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): July 26, 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 July 26, 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 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 July 26, 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: July 26, 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. June 30, 2016 GAAP fixed maturity portfolio in Schedule D format
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1

2

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

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

DESCRIPTION

*

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

3M CO SENIOR CORP BND MTN

 
 
 
1FE
4,167,568.5

4,216,876.46

4,175,000.00

4,169,761.22

47,115.24

1,220.80



1.375

1.4360

FA
22,962.5

28,703.14

8042015
8072018
BRSTBY9Y7

A. SCHULMAN INC SENIOR SECURED TERM LOAN

 
 
 
3FE
162,567.36

161,548.76

162,974.79

162,624.23

(1,075.47
)
31.42




0.0360

MJSD

3,347.13

5112015
6012022
03763KAB2

AASET_14-1 ABS_14-1 A

 
 
2
1Z
3,106,589.3

2,989,336.55

3,096,153.85

3,104,934.84

(115,598.29
)
(686.39
)


5.125

5.1300

MON
7,052.35

81,351.18

2262015
12152029
BRT28HQ50

ABACUS INNOVATIONS CORP SENIOR SECURED T

 
 
1
3FE
1,029,798.22

1,031,088.7

1,032,379.17

1,029,798.22

1,290.48





0.0370

MJSD


6092016
6092023
G0054BFG3

ABBEY NATIONAL TREASURY SERVIC

 
 
 
1FE
267,089.55

236,196.52

150,000.00

262,902.08

(26,705.56
)
(6,135.48
)

(35,589.81
)
5.125

4.7918

APR
2,196.11

29,083.81

10152015
20210414
BRSLX0WL6

ABBEY NATIONAL TREASURY SERVIC SECURED C

 
D
 
1FE
654,350.13

534,752.08

400,000.00

655,138.31

(120,386.23
)
184.71


(120,566.56
)
5.125

2.1440

APR
936.79

3,774.03

10212015
4142021
G0054BMY6

ABBEY NATIONAL TREASURY SERVIC SENIOR CO

 
D
 
1FE
1,038,015.04

882,768.65

640,000.00

1,008,000.28

(125,231.63
)
(13,059.00
)

(124,397.15
)
4.125

1.3560

SEP
28,059.65


5062015
9142017
002824AU4

ABBOTT LABORATORIES CORP BND

 
 
 
1FE
2,412,386

2,347,869.17

2,150,000.00

2,337,571.4

10,297.77

(32,901.60
)


5.125

1.8570

AO
27,546.88

55,093.75

5042015
4012019
00287YAJ8

ABBVIE INC SENIOR CORP BND

 
 
 
2FE
4,932,240.64

4,954,013.75

4,924,000.00

4,928,988.52

25,025.23

(2,496.57
)


1.75

1.7330

MN
13,164.87

67,497.5

7172015
11062017
00287YAL3

ABBVIE INC SENIOR CORP BND

 
 
 
2FE
982,080

1,015,379.64

1,000,000.00

984,470.34

30,909.3

1,092.96



2.9

3.1720

MN
4,430.56

14,500

5212015
11062022
00287YAN9

ABBVIE INC SENIOR CORP BND

 
 
 
2FE
5,600,743.5

5,633,742.64

5,600,000.00

5,602,298.58

31,444.06

649.90



1.8

1.7770

MN
13,160

41,092.5

6202016
5142018
00287YAT6

ABBVIE INC SENIOR CORP BND

 
 
1
2FE
4,381,960

4,485,480.61

4,400,000.00

4,385,840.29

99,640.32

3,230.95



2.5

2.5880

MN
14,361.1

119,583.33

5052015
5142020
00287YAU3

ABBVIE INC SENIOR CORP BND

 
 
1
2FE
4,931,404.4

4,974,642.79

4,940,000.00

4,931,624.07

43,018.72

219.67



2.3

2.3370

MN
15,464.94


5092016
5142021
BRSXK39C4

ABN AMRO BANK NV SENIOR CORP BND EMTN

 
D
 
 
449,359.15

415,854.94

300,000.00

449,555.84

(33,700.9
)
186.25


(50,322.3
)
2.375

2.4640

JD
624.57

6,505.48

11302015
12072021
00084UAA0

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

 
F
2
1FE
745,050

745,024.88

750,000.00

746,375.35

(1,350.47
)
463.17



2.143

2.2850

JAJO
3,303.56

7,491.2

1232015
7182026
00432CCM1

ACCESS GROUP INC ACCSS_05-2 ABS 05-2

 
 
2
 
916,901.92

931,937.88

941,619.43

932,491.06

(553.18
)
4,205.70



0.834

1.6840

FMAN
850.65

3,711.1

8082012
11222024
00452PAN7

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

 
F
1
1FE
495,000

494,056.85

500,000.00

495,723.81

(1,666.96
)
288.65



4.007

4.1790

FMAN
3,338.83

9,712.36

3042015
5012027
00452PAG2

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

 
F
1
1FE
2,238,750

2,184,230.48

2,250,000.00

2,240,563.96

(56,333.48
)
737.69



3.117

3.2080

FMAN
11,687.25

33,581.85

3042015
5012027
00485YAA7

ACORN RE LTD SENIOR CORP BND 144A

 
F
 
 
6,891,500

7,067,830

6,850,000.00

6,882,469.63

185,360.37

(8,851.96
)


4.343

3.7040

MON
11,569.01

330,210.12

11202015
7172018
BRST137M4

ACOSTA HOLDCO INC SENIOR SECURED TERM LO

 
 
2
4FE
986,080.45

958,619.98

998,562.48

986,500.05

(27,880.07
)
437.57




0.2290

MJSD

472.22

4142016
9262021
BRSUVD142

ACTAGRO LLC SENIOR SECURED REVOLVE NOTES

 
 
 
 
6,416,666.67

6,368,541.67

6,416,666.67

6,416,666.67

(48,125
)





MJSD

129,789.56

0
12302016
00507UAD3

ACTAVIS FUNDING SCS SENIOR CORP BND

 
F
 
2FE
9,707,707.38

9,838,372.04

9,715,000.00

9,710,274.83

128,097.21

761.62



2.45

3.1210

JD
10,578.55

119,008.75

11132014
6152019
00507UAP6

ACTAVIS FUNDING SCS SENIOR CORP BND

 
F
1
2FE
949,952.5

975,756.96

950,000.00

949,964.2

25,792.76

4.86



3

3.0010

MS
8,629.16

26,893.75

3032015
3122020
942683AG8

ACTAVIS INC SENIOR CORP BND

 
 
 
2FE
248,442.5

251,180.13

250,000.00

249,339.46

1,840.67

257.88



1.875

1.9720

AO
1,171.88

2,343.75

9272012
10012017
006897AG7

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

 
F
2
1FE
2,504,750

2,449,079.75

2,500,000.00

2,503,827.01

(54,747.26
)
(356.40
)


3.628

3.6090

JAJO
19,401.59

44,103.34

3252015
4152024
BRSM9GPX8

ADS WASTE HOLDINGS INC SENIOR SECURED TE

 
 
2
4FE
4,524,256.25

4,446,968.38

4,524,256.25

4,524,256.25

(77,287.87
)





FMAN

111,635.93

4012014
10092019
BRSNZFA49

ADVANTAGE SALES & MARKETING IN SENIOR SE

 
 
2
4FE
1,807,597.72

1,767,256.12

1,814,120.29

1,808,939.03

(41,682.91
)
527.71




0.0560

MJSD

39,194.75

8072015
7232021
05377RBM5

AESOP_13-1A ABS 13-1A C144A

 
 
2
2FE
2,063,125

2,023,646.8

2,000,000.00

2,039,708.02

(16,061.22
)
(9,466.35
)


4.42

3.4200

MON
2,701.11

44,200.02

3252015
9202019





05377RBY9

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

 
 
2
2FE
1,999,207.2

2,024,400

2,000,000.00

1,999,390.32

25,009.68

66.75



3.22

3.2490

MON
1,967.78

32,200.02

1222015
7202021
BRT2Q5SH8

AFFINITY GAMING LLC SECURED TERM NOTES

 
 
1
 
453,168.31

454,591.58

455,445.54

453,168.31

1,423.27




5

2.7550

MJSD


6162016
7012023
BRT2QCXM6

AFFINITY GAMING LLC SECURED TERM NOTES

 
 
 
3FE
197,029.7

197,441.58

198,019.80

197,029.7

411.88





0.0730

MJSD


6162016
6102023
02640FAG3

AGFMT_10-1 WHOLE CMO 10-1 144A

 
 
2
 
3,276,344.62

3,121,623.49

3,094,540.38

3,104,047.05

17,576.44

(43,447.66
)


5.65

2.2500

MON
14,570.13

109,181.42

10152014
3252058
00432CAZ4

AGSL_03-1 ABS 03-1-2003-1

 
 
2
1FE
360,500

375,762.8

400,000.00

382,087.02

(6,324.22
)
3,905.08



0.972

1.9860

MON
191.21

3,244.98

3292010
12262035
00432CBB6

AGSL_03-1 ABS_03-1-2003-1

 
 
2
1FE
311,937.5

323,961.19

350,000.00

328,286.49

(4,325.3
)
2,045.02



1.211

2.1510

MON
81.06

2,463.16

3292010
12262035
00432CBP5

AGSL_03-1 ABS_04-1-2004-1

 
 
2
1FE
435,625

446,989.45

500,000.00

463,836.63

(16,847.18
)
3,989.66



1.412

2.5880

MON
115.74

3,596.08

3292010
12272032
02665VAA1

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

 
 
2
1FE
1,253,585.01

1,238,608.17

1,253,585.01

1,253,585.01

(14,976.84
)



1.442

1.4450

MON
703

9,085.12

5132014
6172031
BRSHLJUD7

AI CHEM & CY SCA SENIOR SECURED TERM NOT

 
F
2
4FE
334,858.22

334,647.89

336,540.93

335,694.26

(1,046.37
)
134.60




0.0760

JAJO

10,308.9

3122013
10032019
L0001UAC3

AI CHEM & CY US ACQUICO INC SENIOR SECUR

 
E
2
4FE
173,743.2

173,634.08

174,616.30

174,176.99

(542.91
)
69.84




0.0760

MJSD

4,648.5

3122013
10032019
903724AK8

AID-UKRAINE AGENCY BND

 
F
 
1FE
4,285,000

4,410,623.13

4,285,000.00

4,285,000

125,623.13




1.844

1.8440

MN
9,876.93

39,507.7

5142014
5162019
BRSZ793R4

AIM AEROSPACE SENIOR SECURED TERM LOAN

 
 
 
 
4,141,816.38

4,131,461.84

4,141,816.38

4,141,816.38

(10,354.54
)





MJSD

176,318.08

2022016
2022022
001406AA5

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

 
F
2
1FE
3,166,666.66

3,134,134.23

3,166,666.66

3,166,649.54

(32,515.31
)
(3.41
)


4.213

4.2500

MON
5,929.41

68,241.82

2132015
2152040
BRSSM5ZR6

AIR MEDICAL GROUP HOLDINGS INC SENIOR SE

 
 
2
4FE
1,501,499.99

1,468,007.9

1,505,263.16

1,502,105.02

(34,097.12
)
287.23




0.0360

MJSD

32,932.06

4152015
4282022
009158AQ9

AIR PRODUCTS AND CHEMICALS INC CORP BND

 
 
 
1FE
1,544,936.3

1,491,445.3

1,490,000.00

1,491,443.67

1.63

(8,188.85
)


2

0.8930

FA
12,333.89

14,900

3072013
8022016
009349AF8

AIRCRAFT LEASE SECURITISATION ABS_07-1A

 
F
2
1FE
145,830.57

150,175.25

151,119.75

151,119.75

(944.5
)
318.38



0.723

2.9530

MON
74.48

735.25

11062013
5102032
009363AR3

AIRGAS INC SENIOR CORP BND

 
 
1
1FE
3,569,966.76

3,678,659.92

3,572,000.00

3,570,289.48

108,370.44

190.83



3.05

3.0620

FA
45,394.17

56,804.73

12232015
8012020
BRSR05RF7

AIRXCEL, INC. REVOLVE LOAN

 
 
 
 
6,269,052

6,206,361.48

6,269,052.00

6,269,052

(62,690.52
)





MN

147,739.14

4082015
11182019
00973XAA8

AKIBARE RE LTD SENIOR CORP BND 144A

 
F
 
 
540,000

548,380.8

540,000.00

540,000

8,380.8




3.241

3.2530

JAJO
5,298.22


3082016
4072023
011395AB6

ALAMO RE LTD CORP BOND 144A

 
F
 
 
1,950,000

1,993,875

1,950,000.00

1,950,000

43,875




0.39


MJSD
836.67

59,171.06

5062015
6072018
011395AC4

ALAMO RE LTD CORP BOND 144A

 
F
 
 
2,600,000

2,671,500

2,600,000.00

2,600,000

71,500




4.6

4.5660

MJSD
4,983.33

61,854.64

5062015
6072019
BRSXUCRH2

ALBERTSONS HOLDINGS LLC SECURED TERM LOA

 
 
 
3FE
1,632,760.45

1,646,168.88

1,649,252.99

1,633,849.61

12,319.27

1,130.49




0.1430

MJSD

40,206.12

12102015
12212022
BRT22F0Z2

ALBERTSONS INC SENIOR SECURED TERM LOAN

 
 
1
3FE
370,303.8

369,991.3

370,918.59

370,304.04

(312.74
)
0.24




0.0240

MJSD

4,729.19

6282016
6222023
BRSPDTF35

ALBERTSONS INC SENIOR SECURED TERM NOTES

 
 
2
3FE
635,372.04

642,037.82

643,414.73

635,903.76

6,134.06

1,864.03




0.2250

MJSD

21,336.54

1202016
8252021
BRSTV33U7

ALERE INC SENIOR SECURED TERM NOTES

 
 
2
 
1,451,571.72

1,446,341.7

1,455,209.74

1,451,912

(5,570.3
)
217.41




0.0370

MJSD

27,988.3

3282016
6202022
BRSV8NG22

ALION SCIENCE AND TECHNOLOGY C SENIOR SE

 
 
 
4FE
783,339.97

758,409.29

787,276.35

783,862.96

(25,453.67
)
349.45




0.0830

MJSD

23,179.7

8122015
8192021
BRSUU8H62

ALIX PARTNERS LLP SENIOR SECURED TERM LO

 
 
1
4FE
700,898.22

701,483.54

702,654.87

701,109.12

374.42

135.10




0.0360

MJSD

16,045.79

7232015
7282022
BRSZHRUB8

ALLEN EDMONDS CORPORATION SECURED TERM L

 
 
 
 
1,264,944.25

1,261,781.89

1,264,944.25

1,264,944.25

(3,162.36
)





MJSD


2162016
2162022
BRSZHRXS8

ALLEN EDMONDS CORPORATION SECURED TERM L

 
 
 
 
4,864,169.2

4,839,848.35

4,864,169.20

4,864,169.2

(24,320.85
)





MJSD

97,696.86

2162016
2162022
BRSM7G8J0

ALLIED SECURITY HOLDINGS LLC SENIOR SECU

 
 
1
4FE
1,851,814.03

1,858,793.25

1,861,119.65

1,854,929.04

3,864.21

699.97




0.0710

MJSD

40,134.05

2122014
2122021
02007LAC6

ALLYA_16-3 ABS_16-3 A3

 
 
2
1FE
1,999,805.8

2,013,999.94

2,000,000.00

1,999,811.53

14,188.41

5.73



1.44

1.4480

MON
1,280

1,200

5232016
8172020
021441AD2

ALTERA CORPORATION SENIOR CORP BND

 
 
 
1FE
1,397,858

1,409,842

1,400,000.00

1,399,614.51

10,227.49

217.77



1.75

1.7820

MN
3,130.55

12,250

5012012
5152017
BRSUTL2G9

ALTICE US FIN I CORP SECURED TERM LOAN

 
 
 
3FE
1,990,000

1,982,040

1,990,000.00

1,990,000

(7,960
)





MJSD

10,246.9

3182016
12142022
02209SAL7

ALTRIA GROUP INC CORP BND

 
 
 
1FE
1,576,568

1,595,988.67

1,400,000.00

1,572,971.34

23,017.33

(3,596.66
)


4.75

2.0570

MN
10,344.45

(3,325
)
5182016
5052021





02209SAT0

ALTRIA GROUP INC SENIOR CORP BND

 
 
1
1FE
2,997,570

3,106,496.67

3,000,000.00

2,998,381.01

108,115.66

216.91



2.625

2.6410

JJ
36,531.24

39,375

11102014
1142020
BRSXVEQU9

AMC ENTERTAINMENT INC. SECURED TERM LOAN

 
 
 
3FE
246,167.89

247,229.25

247,404.91

246,261.74

967.51

101.34




0.0710

MJSD

4,737.6

12102015
12022022
BRSJ1HUF4

AMC ENTERTAINMENT INC. SENIOR SECURED TE

 
 
2
3FE
1,115,985.37

1,120,634.67

1,121,568.94

1,116,378.41

4,256.26

421.10




0.0710

MJSD

21,476.71

1042016
12152022
03065EAD7

AMCAR_13-5 BAS_13-5 A3

 
 
2
1FE
98,690.41

98,684.16

98,703.90

98,701.39

(17.23
)
6.15



0.9

0.9070

MON
56.75

886.01

11052013
9102018
03062AAD8

AMCAR_14-3 ABS _14-3-A3

 
 
2
1FE
869,975.81

869,913

870,000.00

869,982.09

(69.09
)
1.49



1.15

1.1530

MON
639.21

5,002.5

8202014
6102019
03065NAD7

AMCAR_15-3 SENIOR ABS 15-3

 
 
2
1FE
499,927.5

501,800

500,000.00

499,951.92

1,848.08

25.09



1.54

1.5510

MON
491.95

7,443.28

8042015
3082020
BRSTDEM57

AMERICAN AIRLINES GROUP INC SENIOR SECUR

 
 
2
3FE
3,161,560.96

3,127,541.21

3,171,144.45

3,162,606.83

(35,065.62
)
1,167.18




0.0670

MJSD

52,183.38

1042016
6272020
023770AB6

AMERICAN AIRLINES INC. SECURED CORP BND

 
 
2
2FE
3,633,046.77

3,560,385.82

3,633,046.77

3,633,046.77

(72,660.95
)



3.7

3.6980

MN
22,403.79

70,971.67

3022015
11012024
BRT193FT2

AMERICAN AIRLINES INC. SENIOR SECURED TE

 
 
1
3FE
518,954.25

516,862.75

522,875.82

519,012.93

(2,150.18
)
58.68




0.1070

MJSD


4282016
4282023
BRSNZFZ18

AMERICAN ENERGY MARCELLUS LLC SENIOR SEC

 
 
2
4FE
217,486.33

112,841.53

218,579.23

217,828.46

(104,986.93
)
91.22




0.0830

MJSD

5,801.45

7092014
8042020
025816BJ7

AMERICAN EXPRESS COMPANY CAPSEC CORP BND

 
 
1
2FE
5,783,750

5,606,250

5,750,000.00

5,773,920.86

(167,670.86
)
(3,215.55
)


5.2

5.0620

MN
38,205.55

337,494.44

11252014
12312049
0258M0DJ5

AMERICAN EXPRESS CREDIT CORPOR SENIOR CO

 
 
 
1FE
304,584

304,908.76

300,000.00

303,140.77

1,767.99

(741.57
)


2.125

1.6090

JJ
2,727.08

3,187.5

7072015
7272018
0258M0DK2

AMERICAN EXPRESS CREDIT CORPOR SENIOR CO

 
 
 
1FE
995,980

1,016,412.89

1,000,000.00

997,512.58

18,900.31

439.47



2.125

2.1650

MS
6,079.86

10,625

3132014
3182019
0258M0DR7

AMERICAN EXPRESS CREDIT CORPOR SENIOR CO

 
 
 
1FE
3,465,350.2

3,487,167.12

3,470,000.00

3,468,072.44

19,094.68

771.34



1.55

1.5960

MS
14,790.89

26,892.5

9182014
9222017
0258M0DT3

AMERICAN EXPRESS CREDIT CORPOR SENIOR CO

 
 
1
1FE
1,990,620

2,046,331.18

2,000,000.00

1,991,862.1

54,469.08

988.16



2.375

2.4850

MN
4,618.06

26,333.14

11102015
5262020
0258M0DX4

AMERICAN EXPRESS CREDIT CORPOR SENIOR CO

 
 
1
1FE
734,419.35

756,912.68

735,000.00

734,506.91

22,405.77

54.79



2.6

2.6170

MS
5,679.91

9,555

9092015
9142020
02665WAW1

AMERICAN HONDA FINANCE CORPORA SENIOR CO

 
 
 
1FE
249,210

252,548.16

250,000.00

249,457.02

3,091.14

130.62



1.6

1.7090

JJ
1,866.67

1,988.89

7152015
7132018
02666QM26

AMERICAN HONDA FINANCE CORPORA SENIOR CO

 
 
 
1FE
996,400

1,009,777.76

1,000,000.00

998,244.28

11,533.48

996.21



1.6

1.6120

FA
6,000

21,066.67

2122013
2162018
031162BD1

AMGEN INC CORP BND

 
 
 
2FE
726,110

746,597.76

700,000.00

721,602.59

24,995.17

(2,371.43
)


3.45

2.6770

AO
6,037.5

12,075

7142015
10012020
031162BU3

AMGEN INC SENIOR CORP BND

 
 
1
2FE
258,098.68

264,649.03

259,000.00

258,307.42

6,341.61

278.87



2.2

2.2960

MN
617.28

7,004.56

8052015
5222019
031162BW9

AMGEN INC SENIOR CORP BND

 
 
1
2FE
1,693,728.75

1,720,133.26

1,695,000.00

1,694,013.31

26,119.95

122.41



2.125

2.1410

MN
6,003.13

18,009.38

4282015
5012020
032511BJ5

ANADARKO PETROLEUM CORPORATION SENIOR CO

 
 
1
2FE
509,000

488,162.58

500,000.00

507,845.42

(19,682.84
)
(439.24
)


3.45

3.2210

JJ
7,954.17

8,625

2242015
7152024
BRSUA8MG6

ANCHOR GLASS CONTAINERS CORP SENIOR SECU

 
 
1
4FE
1,184,028.08

1,186,408.02

1,189,977.96

1,184,712.74

1,695.28

515.95




0.0730

MJSD

24,800.65

5092016
7012022
034863AF7

ANGLO AMERICAN CAPITAL PLC SENIOR CORP B

 
F
 
3FE
3,043,380

2,992,500

3,000,000.00

3,022,380.43

(29,880.43
)
(8,828.54
)


2.625

2.0130

MS
20,562.5

39,375

2242016
9272017
035242AC0

ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO

 
 
 
1FE
982,460

1,001,957.55

1,000,000.00

991,661.79

10,295.76

3,976.19



1.25

1.3470

JJ
5,694.44

30,009.72

1152013
1172018
035242AE6

ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO

 
 
 
1FE
2,452,521.5

2,489,869.71

2,450,000.00

2,454,485.7

35,384.01

431.28



2.15

2.0680

FA
21,947.92

17,683.75

6202016
2012019
035242AG1

ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO

 
 
 
1FE
5,058,011.2

5,143,957.95

5,060,000.00

5,058,479.64

85,478.31

1,577.05



1.9

1.9120

FA
41,660.67

21,966.11

2222016
2012019
035242AJ5

ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO

 
 
1
1FE
4,735,132.5

4,922,739.07

4,750,000.00

4,736,343.5

186,395.57

1,744.67



2.65

2.7170

FA
54,545.83

25,160.28

1132016
2012021
035242AL0

ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO

 
 
1
1FE
1,892,799

1,998,016.44

1,900,000.00

1,893,200.89

104,815.55

816.83



3.3

3.3610

FA
27,170

28,462.5

1132016
2012023
B6399CCD7

ANHEUSER-BUSCH INBEV NV

 
 
 
1FE
495,109.3

449,643.19

320,000.00

490,837.6

(41,194.41
)
(4,271.70
)

(40,925.57
)
 
 
 
609.43

5,335.88

4262016
20170623
03523TAN8

ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND

 
 
 
1FE
2,255,260

2,245,162.66

2,000,000.00

2,239,660.26

5,502.4

(15,599.74
)


5.375

1.8600

JJ
49,569.44

(23,888.89
)
3312016
1152020
03523TBN7

ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO

 
 
 
1FE
10,301,794

10,371,131.06

10,325,000.00

10,320,542.93

50,588.13

1,578.52



1.375

1.4170

JJ
65,463.38

87,866.32

7152014
7152017
03523TBP2

ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO

 
 
 
1FE
4,176,868.75

4,357,671.79

4,325,000.00

4,185,876.48

171,795.31

9,007.73



2.5

3.0880

JJ
49,857.64

(3,303.82
)
1212016
7152022
00182EAW9

ANZ NATIONAL INTERNATIONAL LTD SENIOR CO

 
F
 
 
999,880

1,004,767.68

1,000,000.00

999,929.29

4,838.39

19.77



1.75

1.7540

MS
4,472.22

8,750

3242015
3292018





037401AC0

AOZORA RE LTD CORP BND 144A

 
F
 
3FE
250,000

251,022.5

250,000.00

250,000

1,022.5




2.953

2.9640

JAJO
1,927.72

(61.51
)
3292016
4072020
03765LAA0

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

 
F
2
 
5,000,000

4,971,402

5,000,000.00

5,000,000

(28,598
)



2.183

2.1880

JAJO
22,434.85

51,758.37

1152015
1162027
037833AJ9

APPLE INC CORP BND

 
 
 
1FE
5,380,074

5,410,629.26

5,400,000.00

5,392,545.1

18,084.16

3,029.81



1

1.0760

MN
8,700

53,591.11

4302013
5032018
037833AG5

APPLE INC SENIOR CORP BND

 
 
 
1FE
4,000,000

4,004,039.92

4,000,000.00

4,000,000

4,039.92




0.887

0.5230

FMAN
5,812.16

26,707.8

4302013
5032018
037833AQ3

APPLE INC SENIOR CORP BND

 
 
 
1FE
1,519,260

1,541,278.16

1,500,000.00

1,512,310.31

28,967.85

(2,841.43
)


2.1

1.8030

MN
4,812.5

24,616.67

10232014
5062019
037833AR1

APPLE INC SENIOR CORP BND

 
 
 
1FE
3,251,584

3,377,384.29

3,200,000.00

3,243,228.43

134,155.86

(4,150.38
)


2.85

2.5520

MN
13,933.34

45,600

9162015
5062021
037833BB5

APPLE INC SENIOR CORP BND

 
 
 
1FE
889,385.9

890,373.8

890,000.00

889,732.98

640.82

153.14



0.9

0.9350

MN
1,068

4,005

5062015
5122017
037833BQ2

APPLE INC SENIOR CORP BND

 
 
 
1FE
5,523,056.35

5,582,724.16

5,495,000.00

5,520,116.11

62,608.05

(2,940.24
)


1.7

1.5230

FA
33,214.22

(2,545.27
)
3022016
2222019
037833BS8

APPLE INC SENIOR CORP BND

 
 
1
1FE
1,446,460.5

1,465,268.49

1,425,000.00

1,445,311.5

19,956.99

(1,149.00
)


2.25

1.9200

FA
11,400

(2,760.94
)
3172016
2232021
039483AY8

ARCHER-DANIELS-MIDLAND COMPANY CORP BND

 
 
 
1FE
2,179,988.75

1,938,177.56

1,805,000.00

1,925,348.1

12,829.46

(34,478.48
)


5.45

1.4780

MS
28,965.24

49,186.25

9252012
3152018
BRSV1F5E2

ARDENT LEGACY ACQUISITIONS INC SENIOR SE

 
 
 
4FE
961,214.69

969,108.29

970,923.92

962,652.21

6,456.08

853.51




0.1660

MJSD

32,026.19

7302015
7302021
04013YAU6

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

 
F
2
1FE
996,000

992,160

1,000,000.00

996,076.68

(3,916.68
)
76.68



3.331

3.4330

JAJO
7,401.78

5,979.71

5232016
10122023
BRST927R7

ARIA ENERGY OPERATING LLC SENIOR SECURED

 
 
2
4FE
816,646.37

709,409.98

824,895.32

817,593.31

(108,183.33
)
2,013.53




0.1490

FMAN

24,648

5182015
5272022
040484JY4

ARIZONA BRD REGENTS UNIV ARIZ MUNI BND R

 
 
1
1FE
1,654,640.8

1,760,729

1,420,000.00

1,612,747.92

147,981.08

(12,167.30
)


5

4.1390

FA
29,583.33

35,500

9132013
8012027
040484EV5

ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN

 
 
 
1FE
1,275,987.5

1,262,850

1,250,000.00

1,259,027.62

3,822.38

(4,851.52
)


1.94

1.9400

JD
2,020.83

12,125

3282012
6012017
04048RMV5

ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN

 
 
 
 
1,315,000

1,330,069.9

1,315,000.00

1,315,000

15,069.9




1.559

1.5590

JJ
10,250.43

10,250.43

3052015
7012018
04048RMW3

ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN

 
 
 
 
1,750,000

1,785,315

1,750,000.00

1,750,000

35,315




2.048

2.0480

JJ
17,920

17,920

3052015
7012019
04048RMX1

ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN

 
 
 
1FE
2,030,000

2,101,050

2,030,000.00

2,030,000

71,050




2.348

2.3480

JJ
23,832.2

23,832.2

3052015
7012020
04057PJL3

ARIZONA SCH FACS BRD CTFS PART MUNITAX B

 
 
 
1FE
2,175,000

2,184,657

2,175,000.00

2,175,000

9,657




1.474

1.4740

MS
10,686.5

16,029.75

6042014
9012017
040688NL3

ARIZONA WTR INFRASTRUCTURE FIN MUNITAX B

 
 
 
1FE
1,575,519.05

1,575,793.3

1,570,000.00

1,572,574.37

3,218.93

(1,011.97
)


1.413

1.4130

AO
5,546.03

11,092.05

1152015
10012017
045167CB7

ASIAN DEVELOPMENT BANK SENIOR CORP BND

 
F
 
1FE
5,105,000

5,121,200.2

5,000,000.00

5,095,191.32

26,008.88

(9,808.68
)


1.875

1.0390

AO
17,708.33

4,925.56

3302016
10232018
BRSUW3MP3

ASURION LLC SENIOR SECURED TERM LOAN

 
 
 
4FE
1,299,661.9

1,286,055.29

1,306,192.87

1,300,485.76

(14,430.47
)
568.21




0.0710

MJSD

33,353.04

7302015
8042022
00206RAR3

AT&T INC CORP BND

 
 
 
2FE
2,375,900.5

2,381,809.02

2,150,000.00

2,321,487.69

60,321.33

(34,641.19
)


5.8

2.6300

FA
47,108.89

75,641.67

12232015
2152019
00206RAT9

AT&T INC CORP BND

 
O
 
1FE
517,103.96

416,847.35

300,000.00

487,074.53

(70,227.18
)
(9,718.76
)

(72,175.86
)
5.875

1.6100

APR
4,131.26

27,005.91

12102014
4282017
00206RCA8

AT&T INC SENIOR CORP BND

 
 
 
2FE
3,523,968

3,527,485.24

3,450,000.00

3,500,235.81

27,249.43

(10,162.40
)


2.375

1.7540

MN
7,738.54

40,968.75

4242015
11272018
00206RCC4

AT&T INC SENIOR CORP BND

 
 
 
2FE
5,173,691.25

5,236,217.11

5,125,000.00

5,168,046.13

68,170.98

(2,911.87
)


2.3

2.0240

MS
36,017.36

26,218.41

5032016
3112019
00206RCL4

AT&T INC SENIOR CORP BND

 
 
1
2FE
599,694

612,054.7

600,000.00

599,773.66

12,281.04

26.65



2.45

2.4600

JD
40.83

7,350

4232015
6302020
00206RCM2

AT&T INC SENIOR CORP BND

 
 
1
2FE
1,014,200

1,023,440.02

1,000,000.00

1,013,832.31

9,607.71

(367.69
)


3

2.7400

JD
83.33

5,250

4222016
6302022
00206RCN0

AT&T INC SENIOR CORP BND

 
 
1
2FE
1,794,672

1,835,891.38

1,800,000.00

1,795,213.82

40,677.56

228.46



3.4

3.4350

MN
7,820

30,600

9292015
5152025
00206RCR1

AT&T INC SENIOR CORP BND

 
 
1
2FE
5,300,719

5,442,579.01

5,300,000.00

5,300,789.79

141,789.22

70.79



2.8

2.7950

FA
58,535.55

(2,333.33
)
3082016
2172021
047870CY4

ATLANTA GA (CITY OF) MUNI BND REV

 
 
2
1FE
6,949,070

7,451,264.5

5,710,000.00

6,813,449.9

637,814.6

(39,425.66
)


5.5

4.1740

MN
52,341.67

157,025

11212013
11012027
049382AD6

ATLAS IX CAPITAL DAC SENIOR CORP BND 144

 
F
 
 
2,000,000

2,051,180

2,000,000.00

2,000,000

51,180




7.985

8.1560

JAJO
40,369.12

35,253.33

12232015
1082020
049382AC8

ATLAS IX CAPITAL LTD CORP BND 144A

 
F
 
 
1,000,000

1,002,180

1,000,000.00

1,000,000

2,180




7.46

7.1730

JAJO
18,857.48

37,096.49

2052015
1072019
05178RAA3

AURORA MILITARY HOUSING MUNI BND 144A

 
 
2
1FE
953,739

956,250

900,000.00

939,996.72

16,253.28

(8,910.23
)


5.32

5.3200

JD
2,128

26,600

12082005
12152020





BRSVLF005

AURORA PARTS AND ACCESSORIES L SENIOR SE

 
 
 
 
5,953,869.68

5,938,834.65

6,014,009.77

5,962,231.49

(23,396.84
)
5,436.61




0.1660

MJSD

168,516.5

8172015
8172021
0523966K9

AUSTIN TX (CITY OF) MUNITAX BND GO

 
 
 
1FE
315,677.25

320,537.7

315,000.00

315,381.05

5,156.65

(85.29
)


1.758

1.7580

MS
1,845.9

2,768.85

9102014
9012018
0523966L7

AUSTIN TX (CITY OF) MUNITAX BND GO

 
 
 
1FE
201,750

206,512

200,000.00

201,146.6

5,365.4

(173.45
)


2.108

2.1080

MS
1,405.33

2,108

9102014
9012019
0523966M5

AUSTIN TX (CITY OF) MUNITAX BND GO

 
 
 
1FE
386,563.1

401,824.5

385,000.00

386,125.05

15,699.45

(126.95
)


2.384

2.3840

MS
3,059.47

4,589.2

9102014
9012020
05253JAC5

AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO

 
 
 
1FE
774,550.5

776,114.2

775,000.00

774,827.87

1,286.33

45.06



1.45

1.4620

MN
1,435.9

11,237.5

5092013
5152018
05253JAH4

AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO

 
 
 
2FE
8,391,180

8,426,607

8,400,000.00

8,395,418.72

31,188.28

1,462.05



1.5

1.5360

JJ
57,750

63,000

1122015
1162018
05253JAJ0

AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO

 
 
 
1FE
4,995,800

5,061,395.25

5,000,000.00

4,996,654.8

64,740.45

682.31



2

2.0290

MN
12,500

50,000

11092015
11162018
05254HAA2

AUSTRALIA AND NEW ZEALAND BANK CAPSEC CO

 
F
1
2FE
1,610,000

1,665,754.3

1,610,000.00

1,610,000

55,754.3




6.75

6.7500

JD
4,830


6072016
12312049
053015AD5

AUTOMATIC DATA PROCESSING, INC SENIOR CO

 
 
1
1FE
537,521.18

558,558.78

538,000.00

537,593.67

20,965.11

72.01



2.25

2.2690

MS
3,564.25

16,687.88

9082015
9152020
05329WAL6

AUTONATION INC CORP BND

 
 
1
2FE
4,599,908

4,692,740.88

4,600,000.00

4,599,908

92,832.88




3.35

3.3500

JJ
71,057.23

48,798.33

2242016
1152021
053332AU6

AUTOZONE INC SENIOR CORP BND

 
 
1
2FE
219,846

221,022.08

220,000.00

219,855.75

1,166.33

9.75



1.625

1.6490

AO
695.14


4182016
4212019
BRSX3A$$1

AVAGO TECHNOLOGIES CAYMAN FINA SENIOR SE

 
F
1
2FE
4,370,139.27

4,410,605.01

4,414,282.10

4,372,614.56

37,990.45

2,585.92




0.1420

MJSD

83,398.77

11132015
2012023
BRSC7W2L8

AWAS AVIATION SERVICES INC TERM NOTES

 
E
2
2FE
730,598.7

734,576.24

734,270.05

730,969.65

3,606.59

484.50




0.2290

MJSD

8,747.32

3182016
6112018
BRSU5BEP4

AWP INC SENIOR SECURED TERM LOAN

 
 
 
 
3,702,069.84

3,655,793.97

3,702,069.84

3,702,069.84

(46,275.87
)





MJSD

102,353.35

6092015
6052021
04280PAA5

AWPT_14-2A ABS 14-2A 144A

 
F
2
 
1,089,550

1,091,558.93

1,100,000.00

1,092,567.18

(1,008.25
)
1,061.40



2.156

2.3730

MJSD
1,185.83

11,495.79

1232015
3122026
055065AA4

AZZURRO RE I LTD CORP BND 144A

 
D
 
 
1,408,562.5

1,391,714.84

1,250,000.00

1,408,562.5

(16,847.66
)


(19,875
)
2.15

2.1560

JAJO
6,054.29

20,843.81

6122015
1162019
BRSWL65W8

B&G FOODS INC TERM NOTES

 
 
 
3FE
2,357,435.22

2,371,504.01

2,369,281.62

2,358,490.69

13,013.32

2,844.08




0.0710

MJSD

50,205.59

10222015
11022022
BRSQHT1U4

B/E AEROSPACE INC SENIOR SECURED TERM NO

 
 
2
3FE
1,154,834.1

1,163,248.73

1,160,637.30

1,156,053.89

7,194.84

417.44




0.0710

MJSD

24,401.49

11212014
12162021
05522RCU0

BACCT ABS 15-A2 A

 
 
2
1FE
4,374,475.22

4,404,750

4,375,000.00

4,374,616.23

30,133.77

59.71



1.36

1.3670

MON
2,644.44

29,749.98

4222015
9152020
059513AE1

BACM CMBS 07-4 A4

 
 
2
 
5,338,983.01

4,931,458.17

4,771,286.01

4,936,659.92

(5,201.75
)
(95,483.69
)


5.933

(1.4940
)
MON
23,591.8

145,005.73

12022014
2102051
059513AF8

BACM_07-4 A1A SENIOR CMBS 07-4 A1A

 
 
2
 
3,049,222.67

2,830,736.45

2,740,863.56

2,838,857.41

(8,120.96
)
(54,081.58
)


5.774

(1.8540
)
MON
13,188.13

79,415.38

10142014
2102051
06054AAX7

BACM_15-UBS7 LCF SENIOR CMBS_2015-UBS7 A

 
 
2
 
3,425,469.71

3,649,102.71

3,325,000.00

3,419,745.71

229,357

(4,773.60
)


3.705

3.3390

MON
10,265.94

61,595.64

12092015
9152048
06054MAB9

BACM_16-UB10 SENIOR CMBS_16-UB10 A2

 
 
2
 
3,089,985.6

3,134,634.3

3,000,000.00

3,089,693.58

44,940.72

(292.02
)


2.723

2.5140

MON
6,807.5

(1,361.5
)
5202016
6152049
BRSHC6N35

BAKERCORP INTERNATIONAL INC SENIOR SECUR

 
 
2
4FE
1,141,871.28

1,039,102.86

1,141,871.28

1,141,871.28

(102,768.42
)





MJSD

24,628.73

2062013
2072020
62944BBJ2

BANK NEDERLANDSE GEMEENTEN SENIOR CORP B

 
F
 
 
4,780,699.04

4,804,284.35

4,784,000.00

4,780,863.55

23,420.8

164.51



1.125

1.1600

MN
5,382


5182016
5252018
BRSYWHG22

BANK NEDERLANDSE GEMEENTEN SENIOR CORP B

 
D
 
 
1,429,141.04

1,349,911.6

1,000,000.00

1,429,567.78

(79,656.18
)
606.10


(95,457.54
)
1.125

1.1980

MAR
4,779.51

4,286.52

1262016
3072019
U5904RYZ0

BANK OF AMERICA CORP

 
 
 
1FE
1,755,662.78

1,481,276

1,000,000.00

1,682,715.53

(201,439.53
)
(45,018.27
)

(204,480.6
)
7.75

1.8329

APR
17,598.15

106,490.03

6152015
20180430
060505EH3

BANK OF AMERICA CORP CAPSEC CORP BND

 
 
1
3FE
4,876,597

4,888,240

4,816,000.00

4,870,550.14

17,689.86

(2,559.85
)


6.25

6.0710

MS
96,988.9

150,500

4132015
12312049
060505EN0

BANK OF AMERICA CORP CAPSEC CORP BND

 
 
1
3FE
1,428,637.5

1,397,655

1,377,000.00

1,423,867.13

(26,212.13
)
(2,053.28
)


6.1

5.6010

MS
24,265.8

81,987.39

4152015
12312049
06051GEQ8

BANK OF AMERICA CORP CORP BND

 
 
 
2FE
2,692,116

2,749,977

2,700,000.00

2,698,760.44

51,216.56

830.46



3.875

3.9400

MS
28,771.88

52,312.5

3192012
3222017
06050TLT7

BANK OF AMERICA CORP SENIOR CORP BND

 
 
 
1FE
4,995,600

5,006,000.5

5,000,000.00

4,999,075.94

6,924.56

737.27



1.25

1.2800

FA
23,784.72

31,250

2112014
2142017
06050TME9

BANK OF AMERICA CORP SENIOR CORP BND

 
 
 
1FE
4,704,215

4,755,692.74

4,700,000.00

4,703,942.87

51,749.87

(272.13
)


2.05

2.0140

JD
6,423.33

44,160.42

4252016
12072018
06051GEX3

BANK OF AMERICA CORP SENIOR CORP BND

 
 
 
2FE
3,958,929

3,985,361.29

3,900,000.00

3,932,997.5

52,363.79

(6,877.37
)


2.6

2.2550

JJ
46,756.67

68,813.33

2242016
1152019
06051GFD6

BANK OF AMERICA CORP SENIOR CORP BND MTN

 
 
 
2FE
1,017,280

1,024,721.3

1,000,000.00

1,016,338.75

8,382.55

(1,150.65
)


2.65

2.0360

AO
6,625

3,018.05

4272016
4012019





06051GFT1

BANK OF AMERICA CORP SENIOR CORP BND MTN

 
 
 
2FE
5,730,710.75

5,818,328.28

5,725,000.00

5,730,664.9

87,663.38

(105.26
)


2.625

2.6000

AO
30,056.25

61,067.72

4272016
10192020
06051GFL8

BANK OF AMERICA CORP SUB CORP BND

 
 
 
2FE
2,028,700

2,068,428.04

2,000,000.00

2,026,194.77

42,233.27

(1,007.95
)


4.25

4.0930

AO
16,291.67

42,500

3122015
10222026
060505EG5

BANK OF AMERICA CORP SUB CORP BND

 
 
1
3FE
4,862,500

4,675,000

5,000,000.00

4,862,500

(187,500
)



5.125

5.2700

JD
9,965.27

128,125

8012014
1019999
06051GFP9

BANK OF AMERICA CORP SUB CORP BND MTN

 
 
 
2FE
1,495,575

1,517,279.21

1,500,000.00

1,496,016.67

21,262.54

256.68



3.95

3.9860

AO
11,520.83

35,550

4162015
4212025
063679ZT4

BANK OF MONTREAL CORP BND 144A

 
A
 
1FE
3,271,560

3,267,020.25

3,250,000.00

3,255,659.81

11,360.44

(4,852.35
)


1.95

1.6470

JJ
26,582.3

31,687.5

8222014
1302017
06366RHA6

BANK OF MONTREAL SENIOR CORP BND MTN

 
A
 
1FE
260,418.6

260,793.21

260,000.00

260,236.06

557.15

(96.99
)


1.4

1.3230

MS
1,112.22

1,820

7162015
9112017
06366RMS1

BANK OF MONTREAL SENIOR CORP BND MTN

 
A
1
1FE
249,595

251,075.9

250,000.00

249,737.85

1,338.05

72.28



1.45

1.5100

AO
825.69

1,812.5

7072015
4092018
06406HCA5

BANK OF NEW YORK MELLON CORP BND MTN

 
 
1
1FE
1,497,285

1,510,080

1,500,000.00

1,499,694.56

10,385.44

277.09



2.4

2.4380

JJ
16,400

18,000

11172011
1172017
064058AD2

BANK OF NEW YORK MELLON CORP/T CAPSEC CO

 
 
1
2FE
8,274,550

8,285,343.75

8,275,000.00

8,274,550

10,793.75




4.95

4.9500

JD
12,515.95

167,268.75

6172016
1019999
06406FAA1

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
1FE
855,270

879,241.39

850,000.00

854,994.79

24,246.6

(275.21
)


2.5

2.3670

AO
7,791.67

(1,711.81
)
3152016
4152021
06406HCE7

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
1FE
299,634

301,005.32

300,000.00

299,773.37

1,231.95

71.28



1.3

1.3490

JJ
1,690

1,950

7072015
1252018
06406HCK3

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
 
1FE
7,000,000

6,996,850.14

7,000,000.00

7,000,000

(3,149.86
)



1.12

0.6820

MJSD
5,444.93

48,840.23

6022014
3062018
06406HCU1

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
1FE
1,996,120

2,044,428.86

2,000,000.00

1,997,731.67

46,697.19

379.25



2.2

2.2410

MN
5,622.22

22,000

5022014
5152019
06406HCW7

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
1FE
1,007,930

1,026,218.41

1,000,000.00

1,006,490.12

19,728.29

(1,151.30
)


2.3

2.0510

MS
7,027.78

11,500

11102015
9112019
06406HCZ0

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
1FE
1,397,455

1,429,259.32

1,400,000.00

1,398,103.54

31,155.78

247.57



2.15

2.1890

FA
10,618.61

15,050

3092015
2242020
06406HDB2

BANK OF NEW YORK MELLON CORP/T SENIOR CO

 
 
1
1FE
1,999,820

2,015,281.22

2,000,000.00

1,999,883.29

15,397.93

30.20



1.6

1.6030

MN
3,466.67

16,000

5222015
5222018
06406HCR8

BANK OF NEW YORK MELLON/THE SENIOR CORP

 
 
1
1FE
7,491,675

7,664,319.98

7,500,000.00

7,495,548.44

168,771.54

797.28



2.2

2.2230

MS
53,625

82,500

1282014
3042019
06415CAE9

BANK OF NOVA SCOTIA SECURED LOCAL BND 14

 
A
 
1FE
4,973,570

4,923,157.4

4,900,000.00

4,921,050.42

2,106.98

(14,325.63
)


1.75

1.1530

MS
23,581.25

50,015.97

8202014
3222017
064159GM2

BANK OF NOVA SCOTIA SENIOR CORP BND

 
A
1
1FE
3,998,120

4,034,364.64

4,000,000.00

3,998,770.08

35,594.56

307.91



1.7

1.7160

JD
3,777.78

34,000

6042015
6112018
064159HC3

BANK OF NOVA SCOTIA SENIOR CORP BND

 
A
 
1FE
1,523,185.25

1,546,413.32

1,525,000.00

1,523,457.58

22,955.74

272.33



1.95

1.9910

JJ
13,712.29


1122016
1152019
064159HB5

BANK OF NOVA SCOTIA SUB CORP BND

 
A
 
2FE
1,172,906.16

1,216,516.41

1,173,000.00

1,172,910.25

43,606.16

4.69



4.5

4.5010

JD
2,199.38

33,965.63

12092015
12162025
06538PAB8

BANK OF TOKYO-MITSUBISHI UFJ L SENIOR CO

 
F
 
1FE
1,667,000

1,670,800.71

1,667,000.00

1,667,000

3,800.71




1.676

1.3560

MJSD
1,319.02

21,343.66

9082015
9142018
06739GBP3

BARCLAYS BANK PLC CORP BND

 
F
 
2FE
6,019,695

5,818,785.34

5,500,000.00

5,873,934.3

(55,148.96
)
(39,970.28
)


5.14

3.4210

AO
60,466.39

141,350

8192014
10142020
06738EAD7

BARCLAYS PLC SENIOR CORP BND

 
F
 
2FE
916,761.6

915,452.29

920,000.00

917,775.89

(2,323.6
)
313.13



2.75

2.8260

MN
3,724.72

12,650

11032014
11082019
06738EAF2

BARCLAYS PLC SENIOR CORP BND

 
F
 
2FE
1,299,883

1,290,430.01

1,300,000.00

1,299,932.51

(9,502.5
)
19.65



2

2.0030

MS
7,583.33

16,222.22

3092015
3162018
06738EAL9

BARCLAYS PLC SENIOR CORP BND

 
F
 
2FE
2,898,405

2,892,116.56

2,900,000.00

2,898,544.16

(6,427.6
)
139.16



3.25

3.2620

JJ
44,245.14


1052016
1122021
BRSTM9RG9

BASS PRO GROUP LLC SENIOR SECURED TERM L

 
 
2
4FE
1,414,961.22

1,392,797.02

1,418,507.47

1,415,657.45

(22,860.43
)
369.16




0.0500

MJSD

38,527.76

5292015
6052020
BRT31LED2

BAT INTL FIN PLC SENIOR CORP BND EMTN

 
D
1
1FE
340,434.03

340,434.03

255,000.00

340,434.03





1.75

1.7700

JUL


6302016
7052021
07177MAG8

BAXALTA INC SENIOR CORP BND

 
 
 
2FE
3,868,411.49

3,859,440.39

3,870,000.00

3,868,487.97

(9,047.58
)
76.48



2

2.4930

JD
1,935

4,085

6032016
6222018
07177MAD5

BAXALTA INC SENIOR CORP BND 144A

 
 
1
2FE
9,207,578.38

9,359,789.69

9,210,000.00

9,207,714.11

152,075.58

135.73



2.875

2.9100

JD
5,884.16

14,710.42

6032016
6232020
072863AA1

BAYLOR SCOTT & WHITE HOLDINGS MUNITAX BN

 
 
1
1FE
750,000

756,231

750,000.00

750,000

6,231




2.123

2.1210

MN
2,034.55

7,961.26

4152015
11152020
05531FAN3

BB&T CORP SENIOR CORP BND MTN

 
 
1
1FE
787,675.2

790,763.26

780,000.00

784,201.7

6,561.56

(1,104.38
)


2.05

1.7530

JD
533

7,995

11262014
6192018
05531GAA9

BB&T CORP SUB CORP BND MTN

 
 
1
1FE
425,524

429,574.67

400,000.00

421,100.54

8,474.13

(1,697.89
)


3.95

2.9290

MS
4,345.01

7,900

3042015
3222022
06742LAG8

BCLDRY_14-5 SENIOR ABS2014-5 A

 
 
2
1FE
3,394,476.57

3,412,228.27

3,395,000.00

3,394,704.66

17,523.61

105.68



1.48

1.4910

MON
2,233.16

25,123.02

6012015
9152020





BRSW3NGN9

BEACON ROOFING SECURED TERM LOAN

 
 
 
 
329,397.04

330,121.38

331,052.30

329,565.18

556.2

126.25




0.0710

MJSD

6,217.81

9252015
10012022
07388VAE8

BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T

 
 
2
 
4,169,864.36

3,829,735.25

3,764,052.43

3,846,373.96

(16,638.71
)
(64,259.45
)


5.471

(0.9750
)
MON
17,160.94

104,822.48

4162014
1122045
075887BB4

BECTON DICKINSON AND COMPANY CORP BND

 
 
 
2FE
1,249,587.5

1,252,724.88

1,250,000.00

1,249,969.7

2,755.18

42.49



1.75

1.7570

MN
3,220.49

10,937.5

11082012
11082016
075887BE8

BECTON DICKINSON AND COMPANY SENIOR CORP

 
 
 
2FE
4,395,855.87

4,500,320.69

4,385,000.00

4,392,650.29

107,670.4

(1,046.22
)


2.675

2.6220

JD
5,213.27

58,649.37

12102014
12152019
BRSSLJ0J3

BENDON INC SENIOR SECURED TERM NOTES

 
 
 
 
501,579.43

456,437.28

501,579.43

501,579.43

(45,142.15
)





MJSD

12,044.99

1282016
3302021
BRSSLJ0T1

BENDON INC SENIOR SECURED TERM NOTES

 
 
 
 
6,035,157.94

5,431,642.15

6,035,157.94

6,035,157.94

(603,515.79
)





MJSD

169,063.23

4142015
3302021
59562VAX5

BERKSHIRE HATHAWAY ENERGY CO SENIOR CORP

 
 
1
1FE
1,506,105

1,521,162.3

1,500,000.00

1,504,529.24

16,633.06

(958.89
)


2

1.8650

MN
3,833.34

15,000

8282015
11152018
BRT2CNQ86

BERRY PLASTICS CORP SECURED TERM LOAN

 
 
 
3FE
241,935.03

241,168.92

243,029.55

241,941.69

(772.77
)
6.66





MJSD


0
10032022
BRSHBHS86

BERRY PLASTICS CORP SENIOR SECURED TERM

 
 
2
3FE
5,675,422.66

5,658,089.68

5,690,422.66

5,681,964.49

(23,874.81
)
1,164.28




0.0710

FMAN

98,651.94

10012015
2082020
BRSV3DKS7

BESTOP INC SENIOR SECURED REVOLVE NOTES

 
 
 
 
354,375

348,173.44

354,375.00

354,375

(6,201.56
)





MJSD

2,770.83

6242016
12302049
BRSV3DL15

BESTOP INC SENIOR SECURED TERM NOTES

 
 
 
 
4,042,500

3,961,650

4,042,500.00

4,042,500

(80,850
)





MJSD

108,903.03

7302015
12302049
G1163HET9

BG ENERGY CAPITAL PLC CORP BND EMTN

 
D
 
1FE
793,607.43

649,251.13

460,000.00

756,743.85

(107,492.72
)
(11,938.50
)

(112,136.1
)
5.125

1.6790

DEC
17,824.09


12102014
12072017
095560AJ7

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

 
F
2
1FE
672,468.75

650,459.09

675,000.00

672,904.34

(22,445.25
)
171.83



3.628

3.7070

JAJO
5,238.43

11,907.9

4022015
1152026
055451AP3

BHP BILLITON FINANCE (USA) LTD SENIOR CO

 
F
 
1FE
6,706,708

6,738,719

6,725,000.00

6,722,542.39

16,176.61

1,872.38



1.625

1.6820

FA
38,552

54,640.63

2212012
2242017
055451AU2

BHP BILLITON FINANCE (USA) LTD SENIOR CO

 
F
 
1FE
544,060

543,980.6

500,000.00

537,820.59

6,160.01

(2,336.04
)


3.85

2.6940

MS
4,865.97

9,625

2242015
9302023
09062XAC7

BIOGEN IDEC INC SENIOR CORP BND

 
 
 
2FE
4,943,836.1

5,085,339.53

4,911,000.00

4,941,985.79

143,353.74

(1,890.33
)


2.9

2.7390

MS
41,934.48

33,921.31

3222016
9152020
BRSR5ULA4

BIOTELEMETRY INC REVOLVE LOAN

 
 
 
 
2,485,714.28

2,448,428.56

2,485,714.28

2,485,714.28

(37,285.72
)





JD


5132016
12302019
BRSR5UKB3

BIOTELEMETRY INC TERM NOTES

 
 
 
 
4,017,857.13

3,987,723.2

4,017,857.13

4,017,857.13

(30,133.93
)





MJSD

104,188.98

1022015
12302019
095538AA2

BLUE HALO RE LTD UNSEC CORP BND 144A

 
F
 
 
1,000,000

998,910

1,000,000.00

1,000,000

(1,090
)



14.265

14.5160

MJSD
5,943.55


6102016
6212019
095538AB0

BLUE HALO RE LTD UNSEC CORP BND 144A

 
F
 
 
400,000

399,632

400,000.00

400,000

(368
)





MJSD


6102016
6212019
BRSZ4WWJ2

BLUEPAY PROCESSING LLC SENIOR SECURED CO

 
 
 
 
2,198,247.83

2,187,256.59

2,198,247.83

2,198,247.83

(10,991.24
)





MJSD

51,829.62

1292016
12042021
BRSK4S5S4

BMC SOFTWARE FINANCE INC SENIOR SECURED

 
 
2
4FE
3,655,418.48

3,255,257.14

3,664,022.85

3,658,549.69

(403,292.55
)
780.39




0.0350

FMAN

92,987.73

7162014
9102020
N1430ZAT2

BMW FIN N.V.

 
 
 
1FE
1,151,197.28

1,054,735.2

750,000.00

1,142,284.91

(87,549.71
)
(8,912.37
)

(96,998.63
)
3.375

2.4575

DEC
18,490.58

(2,525.81
)
1062016
20181214
BRSL762A9

BMW FIN N.V. SENIOR CORP BND EMTN

 
D
 
 
1,543,559.25

1,345,884.63

1,000,000.00

1,535,238.62

(189,353.99
)
(3,635.22
)

(189,463.55
)
1.75

1.2550

NOV
14,317.64


5062015
11202017
05565EAD7

BMW US CAPITAL LLC SENIOR CORP BND 144A

 
 
 
1FE
5,202,709.8

5,229,708.19

5,205,000.00

5,202,875.57

26,832.62

165.77



1.5

1.5150

AO
17,350


4042016
4112019
05565EAF2

BMW US CAPITAL LLC SENIOR CORP BND 144A

 
 
1
1FE
359,096.4

363,469.78

360,000.00

359,134.58

4,335.2

38.18



2

2.0530

AO
1,600


4042016
4112021
05579UAD5

BMWLT_14-1 ABS _14-1-A4

 
 
2
1FE
12,299,729.4

12,296,000.04

12,300,000.00

12,299,816.71

(3,816.67
)
136.09



0.99

0.9920

MON
3,720.75

60,885

4092014
8212017
09658UAD1

BMWOT_14-A ABS 14-A-A4

 
 
2
1FE
974,895.38

982,702.51

975,000.00

974,934.07

7,768.44

10.16



1.5

1.5070

MON
243.75

7,312.5

10082014
2252021
097023BE4

BOEING CO SENIOR CORP BND

 
 
 
1FE
1,970,180

2,000,302.75

2,000,000.00

1,986,772.23

13,530.52

3,463.05



0.95

1.1760

MN
2,427.77

9,500

4302013
5152018
097023BG9

BOEING CO SENIOR CORP BND

 
 
 
1FE
807,568

829,080.51

800,000.00

806,162.61

22,917.9

(543.79
)


2.35

2.1950

AO
3,185.56

9,400

3042015
10302021
097023BM6

BOEING CO SENIOR CORP BND

 
 
1
1FE
376,858.82

384,899.77

382,000.00

377,517.58

7,382.19

492.45



1.65

1.9340

AO
1,068.01

3,169.01

10282015
10302020
10011AAA1

BOSPHORUS LTD SENIOR CORP BND 144A

 
F
 
 
1,080,000

1,088,618.4

1,080,000.00

1,080,000

8,618.4




4.036

3.5960

MJSD
2,784.63

32,122.14

8112015
8172018
102022AX8

BOURBONNAIS ILL MUNI BND REV

 
 
1
1FE
1,236,560.5

1,198,495.5

1,150,000.00

1,188,021.77

10,473.73

(13,963.62
)


4.375

4.6410

MN
8,385.42

25,156.25

7272007
11012018
BRSK5A7F8

BOYD GAMING CORPORATION SENIOR SECURED T

 
 
2
3FE
2,908,212.53

2,923,626.45

2,927,810.29

2,913,841.73

9,784.72

1,631.85




0.0870

FMAN

59,695.48

10012015
8142020





05565QBT4

BP CAPITAL MARKETS PLC CORP BND

 
F
 
1FE
4,773,490

4,770,329.53

4,750,000.00

4,751,647.24

18,682.29

(2,438.32
)


2.248

2.1430

MN
17,796.67

53,390

12052014
11012016
05565QBY3

BP CAPITAL MARKETS PLC SENIOR CORP BND

 
F
 
1FE
4,200,000

4,224,066.42

4,200,000.00

4,200,000

24,066.42




1.846

1.8460

MN
12,060.54

50,534.25

5022012
5052017
05565QCC0

BP CAPITAL MARKETS PLC SENIOR CORP BND

 
F
 
1FE
498,865

501,553

500,000.00

499,501.28

2,051.72

181.99



1.375

1.3920

MN
1,050.35

3,437.5

11012012
11062017
05565QCE6

BP CAPITAL MARKETS PLC SENIOR CORP BND

 
F
 
1FE
1,105,638.75

1,126,297.94

1,125,000.00

1,114,877.79

11,420.15

2,656.12



1.375

1.4330

MN
2,191.41

7,734.38

5072013
5102018
05565QCF3

BP CAPITAL MARKETS PLC SENIOR CORP BND

 
F
 
1FE
2,500,000

2,488,885

2,500,000.00

2,500,000

(11,115
)



1.14

0.7850

FMAN
4,115.22

12,508.25

5072013
5102018
05565QCZ9

BP CAPITAL MARKETS PLC SENIOR CORP BND

 
F
 
1FE
875,000

909,287.3

875,000.00

875,000

34,287.3




3.062

3.0620

MS
7,740.06

13,396.25

3122015
3172022
05565QDC9

BP CAPITAL MARKETS PLC SENIOR CORP BND

 
F
 
1FE
2,600,000

2,617,342.99

2,600,000.00

2,600,000

17,342.99




1.676

1.6760

MN
6,899.53


4282016
5032019
07330NAC9

BRANCH BKG & TR CO SENIOR CORP BND

 
 
1
1FE
999,640

1,001,020

1,000,000.00

999,969.62

1,050.38

58.60



1.45

1.4620

AO
3,544.44

7,250

9042013
10032016
07330NAD7

BRANCH BKG & TR CO SENIOR CORP BND

 
 
1
1FE
3,804,378.11

3,820,300.46

3,737,000.00

3,776,684.52

43,615.94

(8,809.21
)


2.3

1.8020

AO
18,145.21

42,975.5

11262014
10152018
07330NAL9

BRANCH BKG & TR CO SENIOR CORP BND

 
 
1
1FE
1,852,941.5

1,854,257.18

1,850,000.00

1,852,913.99

1,343.19

(27.51
)


1.45

1.3920

MN
3,800.21

(3,055.07
)
6162016
5102019
10620NCG1

BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1

 
 
2
1FE
2,130,187.05

2,142,181.97

2,159,283.50

2,148,214.59

(6,032.62
)
2,692.57



1.462

1.6920

FMAN
3,245.23

15,632.81

3102011
2252030
110122AV0

BRISTOL-MYERS SQUIBB CO SENIOR CORP BND

 
 
 
1FE
7,465,480

7,632,662.78

7,500,000.00

7,474,024.07

158,638.71

4,697.68



1.75

1.8840

MS
43,750

65,625

11122015
3012019
111013AM0

BRITISH SKY BROADCASTING GRP P SENIOR CO

 
F
 
2FE
5,111,910.15

5,196,991.36

5,115,000.00

5,112,920.91

84,070.45

336.25



2.625

2.6380

MS
39,161.71

67,134.39

11172015
9162019
G1582KAR3

BRITISH TELECOMMUNICATIONS PLC

 
 
 
2FE
1,777,041.92

1,407,273.42

1,000,000.00

1,658,135.74

(250,862.32
)
(40,379.72
)

(258,485.21
)
6.625

0.9808

JUN
1,941.12

119,514.54

5092014
20170623
11102AAA9

BRITISH TELECOMMUNICATIONS PLC CORP BND

 
F
 
2FE
1,121,760

1,069,950.33

1,000,000.00

1,061,680.98

8,269.35

(19,656.05
)


5.95

1.8640

JJ
27,436.11

29,750

12112014
1152018
111021AK7

BRITISH TELECOMMUNICATIONS PLC SENIOR LO

 
D
 
2FE
425,110.5

433,634.6

425,000.00

425,074.9

8,559.7

(13.75
)


6.625

1.7270

JUN
3,800.8

4,993.75

12102014
6232017
114894HA9

BROWARD CNTY FLA MUNITAX BND REV

 
 
2
1FE
2,299,520

2,227,440

2,000,000.00

2,232,876.55

(5,436.55
)
(19,426.70
)


6.9

6.9000

AO
34,500

69,000

5242001
10012021
115637AN0

BROWN-FORMAN CORPORATION SENIOR CORP BND

 
 
 
1FE
1,295,697

1,298,579.82

1,300,000.00

1,298,676.4

(96.58
)
425.20



1

1.0670

JJ
5,994.44

6,500

12102012
1152018
07387AAW5

BSARM CMO_05-3 2A1

 
 
2
 
644,454.84

612,240.63

656,560.15

645,964.92

(33,724.29
)
(3,276.06
)


3.163

3.5460

MON
1,730.6

10,213.45

8102007
6252035
07384M3D2

BSARM_04-10 CMO 04-9 22A1

 
 
2
2FE
490,184.73

480,023.8

499,678.61

491,302.98

(11,279.18
)
843.57



3.254

3.7160

MON
1,354.79

8,585.04

8132007
11252034
07388YAE2

BSCMS CMBS 07-PW16 A4

 
 
2
 
2,450,421.57

2,233,704.62

2,186,690.73

2,236,059.6

(2,354.98
)
(34,120.90
)


5.91

0.4950

MON
10,770.28

65,875.5

4242014
6112040
G1658KAC5

BSKYB FINANCE UK PLC CORP BND

 
D
 
2FE
1,638,657.06

1,412,455.66

1,000,000.00

1,587,585.46

(175,129.8
)
(35,455.22
)

(180,402.47
)
5.75

1.6220

OCT
53,554.17

9,780.17

1062016
10202017
BRSG4MWQ0

BSN MEDICAL SENIOR SECURED TERM NOTE

 
E
2
 
1,569,941.31

1,565,806.52

1,577,638.81

1,574,075.51

(8,268.99
)
561.73




(0.0590
)
JAJO

32,078.65

10292012
8282019
12189TAY0

BURLINGTON NORTHERN SANTA FE R CORP BND

 
 
 
2FE
2,363,882.3

2,309,661.25

2,225,000.00

2,305,348.05

4,313.2

(47,549.71
)


5.65

1.2820

MN
20,952.09

62,856.25

11172015
5012017
12189LAY7

BURLINGTON NORTHERN SANTA FE R SENIOR CO

 
 
1
1FE
503,523.94

557,777.99

505,000.00

503,635.78

54,142.21

64.64



3.65

3.6850

MS
6,144.16

9,779.46

8142015
9012025
12765JAA6

CAELUS RE IV LTD CORP BND 144A

 
E
 
 
750,000

769,695

750,000.00

750,000

19,695




5.775

5.8150

JAJO
14,797.61


2162016
3062020
12800UAL4

CAISSE CENTRALE DESJARDINS SECURED LOCAL

 
A
 
1FE
2,699,352

2,710,721.7

2,700,000.00

2,699,908.59

10,813.11

65.97



1.6

1.6050

MS
13,800

21,600

2282012
3062017
BRSJ7A0J8

CALPINE CONSTRUCTION FINANCE C SENIOR SE

 
 
 
3FE
6,511,362.88

6,427,861.94

6,564,622.73

6,528,545.6

(100,683.66
)
3,298.84




0.1360

MJSD

105,727.12

10012015
1312022
BRSLAJ886

CAMPING WORLD INC SENIOR SECURED TERM NO

 
 
 
 
264,113.86

261,500.03

264,977.86

264,226.4

(2,726.37
)
117.83




0.0810

MJSD

8,344.61

12142015
2202020
135087C77

CANADA GOVERNMENT CORP BND

 
A
 
1
2,903,898

2,963,741.71

2,900,000.00

2,904,035.66

59,706.05

(745.52
)


1.625

1.5710

FA
16,231.94

23,562.5

10082015
2272019
135087E42

CANADA GOVERNMENT CORP BND

 
A
 
1
1,002,490

1,007,389.98

1,000,000.00

1,001,595.34

5,794.64

(456.44
)


1.125

1.0310

MS
3,187.5

5,625

7022015
3192018
136375BU5

CANADIAN NTL RAIL CO CORP BND

 
A
1
1FE
1,637,394

1,653,234.17

1,650,000.00

1,648,827.38

4,406.79

1,268.65



1.45

1.6070

JD
1,063.33

11,962.5

11072011
12152016
140420NB2

CAPITAL ONE BANK USA NA SUB CORP BND

 
 
 
2FE
755,565

764,756.47

750,000.00

754,790.49

9,965.98

(320.77
)


3.375

3.2670

FA
9,562.5

12,656.25

3262015
2152023
14042E3Y4

CAPITAL ONE FIN CORP SENIOR CORP BND

 
 
1
2FE
9,380,512.5

9,653,423.35

9,375,000.00

9,380,695.56

272,727.79

(553.23
)


2.95

2.9360

JJ
121,380.21

138,281.25

3052015
7232021





14042E5V8

CAPITAL ONE FIN CORP SENIOR CORP BND

 
 
1
2FE
10,595,013.65

10,642,890.8

10,515,000.00

10,594,825.54

48,065.26

(710.82
)


2.35

1.9680

FA
91,977.04

(4,067.78
)
6282016
8172018
14040HBH7

CAPITAL ONE FINANCIAL CORP CAPSEC CORP B

 
 
1
3FE
3,596,443.75

3,559,937.5

3,605,000.00

3,596,443.75

(36,506.25
)



5.55

5.5630

JD
16,673.14

31,688.19

6172016
1019999
14040HAY1

CAPITAL ONE FINANCIAL CORP CORP BND

 
 
 
2FE
444,304

443,058.5

400,000.00

444,078.1

(1,019.6
)
(225.90
)


4.75

2.4140

JJ
8,761.11

(8,233.33
)
6162016
7152021
14041NFA4

CAPITAL ONE MULTI-ASSET EXECUT SENIOR AB

 
 
2
1FE
9,999,816

10,075,517

10,000,000.00

9,999,860.26

75,656.74

29.12



1.45

1.4550

MON
6,444.44

72,499.98

10192015
8162021
14313TAC3

CARMAX AUTO OWNER TRUST CARMX_ ABS _14-3

 
 
2
1FE
1,071,022.38

1,072,821.09

1,071,107.32

1,071,069.48

1,751.61

15.70



1.16

1.1650

MON
552.22

6,901.48

8062014
6172019
14313RAD5

CARMX_14-2 SENIOR ABS_14-2-A4

 
 
2
1FE
1,999,666.6

2,016,000.06

2,000,000.00

1,999,841.75

16,158.31

41.67



1.61

1.6200

MON
1,431.11

16,099.98

5072014
10152019
14313TAD1

CARMX_14-3 ABS_14-3-A4

 
 
2
1FE
2,291,414.06

2,320,933.43

2,295,000.00

2,293,077.5

27,855.93

460.60



1.73

1.7800

MON
1,764.6

19,851.78

9232014
2182020
14313VAC8

CARMX_15-3 SENIOR ABS 15-3 A3

 
 
2
1FE
1,199,924.29

1,210,320.01

1,200,000.00

1,199,940.45

10,379.56

9.03



1.63

1.6370

MON
869.33

9,780

8062015
5152020
14313VAD6

CARMX_15-3 SENIOR ABS 15-3 A4

 
 
2
1FE
249,946.4

254,850.01

250,000.00

249,957.29

4,892.72

6.10



1.98

1.9940

MON
220

2,475

8062015
2162021
14314MAD5

CARMX_16-2 SENIOR ABS_16-2 A4

 
 
2
1FE
1,259,581.18

1,272,095.99

1,260,000.00

1,259,600.4

12,495.59

19.22



1.68

1.6940

MON
940.8

3,234

4122016
9152021
BRSWNA5P2

CARR MANAGEMENT INC SENIOR SECURED TERM

 
 
 
 
4,046,399.99

4,026,066.33

4,066,733.67

4,049,132.79

(23,066.46
)
3,424.63




0.0990

MJSD

145,482.02

10152015
10222020
BRSS9F410

CASCADE DRILLING L.P. SENIOR SECURED TE

 
 
 
 
4,374,909.8

4,353,035.25

4,374,909.80

4,374,909.8

(21,874.55
)





MJSD

129,233.52

3092015
2202021
BRSS9F6W0

CASCADE DRILLING L.P. SENIOR SECURED TE

 
 
