BERMUDA | 98-0501001 |
(State or other jurisdiction of | (I.R.S. Employer |
incorporation or organization) | Identification No.) |
Item 2.02 | Results of Operations and Financial Condition. |
Item 9.01. | Financial Statements and Exhibits. |
(d) | Exhibits. The following exhibits are filed herewith: |
Exhibit No. | Description | ||||
99.1 | Release regarding U.S. GAAP investment portfolio in a Schedule D - Part 1 format dated April 28, 2016 |
VALIDUS HOLDINGS, LTD. (Registrant) | ||||
By: | /s/ Jeffrey D. Sangster | |||
Name: | Jeffrey D. Sangster | |||
Title: | Executive Vice President & Chief Financial Officer |
Validus Holdings, Ltd. March 31, 2016 GAAP fixed maturity portfolio in Schedule D format | ||||||||||||||||||||||||||||||||||
1 | 2 | Codes | 6 | 7 | 9 | 10 | CHANGE IN BOOK/ADJUSTED CARRYING VALUE | INTEREST | DATES | |||||||||||||||||||||||||
3 | 4 | 5 | 8 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | ||||||||||||||||||||
FOREIGN | BOND | NAIC | GAAP FAIR | GAAP | CURRENT YEAR | TOTAL FX CHG | INTEREST | EFFECTIVE | HOW | ACCRUED | GROSS REC'D | |||||||||||||||||||||||
CUSIP | DESCRIPTION | * | CODE | CHAR | DESIG | ACTUAL COST | MARKET VALUE | PAR VALUE | BOOK VALUE | UGL | AMORTIZATION | IMPAIRMENTS | IN B/A. C.V. | RATE | RATE OF | PAID | INTEREST | DURING YEAR | ACQUIRED | MATURITY | ||||||||||||||
88579YAP6 | 3M CO SENIOR CORP BND MTN | 4,167,568.5 | 4,209,475.14 | 4,175,000.00 | 4,169,148.59 | 40,326.55 | 608.17 | — | — | 1.375 | FA | 8,610.94 | 28,703.14 | 8042015 | 1172027 | |||||||||||||||||||
BRSTBY9Y7 | A. SCHULMAN INC SENIOR SECURED TERM LOAN | 162,977.84 | 159,301.64 | 163,386.30 | 163,020.07 | (3,718.43 | ) | 15.75 | — | — | — | MJSD | — | 1,677 | 5112015 | 12312049 | ||||||||||||||||||
03763KAB2 | AASET_14-1 ABS_14-1 A | 2 | 3,174,123.85 | 3,044,831.74 | 3,163,461.54 | 3,172,582.96 | (127,751.22 | ) | (345.96 | ) | — | — | 5.125 | MON | 7,205.66 | 41,106.78 | 2262015 | 4222027 | ||||||||||||||||
G0054BFG3 | ABBEY NATIONAL TREASURY SERVIC SECURED C | D | 623,981.24 | 584,029.26 | 350,000.00 | 617,665.07 | (33,635.81 | ) | (3,528.27 | ) | — | (43,474.23 | ) | 5.125 | APR | 24,865.82 | — | 10212015 | 12312049 | |||||||||||||||
BRSLX0WL6 | ABBEY NATIONAL TREASURY SERVIC SECURED L | D | 654,350.13 | 574,960.24 | 400,000.00 | 655,052.5 | (80,092.26 | ) | 98.90 | — | (80,367.18 | ) | 0.89 | JAJO | 1,009.06 | 2,511.74 | 1132014 | 2202045 | ||||||||||||||||
G0054BMY6 | ABBEY NATIONAL TREASURY SERVIC SENIOR CO | D | 1,038,015.04 | 953,249.01 | 640,000.00 | 1,014,529.78 | (61,280.77 | ) | (6,529.50 | ) | — | (58,343.78 | ) | 4.125 | SEP | 20,734.82 | — | 5062015 | 12312049 | |||||||||||||||
002799AT1 | ABBEY NATIONAL TREASURY SERVIC SENIOR CO | F | 1,247,312.5 | 1,248,494.15 | 1,250,000.00 | 1,247,847.11 | 647.04 | 128.78 | — | — | 2.375 | MS | 1,236.98 | 14,843.75 | 3092015 | 3162020 | ||||||||||||||||||
002824AU4 | ABBOTT LABORATORIES CORP BND | 2,412,386 | 2,373,419.28 | 2,150,000.00 | 2,354,098.23 | 19,321.05 | (16,374.77 | ) | — | — | 5.125 | AO | 55,093.75 | — | 5042015 | 4012019 | ||||||||||||||||||
00287YAL3 | ABBVIE INC SENIOR CORP BND | 982,080 | 1,011,577 | 1,000,000.00 | 983,923.05 | 22,416.41 | 545.67 | — | — | 2.9 | MN | 11,680.56 | — | 5212015 | 11062022 | |||||||||||||||||||
00287YAN9 | ABBVIE INC SENIOR CORP BND | 4,745,677.5 | 4,765,899.39 | 4,750,000.00 | 4,746,936.51 | 27,653.95 | 353.83 | — | — | 1.8 | MN | 32,537.5 | — | 7082015 | 5142018 | |||||||||||||||||||
00287YAJ8 | ABBVIE INC SENIOR CORP BND | 7,636,590.96 | 7,655,332.6 | 7,624,000.00 | 7,632,916.19 | 18,962.88 | (1,377.48 | ) | — | — | 1.75 | MN | 53,738.61 | — | 7172015 | 11062017 | ||||||||||||||||||
00287YAT6 | ABBVIE INC SENIOR CORP BND | 1 | 9,361,460 | 9,542,209.12 | 9,400,000.00 | 9,367,906.88 | 174,302.24 | 1,840.95 | — | — | 2.5 | MN | 89,430.54 | — | 2242016 | 5142020 | ||||||||||||||||||
00084DAE0 | ABN AMRO BANK NV CORP BND 144A | F | 6,261,360 | 6,141,534 | 6,000,000.00 | 6,138,792.64 | 2,741.36 | (40,968.95 | ) | — | — | 4.25 | FA | 41,791.67 | 127,500 | 6262015 | 2022017 | |||||||||||||||||
BRSXK39C4 | ABN AMRO BANK NV SENIOR CORP BND EMTN | D | 449,359.15 | 436,773.09 | 300,000.00 | 449,469.21 | (12,696.12 | ) | 99.62 | — | (20,304.19 | ) | 2.375 | JD | 3,245.71 | 1,142.85 | 11302015 | 4202027 | ||||||||||||||||
00084UAA0 | ACASL_14-1A SENIOR ABS 14-1A A 144A | F | 2 | 745,050 | 743,343.45 | 750,000.00 | 746,140.44 | (2,796.99 | ) | 228.26 | — | — | 2.13 | JAJO | 3,238.77 | 3,498.2 | 1232015 | 7182026 | ||||||||||||||||
00432CCM1 | ACCESS GROUP INC ACCSS_05-2 ABS 05-2 | 2 | 1,018,286.06 | 1,030,840.23 | 1,045,736.65 | 1,034,514.79 | (3,674.56 | ) | 2,112.18 | — | — | 0.798 | FMAN | 904.27 | 1,601.15 | 8082012 | 3122026 | |||||||||||||||||
00452PAN7 | ACIS_15-6A MEZZANIN ABS 15-6A C 144A | F | 1 | 495,000 | 496,876.85 | 500,000.00 | 495,579.18 | 1,297.67 | 144.02 | — | — | 3.986 | FMAN | 3,321.33 | 4,675 | 3042015 | 5012027 | |||||||||||||||||
00452PAG2 | ACIS_15-6A MEZZANIN ABS 15-6A B1 144A | F | 1 | 2,238,750 | 2,160,942.98 | 2,250,000.00 | 2,240,194.44 | (79,251.46 | ) | 368.17 | — | — | 3.096 | FMAN | 11,608.5 | 15,975.62 | 3042015 | 5012027 | ||||||||||||||||
00485YAA7 | ACORN RE LTD SENIOR CORP BND 144A | F | 14,400,000 | 14,506,702 | 14,350,000.00 | 14,393,674.58 | 113,027.42 | (4,493.24 | ) | — | — | 4.312 | MON | 25,783.96 | 190,029.12 | 11202015 | 7172018 | |||||||||||||||||
BRSUVD0Y7 | ACTAGRO LLC SENIOR SECURED REVOLVE NOTES | 746,944.45 | 744,375 | 750,000.00 | 746,944.45 | (2,569.45 | ) | 416.67 | — | — | — | MJSD | — | 59.36 | 12282015 | 12312049 | ||||||||||||||||||
BRSUVD142 | ACTAGRO LLC SENIOR SECURED TERM LOAN | 6,500,000 | 6,451,250 | 6,500,000.00 | 6,500,000 | (48,750 | ) | — | — | — | — | MJSD | — | 63,797.8 | 7102015 | 12312049 | ||||||||||||||||||
00507UAP6 | ACTAVIS FUNDING SCS SENIOR CORP BND | F | 1 | 949,952.5 | 972,438.34 | 950,000.00 | 949,961.94 | 135,325.57 | 2.60 | — | — | 3 | MS | 1,504.16 | 26,893.75 | 3032015 | 3122020 | |||||||||||||||||
00507UAN1 | ACTAVIS FUNDING SCS SENIOR CORP BND | F | 5,177,000 | 5,205,474.07 | 5,177,000.00 | 5,177,000 | 28,474.07 | — | — | — | 1.712 | MJSD | 4,432.42 | 23,163.42 | 3032015 | 3122018 | ||||||||||||||||||
00507UAD3 | ACTAVIS FUNDING SCS SENIOR CORP BND | F | 9,707,707.38 | 9,845,219.17 | 9,715,000.00 | 9,709,893.6 | 22,476.4 | 380.39 | — | — | 2.45 | JD | 70,082.93 | — | 11132014 | 6152019 | ||||||||||||||||||
942683AG8 | ACTAVIS INC SENIOR CORP BND | 248,442.5 | 251,058.1 | 250,000.00 | 249,209.85 | 1,848.25 | 128.27 | — | — | 1.875 | AO | 2,343.75 | — | 9272012 | 2282024 | |||||||||||||||||||
006897AG7 | ADPK_13-1A MEZZANIN ABS 13-1A C 144A | F | 2 | 2,504,750 | 2,457,847.25 | 2,500,000.00 | 2,504,006.21 | (46,158.96 | ) | (177.20 | ) | — | — | 3.622 | JAJO | 19,367.64 | 21,214.31 | 3252015 | 4152024 | |||||||||||||||
BRSM9GPX8 | ADS WASTE HOLDINGS INC SENIOR SECURED TE | 2 | 5,524,256.25 | 5,469,013.69 | 5,524,256.25 | 5,524,256.25 | (55,242.56 | ) | — | — | — | — | FMAN | — | 59,270.58 | 4012014 | 3312025 | |||||||||||||||||
00101JAE6 | ADT CORP SENIOR CORP BND | 3,001,658.45 | 3,030,000 | 3,000,000.00 | 3,000,538.48 | 29,461.52 | (102.79 | ) | — | — | 2.25 | JJ | 14,250 | 33,750 | 4302013 | 7152017 |
BRSNZFA49 | ADVANTAGE SALES & MARKETING IN SENIOR SE | 2 | 1,812,202.26 | 1,783,725.69 | 1,818,736.37 | 1,813,291.66 | (29,565.97 | ) | 264.26 | — | — | — | MJSD | — | 19,622.17 | 8072015 | 3312025 | |||||||||||||||||
05377RBM5 | AESOP_13-1A ABS 13-1A C144A | 2 | 2,063,125 | 2,002,707 | 2,000,000.00 | 2,044,462.3 | (41,755.3 | ) | (4,712.07 | ) | — | — | 4.42 | MON | 2,701.11 | 22,100.01 | 3252015 | 12312049 | ||||||||||||||||
05377RBY9 | AESOP_15-1A SUB ABS 15-1A B 144A | 2 | 1,999,207.2 | 1,980,574.4 | 2,000,000.00 | 1,999,357.53 | (18,783.13 | ) | 33.96 | — | — | 3.22 | MON | 1,967.78 | 16,100.01 | 1222015 | 12312049 | |||||||||||||||||
BRSHXEJA4 | AFFINIA GROUP SENIOR SECURED TERM LOAN | 2 | 338,012.05 | 338,435.1 | 338,435.10 | 338,172.82 | 262.28 | 16.05 | — | — | — | MJSD | — | 4,063.56 | 6052013 | 3312025 | ||||||||||||||||||
02640FAG3 | AGFMT_10-1 WHOLE CMO 10-1 144A | 2 | 4,129,125 | 3,956,350.71 | 3,900,000.00 | 3,924,701.54 | 31,649.17 | (28,252.79 | ) | — | — | 5.65 | MON | 18,362.5 | 55,087.5 | 10152014 | 12312049 | |||||||||||||||||
00432CAZ4 | AGSL_03-1 ABS 03-1-2003-1 | 2 | 360,500 | 387,495.36 | 400,000.00 | 379,799.66 | 7,695.7 | 1,617.72 | — | — | 1.58 | MON | 241.75 | 1,882.68 | 3292010 | 5102032 | ||||||||||||||||||
00432CBB6 | AGSL_03-1 ABS_03-1-2003-1 | 2 | 311,937.5 | 330,024.28 | 350,000.00 | 326,890.27 | 3,134.01 | 648.80 | — | — | 1.58 | MON | 211.53 | 1,239.63 | 3292010 | 1162027 | ||||||||||||||||||
00432CBP5 | AGSL_03-1 ABS_04-1-2004-1 | 2 | 435,625 | 458,074.3 | 500,000.00 | 462,406.86 | (4,332.56 | ) | 2,559.89 | — | — | 1.602 | MON | 153.19 | 1,891.76 | 3292010 | 10122023 | |||||||||||||||||
02665VAA1 | AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A | 2 | 1,259,386.88 | 1,234,774.81 | 1,259,386.88 | 1,259,386.88 | (24,612.07 | ) | — | — | — | 1.441 | MON | 753.64 | 4,471.41 | 5132014 | 6172031 | |||||||||||||||||
BRSHLJUD7 | AI CHEM & CY SCA SENIOR SECURED TERM NOT | F | 2 | 335,752.31 | 334,486.91 | 337,439.51 | 336,525.69 | (2,038.78 | ) | 67.45 | — | — | — | JAJO | — | 6,470.52 | 3122013 | 5152018 | ||||||||||||||||
L0001UAC3 | AI CHEM & CY US ACQUICO INC SENIOR SECUR | E | 2 | 174,207.13 | 173,550.59 | 175,082.56 | 174,608.41 | (1,057.82 | ) | 35.00 | — | — | — | MJSD | — | 3,357.27 | 3122013 | 12312049 | ||||||||||||||||
903724AK8 | AID-UKRAINE AGENCY BND | F | 4,285,000 | 4,352,064.54 | 4,285,000.00 | 4,285,000 | 67,064.54 | — | — | — | 1.844 | MN | 29,630.78 | — | 5142014 | 11062017 | ||||||||||||||||||
BRSZ793R4 | AIM AEROSPACE SENIOR SECURED TERM LOAN | 4,167,865.54 | 4,157,445.88 | 4,167,865.54 | 4,167,865.54 | (10,419.66 | ) | — | — | — | — | MJSD | — | 130,245.8 | 2022016 | 12312049 | ||||||||||||||||||
001406AA5 | AIM_15-1A ABS 15-1A A1 144A | F | 2 | 3,229,166.66 | 3,128,868.74 | 3,229,166.66 | 3,229,151.22 | (100,282.48 | ) | (1.73 | ) | — | — | 4.213 | MON | 6,046.44 | 34,450.05 | 2132015 | 2152040 | |||||||||||||||
BRSSM5ZR6 | AIR MEDICAL GROUP HOLDINGS INC SENIOR SE | 2 | 1,505,291.66 | 1,468,980.56 | 1,509,064.33 | 1,505,762.92 | (36,782.36 | ) | 143.96 | — | — | — | MJSD | — | 16,691.83 | 4152015 | 12312049 | |||||||||||||||||
009158AQ9 | AIR PRODUCTS AND CHEMICALS INC CORP BND | 1,544,936.3 | 1,496,019.6 | 1,490,000.00 | 1,495,549.12 | 470.48 | (4,083.40 | ) | — | — | 2 | FA | 4,883.89 | 14,900 | 3072013 | 8022016 | ||||||||||||||||||
009349AF8 | AIRCRAFT LEASE SECURITISATION ABS_07-1A | F | 2 | 208,514.46 | 213,376.18 | 216,077.14 | 216,056.5 | (2,680.32 | ) | 297.74 | — | — | 0.699 | MON | 105.11 | 385.59 | 11062013 | 5102032 | ||||||||||||||||
009363AR3 | AIRGAS INC SENIOR CORP BND | 1 | 3,569,966.76 | 3,649,707.47 | 3,572,000.00 | 3,570,191.7 | 79,515.77 | 93.05 | — | — | 3.05 | FA | 18,157.67 | 51,446.73 | 12232015 | 8012020 | ||||||||||||||||||
BRSR05RF7 | AIRXCEL, INC. REVOLVE LOAN | 6,626,953.13 | 6,560,683.6 | 6,626,953.13 | 6,626,953.13 | (66,269.53 | ) | — | — | — | — | MN | — | 59,918.7 | 4082015 | 3312025 | ||||||||||||||||||
00973XAA8 | AKIBARE RE LTD SENIOR CORP BND 144A | F | 540,000 | 541,549.8 | 540,000.00 | 540,000 | 1,549.8 | — | — | — | 3.241 | JAJO | 874.94 | — | 3082016 | 4072023 | ||||||||||||||||||
011395AB6 | ALAMO RE LTD CORP BOND 144A | F | 1,950,000 | 1,995,532.5 | 1,950,000.00 | 1,950,000 | 45,532.5 | — | — | — | 5.9 | MJSD | 5,113.33 | 29,293.24 | 5062015 | 6072018 | ||||||||||||||||||
011395AC4 | ALAMO RE LTD CORP BOND 144A | F | 2,600,000 | 2,653,768 | 2,600,000.00 | 2,600,000 | 53,768 | — | — | — | 4.6 | MJSD | 5,315.56 | 30,513.76 | 5062015 | 6072019 | ||||||||||||||||||
BRSXUCRH2 | ALBERTSONS HOLDINGS LLC SECURED TERM LOA | 1 | 1,632,760.45 | 1,647,191.43 | 1,649,252.99 | 1,633,259.56 | 13,931.87 | 540.44 | — | — | — | MJSD | — | 18,693.48 | 12102015 | 12312049 | ||||||||||||||||||
BRSPDTF35 | ALBERTSONS INC SENIOR SECURED TERM NOTES | 2 | 738,759.44 | 748,110.83 | 748,110.83 | 738,957.78 | 9,153.05 | 221.95 | — | — | — | MJSD | — | 6,928.06 | 1202016 | 3312025 | ||||||||||||||||||
BRSTV33U7 | ALERE INC SENIOR SECURED TERM NOTES | 2 | 1,456,490.44 | 1,448,961.95 | 1,460,140.79 | 1,456,715.28 | (7,753.33 | ) | 92.78 | — | — | — | MJSD | — | 10,340.83 | 3282016 | 12312049 | |||||||||||||||||
BRSV8NG22 | ALION SCIENCE AND TECHNOLOGY C SENIOR SE | 785,318.1 | 768,546.23 | 789,264.42 | 785,676.71 | (17,130.48 | ) | 175.13 | — | — | — | MJSD | — | 11,121.5 | 8122015 | 12312049 | ||||||||||||||||||
BRSUU8H62 | ALIX PARTNERS LLP SENIOR SECURED TERM LO | 702,663.71 | 700,608.91 | 704,424.78 | 702,811.64 | (2,202.73 | ) | 67.71 | — | — | — | MJSD | — | 8,032.96 | 7232015 | 12312049 | ||||||||||||||||||
BRSZHRUB8 | ALLEN EDMONDS CORPORATION SECURED TERM L | 1,264,944.25 | 1,261,781.89 | 1,264,944.25 | 1,264,944.25 | (3,162.36 | ) | — | — | — | — | MJSD | — | — | 2162016 | 12312049 | ||||||||||||||||||
BRSZHRXS8 | ALLEN EDMONDS CORPORATION SECURED TERM L | 4,876,360.1 | 4,864,169.2 | 4,876,360.10 | 4,876,360.1 | (12,190.9 | ) | — | — | — | — | MJSD | — | 41,136.51 | 2162016 | 12312049 | ||||||||||||||||||
018490AP7 | ALLERGAN INC/UNITED STATES SENIOR CORP B | 970,860 | 992,562.71 | 1,000,000.00 | 983,266.62 | 9,296.09 | 2,081.67 | — | — | 1.35 | MS | 600 | 6,750 | 3072013 | 5152017 | |||||||||||||||||||
BRSJKR5A0 | ALLFLEX HOLDINGS SENIOR SECURED TERM LOA | E | 863,613.44 | 854,899.52 | 867,551.02 | 864,863.51 | (9,963.99 | ) | 163.01 | — | — | — | MJSD | — | 9,364.01 | 4012014 | 3312025 | |||||||||||||||||
BRSM7G8J0 | ALLIED SECURITY HOLDINGS LLC SENIOR SECU | 2 | 1,856,315.95 | 1,826,777.22 | 1,865,644.19 | 1,859,104.37 | (32,327.15 | ) | 350.76 | — | — | — | MJSD | — | 20,091.33 | 2122014 | 3312025 | |||||||||||||||||
021441AD2 | ALTERA CORPORATION SENIOR CORP BND | 1,397,858 | 1,412,650.26 | 1,400,000.00 | 1,399,505.68 | 13,144.58 | 108.94 | — | — | 1.75 | MN | 9,255.55 | — | 5012012 | 1142020 | |||||||||||||||||||
BRSUTL2G9 | ALTICE US FIN I CORP SECURED TERM LOAN | 1 | 1,995,000 | 1,984,610.04 | 1,995,000.00 | 1,995,000 | (10,389.96 | ) | — | — | — | — | MJSD | (1,268.78 | ) | 1,268.78 | 3182016 | 12312049 |
02209SAT0 | ALTRIA GROUP INC SENIOR CORP BND | 1 | 2,997,570 | 3,089,673.84 | 3,000,000.00 | 2,998,272.37 | 91,401.47 | 108.27 | — | — | 2.625 | JJ | 16,843.75 | 39,375 | 11102014 | 7272018 | ||||||||||||||||||
BRSXVEQU9 | AMC ENTERTAINMENT INC. SECURED TERM LOAN | 1 | 246,786.4 | 248,413.45 | 248,026.53 | 246,836.12 | 1,577.33 | 54.10 | — | — | — | MJSD | — | 2,151.08 | 12102015 | 12312049 | ||||||||||||||||||
BRSJ1HUF4 | AMC ENTERTAINMENT INC. SENIOR SECURED TE | 2 | 1,118,789.35 | 1,126,026.31 | 1,124,386.95 | 1,118,983.04 | 7,043.27 | 207.72 | — | — | — | MJSD | — | 9,751.58 | 1042016 | 3312025 | ||||||||||||||||||
03065EAD7 | AMCAR_13-5 BAS_13-5 A3 | 2 | 181,939.7 | 181,782.62 | 181,964.58 | 181,959.17 | (176.55 | ) | 3.25 | — | — | 0.9 | MON | 104.63 | 542.52 | 11052013 | 10152025 | |||||||||||||||||
03062AAD8 | AMCAR_14-3 ABS _14-3-A3 | 2 | 869,975.81 | 868,608 | 870,000.00 | 869,981.25 | (1,373.25 | ) | 0.65 | — | — | 1.15 | MON | 639.21 | 2,501.25 | 8202014 | 4212025 | |||||||||||||||||
03065NAD7 | AMCAR_15-3 SENIOR ABS 15-3 | 2 | 1,199,826 | 1,199,760.03 | 1,200,000.00 | 1,199,867.83 | (107.8 | ) | 17.24 | — | — | 1.54 | MON | 1,180.67 | 4,619.97 | 8042015 | 4202027 | |||||||||||||||||
BRSTDEM57 | AMERICAN AIRLINES GROUP INC SENIOR SECUR | 2 | 3,201,580.73 | 3,191,715.96 | 3,211,285.53 | 3,202,101.37 | (10,385.41 | ) | 520.64 | — | — | — | MJSD | — | 26,091.69 | 1042016 | 12312049 | |||||||||||||||||
023770AB6 | AMERICAN AIRLINES INC. SECURED CORP BND | 2 | 3,836,306.46 | 3,644,491.13 | 3,836,306.46 | 3,836,306.46 | (191,815.33 | ) | — | — | — | 3.7 | MN | 59,143.05 | — | 3022015 | 1152026 | |||||||||||||||||
BRSNZFZ18 | AMERICAN ENERGY MARCELLUS LLC SENIOR SEC | 2 | 217,486.33 | 37,158.47 | 218,579.23 | 217,782.85 | (180,624.38 | ) | 45.61 | — | — | — | MJSD | — | 2,932.6 | 7092014 | 3312025 | |||||||||||||||||
025816BJ7 | AMERICAN EXPRESS COMPANY CAPSEC CORP BND | 1 | 12,783,750 | 12,064,687.5 | 12,750,000.00 | 12,775,534.24 | (710,846.74 | ) | (1,602.17 | ) | — | — | 5.2 | MN | 250,466.67 | — | 11252014 | 12312049 | ||||||||||||||||
0258M0DJ5 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CO | 304,584 | 303,447.58 | 300,000.00 | 303,512.55 | (64.97 | ) | (369.79 | ) | — | — | 2.125 | JJ | 1,133.33 | 3,187.5 | 7072015 | 3182019 | |||||||||||||||||
0258M0DX4 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CO | 1 | 734,419.35 | 748,511.69 | 735,000.00 | 734,479.49 | 13,037.51 | 27.37 | — | — | 2.6 | MS | 902.41 | 9,555 | 9092015 | 7132018 | ||||||||||||||||||
0258M0DK2 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CO | 995,980 | 1,010,330.35 | 1,000,000.00 | 997,292.84 | 10,469.9 | 219.73 | — | — | 2.125 | MS | 767.36 | 10,625 | 3132014 | 9222017 | |||||||||||||||||||
0258M0DT3 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CO | 1 | 1,990,620 | 2,023,121.34 | 2,000,000.00 | 1,991,369.36 | 31,751.98 | 495.42 | — | — | 2.375 | MN | 16,493.06 | 2,583.14 | 11102015 | 9142020 | ||||||||||||||||||
0258M0DR7 | AMERICAN EXPRESS CREDIT CORPOR SENIOR CO | 3,465,350.2 | 3,478,157.18 | 3,470,000.00 | 3,467,687.28 | 14,032.2 | 386.18 | — | — | 1.55 | MS | 1,344.64 | 26,892.5 | 9182014 | 5262020 | |||||||||||||||||||
02665WAW1 | AMERICAN HONDA FINANCE CORPORA SENIOR CO | 249,210 | 251,183.51 | 250,000.00 | 249,391.63 | 1,791.88 | 65.23 | — | — | 1.6 | JJ | 866.67 | 1,988.89 | 7152015 | 2162018 | |||||||||||||||||||
02666QM26 | AMERICAN HONDA FINANCE CORPORA SENIOR CO | 1,992,800 | 2,009,648.14 | 2,000,000.00 | 1,995,957.21 | 13,690.93 | 526.17 | — | — | 1.6 | FA | 4,000 | 16,000 | 2122013 | 10012020 | |||||||||||||||||||
031162BD1 | AMGEN INC CORP BND | 726,110 | 741,707.23 | 700,000.00 | 722,796.18 | 18,911.05 | (1,177.84 | ) | — | — | 3.45 | AO | 12,075 | — | 7142015 | 5222019 | ||||||||||||||||||
031162BU3 | AMGEN INC SENIOR CORP BND | 1 | 755,253.68 | 774,464.44 | 759,000.00 | 756,262 | 18,202.44 | 209.68 | — | — | 2.2 | MN | 5,983.45 | — | 8052015 | 5012020 | ||||||||||||||||||
031162BW9 | AMGEN INC SENIOR CORP BND | 1 | 1,693,728.75 | 1,709,168.37 | 1,695,000.00 | 1,693,952.11 | 15,216.26 | 61.21 | — | — | 2.125 | MN | 15,007.81 | — | 4282015 | 7152024 | ||||||||||||||||||
02582JGJ3 | AMXCA_13-3 ABS_13-3 A | 2 | 474,945.57 | 475,237.5 | 475,000.00 | 474,968.74 | 268.76 | 2.45 | — | — | 0.98 | MON | 206.89 | 1,163.76 | 11052013 | 5262026 | ||||||||||||||||||
032511BJ5 | ANADARKO PETROLEUM CORPORATION SENIOR CO | 1 | 509,000 | 446,838 | 500,000.00 | 508,065.49 | (61,227.49 | ) | (219.17 | ) | — | — | 3.45 | JJ | 3,641.67 | 8,625 | 2242015 | 1152020 | ||||||||||||||||
BRSUA8MG6 | ANCHOR GLASS CONTAINERS CORP SENIOR SECU | 960,441.71 | 961,347.12 | 965,268.04 | 960,932.55 | 414.57 | 307.22 | — | — | — | MJSD | — | 11,027.65 | 6242015 | 12312049 | |||||||||||||||||||
034863AF7 | ANGLO AMERICAN CAPITAL PLC SENIOR CORP B | F | 3,043,380 | 2,925,000 | 3,000,000.00 | 3,026,792.79 | (101,792.79 | ) | (4,416.18 | ) | — | — | 2.625 | MS | 875 | 39,375 | 2242016 | 9272017 | ||||||||||||||||
035242AC0 | ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO | 982,460 | 1,002,860.87 | 1,000,000.00 | 990,335 | 12,525.87 | 2,649.40 | — | — | 1.25 | JJ | 2,569.44 | 30,009.72 | 1152013 | 2012019 | |||||||||||||||||||
035242AE6 | ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO | 1,995,357.5 | 2,040,073.7 | 2,000,000.00 | 1,997,134.06 | 42,939.64 | 243.64 | — | — | 2.15 | FA | 7,166.67 | 21,500 | 1222014 | 2012019 | |||||||||||||||||||
035242AL0 | ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO | 1 | 4,582,566 | 4,787,200.68 | 4,600,000.00 | 4,582,962.5 | 135,786.81 | 396.50 | — | — | 3.3 | FA | 27,830 | — | 1132016 | 5032018 | ||||||||||||||||||
035242AJ5 | ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO | 1 | 6,803,637.75 | 7,010,333.42 | 6,825,000.00 | 6,804,357.23 | 205,976.19 | 1,010.54 | — | — | 2.65 | FA | 33,158.12 | 14,010.04 | 1132016 | 2012023 | ||||||||||||||||||
035242AG1 | ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO | 9,047,171.2 | 9,183,908 | 9,060,000.00 | 9,048,121.19 | 204,238.18 | 949.99 | — | — | 1.9 | FA | 31,559 | (2,311.67 | ) | 2222016 | 2012021 | ||||||||||||||||||
03523TAN8 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 2,255,260 | 2,248,410.04 | 2,000,000.00 | 2,255,260 | (6,849.96 | ) | — | — | — | 5.375 | JJ | 23,888.89 | (23,888.89 | ) | 3312016 | 7152017 | |||||||||||||||||
03523TBP2 | ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO | 4,176,868.75 | 4,348,278.84 | 4,325,000.00 | 4,180,655.44 | 43,251.36 | 3,786.69 | — | — | 2.5 | JJ | 22,826.39 | (3,303.82 | ) | 1212016 | 1172018 | ||||||||||||||||||
03523TBN7 | ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO | 10,301,794 | 10,362,732.72 | 10,325,000.00 | 10,319,481.36 | 167,623.4 | 516.95 | — | — | 1.375 | JJ | 29,711.46 | 87,866.32 | 7152014 | 7152022 | |||||||||||||||||||
00182EAW9 | ANZ NATIONAL INTERNATIONAL LTD SENIOR CO | F | 999,880 | 1,000,227.13 | 1,000,000.00 | 999,919.42 | 307.71 | 9.90 | — | — | 1.75 | MS | 97.22 | 8,750 | 3242015 | 3292018 | ||||||||||||||||||
037401AC0 | AOZORA RE LTD CORP BND 144A | F | 250,000 | 250,295 | 250,000.00 | 250,000 | 295 | — | — | — | 2.953 | JAJO | 61.51 | (61.51 | ) | 3292016 | 4072020 |
03765LAA0 | APID_15-20A ABS 15-20A A1 144A | F | 2 | 5,000,000 | 4,964,052.5 | 5,000,000.00 | 5,000,000 | (35,947.5 | ) | — | — | — | 2.17 | JAJO | 21,997.33 | 24,634.69 | 1152015 | 1162027 | ||||||||||||||||
037833AJ9 | APPLE INC CORP BND | 5,380,074 | 5,403,517.56 | 5,400,000.00 | 5,391,549.83 | 11,967.73 | 2,034.54 | — | — | 1 | MN | 22,200 | 26,591.11 | 4302013 | 5062019 | |||||||||||||||||||
037833BB5 | APPLE INC SENIOR CORP BND | 889,385.9 | 890,605.65 | 890,000.00 | 889,656.53 | (14,320.08 | ) | 76.69 | — | — | 0.9 | MN | 3,070.5 | — | 5062015 | 2222019 | ||||||||||||||||||
037833BS8 | APPLE INC SENIOR CORP BND | 1 | 1,446,460.5 | 1,450,002.41 | 1,425,000.00 | 1,446,367.66 | 39,354.25 | (92.84 | ) | — | — | 2.25 | FA | 3,384.38 | (2,760.94 | ) | 3172016 | 5152018 | ||||||||||||||||
037833AQ3 | APPLE INC SENIOR CORP BND | 2,532,100 | 2,561,612.5 | 2,500,000.00 | 2,522,258.25 | 100,582.95 | (1,743.15 | ) | — | — | 2.1 | MN | 21,145.83 | — | 10232014 | 5062021 | ||||||||||||||||||
037833AR1 | APPLE INC SENIOR CORP BND | 3,251,584 | 3,345,887.68 | 3,200,000.00 | 3,245,304.73 | 949.12 | (2,074.08 | ) | — | — | 2.85 | MN | 36,733.34 | — | 9162015 | 5122017 | ||||||||||||||||||
037833BQ2 | APPLE INC SENIOR CORP BND | 5,523,056.35 | 5,570,382.28 | 5,495,000.00 | 5,522,425.22 | 47,957.06 | (631.13 | ) | — | — | 1.7 | FA | 9,860.47 | (2,545.27 | ) | 3022016 | 2232021 | |||||||||||||||||
037833AG5 | APPLE INC SENIOR CORP BND | 8,000,000 | 7,985,679.92 | 8,000,000.00 | 8,000,000 | 3,634.75 | — | — | — | 0.869 | FMAN | 11,195.28 | 11,941.6 | 4302013 | 5032018 | |||||||||||||||||||
BRS9PGQM2 | ARAMARK CORPORATION LOAN TERM | 2 | 25,814.82 | 25,249.24 | 25,764.53 | 25,767.9 | (518.66 | ) | (8.35 | ) | — | — | — | JAJO | — | 897.83 | 11012011 | 3312025 | ||||||||||||||||
BRSMC71Q5 | ARAMARK CORPORATION SENIOR SECURED TERM | 492,487.3 | 495,596.44 | 497,461.92 | 492,645.28 | 2,951.16 | 170.67 | — | — | — | FMAN | — | 4,271.26 | 12112015 | 3312025 | |||||||||||||||||||
039483AY8 | ARCHER-DANIELS-MIDLAND COMPANY CORP BND | 2,179,988.75 | 1,940,488.75 | 1,805,000.00 | 1,942,562.33 | (2,073.58 | ) | (17,264.25 | ) | — | — | 5.45 | MS | 4,372.11 | 49,186.25 | 9252012 | 1162018 | |||||||||||||||||
BRSV1F5E2 | ARDENT LEGACY ACQUISITIONS INC SENIOR SE | 963,635.88 | 973,369.57 | 973,369.57 | 964,672.04 | 8,697.53 | 427.69 | — | — | — | MJSD | — | 16,033.19 | 7302015 | 12312049 | |||||||||||||||||||
04013YAU6 | ARES_12-2A MEZZANIN ABS _12-2A CR 144A | F | 2 | 500,000 | 486,246.55 | 500,000.00 | 500,000 | (13,753.45 | ) | — | — | — | 3.321 | JAJO | 3,690.11 | 3,817.7 | 5152015 | 10122023 | ||||||||||||||||
00205BAA6 | ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B | 2 | 420,463.89 | 419,959.32 | 420,463.89 | 420,463.89 | (504.57 | ) | — | — | — | 0.736 | MON | 146.17 | 973.64 | 10162012 | 4152024 | |||||||||||||||||
BRST927R7 | ARIA ENERGY OPERATING LLC SENIOR SECURED | 2 | 956,277.37 | 951,447.69 | 965,936.74 | 957,027 | (5,579.31 | ) | 405.80 | — | — | — | FMAN | — | 9,806.03 | 5182015 | 12312049 | |||||||||||||||||
040484JY4 | ARIZONA BRD REGENTS UNIV ARIZ MUNI BND R | 1 | 1,654,640.8 | 1,687,528 | 1,420,000.00 | 1,618,857.44 | 68,670.56 | (6,057.78 | ) | — | — | 5 | FA | 11,833.33 | 35,500 | 9132013 | 5222018 | |||||||||||||||||
040484EV5 | ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN | 1,275,987.5 | 1,266,162.5 | 1,250,000.00 | 1,261,455.67 | 4,706.83 | (2,423.47 | ) | — | — | 1.94 | JD | 8,083.33 | — | 3282012 | 2242020 | ||||||||||||||||||
04048RMV5 | ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN | 1,315,000 | 1,332,187.05 | 1,315,000.00 | 1,315,000 | 17,187.05 | — | — | — | 1.559 | JJ | 5,125.21 | 10,250.43 | 3052015 | 6232020 | |||||||||||||||||||
04048RMW3 | ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN | 1,750,000 | 1,785,892.5 | 1,750,000.00 | 1,750,000 | 35,892.5 | — | — | — | 2.048 | JJ | 8,960 | 17,920 | 3052015 | 6222018 | |||||||||||||||||||
04048RMX1 | ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN | 2,030,000 | 2,099,344.8 | 2,030,000.00 | 2,030,000 | 69,344.8 | — | — | — | 2.348 | JJ | 11,916.1 | 23,832.2 | 3052015 | 10032016 | |||||||||||||||||||
04057PJL3 | ARIZONA SCH FACS BRD CTFS PART MUNITAX B | 2,175,000 | 2,186,679.75 | 2,175,000.00 | 2,175,000 | 11,679.75 | — | — | — | 1.474 | MS | 2,671.63 | 16,029.75 | 6042014 | 10152018 | |||||||||||||||||||
040688NL3 | ARIZONA WTR INFRASTRUCTURE FIN MUNITAX B | 1,575,519.05 | 1,587,364.2 | 1,570,000.00 | 1,573,081.97 | 14,282.23 | (504.37 | ) | — | — | 1.413 | AO | 11,092.05 | — | 1152015 | 11082016 | ||||||||||||||||||
045167CB7 | ASIAN DEVELOPMENT BANK SENIOR CORP BND | F | 5,105,000 | 5,111,200.35 | 5,000,000.00 | 5,105,000 | 6,200.35 | — | — | — | 1.875 | AO | 41,949.44 | (41,949.44 | ) | 3302016 | 9012017 | |||||||||||||||||
BRSUW3MP3 | ASURION LLC SENIOR SECURED TERM LOAN | 1,307,961.15 | 1,286,051.82 | 1,314,533.82 | 1,308,555.91 | (22,504.09 | ) | 297.41 | — | — | — | MJSD | — | 16,738.79 | 7302015 | 12312049 | ||||||||||||||||||
00206RAW2 | AT&T INC CORP BND | 4,723,900.5 | 4,685,565.5 | 4,675,000.00 | 4,676,266.04 | 9,299.46 | (2,618.40 | ) | — | — | 2.95 | MN | 52,100.28 | — | 5242011 | 5152016 | ||||||||||||||||||
00206RAT9 | AT&T INC CORP BND | O | 517,103.96 | 451,531.13 | 300,000.00 | 491,966.08 | 60,767.16 | (4,827.21 | ) | — | (41,395.56 | ) | 5.875 | APR | 23,463.64 | — | 12102014 | 4282017 | ||||||||||||||||
00206RAR3 | AT&T INC CORP BND | 2,707,421.5 | 2,724,117.29 | 2,450,000.00 | 2,663,350.13 | (40,434.95 | ) | (17,720.80 | ) | — | — | 5.8 | FA | 18,157.22 | 71,050 | 12232015 | 2152019 | |||||||||||||||||
00206RCL4 | AT&T INC SENIOR CORP BND | 1 | 599,694 | 606,483.22 | 600,000.00 | 599,760.33 | 1,674.78 | 13.32 | — | — | 2.45 | JD | 3,715.83 | — | 4232015 | 6302020 | ||||||||||||||||||
00206RBM3 | AT&T INC SENIOR CORP BND | 997,780 | 1,000,186 | 1,000,000.00 | 998,511.22 | 11,332.52 | 219.14 | — | — | 1.4 | JD | 4,666.67 | — | 5272015 | 12012017 | |||||||||||||||||||
00206RCN0 | AT&T INC SENIOR CORP BND | 1 | 1,794,672 | 1,804,939.3 | 1,800,000.00 | 1,795,099.42 | 43,322.8 | 114.06 | — | — | 3.4 | MN | 23,120 | — | 9292015 | 5152025 | ||||||||||||||||||
00206RCC4 | AT&T INC SENIOR CORP BND | 3,010,080 | 3,050,114.82 | 3,000,000.00 | 3,006,792.02 | 6,722.89 | (554.73 | ) | — | — | 2.3 | MS | 3,833.33 | 34,500 | 3052014 | 3112019 | ||||||||||||||||||
00206RCA8 | AT&T INC SENIOR CORP BND | 3,523,968 | 3,516,647.38 | 3,450,000.00 | 3,505,314.86 | 9,839.88 | (5,083.35 | ) | — | — | 2.375 | MN | 28,222.91 | — | 4242015 | 11272018 | ||||||||||||||||||
00206RCR1 | AT&T INC SENIOR CORP BND | 1 | 5,300,719 | 5,417,911.6 | 5,300,000.00 | 5,300,812.65 | 117,098.95 | 93.65 | — | — | 2.8 | FA | 21,435.55 | (2,333.33 | ) | 3082016 | 2172021 | |||||||||||||||||
047870CY4 | ATLANTA GA (CITY OF) MUNI BND REV | 2 | 6,949,070 | 7,279,050.9 | 5,710,000.00 | 6,833,202.84 | 445,848.06 | (19,672.72 | ) | — | — | 5.5 | MN | 130,854.17 | — | 11212013 | 12152019 |
049382AD6 | ATLAS IX CAPITAL DAC SENIOR CORP BND 144 | F | 2,000,000 | 2,030,680 | 2,000,000.00 | 2,000,000 | 30,680 | — | — | — | 8.075 | JAJO | 35,887.11 | — | 12232015 | 1082020 | ||||||||||||||||||
049382AC8 | ATLAS IX CAPITAL LTD CORP BND 144A | F | 1,000,000 | 983,700 | 1,000,000.00 | 1,000,000 | (16,300 | ) | — | — | — | 7.447 | JAJO | 18,204.27 | 18,892.22 | 2052015 | 1072019 | |||||||||||||||||
05178RAA3 | AURORA MILITARY HOUSING MUNI BND 144A | 2 | 1,059,710 | 1,053,000 | 1,000,000.00 | 1,046,678.01 | 6,321.99 | (2,228.94 | ) | — | — | 5.32 | JD | 15,664.44 | — | 12082005 | 12152020 | |||||||||||||||||
BRSVLEZT7 | AURORA PARTS AND ACCESSORIES L SENIOR SE | 1,339,031.5 | 1,335,650.11 | 1,352,557.07 | 1,339,031.5 | (3,381.39 | ) | — | — | — | — | MJSD | — | 85.6 | 8172015 | 12312049 | ||||||||||||||||||
BRSVLF005 | AURORA PARTS AND ACCESSORIES L SENIOR SE | 5,968,866.83 | 5,953,793.93 | 6,029,158.41 | 5,974,739.12 | (20,945.19 | ) | 2,795.60 | — | — | — | MJSD | — | 88,575.86 | 8172015 | 12312049 | ||||||||||||||||||
0523966L7 | AUSTIN TX (CITY OF) MUNITAX BND GO | 201,750 | 206,512 | 200,000.00 | 201,233.29 | 5,636.94 | (86.76 | ) | — | — | 2.108 | MS | 351.33 | 2,108 | 9102014 | 7152022 | ||||||||||||||||||
0523966K9 | AUSTIN TX (CITY OF) MUNITAX BND GO | 315,677.25 | 321,060.6 | 315,000.00 | 315,423.66 | 5,278.71 | (42.68 | ) | — | — | 1.758 | MS | 461.48 | 2,768.85 | 9102014 | 7152017 | ||||||||||||||||||
0523966M5 | AUSTIN TX (CITY OF) MUNITAX BND GO | 386,563.1 | 401,220.05 | 385,000.00 | 386,188.53 | 15,031.52 | (63.47 | ) | — | — | 2.384 | MS | 764.87 | 4,589.2 | 9102014 | 1172018 | ||||||||||||||||||
05253JAC5 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO | 774,550.5 | 771,160.83 | 775,000.00 | 774,805.36 | (3,644.53 | ) | 22.55 | — | — | 1.45 | MN | 4,245.28 | 5,618.75 | 5092013 | 11162018 | ||||||||||||||||||
05253JAJ0 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO | 4,995,800 | 5,026,978.3 | 5,000,000.00 | 4,996,313.72 | (3,372.26 | ) | 341.23 | — | — | 2 | MN | 37,500 | — | 11092015 | 1152021 | ||||||||||||||||||
05253JAH4 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO | 8,391,180 | 8,391,314.32 | 8,400,000.00 | 8,394,686.58 | 30,664.58 | 729.91 | — | — | 1.5 | JJ | 26,250 | 63,000 | 1122015 | 9152020 | |||||||||||||||||||
053015AD5 | AUTOMATIC DATA PROCESSING, INC SENIOR CO | 1 | 537,521.18 | 551,633.85 | 538,000.00 | 537,570.92 | 14,062.93 | 49.26 | — | — | 2.25 | MS | 538 | 16,687.88 | 9082015 | 6192018 | ||||||||||||||||||
05329WAL6 | AUTONATION INC CORP BND | 1 | 4,599,908 | 4,598,441.06 | 4,600,000.00 | 4,599,908 | (1,466.94 | ) | — | — | — | 3.35 | JJ | 32,532.23 | 48,798.33 | 2242016 | 3222022 | |||||||||||||||||
BRSX3A$$1 | AVAGO TECHNOLOGIES CAYMAN FINA SENIOR SE | F | 1 | 4,381,092 | 4,400,147.55 | 4,425,345.46 | 4,382,001.37 | 18,146.18 | 909.37 | — | — | — | MJSD | — | 22,025.4 | 11132015 | 10152025 | |||||||||||||||||
BRT0A7X63 | AWAS AVIATION CAPITAL LTD SENIOR SECURED | F | 1 | 753,194.53 | 755,321.65 | 756,979.43 | 753,194.53 | 2,127.12 | — | — | — | — | MJSD | — | — | 3182016 | 12312049 | |||||||||||||||||
BRSU5BES8 | AWP INC SENIOR SECURED REVOLVE LOAN | 323,476.28 | 321,696.06 | 325,768.16 | 323,476.28 | (1,780.22 | ) | — | — | — | — | MJSD | — | 36.15 | 11122015 | 12312049 | ||||||||||||||||||
BRSU5BEP4 | AWP INC SENIOR SECURED TERM LOAN | 3,711,394.96 | 3,665,002.52 | 3,711,394.96 | 3,711,394.96 | (46,392.44 | ) | — | — | — | — | MJSD | — | 54,002.12 | 6092015 | 12312049 | ||||||||||||||||||
04280PAA5 | AWPT_14-2A ABS 14-2A 144A | F | 2 | 1,089,550 | 1,085,429.4 | 1,100,000.00 | 1,092,033.14 | (6,603.74 | ) | 527.36 | — | — | 2.132 | MJSD | 1,172.79 | 5,566.67 | 1232015 | 3122026 | ||||||||||||||||
055065AA4 | AZZURRO RE I LTD CORP BND 144A | D | 1,408,562.5 | 1,421,061.58 | 1,250,000.00 | 1,408,562.5 | 12,499.08 | — | — | 15,875 | 2.15 | JAJO | 6,210.15 | 13,536.83 | 6122015 | 1162019 | ||||||||||||||||||
BRSWL65W8 | B&G FOODS INC TERM NOTES | 1 | 2,357,435.22 | 2,372,984.8 | 2,369,281.62 | 2,358,067.52 | 14,917.28 | 2,420.91 | — | — | — | MJSD | — | 27,566.48 | 10222015 | 12312049 | ||||||||||||||||||
BRSQHT1U4 | B/E AEROSPACE INC SENIOR SECURED TERM NO | 2 | 1,154,834.1 | 1,162,088.1 | 1,160,637.30 | 1,155,845.15 | 6,242.95 | 208.70 | — | — | — | MJSD | — | 11,976.26 | 11212014 | 3312025 | ||||||||||||||||||
05522RCU0 | BACCT ABS 15-A2 A | 2 | 4,374,475.22 | 4,384,625.04 | 4,375,000.00 | 4,374,586.32 | 10,038.72 | 29.80 | — | — | 1.36 | MON | 2,644.44 | 14,874.99 | 4222015 | 9152020 | ||||||||||||||||||
059513AE1 | BACM CMBS 07-4 A4 | 2 | 5,360,794.56 | 4,965,354.16 | 4,790,778.33 | 5,001,822.67 | (36,468.51 | ) | (49,813.26 | ) | — | — | 5.934 | MON | 22,920.4 | 74,812.52 | 12022014 | 2102051 | ||||||||||||||||
059513AF8 | BACM_07-4 A1A SENIOR CMBS 07-4 A1A | 2 | 3,058,547.53 | 2,849,317.93 | 2,749,245.42 | 2,874,151.47 | (24,833.54 | ) | (27,169.38 | ) | — | — | 5.774 | MON | 13,228.45 | 39,770.22 | 10142014 | 2102051 | ||||||||||||||||
06054AAX7 | BACM_2015-UBS7 LCF SENIOR CMBS_2015-UBS7 | 2 | 3,425,469.71 | 3,551,704.49 | 3,325,000.00 | 3,422,139.7 | 129,564.79 | (2,379.61 | ) | — | — | 3.705 | MON | 10,265.94 | 30,797.82 | 12092015 | 9152048 | |||||||||||||||||
BRSHC6N35 | BAKERCORP INTERNATIONAL INC SENIOR SECUR | 2 | 1,144,799.15 | 1,024,595.24 | 1,144,799.15 | 1,144,799.15 | (120,203.91 | ) | — | — | — | — | MJSD | — | 12,330.09 | 2062013 | 3312025 | |||||||||||||||||
BRSYWHG22 | BANK NEDERLANDSE GEMEENTEN SENIOR CORP B | D | 2,286,625.66 | 2,300,839.5 | 1,600,000.00 | 2,286,885.48 | 13,954.02 | 259.82 | — | 7,742.96 | 1.125 | MAR | 1,772.02 | 2,395.24 | 1262016 | 7272018 | ||||||||||||||||||
060505EN0 | BANK OF AMERICA CORP CAPSEC CORP BND | 1 | 1,428,637.5 | 1,352,902.5 | 1,377,000.00 | 1,424,900.93 | (122,058.02 | ) | (1,019.48 | ) | — | — | 6.1 | MS | 3,266.55 | 81,987.39 | 4152015 | 12072018 | ||||||||||||||||
060505EH3 | BANK OF AMERICA CORP CAPSEC CORP BND | 1 | 4,876,597 | 4,749,780 | 4,816,000.00 | 4,871,838.02 | (71,998.43 | ) | (1,271.97 | ) | — | — | 6.25 | MS | 21,738.89 | 150,500 | 4132015 | 2142017 | ||||||||||||||||
U5904RYZ0 | BANK OF AMERICA CORP CORP BND | O | 1,755,662.78 | 1,609,191.88 | 1,000,000.00 | 1,704,282.37 | (95,090.49 | ) | (23,451.43 | ) | — | (94,543.34 | ) | 7.75 | APR | 102,564.71 | (11,443.47 | ) | 1062016 | 12312049 | ||||||||||||||
06051GEQ8 | BANK OF AMERICA CORP CORP BND | 2,692,116 | 2,762,137.8 | 2,700,000.00 | 2,698,343.62 | 63,794.18 | 413.64 | — | — | 3.875 | MS | 2,615.63 | 52,312.5 | 3192012 | 10222026 | |||||||||||||||||||
06051GEX3 | BANK OF AMERICA CORP SENIOR CORP BND | 3,958,929 | 3,962,508.54 | 3,900,000.00 | 3,936,140.94 | 5,544.23 | (3,733.93 | ) | — | — | 2.6 | JJ | 21,406.67 | 68,813.33 | 2242016 | 4212025 | ||||||||||||||||||
06050TME9 | BANK OF AMERICA CORP SENIOR CORP BND | 4,200,000 | 4,220,928.85 | 4,200,000.00 | 4,200,000 | 20,928.85 | — | — | — | 2.05 | JD | 27,265 | — | 12032015 | 1152019 | |||||||||||||||||||
06050TLT7 | BANK OF AMERICA CORP SENIOR CORP BND | 4,995,600 | 5,004,250 | 5,000,000.00 | 4,998,705.77 | 26,367.6 | 367.10 | — | — | 1.25 | FA | 8,159.72 | 31,250 | 2112014 | 3222017 |
06051GFT1 | BANK OF AMERICA CORP SENIOR CORP BND MTN | 4,723,440.75 | 4,750,836.96 | 4,725,000.00 | 4,723,573.22 | 27,263.74 | 73.06 | — | — | 2.625 | AO | 55,814.07 | — | 2242016 | 1172017 | |||||||||||||||||||
06051GFL8 | BANK OF AMERICA CORP SUB CORP BND | 2,028,700 | 2,028,205.42 | 2,000,000.00 | 2,026,702.68 | 1,502.74 | (500.04 | ) | — | — | 4.25 | AO | 37,541.67 | — | 3122015 | 10192020 | ||||||||||||||||||
060505EG5 | BANK OF AMERICA CORP SUB CORP BND | 1 | 4,862,500 | 4,712,500 | 5,000,000.00 | 4,862,500 | (150,000 | ) | — | — | — | 5.125 | JD | 74,027.78 | — | 8012014 | 12312049 | |||||||||||||||||
06051GFP9 | BANK OF AMERICA CORP SUB CORP BND MTN | 1,495,575 | 1,488,248.06 | 1,500,000.00 | 1,495,922.81 | (7,674.75 | ) | 162.82 | — | — | 3.95 | AO | 26,333.33 | 5,925 | 4162015 | 4152021 | ||||||||||||||||||
063679ZT4 | BANK OF MONTREAL CORP BND 144A | A | 3,271,560 | 3,270,848.75 | 3,250,000.00 | 3,258,091.83 | 12,756.92 | (2,420.33 | ) | — | — | 1.95 | JJ | 10,738.55 | 31,687.5 | 8222014 | 1302017 | |||||||||||||||||
06366RMS1 | BANK OF MONTREAL SENIOR CORP BND MTN | A | 1 | 249,595 | 249,710.27 | 250,000.00 | 249,701.58 | 500.8 | 36.01 | — | — | 1.45 | AO | 1,731.94 | — | 7072015 | 4092018 | |||||||||||||||||
06366RHA6 | BANK OF MONTREAL SENIOR CORP BND MTN | A | 260,418.6 | 260,785.28 | 260,000.00 | 260,284.48 | 8.69 | (48.57 | ) | — | — | 1.4 | MS | 202.22 | 1,820 | 7162015 | 9112017 | |||||||||||||||||
06406HCA5 | BANK OF NEW YORK MELLON CORP BND MTN | 1 | 1,497,285 | 1,514,670 | 1,500,000.00 | 1,499,555.74 | 15,114.26 | 138.27 | — | — | 2.4 | JJ | 7,400 | 18,000 | 11172011 | 3062018 | ||||||||||||||||||
064058AD2 | BANK OF NEW YORK MELLON CORP/T CAPSEC CO | 1 | 6,775,000 | 6,715,718.75 | 6,775,000.00 | 6,775,000 | (59,281.25 | ) | — | — | — | 4.95 | JD | 94,087.82 | — | 12232015 | ||||||||||||||||||
06406HCE7 | BANK OF NEW YORK MELLON CORP/T SENIOR CO | 1 | 299,634 | 298,989.3 | 300,000.00 | 299,737.65 | 11,192.88 | 35.56 | — | — | 1.3 | JJ | 715 | 1,950 | 7072015 | 3042019 | ||||||||||||||||||
06406FAA1 | BANK OF NEW YORK MELLON CORP/T SENIOR CO | 1 | 855,270 | 866,422.83 | 850,000.00 | 855,229.95 | (748.35 | ) | (40.05 | ) | — | — | 2.5 | AO | 2,479.17 | (1,711.81 | ) | 3152016 | 1252018 | |||||||||||||||
06406HCW7 | BANK OF NEW YORK MELLON CORP/T SENIOR CO | 1 | 1,007,930 | 1,016,709.9 | 1,000,000.00 | 1,007,068.75 | 1,900.5 | (572.67 | ) | — | — | 2.3 | MS | 1,277.78 | 11,500 | 11102015 | 5222018 | |||||||||||||||||
06406HCZ0 | BANK OF NEW YORK MELLON CORP/T SENIOR CO | 1 | 1,397,455 | 1,409,883.69 | 1,400,000.00 | 1,397,978.96 | 34,591.6 | 122.99 | — | — | 2.15 | FA | 3,093.61 | 15,050 | 3092015 | 6232020 | ||||||||||||||||||
06406HCU1 | BANK OF NEW YORK MELLON CORP/T SENIOR CO | 1 | 1,996,120 | 2,032,133.64 | 2,000,000.00 | 1,997,542.04 | 9,641.15 | 189.62 | — | — | 2.2 | MN | 16,622.22 | — | 5022014 | 2242020 | ||||||||||||||||||
06406HDB2 | BANK OF NEW YORK MELLON CORP/T SENIOR CO | 1 | 1,999,820 | 2,001,273.2 | 2,000,000.00 | 1,999,868.2 | 11,904.73 | 15.11 | — | — | 1.6 | MN | 11,466.67 | — | 5222015 | 6222018 | ||||||||||||||||||
06406HCK3 | BANK OF NEW YORK MELLON CORP/T SENIOR CO | 10,000,000 | 10,001,900.5 | 10,000,000.00 | 10,000,000 | 1,405 | — | — | — | 1.076 | MJSD | 7,469.44 | 22,547.78 | 6022014 | 5152019 | |||||||||||||||||||
06406HCR8 | BANK OF NEW YORK MELLON/THE SENIOR CORP | 1 | 7,491,675 | 7,610,580.23 | 7,500,000.00 | 7,495,149.78 | 115,430.45 | 398.62 | — | — | 2.2 | MS | 12,375 | 82,500 | 1282014 | 9112019 | ||||||||||||||||||
06415CAE9 | BANK OF NOVA SCOTIA SECURED LOCAL BND 14 | A | 4,973,570 | 4,926,754.25 | 4,900,000.00 | 4,928,200.05 | (1,445.8 | ) | (7,176.00 | ) | — | — | 1.75 | MS | 2,143.75 | 50,015.97 | 8202014 | 3222017 | ||||||||||||||||
064159HC3 | BANK OF NOVA SCOTIA SENIOR CORP BND | A | 1,523,185.25 | 1,532,603.36 | 1,525,000.00 | 1,523,310.07 | 6,466.74 | 124.82 | — | — | 1.95 | JJ | 6,277.91 | — | 1122016 | 1152019 | ||||||||||||||||||
064159GM2 | BANK OF NOVA SCOTIA SENIOR CORP BND | A | 1 | 3,998,120 | 4,005,082.72 | 4,000,000.00 | 3,998,615.98 | 9,293.29 | 153.81 | — | — | 1.7 | JD | 20,777.78 | — | 6042015 | 6112018 | |||||||||||||||||
064159HB5 | BANK OF NOVA SCOTIA SUB CORP BND | A | 1,172,906.16 | 1,160,751.57 | 1,173,000.00 | 1,172,908.37 | (12,156.8 | ) | 2.81 | — | — | 4.5 | JD | 15,395.62 | 7,573.13 | 12092015 | 12162025 | |||||||||||||||||
06538PAB8 | BANK OF TOKYO-MITSUBISHI UFJ L SENIOR CO | F | 1,667,000 | 1,669,450.67 | 1,667,000.00 | 1,667,000 | 2,450.67 | — | — | — | 1.652 | MJSD | 1,377.23 | 14,304.47 | 9082015 | 9142018 | ||||||||||||||||||
06739GBP3 | BARCLAYS BANK PLC CORP BND | F | 6,019,695 | 5,849,844.11 | 5,500,000.00 | 5,894,064.88 | (44,220.77 | ) | (19,839.70 | ) | — | — | 5.14 | AO | 131,141.39 | — | 8192014 | 10142020 | ||||||||||||||||
G089B6CD0 | BARCLAYS BANK PLC SENIOR CORP BND EMTN | D | 2,679,360.59 | 2,461,039.2 | 1,700,000.00 | 2,691,416.2 | (230,377 | ) | 769.11 | — | (250,879.62 | ) | 1.5 | APR | 36,350.73 | — | 3282012 | 12312049 | ||||||||||||||||
06738EAD7 | BARCLAYS PLC SENIOR CORP BND | F | 916,761.6 | 915,744.92 | 920,000.00 | 917,619.18 | (1,874.26 | ) | 156.42 | — | — | 2.75 | MN | 10,049.72 | — | 11032014 | 11082019 | |||||||||||||||||
06738EAF2 | BARCLAYS PLC SENIOR CORP BND | F | 1,299,883 | 1,286,705.52 | 1,300,000.00 | 1,299,922.91 | (13,217.39 | ) | 10.05 | — | — | 2 | MS | 1,083.33 | 16,222.22 | 3092015 | 3162018 | |||||||||||||||||
06738EAL9 | BARCLAYS PLC SENIOR CORP BND | F | 2,898,405 | 2,892,657.74 | 2,900,000.00 | 2,898,470.11 | (5,812.37 | ) | 65.11 | — | — | 3.25 | JJ | 20,682.64 | — | 1052016 | 1122021 | |||||||||||||||||
BRSTM9RG9 | BASS PRO GROUP LLC SENIOR SECURED TERM L | 1 | 1,414,961.22 | 1,354,674.63 | 1,418,507.47 | 1,415,476.92 | (60,802.29 | ) | 188.63 | — | — | — | MJSD | — | 24,342.69 | 5292015 | 12312049 | |||||||||||||||||
07177MAF0 | BAXALTA INC SENIOR CORP BND 144A | 3,867,702.3 | 3,837,564.75 | 3,870,000.00 | 3,868,281.47 | (45,635.07 | ) | 187.83 | — | — | 2 | JD | 21,285 | — | 12232015 | 10152018 | ||||||||||||||||||
07177MAC7 | BAXALTA INC SENIOR CORP BND 144A | 1 | 9,207,052.8 | 9,161,846.9 | 9,210,000.00 | 9,207,481.97 | (30,716.72 | ) | 139.29 | — | — | 2.875 | JD | 72,081.04 | — | 9292015 | 10032016 | |||||||||||||||||
072863AA1 | BAYLOR SCOTT & WHITE HOLDINGS MUNITAX BN | 1 | 750,000 | 753,454.5 | 750,000.00 | 750,000 | 3,454.5 | — | — | — | 2.123 | MN | 6,015.16 | — | 4152015 | 2012019 | ||||||||||||||||||
05531FAN3 | BB&T CORP SENIOR CORP BND MTN | 1 | 787,675.2 | 788,298.45 | 780,000.00 | 784,754.22 | 3,544.23 | (551.86 | ) | — | — | 2.05 | JD | 4,530.5 | — | 11262014 | 12312049 | |||||||||||||||||
05531GAA9 | BB&T CORP SUB CORP BND MTN | 1 | 425,524 | 420,232.73 | 400,000.00 | 421,950.85 | (1,718.12 | ) | (847.58 | ) | — | — | 3.95 | MS | 395.01 | 7,900 | 3042015 | 12312049 | ||||||||||||||||
06742LAG8 | BCLDRY_14-5 SENIOR ABS2014-5 A | 2 | 3,394,476.57 | 3,400,419.44 | 3,395,000.00 | 3,394,651.72 | 5,767.72 | 52.74 | — | — | 1.48 | MON | 2,233.16 | 12,561.51 | 6012015 | 9152020 |
BRSW3NGN9 | BEACON ROOFING SECURED TERM LOAN | 1 | 331,056.46 | 331,472.36 | 332,720.06 | 331,166.06 | 306.3 | 59.37 | — | — | — | MJSD | — | 2,964.55 | 9252015 | 12312049 | ||||||||||||||||||
07388VAE8 | BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T | 2 | 4,224,912.57 | 3,903,938.29 | 3,813,743.33 | 3,928,092.08 | (24,153.79 | ) | (32,232.23 | ) | — | — | 5.471 | MON | 16,833.14 | 53,050.09 | 4162014 | 1122045 | ||||||||||||||||
075887BB4 | BECTON DICKINSON AND COMPANY CORP BND | 1,249,587.5 | 1,253,300 | 1,250,000.00 | 1,249,948.47 | 3,351.53 | 21.26 | — | — | 1.75 | MN | 8,689.24 | — | 11082012 | 9152020 | |||||||||||||||||||
075887BE8 | BECTON DICKINSON AND COMPANY SENIOR CORP | 4,395,855.87 | 4,479,779.71 | 4,385,000.00 | 4,393,173.99 | 86,605.72 | (522.52 | ) | — | — | 2.675 | JD | 34,537.96 | — | 12102014 | 5152018 | ||||||||||||||||||
BRSSLJ0J3 | BENDON INC SENIOR SECURED TERM NOTES | 501,579.43 | 496,563.64 | 501,579.43 | 501,579.43 | (5,015.79 | ) | — | — | — | — | MJSD | — | 3,654.67 | 1282016 | 12312049 | ||||||||||||||||||
BRSSLJ0T1 | BENDON INC SENIOR SECURED TERM NOTES | 6,065,638.53 | 6,004,982.14 | 6,065,638.53 | 6,065,638.53 | (60,656.39 | ) | — | — | — | — | MJSD | — | 84,950.13 | 4142015 | 12312049 | ||||||||||||||||||
59562VAX5 | BERKSHIRE HATHAWAY ENERGY CO SENIOR CORP | 1 | 1,506,105 | 1,504,129.14 | 1,500,000.00 | 1,505,008.58 | (879.44 | ) | (479.55 | ) | — | — | 2 | MN | 11,333.34 | — | 8282015 | 11152018 | ||||||||||||||||
BRSVUV3M9 | BERRY PLASTICS CORP SECURED TERM LOAN | 1 | 248,195.57 | 249,304.1 | 249,442.79 | 248,281.84 | 1,022.26 | 106.34 | — | — | — | MJSD | — | 2,573.45 | 9172015 | 12312049 | ||||||||||||||||||
BRSHBHS86 | BERRY PLASTICS CORP SENIOR SECURED TERM | 2 | 5,690,126.6 | 5,675,807.95 | 5,705,126.60 | 5,696,086.21 | (20,278.26 | ) | 582.06 | — | — | — | FMAN | — | 48,659.18 | 10012015 | 3312025 | |||||||||||||||||
BRSV3DKS7 | BESTOP INC SENIOR SECURED REVOLVE NOTES | 105,000 | 103,162.5 | 105,000.00 | 105,000 | (1,837.5 | ) | — | — | — | — | MJSD | — | 1,658.85 | 7302015 | 12312049 | ||||||||||||||||||
BRSV3DL15 | BESTOP INC SENIOR SECURED TERM NOTES | 4,147,500 | 4,074,918.75 | 4,147,500.00 | 4,147,500 | (72,581.25 | ) | — | — | — | — | MJSD | — | 65,524.73 | 7302015 | 12312049 | ||||||||||||||||||
05541VAD8 | BG ENERGY CAPITAL PLC CORP BND 144A | F | 515,455 | 503,282 | 500,000.00 | 504,114.89 | (832.89 | ) | (1,889.07 | ) | — | — | 2.875 | AO | 6,628.47 | — | 10062011 | 10152016 | ||||||||||||||||
G1163HET9 | BG ENERGY CAPITAL PLC CORP BND EMTN | D | 793,607.43 | 699,018.09 | 460,000.00 | 762,713.09 | (63,695 | ) | (5,969.26 | ) | — | (64,177.05 | ) | 5.125 | DEC | 10,739.3 | — | 12102014 | 12312049 | |||||||||||||||
095560AJ7 | BHILL_13-1A MEZZANIN ABS 13-1A C1 144A | F | 2 | 672,468.75 | 657,011.99 | 675,000.00 | 672,818.49 | (15,806.5 | ) | 85.98 | — | — | 3.622 | JAJO | 5,229.26 | 5,727.86 | 4022015 | 1152026 | ||||||||||||||||
055451AU2 | BHP BILLITON FINANCE (USA) LTD SENIOR CO | F | 544,060 | 515,315.71 | 500,000.00 | 538,990.01 | 7,770.39 | (1,166.62 | ) | — | — | 3.85 | MS | 53.47 | 9,625 | 2242015 | 9302023 | |||||||||||||||||
055451AP3 | BHP BILLITON FINANCE (USA) LTD SENIOR CO | F | 6,706,708 | 6,729,371.25 | 6,725,000.00 | 6,721,600.86 | (23,674.3 | ) | 930.85 | — | — | 1.625 | FA | 11,231.69 | 54,640.63 | 2212012 | 2242017 | |||||||||||||||||
09062XAC7 | BIOGEN IDEC INC SENIOR CORP BND | 4,943,836.1 | 5,044,119.53 | 4,911,000.00 | 4,943,709.22 | 100,410.31 | (166.90 | ) | — | — | 2.9 | MS | 6,329.73 | 33,921.31 | 3222016 | 10302021 | ||||||||||||||||||
BRSR5UKB3 | BIOTELEMETRY INC TERM NOTES | 4,071,428.57 | 4,061,250 | 4,071,428.57 | 4,071,428.57 | (10,178.57 | ) | — | — | — | — | MJSD | — | 54,427.08 | 1022015 | 3312025 | ||||||||||||||||||
BRSTA36J2 | BLACK KNIGHT INFOSERV LLC SENIOR SECURED | 365,113.28 | 364,884.52 | 366,028.36 | 365,206.11 | (321.59 | ) | 35.42 | — | — | — | MJSD | — | 3,478.38 | 5072015 | 12312049 | ||||||||||||||||||
BRSZ4WWJ2 | BLUEPAY PROCESSING LLC SENIOR SECURED CO | 2,203,757.23 | 2,192,738.44 | 2,203,757.23 | 2,203,757.23 | (11,018.79 | ) | — | — | — | — | MJSD | — | 20,905.09 | 1292016 | 12312049 | ||||||||||||||||||
BRSK4S5S4 | BMC SOFTWARE FINANCE INC SENIOR SECURED | 2 | 3,665,066.66 | 3,060,705.23 | 3,673,764.71 | 3,667,904.81 | (607,199.58 | ) | 393.65 | — | — | — | FMAN | — | 46,555.43 | 7162014 | 3312025 | |||||||||||||||||
N1430ZAT2 | BMW FIN N.V. CORP BND EMTN | D | 1,151,197.28 | 1,133,030.63 | 750,000.00 | 1,146,919.34 | (13,888.71 | ) | (4,277.94 | ) | — | (18,489.2 | ) | 3.375 | DEC | 10,834.97 | (2,525.81 | ) | 1062016 | 12312049 | ||||||||||||||
BRSL762A9 | BMW FIN N.V. SENIOR CORP BND EMTN | D | 1,543,559.25 | 1,445,751.76 | 1,000,000.00 | 1,537,056.22 | (91,304.46 | ) | (1,817.62 | ) | — | (88,393.33 | ) | 1.75 | NOV | 9,140.21 | — | 5062015 | 7152021 | |||||||||||||||
05579UAD5 | BMWLT_14-1 ABS _14-1-A4 | 2 | 12,299,729.4 | 12,294,081.24 | 12,300,000.00 | 12,299,673.93 | (5,592.69 | ) | (6.69 | ) | — | — | 0.99 | MON | 3,720.75 | 30,442.5 | 4092014 | 8212017 | ||||||||||||||||
09658UAD1 | BMWOT_14-A ABS 14-A-A4 | 2 | 974,895.38 | 978,704.97 | 975,000.00 | 974,928.38 | 3,776.59 | 4.47 | — | — | 1.5 | MON | 243.75 | 3,656.25 | 10082014 | 2252021 | ||||||||||||||||||
05565AAN3 | BNP PARIBAS SA CAPSEC CORP BND 144A | F | 1 | — | — | — | — | — | — | — | — | 7.375 | FA | (734.43 | ) | 55,082.04 | 8122015 | |||||||||||||||||
097023BM6 | BOEING CO SENIOR CORP BND | 1 | 376,858.82 | 381,043.63 | 382,000.00 | 377,270.85 | 9,163.89 | 245.72 | — | — | 1.65 | AO | 2,661.26 | — | 10282015 | 1152018 | ||||||||||||||||||
097023BG9 | BOEING CO SENIOR CORP BND | 807,568 | 818,673.52 | 800,000.00 | 806,434.7 | 12,238.82 | (271.70 | ) | — | — | 2.35 | AO | 7,885.56 | — | 3042015 | 3012019 | ||||||||||||||||||
097023BE4 | BOEING CO SENIOR CORP BND | 1,970,180 | 1,994,206.24 | 2,000,000.00 | 1,985,042.35 | 3,772.78 | 1,733.17 | — | — | 0.95 | MN | 7,177.77 | — | 4302013 | 10302020 | |||||||||||||||||||
10011AAA1 | BOSPHORUS LTD SENIOR CORP BND 144A | F | 1,080,000 | 1,071,543.6 | 1,080,000.00 | 1,080,000 | (8,456.4 | ) | — | — | — | 3.735 | MJSD | 2,688.95 | 21,814.51 | 8112015 | 8172018 | |||||||||||||||||
102022AX8 | BOURBONNAIS ILL MUNI BND REV | 1 | 1,236,560.5 | 1,204,349 | 1,150,000.00 | 1,194,999.6 | 9,349.4 | (6,985.79 | ) | — | — | 4.375 | MN | 20,963.54 | — | 7272007 | 9152020 | |||||||||||||||||
BRSK5A7F8 | BOYD GAMING CORPORATION SENIOR SECURED T | 2 | 2,908,212.53 | 2,924,674.61 | 2,927,810.29 | 2,912,999.41 | 11,675.2 | 789.53 | — | — | — | FMAN | — | 32,043.9 | 10012015 | 3312025 | ||||||||||||||||||
05565QBT4 | BP CAPITAL MARKETS PLC CORP BND | F | 4,773,490 | 4,786,432.03 | 4,750,000.00 | 4,752,866.17 | 33,565.86 | (1,219.39 | ) | — | — | 2.248 | MN | 44,491.67 | — | 12052014 | 11012016 | |||||||||||||||||
05565QCC0 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 498,865 | 498,714.22 | 500,000.00 | 499,410.39 | 22,019.67 | 91.10 | — | — | 1.375 | MN | 2,769.1 | — | 11012012 | 11062017 |
05565QCZ9 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 875,000 | 887,165.17 | 875,000.00 | 875,000 | (696.17 | ) | — | — | — | 3.062 | MS | 1,041.93 | 13,396.25 | 3122015 | 3172022 | |||||||||||||||||
05565QCE6 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 1,105,638.75 | 1,117,723.19 | 1,125,000.00 | 1,113,550.35 | 4,172.84 | 1,328.68 | — | — | 1.375 | MN | 6,058.59 | — | 5072013 | 5102018 | ||||||||||||||||||
05565QCF3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 2,500,000 | 2,468,750 | 2,500,000.00 | 2,500,000 | (31,250 | ) | — | — | — | 1.131 | FMAN | 4,005.63 | 5,439.5 | 5072013 | 5102018 | |||||||||||||||||
05565QBY3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 5,700,000 | 5,722,019.67 | 5,700,000.00 | 5,700,000 | 12,165.17 | — | — | — | 1.846 | MN | 42,673.37 | — | 5022012 | 5052017 | ||||||||||||||||||
07330NAC9 | BRANCH BKG & TR CO SENIOR CORP BND | 1 | 999,640 | 1,002,250 | 1,000,000.00 | 999,940.22 | 2,309.78 | 29.20 | — | — | 1.45 | AO | 7,169.44 | — | 9042013 | 11082016 | ||||||||||||||||||
07330NAD7 | BRANCH BKG & TR CO SENIOR CORP BND | 1 | 3,804,378.11 | 3,798,999 | 3,737,000.00 | 3,781,104.96 | 17,894.04 | (4,388.77 | ) | — | — | 2.3 | AO | 39,632.96 | — | 11262014 | 12152019 | |||||||||||||||||
10620NCG1 | BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1 | 2 | 2,263,952.22 | 2,270,274.73 | 2,294,875.78 | 2,282,491.63 | (12,216.9 | ) | 1,377.33 | — | — | 1.429 | FMAN | 3,279.61 | 7,433.79 | 3102011 | 2252030 | |||||||||||||||||
110122AV0 | BRISTOL-MYERS SQUIBB CO SENIOR CORP BND | 7,465,480 | 7,614,480.39 | 7,500,000.00 | 7,471,679.82 | 142,800.57 | 2,353.43 | — | — | 1.75 | MS | 10,937.5 | 65,625 | 11122015 | 9012025 | |||||||||||||||||||
111013AM0 | BRITISH SKY BROADCASTING GRP P SENIOR CO | F | 5,111,910.15 | 5,175,787.08 | 5,115,000.00 | 5,112,767.95 | 63,019.13 | 183.29 | — | — | 2.625 | MS | 5,594.54 | 67,134.39 | 11172015 | 9162019 | ||||||||||||||||||
11102AAA9 | BRITISH TELECOMMUNICATIONS PLC CORP BND | F | 1,121,760 | 1,077,522.05 | 1,000,000.00 | 1,071,524.15 | 5,997.9 | (9,812.88 | ) | — | — | 5.95 | JJ | 12,561.11 | 29,750 | 12112014 | 1152018 | |||||||||||||||||
111021AK7 | BRITISH TELECOMMUNICATIONS PLC SENIOR CO | F | 425,110.5 | 432,513.57 | 425,000.00 | 425,081.81 | 7,431.76 | (6.84 | ) | — | — | 2.35 | FA | 1,303.92 | 4,993.75 | 12112014 | 2142019 | |||||||||||||||||
G1582KAR3 | BRITISH TELECOMMUNICATIONS PLC SENIOR LO | D | 1,777,041.92 | 1,526,252.05 | 1,000,000.00 | 1,676,771.74 | (150,519.69 | ) | (21,743.72 | ) | — | (154,981.03 | ) | 6.625 | JUN | 73,627.26 | 15,316.54 | 12102014 | 12312049 | |||||||||||||||
114894HA9 | BROWARD CNTY FLA MUNITAX BND REV | 2 | 2,299,520 | 2,234,560 | 2,000,000.00 | 2,242,695.41 | (8,135.41 | ) | (9,607.84 | ) | — | — | 6.9 | AO | 69,000 | — | 5242001 | 5152018 | ||||||||||||||||
115637AN0 | BROWN-FORMAN CORPORATION SENIOR CORP BND | 1,295,697 | 1,291,105.05 | 1,300,000.00 | 1,298,463.54 | (7,358.49 | ) | 212.34 | — | — | 1 | JJ | 2,744.44 | 6,500 | 12102012 | 5012017 | ||||||||||||||||||
07387AAW5 | BSARM CMO_05-3 2A1 | 2 | 684,011.75 | 641,078.74 | 696,860.09 | 685,565.71 | (44,486.97 | ) | (2,466.44 | ) | — | — | 2.795 | MON | 1,622.93 | 4,967.46 | 8102007 | 6252035 | ||||||||||||||||
07384M3D2 | BSARM_04-10 CMO 04-9 22A1 | 2 | 520,716.25 | 507,973.03 | 530,801.47 | 521,870.41 | (13,897.38 | ) | 288.14 | — | — | 3.226 | MON | 1,426.92 | 4,336.1 | 8132007 | 11252034 | |||||||||||||||||
07388YAE2 | BSCMS CMBS 07-PW16 A4 | 2 | 2,556,684.34 | 2,337,071.69 | 2,281,516.80 | 2,348,722.71 | (11,651.02 | ) | (16,283.86 | ) | — | — | 5.911 | MON | 10,877.03 | 33,182.13 | 4242014 | 6112040 | ||||||||||||||||
07387JAF3 | BSCMS PAC SENIOR CMBS 06-PW12 A1A | 2 | 154,986.75 | 142,726.92 | 142,891.24 | 144,322.49 | (1,595.57 | ) | (1,697.17 | ) | — | — | 5.927 | MON | 689.47 | 4,849.09 | 4232014 | 9112038 | ||||||||||||||||
G1658KAC5 | BSKYB FINANCE UK PLC CORP BND | D | 1,638,657.06 | 1,528,953.74 | 1,000,000.00 | 1,602,541.85 | (73,588.11 | ) | (20,498.83 | ) | — | (75,312.13 | ) | 5.75 | OCT | 37,032.07 | 9,780.17 | 1062016 | 12312049 | |||||||||||||||
BRSG4MWQ0 | BSN MEDICAL SENIOR SECURED TERM NOTE | E | 2 | 1,569,941.31 | 1,553,974.23 | 1,577,638.81 | 1,573,794.62 | (19,820.39 | ) | 280.84 | — | — | — | JAJO | — | 15,951.68 | 10292012 | 3312025 | ||||||||||||||||
12189TAY0 | BURLINGTON NORTHERN SANTA FE R CORP BND | 2,363,882.3 | 2,331,515.2 | 2,225,000.00 | 2,329,097.94 | 2,417.26 | (23,799.82 | ) | — | — | 5.65 | MN | 52,380.2 | — | 11172015 | 8122019 | ||||||||||||||||||
12189LAY7 | BURLINGTON NORTHERN SANTA FE R SENIOR CO | 1 | 503,523.94 | 543,987.67 | 505,000.00 | 503,604.88 | 40,382.79 | 33.74 | — | — | 3.65 | MS | 1,536.03 | 9,779.46 | 8142015 | 8152019 | ||||||||||||||||||
126802BS5 | CABMT_12-2A ABS_11-2A A2 | 2 | 18,603,606.06 | 18,452,510.8 | 18,445,000.00 | 18,454,973.92 | (2,463.12 | ) | (12,049.96 | ) | — | — | 1.036 | MON | 9,025.45 | 46,326.4 | 3072013 | 6172019 | ||||||||||||||||
12765JAA6 | CAELUS RE IV LTD CORP BND 144A | E | 750,000 | 753,375 | 750,000.00 | 750,000 | 3,375 | — | — | — | 5.775 | JAJO | 3,849.78 | — | 2162016 | 8172018 | ||||||||||||||||||
12800UAL4 | CAISSE CENTRALE DESJARDINS SECURED LOCAL | A | 2,699,352 | 2,711,339.94 | 2,700,000.00 | 2,699,875.63 | 11,464.31 | 33.01 | — | — | 1.6 | MS | 3,000 | 21,600 | 2282012 | 3062017 | ||||||||||||||||||
BRSJ7A0J8 | CALPINE CONSTRUCTION FINANCE C SENIOR SE | 6,528,176.12 | 6,433,407.35 | 6,581,490.89 | 6,543,772.53 | (110,365.18 | ) | 1,657.61 | — | — | — | MJSD | — | 51,658.35 | 10012015 | 3312025 | ||||||||||||||||||
BRSYQLA42 | CAMBRIDGE INTERNATIONAL INC SECURED TERM | 729,820.57 | 728,908.29 | 729,820.57 | 729,820.57 | (912.28 | ) | — | — | — | — | MJSD | — | 3,388.53 | 1132016 | 12312049 | ||||||||||||||||||
BRSYQLH45 | CAMBRIDGE INTERNATIONAL INC SENIOR SECUR | 6,005,282.1 | 5,997,775.5 | 6,005,282.10 | 6,005,282.1 | (7,506.6 | ) | — | — | — | — | MJSD | — | 15,013.21 | 1132016 | 12312049 | ||||||||||||||||||
BRSLAJ886 | CAMPING WORLD INC SENIOR SECURED TERM NO | 267,785.62 | 265,131.97 | 268,658.11 | 267,847.53 | (2,715.56 | ) | 58.71 | — | — | — | MJSD | — | 3,669.41 | 12142015 | 3312025 | ||||||||||||||||||
