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Row Labels

3i
Aegon Usa Investment Management
Airlie Capital Management
Aladdin Capital Management
Alcentra
AllianceBernstein
Allstate Investment Management
Alpstar Management
American Capital Strategies
American Money Management
Anchorage Capital
Apollo Global Management
Ares Management
Avenue Capital Management
Avoca Capital
Axa Investment Managers
Babson Capital
Bear Stearns Asset Management
Black Diamond Capital Management
BlackRock
BlueMountain Capital Management
BNP Paribas Asset Management
Brigade Capital Management
Cairn Capital
Canaras
Canyon Partners
Capvest Venture Fund
Carlyle
Caywood-Scholl Capital Management
Cerberus Capital Management
Cheyne Capital
CIFC
CIT Group Holdings
Citi
Clearwater Capital
Cohen & Company
Columbia Management
Commerzbank
CQS Management
Credit Suisse Asset Management
CVC Credit
De Meer Asset Management

Column Labels
EUR
Count of Principal balance

Sum of Principal balance2


12
4995274492

17

7051105631

2067200000

10
3
7

4369288523
1060957314
3127800693

1211317427

1570337408

10

4750458438

168000000

4
2

1882668992
857974050

Denali Capital
Deutsche Asset Management
Doral Money Management
Eaton Vance
Egret Capital Partners
Equinotes Management
Feingold O'Keeffe Capital
Fore Research and Management
Fortress Investment Group
Franklin Templeton Investments
Fraser Sullivan Investment Management
Freeport Financial
Garrison
GE Asset Management
Global Leveraged Credit
GoldenTree Asset Management
Goldman Sachs Asset Management
Golub Capital
Greywolf Capital Management
GSO/Blackstone
Guggenheim Partners
Halcyon Asset Management
HarbourView Asset Management
Harch Capital Management
Henderson Global Investors
Highland Capital Management
Hillmark Capital Management
IKB
Indosuez Capital
ING Investment Management
Intermediate Capital Group
INVESCO
Investec
Ivory Hill Asset Management
JMP Group
Katonah Debt Advisors
KDP Investment Advisors
Kingsland Capital Management
KKR Financial Advisors
KVK
LCM
LLCP Advisors
Lord Abbett
Lufkin Advisors
M&G Investment Management
MBIA
McDonnell

787146801.2

547046651.7

192000000

19

9310495045

1509957385

883858431

1530403450

10

4578674736

1268221438

MFS Investment Management


MJX
Neuberger Berman
New York Life Investment Management
Octagon Credit Investors
Ore Hill Partners
Pemba Credit Advisers
Pimco
PineBridge Investments
Prudential Fin. (Pramerica)
Putnam Investments
Regiment Capital Advisors
Rothschild
Sankaty Advisors
Seix Advisors
Silvermine Capital Management
SilverPoint Capital
Structured Asset Investors
Tall Tree Investment Management
TCW
Tiber Asset Management
Travelers Asset Management
UrsaMine
Wellington Management Company
Westgate Horizons Advisor
Wharton Asset Management
WR Huff Asset Management
Fidelity
Grand Total

309000000

4
2
2
8

1362524368
516059275.4
788782682.3
3310184900

1759158712

151

61765896843

USD
Count of Principal balance

Total Count of Principal balance


Sum of Principal balance2
1
3
9
13
1
2
2
1
7
1
23
27
3

357500000
932940394.1
2395174367
3724600000
344067438.3
741255788.3
903685080.3
400000000
2844406048
872264433.7
10153954783
10587596485
1003986446

23
1
11
9
5

9760059269
20987150.88
4720552788
2507660486
2112184424

1
2
1
2
1
23
1
1
2
27
1
4
1
1
10

497000000
866225849.1
293000000
614000000
236000000
9637703522
286493644.6
550000000
1121609167
9717145823
512200000
2040255807
101000000
276886080
5279425317

3
19
17
1

1215668990
8108837398
5722306959
266972193.8

12
1
3
9
30
1
2
2
1
7
1
23
32
3
10
3
30
1
15
9
5
6
1
2
1
2
1
33
1
1
2
27
1
4
1
1
10
1
3
23
19
1

4
5
2
7
1

1811563390
1650511662
865000000
2864336849
418500000

2
1
12
4
8
1
1
4
1
8
2
9
1
27
7
9
1
3

633000000
498423197.8
8905589643
887000000
3178000000
297000000
195000000
573800000
482878448.8
4501288075
961000000
2868150000
490693128.1
11773984267
3119879792
3643774252
412000000
851000000

20
1

13097125408
453000000

1
9

73936938.13
3856100000

14

5425600839

1
1
5
1
5
6
1
10
1
1
3
8
1
1

244000000
489000000
1915952260
18000000
2180823691
6669958461
353000000
3991344992
700000000
402000000
808369954.8
1804335851
400000000
577000000

4
7
2
8
1
1
2
1
12
4
8
1
1
4
1
8
2
9
1
46
7
13
1
3
4
20
1
3
1
9
10
14
4
1
1
5
1
5
6
1
10
1
1
3
8
1
1

2
8
7
6
9
3

237000000
2949100000
3629236644
1876000000
3789656798
1251000000

9
12
10
1
1

2336025719
4987092095
3701800516
67000000
422000000

10
6
5
5
1
2
3
1
1
3
1
4
1
1
3
585

4045112742
2276400000
1885872809
1538625194
310238141.2
519000000
605563440.6
234000000
30000000
883904882.7
34000000
1104408634
119000000
500000000
1543808903
2.37943E+11

2
8
8
6
9
3
4
11
14
18
1
1
5
10
6
5
5
1
2
3
1
1
3
1
4
1
1
3
736

Total Sum of Principal balance2


4995274492
357500000
932940394.1
2395174367
10775705631
344067438.3
741255788.3
903685080.3
400000000
2844406048
872264433.7
10153954783
12654796485
1003986446
4369288523
1060957314
12887859963
20987150.88
5931870215
2507660486
2112184424
1570337408
497000000
866225849.1
293000000
614000000
236000000
14388161960
286493644.6
550000000
1121609167
9717145823
512200000
2040255807
101000000
276886080
5279425317
168000000
1215668990
9991506390
6580281009
266972193.8

1811563390
2437658463
865000000
3411383501
418500000
192000000
633000000
498423197.8
8905589643
887000000
3178000000
297000000
195000000
573800000
482878448.8
4501288075
961000000
2868150000
490693128.1
21084479312
3119879792
5153731637
412000000
851000000
883858431
13097125408
453000000
1530403450
73936938.13
3856100000
4578674736
5425600839
1268221438
244000000
489000000
1915952260
18000000
2180823691
6669958461
353000000
3991344992
700000000
402000000
808369954.8
1804335851
400000000
577000000

237000000
2949100000
3938236644
1876000000
3789656798
1251000000
1362524368
2852084994
5775874777
7011985416
67000000
422000000
1759158712
4045112742
2276400000
1885872809
1538625194
310238141.2
519000000
605563440.6
234000000
30000000
883904882.7
34000000
1104408634
119000000
500000000
1543808903
2.99709E+11

Deal
Alzette European CLO
Axius European CLO 2007-1
Harvest CLO I
Harvest CLO II
Harvest CLO III
Harvest CLO IV
Harvest CLO V
Invesco Coniston CLO I
Invesco Garda
Invesco Mezzano
Petrusse European CLO
Windmill CLO I
Cedar Funding
Airlie CLO 2006 II
Airlie CLO 2006-I
Airlie LCDO I
Greyrock CDO
Landmark CDO II
Landmark CDO III
Landmark CDO IV
Landmark CDO IX
Landmark CDO V
Landmark CDO VI
Landmark CDO VII
Landmark CLO VIII
ECF Financing CLO
Hamlet I Leveraged Loan Fund
Jubilee CDO II
Jubilee CDO III
Jubilee CDO I-R
Jubilee CDO IX
Jubilee CDO VI
Jubilee CDO VIII
Jubilee IV CDO
Jubilee V CDO
Jubilee VII CDO
One Wall Street CLO II
OWS CLO I
Pacifica II
Pacifica III
Pacifica IV
Pacifica V
Pacifica VI
Prospero CLO I
Prospero CLO II
Silver Birch CLO I
Veritas CLO I
Veritas CLO II
Westwood CDO I

Westwood CDO II
Wood Street CLO I
Wood Street CLO III
Wood Street CLO IV
Wood Street CLO V
Wood Street CLO VI
ABCLO 2007-1
AIMCO CLO 2005-A
AIMCO CLO 2006-A
Alpstar CLO 1
Alpstar CLO 2
ACAS CLO 2007-1
AMMC CDO III
AMMC CDO IV
AMMC CDO V
AMMC CDO VI
AMMC CDO VII
AMMC CLO X
AMMC IX CLO
Anchorage Crossover
ALM IV
ALM Loan Funding 2010-1
ALM Loan Funding 2010-3
ALM V CLO
Cornerstone
Granite Ventures II
Granite Ventures III
Gulf Stream-Compass CLO 2002-1
Gulf Stream-Compass CLO 2003-1
Gulf Stream-Compass CLO 2004-1
Gulf Stream-Compass CLO 2005-1
Gulf Stream-Compass CLO 2005-II
Gulf Stream-Compass CLO 2007-1
Gulf Stream-Rashinban CLO 2006-I
Gulf Stream-Sextant CLO 2006-1
Gulf Stream-Sextant CLO 2007-1
Rampart CLO 2006-I
Rampart CLO 2007
Stone Tower CLO III
Stone Tower CLO IV
Stone Tower CLO V
Stone Tower CLO VI
Stone Tower CLO VII
ARCC 2006-1
Ares Enhanced Loan Investment Strategy II
Ares Enhanced Loan Investment Strategy III
Ares NF CLO XIV
Ares VIII CLO
Ares VIR CLO
Ares VR CLO