 
 
738,827.01

735,132.87

738,827.01

738,827.01

(3,694.14
)





MJSD

12,339.41

5242016
2202020
14855GAB7

CASTLELAKE AIRCRAFT SECU TRUST ABS_14-1

 
 
2
1FE
629,896.77

619,241.79

626,762.95

629,340.02

(10,098.23
)
(1,522.97
)


5.25

5.0860

MON
1,462.45

22,185.18

1052015
2152029
BRSN5MWG6

CATALENT PHARMA SOLUTIONS INC SENIOR SEC

 
 
2
4FE
3,874,273.29

3,888,267.38

3,893,741.98

3,879,891.8

8,375.58

1,497.32




0.0450

MJSD

78,359.72

10012015
5202021
14912L6J5

CATERPILLAR INC CORP BND MTN

 
 
 
1FE
3,971,720

4,073,441.48

4,000,000.00

3,976,230.26

97,211.22

3,078.53



2

2.1690

MS
25,777.78

40,000

10062015
3052020
14912L6M8

CATERPILLAR INC SENIOR CORP BND

 
 
 
1FE
2,997,210

3,044,558.73

3,000,000.00

2,997,786.6

46,772.13

454.25



1.8

1.8320

MN
7,200

27,000

11092015
11132018
14912L5T4

CATERPILLAR INC SENIOR CORP BND MTN

 
 
 
1FE
1,016,550

1,028,088.84

1,000,000.00

1,009,343.43

18,745.41

(2,070.23
)


2.45

2.4600

MS
7,826.39

12,250

9032013
9062018
14912L6L0

CATERPILLAR INC SENIOR CORP BND MTN

 
 
 
1FE
2,899,739

2,934,082.6

2,900,000.00

2,899,828.08

34,254.52

42.74



1.7

1.7030

JD
2,054.17

24,650

6112015
6162018
12479RAB3

CAUTO_14-1A ABS_14-1A A 144A

 
 
2
1FE
2,998,196.46

2,890,771.8

3,000,000.00

2,998,355.25

(107,583.45
)
62.73



3.66

3.6980

MON
4,880

54,900

10102014
10152044
124857AL7

CBS CORP SENIOR CORP BND

 
 
1
2FE
1,973,560

2,032,104.94

2,000,000.00

1,982,697.43

49,407.51

2,636.26



2.3

2.4920

FA
17,377.78

23,000

9032014
8152019
BRSLW9ZY7

CBS OUTDOOR AMERICAS CAPITAL L SENIOR SE

 
 
1
3FE
1,867,943.44

1,864,821.77

1,872,625.00

1,869,533.37

(4,711.6
)
528.48




0.0350

MJSD

39,883.39

1172014
2012021
17119VAD5

CCART_13-B ABS_13-BA A4 144A

 
 
2
 
311,160.37

311,375.77

311,217.04

311,203.07

172.7

8.23



1.27

1.2790

MON
175.66

2,063.76

11062013
3152019
17119YAC1

CCART_14-BA ABS _14-BA-A3 144A

 
 
2
1FE
1,931,558.91

1,934,669.28

1,931,925.98

1,931,809.42

2,859.86

130.07



1.27

1.2820

MON
1,090.46

16,196.87

9182014
5152019
17305EDY8

CCCIT_13-A1 ABS_07-A8 A8

 
 
2
1FE
577,968.75

528,149.99

500,000.00

525,522.99

2,627

(10,343.15
)


5.65

1.4110

MS
7,925.69

14,125

12022013
9202019
17305EFQ3

CCCIT_14-A4 ABS _14-A4-A4

 
 
2
1FE
1,059,785.77

1,063,074

1,060,000.00

1,059,935.59

3,138.41

36.62



1.23

1.2370

AO
2,426.52

6,519

4292014
4242019
17305EFU4

CCCIT_14-A8 SENIOR ABS 2014-A8 A8

 
 
2
1FE
13,341,671.13

13,465,428

13,290,000.00

13,329,732.8

135,695.2

(11,044.74
)


1.73

1.5580

AO
52,369.98

114,958.5

12102015
4092020
12532LAU9

CCMS_16-RNDB SENIOR CMBS_16-RNDB AFL

 
 
2
1FE
10,165,000

10,267,445.92

10,165,000.00

10,165,000

102,445.92




2.093

2.0880

MON
9,455.71

45,322.56

3212016
2152033
15136WAG9

CECLO_13-20A MEZZANINE ABS 2013-20A B1 1

 
F
2
1FE
490,825

488,950

500,000.00

490,825

(1,875
)



2.638

3.0510

JAJO
2,454.9

(2,454.9
)
6282016
1252026
BRT1UYWP9

CENGAGE LEARNING INC SECURED TERM NOTES

 
 
1
4FE
2,196,126.76

2,183,648.77

2,218,309.86

2,196,126.76

(12,477.99
)




0.1460

MJSD


5272016
6072023
15672NAA2

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

 
 
2
 
1,313,045.89

1,312,101.55

1,313,045.89

1,313,045.89

(944.34
)



2.528

2.5330

JAJO
7,100.77

19,265.58

11202014
10152023
15672NAC8

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

 
 
2
 
991,577.3

995,427.7

1,000,000.00

994,473.44

954.26

11.02



3.328

3.5500

JAJO
7,118.97

16,116.34

11202014
10152023
15672TAE1

CERB_2015-1A ABS_2015-1A B 144A

 
 
2
1FE
496,000

494,244.25

500,000.00

496,060.43

(1,816.18
)
60.43



3.678

3.9030

JAJO
3,882.7

(2,707.67
)
5262016
11062025
15672LAD0

CERBERUS ONSHORE II CLO LLC CE MEZZANIN

 
 
2
1FE
497,000

492,501.15

500,000.00

497,086.73

(4,585.58
)
86.73



4.628

4.8790

JAJO
4,949.76

(2,957
)
5252016
10152023





156792GT4

CERRITOS CALIF CMNTY COLLEGE D MUNI BND

 
 
 
1FE
500,000

514,800

500,000.00

500,000

14,800




2.165

2.1650

FA
4,510.42

5,412.5

11052014
8012019
17324DAU8

CGCMT_15-P1 LCF SENIOR CMBS 15-P1

 
 
2
1FM
1,029,952.4

1,098,720.02

1,000,000.00

1,027,522.52

71,197.5

(1,410.00
)


3.717

3.3590

MON
3,097.5

18,585

8062015
9152048
29429CAD7

CGCMT_16-P3 LCF SENIOR CMBS_16-P3 A4

 
 
2
 
3,604,769

3,735,196.16

3,500,000.00

3,602,629.46

132,566.7

(2,139.54
)


3.329

2.9740

MON
9,709.58

15,535.32

3292016
4152049
12532LAA3

CGGS COMMERCIAL MORTGAGE TRUST SENIOR C

 
 
2
1FE
4,999,963

5,115,535.5

5,000,000.00

4,999,433.23

116,102.27

(529.77
)


2.757

2.7290

MON
11,487.5

23,357.92

3212016
2102033
14310KAC5

CGMS_13-4 SENIOR ABS 13-4 A1 144A

 
F
2
1FE
1,489,350

1,494,534.75

1,500,000.00

1,492,634.39

1,900.36

1,150.12



2.098

2.2700

JAJO
6,732.21

14,795.75

1232015
10152025
14311DAC0

CGMS_15-1A ABS_15-1A A 144A

 
F
2
1FE
4,987,000

4,985,612.5

5,000,000.00

4,989,832.62

(4,220.12
)
1,061.05



2.164

2.2180

JAJO
21,643.5

50,824.11

2052015
4202027
161571FU3

CHAIT_13-A1 ABS 13-A1

 
 
2
1FE
3,165,795.7

3,209,696.96

3,195,000.00

3,181,004.22

28,692.74

4,241.99



1.3

1.5790

MON
1,846

20,767.5

9042014
2182020
161571FW9

CHAIT_13-A3 ABS 13-A3

 
 
2
 
960,000

959,615.99

960,000.00

960,000

(384.01
)



0.722

0.7230

MON
308.07

3,454.32

4122013
4152020
161571GT5

CHAIT_15-A2 ABS_15-A2 A

 
 
2
1FE
6,229,695.35

6,287,315.88

6,230,000.00

6,229,827.54

57,488.34

61.39



1.59

1.5970

MON
4,402.54

60,735.79

3062015
2182020
808513AK1

CHARLES SCHWAB CORPORATIO SENIOR CORP BN

 
 
1
1FE
668,795.03

671,209.45

669,000.00

668,867.32

2,342.13

27.74



1.5

1.5090

MS
3,094.13

5,017.5

3042015
3102018
808513AL9

CHARLES SCHWAB CORPORATIO SENIOR CORP BN

 
 
1
1FE
318,656

331,014.26

320,000.00

318,809.55

12,204.71

59.02



3

3.0490

MS
2,960

4,800

3032015
3102025
BRSJ315T5

CHARTER COMMUNICATION OPER LLC SENIOR SE

 
 
2
2FE
4,448,534.23

4,454,264.38

4,486,508.92

4,460,471.21

(6,206.83
)
2,997.05




0.1480

JAJO

73,506.58

10012015
1032021
BRT215AC5

CHARTER COMMUNICATION OPER LLC SENIOR SE

 
 
1
2FE
691,560.2

692,496.86

693,115.81

691,580.03

916.83

23.73





JAJO

2,769.76

0
1242023
161630BD9

CHASE CMO_07-A1 11M1

 
 
2
1FE
1,755,744.5

1,575,659.7

1,739,100.74

1,753,309.17

(177,649.47
)
(8,966.73
)


2.756

2.5360

MON
3,994.52

24,164.03

1182008
3252037
161571GH1

CHASE ISSUANCE TRUST ABS 13-A9 A

 
 
2
1FE
1,500,000

1,502,549.97

1,500,000.00

1,500,000

2,549.97




0.862

0.8640

MON
574.7

6,485.6

12102013
11152020
161571FQ2

CHASE ISSUANCE TRUST CHAIT_12- ABS 12-A7

 
 
2
1FE
5,000,000

5,109,500.1

5,000,000.00

5,000,000

109,500.1




2.16

2.1700

MON
4,800

54,000

1302015
9162024
161571HC1

CHASE ISSUANCE TRUST CHAIT_16-A2

 
 
2
1FE
9,999,976

10,051,745

10,000,000.00

9,999,965.33

51,779.67

(10.67
)


1.37

1.3710

MON
6,088.89


6072016
6152021
BRST4R1R3

CHEMOURS COMPANY LLC SENIOR SECURED TERM

 
 
2
3FE
1,852,708.46

1,811,513.79

1,880,464.80

1,855,937.97

(44,424.18
)
2,106.99




0.2200

MJSD

35,821.94

9182015
5122022
166430AA6

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

 
 
2
1FE
2,628,000

2,613,548.63

2,628,000.00

2,628,000

(14,451.37
)



4.5

4.5250

MJSD
5,256

63,517.5

12112014
12152034
166764AA8

CHEVRON CORP SENIOR CORP BND

 
 
1
1FE
990,820

1,001,496.2

1,000,000.00

995,827.82

5,668.38

1,432.69



1.104

1.1030

JD
797.33

5,520

11282012
12052017
166764AG5

CHEVRON CORP SENIOR CORP BND

 
 
1
1FE
4,070,440

4,106,951.6

4,000,000.00

4,059,807.77

47,143.83

(7,324.20
)


2.427

2.0250

JD
1,887.67

48,540

10062015
6242020
166764AV2

CHEVRON CORP SENIOR CORP BND

 
 
 
1FE
2,380,000

2,388,753.05

2,380,000.00

2,380,000

8,753.05




1.365

1.3650

MS
10,738.76

16,243.5

2242015
3022018
166764AY6

CHEVRON CORP SENIOR CORP BND

 
 
1
1FE
975,000

1,001,259.95

975,000.00

975,000

26,259.95




2.419

2.4170

MN
2,882.64

11,792.63

11092015
11172020
166764BH2

CHEVRON CORP SENIOR CORP BND

 
 
 
1FE
1,750,000

1,760,115.32

1,750,000.00

1,750,000

10,115.32




1.561

1.5610

MN
3,414.69


5092016
5162019
BRT1ZYMR1

CHG HEALTHCARE SERVICES INC SENIOR SECUR

 
 
1
4FE
776,736.92

777,712.72

780,640.12

776,752.25

960.47

15.33




0.0710

MJSD


5262016
6072023
BRSUZA516

CHI OVERHEAD DOORS INC SENIOR SECURED TE

 
 
 
 
400,573.55

399,235.08

401,577.48

400,698.22

(1,463.14
)
79.25




0.0360

MJSD

9,704.32

7282015
7292022
BRSR021B1

CHIEF POWER FINANCE LLC SENIOR SECURED T

 
 
 
4FE
3,370,975.52

2,741,045.75

3,405,025.78

3,379,292.33

(638,246.58
)
3,003.02




0.1310

MJSD

100,036.53

10012015
12312020
170016XW4

CHIPPEWA VALLEY MICH SCHS MUNI BND GO

 
 
1
1FE
6,265,211

6,524,413

5,450,000.00

6,115,459.99

408,953.01

(43,406.67
)


5

4.1000

MN
45,416.67

136,250

9162013
5012027
BRSM3VKC2

CHRYSLER GROUP LLC SENIOR SECURED TERM N

 
 
2
2FE
1,719,902.13

1,727,680.59

1,728,544.86

1,724,078.85

3,601.74

4,681.51




0.1420

FMAN

52,396.11

10012015
12312018
BRSTEHXK4

CHS/COMMUNITY HEALTH SYSTEMS I SENIOR SE

 
 
2
3FE
664,031.25

655,488.45

675,000.00

664,272.78

(8,784.33
)
241.53




0.4520

MJSD

61.9

5202016
12312019
12548CAD9

CIFC FUNDING 2014-II LTD CIFC_ MEZZANIN

 
F
2
1FE
1,918,000

1,948,000

2,000,000.00

1,934,601.78

13,398.22

4,832.40



3.511

4.1570

FMAN
7,412.74

33,892.62

10232014
5262026
12549BAC2

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

 
F
2
1FE
977,000

985,966.4

1,000,000.00

985,042

924.4

2,806.50



1.783

2.3620

JAJO
3,664.75

8,168.27

12232014
4212025
BRSKAX1N1

CINCINNATI BELL INC SENIOR SECURED TERM

 
 
2
 
2,703,788.63

2,696,856.63

2,717,235.90

2,708,746.98

(11,890.35
)
1,076.73




0.0740

MJSD

63,134.66

11202014
9102020
17275RAR3

CISCO SYSTEMS INC SENIOR CORP BND

 
 
 
1FE
500,100

513,626.41

500,000.00

500,063.8

13,562.61

(11.48
)


2.125

2.1400

MS
3,541.67

5,312.5

2242014
3012019





17275RAT9

CISCO SYSTEMS INC SENIOR CORP BND

 
 
 
1FE
3,499,790

3,508,015

3,500,000.00

3,499,952.25

8,062.75

34.98



1.1

1.1020

MS
12,619.44

19,250

9182014
3032017
17275RAU6

CISCO SYSTEMS INC SENIOR CORP BND

 
 
 
1FE
6,552,698

6,640,952.51

6,550,000.00

6,552,161.5

88,791.01

(540.81
)


1.65

1.6330

JD
4,803.33

54,037.5

11122015
6152018
17275RBA9

CISCO SYSTEMS INC SENIOR CORP BND

 
 
 
1FE
3,300,000

3,329,175.86

3,300,000.00

3,300,000

29,175.86




1.4

1.4000

FA
15,528.33


2222016
2282018
17275RBD3

CISCO SYSTEMS INC SENIOR CORP BND

 
 
 
1FE
394,241.6

405,864.77

395,000.00

394,289.93

11,574.84

48.33



2.2

2.2410

FA
2,920.81


2222016
2282021
17305EFS9

CITIBANK CREDIT CARD MASTER TR ABS_14-A6

 
 
2
1FE
4,866,375

4,940,159.9

4,800,000.00

4,849,415.4

90,744.5

(7,880.55
)


2.15

1.8000

JJ
47,586.67

51,600

5272015
7152021
17318UAB0

CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC

 
 
2
 
6,058,828.12

6,025,243.2

6,000,000.00

6,027,191.6

(1,948.4
)
(8,475.10
)


1.813

1.5260

MON
9,065

54,390

8072014
9102045
17322VAR7

CITIGROUP COMMERCIAL MORTGAGE SENIOR CMB

 
 
2
 
3,316,556.2

3,338,560.37

3,220,000.00

3,277,180.01

61,380.36

(10,518.19
)


2.851

2.1630

MON
7,650.18

45,901.08

7172014
7102047
U17406BD7

CITIGROUP INC

 
 
 
2FE
940,390.05

856,096.48

600,000.00

930,223.16

(74,126.68
)
(10,166.89
)

(78,991.12
)
5.125

2.4521

DEC
22,687.25

(3,313.85
)
1062016
20181212
U17406FZ4

CITIGROUP INC

 
 
 
1FE
917,879.83

753,514.39

510,000.00

871,607.17

(118,092.78
)
(22,537.96
)

(122,623.16
)
7.625

1.7589

APR
12,675.75

101,365.52

12102014
20180403
172967GR6

CITIGROUP INC CAPSEC CORP BND

 
 
1
3FE
5,661,875

5,632,500

6,000,000.00

5,667,554.33

(35,054.33
)
1,645.82



5.35

5.7230

MN
41,016.67

160,500

11252014
12312049
172967KD2

CITIGROUP INC CAPSEC CORP BND

 
 
1
3FE
3,420,000

3,462,750

3,420,000.00

3,420,000

42,750




6.125

6.1250

MN
26,766.25

105,901.25

11052015
12312049
172967HC8

CITIGROUP INC SENIOR CORP BND

 
 
 
2FE
2,033,660

2,036,185.3

2,000,000.00

2,018,218.58

17,966.72

(3,937.43
)


2.5

2.0810

MS
13,194.44

25,000

7012014
9262018
172967HU8

CITIGROUP INC SENIOR CORP BND

 
 
 
2FE
1,989,140

2,038,996.74

2,000,000.00

1,992,950.23

46,046.51

1,120.92



2.5

2.5220

JJ
21,111.11

36,250

9102014
7292019
172967JJ1

CITIGROUP INC SENIOR CORP BND

 
 
 
2FE
8,468,700

8,604,988.01

8,500,000.00

8,476,720.7

128,267.31

3,069.18



2.4

2.4790

FA
75,366.67

109,526

3052015
2182020
172967JN2

CITIGROUP INC SENIOR CORP BND

 
 
 
2FE
6,504,315.75

6,537,591.82

6,525,000.00

6,512,305.55

25,286.27

3,393.07



1.7

1.8090

AO
19,720

55,462.5

4222015
4272018
172967JW2

CITIGROUP INC SENIOR CORP BND

 
 
 
1FE
199,948

202,069.82

200,000.00

199,963.6

2,106.22

8.49



2.15

2.1590

JJ
1,803.61

2,150

7232015
7302018
172967KB6

CITIGROUP INC SENIOR CORP BND

 
 
 
2FE
993,750

1,017,396.94

1,000,000.00

994,502.28

22,894.66

844.89



2.65

2.7860

AO
4,784.72

23,481.94

11102015
10262020
172967KS9

CITIGROUP INC SENIOR CORP BND

 
 
 
2FE
1,219,365.6

1,231,283.65

1,220,000.00

1,219,377.93

11,905.72

12.33



2.05

2.0680

JD
1,528.39


6022016
6072019
172967GK1

CITIGROUP INC SUB CORP BND

 
 
 
2FE
5,661,425

5,736,269.83

5,500,000.00

5,627,709.13

108,560.7

(9,300.15
)


4.05

3.6210

JJ
93,431.25

111,375

8192014
7302022
172967KJ9

CITIGROUP INC SUB CORP BND

 
 
 
2FE
998,020

1,052,324.98

1,000,000.00

998,068.94

54,256.04

48.94



4.6

4.6250

MS
14,311.11


3012016
3092026
17401QAD3

CITIZENS BANK NA SENIOR CORP BND MTN

 
 
1
2FE
4,999,450

5,082,036.2

5,000,000.00

4,999,502.63

82,533.57

52.63



2.5

2.5040

MS
37,152.78


3092016
3142019
177510AC8

CITRUS RE LTD CORP BND 144A

 
F
 
 
1,000,000

997,810

1,000,000.00

1,000,000

(2,190
)



4.89

4.7780

JAJO
10,051.67

25,105.98

4012015
4092018
177510AD6

CITRUS RE LTD CORP BND 144A

 
F
 
 
650,000

647,881

650,000.00

650,000

(2,119
)



6.32

6.0440

JAJO
8,444.22

21,018.02

4012015
4092018
177510AE4

CITRUS RE LTD CORP BND 144A

 
F
 
 
250,000

248,735

250,000.00

250,000

(1,265
)



9.48

9.0990

JAJO
4,871.67

12,056.83

4012015
4092018
177510AF1

CITRUS RE LTD CORP BND 144A

 
F
 
 
250,000

252,232.5

250,000.00

250,000

2,232.5




7.5

7.5720

JAJO
3,854.17

2,856.34

2192016
2252019
177510AG9

CITRUS RE LTD CORP BND 144A

 
F
 
 
250,000

250,342.5

250,000.00

250,000

342.5






JAJO

3,981.34

2192016
2252019
73723RSH7

CITY OF PORTSMOUTH VA MUNITAX BND GO

 
 
 
 
2,250,000

2,260,912.5

2,250,000.00

2,250,000

10,912.5




1.418

1.4180

FA
13,293.75

15,952.5

9292015
2012017
411707AA0

CKE RESAURANT HOLDINGS INC HNG ABS_13-1A

 
 
2
2FE
489,262.06

476,002.55

475,625.00

478,903.44

(2,900.89
)
(8,688.45
)


4.474

3.8080

MJSD
650.21

10,702.65

2252015
3202043
180848DS9

CLARK CNTY NEV ARPT REV MUNITAX BND GO

 
 
1
1FE
4,625,530

4,529,304.9

3,910,000.00

4,387,390.2

141,914.7

(68,590.34
)


5.86

5.8600

MN
38,187.67

114,563

6102009
11012020
125634AQ8

CLIF_14-2A ABS_14-2A A 144A

 
 
1
1FE
2,913,294.13

2,811,124.49

2,914,460.78

2,913,459.33

(102,334.84
)
113.07



3.38

3.4110

MON
3,557.26

50,994.09

10092014
10182029
12591FAC0

CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3

 
 
2
1FE
34,577.37

34,572.26

34,577.38

34,577.06

(4.8
)
7.71



0.69

0.6910

MON
10.6

1,788.26

2132013
6152018
12594DAB4

CNH EQUIPMENT TRUST CNH_16-B ABS_16-B A2

 
 
2
 
1,964,990.57

1,969,102.92

1,965,000.00

1,964,990.69

4,112.23

0.12



1.31

1.3140

MON
1,144.07

1,072.56

5242016
10152019
12618SAC1

CNH_13-D ABS 13-D A3

 
 
2
1FE
331,674.32

331,435.72

331,687.79

331,682.87

(247.15
)
2.62



0.77

0.7720

MON
113.51

1,523.93

11142013
10152018
12623PAD8

CNH_14-B ABS_14-B A4

 
 
2
1FE
6,770,795.12

6,831,952.27

6,785,000.00

6,777,844.72

54,107.55

1,967.79



1.61

1.6760

MON
4,855.05

54,619.26

9162014
5172021





12632XAD0

CNH_14-C ABS 14-C

 
 
2
1FE
3,743,709.85

3,774,810.12

3,745,000.00

3,744,219.81

30,590.31

147.56



1.65

1.6640

MON
2,746.33

30,896.28

10162014
9152021
12592WAD0

CNH_15-A SENIOR ABS 15-A A4

 
 
2
1FE
1,064,890.41

1,078,244.23

1,065,000.00

1,064,917.92

13,326.31

13.56



1.85

1.8590

MON
875.67

9,851.28

2252015
4152021
12594DAE8

CNHET_16-B SENIOR ABS_16-B A4

 
 
2
1FE
419,847.34

424,510.79

420,000.00

419,849.44

4,661.35

2.10



1.97

1.9850

MON
367.73

344.75

5242016
11152021
12634GAA1

CNOOC FINANCE (2015) AUSTRALIA SENIOR CO

 
F
 
1FE
1,994,320

2,018,239.28

2,000,000.00

1,995,566.26

22,673.02

542.10



2.625

2.6860

MN
8,166.67

26,250

4282015
5052020
BRSYJ0CL6

CNT HOLDINGS III CORP SENIOR SECURED TER

 
 
1
4FE
441,056.28

444,211.83

445,511.39

441,325.6

2,886.23

280.49




0.1420

MJSD

10,030.52

1152016
1222023
191216BA7

COCA-COLA COMPANY (THE) SENIOR CORP BND

 
 
 
1FE
492,870

502,844.74

500,000.00

496,387.25

6,457.49

1,008.15



1.15

1.1940

AO
1,437.5

2,875

2282013
4012018
191216BD1

COCA-COLA COMPANY (THE) SENIOR CORP BND

 
 
 
1FE
4,994,250

5,001,600

5,000,000.00

4,999,353.05

2,246.95

961.73



0.75

0.7890

MN
6,250

18,750

9182014
11012016
191216BV1

COCA-COLA COMPANY (THE) SENIOR CORP BND

 
 
 
1FE
5,995,800

6,063,551.76

6,000,000.00

5,995,916.52

67,635.24

116.52



1.375

1.3990

MN
7,104.17


5252016
5302019
191216BW9

COCA-COLA COMPANY (THE) SENIOR CORP BND

 
 
 
1FE
1,999,640

2,039,753.88

2,000,000.00

1,999,642.76

40,111.12

2.76



2.55

2.5520

JD
4,391.67


5252016
6012026
19416QEB2

COLGATE-PALMOLIVE CO SENIOR CORP BND MTN

 
 
 
1FE
1,890,937

1,907,194.29

1,900,000.00

1,896,621.38

10,572.91

907.16



0.9

0.9980

MN
2,850

8,550

4292013
5012018
19416QEC0

COLGATE-PALMOLIVE CO SENIOR CORP BND MTN

 
 
 
1FE
483,565

509,783.67

500,000.00

484,715.36

25,068.31

1,016.20



2.1

2.5910

MN
1,750

5,250

12032015
5012023
19624HAA6

COLNY_14-1 SENIOR CMBS _14-1-A

 
 
2
1FE
2,275,145.28

2,275,441.51

2,275,149.84

2,272,569.36

2,872.15

(32.61
)


2.543

2.4190

MON
4,821.8

31,987.84

10232014
4202050
196479WD7

COLORADO HOUSING & FINANCE AUT MUNITAX B

 
 
 
1FE
830,000

850,658.7

830,000.00

830,000

20,658.7




2.024

2.0240

MN
2,799.87

8,652.6

10232014
5012019
196479WE5

COLORADO HOUSING & FINANCE AUT MUNITAX B

 
 
 
1FE
910,000

937,081.6

910,000.00

910,000

27,081.6




2.144

2.1440

MN
3,251.73

10,050

10232014
11012019
198280AB5

COLUMBIA PIPELINE GROUP INC SENIOR CORP

 
 
 
2FE
769,875.23

770,828.2

770,000.00

769,887.96

940.24

12.73



2.45

2.5060

JD
1,572.08

943.25

5132016
6012018
198280AD1

COLUMBIA PIPELINE GROUP INC SENIOR CORP

 
 
1
2FE
2,995,594.53

3,052,524.48

3,000,000.00

2,995,765.37

56,759.11

170.84



3.3

2.9270

JD
8,250

4,950

5132016
6012020
20030NBD2

COMCAST CORPORATION SENIOR CORP BND

 
 
 
1FE
2,006,540

2,137,385.4

2,000,000.00

2,005,804.31

131,581.09

(431.47
)


3.125

3.0720

JJ
28,819.44

31,250

8072015
7152022
20030NBS9

COMCAST CORPORATION SENIOR CORP BND

 
 
1
1FE
1,028,610

1,058,171.23

1,000,000.00

1,027,971.17

30,200.06

(1,305.14
)


3.15

2.8100

MS
10,850

5,075

3222016
3012026
14041NET4

COMET_14-A5 SENIOR ABS _14-A5-A

 
 
2
1FE
2,269,392.55

2,284,527.97

2,270,000.00

2,269,745.49

14,782.48

103.90



1.48

1.4940

MON
1,493.15

16,798.02

10062014
7152020
12626BAE4

COMM MORTGAGE TRUST COMM_13-CR PAC SENIO

 
 
2
 
3,107,671.88

3,121,010.26

2,870,000.00

3,106,382.94

14,627.32

(1,288.94
)


3.795

1.3730

MON
9,076.38

(6,958.55
)
6212016
8102046
12626BAB0

COMM MORTGAGE TRUST COMM_13-CR PRELCF SE

 
 
2
1FM
1,043,710.94

1,029,442

1,000,000.00

1,025,800.88

3,641.12

(7,337.60
)


2.972

1.4930

MON
2,476.66

14,859.96

3252015
8102046
12591RAX8

COMM MORTGAGE TRUST COMM_14-CR CMBS 14-C

 
 
2
 
2,807,496.48

2,801,327.08

2,710,000.00

2,768,870.35

32,456.73

(25,511.24
)


2.928

1.8050

MON
6,612.4

39,674.4

2272015
2102047
12632QAX1

COMM MORTGAGE TRUST COMM_14-CR SENIOR CM

 
 
2
 
7,209,485.92

7,709,590.07

7,000,000.00

7,169,390.29

540,199.78

(10,534.52
)


3.828

3.4690

MON
22,330

133,980

6192014
7152047
12592RBF5

COMM MORTGAGE TRUST COMM_14-CR SUPSEN SE

 
 
2
1FM
1,812,207.04

1,890,314.97

1,750,000.00

1,804,378.44

85,936.53

(3,035.07
)


3.528

3.0990

MON
5,145

30,870

3062015
12102047
12592XAZ9

COMM MORTGAGE TRUST COMM_15-CR PRELCF SE

 
 
2
 
1,601,627.13

1,618,599.44

1,555,000.00

1,589,016.85

29,582.59

(5,090.43
)


2.856

2.1670

MON
3,700.9

22,205.4

3182015
3102048
200474BC7

COMM MORTGAGE TRUST COMM_15-LC LCF SENIO

 
 
2
1FE
1,503,713.19

1,544,066.84

1,460,000.00

1,497,851.5

46,215.34

(2,107.02
)


3.183

2.8330

MON
3,872.65

23,235.9

1262015
2102048
126192AD5

COMM_12-LC4 SENIOR CMBS 12-LC4

 
 
2
 
1,815,214.84

1,818,762

1,700,000.00

1,814,516.44

4,245.56

(698.40
)


3.288

1.6980

MON
4,658

(3,105.33
)
6162016
12102044
12630BAX6

COMM_13-CR13 PRELCF SENIOR CMBS 13-CR13

 
 
2
1FM
1,049,023.44

1,033,973.6

1,000,000.00

1,031,646.97

2,326.63

(7,499.41
)


3.039

1.5390

MON
2,532.5

15,195

4142015
12102018
12624XAB4

COMM_13-CR6 CMBS_13-CR6 A2

 
 
2
 
1,358,975.39

1,357,373.97

1,345,000.00

1,350,918.53

6,455.44

(3,079.61
)


2.122

1.7800

MON
2,378.41

14,270.46

9112014
3102046
12625UBA0

COMM_13-CR9 PAC SENIOR CMBS 2013-CR9 ASB

 
 
2
 
2,382,617.19

2,360,622.07

2,200,000.00

2,381,487.05

(20,864.98
)
(1,130.14
)


3.834

1.4070

MON
7,029

(5,154.6
)
6202016
7102045
12626GAF0

COMM_13-LC13 LCF CMBS_13-LC13 A5

 
 
2
 
1,174,185.55

1,211,406.78

1,075,000.00

1,157,091.35

54,315.43

(5,511.75
)


4.205

2.9610

MON
3,766.98

22,601.88

12012014
8102046
12591VAB7

COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCR

 
 
2
 
5,149,950.85

5,203,170.5

5,000,000.00

5,082,445.25

120,725.25

(16,314.29
)


3.042

2.3900

MON
12,675

92,950

3282014
4102047
12592GAZ6

COMM_14-CCRE19 SENIOR CMBS _14-CCRE19-A2

 
 
2
1FM
1,045,429.68

1,037,740.3

1,000,000.00

1,034,372.08

3,368.22

(3,110.08
)


2.965

2.0090

MON
2,470.84

14,825.04

3252015
8102047
12591VAE1

COMM_14-CR16 LCF SENIOR CMBS_14-CR16 A4

 
 
2
 
1,623,144.14

1,647,296.66

1,470,000.00

1,601,278.44

46,018.22

(7,950.73
)


4.051

2.7310

MON
4,962.47

29,774.82

2052015
4102047





12631DAX1

COMM_14-CR17 SENIOR CMBS_14-CR17-A2

 
 
2
 
4,588,620.24

4,621,669.12

4,455,000.00

4,524,617.97

97,051.15

(18,898.50
)


3.012

2.2950

MON
11,182.05

67,092.3

4292014
5102047
12632QAT0

COMM_14-CR18 SENIOR CMBS_14-CR18 A2

 
 
2
 
3,295,997.06

3,304,878.08

3,200,000.00

3,255,549.4

49,328.68

(10,226.87
)


2.924

2.2500

MON
7,797.33

46,783.98

6192014
7152047
12591TAB2

COMM_14-LC15 PRELCF SENIOR CMBS_14-LC15

 
 
2
1FM
1,041,445.31

1,034,312.8

1,000,000.00

1,031,243.71

3,069.09

(2,407.17
)


2.84

1.9240

MON
2,366.67

14,200.02

4152015
4102047
12592MBG4

COMM_14-LC17 PAC CMBS_14-LC17 ASB

 
 
2
1FM
1,776,500

1,830,220.07

1,700,000.00

1,767,128.79

63,091.28

(5,984.70
)


3.62

2.8130

MON
5,128.33

30,769.98

9152015
10102047
12592EAA6

COMM_14-PAT SENIOR CMBS _14-PAT 144A

 
 
2
 
1,095,000

1,088,124.24

1,095,000.00

1,095,000

(6,875.76
)



1.243

1.2460

MON
680.54

6,760.77

9182014
8132027
12593JBF2

COMM_15-CCRE24 LCF SENIOR CMBS 2015-CR24

 
 
2
 
2,055,312.5

2,189,938.8

2,000,000.00

2,052,352.43

137,586.37

(2,651.65
)


3.696

3.3610

MON
6,160

36,960

12072015
8102055
12593JBB1

COMM_15-CCRE24 SENIOR SENIOR CMBS 15-CCR

 
 
2
1FM
692,036.72

707,292.93

670,000.00

690,447.78

16,845.15

(1,588.94
)


3.022

2.2110

MON
1,687.28

4,724.39

3022016
8102055
12592XBD7

COMM_15-CR22 LCF SENIOR CMBS 15-CR22 A5

 
 
2
1FM
2,085,588.48

2,145,406.48

2,025,000.00

2,078,358.19

67,048.29

(2,886.47
)


3.309

2.9600

MON
5,583.94

33,503.64

3182015
3102048
12592XBE5

COMM_15-CR22 SUB CMBS 15-CR22 XA

 
 
2,4
1FE
2,408,231.08

2,032,668.49

34,097,852.82

2,068,373.06

(35,704.57
)
(143,227.12
)


1.16

3.9850

MON
32,955.01

187,019.05

3192015
3102048
12593AAX3

COMM_15-CR23 PRELCF SENIOR CMBS 15-CR23

 
 
2
1FM
2,574,896.33

2,615,041.75

2,500,000.00

2,562,917.02

52,124.73

(2,072.69
)


2.852

2.3720

MON
5,941.67

35,650.02

5062015
5102048
12629NAF2

COMM_15-DC1 LCF SENIOR CMBS 15-DC1 A5

 
 
2
 
4,687,921.88

4,837,969.59

4,550,000.00

4,670,967.38

167,002.21

(6,640.31
)


3.35

2.9920

MON
12,702.07

76,212.42

3112015
2102048
12629NAB1

COMM_15-DC1 PRELCF SENIOR CMBS 15-DC1 A2

 
 
2
 
1,931,205.02

1,951,462.56

1,875,000.00

1,917,628.54

33,834.02

(5,159.09
)


2.87

2.2720

MON
4,484.38

26,906.28

2242015
2102048
12636FBF9

COMM_15-LC23 CMBS 15-LC23 144A

 
 
2
 
3,305,108.99

3,344,873.26

3,155,000.00

3,296,361.24

48,512.02

(8,747.75
)


3.221

2.0480

MON
8,468.55

17,501.68

3232016
10102053
12635WAE7

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

 
 
2
1FE
686,529.27

716,186.58

667,000.00

685,860.29

30,326.29

(668.98
)


3.96

3.3650

MON
1,540.62

5,871.49

2192016
2102036
12635WAA5

COMM_16-787S SENIOR CMBS_16-787S A

 
 
2
1FE
1,716,879.72

1,812,782.48

1,667,000.00

1,715,154.8

97,627.68

(1,724.92
)


3.545

2.9400

MON
3,447.22

13,296.42

2192016
2102036
20271RAL4

COMMONWEALTH BANK OF AUSTRALIA CORP BOND

 
 
 
1FE
339,741.6

342,397.09

340,000.00

339,797.58

2,599.51

42.09



1.75

1.7760

MN
975.14

2,975

10262015
11022018
20271RAJ9

COMMONWEALTH BANK OF AUSTRALIA SENIOR CO

 
 
 
1FE
12,284,849.55

12,358,199.55

12,300,000.00

12,291,217.95

66,981.6

2,522.60



1.625

1.6680

MS
60,517.71

99,937.5

9292015
3122018
20271RAN0

COMMONWEALTH BANK OF AUSTRALIA SENIOR CO

 
 
 
1FE
2,132,224.5

2,165,707.41

2,135,000.00

2,132,488.99

33,218.42

264.49



2.05

2.0950

MS
12,887.1


3082016
3152019
20281PCA8

COMMONWEALTH FING AUTH PA MUNITAX BND RE

 
 
 
1FE
564,185

543,450

500,000.00

534,176.1

9,273.9

(8,637.05
)


5.792

5.7920

JD
2,413.33

14,480

4302009
6012018
20281PCB6

COMMONWEALTH FING AUTH PA MUNITAX BND RE

 
 
 
1FE
2,254,340

2,252,400

2,000,000.00

2,163,035.79

89,364.21

(26,421.97
)


5.892

5.8920

JD
9,820

58,920

4302009
6012019
BRSWYJ431

COMMSCOPE INC. SENIOR SECURED TERM LOAN

 
 
 
3FE
271,114.93

271,667.58

271,752.37

271,159.61

507.97

47.90




0.0330

MJSD

5,336.26

1042016
12292022
BRSR05TD0

COMPONENT HARDWARE GROUP INC SENIOR SECU

 
 
 
 
3,005,294.12

2,945,188.24

3,005,294.12

3,005,294.12

(60,105.88
)





JAJO

85,057.73

11242014
7012019
20772JKM3

CONNECTICUT (STATE OF) MUNITAX BND GO

 
 
 
1FE
2,273,043.5

2,324,299.25

2,275,000.00

2,273,686.55

50,612.7

191.51



1.896

1.9140

AO
9,106.07

21,567

10282014
10152019
20772JQK1

CONNECTICUT (STATE OF) MUNITAX BND GO

 
 
 
1FE
2,556,975

2,561,450

2,500,000.00

2,531,567.19

29,882.81

(7,263.42
)


2.172

1.5650

FA
20,513.33

27,150

9232014
8152018
20774YYL5

CONNECTICUT ST HEALTH & EDL FA MUNI BND

 
 
1
1FE
572,285

616,125

500,000.00

570,460.9

45,664.1

(1,824.10
)


5

3.3210

JD
2,083.34

5,555.55

3082016
12012045
20826FAE6

CONOCOPHILLIPS CO SENIOR CORP BND

 
 
1
1FE
2,860,840

3,059,757.84

3,000,000.00

2,867,801.69

191,956.15

6,961.69



2.875

3.7740

MN
11,020.83

11,819.45

4062016
11152021
20826FAJ5

CONOCOPHILLIPS CO SENIOR CORP BND

 
 
1
1FE
3,996,240

4,026,860.64

4,000,000.00

3,997,044.8

29,815.84

(1,046.00
)


2.2

2.2200

MN
11,244.44

117,019.21

9162015
5152020
20826FAL0

CONOCOPHILLIPS CO SENIOR CORP BND

 
 
 
1FE
6,609,206.8

6,610,973.79

6,610,000.00

6,609,497.62

1,476.17

131.45



1.5

1.5040

MN
12,669.17

49,575

5132015
5152018
20826FAS5

CONOCOPHILLIPS CO SENIOR CORP BND

 
 
1
1FE
994,502.5

1,069,063.79

995,000.00

994,534.55

74,529.24

58.67



4.2

4.2110

MS
13,117.42

11,862.09

3032016
3152021
209111EV1

CONSOLIDATED EDISON INC CORP BND

 
 
 
1FE
2,385,140

2,280,798.04

2,000,000.00

2,227,757.08

53,040.96

(45,330.92
)


7.125

7.1760

JD
11,875

71,250

12022008
12012018
BRSB93KD0

CONVATEC INC TERM LOAN

 
 
2
4FE
234,863.43

234,863.43

235,452.06

234,978.62

(115.19
)
66.71




0.0500

MJSD

5,092.86

6092015
6152020
216871AC7

COOPER US INC CORP BND

 
 
 
2FE
3,765,604.6

3,416,916.84

3,260,000.00

3,410,235.65

6,681.19

(74,313.27
)


6.1

1.4420

JJ
99,430

99,430

4012015
7012017
21870LAA4

CORE_15-CALW LCF SENIOR CMBS 15-CALW A 1

 
 
2
1FM
6,607,537.91

6,735,868.4

6,400,000.00

6,585,482.09

150,386.31

(10,900.09
)


3.04

2.3420

MON
16,213.34

58,773.31

4282016
2102034
219350BA2

CORNING INC SENIOR CORP BND

 
 
 
2FE
7,313,223.05

7,372,356.95

7,378,000.00

7,322,197.33

50,159.62

8,690.63



1.5

1.9170

MN
16,293.08

28,396.68

3222016
5082018





219868BW5

CORP ANDINA DE FOMENTO SENIOR CORP BND

 
F
 
1FE
3,124,718.75

3,154,156.44

3,125,000.00

3,124,731.67

29,424.77

12.92



2

2.0030

MN
8,854.17


5042016
5102019
BRSTZUYC9

CORPORATE VISIONS INC SENIOR SECURED TER

 
 
 
 
3,164,458.97

2,748,923.96

3,196,423.21

3,165,421.96

(416,498
)
3,736.31




0.0290

FMAN

63,166.34

6022015
12312049
22160KAE5

COSTCO WHOLESALE CORPORATION SENIOR CORP

 
 
 
1FE
1,899,620

1,911,073.53

1,900,000.00

1,899,888.01

11,185.52

37.82



1.125

1.1290

JD
950

10,687.51

11282012
12152017
BRSWRS8X9

COTY INC TERM NOTES

 
 
 
2FE
828,328.21

829,715.98

832,490.67

828,717.2

998.78

307.68




0.0710

MJSD

15,909.12

10222015
10212022
G2479P4N2

COVENTRY BLDG SOC SECURED CORP BND

 
D
 
1FE
714,838.63

606,932.6

425,000.00

683,340.42

(76,407.82
)
(10,776.13
)

(80,357.17
)
4.625

1.1570

APR
5,255.3

29,401.82

1092015
4192018
BRSSLXJJ2

CPM HOLDINGS INC SENIOR SECURED TERM NOT

 
 
 
 
961,020.91

967,087.98

970,728.21

962,619.21

4,468.77

744.07




0.1440

MJSD

29,556.96

4022015
4012022
224287AA0

CRANBERRY RE LTD

 
F
 
4FE
1,950,000

1,986,660

1,950,000.00

1,950,000

36,660




3.8


JAJO
15,849.17

38,190.59

4232015
7062018
225313AF2

CREDIT AGRICOLE SA SUB CORP BND 144A

 
F
 
2FE
535,073.28

541,097.38

538,000.00

535,382.46

5,714.92

164.54



4.375

4.4430

MS
6,799.72

19,093.23

3092015
3172025
22532LAL8

CREDIT AGRICOLE SA/LONDON SENIOR CORP BN

 
F
 
1FE
3,994,960

4,096,091.6

4,000,000.00

3,997,111

98,980.6

494.20



2.5

2.5270

AO
21,111.11

50,000

4092014
4152019
225433AN1

CREDIT SUISSE GROUP FUNDING GU SENIOR CO

 
F
 
2FE
3,500,000

3,522,060.5

3,500,000.00

3,500,000

22,060.5




2.923

2.9330

JAJO
21,028.28


4132016
4162021
22546QAT4

CREDIT SUISSE NEW YORK NY SENIOR CORP BN

 
 
 
1FE
1,382,290.22

1,384,315

1,382,000.00

1,382,217.94

2,097.06

(14.68
)


1.75

1.7400

JJ
10,211.44

53,655

11102015
1292018
22546QAV9

CREDIT SUISSE NEW YORK NY SENIOR CORP BN

 
 
 
1FE
1,145,767

1,149,133.76

1,150,000.00

1,147,274.83

1,858.93

728.00



1.7

1.8330

AO
3,475.56

9,775

8072015
4272018
14889KAE2

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

 
F
1
 
742,800

723,744.45

750,000.00

743,827.1

(20,082.65
)
398.25



3.735

3.8930

JAJO
5,447.02

13,610.73

3312015
4222027
BRSL3FE10

CROSBY US ACQUISITION CORP SENIOR SECURE

 
 
 
4FE
2,005,989.4

1,618,515.58

2,008,500.00

2,006,906.58

(388,391
)
189.60




0.0180

JAJO

40,591.16

12192013
11232020
BRSH9LJ56

CROSSMARK HOLDINGS INC SENIOR SECURED TE

 
 
2
4FE
2,563,412.56

1,739,481.27

2,567,500.03

2,563,385.97

(823,904.7
)
628.66




(0.6340
)
MJSD

58,637.61

9042013
12202019
126281AX2

CSAIL COMMERCIAL MORTGAGE TRUS PRELCF SE

 
 
2
1FM
3,108,538.03

3,139,352.88

3,025,000.00

3,093,946.56

45,406.32

(10,896.07
)


2.97

1.9480

MON
7,486.62

39,656.45

4052016
4152050
126281AZ7

CSAIL_15-C1 LCF SENIOR CMBS_15-C1 A4

 
 
2
1FM
3,270,230.95

3,431,060.85

3,175,000.00

3,258,311.68

172,749.17

(4,710.05
)


3.505

3.1400

MON
9,273.65

55,641.9

3062015
4152050
BRSRYJ4P3

CSDVRS LLC SENIOR SECURED TERM NOTES

 
 
 
 
5,967,592.48

5,728,888.78

5,967,592.48

5,967,592.48

(238,703.7
)





MJSD

207,881.44

2202015
5052020
22541QFV9

CSFB_03-17 WHOLE LOAN__03-17-1A4

 
 
2
1FM
304,770.54

300,372.39

299,546.45

304,496.17

(4,123.78
)
(1,220.23
)


5.5

4.9470

MON
1,372.92

9,501.29

6192003
6252033
126408GM9

CSX CORPORATION CORP BND

 
 
 
2FE
3,984,295.81

3,777,028.02

3,491,000.00

3,753,710.52

23,317.5

(75,040.85
)


6.25

1.7530

MS
64,244.1

109,093.75

12112014
3152018
BRSLMULK6

CUMULUS MED INC. SENIOR SECURED TERM NOT

 
 
2
4FE
5,232,901.29

3,690,118.73

5,279,139.82

5,245,860.01

(1,555,741.28
)
3,677.64




0.1410

MJSD

113,428.18

9302014
12232020
BRSVA6HU3

CUSTOM WINDOW SYSTEMS INC SENIOR SECURED

 
 
 
 
200,256.42

192,246.15

200,256.42

200,256.42

(8,010.27
)





MJSD

23,300.53

4052016
7312019
BRSVA6N02

CUSTOM WINDOW SYSTEMS INC SENIOR SECURED

 
 
 
 
4,069,283.75

3,906,512.4

4,069,283.75

4,069,283.75

(162,771.35
)





MJSD

77,784.2

6082016
7312019
126650CE8

CVS HEALTH CORP SENIOR CORP BND

 
 
1
2FE
6,286,554.55

6,375,368.09

6,220,000.00

6,284,952.48

90,415.61

(1,003.68
)


2.25

1.8910

FA
54,036.26

29,498.43

6162016
8122019
126650CJ7

CVS HEALTH CORP SENIOR CORP BND

 
 
1
2FE
3,243,399.6

3,357,781.77

3,235,000.00

3,242,073.1

115,708.67

(757.27
)


2.8

2.7400

JJ
40,509.39

113,540

9212015
7202020
126650CT5

CVS HEALTH CORP SENIOR CORP BND

 
 
1
2FE
9,443,578.7

9,543,900.57

9,470,000.00

9,444,060.78

99,839.79

482.08



2.125

2.1840

JD
20,123.76


5162016
6012021
12668AZL2

CWALT_05-73CB CMO_05-64CB 1A

 
 
2
 
193,348.35

179,457.07

197,105.68

193,359.96

(13,902.89
)
6,369.87



5.5

5.8760

MON
903.4

5,696.32

1022008
12252035
12543RBB4

CWHL_07-3 WHOLE LOAN_07-3-A26

 
 
2
1FM
1,626,545.43

1,489,918.76

1,742,976.25

1,626,545.43

(136,626.67
)
74,216.74



6

9.5250

MON
8,714.88

54,595.35

12312009
4252037
D1668RML8

DAIMLER AG SENIOR CORP BND EMTN

 
D
 
1FE
825,838.42

700,264.58

520,000.00

820,665.11

(120,400.53
)
(1,672.67
)

(121,608.1
)
1.75

1.3220

NOV
7,844.02


12102014
11082017
233851AK0

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
1FE
3,112,230

3,030,696

3,000,000.00

3,026,252.86

4,443.14

(24,712.17
)


2.95

2.9880

JJ
41,791.67

44,250

1042012
1112017
233851BF0

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
1FE
5,002,681

5,035,261.3

5,020,000.00

5,013,647.47

21,613.83

2,888.04



1.375

1.4930

FA
28,760.41

34,512.5

7242014
8012017
233851BP8

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
1FE
1,673,593

1,684,316.7

1,675,000.00

1,674,207.73

10,108.97

231.16



1.65

1.6790

MS
9,135.73

13,818.75

2232015
3022018
233851CD4

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
1FE
5,000,000

5,000,000

5,000,000.00

5,000,000






1.3960

JAJO


6302016
7052019
233851CH5

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
1FE
2,259,141.2

2,260,000

2,260,000.00

2,259,141.2

858.8




2

2.0080

JJ


6302016
7062021





BRSP6FWM2

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
1FE
1,788,807.25

1,798,799.87

1,795,000.00

1,792,728.53

6,071.34

1,032.68



1.375

1.4930

FA
10,283.85

12,340.63

7242014
8012017
BRSTB5SJ2

DAIMLER FINANCE NORTH AMERICA SENIOR COR

 
 
 
1FE
3,495,520

3,523,470.41

3,500,000.00

3,497,166

26,304.41

736.76



1.65

1.6940

MN
6,897.92

28,875

5112015
5182018
235308QJ5

DALLAS TEX INDPT SCH DIST MUNITAX BND GO

 
 
 
1FE
6,936,930

6,839,406

6,300,000.00

6,727,191.1

112,214.9

(79,204.54
)


4.25

1.6000

FA
101,150.01

133,875

2252015
2152019
2354167B4

DALLAS TEX MUNITAX BND REV

 
 
 
1FE
1,750,000

1,795,377.5

1,750,000.00

1,750,000

45,377.5




1.96

1.9600

AO
8,575

17,150

3112015
10012019
2354167C2

DALLAS TEX MUNITAX BND REV

 
 
 
1FE
1,500,000

1,548,555

1,500,000.00

1,500,000

48,555




2.21

2.2100

AO
8,287.5

16,575

3112015
10012020
235851AH5

DANAHER CORPORATION CORP BND

 
 
 
1FE
1,102,820

1,108,904.58

1,000,000.00

1,087,084.6

21,819.98

(15,649.82
)


5.4

2.0300

MS
18,000

27,000

12282015
3012019
235851AN2

DANAHER CORPORATION SENIOR CORP BND

 
 
 
1FE
4,915,902.74

4,990,658.97

4,917,000.00

4,916,549.12

74,109.85

174.02



1.65

1.6540

MS
23,888.42

34,836.08

1142016
9152018
235851AP7

DANAHER CORPORATION SENIOR CORP BND

 
 
1
1FE
1,411,561.55

1,470,617.38

1,415,000.00

1,412,080.13

58,537.25

517.68



2.4

2.4520

MS
9,999.33

47,210.67

9102015
9152020
23636AAE1

DANSKE BK A/S SENIOR CORP BND 144A

 
F
 
1FE
1,839,576.8

1,906,839.12

1,840,000.00

1,839,601.19

67,237.93

24.39



2.8

2.8050

MS
15,885.33


3072016
3102021
BRSNJTYP4

DAVITA HEALTHCARE PARTNERS INC SENIOR SE

 
 
2
3FE
702,782.9

706,461.38

706,314.47

703,741.09

2,720.29

271.40




0.0720

MJSD

12,545.65

6192014
6242021
23312LAS7

DBJPM_16-C1 LCF SENIOR CMBS 16-C1

 
 
2
 
2,059,982.6

2,129,825.6

2,000,000.00

2,058,884.96

70,940.64

(1,097.64
)


3.276

2.9300

MON
5,460

7,644

3312016
5102049
254683BJ3

DCENT_14-3 ABS_14-A3 A3

 
 
2
1FE
1,029,736.32

1,033,193

1,030,000.00

1,029,877.2

3,315.8

32.97



1.22

1.2300

MON
558.49

6,283.02

4282014
10152019
254683BP9

DCENT_15-A2 SENIOR ABS 15-A2 A

 
 
2
1FE
2,099,363.7

2,148,300.06

2,100,000.00

2,099,507.26

48,792.8

62.17



1.9

1.9140

MON
1,773.33

19,950

4222015
10172022
24703BAC9

DEFT_15-1 ABS 15-1 A3 144A

 
 
2
1FE
2,619,821.05

2,619,734.86

2,620,000.00

2,619,910.18

(175.32
)
45.75



1.3

1.3060

MON
851.5

17,029.98

4152015
3232020
246343JR9

DELAWARE RIV JT TOLL BRDG COMM MUNITAX B

 
 
 
1FE
2,203,944.6

2,228,785

2,210,000.00

2,206,727.77

22,057.23

795.34



2.184

2.1700

JJ
24,133.2

24,133.2

10182012
7012018
BRT21A357

DELL INTERNATIONAL LLC SENIOR SECURED TE

 
 
1
2FE
3,297,128.12

3,300,809.65

3,313,696.61

3,297,128.12

3,681.53





0.0730

MJSD


6022016
6012023
BRSP9DPN0

DELTA 2 (LUX) SARL SENIOR SECURED TERM N

 
F
2
 
3,530,276.1

3,418,513.59

3,548,016.18

3,534,886.47

(116,372.88
)
1,285.58




0.0720

MJSD

85,201.67

7302014
7302021
BRSM6R0M8

DELTA AIR LINES INC SENIOR SECURED TERM

 
 
2
2FE
2,638,304.35

2,657,096.82

2,658,574.99

2,648,134.67

8,962.15

2,325.15




0.1690

FMAN

44,197.32

4302014
10182018
249218AR9

DENVER CO PUB SCHS CTFS MUNITAX BND REV

 
 
 
1FE
1,491,330

1,524,015

1,500,000.00

1,494,869.14

29,145.86

1,011.77



1.644

1.6440

JD
1,096

12,330

4182013
12152018
249670AA8

DEPOSITORY TRUST & CLEARING CO CAPSEC CO

 
 
1
1FE
1,750,000

1,750,000

1,750,000.00

1,750,000





4.875

4.8730

JD
3,791.67

42,656.26

5192015
12292049
25152R5D1

DEUTSCHE BANK AG SENIOR CORP BND

 
F
 
2FE
5,999,820

6,007,230.36

6,000,000.00

5,999,826.36

7,404

6.36



2.85

2.8510

MN
23,275


5092016
5102019
BRSP09RB2

DEXIA CREDIT LOCAL SA SENIOR CORP BND

 
D
 
1FE
2,798,284.18

2,426,516.66

1,800,000.00

2,795,774.29

(369,257.63
)
(2,509.89
)

(375,811.16
)
1.875

1.3160

JUL
43,144.67

(38,903.91
)
4302016
7172017
25215BAA1

DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP

 
 
 
1
4,986,350

4,997,860

5,000,000.00

4,998,622.17

(762.17
)
2,291.49



1.25

1.3430

AO
12,673.61

31,250

12052014
10182016
BRT1UYV70

DFUND_16-1 ABS_16-1 A1B

 
D
2
 
870,870

799,697.82

600,000.00

870,870

(71,172.18
)


(68,790
)
1.437

1.4390

JAJO
1,105.08


5202016
4172063
25243YAR0

DIAGEO CAPITAL PLC SENIOR CORP BND

 
F
 
1FE
4,651,160

4,668,553.5

4,650,000.00

4,652,197.93

16,355.57

(1,264.23
)


1.5

1.5700

MN
9,687.5

34,875

5082012
5112017
25243YAT6

DIAGEO CAPITAL PLC SENIOR CORP BND

 
F
 
1FE
2,485,750

2,501,493.65

2,500,000.00

2,494,688.92

6,804.73

1,424.44



1.125

1.2430

AO
4,843.75

14,062.5

4242013
4292018
25272KAA1

DIAMOND 1 FINANCE CORPORATION/ SR SECURE

 
 
1
2FE
6,918,270

7,086,907.91

6,920,000.00

6,918,315.25

168,592.66

45.25



3.48

3.4890

JD
20,068


5172016
6012019
BRT0QFE77

DIEBOLD INCORPORATED SR SECURED TERM NOT

 
 
1
3FE
2,618,859.27

2,627,363.89

2,633,948.76

2,618,614.77

8,749.12

(244.50
)



(0.0950
)
MJSD

9,112.06

5132016
11062023
BRSR4UG37

DISA HOLDINGS A/S SENIOR SECURED TERM NO

 
R
 
 
229,211.49

228,065.43

229,211.49

229,211.49

(1,146.06
)





MJSD

7,737.21

12312015
12092020
BRSR4UG78

DISA HOLDINGS ACQUISITION SUBS SENIOR SE

 
 
 
 
5,455,890.2

5,183,095.69

5,455,890.20

5,455,890.2

(272,794.51
)





MJSD

153,124.24

12242014
12092020
254683BB0

DISCOVER CARD MASTER TRUST ABS 13

 
 
2
 
5,950,000

5,954,760.12

5,950,000.00

5,950,000

4,760.12




0.742

0.7430

MON
1,962.31

22,789.55

2062013
8172020
254683BL8

DISCOVER CARD MASTER TRUST SENIOR ABS _1

 
 
2
1FE
2,499,783.5

2,515,749.93

2,500,000.00

2,499,850.7

15,899.23

19.87



1.39

1.3960

MON
1,544.44

18,895.81

10082014
4152020
254683BK0

DISCOVER CARD MASTER TRUST SENIOR ABS_14

 
 
2
1FE
3,213,966.8

3,238,200.1

3,150,000.00

3,211,147.12

27,052.98

(2,819.68
)


2.12

1.4500

MON
2,968

7,287.5

6152016
12152021
254845GB0

DISTRICT COLUMBIA WTR & SWR AU MUNI BND

 
 
1
1FE
569,945

548,260

500,000.00

539,811.39

8,448.61

(8,628.30
)


5

4.8520

AO
6,250

12,500

1282009
10012024





25476FHE1

DISTRICT OF COLUMBIA MUNI BND GO

 
 
 
1FE
5,731,050

5,415,500

5,000,000.00

5,385,252.16

30,247.84

(98,765.32
)


5

4.0220

JD
20,833.33

125,000

8132008
6012018
25476FLG1

DISTRICT OF COLUMBIA MUNITAX BND GO

 
 
 
 
5,416,000

5,176,950

5,000,000.00

5,164,629.55

12,320.45

(88,562.48
)


4.613

1.0000

JD
19,220.84

115,325

1272015
6012017
Z91S44T73

DLM_15-1A1 ABS 15-1A1

 
D
2
1FE
991,250

861,099.72

650,000.00

991,250

(130,150.28
)


(122,330
)
1.163

1.1650

MON
303.83

6,265.65

5062015
4192020
233046AC5

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

 
 
2
2FE
1,481,250

1,495,025.63

1,481,250.00

1,481,250

13,775.63




3.262

3.2740

FMAN
5,502.93

24,250.94

1222015
2202045
233046AD3

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

 
 
2
2FE
1,481,250

1,521,095.63

1,481,250.00

1,481,250

39,845.63




3.98

3.9990

FMAN
6,714.18

29,588.81

1222015
2202045
25746UBU2

DOMINION RESOURCES INC CAPSEC CORP BND

 
 
 
2FE
3,283,247.2

3,327,799.37

3,280,000.00

3,283,111.79

44,687.58

(135.41
)


2.962

2.9290

JJ
15,358.62

(5,913.11
)
5232016
7012019
25746UBE8

DOMINION RESOURCES INC CORP BND

 
 
 
2FE
563,170

545,597.42

500,000.00

542,451.44

3,145.98

(10,536.51
)


6.4

1.9550

JD
1,422.22

16,000

7012015
6152018
25746UCD9

DOMINION RESOURCES INC SENIOR CORP BND

 
 
 
2FE
5,498,580

5,536,742.04

5,500,000.00

5,499,068.74

37,673.3

231.24



1.9

1.9090

JD
4,644.44

52,250

6242015
6152018
06742LAE3

DROCK_14-3 ABS_14-3 A

 
 
2
1FE
9,042,500.87

9,352,530.18

9,045,000.00

9,043,169.55

309,360.63

180.96



2.41

2.4270

MON
9,688.2

108,992.22

9122014
7152022
06742LAH6

DROCK_15-1 ABS 15-1 A

 
 
2
1FE
1,574,279.92

1,621,462.45

1,575,000.00

1,574,413.07

47,049.38

51.72



2.2

2.2180

MON
1,540

17,325

3052015
12152022
26249MAA5

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

 
F
2
 
5,000,000

4,979,854

5,000,000.00

5,000,000

(20,146
)



2.128

2.1340

JAJO
22,761.52

50,081.66

1292015
4152027
BRSV5TM33

DTZ US BORROWER LLC SENIOR SECURED TERM

 
 
1
 
3,095,619.04

3,069,174.05

3,111,174.91

3,097,486.67

(28,312.62
)
1,348.76




0.0810

MJSD

68,905.32

8122015
11042021
BRST2JC18

DUBOIS CHEMICALS INC SENIOR SECURED TERM

 
 
 
 
3,587,341.74

3,605,459.61

3,623,577.50

3,598,999.69

6,459.92

5,090.43




0.2720

MJSD

91,987.38

4132015
12202018
BRSZ77AH2

DUBOIS CHEMICALS INC SENIOR SECURED TERM

 
 
 
 
2,743,125

2,729,409.38

2,743,125.00

2,743,125

(13,715.62
)





MJSD

58,578.72

1152016
12202018
26442CAD6

DUKE ENERGY CORP CORP BND

 
 
 
1FE
2,177,940

2,139,014.28

2,000,000.00

2,128,143.03

10,871.25

(35,024.95
)


5.1

1.4590

AO
21,533.33

51,000

10132015
4152018
26442CAJ3

DUKE ENERGY CORP CORP BND

 
 
 
1FE
1,114,270

1,110,191.96

1,000,000.00

1,088,539.14

21,652.82

(10,652.54
)


4.3

1.9630

JD
1,911.11

21,500

4102015
6152020
26442CAL8

DUKE ENERGY CORP CORP BND

 
 
 
1FE
507,730

501,980

500,000.00

501,611.92

368.08

(1,748.41
)


1.75

1.7840

JD
388.89

4,375

12052011
12152016
26441CAK1

DUKE ENERGY CORP SENIOR CORP BND

 
 
1
2FE
2,310,146.8

2,300,456.55

2,280,000.00

2,299,811.06

645.49

(5,156.45
)


2.1

1.6270

JD
2,128

23,940

10132015
6152018
29100XAA3

EAFL_13-1 ABS 13- 1 A 144A

 
F
2
1FE
2,368,077.52

2,332,908.05

2,344,631.21

2,363,204.49

(30,296.44
)
(4,273.07
)


4.65

4.3430

MON
4,845.57

56,329.77

12102014
10152038
27332QAB0

EAST LANE RE VI LTD SENIOR CORP BND 144A

 
F
 
3
1,875,000

1,899,018.75

1,875,000.00

1,875,000

24,018.75




3.39

3.7670

MJSD
4,060.94

35,206.75

3022015
3132020
277432AM2

EASTMAN CHEMICAL COMPANY SENIOR CORP BND

 
 
 
2FE
423,572

428,887.35

425,000.00

424,723.9

4,163.45

6,277.25



2.4

2.4720

JD
850

10,593.34

5292012
6012017
278062AB0

EATON CORPORATION SENIOR CORP BND

 
 
 
2FE
4,031,639.42

4,040,313.13

4,025,000.00

4,028,696.99

11,616.14

(1,143.81
)


1.5

1.4300

MN
9,894.8

35,847.92

8252015
11022017
26827EAC9

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

 
F
2
1FE
491,869.06

487,852.33

495,585.95

492,275.48

(4,423.15
)
401.85



4.947

5.2370

MON
1,089.63

12,312.9

11302015
7152040
BRSAC1000

EDEN RE LTD

 
 
 
 
12,375,000

12,375,000

12,375,000.00

12,375,000





15.0213

 
 


12122014
12312016
281379AA5

EDUSA_10-1 ABS 10-1-A1 144A

 
 
2
1FE
222,088.49

219,728.84

222,088.49

222,088.49

(2,359.65
)



1.488

1.4910

JAJO
615.08

1,758.13

2232010
7252023
29372EBE7

EFF_14-2 ABS_14-2 A2 144A

 
 
2
1FE
682,135.05

681,173.79

682,244.90

682,204

(1,030.21
)
38.95



1.05

1.0600

MON
218.89

4,585.83

8062014
3202020
26971HAA0

EGLE_14-1A ABS_14-1A A1 144A

 
F
2
1FE
3,124,504.04

3,078,125

3,125,000.00

3,124,524.65

(46,399.65
)
103.40



2.57

2.5850

MON
3,569.44

44,841.15

12122014
12152039
283695BP8

EL PASO NATURAL GAS COMPANY CORP BND

 
 
 
2FE
1,925,592.5

1,838,419.5

1,790,000.00

1,837,258.94

1,160.56

(29,309.24
)


5.95

2.5550

AO
22,484.39

53,252.5

9292015
4152017
BRSUM53S4

ELDORADO RESORTS INC SENIOR SECURED TERM

 
 
1
3FE
230,271.4

230,946.48

231,428.55

230,422.3

524.18

87.98




0.0710

MJSD

5,027.83

7162015
7252022
268317AJ3

ELECTRICITE DE FRANCE SA SENIOR CORP BND

 
F
 
1FE
4,863,518.4

5,011,753.77

4,920,000.00

4,890,271.55

121,482.22

5,596.75



2.15

2.3940

JJ
46,719.5

52,890

9162015
1222019
BRSLX7XX4

ELECTRICITE DE FRANCE SA SENIOR CORP BND

 
F
 
1FE
3,163,264

3,258,648.29

3,200,000.00

3,180,664.42

77,983.87

3,640.16



2.15

2.3950

JJ
30,386.67

34,400

1132014
1222019
532457BK3

ELI LILLY AND COMPANY SENIOR CORP BND

 
 
 
1FE
719,366.4

722,706.92

720,000.00

719,643.23

3,063.69

104.70



1.25

1.2800

MS
3,000

4,500

2242015
3012018
268648AP7

EMC CORP/ MASSACHUSETTS SENIOR CORP BND

 
 
 
1FE
2,299,121

2,236,750

2,300,000.00

2,299,649.25

(62,899.25
)
91.71



1.875

1.8830

JD
3,593.75

22,781.26

4022014
6012018
BRSP2R5D0

EMERALD PERFORMANCE MATERIALS SENIOR SEC

 
 
 
4FE
100,339.51

100,245.01

100,843.72

100,472.47

(227.46
)
38.47




0.0720

MJSD

1,923.98

7232014
7302021





BRSMKZQ95

EMPIRE GENERATING CO LLC SENIOR SECURED

 
 
 
4FE
989,094.59

849,222.63

999,085.45

992,267.12

(143,044.49
)
1,358.84




0.1440

MJSD

19,121.6

3132014
3122021
BRSMKZQU8

EMPIRE GENERATING CO LLC SENIOR SECURED

 
 
 
4FE
78,681.63

67,554.93

79,476.39

78,934.01

(11,379.08
)
57.35




0.1440

MJSD

1,402.43

3132014
3122021
BL1731738

ENDO LUXEMBOURG FINANCE I COMP SENIOR SE

 
F
 
3FE
1,300,147.09

1,281,526.63

1,303,405.60

1,300,499.96

(18,973.33
)
332.36




0.0350

MJSD

(203.29
)
6242015
9262022
29270CR31

ENERGY NORTHWEST MUNI BND REV

 
 
1
1FE
629,845

653,335

500,000.00

627,577.28

25,757.72

(2,267.72
)


5

2.1510

JJ
4,930.56


3292016
7012027
29270CYL3

ENERGY NORTHWEST MUNITAX BND REV

 
 
 
1FE
1,524,255

1,534,635

1,500,000.00

1,513,127.27

21,507.73

(3,212.96
)


2.147

2.1470

JJ
16,102.5

16,102.5

8162012
7012018
29270CYM1

ENERGY NORTHWEST MUNITAX BND REV

 
 
2
1FE
1,201,090.8

1,224,498.13

1,190,000.00

1,198,000.32

26,497.81

(1,288.35
)


2.197

1.9650

JJ
13,072.15

13,072.15

4092015
7012019
BRSRV2LL3

ENERGY TRANSFER EQUITY LP SENIOR SECURED

 
 
2
3FE
583,841.46

592,098.79

609,756.10

584,320.2

7,778.59

478.74




1.2320

FMAN

1,087.53

5112016
12022019
29273RAX7

ENERGY TRANSFER PARTNERS LP SENIOR CORP

 
 
1
2FE
917,705.7

898,900

890,000.00

912,549.28

(13,649.28
)
(2,550.24
)


4.15

3.4750

AO
9,233.75

18,467.5

6182015
10012020
29358QAC3

ENSCO PLC SENIOR CORP BND

 
F
1
3FE
1,062,347

890,500

1,300,000.00

1,074,533.84

(184,033.84
)
9,872.34



4.5

7.3400

AO
14,625

29,250

11162015
10012024
BRSMRYMN4

ENTEGRIS, INC. SENIOR SECURED TERM NOTES

 
 
 
3FE
800,575.59

801,581.36

804,598.60

801,800.33

(218.97
)
559.99




0.0710

MJSD

15,490.84

3252014
4302021
29372EAZ1

ENTERPRISE FLEET FINANCING LLC AB_13-2-A

 
 
2
1FE
299,978.79

300,017.99

300,000.00

299,991.06

26.93

5.65



1.51

1.5160

MON
138.42

2,265

8072013
3202019
29379VAU7

ENTERPRISE PRODUCTS OPERATING CORP BND

 
 
 
2FE
778,230

803,888.28

750,000.00

774,331.71

29,556.57

(1,942.74
)


4.05

3.4110

FA
11,475

15,187.5

6222015
2152022
29379VAF0

ENTERPRISE PRODUCTS OPERATING CORP BND

 
 
 
2FE
4,390,960

4,430,170.88

4,000,000.00

4,319,749.07

110,421.81

(42,367.72
)


5.25

2.8850

JJ
88,083.33

128,041.67

8192015
1312020
29379VBG7

ENTERPRISE PRODUCTS OPERATING SENIOR COR

 
 
 
2FE
789,059.9

791,549.3

790,000.00

789,414.64

2,134.66

131.55



1.65

1.6910

MN
1,955.26

13,438.33

5042015
5072018
BRSJGG5M3

ENTRAVISION COMMUN CORP SENIOR SECURED T

 
 