1.35E+47 | CANADA GOVERNMENT CORP BND | A | 1,002,490 | 1,006,080.02 | 1,000,000.00 | 1,001,823 | 49,297.29 | (228.78 | ) | — | — | 1.125 | MS | 375 | 5,625 | 7022015 | 3192018 | |||||||||||||||||
135087C77 | CANADA GOVERNMENT CORP BND | A | 2,903,898 | 2,953,707.92 | 2,900,000.00 | 2,904,410.63 | 4,257.02 | (370.55 | ) | — | — | 1.625 | FA | 4,450.69 | 23,562.5 | 10082015 | 2272019 | |||||||||||||||||
136375BU5 | CANADIAN NTL RAIL CO CORP BND | A | 1 | 1,637,394 | 1,654,504.5 | 1,650,000.00 | 1,648,192.6 | 6,311.9 | 633.87 | — | — | 1.45 | JD | 7,044.58 | — | 11072011 | 12152016 | |||||||||||||||||
140420NB2 | CAPITAL ONE BANK USA NA SUB CORP BND | 755,565 | 754,150.03 | 750,000.00 | 754,951.95 | (801.92 | ) | (159.31 | ) | — | — | 3.375 | FA | 3,234.38 | 12,656.25 | 3262015 | 9062018 | |||||||||||||||||
14042E5V8 | CAPITAL ONE FIN CORP SENIOR CORP BND | 1 | 4,010,623.65 | 4,029,433.8 | 4,015,000.00 | 4,011,500.42 | 36,000.47 | 354.06 | — | — | 2.35 | FA | 11,531.98 | 46,914.16 | 8132015 | 6162018 |
14042E3Y4 | CAPITAL ONE FIN CORP SENIOR CORP BND | 1 | 9,380,512.5 | 9,416,973.38 | 9,375,000.00 | 9,380,972.91 | 17,933.38 | (275.88 | ) | — | — | 2.95 | JJ | 52,239.58 | 138,281.25 | 3052015 | 3052020 | |||||||||||||||||
14040HBH7 | CAPITAL ONE FINANCIAL CORP CAPSEC CORP B | 1 | 1,748,400 | 1,710,975 | 1,750,000.00 | 1,748,400 | (37,425 | ) | — | — | — | 5.55 | JD | 32,375 | (10,868.75 | ) | 3212016 | |||||||||||||||||
14041NFA4 | CAPITAL ONE MULTI-ASSET EXECUT SENIOR AB | 2 | 9,999,816 | 10,024,626 | 10,000,000.00 | 9,999,845.67 | 24,780.33 | 14.53 | — | — | 1.45 | MON | 6,444.44 | 36,249.99 | 10192015 | 8162021 | ||||||||||||||||||
14313TAC3 | CARMAX AUTO OWNER TRUST CARMX_ ABS _14-3 | 2 | 1,199,904.84 | 1,200,000 | 1,200,000.00 | 1,199,952.49 | 47.51 | 6.03 | — | — | 1.16 | MON | 618.67 | 3,480 | 8062014 | 6172019 | ||||||||||||||||||
14313LAC0 | CARMX_13-1 ABS 13-1 | 2 | 524,132.44 | 523,876.26 | 524,145.30 | 524,141.81 | (265.55 | ) | 5.41 | — | — | 0.6 | MON | 139.77 | 1,405.4 | 6012015 | 10162017 | |||||||||||||||||
14313RAD5 | CARMX_14-2 SENIOR ABS_14-2-A4 | 2 | 1,999,666.6 | 2,008,000.04 | 2,000,000.00 | 1,999,820.87 | 8,179.17 | 20.79 | — | — | 1.61 | MON | 1,431.11 | 8,049.99 | 5072014 | 10152019 | ||||||||||||||||||
14313TAD1 | CARMX_14-3 ABS_14-3-A4 | 2 | 2,291,414.06 | 2,310,376.45 | 2,295,000.00 | 2,292,838.62 | 17,537.83 | 221.72 | — | — | 1.73 | MON | 1,764.6 | 9,925.89 | 9232014 | 2182020 | ||||||||||||||||||
14313VAC8 | CARMX_15-3 SENIOR ABS 15-3 A3 | 2 | 1,199,924.29 | 1,204,920.04 | 1,200,000.00 | 1,199,935.81 | 4,984.23 | 4.39 | — | — | 1.63 | MON | 869.33 | 4,890 | 8062015 | 5152020 | ||||||||||||||||||
14313VAD6 | CARMX_15-3 SENIOR ABS 15-3 A4 | 2 | 249,946.4 | 252,750 | 250,000.00 | 249,954.18 | 2,795.82 | 2.99 | — | — | 1.98 | MON | 220 | 1,237.5 | 8062015 | 2162021 | ||||||||||||||||||
BRSWNA5P2 | CARR MANAGEMENT INC SENIOR SECURED TERM | 4,322,887.9 | 4,312,026.38 | 4,344,610.96 | 4,324,722.8 | (12,696.42 | ) | 1,137.35 | — | — | — | MJSD | — | 90,578.05 | 10152015 | 12312049 | ||||||||||||||||||
BRSS9F6W0 | CASCADE DRILLING L.P. SENIOR SECURED TE | 351,906.2 | 350,146.67 | 351,906.20 | 351,906.2 | (22,014.03 | ) | — | — | — | — | MJSD | — | 8,871.67 | 3222016 | 12312049 | ||||||||||||||||||
BRSS9F410 | CASCADE DRILLING L.P. SENIOR SECURED TE | 4,402,806.29 | 4,380,792.26 | 4,402,806.29 | 4,402,806.29 | (1,759.53 | ) | — | — | — | — | MJSD | — | 54,347.11 | 3092015 | 12312049 | ||||||||||||||||||
14855GAB7 | CASTLELAKE AIRCRAFT SECU TRUST ABS_14-1 | 2 | 849,404.64 | 837,994.72 | 845,178.74 | 848,868.04 | (10,873.32 | ) | (410.74 | ) | — | — | 5.25 | MON | 1,972.08 | 11,438.99 | 1052015 | 2152029 | ||||||||||||||||
BRSN5MWG6 | CATALENT PHARMA SOLUTIONS INC SENIOR SEC | 2 | 3,884,154.96 | 3,897,575.78 | 3,903,673.31 | 3,889,081.12 | 8,494.66 | 755.31 | — | — | — | MJSD | — | 39,512.87 | 10012015 | 3312025 | ||||||||||||||||||
14912L6J5 | CATERPILLAR INC CORP BND MTN | 3,971,720 | 4,033,683.16 | 4,000,000.00 | 3,974,697.38 | 58,985.78 | 1,545.65 | — | — | 2 | MS | 5,777.78 | 40,000 | 10062015 | 12052017 | |||||||||||||||||||
14912L6M8 | CATERPILLAR INC SENIOR CORP BND | 2,997,210 | 3,041,683.74 | 3,000,000.00 | 2,997,559.58 | 44,124.16 | 227.23 | — | — | 1.8 | MN | 20,700 | — | 11092015 | 6242020 | |||||||||||||||||||
14912L5T4 | CATERPILLAR INC SENIOR CORP BND MTN | 1,016,550 | 1,027,219.62 | 1,000,000.00 | 1,010,378.2 | 16,841.42 | (1,035.46 | ) | — | — | 2.45 | MS | 1,701.39 | 12,250 | 9032013 | 11132018 | ||||||||||||||||||
14912L6L0 | CATERPILLAR INC SENIOR CORP BND MTN | 2,899,739 | 2,927,156.76 | 2,900,000.00 | 2,899,806.7 | 27,350.06 | 21.36 | — | — | 1.7 | JD | 14,379.17 | — | 6112015 | 6242016 | |||||||||||||||||||
12479RAB3 | CAUTO_14-1A ABS_14-1A A 144A | 2 | 2,998,196.46 | 3,103,194.3 | 3,000,000.00 | 2,998,323.83 | 104,870.47 | 31.31 | — | — | 3.66 | MON | 4,880 | 27,450 | 10102014 | 10152044 | ||||||||||||||||||
124857AL7 | CBS CORP SENIOR CORP BND | 1 | 1,973,560 | 2,011,649.32 | 2,000,000.00 | 1,981,371.59 | 30,277.73 | 1,310.42 | — | — | 2.3 | FA | 5,877.78 | 23,000 | 9032014 | 7202020 | ||||||||||||||||||
BRSLW9ZY7 | CBS OUTDOOR AMERICAS CAPITAL L SENIOR SE | 2 | 1,973,179.69 | 1,964,525.39 | 1,978,125.00 | 1,974,682.04 | (10,156.65 | ) | 177.15 | — | — | — | MJSD | — | 15,000.78 | 1172014 | 3312025 | |||||||||||||||||
17119VAC7 | CCART_13-B ABS_13-B A3 144A | 2 | 342,642.97 | 342,321.84 | 342,472.74 | 342,487.82 | (165.98 | ) | (58.79 | ) | — | — | 0.85 | MON | 129.37 | 1,315.7 | 8262014 | 5152018 | ||||||||||||||||
17119VAD5 | CCART_13-B ABS_13-BA A4 144A | 2 | 324,940.82 | 324,642.5 | 325,000.00 | 324,982.19 | (339.69 | ) | 4.39 | — | — | 1.27 | MON | 183.44 | 1,031.88 | 11062013 | 3152019 | |||||||||||||||||
17119YAC1 | CCART_14-BA ABS _14-BA-A3 144A | 2 | 2,530,822.04 | 2,528,898.23 | 2,531,302.99 | 2,531,126.25 | (2,228.02 | ) | 69.89 | — | — | 1.27 | MON | 1,428.78 | 8,829.44 | 9182014 | 5152019 | |||||||||||||||||
17305EDY8 | CCCIT_13-A1 ABS_07-A8 A8 | 2 | 577,968.75 | 531,699.98 | 500,000.00 | 530,712.7 | 987.28 | (5,153.44 | ) | — | — | 5.65 | MS | 863.19 | 14,125 | 12022013 | 9202019 | |||||||||||||||||
17305EFQ3 | CCCIT_14-A4 ABS _14-A4-A4 | 2 | 1,059,785.77 | 1,061,908 | 1,060,000.00 | 1,059,919.59 | 1,988.41 | 20.62 | — | — | 1.23 | AO | 5,686.02 | — | 4292014 | 4242019 | ||||||||||||||||||
17305EFU4 | CCCIT_14-A8 SENIOR ABS 2014-A8 A8 | 2 | 13,341,671.13 | 13,416,254.6 | 13,290,000.00 | 13,335,352.3 | 80,902.3 | (5,425.24 | ) | — | — | 1.73 | AO | 109,849.23 | — | 12102015 | 4092020 | |||||||||||||||||
12532LAU9 | CCMS_16-RNDB SENIOR CMBS_16-RNDB AFL | 2 | 10,165,000 | 10,164,998.98 | 10,165,000.00 | 10,165,000 | (1.02 | ) | — | — | — | 2.15 | MON | 1,214.17 | — | 3212016 | 2152033 | |||||||||||||||||
BRSJ13HK9 | CDW CORPORATION SECURED TERM NOTES | 2 | 487,487.96 | 495,532.51 | 497,436.70 | 488,026.03 | 7,506.48 | 563.70 | — | — | — | MJSD | — | 4,442.8 | 12112015 | 3312025 | ||||||||||||||||||
15672NAA2 | CERB_14-1A ABS_14-1A-A 144A | 2 | 1,504,492.75 | 1,503,097.93 | 1,504,492.75 | 1,504,492.75 | (1,394.82 | ) | — | — | — | 2.522 | JAJO | 8,115.65 | 9,674.36 | 11202014 | 10152023 | |||||||||||||||||
15672NAC8 | CERB_14-1A MEZZANIN ABS _14-1A-B 144A | 2 | 991,577.3 | 984,118.2 | 1,000,000.00 | 994,778.16 | (10,659.96 | ) | 315.74 | — | — | 3.322 | JAJO | 7,105.39 | 7,719.06 | 11202014 | 10152023 | |||||||||||||||||
156792GT4 | CERRITOS CALIF CMNTY COLLEGE D MUNI BND | 500,000 | 515,355 | 500,000.00 | 500,000 | 15,355 | — | — | — | 2.165 | FA | 1,804.17 | 5,412.5 | 11052014 | 2012019 | |||||||||||||||||||
17322FAA9 | CGCMT_14-388G SENIOR CMBS_14-388G A 144A | 2 | 490,000 | 479,673.69 | 490,000.00 | 490,000 | (10,326.31 | ) | — | — | — | 1.186 | MON | 274.66 | 1,373.67 | 6052014 | 6152033 | |||||||||||||||||
17322VAR7 | CGCMT_14-GC23 SENIOR CMBS_14-GC23 A2 | 2 | 3,316,556.2 | 3,308,904.27 | 3,220,000.00 | 3,282,453.25 | 26,451.02 | (5,244.95 | ) | — | — | 2.851 | MON | 7,650.18 | 22,950.54 | 7172014 | 7102047 |
17324DAU8 | CGCMT_15-P1 LCF SENIOR CMBS 15-P1 | 2 | 1,029,952.4 | 1,069,140.01 | 1,000,000.00 | 1,028,230.46 | 40,909.55 | (702.06 | ) | — | — | 3.717 | MON | 3,097.5 | 9,292.5 | 8062015 | 9152048 | |||||||||||||||||
29429CAD7 | CGCMT_16-P3 LCF SENIOR CMBS_16-P3 A4 | 2 | 3,604,769 | 3,603,311.6 | 3,500,000.00 | 3,604,769 | (1,457.4 | ) | — | — | — | 3.329 | MON | 3,883.84 | (3,883.84 | ) | 3292016 | 1152021 | ||||||||||||||||
12532LAA3 | CGGS COMMERCIAL MORTGAGE TRUST SENIOR C | 2 | 4,999,963 | 5,040,271.5 | 5,000,000.00 | 4,999,961.32 | 40,310.18 | (1.68 | ) | — | — | 2.757 | MON | 11,487.5 | (11,104.58 | ) | 3212016 | 2102033 | ||||||||||||||||
14310KAC5 | CGMS_13-4 SENIOR ABS 13-4 A1 144A | F | 2 | 1,489,350 | 1,478,362.35 | 1,500,000.00 | 1,492,052.16 | (13,689.81 | ) | 567.89 | — | — | 2.092 | JAJO | 6,711.83 | 6,863.58 | 1232015 | 10152025 | ||||||||||||||||
14311DAC0 | CGMS_15-1A ABS_15-1A A 144A | F | 2 | 4,987,000 | 4,971,991 | 5,000,000.00 | 4,989,295.77 | (17,304.77 | ) | 524.20 | — | — | 2.154 | JAJO | 21,538 | 23,602.47 | 2052015 | 4202027 | ||||||||||||||||
161571FU3 | CHAIT_13-A1 ABS 13-A1 | 2 | 3,165,795.7 | 3,198,194.94 | 3,195,000.00 | 3,178,879.06 | 19,315.88 | 2,116.83 | — | — | 1.3 | MON | 1,846 | 10,383.75 | 9042014 | 2182020 | ||||||||||||||||||
161571FW9 | CHAIT_13-A3 ABS 13-A3 | 2 | 960,000 | 957,696.02 | 960,000.00 | 960,000 | (2,303.98 | ) | — | — | — | 0.716 | MON | 324.68 | 1,701.49 | 4122013 | 4152020 | |||||||||||||||||
161571GT5 | CHAIT_15-A2 ABS_15-A2 A | 2 | 6,229,695.35 | 6,269,248.81 | 6,230,000.00 | 6,229,801.7 | 39,447.11 | 35.55 | — | — | 1.59 | MON | 4,402.54 | 35,971.54 | 3062015 | 2182020 | ||||||||||||||||||
808513AL9 | CHARLES SCHWAB CORPORATIO SENIOR CORP BN | 1 | 318,656 | 321,613.89 | 320,000.00 | 318,779.99 | 1,512.89 | 29.46 | — | — | 3 | MS | 560 | 4,800 | 3032015 | 9142018 | ||||||||||||||||||
808513AK1 | CHARLES SCHWAB CORPORATIO SENIOR CORP BN | 1 | 668,795.03 | 670,366.31 | 669,000.00 | 668,853.42 | 2,833.9 | 13.84 | — | — | 1.5 | MS | 585.38 | 5,017.5 | 3042015 | 9142018 | ||||||||||||||||||
BRSUTDDX8 | CHARTER COMMUNICATION OPER LLC SENIOR SE | 693,115.81 | 694,977.32 | 694,852.94 | 693,254.95 | 2,145.27 | 58.35 | — | — | — | JAJO | — | 6,079.96 | 7232015 | 12312049 | |||||||||||||||||||
BRSJ315T5 | CHARTER COMMUNICATION OPER LLC SENIOR SE | 2 | 5,058,568.49 | 5,071,786.43 | 5,098,072.09 | 5,069,641.16 | 1,722.37 | 1,506.72 | — | — | — | JAJO | — | 36,202.21 | 10012015 | 3312025 | ||||||||||||||||||
161630BD9 | CHASE CMO_07-A1 11M1 | 2 | 1,842,673.5 | 1,693,628.24 | 1,825,205.67 | 1,840,188.97 | (146,560.73 | ) | (8,197.47 | ) | — | — | 2.624 | MON | 3,991.45 | 11,888.45 | 1182008 | 3252037 | ||||||||||||||||
161571GH1 | CHASE ISSUANCE TRUST ABS 13-A9 A | 2 | 1,500,000 | 1,500,750.05 | 1,500,000.00 | 1,500,000 | 750.05 | — | — | — | 0.856 | MON | 606.48 | 3,210.15 | 12102013 | 11152020 | ||||||||||||||||||
161571FQ2 | CHASE ISSUANCE TRUST CHAIT_12- ABS 12-A7 | 2 | 5,000,000 | 5,022,499.85 | 5,000,000.00 | 5,000,000 | 22,499.85 | — | — | — | 2.16 | MON | 4,800 | 27,000 | 1302015 | 9162024 | ||||||||||||||||||
BRST4R1R3 | CHEMOURS COMPANY LLC SENIOR SECURED TERM | 1 | 1,857,564.16 | 1,786,364.29 | 1,885,344.90 | 1,859,764.71 | (73,400.42 | ) | 1,053.63 | — | — | — | MJSD | — | 17,916.51 | 9182015 | 12312049 | |||||||||||||||||
166430AA6 | CHEST_14-1A ABS _14-1A-A 144A | 2 | 2,823,000 | 2,836,945.62 | 2,823,000.00 | 2,823,000 | 13,945.62 | — | — | — | 4.5 | MJSD | 5,646 | 31,758.75 | 12112014 | 12152034 | ||||||||||||||||||
166764AC4 | CHEVRON CORP SENIOR CORP BND | 365,000 | 365,189.8 | 365,000.00 | 365,000 | 4,316.5 | — | — | — | 0.889 | JD | 874.3 | — | 6172013 | 3022018 | |||||||||||||||||||
166764AY6 | CHEVRON CORP SENIOR CORP BND | 1 | 975,000 | 998,772.76 | 975,000.00 | 975,000 | 189.8 | — | — | — | 2.419 | MN | 8,778.96 | — | 11092015 | 6152018 | ||||||||||||||||||
166764AA8 | CHEVRON CORP SENIOR CORP BND | 1 | 990,820 | 999,427.26 | 1,000,000.00 | 995,110.76 | 35,175.1 | 715.63 | — | — | 1.104 | JD | 3,557.33 | — | 11282012 | 11152017 | ||||||||||||||||||
166764AL4 | CHEVRON CORP SENIOR CORP BND | 1,000,000 | 1,003,308.79 | 1,000,000.00 | 1,000,000 | 3,308.79 | — | — | — | 1.345 | MN | 5,081.11 | — | 11102014 | 3012019 | |||||||||||||||||||
166764AV2 | CHEVRON CORP SENIOR CORP BND | 2,380,000 | 2,383,440.93 | 2,380,000.00 | 2,380,000 | 3,440.93 | — | — | — | 1.365 | MS | 2,617.01 | 16,243.5 | 2242015 | 3032017 | |||||||||||||||||||
166764AG5 | CHEVRON CORP SENIOR CORP BND | 1 | 4,070,440 | 4,098,646.24 | 4,000,000.00 | 4,063,471.14 | 23,772.76 | (3,660.83 | ) | — | — | 2.427 | JD | 26,157.67 | — | 10062015 | 11172020 | |||||||||||||||||
BRSUZA516 | CHI OVERHEAD DOORS INC SENIOR SECURED TE | 402,596.64 | 397,551.56 | 403,605.64 | 402,685.73 | (5,134.17 | ) | 38.60 | — | — | — | MJSD | — | 4,858.25 | 7282015 | 12312049 | ||||||||||||||||||
BRSR021B1 | CHIEF POWER FINANCE LLC SENIOR SECURED T | 3,379,531.3 | 2,867,481.1 | 3,413,667.98 | 3,386,446.89 | (518,965.79 | ) | 1,515.38 | — | — | — | MJSD | — | 47,223.44 | 10012015 | 3312025 | ||||||||||||||||||
170016XW4 | CHIPPEWA VALLEY MICH SCHS MUNI BND GO | 1 | 6,265,211 | 6,400,262 | 5,450,000.00 | 6,137,192.5 | 263,069.5 | (21,674.16 | ) | — | — | 5 | MN | 113,541.67 | — | 9162013 | 2012021 | |||||||||||||||||
BRSM3VKC2 | CHRYSLER GROUP LLC SENIOR SECURED TERM N | 2 | 1,719,902.13 | 1,724,655.63 | 1,728,544.86 | 1,723,634.35 | 1,021.28 | 4,237.01 | — | — | — | FMAN | — | 47,558.59 | 10012015 | 3312025 | ||||||||||||||||||
12549BAC2 | CIFC_13-2A ABS _13-2A-A1L 144A | F | 2 | 977,000 | 974,916.9 | 1,000,000.00 | 983,516.42 | (8,599.52 | ) | 1,280.92 | — | — | 1.77 | JAJO | 3,629.05 | 3,744.27 | 12232014 | 4212025 | ||||||||||||||||
12548CAD9 | CIFC_14-2A MEZZANIN ABS _14-2A-A3L 144A | F | 1 | 1,918,000 | 1,902,350 | 2,000,000.00 | 1,932,178.39 | (29,828.39 | ) | 2,409.01 | — | — | 3.475 | FMAN | 7,142.23 | 16,519.62 | 10232014 | 5262026 | ||||||||||||||||
BRSKAX1N1 | CINCINNATI BELL INC SENIOR SECURED TERM | 2 | 2,710,721.42 | 2,681,088.49 | 2,724,221.08 | 2,715,195.6 | (34,107.11 | ) | 540.17 | — | — | — | MJSD | — | 27,615.53 | 11202014 | 3312025 | |||||||||||||||||
17275RBD3 | CISCO SYSTEMS INC SENIOR CORP BND | 394,241.6 | 402,632.03 | 395,000.00 | 394,254.18 | 13,209.23 | 12.58 | — | — | 2.2 | FA | 748.31 | — | 2222016 | 9262018 | |||||||||||||||||||
17275RAR3 | CISCO SYSTEMS INC SENIOR CORP BND | 500,100 | 513,278.77 | 500,000.00 | 500,069.54 | 10,064.01 | (5.74 | ) | — | — | 2.125 | MS | 885.42 | 5,312.5 | 2242014 | 2282018 | ||||||||||||||||||
17275RBA9 | CISCO SYSTEMS INC SENIOR CORP BND | 3,300,000 | 3,323,110.23 | 3,300,000.00 | 3,300,000 | 77,490.52 | — | — | — | 1.4 | FA | 3,978.33 | — | 2222016 | 12312049 | |||||||||||||||||||
17275RAT9 | CISCO SYSTEMS INC SENIOR CORP BND | 3,499,790 | 3,509,998.8 | 3,500,000.00 | 3,499,934.79 | 23,110.23 | 17.52 | — | — | 1.1 | MS | 2,994.44 | 19,250 | 9182014 | 2282021 |
17275RAU6 | CISCO SYSTEMS INC SENIOR CORP BND | 6,552,698 | 6,629,922.58 | 6,550,000.00 | 6,552,432.06 | 8,377.85 | (270.25 | ) | — | — | 1.65 | JD | 31,822.08 | — | 11122015 | 7302022 | ||||||||||||||||||
17305EFS9 | CITIBANK CREDIT CARD MASTER TR ABS_14-A6 | 2 | 4,866,375 | 4,893,120.1 | 4,800,000.00 | 4,853,324.73 | 39,795.37 | (3,971.22 | ) | — | — | 2.15 | JJ | 21,786.67 | 51,600 | 5272015 | 7152021 | |||||||||||||||||
17318UAB0 | CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC | 2 | 6,058,828.12 | 6,017,817.6 | 6,000,000.00 | 6,031,437.2 | (13,619.6 | ) | (4,229.50 | ) | — | — | 1.813 | MON | 9,065 | 27,195 | 8072014 | 9102045 | ||||||||||||||||
172967KD2 | CITIGROUP INC CAPSEC CORP BND | 1 | 3,420,000 | 3,454,200 | 3,420,000.00 | 3,420,000 | (124,230.91 | ) | — | — | — | 6.125 | MN | 80,298.75 | — | 11052015 | 12312049 | |||||||||||||||||
172967GR6 | CITIGROUP INC CAPSEC CORP BND | 1 | 5,661,875 | 5,542,500 | 6,000,000.00 | 5,666,730.91 | 34,200 | 822.40 | — | — | 5.35 | MN | 121,266.67 | — | 11252014 | 11242017 | ||||||||||||||||||
U17406FZ4 | CITIGROUP INC CORP BND | O | 917,879.83 | 817,955.16 | 510,000.00 | 882,590.62 | (64,635.46 | ) | (11,554.51 | ) | — | (67,151.1 | ) | 7.625 | APR | 55,587.58 | 42,386.22 | 10302015 | 12312049 | |||||||||||||||
U17406BD7 | CITIGROUP INC CORP BND | O | 940,390.05 | 925,728.37 | 600,000.00 | 935,509.95 | (9,781.58 | ) | (4,880.10 | ) | — | (15,081.13 | ) | 5.125 | DEC | 13,404 | (3,313.85 | ) | 1062016 | 12312049 | ||||||||||||||
172967JW2 | CITIGROUP INC SENIOR CORP BND | 199,948 | 200,957.75 | 200,000.00 | 199,959.34 | 5,972.6 | 4.23 | — | — | 2.15 | JJ | 728.61 | 2,150 | 7232015 | 9012016 | |||||||||||||||||||
172967JE2 | CITIGROUP INC SENIOR CORP BND | 759,848 | 760,996.79 | 760,000.00 | 759,915.43 | 31,501.8 | 12.63 | — | — | 1.85 | MN | 4,960.06 | — | 11182014 | 10262020 | |||||||||||||||||||
172967KB6 | CITIGROUP INC SENIOR CORP BND | 993,750 | 1,006,561.06 | 1,000,000.00 | 994,203.08 | 199.3 | 545.69 | — | — | 2.65 | AO | 11,409.72 | 10,231.94 | 11102015 | 4012018 | |||||||||||||||||||
172967HY0 | CITIGROUP INC SENIOR CORP BND | 1,597,760 | 1,599,162.72 | 1,600,000.00 | 1,598,963.42 | 1,081.36 | 185.70 | — | — | 1.55 | FA | 3,237.78 | 12,400 | 8072014 | 7302018 | |||||||||||||||||||
172967HU8 | CITIGROUP INC SENIOR CORP BND | 1,989,140 | 2,023,904.26 | 2,000,000.00 | 1,992,402.46 | 53,899.5 | 573.15 | — | — | 2.5 | JJ | 8,611.11 | 36,250 | 9102014 | 4272018 | |||||||||||||||||||
172967HC8 | CITIGROUP INC SENIOR CORP BND | 2,033,660 | 2,026,159.36 | 2,000,000.00 | 2,020,186.76 | (10,495.45 | ) | (1,969.25 | ) | — | — | 2.5 | MS | 694.44 | 25,000 | 7012014 | 2182020 | |||||||||||||||||
172967JN2 | CITIGROUP INC SENIOR CORP BND | 6,504,315.75 | 6,500,108.11 | 6,525,000.00 | 6,510,603.56 | 998.41 | 1,691.08 | — | — | 1.7 | AO | 47,451.25 | — | 4222015 | 3142019 | |||||||||||||||||||
172967JJ1 | CITIGROUP INC SENIOR CORP BND | 8,468,700 | 8,529,092.95 | 8,500,000.00 | 8,475,193.45 | 12,357.98 | 1,541.93 | — | — | 2.4 | FA | 24,366.67 | 109,526 | 3052015 | 3092026 | |||||||||||||||||||
172967KJ9 | CITIGROUP INC SUB CORP BND | 998,020 | 1,023,651 | 1,000,000.00 | 998,029.87 | 83,183.42 | 9.87 | — | — | 4.6 | MS | 2,811.11 | — | 3012016 | 11012016 | |||||||||||||||||||
172967GK1 | CITIGROUP INC SUB CORP BND | 5,661,425 | 5,715,563.81 | 5,500,000.00 | 5,632,380.39 | 25,621.13 | (4,628.89 | ) | — | — | 4.05 | JJ | 37,743.75 | 111,375 | 8192014 | 8142017 | ||||||||||||||||||
177510AE4 | CITRUS RE LTD CORP BND 144A | F | 250,000 | 250,097.5 | 250,000.00 | 250,000 | (7,770 | ) | — | — | — | 9.48 | JAJO | 4,871.67 | 6,066 | 4012015 | 4092018 | |||||||||||||||||
177510AF1 | CITRUS RE LTD CORP BND 144A | F | 250,000 | 250,317.5 | 250,000.00 | 250,000 | (3,100.5 | ) | — | — | — | 7.82 | JAJO | 2,009.31 | — | 2192016 | 2252019 | |||||||||||||||||
177510AG9 | CITRUS RE LTD CORP BND 144A | F | 250,000 | 249,410 | 250,000.00 | 250,000 | 97.5 | — | — | — | — | JAJO | — | — | 2192016 | 2252019 | ||||||||||||||||||
177510AD6 | CITRUS RE LTD CORP BND 144A | F | 650,000 | 646,899.5 | 650,000.00 | 650,000 | 317.5 | — | — | — | 6.32 | JAJO | 8,444.22 | 10,522.49 | 4012015 | 4092018 | ||||||||||||||||||
177510AC8 | CITRUS RE LTD CORP BND 144A | F | 1,000,000 | 992,230 | 1,000,000.00 | 1,000,000 | (590 | ) | — | — | — | 4.89 | JAJO | 10,051.67 | 12,534 | 4012015 | 4092018 | |||||||||||||||||
73723RSH7 | CITY OF PORTSMOUTH VA MUNITAX BND GO | 2,250,000 | 2,266,087.5 | 2,250,000.00 | 2,250,000 | 16,087.5 | — | — | — | 1.418 | FA | 5,317.5 | 15,952.5 | 9292015 | 12312049 | |||||||||||||||||||
411707AA0 | CKE RESAURANT HOLDINGS INC HNG ABS_13-1A | 2 | 491,190.82 | 476,909.43 | 477,500.00 | 486,525.34 | (9,615.91 | ) | (2,941.55 | ) | — | — | 4.474 | MJSD | 652.77 | 5,361.81 | 2252015 | 11152022 | ||||||||||||||||
180848DS9 | CLARK CNTY NEV ARPT REV MUNITAX BND GO | 1 | 4,625,530 | 4,552,334.8 | 3,910,000.00 | 4,421,677.08 | 130,657.72 | (34,303.46 | ) | — | — | 5.86 | MN | 95,469.17 | — | 6102009 | 2012023 | |||||||||||||||||
125634AQ8 | CLIF_14-2A ABS_14-2A A 144A | 1 | 3,001,494.12 | 2,814,286.51 | 3,002,696.08 | 3,001,637.26 | (187,350.75 | ) | 55.70 | — | — | 3.38 | MON | 3,664.96 | 25,869.84 | 10092014 | 10182029 | |||||||||||||||||
12591FAC0 | CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3 | 2 | 265,771.62 | 265,674.51 | 265,771.68 | 265,770.07 | (95.56 | ) | 6.42 | — | — | 0.69 | MON | 81.5 | 1,480.08 | 2132013 | 6152018 | |||||||||||||||||
12618SAC1 | CNH_13-D ABS 13-D A3 | 2 | 382,354.39 | 381,769.6 | 382,369.91 | 382,363.85 | (594.25 | ) | 1.48 | — | — | 0.77 | MON | 130.86 | 822.81 | 11142013 | 10152018 | |||||||||||||||||
12623PAD8 | CNH_14-B ABS_14-B A4 | 2 | 6,770,795.12 | 6,792,327.94 | 6,785,000.00 | 6,776,858.64 | 15,469.3 | 981.71 | — | — | 1.61 | MON | 4,855.05 | 27,309.63 | 9162014 | 5172021 | ||||||||||||||||||
12632XAD0 | CNH_14-C ABS 14-C | 2 | 3,743,709.85 | 3,747,883.77 | 3,745,000.00 | 3,744,143.27 | 3,740.5 | 71.02 | — | — | 1.65 | MON | 2,746.33 | 15,448.14 | 10162014 | 9152021 | ||||||||||||||||||
12592WAD0 | CNH_15-A SENIOR ABS 15-A A4 | 2 | 1,064,890.41 | 1,071,028.75 | 1,065,000.00 | 1,064,908.82 | 6,119.93 | 4.46 | — | — | 1.85 | MON | 875.67 | 4,925.64 | 2252015 | 4152021 | ||||||||||||||||||
12625GAA2 | CNOOC FINANCE (2013) LTD SENIOR CORP BND | F | 1,367,170.56 | 1,371,198.75 | 1,372,000.00 | 1,371,829.32 | (630.57 | ) | 408.71 | — | — | 1.125 | MN | 6,088.26 | — | 5022013 | 10012017 | |||||||||||||||||
12634GAA1 | CNOOC FINANCE (2015) AUSTRALIA SENIOR CO | F | 1,994,320 | 1,994,837.34 | 2,000,000.00 | 1,995,295.01 | (457.67 | ) | 270.85 | — | — | 2.625 | MN | 21,291.67 | — | 4282015 | 11012027 | |||||||||||||||||
BRSYJ0CL6 | CNT HOLDINGS III CORP SENIOR SECURED TER | 1 | 442,161.68 | 446,441.72 | 446,627.96 | 442,273.14 | 4,168.58 | 111.46 | — | — | — | MJSD | — | 4,103.39 | 1152016 | 12312049 |
191216AU4 | COCA-COLA COMPANY (THE) CORP BND | 2,023,040.96 | 2,008,879.8 | 2,000,000.00 | 2,002,100.9 | 6,778.9 | (2,664.64 | ) | — | — | 1.8 | MS | 3,000 | 26,650 | 12142011 | 5012023 | ||||||||||||||||||
191216BA7 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 492,870 | 502,587.82 | 500,000.00 | 495,881.21 | 6,706.61 | 502.11 | — | — | 1.15 | AO | 2,875 | — | 2282013 | 3152019 | |||||||||||||||||||
191216BD1 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 4,994,250 | 5,000,000 | 5,000,000.00 | 4,998,873.31 | 1,126.69 | 481.99 | — | — | 0.75 | MN | 15,625 | — | 9182014 | 6012018 | |||||||||||||||||||
19416QEF3 | COLGATE-PALMOLIVE CO SENIOR CORP BND | 993,190 | 1,015,465.47 | 1,000,000.00 | 995,426.35 | 20,039.12 | 374.14 | — | — | 1.75 | MS | 777.78 | 8,750 | 2262014 | 3012026 | |||||||||||||||||||
19416QEC0 | COLGATE-PALMOLIVE CO SENIOR CORP BND MTN | 483,565 | 498,558.43 | 500,000.00 | 484,207.83 | 2,328.95 | 508.67 | — | — | 2.1 | MN | 4,375 | — | 12032015 | 7152022 | |||||||||||||||||||
19416QEB2 | COLGATE-PALMOLIVE CO SENIOR CORP BND MTN | 1,890,937 | 1,898,497.65 | 1,900,000.00 | 1,896,168.7 | 14,350.6 | 454.48 | — | — | 0.9 | MN | 7,125 | — | 4292013 | 6012020 | |||||||||||||||||||
19624HAA6 | COLNY_14-1 SENIOR CMBS _14-1-A | 2 | 2,459,013.66 | 2,456,515.79 | 2,459,018.58 | 2,456,573.67 | (57.88 | ) | 102.96 | — | — | 2.543 | MON | 5,211.48 | 16,303.13 | 10232014 | 4202050 | |||||||||||||||||
196479WD7 | COLORADO HOUSING & FINANCE AUT MUNITAX B | 830,000 | 851,239.7 | 830,000.00 | 830,000 | 21,239.7 | — | — | — | 2.024 | MN | 6,999.67 | 253 | 10232014 | 10302021 | |||||||||||||||||||
196479WE5 | COLORADO HOUSING & FINANCE AUT MUNITAX B | 910,000 | 938,191.8 | 910,000.00 | 910,000 | 28,191.8 | — | — | — | 2.144 | MN | 8,129.33 | 294.8 | 10232014 | 10302020 | |||||||||||||||||||
198280AA7 | COLUMBIA PIPELINE GROUP INC SENIOR CORP | 769,815.2 | 759,989.97 | 770,000.00 | 769,868.47 | (9,878.5 | ) | 14.68 | — | — | 2.45 | JD | 6,288.33 | — | 5192015 | 3122018 | ||||||||||||||||||
198280AC3 | COLUMBIA PIPELINE GROUP INC SENIOR CORP | 1 | 2,994,600 | 2,968,799.97 | 3,000,000.00 | 2,995,478.69 | (26,678.72 | ) | 250.97 | — | — | 3.3 | JD | 33,000 | — | 5192015 | 11022018 | |||||||||||||||||
20030NBD2 | COMCAST CORPORATION SENIOR CORP BND | 2,006,540 | 2,113,252.42 | 2,000,000.00 | 2,006,021.78 | 107,230.64 | (214.00 | ) | — | — | 3.125 | JJ | 13,194.44 | 31,250 | 8072015 | 3152019 | ||||||||||||||||||
20030NBS9 | COMCAST CORPORATION SENIOR CORP BND | 1 | 2,057,220 | 2,080,624.54 | 2,000,000.00 | 2,057,192.52 | 23,432.02 | (27.48 | ) | — | — | 3.15 | MS | 6,650 | (6,475 | ) | 3222016 | 12092025 | ||||||||||||||||
14041NET4 | COMET_14-A5 SENIOR ABS _14-A5-A | 2 | 2,269,392.55 | 2,280,896.07 | 2,270,000.00 | 2,269,693.44 | 11,202.63 | 51.85 | — | — | 1.48 | MON | 1,493.15 | 8,399.01 | 10062014 | 7152020 | ||||||||||||||||||
12626BAB0 | COMM MORTGAGE TRUST COMM_13-CR PRELCF SE | 2 | 1,043,710.94 | 1,025,952.8 | 1,000,000.00 | 1,029,400.06 | (3,447.26 | ) | (3,738.42 | ) | — | — | 2.972 | MON | 2,476.66 | 7,429.98 | 3252015 | 8102046 | ||||||||||||||||
12630BAX6 | COMM_13-CR13 PRELCF SENIOR CMBS 13-CR13 | 2 | 1,049,023.44 | 1,032,088.5 | 1,000,000.00 | 1,035,620.33 | (3,531.83 | ) | (3,526.05 | ) | — | — | 3.039 | MON | 2,532.5 | 7,597.5 | 4142015 | 12102018 | ||||||||||||||||
12624XAB4 | COMM_13-CR6 CMBS_13-CR6 A2 | 2 | 1,358,975.39 | 1,354,549.49 | 1,345,000.00 | 1,353,021.23 | 1,528.26 | (976.91 | ) | — | — | 2.122 | MON | 2,378.41 | 7,135.23 | 9112014 | 3102046 | |||||||||||||||||
12626GAF0 | COMM_13-LC13 LCF CMBS_13-LC13 A5 | 2 | 1,174,185.55 | 1,197,259.76 | 1,075,000.00 | 1,159,857.03 | 37,402.73 | (2,746.07 | ) | — | — | 4.205 | MON | 3,766.98 | 11,300.94 | 12012014 | 8102046 | |||||||||||||||||
12591VAB7 | COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCR | 2 | 5,149,950.85 | 5,188,081.5 | 5,000,000.00 | 5,090,199.72 | 97,881.78 | (8,559.82 | ) | — | — | 3.042 | MON | 12,675 | 54,925 | 3282014 | 4102047 | |||||||||||||||||
12592GAZ6 | COMM_14-CCRE19 SENIOR CMBS _14-CCRE19-A2 | 2 | 1,045,429.68 | 1,033,335.3 | 1,000,000.00 | 1,034,818.4 | (1,483.1 | ) | (2,663.76 | ) | — | — | 2.965 | MON | 2,470.84 | 7,412.52 | 3252015 | 8102047 | ||||||||||||||||
12592RBF5 | COMM_14-CCRE21 SUPSEN SENIOR CMBS _14-CC | 2 | 1,812,207.04 | 1,856,574.93 | 1,750,000.00 | 1,805,901.8 | 50,673.13 | (1,511.71 | ) | — | — | 3.528 | MON | 5,145 | 15,435 | 3062015 | 12102047 | |||||||||||||||||
12591RAX8 | COMM_14-CR15 CMBS 14-CR15 A2 | 2 | 2,807,496.48 | 2,793,847.45 | 2,710,000.00 | 2,790,359.6 | 3,487.85 | (4,021.99 | ) | — | — | 2.928 | MON | 6,612.4 | 19,837.2 | 2272015 | 2102047 | |||||||||||||||||
12591VAE1 | COMM_14-CR16 LCF SENIOR CMBS_14-CR16 A4 | 2 | 1,623,144.14 | 1,610,179.24 | 1,470,000.00 | 1,605,267.28 | 4,911.96 | (3,961.89 | ) | — | — | 4.051 | MON | 4,962.47 | 14,887.41 | 2052015 | 4102047 | |||||||||||||||||
12631DAX1 | COMM_14-CR17 SENIOR CMBS_14-CR17-A2 | 2 | 4,588,620.24 | 4,606,583.16 | 4,455,000.00 | 4,532,280.27 | 74,302.89 | (11,236.20 | ) | — | — | 3.012 | MON | 11,182.05 | 33,546.15 | 4292014 | 5102047 | |||||||||||||||||
12632QAT0 | COMM_14-CR18 SENIOR CMBS_14-CR18 A2 | 2 | 3,295,997.06 | 3,289,940.8 | 3,200,000.00 | 3,260,677.13 | 29,263.67 | (5,099.14 | ) | — | — | 2.924 | MON | 7,797.33 | 23,391.99 | 6192014 | 7152047 | |||||||||||||||||
12632QAX1 | COMM_14-CR18 SENIOR CMBS_14-CR18 A5 | 2 | 7,209,485.92 | 7,578,829.79 | 7,000,000.00 | 7,174,527.28 | 404,302.51 | (5,397.53 | ) | — | — | 3.828 | MON | 22,330 | 66,990 | 6192014 | 7152047 | |||||||||||||||||
12591TAB2 | COMM_14-LC15 PRELCF SENIOR CMBS_14-LC15 | 2 | 1,041,445.31 | 1,031,051.9 | 1,000,000.00 | 1,030,834 | 217.9 | (2,816.88 | ) | — | — | 2.84 | MON | 2,366.67 | 7,100.01 | 4152015 | 4102047 | |||||||||||||||||
12592MBG4 | COMM_14-LC17 PAC CMBS_14-LC17 ASB | 2 | 1,776,500 | 1,807,627.02 | 1,700,000.00 | 1,770,131.59 | 37,495.43 | (2,981.90 | ) | — | — | 3.62 | MON | 5,128.33 | 15,384.99 | 9152015 | 10102047 | |||||||||||||||||
12592EAA6 | COMM_14-PAT SENIOR CMBS _14-PAT 144A | 2 | 1,095,000 | 1,089,052.94 | 1,095,000.00 | 1,095,000 | (5,947.06 | ) | — | — | — | 1.237 | MON | 714.88 | 3,304.78 | 9182014 | 8132027 | |||||||||||||||||
12593JBF2 | COMM_15-CCRE24 LCF SENIOR CMBS 2015-CR24 | 2 | 2,055,312.5 | 2,137,578.2 | 2,000,000.00 | 2,053,683.78 | 83,894.42 | (1,320.30 | ) | — | — | 3.696 | MON | 6,160 | 18,480 | 12072015 | 8102055 | |||||||||||||||||
12593JBB1 | COMM_15-CCRE24 SENIOR SENIOR CMBS 15-CCR | 2 | 692,036.72 | 701,703.26 | 670,000.00 | 691,702.71 | 10,000.55 | (334.01 | ) | — | — | 3.022 | MON | 1,687.28 | (337.45 | ) | 3022016 | 8102055 | ||||||||||||||||
12592XBD7 | COMM_15-CR22 LCF SENIOR CMBS 15-CR22 A5 | 2 | 2,085,588.48 | 2,102,759.92 | 2,025,000.00 | 2,079,806.74 | 22,953.18 | (1,437.92 | ) | — | — | 3.309 | MON | 5,583.94 | 16,751.82 | 3182015 | 3102048 | |||||||||||||||||
12592XAZ9 | COMM_15-CR22 PRELCF SENIOR CMBS 15-CR22 | 2 | 1,601,627.13 | 1,606,050.6 | 1,555,000.00 | 1,593,112.92 | 12,937.68 | (994.36 | ) | — | — | 2.856 | MON | 3,700.9 | 11,102.7 | 3182015 | 3102048 | |||||||||||||||||
12592XBE5 | COMM_15-CR22 SUB CMBS 15-CR22 XA | 2,4 | 2,412,648.5 | 2,080,709.87 | 34,160,398.44 | 2,138,499.64 | (57,789.77 | ) | (73,100.54 | ) | — | — | 1.162 | MON | 29,196.49 | 91,851.79 | 3192015 | 3102048 |
12593AAX3 | COMM_15-CR23 PRELCF SENIOR CMBS 15-CR23 | 2 | 2,574,896.33 | 2,594,989.5 | 2,500,000.00 | 2,561,007.19 | 33,982.31 | (3,982.52 | ) | — | — | 2.852 | MON | 5,941.67 | 17,825.01 | 5062015 | 5102048 | |||||||||||||||||
12629NAF2 | COMM_15-DC1 LCF SENIOR CMBS 15-DC1 A5 | 2 | 4,687,921.88 | 4,732,682.47 | 4,550,000.00 | 4,674,299.84 | 58,382.63 | (3,307.85 | ) | — | — | 3.35 | MON | 12,702.07 | 38,106.21 | 3112015 | 2102048 | |||||||||||||||||
12629NAB1 | COMM_15-DC1 PRELCF SENIOR CMBS 15-DC1 A2 | 2 | 1,931,205.02 | 1,935,093.79 | 1,875,000.00 | 1,919,822.45 | 15,271.34 | (2,965.18 | ) | — | — | 2.87 | MON | 4,484.38 | 13,453.14 | 2242015 | 2102048 | |||||||||||||||||
200474BC7 | COMM_15-LC19 LCF SENIOR CMBS 15-LC19 A4 | 2 | 1,503,713.19 | 1,508,983.04 | 1,460,000.00 | 1,498,908.71 | 10,074.33 | (1,049.81 | ) | — | — | 3.183 | MON | 3,872.65 | 11,617.95 | 1262015 | 2102048 | |||||||||||||||||
12636FBF9 | COMM_15-LC23 CMBS 15-LC23 144A | 2 | 3,305,108.99 | 3,314,882.47 | 3,155,000.00 | 3,304,996.37 | 9,886.1 | (112.62 | ) | — | — | 3.221 | MON | 8,468.55 | (7,903.97 | ) | 3232016 | 10102053 | ||||||||||||||||
12635WAE7 | COMM_16-787S SENIOR CMBS 16-787S-B | 2 | 686,529.27 | 686,529.09 | 667,000.00 | 686,325.93 | 203.16 | (203.34 | ) | — | — | 3.96 | MON | 1,481.63 | (660.16 | ) | 2192016 | 2102036 | ||||||||||||||||
12635WAA5 | COMM_16-787S SENIOR CMBS_16-787S A | 2 | 1,716,879.72 | 1,716,879.97 | 1,667,000.00 | 1,716,357.9 | 522.07 | (521.82 | ) | — | — | 3.545 | MON | 3,409.29 | (1,477.38 | ) | 2192016 | 2102036 | ||||||||||||||||
2027A0HR3 | COMMONWEALTH BANK AUSTRALIA SUB CORP BND | E | — | — | — | — | — | 97.63 | — | — | 4.5 | JD | (877.5 | ) | 34,785 | 2242016 | 3152021 | |||||||||||||||||
20271RAL4 | COMMONWEALTH BANK OF AUSTRALIA CORP BOND | 339,741.6 | 339,413.65 | 340,000.00 | 339,776.55 | (362.9 | ) | 21.06 | — | — | 1.75 | MN | 2,462.64 | — | 10262015 | 5152020 | ||||||||||||||||||
20271RAN0 | COMMONWEALTH BANK OF AUSTRALIA SENIOR CO | 2,132,224.5 | 2,150,557.72 | 2,135,000.00 | 2,132,266.13 | 18,617.26 | 41.63 | — | — | 2.05 | MS | 1,945.22 | — | 3082016 | 5152018 | |||||||||||||||||||
20271RAJ9 | COMMONWEALTH BANK OF AUSTRALIA SENIOR CO | 12,284,849.55 | 12,308,575.2 | 12,300,000.00 | 12,289,957.94 | 18,291.59 | 1,262.59 | — | — | 1.625 | MS | 10,548.96 | 99,937.5 | 9292015 | 11152021 | |||||||||||||||||||
20281PCA8 | COMMONWEALTH FING AUTH PA MUNITAX BND RE | 564,185 | 549,080 | 500,000.00 | 538,502.21 | 10,577.79 | (4,310.94 | ) | — | — | 5.792 | JD | 9,653.33 | — | 4302009 | 3012019 | ||||||||||||||||||
20281PCB6 | COMMONWEALTH FING AUTH PA MUNITAX BND RE | 2,254,340 | 2,270,400 | 2,000,000.00 | 2,176,278.87 | 94,121.13 | (13,178.89 | ) | — | — | 5.892 | JD | 39,280 | — | 4302009 | 1152018 | ||||||||||||||||||
BRSWYJ431 | COMMSCOPE INC. SENIOR SECURED TERM LOAN | 271,797.83 | 270,563.88 | 272,436.88 | 271,819.85 | (1,255.97 | ) | 23.63 | — | — | — | MJSD | — | 2,700.41 | 1042016 | 12312049 | ||||||||||||||||||
BRSR05TD0 | COMPONENT HARDWARE GROUP INC SENIOR SECU | 3,012,941.18 | 2,967,747.06 | 3,012,941.18 | 3,012,941.18 | (45,194.12 | ) | — | — | — | — | JAJO | — | 42,395.99 | 11242014 | 3312025 | ||||||||||||||||||
20772JKM3 | CONNECTICUT (STATE OF) MUNITAX BND GO | 2,273,043.5 | 2,314,562.25 | 2,275,000.00 | 2,273,590.41 | 40,971.84 | 95.37 | — | — | 1.896 | AO | 19,889.57 | — | 10282014 | 3182019 | |||||||||||||||||||
20772JQK1 | CONNECTICUT (STATE OF) MUNITAX BND GO | 2,556,975 | 2,556,975 | 2,500,000.00 | 2,535,215.63 | 21,759.37 | (3,614.98 | ) | — | — | 2.172 | FA | 6,938.33 | 27,150 | 9232014 | 9222017 | ||||||||||||||||||
20774YYL5 | CONNECTICUT ST HEALTH & EDL FA MUNI BND | 1 | 572,285 | 581,335 | 500,000.00 | 571,944.65 | 9,390.35 | (340.35 | ) | — | — | 5 | JD | 4,513.89 | (3,125 | ) | 3082016 | 9012025 | ||||||||||||||||
20826FAE6 | CONOCOPHILLIPS CO SENIOR CORP BND | 1 | 893,900 | 975,471.65 | 1,000,000.00 | 895,531.12 | 79,940.53 | 1,631.12 | — | — | 2.875 | MN | 10,861.11 | (7,986.11 | ) | 2222016 | 12012018 | |||||||||||||||||
20826FAS5 | CONOCOPHILLIPS CO SENIOR CORP BND | 1 | 3,068,465 | 3,206,490.3 | 3,070,000.00 | 3,068,480.57 | (243,879.53 | ) | 15.57 | — | — | 4.2 | MS | 8,237.83 | — | 3032016 | 5082018 | |||||||||||||||||
20826FAL0 | CONOCOPHILLIPS CO SENIOR CORP BND | 6,609,206.8 | 6,502,600.59 | 6,610,000.00 | 6,609,431.95 | (106,831.36 | ) | 65.78 | — | — | 1.5 | MN | 37,456.67 | — | 5132015 | 1142019 | ||||||||||||||||||
20826FAJ5 | CONOCOPHILLIPS CO SENIOR CORP BND | 1 | 10,009,600 | 9,765,144.3 | 10,000,000.00 | 10,009,023.83 | 138,009.73 | (569.93 | ) | — | — | 2.2 | MN | 83,111.1 | 3,841.44 | 10062015 | 7012017 | |||||||||||||||||
209111EV1 | CONSOLIDATED EDISON INC CORP BND | 2,385,140 | 2,276,665.04 | 2,000,000.00 | 2,250,464.65 | 26,200.39 | (22,623.35 | ) | — | — | 7.125 | JD | 47,500 | — | 12022008 | 12152017 | ||||||||||||||||||
BRSB93KD0 | CONVATEC INC TERM LOAN | 2 | 234,863.43 | 233,686.17 | 235,452.06 | 234,948.84 | (1,262.67 | ) | 36.93 | — | — | — | MJSD | — | 2,563.39 | 6092015 | 3312025 | |||||||||||||||||
216871AC7 | COOPER US INC CORP BND | 3,765,604.6 | 3,439,137 | 3,260,000.00 | 3,447,392.31 | (8,255.31 | ) | (37,156.61 | ) | — | — | 6.1 | JJ | 49,715 | 99,430 | 4012015 | 1292018 | |||||||||||||||||
21870LAA4 | CORE_15-CALW LCF SENIOR CMBS 15-CALW A 1 | 2 | 3,501,717.62 | 3,490,651.8 | 3,400,000.00 | 3,486,682.96 | 3,968.84 | (3,878.93 | ) | — | — | 3.04 | MON | 8,613.34 | 25,839.99 | 3312015 | 2102034 | |||||||||||||||||
219350BA2 | CORNING INC SENIOR CORP BND | 7,313,223.05 | 7,296,603.47 | 7,378,000.00 | 7,314,869.72 | (18,266.25 | ) | 1,363.02 | — | — | 1.5 | MN | 43,960.58 | (26,938.32 | ) | 3222016 | 4012019 | |||||||||||||||||
BRSTZV1D1 | CORPORATE VISIONS INC SENIOR SECURED TER | 547,168.7 | 516,770.44 | 552,695.66 | 547,168.7 | (184,320.73 | ) | — | — | — | — | FMAN | — | — | 6022015 | 12312049 | ||||||||||||||||||
BRSTZUYC9 | CORPORATE VISIONS INC SENIOR SECURED TER | 3,303,987.01 | 3,120,432.18 | 3,337,360.62 | 3,304,752.91 | (30,398.26 | ) | 2,129.85 | — | — | — | FMAN | — | 47,319.08 | 6022015 | 12312049 | ||||||||||||||||||
22160KAE5 | COSTCO WHOLESALE CORPORATION SENIOR CORP | 1,899,620 | 1,906,945.27 | 1,900,000.00 | 1,899,869.1 | 7,076.17 | 18.91 | — | — | 1.125 | JD | 6,293.75 | — | 11282012 | 9112017 | |||||||||||||||||||
BRSWRS8X9 | COTY INC TERM NOTES | 830,404.22 | 832,490.67 | 834,577.11 | 830,645.06 | 1,845.61 | 149.10 | — | — | — | MJSD | — | 7,911.09 | 10222015 | 12312049 | |||||||||||||||||||
G2479P4N2 | COVENTRY BLDG SOC SECURED CORP BND | D | 714,838.63 | 654,906.15 | 425,000.00 | 688,759.38 | (33,853.23 | ) | (5,357.17 | ) | — | (35,302.92 | ) | 4.625 | APR | 26,862.49 | — | 1092015 | 12312049 | |||||||||||||||
BRSSLXJJ2 | CPM HOLDINGS INC SENIOR SECURED TERM NOT | 963,447.73 | 957,365.37 | 973,179.54 | 964,699.32 | (7,333.95 | ) | 372.85 | — | — | — | MJSD | — | 14,797.07 | 4022015 | 12312049 | ||||||||||||||||||
224287AA0 | CRANBERRY RE LTD | F | 1,950,000 | 1,979,757 | 1,950,000.00 | 1,950,000 | 29,757 | — | — | — | 3.8 | JAJO | 15,849.17 | 19,021.15 | 4232015 | 7062018 |
225313AF2 | CREDIT AGRICOLE SA SUB CORP BND 144A | F | 778,740.48 | 765,446.12 | 783,000.00 | 779,101.85 | (13,655.73 | ) | 87.81 | — | — | 4.375 | MS | 1,332.19 | 17,128.13 | 3092015 | 3172025 | |||||||||||||||||
22532LAL8 | CREDIT AGRICOLE SA/LONDON SENIOR CORP BN | F | 3,994,960 | 4,062,739.24 | 4,000,000.00 | 3,996,862.59 | 65,876.65 | 245.79 | — | — | 2.5 | AO | 46,111.11 | — | 4092014 | 4152019 | ||||||||||||||||||
22546QAV9 | CREDIT SUISSE NEW YORK NY SENIOR CORP BN | 1,145,767 | 1,146,774.14 | 1,150,000.00 | 1,146,909.63 | (2,449.04 | ) | 362.80 | — | — | 1.7 | AO | 8,363.06 | — | 8072015 | 1302017 | ||||||||||||||||||
22546QAT4 | CREDIT SUISSE NEW YORK NY SENIOR CORP BN | 1,382,290.22 | 1,379,802.88 | 1,382,000.00 | 1,382,251.92 | (135.49 | ) | 19.30 | — | — | 1.75 | JJ | 4,165.19 | 53,655 | 11102015 | 4092018 | ||||||||||||||||||
BRSQP4874 | CREGANNA-TACTX MEDICAL SENIOR SECURED TE | F | 350,033.49 | 352,237.71 | 352,678.56 | 350,490.51 | 1,747.2 | 101.65 | — | — | — | MJSD | — | 4,245.31 | 11202014 | 10122023 | ||||||||||||||||||
14889KAE2 | CRMN_15-1A MEZZANIN ABS 15-1A 144A | F | 1 | 742,800 | 725,309.18 | 750,000.00 | 743,627.15 | (18,317.97 | ) | 198.30 | — | — | 3.721 | JAJO | 5,426.9 | 6,555.77 | 3312015 | 4222027 | ||||||||||||||||
BRSL3FE10 | CROSBY US ACQUISITION CORP SENIOR SECURE | 2,011,132.96 | 1,647,836.25 | 2,013,650.00 | 2,011,962.01 | (364,125.76 | ) | 95.03 | — | — | — | JAJO | — | 20,209.17 | 12192013 | 3312025 | ||||||||||||||||||
BRSH9LJ56 | CROSSMARK HOLDINGS INC SENIOR SECURED TE | 2 | 2,570,030.86 | 1,840,518.39 | 2,574,151.59 | 2,569,724.38 | (729,205.99 | ) | 315.51 | — | — | — | MJSD | — | 29,356.64 | 9042013 | 3312025 | |||||||||||||||||
126281AZ7 | CSAIL_15-C1 LCF SENIOR CMBS_15-C1 A4 | 2 | 3,270,230.95 | 3,343,629.82 | 3,175,000.00 | 3,260,675.88 | 82,953.94 | (2,345.85 | ) | — | — | 3.505 | MON | 9,273.65 | 27,820.95 | 3062015 | 4152050 | |||||||||||||||||
126281AX2 | CSAIL_15-C1 PRELCF SENIOR CMBS_15-C1 A2 | 2 | 2,900,288.03 | 2,934,602.94 | 2,825,000.00 | 2,890,886.72 | 43,716.22 | (5,705.91 | ) | — | — | 2.97 | MON | 6,991.64 | 17,807.05 | 6012015 | 4152050 | |||||||||||||||||
BRSRYJ4P3 | CSDVRS LLC SENIOR SECURED TERM NOTES | 6,460,597.82 | 6,395,991.84 | 6,460,597.82 | 6,460,597.82 | (64,605.98 | ) | — | — | — | — | MJSD | — | 207,864.82 | 2202015 | 12312049 | ||||||||||||||||||
22541QFV9 | CSFB_03-17 WHOLE LOAN__03-17-1A4 | 2 | 349,193.58 | 344,120.8 | 343,208.04 | 348,904.34 | (4,783.54 | ) | (473.65 | ) | — | — | 5.5 | MON | 1,573.04 | 4,941.71 | 6192003 | 6252033 | ||||||||||||||||
126408GM9 | CSX CORPORATION CORP BND | 3,984,295.81 | 3,799,562.48 | 3,491,000.00 | 3,791,197.37 | 8,365.11 | (37,554.00 | ) | — | — | 6.25 | MS | 9,697.22 | 109,093.75 | 12112014 | 3062020 | ||||||||||||||||||
BRSLMULK6 | CUMULUS MED INC. SENIOR SECURED TERM NOT | 2 | 5,232,901.29 | 3,550,221.53 | 5,279,139.82 | 5,244,029.07 | (1,693,807.54 | ) | 1,846.70 | — | — | — | MJSD | — | 56,090.86 | 9302014 | 3312025 | |||||||||||||||||
BRSVA6HU3 | CUSTOM WINDOW SYSTEMS INC SENIOR SECURED | 391,991.32 | 384,151.51 | 391,991.32 | 391,991.32 | (7,839.81 | ) | — | — | — | — | MJSD | — | 3,589.08 | 3082016 | 12312049 | ||||||||||||||||||
BRSVA6N02 | CUSTOM WINDOW SYSTEMS INC SENIOR SECURED | 3,457,379.42 | 3,388,231.83 | 3,457,379.42 | 3,457,379.42 | (69,147.59 | ) | — | — | — | — | MJSD | — | 32,689.49 | 7312015 | 12312049 | ||||||||||||||||||
126650CJ7 | CVS HEALTH CORP SENIOR CORP BND | 1 | 3,243,399.6 | 3,354,235.62 | 3,235,000.00 | 3,242,505.83 | 91,648.68 | (324.54 | ) | — | — | 2.8 | JJ | 17,864.39 | 113,540 | 9212015 | 7232021 | |||||||||||||||||
126650CE8 | CVS HEALTH CORP SENIOR CORP BND | 1 | 4,096,729.8 | 4,188,232.21 | 4,095,000.00 | 4,096,583.53 | 111,729.79 | (132.77 | ) | — | — | 2.25 | FA | 12,540.95 | 46,068.75 | 2272015 | 2152023 | |||||||||||||||||
12668AZL2 | CWALT_05-73CB CMO_05-64CB 1A | 2 | 201,353.06 | 195,651.71 | 205,265.94 | 201,350.32 | (5,698.61 | ) | (1,519.41 | ) | — | — | 5.5 | MON | 940.8 | 2,906.63 | 1022008 | 12252035 | ||||||||||||||||
12543RBB4 | CWHL_07-3 WHOLE LOAN_07-3-A26 | 2 | 1,690,467.55 | 1,639,829.96 | 1,811,474.01 | 1,690,467.55 | (50,637.59 | ) | (8,333.76 | ) | — | — | 6 | MON | 9,057.37 | 27,709.91 | 12312009 | 4252037 | ||||||||||||||||
D1668RML8 | DAIMLER AG SENIOR CORP BND EMTN | D | 825,838.42 | 751,307.57 | 520,000.00 | 821,501.45 | (70,193.88 | ) | (836.33 | ) | — | (69,123.7 | ) | 1.75 | NOV | 5,181.74 | — | 12102014 | 12312049 | |||||||||||||||
U2339CAR9 | DAIMLER FINANCE NORTH AMERICA CORP BND | 5,230,800 | 5,034,736.66 | 5,000,000.00 | 5,031,104.9 | 3,631.76 | (17,014.60 | ) | — | — | 2.625 | MS | 5,833.34 | 65,625 | 4082013 | 12312049 | ||||||||||||||||||
233851BP8 | DAIMLER FINANCE NORTH AMERICA SENIOR COR | 1,673,593 | 1,675,359.86 | 1,675,000.00 | 1,674,092.26 | 3,565.39 | 115.69 | — | — | 1.65 | MS | 2,226.36 | 13,818.75 | 2232015 | 3222017 | |||||||||||||||||||
BRSP6FWM2 | DAIMLER FINANCE NORTH AMERICA SENIOR COR | 1,788,807.25 | 1,797,853.96 | 1,795,000.00 | 1,792,210.58 | 3,589.26 | 514.73 | — | — | 1.375 | FA | 4,113.54 | 12,340.63 | 7242014 | 3312025 | |||||||||||||||||||
233851AK0 | DAIMLER FINANCE NORTH AMERICA SENIOR COR | 3,112,230 | 3,042,186 | 3,000,000.00 | 3,038,620.61 | 1,267.6 | (12,344.42 | ) | — | — | 2.95 | JJ | 19,666.67 | 44,250 | 1042012 | 12162025 | ||||||||||||||||||
BRSTB5SJ2 | DAIMLER FINANCE NORTH AMERICA SENIOR COR | 3,495,520 | 3,496,857.6 | 3,500,000.00 | 3,496,797.84 | 5,643.38 | 368.60 | — | — | 1.65 | MN | 21,335.42 | — | 5112015 | 12312049 | |||||||||||||||||||
233851BF0 | DAIMLER FINANCE NORTH AMERICA SENIOR COR | 5,002,681 | 5,015,788.22 | 5,020,000.00 | 5,012,198.96 | 59.76 | 1,439.53 | — | — | 1.375 | FA | 11,504.16 | 34,512.5 | 7242014 | 1152019 | |||||||||||||||||||
235308QJ5 | DALLAS TEX INDPT SCH DIST MUNITAX BND GO | 6,936,930 | 6,871,725 | 6,300,000.00 | 6,766,977.53 | 104,747.47 | (39,418.11 | ) | — | — | 4.25 | FA | 34,212.51 | 133,875 | 2252015 | 5032018 | ||||||||||||||||||
2354167C2 | DALLAS TEX MUNITAX BND REV | 1,500,000 | 1,552,305 | 1,500,000.00 | 1,500,000 | 45,745 | — | — | — | 2.21 | AO | 16,575 | — | 3112015 | 8152019 | |||||||||||||||||||
2354167B4 | DALLAS TEX MUNITAX BND REV | 1,750,000 | 1,795,745 | 1,750,000.00 | 1,750,000 | 52,305 | — | — | — | 1.96 | AO | 17,150 | — | 3112015 | 5012017 | |||||||||||||||||||
235851AH5 | DANAHER CORPORATION CORP BND | 1,102,820 | 1,111,920.1 | 1,000,000.00 | 1,094,927.74 | 16,992.36 | (7,806.68 | ) | — | — | 5.4 | MS | 4,500 | 27,000 | 12282015 | 3062017 | ||||||||||||||||||
235851AL6 | DANAHER CORPORATION CORP BND | 1,822,080 | 1,831,296.25 | 1,825,000.00 | 1,824,860.55 | 6,435.7 | 152.90 | — | — | 2.3 | JD | 11,426.53 | — | 6202011 | 12152016 | |||||||||||||||||||
235851AP7 | DANAHER CORPORATION SENIOR CORP BND | 1 | 1,411,561.55 | 1,460,382.63 | 1,415,000.00 | 1,411,917.27 | 63,635.28 | 354.82 | — | — | 2.4 | MS | 1,509.33 | 47,210.67 | 9102015 | 3292018 | ||||||||||||||||||
235851AN2 | DANAHER CORPORATION SENIOR CORP BND | 4,915,902.74 | 4,980,135.61 | 4,917,000.00 | 4,916,500.33 | 48,465.36 | 125.23 | — | — | 1.65 | MS | 3,605.79 | 34,836.08 | 1142016 | 2022017 |
23636AAE1 | DANSKE BK A/S SENIOR CORP BND 144A | F | 1,839,576.8 | 1,869,188.97 | 1,840,000.00 | 1,839,581.55 | 29,607.42 | 4.75 | — | — | 2.8 | MS | 3,005.33 | — | 3072016 | 3252058 | ||||||||||||||||||
BRSNJTYP4 | DAVITA HEALTHCARE PARTNERS INC SENIOR SE | 2 | 704,575.71 | 708,780.5 | 708,116.29 | 705,407.53 | 3,372.97 | 136.02 | — | — | — | MJSD | — | 6,280.79 | 6192014 | 3312025 | ||||||||||||||||||
23312LAS7 | DBJPM_16-C1 LCF SENIOR CMBS 16-C1 | 2 | 2,059,982.6 | 2,059,982.6 | 2,000,000.00 | 2,059,982.6 | — | — | — | — | 3.276 | MON | 3,276 | (3,276 | ) | 3312016 | 5102049 | |||||||||||||||||
254683BJ3 | DCENT_14-3 ABS_14-A3 A3 | 2 | 1,029,736.32 | 1,031,750.98 | 1,030,000.00 | 1,029,860.69 | 1,890.29 | 16.46 | — | — | 1.22 | MON | 558.49 | 3,141.51 | 4282014 | 5012027 | ||||||||||||||||||
254683BP9 | DCENT_15-A2 SENIOR ABS 15-A2 A | 2 | 2,099,363.7 | 2,114,909.98 | 2,100,000.00 | 2,099,476.11 | 15,433.87 | 31.02 | — | — | 1.9 | MON | 1,773.33 | 9,975 | 4222015 | 4152024 | ||||||||||||||||||
23311VAE7 | DCP MIDSTREAM PARTNERS LP SENIOR CORP BN | 1 | 1,192,920 | 1,072,008 | 1,200,000.00 | 1,195,681.21 | (123,673.21 | ) | 340.68 | — | — | 2.7 | AO | 16,200 | — | 3102014 | 6112018 | |||||||||||||||||
24703BAC9 | DEFT_15-1 ABS 15-1 A3 144A | 2 | 2,619,821.05 | 2,610,964.14 | 2,620,000.00 | 2,619,889.42 | (8,925.28 | ) | 24.99 | — | — | 1.3 | MON | 851.5 | 8,514.99 | 4152015 | 7182026 | |||||||||||||||||
246343JR9 | DELAWARE RIV JT TOLL BRDG COMM MUNITAX B | 2,203,944.6 | 2,229,580.6 | 2,210,000.00 | 2,206,330.1 | 23,250.5 | 397.67 | — | — | 2.184 | JJ | 12,066.6 | 24,133.2 | 10182012 | 8122019 | |||||||||||||||||||
BRSP9DPN0 | DELTA 2 (LUX) SARL SENIOR SECURED TERM N | F | 2 | 3,530,276.1 | 3,439,358.18 | 3,548,016.18 | 3,534,243.62 | (94,885.44 | ) | 642.73 | — | — | — | MJSD | — | — | 7302014 | 4152024 | ||||||||||||||||
BRSM6R0M8 | DELTA AIR LINES INC SENIOR SECURED TERM | 2 | 2,645,139.34 | 2,663,242.16 | 2,665,462.49 | 2,653,862.28 | 9,379.88 | 1,165.26 | — | — | — | FMAN | — | 22,247.58 | 4302014 | 3312025 | ||||||||||||||||||
249218AR9 | DENVER CO PUB SCHS CTFS MUNITAX BND REV | 1,491,330 | 1,525,635 | 1,500,000.00 | 1,494,362.86 | 31,272.14 | 505.49 | — | — | 1.644 | JD | 7,261 | — | 4182013 | 7202020 | |||||||||||||||||||
249670AA8 | DEPOSITORY TRUST & CLEARING CO CAPSEC CO | 1 | 1,750,000 | 1,741,250 | 1,750,000.00 | 1,750,000 | (8,750 | ) | — | — | — | 4.875 | JD | 25,119.79 | — | 5192015 | 5102049 | |||||||||||||||||
25152RYD9 | DEUTSCHE BK LDN SENIOR CORP BND | F | 4,994,050 | 4,944,344.35 | 5,000,000.00 | 4,996,255.9 | (51,911.55 | ) | 488.69 | — | — | 1.875 | FA | 12,500 | 46,875 | 2102015 | 11252034 | |||||||||||||||||
25179MAV5 | DEVON ENERGY CORPORATION SENIOR CORP BND | 1 | 1,199,460 | 1,158,236.11 | 1,200,000.00 | 1,199,471.95 | (41,235.84 | ) | 10.07 | — | — | 5.85 | JD | 20,670 | — | 12102015 | 3122020 | |||||||||||||||||
BRG12BGK3 | DEXIA CREDIT LOCAL SA SENIOR CORP BND | D | 2,805,578.66 | 2,605,353.47 | 1,800,000.00 | 2,799,465.97 | (194,112.5 | ) | (4,057.02 | ) | — | (194,135.46 | ) | 1.875 | JUL | 34,327.32 | 3,876.83 | 10302015 | 11062022 | |||||||||||||||
25215BAA1 | DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP | 4,986,350 | 4,998,340 | 5,000,000.00 | 4,997,473.3 | 866.7 | 1,142.62 | — | — | 1.25 | AO | 28,298.61 | — | 12052014 | 10182016 | |||||||||||||||||||
25243YAT6 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 2,485,750 | 2,491,648.3 | 2,500,000.00 | 2,493,975.17 | 18,238.36 | 710.69 | — | — | 1.125 | AO | 11,875 | — | 4242013 | 4252037 | ||||||||||||||||||
25243YAR0 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 4,651,160 | 4,671,067.3 | 4,650,000.00 | 4,652,828.94 | (2,326.87 | ) | (633.22 | ) | — | — | 1.5 | MN | 27,125 | — | 5082012 | 6252035 | ||||||||||||||||
25459HBE4 | DIRECTV HOLDINGS LLC SENIOR CORP BND | 2,996,986.1 | 3,031,563 | 3,000,000.00 | 3,053,724.36 | (22,161.36 | ) | 51,247.87 | — | — | 2.4 | MS | 3,200 | 59,100 | 9292015 | 4072023 | ||||||||||||||||||
BRSR4UG37 | DISA HOLDINGS A/S SENIOR SECURED TERM NO | R | 229,211.49 | 213,166.69 | 229,211.49 | 229,211.49 | (16,044.8 | ) | — | — | — | — | MJSD | — | 2,633.27 | 12312015 | 3122026 | |||||||||||||||||
BRSR4UG78 | DISA HOLDINGS ACQUISITION SUBS SENIOR SE | 5,469,702.58 | 5,086,823.4 | 5,469,702.58 | 5,469,702.58 | (382,879.18 | ) | — | — | — | — | MJSD | — | 79,587.13 | 12242014 | 3312025 | ||||||||||||||||||
254683BB0 | DISCOVER CARD MASTER TRUST ABS 13 | 2 | 5,950,000 | 5,938,694.88 | 5,950,000.00 | 5,950,000 | (11,305.12 | ) | — | — | — | 0.736 | MON | 2,068.52 | 11,621.57 | 2062013 | 2152040 | |||||||||||||||||
254683BL8 | DISCOVER CARD MASTER TRUST SENIOR ABS _1 | 2 | 2,499,783.5 | 2,508,749.95 | 2,500,000.00 | 2,499,840.75 | 8,909.2 | 9.92 | — | — | 1.39 | MON | 1,544.44 | 10,208.32 | 10082014 | 5012027 | ||||||||||||||||||
254845GB0 | DISTRICT COLUMBIA WTR & SWR AU MUNI BND | 1 | 569,945 | 552,070 | 500,000.00 | 544,140.53 | 7,929.47 | (4,299.16 | ) | — | — | 5 | AO | 12,500 | — | 1282009 | 3062020 | |||||||||||||||||
25476FHE1 | DISTRICT OF COLUMBIA MUNI BND GO | 5,731,050 | 5,455,250 | 5,000,000.00 | 5,434,672.92 | 20,577.08 | (49,344.56 | ) | — | — | 5 | JD | 83,333.33 | — | 8132008 | 5032018 | ||||||||||||||||||
25476FLG1 | DISTRICT OF COLUMBIA MUNITAX BND GO | 5,416,000 | 5,224,300 | 5,000,000.00 | 5,208,947.27 | 15,352.73 | (44,244.76 | ) | — | — | 4.613 | JD | 76,883.34 | — | 1272015 | 5062019 | ||||||||||||||||||
BRSSVEHW6 | DJO FINANCE LLC SENIOR SECURED TERM NOTE | 2 | 535,148.66 | 525,400.34 | 537,837.84 | 535,593.73 | (10,193.39 | ) | 139.24 | — | — | — | JAJO | — | 5,923.85 | 4242015 | 12312049 | |||||||||||||||||
Z91S44T73 | DLM_15-1A1 ABS 15-1A1 | D | 2 | 991,250 | 927,705.29 | 650,000.00 | 991,250 | (63,544.71 | ) | — | — | (57,005 | ) | 1.161 | MON | 325.91 | 3,550.83 | 5062015 | 12312049 | |||||||||||||||
233046AC5 | DNKN_15-1A ABS 15-1A A2I 144A | 2 | 1,485,000 | 1,462,056.75 | 1,485,000.00 | 1,485,000 | (22,943.25 | ) | — | — | — | 3.262 | FMAN | 5,516.86 | 12,140.76 | 1222015 | 2202045 | |||||||||||||||||
233046AD3 | DNKN_15-1A ABS 15-1A A2II 144A | 2 | 1,485,000 | 1,452,330 | 1,485,000.00 | 1,485,000 | (32,670 | ) | — | — | — | 3.98 | FMAN | 6,731.18 | 14,813.06 | 1222015 | 2202045 | |||||||||||||||||
BRSTZPQ88 | DOLLAR TREE INC SENIOR SECURED TERM LOAN | 1 | 507,261.45 | 509,776.27 | 509,594.34 | 507,421.64 | 2,354.63 | 1,083.68 | — | — | — | MJSD | — | 5,451.67 | 10152015 | 12312049 | ||||||||||||||||||
25746UBE8 | DOMINION RESOURCES INC CORP BND | 563,170 | 546,214.03 | 500,000.00 | 547,724.22 | (1,510.19 | ) | (5,263.73 | ) | — | — | 6.4 | JD | 9,422.22 | — | 7012015 | 1162019 | |||||||||||||||||
25746UCD9 | DOMINION RESOURCES INC SENIOR CORP BND | 5,498,580 | 5,489,503.31 | 5,500,000.00 | 5,498,953.01 | (9,449.7 | ) | 115.51 | — | — | 1.9 | JD | 30,769.44 | — | 6242015 | 10152016 | ||||||||||||||||||
06742LAE3 | DROCK_14-3 ABS_14-3 A | 2 | 9,042,500.87 | 9,243,085.68 | 9,045,000.00 | 9,043,078.79 | 200,006.89 | 90.20 | — | — | 2.41 | MON | 9,688.2 | 54,496.11 | 9122014 | 7152022 |
06742LAH6 | DROCK_15-1 ABS 15-1 A | 2 | 1,574,279.92 | 1,598,467.47 | 1,575,000.00 | 1,574,387.14 | 24,080.33 | 25.79 | — | — | 2.2 | MON | 1,540 | 8,662.5 | 3052015 | 12152022 | ||||||||||||||||||
26249MAA5 | DRSLF_15-37A ABS 15-37A A 144A | F | 2 | 5,000,000 | 4,963,460 | 5,000,000.00 | 5,000,000 | (36,540 | ) | — | — | — | 2.122 | JAJO | 22,693.61 | 23,261.94 | 1292015 | 12312049 | ||||||||||||||||
BRSV5TM33 | DTZ US BORROWER LLC SENIOR SECURED TERM | 3,103,436.26 | 3,074,844.09 | 3,119,031.41 | 3,104,670.33 | (29,826.24 | ) | 675.92 | — | — | — | MJSD | — | 33,598.33 | 8122015 | 12312049 | ||||||||||||||||||
BRSZ77AH2 | DUBOIS CHEMICALS INC SENIOR SECURED TERM | 2,750,000 | 2,736,250 | 2,750,000.00 | 2,750,000 | 8,953.14 | — | — | — | — | MJSD | — | 27,500 | 1152016 | 12312049 | |||||||||||||||||||
BRST2JC18 | DUBOIS CHEMICALS INC SENIOR SECURED TERM | 3,596,549.4 | 3,614,713.78 | 3,632,878.17 | 3,605,760.64 | (13,750 | ) | 2,550.71 | — | — | — | MJSD | — | 45,922.15 | 4132015 | 12312049 | ||||||||||||||||||
26442CAL8 | DUKE ENERGY CORP CORP BND | 507,730 | 502,585 | 500,000.00 | 502,486.52 | 5,098.73 | (873.81 | ) | — | — | 1.75 | JD | 2,576.39 | — | 12052011 | 11062017 | ||||||||||||||||||
26442CAJ3 | DUKE ENERGY CORP CORP BND | 1,114,270 | 1,103,492.74 | 1,000,000.00 | 1,093,870 | 9,622.74 | (5,321.68 | ) | — | — | 4.3 | JD | 12,661.11 | — | 4102015 | 5052017 | ||||||||||||||||||
26442CAD6 | DUKE ENERGY CORP CORP BND | 2,177,940 | 2,150,808.86 | 2,000,000.00 | 2,145,710.13 | 98.48 | (17,457.85 | ) | — | — | 5.1 | AO | 47,033.33 | — | 10132015 | 11012016 | ||||||||||||||||||
26441CAH8 | DUKE ENERGY CORP SENIOR CORP BND | 1,003,500 | 1,000,895.5 | 1,000,000.00 | 1,001,693.32 | (797.82 | ) | (302.92 | ) | — | — | 1.625 | FA | 2,076.39 | 8,125 | 8132012 | 2242017 | |||||||||||||||||
26441CAK1 | DUKE ENERGY CORP SENIOR CORP BND | 1 | 2,310,146.8 | 2,289,980.75 | 2,280,000.00 | 2,302,391.13 | (12,410.38 | ) | (2,576.38 | ) | — | — | 2.1 | JD | 14,098 | — | 10132015 | 9302023 | ||||||||||||||||
29100XAA3 | EAFL_13-1 ABS 13- 1 A 144A | F | 2 | 2,412,478.98 | 2,380,942.39 | 2,388,593.05 | 2,408,574.85 | (27,632.46 | ) | (2,864.55 | ) | — | — | 4.65 | MON | 4,936.43 | 28,732.73 | 12102014 | 10182016 | |||||||||||||||
27332QAB0 | EAST LANE RE VI LTD SENIOR CORP BND 144A | F | 1,875,000 | 1,869,675 | 1,875,000.00 | 1,875,000 | (5,325 | ) | — | — | — | 3.39 | MJSD | 4,237.5 | 18,183.43 | 3022015 | 12252035 | |||||||||||||||||
277432AM2 | EASTMAN CHEMICAL COMPANY SENIOR CORP BND | 822,228 | 832,223.04 | 825,000.00 | 824,321.07 | 7,901.97 | 142.42 | — | — | 2.4 | JD | 6,600 | — | 5292012 | 5102018 | |||||||||||||||||||
278062AB0 | EATON CORPORATION SENIOR CORP BND | 4,680,469.42 | 4,668,536.72 | 4,675,000.00 | 4,678,525.91 | (9,989.19 | ) | (551.30 | ) | — | — | 1.5 | MN | 29,023.97 | — | 8252015 | 3172022 | |||||||||||||||||
26827EAC9 | ECAF I A-2 2015-1 ABS 2015-1A A2 144A | F | 2 | 491,869.06 | 480,396.74 | 495,585.95 | 492,027.57 | (11,630.83 | ) | 153.94 | — | — | 4.947 | MON | 1,089.63 | 6,183.75 | 11302015 | 10182016 | ||||||||||||||||
BRSAC1000 | EDEN RE LTD | 12,375,000 | 12,375,000 | 12,375,000.00 | 12,375,000 | — | — | — | — | 15.0213 | — | — | 12122014 | 12312016 | ||||||||||||||||||||
281379AA5 | EDUSA_10-1 ABS 10-1-A1 144A | 2 | 247,374.74 | 243,257.68 | 247,374.74 | 247,374.74 | (4,117.06 | ) | — | — | — | 1.469 | JAJO | 676.13 | 839.8 | 2232010 | 5102032 | |||||||||||||||||
29372EAT5 | EFF_12-2 SENIOR ABS 12-2 A3 144A | 2 | 218,026.08 | 217,700.26 | 217,830.37 | 217,843.18 | (142.92 | ) | (0.50 | ) | — | — | 0.93 | MON | 61.9 | 717.78 | 11202013 | 1162027 | ||||||||||||||||
29372EBE7 | EFF_14-2 ABS_14-2 A2 144A | 2 | 844,223.49 | 840,855.34 | 844,359.44 | 844,301.75 | (3,446.41 | ) | 22.16 | — | — | 1.05 | MON | 270.9 | 2,514.5 | 8062014 | 3122026 | |||||||||||||||||
26971HAA0 | EGLE_14-1A ABS_14-1A A1 144A | F | 2 | 3,436,954.45 | 3,378,433.44 | 3,437,500.00 | 3,436,973.3 | (58,539.86 | ) | 52.05 | — | — | 2.57 | MON | 3,926.39 | 23,424.48 | 12122014 | 10182016 | ||||||||||||||||
283695BP8 | EL PASO NATURAL GAS COMPANY CORP BND | 1,925,592.5 | 1,843,805.61 | 1,790,000.00 | 1,851,992.13 | (8,186.52 | ) | (14,576.05 | ) | — | — | 5.95 | AO | 49,110.64 | — | 9292015 | 11082019 | |||||||||||||||||
BRSUM53S4 | ELDORADO RESORTS INC SENIOR SECURED TERM | 1 | 230,852.9 | 232,206.24 | 232,012.97 | 230,962.83 | 1,243.41 | 44.09 | — | — | — | MJSD | — | 2,530.82 | 7162015 | 12312049 | ||||||||||||||||||
BRSLX7XX4 | ELECTRICITE DE FRANCE SA SENIOR CORP BND | F | 3,163,264 | 3,226,188.8 | 3,200,000.00 | 3,178,839.59 | 77,323.6 | 1,815.33 | — | — | 2.15 | JJ | 13,186.67 | 34,400 | 1132014 | 5142020 | ||||||||||||||||||
268317AJ3 | ELECTRICITE DE FRANCE SA SENIOR CORP BND | F | 4,863,518.4 | 4,964,789.47 | 4,920,000.00 | 4,887,465.87 | 47,349.21 | 2,791.07 | — | — | 2.15 | JJ | 20,274.5 | 52,890 | 9162015 | 11012018 | ||||||||||||||||||
532457BK3 | ELI LILLY AND COMPANY SENIOR CORP BND | 719,366.4 | 720,156.56 | 720,000.00 | 719,590.96 | 565.6 | 52.43 | — | — | 1.25 | MS | 750 | 4,500 | 2242015 | 3122026 | |||||||||||||||||||
268648AP7 | EMC CORP/ MASSACHUSETTS SENIOR CORP BND | 2,299,121 | 2,244,265.83 | 2,300,000.00 | 2,299,604.73 | (55,338.9 | ) | 47.19 | — | — | 1.875 | JD | 14,375 | 1,218.76 | 4022014 | 5102018 | ||||||||||||||||||
BRSP2R5D0 | EMERALD PERFORMANCE MATERIALS SENIOR SEC | 100,599.64 | 99,146.25 | 101,105.16 | 100,714.72 | (1,568.47 | ) | 19.28 | — | — | — | MJSD | — | 1,153.05 | 7232014 | 3312025 | ||||||||||||||||||