Ares X CLO
Ares XI CLO
Ares XII CLO
Ares XVI
Ares XVIII
Ares XXI
Ares XXII
Ares XXIII
Ares Euro CLO I
Ares Euro CLO II
Ares European CLO III
Ares IIIR/IVR CLO
Ares IIR CLO
Ares IX CLO
Ares NF CLO XIII
Clydesdale CLO 2003
Clydesdale CLO 2005
Clydesdale Strategic CLO I
COLTS 2005-2
Emporia Preferred Funding I
Emporia Preferred Funding II
Emporia Preferred Funding III
Knightsbridge CLO 2007-1
Queen Street CLO I
Queen Street CLO II
Avenue CLO
Avenue CLO II
Avenue CLO III
ACA Euro CLO 2007-1
Avoca CLO II
Avoca CLO III
Avoca CLO IV
Avoca CLO IX
Avoca CLO V
Avoca CLO VI
Avoca CLO VII
Avoca CLO VIII
Lombard Street I
Adagio CLO I
Adagio CLO II
Adagio CLO III
Artus Loan Fund
Babson CLO 2004-1
Babson CLO 2004-2
Babson CLO 2005-1
Babson CLO 2005-II
Babson CLO 2005-III
Babson CLO 2006-I
Babson CLO 2006-II
Babson CLO 2007-1

Babson CLO 2008-II


Babson CLO 2011-1
Babson CLO 2012-II
Babson Loan Opportunity CLO I
Babson Mid-Market CLO 2007-II
Clear Lake
Diamond Lake CLO
Duchess I
Duchess III
Duchess IV
Duchess V
Duchess VI
Duchess VII
Malin CLO I
Osprey CDO 2006-1
Sapphire Valley CDO I
St. James River
Summit Lake
Victoria Falls CLO
Vinacasa CLO I
JFIN CLO 2007
Ballyrock 2006-1
Ballyrock III
Credit Linked Asset Securities I
Black Diamond CLO 2005-1
Black Diamond CLO 2005-2
Black Diamond CLO 2006-1
Black Diamond International Funding
GSC Capital Corp. Loan Funding 2005-1
GSC European CDO I
GSC European CDO II
GSC European CDO I-R
GSC European CDO V
GSC Partners CDO Fund IV
GSC Partners CDO Fund V
GSC Partners CDO Fund VI
GSC Partners CDO Fund VII
GSC Partners CDO Fund VIII
GSC Partners Gemini Fund
BlackRock Senior Income Series I
BlackRock Senior Income Series II
BlackRock Senior Income Series IV
BlackRock Senior Income Series V
BMI CLO I
Longhorn CDO
Longhorn CDO III
Magnetite V CLO
Valleriite CDO I
BlueMountain CLO 2012-1
BlueMountain CLO 2011-1

BlueMountain CLO I
BlueMountain CLO II
BlueMountain CLO III
Kintyre CLO I
Gillespie CLO I
Leveraged Finance Europe I
Leveraged Finance Europe II
Leveraged Finance Europe III
Leveraged Finance Europe IV
Batallion CLO 2007-1
Cairn CLO I
Cairn CLO II
Canaras Summit CLO I
Canyon Capital CLO 2004-1
Canyon Capital CLO 2006-1
Carlyle Arnage CLO
Carlyle Azure CLO
Carlyle Bristol CLO
Carlyle Carrera CLO
Carlyle Daytona
Carlyle Global Market Strategies CLO 2011-1
Carlyle GMS CLO 2012
Carlyle GMS CLO 2012-2
Carlyle High Yield Partners IX
Carlyle High Yield Partners VI
Carlyle High Yield Partners VII
Carlyle High Yield Partners VIII
Carlyle High Yield Partners X
Carlyle McLaren CLO
Carlyle Modena CLO
Carlyle Vantage CLO
Carlyle Veyron CLO
CELF Loan Partners
CELF Loan Partners II
CELF Loan Partners III
CELF Loan Partners IV
CELF Loan Partners V
CELF Low Levered Partners
Foothill CLO I
Highlander Euro CDO
Highlander Euro CDO II
Highlander Euro CDO III
Highlander Euro CDO IV
Mountain Capital CLO III
Mountain Capital CLO IV
Mountain Capital CLO V
Mountain Capital CLO VI
Churchill Financial Cayman
Del Mar CLO I
A5 Funding CLO

Cheyne CLO Investments I


Cheyne Credit Opportunity CDO I
Bridgeport CLO
Bridgeport CLO II
Burr Ridge CLO
CIFC Funding 2006-I
CIFC Funding 2006-I B
CIFC Funding 2006-II
CIFC Funding 2007-I
CIFC Funding 2007-II
CIFC Funding 2007-III
CIFC Funding 2011-1
Columbus Nova CLO 2006-I
Columbus Nova CLO 2006-II
Columbus Nova CLO 2007-I
Columbus Nova CLO 2007-II
Cumberland CLO 2005-2
Forest Creek
Hewett's Island II
Hewett's Island III
Hewett's Island V
Hewett's Island VI
Long Grove CLO
Market Square CLO I
Marquette Park CLO
Primus CLO I
Primus CLO II
Rosemont CLO
Schiller Park CLO I
CIT CLO I
Duane Street CLO I
Duane Street CLO II
Duane Street CLO III
Duane Street CLO IV
Clearwater Capital Partners CLO I
Dekania CDO III
Centurion 10
Centurion 11
Centurion 12
Centurion 14
Centurion 15
Centurion 4
Centurion 7
Centurion 8
Centurion 9
Sequils-Mincs Centurion V
CB MezzCAP Limited Partnership
Grosvenor Place CLO I
Grosvenor Place CLO II
Grosvenor Place CLO III

Atrium CDO
Atrium II
Atrium III
Atrium IV
Atrium V
Atrium VII
Cadogan Square CLO
Cadogan Square CLO II
Cadogan Square CLO III
Cadogan Square CLO IV
Castle Garden Funding
CSAM Funding I
CSAM Funding II
CSAM Funding III
CSAM Funding IV
First Dominion Funding III
Madison Park Funding I
Madison Park Funding II
Madison Park Funding III
Madison Park Funding IV
Madison Park Funding V
Madison Park Funding VI
Madison Park Funding VII
ACA CLO 2005-1
ACA CLO 2006-1
ACA CLO 2006-2
ACA CLO 2007-1
Apidos CDO I
Apidos CDO II
Apidos CDO III
Apidos CDO IV
Apidos CDO V
Apidos CDO VIII
Apidos Cinco
Apidos Quattro
Cordatus CLO II
Cordatus Loan Fund I
Olympic CLO I
San Gabriel I
Shasta CLO I
Sierra CLO II
Whitney CLO
Dekania Europe CDO I
Denali Capital IV
Denali Capital V
Denali Capital VI
Denali Capital VII
Aurum CLO 2002-1
Elex Alpha
Flagship CLO III

Flagship CLO IV
Flagship CLO V
Flagship CLO VI
Lifestar CDO
Doral CLO II
Doral CLO I
Constantinus Eaton Vance CDO V
Eaton Vance CDO
Eaton Vance CDO II
Eaton Vance CDO IX
Eaton Vance CDO VI
Eaton Vance CDO VII
Eaton Vance CDO VIII
Eaton Vance CDO X
Egret Funding CLO I
Force 2
Avery Street CLO
Emerson Place CLO
Ballyrock 2006-2
Fore CLO 2007-1
Bernard National Loan Investors 2006-1
DFR Middle Market CLO I
FC Fortress Credit Investments I
FC Fortress Credit Investments II
Fortress Credit Funding CLO I
Fortress Credit Funding CLO II
Fortress Credit Funding CLO III
Fortress Credit Funding CLO IV
Fortress Credit Opportunities I
Sargas CLO II
Pangaea 2007-1 CLO
Sargas CLO I
Franklin CLO IV
Franklin CLO V
Franklin CLO VI
COA Caerus CLO
COA CLO Financing
COA Tempus CLO
Fraser Sullivan CLO I
Fraser Sullivan CLO II
Fraser Sullivan CLO V
Fraser Sullivan CLO VI
Fraser Sullivan CLO VII
Freeport Offshore/Onshore 2010-1
Garrison Funding 2010-1
GE Commercial Loan Trust 2006-2
GE Commercial Loan Trust 2006-3
GLC CLO I
GoldenTree Capital Opportunities
GoldenTree Capital Solutions Fund Onshore Fund Financing

GoldenTree Credit Opportunities Financing I


GoldenTree Loan Opportunities III
Goldentree Loan Opportunities IV
GoldenTree Loan Opportunities V
Laurelin I
Laurelin II
Goldman Sachs Asset Management CLO
Goldman Sachs Specialty Lending CLO-I
Golub Capital BDC 2010-1
Golub Capital Funding CLO-8
Golub Capital Loan Trust 2005-1
Golub Capital Management CLO 2007-1
Golub Capital Partners 2007-1
Golub Capital Partners CLO 10
Golub Capital Partners CLO 12
Golub Capital Senior Loan Opportunity Fund
Golub International Loan
Greywolf CLO I
280 Funding I
Boyne Valley
Callidus Debt Partners CLO Fund II
Callidus Debt Partners CLO Fund IV
Callidus Debt Partners CLO Fund V
Callidus Debt Partners CLO Fund VI
Callidus Debt Partners CLO Fund VII
Central Park CLO
Chelsea Park CLO
Clare Island
Essex Park CDO (fka Katonah VI)
Foxe Basin CLO 2003
FriedbergMilstein Leveraged Capital I
FriedbergMilstein Leveraged Capital II
FriedbergMilstein Private Capital I
Gale Force 1 CLO
Gale Force 2 CLO
Gale Force 3 CLO
Gale Force 4 CLO
Green Park CDO
Harbourmaster CLO 10
Harbourmaster CLO 11
Harbourmaster CLO 3
Harbourmaster CLO 4
Harbourmaster CLO 5
Harbourmaster CLO 6
Harbourmaster CLO 7
Harbourmaster CLO 8
Harbourmaster Pro Rata CLO 1
Harbourmaster Pro Rata CLO 2
Harbourmaster Pro Rata CLO 3
Hudson Straits CLO 2004