2
4FE
2,775,384.2

2,746,473.03

2,775,384.20

2,775,384.2

(28,911.17
)




0.0950

MJSD

(12,855.29
)
10012015
5312020
BRSBYALT0

ENVISION HEALTHCARE CORP TERM LOAN

 
 
2
4FE
4,016,273.32

4,033,952.38

4,036,475.17

4,030,173.97

3,778.41

1,687.10




0.0620

FMAN

81,056.98

10012015
5252018
BRSX1BQV6

ENVISION HEALTHCARE CORP SECURED TERM LO

 
 
 
3FE
948,901.36

958,144.05

958,486.23

949,651.09

8,492.96

740.53




0.1440

JAJO

22,128.57

11062015
10282022
BRSTFAHT7

EPICOR SOFTWARE CORP SENIOR SECURED TERM

 
 
1
4FE
1,330,554.79

1,313,234.38

1,342,889.40

1,331,317.08

(18,082.7
)
555.73




0.1420

FMAN

43,763.6

3302016
6012022
294429AK1

EQUIFAX INC SENIOR CORP BND

 
 
1
2FE
2,074,004

2,087,771.99

2,075,000.00

2,074,023.29

13,748.7

19.29



2.3

2.3100

JD
6,495.9


5052016
6012021
298785GU4

EUROPEAN INVESTMENT BANK SENIOR CORP BND

 
F
 
1FE
15,071,250

15,119,399.7

15,000,000.00

15,059,158.37

60,241.33

(12,091.63
)


1.25

1.0370

MN
23,958.33

48,958.33

2082016
5152018
30014LAA2

EVERGLADES RE II LTD CORP BND 144A

 
F
1
3FE
2,000,000

2,019,700

2,000,000.00

2,000,000

19,700




5.15

5.1820

MJSD
8,011.11

52,981.53

4302015
5032018
BRSVRWC82

EVESTMENT INC SENIOR SECURED TERM NOTES

 
 
 
 
238,239.82

236,444.04

239,437.00

238,239.82

(1,795.78
)




0.1190

MJSD


9022015
8282020
BRSVRWCF6

EVESTMENT INC SENIOR SECURED TERM NOTES

 
 
 
 
4,769,427.44

4,709,809.6

4,769,427.44

4,769,427.44

(59,617.84
)





MJSD

122,546.26

9142015
8282021
300569GY0

EWING TWP N J SCH DIST MUNITAX BND GO

 
 
 
1FE
1,477,604.7

1,506,309.75

1,485,000.00

1,480,779.18

25,530.57

910.69



1.596

1.5960

AO
5,925.15

11,850.3

3082013
10012018
BRSL2KC12

EXCELITAS TECHNOLOGIES COR SENIOR SECURE

 
 
 
4FE
4,024,386.95

3,821,135.07

4,065,037.31

4,039,462.35

(218,327.28
)
3,072.91




0.1430

MJSD

125,819.35

12052013
11022020
30161NAG6

EXELON CORPORATION SENIOR CORP BND

 
 
 
2FE
1,973,965.55

1,976,981.72

1,975,000.00

1,974,512.49

2,469.23

255.05



1.55

1.5770

JD
1,870.76

15,306.25

7152015
6092017
30161NAH4

EXELON CORPORATION SENIOR CORP BND

 
 
1
2FE
5,562,196.45

5,690,996.57

5,510,000.00

5,559,722.76

131,273.81

(2,053.66
)


2.85

2.6020

JD
6,979.34

59,399.93

5122016
6152020
30161NAU5

EXELON CORPORATION SENIOR CORP BND

 
 
1
2FE
329,802

342,980.96

330,000.00

329,806.55

13,174.41

4.55



3.4

3.4070

AO
2,618


4042016
4152026
30161MAP8

EXELON GENERATION CO LLC SENIOR CORP BND

 
 
1
2FE
1,129,785.3

1,158,249.74

1,130,000.00

1,129,845.99

28,403.75

20.49



2.95

2.9540

JJ
15,371.14

16,667.5

1082015
1152020
BRSPRVAJ5

EXGEN TEXAS POWER LLC SENIOR SECURED TE

 
 
2
4FE
1,296,533.34

1,021,511.13

1,309,629.65

1,299,815.6

(278,304.47
)
987.48




0.1420

MJSD

38,215.55

9162014
9182021
BRSRYEAL6

EXPRESS OIL CHANGE LLC SENIOR SECURED TE

 
 
 
 
5,546,008.56

5,495,524.36

5,551,034.72

5,547,470.2

(51,945.84
)
1,182.59




0.2350

JAJO

203,049.92

5022016
12292017
30219GAD0

EXPRESS SCRIPTS HOLDING CO SENIOR CORP B

 
 
 
2FE
4,067,024.68

4,137,146.42

4,100,000.00

4,094,730.94

42,415.48

4,151.03



2.65

1.7320

FA
41,045.56

54,325

1142013
2152017
30219GAL2

EXPRESS SCRIPTS HOLDING CO SENIOR CORP B

 
 
1
2FE
1,177,522

1,233,741.8

1,180,000.00

1,177,682.29

56,059.51

292.92



3.3

3.3460

FA
13,629

11,366.67

2222016
2252021
30231GAB8

EXXON MOBIL CORP SENIOR CORP BND

 
 
 
1FE
5,000,000

4,998,149.85

5,000,000.00

5,000,000

(1,850.15
)



0.693

0.2740

MJSD
1,538.89

15,586.98

9182014
3152017





30231GAD4

EXXON MOBIL CORP SENIOR CORP BND

 
 
1
1FE
1,550,000

1,574,482.47

1,550,000.00

1,550,000

24,482.47




1.819

1.8190

MS
8,301.71

19,150.03

3172014
3152019
30231GAJ1

EXXON MOBIL CORP SENIOR CORP BND

 
 
1
1FE
2,009,320

2,050,220.04

2,000,000.00

2,008,378.48

41,841.56

(687.12
)


2.397

2.3160

MS
15,314.17

23,970

10202015
3062022
30231GAP7

EXXON MOBIL CORP SENIOR CORP BND

 
 
 
1FE
8,200,000

8,320,832.9

8,200,000.00

8,200,000

120,832.9




1.708

1.7080

MS
45,907.24

2,846.67

2292016
3012019
BRSQFMP35

FCE BANK PLC SENIOR CORP BND EMTN

 
D
 
 
724,532.92

687,043.28

500,000.00

724,014.6

(36,971.32
)
(518.32
)

(51,350.52
)
2.759

2.5420

NOV
11,639.09

(4,338.56
)
1282016
11132019
BRT21UC12

FCE BANK PLC SENIOR CORP BND EMTN

 
D
 
2FE
330,277.5

307,508.45

225,000.00

330,277.5

(22,769.05
)


(29,497.5
)
2.727

2.7270

JUN
629.22


5262016
6032022
34960JAJ4

FCO_15-6A MEZZANIN ABS 15-6A

 
 
1
 
1,971,400

1,890,664.8

2,000,000.00

1,976,267.22

(85,602.42
)
1,823.89



4.308

4.5460

MJSD
5,026

42,814.19

3192015
3312027
31428XAZ9

FEDERAL EXPRESS CORP SENIOR CORP BND

 
 
 
2FE
2,441,713.35

2,493,669.52

2,440,000.00

2,441,840.65

51,828.87

(238.82
)


2.3

2.2780

FA
23,383.34

28,060

11122015
2012020
3133EF6L6

FEDERAL FARM CREDIT BANKS FUND SENIOR AG

 
 
1
1FE
2,000,000

2,003,524

2,000,000.00

2,000,000

3,524




2.07

2.0700

MN
5,980


5052016
5092023
3133EF7L5

FEDERAL FARM CREDIT BANKS FUND SENIOR AG

 
 
1
1FE
1,050,000

1,053,023.93

1,050,000.00

1,050,000

3,023.93




1.17

1.1700

MN
1,535.63


5052016
5162019
3133EGEV3

FEDERAL FARM CREDIT BANKS FUND SENIOR AG

 
 
1
1
1,000,000

1,002,939.91

1,000,000.00

1,000,000

2,939.91




1.62

1.6200

JD
765

(270
)
6172016
6142021
3130A0C65

FEDERAL HOME LOAN BANKS AGENCY BND

 
 
 
1
3,042,605

3,051,738.2

3,050,000.00

3,048,820.23

2,917.97

1,188.72



0.625

0.7040

JD
158.86

9,531.25

12032013
12282016
3130A3J70

FEDERAL HOME LOAN BANKS AGENCY BND

 
 
 
1
1,834,266

1,836,192.75

1,835,000.00

1,834,855.95

1,336.8

327.61



0.625

0.6450

MN
1,210.59

15,639.33

11142014
11232016
3130A4GJ5

FEDERAL HOME LOAN BANKS AGENCY BND

 
 
 
1
5,087,658.6

5,132,450.6

5,090,000.00

5,088,633.93

43,816.67

369.06



1.125

1.1400

AO
10,498.12

28,631.26

2262015
4252018
313379EE5

FEDERAL HOME LOAN BANKS AGENCY BND

 
 
 
1
10,062,900

10,232,000.7

10,000,000.00

10,046,105.07

185,895.63

(7,569.04
)


1.625

1.4650

JD
7,673.61

81,250

5202015
6142019
3133XQSE3

FEDERAL HOME LOAN BANKS AGENCY BND

 
 
 
1
541,545

530,345.04

500,000.00

527,239.78

3,105.26

(7,446.22
)


4.11

1.0430

AO
4,167.08

10,275

7152015
4182018
3130A6LZ8

FEDERAL HOME LOAN BANKS SENIOR AGENCY BN

 
 
 
1
2,993,490

2,997,120

3,000,000.00

2,995,792.13

1,327.87

1,575.32



0.625

0.7320

AO
3,385.41

9,375

10082015
10262017
313379DT3

FEDERAL HOME LOAN BANKS SENIOR AGENCY BN

 
 
 
1FE
1,515,185.39

1,514,819.87

1,500,000.00

1,515,164.16

(344.29
)
(21.23
)


1.25

0.7230

JD
1,197.92

(1,145.83
)
6292016
6082018
313370SZ2

FEDERAL HOME LOAN BANKS UNSEC AGENCY BND

 
 
 
1
7,737,055.5

7,637,925

7,500,000.00

7,594,973.5

42,951.5

(41,129.98
)


2.25

1.1730

MS
52,968.75

91,812.5

9112014
9082017
BRSMTTCL8

FEDERAL-MOGUL HOLDINGS CORP SENIOR SECUR

 
 
2
4FE
3,654,666.14

3,374,521.3

3,662,981.06

3,657,266.8

(282,745.5
)
664.19




0.0320

MJSD

88,637.6

4142015
4152021
BRSP9DQP4

FERRO CORP SENIOR SECURED TERM NOTES

 
 
 
 
360,779.67

358,060.19

362,592.60

361,261.95

(3,201.76
)
437.72




0.0710

MJSD

7,613.05

7302014
7302021
3134G62E2

FHLMC AGENCY BND

 
 
1
1
2,998,200

3,004,619.76

3,000,000.00

2,998,848.78

5,770.98

297.85



1.25

1.2710

MN
3,750

18,750

5282015
5252018
3134G72P5

FHLMC AGENCY BND

 
 
1
1
2,000,000

2,001,640.02

2,000,000.00

2,000,000

1,640.02




1.2

1.1960

AO
4,133.33

12,000

10162015
10292018
3134G9JR9

FHLMC AGENCY BND

 
 
1
1
250,000

250,392.5

250,000.00

250,000

392.5




1.29

1.2860

MN
438.96


5062016
5032019
3137EADH9

FHLMC AGENCY BND

 
 
 
1
3,001,470

3,011,880

3,000,000.00

3,000,523.54

11,356.46

(259.84
)


1

0.9820

JD
166.66

15,000

8282014
6292017
3137EADV8

FHLMC AGENCY BND

 
 
 
1
3,497,270

3,502,240

3,500,000.00

3,498,667.73

3,572.27

639.75



0.75

0.7870

JJ
12,177.08

16,406.25

5282015
7142017
3137EADZ9

FHLMC AGENCY BND

 
 
 
1
999,670

1,009,170.07

1,000,000.00

999,699.11

9,470.96

29.11



1.125

1.1360

AO
3,125


3182016
4152019
31398QHE0

FHLMC AGENCY CMBS_ _K007-A1

 
 
2
1
2,958,889.66

2,881,983.49

2,828,847.55

2,901,929.81

(19,946.32
)
(20,964.09
)


3.342

3.1850

MON
7,878.34

48,753.15

6102010
12252019
31398WV35

FHLMC AGENCY CMO 3654

 
 
2
1
30,642.75

29,556.56

28,554.69

29,282.8

273.76

(504.83
)


5

1.5160

MON
118.98

871.53

2012012
11152028
3137APVD9

FHLMC AGENCY CMO_ _40-54-AE

 
 
2
1
1,538,188.09

1,566,741.32

1,567,867.83

1,541,165.31

25,576.01

4,689.74



1.5

1.6430

MON
1,959.83

12,856.71

5162012
4152027
31395HJ43

FHLMC AGENCY CMO_2877-AL

 
 
2
1
550,253.59

554,990.74

510,221.60

545,331.29

9,659.45

(6,728.13
)


5

5.2850

MON
2,125.92

13,838.22

8122005
10152024
3137A0MS1

FHLMC AGENCY CMO_3688-JA

 
 
2
1
277,997.36

274,136.57

269,968.50

273,622.66

513.91

(4,668.43
)


3.5

2.9520

MON
787.41

6,310.87

7142010
1152030
3137A2QN4

FHLMC AGENCY CMO_37-60-NA

 
 
2
1
338,381.96

337,192.98

330,596.42

335,019.78

2,173.2

(2,959.49
)


3

1.7970

MON
826.49

5,992.17

8202013
10152037
3137ALG60

FHLMC AGENCY CMO_4004-AE

 
 
2
1
1,549,879.53

1,568,804.26

1,564,997.40

1,551,272.91

17,531.35

1,700.49



1.75

1.7740

MON
2,282.29

14,449.02

3132012
2152027
30262SAR9

FHLMC AGNECY CMBS 15-K42 B 144A

 
 
2
 
4,123,750

4,105,756.8

4,000,000.00

4,107,508.69

(1,751.89
)
(5,917.36
)


3.985

3.6070

MON
13,281.83

78,374.4

2042015
12252024





3133TJP56

FHLMC CMO AGENCY CMO_2130 QS

 
 
2
1
612,451.53

687,600.13

603,958.36

610,108.53

77,491.6

(687.54
)


6

5.6630

MON
3,019.79

18,980.41

2062007
3152029
3137AAGA5

FHLMC CMO_3857 GL

 
 
2
1
612,376.92

621,089.7

594,575.33

610,766.22

10,323.48

(3,273.43
)


3

2.4740

MON
1,486.44

9,808.91

7122011
5152040
3137ACNE5

FHLMC CMO_3879 MF

 
 
2
1
211,027.15

209,830.83

210,206.03

210,836

(1,005.17
)
(135.58
)


0.792

0.6540

MON
74

874.51

11052013
9152038
3137ARH58

FHLMC CMO_4057 CD

 
 
2
1
2,915,652.85

2,983,657.68

3,008,557.10

2,927,880.98

55,776.7

15,572.84



2

3.7770

MON
5,014.26

31,791.7

9052013
4152039
3137B7TL3

FHLMC CMO_4306 A

 
 
2
1
3,792,212.46

3,893,355.82

3,672,251.05

3,773,641.99

119,713.83

(15,529.95
)


3.5

2.6290

MON
10,710.73

67,893.1

2202014
3152041
3137AUDW6

FHLMC PAC AGENCY CMO 4105-MG

 
 
2
1
497,363.67

506,825.82

481,416.74

495,792.13

11,033.69

(1,796.30
)


3

2.1630

MON
1,203.54

7,653.72

11062014
11152040
3128JLHB8

FHLMC POOL # 1B1225

 
 
2
1
28,851.68

30,705.77

29,299.95

28,884.46

1,821.31

41.80



2.5

2.8730

MON
61.04

379.74

4022007
9012033
3128JMW45

FHLMC POOL # 1B2566

 
 
2
1
40,983.6

42,288.62

41,305.78

41,003.04

1,285.58

83.62



2.691

2.8140

MON
92.63

643.9

4022007
11012034
3128JMXM4

FHLMC POOL # 1B2583

 
 
2
1
882,691.97

929,204.64

892,491.53

883,542.62

45,662.02

262.34



2.716

2.8990

MON
2,020

12,266.02

9172008
10012034
3128JMY68

FHLMC POOL # 1B2632

 
 
2
1
65,291.67

71,031.61

65,804.97

65,335.66

5,695.95

28.27



2.771

2.9600

MON
151.95

922.57

4032007
11012034
3128JMZG5

FHLMC POOL # 1B2642

 
 
2
1
72,505.79

75,671.22

73,075.79

72,562.03

3,109.19

46.87



2.746

2.9160

MON
167.22

1,030.02

4022007
11012034
3128JNAL9

FHLMC POOL # 1B2810

 
 
2
1
87,515.59

91,260.17

88,426.37

87,570.09

3,690.08

201.90



2.776

2.9760

MON
204.56

1,359.33

4022007
2012035
3128NCB37

FHLMC POOL # 1G0058

 
 
2
1
109,344.86

116,802.1

109,601.74

109,334.05

7,468.05

35.28



2.704

2.6970

MON
246.97

1,582.44

9172008
1012035
3128NCD68

FHLMC POOL # 1G0125

 
 
2
1
796,978.18

848,360.98

814,021.77

798,448.78

49,912.2

1,548.36



2.705

3.1650

MON
1,834.94

10,616.23

12132005
3012035
3128NCMS0

FHLMC POOL # 1G0369

 
 
2
1
138,597.38

142,336.31

137,907.83

138,487

3,849.31

(84.35
)


2.595

2.4310

MON
298.23

2,018.84

8272008
10012035
3128QJLG9

FHLMC POOL # 1G1227

 
 
2
1
151,777.12

154,821.76

148,801.12

151,385.39

3,436.37

(179.46
)


2.623

2.2070

MON
325.25

2,039.3

1042008
10012036
3128QJRN8

FHLMC POOL # 1G1393

 
 
2
1
773,767.87

780,088.81

742,694.64

771,016.29

9,072.52

(3,389.34
)


2.767

1.9300

MON
1,712.53

10,776.69

3092012
12012036
3128QJ3B0

FHLMC POOL # 1G1694

 
 
2
1
988,366.12

1,058,220.66

1,003,218.46

989,354.58

68,866.08

147.53



2.765

3.0450

MON
2,311.58

11,957.17

8102007
4012037
31326KNP8

FHLMC POOL # 2B4898

 
 
2
1
474,984.59

480,848.67

462,131.57

474,885.9

5,962.77

(1,125.65
)


2.962

1.9430

MON
1,140.69

5,118.78

1202016
11012045
31342AZE2

FHLMC POOL # 780741

 
 
2
1
286,196.8

295,034.93

277,398.10

285,338.05

9,696.88

(1,306.45
)


2.548

1.6420

MON
589.01

3,802.25

11162009
7012033
31342A6F1

FHLMC POOL # 780870

 
 
2
1
184,314.76

199,119.36

187,178.59

184,533.38

14,585.98

226.37



2.483

2.8380

MON
387.3

2,405.75

2222012
9012033
31349SJK0

FHLMC POOL # 781166

 
 
2
1
350,341.35

379,823.25

356,142.57

350,929.49

28,893.76

796.90



2.678

2.9900

MON
794.79

5,038.03

1092006
1012034
31349UCW6

FHLMC POOL # 782785

 
 
2
1
91,395.82

98,075.57

92,114.33

91,450.46

6,625.11

36.52



2.422

2.5360

MON
185.92

1,137.92

4022007
10012034
31349UEJ3

FHLMC POOL # 782837

 
 
2
1
144,583.4

154,781.39

145,720.01

144,650.66

10,130.73

169.06



2.623

2.7510

MON
318.52

2,059.74

4022007
11012034
31349UJL3

FHLMC POOL # 782967

 
 
2
1
51,956.62

56,322.55

52,739.48

52,015.15

4,307.4

112.58



2.659

2.9720

MON
116.86

746.47

9302008
1012035
31349ULB2

FHLMC POOL # 783022

 
 
2
1
135,127.65

145,830.97

136,334.23

135,191.71

10,639.26

177.41



2.93

3.0880

MON
332.88

2,025.88

4022007
2012035
31295NXK9

FHLMC POOL # 789682

 
 
2
1
23,418.78

24,816.51

23,554.04

23,429.01

1,387.5

20.43



2.477

2.5460

MON
48.62

301.77

8102006
9012032
3128JRJS6

FHLMC POOL # 847473

 
 
2
1
963,616.09

1,030,573.87

967,546.78

963,690.9

66,882.97

412.29



2.549

2.5870

MON
2,055.23

12,984.59

9262007
12012035
3128JRKQ8

FHLMC POOL # 847503

 
 
2
1
513,172.97

555,322.93

525,447.10

513,936.13

41,386.8

811.05



2.643

3.2950

MON
1,157.3

6,940.38

5312006
12012035
3128JRPZ3

FHLMC POOL # 847640

 
 
2
1
188,152.28

202,428.12

189,183.35

188,180.85

14,247.27

76.12



2.86

2.9330

MON
450.89

2,555.32

11132006
5012036
3128JRP26

FHLMC POOL # 847641

 
 
2
1
306,496.08

321,747.62

308,967.80

306,705.63

15,041.99

124.79



2.615

2.7280

MON
673.29

4,142.34

2222012
12012033
3128JR6Z4

FHLMC POOL # 848088

 
 
2
1
4,215,646.85

4,298,730.67

4,011,916.70

4,200,408.98

98,321.69

(21,309.83
)


2.727

1.4060

MON
9,117.08

54,859.08

3082011
4012035
31300L3D5

FHLMC POOL # 848896

 
 
2
1
1,174,427.63

1,172,601.22

1,116,508.74

1,173,242.22

(641
)
(11,547.68
)


2.928

0.7900

MON
2,724.28

18,604.82

4222013
5012042
31300MZV8

FHLMC POOL # 849756

 
 
2
1
9,888,051.18

10,065,107.69

9,719,105.77

9,885,835.69

179,272

(25,262.40
)


2.705

1.9950

MON
21,908.48

144,093.81

12092015
7012045





3128KWBZ5

FHLMC POOL # A65456

 
 
2
1
8,564.22

9,642.2

8,242.27

8,538.08

1,104.12

(81.55
)


6

5.1140

MON
41.21

284.69

2042009
9012037
3128KWFX6

FHLMC POOL # A65582

 
 
2
1
13,555.76

15,262.02

13,046.15

13,514.29

1,747.73

(186.11
)


6

5.1220

MON
65.23

479.47

2042009
9012037
3128KWFY4

FHLMC POOL # A65583

 
 
2
1
17,286.62

19,462.47

16,636.75

17,232.98

2,229.49

(51.38
)


6

5.1380

MON
83.18

526.23

2042009
9012037
3128KWNV1

FHLMC POOL # A65804

 
 
2
1
333,965.9

385,086.06

330,174.01

333,614.18

51,471.88

(80.68
)


6

5.7340

MON
1,650.87

9,973.77

11022007
9012037
3128KWNX7

FHLMC POOL # A65806

 
 
2
1
519,677.03

599,224.06

513,776.61

519,165.21

80,058.85

(961.03
)


6

5.7150

MON
2,568.88

17,876.43

11022007
9012037
3128KWTK9

FHLMC POOL # A65954

 
 
2
1
15,566.81

17,526.17

14,981.58

15,511.74

2,014.43

(163.73
)


6

5.2450

MON
74.91

513.55

2042009
9012037
3128KWTP8

FHLMC POOL # A65958

 
 
2
1
13,843.58

15,586.09

13,323.17

13,800.4

1,785.69

(83.51
)


6

5.1420

MON
66.62

428.85

2042009
9012037
3128KWTZ6

FHLMC POOL # A65968

 
 
2
1
14,803.69

16,667

14,247.15

14,759.14

1,907.86

(14.26
)


6

5.1040

MON
71.24

431.36

2042009
9012037
3128KWT29

FHLMC POOL # A65969

 
 
2
1
14,628.02

16,469.21

14,078.07

14,584.28

1,884.93

(49.08
)


6

5.1010

MON
70.39

445.88

2042009
9012037
3128KW5Q2

FHLMC POOL # A66255

 
 
2
1
86,727.77

98,753.06

85,743.06

86,618.93

12,134.13

(1,033.22
)


6

5.7850

MON
428.72

5,220.82

11022007
9012037
3128KYXE4

FHLMC POOL # A67877

 
 
2
1
17,784.66

20,023.19

17,116.06

17,725.08

2,298.11

(55.56
)


6

5.1660

MON
85.58

523.3

2042009
4012037
312929CM2

FHLMC POOL # A82776

 
 
2
1
5,559.92

6,258.42

5,350.90

5,542.75

715.67

(15.79
)


6

5.2240

MON
26.75

164.73

2042009
1012039
312930LH1

FHLMC POOL # A83928

 
 
2
1
13,185.03

14,841.49

12,689.35

13,146.8

1,694.69

(88.72
)


6

5.1810

MON
63.45

433.8

2042009
1012039
312930LQ1

FHLMC POOL # A83935

 
 
2
1
18,612.5

20,950.83

17,912.79

18,552.72

2,398.11

(203.33
)


6

5.2630

MON
89.56

635.67

2042009
1012039
312930RC6

FHLMC POOL # A84083

 
 
2
1
15,117.65

16,998.33

14,549.32

15,063.21

1,935.12

(63.13
)


6

5.3340

MON
72.75

462.85

2042009
1012039
312930RV4

FHLMC POOL # A84100

 
 
2
1
7,721.13

8,691.15

7,430.86

7,696.76

994.39

(53.05
)


6

5.2410

MON
37.15

237.23

2042009
1012039
312930TB6

FHLMC POOL # A84146

 
 
2
1
8,667.85

9,746.19

8,342.02

8,641.01

1,105.18

(7.05
)


6

5.2310

MON
41.71

251.72

2042009
1012039
312942NF8

FHLMC POOL # A93990

 
 
2
1
9,707,862.75

9,762,220.25

9,078,071.54

9,698,144.09

64,076.16

(60,727.89
)


4

2.3530

MON
30,260.24

116,773.16

2032016
9012040
31292KJH1

FHLMC POOL # C02964

 
 
2
1
1,282.17

1,443.56

1,233.97

1,278.09

165.47

(4.34
)


6

5.1400

MON
6.17

39.33

2042009
7012037
31292SA91

FHLMC POOL # C09032

 
 
2
1
945,182.93

980,353.55

928,570.21

944,711.52

35,642.03

(995.87
)


3.5

3.1940

MON
2,708.33

16,805.58

9122014
2012043
3128M4HY2

FHLMC POOL # G02647

 
 
2
1
272,711.27

308,772.19

276,469.52

272,923.22

35,848.97

568.81



5.5

5.9230

MON
1,267.15

8,228.6

4092007
2012037
3128M4ZG1

FHLMC POOL # G03143

 
 
2
1
2,198.19

2,474.87

2,115.55

2,191.21

283.66

(8.39
)


6

5.1360

MON
10.58

66.86

2042009
7012037
3128M5HK9

FHLMC POOL # G03534

 
 
2
1
2,906,701.98

3,265,573.72

2,828,476.85

2,899,988.85

365,584.87

(9,071.68
)


6.5

5.8620

MON
15,320.92

98,486.25

11062007
10012037
3128M6UB2

FHLMC POOL # G04778

 
 
2
1
51,434.99

57,896.86

49,501.34

51,275.1

6,621.76

(209.48
)


6

5.1940

MON
247.51

1,579.58

2042009
7012038
3128M7AZ9

FHLMC POOL # G05124

 
 
2
1
122,640.39

138,047.92

118,029.84

122,268.63

15,779.29

(559.44
)


6

5.2060

MON
590.15

3,768.21

2042009
12012038
3128M92M3

FHLMC POOL # G07680

 
 
2
1
3,519,886.51

3,607,498.73

3,329,973.94

3,514,816.08

92,682.65

(14,428.01
)


4

3.0400

MON
11,099.92

69,308.29

8122014
4012044
3128MABS7

FHLMC POOL # G07849

 
 
2
1
8,336,449.78

8,459,410.62

7,911,221.62

8,333,929.7

125,480.92

(2,520.08
)


3.5

2.7310

MON
23,074.4

(9,229.75
)
5252016
5012044
3128MJS68

FHLMC POOL # G08540

 
 
2
1
1,145,140.73

1,163,071.49

1,119,086.52

1,144,903.45

18,168.04

(785.15
)


3

2.6520

MON
2,797.72

4,544.8

3302016
8012043
3128MJUH1

FHLMC POOL # G08583

 
 
2
1
393,291.66

393,194.16

360,611.30

392,849.18

344.98

(1,264.87
)


4.5

2.0820

MON
1,352.28

878.01

5092016
4012044
3128MJUW8

FHLMC POOL # G08596

 
 
2
1
3,171,786.47

3,189,736.2

2,925,411.94

3,167,441.88

22,294.32

(35,697.27
)


4.5

2.2510

MON
10,970.29

72,351.89

8152014
7012044
3128MJU32

FHLMC POOL # G08601

 
 
2
1
1,352,046.59

1,354,125.73

1,265,165.31

1,351,133.65

2,992.08

(11,539.14
)


4

2.0890

MON
4,217.22

27,423.35

3232015
8012044
3128MJU81

FHLMC POOL # G08606

 
 
2
1
3,651,688.73

3,731,781.59

3,486,619.10

3,648,221.95

83,559.64

(21,322.88
)


4

2.6380

MON
11,622.06

75,558.78

9182014
9012044
3128MJV23

FHLMC POOL # G08632

 
 
2
1
4,157,389

4,187,362.72

3,970,377.76

4,154,411.28

32,951.44

(16,525.98
)


3.5

2.5210

MON
11,580.26

73,450.47

3232015
3012045
3128MJWP1

FHLMC POOL # G08653

 
 
2
1
2,975,981.83

3,023,444.8

2,915,842.57

2,975,373.14

48,071.66

(2,035.67
)


3

2.6340

MON
7,289.61

18,987.28

3032016
7012045





3128MJW89

FHLMC POOL # G08670

 
 
2
1
1,524,635.62

1,556,876.55

1,501,468.43

1,524,295.2

32,581.35

(1,314.77
)


3

2.7020

MON
3,753.67

23,354.46

10272015
10012045
3128MJW97

FHLMC POOL # G08671

 
 
2
1
4,448,140.11

4,518,270.51

4,284,138.24

4,445,125.13

73,145.38

(11,848.42
)


3.5

2.6180

MON
12,495.41

78,503.17

11032015
10012045
3128MJXA3

FHLMC POOL # G08672

 
 
2
1
72,850.24

73,040.83

68,204.32

72,791.32

249.51

(149.87
)


4

2.1960

MON
227.35

139.08

5122016
10012045
3128MJXE5

FHLMC POOL # G08676

 
 
2
1
1,945,936.18

1,990,847.16

1,887,683.44

1,945,046.59

45,800.57

(3,506.61
)


3.5

2.8110

MON
5,505.74

34,330.54

11172015
11012045
3128MJXJ4

FHLMC POOL # G08680

 
 
2
1
6,613,896.95

6,872,677.5

6,628,083.84

6,613,953.18

258,724.32

483.11



3

3.0370

MON
16,570.22

101,591.89

12172015
12012045
3128MJXR6

FHLMC POOL # G08687

 
 
2
1
4,056,278.08

4,092,362.71

3,880,300.56

4,054,216.52

38,146.19

(6,415.01
)


3.5

2.4330

MON
11,317.54

29,543.07

2162016
1012046
3128MJXX3

FHLMC POOL # G08693

 
 
2
1
4,396,912.94

4,434,205.01

4,204,428.93

4,393,533.06

40,671.95

(7,257.88
)


3.5

2.4270

MON
12,262.92

36,059.98

3032016
3012046
3128MJYH7

FHLMC POOL # G08711

 
 
2
1
2,837,742.19

2,847,557.59

2,700,000.00

2,837,689.28

9,868.31

(52.91
)


3.5

3.1220

MON
7,875

(7,087.5
)
6232016
6012046
3128MBBR7

FHLMC POOL # G12548

 
 
2
1
283,751.09

298,605.76

283,131.76

283,258.29

15,347.47

(85.59
)


5.5

5.4250

MON
1,297.69

8,666.26

3302007
1012022
3128MBU70

FHLMC POOL # G13106

 
 
2
1
320,665.63

307,736.18

298,988.94

313,670.18

(5,934
)
(5,413.87
)


5

1.9980

MON
1,245.79

8,579.86

7172013
10012020
3128MCRQ0

FHLMC POOL # G13895

 
 
2
1
698,750.09

673,874.67

649,056.69

675,632.79

(1,758.12
)
(15,038.56
)


5

1.8610

MON
2,704.4

20,080.99

11102011
11012019
3128MDCL5

FHLMC POOL # G14375

 
 
2
1
114,196.86

112,032.41

107,305.82

113,353.37

(1,320.96
)
(1,075.66
)


4

2.1040

MON
357.69

2,328.9

12132013
7012026
3128MDM91

FHLMC POOL # G14684

 
 
2
1
1,216,609.07

1,214,751.24

1,156,867.70

1,200,415.01

14,336.23

(11,867.71
)


3

1.5340

MON
2,892.17

19,530.22

2132013
2012023
3128MDNM1

FHLMC POOL # G14696

 
 
2
1
464,031.4

454,434.78

417,928.64

454,095.72

339.06

(9,362.91
)


6

2.8040

MON
2,089.64

14,019.63

3012013
3012024
3128MDVW0

FHLMC POOL # G14929

 
 
2
1
558,629.23

548,120.54

520,885.40

554,800.64

(6,680.1
)
(4,138.03
)


4

2.1930

MON
1,736.29

11,082.24

11192013
10012028
3128MD3A9

FHLMC POOL # G15093

 
 
2
1
466,729.94

476,825.52

450,063.53

465,875.64

10,949.88

(1,734.89
)


3

2.1480

MON
1,125.16

7,076.8

7132015
4012029
3128MD5G4

FHLMC POOL # G15147

 
 
2
1
2,464,053.86

2,513,074.18

2,376,602.34

2,456,751.25

56,322.93

(7,977.75
)


3

2.1900

MON
5,941.5

37,307.41

8132014
8012029
3128MEHM6

FHLMC POOL # G15436

 
 
2
1
1,521,697.37

1,543,580.06

1,456,823.20

1,519,362.34

24,217.72

(5,812.27
)


3

2.0450

MON
3,642.06

22,749.8

9212015
6012030
3128MMUS0

FHLMC POOL # G18592

 
 
2
1
5,112,008.68

5,135,105.64

4,892,240.06

5,108,908.02

26,197.62

(6,780.54
)


3

1.8270

MON
12,230.6

17,733.26

3302016
3012031
31335ACR7

FHLMC POOL # G60080

 
 
2
1
2,838,793.44

2,901,891.84

2,751,518.70

2,837,067.02

64,824.82

(4,582.22
)


3.5

3.0330

MON
8,025.26

49,534.23

6082015
6012045
31335ACS5

FHLMC POOL # G60081

 
 
2
1
2,844,428.52

2,908,839.35

2,666,912.19

2,841,174.81

67,664.54

(12,475.01
)


4

2.8760

MON
8,889.71

55,577.73

6082015
6012045
31335AHP6

FHLMC POOL # G60238

 
 
2
1
4,979,418.75

5,140,387.77

4,805,953.84

4,977,855.69

162,532.08

(8,124.34
)


3.5

2.9790

MON
14,017.36

86,259.28

12212015
10012045
3128MTB72

FHLMC POOL # H00962

 
 
2
1
33,010.96

36,765.67

32,376.09

32,961.62

3,804.05

(5.49
)


6.5

5.9680

MON
175.37

1,052.22

10312007
7012037
3128MTEE4

FHLMC POOL # H01033

 
 
2
1
368,984.12

410,952.76

361,887.72

368,225.66

42,727.1

(4,431.13
)


6.5

6.1280

MON
1,960.23

16,535.67

10312007
7012037
3128MTF29

FHLMC POOL # H01085

 
 
2
1
100,781.24

112,244.17

98,842.96

100,556.26

11,687.91

(59.66
)


6.5

6.1600

MON
535.4

3,245.96

10312007
7012037
3128PVWH9

FHLMC POOL # J16048

 
 
2
1
1,716,437.43

1,719,776.77

1,624,789.18

1,696,251.33

23,525.44

(11,573.96
)


4

2.6860

MON
5,415.96

34,496.16

8022011
7012026
3128PV4J6

FHLMC POOL # J16225

 
 
2
1
1,379,911.28

1,382,595.9

1,306,231.65

1,364,480.06

18,115.84

(8,815.88
)


4

2.6280

MON
4,354.11

28,145.35

8022011
8012026
31307MPM2

FHLMC POOL # J31328

 
 
2
1
329,316.59

331,672.44

315,985.94

328,786.35

2,886.09

(1,138.23
)


3

2.0750

MON
789.96

4,953.6

9022015
4012030
31307MRM0

FHLMC POOL # J31392

 
 
2
1
309,103.77

311,315

296,591.31

308,592.87

2,722.13

(719.73
)


3

2.1070

MON
741.48

4,543.04

9022015
4012030
31307MR40

FHLMC POOL # J31407

 
 
2
1
406,233.98

408,344.19

389,031.49

405,632.02

2,712.17

(1,222.84
)


3

1.9990

MON
972.58

6,047.67

9212015
4012030
31307MSH0

FHLMC POOL # J31420

 
 
2
1
170,624.85

173,506.17

163,717.98

170,345.46

3,160.71

(716.42
)


3

2.0960

MON
409.3

2,590.79

9022015
4012030
31307MSY3

FHLMC POOL # J31435

 
 
2
1
385,222.69

387,978.49

369,628.99

384,602.68

3,375.81

(1,184.83
)


3

2.0750

MON
924.07

5,731.36

9022015
4012030
31307NN34

FHLMC POOL # J32210

 
 
2
1
519,405.72

528,176.94

498,380.33

518,564.33

9,612.61

(1,461.90
)


3

2.1190

MON
1,245.95

7,653.49

9022015
7012030
31307NPD0

FHLMC POOL # J32220

 
 
2
1
95,050.27

96,655.38

91,202.66

94,894.98

1,760.4

(481.21
)


3

2.1300

MON
228

1,491.23

9022015
7012030





3132GLQP2

FHLMC POOL # Q05262

 
 
2
1
2,717,593.84

2,777,208.04

2,626,091.00

2,712,304.06

64,903.98

(6,413.88
)


3.5

2.8700

MON
7,659.43

48,073.54

2032012
12012041
3132GMDN9

FHLMC POOL # Q05809

 
 
2
1
3,704,002.01

3,763,596.46

3,499,499.98

3,698,019.91

65,576.55

(21,509.24
)


4

2.8600

MON
11,665

74,425.31

6272014
1012042
3132GSEB1

FHLMC POOL # Q07030

 
 
2
1
596,386.81

599,719.02

568,495.03

596,402.62

3,316.4

(366.51
)


3.5

2.7120

MON
1,658.11

2,685.83

3312016
3012042
3132JMGH6

FHLMC POOL # Q20200

 
 
2
1
6,000,554.31

6,072,742.88

5,744,734.13

5,997,323.23

75,419.65

(13,552.13
)


3.5

2.7060

MON
16,755.47

63,093.27

1282016
7012043
3132M55C2

FHLMC POOL # Q25643

 
 
2
1
1,821,264.02

1,836,178.85

1,682,460.99

1,818,121.09

18,057.76

(9,911.99
)


4

2.6090

MON
5,608.2

34,992.36

1222015
4012044
3132M92R4

FHLMC POOL # Q29184

 
 
2
1
2,350,093.57

2,357,349.16

2,200,043.74

2,347,288.96

10,060.2

(14,873.49
)


4

2.1080

MON
7,333.48

46,808.37

12112014
10012044
3132QLQT3

FHLMC POOL # Q30465

 
 
2
1
2,628,098.83

2,685,714.41

2,521,336.00

2,625,667.64

60,046.77

(4,293.53
)


3.5

2.8060

MON
7,353.9

45,093.94

12112014
12012044
3132QNGH6

FHLMC POOL # Q31999

 
 
2
1
2,086,962.95

2,093,714.62

1,985,220.43

2,085,128.86

8,585.76

(7,564.32
)


3.5

2.4380

MON
5,790.23

36,316.01

4152015
3012045
3132QNP37

FHLMC POOL # Q32241

 
 
2
1
2,223,399.29

2,237,024.02

2,121,103.67

2,221,682.26

15,341.76

(8,545.00
)


3.5

2.5380

MON
6,186.56

34,505.54

2162016
3012045
3137B6U82

FHLMC SENIOR AGENCY CMO 4286 MP

 
 
2
1
3,660,773.33

3,678,130.26

3,371,556.95

3,648,888.12

29,242.14

(28,568.15
)


4

2.6430

MON
11,238.52

70,898.43

4222015
12152043
3137B8MW4

FHLMC SENIOR AGENCY CMO_4322-DN

 
 
2
1
4,092,042.21

4,076,284.35

3,813,757.13

4,035,379.54

40,904.81

(31,099.73
)


4

2.0200

MON
12,712.53

80,559.95

8202014
5152043
3137BDJQ0

FHLMC SENIOR AGENCY CMO_4384-HN

 
 
2
1
865,017.49

878,317.29

819,739.68

856,236.73

22,080.56

(5,090.04
)


3.5

2.1250

MON
2,390.91

15,039.97

10072014
6152040
3137A47K7

FHLMC SENIOR CMO_3778 M

 
 
2
1
172,063.66

174,182.65

158,355.98

170,006.55

4,176.1

(1,521.60
)


4.5

1.2100

MON
593.83

3,778.54

1132014
8152039
3137EADP1

FHLMC UNSECURED AGENCY BND

 
 
 
1
14,877,000

15,048,900.6

15,000,000.00

14,958,535.8

90,364.8

12,084.75



0.875

1.0410

MS
41,562.5

65,625

2012013
3072018
31395EC47

FHLMC_2839 CMO_2839 TS

 
 
2
1
368,486.14

352,449.83

342,977.21

356,007.25

(3,557.42
)
(7,398.99
)


5

1.3300

MON
1,429.07

10,526.1

3072013
8152019
31397JAB0

FHLMC_3346A AGNECY CMO_3335-AF

 
 
2
1
80,110.33

79,940.99

80,104.06

80,106.31

(165.32
)
(1.72
)


0.592

0.5890

MON
21.08

275.39

7222011
10152020
31398Q4P9

FHLMC_3674 SENIOR AGENCY CMO 3674 HJ

 
 
2
1
1,183,274.56

1,203,088.59

1,059,154.85

1,171,171.61

31,916.98

(14,370.76
)


5.5

2.6090

MON
4,854.46

30,886.15

11202013
4152040
3137BPVZ9

FHMS_K055 AGCYSEN SENIOR CMBS_K055 A1

 
 
2
1
3,241,429.71

3,304,793.3

3,178,000.00

3,241,071.32

63,721.98

(358.39
)


2.263

1.7820

MON
5,993.18

(4,195.23
)
6082016
4242025
3137BPWG0

FHMS_KJ05 LCF SENIOR AGENCY CMBS_KJ05 A2

 
 
2
1
786,285.21

790,324.35

770,886.00

786,252.69

4,071.66

(32.52
)


2.158

1.3740

MON
1,386.31

(1,293.89
)
6172016
10252021
3137BDKF2

FHR AGENCY CMO_4384 LA

 
 
2
1
3,796,160.93

3,810,790.12

3,604,663.22

3,770,863.27

39,926.85

(21,434.00
)


3.5

2.1230

MON
10,513.6

66,405.69

8272014
9152040
31283AKB5

FHSTR CMO_282 150

 
 
2
1
3,092,603.91

3,154,191.96

3,162,365.70

3,099,657.81

54,534.15

9,029.17



1.5

1.4870

MON
3,952.96

25,230.99

10172012
10152027
31620MAP1

FIDELITY NATIONAL INFORMATION CORP BND

 
 
1
2FE
3,060,900

3,171,418.98

3,000,000.00

3,053,154.18

118,264.8

(5,832.67
)


3.625

3.1720

AO
22,958.34

52,864.59

10282015
10152020
316773CR9

FIFTH THIRD BANK CAPSEC CORP BND

 
 
1
3FE
7,895,000

7,020,000

8,000,000.00

7,897,485.16

(877,485.16
)
404.51



4.9

4.9790

MS
99,088.89

196,000

11242014
12292049
31677QBC2

FIFTH THIRD BANK SENIOR CORP BND

 
 
1
1FE
4,342,897.5

4,519,639.13

4,350,000.00

4,345,043.37

174,595.76

423.67



2.875

2.8980

AO
31,265.63

62,531.25

3132015
10012021
31677QBF5

FIFTH THIRD BANK SENIOR CORP BND

 
 
1
1FE
2,349,459.5

2,393,577.51

2,350,000.00

2,349,510.87

44,066.64

51.37



2.3

2.3080

MS
15,914.72


3102016
3152019
31677QBG3

FIFTH THIRD BANK SENIOR CORP BND

 
 
1
1FE
909,317.5

921,992.41

910,000.00

909,323.52

12,668.89

6.02



2.25

2.2660

JD
966.87


6092016
6142021
31677AAB0

FIFTH THIRD BANK SUB CORP BND

 
 
1
2FE
879,128.8

920,027.34

880,000.00

879,149.99

40,877.35

21.19



3.85

3.8620

MS
9,975.78


3102016
3152026
31970LAA2

FIRST COAST RE 2016 LTD CORP BND 144A

 
F
1
 
500,000

502,805

500,000.00

500,000

2,805




4.289

4.2890

MJSD
1,846.72


5252016
6072019
BRSU8ETX2

FIRST DATA CORPORATION SENIOR SECURED TE

 
 
2
4FE
4,492,111.12

4,472,309.73

4,522,244.35

4,493,787.86

(21,478.13
)
1,451.48





MJSD

52,784.17

0
9242018
33766QAA5

FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A

 
 
2
1FE
78,159.61

78,066.78

78,159.69

78,158.72

(91.94
)
0.28



0.679

0.6790

JJ
244.71

443.84

6122013
1152019
BRSFEV6K3

FLY FUNDING II SARL SENIOR SECURED TERM

 
F
2
4FE
2,538,745.76

2,536,780.9

2,547,928.09

2,541,508.03

(4,727.13
)
1,145.37




0.0800

FMAN

45,046.95

10192015
8092019
BRSHZJ755

FLYING FORTRESS INC SENIOR SECURED TERM

 
 
1
3FE
1,063,095.24

1,061,764.71

1,064,425.77

1,063,391.51

(1,626.8
)
134.48




0.0250

JAJO

18,834.42

5012015
4302020
30249UAA9

FMC TECHNOLOGIES INC SENIOR CORP BND

 
 
 
2FE
349,184.5

344,883

350,000.00

349,789.53

(4,906.53
)
82.21



2

2.0490

AO
1,750

3,500

9182012
10012017
BRSL7M1V9

FMG RESOURCES (AUGUST 2006) PT SENIOR SE

 
F
 
2FE
4,185,739.82

4,025,258.87

4,216,772.00

4,200,205.31

(174,946.44
)
9,418.65




0.1300

MJSD

136,885.94

11152013
6302019





D2R6L0P26

FMS WERTMANAGEMENT LT GTD SENIOR CORP BN

 
D
 
1FE
1,456,545.31

1,358,682.48

1,000,000.00

1,455,984.95

(97,302.47
)
(1,360.61
)

(115,334.55
)
1.25

1.1370

MAR
5,264.8

2,219.75

4012016
3082019
30254WAE9

FMS WERTMANAGEMENT LT GTD SENIOR CORP BN

 
F
 
1FE
1,366,562.56

1,372,960.12

1,367,000.00

1,366,826.31

6,133.81

72.45



1.125

1.1360

MS
4,955.38

7,689.38

8272014
9052017
30254WAF6

FMS WERTMANAGEMENT LT GTD SENIOR CORP BN

 
F
 
1FE
7,524,617.94

7,530,911.06

7,534,000.00

7,531,140.8

(229.74
)
2,453.24



0.625

0.6910

JJ
19,750.59

23,543.75

6082015
1302017
30254WAJ8

FMS WERTMANAGEMENT LT GTD SENIOR CORP BN

 
F
 
1FE
3,975,320

4,009,360

4,000,000.00

3,975,528.94

33,831.06

208.94



1.375

1.5040

JD
2,444.44


6082016
6082021
BRSTSH835

FMS WERTMANAGEMENT LT GTD SENIOR CORP BN

 
D
 
 
2,377,639.35

2,152,559.2

1,600,000.00

2,377,746.92

(225,187.72
)
(23.17
)

(238,440.36
)
1

0.9860

APR
4,805.16

12,667.12

1182016
4102018
3135G0E58

FNMA AGENCY BND

 
 
 
1
5,491,090

5,551,974.56

5,500,000.00

5,493,414.15

58,560.41

1,400.52



1.125

1.1780

AO
12,375

30,937.5

8272015
10192018
3135G0H71

FNMA AGENCY BND

 
 
1
1
500,500

500,535.01

500,000.00

500,234.23

300.78

(265.77
)


1.375

1.0410

FA
2,463.54

(1,355.9
)
5022016
2222019
3135G0WJ8

FNMA AGENCY BND

 
 
 
1
1,995,720

2,007,899.94

2,000,000.00

1,998,390.68

9,509.26

420.44



0.875

0.9180

MN
1,944.44

8,750

4112013
5212018
3135G0ZB2

FNMA AGENCY BND

 
 
 
1
1,743,892.5

1,751,277.68

1,750,000.00

1,748,407.22

2,870.46

3,335.44



0.75

0.8640

AO
2,588.54

29,687.5

3062014
4202017
31398SVZ3

FNMA AGENCY CMO _10-139-MA

 
 
2
1
1,541,091.25

1,515,671.41

1,507,459.82

1,539,787.7

(24,116.29
)
(3,993.26
)


2.5

2.4930

MON
3,140.54

20,126.01

11092010
12252040
31398SZN6

FNMA AGENCY CMO _10-141-G

 
 
2
1
8,053,526.09

8,181,617.72

7,744,938.71

8,001,202.23

180,415.49

(14,978.83
)


3.5

1.8890

MON
22,589.41

135,756.11

7212014
5252030
3136ALUX7

FNMA AGENCY CMO 2014-70 KP

 
 
2
1
4,127,610.84

4,140,804.69

3,917,068.40

4,099,715.43

41,089.26

(18,484.20
)


3.5

2.2830

MON
11,424.78

71,693.38

10242014
3252044
3136A1PM1

FNMA AGENCY CMO__11-96-PA

 
 
2
1
2,525,191.63

2,505,220.44

2,473,980.25

2,517,721.79

(12,501.35
)
(7,190.88
)


2.5

2.3120

MON
5,154.13

32,842.44

9062011
3252040
3136ABTM5

FNMA AGENCY CMO__13-7-CT

 
 
2
1
513,104.33

521,202.83

514,637.95

513,619.4

7,583.43

3,240.38



2

3.0800

MON
857.73

11,508.58

1032013
2252043
31398GEH8

FNMA AGENCY CMO_09-100-MA

 
 
2
1
429,022.83

431,875.12

414,118.70

427,972.98

3,902.14

(2,888.61
)


3

2.9400

MON
1,035.3

6,911.84

11132009
11252039
31397NLS2

FNMA AGENCY CMO_09-11 LC

 
 
2
1
457,458.94

456,786.01

429,791.13

453,986.53

2,799.48

(5,003.96
)


4.5

2.0550

MON
1,611.72

10,591.41

2072014
3252049
31398MU53

FNMA AGENCY CMO_10-29-PA

 
 
2
1
72,154.5

70,949.64

70,150.31

70,883.92

65.72

(1,320.04
)


4.5

2.8760

MON
263.06

2,313.03

3162010
10252038
31398MAY2

FNMA AGENCY CMO_10-9 MC

 
 
2
1
896,750

849,339.12

800,000.00

840,153.94

9,185.18

(13,756.82
)


5

1.4920

MON
3,333.33

19,999.98

5212014
4252036
31392ER28

FNMA CMO_02-64 PG

 
 
2
1
672,320.37

693,616.29

610,329.24

669,579.84

24,036.45

(6,710.57
)


5.5

5.5600

MON
2,797.34

17,840.19

9182002
10252032
31394DA42

FNMA CMO_05-48 AR

 
 
2
1
39,179.62

41,217.38

38,900.04

38,929.97

2,287.41

(35.27
)


5.5

5.2500

MON
178.29

1,219.21

12202007
2252035
3136A9FV5

FNMA CMO_12-111 LB

 
 
2
1
583,863.89

603,115.61

565,058.68

583,459.18

19,656.43

(116.38
)


3.5

2.7860

MON
1,648.09

9,888.54

2282014
5252041
3136ABFX6

FNMA CMO_12-146 NA

 
 
2
1
1,704,533.69

1,766,073.95

1,731,616.17

1,706,073.84

60,000.11

2,937.37



2

1.5480

MON
2,886.03

18,462.52

12052012
9252042
3136AHYJ3

FNMA CMO_13-135 GB

 
 
2
1
3,584,837.58

3,691,358.71

3,603,739.20

3,586,588.32

104,770.39

2,274.58



2.5

2.5970

MON
7,507.79

47,859.32

12182013
7252032
3136AEXL6

FNMA CMO_13-64 KA

 
 
2
1
2,199,434.54

2,278,966.59

2,274,657.48

2,205,429.75

73,536.84

6,103.68



2

2.0250

MON
3,791.1

23,612.23

5232013
2252033
31371NAC9

FNMA POOL # 256603

 
 
2
1
203,013.32

213,887.59

202,823.15

202,657.75

11,229.84

(4.32
)


5.5

5.4180

MON
929.61

6,141.97

7172008
2012022
31371NE35

FNMA POOL # 256754

 
 
2
1
77,572.53

77,173.86

73,181.64

75,905.67

1,268.19

(824.20
)


5.5

3.6450

MON
335.42

2,229.54

9292009
6012022
31385W2S7

FNMA POOL # 555285

 
 
2
1
1,118,066.96

1,173,675.61

1,014,694.92

1,107,185.81

66,489.8

(12,368.30
)


6

3.6650

MON
5,073.47

32,531.25

1052011
3012033
31385XAZ0

FNMA POOL # 555424

 
 
2
1
1,176,207.74

1,220,624.33

1,080,561.19

1,167,447.63

53,176.7

(12,844.54
)


5.5

3.4630

MON
4,952.57

31,990.26

1252012
5012033
31385XEW3

FNMA POOL # 555549

 
 
2
1
28,301.47

29,664.76

28,533.30

28,392.31

1,272.45

75.59



5

5.2400

MON
118.89

900.61

12142007
6012018
31385XK48

FNMA POOL # 555715

 
 
2
1
44,314.9

47,106.12

44,710.57

44,360.5

2,745.62

26.00



2.647

2.8080

MON
98.62

579.56

4022007
7012033
31400EGH7

FNMA POOL # 685200

 
 
2
1
25,406.08

26,629.9

25,614.19

25,491.03

1,138.87

81.55



5

5.2460

MON
106.72

848.32

12142007
3012018
31400PG58

FNMA POOL # 693320

 
 
2
1
49,651.6

53,423.5

50,087.92

49,703.52

3,719.98

15.66



2.642

2.8090

MON
110.28

656.05

8102006
1012033
31400QJ87

FNMA POOL # 694287

 
 
2
1
5,969.04

6,413.16

6,022.31

5,974.73

438.43

1.81



2.725

2.8990

MON
13.68

76.77

4022007
3012033
31400SA33

FNMA POOL # 695826

 
 
2
1
12,513.48

13,116.27

12,615.99

12,554.49

561.78

30.78



5

5.2470

MON
52.57

394.34

12142007
4012018





31401A3C9

FNMA POOL # 702895

 
 
2
1
27,511.73

28,836.99

27,737.11

27,602.45

1,234.54

68.84



5

5.2440

MON
115.57

854.07

12142007
4012018
31401DVW8

FNMA POOL # 705429

 
 
2
1
74,102.96

80,148.85

74,966.86

74,204.8

5,944.05

28.62



2.789

3.0240

MON
174.24

992.62

8102006
4012033
31401MKS9

FNMA POOL # 712305

 
 
2
1
554,057.59

543,163.73

520,241.88

550,906.91

(7,743.18
)
(5,192.13
)


3.05

1.6160

MON
1,322.28

7,589.76

2232012
5012033
31402DQB9

FNMA POOL # 725950

 
 
2
1
58,860.98

61,196.5

59,399.26

59,039.56

2,156.94

126.32



5

5.2560

MON
247.5

1,739.17

7172008
11012019
31402HD32

FNMA POOL # 729222

 
 
2
1
688,604.96

741,807.52

696,217.09

689,256.93

52,550.59

1,260.34



2.455

2.7020

MON
1,424.34

9,551.83

9172008
7012035
31402QYX3

FNMA POOL # 735226

 
 
2
1
292,299.73

293,822.88

263,629.96

291,754.78

2,068.1

(3,543.31
)


5

2.2950

MON
1,098.46

5,322.42

1042016
2012035
31402RB81

FNMA POOL # 735463

 
 
2
1
76,848.14

81,684.88

77,483.79

76,908.06

4,776.82

9.44



2.759

2.9200

MON
178.15

998.59

9282006
3012035
31402RF87

FNMA POOL # 735591

 
 
2
1
2,240,364.24

2,405,983.47

2,158,747.20

2,232,846.71

173,136.76

(10,829.02
)


5

4.0860

MON
8,994.78

58,113.45

4302010
6012035
31402YSV7

FNMA POOL # 742232

 
 
2
1
1,886.56

2,035.52

1,915.88

1,888.73

146.79

0.99



3.125

3.5670

MON
4.99

28.5

4022007
9012033
31403C2L4

FNMA POOL # 745179

 
 
2
1
89,381.43

93,686.97

90,113.61

89,627.76

4,059.21

280.34



5

5.2350

MON
375.48

2,911.75

12142007
4012019
31403DCE7

FNMA POOL # 745369

 
 
2
1
93,505.7

97,123.99

94,271.62

93,741.16

3,382.83

212.70



5

5.2220

MON
392.8

2,845.28

12142007
12012019
31403DCZ0

FNMA POOL # 745388

 
 
2
1
199,065.05

208,654.05

200,695.67

199,658.51

8,995.54

499.54



5

5.2360

MON
836.23

6,208.95

12142007
11012018
31403H3P3

FNMA POOL # 749706

 
 
2
1
171,628.45

183,034.26

173,787.21

171,878.68

11,155.58

80.10



2.659

2.9100

MON
385.08

2,339.81

5152006
11012033
31403KDB6

FNMA POOL # 750798

 
 
2
1
3,700.22

4,000.51

3,757.74

3,707.18

293.33

1.99



2.699

2.9950

MON
8.45

46.56

4022007
12012033
31403VBR9

FNMA POOL # 758848

 
 
2
1
52,894.97

55,442.97

53,328.29

53,049.89

2,393.08

112.48



5

5.2300

MON
222.2

1,559.93

12142007
1012019
31404CLB4

FNMA POOL # 764522

 
 
2
1
9,194.08

10,013.4

9,380.22

9,210.11

803.29

5.63



2.817

3.3410

MON
22.02

123.04

9302008
6012034
31404LRF9

FNMA POOL # 771886

 
 
2
1
47,211.91

50,203.62

48,001.31

47,304.89

2,898.73

184.70



2.541

2.8860

MON
101.64

658.03

8102006
2012034
31404NBP0

FNMA POOL # 773246

 
 
2
1
60,633.21

64,328.24

61,140.66

60,674.34

3,653.9

55.13



2.506

2.6820

MON
127.68

801.51

4022007
2012035
31404VGA0

FNMA POOL # 779693

 
 
2
1
310,484.94

321,451.56

313,423.25

310,791.01

10,660.55

407.16



2.896

3.0750

MON
756.39

4,213.33

2242006
7012034
31405PAG5

FNMA POOL # 794807

 
 
2
1
75,712.66

80,124.07

75,506.55

75,672.04

4,452.03

(16.23
)


2.221

2.1460

MON
139.75

876.69

6302007
10012034
31405UMM8

FNMA POOL # 799664

 
 
2
1
34,616.16

36,618.67

34,888.31

34,644.16

1,974.51

19.90



2.445

2.5830

MON
71.08

439.51

4022007
10012034
31405UR84

FNMA POOL # 799811

 
 
2
1
91,679.81

93,743.26

91,440.25

91,629.25

2,114.01

(7.72
)


2.266

2.1970

MON
172.67

1,048.4

6302007
11012034
31405UTZ2

FNMA POOL # 799868

 
 
2
1
8,443.31

8,953

8,509.68

8,449.9

503.1

2.28



2.37

2.5130

MON
16.81

102.47

4022007
11012034
31406BB90

FNMA POOL # 804764

 
 
2
1
102,763.23

107,924.78

103,571.06

102,839.02

5,085.76

101.12



2.506

2.6510

MON
216.29

1,406.47

4022007
1012035
31406BEZ9

FNMA POOL # 804852

 
 
2
1
77,315.98

81,310.88

77,923.81

77,374.57

3,936.31

58.42



2.484

2.6270

MON
161.3

1,035.38

4022007
12012034
31406BJF8

FNMA POOL # 804962

 
 
2
1
92,544.61

99,200.86

93,272.12

92,611.56

6,589.3

78.45



2.523

2.6700

MON
196.1

1,208.99

4022007
1012035
31406BQQ6

FNMA POOL # 805163

 
 
2
1
123,390.19

128,359.08

124,422.95

123,485.23

4,873.85

179.30



2.562

2.7210

MON
265.64

1,752.85

4022007
1012035
31406DG67

FNMA POOL # 806721

 
 
2
1
172,977.33

183,807.81

174,337.18

173,112.78

10,695.03

165.66



2.545

2.6840

MON
369.74

2,363.67

4022007
11012034
31406GLK3

FNMA POOL # 809530

 
 
2
1
28,323.96

30,461.98

28,524.56

28,347.41

2,114.57

5.03



2.407

2.5190

MON
57.22

343.2

9282006
2012035
31406MYP5

FNMA POOL # 814418

 
 
2
1
69,522.32

73,418.34

70,143.08

69,582.21

3,836.13

162.23



2.472

2.6390

MON
144.49

915.03

4022007
3012035
31406PKU2

FNMA POOL # 815807

 
 
2
1
146,974.8

154,196.79

148,377.40

147,135.93

7,060.86

164.39



2.434

2.6040

MON
300.96

1,804.6

9282006
2012035
31406TLC3

FNMA POOL # 819423

 
 
2
1
198,917.46

213,056.14

200,693.64

199,055.78

14,000.36

172.54



3.039

3.2240

MON
508.26

2,918.69

4022007
4012035
31406TTE1

FNMA POOL # 819649

 
 
2
1
1,650,814.55

1,669,095.79

1,595,953.65

1,644,710.7

24,385.09

(4,041.71
)


2.576

1.8650

MON
3,425.98

19,755.42

12042009
3012035
31406VHE9

FNMA POOL # 821129

 
 
2
1
80,474.83

84,805.07

81,193.39

80,521.24

4,283.83

52.88



2.754

2.9730

MON
186.34

1,024.97

4022007
5012035





31407D5R2

FNMA POOL # 828056

 
 
2
1
358,977.77

370,948.56

352,963.49

358,276.11

12,672.45

(436.81
)


2.569

2.1760

MON
755.64

4,608.26

2202009
6012035
31407E6W8

FNMA POOL # 828985

 
 
2
1
188,214.58

207,687.45

194,694.25

188,706.77

18,980.68

123.62



2.43

3.4250

MON
394.26

2,346.03

3162006
8012035
31407GC22

FNMA POOL # 829989

 
 
2
1
509,037.19

537,032.24

513,874.83

509,458.09

27,574.15

859.81



2.814

3.0120

MON
1,205.04

6,926.78

1202006
4012035
31408C6D3

FNMA POOL # 847868

 
 
2
1
435,943.77

461,969.24

440,625.40

436,478.77

25,490.47

1,469.81



2.261

2.4470

MON
830.21

5,899.29

5122006
11012035
31409UBQ7

FNMA POOL # 878547

 
 
2
1
382,113.78

413,920.59

385,198.37

382,343.57

31,577.02

1,031.33



2.862

3.0280

MON
918.7

6,314.69

5042006
3012036
31410FU60

FNMA POOL # 888105

 
 
2
1
83,493.77

87,515.67

84,177.70

83,678.07

3,837.6

231.60



5

5.2250

MON
350.75

2,619.41

12142007
8012020
31410GAG8

FNMA POOL # 888407

 
 
2
1
3,917,082.7

3,941,707.05

3,541,365.90

3,912,372.24

29,334.81

(58,411.04
)


5

2.3170

MON
14,755.69

95,894.2

12212015
9012036
31410GC35

FNMA POOL # 888490

 
 
2
1
114,141.36

117,269.2

114,399.94

114,149.83

3,119.37

71.83



2.493

2.5180

MON
237.67

1,555.4

6182007
5012035
31410GC50

FNMA POOL # 888492

 
 
2
1
62,603.54

66,827.75

62,484.63

62,565.9

4,261.85

(16.25
)


2.821

2.7660

MON
146.89

873.11

6182007
5012033
31410GDC4

FNMA POOL # 888499

 
 
2
1
436,914.97

461,420.2

439,369.78

437,157.84

24,262.36

260.14



2.596

2.6890

MON
950.5

5,800.23

2222012
8012033
31410GDF7

FNMA POOL # 888502

 
 
2
1
56,598.61

60,908.5

57,334.29

56,705.92

4,202.58

110.61



2.195

2.4130

MON
104.87

648.28

6182007
6012033
31410GDL4

FNMA POOL # 888507

 
 
2
1
238,755.42

252,820.18

242,934.82

239,154.98

13,665.2

361.97



2.611

2.9880

MON
528.59

3,319.26

6182007
2012035
31410GDM2

FNMA POOL # 888508

 
 
2
1
298,406.39

316,631.04

302,578.42

298,813.28

17,817.76

312.07



2.754

3.0570

MON
694.42

4,159.75

6182007
3012034
31410GDQ3

FNMA POOL # 888511

 
 
2
1
40,685.51

43,019.58

41,055.08

40,719.04

2,300.54

55.36



2.537

2.7310

MON
86.8

558.69

6182007
12012033
31410GDS9

FNMA POOL # 888513

 
 
2
1
66,481.71

70,951.43

66,829.83

66,507.14

4,444.29

57.14



2.777

2.8740

MON
154.66

999.13

6182007
2012034
31410GDX8

FNMA POOL # 888518

 
 
2
1
73,643.09

77,422.06

73,879.66

73,654.75

3,767.31

17.17



2.725

2.7710

MON
167.77

1,008.63

6182007
4012035
31410GDY6

FNMA POOL # 888519

 
 
2
1
36,707.71

39,793.01

37,338.04

36,768

3,025.01

56.06



2.509

2.8810

MON
78.07

492.61

6182007
1012035
31410GDZ3

FNMA POOL # 888520

 
 
2
1
460,589.03

484,788.91

463,524.67

460,912.72

23,876.19

299.33



2.465

2.5710

MON
952.16

5,724

6182007
7012033
31410GD83

FNMA POOL # 888527

 
 
2
1
13,084.69

14,301.41

13,331.16

13,110.85

1,190.56

37.38



2.729

3.1280

MON
30.32

186.92

6182007
4012034
31410GPR8

FNMA POOL # 888832

 
 
2
1
1,144,933.53

1,272,789.18

1,101,063.04

1,141,519.9

131,269.28

(7,086.39
)


6.5

5.4540

MON
5,964.09

38,921.35

1252008
11012037
31410G4F7

FNMA POOL # 889222

 
 
2
1
683,436.01

688,023.94

618,144.50

682,294.31

5,729.63

(8,499.45
)


5

2.3180

MON
2,575.6

12,651.67

1042016
12012036
31410LK84

FNMA POOL # 890519

 
 
2
1
867,318.13

904,788.48

792,014.83

865,110.57

39,677.91

(12,345.24
)


6

3.0770

MON
3,960.07

26,063.32

10232013
10012040
31411DA33

FNMA POOL # 904626

 
 
2
1
413,011.65

432,152.32

411,052.72

412,732.65

19,419.67

(184.55
)


2.605

2.4800

MON
892.33

5,493.17

12132006
12012036
31411GUY6

FNMA POOL # 907899

 
 
2
1
1,115,835.72

1,155,885.85

1,106,671.10

1,114,645.72

41,240.13

(664.65
)


2.597

2.4030

MON
2,395.02

15,330.55

12142006
1012037
31411KCZ4

FNMA POOL # 910088

 
 
2
1
1,056,216.11

1,202,045.75

1,046,406.06

1,055,236.67

146,809.08

(995.51
)


6

5.7280

MON
5,232.03

32,487.66

3292007
3012037
31411LEA5

FNMA POOL # 911029

 
 
2
1
60,656.75

60,345

57,223.34

59,330.16

1,014.84

(1,209.56
)


5.5

3.7240

MON
262.27

1,790

9292009
7012022
31411WPJ0

FNMA POOL # 916725

 
 
2
1
674,704.02

669,694.92

637,641.10

672,774.35

(3,079.43
)
(3,445.49
)


2.739

1.1510

MON
1,455.42

8,743.3

2142012
10012036
31412LMG2

FNMA POOL # 928359

 
 
2
1
59,425.71

59,120.29

56,061.99

58,116.08

1,004.21

(640.70
)


5.5

3.6740

MON
256.95

1,794.22

9292009
5012022
31412LQN3

FNMA POOL # 928461

 
 
2
1
138,875.26

138,164.12

131,016.86

135,907.88

2,256.24

(903.93
)


5.5

3.6330

MON
600.49

3,823.57

9292009
6012022
31412LVF4

FNMA POOL # 928614

 
 
2
1
746,537.41

740,844.14

702,520.13

730,498.6

10,345.54

(5,770.78
)


5.5

3.5520

MON
3,219.88

20,812.57

10212009
8012022
31412SRH0

FNMA POOL # 933488

 
 
2
1
224,729

226,018.18

214,091.33

221,107.2

4,910.98

(1,790.37
)


5

3.4750

MON
892.05

5,861.62

9292009
3012023
31414ARA2

FNMA POOL # 960481

 
 
2
1
471,047.3

465,237.31

448,750.04

463,303.83

1,933.48

(2,212.19
)


5

3.4330

MON
1,869.79

11,793.13

9292009
12012022
31414CRJ9

FNMA POOL # 962289

 
 
2
1
587,509.84

590,880.16

559,699.76

578,005.36

12,874.8

(2,892.43
)


5

3.4830

MON
2,332.08

14,738.5

9292009
3012023
31414GD22

FNMA POOL # 965521

 
 
2
1
66,173.24

65,833.15

62,427.59

64,864.62

968.53

(1,067.78
)


5.5

3.6450

MON
286.13

1,943.31

9292009
12012022





31414NB45

FNMA POOL # 970859

 
 
2
1
591,565.03

594,074.29

562,725.34

582,673.61

11,400.68

(4,597.49
)


5

3.4860

MON
2,344.69

15,423.38

10212009
12012023
31414RB79

FNMA POOL # 973562

 
 
2
1
516,658.36

529,325.67

487,413.55

507,188.26

22,137.41

(5,883.65
)


5.5

3.5630

MON
2,233.98

15,056.94

9292009
3012023
31415MDG7

FNMA POOL # 984003

 
 
2
1
905,341.76

1,048,986.97

932,590.91

906,874.61

142,112.36

1,876.89



5.5

6.2310

MON
4,274.38

26,733.08

7252008
6012038
31415MFS9

FNMA POOL # 984077

 
 
2
1
387,336.25

389,558.25

369,001.49

380,997.98

8,560.27

(2,598.74
)


5

3.5800

MON
1,537.51

9,982.45

9292009
6012023
31416BLV8

FNMA POOL # 995040

 
 
2
1
267,712.37

268,847.95

254,661.00

263,284.91

5,563.04

(2,031.06
)


5

3.5160

MON
1,061.09

6,917.72

10212009
6012023
31416BSE9

FNMA POOL # 995217

 
 
2
1
567,660

564,258.04

535,068.87

557,741.16

6,516.88

(6,024.79
)


5.5

3.6810

MON
2,452.4

16,466.38

10212009
12012023
31416BSX7

FNMA POOL # 995234

 
 