BRSMKZQU8 | EMPIRE GENERATING CO LLC SENIOR SECURED | 78,681.63 | 65,965.4 | 79,476.39 | 78,905.33 | (176,431.22 | ) | 28.67 | — | — | — | MJSD | — | 347.71 | 3132014 | 3312025 | ||||||||||||||||||
BRSMKZQ95 | EMPIRE GENERATING CO LLC SENIOR SECURED | 1,072,796.25 | 899,415.04 | 1,083,632.58 | 1,075,846.26 | (12,939.93 | ) | 390.85 | — | — | — | MJSD | — | 4,740.89 | 3132014 | 3312025 | ||||||||||||||||||
BL1731738 | ENDO LUXEMBOURG FINANCE I COMP SENIOR SE | F | 1,303,413.79 | 1,284,426.41 | 1,306,680.49 | 1,303,651.33 | (19,224.92 | ) | 208.84 | — | — | — | MJSD | — | (203.29 | ) | 6242015 | 4152020 | ||||||||||||||||
29270CR31 | ENERGY NORTHWEST MUNI BND REV | 1 | 629,845 | 635,625 | 500,000.00 | 629,845 | 5,780 | — | — | — | 5 | JJ | — | — | 3292016 | 2152023 | ||||||||||||||||||
29270CYM1 | ENERGY NORTHWEST MUNITAX BND REV | 2 | 1,201,090.8 | 1,218,262.4 | 1,190,000.00 | 1,198,644.5 | 24,461.25 | (644.17 | ) | — | — | 2.197 | JJ | 6,536.08 | 13,072.15 | 4092015 | 8172018 | |||||||||||||||||
29270CYL3 | ENERGY NORTHWEST MUNITAX BND REV | 1,524,255 | 1,539,195 | 1,500,000.00 | 1,514,733.75 | 19,617.9 | (1,606.48 | ) | — | — | 2.147 | JJ | 8,051.25 | 16,102.5 | 8162012 | 7232021 | ||||||||||||||||||
29273RAX7 | ENERGY TRANSFER PARTNERS LP SENIOR CORP | 1 | 917,705.7 | 854,400 | 890,000.00 | 913,834.51 | (59,434.51 | ) | (1,265.01 | ) | — | — | 4.15 | AO | 18,467.5 | — | 6182015 | 3162018 |
29358QAC3 | ENSCO PLC SENIOR CORP BND | F | 1 | 1,062,347 | 721,500 | 1,300,000.00 | 1,069,559.62 | (348,059.62 | ) | 4,898.12 | — | — | 4.5 | AO | 29,250 | — | 11162015 | 3252037 | ||||||||||||||||
BRSMRYMN4 | ENTEGRIS, INC. SENIOR SECURED TERM NOTES | 871,086.04 | 866,343.67 | 875,463.37 | 872,261.86 | (5,918.19 | ) | 156.75 | — | — | — | MJSD | — | 7,745.42 | 3252014 | 3312025 | ||||||||||||||||||
29372EAZ1 | ENTERPRISE FLEET FINANCING LLC AB_13-2-A | 2 | 299,978.79 | 300,066.01 | 300,000.00 | 299,989.99 | 76.02 | 4.58 | — | — | 1.51 | MON | 138.42 | 1,132.5 | 8072013 | 10122023 | ||||||||||||||||||
29379VAU7 | ENTERPRISE PRODUCTS OPERATING CORP BND | 778,230 | 779,499.72 | 750,000.00 | 775,309.72 | 4,190 | (964.73 | ) | — | — | 4.05 | FA | 3,881.25 | 15,187.5 | 6222015 | 10142020 | ||||||||||||||||||
29379VAF0 | ENTERPRISE PRODUCTS OPERATING CORP BND | 4,390,960 | 4,337,259.2 | 4,000,000.00 | 4,340,839.03 | (3,579.83 | ) | (21,277.76 | ) | — | — | 5.25 | JJ | 35,583.33 | 128,041.67 | 8192015 | 1122021 | |||||||||||||||||
29379VBG7 | ENTERPRISE PRODUCTS OPERATING SENIOR COR | 1,789,309.9 | 1,764,879.34 | 1,790,000.00 | 1,789,520.54 | (24,641.2 | ) | 55.95 | — | — | 1.65 | MN | 11,814 | — | 5282015 | 8172018 | ||||||||||||||||||
BRSJGG5M3 | ENTRAVISION COMMUN CORP SENIOR SECURED T | 2 | 2,775,384.2 | 2,708,311.49 | 2,775,384.20 | 2,775,384.2 | (67,072.71 | ) | — | — | — | — | MJSD | — | (45,708.03 | ) | 10012015 | 3312025 | ||||||||||||||||
BRSBYALT0 | ENVISION HEALTHCARE CORP TERM LOAN | 2 | 4,026,855.02 | 4,044,068.16 | 4,047,103.48 | 4,039,961.41 | 4,106.75 | 846.23 | — | — | — | FMAN | — | 41,336.77 | 10012015 | 3312025 | ||||||||||||||||||
BRSX1BQV6 | ENVISION HEALTHCARE CORP SECURED TERM LO | 1 | 951,285.54 | 960,894.49 | 960,894.49 | 951,689.9 | 9,204.59 | 371.08 | — | — | — | JAJO | — | 11,198.4 | 11062015 | 12312049 | ||||||||||||||||||
BRSTFAHT7 | EPICOR SOFTWARE CORP SENIOR SECURED TERM | 1 | 1,334,416.08 | 1,270,016.41 | 1,346,783.04 | 1,334,746.78 | (64,730.37 | ) | 115.66 | — | — | — | FMAN | — | 27,794.84 | 3302016 | 12312049 | |||||||||||||||||
298785GU4 | EUROPEAN INVESTMENT BANK SENIOR CORP BND | F | 15,071,250 | 15,076,199.4 | 15,000,000.00 | 15,066,947.07 | 9,252.33 | (4,302.93 | ) | — | — | 1.25 | MN | 70,833.33 | (44,791.67 | ) | 2082016 | 10012021 | ||||||||||||||||
30014LAA2 | EVERGLADES RE II LTD CORP BND 144A | F | 1 | 2,000,000 | 2,016,360 | 2,000,000.00 | 2,000,000 | 16,360 | — | — | — | 5.15 | MJSD | 8,297.22 | 26,146.69 | 4302015 | 6252033 | |||||||||||||||||
BRSVRWC82 | EVESTMENT INC SENIOR SECURED TERM NOTES | 238,239.82 | 236,444.04 | 239,437.00 | 238,239.82 | (1,795.78 | ) | — | — | — | — | MJSD | — | — | 9022015 | 12312049 | ||||||||||||||||||
BRSVRWCF6 | EVESTMENT INC SENIOR SECURED TERM NOTES | 4,799,805.96 | 4,739,808.39 | 4,799,805.96 | 4,799,805.96 | (59,997.57 | ) | — | — | — | — | MJSD | — | 61,215.41 | 9142015 | 12312049 | ||||||||||||||||||
300569GY0 | EWING TWP N J SCH DIST MUNITAX BND GO | 1,477,604.7 | 1,508,076.9 | 1,485,000.00 | 1,480,321.88 | 27,755.02 | 453.39 | — | — | 1.596 | AO | 11,850.3 | — | 3082013 | 5062021 | |||||||||||||||||||
BRSL2KC12 | EXCELITAS TECHNOLOGIES COR SENIOR SECURE | 4,034,732.42 | 3,596,617.52 | 4,075,487.28 | 4,048,379.35 | (451,761.83 | ) | 1,539.94 | — | — | — | MJSD | — | 61,970.05 | 12052013 | 3312025 | ||||||||||||||||||
30161NAG6 | EXELON CORPORATION SENIOR CORP BND | 1,973,965.55 | 1,971,782.13 | 1,975,000.00 | 1,974,384.84 | (2,602.71 | ) | 127.40 | — | — | 1.55 | JD | 9,523.89 | — | 7152015 | 2142019 | ||||||||||||||||||
30161NAH4 | EXELON CORPORATION SENIOR CORP BND | 1 | 3,814,056.1 | 3,856,365.19 | 3,810,000.00 | 3,813,440.94 | 42,924.25 | (195.13 | ) | — | — | 2.85 | JD | 31,972.26 | — | 9292015 | 1152018 | |||||||||||||||||
30161MAP8 | EXELON GENERATION CO LLC SENIOR CORP BND | 1 | 1,129,785.3 | 1,139,608.6 | 1,130,000.00 | 1,129,835.73 | 9,772.87 | 10.23 | — | — | 2.95 | JJ | 7,037.39 | 16,667.5 | 1082015 | 9162019 | ||||||||||||||||||
BRSPRVAJ5 | EXGEN TEXAS POWER LLC SENIOR SECURED TE | 2 | 1,299,833.34 | 862,179.46 | 1,312,962.98 | 1,302,659.63 | (440,480.17 | ) | 498.18 | — | — | — | MJSD | — | 19,132 | 9162014 | 3312025 | |||||||||||||||||
BRSRYEXL1 | EXPRESS OIL CHANGE LLC SENIOR SECURED RE | 36,025.25 | 35,755.06 | 36,025.25 | 36,025.25 | (270.19 | ) | — | — | — | — | JAJO | — | 413.4 | 1052016 | 12312049 | ||||||||||||||||||
BRSS5NWZ1 | EXPRESS OIL CHANGE LLC SENIOR SECURED TE | 2,395,679.27 | 2,377,711.68 | 2,395,679.27 | 2,395,679.27 | (20,364.23 | ) | — | — | — | — | MJSD | — | 37,700.43 | 3172015 | 12312049 | ||||||||||||||||||
BRSRYEAL6 | EXPRESS OIL CHANGE LLC SENIOR SECURED TE | 3,264,358.49 | 3,244,864.26 | 3,269,384.65 | 3,265,228.49 | (17,967.59 | ) | 590.95 | — | — | — | JAJO | — | 43,659.9 | 11032015 | 12312049 | ||||||||||||||||||
30219GAL2 | EXPRESS SCRIPTS HOLDING CO SENIOR CORP B | 1 | 3,173,322 | 3,257,382.47 | 3,180,000.00 | 3,173,444.45 | 49,259.39 | 122.45 | — | — | 3.3 | FA | 10,494 | — | 2222016 | 4092018 | ||||||||||||||||||
30219GAD0 | EXPRESS SCRIPTS HOLDING CO SENIOR CORP B | 4,067,024.68 | 4,141,902 | 4,100,000.00 | 4,092,642.61 | 42,803.94 | 2,062.70 | — | — | 2.65 | FA | 13,883.06 | 54,325 | 1142013 | 4092018 | |||||||||||||||||||
30219GAH1 | EXPRESS SCRIPTS HOLDING CO SENIOR CORP B | 6,461,775 | 6,516,801.98 | 6,500,000.00 | 6,473,998.04 | 83,938.02 | 1,936.56 | — | — | 2.25 | JD | 43,062.5 | — | 7222014 | 4092018 | |||||||||||||||||||
30231GAD4 | EXXON MOBIL CORP SENIOR CORP BND | 1 | 1,550,000 | 1,571,924.01 | 1,550,000.00 | 1,550,000 | (16,249.85 | ) | — | — | — | 1.819 | MS | 1,152.03 | 19,150.03 | 3172014 | 2252019 | |||||||||||||||||
30231GAJ1 | EXXON MOBIL CORP SENIOR CORP BND | 1 | 2,009,320 | 2,025,900.88 | 2,000,000.00 | 2,008,729.18 | 21,924.01 | (336.42 | ) | — | — | 2.397 | MS | 3,329.17 | 23,970 | 10202015 | 1112021 | |||||||||||||||||
30231GAB8 | EXXON MOBIL CORP SENIOR CORP BND | 5,000,000 | 4,983,750.15 | 5,000,000.00 | 5,000,000 | 17,171.7 | — | — | — | 0.674 | MJSD | 1,591.03 | 6,976.67 | 9182014 | 2252019 | |||||||||||||||||||
30231GAP7 | EXXON MOBIL CORP SENIOR CORP BND | 9,200,000 | 9,316,151.84 | 9,200,000.00 | 9,200,000 | 116,151.84 | — | — | — | 1.708 | MS | 12,221.68 | — | 2292016 | 7062018 | |||||||||||||||||||
BRSQFMP35 | FCE BANK PLC SENIOR CORP BND EMTN | D | 724,532.92 | 731,070.79 | 500,000.00 | 724,326.96 | 6,743.83 | (205.96 | ) | — | (780.28 | ) | 2.759 | NOV | 7,584.32 | (4,338.56 | ) | 1282016 | 1162027 | |||||||||||||||
34960JAJ4 | FCO_15-6A MEZZANIN ABS 15-6A | 1 | 1,971,400 | 1,888,682.4 | 2,000,000.00 | 1,975,381.26 | (86,698.86 | ) | 937.93 | — | — | 4.285 | MJSD | 5,237.41 | 20,912.31 | 3192015 | 2152021 | |||||||||||||||||
31428XAZ9 | FEDERAL EXPRESS CORP SENIOR CORP BND | 2,441,713.35 | 2,472,545.86 | 2,440,000.00 | 2,441,964.53 | 30,581.33 | (114.94 | ) | — | — | 2.3 | FA | 9,353.34 | 28,060 | 11122015 | 4152019 | ||||||||||||||||||
3133XQSE3 | FEDERAL HOME LOAN BANKS AGENCY BND | 541,545 | 532,854.96 | 500,000.00 | 530,970.76 | 310.16 | (3,715.24 | ) | — | — | 4.11 | AO | 9,304.58 | — | 7152015 | 3022018 |
3130A3J70 | FEDERAL HOME LOAN BANKS AGENCY BND | 1,834,266 | 1,834,816.5 | 1,835,000.00 | 1,834,765.14 | 51.36 | 236.80 | — | — | 0.625 | MN | 4,077.78 | 9,904.95 | 11142014 | 6162018 | |||||||||||||||||||
3130A0C65 | FEDERAL HOME LOAN BANKS AGENCY BND | 3,042,605 | 3,048,536 | 3,050,000.00 | 3,048,225.84 | 38,046.8 | 594.33 | — | — | 0.625 | JD | 4,924.49 | — | 12032013 | 3052020 | |||||||||||||||||||
3130A4GJ5 | FEDERAL HOME LOAN BANKS AGENCY BND | 5,087,658.6 | 5,126,495.81 | 5,090,000.00 | 5,088,449.01 | 129,307.82 | 184.14 | — | — | 1.125 | AO | 24,813.76 | — | 2262015 | 11132018 | |||||||||||||||||||
313379EE5 | FEDERAL HOME LOAN BANKS AGENCY BND | 10,062,900 | 10,179,200 | 10,000,000.00 | 10,049,892.18 | 1,884.2 | (3,781.93 | ) | — | — | 1.625 | JD | 48,298.61 | — | 5202015 | 11152017 | ||||||||||||||||||
3130A6LZ8 | FEDERAL HOME LOAN BANKS SENIOR AGENCY BN | 2,993,490 | 2,993,849.94 | 3,000,000.00 | 2,995,003.42 | (11,648.34 | ) | 786.61 | — | — | 0.625 | AO | 8,072.91 | — | 10082015 | 6242016 | ||||||||||||||||||
3130A5EP0 | FEDERAL HOME LOAN BANKS SENIOR AGENCY BN | 7,993,360 | 7,984,560 | 8,000,000.00 | 7,996,208.34 | (1,153.48 | ) | 812.21 | — | — | 0.625 | MN | 16,805.56 | — | 5142015 | 12052017 | ||||||||||||||||||
313370SZ2 | FEDERAL HOME LOAN BANKS UNSEC AGENCY BND | 8,252,625 | 8,169,600 | 8,000,000.00 | 8,122,146.91 | 47,453.09 | (21,001.70 | ) | — | — | 2.25 | MS | 11,500 | 90,000 | 9112014 | 6242020 | ||||||||||||||||||
BRSMTTCL8 | FEDERAL-MOGUL HOLDINGS CORP SENIOR SECUR | 2 | 3,663,940.1 | 3,311,193.18 | 3,672,301.62 | 3,666,256.9 | (355,063.72 | ) | 333.73 | — | — | — | MJSD | — | 44,134.95 | 4142015 | 3312025 | |||||||||||||||||
BRSP9DQP4 | FERRO CORP SENIOR SECURED TERM NOTES | 361,885.22 | 358,248.15 | 363,703.71 | 362,303.62 | (4,055.47 | ) | 368.28 | — | — | — | MJSD | — | 3,935.6 | 7302014 | 3312025 | ||||||||||||||||||
3137EADZ9 | FHLMC AGENCY BND | 999,670 | 1,004,755 | 1,000,000.00 | 999,672.27 | 3,429.98 | 2.27 | — | — | 1.125 | AO | 312.5 | — | 3182016 | 7302018 | |||||||||||||||||||
3134G72P5 | FHLMC AGENCY BND | 1 | 2,000,000 | 1,999,759.98 | 2,000,000.00 | 2,000,000 | (240.02 | ) | — | — | — | 1.2 | AO | 10,133.33 | — | 10162015 | 3012019 | |||||||||||||||||
3134G7WS6 | FHLMC AGENCY BND | 1 | 2,000,000 | 2,001,699.98 | 2,000,000.00 | 2,000,000 | 1,699.98 | — | — | — | 1 | MS | 166.67 | 10,000 | 9112015 | 3032017 | ||||||||||||||||||
3137EADQ9 | FHLMC AGENCY BND | 2,749,835 | 2,750,577.5 | 2,750,000.00 | 2,749,993.91 | 6,666.54 | 14.06 | — | — | 0.5 | MN | 5,270.84 | 358.33 | 3062013 | 2182020 | |||||||||||||||||||
3134G62E2 | FHLMC AGENCY BND | 1 | 2,998,200 | 3,002,129.97 | 3,000,000.00 | 2,998,699.99 | 583.59 | 149.06 | — | — | 1.25 | MN | 13,125 | — | 5282015 | 11172020 | ||||||||||||||||||
3137EADH9 | FHLMC AGENCY BND | 3,001,470 | 3,007,320 | 3,000,000.00 | 3,000,653.46 | (937.97 | ) | (129.92 | ) | — | — | 1 | JD | 7,666.66 | — | 8282014 | 8142017 | |||||||||||||||||
3137EADV8 | FHLMC AGENCY BND | 3,497,270 | 3,497,410 | 3,500,000.00 | 3,498,347.97 | 5,082.73 | 319.99 | — | — | 0.75 | JJ | 5,614.58 | 16,406.25 | 5282015 | 4272018 | |||||||||||||||||||
31398QHE0 | FHLMC AGENCY CMBS_ _K007-A1 | 2 | 3,037,133.19 | 2,970,227.82 | 2,903,652.30 | 2,986,971.69 | (16,743.87 | ) | (10,726.96 | ) | — | — | 3.342 | MON | 8,086.67 | 24,700.78 | 6102010 | 10012017 | ||||||||||||||||
31398WV35 | FHLMC AGENCY CMO 3654 | 2 | 36,995.79 | 35,740.9 | 34,474.82 | 35,450.94 | 289.96 | (256.82 | ) | — | — | 5 | MON | 143.65 | 462.72 | 2012012 | 10012017 | |||||||||||||||||
3137APVD9 | FHLMC AGENCY CMO_ _40-54-AE | 2 | 1,685,830.54 | 1,702,761.53 | 1,718,359.08 | 1,688,668.25 | 14,093.28 | 1,701.43 | — | — | 1.5 | MON | 2,147.95 | 6,590.48 | 5162012 | 4212025 | ||||||||||||||||||
31395HJ43 | FHLMC AGENCY CMO_2877-AL | 2 | 590,002.93 | 593,290.93 | 547,079.10 | 585,367.03 | 7,923.9 | (3,549.89 | ) | — | — | 5 | MON | 2,279.5 | 7,149.92 | 8122005 | 10012017 | |||||||||||||||||
3137A0MS1 | FHLMC AGENCY CMO_3688-JA | 2 | 356,863.45 | 353,046.27 | 346,556.85 | 352,675.61 | 370.66 | (2,203.83 | ) | — | — | 3.5 | MON | 1,010.79 | 3,540.53 | 7142010 | 5102032 | |||||||||||||||||
3137A2QN4 | FHLMC AGENCY CMO_37-60-NA | 2 | 406,628.63 | 405,842.59 | 397,272.86 | 403,488.56 | 2,354.03 | (1,167.15 | ) | — | — | 3 | MON | 993.18 | 3,182.66 | 8202013 | 1162027 | |||||||||||||||||
3137ALG60 | FHLMC AGENCY CMO_4004-AE | 2 | 1,626,130.51 | 1,634,911.23 | 1,641,992.16 | 1,627,391.57 | 7,519.66 | 824.39 | — | — | 1.75 | MON | 2,394.57 | 7,387.45 | 3132012 | 5262026 | ||||||||||||||||||
30262SAR9 | FHLMC AGNECY CMBS 15-K42 B 144A | 2 | 4,123,750 | 3,986,358 | 4,000,000.00 | 4,110,477.63 | (124,119.63 | ) | (2,948.42 | ) | — | — | 3.853 | MON | 12,842.93 | 38,967.93 | 2042015 | 10182016 | ||||||||||||||||
3133TJP56 | FHLMC CMO AGENCY CMO_2130 QS | 2 | 633,343.3 | 708,463.3 | 624,560.42 | 630,923.82 | 77,539.48 | (474.31 | ) | — | — | 6 | MON | 3,122.8 | 9,722.12 | 2062007 | 10152023 | |||||||||||||||||
31398QNB9 | FHLMC CMO_3676 CA | 2 | 7,224.03 | 7,072.18 | 7,069.56 | 7,102.07 | (29.89 | ) | (73.79 | ) | — | — | 4 | MON | 23.57 | 176.19 | 6082010 | 10012017 | ||||||||||||||||
3137AAGA5 | FHLMC CMO_3857 GL | 2 | 667,744.2 | 675,209.68 | 648,333.10 | 666,277.84 | 8,931.84 | (1,519.58 | ) | — | — | 3 | MON | 1,620.83 | 5,075.5 | 7122011 | 3122026 | |||||||||||||||||
3137ACNE5 | FHLMC CMO_3879 MF | 2 | 227,611.92 | 226,662.88 | 226,726.27 | 227,425.31 | (762.43 | ) | (66.51 | ) | — | — | 0.786 | MON | 79.22 | 440.76 | 11052013 | 1152026 | ||||||||||||||||
3137ARH58 | FHLMC CMO_4057 CD | 2 | 3,055,530.55 | 3,108,429.45 | 3,152,891.85 | 3,065,966.89 | 42,462.56 | 9,324.00 | — | — | 2 | MON | 5,254.82 | 16,331.96 | 9052013 | 10152025 | ||||||||||||||||||
3137B7TL3 | FHLMC CMO_4306 A | 2 | 4,001,488.01 | 4,098,583.87 | 3,874,906.45 | 3,984,825.03 | 113,758.84 | (7,002.31 | ) | — | — | 3.5 | MON | 11,301.81 | 34,492.7 | 2202014 | 12312049 | |||||||||||||||||
3137AUDW6 | FHLMC PAC AGENCY CMO 4105-MG | 2 | 524,625.31 | 532,104.25 | 507,804.29 | 523,199.83 | 8,904.42 | (776.15 | ) | — | — | 3 | MON | 1,269.51 | 3,925.23 | 11062014 | 4202027 | |||||||||||||||||
3128JLHB8 | FHLMC POOL # 1B1225 | 2 | 29,280.3 | 30,964.87 | 29,735.23 | 29,319.7 | 1,645.17 | 41.76 | — | — | 2.5 | MON | 61.95 | 194.77 | 4022007 | 2252019 | ||||||||||||||||||
3128JMW45 | FHLMC POOL # 1B2566 | 2 | 45,848.49 | 47,869.86 | 46,208.92 | 45,880.91 | 1,988.95 | 58.35 | — | — | 2.687 | MON | 103.47 | 334.65 | 4022007 | 2252019 | ||||||||||||||||||
3128JMXM4 | FHLMC POOL # 1B2583 | 2 | 892,010.06 | 951,790.99 | 901,913.08 | 892,854.14 | 58,936.85 | 152.31 | — | — | 2.716 | MON | 2,041.33 | 6,164.4 | 9172008 | 1112021 |
3128JMY68 | FHLMC POOL # 1B2632 | 2 | 65,970.46 | 71,758.9 | 66,489.09 | 66,014.1 | 5,744.8 | 22.59 | — | — | 2.771 | MON | 153.53 | 463.66 | 4032007 | 7062018 | ||||||||||||||||||
3128JMZG5 | FHLMC POOL # 1B2642 | 2 | 73,351.16 | 77,476.23 | 73,927.80 | 73,406.83 | 4,069.4 | 39.66 | — | — | 2.745 | MON | 169.11 | 524.72 | 4022007 | 3172025 | ||||||||||||||||||
3128JNAL9 | FHLMC POOL # 1B2810 | 2 | 101,210.49 | 107,152.4 | 102,263.80 | 101,293.67 | 5,858.73 | 88.05 | — | — | 2.776 | MON | 236.57 | 689.26 | 4022007 | 4152019 | ||||||||||||||||||
3128NCB37 | FHLMC POOL # 1G0058 | 2 | 120,049.77 | 128,209.35 | 120,331.80 | 120,038.17 | 8,171.18 | 9.34 | — | — | 2.704 | MON | 271.15 | 798.25 | 9172008 | 4202050 | ||||||||||||||||||
3128NCD68 | FHLMC POOL # 1G0125 | 2 | 806,321.88 | 849,185.72 | 823,565.29 | 807,835.88 | 41,349.84 | 1,391.94 | — | — | 2.578 | MON | 1,769.29 | 5,157.6 | 12132005 | 2102048 | ||||||||||||||||||
3128NCMS0 | FHLMC POOL # 1G0369 | 2 | 156,213.37 | 162,056.3 | 155,436.18 | 156,090.91 | 5,965.39 | (8.79 | ) | — | — | 2.595 | MON | 336.13 | 1,014.16 | 8272008 | 2102034 | |||||||||||||||||
3128QJLG9 | FHLMC POOL # 1G1227 | 2 | 160,577.34 | 166,133.76 | 157,428.78 | 160,171.91 | 5,961.85 | (20.60 | ) | — | — | 2.631 | MON | 345.16 | 1,040.92 | 1042008 | 12272032 | |||||||||||||||||
3128QJRN8 | FHLMC POOL # 1G1393 | 2 | 805,710.26 | 812,219.93 | 773,354.28 | 802,949.38 | 9,270.55 | (2,115.89 | ) | — | — | 2.775 | MON | 1,788.39 | 5,429.09 | 3092012 | 11222024 | |||||||||||||||||
3128QJ3B0 | FHLMC POOL # 1G1694 | 2 | 998,106.29 | 1,068,899.36 | 1,013,105.00 | 999,146.79 | 69,752.57 | 53.20 | — | — | 2.297 | MON | 1,939.25 | 5,768.27 | 8102007 | 12262035 | ||||||||||||||||||
31326KNP8 | FHLMC POOL # 2B4898 | 2 | 511,195.65 | 515,905.04 | 497,362.76 | 511,110.84 | 4,794.2 | (131.90 | ) | — | — | 2.974 | MON | 1,232.63 | 1,482.06 | 1202016 | 5172021 | |||||||||||||||||
31342AZE2 | FHLMC POOL # 780741 | 2 | 314,745.25 | 324,523.14 | 305,068.86 | 313,815.06 | 10,708.08 | (500.20 | ) | — | — | 2.5 | MON | 635.56 | 1,940.11 | 11162009 | 2182020 | |||||||||||||||||
31342A6F1 | FHLMC POOL # 780870 | 2 | 189,855.98 | 204,900.89 | 192,805.90 | 190,081.21 | 14,819.68 | 146.89 | — | — | 2.483 | MON | 398.95 | 1,227.48 | 2222012 | 9162024 | ||||||||||||||||||
31349SJK0 | FHLMC POOL # 781166 | 2 | 382,327.06 | 411,816.88 | 388,657.92 | 382,965.34 | 28,851.54 | 317.40 | — | — | 2.678 | MON | 867.35 | 2,448.07 | 1092006 | 4152020 | ||||||||||||||||||
31349UCW6 | FHLMC POOL # 782785 | 2 | 92,354.5 | 99,005.22 | 93,080.55 | 92,409.01 | 6,596.21 | 28.85 | — | — | 2.422 | MON | 187.87 | 576.45 | 4022007 | 11152020 | ||||||||||||||||||
31349UEJ3 | FHLMC POOL # 782837 | 2 | 152,692.63 | 164,129.69 | 153,893.00 | 152,763.81 | 11,365.88 | 109.22 | — | — | 2.623 | MON | 336.38 | 1,060.48 | 4022007 | 2182020 | ||||||||||||||||||
31349UJL3 | FHLMC POOL # 782967 | 2 | 56,725.98 | 61,609.3 | 57,580.70 | 56,789.58 | 4,819.72 | 45.79 | — | — | 2.66 | MON | 127.64 | 370.68 | 9302008 | 12152034 | ||||||||||||||||||
31349ULB2 | FHLMC POOL # 783022 | 2 | 146,695.05 | 158,191.81 | 148,004.91 | 146,764.85 | 11,426.96 | 79.87 | — | — | 2.933 | MON | 361.75 | 968.33 | 4022007 | 5152018 | ||||||||||||||||||
31295NXK9 | FHLMC POOL # 789682 | 2 | 23,696.46 | 25,240.36 | 23,833.32 | 23,706.69 | 1,533.67 | 18.83 | — | — | 2.477 | MON | 49.2 | 154.79 | 8102006 | 8212017 | ||||||||||||||||||
3128JRJS6 | FHLMC POOL # 847473 | 2 | 1,008,907.73 | 1,077,905.65 | 1,013,023.17 | 1,008,994.68 | 68,910.97 | 239.68 | — | — | 2.542 | MON | 2,145.92 | 6,633.14 | 9262007 | 11252034 | ||||||||||||||||||
3128JRKQ8 | FHLMC POOL # 847503 | 2 | 535,399.55 | 579,430.75 | 548,205.30 | 536,250.16 | 43,180.59 | 366.88 | — | — | 2.531 | MON | 1,156.26 | 3,499.81 | 5312006 | 6252035 | ||||||||||||||||||
3128JRPZ3 | FHLMC POOL # 847640 | 2 | 192,502 | 207,050.57 | 193,556.90 | 192,534.14 | 14,516.43 | 55.86 | — | — | 2.692 | MON | 434.21 | 1,213.07 | 11132006 | 12252035 | ||||||||||||||||||
3128JRP26 | FHLMC POOL # 847641 | 2 | 316,777.53 | 334,307.1 | 319,332.16 | 316,988.64 | 17,318.46 | 43.44 | — | — | 2.615 | MON | 695.88 | 2,063.9 | 2222012 | 4252037 | ||||||||||||||||||
3128JR6Z4 | FHLMC POOL # 848088 | 2 | 4,406,900.25 | 4,451,220.49 | 4,193,927.37 | 4,391,125.99 | 60,094.5 | (12,603.49 | ) | — | — | 2.642 | MON | 9,233.63 | 27,211.09 | 3082011 | 3252058 | |||||||||||||||||
31300L3D5 | FHLMC POOL # 848896 | 2 | 1,320,958.63 | 1,318,763.84 | 1,255,813.32 | 1,319,657.05 | (893.21 | ) | (4,437.43 | ) | — | — | 2.945 | MON | 3,081.98 | 9,655.78 | 4222013 | 7152022 | ||||||||||||||||
31300MZV8 | FHLMC POOL # 849756 | 2 | 10,809,038.38 | 10,946,236.4 | 10,624,357.16 | 10,806,953.54 | 139,282.86 | (9,395.94 | ) | — | — | 2.711 | MON | 24,011.04 | 74,444.94 | 12092015 | 9152020 | |||||||||||||||||
3128KWBZ5 | FHLMC POOL # A65456 | 2 | 9,936.71 | 11,137.47 | 9,563.16 | 9,907.53 | 1,229.94 | (32.99 | ) | — | — | 6 | MON | 47.82 | 147.84 | 2042009 | 6252033 | |||||||||||||||||
3128KWFX6 | FHLMC POOL # A65582 | 2 | 17,454.41 | 19,563.59 | 16,798.23 | 17,401.67 | 2,161.92 | (50.81 | ) | — | — | 6 | MON | 83.99 | 258.86 | 2042009 | 6172031 | |||||||||||||||||
3128KWFY4 | FHLMC POOL # A65583 | 2 | 18,343.88 | 20,560.55 | 17,654.26 | 18,289.3 | 2,271.25 | (12.57 | ) | — | — | 6 | MON | 88.27 | 266.52 | 2042009 | 2102051 | |||||||||||||||||
3128KWNV1 | FHLMC POOL # A65804 | 2 | 335,954.06 | 385,952.63 | 332,139.61 | 335,608.58 | 50,344.05 | (51.88 | ) | — | — | 6 | MON | 1,660.7 | 5,001.48 | 11022007 | 2102051 | |||||||||||||||||
3128KWNX7 | FHLMC POOL # A65806 | 2 | 602,183.66 | 691,804.06 | 595,346.46 | 601,612.21 | 90,191.85 | (83.90 | ) | — | — | 6 | MON | 2,976.73 | 8,962.53 | 11022007 | 9152048 | |||||||||||||||||
3128KWTK9 | FHLMC POOL # A65954 | 2 | 16,715.29 | 18,735.14 | 16,086.88 | 16,658.7 | 2,076.44 | (122.07 | ) | — | — | 6 | MON | 80.43 | 272.75 | 2042009 | 1122045 | |||||||||||||||||
3128KWTP8 | FHLMC POOL # A65958 | 2 | 15,049.54 | 16,868.15 | 14,483.79 | 15,006.38 | 1,861.77 | (38.15 | ) | — | — | 6 | MON | 72.42 | 222.65 | 2042009 | 6112040 | |||||||||||||||||
3128KWTZ6 | FHLMC POOL # A65968 | 2 | 14,922.61 | 16,725.83 | 14,361.59 | 14,878.46 | 1,847.37 | (9.38 | ) | — | — | 6 | MON | 71.81 | 216.5 | 2042009 | 2102033 | |||||||||||||||||
3128KWT29 | FHLMC POOL # A65969 | 2 | 15,773.21 | 17,679.21 | 15,180.21 | 15,727.13 | 1,952.08 | (8.37 | ) | — | — | 6 | MON | 75.9 | 228.69 | 2042009 | 9112038 |
3128KW5Q2 | FHLMC POOL # A66255 | 2 | 184,389.59 | 208,519.1 | 182,296.04 | 184,175.56 | 24,343.54 | (29.57 | ) | — | — | 6 | MON | 911.48 | 2,743.98 | 11022007 | 3252037 | |||||||||||||||||
3128KYXE4 | FHLMC POOL # A67877 | 2 | 17,923.14 | 20,088.97 | 17,249.34 | 17,863.8 | 2,225.17 | (50.12 | ) | — | — | 6 | MON | 86.25 | 265.22 | 2042009 | 2152033 | |||||||||||||||||
312929CM2 | FHLMC POOL # A82776 | 2 | 5,657.5 | 6,338.98 | 5,444.81 | 5,640.41 | 698.57 | (12.04 | ) | — | — | 6 | MON | 27.22 | 83.53 | 2042009 | 11012024 | |||||||||||||||||
312930LH1 | FHLMC POOL # A83928 | 2 | 14,543.46 | 16,295.32 | 13,996.72 | 14,502.45 | 1,792.87 | (40.44 | ) | — | — | 6 | MON | 69.98 | 224.31 | 2042009 | 9102018 | |||||||||||||||||
312930LQ1 | FHLMC POOL # A83935 | 2 | 22,160.31 | 24,829.67 | 21,327.23 | 22,090.08 | 2,739.59 | (80.41 | ) | — | — | 6 | MON | 106.64 | 330.45 | 2042009 | 3082020 | |||||||||||||||||
312930RC6 | FHLMC POOL # A84083 | 2 | 16,060.11 | 17,982.04 | 15,456.35 | 16,003.75 | 1,978.29 | (29.62 | ) | — | — | 6 | MON | 77.28 | 235.73 | 2042009 | 12152029 | |||||||||||||||||
312930RV4 | FHLMC POOL # A84100 | 2 | 7,759.44 | 8,694.11 | 7,467.73 | 7,735.57 | 958.54 | (51.11 | ) | — | — | 6 | MON | 37.34 | 125.39 | 2042009 | 9202019 | |||||||||||||||||
312930TB6 | FHLMC POOL # A84146 | 2 | 8,711.21 | 9,753.72 | 8,383.75 | 8,684.95 | 1,068.77 | (4.84 | ) | — | — | 6 | MON | 41.92 | 126.17 | 2042009 | 7202021 | |||||||||||||||||
312942NF8 | FHLMC POOL # A93990 | 2 | 10,339,084.36 | 10,352,775.6 | 9,668,343.06 | 10,325,469.25 | 27,306.35 | (23,674.25 | ) | — | — | 4 | MON | 32,227.81 | 21,807.42 | 2032016 | 9152020 | |||||||||||||||||
31292KJH1 | FHLMC POOL # C02964 | 2 | 1,377.48 | 1,543.94 | 1,325.70 | 1,373.22 | 170.72 | (0.94 | ) | — | — | 6 | MON | 6.63 | 20.01 | 2042009 | 5152019 | |||||||||||||||||
31292SA91 | FHLMC POOL # C09032 | 2 | 974,900.3 | 1,004,545.97 | 957,765.26 | 974,458.12 | 30,087.85 | (444.32 | ) | — | — | 3.5 | MON | 2,793.48 | 8,504.99 | 9122014 | 6102019 | |||||||||||||||||
3128M4HY2 | FHLMC POOL # G02647 | 2 | 290,505.17 | 328,136.83 | 294,508.64 | 290,726.19 | 37,410.64 | 332.66 | — | — | 5.5 | MON | 1,349.83 | 4,263.89 | 4092007 | 2102047 | ||||||||||||||||||
3128M4ZG1 | FHLMC POOL # G03143 | 2 | 2,292.25 | 2,569.24 | 2,206.07 | 2,285.13 | 284.11 | (4.99 | ) | — | — | 6 | MON | 11.03 | 34.16 | 2042009 | 4102047 | |||||||||||||||||
3128M5HK9 | FHLMC POOL # G03534 | 2 | 3,113,261.24 | 3,487,566.24 | 3,029,477.20 | 3,106,266.24 | 381,300 | (3,794.65 | ) | — | — | 6.5 | MON | 16,409.66 | 50,427.3 | 11062007 | 4102047 | |||||||||||||||||
3128M6UB2 | FHLMC POOL # G04778 | 2 | 53,978.8 | 60,480.87 | 51,949.52 | 53,815.41 | 6,665.46 | (117.35 | ) | — | — | 6 | MON | 259.75 | 809.57 | 2042009 | 4102047 | |||||||||||||||||
3128M7AZ9 | FHLMC POOL # G05124 | 2 | 129,808.27 | 145,444.46 | 124,928.26 | 129,425.3 | 16,019.16 | (301.19 | ) | — | — | 6 | MON | 624.64 | 1,939.95 | 2042009 | 8132027 | |||||||||||||||||
3128M92M3 | FHLMC POOL # G07680 | 2 | 3,644,919.77 | 3,710,867.28 | 3,448,261.13 | 3,640,135.86 | 70,731.42 | (7,395.42 | ) | — | — | 4 | MON | 11,494.21 | 35,228.4 | 8122014 | 8102047 | |||||||||||||||||
3128MJS68 | FHLMC POOL # G08540 | 2 | 1,178,919.51 | 1,182,738.16 | 1,152,097.00 | 1,178,919.51 | 3,818.65 | — | — | — | 3 | MON | 1,152.1 | (1,152.1 | ) | 3302016 | 8102046 | |||||||||||||||||
3128MJUW8 | FHLMC POOL # G08596 | 2 | 3,476,842.76 | 3,484,573.68 | 3,206,772.40 | 3,472,451.41 | 12,122.27 | (12,048.20 | ) | — | — | 4.5 | MON | 12,025.39 | 37,209.63 | 8152014 | 2102048 | |||||||||||||||||
3128MJU32 | FHLMC POOL # G08601 | 2 | 1,463,282.63 | 1,461,763.18 | 1,369,253.43 | 1,462,406.38 | (643.2 | ) | (4,354.53 | ) | — | — | 4 | MON | 4,564.18 | 14,099.69 | 3232015 | 4152050 | ||||||||||||||||
3128MJU81 | FHLMC POOL # G08606 | 2 | 3,951,889.18 | 4,028,178.36 | 3,773,249.40 | 3,948,416.72 | 79,761.64 | (7,758.41 | ) | — | — | 4 | MON | 12,577.5 | 38,800.91 | 9182014 | 4152050 | |||||||||||||||||
3128MJV23 | FHLMC POOL # G08632 | 2 | 4,400,610.41 | 4,403,176.99 | 4,202,658.36 | 4,397,805.42 | 5,371.57 | (5,412.44 | ) | — | — | 3.5 | MON | 12,257.75 | 37,393.93 | 3232015 | 2102048 | |||||||||||||||||
3128MJWP1 | FHLMC POOL # G08653 | 2 | 3,046,595.98 | 3,058,999.14 | 2,985,029.74 | 3,046,176.34 | 12,822.8 | (419.64 | ) | — | — | 3 | MON | 7,462.57 | (3,233.78 | ) | 3032016 | 7152047 | ||||||||||||||||
3128MJW89 | FHLMC POOL # G08670 | 2 | 1,585,339.09 | 1,599,937.44 | 1,561,249.49 | 1,585,052.81 | 14,884.63 | (338.22 | ) | — | — | 3 | MON | 3,903.12 | 11,785.81 | 10272015 | 12102018 | |||||||||||||||||
3128MJW97 | FHLMC POOL # G08671 | 2 | 4,674,285.82 | 4,716,744.36 | 4,501,946.03 | 4,671,617.35 | 45,127.01 | (3,163.99 | ) | — | — | 3.5 | MON | 13,130.67 | 39,821.21 | 11032015 | 5102047 | |||||||||||||||||
3128MJXE5 | FHLMC POOL # G08676 | 2 | 2,024,559.11 | 2,057,657.5 | 1,963,952.74 | 2,023,797.29 | 33,860.21 | (1,025.21 | ) | — | — | 3.5 | MON | 5,728.19 | 17,328.92 | 11172015 | 7152047 | |||||||||||||||||
3128MJXJ4 | FHLMC POOL # G08680 | 2 | 6,759,686.13 | 6,942,050.89 | 6,774,185.76 | 6,759,727.79 | 182,323.1 | 155.80 | — | — | 3 | MON | 16,935.46 | 51,106.29 | 12172015 | 2102036 | ||||||||||||||||||
3128MJXR6 | FHLMC POOL # G08687 | 2 | 4,156,624.89 | 4,166,012.17 | 3,976,293.92 | 4,155,222.1 | 10,790.07 | (1,402.79 | ) | — | — | 3.5 | MON | 11,597.52 | (5,025.59 | ) | 2162016 | 2102036 | ||||||||||||||||
3128MJXX3 | FHLMC POOL # G08693 | 2 | 4,485,498.06 | 4,493,780.72 | 4,289,136.05 | 4,482,199.81 | 11,580.91 | (3,298.25 | ) | — | — | 3.5 | MON | 12,509.98 | (1,251 | ) | 3032016 | 10102053 | ||||||||||||||||
3128MBBR7 | FHLMC POOL # G12548 | 2 | 310,763.97 | 327,496.71 | 310,085.68 | 310,244.04 | 17,252.67 | (53.76 | ) | — | — | 5.5 | MON | 1,421.23 | 4,524.05 | 3302007 | 10102047 | |||||||||||||||||
3128MBU70 | FHLMC POOL # G13106 | 2 | 361,541.44 | 348,625.7 | 337,101.58 | 354,241.56 | (5,615.86 | ) | (2,955.13 | ) | — | — | 5 | MON | 1,404.59 | 4,535.13 | 7172013 | 12102047 | ||||||||||||||||
3128MCRQ0 | FHLMC POOL # G13895 | 2 | 835,884.53 | 807,786.15 | 776,438.46 | 809,528.27 | (1,742.12 | ) | (8,524.85 | ) | — | — | 5 | MON | 3,235.16 | 10,911.88 | 11102011 | 3102048 | ||||||||||||||||
3128MDCL5 | FHLMC POOL # G14375 | 2 | 122,524.06 | 120,776 | 115,130.53 | 121,684.72 | (908.72 | ) | (569.02 | ) | — | — | 4 | MON | 383.77 | 1,203.42 | 12132013 | 5102048 | ||||||||||||||||
3128MDM91 | FHLMC POOL # G14684 | 2 | 1,348,818.17 | 1,342,329.91 | 1,282,584.70 | 1,332,175.79 | 10,154.12 | (5,823.93 | ) | — | — | 3 | MON | 3,206.46 | 10,244.09 | 2132013 | 8102055 |
3128MDNM1 | FHLMC POOL # G14696 | 2 | 508,599.09 | 498,574.85 | 458,068.41 | 498,310.11 | 264.74 | (5,288.29 | ) | — | — | 6 | MON | 2,290.34 | 7,363.14 | 3012013 | 8102055 | |||||||||||||||||
3128MDVW0 | FHLMC POOL # G14929 | 2 | 591,724.6 | 581,889.66 | 551,744.68 | 587,991.47 | (6,101.81 | ) | (1,806.48 | ) | — | — | 4 | MON | 1,839.14 | 5,672.6 | 11192013 | 3102046 | ||||||||||||||||
3128MD3A9 | FHLMC POOL # G15093 | 2 | 485,843.54 | 492,373.03 | 468,494.60 | 485,149.63 | 7,223.4 | (891.97 | ) | — | — | 3 | MON | 1,171.24 | 3,606.04 | 7132015 | 3102048 | |||||||||||||||||
3128MD5G4 | FHLMC POOL # G15147 | 2 | 2,564,387.55 | 2,598,245.59 | 2,473,375.09 | 2,557,613.51 | 40,632.08 | (3,888.24 | ) | — | — | 3 | MON | 6,183.44 | 18,967.77 | 8132014 | 3102048 | |||||||||||||||||
3128MEHM6 | FHLMC POOL # G15436 | 2 | 1,574,416.6 | 1,584,234.03 | 1,507,294.87 | 1,572,700.56 | 11,533.47 | (2,945.72 | ) | — | — | 3 | MON | 3,768.24 | 11,560.72 | 9212015 | 8102046 | |||||||||||||||||
3128MMUS0 | FHLMC POOL # G18592 | 2 | 5,224,609.38 | 5,231,139 | 5,000,000.00 | 5,224,609.38 | 6,529.62 | — | — | — | 3 | MON | 7,083.34 | (7,083.34 | ) | 3302016 | 9102045 | |||||||||||||||||
31335ACR7 | FHLMC POOL # G60080 | 2 | 2,913,176.82 | 2,958,336.53 | 2,823,615.27 | 2,911,687.33 | 46,649.2 | (2,058.48 | ) | — | — | 3.5 | MON | 8,235.54 | 25,029.81 | 6082015 | 2162021 | |||||||||||||||||
31335ACS5 | FHLMC POOL # G60081 | 2 | 2,958,572.06 | 3,000,141.06 | 2,773,932.21 | 2,955,666.26 | 44,474.8 | (5,003.58 | ) | — | — | 4 | MON | 9,246.44 | 28,172.93 | 6082015 | 2152029 | |||||||||||||||||
31335AHP6 | FHLMC POOL # G60238 | 2 | 5,096,686.41 | 5,190,976.64 | 4,919,136.32 | 5,095,674.49 | 95,302.15 | (3,488.02 | ) | — | — | 3.5 | MON | 14,347.49 | 43,509.4 | 12212015 | 10152023 | |||||||||||||||||
3128MTB72 | FHLMC POOL # H00962 | 2 | 33,010.96 | 36,643.58 | 32,376.09 | 32,963.49 | 3,680.09 | (3.62 | ) | — | — | 6.5 | MON | 175.37 | 526.11 | 10312007 | 6152033 | |||||||||||||||||
3128MTEE4 | FHLMC POOL # H01033 | 2 | 505,000.2 | 560,571.8 | 495,287.90 | 503,965.91 | 56,605.89 | (2,091.05 | ) | — | — | 6.5 | MON | 2,682.81 | 9,932.13 | 10312007 | 7102047 | |||||||||||||||||
3128MTF29 | FHLMC POOL # H01085 | 2 | 101,665.13 | 112,852.63 | 99,709.87 | 101,444.85 | 11,407.78 | (37.99 | ) | — | — | 6.5 | MON | 540.1 | 1,630.2 | 10312007 | 9152048 | |||||||||||||||||
3128PVWH9 | FHLMC POOL # J16048 | 2 | 1,803,806.68 | 1,811,398.17 | 1,707,493.39 | 1,783,404.4 | 27,993.77 | (7,125.10 | ) | — | — | 4 | MON | 5,691.64 | 17,703.17 | 8022011 | 12262035 | |||||||||||||||||
3128PV4J6 | FHLMC POOL # J16225 | 2 | 1,486,649.84 | 1,492,906.54 | 1,407,270.96 | 1,470,553.4 | 22,353.14 | (3,781.85 | ) | — | — | 4 | MON | 4,690.9 | 14,457.47 | 8022011 | 1152021 | |||||||||||||||||
31307MPM2 | FHLMC POOL # J31328 | 2 | 345,072.49 | 346,410.26 | 331,104.05 | 344,663.2 | 1,747.06 | (379.49 | ) | — | — | 3 | MON | 827.76 | 2,510.66 | 9022015 | 12152022 | |||||||||||||||||
31307MRM0 | FHLMC POOL # J31392 | 2 | 314,716.31 | 315,936.37 | 301,976.66 | 314,334.83 | 1,601.54 | (363.12 | ) | — | — | 3 | MON | 754.94 | 2,291.69 | 9022015 | 10152044 | |||||||||||||||||
31307MR40 | FHLMC POOL # J31407 | 2 | 419,803.66 | 420,611.35 | 402,026.55 | 419,357.13 | 1,254.22 | (492.79 | ) | — | — | 3 | MON | 1,005.07 | 3,050.01 | 9212015 | 2252021 | |||||||||||||||||
31307MSH0 | FHLMC POOL # J31420 | 2 | 179,447.94 | 180,999.32 | 172,183.92 | 179,231.96 | 1,767.36 | (295.86 | ) | — | — | 3 | MON | 430.46 | 1,321.03 | 9022015 | 10182029 | |||||||||||||||||
31307MSY3 | FHLMC POOL # J31435 | 2 | 397,255.76 | 398,795.84 | 381,174.96 | 396,783.17 | 2,012.67 | (550.31 | ) | — | — | 3 | MON | 952.94 | 2,901.44 | 9022015 | 6152018 | |||||||||||||||||
31307NN34 | FHLMC POOL # J32210 | 2 | 528,555.71 | 533,125.27 | 507,159.92 | 527,927.78 | 5,197.49 | (878.04 | ) | — | — | 3 | MON | 1,267.9 | 3,871.92 | 9022015 | 4152021 | |||||||||||||||||
31307NPD0 | FHLMC POOL # J32220 | 2 | 103,337.11 | 104,230.49 | 99,154.05 | 103,213.22 | 1,017.27 | (114.36 | ) | — | — | 3 | MON | 247.88 | 751.66 | 9022015 | 10152018 | |||||||||||||||||
3132GLQP2 | FHLMC POOL # Q05262 | 2 | 2,836,264.09 | 2,878,003.31 | 2,740,765.56 | 2,830,804.5 | 47,198.81 | (2,588.00 | ) | — | — | 3.5 | MON | 7,993.9 | 24,347 | 2032012 | 9152021 | |||||||||||||||||
3132GMDN9 | FHLMC POOL # Q05809 | 2 | 3,936,280.11 | 3,982,126.94 | 3,718,953.76 | 3,930,387.31 | 51,739.63 | (8,595.62 | ) | — | — | 4 | MON | 12,396.52 | 38,091.92 | 6272014 | 6172019 | |||||||||||||||||
3132GSEB1 | FHLMC POOL # Q07030 | 2 | 605,772.49 | 604,886.66 | 577,442.00 | 605,772.49 | (885.83 | ) | — | — | — | 3.5 | MON | 673.68 | (673.68 | ) | 3312016 | 7152020 | ||||||||||||||||
3132JMGH6 | FHLMC POOL # Q20200 | 2 | 6,180,488.07 | 6,204,920.61 | 5,916,996.82 | 6,178,054.68 | 26,865.93 | (5,083.37 | ) | — | — | 3.5 | MON | 17,257.9 | 11,620.98 | 1282016 | 8162021 | |||||||||||||||||
3132M55C2 | FHLMC POOL # Q25643 | 2 | 1,875,510.51 | 1,875,100.87 | 1,732,573.21 | 1,872,646.38 | 2,454.49 | (5,498.92 | ) | — | — | 4 | MON | 5,775.24 | 17,790.24 | 1222015 | 10162017 | |||||||||||||||||
3132M92R4 | FHLMC POOL # Q29184 | 2 | 2,499,977.22 | 2,501,382.79 | 2,340,357.55 | 2,497,242.73 | 4,140.06 | (5,233.53 | ) | — | — | 4 | MON | 7,801.2 | 23,816.61 | 12112014 | 10152019 | |||||||||||||||||
3132QLQT3 | FHLMC POOL # Q30465 | 2 | 2,678,113.35 | 2,702,952.74 | 2,569,318.76 | 2,675,880.21 | 27,072.53 | (2,063.72 | ) | — | — | 3.5 | MON | 7,493.84 | 22,727.69 | 12112014 | 6172019 | |||||||||||||||||
3132QNGH6 | FHLMC POOL # Q31999 | 2 | 2,184,688.88 | 2,177,336.99 | 2,078,182.09 | 2,182,992.73 | (5,655.74 | ) | (2,662.11 | ) | — | — | 3.5 | MON | 6,061.37 | 18,448.88 | 4152015 | 2182020 | ||||||||||||||||
3132QNP37 | FHLMC POOL # Q32241 | 2 | 2,356,923.17 | 2,355,764.71 | 2,248,484.28 | 2,355,341.84 | 422.87 | (2,266.03 | ) | — | — | 3.5 | MON | 6,558.07 | 15,275.79 | 2162016 | 5152020 | |||||||||||||||||
3134G8NS4 | FHLMC SENIOR AGENCY BND | 1 | 1,749,825 | 1,751,189.88 | 1,750,000.00 | 1,749,825.47 | 1,364.41 | 0.47 | — | — | 1.4 | MS | 136.11 | — | 3212016 | 6152018 | ||||||||||||||||||
3137B6U82 | FHLMC SENIOR AGENCY CMO 4286 MP | 2 | 3,821,360.1 | 3,806,967.45 | 3,519,456.70 | 3,810,535.47 | (3,568.02 | ) | (14,820.55 | ) | — | — | 4 | MON | 11,731.52 | 36,199.18 | 4222015 | 4222027 | ||||||||||||||||
3137B8MW4 | FHLMC SENIOR AGENCY CMO_4322-DN | 2 | 4,298,649.55 | 4,353,035.87 | 4,006,313.85 | 4,245,672.24 | 107,363.63 | (13,363.75 | ) | — | — | 4 | MON | 13,354.37 | 41,121.23 | 8202014 | 12312049 | |||||||||||||||||
3137BDJQ0 | FHLMC SENIOR AGENCY CMO_4384-HN | 2 | 901,553.09 | 917,272.88 | 854,362.89 | 893,307.09 | 23,965.79 | (2,642.89 | ) | — | — | 3.5 | MON | 2,491.89 | 7,663.57 | 10072014 | 10012017 |
3137A47K7 | FHLMC SENIOR CMO_3778 M | 2 | 180,933.71 | 182,737.83 | 166,519.39 | 179,043.6 | 3,694.23 | (647.96 | ) | — | — | 4.5 | MON | 624.45 | 1,935.98 | 1132014 | 10122023 | |||||||||||||||||
3137EADP1 | FHLMC UNSECURED AGENCY BND | 14,877,000 | 15,029,401.05 | 15,000,000.00 | 14,952,506.01 | 76,895.04 | 6,054.96 | — | — | 0.875 | MS | 8,750 | 65,625 | 2012013 | 11242017 | |||||||||||||||||||
31395EC47 | FHLMC_2839 CMO_2839 TS | 2 | 436,555.08 | 420,441.82 | 406,333.99 | 422,862.54 | (2,420.72 | ) | (3,900.48 | ) | — | — | 5 | MON | 1,693.06 | 5,689.42 | 3072013 | 10012017 | ||||||||||||||||
31397JAB0 | FHLMC_3346A AGNECY CMO_3335-AF | 2 | 95,181.78 | 94,974.01 | 95,174.34 | 95,177.3 | (203.29 | ) | (1.01 | ) | — | — | 0.586 | MON | 24.8 | 143.86 | 7222011 | 10012017 | ||||||||||||||||
31398Q4P9 | FHLMC_3674 SENIOR AGENCY CMO 3674 HJ | 2 | 1,243,099.16 | 1,245,721.58 | 1,112,704.14 | 1,231,551.64 | 14,169.94 | (7,540.02 | ) | — | — | 5.5 | MON | 5,099.9 | 15,856.46 | 11202013 | 10012017 | |||||||||||||||||
3137BDKF2 | FHR AGENCY CMO_4384 LA | 2 | 3,970,271.14 | 3,982,812.79 | 3,769,990.42 | 3,946,677.16 | 36,135.63 | (10,947.31 | ) | — | — | 3.5 | MON | 10,995.81 | 33,893.4 | 8272014 | 10012017 | |||||||||||||||||
31283AKB5 | FHSTR CMO_282 150 | 2 | 3,259,774.39 | 3,304,423.24 | 3,333,307.15 | 3,266,237.44 | 38,185.8 | 4,667.35 | — | — | 1.5 | MON | 4,166.63 | 12,884.07 | 10172012 | 4092018 | ||||||||||||||||||
31620MAP1 | FIDELITY NATIONAL INFORMATION CORP BND | 1 | 3,060,900 | 3,102,134.85 | 3,000,000.00 | 3,056,085.24 | 46,049.61 | (2,901.61 | ) | — | — | 3.625 | AO | 48,635.42 | — | 10282015 | 3252058 | |||||||||||||||||
316773CR9 | FIFTH THIRD BANK CAPSEC CORP BND | 1 | 7,895,000 | 6,960,000 | 8,000,000.00 | 7,897,182.82 | (937,182.82 | ) | 102.17 | — | — | 4.9 | MS | 1,088.89 | 196,000 | 11242014 | 11252034 | |||||||||||||||||
31677QBF5 | FIFTH THIRD BANK SENIOR CORP BND | 1 | 2,349,459.5 | 2,375,791.88 | 2,350,000.00 | 2,349,467.59 | 74,789.23 | 8.09 | — | — | 2.3 | MS | 2,402.22 | — | 3102016 | 12252035 | ||||||||||||||||||
31677QBC2 | FIFTH THIRD BANK SENIOR CORP BND | 1 | 4,342,897.5 | 4,419,617.84 | 4,350,000.00 | 4,344,828.61 | 26,324.29 | 208.91 | — | — | 2.875 | AO | 62,531.25 | — | 3132015 | 4252037 | ||||||||||||||||||
31677AAB0 | FIFTH THIRD BANK SUB CORP BND | 1 | 879,128.8 | 901,618.96 | 880,000.00 | 879,132.14 | 22,486.82 | 3.34 | — | — | 3.85 | MS | 1,505.78 | — | 3102016 | 6252035 | ||||||||||||||||||
BRSP22SV0 | FIRST DATA CORPORATION SENIOR SECURED TE | 2 | 1,977,500 | 1,993,334 | 2,000,000.00 | 1,985,950.19 | 7,383.81 | 1,405.72 | — | — | — | MJSD | — | 19,845.92 | 7312014 | 3312025 | ||||||||||||||||||
BRSU8ETX2 | FIRST DATA CORPORATION SENIOR SECURED TE | 1 | 2,255,202.52 | 2,256,150.05 | 2,272,244.35 | 2,256,068.47 | 81.58 | 640.69 | — | — | — | MJSD | — | 23,341.32 | 11052015 | 12312049 | ||||||||||||||||||
33766QAA5 | FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A | 2 | 78,159.61 | 77,974.65 | 78,159.69 | 78,158.69 | (184.04 | ) | 0.25 | — | — | 0.679 | JJ | 112.04 | 443.84 | 6122013 | 4212025 | |||||||||||||||||
BRSFEV6K3 | FLY FUNDING II SARL SENIOR SECURED TERM | F | 2 | 2,575,053.73 | 2,559,292.68 | 2,584,327.06 | 2,577,338.3 | (18,045.62 | ) | 576.67 | — | — | — | FMAN | — | 22,434.09 | 10192015 | 2182020 | ||||||||||||||||
BRSHZJ755 | FLYING FORTRESS INC SENIOR SECURED TERM | 1 | 1,063,095.24 | 1,062,429.97 | 1,064,425.77 | 1,063,324.27 | (894.3 | ) | 67.24 | — | — | — | JAJO | — | 9,417.21 | 5012015 | 3312025 | |||||||||||||||||
30249UAA9 | FMC TECHNOLOGIES INC SENIOR CORP BND | 349,184.5 | 340,375 | 350,000.00 | 349,748.22 | (9,373.22 | ) | 40.90 | — | — | 2 | AO | 3,500 | — | 9182012 | 3172025 | ||||||||||||||||||
BRSL7M1V9 | FMG RESOURCES (AUGUST 2006) PT SENIOR SE | F | 5,494,225.19 | 4,666,268.35 | 5,535,857.45 | 5,511,787.02 | (845,518.67 | ) | 1,914.91 | — | — | — | MJSD | — | 40,087.06 | 11152013 | 4092020 | |||||||||||||||||
BRSYD5VW6 | FMS WERTMANAGEMENT LT GTD SENIOR CORP BN | D | 1,022,513.19 | 1,015,056.03 | 700,000.00 | 1,022,515.71 | 3,135.72 | 2.52 | — | (16,483.73 | ) | 1.25 | MAR | 2,716.83 | 1,920.86 | 1062016 | 5152017 | |||||||||||||||||
D2R6L0P26 | FMS WERTMANAGEMENT LT GTD SENIOR CORP BN | D | 1,157,414.94 | 1,160,064.03 | 800,000.00 | 1,156,928.31 | 5,377.08 | (650.89 | ) | — | 5,174.6 | 1.25 | MAR | 945.07 | 1,308.85 | 2162016 | 8012027 | |||||||||||||||||
30254WAE9 | FMS WERTMANAGEMENT LT GTD SENIOR CORP BN | F | 1,366,562.56 | 1,372,167.23 | 1,367,000.00 | 1,366,790.15 | (10,376.66 | ) | 36.29 | — | — | 1.125 | MS | 1,110.69 | 7,689.38 | 8272014 | 5012019 | |||||||||||||||||
BRSTSH835 | FMS WERTMANAGEMENT LT GTD SENIOR CORP BN | D | 2,377,639.35 | 2,308,143.06 | 1,600,000.00 | 2,377,794.6 | (69,651.54 | ) | 24.51 | — | (77,592.69 | ) | 1 | APR | 18,598.52 | (7,144.54 | ) | 1182016 | 8022016 | |||||||||||||||
30254WAF6 | FMS WERTMANAGEMENT LT GTD SENIOR CORP BN | F | 7,524,617.94 | 7,519,534.72 | 7,534,000.00 | 7,529,911.38 | (7,459.68 | ) | 1,223.82 | — | — | 0.625 | JJ | 7,978.71 | 23,543.75 | 6082015 | 11012019 | |||||||||||||||||
3135G0WJ8 | FNMA AGENCY BND | 1,995,720 | 2,003,180.08 | 2,000,000.00 | 1,998,180.76 | 43,257.32 | 210.52 | — | — | 0.875 | MN | 6,319.45 | — | 4112013 | 12312049 | |||||||||||||||||||
3135G0E58 | FNMA AGENCY BND | 5,491,090 | 5,535,969.56 | 5,500,000.00 | 5,492,712.24 | 4,999.32 | 698.61 | — | — | 1.125 | AO | 27,843.75 | — | 8272015 | 2282021 | |||||||||||||||||||
3135G0ZB2 | FNMA AGENCY BND | 6,726,442.5 | 6,750,742.5 | 6,750,000.00 | 6,741,961.62 | 8,780.88 | 1,888.34 | — | — | 0.75 | AO | 22,640.62 | — | 3062014 | 9262018 | |||||||||||||||||||
31398SVZ3 | FNMA AGENCY CMO _10-139-MA | 2 | 1,637,577.77 | 1,600,531.37 | 1,601,840.71 | 1,636,374.61 | (35,843.24 | ) | (1,787.24 | ) | — | — | 2.5 | MON | 3,337.17 | 10,301.87 | 11092010 | 10012017 | ||||||||||||||||
31398SZN6 | FNMA AGENCY CMO _10-141-G | 2 | 8,064,358.48 | 8,230,515.83 | 7,755,356.03 | 8,019,147.89 | 211,367.94 | (7,450.49 | ) | — | — | 3.5 | MON | 22,619.79 | 67,923.25 | 7212014 | 10012017 | |||||||||||||||||
3136ALUX7 | FNMA AGENCY CMO 2014-70 KP | 2 | 4,289,188.49 | 4,309,786.35 | 4,070,404.25 | 4,261,273.95 | 48,512.4 | (10,261.53 | ) | — | — | 3.5 | MON | 11,872.01 | 36,526.56 | 10242014 | 2152040 | |||||||||||||||||
3136A1PM1 | FNMA AGENCY CMO__11-96-PA | 2 | 2,662,402.09 | 2,624,016.24 | 2,608,408.05 | 2,655,421.95 | (31,405.71 | ) | (3,918.52 | ) | — | — | 2.5 | MON | 5,434.18 | 16,830.65 | 9062011 | 3152019 | ||||||||||||||||
3136ABTM5 | FNMA AGENCY CMO__13-7-CT | 2 | 1,175,595.72 | 1,195,403.8 | 1,179,109.45 | 1,175,747.06 | 19,656.74 | 896.54 | — | — | 2 | MON | 1,965.18 | 7,177.83 | 1032013 | 4092020 | ||||||||||||||||||
31398GEH8 | FNMA AGENCY CMO_09-100-MA | 2 | 472,398.54 | 473,959.43 | 455,987.55 | 471,421.3 | 2,538.13 | (1,309.14 | ) | — | — | 3 | MON | 1,139.97 | 3,590.15 | 11132009 | 10012017 | |||||||||||||||||
31397NLS2 | FNMA AGENCY CMO_09-11 LC | 2 | 497,555.52 | 491,612.85 | 467,462.61 | 494,114.88 | (2,502.03 | ) | (2,547.09 | ) | — | — | 4.5 | MON | 1,752.98 | 5,491.82 | 2072014 | 10012017 |
31398MU53 | FNMA AGENCY CMO_10-29-PA | 2 | 101,225.26 | 100,021.23 | 98,413.59 | 99,792.51 | 228.72 | (674.73 | ) | — | — | 4.5 | MON | 369.05 | 1,285.08 | 3162010 | 10012017 | |||||||||||||||||
31398MAY2 | FNMA AGENCY CMO_10-9 MC | 2 | 896,750 | 854,731.2 | 800,000.00 | 847,043.34 | 7,687.86 | (6,867.42 | ) | — | — | 5 | MON | 3,333.33 | 9,999.99 | 5212014 | 10012017 | |||||||||||||||||
31392ER28 | FNMA CMO_02-64 PG | 2 | 710,819.91 | 730,115.18 | 645,278.94 | 708,299.38 | 21,815.8 | (2,940.73 | ) | — | — | 5.5 | MON | 2,957.53 | 9,079.4 | 9182002 | 10012017 | |||||||||||||||||
31394DA42 | FNMA CMO_05-48 AR | 2 | 43,770.01 | 46,088.52 | 43,457.68 | 43,504.7 | 2,583.82 | (18.18 | ) | — | — | 5.5 | MON | 199.18 | 643.57 | 12202007 | 10012017 | |||||||||||||||||
3136A9FV5 | FNMA CMO_12-111 LB | 2 | 583,864.33 | 596,595.63 | 565,059.12 | 583,512.92 | 13,082.71 | (63.08 | ) | — | — | 3.5 | MON | 1,648.09 | 4,944.27 | 2282014 | 9202019 | |||||||||||||||||
3136ABFX6 | FNMA CMO_12-146 NA | 2 | 1,808,243.06 | 1,858,397.39 | 1,836,973.32 | 1,809,655.3 | 48,742.09 | 1,161.68 | — | — | 2 | MON | 3,061.62 | 9,379.77 | 12052012 | 7152021 | ||||||||||||||||||
3136AHYJ3 | FNMA CMO_13-135 GB | 2 | 3,790,881.97 | 3,889,807.6 | 3,810,870.00 | 3,792,492.12 | 97,315.48 | 1,047.58 | — | — | 2.5 | MON | 7,939.31 | 24,577.18 | 12182013 | 7182026 | ||||||||||||||||||
3136AEXL6 | FNMA CMO_13-64 KA | 2 | 2,264,371.66 | 2,329,625.66 | 2,341,815.51 | 2,269,795.82 | 59,829.84 | 3,311.72 | — | — | 2 | MON | 3,903.03 | 12,014.59 | 5232013 | 2202045 | ||||||||||||||||||
31371NAC9 | FNMA POOL # 256603 | 2 | 222,154 | 234,733.71 | 221,945.90 | 221,778.05 | 12,955.66 | (6.77 | ) | — | — | 5.5 | MON | 1,017.25 | 3,221.86 | 7172008 | 5012027 | |||||||||||||||||
31371NE35 | FNMA POOL # 256754 | 2 | 81,150.97 | 80,968.53 | 76,557.53 | 79,476.77 | 1,491.76 | (628.99 | ) | — | — | 5.5 | MON | 350.89 | 1,192.55 | 9292009 | 4152024 | |||||||||||||||||
31385W2S7 | FNMA POOL # 555285 | 2 | 1,184,933.4 | 1,239,923.94 | 1,075,379.16 | 1,173,832.74 | 66,091.2 | (6,405.61 | ) | — | — | 6 | MON | 5,376.9 | 16,711.24 | 1052011 | 10012017 | |||||||||||||||||
31385XAZ0 | FNMA POOL # 555424 | 2 | 1,254,695.07 | 1,298,967.08 | 1,152,666.11 | 1,245,782.4 | 53,184.68 | (6,614.69 | ) | — | — | 5.5 | MON | 5,283.05 | 16,484.84 | 1252012 | 10012017 | |||||||||||||||||
31385XEW3 | FNMA POOL # 555549 | 2 | 34,457.19 | 36,195.77 | 34,739.45 | 34,563.88 | 1,631.89 | 41.01 | — | — | 5 | MON | 144.75 | 492.82 | 12142007 | 10012017 | ||||||||||||||||||
31385XK48 | FNMA POOL # 555715 | 2 | 45,102.12 | 47,900.28 | 45,504.82 | 45,148.51 | 2,751.77 | 19.76 | — | — | 2.515 | MON | 95.37 | 289.9 | 4022007 | 10012017 | ||||||||||||||||||
31400EGH7 | FNMA POOL # 685200 | 2 | 32,782.1 | 34,436.15 | 33,050.63 | 32,887.63 | 1,548.52 | 41.71 | — | — | 5 | MON | 137.7 | 469.86 | 12142007 | 10012017 | ||||||||||||||||||
31400PG58 | FNMA POOL # 693320 | 2 | 50,224.43 | 53,995.36 | 50,665.78 | 50,275.76 | 3,719.6 | 10.04 | — | — | 2.642 | MON | 111.55 | 322.7 | 8102006 | 10012017 | ||||||||||||||||||
31400QJ87 | FNMA POOL # 694287 | 2 | 6,049.34 | 6,502.1 | 6,103.33 | 6,054.98 | 447.12 | 1.04 | — | — | 2.725 | MON | 13.86 | 35.37 | 4022007 | 10012017 | ||||||||||||||||||
31400SA33 | FNMA POOL # 695826 | 2 | 15,314.96 | 16,087.72 | 15,440.44 | 15,363.33 | 724.39 | 15.17 | — | — | 5 | MON | 64.33 | 213.28 | 12142007 | 10012017 | ||||||||||||||||||
31401A3C9 | FNMA POOL # 702895 | 2 | 32,693.32 | 34,342.92 | 32,961.14 | 32,797.15 | 1,545.77 | 39.51 | — | — | 5 | MON | 137.33 | 465.89 | 12142007 | 10012017 | ||||||||||||||||||
31401DVW8 | FNMA POOL # 705429 | 2 | 74,934.84 | 80,957.88 | 75,808.44 | 75,037.73 | 5,920.15 | 19.97 | — | — | 2.721 | MON | 171.9 | 470.29 | 8102006 | 10012017 | ||||||||||||||||||
31401MKS9 | FNMA POOL # 712305 | 2 | 614,424.99 | 606,410.73 | 576,924.88 | 611,054.81 | (4,644.08 | ) | (1,727.23 | ) | — | — | 2.55 | MON | 1,225.97 | 3,764.48 | 2232012 | 10012017 | ||||||||||||||||
31402DQB9 | FNMA POOL # 725950 | 2 | 67,481.94 | 71,327.18 | 68,099.06 | 67,680.56 | 3,646.62 | 67.52 | — | — | 5 | MON | 283.75 | 926.24 | 7172008 | 10012017 | ||||||||||||||||||
31402HD32 | FNMA POOL # 729222 | 2 | 768,853.74 | 832,266.57 | 777,352.98 | 769,578.72 | 62,687.85 | 446.24 | — | — | 2.455 | MON | 1,590.34 | 4,947.96 | 9172008 | 10012017 | ||||||||||||||||||
31402QYX3 | FNMA POOL # 735226 | 2 | 310,702.75 | 310,772.44 | 280,227.95 | 310,268.77 | 503.67 | (1,627.31 | ) | — | — | 5 | MON | 1,167.62 | 1,915.76 | 1042016 | 10012017 | |||||||||||||||||
31402RB81 | FNMA POOL # 735463 | 2 | 77,674.32 | 82,576.74 | 78,316.80 | 77,735.61 | 4,841.13 | 3.98 | — | — | 2.759 | MON | 180.06 | 460.36 | 9282006 | 10012017 | ||||||||||||||||||
31402RF87 | FNMA POOL # 735591 | 2 | 2,387,317.79 | 2,551,082.1 | 2,300,347.20 | 2,379,511.38 | 171,570.72 | (5,764.35 | ) | — | — | 5 | MON | 9,584.78 | 29,977.98 | 4302010 | 10012017 | |||||||||||||||||
31402YSV7 | FNMA POOL # 742232 | 2 | 1,906.17 | 2,057.42 | 1,935.79 | 1,908.29 | 149.13 | 0.64 | — | — | 3.125 | MON | 5.04 | 13.43 | 4022007 | 10012017 | ||||||||||||||||||
31403C2L4 | FNMA POOL # 745179 | 2 | 111,061.63 | 116,665.39 | 111,971.42 | 111,359.07 | 5,306.32 | 153.84 | — | — | 5 | MON | 466.55 | 1,602.57 | 12142007 | 10012017 | ||||||||||||||||||
31403DCE7 | FNMA POOL # 745369 | 2 | 110,198.9 | 116,368.16 | 111,101.57 | 110,469.38 | 5,898.78 | 110.97 | — | — | 5 | MON | 462.92 | 1,530.06 | 12142007 | 10012017 | ||||||||||||||||||
31403DCZ0 | FNMA POOL # 745388 | 2 | 239,276.63 | 251,349.57 | 241,236.65 | 239,969.31 | 11,380.26 | 269.36 | — | — | 5 | MON | 1,005.15 | 3,369.32 | 12142007 | 10012017 | ||||||||||||||||||
31403H3P3 | FNMA POOL # 749706 | 2 | 173,500.04 | 184,933.55 | 175,682.34 | 173,746.6 | 11,186.95 | 52.89 | — | — | 2.659 | MON | 389.28 | 1,176.17 | 5152006 | 10012017 | ||||||||||||||||||
31403KDB6 | FNMA POOL # 750798 | 2 | 3,738.88 | 4,044.5 | 3,797.00 | 3,745.88 | 298.62 | 1.43 | — | — | 2.324 | MON | 7.35 | 22.22 | 4022007 | 10012017 | ||||||||||||||||||
31403VBR9 | FNMA POOL # 758848 | 2 | 59,832.98 | 62,851.94 | 60,323.13 | 60,001.78 | 2,850.16 | 69.53 | — | — | 5 | MON | 251.35 | 835.94 | 12142007 | 10012017 | ||||||||||||||||||
31404CLB4 | FNMA POOL # 764522 | 2 | 9,319.61 | 10,069.54 | 9,508.29 | 9,336.1 | 733.44 | 3.55 | — | — | 2.522 | MON | 19.98 | 60.51 | 9302008 | 10012017 |
31404LRF9 | FNMA POOL # 771886 | 2 | 47,712.3 | 49,999.36 | 48,510.07 | 47,803.25 | 2,196.11 | 174.30 | — | — | 2.541 | MON | 102.72 | 350.95 | 8102006 | 10012017 | ||||||||||||||||||
31404NBP0 | FNMA POOL # 773246 | 2 | 64,090.69 | 67,972.88 | 64,627.07 | 64,133.66 | 3,839.22 | 28.04 | — | — | 2.505 | MON | 134.91 | 405.45 | 4022007 | 10012017 | ||||||||||||||||||
31404VGA0 | FNMA POOL # 779693 | 2 | 352,435.56 | 373,325.92 | 355,770.87 | 352,804.05 | 20,521.87 | 72.58 | — | — | 2.363 | MON | 700.57 | 2,121.76 | 2242006 | 10012017 | ||||||||||||||||||
31405PAG5 | FNMA POOL # 794807 | 2 | 80,048.24 | 84,673.5 | 79,830.34 | 80,006.01 | 4,667.49 | (6.05 | ) | — | — | 2.224 | MON | 147.96 | 447.54 | 6302007 | 10012017 | |||||||||||||||||
31405UMM8 | FNMA POOL # 799664 | 2 | 35,015.4 | 36,805.41 | 35,290.69 | 35,043.5 | 1,761.91 | 16.86 | — | — | 2.445 | MON | 71.9 | 224.62 | 4022007 | 10012017 | ||||||||||||||||||
31405UR84 | FNMA POOL # 799811 | 2 | 92,621.52 | 94,354.16 | 92,379.50 | 92,571.5 | 1,782.66 | (4.72 | ) | — | — | 2.266 | MON | 174.44 | 526.84 | 6302007 | 10012017 | |||||||||||||||||
31405UTZ2 | FNMA POOL # 799868 | 2 | 8,562.3 | 9,075.53 | 8,629.60 | 8,568.85 | 506.68 | 1.31 | — | — | 2.37 | MON | 17.04 | 51.59 | 4022007 | 10012017 | ||||||||||||||||||
31406BB90 | FNMA POOL # 804764 | 2 | 111,465.84 | 118,174.47 | 112,342.08 | 111,546.88 | 6,627.59 | 37.96 | — | — | 2.505 | MON | 234.51 | 725.82 | 4022007 | 10012017 | ||||||||||||||||||
31406BEZ9 | FNMA POOL # 804852 | 2 | 82,184.81 | 86,386.64 | 82,830.91 | 82,246.18 | 4,140.46 | 22.93 | — | — | 2.485 | MON | 171.53 | 524.08 | 4022007 | 10012017 | ||||||||||||||||||
31406BJF8 | FNMA POOL # 804962 | 2 | 93,731.79 | 100,459.21 | 94,468.63 | 93,798.55 | 6,660.66 | 68.93 | — | — | 2.523 | MON | 198.62 | 615.64 | 4022007 | 10012017 | ||||||||||||||||||
31406BQQ6 | FNMA POOL # 805163 | 2 | 139,107.72 | 147,038.88 | 140,272.03 | 139,212.52 | 7,826.36 | 57.51 | — | — | 2.566 | MON | 299.95 | 882.48 | 4022007 | 10012017 | ||||||||||||||||||
31406DG67 | FNMA POOL # 806721 | 2 | 180,753.68 | 190,071.19 | 182,174.66 | 180,893.02 | 9,178.17 | 108.42 | — | — | 2.545 | MON | 386.36 | 1,229.35 | 4022007 | 10012017 | ||||||||||||||||||
31406GLK3 | FNMA POOL # 809530 | 2 | 28,637.79 | 30,791.89 | 28,840.61 | 28,660.86 | 2,131.03 | 2.43 | — | — | 2.407 | MON | 57.83 | 170.31 | 9282006 | 10012017 | ||||||||||||||||||
31406MYP5 | FNMA POOL # 814418 | 2 | 81,220.95 | 85,727.65 | 81,946.17 | 81,290.32 | 4,437.33 | 67.25 | — | — | 2.462 | MON | 168.13 | 435.41 | 4022007 | 10012017 | ||||||||||||||||||
31406PKU2 | FNMA POOL # 815807 | 2 | 148,518.83 | 154,857.71 | 149,936.16 | 148,680.38 | 6,177.33 | 150.08 | — | — | 2.434 | MON | 304.12 | 895.46 | 9282006 | 10012017 | ||||||||||||||||||
31406TLC3 | FNMA POOL # 819423 | 2 | 207,363.74 | 220,613.45 | 209,215.34 | 207,508.42 | 13,105.03 | 103.48 | — | — | 3.031 | MON | 528.62 | 1,347.94 | 4022007 | 10012017 | ||||||||||||||||||
31406TTE1 | FNMA POOL # 819649 | 2 | 1,667,377.61 | 1,676,656.09 | 1,611,966.27 | 1,661,354.32 | 15,301.77 | (3,410.71 | ) | — | — | 2.576 | MON | 3,460.35 | 9,408.62 | 12042009 | 10012017 | |||||||||||||||||
31406VHE9 | FNMA POOL # 821129 | 2 | 83,323.8 | 87,752.68 | 84,067.80 | 83,373.72 | 4,378.96 | 30.95 | — | — | 2.435 | MON | 170.59 | 481.53 | 4022007 | 10012017 | ||||||||||||||||||
31407D5R2 | FNMA POOL # 828056 | 2 | 367,469.46 | 379,513.87 | 361,312.90 | 366,756.42 | 12,757.45 | (305.91 | ) | — | — | 2.499 | MON | 752.43 | 2,342.52 | 2202009 | 10012017 | |||||||||||||||||
31407E6W8 | FNMA POOL # 828985 | 2 | 190,316.99 | 208,514.42 | 196,869.04 | 190,824.15 | 17,690.27 | 66.21 | — | — | 2.368 | MON | 388.49 | 1,173.28 | 3162006 | 10012017 | ||||||||||||||||||
31407GC22 | FNMA POOL # 829989 | 2 | 514,025.03 | 534,527.35 | 518,910.07 | 514,458.77 | 20,068.58 | 825.25 | — | — | 2.575 | MON | 1,113.49 | 3,391.5 | 1202006 | 10012017 | ||||||||||||||||||
31408C6D3 | FNMA POOL # 847868 | 2 | 440,097.51 | 466,049.08 | 444,823.75 | 440,653.15 | 25,395.93 | 1,445.84 | — | — | 2.261 | MON | 838.12 | 3,392.82 | 5122006 | 10012017 | ||||||||||||||||||
31409UBQ7 | FNMA POOL # 878547 | 2 | 486,789.36 | 527,495.93 | 490,718.94 | 487,075.06 | 40,420.87 | 242.25 | — | — | 2.862 | MON | 1,170.36 | 3,102.4 | 5042006 | 10012017 | ||||||||||||||||||
31410FU60 | FNMA POOL # 888105 | 2 | 100,969.12 | 106,063.61 | 101,796.20 | 101,187.2 | 4,876.41 | 122.23 | — | — | 5 | MON | 424.14 | 1,423.96 | 12142007 | 10012017 | ||||||||||||||||||
31410GAG8 | FNMA POOL # 888407 | 2 | 4,205,451.62 | 4,210,912.57 | 3,802,075.20 | 4,201,911.92 | 9,000.65 | (29,580.66 | ) | — | — | 5 | MON | 15,841.98 | 49,566.95 | 12212015 | 10012017 | |||||||||||||||||
31410GC35 | FNMA POOL # 888490 | 2 | 135,385.08 | 139,091.16 | 135,691.79 | 135,396.11 | 3,695.05 | 26.26 | — | — | 2.398 | MON | 271.16 | 796.86 | 6182007 | 10012017 | ||||||||||||||||||
31410GC50 | FNMA POOL # 888492 | 2 | 66,391.12 | 70,787.48 | 66,265.01 | 66,353.25 | 4,434.23 | (9.28 | ) | — | — | 2.744 | MON | 151.53 | 424.01 | 6182007 | 10012017 | |||||||||||||||||
31410GDC4 | FNMA POOL # 888499 | 2 | 448,994.25 | 473,956.32 | 451,516.93 | 449,244.84 | 24,711.48 | 199.99 | — | — | 2.493 | MON | 938.03 | 2,944.63 | 2222012 | 10012017 | ||||||||||||||||||
31410GDF7 | FNMA POOL # 888502 | 2 | 62,637.9 | 67,415.66 | 63,452.08 | 62,747.67 | 4,667.99 | 34.57 | — | — | 2.098 | MON | 110.94 | 315.3 | 6182007 | 10012017 | ||||||||||||||||||
31410GDL4 | FNMA POOL # 888507 | 2 | 254,082.84 | 268,780.45 | 258,530.55 | 254,522.2 | 14,258.25 | 133.46 | — | — | 2.61 | MON | 562.3 | 1,682.39 | 6182007 | 10012017 | ||||||||||||||||||
31410GDM2 | FNMA POOL # 888508 | 2 | 314,400.9 | 335,714.9 | 318,796.56 | 314,819.93 | 20,894.97 | 100.58 | — | — | 2.753 | MON | 731.37 | 1,981.05 | 6182007 | 10012017 | ||||||||||||||||||
31410GDQ3 | FNMA POOL # 888511 | 2 | 44,233.47 | 46,747.63 | 44,635.26 | 44,269.83 | 2,477.8 | 25.97 | — | — | 2.533 | MON | 94.22 | 286.91 | 6182007 | 10012017 | ||||||||||||||||||
31410GDS9 | FNMA POOL # 888513 | 2 | 72,362.69 | 78,099.94 | 72,741.60 | 72,389.98 | 5,709.96 | 28.21 | — | — | 2.785 | MON | 168.76 | 506.4 | 6182007 | 10012017 | ||||||||||||||||||
31410GDX8 | FNMA POOL # 888518 | 2 | 78,904.98 | 82,976 | 79,158.45 | 78,917.23 | 4,058.77 | 0.86 | — | — | 2.733 | MON | 180.28 | 480.33 | 6182007 | 10012017 |
31410GDY6 | FNMA POOL # 888519 | 2 | 38,701.07 | 41,931.97 | 39,365.63 | 38,763.96 | 3,168.01 | 24.43 | — | — | 2.503 | MON | 82.11 | 249.73 | 6182007 | 10012017 | ||||||||||||||||||
31410GDZ3 | FNMA POOL # 888520 | 2 | 481,011.19 | 503,800.52 | 484,077.00 | 481,342.7 | 22,457.82 | 176.98 | — | — | 2.316 | MON | 934.27 | 2,912.8 | 6182007 | 10012017 | ||||||||||||||||||
31410GD83 | FNMA POOL # 888527 | 2 | 13,979.34 | 15,266.56 | 14,242.67 | 14,004.02 | 1,262.54 | 19.04 | — | — | 2.656 | MON | 31.52 | 94.32 | 6182007 | 10012017 | ||||||||||||||||||
31410GPR8 | FNMA POOL # 888832 | 2 | 1,224,011.39 | 1,354,484.26 | 1,177,110.88 | 1,220,460.73 | 134,023.53 | (4,193.40 | ) | — | — | 6.5 | MON | 6,376.02 | 20,204.76 | 1252008 | 10012017 | |||||||||||||||||
31410G4F7 | FNMA POOL # 889222 | 2 | 734,171.58 | 735,436.6 | 664,033.08 | 733,206.78 | 2,229.82 | (3,475.56 | ) | — | — | 5 | MON | 2,766.8 | 4,535.19 | 1042016 | 10012017 | |||||||||||||||||
