.13

11232015
12312049
BRSVBJ4B0

OSMOSE HOLDINGS INC SENIOR SECURED TERM

 
 
 
 
661,241.19

624,690.17

664,564.01

661,501.64

(36,811.47
)
127.11




 
MJSD

7,999.43

8182015
12312049
69144VAA1

OXFIN_14-1A ABS _14-1A-A 144A

 
 
1
 
2,750,000

2,739,662.75

2,750,000.00

2,750,000

(10,337.25
)



3.475

 
MON
4,247.22

23,890.62

11202014
7082024





70922PAE2

PA TURNPIKE-E MUNITAX BND REV

 
 
 
 
4,500,000

4,589,100

4,500,000.00

4,500,000

89,100




1.699

 
JD
25,485


9112014
7172018
69371RL79

PACCAR FINANCIAL CORP CORP BND MTN

 
 
 
 
3,850,000

3,858,242.85

3,850,000.00

3,850,000

8,242.85




1.236

 
MJSD
3,303.52

10,238

12032013
12062018
69371RM45

PACCAR FINANCIAL CORP SENIOR CORP BND

 
 
 
 
2,622,532.5

2,618,085.01

2,625,000.00

2,623,394.1

(5,309.09
)
203.17



1.45

 
MS
2,326.04

19,031.25

3032015
3092018
69371RM52

PACCAR FINANCIAL CORP SENIOR CORP BND MT

 
 
 
 
5,967,113

5,951,484.67

5,975,000.00

5,969,368.45

(17,883.78
)
650.14



1.4

 
MN
30,904.03


5112015
5182018
N6803F7R2

PACCAR FINANCIAL EUROPE BV SENIOR CORP B

 
D
 
 
942,231.81

871,928.59

605,000.00

942,527.56

(70,598.97
)
179.43


(74,407.7
)
1.513

 
MAY
11,071.62

2,174.59

10302015
5262026
BRSJA8RE1

PACIFIC DRILLING SA SENIOR SECURED TERM

 
F
1
 
2,863,799.98

1,292,541.51

4,158,314.96

3,050,699.48

(1,758,157.97
)
107,119.40




 
MJSD

47,422.43

9252015
5152019
694308GL5

PACIFIC GAS AND ELECTRIC CO CORP BND

 
 
 
 
645,360.2

618,777.19

580,000.00

616,984.27

1,792.92

(5,477.61
)


5.625

 
MN
10,965.63


12082014
11302017
BRSSM7M39

PACIFIC MERGER SUB INC SENIOR SECURED TE

 
 
 
 
735,595.88

677,376.61

739,292.34

736,060.76

(58,684.15
)
141.53




 
MJSD

9,835.74

4172015
12312049
695114CK2

PACIFICORP CORP BND

 
 
 
 
4,465,800

4,393,160.41

4,000,000.00

4,381,553.14

11,607.27

(33,220.62
)


5.5

 
JJ
46,444.45

110,000

8072015
1152019
69834LAA8

PANDA RE LTD CORP BND

 
F
 
 
15,000,000

15,054,450

15,000,000.00

15,000,000

54,450




4.05

 
MJSD
3,375

153,490.16

6262015
6152033
BRSAC1100

PANGAEA RE

 
 
 
 
23,271,696

23,729,508.87

23,271,696.00

23,271,696

457,812.87




7

 
 


31012016
12312016
693304AP2

PECO ENERGY CO SECURED CORP BND

 
 
1
 
359,969.3

373,590.92

370,000.00

360,902.81

12,688.11

319.34



2.375

 
MS
390.56

4,393.75

7072015
9152022
705870AA1

PELICAN III RE LTD CORP BND

 
F
 
 
680,000

679,360.8

680,000.00

680,000

(639.2
)



6

 
MJSD
2,720

10,462.02

4072015
7102047
BRSXBV296

PENAR_15-2X ABS_15-2X A1

 
F
2
 
8,155,294

8,138,512.82

8,170,000.00

8,157,454.83

(18,942.01
)
1,375.88



0.84

 
MON
2,668.55

16,426.35

11182015
12312049
BRSSG9JW2

PENARTH MASTER ISSUER PLC ABS 15-1X

 
F
2
 
2,246,692.5

2,242,575

2,250,000.00

2,247,191.38

(4,616.38
)
351.72



1.039

 
MON
909.13

4,571.28

11182015
12312049
709132AK0

PENNSYLVANIA ST HIGHER EDL FAC MUNI BND

 
 
1
 
868,208

842,832

800,000.00

831,388.35

11,443.65

(6,210.02
)


5

 
JJ
10,000

20,000

2282007
3292018
70932JAA2

PENNUNION RE LTD SENIOR CORP BND 144A

 
F
 
 
1,250,000

1,253,437.5

1,250,000.00

1,250,000

3,437.5




4.825

 
MJSD
4,188.6

14,423.01

10052015
9152048
709599AK0

PENSKE TRUCK LEASING CO SENIOR CORP BND

 
 
 
 
308,928

305,793.2

300,000.00

306,629.55

(836.35
)
(824.90
)


3.375

 
MS
450

5,062.5

7152015
3152018
709599AV6

PENSKE TRUCK LEASING CO SENIOR CORP BND

 
 
1
 
1,454,812.05

1,462,526.4

1,465,000.00

1,455,326.68

(10,933.41
)
433.62



3.3

 
AO
18,666.55


12102015
4012021
709599AQ7

PENSKE TRUCK LEASING CO SENIOR CORP BND

 
 
1
 
2,600,508.1

2,590,190.87

2,605,000.00

2,601,124.28

40,507.6

288.18



2.5

 
JD
19,175.69


10212015
6152019
709599AS3

PENSKE TRUCK LEASING CO SENIOR CORP BND

 
 
1
 
3,914,266.76

3,960,328.42

3,988,000.00

3,919,820.82

7,199.72

2,633.07



3.375

 
FA
22,432.51

67,297.51

9182015
2012022
713448BJ6

PEPSICO INC CORP BND

 
 
 
 
264,146.85

250,401.3

215,000.00

246,532.76

3,868.54

(2,963.64
)


7.9

 
MN
7,077.08


10212008
11012018
713448CB2

PEPSICO INC SENIOR CORP BND

 
 
 
 
300,783

301,878.24

300,000.00

300,516.63

1,361.61

(93.10
)


1.25

 
FA
500

1,875

7082015
8132017
713448CX4

PEPSICO INC SENIOR CORP BND

 
 
1
 
999,810

1,065,701.6

1,000,000.00

999,827.39

7,693.22

6.20



3.1

 
JJ
6,372.22

15,500

7142015
7172022
713448CR7

PEPSICO INC SENIOR CORP BND

 
 
 
 
1,589,809.2

1,597,560.24

1,590,000.00

1,589,867.02

9,731.72

15.67



1.25

 
AO
8,336.46


4272015
4302018
713448DE5

PEPSICO INC SENIOR CORP BND

 
 
 
 
2,024,412.75

2,048,239.18

2,025,000.00

2,024,432.2

65,874.21

19.45



1.5

 
FA
3,121.88


2192016
2222019
713448CW6

PEPSICO INC SENIOR CORP BND

 
 
 
 
2,999,040

3,009,108.3

3,000,000.00

2,999,376.58

23,806.98

119.31



1.125

 
JJ
6,937.5

16,875

7142015
7172017
714294AB1

PERRIGO CO LTD SENIOR CORP BND

 
F
 
 
699,493.02

696,927

700,000.00

699,853.85

(2,926.85
)
60.38



1.3

 
MN
3,614.72


10032014
4202050
BRSYEJ6N3

PET ACQUISITION MERGER SUB LLC SR SECURE

 
 
1
 
1,707,978.31

1,736,571.26

1,742,835.01

1,708,697.33

27,873.93

719.02




 
MJSD


1152016
12312049
71647NAD1

PETROBRAS INT BRASPETRO BV

 
 
1
 
1,498,860

1,506,430

1,514,000.00

1,513,032.06

(6,602.06
)
1,784.93



5

 
JJ
3,671.02

7,697.98

2282007
3162020
BRSTDEW07

PETSMART INC. SENIOR SECURED TERM LOAN

 
 
1
 
3,917,008.48

3,969,501.26

3,989,949.75

3,919,001.76

50,499.5

1,936.98




 
MJSD

28,961.42

1202016
12312049
717081DG5

PFIZER INC SENIOR CORP BND

 
 
 
 
2,224,094.5

2,252,206.48

2,225,000.00

2,224,673.37

(8,039.84
)
36.20



1.5

 
JD
9,827.09


7152015
6152018
717081DL4

PFIZER INC SENIOR CORP BND

 
 
 
 
2,495,275

2,555,914.88

2,500,000.00

2,496,992.51

27,533.11

232.40



2.1

 
MN
19,833.34


5122014
5152019
717081DF7

PFIZER INC SENIOR CORP BND

 
 
 
 
3,999,999

3,991,959.16

3,999,999.00

3,999,999

58,922.37




0.934

 
MJSD
1,763.94

8,210.22

5282013
6152018





69331CAF5

PG&E CORP SENIOR CORP BND

 
 
1
 
500,605

505,266.92

500,000.00

500,406.92

4,860

(34.12
)


2.4

 
MS
1,000

6,000

2242014
3012019
BRSUY9361

PHARMACEUTICAL PRODUCT DEV, IN SENIOR SE

 
 
 
 
1,676,807.98

1,667,968.27

1,684,816.43

1,677,477.88

(9,509.61
)
306.11




 
MJSD

18,145.67

8062015
12312049
71722TAF1

PHEAA_04-1 ABS_04-1-A2

 
 
2
 
452,730

497,525.5

500,000.00

485,289.85

12,235.65

2,466.78



1.933

 
MON
662.64

2,162.61

3092010
5152019
71722TAG9

PHEAA_04-1 ABS_04-1-A3

 
 
2
 
1,177,098

1,291,438.07

1,300,000.00

1,242,911.32

48,526.75

3,562.76



1.941

 
MON
551.54

5,751.89

3092010
5152019
718172AA7

PHILIP MORRIS INTERNATIONAL IN CORP BND

 
 
 
 
215,716.6

212,898.02

195,000.00

211,280.79

1,617.23

(1,880.20
)


5.65

 
MN
4,131.56


9222015
5162018
718172AL3

PHILIP MORRIS INTERNATIONAL IN CORP BND

 
 
 
 
1,285,262.5

1,315,865.71

1,250,000.00

1,280,358.24

35,507.47

(1,256.68
)


2.9

 
MN
13,694.44


3312015
11152021
718172AS8

PHILIP MORRIS INTERNATIONAL IN SENIOR CO

 
 
 
 
1,251,975

1,253,209.25

1,250,000.00

1,251,562.81

1,646.44

(338.29
)


1.125

 
FA
1,562.5

9,875

11102015
8212017
718172BP3

PHILIP MORRIS INTERNATIONAL IN SENIOR CO

 
 
 
 
1,705,690.8

1,716,029.12

1,710,000.00

1,707,051.96

13,666.12

532.52



1.25

 
FA
2,968.75

10,687.5

8042015
8112017
718172BN8

PHILIP MORRIS INTERNATIONAL IN SENIOR CO

 
 
 
 
2,552,883.2

2,569,821.49

2,560,000.00

2,556,155.37

8,977.16

695.92



1.25

 
MN
12,622.22

2,798.61

11032014
11092017
718172BR9

PHILIP MORRIS INTERNATIONAL IN SENIOR CO

 
 
 
 
2,919,539.9

2,932,429.91

2,930,000.00

2,919,878.35

12,551.56

338.45



1.375

 
FA
4,028.76


2182016
2252019
BRSSJC1F8

PHILLIPS & TEMRO INDUSTRIES IN SENIOR SE

 
 
 
 
3,256,608.61

3,207,759.48

3,256,608.61

3,256,608.61

(48,849.13
)




 
MJSD

34,183.77

3272015
12312049
718546AJ3

PHILLIPS 66 CORP BND

 
 
 
 
1,674,798.35

1,701,200.35

1,675,000.00

1,674,958.42

26,241.93

9.41



2.95

 
MN
20,588.54


1242013
5012017
71884AXW4

PHOENIX ARIZ CIVIC IMPT CORP MUNITAX BND

 
 
 
 
2,000,000

2,035,720

2,000,000.00

2,000,000

35,720




2.001

 
JJ
10,005

25,457.17

4222015
6152019
BRSTH5E10

PHYSIO-CONTROL INTERNATIONAL I SENIOR SE

 
 
 
 
2,692,457.87

2,703,411.6

2,710,187.06

2,694,217.24

9,194.36

672.19




 
MJSD

37,872.08

10012015
12312049
BRSJYB2V7

PINNACLE ENTERTAINMENT INC SENIOR SECURE

 
 
2
 
356,389.95

357,509.28

358,180.87

357,053.43

455.85

700.87




 
FMAN

4,766.61

9032013
3312025
72650RBD3

PLAINS ALL AMERICAN PIPELINE L SENIOR CO

 
 
1
 
523,505

442,982.49

500,000.00

520,781.69

(77,799.2
)
(628.19
)


3.85

 
AO
8,876.39


2242015
10152023
72650RBF8

PLAINS ALL AMERICAN PIPELINE L SENIOR CO

 
 
1
 
724,942.5

642,664.32

750,000.00

726,693.65

(84,029.33
)
565.48



3.6

 
MN
11,250


6222015
11012024
72650RBG6

PLAINS ALL AMERICAN PIPELINE L SENIOR CO

 
 
1
 
2,994,390

2,775,000

3,000,000.00

2,995,793.79

(220,793.79
)
268.53



2.6

 
JD
22,966.67


12022014
12152019
BRSWYTMJ4

PLASKOLITE INC SENIOR SECURED TERM LOAN

 
 
1
 
3,300,000

3,287,625

3,300,000.00

3,300,000

(12,375
)




 
MJSD

70,629.16

11032015
12312049
BRSXBUX37

PLASKOLITE LLC SECURED TERM LOAN

 
 
 
 
425,000

416,500

425,000.00

425,000

(8,500
)




 
MJSD


11032015
12312049
69353RES3

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
 
249,825

255,258.05

250,000.00

249,848.01

8,417.7

8.31



2.6

 
JJ
1,263.89

3,250

7162015
7212020
69353REK0

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
 
703,353

703,570.17

700,000.00

703,036.05

60.12

(74.74
)


2.95

 
FA
2,179.72

10,325

2252015
2232025
69353REV6

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
 
959,030.4

970,198.1

960,000.00

959,054.58

50,762.07

24.18



1.95

 
MS
1,456


3012016
3042019
69353RDY1

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
 
1,999,620

2,004,673.92

2,000,000.00

1,999,812.75

4,861.17

29.68



1.5

 
AO
13,583.33


9152014
10182017
69353RCG1

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
 
2,003,640

2,001,080

2,000,000.00

2,001,019.88

31,147.13

(457.85
)


1.125

 
JJ
4,000

18,031.25

4162014
1272017
69353RER5

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
 
2,249,730

2,264,743.65

2,250,000.00

2,249,790.93

534.12

22.11



1.85

 
JJ
8,209.38

20,696.88

7162015
7202018
69353RDZ8

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
 
2,518,130

2,545,461.28

2,500,000.00

2,514,314.15

14,952.72

(979.47
)


2.4

 
AO
27,166.67


11102015
10182019
69353RCH9

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
 
3,249,925

3,300,770.85

3,250,000.00

3,250,008.78

5,410.04

(25.08
)


2.2

 
JJ
12,512.5

35,750

1232014
1282019
69349LAN8

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
 
4,695,676

4,707,707.53

4,700,000.00

4,699,289.83

11,143.52

347.05



1.3

 
AO
30,210.55


8202013
10032016
73358WUA0

PORT AUTH NY & NJ MUNITAX BND REV

 
 
 
 
2,000,000

2,081,680

2,000,000.00

2,000,000

81,680




2.529

 
AO
23,323


10082014
3122018
73674NBG5

PORTLAND ORE SWR SYS REV MUNITAX BND REV

 
 
 
 
509,363.2

512,590.15

505,000.00

506,980.07

5,610.08

(402.45
)


2.772

 
JD
4,121.81


6282012
3122020
69353UAB7

PPL WEM HOLDINGS PLC CORP BND 144A

 
F
 
 
1,620,277

1,552,636.55

1,550,000.00

1,551,473.1

1,163.45

(4,468.39
)


3.9

 
MN
25,187.5


3092012
9102045
74005PAZ7

PRAXAIR INC CORP BND

 
 
 
 
818,683.05

833,235.6

795,000.00

815,948.85

17,286.75

(897.09
)


3

 
MS
1,987.5

11,925

6222015
9012021
74005PBP8

PRAXAIR INC CORP BND

 
 
1
 
1,998,120

2,029,327.08

2,000,000.00

1,998,306.45

31,020.63

193.31



2.25

 
MS
875

59,750

9212015
9242020





740189AK1

PRECISION CASTPARTS CORP SENIOR CORP BND

 
 
 
 
3,232,645

3,247,787.24

3,250,000.00

3,236,455.37

11,331.87

1,868.40



1.25

 
JJ
8,576.39

20,312.5

9232015
1152018
BRSV3DN70

PRECYSE SOLUTIONS LLC SENIOR SECURED TER

 
 
 
 
1,076,130

1,073,412.5

1,087,000.00

1,076,130

(20,229.24
)




 
MJSD


7302015
12312049
BRSV3DLL1

PRECYSE SOLUTIONS LLC SENIOR SECURED TER

 
 
 
 
5,881,723.14

5,866,870.3

5,941,134.48

5,887,099.54

(2,717.5
)
2,471.73




 
MJSD

86,746.63

7302015
12312049
74153WBZ1

PRICOA GLOBAL FUND SECURED CORP BND 144A

 
 
 
 
985,230

997,070.62

1,000,000.00

991,171.36

5,899.26

998.56



1.6

 
MN
5,422.22


5212013
5292018
89837LAA3

PRINCETON UNIVERSITY MUNI BND REV

 
 
 
 
1,525,670.4

1,480,920.93

1,340,000.00

1,465,680.83

15,240.1

(10,454.98
)


4.95

 
MS
5,527.5

33,165

10172014
11012016
742741AA9

PROCTER & GAMBLE COMPANY CORP BND

 
 
2
 
641,031.86

595,377.06

498,210.00

595,829.04

(201.25
)
(18,887.66
)


9.36

 
JJ
11,658.12

25,094.16

2142014
1012021
742718DV8

PROCTER & GAMBLE COMPANY CORP BND

 
 
 
 
1,026,420

1,002,700

1,000,000.00

1,002,901.25

26,403.84

(1,927.68
)


1.45

 
FA
1,852.78

7,250

3052013
8152016
742718DY2

PROCTER & GAMBLE COMPANY CORP BND

 
 
 
 
2,137,149

2,163,086.52

2,100,000.00

2,136,682.68

(451.98
)
(466.32
)


2.3

 
FA
7,379.16

(3,622.5
)
2292016
2062022
742718EN5

PROCTER & GAMBLE COMPANY SENIOR CORP BND

 
 
 
 
479,908.8

486,974.05

480,000.00

479,911.64

7,062.41

2.84



1.85

 
FA
1,455.33


1282016
2022021
341099CK3

PROGRESS ENERGY FLORIDA SECURED CORP BND

 
 