2
1
497,957.45

482,145.21

463,755.48

481,072.07

1,073.14

(11,398.39
)


5

1.8000

MON
1,932.31

14,836.54

11102011
7012019
31416B4M7

FNMA POOL # 995528

 
 
2
1
600,917.14

597,998.61

578,413.26

591,872.47

6,126.14

(3,856.05
)


5

3.6610

MON
2,410.06

15,962.86

3202009
12012021
31416B4N5

FNMA POOL # 995529

 
 
2
1
1,252,650.09

1,272,280.43

1,206,465.12

1,235,095.35

37,185.08

(7,664.82
)


5.5

4.3220

MON
5,529.64

36,755.6

2272009
11012022
31416B4P0

FNMA POOL # 995530

 
 
2
1
630,870.94

635,812.15

604,970.65

619,767.67

16,044.48

(4,380.86
)


5.5

4.1590

MON
2,772.78

18,756.19

3202009
12012021
31416B7J1

FNMA POOL # 995597

 
 
2
1
69,331.44

68,975.11

65,407.01

68,172.43

802.68

(660.57
)


5.5

3.7190

MON
299.78

1,983.17

9292009
3012024
31416CME3

FNMA POOL # 995957

 
 
2
1
1,294,641.73

1,298,926.65

1,230,383.06

1,276,144.47

22,782.18

(10,029.23
)


5

3.4790

MON
5,126.6

33,582.29

9282009
6012024
31416MZC1

FNMA POOL # AA4338

 
 
2
1
1,095,537.9

1,111,498.67

1,018,217.05

1,091,842.57

19,656.1

(17,128.39
)


4.5

3.0490

MON
3,818.31

25,395.46

3212013
4012039
31416PM61

FNMA POOL # AA5780

 
 
2
1
1,602,260.96

1,610,634.51

1,475,463.33

1,600,157.57

10,476.94

(14,583.45
)


4.5

2.3150

MON
5,532.99

21,396.44

1222016
4012039
31416RQU0

FNMA POOL # AA7666

 
 
2
1
341,015.99

343,475.85

310,059.00

340,771.69

2,704.16

(244.30
)


4.5

2.6710

MON
1,162.72

(465.09
)
5262016
6012039
31416TL49

FNMA POOL # AA9346

 
 
2
1
4,730,161.92

5,184,182.79

4,679,812.34

4,725,385.36

458,797.43

(5,271.50
)


4.5

4.2730

MON
17,549.29

111,670.19

2022010
8012039
31417AP60

FNMA POOL # AB4044

 
 
2
1
4,073,928.31

4,233,985.51

3,955,270.21

4,069,288.33

164,697.18

(7,462.69
)


3.5

3.0480

MON
11,536.2

71,810.01

6272014
12012041
31417CS30

FNMA POOL # AB5937

 
 
2
1
442,107.59

446,469.77

422,753.40

441,589.12

4,880.65

(1,362.77
)


3.5

2.8010

MON
1,233.03

7,692.5

2192015
8012042
31417C7C3

FNMA POOL # AB6290

 
 
2
1
4,300,326.99

4,331,236.45

4,123,777.76

4,296,119.85

35,116.6

(16,075.18
)


3

1.8010

MON
10,309.45

26,590.19

3072016
9012027
31417EWF4

FNMA POOL # AB7845

 
 
2
1
112,637.99

113,344.98

107,771.44

112,637.99

706.99




3

2.2850

MON
116.75

(116.75
)
6282016
2012043
31417FQC5

FNMA POOL # AB8550

 
 
2
1
1,720,504.8

1,726,293.94

1,662,637.23

1,711,295.39

14,998.55

(5,721.08
)


2.5

1.7660

MON
3,463.83

21,828.05

3132013
3012028
31417FX94

FNMA POOL # AB8803

 
 
2
1
14,103.3

13,964.54

13,303.06

13,990.38

(25.84
)
(107.73
)


3

1.6350

MON
33.26

213.18

4292013
3012028
31417F2Y3

FNMA POOL # AB8890

 
 
2
1
18,426.88

18,245.55

17,381.29

18,278.56

(33.01
)
(120.66
)


3

1.6580

MON
43.45

277.99

4292013
4012028
31417G5T9

FNMA POOL # AB9857

 
 
2
1
9,516,673.8

9,955,637.75

9,500,345.09

9,516,225.96

439,411.79

(1,280.69
)


3

2.9680

MON
23,750.87

147,829.63

12152015
7012043
31417G5V4

FNMA POOL # AB9859

 
 
2
1
74,482.12

74,949.62

71,264.10

74,482.12

467.5




3

2.6320

MON
77.2

(77.2
)
6282016
7012043
31417WKV2

FNMA POOL # AC9307

 
 
2
1
905,025.67

916,491.71

836,051.42

904,073.68

12,418.03

(13,721.09
)


4.5

2.8170

MON
3,135.19

15,638.96

1042016
9012041
31419ALC9

FNMA POOL # AE0322

 
 
2
1
548,510.37

521,135.81

505,830.90

535,200.53

(14,064.72
)
(11,252.06
)


5

1.7460

MON
2,107.63

14,805.23

2262013
5012021
31419BBT1

FNMA POOL # AE0949

 
 
2
1
2,335,853.5

2,374,486.42

2,203,310.60

2,329,319.8

45,166.62

(12,962.64
)


4

2.7350

MON
7,344.37

46,698.73

5022012
2012041
3138A7Q76

FNMA POOL # AH5877

 
 
2
1
481,298.8

472,659.1

449,025.11

476,935.52

(4,276.42
)
(4,053.18
)


4

1.9470

MON
1,496.75

9,565.39

12172013
2012026
3138A9YZ1

FNMA POOL # AH7927

 
 
2
1
1,189,043.61

1,219,623.51

1,148,660.97

1,181,126.23

38,497.28

(5,263.99
)


3.5

2.5220

MON
3,350.26

21,507.56

8032011
8012026
3138AP6W3

FNMA POOL # AI9884

 
 
2
1
2,884,342.51

2,917,098.48

2,658,763.08

2,879,321.61

37,776.87

(21,661.23
)


4.5

2.4350

MON
9,970.36

64,129.98

8152014
9012041
3138E9KT6

FNMA POOL # AK4805

 
 
2
1
69,618.17

70,097.57

66,740.02

69,111.22

986.35

(261.89
)


3

1.9140

MON
166.85

1,049.03

4242012
3012027
3138E9L40

FNMA POOL # AK4846

 
 
2
1
1,628,080.98

1,639,291.88

1,560,772.65

1,616,225.01

23,066.87

(6,232.06
)


3

1.9410

MON
3,901.93

24,677.92

4242012
5012027
3138ECD91

FNMA POOL # AK7327

 
 
2
1
3,306,919.95

3,333,364.19

3,096,004.63

3,302,673.43

30,690.76

(12,749.53
)


4

2.6650

MON
10,320.01

63,179.93

12012015
3012037





3138EGHT4

FNMA POOL # AL0241

 
 
2
1
3,111,975.67

3,132,766.77

2,916,266.82

3,101,290.75

31,476.02

(15,878.29
)


4

2.8630

MON
9,720.89

61,223.15

2272013
4012041
3138EJPG7

FNMA POOL # AL2222

 
 
2
1
600,171.25

594,858.97

566,366.26

594,123.85

735.12

(3,096.45
)


3

1.6870

MON
1,415.92

8,892.85

8072012
8012027
3138EJRA8

FNMA POOL # AL2280

 
 
2
1
2,262,569.95

2,298,700.59

2,096,944.12

2,259,037.17

39,663.42

(24,569.70
)


4.5

2.5550

MON
7,863.54

51,165.57

9152014
9012042
3138EJ3G1

FNMA POOL # AL2598

 
 
2
1
1,076,339.13

1,072,534.03

999,937.64

1,076,339.13

(3,805.1
)



4

3.3500

MON
1,444.35

(1,444.35
)
6132016
11012042
3138EKVP7

FNMA POOL # AL3321

 
 
2
1
4,105,694.28

4,218,099.54

3,990,954.33

4,102,001.12

116,098.42

(8,219.53
)


3.5

3.0050

MON
11,640.29

72,081.77

6272014
2012043
3138ELZ63

FNMA POOL # AL4364

 
 
2
1
1,194,350.54

1,203,297.67

1,129,242.65

1,193,222.07

10,075.6

(5,997.30
)


3.591

1.4460

MON
3,379.26

21,506.96

2102014
9012042
3138EMCW9

FNMA POOL # AL4584

 
 
2
1
242,937.74

234,419.2

226,251.69

241,022.91

(6,603.71
)
(3,374.05
)


4.5

2.4030

MON
848.44

5,642.78

12122013
1012027
3138ENXH7

FNMA POOL # AL6079

 
 
2
1
4,562,945.78

4,634,449.78

4,309,112.13

4,556,420.46

78,029.32

(10,531.84
)


3.5

2.6680

MON
12,568.25

76,853.2

1122015
11012044
3138ENZV4

FNMA POOL # AL6155

 
 
2
1
2,819,626.94

2,849,954.04

2,627,109.09

2,816,430.04

33,524

(13,923.26
)


4

2.5080

MON
8,757.03

55,043.73

3162015
11012044
3138EN7C7

FNMA POOL # AL6290

 
 
2
1
9,309,722.48

9,443,662.17

8,816,546.88

9,291,476.5

152,185.67

(71,013.37
)


3.5

2.0430

MON
25,714.93

165,100.14

12022015
12012027
3138EP4F8

FNMA POOL # AL7121

 
 
2
1
4,965,149.63

5,035,293.7

4,841,096.54

4,963,992.2

71,301.5

(3,352.48
)


3

2.6010

MON
12,102.74

19,609.33

3302016
1012044
3138EQD41

FNMA POOL # AL7322

 
 
2
1
1,828,306.66

1,857,027.12

1,769,953.51

1,826,885.14

30,141.98

(4,030.36
)


3

2.2060

MON
4,424.89

19,935.78

1042016
6012030
3138EQJ78

FNMA POOL # AL7485

 
 
2
1
9,074,496.02

8,966,906.58

8,530,666.06

9,058,305.65

(91,399.07
)
(84,924.98
)


4

2.1630

MON
28,435.56

184,442.52

12022015
4012029
3138ETCE4

FNMA POOL # AL8168

 
 
2
1
1,626,651.15

1,636,786.44

1,519,569.02

1,626,323.86

10,462.58

(6,008.51
)


4

2.4710

MON
5,065.23

10,546.12

3242016
11012042
3138LURE7

FNMA POOL # AO4084

 
 
2
1
980,495.76

979,624.45

923,091.04

971,020.88

8,603.57

(7,571.24
)


3.5

2.0970

MON
2,692.35

17,143.6

1242013
5012027
3138LYPM3

FNMA POOL # AO7627

 
 
2
1
982,509.12

994,338.69

946,711.60

978,925.91

15,412.78

(2,804.70
)


3

2.0340

MON
2,366.78

14,728.24

8152014
6012027
3138M0AK6

FNMA POOL # AO8109

 
 
2
1
8,861,029.33

9,031,710.61

8,534,324.70

8,855,767.29

175,943.32

(22,959.59
)


3.5

2.7810

MON
24,891.79

156,132.55

11052015
8012042
3138M5GL7

FNMA POOL # AP2002

 
 
2
1
398,527.46

396,341

373,546.54

392,031.7

4,309.3

(3,145.15
)


3.5

1.2980

MON
1,089.51

6,966.14

5132013
8012022
3138M8DS9

FNMA POOL # AP4612

 
 
2
1
2,264,588.05

2,278,878.23

2,120,152.67

2,262,346.39

16,531.84

(4,196.28
)


4

2.8670

MON
7,067.18

42,924.53

12012015
7012042
3138M8YB3

FNMA POOL # AP5205

 
 
2
1
4,146,692.88

4,150,915.32

3,998,016.61

4,121,634.5

29,280.82

(13,534.25
)


2.5

1.6360

MON
8,329.2

52,690.4

9062012
9012027
3138MBWZ5

FNMA POOL # AP7863

 
 
2
1
439,978.64

437,564.72

412,399.40

432,872.13

4,692.59

(4,290.38
)


3.5

1.3200

MON
1,202.83

7,896.26

5132013
9012022
3138MFFQ5

FNMA POOL # AQ0174

 
 
2
1
65,088.71

65,608.61

62,276.54

65,088.71

519.9




3

2.6250

MON
67.47

(67.47
)
6282016
11012042
3138MLTD6

FNMA POOL # AQ5047

 
 
2
1
68,009.14

68,552.36

65,070.79

68,009.14

543.22




3

2.3690

MON
70.49

(70.49
)
6282016
12012042
3138MRLL3

FNMA POOL # AQ9330

 
 
2
1
2,069,454.88

2,075,428.99

1,961,132.91

2,065,223.14

10,205.85

(8,625.46
)


3.5

2.5270

MON
5,719.97

35,876.05

2252013
1012043
3138NXER4

FNMA POOL # AR1043

 
 
2
1
154,750.63

154,049.95

148,064.58

154,750.63

(700.68
)



3

2.6290

MON
160.4

(160.4
)
6282016
2012043
3138NXH75

FNMA POOL # AR1153

 
 
2
1
107,278.04

108,134.93

102,643.07

107,278.04

856.89




3

2.4000

MON
111.2

(111.2
)
6282016
1012043
3138W4AB7

FNMA POOL # AR6301

 
 
2
1
17,518.09

17,345.68

16,524.04

17,379.16

(33.48
)
(80.41
)


3

1.6210

MON
41.31

259.43

4292013
3012028
3138W5LP1

FNMA POOL # AR7533

 
 
2
1
229,238.9

230,677.74

219,334.57

229,238.9

1,438.84




3

2.6290

MON
237.61

(237.61
)
6282016
3012043
3138W9AS9

FNMA POOL # AS0016

 
 
2
1
4,483,623.36

4,661,295.75

4,481,522.65

4,483,472.54

177,823.21

(190.91
)


3

2.9800

MON
11,203.81

69,667.02

11122015
7012043
3138W9A26

FNMA POOL # AS0024

 
 
2
1
3,253,965.97

3,330,417.73

3,153,449.76

3,253,180.81

77,236.92

(9,446.51
)


3.5

2.9270

MON
9,197.56

57,927.32

12222015
7012043
3138W9GM6

FNMA POOL # AS0203

 
 
2
1
1,817,747.43

1,866,652.73

1,781,286.70

1,816,744.51

49,908.22

(2,453.76
)


3

2.7270

MON
4,453.22

27,704

3162015
8012043
3138W9KP4

FNMA POOL # AS0301

 
 
2
1
3,356,218.93

3,483,231.71

3,348,893.24

3,356,101.19

127,130.52

(458.71
)


3

2.9550

MON
8,372.23

51,711.38

12222015
8012043
3138W9LM0

FNMA POOL # AS0331

 
 
2
1
1,961,074.03

2,066,868.77

1,987,155.44

1,961,754.87

105,113.9

1,454.62



3

3.1830

MON
4,967.89

30,843.56

9092014
8012043
3138W9VQ0

FNMA POOL # AS0622

 
 
2
1
1,516,060.84

1,538,001.1

1,456,000.79

1,508,848.05

29,153.05

(6,318.48
)


3

2.0800

MON
3,640

23,069.7

10232013
10012028





3138WAJB4

FNMA POOL # AS1157

 
 
2
1
3,960,779.88

4,018,945.48

3,828,574.44

3,947,235.59

71,709.89

(17,351.78
)


3

2.0150

MON
9,571.44

62,180.5

11262013
11012028
3138WAWT0

FNMA POOL # AS1557

 
 
2
1
3,998,358.11

4,075,655.41

3,766,483.95

3,992,247.78

83,407.63

(21,870.61
)


4

2.8090

MON
12,554.94

79,587.15

6272014
1012044
3138WCAD5

FNMA POOL # AS2703

 
 
2
1
4,143,843.1

4,224,752.89

3,904,106.55

4,137,838.82

86,914.07

(20,162.69
)


4

2.7620

MON
13,013.69

82,209.66

6272014
6012044
3138WCAV5

FNMA POOL # AS2719

 
 
2
1
5,650,216.22

5,760,889.8

5,310,431.59

5,642,730.11

118,159.69

(47,850.96
)


4

2.7470

MON
17,701.44

116,568.15

8152014
6012044
3138WCFK4

FNMA POOL # AS2869

 
 
2
1
782,451.88

800,201.11

757,478.76

780,326.85

19,874.26

(2,446.89
)


3

2.2660

MON
1,893.7

11,888.16

9122014
7012029
3138WCPT4

FNMA POOL # AS3133

 
 
2
1
3,543,141.36

3,682,395.29

3,443,076.96

3,540,265.85

142,129.44

(5,207.31
)


3.5

3.0420

MON
10,042.31

61,971.56

8132014
8012044
3138WCZ63

FNMA POOL # AS3464

 
 
2
1
2,084,771.19

2,113,546.26

1,994,698.10

2,078,308.85

35,237.41

(9,728.37
)


3

2.0300

MON
4,986.75

31,511.39

11242014
10012029
3138WDKR1

FNMA POOL # AS3903

 
 
2
1
2,917,589.81

2,921,961.79

2,725,923.33

2,914,271.4

7,690.39

(26,782.42
)


4

1.9570

MON
9,086.41

59,710.22

4132015
11012044
3138WDUJ8

FNMA POOL # AS4184

 
 
2
1
9,884,618.85

10,010,579.88

9,330,613.67

9,879,178.36

131,401.52

(88,782.44
)


4

2.1010

MON
31,102.05

204,303.9

12172015
1012045
3138WD3H2

FNMA POOL # AS4399

 
 
2
1
434,692.01

442,160.8

425,972.75

434,522.79

7,638.01

(814.21
)


3

2.5700

MON
1,064.93

6,812.99

2112015
2012045
3138WD4J7

FNMA POOL # AS4424

 
 
2
1
1,647,218.95

1,666,714.27

1,552,149.78

1,645,511.71

21,202.56

(7,325.81
)


4

2.1680

MON
5,173.84

32,639.82

12092015
2012045
3138WEF79

FNMA POOL # AS4689

 
 
2
1
2,832,656.98

2,903,888.21

2,795,959.98

2,831,281.58

72,606.63

(3,137.67
)


2.5

2.2040

MON
5,824.92

36,158.64

11062015
3012030
3138WEKK4

FNMA POOL # AS4797

 
 
2
1
4,339,025.06

4,347,825.68

4,119,836.87

4,334,679.32

13,146.36

(16,489.44
)


3.5

2.6100

MON
12,016.19

75,652.64

4102015
4012045
3138WEW88

FNMA POOL # AS5170

 
 
2
1
2,349,789.11

2,433,822.53

2,321,853.91

2,349,327.64

84,494.89

(890.46
)


3

2.8270

MON
5,804.64

35,361.65

11032015
6012045
3138WE3P2

FNMA POOL # AS5305

 
 
2
1
3,683,081.59

3,737,883.92

3,558,532.93

3,679,028.95

58,854.97

(11,551.24
)


3

2.2030

MON
8,896.33

55,587.29

11122015
7012030
3138WFHS8

FNMA POOL # AS5640

 
 
2
1
2,050,487.89

2,077,630.75

1,949,654.20

2,049,545.88

28,084.87

(3,200.50
)


3.5

2.7040

MON
5,686.49

14,778.31

2182016
8012045
3138WFPA8

FNMA POOL # AS5816

 
 
2
1
2,188,851.28

2,211,605.68

2,093,030.41

2,187,487.58

24,118.1

(3,604.69
)


3.5

2.6360

MON
6,104.67

37,387.65

10212015
9012045
3138WFU79

FNMA POOL # AS6005

 
 
2
1
2,811,949.75

2,858,785.99

2,677,449.50

2,811,502.32

47,283.67

(1,281.06
)


3.5

2.6720

MON
7,809.23

15,933.02

3292016
10012045
3138WFX68

FNMA POOL # AS6100

 
 
2
1
3,333,943.06

3,443,522.77

3,219,257.02

3,333,439.78

110,082.99

(3,128.56
)


3.5

2.9670

MON
9,389.5

57,061.75

12282015
11012045
3138WFYQ3

FNMA POOL # AS6118

 
 
2
1
2,414,587.52

2,443,088.34

2,329,067.10

2,412,127.81

30,960.53

(7,505.55
)


3

2.1680

MON
5,822.66

36,507.09

12112015
11012030
3138WFZU3

FNMA POOL # AS6154

 
 
2
1
9,718,929.97

9,827,008.55

9,366,232.77

9,708,646.68

118,361.87

(29,133.66
)


3

2.1700

MON
23,415.58

146,141.6

12022015
11012030
3138WF6E1

FNMA POOL # AS6268

 
 
2
1
2,392,486.62

2,463,811.64

2,371,733.95

2,391,943.61

71,868.03

(1,542.11
)


2.5

2.3000

MON
4,941.11

30,526.9

12232015
12012030
3138WGDX9

FNMA POOL # AS6417

 
 
2
1
6,035,179.29

6,073,029.81

5,788,273.26

6,029,794.89

43,234.92

(11,997.52
)


3

2.0760

MON
14,470.68

51,036.42

1282016
12012030
3138WGUC6

FNMA POOL # AS6878

 
 
2
1
1,633,446.24

1,648,019.39

1,561,472.13

1,632,645.41

15,373.98

(2,576.72
)


3

2.0160

MON
3,903.68

8,040.01

3242016
3012031
3138WGZP2

FNMA POOL # AS7049

 
 
2
1
508,899.05

511,534.73

494,039.27

508,686.95

2,847.78

(391.38
)


2.5

1.8870

MON
1,029.25

1,486.17

4122016
4012031
3138WHBR2

FNMA POOL # AS7247

 
 
2
1
2,341,499.33

2,342,757.54

2,184,329.96

2,339,243.79

3,513.75

(2,255.54
)


4

2.2960

MON
7,281.1

(1,456.22
)
6022016
5012046
3138WHGL0

FNMA POOL # AS7402

 
 
2
1
4,619,808.02

4,612,206.22

4,300,308.54

4,619,687.39

(7,481.17
)
(120.63
)


4

3.4290

MON
14,334.37

(12,900.93
)
6232016
6012046
3138WMPS4

FNMA POOL # AT0432

 
 
2
1
4,050,753.89

4,213,576.2

4,051,070.38

4,050,641.28

162,934.92

(33.34
)


3

2.9900

MON
10,127.68

63,356.62

11122015
3012043
3138WNBH1

FNMA POOL # AT0939

 
 
2
1
103,805.17

104,456.72

99,320.24

103,805.17

651.55




3

2.6310

MON
107.6

(107.6
)
6282016
4012043
3138WNBL2

FNMA POOL # AT0942

 
 
2
1
4,368,941.74

4,571,175.59

4,362,125.93

4,368,592.7

202,582.89

(647.64
)


3

2.9670

MON
10,905.31

68,522.58

6082015
4012043
3138WPG24

FNMA POOL # AT2016

 
 
2
1
1,764,505.45

1,788,343.31

1,719,371.93

1,764,020.49

24,322.82

(2,215.80
)


3

2.5480

MON
4,298.43

11,319.09

2232016
4012043
3138WPLC6

FNMA POOL # AT2122

 
 
2
1
11,432.52

11,320.01

10,783.80

11,340.49

(20.48
)
(181.82
)


3

1.6440

MON
26.96

183.7

4292013
3012028
3138WQAV4

FNMA POOL # AT2719

 
 
2
1
9,336,593.46

9,794,960.15

9,313,310.19

9,336,069.32

458,890.83

(1,861.31
)


3

2.9550

MON
23,283.28

145,429.32

12152015
5012043
3138WQAW2

FNMA POOL # AT2720

 
 
2
1
251,502.91

258,883.83

247,044.52

251,379.9

7,503.93

(1,265.25
)


3

2.7410

MON
617.61

21,191.64

3112015
5012043





3138WZTZ5

FNMA POOL # AU0567

 
 
2
1
1,922,438.8

1,985,297.23

1,854,349.40

1,921,671.01

63,626.22

(27,924.96
)


3.5

2.9560

MON
5,408.52

178,086.28

12172015
8012043
3138X1ZV1

FNMA POOL # AU2555

 
 
2
1
206,251.99

209,070.21

201,006.96

206,197.95

2,872.26

(263.98
)


3

2.6130

MON
502.52

1,321.23

2232016
7012043
3138X3EG3

FNMA POOL # AU3734

 
 
2
1
127,630.21

128,431.29

122,115.91

127,630.21

801.08




3

2.3870

MON
132.29

(132.29
)
6282016
8012043
3138X3EP3

FNMA POOL # AU3741

 
 
2
1
4,171,732.78

4,339,530.69

4,053,300.43

4,167,450.43

172,080.26

(10,954.52
)


3.5

3.0790

MON
11,822.13

98,925.94

6272014
8012043
3138X3XM9

FNMA POOL # AU4283

 
 
2
1
2,013,267.67

2,043,674.35

1,908,876.03

2,012,042.25

31,632.1

(3,653.99
)


3.5

2.7130

MON
5,567.56

10,755.89

3302016
9012043
3138X4HN3

FNMA POOL # AU4736

 
 
2
1
1,933,552.59

2,011,547.47

1,912,633.15

1,932,903.26

78,644.21

(1,073.94
)


3

2.8460

MON
4,781.58

29,541.42

3062015
9012043
3138X9U23

FNMA POOL # AU9600

 
 
2
1
1,444,964.63

1,469,343.3

1,386,888.67

1,438,021.96

31,321.34

(3,445.87
)


3

2.0630

MON
3,467.23

21,302.48

10232013
10012028
3138XSFZ5

FNMA POOL # AW2883

 
 
2
1
4,205,782.92

4,344,643.86

3,979,451.60

4,199,484.23

145,159.63

(15,810.61
)


4

2.9250

MON
13,264.84

83,512.97

6052014
4012044
3138XYQJ6

FNMA POOL # AW8556

 
 
2
1
4,400,709.76

4,588,844.63

4,266,708.45

4,396,615.07

192,229.56

(9,260.95
)


3.5

3.0410

MON
12,444.57

77,691.11

8132014
8012044
3138Y17A7

FNMA POOL # AX0888

 
 
2
1
1,018,894.86

1,026,604.68

956,147.67

1,017,876.05

8,728.63

(4,361.26
)


4

2.6470

MON
3,187.16

20,025.83

8042015
10012044
3138Y3X71

FNMA POOL # AX2501

 
 
2
1
391,043.37

391,286.68

365,034.72

390,512.07

774.61

(3,527.27
)


4

2.0230

MON
1,216.78

7,920.53

2132015
10012044
3138Y6YG3

FNMA POOL # AX5210

 
 
2
1
2,703,673.61

2,767,619.96

2,512,853.77

2,699,792.28

67,827.68

(11,502.85
)


4

2.7810

MON
8,376.18

52,014.14

3172015
10012044
3138Y7HK1

FNMA POOL # AX5633

 
 
2
1
236,224.02

239,868.63

229,570.07

236,171.85

3,696.78

(599.34
)


2.958

1.8190

MON
565.89

2,558.71

1202016
10012045
3138Y7HZ8

FNMA POOL # AX5647

 
 
2
1
472,224.72

480,519.37

459,935.82

472,137.17

8,382.2

(1,108.60
)


2.904

2.0380

MON
1,113.04

4,892.44

1202016
11012045
3138Y8CM0

FNMA POOL # AX6375

 
 
2
1
1,850,755.49

1,868,228.9

1,770,263.78

1,848,867.8

19,361.1

(4,637.44
)


3.5

2.8340

MON
5,163.27

32,421.98

3062015
2012045
3138YGAP7

FNMA POOL # AY2713

 
 
2
1
641,012.08

642,996.71

599,514.44

640,742.62

2,254.09

(9,544.16
)


4

2.1940

MON
1,998.38

13,587.16

3272015
2012045
3138YKH55

FNMA POOL # AY5651

 
 
2
1
2,453,062.7

2,492,536.27

2,376,207.24

2,451,330.53

41,205.74

(5,818.48
)


3

2.2470

MON
5,940.52

36,868.9

12232015
6012030
3138YMJM2

FNMA POOL # AY7467

 
 
2
1
792,082.33

796,673.22

754,897.72

791,700.29

4,972.93

(3,571.95
)


3.5

2.5550

MON
2,201.79

14,113.49

3272015
4012045
3138YR5T1

FNMA POOL # AZ0857

 
 
2
1
7,807,555.83

8,178,346.6

7,825,897.79

7,807,584.42

370,762.18

625.47



3

3.0230

MON
19,564.75

120,021.99

7172015
7012045
3138YTLY8

FNMA POOL # AZ2142

 
 
2
1
2,030,941.32

2,046,293.19

1,938,990.84

2,029,623.25

16,669.94

(4,870.39
)


3.5

2.5990

MON
5,655.39

34,717.26

10222015
7012045
3138YVEY1

FNMA POOL # AZ3750

 
 
2
1
5,092,240.61

5,177,574.55

4,954,445.10

5,090,968.94

86,605.61

(2,025.76
)


3

2.6350

MON
12,386.11

31,896.87

2232016
1012046
3140E1S38

FNMA POOL # AZ8637

 
 
2
1
8,804,718.41

9,095,483.33

8,503,123.25

8,803,452.54

292,030.79

(9,554.81
)


3.5

2.9570

MON
24,800.78

150,771.16

12282015
10012045
3140EUEE5

FNMA POOL # BC0132

 
 
2
1
2,396,133.91

2,451,424.86

2,368,013.75

2,395,257.9

56,166.96

(2,196.93
)


2.5

2.2200

MON
4,933.36

30,607.96

12102015
12012030
3140EUEF2

FNMA POOL # BC0133

 
 
2
1
4,936,471.63

5,005,301.05

4,771,698.90

4,932,147.38

73,153.67

(10,656.14
)


3

2.0470

MON
11,929.25

73,873.16

12102015
12012030
3140EUFH7

FNMA POOL # BC0167

 
 
2
1
7,670,295.24

7,814,202.9

7,332,868.72

7,668,297.18

145,905.72

(11,989.51
)


3.5

2.7880

MON
21,387.54

88,652.73

1262016
1012046
3140EULG2

FNMA POOL # BC0326

 
 
2
1
5,748,611.21

5,888,247.72

5,579,483.13

5,747,017.14

141,230.58

(7,337.81
)


3.5

2.8070

MON
16,273.5

100,257.8

12162015
12012045
31417Y5D5

FNMA POOL # MA0843

 
 
2
1
1,096,693.68

1,096,345.66

1,000,119.63

1,096,693.68

(348.02
)



4.5

3.6330

MON
1,625.19

(1,625.19
)
6132016
9012041
31418AMK1

FNMA POOL # MA1261

 
 
2
1
455,581.1

456,452.63

433,081.15

449,849.59

6,603.04

(3,992.21
)


3

1.2780

MON
1,082.7

7,159.38

2132013
11012022
31418BDN3

FNMA POOL # MA1908

 
 
2
1
6,085,645.1

6,131,750.82

5,619,409.69

6,081,360.46

50,390.36

(56,089.57
)


4.5

2.2950

MON
21,072.79

135,716.38

12172015
5012044
31418B3S3

FNMA POOL # MA2608

 
 
2
1
1,778,460.94

1,804,528.74

1,738,462.72

1,777,930.89

26,597.85

(717.12
)


3

2.6020

MON
4,346.16

4,220.93

4272016
5012046
3138ATD31

FNMA POOL# AJ1921

 
 
2
1
339,984.74

349,257.75

318,603.47

338,948.11

10,309.64

(2,355.23
)


4.5

3.1240

MON
1,194.76

7,710.15

9202011
9012041
3138EBG33

FNMA POOL#AK6517

 
 
2
1
922,275.23

930,878.88

882,296.19

914,468.52

16,410.36

(4,168.68
)


3

1.9830

MON
2,205.74

14,013.94

4242012
3012027
3135G0E33

FNMA SENIOR AGENCY BND

 
 
 
1
4,990,850

5,043,899.9

5,000,000.00

4,993,927.85

49,972.05

1,455.70



1.125

1.1850

JJ
25,156.25

28,125

6042015
7202018
3135G0H63

FNMA SENIOR AGENCY BND

 
 
 
1
1,748,915

1,775,917.68

1,750,000.00

1,749,079.47

26,838.21

29.85



1.375

1.3960

JJ
10,226.57

2,264.92

1062016
1282019





3135G0K93

FNMA SENIOR AGENCY BND

 
 
1
1
500,000

500,875.02

500,000.00

500,000

875.02




1.25

1.2500

JD
52.08


6132016
6282019
3135G0TQ6

FNMA SENIOR AGENCY BND

 
 
1
1
4,004,400

4,001,904

4,000,000.00

4,002,714.89

(810.89
)
(1,685.11
)


1.6

0.7520

JJ
26,844.44

(23,644.44
)
6102016
1302020
3136ALY88

FNMA SENIOR AGENCY CMO _14-83-P

 
 
2
1
5,328,464.02

5,433,458.52

5,156,838.00

5,323,031.45

110,427.07

(14,517.48
)


3

2.3750

MON
12,892.09

60,206.04

1122016
6252043
3136ASUM6

FNMA SENIOR AGENCY CMO_16-32F EA

 
 
2
1
2,073,343.53

2,075,336.69

1,967,585.79

2,072,166.73

3,169.96

(2,928.47
)


3.5

2.1330

MON
5,738.79


5112016
8252042
3136ARSK5

FNMA SENIOR AGENCY CMO_16-8 CP

 
 
2
1FE
515,664.9

522,818.02

482,493.48

514,823.93

7,994.09

(1,151.40
)


3.5

2.0710

MON
1,407.27

1,278.4

4292016
10252044
3136AMM71

FNMA SUB CMBS_15-M4 X2

 
 
2,4
1
919,345.64

742,177.28

27,266,774.40

789,899.35

(47,722.07
)
(68,244.09
)


0.665

3.0450

MON
15,104.88

84,835.85

3132015
7252022
31398SKX0

FNMA_10-142 AGENCY CMO 10-142 FM

 
 
2
1
376,602.47

375,808.27

375,663.30

376,584.68

(776.41
)
(124.45
)


0.923

0.8620

MON
57.81

1,821.18

8152013
12252040
3136A7TE2

FNMA_12-91 AGENCY CMO 12-91

 
 
2
1
2,568,429.59

2,666,635.53

2,664,650.10

2,571,637.78

94,997.75

12,258.50



2

1.6480

MON
4,441.08

28,490.74

8012012
4252042
3136AFA95

FNMA_13-81 AGENCY CMO 13-81 UF

 
 
2
1
1,207,000.04

1,201,483.43

1,207,943.75

1,207,185.33

(5,701.9
)
93.26



0.703

0.7170

MON
141.59

4,344.69

8132013
2252043
3136A9LX4

FNR AGENCY CMO_12-114-DB

 
 
2
1
2,252,144.04

2,340,846.56

2,347,279.28

2,264,976.53

75,870.03

16,594.84



1.75

1.6000

MON
3,423.12

22,100.74

1112013
8252039
BRSY82PM8

FOCUSVISION WORLDWIDE INC SECURED TERM L

 
 
 
 
3,352,746.47

3,335,982.74

3,352,746.47

3,352,746.47

(16,763.73
)





MJSD

90,292.33

12282015
12122022
BRSY82QB1

FOCUSVISION WORLDWIDE INC SECURED TERM L

 
 
 
 
262,079.57

260,769.17

262,079.57

262,079.57

(1,310.4
)





MJSD

6,226.35

6172016
12112020
34528QDL5

FORD CREDIT FLOORPLAN MASTER O ABS _14-4

 
 
2
1FE
1,024,706.65

1,026,568.25

1,025,000.00

1,024,887.4

1,680.85

49.45



1.4

1.4140

MON
637.78

7,174.98

8192014
8152019
34528QDF8

FORD CREDIT FLOORPLAN MASTER O ABS 14-1

 
 
2
1FE
500,761.72

499,790

500,000.00

500,255.11

(465.11
)
(201.72
)


0.842

0.7630

MON
187.12

2,070.65

3302015
2152019
345397VP5

FORD MOTOR CREDIT COMPANY LLC CORP BND

 
 
 
2FE
1,583,764

1,480,462.2

1,400,000.00

1,473,005.77

7,456.43

(31,915.99
)


6.625

2.8270

FA
35,038.89

46,375

9212012
8152017
345397XN8

FORD MOTOR CREDIT COMPANY LLC CORP BND

 
 
 
2FE
1,500,000

1,525,775.87

1,500,000.00

1,500,000

25,775.87




2.551

2.5510

AO
9,141.08

18,813.63

10052015
10052018
345397WN9

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
2FE
524,506.5

525,966

525,000.00

524,915.19

1,050.81

275.22



1.5

1.5300

JJ
3,587.5

27,555.21

11062013
1172017
345397WR0

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
2FE
3,500,000

3,504,041.21

3,500,000.00

3,500,000

4,041.21




1.724

1.7240

JD
4,190.27

30,170

6032014
12062017
345397WT6

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
2FE
3,000,000

3,006,735.6

3,000,000.00

3,000,000

6,735.6




1.684

1.6840

MS
15,857.67

25,260

9032014
9082017
345397XF5

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
2FE
3,646,180.5

3,681,735.88

3,650,000.00

3,647,314.02

34,421.86

582.92



2.459

2.4790

MS
23,435.64

38,517.5

6202016
3272020
345397XH1

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
2FE
2,000,000

2,018,301.08

2,000,000.00

2,000,000

18,301.08




2.24

2.2400

JD
1,991.11

22,400

6112015
6152018
345397XK4

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
2FE
6,500,000

6,720,137.19

6,500,000.00

6,500,000

220,137.19




3.157

3.1570

FA
83,792.04

102,602.5

7302015
8042020
345397XT5

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
2FE
220,000

226,138

220,000.00

220,000

6,138




2.943

2.9430

JJ
3,111.41


1052016
1082019
345397XW8

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
2FE
665,000

689,111.63

665,000.00

665,000

24,111.63




3.336

3.3360

MS
6,347.2


3152016
3182021
345397XY4

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
2FE
5,965,000

6,008,673.46

5,965,000.00

5,965,000

43,673.46




2.021

2.0210

MN
19,087.51


4292016
5032019
345397XZ1

FORD MOTOR CREDIT COMPANY LLC SENIOR COR

 
 
 
2FE
1,400,000

1,415,405.43

1,400,000.00

1,400,000

15,405.43




3.096

3.0960

MN
6,862.8


4292016
5042023
34528QBP8

FORDF ABS 12-2

 
 
2
1FE
1,402,694.53

1,385,561.4

1,380,000.00

1,385,245.91

315.49

(4,947.62
)


1.92

1.2030

MON
1,177.6

13,248

9152014
1152019
34530HAC4

FORDO_14-A ABS_14-A A3

 
 
2
 
86,802.96

86,807.19

86,815.87

86,813.18

(5.99
)
4.87



0.79

0.7970

MON
30.48

530.67

1142014
5152018
34530KAB9

FORDO_14-B ABS _14-B-A3

 
 
2
1FE
566,648.99

568,393.08

568,336.25

567,863.35

529.73

556.33



0.9

1.0430

MON
227.33

3,455.93

9122014
10152018
34530PAE2

FORDO_14-C ABS 2014-C A4

 
 
2
1FE
464,895.47

470,114.99

465,000.00

464,936.66

5,178.33

12.35



1.56

1.5710

MON
322.4

3,627

11182014
2152020
34532EAE5

FORDO_16B SENIOR ABS 16B A4

 
 
2
1FE
922,847.71

931,491.58

923,000.00

922,854.5

8,637.08

6.79



1.52

1.5290

MON
623.54

1,909.59

4192016
8152021
345838AE6

FOREST LABORATORIES INC. SENIOR CORP BND

 
 
 
2FE
1,237,731.84

1,240,865.4

1,128,000.00

1,207,721.36

33,144.04

(7,917.36
)


4.875

3.2170

FA
20,774

27,495

7212014
2152021
BRSL40CC0

FORTIUS RE LTD CORP BND 144A

 
F
 
 
1,000,000

1,000,000

1,000,000.00

1,000,000





6.97

4.7500

MJSD
193.61

35,631.56

10152013
6302017
34959JAB4

FORTIVE CORP SENIOR CORP BND 144A

 
 
1
2FE
1,999,540

2,027,238.76

2,000,000.00

1,999,542.42

27,696.34

2.42



2.35

2.3550

JD
1,436.11


6062016
6152021





34959JAC2

FORTIVE CORP SENIOR CORP BND 144A

 
 
1
2FE
817,080.8

846,070.74

820,000.00

817,088.16

28,982.58

7.36



3.15

3.1920

JD
789.25


6062016
6152026
354613AH4

FRANKLIN RESOURCES INC SENIOR CORP BND

 
 
 
1FE
1,541,552.5

1,557,095.9

1,550,000.00

1,547,894.02

9,201.88

856.55



1.375

1.4890

MS
6,275.34

10,656.25

9192012
9152017
30291WAN4

FREMF SENIOR CMBS 14-K36 144A

 
 
2
 
2,163,906.25

2,093,588.2

2,000,000.00

2,138,677.8

(45,089.6
)
(9,023.24
)


4.358

3.2380

MON
7,263.92

44,308.86

1162015
12252046
30290FAE2

FREMF_12-K707 SUB CMBS_12-K707 B 144A

 
 
2
1
1,039,335.94

1,032,099

1,000,000.00

1,022,803.54

9,295.46

(4,905.49
)


4.019

2.9720

MON
3,349.41

19,756.21

10082014
1252047
30291YAJ9

FREMF_14-K716 SUB CMBS 14-K716 B 144A

 
 
2
1
3,159,492.19

3,141,157.5

3,000,000.00

3,127,267.39

13,890.11

(12,380.45
)


3.954

3.0180

MON
9,886

60,283.48

1302015
8252047
31679NAA2

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

 
 
2
1FE
3,985,600

3,948,632.4

4,000,000.00

3,989,091.71

(40,459.31
)
1,205.55



2.634

2.7140

JAJO
21,074.8

50,215.95

1292015
1202027
31679NAE4

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

 
 
1
 
242,607.08

222,245.48

250,000.00

243,919.5

(21,674.02
)
460.62



4.384

4.9050

JAJO
2,192.18

5,362.46

1292015
1202027
302644EL9

FSU FINL ASSISTANCE INC FLA MUNITAX BND

 
 
 
1FE
920,061

920,151

900,000.00

908,507.03

11,643.97

(3,321.84
)


2.84

2.4980

AO
6,390

12,780

2152012
10012017
359900XB8

FULTON CNTY GA DEV AUTH REV MUNI BND REV

 
 
2
1FE
1,812,511.6

1,754,455.6

1,640,000.00

1,756,243.24

(1,787.64
)
(16,330.48
)


5.491

5.1410

MN
15,008.73

45,026.2

6242009
11012019
36354TAE2

GALILEO RE LTD CORP BND 144A

 
F
 
 
500,000

505,085

500,000.00

500,000

5,085




7.198

7.2620

JAJO
8,098.13

7,391.46

1202016
1082019
36354TAC6

GALILEO RE LTD SENIOR CORP BND 144A

 
F
 
 
600,000

611,262

600,000.00

600,000

11,262




13.5

13.7280

JAJO
18,225

16,994.76

1202016
1082019
36354TAD4

GALILEO RE LTD SENIOR CORP BND 144A

 
F
 
 
500,000

505,115

500,000.00

500,000

5,115




9.198

9.3040

JAJO
10,348.13

9,474.8

1202016
1082019
36354TAB8

GALILEO RE LTD UNSEC CORP BND 144A

 
F
 
 
2,400,000

2,471,040

2,400,000.00

2,400,000

71,040




13.73

13.7400

JAJO
75,971.4

167,422.34

1292015
1082018
BRSWRS7S1

GALLERIA CO TERM NOTES

 
 
 
3FE
1,660,808.46

1,664,981.34

1,669,154.23

1,661,298.23

3,683.11

489.77




0.0710

MJSD

21,977.2

10222015
1262023
36319QAA0

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

 
E
2
1FE
4,992,450

4,990,325

5,000,000.00

4,994,293.63

(3,968.63
)
641.83



2.188

2.2230

JAJO
20,361.49

51,042.15

1292015
1242027
36319GAC8

GALXY_18A MEZZANIN ABS 2014-18A C1 144A

 
F
2
1FE
483,750

481,250

500,000.00

483,774.04

(2,524.04
)
24.04



3.628

4.6620

JAJO
3,880.32

(3,779.53
)
6242016
10152026
C3602DAH7

GARDA WORLD SEC

 
 
 
3FE
1,691,131.1

1,648,640.37

1,699,629.25

1,691,131.1

(42,490.73
)



 
4.3562

JAJO


4282016
20201106
BRSL7EJM8

GARDA WORLD SEC SENIOR SECURED TERM NOTE

 
A
2
3FE
293,768.27

286,387.16

295,244.49

293,768.27

(7,381.11
)




0.1150

JAJO


4282016
11062020
36655QAC8

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

 
F
2
1FE
495,800

497,220.6

500,000.00

496,190.96

1,029.64

276.11



3.162

3.3110

FMAN
1,625.07

7,608.25

10202015
5252027
BRSU1MK36

GARRETSON RESOLUTION GROUP INC SENIOR SE

 
 
 
 
6,237,132.36

6,190,353.87

6,237,132.36

6,237,132.36

(46,778.49
)





MJSD

360,609.2

5292015
5212021
BRSNN37V3

GATES GLOBAL LLC SENIOR SECURED TERM NOT

 
 
2
4FE
3,968,481.71

3,761,161.86

3,965,638.09

3,960,417.46

(199,255.6
)
1,143.79




(2.6060
)
MJSD

86,023.17

4162015
7062021
380881CP5

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

 
A
2
1FE
1,499,754.15

1,517,065.5

1,500,000.00

1,499,810.65

17,254.85

23.73



2.02

2.0320

MON
1,346.67

15,150

4222015
4152022
BRSYWECH0

GCP APPLIED TECHNOLOGIES INC SECURED TER

 
 
1
3FE
362,357.96

366,475.66

366,018.14

362,598.93

3,876.73

250.14




0.1660

MJSD

7,652.13

1222016
1222022
87165LAP6

GE CAPITAL CREDIT CARD MASTER SENIOR ABS

 
 
2
1FE
1,099,851.83

1,107,215.98

1,100,000.00

1,099,862.58

7,353.4

11.38



1.74

1.7480

MON
850.67

17,496.66

9252015
9152021
87165LAT8

GE CAPITAL CREDIT CARD MASTER SENIOR ABS

 
 
2
1FE
1,799,983.44

1,846,764

1,800,000.00

1,799,987.05

46,776.95

1.15



2.38

2.3920

MON
1,904

21,420

9252015
9152023
36164NFF7

GE CAPITAL INTERNATIONAL FUNDI SENIOR CO

 
F
 
1FE
1,229,924.16

1,259,318.31

1,224,000.00

1,229,172.07

30,146.24

(546.07
)


2.342

2.2400

MN
3,662.89

15,845.97

10212015
11152020
U36964MA6

GE CAPITAL UK FUNDING SENIOR CORP BND EM

 
D
 
1FE
1,222,625.8

1,044,631.75

700,000.00

1,189,506.38

(144,874.63
)
(25,011.36
)

(159,894.8
)
6.75

1.8240

AUG
56,950.97


10302015
8062018
BRSP6WS08

GEMINI HDPE LLC SENIOR SECURED TERM NOTE

 
 
2
3FE
910,811.25

903,945.88

915,388.23

912,034.69

(8,088.81
)
345.83




0.0710

MJSD

22,065.86

7242014
8062021
369550AV0

GENERAL DYNAMICS CORP SENIOR CORP BND

 
 
 
1FE
6,379,157.88

6,416,324.5

6,413,000.00

6,403,668.4

12,656.1

3,355.53



1

1.1070

MN
8,194.39

32,065

10262015
11152017
36962G6P4

GENERAL ELECTRIC CAPITAL CORP SECURED CO

 
 
 
1FE
1,016,150

1,019,890.52

1,000,000.00

1,013,528.51

6,362.01

(1,888.53
)


2.1

1.6940

JD
1,166.67

10,500

10162015
12112019
36962G7F5

GENERAL ELECTRIC CAPITAL CORP SENIOR COR

 
 
 
1FE
5,000,000

4,994,930

5,000,000.00

5,000,000

(5,070
)



1.14

0.7400

JAJO
12,345.67

24,942.58

12052014
1142019
36962G4D3

GENERAL ELECTRIC CO CORP BND MTN

 
 
 
1FE
75,265.2

82,354.2

72,000.00

73,228.62

9,125.58

(179.43
)


6

5.3950

FA
1,728

2,160

10292009
8072019
369604BC6

GENERAL ELECTRIC CO CORP BND

 
 
 
1FE
637,118.1

605,230.61

570,000.00

600,936.33

4,294.28

(10,603.08
)


5.25

1.4070

JD
2,078.13

14,962.5

7072015
12062017
36962G2T0

GENERAL ELECTRIC CO SENIOR CORP BND MTN

 
 
 
1FE
1,138,210

1,150,015.49

1,000,000.00

1,122,761.91

27,253.58

(15,116.50
)


5.55

2.2000

MN
8,787.5

27,750

12222015
5042020





36962G5J9

GENERAL ELECTRIC CO SENIOR CORP BND MTN

 
 
 
1FE
406,000.64

409,005.88

358,000.00

397,485.27

11,520.61

(3,456.95
)


4.65

2.4180

AO
3,421.88

8,323.5

3312015
10172021
37045XBB1

GENERAL MOTORS FINANCIAL CO IN CORP BND

 
 
1
2FE
5,131,530.9

5,223,602.4

5,130,000.00

5,130,971.77

92,630.63

(310.46
)


3.1

3.0880

JJ
73,330.49

40,641

10082015
1152019
37045XAV8

GENERAL MOTORS FINANCIAL CO IN SENIOR CO

 
 
 
 
3,347,119

3,374,857.9

3,350,000.00

3,348,270.05

26,587.85

471.45



2.4

2.4300

AO
18,090

40,200

4072015
4102018
37045XAW6

GENERAL MOTORS FINANCIAL CO IN SENIOR CO

 
 
1
2FE
1,930,360

1,996,300.2

2,000,000.00

1,936,450.29

59,849.91

4,862.02



3.45

4.0730

AO
15,525

34,500

11102015
4102022
37331NAF8

GEORGIA-PACIFIC LLC SENIOR CORP BND 144A

 
 
1
2FE
7,000,000

7,152,023.76

7,000,000.00

7,000,000

152,023.76




2.539

2.5390

MN
22,709.95

88,865

11032014
11152019
G4097TAB1

GFUND_16-2 ABS 16-2 A1B

 
D
1
 
662,952

613,790.38

460,000.00

662,952

(49,161.62
)


(48,024
)
1.504

1.5020

JAJO
1,343.12


4222016
7242058
375558AV5

GILEAD SCIENCES INC SENIOR CORP BND

 
 
 
1FE
3,913,290.5

3,939,799.38

3,850,000.00

3,908,697.3

31,102.08

(4,593.20
)


2.05

1.4820

AO
19,731.25

(1,136.05
)
6202016
4012019
375558AY9

GILEAD SCIENCES INC SENIOR CORP BND

 
 
 
1FE
698,404

720,803.73

700,000.00

698,899.57

21,904.16

145.89



2.35

2.3960

FA
6,854.17

8,225

11122014
2012020
375558BB8

GILEAD SCIENCES INC SENIOR CORP BND

 
 
 
1FE
3,243,400

3,374,611.44

3,250,000.00

3,244,381.35

130,230.09

624.74



2.55

2.5940

MS
27,625

38,444.79

9162015
9012020
375558BE2

GILEAD SCIENCES INC SENIOR CORP BND

 
 
 
1FE
250,121.5

254,170.59

250,000.00

250,089.29

4,081.3

(200.65
)


1.85

1.8330

MS
1,503.13

43,904.1

9102015
9042018
377373AC9

GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP

 
F
 
1FE
3,039,050.5

3,065,250

3,050,000.00

3,048,069.95

17,180.05

1,756.89



1.5

1.5750

MN
6,735.41

43,187.5

5022012
5082017
BRSQQJLY6

GLOBAL CASH ACCESS SENIOR SECURED TERM L

 
 
 
4FE
2,183,533.27

2,032,053.68

2,216,785.03

2,191,467.31

(159,413.63
)
3,995.04




0.2540

MJSD

60,228.72

11252014
12182020
37952UAB9

GLOBAL SC FINANCE SRL SEACO_13 ABS_13-1A

 
F
2
1FE
325,223.96

325,784.64

341,666.67

325,248.37

536.27

24.41



2.98

4.5270

MON
395.95

(339.39
)
6242016
4172028
36297A3K7

GNMA

 
 
2
1
153,422.16

155,040.46

146,925.30

151,770.21

3,270.25

(1,906.28
)


5

3.3710

MON
612.19

4,329.53

3262009
1152024
38378NEK5

GNMA AGENCY CMBS _13-156-AD

 
 
2
1
1,663,748.2

1,739,531.46

1,680,550.36

1,665,213

74,318.46

1,293.87



0.44

0.7030

MON
2,675.06

24,163.46

10112013
4162052
38376JDT8

GNMA AGENCY CMO 09-106-ME

 
 
2
1
314,325.31

309,466.93

301,757.13

310,940.13

(1,473.2
)
(4,173.81
)


3.5

2.7900

MON
880.12

6,226.73

3162010
1202039
38377JEA7

GNMA AGENCY CMO 10-109 CH

 
 
2
1
187,228.89

184,918.56

182,024.16

184,152.77

765.79

(1,751.04
)


3

0.8750

MON
455.06

3,343.91

9262013
12202037
38376WSP1

GNMA AGENCY CMO 10-24

 
 
2
1
103,644.03

103,555.69

102,968.30

103,448.31

107.38

(152.76
)


0.968

0.6800

MON
30.46

555.5

12052012
12202038
38374YGV9

GNMA AGENCY CMO 10-86

 
 
2
1
8,198.66

7,773.64

7,773.54

7,815.53

(41.89
)
(2,159.17
)


3.5

0.0790

MON
22.67

3,188.49

2152012
1202036
38376FNL2

GNMA AGENCY CMO__09-66-UG

 
 
2
1
377,005.79

372,386.16

356,844.10

371,381.18

1,004.98

(7,124.44
)


4.5

2.7390

MON
1,338.17

9,533.14

3222010
7202038
38378FWR7

GNMA AGENCY CMO__13-28-ME

 
 
2
1
2,503,556.35

2,638,797.31

2,598,343.95

2,521,981.94

116,815.37

18,634.32



1.75

1.5200

MON
3,789.25

24,774.39

2142013
11202042
38374B4M2

GNMA AGENCY CMO_03-77-TK

 
 
2
1
878,806.7

893,636.11

797,957.64

874,514.11

19,122

(13,008.39
)


5

5.9530

MON
3,324.82

22,029.68

7032008
9152033
38377MSG2

GNMA AGENCY CMO_2010-144 PA

 
 
2
1
853,010.39

860,773.53

835,040.34

849,761.14

11,012.39

(4,560.05
)


3

1.9790

MON
2,087.6

14,306.95

11092010
9162040
3837H1U41

GNMA AGENCY CMO_99-2-E

 
 
2
1
142,212.97

145,969.21

124,407.19

140,443.83

5,525.38

(2,278.79
)


6.5

3.2780

MON
673.87

4,286.66

11252014
1202029
38375XRK2

GNMA AGENCYCMO _ 08-69-QD

 
 
2
1
1,177,285.84

1,134,228.45

1,050,941.64

1,166,722.84

(32,494.39
)
(20,426.87
)


5.75

5.8240

MON
5,035.76

32,644.88

10272008
7202038
38373MUZ1

GNMA CMBS_06-32 C

 
 
2
1
1,938,584.24

1,898,672.93

1,846,130.04

1,901,849.95

(3,177.02
)
(16,508.74
)


5.302

5.6940

MON
8,156.68

51,864.96

7112008
11162038
38375PXQ9

GNMA CMO 08-11 FB

 
 
2
1
555,481.72

557,764.47

553,464.60

555,348.63

2,415.84

(406.79
)


1.048

0.9770

MON
177.24

3,147.16

12032012
2202038
38376P6D7

GNMA CMO 09-127 PL

 
 
2
1
652,772.22

646,272.73

615,068.52

645,267.08

1,005.65

(10,485.59
)


4.25

3.3520

MON
2,178.37

14,963.28

2112010
10202038
38374D2N8

GNMA CMO_08-36 AN

 
 
2
1
182,498.37

175,519.93

174,639.60

175,859.94

(340.01
)
(5,048.82
)


4.25

1.2010

MON
618.51

6,381.73

10162013
10162022
38376EX34

GNMA CMO_09-109 NH

 
 
2
1
267,892.82

262,518.75

258,239.82

262,141.68

377.07

(5,708.78
)


4

2.5920

MON
860.8

7,151.6

11182009
7202037
38377KKN9

GNMA CMO_10-115 QJ

 
 
2
1
1,010,963.23

1,003,120

965,903.82

998,966.65

4,153.35

(11,534.47
)


3.5

2.1820

MON
2,817.22

18,815.6

9172010
11202038
38376TFQ0

GNMA CMO_10-2 PK

 
 
2
1
255,061.47

249,704.77

246,217.35

249,402.25

302.52

(5,730.31
)


4

2.7060

MON
820.72

7,078.12

3092010
6202037
38377GYS2

GNMA CMO_10-68 YE

 
 
2
1
1,198,413.75

1,210,587.87

1,166,839.10

1,193,064.66

17,523.21

(7,931.68
)


3

2.4700

MON
2,917.1

19,831.54

8102010
5202039
36202E4Z9

GNMA GNMA II 30YR SF - JUMBO-CONFOR

 
 
2
1
99,076.52

96,505.49

92,371.31

99,023.35

(2,517.86
)
(75.46
)


4.5

4.8000

MON
346.39

2,093.83

7212009
5202039





36202EVH9

GNMA GNMA II 30YR SF - JUMBO-CONFOR

 
 
2
1
52,552.44

51,462.15

47,436.40

52,515.04

(1,052.89
)
(766.09
)


6

5.9580

MON
237.18

1,566.73

11012008
8202038
38375JCJ2

GNMA GNMA_06-68 D

 
 
2
1
1,360,688.96

1,346,796.61

1,264,839.44

1,320,141.56

26,655.05

(41,684.53
)


5.305

4.6790

MON
5,591.64

42,468.47

3122009
12162037
36202FZV1

GNMA POOL # 005256

 
 
2
1
2,213,401.31

2,188,302.16

2,064,378.94

2,187,944.17

357.99

(17,489.33
)


3.5

1.5620

MON
6,021.11

38,578.75

1182012
12202026
36202KME2

GNMA POOL # 008457

 
 
2
1
238,525.35

239,836.5

235,217.60

237,371.32

2,465.18

(302.43
)


1.875

1.5320

MON
367.53

2,304.8

3182009
7202024
36225CD29

GNMA POOL # 080120

 
 
2
1
238,335

243,513.26

235,902.24

237,743.11

5,770.15

(168.66
)


2

1.7520

MON
393.17

2,360.15

3182009
10202027
36225C6Y7

GNMA POOL # 080886

 
 
2
1
5,203,700.91

5,225,625.05

5,076,781.38

5,192,600.24

33,024.81

(8,398.40
)


1.75

1.1400

MON
7,403.64

46,218.26

3022011
4202034
36225DAS3

GNMA POOL # 080916

 
 
2
1
179,022

187,482.88

179,893.35

179,097.9

8,384.98

69.67



1.75

1.8500

MON
262.34

1,654.98

4172008
5202034
36225DJA3

GNMA POOL # 081156

 
 
2
1
441,573.57

455,915.58

440,335.17

441,389.52

14,526.06

(123.29
)


2

1.9250

MON
733.89

4,569.25

3182009
11202034
36225DJZ8

GNMA POOL # 081179

 
 
2
1
463,729.55

481,150.11

462,429.01

463,546.25

17,603.86

(100.90
)


2

1.9220

MON
770.72

4,691.71

3182009
12202034
36225DLE2

GNMA POOL # 081224

 
 
2
1
264,423.75

275,947.58

265,669.09

264,527.84

11,419.74

125.78



2

2.0860

MON
442.78

2,587.45

3182009
1202035
36225EVZ2

GNMA POOL # 082431

 
 
2
1
1,244,283.81

1,267,184.26

1,228,922.28

1,243,244.36

23,939.9

624.86



2

1.7040

MON
2,048.2

12,589.69

10282009
12202039
36225EWE8

GNMA POOL # 082444

 
 
2
1
194,162.48

200,463.94

190,122.36

193,727.48

6,736.46

(195.19
)


2

1.6830

MON
316.87

2,083.42

11032009
12202039
36204J4C7

GNMA POOL # 371719

 
 
2
1
119,441.76

124,250.36

112,415.78

116,581.64

7,668.72

(1,182.24
)


6.5

5.3040

MON
608.92

4,170.36

9112008
4152024
36204SV60

GNMA POOL # 378737

 
 
2
1
120,234.6

124,052.87

113,161.96

117,347.45

6,705.42

(565.38
)


6.5

5.2490

MON
612.96

3,820.93

9112008
1152024
36205BKY7

GNMA POOL # 385611

 
 
2
1
176,674.51

183,787.22

166,281.88

172,462.81

11,324.41

(739.68
)


6.5

5.2960

MON
900.69

5,575.12

9112008
4152024
36210BZH1

GNMA POOL # 487744

 
 
2
1
289,996.52

289,460.45

274,309.46

285,916.75

3,543.7

(1,868.21
)


5

3.1300

MON
1,142.96

7,454.4

9292009
3152024
36210BZJ7

GNMA POOL # 487745

 
 
2
1
184,991.08

184,649.13

174,984.19

182,229.27

2,419.86

(791.16
)


5

3.2490

MON
729.1

4,525.99

9292009
3152024
36210B4N2

GNMA POOL # 487829

 
 
2
1
109,485.2

110,563.27

105,782.79

108,218.07

2,345.2

(608.45
)


4.5

3.6360

MON
396.69

2,642.77

3262009
4152024
36210B4Q5

GNMA POOL # 487831

 
 
2
1
48,316.32

48,227

45,702.69

47,638.67

588.33

(807.83
)


5

3.1510

MON
190.43

1,501.98

9292009
4152024
36210B4R3

GNMA POOL # 487832

 
 
2
1
139,985.86

141,356.67

133,957.75

138,202.59

3,154.08

(503.31
)


5

3.6780

MON
558.16

3,498.72

3262009
4152024
36211V6Q8

GNMA POOL # 524779

 
 
2
1
120,826.31

122,100.8

115,709.78

119,286.9

2,813.9

(445.69
)


5

3.6650

MON
482.12

3,010.41

3262009
1152024
36201YER3

GNMA POOL # 606844

 
 
2
1
499,585.3

539,021.66

476,771.05

496,782.16

42,239.5

(2,437.91
)


5

4.0680

MON
1,986.55

12,468.42

4232010
9152033
36290SJB8

GNMA POOL # 615958

 
 
2
1
610,238.09

658,409.19

582,370.74

606,455.02

51,954.17

(6,932.86
)


5

4.1500

MON
2,426.54

46,622.91

4232010
9152033
36291FS41

GNMA POOL # 627039

 
 
2
1
991,110.84

1,001,865.59

958,752.94

990,871.03

10,994.56

(1,577.16
)


3

2.4610

MON
2,396.88

8,212.17

2032016
1152046
36292DWW8

GNMA POOL # 646061

 
 
2
1
74,455.45

82,303.37

71,398.71

74,149.37

8,154

(67.29
)


6.5

5.6710

MON
386.74

2,339.68

1312008
11152037
36295KAT0

GNMA POOL # 672418

 
 
2
1
54,472.18

60,213.77

52,235.84

54,291.99

5,921.78

(269.42
)


6.5

5.4570

MON
282.94

1,774.56

1312008
12152037
36295PZJ4

GNMA POOL # 676745

 
 
2
1
52,200.1

52,494.5

49,989.63

51,457.52

1,036.98

(356.56
)


5

3.6280

MON
208.29

1,387.97

3262009
3152023
36295P4L3

GNMA POOL # 676827

 
 
2
1
138,910.64

139,610.48

132,948.71

137,051.75

2,558.73

(463.87
)


5

3.5230

MON
553.96

3,440.33

3262009
5152023
36295QJE1

GNMA POOL # 677161

 
 
2
1
157,504.06

157,602.32

150,082.03

154,889.89

2,712.43

(1,654.22
)


5

3.7050

MON
625.34

4,483.64

4272009
8152023
36295TVQ4

GNMA POOL # 680223

 
 
2
1
17,398.58

19,232.48

16,684.30

17,350.67

1,881.81

(145.66
)


6.5

5.1750

MON
90.37

584.72

1312008
1152038
36296DR67

GNMA POOL # 688209

 
 
2
1
15,859.79

15,866.14

15,109.06

15,563.16

302.98

(92.69
)


5

3.8910

MON
62.95

405.83

7292009
7152023
36296E5H5

GNMA POOL # 689448

 
 
2
1
107,501.7

108,108

102,949.43

106,062.52

2,045.48

(679.91
)


5

3.6150

MON
428.96

2,897.4

3262009
7152023
36296TPY3

GNMA POOL # 700739

 
 
2
1
161,687.82

163,838.19

153,133.87

159,127.16

4,711.03

(681.20
)


5.5

3.7230

MON
701.86

4,351.79

6032009
10152023
36296UC73

GNMA POOL # 701294

 
 
2
1
136,279.98

137,573.37

130,372.48

134,587.66

2,985.71

(458.65
)


5

3.5500

MON
543.22

3,370.25

3272009
1152024





36296URS1

GNMA POOL # 701697

 
 
2
1
198,039.73

197,673.63

187,326.96

194,772.72

2,900.91

(829.41
)


5

3.4170

MON
780.53

4,852.79

9292009
2152024
36296UUL2

GNMA POOL # 701787

 
 
2
1
185,111.8

188,474.49

178,609.32

183,063.23

5,411.26

(497.59
)


5

3.9920

MON
744.21

4,613.89

6112009
3152024
36296U3C2

GNMA POOL # 701995

 
 
2
1
59,961.79

60,299.95

57,422.63

59,181.77

1,118.18

(195.57
)


5

3.6990

MON
239.26

1,484.71

3262009
1152024
36296XHH0

GNMA POOL # 704132

 
 
2
1
56,719.82

56,339.98

53,651.61

55,880.26

459.72

(214.57
)


5

3.1480

MON
223.55

1,385.49

9292009
12152023
36296XLY8

GNMA POOL # 704243

 
 
2
1
264,508.98

269,313.96

255,217.48

261,663.28

7,650.68

(714.28
)


5

3.9210

MON
1,063.41

6,594.14

6112009
1152024
36296XWP5

GNMA POOL # 704554

 
 
2
1
885,817.37

902,453

855,216.64

877,296.04

25,156.96

(4,879.82
)


5

3.8970

MON
3,563.4

23,204.11

6112009
6152024
36297AKF9

GNMA POOL # 705994

 
 
2
1
197,265.74

196,901.09

186,594.86

194,463.69

2,437.4

(1,498.96
)


5

3.0920

MON
777.48

4,987.29

9292009
1152024
36297DFF9

GNMA POOL # 708566

 
 
2
1
543,611.57

542,606.66

514,205.44

535,361.86

7,244.8

(4,022.84
)


5

3.3070

MON
2,142.52

13,577.26

9292009
4152024
36297DTR8

GNMA POOL # 708960

 
 
2
1
75,432.64

76,228.33

72,238.38

74,316.07

1,912.26

(237.62
)


5

3.9370

MON
301

1,861.83

3262009
3152024
36297G2R0

GNMA POOL # 711884

 
 
2
1
634,583.92

633,410.84

600,256.73

624,674.36

8,736.48

(6,646.00
)


5

3.3620

MON
2,501.07

16,402.8

9292009
4152024
36297JJ54

GNMA POOL # 713184

 
 
2
1
535,099.9

534,110.69

506,154.17

525,903.21

8,207.48

(3,520.58
)


5

3.5410

MON
2,108.98

13,359.86

9292009
4152024
36297KZF1

GNMA POOL # 714542

 
 
2
1
230,030.01

234,138.06

221,882.76

227,526.18

6,611.88

(1,365.29
)


5

4.0000

MON
924.51

6,373.1

6112009
6152024
3620A2KC9

GNMA POOL # 716791

 
 
2
1
440,196.85

439,383.11

416,384.84

433,940.26

5,442.85

(4,618.34
)


5

3.1780

MON
1,734.94

11,797.2

9292009
4152024
3620A5FJ3

GNMA POOL # 719369

 
 
2
1
401,399.63

393,437.21

376,073.43

395,582.24

(2,145.03
)
(1,672.18
)


4.5

2.5240

MON
1,410.28

8,723.97

8312010
4152025
3620A6AC1

GNMA POOL # 720103

 
 
2
1
365,261.13

403,574.01

358,979.01

364,559.61

39,014.4

(610.89
)


4.5

4.2400

MON
1,346.17

8,533.86

6182009
6152039
3620A6DZ7

GNMA POOL # 720220

 
 
2
1
535,456.27

537,964.88

509,806.62

527,451.69

10,513.19

(5,219.07
)


5

3.7260

MON
2,124.19

14,791.75

7292009
7152024
3620ADCM2

GNMA POOL # 726476

 
 
2
1
3,079,275.6

3,055,171.99

2,923,073.84

3,035,941.43

19,230.56

(19,264.81
)


4.5

3.0490

MON
10,961.52

71,114.73

12082009
11152024
3620ASPY9

GNMA POOL # 738539

 
 
2
1
2,137,752.23

2,150,090.6

1,990,052.96

2,131,432.85

18,657.75

(20,772.31
)


4

2.2670

MON
6,633.52

43,574.46

10032011
7152041
36225BPY8

GNMA POOL # 781339

 
 
2
1
152,411.35

157,576.28

138,085.00

149,797.61

7,778.67

(1,079.00
)


8

6.1320

MON
920.57

5,756.24

3072008
9152031
36241KBP2

GNMA POOL # 781846

 
 
2
1
560,927.35

632,948.76

543,271.05

559,645.45

73,303.31

(3,098.65
)


6.5

5.4540

MON
2,942.72

41,765.64

8152008
9152034
36241KEC8

GNMA POOL # 781931

 
 
2
1
1,370,837.4

1,527,349.14

1,327,687.51

1,367,903.34

159,445.8

(3,972.63
)


6.5

5.4580

MON
7,191.64

45,342.73

8152008
5152035
36241KEH7

GNMA POOL # 781936

 
 
2
1
702,716.45

752,372.32

679,671.36

700,047.71

52,324.61

(2,522.79
)


4.5

3.8960

MON
2,548.77

16,438.96

6032010
6152035
36241KGU6

GNMA POOL # 782011

 
 
2
1
69,384.17

76,543.39

67,898.85

69,206.15

7,337.24

(124.12
)


5

4.6110

MON
282.91

1,777.62

7142009
12152035
36241KKB3

GNMA POOL # 782090

 
 
2
1
1,567,391.03

1,732,479.2

1,508,013.00

1,559,264.11

173,215.09

(6,252.89
)


6.5

5.8600

MON
8,168.41

52,086.25

11302007
5152036
36241LHQ2

GNMA POOL # 782939

 
 
2
1
537,676.62

575,452.27

513,122.87

535,196.14

40,256.13

(5,585.58
)


5

4.1530

MON
2,138.01

36,048.45

4232010
9152036
36241LN36

GNMA POOL # 783110

 
 
2
1
497,441.57

522,450.46

459,397.68

493,597.08

28,853.38

(4,400.73
)


5.5

4.0580

MON
2,105.57

13,545.24

9232010
4152036
36179MEL0

GNMA POOL # MA0139

 
 
2
1
2,542,871.51

2,523,930.18

2,399,996.70

2,520,700.13

3,230.05

(16,513.57
)


3

1.4420

MON
5,999.99

38,530.15

6192012
6202027
36179MK82

GNMA POOL # MA0319

 
 
2
1
111,763.12

109,049.41

101,732.89

111,299.5

(2,250.09
)
(1,245.38
)


4

2.2740

MON
339.11

2,176.19

10042012
8202042
36179MNJ5

GNMA POOL # MA0393

 
 
2
1
1,446,311.58

1,413,858.31

1,318,997.40

1,441,274.12

(27,415.81
)
(14,113.03
)


4

2.1450

MON
4,396.66

28,146.78

10182012
9202042
36179MQN3

GNMA POOL # MA0461

 
 
