Validus Holdings, Ltd. December 31, 2014 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
88579YAD3
3M CO CORP BND
 
 
 
 
5,032,167

5,116,785.72

5,075,000.00

5,059,718.59

57,067.13

8,599.05



1.375

1.5511

Mar-Sep
             17,832.99
69,781.26

9262011
9292016
03763KAB2
AASET_14-1 ABS_14-1 A
 
 
2
 
3,000,000

2,992,500

3,000,000.00

3,000,000

(7,500
)



5.125

5.1790

Monthly
0

11212014
12152029
BRSLX0WL6
ABBEY NATIONAL TREASURY SERVIC SECURED LOCAL BND EMTN
 
D
 
 
1,455,929.03

1,390,540.12

890,000.00

1,456,603.98

(66,063.86
)
834.03


(70,282.94
)
0.85563

0.9056

J-A-J-O
0
14,541.68

1132014
1202017
00287YAJ8
ABBVIE INC SENIOR CORP BND
 
 
 
 
3,992,851.97

3,996,868.89

4,000,000.00

3,995,172.89

1,696

1,639.40



1.75

1.7937

May-Nov
             10,694.45
70,000

8092013
11062017
00084DAH3
ABN AMRO BANK NV SENIOR CORP BND 144A
 
F
 
 
5,000,000

5,035,699.45

5,000,000.00

5,000,000

35,699.45




1.0331

1.0331

J-A-J-O
              9,085.56
52,348.18

10232013
10282016
BRSMDQNY1
ACCELLENT INC
 
 
 
 
3,858,583.25

3,784,614.21

3,858,583.25

3,858,583.25

(73,969.04
)





M-J-S-D
0
112,680.55

 
 
00432CCM1
ACCESS GROUP INC ACCSS_05-2 ABS 05-2
 
 
2
 
1,506,034.45

1,537,290.36

1,546,633.58

1,522,744.98

14,545.38

16,614.14



0.4129

1.2884

F-M-A-N
                  909.89
7,396.52

8082012
11222024
00507UAD3
ACTAVIS FUNDING SCS SENIOR CORP BND
 
F
 
 
9,707,707.38

9,571,033.9

9,715,000.00

9,708,009.85

(136,975.95
)
448.03



2.45

2.4679

Jun-Dec
0
40,072.45

11132014
6152019
942683AG8
ACTAVIS INC SENIOR CORP BND
 
 
 
 
248,442.5

248,647.16

250,000.00

248,571.67

75.49

129.17



1.875

2.0901

Apr-Oct
0
1,171.88

9272012
10012017
BRSM9GPX8
ADS WASTE HOLDINGS INC SENIOR SECURED TERM NOTE
 
 
2
 
8,740,117.25

8,510,689.17

8,740,117.25

8,740,117.25

(229,428.08
)





F-M-A-N
0
253,785.56

4012014
10092019
00101JAE6
ADT CORP SENIOR CORP BND
 
 
 
 
3,984,328.45

3,870,000

4,000,000.00

3,985,249.7

(115,249.7
)
1,231.09



2.25

2.2358

Jan-Jul
            56,025.00
84,075

4302013
7152017
BRSP16455
ADVANTAGE SALES & MARKETING IN
 
 
 
 
40,493.64

40,214.9

40,544.32

40,495.47

(280.57
)
1.83




0.0181

M-J-S-D
0
328.87

 
 
BRSHXEJA4
AFFINIA GROUP SENIOR SECURED TERM LOAN
 
 
2
 
397,468.88

394,734.85

397,966.34

397,563.39

(2,828.54
)
1,043.42




0.0188

M-J-S-D
0
43,638.96

6052013
4272020
02640FAG3
AGFMT_10-1 WHOLE CMO 10-1 144A
 
 
2
 
4,129,125

4,105,292.1

3,900,000.00

4,097,472.97

7,819.13

(31,652.03
)