 
 
360,821.5

353,860.64

325,000.00

352,705.04

1,155.6

(3,064.75
)


5.65

 
JD
5,406.74


7292015
3252037
BRSUYEPU3

PROLAMPAC INTERMEDIATE INC SENIOR SECURE

 
 
1
 
314,318.61

310,151.5

317,493.54

314,574.18

(4,422.68
)
121.09




 
MJSD

4,617.89

8062015
12312049
BRSU7A6L2

PROTECTION ONE ALARM MONITORIN SENIOR SE

 
 
 
 
1,547,311.81

1,536,944.04

1,555,087.24

1,548,263.4

(11,319.36
)
341.14




 
MJSD

19,703.96

6192015
12312049
110709BN1

PROVINCE OF BRITISH COLUMBIA SENIOR CORP

 
A
 
 
1,917,839.5

1,952,638.07

1,850,000.00

1,917,488.65

35,149.42

(350.85
)


2.65

 
MS
1,225.63

136.18

3162016
9222021
11070TAA6

PROVINCE OF BRITISH COLUMBIA SENIOR CORP

 
A
 
 
3,276,566.5

3,263,812.5

3,250,000.00

3,263,628.06

184.44

(3,162.09
)


1.2

 
AO
16,900


5052015
4252017
744320AV4

PRUDENTIAL FINANCIAL INC CAPSEC CORP BND

 
 
1
 
570,000

561,450

570,000.00

570,000

(8,550
)



5.375

 
MN
11,574.17


5132015
5152045
69362BAZ5

PSEG POWER LLC SENIOR CORP BND

 
 
1
 
49,925

50,259.6

50,000.00

49,959.77

299.83

3.70



2.45

 
MN
462.78


11052013
11152018
74456QBE5

PUBLIC SERVICE ELECTRIC AND GA SECURED C

 
 
1
 
1,099,692

1,122,029.71

1,100,000.00

1,099,845.3

22,184.41

15.22



2.3

 
MS
1,124.45

12,650

9092013
9152018
74529JNP6

PUERTO RICO SALES TAX FING COR MUNI BND

 
 
1
 
985,000

645,050

1,000,000.00

988,300.76

(343,250.76
)
387.41



5

 
FA
8,333.33

25,000

1082014
4072023
747525AD5

QUALCOMM INCORPORATED SENIOR CORP BND

 
 
 
 
2,872,817.5

2,942,861.87

2,875,000.00

2,873,178.92

69,682.95

104.79



2.25

 
MN
23,539.07


7092015
5202020
747525AG8

QUALCOMM INCORPORATED SENIOR CORP BND

 
 
 
 
6,036,899.7

6,070,543.87

6,045,000.00

6,039,204.83

31,339.04

668.69



1.4

 
MN
30,795.92


5132015
5182018
BRSK6KJF2

QUEBECOR MEDIA INC. SENIOR SECURED TERM

 
A
 
 
2,911,618.62

2,882,344.72

2,925,000.00

2,916,556.71

(34,211.99
)
509.06




 
MJSD

21,756.57

10012015
3312025
74825FAB0

QUEEN STREET X RE LTD CORP BND 144A

 
F
 
 
680,000

677,021.6

680,000.00

680,000

(2,978.4
)



6.04

 
MJSD
1,254.97

9,978.23

3252015
5182018
74825WAA5

QUEEN STREET XI RE DAC CORP BND 144A

 
E
 
 
500,000

500,220

500,000.00

500,000

220





 
MJSD

8,104.4

12152015
6202021
21685WBT3

RABOBANK NEDERLAND NV CORP BND

 
F
 
 
1,264,080

1,265,079.84

1,150,000.00

1,248,520.65

16,559.19

(4,837.67
)


4.5

 
JJ
11,500

25,875

6042015
1112021
BRSAWGQ58

RABOBANK NEDERLAND NV SENIOR CORP BND

 
D
 
 
255,483.3

237,358.22

160,000.00

253,774.51

34,377.64

(1,036.66
)

(17,598.58
)
3.25

 
NOV
3,103.94


10302015
11152020
N7278SAC7

RABOBANK NEDERLAND NV SENIOR CORP BND

 
D
 
 
1,584,765.11

1,424,149.37

960,000.00

1,550,396.07

(11,046.01
)
(6,536.51
)

(132,127.06
)
3.25

 
NOV
18,684.9


12032014
12312049
74977EPZ0

RABOBANK NEDERLAND NV SENIOR CORP BND

 
 
 
 
2,021,600

2,003,530.58

2,000,000.00

2,014,576.59

(126,246.7
)
(1,823.01
)


1.7

 
MS
1,133.33

17,000

4092015
3192018
21688AAA0

RABOBANK NEDERLAND NV SENIOR CORP BND

 
 
 
 
2,240,317.5

2,279,476.16

2,250,000.00

2,245,098.52

(16,416.29
)
445.55



2.25

 
JJ
10,828.13

22,484.37

1122016
4272018
BRSSB5RH9

RANDALL-REILLY PUBLISHING CO TERM NOTES

 
 
 
 
6,810,141.5

6,759,065.44

6,810,141.50

6,810,141.5

(51,076.06
)




 
MJSD

139,002.37

3122015
12312049
17401QAD3

RBS CITIZENS NA SENIOR CORP BND MTN

 
 
1
 
4,999,450

5,042,115.4

5,000,000.00

4,999,458.69

42,656.71

8.69



2.5

 
MS
5,902.78


3092016
5012018
F7S02WAB2

RCI BANQUE SA SENIOR CORP BND EMTN

 
D
 
 
521,157.62

490,711.7

340,000.00

517,986.66

(27,274.96
)
(668.22
)

(25,395.53
)
2.125

 
OCT
5,050.38


1162015
12312049
G7457KAB7

REED ELSEVIER INVESTMENTS PLC CORP BND

 
D
 
 
624,432.8

548,768.47

350,000.00

594,970.38

(46,201.91
)
(6,934.95
)

(48,042.37
)
7

 
DEC
10,775.82


10302015
12312049
75886QAG8

REGATTA III FUNDING LTD REGTS_ ABS_14-1A

 
F
2
 
237,812.5

226,845.9

250,000.00

239,248.24

(12,402.34
)
1,209.66



3.472

 
JAJO
1,856.56

2,025.6

12142015
10012022
75886AAQ1

REGENCY ENERGY PARTNERS LP/REG SENIOR CO

 
 
1
 
2,100,000

1,870,000

2,000,000.00

2,089,467.41

(219,467.41
)
(3,947.95
)


5

 
AO
50,000

25,625

5152015
10012022





75887HAL6

REGT5_14-1A ABS_14-1A A2B2 144A

 
F
1
 
3,000,000

2,942,115.6

3,000,000.00

3,000,000

(57,884.4
)



3.769

 
JAJO
21,041.35

26,313.41

10082014
10012022
BRSMPYBS7

RENT-A-CENTER, INC/TX SENIOR SECURED TER

 
 
 
 
2,257,063.8

2,174,834.1

2,268,405.84

2,260,294.76

(85,460.66
)
1,619.60




 
MJSD

20,345.18

3142014
3312025
76111XYJ6

RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4

 
 
2
 
520,904.03

499,673.33

539,796.92

525,026.3

(25,352.97
)
327.17



2.999

 
MON
1,349.16

4,118.75

8162007
10012022
76117QAC6

RESIDENTIAL REINSURANCE 2014 L SENIOR CO

 
F
 
 
500,000

491,790

500,000.00

500,000

(8,210
)



5.125

 
MJSD
1,779.61

6,129.08

11202014
2102048
76118DAA8

RESIDENTIAL REINSURANCE 2015 L CORP BND

 
F
 
 
250,000

252,270

250,000.00

250,000

2,270




11

 
MJSD
1,909.72

7,034.56

5212015
2102034
76118DAB6

RESIDENTIAL REINSURANCE 2015 L CORP BND

 
F
 
 
500,000

505,055

500,000.00

500,000

5,055




6

 
MJSD
2,083.33

7,749.67

5212015
1152021
76118DAC4

RESIDENTIAL REINSURANCE 2015 L SENIOR CO

 
F
 
 
400,000

398,332

400,000.00

400,000

(1,668
)



7.438

 
MJSD
2,066.16

7,695.92

11202015
12262035
76131VAA1

RETAIL PROPERTIES OF AME SENIOR CORP BND

 
 
1
 
1,458,055.9

1,382,103.75

1,465,000.00

1,458,667.8

(76,564.05
)
145.43



4

 
MS
2,604.44

29,300

3052015
3152025
761713BE5

REYNOLDS AMERICAN INC SENIOR CORP BND

 
 
 
 
165,217.32

169,265.06

162,000.00

164,776.58

83,419.67

(230.21
)


3.25

 
JD
1,594.13

872.08

7082015
6122020
761713BG0

REYNOLDS AMERICAN INC SENIOR CORP BND

 
 
1
 
229,303.1

253,078.58

230,000.00

229,348.46

4,488.48

14.24



4.45

 
JD
3,098.94


6092015
6122025
761713BC9

REYNOLDS AMERICAN INC SENIOR CORP BND

 
 
 
 
5,900,794.75

5,980,203.81

5,875,000.00

5,896,784.14

23,730.12

(2,415.21
)


2.3

 
JD
40,912.84


12012015
6122018
BRSR063T1

RICHELIEU FOODS INC REVOLVE LOAN

 
 
 
 
521,975.63

514,146

521,975.63

521,975.63

(7,829.63
)




 
FMAN

704.43

12282015
3312025
BRSR06452

RICHELIEU FOODS INC SENIOR SECURED TERM

 
 
 
 
4,827,220.92

4,754,812.61

4,827,220.92

4,827,220.92

(72,408.31
)




 
JAJO

70,242.22

11232014
3312025
76541VKC0

RICHMOND VA MUNITAX BND GO

 
 
 
 
5,000,000

5,044,450

5,000,000.00

5,000,000

44,450




1.507

 
JJ
15,907.22

37,675

9292015
2142017
76720AAB2

RIO TINTO FINANCE (USA) PLC SENIOR CORP

 
F
1
 
4,019,848

4,019,645.14

4,025,000.00

4,023,956.61

(4,311.47
)
264.04



2

 
MS
2,012.5

40,250

3192012
12262035
BRSMAKDJ1

RISE_14-1 ABS 14-1 A

 
F
2
 
477,266.63

470,594.61

478,976.70

477,434.21

(6,839.6
)
86.54



4.75

 
MON
1,011.17

5,748.87

2182015
3312025
769047GX3

RIVERSIDE CALIF MUNITAX BND REV

 
 
 
 
1,103,470

1,062,470

1,000,000.00

1,049,378.42

13,091.58

(9,088.40
)


5.61

 
FA
9,350

28,050

8072009
6072018
771196BA9

ROCHE HOLDINGS INC SENIOR CORP BND 144A

 
 
1
 
1,010,770

1,026,031.49

1,000,000.00

1,009,797.86

16,233.63

(685.80
)


2.25

 
MS
62.5

11,250

11192015
9302019
777594YX4

ROSEMOUNT MN SCH DIST #196 MUNI BND GO

 
 
1
 
641,590

634,135

500,000.00

639,983.76

(5,848.76
)
(1,606.24
)


5

 
FA
3,125


2102016
12072018
780082AC7

ROYAL BANK OF CANADA SECURED LOCAL BND

 
A
 
 
849,719.5

855,321.06

850,000.00

849,744.35

5,576.71

13.30



2.1

 
AO
8,280.42


10062015
9302019
78011DAE4

ROYAL BANK OF CANADA SECURED LOCAL BND

 
A
 
 
1,199,400

1,200,512.4

1,200,000.00

1,199,937.52

6,246.18

50.58



1.125

 
JJ
2,587.5

6,750

7162013
9302019
78011DAC8

ROYAL BANK OF CANADA SECURED LOCAL BND

 
A
 
 
7,567,742.8

7,579,469.1

7,580,000.00

7,573,222.92

574.88

1,140.94



1.2

 
MS
3,032

45,480

6082015
9302019
BRSNFTGX1

ROYAL BANK OF CANADA SENIOR CORP BND EMT

 
T
 
 
1,166,566.62

995,515.66

700,000.00

1,167,591.81

(172,076.15
)
134.68


(163,054.69
)
0.988

 
MJSD
762.89

2,575.57

5282014
3312025
78008SVD5

ROYAL BANK OF CANADA SENIOR CORP BND MTN

 
A
 
 
4,094,875

4,097,203.85

4,100,000.00

4,098,122.04

(918.19
)
256.06



1.5

 
JJ
12,812.5

30,750

1072013
9302019
BRSQT5KB4

RPI FINANCE TRUST SENIOR SECURED TERM NO

 
 
2
 
3,573,625.63

3,588,092.54

3,583,613.03

3,574,231.71

13,860.83

518.48




 
MJSD

25,397.76

11242015
3312025
783186QV4

RUTGERS UNIVERSITY NEW JERSEY MUNITAX BN

 
 
 
 
1,152,610.5

1,168,929

1,150,000.00

1,151,542.34

17,386.66

(180.90
)


2.009

 
MN
9,626.46


6142013
6072019
78355HJZ3

RYDER SYSTEM INC. SENIOR CORP BND MTN

 
 
1
 
443,776.25

439,383.76

445,000.00

443,983

(3,893.48
)
58.48



2.5

 
MN
4,326.39


5042015
5112020
78355HJV2

RYDER SYSTEM INC. SENIOR CORP BND MTN

 
 
1
 
1,009,062.5

1,003,469.92

1,000,000.00

1,007,363.4

956.45

(703.03
)


2.45

 
MN
9,255.56


9042015
11152018
78355HJX8

RYDER SYSTEM INC. SENIOR CORP BND MTN

 
 
1
 
2,028,450.85

2,030,627.79

2,035,000.00

2,029,671.34

(4,599.24
)
369.46



2.45

 
MS
4,154.8

24,928.75

6102015
9032019
78355HKB4

RYDER SYSTEM INC. SENIOR CORP BND-EMTN

 
 
1
 
1,498,770

1,522,038.69

1,500,000.00

1,498,770

23,268.69




3.45

 
MN
5,318.75


2172016
11152021
78573AAB6

SABMILLER HOLDINGS INC SENIOR CORP BND 1

 
 
 
 
1,600,778

1,564,196.45

1,550,000.00

1,563,148.85

1,047.6

(4,139.97
)


2.45

 
JJ
8,016.94

18,987.5

12092013
1152017
78573AAG5

SABMILLER HOLDINGS INC SENIOR CORP BND 1

 
 
 
 
2,750,000

2,737,020

2,750,000.00

2,750,000

(12,980
)



1.306

 
FMAN
5,984

7,082.77

8062013
8012018
78572MAF2

SABMILLER PLC CORP BND 144A

 
F
 
 
3,491,297.4

3,282,797.21

2,980,000.00

3,278,811.31

3,985.9

(31,838.92
)


6.5

 
JJ
40,892.22

96,850

7212014
12272032
BRSHCGRY1

SABRE INC SENIOR SECURED TERM NOTES

 
 
2
 
5,175,505.35

5,196,092.97

5,201,512.95

5,188,939.66

7,153.31

1,119.41




 
FMAN

52,728.98

2152013
3312025





786134UZ7

SACRAMENTO SATN MUNITAX BND REV

 
 
 
 
2,485,000

2,571,105.25

2,485,000.00

2,485,000

86,105.25




2.239

 
JD
18,546.38


11062014
9272017
BRSUCDW31

SAFEWORKS LLC SENIOR SECURED TERM LOAN

 
 
 
 
2,294,327.89

2,271,384.61

2,294,327.89

2,294,327.89

(22,943.28
)




 
JAJO

32,096.5

6232015
12312049
801060AB0

SANOFI SENIOR CORP BND

 
F
 
 
8,831,060.7

8,898,633.69

8,870,000.00

8,853,919.23

44,714.46

1,942.45



1.25

 
AO
52,665.63


4032013
11222024
802385MG6

SANTA MONICA CALIF CMNTY COLLE MUNITAX B

 
 
 
 
3,421,699.2

3,487,850.4

3,440,000.00

3,428,717.51

59,132.89

1,173.87



1.864

 
FA
10,686.93

32,060.8

6062013
3222017
G8108WAF3

SANTANDER UK GROUP HOLDINGS PL SENIOR CO

 
D
 
 
362,735.58

355,733.19

250,000.00

362,748.62

(7,015.43
)
25.89


(4,129.38
)
3.625

 
JJ
2,791.18

2,779.89

1082016
12312049
BRSM3U3W9

SBA COMMUNICATIONS CORPORATION SENIOR SE

 
 
2
 
4,420,470.24

4,414,527.37

4,438,941.55

4,423,745.1

(9,217.73
)
819.52




 
JAJO

35,294.11

12112015
3312025
83164JU46

SBA PRIME FLTR SBA PRIME FLTR

 
 
2
 
1,204,605.35

1,260,180.3

1,190,039.28

1,203,071.15

57,109.15

(957.12
)


2.6

 
MON
2,578.42

7,687.7

11172009
5072026
78403DAG5

SBA TOWER TRUST SECURED CORP BND 144A

 
 
1
 
4,000,000

4,018,927.2

4,000,000.00

4,000,000

18,927.2




2.898

 
MON
5,152

28,980

10072014
11152021
82735LAA1

SBY_14-1 ABS_14-1 A 144A

 
 
2
 
1,132,716.37

1,103,356.13

1,132,716.37

1,132,716.37

(29,360.24
)



1.436

 
MON
677.83

3,991.26

7302014
10152023
806854AA3

SCHLUMBERGER GER INV CORP BND 144A

 
F
 
 
780,183.75

772,505.29

775,000.00

775,723.69

(3,218.4
)
(398.75
)


1.95

 
MS
713.65

7,556.25

3222013
11012024
BRSXWU816

SCHLUMBERGER HOLDINGS CORP SENIOR CORP B

 
 
 
 
3,999,520

4,019,520

4,000,000.00

3,999,563.3

19,956.7

38.63



2.35

 
JD
26,111.11


12102015
12312049
80685PAC2

SCHLUMBERGER NORGE AS CORP BND 144A

 
F
 
 
698,775

697,594.8

700,000.00

699,884.51

(2,289.71
)
63.38



1.95

 
MS
644.58

6,825

9072011
5152019
80685PAD0

SCHLUMBERGER NORGE AS SENIOR CORP BND 14

 
F
 
 
1,368,739.6

1,361,211.59

1,370,000.00

1,369,655.91

(8,444.32
)
63.60



1.25

 
FA
2,854.17

8,562.5

7242012
6102019
80705TAA4

SCHOL_11-A ABS 11-A A 144A

 
 
2
 
1,262,335.41

1,228,501.07

1,287,750.44

1,268,801.95

(40,300.88
)
1,172.07



1.521

 
JAJO
3,482.31

4,241.11

3222011
9142018
80705XAA5

SCHOL_13-A ABS 13-A 144A

 
 
2
 
715,305.71

675,195.77

718,716.73

716,006.27

(40,810.5
)
290.85



1.083

 
MON
86.49

2,085.73

3122013
9142018
G79314AG8

SCOTTISH POWER UK PLC CORP BND

 
D
 
 
1,525,102.18

1,293,956.63

850,000.00

1,412,306.71

(118,350.08
)
(21,777.34
)