2
1
1,398,982.47

1,379,875.31

1,314,369.90

1,394,736.61

(14,861.3
)
(6,970.63
)


3

1.9720

MON
3,285.92

20,726.72

10312012
10202042
36179Q3H2

GNMA POOL # MA2600

 
 
2
1
2,438,322.74

2,481,618.21

2,373,062.97

2,438,662.83

42,955.38

(5,991.10
)


3

2.3070

MON
5,932.66

37,754.77

3262015
2202045
36179Q6P1

GNMA POOL # MA2678

 
 
2
1
1,915,571.37

1,933,573.79

1,821,372.59

1,914,302.92

19,270.87

(12,241.27
)


3.5

2.2620

MON
5,312.34

34,546.44

3232015
3202045
36179RD63

GNMA POOL # MA2825

 
 
2
1
1,881,559.62

1,945,290.72

1,860,196.45

1,881,592.12

63,698.6

(1,338.93
)


3

2.7370

MON
4,650.5

29,056.3

6162015
5202045
36179RJD2

GNMA POOL # MA2960

 
 
2
1
606,997.06

610,992.52

584,265.42

606,880.37

4,112.15

(354.90
)


3

2.1440

MON
1,460.66

393.59

5092016
7202045





36179RJE0

GNMA POOL # MA2961

 
 
2
1
386,516.2

387,614.87

365,122.40

386,400.27

1,214.6

(556.99
)


3.5

2.1100

MON
1,064.94

289.84

5092016
7202045
36179RNY1

GNMA POOL # MA3107

 
 
2
1
2,641,554.34

2,636,668.14

2,453,337.35

2,639,018.33

(2,350.19
)
(48,509.62
)


4.5

1.7550

MON
9,200.01

64,213.39

11102015
9202045
36179RQ36

GNMA POOL # MA3174

 
 
2
1
435,910.17

436,305.05

407,928.86

435,699.2

605.85

(1,333.72
)


4

1.6680

MON
1,359.76

377.15

5092016
10202045
36179RVB2

GNMA POOL # MA3310

 
 
2
1
1,987,315.45

2,018,889.12

1,901,737.26

1,986,543.59

32,345.53

(5,000.10
)


3.5

2.3630

MON
5,546.73

24,860.58

1042016
12202045
36179RXE4

GNMA POOL # MA3377

 
 
2
1
1,506,787.61

1,512,575.73

1,414,201.59

1,505,942.9

6,632.83

(6,224.61
)


4

1.8630

MON
4,714.01

16,142.71

1222016
1202046
36179SB97

GNMA POOL # MA3664

 
 
2
1
7,515,488.03

7,487,261.8

7,000,309.03

7,510,797.79

(23,535.99
)
(4,690.24
)


4

1.4810

MON
23,334.36

(15,556.24
)
6082016
5202046
36179SCA3

GNMA POOL # MA3665

 
 
2
1
2,143,973.14

2,143,117.61

1,994,104.00

2,142,490.48

627.13

(1,482.66
)


4.5

1.6990

MON
7,477.89

(4,985.26
)
5262016
5202046
36179SEG8

GNMA POOL # MA3735

 
 
2
1
2,388,945.31

2,405,212.99

2,300,000.00

2,388,907.21

16,305.78

(38.10
)


3

2.7090

MON
5,750

(5,175
)
6232016
6202046
36179SEH6

GNMA POOL # MA3736

 
 
2
1
10,594,921.88

10,616,025.5

10,000,000.00

10,594,118.58

21,906.92

(803.30
)


3.5

3.0470

MON
29,166.67

(19,444.44
)
6082016
6202046
38174GAE4

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

 
F
1
1FE
1,500,000

1,457,540.4

1,500,000.00

1,500,000

(42,459.6
)



4.383

4.4030

FMAN
10,409.39

32,043.55

3312015
2052027
38173XAA6

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

 
F
2
 
4,000,000

3,961,238.4

4,000,000.00

4,000,000

(38,761.6
)



2.538

2.5460

JAJO
18,894.74

47,911.5

11072014
10252026
38173QAC7

GOLCP_17 SENIOR ABS 2013-17A A2 144A

 
F
2
1FE
244,375

243,596.98

250,000.00

244,540.22

(943.24
)
165.22



3.038

3.5940

JAJO
1,413.56

(316.47
)
5052016
10272025
380956AD4

GOLDCORP INC SENIOR CORP BND

 
A
1
2FE
4,361,985

4,579,124.22

4,500,000.00

4,377,398.31

201,725.91

7,804.13



3.7

4.1700

MS
49,025

83,250

2242016
3152023
38148BAA6

GOLDMAN SACHS GROUP INC/THE CAPSEC CORP

 
 
1
3FE
7,181,300

6,930,000

7,000,000.00

7,113,406.73

(183,406.73
)
(18,169.10
)


5.7

5.0840

MN
56,525

199,500

7152014
12312049
38148BAB4

GOLDMAN SACHS GROUP INC/THE CAPSEC CORP

 
 
1
3FE
3,445,000

3,397,631.25

3,445,000.00

3,445,000

(47,368.75
)



5.375

5.3750

MN
26,232.23

92,584.38

4162015
1019999
38141GES9

GOLDMAN SACHS GROUP INC/THE CORP BND

 
 
 
2FE
6,077,662.5

6,028,557.89

5,250,000.00

5,979,799.39

48,758.5

(27,136.89
)


5.95

4.2960

JJ
144,039.58

156,187.5

8192014
1152027
38141GVP6

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
1
1FE
7,794,988

7,963,490.42

7,800,000.00

7,795,816.47

167,673.95

430.20



2.75

2.7620

MS
63,158.33

107,250

10162015
9152020
38141GVT8

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
1
1FE
54,847.1

55,269.67

55,000.00

54,856.19

413.48

9.09



2

2.0960

AO
201.67


4202016
4252019
38143U8F1

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
1
1FE
1,092,440.6

1,117,733.57

1,090,000.00

1,092,315.28

25,418.29

(125.32
)


2.875

2.8250

FA
10,968.13

(1,561.28
)
3152016
2252021
38145XAA1

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
 
1FE
6,807,750

6,892,299.93

6,750,000.00

6,784,579.35

107,720.58

(6,448.29
)


2.625

2.4190

JJ
74,320.32

88,593.75

11252014
1312019
38148FAB5

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
 
1FE
1,477,071.5

1,477,503.46

1,450,000.00

1,476,857.81

645.65

(213.69
)


2.55

1.9690

AO
6,984.17

(5,957.08
)
6162016
10232019
38148LAA4

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
1
1FE
3,370,897.5

3,381,300.9

3,325,000.00

3,368,492.02

12,808.88

(1,423.41
)


2.6

2.2320

AO
16,329.45

9,025.97

6082016
4232020
38148LAC0

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
1
1FE
1,937,940

2,059,087.52

2,000,000.00

1,943,526.84

115,560.68

2,754.27



3.5

3.8910

JJ
30,722.23

35,000

6232015
1232025
38148LAD8

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
 
1FE
2,000,000

2,000,599.82

2,000,000.00

2,000,000

599.82




1.324

0.9540

FMAN
2,868.45

11,808.77

5192015
5222017
38148LAE6

GOLDMAN SACHS GROUP INC/THE SENIOR CORP

 
 
1
1FE
4,705,071.5

4,902,284.94

4,675,000.00

4,702,190.84

200,094.1

(1,356.05
)


3.75

3.6690

MN
18,992.19

87,656.25

5272015
5222025
38141GVR2

GOLDMAN SACHS GROUP INC/THE SUB CORP BND

 
 
 
2FE
707,016

732,698.8

712,000.00

707,297.66

25,401.14

202.30



4.25

4.3370

AO
5,883.89

15,130

10162015
10212025
BRSNKX0T2

GRAY TELEVISION INC. SENIOR SECURED TERM

 
 
2
3FE
1,971,862.12

1,986,901.02

1,989,387.76

1,973,948.45

12,952.57

1,377.13




0.1550

MJSD

38,915.52

12182015
6132021
BRSHB4QM6

GREENEDEN US HOLDINGS II LLC SENIOR SECU

 
 
 
4FE
2,253,466.5

2,245,706.76

2,281,352.90

2,264,710.6

(19,003.84
)
2,356.25




0.2000

FMAN

46,312.84

1162014
2082020
39055TAC2

GRTLK_15-1A ABS 15-1A 144A

 
F
1
1FE
450,000

434,607.62

450,000.00

450,000

(15,392.38
)



3.328

3.3420

JAJO
3,203.54

7,252.36

7202015
7152026
BRSUW2BS1

GRUDEN ACQUISITION INC SENIOR SECURED TE

 
 
1
4FE
906,178.88

837,528.96

915,332.20

907,271.42

(69,742.46
)
695.89




0.1420

MJSD

26,855.42

7312015
8182022
40053RAA0

GRX_15-1A ABS 15-1A

 
 
2
 
2,180,699.3

2,088,717.4

2,180,699.30

2,180,699.3

(91,981.9
)



3.75

3.7650

JAJO
17,263.87

47,543

2252015
7152023
36248GAB6

GS MORTGAGE SECURITIES TRUST G SENIOR CM

 
 
2
 
5,454,217.19

5,388,597.65

5,220,000.00

5,337,040.53

51,557.12

(63,552.42
)


3.033

1.6330

MON
13,193.55

79,161.3

10292014
11102046
36250GAM7

GS MORTGAGE SECURITIES TRUST G SENIOR CM

 
 
2
 
2,789,181.05

2,823,792.53

2,720,575.00

2,784,398.04

39,394.49

(4,783.01
)


2.726

2.1040

MON
6,180.24

13,965.13

3032016
5102050
36251FAT3

GS MORTGAGE SECURITIES TRUST G SUPSEN SE

 
 
2
 
1,735,260.15

1,757,652.9

1,690,000.00

1,726,337.74

31,315.16

(5,803.44
)


2.898

2.2120

MON
4,081.35

22,395.1

4062016
2102048





36192KAR8

GSMS_12-GCJ7 PRELCF SENIOR CMBS_12-GCJ7

 
 
2
 
409,181.69

402,303.81

400,437.76

402,342.33

(38.52
)
(3,077.88
)


2.318

0.9780

MON
773.51

6,017.64

1292015
5102045
36192CAF2

GSMS_13-GC10 PAC SENIOR CMBS_13-GC10 AAB

 
 
2
 
102,187.5

103,422

100,000.00

102,186.2

1,235.8

(1.30
)


2.564

2.4050

MON
213.67

(185.18
)
6222016
2102046
36250GAP0

GSMS_15-GC30 LCF SENIOR CMBS_15-GC30 A4

 
 
2
 
3,709,994.08

3,854,841.31

3,602,000.00

3,699,023.82

155,817.49

(5,082.40
)


3.382

3.0320

MON
10,151.64

60,909.84

5152015
5102050
36250PAB1

GSMSCII_15-GC32 SENIOR CMBS_15-GC32 A2

 
 
2
1FE
5,149,852.5

5,256,164.5

5,000,000.00

5,122,211.02

133,953.48

(18,204.82
)


3.062

2.3960

MON
12,758.33

76,549.98

7162015
7102048
40168PAA6

GUGGENHEIM PARTNERS FUND LTD PDFNI_16-A

 
 
 
1FE
6,962,617

6,962,617

6,962,617.00

6,962,617





3.381

3.3810

JAJO
52,309.36


4122016
4122027
40168PAQ1

GUGGENHEIM PARTNERS FUND LTD PDFNI_16-B

 
 
 
3FE
2,102,803

2,102,803

2,102,803.00

2,102,803





3

3.0000

JAJO
14,018.68


4122016
4122027
40168PAH1

GUGGENHEIM PARTNERS FUND LTD PDFNI_16-B-

 
 
 
2FE
2,336,449

2,336,449

2,336,449.00

2,336,449





3.756

3.7560

JAJO
19,500.52


4122016
4122027
40168PAX6

GUGGENHEIM PARTNERS FUND LTD PDFNI_16-D

 
 
 
4FE
981,308

981,308

981,308.00

981,308





3

3.0000

JAJO
4,088.78


4122016
4122027
406216BC4

HALLIBURTON COMPANY SENIOR CORP BND

 
 
1
1FE
499,645

503,018.73

500,000.00

499,847.08

3,171.65

35.66



2

2.0150

FA
4,166.67

5,000

7292013
8012018
406216BG5

HALLIBURTON COMPANY SENIOR CORP BND

 
 
1
1FE
1,336,234.6

1,393,018.69

1,340,000.00

1,336,435.69

56,583

159.65



3.8

3.8340

MN
6,506.44

25,742.89

11052015
11152025
406373A$6

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

 
 
2
1FM
357,459.32

360,720.5

361,150.27

357,459.32

3,261.18

6,013.95



6

7.3410

MON
1,805.75

21,772

12312011
8252036
BRSJ5PGL5

HARLAND CLARKE HOLDINGS CORP SENIOR SECU

 
 
2
4FE
676,960.92

665,806.94

686,398.91

677,711.17

(11,904.23
)
8,499.76




0.6660

MJSD

14,523.21

4142016
5222018
BRSM3XJP1

HARLAND CLARKE HOLDINGS CORP SENIOR SECU

 
 
 
4FE
550,359.41

525,468.76

553,125.01

551,559.96

(26,091.2
)
275.88




0.0900

MJSD

16,435.11

1282014
8042019
BRT2N0U22

HARLAND CLARKE HOLDINGS CORP SENIOR SECU

 
 
 
3FE
2,089,230.78

2,083,846.16

2,153,846.16

2,089,626.34

(5,780.18
)
395.56




0.8540

MJSD


6142016
12312019
41283LAG0

HARLEY-DAVIDSON FINANCIAL SENIOR CORP BN

 
 
 
1FE
4,824,421

4,920,238.46

4,825,000.00

4,824,519.74

95,718.72

98.74



2.25

2.2540

JJ
52,170.31


1052016
1152019
BRSYDKXU5

HARLEY-DAVIDSON FINANCIAL SENIOR CORP BN

 
 
 
1FE
1,999,760

2,041,325.8

2,000,000.00

1,999,800.93

41,524.87

40.93



2.25

2.2540

JJ
21,625


1052016
1152019
43814GAC4

HAROT ABS_14-2-A3

 
 
2
1FE
510,104.2

510,960.24

511,062.45

510,814.04

146.2

347.74



0.77

0.8580

MON
142.1

2,719.85

7242014
3192018
43813JAD7

HAROT_14-1 SENIOR ABS_14-1 A4

 
 
2
1FE
1,396,281.25

1,401,960

1,400,000.00

1,398,549.51

3,410.49

1,028.27



1.04

1.1710

MON
404.44

8,941.1

3162015
2212020
43814GAD2

HAROT_14-2 SENIOR ABS 14-2 A4

 
 
2
1FE
2,001,406.25

2,005,599.98

2,000,000.00

2,000,599.82

5,000.16

(253.56
)


1.18

1.1560

MON
852.22

11,800.02

10282014
5182020
43814QAD0

HAROT_16-2 SENIOR ABS_16-2 A4

 
 
2
1FE
785,988.13

794,488.81

786,000.00

785,987.76

8,501.05

(0.37
)


1.62

1.6250

MON
565.92

530.55

5242016
8152022
413875AP0

HARRIS CORPORATION SENIOR CORP BND

 
 
 
2FE
6,494,300

6,506,564.87

6,500,000.00

6,496,204.81

10,360.06

1,010.99



1.999

2.0320

AO
23,099.56

64,967.5

7222015
4272018
415690MD5

HARRISONBURG VA REDEV & HSG AU MUNI BND

 
 
1
4FE
962,822.4

963,446.4

960,000.00

959,867.83

3,578.57

(132.17
)


7

6.9680

FA
28,000

37,625

6272001
8012020
44890YAD8

HART SENIOR ABS 15-B A3

 
 
2
1FE
3,999,963.6

4,008,399.96

4,000,000.00

3,999,951.21

8,448.75

(4.69
)


1.12

1.1220

MON
1,991.11

22,399.98

4152015
11152019
44890YAE6

HART SENIOR ABS 15-B A4

 
 
2
1FE
1,204,732.25

1,214,037.5

1,205,000.00

1,204,811.3

9,226.2

35.05



1.48

1.4900

MON
792.62

8,917.02

4152015
6152021
44890RAC5

HART_14-A ABS 14-A A3

 
 
2
1FE
346,827.4

347,157.29

347,261.47

347,165.1

(7.81
)
171.73



0.79

0.8550

MON
121.93

1,981.82

7242014
7162018
44890UAD6

HART_14-B ABS _14-B-A4

 
 
2
1FE
4,173,334.26

4,192,489.17

4,165,000.00

4,168,996.7

23,492.47

(1,292.98
)


1.46

1.4000

MON
2,702.62

30,404.46

10172014
11152019
44890WAC4

HART_15-A ABS 15-A A3

 
 
2
1FE
7,998,836

8,012,924

8,000,000.00

7,999,488.27

13,435.73

211.11



1.05

1.0580

MON
3,733.33

42,000

1142015
4152019
44930UAD8

HART_16-A SENIOR ABS_16-A A3

 
 
2
1FE
1,639,681.84

1,656,891.99

1,640,000.00

1,639,708.28

17,183.71

26.44



1.56

1.5720

MON
1,137.07

5,330

3222016
9152020
BRSZRX6W5

HCA INC SENIOR SECURED TERM LOAN

 
 
1
3FE
852,680.72

857,222.36

854,817.76

852,765.35

4,457.01

89.99




0.0350

MJSD

8,798.12

3082016
3172023
BRSQTPNS0

HEALTHPLAN HOLDINGS INC SENIOR SECURED T

 
 
 
 
5,788,569.08

5,745,154.81

5,788,569.08

5,788,569.08

(43,414.27
)





MJSD

151,789.06

11282014
11122019
429827AN8

HEF_04-1 ABS 04-1 A13 144A

 
 
2
1FE
164,000

181,155.7

200,000.00

175,524.5

5,631.2

1,927.84



0.402

1.4770

MON
48.45

850.06

9102009
1012044
429827AQ1

HEF_04-1 ABS 04-1 A15 144A

 
 
 
1FE
246,000

265,311.84

300,000.00

253,187.41

12,124.43

315.06



1.855

2.6680

MON
410.51

1,749.49

9102009
1012044
429827AB4

HEF_04-1 ABS 04-1 A2 144A

 
 
2
1FE
164,000

190,410.3

200,000.00

178,495.79

11,914.51

1,897.03



0.815

2.1910

MON
95.08

851.64

9102009
1012044
429827AF5

HEF_04-1 ABS 04-1 A6 144A

 
 
2
1FE
164,000

186,017.94

200,000.00

176,820.63

9,197.31

2,039.80



0.34

1.5100

MON
40.87

897.23

9102009
1012044





423012AB9

HEINEKEN N.V. SENIOR CORP BND 144A

 
F
 
2FE
6,237,424.98

6,302,820.83

6,275,000.00

6,262,998.91

39,821.92

4,699.66



1.4

1.5550

AO
21,962.5

43,925

7162015
10012017
423074AS2

HEINZ H. J. COMPANY SECURED CORP BND 144

 
 
1
2FE
4,736,250

4,944,599.87

4,500,000.00

4,721,192.89

223,406.98

(14,254.41
)


4.875

4.0200

FA
82,875

109,687.5

12162015
2152025
423074BA0

HEINZ H. J. COMPANY SENIOR CORP BND 144A

 
 
1
2FE
997,640

1,060,776.67

1,000,000.00

997,950.57

62,826.1

152.60



3.5

3.5380

JJ
16,138.89

18,763.89

6232015
7152022
423074BH5

HEINZ H. J. COMPANY SENIOR CORP BND 144A

 
 
 
2FE
3,343,300

3,394,099.87

3,350,000.00

3,345,481.48

48,618.39

1,456.62



2

2.0690

JJ
33,313.89

76,833.33

6232015
7022018
4252005H1

HENDERSON NEV MUNI BND GO

 
 
1
1FE
2,787,406

2,975,169.1

2,410,000.00

2,553,733.32

421,435.78

(66,145.24
)


5

2.9400

JD
10,041.67

60,250

9172013
6012028
427866AS7

HERSHEY COMPANY THE CORP BND

 
 
 
1FE
1,321,912.75

1,328,365.5

1,325,000.00

1,324,784.72

3,580.78

319.23



1.5

1.5490

MN
3,312.5

9,937.5

11082011
11012016
427866AV0

HERSHEY COMPANY THE SENIOR CORP BND

 
 
 
1FE
999,740

1,012,200.01

1,000,000.00

999,813.28

12,386.73

42.58



1.6

1.6090

FA
5,777.78

8,000

8182015
8212018
BRT2CVMF6

HERTZ CORPORATION (THE) SENIOR SECURED T

 
 
2
3FE
1,005,544.36

1,007,119.96

1,008,064.52

1,005,544.36

1,575.6






MJSD


0
3112018
42806DAJ8

HERTZ_15-3A ABS_15-3A B 144A

 
 
2
 
2,499,756.75

2,575,522.25

2,500,000.00

2,499,786.38

75,735.87

22.11



3.71

3.7410

MON
1,545.83

46,375.02

9302015
9252021
42824CAC3

HEWLETT PACKARD ENTERPRISE CO CORP BND 1

 
 
1
2FE
3,527,312.8

3,585,212.14

3,505,000.00

3,525,955.14

59,257

(1,573.60
)


2.85

2.5630

AO
23,863.21

30,615.73

4152016
10052018
42824CAE9

HEWLETT PACKARD ENTERPRISE CO CORP BND 1

 
 
1
2FE
2,299,356

2,395,239.3

2,300,000.00

2,299,453.33

95,785.97

66.44



3.6

3.6060

AO
17,480

42,780

9302015
10152020
429827AE8

HIGHER EDUCATION FUNDING HEF_0 ABS 04-1

 
 
2
1FE
164,000

188,886.46

200,000.00

176,347.01

12,539.45

1,041.58



1.682

3.0670

MON
196.23

1,139.48

9102009
1012044
429827AJ7

HIGHER EDUCATION FUNDING HEF_0 ABS 04-1

 
 
2
1FE
164,224

184,571.12

200,000.00

176,585.66

7,985.46

1,949.39



0.438

1.5860

MON
64.77

998.92

9102009
1012044
429827AK4

HIGHER EDUCATION FUNDING HEF_0 ABS_04-1

 
 
2
1FE
164,196

184,571.12

200,000.00

176,403.63

8,167.49

1,970.40



0.41

1.5410

MON
43.87

1,358.77

9102009
1012044
BRSKM1X29

HILTON WORLDWIDE FINANCE LLC SENIOR SECU

 
 
2
3FE
2,632,921.5

2,645,416.65

2,646,152.28

2,637,963.35

7,453.3

942.84




0.0710

MJSD

46,599.92

10312013
10262020
40538FAJ2

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

 
F
2
1
478,000

480,176.7

500,000.00

481,825.6

(1,648.9
)
1,322.74



3.635

4.3520

JAJO
3,534.13

8,819.65

1282015
10222025
437076BB7

HOME DEPOT INC SENIOR CORP BND

 
 
1
1FE
307,867.56

308,491.47

300,000.00

305,428.44

3,063.03

(1,255.07
)


2.25

1.3770

MS
2,081.26

3,375

7082015
9102018
437076BG6

HOME DEPOT INC SENIOR CORP BND

 
 
1
1FE
1,494,480

1,566,969

1,500,000.00

1,495,265.4

71,703.6

364.87



2.625

2.6830

JD
3,281.26

19,687.5

5282015
6012022
437076BL5

HOME DEPOT INC SENIOR CORP BND

 
 
1
1FE
398,576

409,068.06

400,000.00

398,678.64

10,389.42

102.64



2

2.0730

AO
3,088.88


2032016
4012021
BRSY03M62

HOME FRANCHISE CONCEPTS LLC SECURED REVO

 
 
 
 
6,459,375

6,443,226.56

6,459,375.00

6,459,375

(16,148.44
)





MJSD

158,894.55

0
11302021
43814QAC2

HONDA AUTO RECEIVABLES OWNER T ABS_16-2

 
 
2
 
2,999,941.8

3,019,800.12

3,000,000.00

2,999,941.18

19,858.94

(0.62
)


1.39

1.3940

MON
1,853.33

1,737.5

5242016
4152020
438516AX4

HONEYWELL INTERNATIONAL INC CORP BND

 
 
 
1FE
275,045

267,842.77

250,000.00

266,023.92

1,818.85

(4,696.62
)


5.3

1.3990

MS
4,416.67

6,625

7132015
3012018
438516AZ9

HONEYWELL INTERNATIONAL INC CORP BND

 
 
 
1FE
2,872,791.36

2,848,644.63

2,592,000.00

2,808,393.85

40,250.78

(40,062.43
)


5

1.7310

FA
48,960

64,800

9082015
2152019
438516BA3

HONEYWELL INTERNATIONAL INC CORP BND

 
 
 
1FE
1,126,518.6

1,141,795.98

1,020,000.00

1,108,263.26

33,532.72

(8,846.74
)


4.25

2.2850

MS
14,450

21,675

6162015
3012021
438670Q20

HONOLULU HAWAII CITY & CNTY MUNITAX BND

 
 
 
1FE
1,500,000

1,512,645

1,500,000.00

1,500,000

12,645




1.259

1.2590

MN
3,147.5

9,442.5

9292015
11012017
BRSPKZWC4

HOPLON II INSURANCE LTD CORP BND

 
D
 
 
11,608,077.94

10,019,546.96

9,000,000.00

11,606,303.22

(1,586,756.26
)
(1,774.72
)

(1,568,094.86
)
6.31

6.3790

JAJO
147,211.99

234,451.62

3182016
1082018
BRST7Y914

HOUGHTON MIFFLIN HARCOURT PUBL SENIOR SE

 
 
2
4FE
1,149,863.8

1,131,084.63

1,155,642.02

1,150,868.25

(19,783.62
)
510.29




0.0830

MJSD

23,458.18

5112015
5282021
4424356L2

HOUSTON TEX MUNI BND REV

 
 
1
1FE
452,780.27

438,791.95

415,000.00

438,587.16

204.79

(8,505.36
)


5

0.6670

MN
2,651.39

10,375

8312015
11152021
4424356Y4

HOUSTON TEX MUNI BND REV

 
 
1
1FE
147,289.97

141,450.3

135,000.00

142,672.93

(1,222.63
)
(2,766.81
)


5

0.6670

MN
862.5

3,375

8312015
11152021
44256PCM3

HOWARD CNTY MD MUNI BND GO

 
 
 
1FE
1,161,540

1,152,380

1,000,000.00

1,132,054.93

20,325.07

(17,724.14
)


5

1.2600

FA
18,888.89

25,000

8272015
2152020
44266RAC1

HOWARD HUGHES MEDICAL IN MUNITAX BND REV

 
 
 
1FE
1,011,949.5

1,045,066.03

950,000.00

1,008,906.24

36,159.79

(3,043.26
)


3.5

2.5480

MS
11,083.33

2,586.11

1292016
9012023
G463NBBT9

HSBC BANK PLC

 
 
 
 
3,693,081

3,687,504.84

3,700,000.00

3,697,347.34

(9,842.5
)
693.81



1.5

1.8740

MN
7,091.67

27,750

5082013
20180515
404280AP4

HSBC BANK PLC SENIOR CORP BND

 
F
 
 
10,881,445

10,606,534.9

10,500,000.00

10,816,218.93

(209,684.03
)
(17,420.15
)


1.5

1.5390

MN

223,125

5082013
5152018
44328MBT0

HSBC BANK PLC SENIOR CORP BND 144A

 
F
 
1FE
5,739,247.5

5,703,484.8

5,750,000.00

5,745,877.62

(42,392.82
)
1,078.22



1.5

1.5390

MN
11,020.83

43,125

5082013
5152018





40428HPJ5

HSBC BANK USA INC SENIOR CORP BND

 
 
 
1FE
938,383.2

951,880.95

940,000.00

939,252.39

12,628.56

160.70



2.625

2.6620

MS
6,648.54

12,337.51

9172013
9242018
G463CFAA4

HSBC HOLDINGS PLC

 
 
 
1FE
1,297,336.09

1,039,549.62

750,000.00

1,233,406.41

(193,856.79
)
(20,276.61
)

(184,873.69
)
6.375

1.3014

OCT
44,880.73


11252014
20221018
404280AR0

HSBC HOLDINGS PLC CAPSEC CORP BND

 
F
1
2FE
5,585,000

5,361,432.45

5,585,000.00

5,585,000

(223,567.55
)



5.625

5.6250

JJ
143,115.64

157,078.14

9102014
1019999
404280BC2

HSBC HOLDINGS PLC CAPSEC CORP BND

 
F
1
2FE
210,000

208,887

210,000.00

210,000

(1,113
)



6.875

6.8750

JD
1,203.13

3,403.13

5242016
12312049
404280AN9

HSBC HOLDINGS PLC SENIOR CORP BND

 
F
 
1FE
785,947.5

790,717.56

750,000.00

782,746.64

7,970.92

(2,557.95
)


4

3.1630

MS
7,583.33

15,000

11102015
3302022
404280AY5

HSBC HOLDINGS PLC SENIOR CORP BND

 
F
 
1FE
5,318,343.75

5,369,785.86

5,325,000.00

5,318,468.88

51,316.98

148.88



2.95

2.9770

MN
15,708.75

2,925.42

5182016
5252021
404280AU3

HSBC HOLDINGS PLC SUB CORP BND

 
F
1
1FE
2,975,400

3,001,155.4

3,000,000.00

2,977,143.24

24,012.16

1,007.92



4.25

4.3520

FA
47,104.16

63,750

8102015
8182025
40428HPH9

HSBC USA INC SENIOR CORP BND

 
 
 
1FE
2,991,420

2,992,420.59

3,000,000.00

2,997,320.86

(4,900.27
)
853.74



1.625

1.6840

JJ
22,343.75

24,375

12132012
1162018
40428HPK2

HSBC USA INC SENIOR CORP BND

 
 
 
 
4,500,000

4,489,929

4,500,000.00

4,500,000

(10,071
)



1.52

1.1300

MJSD
1,330.09

34,116.76

9172013
9242018
40428HPN6

HSBC USA INC SENIOR CORP BND

 
 
 
1FE
299,817

301,155.49

300,000.00

299,874.42

1,281.07

17.76



2.375

2.3880

MN
950

3,562.5

11052014
11132019
40428HPR7

HSBC USA INC SENIOR CORP BND

 
 
 
1FE
1,664,735

1,668,243.23

1,675,000.00

1,666,397.48

1,845.75

1,113.22



2.35

2.4970

MS
12,683.47

19,681.25

11122015
3052020
40428HPU0

HSBC USA INC SENIOR CORP BND

 
 
 
1FE
4,991,450

5,000,808.7

5,000,000.00

4,993,956.58

6,852.12

1,397.08



2

2.0590

FA
40,000

50,000

12232015
8072018
C4426EAH7

HUDSONS BAY CO SECURED TERM LOAN

 
A
2
4FE
705,393.88

708,938.57

708,938.57

705,766.83

3,171.74

252.35




0.0710

FMAN

8,096.77

8142015
9302022
BRT0EZ7R0

HUNTSMAN INTL LLC SECURED TERM LOAN

 
 
1
3FE
610,065.9

613,131.55

613,131.55

610,151.45

2,980.1

93.24




0.0710

MJSD

2,903.84

3242016
4012023
C4438BAC0

HUSKY INJECTION MOLDING SYS LT SENIOR SE

 
A
2
4FE
375,062.55

373,491.79

376,947.27

375,587.86

(2,096.07
)
142.91




0.0710

MJSD

8,130.04

6262014
6302021
BRSSNVRZ9

HVFII_15-1 ABS_15-1 B

 
 
2
 
2,999,848.2

3,034,155

3,000,000.00

2,999,863.55

34,291.45

(3.93
)


3.52

3.5460

MON
1,760

52,800

4072015
5252021
44891AAE7

HYUNDAI CAPITAL AMERICA SENIOR CORP BND

 
 
 
2FE
9,993,100

10,201,130

10,000,000.00

9,993,735.84

207,394.16

635.84



2.5

2.5240

MS
71,527.77


3142016
3182019
44891AAG2

HYUNDAI CAPITAL AMERICA SENIOR CORP BND

 
 
 
1FE
4,996,450

5,031,255

5,000,000.00

4,996,483.37

34,771.63

33.37



2

2.0240

JJ
5,000


6072016
7012019
452227FG1

ILLINOIS ST SALES TAX REV MUNITAX BND RE

 
 
 
1FE
4,100,000

4,137,884

4,100,000.00

4,100,000

37,884




1.56

1.5600

JD
2,842.67

31,980

9292015
6152017
G4721VAY0

IMPERIAL TOBACCO FIN PLC CORP BND

 
D
 
2FE
705,322.77

592,737.02

400,000.00

679,712.79

(86,975.77
)
(11,672.54
)

(94,617.61
)
6.25

2.2030

DEC
19,175.4


10302015
12042018
BRSMHGLN5

IMS HEALTH INCORPORATED IMS HEALTH INCOR

 
 
2
3FE
4,397,284.3

4,364,816.89

4,406,124.31

4,400,140.53

(35,323.64
)
654.19




0.0390

MJSD

78,088.47

10012015
3172021
454795DQ5

IN HLTH CLARIAN MUNI BND REV

 
 
1
1FE
405,442

395,780.45

365,000.00

386,048.59

9,731.86

(5,585.10
)


5.25

4.9500

MN
3,193.75

9,581.25

4102008
11012024
454795DR3

IN HLTH CLARIAN MUNI BND REV

 
 
1
1FE
381,825.5

379,515.5

350,000.00

366,641.43

12,874.07

(4,388.10
)


5.25

5.0000

MN
3,062.5

9,187.5

4102008
11012025
45505UAH1

INDIANA ST FINANCE AUTHORITY MUNI BND RE

 
 
 
1FE
2,301,800

2,190,080

2,000,000.00

2,174,205.33

15,874.67

(36,556.57
)


5

4.4300

MN
16,666.67

50,000

3202008
11012018
BRSEKNUF1

INEOS US FINANCE LLC SENIOR SEC TERM NOT

 
 
2
3FE
989,968.83

982,525.46

992,449.96

991,465.55

(8,940.09
)
468.59




1.1620

JAJO

13,045.4

10012015
5042018
BRSTTYU57

INEOS US FINANCE LLC SENIOR SECURED TERM

 
 
 
3FE
3,209,045.73

3,153,687.81

3,248,434.91

3,213,226.63

(59,538.82
)
4,247.67




0.2400

MJSD

61,819.16

1292016
12152020
BRSTBTC24

INFILTRATOR SYSTEMS INTEGRATED SENIOR SE

 
 
2
 
461,760.23

462,340.33

464,080.63

462,069.2

271.13

180.42




0.0730

MJSD

12,364.13

5212015
5272022
BRSJFKKC0

INFOR US INC SENIOR SECURED TERM NOTES

 
 
2
4FE
1,009,038.93

978,767.76

1,009,038.93

1,009,038.93

(30,271.17
)





FMAN

19,204.92

5242013
6032020
BRSLNXDD4

INFOR US INC SENIOR SECURED TERM NOTES

 
 
1
4FE
1,374,456.66

1,347,385.71

1,385,782.98

1,378,061.85

(30,676.14
)
998.04




0.1400

MJSD

26,375.05

7312014
6032020
N4R203EJ2

ING BANK NV

 
 
 
1FE
868,563.04

677,328.22

500,000.00

827,132.51

(149,804.29
)
(8,431.80
)

(152,116.03
)
3.875

0.4822

DEC
13,516.38


1022014
20161223
N6088VDF2

ING BANK NV

 
 
 
1FE
1,397,050.51

1,146,774.43

800,000.00

1,344,837.89

(198,063.46
)
(27,619.12
)

(190,120.64
)
 
 
 
6,647.37

102,825.59

6122015
20230529
449786BD3

ING BANK NV SENIOR CORP BND 144A

 
F
 
 
387,336.95

394,015.45

385,000.00

386,978.89

7,036.56

(286.76
)


2.5

2.3350

AO
2,406.25

4,812.5

11132015
10012019
44987CAB4

ING BANK NV SENIOR CORP BND 144A

 
F
 
1FE
3,529,556.1

3,553,286.41

3,535,000.00

3,531,862.5

21,423.91

893.85



1.8

1.8530

MS
18,558.75

31,815

3102015
3162018
44987DAN6

ING BANK NV SENIOR CORP BND EMTN

 
F
 
 
3,249,057.5

3,304,502.5

3,250,000.00

3,249,141.27

55,361.23

83.77



2.3

2.3100

MS
20,556.25


3152016
3222019





44987CAE8

ING BANK NV SUB CORP BND

 
D
1
1FE
2,748,322.5

2,778,551.58

2,750,000.00

2,748,799.11

29,752.47

273.76



6.875

2.5260

MAY
20,984.03

28,187.5

6122015
5292023
45687AAL6

INGERSOLL-RAND GLOBAL HOLDING SENIOR COR

 
 
 
2FE
2,989,816.8

3,061,005.91

2,964,000.00

2,978,703.31

82,302.6

(2,782.37
)


2.875

2.4250

JJ
39,293.58

42,607.5

6162014
1152019
456873AA6

INGERSOLL-RAND LUXEMBOURG FINA SENIOR CO

 
F
1
2FE
1,502,730

1,531,246.26

1,500,000.00

1,501,937.48

29,308.78

(240.45
)


2.625

2.5890

MN
6,562.5

19,687.5

10242014
5012020
458140AQ3

INTEL CORPORATION SENIOR CORP BND

 
 
 
1FE
2,023,096.5

2,102,036.59

2,025,000.00

2,023,430.7

78,605.89

302.26



2.45

2.4700

JJ
20,947.5

72,377.09

9292015
7292020
458140AW0

INTEL CORPORATION SENIOR CORP BND

 
 
1
1FE
4,991,200

5,042,676.15

5,000,000.00

4,991,397.74

51,278.41

197.74



1.7

1.7370

MN
9,916.67


5122016
5192021
4581X0BV9

INTER AMERICAN DEV BK CORP BND

 
F
 
1FE
2,009,980

2,005,700

2,000,000.00

2,002,429.03

3,270.97

(1,698.88
)


1.125

0.9520

MS
6,625

11,250

9162015
3152017
458182DT6

INTER-AMERICAN DEV BANK CORP BND

 
F
 
1
2,050,000

2,045,018.58

2,050,000.00

2,050,000

(4,981.42
)



0.686

0.2860

MJSD
703.21

6,189.06

9052013
9122018
45818WAT3

INTER-AMERICAN DEV BANK CORP BND EMTN

 
F
 
 
5,000,000

4,983,449.95

5,000,000.00

5,000,000

(16,550.05
)



0.637

0.2210

MJSD
972.58

14,821.46

6132014
6202018
459200HC8

INTERNATIONAL BUSINESS MACHINE CORP BND

 
 
 
1FE
2,588,482

2,607,098

2,600,000.00

2,598,580.05

8,517.95

1,432.69



1.25

1.3420

FA
13,090.27

23,210.94

2222012
2062017
459200HE4

INTERNATIONAL BUSINESS MACHINE SENIOR CO

 
 
 
 
248,777.5

254,997.16

250,000.00

249,076.11

5,921.05

155.07



1.875

2.0080

MN
598.96

2,343.75

7142015
5152019
459200HK0

INTERNATIONAL BUSINESS MACHINE SENIOR CO

 
 
 
1FE
1,149,710.1

1,161,936.77

1,155,000.00

1,153,264.1

8,672.67

532.29



1.25

1.3450

FA
5,734.89

7,218.75

2052013
2082018
459200HZ7

INTERNATIONAL BUSINESS MACHINE SENIOR CO

 
 
 
1FE
1,545,272.5

1,556,210.79

1,550,000.00

1,547,459.17

8,751.62

782.85



1.125

1.2290

FA
7,023.44

8,718.75

2032015
2062018
459200JE2

INTERNATIONAL BUSINESS MACHINE SENIOR CO

 
 
 
1FE
4,997,950

5,089,456.55

5,000,000.00

4,998,156.84

91,299.71

206.84



1.8

1.8120

MN
33,000


2162016
5172019
45950VCP9

INTERNATIONAL FINANCE CO CORP BND

 
F
 
 
251,581.68

251,992.44

252,000.00

251,947.65

44.79

69.94



0.625

0.6810

MN
201.25

787.5

11052013
11152016
G4804LAA4

INTRCONT HOTELS LOCAL BND

 
D
 
2FE
1,192,373.75

885,371.18

650,000.00

1,097,281.57

(211,910.39
)
(21,621.34
)

(212,946.85
)
6

1.8820

DEC
29,201.4


4032014
12092016
BRSQUAGJ9

ION MEDIA NETWORKS INC SENIOR SECURED TE

 
 
 
 
2,313,927

2,333,685.58

2,349,348.68

2,316,458.74

17,226.84

3,398.40




0.3110

MJSD

39,860.7

3182016
12182020
46603BAB5

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

 
F
2
 
3,938,672.8

3,888,356.4

4,000,000.00

3,953,411.83

(65,055.43
)
4,162.62



3.083

3.2050

JAJO
25,347.88

58,961.98

10012014
10182025
BRSKL00G7

JBS USA LLC SENIOR SECURED TERM NOTES

 
 
 
3FE
1,164,150

1,169,268.75

1,170,000.00

1,166,460.78

2,807.97

427.71




0.0710

MJSD

22,135.31

9272013
9182020
47787UAD5

JDOT_15-A SENIOR ABS 15-A A3

 
 
2
1FE
2,029,840.93

2,037,392.45

2,030,000.00

2,029,903.45

7,489

20.73



1.32

1.3260

MON
1,190.93

13,398

6012015
6172019
473240EC9

JEFFERSON CNTY MO SCH DIST NO MUNITAX BN

 
 
 
1FE
312,726

304,533

300,000.00

303,552.22

980.78

(2,620.39
)


3

1.3500

MS
3,000

4,500

9212012
3012017
476576HQ9

JERSEY CITY N J MUNITAX BND GO

 
 
 
1FE
2,225,000

2,297,379.25

2,225,000.00

2,225,000

72,379.25




2.525

2.5250

MS
18,727.08

28,090.63

11212014
9012019
24422ERN1

JOHN DEERE CAPITAL CORP SENIOR CORP BND

 
 
 
1FE
2,449,289.5

2,459,775.5

2,450,000.00

2,449,898.56

9,876.94

131.28



1.4

1.4060

MS
10,099.45

41,982.5

2222012
3152017
24422ESF7

JOHN DEERE CAPITAL CORP SENIOR CORP BND

 
 
 
1FE
1,012,020

1,018,984.22

1,000,000.00

1,009,464.5

9,519.72

(2,381.92
)


1.95

1.5550

JD
975

12,864.58

10212015
12132018
24422EST7

JOHN DEERE CAPITAL CORP SENIOR CORP BND

 
 
 
1FE
2,578,710

2,597,269.23

2,580,000.00

2,579,330.75

17,938.48

213.94



1.35

1.3670

JJ
15,963.75

17,415

1132015
1162018
24422ESX8

JOHN DEERE CAPITAL CORP SENIOR CORP BND

 
 
 
1FE
2,399,088

2,426,885.93

2,400,000.00

2,399,376.37

27,509.56

150.15



1.6

1.6130

JJ
17,920

19,093.33

7092015
7132018
24422ETH2

JOHN DEERE CAPITAL CORP SENIOR CORP BND

 
 
 
1FE
1,699,711

1,738,241.96

1,700,000.00

1,699,712.46

38,529.5

1.46



2.65

2.6520

JD
2,627.92


6072016
6102026
478111AA5

JOHNS HOPKINS HEALTH SYSTEM CO SENIOR CO

 
 
 
1FE
244,815

251,976

250,000.00

247,276.41

4,699.59

708.37



1.424

1.4240

MN
454.89

1,780

5012013
5152018
478115AC2

JOHNS HOPKINS UNIVERSITY CORP BND

 
 
 
1FE
1,750,000

1,770,749.75

1,750,000.00

1,750,000

20,749.75




1.477

1.4770

JJ
12,923.75

12,923.75

2102015
7012018
478160AW4

JOHNSON & JOHNSON CORP BND

 
 
 
1FE
122,861.25

133,416.57

125,000.00

124,030.62

9,385.95

107.26



2.95

3.1500

MS
1,229.17

1,843.75

8122010
9012020
478160BL7

JOHNSON & JOHNSON SENIOR CORP BND

 
 
 
1FE
1,718,641.2

1,729,565.95

1,720,000.00

1,719,365.36

10,200.59

265.81



1.125

1.1520

MN
2,150

12,581.25

11182014
11212017
478160BR4

JOHNSON & JOHNSON SENIOR CORP BND

 
 
 
1FE
6,589,209.2

6,610,709.87

6,590,000.00

6,589,295.37

21,414.5

97.92



1.125

1.1290

MS
24,712.5

3,371.25

2252016
3012019
418097AD3

JORDAN (HASHEMITE KINGDOM OF) AGENCY BND

 
F
 
1FE
10,000,000

10,354,460

10,000,000.00

10,000,000

354,460




1.945

1.9450

JD
4,322.23

97,250.01

6232014
6232019
46630JAC3

JP MORGAN CHASE COMMERCIAL MOR CMBS 07-

 
 
2
 
5,910,785.85

5,463,053.91

5,382,425.12

5,511,511.22

(48,457.31
)
(79,270.74
)


5.42

(0.8160
)
MON
24,310.62

146,549.46

4082014
1152049
46644FAE1

JPMBB COMMERCIAL MORTGAGE SECU PAC SENIO

 
 
2
 
4,059,062.5

4,205,960.09

4,000,000.00

4,056,173.42

149,786.67

(2,889.08
)


3.042

2.7830

MON
10,140

27,716

3042016
10152048





46640LAB8

JPMBB COMMERCIAL MORTGAGE SECU SENIOR CM

 
 
2
 
2,209,382.81

2,220,035.96

2,140,000.00

2,169,725.57

50,310.39

(11,257.01
)


3.019

1.9400

MON
5,384.42

32,306.52

9162014
8152046
46642EAY2

JPMBB LCF SENIOR CMBS _14-C21-A5

 
 
2
1FM
2,133,984.38

2,198,459.93

2,000,000.00

2,116,264.82

82,195.11

(6,937.31
)


3.775

2.9200

MON
6,291.33

37,747.98

3112015
8152047
46641WAT4

JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A

 
 
2
 
1,910,646.29

1,935,492.16

1,855,000.00

1,882,217.62

53,274.54

(6,623.63
)


3.046

2.2760

MON
4,707.99

28,247.94

4292014
4152047
46643ABF9

JPMBB_14-C23 SENIOR CMBS 14-C23-ASB

 
 
2
 
5,734,531.25

5,828,397.05

5,350,000.00

5,728,432.61

99,964.44

(6,098.64
)


3.657

2.2940

MON
16,304.13

2,173.89

5242016
9152047
46644FAB7

JPMBB_15-C28 SENIOR CMBS 15-C28 A2

 
 
2
1FM
3,089,994

3,122,671.2

3,000,000.00

3,067,991.79

54,679.41

(9,320.30
)


2.773

2.1070

MON
6,933.25

41,599.5

4022015
10152048
46590JAW7

JPMBB_15-C36 PRELCF SENIOR CMBS_15-C36 A

 
 
2
1FM
3,089,976

3,253,415.7

3,000,000.00

3,084,266.78

169,148.92

(4,303.89
)


3.598

3.2380

MON
8,995.5

53,973

10192015
11152048
46634SAC9

JPMCC_12-C6 SENIOR CMBS 12-C6

 
 
2
1FE
2,161,250

2,162,539.99

2,000,000.00

2,159,818.68

2,721.31

(1,431.32
)


3.507

0.8620

MON
5,845.67

(3,897.1
)
6162016
5152045
46639EAB7

JPMCC_12-LC9 PRELCF SENIOR CMBS_12-LC9-A

 
 
2
 
1,019,633.92

1,023,260.9

1,018,281.52

1,018,167.89

5,093.01

(463.63
)


1.677

1.5970

MON
1,422.96

10,522

10072014
12152047
46641BAB9

JPMCC_13-C16 SENIOR CMBS 13-C16

 
 
2
 
3,354,772.26

3,333,541.53

3,223,652.69

3,292,425.97

41,115.56

(48,984.07
)


3.07

1.8510

MON
8,247.18

87,289.37

10302014
12152046
46642CBE9

JPMCC_14-C20 SENIOR CMBS 14-C20-A2

 
 
2
 
10,321,083.75

10,395,094.8

10,000,000.00

10,248,851.95

146,242.85

(24,678.09
)


2.872

1.8910

MON
23,930

84,153.83

5112016
7152047
46590KAB0

JPMCC_15-JP1 SENIOR CMBS_15-JP1 A2

 
 
2
1FM
1,905,492.6

1,963,273.66

1,850,000.00

1,899,819.22

63,454.44

(5,660.89
)


3.144

2.4760

MON
4,846.7

29,080.2

12152015
1152049
46644RAZ8

JPMCCMSC_15-C29 SENIOR CMBS 15-C29

 
 
2
1FM
2,059,986

2,170,000

2,000,000.00

2,054,270.12

115,729.88

(2,873.39
)


3.611

3.2500

MON
6,018

36,108

6042015
5152048
46590LAR3

JPMDB_16-C2 SUPSEN SENIOR CMBS_16-C2 A2

 
 
2
1FE
999,100

1,010,175.56

970,000.00

998,445.61

11,729.95

(654.39
)


2.662

1.9700

MON
2,151.7

573.78

5042016
6152049
466247E74

JPMMT CMO_06-A1 2A2

 
 
2
NR*Z*
48,564.82

42,129.19

48,526.89

48,540.68

(6,411.49
)
(74.68
)


2.868

2.8270

MON
115.98

741.06

2062008
2252036
46643DAE7

JPMMT_14-OAK4 WHOLE CMO 14-OAK4

 
 
2
 
1,916,012.84

1,942,311.74

1,891,190.96

1,903,855.36

38,456.38

(11,086.82
)


3.5

2.6980

MON
5,515.97

36,890.94

10072014
9252044
48127FAA1

JPMORGAN CHASE & CO CAPSEC CORP BND

 
 
1
2FE
7,726,875

7,458,750

7,800,000.00

7,728,947.01

(270,197.01
)
402.44



5

5.0560

JJ
195,000

180,375

6172016
12312049
46625HJA9

JPMORGAN CHASE & CO CORP BND

 
 
 
1FE
153,240

150,042

150,000.00

150,008.48

33.52

(2,939.78
)


3.15

2.6290

JJ
2,310

36,085

1312012
7052016
46625HJG6

JPMORGAN CHASE & CO CORP BND

 
 
 
1FE
7,239,770

7,296,814.77

7,250,000.00

7,248,302

48,512.77

518.82



1.8

1.8150

JJ
56,550

65,250

11252014
1252018
46625HJF8

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
 
1FE
8,620,000

8,661,978.71

8,620,000.00

8,620,000

41,978.71




1.538

1.2010

JAJO
24,675.4

59,670.39

1172013
1252018
46625HJH4

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
 
1FE
2,609,958

2,686,542.56

2,600,000.00

2,608,721.12

77,821.44

(593.01
)


3.2

3.1430

JJ
36,053.33

41,600

5152015
1252023
46625HJR2

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
 
1FE
1,518,345

1,527,683.03

1,500,000.00

1,512,226.83

15,456.2

(2,301.03
)


2.35

2.0230

JJ
14,981.25

17,625

7132015
1282019
46625HKC3

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
1
1FE
722,172.5

739,976.69

725,000.00

722,517.21

17,459.48

139.74



3.125

3.1710

JJ
9,943.58

16,412.76

2252015
1232025
46625HLW8

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
1
1FE
4,243,656

4,326,253.14

4,200,000.00

4,239,639.84

86,613.3

(2,155.63
)


2.75

2.4900

JD
2,566.67

46,872.22

6162016
6232020
46625HNX4

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
1
1FE
299,691

306,128.18

300,000.00

299,730.32

6,397.86

29.13



2.55

2.5720

AO
1,317.5

3,825

10222015
10292020
46625HQJ2

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
1
1FE
798,320

815,474.12

800,000.00

798,414.73

17,059.39

106.96



2.55

2.5950

MS
6,800

548.96

3152016
3012021
46625HQU7

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
1
1FE
7,295,328

7,338,472.68

7,300,000.00

7,295,740.93

42,731.75

412.93



1.85

1.8720

MS
36,763.62


3182016
3222019
46625HRU6

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
1
1FE
5,000,000

4,987,699.9

5,000,000.00

5,000,000

(12,300.1
)



1.782

1.7820

MJSD
5,940.5


5312016
6072021
48126EAA5

JPMORGAN CHASE & CO SENIOR CORP BND

 
 
 
1FE
1,521,435

1,515,147

1,500,000.00

1,507,286.59

7,860.41

(3,030.17
)


2

1.5620

FA
11,333.33

39,222.22

4012014
8152017
46623EKD0

JPMORGAN CHASE & CO SENIOR CORP BND MTN

 
 
1
1FE
501,405

502,404.44

500,000.00

500,842.92

1,561.52

(1,317.62
)


1.7

1.5920

MS
2,455.55

32,961.11

5222015
3012018
46625HJQ4

JPMORGAN CHASE & CO SUB CORP BND

 
 
1
3FE
3,187,500

3,292,500

3,000,000.00

3,162,582.52

129,917.48

(8,406.25
)


6.75

5.8550

FA
84,375.01

101,250

12112014
12312049
46625HJY7

JPMORGAN CHASE & CO SUB CORP BND

 
 
 
2FE
3,148,383.75

3,284,370.38

3,165,000.00

3,150,929.03

133,441.35

717.04



3.875

3.9390

MS
37,815.16

61,321.88

9032014
9102024
BRS2RYU09

JPMORGAN CHASE BANK NA SUB CORP BND

 
O
 
1FE
671,083.33

539,531.36

400,000.00

633,859.86

(94,328.5
)
(13,836.88
)

(94,167.58
)
5.375

1.4880

SEP
21,752.22

9,985.63

12042014
9282016
BRSZLU5D0

KAR AUCTION SERVICES INC SENIOR SECURED

 
 
1
3FE
296,257.51

300,372.2

299,250.01

296,375.79

3,996.41

125.78




0.1420

MJSD

3,540.29

3042016
3092023
487836BF4

KELLOGG COMPANY CORP BND

 
 
 
2FE
253,590

250,790

250,000.00

250,642.87

147.13

(844.91
)


1.875

1.8970

MN
572.92

2,343.75

11142011
11172016





487836BH0

KELLOGG COMPANY SENIOR CORP BND

 
 
 
2FE
3,027,000

3,014,129.7

3,000,000.00

3,009,121.89

5,007.81

(5,134.75
)


1.75

1.8290

MN
6,416.66

26,250

5152012
5172017
491674BE6

KENTUCKY UTILITIES COMPANY CORP BND

 
 
1
1FE
783,795

798,270.89

750,000.00

777,945.82

20,325.07

(3,243.58
)


3.25

2.2870

MN
4,062.5

12,187.5

9292015
11012020
49327M2F0

KEY BANK NATIONAL ASSOCIATION SENIOR COR

 
 
 
1FE
499,780

511,924.02

500,000.00

499,850.2

12,073.82

20.51



2.5

2.5090

JD
555.56

6,250

11182014
12152019
BRSP750D8

KEY SAFETY SYSTEMS INC SENIOR SECURED TE

 
 
2
 
1,175,640.88

1,174,748.52

1,179,664.18

1,176,590.44

(1,841.92
)
597.20




0.0500

MJSD

36,671.44

8132015
8292021
BRT1YUAX0

KFC HOLDING CO/PIZZA HUT HOLDI SENIOR SE

 
 
1
3FE
1,761,685.55

1,772,751.41

1,770,538.24

1,761,685.55

11,065.86





0.0730

MJSD


6022016
6162023
494074AE7

KILIMANJARO RE LIMITED CORP BND 144A

 
F
 
3
17,253,000

17,590,655.29

17,300,000.00

17,263,340.86

327,314.43

5,465.90



0.543

3.8620

JAJO
179,870.9

621,019.91

6022015
11252019
494074AF4

KILIMANJARO RE LIMITED CORP BND 144A

 
F
 
 
500,000

508,615

500,000.00

500,000

8,615




9.25

9.5460

JAJO
11,305.56

15,750.14

11102015
12062019
494074AG2

KILIMANJARO RE LIMITED CORP BND 144A

 
F
 
 
500,000

507,730

500,000.00

500,000

7,730




6.75

6.9940

JAJO
8,250

11,519.33

11102015
12062019
494368BT9

KIMBERLY-CLARK CORPORATION SENIOR CORP B

 
 
 
1FE
2,749,835

2,781,598.18

2,750,000.00

2,749,852.86

31,745.32

17.86



1.4

1.4020

FA
13,795.83


2172016
2152019
494550AY2

KINDER MORGAN ENERGY PARTNERS CORP BND

 
 
 
2FE
1,100,800

1,053,796.62

1,000,000.00

1,061,236.83

(7,440.21
)
(18,401.28
)


5.95

2.0930

FA
22,477.78

29,750

5282015
2152018
494550BM7

KINDER MORGAN ENERGY PARTNERS SENIOR COR

 
 
1
2FE
994,820

974,253.62

1,000,000.00

995,603.82

(21,350.2
)
291.64



3.45

3.5250

FA
13,033.34

17,250

2242015
2152023
28336LBR9

KINDER MORGAN HOLDCO LLC CORP BND

 
 
 
2FE
2,428,386.4

2,305,850

2,140,000.00

2,306,206.12

(356.12
)
(41,549.11
)


7.25

3.0510

JD
12,929.17

77,575

2242016
6012018
49456BAD3

KINDER MORGAN HOLDCO LLC SENIOR CORP BND

 
 
 
2FE
2,582,053.1

2,567,392.61

2,585,000.00

2,583,593.14

(16,200.53
)
483.94



2

2.0390

JD
4,308.33

25,850

9292015
12012017
BRSM103T4

KINETIC CONCEPTS INC / KCI USA SENIOR SE

 
 
2
3FE
2,864,537.45

2,872,235.43

2,885,633.43

2,868,414.2

3,821.23

3,595.80




0.3200

JAJO

42,952.24

4142016
5042018
496026KV6

KINGS LOC SCH DIST OHIO MUNITAX BND GO

 
 
 
1FE
1,250,394.5

1,243,987

1,165,000.00

1,215,354.33

28,632.67

(10,072.41
)


3.75

1.6610

JD
3,640.63

21,843.75

2212013
12012018
482485AC3

KKR_13-2A ABS 13-2A 144A

 
F
2
1FE
1,516,800

1,542,730.72

1,600,000.00

1,537,437.22

5,293.5

5,922.81



2.438

3.3320

JAJO
7,260.12

18,623.74

10162014
1232026
BRSSW6XL8

KLOCKNER PENTAPLAST OF AMERICA SENIOR SE

 
 
2
4FE
357,209.71

358,104.98

358,104.98

357,412.26

692.72

94.10




0.0500

JAJO

9,086.39

4232015
4282020
50048MBM1

KOMMUNALBANKEN AS CORP BND 144A

 
F
 
 
398,900

399,701.2

400,000.00

399,856.01

(154.81
)
184.21



0.75

0.8430

MN
333.33

1,500

11132013
11212016
50048MAT7

KOMMUNALBANKEN AS SENIOR GOVT BND

 
F
 
 
1,096,205

1,102,838

1,100,000.00

1,099,042.87

3,795.13

381.37



1

1.0710

MS
2,902.78

5,500

9192012
9262017
BRSYEDRW3

KOMMUNEKREDIT SENIOR CORP BND

 
F
 
 
5,631,863.5

5,684,239.17

5,650,000.00

5,634,594.27

49,644.9

2,730.77



1.5

1.6040

JAN
39,079.17


1062016
1152019
BRSSWB4N5

KP GERMANY ERSTE GMBH SENIOR SECURED TER

 
F
2
 
152,653.72

153,036.3

153,036.30

152,740.28

296.02

40.22




0.0500

JAJO

3,883.07

4232015
4282020
50076QAY2

KRAFT FOODS GROUP INC CORP BND

 
 
 
2FE
2,371,165.54

2,397,011.98

2,375,000.00

2,374,161.82

22,850.16

543.49



2.25

1.3960

JD
3,859.38

35,156.25

1162013
6052017
50076QAU0

KRAFT FOODS GROUP INC SENIOR CORP BND

 
 
 
2FE
2,490,030

2,524,314.38

2,250,000.00

2,472,764.23

51,550.15

(17,265.77
)


5.375

2.4890

FA
47,367.19

(11,757.82
)
3102016
2102020
50076QAX4

KRAFT FOODS GROUP INC SENIOR CORP BND

 
 
 
2FE
829,047.5

823,054.17

750,000.00

813,460.63

9,593.54

(11,067.19
)


6.125

2.0710

FA
16,333.33

6,720.49

3012016
8232018
D3S97E4M2

KREDITANSTALT FUER WIEDERAUFBA

 
 
 
1FE
1,448,463.65

1,362,883.78

1,000,000.00

1,448,130.07

(85,246.29
)
(373.82
)

(104,902.01
)
1.125

3.4822

DEC
7,848.22

(5,333.62
)
4222016
20191223
D40859GT7

KREDITANSTALT FUER WIEDERAUFBA CORP BND

 
D
 
1FE
3,325,845.87

2,472,330.57

1,750,000.00

2,932,362.54

(460,031.97
)
(61,698.53
)

(472,089.11
)
5.625

1.0750

AUG
111,852.57


11132013
8252017
500769FG4

KREDITANSTALT FUER WIEDERAUFBA SENIOR CO

 
F
 
1FE
6,859,842

6,912,558

6,900,000.00

6,888,705.25

23,852.75

4,715.82



0.875

1.0150

MS
19,454.17

30,187.5

12052014
9052017
500769GL2

KREDITANSTALT FUER WIEDERAUFBA SENIOR CO

 
F
 
1FE
15,732,560.26

15,798,513.94

15,742,000.00

15,737,508.21

61,005.73

1,412.60



1

1.0180

JJ
67,778.05

78,710

10012015
1262018
500769GS7

KREDITANSTALT FUER WIEDERAUFBA SENIOR CO

 
F
 
 
7,577,771

7,649,703.39

7,600,000.00

7,583,797.45

65,905.94

3,803.10



1.125

1.2280

FA
34,437.51

47,737.51

9162015
8062018
500769GV0

KREDITANSTALT FUER WIEDERAUFBA SENIOR CO

 
F
 
 
7,880,171

8,024,345.21

7,900,000.00

7,883,153.43

141,191.78

2,982.43



1.5

1.5840

FA
55,629.17


1052016
2062019
48274LAD3

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

 
F
2
1FE
729,375

671,084.1

750,000.00

733,007.54

(61,923.44
)
1,391.51



3.526

4.0040

FMAN
3,379.18

12,848.03

3132015
5152026
48274MAD1

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

 
F
1
1FE
476,250

481,289.65

500,000.00

480,484.27

805.38

1,530.15



3.628

4.4390

JAJO
3,880.32

8,820.67

1262015
7152026
491552ZL2

KY ST TPK AUTH ECONOMIC MUNI BND REV

 
 
1
1FE
2,344,460

2,474,180

2,000,000.00

2,282,027.94

192,152.06

(18,142.35
)


5

4.2120

JJ
50,000

50,000

9132013
7012028
502413BC0

L-3 COMMUNICATIONS CORP SENIOR CORP BND

 
 
 
2FE
4,369,600.73

4,386,929.4

4,385,000.00

4,379,229.2

7,700.2

3,133.61



1.5

1.6470

MN
6,029.38

32,887.5

1052015
5282017





BRSMB8NV9

LA QUINTA INTERMEDIATE HOLDING SENIOR SE

 
 
2
4FE
721,931.53

728,477.55

748,115.58

724,017.32

4,460.23

2,151.74




0.6750

FMAN

5,934.75

1202016
4142021
50540RAR3

LABORATORY CORP OF AMER HLDGS SENIOR COR

 
 
 
2FE
2,147,592

2,187,632.22

2,150,000.00

2,148,243.44

39,388.78

231.68



2.625

2.6490

FA
23,515.63

28,218.75

12232015
2012020
50585LAC5

LAETERE RE LTD CD CASH 144A

 
F
 
1
206,250

206,250

250,000.00

209,310.67

(3,060.67
)
3,060.67




20.5830

MON


5262016
6062017
50585LAA9

LAETERE RE LTD CORP BND 144A

 
F
 
 
235,000

236,412.5

250,000.00

236,234.82

177.68

1,234.82




6.1800

N/A


5262016
6062017
50585LAB7

LAETERE RE LTD CORP BND 144A

 
F
 
 
226,250

228,117.5

250,000.00

228,170.99

(53.49
)
1,920.99




10.0630

N/A


5262016
6062017
BRSRYHP25

LAZER SPOT INC SENIOR SECURED REVOLVE NO

 
 
 
 
132,125.68

130,143.79

132,125.68

132,125.68

(1,981.89
)





FMAN

1,454.45

4202016
2092021
BRSRYF745

LAZER SPOT INC SENIOR SECURED TERM NOTES

 
 
 
 
2,907,989.01

2,864,369.17

2,907,989.01

2,907,989.01

(43,619.84
)





FMAN

83,173.39

2242015
2092021
BRSVAW935

LAZER SPOT MERGER SUB, INC SENIOR SECURE

 
 
 
 
97,042.84

95,587.2

97,042.84

97,042.84

(1,455.64
)





MJSD

1,700.95

11022015
2092021
52109RBM2

LBUBS CMBS 07-C7

 
 
2
 
8,620,237.02

7,985,372.25

7,632,520.74

7,982,031.23

3,341.02

(149,010.93
)


5.866

(1.5360
)
MON
24,873.52

229,105.02

6022014
9152045
BRSY6N033

LDISCOVERY LLC SECURED TERM LOAN

 
 
 
 
2,654,637.09

2,634,727.31

2,654,637.09

2,654,637.09

(19,909.78
)





MJSD

77,805.78

12222015
12212021
52349HAM5

LEE CNTY FLA HSG FIN AUTH SING MUNITAX B

 
 
1
1FE
120,434.4

120,465.6

120,000.00

120,000

465.6




7.02

7.0200

JD
702

5,265

6152001
12012017
52349HAN3

LEE CNTY FLA HSG FIN AUTH SING MUNITAX B

 
 
1
1FE
190,524.4

190,651.7

190,000.00

190,000

651.7




7.27

7.2700

JD
1,151.08

6,906.5

6152001
12012021
G54404AK7

LEGAL & GEN GRP PLC CAPSEC CORP BND

 
D
1
2FE
1,611,530.25

1,343,390.42

1,000,000.00

1,548,982.35

(205,591.93
)
(21,905.01
)

(178,941.59
)
6.385

3.3440

MN
13,988.69

49,250.7

1162015
12312049
854403AC6

LELAND STANFORD JR UNIV CALIF MUNI BND R

 
 
 
1FE
4,157,579

4,080,571.39

3,700,000.00

3,987,973.43

92,597.96

(49,038.64
)


4.75

1.9150

MN
29,291.67

87,875

9302014
5012019
BRSLAZMP6

LESLIES POOLMART, INC. SENIOR SECURED TE

 
 
2
4FE
2,237,743.79

2,227,128.47

2,245,843.08

2,241,298.14

(14,169.67
)
703.04




0.0610

MJSD

48,316.93

12022013
10162019
BRSK5UM00

LEVEL 3 FINANCING INC SENIOR SECURED TER

 
 
2
3FE
962,682.64

968,181.25

970,000.00

965,699.72

2,481.53

693.28




0.1420

MJSD

19,638.45

4302014
8012019
BRSHY9H24

LINDE AG SENIOR CORP BND EMTN

 
F
 
 
2,990,820

3,022,980.18

3,000,000.00

2,996,620.27

26,359.91

919.60



1.5

1.5580

APR
9,125

45,000

4102013
4182018
BRSK7RBA5

LIVE NATION ENTERTAINMENT INC SENIOR SEC

 
 
2
3FE
1,498,714.04

1,494,499.66

1,498,714.04

1,498,714.04

(4,214.38
)





FMAN

26,621.17

8262013
8172020
G4S15PP89

LLOYDS BANK PLC

 
 
 
3FE
1,145,701.13

868,982.29

630,000.00

1,025,150.68

(156,168.39
)
(39,020.76
)

(152,298.59
)
10.75

0.4630

DEC
48,977.83


12042014
20211216
50208XAA0

LMC_15-CRE1 SENIOR CMBS 15-CRE1 A 144A

 
 
2
 
4,000,000

3,925,527.2

4,000,000.00

4,000,000

(74,472.8
)



2.202

2.2120

MON
2,202.05

44,138.81

1282015
2222032
539830BF5

LOCKHEED MARTIN CORPORATION SENIOR CORP

 
 
1
2FE
2,996,095.2

3,006,264.02

2,920,000.00

2,995,170.47

11,093.55

(924.73
)


2.5

1.8740

MN
44,205.55

(3,447.22
)
6072016
11232020
539830BJ7

LOCKHEED MARTIN CORPORATION SENIOR CORP

 
 
 
2FE
109,811.9

111,442.85

110,000.00

109,849.06

1,593.79

212.78



1.85

1.9090

MN
214.81

26,107.63

11162015
11232018
G29330DW7

LONDON POWER NETWORKS PLC LOCAL BND

 
D
 
2FE
1,317,715.93

1,044,312.84

770,000.00

1,236,411.34

(192,098.5
)
(26,335.04
)

(191,858.1
)
5.375

1.2520

NOV
35,221.72

7,200.48

11272014
11112016
542799AC5

LONGPOINT RE III LTD CORP BND 144A

 
F
1
 
1,750,000

1,768,917.5

1,750,000.00

1,750,000

18,917.5




3.75


FMAN
8,203.13

34,492.41

5072015
5232018
BRSSM4ZS7

LONGVIEW POWER SENIOR SECURED TERM NOTES

 
 
2
4FE
1,140,480

1,002,240

1,152,000.00

1,142,771.59

(140,531.59
)
1,008.58




0.1660

MJSD

41,828.04

4082015
4132021
546398PF9

LOUISIANA PUB FACS AUTH REV MUNI BND REV

 
 
1
1FE
1,443,685.5

1,397,817.9

1,395,000.00

1,395,000

2,817.9

(14,161.38
)


5

4.1320

JJ
34,875

34,875

10202006
7012018
546415S50

LOUISIANA STATE OF MUNITAX BND GO

 
 
 
1FE
4,779,355

4,793,225

4,750,000.00

4,766,219.02

27,005.98

(5,039.56
)


1.5

1.2820

FA
29,687.5

35,625

3042015
2012018
BRSXC27R4

LPL HOLDINGS INC TL SENIOR SECURED TERM

 
 
 
3FE
1,973,893.6

1,976,324.88

1,986,256.16

1,974,909.4

1,415.48

911.06




0.0880

MJSD

28,889.1

4292016
11212022
54910DAA5

LSTRZ_15-6 WHOLE CMO 15-6 A 144A

 
 
2
 
827,609.27

819,064.42

835,780.02

829,538.82

(10,474.4
)
1,479.73



2.457

2.9110

MON
1,711.02

10,642.39

5202015
5012020
502441AA6

LVMH MOET HENNESSY LOUIS VUITT SENIOR CO

 
F
 
 
3,041,246.5

3,063,025.35

3,050,000.00

3,048,199.9

14,825.45

888.83



1.625

1.6850

JD
275.34

24,781.26

6262012
6292017
54008PAA1

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

 
F
2
1FE
483,736.15

481,940.17

485,191.73

484,361.07

(2,420.9
)
181.02



2.008

2.1090

JAJO
1,813.31

4,649.22

12302014
1252024
575718AC5

MA INSTITUTE OF TECH CORP BND

 
 
 
1FE
1,018,330

1,030,730

1,000,000.00

1,011,892.44

18,837.56

(1,925.93
)


2.051

1.6430

JJ
10,255

10,255

10212014
7012019
BRSJFJJX9

MACDERMID INCORPORATED SENIOR SECURED TE

 
 
2
4FE
1,919,596.17

1,894,655.85

1,925,136.54

1,921,782.77

(27,126.92
)
439.90




0.0440

FMAN

53,736.43

8042014
6072020
55608PAA2

MACQUARIE BANK LTD CORP BND 144A

 
F
 
1FE
5,996,040

6,136,980

6,000,000.00

5,999,435.35

137,544.65

426.45



5

5.0110

FA
107,500

150,000

9292015
2222017





56040PAT5

MAINE EDL LN AUTH MUNI BND REV

 
 