5.65

1.4342

Monthly
0
43,457.92

10152014
3252058
00432CAZ4
AGSL_03-1 ABS 03-1-2003-1
 
 
2
 
360,500

390,711.6

400,000.00

374,984.95

15,726.65

5,901.04



1.6518857

2.6374

Monthly
                  565.75
4,562.32

3292010
12262035
00432CBB6
AGSL_03-1 ABS_03-1-2003-1
 
 
2
 
311,937.5

344,629.6

350,000.00

323,577.87

21,051.73

4,738.42



1.621

2.5700

Monthly
                   303.71
4,314.78

3292010
12262035
00432CBP5
AGSL_03-1 ABS_04-1-2004-1
 
 
2
 
435,625

491,727

500,000.00

454,823.29

36,903.71

7,562.01



1.5947893

2.7128

Monthly
                  694.79
6,811.18

3292010
12272032
02665VAA1
AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A
 
 
2
 
1,580,763.08

1,560,050.35

1,580,763.08

1,580,763.08

(20,712.73
)



1.25

1.2533

Monthly
0
12,427.21

5132014
6172031
BRSHLJUD7
AI CHEM & CY SCA
 
 
 
 
340,171.44

338,745.8

341,880.85

340,625.77

(1,879.97
)
700.93




0.0763

J-A-J-O
0
28,204.1

 
 
L0001UAC3
AI CHEM & CY US ACQUICO INC SENIOR SECURED TERM NOTES
 
E
2
 
176,498.59

175,758.89

177,385.52

176,734.32

(975.43
)
363.69




0.0763

M-J-S-D
0
14,633.78

3122013
10032019
903724AK8
AID-UKRAINE AGENCY BND
 
F
 
 
4,285,000

4,317,137.5

4,285,000.00

4,285,000

32,137.5




1.844

1.8440

May-Nov
0
49,384.63

5142014
5162019
009158AQ9
AIR PRODUCTS AND CHEMICALS INC
 
 
 
 
1,544,936.3

1,511,540.72

1,490,000.00

1,515,932.37

(4,391.65
)
(16,155.28
)


2

0.8929

Feb-Aug
             12,333.89
29,800

 
 
009349AF8
AIRCRAFT LEASE SECURITISATION
 
 
 
 
684,572.07

697,873.33

709,401.10

698,108.18

(234.85
)
25,302.37



0.417

3.5640

Monthly
                  354.68
3,926.44

 
 
BRSR05RF7
AIRXCEL, INC. REVOLVE LOAN
 
 
 
 
6,796,875

6,762,890.63

6,796,875.00

6,796,875

(33,984.37
)





May-Nov
0
88,876.95

11192014
11182019
010392FH6
ALABAMA POWER COMPANY
 
 
 
 
3,345,913

3,348,693.5

3,350,000.00

3,348,921.82

(228.32
)
3,290.22



0.55

0.5911

Apr-Oct
              9,666.25
44,466.74

 
 
010606AM3
ALABAMA ST PUB HEALTH CARE AUT
 
 
 
 
1,520,981.2

1,509,836.8

1,480,000.00

1,509,573.39

263.41

(11,407.81
)


4

0.9670

Mar-Sep
0
14,800

 
 
010606AP6
ALABAMA ST PUB HEALTH CARE AUT
 
 
 
 
1,715,752.75

1,704,764.75

1,675,000.00

1,704,424.63

340.12

(11,328.12
)


4.125

1.4505

Mar-Sep
0
17,273.44

 
 
BRSCE52V7
ALERE INC SENIOR SECURED TERM LOAN
 
 
 
 
6,171,224.93

6,170,789

6,210,911.49

6,188,545.81

(17,756.81
)
7,217.76




0.1425

M-J-S-D
0
238,935.43

7012014
6302017
01609WAB8
ALIBABA GROUP HOLDING LTD SENIOR CORP BND 144A
 
F
1
 
4,983,640

4,923,465.35

5,000,000.00

4,983,929.95

(60,464.6
)
324.11



2.5

2.5702

May-Nov
0
12,650

11212014
11282019
018490AP7
ALLERGAN INC/UNITED STATES
 
 
 
 
2,912,580

2,905,208.82

3,000,000.00

2,918,861.13

(13,652.31
)
6,674.49



1.35

2.2301

Mar-Sep
              6,757.50
23,385

 
 