(118,835.88
)
8.375

 
FEB
11,652.87

109,422.31

12102014
12312049
811065AB7

SCRIPPS NETWORKS INTERACTIVE I SENIOR CO

 
 
1
 
685,610

681,922.05

680,000.00

684,163.31

(2,241.26
)
(279.39
)


2.75

 
MN
7,064.44


12042014
9142018
80283XAD9

SDART_14-3 ABS 14-3 A3

 
 
2
 
268,316

268,238.45

268,318.95

268,316.84

(78.39
)
4.33



0.81

 
MON
96.59

1,096.89

6112014
7162018
BRSM9G9V0

SEADRILL OPERATING LP SENIOR SECURED TER

 
F
2
 
817,143.41

363,290.33

829,587.19

820,267.84

(456,977.51
)
496.54




 
MJSD

8,409.5

6182014
5012027
BRSJ9AUR5

SEAWORLD PARKS & ENTERTAINMENT SENIOR SE

 
 
2
 
2,994,096.66

2,915,545.51

3,010,564.96

3,000,085.91

(84,540.4
)
632.00




 
MJSD

22,890.19

1022014
3312025
81618TAA8

SELECT INCOME REIT SENIOR CORP BND

 
 
1
 
2,939,857.97

2,955,565.47

2,950,000.00

2,942,984.55

12,580.92

924.65



2.85

 
FA
14,012.5

42,037.5

9292015
9142018
BRSNU6VW9

SERVICEMASTER CO LLC SENIOR SECURED TERM

 
 
2
 
493,743.68

497,267.29

497,474.74

493,865.6

3,401.69

131.39




 
MJSD

4,944.34

12232015
3312025
BRSH8YLF4

SESAC HOLDCO II LLC SENIOR SECURED TERM

 
 
 
 
675,331.61

667,301.35

680,919.75

678,003.34

(10,701.99
)
272.11




 
FMAN

9,173.34

4162015
3312025
81881UAE7

SHACK_13-4A ABS 2013-4A C 144A

 
F
2
 
1,214,375

1,150,956.5

1,250,000.00

1,219,949.15

(68,992.65
)
1,122.66



3.622

 
JAJO
9,935.62

10,607.47

1062015
1132025
81881VAJ4

SHACK_14-5A ABS 14-5A C1 144A

 
F
1
 
475,000

459,641.1

500,000.00

478,745.14

(19,104.04
)
785.40



3.32

 
FMAN
2,444.04

3,847.15

1212015
5072026
822582BK7

SHELL INTERNATIONAL FINANCE BV SENIOR CO

 
F
 
 
886,499.28

888,866.85

888,000.00

886,789.88

841.73

184.93



1.25

 
MN
4,409.17


12232015
12152029
822582AR3

SHELL INTERNATIONAL FINANCE BV SENIOR CO

 
F
 
 
993,640

997,755.6

1,000,000.00

996,913.87

8,429.56

545.59



1.125

 
FA
1,250

5,625

8142012
9102018
822582BG6

SHELL INTERNATIONAL FINANCE BV SENIOR CO

 
F
 
 
1,317,201.6

1,326,107.75

1,320,000.00

1,317,678.19

2,076.97

134.67



2.125

 
MN
10,908.33


5062015
3082020
822582BM3

SHELL INTERNATIONAL FINANCE BV SENIOR CO

 
F
 
 
9,967,100

10,022,019.2

10,000,000.00

9,971,315.68

50,703.52

2,682.70



1.625

 
MN
63,645.83


11052015
9202019
BRSR1R5H8

SHELL: ATLAS_14-1 ABS 14-1

 
 
2
 
3,708,400

3,648,904.66

3,708,400.00

3,708,400

(59,495.34
)



4.875

 
MON
8,034.87

45,703.14

12182014
3312025
26250DAU7

SHELL: DRSLF_12-24RA ABS 12-24RA CR 144

 
F
2
 
1,500,000

1,475,885.1

1,500,000.00

1,500,000

(24,114.9
)



3.318

 
FMAN
6,221.63

11,746.83

4292015
12312049
BRSXQ9KS7

SHOES FOR CREWS LLC SECURED TERM LOAN

 
 
 
 
639,534.72

633,139.37

639,534.72

639,534.72

(33,866.28
)




 
MJSD

888.27

11202015
12312049
BRSXDXJR2

SHOES FOR CREWS LLC SECURED TERM LOAN

 
 
1
 
6,773,256

6,739,389.72

6,773,256.00

6,773,256

(6,395.35
)




 
MJSD

57,572.68

11202015
12312049
N7993YBH6

SIEMENS FINANCIERINGSMAATSCHAP CORP BND

 
D
1
 
1,661,494.54

1,451,644.26

1,000,000.00

1,594,573.32

(142,929.06
)
(12,825.67
)

(135,870.6
)
6.125

 
SEP
48,106.36


12102014
12312049





82620KAC7

SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO

 
F
 
 
3,195,776

3,245,010.75

3,200,000.00

3,196,459.52

7,225.91

203.24



2.15

 
MN
23,697.77


5182015
9152020
82620KAB9

SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO

 
F
 
 
5,013,997

5,021,500.99

5,015,000.00

5,014,275.08

48,551.23

82.94



1.45

 
MN
25,451.13


5182015
7202021
826239EQ4

SIERRA CALIF JT CMNTY COLLEGE MUNI BND G

 
 
1
 
1,366,855.5

1,417,950

1,150,000.00

1,333,434.68

84,515.32

(5,646.19
)


5

 
FA
9,583.33

28,750

9132013
1152019
BRSHAG9G2

SILVER II BORROWER SCA SENOIR SECURED TE

 
R
2
 
3,193,307.55

2,772,190.12

3,193,307.55

3,193,307.55

(421,117.43
)




 
FMAN

32,287.89

8212013
12152034
828428AC6

SILVERMORE CLO LTD SMORE_14-1A ABS_14-1A

 
E
1
 
959,000

942,006.5

1,000,000.00

962,091.88

(20,085.38
)
1,595.47



2.668

 
FMAN
3,335.25

6,162.98

10052015
5072026
G8162ZAD4

SILVERSTONE MASTER ISSUER PLC ABS_09-1 A

 
D
1
 
833,161.5

746,829.49

510,000.00

833,161.5

(86,332.01
)


(100,138.5
)
5.063

 
AO
16,528.45


10272009
12312049
828807CA3

SIMON PROPERTY GROUP LP CORP BND

 
 
1
 
405,007.68

379,622.36

308,000.00

374,898.66

4,723.7

(5,837.01
)


10.35

 
AO
15,939


12112014
5072026
828807CD7

SIMON PROPERTY GROUP LP CORP BND

 
 
1
 
1,964,190.21

1,926,166.43

1,706,000.00

1,915,402.04

10,764.39

(13,988.92
)


5.65

 
FA
16,064.83

48,194.5

5132015
5072026
828807CJ4

SIMON PROPERTY GROUP LP SENIOR CORP BND

 
 
1
 
102,377

101,028.04

100,000.00

101,331.01

(302.97
)
(273.46
)


2.15

 
MS
95.56

1,075

4142015
5072026
828807CU9

SIMON PROPERTY GROUP LP SENIOR CORP BND

 
 
1
 
599,658

609,363.83

600,000.00

599,701.47

1,492.18

17.97



2.5

 
MS
1,250

8,083.34

8102015
5072026
828807CR6

SIMON PROPERTY GROUP LP SENIOR CORP BND

 
 
1
 
840,720

849,689.69

800,000.00

836,306.15

120,091.81

(1,056.34
)


3.75

 
FA
5,000

15,000

3042015
5072026
828807CM7

SIMON PROPERTY GROUP LP SENIOR CORP BND

 
 
1
 
5,866,344

5,865,639.48

5,860,000.00

5,864,147.3

13,383.54

(723.33
)


1.5

 
FA
14,650

52,616.67

7202015
5072026
828807CQ8

SIMON PROPERTY GROUP LP SENIOR CORP BND

 
 
1
 
8,367,698.9

8,492,263.24

8,369,000.00

8,372,171.43

9,662.36

329.39



2.2

 
FA
30,686.32

78,370.11

3102016
5072026
BRSUDWG69

SIX FLAGS THEME PARKS INC SENIOR SECURED

 
 
 
 
1,169,971.52

1,171,437.64

1,172,903.77

1,170,251.41

1,186.23

112.65




 
MJSD

10,403.07

6292015
12312049
784423AF2

SLCLT_04-1 ABS 04-1

 
 
2
 
983,750

972,754.1

1,000,000.00

992,970.93

(20,216.83
)
790.43



0.777

 
FMAN
971.5

1,332.98

5202013
11152021
78446XAB1

SLM STUDENT LOAN TRUST ABS_12-B A2 144A

 
 
2
 
865,181.38

881,572.89

865,270.25

865,218.28

16,354.61

6.44



3.48

 
MON
1,338.28

8,095.45

4042012
11152021
78442GSC1

SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-

 
 
2
 
66,349.01

65,875

66,453.81

66,427.53

(552.53
)
5.89



0.699

 
JAJO
86.4

78.08

11302012
11152021
78446JAA4

SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2

 
 
2
 
1,439,817.89

1,421,119.46

1,442,614.39

1,441,088.23

(19,968.77
)
171.39



1.033

 
MON
289.77

3,773.91

5182011
11152021
78446TAC8

SLM STUDENT LOAN TRUST SLMA_11 SENIOR AB

 
 
2
 
478,837.29

464,917.87

443,095.41

466,152.17

(1,234.3
)
(2,132.90
)


4.54

 
MON
894.07

5,213.27

7312014
11152021
78446VAA7

SLM STUDENT LOAN TRUST SLMA_12 ABS 12-A

 
 
2
 
456,986.26

456,191.38

456,063.68

456,410.24

(218.86
)
(198.66
)


1.836

 
MON
395.45

2,429.55

5132014
11152021
78447FAA1

SLM STUDENT LOAN TRUST SLMA_12 ABS 12-E

 
 
2
 
411,003.58

410,048.12

410,911.03

410,938.56

(890.44
)
(19.06
)


1.186

 
MON
230.16

1,439.37

11212013
11152021
78447FAB9

SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E

 
 
2
 
1,065,601.56

1,048,225.51

1,050,000.00

1,056,226.92

(8,001.41
)
(802.79
)


2.09

 
MON
975.33

4,891.18

1212016
11152021
78447VAA6

SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B

 
 
2
 
1,040,909.79

1,035,413.79

1,040,909.79

1,040,909.79

(5,496
)



1.086

 
MON
533.92

3,065.31

4252013
11152021
78447CAA8

SLM_12-D ABS 12-D 144A

 
 
2
 
63,784.95

63,752.1

63,784.95

63,784.95

(32.85
)



1.486

 
MON
44.77

372.98

7232012
11152021
784442AC9

SLMA ABS 08_2 A3

 
 
2
 
1,257,402.75

1,221,984.45

1,270,254.15

1,263,409.18

(41,424.73
)
473.73



1.369

 
JAJO
3,235.49

3,564.21

3272012
11152021
78446JAB2

SLMA_11-2 ABS 11-2

 
 
2
 
775,000

735,009.97

775,000.00

775,000

(39,990.03
)



1.633

 
MON
246.08

3,084.16

5182011
11152021
78447KAB8

SLMA_12-7 ABS 12-7

 
 
2
 
1,062,519.05

1,052,692.26

1,063,218.10

1,063,058.99

(10,366.73
)
43.09



0.713

 
MON
147.4

2,011.83

11022012
11152021
78448AAA1

SLMA_13-4 ABS 13-4

 
 
2
 
515,393.05

492,664.2

515,393.05

515,393.05

(22,728.85
)



0.983

 
MON
98.51

1,268.02

8062013
11152021
78448CAF6

SLMA_13-6 ABS 13-6 A2

 
 
2
 
463,886.74

462,346.63

463,886.74

463,886.74

(1,540.11
)



0.933

 
MON
84.16

1,171.91

11062013
11152021
78447RAA5

SLMA_13-A ABS 13-A 144A

 
 
2
 
240,716.51

240,282.66

241,017.76

240,895.51

(612.85
)
48.71



1.036

 
MON
117.93

679.15

11212013
11152021
78447RAB3

SLMA_13-A ABS 13-A 144A

 
 
2
 
459,870.23

454,203.99

460,000.00

459,935.09

(5,731.1
)
5.29



1.77

 
MON
361.87

2,035.5

2272013
11152021
78447RAC1

SLMA_13-A ABS 13-A 144A

 
 
2
 
2,425,000

2,405,236.21

2,425,000.00

2,425,000

(19,763.79
)



1.486

 
MON
1,701.9

8,849.06

2272013
11152021
78447VAB4

SLMA_13-B ABS_13-B-A2A

 
 
2
 
804,859.37

788,891.95

805,000.00

804,918.22

(16,026.27
)
5.09



1.85

 
MON
661.89

3,723.15

4252013
11152021
78447VAC2

SLMA_13-B ABS_13-B-A2B

 
 
2
 
615,000

608,032.03

615,000.00

615,000

(6,967.97
)



1.536

 
MON
446.14

2,321.93

4252013
11152021





78448MAD9

SMAT_15-1US ABS_15-1US A3A

 
F
2
 
1,949,905.62

1,966,294.4

1,950,000.00

1,949,920.96

16,373.44

3.58



1.5

 
MON
1,381.25

7,312.5

3102015
11152021
BRSWD19K0

SMYTH COMPANIES LLC BANK LOAN

 
 
 
 
1,048,892.37

1,046,270.14

1,048,892.37

1,048,892.37

(2,622.23
)




 
JAJO

4,136.73

3242016
12312049
BRSWD1953

SMYTH COMPANIES LLC CORP BOND

 
 
 
 
3,117,177.01

3,109,384.07

3,117,177.01

3,117,177.01

(7,792.94
)




 
JAJO

51,789.47

9252015
12312049
BRSL51FK6

SNADY CREEK ENERGY ASSOC LP SENIOR SECUR

 
 
2
 
2,146,314.11

1,218,761.27

2,157,099.59

2,149,901.85

(931,140.58
)
544.60




 
FMAN

27,824.33

12122013
3312025
BRSX0J9L1

SNAPAV LLC SENIOR SECURED TERM LOAN

 
 
 
 
1,997,264.24

1,982,284.76

1,997,264.24

1,997,264.24

(14,979.48
)




 
MJSD

19,269.39

10192015
12312049
83367TBF5

SOCIETE GENERALE SA JRSUB CORP BND 144A

 
F
1
 
2,526,575

2,337,500

2,500,000.00

2,525,924.11

(188,424.11
)
(614.29
)


7.875

 
JD
56,328.13


11102015
8212017
83703EJY2

SOUTH CAROLINA JOBS-ECONOMIC D MUNI BND

 
 
1
 
993,750

1,003,560

1,000,000.00

998,202.03

5,357.97

754.55



5

 
MN
20,833.33


1062006
4072020
83710RLV7

SOUTH CAROLINA ST MUNI BND GO

 
 
 
 
1,180,940

1,171,050

1,000,000.00

1,177,534.7

(6,484.7
)
(3,405.30
)


5

 
FA
4,166.66


2232016
1152020
842400GB3

SOUTHERN CALIFORNIA EDISON CO. SECURED C

 
 
 
 
3,905,148

3,901,527.24

3,900,000.00

3,901,889.18

(361.94
)
(470.91
)


1.125

 
MN
18,281.25

1,906.25

2242016
5072026
842400GF4

SOUTHERN CALIFORNIA EDISON CO. SECURED C

 
 
2
 
3,921,428.58

3,901,671.25

3,921,428.58

3,921,428.58

(19,757.33
)



1.845

 
FA
12,058.4

39,189.78

1132015
5072026
842587CM7

SOUTHERN COMPANY (THE) SENIOR CORP BND

 
 
1
 
3,993,120

4,029,989.64

4,000,000.00

3,994,166.96

35,822.68

324.88



2.75

 
JD
32,388.89


6092015
5072026
842808AF4

SOUTHERN ELEC SENIOR CORP BND 144A

 
 
 
 
3,333,899.45

3,358,878.7

3,335,000.00

3,334,406.7

24,472

53.63



2.2

 
JD
24,456.67


11182013
5072026
843646AN0

SOUTHERN POWER COMPANY SENIOR CORP BND

 
 
 
 
2,398,608

2,416,587.17

2,400,000.00

2,398,860.25

17,726.92

174.39



1.85

 
JD
16,526.67


12232015
5072026
84650WAD8

SPAREBNK 1 BOLIG LOCAL BND 144A

 
F
 
 
2,294,388

2,330,222.25

2,300,000.00

2,298,594.42

31,627.83

276.57



2.3

 
JD
13,371.94


3292012
9152020
84650WAE6

SPAREBNK 1 BOLIG SECURED LOCAL BND 144A

 
F
 
 
5,854,157

5,899,056.07

5,900,000.00

5,875,535.34

10,021.68

1,629.16



1.75

 
MN
39,005.56


11072012
12152022
84650WAB2

SPAREBNK 1 BOLIG SECURED LOCAL BND 144A

 
F
 
 
7,999,374.1

7,819,016.4

7,800,000.00

7,808,994.72

23,520.73

(14,616.42
)


2.625

 
MN
70,525


12062012
7152022
84861CAA3

SPMF 2014-4A SENIOR CMBS _14-4A A1

 
 
2
 
3,992,636

3,891,770.8

4,000,000.00

3,992,606.68

(100,835.88
)
(0.12
)


3.501

 
MON
11,671.33

35,013.99

11212014
9162024
78467MAA1

SRER_11-RS ABS_11-RS A1B1 144A

 
F
2
 
1,204,478.28

1,204,376.86

1,258,890.33

1,254,067.52

(49,690.66
)
6,804.70



0.691

 
MON
555.37

2,367.48

11132014
5012027
85571XAL1

SRTP _14-STAR ABS _14-STAR -B

 
 
2
 
2,000,000

1,946,553.2

2,000,000.00

2,000,000

(53,446.8
)



2.087

 
MON
1,971.06

10,333.33

11072014
2182020
BRSU95US9

SS&C EUROPEAN HOLDINGS SARL SENIOR SECUR

 
F
 
 
88,439.62

89,011.07

88,884.05

88,481.39

529.68

27.36




 
MJSD

957

6292015
4212025
BL1658048

SS&C TECHNOLOGIES INC SECURED TERM LOAN

 
 
 
 
610,114.07

614,056.21

613,179.98

610,402.17

3,654.04

144.15




 
MJSD

24.85

6292015
3312025
BRSRUTM42

SSE PLC CAPSEC CORP BND

 
D
1
 
809,569.26

723,737.65

525,000.00

809,569.26

(85,831.61
)


(56,775.12
)
3.875

 
SEP
30,997.67


2242015
1019999
30250GAA6

SSGN_10-S1 CMO_10-S1-1A 144A

 
 
2
 
121,334.92

121,357.56

121,334.92

121,334.92

22.64




0.983

 
MON
23.18

342.27

3052010
10182016
790849AL7

ST JUDE MEDICAL INC SENIOR CORP BND

 
 
 
 