 
1FE
2,484,643.7

2,422,961.9

2,230,000.00

2,381,024.18

41,937.72

(29,914.15
)


5.5

5.5000

JD
10,220.84

61,325

9032014
12012018
560427KM7

MAINE HEALTH & HIGHER EDL FACS MUNI BND

 
 
1
1FE
155,637.05

155,643.25

155,000.00

154,999.48

643.77

(0.18
)


5.25

5.2610

JJ
4,068.75

4,068.75

7312010
7012021
562013AA0

MANATEE RE LTD CORP BND 144A

 
F
 
 
680,000

676,144.4

680,000.00

680,000

(3,855.6
)



5.087


MJSD
192.16

17,525.87

3232015
12222017
563469TZ8

MANITOBA PROVINCE OF CORP BND

 
A
 
1FE
2,977,080

3,017,940

3,000,000.00

2,982,014.6

35,925.4

4,582.52



1.125

1.4430

JD
2,812.5

16,875

12152015
6012018
563469TV7

MANITOBA PROVINCE OF UNSEC CORP BND

 
A
 
1FE
3,009,090

3,057,870.03

3,000,000.00

3,008,347.43

49,522.6

(742.57
)


1.75

1.6520

MN
4,520.83

10,062.5

3162016
5302019
55279HAF7

MANUFACTURERS AND TRADERS TRUS SENIOR CO

 
 
1
1FE
7,797,036

7,819,648.2

7,800,000.00

7,798,932.7

20,715.5

494.55



1.4

1.4130

JJ
47,320.01

54,600

7222014
7252017
55279HAJ9

MANUFACTURERS AND TRADERS TRUS SENIOR CO

 
 
1
1FE
246,135

252,841.63

250,000.00

246,527.22

6,314.41

392.22



2.1

2.5060

FA
2,114.58

131.25

1222016
2062020
BRSX2BJ50

MARCO INC SENIOR SECURED TERM LOAN

 
 
 
 
3,659,591.2

3,632,144.27

3,659,591.20

3,659,591.2

(27,446.93
)





MJSD

88,408.02

10302015
10292021
BRSX2BJB7

MARCO INC SENIOR SECURED TERM LOAN

 
 
 
 
40,764.03

40,458.3

40,764.03

40,764.03

(305.73
)





MJSD

2,748.68

6212016
10302020
BRSX2BJ84

MARCO INC SENIOR SECURED TERM NOTES

 
 
 
 
397,449.33

394,468.46

397,449.33

397,449.33

(2,980.87
)





MJSD

5,054.4

5192016
10302020
570850KA4

MARLBORO TWP N J BRD ED MUNITAX BND GO

 
 
 
1FE
1,492,545

1,516,320

1,500,000.00

1,495,940.55

20,379.45

974.24



1.526

1.5260

JJ
10,554.83

11,445

3062013
7152018
571903AR4

MARRIOTT INTERNATIONAL INC SENIOR CORP B

 
 
1
2FE
3,689,698.35

3,730,571.95

3,705,000.00

3,689,823.38

40,748.57

125.03



2.3

2.3790

JJ
4,970.88


6072016
1152022
574218A86

MARYLAND ST HEALTH & HIGHER ED MUNITAX B

 
 
 
1FE
400,000

412,108

400,000.00

400,000

12,108




2.079

2.0790

JJ
4,158

1,593.9

10092015
7012021
575831CJ9

MASSACHUSETTS ST COLLEGE BLDG MUNI BND R

 
 
1
1FE
1,103,611.6

1,143,496.9

910,000.00

1,097,295.46

46,201.44

(6,316.14
)


5

2.4000

MN
15,925

(758.33
)
2252016
5012031
57586NWY3

MASSACHUSETTS ST HSG FIN AGY MUNITAX BND

 
 
1
1FE
1,395,000

1,396,353.15

1,395,000.00

1,395,000

1,353.15




1.85

1.8500

JD
2,150.63

13,582.09

3182015
6012018
57587ABR8

MASSACHUSETTS ST HSG FIN AGY MUNITAX BND

 
 
 
1FE
497,465

518,815

500,000.00

498,291.5

20,523.5

235.74



2.608

2.6080

JD
1,086.67

6,520

2262014
12012019
576049CK4

MASSACHUSETTS ST WTR RES AUTH MUNI BND R

 
 
2
1FE
1,970,647.7

1,853,986.3

1,735,000.00

1,888,873.94

(34,887.64
)
(23,826.42
)


6.5

4.8800

JJ
52,001.81

56,387.5

10292008
7152019
55274QAD7

MASTR_06-2 RMBS_06-2-1A4

 
 
2
1FM
629,629.42

610,511.11

652,492.76

629,629.42

(19,118.31
)
(6,180.24
)


6

10.3910

MON
3,262.46

20,644.9

12312009
6252036
BRSJD2Z02

MCC IOWA LLC SENIOR SECURED TERM LOAN

 
 
2
3FE
3,124,235.34

3,107,639.4

3,124,235.34

3,124,235.34

(16,595.94
)




0.0360

FMAN

57,288.48

10012015
1292021
58013MEE0

MCDONALDS CORP CORP BND

 
 
 
2FE
2,575,032

2,564,577.38

2,400,000.00

2,533,276.12

31,301.26

(43,962.71
)


5.35

1.9500

MS
42,800

79,952.78

12152015
3012018
58013MEW0

MCDONALDS CORP SENIOR CORP BND

 
 
 
2FE
1,325,598.75

1,351,850.48

1,325,000.00

1,325,488.71

26,361.77

(97.69
)


2.1

2.0840

JD
1,855

13,757.92

12032015
12072018
58013MEX8

MCDONALDS CORP SENIOR CORP BND

 
 
1
2FE
658,779

687,142.22

660,000.00

658,907.6

28,234.62

207.03



2.75

2.7900

JD
1,109.17

18,799.31

12022015
12092020
58013MET7

MCDONALDS CORP SENIOR CORP BND MTN

 
 
1
2FE
407,780

408,634.25

400,000.00

407,737.14

897.11

(42.86
)


2.2

1.6740

MN
855.56

(660
)
6202016
5262020
55279EAE7

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

 
 
2
1FE
249,750

233,972.05

250,000.00

249,812

(15,839.95
)
26.50



4.184

4.2270

JAJO
2,092.18

5,108.29

5192015
4202023
580645AM1

MCGRAW-HILL COMPANIES INC (THE SR CORP B

 
 
 
2FE
69,926.84

71,320.98

70,000.00

69,942.1

1,378.88

14.00



2.5

2.3310

FA
661.11

860.42

12182015
8152018
BRT195N68

MCGRAW-HILL GLOBAL EDUCATION H SENIOR SE

 
 
1
4FE
1,386,222.9

1,389,705.88

1,393,188.85

1,386,385.17

3,320.71

162.27




0.0830

MJSD

55.52

5022016
5042022
56577AAC6

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

 
F
2
1FE
3,976,000

3,906,050.8

4,000,000.00

3,981,136.31

(75,085.51
)
1,522.53



3.284

3.3910

JAJO
23,355.38

63,466.66

10302014
10282025
585055BS4

MEDTRONIC INC MEDTRONIC INC

 
 
 
1FE
777,493.21

817,879.83

750,000.00

775,408.14

42,471.69

(1,257.54
)


3.5

3.5740

MS
7,729.17

13,125

9022015
3152025
585055BA3

MEDTRONIC INC SENIOR CORP BND

 
 
 
1FE
3,444,825

3,463,889.57

3,450,000.00

3,448,152.2

15,737.37

516.57



1.375

1.4060

AO
11,859.39

23,718.75

3192013
4012018
585055BB1

MEDTRONIC INC SENIOR CORP BND

 
 
 
1FE
2,996,910

2,999,520

3,000,000.00

2,999,316.75

203.25

516.01



0.875

0.9100

FA
9,041.67

13,125

2202014
2272017
585055BG0

MEDTRONIC INC SENIOR CORP BND

 
 
 
1FE
11,307,550.95

11,404,948.49

11,035,000.00

11,291,266.21

113,682.28

(16,284.74
)


2.5

1.8480

MS
81,229.85

(8,460.06
)
5042016
3152020
585055BR6

MEDTRONIC INC SENIOR CORP BND

 
 
 
1FE
519,650

531,268.05

500,000.00

518,776.16

12,491.89

(873.84
)


3.15

2.4410

MS
4,637.5

(131.25
)
3152016
3152022
58933YAG0

MERCK & CO INC SENIOR CORP BND

 
 
 
1FE
5,236,908.45

5,296,876.57

5,255,000.00

5,246,794.95

50,081.62

2,138.08



1.3

1.3540

MN
8,159.85

34,157.5

7172015
5182018
58933YAS4

MERCK & CO INC SENIOR CORP BND

 
 
 
1FE
1,592,567.45

1,628,941.83

1,595,000.00

1,593,187.54

35,754.29

240.92



1.85

1.8830

FA
11,557.11

14,753.75

5122015
2102020





59012UAA3

MERNA REINSURANCE LTD CORP BND 144A

 
F
 
 
4,750,000

4,738,172.5

4,750,000.00

4,750,000

(11,827.5
)



2.26

2.0250

MJSD
298.19

51,810.19

3162015
4092018
59022CCS0

MERRILL LYNCH & CO. INC. CORP BND

 
 
 
2FE
1,943,287.5

1,809,797.5

1,750,000.00

1,807,987.31

1,810.19

(34,149.83
)


5.7

1.6940

MN
16,347.92

49,875

6262014
5022017
59163PHV8

METRO ORE MUNI BND GO

 
 
 
1FE
366,863.25

365,563.25

325,000.00

363,381.56

2,181.69

(3,481.69
)


5

0.8900

JD
4,378.47


3142016
6012019
59261EAE9

METROPOLITAN TRANS AUTH N Y MUNITAX BND

 
 
 
1FE
16,629,940

17,011,689.35

16,645,000.00

16,635,357.95

376,331.4

1,554.39



1.848

1.8680

JJ
153,799.8

153,799.8

9232014
7012019
BRT0NP404

MGM RESORTS INTERNATIONAL SENIOR SECURED

 
 
2
3FE
870,630.47

873,903.52

872,812.50

870,686.17

3,217.35

61.17





MJSD

6,250

0
12202019
62405QAJ2

MHAWK_13-1A ABS_13-1A C

 
F
2
1FE
1,203,125

1,187,093.13

1,250,000.00

1,214,317.89

(27,224.76
)
4,122.78



3.354

4.1560

JAJO
8,385.88

20,267.49

2112015
1202024
59334DHN7

MIAMI DADE CNTY FLA MUNI BND REV

 
 
1
1FE
1,146,570

1,226,550

1,000,000.00

1,121,149.3

105,400.7

(7,354.56
)


5

4.2000

AO
12,500

25,000

9172013
10012028
BRSH5BNL2

MICHAELS STORES INC SENIOR SECURED TERM

 
 
2
3FE
3,008,454.04

2,997,172.33

3,008,454.04

3,008,454.04

(11,281.71
)




0.0030

JAJO

105,985.7

10012015
1282020
BRSNLD7H4

MICHAELS STORES INC SENIOR SECURED TERM

 
 
2
3FE
428,753.79

430,280.09

430,908.35

429,518.92

761.17

203.08




0.0890

MJSD

10,318.28

6062014
1282020
594615DN3

MICHIGAN ST BLDG AUTH MUNI BND REV

 
 
 
1Z
415,003.58

404,019.8

380,000.00

403,300.07

719.73

(8,949.36
)


5.5

0.5940

AO
4,412.22

10,450

10302015
10152017
594615DS2

MICHIGAN ST BLDG AUTH MUNI BND REV

 
 
 
1FE
2,854,055.07

2,779,689

2,620,000.00

2,775,864.19

3,824.81

(59,794.61
)


5.5

0.7300

AO
30,421.11

72,050

10302015
10152017
5946103D7

MICHIGAN STATE OF MUNI BND GO

 
 
1
1FE
2,308,400

2,212,920

2,000,000.00

2,178,248.53

34,671.47

(37,324.69
)


5.25

5.1600

MN
17,500

52,500

10292008
11012022
5946106P7

MICHIGAN STATE OF MUNI BND GO

 
 
 
1FE
1,652,295

1,640,535

1,500,000.00

1,612,885.76

27,649.24

(16,340.81
)


3.99

1.6600

MN
9,975

29,925

4142015
11012019
BRT0XFLS5

MICRON TECHNOLOGY INC SENIOR SECURED TER

 
 
1
2FE
145,384.62

147,526.18

146,853.15

145,418.21

2,107.97

33.59




0.1660

MJSD

499.14

4152016
4262022
BRSY0Y6K1

MICROSEMI CORPORATION SECURED TERM NOTES

 
 
1
3FE
985,409.89

1,023,929.26

1,015,886.49

987,272.85

36,656.41

41,428.56




0.4310

MJSD

69,229.48

12172015
1152023
594918AS3

MICROSOFT CORP SENIOR CORP BND

 
 
 
1FE
2,093,680.15

2,098,730.73

2,095,000.00

2,094,507.81

4,222.92

132.14



1

1.0130

MN
3,491.67

10,475

4252013
5012018
594918AV6

MICROSOFT CORP SENIOR CORP BND

 
 
 
1FE
646,249.5

660,488.91

650,000.00

648,135.45

12,353.46

371.71



1.625

1.7460

JD
733.51

5,281.25

12032013
12062018
594918BA1

MICROSOFT CORP SENIOR CORP BND

 
 
1
1FE
2,099,307

2,166,097.32

2,100,000.00

2,099,444.19

66,653.13

45.90



2.375

2.3800

FA
19,257.29

24,937.5

3032015
2122022
594918BF0

MICROSOFT CORP SENIOR CORP BND

 
 
 
1FE
3,301,848

3,328,809.3

3,300,000.00

3,301,447.08

27,362.22

(224.17
)


1.3

1.2810

MN
6,911.67

45,819.94

10302015
11032018
595620AJ4

MIDAMERICAN ENERGY CO SECURED CORP BND

 
 
1
1FE
839,529.6

866,929.13

840,000.00

839,759.71

27,169.42

42.44



2.4

2.4110

MS
5,936

10,080

9122013
3152019
BRSKQD5K0

MISSION BROADCASTING INC. SECURED TERM L

 
 
2
 
1,418,444.19

1,415,784.61

1,418,444.19

1,418,444.19

(2,659.58
)





MJSD

26,995.02

12172013
10012020
60636YGX3

MISSOURI ST HSG DEV COMMN MUNITAX BND RE

 
 
 
1FE
351,792

352,408

350,000.00

350,658.89

1,749.11

(326.35
)


1.45

1.4500

JJ
2,537.5

2,537.5

10172012
7012017
60636YGY1

MISSOURI ST HSG DEV COMMN MUNITAX BND RE

 
 
 
1FE
552,601.5

555,236

550,000.00

551,218.02

4,017.98

(399.78
)


1.7

1.7000

JJ
4,675

4,675

10172012
1012018
606822AA2

MITSUBISHI TOKYO FINANCIAL GRP SENIOR CO

 
F
 
1FE
1,646,568

1,709,405.4

1,650,000.00

1,646,780.64

62,624.76

258.64



2.95

2.9950

MS
16,225

3,568.68

2232016
3012021
BRT2F0QU4

MKS INSTRUMENTS, INC. SENIOR SECURED TER

 
 
1
3
888,324.97

896,820.79

897,194.92

888,374.27

8,446.52

49.30





MJSD

2,224.29

0
5012023
60687VAE5

MLCFC CMBS_06-3 A4

 
 
2
 
815,985.7

762,987.82

762,774.23

769,003.56

(6,015.74
)
(73,105.55
)


5.37

(0.9050
)
MON
3,413.69

112,294.17

8142014
7122046
60687VAF2

MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A

 
 
2
 
1,912,322.69

1,788,590.95

1,786,304.52

1,810,384.64

(21,793.69
)
(22,072.15
)


5.409

(0.8800
)
MON
8,051.77

58,489.31

9252014
7122046
60871RAE0

MOLSON COORS BREWING CO SENIOR CORP BND

 
 
 
2FE
10,814,590

10,853,476.54

10,820,000.00

10,814,590

38,886.54




1.45

1.4670

JJ


6282016
7152019
60871RAF7

MOLSON COORS BREWING CO SENIOR CORP BND

 
 
1
2FE
5,243,006.9

5,270,819.25

5,245,000.00

5,243,006.9

27,812.35




2.1

2.1080

JJ


6282016
7152021
BRSHTM755

MONEYGRAM INTL INC SENIOR SEC TERM NOTES

 
 
1
 
3,260,555.97

3,151,785.26

3,330,816.66

3,271,676.21

(119,890.95
)
3,883.07




0.4680

MJSD

60,286.68

4282016
3272020
BRSSLXJH6

MONITRON INTL SENIOR SECURED TERM NOTES

 
 
 
 
477,975.36

452,155.09

480,377.25

478,391.77

(26,236.68
)
182.05




0.0710

MJSD

10,970.08

4022015
4082022
U6176TBG2

MORGAN STANLEY

 
 
 
1FE
1,198,165.7

960,782.22

700,000.00

1,127,978.07

(167,195.85
)
(22,491.15
)

(168,277.79
)
5.75

0.6274

FEB
20,287.58

61,960.85

12032014
20170214
61763KBA1

MORGAN STANLEY BAML TRUST MSBA SENIOR CM

 
 
2
1FM
399,726.56

419,160

375,000.00

397,208.22

21,951.78

(2,554.21
)


4.051

3.1280

MON
1,265.93

15,812.9

7302015
4152047
61754JAF5

MORGAN STANLEY CAPITAL I CMBS 07-T27 A4

 
 
2
 
3,246,381.63

2,984,910.19

2,888,380.43

2,960,222.93

24,687.26

(45,745.17
)


5.82

(0.0660
)
MON
14,008.78

85,551.47

4112014
6112042





61761JQK8

MORGAN STANLEY CAPSEC CORP BND

 
 
1
3FE
7,295,765

6,960,000

7,250,000.00

7,279,793.77

(319,793.77
)
(4,461.94
)


5.45

5.3020

JJ
182,196.53

197,562.5

1132015
7292049
61747WAL3

MORGAN STANLEY CORP BND

 
 
 
1FE
2,254,140

2,285,812.84

2,000,000.00

2,215,145.37

70,667.47

(19,362.38
)


5.5

3.1870

JJ
46,750

55,000

6232015
7282021
6174466Q7

MORGAN STANLEY CORP BND MTN

 
 
 
1FE
112,513

108,467.99

100,000.00

108,147.14

320.85

(4,332.66
)


6.625

1.8730

AO
1,656.25

8,833.33

7092015
4012018
617474AA9

MORGAN STANLEY CORP BND X

 
 
1
 
2,400,000

2,361,000

2,400,000.00

2,400,000

(39,000
)



5.55

5.5500

JJ
61,420

66,600

2012016
1019999
6174467U7

MORGAN STANLEY SENIOR CORP BND

 
 
 
1FE
2,997,870

3,032,819.61

3,000,000.00

2,999,199.91

33,619.7

213.71



2.125

2.1400

AO
11,687.5

31,875

4222013
4252018
6174468B8

MORGAN STANLEY SENIOR CORP BND

 
 
 
1FE
989,237.7

1,003,126.38

990,000.00

989,462.99

13,663.39

106.18



2.2

2.2230

JD
1,452

10,890

6032015
12072018
61746BDM5

MORGAN STANLEY SENIOR CORP BND

 
 
 
1FE
1,019,450

1,020,104.29

1,000,000.00

1,019,248.35

855.94

(201.65
)


2.5

1.7290

JJ
10,902.78

(10,208.33
)
6162016
1242019
61746BEA0

MORGAN STANLEY SENIOR CORP BND

 
 
 
1FE
448,488

454,168.59

450,000.00

448,543.35

5,625.24

55.35



2.5

2.5720

AO
2,187.5


4182016
4212021
61747YDT9

MORGAN STANLEY SENIOR CORP BND

 
 
 
1FE
2,192,640

2,048,640

2,000,000.00

2,035,443.95

13,196.05

(23,968.84
)


4.75

2.2710

MS
26,125

47,500

2132013
3222017
61747YDW2

MORGAN STANLEY SENIOR CORP BND

 
 
 
1FE
4,930,596

4,998,195.17

4,900,000.00

4,923,049.73

75,145.44

(3,029.26
)


2.65

2.5110

JJ
55,546.94

114,391.67

12102015
1272020
61761JB32

MORGAN STANLEY SENIOR CORP BND

 
 
 
1FE
5,048,934

5,174,190.84

5,055,000.00

5,050,128.05

124,062.79

574.58



2.8

2.8260

JD
5,897.49

70,770

12232015
6162020
61761JVM8

MORGAN STANLEY SENIOR CORP BND

 
 
 
1FE
4,859,745.8

4,895,666.09

4,865,000.00

4,862,407.54

33,258.55

841.42



1.875

1.9110

JJ
44,595.83

45,609.38

12232015
1052018
61761JVN6

MORGAN STANLEY SENIOR CORP BND

 
 
 
1FE
850,000

848,520.97

850,000.00

850,000

(1,479.03
)



1.369

0.9750

JAJO
2,812.36

5,217.67

12022014
1052018
6174467X1

MORGAN STANLEY SUB CORP BND

 
 
 
2FE
2,220,320

2,189,044.18

2,000,000.00

2,199,278.97

(10,234.79
)
(8,767.02
)


5

3.7330

MN
10,277.78

50,000

4082015
11242025
6174824M3

MORGAN STANLEY SUB CORP BND

 
 
 
2FE
5,929,440

5,986,311.43

5,500,000.00

5,843,400.52

142,910.91

(23,731.70
)


4.875

3.7580

MN
44,687.5

134,062.5

8192014
11012022
BRSJV1000

MORGAN'S POINT LIMITED

 
 
 
 
20,412,000

20,412,000

20,412,000.00

20,412,000





6

 
 JAN
375,000


11122015
1312016
BRSRP3A63

MOTOR_15 -1X ABS 2015-1X A2

 
D
2
1FE
1,407,946.31

1,219,542.43

915,975.74

1,407,946.31

(188,403.88
)


(183,469.94
)
0.979

0.9810

MON
131.42

7,658.31

2202015
6252022
BRT1U4MN1

MPH ACQUISITION HOLDINGS LLC SENIOR SECU

 
 
1
4FE
1,620,746.45

1,632,671.56

1,628,890.91

1,620,819.58

11,851.98

73.13




0.0710

MJSD


5252016
6072023
61746REV9

MSAC ABS 04-H1

 
 
2
1FE
941,018.2

883,031.61

939,550.16

940,366.45

(57,334.84
)
(48.68
)


1.193

1.1840

MON
124.57

5,576

6272016
1252034
61763KAY0

MSBAM_14-C15 PAC SENIOR CMBS_14-C15 ASB

 
 
2
 
1,177,343.75

1,186,536.97

1,100,000.00

1,175,335.67

11,201.3

(2,008.08
)


3.654

2.1980

MON
3,349.51

2,273.61

6222016
4152047
61763UAV4

MSBAM_14-C17 SUPSEN SENIOR CMBS 14-C17-A

 
 
2
 
5,109,769.53

5,117,361.24

4,900,000.00

5,039,616.69

77,744.55

(31,818.85
)


3.119

2.0610

MON
12,735.92

76,415.52

9222015
8152047
61764RBF4

MSBAM_15-C20 SENIOR CMBS 15-C20 A4

 
 
2
 
5,149,631

5,298,831

5,000,000.00

5,128,996.51

169,834.49

(7,801.76
)


3.249

2.8920

MON
13,537.5

81,225

1232015
2152048
61765LAR1

MSBAM_15-C24 SUPSEN SENIOR CMBS 15-C24 A

 
 
2
1FE
4,480,472.6

4,581,439.14

4,350,000.00

4,456,808.98

124,630.16

(13,125.18
)


3.088

2.4300

MON
11,194

67,164

7242015
5152048
61690VAZ1

MSBAM_15-C26 LCF SENIOR CMBS 15-C26

 
 
2
1FM
978,475.21

1,027,516.68

950,000.00

976,734.25

50,782.43

(1,389.72
)


3.531

3.1670

MON
1,490.87

16,772.28

10282015
10152048
61763MAB6

MSBAM_C16 SENIOR CMBS_14-C16 A2

 
 
2
 
1,905,424.71

1,912,787.52

1,850,000.00

1,884,279.05

28,508.47

(4,423.17
)


2.849

2.2410

MON
4,392.21

26,353.26

6052014
6152047
61751XAE0

MSC CMBS 07-T25 A3

 
 
2
 
3,268,976.76

2,991,090.96

2,970,298.95

3,008,490.22

(17,399.26
)
(79,584.50
)


5.514

(1.7910
)
MON
13,648.53

102,384.7

5222014
11122049
61751NAF9

MSC_07-HQ11 CMBS 07-HQ11 A4

 
 
2
 
1,735,407.82

1,598,407.01

1,580,000.00

1,597,993.13

413.88

(30,629.91
)


5.447

0.5080

MON
7,171.89

57,768.5

5282014
2122044
BRSVV6ED1

MSHC INC SENIOR SECURED TERM LOAN

 
 
 
 
1,636,203.33

1,615,750.79

1,636,203.33

1,636,203.33

(20,452.54
)





MJSD

51,083.96

9012015
12312049
BRSTB10K8

MSHC INC SENIOR SECURED TERM NOTES

 
 
 
 
2,016,897.99

1,986,644.52

2,016,897.99

2,016,897.99

(30,253.47
)





MJSD

62,940.64

5112015
9302018
61745MVW0

MSM_04-1 MSM_04-1

 
 
2
1FM
91,600.2

90,548.01

89,592.42

90,596.58

(48.57
)
(867.79
)


5

5.4060

MON
373.3

2,825.69

3092006
11252018
61759LAA6

MSRR_10-GG10 CMBS_10-GG10 A4A 144A

 
 
2
1FE
626,356.29

594,747.5

583,017.19

598,242.56

(3,495.06
)
(10,118.61
)


6.245

(0.0200
)
MON
3,034.27

17,750.71

1062015
8152045
61974QAC0

MTL6_15 LCF SEN CMBS 15 MT6 A2A2 144A

 
 
2
 
1,500,000

1,513,304.1

1,500,000.00

1,500,000

13,304.1




2.605

2.6130

MON
3,256.26

19,537.56

2262015
2052030
BRSQGX3A8

MUELLER WATER PRODUCTS INC SENIOR SECURE

 
 
2
3FE
479,150.85

482,561.71

481,558.62

479,661.4

2,900.31

179.98




0.0720

MJSD

9,750.52

11192014
11242021
62983QAF0

NAKAMA RE LTD SENIOR CORP BND 144A

 
F
 
 
14,250,000

14,328,090

14,250,000.00

14,250,000

78,090






JAJO

107,388.58

12142015
1142021





62983QAG8

NAKAMA RE LTD SENIOR CORP BND 144A

 
F
 
 
500,000

514,680

500,000.00

500,000

14,680






JAJO

4,241.97

12142015
1142021
62983QAD5

NAKAMA RE LTD UNSEC CORP BND 144A

 
F
 
 
1,000,000

1,001,620

1,000,000.00

1,000,000

1,620




2.425

2.1660

JAJO
6,129.86

11,137.49

12122014
1162019
62983QAE3

NAKAMA RE LTD UNSEC CORP BND 144A

 
F
 
 
1,250,000

1,277,050

1,250,000.00

1,250,000

27,050




2.875

2.8850

JAJO
9,084.2

18,684.08

12122014
1162020
65478VAE7

NAROT_16-B SENIOR ABS_16-B A4

 
 
2
1FE
859,998.54

868,513.99

860,000.00

859,997.27

8,516.72

(1.27
)


1.54

1.5440

MON
588.62

1,771.86

4182016
10152022
63254AAB4

NATIONAL AUSTRALIA BANK LIMITE CORP BND

 
 
 
1FE
4,134,360

4,045,600

4,000,000.00

4,049,009.89

(3,409.89
)
(42,999.09
)


2.75

0.9640

MS
34,222.22

84,638.89

4092015
3092017
63254AAK4

NATIONAL AUSTRALIA BANK LIMITE SENIOR CO

 
 
 
 
2,799,272

2,831,960.35

2,800,000.00

2,799,495.67

32,464.68

119.33



1.875

1.8840

JJ
23,041.67

26,250

7162015
7232018
63254AAM0

NATIONAL AUSTRALIA BANK LIMITE SENIOR CO

 
 
 
 
2,992,530

3,038,296.29

3,000,000.00

2,993,656.29

44,640

1,126.29



2

2.0860

JJ
27,833.33


1062016
1142019
6325C0CU3

NATIONAL AUSTRALIA BANK LTD SENIOR CORP

 
F
 
1FE
1,999,700

2,003,966

2,000,000.00

1,999,927.82

4,038.18

50.02



1.25

1.2550

MS
7,222.22

12,500

3112014
3172017
63307EAB3

NATIONAL BK OF CANADA CORP BND 144A

 
A
 
1FE
1,025,660

1,003,404

1,000,000.00

1,003,784.48

(380.48
)
(6,244.14
)


2.2

2.2110

AO
4,400

11,000

10122011
10192016
63307A2C8

NATIONAL BK OF CANADA SENIOR CORP BND

 
A
 
1FE
2,498,325

2,518,404.77

2,500,000.00

2,498,622.37

19,782.4

270.63



2.1

2.1230

JD
2,479.17

26,250

12072015
12142018
BRSJ6L8K4

NATIONAL CNEMDIA SENIOR SECURED TERM NOT

 
 
2
3FE
1,366,621.35

1,366,979.63

1,375,000.00

1,370,354.6

(3,374.97
)
678.82




0.0980

FMAN

22,174.93

10182013
11262019
G9004JAK4

NATIONAL GRID GAS PLC SENIOR CORP BND

 
D
 
1FE
627,376.01

586,606.65

420,000.00

620,680.56

(34,073.91
)
(6,695.45
)

(33,555.05
)
6

1.0520

JUN
2,215.06

5,935.44

4052016
6072017
637432NB7

NATIONAL RURAL UTILITIES COOP SECURED CO

 
 
1
1FE
998,640

1,030,290.22

1,000,000.00

999,067.95

31,222.27

131.75



2.3

2.3290

MN
2,938.89

11,500

11042014
11152019
637432NC5

NATIONAL RURAL UTILITIES COOP SECURED CO

 
 
1
1FE
1,995,840

2,032,847.6

2,000,000.00

1,996,985.99

35,861.61

404.18



2

2.0440

JJ
17,111.11

20,000

12232015
1272020
637432MX0

NATIONAL RURAL UTILITIES COOP SENIOR COR

 
 
1
1FE
2,933,737.95

2,994,338.19

2,935,000.00

2,934,333.23

60,004.96

124.53



2.15

2.1590

FA
26,292.71

31,551.25

12232015
2012019
637432NF8

NATIONAL RURAL UTILITIES COOP SENIOR SEC

 
 
1
1FE
513,959.7

529,433.02

515,000.00

514,094.03

15,338.99

180.73



2.3

2.3430

MN
1,974.17

15,200.76

10202015
11012020
G6S17B5H5

NATIONWIDE BUILDING SOCIETY SECURED LOCA

 
D
 
 
738,868

694,760.63

520,000.00

738,868

(44,107.37
)


(43,732
)
1.071

1.0730

JAJO
1,366.77


4132016
4252019
BRT1BZDJ2

NATIONWIDE BUILDING SOCIETY SENIOR CORP

 
D
 
1FE
386,233.64

367,528.72

265,000.00

386,233.7

(18,704.98
)
0.06


(31,985.19
)
3

2.9780

MAY
1,630.54


4282016
5062026
BRSWNA846

NAVEX GLOBAL INC SENIOR SECURED TERM LOA

 
 
 
 
7,348,556.11

7,274,328.26

7,422,783.94

7,356,098.65

(81,770.39
)
5,929.19




0.1440

MJSD

189,217.3

10092015
8312022
63939EAB9

NAVSL_15-AA SENIOR ABS 15-AA A2A 144A

 
 
2
1FE
329,878.46

335,596.8

330,000.00

329,905.38

5,691.42

8.89



2.65

2.6710

MON
388.67

4,372.5

1132015
12152028
63946CAB4

NBCUNIVERSAL ENTERPRISE INC SENIOR CORP

 
 
 
1FE
6,760,694.5

6,778,484.8

6,750,000.00

6,754,450.38

24,034.42

(1,204.98
)


1.313

0.9240

JAJO
18,961.49

39,645.57

5012014
4152018
63946CAC2

NBCUNIVERSAL ENTERPRISE INC SENIOR CORP

 
 
 
1FE
1,003,750

1,010,960.08

1,000,000.00

1,003,023.92

7,936.16

(726.08
)


1.662

1.4900

AO
3,508.67

3,831.83

1192016
4152018
63946BAD2

NBCUNIVERSAL MEDIA LLC CORP BND

 
 
 
1FE
567,190

566,982.08

500,000.00

566,727.11

254.97

(462.89
)


5.15

1.5480

AO
4,363.19

(3,647.92
)
6162016
4302020
BRT10ZSU3

NBTY INC SENIOR SECURED TERM LOAN

 
 
1
4FE
416,709.39

415,924.14

418,803.41

416,753.09

(828.95
)
43.70




0.0710

MJSD

3,047.35

4262016
5052023
62888XAC8

NCUA CMBS_10-C1 A-PT

 
 
2
1
136,014.54

136,373.86

136,284.72

136,260.37

113.49

494.39



2.65

2.7310

MON
40.13

13,544.04

9072011
10292020
62889AAA1

NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A

 
 
2
1
880,005.86

877,999.44

880,005.86

880,005.86

(2,006.42
)



0.815

0.8160

MON
478.02

3,510.14

6102011
12072020
62889GAA8

NCUA GUARANTEED NOTES CMO 11-R5 1A

 
 
2
1
111,936.25

111,958.13

111,936.25

111,936.25

21.88




0.29

0.2900

MON
24.27

725.83

4082011
4062020
BRSMK3RL8

NEIMAN MARCUS GROUP INC. THE SENIOR SECU

 
 
2
4FE
2,444,942.06

2,196,467.02

2,449,874.71

2,446,427.28

(249,960.26
)
409.29




0.0320

MJSD

52,493.29

7312014
10252020
BRSW6MLL6

NEPTUNE FINCO CORP SECURED TERM LOAN

 
 
1
3FE
2,976,648.35

3,024,244.5

3,021,978.02

2,980,883.44

43,361.06

3,239.14




0.2150

MJSD

67,574.78

9252015
10092022
U64107AF9

NESTLE HLDGS INC.

 
 
 
1FE
1,013,000

1,005,920

1,000,000.00

1,003,069.83

2,850.17

(1,554.26
)


1.375

0.9753

JUN
381.94

13,750

4092013
20170621
BRSH5LE30

NETWORK RAIL INFRA FIN SECURED CORP BND

 
D
 
1FE
2,340,423.68

2,020,035.07

1,500,000.00

2,337,200.36

(317,165.29
)
(1,076.66
)

(329,315.37
)
1

0.9040

DEC
11,340.89


12302014
12072017
64128QAE5

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

 
F
1
 
500,000

487,200.55

500,000.00

500,000

(12,799.45
)



3.776

3.7930

FMAN
2,412.51

9,197.51

3262015
11142025
64129UAL9

NEUB_17 MEZZANIN ABS 14-17A 144A

 
F
2
1FE
951,500

947,587.5

1,000,000.00

954,539.98

(6,952.48
)
3,039.98



3.397

4.2910

FMAN
5,472.3

9,823.15

1132016
8042025
644682D29

NEW HAMPSHIRE ST MUNITAX BND GO

 
 
 
1FE
2,580,441

2,491,070.5

2,350,000.00

2,476,114.98

14,955.52

(37,074.43
)


4.375

1.1190

MS
34,270.83

51,406.25

2022015
3012018





645771XB7

NEW JERSEY BLDG AUTH MUNITAX BND REV

 
 
 
1FE
690,125.2

686,045.2

680,000.00

685,433.42

611.78

(1,349.73
)


2.303

2.3030

JD
696.02

7,830.2

11152013
6152018
646136K83

NEW JERSEY ST TRANSN TR FD AUT MUNITAX B

 
 
 
1FE
5,050,000

4,990,056.7

5,050,000.00

5,050,000

(59,943.3
)



1.758

1.7580

JD
3,945.73

44,389.5

9292015
12152018
649322AC8

NEW YORK PRESBYTERIAN HOSP SENIOR CORP

 
 
 
1FE
149,995.5

157,674.88

150,000.00

149,995.5

7,679.38




3.563

3.5630

FA
44.54


6212016
8012036
64972HKE1

NEW YORK NY CITY TRANSITIONAL MUNI BND R

 
 
1
1FE
1,144,760

1,090,830

1,000,000.00

1,078,572.99

12,257.01

(18,992.85
)


5

5.0120

JJ
23,055.56

25,000

10312008
7152019
64972HKH4

NEW YORK NY CITY TRANSITIONAL MUNI BND R

 
 
1
1FE
3,442,770

3,285,780

3,000,000.00

3,240,662

45,118

(58,056.18
)


5.25

5.4320

JJ
72,625

78,750

10312008
7152022
64966F5S9

NEW YORK NY MUNI BND GO

 
 
 
1FE
20,092.4

20,094

20,000.00

20,000

94




5.75

5.7500

FA
479.17

575

7212014
8012016
64966KEB5

NEW YORK NY MUNI BND GO

 
 
1
1FE
5,804,500

6,109,900

5,000,000.00

5,650,849.28

459,050.72

(44,609.58
)


5

4.1200

FA
104,166.67

125,000

9122013
8012028
649907XR8

NEW YORK ST DORM AUTH MUNI BND REV

 
 
 
1FE
3,053,370

3,081,630

3,000,000.00

3,031,397.18

50,232.82

(6,308.19
)


2.05

2.0500

JD
5,125

30,750

12052013
12012018
649883XV2

NEW YORK ST MTG AGY MUNI BND REV

 
 
1
1FE
898,278.6

924,611.8

860,000.00

891,822.88

32,788.92

(1,876.20
)


4.45

4.4500

AO
9,567.5

19,135

2132014
10012029
649791CH1

NEW YORK ST MUNITAX BND GO

 
 
 
1FE
811,747.5

789,045

750,000.00

785,882.68

3,162.32

(10,541.14
)


4.09

1.1850

MS
10,225

15,337.5

4072015
3012018
650035C48

NEW YORK ST URBAN DEV CORP MUNI BND REV

 
 
1
1FE
5,269,005

5,579,910

4,500,000.00

5,123,830.99

456,079.01

(41,867.43
)


5

4.1200

MS
66,250

112,500

9112013
3152028
650035K72

NEW YORK ST URBAN DEV CORP MUNITAX BND R

 
 
 
1FE
11,437,620

11,471,478

11,400,000.00

11,420,814.31

50,663.69

(5,972.51
)


1.44

1.3310

MS
48,336

82,080

2022015
3152018
651229AP1

NEWELL RUBBERMAID INC SENIOR CORP BND

 
 
1
2FE
4,355,116.8

4,418,241.89

4,360,000.00

4,356,629.99

61,611.9

463.30



2.875

2.8990

JD
10,445.83

62,675.01

11142014
12012019
651229AR7

NEWELL RUBBERMAID INC SENIOR CORP BND

 
 
 
2FE
699,979

700,430.56

700,000.00

699,983.12

447.44

3.04



2.15

2.1510

AO
3,177.22

7,357.78

10142015
10152018
651229AT3

NEWELL RUBBERMAID INC SENIOR CORP BND

 
 
 
2FE
5,403,756.85

5,538,466.49

5,405,000.00

5,403,857.22

134,609.27

100.37



2.6

2.6080

MS
35,522.87


3182016
3292019
651229AU0

NEWELL RUBBERMAID INC SENIOR CORP BND

 
 
1
2FE
3,494,225

3,623,827.41

3,500,000.00

3,494,494.89

129,332.52

269.89



3.15

3.1860

AO
27,868.75


3182016
4012021
651229AV8

NEWELL RUBBERMAID INC SENIOR CORP BND

 
 
1
2FE
769,761.3

815,582.58

770,000.00

769,769.17

45,813.41

7.87



3.85

3.8550

AO
7,493.6


3182016
4012023
BRSKQ8AG4

NEXSTAR BROADCASTING GROUP INC NEXSTAR B

 
 
2
 
1,612,673.17

1,609,649.4

1,612,673.17

1,612,673.17

(3,023.77
)





MJSD

30,612.79

1312014
10012020
62888UAA8

NGN_10-R2 AGENCY CMO_10-R2 1A

 
 
2
1
689,671.24

689,825.31

689,671.24

689,671.24

154.07




0.835

0.8360

MON
398.71

2,884.04

11102010
11062017
62888YAA0

NGN_11-R1 CMO_11-R1 IA

 
 
2
1FE
915,866.06

917,369.99

915,512.79

915,670.1

1,699.89

(39.02
)


0.915

0.9060

MON
535.08

4,187.65

2142011
1082020
62889EAA3

NGN_11-R3 NGN_11-R3 1A

 
 
2
1
4,473,251.78

4,460,568.64

4,467,493.25

4,470,729.67

(10,161.03
)
(757.79
)


0.838

0.7930

MON
2,079.62

19,546.87

6152012
3112020
62889FAA0

NGN_11-R4 CMO_11R4-1A

 
 
2
1
403,872.78

404,054.04

403,872.78

403,872.78

181.26

1.46



0.845

0.8460

MON
227.46

1,856.25

3252011
3062020
65477UAB6

NISSAN AUTO RECEIVABLES OWNER ABS_15-A A

 
 
2
 
179,225.58

179,197.78

179,234.61

179,231.74

(33.96
)
7.87



0.67

0.6750

MON
53.37

1,251.25

4072015
9152017
645918S53

NJ ST EDA PENSION MUNITAX BND REV

 
 
 
1FE
1,985,660

2,021,540

2,000,000.00

1,994,172.05

27,367.95

2,437.99



1.651

1.6510

MS
11,006.67

16,510

9192012
9012017
655044AH8

NOBLE ENERGY INC SENIOR CORP BND

 
 
1
2FE
4,139,435

4,478,485.8

4,400,000.00

4,145,096.53

333,389.27

7,579.43



3.9

4.6930

MN
21,926.66

67,567.5

2192016
11152024
65504LAH0

NOBLE HOLDING INTERNATIONAL LT SENIOR CO

 
F
 
2FE
505,725

496,425

500,000.00

501,673.69

(5,248.69
)
(1,163.69
)


2.5

2.5120

MS
3,680.56

6,250

2072012
3152017
BRSRG6TU3

NOMACORC SENIOR SECURED REVOLVE LOAN

 
 
 
 
645,000

599,850

645,000.00

645,000

(45,150
)





JAJO

15,041.37

5052016
1052020
BRSRG6UY3

NOMACORC SENIOR SECURED TERM LOAN

 
 
 
 
5,924,999.99

5,510,249.99

5,924,999.99

5,924,999.99

(414,750
)





JAJO

145,075.72

1092015
1052021
62951MAY6

NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO

 
 
2
1FE
572,985.55

559,562.94

567,136.94

571,901.58

(12,338.64
)
(336.75
)


6.5

6.2950

MON
3,071.99

17,925.21

10032007
2252035
65557CAM5

NORDEA BANK AB JR SUB CORP BND 144A

 
F
1
2FE
5,750,000

5,453,242.5

5,750,000.00

5,750,000

(296,757.5
)



5.5

5.5000

MS
86,090.27

359,376.11

9162014
1019999
65557DAK7

NORDEA BANK AB SENIOR CORP BND

 
F
 
1FE
5,974,200

6,122,022

6,000,000.00

5,985,374.43

136,647.57

2,532.60



2.375

2.4670

AO
34,437.5

71,250

3312014
4042019
65557CAR4

NORDEA BANK AB SENIOR CORP BND MTN 144A

 
F
 
1FE
1,102,398

1,125,902.76

1,100,000.00

1,102,513.13

23,389.63

10.45



2.5

2.4420

MS
7,944.44

9,208.33

4202016
9172020
65562QAW5

NORDIC INVESTMENT BANK CORP BND

 
F
 
1FE
2,980,170

3,149,160.24

3,000,000.00

2,984,836.73

164,323.51

1,342.84



2.25

2.3530

MS
17,062.5

33,750

12052014
9302021
BRST5NSU5

NORTEK INC SENIOR SECURED TERM NOTES

 
 
2
3FE
945,292.89

941,864.08

955,600.84

946,351.25

(4,487.17
)
1,110.72




0.2210

MJSD

16,442.24

1012016
10302020





658256Z54

NORTH CAROLINA ST MUNI BND GO

 
 
 
1FE
652,100

668,815

500,000.00

647,861.49

20,953.51

(4,238.51
)


5

1.7410

JD
2,083.34

5,694.45

2242016
6012026
666807BF8

NORTHROP GRUMMAN CORP SENIOR CORP BND

 
 
 
2FE
1,071,625.63

1,081,868.59

1,073,000.00

1,072,064.48

9,804.11

237.30



1.75

1.7960

JD
1,564.8

9,388.75

10082015
6012018
66989HAE8

NOVARTIS CAPITAL CORP SENIOR CORP BND

 
 
 
1FE
1,954,120

2,062,565.76

2,000,000.00

1,958,981.62

103,584.14

2,984.28



2.4

2.7610

MS
13,333.34

24,000

9032015
9212022
BRSTJ1FE8

NOVELIS INC/GA SENIOR SECURED TERM NOTES

 
 
2
3FE
2,820,905.1

2,801,792.24

2,830,093.17

2,822,315.38

(20,523.14
)
695.81




0.1300

FMAN

54,941.29

10012015
6022022
BRT2GMJC3

NRG ENERGY INC SENIOR SECURED TERM LOAN

 
 
1
3FE
2,481,447.68

2,468,978.1

2,493,917.27

2,481,447.68

(12,469.58
)



3.5

3.5980

MJSD


6142016
6142023
65251QAA9

NSCDN_14-1A ABS2014-1A A1 144A

 
 
2
 
2,500,000

2,454,625.25

2,500,000.00

2,500,000

(45,374.75
)



2.488

2.3560

JAJO
11,576.58

29,312.74

12162014
1252027
BRSGCCH31

NSG HOLDINGS SENIOR SECURED TERM LOAN

 
 
2
 
1,448,470.61

1,450,548.06

1,457,837.25

1,453,184.59

(2,636.53
)
1,048.15




0.0910

MJSD

29,016.88

10072013
12112019
65251PAC7

NSLP_14-1A ABS_14-1A B1 144A

 
 
2
1FE
487,100

465,410.85

500,000.00

488,552.81

(23,141.96
)
1,044.07



3.238

3.7700

JAJO
3,013.23

7,758.38

10212015
7252025
BRT0TMUX4

NUMERICABLE GROUP SA SENIOR SECURED TERM

 
F
1
 
291,891.89

293,642.65

294,840.29

291,964.62

1,678.03

72.73




0.1280

JAJO


4082016
1152024
BRSUVAL12

NUMERICABLE US LLC SENIOR SECURED TERM N

 
 
 
4FE
520,852.05

514,791.36

522,157.44

521,012.34

(6,220.98
)
100.03




0.0360

MJSD

11,999.27

7272015
7292022
65251UAC6

NWSCLF_16-1A ABS 16-1A 144A

 
 
1
1FE
250,000

248,803.73

250,000.00

250,000

(1,196.27
)



4.371

4.3920

FMAN
3,672.43


2122016
2252028
65251KAG9

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

 
 
2
1FE
250,000

232,383.45

250,000.00

250,000

(17,616.55
)



4.447

4.4710

MJSD
339.67

5,556.62

5192015
9202023
65251TAC9

NWSTR_15-1A ABS_15-1A B 144A

 
 
1
1FE
2,000,000

1,885,462.8

2,000,000.00

2,000,000

(114,537.2
)



3.434

3.4470

JAJO
13,737.4

33,241.31

3112015
1202027
65251TAE5

NWSTR_15-1A ABS_15-1A C 144A

 
 
1
1FE
1,000,000

940,863.9

1,000,000.00

1,000,000

(59,136.1
)



4.484

4.5050

JAJO
8,968.7

21,958.15

3112015
1202027
N5945LAN5

NXP BV AND NXP FUNDING LLC SENIOR SECURE

 
F
1
2FE
921,512.08

929,636.24

928,475.65

922,291.68

7,344.56

7,716.78




(198.0000
)
MJSD

19,759.11

11052015
12072020
BRST0A6G3

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

 
 
2
 
1,000,000

927,576.8

1,000,000.00

1,000,000

(72,423.2
)



4.285

4.3080

JAJO
8,450.68

20,941.47

4232015
4212027
674000AG9

OAKCL_14-1A ABS_14-1A B 144A

 
F
2
1FE
480,000

470,458.5

500,000.00

491,886.75

(21,428.25
)
410.30



3.477

3.9060

FMAN
2,366.02

8,424.97

1262015
2132025
67389MAE1

OAKS_15-1 RMBS_15-1 A5 144A

 
 
2
 
1,223,229.22

1,237,017.32

1,220,939.98

1,222,364.96

14,652.36

(978.54
)


4.682

4.5240

MON
4,764.06

22,904.93

10062015
4252046
67400LAC2

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

 
F
2
1FE
3,930,000

3,929,866.8

4,000,000.00

3,944,825.5

(14,958.7
)
4,767.69



2.926

3.2230

FMAN
14,955.62

56,389.46

12042014
11152025
67401DAC9

OAKTA_15-A1 MEZZANIN ABS_15-A1 B 144A

 
F
2
1FE
1,488,150

1,496,106

1,500,000.00

1,489,048.98

7,057.02

898.98



3.233

3.3960

JAJO
9,967.95

13,792.95

12172015
10182027
67107KAC0

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

 
F
2
1FE
3,850,000

3,915,744

4,000,000.00

3,885,191.2

30,552.8

10,077.25



2.734

3.3590

JAJO
21,874.8

52,249.28

10312014
10202026
67110DAE7

OCP_16-11A ABS 2016-11A A2A 144A

 
F
2
1FE
1,745,625

1,744,286.78

1,750,000.00

1,745,688.38

(1,401.6
)
63.38



3.035

3.0890

JAJO
6,638.73


4222016
4262028
676167BS7

OESTERREICHISCHE KONTROLLBANK SENIOR COR

 
F
 
 
2,989,440

3,011,789.94

3,000,000.00

2,990,064.95

21,724.99

624.95



1.125

1.2450

AO
6,093.75


4192016
4262019
67756AVS8

OHIO ST HIGHER EDL FAC REV MUNI BND REV

 
 
 
1FE
440,307

435,870

435,000.00

435,000

870

(1,136.29
)


4.375

4.4310

MN
3,171.88

9,515.63

6152006
5012017
677522HS6

OHIO ST MUNI BND GO

 
 
 
1FE
1,233,070

1,237,810

1,000,000.00

1,222,822.45

14,987.55

(10,247.55
)


5

1.3810

JD
2,222.22

13,333.33

2262016
12152022
67756BXS4

OHIO ST MUNI BND REV

 
 
1
1FE
2,905,950

2,772,250

2,500,000.00

2,738,450.44

33,799.56

(48,003.46
)


5.5

5.2520

JD
11,458.33

68,750

3112009
12012024
68217FAA0

OMNICOM GROUP INC SENIOR CORP BND

 
 
1
2FE
849,209.5

893,154.66

850,000.00

849,226.97

43,927.69

17.47



3.6

3.6110

AO
7,225


3282016
4152026
6824544G5

ONEIDA CNTY N Y MUNITAX BND GO

 
 
 
1FE
1,532,874

1,566,964

1,400,000.00

1,495,888.17

71,075.83

(10,794.42
)


5.387

5.3870

FA
31,424.17

37,709

8042009
8012020
683234C55

ONTARIO PROVINCE OF CORP BND

 
A
 
1FE
4,303,010

4,328,938.87

4,300,000.00

4,301,786.04

27,152.83

(600.17
)


1.2

1.1740

FA
19,636.67

31,280

5052015
2142018
68323ABL7

ONTARIO PROVINCE OF SENIOR CORP BND

 
A
 
1FE
2,939,850

3,046,140.06

3,000,000.00

2,960,358.12

85,781.94

5,854.23



1.65

2.0740

MS
12,925

24,750

9232014
9272019
68389XAN5

ORACLE CORPORATION SENIOR CORP BND

 
 
 
1FE
4,082,924.3

4,113,988.67

4,090,000.00

4,088,122.47

25,866.2

1,042.99



1.2

1.2360

AO
10,361.33

42,123.33

10182012
10152017
68389XAQ8

ORACLE CORPORATION SENIOR CORP BND

 
 
 
1FE
1,019,460

1,030,431.9

1,000,000.00

1,013,857.97

16,573.93

(2,653.49
)


2.375

1.8140

JJ
10,951.39

11,875

6042015
1152019
68389XAR6

ORACLE CORPORATION SENIOR CORP BND

 
 
 
1FE
2,350,000

2,362,925.26

2,350,000.00

2,350,000

12,925.26




1.208

0.8480

JAJO
6,073.64

12,548.23

7092013
1152019
68389XAU9

ORACLE CORPORATION SENIOR CORP BND

 
 
1
1FE
1,098,436.5

1,129,109.13

1,050,000.00

1,092,155.3

36,953.83

(2,416.43
)


3.4

2.8200

JJ
17,155.84

17,850

3032015
7082024





68428TCP0

ORANGE CNTY CALIF SANTN DIST MUNI BND RE

 
 
1
1FE
549,301.5

580,383

450,000.00

547,030.2

33,352.8

(2,271.30
)


5

2.4610

FA
5,687.49


3032016
2012032
F4113NCA5

ORANGE SA CORP BND

 
D
 
2FE
1,463,442.33

1,174,654.28

800,000.00

1,365,089.54

(190,435.26
)
(42,217.09
)

(198,089.99
)
8

1.6510

DEC
45,348.92

5,794.05

10302015
12202017
BRSXEV4J9

ORG CHEMICAL MIDCO LLC SENIOR SECURED TE

 
 
 
 
225,000

224,437.5

225,000.00

225,000

(562.5
)





MJSD

3,601.98

11232015
10262020
BRSXEV5F6

ORG CHEMICAL MIDCO LLC SR SECURED TERM L

 
 
 
 
5,053,125

5,040,492.19

5,053,125.00

5,053,125

(12,632.81
)





MJSD

91,195.68

0
10262020
61764PBR2

ORGAN STANLEY BAML TRUST MSBAM PRELCF SE

 
 
2
1FM
3,392,734.4

3,404,377.6

3,250,000.00

3,373,587.84

30,789.76

(22,515.75
)


3.101

1.8510

MON
8,398.54

91,962.24

3252015
12152047
BRSVBJ4B0

OSMOSE HOLDINGS INC SENIOR SECURED TERM

 
 
 
 
659,579.78

652,950.84

662,894.25

659,958.41

(7,007.57
)
253.64




0.0710

MJSD

15,978.81

8182015
8222022
69144VAA1

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

 
 
1
1FE
2,750,000

2,751,718.75

2,750,000.00

2,750,000

1,718.75




3.475

3.4990

MON
4,247.22

47,781.24

11202014
12152022
70922PAE2

PA TURNPIKE-E MUNITAX BND REV

 
 
 
1FE
4,500,000

4,584,735

4,500,000.00

4,500,000

84,735




1.699

1.6990

JD
6,371.25

38,227.5

9112014
12012018
69371RL79

PACCAR FINANCIAL CORP CORP BND MTN

 
 
 
1FE
3,850,000

3,871,586.95

3,850,000.00

3,850,000

21,586.95




1.28

0.8420

MJSD
3,422.49

22,255

12032013
12062018
69371RM45

PACCAR FINANCIAL CORP SENIOR CORP BND

 
 
 
1FE
2,622,532.5

2,640,684.48

2,625,000.00

2,623,596.72

17,087.76

405.79



1.45

1.4820

MS
11,841.67

19,031.25

3032015
3092018
69371RM52

PACCAR FINANCIAL CORP SENIOR CORP BND MT

 
 
 
1FE
5,967,113

6,003,611.34

5,975,000.00

5,970,017.42

33,593.92

1,299.11



1.4

1.4450

MN
9,991.53

41,825

5112015
5182018
N6803F7R2

PACCAR FINANCIAL EUROPE BV

 
 
 
 
942,231.81

814,915.22

605,000.00

942,706.46

(127,791.24
)
358.33


(135,133.09
)
1.513

1.9123

MAY
1,106.32

16,458.54

5182015
20180529
69371RN28

PACCAR INC SENIOR CORP BND MTN

 
 
 
 
294,825.95

295,782.67

295,000.00

294,834.01

948.66

8.06



1.3

1.3200

MN
543.29


5052016
5102019
BRSJA8RE1

PACIFIC DRILLING SA SENIOR SECURED TERM

 
F
1
4FE
2,855,622.31

1,265,025.68

4,147,625.20

3,150,779.59

(1,885,753.91
)
217,889.27




14.4510

MJSD

95,243.05

9252015
6032018
694308GL5

PACIFIC GAS AND ELECTRIC CO CORP BND

 
 
 
2FE
645,360.2

615,346.36

580,000.00

611,511.25

3,835.11

(10,950.63
)


5.625

1.7160

MN
2,809.38

16,312.5

12082014
11302017
BRSSM7M39

PACIFIC MERGER SUB INC SENIOR SECURED TE

 
 
 
4FE
733,742.99

718,994.39

737,430.14

734,339.46

(15,345.07
)
282.43




0.0720

MJSD

19,646.77

4172015
4152022
695114CK2

PACIFICORP CORP BND

 
 
 
1FE
4,465,800

4,410,261.53

4,000,000.00

4,348,237.85

62,023.68

(66,535.91
)


5.5

1.9670

JJ
101,444.45

110,000

8072015
1152019
695114CM8

PACIFICORP CORP BND

 
 
1
1FE
1,562,060.5

1,574,280.95

1,430,000.00

1,556,204.04

18,076.91

(5,856.46
)


3.85

1.8820

JD
2,446.89

10,246.35

4052016
6152021
69834LAA8

PANDA RE LTD CORP BND

 
F
 
 
15,000,000

15,051,000

15,000,000.00

15,000,000

51,000




4.05

4.0780

JAJO
104,625

153,490.16

6262015
6302018
BRSAC1100

PANGAEA RE

 
 
 
 
23,271,696

24,142,654.2

23,271,696.00

23,271,696

870,958.2




7

 
 


1312016
12312016
69640GAA3

PCT_16-PLSD LCF SENIOR CMBS_16-PLSD A 14

 
 
2
1FE
5,000,000

5,077,456.5

5,000,000.00

5,000,000

77,456.5




2.713

2.7220

MON
8,289.66

15,072.12

4202016
4132033
693304AP2

PECO ENERGY CO SECURED CORP BND

 
 
1
1FE
359,969.3

380,590.95

370,000.00

361,222.92

19,368.03

639.45



2.375

2.7940

MS
2,587.43

4,393.75

7072015
9152022
705870AA1

PELICAN III RE LTD CORP BND

 
F
 
 
680,000

678,891.6

680,000.00

680,000

(1,108.4
)



6

6.0460

MJSD
2,606.67

21,355.01

4072015
4162018
BRSXBV296

PENAR_15-2X ABS_15-2X A1

 
F
2
1FE
8,155,294

8,131,625.51

8,170,000.00

8,158,875.77

(27,250.26
)
2,796.82



0.848

0.9220

MON
2,117.06

34,291.19

11182015
5182019
BRSSG9JW2

PENARTH MASTER ISSUER PLC ABS 15-1X

 
F
2
 
2,246,692.5

2,245,725

2,250,000.00

2,248,196.82

(2,471.82
)
1,357.16



0.848

0.9600

MON
583.03

9,491.22

11182015
3182019
709132AK0

PENNSYLVANIA ST HIGHER EDL FAC MUNI BND

 
 
1
1FE
868,208

834,976

800,000.00

825,178.32

9,797.68

(12,420.05
)


5

3.9310

JJ
20,000

20,000

2282007
7012018
70932JAA2

PENNUNION RE LTD SENIOR CORP BND 144A

 
F
 
3FE
1,250,000

1,259,350

1,250,000.00

1,250,000

9,350




4.84

4.5000

MJSD
4,033.58

29,161.79

10052015
12072018
709599AK0

PENSKE TRUCK LEASING CO SENIOR CORP BND

 
 
 
2FE
308,928

306,411.16

300,000.00

305,804.6

606.56

(1,649.85
)


3.375

2.2130

MS
2,981.25

5,062.5

7152015
3152018
709599AL8

PENSKE TRUCK LEASING CO SENIOR CORP BND

 
 
 
2FE
609,582

608,149.34

600,000.00

609,544.55

(1,395.21
)
(37.45
)


2.875

2.0760

JJ
7,858.33

(7,714.58
)
6232016
7172018
709599AQ7

PENSKE TRUCK LEASING CO SENIOR CORP BND

 
 
1
2FE
2,600,508.1

2,606,794.09

2,605,000.00

2,601,413.13

5,380.96

577.03



2.5

2.5490

JD
2,894.44

32,562.5

10212015
6152019
709599AS3

PENSKE TRUCK LEASING CO SENIOR CORP BND

 
 
1
2FE
3,914,266.76

4,053,300.02

3,988,000.00

3,922,448.71

130,851.31

5,260.96



3.375

3.7040

FA
56,081.25

67,297.51

9182015
2012022
709599AV6

PENSKE TRUCK LEASING CO SENIOR CORP BND

 
 
1
2FE
1,454,812.05

1,504,255.07

1,465,000.00

1,455,771.59

48,483.48

878.53



3.3

3.4450

AO
12,086.25

18,666.54

12102015
4012021
713448BJ6

PEPSICO INC CORP BND

 
 
 
1FE
264,146.85

248,195.05

215,000.00

243,570.67

4,624.38

(5,925.73
)


7.9

7.9350

MN
2,830.83

8,492.5

10212008
11012018
713448CB2

PEPSICO INC SENIOR CORP BND

 
 
 
1FE
300,783

301,692

300,000.00

300,422.8

1,269.2

(186.93
)


1.25

1.1230

FA
1,437.5

1,875

7082015
8132017





713448CR7

PEPSICO INC SENIOR CORP BND

 
 
 
 
1,589,809.2

1,599,737.59

1,590,000.00

1,589,882.75

9,854.84

31.40



1.25

1.2540

AO
3,367.7

9,937.5

4272015
4302018
713448CW6

PEPSICO INC SENIOR CORP BND

 
 
 
1FE
2,999,040

3,011,938.8

3,000,000.00

2,999,496.23

12,442.57

238.96



1.125

1.1410

JJ
15,375

16,875

7142015
7172017
713448CX4

PEPSICO INC SENIOR CORP BND

 
 
1
1FE
999,810

1,064,444.43

1,000,000.00

999,833.61

64,610.82

12.42



3.1

3.1030

JJ
14,122.22

15,500

7142015
7172022
713448DE5

PEPSICO INC SENIOR CORP BND

 
 
 
1FE
594,827.45

601,097.44

595,000.00

594,847.22

6,250.22

56.90



1.5

1.5100

FA
3,148.55

5,898.75

2192016
2222019
714294AB1

PERRIGO CO LTD SENIOR CORP BND

 
F
 
2FE
699,493.02

699,755

700,000.00

699,914.1

(159.1
)
120.63



1.3

1.3370

MN
1,339.72

4,550

10032014
11082016
BRSYEJ6N3

PET ACQUISITION MERGER SUB LLC SR SECURE

 
 
1
3FE
1,703,708.36

1,729,060.59

1,738,477.92

1,705,657.75

23,402.84

2,036.53




0.2860

MJSD

53,538.71

1152016
1262023
BRSTDEW07

PETSMART INC. SENIOR SECURED TERM LOAN

 
 
2
3FE
3,907,097.99

3,960,000

3,979,899.50

3,912,028.18

47,971.82

5,013.65




0.2980

MJSD

78,656.48

1202016
3112022
717081DF7

PFIZER INC SENIOR CORP BND

 
 
 
1FE
3,999,999

4,000,718.92

3,999,999.00

3,999,999

719.92




0.953

0.5750

MJSD
1,693.33

17,756.24

5282013
6152018
717081DG5

PFIZER INC SENIOR CORP BND

 
 
 
1FE
2,224,094.5

2,242,526.08

2,225,000.00

2,224,709.62

17,816.46

72.45



1.5

1.5070

JD
1,483.34

16,687.5

7152015
6152018
717081DL4

PFIZER INC SENIOR CORP BND

 
 
 
1FE
2,495,275

2,557,960.13

2,500,000.00

2,497,224.88

60,735.25

464.77



2.1

2.1400

MN
6,708.34

26,250

5122014
5152019
69331CAF5

PG&E CORP SENIOR CORP BND

 
 
1
2FE
500,605

508,741.69

500,000.00

500,372.77

8,368.92

(68.27
)


2.4

2.4360

MS
4,000

6,000

2242014
3012019
BRSUY9361

PHARMACEUTICAL PRODUCT DEV, IN SENIOR SE

 
 
 
4FE
1,797,256.7

1,790,246.3

1,806,504.84

1,798,218.75

(7,972.45
)
621.07




0.0740

MJSD

36,737.59

4132016
8182022
71722TAF1

PHEAA_04-1 ABS_04-1-A2

 
 
2
1FE
452,730

499,815.8

500,000.00

487,596.97

12,218.83

4,773.90



0.29

1.4890

MON
95.34

4,380.79

3092010
4252044
71722TAG9

PHEAA_04-1 ABS_04-1-A3

 
 
2
1FE
1,177,098

1,308,403.07

1,300,000.00

1,245,893.31

62,509.76

6,544.75



1.946

3.0080

MON
1,520.64

9,776.56

3092010
4252044
718172AA7

PHILIP MORRIS INTERNATIONAL IN CORP BND

 
 
 
1FE
215,716.6

211,830.64

195,000.00

209,403.26

2,427.38

(3,757.73
)


5.65

1.6330

MN
1,377.19

5,508.75

9222015
5162018
718172AL3

PHILIP MORRIS INTERNATIONAL IN CORP BND

 
 
 
1FE
1,285,262.5

1,312,560.85

1,250,000.00

1,279,100.81

33,460.04

(2,514.11
)


2.9

2.4350

MN
4,631.94

18,125

3312015
11152021
718172AS8

PHILIP MORRIS INTERNATIONAL IN SENIOR CO

 
 
 
1FE
1,251,975

1,254,002.5

1,250,000.00

1,251,283.31

2,719.19

(617.79
)


1.125

1.0340

FA
5,078.13

9,875

11102015
8212017
718172BF5

PHILIP MORRIS INTERNATIONAL IN SENIOR CO

 
 
 
1FE
611,850

610,774.7

600,000.00

611,837.3

(1,062.6
)
(12.70
)


1.875

1.0850

JJ
5,187.5

(5,156.25
)
6272016
1152019
718172BN8

PHILIP MORRIS INTERNATIONAL IN SENIOR CO

 
 
 
1FE
2,552,883.2

2,572,324.09

2,560,000.00

2,556,745.53

15,578.56

1,286.08



1.25

1.3450

MN
4,622.23

18,798.61

11032014
11092017
718172BP3

PHILIP MORRIS INTERNATIONAL IN SENIOR CO

 
 
 
1FE
1,705,690.8

1,718,648.84

1,710,000.00

1,707,588.75

11,060.09

1,069.31



1.25

1.3780

FA
8,312.5

10,687.5

8042015
8112017
718172BR9

PHILIP MORRIS INTERNATIONAL IN SENIOR CO

 
 
 
1FE
2,919,539.9

2,948,283

2,930,000.00

2,920,733.86

27,549.14

1,193.96



1.375

1.4970

FA
14,100.62


2182016
2252019
BRSSJC1F8

PHILLIPS & TEMRO INDUSTRIES IN SENIOR SE

 
 
 
 
3,256,608.61

2,686,702.1

3,256,608.61

3,256,608.61

(569,906.51
)





MJSD

86,228.35

3272015
3122021
718546AJ3

PHILLIPS 66 CORP BND

 
 
 
2FE
1,674,798.35

1,699,505.25

1,675,000.00

1,674,967.85

24,537.4

18.84



2.95

1.5420

MN
8,235.42

24,706.25

1242013
5012017
71884AXW4

PHOENIX ARIZ CIVIC IMPT CORP MUNITAX BND

 
 
 
1FE
2,000,000

2,038,800

2,000,000.00

2,000,000

38,800




2.001

2.0010

JJ
20,010

25,457.17

4222015
7012020
BRT0R50G3

PINNACLE ENTERTAINMENT INC SENIOR SECURE

 
 
2
3FE
83,764.43

83,764.42

83,974.36

83,769.12

(4.7
)
35.14





FMAN

549.41

0
8132020
72650RBD3

PLAINS ALL AMERICAN PIPELINE L SENIOR CO

 
 
1
2FE
523,505

486,197.78

500,000.00

520,145.68

(33,947.9
)
(1,264.20
)


3.85

3.2040

AO
4,063.89

9,625

2242015
10152023
72650RBF8

PLAINS ALL AMERICAN PIPELINE L SENIOR CO

 
 
1
2FE
724,942.5

708,772.15

750,000.00

727,262.57

(18,490.42
)
1,134.40



3.6

4.0320

MN
4,500

13,500

6222015
11012024
72650RBG6

PLAINS ALL AMERICAN PIPELINE L SENIOR CO

 
 
1
2FE
2,994,390

2,923,674.33

3,000,000.00

2,996,062.94

(72,388.61
)
537.68



2.6

2.6400

JD
3,466.67

39,000

12022014
12152019
BRSWYTMJ4

PLASKOLITE INC SENIOR SECURED TERM LOAN

 
 
1
 
3,283,500

3,267,082.5

3,283,500.00

3,283,500

(16,417.5
)





MJSD

116,416.49

11032015
11032022
BRSXBUX37

PLASKOLITE LLC SECURED TERM LOAN

 
 
 
 
425,000

416,500

425,000.00

425,000

(8,500
)





MJSD


11032015
11022020
69349LAN8

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
1FE
1,198,896

1,200,948

1,200,000.00

1,199,907.87

1,040.13

616.31



1.3

1.3300

AO
3,813.33

38,133.33

8202013
10032016
69353RCG1

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
1FE
2,003,640

2,002,140

2,000,000.00

2,000,678.02

1,461.98

(799.71
)


1.125

1.0560

JJ
9,625

18,031.25

4162014
1272017
69353RCH9

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
1FE
3,249,925

3,310,695.99

3,250,000.00

3,249,983.55

60,712.44

(50.31
)


2.2

2.2420

JJ
30,387.5

35,750

1232014
1282019
69353RDY1

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
 
1,999,620

2,009,816.2

2,000,000.00

1,999,842.6

9,973.6

59.53



1.5

1.5060

AO
6,083.33

15,000

9152014
10182017





69353RDZ8

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
1FE
2,518,130

2,563,573.08

2,500,000.00

2,513,323.04

50,250.04

(1,970.58
)


2.4

2.2280

AO
12,166.67

30,000

11102015
10182019
69353REK0

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
1FE
703,353

724,455.09

700,000.00

702,960.2

21,494.89

(150.59
)


2.95

2.8940

FA
7,342.22

10,325

2252015
2232025
69353RER5

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
1FE
2,249,730

2,273,035.93

2,250,000.00

2,249,813.18

23,222.75

44.36



1.85

1.8540

JJ
18,615.63

20,696.88

7162015
7202018
69353RES3

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
1FE
249,825

258,364.53

250,000.00

249,856.37

8,508.16

16.67



2.6

2.6150

JJ
2,888.89

3,250

7162015
7212020
69353REU8

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
1FE
1,285,600

1,285,018.45

1,250,000.00

1,285,383.12

(364.67
)
(216.88
)


2.45

1.7580

MN
4,763.89

(3,913.2
)
6162016
11052020
69353REV6

PNC BANK NATIONAL ASSOCIATION SENIOR COR

 
 
1
1FE
959,030.4

971,766.8

960,000.00

959,133.15

12,633.65

102.75



1.95

1.9840

MS
6,188


3012016
3042019
73358WUA0

PORT AUTH NY & NJ MUNITAX BND REV

 
 
 
1FE
2,000,000

2,083,600

2,000,000.00

2,000,000

83,600




2.529

2.5290

AO
10,678

25,290

10082014
10152020
73674NBG5

PORTLAND ORE SWR SYS REV MUNITAX BND REV

 
 
 
1FE
509,363.2

511,332.7

505,000.00

506,576.76

4,755.94

(805.76
)


2.772

2.7720

JD
622.16

6,999.3

6282012
6152017
BRT1156U2

PQ CORP SENIOR SECURED TERM NOTES

 
 