Hyde Park CDO


Inwood Park CDO
Lafayette Square CDO
MAPS CLO Fund I
MAPS CLO Fund II
Monument Park CDO
Prospect Park CDO
Regent's Park
Skellig Rock
St James's Park 2007-1
Tara Hill I
Tribeca Park CLO
Union Square
Morningside Park
1888 Guggenheim Fund
5180 CLO
Copper River
Green Lane CLO
Iron Hill CLO 2008
Kennecott Funding
Sands Point Funding
Bacchus US 2006-1
Halcyon Loan Investors CLO I
Halcyon Loan Investors CLO II
Halcyon Long/Short CLO 2006-1
Halcyon SAM European CLO 2006-2
Halcyon SAM European CLO 2007-I
Halcyon SAM European CLO 2008-I
HSAM 2006-1 (HSAM 1)
HSAM European CLO 2006-1
HSAM Long Secured/Short Unsecured CLO 2006-1
HSAM LS 2007-1 (HSAM 4)
HSAM LS 2007-2 (HSAM 9)
HSAM LS 2007-3 (HSAM 6)
Harbourview CLO 2006-1
Harch CLO I
Harch CLO II
Harch CLO III
Aquilae CLO I
Aquilae CLO II
Aberdeen Loan Funding I
Armstrong Loan Funding
Brentwood CLO
Bristol Bay Funding CLO
Eastland CLO
Gleneagles
Grayson CLO
Greenbriar CLO
Hewett's Island CLO I-R
Highland Loan Funding V

Jasper CLO
Liberty CLO
Red River CLO I
Restoration Funding
Rockwall CDO
Rockwall CDO II
Southfork CLO
Stratford CLO
Valhalla
Westchester CLO
Hillmark Funding
Bacchus 2006-1
Bacchus 2006-2
Bacchus 2007-1
Indosuez Capital Funding VI
BEL SME CLO 2006-1
ING CLO I
ING CLO II
ING CLO III
ING CLO IV
ING IM CLO 2012-1
Phoenix CLO I
Phoenix CLO II
Phoenix CLO III
Eurocredit CDO I
Eurocredit CDO II
Eurocredit CDO III
Eurocredit CDO IV
Eurocredit CDO V
Eurocredit CDO VI
Eurocredit CDO VII
ICG EOS Loan Fund I
St Paul's CLO I
Avalon 3
Belhurst CLO
Champlain CLO
Hudson Canyon Funding II
Katonah CLO V
Limerock CLO I
Morgan Stanley Investmen...
Moselle CLO
MSIM Peconic Bay 2007-1
Nautique Funding I
Sagamore CLO
Saratoga CLO I
Theseus European CLO
Wasatch CLO
Gresham Capital CLO I
Gresham Capital CLO II
Gresham Capital CLO III

Gresham Capital CLO IV


Knightsbridge CLO 2008-1
Cratos CLO I
Katonah CLO 2007-I
Katonah CLO IX
Katonah CLO VIII
Katonah X CLO
Katonah VII
Equus Capital Funding
Kingsland I
Kingsland II
Kingsland III
Kingsland IV
Kingsland V
KKR Financial CLO 2005-1
KKR Financial CLO 2005-2
KKR Financial CLO 2006-1
KKR Financial CLO 2007-1
KKR Financial CLO 2007-A
KKR Financial CLO 2011-1
KVK CLO 2012-1
LCM III
LCM I
LCM IX
LCM X
LCM XI
Genesis CLO 2007-2
Golden Knight CLO II
Latitude CLO I
Latitude CLO II
Latitude CLO III
Hewett's Island IV
LCM II
LCM IV
LCM V
LCM VI
Base CLO I
Cougar CLO I
Cougar CLO II
Leopard CLO I
Leopard CLO V
Leopard CLO II
Leopard CLO III
Leopard CLO IV
Knight II Funding
Berkeley Street CDO
Jersey Street CLO I
Venture II
Venture III CDO
Venture IV CDO

Venture IX CLO
Venture V CDO
Venture VI CDO
Venture VII CDO
Venture VIII CDO
Libra CDO
LightPoint CLO 2004-1
LightPoint CLO III
LightPoint CLO IV
LightPoint CLO V
LightPoint CLO VII
Lightpoint CLO VIII
LightPoint Pan European CLO 2007-1
Flatiron 2011-1 CLO
Hamlet II
Integral Funding
Geer Mountain Financing I
Genesis CLO 2007-1
Kinney Hill Credit Opportunities Fund I
Clavos Euro CDO
Addison CDO
Clarenville CDO
European Enhanced Loan Fund
Fairway Loan Funding
Intercontinental CDO I
Mayport CLO
Portola
Santa Rosa
Silver Creek Funding
Southport CLO
Waveland Ingots
Euro Galaxy CLO 2006-1
Euro Galaxy CLO II
Galaxy CLO 2003-1
Galaxy III CLO
Galaxy IV CLO
Galaxy V CLO
Galaxy VI CLO
Galaxy VII CLO
Galaxy VIII CLO
Galaxy X CLO
Galaxy XI
Mezzvest Investments II
Plymouth Rock CLO
Saturn CLO
Dryden IX-Senior Loan Fund 2005
Dryden V Leveraged Loan CDO 2003
Dryden VII Leveraged Loan CDO 2004
Dryden VIII
Dryden VI-Leveraged Loan CDO 2004

Dryden X
Dryden XI
Dryden XIV - Euro CLO 2006
Dryden XV - Euro CLO 2006
Dryden XVI - Leveraged Loan CDO 2006
Dryden XVIII - Leveraged Loan 2007
Dryden XXI - Leveraged loan CDO
Dryden XXII CLO
Euro Atlantis CLO
Gateway CLO
Gateway II - Euro CLO
Gateway III - Euro CLO III
Gateway IV - Euro CLO
Boston Harbor CLO 2004-1
Cavalry CLO I
Contego I
Dalradian European CLO I
Dalradian European CLO II
Dalradian European CLO III
Dalradian European CLO IV
Avery Point CLO I
Chatham Light CLO
Chatham Light CLO II
Katonah III
Nash Point CLO
Race Point II CLO
Race Point III CLO
Race Point IV CLO
Race Point V CLO
Race Point VI
Baker Street CLO II
Baker Street Funding CLO 2005-1
Grand Horn CLO 2007-1
Cannington Funding
Comstock Funding
ECP CLO 2012-3
Endeavor CDO
Greens Creek I
Field Point I
Field Point II
Field Point III
Field Point IV
COLTS 2007-1
Founders Grove CLO
Grant Grove CLO
Celerity CLO I
First 2004-1 CLO
First 2004-2 CLO
Gannett Peak I
Clearwater Funding CDO 2001-A

Coliseum Funding
Gallatin CLO II (2005-1)
Gallatin CLO III
Grayston CLO II 2004-1
Liberty Square CDO I
Liberty Square CDO II
Archimedes Funding IV
G Square Finance
1776 CLO I
Octagon Investment Partners IX
Octagon Investment Partners V
Octagon Investment Partners VII
Octagon Investment Partners VIII
Octagon Investment Partners X
Octagon Investment Partners XI
Octagon Investment Partners XII
Eurocredit CDO VII
NYLIM Flatiron CLO 2004-1
NYLIM Flatiron CLO 2005-1
NYLIM Flatiron CLO 2006-1
Silverado CLO 2006-I
Silverado CLO 2006-II
RMF Euro CDO
RMF Euro CDO III
RMF Euro CDO IV
Mountain View CLO III
Mountain View Funding CLO 2006-1
Mountain View II
Ocean Trails CLO I
Ocean Trails CLO II
WG Horizons CLO I
SPF CDO I
Navigator CDO 2003
Navigator CDO 2006-2
Magi Funding I
Melchior CDO
Franklin CLO I
AIG-MezzVest Investments

Manager
3i
3i
3i
3i
3i
3i
3i
3i
3i
3i
3i
3i
Aegon Usa Investment Management
Airlie Capital Management
Airlie Capital Management
Airlie Capital Management
Aladdin Capital Management
Aladdin Capital Management
Aladdin Capital Management
Aladdin Capital Management
Aladdin Capital Management
Aladdin Capital Management
Aladdin Capital Management
Aladdin Capital Management
Aladdin Capital Management
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra

Currency Principal balance


USD
EUR
221,954,830
EUR
338,682,962
EUR
303,671,975
EUR
542,071,279
EUR
646,063,471
EUR
734,880,713
EUR
599,894,462
EUR
395,846,377
EUR
358,000,000
EUR
341,208,422
EUR
66,000,000
EUR
447,000,000
USD
357,500,000
357,500,000
USD
436,940,394
436,940,394
USD
387,000,000
387,000,000
USD
109,000,000
109,000,000
USD
289,000,000
289,000,000
USD
36,000,000
36,000,000
USD
115,214,340
115,214,340
USD
136,000,000
136,000,000
USD
475,000,000
475,000,000
USD
248,000,000
248,000,000
USD
265,000,000
265,000,000
USD
325,495,475
325,495,475
USD
505,464,552
505,464,552
EUR
377,000,000
EUR
186,000,000
EUR
458,767,318
EUR
120,000,000
EUR
900,000,000
EUR
365,000,000
EUR
400,000,000
EUR
394,159,386
EUR
286,484,913
EUR
514,227,753
EUR
482,466,261
USD
400,000,000
400,000,000
USD
113,000,000
113,000,000
USD
91,000,000
91,000,000
USD
196,200,000
196,200,000
USD
154,100,000
154,100,000
USD
484,300,000
484,300,000
USD
484,900,000
484,900,000
USD
174,000,000
174,000,000
USD
396,000,000
396,000,000
EUR
204,000,000
USD
122,000,000
122,000,000
USD
324,000,000
324,000,000
USD
451,800,000
451,800,000

Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
Alcentra
AllianceBernstein
Allstate Investment Management
Allstate Investment Management
Alpstar Management
Alpstar Management
American Capital Strategies
American Money Management
American Money Management
American Money Management
American Money Management
American Money Management
American Money Management
American Money Management
Anchorage Capital
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Apollo Global Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management

USD
EUR
EUR
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD

333,300,000
452,200,000
543,300,000
546,500,000
498,100,000
322,900,000
344,067,438
338,000,000
403,255,788
321,685,080
582,000,000
400,000,000
296,000,000
484,335,265
294,601,675
423,000,000
483,469,109
411,000,000
452,000,000
872,264,434
460,000,000
323,000,000
404,550,000
389,000,000
680,000,000
134,000,000
309,044,709
75,000,000
95,114,977
159,924,984
281,586,880
419,816,061
296,917,173
400,000,000
355,000,000
355,000,000
565,000,000
506,000,000
537,000,000
753,000,000
1,125,000,000
930,000,000
600,000,000
180,800,000
407,000,000
994,000,000
308,890,000
211,435,638
556,740,557
387,040,132