2,324,384.7

2,353,002.41

2,330,000.00

2,325,343.99

27,658.42

456.57



2

 
MS
2,071.11

22,264.44

9142015
9152018
BRSZ1A629

STAPLES ESCROW LLC SECURED TERM LOAN

 
 
1
 
4,028,500

4,054,320.27

4,066,666.67

4,029,368.01

24,952.26

868.01




 
MJSD

10,159.72

2292016
12312049
855244AF6

STARBUCKS CORP SENIOR CORP BND

 
 
1
 
498,600

509,692.39

500,000.00

499,093.56

10,598.83

81.77



2

 
JD
3,222.22


12022013
5072026
BRSJ08S50

STARWOOD PROPERTY TRUST INC SECURED TERM

 
 
 
 
3,358,780.79

3,332,726.82

3,370,646.59

3,363,042.96

(30,316.14
)
505.94




 
MJSD

29,897.72

10012015
3312025
857477AQ6

STATE STREET CORP CAPSEC CORP BND

 
 
1
 
2,125,000

2,151,562.5

2,125,000.00

2,125,000

26,562.5




5.25

 
MS
4,958.33

119,765.63

5142015
5072026
857477AN3

STATE STREET CORP SENIOR CORP BND

 
 
 
 
1,032,809

1,031,807.63

1,000,000.00

1,029,867.74

13,920.41

(751.35
)


3.3

 
JD
9,625


12092015
5072026
857477AG8

STATE STREET CORP SENIOR CORP BND

 
 
 
 
1,888,683

1,879,742.91

1,700,000.00

1,865,822.5

(473.86
)
(7,890.01
)


4.375

 
MS
4,958.34

37,187.5

7072015
5072026
857477AK9

STATE STREET CORP SENIOR CORP BND

 
 
 
 
4,051,931.5

4,063,247.12

4,075,000.00

4,063,720.98

1,939.89

1,300.65



1.35

 
MN
20,782.5


1062014
5072026
85771PAR3

STATOILHYDRO ASA SENIOR CORP BND

 
F
 
 
1,300,434

1,310,274.08

1,300,000.00

1,300,406.09

(13,584.95
)
(38.08
)


1.95

 
MN
10,069.59


11052013
5152025
85771PAD4

STATOILHYDRO ASA SENIOR CORP BND

 
F
 
 
3,107,100

3,005,745.3

3,000,000.00

3,019,330.25

(59,471.34
)
(7,494.21
)


1.8

 
MN
19,200


4112013
3112019
85771PAJ1

STATOILHYDRO ASA SENIOR CORP BND

 
F
 
 
10,202,467.5

10,167,159.82

10,250,000.00

10,226,631.16

9,867.99

2,705.35



1.15

 
MN
44,530.54


4292014
6302020





BRSMDLA59

STENA INTERNATIONAL SARL SENIOR SECURED

 
F
 
 
1,816,961.93

1,514,134.94

1,835,315.08

1,822,306.41

(308,171.47
)
691.16




 
MJSD

18,604.41

2212014
5012027
BRST248L2

STERIGENICS-NORDION HOLDINGS L SENIOR SE

 
 
2
 
393,147.2

387,279.55

394,177.66

393,258.25

(5,978.7
)
39.65




 
MJSD

4,245.31

8132015
12312049
86212TAA7

STORE MASTER FUNDING LLC STR_1 ABS_12-1A

 
 
2
 
2,204,141.9

2,156,175.08

2,085,835.90

2,200,860.62

(44,685.54
)
(1,279.57
)


5.77

 
MON
3,343.13

30,172.07

3062015
5072026
86213BAB3

STR_14-1A WHOLE CMO _14-1A-A2 144A

 
 
2
 
1,089,142.59

983,905.23

990,833.33

1,086,070.46

(102,165.23
)
(776.37
)


5

 
MON
1,513.77

12,395.83

1232015
5072026
86213CAA3

STR_15-1A ABS 15-1A A1 144A

 
 
2
 
1,492,805.19

1,413,414.08

1,493,125.01

1,492,829.41

(79,415.33
)
10.99



3.75

 
MON
1,710.87

14,009.77

4142015
5072026
8628113T1

STRATFORD REC CO LLC MUNITAX BND GO

 
 
 
 
782,955

784,297.5

750,000.00

770,461.04

13,836.46

(2,093.74
)


2.989

 
FA
2,864.46

11,208.75

10182013
4212025
863667AK7

STRYKER CORP SENIOR CORP BND

 
 
 
 
1,115,877.35

1,127,237.77

1,115,000.00

1,115,860.19

11,377.58

(17.16
)


2

 
MS
1,300.82


3042016
5072026
BRSM7GLZ9

STS OPERATING SENIOR SECURED TERM NOTES

 
 
2
 
788,490.59

673,584.91

792,452.84

789,672.81

(116,087.9
)
149.48




 
MJSD

12,893.66

2112014
3312025
BL1711854

SUMMIT MATERIALS LLC SENIOR SECURED TERM

 
 
 
 
237,009

235,818

238,200.00

237,126.41

(1,308.41
)
45.73




 
MJSD


6252015
3312025
BRSMQX4D9

SUNGARD AVAILABILITY SERVICES SENIOR SEC

 
 
2
 
947,380.84

837,109.98

948,566.55

947,796.59

(110,686.61
)
64.13




 
MJSD

14,386.6

7112014
3312025
W94232CA6

SWEDBANK AB SENIOR CORP BND

 
F
 
 
4,991,550

5,059,815

5,000,000.00

4,994,965.83

64,849.17

413.77



2.375

 
FA
11,215.28

59,375

2202014
12312049
87020DAR5

SWEDEN KINGDOM CORP BND 144A MTN

 
F
 
 
1,994,860

2,000,679.94

2,000,000.00

1,996,880.91

3,799.03

425.68



0.875

 
JJ
3,305.56

8,750

1152015
4012019
87020DAL8

SWEDEN KINGDOM CORP BND MTN 144A

 
F
 
 
2,695,518

2,705,373

2,700,000.00

2,699,119.47

6,253.53

353.05



1

 
MN
10,200


8222013
2172021
87158YAQ5

SYMP_12-10AR MEZZANIN ABS 12-10AR CR 144

 
F
2
 
2,500,000

2,482,337.25

2,500,000.00

2,500,000

(17,662.75
)



3.469

 
JAJO
16,138.63

20,669.56

4082015
7232023
87154EAE0

SYMP_14-15A MEZZANIN ABS_14-15A C 144A

 
F
1
 
1,005,000

991,340.6

1,000,000.00

1,004,396.6

(13,056
)
(150.24
)


3.82

 
JAJO
7,745.3

8,983.16

3162015
10172026
87165LAA9

SYNCT_14-1 SENIOR ABS _14-1-A

 
 
2
 
904,748.95

907,805.48

905,000.00

904,861.8

2,943.68

20.91



1.61

 
MON
647.58

3,642.63

11142014
7232023
BRSEM91J4

SYNIVERSE HLDGS SENIOR SEC TERM NOTES

 
 
2
 
1,822,674.91

1,357,800.76

1,841,085.77

1,832,988.83

(475,188.07
)
658.07




 
JAJO

18,615.42

4202012
3312025
871829BA4

SYSCO CORP SENIOR CORP BND

 
 
1
 
99,948

101,386.9

100,000.00

99,948

1,438.9




2.5

 
JJ


3222016
7232023
871829BB2

SYSCO CORP SENIOR CORP BND

 
 
 
 
3,473,088.75

3,502,808.34

3,475,000.00

3,473,088.75

29,719.59




1.9

 
AO


3222016
7232023
89236VAD2

TAOT_13-B SENIOR ABS_13-B A4

 
 
2
 
629,492.19

627,250

625,000.00

627,007.28

242.72

(559.59
)


1.46

 
MON
405.56

2,281.23

3162015
1172027
89231RAD6

TAOT_14-B SENIOR ABS _14-B-A4

 
 
2
 
9,998,335

10,012,999.7

10,000,000.00

9,999,170.68

13,829.02

114.60



1.31

 
MON
5,822.22

32,750.01

6102014
1172027
89190AAD2

TAOT_14-C ABS _14-C-A4

 
 
2
 
999,701.1

1,003,300.02

1,000,000.00

999,826.32

3,473.7

21.62



1.44

 
MON
640

3,600

10072014
1172027
87612EAV8

TARGET CORPORATION CORP BND

 
 
 
 
1,163,037.5

1,164,701.15

1,065,000.00

1,147,753.58

16,947.57

(6,238.24
)


3.875

 
JJ
8,540.07

26,241.29

1112016
7202026
87612EBB1

TARGET CORPORATION SENIOR CORP BND

 
 
 
 
5,864,292.45

5,911,387.84

5,735,000.00

5,847,298.22

64,089.62

(8,403.22
)


2.3

 
JD
34,808.26


10062015
7202026
87236YAE8

TD AMERITRADE HLDG CORP SENIOR CORP BND

 
 
1
 
3,915,776.25

4,003,905.45

3,925,000.00

3,917,092.22

86,813.23

297.19



2.95

 
AO
57,893.75


12232015
7232023
BRSX4ZNL5

TEAM HLTH INC. SENIOR SECURED TERM LOAN

 
 
1
 
1,973,051.99

1,989,244.96

1,992,981.80

1,973,904.48

15,340.48

761.33




 
MJSD

23,226.48

11172015
12312049
BRSN4E4J0

TECHNIMARK LLC SECURED TERM LOAN

 
 
 
 
6,733,125

6,598,462.5

6,733,125.00

6,733,125

(134,662.5
)




 
MJSD

64,125

12232015
3312025
BRSSUAB92

TEKNI-PLEX, INC. SENIOR SECURED TERM LOA

 
 
 
 
89,623.35

88,422.41

90,073.73

89,674.31

(1,251.9
)
17.15




 
MJSD

1,028.93

4152015
12312049
BRSE99EZ9

TELESAT CANADA / TELESAT LLC SENIOR SEC

 
A
2
 
4,028,831.77

4,013,685.8

4,038,929.11

4,033,851.7

(20,165.9
)
440.88




 
MJSD

42,383.48

10012015
3312025
87970UAE6

TELOS_14-6A ABS _14-6A-B1 144A

 
F
2
 
2,405,585

2,346,645.25

2,500,000.00

2,422,283.9

(75,638.65
)
3,121.85



2.721

 
JAJO
13,794.47

15,430.13

10302014
1172027
Z91GFLXY5

TEMESE FUNDING PLC TMSE_1-A ABS 1 A

 
D
2
 
103,836.58

93,076.16

64,713.83

103,836.58

(10,760.42
)
(0.01
)

(10,823.39
)
1.411

 
MON
39.54

503.32

11072013
12312049
BRSPDEXA2

TEREX CORP SENIOR SECURED TERM NOTES

 
 
 
 
793,969.71

772,080.82

795,959.61

794,417

(22,336.18
)
75.90




 
MJSD

7,059.9

8082014
3312025
BRSQPSFE8

TERRA-GEN FINANCE CO LLC SENIOR SECURED

 
 
1
 
686,547.01

582,184.97

689,997.00

687,158.74

(104,973.77
)
131.50




 
MJSD

9,160.65

11262014
3312025
88165FAC6

TEVA PHARMACEUTICAL FIN CO. BV CORP BND

 
F
 
 
1,026,840

1,006,755

1,000,000.00

1,007,782.07

(1,027.07
)
(3,189.80
)


2.4

 
MN
9,400


11072011
10152044





8821172X1

TEXAS A & M UNIV PERM UNIV FD MUNITAX BN

 
 
 
 
2,005,720

2,035,020

2,000,000.00

2,004,706.92

30,313.08

(267.11
)


1.75

 
JJ
8,750.01

17,500

4082015
1082020
88224LAC2

TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B

 
 
 
 
1,500,000

1,492,648.5

1,500,000.00

1,500,000

(7,351.5
)



1.305

 
AO
9,787.5


12092014
1162019
88224LAE8

TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B

 
 
 
 
2,000,000

2,014,910

2,000,000.00

2,000,000

14,910




2.075

 
AO
20,750


12092014
10152016
882508AR5

TEXAS INSTRUMENTS INCORPORATED CORP BND

 
 
 
 
514,270

500,980.05

500,000.00

501,087.97

(107.92
)
(2,199.40
)


2.375

 
MN
4,486.11


5162011
1172027
882508AU8

TEXAS INSTRUMENTS INCORPORATED SENIOR CO

 
 
 
 
295,140

302,969.88

300,000.00

295,963.82

7,006.06

290.15



1.65

 
FA
797.5

2,475

7102015
1172027
882508AX2

TEXAS INSTRUMENTS INCORPORATED SENIOR CO

 
 
 
 
1,996,040

2,001,630.8

2,000,000.00

1,998,739.81

12,458.67

330.31



0.875

 
MS
923.61

8,750

3052014
1172027
882508AV6

TEXAS INSTRUMENTS INCORPORATED SENIOR CO

 
 
 
 
2,470,300

2,498,024.95

2,500,000.00

2,485,566.28

2,890.99

1,704.09



1

 
MN
10,416.66


5012013
1172027
882806AT9

TEXAS TECH UNIV MUNI BND REV

 
 
1
 
2,263,420

2,212,500

2,000,000.00

2,175,408.07

37,091.93

(14,748.89
)


5

 
FA
12,777.78

50,000

2032009
2242017
882806EL2

TEXAS TECH UNIV MUNITAX BND REV

 
 
 
 
5,000,000

5,094,250

5,000,000.00

5,000,000

94,250




1.804

 
FA
11,525.56

45,100

3182015
9302023
BRSNUUGN3

TGI FRIDAYS INC SENIOR SECURED TERM NOTE

 
 
 
 
1,089,680.99

1,074,835.51

1,083,640.09

1,088,767.66

(13,932.15
)
(298.84
)



 
MJSD

14,538.84

4212015
3312025
63902HAA7

THE NATURE CONSESRVANCY MUNI BND REV

 
 
 
 
3,437,400

3,356,430

3,000,000.00

3,305,738.07

50,691.93

(22,410.26
)


6.3

 
JJ
47,250

94,500

6182009
1292018
883556AZ5

THERMO FISHER SCIENTIFIC INC CORP BND

 
 
1
 
2,579,825

2,581,915.85

2,500,000.00

2,577,770.6

4,145.25

(2,054.40
)


3.6

 
FA
11,500

1,750

2032016
1172027
883556BB7

THERMO FISHER SCIENTIFIC INC SENIOR CORP

 
 
 
 
2,001,260

1,998,636.16

2,000,000.00

2,000,705.02

(2,068.86
)
(96.76
)


1.85

 
JJ
7,811.11

18,500

8162012
1172027
883556BE1

THERMO FISHER SCIENTIFIC INC SENIOR CORP

 
 
 
 
6,824,023.1

6,862,892.93

6,810,000.00

6,819,309.34

43,583.59

(790.42
)


2.4

 
FA
27,240

81,720

12162014
1172027
88428LAA0

THIRD POINT RE USA HOLDINGS IN SENIOR CO

 
 
 
 
11,000,000

11,000,000

11,000,000.00

11,000,000





7

 
FA
102,666.67

414,555.56

2102015
1172027
87247CAA1

TICP_14-2A ABS _14-2A-A1A 144A

 
F
1
 
3,720,000

3,707,528.25

3,750,000.00

3,727,025.72

(19,497.47
)
1,351.79



2.074

 
JAJO
15,553.5

16,935.19

12172014
7202026
BRSN1NQ83

TIME INC (USA) SENIOR SECURED TERM LOAN

 
 
 
 
2,180,133.58

2,163,617.44

2,202,155.16

2,185,906.84

(22,289.4
)
839.08




 
MJSD

23,718.07

4172014
3312025
88732JAL2

TIME WARNER CABLE INC CORP BND

 
 
 
 
1,304,897

1,205,710.85

1,100,000.00

1,215,571.1

(9,860.25
)
(12,565.86
)


6.75

 
JJ
18,562.5

37,125

6052014
1172027
BRSWVW9B2

T-MOBILE USA INC SENIOR SECURED TERM LOA

 
 
1
 
949,772.73

957,594.27

954,545.45

950,020.79

7,573.48

181.99




 
MJSD

8,908.16

11032015
12312049
880591EQ1

TN VLY AUTHORITY SENIOR AGENCY BND

 
 
 
 
2,552,790.6

2,622,045.78

2,565,000.00

2,558,727.63

63,318.15

597.87



1.75

 
AO
20,698.12


9242013
1072019
BRSWDXM82

TOOLING ACQUISITION CO. TERM LOAN

 
 
 
 
580,008.02

572,757.92

580,008.02

580,008.02

(10,000.14
)




 
MJSD

36,805.55

11022015
12312049
BRSWDXKE1

TOOLING ACQUISITION CO. TERM LOAN

 
 
 
 
800,011.06

790,010.92

800,011.06

800,011.06

(7,250.1
)




 
MJSD


9212015
12312049
BRSWDXMT6

TOOLING ACQUISITION CO. TERM LOAN

 
 
 
 
2,461,434.03

2,430,666.1

2,461,434.03

2,461,434.03

(30,767.93
)




 
MJSD

3,623.33

9212015
12312049
8911457V0

TORONTO DOMINION BANK MONTREAL SECURED C

 
A
 
 
4,992,250

5,055,099.85

5,000,000.00

4,992,318

62,781.85

68.00



2.25

 
MS
5,000


3072016
1172027
891145TN4

TORONTO-DOMINION BANK/THE SECURED LOCAL

 
A
 
 
5,138,450

5,124,020.65

5,100,000.00

5,115,267.62

8,753.03

(3,990.12
)


1.5

 
MS
3,825

38,250

8132014
1172027
89114QB64

TORONTO-DOMINION BANK/THE SENIOR CORP BN

 
A
 
 
204,797.05

205,515.31

205,000.00

204,842.78

(7,471.63
)
16.61



1.75

 
JJ
677.64

1,793.75

7162015
1172027
89114QBE7

TORONTO-DOMINION BANK/THE SENIOR CORP BN

 
A
 
 
1,998,260

2,016,072.24

2,000,000.00

1,998,368.81

56,343.8

108.81



1.95

 
JJ
7,475


1142016
1172027
89114QAG3

TORONTO-DOMINION BANK/THE SENIOR CORP BN

 
A
 
 
2,938,030.2

2,931,692.44

2,940,000.00

2,939,164.07

672.53

98.27



1.4

 
AO
17,264.33


4232013
1172027
89114QAV0

TORONTO-DOMINION BANK/THE SENIOR CORP BN

 
A
 
 
4,200,834

4,257,306.86

4,200,000.00

4,200,963.06

17,703.43

(65.70
)