BRSJKR5A0
ALLFLEX HOLDINGS SENIOR SECURED TERM LOAN
 
R
 
 
1,379,709.29

1,363,477.5

1,386,000.00

1,380,460.26

(16,982.76
)
782.75




0.0712

M-J-S-D
0
44,873.32

4012014
7172020
BRSHFDW29
ALLIANCE LAUNDRY SYST LLC SENIOR SECURED TERM NOTES
 
 
2
 
395,507.94

394,040.4

397,184.11

395,876.89

(1,836.49
)
654.99




0.0825

M-J-S-D
0
31,277.5

11202013
12102018
BRSM7G8J0
ALLIED SECURITY HOLDINGS LLC SENIOR SECURED TERM NOTES
 
 
 
 
1,878,825.55

1,860,537.69

1,888,266.89

1,879,953.93

(19,416.24
)
1,196.24




0.0711

M-J-S-D
0
64,330.12

2122014
2122021
BRSKDJZL6
ALLISON TRANSMISSION INC SENIOR SECURED TERM NOTES
 
 
 
 
1,471,078.69

1,459,516.41

1,472,667.33

1,471,416.49

(11,900.08
)
3,430.44




0.0180

M-J-S-D
0
145,329.22

9302013
8232019
02005TAD9
ALLYA _11-1 ABS_11-1 A4
 
 
2
 
416,043.09

416,355.31

416,080.70

416,037.04

318.27

201.48



2.23

2.2418

Monthly
               4,459.19
50,712.05

2042011
3152016
02006VAC5
ALLYA _14-3 SENIOR ABS _14-3-A3
 
 
2
 
4,584,215.05

4,575,637.43

4,585,000.00

4,584,231.22

(8,593.79
)
16.17



1.28

1.2931

Monthly
0
2,282.31

12102014
6172019
02005YAE6
ALLYA_12-1 ABS_12-1 A3
 
 
2
 
20,570.09

20,464.11

20,459.00

20,467.89

(3.78
)
(1,699.50
)


0.93

0.4966

Monthly
                  296.59
3,155.39

2222013
2162016
02005EAC4
ALLYA_12-3 ABS 12-3
 
 
2
 
887,263.01

888,154.84

887,294.16

887,282.77

872.07

51.50



0.85

0.8524

Monthly
                1,133.33
16,126.71

5222012
8152016
02006MAC5
ALLYA_13-2 ABS 13-2 A3
 
 
2
 
984,961.19

985,064.85

985,000.00

984,975.68

89.17

13.20



0.79

0.7926

Monthly
                  345.85
7,781.52

10232013
1152018
02006WAC3
ALLYA_14_2 ABS_14_2-A3
 
 
2
 
7,498,624.5

7,503,759.38

7,500,000.00

7,498,761.78

4,997.6

137.28



1.25

1.2604

Monthly
0
25,260.42

9172014
4152019
00164BAG2
ALM_7R-2 MEZZANIN ABS 7R-2 144A
 
F
2
 
952,000

965,000

1,000,000.00

953,349.62

11,650.38

1,349.62



3.6828

4.6158

J-A-J-O
0
7,365.58

10162014
4242024
BRSJ9AL38
ALPHA NATURAL RESOURCES INC SENIOR SECURED TERM LOAN
 
 
2
 
2,424,417

2,058,927

2,436,600.00

2,427,210.59

(368,283.59
)
1,850.70




0.0706

M-J-S-D
0
91,306.87

5202013
5222020
021441AD2
ALTERA CORPORATION
 
 
 
 
1,397,858

1,403,907.16

1,400,000.00

1,398,966.01

4,941.15

758.87



1.75

1.7820

May-Nov
              6,540.62
43,996.7

 
 
02209SAT0
ALTRIA GROUP INC SENIOR CORP BND
 
 
1
 
4,246,557.5

4,247,582.09

4,250,000.00

4,246,570.98

1,011.11

13.48



2.625

2.6411

Jan-Jul
0
14,565.09

11102014
1142020
023135AK2
AMAZON.COM INC
 
 
 
 
3,041,704

3,047,285.5

3,050,000.00

3,047,478.33

(192.83
)
2,772.41



0.65

0.7420

May-Nov
               1,872.36
19,825

 
 