333,300,000

344,067,438
338,000,000
403,255,788
321,685,080
582,000,000
400,000,000
296,000,000
484,335,265
294,601,675
423,000,000
483,469,109
411,000,000
452,000,000
872,264,434
460,000,000
323,000,000
404,550,000
389,000,000
680,000,000
134,000,000
309,044,709
75,000,000
95,114,977
159,924,984
281,586,880
419,816,061
296,917,173
400,000,000
355,000,000
355,000,000
565,000,000
506,000,000
537,000,000
753,000,000
1,125,000,000
930,000,000
600,000,000
180,800,000
407,000,000
994,000,000
308,890,000
211,435,638
556,740,557
387,040,132

Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Ares Management
Avenue Capital Management
Avenue Capital Management
Avenue Capital Management
Avoca Capital
Avoca Capital
Avoca Capital
Avoca Capital
Avoca Capital
Avoca Capital
Avoca Capital
Avoca Capital
Avoca Capital
Avoca Capital
Axa Investment Managers
Axa Investment Managers
Axa Investment Managers
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital

USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
USD
USD
USD
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD

356,483,499
803,083,288
691,270,832
410,000,000
136,000,000
421,000,000
349,000,000
411,200,000
356,000,000
411,000,000
351,600,000
689,300,000
161,000,000
232,200,000
362,000,000
58,000,000
499,415,812
187,696,441
133,000,000
379,011,865
357,898,421
414,830,000
489,300,000
499,400,000
449,200,000
151,000,000
388,000,000
464,986,446
384,917,383
255,500,414
392,828,138
422,752,533
374,000,000
474,156,834
507,199,529
710,872,882
505,514,075
341,546,734
192,824,444
354,800,000
513,332,870
398,013,167
216,000,000
227,000,000
856,649,689
502,782,328
564,000,000
563,528,135
551,843,905
737,111,632

356,483,499
803,083,288
691,270,832
410,000,000
136,000,000
421,000,000
349,000,000
411,200,000

689,300,000
161,000,000
232,200,000
362,000,000
58,000,000
499,415,812
187,696,441
133,000,000
379,011,865
357,898,421
414,830,000
489,300,000

151,000,000
388,000,000
464,986,446

398,013,167
216,000,000
227,000,000
856,649,689
502,782,328
564,000,000
563,528,135
551,843,905
737,111,632

Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Babson Capital
Fidelity
Fidelity
Bear Stearns Asset Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
Black Diamond Capital Management
BlackRock
BlackRock
BlackRock
BlackRock
BlackRock
BlackRock
BlackRock
BlackRock
BlackRock
BlueMountain Capital Management
BlueMountain Capital Management

USD
USD
USD
USD
USD
USD
USD
EUR
EUR
EUR
EUR
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD

341,000,000
514,000,000
406,850,000
358,000,000
405,000,000
461,727,583
333,452,000
601,093,264
235,732,220
430,224,349
393,128,016
476,073,876
498,048,968
493,500,000
220,000,000
528,200,000
404,700,000
312,100,000
209,000,000
265,000,000
384,100,831
369,000,000
579,234,489
20,987,151
786,205,123
1,012,696,251
951,769,960
76,000,000
250,036,794
351,000,000
248,833,061
325,320,584
286,163,782
27,000,000
380,436,492
336,197,188
356,806,496
341,404,483
202,000,000
260,746,017
385,875,236
498,580,037
458,459,195
408,000,000
10,000,000
59,000,000
114,000,000
313,000,000
410,000,000
374,000,000

341,000,000
514,000,000
406,850,000
358,000,000
405,000,000
461,727,583
333,452,000

220,000,000
528,200,000
404,700,000
312,100,000
209,000,000
265,000,000
384,100,831
369,000,000
579,234,489
20,987,151
786,205,123
1,012,696,251
951,769,960
76,000,000
250,036,794

27,000,000
380,436,492
336,197,188
356,806,496
341,404,483
202,000,000
260,746,017
385,875,236
498,580,037
458,459,195
408,000,000
10,000,000
59,000,000
114,000,000
313,000,000
410,000,000
374,000,000

BlueMountain Capital Management


BlueMountain Capital Management
BlueMountain Capital Management
BNP Paribas Asset Management
BNP Paribas Asset Management
BNP Paribas Asset Management
BNP Paribas Asset Management
BNP Paribas Asset Management
BNP Paribas Asset Management
Brigade Capital Management
Cairn Capital
Cairn Capital
Canaras
Canyon Partners
Canyon Partners
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Carlyle
Caywood-Scholl Capital Management
Cerberus Capital Management

USD
USD
USD
EUR
EUR
EUR
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
USD
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD

484,466,855
397,063,262
446,654,306
329,000,000
284,000,000
284,535,296
182,438,055
186,555,079
303,808,979
497,000,000
475,000,000
391,225,849
293,000,000
333,000,000
281,000,000
597,699,267
508,155,650
456,723,609
69,811,497
552,029,446
507,000,000
509,900,000
510,000,000
500,000,000
167,439,154
335,676,221
519,242,924
395,242,300
534,874,531
80,000,000
292,244,693
382,000,000
419,725,996
456,441,180
484,166,517
514,000,000
243,000,000
334,000,000
503,000,000
476,395,944
700,000,000
762,129,277
314,040,703
106,300,000
298,700,000
300,200,000
400,000,000
1,158,023,050
286,493,645
550,000,000

484,466,855
397,063,262
446,654,306

497,000,000
475,000,000
391,225,849
293,000,000
333,000,000
281,000,000
597,699,267
508,155,650
456,723,609
69,811,497
552,029,446
507,000,000
509,900,000
510,000,000
500,000,000
167,439,154
335,676,221
519,242,924
395,242,300
534,874,531
80,000,000
292,244,693
382,000,000
456,441,180

106,300,000
298,700,000
300,200,000
400,000,000
1,158,023,050
286,493,645
550,000,000

Cheyne Capital
Cheyne Capital
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIFC
CIT Group Holdings
Citi
Citi
Citi
Citi
Clearwater Capital
Cohen & Company
Columbia Management
Columbia Management
Columbia Management
Columbia Management
Columbia Management
Columbia Management
Columbia Management
Columbia Management
Columbia Management
Columbia Management
Commerzbank
CQS Management
CQS Management
CQS Management

USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
USD
USD
USD

308,303,279
813,305,888
499,927,382
507,682,975
286,825,438
513,466,922
385,400,000
614,074,262
405,658,019
599,000,000
443,100,000
415,000,000
366,000,000
460,000,000
490,268,512
434,000,000
278,499,031
104,000,000
153,588,921
258,000,000
376,920,198
381,434,164
134,000,000
182,300,000
265,000,000
354,000,000
386,000,000
13,000,000
410,000,000
512,200,000
342,593,872
415,410,022
548,210,359
734,041,554
101,000,000
276,886,080
397,371,674
725,500,000
618,077,000
500,000,000
617,300,000
41,000,000
945,076,644
544,000,000
827,500,000
63,600,000
168,000,000
388,447,623
384,000,000
443,221,367

308,303,279
813,305,888
499,927,382
507,682,975
286,825,438
513,466,922
385,400,000
614,074,262
405,658,019
599,000,000
443,100,000
415,000,000
366,000,000
460,000,000
490,268,512
434,000,000
278,499,031
104,000,000
153,588,921
258,000,000
376,920,198
381,434,164
134,000,000
182,300,000
265,000,000
354,000,000
386,000,000
13,000,000
410,000,000
512,200,000
342,593,872
415,410,022
548,210,359
734,041,554
101,000,000
276,886,080
397,371,674
725,500,000
618,077,000
500,000,000
617,300,000
41,000,000
945,076,644
544,000,000
827,500,000
63,600,000
388,447,623
384,000,000
443,221,367

Credit Suisse Asset Management


Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
Credit Suisse Asset Management
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
CVC Credit
De Meer Asset Management
Denali Capital
Denali Capital
Denali Capital
Denali Capital
Deutsche Asset Management
Deutsche Asset Management
Deutsche Asset Management

USD
USD
USD
USD
USD
USD
EUR
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
USD

137,000,000
80,000,000
319,973,076
556,000,000
724,000,000
407,000,000
450,000,000
458,710,179
492,803,134
481,155,679
827,366,567
226,000,000
229,000,000
333,997,755
213,000,000
34,000,000
458,000,000
811,600,000
665,500,000
496,900,000
665,500,000
513,000,000
411,000,000
264,000,000
340,131,309
307,800,000
346,964,769
257,000,000
370,710,881
285,000,000
350,000,000
400,000,000
352,000,000
350,000,000
350,500,000
434,022,411
423,951,639
134,800,000
425,200,000
467,200,000
411,700,000
309,300,000
266,972,194
131,173,996
383,839,394
500,900,000
795,650,000
99,611,761
282,146,801
161,000,000

137,000,000
80,000,000
319,973,076
556,000,000
724,000,000
407,000,000

827,366,567
226,000,000
229,000,000
333,997,755
213,000,000
34,000,000
458,000,000
811,600,000
665,500,000
496,900,000
665,500,000
513,000,000
411,000,000
264,000,000
340,131,309
307,800,000
346,964,769
257,000,000
370,710,881
285,000,000
350,000,000
400,000,000
352,000,000
350,000,000
350,500,000

134,800,000
425,200,000
467,200,000
411,700,000
309,300,000
266,972,194
131,173,996
383,839,394
500,900,000
795,650,000
99,611,761
161,000,000

Deutsche Asset Management


Deutsche Asset Management
Deutsche Asset Management
Deutsche Asset Management
Doral Money Management
Doral Money Management
Eaton Vance
Eaton Vance
Eaton Vance
Eaton Vance
Eaton Vance
Eaton Vance
Eaton Vance
Eaton Vance
Egret Capital Partners
Equinotes Management
Feingold O'Keeffe Capital
Feingold O'Keeffe Capital
Fidelity
Fore Research and Management
Fortress Investment Group
Fortress Investment Group
Fortress Investment Group
Fortress Investment Group
Fortress Investment Group
Fortress Investment Group
Fortress Investment Group
Fortress Investment Group
Fortress Investment Group
Fortress Investment Group
Fortress Investment Group
Fortress Investment Group
Franklin Templeton Investments
Franklin Templeton Investments
Franklin Templeton Investments
Fraser Sullivan Investment Management
Fraser Sullivan Investment Management
Fraser Sullivan Investment Management
Fraser Sullivan Investment Management
Fraser Sullivan Investment Management
Fraser Sullivan Investment Management
Fraser Sullivan Investment Management
Fraser Sullivan Investment Management
Freeport Financial
Garrison
GE Asset Management
GE Asset Management
Global Leveraged Credit
GoldenTree Asset Management
GoldenTree Asset Management