2.25

 
MN
38,325


3042015
1172027
89153VAA7

TOTAL CAPITAL INTERNATIONAL SA CORP BND

 
F
 
 
1,593,024

1,604,816

1,600,000.00

1,598,733.58

6,082.42

355.06



1.5

 
FA
2,933.34

12,000

2142012
10182029
89153VAC3

TOTAL CAPITAL INTERNATIONAL SA CORP BND

 
F
 
 
4,092,333

4,113,147.07

4,100,000.00

4,098,041.74

15,105.33

388.79



1.55

 
JD
16,417.09


9292015
6152018
89153VAF6

TOTAL CAPITAL INTERNATIONAL SA SENIOR CO

 
F
 
 
99,726

100,105

100,000.00

99,966.17

138.83

22.97



1

 
FA
136.11

500

8052013
4152021
89153VAJ8

TOTAL CAPITAL INTERNATIONAL SA SENIOR CO

 
F
 
 
399,120

399,696

400,000.00

399,769.04

(73.04
)
74.16



1

 
JJ
900

2,000

1082014
10152018
89153VAK5

TOTAL CAPITAL INTERNATIONAL SA TOTAL CAP

 
F
 
 
1,998,760

2,027,516.78

2,000,000.00

1,999,201.46

28,315.32

69.75



2.125

 
JJ
9,562.5

21,250

1082014
5172021





F9208ZKB2

TOTAL CAPITAL S.A. CORP BND MTN

 
D
 
 
1,654,432.94

1,464,440.33

970,000.00

1,597,363.98

(132,923.65
)
(10,992.62
)

(134,407.18
)
4.25

 
DEC
18,617.65


12102014
12312049
BRSSD9JL9

TOWNSQUARE MEDIA INC SENIOR SECURED TERM

 
 
 
 
738,032.86

730,726.89

741,227.86

738,277.14

(7,550.25
)
67.90




 
MJSD

4,202.99

3302016
12312049
89236RAD1

TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A

 
 
2
 
964,345.32

964,228

965,000.00

964,853.48

(625.48
)
434.34



0.69

 
MON
295.93

3,793.11

3162015
1172027
89233P5E2

TOYOTA MOTOR CREDIT CORP CORP BND MTN

 
 
 
 
2,595,875

2,513,274.75

2,500,000.00

2,512,844.09

430.66

(7,036.69
)


2

 
MS
2,222.22

25,000

4052013
1172027
89236TCP8

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
 
149,872.5

150,710.66

150,000.00

149,902.45

38.23

89.82



1.55

 
JJ
361.67

13,523.75

7082015
1172027
89236TAL9

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
 
299,877

300,033

300,000.00

299,994.77

(2,738.79
)
71.69



0.8

 
MN
893.33

6,746.67

5142013
1172027
89236TCF0

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
 
1,119,160

1,138,859.15

1,120,000.00

1,119,329.72

2,584.62

40.42



2.15

 
MS
1,270.89

12,040

3092015
1172027
89236TAY1

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
 
1,119,624

1,116,885.21

1,100,000.00

1,119,624

25,076.98




2

 
AO
9,777.78

(9,777.78
)
3302016
1172027
89236TBH7

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
 
1,499,205

1,502,283.75

1,500,000.00

1,499,699.13

19,529.43

66.45



1.125

 
MN
6,328.13


5132014
1172027
89236TCU7

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
 
4,999,400

5,040,008.55

5,000,000.00

4,999,422.59

808.21

22.59



1.7

 
FA
9,916.67


2162016
1172027
89236TCA1

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
 
5,527,417.05

5,555,537.51

5,535,000.00

5,530,460.53

40,585.96

628.13



1.45

 
JJ
17,612.07

40,128.75

1072015
1172027
89267XAF5

TRADEWYND RE LTD CORP BND 144A

 
F
 
 
500,000

500,140

500,000.00

500,000

140




5.168

 
JAJO
6,315.83

6,625.14

12052014
9152021
89267XAH1

TRADEWYND RE LTD CORP BND 144A

 
F
 
 
1,750,000

1,759,677.5

1,750,000.00

1,750,000

9,677.5




7

 
JAJO
29,944.44

200,361.23

12052014
6172019
89289YAB6

TRAMLINE RE II LTD CORP BND 144A

 
F
 
 
1,000,000

1,008,240

1,000,000.00

1,000,000

8,240




9.75

 
JAJO
23,833.33

25,803.96

12042014
7152020
BRSTMLVU6

TRANS UNION LLC SENIOR SECURED TERM LOAN

 
 
2
 
2,515,782.42

2,494,525.52

2,521,844.66

2,515,989.96

(21,464.44
)
219.11




 
MJSD

21,240.82

3232016
12312049
893526DK6

TRANSCANADA PIPELINES LIMITED CORP BND

 
A
 
 
535,870

517,639.28

500,000.00

529,864.59

(12,225.31
)
(3,057.00
)


3.8

 
AO
9,500

9,394.44

4082015
1172027
89352HAN9

TRANSCANADA PIPELINES LIMITED SENIOR COR

 
A
 
 
824,735.5

818,360.26

825,000.00

825,030.85

(6,670.59
)
(4.72
)


1.875

 
JJ
3,394.54

7,734.38

7152015
1172027
89352HAS8

TRANSCANADA PIPELINES LIMITED SR CORP BN

 
A
 
 
2,542,783.5

2,588,113.8

2,550,000.00

2,543,194.01

44,919.79

410.51



3.125

 
JJ
14,166.67


1222016
1172027
89356BAA6

TRANSCANADA TRUST CAPSEC CORP BND

 
A
1
 
1,075,000

947,343.75

1,075,000.00

1,075,000

(127,656.25
)



5.625

 
MN
22,003.91


2242016
1172027
BRSNBE338

TRANSDIGM INC SENIOR SECURED TERM LOAN

 
 
2
 
3,918,637.21

3,885,709

3,937,387.21

3,922,330.13

(36,621.13
)
723.05




 
MJSD

37,418.12

11142014
3312025
BRSU975A2

TRIBUNE COMPANY SENIOR SECURED TERM LOAN

 
 
1
 
1,728,553.88

1,721,153.93

1,731,978.80

1,729,023.7

(7,869.77
)
163.95




 
MJSD

16,459.07

7012015
12312049
BRSEQLBQ6

TRICORBRAUN INC SENIOR SECURED TERM LOAN

 
 
 
 
2,339,125.6

2,299,943.48

2,350,880.00

2,346,762.77

(46,819.29
)
491.21




 
MJSD

23,770.02

4302012
3312025
L9339LAB9

TRINSEO MATERIALS OPERATING SC SENIOR SE

 
E
2
 
565,725

563,361.72

567,142.86

565,873.82

(2,512.1
)
59.77




 
JAJO


4282015
12312049
89837RAA0

TRUSTEES OF DARTMOUTH COLLEGE MUNITAX BN

 
 
 
 
566,110

553,903.24

500,000.00

548,842.99

5,060.25

(3,736.11
)


4.75

 
JD
7,916.67


1302015
5052017
872882AC9

TSMC GLOBAL LTD SENIOR CORP BND 144A

 
F
 
 
5,711,170.95

5,691,511.17

5,715,000.00

5,713,426.58

(21,915.41
)
191.13



1.625

 
AO
45,918.44


3272013
2252021
BRSTA3686

TTM TECHNOLOGIES, INC. SENIOR SECURED TE

 
 
 
 
288,357.77

283,128.49

298,816.35

289,721.95

(6,593.46
)
1,268.08




 
MJSD

5,392.37

5072015
12312049
902133AQ0

TYCO ELECTRONICS GROUP SA SENIOR CORP BN

 
F
1
 
1,634,149.8

1,641,843.52

1,635,000.00

1,634,422.72

7,420.8

41.37



2.35

 
FA
6,403.75

19,211.25

7282014
8162021
BRSPC8H22

UAL_12-2A SENIOR SECURED TERM LOAN

 
 
 
 
1,112,695.18

1,116,441.25

1,123,934.52

1,115,106.08

1,335.17

424.87




 
MJSD

12,694.22

8062014
3312025
90261XHK1

UBS AG (STAMFORD BRANCH) SENIOR CORP BND

 
 
 
 
831,893.8

839,532.64

835,000.00

832,418.32

4,613.1

153.36



2.35

 
MS
272.54

9,811.25

5272015
1172027
90261XHM7

UBS AG (STAMFORD BRANCH) SENIOR CORP BND

 
 
 
 
1,500,000

1,498,920.02

1,500,000.00

1,500,000

7,114.32




1.195

 
MJSD
1,543.67

3,676.4

5272015
1172027
90261XHH8

UBS AG (STAMFORD BRANCH) SENIOR CORP BND

 
 
 
 
3,967,644.3

3,965,111.45

3,945,000.00

3,960,498.35

(921.57
)
(1,914.10
)


1.8

 
MS
986.25

35,505

4212015
1172027
90261XHL9

UBS AG (STAMFORD BRANCH) SENIOR CORP BND

 
 
 
 
4,995,300

4,996,321.5

5,000,000.00

4,997,243.07

(1,079.98
)
1,503.49



1.375

 
JD
22,916.67

36,666.67

9292015
1172027
G918UHAA3

UBS AG JERSEY BRANCH CORP BND EMTN

 
D
1
 
274,088.34

243,775.42

150,000.00

264,361.93

(20,586.51
)
(1,859.67
)

(22,352.19
)
6.375

 
NOV
5,032.02


12042014
12312049
90351DAA5

UBS GROUP FUNDING JERSEY LTD SENIOR CORP

 
F
 
 
5,989,740

6,061,123.8

6,000,000.00

5,990,741.23

70,382.57

479.61



2.95

 
MS
3,441.67

88,500

9212015
2182020





90351DAD9

UBS GROUP FUNDING JERSEY LTD SENIOR CORP

 
F
 
 
8,993,250

9,026,290.26

9,000,000.00

8,993,250

33,040.26




3

 
AO


3292016
5152020
90264AAA7

UBS PD FD TST IV CORP BND

 
 
1
 
5,206,250

5,000,000

5,000,000.00

5,206,250

(206,250
)



6.243

 
MN
117,923.33


11102014
1172027
90270YBD0

UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2

 
 
2
 
1,368,685.5

1,366,430.37

1,355,000.00

1,364,687.21

1,743.16

1,610.73



2.137

 
MON
2,412.46

7,237.38

9232014
4152020
904764AR8

UNILEVER CAPITAL CORP SENIOR CORP BND

 
 
 
 
546,815.5

561,295.36

550,000.00

547,222.66

8,502.23

152.32



2.1

 
JJ
1,957.08

5,775

7282015
1172027
904764AQ0

UNILEVER CAPITAL CORP SENIOR CORP BND

 
 
 
 
2,616,071.25

2,697,629.5

2,625,000.00

2,621,280.8

76,348.7

300.15



2.2

 
MS
4,010.42

28,875

9112013
1172027
904764AP2

UNILEVER CAPITAL CORP SENIOR CORP BND

 
 
 
 
3,088,000

3,123,405.32

3,125,000.00

3,114,903.09

14,072.7

1,864.46



0.85

 
FA
4,353.3

13,281.25

7302012
1172027
907818CZ9

UNION PACIFIC CORPORATION CORP BND

 
 
 
 
275,372.5

268,265.25

250,000.00

267,728.56

536.69

(2,701.43
)


5.75

 
MN
5,430.56


7132015
1172027
907818DD7

UNION PACIFIC CORPORATION CORP BND

 
 
 
 
708,215.55

709,281.96

615,000.00

708,215.55

17,980.68




6.125

 
FA
5,127.14

(5,127.14
)
3302016
1172027
907818DA3

UNION PACIFIC CORPORATION CORP BND

 
 
 
 
1,999,631.7

1,922,620.06

1,749,000.00

1,904,639.38

1,066.41

(15,917.91
)


5.7

 
FA
12,738.55

49,846.5

12052012
1172027
907818EA2

UNION PACIFIC CORPORATION SENIOR CORP BN

 
 
1
 
1,006,336.49

1,002,638.23

1,000,000.00

1,004,743.22

(2,104.99
)
(346.68
)


1.8

 
FA
3,000

9,000

2022015
1172027
907818EE4

UNION PACIFIC CORPORATION SENIOR CORP BN

 
 
1
 
3,247,400

3,304,478.78

3,250,000.00

3,247,788.96

56,689.82

124.21



2.25

 
JD
20,718.75


6162015
1172027
G9T44MEK4

UNITED KINGDOM GILT GOVT BND

 
D
 
 
840,172.99

833,518.3

555,000.00

839,967.68

116,148.09

(293.30
)

(6,724.84
)
1.75

 
MS
948.36

(191.2
)
3172016
7012020
G9T44MHH8

UNITED KINGDOM GILT GOVT BND

 
D
 
 
1,094,126.17

1,118,614.65

750,000.00

1,092,970.09

21,712.24

(2,062.65
)

19,487.82

1.75

 
JJ
3,627.81

27,371.58

3162016
7012018
G9T44MFU1

UNITED KINGDOM GILT GOVT BND

 
D
 
 
1,354,748.21

1,374,997.64

939,000.00

1,353,285.4

(204.81
)
(5,129.06
)

17,935.68

1.25

 
JJ
3,244.29

20,893.72

2012016
11012020
G924502M9

UNITED KINGDOM GILT GOVT BND

 
D
 
 
4,586,427.89

4,586,223.08

2,850,000.00

4,586,427.89

25,644.56




4.5

 
MS
12,522.68

(12,522.68
)
3312016
6012017
G9T44MEB4

UNITED KINGDOM GILT GOVT BND

 
D
 
 
7,642,193.22

7,756,454.13

5,350,000.00

7,640,306.04

(6,449.38
)
(3,151.96
)

112,464.53

1

 
MS
5,223.88

12,034.08

3152016
11152020
BRSVFB2U3

UNITED KINGDOM GILT SENIOR GOVT BND

 
D
 
 
1,070,246.6

1,097,211.82

740,000.00

1,069,684.09

(467,164.72
)
(659.85
)

16,391.91

1.5

 
JJ
3,068.08

(409.84
)
3162016
8012020
G92450K80

UNITED KINGDOM GILT SENIOR GOVT BND

 
D
 
 
12,626,423.04

12,012,703.31

7,660,000.00

12,479,868.03

27,527.73

(237,958.62
)

(547,367.96
)
5

 
MS
37,397.14

649,014.17

2192016
5012027
911312AK2

UNITED PARCEL SERVICE INC CORP BND

 
 
 
 
1,565,228

1,554,188.41

1,400,000.00

1,543,860.7

10,327.71

(11,573.95
)


5.125

 
AO
35,875


10132015
1172027
912828K25

UNITED STATES TREASURY GOVT BND

 
 
 
 
31,127,459.88

31,340,282.13

31,350,000.00

31,194,172.44

146,109.69

18,777.69



0.75

 
AO
108,568.65


7012015
1172027
912828H94

UNITED STATES TREASURY GOVT BND

 
 
 
 
125,292.97

125,588.74

125,000.00

125,288.78

19,961.23

(4.19
)


1

 
FA
157.97

(123.63
)
3212016
1172027
912828TB6

UNITED STATES TREASURY GOVT BND

 
 
 
 
905,440.52

900,899.91

900,000.00

901,382.84

84,125.82

(276.16
)


0.75

 
JD
1,706.04


7132012
1172027
912828A34

UNITED STATES TREASURY GOVT BND

 
 
 
 
986,480

1,011,219.94

1,000,000.00

991,258.71

19,067.66

797.85



1.25

 
MN
4,200.82


12052013
1172027
912828H86

UNITED STATES TREASURY GOVT BND

 
 
 
 
993,244.19

1,005,230.1

1,000,000.00

993,451.42

42,424.6

207.23



1.5

 
JJ
2,513.74

366.85

1212016
1172027
912828B90

UNITED STATES TREASURY GOVT BND

 
 
 
 
1,020,783.25

1,036,440.05

1,000,000.00

1,017,372.39

(452.92
)
(843.77
)


2

 
FA
1,739.13

10,000

3262015
1172027
912828VG2

UNITED STATES TREASURY GOVT BND

 
 
 
 
1,150,958.97

1,150,494.5

1,150,000.00

1,150,110.05

111,585.56

(133.52
)


0.5

 
JD
1,696.72


9022014
1172027
912828QF0

UNITED STATES TREASURY GOVT BND

 
 
 
 
1,771,683.13

1,702,261

1,700,000.00

1,702,098.91

23,907.86

(6,586.28
)


2

 
AO
14,291.21


2012013
1172027
912828TH3

UNITED STATES TREASURY GOVT BND

 
 
 
 
1,825,487.57

1,895,668.06

1,900,000.00

1,847,820.54

63,075.07

3,785.13



0.875

 
JJ
2,786.06

8,312.5

10032014
1172027
912828UB4

UNITED STATES TREASURY GOVT BND

 
 
 
 
2,875,320

2,999,130.03

3,000,000.00

2,910,393.22

20,591.75

5,869.72



1

 
MN
10,081.97


5062014
1172027
912828L32

UNITED STATES TREASURY GOVT BND

 
 
 
 
2,991,679.69

3,028,800.21

3,000,000.00

2,992,535.1

24,877.22

410.63



1.375

 
FA
3,586.96

20,625

10202015
1172027
912828RP7

UNITED STATES TREASURY GOVT BND

 
 
 
 
3,021,810

3,072,359.84

3,000,000.00

3,013,944.47

134,702.77

(1,321.00
)


1.75

 
AO
22,067.31


4022013
1172027
912828VW7

UNITED STATES TREASURY GOVT BND

 
 
 
 
3,022,265.4

3,005,909.7

3,000,000.00

3,003,454.36

55,070.41

(1,894.35
)


1.375

 
JJ
1,212.64

13,125

9102015
1172027
912828K74

UNITED STATES TREASURY GOVT BND

 
 
 
 
3,035,703.13

3,057,839.82

3,000,000.00

3,035,190.86

32,569.17

(492.60
)


2

 
FA
7,582.42

8,865.21

2042016
1172027
912828D56

UNITED STATES TREASURY GOVT BND

 
 
 
 
3,246,105.59

3,354,601.15

3,185,000.00

3,243,015.59

11,778.68

(1,630.55
)


2.375

 
FA
9,403.23

37,821.88

10072015
1172027





912828WR7

UNITED STATES TREASURY GOVT BND

 
 
 
 
3,393,729.36

3,491,839.03

3,350,000.00

3,388,848.24

299.96

(1,762.70
)


2.125

 
JD
17,992.45


7282015
1172027
912828XA3

UNITED STATES TREASURY GOVT BND

 
 
 
 
3,395,490.1

3,416,285.86

3,400,000.00

3,396,648.3

29,937.53

390.24



1

 
MN
12,890.11


7022015
1172027
912828SJ0

UNITED STATES TREASURY GOVT BND

 
 
 
 
3,559,207.46

3,563,069.85

3,555,000.00

3,556,400.95

839.7

(701.78
)


0.875

 
FA
2,704.89

28,574.56

12022015
1172027
912828A42

UNITED STATES TREASURY GOVT BND

 
 
 
 
3,964,379.7

4,035,804.17

3,895,000.00

3,951,678.35

18,314.17

(2,901.67
)


2

 
MN
26,179.52

(12,999.94
)
2232015
1172027
912828VA5

UNITED STATES TREASURY GOVT BND

 
 
 
 
3,979,069.23

4,006,440.13

4,000,000.00

3,979,847.55

22,648.96

778.32



1.125

 
AO
18,914.83

(11,744.51
)
2022016
1172027
912828WN6

UNITED STATES TREASURY GOVT BND

 
 
 
 
4,338,172.67

4,456,348.09

4,300,000.00

4,333,628.38

36,265.11

(1,499.24
)


2

 
MN
28,901.63


7292015
1172027
912828C99

UNITED STATES TREASURY GOVT BND

 
 
 
 