1
4FE
342,527.62

345,843.22

345,987.50

342,584.6

3,258.62

56.98




0.1540

MJSD

2,099.95

4272016
11042022
74005PAZ7

PRAXAIR INC CORP BND

 
 
 
1FE
818,683.05

843,271.36

795,000.00

815,050.95

28,220.41

(1,794.99
)


3

2.4770

MS
7,950

11,925

6222015
9012021
74005PBP8

PRAXAIR INC CORP BND

 
 
1
1FE
1,998,120

2,047,585.9

2,000,000.00

1,998,395.78

49,190.12

282.64



2.25

2.2700

MS
12,125

59,750

9212015
9242020
740189AK1

PRECISION CASTPARTS CORP SENIOR CORP BND

 
 
 
1FE
3,232,645

3,263,778.64

3,250,000.00

3,238,325.26

25,453.38

3,738.29



1.25

1.4870

JJ
18,732.64

20,312.5

9232015
1152018
74153WBZ1

PRICOA GLOBAL FUND SECURED CORP BND 144A

 
 
 
1FE
985,230

1,007,310.18

1,000,000.00

992,169.59

15,140.59

1,996.79



1.6

1.6160

MN
1,422.22

8,000

5212013
5292018
BRT0XM6A6

PRIME SECURITY SERVICES BORROW SECURED T

 
 
1
3FE
1,514,477.87

1,534,460.93

1,529,203.53

1,514,756.55

19,704.38

278.68




0.1610

MJSD

41,977.2

6202016
5022022
89837LAA3

PRINCETON UNIVERSITY MUNI BND REV

 
 
 
1FE
1,525,670.4

1,476,861.11

1,340,000.00

1,455,244.81

21,616.3

(20,891.00
)


4.95

1.6420

MS
22,110

33,165

10172014
3012019
742718DV8

PROCTER & GAMBLE COMPANY CORP BND

 
 
 
1FE
1,026,420

1,000,810

1,000,000.00

1,000,959.97

(149.97
)
(3,868.96
)


1.45

0.6710

FA
5,477.78

7,250

3052013
8152016
742718DY2

PROCTER & GAMBLE COMPANY CORP BND

 
 
 
1FE
2,137,149

2,176,681.27

2,100,000.00

2,135,219.42

41,461.85

(1,929.58
)


2.3

1.9820

FA
19,454.16

(3,622.5
)
2292016
2062022
742741AA9

PROCTER & GAMBLE COMPANY CORP BND

 
 
2
1FE
641,031.86

600,820.64

498,210.00

586,934.98

13,885.66

(27,781.72
)


9.36

1.8240

JJ
23,316.22

25,094.16

2142014
1012021
742718EN5

PROCTER & GAMBLE COMPANY SENIOR CORP BND

 
 
 
1FE
479,908.8

490,314.4

480,000.00

479,916.01

10,398.39

7.21



1.85

1.8540

FA
3,675.33


1282016
2022021
341099CK3

PROGRESS ENERGY FLORIDA SECURED CORP BND

 
 
 
1FE
360,821.5

353,385.73

325,000.00

349,635.73

3,750

(6,134.06
)


5.65

1.6940

JD
816.11

9,181.25

7292015
6152018
BRSUYEPU3

PROLAMPAC INTERMEDIATE INC SENIOR SECURE

 
 
1
4FE
314,318.61

313,921.74

317,493.54

314,687.69

(765.95
)
234.60




0.1430

MJSD

9,288.02

8062015
8182022
BRSU7A6L2

PROTECTION ONE ALARM MONITORIN SENIOR SE

 
 
1
 
1,547,311.81

1,557,419.87

1,555,087.24

1,548,586.65

8,833.22

664.39




0.0830

MJSD

21,140.26

6192015
7012021
11070TAA6

PROVINCE OF BRITISH COLUMBIA SENIOR CORP

 
A
 
1FE
1,007,824

1,005,060

1,000,000.00

1,002,627.11

2,432.89

(5,184.02
)


1.2

0.8760

AO
2,200

21,225

11072014
4252017
744320AV4

PRUDENTIAL FINANCIAL INC CAPSEC CORP BND

 
 
1
2FE
570,000

574,275.05

570,000.00

570,000

4,275.05




5.375

5.3750

MN
3,914.79

15,318.75

5132015
5152045
69362BAZ5

PSEG POWER LLC SENIOR CORP BND

 
 
1
2FE
49,925

50,566.12

50,000.00

49,963.48

602.64

7.41



2.45

2.4820

MN
156.53

612.5

11052013
11152018
74456QBE5

PUBLIC SERVICE ELECTRIC AND GA SECURED C

 
 
1
1FE
1,099,692

1,123,140.43

1,100,000.00

1,099,860.53

23,279.9

30.45



2.3

2.3060

MS
7,449.45

12,650

9092013
9152018
74529JNP6

PUERTO RICO SALES TAX FING COR MUNI BND

 
 
1
5FE
985,000

702,610

1,000,000.00

988,692.98

(286,082.98
)
779.63



5

5.2190

FA
20,833.33

25,000

1082014
8012022
747525AD5

QUALCOMM INCORPORATED SENIOR CORP BND

 
 
 
1FE
2,872,817.5

2,962,141.62

2,875,000.00

2,873,283.74

88,857.88

209.61



2.25

2.2660

MN
7,367.2

32,343.75

7092015
5202020
747525AG8

QUALCOMM INCORPORATED SENIOR CORP BND

 
 
 
1FE
6,036,899.7

6,093,113.43

6,045,000.00

6,039,872.77

53,240.66

1,336.63



1.4

1.4460

MN
9,638.42

42,315

5132015
5182018
BRSK6KJF2

QUEBECOR MEDIA INC. SENIOR SECURED TERM

 
A
 
4FE
2,655,090.43

2,620,818.75

2,667,500.00

2,660,116.85

(39,298.1
)
1,036.77




0.1820

MJSD

45,522.2

10012015
8172020
74825FAB0

QUEEN STREET X RE LTD

 
 
 
 
680,000

675,784

680,000.00

680,000

(4,216
)



5.75

3.9425

MJSD
1,194.72

20,102.01

3252015
20200608
74825RAA6

QUEEN STREET X RE LTD CORP BND 144A

 
F
 
 
900,000

900,810

900,000.00

900,000

810




5.75

5.8120

MJSD
1,334.39


3252015
6082020
74825WAA5

QUEEN STREET XI RE DAC CORP BND 144A

 
E
 
 
500,000

500,610

500,000.00

500,000

610




6.15

6.2520

MJSD
854.17

14,483.34

12152015
6202021
N7278SAC7

RABOBANK NEDERLAND NV

 
 
 
1FE
1,838,539.62

1,539,703.25

1,120,000.00

1,796,600.78

(256,897.53
)
(14,106.31
)

(264,294.97
)
3.25

1.3397

NOV
32,439.68


12032014
20171101





21685WBT3

RABOBANK NEDERLAND NV CORP BND

 
F
 
1FE
1,264,080

1,269,922.54

1,150,000.00

1,243,670.46

26,252.08

(9,687.86
)


4.5

2.5820

JJ
24,437.5

25,875

6042015
1112021
21688AAA0

RABOBANK NEDERLAND NV SENIOR CORP BND

 
 
 
1FE
2,240,317.5

2,288,161.2

2,250,000.00

2,245,523.92

42,637.28

870.95



2.25

2.3310

JJ
23,484.38

22,484.37

1122016
1142019
BRSSB5RH9

RANDALL-REILLY PUBLISHING CO TERM NOTES

 
 
 
 
6,992,745.21

6,957,781.48

6,992,745.21

6,992,745.21

(34,963.73
)





MJSD

210,407.44

5312016
10152018
F7S02WAB2

RCI BANQUE SA

 
 
 
2FE
521,157.62

458,179.36

340,000.00

517,318.44

(59,139.08
)
(1,336.44
)

(59,761.68
)
2.125

1.2685

OCT
7,098.65


1162015
20171006
BRSN4HND5

RCI BANQUE SA SENIOR CORP BND EMTN

 
D
 
2FE
978,525.37

900,167.06

650,000.00

977,663.13

(77,496.07
)
(862.24
)

(79,731.09
)
2.125

1.5790

OCT
3,785.16

(1,866.23
)
1162015
10062017
G7457KAB7

REED ELSEVIER INVESTMENTS PLC CORP BND

 
D
 
2FE
624,432.8

505,507.33

350,000.00

588,035.42

(82,528.09
)
(13,869.91
)

(85,278.91
)
7

1.7190

DEC
18,165.5


10302015
12112017
75886QAG8

REGATTA III FUNDING LTD REGTS_ ABS_14-1A

 
F
2
1FE
237,812.5

237,251.13

250,000.00

238,765.2

(1,514.07
)
726.62



3.478

4.4070

JAJO
1,859.95

4,219.71

12142015
4152026
75886AAQ1

REGENCY ENERGY PARTNERS LP/REG SENIOR CO

 
 
1
2FE
2,100,000

2,030,000

2,000,000.00

2,086,324.86

(56,324.86
)
(7,090.50
)


5

4.1800

AO
25,000

75,625

5152015
10012022
75887HAL6

REGT5_14-1A ABS_14-1A A2B2 144A

 
F
1
 
3,000,000

2,993,711.1

3,000,000.00

3,000,000

(6,288.9
)



3.788

3.8050

JAJO
21,150.23

54,891.96

10082014
10252026
BRSMPYBS7

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

 
 
 
3FE
2,250,502.57

2,216,575.41

2,261,811.64

2,254,129.38

(37,553.97
)
2,048.42




0.0710

MJSD

41,847.78

3142014
3192021
760759AR1

REPUBLIC SERVICES INC SENIOR CORP BND

 
 
1
2FE
473,978.75

484,148.62

475,000.00

473,978.75

10,169.87




2.9

2.9250

JJ


6202016
7012026
76111XYJ6

RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4

 
 
2
 
490,388.64

475,290.3

508,174.75

494,426.43

(19,136.13
)
1,101.93



3.035

3.8210

MON
1,285.14

8,149.67

8162007
9252035
76117QAC6

RESIDENTIAL REINSURANCE 2014 L SENIOR CO

 
F
 
 
500,000

496,980

500,000.00

500,000

(3,020
)



5.085

4.8000

MJSD
1,765.7

12,340.69

11202014
12062018
76118DAA8

RESIDENTIAL REINSURANCE 2015 L CORP BND

 
F
 
 
250,000

253,055

250,000.00

250,000

3,055




11


MJSD
1,909.72

14,101.84

5212015
6062019
76118DAB6

RESIDENTIAL REINSURANCE 2015 L CORP BND

 
F
 
 
500,000

511,595

500,000.00

500,000

11,595




6


MJSD
2,083.33

15,564.79

5212015
6062019
76118DAC4

RESIDENTIAL REINSURANCE 2015 L SENIOR CO

 
F
 
 
400,000

399,872

400,000.00

400,000

(128
)



7.483

7.4380

MJSD
2,078.7

15,142.81

11202015
12062019
76118GAA1

RESIDENTIAL REINSURANCE 2016 L SENIOR CO

 
F
 
 
250,000

251,562.5

250,000.00

250,000

1,562.5




0.943

0.9430

MJSD
334.07


4282016
6062020
76118GAB9

RESIDENTIAL REINSURANCE 2016 L SENIOR CO

 
F
 
 
383,000

382,463.8

383,000.00

383,000

(536.2
)



4.99

4.9900

MJSD
2,707.57


4282016
6062020
76118GAC7

RESIDENTIAL REINSURANCE 2016 L SENIOR CO

 
F
 
 
500,000

503,085

500,000.00

500,000

3,085






MJSD


4282016
6062020
76131VAA1

RETAIL PROPERTIES OF AME SENIOR CORP BND

 
 
1
2FE
1,458,055.9

1,413,223.6

1,465,000.00

1,458,814.31

(45,590.71
)
291.94



4

4.0580

MS
17,254.44

29,300

3052015
3152025
761713BC9

REYNOLDS AMERICAN INC SENIOR CORP BND

 
 
 
2FE
6,917,084.75

6,983,889.49

6,875,000.00

6,910,475.79

73,413.7

(5,013.56
)


2.3

2.0280

JD
8,345.48

66,859.72

6202016
6122018
761713BE5

REYNOLDS AMERICAN INC SENIOR CORP BND

 
 
 
2FE
1,219,687.32

1,226,599.46

1,162,000.00

1,218,729.16

7,870.3

(747.63
)


3.25

1.9570

JD
1,993.16

2,692.08

6162016
6122020
761713BG0

REYNOLDS AMERICAN INC SENIOR CORP BND

 
 
1
2FE
229,303.1

256,592.86

230,000.00

229,362.76

27,230.1

28.54



4.45

4.4880

JD
540.18

5,117.5

6092015
6122025
761713BT2

REYNOLDS AMERICAN INC SENIOR CORP BND

 
 
 
2FE
3,534,030

3,535,164.42

3,000,000.00

3,527,552.32

7,612.1

(6,477.68
)


6.875

2.0790

MN
34,375

(24,062.5
)
6082016
5012020
BRSR063T1

RICHELIEU FOODS INC REVOLVE LOAN

 
 
 
 
325,364.15

320,483.69

325,364.15

325,364.15

(4,880.46
)





FMAN

761.48

6272016
5212019
BRSR06452

RICHELIEU FOODS INC SENIOR SECURED TERM

 
 
 
 
4,776,937.37

4,705,283.31

4,776,937.37

4,776,937.37

(71,654.06
)





JAJO

140,526.3

11232014
5212019
76541VKC0

RICHMOND VA MUNITAX BND GO

 
 
 
1FE
5,000,000

5,035,950

5,000,000.00

5,000,000

35,950




1.507

1.5070

JJ
34,744.73

37,675

9292015
7152017
769047GX3

RIVERSIDE CALIF MUNITAX BND REV

 
 
 
1FE
1,103,470

1,050,720

1,000,000.00

1,040,227.91

10,492.09

(18,238.91
)


5.61

5.6100

FA
23,375

28,050

8072009
8012017
771196BA9

ROCHE HOLDINGS INC SENIOR CORP BND 144A

 
 
1
1FE
1,010,770

1,030,760.5

1,000,000.00

1,009,107.95

21,652.55

(1,375.71
)


2.25

1.9520

MS
5,687.5

11,250

11192015
9302019
771196BB7

ROCHE HOLDINGS INC SENIOR CORP BND 144A

 
 
1
1FE
226,736.85

227,078.86

215,000.00

226,712.95

365.91

(23.90
)


2.875

1.7490

MS
1,579.65

(1,510.97
)
6222016
9292021
777594YX4

ROSEMOUNT MN SCH DIST #196 MUNI BND GO

 
 
1
1FE
641,590

649,825

500,000.00

636,735.59

13,089.41

(4,854.41
)


5

1.8700

FA
9,375


2102016
2012027
780082AC7

ROYAL BANK OF CANADA SECURED LOCAL BND

 
A
 
1FE
849,719.5

867,654.6

850,000.00

849,757.77

17,896.83

26.72



2.1

2.1070

AO
3,817.92

8,925

10062015
10142020
78011DAC8

ROYAL BANK OF CANADA SECURED LOCAL BND

 
A
 
1FE
7,567,742.8

7,594,629.48

7,580,000.00

7,574,359.52

20,269.96

2,277.54



1.2

1.2280

MS
25,772

45,480

6082015
9192017
78011DAE4

ROYAL BANK OF CANADA SECURED LOCAL BND

 
A
 
1FE
1,199,400

1,200,150

1,200,000.00

1,199,988.29

161.71

101.35



1.125

1.1420

JJ
5,962.5

6,750

7162013
7222016





BRSNFTGX1

ROYAL BANK OF CANADA SENIOR CORP BND EMT

 
T
 
1FE
1,166,566.62

927,759.25

700,000.00

1,167,805.68

(240,046.43
)
348.55


(233,337.44
)
0.982

0.9790

MJSD
629.43

5,108.54

5282014
6042019
78008SVD5

ROYAL BANK OF CANADA SENIOR CORP BND MTN

 
A
 
1FE
4,094,875

4,112,986.75

4,100,000.00

4,098,380.82

14,605.93

514.84



1.5

1.5260

JJ
28,187.5

30,750

1072013
1162018
BRSQT5KB4

RPI FINANCE TRUST SENIOR SECURED TERM NO

 
 
2
2FE
3,564,559.49

3,573,264.48

3,574,540.59

3,565,670.97

7,593.51

1,030.18




0.0560

MJSD

57,102.78

11242015
11092020
783186QV4

RUTGERS UNIVERSITY NEW JERSEY MUNITAX BN

 
 
 
1FE
1,152,610.5

1,166,502.5

1,150,000.00

1,151,361.59

15,140.91

(361.65
)


2.009

2.0090

MN
3,850.58

11,551.75

6142013
5012018
78355HJV2

RYDER SYSTEM INC. SENIOR CORP BND MTN

 
 
1
2FE
1,762,659.8

1,767,501.61

1,745,000.00

1,759,544.73

7,956.88

(2,119.00
)


2.45

2.0750

MN
5,462.83

13,821.75

4112016
11152018
78355HJX8

RYDER SYSTEM INC. SENIOR CORP BND MTN

 
 
1
2FE
2,028,450.85

2,057,086.87

2,035,000.00

2,030,041.26

27,045.61

739.38



2.45

2.5300

MS
16,619.17

24,928.75

6102015
9032019
78355HJZ3

RYDER SYSTEM INC. SENIOR CORP BND MTN

 
 
1
2FE
443,776.25

446,676.76

445,000.00

444,041.55

2,635.21

117.03



2.5

2.5590

MN
1,545.14

5,562.5

5042015
5112020
78355HKB4

RYDER SYSTEM INC. SENIOR CORP BND-EMTN

 
 
1
2FE
1,498,770

1,553,853.72

1,500,000.00

1,498,838.55

55,015.17

68.55



3.45

3.4640

MN
18,256.25


2172016
11152021
78573AAB6

SABMILLER HOLDINGS INC SENIOR CORP BND 1

 
 
 
1FE
1,600,778

1,560,974

1,550,000.00

1,558,997.66

1,976.34

(8,291.16
)


2.45

1.3640

JJ
17,510.69

18,987.5

12092013
1152017
78573AAG5

SABMILLER HOLDINGS INC SENIOR CORP BND 1

 
 
 
1FE
2,750,000

2,737,790

2,750,000.00

2,750,000

(12,210
)



1.327

0.9550

FMAN
5,978.91

16,258.24

8062013
8012018
78572MAF2

SABMILLER PLC CORP BND 144A

 
F
 
1FE
3,491,297.4

3,274,162.68

2,980,000.00

3,246,870.97

27,291.71

(63,779.26
)


6.5

1.9950

JJ
89,317.22

96,850

7212014
7152018
BRSHCGRY1

SABRE INC SENIOR SECURED TERM NOTES

 
 
2
3FE
5,162,131.95

5,182,666.38

5,188,072.35

5,176,613.1

6,053.28

2,233.45




0.0830

FMAN

105,322.05

2152013
2192019
786134UZ7

SACRAMENTO SATN MUNITAX BND REV

 
 
 
1FE
2,485,000

2,567,402.6

2,485,000.00

2,485,000

82,402.6




2.239

2.2390

JD
4,636.6

27,819.58

11062014
12012019
BRSUCDW31

SAFEWORKS LLC SENIOR SECURED TERM LOAN

 
 
 
 
2,186,498.53

2,153,701.05

2,186,498.53

2,186,498.53

(32,797.48
)





JAJO

62,660.23

6232015
7312019
801060AB0

SANOFI SENIOR CORP BND

 
F
 
1FE
8,831,060.7

8,894,578.77

8,870,000.00

8,855,873.42

38,705.35

3,896.64



1.25

1.3410

AO
24,946.88

55,437.5

4032013
4102018
802385MG6

SANTA MONICA CALIF CMNTY COLLE MUNITAX B

 
 
 
1FE
3,421,699.2

3,481,658.4

3,440,000.00

3,429,899.73

51,758.67

2,356.09



1.864

1.8640

FA
26,717.33

32,060.8

6062013
8012018
80283LAN3

SANTANDER UK PLC SENIOR CORP BND

 
F
 
1FE
1,247,933.52

1,250,423.24

1,250,000.00

1,247,981.87

2,441.37

48.35



2.375

2.3110

MS
8,658.85

(6,184.9
)
6012016
3162020
BRSM3U3W9

SBA COMMUNICATIONS CORPORATION SENIOR SE

 
 
2
4FE
2,926,741.64

2,900,165.51

2,933,988.53

2,929,078.35

(28,912.84
)
1,962.60




0.0350

JAJO
398.75

67,275.66

3312014
3242021
83164JU46

SBA PRIME FLTR SBA PRIME FLTR

 
 
2
1FE
1,182,200.23

1,236,088.44

1,167,905.08

1,180,387.03

55,701.41

(1,507.04
)


3.33

2.8820

MON
3,240.94

15,374.99

11172009
4252031
78403DAG5

SBA TOWER TRUST SECURED CORP BND 144A

 
 
1
1FE
4,000,000

4,055,540

4,000,000.00

4,000,000

55,540




2.898

2.9150

MON
5,152

57,960

10072014
10152044
82735LAA1

SBY_14-1 ABS_14-1 A 144A

 
 
2
 
1,130,392.93

1,109,739.64

1,130,392.93

1,130,392.93

(20,653.29
)



1.442

1.4450

MON
633.92

8,143.82

7302014
9172031
806854AA3

SCHLUMBERGER GER INV CORP BND 144A

 
F
 
1FE
780,183.75

776,605.8

775,000.00

775,326.97

1,278.83

(795.47
)


1.95

1.7420

MS
4,491.78

7,556.25

3222013
9142016
BRSXWU816

SCHLUMBERGER HOLDINGS CORP SENIOR CORP B

 
 
 
 
3,999,520

4,071,520

4,000,000.00

3,999,601.97

71,918.03

77.30



2.35

2.3540

JD
2,611.11

47,000

12102015
12212018
80685PAC2

SCHLUMBERGER NORGE AS CORP BND 144A

 
F
 
1FE
124,781.25

125,266.13

125,000.00

124,990.68

275.45

110.68



1.95

1.9870

MS
724.48

9,285.52

9072011
9142016
80685PAD0

SCHLUMBERGER NORGE AS SENIOR CORP BND 14

 
F
 
1FE
1,368,739.6

1,368,649.32

1,370,000.00

1,369,719.88

(1,070.56
)
127.57



1.25

1.2690

FA
7,135.42

8,562.5

7242012
8012017
80705TAA4

SCHOL_11-A ABS 11-A A 144A

 
 
2
1FE
1,216,178.6

1,181,186.9

1,240,664.34

1,222,911.8

(41,724.9
)
2,368.02



1.534

1.7690

JAJO
3,384.2

9,192.51

3222011
10282043
80705XAA5

SCHOLAR FUNDING TRUST SCHOL_13 ABS 13-A

 
 
2
 
670,906.69

633,065.33

674,105.98

671,649.02

(38,583.69
)
544.35



1.099

1.1740

MON
61.75

4,047.1

3122013
1302045
BRSJA4801

SCINTFIC GMS INT INC SENIOR SECURED TERM

 
 
1
3FE
1,466,103.72

1,475,591.45

1,496,163.69

1,466,915.84

8,675.61

893.64




0.4530

FMAN

6,659.38

5122016
10182020
G79314AG8

SCOTTISH POWER UK PLC CORP BND

 
D
 
2FE
1,525,102.18

1,186,458.12

850,000.00

1,390,366.13

(203,908.01
)
(43,717.92
)

(206,027.74
)
8.375

1.6440

FEB
34,628.92

109,422.31

12102014
2202017
811065AB7

SCRIPPS NETWORKS INTERACTIVE I SENIOR CO

 
 
1
2FE
685,610

691,688.8

680,000.00

683,883.49

7,805.31

(559.21
)


2.75

2.5680

MN
2,389.44

9,350

12042014
11152019
80285CAD3

SDART_16-2 SENIOR ABS 2016-2 A2A

 
 
2
1FE
944,933.47

945,249.96

945,000.00

944,939.77

310.19

6.30



1.38

1.3890

MON
579.6

1,231.65

5032016
7152019
BRSM9G9V0

SEADRILL OPERATING LP SENIOR SECURED TER

 
F
2
5FE
815,053.53

366,670.64

827,465.48

818,640.53

(451,969.89
)
990.94




0.2280

MJSD

16,797.55

6182014
2212021
BRSJ9AUR5

SEAWORLD PARKS & ENTERTAINMENT SENIOR SE

 
 
2
3FE
2,986,174.86

2,884,414.09

3,002,643.16

2,992,796.35

(108,382.26
)
1,264.24




0.0840

MJSD

45,720.31

1022014
5142020
81618TAA8

SELECT INCOME REIT SENIOR CORP BND

 
 
1
2FE
2,939,857.97

2,971,974.2

2,950,000.00

2,943,917.27

28,056.93

1,857.37



2.85

2.9830

FA
35,031.25

42,037.5

9292015
2012018





BRSNU6VW9

SERVICEMASTER CO LLC SENIOR SECURED TERM

 
 
2
3FE
492,490.52

495,901.98

496,212.11

492,782.42

3,119.56

310.84




0.1370

MJSD

10,288.74

12232015
7012021
BRSH8YLF4

SESAC HOLDCO II LLC SENIOR SECURED TERM

 
 
 
2Z
673,602.26

677,475

679,172.93

676,518.15

956.85

533.74




0.1480

FMAN

18,510.93

4162015
2082019
81881UAE7

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

 
F
2
1FE
1,214,375

1,205,675.38

1,250,000.00

1,221,083.4

(15,408.02
)
2,256.91



3.63

4.1150

JAJO
9,956.88

22,052.3

1062015
1132025
81881VAJ4

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

 
F
2
1FE
475,000

473,908.65

500,000.00

479,581.51

(5,672.86
)
1,621.77



3.332

4.8240

FMAN
2,452.58

8,043.51

1212015
5072026
81881LAD9

SHACK_14-6 MEZZANIN ABS 2014-6A C-144A

 
F
1
1FE
472,500

479,607.2

500,000.00

472,993.21

6,613.99

493.21



3.733

4.7440

JAJO
3,836.54

(1,296.13
)
5102016
7172026
822582AR3

SHELL INTERNATIONAL FINANCE BV SENIOR CO

 
F
 
1FE
993,640

1,002,635.3

1,000,000.00

997,464.86

5,170.44

1,096.58



1.125

1.2440

FA
4,062.5

5,625

8142012
8212017
822582BK7

SHELL INTERNATIONAL FINANCE BV SENIOR CO

 
F
 
1FE
886,499.28

891,683.69

888,000.00

886,976.39

4,707.3

371.44



1.25

1.3360

MN
1,572.5

5,550

12232015
11102017
822582BM3

SHELL INTERNATIONAL FINANCE BV SENIOR CO

 
F
 
1FE
9,967,100

10,081,772.6

10,000,000.00

9,973,994.9

107,777.7

5,361.92



1.625

1.7380

MN
23,020.83

81,250

11052015
11102018
BRSR1R5H8

SHELL: ATLAS_14-1 ABS 14-1

 
 
2
 
3,646,000

3,633,439.17

3,646,000.00

3,646,000

(12,560.83
)



4.875

4.9230

MON
7,899.67

90,645.78

12182014
12152020
26250DAU7

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

 
F
2
 
1,500,000

1,476,719.55

1,500,000.00

1,500,000

(23,280.45
)



3.326

3.3400

FMAN
6,375.03

24,186.66

4292015
11152023
BRSXDXJR2

SHOES FOR CREWS LLC SECURED TERM LOAN

 
 
 
4FE
6,739,389.71

6,671,995.81

6,739,389.71

6,739,389.71

(67,393.9
)





MJSD

198,543.02

11202015
10272022
BRSXQ9KS7

SHOES FOR CREWS LLC SECURED TERM LOAN

 
 
 
4FE
639,534.72

626,744.03

639,534.72

639,534.72

(12,790.69
)





MJSD

888.27

11202015
11192021
BRSNC4883

SI ORGANIZATION INC SENIOR SECURED TERM

 
 
 
4FE
728,490.56

737,533.7

741,239.89

728,490.56

9,043.14





0.5350

MJSD


6142016
11232019
N7993YBH6

SIEMENS FINANCIERINGSMAATSCHAP CORP BND

 
D
1
2FE
1,661,494.54

1,341,572.38

1,000,000.00

1,581,747.62

(240,175.24
)
(25,651.37
)

(235,953.87
)
6.125

2.7330

SEP
65,100.51


12102014
9142066
82620KAC7

SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO

 
F
 
1FE
3,195,776

3,279,218.02

3,200,000.00

3,196,662.76

82,555.26

406.48



2.15

2.1780

MN
6,497.77

34,400

5182015
5272020
826239EQ4

SIERRA CALIF JT CMNTY COLLEGE MUNI BND G

 
 
1
1FE
1,366,855.5

1,445,193.5

1,150,000.00

1,327,742.83

117,450.67

(11,338.04
)


5

4.0500

FA
23,958.33

28,750

9132013
8012027
BRSHAG9G2

SILVER II BORROWER SCA SENOIR SECURED TE

 
R
2
4FE
3,193,307.55

2,858,010.26

3,193,307.55

3,193,307.55

(335,297.29
)





FMAN

64,575.78

8212013
12132019
828428AC6

SILVERMORE CLO LTD SMORE_14-1A ABS_14-1A

 
E
2
1FE
959,000

970,832.8

1,000,000.00

963,696.7

7,136.1

3,200.29



2.676

3.4570

FMAN
3,419.46

12,833.48

10052015
5152026
G8162ZAD4

SILVERSTONE MASTER ISSUER PLC ABS_09-1 A

 
D
1
1FE
833,161.5

688,987.92

510,000.00

833,161.5

(144,173.58
)


(151,393.5
)
5.063

5.0590

AO
6,714.44

19,960.51

10272009
1212055
828807CA3

SIMON PROPERTY GROUP LP CORP BND

 
 
1
1FE
405,007.68

375,446.62

308,000.00

368,996.79

6,449.83

(11,738.88
)


10.35

2.1730

AO
7,969.5

15,939

12112014
4012019
828807CD7

SIMON PROPERTY GROUP LP CORP BND

 
 
1
1FE
1,964,190.21

1,928,539.73

1,706,000.00

1,901,312.08

27,227.65

(28,078.88
)


5.65

2.0800

FA
40,162.09

48,194.5

5132015
2012020
828807CJ4

SIMON PROPERTY GROUP LP SENIOR CORP BND

 
 
1
1FE
102,377

101,051.1

100,000.00

101,058.84

(7.74
)
(545.63
)


2.15

1.0350

MS
633.06

1,075

4142015
9152017
828807CM7

SIMON PROPERTY GROUP LP SENIOR CORP BND

 
 
1
1FE
5,866,344

5,882,291.97

5,860,000.00

5,863,498.62

18,793.35

(1,372.01
)


1.5

1.4550

FA
36,625

52,616.67

7202015
2012018
828807CQ8

SIMON PROPERTY GROUP LP SENIOR CORP BND

 
 
1
1FE
8,367,698.9

8,540,590.28

8,369,000.00

8,371,818.52

168,771.76

(23.52
)


2.2

2.1920

FA
76,715.82

78,370.11

3102016
2012019
828807CR6

SIMON PROPERTY GROUP LP SENIOR CORP BND

 
 
1
1FE
840,720

866,950.19

800,000.00

835,240.42

31,709.77

(2,122.07
)


3.75

3.0750

FA
12,500

15,000

3042015
2012024
828807CU9

SIMON PROPERTY GROUP LP SENIOR CORP BND

 
 
1
1FE
599,658

618,922.22

600,000.00

599,717.34

19,204.88

33.84



2.5

2.5120

MS
5,000

8,083.34

8102015
9012020
BRSUDWG69

SIX FLAGS THEME PARKS INC SENIOR SECURED

 
 
 
3FE
1,010,988.88

1,012,678.42

1,013,522.68

1,011,322.07

1,356.35

564.40




0.0360

MJSD

12,306.62

6292015
6302022
784423AF2

SLCLT_04-1 ABS 04-1

 
 
2
 
983,750

979,499.4

1,000,000.00

993,296.4

(13,797
)
1,115.90



0.786

1.1040

FMAN
1,004.46

3,275.98

5202013
5152023
78446XAB1

SLM STUDENT LOAN TRUST ABS_12-B A2 144A

 
 
2
1FE
764,525.41

779,288.85

764,603.94

764,558.36

14,730.49

12.83



3.48

3.5070

MON
1,182.59

15,318.05

4042012
10152030
78442GSC1

SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-

 
 
2
1FE
55,449.74

55,291.29

55,537.32

55,520.15

(228.86
)
15.00



0.718

0.7880

JAJO
74.22

195.43

11302012
7252019
78446JAA4

SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2

 
 
2
1FE
1,260,814.06

1,245,071.88

1,263,262.89

1,261,992.67

(16,920.79
)
427.33



1.053

1.0920

MON
147.84

7,515.47

5182011
11252027
78446TAC8

SLM STUDENT LOAN TRUST SLMA_11 SENIOR AB

 
 
2
1FE
448,448.89

434,782.08

414,975.30

435,528.32

(746.24
)
(4,636.29
)


4.54

2.5230

MON
837.33

10,129.31

7312014
10172044
78446VAA7

SLM STUDENT LOAN TRUST SLMA_12 ABS 12-A

 
 
2
 
334,866.23

335,092.49

334,190.19

334,390

702.49

(345.41
)


1.842

1.7200

MON
273.59

4,372.33

5132014
8152025
78447FAA1

SLM STUDENT LOAN TRUST SLMA_12 ABS 12-E

 
 
2
1FE
279,002.79

278,507.61

278,939.96

278,954.02

(446.41
)
(32.53
)


1.192

1.1820

MON
147.78

2,547.76

11212013
10162023





78447FAB9

SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E

 
 
2
1FE
1,065,601.56

1,052,331

1,050,000.00

1,055,518.01

(3,187.01
)
(1,511.70
)


2.09

1.8170

MON
975.33

10,377.43

1212016
6152045
78447VAA6

SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B

 
 
2
1FE
861,383.25

860,866.43

861,383.25

861,383.25

(516.82
)



1.092

1.0950

MON
418.08

5,780.82

4252013
7152022
78447CAA8

SLM_12-D ABS 12-D 144A

 
 
2
1FE
6,583.7

6,582.05

6,583.70

6,583.7

(1.65
)



1.492

1.4970

MON
4.37

541.63

7232012
6152023
784442AC9

SLMA ABS 08_2 A3

 
 
2
1FE
1,203,860.46

1,165,815.43

1,216,164.63

1,209,838.58

(44,023.15
)
992.65



1.388

1.5390

JAJO
3,141.85

7,958.68

3272012
4252023
78446JAB2

SLMA_11-2 ABS 11-2

 
 
2
1FE
775,000

764,537.52

775,000.00

775,000

(10,462.48
)



1.653

1.6590

MON
142.37

6,401.73

5182011
10252034
78447KAB8

SLMA_12-7 ABS 12-7

 
 
2
1FE
898,707.88

892,761.28

899,299.16

899,174.02

(6,412.74
)
77.06



0.733

0.7520

MON
73.27

3,904.12

11022012
9252019
78448AAA1

SLMA_13-4 ABS 13-4

 
 
2
 
492,465.42

471,535.64

492,465.42

492,465.42

(20,929.78
)



1.003

1.0050

MON
54.9

2,578.6

8062013
6252027
78448CAF6

SLMA_13-6 ABS 13-6 A2

 
 
2
1FE
382,064.4

380,860.89

382,064.40

382,064.4

(1,203.51
)



0.953

0.9550

MON
40.47

2,241.73

11062013
2252021
78447RAA5

SLMA_13-A ABS 13-A 144A

 
 
2
 
191,170.7

191,254.9

191,409.94

191,331.66

(76.76
)
92.68



1.042

1.1090

MON
88.65

1,272.13

11212013
8152022
78447RAB3

SLMA_13-A ABS 13-A 144A

 
 
2
1FE
459,870.23

459,231.8

460,000.00

459,941.14

(709.34
)
11.34



1.77

1.7810

MON
361.87

4,071

2272013
5172027
78447RAC1

SLMA_13-A ABS 13-A 144A

 
 
2
1FE
2,425,000

2,420,610.75

2,425,000.00

2,425,000

(4,389.25
)



1.492

1.4970

MON
1,608.09

18,048.63

2272013
5172027
78447VAB4

SLMA_13-B ABS_13-B-A2A

 
 
2
 
804,859.37

804,050.13

805,000.00

804,921.68

(871.55
)
8.55



1.85

1.8600

MON
661.89

7,446.3

4252013
6172030
78447VAC2

SLMA_13-B ABS_13-B-A2B

 
 
2
 
615,000

614,003.68

615,000.00

615,000

(996.32
)



1.542

1.5470

MON
421.49

4,733.61

4252013
6152030
78448MAD9

SMAT_15-1US ABS_15-1US A3A

 
F
2
1FE
1,949,905.62

1,949,142

1,950,000.00

1,949,920.22

(778.22
)
2.84



1.5

1.5060

MON
1,381.25

14,625

3102015
9142018
78449FAB7

SMB_16-A SENIOR ABS 16-A A2A 144A

 
 
2
1FE
679,710.8

689,323.41

680,000.00

679,714.93

9,608.48

4.13



2.7

2.7220

MON
1,785


5182016
5152031
BRSWD19K0

SMYTH COMPANIES LLC BANK LOAN

 
 
 
 
681,780.02

680,075.58

681,780.02

681,780.02

(1,704.44
)





JAJO

(36,431.91
)
6232016
9252020
BRSWD1953

SMYTH COMPANIES LLC CORP BOND

 
 
 
 
3,058,176.82

3,050,531.38

3,058,176.82

3,058,176.82

(7,645.44
)





JAJO

82,066.85

9252015
9252020
BRSL51FK6

SNADY CREEK ENERGY ASSOC LP SENIOR SECUR

 
 
2
3FE
2,140,824.81

1,683,613.47

2,151,582.71

2,144,790.95

(461,177.48
)
950.58




0.0720

FMAN

55,087.67

12122013
11092020
BRSX0J9L1

SNAPAV LLC SENIOR SECURED TERM LOAN

 
 
 
 
1,997,264.24

1,982,284.76

1,997,264.24

1,997,264.24

(14,979.48
)





MJSD

40,287.46

10192015
6122019
83367TBF5

SOCIETE GENERALE SA JRSUB CORP BND 144A

 
F
1
3FE
2,526,575

2,300,000

2,500,000.00

2,525,306.44

(225,306.44
)
(1,231.96
)


7.875

7.6940

JD
7,109.38

98,437.5

11102015
12312049
83710RLV7

SOUTH CAROLINA ST MUNI BND GO

 
 
 
1FE
1,180,940

1,169,380

1,000,000.00

1,167,538.46

1,841.54

(13,401.54
)


5

0.8190

FA
16,666.66


2232016
8012020
842400GB3

SOUTHERN CALIFORNIA EDISON CO. SECURED C

 
 
 
1FE
3,905,148

3,903,939

3,900,000.00

3,901,457.69

2,481.31

(902.40
)


1.125

1.0800

MN
7,312.5

23,843.75

2242016
5012017
842400GF4

SOUTHERN CALIFORNIA EDISON CO. SECURED C

 
 
2
1FE
3,921,428.58

3,968,812.3

3,921,428.58

3,921,428.58

47,383.72




1.845

1.8440

FA
30,145.98

39,189.78

1132015
2012022
842587CQ8

SOUTHERN COMPANY (THE) SENIOR CORP BND

 
 
 
2FE
2,334,556.35

2,361,936.26

2,335,000.00

2,334,556.35

27,379.91




1.85

1.8560

JJ
4,439.75


5192016
7012019
842587CS4

SOUTHERN COMPANY (THE) SENIOR CORP BND

 
 
1
2FE
4,048,000

4,075,558.76

4,000,000.00

4,047,734.72

27,824.04

(265.28
)


2.35

2.0930

JJ
9,661.11

(7,050
)
6162016
7012021
842587CU9

SOUTHERN COMPANY (THE) SENIOR CORP BND

 
 
1
2FE
359,694

372,241.95

360,000.00

359,694

12,547.95




2.95

2.9630

JJ
1,091.5


5192016
7012023
842808AF4

SOUTHERN ELEC SENIOR CORP BND 144A

 
 
 
1FE
3,333,899.45

3,364,363.67

3,335,000.00

3,334,460.52

29,903.15

107.45



2.2

2.2070

JD
6,114.17

36,685

11182013
12012018
843646AN0

SOUTHERN POWER COMPANY SENIOR CORP BND

 
 
 
2FE
2,398,608

2,417,052.07

2,400,000.00

2,399,032.52

18,019.55

346.66



1.85

1.8790

JD
3,700

23,926.67

12232015
12012017
84650WAD8

SPAREBNK 1 BOLIG LOCAL BND 144A

 
F
 
1FE
2,294,388

2,327,599.93

2,300,000.00

2,298,871.02

28,728.91

553.17



2.3

2.3500

JD
146.94

26,450

3292012
6302017
84650WAE6

SPAREBNK 1 BOLIG SECURED LOCAL BND 144A

 
F
 
1FE
5,854,157

5,947,612.94

5,900,000.00

5,877,163.14

70,449.8

3,256.96



1.75

1.8690

MN
13,193.06

51,625

11072012
11152019
84861CAA3

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

 
 
2
1FE
3,992,636

3,904,002.4

4,000,000.00

3,992,603.99

(88,601.59
)
(2.81
)


3.501

3.5270

MON
11,671.33

70,027.98

11212014
1202045
78467MAA1

SRER_11-RS ABS_11-RS A1B1 144A

 
F
2
2FE
1,001,259.26

1,015,957.47

1,046,490.94

1,044,982.68

(29,025.21
)
10,119.25



1.153

5.3040

MON
498.83

4,433.09

11132014
5092046
85571XAL1

SRTP _14-STAR ABS _14-STAR -B

 
 
2
1FE
2,000,000

1,955,232.4

2,000,000.00

2,000,000

(44,767.6
)



2.093

2.1020

MON
1,860.44

20,990.11

11072014
11152027
BRSU95US9

SS&C EUROPEAN HOLDINGS SARL SENIOR SECUR

 
F
 
3FE
78,794.42

79,091.39

79,190.38

78,845.86

245.53

85.50




0.0710

MJSD

2,035.22

6292015
7082022





BL1658048

SS&C TECHNOLOGIES INC SECURED TERM LOAN

 
 
 
 
575,840.02

578,010.27

578,733.69

576,215.93

1,794.34

404.20




0.0710

MJSD

5,422.43

6292015
7082022
BRSRUTM42

SSE PLC CAPSEC CORP BND

 
D
1
 
809,569.26

667,868.76

525,000.00

809,569.26

(141,700.5
)


(109,412.57
)
3.875

3.8840

SEP
35,591.95


2242015
1019999
30250GAA6

SSGN_10-S1 CMO_10-S1-1A 144A

 
 
2
1
69,106.18

69,108.6

69,106.18

69,106.18

2.42




1.017

1.0190

MON
7.81

570.8

3052010
2252048
790849AL7

ST JUDE MEDICAL INC SENIOR CORP BND

 
 
 
1FE
2,324,384.7

2,363,205.41

2,330,000.00

2,325,803.35

37,402.06

915.93



2

2.0840

MS
13,721.11

22,264.44

9142015
9152018
855244AF6

STARBUCKS CORP SENIOR CORP BND

 
 
1
1FE
498,600

512,241.29

500,000.00

499,175.56

13,065.73

163.77



2

2.0440

JD
722.22

5,000

12022013
12052018
BRSJ08S50

STARWOOD PROPERTY TRUST INC SECURED TERM

 
 
 
3FE
3,350,137

3,322,735.39

3,361,959.36

3,354,849.61

(32,114.22
)
999.82




0.1160

MJSD

59,718.58

10012015
4172020
857477AQ6

STATE STREET CORP CAPSEC CORP BND

 
 
1
2FE
2,125,000

2,183,437.5

2,125,000.00

2,125,000

58,437.5




5.25

5.2500

MS
32,848.96

119,765.63

5142015
1019999
857477AG8

STATE STREET CORP SENIOR CORP BND

 
 
 
1FE
1,888,683

1,896,948.74

1,700,000.00

1,857,930.38

39,018.36

(15,782.13
)


4.375

2.2730

MS
23,552.09

37,187.5

7072015
3072021
857477AK9

STATE STREET CORP SENIOR CORP BND

 
 
 
1FE
4,051,931.5

4,092,928.54

4,075,000.00

4,065,020.54

27,908

2,600.21



1.35

1.4830

MN
7,029.38

27,506.25

1062014
5152018
857477AN3

STATE STREET CORP SENIOR CORP BND

 
 
 
1FE
1,032,809

1,072,933.8

1,000,000.00

1,029,114.62

43,819.18

(1,504.47
)


3.3

2.9080

JD
1,375

16,500

12092015
12162024
857477AV5

STATE STREET CORP SENIOR CORP BND

 
 
 
1FE
239,875.2

242,404.99

240,000.00

239,877.99

2,527

2.79



1.95

1.9610

MN
546.01


5162016
5192021
BRT1X83J9

STATION CASINOS LLC SENIOR SECURED TERM

 
 
1
3FE
792,477.87

791,647.97

796,460.18

792,491.94

(843.97
)
14.07




0.0710

MJSD


5252016
6082023
85771PAJ1

STATOILHYDRO ASA SENIOR CORP BND

 
F
 
1FE
10,202,467.5

10,236,402.35

10,250,000.00

10,229,331.93

7,070.42

5,406.12



1.15

1.2590

MN
15,061.79

58,937.5

4292014
5152018
85771PAR3

STATOILHYDRO ASA SENIOR CORP BND

 
F
 
1FE
1,300,434

1,318,245.75

1,300,000.00

1,300,368.07

17,877.68

(76.10
)


1.95

1.9800

MN
3,732.09

12,675

11052013
11082018
BRSMDLA59

STENA INTERNATIONAL SARL SENIOR SECURED

 
F
 
 
1,812,326.82

1,514,848.93

1,830,633.15

1,818,312.53

(303,463.6
)
1,379.21




0.1430

MJSD

37,161.48

2212014
3032021
BRST248L2

STERIGENICS-NORDION HOLDINGS L SENIOR SE

 
 
2
4FE
392,159.28

388,272.42

393,187.26

392,307.35

(4,034.93
)
79.15




0.0380

MJSD

8,479.98

8132015
5162022
86212TAA7

STORE MASTER FUNDING LLC STR_1 ABS_12-1A

 
 
2
1FE
2,194,810.25

2,113,444.73

2,077,005.13

2,190,744.13

(77,299.4
)
(2,565.29
)


5.77

5.2960

MON
3,661.88

59,883.58

3062015
8202042
86213BAB3

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

 
 
2
1FE
1,087,768.57

1,026,092.03

989,583.33

1,084,040.62

(57,948.59
)
(1,556.21
)


5

4.1910

MON
1,511.86

24,776.04

1232015
4202044
86213CAA3

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

 
 
2
1FE
1,490,930.58

1,449,508.13

1,491,250.01

1,490,938.9

(41,430.77
)
(4.52
)


3.75

3.7810

MON
1,708.72

28,001.96

4142015
4202045
8628113T1

STRATFORD REC CO LLC MUNITAX BND GO

 
 
 
1FE
782,955

780,645

750,000.00

768,346.66

12,298.34

(4,208.12
)


2.989

2.9890

FA
8,468.83

11,208.75

10182013
8152018
863667AK7

STRYKER CORP SENIOR CORP BND

 
 
 
1FE
1,115,877.35

1,130,937.6

1,115,000.00

1,115,789.2

15,148.4

(88.15
)


2

1.9730

MS
6,875.82


3042016
3082019
BRSM7GLZ9

STS OPERATING SENIOR SECURED TERM NOTES

 
 
2
4FE
766,880.45

678,246.02

770,734.11

768,168.43

(89,922.41
)
363.83




0.0710

MJSD

16,135.01

2112014
2122021
BL1711854

SUMMIT MATERIALS LLC SENIOR SECURED TERM

 
 
 
4FE
236,412

236,857.5

237,600.00

236,570.18

287.32

89.50




0.0710

MJSD


6252015
7182022
BRSMQX4D9

SUNGARD AVAILABILITY SERVICES SENIOR SEC

 
 
2
4FE
938,190.07

823,509.67

939,364.28

938,665.3

(115,155.63
)
135.11




0.0270

MJSD

28,642.82

7112014
3292019
86960BAJ1

SVENSKA HANDELSBANKEN AB SENIOR CORP BND

 
F
 
1FE
1,021,690

1,022,575.53

1,000,000.00

1,021,096.44

1,479.09

(593.56
)


2.4

1.8810

AO
6,000

(3,000
)
5112016
10012020
W94232CA6

SWEDBANK AB SENIOR CORP BND

 
F
 
1FE
4,991,550

5,101,985

5,000,000.00

4,995,385.56

106,599.44

833.50



2.375

2.4110

FA
40,902.78

59,375

2202014
2272019
87020DAR5

SWEDEN KINGDOM CORP BND 144A MTN

 
F
 
 
1,994,860

2,004,980.16

2,000,000.00

1,997,308.2

7,671.96

852.97



0.875

0.9620

JJ
7,680.56

8,750

1152015
1232018
87020DAL8

SWEDEN KINGDOM CORP BND MTN 144A

 
F
 
1FE
2,695,518

2,703,167.1

2,700,000.00

2,699,471.5

3,695.6

705.08



1

1.0530

MN
3,450

13,500

8222013
11152016
87158YAQ5

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

 
F
2
1FE
2,500,000

2,469,871

2,500,000.00

2,500,915.94

(31,044.94
)
915.94



3.488

3.9950

JAJO
16,229.35

42,589.19

4082015
7232023
87154EAE0

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

 
F
1
1FE
1,005,000

994,013.5

1,000,000.00

1,004,245.73

(10,232.23
)
(301.11
)


3.833

3.7750

JAJO
7,878.64

18,532.53

3162015
10172026
87165LBB6

SYNCC_16-2 SENIOR ABS_16-2 A

 
 
2
1FE
8,184,680.8

8,373,255.25

8,185,000.00

8,184,670.04

188,585.21

(10.76
)


2.21

2.2190

MON
17,586.39


5202016
5152024
87165LAA9

SYNCT_14-1 SENIOR ABS _14-1-A

 
 
2
1FE
904,748.95

910,701.47

905,000.00

904,882.81

5,818.66

41.92



1.61

1.6250

MON
647.58

7,285.26

11142014
11152020
BRSEM91J4

SYNIVERSE HLDGS SENIOR SEC TERM NOTES

 
 
2
4FE
1,781,141.3

1,342,602.73

1,799,132.63

1,791,863.51

(449,260.78
)
1,485.89




0.1420

JAJO

37,165.58

4202012
4232019
871829BB2

SYSCO CORP SENIOR CORP BND

 
 
 
2FE
3,473,088.75

3,510,857.14

3,475,000.00

3,473,243.4

37,613.74

154.65



1.9

1.9190

AO
16,506.25


3222016
4012019





89236VAD2

TAOT_13-B SENIOR ABS_13-B A4

 
 
2
1FE
629,492.19

627,062.5

625,000.00

626,401.97

660.53

(1,164.90
)


1.46

1.0720

MON
405.56

4,562.46

3162015
1152019
89231RAD6

TAOT_14-B SENIOR ABS _14-B-A4

 
 
2
1FE
9,998,335

10,044,000.2

10,000,000.00

9,999,289.4

44,710.8

233.32



1.31

1.3180

MON
5,822.22

65,500.02

6102014
9162019
89190AAD2

TAOT_14-C ABS _14-C-A4

 
 
2
1FE
999,701.1

1,007,300.03

1,000,000.00

999,844.59

7,455.44

39.89



1.44

1.4530

MON
640

7,200

10072014
4152020
00388WAD3

TAQA ABU DHABI NATIONAL SENIOR CORP BND

 
F
 
1FE
473,385

494,916.75

475,000.00

473,392.3

21,524.45

7.30



3.625

3.7000

JD
430.47


6142016
6222021
87612EAV8

TARGET CORPORATION CORP BND

 
 
 
1FE
1,163,037.5

1,163,545.33

1,065,000.00

1,143,125.79

20,419.54

(10,866.03
)


3.875

1.9760

JJ
19,029.49

26,241.29

1112016
7152020
87612EBB1

TARGET CORPORATION SENIOR CORP BND

 
 
 
1FE
5,864,292.45

5,927,166.61

5,735,000.00

5,838,891.19

88,275.42

(16,810.25
)


2.3

1.6750

JD
1,832.01

65,952.5

10062015
6262019
87612EBE5

TARGET CORPORATION SENIOR CORP BND

 
 
 
1FE
599,946

612,343.32

600,000.00

599,947.45

12,395.87

1.45



2.5

2.5010

AO
3,333.33


4042016
4152026
87236YAE8

TD AMERITRADE HLDG CORP SENIOR CORP BND

 
 
1
1FE
3,915,776.25

4,075,724.95

3,925,000.00

3,917,393.86

158,331.09

598.83



2.95

2.9870

AO
28,946.88

57,893.75

12232015
4012022
BRT23M4F6

TEAM HLTH INC. SENIOR SECURED TERM LOAN

 
 
1
3FE
1,969,453.62

1,986,756.85

1,987,999.35

1,969,679.99

17,076.86

272.85





MJSD

5,812.87

0
11232022
BRSN4E4J0

TECHNIMARK LLC SECURED TERM LOAN

 
 
 
 
6,716,250

6,581,925

6,716,250.00

6,716,250

(134,325
)





MJSD

141,598.13

12232015
4252021
BRSSUAB92

TEKNI-PLEX, INC. SENIOR SECURED TERM LOA

 
 
 
4FE
89,397.59

88,424.29

89,846.84

89,464.48

(1,040.19
)
34.21




0.0710

MJSD

2,053.52

4152015
6012022
BRT1HVP37

TELENET FINANCING USD LLC SENIOR SECURED

 
 
1
 
1,026,587.3

1,023,577.7

1,031,746.03

1,026,603.11

(3,025.41
)
15.81




0.0620

MJSD


5052016
6302024
BRSE99EZ9

TELESAT CANADA / TELESAT LLC SENIOR SEC

 
A
2
3FE
4,018,448.18

3,999,985.49

4,028,519.50

4,023,877.34

(23,891.85
)
876.13




0.0750

MJSD

77,724.12

10012015
3282019
87970UAE6

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

 
F
2
1FE
2,405,585

2,422,337.75

2,500,000.00

2,425,418.46

(3,080.71
)
6,256.41



2.733

3.3460

JAJO
14,043.81

32,428.44

10302014
1172027
Z91GFLXY5

TEMESE FUNDING PLC TMSE_1-A ABS 1 A

 
D
2
1FE
34,655.87

28,880.67

21,598.50

34,655.87

(5,775.2
)
0.25


(5,783
)
1.416

1.3910

MON
11.2

756.09

11072013
11212021
BRSPDEXA2

TEREX CORP SENIOR SECURED TERM NOTES

 
 
 
3FE
791,954.56

778,060.62

793,939.41

792,472.35

(14,411.73
)
151.45




0.0360

MJSD

14,101.93

8082014
8062021
BRSQPSFE8

TERRA-GEN FINANCE CO LLC SENIOR SECURED

 
 
1
3FE
684,813.3

581,575.12

688,254.58

685,547.23

(103,972.11
)
262.41




0.0710

MJSD

18,298.17

11262014
12092021
88165FAC6

TEVA PHARMACEUTICAL FIN CO. BV CORP BND

 
F
 
2FE
1,026,840

1,004,740

1,000,000.00

1,004,602.07

137.93

(6,369.80
)


2.4

2.4180

MN
3,400

12,000

11072011
11102016
8821172X1

TEXAS A & M UNIV PERM UNIV FD MUNITAX BN

 
 
 
1FE
2,005,720

2,041,700

2,000,000.00

2,004,439.8

37,260.2

(534.23
)


1.75

1.6920

JJ
17,500

17,500

4082015
7012020
88224LAC2

TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B

 
 
 
 
1,500,000

1,496,175

1,500,000.00

1,500,000

(3,825
)



1.305

1.3050

AO
4,893.75

9,787.5

12092014
10012017
88224LAE8

TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B

 
 
 
 
2,000,000

2,023,076

2,000,000.00

2,000,000

23,076




2.075

2.0750

AO
10,375

20,750

12092014
10012019
882508AU8

TEXAS INSTRUMENTS INCORPORATED SENIOR CO

 
 
 
1FE
295,140

303,120.92

300,000.00

296,256.19

6,864.73

582.52



1.65

2.0690

FA
2,035

2,475

7102015
8032019
882508AV6

TEXAS INSTRUMENTS INCORPORATED SENIOR CO

 
 
 
1FE
2,470,300

2,498,104.29

2,500,000.00

2,487,265.81

10,838.48

3,403.62



1

1.1930

MN
4,166.66

12,500

5012013
5012018
882508AX2

TEXAS INSTRUMENTS INCORPORATED SENIOR CO

 
 
 
1FE
1,996,040

2,001,019.8

2,000,000.00

1,999,068.53

1,951.27

659.03



0.875

0.9420

MS
5,298.61

8,750

3052014
3122017
882806AT9

TEXAS TECH UNIV MUNI BND REV

 
 
1
1FE
2,263,420

2,200,240

2,000,000.00

2,160,512.28

39,727.72

(29,644.68
)


5

4.6250

FA
37,777.78

50,000

2032009
2152024
882806EL2

TEXAS TECH UNIV MUNITAX BND REV

 
 
 
1FE
5,000,000

5,093,450

5,000,000.00

5,000,000

93,450




1.804

1.8040

FA
34,075.56

45,100

3182015
2152019
BRSNUUGN3

TGI FRIDAYS INC SENIOR SECURED TERM NOTE

 
 
 
 
1,089,680.99

1,078,221.89

1,083,640.09

1,088,468.92

(10,247.03
)
(597.58
)



(0.1090
)
MJSD

28,940.61

4212015
7152020
63902HAA7

THE NATURE CONSESRVANCY MUNI BND REV

 
 
 
1FE
3,437,400

3,358,230

3,000,000.00

3,283,327.8

74,902.2

(44,820.53
)


6.3

6.3300

JJ
94,500

94,500

6182009
7012019
883556AZ5

THERMO FISHER SCIENTIFIC INC CORP BND

 
 
1
2FE
2,896,523

2,945,083.14

2,800,000.00

2,890,530.59

54,552.55

(5,992.41
)


3.6

2.8810

FA
38,080

(980
)
5112016
8152021
883556BB7

THERMO FISHER SCIENTIFIC INC SENIOR CORP

 
 
 
2FE
2,001,260

2,007,817.24

2,000,000.00

2,000,607.97

7,209.27

(193.81
)


1.85

1.7400

JJ
17,061.11

18,500

8162012
1152018
883556BE1

THERMO FISHER SCIENTIFIC INC SENIOR CORP

 
 
 
2FE
6,824,023.1

6,903,118.45

6,810,000.00

6,818,512.93

84,605.52

(1,586.83
)


2.4

2.3500

FA
68,100

81,720

12162014
2012019
883556BN1

THERMO FISHER SCIENTIFIC INC SENIOR CORP

 
 
1
2FE
34,829.2

35,638.92

35,000.00

34,833.95

804.97

4.75



3

3.0780

AO
227.5


4042016
4152023
88428LAA0

THIRD POINT RE USA HOLDINGS IN SENIOR CO

 
 
 
2FE
11,000,000

11,000,000

11,000,000.00

11,000,000





7

7.0000

FA
295,166.67

414,555.56

2102015
2132025
87247CAA1

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

 
F
1
1FE
3,720,000

3,708,723.75

3,750,000.00

3,728,391.15

(19,667.4
)
2,717.22



2.084

2.2510

JAJO
15,632.63

36,593.09

12172014
7202026





BRSN1NQ83

TIME INC (USA) SENIOR SECURED TERM LOAN

 
 
 
3FE
2,174,586.16

2,177,331.88

2,196,551.71

2,181,138.7

(3,806.82
)
1,674.39




0.1440

MJSD

47,375.94

4172014
4262021
88732JAL2

TIME WARNER CABLE INC CORP BND

 
 
 
2FE
1,304,897

1,205,541.57

1,100,000.00

1,203,005.23

2,536.34

(25,131.73
)


6.75

1.9530

JJ
37,125

37,125

6052014
7012018
BRSWVW9B2

T-MOBILE USA INC SENIOR SECURED TERM LOA

 
 
 
2FE
828,968.31

835,216.8

833,133.97

829,333.97

5,882.83

358.04




0.0710

MJSD

17,169.12

11032015
11092022
880591EQ1

TN VLY AUTHORITY SENIOR AGENCY BND

 
 
 
1FE
2,552,790.6

2,624,559.07

2,565,000.00

2,559,330.18

65,228.89

1,200.42



1.75

1.8490

AO
9,476.25

22,443.75

9242013
10152018
BRSWDXM82

TOOLING ACQUISITION CO. TERM LOAN

 
 
 
 
362,613.57

358,080.9

362,613.57

362,613.57

(4,532.67
)





MJSD

36,805.55

6072016
9212021
BRSWDXMT6

TOOLING ACQUISITION CO. TERM LOAN

 
 
 
 
2,452,133.9

2,421,482.23

2,452,133.90

2,452,133.9

(30,651.67
)





MJSD

3,623.33

9212015
9212021
8911457V0

TORONTO-DOMINION BANK/THE SECURED CORP B

 
A
 
1FE
4,992,250

5,129,150

5,000,000.00

4,992,682.01

136,467.99

432.01



2.25

2.2830

MS
33,125.01


3072016
3152021
891145TN4

TORONTO-DOMINION BANK/THE SECURED LOCAL

 
A
 
1FE
5,138,450

5,114,570.7

5,100,000.00

5,111,296.77

3,273.93

(7,960.97
)


1.5

1.1820

MS
22,950

38,250

8132014
3132017
89114QAG3

TORONTO-DOMINION BANK/THE SENIOR CORP BN

 
A
 
1FE
2,938,030.2

2,952,107.27

2,940,000.00

2,939,262.82

12,844.45

197.02



1.4

1.4140

AO
6,974.33

20,580

4232013
4302018
89114QAV0

TORONTO-DOMINION BANK/THE SENIOR CORP BN

 
A
 
1FE
4,200,834

4,301,626.48

4,200,000.00

4,200,897.56

100,728.92

(131.20
)


2.25

2.2430

MN
14,700

47,250

3042015
11052019
89114QB64

TORONTO-DOMINION BANK/THE SENIOR CORP BN

 
A
 
1FE
204,797.05

207,239

205,000.00

204,859.47

2,379.53

33.30



1.75

1.7840

JJ
1,574.51

1,793.75

7162015
7232018
89114QBE7

TORONTO-DOMINION BANK/THE SENIOR CORP BN

 
A
 
1FE
899,217

914,097.18

900,000.00

899,329.62

14,767.56

178.45



1.95

1.9800

JJ
7,751.25

4,528.33

1142016
1222019
89153VAC3

TOTAL CAPITAL INTERNATIONAL SA CORP BND

 
F
 
1FE
4,092,333

4,122,531.56

4,100,000.00

4,098,430.61

24,100.95

777.66



1.55

1.5890

JD
529.59

31,775

9292015
6282017
89153VAK5

TOTAL CAPITAL INTERNATIONAL SA TOTAL CAP

 
F
 
1FE
1,998,760

2,042,098.7

2,000,000.00

1,999,271.36

42,827.34

139.65



2.125

2.2090

JJ
20,187.5

21,250

1082014
1102019
F9208ZKB2

TOTAL CAPITAL S.A.