BRSJ1HUF4
AMC ENTERTAINMENT INC. SENIOR SECURED TERM LOAN
 
 
2
 
3,773,168.42

3,730,613.91

3,782,625.00

3,775,397.7

(44,783.79
)
1,441.38




0.0354

M-J-S-D
0
135,081.25

4232013
4302020
03065EAD7
AMCAR_13-5 BAS_13-5 A3
 
 
2
 
439,939.85

439,466.58

440,000.00

439,965.91

(499.33
)
23.96



0.9

0.9070

Monthly
                  242.00
3,971

11052013
9102018
03062AAD8
AMCAR_14-3 ABS _14-3-A3
 
 
2
 
869,975.81

866,334.46

870,000.00

869,976.73

(3,642.27
)
0.92



1.15

1.1530

Monthly
0
3,446.17

8202014
6102019
BRSJQMFE6
AMERICAN AIRLINES GROUP INC SENIOR SECURED TERM LOAN
 
 
 
 
3,203,415.04

3,191,286.49

3,219,456.74

3,206,913.49

(15,627
)
5,829.14




0.0858

M-J-S-D
0
231,132.14

9302013
6272019
025537AF8
AMERICAN ELECTRIC POWER COMPAN
 
 
 
 
499,995

497,020.72

500,000.00

499,999.19

(2,978.47
)
4.19



1.65

1.6501

Jun-Dec
0
2,062.5

 
 
BRSNZFZ18
AMERICAN ENERGY MARCELLUS LLC SENIOR SECURED TERM NOTES
 
 
1
 
217,486.33

193,077.59

218,579.23

217,554.41

(24,476.82
)
68.08




0.0829

M-J-S-D
0
2,486.33

7092014
8042020
025816BJ7
AMERICAN EXPRESS COMPANY
 
 
 
 
15,463,750

15,568,870

15,430,000.00

15,463,250.43

105,619.57

(499.57
)


5.2

5.1962

May-Nov
0
104,567.66

 
 
02582JGW4
AMERICAN EXPRESS CREDIT ACCOUN ABS 14-4 A
 
 
2
 
3,864,693.12

3,853,904.13

3,865,000.00

3,864,703.74

(10,799.61
)
10.62



1.43

1.4370

Monthly
0
6,448.11

11122014
6152020
0258M0DK2
AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND
 
 
 
 
995,980

996,744.23

1,000,000.00

996,202.86

541.37

635.95



2.125

2.2199

Mar-Sep
0
28,305

3132014
3182019
0258M0DR7
AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND
 
 
 
 
3,465,350.2

3,467,273.16

3,470,000.00

3,465,770

1,503.16

419.80



1.55

1.5960

Mar-Sep
0
14,641.47

9182014
9222017
0258M0DD8
AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND MTN
 
 
 
 
1,027,420

1,020,678.56

1,000,000.00

1,024,619.63

(3,941.07
)
(2,800.37
)


2.375

1.2501

Mar-Sep
0
5,937.5

3212012
3242017
0258M0DP1
AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND MTN
 
 
 
 
992,210

997,547.07

1,000,000.00

992,600.26

4,946.81

390.26



2.25

2.4201

Feb-Aug
0
5,625

8122014
8152019
02665WAH4
AMERICAN HONDA FINANCE CORPORA CORP BND MTN
 
 
 
 
4,990,750

5,009,585.2

5,000,000.00

4,991,202.96

18,382.24

452.96



2.25

2.2903

Feb-Aug
0
28,125

9092014
8152019
02666QM26
AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND 144A
 
 
 
 
1,992,800

1,991,145.32

2,000,000.00

1,993,332.61

(2,187.29
)
532.61



1.6

1.7099

Feb-Aug
0
8,000

2122013
2162018
02666QM59
AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND 144A
 
 
 
 
5,000,000

5,009,450.15

5,000,000.00

5,000,000

9,450.15




0.60935

0.6094

F-M-A-N
              3,058.00
30,823.2

5222013
5262016
03027XAC4
AMERICAN TOWER CORPORATION SENIOR CORP BND
 
 
 
 
510,810

508,350.72

500,000.00

510,227.57

(1,876.85
)
(582.43
)


3.4

2.8701

Feb-Aug
0
4,250

8142013
2152019
03064JAC9
AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2
 
 
2
 
644,871.19

644,851.65

645,000.00

644,964.42

(112.77
)
56.49



0.65

0.6594

Monthly
                  267.85
4,192.56

4032013
12082017
031162BU3
AMGEN INC
 
 
 
 
1,988,620

1,984,556.58

2,000,000.00

1,989,041.13

(4,484.55
)
421.13



2.2

2.3321

May-Nov
0
7,455.56

 
 