5,080,199.41

5,164,407.07

5,000,000.00

5,121,982.47

162.09

(25,458.45
)


0.125

 
AO
2,917.9


12232015
1172027
912828G38

UNITED STATES TREASURY GOVT BND

 
 
 
 
5,217,968.75

5,214,400.5

5,000,000.00

5,193,808.75

26,809.18

(5,194.19
)


2.25

 
MN
42,651.1


1272015
1172027
912828G79

UNITED STATES TREASURY GOVT BND

 
 
 
 
5,720,886.35

5,745,625.48

5,720,000.00

5,720,748.26

376,362.89

(108.17
)


1

 
JD
16,878.69


12022015
1172027
912828WL0

UNITED STATES TREASURY GOVT BND

 
 
 
 
6,070,322.58

6,107,819.82

6,000,000.00

6,060,833.2

58,415.37

(4,688.39
)


1.5

 
MN
30,245.9


9282015
1172027
912828G95

UNITED STATES TREASURY GOVT BND

 
 
 
 
6,094,687.5

6,127,620.42

6,000,000.00

6,072,550.01

(1,843.23
)
(4,724.58
)


1.625

 
JD
24,642.86


1212015
1172027
912828H37

UNITED STATES TREASURY GOVT BND

 
 
 
 
6,454,114.28

6,491,446.38

6,475,000.00

6,458,877.21

6,668.9

2,232.10



0.875

 
JJ
11,984.97

28,328.13

12022015
1172027
912828J92

UNITED STATES TREASURY GOVT BND

 
 
 
 
7,389,194.47

7,396,336.15

7,405,000.00

7,395,496.45

11,257.9

2,973.85



0.5

 
MS
101.17

23,547.33

8142015
1172027
912828G87

UNITED STATES TREASURY GOVT BND

 
 
 
 
7,508,008.33

7,611,143.18

7,317,000.00

7,476,440.41

98,448.25

(6,602.93
)


2.125

 
JD
39,298.73


1162015
1172027
912828F54

UNITED STATES TREASURY GOVT BND

 
 
 
 
7,743,655.6

7,768,754.77

7,750,000.00

7,744,846.91

62,056.71

853.73



0.875

 
AO
31,312.33

866.63

11232015
1172027
912828TG5

UNITED STATES TREASURY GOVT BND

 
 
 
 
9,143,093.31

9,177,368

9,200,000.00

9,173,812.54

(482.93
)
4,870.35



0.5

 
JJ
7,708.79

23,000

1262015
1172027
912828J84

UNITED STATES TREASURY GOVT BND

 
 
 
 
10,082,438.68

10,109,600.1

10,000,000.00

10,079,662.57

3,555.46

(2,776.11
)


1.375

 
MS
375.68

19,535.52

2052016
1172027
912828TJ9

UNITED STATES TREASURY GOVT BND

 
 
 
 
10,582,380.98

10,905,299.78

10,800,000.00

10,602,166.67

47,847.52

7,227.22



1.625

 
FA
22,178.57

87,750

8062015
1172027
912828VQ0

UNITED STATES TREASURY GOVT BND

 
 
 
 
11,526,633.58

11,608,874.79

11,455,600.00

11,508,631.39

303,133.11

(5,585.01
)


1.375

 
JJ
26,396.66

78,757.25

9102015
1172027
912828D49

UNITED STATES TREASURY GOVT BND

 
 
 
 
11,900,742.77

11,878,795.5

11,850,000.00

11,879,248.42

6,507.75

(5,266.30
)


0.875

 
FA
13,103.37

51,843.75

8142015
1172027
912828SC5

UNITED STATES TREASURY GOVT BND

 
 
 
 
12,312,089.96

12,278,663.78

12,250,000.00

12,280,507.01

52,218.7

(12,323.14
)


0.875

 
JJ
17,962.74

93,031.25

7082015
1172027
912828UZ1

UNITED STATES TREASURY GOVT BND

 
 
 
 
12,356,276.66

12,389,215.75

12,425,000.00

12,374,153.67

167,445.24

5,458.32



0.625

 
AO
32,641.23

(843.07
)
3282016
1172027
912828SM3

UNITED STATES TREASURY GOVT BND

 
 
 
 
13,387,298.89

13,348,811

13,300,000.00

13,337,553.1

88,736.81

(9,929.29
)


1

 
MS
363.39

89,084.7

12302014
1172027
912828UE8

UNITED STATES TREASURY GOVT BND

 
 
 
 
14,390,148.57

14,475,643.44

14,470,000.00

14,421,175.23

54,468.21

7,150.69



0.75

 
JD
27,429.4

803.57

3162015
1172027
912828XK1

UNITED STATES TREASURY GOVT BND

 
 
 
 
14,782,710.94

14,876,284.8

14,850,000.00

14,795,757.1

104,356.63

5,849.24



0.875

 
JJ
27,486.79

64,968.75

9092015
1172027
912828TS9

UNITED STATES TREASURY GOVT BND

 
 
 
 
18,021,296.24

18,127,131.18

18,150,000.00

18,074,912.48

169,714.01

12,535.90



0.625

 
MS
309.94

57,401.81

12212015
1172027
912828SX9

UNITED STATES TREASURY GOVT BND

 
 
 
 
20,036,752.35

20,135,200.6

20,000,000.00

20,036,752.35

15,062.08




1.125

 
MN
76,030.22

(39,959.02
)
2022016
1172027
912828UJ7

UNITED STATES TREASURY GOVT BND

 
 
 
 
21,431,168.94

21,556,545

21,500,000.00

21,452,188.37

26,592.58

6,436.34



0.875

 
JJ
31,526.44

94,062.5

6052015
1172027
912828WD8

UNITED STATES TREASURY GOVT BND

 
 
 
 
25,480,165.24

25,679,145.75

25,400,000.00

25,466,910.79

384.45

(6,393.76
)


1.25

 
AO
133,454.67


4092015
1172027
912828UR9

UNITED STATES TREASURY GOVT BND

 
 
 
 
26,032,735.96

26,331,054.75

26,325,000.00

26,161,340.74

100,243.4

20,961.73



0.75

 
FA
17,168.47

97,144.36

3212016
1172027
912828G20

UNITED STATES TREASURY GOVT BND

 
 
 
 
29,465,160.72

29,525,096.62

29,450,000.00

29,462,021.55

2,455.34

(1,841.57
)


0.875

 
MN
97,694.71

115.38

11062015
1172027
912828RF9

UNITED STATES TREASURY GOVT BND

 
 
 
 
30,965,659.6

30,775,522

30,700,000.00

30,748,712.82

212,234.96

(29,317.84
)


1

 
FA
26,695.65

153,500

3192015
1172027
912828SY7

UNITED STATES TREASURY GOVT BND

 
 
 
 
36,442,206.45

36,528,435.5

36,550,000.00

36,466,378.79

46,986.62

17,936.00



0.625

 
MN
76,769.98

1,870.73

12042015
1172027
912828UA6

UNITED STATES TREASURY GOVT BND

 
 
 
 
43,525,707.79

43,827,126

43,900,000.00

43,659,680.76

122,719.71

35,897.02



0.625

 
MN
92,207.99

1,195.36

11242015
1172027





912828K66

UNITED STATES TREASURY GOVT BND

 
 
 
 
43,863,745.8

43,939,720

44,000,000.00

43,921,405.83

102,990.79

23,391.38



0.5

 
AO
92,472.52

42,976.64

9112015
1172027
912828RH5

UNITED STATES TREASURY GOVT BND

 
 
 
 
44,796,013.99

45,135,457.33

44,500,000.00

44,759,094.44

19,637.56

(15,225.92
)


1.375

 
MS
1,671.77

205,622.62

10092013
1172027
912828TM2

UNITED STATES TREASURY GOVT BND

 
 
 
 
50,906,096.05

50,938,798.48

51,000,000.00

50,932,290.73

80,527.7

10,963.13



0.625

 
FA
27,717.39

104,799.11

2082016
1172027
912828SS0

UNITED STATES TREASURY GOVT BOND

 
 
 
 
11,585,839.31

11,527,370

11,500,000.00

11,522,694.71

4,675.29

(5,229.87
)


0.875

 
AO
42,295.67


3132013
1172027
912810RQ3

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
 
483,165.06

487,635

500,000.00

483,166.14

4,468.86

1.08



2.5

 
FA
1,579.67

(1,545.33
)
3302016
1172027
912828N55

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
 
802,720.1

803,744.02

800,000.00

802,448.9

5,085.95

(432.34
)


1

 
JD
2,021.98

465.66

1202016
1172027
912828Q29

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
 
1,243,654.84

1,246,000

1,250,000.00

1,243,654.84

54,490.57




1.5

 
MS
256.15

(256.15
)
3312016
1172027
912828P46

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
 
1,488,789.06

1,508,059.83

1,530,000.00

1,488,877.68

200,890.73

88.62



1.625

 
FA
3,141.97

(2,614.29
)
3242016
1172027
912828M56

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
 
3,402,481.25

3,455,588.8

3,320,000.00

3,401,098.23

18,895.93

(1,457.88
)


2.25

 
MN
28,320.33

(13,826.38
)
1202016
1172027
912828M72

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
 
4,992,187.5

5,012,300

5,000,000.00

4,993,404.07

1,295.12

962.68



0.875

 
MN
14,702.87


12032015
1172027
912828P79

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
 
5,009,953.13

5,086,536

5,100,000.00

5,010,518.42

49,312.38

565.29



1.5

 
FA
6,652.17

(3,118.21
)
3142016
1172027
912828L57

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
 
5,072,861.57

5,077,049.65

5,000,000.00

5,071,963.7

19,182.15

(897.87
)


1.75

 
MS
239.07

7,411.2

2292016
1172027
912828M64

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
 
18,501,445.31

18,702,205.37

18,500,000.00

18,501,314.64

76,017.58

(102.51
)


1.25

 
MN
87,671.71


12042015
1172027
912828N63

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
 
21,121,880.04

21,165,690.21

21,000,000.00

21,116,377.83

2,345.16

(6,710.61
)


1.125

 
JJ
49,975.96

(13,444.37
)
3182016
1172027
912828TW0

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
 
58,411,055.94

58,623,445.27

58,600,000.00

58,501,979.84

121,465.43

15,425.34



0.75

 
AO
184,734.9

2,717.72

11162015
1172027
913017BQ1

UNITED TECHNOLOGIES CORPORATN CORP BND

 
 
 
 
1,286,397.8

1,256,318.29

1,115,000.00

1,246,701.45

9,616.84

(11,258.85
)


6.125

 
FA
11,382.29

34,146.88

5072015
1172027
913017BZ1

UNITED TECHNOLOGIES CORPORATN JR SUB COR

 
 
 
 
3,312,375

3,304,029.83

3,300,000.00

3,308,687.93

(4,658.1
)
(1,011.27
)


1.778

 
FA
9,779

29,337

4292015
1172027
913017BU2

UNITED TECHNOLOGIES CORPORATN SENIOR COR

 
 
 
 
9,706,645.1

9,777,948.35

9,715,000.00

9,712,983.22

64,965.13

424.83



1.8

 
JD
58,290


11082012
1172027
91324PCT7

UNITEDHEALTH GROUP INCORPORATE SENIOR CO

 
 
 
 
314,883.45

317,511.62

315,000.00

314,887.14

2,624.48

3.69



1.7

 
FA
535.5


2222016
1172027
BRSU64W61

UNIVAR USA INC SENIOR SECURED TERM LOAN

 
 
 
 
1,800,623.58

1,775,428.48

1,805,903.09

1,801,150.44

(25,721.96
)
210.28




 
MJSD

19,449.66

8062015
12312049
91412GTA3

UNIVERSITY CALIFORNIA MUNITAX BND REV

 
 
 
 
2,082,058.5

2,098,038

2,010,000.00

2,063,293.5

34,744.5

(4,149.46
)


2.566

 
MN
19,484.5


2062015
11062017
91412GUW3

UNIVERSITY CALIFORNIA MUNITAX BND REV

 
 
 
 
2,600,000

2,697,812

2,600,000.00

2,600,000

97,812




2.364

 
MN
23,219.73


9292015
5102018
914353ZH3

UNIVERSITY ILL MUNI BND REV

 
 
1
 
5,689,300

5,779,950

5,000,000.00

5,580,372.61

199,577.39

(18,305.14
)


5

 
AO
125,000


9112013
5102018
914440LQ3

UNIVERSITY MASS BLDG AUTH MUNITAX BND R

 
 
 
 
995,610

1,011,530

1,000,000.00

997,198.04

14,331.96

265.63



1.333

 
MN
5,554.17


3082013
3172022
914713K27

UNIVERSITY N C CHAPEL HILL MUNITAX BND R

 
 
 
 
500,000

506,910

500,000.00

500,000

2,670




1.317

 
JD
2,195


9252014
11082019
914713J94

UNIVERSITY N C CHAPEL HILL MUNITAX BND R

 
 
 
 
1,000,000

1,002,670

1,000,000.00

1,000,000

6,910




0.759

 
JD
2,530


9252014
9142018
914682AM1

UNIVERSITY N MEX UNIV REVS MUNITAX BND R

 
 
1
 
1,264,462.7

1,265,830.65

1,255,000.00

1,255,000

10,830.65




7.8

 
JD
24,744.41


1222001
1172027
BRSM1V101

UNIVISION COMMUNICATIONS INC SENIOR SECU

 
 
2
 
1,907,219.28

1,918,098.45

1,939,222.40

1,917,975.97

(63,184.07
)
1,357.99




 
MJSD

19,655.74

4012014
3312025
BRSJE18C7

UNIVISION COMMUNICATIONS INC SENIOR SECU

 
 
2
 
6,096,239.04

6,037,658.74

6,107,460.91

6,100,842.81

122.48

418.88




 
MJSD

61,905.72

6052013
3312025
90323WAA8

URSA RE LTD CORP BND 144A

 
F
 
 
1,250,000

1,246,175

1,250,000.00

1,250,000

(3,825
)



3.823

 
MJSD
4,047.05

11,110.33

11142014
10162017
90323WAB6

URSA RE LTD CORP BND 144A

 
F
 
 
1,250,000

1,253,887.5

1,250,000.00

1,250,000

3,887.5




5.323

 
MJSD
5,635.16

15,772.22

11142014
10152019
90323WAC4

URSA RE LTD SENIOR CORP BND 144A

 
F
 
 
1,600,000

1,610,784

1,600,000.00

1,600,000

10,784




5

 
MJSD
6,775.95

34,946.66

9102015
6172019
BRSU0Q006

US ACUTE CARE SOLUTIONS LLC SENIOR SECUR

 
 
 
 
5,267,660.32

5,254,491.17

5,267,660.32

5,267,660.32

(13,169.15
)




 
MJSD

60,147.94

5192015
12312049
BRSLYQE12

US AIRWAYS INC SENIOR SECURED TERM NOTES

 
 
2
 
4,558,191.45

4,566,184.38

4,576,192.52

4,565,158.2

1,026.18

873.98




 
MJSD

41,821.32

10012015
3312025





91159HHH6

US BANCORP SENIOR CORP BND MTN

 
 
1
 
1,262,787.5

1,271,926.11

1,250,000.00

1,262,024.67

56,850.77

(762.83
)


2.2

 
AO
11,916.67

(6,493.06
)
1142016
1172027
91159HHE3

US BANCORP SENIOR CORP BND MTN

 
 
1
 
4,993,800

5,053,545.4

5,000,000.00

4,996,694.63

9,901.44

306.52



1.95

 
MN
36,833.33


11042013
1172027
90331HMJ9

US BANK NA/CINCINNATI OH SENIOR CORP BND

 
 
1
 
4,000,000

3,988,920

4,000,000.00

4,000,000

(11,080
)



0.835

 
MJSD
1,947.4

6,996.89

9082014
1172027
90331HML4

US BANK NA/CINCINNATI OH SENIOR CORP BND

 
 
1
 
8,737,837.5

8,868,809.87

8,745,000.00

8,739,854.96

128,954.91

340.28



2.125

 
AO
78,978.28


7292015
1172027
90331HMU4

US BANK NATIONAL ASSOCIATION SENIOR CORP

 
 
1
 
3,247,205

3,260,707.45

3,250,000.00

3,247,444.18

6,759.3

239.18



1.45

 
JJ
8,115.98


1262016
1172027
90331HMH3

US BANK NATIONAL ASSOCIATION SENIOR CORP

 
 
1
 
3,997,760

4,008,436.6

4,000,000.00

3,998,911.08

9,525.52

185.83



1.375

 
MS
3,055.56

27,500

9082014
1172027
90331HMC4

US BANK NATIONAL ASSOCIATION SENIOR CORP

 
 
1
 
4,499,325

4,506,570.46

4,500,000.00

4,499,811.16

16,729.4

59.66



1.1

 
JJ
8,387.5

31,243.06

1272014
1172027
90331HMQ3

US BANK NATIONAL ASSOCIATION SENIOR CORP

 
 
1
 
6,689,816

6,710,499.91

6,700,000.00

6,693,770.51

13,263.27

842.36



1.35

 
JJ
16,331.25

45,225

1222015
1172027
BRSUR9351

USAGM HOLDCO LLC SENIOR SECURED TERM NOT

 
 
 
 
1,417,018.1

1,380,314.14

1,430,377.35

1,418,274.95

(37,960.81
)
508.47




 
MJSD

9,400.06

11042015
12312049
91802RAT6

UTILITY DEBT SECURITIZATION AU MUNITAX B

 
 
 
 
1,986,780

2,015,940

2,000,000.00

1,989,672.66

26,267.34

466.02



2.042

 
JD
12,025.11


12122013
3162018
BRSS0WHT7

VALEANT PHARMACEUTICALS INTERN SENIOR SE

 
A
2
 
3,199,613.82

3,048,967.44

3,236,049.96

3,201,926.28

(152,958.84
)
1,273.47




 
MJSD

32,734.3

1292016
12312049
92867MAC4

VALET_13-1 ABS 13-1

 
 
2
 
912,952.66

911,472.14

913,004.62

912,995.2

(1,523.06
)
17.14



0.56

 
MON
156.22

1,955.75

2212013
2282024
92867PAD5

VALET_13-2 ABS_13-2 A4

 
 
2
 
559,901.38

555,800

560,000.00

559,956.52

(4,156.52
)
2.02



1.16

 
MON
198.48

1,623.99

11062013
2282024
92329JAF6

VENT_12-12A MEZZANIN ABS_12-12A C2 144A

 
F
2
 
1,000,937.5

985,025.4

1,000,000.00

1,000,759.26

(15,733.86
)
(37.50
)


4.136

 
FMAN
3,676.09

9,887.91

1082015
2282024
922764AA3

VENTERRA RE LTD CORP BND 144A

 
F
 
 
7,500,000

7,509,225

7,500,000.00

7,500,000

9,225




3.75

 
MJSD
781.25

72,120.98

12202013
2162021
92328CAN5

VENTR_12-11A MEZZANIN ABS 12-11A CR 144A

 
F
2
 
1,000,000

973,084.8

1,000,000.00

1,000,000

(26,915.2
)