31410LK84 | FNMA POOL # 890519 | 2 | 945,274.54 | 982,830.02 | 863,202.82 | 943,003.88 | 39,826.14 | (5,639.92 | ) | — | — | 6 | MON | 4,316.01 | 13,498.05 | 10232013 | 10012017 | |||||||||||||||||
31411DA33 | FNMA POOL # 904626 | 2 | 416,737.32 | 431,513.87 | 414,760.73 | 416,459.63 | 15,054.24 | (165.58 | ) | — | — | 2.605 | MON | 900.38 | 2,800.14 | 12132006 | 10012017 | |||||||||||||||||
31411GUY6 | FNMA POOL # 907899 | 2 | 1,211,538.6 | 1,254,040.07 | 1,201,587.94 | 1,210,241.85 | 43,798.22 | 14.64 | — | — | 2.594 | MON | 2,597.43 | 7,793.02 | 12142006 | 10012017 | ||||||||||||||||||
31411KCZ4 | FNMA POOL # 910088 | 2 | 1,062,562.28 | 1,204,405.5 | 1,052,693.28 | 1,061,590.24 | 142,815.26 | (929.16 | ) | — | — | 6 | MON | 5,263.47 | 16,728.64 | 3292007 | 10012017 | |||||||||||||||||
31411LEA5 | FNMA POOL # 911029 | 2 | 62,766.18 | 62,625.05 | 59,213.37 | 61,426.7 | 1,198.35 | (1,103.05 | ) | — | — | 5.5 | MON | 271.39 | 984.91 | 9292009 | 10012017 | |||||||||||||||||
31411WPJ0 | FNMA POOL # 916725 | 2 | 692,531.02 | 694,003.46 | 654,488.83 | 690,750.02 | 3,253.44 | (2,317.55 | ) | — | — | 2.649 | MON | 1,444.78 | 4,383.88 | 2142012 | 10012017 | |||||||||||||||||
31412LMG2 | FNMA POOL # 928359 | 2 | 66,793.15 | 66,642.97 | 63,012.40 | 65,364.02 | 1,278.95 | (343.17 | ) | — | — | 5.5 | MON | 288.81 | 938.24 | 9292009 | 10012017 | |||||||||||||||||
31412LQN3 | FNMA POOL # 928461 | 2 | 146,013.76 | 145,688.21 | 137,751.42 | 143,025.33 | 2,662.88 | (521.04 | ) | — | — | 5.5 | MON | 631.36 | 1,954.85 | 9292009 | 10012017 | |||||||||||||||||
31412LVF4 | FNMA POOL # 928614 | 2 | 791,789.6 | 788,034.65 | 745,104.16 | 775,348.39 | 12,686.26 | (3,505.02 | ) | — | — | 5.5 | MON | 3,415.06 | 10,717.77 | 10212009 | 10012017 | |||||||||||||||||
31412SRH0 | FNMA POOL # 933488 | 2 | 240,570.13 | 242,433.41 | 229,182.62 | 236,840.94 | 5,592.47 | (1,147.92 | ) | — | — | 5 | MON | 954.93 | 3,041.74 | 9292009 | 10012017 | |||||||||||||||||
31414ARA2 | FNMA POOL # 960481 | 2 | 492,130.85 | 488,411.33 | 468,835.58 | 484,344.99 | 4,066.34 | (1,256.57 | ) | — | — | 5 | MON | 1,953.48 | 6,016.78 | 9292009 | 10012017 | |||||||||||||||||
31414CRJ9 | FNMA POOL # 962289 | 2 | 612,429.17 | 617,172.6 | 583,439.52 | 602,909.62 | 14,262.98 | (1,727.93 | ) | — | — | 5 | MON | 2,431 | 7,541.14 | 9292009 | 10012017 | |||||||||||||||||
31414GD22 | FNMA POOL # 965521 | 2 | 68,616.7 | 68,462.43 | 64,732.74 | 67,358.78 | 1,103.65 | (878.77 | ) | — | — | 5.5 | MON | 296.69 | 1,063.77 | 9292009 | 10012017 | |||||||||||||||||
31414NB45 | FNMA POOL # 970859 | 2 | 637,359.95 | 641,341.8 | 606,287.69 | 628,160.33 | 13,181.47 | (2,673.11 | ) | — | — | 5 | MON | 2,526.2 | 8,020.2 | 10212009 | 10012017 | |||||||||||||||||
31414RB79 | FNMA POOL # 973562 | 2 | 557,420.51 | 571,307.52 | 525,868.41 | 547,742.62 | 23,564.9 | (3,784.15 | ) | — | — | 5.5 | MON | 2,410.23 | 8,097.22 | 9292009 | 10012017 | |||||||||||||||||
31415MDG7 | FNMA POOL # 984003 | 2 | 958,640.75 | 1,107,482.21 | 987,494.10 | 960,212.23 | 147,269.98 | 311.31 | — | — | 5.5 | MON | 4,526.01 | 13,631.75 | 7252008 | 10012017 | ||||||||||||||||||
31415MFS9 | FNMA POOL # 984077 | 2 | 413,938.02 | 417,144.09 | 394,344.06 | 407,391.06 | 9,753.03 | (1,548.22 | ) | — | — | 5 | MON | 1,643.1 | 5,169.85 | 9292009 | 10012017 | |||||||||||||||||
31416BLV8 | FNMA POOL # 995040 | 2 | 284,023.14 | 285,797.55 | 270,176.59 | 279,519.47 | 6,278.08 | (1,312.09 | ) | — | — | 5 | MON | 1,125.74 | 3,607.95 | 10212009 | 10012017 | |||||||||||||||||
31416BSE9 | FNMA POOL # 995217 | 2 | 621,606.57 | 619,676.9 | 585,918.19 | 611,180.19 | 8,496.71 | (3,435.08 | ) | — | — | 5.5 | MON | 2,685.46 | 8,597.98 | 10212009 | 10012017 | |||||||||||||||||
31416BSX7 | FNMA POOL # 995234 | 2 | 615,600.21 | 597,352.16 | 573,318.00 | 595,754.44 | 1,597.72 | (6,278.54 | ) | — | — | 5 | MON | 2,388.83 | 8,143.49 | 11102011 | 10012017 | |||||||||||||||||
31416B4M7 | FNMA POOL # 995528 | 2 | 651,027.77 | 651,174.71 | 626,647.28 | 641,698.26 | 9,476.45 | (2,264.28 | ) | — | — | 5 | MON | 2,611.03 | 8,327.07 | 3202009 | 10012017 | |||||||||||||||||
31416B4N5 | FNMA POOL # 995529 | 2 | 1,367,444.82 | 1,392,910.25 | 1,317,027.39 | 1,348,964.55 | 43,945.7 | (4,357.89 | ) | — | — | 5.5 | MON | 6,036.38 | 19,108.05 | 2272009 | 10012017 | |||||||||||||||||
31416B4P0 | FNMA POOL # 995530 | 2 | 703,371.94 | 710,996.03 | 674,495.13 | 691,415.78 | 19,580.25 | (2,257.23 | ) | — | — | 5.5 | MON | 3,091.44 | 9,802.97 | 3202009 | 10012017 | |||||||||||||||||
31416B7J1 | FNMA POOL # 995597 | 2 | 75,104.99 | 74,936.12 | 70,853.76 | 73,897.15 | 1,038.97 | (382.60 | ) | — | — | 5.5 | MON | 324.75 | 1,035.33 | 9292009 | 10012017 | |||||||||||||||||
31416CME3 | FNMA POOL # 995957 | 2 | 1,391,208.59 | 1,398,600.83 | 1,322,156.88 | 1,372,051.64 | 26,549.19 | (5,895.87 | ) | — | — | 5 | MON | 5,508.99 | 17,433.62 | 9282009 | 10012017 | |||||||||||||||||
31416MZC1 | FNMA POOL # AA4338 | 2 | 1,175,799.43 | 1,188,975.79 | 1,092,813.88 | 1,172,030.94 | 16,944.85 | (11,536.85 | ) | — | — | 4.5 | MON | 4,098.05 | 13,401.55 | 3212013 | 10012017 | |||||||||||||||||
31416PM61 | FNMA POOL # AA5780 | 2 | 1,724,267.77 | 1,727,534.33 | 1,587,814.92 | 1,722,465.96 | 5,068.37 | (4,626.65 | ) | — | — | 4.5 | MON | 5,954.3 | 4,051.71 | 1222016 | 10012017 | |||||||||||||||||
31416TL49 | FNMA POOL # AA9346 | 2 | 4,987,586.58 | 5,435,845.92 | 4,934,496.87 | 4,982,597.54 | 453,248.38 | (2,743.85 | ) | — | — | 4.5 | MON | 18,504.37 | 57,133.4 | 2022010 | 10012017 | |||||||||||||||||
31417AP60 | FNMA POOL # AB4044 | 2 | 4,227,745.6 | 4,337,024.64 | 4,104,607.39 | 4,223,401.9 | 113,622.74 | (2,686.30 | ) | — | — | 3.5 | MON | 11,971.77 | 36,338.97 | 6272014 | 10012017 |
31417CS30 | FNMA POOL # AB5937 | 2 | 460,419.59 | 462,214.5 | 440,263.75 | 459,954.51 | 2,259.99 | (507.73 | ) | — | — | 3.5 | MON | 1,284.1 | 3,904.23 | 2192015 | 10012017 | |||||||||||||||||
31417C7C3 | FNMA POOL # AB6290 | 2 | 4,589,404.63 | 4,610,771.95 | 4,400,987.36 | 4,587,499.15 | 23,272.8 | (1,905.48 | ) | — | — | 3 | MON | 11,002.46 | (5,867.98 | ) | 3072016 | 10012017 | ||||||||||||||||
31417FQC5 | FNMA POOL # AB8550 | 2 | 1,796,130.45 | 1,790,419.88 | 1,735,719.28 | 1,787,104.25 | 3,315.63 | (2,994.27 | ) | — | — | 2.5 | MON | 3,616.08 | 11,147.43 | 3132013 | 10012017 | |||||||||||||||||
31417FX94 | FNMA POOL # AB8803 | 2 | 15,053.47 | 14,855.15 | 14,199.31 | 14,939.39 | (84.24 | ) | (54.97 | ) | — | — | 3 | MON | 35.5 | 109.24 | 4292013 | 10012017 | ||||||||||||||||
31417F2Y3 | FNMA POOL # AB8890 | 2 | 19,591.06 | 19,332.94 | 18,479.41 | 19,441.7 | (108.76 | ) | (55.64 | ) | — | — | 3 | MON | 46.2 | 142.1 | 4292013 | 10012017 | ||||||||||||||||
31417G5T9 | FNMA POOL # AB9857 | 2 | 9,861,231.1 | 10,154,787.35 | 9,844,311.19 | 9,860,922.73 | 293,864.62 | (550.02 | ) | — | — | 3 | MON | 24,610.78 | 74,785.62 | 12152015 | 10012017 | |||||||||||||||||
31417WKV2 | FNMA POOL # AC9307 | 2 | 1,000,526.86 | 1,008,134.04 | 924,274.23 | 999,705.92 | 8,428.12 | (6,311.66 | ) | — | — | 4.5 | MON | 3,466.03 | 5,819.59 | 1042016 | 10012017 | |||||||||||||||||
31419ALC9 | FNMA POOL # AE0322 | 2 | 629,533.3 | 608,069.43 | 580,549.45 | 615,232.11 | (7,162.68 | ) | (5,939.03 | ) | — | — | 5 | MON | 2,418.96 | 7,864.75 | 2262013 | 10012017 | ||||||||||||||||
31419BBT1 | FNMA POOL # AE0949 | 2 | 2,464,220.11 | 2,490,262.97 | 2,324,393.33 | 2,457,390.75 | 32,872.22 | (5,974.42 | ) | — | — | 4 | MON | 7,747.98 | 23,849.61 | 5022012 | 10012017 | |||||||||||||||||
3138A7Q76 | FNMA POOL # AH5877 | 2 | 506,584.28 | 499,224.87 | 472,615.07 | 502,359.96 | (3,135.09 | ) | (2,218.70 | ) | — | — | 4 | MON | 1,575.38 | 4,922.31 | 12172013 | 10012017 | ||||||||||||||||
3138A9YZ1 | FNMA POOL # AH7927 | 2 | 1,262,067.26 | 1,290,177.35 | 1,219,204.58 | 1,253,830.48 | 36,346.87 | (3,103.35 | ) | — | — | 3.5 | MON | 3,556.02 | 11,095.58 | 8032011 | 10012017 | |||||||||||||||||
3138AP6W3 | FNMA POOL # AI9884 | 2 | 3,115,537.98 | 3,140,443.44 | 2,871,877.15 | 3,110,590.81 | 29,852.63 | (3,506.10 | ) | — | — | 4.5 | MON | 10,769.53 | 32,524.06 | 8152014 | 10012017 | |||||||||||||||||
3138E9KT6 | FNMA POOL # AK4805 | 2 | 71,131.32 | 71,441.09 | 68,190.61 | 70,625.99 | 815.1 | (197.71 | ) | — | — | 3 | MON | 170.48 | 541.2 | 4242012 | 10012017 | |||||||||||||||||
3138E9L40 | FNMA POOL # AK4846 | 2 | 1,706,436.61 | 1,713,867.83 | 1,635,888.90 | 1,694,351.87 | 19,515.96 | (3,221.45 | ) | — | — | 3 | MON | 4,089.72 | 12,592.06 | 4242012 | 10012017 | |||||||||||||||||
3138ECD91 | FNMA POOL # AK7327 | 2 | 3,331,058.51 | 3,341,440.37 | 3,118,603.64 | 3,327,899.88 | 13,540.49 | (10,122.09 | ) | — | — | 4 | MON | 10,395.34 | 32,068.91 | 12012015 | 10012017 | |||||||||||||||||
3138EGHT4 | FNMA POOL # AL0241 | 2 | 3,211,599.66 | 3,222,127.31 | 3,009,625.57 | 3,200,962.12 | 21,165.19 | (9,565.67 | ) | — | — | 4 | MON | 10,032.08 | 31,198.41 | 2272013 | 10012017 | |||||||||||||||||
3138EJPG7 | FNMA POOL # AL2222 | 2 | 624,063.85 | 616,985.19 | 588,913.10 | 618,079.99 | (1,094.8 | ) | (1,687.15 | ) | — | — | 3 | MON | 1,472.28 | 4,526.65 | 8072012 | 10012017 | ||||||||||||||||
3138EJRA8 | FNMA POOL # AL2280 | 2 | 2,439,742.57 | 2,466,302.15 | 2,261,147.26 | 2,436,255.14 | 30,047.01 | (11,554.87 | ) | — | — | 4.5 | MON | 8,479.3 | 26,458.99 | 9152014 | 10012017 | |||||||||||||||||
3138EKVP7 | FNMA POOL # AL3321 | 2 | 4,201,570.94 | 4,284,280.89 | 4,084,151.56 | 4,198,110.42 | 86,170.47 | (5,307.46 | ) | — | — | 3.5 | MON | 11,912.11 | 36,611.94 | 6272014 | 10012017 | |||||||||||||||||
3138ELZ63 | FNMA POOL # AL4364 | 2 | 1,256,695.61 | 1,260,037.79 | 1,188,189.09 | 1,255,560.64 | 4,477.15 | (2,605.17 | ) | — | — | 3.593 | MON | 3,562.59 | 10,977.36 | 2102014 | 10012017 | |||||||||||||||||
3138EMCW9 | FNMA POOL # AL4584 | 2 | 264,184.17 | 257,215.88 | 246,038.83 | 262,280.96 | (5,065.08 | ) | (1,903.14 | ) | — | — | 4.5 | MON | 922.65 | 2,949.83 | 12122013 | 10012017 | ||||||||||||||||
3138ENXH7 | FNMA POOL # AL6079 | 2 | 4,648,664.37 | 4,658,228.3 | 4,390,062.25 | 4,642,874.88 | 15,353.42 | (5,027.54 | ) | — | — | 3.5 | MON | 12,804.35 | 38,826.72 | 1122015 | 10012017 | |||||||||||||||||
3138ENZV4 | FNMA POOL # AL6155 | 2 | 2,952,949.81 | 2,962,885.99 | 2,751,328.98 | 2,949,991.71 | 12,894.28 | (4,581.48 | ) | — | — | 4 | MON | 9,171.1 | 27,981.15 | 3162015 | 10012017 | |||||||||||||||||
3138EN7C7 | FNMA POOL # AL6290 | 2 | 9,860,324.91 | 9,939,780.72 | 9,337,981.56 | 9,848,033.98 | 91,746.74 | (35,890.57 | ) | — | — | 3.5 | MON | 27,235.78 | 84,925.48 | 12022015 | 10012017 | |||||||||||||||||
3138EP4F8 | FNMA POOL # AL7121 | 2 | 5,095,520.64 | 5,107,998 | 4,968,210.25 | 5,095,520.64 | 12,477.36 | — | — | — | 3 | MON | 4,968.21 | (4,968.21 | ) | 3302016 | 10012017 | |||||||||||||||||
3138EQD41 | FNMA POOL # AL7322 | 2 | 1,877,292.03 | 1,900,042.16 | 1,817,375.43 | 1,876,445.42 | 23,596.74 | (1,892.00 | ) | — | — | 3 | MON | 4,543.44 | 6,442.35 | 1042016 | 10012017 | |||||||||||||||||
3138EQJ78 | FNMA POOL # AL7485 | 2 | 9,703,241.73 | 9,566,798.53 | 9,121,731.37 | 9,691,404.3 | (124,605.77 | ) | (42,891.64 | ) | — | — | 4 | MON | 30,405.77 | 94,985.92 | 12022015 | 10012017 | ||||||||||||||||
3138ETCE4 | FNMA POOL # AL8168 | 2 | 1,712,952.7 | 1,714,406.49 | 1,600,189.35 | 1,712,935.91 | 1,470.58 | (16.79 | ) | — | — | 4 | MON | 5,333.97 | (5,156.17 | ) | 3242016 | 10012017 | ||||||||||||||||
3138LURE7 | FNMA POOL # AO4084 | 2 | 1,027,025.47 | 1,022,675.28 | 966,896.59 | 1,017,692.64 | 4,982.64 | (4,705.03 | ) | — | — | 3.5 | MON | 2,820.12 | 8,862.51 | 1242013 | 10012017 | |||||||||||||||||
3138LYPM3 | FNMA POOL # AO7627 | 2 | 1,017,177.89 | 1,026,837.07 | 980,117.21 | 1,013,894.36 | 12,942.71 | (1,241.86 | ) | — | — | 3 | MON | 2,450.29 | 7,452.58 | 8152014 | 10012017 | |||||||||||||||||
3138M0AK6 | FNMA POOL # AO8109 | 2 | 9,290,655.96 | 9,397,475.27 | 8,948,111.06 | 9,286,308.92 | 111,166.35 | (6,204.32 | ) | — | — | 3.5 | MON | 26,098.66 | 78,862.88 | 11052015 | 10012017 | |||||||||||||||||
3138M5GL7 | FNMA POOL # AP2002 | 2 | 421,462.57 | 417,771.88 | 395,044.01 | 415,100.29 | 2,671.59 | (1,574.03 | ) | — | — | 3.5 | MON | 1,152.21 | 3,568.78 | 5132013 | 10012017 | |||||||||||||||||
3138M8DS9 | FNMA POOL # AP4612 | 2 | 2,288,488.4 | 2,292,928.73 | 2,142,528.65 | 2,286,783.51 | 6,145.22 | (2,135.14 | ) | — | — | 4 | MON | 7,141.76 | 21,573.64 | 12012015 | 10012017 | |||||||||||||||||
3138M8YB3 | FNMA POOL # AP5205 | 2 | 4,345,742.91 | 4,324,442.58 | 4,189,929.87 | 4,320,272.75 | 4,169.83 | (6,809.26 | ) | — | — | 2.5 | MON | 8,729.02 | 26,782 | 9062012 | 10012017 |
3138MBWZ5 | FNMA POOL # AP7863 | 2 | 475,316.6 | 471,154.28 | 445,522.27 | 468,217.54 | 2,936.74 | (2,067.84 | ) | — | — | 3.5 | MON | 1,299.44 | 4,071.86 | 5132013 | 10012017 | |||||||||||||||||
3138MRLL3 | FNMA POOL # AQ9330 | 2 | 2,157,647.92 | 2,147,392.69 | 2,044,709.64 | 2,153,347.96 | (5,955.27 | ) | (4,077.37 | ) | — | — | 3.5 | MON | 5,963.74 | 18,293.4 | 2252013 | 10012017 | ||||||||||||||||
3138W4AB7 | FNMA POOL # AR6301 | 2 | 18,354.23 | 18,112.38 | 17,312.74 | 18,216.95 | (104.57 | ) | (31.32 | ) | — | — | 3 | MON | 43.28 | 131.55 | 4292013 | 10012017 | ||||||||||||||||
3138W9AS9 | FNMA POOL # AS0016 | 2 | 4,648,228.74 | 4,776,774.25 | 4,646,050.92 | 4,648,112.02 | 128,662.23 | (79.70 | ) | — | — | 3 | MON | 11,615.13 | 35,177.74 | 11122015 | 10012017 | |||||||||||||||||
3138W9A26 | FNMA POOL # AS0024 | 2 | 3,394,298.38 | 3,451,049.56 | 3,289,447.24 | 3,393,809.82 | 57,239.74 | (4,814.98 | ) | — | — | 3.5 | MON | 9,594.22 | 29,571.06 | 12222015 | 10012017 | |||||||||||||||||
3138W9GM6 | FNMA POOL # AS0203 | 2 | 1,886,070.25 | 1,906,530.03 | 1,848,239.10 | 1,885,204.88 | 21,325.15 | (945.79 | ) | — | — | 3 | MON | 4,620.6 | 14,054.68 | 3162015 | 10012017 | |||||||||||||||||
3138W9KP4 | FNMA POOL # AS0301 | 2 | 3,441,895.44 | 3,531,014.03 | 3,434,382.73 | 3,441,824.78 | 89,189.25 | (224.61 | ) | — | — | 3 | MON | 8,585.96 | 26,117.28 | 12222015 | 10012017 | |||||||||||||||||
3138W9LM0 | FNMA POOL # AS0331 | 2 | 2,031,891.96 | 2,116,845.75 | 2,058,915.21 | 2,032,538.61 | 84,307.14 | 478.59 | — | — | 3 | MON | 5,147.29 | 15,589.73 | 9092014 | 10012017 | ||||||||||||||||||
3138W9VQ0 | FNMA POOL # AS0622 | 2 | 1,587,110.75 | 1,599,776.03 | 1,524,236.00 | 1,580,120.47 | 19,655.56 | (3,281.27 | ) | — | — | 3 | MON | 3,810.59 | 11,747.36 | 10232013 | 10012017 | |||||||||||||||||
3138WAJB4 | FNMA POOL # AS1157 | 2 | 4,250,786.84 | 4,298,684.11 | 4,108,901.35 | 4,236,942.99 | 61,741.12 | (7,971.29 | ) | — | — | 3 | MON | 10,272.25 | 32,054 | 11262013 | 10012017 | |||||||||||||||||
3138WAWT0 | FNMA POOL # AS1557 | 2 | 4,205,237.43 | 4,262,709.21 | 3,961,365.85 | 4,199,271.37 | 63,437.84 | (9,728.92 | ) | — | — | 4 | MON | 13,204.55 | 40,585.61 | 6272014 | 10012017 | |||||||||||||||||
3138WCAD5 | FNMA POOL # AS2703 | 2 | 4,343,809.44 | 4,404,256.7 | 4,092,504.10 | 4,337,958.14 | 66,298.56 | (8,440.92 | ) | — | — | 4 | MON | 13,641.68 | 41,710.69 | 6272014 | 10012017 | |||||||||||||||||
3138WCAV5 | FNMA POOL # AS2719 | 2 | 6,149,752.38 | 6,224,361.36 | 5,779,927.35 | 6,142,255.24 | 82,106.12 | (17,821.59 | ) | — | — | 4 | MON | 19,266.42 | 59,616.92 | 8152014 | 10012017 | |||||||||||||||||
3138WCFK4 | FNMA POOL # AS2869 | 2 | 811,776.78 | 824,899.5 | 785,867.72 | 809,821.63 | 15,077.87 | (1,341.07 | ) | — | — | 3 | MON | 1,964.67 | 6,055.85 | 9122014 | 10012017 | |||||||||||||||||
3138WCPT4 | FNMA POOL # AS3133 | 2 | 3,630,173.51 | 3,723,334.66 | 3,527,651.16 | 3,627,483.88 | 95,850.78 | (2,563.48 | ) | — | — | 3.5 | MON | 10,288.99 | 31,298.18 | 8132014 | 10012017 | |||||||||||||||||
3138WCZ63 | FNMA POOL # AS3464 | 2 | 2,182,745.22 | 2,194,819.84 | 2,088,439.13 | 2,176,930.55 | 17,889.29 | (4,847.70 | ) | — | — | 3 | MON | 5,221.1 | 16,094.12 | 11242014 | 10012017 | |||||||||||||||||
3138WDKR1 | FNMA POOL # AS3903 | 2 | 3,215,652.22 | 3,211,123.56 | 3,004,404.99 | 3,212,352.78 | (1,229.22 | ) | (7,182.70 | ) | — | — | 4 | MON | 10,014.68 | 30,664.58 | 4132015 | 10012017 | ||||||||||||||||
3138WDUJ8 | FNMA POOL # AS4184 | 2 | 10,724,673.43 | 10,831,066.49 | 10,123,585.54 | 10,719,833.28 | 111,233.21 | (41,099.39 | ) | — | — | 4 | MON | 33,745.29 | 105,444.05 | 12172015 | 10012017 | |||||||||||||||||
3138WD3H2 | FNMA POOL # AS4399 | 2 | 466,554.47 | 469,374.38 | 457,196.10 | 466,389.87 | 2,984.51 | (170.48 | ) | — | — | 3 | MON | 1,142.99 | 3,467.5 | 2112015 | 10012017 | |||||||||||||||||
3138WD4J7 | FNMA POOL # AS4424 | 2 | 1,716,037.02 | 1,730,734.75 | 1,616,996.02 | 1,714,495.76 | 16,238.99 | (3,188.00 | ) | — | — | 4 | MON | 5,389.99 | 16,551.37 | 12092015 | 10012017 | |||||||||||||||||
3138WEF79 | FNMA POOL # AS4689 | 2 | 2,920,408.71 | 2,964,863.91 | 2,882,574.89 | 2,919,460.44 | 45,403.47 | (1,573.72 | ) | — | — | 2.5 | MON | 6,005.36 | 18,339.22 | 11062015 | 10012017 | |||||||||||||||||
3138WEKK4 | FNMA POOL # AS4797 | 2 | 4,566,376.32 | 4,549,285.19 | 4,335,703.37 | 4,562,390.49 | (13,105.3 | ) | (4,644.77 | ) | — | — | 3.5 | MON | 12,645.8 | 38,368.11 | 4102015 | 10012017 | ||||||||||||||||
3138WEW88 | FNMA POOL # AS5170 | 2 | 2,390,631.12 | 2,434,532.92 | 2,362,210.38 | 2,390,281.37 | 44,251.55 | (293.20 | ) | — | — | 3 | MON | 5,905.53 | 17,787.26 | 11032015 | 10012017 | |||||||||||||||||
3138WE3P2 | FNMA POOL # AS5305 | 2 | 3,808,714.86 | 3,847,088.56 | 3,679,917.73 | 3,805,845.84 | 41,242.72 | (6,119.15 | ) | — | — | 3 | MON | 9,199.79 | 28,203.78 | 11122015 | 10012017 | |||||||||||||||||
3138WFHS8 | FNMA POOL # AS5640 | 2 | 2,096,415.15 | 2,099,109.24 | 1,993,322.97 | 2,095,771.56 | 3,337.68 | (643.59 | ) | — | — | 3.5 | MON | 5,813.86 | (2,519.34 | ) | 2182016 | 10012017 | ||||||||||||||||
3138WFPA8 | FNMA POOL # AS5816 | 2 | 2,228,535.01 | 2,238,061.41 | 2,130,976.91 | 2,227,415.02 | 10,646.39 | (1,623.75 | ) | — | — | 3.5 | MON | 6,215.35 | 18,798.85 | 10212015 | 10012017 | |||||||||||||||||
3138WFU79 | FNMA POOL # AS6005 | 2 | 2,829,377.87 | 2,839,769.79 | 2,694,044.00 | 2,829,359.49 | 10,410.3 | (18.38 | ) | — | — | 3.5 | MON | 7,857.63 | (7,595.71 | ) | 3292016 | 10012017 | ||||||||||||||||
3138WFX68 | FNMA POOL # AS6100 | 2 | 3,371,670.46 | 3,436,626.29 | 3,255,686.62 | 3,371,536.61 | 65,089.68 | (1,461.33 | ) | — | — | 3.5 | MON | 9,495.75 | 28,678.56 | 12282015 | 10012017 | |||||||||||||||||
3138WFYQ3 | FNMA POOL # AS6118 | 2 | 2,526,572.93 | 2,547,831.06 | 2,437,086.18 | 2,524,894.07 | 22,936.99 | (2,758.37 | ) | — | — | 3 | MON | 6,092.71 | 18,504.54 | 12112015 | 10012017 | |||||||||||||||||
3138WFZU3 | FNMA POOL # AS6154 | 2 | 10,055,578.45 | 10,131,462.41 | 9,690,664.36 | 10,048,710.55 | 82,751.86 | (13,501.38 | ) | — | — | 3 | MON | 24,226.66 | 73,952.65 | 12022015 | 10012017 | |||||||||||||||||
3138WF6E1 | FNMA POOL # AS6268 | 2 | 2,455,650.01 | 2,504,499.15 | 2,434,349.45 | 2,455,352.9 | 49,146.25 | (748.32 | ) | — | — | 2.5 | MON | 5,071.56 | 15,439.22 | 12232015 | 10012017 | |||||||||||||||||
3138WGDX9 | FNMA POOL # AS6417 | 2 | 6,167,093.74 | 6,183,836.3 | 5,914,790.94 | 6,164,286.71 | 19,549.59 | (4,023.38 | ) | — | — | 3 | MON | 14,786.97 | 6,933.86 | 1282016 | 10012017 | |||||||||||||||||
3138WGUC6 | FNMA POOL # AS6878 | 2 | 1,673,750 | 1,678,755.63 | 1,600,000.00 | 1,673,725.46 | 5,030.17 | (24.54 | ) | — | — | 3 | MON | 4,000 | (3,866.67 | ) | 3242016 | 10012017 | ||||||||||||||||
3138WMPS4 | FNMA POOL # AT0432 | 2 | 4,198,770.04 | 4,317,245.77 | 4,199,098.09 | 4,198,684.84 | 118,560.93 | (17.49 | ) | — | — | 3 | MON | 10,497.74 | 32,281.86 | 11122015 | 10012017 |
3138WNBL2 | FNMA POOL # AT0942 | 2 | 4,579,156.05 | 4,716,207.32 | 4,572,012.29 | 4,578,851.71 | 137,355.61 | (274.99 | ) | — | — | 3 | MON | 11,430.03 | 34,865.18 | 6082015 | 10012017 | |||||||||||||||||
3138WPG24 | FNMA POOL # AT2016 | 2 | 1,832,173.14 | 1,835,541.01 | 1,785,308.78 | 1,831,854.92 | 3,686.09 | (318.22 | ) | — | — | 3 | MON | 4,463.27 | (1,934.09 | ) | 2232016 | 10012017 | ||||||||||||||||
3138WPLC6 | FNMA POOL # AT2122 | 2 | 12,599.5 | 12,433.49 | 11,884.56 | 12,504.92 | (71.43 | ) | (118.15 | ) | — | — | 3 | MON | 29.71 | 95.64 | 4292013 | 10012017 | ||||||||||||||||
3138WQAV4 | FNMA POOL # AT2719 | 2 | 9,697,566.17 | 10,008,436.72 | 9,673,382.72 | 9,697,201.04 | 311,235.68 | (802.12 | ) | — | — | 3 | MON | 24,183.45 | 73,805.6 | 12152015 | 10012017 | |||||||||||||||||
3138WQAW2 | FNMA POOL # AT2720 | 2 | 1,909,836.93 | 1,935,147.19 | 1,875,981.30 | 1,909,048.77 | 26,098.42 | (960.68 | ) | — | — | 3 | MON | 4,689.95 | 14,308.8 | 3112015 | 10012017 | |||||||||||||||||
3138WZTZ5 | FNMA POOL # AU0567 | 2 | 9,941,084.3 | 10,131,613.41 | 9,588,988.61 | 9,938,557.31 | 193,056.1 | (16,563.74 | ) | — | — | 3.5 | MON | 27,967.89 | 86,464.67 | 12172015 | 10012017 | |||||||||||||||||
3138X1ZV1 | FNMA POOL # AU2555 | 2 | 214,507.73 | 214,934.76 | 209,052.76 | 214,476.19 | 458.57 | (31.54 | ) | — | — | 3 | MON | 522.63 | (226.47 | ) | 2232016 | 10012017 | ||||||||||||||||
3138X3EP3 | FNMA POOL # AU3741 | 2 | 4,301,150.06 | 4,415,528.73 | 4,179,043.65 | 4,297,174.74 | 118,353.99 | (6,973.43 | ) | — | — | 3.5 | MON | 12,188.88 | 62,684.85 | 6272014 | 10012017 | |||||||||||||||||
3138X3XM9 | FNMA POOL # AU4283 | 2 | 2,079,153.2 | 2,082,900.39 | 1,971,345.26 | 2,079,153.2 | 3,747.19 | — | — | — | 3.5 | MON | 574.98 | (574.98 | ) | 3302016 | 10012017 | |||||||||||||||||
3138X4HN3 | FNMA POOL # AU4736 | 2 | 2,002,664.68 | 2,049,612.72 | 1,980,997.51 | 2,002,096.64 | 47,516.08 | (244.92 | ) | — | — | 3 | MON | 4,952.5 | 14,920.18 | 3062015 | 10012017 | |||||||||||||||||
3138X9U23 | FNMA POOL # AU9600 | 2 | 1,474,623.18 | 1,487,302.55 | 1,415,355.19 | 1,468,103.07 | 19,199.48 | (1,831.28 | ) | — | — | 3 | MON | 3,538.39 | 10,757.96 | 10232013 | 10012017 | |||||||||||||||||
3138XSFZ5 | FNMA POOL # AW2883 | 2 | 4,407,321.43 | 4,510,203.12 | 4,170,144.45 | 4,401,182.06 | 109,021.06 | (4,805.63 | ) | — | — | 4 | MON | 13,900.49 | 42,055.21 | 6052014 | 10012017 | |||||||||||||||||
3138XYQJ6 | FNMA POOL # AW8556 | 2 | 4,587,164.14 | 4,719,159.02 | 4,447,485.30 | 4,583,346.47 | 135,812.55 | (3,306.40 | ) | — | — | 3.5 | MON | 12,971.83 | 39,606.35 | 8132014 | 10012017 | |||||||||||||||||
3138Y17A7 | FNMA POOL # AX0888 | 2 | 1,057,395.58 | 1,062,063.71 | 992,277.39 | 1,056,492.04 | 5,571.67 | (1,874.99 | ) | — | — | 4 | MON | 3,307.59 | 10,136.46 | 8042015 | 10012017 | |||||||||||||||||
3138Y3X71 | FNMA POOL # AX2501 | 2 | 421,384.16 | 420,422.54 | 393,357.51 | 420,860.53 | (437.99 | ) | (1,501.60 | ) | — | — | 4 | MON | 1,311.19 | 4,069.62 | 2132015 | 10012017 | ||||||||||||||||
3138Y6YG3 | FNMA POOL # AX5210 | 2 | 2,789,417.74 | 2,824,244.01 | 2,592,546.26 | 2,785,981.16 | 38,262.85 | (5,006.46 | ) | — | — | 4 | MON | 8,641.82 | 26,229.79 | 3172015 | 10012017 | |||||||||||||||||
3138Y7HK1 | FNMA POOL # AX5633 | 2 | 254,589.2 | 257,131.61 | 247,417.94 | 254,543.22 | 2,588.39 | (75.84 | ) | — | — | 2.957 | MON | 609.68 | 733.24 | 1202016 | 10012017 | |||||||||||||||||
3138Y7HZ8 | FNMA POOL # AX5647 | 2 | 488,670.85 | 494,053.93 | 475,953.96 | 488,599.27 | 5,454.66 | (664.64 | ) | — | — | 2.904 | MON | 1,151.02 | 1,443.34 | 1202016 | 10012017 | |||||||||||||||||
3138Y8CM0 | FNMA POOL # AX6375 | 2 | 1,934,638.18 | 1,941,656.01 | 1,850,498.30 | 1,932,934.32 | 8,721.69 | (805.44 | ) | — | — | 3.5 | MON | 5,397.29 | 16,259.82 | 3062015 | 10012017 | |||||||||||||||||
3138YGAP7 | FNMA POOL # AY2713 | 2 | 717,818.04 | 717,779.98 | 671,348.16 | 717,571.72 | 208.26 | (4,548.78 | ) | — | — | 4 | MON | 2,237.83 | 7,204.79 | 3272015 | 10012017 | |||||||||||||||||
3138YKH55 | FNMA POOL # AY5651 | 2 | 2,537,087.29 | 2,569,276.32 | 2,457,599.30 | 2,536,114.08 | 33,162.24 | (2,426.99 | ) | — | — | 3 | MON | 6,144 | 18,651.56 | 12232015 | 10012017 | |||||||||||||||||
3138YMJM2 | FNMA POOL # AY7467 | 2 | 851,982.22 | 851,984.95 | 811,985.59 | 851,638.4 | 346.55 | (721.71 | ) | — | — | 3.5 | MON | 2,368.29 | 7,190.22 | 3272015 | 10012017 | |||||||||||||||||
3138YR5T1 | FNMA POOL # AZ0857 | 2 | 7,969,796.62 | 8,216,137.79 | 7,988,519.71 | 7,969,816.19 | 246,321.6 | 235.32 | — | — | 3 | MON | 19,971.3 | 60,382.51 | 7172015 | 10012017 | ||||||||||||||||||
3138YTLY8 | FNMA POOL # AZ2142 | 2 | 2,070,116.71 | 2,073,751.99 | 1,976,392.58 | 2,069,030.54 | 4,721.45 | (2,864.84 | ) | — | — | 3.5 | MON | 5,764.48 | 17,615.08 | 10222015 | 10012017 | |||||||||||||||||
3138YVEY1 | FNMA POOL # AZ3750 | 2 | 5,120,108.25 | 5,123,498.94 | 4,981,558.65 | 5,119,387.08 | 4,111.86 | (721.17 | ) | — | — | 3 | MON | 12,453.9 | (5,396.69 | ) | 2232016 | 10012017 | ||||||||||||||||
3140E1S38 | FNMA POOL # AZ8637 | 2 | 8,845,756.9 | 9,017,532.5 | 8,542,756.01 | 8,845,435.41 | 172,097.09 | (7,204.70 | ) | — | — | 3.5 | MON | 24,916.37 | 76,137.08 | 12282015 | 10012017 | |||||||||||||||||
3140E9AM8 | FNMA POOL # BA4511 | 2 | 775,795.59 | 778,571.69 | 742,018.97 | 775,495.64 | 3,076.05 | (299.95 | ) | — | — | 3.5 | MON | 2,164.22 | (937.82 | ) | 3022016 | 10012017 | ||||||||||||||||
3140EUEE5 | FNMA POOL # BC0132 | 2 | 2,467,106.17 | 2,504,655.04 | 2,438,153.10 | 2,466,517.25 | 38,137.79 | (1,076.93 | ) | — | — | 2.5 | MON | 5,079.49 | 15,476.32 | 12102015 | 10012017 | |||||||||||||||||
3140EUEF2 | FNMA POOL # BC0133 | 2 | 5,087,137.76 | 5,140,787.17 | 4,917,336.00 | 5,084,019.99 | 56,767.18 | (4,420.63 | ) | — | — | 3 | MON | 12,293.34 | 37,303.42 | 12102015 | 10012017 | |||||||||||||||||
3140EUFH7 | FNMA POOL # BC0167 | 2 | 7,847,917.65 | 7,900,846.68 | 7,502,677.28 | 7,846,905.04 | 53,941.64 | (3,190.21 | ) | — | — | 3.5 | MON | 21,882.82 | 23,419.75 | 1262016 | 10012017 | |||||||||||||||||
3140EULG2 | FNMA POOL # BC0326 | 2 | 5,897,305.58 | 6,005,764.02 | 5,723,802.80 | 5,896,056.19 | 109,707.83 | (2,618.43 | ) | — | — | 3.5 | MON | 16,694.42 | 50,535.15 | 12162015 | 10012017 | |||||||||||||||||
31418AMK1 | FNMA POOL # MA1261 | 2 | 499,589.08 | 498,770.03 | 474,915.70 | 493,727.17 | 5,042.86 | (1,949.18 | ) | — | — | 3 | MON | 1,187.29 | 3,718.5 | 2132013 | 10012017 | |||||||||||||||||
31418BDN3 | FNMA POOL # MA1908 | 2 | 6,583,667.1 | 6,615,881.62 | 6,079,277.08 | 6,579,898.25 | 35,983.37 | (17,419.17 | ) | — | — | 4.5 | MON | 22,797.29 | 69,494.77 | 12172015 | 10012017 | |||||||||||||||||
3138ATD31 | FNMA POOL# AJ1921 | 2 | 364,921.16 | 372,998.91 | 341,971.67 | 363,838.66 | 9,160.25 | (832.88 | ) | — | — | 4.5 | MON | 1,282.39 | 3,950.99 | 9202011 | 10012017 |
3138EBG33 | FNMA POOL#AK6517 | 2 | 972,534.39 | 975,862.66 | 930,376.70 | 964,665.72 | 11,196.94 | (2,051.99 | ) | — | — | 3 | MON | 2,325.94 | 7,136.59 | 4242012 | 10012017 | |||||||||||||||||
3135G0H63 | FNMA SENIOR AGENCY BND | 1,748,915 | 1,773,082.5 | 1,750,000.00 | 1,748,991.87 | 38,150.82 | (57.75 | ) | — | — | 1.375 | JJ | 4,210.94 | 2,264.92 | 1062016 | 7302022 | ||||||||||||||||||
3135G0E33 | FNMA SENIOR AGENCY BND | 4,990,850 | 5,031,349.55 | 5,000,000.00 | 4,993,198.73 | 24,090.63 | 726.58 | — | — | 1.125 | JJ | 11,093.75 | 28,125 | 6042015 | 2282018 | |||||||||||||||||||
3136ALY88 | FNMA SENIOR AGENCY CMO _14-83-P | 2 | 5,501,811.56 | 5,580,533.4 | 5,324,602.14 | 5,498,387.04 | 82,146.36 | (6,926.03 | ) | — | — | 3 | MON | 13,311.5 | 20,684.48 | 1122016 | 5012027 | |||||||||||||||||
3136AMM71 | FNMA SUB CMBS_15-M4 X2 | 2,4 | 921,015.51 | 774,690.29 | 27,316,300.83 | 823,301.11 | (48,610.82 | ) | (34,842.33 | ) | — | — | 0.666 | MON | 13,092.02 | 41,497.93 | 3132015 | 10182016 | ||||||||||||||||
31398SKX0 | FNMA_10-142 AGENCY CMO 10-142 FM | 2 | 402,449.55 | 401,497.48 | 401,445.93 | 402,433.67 | (936.19 | ) | (58.09 | ) | — | — | 0.903 | MON | 60.42 | 931.76 | 8152013 | 10012017 | ||||||||||||||||
3136A7TE2 | FNMA_12-91 AGENCY CMO 12-91 | 2 | 2,712,225.64 | 2,852,094.81 | 2,813,833.15 | 2,715,120.64 | 136,974.17 | 6,558.31 | — | — | 2 | MON | 4,689.72 | 14,702.8 | 8012012 | 5152019 | ||||||||||||||||||
3136AFA95 | FNMA_13-81 AGENCY CMO 13-81 UF | 2 | 1,262,819.22 | 1,260,784.7 | 1,263,806.58 | 1,263,001.03 | (2,216.33 | ) | 46.13 | — | — | 0.683 | MON | 143.87 | 2,198.09 | 8132013 | 2202045 | |||||||||||||||||
3136A9LX4 | FNR AGENCY CMO_12-114-DB | 2 | 2,403,103.79 | 2,481,050.45 | 2,504,615.88 | 2,414,215.14 | 66,835.31 | 8,496.85 | — | — | 1.75 | MON | 3,652.56 | 11,330.78 | 1112013 | 4242019 | ||||||||||||||||||
BRSY82QB1 | FOCUSVISION WORLDWIDE INC SECURED TERM L | 935,998.46 | 931,318.47 | 935,998.46 | 935,998.46 | (16,847.97 | ) | — | — | — | — | MJSD | — | 2,224.56 | 12112015 | 12312049 | ||||||||||||||||||
BRSY82PM8 | FOCUSVISION WORLDWIDE INC SECURED TERM L | 3,369,594.44 | 3,352,746.47 | 3,369,594.44 | 3,369,594.44 | (4,679.99 | ) | — | — | — | — | MJSD | — | 39,826.73 | 12282015 | 12312049 | ||||||||||||||||||
34528QDL5 | FORD CREDIT FLOORPLAN MASTER O ABS _14-4 | 2 | 1,024,706.65 | 1,024,477.22 | 1,025,000.00 | 1,024,862.63 | (385.41 | ) | 24.68 | — | — | 1.4 | MON | 637.78 | 3,587.49 | 8192014 | 4222027 | |||||||||||||||||
34528QDF8 | FORD CREDIT FLOORPLAN MASTER O ABS 14-1 | 2 | 500,761.72 | 499,105 | 500,000.00 | 500,356.15 | (1,251.15 | ) | (100.68 | ) | — | — | 0.836 | MON | 197.44 | 1,004.38 | 3302015 | 4202027 | ||||||||||||||||
345397XN8 | FORD MOTOR CREDIT COMPANY LLC CORP BND | 1,500,000 | 1,507,733.12 | 1,500,000.00 | 1,500,000 | (6,555.98 | ) | — | — | — | 2.551 | AO | 18,388.46 | — | 10052015 | 6112040 | ||||||||||||||||||
345397VP5 | FORD MOTOR CREDIT COMPANY LLC CORP BND | 1,583,764 | 1,482,488 | 1,400,000.00 | 1,489,043.98 | 7,733.12 | (15,877.78 | ) | — | — | 6.625 | FA | 11,851.39 | 46,375 | 9212012 | 6252033 | ||||||||||||||||||
345397XT5 | FORD MOTOR CREDIT COMPANY LLC SENIOR COR | 220,000 | 223,381.07 | 220,000.00 | 220,000 | (3,311.85 | ) | — | — | — | 2.943 | JJ | 1,492.76 | — | 1052016 | 2102033 | ||||||||||||||||||
345397XW8 | FORD MOTOR CREDIT COMPANY LLC SENIOR COR | 665,000 | 685,240.51 | 665,000.00 | 665,000 | (26,711.16 | ) | — | — | — | 3.336 | MS | 801.1 | — | 3152016 | 2152033 | ||||||||||||||||||
345397XH1 | FORD MOTOR CREDIT COMPANY LLC SENIOR COR | 2,000,000 | 1,997,901.16 | 2,000,000.00 | 2,000,000 | (19,191.27 | ) | — | — | — | 2.24 | JD | 13,191.11 | — | 6112015 | 9112038 | ||||||||||||||||||
345397WN9 | FORD MOTOR CREDIT COMPANY LLC SENIOR COR | 2,497,650 | 2,496,100 | 2,500,000.00 | 2,499,411.85 | (13,340.62 | ) | 183.71 | — | — | 1.5 | JJ | 7,708.33 | 18,750 | 11062013 | 6172031 | ||||||||||||||||||
345397WT6 | FORD MOTOR CREDIT COMPANY LLC SENIOR COR | 3,000,000 | 2,980,808.73 | 3,000,000.00 | 3,000,000 | (2,098.84 | ) | — | — | — | 1.684 | MS | 3,227.67 | 25,260 | 9032014 | 2102051 | ||||||||||||||||||
345397XF5 | FORD MOTOR CREDIT COMPANY LLC SENIOR COR | 3,294,105 | 3,281,611.48 | 3,300,000.00 | 3,294,952.1 | 132,309.97 | 296.50 | — | — | 2.459 | MS | 901.64 | 40,573.5 | 7132015 | 9152048 | |||||||||||||||||||
345397WR0 | FORD MOTOR CREDIT COMPANY LLC SENIOR COR | 3,500,000 | 3,473,288.84 | 3,500,000.00 | 3,500,000 | 3,381.07 | — | — | — | 1.724 | JD | 19,275.27 | — | 6032014 | 2102051 | |||||||||||||||||||
345397XK4 | FORD MOTOR CREDIT COMPANY LLC SENIOR COR | 6,500,000 | 6,632,309.97 | 6,500,000.00 | 6,500,000 | 20,240.51 | — | — | — | 3.157 | FA | 32,490.79 | 102,602.5 | 7302015 | 1122045 | |||||||||||||||||||
34528QBP8 | FORDF ABS 12-2 | 2 | 1,402,694.53 | 1,386,154.79 | 1,380,000.00 | 1,387,741.05 | (1,586.26 | ) | (2,452.48 | ) | — | — | 1.92 | MON | 1,177.6 | 6,624 | 9152014 | 10152025 | ||||||||||||||||
34530HAC4 | FORDO_14-A ABS_14-A A3 | 2 | 127,421.56 | 127,313.07 | 127,440.51 | 127,435.73 | (122.66 | ) | 2.78 | — | — | 0.79 | MON | 44.75 | 306.78 | 1142014 | 12312049 | |||||||||||||||||
34530KAB9 | FORDO_14-B ABS _14-B-A3 | 2 | 739,923.69 | 741,384.75 | 742,126.88 | 741,409.52 | (24.77 | ) | 311.87 | — | — | 0.9 | MON | 296.85 | 1,921.81 | 9122014 | 12312049 | |||||||||||||||||
34530PAE2 | FORDO_14-C ABS 2014-C A4 | 2 | 464,895.47 | 467,417.99 | 465,000.00 | 464,930.88 | 2,487.11 | 6.57 | — | — | 1.56 | MON | 322.4 | 1,813.5 | 11182014 | 6152018 | ||||||||||||||||||
345838AE6 | FOREST LABORATORIES INC. SENIOR CORP BND | 1,237,731.84 | 1,244,314.33 | 1,128,000.00 | 1,211,706.18 | 32,608.15 | (3,932.54 | ) | — | — | 4.875 | FA | 7,026.5 | 27,495 | 7212014 | 2102047 | ||||||||||||||||||
BRSL40CC0 | FORTIUS RE LTD CORP BND 144A | F | 1,000,000 | 1,000,000 | 1,000,000.00 | 1,000,000 | — | — | — | — | 6.97 | MJSD | 193.61 | 17,735.8 | 10152013 | 4242019 | ||||||||||||||||||
354613AH4 | FRANKLIN RESOURCES INC SENIOR CORP BND | 1,541,552.5 | 1,554,160.23 | 1,550,000.00 | 1,547,466.37 | 6,693.86 | 428.90 | — | — | 1.375 | MS | 947.23 | 10,656.25 | 9192012 | 4102047 | |||||||||||||||||||
30291WAN4 | FREMF SENIOR CMBS 14-K36 144A | 2 | 2,163,906.25 | 1,970,420.8 | 2,000,000.00 | 2,143,207.44 | (172,786.64 | ) | (4,493.60 | ) | — | — | 4.363 | MON | 7,272.38 | 22,050.12 | 1162015 | 10182016 | ||||||||||||||||
30290FAE2 | FREMF_12-K707 SUB CMBS_12-K707 B 144A | 2 | 1,039,335.94 | 1,024,383.8 | 1,000,000.00 | 1,025,265.53 | (881.73 | ) | (2,443.50 | ) | — | — | 3.883 | MON | 3,236.11 | 9,821.43 | 10082014 | 12262035 | ||||||||||||||||
30291YAJ9 | FREMF_14-K716 SUB CMBS 14-K716 B 144A | 2 | 3,159,492.19 | 3,079,247.4 | 3,000,000.00 | 3,133,480.19 | (54,232.79 | ) | (6,167.65 | ) | — | — | 3.953 | MON | 9,882.94 | 29,978.53 | 1302015 | 12262035 | ||||||||||||||||
31679NAA2 | FSSLF_15-1A ABS 15-1A A 144A | 2 | 3,985,600 | 3,945,643.2 | 4,000,000.00 | 3,988,529.57 | (42,886.37 | ) | 643.41 | — | — | 2.624 | JAJO | 20,990.4 | 23,686.42 | 1292015 | 1152026 |
31679NAE4 | FSSLF_15-1A MEZZANIN ABS 15-1A C1 144A | 1 | 242,607.08 | 237,500.38 | 250,000.00 | 243,689.75 | (6,189.37 | ) | 230.87 | — | — | 4.374 | JAJO | 2,186.9 | 2,598.46 | 1292015 | 5262026 | |||||||||||||||||
302644EL9 | FSU FINL ASSISTANCE INC FLA MUNITAX BND | 920,061 | 924,111 | 900,000.00 | 910,176.5 | 13,934.5 | (1,652.37 | ) | — | — | 2.84 | AO | 12,780 | — | 2152012 | 9062018 | ||||||||||||||||||
359900XB8 | FULTON CNTY GA DEV AUTH REV MUNI BND REV | 2 | 1,812,511.6 | 1,763,246 | 1,640,000.00 | 1,764,422.44 | (1,176.44 | ) | (8,151.28 | ) | — | — | 5.491 | MN | 37,521.83 | — | 6242009 | 10262020 | ||||||||||||||||
36354TAE2 | GALILEO RE LTD CORP BND 144A | F | 500,000 | 500,905 | 500,000.00 | 500,000 | 905 | — | — | — | 7.198 | JAJO | 7,398.3 | — | 1202016 | 9112038 | ||||||||||||||||||
36354TAD4 | GALILEO RE LTD SENIOR CORP BND 144A | F | 500,000 | 500,690 | 500,000.00 | 500,000 | 2,622 | — | — | — | 9.198 | JAJO | 8,304.06 | — | 1202016 | 9152048 | ||||||||||||||||||
36354TAC6 | GALILEO RE LTD SENIOR CORP BND 144A | F | 600,000 | 602,622 | 600,000.00 | 600,000 | 690 | — | — | — | 13.5 | JAJO | 14,966.7 | — | 1202016 | 2102051 | ||||||||||||||||||
36354TAB8 | GALILEO RE LTD UNSEC CORP BND 144A | F | 2,400,000 | 2,458,104 | 2,400,000.00 | 2,400,000 | 58,104 | — | — | — | 13.715 | JAJO | 75,861.63 | 84,689.59 | 1292015 | 2102051 | ||||||||||||||||||
BRSWRS7S1 | GALLERIA CO TERM NOTES | 1,660,808.46 | 1,662,894.9 | 1,669,154.23 | 1,661,001.09 | 1,893.81 | 192.63 | — | — | — | MJSD | — | 7,372.1 | 10222015 | 12312049 | |||||||||||||||||||
36319QAA0 | GALXY_15-19A ABS 15-19A A1A 144A | E | 2 | 4,992,450 | 4,981,255 | 5,000,000.00 | 4,993,960.81 | (12,705.81 | ) | 309.01 | — | — | 2.169 | JAJO | 20,180.03 | 23,633.46 | 1292015 | 9152017 | ||||||||||||||||
36655QAC8 | GARR_15-1A SENIOR ABS_15-1A A2 144A | 2 | 495,800 | 475,086.05 | 500,000.00 | 496,052.95 | (20,966.9 | ) | 138.10 | — | — | 3.129 | FMAN | 1,564.55 | 3,696.87 | 10202015 | 9152017 | |||||||||||||||||
BRSU1MK36 | GARRETSON RESOLUTION GROUP INC SENIOR SE | 6,277,113.96 | 6,198,650.04 | 6,277,113.96 | 6,277,113.96 | (78,463.92 | ) | — | — | — | — | MJSD | — | 241,605.58 | 5292015 | 12312049 | ||||||||||||||||||
BRSNN37V3 | GATES GLOBAL LLC SENIOR SECURED TERM NOT | 2 | 3,978,617.67 | 3,742,293.69 | 3,975,876.43 | 3,970,319.15 | (228,025.46 | ) | 807.14 | — | — | — | MJSD | — | 43,310.11 | 4162015 | 3312025 | |||||||||||||||||
380881CP5 | GCCT_15-2A SENIOR ABS 15-2A A 144A | A | 2 | 1,499,754.15 | 1,512,553.2 | 1,500,000.00 | 1,499,798.76 | 12,754.44 | 11.84 | — | — | 2.02 | MON | 1,346.67 | 7,575 | 4222015 | 1152019 | |||||||||||||||||
BRSYWECH0 | GCP APPLIED TECHNOLOGIES INC SECURED TER | 1 | 363,266.13 | 367,241.14 | 366,935.48 | 363,355.03 | 3,886.11 | 88.90 | — | — | — | MJSD | — | 2,782.59 | 1222016 | 12312049 | ||||||||||||||||||
87165LAP6 | GE CAPITAL CREDIT CARD MASTER SENIOR ABS | 2 | 1,099,851.83 | 1,101,891.97 | 1,100,000.00 | 1,099,859.2 | 2,032.77 | 8.00 | — | — | 1.74 | MON | 850.67 | 12,711.66 | 9252015 | 7232023 | ||||||||||||||||||
87165LAT8 | GE CAPITAL CREDIT CARD MASTER SENIOR ABS | 2 | 1,799,983.44 | 1,819,835.94 | 1,800,000.00 | 1,799,986.48 | 19,849.46 | 0.58 | — | — | 2.38 | MON | 1,904 | 10,710 | 9252015 | 7232023 | ||||||||||||||||||
36164NFF7 | GE CAPITAL INTERNATIONAL FUNDI SENIOR CO | F | 1,229,924.16 | 1,252,901.26 | 1,224,000.00 | 1,229,447.28 | 23,453.98 | (270.86 | ) | — | — | 2.342 | MN | 12,342.34 | — | 10212015 | 6172031 | |||||||||||||||||
U36964MA6 | GE CAPITAL UK FUNDING SENIOR CORP BND EM | D | 1,222,625.8 | 1,130,947.53 | 700,000.00 | 1,202,012.05 | (71,064.52 | ) | (12,505.69 | ) | — | (83,356.31 | ) | 6.75 | AUG | 44,347.19 | — | 10302015 | 12312049 | |||||||||||||||
BRSP6WS08 | GEMINI HDPE LLC SENIOR SECURED TERM NOTE | 2 | 913,126.59 | 906,243.76 | 917,715.20 | 914,189.14 | (7,945.38 | ) | 173.31 | — | — | — | MJSD | — | 11,046.9 | 7242014 | 3312025 | |||||||||||||||||
369550AV0 | GENERAL DYNAMICS CORP SENIOR CORP BND | 6,379,157.88 | 6,417,275.75 | 6,413,000.00 | 6,401,992.92 | 15,282.83 | 1,680.05 | — | — | 1 | MN | 24,226.89 | — | 10262015 | 4102047 | |||||||||||||||||||
36962G4D3 | GENERAL ELECTRIC CAPITAL CORP CORP BND | 75,265.2 | 83,016.47 | 72,000.00 | 73,319.01 | 9,697.46 | (89.04 | ) | — | — | 6 | FA | 648 | 2,160 | 10292009 | 8102047 | ||||||||||||||||||
36962G6P4 | GENERAL ELECTRIC CAPITAL CORP SECURED CO | 1,016,150 | 1,011,897.66 | 1,000,000.00 | 1,014,473.65 | (2,575.99 | ) | (943.39 | ) | — | — | 2.1 | JD | 6,416.67 | — | 10162015 | 12102047 | |||||||||||||||||
36962G7F5 | GENERAL ELECTRIC CAPITAL CORP SENIOR COR | 5,000,000 | 4,995,840 | 5,000,000.00 | 5,000,000 | (4,160 | ) | — | — | — | 1.134 | JAJO | 12,280.67 | 10,615.14 | 12052014 | 3102048 | ||||||||||||||||||
369604BC6 | GENERAL ELECTRIC CO CORP BND | 637,118.1 | 610,874.95 | 570,000.00 | 606,242.95 | 4,632 | (5,296.46 | ) | — | — | 5.25 | JD | 9,559.38 | — | 7072015 | 4102047 | ||||||||||||||||||
36962G5J9 | GENERAL ELECTRIC CO SENIOR CORP BND MTN | 406,000.64 | 408,420.39 | 358,000.00 | 399,222.31 | 23,045.86 | (1,719.91 | ) | — | — | 4.65 | AO | 7,583.63 | — | 3312015 | 10102047 | ||||||||||||||||||
36962G2T0 | GENERAL ELECTRIC CO SENIOR CORP BND MTN | 1,138,210 | 1,153,380.66 | 1,000,000.00 | 1,130,334.8 | 9,198.08 | (7,543.61 | ) | — | — | 5.55 | MN | 22,662.5 | — | 12222015 | 8132027 | ||||||||||||||||||
37045XBB1 | GENERAL MOTORS FINANCIAL CO IN CORP BND | 1 | 5,131,530.9 | 5,182,489.43 | 5,130,000.00 | 5,131,116.05 | 51,373.38 | (166.18 | ) | — | — | 3.1 | JJ | 33,572.99 | 40,641 | 10082015 | 5102048 | |||||||||||||||||
37045XAW6 | GENERAL MOTORS FINANCIAL CO IN SENIOR CO | 1 | 1,930,360 | 1,951,342.92 | 2,000,000.00 | 1,934,018.12 | (10,415.11 | ) | 2,429.85 | — | — | 3.45 | AO | 32,775 | — | 11102015 | 3102048 | |||||||||||||||||
37045XAV8 | GENERAL MOTORS FINANCIAL CO IN SENIOR CO | 3,347,119 | 3,337,617.94 | 3,350,000.00 | 3,348,033.05 | 17,324.8 | 234.45 | — | — | 2.4 | AO | 38,190 | — | 4072015 | 3102048 | |||||||||||||||||||
BRSFZ6AM6 | GENERAL NUTRITION CENTERS INC SENIOR SEC | 2 | 4,748,234.92 | 4,715,467.94 | 4,766,107.84 | 4,756,062.54 | (40,594.6 | ) | 1,036.11 | — | — | — | JAJO | 4.28 | 45,489.69 | 10012015 | 3312025 | |||||||||||||||||
372546AR2 | GEORGE WASHINGTON UNIV D C UNSEC MUNITAX | 3,886,305.5 | 3,874,004.75 | 3,850,000.00 | 3,868,045.12 | 5,959.63 | (3,054.31 | ) | — | — | 1.827 | MS | 3,126.2 | 35,169.75 | 6192012 | 3092026 | ||||||||||||||||||
37331NAF8 | GEORGIA-PACIFIC LLC SENIOR CORP BND 144A | 1 | 7,000,000 | 7,036,200.57 | 7,000,000.00 | 7,000,000 | 36,200.57 | — | — | — | 2.539 | MN | 67,142.45 | — | 11032014 | 8102055 | ||||||||||||||||||
375558BE2 | GILEAD SCIENCES INC SENIOR CORP BND | 250,121.5 | 253,340.87 | 250,000.00 | 250,099.23 | 5,215.6 | (190.71 | ) | — | — | 1.85 | MS | 346.88 | 43,904.1 | 9102015 | 8102046 | ||||||||||||||||||
375558AY9 | GILEAD SCIENCES INC SENIOR CORP BND | 698,404 | 716,102.16 | 700,000.00 | 698,826.34 | 17,275.82 | 72.66 | — | — | 2.35 | FA | 2,741.67 | 8,225 | 11122014 | 3102046 |
375558BB8 | GILEAD SCIENCES INC SENIOR CORP BND | 3,243,400 | 3,345,062.6 | 3,250,000.00 | 3,244,066.24 | 100,996.36 | 309.63 | — | — | 2.55 | MS | 6,906.25 | 38,444.79 | 9162015 | 8102046 | |||||||||||||||||||
375558AV5 | GILEAD SCIENCES INC SENIOR CORP BND | 3,300,732.5 | 3,305,544.23 | 3,250,000.00 | 3,300,328.63 | 3,241.64 | (403.87 | ) | — | — | 2.05 | AO | 33,312.5 | (31,646.88 | ) | 3172016 | 8102055 | |||||||||||||||||
377373AC9 | GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP | F | 6,277,383 | 6,342,177.24 | 6,300,000.00 | 6,294,861.82 | 47,315.42 | 1,153.63 | — | — | 1.5 | MN | 37,537.49 | — | 5022012 | 1122045 | ||||||||||||||||||
378272AD0 | GLENCORE FUNDING LLC SENIOR CORP BND 144 | 2,636,803 | 2,385,000 | 2,650,000.00 | 2,643,199.99 | (258,199.99 | ) | 586.60 | — | — | 2.5 | JJ | 13,986.11 | 33,125 | 5222013 | 4152050 | ||||||||||||||||||
BRSQQJLY6 | GLOBAL CASH ACCESS SENIOR SECURED TERM L | 2,264,145.39 | 2,145,382.33 | 2,298,624.75 | 2,270,916.48 | (125,534.15 | ) | 1,604.49 | — | — | — | MJSD | — | 24,130.24 | 11252014 | 3312025 | ||||||||||||||||||
36297A3K7 | GNMA | 2 | 157,480.16 | 159,712.22 | 150,811.46 | 155,855.27 | 3,856.95 | (1,707.38 | ) | — | — | 5 | MON | 628.38 | 2,460.53 | 3262009 | 9152017 | |||||||||||||||||
38378NEK5 | GNMA AGENCY CMBS _13-156-AD | 2 | 1,743,026.59 | 1,811,123.17 | 1,760,629.38 | 1,744,200.28 | 66,922.89 | 202.13 | — | — | 2.761 | MON | 4,051.3 | 12,194 | 10112013 | 5192016 | ||||||||||||||||||
38376JDT8 | GNMA AGENCY CMO 09-106-ME | 2 | 363,355.92 | 358,513.55 | 348,827.28 | 360,034.3 | (1,520.75 | ) | (2,149.79 | ) | — | — | 3.5 | MON | 1,017.41 | 3,317.68 | 3162010 | 5192016 | ||||||||||||||||
38377JEA7 | GNMA AGENCY CMO 10-109 CH | 2 | 224,052.66 | 221,402.18 | 217,824.26 | 220,764.63 | 637.55 | (939.28 | ) | — | — | 3 | MON | 544.56 | 1,799.55 | 9262013 | 5192016 | |||||||||||||||||
38376WSP1 | GNMA AGENCY CMO 10-24 | 2 | 116,003.83 | 115,911.98 | 115,247.52 | 115,794.96 | 117.02 | (85.33 | ) | — | — | 0.952 | MON | 33.53 | 289.56 | 12052012 | 5192016 | |||||||||||||||||
38374YGV9 | GNMA AGENCY CMO 10-86 | 2 | 171,973.44 | 163,681.56 | 163,056.30 | 163,518.31 | 163.25 | (1,739.15 | ) | — | — | 3.5 | MON | 475.58 | 2,219.2 | 2152012 | 5192016 | |||||||||||||||||
38376FNL2 | GNMA AGENCY CMO__09-66-UG | 2 | 438,266.6 | 434,071.82 | 414,828.78 | 432,758.89 | 1,312.93 | (3,731.41 | ) | — | — | 4.5 | MON | 1,555.61 | 5,083.93 | 3222010 | 5192016 | |||||||||||||||||
38378FWR7 | GNMA AGENCY CMO__13-28-ME | 2 | 2,708,425.27 | 2,827,904.14 | 2,810,969.45 | 2,727,072.55 | 100,831.59 | 11,099.43 | — | — | 1.75 | MON | 4,099.33 | 12,786.97 | 2142013 | 5192016 | ||||||||||||||||||
38374B4M2 | GNMA AGENCY CMO_03-77-TK | 2 | 968,846.69 | 981,895.4 | 879,714.06 | 964,805.28 | 17,090.12 | (4,473.64 | ) | — | — | 5 | MON | 3,665.48 | 11,321.37 | 7032008 | 5192016 | |||||||||||||||||
38377MSG2 | GNMA AGENCY CMO_2010-144 PA | 2 | 961,539.92 | 968,981.06 | 941,283.51 | 958,418.4 | 10,562.66 | (2,145.96 | ) | — | — | 3 | MON | 2,353.21 | 7,459.23 | 11092010 | 5192016 | |||||||||||||||||
3837H1U41 | GNMA AGENCY CMO_99-2-E | 2 | 149,413.27 | 151,688.51 | 130,705.97 | 147,818.36 | 3,870.15 | (1,203.04 | ) | — | — | 6.5 | MON | 707.99 | 2,195.39 | 11252014 | 5192016 | |||||||||||||||||
38375XRK2 | GNMA AGENCYCMO _ 08-69-QD | 2 | 1,256,082.06 | 1,208,450.47 | 1,121,281.59 | 1,246,569.26 | (38,118.79 | ) | (10,920.40 | ) | — | — | 5.75 | MON | 5,372.81 | 16,867.47 | 10272008 | 5192016 | ||||||||||||||||
38373MUZ1 | GNMA CMBS_06-32 C | 2 | 1,988,432.12 | 1,948,223.01 | 1,893,600.59 | 1,954,996.53 | (6,773.52 | ) | (10,832.71 | ) | — | — | 5.302 | MON | 8,366.27 | 26,974.96 | 7112008 | 5192016 | ||||||||||||||||
38375PXQ9 | GNMA CMO 08-11 FB | 2 | 606,274.6 | 609,314.04 | 604,073.04 | 606,155.08 | 3,158.96 | (208.78 | ) | — | — | 1.032 | MON | 190.5 | 1,630.91 | 12032012 | 5192016 | |||||||||||||||||
38376P6D7 | GNMA CMO 09-127 PL | 2 | 734,477.62 | 728,377.85 | 692,054.67 | 727,082.05 | 1,295.8 | (5,656.77 | ) | — | — | 4.25 | MON | 2,451.03 | 7,877.09 | 2112010 | 5192016 | |||||||||||||||||
38374D2N8 | GNMA CMO_08-36 AN | 2 | 292,564.6 | 282,264.45 | 279,966.12 | 283,203.88 | (939.43 | ) | (3,031.40 | ) | — | — | 4.25 | MON | 991.55 | 3,787.78 | 10162013 | 5192016 | ||||||||||||||||
38376EX34 | GNMA CMO_09-109 NH | 2 | 357,531.91 | 352,064.89 | 344,648.94 | 351,267.35 | 797.54 | (2,992.23 | ) | — | — | 4 | MON | 1,148.83 | 3,985.07 | 11182009 | 5192016 | |||||||||||||||||
38377KKN9 | GNMA CMO_10-115 QJ | 2 | 1,111,969.4 | 1,104,992.46 | 1,062,408.06 | 1,100,968.79 | 4,023.67 | (6,036.57 | ) | — | — | 3.5 | MON | 3,098.69 | 9,806.97 | 9172010 | 5192016 | |||||||||||||||||
38376TFQ0 | GNMA CMO_10-2 PK | 2 | 350,949.76 | 345,202.25 | 338,780.76 | 344,610.98 | 591.27 | (3,084.99 | ) | — | — | 4 | MON | 1,129.27 | 3,996.48 | 3092010 | 5192016 | |||||||||||||||||
38377GYS2 | GNMA CMO_10-68 YE | 2 | 1,340,028.9 | 1,353,087.23 | 1,304,723.10 | 1,334,876.23 | 18,211 | (4,004.11 | ) | — | — | 3 | MON | 3,261.81 | 10,374.49 | 8102010 | 5192016 | |||||||||||||||||
36202EVH9 | GNMA GNMA II 30YR SF - JUMBO-CONFOR | 2 | 58,616.04 | 57,511.56 | 52,909.70 | 58,578.64 | (2,649.38 | ) | (175.79 | ) | — | — | 6 | MON | 264.55 | 810.16 | 11012008 | 9152017 | ||||||||||||||||
36202E4Z9 | GNMA GNMA II 30YR SF - JUMBO-CONFOR | 2 | 99,709.6 | 97,011.32 | 92,961.54 | 99,660.7 | (1,067.08 | ) | (28.34 | ) | — | — | 4.5 | MON | 348.61 | 1,050.22 | 7212009 | 9152017 | ||||||||||||||||
38375JCJ2 | GNMA GNMA_06-68 D | 2 | 1,575,027.93 | 1,563,018.53 | 1,464,079.96 | 1,535,309.39 | 27,709.14 | (25,757.22 | ) | — | — | 5.305 | MON | 6,472.45 | 23,932.71 | 3122009 | 5192016 | |||||||||||||||||
36202FZV1 | GNMA POOL # 005256 | 2 | 2,351,682.87 | 2,318,209.81 | 2,193,350.38 | 2,326,036.27 | (7,826.46 | ) | (8,368.67 | ) | — | — | 3.5 | MON | 6,397.27 | 19,806.1 | 1182012 | 9152017 | ||||||||||||||||
36202KME2 | GNMA POOL # 008457 | 2 | 246,471.94 | 247,690.97 | 243,054.00 | 245,282.98 | 2,407.99 | (227.17 | ) | — | — | 1.875 | MON | 379.77 | 1,177.65 | 3182009 | 9152017 | |||||||||||||||||
36225CD29 | GNMA POOL # 080120 | 2 | 245,355.38 | 250,525.06 | 242,850.96 | 244,728.37 | 5,796.69 | (132.12 | ) | — | — | 2 | MON | 404.75 | 1,161.16 | 3182009 | 9152017 | |||||||||||||||||
36225C6Y7 | GNMA POOL # 080886 | 2 | 5,376,457.79 | 5,384,103.75 | 5,245,324.68 | 5,365,287.17 | 18,816.58 | (4,254.77 | ) | — | — | 1.75 | MON | 7,649.43 | 23,514.88 | 3022011 | 9152017 | |||||||||||||||||
36225DAS3 | GNMA POOL # 080916 | 2 | 186,755.66 | 195,048.05 | 187,664.65 | 186,834.44 | 8,213.61 | 34.91 | — | — | 1.75 | MON | 273.68 | 844.21 | 4172008 | 9152017 | ||||||||||||||||||
36225DJA3 | GNMA POOL # 081156 | 2 | 469,596.7 | 483,802.44 | 468,279.71 | 469,404.72 | 14,397.72 | (52.63 | ) | — | — | 2 | MON | 780.47 | 2,256.63 | 3182009 | 9152017 |
36225DJZ8 | GNMA POOL # 081179 | 2 | 484,811.51 | 494,373.01 | 483,451.84 | 484,623.5 | 9,749.51 | (46.48 | ) | — | — | 2 | MON | 805.76 | 2,313.83 | 3182009 | 9152017 | |||||||||||||||||
36225DLE2 | GNMA POOL # 081224 | 2 | 278,346.91 | 290,305.94 | 279,657.82 | 278,459.78 | 11,846.16 | 68.99 | — | — | 1.75 | MON | 407.83 | 1,266.86 | 3182009 | 9152017 | ||||||||||||||||||
36225EVZ2 | GNMA POOL # 082431 | 2 | 1,303,064.68 | 1,325,761 | 1,286,977.46 | 1,299,701.56 | 26,059.44 | (973.12 | ) | — | — | 2 | MON | 2,144.96 | 6,252.84 | 10282009 | 9152017 | |||||||||||||||||
36225EWE8 | GNMA POOL # 082444 | 2 | 200,685.74 | 206,999.32 | 196,509.89 | 200,227.17 | 6,772.15 | (83.03 | ) | — | — | 2 | MON | 327.52 | 1,111.53 | 11032009 | 9152017 | |||||||||||||||||
36204J4C7 | GNMA POOL # 371719 | 2 | 136,810.6 | 142,661.18 | 128,762.92 | 133,649.01 | 9,012.17 | (462.01 | ) | — | — | 6.5 | MON | 697.47 | 2,167.42 | 9112008 | 9152017 | |||||||||||||||||
36204SV60 | GNMA POOL # 378737 | 2 | 124,262.02 | 128,555.78 | 116,952.47 | 121,387.3 | 7,168.48 | (316.04 | ) | — | — | 6.5 | MON | 633.49 | 1,940.91 | 9112008 | 9152017 | |||||||||||||||||
36205BKY7 | GNMA POOL # 385611 | 2 | 181,500.35 | 189,262.04 | 170,823.85 | 177,327.25 | 11,934.79 | (417.21 | ) | — | — | 6.5 | MON | 925.3 | 2,823.59 | 9112008 | 9152017 | |||||||||||||||||
36210BZH1 | GNMA POOL # 487744 | 2 | 317,006.91 | 317,556.15 | 299,858.75 | 312,781.68 | 4,774.47 | (552.57 | ) | — | — | 5 | MON | 1,249.41 | 3,813.28 | 9292009 | 9152017 | |||||||||||||||||
36210BZJ7 | GNMA POOL # 487745 | 2 | 190,535.27 | 190,865.4 | 180,228.47 | 187,822.28 | 3,043.12 | (442.43 | ) | — | — | 5 | MON | 750.95 | 2,294.82 | 9292009 | 9152017 | |||||||||||||||||
36210B4N2 | GNMA POOL # 487829 | 2 | 124,761.16 | 126,171.86 | 120,542.17 | 123,400.46 | 2,771.4 | (185.44 | ) | — | — | 4.5 | MON | 452.03 | 1,384.05 | 3262009 | 9152017 | |||||||||||||||||
36210B4Q5 | GNMA POOL # 487831 | 2 | 64,580.59 | 64,692.46 | 61,087.15 | 63,708.74 | 983.72 | (122.22 | ) | — | — | 5 | MON | 254.53 | 776.49 | 9292009 | 9152017 | |||||||||||||||||
36210B4R3 | GNMA POOL # 487832 | 2 | 144,095.39 | 146,028.47 | 137,890.31 | 142,351.97 | 3,676.5 | (286.49 | ) | — | — | 5 | MON | 574.54 | 1,791.38 | 3262009 | 9152017 | |||||||||||||||||
36211V6Q8 | GNMA POOL # 524779 | 2 | 125,076.53 | 126,849.33 | 119,780.02 | 123,581.43 | 3,267.9 | (221.40 | ) | — | — | 5 | MON | 499.08 | 1,529.99 | 3262009 | 9152017 | |||||||||||||||||
36201YER3 | GNMA POOL # 606844 | 2 | 514,439.72 | 552,660.52 | 490,947.12 | 511,650.86 | 41,009.66 | (1,745.28 | ) | — | — | 5 | MON | 2,045.61 | 6,353.52 | 4232010 | 9152017 | |||||||||||||||||
36290SJB8 | GNMA POOL # 615958 | 2 | 630,394.71 | 677,230.51 | 601,606.88 | 626,626.65 | 50,603.86 | (5,997.37 | ) | — | — | 5 | MON | 2,506.7 | 39,134.75 | 4232010 | 9152017 | |||||||||||||||||
36291FS41 | GNMA POOL # 627039 | 2 | 1,030,391.29 | 1,032,842.86 | 996,750.95 | 1,030,251.8 | 2,591.06 | (194.40 | ) | — | — | 3 | MON | 2,491.88 | 748.78 | 2032016 | 9152017 | |||||||||||||||||
36292DWW8 | GNMA POOL # 646061 | 2 | 74,997.25 | 83,161.53 | 71,918.26 | 74,704.51 | 8,457.02 | (31.70 | ) | — | — | 6.5 | MON | 389.56 | 1,173.66 | 1312008 | 9152017 | |||||||||||||||||
36295KAT0 | GNMA POOL # 672418 | 2 | 54,772.1 | 60,734.65 | 52,523.45 | 54,590.27 | 6,144.38 | (258.75 | ) | — | — | 6.5 | MON | 284.5 | 922.6 | 1312008 | 9152017 | |||||||||||||||||
36295PZJ4 | GNMA POOL # 676745 | 2 | 53,874.39 | 54,376.42 | 51,593.02 | 53,117.82 | 1,258.6 | (299.65 | ) | — | — | 5 | MON | 214.97 | 749.72 | 3262009 | 9152017 | |||||||||||||||||
36295P4L3 | GNMA POOL # 676827 | 2 | 143,100.92 | 144,347.99 | 136,959.15 | 141,270.04 | 3,077.95 | (256.02 | ) | — | — | 5 | MON | 570.66 | 1,745 | 3262009 | 9152017 | |||||||||||||||||
36295QJE1 | GNMA POOL # 677161 | 2 | 187,580.67 | 188,384.3 | 178,741.35 | 184,737.24 | 3,647.06 | (466.19 | ) | — | — | 5 | MON | 744.76 | 2,291.06 | 4272009 | 9152017 | |||||||||||||||||
36295TVQ4 | GNMA POOL # 680223 | 2 | 17,664.19 | 19,587.14 | 16,939.00 | 17,617.11 | 1,970.03 | (133.92 | ) | — | — | 6.5 | MON | 91.75 | 310.83 | 1312008 | 9152017 | |||||||||||||||||
36296DR67 | GNMA POOL # 688209 | 2 | 16,874.36 | 16,942.87 | 16,075.60 | 16,575.59 | 367.28 | (46.80 | ) | — | — | 5 | MON | 66.98 | 208.9 | 7292009 | 9152017 | |||||||||||||||||
36296E5H5 | GNMA POOL # 689448 | 2 | 120,364.25 | 121,485.88 | 115,267.30 | 118,841.77 | 2,644.11 | (218.53 | ) | — | — | 5 | MON | 480.28 | 1,472.48 | 3262009 | 9152017 | |||||||||||||||||
36296TPY3 | GNMA POOL # 700739 | 2 | 166,330.31 | 168,727.64 | 157,530.75 | 163,878.13 | 4,849.51 | (327.11 | ) | — | — | 5.5 | MON | 722.02 | 2,205.83 | 6032009 | 9152017 | |||||||||||||||||
36296UC73 | GNMA POOL # 701294 | 2 | 140,100.61 | 141,937.67 | 134,027.49 | 138,460.29 | 3,477.38 | (241.03 | ) | — | — | 5 | MON | 558.45 | 1,710.09 | 3272009 | 9152017 | |||||||||||||||||
36296URS1 | GNMA POOL # 701697 | 2 | 204,217.28 | 204,571.08 | 193,170.34 | 201,077.35 | 3,493.73 | (368.16 | ) | — | — | 5 | MON | 804.88 | 2,462.52 | 9292009 | 9152017 | |||||||||||||||||
36296UUL2 | GNMA POOL # 701787 | 2 | 190,414.35 | 194,568.92 | 183,725.60 | 188,448.87 | 6,120.05 | (228.23 | ) | — | — | 5 | MON | 765.52 | 2,338.67 | 6112009 | 9152017 | |||||||||||||||||
36296U3C2 | GNMA POOL # 701995 | 2 | 61,727.57 | 62,302.77 | 59,113.64 | 60,968.26 | 1,334.51 | (100.09 | ) | — | — | 5 | MON | 246.31 | 752.81 | 3262009 | 9152017 | |||||||||||||||||
36296XHH0 | GNMA POOL # 704132 | 2 | 58,318.01 | 58,139.36 | 55,163.34 | 57,503.15 | 636.21 | (103.41 | ) | — | — | 5 | MON | 229.85 | 702.22 | 9292009 | 9152017 | |||||||||||||||||
36296XLY8 | GNMA POOL # 704243 | 2 | 272,432.51 | 278,376.59 | 262,862.67 | 269,670.35 | 8,706.24 | (352.40 | ) | — | — | 5 | MON | 1,095.26 | 3,342.66 | 6112009 | 9152017 | |||||||||||||||||
36296XWP5 | GNMA POOL # 704554 | 2 | 912,589.24 | 933,063.27 | 881,063.67 | 904,192 | 28,871.27 | (3,830.89 | ) | — | — | 5 | MON | 3,671.1 | 12,299.39 | 6112009 | 9152017 | |||||||||||||||||
36297AKF9 | GNMA POOL # 705994 | 2 | 207,749.3 | 208,109.24 | 196,511.32 | 204,977.73 | 3,131.51 | (901.38 | ) | — | — | 5 | MON | 818.8 | 2,554.16 | 9292009 | 9152017 | |||||||||||||||||
36297DFF9 | GNMA POOL # 708566 | 2 | 559,037.57 | 560,006.13 | 528,797.00 | 550,580.56 | 9,425.57 | (3,395.70 | ) | — | — | 5 | MON | 2,203.32 | 7,027.9 | 9292009 | 9152017 |
36297DTR8 | GNMA POOL # 708960 | 2 | 77,431.68 | 78,529.19 | 74,152.76 | 76,339.93 | 2,189.26 | (128.14 | ) | — | — | 5 | MON | 308.97 | 942.88 | 3262009 | 9152017 | |||||||||||||||||
36297G2R0 | GNMA POOL # 711884 | 2 | 662,726.72 | 663,874.91 | 626,877.17 | 652,985.77 | 10,889.14 | (4,955.03 | ) | — | — | 5 | MON | 2,611.99 | 8,658.69 | 9292009 | 9152017 | |||||||||||||||||
36297JJ54 | GNMA POOL # 713184 | 2 | 552,768.29 | 553,725.95 | 522,866.81 | 543,575.22 | 10,150.73 | (2,561.20 | ) | — | — | 5 | MON | 2,178.61 | 6,891.34 | 9292009 | 9152017 | |||||||||||||||||
36297KZF1 | GNMA POOL # 714542 | 2 | 263,209.81 | 268,871.6 | 253,887.39 | 260,573.61 | 8,297.99 | (322.49 | ) | — | — | 5 | MON | 1,057.86 | 3,225.91 | 6112009 | 9152017 | |||||||||||||||||
3620A2KC9 | GNMA POOL # 716791 | 2 | 491,223.64 | 492,074.69 | 464,651.38 | 484,536.68 | 7,538.01 | (2,288.46 | ) | — | — | 5 | MON | 1,936.05 | 6,191.37 | 9292009 | 9152017 | |||||||||||||||||
3620A5FJ3 | GNMA POOL # 719369 | 2 | 412,231.1 | 404,547.66 | 386,221.49 | 406,584.81 | (2,037.15 | ) | (817.67 | ) | — | — | 4.5 | MON | 1,448.33 | 4,417.15 | 8312010 | 9152017 | ||||||||||||||||
3620A6AC1 | GNMA POOL # 720103 | 2 | 382,050.96 | 416,738.77 | 375,480.07 | 381,308.01 | 35,430.76 | (363.55 | ) | — | — | 4.5 | MON | 1,408.05 | 4,367.66 | 6182009 | 9152017 | |||||||||||||||||
3620A6DZ7 | GNMA POOL # 720220 | 2 | 627,040.26 | 632,238.13 | 597,003.51 | 618,335.16 | 13,902.97 | (1,532.49 | ) | — | — | 5 | MON | 2,487.51 | 7,694.48 | 7292009 | 9152017 | |||||||||||||||||
3620ADCM2 | GNMA POOL # 726476 | 2 | 3,305,113 | 3,283,983.94 | 3,137,455.22 | 3,260,068.45 | 23,915.49 | (9,519.18 | ) | — | — | 4.5 | MON | 11,765.46 | 36,473.49 | 12082009 | 9152017 | |||||||||||||||||
3620ASPY9 | GNMA POOL # 738539 | 2 | 2,327,973.48 | 2,328,027.35 | 2,167,131.65 | 2,321,409.25 | 6,618.1 | (7,874.60 | ) | — | — | 4 | MON | 7,223.77 | 22,440.46 | 10032011 | 9152017 | |||||||||||||||||
36225BPY8 | GNMA POOL # 781339 | 2 | 157,976.18 | 163,701.87 | 143,126.75 | 155,368.64 | 8,333.23 | (549.72 | ) | — | — | 8 | MON | 954.18 | 2,917.41 | 3072008 | 9152017 | |||||||||||||||||