031162BF6
AMGEN INC
 
 
 
 
5,114,950

5,074,895.1

5,000,000.00

5,097,927.1

(23,032
)
(17,022.90
)


2.3

0.9399

Jun-Dec
0
28,750

 
 
02005ACC0
AMOT 2013-2 ABS 12-1
 
 
2
 
2,499,806.75

2,502,300

2,500,000.00

2,499,705.09

2,594.91

(158.52
)


1.44

1.4430

Monthly
               1,600.00
36,000

2152012
2152017
02587UAB6
AMXCA_12-5 ABS 12-5
 
 
2
 
1,149,890.64

1,150,540.5

1,150,000.00

1,149,970.41

570.09

37.29



0.59

0.5940

Monthly
                   301.56
6,785.04

11012012
5152018
02582JGJ3
AMXCA_13-3 ABS_13-3 A
 
 
2
 
5,459,374.29

5,457,009.51

5,460,000.00

5,459,500.19

(2,490.68
)
107.17



0.98

0.9841

Monthly
               2,378.13
53,508

11052013
5152019
02582JGD6
AMXCA-12 ABS_
 
 
2
 
12,068,322.28

12,044,146.12

12,035,000.00

12,049,962.85

(5,816.73
)
(18,359.43
)


0.68

0.4761

Monthly
0
61,377.81

3282014
3152018
034863AM2
ANGLO AMERICAN CAPITAL PLC
 
 
 
 
1,743,367.5

1,756,596.28

1,750,000.00

1,743,960.64

12,635.64

593.14



4.125

4.1880

Apr-Oct
0
51,333.33

 
 
034863AE0
ANGLO AMERICAN CAPITAL PLC
 
 
 
 
4,989,050

5,054,214.5

5,000,000.00

4,994,891.88

59,322.62

2,172.27



2.625

2.6720

Apr-Oct
            32,083.33
131,250

 
 
035242AC0
ANHEUSER-BUSCH INBEV FINANCE I
 
 
 
 
5,128,055.1

5,149,995.5

5,210,000.00

5,137,095.53

12,899.97

9,040.43



1.25

1.6183

Jan-Jul
0
27,355.89

 
 
035242AE6
ANHEUSER-BUSCH INBEV FINANCE I
 
 
 
 
9,729,785

9,766,633.6

9,750,000.00

9,733,029.03

33,604.57

5,967.50



2.15

2.1919

Feb-Aug
0
334,490.29

 
 
03523TAT5
ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND
 
 
 
 
5,807,754

5,447,034

5,400,000.00

5,446,720.12

313.88

(169,633.50
)


3.625

0.5879

Apr-Oct
             43,238.19
204,434.9

10092012
4152015
03523TBN7
ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CORP BND
 
 
 
 
12,760,736.5

12,774,019.53

12,775,000.00

12,771,834.01

2,185.52

2,688.70



1.375

1.2503

Jan-Jul
             97,164.77
155,655.74

7152014
7152017
00182EAT6
ANZ NATIONAL INTERNATIONAL LTD SENIOR CORP BND 144A
 
F
 
 
5,000,000

5,004,239.6

5,000,000.00

5,000,000

4,239.6




0.7531

0.7531

J-A-J-O
0
31,744.72

2202014
4272017
037833AQ3
APPLE INC
 
 
 
 
5,064,200

5,040,236.3

5,000,000.00

5,061,788.17

(21,551.87
)
(2,411.83
)


2.1

1.8030

May-Nov
0
18,375

 
 
037833AJ9
APPLE INC
 
 
 
 
14,864,945.2

14,646,273.96

14,920,000.00

14,882,932.6

(236,658.64
)
13,082.22



1

1.0760

May-Nov
            32,093.33
180,033.33

 
 
037833AG5
APPLE INC
 
 
 
 
15,260,000

15,270,223.28

15,260,000.00

15,260,000

10,223.28




0.48235

0.4824

F-M-A-N
             12,304.65
74,854.72

 
 
BRS9PGQM2
ARAMARK CORPORATION LOAN TERM
 
 
2
 
216,407.28

214,489.07

215,973.89

216,116.66

(1,627.59
)
(91.15
)



(0.0416
)
J-A-J-O
0
9,939.27

11012011
7262016
039483AY8
ARCHER-DANIELS-MIDLAND COMPANY
 
 
 