3.568

 
FMAN
4,460.25

8,462.98

4232015
11142022
92329JAE9

VENTR_12-12A ABS_ 12-12A C1

 
F
2
 
1,165,800

1,146,252.48

1,200,000.00

1,173,410.29

(27,157.81
)
1,286.27



3.486

 
FMAN
3,717.97

9,893.82

10022014
2282024
BRSNY4KA0

VERIFONE INC SENIOR SECURED TERM NOTES

 
 
 
 
418,966.09

415,808.04

421,071.43

419,476.96

(3,668.92
)
79.51




 
MJSD

3,734.79

7012014
3312025
92343VBD5

VERIZON COMMUNICATIONS INC CORP BND

 
 
 
 
4,066,560

4,020,480

4,000,000.00

4,018,747.04

1,732.96

(8,006.18
)


2

 
MN
33,333.34


12212011
2282024
92343VCB8

VERIZON COMMUNICATIONS INC SENIOR CORP B

 
 
 
 
303,390

308,638.53

300,000.00

302,800.32

(7,536.22
)
(209.04
)


2.55

 
JD
2,210


7132015
2282024
92343VBJ2

VERIZON COMMUNICATIONS INC SENIOR CORP B

 
 
1
 
965,010

991,149.37

1,000,000.00

966,962.2

24,187.17

1,129.97



2.45

 
MN
10,208.33


10212015
2282024
92343VBQ6

VERIZON COMMUNICATIONS INC SENIOR CORP B

 
 
 
 
2,215,784.99

2,278,542.03

2,064,000.00

2,183,384.2

95,157.83

(6,207.80
)


4.5

 
MS
4,128

46,440

12232015
2282024
92343VBF0

VERIZON COMMUNICATIONS INC SENIOR CORP B

 
 
 
 
2,245,230

2,240,919.45

2,250,000.00

2,248,455.67

5,838.21

241.36



1.1

 
MN
10,312.51


11022012
2282024
92343VCH5

VERIZON COMMUNICATIONS INC SENIOR CORP B

 
 
 
 
9,293,342.26

9,487,451.55

9,240,000.00

9,284,537.47

202,914.08

(2,666.05
)


2.625

 
FA
26,950

121,275.01

12222015
2282024
BRSHX96A9

VERTAFORE INC SENIOR SECURED TERM NOTES

 
 
 
 
2,846,719.35

2,844,041.2

2,852,599.00

2,849,426.7

(5,385.5
)
225.35




 
MJSD

31,319.16

4032013
3312025
BRSX3CBW6

VERTICALSCOPE INC SECURED TERM LOAN

 
I
 
 
1,650,000

1,637,625

1,650,000.00

1,650,000

(12,375
)




 
MJSD

8,771.66

12212015
12312049
BRSX3CA31

VERTICALSCOPE INC SENIOR SECURED TERM LO

 
A
 
 
222,750

223,312.5

225,000.00

222,750

562.5





 
MJSD

71,620.34

10212015
12312049
BRSX3CBR7

VERTICALSCOPE INC SENIOR SECURED TERM LO

 
A
 
 
5,554,687.5

5,513,027.34

5,554,687.50

5,554,687.5

(41,660.16
)




 
MJSD


10212015
12312049
92553PAJ1

VIACOM INC CORP BND

 
 
 
 
2,038,820

2,048,089.91

2,000,000.00

2,034,645.09

13,444.82

(2,275.05
)


3.875

 
JD
22,819.44

16,576.39

12232015
2282024
92553PAY8

VIACOM INC SENIOR CORP BND

 
 
1
 
999,860

1,008,056.41

1,000,000.00

999,896.74

8,159.67

6.58



2.75

 
JD
8,097.22


12032014
2282024
927804FM1

VIRGINIA ELECTRIC AND POWER CO SENIOR CO

 
 
1
 
4,008,660

3,983,201.28

4,000,000.00

4,003,147.44

(19,946.16
)
(462.19
)


1.2

 
JJ
10,133.33

24,000

12052014
2282024
928077HH2

VIRGINIA PORT AUTH PORT FAC RE MUNITAX B

 
 
 
 
1,405,000

1,425,316.3

1,405,000.00

1,405,000

20,316.3




1.662

 
JJ
5,837.78

11,675.55

3052015
1122021
928077HJ8

VIRGINIA PORT AUTH PORT FAC RE MUNITAX B

 
 
 
 
1,500,000

1,531,215

1,500,000.00

1,500,000

31,215




2.098

 
JJ
7,867.5

15,735

3052015
10142020
928077HK5

VIRGINIA PORT AUTH PORT FAC RE MUNITAX B

 
 
 
 
2,010,000

2,066,923.2

2,010,000.00

2,010,000

56,923.2




2.348

 
JJ
11,798.7

23,597.4

3052015
8172018





92812QWJ2

VIRGINIA ST HSG DEV AUTH MUNITAX BND REV

 
 
1
 
3,439,440

3,282,990

3,000,000.00

3,244,629.33

38,360.67

(32,728.63
)


6.32

 
MN
79,000


3252009
9162019
BRSTG6CM5

VIRIGIN MEDIA SENIOR SECURED TERM NOTES

 
E
2
 
3,581,243.12

3,548,487.07

3,582,068.97

3,581,269.72

(32,782.65
)
26.60




 
JD


1042016
12312049
92826CAC6

VISA INC SENIOR CORP BND

 
 
1
 
2,387,060.25

2,473,529.91

2,375,000.00

2,386,533.95

28,804.96

(536.54
)


2.8

 
JD
19,765.29

(2,667.77
)
1072016
2282024
92826CAA0

VISA INC SENIOR CORP BND

 
 
 
 
5,047,323.5

5,076,523.36

5,050,000.00

5,047,718.4

175,963

346.90



1.2

 
JD
18,011.66

1,366.67

12092015
2282024
92826CAB8

VISA INC SENIOR CORP BND

 
 
1
 
6,949,088.25

7,125,386.16

6,955,000.00

6,949,423.16

86,995.96

417.08



2.2

 
JD
45,477.97

24,450.55

12092015
2282024
92857WAY6

VODAFONE GROUP PLC SENIOR CORP BND

 
F
 
 
1,442,528.77

1,443,006.15

1,447,000.00

1,445,642.57

(2,636.42
)
225.66



1.25

 
MS
251.22

9,043.75

9192012
2152029
92867TAD7

VOLKSWAGEN AUTO LOAN ENHANCED ABS _14-2-

 
 
2
 
1,059,819.8

1,046,961.97

1,060,000.00

1,059,884.81

(12,922.84
)
10.21



1.39

 
MON
450.21

3,683.49

10152014
2282024
BRSK76500

VOLKSWAGEN FIN SERV N.V. CORP BND EMTN

 
D
 
 
908,378.81

858,142.01

600,000.00

905,830.59

(47,688.58
)
(181.50
)

(42,348.57
)
1.75

 
FA
1,658.42

8,186.67

10302015
9202019
928670AK4

VOLKSWAGEN INTERNATIONAL FINAN CORP BND

 
F
 
 
255,160

250,807.7

250,000.00

252,951.76

(2,144.06
)
(751.56
)


2.375

 
MS
148.44

2,968.75

7072015
10152023
928670AW8

VOLKSWAGEN INTERNATIONAL FINAN SENIOR CO

 
F
 
 
5,347,646

5,323,159.05

5,350,000.00

5,349,498.78

(26,339.73
)
198.27



1.125

 
MN
22,235.94


11132013
10152023
91830XAE2

VOYA_12-3AR ABS 12-3AR CR 144A

 
F
2
 
4,000,000

3,981,789.6

4,000,000.00

4,000,000

(18,210.4
)



3.572

 
JAJO
30,560.44

33,431.78

3242015
10152022
U9291NAP0

VW CREDIT INC SENIOR CORP BND EMTN

 
 
 
 
4,590,450

4,500,270

4,500,000.00

4,513,955.92

(13,685.92
)
(6,512.76
)


1.875

 
OCT
39,375


4032013
12312049
928667AD6

VWMT_14-1A ABS_14-1A-A2 144A

 
 
2
 
3,819,901.45

3,776,681.08

3,820,000.00

3,819,955.16

(43,274.08
)
8.72



1.4

 
MON
1,634.11

13,370.01

8122014
2282024
931427AE8

WALGREENS BOOTS ALLIANCE INC SENIOR CORP

 
 
 
 
1,497,945

1,502,669.1

1,500,000.00

1,498,871.35

3,797.75

170.65



1.75

 
MN
9,770.83


12232015
2282024
932117JZ8

WALL TWP N J SCH DIST MUNITAX BND GO

 
 
 
 
382,363.6

380,505.4

380,000.00

380,384.78

120.62

(332.54
)


1.866

 
JJ
1,496.95

3,545.4

6082012
10192020
932117KA1

WALL TWP N J SCH DIST MUNITAX BND GO

 
 
 
 
391,778.4

392,644.2

390,000.00

390,834.66

1,809.54

(159.62
)


2.116

 
JJ
1,742.17

4,126.2

6082012
4152021
931142DF7

WAL-MART STORES INC SENIOR CORP BND

 
 
 
 
491,370

502,070.85

500,000.00

494,984.72

31.56

602.86



1.125

 
AO
2,656.25


4042013
2282024
931142DE0

WAL-MART STORES INC SENIOR CORP BND

 
 
 
 
1,189,155.1

1,190,023.8

1,190,000.00

1,189,992.24

7,086.13

151.01



0.6

 
AO
3,371.67

6,224.5

4042013
2282024
25468PDF0

WALT DISNEY COMPANY (THE) CORP BND

 
 
 
 
648,453

696,504.87

650,000.00

648,524.82

47,980.05

33.20



3.15

 
MS
796.26

10,237.5

9142015
1072019
25468PDE3

WALT DISNEY COMPANY (THE) CORP BOND

 
 
 
 
4,032,960

4,098,358.76

4,000,000.00

4,029,916.72

68,442.04

(1,583.50
)


2.15

 
MS
3,344.44

43,000

10062015
4072020
25468PDJ2

WALT DISNEY COMPANY (THE) SENIOR CORP BN

 
 
 
 
409,602.3

422,262.68

410,000.00

409,617.56

17,947.42

15.26



2.3

 
FA
2,174.14


1052016
1082020
25468PDD5

WALT DISNEY COMPANY (THE) SENIOR CORP BN

 
 
 
 
519,558

526,071.57

520,000.00

519,636.21

36,381.9

36.12



1.5

 
MS
303.33

3,900

9142015
9272017
25468PCW4

WALT DISNEY COMPANY (THE) SENIOR CORP BN

 
 
 
 
755,389.44

793,500.02

776,000.00

757,118.12

6,435.36

640.60



2.35

 
JD
6,078.66


7272015
6072019
25468PCV6

WALT DISNEY COMPANY (THE) SENIOR CORP BN

 
 
 
 
3,102,781.25

3,135,392.91

3,125,000.00

3,117,445.49

12,645.12

1,114.43



1.1

 
JD
11,458.34


11272012
6072018
9292274U7

WAMU_03-S4 WAMU_03-S4

 
 
2
 
425,954.23

439,212.98

419,940.68

425,840.03

13,372.95

(227.79
)


5.5

 
MON
1,924.73

5,889.06

7182003
2282024
92922F3N6

WAMU_05-A12 CMO_05-AR12 1A8

 
 
2
 
1,637,379.78

1,556,066.84

1,654,180.06

1,638,933.34

(82,866.5
)
890.26



2.431

 
MON
3,350.91

10,338.76

1102008
2282024
93730PAG1

WASHINGTON BIOMEDICAL RESEARCH MUNITAX B

 
 
 
 
1,281,226.5

1,282,560.5

1,150,000.00

1,241,293.79

41,266.71

(6,763.05
)


4.881

 
JJ
14,032.88

28,065.75

2122013
2142019
93974CQX1

WASHINGTON STATE MUNITAX BND GO

 
 
 
 
4,875,697.2

4,844,395.2

4,440,000.00

4,772,400.82

71,994.38

(24,099.16
)


4.019

 
FA
29,740.6

89,221.8

2262015
1172017
939720LL0

WASHINGTON STATE MUNITAX BND REV

 
 
 
 
587,188.8

609,610.1

605,000.00

592,636.56

21,040.89

919.23



1.45

 
JJ
2,193.13

4,386.25

8152013
4092018
939720LK2

WASHINGTON STATE MUNITAX BND REV

 
 
 
 
2,685,609

2,710,773

2,700,000.00

2,689,732.11

16,973.54

1,124.26



1.15

 
JJ
7,762.5

15,525

4292015
1152018
92978PAF6

WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A

 
 
2
 
5,134,871.45

4,746,090.79

4,673,833.41

4,779,311.09

(33,220.3
)
(40,581.39
)


5.297

 
MON
20,631.08

84,688.28

6022014
5152019
BRSJARVG9

WCA WASTE SENIOR SECURED TERM LOAN

 
 
 
 
1,010,736.65

1,002,886.68

1,006,661.66

1,005,733.34

(2,846.66
)
126.73




 
MJSD

5,010.73

5302013
3312025
949746RN3

WELLS FARGO & COMPANY CAPSEC CORP BND

 
 
1
 
1,330,000

1,419,775

1,330,000.00

1,330,000

(4,375
)



5.875

 
JD
23,007.15

33,454.86

1152015
1019999
949746RG8

WELLS FARGO & COMPANY CAPSEC CORP BND

 
 
1
 
3,543,750

3,539,375

3,500,000.00

3,543,750

89,775




5.9

 
JD
60,802.78


12112014
2282024





949746PM7

WELLS FARGO & COMPANY CAPSEC CORP BND

 
 
1
 
6,615,000

6,210,000

6,000,000.00

6,367,014.72

(157,014.72
)
(44,380.25
)


7.98

 
MS
21,280

239,400

10222014
2282024
94974BFG0

WELLS FARGO & COMPANY SENIOR CORP BND

 
 
 
 
498,860

501,865.5

500,000.00

499,481.26

2,384.24

71.24



1.5

 
JJ
1,562.5

3,750

1102014
1019999
94974BGB0

WELLS FARGO & COMPANY SENIOR CORP BND

 
 
 
 
1,498,515

1,500,881.76

1,500,000.00

1,499,281.19

48,236.32

123.30



1.4

 
MS
1,341.66

10,500

9022014
1019999
94974BFU9

WELLS FARGO & COMPANY SENIOR CORP BND

 
 
 
 
3,093,428

3,144,134.18

3,100,000.00

3,095,897.86

1,600.57

321.42



2.125

 
AO
29,094.79


4142014
1019999
94974BGH7

WELLS FARGO & COMPANY SENIOR CORP BND MT

 
 
 
 
479,110

502,555.62

500,000.00

480,532.11

22,023.51

457.55



3

 
FA
1,750

20,250

6232015
1019999
94974BGM6

WELLS FARGO & COMPANY SENIOR CORP BND MT

 
 
 
 
1,099,384

1,124,491.35

1,100,000.00

1,099,464.69

25,026.66

29.26



2.6

 
JJ
5,481.66

14,300

7152015
1019999
94974BFJ4

WELLS FARGO & COMPANY SRSUB CORP BND MTN

 
 
 
 
1,972,740

2,044,940.04

2,000,000.00

1,977,085.72

67,854.32

728.29



3.45

 
FA
9,200

34,500

9292014
1019999
94974BFY1

WELLS FARGO & COMPANY SUB CORP BND MTN

 
 
 
 
5,085,850

5,218,114.11

5,000,000.00

5,075,719.86

142,394.25

(1,505.11
)


4.1

 
JD
67,194.45


6272014
1019999
94988J5A1

WELLS FARGO BANK NA SENIOR CORP BND

 
 
 
 
1,949,434.5

1,964,301.58

1,950,000.00

1,949,482.61

14,818.97

48.11



1.65

 
JJ
5,541.25


1222016
1019999
94989EAB3

WELLS_15-LC20 SENIOR CMBS 15-LC20 A2

 
 
2
 
875,480.45

874,116.03

850,000.00

871,221.2

2,894.83

(1,086.19
)


2.678

 
MON
1,896.92

5,690.76

3252015
7152021
95058XAB4

WEN_15-1A ABS_15-1A A2II 144A

 
 
2
 
2,487,500

2,433,421.75

2,487,500.00

2,487,500

(54,078.25
)



4.08

 
MJSD
4,510.67

25,436.25

5192015
1019999
BRSLBEQ11

WESTERN REFINING INC SENIOR SECURED TERM

 
 
2
 
1,888,778.8

1,827,217.24

1,883,729.12

1,888,098.54

(60,881.3
)
(236.23
)



 
FMAN

20,288.77

6032015
3312025
960895VY3

WESTMORELAND CNTY PA MUNITAX BND GO

 
 
 
 
244,617.8

247,217.25

245,000.00

244,797.61

2,419.64

29.79



1.442

 
JD
1,177.63


5222013
1252018
960895VZ0

WESTMORELAND CNTY PA MUNITAX BND GO

 
 
 
 
575,742.8

589,077

580,000.00

577,243.82

11,833.18

250.47



1.642

 
JD
3,174.53


5222013
3062018
961214CH4

WESTPAC BANKING CORP SENIOR CORP BND

 
F
 
 
1,618,299

1,619,297.24

1,620,000.00

1,619,349.69

(52.45
)
142.46



1.2

 
MN
7,128


5142014
9162024
961214CK7

WESTPAC BANKING CORP SENIOR CORP BND

 
F
 
 
2,249,865

2,255,962.84

2,250,000.00

2,249,924.27

6,038.57

11.14



1.5

 
JD
11,250


11172014
2182020
94988HAD3

WFCM_12-LC5 SENIOR CMBS 12-LC5

 
 
2
 
2,286,210.94

2,298,892.43

2,250,000.00

2,281,833.58

17,058.85

(2,123.99
)


2.528

 
MON
4,740

14,220

9222015
9202019
94989DAW9

WFCM_15-C27 SENIOR SENIOR CMBS 15-C27 A5

 
 
2
 
3,089,817.01

3,144,420.09

3,000,000.00

3,080,801.2

63,618.89

(2,166.42
)


3.451

 
MON
8,627.51

25,882.53

3032015
4242019
94989NBE6

WFCM_15-C30 LCF SENIOR CMBS 15-C30

 
 
2
 
1,210,178.33

1,249,232.74

1,175,000.00

1,208,078.97

41,153.77

(829.54
)


3.664

 
MON
3,587.67

10,763.01

7272015
2202045
94989HAF7

WFCM_15-NXS1 PRELCF SENIOR CMBS 15-NXS1

 
 
2
 
3,083,549.75

3,077,879.41

3,000,000.00

3,069,588.53

8,290.88

(3,536.61
)


2.632

 
MON
6,580

19,740

4202015
4092020
94989VAD1

WFCM_15-NXS3 LCF SENIOR CMBS_15-NXS3 A4

 
 
2
 
2,879,502.7

2,977,739.02

2,803,000.00

2,876,644.22

101,094.8

(1,859.20
)


3.617

 
MON
8,448.71

25,346.13

12072015
7182026
94989VAB5

WFCM_15-NXS3 PRELCF SENIOR CMBS_15-NXS3

 
 
2
 
1,029,972

1,035,459.98

1,000,000.00

1,026,915.91

8,544.07

(1,640.61
)


2.848

 
MON
2,373.33

7,119.99

9252015
2202045
94989YBB8

WFCMT_16-C32 SENIOR SUB CMBS_16-C32 AS

 
 