USD
USD
USD
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
USD
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD

398,297,148
500,000,000
491,602,753
505,000,000
415,000,000
450,000,000
472,000,000
143,000,000
160,000,000
500,000,000
460,000,000
409,336,849
720,000,000
547,046,652
418,500,000
192,000,000
283,000,000
350,000,000
595,574,414
498,423,198
3,000,000
141,000,000
1,835,000,000
400,000,000
453,000,000
88,000,000
840,000,000
210,000,000
4,232,821,688
77,958,580
299,925,074
324,884,301
32,000,000
452,000,000
374,000,000
241,000,000
196,000,000
513,000,000
500,000,000
459,000,000
401,000,000
408,000,000
460,000,000
297,000,000
195,000,000
19,000,000
118,000,000
482,878,449
317,000,000
513,543,068

398,297,148
500,000,000
491,602,753
415,000,000
450,000,000
472,000,000
143,000,000
160,000,000
500,000,000
460,000,000
409,336,849
720,000,000
418,500,000
283,000,000
350,000,000
595,574,414
498,423,198
3,000,000
141,000,000
1,835,000,000
400,000,000
453,000,000
88,000,000
840,000,000
210,000,000
4,232,821,688
77,958,580
299,925,074
324,884,301
32,000,000
452,000,000
374,000,000
241,000,000
196,000,000
513,000,000
500,000,000
459,000,000
401,000,000
408,000,000
460,000,000
297,000,000
195,000,000
19,000,000
118,000,000
482,878,449
317,000,000
513,543,068

GoldenTree Asset Management


GoldenTree Asset Management
GoldenTree Asset Management
GoldenTree Asset Management
GoldenTree Asset Management
GoldenTree Asset Management
Goldman Sachs Asset Management
Goldman Sachs Asset Management
Golub Capital
Golub Capital
Golub Capital
Golub Capital
Golub Capital
Golub Capital
Golub Capital
Golub Capital
Golub Capital
Greywolf Capital Management
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone

USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
USD
USD
USD
USD
USD
USD
USD
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
USD

713,000,000
750,000,000
700,000,000
749,000,000
328,485,727
430,259,280
389,000,000
572,000,000
184,000,000
295,000,000
172,000,000
510,150,000
400,000,000
306,000,000
251,000,000
345,000,000
405,000,000
490,693,128
1,443,000,000
408,094,054
54,000,000
467,000,000
408,900,000
389,140,373
595,000,000
690,000,000
463,089,287
422,558,924
189,000,000
48,000,000
228,073,752
327,193,938
251,708,286
332,502,146
513,250,000
617,100,000
462,152,000
459,029,683
490,903,934
480,042,492
282,171,067
325,121,596
562,614,957
437,184,658
904,688,369
506,229,629
825,000,000
571,718,121
590,225,058
168,000,000

713,000,000
750,000,000
700,000,000
749,000,000
328,485,727
430,259,280
389,000,000
572,000,000
184,000,000
295,000,000
172,000,000
510,150,000
400,000,000
306,000,000
251,000,000
345,000,000
405,000,000
490,693,128
1,443,000,000
54,000,000
467,000,000
408,900,000
389,140,373
595,000,000
690,000,000
463,089,287
189,000,000
48,000,000
228,073,752
327,193,938
251,708,286
332,502,146
513,250,000
617,100,000
462,152,000

168,000,000

GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
GSO/Blackstone
Guggenheim Partners
Guggenheim Partners
Guggenheim Partners
Guggenheim Partners
Guggenheim Partners
Guggenheim Partners
Guggenheim Partners
Halcyon Asset Management
Halcyon Asset Management
Halcyon Asset Management
Halcyon Asset Management
Halcyon Asset Management
Halcyon Asset Management
Halcyon Asset Management
Halcyon Asset Management
Halcyon Asset Management
Halcyon Asset Management
Halcyon Asset Management
Halcyon Asset Management
Halcyon Asset Management
HarbourView Asset Management
Harch Capital Management
Harch Capital Management
Harch Capital Management
Henderson Global Investors
Henderson Global Investors
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management

EUR
USD
USD
USD
USD
USD
USD
EUR
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
EUR
USD
EUR
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD

498,812,500
1,250,000,000
589,774,484
253,500,000
400,000,000
319,000,000
435,000,000
597,900,000
421,100,000
293,000,000
234,100,000
372,000,000
107,600,000
400,000,000
111,000,000
1,012,000,000
717,050,000
352,784,236
24,000,000
479,045,556
424,000,000
288,389,529
404,309,178
402,551,683
345,000,000
381,789,935
423,000,000
332,000,000
360,440,061
373,167,450
389,528,992
500,000,000
507,424,881
446,129,927
412,000,000
383,000,000
201,000,000
267,000,000
181,433,861
288,924,570
497,000,000
236,000,000
650,729,559
74,000,000
1,394,838,916
852,973,060
1,427,000,000
943,000,000
243,000,000
181,000,000

1,250,000,000
589,774,484
253,500,000
400,000,000
319,000,000
435,000,000

372,000,000
107,600,000
400,000,000
111,000,000
1,012,000,000
717,050,000
352,784,236
24,000,000
479,045,556
424,000,000
288,389,529
404,309,178
402,551,683
345,000,000

360,440,061
389,528,992
500,000,000
507,424,881
446,129,927
412,000,000
383,000,000
201,000,000
267,000,000

497,000,000
236,000,000
650,729,559
74,000,000
1,394,838,916
852,973,060
1,427,000,000
943,000,000
243,000,000
181,000,000

Highland Capital Management


Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Highland Capital Management
Hillmark Capital Management
IKB
IKB
IKB
Indosuez Capital
ING Investment Management
ING Investment Management
ING Investment Management
ING Investment Management
ING Investment Management
ING Investment Management
ING Investment Management
ING Investment Management
ING Investment Management
Intermediate Capital Group
Intermediate Capital Group
Intermediate Capital Group
Intermediate Capital Group
Intermediate Capital Group
Intermediate Capital Group
Intermediate Capital Group
Intermediate Capital Group
Intermediate Capital Group
INVESCO
INVESCO
INVESCO
INVESCO
INVESCO
INVESCO
INVESCO
INVESCO
INVESCO
INVESCO
INVESCO
INVESCO
INVESCO
INVESCO
Investec
Investec
Investec

USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
EUR

648,483,873
911,000,000
724,000,000
174,000,000
763,000,000
951,000,000
659,700,000
656,000,000
200,400,000
910,000,000
453,000,000
370,760,241
741,000,000
418,643,209
73,936,938
290,000,000
263,000,000
489,000,000
462,000,000
500,000,000
371,000,000
354,000,000
642,200,000
484,900,000
142,046,609
64,682,265
309,000,000
223,639,549
566,530,976
493,315,974
501,459,362
1,426,000,000
335,000,000
432,025,770
467,307,482
285,000,000
421,000,000
82,680,249
493,487,338
275,000,000
307,600,000
394,000,000
547,700,000
121,000,000
663,000,000
292,000,000
643,800,000
200,165,517
202,583,726
565,580,858

648,483,873
911,000,000
724,000,000
174,000,000
763,000,000
951,000,000
659,700,000
656,000,000
200,400,000
910,000,000
453,000,000

73,936,938
290,000,000
263,000,000
489,000,000
462,000,000
500,000,000
371,000,000
354,000,000
642,200,000
484,900,000

432,025,770
467,307,482
285,000,000
421,000,000
82,680,249
493,487,338
275,000,000
307,600,000
394,000,000
547,700,000
121,000,000
663,000,000
292,000,000
643,800,000

Investec
Ivory Hill Asset Management
JMP Group
Katonah Debt Advisors
Katonah Debt Advisors
Katonah Debt Advisors
Katonah Debt Advisors
Katonah Debt Advisors
KDP Investment Advisors
Kingsland Capital Management
Kingsland Capital Management
Kingsland Capital Management
Kingsland Capital Management
Kingsland Capital Management
KKR Financial Advisors
KKR Financial Advisors
KKR Financial Advisors
KKR Financial Advisors
KKR Financial Advisors
KKR Financial Advisors
KVK
LCM
LCM
LCM
LCM
LCM
LLCP Advisors
Lord Abbett
Lufkin Advisors
Lufkin Advisors
Lufkin Advisors
LCM
LCM
LCM
LCM
LCM
M&G Investment Management
M&G Investment Management
M&G Investment Management
M&G Investment Management
M&G Investment Management
M&G Investment Management
M&G Investment Management
M&G Investment Management
MBIA
MFS Investment Management
MFS Investment Management
MJX
MJX
MJX

EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD

299,891,337
244,000,000
489,000,000
323,000,000
394,000,000
355,000,000
500,000,000
343,952,260
18,000,000
371,646,853
423,301,524
425,000,000
480,460,643
480,414,672
682,653,135
764,000,000
750,015,488
3,236,289,838
837,000,000
400,000,000
353,000,000
351,000,000
103,000,000
666,300,000
410,000,000
485,000,000
700,000,000
402,000,000
264,000,000
254,056,911
290,313,044
386,722,542
216,114,215
273,208,235
600,000,000
500,000,000
182,000,000
100,390,586
164,000,000
153,909,591
400,000,000
193,424,063
225,886,611
384,725,000
400,000,000
56,000,000
181,000,000
56,000,000
170,900,000
317,300,000

244,000,000
489,000,000
323,000,000
394,000,000
355,000,000
500,000,000
343,952,260
18,000,000
371,646,853
423,301,524
425,000,000
480,460,643
480,414,672
682,653,135
764,000,000
750,015,488
3,236,289,838
837,000,000
400,000,000
353,000,000
351,000,000
103,000,000
666,300,000
410,000,000
485,000,000
700,000,000
402,000,000
264,000,000
254,056,911
290,313,044
386,722,542
216,114,215
273,208,235
600,000,000
500,000,000
182,000,000
100,390,586
164,000,000
153,909,591
400,000,000
193,424,063
225,886,611
384,725,000
400,000,000
56,000,000
181,000,000
56,000,000
170,900,000
317,300,000