 
2,747,631.25

2,537,785.48

2,275,000.00

2,556,519.03

(18,733.55
)
(85,255.54
)


5.45

1.4780

Mar-Sep
            36,507.43
123,987.5

 
 
BRSG9SY49
ARDENT MEDICAL SENIOR SECURED TERM LOAN
 
 
2
 
1,632,482.7

1,650,522.45

1,648,972.42

1,638,442.67

12,079.78

4,975.39




0.1805

F-M-A-N
0
126,210.85

11192012
7022018
00205BAA6
ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B 144A
 
 
2
 
2,388,866.55

2,387,958.73

2,388,866.55

2,388,866.55

(907.82
)



0.4608

0.4612

Monthly
                  873.46
14,786.82

10162012
1152021
040484EV5
ARIZONA BRD REGENTS UNIV ARIZ
 
 
 
 
1,275,987.5

1,272,312.5

1,250,000.00

1,273,548

(1,235.5
)
(2,439.50
)


1.94

1.1467

Jun-Dec
0
6,062.5

 
 
040484JY4
ARIZONA BRD REGENTS UNIV ARIZ
 
 
 
 
1,654,640.8

1,680,740.4

1,420,000.00

1,648,766.04

31,974.36

(5,874.76
)


5

2.8691

Feb-Aug
0
17,750

 
 
04057PJL3
ARIZONA SCH FACS BRD CTFS PART MUNITAX BND REV
 
 
 
 
2,175,000

2,187,288.75

2,175,000.00

2,175,000

12,288.75




1.474

1.4740

Mar-Sep
0
17,098.4

6042014
9012017
040688ME0
ARIZONA WTR INFRASTRUCTURE FIN
 
 
 
 
2,509,725

2,508,575

2,500,000.00

2,508,910.89

(335.89
)
(814.11
)


1.413

1.2805

Apr-Oct
0
8,831.25

 
 
041036BU7
ARKANSAS RIVER PWR AUTH COLO
 
 
 
 
1,437,603.3

1,428,061.5

1,395,000.00

1,426,806.54

1,254.96

(10,796.76
)


5.25

2.1550

Apr-Oct
0
18,309.38

 
 
045167CQ4
ASIAN DEVELOPMENT BANK
 
 
 
 
702,479.78

702,444.62

703,000.00

702,562.92

(118.3
)
83.14



0.75

0.7810

Feb-Aug
0
2,050.42

 
 
045167CH4
ASIAN DEVELOPMENT BANK
 
 
 
 
750,000

749,880.01

750,000.00

750,000

(119.99
)



0.1695

0.1695

Monthly
                       6.96
1,298.68

 
 
046353AF5
ASTRAZENECA PLC
 
 
 
 
1,978,460

1,977,172.24

2,000,000.00

1,979,523.5

(2,351.26
)
1,063.50



1.95

2.1799

Mar-Sep
0
9,750

 
 
00206RAW2
AT&T INC CORP BND
 
 
 
 
6,694,297.5

6,788,849.5

6,625,000.00

6,645,090.1

143,759.4

(14,206.52
)


2.95

2.7229

May-Nov
            24,972.57
195,437.5

2222012
5152016
00206RAT9
AT&T INC CORP BND
 
O
 
 
948,023.93

941,669.49

550,000.00

946,108.92

(4,439.43
)
(1,915.01
)

(6,088.96
)
5.875

1.6103

April
0
2,778.6

12102014
4282017
00206RBR2
AT&T INC CORP BND
 
 
 
 
3,024,157.25

3,020,716

3,025,000.00

3,025,030.08

(4,314.08
)
93.17



0.9

0.9220

Feb-Aug
              12,162.50
31,656.25

2072013
2122016
00206RCC4
AT&T INC SENIOR CORP BND
 
 
 
 
3,010,080

2,999,239.89

3,000,000.00

3,009,532.75

(10,292.86
)
(547.25
)


2.3

2.2201

Mar-Sep
0
17,250

3052014
3112019
047870CY4
ATLANTA GA (CITY OF)
 
 
 
 
6,949,070

7,026,155

5,710,000.00

6,929,958.89

96,196.11

(19,111.11
)


5.5

3.4279

May-Nov
0
78,512.5

 
 