2
 
1,287,447.5

1,340,482.38

1,250,000.00

1,287,047.8

53,434.58

(399.70
)


3.952

 
MON
4,116.67

1,783.89

2032016
2152040
949781AA6

WFMBS CMO 05-AR1 1A1

 
 
2
 
1,155,696.32

1,172,482.89

1,183,942.14

1,159,813.81

12,669.08

1,459.41



2.765

 
MON
2,727.57

8,516.05

12052006
1019999
94982BAG5

WFMBS CMO 05-AR8 3A2

 
 
2
 
288,064.36

298,852.73

293,055.45

289,095.84

9,756.89

411.63



2.75

 
MON
671.66

2,117.17

12152005
1019999
94981NAH8

WFMBS_05-AR4 CMO 05-AR4 2A2

 
 
2
 
757,430.4

777,280.52

779,318.28

761,940.25

15,340.27

1,051.62



2.969

 
MON
1,927.88

5,717.4

7192006
1019999
981464DG2

WFNMT_12-C ABS 12-C

 
 
2
 
1,399,466.46

1,424,059.28

1,400,000.00

1,399,773.32

24,285.96

21.51



2.23

 
MON
1,387.56

7,804.98

7132012
1019999
981464DX5

WFNMT_13-B ABS 13-B

 
 
2
 
1,624,986.35

1,625,000

1,625,000.00

1,624,991.25

8.75

28.85



0.91

 
MON
657.22

3,696.87

5142013
1019999
981464EN6

WFNMT_14-C SENIOR ABS 14-C

 
 
2
 
719,834.4

721,893.6

720,000.00

719,897.71

1,995.89

11.38



1.54

 
MON
492.8

2,772

11032014
1019999
92937EAB0

WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SE

 
 
2
 
1,470,037.5

1,469,125

1,460,000.00

1,464,610.87

4,514.13

(901.36
)


2.029

 
MON
2,468.62

7,405.86

9182014
2182020
92930RAB8

WFRBS_12-C9 SENIOR CMBS 12-C9

 
 
2
 
1,436,021.48

1,429,004.22

1,425,000.00

1,429,767.78

(763.56
)
(1,235.93
)


1.829

 
MON
2,171.94

6,515.82

10092014
11152020
92938EAF0

WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A

 
 
2
 
6,303,750

6,209,455.2

6,000,000.00

6,178,545.76

30,909.44

(18,818.98
)


3.223

 
MON
16,115

48,345

7212014
12152034
92939FAR0

WFRBS_14-C21 PRELCF SENIOR CMBS_14-C21 A

 
 
2
 
1,043,750

1,034,236.4

1,000,000.00

1,035,509.41

(1,273.01
)
(2,128.00
)


2.917

 
MON
2,430.83

7,292.49

4072015
5152018
92939LAB2

WFRBS_14-C25 PRELCF SENIOR CMBS _14-C25-

 
 
2
 
5,664,840.5

5,705,753.9

5,500,000.00

5,621,756.14

83,997.76

(8,366.12
)


2.932

 
MON
13,438.33

40,314.99

11182014
3152019





9698714J8

WILLIAMSON CNTY TENN MUNITAX BND GO

 
 
 
 
418,676

416,544

400,000.00

410,789.12

5,754.88

(1,315.18
)


2.95

 
AO
5,900


3272013
3042019
97652QAC3

WIN_14-2 WHOLE CMO 14-2

 
 
2
 
2,398,715.57

2,406,342.95

2,366,180.58

2,389,326.37

17,016.58

(4,905.44
)


3.5

 
MON
6,901.36

21,518.01

10082014
1019999
BRSZFPNX4

Window TERM NOTES

 
R
 
 
5,658,411.57

5,630,119.51

5,658,411.57

5,658,411.57

(28,292.06
)




 
MS

64,756.96

2012016
4222027
976656CF3

WISCONSIN ELECTRIC POWER COMPA SENIOR CO

 
 
1
 
2,500,000

2,508,398.05

2,500,000.00

2,500,000

8,398.05




1.7

 
JD
12,513.89


6102013
1019999
976826BG1

WISCONSIN POWER AND LIGHT COMP SENIOR CO

 
 
 
 
560,420

545,238.07

500,000.00

542,182.82

3,055.25

(3,079.62
)


5

 
JJ
5,277.78

12,500

7072009
1019999
97705MDE2

WISCONSIN ST MUNI BND GO

 
 
1
 
981,031.8

987,005.75

815,000.00

980,317.15

6,688.6

(714.65
)


5

 
MN
1,697.92


2252016
5152019
977100AU0

WISCONSIN ST MUNITAX BND REV

 
 
 
 
2,243,300

2,165,300

2,000,000.00

2,146,464.45

18,835.55

(17,277.15
)


5.05

 
MN
42,083.33


10292014
4092018
982526AT2

WM WRIGLEY JR CO SENIOR CORP BND 144A

 
 
 
 
252,277.5

251,188.17

250,000.00

251,575.32

(387.15
)
(248.55
)


2

 
AO
2,236.11


7142015
1019999
982526AU9

WM WRIGLEY JR CO SENIOR CORP BND 144A

 
 
1
 
8,396,608

8,372,806.04

8,275,000.00

8,361,210.79

11,595.25

(8,450.40
)


2.4

 
AO
88,266.67


4292015
1019999
93934FEN8

WMALT_05-5 CMO 05-9-2A2

 
 
2
 
2,005,333.38

2,137,170.86

2,188,631.27

2,028,628.73

108,542.13

(22,057.27
)


5.5

 
MON
10,031.23

31,379.26

12172007
2282024
BRSJ883L4

WMG ACQUISITION CORP SENIOR SECURED TERM

 
 
2
 
2,949,978.36

2,902,778.71

2,949,978.36

2,949,978.36

(47,199.65
)




 
FMAN

28,035.04

9062013
3312025
66859TAC3

WOODS_14-14A MEZZANIN ABS 14-14A-B 144A

 
F
2
 
2,942,475

2,872,201.2

3,000,000.00

2,951,777.37

(79,576.17
)
1,904.96



3.078

 
FMAN
12,566.87

21,590.1

11172014
6012018
BRSVTZPY2

WORLDWIDE EXPRESS OPERATIONS L SENIOR SE

 
 
 
 
75,604.15

74,848.11

75,604.15

75,604.15

(756.04
)




 
MJSD


1262016
12312049
BRSVTZSZ6

WORLDWIDE EXPRESS OPERATIONS L SENIOR SE

 
 
 
 
2,409,711.04

2,385,613.93

2,409,711.04

2,409,711.04

(47,614.96
)




 
MJSD

(14,098.03
)
3232016
12312049
BRSVTZRG9

WORLDWIDE EXPRESS OPERATIONS L SENIOR SE

 
 
 
 
4,761,496.19

4,713,881.23

4,761,496.19

4,761,496.19

(24,097.11
)




 
MJSD
(20,248.02
)
81,312.96

3232016
12312049
BRSP8QSG4

WSCFP_14 SENIOR CMBS 14

 
D
2
 
1,785,379.5

1,581,842.07

1,110,000.00

1,785,379.5

(203,537.43
)


(189,976.5
)
1.45

 
FMAN
3,613.37

6,140.26

10072014
5012027
95168QAG5

WSTC_13-1A MEZZANIN ABS _13-1A-B 144A

 
F
2
 
479,500

397,741.8

500,000.00

483,221.91

(85,480.11
)
692.97



3.52

 
FMAN
2,591.26

4,099.93

11122014
1019999
983919AG6

XILINX, INC. SENIOR CORP BND

 
 
 
 
1,989,540

2,009,101.1

2,000,000.00

1,993,692.19

15,408.91

513.20



2.125

 
MS
1,888.89

21,250

3052014
1019999
98420EAC9

XLIT LTD JRSUB CORP BND

 
F
1
 
512,678.65

498,227.04

505,000.00

511,298.1

(13,071.06
)
(372.90
)


4.45

 
MS
62.42

11,236.25

4102015
3312025
98417EAU4

XSTRATA FINANCE (CANADA) LTD SENIOR CORP

 
A
 
 
2,231,245.2

2,156,775

2,235,000.00

2,233,769.3

(76,994.3
)
195.77



2.7

 
AO
26,149.5


10182012
1019999
986438MA4

YORK CNTY S C MUNI BND GO

 
 
 
 
1,202,250

1,185,220

1,000,000.00

1,198,366.06

(13,146.06
)
(3,883.94
)


5

 
AO
5,000


2192016
9112019
G9853MHT3

YORKSHIRE BUILDING SOCIETY SECURED CORP

 
D
 
 
2,162,843.45

1,941,842.61

1,260,000.00

2,082,640.97

(140,798.36
)
(10,062.41
)

(193,864.76
)
4.75

 
APR
83,437.03


10152015
12312049
98954RAC4

ZIGG_14-1A SENIOR ABS _14-1A-B1 144A

 
F
2
 
2,899,800

2,839,455.6

3,000,000.00

2,917,304.05

(77,848.45
)
3,328.72



2.72

 
JAJO
16,544.23

18,516.15

11042014
3312025
BRSM4TRW5

ZIGGO BV SENIOR SECURED TERM NOTES

 
F
2
 
1,429,787.22

1,411,318.66

1,429,787.22

1,429,787.22

(28,659.25
)




 
AO

2,066.49

11102014
7182026
BRSM4TPX5

ZIGGO BV SENIOR SECURED TERM NOTES

 
F
2
 
2,218,723.41

2,190,064.16

2,218,723.41

2,218,723.41

(18,468.56
)




 
AO


2072014
2202045
BRSM4TSP9

ZIGGO BV SENIOR SECURED TERM NOTES

 
F
2
 
2,351,489.41

2,321,115.22

2,351,489.41

2,351,489.41

(30,374.19
)




 
AO

42,294.15

11102014
2152040
98956PAE2

ZIMMER HOLDINGS INC SENIOR CORP BND

 
 
 
 
1,469,000.4

1,473,206.65

1,470,000.00

1,469,337.57

3,869.08

80.31



2

 
AO
14,700


3102015
3312025
98956PAF9

ZIMMER HOLDINGS INC SENIOR CORP BND

 
 
1
 
2,045,182.5

2,072,546.37

2,050,000.00

2,045,323.88

27,222.49

101.72



3.55

 
AO
36,387.5


3102015
3312025
 
 
 
 
 
 


5,481,303,626.37



5,478,317,043.41

2,986,582.96

 
 


 
 
 
 
 
 
 







Validus Holdings, Ltd. March 31, 2016 GAAP short-term investments portfolio in Schedule D format
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
 CHANGE IN BOOK/ADJUSTED CARRYING VALUE
12
13
INTEREST
 
 
 
 
 
 
 
8
9
10
11
 
 
14
15
16
17
18
19
20
 
 
 
DATE
 
 
 GAAP
 
 CURRENT YEAR
 
 TOTAL FX CHG
PAR
ACTUAL
 ACCRUED
 NON-ADMITTED ACCRUED
 INTEREST
 EFFECTIVE RATE
 HOW
 GROSS REC'D
PAID FOR
DESCRIPTION
*
CUSIP
ACQUIRED
NAME OF VENDOR
 MATURITY DATE
 BOOK VALUE
 UGL
 AMORTIZATION
 IMPAIRMENTS
 IN B/A. C.V.
VALUE
COST
 INTEREST
 INTEREST
 RATE
 OF INTEREST
 PAID
 DURING YEAR
ACCRUED INT
ACTAGRO LLC SENIOR SECURED REVOLVE NOTES
 
BRSUVD0Y7
3012016
 
12302016
83,333.00

(625.00
)
416.67



83,333.33

83,333.33




 
MJSD
59.36


AT&T INC SENIOR CORP BND
 
00206RCV2
3212016
 
3152017
1,514,233.02

2,590.98

(444.21
)


1,500,000

1,514,677.23

1,600

0

2.4

 
MS
0

                      600.00

BARCLAYS TERM DEPOSIT
 
BRS000000
20150315
 
20160316
5,000,000.00





5,000,000.00

5,000,000



 
 
At Mat


BARCLAYS TERM DEPOSIT
 
BRS000000
20150225
 
20160216
4,445,557.48





4,445,557.48

4,445,557.48



 
 
At Mat


BNY MELLON USD LIQ INVESTOR 97
 
DRFUNI$20
20150615
 
0
2,006,893,237.10





2,006,893,867.28

2,006,893,867.28




 
 
4,419.13


BONY CASH RESERVE
 
S875996$0
20150630
 
0
14,964,202.32





14,964,202.32

14,964,202.32




 
 
155.64


CDN S/T INVT BLENDED ACCT
 
993252329
20151231
 
0
3,929,663.83





3,929,663.83

3,929,663.83




 
 
2,446.29


CITI-INSTITUTION LIQ FUND USD
 
B0A0ATCJ9
20150605
 
0
8,610,657.23





8,610,657.23

8,610,657.23




 
 
4,582.22


COLORADO HOUSING & FINANCE AUT MUNITAX BND REV
 
19648CAE1
9292015
 
5152016
5,000,968.79

5,781.21

(2,003.62
)


5,000,000.00

5,007,621.79

30,222.22


1.6

 
MN


DREYFUS UNIVERSAL USD LIQ CLAS
 
BRS781392
20150930
 
0
775,193.16





775,193.16

775,193.16




 
 
0.3


GE CAPITAL INTERNATIONAL FUNDI
 
36164PFE5
10212015
 
4152016
3,344,980.55

430.89

102.06



3,345,000.00

3,344,829.41

13,883.61


0.964

 
MAT
155.64


GE CAPITAL INTERNATIONAL FUNDI SENIOR CORP BND 144A
 
36164NFE0
10212015
 
4152016
5,573,000.00

679.90




5,573,000.00

5,573,000

23,131.05


0.964

 
MAT
3,072.75


GOLDMAN SACHS
 
GLDSCS$03
20150525
 
0
14,259,508.97





14,259,508.97

14,259,508.97




 
 
11,615


HSBC TERM DEPOSIT
 
BRS000000
20150415
 
20160116
2,963,704.99





2,963,704.99

2,963,704.99



 
 
At Mat


HSBC TERM DEPOSIT
 
BRS000000
12/23/7419
 
20160116
10,660,800.12

301,623.47




10,359,176.65

10,359,176.65



 
 
At Mat


ICS INS GBP LIQ CORE DIST
 
BRS263RF1
20151223
 
0
12,816,522.00


0.01


171,851.92

9,036,647.83

12,816,522




 
 
3,277.01


THE DREYFUS FUND INC
 
BRS7BB2L0
20150427
 
0
2,925,712.53





2,925,712.53

2,925,712.53




 
 
1,333.28


UNITED STATES TREASURY GOVT BND
 
912828C32
3022016
 
9152016
3,001,128.78

2,471.52

(48.14
)


3,000,000.00

3,001,176.92

1,039.4


0.75

 
MS

122.28

WESTERN AST INS CSH RES
 
52470G205
20150605
 
0
952,006.67





952,006.67

952,006.67




 
 
3,111.92


 
 
 
 
 
 
2,107,714,410.54

312,952.97

(1,977.23
)
 
171,851.92

 
2,107,420,411.79

69,876.28

 
 
 
 
 
 







Validus Holdings, Ltd. March 31, 2016 GAAP other investments portfolio in Schedule D format
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
FOREIGN
DATE
 ACTUAL
 GAAP FAIR
 GAAP
 
 
 
 CAP
 FX
INVESTMENT
ADDITIONAL
DESCRIPTION
*
CODE
ACQUIRED
 COST
 MARKET VALUE
 BOOK VALUE
 UGL
 AMORTIZATION
 IMPAIRMENTS
 INTEREST
 UGL
INCOME
INCOME
AIG SELECT HEDGE LTD
 
 
9/4/2009
1,456,936.76

959,041.67

1,456,936.76

(497,895.09
)






AIG SELECT HEDGE LTD
 
 
9/4/2009
17.30

17.36

17.30

0.06







BRIDGE GROWTH PARTNERS (PARALLEL), LP
 
 
7/15/2014
12,821,626

15,666,964

12,821,626

2,845,338







CENTURY CAPITAL PARTNERS IV LP
 
 
9/30/2014
1,706,761.74

1,497,051

1,706,761.74

(209,710.74
)






CENTURY FOCUSED FUND III LP
 
 
9/30/2014
9,982,660.47

10,974,597.58

9,982,660.47

991,937.11







CONNING CAPITAL PARTNERS VI
 
 
9/30/2014
630,933.01

578,018

630,933.01

(52,915.01
)






CRESCENT MEZZANINE LLC
 
 
1/22/2016
854,585

854,585

854,585








CRESCENT MEZZANINE LLC
 
 
1/22/2016
2,136,462

2,136,462

2,136,462








GOLDENTREE DISTRESSED DEBT FUN
 
 
11/30/2012
12,462,723.96

18,957,335.51

12,462,723.96

6,494,611.55







GUARDIAN GROWTH EQUITY
 
 
9/4/2009
4,378,569.6

7,772,226.38

4,378,569.6

3,393,656.78







GUGGENHEIM PARTNERS FUND LTD
 
 
6/1/2014
108,684,945.59

108,684,944

108,684,945.59

(1.59
)






GUGGENHEIM PARTNERS FUND LTD
 
 
1/1/2015
31,045,986.2

31,045,986.2

31,045,986.2








GUGGENHEIM PARTNERS FUND LTD
 
 
1/1/2015
17,592,725.52

17,592,725.52

17,592,725.52








GUGGENHEIM PARTNERS FUND LTD
 
 
1/1/2015
8,278,929.67

8,278,929.67

8,278,929.67








HIGHBRIDGE MEZZANINE PARTNERS
 
 
9/30/2014
7,380,068.29

7,772,706.3

7,380,068.29

392,638.01







LEAPFROG INVESTMENTS FINANCIAL
 
 
11/30/2012
1,926,287.78

3,299,456.06

1,926,287.78

1,373,168.28







LLOYD'S CANADIAN BLENDED ACCOUNT
 
 
10/1/2013
21,531,124.39

22,209,539.17

21,531,124.39

678,414.78







LLOYD'S OVERSEAS DEPOSITS
 
 
10/1/2013
60,601,181.83

60,601,181.83

60,601,181.83








MFS MERIDIAN MID CAP GROWTH FUND
 
 
9/4/2009
17,203.14

37,362.41

17,203.14

20,159.27







PORT ADVISORS PRIVATE EQUITY I
 
 
11/30/2012
1,492,055.48

4,198,045.31

1,492,055.48

2,705,989.83







PRUDENTIAL CAPITAL PARTNERS IV
 
 
9/30/2014
6,716,362.71

6,690,053.72

6,716,362.71

(26,308.99
)






PUBLIC PENSION CAPITAL, LLC
 
 
7/21/2014
2,828,047.61

2,282,647

2,828,047.61

(545,400.61
)






SVG DIAMOND HOLDINGS II LTD
 
 
11/30/2012
3,765,757.24

6,865,503.86

3,765,757.24

3,566,050.79




(466,304.17
)


VINTAGE VI LP
 
 
9/30/2014
4,903,863.78

5,195,230.01

4,903,863.78

291,366.23







 
 
 
 
323,195,815.07

344,150,609.56

323,195,815.07

21,421,098.66

 
 
 
(466,304.17
)