MJX
MJX
MJX
MJX
MJX
Neuberger Berman
Neuberger Berman
Neuberger Berman
Neuberger Berman
Neuberger Berman
Neuberger Berman
Neuberger Berman
Neuberger Berman
New York Life Investment Management
Octagon Credit Investors
Octagon Credit Investors
Ore Hill Partners
Ore Hill Partners
Ore Hill Partners
Pemba Credit Advisers
Pimco
Pimco
Pimco
Pimco
Pimco
Pimco
Pimco
Pimco
Pimco
Pimco
Pimco
PineBridge Investments
PineBridge Investments
PineBridge Investments
PineBridge Investments
PineBridge Investments
PineBridge Investments
PineBridge Investments
PineBridge Investments
PineBridge Investments
PineBridge Investments
PineBridge Investments
PineBridge Investments
PineBridge Investments
PineBridge Investments
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)

USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
USD
USD
USD
USD
USD
USD
EUR
USD
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD

500,000,000
400,000,000
400,000,000
254,900,000
850,000,000
1,276,000,000
40,000,000
422,000,000
391,000,000
558,000,000
442,236,644
500,000,000
309,000,000
354,000,000
500,000,000
820,456,798
353,000,000
714,000,000
184,000,000
396,024,368
34,204,001
152,000,000
364,059,275
764,141,511
95,980,207
394,000,000
483,700,000
282,000,000
81,000,000
181,000,000
20,000,000
383,000,000
405,782,682
80,175,170
183,809,037
268,422,272
482,367,731
495,659,387
443,343,857
494,914,640
350,000,000
404,000,000
810,000,000
480,400,000
494,000,000
522,250,000
56,000,000
129,600,142
441,411,307
140,519,926

500,000,000
400,000,000
400,000,000
254,900,000
850,000,000
1,276,000,000
40,000,000
422,000,000
391,000,000
558,000,000
442,236,644
500,000,000
354,000,000
500,000,000
820,456,798
353,000,000
714,000,000
184,000,000
34,204,001

764,141,511
95,980,207
394,000,000
483,700,000
282,000,000
81,000,000
181,000,000
20,000,000

80,175,170
183,809,037
268,422,272
482,367,731
495,659,387
443,343,857
494,914,640
350,000,000
404,000,000
810,000,000
480,400,000
494,000,000
522,250,000
56,000,000
129,600,142
441,411,307
140,519,926

Prudential Fin. (Pramerica)


Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Prudential Fin. (Pramerica)
Putnam Investments
Regiment Capital Advisors
Rothschild
Rothschild
Rothschild
Rothschild
Rothschild
Sankaty Advisors
Sankaty Advisors
Sankaty Advisors
Sankaty Advisors
Sankaty Advisors
Sankaty Advisors
Sankaty Advisors
Sankaty Advisors
Sankaty Advisors
Sankaty Advisors
Seix Advisors
Seix Advisors
Seix Advisors
Silvermine Capital Management
Silvermine Capital Management
Silvermine Capital Management
Silvermine Capital Management
Silvermine Capital Management
SilverPoint Capital
SilverPoint Capital
SilverPoint Capital
SilverPoint Capital
Structured Asset Investors
Tall Tree Investment Management
Tall Tree Investment Management
TCW
TCW
TCW
McDonnell
Tiber Asset Management

EUR
USD
EUR
EUR
USD
USD
USD
USD
EUR
EUR
EUR
EUR
EUR
USD
USD
EUR
EUR
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD

377,838,912
747,800,000
462,367,043
633,100,000
483,219,141
419,000,000
500,000,000
262,000,000
158,506,250
487,000,000
387,989,160
399,918,395
403,465,140
67,000,000
422,000,000
285,000,000
336,379,225
380,114,083
392,571,723
365,093,680
171,836,486
126,710,113
465,000,000
124,566,144
600,000,000
181,100,000
610,800,000
550,000,000
405,000,000
810,100,000
361,000,000
323,000,000
192,000,000
441,434,775
420,610,038
462,500,000
122,843,378
438,484,618
238,074,256
104,000,000
198,113,468
303,837,470
310,238,141
225,000,000
294,000,000
116,271,139
320,207,884
169,084,418
577,000,000
234,000,000

747,800,000

483,219,141
419,000,000
500,000,000
262,000,000

67,000,000
422,000,000

171,836,486
126,710,113
465,000,000
124,566,144
600,000,000
181,100,000
610,800,000
550,000,000
405,000,000
810,100,000
361,000,000
323,000,000
192,000,000
441,434,775
420,610,038
462,500,000
122,843,378
438,484,618
238,074,256
104,000,000
198,113,468
303,837,470
310,238,141
225,000,000
294,000,000
116,271,139
320,207,884
169,084,418
577,000,000
234,000,000

Travelers Asset Management


UrsaMine
UrsaMine
UrsaMine
Wellington Management Company
Wellington Management Company
Westgate Horizons Advisor
Wharton Asset Management
WR Huff Asset Management
Octagon Credit Investors
Octagon Credit Investors
Octagon Credit Investors
Octagon Credit Investors
Octagon Credit Investors
Octagon Credit Investors
Octagon Credit Investors
Intermediate Capital Group
New York Life Investment Management
New York Life Investment Management
New York Life Investment Management
New York Life Investment Management
New York Life Investment Management
Pemba Credit Advisers
Pemba Credit Advisers
Pemba Credit Advisers
Seix Advisors
Seix Advisors
Seix Advisors
Westgate Horizons Advisor
Westgate Horizons Advisor
Westgate Horizons Advisor
SilverPoint Capital
GE Asset Management
GE Asset Management
Henderson Global Investors
Henderson Global Investors
Franklin Templeton Investments
Capvest Venture Fund

USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
USD
USD
USD
USD
USD
EUR
EUR
EUR
USD
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
USD
USD

30,000,000
384,912,463
429,992,420
69,000,000
34,000,000
46,408,634
119,000,000
500,000,000
400,000,000
166,000,000
189,000,000
424,800,000
460,300,000
512,000,000
317,100,000
517,000,000
80,000,000
167,000,000
618,000,000
307,000,000
350,000,000
225,300,000
307,500,000
433,700,000
505,400,000
468,000,000
427,000,000
318,000,000
371,000,000
369,000,000
694,600,000
94,800,000
342,000,000
288,000,000
125,500,000
29,000,000
236,000,000

30,000,000
384,912,463
429,992,420
69,000,000
34,000,000
0
46,408,634
119,000,000
500,000,000
400,000,000
166,000,000
189,000,000
424,800,000
460,300,000
512,000,000
317,100,000
80,000,000
167,000,000
618,000,000
307,000,000
350,000,000

505,400,000
468,000,000
427,000,000
318,000,000
371,000,000
369,000,000
694,600,000
94,800,000
342,000,000

29,000,000
236,000,000

EUR
221,954,830
338,682,962
303,671,975
542,071,279
646,063,471
734,880,713
599,894,462
395,846,377
358,000,000
341,208,422
66,000,000
447,000,000

377,000,000
186,000,000
458,767,318
120,000,000
900,000,000
365,000,000
400,000,000
394,159,386
286,484,913
514,227,753
482,466,261

204,000,000

% in default
2.7074
2.4654
1.0186
0.388
0.6556
0.9223
2.0637
3.0732
4.1176
0

CCC bucket
Snr OC cushion Jnr OC cushion WARF
32853331.36
29.49
1.04
2881
35412148.35
11.786
0.683
2528
16788907.72
26.63
0.03
3181
0
7.08
2.14
2793
4594557.88
7.65
1.52
2937
0
9.03
1.64
29
0
14.03
1.68
30
9257229.46
14.99
1.57
2968
7153579.39
7.35
0.24
3034
8912768.37
11.09
1.88
2889

2.5039 15199480.22

7.27

1.31

2546

2.1458 36465712.14

16.88

1.84

2813

11.871 25570478.37

69.35

-10.442

3731

0.7043 30110161.03
3.6394 24577139.99

8.113
12.28

1.712
0.14

2573
2672

3.9299 18380898.77
1.6765 29043491.32

16.8
21.8

1.46
4.93

2554
2536

18.91

8.99

59

0.8838 26030276.84

9.84

0.62

3007

2.573
0
0
0
0.3592 13579393.51
1.5371 16487134.27
2.5101 16667389.08
0.69%
4.54%

8.18
10.42
17.32
9.43
11.42
7.91%

2.54
0.66
0.09
-0.71
1.88
1.18%

3095
31
3210
3119
2934
2402

3.8738

4.41%
0.64%
2.52%
1.16%
2.08%

12.07%
6.47%
4.90%
6.31%
1.81%

34.75%
22.16%
57.30%
12.50%
12.12%

-10.80%
3.26%
7.36%
4.20%
4.37%

3333
2797
2503
2571
2406

0.00%
0.89%
1.21%
1.29%

2.74%
5.83%
5.99%
1.98%

22.67%
19.05%
13.21%
9.90%

13.20%
2.88%
3.39%
3.00%

3253
2672
2334
2344

452,200,000
543,300,000
546,500,000
498,100,000
322,900,000

1.43%
2.62%
1.88%
2.81%
1.51%
3.47%
2.47%
1.20%
2.57%
4.28%
2.41%
0.00%
0 16699343.01

10.70%
12.51%
5.98%
7.04%
10.07%
15.05%
12.4

1.80%
1.52%
0.11%
0.47%
1.79%
3.84%
3.88

2381
2911
2937
2929
29
30
2518

0.6063 24768139.19
3.8741 3949463.93

11.43
18.58

4.13
-0.06

2350
2695

0
1.0334
0.6019
0.5666

11352613.77
11041258.37
23282312.05
11170402.45

14.56
11.47
10.72
9.3

4.22

0
2288
2309
2374

1.1715 28765007.93

8.26

1.97

2414

0 15079553.75

7.58

4.34

2708

0.0273 30205591.53

8.23

2.36

2351

1.0113 14263323.86

15.42

3.19

2306

1.7929 7744784.11
2.159
18309259
1.2576 27427416.89
0.7742 21773602.56
0 13715028.18