05178RAA3
AURORA MILITARY HOUSING MUNI BND 144A
 
 
2
 
1,165,681

1,165,681

1,100,000.00

1,163,371.93

2,309.07

(8,280.07
)


5.32

4.2156

Jun-Dec
0
15,723.56

12082005
12152020
05252EAB9
AUST & NZ BANK GROUP LOCAL BND 144A
 
F
 
 
3,093,738

3,113,311.4

3,100,000.00

3,098,430.69

14,880.71

3,042.75



1

1.0670

Apr-Oct
                  15,111.11
46,308.33

9042012
10062015
052409BV0
AUSTIN TEX CONVENTION ENTERPRI
 
 
 
 
1,642,268.25

1,632,046.5

1,575,000.00

1,628,852.34

3,194.16

(13,415.91
)


5.25

1.7850

Jan-Jul
0
20,671.87

 
 
052476L48
AUSTIN TX (CITY OF)
 
 
 
 
72,048.2

71,213.1

70,000.00

71,213.46

(0.36
)
(834.74
)


5

0.3097

May-Nov
0
875

 
 
0523966L7
AUSTIN TX (CITY OF)
 
 
 
 
201,750

202,112

200,000.00

201,663.34

448.66

(86.66
)


2.108

1.9206

Mar-Sep
0
1,042.29

 
 
0523966K9
AUSTIN TX (CITY OF)
 
 
 
 
315,677.25

313,749.45

315,000.00

315,635.08

(1,885.63
)
(42.17
)


1.758

1.7009

Mar-Sep
0
1,369.04

 
 
0523966M5
AUSTIN TX (CITY OF)
 
 
 
 
386,563.1

389,908.75

385,000.00

386,501.56

3,407.19

(61.54
)


2.384

2.3101

Mar-Sep
0
2,269.11

 
 
052476J25
AUSTIN TX (CITY OF)
 
 
 
 
1,463,054.4

1,445,758.8

1,420,000.00

1,445,503.35

255.45

(17,551.05
)


5

0.1446

May-Nov
0
17,750

 
 
05253JAC5
AUSTRALIA & NEW ZEALAND BANKIN SENIOR CORP BND
 
F
 
 
774,550.5

766,259.55

775,000.00

774,693.47

(8,433.92
)
88.10



1.45

1.4621

May-Nov
               1,435.90
11,237.5

5092013
5152018
05253JAB7
AUSTRALIA & NEW ZEALAND BANKIN SENIOR CORP BND
 
R
 
 
2,896,839

2,905,518.99

2,900,000.00

2,898,815.94

6,703.05

2,784.83



0.9

0.9369

Feb-Aug
            30,927.50
69,075

2062013
2122016
BRSJL0RC0
AUXILIUM PHARMACEUTICALS INC SENIOR SECURED TERM LOAN
 
 
 
 
6,912,971.02

6,957,253.86

6,963,033.18

6,928,305.7

28,948.16

17,250.82




0.1498

M-J-S-D
0
537,225.76

9242013
4152018
BRSQHT1U4
B/E AEROSPACE INC SENIOR SECURED TERM NOTES
 
 
1
 
1,230,927.83

1,234,639.17

1,237,113.40

1,230,927.83

3,711.34





0.0725

M-J-S-D
0

11212014
12162021
06052YAC3
BAAT_12-1 ABS 12-1
 
 
2
 
787,612.79

787,743.28

787,640.89

787,622.69

120.59

107.38



0.78

0.7822

Monthly
               1,883.56
22,765.65

4112012
6152016
059513AE1
BACM
 
 
 
 
7,518,555

7,323,724.76

6,718,520.26

7,332,398.68

(8,673.92
)
(201,032.83
)


5.75365

(1.6718
)
Monthly
0
266,603.49

 
 
059513AF8
BACM_07-4
 
 
 
 
3,104,320.14

3,043,226.27

2,790,389.19

3,053,528.11

(10,301.84
)
(52,186.21
)


5.774

(1.8655
)
Monthly
0
69,798.26

 
 
BRSHC6N35
BAKERCORP INTERNATIONAL INC SENIOR SECURED TERM LOAN
 
 
2
 
1,159,438.51

1,069,582.03

1,159,438.51

1,159,438.51

(89,856.48
)





M-J-S-D
0
50,275.41