36241KBP2 | GNMA POOL # 781846 | 2 | 590,981.16 | 669,297.93 | 572,378.85 | 589,690.8 | 79,607.13 | (2,161.10 | ) | — | — | 6.5 | MON | 3,100.38 | 32,639.14 | 8152008 | 9152017 | |||||||||||||||||
36241KEC8 | GNMA POOL # 781931 | 2 | 1,429,788.51 | 1,598,706.59 | 1,384,783.02 | 1,426,863.15 | 171,843.44 | (2,108.33 | ) | — | — | 6.5 | MON | 7,500.91 | 23,145.83 | 8152008 | 9152017 | |||||||||||||||||
36241KEH7 | GNMA POOL # 781936 | 2 | 755,936.58 | 800,604.76 | 731,146.18 | 753,105.24 | 47,499.52 | (940.08 | ) | — | — | 4.5 | MON | 2,741.8 | 8,373.92 | 6032010 | 9152017 | |||||||||||||||||
36241KGU6 | GNMA POOL # 782011 | 2 | 72,124.18 | 79,107.71 | 70,580.20 | 71,944.5 | 7,163.21 | (67.12 | ) | — | — | 5 | MON | 294.08 | 906.67 | 7142009 | 9152017 | |||||||||||||||||
36241KKB3 | GNMA POOL # 782090 | 2 | 1,634,513.65 | 1,813,338.64 | 1,572,592.80 | 1,626,244.13 | 187,094.51 | (3,852.67 | ) | — | — | 6.5 | MON | 8,518.21 | 26,855.99 | 11302007 | 9152017 | |||||||||||||||||
36241LHQ2 | GNMA POOL # 782939 | 2 | 575,754.96 | 613,884.71 | 549,462.31 | 573,188.41 | 40,696.3 | (3,932.75 | ) | — | — | 5 | MON | 2,289.43 | 29,295.66 | 4232010 | 9152017 | |||||||||||||||||
36241LN36 | GNMA POOL # 783110 | 2 | 525,822.1 | 551,682.24 | 485,607.70 | 522,003.98 | 29,678.26 | (2,203.85 | ) | — | — | 5.5 | MON | 2,225.7 | 6,925.09 | 9232010 | 9152017 | |||||||||||||||||
36179MEL0 | GNMA POOL # MA0139 | 2 | 2,704,552.64 | 2,676,440.26 | 2,552,593.55 | 2,682,423.09 | (5,982.83 | ) | (7,387.46 | ) | — | — | 3 | MON | 6,381.48 | 19,765.69 | 6192012 | 9152017 | ||||||||||||||||
36179MK82 | GNMA POOL # MA0319 | 2 | 118,389.01 | 115,520.33 | 107,764.14 | 117,954.61 | (2,434.28 | ) | (621.52 | ) | — | — | 4 | MON | 359.21 | 1,119.47 | 10042012 | 9152017 | ||||||||||||||||
36179MNJ5 | GNMA POOL # MA0393 | 2 | 1,532,388.22 | 1,498,080.16 | 1,397,496.99 | 1,527,365.4 | (29,285.24 | ) | (6,521.34 | ) | — | — | 4 | MON | 4,658.32 | 14,429.36 | 10182012 | 9152017 | ||||||||||||||||
36179MQN3 | GNMA POOL # MA0461 | 2 | 1,465,708.18 | 1,434,416.29 | 1,377,059.94 | 1,461,421.32 | (27,005.03 | ) | (2,975.96 | ) | — | — | 3 | MON | 3,442.65 | 10,549.75 | 10312012 | 9152017 | ||||||||||||||||
36179Q3H2 | GNMA POOL # MA2600 | 2 | 2,582,399.34 | 2,607,496.15 | 2,513,283.47 | 2,582,794.8 | 24,701.35 | (2,079.63 | ) | — | — | 3 | MON | 6,283.21 | 19,267.33 | 3262015 | 9152017 | |||||||||||||||||
36179Q6P1 | GNMA POOL # MA2678 | 2 | 2,075,658.22 | 2,088,865.02 | 1,973,587.12 | 2,074,454.47 | 14,410.55 | (4,304.25 | ) | — | — | 3.5 | MON | 5,756.29 | 17,743.96 | 3232015 | 9152017 | |||||||||||||||||
36179RD63 | GNMA POOL # MA2825 | 2 | 1,956,521.2 | 2,006,816.14 | 1,934,306.92 | 1,956,565.98 | 50,250.16 | (475.54 | ) | — | — | 3 | MON | 4,835.76 | 14,730.28 | 6162015 | 9152017 | |||||||||||||||||
36179RNY1 | GNMA POOL # MA3107 | 2 | 3,052,804.66 | 3,047,683.8 | 2,835,285.10 | 3,050,004.66 | (2,320.86 | ) | (19,471.04 | ) | — | — | 4.5 | MON | 10,632.32 | 33,636.38 | 11102015 | 9152017 | ||||||||||||||||
36179RVB2 | GNMA POOL # MA3310 | 2 | 2,069,724.1 | 2,096,284.58 | 1,980,597.22 | 2,069,103.47 | 27,181.11 | (1,300.18 | ) | — | — | 3.5 | MON | 5,776.74 | 7,744.98 | 1042016 | 9152017 | |||||||||||||||||
36179RXE4 | GNMA POOL # MA3377 | 2 | 1,585,975.81 | 1,592,775.88 | 1,488,524.00 | 1,585,140.13 | 7,635.75 | (1,349.79 | ) | — | — | 4 | MON | 4,961.75 | 1,496.38 | 1222016 | 9152017 | |||||||||||||||||
38174GAE4 | GOCAP_15-24A MEZZANIN ABS 15-24A C 144A | F | 1 | 1,500,000 | 1,424,951.1 | 1,500,000.00 | 1,500,000 | (75,048.9 | ) | — | — | — | 4.371 | FMAN | 10,198.07 | 15,653.8 | 3312015 | 5222025 | ||||||||||||||||
38173XAA6 | GOCAP_2014-21A ABS _2014-21A-A 144A | F | 2 | 4,000,000 | 3,958,866.8 | 4,000,000.00 | 4,000,000 | (41,133.2 | ) | — | — | — | 2.519 | JAJO | 18,749.58 | 22,445.66 | 11072014 | 5222025 | ||||||||||||||||
380956AD4 | GOLDCORP INC SENIOR CORP BND | A | 1 | 4,361,985 | 4,409,571.56 | 4,500,000.00 | 4,373,480.86 | 36,090.7 | 3,886.68 | — | — | 3.7 | MS | 7,400 | 83,250 | 2242016 | 1152019 | |||||||||||||||||
38148BAB4 | GOLDMAN SACHS GROUP INC/THE CAPSEC CORP | 1 | 3,445,000 | 3,333,037.5 | 3,445,000.00 | 3,445,000 | (358,778.18 | ) | — | — | — | 5.375 | MN | 72,524.42 | — | 4162015 | 1312019 | |||||||||||||||||
38148BAA6 | GOLDMAN SACHS GROUP INC/THE CAPSEC CORP | 1 | 7,181,300 | 6,763,750 | 7,000,000.00 | 7,122,528.18 | (111,962.5 | ) | (9,047.65 | ) | — | — | 5.7 | MN | 156,275 | — | 7152014 | 1312019 | ||||||||||||||||
38141GES9 | GOLDMAN SACHS GROUP INC/THE CORP BND | 6,077,662.5 | 5,926,247.15 | 5,250,000.00 | 5,993,400.97 | (67,153.82 | ) | (13,535.31 | ) | — | — | 5.95 | JJ | 65,945.83 | 156,187.5 | 8192014 | 4152050 |
38148LAA4 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 1 | 832,672.5 | 832,259.42 | 825,000.00 | 831,106.94 | 3,316.22 | (583.49 | ) | — | — | 2.6 | AO | 9,414.17 | 7,328.75 | 2252015 | 7152047 | |||||||||||||||||
38141GRD8 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 942,276.15 | 942,323.86 | 915,000.00 | 939,007.64 | 114,838.83 | (786.72 | ) | — | — | 3.625 | JJ | 6,357.34 | 16,584.38 | 3052015 | 2102048 | ||||||||||||||||||
38143U8F1 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 1 | 1,092,440.6 | 1,108,588.85 | 1,090,000.00 | 1,092,427.8 | 16,161.05 | (12.80 | ) | — | — | 2.875 | FA | 3,133.75 | (1,561.28 | ) | 3152016 | 5102047 | ||||||||||||||||
38148LAC0 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 1 | 1,937,940 | 2,009,709.32 | 2,000,000.00 | 1,942,144.73 | 69,107.17 | 1,372.16 | — | — | 3.5 | JJ | 13,222.23 | 35,000 | 6232015 | 2102036 | ||||||||||||||||||
38148LAD8 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 2,000,000 | 1,998,520.06 | 2,000,000.00 | 2,000,000 | 1,152.48 | — | — | — | 1.288 | FMAN | 2,791.1 | 5,296.2 | 5192015 | 2102036 | |||||||||||||||||||
38148LAE6 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 1 | 4,705,071.5 | 4,794,588.56 | 4,675,000.00 | 4,702,870.86 | 67,564.59 | (676.03 | ) | — | — | 3.75 | MN | 62,820.31 | — | 5272015 | 10102053 | |||||||||||||||||
38145XAA1 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 6,807,750 | 6,856,922.57 | 6,750,000.00 | 6,787,815.4 | (1,479.94 | ) | (3,212.24 | ) | — | — | 2.625 | JJ | 30,023.45 | 88,593.75 | 11252014 | 7152047 | |||||||||||||||||
38141GVP6 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 1 | 7,794,988 | 7,910,447.46 | 7,800,000.00 | 7,795,608.63 | 91,717.7 | 222.36 | — | — | 2.75 | MS | 9,533.33 | 107,250 | 10162015 | 2102048 | ||||||||||||||||||
38141GVR2 | GOLDMAN SACHS GROUP INC/THE SUB CORP BND | 707,016 | 721,260.31 | 712,000.00 | 707,195.67 | 14,064.64 | 100.31 | — | — | 4.25 | AO | 13,448.89 | — | 10162015 | 12102018 | |||||||||||||||||||
38259PAC6 | GOOGLE CORP BND | 3,073,380 | 3,005,370 | 3,000,000.00 | 3,005,935.92 | (565.92 | ) | (11,253.50 | ) | — | — | 2.125 | MN | 23,375 | — | 6152011 | 9102045 | |||||||||||||||||
BRSYTW0L8 | GRAY TELEVISION INC. SENIOR SECURED TERM | 1 | 332,873.59 | 336,235.95 | 336,235.95 | 332,915.33 | 8,751.18 | 50.17 | — | — | — | MJSD | — | 915.26 | 1212016 | 12312049 | ||||||||||||||||||
BRSNKX0T2 | GRAY TELEVISION INC. SENIOR SECURED TERM | 2 | 1,971,862.12 | 1,981,927.55 | 1,989,387.76 | 1,973,176.37 | 3,320.62 | 605.05 | — | — | — | MJSD | — | 19,114.9 | 12182015 | 3312025 | ||||||||||||||||||
BRSHB4QM6 | GREENEDEN US HOLDINGS II LLC SENIOR SECU | 2,259,309.85 | 2,238,643.85 | 2,287,247.87 | 2,269,429.25 | (30,785.4 | ) | 1,179.93 | — | — | — | FMAN | — | 23,186.22 | 1162014 | 3312025 | ||||||||||||||||||
39055TAC2 | GRTLK_15-1A ABS 15-1A 144A | F | 1 | 450,000 | 434,175.98 | 450,000.00 | 450,000 | (15,824.02 | ) | — | — | — | 3.322 | JAJO | 3,197.43 | 3,473.58 | 7202015 | 5192016 | ||||||||||||||||
BRSUW2BS1 | GRUDEN ACQUISITION INC SENIOR SECURED TE | 1 | 908,455.71 | 793,751.71 | 917,632.03 | 909,224.07 | (115,472.36 | ) | 348.71 | — | — | — | MJSD | — | 13,517.89 | 7312015 | 12312049 | |||||||||||||||||
40053RAA0 | GRX_15-1A ABS 15-1A | 2 | 2,384,695.75 | 2,288,807.13 | 2,384,695.75 | 2,384,695.75 | (95,888.62 | ) | — | — | — | 3.75 | JAJO | 18,878.84 | 25,186.48 | 2252015 | 5192016 | |||||||||||||||||
36250GAM7 | GS MORTGAGE SECURITIES TRUST G SENIOR CM | 2 | 2,789,181.05 | 2,807,545.8 | 2,720,575.00 | 2,788,827.98 | 18,717.82 | (353.07 | ) | — | — | 2.726 | MON | 6,180.24 | (4,575.59 | ) | 3032016 | 11012024 | ||||||||||||||||
36251FAT3 | GS MORTGAGE SECURITIES TRUST G SUPSEN SE | 2 | 1,528,064.84 | 1,536,857.67 | 1,490,000.00 | 1,523,242.59 | 13,615.08 | (1,703.28 | ) | — | — | 2.898 | MON | 3,598.35 | 10,795.05 | 7102015 | 9102018 | |||||||||||||||||
36192KAR8 | GSMS_12-GCJ7 PRELCF SENIOR CMBS_12-GCJ7 | 2 | 480,262.89 | 472,979.81 | 470,000.00 | 473,524.61 | (544.8 | ) | (1,457.84 | ) | — | — | 2.318 | MON | 907.88 | 2,723.64 | 1292015 | 12272032 | ||||||||||||||||
36248GAB6 | GSMS_13-GC16 SENIOR CMBS 13-GC16 | 2 | 5,454,217.19 | 5,370,562.55 | 5,220,000.00 | 5,387,762.93 | (17,200.38 | ) | (12,830.02 | ) | — | — | 3.033 | MON | 13,193.55 | 39,580.65 | 10292014 | 11222024 | ||||||||||||||||
36250GAP0 | GSMS_15-GC30 LCF SENIOR CMBS_15-GC30 A4 | 2 | 3,709,994.08 | 3,747,953.4 | 3,602,000.00 | 3,701,799.98 | 46,153.42 | (2,306.24 | ) | — | — | 3.382 | MON | 10,151.64 | 30,454.92 | 5152015 | 5152019 | |||||||||||||||||
36250PAB1 | GSMSCII_15-GC32 SENIOR CMBS_15-GC32 A2 | 2 | 5,149,852.5 | 5,207,784 | 5,000,000.00 | 5,137,088.79 | 70,695.21 | (3,327.05 | ) | — | — | 3.062 | MON | 12,758.33 | 38,274.99 | 7162015 | 6102019 | |||||||||||||||||
406216BC4 | HALLIBURTON COMPANY SENIOR CORP BND | 1 | 499,645 | 501,771.59 | 500,000.00 | 499,829.19 | 1,942.4 | 17.77 | — | — | 2 | FA | 1,666.67 | 5,000 | 7292013 | 1152021 | ||||||||||||||||||
406216BH3 | HALLIBURTON COMPANY SENIOR CORP BND | 1 | 909,262.9 | 924,168.21 | 910,000.00 | 909,299.99 | (36.59 | ) | 24.46 | — | — | 3.375 | MN | 11,773.13 | — | 11052015 | 12262035 | |||||||||||||||||
406216BG5 | HALLIBURTON COMPANY SENIOR CORP BND | 1 | 1,336,234.6 | 1,336,319.68 | 1,340,000.00 | 1,336,356.27 | 14,868.22 | 80.23 | — | — | 3.8 | MN | 19,519.33 | — | 11052015 | 12262035 | ||||||||||||||||||
406373A$6 | HALO_06-1R WHOLE CMO 06-1R 144A | 2 | 676,870.73 | 683,900.8 | 683,859.77 | 676,870.73 | 7,030.07 | 2,715.86 | — | — | 6 | MON | 3,419.3 | 13,027.2 | 12312011 | 11152022 | ||||||||||||||||||
BRSM3XJP1 | HARLAND CLARKE HOLDINGS CORP SENIOR SECU | 554,028.47 | 531,059.93 | 556,812.51 | 555,110.34 | (24,050.41 | ) | 138.76 | — | — | — | MJSD | — | 8,146.53 | 1282014 | 3312025 | ||||||||||||||||||
BRSYDKXU5 | HARLEY-DAVIDSON FINANCIAL SENIOR CORP BN | 1,999,760 | 2,024,358.4 | 2,000,000.00 | 1,999,778.76 | 63,794.12 | 18.76 | — | — | 2.25 | JJ | 10,375 | — | 1052016 | 12312049 | |||||||||||||||||||
41283LAG0 | HARLEY-DAVIDSON FINANCIAL SENIOR CORP BN | 4,824,421 | 4,888,260.38 | 4,825,000.00 | 4,824,466.26 | 24,579.64 | 45.26 | — | — | 2.25 | JJ | 25,029.69 | — | 1052016 | 12272032 | |||||||||||||||||||
43814GAC4 | HAROT ABS_14-2-A3 | 2 | 675,960.2 | 676,281.89 | 677,230.01 | 676,827.85 | (545.96 | ) | 194.12 | — | — | 0.77 | MON | 188.31 | 1,527.14 | 7242014 | 4012021 | |||||||||||||||||
43813JAD7 | HAROT_14-1 SENIOR ABS_14-1 A4 | 2 | 1,396,281.25 | 1,399,020 | 1,400,000.00 | 1,398,104.94 | 915.06 | 583.70 | — | — | 1.04 | MON | 404.44 | 5,301.11 | 3162015 | 4012021 | ||||||||||||||||||
43814GAD2 | HAROT_14-2 SENIOR ABS 14-2 A4 | 2 | 2,001,406.25 | 2,001,199.96 | 2,000,000.00 | 2,000,731.44 | 468.52 | (121.94 | ) | — | — | 1.18 | MON | 852.22 | 5,900.01 | 10282014 | 4012021 | |||||||||||||||||
413875AP0 | HARRIS CORPORATION SENIOR CORP BND | 6,494,300 | 6,471,235.68 | 6,500,000.00 | 6,495,697.42 | (24,461.74 | ) | 503.60 | — | — | 1.999 | AO | 55,583.31 | — | 7222015 | 11222024 | ||||||||||||||||||
415690MD5 | HARRISONBURG VA REDEV & HSG AU MUNI BND | 1 | 962,822.4 | 963,388.8 | 960,000.00 | 959,974.69 | 3,414.11 | (25.31 | ) | — | — | 7 | FA | 11,200 | 37,625 | 6272001 | 3142019 |
44890YAD8 | HART SENIOR ABS 15-B A3 | 2 | 3,999,963.6 | 3,989,599.92 | 4,000,000.00 | 3,999,952.44 | (10,352.52 | ) | (3.46 | ) | — | — | 1.12 | MON | 1,991.11 | 11,199.99 | 4152015 | 3012021 | ||||||||||||||||
44890YAE6 | HART SENIOR ABS 15-B A4 | 2 | 1,204,732.25 | 1,205,602.54 | 1,205,000.00 | 1,204,792.59 | 809.95 | 16.34 | — | — | 1.48 | MON | 792.62 | 4,458.51 | 4152015 | 3012021 | ||||||||||||||||||
44890RAC5 | HART_14-A ABS 14-A A3 | 2 | 479,321.2 | 479,297.19 | 479,921.09 | 479,750.48 | (453.29 | ) | 97.49 | — | — | 0.79 | MON | 168.51 | 1,125.18 | 7242014 | 3012021 | |||||||||||||||||
44890UAD6 | HART_14-B ABS _14-B-A4 | 2 | 4,173,334.26 | 4,177,911.42 | 4,165,000.00 | 4,169,644.27 | 8,267.15 | (645.41 | ) | — | — | 1.46 | MON | 2,702.62 | 15,202.23 | 10172014 | 3012021 | |||||||||||||||||
44890WAC4 | HART_15-A ABS 15-A A3 | 2 | 7,998,836 | 7,992,800.32 | 8,000,000.00 | 7,999,374.51 | (6,574.19 | ) | 97.35 | — | — | 1.05 | MON | 3,733.33 | 21,000 | 1142015 | 3012021 | |||||||||||||||||
44930UAD8 | HART_16-A SENIOR ABS_16-A A3 | 2 | 1,639,681.84 | 1,645,386.25 | 1,640,000.00 | 1,639,682.09 | 5,704.16 | 0.25 | — | — | 1.56 | MON | 71.07 | — | 3222016 | 3182019 | ||||||||||||||||||
BRSZRX6W5 | HCA INC SENIOR SECURED TERM LOAN | 1 | 854,817.76 | 860,173.76 | 856,960.16 | 854,826.27 | 5,347.49 | 8.51 | — | — | — | MJSD | — | 125.48 | 3082016 | 12312049 | ||||||||||||||||||
BRSQTPNS0 | HEALTHPLAN HOLDINGS INC SENIOR SECURED T | 5,861,842.11 | 5,817,878.29 | 5,861,842.11 | 5,861,842.11 | (43,963.82 | ) | — | — | — | — | MJSD | — | 123,131.16 | 11282014 | 3312025 | ||||||||||||||||||
429827AN8 | HEF_04-1 ABS 04-1 A13 144A | 2 | 164,000 | 181,272.7 | 200,000.00 | 175,102.28 | 6,170.42 | 1,505.62 | — | — | 0.402 | MON | 13.21 | 638.92 | 9102009 | 10152025 | ||||||||||||||||||
429827AQ1 | HEF_04-1 ABS 04-1 A15 144A | 246,000 | 264,244.8 | 300,000.00 | 251,306.16 | 12,938.64 | (1,566.19 | ) | — | — | 3.211 | MON | 737 | 881.27 | 9102009 | 10152025 | ||||||||||||||||||
429827AB4 | HEF_04-1 ABS 04-1 A2 144A | 2 | 164,000 | 191,535.36 | 200,000.00 | 178,077.68 | 13,457.68 | 1,478.92 | — | — | 0.321 | MON | 18.58 | 643.4 | 9102009 | 10152025 | ||||||||||||||||||
429827AF5 | HEF_04-1 ABS 04-1 A6 144A | 2 | 164,000 | 186,007 | 200,000.00 | 176,175.31 | 9,831.69 | 1,394.48 | — | — | 0.293 | MON | 66.93 | 668.97 | 9102009 | 10152025 | ||||||||||||||||||
423012AB9 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 6,237,424.98 | 6,294,687.44 | 6,275,000.00 | 6,260,638.96 | 34,048.48 | 2,339.71 | — | — | 1.4 | AO | 43,925 | — | 7162015 | 4102047 | ||||||||||||||||||
423074AS2 | HEINZ H. J. COMPANY SECURED CORP BND 144 | 1 | 4,736,250 | 4,938,750 | 4,500,000.00 | 4,728,479.95 | 210,270.05 | (6,967.35 | ) | — | — | 4.875 | FA | 28,031.25 | 109,687.5 | 12162015 | 11012024 | |||||||||||||||||
423074BA0 | HEINZ H. J. COMPANY SENIOR CORP BND 144A | 1 | 997,640 | 1,050,227.43 | 1,000,000.00 | 997,874.94 | 52,352.49 | 76.97 | — | — | 3.5 | JJ | 7,388.89 | 18,763.89 | 6232015 | 5152019 | ||||||||||||||||||
423074BH5 | HEINZ H. J. COMPANY SENIOR CORP BND 144A | 3,343,300 | 3,372,948.44 | 3,350,000.00 | 3,344,931.78 | 28,016.66 | 906.92 | — | — | 2 | JJ | 16,563.89 | 76,833.33 | 6232015 | 6102019 | |||||||||||||||||||
4252005H1 | HENDERSON NEV MUNI BND GO | 1 | 2,787,406 | 2,860,645.9 | 2,410,000.00 | 2,586,792.91 | 273,852.99 | (33,085.65 | ) | — | — | 5 | JD | 40,166.67 | — | 9172013 | 5122017 | |||||||||||||||||
427866AS7 | HERSHEY COMPANY THE CORP BND | 1,321,912.75 | 1,330,657.88 | 1,325,000.00 | 1,324,625.27 | 6,032.61 | 159.78 | — | — | 1.5 | MN | 8,281.25 | — | 11082011 | 9102018 | |||||||||||||||||||
427866AV0 | HERSHEY COMPANY THE SENIOR CORP BND | 999,740 | 1,009,663.31 | 1,000,000.00 | 999,791.88 | 9,871.43 | 21.18 | — | — | 1.6 | FA | 1,777.78 | 8,000 | 8182015 | 3082020 | |||||||||||||||||||
BRSHYLWT1 | HERTZ CORPORATION (THE) SENIOR SECURED T | 2 | 4,762,737.5 | 4,764,121.62 | 4,794,084.65 | 4,780,617.58 | (16,495.96 | ) | 1,865.72 | — | — | — | MJSD | — | 36,448.84 | 8012013 | 3312025 | |||||||||||||||||
42806DAJ8 | HERTZ_15-3A ABS_15-3A B 144A | 2 | 2,499,756.75 | 2,492,812.25 | 2,500,000.00 | 2,499,774.48 | (6,962.23 | ) | 10.21 | — | — | 3.71 | MON | 1,545.83 | 23,187.51 | 9302015 | 8212018 | |||||||||||||||||
42824CAP4 | HEWLETT PACKARD ENTERPRISE CO CORP BND 1 | 1 | 990,250 | 1,025,996.7 | 1,000,000.00 | 990,614.22 | 38,348.62 | 341.60 | — | — | 4.9 | AO | 23,411.11 | 19,327.78 | 12232015 | 7202021 | ||||||||||||||||||
42824CAC3 | HEWLETT PACKARD ENTERPRISE CO CORP BND 1 | 1 | 2,297,056 | 2,335,854.49 | 2,300,000.00 | 2,297,505.87 | 84,301.61 | 233.93 | — | — | 2.85 | AO | 31,318.33 | — | 9302015 | 12152029 | ||||||||||||||||||
42824CAE9 | HEWLETT PACKARD ENTERPRISE CO CORP BND 1 | 1 | 2,299,356 | 2,383,724.55 | 2,300,000.00 | 2,299,422.94 | 35,382.48 | 36.05 | — | — | 3.6 | AO | 39,560 | — | 9302015 | 9202019 | ||||||||||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 | 2 | 164,000 | 188,865.86 | 200,000.00 | 176,908.53 | 11,957.33 | 1,603.10 | — | — | 0.307 | MON | 35.84 | 637.82 | 9102009 | 10152025 | ||||||||||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 | 2 | 164,224 | 184,624.22 | 200,000.00 | 175,702.22 | 8,922 | 1,065.95 | — | — | 0.912 | MON | 140 | 729.64 | 9102009 | 10152025 | ||||||||||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF_0 ABS_04-1 | 2 | 164,196 | 184,624.22 | 200,000.00 | 175,429.03 | 9,195.19 | 995.80 | — | — | 0.998 | MON | 152.76 | 1,116.33 | 9102009 | 10152025 | ||||||||||||||||||
BRSUUC731 | HILLENBRAND INDUSTRIES INC SENIOR SECURE | 532,088.08 | 533,421.62 | 533,421.62 | 532,188.64 | 1,232.98 | 102.60 | — | — | — | MJSD | — | 4,792.43 | 7302015 | 12312049 | |||||||||||||||||||
BRSKM1X29 | HILTON WORLDWIDE FINANCE LLC SENIOR SECU | 2 | 2,632,921.5 | 2,645,159.97 | 2,646,152.28 | 2,637,491.89 | 7,668.08 | 471.38 | — | — | — | MJSD | — | 23,348.68 | 10312013 | 3312025 | ||||||||||||||||||
40538FAJ2 | HLAF_14-C-1 SENIOR ABS 14-C-1 144A | F | 2 | 478,000 | 448,423.9 | 500,000.00 | 481,160.86 | (32,736.96 | ) | 658.00 | — | — | 3.621 | JAJO | 3,520.71 | 4,242.73 | 1282015 | 8072018 | ||||||||||||||||
437076BB7 | HOME DEPOT INC SENIOR CORP BND | 1 | 307,867.56 | 308,447 | 300,000.00 | 306,054.96 | 2,392.04 | (628.55 | ) | — | — | 2.25 | MS | 393.76 | 3,375 | 7082015 | 9152020 | |||||||||||||||||
437076BL5 | HOME DEPOT INC SENIOR CORP BND | 1 | 398,576 | 403,986.84 | 400,000.00 | 398,607.54 | 53,396.78 | 31.54 | — | — | 2 | AO | 1,088.88 | — | 2032016 | 7152022 | ||||||||||||||||||
437076BG6 | HOME DEPOT INC SENIOR CORP BND | 1 | 1,494,480 | 1,548,479.34 | 1,500,000.00 | 1,495,082.56 | 5,379.3 | 182.03 | — | — | 2.625 | JD | 13,125 | — | 5282015 | 8212017 | ||||||||||||||||||
BRSXMKTV0 | HOME FRANCHISE CONCEPTS LLC SECURED REVO | 1,000,000 | 997,500 | 1,000,000.00 | 1,000,000 | (2,500 | ) | — | — | — | — | MJSD | — | 5,867.27 | 11302015 | 12312049 |
BRSY03M62 | HOME FRANCHISE CONCEPTS LLC SENIOR SECUR | 6,500,000 | 6,483,750 | 6,500,000.00 | 6,500,000 | (16,250 | ) | — | — | — | — | MJSD | — | 72,041.69 | 11302015 | 12312049 | ||||||||||||||||||
43814CAD1 | HONDA AUTO RECEIVABLES OWNER T ABS 13-1 | 2 | 1,577,793.47 | 1,579,217.28 | 1,580,200.80 | 1,579,932.59 | (715.31 | ) | 88.72 | — | — | 0.62 | MON | 272.15 | 3,002.46 | 3272014 | 4012021 | |||||||||||||||||
438516AX4 | HONEYWELL INTERNATIONAL INC CORP BND | 275,045 | 269,915.75 | 250,000.00 | 268,369.16 | 1,546.59 | (2,351.38 | ) | — | — | 5.3 | MS | 1,104.17 | 6,625 | 7132015 | 9152020 | ||||||||||||||||||
438516BA3 | HONEYWELL INTERNATIONAL INC CORP BND | 1,126,518.6 | 1,140,796.3 | 1,020,000.00 | 1,112,687.26 | 31,761.83 | (4,422.74 | ) | — | — | 4.25 | MS | 3,612.5 | 21,675 | 6162015 | 2252021 | ||||||||||||||||||
438516AZ9 | HONEYWELL INTERNATIONAL INC CORP BND | 2,872,791.36 | 2,860,271.95 | 2,592,000.00 | 2,828,510.12 | 28,109.04 | (19,946.16 | ) | — | — | 5 | FA | 16,560 | 64,800 | 9082015 | 12152022 | ||||||||||||||||||
438670Q20 | HONOLULU HAWAII CITY & CNTY MUNITAX BND | 1,500,000 | 1,515,225 | 1,500,000.00 | 1,500,000 | 15,225 | — | — | — | 1.259 | MN | 7,868.75 | — | 9292015 | 2222019 | |||||||||||||||||||
BRSPKZWC4 | HOPLON II INSURANCE LTD CORP BND | D | 11,608,077.94 | 10,278,513.09 | 9,000,000.00 | 11,607,949.91 | (1,329,436.82 | ) | (128.03 | ) | — | (1,339,309.17 | ) | 5.65 | JAJO | 135,207.61 | 76,515.17 | 3182016 | 5102032 | |||||||||||||||
BRST7Y914 | HOUGHTON MIFFLIN HARCOURT PUBL SENIOR SE | 2 | 1,152,767.5 | 1,126,699.9 | 1,158,560.31 | 1,153,531.98 | (26,832.08 | ) | 255.73 | — | — | — | MJSD | — | 11,743.84 | 5112015 | 12312049 | |||||||||||||||||
4424356Y4 | HOUSTON TEX MUNI BND REV | 1 | 147,289.97 | 142,128 | 135,000.00 | 144,053.9 | (239.02 | ) | (1,385.84 | ) | — | — | 5 | MN | 2,550 | — | 8312015 | 4012018 | ||||||||||||||||
4424356L2 | HOUSTON TEX MUNI BND REV | 1 | 452,780.27 | 442,593.35 | 415,000.00 | 442,832.37 | (1,925.9 | ) | (4,260.15 | ) | — | — | 5 | MN | 7,838.89 | — | 8312015 | 9012016 | ||||||||||||||||
44256PCM3 | HOWARD CNTY MD MUNI BND GO | 1,161,540 | 1,153,610 | 1,000,000.00 | 1,140,946.42 | 12,663.58 | (8,832.65 | ) | — | — | 5 | FA | 6,388.89 | 25,000 | 8272015 | 2232021 | ||||||||||||||||||
44266RAC1 | HOWARD HUGHES MEDICAL IN MUNITAX BND REV | 1,011,949.5 | 1,011,682.3 | 950,000.00 | 1,010,755.79 | 926.51 | (1,193.71 | ) | — | — | 3.5 | MS | 2,770.83 | 2,586.11 | 1292016 | 11012016 | ||||||||||||||||||
G463NBBT9 | HSBC BANK PLC SENIOR CORP BND | F | 3,693,081 | 3,678,378.46 | 3,700,000.00 | 3,697,000.73 | (18,622.27 | ) | 347.20 | — | — | 1.5 | MN | 20,966.67 | — | 5082013 | 12312049 | |||||||||||||||||
44328MBT0 | HSBC BANK PLC SENIOR CORP BND 144A | F | 5,739,247.5 | 5,727,483.35 | 5,750,000.00 | 5,745,338.97 | (17,855.62 | ) | 539.57 | — | — | 1.5 | MN | 32,583.33 | — | 5082013 | 4102047 | |||||||||||||||||
40428HPJ5 | HSBC BANK USA INC SENIOR CORP BND | 938,383.2 | 949,855.25 | 940,000.00 | 939,171.96 | 10,683.29 | 80.27 | — | — | 2.625 | MS | 479.79 | 12,337.51 | 9172013 | 7102047 | |||||||||||||||||||
404280AR0 | HSBC HOLDINGS PLC CAPSEC CORP BND | F | 1 | 5,585,000 | 5,364,951 | 5,585,000.00 | 5,585,000 | (220,049 | ) | — | — | — | 5.625 | JJ | 64,576.57 | 157,078.14 | 9102014 | 2152033 | ||||||||||||||||
404280AN9 | HSBC HOLDINGS PLC SENIOR CORP BND | F | 785,947.5 | 782,216.09 | 750,000.00 | 784,032.45 | (1,816.36 | ) | (1,272.14 | ) | — | — | 4 | MS | 83.33 | 15,000 | 11102015 | 6112040 | ||||||||||||||||
404280AV1 | HSBC HOLDINGS PLC SENIOR CORP BND | F | 2,344,642 | 2,400,717.23 | 2,350,000.00 | 2,344,706.63 | 56,010.6 | 64.63 | — | — | 3.4 | MS | 5,104.72 | — | 3012016 | 4102047 | ||||||||||||||||||
G463CFAA4 | HSBC HOLDINGS PLC SUB CORP BND | D | 1 | 1,297,336.09 | 1,125,440.83 | 750,000.00 | 1,243,544.72 | (118,103.89 | ) | (10,138.30 | ) | — | (106,917.17 | ) | 6.375 | OCT | 31,168.5 | — | 11252014 | 12312049 | ||||||||||||||
404280AU3 | HSBC HOLDINGS PLC SUB CORP BND | F | 1 | 2,975,400 | 2,957,891.92 | 3,000,000.00 | 2,976,635 | (207,781.5 | ) | 499.68 | — | — | 4.25 | FA | 15,229.16 | 63,750 | 8102015 | 2102047 | ||||||||||||||||
404280AP4 | HSBC HOLDINGS PLC SUB CORP BND | F | 10,881,445 | 10,617,174.96 | 10,500,000.00 | 10,824,956.46 | (18,743.08 | ) | (8,682.62 | ) | — | — | 4.25 | MS | 21,072.91 | 223,125 | 8192014 | 2102033 | ||||||||||||||||
40428HPN6 | HSBC USA INC SENIOR CORP BND | 299,817 | 301,649.55 | 300,000.00 | 299,865.54 | (2,891.85 | ) | 8.88 | — | — | 2.375 | MN | 2,731.25 | — | 11052014 | 4202050 | ||||||||||||||||||
40428HPR7 | HSBC USA INC SENIOR CORP BND | 1,664,735 | 1,659,015.09 | 1,675,000.00 | 1,665,846.49 | (35,199 | ) | 562.23 | — | — | 2.35 | MS | 2,842.84 | 19,681.25 | 11122015 | 2102048 | ||||||||||||||||||
40428HPH9 | HSBC USA INC SENIOR CORP BND | 2,991,420 | 2,994,001.47 | 3,000,000.00 | 2,996,893.32 | 1,784.01 | 426.20 | — | — | 1.625 | JJ | 10,156.25 | 24,375 | 12132012 | 6152033 | |||||||||||||||||||
40428HPK2 | HSBC USA INC SENIOR CORP BND | 4,500,000 | 4,464,801 | 4,500,000.00 | 4,500,000 | (6,831.4 | ) | — | — | — | 1.508 | MJSD | 1,508.35 | 16,770.73 | 9172013 | 9152048 | ||||||||||||||||||
40428HPU0 | HSBC USA INC SENIOR CORP BND | 4,991,450 | 5,006,998.05 | 5,000,000.00 | 4,993,255.05 | 13,743 | 695.55 | — | — | 2 | FA | 15,000 | 50,000 | 12232015 | 2102034 | |||||||||||||||||||
C4426EAH7 | HUDSONS BAY CO SECURED TERM LOAN | A | 2 | 705,393.88 | 708,052.4 | 708,938.57 | 705,640.64 | 2,411.76 | 126.16 | — | — | — | FMAN | — | 8,096.77 | 8142015 | 12312049 | |||||||||||||||||
BRT0EZ7R0 | HUNTSMAN INTL LLC SECURED TERM LOAN | 611,594.88 | 611,594.88 | 614,668.22 | 611,594.88 | — | — | — | — | — | MJSD | — | — | 3242016 | 12312049 | |||||||||||||||||||
C4438BAC0 | HUSKY INJECTION MOLDING SYS LT SENIOR SE | A | 2 | 376,016.9 | 365,978.94 | 377,906.42 | 376,475.73 | (10,496.79 | ) | 71.63 | — | — | — | MJSD | — | 4,070.17 | 6262014 | 12312049 | ||||||||||||||||
BRSSNVRZ9 | HVFII_15-1 ABS_15-1 B | 2 | 2,999,848.2 | 2,970,000 | 3,000,000.00 | 2,999,860.45 | (29,860.45 | ) | (7.03 | ) | — | — | 3.52 | MON | 1,760 | 26,400 | 4072015 | 12312049 | ||||||||||||||||
448814JB0 | HYDRO-QUEBEC SENIOR CORP BND | A | 1,020,280 | 1,002,860.1 | 1,000,000.00 | 1,002,865.15 | (5.05 | ) | (2,896.98 | ) | — | — | 2 | JD | 5,055.56 | — | 6232011 | 10232018 | ||||||||||||||||
44890LAC8 | HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B | 2 | 17,196.24 | 17,176.69 | 17,180.13 | 17,181.06 | (4.37 | ) | (3.26 | ) | — | — | 0.71 | MON | 5.42 | 60.75 | 11052013 | 3012021 | ||||||||||||||||
44891AAE7 | HYUNDAI CAPITAL AMERICA SENIOR CORP BND | 9,993,100 | 10,080,760 | 10,000,000.00 | 9,993,184.78 | 87,575.22 | 84.78 | — | — | 2.5 | MS | 9,027.77 | — | 3142016 | 10152044 | |||||||||||||||||||
452227FG1 | ILLINOIS ST SALES TAX REV MUNITAX BND RE | 4,100,000 | 4,150,594 | 4,100,000.00 | 4,100,000 | 50,594 | — | — | — | 1.56 | JD | 18,832.67 | — | 9292015 | 5012018 |
G4721VAY0 | IMPERIAL TOBACCO FIN PLC CORP BND | D | 705,322.77 | 641,282.96 | 400,000.00 | 685,549.05 | (44,266.09 | ) | (5,836.28 | ) | — | (51,065.27 | ) | 6.25 | DEC | 11,682.98 | — | 10302015 | 12312049 | |||||||||||||||
BRSMHGLN5 | IMS HEALTH INCORPORATED IMS HEALTH INCOR | 2 | 4,408,538.73 | 4,393,927.99 | 4,417,393.17 | 4,411,082.81 | (17,154.82 | ) | 327.61 | — | — | — | MJSD | — | 38,952.4 | 10012015 | 3312025 | |||||||||||||||||
454795DR3 | IN HLTH CLARIAN MUNI BND REV | 1 | 381,825.5 | 382,039 | 350,000.00 | 368,836.86 | 9,571.73 | (2,192.67 | ) | — | — | 5.25 | MN | 7,656.25 | — | 4102008 | 3152019 | |||||||||||||||||
454795DQ5 | IN HLTH CLARIAN MUNI BND REV | 1 | 405,442 | 398,412.1 | 365,000.00 | 388,840.37 | 13,202.14 | (2,793.32 | ) | — | — | 5.25 | MN | 7,984.38 | — | 4102008 | 5012023 | |||||||||||||||||
45505UAH1 | INDIANA ST FINANCE AUTHORITY MUNI BND RE | 2,301,800 | 2,201,680 | 2,000,000.00 | 2,192,453.45 | 9,226.55 | (18,308.45 | ) | — | — | 5 | MN | 41,666.67 | — | 3202008 | 6012018 | ||||||||||||||||||
BRSEKNUF1 | INEOS US FINANCE LLC SENIOR SEC TERM NOT | 2 | 992,479.22 | 984,395.12 | 994,966.64 | 993,846.16 | (9,451.04 | ) | 332.52 | — | — | — | JAJO | — | 6,930.5 | 10012015 | 3312025 | |||||||||||||||||
BRSTTYU57 | INEOS US FINANCE LLC SENIOR SECURED TERM | 3,217,056.67 | 3,202,393.42 | 3,256,672.38 | 3,219,305.53 | (16,912.11 | ) | 2,089.10 | — | — | — | MJSD | — | 30,948.63 | 1292016 | 12312049 | ||||||||||||||||||
BRSTBTC24 | INFILTRATOR SYSTEMS INTEGRATED SENIOR SE | 1 | 462,926.29 | 462,053.94 | 465,252.55 | 463,151.11 | (1,097.17 | ) | 90.41 | — | — | — | MJSD | — | 6,189.84 | 5212015 | 12312049 | |||||||||||||||||
BRSJFKKC0 | INFOR US INC SENIOR SECURED TERM NOTES | 2 | 1,011,684.04 | 978,804.31 | 1,011,684.04 | 1,011,684.04 | (32,879.73 | ) | — | — | — | — | FMAN | — | 9,615 | 5242013 | 3312025 | |||||||||||||||||
BRSLNXDD4 | INFOR US INC SENIOR SECURED TERM NOTES | 2 | 1,378,062.02 | 1,345,766.35 | 1,389,401.91 | 1,381,182.25 | (35,415.9 | ) | 499.51 | — | — | — | MJSD | — | 13,204.68 | 7312014 | 3312025 | |||||||||||||||||
N4R203EJ2 | ING BANK NV SENIOR BND CORP EMTN | D | 868,563.04 | 732,162.27 | 500,000.00 | 831,348.41 | (99,186.14 | ) | (4,215.90 | ) | — | (101,885.29 | ) | 3.875 | DEC | 7,608.66 | — | 1022014 | 12312049 | |||||||||||||||
449786BD3 | ING BANK NV SENIOR CORP BND 144A | F | 387,336.95 | 390,618.82 | 385,000.00 | 387,124.61 | 3,494.21 | (141.04 | ) | — | — | 2.5 | AO | 4,812.5 | — | 11132015 | 8132027 | |||||||||||||||||
44987CAB4 | ING BANK NV SENIOR CORP BND 144A | F | 3,529,556.1 | 3,539,168.19 | 3,535,000.00 | 3,531,415.9 | 7,752.29 | 447.25 | — | — | 1.8 | MS | 2,651.25 | 31,815 | 3102015 | 8102047 | ||||||||||||||||||
44987DAN6 | ING BANK NV SENIOR CORP BND EMTN | F | 3,249,057.5 | 3,280,875 | 3,250,000.00 | 3,249,065.79 | 31,809.21 | 8.29 | — | — | 2.3 | MS | 1,868.75 | — | 3152016 | 12102047 | ||||||||||||||||||
44987CAE8 | ING BANK NV SENIOR CORP BND MTN 144A | F | 2,748,322.5 | 2,762,180 | 2,750,000.00 | 2,748,661.49 | 13,518.51 | 136.14 | — | — | 2.05 | FA | 6,890.28 | 28,187.5 | 8102015 | 10102047 | ||||||||||||||||||
N6088VDF2 | ING BANK NV SUB CORP BND | D | 1 | 1,397,050.51 | 1,247,077.37 | 800,000.00 | 1,357,407.1 | (110,329.73 | ) | (15,049.91 | ) | — | (104,275.09 | ) | 6.875 | MAY | 66,524.21 | 17,196.09 | 6122015 | 12312049 | ||||||||||||||
45687AAL6 | INGERSOLL-RAND GLOBAL HOLDING SENIOR COR | 2,989,816.8 | 3,016,517.87 | 2,964,000.00 | 2,980,097.02 | 36,420.85 | (1,388.66 | ) | — | — | 2.875 | JJ | 17,989.84 | 42,607.5 | 6162014 | 10182029 | ||||||||||||||||||
456873AA6 | INGERSOLL-RAND LUXEMBOURG FINA SENIOR CO | F | 1 | 1,502,730 | 1,503,856.32 | 1,500,000.00 | 1,502,058.01 | 1,798.31 | (119.92 | ) | — | — | 2.625 | MN | 16,406.25 | — | 10242014 | 3102048 | ||||||||||||||||
458140AQ3 | INTEL CORPORATION SENIOR CORP BND | 3,022,156.5 | 3,126,037.66 | 3,025,000.00 | 3,022,519.63 | 103,518.03 | 186.92 | — | — | 2.45 | JJ | 12,763.82 | 64,822.92 | 9292015 | 6152018 | |||||||||||||||||||
4581X0BV9 | INTER AMERICAN DEV BK CORP BND | F | 2,009,980 | 2,005,679.8 | 2,000,000.00 | 2,003,276.33 | 2,403.47 | (851.58 | ) | — | — | 1.125 | MS | 1,000 | 11,250 | 9162015 | 3102048 | |||||||||||||||||
458182DT6 | INTER-AMERICAN DEV BANK CORP BND | F | 2,050,000 | 2,041,553.94 | 2,050,000.00 | 2,050,000 | (8,446.06 | ) | — | — | — | 0.662 | MJSD | 678.91 | 2,756.8 | 9052013 | 6012019 | |||||||||||||||||
45818WAT3 | INTER-AMERICAN DEV BANK CORP BND EMTN | F | 5,000,000 | 4,978,749.85 | 5,000,000.00 | 5,000,000 | (21,250.15 | ) | — | — | — | 0.613 | MJSD | 937.14 | 7,071.46 | 6132014 | 12012045 | |||||||||||||||||
459200HC8 | INTERNATIONAL BUSINESS MACHINE CORP BND | 3,260,491.75 | 3,287,248.17 | 3,275,000.00 | 3,272,468.97 | 14,779.2 | 737.33 | — | — | 1.25 | FA | 6,254.33 | 20,468.75 | 2222012 | 4152021 | |||||||||||||||||||
459200HE4 | INTERNATIONAL BUSINESS MACHINE SENIOR CO | 248,777.5 | 253,494.05 | 250,000.00 | 248,998.59 | 4,495.46 | 77.55 | — | — | 1.875 | MN | 1,770.83 | — | 7142015 | 10152018 | |||||||||||||||||||
459200HK0 | INTERNATIONAL BUSINESS MACHINE SENIOR CO | 1,149,710.1 | 1,157,776.56 | 1,155,000.00 | 1,152,996.98 | 4,779.58 | 265.17 | — | — | 1.25 | FA | 2,125.52 | 7,218.75 | 2052013 | 5172021 | |||||||||||||||||||
459200HZ7 | INTERNATIONAL BUSINESS MACHINE SENIOR CO | 1,545,272.5 | 1,550,182.95 | 1,550,000.00 | 1,547,066.43 | 3,116.52 | 390.11 | — | — | 1.125 | FA | 2,664.06 | 8,718.75 | 2032015 | 9152021 | |||||||||||||||||||
459200JE2 | INTERNATIONAL BUSINESS MACHINE SENIOR CO | 4,997,950 | 5,043,124 | 5,000,000.00 | 4,997,992.11 | 45,131.89 | 42.11 | — | — | 1.8 | MN | 10,500 | — | 2162016 | 6172019 | |||||||||||||||||||
45950VCP9 | INTERNATIONAL FINANCE CO CORP BND | F | 251,581.68 | 251,748 | 252,000.00 | 251,912.75 | (164.75 | ) | 35.04 | — | — | 0.625 | MN | 595 | — | 11052013 | 12152020 | |||||||||||||||||
G4804LAA4 | INTRCONT HOTELS LOCAL BND | D | 1,192,373.75 | 962,035.51 | 650,000.00 | 1,108,092.25 | (146,056.74 | ) | (10,810.66 | ) | — | (147,905.97 | ) | 6 | DEC | 17,459.66 | — | 4032014 | 12312049 | |||||||||||||||
BRSQUAGJ9 | ION MEDIA NETWORKS INC SENIOR SECURED TE | 2,393,174.75 | 2,391,329.63 | 2,429,800.66 | 2,393,996.6 | (2,666.97 | ) | 885.20 | — | — | — | MJSD | — | 11,142.11 | 3182016 | 3312025 | ||||||||||||||||||
46603BAB5 | IVYH_14-9A MEZZANIN ABS_14-9A-B1 144A | F | 2 | 3,938,672.8 | 3,874,958 | 4,000,000.00 | 3,951,331.66 | (76,373.66 | ) | 2,082.45 | — | — | 3.07 | JAJO | 24,897.87 | 28,265.98 | 10012014 | 5172019 | ||||||||||||||||
BRSKL00G7 | JBS USA LLC SENIOR SECURED TERM NOTES | 1,164,150 | 1,161,225 | 1,170,000.00 | 1,166,251.98 | (5,026.98 | ) | 218.91 | — | — | — | MJSD | — | 11,142.81 | 9272013 | 3312025 | ||||||||||||||||||
47787UAD5 | JDOT_15-A SENIOR ABS 15-A A3 | 2 | 2,029,840.93 | 2,031,670.48 | 2,030,000.00 | 2,029,892.76 | 1,777.72 | 10.04 | — | — | 1.32 | MON | 1,190.93 | 6,699 | 6012015 | 3222019 | ||||||||||||||||||
473240EC9 | JEFFERSON CNTY MO SCH DIST NO MUNITAX BN | 312,726 | 306,201 | 300,000.00 | 304,860.31 | 1,340.69 | (1,312.30 | ) | — | — | 3 | MS | 750 | 4,500 | 9212012 | 5152018 |
476576HQ9 | JERSEY CITY N J MUNITAX BND GO | 2,225,000 | 2,300,383 | 2,225,000.00 | 2,225,000 | 75,383 | — | — | — | 2.525 | MS | 4,681.77 | 28,090.63 | 11212014 | 1162018 | |||||||||||||||||||
24422ESF7 | JOHN DEERE CAPITAL CORP SENIOR CORP BND | 1,518,030 | 1,523,037.99 | 1,500,000.00 | 1,515,605.56 | 26,540.95 | (1,406.65 | ) | — | — | 1.95 | JD | 8,775 | — | 10212015 | 7172018 | ||||||||||||||||||
24422ESX8 | JOHN DEERE CAPITAL CORP SENIOR CORP BND | 2,399,088 | 2,414,599.73 | 2,400,000.00 | 2,399,301.19 | 7,432.43 | 74.97 | — | — | 1.6 | JJ | 8,320 | 19,093.33 | 7092015 | 3122018 | |||||||||||||||||||
24422EST7 | JOHN DEERE CAPITAL CORP SENIOR CORP BND | 2,578,710 | 2,587,359.4 | 2,580,000.00 | 2,579,223.63 | 8,135.77 | 106.82 | — | — | 1.35 | JJ | 7,256.25 | 17,415 | 1132015 | 6152019 | |||||||||||||||||||
24422ERN1 | JOHN DEERE CAPITAL CORP SENIOR CORP BND | 4,923,571.75 | 4,951,266.01 | 4,925,000.00 | 4,924,725.06 | 15,298.54 | 71.25 | — | — | 1.4 | MS | 3,064.45 | 34,475 | 2222012 | 3162020 | |||||||||||||||||||
478111AA5 | JOHNS HOPKINS HEALTH SYSTEM CO SENIOR CO | 244,815 | 249,959 | 250,000.00 | 246,922.31 | 3,036.69 | 354.27 | — | — | 1.424 | MN | 1,344.89 | — | 5012013 | 4152020 | |||||||||||||||||||
478115AC2 | JOHNS HOPKINS UNIVERSITY CORP BND | 1,750,000 | 1,762,537 | 1,750,000.00 | 1,750,000 | 12,537 | — | — | — | 1.477 | JJ | 6,461.88 | 12,923.75 | 2102015 | 11152020 | |||||||||||||||||||
478160AW4 | JOHNSON & JOHNSON CORP BND | 122,861.25 | 132,403.56 | 125,000.00 | 123,976.91 | 8,426.65 | 53.55 | — | — | 2.95 | MS | 307.29 | 1,843.75 | 8122010 | 2182020 | |||||||||||||||||||
478160BF0 | JOHNSON & JOHNSON SENIOR CORP BND | 1,498,185 | 1,500,000 | 1,500,000.00 | 1,499,596.76 | 403.24 | 153.10 | — | — | 0.7 | MN | 3,587.5 | — | 12022013 | 12152034 | |||||||||||||||||||
478160BL7 | JOHNSON & JOHNSON SENIOR CORP BND | 1,718,641.2 | 1,728,004.5 | 1,720,000.00 | 1,719,252.71 | 8,751.79 | 153.16 | — | — | 1.125 | MN | 6,987.5 | 2,906.25 | 11182014 | 5152018 | |||||||||||||||||||
478160BR4 | JOHNSON & JOHNSON SENIOR CORP BND | 8,329,000.4 | 8,344,152.58 | 8,330,000.00 | 8,329,028.07 | 15,124.51 | 27.67 | — | — | 1.125 | MS | 7,809.39 | — | 2252016 | 3152019 | |||||||||||||||||||
418097AD3 | JORDAN (HASHEMITE KINGDOM OF) AGENCY BND | F | 10,000,000 | 10,229,300 | 10,000,000.00 | 10,000,000 | 229,300 | — | — | — | 1.945 | JD | 52,947.23 | — | 6232014 | 6012018 | ||||||||||||||||||
46630JAC3 | JP MORGAN CHASE COMMERCIAL MOR CMBS 07- | 2 | 5,932,761.5 | 5,513,132.5 | 5,402,436.37 | 5,575,082.92 | (61,950.42 | ) | (35,710.29 | ) | — | — | 5.42 | MON | 24,401.01 | 73,440.33 | 4082014 | 9202019 | ||||||||||||||||
46644FAE1 | JPMBB COMMERCIAL MORTGAGE SECU PAC SENIO | 2 | 4,059,062.5 | 4,132,479.84 | 4,000,000.00 | 4,058,492.46 | 73,987.38 | (570.04 | ) | — | — | 3.042 | MON | 10,140 | (2,704 | ) | 3042016 | 10152044 | ||||||||||||||||
46640LAB8 | JPMBB COMMERCIAL MORTGAGE SECU SENIOR CM | 2 | 2,209,382.81 | 2,208,201.71 | 2,140,000.00 | 2,175,367.66 | 32,834.05 | (5,614.92 | ) | — | — | 3.019 | MON | 5,384.42 | 16,153.26 | 9162014 | 9152020 | |||||||||||||||||
46642EAY2 | JPMBB LCF SENIOR CMBS _14-C21-A5 | 2 | 2,133,984.38 | 2,151,759.93 | 2,000,000.00 | 2,119,746.05 | 32,013.88 | (3,456.08 | ) | — | — | 3.775 | MON | 6,291.33 | 18,873.99 | 3112015 | 12152022 | |||||||||||||||||
46641WAT4 | JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A | 2 | 1,910,646.29 | 1,922,003.34 | 1,855,000.00 | 1,885,655.55 | 36,347.79 | (3,185.70 | ) | — | — | 3.046 | MON | 4,707.99 | 14,123.97 | 4292014 | 7152022 | |||||||||||||||||
46644FAB7 | JPMBB_15-C28 SENIOR CMBS 15-C28 A2 | 2 | 3,089,994 | 3,090,810.3 | 3,000,000.00 | 3,072,664.06 | 18,146.24 | (4,648.03 | ) | — | — | 2.773 | MON | 6,933.25 | 20,799.75 | 4022015 | 2252021 | |||||||||||||||||
46590JAW7 | JPMBB_15-C36 PRELCF SENIOR CMBS_15-C36 A | 2 | 3,089,976 | 3,165,690.3 | 3,000,000.00 | 3,086,516.39 | 79,173.91 | (2,054.28 | ) | — | — | 3.598 | MON | 8,995.5 | 26,986.5 | 10192015 | 3082020 | |||||||||||||||||
46639EAB7 | JPMCC_12-LC9 PRELCF SENIOR CMBS_12-LC9-A | 2 | 1,097,243.43 | 1,096,840.06 | 1,095,788.09 | 1,095,897.11 | 942.95 | (240.98 | ) | — | — | 1.677 | MON | 1,531.27 | 4,964.23 | 10072014 | 7202021 | |||||||||||||||||
46641BAB9 | JPMCC_13-C16 SENIOR CMBS 13-C16 | 2 | 3,413,583.03 | 3,377,554.27 | 3,280,164.87 | 3,359,831.33 | 17,722.94 | (38,090.89 | ) | — | — | 3.07 | MON | 8,391.76 | 62,258.26 | 10302014 | 8212017 | |||||||||||||||||
46642CBE9 | JPMCC_14-C20 SENIOR CMBS 14-C20-A2 | 2 | 5,149,990 | 5,159,287 | 5,000,000.00 | 5,093,536.33 | 65,750.67 | (8,899.96 | ) | — | — | 2.872 | MON | 11,965 | 42,276.33 | 6122014 | 9152020 | |||||||||||||||||
46590KAB0 | JPMCC_15-JP1 SENIOR CMBS_15-JP1 A2 | 2 | 1,905,492.6 | 1,943,500.3 | 1,850,000.00 | 1,902,759.87 | 40,740.43 | (2,720.24 | ) | — | — | 3.144 | MON | 4,846.7 | 14,540.1 | 12152015 | 12152029 | |||||||||||||||||
46644RAZ8 | JPMCCMSC_15-C29 SENIOR CMBS 15-C29 | 2 | 2,059,986 | 2,127,400 | 2,000,000.00 | 2,055,712.61 | 71,687.39 | (1,430.90 | ) | — | — | 3.611 | MON | 6,018 | 18,054 | 6042015 | 10182029 | |||||||||||||||||
4.66E+79 | JPMMT CMO_06-A1 2A2 | 2 | 51,619.64 | 44,651.8 | 51,579.32 | 51,594.47 | (6,942.67 | ) | (48.28 | ) | — | — | 2.86 | MON | 122.91 | 377.26 | 2062008 | 3012018 | ||||||||||||||||
46643DAE7 | JPMMT_14-OAK4 WHOLE CMO 14-OAK4 | 2 | 2,132,440.67 | 2,142,442.76 | 2,104,814.98 | 2,122,719.72 | 19,723.04 | (5,846.48 | ) | — | — | 3.5 | MON | 6,139.04 | 19,233.64 | 10072014 | 3222019 | |||||||||||||||||
48127FAA1 | JPMORGAN CHASE & CO CAPSEC CORP BND | 1 | 7,439,250 | 7,143,750 | 7,500,000.00 | 7,441,152.54 | (297,402.54 | ) | 232.97 | — | — | 5 | JJ | 93,750 | 187,500 | 8132014 | 8152017 | |||||||||||||||||
46625HJA9 | JPMORGAN CHASE & CO CORP BND | 1,353,620 | 1,332,579 | 1,325,000.00 | 1,326,778 | 5,801 | (1,701.36 | ) | — | — | 3.15 | JJ | 9,970.63 | 20,868.75 | 1312012 | 8162021 | ||||||||||||||||||
46625HJG6 | JPMORGAN CHASE & CO CORP BND | 7,239,770 | 7,286,396.02 | 7,250,000.00 | 7,248,041.51 | 38,354.51 | 258.33 | — | — | 1.8 | JJ | 23,925 | 65,250 | 11252014 | 10152019 | |||||||||||||||||||
46625HNX4 | JPMORGAN CHASE & CO SENIOR CORP BND | 1 | 299,691 | 303,609.01 | 300,000.00 | 299,715.69 | 26,636.32 | 14.50 | — | — | 2.55 | AO | 3,230 | — | 10222015 | 10152023 | ||||||||||||||||||
46625HKC3 | JPMORGAN CHASE & CO SENIOR CORP BND | 1 | 722,172.5 | 724,481.94 | 725,000.00 | 722,454.4 | 41,432.53 | 76.93 | — | — | 3.125 | JJ | 4,279.52 | 16,412.76 | 2252015 | 2152029 | ||||||||||||||||||
46625HQJ2 | JPMORGAN CHASE & CO SENIOR CORP BND | 1 | 1,397,420 | 1,412,916.4 | 1,400,000.00 | 1,397,442.68 | 14,817.05 | 22.68 | — | — | 2.55 | MS | 2,975 | (1,023.54 | ) | 3152016 | 9162024 | |||||||||||||||||
46625HJR2 | JPMORGAN CHASE & CO SENIOR CORP BND | 1,518,345 | 1,528,197.9 | 1,500,000.00 | 1,513,380.85 | 2,027.54 | (1,147.01 | ) | — | — | 2.35 | JJ | 6,168.75 | 17,625 | 7132015 | 5152020 | ||||||||||||||||||
48126EAA5 | JPMORGAN CHASE & CO SENIOR CORP BND | 1,521,435 | 1,513,440.75 | 1,500,000.00 | 1,508,891.04 | 60,976.79 | (1,425.72 | ) | — | — | 2 | FA | 3,833.33 | 39,222.22 | 4012014 | 5152019 |
46625HJH4 | JPMORGAN CHASE & CO SENIOR CORP BND | 2,609,958 | 2,650,451.18 | 2,600,000.00 | 2,609,018.65 | 3,893.32 | (295.48 | ) | — | — | 3.2 | JJ | 15,253.33 | 41,600 | 5152015 | 6172019 | ||||||||||||||||||
46625HLW8 | JPMORGAN CHASE & CO SENIOR CORP BND | 1 | 3,420,024 | 3,478,142.78 | 3,400,000.00 | 3,417,165.99 | 15,473.72 | (997.48 | ) | — | — | 2.75 | JD | 25,452.78 | — | 12232015 | 10152023 | |||||||||||||||||
46625HQU7 | JPMORGAN CHASE & CO SENIOR CORP BND | 1 | 7,295,328 | 7,329,643.48 | 7,300,000.00 | 7,295,365.16 | 34,278.32 | 37.16 | — | — | 1.85 | MS | 3,001.12 | — | 3182016 | 2182020 | ||||||||||||||||||
46625HJF8 | JPMORGAN CHASE & CO SENIOR CORP BND | 8,620,000 | 8,646,636.32 | 8,620,000.00 | 8,620,000 | 4,549.71 | — | — | — | 1.519 | JAJO | 24,362.56 | 26,580.94 | 1172013 | 10162017 | |||||||||||||||||||
46623EKD0 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 1 | 2,507,025 | 2,508,180.23 | 2,500,000.00 | 2,504,861.41 | 3,318.82 | (648.08 | ) | — | — | 1.7 | MS | 3,541.66 | 21,250 | 5222015 | 7152020 | |||||||||||||||||
46625HJY7 | JPMORGAN CHASE & CO SUB CORP BND | 3,148,383.75 | 3,231,530.64 | 3,165,000.00 | 3,150,569.35 | 76,936.24 | 357.36 | — | — | 3.875 | MS | 7,154.22 | 61,321.88 | 9032014 | 2162021 | |||||||||||||||||||
46625HJQ4 | JPMORGAN CHASE & CO SUB CORP BND | 1 | 3,187,500 | 3,243,750 | 3,000,000.00 | 3,166,813.76 | 80,961.29 | (4,175.01 | ) | — | — | 6.75 | FA | 33,750 | 101,250 | 12112014 | 2182020 | |||||||||||||||||
BRS2RYU09 | JPMORGAN CHASE BANK NA SUB CORP BND | O | 671,083.33 | 585,986.12 | 400,000.00 | 639,830.97 | (53,844.85 | ) | (7,865.77 | ) | — | (54,098.64 | ) | 5.375 | SEP | 15,704.27 | 9,985.63 | 12042014 | 3312025 | |||||||||||||||
BRSZLU5D0 | KAR AUCTION SERVICES INC SENIOR SECURED | 1 | 297,000 | 300,000 | 300,000.00 | 297,011.73 | 2,988.27 | 11.73 | — | — | — | MJSD | — | 318.75 | 3042016 | 12312049 | ||||||||||||||||||
487836BF4 | KELLOGG COMPANY CORP BND | 253,590 | 251,340 | 250,000.00 | 251,064.8 | 275.2 | (422.98 | ) | — | — | 1.875 | MN | 1,744.79 | — | 11142011 | 9202019 | ||||||||||||||||||
487836BH0 | KELLOGG COMPANY SENIOR CORP BND | 3,027,000 | 3,013,760.7 | 3,000,000.00 | 3,011,686.76 | 2,073.94 | (2,569.88 | ) | — | — | 1.75 | MN | 19,541.66 | — | 5152012 | 4242019 | ||||||||||||||||||
491674BE6 | KENTUCKY UTILITIES COMPANY CORP BND | 1 | 783,795 | 791,709.31 | 750,000.00 | 779,567.98 | 12,141.33 | (1,621.42 | ) | — | — | 3.25 | MN | 10,156.25 | — | 9292015 | 7152021 | |||||||||||||||||
49327M2F0 | KEY BANK NATIONAL ASSOCIATION SENIOR COR | 499,780 | 505,023.5 | 500,000.00 | 499,839.94 | 5,183.56 | 10.25 | — | — | 2.5 | JD | 3,680.56 | — | 11182014 | 4092020 | |||||||||||||||||||
BRSP750D8 | KEY SAFETY SYSTEMS INC SENIOR SECURED TE | 2 | 1,245,880.63 | 1,239,317.15 | 1,250,256.89 | 1,246,759.58 | (7,442.43 | ) | 173.63 | — | — | — | MJSD | — | 15,075.83 | 8132015 | 3312025 | |||||||||||||||||
494074AF4 | KILIMANJARO RE LIMITED CORP BND 144A | F | 500,000 | 505,445 | 500,000.00 | 500,000 | (235,528.55 | ) | — | — | — | 9.433 | JAJO | 11,529.32 | 4,368.06 | 11102015 | 5102048 | |||||||||||||||||
494074AG2 | KILIMANJARO RE LIMITED CORP BND 144A | F | 500,000 | 504,750 | 500,000.00 | 500,000 | 5,445 | — | — | — | 6.933 | JAJO | 8,473.77 | 3,187.5 | 11102015 | 8102055 | ||||||||||||||||||
494074AE7 | KILIMANJARO RE LIMITED CORP BND 144A | F | 29,453,000 | 29,225,451.54 | 29,500,000.00 | 29,460,980.09 | 4,750 | 2,474.62 | — | — | 3.918 | JAJO | 282,495.28 | 292,441.96 | 6022015 | 3102048 | ||||||||||||||||||
494368BT9 | KIMBERLY-CLARK CORPORATION SENIOR CORP B | 2,749,835 | 2,768,147.35 | 2,750,000.00 | 2,749,840.37 | 18,306.98 | 5.37 | — | — | 1.4 | FA | 4,170.83 | — | 2172016 | 2202045 | |||||||||||||||||||
494550AY2 | KINDER MORGAN ENERGY PARTNERS CORP BND | 1,100,800 | 1,048,831.56 | 1,000,000.00 | 1,070,485.76 | (21,654.2 | ) | (9,152.35 | ) | — | — | 5.95 | FA | 7,602.78 | 29,750 | 5282015 | 2202045 | |||||||||||||||||
494550BM7 | KINDER MORGAN ENERGY PARTNERS SENIOR COR | 1 | 994,820 | 903,472.68 | 1,000,000.00 | 995,456.98 | (91,984.3 | ) | 144.80 | — | — | 3.45 | FA | 4,408.34 | 17,250 | 2242015 | 7182026 | |||||||||||||||||
28336LBR9 | KINDER MORGAN HOLDCO LLC CORP BND | 2,428,386.4 | 2,294,857.59 | 2,140,000.00 | 2,327,032.75 | (32,175.16 | ) | (20,722.48 | ) | — | — | 7.25 | JD | 51,716.67 | — | 2242016 | 9142018 | |||||||||||||||||
49456BAD3 | KINDER MORGAN HOLDCO LLC SENIOR CORP BND | 2,582,053.1 | 2,539,593.29 | 2,585,000.00 | 2,583,350.76 | (43,757.47 | ) | 241.56 | — | — | 2 | JD | 17,233.33 | — | 9292015 | 2152040 | ||||||||||||||||||
BRSM103T4 | KINETIC CONCEPTS INC / KCI USA SENIOR SE | 2 | 2,126,048.92 | 2,131,263.84 | 2,146,692.12 | 2,127,899.55 | 3,364.29 | 1,437.81 | — | — | — | JAJO | — | 7,374.94 | 3282016 | 3312025 | ||||||||||||||||||
496026KV6 | KINGS LOC SCH DIST OHIO MUNITAX BND GO | 1,250,394.5 | 1,250,837.2 | 1,165,000.00 | 1,220,398.46 | 30,438.74 | (5,028.28 | ) | — | — | 3.75 | JD | 14,562.5 | — | 2212013 | 11162018 | ||||||||||||||||||
G5274WAA8 | KIZUNA RE II LTD CORP BND 144A | D | 1,912,522.91 | 2,044,574.06 | 230,000,000.00 | 1,912,522.91 | 132,051.15 | — | — | 133,831.48 | 0.28 | JAJO | 1,400.61 | 10,261.83 | 3202015 | 12312049 | ||||||||||||||||||
482485AC3 | KKR_13-2A ABS 13-2A 144A | F | 2 | 1,516,800 | 1,493,804.16 | 1,600,000.00 | 1,534,464.55 | (40,660.39 | ) | 2,950.14 | — | — | 2.419 | JAJO | 7,202.05 | 8,841.85 | 10162014 | 8152017 | ||||||||||||||||
BRSSW6XL8 | KLOCKNER PENTAPLAST OF AMERICA SENIOR SE | 2 | 358,111.76 | 358,560.53 | 359,009.29 | 358,269.64 | 290.89 | 47.17 | — | — | — | JAJO | — | 4,548.91 | 4232015 | 12312049 | ||||||||||||||||||
50048MBM1 | KOMMUNALBANKEN AS CORP BND 144A | F | 398,900 | 399,526.8 | 400,000.00 | 399,764.05 | (237.25 | ) | 92.25 | — | — | 0.75 | MN | 1,083.33 | — | 11132013 | 7152017 | |||||||||||||||||
50048MAT7 | KOMMUNALBANKEN AS SENIOR GOVT BND | F | 1,096,205 | 1,101,188.02 | 1,100,000.00 | 1,098,852.68 | 2,335.34 | 191.18 | — | — | 1 | MS | 152.78 | 5,500 | 9192012 | 2252030 | ||||||||||||||||||
BRSYEDRW3 | KOMMUNEKREDIT SENIOR CORP BND | F | 5,631,863.5 | 5,693,561.27 | 5,650,000.00 | 5,633,115.1 | 60,446.17 | 1,251.60 | — | — | 1.5 | JAN | 17,891.67 | — | 1062016 | 1142020 | ||||||||||||||||||
BRSSWB4N5 | KP GERMANY ERSTE GMBH SENIOR SECURED TER | F | 2 | 153,039.21 | 153,230.98 | 153,422.76 | 153,106.68 | 124.3 | 20.16 | — | — | — | JAJO | — | 1,943.98 | 4232015 | 1152026 | |||||||||||||||||
50076QAY2 | KRAFT FOODS GROUP INC CORP BND | 2,371,165.54 | 2,397,410.74 | 2,375,000.00 | 2,373,940.66 | 23,470.08 | 322.33 | — | — | 2.25 | JD | 17,218.75 | 8,437.5 | 1162013 | 4152024 | |||||||||||||||||||
50076QAX4 | KRAFT FOODS GROUP INC SENIOR CORP BND | 829,047.5 | 824,029.66 | 750,000.00 | 820,649.07 | 23,995.86 | (3,878.75 | ) | — | — | 6.125 | FA | 4,848.96 | 6,720.49 | 3012016 | 5012027 | ||||||||||||||||||
50076QAU0 | KRAFT FOODS GROUP INC SENIOR CORP BND | 2,490,030 | 2,511,308.1 | 2,250,000.00 | 2,487,312.24 | 3,380.59 | (2,717.76 | ) | — | — | 5.375 | FA | 17,132.82 | (11,757.82 | ) | 3102016 | 5012027 |
D40859GT7 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 3,325,845.87 | 2,682,221.61 | 1,750,000.00 | 2,963,211.82 | (280,990.21 | ) | (30,849.25 | ) | — | (290,144.12 | ) | 5.625 | AUG | 84,890.54 | — | 11132013 | 9012020 | |||||||||||||||
500769FG4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR CO | F | 6,859,842 | 6,904,761 | 6,900,000.00 | 6,886,352.21 | 18,408.79 | 2,362.78 | — | — | 0.875 | MS | 4,360.42 | 30,187.5 | 12052014 | 2152019 | ||||||||||||||||||
500769GS7 | KREDITANSTALT FUER WIEDERAUFBA SENIOR CO | F | 7,577,771 | 7,623,711.69 | 7,600,000.00 | 7,581,895.61 | 37,312.91 | 1,901.26 | — | — | 1.125 | FA | 13,062.51 | 47,737.51 | 9162015 | 5152016 | ||||||||||||||||||
500769GV0 | KREDITANSTALT FUER WIEDERAUFBA SENIOR CO | F | 7,880,171 | 7,993,614.84 | 7,900,000.00 | 7,881,539.58 | 41,816.08 | 1,368.58 | — | — | 1.5 | FA | 26,004.17 | — | 1052016 | 12012017 | ||||||||||||||||||
500769GL2 | KREDITANSTALT FUER WIEDERAUFBA SENIOR CO | F | 15,732,560.26 | 15,774,114.02 | 15,742,000.00 | 15,736,801.11 | 112,075.26 | 705.50 | — | — | 1 | JJ | 28,423.05 | 78,710 | 10012015 | 4282017 | ||||||||||||||||||
48274LAD3 | KVK CLO LTD 2014-1A ABS 14-1A C 144A | F | 1 | 729,375 | 627,713.33 | 750,000.00 | 732,312.22 | (104,598.89 | ) | 696.19 | — | — | 3.518 | FMAN | 3,298.31 | 6,251.4 | 3132015 | 8152017 | ||||||||||||||||
48274MAD1 | KVK_14-2A ABS 14-2A C 144A | F | 1 | 476,250 | 457,280.15 | 500,000.00 | 479,715.07 | (22,434.92 | ) | 760.95 | — | — | 3.622 | JAJO | 3,873.53 | 4,242.86 | 1262015 | 8152017 | ||||||||||||||||
491552ZL2 | KY ST TPK AUTH ECONOMIC MUNI BND REV | 1 | 2,344,460 | 2,401,520 | 2,000,000.00 | 2,291,099.12 | 110,420.88 | (9,071.17 | ) | — | — | 5 | JJ | 25,000 | 50,000 | 9132013 | 6012020 | |||||||||||||||||
502413BD8 | L-3 COMMUNICATIONS CORP SENIOR CORP BND | 1 | 86,731.92 | 84,233.87 | 88,000.00 | 86,834.72 | (24,557.66 | ) | 64.91 | — | — | 3.95 | MN | 1,187.63 | 1,632.45 | 5182015 | 1162027 | |||||||||||||||||
502413BC0 | L-3 COMMUNICATIONS CORP SENIOR CORP BND | 4,369,600.73 | 4,353,105.27 | 4,385,000.00 | 4,377,662.93 | (2,600.85 | ) | 1,567.34 | — | — | 1.5 | MN | 22,473.13 | — | 1052015 | 5102032 | ||||||||||||||||||
BRSMB8NV9 | LA QUINTA INTERMEDIATE HOLDING SENIOR SE | 2 | 721,931.53 | 734,400.38 | 748,115.58 | 722,784.23 | 11,616.15 | 918.65 | — | — | — | FMAN | — | — | 1202016 | 3312025 | ||||||||||||||||||
50540RAR3 | LABORATORY CORP OF AMER HLDGS SENIOR COR | 2,147,592 | 2,159,182.67 | 2,150,000.00 | 2,148,127.13 | 11,055.54 | 115.37 | — | — | 2.625 | FA | 9,406.25 | 28,218.75 | 12232015 | 10122023 | |||||||||||||||||||
BRSRYHP25 | LAZER SPOT INC SENIOR SECURED REVOLVE NO | 104,309.75 | 103,005.88 | 104,309.75 | 104,309.75 | (1,303.87 | ) | — | — | — | — | FMAN | — | 1,067.73 | 7312015 | 12312049 | ||||||||||||||||||
BRSRYF745 | LAZER SPOT INC SENIOR SECURED TERM NOTES | 2,915,332.42 | 2,878,890.76 | 2,915,332.42 | 2,915,332.42 | (36,441.66 | ) | — | — | — | — | FMAN | — | 83,167.77 | 2242015 | 12312049 | ||||||||||||||||||
BRSVAW935 | LAZER SPOT MERGER SUB, INC SENIOR SECURE | 97,355.77 | 96,138.82 | 97,355.77 | 97,355.77 | (1,216.95 | ) | — | — | — | — | MJSD | — | 353.81 | 11022015 | 12312049 | ||||||||||||||||||
52109RBM2 | LBUBS CMBS 07-C7 | 2 | 8,693,646.93 | 8,094,942.31 | 7,697,519.25 | 8,122,353.96 | (27,411.65 | ) | (73,686.71 | ) | — | — | 5.866 | MON | 25,085.36 | 113,064.26 | 6022014 | 4152021 | ||||||||||||||||
BRSY6L4K5 | LDISCOVERY LLC SECURED TERM LOAN | 1,064,516.13 | 1,056,532.26 | 1,064,516.13 | 1,064,516.13 | (7,983.87 | ) | — | — | — | — | MJSD | — | — | 12222015 | 12312049 | ||||||||||||||||||
BRSY6N033 | LDISCOVERY LLC SECURED TERM LOAN | 2,661,290.32 | 2,641,330.64 | 2,661,290.32 | 2,661,290.32 | (19,959.68 | ) | — | — | — | — | MJSD | — | 41,250 | 12222015 | 12312049 | ||||||||||||||||||
BRSY6MWX4 | LDISCOVERY LLC SENIOR SECURED TERM LOAN | 399,193.55 | 396,199.6 | 399,193.55 | 399,193.55 | (2,993.95 | ) | — | — | — | — | MJSD | — | — | 12222015 | 12312049 | ||||||||||||||||||
52349HAM5 | LEE CNTY FLA HSG FIN AUTH SING MUNITAX B | 1 | 150,543 | 150,571.5 | 150,000.00 | 150,000 | 571.5 | — | — | — | 7.02 | JD | 3,510 | — | 6152001 | 7152022 | ||||||||||||||||||
52349HAN3 | LEE CNTY FLA HSG FIN AUTH SING MUNITAX B | 1 | 190,524.4 | 190,640.3 | 190,000.00 | 190,000 | 640.3 | — | — | — | 7.27 | JD | 4,604.33 | — | 6152001 | 3012026 | ||||||||||||||||||
G54404AK7 | LEGAL & GEN GRP PLC CAPSEC CORP BND | D | 1 | 1,611,530.25 | 1,458,931.37 | 1,000,000.00 | 1,559,955.28 | (101,023.91 | ) | (10,932.08 | ) | — | (76,480.54 | ) | 6.385 | MN | 37,983.25 | — | 1162015 | 12312049 | ||||||||||||||
854403AC6 | LELAND STANFORD JR UNIV CALIF MUNI BND R | 4,157,579 | 4,088,610.67 | 3,700,000.00 | 4,012,481.25 | 76,129.42 | (24,530.82 | ) | — | — | 4.75 | MN | 73,229.17 | — | 9302014 | 10222026 | ||||||||||||||||||
BRSLAZMP6 | LESLIES POOLMART, INC. SENIOR SECURED TE | 2 | 2,237,743.79 | 2,222,448.13 | 2,245,843.08 | 2,240,954.49 | (18,506.36 | ) | 359.39 | — | — | — | MJSD | — | 24,189.71 | 12022013 | 3312025 | |||||||||||||||||
BRSK5UM00 | LEVEL 3 FINANCING INC SENIOR SECURED TER | 2 | 962,682.64 | 971,212.5 | 970,000.00 | 965,353.02 | 5,859.48 | 346.58 | — | — | — | MJSD | — | 9,991.46 | 4302014 | 3312025 | ||||||||||||||||||
BRSHY9H24 | LINDE AG SENIOR CORP BND EMTN | F | 2,990,820 | 3,012,390.06 | 3,000,000.00 | 2,996,157.05 | 16,233.01 | 456.38 | — | — | 1.5 | APR | 42,875 | — | 4102013 | 3152019 | ||||||||||||||||||
BRSK7RBA5 | LIVE NATION ENTERTAINMENT INC SENIOR SEC | 2 | 1,502,566.78 | 1,501,940.21 | 1,502,566.78 | 1,502,566.78 | (626.57 | ) | — | — | — | — | FMAN | — | 13,327.63 | 8262013 | 3312025 | |||||||||||||||||
G4S15PP89 | LLOYDS BANK PLC CORP BND EMTN | D | 1 | 1,145,701.13 | 956,270.33 | 630,000.00 | 1,044,661.06 | (88,390.73 | ) | (19,510.38 | ) | — | (88,327.6 | ) | 10.75 | DEC | 28,457.66 | — | 12042014 | 12312049 | ||||||||||||||
50208XAA0 | LMC_15-CRE1 SENIOR CMBS 15-CRE1 A 144A | 2 | 4,000,000 | 3,918,794.4 | 4,000,000.00 | 4,000,000 | (81,205.6 | ) | — | — | — | 2.182 | MON | 2,423.89 | 21,759.55 | 1282015 | 6152018 | |||||||||||||||||
539830BJ7 | LOCKHEED MARTIN CORPORATION SENIOR CORP | 2,527,319.8 | 2,555,595.92 | 2,530,000.00 | 2,527,631.35 | 27,964.57 | 218.09 | — | — | 1.85 | MN | 16,641.79 | — | 11172015 | 1152026 | |||||||||||||||||||
G29330DW7 | LONDON POWER NETWORKS PLC LOCAL BND | D | 1,317,715.93 | 1,133,448.31 | 770,000.00 | 1,248,728.7 | (115,280.39 | ) | (14,017.68 | ) | — | (114,451.89 | ) | 5.375 | NOV | 23,079.37 | 7,713.86 | 11272014 | 12312049 | |||||||||||||||
542799AC5 | LONGPOINT RE III LTD CORP BND 144A | F | 1 | 1,750,000 | 1,766,135 | 1,750,000.00 | 1,750,000 | 16,135 | — | — | — | 3.75 | FMAN | 8,203.13 | 17,096.47 | 5072015 | 3102046 | |||||||||||||||||
BRSSM4ZS7 | LONGVIEW POWER SENIOR SECURED TERM NOTES | 1 | 1,143,360 | 1,016,320 | 1,154,909.09 | 1,145,177.5 | (128,857.5 | ) | 505.40 | — | — | — | MJSD | — | 23,413.66 | 4082015 | 12312049 | |||||||||||||||||
546398PF9 | LOUISIANA PUB FACS AUTH REV MUNI BND REV | 1 | 1,443,685.5 | 1,402,533 | 1,395,000.00 | 1,402,080.69 | 452.31 | (7,080.69 | ) | — | — | 5 | JJ | 17,437.5 | 34,875 | 10202006 | 3122018 |
546415S50 | LOUISIANA STATE OF MUNITAX BND GO | 4,779,355 | 4,800,777.5 | 4,750,000.00 | 4,768,746.19 | 32,031.31 | (2,512.39 | ) | — | — | 1.5 | FA | 11,875 | 35,625 | 3042015 | 5262020 | ||||||||||||||||||
BRSXC27R4 | LPL HOLDINGS INC TL SENIOR SECURED TERM | 1,223,893.6 | 1,202,259.12 | 1,236,256.16 | 1,224,469.12 | (22,210 | ) | 470.78 | — | — | — | MJSD | — | 13,082.08 | 11182015 | 12312049 | ||||||||||||||||||
54910DAA5 | LSTRZ_15-6 WHOLE CMO 15-6 A 144A | 2 | 858,294.9 | 847,266.31 | 866,768.60 | 859,867.2 | (12,600.89 | ) | 819.53 | — | — | 2.439 | MON | 1,820.06 | 5,310.61 | 5202015 | 11232018 | |||||||||||||||||
502441AA6 | LVMH MOET HENNESSY LOUIS VUITT SENIOR CO | F | 3,041,246.5 | 3,058,853.54 | 3,050,000.00 | 3,047,755.44 | 11,098.1 | 444.37 | — | — | 1.625 | JD | 12,665.98 | — | 6262012 | 8102055 | ||||||||||||||||||
54008PAA1 | LWCLO_14-1A ABS _14-1A-A1 144A | F | 2 | 498,500 | 495,785.25 | 500,000.00 | 499,110.88 | (3,325.63 | ) | 122.56 | — | — | 1.989 | JAJO | 1,850.5 | 2,135.85 | 12302014 | 11232018 | ||||||||||||||||
575718AC5 | MA INSTITUTE OF TECH CORP BND | 1,018,330 | 1,024,193 | 1,000,000.00 | 1,012,855.41 | 11,337.59 | (962.96 | ) | — | — | 2.051 | JJ | 5,127.5 | 10,255 | 10212014 | 10152025 | ||||||||||||||||||
BRSJFJJX9 | MACDERMID INCORPORATED SENIOR SECURED TE | 2 | 1,924,545.46 | 1,860,132.17 | 1,930,098.23 | 1,926,524.95 | (66,392.78 | ) | 220.39 | — | — | — | FMAN | — | 26,902.71 | 8042014 | 3312025 | |||||||||||||||||
55608PAA2 | MACQUARIE BANK LTD CORP BND 144A | F | 5,996,040 | 6,209,118 | 6,000,000.00 | 5,999,219.97 | 209,898.03 | 211.07 | — | — | 5 | FA | 32,500 | 150,000 | 9292015 | 8102046 | ||||||||||||||||||