75.35
66.4
34
14.43
10.2

3.86

3016
2833
2680
2582
2463

0.794 24307893.44
0.2445 29287294.21

11.45
12.31

0.00%

4.03
3.1

2492
2517

7.61%

0.392 6175790.07
1.6206 10884696.04
0 15468726.9
0.6409 14303063.93

3804

10.57
97.17
20.45
26

5.48
16.95

2261
2588
2423
2578

356,000,000
411,000,000
351,600,000

1.279 15268219.83
0.2992 33415710.22
0.9188 49117829.86

17.8
13.74
8.71

4.2
3.42
2.99

2450
2283
2481

2.761 19795934.6
1.3973 34301323.02

18.82
6.67

4.21
2.5

2589
2570

0.59%

2.89%

4.88%

-0.72%

2650

0.34%
0.44%

0.59%
3.51%

10.34%
12.55%

2.54%
3.77%

2531
2322

0.00%

3.15%

82.96%

5.0974 17497077.61
2.0586 30552059.71
2.8343 9894276.04
25.4429
7884950
3.8563 5612159.72
3.3858 4408796.63
3.2183 5708398.15
5.0019
0

70.15
5.54
23.4
10.37
14.57
8.47
20.07
3.79

0.82
2.732
5.7

2466

4.05
1.92
4.14
-2.25

3001
2581
2618
3663
2812
2998
2867
3008

499,400,000
449,200,000

384,917,383
255,500,414
392,828,138
422,752,533
374,000,000
474,156,834
507,199,529
710,872,882
505,514,075
341,546,734
192,824,444
354,800,000
513,332,870

3.1339
4.5931
5.2619
1.1982
0.994
0.7556

20934404.46
22549795.13
0
11338681.16
9935837.58
11624003.01

8.58
3.477
12.93
15.07
5.75
3.4

1.96
-3.82
-2.78
-2.29

2385
2372
2715
3004
0
3003

2.6093
2.7229
2.5793
1.058
6.133
6.7625
1.2736
4.3159
3.1753
1.0218
1.2805
1.5782
1.7547

14423285
6706780.32
3142620.44
1000000
9102400.15
10583470.67
0
7928249.28
46696362.41
36295749.56
27447668.64
38900470.68
22317090.53

7.06
7.77
6.84
10.1
15.1562
28.91
6.37
3.5
63.95
22.34
20.41
10.35
12.53

-1.96
0.77
0.37
1.08
1.9333
9.07
2.15
0.2
8.67
8.37
8.39
4.44
4.56

2905
29
29
29
2723
3176
2947
2890
3238
3084
2823
2520
2620

0.8949 30549443.59
1.2789 8678665.33
1.1337 25782132.26

10.62
11.54
12.05

3.73
6.02
5.12

2682
2475
2552

601,093,264
235,732,220
430,224,349
393,128,016
476,073,876
498,048,968
493,500,000

351,000,000
248,833,061
325,320,584
286,163,782

0.8295
0.4706
2.564
6.603
3.5903
2.548
2.3055
3.7043
2.09%
0.71%
1.06%
1.32%
1.65%

22871670.46
15148244.63
9043434.2
2844681.15
7302189.07
6302023.14
18571096.35
13297182.34
0.00%
14.77%
3.46%
3.61%
2.68%

9.06
15.0197
-1.23
18.76
27.06
45.4
20.73
27.76
30.61%
11.75%
12.25%
7.55%
12.55%

2.5
4.1881
-2.25
-3.4
0.14
1.71
-0.13
0.52
1.06%
-1.43%
6.00%
2.39%
2.31%

2547
2501
3073
3035
2795
2879
2938
2927
2863
2446
2035
2513
2619

0.1305

17470554.3

23.55

7.8

2914

0.9647
4.7498
5.6099
3.3578
4.2261

29518714.74
5923819.41
77963961.69
67595798.87
65098992.51

11.78
2.7508
29.55
19.49
20.95

4.66
2.7658
4.17
4.37
5.48

2569
2774
2727
2572
2595

5.5275 14305367.32

14.72

2.25

2842

9.9922 1380200.91
5.6577 11032940.51
2.1343 4920133.93

22.74
7.906
2.5659

-4.57
-3.481

3643
3362
3088

41771859.81
20226150.18
35546545.98
21573179.73

33.29
18.46
12.95
9.21

2.66
3.81
1.14
3.39

3036
2833
3206
2547

1.1842 2950584.49
0.6338 11047403.07
0.0157 26486750.16
0.3262 21008227.11

30.5
22.39
8.21
9.038

4.78
2.9
2.845

2295
2337
2441
2455

212.62%

-2.66%

2378

10.5971
6.2282
9.2664
1.5679

0.72%

5.54%

0.3765 19864309.93
0.5171 25948849.87
1.0043
25346993
329,000,000
284,000,000
284,535,296
182,438,055
186,555,079
303,808,979

419,725,996
484,166,517
514,000,000
243,000,000
334,000,000
503,000,000
476,395,944
700,000,000
762,129,277
314,040,703

12.7
12.14
12.83

5.13
4.74
4.36

2539
2672
2694

6.3584
4.5634
10.2334
6.1381

4784964.04
0
6000000
7000000.04

2.88
2.24
13.42
4.35

-1.92
-1.05
-3.07
-0.2

3043
3113
3939
2839

1.8439

5963000.01

7.87

1.39

2849

0.574
0.3092
0.6661
0.7328
9.2539
0.9657

33169859.21
24247730.91
28654520.24
21345839.56
9592766.31
36097758.09

14.82
8.78
10.742
14.15
1968.47
9.102

4.1
2.3
4.304
3.47
-4.32
2.52

2737
2504
2451
2473
3515
2378

0
0.9015
0.1497
0.1194
0.1063
0.7882
2.4615
0.9185
0.3209
3.4254
1.9607
3.9486

35899444.85
23262034.95
22378375.98
47388571.67
23791603.21
27209219.39
31388016.25
27339480.72
35377479.05
18584617.28
5057798.16
13976767.91

18.14
72.233
13.75
11.2
10.205
9.655
29.64
32.13
16.616
9.72
11.64
9.91

2.6196 10858032.15
2.1928 15975661.3
4.23 22998357.12
1.2956 66957702.49
0.4679 3758291.09
0 7000247.52
4.26%
13.83%
1.83%
6.52%
1.68%
4.55%
0.00%
5.26%
3.7372
0
1.6343 13513158.19

1.86
0.72

2642
3073
2628
2577
2575
2465
2690
2476
2097
2919
2919
2880

8.17
5.3

0.98
2.41

2957
3014

3.33
8.44
9.46
26.1
94.56%
15.42%
10.90%
7.01%
7.4
13.3

-8.08
-0.29
0.9
4.02
9.01%
3.13%
2.96%
0.86%
3.2
2.4

2786
2574
2482
2754
3126
2631
2610
2610
3045
2482

4.86
4.08
3.064
1.998

7.7165
8.5238
1.2266
0.9797
1.7328
0.967
0.1075
0
0.5333
0.8162
0.601

45266870.14
6955000
17387010.53
12628839.05
15756994.86
39324754.97
16753451.66
31711658.15
33300907.85
19705633.9
42356735.5

-8.59
14.94
9.77
8.31
17.04
8.94
9.78
10.46
10.81
10.63
12.85

-34.25
0.62
3.16
3.48
1.88
3.08
2.78
3.87
3.96
3.24
4.74

3172
27
2390
2416
2371
2703
2774
2640
2706
2624
2712

0.2852 5693376.72
0 7927654.56
0.2357 13565270.69

10.84
11.66
9.45

2.17

2342
2372
2385

1.1032 10527222.08
7.1832 9516321.56
4.7204 16090436.05
1.627
20075440
1.6684 20657671.2
1.0916 20397713.95
2.59%
11.07%
1.77%
3.46%

26.72
49.5
31.97
9.11
9.42
9.38
66.75%
32.66%

7.05
-2.41
4.728
2.84
2.61
2.86
2.97%
3.56%

2478
2643
2439
2205
2432
2411
2954
2396

0.00%

7.16%

11.35%

2034

0.742
0.6075
0.4987
0.6513
0.7085

16369976.25
19808475.43
25643125.53
31384822.22
45188040.24

19.27
10.04
9.71
11.637
32.7

3.25
2.71
2.34
5.885
3.31

17.5983
0.8427
0.7731
0.9771
0.9343
1.2254
6.3383
1.397
3.0572
0.7993
12.68%

0
27549830.45
55922947.14
46024420.59
27423159.77
39078498.44
42226152.4
57295375.36
41880684.36
63708163.3
8.78%

-6.0986
11.79
14.37
12.63
10.09
10.08
70.61
19.819
12.6
12.46
11.69%

-12.4572
6.04
6.95
5.62
3.08
3.92
11.38
6.564
3.62
5.17

0.3583 11462931.52
0 10667435.19
0 12296993.44

7.66
9.94
12.29

1.64
3.31
3.16

2637
2439
2439
2490
2551

2599
2476
2534
2515
2576
2483
2523
2514
3658

168,000,000
2802
2664
2688

450,000,000
458,710,179
492,803,134
481,155,679

434,022,411
423,951,639

282,146,801

4.4214 20562584.65

18.68

0.22

2556

5.1435 44077259.79
2.0999 60921346.85
1.0607 63996042.38

29.31
12.47
15.17

8.4
5.56
8.42

2867
2769
2710

1.9322
3.6033
1.8521
0.4788
1.5593
4.8252
4.2681
2.5535
0.433
30.4659

27981346.37
18456306.26
26823748.34
25128234.34
68310172.87
66912750.83
38909868.01
29000396.21
36099378.9
30450774.18

11.98
8.66
8.38
6.45
15.63
20.171
25.29
22.04
47.53
-113

1.55
-1.36
-0.43
-0.47
8.4
3.51
2.77
8.27
12.39
-21.43

3058
3033
3037
2950
2703
2716
2691
2448
2586
4221

0.85%
0.96%
0.48%
0.35%

8.61%
8.88%
5.84%
10.10%

15.47%
16.29%
18.10%
15.39%

8.16%
9.42%
10.49%
8.22%

2726
2712
2673
2704

1.3097 26120057.44
1.0606 22444141.75
0.5979 14492217.17

11.52
12.51
8.47

2.51
3.9
2.93

2569
2670
2298

0.6107 19598985.41

12.68

4.66

2431

0.8755 13575717.21
0.4925 14989762.74

11.03
11.29

3.84
4.9

2430
2428

0 19857044.4
3.554
9115440
3.8197
0
2.12%
11.27%
1.70%
3.56%
1.48%
5.04%
1.89%
2.44%
2.96%
2.68%
4.4184
0
6.2662 3689387.27
2.0558 8265249.73
1.9689 5769633.04
1.4335 14828156.89
1.0262 8850493.13
0 9679911.46