 
 
 
1FE
1,654,432.94

1,355,082.72

970,000.00

1,586,371.36

(231,288.64
)
(21,985.24
)

(235,072.27
)
4.25

1.4411

DEC
31,017.96


12102014
20171208
89153VAF6

TOTAL CAPITAL S.A. CORP BND MTN

 
D
 
1FE
99,726

100,035

100,000.00

99,989.32

45.68

46.12



4.25

1.2670

DEC
386.11

500

12102014
12082017
BRSM7GUN6

TOWER AUTOMOTIVE HOLDINGS USA SENIOR SEC

 
 
 
4FE
748,125

742,500

750,000.00

748,172.21

(5,672.21
)
47.21




0.0630

MJSD

685.29

5132016
4232020
BRSSD9JL9

TOWNSQUARE MEDIA INC SENIOR SECURED TERM

 
 
 
3FE
738,032.86

737,521.72

741,227.86

738,387.3

(865.58
)
178.06




0.0660

MJSD

11,776.3

3302016
4012022
89236RAD1

TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A

 
 
2
1FE
646,105.28

646,349.95

646,543.91

646,477.21

(127.26
)
514.16



0.69

0.7300

MON
198.27

5,272.35

3162015
11152018
89236TAY1

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
1FE
1,119,624

1,122,253.03

1,100,000.00

1,117,798.43

4,454.6

(1,825.57
)


2

1.2880

AO
4,094.44

1,222.22

3302016
10242018
89236TBH7

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
1FE
1,499,205

1,502,250

1,500,000.00

1,499,765.39

2,484.61

132.71



1.125

1.1430

MN
2,109.38

8,437.5

5132014
5162017
89236TCA1

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
1FE
5,527,417.05

5,575,117.23

5,535,000.00

5,531,090.03

44,027.2

1,257.63



1.45

1.4970

JJ
37,676.42

40,128.75

1072015
1122018
89236TCF0

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
1FE
1,119,160

1,149,544.07

1,120,000.00

1,119,370.14

30,173.93

80.84



2.15

2.1660

MS
7,290.89

12,040

3092015
3122020
89236TCP8

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
1FE
149,872.5

151,439.03

150,000.00

149,912.95

1,526.08

100.32



1.55

1.5790

JJ
1,085

13,523.75

7082015
7132018
89236TCU7

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
1FE
4,999,400

5,057,411.95

5,000,000.00

4,999,471.54

57,940.41

71.54



1.7

1.7040

FA
31,166.67


2162016
2192019
89236TCX1

TOYOTA MOTOR CREDIT CORP SENIOR CORP BND

 
 
 
1FE
9,997,600

10,032,800.3

10,000,000.00

9,997,872.94

34,927.36

272.94



1.2

1.2120

AO
27,666.66


4052016
4062018
89267XAF5

TRADEWYND RE LTD CORP BND 144A

 
F
 
 
500,000

503,565

500,000.00

500,000

3,565




5.233

5.0720

JAJO
6,613.3

13,169.28

12052014
1082018
89267XAH1

TRADEWYND RE LTD CORP BND 144A

 
F
 
 
1,750,000

1,781,045

1,750,000.00

1,750,000

31,045




7.45

5.0560

JAJO
32,955.9

232,420.17

12052014
1082018
89289YAB6

TRAMLINE RE II LTD CORP BND 144A

 
F
 
 
1,000,000

1,011,750

1,000,000.00

1,000,000

11,750




9.964

9.8920

JAJO
25,185.78

49,886.59

12042014
1042019
BRSTMLVU6

TRANS UNION LLC SENIOR SECURED TERM LOAN

 
 
2
4FE
2,509,370.91

2,487,122.5

2,515,420.98

2,509,864.84

(22,742.34
)
517.67




0.0460

MJSD

43,502.71

3232016
4092021
893526DK6

TRANSCANADA PIPELINES LIMITED CORP BND

 
A
 
1FE
535,870

529,877.02

500,000.00

528,291.89

1,585.13

(4,629.70
)


3.8

2.3920

AO
4,750

18,894.44

4082015
10012020
89352HAN9

TRANSCANADA PIPELINES LIMITED SENIOR COR

 
A
 
1FE
824,735.5

827,273.43

825,000.00

825,026.11

2,247.32

(9.46
)


1.875

1.8730

JJ
7,261.72

7,734.38

7152015
1122018
89352HAS8

TRANSCANADA PIPELINES LIMITED SR CORP BN

 
A
 
1FE
2,542,783.5

2,629,933.42

2,550,000.00

2,543,768.72

86,164.7

985.22



3.125

3.2260

JJ
34,088.54


1222016
1152019
89356BAA6

TRANSCANADA TRUST CAPSEC CORP BND

 
A
1
2FE
1,075,000

994,375

1,075,000.00

1,075,000

(80,625
)



5.625

5.6250

MN
6,886.72

30,234.38

2242016
5202075





BRSNBE338

TRANSDIGM INC SENIOR SECURED TERM LOAN

 
 
2
4FE
3,908,618.41

3,884,587.59

3,927,368.41

3,913,034.57

(28,446.98
)
1,446.29




0.0730

MJSD

76,709.96

11142014
6042021
BRSU975A2

TRIBUNE COMPANY SENIOR SECURED TERM LOAN

 
 
2
3FE
1,724,199.84

1,720,417.15

1,727,616.13

1,724,822.34

(4,405.19
)
325.26




0.0360

MJSD

32,876.79

7012015
12272020
BRSEQLBQ6

TRICORBRAUN INC SENIOR SECURED TERM LOAN

 
 
 
4Z
2,339,125.6

2,341,083.88

2,350,880.00

2,347,254.08

(6,170.2
)
982.52




0.0830

MJSD

50,240.3

4302012
5032018
L9339LAB9

TRINSEO MATERIALS OPERATING SC SENIOR SE

 
E
2
3FE
564,300

563,027.15

565,714.29

564,504.74

(1,477.59
)
119.26




0.0390

JAJO


4282015
11052021
89837RAA0

TRUSTEES OF DARTMOUTH COLLEGE MUNITAX BN

 
 
 
1FE
339,666

332,070

300,000.00

327,058.31

5,011.69

(3,859.91
)


4.75

1.5750

JD
1,187.5

11,294.44

1302015
6012019
872882AC9

TSMC GLOBAL LTD SENIOR CORP BND 144A

 
F
 
1FE
5,711,170.95

5,708,941.92

5,715,000.00

5,713,619.25

(4,677.33
)
383.80



1.625

1.6390

AO
22,701.25

46,434.38

3272013
4032018
902133AQ0

TYCO ELECTRONICS GROUP SA SENIOR CORP BN

 
F
1
1FE
1,634,149.8

1,648,955.37

1,635,000.00

1,634,464.42

14,490.95

83.07



2.35

2.3610

FA
16,009.38

19,211.25

7282014
8012019
BRSPC8H22

UAL_12-2A SENIOR SECURED TERM LOAN

 
 
 
3FE
1,112,695.18

1,120,562.72

1,123,934.52

1,115,507.67

5,055.05

826.46




0.1420

MJSD

22,751.63

8062014
9152021
90261XHH8

UBS AG (STAMFORD BRANCH) SENIOR CORP BND

 
 
 
1FE
3,967,644.3

3,972,503.51

3,945,000.00

3,958,589.55

13,913.96

(3,822.90
)


1.8

1.5980

MS
18,738.75

35,505

4212015
3262018
90261XHK1

UBS AG (STAMFORD BRANCH) SENIOR CORP BND

 
 
 
1FE
831,893.8

854,100.86

835,000.00

832,571.85

21,529.01

306.89



2.35

2.4320

MS
5,178.16

9,811.25

5272015
3262020
90261XHL9

UBS AG (STAMFORD BRANCH) SENIOR CORP BND

 
 
 
1FE
4,995,300

5,006,041.5

5,000,000.00

4,997,826.64

8,214.86

2,087.06



1.375

1.4220

JD
5,729.17

71,041.67

9292015
6012017
90261XHM7

UBS AG (STAMFORD BRANCH) SENIOR CORP BND

 
 
 
1FE
1,500,000

1,501,215.02

1,500,000.00

1,500,000

1,215.02




1.233

0.8430

MJSD
1,541.31

8,257.62

5272015
6012017
G918UHAA3

UBS AG JERSEY BRANCH CORP BND EMTN

 
D
1
2FE
274,088.34

223,952.77

150,000.00

262,502.25

(38,549.48
)
(3,719.35
)

(38,997.9
)
6.375

2.7630

NOV
7,858.5


12042014
11192024
90351DAA5

UBS GROUP FUNDING JERSEY LTD SENIOR CORP

 
F
 
1FE
5,989,740

6,104,006.22

6,000,000.00

5,991,222.57

112,783.65

960.95



2.95

2.9870

MS
47,691.67

88,500

9212015
9242020
90351DAD9

UBS GROUP FUNDING JERSEY LTD SENIOR CORP

 
F
 
1FE
8,993,250

9,134,464.41

9,000,000.00

8,993,550.64

140,913.77

300.64



3

3.0160

AO
64,500.01


3292016
4152021
90270RBF0

UBSBB_12-C4 PAC SENIOR CMBS 2012-C4 AAB

 
 
2
 
1,761,633.99

1,764,172.79

1,710,000.00

1,761,633.99

2,538.8




2.459

1.4240

MON


6282016
12102045
90270YBD0

UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2

 
 
2
 
1,368,685.5

1,369,309.34

1,355,000.00

1,360,728.72

8,580.62

(2,347.76
)


2.137

1.7960

MON
2,412.46

14,474.76

9232014
3102046
90269GAC5

UBSCMT_12-C1 SENIOR CMBS 12-C1

 
 
2
 
2,143,281.26

2,146,680

2,000,000.00

2,142,307.38

4,372.62

(973.88
)


3.4

2.0110

MON
5,666.66

(3,022.22
)
6142016
5102045
904764AP2

UNILEVER CAPITAL CORP SENIOR CORP BND

 
 
 
1FE
3,088,000

3,128,650.63

3,125,000.00

3,116,778.26

11,872.37

3,739.63



0.85

1.0940

FA
10,993.92

13,281.25

7302012
8022017
904764AQ0

UNILEVER CAPITAL CORP SENIOR CORP BND

 
 
 
1FE
2,616,071.25

2,703,500.46

2,625,000.00

2,621,582.03

81,918.43

601.38



2.2

2.4100

MS
18,447.92

28,875

9112013
3062019
904764AR8

UNILEVER CAPITAL CORP SENIOR CORP BND

 
 
 
1FE
546,815.5

564,885.7

550,000.00

547,375.77

17,509.93

305.43



2.1

2.2230

JJ
4,844.58

5,775

7282015
7302020
907818CZ9

UNION PACIFIC CORPORATION CORP BND

 
 
 
1FE
275,372.5

266,703.5

250,000.00

265,033.23

1,670.27

(5,396.76
)


5.75

1.3130

MN
1,836.81

7,187.5

7132015
11152017
907818DA3

UNION PACIFIC CORPORATION CORP BND

 
 
 
1FE
1,999,631.7

1,917,603.2

1,749,000.00

1,888,562.97

29,040.23

(31,994.32
)


5.7

1.5540

FA
37,661.8

49,846.5

12052012
8152018
907818DD7

UNION PACIFIC CORPORATION CORP BND

 
 
 
1FE
708,215.55

710,877.27

615,000.00

702,621.1

8,256.17

(5,594.45
)


6.125

2.0260

FA
14,230.42

(5,127.14
)
3302016
2152020
907818DM7

UNION PACIFIC CORPORATION SENIOR CORP BN

 
 
1
1FE
1,812,164.25

1,827,248.03

1,725,000.00

1,810,345.16

16,902.87

(1,819.09
)


2.95

2.1040

JJ
23,464.79

(16,114.38
)
5042016
1152023
907818EA2

UNION PACIFIC CORPORATION SENIOR CORP BN

 
 
1
1FE
1,006,336.49

1,014,133.01

1,000,000.00

1,004,394.29

9,738.72

(695.61
)


1.8

1.6520

FA
7,500

9,000

2022015
2012020
907818EE4

UNION PACIFIC CORPORATION SENIOR CORP BN

 
 
1
1FE
3,247,400

3,352,207.17

3,250,000.00

3,247,913.38

104,293.79

248.63



2.25

2.2670

JD
2,437.5

36,562.5

6162015
6192020
G92451EF9

UNITED KINGDOM GILT

 
 
 
1FE
502,928.7

504,573.02

322,000.00

502,928.7

1,644.32

(165.49
)


3.75

5.1918

MS
5,088.2

(4,895.67
)
6272016
20210907
G9T44MEB4

UNITED KINGDOM GILT GOVT BND

 
D
 
1FE
4,571,031.46

4,319,254.27

3,200,000.00

4,563,482.75

(244,228.48
)
(13,564.48
)

(256,614.36
)
1

0.4240

MS
13,484.23

21,073.58

3152016
9072017
G92450M39

UNITED KINGDOM GILT IBND GOVT 3 MO

 
D
 
1FE
1,568,260.66

1,558,577.79

730,000.00

1,568,128.96

(9,551.17
)
3,077.92


(6,439.87
)
1.875

(1.9160
)
MN
2,527.8

(653.68
)
6292016
11222022
G9T44MHH8

UNITED KINGDOM GILT SENIOR GOVT BND

 
D
 
1FE
6,017,383.23

5,598,518.4

4,000,000.00

6,010,341.93

(411,823.53
)
(9,437.46
)

(475,159.66
)
5

0.6280

MS
41,389.39

(2,515.32
)
2192016
3072018
G9T44MHW5

UNITED KINGDOM GILT SENIOR GOVT BND

 
D
 
1FE
1,286,928.47

1,310,017.2

850,000.00

1,286,811.61

23,205.59

(116.86
)

16,009.44

4.5

0.4420

MS
9,849.81

(9,541.54
)
6012016
3072019
G92450K80

UNITED KINGDOM GILT SENIOR GOVT BND

 
D
 
1FE
12,626,423.04

11,094,918.64

7,660,000.00

12,356,975.49

(1,262,056.85
)
(360,851.16
)

(1,368,143.53
)
3.75

0.4600

MS
161,389.54

649,014.17

6302016
9072021
G924502M9

UNITED KINGDOM GILT SENIOR GOVT BND

 
D
 
1FE
10,327,879.89

9,567,602.91

6,394,830.00

10,282,587.85

(714,984.94
)
(50,287.42
)

(809,081.89
)
2.75

0.8890

MS
121,260.15

(75,422.2
)
6302016
9072024





BRSVFB2U3

UNITED KINGDOM GILT SENIOR GOVT BND

 
D
 
1FE
797,874.25

785,963.54

560,000.00

797,791.55

(11,828.01
)
(2,111.65
)

(15,105.7
)
1.5

0.4890

JJ
4,966.72

1,108.77

6242016
1222021
911312AK2

UNITED PARCEL SERVICE INC CORP BND

 
 
 
1FE
1,565,228

1,549,985.39

1,400,000.00

1,532,174.5

17,810.89

(23,260.15
)


5.125

1.6030

AO
17,937.5

35,875

10132015
4012019
912828K25

UNITED STATES TREASURY GOVT BND

 
 
 
1
33,126,056.99

33,446,046

33,350,000.00

33,211,774.92

234,271.08

37,783.06



0.75

0.9840

AO
52,621.93

117,603.48

4132016
4152018
912828A34

UNITED STATES TREASURY GOVT BND

 
 
 
1
789,184

811,495.97

800,000.00

793,646.97

17,849

1,492.21



1.25

1.4720

MN
846.99

6,051.91

12052013
11302018
912828A42

UNITED STATES TREASURY GOVT BND

 
 
 
1
3,964,379.7

4,070,274.68

3,895,000.00

3,948,768.4

121,506.28

(5,811.62
)


2

1.6740

MN
6,598.09

25,950.06

2232015
11302020
912828B90

UNITED STATES TREASURY GOVT BND

 
 
 
1
1,020,783.25

1,046,210.02

1,000,000.00

1,016,530.14

29,679.88

(1,686.02
)


2

1.6310

FA
6,684.78

10,000

3262015
2282021
912828C99

UNITED STATES TREASURY GOVT BND

 
 
 
1
3,048,119.65

3,127,885.85

3,000,000.00

3,100,300.17

27,585.68

4,708.03



0.125

(0.3060
)
AO
805.57

3,326.92

12232015
4152019
912828D49

UNITED STATES TREASURY GOVT BND

 
 
 
1
11,900,742.77

11,894,912.69

11,850,000.00

11,873,944.79

20,967.9

(10,569.93
)


0.875

0.6940

FA
39,025.24

51,843.75

8142015
8152017
912828D56

UNITED STATES TREASURY GOVT BND

 
 
 
1
3,246,105.59

3,427,283.27

3,185,000.00

3,241,264.27

186,019

(3,381.87
)


2.375

2.1350

FA
28,418.64

37,821.88

10072015
8152024
912828F54

UNITED STATES TREASURY GOVT BND

 
 
 
1
7,743,655.6

7,782,085

7,750,000.00

7,745,676.73

36,408.27

1,683.55



0.875

0.9190

AO
14,266.56

34,772.88

11232015
10152017
912828G20

UNITED STATES TREASURY GOVT BND

 
 
 
1
29,465,160.72

29,577,810.06

29,450,000.00

29,460,187.67

117,622.39

(3,675.45
)


0.875

0.8500

MN
32,911.18

128,959.13

11062015
11152017
912828G38

UNITED STATES TREASURY GOVT BND

 
 
 
1
5,217,968.75

5,331,749.75

5,000,000.00

5,188,620.32

143,129.43

(10,382.62
)


2.25

1.7630

MN
14,368.21

56,250

1272015
11152024
912828G79

UNITED STATES TREASURY GOVT BND

 
 
 
1
5,720,886.35

5,756,035.83

5,720,000.00

5,720,639.98

35,395.85

(216.45
)


1

0.9920

JD
2,500.55

28,600

12022015
12152017
912828G87

UNITED STATES TREASURY GOVT BND

 
 
 
1
7,508,008.33

7,715,044.43

7,317,000.00

7,469,837.67

245,206.76

(13,205.67
)


2.125

1.7250

JD
422.51

77,743.13

1162015
12312021
912828G95

UNITED STATES TREASURY GOVT BND

 
 
 
1
6,094,687.5

6,165,959.94

6,000,000.00

6,067,825.66

98,134.28

(9,448.93
)


1.625

1.2930

JD
264.95

48,750

1212015
12312019
912828H37

UNITED STATES TREASURY GOVT BND

 
 
 
1
12,524,293.19

12,592,911.46

12,535,000.00

12,531,167.43

61,744.03

4,343.41



0.875

0.8950

JJ
50,622.11

4,874.76

6232016
1152018
912828H86

UNITED STATES TREASURY GOVT BND

 
 
 
1
993,244.19

1,020,210.04

1,000,000.00

993,719.51

26,490.53

475.32



1.5

1.6180

JJ
6,263.74

366.85

1212016
1312022
912828H94

UNITED STATES TREASURY GOVT BND

 
 
 
1
125,292.97

125,837.51

125,000.00

125,250.61

586.9

(42.36
)


1

0.8750

FA
470.47

(123.63
)
3212016
2152018
912828J84

UNITED STATES TREASURY GOVT BND

 
 
 
1
10,082,438.68

10,190,000.9

10,000,000.00

10,074,808.16

115,192.74

(7,630.52
)


1.375

1.1700

MS
34,562.84

19,535.52

2052016
3312020
912828J92

UNITED STATES TREASURY GOVT BND

 
 
 
1
304,428.64

305,079.3

305,000.00

304,754.45

324.85

4,768.20



0.5

0.6080

MS
383.33

30,134.77

7012015
3312017
912828K74

UNITED STATES TREASURY GOVT BND

 
 
 
1
3,035,703.13

3,135,029.97

3,000,000.00

3,034,329.5

100,700.47

(1,353.96
)


2

1.8630

FA
22,582.42

8,865.21

2042016
8152025
912828K82

UNITED STATES TREASURY GOVT BND

 
 
 
1
5,038,094.34

5,040,599.8

5,000,000.00

5,038,045.59

2,554.21

(48.75
)


1

0.6390

FA
18,818.68

(18,681.32
)
6292016
8152018
912828L32

UNITED STATES TREASURY GOVT BND

 
 
 
1
2,991,679.69

3,055,230.33

3,000,000.00

2,992,941.31

62,289.02

816.84



1.375

1.4330

FA
13,787.36

20,625

10202015
8312020
912828R77

UNITED STATES TREASURY GOVT BND

 
 
 
1
2,028,675.24

2,036,020.06

2,000,000.00

2,028,459.36

7,560.7

(215.88
)


1.375

1.0770

MN
2,329.23

(1,277.32
)
6162016
5312021
912828RF9

UNITED STATES TREASURY GOVT BND

 
 
 
1
11,085,589.29

11,012,208.9

11,000,000.00

11,009,654.22

2,554.68

(47,245.92
)


1

0.4690

FA
36,766.3

182,266.31

3192015
8312016
912828RH5

UNITED STATES TREASURY GOVT BND

 
 
 
1
44,796,013.99

45,240,921.89

44,500,000.00

44,733,575.35

507,346.54

(40,745.01
)


1.375

1.1290

MS
153,804.64

205,622.62

10092013
9302018
912828RP7

UNITED STATES TREASURY GOVT BND

 
 
 
1
3,021,810

3,077,010.02

3,000,000.00

3,012,626.26

64,383.76

(2,639.21
)


1.75

0.8720

AO
8,845.12

26,250

4022013
10312018
912828SC5

UNITED STATES TREASURY GOVT BND

 
 
 
1
1,760,607.15

1,754,777.5

1,750,000.00

1,753,886.63

890.87

(15,146.92
)


0.875

0.4930

JJ
6,394.23

112,651.44

7082015
1312017
912828SJ0

UNITED STATES TREASURY GOVT BND

 
 
 
1
3,003,642.86

3,008,220

3,000,000.00

3,000,718.44

7,501.56

(1,033.93
)


0.875

0.8390

FA
8,773.78

29,702.43

9272013
2282017
912828SM3

UNITED STATES TREASURY GOVT BND

 
 
 
1
2,811,812.5

2,810,724.28

2,800,000.00

2,803,960.03

6,764.25

(12,388.70
)


1

0.8100

MS
7,038.25

93,101.09

12302014
3312017
912828ST8

UNITED STATES TREASURY GOVT BND

 
 
 
1
3,021,210.94

3,047,490.24

3,000,000.00

3,019,999.11

27,491.13

(1,211.83
)


1.25

1.0110

AO
6,317.93

206.04

4272016
4302019
912828SX9

UNITED STATES TREASURY GOVT BND

 
 
 
1
20,036,752.35

20,248,399.4

20,000,000.00

20,032,355.53

216,043.87

(4,396.82
)


1.125

1.0690

MN
19,565.22

72,540.98

2022016
5312019
912828SY7

UNITED STATES TREASURY GOVT BND

 
 
 
1
21,194,531.7

21,272,312.5

21,250,000.00

21,216,497.61

55,814.89

33,073.09



0.625

0.7980

MN
11,249.15

117,163.59

12042015
5312017
912828TB6

UNITED STATES TREASURY GOVT BND

 
 
 
1
905,440.52

902,295

900,000.00

901,106.73

1,188.27

(552.27
)


0.75

0.6260

JD
18.34

3,375

7132012
6302017





912828TG5

UNITED STATES TREASURY GOVT BND

 
 
 
1
6,960,969.93

7,001,089.74

7,002,000.00

6,984,186.44

16,903.3

9,453.78



0.5

0.7360

JJ
14,619.56

26,524.26

1262015
7312017
912828TH3

UNITED STATES TREASURY GOVT BND

 
 
 
1
6,805,183.47

6,929,601.07

6,900,000.00

6,832,397.72

97,203.35

8,666.41



0.875

1.1980

JJ
25,211.54

(2,384.62
)
4292016
7312019
912828TJ9

UNITED STATES TREASURY GOVT BND

 
 
 
1
10,582,380.98

11,074,535.14

10,800,000.00

10,609,468.13

465,067.01

14,528.68



1.625

1.9320

FA
66,053.57

87,750

8062015
8152022
912828TM2

UNITED STATES TREASURY GOVT BND

 
 
 
1
44,329,626.15

44,445,513.96

44,402,000.00

44,358,241.3

87,272.66

22,071.63



0.625

0.7100

FA
92,755.53

115,594.11

2082016
8312017
912828TS9

UNITED STATES TREASURY GOVT BND

 
 
 
1
23,344,727.13

23,424,570

23,400,000.00

23,392,900.17

31,669.83

22,594.18



0.625

0.6490

MS
36,762.29

45,247.61

6292016
9302017
912828TV2

UNITED STATES TREASURY GOVT BND

 
 
 
1
5,043,758.4

5,080,149.85

5,000,000.00

5,041,305.61

38,844.24

(2,452.79
)


1.25

0.9970

AO
10,529.89

2,060.44

4152016
10312019
912828UA6

UNITED STATES TREASURY GOVT BND

 
 
 
1
34,580,848.91

34,931,406.52

34,900,000.00

34,733,859.73

197,546.79

69,699.25



0.625

0.9640

MN
18,475.08

139,304.99

11122015
11302017
912828UB4

UNITED STATES TREASURY GOVT BND

 
 
 
1
2,467,983

2,592,149.5

2,575,000.00

2,503,141.52

89,007.98

11,179.59



1

1.8520

MN
2,181

14,628.41

5062014
11302019
912828UE8

UNITED STATES TREASURY GOVT BND

 
 
 
1
11,594,151.24

11,701,976.03

11,670,000.00

11,629,606.48

72,369.55

13,982.03



0.75

0.9830

JD
237.84

53,104.53

3162015
12312017
912828UJ7

UNITED STATES TREASURY GOVT BND

 
 
 
1
21,431,168.94

21,602,769.36

21,500,000.00

21,458,658.37

144,110.99

12,906.34



0.875

0.9980

JJ
78,557.69

94,062.5

6052015
1312018
912828UQ1

UNITED STATES TREASURY GOVT BND

 
 
 
1
2,018,675.24

2,030,039.98

2,000,000.00

2,017,602.36

12,437.62

(1,072.88
)


1.25

1.0050

FA
8,355.98

(2,649.46
)
4072016
2292020
912828UR9

UNITED STATES TREASURY GOVT BND

 
 
 
1
16,215,352.79

16,502,227.5

16,455,000.00

16,348,706.77

153,520.73

41,518.09



0.75

1.1430

FA
41,249.29

120,478.33

6022014
2282018
912828UU2

UNITED STATES TREASURY GOVT BND

 
 
 
1FE
15,769,757.81

15,844,870.26

15,800,000.00

15,772,533.51

72,336.75

2,775.70



0.75

0.8500

MS
29,786.89

(8,741.8
)
4262016
3312018
912828UZ1

UNITED STATES TREASURY GOVT BND

 
 
 
1
8,875,547.25

8,931,515.79

8,925,000.00

8,892,344.64

39,171.15

10,927.62



0.625

0.8270

AO
9,397.92

39,827.79

3282016
4302018
912828VA5

UNITED STATES TREASURY GOVT BND

 
 
 
1
3,979,069.23

4,039,559.92

4,000,000.00

3,981,051.07

58,508.85

1,981.84



1.125

1.2520

AO
7,581.52

10,755.49

2022016
4302020
912828VQ0

UNITED STATES TREASURY GOVT BND

 
 
 
1
5,318,185.47

5,384,353.97

5,300,500.00

5,309,295.52

75,058.45

(9,945.25
)


1.375

1.2940

JJ
30,434.2

108,285.67

5212014
7312018
912828WD8

UNITED STATES TREASURY GOVT BND

 
 
 
1
25,733,114.88

26,011,149.44

25,650,000.00

25,713,231.87

297,917.57

(13,022.32
)


1.25

1.1420

AO
54,018.34

158,938.87

4072016
10312018
912828WN6

UNITED STATES TREASURY GOVT BND

 
 
 
1
4,338,172.67

4,503,175.26

4,300,000.00

4,332,124.42

171,050.84

(3,003.20
)


2

1.8390

MN
7,284.16

43,000

7292015
5312021
912828WR7

UNITED STATES TREASURY GOVT BND

 
 
 
1
3,393,729.36

3,529,291.9

3,350,000.00

3,387,085.58

142,206.32

(3,525.36
)


2.125

1.8920

JD
193.44

35,593.75

7282015
6302021
912828XA3

UNITED STATES TREASURY GOVT BND

 
 
 
1
3,797,630.73

3,828,917.78

3,800,000.00

3,798,956.3

29,961.48

557.61



1

1.0150

MN
4,853.26

17,362.64

4112016
5152018
912828XK1

UNITED STATES TREASURY GOVT BND

 
 
 
1
43,019,836.44

43,287,203.35

43,050,000.00

43,035,317.2

251,886.15

8,057.82



0.875

0.8920

JJ
173,855.77

6,661.06

4132016
7152018
912828SS0

UNITED STATES TREASURY GOVT BOND

 
 
 
1
11,585,839.31

11,537,260

11,500,000.00

11,517,491.39

19,768.61

(10,433.19
)


0.875

0.6910

AO
16,953.13

50,312.5

3132013
4302017
912810RQ3

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
241,582.53

259,872.49

250,000.00

241,632.06

18,240.43

56.53



2.5

2.6640

FA
2,352.34

(549.45
)
3302016
2152046
912810RS9

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
4,033,482.11

4,104,969.75

3,945,000.00

4,033,537.84

71,431.91

79.22



2.5

2.3920

MN
12,596.12

(8,847.14
)
6292016
5152046
912828L57

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
8,136,266.01

8,253,519.92

8,000,000.00

8,130,586.1

122,933.82

(5,679.91
)


1.75

1.4750

MS
35,191.25

6,263.66

4072016
9302022
912828M56

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
1,844,718.75

1,919,664.05

1,800,000.00

1,842,942.12

76,721.93

(3,255.75
)


2.25

1.9700

MN
5,172.55

26,962.21

1202016
11152025
912828M64

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
18,501,445.31

18,761,219.08

18,500,000.00

18,501,201.26

260,017.82

(215.89
)


1.25

1.2470

MN
29,534.64

115,625

12042015
11152018
912828N63

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
21,121,880.04

21,239,399.79

21,000,000.00

21,106,089.36

133,310.43

(16,999.08
)


1.125

0.9230

JJ
109,038.46

(13,444.37
)
3182016
1152019
912828P20

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
3,810,446.48

3,820,782.49

3,810,000.00

3,810,441.91

10,340.58

(4.57
)


0.75

0.7430

JJ
11,932.42

(11,382.9
)
6232016
1312018
912828P46

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
1,952,031.25

2,021,860.04

2,000,000.00

1,952,827.57

69,032.47

1,314.02



1.625

1.8940

FA
12,232.14

(3,134.83
)
4272016
2152026
912828Q37

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
1,059,791.99

1,077,481.77

1,065,000.00

1,059,950.95

17,530.82

296.15



1.25

1.3530

MS
3,346.31

751.02

5232016
3312021
912828Q52

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
27,962,466.86

28,134,403.09

28,000,000.00

27,964,655.75

169,747.34

2,381.74



0.875

0.9210

AO
51,543.71

(10,409.15
)
5042016
4152019
912828Q94

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
3,201,130.38

3,209,471.94

3,200,000.00

3,201,053.04

8,418.9

(97.64
)


0.75

0.7320

AO
4,043.48

73.37

5112016
4302018
912828R36

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
624,148.58

642,588.25

635,000.00

624,228.29

18,359.96

79.71



1.625

1.8130

MN
1,317.89

(506.26
)
6022016
5152026





912828R44

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
17,690,189.89

17,785,314.35

17,700,000.00

17,690,781.82

94,532.53

591.93



0.875

0.8930

MN
19,780.23

(7,744.23
)
6282016
5152019
912828R51

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
41,015,365.59

41,126,586.41

40,900,000.00

41,013,334.66

113,251.75

(2,030.93
)


0.875

0.7290

MN
30,311.82

(14,272.54
)
6292016
5312018
912828R69

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
12,627,876.57

12,781,749.75

12,500,000.00

12,627,258.28

154,491.47

(751.69
)


1.625

1.4700

MN
17,204.57

(8,125
)
6202016
5312023
912828R85

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
19,030,202.03

19,094,240.38

19,000,000.00

19,029,878.52

64,361.86

(323.51
)


0.875

0.8210

JD
7,267.75

(1,984.28
)
6172016
6152019
912828TW0

UNITED STATES TREASURY SENIOR GOVT BND

 
 
 
1
44,575,998.39

44,815,326

44,700,000.00

44,648,692.47

166,633.53

26,697.92



0.75

0.8370

AO
56,482.34

222,973.07

11162015
10312017
913017BQ1

UNITED TECHNOLOGIES CORPORATN CORP BND

 
 
 
1FE
1,286,397.8

1,251,975.92

1,115,000.00

1,235,366

16,609.92

(22,594.30
)


6.125

1.8300

FA
28,455.73

34,146.88

5072015
2012019
913017BZ1

UNITED TECHNOLOGIES CORPORATN JR SUB COR

 
 
 
2FE
3,111,625

3,124,532.13

3,100,000.00

3,107,205.22

17,326.91

(2,014.89
)


1.778

1.6500

FA
22,965.83

30,611.23

4292015
5042018
913017BU2

UNITED TECHNOLOGIES CORPORATN SENIOR COR

 
 
 
1FE
7,408,623.1

7,468,175.94

7,415,000.00

7,413,785.9

54,390.04

809.72



1.8

1.8180

JD
11,122.5

86,745

11082012
6012017
91324PCT7

UNITEDHEALTH GROUP INCORPORATE SENIOR CO

 
 
 
1FE
314,883.45

318,602.22

315,000.00

314,896.47

3,705.75

13.02



1.7

1.7130

FA
1,874.25


2222016
2152019
BRSU64W61

UNIVAR USA INC SENIOR SECURED TERM LOAN

 
 
1
3FE
1,796,108.83

1,777,497.56

1,801,365.65

1,796,821.71

(19,324.15
)
418.99




0.0410

MJSD

38,850.57

8062015
7012022
91412GTA3

UNIVERSITY CALIFORNIA MUNITAX BND REV

 
 
 
1FE
2,082,058.5

2,099,043

2,010,000.00

2,059,149.42

39,893.58

(8,293.54
)


2.566

1.6900

MN
6,590.35

25,788.3

2062015
5152019
91412GUW3

UNIVERSITY CALIFORNIA MUNITAX BND REV

 
 
 
1FE
2,600,000

2,700,334

2,600,000.00

2,600,000

100,334




2.364

2.3640

MN
7,853.73

30,732

9292015
5152019
914353ZH3

UNIVERSITY ILL MUNI BND REV

 
 
1
1FE
5,689,300

5,895,400

5,000,000.00

5,561,780.08

333,619.92

(36,897.67
)


5

4.5900

AO
62,500

125,000

9112013
4012028
914440LQ3

UNIVERSITY MASS BLDG AUTH MUNITAX BND R

 
 
 
1FE
995,610

1,011,290

1,000,000.00

997,463.01

13,826.99

530.60



1.333

1.3330

MN
2,221.67

6,665

3082013
11012018
914713J94

UNIVERSITY N C CHAPEL HILL MUNITAX BND R

 
 
 
1FE
1,000,000

1,001,770

1,000,000.00

1,000,000

1,770




0.759

0.7590

JD
632.5

3,795

9252014
12012016
914713K27

UNIVERSITY N C CHAPEL HILL MUNITAX BND R

 
 
 
1FE
500,000

505,815

500,000.00

500,000

5,815




1.317

1.3170

JD
548.75

3,292.5

9252014
12012017
914682AM1

UNIVERSITY N MEX UNIV REVS MUNITAX BND R

 
 
1
1FE
1,047,841.6

1,059,167.2

1,040,000.00

1,040,000

19,167.2




7.8

7.8000

JD
225.33

48,945

1222001
6302020
BRSJE18C7

UNIVISION COMMUNICATIONS INC SENIOR SECU

 
 
1
4FE
6,079,899.19

6,044,347.34

6,091,121.06

6,084,922.06

(40,574.72
)
837.98




0.0270

MJSD

123,615.37

6052013
3012020
BRSM1V101

UNIVISION COMMUNICATIONS INC SENIOR SECU

 
 
2
4FE
1,902,092.75

1,919,914.7

1,934,074.05

1,914,184.78

5,729.92

2,715.15




0.2780

MJSD

39,249.7

4012014
3012020
90323WAA8

URSA RE LTD CORP BND 144A

 
F
 
 
1,250,000

1,253,562.5

1,250,000.00

1,250,000

3,562.5




3.813

3.5310

MJSD
3,906.25

22,684.33

11142014
12072017
90323WAB6

URSA RE LTD CORP BND 144A

 
F
 
 
1,250,000

1,261,225

1,250,000.00

1,250,000

11,225




5.313

5.0450

MJSD
5,443.14

32,059.33

11142014
12072017
90323WAC4

URSA RE LTD SENIOR CORP BND 144A

 
F
 
 
1,600,000

1,618,496

1,600,000.00

1,600,000

18,496




5

5.0280

MJSD
6,557.38

55,574.49

9102015
9212018
BRSU0Q006

US ACUTE CARE SOLUTIONS LLC SENIOR SECUR

 
 
 
 
5,254,438.28

5,241,302.18

5,254,438.28

5,254,438.28

(13,136.1
)





MJSD

97,142.16

5192015
5152021
BRSLYQE12

US AIRWAYS INC SENIOR SECURED TERM NOTES

 
 
2
3FE
4,262,775.32

4,261,920.79

4,279,496.68

4,270,058.74

(8,137.95
)
1,904.43




0.0720

MJSD

79,193.56

10012015
5232019
91159HHE3

US BANCORP SENIOR CORP BND MTN

 
 
1
1FE
4,993,800

5,083,076.85

5,000,000.00

4,997,000.97

86,075.88

612.86



1.95

1.9760

MN
12,458.33

48,750

11042013
11152018
91159HHH6

US BANCORP SENIOR CORP BND MTN

 
 
1
1FE
1,262,787.5

1,280,953.6

1,250,000.00

1,261,048.68

19,904.92

(1,738.82
)


2.2

1.8670

AO
5,041.67

7,256.94

1142016
4252019
91159HHM5

US BANCORP SUB CORP BND MTN

 
 
1
1FE
599,538

620,721.82

600,000.00

599,545.23

21,176.59

7.23



3.1

3.1090

AO
3,358.33


4212016
4272026
90331HMJ9

US BANK NA/CINCINNATI OH SENIOR CORP BND

 
 
1
1FE
4,000,000

3,994,119.88

4,000,000.00

4,000,000

(5,880.12
)



0.856

0.4350

MJSD
1,712.1

15,713.82

9082014
9112017
90331HMC4

US BANK NATIONAL ASSOCIATION SENIOR CORP

 
 
1
1FE
1,999,700

2,002,400.2

2,000,000.00

1,999,941.28

2,458.92

90.75



1.1

1.1050

JJ
9,227.78

37,201.39

1272014
1302017
90331HMH3

US BANK NATIONAL ASSOCIATION SENIOR CORP

 
 
1
1FE
3,997,760

4,016,893.2

4,000,000.00

3,999,096.35

17,796.85

371.10



1.375

1.3940

MS
16,805.56

27,500

9082014
9112017
90331HML4

US BANK NATIONAL ASSOCIATION SENIOR CORP

 
 
1
1FE
8,737,837.5

8,966,198.99

8,745,000.00

8,740,197.8

226,001.19

683.12



2.125

2.1420

AO
32,520.48

92,915.64

7292015
10282019
90331HMQ3

US BANK NATIONAL ASSOCIATION SENIOR CORP

 
 
1
1FE
6,689,816

6,733,350.72

6,700,000.00

6,694,616.98

38,733.74

1,688.83



1.35

1.4020

JJ
38,943.75

45,225

1222015
1262018
90331HMU4

US BANK NATIONAL ASSOCIATION SENIOR CORP

 
 
1
1FE
3,247,205

3,271,074.95

3,250,000.00

3,247,789.67

23,285.28

584.67



1.45

1.4940

JJ
19,897.23


1262016
1292018
90331HMY6

US BANK NATIONAL ASSOCIATION SENIOR CORP

 
 
1
1FE
498,610

502,344.32

500,000.00

498,692

3,652.32

82.00



1.4

1.4950

AO
1,263.88


4212016
4262019





BRSUR9351

USAGM HOLDCO LLC SENIOR SECURED TERM NOT

 
 
1
4FE
2,142,958.15

2,093,353.52

2,174,912.75

2,145,088.81

(51,735.29
)
1,436.93




0.2450

MJSD

30,140.06

4142016
7282022
BRT2GBZH8

USAGM HOLDCO LLC SENIOR SECURED TERM NOT

 
 
1
4FE
1,453,876.66

1,451,428.57

1,468,562.28

1,453,876.66

(2,448.09
)




0.1690

MJSD


6212016
7282022
BRT2GC4F4

USAGM HOLDCO LLC SENIOR SECURED TERM NOT

 
 
1
4FE
288,467.58

288,346.07

291,381.39

288,467.58

(121.51
)




0.1690

MJSD


6212016
7282022
91802RAT6

UTILITY DEBT SECURITIZATION AU MUNITAX B

 
 
 
1FE
1,986,780

2,021,960

2,000,000.00

1,990,139.56

31,820.44

932.92



2.042

2.0410

JD
1,815.11

20,420

12122013
6152021
BRSS0WHT7

VALEANT PHARMACEUTICALS INTERN SENIOR SE

 
A
2
3FE
3,079,008.61

3,022,419.18

3,114,557.13

3,082,604.44

(60,185.26
)
3,444.46




0.1760

MJSD

88,784.19

1292016
4012022
92867MAC4

VALET_13-1 ABS 13-1

 
 
2
1FE
249,357

249,254.62

249,371.20

249,368.1

(113.48
)
23.46



0.56

0.5620

MON
42.67

2,910.15

2212013
8212017
92867PAD5

VALET_13-2 ABS_13-2 A4

 
 
2
 
559,901.38

560,448.02

560,000.00

559,962.38

485.64

7.88



1.16

1.1670

MON
198.48

3,247.98

11062013
3202020
92329JAF6

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

 
F
2
1FE
1,000,937.5

1,000,547.6

1,000,000.00

1,000,722.68

(175.08
)
(74.08
)


4.174

4.1780

FMAN
3,594.32

20,459.87

1082015
2282024
922764AA3

VENTERRA RE LTD CORP BND 144A

 
F
 
3FE
4,500,000

4,514,445

4,500,000.00

4,500,000

14,445




3.75

3.7670

MJSD
468.75

124,823.71

12202013
1092017
92328CAN5

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

 
F
2
1FE
1,000,000

982,795.8

1,000,000.00

1,000,000

(17,204.2
)



3.576

3.5920

FMAN
4,569.46

17,383.92

4232015
11142022
92329JAE9

VENTR_12-12A ABS_ 12-12A C1

 
F
2
 
1,165,800

1,164,643.68

1,200,000.00

1,174,694.36

(10,050.68
)
2,570.34



3.524

4.0540

FMAN
3,641.52

20,582.99

10022014
2282024
BRSNY4KA0

VERIFONE INC SENIOR SECURED TERM NOTES

 
 
 
3FE
417,900.02

416,149.86

420,000.00

418,484.68

(2,334.82
)
158.66




0.0710

MJSD

7,460.1

7012014
7082021
92343VBF0

VERIZON COMMUNICATIONS INC SENIOR CORP B

 
 
 
2FE
2,245,230

2,253,212.78

2,250,000.00

2,248,696.19

4,516.59

481.88



1.1

1.1440

MN
4,125.01

12,375

11022012
11012017
92343VBQ6

VERIZON COMMUNICATIONS INC SENIOR CORP B

 
 
 
2FE
2,381,719.49

2,458,352.98

2,214,000.00

2,342,275.03

116,077.95

(13,251.47
)


4.5

3.0190

MS
29,335.5

46,046.25

4042016
9152020
92343VCB8

VERIZON COMMUNICATIONS INC SENIOR CORP B

 
 
 
1FE
303,390

310,457.41

300,000.00

302,590.91

7,866.5

(418.45
)


2.55

2.2470

JD
297.5

3,825

7132015
6172019
92343VCH5

VERIZON COMMUNICATIONS INC SENIOR CORP B

 
 
 
2FE
13,413,862.26

13,686,870.25

13,240,000.00

13,400,518.64

286,351.61

(7,204.88
)


2.625

2.2590

FA
125,504.16

89,483.34

6072016
2212020
92343VCN2

VERIZON COMMUNICATIONS INC SENIOR CORP B

 
 
1
2FE
1,808,397.5

1,836,818.55

1,750,000.00

1,806,631.2

30,187.35

(1,766.30
)


3

2.3320

MN
8,750

291.67

4262016
11012021
BRSX3CBW6

VERTICALSCOPE INC SENIOR SECURED TERM LO

 
A
 
 
1,615,781.25

1,603,662.89

1,615,781.25

1,615,781.25

(12,118.36
)





MJSD

17,751.8

0
10202022
BRSX3CBR7

VERTICALSCOPE INC SENIOR SECURED TERM LO

 
A
 
 
5,414,062.5

5,373,457.03

5,414,062.50

5,414,062.5

(40,605.47
)





MJSD

69,951.17

10212015
10222020
92553PAY8

VIACOM INC SENIOR CORP BND

 
 
1
2FE
999,860

1,014,357.45

1,000,000.00

999,903.33

14,454.12

13.17



2.75

2.7530

JD
1,222.22

13,750

12032014
12152019
927804FM1

VIRGINIA ELECTRIC AND POWER CO SENIOR CO

 
 
1
2FE
4,008,660

4,002,209.16

4,000,000.00

4,002,684.09

(474.93
)
(925.54
)


1.2

1.1530

JJ
22,133.33

24,000

12052014
1152018
928077HH2

VIRGINIA PORT AUTH PORT FAC RE MUNITAX B

 
 
 
1FE
1,405,000

1,422,843.5

1,405,000.00

1,405,000

17,843.5




1.662

1.6620

JJ
11,675.55

11,675.55

3052015
7012018
928077HJ8

VIRGINIA PORT AUTH PORT FAC RE MUNITAX B

 
 
 
1FE
1,500,000

1,530,675

1,500,000.00

1,500,000

30,675




2.098

2.0980

JJ
15,735

15,735

3052015
7012019
928077HK5

VIRGINIA PORT AUTH PORT FAC RE MUNITAX B

 
 
 
1FE
2,010,000

2,069,274.9

2,010,000.00

2,010,000

59,274.9




2.348

2.3480

JJ
23,597.4

23,597.4

3052015
7012020
92812QWJ2

VIRGINIA ST HSG DEV AUTH MUNITAX BND REV

 
 
1
1FE
3,439,440

3,250,470

3,000,000.00

3,211,944.65

38,525.35

(65,413.31
)


6.32

6.3190

MN
31,600

94,800

3252009
11012019
BRSTG6CM5

VIRIGIN MEDIA SENIOR SECURED TERM NOTES

 
E
2
3FE
3,581,243.12

3,487,398.47

3,582,068.97

3,581,297.21

(93,898.74
)
54.09




0.0030

JD

63,730.98

1042016
6302023
92826CAA0

VISA INC SENIOR CORP BND

 
 
 
1FE
5,047,323.5

5,083,376.06

5,050,000.00

5,048,048.47

35,327.59

676.97



1.2

1.2270

JD
2,861.66

31,666.67

12092015
12142017
92826CAB8

VISA INC SENIOR CORP BND

 
 
1
1FE
6,949,088.25

7,155,726.18

6,955,000.00

6,949,703.33

206,022.85

697.25



2.2

2.2180

JD
7,225.47

100,955.55

12092015
12142020
92826CAC6

VISA INC SENIOR CORP BND

 
 
1
1FE
2,387,060.25

2,498,953.46

2,375,000.00

2,385,914.03

113,039.43

(1,156.46
)


2.8

2.6810

JD
3,140.29

30,582.23

1072016
12142022
92857WAY6

VODAFONE GROUP PLC SENIOR CORP BND

 
F
 
2FE
1,442,528.77

1,446,255.08

1,447,000.00

1,445,867.31

387.77

450.40



1.25

1.3140

MS
4,773.09

9,043.75

9192012
9262017
92867TAD7

VOLKSWAGEN AUTO LOAN ENHANCED ABS _14-2-

 
 
2
1FE
1,059,819.8

1,058,940.02

1,060,000.00

1,059,896.17

(956.15
)
21.57



1.39

1.3980

MON
450.21

7,366.98

10152014
5202021
BRSK76500

VOLKSWAGEN FIN SERV N.V. CORP BND EMTN

 
D
 
1FE
908,378.81

802,820.72

600,000.00

905,648.26

(102,827.54
)
(363.83
)

(102,734.17
)
1.75

1.6550

FA
5,051.57

8,186.67

10302015
8212017
928670AK4

VOLKSWAGEN INTERNATIONAL FINAN CORP BND

 
F
 
2FE
255,160

251,816.5

250,000.00

252,203.67

(387.17
)
(1,499.65
)


2.375

1.1510

MS
1,632.81

2,968.75

7072015
3222017
928670AW8

VOLKSWAGEN INTERNATIONAL FINAN SENIOR CO

 
F
 
 
5,347,646

5,351,187.7

5,350,000.00

5,349,696.55

1,491.15

396.04



1.125

1.1400

MN
7,189.07

30,093.75

11132013
11182016





91830XAE2

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

 
F
2
 
4,000,000

3,982,779.6

4,000,000.00

4,000,000

(17,220.4
)



3.578

3.5940

JAJO
30,614.77

69,548.67

3242015
10152022
U9291NAP0

VW CREDIT INC SENIOR CORP BND EMTN

 
 
 
1FE
4,590,450

4,505,175

4,500,000.00

4,507,443.16

(2,268.16
)
(13,025.52
)


1.875

1.2810

OCT
60,468.75


4032013
10132016
928667AD6

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

 
 
2
1FE
3,819,901.45

3,797,118.23

3,820,000.00

3,819,963.38

(22,845.15
)
16.94



1.4

1.4050

MON
1,634.11

26,740.02

8122014
7222019
931427AM0

WALGREENS BOOTS ALLIANCE INC SENIOR CORP

 
 
 
2FE
4,463,347.95

4,497,625.98

4,465,000.00

4,463,414.73

34,211.25

66.78



1.75

1.7690

MN
6,511.46


5262016
5302018
931427AN8

WALGREENS BOOTS ALLIANCE INC SENIOR CORP

 
 
1
2FE
5,423,904.5

5,517,749.22

5,425,000.00

5,423,940.21

93,809.01

35.71



2.6

2.6040

JD
11,754.17

(216.67
)
6162016
6012021
931427AQ1

WALGREENS BOOTS ALLIANCE INC SENIOR CORP

 
 
1
2FE
214,458.2

220,263.15

215,000.00

214,461.95

5,801.2

3.75



3.45

3.4800

JD
618.13


5262016
6012026
932117JZ8

WALL TWP N J SCH DIST MUNITAX BND GO

 
 
 
1FE
382,363.6

380,087.4

380,000.00

380,051.3

36.1

(666.02
)


1.866

1.8660

JJ
3,269.65

3,545.4

6082012
7152016
932117KA1

WALL TWP N J SCH DIST MUNITAX BND GO

 
 
 
1FE
391,778.4

392,386.8

390,000.00

390,674.53

1,712.27

(319.75
)


2.116

2.1160

JJ
3,805.27

4,126.2

6082012
7152017
931142DF7

WAL-MART STORES INC SENIOR CORP BND

 
 
 
1FE
491,370

502,492.72

500,000.00

495,591.96

6,900.76

1,210.10



1.125

1.1440

AO
1,250

2,812.5

4042013
4112018
25468PDF0

WALT DISNEY COMPANY (THE) CORP BND

 
 
 
1FE
648,453

708,908.98

650,000.00

648,558.13

60,350.85

66.51



3.15

3.1780

MS
5,915

10,237.5

9142015
9172025
25468PDE3

WALT DISNEY COMPANY (THE) CORP BOND

 
 
 
1FE
4,032,960

4,138,034.68

4,000,000.00

4,028,322.71

109,711.97

(3,177.51
)


2.15

1.9740

MS
24,844.44

43,000

10062015
9172020
25468PCV6

WALT DISNEY COMPANY (THE) SENIOR CORP BN

 
 
 
1FE
3,102,781.25

3,139,422.4

3,125,000.00

3,118,562.21

20,860.19

2,231.15



1.1

1.2470

JD
2,864.59

17,187.5

11272012
12012017
25468PCW4

WALT DISNEY COMPANY (THE) SENIOR CORP BN

 
 
 
1FE
755,389.44

799,133.83

776,000.00

757,761.62

41,372.21

1,284.10



2.35

2.7520

JD
1,519.66

9,118

7272015
12012022
25468PDD5

WALT DISNEY COMPANY (THE) SENIOR CORP BN

 
 
 
1FE
519,558

526,679.12

520,000.00

519,672.22

7,006.9

72.13



1.5

1.5290

MS
2,253.33

3,900

9142015
9172018
25468PDJ2

WALT DISNEY COMPANY (THE) SENIOR CORP BN

 
 
 
1FE
409,602.3

425,402.72

410,000.00

409,640.92

15,761.8

38.62



2.3

2.3200

FA
4,531.64


1052016
2122021
9292274U7

WAMU_03-S4 WAMU_03-S4

 
 
2
1FM
407,843.29

420,607.57

402,085.42

407,684.64

12,922.93

(527.92
)


5.5

5.2970

MON
1,842.89

11,617.08

7182003
6252033
92922F3N6

WAMU_05-A12 CMO_05-AR12 1A8

 
 
2
 
1,542,125.6

1,470,597.15

1,557,948.52

1,543,635.13

(73,037.98
)
1,823.59



2.434

2.6950

MON
3,160.4

20,203.97

1102008
10252035
93730PAG1

WASHINGTON BIOMEDICAL RESEARCH MUNITAX B

 
 
 
1FE
1,281,226.5

1,274,119.5

1,150,000.00

1,234,530.73

39,588.77

(13,526.11
)


4.881

1.9230

JJ
28,065.75

28,065.75

2122013
7012019
93974CQX1

WASHINGTON STATE MUNITAX BND GO

 
 
 
1FE
4,875,697.2

4,820,152.8

4,440,000.00

4,748,142.95

72,009.85

(48,357.03
)


4.019

1.7000

FA
74,351.5

89,221.8

2262015
8012019
939720LK2

WASHINGTON STATE MUNITAX BND REV

 
 
 
1FE
2,685,609

2,709,072

2,700,000.00

2,690,856.36

18,215.64

2,248.51



1.15

1.3220

JJ
15,525

15,525

4292015
7012018
939720LL0

WASHINGTON STATE MUNITAX BND REV

 
 
 
1FE
587,188.8

609,985.2

605,000.00

593,555.8

16,429.4

1,838.47



1.45

3.0390

JJ
4,386.25

4,386.25

8152013
7012019
92978PAF6

WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A

 
 
2
 
4,884,688.39

4,487,817.92

4,446,113.20

4,492,793.24

(4,975.32
)
(99,379.03
)


5.297

(2.2870
)
MON
19,625.89

146,555.63

6022014
11152048
BRSJARVG9

WCA WASTE SENIOR SECURED TERM LOAN

 
 
 
4FE
1,008,136.46

997,137.38

1,004,040.15

1,003,236.41

(6,099.03
)
251.31




(1.4020
)
MJSD

15,189.2

5302013
3232018
949746RG8

WELLS FARGO & COMPANY CAPSEC CORP BND

 
 
1
2FE
3,543,750

3,583,125

3,500,000.00

3,543,750

39,375




5.9

5.8270

JD
9,177.78

103,250

12112014
1019999
949746RN3

WELLS FARGO & COMPANY CAPSEC CORP BND

 
 
1
2FE
1,330,000

1,409,800

1,330,000.00

1,330,000

79,800




5.875

5.8750

JD
3,472.78

72,523.61

1152015
1019999
949746PM7

WELLS FARGO & COMPANY CAPSEC CORP BND

 
 
1
2FE
7,924,225

7,585,312.5

7,250,000.00

7,630,629.68

(45,317.18
)
(89,990.29
)


7.98

4.7380

MS
170,350.83

212,522.92

6172016
12312049
94974BFG0

WELLS FARGO & COMPANY SENIOR CORP BND

 
 
 
1FE
498,860

502,346.92

500,000.00

499,552.72

2,794.2

142.70



1.5

1.5590

JJ
3,437.5

3,750

1102014
1162018
94974BFU9

WELLS FARGO & COMPANY SENIOR CORP BND

 
 
 
1FE
3,093,428

3,158,629.25

3,100,000.00

3,096,221.93

62,407.32

645.49



2.125

2.1700

AO
12,626.04

32,937.51

4142014
4222019
94974BGB0

WELLS FARGO & COMPANY SENIOR CORP BND

 
 
 
1FE
1,498,515

1,505,428.35

1,500,000.00

1,499,404.14

6,024.21

246.25



1.4

1.4340

MS
6,591.66

10,500

9022014
9082017
94974BGH7

WELLS FARGO & COMPANY SENIOR CORP BND MT

 
 
 
1FE
479,110

508,986.7

500,000.00

481,001.74

27,984.96

927.18



3

3.5140

FA
5,500

20,250

6232015
2192025
94974BGM6

WELLS FARGO & COMPANY SENIOR CORP BND MT

 
 
 
1FE
1,099,384

1,133,633.62

1,100,000.00

1,099,494.1

34,139.52

58.67



2.6

2.6120

JJ
12,631.66

14,300

7152015
7222020
94974BFY1

WELLS FARGO & COMPANY SUB CORP BND MTN

 
 
 
1FE
5,085,850

5,316,717.55

5,000,000.00

5,074,205.68

242,511.87

(3,019.29
)


4.1

3.9180

JD
15,944.45

102,500

6272014
6032026
94988J5A1

WELLS FARGO BANK NA SENIOR CORP BND

 
 
 
1FE
1,949,434.5

1,967,377.01

1,950,000.00

1,949,552.09

17,824.92

117.59



1.65

1.6650

JJ
13,585


1222016
1222018
94988J5E3

WELLS FARGO BANK NA SENIOR CORP BND

 
 
 
1FE
4,000,000

4,003,560.2

4,000,000.00

4,000,000

3,560.2




1.286

1.2860

FMAN
4,143.13


5252016
5242019





94989EAB3

WELLS_15-LC20 SENIOR CMBS 15-LC20 A2

 
 
2
1FM
875,480.45

883,125.69

850,000.00

868,805.58

14,320.11

(3,501.81
)


2.678

1.9990

MON
1,896.92

11,381.52

3252015
4152050
95058XAB4

WEN_15-1A ABS_15-1A A2II 144A

 
 
2
 
2,481,250

2,557,920.63

2,481,250.00

2,481,250

76,670.63




4.08

4.1000

MJSD
4,499.33

50,808.75

5192015
6152045
BRT1KDPP4

WEST STAR AVIATION INC SENIOR SECURED TE

 
 
 
 
3,001,847.29

2,986,838.05

3,001,847.29

3,001,847.29

(15,009.24
)





MJSD

30,018.47

4282016
4282022
BRSLBEQ11

WESTERN REFINING INC SENIOR SECURED TERM

 
 
2
4FE
1,888,778.8

1,824,077.07

1,883,729.12

1,887,862.34

(63,785.27
)
(472.43
)



(0.0490
)
FMAN

51,723.49

6032015
11122020
960895VY3

WESTMORELAND CNTY PA MUNITAX BND GO

 
 
 
1FE
244,617.8

246,888.95

245,000.00

244,827.47

2,061.48

59.65



1.442

1.4420

JD
294.41

1,766.45

5222013
12012017
960895VZ0

WESTMORELAND CNTY PA MUNITAX BND GO

 
 
 
1FE
575,742.8

588,224.4

580,000.00

577,495.05

10,729.35

501.70



1.642

1.6420

JD
793.63

4,761.8

5222013
12012018
961214CH4

WESTPAC BANKING CORP SENIOR CORP BND

 
F
 
1FE
1,618,299

1,621,117.8

1,620,000.00

1,619,491.84

1,625.96

284.61



1.2

1.2360

MN
2,268

9,720

5142014
5192017
961214CT8

WESTPAC BANKING CORP SENIOR CORP BND

 
F
 
 
1,164,965.05

1,167,101.63

1,165,000.00

1,164,966.57

2,135.06

1.52



1.65

1.6510

MN
2,563


5092016
5132019
961214CX9

WESTPAC BANKING CORP SENIOR CORP BND

 
F
 
1FE
498,060

506,696.63

500,000.00

498,082.46

8,614.17

22.46



2.85

2.8950

MN
1,900


5092016
5132026
BRT2R30S8

WEX INC SECURED TERM LOAN

 
 
1
3FE
385,881.32

387,830.22

389,779.12

385,881.32

1,948.9




4.25

4.4410

MJSD


6242016
6242023
94988HAD3

WFCM_12-LC5 SENIOR CMBS 12-LC5

 
 
2
 
2,286,210.94

2,315,947.5

2,250,000.00

2,279,698.34

36,249.16

(4,259.23
)


2.528

2.1260

MON
4,740

28,440

9222015
10152045
94988XAV8

WFCM_14-LC16 CMBS_14-LC16 ASB

 
 
2
 
5,758,345.31

5,839,639.15

5,430,000.00

5,752,846.22

86,792.93

(5,499.09
)


3.477

2.2760

MON
15,733.44

2,097.8

5242016
8152050
94989DAW9

WFCM_15-C27 SENIOR SENIOR CMBS 15-C27 A5

 
 
2
1FE
3,089,817.01

3,219,450.06

3,000,000.00

3,078,618.1

140,831.96

(4,349.52
)


3.451

3.0930

MON
8,627.51

51,765.06

3032015
2152048
94989NBE6

WFCM_15-C30 LCF SENIOR CMBS 15-C30

 
 
2
1FM
1,210,178.33

1,282,036.51

1,175,000.00

1,207,242.61

74,793.9

(1,665.90
)


3.664

3.3050

MON
3,587.67

21,526.02

7272015
9152058
94989HAF7

WFCM_15-NXS1 PRELCF SENIOR CMBS 15-NXS1

 
 
2
1FM
3,083,549.75

3,104,756.17

3,000,000.00

3,063,489.56

41,266.61

(9,635.58
)


2.632

1.9200

MON
6,580

39,480

4202015
5152048
94989VAD1

WFCM_15-NXS3 LCF SENIOR CMBS_15-NXS3 A4

 
 
2
 
2,879,502.7

3,044,926.93

2,803,000.00

2,874,786.72

170,140.21

(3,716.70
)


3.617

3.2840

MON
8,448.71

50,692.26

12072015
9152057
94989VAB5

WFCM_15-NXS3 PRELCF SENIOR CMBS_15-NXS3

 
 
2
 
1,029,972

1,046,849.98

1,000,000.00

1,025,266.54

21,583.44

(3,289.98
)


2.848

2.1390

MON
2,373.33

14,239.98

9252015
9152057
94989YBB8

WFCMT_16-C32 SENIOR SUB CMBS_16-C32 AS

 
 
2
 
1,287,447.5

1,360,013.75

1,250,000.00

1,286,208.13

73,805.62

(1,239.37
)


3.952

3.5990

MON
4,116.67

14,133.9

2032016
1152059
949781AA6

WFMBS CMO 05-AR1 1A1

 
 
2
NR*Z*
1,088,354.5

1,107,781.93

1,114,954.44

1,092,314.86

15,467.07

2,948.16



2.766

3.3270

MON
2,569.52

16,570.99

12052006
2252035
94982BAG5

WFMBS CMO 05-AR8 3A2

 
 
2
 
263,759.05

274,304.39

268,329.02

264,715.44

9,588.95

757.66



3.014

3.4160

MON
674

4,218.34

12152005
6252035
94981NAH8

WFMBS_05-AR4 CMO 05-AR4 2A2

 
 
2
NR*Z*
712,412.04

731,005.91

732,999.01

716,823.07

14,182.84

2,253.71



2.985

3.8300

MON
1,823.6

11,415.55

7192006
4252035
981464DG2

WFNMT_12-C ABS 12-C

 
 
2
1FE
1,399,466.46

1,431,379.6

1,400,000.00

1,399,794.96

31,584.64

43.15



2.23

2.2470

MON
1,387.56

15,609.96

7132012
8152022
981464EN6

WFNMT_14-C SENIOR ABS 14-C

 
 
2
 
719,834.4

723,009.59

720,000.00

719,909.15

3,100.44

22.82



1.54

1.5520

MON
492.8

5,544

11032014
8152021
92937EAB0

WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SE

 
 
2
 
1,470,037.5

1,464,934.76

1,460,000.00

1,463,705.5

1,229.26

(1,806.73
)


2.029

1.7810

MON
2,468.62

14,811.72

9182014
3152045
92930RAB8

WFRBS_12-C9 SENIOR CMBS 12-C9

 
 
2
 
1,436,021.48

1,434,861.01

1,425,000.00

1,427,437.47

7,423.54

(3,566.24
)


1.829

1.4650

MON
2,171.94

13,031.64

10092014
11152045
92938EAF0

WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A

 
 
2
 
6,303,750

6,227,808.6

6,000,000.00

6,159,636.98

68,171.62

(37,727.76
)


3.223

1.9130

MON
16,115

96,690

7212014
9152046
92939FAR0

WFRBS_14-C21 PRELCF SENIOR CMBS_14-C21 A

 
 
2
1FM
1,043,750

1,041,089.3

1,000,000.00

1,031,063.77

10,025.53

(6,573.64
)


2.917

1.8180

MON
2,430.83

14,584.98

4072015
8152047
92939LAB2

WFRBS_14-C25 PRELCF SENIOR CMBS _14-C25-

 
 
2
 
5,664,840.5

5,751,511.7

5,500,000.00

5,613,342.49

138,169.21

(16,779.77
)


2.932

2.2790

MON
13,438.33

80,629.98

11182014
11152047
9698714J8

WILLIAMSON CNTY TENN MUNITAX BND GO

 
 
 
1FE
418,676

414,584

400,000.00

409,463.59

5,120.41

(2,640.71
)


2.95

1.2500

AO
2,950

5,900

3272013
4012018
97652QAC3

WIN_14-2 WHOLE CMO 14-2

 
 
2
 
2,041,557.61

2,066,140.87

2,013,866.93

2,029,823.82

36,317.05

(12,094.34
)


3.5

2.7330

MON
5,873.78

41,058.08

10082014
9202044
BRSZFPAC4

Window SENIOR SECURED TERM LOAN

 
R
 
 
242,503.35

241,290.83

242,503.35

242,503.35

(1,212.52
)





MJSD


6302016
2012021
BRSZFPNX4

Window TERM NOTES

 
R
 
 
5,623,046.5

5,594,931.27

5,623,046.50

5,623,046.5

(28,115.23
)





MJSD

142,436.88

2012016
2012022
976656CF3

WISCONSIN ELECTRIC POWER COMPA SENIOR CO

 
 
1
1FE
2,500,000

2,516,510.4

2,500,000.00

2,500,000

16,510.4




1.7

1.7000

JD
1,888.89

21,250

6102013
6152018
976826BG1

WISCONSIN POWER AND LIGHT COMP SENIOR CO

 
 
 
1FE
560,420

548,583.15

500,000.00

539,092.63

9,490.52

(6,169.81
)


5

5.0790

JJ
11,527.78

12,500

7072009
7152019





97705MDE2

WISCONSIN ST MUNI BND GO

 
 
1
1FE
981,031.8

1,024,878.8

815,000.00

976,283.86

48,594.94

(4,747.94
)


5

2.4900

MN
11,885.42


2252016
5012033
977100AU0

WISCONSIN ST MUNITAX BND REV

 
 
 
1FE
2,243,300

2,147,000

2,000,000.00

2,129,229.22

17,770.78

(34,512.38
)


5.05

1.4660

MN
16,833.33

50,500

10292014
5012018
982526AT2

WM WRIGLEY JR CO SENIOR CORP BND 144A

 
 
 
2FE
252,277.5

252,602.75

250,000.00

251,325.21

1,277.54

(498.66
)


2

1.5870

AO
986.11

2,500

7142015
10202017
982526AU9

WM WRIGLEY JR CO SENIOR CORP BND 144A

 
 
1
2FE
8,396,608

8,445,952.18

8,275,000.00

8,352,700.5

93,251.68

(16,960.69
)


2.4

1.9660

AO
38,616.67

99,300

4292015
10212018
93934FEN8

WMALT_05-5 CMO 05-9-2A2

 
 
2
5FE
1,810,096.74

1,933,049.99

1,975,548.99

1,831,762.65

101,287.34

(16,704.05
)


5.5

7.3200

MON
9,054.6

60,206.1

12172007
11252035
BRSJ883L4

WMG ACQUISITION CORP SENIOR SECURED TERM

 
 
2
4FE
2,942,414.31

2,906,555.1

2,942,414.31

2,942,414.31

(35,859.21
)





FMAN

55,998.38

9062013
7012020
66859TAC3

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

 
F
2
1FE
2,942,475

2,940,000

3,000,000.00

2,953,669.91

(13,669.91
)
3,797.50



3.088

3.3980

FMAN
12,867.08

44,672.1

11172014
11122025
BRSVTZRG9

WORLDWIDE EXPRESS OPERATIONS L SENIOR SE

 
 
 
 
4,744,839.8

4,697,391.4

4,744,839.80

4,744,839.8

(47,448.4
)





MJSD

100,990.89

3232016
7312019
BRSVTZSZ6

WORLDWIDE EXPRESS OPERATIONS L SENIOR SE

 
 
 
 
2,070,066.77

2,049,366.1

2,070,066.77

2,070,066.77

(20,700.67
)





MJSD

68,457.15

6082016
7312019
BRSP8QSG4

WSCFP_14 SENIOR CMBS 14

 
D
2
 
1,785,379.5

1,450,461.42

1,110,000.00

1,785,379.5

(334,918.08
)


(301,531.5
)
1.449

1.4520

FMAN
3,416.59

11,927.56

10072014
11042019
95168QAG5

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

 
F
2
1FE
479,500

425,976.65

500,000.00

483,914.59

(57,937.94
)
1,385.65



3.532

4.2370

FMAN
2,599.8

8,549.07

11122014
11072025
983919AG6

XILINX, INC. SENIOR CORP BND

 
 
 
1FE
1,989,540

2,027,399.6

2,000,000.00

1,994,205.48

33,194.12

1,026.49



2.125

2.2360

MS
12,513.89

21,250

3052014
3152019
98420EAC9

XLIT LTD JRSUB CORP BND

 
F
1
2FE
512,678.65

509,552.87

505,000.00

510,921.97

(1,369.1
)
(749.03
)


4.45

4.0980

MS
5,680.54

11,236.25

4102015
3312025
98417EAU4

XSTRATA FINANCE (CANADA) LTD SENIOR CORP

 
A
 
2FE
2,231,245.2

2,235,000

2,235,000.00

2,233,961.63

1,038.37

388.10



2.7

2.4860

AO
11,063.25

30,172.5

10182012
10252017
G9853MHT3

YORKSHIRE BUILDING SOCIETY SECURED CORP

 
D
 
1FE
1,363,503.58

1,143,429.2

800,000.00

1,310,962.65

(167,533.45
)
(19,143.93
)

(192,839.44
)
4.75

2.0990

APR
11,133.9

91,761.54

10152015
4122018
98954RAC4

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

 
F
2
1FE
2,899,800

2,911,500

3,000,000.00

2,920,645.63

(9,145.63
)
6,670.30



2.733

3.2740

JAJO
16,852.58

38,914.25

11042014
10172026
BRSM4TPX5

ZIGGO BV SENIOR SECURED TERM NOTES

 
F
2
3FE
2,218,723.41

2,165,103.52

2,218,723.41

2,218,723.41

(53,619.89
)





AO

39,474.79

2072014
1152022
BRSM4TRW5

ZIGGO BV SENIOR SECURED TERM NOTES

 
F
2
3FE
1,429,787.22

1,395,233.56

1,429,787.22

1,429,787.22

(34,553.66
)





AO

25,460.64

11102014
1152022
BRSM4TSP9

ZIGGO BV SENIOR SECURED TERM NOTES

 
F
2
3FE
2,351,489.41

2,294,660.97

2,351,489.41

2,351,489.41

(56,828.44
)





AO

42,294.15

11102014
1152022
98956PAE2

ZIMMER HOLDINGS INC SENIOR CORP BND

 
 
 
2FE
1,469,000.4

1,475,741.51

1,470,000.00

1,469,418.67

6,322.84

161.41



2

2.0230

AO
7,350

14,700

3102015
4012018
98956PAF9

ZIMMER HOLDINGS INC SENIOR CORP BND

 
 
1
2FE
2,045,182.5

2,103,889.29

2,050,000.00

2,045,727.43

58,161.86

205.27



3.55

3.5780

AO
18,193.75

36,387.5

3102015
4012025
 
 
 
 
 
 
 
5,551,585,679.3

 
5,524,026,842.65

27,558,836.65

 
 


 
 
 
 
 
 
 







Validus Holdings, Ltd. June 30, 2016 GAAP short-term investments portfolio in Schedule D format
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
 CHANGE IN BOOK/ADJUSTED CARRYING VALUE
12
13
INTEREST
 
 
 
 
 
 
 
8
9
10
11
 
 
14
15
16
17
18
19
20
 
 
 
DATE
 
 
 GAAP
 
 CURRENT YEAR
 
 TOTAL FX CHG
PAR
ACTUAL
 ACCRUED
 NON-ADMITTED ACCRUED
 INTEREST
 EFFECTIVE RATE
 HOW
 GROSS REC'D
PAID FOR
DESCRIPTION
*
CUSIP
ACQUIRED
NAME OF VENDOR
 MATURITY DATE
 BOOK VALUE
 UGL
 AMORTIZATION
 IMPAIRMENTS
 IN B/A. C.V.
VALUE
COST
 INTEREST
 INTEREST
 RATE
 OF INTEREST
 PAID
 DURING YEAR
ACCRUED INT
LONDON POWER NETWORKS PLC
 
G29330DW7
20160426
 
9152016
355,354.12

(224.93
)
(28,903.78
)

(29,629.09
)
240,000.00

357,922.86

10,978.19


5.375

0.367123288

November
(973.17
)
8,687.03

BONY CASH RESERVE
 
S875996$0
20150630
 
5152016
2,878,338.38





2,878,338.38

2,878,338.38


0

0.0001

0

At Mat
                           326.59

0

BNY MELLON USD LIQ INVESTOR 97
 
DRFUNI$20
20150615
 
3152017
75,692,410.00





75,692,410.00

75,692,410





At Mat
19,280.72


GOLDMAN SACHS
 
GLDSCS$03
20150525
 
12302016
15,044,558.56





15,044,558.56

15,044,558.56



0.00006


At Mat
18,331.06


DREYFUS UNIVERSAL USD LIQ CLAS
 
BRS781392
20150930
 
4152016
63,682.09





63,682.09

63,682.09





At Mat
394.92


WESTERN AST INS CSH RES
 
52470G205
20150605
 
4152016
10,607,488.69





10,607,488.69

10,607,488.69



0.0002


At Mat
4,928.09


CITI-INSTITUTION LIQ FUND USD
 
B0A0ATCJ9
20150605
 
0
2,963,354.15





2,963,354.15

2,963,354.15



0.0006


At Mat
17,177.92


THE DREYFUS FUND INC
 
BRS7BB2L0
20150427
 
0
11,080,734.48





11,080,734.48

11,080,734.48





At Mat
3,733.78


ICS INS GBP LIQ CORE DIST
 
BRS263RF1
20151223
 
0
699,733.74




(7,125.72
)
518,108.93

699,733.74



0.0002


At Mat
14,582.77


AT&T INC
 
00206RCV2
20160321
 
3152017
3,039,822.70

(13,326.70
)
(17,484.08
)


3,000,000.00

3,055,408.66

21,200


2.4

0.706849315

Mar-Sep
3,400

1,800

CDN S/T INVT BLENDED ACCT
 
993252329
20151231
 
0
4,637,613.78





4,637,613.78

4,637,613.78



0.00059


At Mat
7,370.7


BNY MELLON USD LIQ INVESTOR 97
 
DRFUNI$20
20150615
 
0
2,200,739,541.43





2,200,739,541.43

2,200,739,541.43





At Mat
4,419.13


GOLDMAN SACHS
 
GRESZ
20160321
 
0
7,690,523.00





7,690,523.00

7,690,523





At Mat


INSTITUTION LIQ FUND USD
 
H026106
20160321
 
0
7,692,492.00





7,692,492.00

7,692,492





At Mat


INSTITUTION LIQ FUND USD
 
A000CG5
20160321
 
0
333.00





333.00

333





At Mat


GOLDMAN SACHS
 
GMSSZ
20160321
 
0
866.00





866.00

866





At Mat


Institutional Cash Series PLC - US Treasury Fund
 
H047783
20160321
 
0
11,002,746.64





26,386,960.64

26,386,960.64





At Mat


HSBC TERM DEPOSIT
 
BRS000000
2016131
 
0
11,054,607.99





11,054,607.99

11,054,607.99





At Mat


HSBC TERM DEPOSIT
 
BRS000000
2016131
 
0
4,458,076.25





4,458,076.25

4,458,076.25





At Mat


HSBC TERM DEPOSIT
 
BRS000000
2016131
 
0
1,550.17





1,550.17

1,550.17





At Mat


 
 
 
 
 
 
2,369,703,827.17

(13,551.63
)
(46,387.86
)
 
(36,754.81
)
 
2,385,106,195.87

32,178.19

 
 
 
 
 
 






Validus Holdings, Ltd. June 30, 2016 GAAP other investments portfolio in Schedule D format
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
FOREIGN
DATE
 ACTUAL
 GAAP FAIR
 GAAP
 
 
 
 CAP
 FX
INVESTMENT
ADDITIONAL
DESCRIPTION
*
CODE
ACQUIRED
 COST
 MARKET VALUE
 BOOK VALUE
 UGL
 AMORTIZATION
 IMPAIRMENTS
 INTEREST
 UGL
INCOME
INCOME
AIG SELECT HEDGE LTD
 
 
9/4/2009
1,456,954.06

959,059.03

1,456,954.06

(497,895.03
)






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

18,624,572

12,462,723.96

6,161,848.04







PORT ADVISORS PRIVATE EQUITY I
 
 
11/30/2012
1,192,760.97

4,115,282.5

1,192,760.97

2,922,521.53







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

3,785,281

1,926,287.78

1,858,993.22







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

6,828,176.44

3,765,757.24

3,611,531.81




(549,112.61
)


GUGGENHEIM PARTNERS FUND LTD
 
 
6/1/2014
112,349,234.69

112,349,233

112,349,234.69

(1.69
)






CONNING CAPITAL PARTNERS VI
 
 
9/30/2014
644,409.2

503,581

644,409.2

(140,828.2
)






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

1,492,697.99

1,706,761.74

(214,063.75
)






CENTURY FOCUSED FUND III LP
 
 
9/30/2014
10,121,004.95

11,344,899.49

10,121,004.95

1,223,894.54







HIGHBRIDGE MEZZANINE PARTNERS
 
 
9/30/2014
7,408,829.59

7,955,069.41

7,408,829.59

546,239.82







PRUDENTIAL CAPITAL PARTNERS IV
 
 
9/30/2014
6,715,172.11

6,828,202.22

6,715,172.11

113,030.11







VINTAGE VI LP
 
 
9/30/2014
4,669,475.02

4,753,206.71

4,669,475.02

83,731.69







GUGGENHEIM PARTNERS FUND LTD
 
 
1/1/2015
32,093,443.05

32,093,443.05

32,093,443.05








GUGGENHEIM PARTNERS FUND LTD
 
 
1/1/2015
18,186,284.4

18,186,284.4

18,186,284.4








GUGGENHEIM PARTNERS FUND LTD
 
 
1/1/2015
8,558,251.49

8,558,251.49

8,558,251.49








GUGGENHEIM PARTNERS FUND LTD (PDFNI_16-INT)
 
 
4/12/2016
6,775,701

6,775,701

6,775,701








CRESCENT MEZZANINE LLC
 
 
1/22/2016
553,747

553,747

553,747








GUGGENHEIM PRIVATE DEBT FUND 2.0
 
 
5/15/2016
2,798,412.85

2,798,412.85

2,798,412.85








LLOYD'S CANADIAN BLENDED ACCOUNT
 
 
10/1/2013
21,591,510.22

22,335,300.57

21,591,510.22

743,790.35







CRESCENT MEZZANINE LLC
 
 
1/22/2016
221,499

221,499

221,499








GUARDIAN GROWTH EQUITY
 
 
9/4/2009
4,184,124.43

7,426,434.72

4,184,124.43

3,242,310.29







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

37,599.34

17,203.14

20,396.2







LLOYD'S OVERSEAS DEPOSITS
 
 
10/1/2013
55,300,500.52

55,300,500.52

55,300,500.52








BRIDGE GROWTH PARTNERS (PARALLEL), LP
 
 
7/15/2014
21,044,433

23,528,039

21,044,433

2,483,606







PUBLIC PENSION CAPITAL, LLC
 
 
7/21/2014
2,924,287.47

2,171,980.86

2,924,287.47

(752,306.61
)






 
 
 
 
338,668,768.88

359,526,454.59

338,668,768.88

21,406,798.32

 
 


(549,112.61
)