56040PAT5 | MAINE EDL LN AUTH MUNI BND REV | 2,484,643.7 | 2,431,725.8 | 2,230,000.00 | 2,396,013.14 | 35,712.66 | (14,925.19 | ) | — | — | 5.5 | JD | 40,883.34 | — | 9032014 | 2062020 | ||||||||||||||||||
560427KM7 | MAINE HEALTH & HIGHER EDL FACS MUNI BND | 1 | 155,637.05 | 155,637.05 | 155,000.00 | 154,999.57 | 637.48 | (0.09 | ) | — | — | 5.25 | JJ | 2,034.38 | 4,068.75 | 7312010 | 11022018 | |||||||||||||||||
562013AA0 | MANATEE RE LTD CORP BND 144A | F | 680,000 | 673,771.2 | 680,000.00 | 680,000 | (6,228.8 | ) | — | — | — | 5.087 | MJSD | 288.24 | 8,743.13 | 3232015 | 8102046 | |||||||||||||||||
563469TZ8 | MANITOBA PROVINCE OF CORP BND | A | 2,977,080 | 3,001,289.97 | 3,000,000.00 | 2,979,720.57 | (3,459.75 | ) | 2,288.49 | — | — | 1.125 | JD | 11,250 | — | 12152015 | 10152019 | |||||||||||||||||
563469TU9 | MANITOBA PROVINCE OF CORP BND | A | 7,112,840 | 7,026,679.1 | 7,000,000.00 | 7,030,138.85 | 21,569.4 | (10,194.61 | ) | — | — | 1.3 | AO | 44,994.44 | 18,200 | 6062013 | 5092016 | |||||||||||||||||
563469TV7 | MANITOBA PROVINCE OF UNSEC CORP BND | A | 3,009,090 | 3,037,410.06 | 3,000,000.00 | 3,009,011.74 | 28,398.32 | (78.26 | ) | — | — | 1.75 | MN | 17,645.83 | (16,187.5 | ) | 3162016 | 5052020 | ||||||||||||||||
55279HAJ9 | MANUFACTURERS AND TRADERS TRUS SENIOR CO | 1 | 246,135 | 249,015.98 | 250,000.00 | 246,297.46 | (2,617.6 | ) | 162.46 | — | — | 2.1 | FA | 802.08 | 131.25 | 1222016 | 4212025 | |||||||||||||||||
55279HAF7 | MANUFACTURERS AND TRADERS TRUS SENIOR CO | 1 | 7,797,036 | 7,796,067.24 | 7,800,000.00 | 7,798,684.84 | 2,718.52 | 246.69 | — | — | 1.4 | JJ | 20,020.01 | 54,600 | 7222014 | 5262026 | ||||||||||||||||||
BRSX2BJ50 | MARCO INC SENIOR SECURED TERM LOAN | 3,668,763.1 | 3,641,247.38 | 3,668,763.10 | 3,668,763.1 | (27,515.72 | ) | — | — | — | — | MJSD | — | 39,592.07 | 10302015 | 12312049 | ||||||||||||||||||
BRSX2BJ84 | MARCO INC SENIOR SECURED TERM NOTES | 1,222,921.03 | 1,213,749.12 | 1,222,921.03 | 1,222,921.03 | (9,171.91 | ) | — | — | — | — | MJSD | — | 1,165.17 | 1252016 | 12312049 | ||||||||||||||||||
570850KA4 | MARLBORO TWP N J BRD ED MUNITAX BND GO | 1,492,545 | 1,518,585 | 1,500,000.00 | 1,495,452.71 | 23,132.29 | 486.40 | — | — | 1.526 | JJ | 4,832.33 | 11,445 | 3062013 | 9152020 | |||||||||||||||||||
574218A86 | MARYLAND ST HEALTH & HIGHER ED MUNITAX B | 400,000 | 409,720 | 400,000.00 | 400,000 | 9,720 | — | — | — | 2.079 | JJ | 2,079 | 1,593.9 | 10092015 | 3152019 | |||||||||||||||||||
575831CJ9 | MASSACHUSETTS ST COLLEGE BLDG MUNI BND R | 1 | 1,103,611.6 | 1,108,689.4 | 910,000.00 | 1,101,993.4 | 6,696 | (1,618.20 | ) | — | — | 5 | MN | 4,550 | (758.33 | ) | 2252016 | 12092025 | ||||||||||||||||
57587ABR8 | MASSACHUSETTS ST HSG FIN AGY MUNITAX BND | 497,465 | 519,715 | 500,000.00 | 498,173.37 | 1,372.8 | 117.61 | — | — | 2.608 | JD | 4,346.67 | — | 2262014 | 5152020 | |||||||||||||||||||
57586NWY3 | MASSACHUSETTS ST HSG FIN AGY MUNITAX BND | 1 | 1,430,000 | 1,431,372.8 | 1,430,000.00 | 1,430,000 | 21,541.63 | — | — | — | 1.85 | JD | 8,818.33 | 354.59 | 3182015 | 11152021 | ||||||||||||||||||
576049CK4 | MASSACHUSETTS ST WTR RES AUTH MUNI BND R | 2 | 1,970,647.7 | 1,872,047.65 | 1,735,000.00 | 1,900,812.33 | (28,764.68 | ) | (11,888.03 | ) | — | — | 6.5 | JJ | 23,808.06 | 56,387.5 | 10292008 | 5152018 | ||||||||||||||||
55274QAD7 | MASTR_06-2 RMBS_06-2-1A4 | 2 | 647,561.86 | 628,339.34 | 671,076.37 | 647,561.86 | (19,222.52 | ) | (5,577.53 | ) | — | — | 6 | MON | 3,355.38 | 10,622.6 | 12312009 | 11232018 | ||||||||||||||||
58768LAB9 | MBALT_15-A ABS 2015-A A2A | 2 | 1,204,776.83 | 1,204,697.96 | 1,204,825.19 | 1,204,809.22 | (111.26 | ) | 33.59 | — | — | 0.78 | MON | 417.67 | 4,040.53 | 6012015 | 3152025 | |||||||||||||||||
BRSJD2Z02 | MCC IOWA LLC SENIOR SECURED TERM LOAN | 2 | 3,632,287.5 | 3,600,504.99 | 3,632,287.50 | 3,632,287.5 | (31,782.51 | ) | — | — | — | — | FMAN | — | 27,404.52 | 10012015 | 3312025 | |||||||||||||||||
58013MEE0 | MCDONALDS CORP CORP BND | 3,004,204 | 3,012,928.35 | 2,800,000.00 | 2,978,133.99 | 34,794.36 | (22,597.31 | ) | — | — | 5.35 | MS | 12,483.33 | 74,900 | 12152015 | 4202027 | ||||||||||||||||||
58013MEX8 | MCDONALDS CORP SENIOR CORP BND | 1 | 658,779 | 682,055.36 | 660,000.00 | 658,850.41 | 23,149.43 | 149.84 | — | — | 2.75 | JD | 5,646.67 | 9,724.31 | 12022015 | 12312049 | ||||||||||||||||||
58013MEW0 | MCDONALDS CORP SENIOR CORP BND | 1,325,598.75 | 1,348,687 | 1,325,000.00 | 1,325,537.57 | 23,204.95 | (48.83 | ) | — | — | 2.1 | JD | 8,656.67 | — | 12032015 | 4222027 | ||||||||||||||||||
55279EAE7 | MCFCL_13-1A MEZZANIN ABS_13-1A C 144A | 2 | 249,750 | 242,843.6 | 250,000.00 | 249,799.36 | (6,955.76 | ) | 13.86 | — | — | 4.174 | JAJO | 2,086.9 | 2,470.68 | 5192015 | 11232018 | |||||||||||||||||
580645AM1 | MCGRAW-HILL COMPANIES INC (THE SR CORP B | 69,926.84 | 70,743.82 | 70,000.00 | 69,935.48 | 808.34 | 7.38 | — | — | 2.5 | FA | 223.61 | 860.42 | 12182015 | 12312049 | |||||||||||||||||||
56577AAC6 | MCLO_14-7A ABS _14-7A-A2 144A | F | 2 | 3,976,000 | 3,845,744 | 4,000,000.00 | 3,980,375.44 | (134,631.44 | ) | 761.66 | — | — | 3.271 | JAJO | 23,261.16 | 30,392.2 | 10302014 | 2062020 | ||||||||||||||||
585055BS4 | MEDTRONIC INC MEDTRONIC INC | 777,493.21 | 798,426.36 | 750,000.00 | 776,037.98 | 22,388.38 | (627.70 | ) | — | — | 3.5 | MS | 1,166.67 | 13,125 | 9022015 | 3152025 |
585055BR6 | MEDTRONIC INC SENIOR CORP BND | 519,650 | 526,176.45 | 500,000.00 | 519,533.49 | 14,797.06 | (116.51 | ) | — | — | 3.15 | MS | 700 | (131.25 | ) | 3152016 | 3152022 | |||||||||||||||||
585055BB1 | MEDTRONIC INC SENIOR CORP BND | 2,996,910 | 2,995,320 | 3,000,000.00 | 2,999,057.5 | (3,737.5 | ) | 256.76 | — | — | 0.875 | FA | 2,479.17 | 13,125 | 2202014 | 2272017 | ||||||||||||||||||
585055BA3 | MEDTRONIC INC SENIOR CORP BND | 3,444,825 | 3,462,690.07 | 3,450,000.00 | 3,447,893.01 | 106,252.82 | 257.38 | — | — | 1.375 | AO | 23,718.75 | — | 3192013 | 4012018 | |||||||||||||||||||
585055BG0 | MEDTRONIC INC SENIOR CORP BND | 8,205,100.95 | 8,308,908.57 | 8,035,000.00 | 8,202,655.75 | 6,642.96 | (2,445.20 | ) | — | — | 2.5 | MS | 8,927.77 | 2,789.94 | 3072016 | 3152020 | ||||||||||||||||||
58933YAS4 | MERCK & CO INC SENIOR CORP BND | 1,592,567.45 | 1,618,427.55 | 1,595,000.00 | 1,593,066.53 | 32,617.01 | 119.91 | — | — | 1.85 | FA | 4,180.24 | 14,753.75 | 5122015 | 2102020 | |||||||||||||||||||
58933YAG0 | MERCK & CO INC SENIOR CORP BND | 5,236,908.45 | 5,278,343.82 | 5,255,000.00 | 5,245,726.81 | 25,361.02 | 1,069.94 | — | — | 1.3 | MN | 25,238.6 | — | 7172015 | 5182018 | |||||||||||||||||||
59012UAA3 | MERNA REINSURANCE LTD CORP BND 144A | F | 4,750,000 | 4,724,920 | 4,750,000.00 | 4,750,000 | (25,080 | ) | — | — | — | 2.3 | MJSD | 606.94 | 25,594.1 | 3162015 | 4152050 | |||||||||||||||||
59022CCS0 | MERRILL LYNCH & CO. INC. CORP BND | 1,943,287.5 | 1,821,344 | 1,750,000.00 | 1,825,048.18 | (3,704.18 | ) | (17,088.96 | ) | — | — | 5.7 | MN | 41,285.42 | — | 6262014 | 5022017 | |||||||||||||||||
59163PHV8 | METRO ORE MUNI BND GO | 366,863.25 | 366,993.25 | 325,000.00 | 366,582.94 | 410.31 | (280.31 | ) | — | — | 5 | JD | 315.97 | — | 3142016 | 1152021 | ||||||||||||||||||
59261EAE9 | METROPOLITAN TRANS AUTH N Y MUNITAX BND | 16,629,940 | 17,009,026.15 | 16,645,000.00 | 16,634,580.77 | 374,445.38 | 777.21 | — | — | 1.848 | JJ | 76,899.9 | 153,799.8 | 9232014 | 3152021 | |||||||||||||||||||
BRSGGZLV9 | MGM RESORTS INTERNATIONAL SENIOR SECURED | 2 | 2,276,181.79 | 2,292,126.54 | 2,298,832.23 | 2,280,374.52 | 11,752.02 | 1,246.62 | — | — | — | MJSD | — | 20,390.84 | 10192015 | 3312025 | ||||||||||||||||||
62405QAJ2 | MHAWK_13-1A ABS_13-1A C | F | 2 | 1,203,125 | 1,118,318 | 1,250,000.00 | 1,212,246.21 | (93,928.21 | ) | 2,051.10 | — | — | 3.344 | JAJO | 8,359.5 | 9,702.01 | 2112015 | 1052018 | ||||||||||||||||
59334DHN7 | MIAMI DADE CNTY FLA MUNI BND REV | 1 | 1,146,570 | 1,199,880 | 1,000,000.00 | 1,124,855.04 | 75,024.96 | (3,648.82 | ) | — | — | 5 | AO | 25,000 | — | 9172013 | 12012018 | |||||||||||||||||
BRSNLD7H4 | MICHAELS STORES INC SENIOR SECURED TERM | 2 | 430,083.62 | 432,064.61 | 432,244.86 | 430,754.19 | (12,892.6 | ) | 101.84 | — | — | — | MJSD | — | 4,634.17 | 6062014 | 3312025 | |||||||||||||||||
BRSH5BNL2 | MICHAELS STORES INC SENIOR SECURED TERM | 2 | 4,419,816.04 | 4,406,923.44 | 4,419,816.04 | 4,419,816.04 | 1,310.42 | — | — | — | — | JAJO | — | 42,027.06 | 10012015 | 3312025 | ||||||||||||||||||
594615DN3 | MICHIGAN ST BLDG AUTH MUNI BND REV | 415,003.58 | 407,709.6 | 380,000.00 | 407,773.94 | (64.34 | ) | (4,475.49 | ) | — | — | 5.5 | AO | 9,637.22 | — | 10302015 | 7012017 | |||||||||||||||||
594615DS2 | MICHIGAN ST BLDG AUTH MUNI BND REV | 2,854,055.07 | 2,807,015.6 | 2,620,000.00 | 2,805,764.87 | 1,250.73 | (29,893.93 | ) | — | — | 5.5 | AO | 66,446.11 | — | 10302015 | 1142019 | ||||||||||||||||||
5946106P7 | MICHIGAN STATE OF MUNI BND GO | 1,652,295 | 1,645,950 | 1,500,000.00 | 1,621,048.87 | 26,255.16 | (8,177.70 | ) | — | — | 3.99 | MN | 24,937.5 | — | 4142015 | 7132018 | ||||||||||||||||||
5946103D7 | MICHIGAN STATE OF MUNI BND GO | 1 | 2,308,400 | 2,223,140 | 2,000,000.00 | 2,196,884.84 | 24,901.13 | (18,688.38 | ) | — | — | 5.25 | MN | 43,750 | — | 10292008 | 9142020 | |||||||||||||||||
BRSY0Y6K1 | MICROSEMI CORPORATION SECURED TERM NOTES | 1 | 2,098,175.7 | 2,170,638.49 | 2,163,067.75 | 2,099,856.88 | 70,781.61 | 6,831.33 | — | — | — | MJSD | — | 843.36 | 12172015 | 12312049 | ||||||||||||||||||
594918AV6 | MICROSOFT CORP SENIOR CORP BND | 646,249.5 | 660,917.57 | 650,000.00 | 647,949.37 | 4,940.66 | 185.63 | — | — | 1.625 | JD | 3,374.13 | — | 12032013 | 12062018 | |||||||||||||||||||
594918AS3 | MICROSOFT CORP SENIOR CORP BND | 2,093,680.15 | 2,099,382.53 | 2,095,000.00 | 2,094,441.87 | 12,968.2 | 66.20 | — | — | 1 | MN | 8,729.17 | — | 4252013 | 5012018 | |||||||||||||||||||
594918BA1 | MICROSOFT CORP SENIOR CORP BND | 1 | 2,099,307 | 2,159,360.83 | 2,100,000.00 | 2,099,421.11 | 59,939.72 | 22.82 | — | — | 2.375 | FA | 6,788.54 | 24,937.5 | 3032015 | 2122022 | ||||||||||||||||||
594918BF0 | MICROSOFT CORP SENIOR CORP BND | 4,302,408 | 4,334,161.31 | 4,300,000.00 | 4,302,082.48 | 32,078.83 | (53.91 | ) | — | — | 1.3 | MN | 22,981.11 | 17,653.27 | 10302015 | 11032018 | ||||||||||||||||||
595620AJ4 | MIDAMERICAN ENERGY CO SECURED CORP BND | 1 | 839,529.6 | 854,862.33 | 840,000.00 | 839,738.48 | 15,123.85 | 21.21 | — | — | 2.4 | MS | 896 | 10,080 | 9122013 | 3152019 | ||||||||||||||||||
BRSKQD5K0 | MISSION BROADCASTING INC. SECURED TERM L | 2 | 1,422,090.58 | 1,416,757.74 | 1,422,090.58 | 1,422,090.58 | (5,332.84 | ) | — | — | — | — | MJSD | — | 13,514.79 | 12172013 | 3312025 | |||||||||||||||||
60636YGX3 | MISSOURI ST HSG DEV COMMN MUNITAX BND RE | 351,792 | 352,996 | 350,000.00 | 350,822.07 | 2,173.93 | (163.17 | ) | — | — | 1.45 | JJ | 1,268.75 | 2,537.5 | 10172012 | 5082018 | ||||||||||||||||||
60636YGY1 | MISSOURI ST HSG DEV COMMN MUNITAX BND RE | 552,601.5 | 556,182 | 550,000.00 | 551,417.91 | 4,764.09 | (199.89 | ) | — | — | 1.7 | JJ | 2,337.5 | 4,675 | 10172012 | 12152017 | ||||||||||||||||||
606822AA2 | MITSUBISHI TOKYO FINANCIAL GRP SENIOR CO | F | 1,646,568 | 1,682,830.05 | 1,650,000.00 | 1,646,622.03 | 36,208.02 | 100.03 | — | — | 2.95 | MS | 4,056.25 | 3,568.68 | 2232016 | 4152050 | ||||||||||||||||||
60687VAE5 | MLCFC CMBS_06-3 A4 | 2 | 4,413,857.04 | 4,141,083.67 | 4,126,023.76 | 4,153,985.07 | (12,901.4 | ) | (51,373.56 | ) | — | — | 5.414 | MON | 18,615.24 | 66,301.35 | 8142014 | 10152018 | ||||||||||||||||
60687VAF2 | MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A | 2 | 2,223,236.41 | 2,093,052.82 | 2,076,729.66 | 2,098,360.14 | (5,307.32 | ) | (24,521.79 | ) | — | — | 5.409 | MON | 9,360.87 | 31,286.6 | 9252014 | 5172021 | ||||||||||||||||
BRSHTM755 | MONEYGRAM INTL INC SENIOR SEC TERM NOTES | 1 | 2,561,350.23 | 2,410,320.77 | 2,589,423.42 | 2,569,803.59 | (159,482.82 | ) | 1,216.19 | — | — | — | MJSD | — | 27,890.02 | 7152014 | 3312025 | |||||||||||||||||
BRSSLXJH6 | MONITRON INTL SENIOR SECURED TERM NOTES | 479,185.42 | 449,386.83 | 481,593.39 | 479,517.09 | (30,130.26 | ) | 91.23 | — | — | — | MJSD | — | 5,491.96 | 4022015 | 12312049 | ||||||||||||||||||
61763KBA1 | MORGAN STANLEY BAML TRUST MSBA SENIOR CM | 2 | 1,012,640.62 | 1,039,718 | 950,000.00 | 1,008,042.95 | 31,675.05 | (1,768.47 | ) | — | — | 4.051 | MON | 3,207.03 | 9,621.09 | 7302015 | 10152019 |
61754JAF5 | MORGAN STANLEY CAPITAL I CMBS 07-T27 A4 | 2 | 3,286,810.25 | 3,041,324.73 | 2,924,350.70 | 3,018,833.26 | 22,491.47 | (23,105.11 | ) | — | — | 5.82 | MON | 13,755.81 | 42,992.14 | 4112014 | 8162021 | |||||||||||||||||
61761JQK8 | MORGAN STANLEY CAPSEC CORP BND | 1 | 7,295,765 | 6,851,250 | 7,250,000.00 | 7,282,031.01 | (430,781.01 | ) | (2,224.70 | ) | — | — | 5.45 | JJ | 83,415.28 | 197,562.5 | 1132015 | 6162020 | ||||||||||||||||
U6176TBG2 | MORGAN STANLEY CORP BND | O | 1,198,165.7 | 1,042,531.18 | 700,000.00 | 1,139,261.14 | (96,729.96 | ) | (11,208.08 | ) | — | (97,089.53 | ) | 5.75 | FEB | 7,429 | 61,960.85 | 12032014 | 12312049 | |||||||||||||||
61747WAL3 | MORGAN STANLEY CORP BND | 2,254,140 | 2,275,203.4 | 2,000,000.00 | 2,224,864.6 | 50,338.8 | (9,643.15 | ) | — | — | 5.5 | JJ | 19,250 | 55,000 | 6232015 | 7282021 | ||||||||||||||||||
6174466Q7 | MORGAN STANLEY CORP BND MTN | 281,282.5 | 272,773.1 | 250,000.00 | 273,213.44 | (440.34 | ) | (2,819.19 | ) | — | — | 6.625 | AO | 8,281.25 | — | 7092015 | 4012018 | |||||||||||||||||
617474AA9 | MORGAN STANLEY CORP BND X | 1 | 2,400,000 | 2,358,528 | 2,400,000.00 | 2,400,000 | (41,472 | ) | — | — | — | 5.55 | JJ | 28,120 | 66,600 | 2012016 | 12072018 | |||||||||||||||||
61761JVN6 | MORGAN STANLEY SENIOR CORP BND | 850,000 | 847,075.98 | 850,000.00 | 850,000 | 17,643.88 | — | — | — | 1.353 | JAJO | 2,778.67 | 2,311.24 | 12022014 | 1052018 | |||||||||||||||||||
6174468B8 | MORGAN STANLEY SENIOR CORP BND | 989,237.7 | 995,436.49 | 990,000.00 | 989,409.81 | 6,026.68 | 53.00 | — | — | 2.2 | JD | 6,897 | — | 6032015 | 12072018 | |||||||||||||||||||
61747YDT9 | MORGAN STANLEY SENIOR CORP BND | 2,192,640 | 2,065,868 | 2,000,000.00 | 2,047,430.3 | 18,437.7 | (11,982.49 | ) | — | — | 4.75 | MS | 2,375 | 47,500 | 2132013 | 3222017 | ||||||||||||||||||
6174467U7 | MORGAN STANLEY SENIOR CORP BND | 2,997,870 | 3,016,736.52 | 3,000,000.00 | 2,999,092.64 | 45,481.06 | 106.44 | — | — | 2.125 | AO | 27,625 | — | 4222013 | 4252018 | |||||||||||||||||||
61761JVM8 | MORGAN STANLEY SENIOR CORP BND | 4,859,745.8 | 4,874,749.51 | 4,865,000.00 | 4,861,986.64 | 100,396.29 | 420.52 | — | — | 1.875 | JJ | 21,791.15 | 45,609.38 | 12232015 | 1052018 | |||||||||||||||||||
61747YDW2 | MORGAN STANLEY SENIOR CORP BND | 4,930,596 | 4,970,067.8 | 4,900,000.00 | 4,924,586.74 | 12,762.87 | (1,492.25 | ) | — | — | 2.65 | JJ | 23,084.44 | 114,391.67 | 12102015 | 1272020 | ||||||||||||||||||
61761JB32 | MORGAN STANLEY SENIOR CORP BND | 5,048,934 | 5,150,236.71 | 5,055,000.00 | 5,049,840.42 | (2,924.02 | ) | 286.95 | — | — | 2.8 | JD | 41,282.49 | — | 12232015 | 6162020 | ||||||||||||||||||
6174467X1 | MORGAN STANLEY SUB CORP BND | 2,220,320 | 2,153,038.94 | 2,000,000.00 | 2,203,669.42 | (50,630.48 | ) | (4,376.57 | ) | — | — | 5 | MN | 35,277.78 | — | 4082015 | 11242025 | |||||||||||||||||
6174824M3 | MORGAN STANLEY SUB CORP BND | 5,929,440 | 5,922,000.1 | 5,500,000.00 | 5,855,296.98 | 66,703.12 | (11,835.24 | ) | — | — | 4.875 | MN | 111,718.75 | — | 8192014 | 11012022 | ||||||||||||||||||
BRSJV1000 | MORGAN'S POINT LIMITED | 12,345,000 | 12,345,000 | 12,345,000.00 | 12,345,000 | — | — | — | — | 6 | JAN | 24,657.53 | — | 11122015 | 1312016 | |||||||||||||||||||
BRSRP3A63 | MOTOR_15 -1X ABS 2015-1X A2 | D | 2 | 1,736,923 | 1,621,209.29 | 1,130,000.00 | 1,736,923 | (115,713.71 | ) | — | — | (112,774 | ) | 0.993 | MON | 132.04 | 3,943.27 | 2202015 | 3312025 | |||||||||||||||
BRSMMQ6V6 | MPH ACQUISITION HOLDINGS LLC SENIOR SECU | 2 | 770,730.23 | 764,548.92 | 772,661.87 | 771,282.72 | (6,733.8 | ) | 152.84 | — | — | — | MJSD | — | 7,520.85 | 3212014 | 3312025 | |||||||||||||||||
61746REV9 | MSAC ABS 04-H1 | 2 | 941,018.19 | 902,993.85 | 939,550.15 | 940,398.27 | (37,404.42 | ) | (16.85 | ) | — | — | 1.173 | MON | 214.3 | 2,682.54 | 1252016 | 12072018 | ||||||||||||||||
61763MAB6 | MSBAM_14-C16 SENIOR CMBS_14-C16 A2 | 2 | 1,905,424.71 | 1,921,858.44 | 1,850,000.00 | 1,885,926.82 | 35,931.62 | (2,775.40 | ) | — | — | 2.849 | MON | 4,392.21 | 13,176.63 | 6052014 | 6172019 | |||||||||||||||||
61763UAV4 | MSBAM_14-C17 SUPSEN SENIOR CMBS 14-C17-A | 2 | 5,109,769.53 | 5,101,237.95 | 4,900,000.00 | 5,061,235.83 | 40,002.12 | (10,199.71 | ) | — | — | 3.119 | MON | 12,735.92 | 38,207.76 | 9222015 | 2182020 | |||||||||||||||||
61764PBR2 | MSBAM_14-C19 PRELCF SENIOR CMBS_14-C19-A | 2 | 6,063,823.92 | 6,097,600.24 | 5,866,000.00 | 6,012,307.94 | 85,292.3 | (10,790.62 | ) | — | — | 3.101 | MON | 15,158.72 | 45,476.16 | 12092014 | 5152020 | |||||||||||||||||
61764RBF4 | MSBAM_15-C20 SENIOR CMBS 15-C20 A4 | 2 | 5,149,631 | 5,164,152 | 5,000,000.00 | 5,133,259.7 | 30,892.3 | (3,538.57 | ) | — | — | 3.249 | MON | 13,537.5 | 40,612.5 | 1232015 | 2162021 | |||||||||||||||||
61765LAR1 | MSBAM_15-C24 SUPSEN SENIOR CMBS 15-C24 A | 2 | 4,480,472.6 | 4,594,069.8 | 4,350,000.00 | 4,463,391.39 | 130,678.41 | (6,542.77 | ) | — | — | 3.088 | MON | 11,194 | 33,582 | 7242015 | 2152029 | |||||||||||||||||
61690VAZ1 | MSBAM_15-C26 LCF SENIOR CMBS 15-C26 | 2 | 978,475.21 | 999,603.97 | 950,000.00 | 977,470.86 | 22,133.11 | (653.11 | ) | — | — | 3.531 | MON | 1,490.87 | 8,386.14 | 10282015 | 9152021 | |||||||||||||||||
61751XAE0 | MSC CMBS 07-T25 A3 | 2 | 4,084,109.97 | 3,762,649.12 | 3,710,955.58 | 3,793,160.49 | (30,511.37 | ) | (35,570.86 | ) | — | — | 5.514 | MON | 17,051.84 | 51,382.9 | 5222014 | 7152020 | ||||||||||||||||
61751NAF9 | MSC_07-HQ11 CMBS 07-HQ11 A4 | 2 | 1,735,407.82 | 1,605,959.37 | 1,580,000.00 | 1,614,692.22 | (8,732.85 | ) | (13,930.82 | ) | — | — | 5.447 | MON | 7,171.89 | 36,252.83 | 5282014 | 6172019 | ||||||||||||||||
BRSVV6ED1 | MSHC INC SENIOR SECURED TERM LOAN | 1,678,702.12 | 1,657,718.34 | 1,678,702.12 | 1,678,702.12 | (20,983.78 | ) | — | — | — | — | MJSD | — | 25,973.82 | 9012015 | 12312049 | ||||||||||||||||||
BRSTB10K8 | MSHC INC SENIOR SECURED TERM NOTES | 2,069,974.25 | 2,044,099.57 | 2,069,974.25 | 2,069,974.25 | (25,874.68 | ) | — | — | — | — | MJSD | — | 32,005.23 | 5112015 | 12312049 | ||||||||||||||||||
61745MVW0 | MSM_04-1 MSM_04-1 | 2 | 111,202.08 | 110,081.26 | 108,764.65 | 110,174.3 | (93.04 | ) | (462.30 | ) | — | — | 5 | MON | 453.19 | 1,547.86 | 3092006 | 12072018 | ||||||||||||||||
61759LAA6 | MSRR CMBS_10-GG10 A4A 144A | 2 | 634,136.38 | 603,581.12 | 590,258.95 | 610,304.82 | (6,723.7 | ) | (5,298.11 | ) | — | — | 5.797 | MON | 2,851.25 | 8,905.12 | 1062015 | 10162017 | ||||||||||||||||
61974QAC0 | MTL6_15 LCF SEN CMBS 15 MT6 A2A2 144A | 2 | 1,500,000 | 1,501,689.6 | 1,500,000.00 | 1,500,000 | 1,689.6 | — | — | — | 2.605 | MON | 3,256.26 | 9,768.78 | 2262015 | 10152023 | ||||||||||||||||||
BRSQGX3A8 | MUELLER WATER PRODUCTS INC SENIOR SECURE | 2 | 479,150.85 | 482,963.33 | 481,558.62 | 479,574.03 | 3,389.3 | 92.61 | — | — | — | MJSD | — | 4,881.42 | 11192014 | 3312025 | ||||||||||||||||||
62983QAG8 | NAKAMA RE LTD SENIOR CORP BND 144A | F | 500,000 | 504,810 | 500,000.00 | 500,000 | 53,437.5 | — | — | — | — | JAJO | — | — | 12142015 | 5102047 |
62983QAF0 | NAKAMA RE LTD SENIOR CORP BND 144A | F | 14,250,000 | 14,303,437.5 | 14,250,000.00 | 14,250,000 | 4,810 | — | — | — | — | JAJO | — | — | 12142015 | 12102018 | ||||||||||||||||||
62983QAD5 | NAKAMA RE LTD UNSEC CORP BND 144A | F | 1,000,000 | 1,000,330 | 1,000,000.00 | 1,000,000 | 330 | — | — | — | 2.385 | JAJO | 5,830 | 5,610.37 | 12122014 | 2102048 | ||||||||||||||||||
62983QAE3 | NAKAMA RE LTD UNSEC CORP BND 144A | F | 1,250,000 | 1,258,900 | 1,250,000.00 | 1,250,000 | 8,900 | — | — | — | 2.875 | JAJO | 8,784.72 | 9,483.51 | 12122014 | 2102048 | ||||||||||||||||||
63254AAB4 | NATIONAL AUSTRALIA BANK LIMITE CORP BND | 4,134,360 | 4,058,136 | 4,000,000.00 | 4,066,507.47 | (8,371.47 | ) | (25,501.51 | ) | — | — | 2.75 | MS | 6,722.22 | 84,638.89 | 4092015 | 3092017 | |||||||||||||||||
63254AAK4 | NATIONAL AUSTRALIA BANK LIMITE SENIOR CO | 2,799,272 | 2,810,503.84 | 2,800,000.00 | 2,799,435.86 | 11,067.98 | 59.52 | — | — | 1.875 | JJ | 9,916.67 | 26,250 | 7162015 | 7232018 | |||||||||||||||||||
63254AAM0 | NATIONAL AUSTRALIA BANK LIMITE SENIOR CO | 2,992,530 | 3,016,557.54 | 3,000,000.00 | 2,993,049.83 | 23,507.71 | 519.83 | — | — | 2 | JJ | 12,833.33 | — | 1062016 | 1142019 | |||||||||||||||||||
6325C0CU3 | NATIONAL AUSTRALIA BANK LTD SENIOR CORP | F | 1,999,700 | 2,001,172.4 | 2,000,000.00 | 1,999,902.86 | 1,269.54 | 25.06 | — | — | 1.25 | MS | 972.22 | 12,500 | 3112014 | 7152047 | ||||||||||||||||||
63307EAB3 | NATIONAL BK OF CANADA CORP BND 144A | A | 1,025,660 | 1,006,303 | 1,000,000.00 | 1,006,912.4 | (609.4 | ) | (3,116.22 | ) | — | — | 2.2 | AO | 9,900 | — | 10122011 | 1142019 | ||||||||||||||||
63307A2C8 | NATIONAL BK OF CANADA SENIOR CORP BND | A | 2,498,325 | 2,513,849.08 | 2,500,000.00 | 2,498,486.92 | 15,362.16 | 135.18 | — | — | 2.1 | JD | 15,604.17 | — | 12072015 | 1142019 | ||||||||||||||||||
BRSJ6L8K4 | NATIONAL CNEMDIA SENIOR SECURED TERM NOT | 2 | 1,366,621.35 | 1,368,125 | 1,375,000.00 | 1,370,015.15 | (1,890.15 | ) | 339.37 | — | — | — | FMAN | — | 11,064.55 | 10182013 | 3312025 | |||||||||||||||||
637432NB7 | NATIONAL RURAL UTILITIES COOP SECURED CO | 1 | 998,640 | 1,019,979.86 | 1,000,000.00 | 999,002.06 | 2,568.9 | 65.86 | — | — | 2.3 | MN | 8,688.89 | — | 11042014 | 11152019 | ||||||||||||||||||
637432NC5 | NATIONAL RURAL UTILITIES COOP SECURED CO | 1 | 1,995,840 | 1,993,619.68 | 2,000,000.00 | 1,996,783.29 | 20,977.8 | 201.48 | — | — | 2 | JJ | 7,111.11 | 20,000 | 12232015 | 1272020 | ||||||||||||||||||
63743HEG3 | NATIONAL RURAL UTILITIES COOP SECURED CO | 1 | 6,000,000 | 6,002,568.9 | 6,000,000.00 | 6,000,000 | (3,163.61 | ) | — | — | — | 2.3 | MN | 4,723.2 | 10,035.78 | 11042014 | 11012020 | |||||||||||||||||
637432MX0 | NATIONAL RURAL UTILITIES COOP SENIOR COR | 1 | 2,933,737.95 | 2,973,048.05 | 2,935,000.00 | 2,934,270.74 | 38,777.31 | 62.04 | — | — | 2.15 | FA | 10,517.08 | 31,551.25 | 12232015 | 2012019 | ||||||||||||||||||
637432NF8 | NATIONAL RURAL UTILITIES COOP SENIOR SEC | 1 | 513,959.7 | 520,796.54 | 515,000.00 | 514,044.56 | 6,751.98 | 131.26 | — | — | 2.3 | MN | 5,067.03 | 9,146.65 | 10202015 | 11012020 | ||||||||||||||||||
BRSWNA846 | NAVEX GLOBAL INC SENIOR SECURED TERM LOA | 7,387,594.48 | 7,257,005.68 | 7,462,216.64 | 7,392,480.82 | (135,475.14 | ) | 2,878.66 | — | — | — | MJSD | — | 189,217.3 | 10092015 | 12312049 | ||||||||||||||||||
63939EAB9 | NAVSL_15-AA SENIOR ABS 15-AA A2A 144A | 2 | 329,878.46 | 325,967.4 | 330,000.00 | 329,900.78 | (3,933.38 | ) | 4.29 | — | — | 2.65 | MON | 388.67 | 2,186.25 | 1132015 | 11012020 | |||||||||||||||||
63946CAC2 | NBCUNIVERSAL ENTERPRISE INC SENIOR CORP | 1,003,750 | 1,008,098.45 | 1,000,000.00 | 1,003,437.5 | (14,918.32 | ) | (312.50 | ) | — | — | 1.662 | AO | 7,663.67 | (4,478.17 | ) | 1192016 | 4152018 | ||||||||||||||||
63946CAB4 | NBCUNIVERSAL ENTERPRISE INC SENIOR CORP | 6,760,694.5 | 6,740,144.73 | 6,750,000.00 | 6,755,063.05 | 4,660.95 | (592.31 | ) | — | — | 1.307 | JAJO | 18,869.81 | 17,344.87 | 5012014 | 4152018 | ||||||||||||||||||
62888XAC8 | NCUA CMBS_10-C1 A-PT | 2 | 792,159.76 | 794,474.43 | 793,733.32 | 793,610.58 | 863.85 | 396.00 | — | — | 2.65 | MON | 233.71 | 9,995.97 | 9072011 | 1052018 | ||||||||||||||||||
62889AAA1 | NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A | 2 | 931,816.16 | 929,654.35 | 931,816.16 | 931,816.16 | (2,161.81 | ) | — | — | — | 0.791 | MON | 504.02 | 1,715.77 | 6102011 | 1052018 | |||||||||||||||||
62889GAA8 | NCUA GUARANTEED NOTES CMO 11-R5 1A | 2 | 173,958.51 | 173,980.55 | 173,958.51 | 173,958.51 | 22.04 | — | — | — | 0.82 | MON | 110.84 | 396.77 | 4082011 | 1052018 | ||||||||||||||||||
BRSMK3RL8 | NEIMAN MARCUS GROUP INC. THE SENIOR SECU | 2 | 2,451,199.9 | 2,244,639.68 | 2,456,140.38 | 2,452,488.6 | (207,848.92 | ) | 204.94 | — | — | — | MJSD | — | 26,134.95 | 7312014 | 3312025 | |||||||||||||||||
BRSW6MLL6 | NEPTUNE FINCO CORP SECURED TERM LOAN | 1 | 2,976,648.35 | 3,023,489.01 | 3,021,978.02 | 2,979,263.43 | 44,225.58 | 1,619.13 | — | — | — | MJSD | — | 29,380.34 | 9252015 | 12312049 | ||||||||||||||||||
U64107AF9 | NESTLE HLDGS, INC. CORP BND EMTN | 1,013,000 | 1,003,090.1 | 1,000,000.00 | 1,003,847.53 | (757.43 | ) | (776.56 | ) | — | — | 1.375 | JUN | 10,694.44 | — | 4092013 | 12312049 | |||||||||||||||||
BRSH5LE30 | NETWORK RAIL INFRA FIN SECURED CORP BND | D | 2,340,423.68 | 2,167,708.12 | 1,500,000.00 | 2,337,738.69 | (170,030.57 | ) | (538.33 | ) | — | (178,404.6 | ) | 1 | DEC | 6,833.07 | — | 12302014 | 5142018 | |||||||||||||||
64128QAE5 | NEUB_14-18A MEZZANIN ABS 14-18A 144A | F | 1 | 500,000 | 485,638.5 | 500,000.00 | 500,000 | (14,361.5 | ) | — | — | — | 3.768 | FMAN | 2,355.13 | 4,487.04 | 3262015 | 4152018 | ||||||||||||||||
64129UAL9 | NEUB_17 MEZZANIN ABS 14-17A 144A | F | 2 | 951,500 | 937,544.8 | 1,000,000.00 | 952,845.1 | (15,300.3 | ) | 1,345.10 | — | — | 3.379 | FMAN | 5,350.4 | 1,375.15 | 1132016 | 4152018 | ||||||||||||||||
644682D29 | NEW HAMPSHIRE ST MUNITAX BND GO | 2,580,441 | 2,511,351 | 2,350,000.00 | 2,494,619.48 | 16,731.52 | (18,569.93 | ) | — | — | 4.375 | MS | 8,567.71 | 51,406.25 | 2022015 | 2162018 | ||||||||||||||||||
645771XB7 | NEW JERSEY BLDG AUTH MUNITAX BND REV | 690,125.2 | 685,059.2 | 680,000.00 | 686,108.85 | (1,049.65 | ) | (674.30 | ) | — | — | 2.303 | JD | 4,611.12 | — | 11152013 | 4272018 | |||||||||||||||||
646136K83 | NEW JERSEY ST TRANSN TR FD AUT MUNITAX B | 5,050,000 | 4,954,150.85 | 5,050,000.00 | 5,050,000 | (95,849.15 | ) | — | — | — | 1.758 | JD | 26,140.48 | — | 9292015 | 9112017 | ||||||||||||||||||
64972HKE1 | NEW YORK NY CITY TRANSITIONAL MUNI BND R | 1 | 1,144,760 | 1,098,350 | 1,000,000.00 | 1,088,081.29 | 10,268.71 | (9,484.55 | ) | — | — | 5 | JJ | 10,555.56 | 25,000 | 10312008 | 4092018 | |||||||||||||||||
64972HKH4 | NEW YORK NY CITY TRANSITIONAL MUNI BND R | 1 | 3,442,770 | 3,309,900 | 3,000,000.00 | 3,269,728.15 | 40,171.85 | (28,990.03 | ) | — | — | 5.25 | JJ | 33,250 | 78,750 | 10312008 | 1302017 | |||||||||||||||||
64966F5S9 | NEW YORK NY MUNI BND GO | 20,092.4 | 20,092.4 | 20,000.00 | 20,000 | 92.4 | — | — | — | 5.75 | FA | 191.67 | 575 | 7212014 | 6192018 |
64966KEB5 | NEW YORK NY MUNI BND GO | 1 | 5,804,500 | 6,011,850 | 5,000,000.00 | 5,673,248.01 | 338,601.99 | (22,210.85 | ) | — | — | 5 | FA | 41,666.67 | 125,000 | 9122013 | 3222022 | |||||||||||||||||
649907XR8 | NEW YORK ST DORM AUTH MUNI BND REV | 3,053,370 | 3,087,060 | 3,000,000.00 | 3,034,555.45 | 52,504.55 | (3,149.92 | ) | — | — | 2.05 | JD | 20,500 | — | 12052013 | 12162025 | ||||||||||||||||||
649883XV2 | NEW YORK ST MTG AGY MUNI BND REV | 1 | 898,278.6 | 926,417.8 | 860,000.00 | 892,769.95 | 33,647.85 | (929.13 | ) | — | — | 4.45 | AO | 19,135 | — | 2132014 | 6112018 | |||||||||||||||||
649791CH1 | NEW YORK ST MUNITAX BND GO | 811,747.5 | 796,260 | 750,000.00 | 791,144.52 | 5,115.48 | (5,279.30 | ) | — | — | 4.09 | MS | 2,556.25 | 15,337.5 | 4072015 | 10012020 | ||||||||||||||||||
650035C48 | NEW YORK ST URBAN DEV CORP MUNI BND REV | 1 | 5,269,005 | 5,459,670 | 4,500,000.00 | 5,144,786.82 | 314,883.18 | (20,911.60 | ) | — | — | 5 | MS | 10,000 | 112,500 | 9112013 | 1152019 | |||||||||||||||||
650035K72 | NEW YORK ST URBAN DEV CORP MUNITAX BND R | 11,437,620 | 11,530,530 | 11,400,000.00 | 11,423,795.36 | 106,734.64 | (2,991.46 | ) | — | — | 1.44 | MS | 7,296 | 82,080 | 2022015 | 3222017 | ||||||||||||||||||
651229AR7 | NEWELL RUBBERMAID INC SENIOR CORP BND | 699,979 | 697,621.63 | 700,000.00 | 699,981.41 | 37,540.62 | 1.33 | — | — | 2.15 | AO | 6,772.5 | — | 10142015 | 10152018 | |||||||||||||||||||
651229AV8 | NEWELL RUBBERMAID INC SENIOR CORP BND | 1 | 769,761.3 | 797,632.46 | 770,000.00 | 769,761.3 | (2,359.78 | ) | — | — | — | 3.85 | AO | 82.35 | — | 3182016 | 4012023 | |||||||||||||||||
651229AU0 | NEWELL RUBBERMAID INC SENIOR CORP BND | 1 | 3,494,225 | 3,595,368.81 | 3,500,000.00 | 3,494,225.56 | 81,542.81 | 0.56 | — | — | 3.15 | AO | 306.25 | — | 3182016 | 4012021 | ||||||||||||||||||
651229AP1 | NEWELL RUBBERMAID INC SENIOR CORP BND | 1 | 4,355,116.8 | 4,393,938.41 | 4,360,000.00 | 4,356,397.79 | 101,143.25 | 231.10 | — | — | 2.875 | JD | 41,783.34 | — | 11142014 | 12012019 | ||||||||||||||||||
651229AT3 | NEWELL RUBBERMAID INC SENIOR CORP BND | 5,403,756.85 | 5,485,301.82 | 5,405,000.00 | 5,403,759.01 | 27,871.16 | 2.16 | — | — | 2.6 | MS | 390.37 | — | 3182016 | 3292019 | |||||||||||||||||||
BRSKQ8AG4 | NEXSTAR BROADCASTING GROUP INC NEXSTAR B | 2 | 1,613,555.46 | 1,607,504.62 | 1,613,555.46 | 1,613,555.46 | (6,050.84 | ) | — | — | — | — | MJSD | — | 15,325.99 | 1312014 | 3312025 | |||||||||||||||||
G65016AG5 | NEXT PLC LOCAL BND | D | 1,188,131.34 | 1,028,616.68 | 700,000.00 | 1,124,613.43 | (95,996.75 | ) | (12,227.96 | ) | — | (94,628.48 | ) | 5.875 | OCT | 27,777.98 | — | 12102014 | 12312049 | |||||||||||||||
62888UAA8 | NGN_10-R2 AGENCY CMO_10-R2 1A | 2 | 734,041.44 | 733,285.16 | 734,041.44 | 734,041.44 | (756.28 | ) | — | — | — | 0.808 | MON | 423.32 | 1,433 | 11102010 | 1052018 | |||||||||||||||||
62888YAA0 | NGN_11-R1 CMO_11-R1 IA | 2 | 960,944.83 | 960,061.02 | 960,574.16 | 960,749.69 | (688.67 | ) | (20.80 | ) | — | — | 0.888 | MON | 562.57 | 2,065.82 | 2142011 | 1052018 | ||||||||||||||||
62889EAA3 | NGN_11-R3 NGN_11-R3 1A | 2 | 4,765,313.88 | 4,751,802.63 | 4,759,179.36 | 4,762,780.72 | (10,978.09 | ) | (392.85 | ) | — | — | 0.836 | MON | 2,326.45 | 9,672.45 | 6152012 | 1052018 | ||||||||||||||||
62889FAA0 | NGN_11-R4 CMO_11R4-1A | 2 | 464,513.95 | 464,324.34 | 464,513.95 | 464,513.95 | (189.61 | ) | — | — | — | 0.809 | MON | 260.81 | 940.37 | 3252011 | 1052018 | |||||||||||||||||
65477UAB6 | NISSAN AUTO RECEIVABLES OWNER ABS_15-A A | 2 | 347,198.93 | 347,098.69 | 347,216.43 | 347,209.6 | (110.91 | ) | 3.91 | — | — | 0.67 | MON | 103.39 | 765.97 | 4072015 | 4012023 | |||||||||||||||||
645918S53 | NJ ST EDA PENSION MUNITAX BND REV | 1,985,660 | 2,026,920 | 2,000,000.00 | 1,992,953.64 | 33,966.36 | 1,219.58 | — | — | 1.651 | MS | 2,751.67 | 16,510 | 9192012 | 4012019 | |||||||||||||||||||
655044AH8 | NOBLE ENERGY INC SENIOR CORP BND | 1 | 4,139,435 | 4,142,494.66 | 4,400,000.00 | 4,139,403.85 | 3,090.81 | 1,886.75 | — | — | 3.9 | MN | 64,826.66 | (18,232.5 | ) | 2192016 | 11152024 | |||||||||||||||||
65504LAH0 | NOBLE HOLDING INTERNATIONAL LT SENIOR CO | F | 505,725 | 470,000 | 500,000.00 | 502,255.32 | (32,255.32 | ) | (582.06 | ) | — | — | 2.5 | MS | 555.56 | 6,250 | 2072012 | 7152047 | ||||||||||||||||
BRSRG6TU3 | NOMACORC SENIOR SECURED REVOLVE LOAN | 480,000 | 446,400 | 480,000.00 | 480,000 | (33,600 | ) | — | — | — | — | JAJO | — | 4,526.05 | 2102016 | 3312025 | ||||||||||||||||||
BRSRG6UY3 | NOMACORC SENIOR SECURED TERM LOAN | 5,939,999.99 | 5,524,199.99 | 5,939,999.99 | 5,939,999.99 | (415,800 | ) | — | — | — | — | JAJO | — | 88,044.72 | 1092015 | 3312025 | ||||||||||||||||||
62951MAY6 | NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO | 2 | 591,710.43 | 584,672.71 | 585,670.69 | 590,631.4 | (5,958.69 | ) | (140.68 | ) | — | — | 6.5 | MON | 3,172.38 | 9,285.1 | 10032007 | 1052018 | ||||||||||||||||
65557CAM5 | NORDEA BANK AB JR SUB CORP BND 144A | F | 1 | 5,750,000 | 5,586,125 | 5,750,000.00 | 5,750,000 | (163,875 | ) | — | — | — | 5.5 | MS | 7,027.77 | 359,376.11 | 9162014 | 2102036 | ||||||||||||||||
65557DAK7 | NORDEA BANK AB SENIOR CORP BND | F | 5,974,200 | 6,093,540 | 6,000,000.00 | 5,984,100.62 | 109,439.38 | 1,258.79 | — | — | 2.375 | AO | 70,062.5 | — | 3312014 | 10102053 | ||||||||||||||||||
65557CAR4 | NORDEA BANK AB SENIOR CORP BND MTN 144A | F | 798,096 | 808,883.8 | 800,000.00 | 798,290.56 | 10,593.24 | 89.88 | — | — | 2.5 | MS | 777.77 | 10,000 | 9092015 | 2102036 | ||||||||||||||||||
65562QAW5 | NORDIC INVESTMENT BANK CORP BND | F | 2,980,170 | 3,115,499.94 | 3,000,000.00 | 2,984,165.06 | 131,334.88 | 671.17 | — | — | 2.25 | MS | 187.5 | 33,750 | 12052014 | 11272018 | ||||||||||||||||||
BRST5NSU5 | NORTEK INC SENIOR SECURED TERM NOTES | 2 | 947,693.8 | 928,089.56 | 958,027.93 | 948,224.17 | (20,134.61 | ) | 556.55 | — | — | — | MJSD | — | 7,951.72 | 1012016 | 12312049 | |||||||||||||||||
658256Z54 | NORTH CAROLINA ST MUNI BND GO | 652,100 | 653,045 | 500,000.00 | 651,247.02 | 1,797.98 | (852.98 | ) | — | — | 5 | JD | 1,527.78 | — | 2242016 | 5222019 | ||||||||||||||||||
666807BF8 | NORTHROP GRUMMAN CORP SENIOR CORP BND | 1,071,625.63 | 1,079,414.16 | 1,073,000.00 | 1,071,945.66 | 7,468.5 | 118.48 | — | — | 1.75 | JD | 6,259.17 | — | 10082015 | 6012018 | |||||||||||||||||||
66989HAE8 | NOVARTIS CAPITAL CORP SENIOR CORP BND | 1,954,120 | 2,041,372.52 | 2,000,000.00 | 1,957,487.64 | 83,884.88 | 1,490.30 | — | — | 2.4 | MS | 1,333.34 | 24,000 | 9032015 | 9212022 | |||||||||||||||||||
BRSTJ1FE8 | NOVELIS INC/GA SENIOR SECURED TERM NOTES | 2 | 2,828,028.6 | 2,761,579.19 | 2,837,239.87 | 2,829,114.97 | (67,535.78 | ) | 348.70 | — | — | — | FMAN | — | 26,253.64 | 10012015 | 12312049 | |||||||||||||||||
65251QAA9 | NSCDN_14-1A ABS2014-1A A1 144A | 2 | 2,500,000 | 2,452,176.25 | 2,500,000.00 | 2,500,000 | (47,823.75 | ) | — | — | — | 2.469 | JAJO | 11,485.85 | 13,712.56 | 12162014 | 4012023 |
BRSGCCH31 | NSG HOLDINGS SENIOR SECURED TERM LOAN | 2 | 1,510,267.18 | 1,474,650.29 | 1,520,258.03 | 1,514,937.27 | (40,286.98 | ) | 380.05 | — | — | — | MJSD | — | 14,447.73 | 10072013 | 3312025 | |||||||||||||||||
65251PAC7 | NSLP_14-1A ABS_14-1A B1 144A | 2 | 487,100 | 464,373.85 | 500,000.00 | 488,401.05 | (24,027.2 | ) | 892.31 | — | — | 3.219 | JAJO | 2,995.09 | 3,690.43 | 10212015 | 4012023 | |||||||||||||||||
BRSUVAL12 | NUMERICABLE US LLC SENIOR SECURED TERM N | 522,160.72 | 516,489.97 | 523,469.39 | 522,274.39 | (5,784.42 | ) | 50.13 | — | — | — | MJSD | — | 5,962.1 | 7272015 | 12312049 | ||||||||||||||||||
65251UAC6 | NWSCLF_16-1A ABS 16-1A 144A | 1 | 250,000 | 248,750.3 | 250,000.00 | 250,000 | (1,249.7 | ) | — | — | — | 4.371 | FMAN | 910.52 | — | 2122016 | 4012023 | |||||||||||||||||
65251KAG9 | NWSTR_13-1A ABS 13-1A C 144A | 2 | 250,000 | 243,524.6 | 250,000.00 | 250,000 | (6,475.4 | ) | — | — | — | 4.423 | MJSD | 337.9 | 2,761.28 | 5192015 | 4012023 | |||||||||||||||||
65251TAC9 | NWSTR_15-1A ABS_15-1A B 144A | 1 | 2,000,000 | 1,881,659.2 | 2,000,000.00 | 2,000,000 | (118,340.8 | ) | — | — | — | 3.424 | JAJO | 13,695.2 | 15,932.1 | 3112015 | 4012023 | |||||||||||||||||
65251TAE5 | NWSTR_15-1A ABS_15-1A C 144A | 1 | 1,000,000 | 953,628.1 | 1,000,000.00 | 1,000,000 | (46,371.9 | ) | — | — | — | 4.474 | JAJO | 8,947.6 | 10,649.38 | 3112015 | 4012023 | |||||||||||||||||
N5945LAN5 | NXP BV AND NXP FUNDING LLC SENIOR SECURE | F | 1 | 1,973,791.33 | 1,992,745.69 | 1,988,706.63 | 1,974,719.75 | 18,025.94 | 778.06 | — | — | — | MJSD | — | 19,114.08 | 11052015 | 12312049 | |||||||||||||||||
BRST0A6G3 | NXTC_15-1A MEZZANIN ABS 15-1A 144A | 2 | 1,000,000 | 922,212.9 | 1,000,000.00 | 1,000,000 | (77,787.1 | ) | — | — | — | 4.274 | JAJO | 8,429.87 | 10,136.99 | 4232015 | 12312049 | |||||||||||||||||
674000AG9 | OAKCL_14-1A ABS_14-1A B 144A | F | 2 | 480,000 | 462,877.8 | 500,000.00 | 491,682.9 | (28,805.1 | ) | 206.45 | — | — | 3.209 | FMAN | 2,005.69 | 4,234.23 | 1262015 | 9212022 | ||||||||||||||||
67389MAE1 | OAKS_15-1 RMBS_15-1 A5 144A | 2 | 1,289,705.73 | 1,295,645.31 | 1,287,292.07 | 1,289,243.35 | 6,401.96 | (452.24 | ) | — | — | 3.5 | MON | 3,754.6 | 11,922.32 | 10062015 | 9212022 | |||||||||||||||||
67400LAC2 | OAKTA_14-A2 MEZZANIN ABS 14-A2-B 144A | F | 2 | 3,930,000 | 3,857,456.4 | 4,000,000.00 | 3,942,435.94 | (84,979.54 | ) | 2,378.13 | — | — | 2.918 | FMAN | 14,591 | 27,207.46 | 12042014 | 9212022 | ||||||||||||||||
67401DAC9 | OAKTA_15-A1 MEZZANIN ABS_15-A1 B 144A | F | 2 | 1,488,150 | 1,488,029.55 | 1,500,000.00 | 1,488,585.82 | (556.27 | ) | 435.82 | — | — | 2.802 | JAJO | 9,923.75 | — | 12172015 | 9212022 | ||||||||||||||||
67107KAC0 | OCP_14-7A ABS_14-7A-A2A 144A | F | 2 | 3,850,000 | 3,787,412.8 | 4,000,000.00 | 3,880,155.56 | (92,742.76 | ) | 5,041.61 | — | — | 2.417 | JAJO | 19,337.2 | 24,708.64 | 10312014 | 9212022 | ||||||||||||||||
67756AVS8 | OHIO ST HIGHER EDL FAC REV MUNI BND REV | 1 | 440,307 | 435,861.3 | 435,000.00 | 435,281.72 | 579.58 | (854.57 | ) | — | — | 4.375 | MN | 7,929.69 | — | 6152006 | 3062017 | |||||||||||||||||
677522HS6 | OHIO ST MUNI BND GO | 1,233,070 | 1,232,040 | 1,000,000.00 | 1,231,004.53 | 1,035.47 | (2,065.47 | ) | — | — | 5 | JD | 3,055.56 | — | 2262016 | 7152024 | ||||||||||||||||||
67756BXS4 | OHIO ST MUNI BND REV | 1 | 2,905,950 | 2,788,725 | 2,500,000.00 | 2,762,481.21 | 26,243.79 | (23,972.69 | ) | — | — | 5.5 | JD | 45,833.33 | — | 3112009 | 12152016 | |||||||||||||||||
677521HK5 | OHIO ST MUNITAX BND GO | 2,176,480 | 2,178,560 | 2,000,000.00 | 2,135,377.17 | 43,182.83 | (9,796.10 | ) | — | — | 3.911 | FA | 13,036.67 | 39,110 | 3062015 | 5012020 | ||||||||||||||||||
68217FAA0 | OMNICOM GROUP INC SENIOR CORP BND | 1 | 849,209.5 | 865,191.08 | 850,000.00 | 849,209.5 | 15,981.58 | — | — | — | 3.6 | AO | — | — | 3282016 | 4152026 | ||||||||||||||||||
6824544G5 | ONEIDA CNTY N Y MUNITAX BND GO | 1,532,874 | 1,572,158 | 1,400,000.00 | 1,501,311.44 | 70,846.56 | (5,371.15 | ) | — | — | 5.387 | FA | 12,569.67 | 37,709 | 8042009 | 12312049 | ||||||||||||||||||
68268NAK9 | ONEOK PARTNERS LP SENIOR CORP BND | 1 | 3,686,877.75 | 3,527,480.59 | 3,665,000.00 | 3,681,787.89 | (154,307.3 | ) | (1,711.36 | ) | — | — | 3.2 | MS | 5,212.44 | 58,640 | 5282015 | 9152018 | ||||||||||||||||
683234C55 | ONTARIO PROVINCE OF CORP BND | A | 4,903,430 | 4,909,457.05 | 4,900,000.00 | 4,902,345.79 | 7,111.26 | (308.02 | ) | — | — | 1.2 | FA | 7,676.67 | 29,400 | 5052015 | 8152018 | |||||||||||||||||
68323ABL7 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 2,939,850 | 3,016,769.94 | 3,000,000.00 | 2,957,431.85 | 78,335.56 | 2,927.96 | — | — | 1.65 | MS | 550 | 24,750 | 9232014 | 9012019 | ||||||||||||||||||
683235AA3 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 8,097,420 | 8,145,040.32 | 8,000,000.00 | 8,066,704.76 | 59,338.09 | (6,546.23 | ) | — | — | 2 | MS | 1,777.78 | 80,000 | 9172015 | 9012018 | |||||||||||||||||
68389XAQ8 | ORACLE CORPORATION SENIOR CORP BND | 1,019,460 | 1,033,920.52 | 1,000,000.00 | 1,015,186.73 | 32,903.03 | (1,324.73 | ) | — | — | 2.375 | JJ | 5,013.89 | 11,875 | 6042015 | 1152019 | ||||||||||||||||||
68389XAU9 | ORACLE CORPORATION SENIOR CORP BND | 1 | 1,098,436.5 | 1,114,044.61 | 1,050,000.00 | 1,093,364.66 | 18,733.79 | (1,207.07 | ) | — | — | 3.4 | JJ | 8,230.84 | 17,850 | 3032015 | 7082024 | |||||||||||||||||
68389XAR6 | ORACLE CORPORATION SENIOR CORP BND | 2,350,000 | 2,360,034.74 | 2,350,000.00 | 2,350,000 | 10,034.74 | — | — | — | 1.202 | JAJO | 6,041.71 | 5,408.01 | 7092013 | 1152019 | |||||||||||||||||||
68389XAN5 | ORACLE CORPORATION SENIOR CORP BND | 6,578,599.3 | 6,619,299.34 | 6,590,000.00 | 6,586,396.31 | 20,679.95 | 575.51 | — | — | 1.2 | AO | 36,464.66 | — | 10182012 | 10152017 | |||||||||||||||||||
68428TCP0 | ORANGE CNTY CALIF SANTN DIST MUNI BND RE | 1 | 549,301.5 | 560,403 | 450,000.00 | 549,252.65 | 11,150.35 | (48.85 | ) | — | — | 5 | FA | 62.49 | — | 3032016 | 2022017 | |||||||||||||||||
F4113NCA5 | ORANGE SA CORP BND | D | 1,463,442.33 | 1,276,595.83 | 800,000.00 | 1,384,176.15 | (107,580.32 | ) | (23,130.48 | ) | — | (111,897.68 | ) | 8 | DEC | 25,887.11 | 5,794.05 | 10302015 | 12312049 | |||||||||||||||
BRSXEV4J9 | ORG CHEMICAL MIDCO LLC SENIOR SECURED TE | 225,000 | 224,437.5 | 225,000.00 | 225,000 | (562.5 | ) | — | — | — | — | MJSD | — | 1,203.98 | 11232015 | 12312049 | ||||||||||||||||||
BRSXEV5F6 | ORG CHEMICAL MIDCO LLC SENIOR SECURED TE | 5,151,562.5 | 5,138,683.59 | 5,151,562.50 | 5,151,562.5 | (12,878.91 | ) | — | — | — | — | MJSD | — | 70,489.13 | 11232015 | 12312049 | ||||||||||||||||||
BRSVBJ4B0 | OSMOSE HOLDINGS INC SENIOR SECURED TERM | 661,241.19 | 624,690.17 | 664,564.01 | 661,501.64 | (36,811.47 | ) | 127.11 | — | — | — | MJSD | — | 7,999.43 | 8182015 | 12312049 | ||||||||||||||||||
69144VAA1 | OXFIN_14-1A ABS _14-1A-A 144A | 1 | 2,750,000 | 2,739,662.75 | 2,750,000.00 | 2,750,000 | (10,337.25 | ) | — | — | — | 3.475 | MON | 4,247.22 | 23,890.62 | 11202014 | 7082024 |
70922PAE2 | PA TURNPIKE-E MUNITAX BND REV | 4,500,000 | 4,589,100 | 4,500,000.00 | 4,500,000 | 89,100 | — | — | — | 1.699 | JD | 25,485 | — | 9112014 | 7172018 | |||||||||||||||||||
69371RL79 | PACCAR FINANCIAL CORP CORP BND MTN | 3,850,000 | 3,858,242.85 | 3,850,000.00 | 3,850,000 | 8,242.85 | — | — | — | 1.236 | MJSD | 3,303.52 | 10,238 | 12032013 | 12062018 | |||||||||||||||||||
69371RM45 | PACCAR FINANCIAL CORP SENIOR CORP BND | 2,622,532.5 | 2,618,085.01 | 2,625,000.00 | 2,623,394.1 | (5,309.09 | ) | 203.17 | — | — | 1.45 | MS | 2,326.04 | 19,031.25 | 3032015 | 3092018 | ||||||||||||||||||
69371RM52 | PACCAR FINANCIAL CORP SENIOR CORP BND MT | 5,967,113 | 5,951,484.67 | 5,975,000.00 | 5,969,368.45 | (17,883.78 | ) | 650.14 | — | — | 1.4 | MN | 30,904.03 | — | 5112015 | 5182018 | ||||||||||||||||||
N6803F7R2 | PACCAR FINANCIAL EUROPE BV SENIOR CORP B | D | 942,231.81 | 871,928.59 | 605,000.00 | 942,527.56 | (70,598.97 | ) | 179.43 | — | (74,407.7 | ) | 1.513 | MAY | 11,071.62 | 2,174.59 | 10302015 | 5262026 | ||||||||||||||||
BRSJA8RE1 | PACIFIC DRILLING SA SENIOR SECURED TERM | F | 1 | 2,863,799.98 | 1,292,541.51 | 4,158,314.96 | 3,050,699.48 | (1,758,157.97 | ) | 107,119.40 | — | — | — | MJSD | — | 47,422.43 | 9252015 | 5152019 | ||||||||||||||||
694308GL5 | PACIFIC GAS AND ELECTRIC CO CORP BND | 645,360.2 | 618,777.19 | 580,000.00 | 616,984.27 | 1,792.92 | (5,477.61 | ) | — | — | 5.625 | MN | 10,965.63 | — | 12082014 | 11302017 | ||||||||||||||||||
BRSSM7M39 | PACIFIC MERGER SUB INC SENIOR SECURED TE | 735,595.88 | 677,376.61 | 739,292.34 | 736,060.76 | (58,684.15 | ) | 141.53 | — | — | — | MJSD | — | 9,835.74 | 4172015 | 12312049 | ||||||||||||||||||
695114CK2 | PACIFICORP CORP BND | 4,465,800 | 4,393,160.41 | 4,000,000.00 | 4,381,553.14 | 11,607.27 | (33,220.62 | ) | — | — | 5.5 | JJ | 46,444.45 | 110,000 | 8072015 | 1152019 | ||||||||||||||||||
69834LAA8 | PANDA RE LTD CORP BND | F | 15,000,000 | 15,054,450 | 15,000,000.00 | 15,000,000 | 54,450 | — | — | — | 4.05 | MJSD | 3,375 | 153,490.16 | 6262015 | 6152033 | ||||||||||||||||||
BRSAC1100 | PANGAEA RE | 23,271,696 | 23,729,508.87 | 23,271,696.00 | 23,271,696 | 457,812.87 | — | — | — | 7 | — | — | 31012016 | 12312016 | ||||||||||||||||||||
693304AP2 | PECO ENERGY CO SECURED CORP BND | 1 | 359,969.3 | 373,590.92 | 370,000.00 | 360,902.81 | 12,688.11 | 319.34 | — | — | 2.375 | MS | 390.56 | 4,393.75 | 7072015 | 9152022 | ||||||||||||||||||
705870AA1 | PELICAN III RE LTD CORP BND | F | 680,000 | 679,360.8 | 680,000.00 | 680,000 | (639.2 | ) | — | — | — | 6 | MJSD | 2,720 | 10,462.02 | 4072015 | 7102047 | |||||||||||||||||
BRSXBV296 | PENAR_15-2X ABS_15-2X A1 | F | 2 | 8,155,294 | 8,138,512.82 | 8,170,000.00 | 8,157,454.83 | (18,942.01 | ) | 1,375.88 | — | — | 0.84 | MON | 2,668.55 | 16,426.35 | 11182015 | 12312049 | ||||||||||||||||
BRSSG9JW2 | PENARTH MASTER ISSUER PLC ABS 15-1X | F | 2 | 2,246,692.5 | 2,242,575 | 2,250,000.00 | 2,247,191.38 | (4,616.38 | ) | 351.72 | — | — | 1.039 | MON | 909.13 | 4,571.28 | 11182015 | 12312049 | ||||||||||||||||
709132AK0 | PENNSYLVANIA ST HIGHER EDL FAC MUNI BND | 1 | 868,208 | 842,832 | 800,000.00 | 831,388.35 | 11,443.65 | (6,210.02 | ) | — | — | 5 | JJ | 10,000 | 20,000 | 2282007 | 3292018 | |||||||||||||||||
70932JAA2 | PENNUNION RE LTD SENIOR CORP BND 144A | F | 1,250,000 | 1,253,437.5 | 1,250,000.00 | 1,250,000 | 3,437.5 | — | — | — | 4.825 | MJSD | 4,188.6 | 14,423.01 | 10052015 | 9152048 | ||||||||||||||||||
709599AK0 | PENSKE TRUCK LEASING CO SENIOR CORP BND | 308,928 | 305,793.2 | 300,000.00 | 306,629.55 | (836.35 | ) | (824.90 | ) | — | — | 3.375 | MS | 450 | 5,062.5 | 7152015 | 3152018 | |||||||||||||||||
709599AV6 | PENSKE TRUCK LEASING CO SENIOR CORP BND | 1 | 1,454,812.05 | 1,462,526.4 | 1,465,000.00 | 1,455,326.68 | (10,933.41 | ) | 433.62 | — | — | 3.3 | AO | 18,666.55 | — | 12102015 | 4012021 | |||||||||||||||||
709599AQ7 | PENSKE TRUCK LEASING CO SENIOR CORP BND | 1 | 2,600,508.1 | 2,590,190.87 | 2,605,000.00 | 2,601,124.28 | 40,507.6 | 288.18 | — | — | 2.5 | JD | 19,175.69 | — | 10212015 | 6152019 | ||||||||||||||||||
709599AS3 | PENSKE TRUCK LEASING CO SENIOR CORP BND | 1 | 3,914,266.76 | 3,960,328.42 | 3,988,000.00 | 3,919,820.82 | 7,199.72 | 2,633.07 | — | — | 3.375 | FA | 22,432.51 | 67,297.51 | 9182015 | 2012022 | ||||||||||||||||||
713448BJ6 | PEPSICO INC CORP BND | 264,146.85 | 250,401.3 | 215,000.00 | 246,532.76 | 3,868.54 | (2,963.64 | ) | — | — | 7.9 | MN | 7,077.08 | — | 10212008 | 11012018 | ||||||||||||||||||
713448CB2 | PEPSICO INC SENIOR CORP BND | 300,783 | 301,878.24 | 300,000.00 | 300,516.63 | 1,361.61 | (93.10 | ) | — | — | 1.25 | FA | 500 | 1,875 | 7082015 | 8132017 | ||||||||||||||||||
713448CX4 | PEPSICO INC SENIOR CORP BND | 1 | 999,810 | 1,065,701.6 | 1,000,000.00 | 999,827.39 | 7,693.22 | 6.20 | — | — | 3.1 | JJ | 6,372.22 | 15,500 | 7142015 | 7172022 | ||||||||||||||||||
713448CR7 | PEPSICO INC SENIOR CORP BND | 1,589,809.2 | 1,597,560.24 | 1,590,000.00 | 1,589,867.02 | 9,731.72 | 15.67 | — | — | 1.25 | AO | 8,336.46 | — | 4272015 | 4302018 | |||||||||||||||||||
713448DE5 | PEPSICO INC SENIOR CORP BND | 2,024,412.75 | 2,048,239.18 | 2,025,000.00 | 2,024,432.2 | 65,874.21 | 19.45 | — | — | 1.5 | FA | 3,121.88 | — | 2192016 | 2222019 | |||||||||||||||||||
713448CW6 | PEPSICO INC SENIOR CORP BND | 2,999,040 | 3,009,108.3 | 3,000,000.00 | 2,999,376.58 | 23,806.98 | 119.31 | — | — | 1.125 | JJ | 6,937.5 | 16,875 | 7142015 | 7172017 | |||||||||||||||||||
714294AB1 | PERRIGO CO LTD SENIOR CORP BND | F | 699,493.02 | 696,927 | 700,000.00 | 699,853.85 | (2,926.85 | ) | 60.38 | — | — | 1.3 | MN | 3,614.72 | — | 10032014 | 4202050 | |||||||||||||||||
BRSYEJ6N3 | PET ACQUISITION MERGER SUB LLC SR SECURE | 1 | 1,707,978.31 | 1,736,571.26 | 1,742,835.01 | 1,708,697.33 | 27,873.93 | 719.02 | — | — | — | MJSD | — | — | 1152016 | 12312049 | ||||||||||||||||||
71647NAD1 | PETROBRAS INT BRASPETRO BV | 1 | 1,498,860 | 1,506,430 | 1,514,000.00 | 1,513,032.06 | (6,602.06 | ) | 1,784.93 | — | — | 5 | JJ | 3,671.02 | 7,697.98 | 2282007 | 3162020 | |||||||||||||||||
BRSTDEW07 | PETSMART INC. SENIOR SECURED TERM LOAN | 1 | 3,917,008.48 | 3,969,501.26 | 3,989,949.75 | 3,919,001.76 | 50,499.5 | 1,936.98 | — | — | — | MJSD | — | 28,961.42 | 1202016 | 12312049 | ||||||||||||||||||
717081DG5 | PFIZER INC SENIOR CORP BND | 2,224,094.5 | 2,252,206.48 | 2,225,000.00 | 2,224,673.37 | (8,039.84 | ) | 36.20 | — | — | 1.5 | JD | 9,827.09 | — | 7152015 | 6152018 | ||||||||||||||||||
717081DL4 | PFIZER INC SENIOR CORP BND | 2,495,275 | 2,555,914.88 | 2,500,000.00 | 2,496,992.51 | 27,533.11 | 232.40 | — | — | 2.1 | MN | 19,833.34 | — | 5122014 | 5152019 | |||||||||||||||||||
717081DF7 | PFIZER INC SENIOR CORP BND | 3,999,999 | 3,991,959.16 | 3,999,999.00 | 3,999,999 | 58,922.37 | — | — | — | 0.934 | MJSD | 1,763.94 | 8,210.22 | 5282013 | 6152018 |
69331CAF5 | PG&E CORP SENIOR CORP BND | 1 | 500,605 | 505,266.92 | 500,000.00 | 500,406.92 | 4,860 | (34.12 | ) | — | — | 2.4 | MS | 1,000 | 6,000 | 2242014 | 3012019 | |||||||||||||||||
BRSUY9361 | PHARMACEUTICAL PRODUCT DEV, IN SENIOR SE | 1,676,807.98 | 1,667,968.27 | 1,684,816.43 | 1,677,477.88 | (9,509.61 | ) | 306.11 | — | — | — | MJSD | — | 18,145.67 | 8062015 | 12312049 | ||||||||||||||||||
71722TAF1 | PHEAA_04-1 ABS_04-1-A2 | 2 | 452,730 | 497,525.5 | 500,000.00 | 485,289.85 | 12,235.65 | 2,466.78 | — | — | 1.933 | MON | 662.64 | 2,162.61 | 3092010 | 5152019 | ||||||||||||||||||
71722TAG9 | PHEAA_04-1 ABS_04-1-A3 | 2 | 1,177,098 | 1,291,438.07 | 1,300,000.00 | 1,242,911.32 | 48,526.75 | 3,562.76 | — | — | 1.941 | MON | 551.54 | 5,751.89 | 3092010 | 5152019 | ||||||||||||||||||
718172AA7 | PHILIP MORRIS INTERNATIONAL IN CORP BND | 215,716.6 | 212,898.02 | 195,000.00 | 211,280.79 | 1,617.23 | (1,880.20 | ) | — | — | 5.65 | MN | 4,131.56 | — | 9222015 | 5162018 | ||||||||||||||||||
718172AL3 | PHILIP MORRIS INTERNATIONAL IN CORP BND | 1,285,262.5 | 1,315,865.71 | 1,250,000.00 | 1,280,358.24 | 35,507.47 | (1,256.68 | ) | — | — | 2.9 | MN | 13,694.44 | — | 3312015 | 11152021 | ||||||||||||||||||
718172AS8 | PHILIP MORRIS INTERNATIONAL IN SENIOR CO | 1,251,975 | 1,253,209.25 | 1,250,000.00 | 1,251,562.81 | 1,646.44 | (338.29 | ) | — | — | 1.125 | FA | 1,562.5 | 9,875 | 11102015 | 8212017 | ||||||||||||||||||
718172BP3 | PHILIP MORRIS INTERNATIONAL IN SENIOR CO | 1,705,690.8 | 1,716,029.12 | 1,710,000.00 | 1,707,051.96 | 13,666.12 | 532.52 | — | — | 1.25 | FA | 2,968.75 | 10,687.5 | 8042015 | 8112017 | |||||||||||||||||||
718172BN8 | PHILIP MORRIS INTERNATIONAL IN SENIOR CO | 2,552,883.2 | 2,569,821.49 | 2,560,000.00 | 2,556,155.37 | 8,977.16 | 695.92 | — | — | 1.25 | MN | 12,622.22 | 2,798.61 | 11032014 | 11092017 | |||||||||||||||||||
718172BR9 | PHILIP MORRIS INTERNATIONAL IN SENIOR CO | 2,919,539.9 | 2,932,429.91 | 2,930,000.00 | 2,919,878.35 | 12,551.56 | 338.45 | — | — | 1.375 | FA | 4,028.76 | — | 2182016 | 2252019 | |||||||||||||||||||
BRSSJC1F8 | PHILLIPS & TEMRO INDUSTRIES IN SENIOR SE | 3,256,608.61 | 3,207,759.48 | 3,256,608.61 | 3,256,608.61 | (48,849.13 | ) | — | — | — | — | MJSD | — | 34,183.77 | 3272015 | 12312049 | ||||||||||||||||||
718546AJ3 | PHILLIPS 66 CORP BND | 1,674,798.35 | 1,701,200.35 | 1,675,000.00 | 1,674,958.42 | 26,241.93 | 9.41 | — | — | 2.95 | MN | 20,588.54 | — | 1242013 | 5012017 | |||||||||||||||||||
71884AXW4 | PHOENIX ARIZ CIVIC IMPT CORP MUNITAX BND | 2,000,000 | 2,035,720 | 2,000,000.00 | 2,000,000 | 35,720 | — | — | — | 2.001 | JJ | 10,005 | 25,457.17 | 4222015 | 6152019 | |||||||||||||||||||
BRSTH5E10 | PHYSIO-CONTROL INTERNATIONAL I SENIOR SE | 2,692,457.87 | 2,703,411.6 | 2,710,187.06 | 2,694,217.24 | 9,194.36 | 672.19 | — | — | — | MJSD | — | 37,872.08 | 10012015 | 12312049 | |||||||||||||||||||
BRSJYB2V7 | PINNACLE ENTERTAINMENT INC SENIOR SECURE | 2 | 356,389.95 | 357,509.28 | 358,180.87 | 357,053.43 | 455.85 | 700.87 | — | — | — | FMAN | — | 4,766.61 | 9032013 | 3312025 | ||||||||||||||||||
72650RBD3 | PLAINS ALL AMERICAN PIPELINE L SENIOR CO | 1 | 523,505 | 442,982.49 | 500,000.00 | 520,781.69 | (77,799.2 | ) | (628.19 | ) | — | — | 3.85 | AO | 8,876.39 | — | 2242015 | 10152023 | ||||||||||||||||
72650RBF8 | PLAINS ALL AMERICAN PIPELINE L SENIOR CO | 1 | 724,942.5 | 642,664.32 | 750,000.00 | 726,693.65 | (84,029.33 | ) | 565.48 | — | — | 3.6 | MN | 11,250 | — | 6222015 | 11012024 | |||||||||||||||||
72650RBG6 | PLAINS ALL AMERICAN PIPELINE L SENIOR CO | 1 | 2,994,390 | 2,775,000 | 3,000,000.00 | 2,995,793.79 | (220,793.79 | ) | 268.53 | — | — | 2.6 | JD | 22,966.67 | — | 12022014 | 12152019 | |||||||||||||||||
BRSWYTMJ4 | PLASKOLITE INC SENIOR SECURED TERM LOAN | 1 | 3,300,000 | 3,287,625 | 3,300,000.00 | 3,300,000 | (12,375 | ) | — | — | — | — | MJSD | — | 70,629.16 | 11032015 | 12312049 | |||||||||||||||||
BRSXBUX37 | PLASKOLITE LLC SECURED TERM LOAN | 425,000 | 416,500 | 425,000.00 | 425,000 | (8,500 | ) | — | — | — | — | MJSD | — | — | 11032015 | 12312049 | ||||||||||||||||||
69353RES3 | PNC BANK NATIONAL ASSOCIATION SENIOR COR | 1 | 249,825 | 255,258.05 | 250,000.00 | 249,848.01 | 8,417.7 | 8.31 | — | — | 2.6 | JJ | 1,263.89 | 3,250 | 7162015 | 7212020 | ||||||||||||||||||
69353REK0 | PNC BANK NATIONAL ASSOCIATION SENIOR COR | 1 | 703,353 | 703,570.17 | 700,000.00 | 703,036.05 | 60.12 | (74.74 | ) | — | — | 2.95 | FA | 2,179.72 | 10,325 | 2252015 | 2232025 | |||||||||||||||||
69353REV6 | PNC BANK NATIONAL ASSOCIATION SENIOR COR | 1 | 959,030.4 | 970,198.1 | 960,000.00 | 959,054.58 | 50,762.07 | 24.18 | — | — | 1.95 | MS | 1,456 | — | 3012016 | 3042019 | ||||||||||||||||||
69353RDY1 | PNC BANK NATIONAL ASSOCIATION SENIOR COR | 1 | 1,999,620 | 2,004,673.92 | 2,000,000.00 | 1,999,812.75 | 4,861.17 | 29.68 | — | — | 1.5 | AO | 13,583.33 | — | 9152014 | 10182017 | ||||||||||||||||||
69353RCG1 | PNC BANK NATIONAL ASSOCIATION SENIOR COR | 1 | 2,003,640 | 2,001,080 | 2,000,000.00 | 2,001,019.88 | 31,147.13 | (457.85 | ) | — | — | 1.125 | JJ | 4,000 | 18,031.25 | 4162014 | 1272017 | |||||||||||||||||
69353RER5 | PNC BANK NATIONAL ASSOCIATION SENIOR COR | 1 | 2,249,730 | 2,264,743.65 | 2,250,000.00 | 2,249,790.93 | 534.12 | 22.11 | — | — | 1.85 | JJ | 8,209.38 | 20,696.88 | 7162015 | 7202018 | ||||||||||||||||||
69353RDZ8 | PNC BANK NATIONAL ASSOCIATION SENIOR COR | 1 | 2,518,130 | 2,545,461.28 | 2,500,000.00 | 2,514,314.15 | 14,952.72 | (979.47 | ) | — | — | 2.4 | AO | 27,166.67 | — | 11102015 | 10182019 | |||||||||||||||||
69353RCH9 | PNC BANK NATIONAL ASSOCIATION SENIOR COR | 1 | 3,249,925 | 3,300,770.85 | 3,250,000.00 | 3,250,008.78 | 5,410.04 | (25.08 | ) | — | — | 2.2 | JJ | 12,512.5 | 35,750 | 1232014 | 1282019 | |||||||||||||||||
69349LAN8 | PNC BANK NATIONAL ASSOCIATION SENIOR COR | 1 | 4,695,676 | 4,707,707.53 | 4,700,000.00 | 4,699,289.83 | 11,143.52 | 347.05 | — | — | 1.3 | AO | 30,210.55 | — | 8202013 | 10032016 | ||||||||||||||||||
73358WUA0 | PORT AUTH NY & NJ MUNITAX BND REV | 2,000,000 | 2,081,680 | 2,000,000.00 | 2,000,000 | 81,680 | — | — | — | 2.529 | AO | 23,323 | — | 10082014 | 3122018 | |||||||||||||||||||
73674NBG5 | PORTLAND ORE SWR SYS REV MUNITAX BND REV | 509,363.2 | 512,590.15 | 505,000.00 | 506,980.07 | 5,610.08 | (402.45 | ) | — | — | 2.772 | JD | 4,121.81 | — | 6282012 | 3122020 | ||||||||||||||||||
69353UAB7 | PPL WEM HOLDINGS PLC CORP BND 144A | F | 1,620,277 | 1,552,636.55 | 1,550,000.00 | 1,551,473.1 | 1,163.45 | (4,468.39 | ) | — | — | 3.9 | MN | 25,187.5 | — | 3092012 | 9102045 | |||||||||||||||||
74005PAZ7 | PRAXAIR INC CORP BND | 818,683.05 | 833,235.6 | 795,000.00 | 815,948.85 | 17,286.75 | (897.09 | ) | — | — | 3 | MS | 1,987.5 | 11,925 | 6222015 | 9012021 | ||||||||||||||||||
74005PBP8 | PRAXAIR INC CORP BND | 1 | 1,998,120 | 2,029,327.08 | 2,000,000.00 | 1,998,306.45 | 31,020.63 | 193.31 | — | — | 2.25 | MS | 875 | 59,750 | 9212015 | 9242020 |
740189AK1 | PRECISION CASTPARTS CORP SENIOR CORP BND | 3,232,645 | 3,247,787.24 | 3,250,000.00 | 3,236,455.37 | 11,331.87 | 1,868.40 | — | — | 1.25 | JJ | 8,576.39 | 20,312.5 | 9232015 | 1152018 | |||||||||||||||||||
BRSV3DN70 | PRECYSE SOLUTIONS LLC SENIOR SECURED TER | 1,076,130 | 1,073,412.5 | 1,087,000.00 | 1,076,130 | (20,229.24 | ) | — | — | — | — | MJSD | — | — | 7302015 | 12312049 | ||||||||||||||||||
BRSV3DLL1 | PRECYSE SOLUTIONS LLC SENIOR SECURED TER | 5,881,723.14 | 5,866,870.3 | 5,941,134.48 | 5,887,099.54 | (2,717.5 | ) | 2,471.73 | — | — | — | MJSD | — | 86,746.63 | 7302015 | 12312049 | ||||||||||||||||||
74153WBZ1 | PRICOA GLOBAL FUND SECURED CORP BND 144A | 985,230 | 997,070.62 | 1,000,000.00 | 991,171.36 | 5,899.26 | 998.56 | — | — | 1.6 | MN | 5,422.22 | — | 5212013 | 5292018 | |||||||||||||||||||
89837LAA3 | PRINCETON UNIVERSITY MUNI BND REV | 1,525,670.4 | 1,480,920.93 | 1,340,000.00 | 1,465,680.83 | 15,240.1 | (10,454.98 | ) | — | — | 4.95 | MS | 5,527.5 | 33,165 | 10172014 | 11012016 | ||||||||||||||||||
742741AA9 | PROCTER & GAMBLE COMPANY CORP BND | 2 | 641,031.86 | 595,377.06 | 498,210.00 | 595,829.04 | (201.25 | ) | (18,887.66 | ) | — | — | 9.36 | JJ | 11,658.12 | 25,094.16 | 2142014 | 1012021 | ||||||||||||||||
742718DV8 | PROCTER & GAMBLE COMPANY CORP BND | 1,026,420 | 1,002,700 | 1,000,000.00 | 1,002,901.25 | 26,403.84 | (1,927.68 | ) | — | — | 1.45 | FA | 1,852.78 | 7,250 | 3052013 | 8152016 | ||||||||||||||||||
742718DY2 | PROCTER & GAMBLE COMPANY CORP BND | 2,137,149 | 2,163,086.52 | 2,100,000.00 | 2,136,682.68 | (451.98 | ) | (466.32 | ) | — | — | 2.3 | FA | 7,379.16 | (3,622.5 | ) | 2292016 | 2062022 | ||||||||||||||||
742718EN5 | PROCTER & GAMBLE COMPANY SENIOR CORP BND | 479,908.8 | 486,974.05 | 480,000.00 | 479,911.64 | 7,062.41 | 2.84 | — | — | 1.85 | FA | 1,455.33 | — | 1282016 | 2022021 | |||||||||||||||||||
341099CK3 | PROGRESS ENERGY FLORIDA SECURED CORP BND | 360,821.5 | 353,860.64 | 325,000.00 | 352,705.04 | 1,155.6 | (3,064.75 | ) | — | — | 5.65 | JD | 5,406.74 | — | 7292015 | 3252037 | ||||||||||||||||||
BRSUYEPU3 | PROLAMPAC INTERMEDIATE INC SENIOR SECURE | 1 | 314,318.61 | 310,151.5 | 317,493.54 | 314,574.18 | (4,422.68 | ) | 121.09 | — | — | — | MJSD | — | 4,617.89 | 8062015 | 12312049 | |||||||||||||||||
BRSU7A6L2 | PROTECTION ONE ALARM MONITORIN SENIOR SE | 1,547,311.81 | 1,536,944.04 | 1,555,087.24 | 1,548,263.4 | (11,319.36 | ) | 341.14 | — | — | — | MJSD | — | 19,703.96 | 6192015 | 12312049 | ||||||||||||||||||
110709BN1 | PROVINCE OF BRITISH COLUMBIA SENIOR CORP | A | 1,917,839.5 | 1,952,638.07 | 1,850,000.00 | 1,917,488.65 | 35,149.42 | (350.85 | ) | — | — | 2.65 | MS | 1,225.63 | 136.18 | 3162016 | 9222021 | |||||||||||||||||
11070TAA6 | PROVINCE OF BRITISH COLUMBIA SENIOR CORP | A | 3,276,566.5 | 3,263,812.5 | 3,250,000.00 | 3,263,628.06 | 184.44 | (3,162.09 | ) | — | — | 1.2 | AO | 16,900 | — | 5052015 | 4252017 | |||||||||||||||||
744320AV4 | PRUDENTIAL FINANCIAL INC CAPSEC CORP BND | 1 | 570,000 | 561,450 | 570,000.00 | 570,000 | (8,550 | ) | — | — | — | 5.375 | MN | 11,574.17 | — | 5132015 | 5152045 | |||||||||||||||||
69362BAZ5 | PSEG POWER LLC SENIOR CORP BND | 1 | 49,925 | 50,259.6 | 50,000.00 | 49,959.77 | 299.83 | 3.70 | — | — | 2.45 | MN | 462.78 | — | 11052013 | 11152018 | ||||||||||||||||||
74456QBE5 | PUBLIC SERVICE ELECTRIC AND GA SECURED C | 1 | 1,099,692 | 1,122,029.71 | 1,100,000.00 | 1,099,845.3 | 22,184.41 | 15.22 | — | — | 2.3 | MS | 1,124.45 | 12,650 | 9092013 | 9152018 | ||||||||||||||||||
74529JNP6 | PUERTO RICO SALES TAX FING COR MUNI BND | 1 | 985,000 | 645,050 | 1,000,000.00 | 988,300.76 | (343,250.76 | ) | 387.41 | — | — | 5 | FA | 8,333.33 | 25,000 | 1082014 | 4072023 | |||||||||||||||||
747525AD5 | QUALCOMM INCORPORATED SENIOR CORP BND | 2,872,817.5 | 2,942,861.87 | 2,875,000.00 | 2,873,178.92 | 69,682.95 | 104.79 | — | — | 2.25 | MN | 23,539.07 | — | 7092015 | 5202020 | |||||||||||||||||||
747525AG8 | QUALCOMM INCORPORATED SENIOR CORP BND | 6,036,899.7 | 6,070,543.87 | 6,045,000.00 | 6,039,204.83 | 31,339.04 | 668.69 | — | — | 1.4 | MN | 30,795.92 | — | 5132015 | 5182018 | |||||||||||||||||||
BRSK6KJF2 | QUEBECOR MEDIA INC. SENIOR SECURED TERM | A | 2,911,618.62 | 2,882,344.72 | 2,925,000.00 | 2,916,556.71 | (34,211.99 | ) | 509.06 | — | — | — | MJSD | — | 21,756.57 | 10012015 | 3312025 | |||||||||||||||||
74825FAB0 | QUEEN STREET X RE LTD CORP BND 144A | F | 680,000 | 677,021.6 | 680,000.00 | 680,000 | (2,978.4 | ) | — | — | — | 6.04 | MJSD | 1,254.97 | 9,978.23 | 3252015 | 5182018 | |||||||||||||||||
74825WAA5 | QUEEN STREET XI RE DAC CORP BND 144A | E | 500,000 | 500,220 | 500,000.00 | 500,000 | 220 | — | — | — | — | MJSD | — | 8,104.4 | 12152015 | 6202021 | ||||||||||||||||||
21685WBT3 | RABOBANK NEDERLAND NV CORP BND | F | 1,264,080 | 1,265,079.84 | 1,150,000.00 | 1,248,520.65 | 16,559.19 | (4,837.67 | ) | — | — | 4.5 | JJ | 11,500 | 25,875 | 6042015 | 1112021 | |||||||||||||||||
BRSAWGQ58 | RABOBANK NEDERLAND NV SENIOR CORP BND | D | 255,483.3 | 237,358.22 | 160,000.00 | 253,774.51 | 34,377.64 | (1,036.66 | ) | — | (17,598.58 | ) | 3.25 | NOV | 3,103.94 | — | 10302015 | 11152020 | ||||||||||||||||
N7278SAC7 | RABOBANK NEDERLAND NV SENIOR CORP BND | D | 1,584,765.11 | 1,424,149.37 | 960,000.00 | 1,550,396.07 | (11,046.01 | ) | (6,536.51 | ) | — | (132,127.06 | ) | 3.25 | NOV | 18,684.9 | — | 12032014 | 12312049 | |||||||||||||||
74977EPZ0 | RABOBANK NEDERLAND NV SENIOR CORP BND | 2,021,600 | 2,003,530.58 | 2,000,000.00 | 2,014,576.59 | (126,246.7 | ) | (1,823.01 | ) | — | — | 1.7 | MS | 1,133.33 | 17,000 | 4092015 | 3192018 | |||||||||||||||||
21688AAA0 | RABOBANK NEDERLAND NV SENIOR CORP BND | 2,240,317.5 | 2,279,476.16 | 2,250,000.00 | 2,245,098.52 | (16,416.29 | ) | 445.55 | — | — | 2.25 | JJ | 10,828.13 | 22,484.37 | 1122016 | 4272018 | ||||||||||||||||||
BRSSB5RH9 | RANDALL-REILLY PUBLISHING CO TERM NOTES | 6,810,141.5 | 6,759,065.44 | 6,810,141.50 | 6,810,141.5 | (51,076.06 | ) | — | — | — | — | MJSD | — | 139,002.37 | 3122015 | 12312049 | ||||||||||||||||||
17401QAD3 | RBS CITIZENS NA SENIOR CORP BND MTN | 1 | 4,999,450 | 5,042,115.4 | 5,000,000.00 | 4,999,458.69 | 42,656.71 | 8.69 | — | — | 2.5 | MS | 5,902.78 | — | 3092016 | 5012018 | ||||||||||||||||||
F7S02WAB2 | RCI BANQUE SA SENIOR CORP BND EMTN | D | 521,157.62 | 490,711.7 | 340,000.00 | 517,986.66 | (27,274.96 | ) | (668.22 | ) | — | (25,395.53 | ) | 2.125 | OCT | 5,050.38 | — | 1162015 | 12312049 | |||||||||||||||
G7457KAB7 | REED ELSEVIER INVESTMENTS PLC CORP BND | D | 624,432.8 | 548,768.47 | 350,000.00 | 594,970.38 | (46,201.91 | ) | (6,934.95 | ) | — | (48,042.37 | ) | 7 | DEC | 10,775.82 | — | 10302015 | 12312049 | |||||||||||||||
75886QAG8 | REGATTA III FUNDING LTD REGTS_ ABS_14-1A | F | 2 | 237,812.5 | 226,845.9 | 250,000.00 | 239,248.24 | (12,402.34 | ) | 1,209.66 | — | — | 3.472 | JAJO | 1,856.56 | 2,025.6 | 12142015 | 10012022 | ||||||||||||||||
75886AAQ1 | REGENCY ENERGY PARTNERS LP/REG SENIOR CO | 1 | 2,100,000 | 1,870,000 | 2,000,000.00 | 2,089,467.41 | (219,467.41 | ) | (3,947.95 | ) | — | — | 5 | AO | 50,000 | 25,625 | 5152015 | 10012022 |
75887HAL6 | REGT5_14-1A ABS_14-1A A2B2 144A | F | 1 | 3,000,000 | 2,942,115.6 | 3,000,000.00 | 3,000,000 | (57,884.4 | ) | — | — | — | 3.769 | JAJO | 21,041.35 | 26,313.41 | 10082014 | 10012022 | ||||||||||||||||
BRSMPYBS7 | RENT-A-CENTER, INC/TX SENIOR SECURED TER | 2,257,063.8 | 2,174,834.1 | 2,268,405.84 | 2,260,294.76 | (85,460.66 | ) | 1,619.60 | — | — | — | MJSD | — | 20,345.18 | 3142014 | 3312025 | ||||||||||||||||||
76111XYJ6 | RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4 | 2 | 520,904.03 | 499,673.33 | 539,796.92 | 525,026.3 | (25,352.97 | ) | 327.17 | — | — | 2.999 | MON | 1,349.16 | 4,118.75 | 8162007 | 10012022 | |||||||||||||||||
76117QAC6 | RESIDENTIAL REINSURANCE 2014 L SENIOR CO | F | 500,000 | 491,790 | 500,000.00 | 500,000 | (8,210 | ) | — | — | — | 5.125 | MJSD | 1,779.61 | 6,129.08 | 11202014 | 2102048 | |||||||||||||||||
76118DAA8 | RESIDENTIAL REINSURANCE 2015 L CORP BND | F | 250,000 | 252,270 | 250,000.00 | 250,000 | 2,270 | — | — | — | 11 | MJSD | 1,909.72 | 7,034.56 | 5212015 | 2102034 | ||||||||||||||||||
76118DAB6 | RESIDENTIAL REINSURANCE 2015 L CORP BND | F | 500,000 | 505,055 | 500,000.00 | 500,000 | 5,055 | — | — | — | 6 | MJSD | 2,083.33 | 7,749.67 | 5212015 | 1152021 | ||||||||||||||||||
76118DAC4 | RESIDENTIAL REINSURANCE 2015 L SENIOR CO | F | 400,000 | 398,332 | 400,000.00 | 400,000 | (1,668 | ) | — | — | — | 7.438 | MJSD | 2,066.16 | 7,695.92 | 11202015 | 12262035 | |||||||||||||||||
76131VAA1 | RETAIL PROPERTIES OF AME SENIOR CORP BND | 1 | 1,458,055.9 | 1,382,103.75 | 1,465,000.00 | 1,458,667.8 | (76,564.05 | ) | 145.43 | — | — | 4 | MS | 2,604.44 | 29,300 | 3052015 | 3152025 | |||||||||||||||||
761713BE5 | REYNOLDS AMERICAN INC SENIOR CORP BND | 165,217.32 | 169,265.06 | 162,000.00 | 164,776.58 | 83,419.67 | (230.21 | ) | — | — | 3.25 | JD | 1,594.13 | 872.08 | 7082015 | 6122020 | ||||||||||||||||||
761713BG0 | REYNOLDS AMERICAN INC SENIOR CORP BND | 1 | 229,303.1 | 253,078.58 | 230,000.00 | 229,348.46 | 4,488.48 | 14.24 | — | — | 4.45 | JD | 3,098.94 | — | 6092015 | 6122025 | ||||||||||||||||||
761713BC9 | REYNOLDS AMERICAN INC SENIOR CORP BND | 5,900,794.75 | 5,980,203.81 | 5,875,000.00 | 5,896,784.14 | 23,730.12 | (2,415.21 | ) | — | — | 2.3 | JD | 40,912.84 | — | 12012015 | 6122018 | ||||||||||||||||||
BRSR063T1 | RICHELIEU FOODS INC REVOLVE LOAN | 521,975.63 | 514,146 | 521,975.63 | 521,975.63 | (7,829.63 | ) | — | — | — | — | FMAN | — | 704.43 | 12282015 | 3312025 | ||||||||||||||||||
BRSR06452 | RICHELIEU FOODS INC SENIOR SECURED TERM | 4,827,220.92 | 4,754,812.61 | 4,827,220.92 | 4,827,220.92 | (72,408.31 | ) | — | — | — | — | JAJO | — | 70,242.22 | 11232014 | 3312025 | ||||||||||||||||||
76541VKC0 | RICHMOND VA MUNITAX BND GO | 5,000,000 | 5,044,450 | 5,000,000.00 | 5,000,000 | 44,450 | — | — | — | 1.507 | JJ | 15,907.22 | 37,675 | 9292015 | 2142017 | |||||||||||||||||||
76720AAB2 | RIO TINTO FINANCE (USA) PLC SENIOR CORP | F | 1 | 4,019,848 | 4,019,645.14 | 4,025,000.00 | 4,023,956.61 | (4,311.47 | ) | 264.04 | — | — | 2 | MS | 2,012.5 | 40,250 | 3192012 | 12262035 | ||||||||||||||||
BRSMAKDJ1 | RISE_14-1 ABS 14-1 A | F | 2 | 477,266.63 | 470,594.61 | 478,976.70 | 477,434.21 | (6,839.6 | ) | 86.54 | — | — | 4.75 | MON | 1,011.17 | 5,748.87 | 2182015 | 3312025 | ||||||||||||||||
769047GX3 | RIVERSIDE CALIF MUNITAX BND REV | 1,103,470 | 1,062,470 | 1,000,000.00 | 1,049,378.42 | 13,091.58 | (9,088.40 | ) | — | — | 5.61 | FA | 9,350 | 28,050 | 8072009 | 6072018 | ||||||||||||||||||
771196BA9 | ROCHE HOLDINGS INC SENIOR CORP BND 144A | 1 | 1,010,770 | 1,026,031.49 | 1,000,000.00 | 1,009,797.86 | 16,233.63 | (685.80 | ) | — | — | 2.25 | MS | 62.5 | 11,250 | 11192015 | 9302019 | |||||||||||||||||
777594YX4 | ROSEMOUNT MN SCH DIST #196 MUNI BND GO | 1 | 641,590 | 634,135 | 500,000.00 | 639,983.76 | (5,848.76 | ) | (1,606.24 | ) | — | — | 5 | FA | 3,125 | — | 2102016 | 12072018 | ||||||||||||||||
780082AC7 | ROYAL BANK OF CANADA SECURED LOCAL BND | A | 849,719.5 | 855,321.06 | 850,000.00 | 849,744.35 | 5,576.71 | 13.30 | — | — | 2.1 | AO | 8,280.42 | — | 10062015 | 9302019 | ||||||||||||||||||
78011DAE4 | ROYAL BANK OF CANADA SECURED LOCAL BND | A | 1,199,400 | 1,200,512.4 | 1,200,000.00 | 1,199,937.52 | 6,246.18 | 50.58 | — | — | 1.125 | JJ | 2,587.5 | 6,750 | 7162013 | 9302019 | ||||||||||||||||||
78011DAC8 | ROYAL BANK OF CANADA SECURED LOCAL BND | A | 7,567,742.8 | 7,579,469.1 | 7,580,000.00 | 7,573,222.92 | 574.88 | 1,140.94 | — | — | 1.2 | MS | 3,032 | 45,480 | 6082015 | 9302019 | ||||||||||||||||||
BRSNFTGX1 | ROYAL BANK OF CANADA SENIOR CORP BND EMT | T | 1,166,566.62 | 995,515.66 | 700,000.00 | 1,167,591.81 | (172,076.15 | ) | 134.68 | — | (163,054.69 | ) | 0.988 | MJSD | 762.89 | 2,575.57 | 5282014 | 3312025 | ||||||||||||||||
78008SVD5 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 4,094,875 | 4,097,203.85 | 4,100,000.00 | 4,098,122.04 | (918.19 | ) | 256.06 | — | — | 1.5 | JJ | 12,812.5 | 30,750 | 1072013 | 9302019 | |||||||||||||||||
BRSQT5KB4 | RPI FINANCE TRUST SENIOR SECURED TERM NO | 2 | 3,573,625.63 | 3,588,092.54 | 3,583,613.03 | 3,574,231.71 | 13,860.83 | 518.48 | — | — | — | MJSD | — | 25,397.76 | 11242015 | 3312025 | ||||||||||||||||||
783186QV4 | RUTGERS UNIVERSITY NEW JERSEY MUNITAX BN | 1,152,610.5 | 1,168,929 | 1,150,000.00 | 1,151,542.34 | 17,386.66 | (180.90 | ) | — | — | 2.009 | MN | 9,626.46 | — | 6142013 | 6072019 | ||||||||||||||||||
78355HJZ3 | RYDER SYSTEM INC. SENIOR CORP BND MTN | 1 | 443,776.25 | 439,383.76 | 445,000.00 | 443,983 | (3,893.48 | ) | 58.48 | — | — | 2.5 | MN | 4,326.39 | — | 5042015 | 5112020 | |||||||||||||||||
78355HJV2 | RYDER SYSTEM INC. SENIOR CORP BND MTN | 1 | 1,009,062.5 | 1,003,469.92 | 1,000,000.00 | 1,007,363.4 | 956.45 | (703.03 | ) | — | — | 2.45 | MN | 9,255.56 | — | 9042015 | 11152018 | |||||||||||||||||
78355HJX8 | RYDER SYSTEM INC. SENIOR CORP BND MTN | 1 | 2,028,450.85 | 2,030,627.79 | 2,035,000.00 | 2,029,671.34 | (4,599.24 | ) | 369.46 | — | — | 2.45 | MS | 4,154.8 | 24,928.75 | 6102015 | 9032019 | |||||||||||||||||
78355HKB4 | RYDER SYSTEM INC. SENIOR CORP BND-EMTN | 1 | 1,498,770 | 1,522,038.69 | 1,500,000.00 | 1,498,770 | 23,268.69 | — | — | — | 3.45 | MN | 5,318.75 | — | 2172016 | 11152021 | ||||||||||||||||||
78573AAB6 | SABMILLER HOLDINGS INC SENIOR CORP BND 1 | 1,600,778 | 1,564,196.45 | 1,550,000.00 | 1,563,148.85 | 1,047.6 | (4,139.97 | ) | — | — | 2.45 | JJ | 8,016.94 | 18,987.5 | 12092013 | 1152017 | ||||||||||||||||||
78573AAG5 | SABMILLER HOLDINGS INC SENIOR CORP BND 1 | 2,750,000 | 2,737,020 | 2,750,000.00 | 2,750,000 | (12,980 | ) | — | — | — | 1.306 | FMAN | 5,984 | 7,082.77 | 8062013 | 8012018 | ||||||||||||||||||
78572MAF2 | SABMILLER PLC CORP BND 144A | F | 3,491,297.4 | 3,282,797.21 | 2,980,000.00 | 3,278,811.31 | 3,985.9 | (31,838.92 | ) | — | — | 6.5 | JJ | 40,892.22 | 96,850 | 7212014 | 12272032 | |||||||||||||||||
BRSHCGRY1 | SABRE INC SENIOR SECURED TERM NOTES | 2 | 5,175,505.35 | 5,196,092.97 | 5,201,512.95 | 5,188,939.66 | 7,153.31 | 1,119.41 | — | — | — | FMAN | — | 52,728.98 | 2152013 | 3312025 |
786134UZ7 | SACRAMENTO SATN MUNITAX BND REV | 2,485,000 | 2,571,105.25 | 2,485,000.00 | 2,485,000 | 86,105.25 | — | — | — | 2.239 | JD | 18,546.38 | — | 11062014 | 9272017 | |||||||||||||||||||
BRSUCDW31 | SAFEWORKS LLC SENIOR SECURED TERM LOAN | 2,294,327.89 | 2,271,384.61 | 2,294,327.89 | 2,294,327.89 | (22,943.28 | ) | — | — | — | — | JAJO | — | 32,096.5 | 6232015 | 12312049 | ||||||||||||||||||
801060AB0 | SANOFI SENIOR CORP BND | F | 8,831,060.7 | 8,898,633.69 | 8,870,000.00 | 8,853,919.23 | 44,714.46 | 1,942.45 | — | — | 1.25 | AO | 52,665.63 | — | 4032013 | 11222024 | ||||||||||||||||||
802385MG6 | SANTA MONICA CALIF CMNTY COLLE MUNITAX B | 3,421,699.2 | 3,487,850.4 | 3,440,000.00 | 3,428,717.51 | 59,132.89 | 1,173.87 | — | — | 1.864 | FA | 10,686.93 | 32,060.8 | 6062013 | 3222017 | |||||||||||||||||||
G8108WAF3 | SANTANDER UK GROUP HOLDINGS PL SENIOR CO | D | 362,735.58 | 355,733.19 | 250,000.00 | 362,748.62 | (7,015.43 | ) | 25.89 | — | (4,129.38 | ) | 3.625 | JJ | 2,791.18 | 2,779.89 | 1082016 | 12312049 | ||||||||||||||||
BRSM3U3W9 | SBA COMMUNICATIONS CORPORATION SENIOR SE | 2 | 4,420,470.24 | 4,414,527.37 | 4,438,941.55 | 4,423,745.1 | (9,217.73 | ) | 819.52 | — | — | — | JAJO | — | 35,294.11 | 12112015 | 3312025 | |||||||||||||||||
83164JU46 | SBA PRIME FLTR SBA PRIME FLTR | 2 | 1,204,605.35 | 1,260,180.3 | 1,190,039.28 | 1,203,071.15 | 57,109.15 | (957.12 | ) | — | — | 2.6 | MON | 2,578.42 | 7,687.7 | 11172009 | 5072026 | |||||||||||||||||
78403DAG5 | SBA TOWER TRUST SECURED CORP BND 144A | 1 | 4,000,000 | 4,018,927.2 | 4,000,000.00 | 4,000,000 | 18,927.2 | — | — | — | 2.898 | MON | 5,152 | 28,980 | 10072014 | 11152021 | ||||||||||||||||||
82735LAA1 | SBY_14-1 ABS_14-1 A 144A | 2 | 1,132,716.37 | 1,103,356.13 | 1,132,716.37 | 1,132,716.37 | (29,360.24 | ) | — | — | — | 1.436 | MON | 677.83 | 3,991.26 | 7302014 | 10152023 | |||||||||||||||||
806854AA3 | SCHLUMBERGER GER INV CORP BND 144A | F | 780,183.75 | 772,505.29 | 775,000.00 | 775,723.69 | (3,218.4 | ) | (398.75 | ) | — | — | 1.95 | MS | 713.65 | 7,556.25 | 3222013 | 11012024 | ||||||||||||||||
BRSXWU816 | SCHLUMBERGER HOLDINGS CORP SENIOR CORP B | 3,999,520 | 4,019,520 | 4,000,000.00 | 3,999,563.3 | 19,956.7 | 38.63 | — | — | 2.35 | JD | 26,111.11 | — | 12102015 | 12312049 | |||||||||||||||||||
80685PAC2 | SCHLUMBERGER NORGE AS CORP BND 144A | F | 698,775 | 697,594.8 | 700,000.00 | 699,884.51 | (2,289.71 | ) | 63.38 | — | — | 1.95 | MS | 644.58 | 6,825 | 9072011 | 5152019 | |||||||||||||||||
80685PAD0 | SCHLUMBERGER NORGE AS SENIOR CORP BND 14 | F | 1,368,739.6 | 1,361,211.59 | 1,370,000.00 | 1,369,655.91 | (8,444.32 | ) | 63.60 | — | — | 1.25 | FA | 2,854.17 | 8,562.5 | 7242012 | 6102019 | |||||||||||||||||
80705TAA4 | SCHOL_11-A ABS 11-A A 144A | 2 | 1,262,335.41 | 1,228,501.07 | 1,287,750.44 | 1,268,801.95 | (40,300.88 | ) | 1,172.07 | — | — | 1.521 | JAJO | 3,482.31 | 4,241.11 | 3222011 | 9142018 | |||||||||||||||||
80705XAA5 | SCHOL_13-A ABS 13-A 144A | 2 | 715,305.71 | 675,195.77 | 718,716.73 | 716,006.27 | (40,810.5 | ) | 290.85 | — | — | 1.083 | MON | 86.49 | 2,085.73 | 3122013 | 9142018 | |||||||||||||||||
G79314AG8 | SCOTTISH POWER UK PLC CORP BND | D | 1,525,102.18 | 1,293,956.63 | 850,000.00 | 1,412,306.71 | (118,350.08 | ) | (21,777.34 | ) | — | (118,835.88 | ) | 8.375 | FEB | 11,652.87 | 109,422.31 | 12102014 | 12312049 | |||||||||||||||
811065AB7 | SCRIPPS NETWORKS INTERACTIVE I SENIOR CO | 1 | 685,610 | 681,922.05 | 680,000.00 | 684,163.31 | (2,241.26 | ) | (279.39 | ) | — | — | 2.75 | MN | 7,064.44 | — | 12042014 | 9142018 | ||||||||||||||||
80283XAD9 | SDART_14-3 ABS 14-3 A3 | 2 | 268,316 | 268,238.45 | 268,318.95 | 268,316.84 | (78.39 | ) | 4.33 | — | — | 0.81 | MON | 96.59 | 1,096.89 | 6112014 | 7162018 | |||||||||||||||||
BRSM9G9V0 | SEADRILL OPERATING LP SENIOR SECURED TER | F | 2 | 817,143.41 | 363,290.33 | 829,587.19 | 820,267.84 | (456,977.51 | ) | 496.54 | — | — | — | MJSD | — | 8,409.5 | 6182014 | 5012027 | ||||||||||||||||
BRSJ9AUR5 | SEAWORLD PARKS & ENTERTAINMENT SENIOR SE | 2 | 2,994,096.66 | 2,915,545.51 | 3,010,564.96 | 3,000,085.91 | (84,540.4 | ) | 632.00 | — | — | — | MJSD | — | 22,890.19 | 1022014 | 3312025 | |||||||||||||||||
81618TAA8 | SELECT INCOME REIT SENIOR CORP BND | 1 | 2,939,857.97 | 2,955,565.47 | 2,950,000.00 | 2,942,984.55 | 12,580.92 | 924.65 | — | — | 2.85 | FA | 14,012.5 | 42,037.5 | 9292015 | 9142018 | ||||||||||||||||||
BRSNU6VW9 | SERVICEMASTER CO LLC SENIOR SECURED TERM | 2 | 493,743.68 | 497,267.29 | 497,474.74 | 493,865.6 | 3,401.69 | 131.39 | — | — | — | MJSD | — | 4,944.34 | 12232015 | 3312025 | ||||||||||||||||||
BRSH8YLF4 | SESAC HOLDCO II LLC SENIOR SECURED TERM | 675,331.61 | 667,301.35 | 680,919.75 | 678,003.34 | (10,701.99 | ) | 272.11 | — | — | — | FMAN | — | 9,173.34 | 4162015 | 3312025 | ||||||||||||||||||
81881UAE7 | SHACK_13-4A ABS 2013-4A C 144A | F | 2 | 1,214,375 | 1,150,956.5 | 1,250,000.00 | 1,219,949.15 | (68,992.65 | ) | 1,122.66 | — | — | 3.622 | JAJO | 9,935.62 | 10,607.47 | 1062015 | 1132025 | ||||||||||||||||
81881VAJ4 | SHACK_14-5A ABS 14-5A C1 144A | F | 1 | 475,000 | 459,641.1 | 500,000.00 | 478,745.14 | (19,104.04 | ) | 785.40 | — | — | 3.32 | FMAN | 2,444.04 | 3,847.15 | 1212015 | 5072026 | ||||||||||||||||
822582BK7 | SHELL INTERNATIONAL FINANCE BV SENIOR CO | F | 886,499.28 | 888,866.85 | 888,000.00 | 886,789.88 | 841.73 | 184.93 | — | — | 1.25 | MN | 4,409.17 | — | 12232015 | 12152029 | ||||||||||||||||||
822582AR3 | SHELL INTERNATIONAL FINANCE BV SENIOR CO | F | 993,640 | 997,755.6 | 1,000,000.00 | 996,913.87 | 8,429.56 | 545.59 | — | — | 1.125 | FA | 1,250 | 5,625 | 8142012 | 9102018 | ||||||||||||||||||
822582BG6 | SHELL INTERNATIONAL FINANCE BV SENIOR CO | F | 1,317,201.6 | 1,326,107.75 | 1,320,000.00 | 1,317,678.19 | 2,076.97 | 134.67 | — | — | 2.125 | MN | 10,908.33 | — | 5062015 | 3082020 | ||||||||||||||||||
822582BM3 | SHELL INTERNATIONAL FINANCE BV SENIOR CO | F | 9,967,100 | 10,022,019.2 | 10,000,000.00 | 9,971,315.68 | 50,703.52 | 2,682.70 | — | — | 1.625 | MN | 63,645.83 | — | 11052015 | 9202019 | ||||||||||||||||||
BRSR1R5H8 | SHELL: ATLAS_14-1 ABS 14-1 | 2 | 3,708,400 | 3,648,904.66 | 3,708,400.00 | 3,708,400 | (59,495.34 | ) | — | — | — | 4.875 | MON | 8,034.87 | 45,703.14 | 12182014 | 3312025 | |||||||||||||||||
26250DAU7 | SHELL: DRSLF_12-24RA ABS 12-24RA CR 144 | F | 2 | 1,500,000 | 1,475,885.1 | 1,500,000.00 | 1,500,000 | (24,114.9 | ) | — | — | — | 3.318 | FMAN | 6,221.63 | 11,746.83 | 4292015 | 12312049 | ||||||||||||||||
BRSXQ9KS7 | SHOES FOR CREWS LLC SECURED TERM LOAN | 639,534.72 | 633,139.37 | 639,534.72 | 639,534.72 | (33,866.28 | ) | — | — | — | — | MJSD | — | 888.27 | 11202015 | 12312049 | ||||||||||||||||||
BRSXDXJR2 | SHOES FOR CREWS LLC SECURED TERM LOAN | 1 | 6,773,256 | 6,739,389.72 | 6,773,256.00 | 6,773,256 | (6,395.35 | ) | — | — | — | — | MJSD | — | 57,572.68 | 11202015 | 12312049 | |||||||||||||||||
N7993YBH6 | SIEMENS FINANCIERINGSMAATSCHAP CORP BND | D | 1 | 1,661,494.54 | 1,451,644.26 | 1,000,000.00 | 1,594,573.32 | (142,929.06 | ) | (12,825.67 | ) | — | (135,870.6 | ) | 6.125 | SEP | 48,106.36 | — | 12102014 | 12312049 |
82620KAC7 | SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO | F | 3,195,776 | 3,245,010.75 | 3,200,000.00 | 3,196,459.52 | 7,225.91 | 203.24 | — | — | 2.15 | MN | 23,697.77 | — | 5182015 | 9152020 | ||||||||||||||||||
82620KAB9 | SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO | F | 5,013,997 | 5,021,500.99 | 5,015,000.00 | 5,014,275.08 | 48,551.23 | 82.94 | — | — | 1.45 | MN | 25,451.13 | — | 5182015 | 7202021 | ||||||||||||||||||
826239EQ4 | SIERRA CALIF JT CMNTY COLLEGE MUNI BND G | 1 | 1,366,855.5 | 1,417,950 | 1,150,000.00 | 1,333,434.68 | 84,515.32 | (5,646.19 | ) | — | — | 5 | FA | 9,583.33 | 28,750 | 9132013 | 1152019 | |||||||||||||||||
BRSHAG9G2 | SILVER II BORROWER SCA SENOIR SECURED TE | R | 2 | 3,193,307.55 | 2,772,190.12 | 3,193,307.55 | 3,193,307.55 | (421,117.43 | ) | — | — | — | — | FMAN | — | 32,287.89 | 8212013 | 12152034 | ||||||||||||||||
828428AC6 | SILVERMORE CLO LTD SMORE_14-1A ABS_14-1A | E | 1 | 959,000 | 942,006.5 | 1,000,000.00 | 962,091.88 | (20,085.38 | ) | 1,595.47 | — | — | 2.668 | FMAN | 3,335.25 | 6,162.98 | 10052015 | 5072026 | ||||||||||||||||
G8162ZAD4 | SILVERSTONE MASTER ISSUER PLC ABS_09-1 A | D | 1 | 833,161.5 | 746,829.49 | 510,000.00 | 833,161.5 | (86,332.01 | ) | — | — | (100,138.5 | ) | 5.063 | AO | 16,528.45 | — | 10272009 | 12312049 | |||||||||||||||
828807CA3 | SIMON PROPERTY GROUP LP CORP BND | 1 | 405,007.68 | 379,622.36 | 308,000.00 | 374,898.66 | 4,723.7 | (5,837.01 | ) | — | — | 10.35 | AO | 15,939 | — | 12112014 | 5072026 | |||||||||||||||||
828807CD7 | SIMON PROPERTY GROUP LP CORP BND | 1 | 1,964,190.21 | 1,926,166.43 | 1,706,000.00 | 1,915,402.04 | 10,764.39 | (13,988.92 | ) | — | — | 5.65 | FA | 16,064.83 | 48,194.5 | 5132015 | 5072026 | |||||||||||||||||
828807CJ4 | SIMON PROPERTY GROUP LP SENIOR CORP BND | 1 | 102,377 | 101,028.04 | 100,000.00 | 101,331.01 | (302.97 | ) | (273.46 | ) | — | — | 2.15 | MS | 95.56 | 1,075 | 4142015 | 5072026 | ||||||||||||||||
828807CU9 | SIMON PROPERTY GROUP LP SENIOR CORP BND | 1 | 599,658 | 609,363.83 | 600,000.00 | 599,701.47 | 1,492.18 | 17.97 | — | — | 2.5 | MS | 1,250 | 8,083.34 | 8102015 | 5072026 | ||||||||||||||||||
828807CR6 | SIMON PROPERTY GROUP LP SENIOR CORP BND | 1 | 840,720 | 849,689.69 | 800,000.00 | 836,306.15 | 120,091.81 | (1,056.34 | ) | — | — | 3.75 | FA | 5,000 | 15,000 | 3042015 | 5072026 | |||||||||||||||||
828807CM7 | SIMON PROPERTY GROUP LP SENIOR CORP BND | 1 | 5,866,344 | 5,865,639.48 | 5,860,000.00 | 5,864,147.3 | 13,383.54 | (723.33 | ) | — | — | 1.5 | FA | 14,650 | 52,616.67 | 7202015 | 5072026 | |||||||||||||||||
828807CQ8 | SIMON PROPERTY GROUP LP SENIOR CORP BND | 1 | 8,367,698.9 | 8,492,263.24 | 8,369,000.00 | 8,372,171.43 | 9,662.36 | 329.39 | — | — | 2.2 | FA | 30,686.32 | 78,370.11 | 3102016 | 5072026 | ||||||||||||||||||
BRSUDWG69 | SIX FLAGS THEME PARKS INC SENIOR SECURED | 1,169,971.52 | 1,171,437.64 | 1,172,903.77 | 1,170,251.41 | 1,186.23 | 112.65 | — | — | — | MJSD | — | 10,403.07 | 6292015 | 12312049 | |||||||||||||||||||
784423AF2 | SLCLT_04-1 ABS 04-1 | 2 | 983,750 | 972,754.1 | 1,000,000.00 | 992,970.93 | (20,216.83 | ) | 790.43 | — | — | 0.777 | FMAN | 971.5 | 1,332.98 | 5202013 | 11152021 | |||||||||||||||||
78446XAB1 | SLM STUDENT LOAN TRUST ABS_12-B A2 144A | 2 | 865,181.38 | 881,572.89 | 865,270.25 | 865,218.28 | 16,354.61 | 6.44 | — | — | 3.48 | MON | 1,338.28 | 8,095.45 | 4042012 | 11152021 | ||||||||||||||||||
78442GSC1 | SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3- | 2 | 66,349.01 | 65,875 | 66,453.81 | 66,427.53 | (552.53 | ) | 5.89 | — | — | 0.699 | JAJO | 86.4 | 78.08 | 11302012 | 11152021 | |||||||||||||||||
78446JAA4 | SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2 | 2 | 1,439,817.89 | 1,421,119.46 | 1,442,614.39 | 1,441,088.23 | (19,968.77 | ) | 171.39 | — | — | 1.033 | MON | 289.77 | 3,773.91 | 5182011 | 11152021 | |||||||||||||||||
78446TAC8 | SLM STUDENT LOAN TRUST SLMA_11 SENIOR AB | 2 | 478,837.29 | 464,917.87 | 443,095.41 | 466,152.17 | (1,234.3 | ) | (2,132.90 | ) | — | — | 4.54 | MON | 894.07 | 5,213.27 | 7312014 | 11152021 | ||||||||||||||||
78446VAA7 | SLM STUDENT LOAN TRUST SLMA_12 ABS 12-A | 2 | 456,986.26 | 456,191.38 | 456,063.68 | 456,410.24 | (218.86 | ) | (198.66 | ) | — | — | 1.836 | MON | 395.45 | 2,429.55 | 5132014 | 11152021 | ||||||||||||||||
78447FAA1 | SLM STUDENT LOAN TRUST SLMA_12 ABS 12-E | 2 | 411,003.58 | 410,048.12 | 410,911.03 | 410,938.56 | (890.44 | ) | (19.06 | ) | — | — | 1.186 | MON | 230.16 | 1,439.37 | 11212013 | 11152021 | ||||||||||||||||
78447FAB9 | SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E | 2 | 1,065,601.56 | 1,048,225.51 | 1,050,000.00 | 1,056,226.92 | (8,001.41 | ) | (802.79 | ) | — | — | 2.09 | MON | 975.33 | 4,891.18 | 1212016 | 11152021 | ||||||||||||||||
78447VAA6 | SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B | 2 | 1,040,909.79 | 1,035,413.79 | 1,040,909.79 | 1,040,909.79 | (5,496 | ) | — | — | — | 1.086 | MON | 533.92 | 3,065.31 | 4252013 | 11152021 | |||||||||||||||||
78447CAA8 | SLM_12-D ABS 12-D 144A | 2 | 63,784.95 | 63,752.1 | 63,784.95 | 63,784.95 | (32.85 | ) | — | — | — | 1.486 | MON | 44.77 | 372.98 | 7232012 | 11152021 | |||||||||||||||||
784442AC9 | SLMA ABS 08_2 A3 | 2 | 1,257,402.75 | 1,221,984.45 | 1,270,254.15 | 1,263,409.18 | (41,424.73 | ) | 473.73 | — | — | 1.369 | JAJO | 3,235.49 | 3,564.21 | 3272012 | 11152021 | |||||||||||||||||
78446JAB2 | SLMA_11-2 ABS 11-2 | 2 | 775,000 | 735,009.97 | 775,000.00 | 775,000 | (39,990.03 | ) | — | — | — | 1.633 | MON | 246.08 | 3,084.16 | 5182011 | 11152021 | |||||||||||||||||
78447KAB8 | SLMA_12-7 ABS 12-7 | 2 | 1,062,519.05 | 1,052,692.26 | 1,063,218.10 | 1,063,058.99 | (10,366.73 | ) | 43.09 | — | — | 0.713 | MON | 147.4 | 2,011.83 | 11022012 | 11152021 | |||||||||||||||||
78448AAA1 | SLMA_13-4 ABS 13-4 | 2 | 515,393.05 | 492,664.2 | 515,393.05 | 515,393.05 | (22,728.85 | ) | — | — | — | 0.983 | MON | 98.51 | 1,268.02 | 8062013 | 11152021 | |||||||||||||||||
78448CAF6 | SLMA_13-6 ABS 13-6 A2 | 2 | 463,886.74 | 462,346.63 | 463,886.74 | 463,886.74 | (1,540.11 | ) | — | — | — | 0.933 | MON | 84.16 | 1,171.91 | 11062013 | 11152021 | |||||||||||||||||
78447RAA5 | SLMA_13-A ABS 13-A 144A | 2 | 240,716.51 | 240,282.66 | 241,017.76 | 240,895.51 | (612.85 | ) | 48.71 | — | — | 1.036 | MON | 117.93 | 679.15 | 11212013 | 11152021 | |||||||||||||||||
78447RAB3 | SLMA_13-A ABS 13-A 144A | 2 | 459,870.23 | 454,203.99 | 460,000.00 | 459,935.09 | (5,731.1 | ) | 5.29 | — | — | 1.77 | MON | 361.87 | 2,035.5 | 2272013 | 11152021 | |||||||||||||||||
78447RAC1 | SLMA_13-A ABS 13-A 144A | 2 | 2,425,000 | 2,405,236.21 | 2,425,000.00 | 2,425,000 | (19,763.79 | ) | — | — | — | 1.486 | MON | 1,701.9 | 8,849.06 | 2272013 | 11152021 | |||||||||||||||||
78447VAB4 | SLMA_13-B ABS_13-B-A2A | 2 | 804,859.37 | 788,891.95 | 805,000.00 | 804,918.22 | (16,026.27 | ) | 5.09 | — | — | 1.85 | MON | 661.89 | 3,723.15 | 4252013 | 11152021 | |||||||||||||||||
78447VAC2 | SLMA_13-B ABS_13-B-A2B | 2 | 615,000 | 608,032.03 | 615,000.00 | 615,000 | (6,967.97 | ) | — | — | — | 1.536 | MON | 446.14 | 2,321.93 | 4252013 | 11152021 |
78448MAD9 | SMAT_15-1US ABS_15-1US A3A | F | 2 | 1,949,905.62 | 1,966,294.4 | 1,950,000.00 | 1,949,920.96 | 16,373.44 | 3.58 | — | — | 1.5 | MON | 1,381.25 | 7,312.5 | 3102015 | 11152021 | |||||||||||||||||
BRSWD19K0 | SMYTH COMPANIES LLC BANK LOAN | 1,048,892.37 | 1,046,270.14 | 1,048,892.37 | 1,048,892.37 | (2,622.23 | ) | — | — | — | — | JAJO | — | 4,136.73 | 3242016 | 12312049 | ||||||||||||||||||
BRSWD1953 | SMYTH COMPANIES LLC CORP BOND | 3,117,177.01 | 3,109,384.07 | 3,117,177.01 | 3,117,177.01 | (7,792.94 | ) | — | — | — | — | JAJO | — | 51,789.47 | 9252015 | 12312049 | ||||||||||||||||||
BRSL51FK6 | SNADY CREEK ENERGY ASSOC LP SENIOR SECUR | 2 | 2,146,314.11 | 1,218,761.27 | 2,157,099.59 | 2,149,901.85 | (931,140.58 | ) | 544.60 | — | — | — | FMAN | — | 27,824.33 | 12122013 | 3312025 | |||||||||||||||||
BRSX0J9L1 | SNAPAV LLC SENIOR SECURED TERM LOAN | 1,997,264.24 | 1,982,284.76 | 1,997,264.24 | 1,997,264.24 | (14,979.48 | ) | — | — | — | — | MJSD | — | 19,269.39 | 10192015 | 12312049 | ||||||||||||||||||
83367TBF5 | SOCIETE GENERALE SA JRSUB CORP BND 144A | F | 1 | 2,526,575 | 2,337,500 | 2,500,000.00 | 2,525,924.11 | (188,424.11 | ) | (614.29 | ) | — | — | 7.875 | JD | 56,328.13 | — | 11102015 | 8212017 | |||||||||||||||
83703EJY2 | SOUTH CAROLINA JOBS-ECONOMIC D MUNI BND | 1 | 993,750 | 1,003,560 | 1,000,000.00 | 998,202.03 | 5,357.97 | 754.55 | — | — | 5 | MN | 20,833.33 | — | 1062006 | 4072020 | ||||||||||||||||||
83710RLV7 | SOUTH CAROLINA ST MUNI BND GO | 1,180,940 | 1,171,050 | 1,000,000.00 | 1,177,534.7 | (6,484.7 | ) | (3,405.30 | ) | — | — | 5 | FA | 4,166.66 | — | 2232016 | 1152020 | |||||||||||||||||
842400GB3 | SOUTHERN CALIFORNIA EDISON CO. SECURED C | 3,905,148 | 3,901,527.24 | 3,900,000.00 | 3,901,889.18 | (361.94 | ) | (470.91 | ) | — | — | 1.125 | MN | 18,281.25 | 1,906.25 | 2242016 | 5072026 | |||||||||||||||||
842400GF4 | SOUTHERN CALIFORNIA EDISON CO. SECURED C | 2 | 3,921,428.58 | 3,901,671.25 | 3,921,428.58 | 3,921,428.58 | (19,757.33 | ) | — | — | — | 1.845 | FA | 12,058.4 | 39,189.78 | 1132015 | 5072026 | |||||||||||||||||
842587CM7 | SOUTHERN COMPANY (THE) SENIOR CORP BND | 1 | 3,993,120 | 4,029,989.64 | 4,000,000.00 | 3,994,166.96 | 35,822.68 | 324.88 | — | — | 2.75 | JD | 32,388.89 | — | 6092015 | 5072026 | ||||||||||||||||||
842808AF4 | SOUTHERN ELEC SENIOR CORP BND 144A | 3,333,899.45 | 3,358,878.7 | 3,335,000.00 | 3,334,406.7 | 24,472 | 53.63 | — | — | 2.2 | JD | 24,456.67 | — | 11182013 | 5072026 | |||||||||||||||||||
843646AN0 | SOUTHERN POWER COMPANY SENIOR CORP BND | 2,398,608 | 2,416,587.17 | 2,400,000.00 | 2,398,860.25 | 17,726.92 | 174.39 | — | — | 1.85 | JD | 16,526.67 | — | 12232015 | 5072026 | |||||||||||||||||||
84650WAD8 | SPAREBNK 1 BOLIG LOCAL BND 144A | F | 2,294,388 | 2,330,222.25 | 2,300,000.00 | 2,298,594.42 | 31,627.83 | 276.57 | — | — | 2.3 | JD | 13,371.94 | — | 3292012 | 9152020 | ||||||||||||||||||
84650WAE6 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 5,854,157 | 5,899,056.07 | 5,900,000.00 | 5,875,535.34 | 10,021.68 | 1,629.16 | — | — | 1.75 | MN | 39,005.56 | — | 11072012 | 12152022 | ||||||||||||||||||
84650WAB2 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 7,999,374.1 | 7,819,016.4 | 7,800,000.00 | 7,808,994.72 | 23,520.73 | (14,616.42 | ) | — | — | 2.625 | MN | 70,525 | — | 12062012 | 7152022 | |||||||||||||||||
84861CAA3 | SPMF 2014-4A SENIOR CMBS _14-4A A1 | 2 | 3,992,636 | 3,891,770.8 | 4,000,000.00 | 3,992,606.68 | (100,835.88 | ) | (0.12 | ) | — | — | 3.501 | MON | 11,671.33 | 35,013.99 | 11212014 | 9162024 | ||||||||||||||||
78467MAA1 | SRER_11-RS ABS_11-RS A1B1 144A | F | 2 | 1,204,478.28 | 1,204,376.86 | 1,258,890.33 | 1,254,067.52 | (49,690.66 | ) | 6,804.70 | — | — | 0.691 | MON | 555.37 | 2,367.48 | 11132014 | 5012027 | ||||||||||||||||
85571XAL1 | SRTP _14-STAR ABS _14-STAR -B | 2 | 2,000,000 | 1,946,553.2 | 2,000,000.00 | 2,000,000 | (53,446.8 | ) | — | — | — | 2.087 | MON | 1,971.06 | 10,333.33 | 11072014 | 2182020 | |||||||||||||||||
BRSU95US9 | SS&C EUROPEAN HOLDINGS SARL SENIOR SECUR | F | 88,439.62 | 89,011.07 | 88,884.05 | 88,481.39 | 529.68 | 27.36 | — | — | — | MJSD | — | 957 | 6292015 | 4212025 | ||||||||||||||||||
BL1658048 | SS&C TECHNOLOGIES INC SECURED TERM LOAN | 610,114.07 | 614,056.21 | 613,179.98 | 610,402.17 | 3,654.04 | 144.15 | — | — | — | MJSD | — | 24.85 | 6292015 | 3312025 | |||||||||||||||||||
BRSRUTM42 | SSE PLC CAPSEC CORP BND | D | 1 | 809,569.26 | 723,737.65 | 525,000.00 | 809,569.26 | (85,831.61 | ) | — | — | (56,775.12 | ) | 3.875 | SEP | 30,997.67 | — | 2242015 | 1019999 | |||||||||||||||
30250GAA6 | SSGN_10-S1 CMO_10-S1-1A 144A | 2 | 121,334.92 | 121,357.56 | 121,334.92 | 121,334.92 | 22.64 | — | — | — | 0.983 | MON | 23.18 | 342.27 | 3052010 | 10182016 | ||||||||||||||||||
790849AL7 | ST JUDE MEDICAL INC SENIOR CORP BND | 2,324,384.7 | 2,353,002.41 | 2,330,000.00 | 2,325,343.99 | 27,658.42 | 456.57 | — | — | 2 | MS | 2,071.11 | 22,264.44 | 9142015 | 9152018 | |||||||||||||||||||
BRSZ1A629 | STAPLES ESCROW LLC SECURED TERM LOAN | 1 | 4,028,500 | 4,054,320.27 | 4,066,666.67 | 4,029,368.01 | 24,952.26 | 868.01 | — | — | — | MJSD | — | 10,159.72 | 2292016 | 12312049 | ||||||||||||||||||
855244AF6 | STARBUCKS CORP SENIOR CORP BND | 1 | 498,600 | 509,692.39 | 500,000.00 | 499,093.56 | 10,598.83 | 81.77 | — | — | 2 | JD | 3,222.22 | — | 12022013 | 5072026 | ||||||||||||||||||
BRSJ08S50 | STARWOOD PROPERTY TRUST INC SECURED TERM | 3,358,780.79 | 3,332,726.82 | 3,370,646.59 | 3,363,042.96 | (30,316.14 | ) | 505.94 | — | — | — | MJSD | — | 29,897.72 | 10012015 | 3312025 | ||||||||||||||||||
857477AQ6 | STATE STREET CORP CAPSEC CORP BND | 1 | 2,125,000 | 2,151,562.5 | 2,125,000.00 | 2,125,000 | 26,562.5 | — | — | — | 5.25 | MS | 4,958.33 | 119,765.63 | 5142015 | 5072026 | ||||||||||||||||||
857477AN3 | STATE STREET CORP SENIOR CORP BND | 1,032,809 | 1,031,807.63 | 1,000,000.00 | 1,029,867.74 | 13,920.41 | (751.35 | ) | — | — | 3.3 | JD | 9,625 | — | 12092015 | 5072026 | ||||||||||||||||||
857477AG8 | STATE STREET CORP SENIOR CORP BND | 1,888,683 | 1,879,742.91 | 1,700,000.00 | 1,865,822.5 | (473.86 | ) | (7,890.01 | ) | — | — | 4.375 | MS | 4,958.34 | 37,187.5 | 7072015 | 5072026 | |||||||||||||||||
857477AK9 | STATE STREET CORP SENIOR CORP BND | 4,051,931.5 | 4,063,247.12 | 4,075,000.00 | 4,063,720.98 | 1,939.89 | 1,300.65 | — | — | 1.35 | MN | 20,782.5 | — | 1062014 | 5072026 | |||||||||||||||||||
85771PAR3 | STATOILHYDRO ASA SENIOR CORP BND | F | 1,300,434 | 1,310,274.08 | 1,300,000.00 | 1,300,406.09 | (13,584.95 | ) | (38.08 | ) | — | — | 1.95 | MN | 10,069.59 | — | 11052013 | 5152025 | ||||||||||||||||
85771PAD4 | STATOILHYDRO ASA SENIOR CORP BND | F | 3,107,100 | 3,005,745.3 | 3,000,000.00 | 3,019,330.25 | (59,471.34 | ) | (7,494.21 | ) | — | — | 1.8 | MN | 19,200 | — | 4112013 | 3112019 | ||||||||||||||||
85771PAJ1 | STATOILHYDRO ASA SENIOR CORP BND | F | 10,202,467.5 | 10,167,159.82 | 10,250,000.00 | 10,226,631.16 | 9,867.99 | 2,705.35 | — | — | 1.15 | MN | 44,530.54 | — | 4292014 | 6302020 |
BRSMDLA59 | STENA INTERNATIONAL SARL SENIOR SECURED | F | 1,816,961.93 | 1,514,134.94 | 1,835,315.08 | 1,822,306.41 | (308,171.47 | ) | 691.16 | — | — | — | MJSD | — | 18,604.41 | 2212014 | 5012027 | |||||||||||||||||
BRST248L2 | STERIGENICS-NORDION HOLDINGS L SENIOR SE | 2 | 393,147.2 | 387,279.55 | 394,177.66 | 393,258.25 | (5,978.7 | ) | 39.65 | — | — | — | MJSD | — | 4,245.31 | 8132015 | 12312049 | |||||||||||||||||
86212TAA7 | STORE MASTER FUNDING LLC STR_1 ABS_12-1A | 2 | 2,204,141.9 | 2,156,175.08 | 2,085,835.90 | 2,200,860.62 | (44,685.54 | ) | (1,279.57 | ) | — | — | 5.77 | MON | 3,343.13 | 30,172.07 | 3062015 | 5072026 | ||||||||||||||||
86213BAB3 | STR_14-1A WHOLE CMO _14-1A-A2 144A | 2 | 1,089,142.59 | 983,905.23 | 990,833.33 | 1,086,070.46 | (102,165.23 | ) | (776.37 | ) | — | — | 5 | MON | 1,513.77 | 12,395.83 | 1232015 | 5072026 | ||||||||||||||||
86213CAA3 | STR_15-1A ABS 15-1A A1 144A | 2 | 1,492,805.19 | 1,413,414.08 | 1,493,125.01 | 1,492,829.41 | (79,415.33 | ) | 10.99 | — | — | 3.75 | MON | 1,710.87 | 14,009.77 | 4142015 | 5072026 | |||||||||||||||||
8628113T1 | STRATFORD REC CO LLC MUNITAX BND GO | 782,955 | 784,297.5 | 750,000.00 | 770,461.04 | 13,836.46 | (2,093.74 | ) | — | — | 2.989 | FA | 2,864.46 | 11,208.75 | 10182013 | 4212025 | ||||||||||||||||||
863667AK7 | STRYKER CORP SENIOR CORP BND | 1,115,877.35 | 1,127,237.77 | 1,115,000.00 | 1,115,860.19 | 11,377.58 | (17.16 | ) | — | — | 2 | MS | 1,300.82 | — | 3042016 | 5072026 | ||||||||||||||||||
BRSM7GLZ9 | STS OPERATING SENIOR SECURED TERM NOTES | 2 | 788,490.59 | 673,584.91 | 792,452.84 | 789,672.81 | (116,087.9 | ) | 149.48 | — | — | — | MJSD | — | 12,893.66 | 2112014 | 3312025 | |||||||||||||||||
BL1711854 | SUMMIT MATERIALS LLC SENIOR SECURED TERM | 237,009 | 235,818 | 238,200.00 | 237,126.41 | (1,308.41 | ) | 45.73 | — | — | — | MJSD | — | — | 6252015 | 3312025 | ||||||||||||||||||
BRSMQX4D9 | SUNGARD AVAILABILITY SERVICES SENIOR SEC | 2 | 947,380.84 | 837,109.98 | 948,566.55 | 947,796.59 | (110,686.61 | ) | 64.13 | — | — | — | MJSD | — | 14,386.6 | 7112014 | 3312025 | |||||||||||||||||
W94232CA6 | SWEDBANK AB SENIOR CORP BND | F | 4,991,550 | 5,059,815 | 5,000,000.00 | 4,994,965.83 | 64,849.17 | 413.77 | — | — | 2.375 | FA | 11,215.28 | 59,375 | 2202014 | 12312049 | ||||||||||||||||||
87020DAR5 | SWEDEN KINGDOM CORP BND 144A MTN | F | 1,994,860 | 2,000,679.94 | 2,000,000.00 | 1,996,880.91 | 3,799.03 | 425.68 | — | — | 0.875 | JJ | 3,305.56 | 8,750 | 1152015 | 4012019 | ||||||||||||||||||
87020DAL8 | SWEDEN KINGDOM CORP BND MTN 144A | F | 2,695,518 | 2,705,373 | 2,700,000.00 | 2,699,119.47 | 6,253.53 | 353.05 | — | — | 1 | MN | 10,200 | — | 8222013 | 2172021 | ||||||||||||||||||
87158YAQ5 | SYMP_12-10AR MEZZANIN ABS 12-10AR CR 144 | F | 2 | 2,500,000 | 2,482,337.25 | 2,500,000.00 | 2,500,000 | (17,662.75 | ) | — | — | — | 3.469 | JAJO | 16,138.63 | 20,669.56 | 4082015 | 7232023 | ||||||||||||||||
87154EAE0 | SYMP_14-15A MEZZANIN ABS_14-15A C 144A | F | 1 | 1,005,000 | 991,340.6 | 1,000,000.00 | 1,004,396.6 | (13,056 | ) | (150.24 | ) | — | — | 3.82 | JAJO | 7,745.3 | 8,983.16 | 3162015 | 10172026 | |||||||||||||||
87165LAA9 | SYNCT_14-1 SENIOR ABS _14-1-A | 2 | 904,748.95 | 907,805.48 | 905,000.00 | 904,861.8 | 2,943.68 | 20.91 | — | — | 1.61 | MON | 647.58 | 3,642.63 | 11142014 | 7232023 | ||||||||||||||||||
BRSEM91J4 | SYNIVERSE HLDGS SENIOR SEC TERM NOTES | 2 | 1,822,674.91 | 1,357,800.76 | 1,841,085.77 | 1,832,988.83 | (475,188.07 | ) | 658.07 | — | — | — | JAJO | — | 18,615.42 | 4202012 | 3312025 | |||||||||||||||||
871829BA4 | SYSCO CORP SENIOR CORP BND | 1 | 99,948 | 101,386.9 | 100,000.00 | 99,948 | 1,438.9 | — | — | — | 2.5 | JJ | — | — | 3222016 | 7232023 | ||||||||||||||||||
871829BB2 | SYSCO CORP SENIOR CORP BND | 3,473,088.75 | 3,502,808.34 | 3,475,000.00 | 3,473,088.75 | 29,719.59 | — | — | — | 1.9 | AO | — | — | 3222016 | 7232023 | |||||||||||||||||||
89236VAD2 | TAOT_13-B SENIOR ABS_13-B A4 | 2 | 629,492.19 | 627,250 | 625,000.00 | 627,007.28 | 242.72 | (559.59 | ) | — | — | 1.46 | MON | 405.56 | 2,281.23 | 3162015 | 1172027 | |||||||||||||||||
89231RAD6 | TAOT_14-B SENIOR ABS _14-B-A4 | 2 | 9,998,335 | 10,012,999.7 | 10,000,000.00 | 9,999,170.68 | 13,829.02 | 114.60 | — | — | 1.31 | MON | 5,822.22 | 32,750.01 | 6102014 | 1172027 | ||||||||||||||||||
89190AAD2 | TAOT_14-C ABS _14-C-A4 | 2 | 999,701.1 | 1,003,300.02 | 1,000,000.00 | 999,826.32 | 3,473.7 | 21.62 | — | — | 1.44 | MON | 640 | 3,600 | 10072014 | 1172027 | ||||||||||||||||||
87612EAV8 | TARGET CORPORATION CORP BND | 1,163,037.5 | 1,164,701.15 | 1,065,000.00 | 1,147,753.58 | 16,947.57 | (6,238.24 | ) | — | — | 3.875 | JJ | 8,540.07 | 26,241.29 | 1112016 | 7202026 | ||||||||||||||||||
87612EBB1 | TARGET CORPORATION SENIOR CORP BND | 5,864,292.45 | 5,911,387.84 | 5,735,000.00 | 5,847,298.22 | 64,089.62 | (8,403.22 | ) | — | — | 2.3 | JD | 34,808.26 | — | 10062015 | 7202026 | ||||||||||||||||||
87236YAE8 | TD AMERITRADE HLDG CORP SENIOR CORP BND | 1 | 3,915,776.25 | 4,003,905.45 | 3,925,000.00 | 3,917,092.22 | 86,813.23 | 297.19 | — | — | 2.95 | AO | 57,893.75 | — | 12232015 | 7232023 | ||||||||||||||||||
BRSX4ZNL5 | TEAM HLTH INC. SENIOR SECURED TERM LOAN | 1 | 1,973,051.99 | 1,989,244.96 | 1,992,981.80 | 1,973,904.48 | 15,340.48 | 761.33 | — | — | — | MJSD | — | 23,226.48 | 11172015 | 12312049 | ||||||||||||||||||
BRSN4E4J0 | TECHNIMARK LLC SECURED TERM LOAN | 6,733,125 | 6,598,462.5 | 6,733,125.00 | 6,733,125 | (134,662.5 | ) | — | — | — | — | MJSD | — | 64,125 | 12232015 | 3312025 | ||||||||||||||||||
BRSSUAB92 | TEKNI-PLEX, INC. SENIOR SECURED TERM LOA | 89,623.35 | 88,422.41 | 90,073.73 | 89,674.31 | (1,251.9 | ) | 17.15 | — | — | — | MJSD | — | 1,028.93 | 4152015 | 12312049 | ||||||||||||||||||
BRSE99EZ9 | TELESAT CANADA / TELESAT LLC SENIOR SEC | A | 2 | 4,028,831.77 | 4,013,685.8 | 4,038,929.11 | 4,033,851.7 | (20,165.9 | ) | 440.88 | — | — | — | MJSD | — | 42,383.48 | 10012015 | 3312025 | ||||||||||||||||
87970UAE6 | TELOS_14-6A ABS _14-6A-B1 144A | F | 2 | 2,405,585 | 2,346,645.25 | 2,500,000.00 | 2,422,283.9 | (75,638.65 | ) | 3,121.85 | — | — | 2.721 | JAJO | 13,794.47 | 15,430.13 | 10302014 | 1172027 | ||||||||||||||||
Z91GFLXY5 | TEMESE FUNDING PLC TMSE_1-A ABS 1 A | D | 2 | 103,836.58 | 93,076.16 | 64,713.83 | 103,836.58 | (10,760.42 | ) | (0.01 | ) | — | (10,823.39 | ) | 1.411 | MON | 39.54 | 503.32 | 11072013 | 12312049 | ||||||||||||||
BRSPDEXA2 | TEREX CORP SENIOR SECURED TERM NOTES | 793,969.71 | 772,080.82 | 795,959.61 | 794,417 | (22,336.18 | ) | 75.90 | — | — | — | MJSD | — | 7,059.9 | 8082014 | 3312025 | ||||||||||||||||||
BRSQPSFE8 | TERRA-GEN FINANCE CO LLC SENIOR SECURED | 1 | 686,547.01 | 582,184.97 | 689,997.00 | 687,158.74 | (104,973.77 | ) | 131.50 | — | — | — | MJSD | — | 9,160.65 | 11262014 | 3312025 | |||||||||||||||||
88165FAC6 | TEVA PHARMACEUTICAL FIN CO. BV CORP BND | F | 1,026,840 | 1,006,755 | 1,000,000.00 | 1,007,782.07 | (1,027.07 | ) | (3,189.80 | ) | — | — | 2.4 | MN | 9,400 | — | 11072011 | 10152044 |
8821172X1 | TEXAS A & M UNIV PERM UNIV FD MUNITAX BN | 2,005,720 | 2,035,020 | 2,000,000.00 | 2,004,706.92 | 30,313.08 | (267.11 | ) | — | — | 1.75 | JJ | 8,750.01 | 17,500 | 4082015 | 1082020 | ||||||||||||||||||
88224LAC2 | TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B | 1,500,000 | 1,492,648.5 | 1,500,000.00 | 1,500,000 | (7,351.5 | ) | — | — | — | 1.305 | AO | 9,787.5 | — | 12092014 | 1162019 | ||||||||||||||||||
88224LAE8 | TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B | 2,000,000 | 2,014,910 | 2,000,000.00 | 2,000,000 | 14,910 | — | — | — | 2.075 | AO | 20,750 | — | 12092014 | 10152016 | |||||||||||||||||||
882508AR5 | TEXAS INSTRUMENTS INCORPORATED CORP BND | 514,270 | 500,980.05 | 500,000.00 | 501,087.97 | (107.92 | ) | (2,199.40 | ) | — | — | 2.375 | MN | 4,486.11 | — | 5162011 | 1172027 | |||||||||||||||||
882508AU8 | TEXAS INSTRUMENTS INCORPORATED SENIOR CO | 295,140 | 302,969.88 | 300,000.00 | 295,963.82 | 7,006.06 | 290.15 | — | — | 1.65 | FA | 797.5 | 2,475 | 7102015 | 1172027 | |||||||||||||||||||
882508AX2 | TEXAS INSTRUMENTS INCORPORATED SENIOR CO | 1,996,040 | 2,001,630.8 | 2,000,000.00 | 1,998,739.81 | 12,458.67 | 330.31 | — | — | 0.875 | MS | 923.61 | 8,750 | 3052014 | 1172027 | |||||||||||||||||||
882508AV6 | TEXAS INSTRUMENTS INCORPORATED SENIOR CO | 2,470,300 | 2,498,024.95 | 2,500,000.00 | 2,485,566.28 | 2,890.99 | 1,704.09 | — | — | 1 | MN | 10,416.66 | — | 5012013 | 1172027 | |||||||||||||||||||
882806AT9 | TEXAS TECH UNIV MUNI BND REV | 1 | 2,263,420 | 2,212,500 | 2,000,000.00 | 2,175,408.07 | 37,091.93 | (14,748.89 | ) | — | — | 5 | FA | 12,777.78 | 50,000 | 2032009 | 2242017 | |||||||||||||||||
882806EL2 | TEXAS TECH UNIV MUNITAX BND REV | 5,000,000 | 5,094,250 | 5,000,000.00 | 5,000,000 | 94,250 | — | — | — | 1.804 | FA | 11,525.56 | 45,100 | 3182015 | 9302023 | |||||||||||||||||||
BRSNUUGN3 | TGI FRIDAYS INC SENIOR SECURED TERM NOTE | 1,089,680.99 | 1,074,835.51 | 1,083,640.09 | 1,088,767.66 | (13,932.15 | ) | (298.84 | ) | — | — | — | MJSD | — | 14,538.84 | 4212015 | 3312025 | |||||||||||||||||
63902HAA7 | THE NATURE CONSESRVANCY MUNI BND REV | 3,437,400 | 3,356,430 | 3,000,000.00 | 3,305,738.07 | 50,691.93 | (22,410.26 | ) | — | — | 6.3 | JJ | 47,250 | 94,500 | 6182009 | 1292018 | ||||||||||||||||||
883556AZ5 | THERMO FISHER SCIENTIFIC INC CORP BND | 1 | 2,579,825 | 2,581,915.85 | 2,500,000.00 | 2,577,770.6 | 4,145.25 | (2,054.40 | ) | — | — | 3.6 | FA | 11,500 | 1,750 | 2032016 | 1172027 | |||||||||||||||||
883556BB7 | THERMO FISHER SCIENTIFIC INC SENIOR CORP | 2,001,260 | 1,998,636.16 | 2,000,000.00 | 2,000,705.02 | (2,068.86 | ) | (96.76 | ) | — | — | 1.85 | JJ | 7,811.11 | 18,500 | 8162012 | 1172027 | |||||||||||||||||
883556BE1 | THERMO FISHER SCIENTIFIC INC SENIOR CORP | 6,824,023.1 | 6,862,892.93 | 6,810,000.00 | 6,819,309.34 | 43,583.59 | (790.42 | ) | — | — | 2.4 | FA | 27,240 | 81,720 | 12162014 | 1172027 | ||||||||||||||||||
88428LAA0 | THIRD POINT RE USA HOLDINGS IN SENIOR CO | 11,000,000 | 11,000,000 | 11,000,000.00 | 11,000,000 | — | — | — | — | 7 | FA | 102,666.67 | 414,555.56 | 2102015 | 1172027 | |||||||||||||||||||
87247CAA1 | TICP_14-2A ABS _14-2A-A1A 144A | F | 1 | 3,720,000 | 3,707,528.25 | 3,750,000.00 | 3,727,025.72 | (19,497.47 | ) | 1,351.79 | — | — | 2.074 | JAJO | 15,553.5 | 16,935.19 | 12172014 | 7202026 | ||||||||||||||||
BRSN1NQ83 | TIME INC (USA) SENIOR SECURED TERM LOAN | 2,180,133.58 | 2,163,617.44 | 2,202,155.16 | 2,185,906.84 | (22,289.4 | ) | 839.08 | — | — | — | MJSD | — | 23,718.07 | 4172014 | 3312025 | ||||||||||||||||||
88732JAL2 | TIME WARNER CABLE INC CORP BND | 1,304,897 | 1,205,710.85 | 1,100,000.00 | 1,215,571.1 | (9,860.25 | ) | (12,565.86 | ) | — | — | 6.75 | JJ | 18,562.5 | 37,125 | 6052014 | 1172027 | |||||||||||||||||
BRSWVW9B2 | T-MOBILE USA INC SENIOR SECURED TERM LOA | 1 | 949,772.73 | 957,594.27 | 954,545.45 | 950,020.79 | 7,573.48 | 181.99 | — | — | — | MJSD | — | 8,908.16 | 11032015 | 12312049 | ||||||||||||||||||
880591EQ1 | TN VLY AUTHORITY SENIOR AGENCY BND | 2,552,790.6 | 2,622,045.78 | 2,565,000.00 | 2,558,727.63 | 63,318.15 | 597.87 | — | — | 1.75 | AO | 20,698.12 | — | 9242013 | 1072019 | |||||||||||||||||||
BRSWDXM82 | TOOLING ACQUISITION CO. TERM LOAN | 580,008.02 | 572,757.92 | 580,008.02 | 580,008.02 | (10,000.14 | ) | — | — | — | — | MJSD | — | 36,805.55 | 11022015 | 12312049 | ||||||||||||||||||
BRSWDXKE1 | TOOLING ACQUISITION CO. TERM LOAN | 800,011.06 | 790,010.92 | 800,011.06 | 800,011.06 | (7,250.1 | ) | — | — | — | — | MJSD | — | — | 9212015 | 12312049 | ||||||||||||||||||
BRSWDXMT6 | TOOLING ACQUISITION CO. TERM LOAN | 2,461,434.03 | 2,430,666.1 | 2,461,434.03 | 2,461,434.03 | (30,767.93 | ) | — | — | — | — | MJSD | — | 3,623.33 | 9212015 | 12312049 | ||||||||||||||||||
8911457V0 | TORONTO DOMINION BANK MONTREAL SECURED C | A | 4,992,250 | 5,055,099.85 | 5,000,000.00 | 4,992,318 | 62,781.85 | 68.00 | — | — | 2.25 | MS | 5,000 | — | 3072016 | 1172027 | ||||||||||||||||||
891145TN4 | TORONTO-DOMINION BANK/THE SECURED LOCAL | A | 5,138,450 | 5,124,020.65 | 5,100,000.00 | 5,115,267.62 | 8,753.03 | (3,990.12 | ) | — | — | 1.5 | MS | 3,825 | 38,250 | 8132014 | 1172027 | |||||||||||||||||
89114QB64 | TORONTO-DOMINION BANK/THE SENIOR CORP BN | A | 204,797.05 | 205,515.31 | 205,000.00 | 204,842.78 | (7,471.63 | ) | 16.61 | — | — | 1.75 | JJ | 677.64 | 1,793.75 | 7162015 | 1172027 | |||||||||||||||||
89114QBE7 | TORONTO-DOMINION BANK/THE SENIOR CORP BN | A | 1,998,260 | 2,016,072.24 | 2,000,000.00 | 1,998,368.81 | 56,343.8 | 108.81 | — | — | 1.95 | JJ | 7,475 | — | 1142016 | 1172027 | ||||||||||||||||||
89114QAG3 | TORONTO-DOMINION BANK/THE SENIOR CORP BN | A | 2,938,030.2 | 2,931,692.44 | 2,940,000.00 | 2,939,164.07 | 672.53 | 98.27 | — | — | 1.4 | AO | 17,264.33 | — | 4232013 | 1172027 | ||||||||||||||||||
89114QAV0 | TORONTO-DOMINION BANK/THE SENIOR CORP BN | A | 4,200,834 | 4,257,306.86 | 4,200,000.00 | 4,200,963.06 | 17,703.43 | (65.70 | ) | — | — | 2.25 | MN | 38,325 | — | 3042015 | 1172027 | |||||||||||||||||
89153VAA7 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 1,593,024 | 1,604,816 | 1,600,000.00 | 1,598,733.58 | 6,082.42 | 355.06 | — | — | 1.5 | FA | 2,933.34 | 12,000 | 2142012 | 10182029 | ||||||||||||||||||
89153VAC3 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 4,092,333 | 4,113,147.07 | 4,100,000.00 | 4,098,041.74 | 15,105.33 | 388.79 | — | — | 1.55 | JD | 16,417.09 | — | 9292015 | 6152018 | ||||||||||||||||||
89153VAF6 | TOTAL CAPITAL INTERNATIONAL SA SENIOR CO | F | 99,726 | 100,105 | 100,000.00 | 99,966.17 | 138.83 | 22.97 | — | — | 1 | FA | 136.11 | 500 | 8052013 | 4152021 | ||||||||||||||||||
89153VAJ8 | TOTAL CAPITAL INTERNATIONAL SA SENIOR CO | F | 399,120 | 399,696 | 400,000.00 | 399,769.04 | (73.04 | ) | 74.16 | — | — | 1 | JJ | 900 | 2,000 | 1082014 | 10152018 | |||||||||||||||||
89153VAK5 | TOTAL CAPITAL INTERNATIONAL SA TOTAL CAP | F | 1,998,760 | 2,027,516.78 | 2,000,000.00 | 1,999,201.46 | 28,315.32 | 69.75 | — | — | 2.125 | JJ | 9,562.5 | 21,250 | 1082014 | 5172021 |
F9208ZKB2 | TOTAL CAPITAL S.A. CORP BND MTN | D | 1,654,432.94 | 1,464,440.33 | 970,000.00 | 1,597,363.98 | (132,923.65 | ) | (10,992.62 | ) | — | (134,407.18 | ) | 4.25 | DEC | 18,617.65 | — | 12102014 | 12312049 | |||||||||||||||
BRSSD9JL9 | TOWNSQUARE MEDIA INC SENIOR SECURED TERM | 738,032.86 | 730,726.89 | 741,227.86 | 738,277.14 | (7,550.25 | ) | 67.90 | — | — | — | MJSD | — | 4,202.99 | 3302016 | 12312049 | ||||||||||||||||||
89236RAD1 | TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A | 2 | 964,345.32 | 964,228 | 965,000.00 | 964,853.48 | (625.48 | ) | 434.34 | — | — | 0.69 | MON | 295.93 | 3,793.11 | 3162015 | 1172027 | |||||||||||||||||
89233P5E2 | TOYOTA MOTOR CREDIT CORP CORP BND MTN | 2,595,875 | 2,513,274.75 | 2,500,000.00 | 2,512,844.09 | 430.66 | (7,036.69 | ) | — | — | 2 | MS | 2,222.22 | 25,000 | 4052013 | 1172027 | ||||||||||||||||||
89236TCP8 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 149,872.5 | 150,710.66 | 150,000.00 | 149,902.45 | 38.23 | 89.82 | — | — | 1.55 | JJ | 361.67 | 13,523.75 | 7082015 | 1172027 | |||||||||||||||||||
89236TAL9 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 299,877 | 300,033 | 300,000.00 | 299,994.77 | (2,738.79 | ) | 71.69 | — | — | 0.8 | MN | 893.33 | 6,746.67 | 5142013 | 1172027 | ||||||||||||||||||
89236TCF0 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 1,119,160 | 1,138,859.15 | 1,120,000.00 | 1,119,329.72 | 2,584.62 | 40.42 | — | — | 2.15 | MS | 1,270.89 | 12,040 | 3092015 | 1172027 | |||||||||||||||||||
89236TAY1 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 1,119,624 | 1,116,885.21 | 1,100,000.00 | 1,119,624 | 25,076.98 | — | — | — | 2 | AO | 9,777.78 | (9,777.78 | ) | 3302016 | 1172027 | ||||||||||||||||||
89236TBH7 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 1,499,205 | 1,502,283.75 | 1,500,000.00 | 1,499,699.13 | 19,529.43 | 66.45 | — | — | 1.125 | MN | 6,328.13 | — | 5132014 | 1172027 | |||||||||||||||||||
89236TCU7 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 4,999,400 | 5,040,008.55 | 5,000,000.00 | 4,999,422.59 | 808.21 | 22.59 | — | — | 1.7 | FA | 9,916.67 | — | 2162016 | 1172027 | |||||||||||||||||||
89236TCA1 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 5,527,417.05 | 5,555,537.51 | 5,535,000.00 | 5,530,460.53 | 40,585.96 | 628.13 | — | — | 1.45 | JJ | 17,612.07 | 40,128.75 | 1072015 | 1172027 | |||||||||||||||||||
89267XAF5 | TRADEWYND RE LTD CORP BND 144A | F | 500,000 | 500,140 | 500,000.00 | 500,000 | 140 | — | — | — | 5.168 | JAJO | 6,315.83 | 6,625.14 | 12052014 | 9152021 | ||||||||||||||||||
89267XAH1 | TRADEWYND RE LTD CORP BND 144A | F | 1,750,000 | 1,759,677.5 | 1,750,000.00 | 1,750,000 | 9,677.5 | — | — | — | 7 | JAJO | 29,944.44 | 200,361.23 | 12052014 | 6172019 | ||||||||||||||||||
89289YAB6 | TRAMLINE RE II LTD CORP BND 144A | F | 1,000,000 | 1,008,240 | 1,000,000.00 | 1,000,000 | 8,240 | — | — | — | 9.75 | JAJO | 23,833.33 | 25,803.96 | 12042014 | 7152020 | ||||||||||||||||||
BRSTMLVU6 | TRANS UNION LLC SENIOR SECURED TERM LOAN | 2 | 2,515,782.42 | 2,494,525.52 | 2,521,844.66 | 2,515,989.96 | (21,464.44 | ) | 219.11 | — | — | — | MJSD | — | 21,240.82 | 3232016 | 12312049 | |||||||||||||||||
893526DK6 | TRANSCANADA PIPELINES LIMITED CORP BND | A | 535,870 | 517,639.28 | 500,000.00 | 529,864.59 | (12,225.31 | ) | (3,057.00 | ) | — | — | 3.8 | AO | 9,500 | 9,394.44 | 4082015 | 1172027 | ||||||||||||||||
89352HAN9 | TRANSCANADA PIPELINES LIMITED SENIOR COR | A | 824,735.5 | 818,360.26 | 825,000.00 | 825,030.85 | (6,670.59 | ) | (4.72 | ) | — | — | 1.875 | JJ | 3,394.54 | 7,734.38 | 7152015 | 1172027 | ||||||||||||||||
89352HAS8 | TRANSCANADA PIPELINES LIMITED SR CORP BN | A | 2,542,783.5 | 2,588,113.8 | 2,550,000.00 | 2,543,194.01 | 44,919.79 | 410.51 | — | — | 3.125 | JJ | 14,166.67 | — | 1222016 | 1172027 | ||||||||||||||||||
89356BAA6 | TRANSCANADA TRUST CAPSEC CORP BND | A | 1 | 1,075,000 | 947,343.75 | 1,075,000.00 | 1,075,000 | (127,656.25 | ) | — | — | — | 5.625 | MN | 22,003.91 | — | 2242016 | 1172027 | ||||||||||||||||
BRSNBE338 | TRANSDIGM INC SENIOR SECURED TERM LOAN | 2 | 3,918,637.21 | 3,885,709 | 3,937,387.21 | 3,922,330.13 | (36,621.13 | ) | 723.05 | — | — | — | MJSD | — | 37,418.12 | 11142014 | 3312025 | |||||||||||||||||
BRSU975A2 | TRIBUNE COMPANY SENIOR SECURED TERM LOAN | 1 | 1,728,553.88 | 1,721,153.93 | 1,731,978.80 | 1,729,023.7 | (7,869.77 | ) | 163.95 | — | — | — | MJSD | — | 16,459.07 | 7012015 | 12312049 | |||||||||||||||||
BRSEQLBQ6 | TRICORBRAUN INC SENIOR SECURED TERM LOAN | 2,339,125.6 | 2,299,943.48 | 2,350,880.00 | 2,346,762.77 | (46,819.29 | ) | 491.21 | — | — | — | MJSD | — | 23,770.02 | 4302012 | 3312025 | ||||||||||||||||||
L9339LAB9 | TRINSEO MATERIALS OPERATING SC SENIOR SE | E | 2 | 565,725 | 563,361.72 | 567,142.86 | 565,873.82 | (2,512.1 | ) | 59.77 | — | — | — | JAJO | — | — | 4282015 | 12312049 | ||||||||||||||||
89837RAA0 | TRUSTEES OF DARTMOUTH COLLEGE MUNITAX BN | 566,110 | 553,903.24 | 500,000.00 | 548,842.99 | 5,060.25 | (3,736.11 | ) | — | — | 4.75 | JD | 7,916.67 | — | 1302015 | 5052017 | ||||||||||||||||||
872882AC9 | TSMC GLOBAL LTD SENIOR CORP BND 144A | F | 5,711,170.95 | 5,691,511.17 | 5,715,000.00 | 5,713,426.58 | (21,915.41 | ) | 191.13 | — | — | 1.625 | AO | 45,918.44 | — | 3272013 | 2252021 | |||||||||||||||||
BRSTA3686 | TTM TECHNOLOGIES, INC. SENIOR SECURED TE | 288,357.77 | 283,128.49 | 298,816.35 | 289,721.95 | (6,593.46 | ) | 1,268.08 | — | — | — | MJSD | — | 5,392.37 | 5072015 | 12312049 | ||||||||||||||||||
902133AQ0 | TYCO ELECTRONICS GROUP SA SENIOR CORP BN | F | 1 | 1,634,149.8 | 1,641,843.52 | 1,635,000.00 | 1,634,422.72 | 7,420.8 | 41.37 | — | — | 2.35 | FA | 6,403.75 | 19,211.25 | 7282014 | 8162021 | |||||||||||||||||
BRSPC8H22 | UAL_12-2A SENIOR SECURED TERM LOAN | 1,112,695.18 | 1,116,441.25 | 1,123,934.52 | 1,115,106.08 | 1,335.17 | 424.87 | — | — | — | MJSD | — | 12,694.22 | 8062014 | 3312025 | |||||||||||||||||||
90261XHK1 | UBS AG (STAMFORD BRANCH) SENIOR CORP BND | 831,893.8 | 839,532.64 | 835,000.00 | 832,418.32 | 4,613.1 | 153.36 | — | — | 2.35 | MS | 272.54 | 9,811.25 | 5272015 | 1172027 | |||||||||||||||||||
90261XHM7 | UBS AG (STAMFORD BRANCH) SENIOR CORP BND | 1,500,000 | 1,498,920.02 | 1,500,000.00 | 1,500,000 | 7,114.32 | — | — | — | 1.195 | MJSD | 1,543.67 | 3,676.4 | 5272015 | 1172027 | |||||||||||||||||||
90261XHH8 | UBS AG (STAMFORD BRANCH) SENIOR CORP BND | 3,967,644.3 | 3,965,111.45 | 3,945,000.00 | 3,960,498.35 | (921.57 | ) | (1,914.10 | ) | — | — | 1.8 | MS | 986.25 | 35,505 | 4212015 | 1172027 | |||||||||||||||||
90261XHL9 | UBS AG (STAMFORD BRANCH) SENIOR CORP BND | 4,995,300 | 4,996,321.5 | 5,000,000.00 | 4,997,243.07 | (1,079.98 | ) | 1,503.49 | — | — | 1.375 | JD | 22,916.67 | 36,666.67 | 9292015 | 1172027 | ||||||||||||||||||
G918UHAA3 | UBS AG JERSEY BRANCH CORP BND EMTN | D | 1 | 274,088.34 | 243,775.42 | 150,000.00 | 264,361.93 | (20,586.51 | ) | (1,859.67 | ) | — | (22,352.19 | ) | 6.375 | NOV | 5,032.02 | — | 12042014 | 12312049 | ||||||||||||||
90351DAA5 | UBS GROUP FUNDING JERSEY LTD SENIOR CORP | F | 5,989,740 | 6,061,123.8 | 6,000,000.00 | 5,990,741.23 | 70,382.57 | 479.61 | — | — | 2.95 | MS | 3,441.67 | 88,500 | 9212015 | 2182020 |
90351DAD9 | UBS GROUP FUNDING JERSEY LTD SENIOR CORP | F | 8,993,250 | 9,026,290.26 | 9,000,000.00 | 8,993,250 | 33,040.26 | — | — | — | 3 | AO | — | — | 3292016 | 5152020 | ||||||||||||||||||
90264AAA7 | UBS PD FD TST IV CORP BND | 1 | 5,206,250 | 5,000,000 | 5,000,000.00 | 5,206,250 | (206,250 | ) | — | — | — | 6.243 | MN | 117,923.33 | — | 11102014 | 1172027 | |||||||||||||||||
90270YBD0 | UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2 | 2 | 1,368,685.5 | 1,366,430.37 | 1,355,000.00 | 1,364,687.21 | 1,743.16 | 1,610.73 | — | — | 2.137 | MON | 2,412.46 | 7,237.38 | 9232014 | 4152020 | ||||||||||||||||||
904764AR8 | UNILEVER CAPITAL CORP SENIOR CORP BND | 546,815.5 | 561,295.36 | 550,000.00 | 547,222.66 | 8,502.23 | 152.32 | — | — | 2.1 | JJ | 1,957.08 | 5,775 | 7282015 | 1172027 | |||||||||||||||||||
904764AQ0 | UNILEVER CAPITAL CORP SENIOR CORP BND | 2,616,071.25 | 2,697,629.5 | 2,625,000.00 | 2,621,280.8 | 76,348.7 | 300.15 | — | — | 2.2 | MS | 4,010.42 | 28,875 | 9112013 | 1172027 | |||||||||||||||||||
904764AP2 | UNILEVER CAPITAL CORP SENIOR CORP BND | 3,088,000 | 3,123,405.32 | 3,125,000.00 | 3,114,903.09 | 14,072.7 | 1,864.46 | — | — | 0.85 | FA | 4,353.3 | 13,281.25 | 7302012 | 1172027 | |||||||||||||||||||
907818CZ9 | UNION PACIFIC CORPORATION CORP BND | 275,372.5 | 268,265.25 | 250,000.00 | 267,728.56 | 536.69 | (2,701.43 | ) | — | — | 5.75 | MN | 5,430.56 | — | 7132015 | 1172027 | ||||||||||||||||||
907818DD7 | UNION PACIFIC CORPORATION CORP BND | 708,215.55 | 709,281.96 | 615,000.00 | 708,215.55 | 17,980.68 | — | — | — | 6.125 | FA | 5,127.14 | (5,127.14 | ) | 3302016 | 1172027 | ||||||||||||||||||
907818DA3 | UNION PACIFIC CORPORATION CORP BND | 1,999,631.7 | 1,922,620.06 | 1,749,000.00 | 1,904,639.38 | 1,066.41 | (15,917.91 | ) | — | — | 5.7 | FA | 12,738.55 | 49,846.5 | 12052012 | 1172027 | ||||||||||||||||||
907818EA2 | UNION PACIFIC CORPORATION SENIOR CORP BN | 1 | 1,006,336.49 | 1,002,638.23 | 1,000,000.00 | 1,004,743.22 | (2,104.99 | ) | (346.68 | ) | — | — | 1.8 | FA | 3,000 | 9,000 | 2022015 | 1172027 | ||||||||||||||||
907818EE4 | UNION PACIFIC CORPORATION SENIOR CORP BN | 1 | 3,247,400 | 3,304,478.78 | 3,250,000.00 | 3,247,788.96 | 56,689.82 | 124.21 | — | — | 2.25 | JD | 20,718.75 | — | 6162015 | 1172027 | ||||||||||||||||||
G9T44MEK4 | UNITED KINGDOM GILT GOVT BND | D | 840,172.99 | 833,518.3 | 555,000.00 | 839,967.68 | 116,148.09 | (293.30 | ) | — | (6,724.84 | ) | 1.75 | MS | 948.36 | (191.2 | ) | 3172016 | 7012020 | |||||||||||||||
G9T44MHH8 | UNITED KINGDOM GILT GOVT BND | D | 1,094,126.17 | 1,118,614.65 | 750,000.00 | 1,092,970.09 | 21,712.24 | (2,062.65 | ) | — | 19,487.82 | 1.75 | JJ | 3,627.81 | 27,371.58 | 3162016 | 7012018 | |||||||||||||||||
G9T44MFU1 | UNITED KINGDOM GILT GOVT BND | D | 1,354,748.21 | 1,374,997.64 | 939,000.00 | 1,353,285.4 | (204.81 | ) | (5,129.06 | ) | — | 17,935.68 | 1.25 | JJ | 3,244.29 | 20,893.72 | 2012016 | 11012020 | ||||||||||||||||
G924502M9 | UNITED KINGDOM GILT GOVT BND | D | 4,586,427.89 | 4,586,223.08 | 2,850,000.00 | 4,586,427.89 | 25,644.56 | — | — | — | 4.5 | MS | 12,522.68 | (12,522.68 | ) | 3312016 | 6012017 | |||||||||||||||||
G9T44MEB4 | UNITED KINGDOM GILT GOVT BND | D | 7,642,193.22 | 7,756,454.13 | 5,350,000.00 | 7,640,306.04 | (6,449.38 | ) | (3,151.96 | ) | — | 112,464.53 | 1 | MS | 5,223.88 | 12,034.08 | 3152016 | 11152020 | ||||||||||||||||
BRSVFB2U3 | UNITED KINGDOM GILT SENIOR GOVT BND | D | 1,070,246.6 | 1,097,211.82 | 740,000.00 | 1,069,684.09 | (467,164.72 | ) | (659.85 | ) | — | 16,391.91 | 1.5 | JJ | 3,068.08 | (409.84 | ) | 3162016 | 8012020 | |||||||||||||||
G92450K80 | UNITED KINGDOM GILT SENIOR GOVT BND | D | 12,626,423.04 | 12,012,703.31 | 7,660,000.00 | 12,479,868.03 | 27,527.73 | (237,958.62 | ) | — | (547,367.96 | ) | 5 | MS | 37,397.14 | 649,014.17 | 2192016 | 5012027 | ||||||||||||||||
911312AK2 | UNITED PARCEL SERVICE INC CORP BND | 1,565,228 | 1,554,188.41 | 1,400,000.00 | 1,543,860.7 | 10,327.71 | (11,573.95 | ) | — | — | 5.125 | AO | 35,875 | — | 10132015 | 1172027 | ||||||||||||||||||
912828K25 | UNITED STATES TREASURY GOVT BND | 31,127,459.88 | 31,340,282.13 | 31,350,000.00 | 31,194,172.44 | 146,109.69 | 18,777.69 | — | — | 0.75 | AO | 108,568.65 | — | 7012015 | 1172027 | |||||||||||||||||||
912828H94 | UNITED STATES TREASURY GOVT BND | 125,292.97 | 125,588.74 | 125,000.00 | 125,288.78 | 19,961.23 | (4.19 | ) | — | — | 1 | FA | 157.97 | (123.63 | ) | 3212016 | 1172027 | |||||||||||||||||
912828TB6 | UNITED STATES TREASURY GOVT BND | 905,440.52 | 900,899.91 | 900,000.00 | 901,382.84 | 84,125.82 | (276.16 | ) | — | — | 0.75 | JD | 1,706.04 | — | 7132012 | 1172027 | ||||||||||||||||||
912828A34 | UNITED STATES TREASURY GOVT BND | 986,480 | 1,011,219.94 | 1,000,000.00 | 991,258.71 | 19,067.66 | 797.85 | — | — | 1.25 | MN | 4,200.82 | — | 12052013 | 1172027 | |||||||||||||||||||
912828H86 | UNITED STATES TREASURY GOVT BND | 993,244.19 | 1,005,230.1 | 1,000,000.00 | 993,451.42 | 42,424.6 | 207.23 | — | — | 1.5 | JJ | 2,513.74 | 366.85 | 1212016 | 1172027 | |||||||||||||||||||
912828B90 | UNITED STATES TREASURY GOVT BND | 1,020,783.25 | 1,036,440.05 | 1,000,000.00 | 1,017,372.39 | (452.92 | ) | (843.77 | ) | — | — | 2 | FA | 1,739.13 | 10,000 | 3262015 | 1172027 | |||||||||||||||||
912828VG2 | UNITED STATES TREASURY GOVT BND | 1,150,958.97 | 1,150,494.5 | 1,150,000.00 | 1,150,110.05 | 111,585.56 | (133.52 | ) | — | — | 0.5 | JD | 1,696.72 | — | 9022014 | 1172027 | ||||||||||||||||||
912828QF0 | UNITED STATES TREASURY GOVT BND | 1,771,683.13 | 1,702,261 | 1,700,000.00 | 1,702,098.91 | 23,907.86 | (6,586.28 | ) | — | — | 2 | AO | 14,291.21 | — | 2012013 | 1172027 | ||||||||||||||||||
912828TH3 | UNITED STATES TREASURY GOVT BND | 1,825,487.57 | 1,895,668.06 | 1,900,000.00 | 1,847,820.54 | 63,075.07 | 3,785.13 | — | — | 0.875 | JJ | 2,786.06 | 8,312.5 | 10032014 | 1172027 | |||||||||||||||||||
912828UB4 | UNITED STATES TREASURY GOVT BND | 2,875,320 | 2,999,130.03 | 3,000,000.00 | 2,910,393.22 | 20,591.75 | 5,869.72 | — | — | 1 | MN | 10,081.97 | — | 5062014 | 1172027 | |||||||||||||||||||
912828L32 | UNITED STATES TREASURY GOVT BND | 2,991,679.69 | 3,028,800.21 | 3,000,000.00 | 2,992,535.1 | 24,877.22 | 410.63 | — | — | 1.375 | FA | 3,586.96 | 20,625 | 10202015 | 1172027 | |||||||||||||||||||
912828RP7 | UNITED STATES TREASURY GOVT BND | 3,021,810 | 3,072,359.84 | 3,000,000.00 | 3,013,944.47 | 134,702.77 | (1,321.00 | ) | — | — | 1.75 | AO | 22,067.31 | — | 4022013 | 1172027 | ||||||||||||||||||
912828VW7 | UNITED STATES TREASURY GOVT BND | 3,022,265.4 | 3,005,909.7 | 3,000,000.00 | 3,003,454.36 | 55,070.41 | (1,894.35 | ) | — | — | 1.375 | JJ | 1,212.64 | 13,125 | 9102015 | 1172027 | ||||||||||||||||||
912828K74 | UNITED STATES TREASURY GOVT BND | 3,035,703.13 | 3,057,839.82 | 3,000,000.00 | 3,035,190.86 | 32,569.17 | (492.60 | ) | — | — | 2 | FA | 7,582.42 | 8,865.21 | 2042016 | 1172027 | ||||||||||||||||||
912828D56 | UNITED STATES TREASURY GOVT BND | 3,246,105.59 | 3,354,601.15 | 3,185,000.00 | 3,243,015.59 | 11,778.68 | (1,630.55 | ) | — | — | 2.375 | FA | 9,403.23 | 37,821.88 | 10072015 | 1172027 |
912828WR7 | UNITED STATES TREASURY GOVT BND | 3,393,729.36 | 3,491,839.03 | 3,350,000.00 | 3,388,848.24 | 299.96 | (1,762.70 | ) | — | — | 2.125 | JD | 17,992.45 | — | 7282015 | 1172027 | ||||||||||||||||||
912828XA3 | UNITED STATES TREASURY GOVT BND | 3,395,490.1 | 3,416,285.86 | 3,400,000.00 | 3,396,648.3 | 29,937.53 | 390.24 | — | — | 1 | MN | 12,890.11 | — | 7022015 | 1172027 | |||||||||||||||||||
912828SJ0 | UNITED STATES TREASURY GOVT BND | 3,559,207.46 | 3,563,069.85 | 3,555,000.00 | 3,556,400.95 | 839.7 | (701.78 | ) | — | — | 0.875 | FA | 2,704.89 | 28,574.56 | 12022015 | 1172027 | ||||||||||||||||||
912828A42 | UNITED STATES TREASURY GOVT BND | 3,964,379.7 | 4,035,804.17 | 3,895,000.00 | 3,951,678.35 | 18,314.17 | (2,901.67 | ) | — | — | 2 | MN | 26,179.52 | (12,999.94 | ) | 2232015 | 1172027 | |||||||||||||||||
912828VA5 | UNITED STATES TREASURY GOVT BND | 3,979,069.23 | 4,006,440.13 | 4,000,000.00 | 3,979,847.55 | 22,648.96 | 778.32 | — | — | 1.125 | AO | 18,914.83 | (11,744.51 | ) | 2022016 | 1172027 | ||||||||||||||||||
912828WN6 | UNITED STATES TREASURY GOVT BND | 4,338,172.67 | 4,456,348.09 | 4,300,000.00 | 4,333,628.38 | 36,265.11 | (1,499.24 | ) | — | — | 2 | MN | 28,901.63 | — | 7292015 | 1172027 | ||||||||||||||||||
912828C99 | UNITED STATES TREASURY GOVT BND | 5,080,199.41 | 5,164,407.07 | 5,000,000.00 | 5,121,982.47 | 162.09 | (25,458.45 | ) | — | — | 0.125 | AO | 2,917.9 | — | 12232015 | 1172027 | ||||||||||||||||||
912828G38 | UNITED STATES TREASURY GOVT BND | 5,217,968.75 | 5,214,400.5 | 5,000,000.00 | 5,193,808.75 | 26,809.18 | (5,194.19 | ) | — | — | 2.25 | MN | 42,651.1 | — | 1272015 | 1172027 | ||||||||||||||||||
912828G79 | UNITED STATES TREASURY GOVT BND | 5,720,886.35 | 5,745,625.48 | 5,720,000.00 | 5,720,748.26 | 376,362.89 | (108.17 | ) | — | — | 1 | JD | 16,878.69 | — | 12022015 | 1172027 | ||||||||||||||||||
912828WL0 | UNITED STATES TREASURY GOVT BND | 6,070,322.58 | 6,107,819.82 | 6,000,000.00 | 6,060,833.2 | 58,415.37 | (4,688.39 | ) | — | — | 1.5 | MN | 30,245.9 | — | 9282015 | 1172027 | ||||||||||||||||||
912828G95 | UNITED STATES TREASURY GOVT BND | 6,094,687.5 | 6,127,620.42 | 6,000,000.00 | 6,072,550.01 | (1,843.23 | ) | (4,724.58 | ) | — | — | 1.625 | JD | 24,642.86 | — | 1212015 | 1172027 | |||||||||||||||||
912828H37 | UNITED STATES TREASURY GOVT BND | 6,454,114.28 | 6,491,446.38 | 6,475,000.00 | 6,458,877.21 | 6,668.9 | 2,232.10 | — | — | 0.875 | JJ | 11,984.97 | 28,328.13 | 12022015 | 1172027 | |||||||||||||||||||
912828J92 | UNITED STATES TREASURY GOVT BND | 7,389,194.47 | 7,396,336.15 | 7,405,000.00 | 7,395,496.45 | 11,257.9 | 2,973.85 | — | — | 0.5 | MS | 101.17 | 23,547.33 | 8142015 | 1172027 | |||||||||||||||||||
912828G87 | UNITED STATES TREASURY GOVT BND | 7,508,008.33 | 7,611,143.18 | 7,317,000.00 | 7,476,440.41 | 98,448.25 | (6,602.93 | ) | — | — | 2.125 | JD | 39,298.73 | — | 1162015 | 1172027 | ||||||||||||||||||
912828F54 | UNITED STATES TREASURY GOVT BND | 7,743,655.6 | 7,768,754.77 | 7,750,000.00 | 7,744,846.91 | 62,056.71 | 853.73 | — | — | 0.875 | AO | 31,312.33 | 866.63 | 11232015 | 1172027 | |||||||||||||||||||
912828TG5 | UNITED STATES TREASURY GOVT BND | 9,143,093.31 | 9,177,368 | 9,200,000.00 | 9,173,812.54 | (482.93 | ) | 4,870.35 | — | — | 0.5 | JJ | 7,708.79 | 23,000 | 1262015 | 1172027 | ||||||||||||||||||
912828J84 | UNITED STATES TREASURY GOVT BND | 10,082,438.68 | 10,109,600.1 | 10,000,000.00 | 10,079,662.57 | 3,555.46 | (2,776.11 | ) | — | — | 1.375 | MS | 375.68 | 19,535.52 | 2052016 | 1172027 | ||||||||||||||||||
912828TJ9 | UNITED STATES TREASURY GOVT BND | 10,582,380.98 | 10,905,299.78 | 10,800,000.00 | 10,602,166.67 | 47,847.52 | 7,227.22 | — | — | 1.625 | FA | 22,178.57 | 87,750 | 8062015 | 1172027 | |||||||||||||||||||
912828VQ0 | UNITED STATES TREASURY GOVT BND | 11,526,633.58 | 11,608,874.79 | 11,455,600.00 | 11,508,631.39 | 303,133.11 | (5,585.01 | ) | — | — | 1.375 | JJ | 26,396.66 | 78,757.25 | 9102015 | 1172027 | ||||||||||||||||||
912828D49 | UNITED STATES TREASURY GOVT BND | 11,900,742.77 | 11,878,795.5 | 11,850,000.00 | 11,879,248.42 | 6,507.75 | (5,266.30 | ) | — | — | 0.875 | FA | 13,103.37 | 51,843.75 | 8142015 | 1172027 | ||||||||||||||||||
912828SC5 | UNITED STATES TREASURY GOVT BND | 12,312,089.96 | 12,278,663.78 | 12,250,000.00 | 12,280,507.01 | 52,218.7 | (12,323.14 | ) | — | — | 0.875 | JJ | 17,962.74 | 93,031.25 | 7082015 | 1172027 | ||||||||||||||||||
912828UZ1 | UNITED STATES TREASURY GOVT BND | 12,356,276.66 | 12,389,215.75 | 12,425,000.00 | 12,374,153.67 | 167,445.24 | 5,458.32 | — | — | 0.625 | AO | 32,641.23 | (843.07 | ) | 3282016 | 1172027 | ||||||||||||||||||
912828SM3 | UNITED STATES TREASURY GOVT BND | 13,387,298.89 | 13,348,811 | 13,300,000.00 | 13,337,553.1 | 88,736.81 | (9,929.29 | ) | — | — | 1 | MS | 363.39 | 89,084.7 | 12302014 | 1172027 | ||||||||||||||||||
912828UE8 | UNITED STATES TREASURY GOVT BND | 14,390,148.57 | 14,475,643.44 | 14,470,000.00 | 14,421,175.23 | 54,468.21 | 7,150.69 | — | — | 0.75 | JD | 27,429.4 | 803.57 | 3162015 | 1172027 | |||||||||||||||||||
912828XK1 | UNITED STATES TREASURY GOVT BND | 14,782,710.94 | 14,876,284.8 | 14,850,000.00 | 14,795,757.1 | 104,356.63 | 5,849.24 | — | — | 0.875 | JJ | 27,486.79 | 64,968.75 | 9092015 | 1172027 | |||||||||||||||||||
912828TS9 | UNITED STATES TREASURY GOVT BND | 18,021,296.24 | 18,127,131.18 | 18,150,000.00 | 18,074,912.48 | 169,714.01 | 12,535.90 | — | — | 0.625 | MS | 309.94 | 57,401.81 | 12212015 | 1172027 | |||||||||||||||||||
912828SX9 | UNITED STATES TREASURY GOVT BND | 20,036,752.35 | 20,135,200.6 | 20,000,000.00 | 20,036,752.35 | 15,062.08 | — | — | — | 1.125 | MN | 76,030.22 | (39,959.02 | ) | 2022016 | 1172027 | ||||||||||||||||||
912828UJ7 | UNITED STATES TREASURY GOVT BND | 21,431,168.94 | 21,556,545 | 21,500,000.00 | 21,452,188.37 | 26,592.58 | 6,436.34 | — | — | 0.875 | JJ | 31,526.44 | 94,062.5 | 6052015 | 1172027 | |||||||||||||||||||
912828WD8 | UNITED STATES TREASURY GOVT BND | 25,480,165.24 | 25,679,145.75 | 25,400,000.00 | 25,466,910.79 | 384.45 | (6,393.76 | ) | — | — | 1.25 | AO | 133,454.67 | — | 4092015 | 1172027 | ||||||||||||||||||
912828UR9 | UNITED STATES TREASURY GOVT BND | 26,032,735.96 | 26,331,054.75 | 26,325,000.00 | 26,161,340.74 | 100,243.4 | 20,961.73 | — | — | 0.75 | FA | 17,168.47 | 97,144.36 | 3212016 | 1172027 | |||||||||||||||||||
912828G20 | UNITED STATES TREASURY GOVT BND | 29,465,160.72 | 29,525,096.62 | 29,450,000.00 | 29,462,021.55 | 2,455.34 | (1,841.57 | ) | — | — | 0.875 | MN | 97,694.71 | 115.38 | 11062015 | 1172027 | ||||||||||||||||||
912828RF9 | UNITED STATES TREASURY GOVT BND | 30,965,659.6 | 30,775,522 | 30,700,000.00 | 30,748,712.82 | 212,234.96 | (29,317.84 | ) | — | — | 1 | FA | 26,695.65 | 153,500 | 3192015 | 1172027 | ||||||||||||||||||
912828SY7 | UNITED STATES TREASURY GOVT BND | 36,442,206.45 | 36,528,435.5 | 36,550,000.00 | 36,466,378.79 | 46,986.62 | 17,936.00 | — | — | 0.625 | MN | 76,769.98 | 1,870.73 | 12042015 | 1172027 | |||||||||||||||||||
912828UA6 | UNITED STATES TREASURY GOVT BND | 43,525,707.79 | 43,827,126 | 43,900,000.00 | 43,659,680.76 | 122,719.71 | 35,897.02 | — | — | 0.625 | MN | 92,207.99 | 1,195.36 | 11242015 | 1172027 |
912828K66 | UNITED STATES TREASURY GOVT BND | 43,863,745.8 | 43,939,720 | 44,000,000.00 | 43,921,405.83 | 102,990.79 | 23,391.38 | — | — | 0.5 | AO | 92,472.52 | 42,976.64 | 9112015 | 1172027 | |||||||||||||||||||
912828RH5 | UNITED STATES TREASURY GOVT BND | 44,796,013.99 | 45,135,457.33 | 44,500,000.00 | 44,759,094.44 | 19,637.56 | (15,225.92 | ) | — | — | 1.375 | MS | 1,671.77 | 205,622.62 | 10092013 | 1172027 | ||||||||||||||||||
912828TM2 | UNITED STATES TREASURY GOVT BND | 50,906,096.05 | 50,938,798.48 | 51,000,000.00 | 50,932,290.73 | 80,527.7 | 10,963.13 | — | — | 0.625 | FA | 27,717.39 | 104,799.11 | 2082016 | 1172027 | |||||||||||||||||||
912828SS0 | UNITED STATES TREASURY GOVT BOND | 11,585,839.31 | 11,527,370 | 11,500,000.00 | 11,522,694.71 | 4,675.29 | (5,229.87 | ) | — | — | 0.875 | AO | 42,295.67 | — | 3132013 | 1172027 | ||||||||||||||||||
912810RQ3 | UNITED STATES TREASURY SENIOR GOVT BND | 483,165.06 | 487,635 | 500,000.00 | 483,166.14 | 4,468.86 | 1.08 | — | — | 2.5 | FA | 1,579.67 | (1,545.33 | ) | 3302016 | 1172027 | ||||||||||||||||||
912828N55 | UNITED STATES TREASURY SENIOR GOVT BND | 802,720.1 | 803,744.02 | 800,000.00 | 802,448.9 | 5,085.95 | (432.34 | ) | — | — | 1 | JD | 2,021.98 | 465.66 | 1202016 | 1172027 | ||||||||||||||||||
912828Q29 | UNITED STATES TREASURY SENIOR GOVT BND | 1,243,654.84 | 1,246,000 | 1,250,000.00 | 1,243,654.84 | 54,490.57 | — | — | — | 1.5 | MS | 256.15 | (256.15 | ) | 3312016 | 1172027 | ||||||||||||||||||
912828P46 | UNITED STATES TREASURY SENIOR GOVT BND | 1,488,789.06 | 1,508,059.83 | 1,530,000.00 | 1,488,877.68 | 200,890.73 | 88.62 | — | — | 1.625 | FA | 3,141.97 | (2,614.29 | ) | 3242016 | 1172027 | ||||||||||||||||||
912828M56 | UNITED STATES TREASURY SENIOR GOVT BND | 3,402,481.25 | 3,455,588.8 | 3,320,000.00 | 3,401,098.23 | 18,895.93 | (1,457.88 | ) | — | — | 2.25 | MN | 28,320.33 | (13,826.38 | ) | 1202016 | 1172027 | |||||||||||||||||
912828M72 | UNITED STATES TREASURY SENIOR GOVT BND | 4,992,187.5 | 5,012,300 | 5,000,000.00 | 4,993,404.07 | 1,295.12 | 962.68 | — | — | 0.875 | MN | 14,702.87 | — | 12032015 | 1172027 | |||||||||||||||||||
912828P79 | UNITED STATES TREASURY SENIOR GOVT BND | 5,009,953.13 | 5,086,536 | 5,100,000.00 | 5,010,518.42 | 49,312.38 | 565.29 | — | — | 1.5 | FA | 6,652.17 | (3,118.21 | ) | 3142016 | 1172027 | ||||||||||||||||||
912828L57 | UNITED STATES TREASURY SENIOR GOVT BND | 5,072,861.57 | 5,077,049.65 | 5,000,000.00 | 5,071,963.7 | 19,182.15 | (897.87 | ) | — | — | 1.75 | MS | 239.07 | 7,411.2 | 2292016 | 1172027 | ||||||||||||||||||
912828M64 | UNITED STATES TREASURY SENIOR GOVT BND | 18,501,445.31 | 18,702,205.37 | 18,500,000.00 | 18,501,314.64 | 76,017.58 | (102.51 | ) | — | — | 1.25 | MN | 87,671.71 | — | 12042015 | 1172027 | ||||||||||||||||||
912828N63 | UNITED STATES TREASURY SENIOR GOVT BND | 21,121,880.04 | 21,165,690.21 | 21,000,000.00 | 21,116,377.83 | 2,345.16 | (6,710.61 | ) | — | — | 1.125 | JJ | 49,975.96 | (13,444.37 | ) | 3182016 | 1172027 | |||||||||||||||||
912828TW0 | UNITED STATES TREASURY SENIOR GOVT BND | 58,411,055.94 | 58,623,445.27 | 58,600,000.00 | 58,501,979.84 | 121,465.43 | 15,425.34 | — | — | 0.75 | AO | 184,734.9 | 2,717.72 | 11162015 | 1172027 | |||||||||||||||||||
913017BQ1 | UNITED TECHNOLOGIES CORPORATN CORP BND | 1,286,397.8 | 1,256,318.29 | 1,115,000.00 | 1,246,701.45 | 9,616.84 | (11,258.85 | ) | — | — | 6.125 | FA | 11,382.29 | 34,146.88 | 5072015 | 1172027 | ||||||||||||||||||
913017BZ1 | UNITED TECHNOLOGIES CORPORATN JR SUB COR | 3,312,375 | 3,304,029.83 | 3,300,000.00 | 3,308,687.93 | (4,658.1 | ) | (1,011.27 | ) | — | — | 1.778 | FA | 9,779 | 29,337 | 4292015 | 1172027 | |||||||||||||||||
913017BU2 | UNITED TECHNOLOGIES CORPORATN SENIOR COR | 9,706,645.1 | 9,777,948.35 | 9,715,000.00 | 9,712,983.22 | 64,965.13 | 424.83 | — | — | 1.8 | JD | 58,290 | — | 11082012 | 1172027 | |||||||||||||||||||
91324PCT7 | UNITEDHEALTH GROUP INCORPORATE SENIOR CO | 314,883.45 | 317,511.62 | 315,000.00 | 314,887.14 | 2,624.48 | 3.69 | — | — | 1.7 | FA | 535.5 | — | 2222016 | 1172027 | |||||||||||||||||||
BRSU64W61 | UNIVAR USA INC SENIOR SECURED TERM LOAN | 1,800,623.58 | 1,775,428.48 | 1,805,903.09 | 1,801,150.44 | (25,721.96 | ) | 210.28 | — | — | — | MJSD | — | 19,449.66 | 8062015 | 12312049 | ||||||||||||||||||
91412GTA3 | UNIVERSITY CALIFORNIA MUNITAX BND REV | 2,082,058.5 | 2,098,038 | 2,010,000.00 | 2,063,293.5 | 34,744.5 | (4,149.46 | ) | — | — | 2.566 | MN | 19,484.5 | — | 2062015 | 11062017 | ||||||||||||||||||
91412GUW3 | UNIVERSITY CALIFORNIA MUNITAX BND REV | 2,600,000 | 2,697,812 | 2,600,000.00 | 2,600,000 | 97,812 | — | — | — | 2.364 | MN | 23,219.73 | — | 9292015 | 5102018 | |||||||||||||||||||
914353ZH3 | UNIVERSITY ILL MUNI BND REV | 1 | 5,689,300 | 5,779,950 | 5,000,000.00 | 5,580,372.61 | 199,577.39 | (18,305.14 | ) | — | — | 5 | AO | 125,000 | — | 9112013 | 5102018 | |||||||||||||||||
914440LQ3 | UNIVERSITY MASS BLDG AUTH MUNITAX BND R | 995,610 | 1,011,530 | 1,000,000.00 | 997,198.04 | 14,331.96 | 265.63 | — | — | 1.333 | MN | 5,554.17 | — | 3082013 | 3172022 | |||||||||||||||||||
914713K27 | UNIVERSITY N C CHAPEL HILL MUNITAX BND R | 500,000 | 506,910 | 500,000.00 | 500,000 | 2,670 | — | — | — | 1.317 | JD | 2,195 | — | 9252014 | 11082019 | |||||||||||||||||||
914713J94 | UNIVERSITY N C CHAPEL HILL MUNITAX BND R | 1,000,000 | 1,002,670 | 1,000,000.00 | 1,000,000 | 6,910 | — | — | — | 0.759 | JD | 2,530 | — | 9252014 | 9142018 | |||||||||||||||||||
914682AM1 | UNIVERSITY N MEX UNIV REVS MUNITAX BND R | 1 | 1,264,462.7 | 1,265,830.65 | 1,255,000.00 | 1,255,000 | 10,830.65 | — | — | — | 7.8 | JD | 24,744.41 | — | 1222001 | 1172027 | ||||||||||||||||||
BRSM1V101 | UNIVISION COMMUNICATIONS INC SENIOR SECU | 2 | 1,907,219.28 | 1,918,098.45 | 1,939,222.40 | 1,917,975.97 | (63,184.07 | ) | 1,357.99 | — | — | — | MJSD | — | 19,655.74 | 4012014 | 3312025 | |||||||||||||||||
BRSJE18C7 | UNIVISION COMMUNICATIONS INC SENIOR SECU | 2 | 6,096,239.04 | 6,037,658.74 | 6,107,460.91 | 6,100,842.81 | 122.48 | 418.88 | — | — | — | MJSD | — | 61,905.72 | 6052013 | 3312025 | ||||||||||||||||||
90323WAA8 | URSA RE LTD CORP BND 144A | F | 1,250,000 | 1,246,175 | 1,250,000.00 | 1,250,000 | (3,825 | ) | — | — | — | 3.823 | MJSD | 4,047.05 | 11,110.33 | 11142014 | 10162017 | |||||||||||||||||
90323WAB6 | URSA RE LTD CORP BND 144A | F | 1,250,000 | 1,253,887.5 | 1,250,000.00 | 1,250,000 | 3,887.5 | — | — | — | 5.323 | MJSD | 5,635.16 | 15,772.22 | 11142014 | 10152019 | ||||||||||||||||||
90323WAC4 | URSA RE LTD SENIOR CORP BND 144A | F | 1,600,000 | 1,610,784 | 1,600,000.00 | 1,600,000 | 10,784 | — | — | — | 5 | MJSD | 6,775.95 | 34,946.66 | 9102015 | 6172019 | ||||||||||||||||||
BRSU0Q006 | US ACUTE CARE SOLUTIONS LLC SENIOR SECUR | 5,267,660.32 | 5,254,491.17 | 5,267,660.32 | 5,267,660.32 | (13,169.15 | ) | — | — | — | — | MJSD | — | 60,147.94 | 5192015 | 12312049 | ||||||||||||||||||
BRSLYQE12 | US AIRWAYS INC SENIOR SECURED TERM NOTES | 2 | 4,558,191.45 | 4,566,184.38 | 4,576,192.52 | 4,565,158.2 | 1,026.18 | 873.98 | — | — | — | MJSD | — | 41,821.32 | 10012015 | 3312025 |
91159HHH6 | US BANCORP SENIOR CORP BND MTN | 1 | 1,262,787.5 | 1,271,926.11 | 1,250,000.00 | 1,262,024.67 | 56,850.77 | (762.83 | ) | — | — | 2.2 | AO | 11,916.67 | (6,493.06 | ) | 1142016 | 1172027 | ||||||||||||||||
91159HHE3 | US BANCORP SENIOR CORP BND MTN | 1 | 4,993,800 | 5,053,545.4 | 5,000,000.00 | 4,996,694.63 | 9,901.44 | 306.52 | — | — | 1.95 | MN | 36,833.33 | — | 11042013 | 1172027 | ||||||||||||||||||
90331HMJ9 | US BANK NA/CINCINNATI OH SENIOR CORP BND | 1 | 4,000,000 | 3,988,920 | 4,000,000.00 | 4,000,000 | (11,080 | ) | — | — | — | 0.835 | MJSD | 1,947.4 | 6,996.89 | 9082014 | 1172027 | |||||||||||||||||
90331HML4 | US BANK NA/CINCINNATI OH SENIOR CORP BND | 1 | 8,737,837.5 | 8,868,809.87 | 8,745,000.00 | 8,739,854.96 | 128,954.91 | 340.28 | — | — | 2.125 | AO | 78,978.28 | — | 7292015 | 1172027 | ||||||||||||||||||
90331HMU4 | US BANK NATIONAL ASSOCIATION SENIOR CORP | 1 | 3,247,205 | 3,260,707.45 | 3,250,000.00 | 3,247,444.18 | 6,759.3 | 239.18 | — | — | 1.45 | JJ | 8,115.98 | — | 1262016 | 1172027 | ||||||||||||||||||
90331HMH3 | US BANK NATIONAL ASSOCIATION SENIOR CORP | 1 | 3,997,760 | 4,008,436.6 | 4,000,000.00 | 3,998,911.08 | 9,525.52 | 185.83 | — | — | 1.375 | MS | 3,055.56 | 27,500 | 9082014 | 1172027 | ||||||||||||||||||
90331HMC4 | US BANK NATIONAL ASSOCIATION SENIOR CORP | 1 | 4,499,325 | 4,506,570.46 | 4,500,000.00 | 4,499,811.16 | 16,729.4 | 59.66 | — | — | 1.1 | JJ | 8,387.5 | 31,243.06 | 1272014 | 1172027 | ||||||||||||||||||
90331HMQ3 | US BANK NATIONAL ASSOCIATION SENIOR CORP | 1 | 6,689,816 | 6,710,499.91 | 6,700,000.00 | 6,693,770.51 | 13,263.27 | 842.36 | — | — | 1.35 | JJ | 16,331.25 | 45,225 | 1222015 | 1172027 | ||||||||||||||||||
BRSUR9351 | USAGM HOLDCO LLC SENIOR SECURED TERM NOT | 1,417,018.1 | 1,380,314.14 | 1,430,377.35 | 1,418,274.95 | (37,960.81 | ) | 508.47 | — | — | — | MJSD | — | 9,400.06 | 11042015 | 12312049 | ||||||||||||||||||
91802RAT6 | UTILITY DEBT SECURITIZATION AU MUNITAX B | 1,986,780 | 2,015,940 | 2,000,000.00 | 1,989,672.66 | 26,267.34 | 466.02 | — | — | 2.042 | JD | 12,025.11 | — | 12122013 | 3162018 | |||||||||||||||||||
BRSS0WHT7 | VALEANT PHARMACEUTICALS INTERN SENIOR SE | A | 2 | 3,199,613.82 | 3,048,967.44 | 3,236,049.96 | 3,201,926.28 | (152,958.84 | ) | 1,273.47 | — | — | — | MJSD | — | 32,734.3 | 1292016 | 12312049 | ||||||||||||||||
92867MAC4 | VALET_13-1 ABS 13-1 | 2 | 912,952.66 | 911,472.14 | 913,004.62 | 912,995.2 | (1,523.06 | ) | 17.14 | — | — | 0.56 | MON | 156.22 | 1,955.75 | 2212013 | 2282024 | |||||||||||||||||
92867PAD5 | VALET_13-2 ABS_13-2 A4 | 2 | 559,901.38 | 555,800 | 560,000.00 | 559,956.52 | (4,156.52 | ) | 2.02 | — | — | 1.16 | MON | 198.48 | 1,623.99 | 11062013 | 2282024 | |||||||||||||||||
92329JAF6 | VENT_12-12A MEZZANIN ABS_12-12A C2 144A | F | 2 | 1,000,937.5 | 985,025.4 | 1,000,000.00 | 1,000,759.26 | (15,733.86 | ) | (37.50 | ) | — | — | 4.136 | FMAN | 3,676.09 | 9,887.91 | 1082015 | 2282024 | |||||||||||||||
922764AA3 | VENTERRA RE LTD CORP BND 144A | F | 7,500,000 | 7,509,225 | 7,500,000.00 | 7,500,000 | 9,225 | — | — | — | 3.75 | MJSD | 781.25 | 72,120.98 | 12202013 | 2162021 | ||||||||||||||||||
92328CAN5 | VENTR_12-11A MEZZANIN ABS 12-11A CR 144A | F | 2 | 1,000,000 | 973,084.8 | 1,000,000.00 | 1,000,000 | (26,915.2 | ) | — | — | — | 3.568 | FMAN | 4,460.25 | 8,462.98 | 4232015 | 11142022 | ||||||||||||||||
92329JAE9 | VENTR_12-12A ABS_ 12-12A C1 | F | 2 | 1,165,800 | 1,146,252.48 | 1,200,000.00 | 1,173,410.29 | (27,157.81 | ) | 1,286.27 | — | — | 3.486 | FMAN | 3,717.97 | 9,893.82 | 10022014 | 2282024 | ||||||||||||||||
BRSNY4KA0 | VERIFONE INC SENIOR SECURED TERM NOTES | 418,966.09 | 415,808.04 | 421,071.43 | 419,476.96 | (3,668.92 | ) | 79.51 | — | — | — | MJSD | — | 3,734.79 | 7012014 | 3312025 | ||||||||||||||||||
92343VBD5 | VERIZON COMMUNICATIONS INC CORP BND | 4,066,560 | 4,020,480 | 4,000,000.00 | 4,018,747.04 | 1,732.96 | (8,006.18 | ) | — | — | 2 | MN | 33,333.34 | — | 12212011 | 2282024 | ||||||||||||||||||
92343VCB8 | VERIZON COMMUNICATIONS INC SENIOR CORP B | 303,390 | 308,638.53 | 300,000.00 | 302,800.32 | (7,536.22 | ) | (209.04 | ) | — | — | 2.55 | JD | 2,210 | — | 7132015 | 2282024 | |||||||||||||||||
92343VBJ2 | VERIZON COMMUNICATIONS INC SENIOR CORP B | 1 | 965,010 | 991,149.37 | 1,000,000.00 | 966,962.2 | 24,187.17 | 1,129.97 | — | — | 2.45 | MN | 10,208.33 | — | 10212015 | 2282024 | ||||||||||||||||||
92343VBQ6 | VERIZON COMMUNICATIONS INC SENIOR CORP B | 2,215,784.99 | 2,278,542.03 | 2,064,000.00 | 2,183,384.2 | 95,157.83 | (6,207.80 | ) | — | — | 4.5 | MS | 4,128 | 46,440 | 12232015 | 2282024 | ||||||||||||||||||
92343VBF0 | VERIZON COMMUNICATIONS INC SENIOR CORP B | 2,245,230 | 2,240,919.45 | 2,250,000.00 | 2,248,455.67 | 5,838.21 | 241.36 | — | — | 1.1 | MN | 10,312.51 | — | 11022012 | 2282024 | |||||||||||||||||||
92343VCH5 | VERIZON COMMUNICATIONS INC SENIOR CORP B | 9,293,342.26 | 9,487,451.55 | 9,240,000.00 | 9,284,537.47 | 202,914.08 | (2,666.05 | ) | — | — | 2.625 | FA | 26,950 | 121,275.01 | 12222015 | 2282024 | ||||||||||||||||||
BRSHX96A9 | VERTAFORE INC SENIOR SECURED TERM NOTES | 2,846,719.35 | 2,844,041.2 | 2,852,599.00 | 2,849,426.7 | (5,385.5 | ) | 225.35 | — | — | — | MJSD | — | 31,319.16 | 4032013 | 3312025 | ||||||||||||||||||
BRSX3CBW6 | VERTICALSCOPE INC SECURED TERM LOAN | I | 1,650,000 | 1,637,625 | 1,650,000.00 | 1,650,000 | (12,375 | ) | — | — | — | — | MJSD | — | 8,771.66 | 12212015 | 12312049 | |||||||||||||||||
BRSX3CA31 | VERTICALSCOPE INC SENIOR SECURED TERM LO | A | 222,750 | 223,312.5 | 225,000.00 | 222,750 | 562.5 | — | — | — | — | MJSD | — | 71,620.34 | 10212015 | 12312049 | ||||||||||||||||||
BRSX3CBR7 | VERTICALSCOPE INC SENIOR SECURED TERM LO | A | 5,554,687.5 | 5,513,027.34 | 5,554,687.50 | 5,554,687.5 | (41,660.16 | ) | — | — | — | — | MJSD | — | — | 10212015 | 12312049 | |||||||||||||||||
92553PAJ1 | VIACOM INC CORP BND | 2,038,820 | 2,048,089.91 | 2,000,000.00 | 2,034,645.09 | 13,444.82 | (2,275.05 | ) | — | — | 3.875 | JD | 22,819.44 | 16,576.39 | 12232015 | 2282024 | ||||||||||||||||||
92553PAY8 | VIACOM INC SENIOR CORP BND | 1 | 999,860 | 1,008,056.41 | 1,000,000.00 | 999,896.74 | 8,159.67 | 6.58 | — | — | 2.75 | JD | 8,097.22 | — | 12032014 | 2282024 | ||||||||||||||||||
927804FM1 | VIRGINIA ELECTRIC AND POWER CO SENIOR CO | 1 | 4,008,660 | 3,983,201.28 | 4,000,000.00 | 4,003,147.44 | (19,946.16 | ) | (462.19 | ) | — | — | 1.2 | JJ | 10,133.33 | 24,000 | 12052014 | 2282024 | ||||||||||||||||
928077HH2 | VIRGINIA PORT AUTH PORT FAC RE MUNITAX B | 1,405,000 | 1,425,316.3 | 1,405,000.00 | 1,405,000 | 20,316.3 | — | — | — | 1.662 | JJ | 5,837.78 | 11,675.55 | 3052015 | 1122021 | |||||||||||||||||||
928077HJ8 | VIRGINIA PORT AUTH PORT FAC RE MUNITAX B | 1,500,000 | 1,531,215 | 1,500,000.00 | 1,500,000 | 31,215 | — | — | — | 2.098 | JJ | 7,867.5 | 15,735 | 3052015 | 10142020 | |||||||||||||||||||
928077HK5 | VIRGINIA PORT AUTH PORT FAC RE MUNITAX B | 2,010,000 | 2,066,923.2 | 2,010,000.00 | 2,010,000 | 56,923.2 | — | — | — | 2.348 | JJ | 11,798.7 | 23,597.4 | 3052015 | 8172018 |
92812QWJ2 | VIRGINIA ST HSG DEV AUTH MUNITAX BND REV | 1 | 3,439,440 | 3,282,990 | 3,000,000.00 | 3,244,629.33 | 38,360.67 | (32,728.63 | ) | — | — | 6.32 | MN | 79,000 | — | 3252009 | 9162019 | |||||||||||||||||
BRSTG6CM5 | VIRIGIN MEDIA SENIOR SECURED TERM NOTES | E | 2 | 3,581,243.12 | 3,548,487.07 | 3,582,068.97 | 3,581,269.72 | (32,782.65 | ) | 26.60 | — | — | — | JD | — | — | 1042016 | 12312049 | ||||||||||||||||
92826CAC6 | VISA INC SENIOR CORP BND | 1 | 2,387,060.25 | 2,473,529.91 | 2,375,000.00 | 2,386,533.95 | 28,804.96 | (536.54 | ) | — | — | 2.8 | JD | 19,765.29 | (2,667.77 | ) | 1072016 | 2282024 | ||||||||||||||||
92826CAA0 | VISA INC SENIOR CORP BND | 5,047,323.5 | 5,076,523.36 | 5,050,000.00 | 5,047,718.4 | 175,963 | 346.90 | — | — | 1.2 | JD | 18,011.66 | 1,366.67 | 12092015 | 2282024 | |||||||||||||||||||
92826CAB8 | VISA INC SENIOR CORP BND | 1 | 6,949,088.25 | 7,125,386.16 | 6,955,000.00 | 6,949,423.16 | 86,995.96 | 417.08 | — | — | 2.2 | JD | 45,477.97 | 24,450.55 | 12092015 | 2282024 | ||||||||||||||||||
92857WAY6 | VODAFONE GROUP PLC SENIOR CORP BND | F | 1,442,528.77 | 1,443,006.15 | 1,447,000.00 | 1,445,642.57 | (2,636.42 | ) | 225.66 | — | — | 1.25 | MS | 251.22 | 9,043.75 | 9192012 | 2152029 | |||||||||||||||||
92867TAD7 | VOLKSWAGEN AUTO LOAN ENHANCED ABS _14-2- | 2 | 1,059,819.8 | 1,046,961.97 | 1,060,000.00 | 1,059,884.81 | (12,922.84 | ) | 10.21 | — | — | 1.39 | MON | 450.21 | 3,683.49 | 10152014 | 2282024 | |||||||||||||||||
BRSK76500 | VOLKSWAGEN FIN SERV N.V. CORP BND EMTN | D | 908,378.81 | 858,142.01 | 600,000.00 | 905,830.59 | (47,688.58 | ) | (181.50 | ) | — | (42,348.57 | ) | 1.75 | FA | 1,658.42 | 8,186.67 | 10302015 | 9202019 | |||||||||||||||
928670AK4 | VOLKSWAGEN INTERNATIONAL FINAN CORP BND | F | 255,160 | 250,807.7 | 250,000.00 | 252,951.76 | (2,144.06 | ) | (751.56 | ) | — | — | 2.375 | MS | 148.44 | 2,968.75 | 7072015 | 10152023 | ||||||||||||||||
928670AW8 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR CO | F | 5,347,646 | 5,323,159.05 | 5,350,000.00 | 5,349,498.78 | (26,339.73 | ) | 198.27 | — | — | 1.125 | MN | 22,235.94 | — | 11132013 | 10152023 | |||||||||||||||||
91830XAE2 | VOYA_12-3AR ABS 12-3AR CR 144A | F | 2 | 4,000,000 | 3,981,789.6 | 4,000,000.00 | 4,000,000 | (18,210.4 | ) | — | — | — | 3.572 | JAJO | 30,560.44 | 33,431.78 | 3242015 | 10152022 | ||||||||||||||||
U9291NAP0 | VW CREDIT INC SENIOR CORP BND EMTN | 4,590,450 | 4,500,270 | 4,500,000.00 | 4,513,955.92 | (13,685.92 | ) | (6,512.76 | ) | — | — | 1.875 | OCT | 39,375 | — | 4032013 | 12312049 | |||||||||||||||||
928667AD6 | VWMT_14-1A ABS_14-1A-A2 144A | 2 | 3,819,901.45 | 3,776,681.08 | 3,820,000.00 | 3,819,955.16 | (43,274.08 | ) | 8.72 | — | — | 1.4 | MON | 1,634.11 | 13,370.01 | 8122014 | 2282024 | |||||||||||||||||
931427AE8 | WALGREENS BOOTS ALLIANCE INC SENIOR CORP | 1,497,945 | 1,502,669.1 | 1,500,000.00 | 1,498,871.35 | 3,797.75 | 170.65 | — | — | 1.75 | MN | 9,770.83 | — | 12232015 | 2282024 | |||||||||||||||||||
932117JZ8 | WALL TWP N J SCH DIST MUNITAX BND GO | 382,363.6 | 380,505.4 | 380,000.00 | 380,384.78 | 120.62 | (332.54 | ) | — | — | 1.866 | JJ | 1,496.95 | 3,545.4 | 6082012 | 10192020 | ||||||||||||||||||
932117KA1 | WALL TWP N J SCH DIST MUNITAX BND GO | 391,778.4 | 392,644.2 | 390,000.00 | 390,834.66 | 1,809.54 | (159.62 | ) | — | — | 2.116 | JJ | 1,742.17 | 4,126.2 | 6082012 | 4152021 | ||||||||||||||||||
931142DF7 | WAL-MART STORES INC SENIOR CORP BND | 491,370 | 502,070.85 | 500,000.00 | 494,984.72 | 31.56 | 602.86 | — | — | 1.125 | AO | 2,656.25 | — | 4042013 | 2282024 | |||||||||||||||||||
931142DE0 | WAL-MART STORES INC SENIOR CORP BND | 1,189,155.1 | 1,190,023.8 | 1,190,000.00 | 1,189,992.24 | 7,086.13 | 151.01 | — | — | 0.6 | AO | 3,371.67 | 6,224.5 | 4042013 | 2282024 | |||||||||||||||||||
25468PDF0 | WALT DISNEY COMPANY (THE) CORP BND | 648,453 | 696,504.87 | 650,000.00 | 648,524.82 | 47,980.05 | 33.20 | — | — | 3.15 | MS | 796.26 | 10,237.5 | 9142015 | 1072019 | |||||||||||||||||||
25468PDE3 | WALT DISNEY COMPANY (THE) CORP BOND | 4,032,960 | 4,098,358.76 | 4,000,000.00 | 4,029,916.72 | 68,442.04 | (1,583.50 | ) | — | — | 2.15 | MS | 3,344.44 | 43,000 | 10062015 | 4072020 | ||||||||||||||||||
25468PDJ2 | WALT DISNEY COMPANY (THE) SENIOR CORP BN | 409,602.3 | 422,262.68 | 410,000.00 | 409,617.56 | 17,947.42 | 15.26 | — | — | 2.3 | FA | 2,174.14 | — | 1052016 | 1082020 | |||||||||||||||||||
25468PDD5 | WALT DISNEY COMPANY (THE) SENIOR CORP BN | 519,558 | 526,071.57 | 520,000.00 | 519,636.21 | 36,381.9 | 36.12 | — | — | 1.5 | MS | 303.33 | 3,900 | 9142015 | 9272017 | |||||||||||||||||||
25468PCW4 | WALT DISNEY COMPANY (THE) SENIOR CORP BN | 755,389.44 | 793,500.02 | 776,000.00 | 757,118.12 | 6,435.36 | 640.60 | — | — | 2.35 | JD | 6,078.66 | — | 7272015 | 6072019 | |||||||||||||||||||
25468PCV6 | WALT DISNEY COMPANY (THE) SENIOR CORP BN | 3,102,781.25 | 3,135,392.91 | 3,125,000.00 | 3,117,445.49 | 12,645.12 | 1,114.43 | — | — | 1.1 | JD | 11,458.34 | — | 11272012 | 6072018 | |||||||||||||||||||
9292274U7 | WAMU_03-S4 WAMU_03-S4 | 2 | 425,954.23 | 439,212.98 | 419,940.68 | 425,840.03 | 13,372.95 | (227.79 | ) | — | — | 5.5 | MON | 1,924.73 | 5,889.06 | 7182003 | 2282024 | |||||||||||||||||
92922F3N6 | WAMU_05-A12 CMO_05-AR12 1A8 | 2 | 1,637,379.78 | 1,556,066.84 | 1,654,180.06 | 1,638,933.34 | (82,866.5 | ) | 890.26 | — | — | 2.431 | MON | 3,350.91 | 10,338.76 | 1102008 | 2282024 | |||||||||||||||||
93730PAG1 | WASHINGTON BIOMEDICAL RESEARCH MUNITAX B | 1,281,226.5 | 1,282,560.5 | 1,150,000.00 | 1,241,293.79 | 41,266.71 | (6,763.05 | ) | — | — | 4.881 | JJ | 14,032.88 | 28,065.75 | 2122013 | 2142019 | ||||||||||||||||||
93974CQX1 | WASHINGTON STATE MUNITAX BND GO | 4,875,697.2 | 4,844,395.2 | 4,440,000.00 | 4,772,400.82 | 71,994.38 | (24,099.16 | ) | — | — | 4.019 | FA | 29,740.6 | 89,221.8 | 2262015 | 1172017 | ||||||||||||||||||
939720LL0 | WASHINGTON STATE MUNITAX BND REV | 587,188.8 | 609,610.1 | 605,000.00 | 592,636.56 | 21,040.89 | 919.23 | — | — | 1.45 | JJ | 2,193.13 | 4,386.25 | 8152013 | 4092018 | |||||||||||||||||||
939720LK2 | WASHINGTON STATE MUNITAX BND REV | 2,685,609 | 2,710,773 | 2,700,000.00 | 2,689,732.11 | 16,973.54 | 1,124.26 | — | — | 1.15 | JJ | 7,762.5 | 15,525 | 4292015 | 1152018 | |||||||||||||||||||
92978PAF6 | WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A | 2 | 5,134,871.45 | 4,746,090.79 | 4,673,833.41 | 4,779,311.09 | (33,220.3 | ) | (40,581.39 | ) | — | — | 5.297 | MON | 20,631.08 | 84,688.28 | 6022014 | 5152019 | ||||||||||||||||
BRSJARVG9 | WCA WASTE SENIOR SECURED TERM LOAN | 1,010,736.65 | 1,002,886.68 | 1,006,661.66 | 1,005,733.34 | (2,846.66 | ) | 126.73 | — | — | — | MJSD | — | 5,010.73 | 5302013 | 3312025 | ||||||||||||||||||
949746RN3 | WELLS FARGO & COMPANY CAPSEC CORP BND | 1 | 1,330,000 | 1,419,775 | 1,330,000.00 | 1,330,000 | (4,375 | ) | — | — | — | 5.875 | JD | 23,007.15 | 33,454.86 | 1152015 | 1019999 | |||||||||||||||||
949746RG8 | WELLS FARGO & COMPANY CAPSEC CORP BND | 1 | 3,543,750 | 3,539,375 | 3,500,000.00 | 3,543,750 | 89,775 | — | — | — | 5.9 | JD | 60,802.78 | — | 12112014 | 2282024 |
949746PM7 | WELLS FARGO & COMPANY CAPSEC CORP BND | 1 | 6,615,000 | 6,210,000 | 6,000,000.00 | 6,367,014.72 | (157,014.72 | ) | (44,380.25 | ) | — | — | 7.98 | MS | 21,280 | 239,400 | 10222014 | 2282024 | ||||||||||||||||
94974BFG0 | WELLS FARGO & COMPANY SENIOR CORP BND | 498,860 | 501,865.5 | 500,000.00 | 499,481.26 | 2,384.24 | 71.24 | — | — | 1.5 | JJ | 1,562.5 | 3,750 | 1102014 | 1019999 | |||||||||||||||||||
94974BGB0 | WELLS FARGO & COMPANY SENIOR CORP BND | 1,498,515 | 1,500,881.76 | 1,500,000.00 | 1,499,281.19 | 48,236.32 | 123.30 | — | — | 1.4 | MS | 1,341.66 | 10,500 | 9022014 | 1019999 | |||||||||||||||||||
94974BFU9 | WELLS FARGO & COMPANY SENIOR CORP BND | 3,093,428 | 3,144,134.18 | 3,100,000.00 | 3,095,897.86 | 1,600.57 | 321.42 | — | — | 2.125 | AO | 29,094.79 | — | 4142014 | 1019999 | |||||||||||||||||||
94974BGH7 | WELLS FARGO & COMPANY SENIOR CORP BND MT | 479,110 | 502,555.62 | 500,000.00 | 480,532.11 | 22,023.51 | 457.55 | — | — | 3 | FA | 1,750 | 20,250 | 6232015 | 1019999 | |||||||||||||||||||
94974BGM6 | WELLS FARGO & COMPANY SENIOR CORP BND MT | 1,099,384 | 1,124,491.35 | 1,100,000.00 | 1,099,464.69 | 25,026.66 | 29.26 | — | — | 2.6 | JJ | 5,481.66 | 14,300 | 7152015 | 1019999 | |||||||||||||||||||
94974BFJ4 | WELLS FARGO & COMPANY SRSUB CORP BND MTN | 1,972,740 | 2,044,940.04 | 2,000,000.00 | 1,977,085.72 | 67,854.32 | 728.29 | — | — | 3.45 | FA | 9,200 | 34,500 | 9292014 | 1019999 | |||||||||||||||||||
94974BFY1 | WELLS FARGO & COMPANY SUB CORP BND MTN | 5,085,850 | 5,218,114.11 | 5,000,000.00 | 5,075,719.86 | 142,394.25 | (1,505.11 | ) | — | — | 4.1 | JD | 67,194.45 | — | 6272014 | 1019999 | ||||||||||||||||||
94988J5A1 | WELLS FARGO BANK NA SENIOR CORP BND | 1,949,434.5 | 1,964,301.58 | 1,950,000.00 | 1,949,482.61 | 14,818.97 | 48.11 | — | — | 1.65 | JJ | 5,541.25 | — | 1222016 | 1019999 | |||||||||||||||||||
94989EAB3 | WELLS_15-LC20 SENIOR CMBS 15-LC20 A2 | 2 | 875,480.45 | 874,116.03 | 850,000.00 | 871,221.2 | 2,894.83 | (1,086.19 | ) | — | — | 2.678 | MON | 1,896.92 | 5,690.76 | 3252015 | 7152021 | |||||||||||||||||
95058XAB4 | WEN_15-1A ABS_15-1A A2II 144A | 2 | 2,487,500 | 2,433,421.75 | 2,487,500.00 | 2,487,500 | (54,078.25 | ) | — | — | — | 4.08 | MJSD | 4,510.67 | 25,436.25 | 5192015 | 1019999 | |||||||||||||||||
BRSLBEQ11 | WESTERN REFINING INC SENIOR SECURED TERM | 2 | 1,888,778.8 | 1,827,217.24 | 1,883,729.12 | 1,888,098.54 | (60,881.3 | ) | (236.23 | ) | — | — | — | FMAN | — | 20,288.77 | 6032015 | 3312025 | ||||||||||||||||
960895VY3 | WESTMORELAND CNTY PA MUNITAX BND GO | 244,617.8 | 247,217.25 | 245,000.00 | 244,797.61 | 2,419.64 | 29.79 | — | — | 1.442 | JD | 1,177.63 | — | 5222013 | 1252018 | |||||||||||||||||||
960895VZ0 | WESTMORELAND CNTY PA MUNITAX BND GO | 575,742.8 | 589,077 | 580,000.00 | 577,243.82 | 11,833.18 | 250.47 | — | — | 1.642 | JD | 3,174.53 | — | 5222013 | 3062018 | |||||||||||||||||||
961214CH4 | WESTPAC BANKING CORP SENIOR CORP BND | F | 1,618,299 | 1,619,297.24 | 1,620,000.00 | 1,619,349.69 | (52.45 | ) | 142.46 | — | — | 1.2 | MN | 7,128 | — | 5142014 | 9162024 | |||||||||||||||||
961214CK7 | WESTPAC BANKING CORP SENIOR CORP BND | F | 2,249,865 | 2,255,962.84 | 2,250,000.00 | 2,249,924.27 | 6,038.57 | 11.14 | — | — | 1.5 | JD | 11,250 | — | 11172014 | 2182020 | ||||||||||||||||||
94988HAD3 | WFCM_12-LC5 SENIOR CMBS 12-LC5 | 2 | 2,286,210.94 | 2,298,892.43 | 2,250,000.00 | 2,281,833.58 | 17,058.85 | (2,123.99 | ) | — | — | 2.528 | MON | 4,740 | 14,220 | 9222015 | 9202019 | |||||||||||||||||
94989DAW9 | WFCM_15-C27 SENIOR SENIOR CMBS 15-C27 A5 | 2 | 3,089,817.01 | 3,144,420.09 | 3,000,000.00 | 3,080,801.2 | 63,618.89 | (2,166.42 | ) | — | — | 3.451 | MON | 8,627.51 | 25,882.53 | 3032015 | 4242019 | |||||||||||||||||
94989NBE6 | WFCM_15-C30 LCF SENIOR CMBS 15-C30 | 2 | 1,210,178.33 | 1,249,232.74 | 1,175,000.00 | 1,208,078.97 | 41,153.77 | (829.54 | ) | — | — | 3.664 | MON | 3,587.67 | 10,763.01 | 7272015 | 2202045 | |||||||||||||||||
94989HAF7 | WFCM_15-NXS1 PRELCF SENIOR CMBS 15-NXS1 | 2 | 3,083,549.75 | 3,077,879.41 | 3,000,000.00 | 3,069,588.53 | 8,290.88 | (3,536.61 | ) | — | — | 2.632 | MON | 6,580 | 19,740 | 4202015 | 4092020 | |||||||||||||||||
94989VAD1 | WFCM_15-NXS3 LCF SENIOR CMBS_15-NXS3 A4 | 2 | 2,879,502.7 | 2,977,739.02 | 2,803,000.00 | 2,876,644.22 | 101,094.8 | (1,859.20 | ) | — | — | 3.617 | MON | 8,448.71 | 25,346.13 | 12072015 | 7182026 | |||||||||||||||||
94989VAB5 | WFCM_15-NXS3 PRELCF SENIOR CMBS_15-NXS3 | 2 | 1,029,972 | 1,035,459.98 | 1,000,000.00 | 1,026,915.91 | 8,544.07 | (1,640.61 | ) | — | — | 2.848 | MON | 2,373.33 | 7,119.99 | 9252015 | 2202045 | |||||||||||||||||
94989YBB8 | WFCMT_16-C32 SENIOR SUB CMBS_16-C32 AS | 2 | 1,287,447.5 | 1,340,482.38 | 1,250,000.00 | 1,287,047.8 | 53,434.58 | (399.70 | ) | — | — | 3.952 | MON | 4,116.67 | 1,783.89 | 2032016 | 2152040 | |||||||||||||||||
949781AA6 | WFMBS CMO 05-AR1 1A1 | 2 | 1,155,696.32 | 1,172,482.89 | 1,183,942.14 | 1,159,813.81 | 12,669.08 | 1,459.41 | — | — | 2.765 | MON | 2,727.57 | 8,516.05 | 12052006 | 1019999 | ||||||||||||||||||
94982BAG5 | WFMBS CMO 05-AR8 3A2 | 2 | 288,064.36 | 298,852.73 | 293,055.45 | 289,095.84 | 9,756.89 | 411.63 | — | — | 2.75 | MON | 671.66 | 2,117.17 | 12152005 | 1019999 | ||||||||||||||||||
94981NAH8 | WFMBS_05-AR4 CMO 05-AR4 2A2 | 2 | 757,430.4 | 777,280.52 | 779,318.28 | 761,940.25 | 15,340.27 | 1,051.62 | — | — | 2.969 | MON | 1,927.88 | 5,717.4 | 7192006 | 1019999 | ||||||||||||||||||
981464DG2 | WFNMT_12-C ABS 12-C | 2 | 1,399,466.46 | 1,424,059.28 | 1,400,000.00 | 1,399,773.32 | 24,285.96 | 21.51 | — | — | 2.23 | MON | 1,387.56 | 7,804.98 | 7132012 | 1019999 | ||||||||||||||||||
981464DX5 | WFNMT_13-B ABS 13-B | 2 | 1,624,986.35 | 1,625,000 | 1,625,000.00 | 1,624,991.25 | 8.75 | 28.85 | — | — | 0.91 | MON | 657.22 | 3,696.87 | 5142013 | 1019999 | ||||||||||||||||||
981464EN6 | WFNMT_14-C SENIOR ABS 14-C | 2 | 719,834.4 | 721,893.6 | 720,000.00 | 719,897.71 | 1,995.89 | 11.38 | — | — | 1.54 | MON | 492.8 | 2,772 | 11032014 | 1019999 | ||||||||||||||||||
92937EAB0 | WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SE | 2 | 1,470,037.5 | 1,469,125 | 1,460,000.00 | 1,464,610.87 | 4,514.13 | (901.36 | ) | — | — | 2.029 | MON | 2,468.62 | 7,405.86 | 9182014 | 2182020 | |||||||||||||||||
92930RAB8 | WFRBS_12-C9 SENIOR CMBS 12-C9 | 2 | 1,436,021.48 | 1,429,004.22 | 1,425,000.00 | 1,429,767.78 | (763.56 | ) | (1,235.93 | ) | — | — | 1.829 | MON | 2,171.94 | 6,515.82 | 10092014 | 11152020 | ||||||||||||||||
92938EAF0 | WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A | 2 | 6,303,750 | 6,209,455.2 | 6,000,000.00 | 6,178,545.76 | 30,909.44 | (18,818.98 | ) | — | — | 3.223 | MON | 16,115 | 48,345 | 7212014 | 12152034 | |||||||||||||||||
92939FAR0 | WFRBS_14-C21 PRELCF SENIOR CMBS_14-C21 A | 2 | 1,043,750 | 1,034,236.4 | 1,000,000.00 | 1,035,509.41 | (1,273.01 | ) | (2,128.00 | ) | — | — | 2.917 | MON | 2,430.83 | 7,292.49 | 4072015 | 5152018 | ||||||||||||||||
92939LAB2 | WFRBS_14-C25 PRELCF SENIOR CMBS _14-C25- | 2 | 5,664,840.5 | 5,705,753.9 | 5,500,000.00 | 5,621,756.14 | 83,997.76 | (8,366.12 | ) | — | — | 2.932 | MON | 13,438.33 | 40,314.99 | 11182014 | 3152019 |
9698714J8 | WILLIAMSON CNTY TENN MUNITAX BND GO | 418,676 | 416,544 | 400,000.00 | 410,789.12 | 5,754.88 | (1,315.18 | ) | — | — | 2.95 | AO | 5,900 | — | 3272013 | 3042019 | ||||||||||||||||||
97652QAC3 | WIN_14-2 WHOLE CMO 14-2 | 2 | 2,398,715.57 | 2,406,342.95 | 2,366,180.58 | 2,389,326.37 | 17,016.58 | (4,905.44 | ) | — | — | 3.5 | MON | 6,901.36 | 21,518.01 | 10082014 | 1019999 | |||||||||||||||||
BRSZFPNX4 | Window TERM NOTES | R | 5,658,411.57 | 5,630,119.51 | 5,658,411.57 | 5,658,411.57 | (28,292.06 | ) | — | — | — | — | MS | — | 64,756.96 | 2012016 | 4222027 | |||||||||||||||||
976656CF3 | WISCONSIN ELECTRIC POWER COMPA SENIOR CO | 1 | 2,500,000 | 2,508,398.05 | 2,500,000.00 | 2,500,000 | 8,398.05 | — | — | — | 1.7 | JD | 12,513.89 | — | 6102013 | 1019999 | ||||||||||||||||||
976826BG1 | WISCONSIN POWER AND LIGHT COMP SENIOR CO | 560,420 | 545,238.07 | 500,000.00 | 542,182.82 | 3,055.25 | (3,079.62 | ) | — | — | 5 | JJ | 5,277.78 | 12,500 | 7072009 | 1019999 | ||||||||||||||||||
97705MDE2 | WISCONSIN ST MUNI BND GO | 1 | 981,031.8 | 987,005.75 | 815,000.00 | 980,317.15 | 6,688.6 | (714.65 | ) | — | — | 5 | MN | 1,697.92 | — | 2252016 | 5152019 | |||||||||||||||||
977100AU0 | WISCONSIN ST MUNITAX BND REV | 2,243,300 | 2,165,300 | 2,000,000.00 | 2,146,464.45 | 18,835.55 | (17,277.15 | ) | — | — | 5.05 | MN | 42,083.33 | — | 10292014 | 4092018 | ||||||||||||||||||
982526AT2 | WM WRIGLEY JR CO SENIOR CORP BND 144A | 252,277.5 | 251,188.17 | 250,000.00 | 251,575.32 | (387.15 | ) | (248.55 | ) | — | — | 2 | AO | 2,236.11 | — | 7142015 | 1019999 | |||||||||||||||||
982526AU9 | WM WRIGLEY JR CO SENIOR CORP BND 144A | 1 | 8,396,608 | 8,372,806.04 | 8,275,000.00 | 8,361,210.79 | 11,595.25 | (8,450.40 | ) | — | — | 2.4 | AO | 88,266.67 | — | 4292015 | 1019999 | |||||||||||||||||
93934FEN8 | WMALT_05-5 CMO 05-9-2A2 | 2 | 2,005,333.38 | 2,137,170.86 | 2,188,631.27 | 2,028,628.73 | 108,542.13 | (22,057.27 | ) | — | — | 5.5 | MON | 10,031.23 | 31,379.26 | 12172007 | 2282024 | |||||||||||||||||
BRSJ883L4 | WMG ACQUISITION CORP SENIOR SECURED TERM | 2 | 2,949,978.36 | 2,902,778.71 | 2,949,978.36 | 2,949,978.36 | (47,199.65 | ) | — | — | — | — | FMAN | — | 28,035.04 | 9062013 | 3312025 | |||||||||||||||||
66859TAC3 | WOODS_14-14A MEZZANIN ABS 14-14A-B 144A | F | 2 | 2,942,475 | 2,872,201.2 | 3,000,000.00 | 2,951,777.37 | (79,576.17 | ) | 1,904.96 | — | — | 3.078 | FMAN | 12,566.87 | 21,590.1 | 11172014 | 6012018 | ||||||||||||||||
BRSVTZPY2 | WORLDWIDE EXPRESS OPERATIONS L SENIOR SE | 75,604.15 | 74,848.11 | 75,604.15 | 75,604.15 | (756.04 | ) | — | — | — | — | MJSD | — | — | 1262016 | 12312049 | ||||||||||||||||||
BRSVTZSZ6 | WORLDWIDE EXPRESS OPERATIONS L SENIOR SE | 2,409,711.04 | 2,385,613.93 | 2,409,711.04 | 2,409,711.04 | (47,614.96 | ) | — | — | — | — | MJSD | — | (14,098.03 | ) | 3232016 | 12312049 | |||||||||||||||||
BRSVTZRG9 | WORLDWIDE EXPRESS OPERATIONS L SENIOR SE | 4,761,496.19 | 4,713,881.23 | 4,761,496.19 | 4,761,496.19 | (24,097.11 | ) | — | — | — | — | MJSD | (20,248.02 | ) | 81,312.96 | 3232016 | 12312049 | |||||||||||||||||
BRSP8QSG4 | WSCFP_14 SENIOR CMBS 14 | D | 2 | 1,785,379.5 | 1,581,842.07 | 1,110,000.00 | 1,785,379.5 | (203,537.43 | ) | — | — | (189,976.5 | ) | 1.45 | FMAN | 3,613.37 | 6,140.26 | 10072014 | 5012027 | |||||||||||||||
95168QAG5 | WSTC_13-1A MEZZANIN ABS _13-1A-B 144A | F | 2 | 479,500 | 397,741.8 | 500,000.00 | 483,221.91 | (85,480.11 | ) | 692.97 | — | — | 3.52 | FMAN | 2,591.26 | 4,099.93 | 11122014 | 1019999 | ||||||||||||||||
983919AG6 | XILINX, INC. SENIOR CORP BND | 1,989,540 | 2,009,101.1 | 2,000,000.00 | 1,993,692.19 | 15,408.91 | 513.20 | — | — | 2.125 | MS | 1,888.89 | 21,250 | 3052014 | 1019999 | |||||||||||||||||||
98420EAC9 | XLIT LTD JRSUB CORP BND | F | 1 | 512,678.65 | 498,227.04 | 505,000.00 | 511,298.1 | (13,071.06 | ) | (372.90 | ) | — | — | 4.45 | MS | 62.42 | 11,236.25 | 4102015 | 3312025 | |||||||||||||||
98417EAU4 | XSTRATA FINANCE (CANADA) LTD SENIOR CORP | A | 2,231,245.2 | 2,156,775 | 2,235,000.00 | 2,233,769.3 | (76,994.3 | ) | 195.77 | — | — | 2.7 | AO | 26,149.5 | — | 10182012 | 1019999 | |||||||||||||||||
986438MA4 | YORK CNTY S C MUNI BND GO | 1,202,250 | 1,185,220 | 1,000,000.00 | 1,198,366.06 | (13,146.06 | ) | (3,883.94 | ) | — | — | 5 | AO | 5,000 | — | 2192016 | 9112019 | |||||||||||||||||
G9853MHT3 | YORKSHIRE BUILDING SOCIETY SECURED CORP | D | 2,162,843.45 | 1,941,842.61 | 1,260,000.00 | 2,082,640.97 | (140,798.36 | ) | (10,062.41 | ) | — | (193,864.76 | ) | 4.75 | APR | 83,437.03 | — | 10152015 | 12312049 | |||||||||||||||
98954RAC4 | ZIGG_14-1A SENIOR ABS _14-1A-B1 144A | F | 2 | 2,899,800 | 2,839,455.6 | 3,000,000.00 | 2,917,304.05 | (77,848.45 | ) | 3,328.72 | — | — | 2.72 | JAJO | 16,544.23 | 18,516.15 | 11042014 | 3312025 | ||||||||||||||||
BRSM4TRW5 | ZIGGO BV SENIOR SECURED TERM NOTES | F | 2 | 1,429,787.22 | 1,411,318.66 | 1,429,787.22 | 1,429,787.22 | (28,659.25 | ) | — | — | — | — | AO | — | 2,066.49 | 11102014 | 7182026 | ||||||||||||||||
BRSM4TPX5 | ZIGGO BV SENIOR SECURED TERM NOTES | F | 2 | 2,218,723.41 | 2,190,064.16 | 2,218,723.41 | 2,218,723.41 | (18,468.56 | ) | — | — | — | — | AO | — | — | 2072014 | 2202045 | ||||||||||||||||
BRSM4TSP9 | ZIGGO BV SENIOR SECURED TERM NOTES | F | 2 | 2,351,489.41 | 2,321,115.22 | 2,351,489.41 | 2,351,489.41 | (30,374.19 | ) | — | — | — | — | AO | — | 42,294.15 | 11102014 | 2152040 | ||||||||||||||||
98956PAE2 | ZIMMER HOLDINGS INC SENIOR CORP BND | 1,469,000.4 | 1,473,206.65 | 1,470,000.00 | 1,469,337.57 | 3,869.08 | 80.31 | — | — | 2 | AO | 14,700 | — | 3102015 | 3312025 | |||||||||||||||||||
98956PAF9 | ZIMMER HOLDINGS INC SENIOR CORP BND | 1 | 2,045,182.5 | 2,072,546.37 | 2,050,000.00 | 2,045,323.88 | 27,222.49 | 101.72 | — | — | 3.55 | AO | 36,387.5 | — | 3102015 | 3312025 | ||||||||||||||||||
5,481,303,626.37 | 5,478,317,043.41 | 2,986,582.96 |
Validus Holdings, Ltd. March 31, 2016 GAAP short-term investments portfolio in Schedule D format | |||||||||||||||||||||||||||||||
1 | 2 | 3 | 4 | 5 | 6 | 7 | CHANGE IN BOOK/ADJUSTED CARRYING VALUE | 12 | 13 | INTEREST | |||||||||||||||||||||
8 | 9 | 10 | 11 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | |||||||||||||||||||||
DATE | GAAP | CURRENT YEAR | TOTAL FX CHG | PAR | ACTUAL | ACCRUED | NON-ADMITTED ACCRUED | INTEREST | EFFECTIVE RATE | HOW | GROSS REC'D | PAID FOR | |||||||||||||||||||
DESCRIPTION | * | CUSIP | ACQUIRED | NAME OF VENDOR | MATURITY DATE | BOOK VALUE | UGL | AMORTIZATION | IMPAIRMENTS | IN B/A. C.V. | VALUE | COST | INTEREST | INTEREST | RATE | OF INTEREST | PAID | DURING YEAR | ACCRUED INT | ||||||||||||
ACTAGRO LLC SENIOR SECURED REVOLVE NOTES | BRSUVD0Y7 | 3012016 | 12302016 | 83,333.00 | (625.00 | ) | 416.67 | — | — | 83,333.33 | 83,333.33 | — | — | — | MJSD | 59.36 | — | ||||||||||||||
AT&T INC SENIOR CORP BND | 00206RCV2 | 3212016 | 3152017 | 1,514,233.02 | 2,590.98 | (444.21 | ) | — | — | 1,500,000 | 1,514,677.23 | 1,600 | 0 | 2.4 | MS | 0 | 600.00 | ||||||||||||||
BARCLAYS TERM DEPOSIT | BRS000000 | 20150315 | 20160316 | 5,000,000.00 | — | — | — | — | 5,000,000.00 | 5,000,000 | — | — | At Mat | — | — | ||||||||||||||||
BARCLAYS TERM DEPOSIT | BRS000000 | 20150225 | 20160216 | 4,445,557.48 | — | — | — | — | 4,445,557.48 | 4,445,557.48 | — | — | At Mat | — | — | ||||||||||||||||
BNY MELLON USD LIQ INVESTOR 97 | DRFUNI$20 | 20150615 | 0 | 2,006,893,237.10 | — | — | — | — | 2,006,893,867.28 | 2,006,893,867.28 | — | — | — | 4,419.13 | — | ||||||||||||||||
BONY CASH RESERVE | S875996$0 | 20150630 | 0 | 14,964,202.32 | — | — | — | — | 14,964,202.32 | 14,964,202.32 | — | — | — | 155.64 | — | ||||||||||||||||
CDN S/T INVT BLENDED ACCT | 993252329 | 20151231 | 0 | 3,929,663.83 | — | — | — | — | 3,929,663.83 | 3,929,663.83 | — | — | — | 2,446.29 | — | ||||||||||||||||
CITI-INSTITUTION LIQ FUND USD | B0A0ATCJ9 | 20150605 | 0 | 8,610,657.23 | — | — | — | — | 8,610,657.23 | 8,610,657.23 | — | — | — | 4,582.22 | — | ||||||||||||||||
COLORADO HOUSING & FINANCE AUT MUNITAX BND REV | 19648CAE1 | 9292015 | 5152016 | 5,000,968.79 | 5,781.21 | (2,003.62 | ) | — | — | 5,000,000.00 | 5,007,621.79 | 30,222.22 | — | 1.6 | MN | — | — | ||||||||||||||
DREYFUS UNIVERSAL USD LIQ CLAS | BRS781392 | 20150930 | 0 | 775,193.16 | — | — | — | — | 775,193.16 | 775,193.16 | — | — | — | 0.3 | — | ||||||||||||||||
GE CAPITAL INTERNATIONAL FUNDI | 36164PFE5 | 10212015 | 4152016 | 3,344,980.55 | 430.89 | 102.06 | — | — | 3,345,000.00 | 3,344,829.41 | 13,883.61 | — | 0.964 | MAT | 155.64 | — | |||||||||||||||
GE CAPITAL INTERNATIONAL FUNDI SENIOR CORP BND 144A | 36164NFE0 | 10212015 | 4152016 | 5,573,000.00 | 679.90 | — | — | — | 5,573,000.00 | 5,573,000 | 23,131.05 | — | 0.964 | MAT | 3,072.75 | — | |||||||||||||||
GOLDMAN SACHS | GLDSCS$03 | 20150525 | 0 | 14,259,508.97 | — | — | — | — | 14,259,508.97 | 14,259,508.97 | — | — | — | 11,615 | — | ||||||||||||||||
HSBC TERM DEPOSIT | BRS000000 | 20150415 | 20160116 | 2,963,704.99 | — | — | — | — | 2,963,704.99 | 2,963,704.99 | — | — | At Mat | — | — | ||||||||||||||||
HSBC TERM DEPOSIT | BRS000000 | 12/23/7419 | 20160116 | 10,660,800.12 | 301,623.47 | — | — | — | 10,359,176.65 | 10,359,176.65 | — | — | At Mat | — | — | ||||||||||||||||
ICS INS GBP LIQ CORE DIST | BRS263RF1 | 20151223 | 0 | 12,816,522.00 | — | 0.01 | — | 171,851.92 | 9,036,647.83 | 12,816,522 | — | — | — | 3,277.01 | — | ||||||||||||||||
THE DREYFUS FUND INC | BRS7BB2L0 | 20150427 | 0 | 2,925,712.53 | — | — | — | — | 2,925,712.53 | 2,925,712.53 | — | — | — | 1,333.28 | — | ||||||||||||||||
UNITED STATES TREASURY GOVT BND | 912828C32 | 3022016 | 9152016 | 3,001,128.78 | 2,471.52 | (48.14 | ) | — | — | 3,000,000.00 | 3,001,176.92 | 1,039.4 | — | 0.75 | MS | — | 122.28 | ||||||||||||||
WESTERN AST INS CSH RES | 52470G205 | 20150605 | 0 | 952,006.67 | — | — | — | — | 952,006.67 | 952,006.67 | — | — | — | 3,111.92 | — | ||||||||||||||||
2,107,714,410.54 | 312,952.97 | (1,977.23 | ) | 171,851.92 | 2,107,420,411.79 | 69,876.28 |
Validus Holdings, Ltd. March 31, 2016 GAAP other investments portfolio in Schedule D format | |||||||||||||||||||||||
1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | ||||||||||
FOREIGN | DATE | ACTUAL | GAAP FAIR | GAAP | CAP | FX | INVESTMENT | ADDITIONAL | |||||||||||||||
DESCRIPTION | * | CODE | ACQUIRED | COST | MARKET VALUE | BOOK VALUE | UGL | AMORTIZATION | IMPAIRMENTS | INTEREST | UGL | INCOME | INCOME | ||||||||||
AIG SELECT HEDGE LTD | 9/4/2009 | 1,456,936.76 | 959,041.67 | 1,456,936.76 | (497,895.09 | ) | — | — | — | — | — | — | |||||||||||
AIG SELECT HEDGE LTD | 9/4/2009 | 17.30 | 17.36 | 17.30 | 0.06 | — | — | — | — | — | — | ||||||||||||
BRIDGE GROWTH PARTNERS (PARALLEL), LP | 7/15/2014 | 12,821,626 | 15,666,964 | 12,821,626 | 2,845,338 | — | — | — | — | — | — | ||||||||||||
CENTURY CAPITAL PARTNERS IV LP | 9/30/2014 | 1,706,761.74 | 1,497,051 | 1,706,761.74 | (209,710.74 | ) | — | — | — | — | — | — | |||||||||||
CENTURY FOCUSED FUND III LP | 9/30/2014 | 9,982,660.47 | 10,974,597.58 | 9,982,660.47 | 991,937.11 | — | — | — | — | — | — | ||||||||||||
CONNING CAPITAL PARTNERS VI | 9/30/2014 | 630,933.01 | 578,018 | 630,933.01 | (52,915.01 | ) | — | — | — | — | — | — | |||||||||||
CRESCENT MEZZANINE LLC | 1/22/2016 | 854,585 | 854,585 | 854,585 | — | — | — | — | — | — | — | ||||||||||||
CRESCENT MEZZANINE LLC | 1/22/2016 | 2,136,462 | 2,136,462 | 2,136,462 | — | — | — | — | — | — | — | ||||||||||||
GOLDENTREE DISTRESSED DEBT FUN | 11/30/2012 | 12,462,723.96 | 18,957,335.51 | 12,462,723.96 | 6,494,611.55 | — | — | — | — | — | — | ||||||||||||
GUARDIAN GROWTH EQUITY | 9/4/2009 | 4,378,569.6 | 7,772,226.38 | 4,378,569.6 | 3,393,656.78 | — | — | — | — | — | — | ||||||||||||
GUGGENHEIM PARTNERS FUND LTD | 6/1/2014 | 108,684,945.59 | 108,684,944 | 108,684,945.59 | (1.59 | ) | — | — | — | — | — | — | |||||||||||
GUGGENHEIM PARTNERS FUND LTD | 1/1/2015 | 31,045,986.2 | 31,045,986.2 | 31,045,986.2 | — | — | — | — | — | — | — | ||||||||||||
GUGGENHEIM PARTNERS FUND LTD | 1/1/2015 | 17,592,725.52 | 17,592,725.52 | 17,592,725.52 | — | — | — | — | — | — | — | ||||||||||||
GUGGENHEIM PARTNERS FUND LTD | 1/1/2015 | 8,278,929.67 | 8,278,929.67 | 8,278,929.67 | — | — | — | — | — | — | — | ||||||||||||
HIGHBRIDGE MEZZANINE PARTNERS | 9/30/2014 | 7,380,068.29 | 7,772,706.3 | 7,380,068.29 | 392,638.01 | — | — | — | — | — | — | ||||||||||||
LEAPFROG INVESTMENTS FINANCIAL | 11/30/2012 | 1,926,287.78 | 3,299,456.06 | 1,926,287.78 | 1,373,168.28 | — | — | — | — | — | — | ||||||||||||
LLOYD'S CANADIAN BLENDED ACCOUNT | 10/1/2013 | 21,531,124.39 | 22,209,539.17 | 21,531,124.39 | 678,414.78 | — | — | — | — | — | — | ||||||||||||
LLOYD'S OVERSEAS DEPOSITS | 10/1/2013 | 60,601,181.83 | 60,601,181.83 | 60,601,181.83 | — | — | — | — | — | — | — | ||||||||||||
MFS MERIDIAN MID CAP GROWTH FUND | 9/4/2009 | 17,203.14 | 37,362.41 | 17,203.14 | 20,159.27 | — | — | — | — | — | — | ||||||||||||
PORT ADVISORS PRIVATE EQUITY I | 11/30/2012 | 1,492,055.48 | 4,198,045.31 | 1,492,055.48 | 2,705,989.83 | — | — | — | — | — | — | ||||||||||||
PRUDENTIAL CAPITAL PARTNERS IV | 9/30/2014 | 6,716,362.71 | 6,690,053.72 | 6,716,362.71 | (26,308.99 | ) | — | — | — | — | — | — | |||||||||||
PUBLIC PENSION CAPITAL, LLC | 7/21/2014 | 2,828,047.61 | 2,282,647 | 2,828,047.61 | (545,400.61 | ) | — | — | — | — | — | — | |||||||||||
SVG DIAMOND HOLDINGS II LTD | 11/30/2012 | 3,765,757.24 | 6,865,503.86 | 3,765,757.24 | 3,566,050.79 | — | — | — | (466,304.17 | ) | — | — | |||||||||||
VINTAGE VI LP | 9/30/2014 | 4,903,863.78 | 5,195,230.01 | 4,903,863.78 | 291,366.23 | — | — | — | — | — | — | ||||||||||||
323,195,815.07 | 344,150,609.56 | 323,195,815.07 | 21,421,098.66 | (466,304.17 | ) |