11.17
23.72
42.4
48.23%
14.71%
14.90%
14.96%
25.85%
10.0877
124.68
13.93
10.47
6.68
404.56
9.17

4.1
0.11
3.29
2.89%
2.94%
3.29%
2.79%
4.16%
2.7061
15.86
3.8
1.95
2.09
9.21
-0.67

2490
2897
2874
2789
2478
2470
2380
2276
3001
2590
2580
2547
2893
2986

0.9616 21509801.53
1.443 28259846.55
1.6647 36726145.34

7.99
7.38
10.26

3.38
1.38
3.78

2384
2258
2379

0.1179 17693551.76

11.97

1.436 6801061.51
0.1577 18451866.84
1.1126 16977621.13
2.5432
0

10.962
12.4
10.77
1.86

3.7576
5.7
3.71
-1.537

1940
1853
2156
2941

0.5541 26492717.93
0.4735 53473435.72
0 21636265.27

6.99
12.8
7.051

0.36
6.4

2672
2680
2379

505,000,000

547,046,652

2292

192,000,000

7.392

785271493

15.96

3678

3.0177

1012.45

4.46

2177

0 39778270.46
1.1251 25854425.89

12
11.65

4.42
4.57

2335
2433

0
0
8.6509 30909187.85

10.74

2.08

2841

8.2598 75584334.92

15.54

2998

408,094,054

422,558,924

459,029,683
490,903,934
480,042,492
282,171,067
325,121,596
562,614,957
437,184,658
904,688,369
506,229,629
825,000,000
571,718,121
590,225,058

1.1169 44908827.29
1.1702 37919103.13

16.46
17.6

8.32
9.27

2791
2761

0 19006759.41
0 2567068.71

64.6
13.09

28.3
6.79

3030
29

0.7612 15739405.96

17.23

4.49

2658

21221316.9

16.64

9.04

2072

2.9025
0.3019
0.0827
0.0864
0.2499

12889983.31
11592303.76
14961090.79
11391684.68
19814199.93

12.2
42.1
11.8
13.05
11.9

1.18
4.9
5.76
4.4

2852
2931
2474
2375
2400

0 20161290.68
1.2416 10368010.53
0.7344 13432926.32

10.33
10.25
33.23

6.19
3.05
9.93

2435
2958
2457

25.43
34.56
116.3
15.76
10.53
8.39
7.84
11.45
12.16
10.68
10.07
14.31
9.6
7.88
11.5
11.83
14.61

-7.77
1.64
2.38
3.98
2.07
2.19
2.72
1.86
0.8
3.3
0.22
3.16
2.9
0.55
2.98
2.68
4.89

11.12

2.5

3184
2622
3063
2600
2508
2529
2453
2692
2910
2988
61
2943
31
29
28
28
27
27
28

16.8843
5.0703
7.7797
0.9979
1.6618
0.8099
0.2541
3.7481
4.0759
2.4261
3.6293
5.6614
5.3425
5.2454
2.6996
2.4646
0
3.1371
2.3404

9545851.1
2250000
17636447.75
14164489.83
23204049.28
18297241.7
11120029.78
13695455.88
8647907.75
31198879.41
0
4988644.86
12596746.91
11122913.01
3164358.25
8870093.68
0
0
4975187.77

498,812,500

597,900,000
421,100,000
293,000,000
234,100,000

381,789,935
423,000,000
332,000,000
373,167,450

181,433,861
288,924,570

3.3362 13026264.17
1.0957 29544483.94
2.956 41336985.01
2.34%
9.98%
0.69%
8.76%

12.9
9.95
14.9
68.76%
9.14%

3.15
4.83
11.53%
3.28%

2793
2408
2819
3018
2617

0.00%
3.24%
1.78%
2.51%
7.86%

5.21%
4.19%
6.06%
5.79%
5.28%

7.50%
13.15%
7.46%
21.60%
22.57%

2.80%
0.42%
-0.01%
1.93%
2.91%

2335
2710
2968
2811
2915

1.61%

7.84%

118.60%

8.30%

3349

4.4842 38711780.53

42.9

1.2664 59837867.05
1.8027 49260592.72

19.39
24.67

11.4

3325
3428

1.8936 43093400.8
1.98%
8.14%
0 5803855.48
1.5575 17969850.23
1.3128 10822713.22

17.49
15.93%
17.11
13.1
13.7

9.87
9.29%
5.73
4.6
4.8

3278
3282
2494
2563
2434

1.4389 14317990.62

8.15

-0.08

2937

2.1084 11954341.4
3.7896 2791188.59
1.3072 12553791.15
1.2472
14805319
1.1103 17549716.35
2.2453 14619553.68
0.9899 26693417.6

24.93
8.93
13.82
13.41
10.189
10.89
7.87

7.89
-1.89
5.07
8.34
3.597
4.87
2.41

2562
2701
2568
2452
2557
2522
2320

0 11422805.49
0 16900617.07

29.3
8.18

3.6
1.09

3197
2963

41788337

8.54

0.79

2654

4.4521 72484548.13
9.0567 78786802.12

9.59
3.77

2
-2.8

2477
2559

5.1377

3648

6.3327 57381572.43

370,760,241
741,000,000
418,643,209

142,046,609
64,682,265
309,000,000
223,639,549
566,530,976
493,315,974
501,459,362
1,426,000,000
335,000,000

2.095

2658

5.65%

7.91%

9.61%

1.41%

2564

8.56%
7.29%
4.72%

16.16%
13.11%
7.58%

-0.40%
1.86%
10.22%

-10.89%
-9.73%
1.20%

2971
2887
2610

4.81%

31.37%

115.90%

6.00%

2555

3158214.29

9.37

-1.38

2953

3.0809
0

0
0

0.1615

-9.2799

3563
1696

1.1048 21726828.67

15.32

0.5764 24769103.43
1.1713 30711491.18

9.71
11.1

2.77
4.4

2495
2538

2494

3.38%
3.07%
2.41%
0
51.5106

7.13%
5.54%
4.96%
0
7551170.27

7.66%
8.25%
8.00%
149.84

1.40%
2.01%
1.24%
8.83

2453
2519
2507
3250
4770

6.6208
2.8409
2.2223
2.8953

4438446.22
4913903.26
2201706.72
2878201.43

19.62
9.05
10.1
11.1449

0.93
-0.1
0.2
0.1971

3019
2949
2985
2940

1.303 35981643.2
0.9287 30957040.27

19.58
13.2

4.696
2.4

2472
2554

2.1226 12630975.42
0.7361 37735913.31
0.86%
4.28%
2.78%
5.59%

124.37
14.02
8.60%
7.57%

-6.61
6.33
2.26%
6.32%

3573
2547
2373
2439

6.00%
10.83%

11.27%
69.99%

4.59%
10.02%

2504
2931

3.04%
2.73%
0.76%
5.72%
3.5712 11843272.37
4.0319 33110161.42
1.7928 21195662.9

4.68%
13.76%
58.1
60.58
9.31

-2.06%
4.76%
-3.88
-1.12
-1.9

3001
2565
2980
2842
2743

1.04%
5.87%

200,165,517
202,583,726
565,580,858

5.795

299,891,337

7787254.03

11.66

-5.23

32

2.156 28368488.03

8.58

2.63

2473

0.6413 39728035.97
2.5966 15859465.51

10.8
9.38

3.7
3.11

2099
2441

30831915.95
37704258.39
34560487.55
34904707.19
36171504.73
96786306.81

11.5
9.28
10.75
5.69
5.44
31.62

3.98
4.19
5.23
3.52
3.3
11.41

2102
2432
2353
2299
2297
2947

1.9058 209432062.2
1.5346 542356452.3

18.174
21.23

23.646
5.51

3295
3297

5.773
2.3211
1.3969
0
0
0
0

12821674.17
18605438.16
13603050.56
5049954.19
6319573.8
10738461.63
9323696.87

15.65
36.8
8.69
30.95
16.254
9.68
9.14

2.84
6.28
2.22
10.09
5.22
4.72
3.72

2519
2545
2400
2319
2426
2289
2313

3620910.85

10

3.4767
2.641
10.2347
5.2906
2.991

5599288.24
9209841.74
0
4285056.9
9509575.04

49.26
28.64
27.69
22.6
4.56

-2.36
1.24
-4
-1.84
0.43

3282
2766
3150
2702
2664

7.94%
3.90%

10.81%
9.43%

29.36%
21.72%

4.97%
3.43%

2765
2560

1.1458
1.2578
0.7422
0.8662
0.6511
0.2735

3034

3.12%
4.09%
1.92%
2.16%

6.65%
5.44%
20.66%
3.94%

7.64%
10.02%
12.67%
9.51%

1.0924 18527899.26

8.11

0 6867194.75
0 16463962.64

7.1758
10.41

3.02%
3.67%
5.80%
4.03%

2632
2576
2281
2199

2494

2.06
3.06

2309
2383

25.322

6.109

2358
2929

0
0

8.23
-115

0.96
-90.8

2862
1780

2.4421 15887539.35
0.2838 33083679.25
8.9291 5054159.04
0.61%
5.77%
0.22%
6.47%

11.2
11.19
186.33
11.24%
8.51%

3.359
2.15
12.65
2.72%
1.52%

2808
2468
3293
2512
2547

309,000,000
0 20803919.07
3.2077 107875452.4

396,024,368
152,000,000
364,059,275

383,000,000
405,782,682

2.0507
60.1438

0.86%

6.16%

16.38%

2.78%

2351

1.6615
0.6567
0
0.0506
0
0.0152
0.0708
0.0154
0.0276

15858671
11639820.66
4849877.14
11457367.21
25843019.62
16822078.16
30976273.52
31387758.44
18871188.51

7.49
6.62
340.29
32.89
24.59
11.76
9.61
10.43
8.57

1.2
1.28
9.96
3.61
7.58
4.78
4.28
2.97
1.57

2634
2787
3051
2834
2864
2541
2609
2614
2554

0.01%
4.28%
1.5162 32721458.41

9.09%
12.26

2.81%
9.01

2553
2543

0 17941903.09
0.7289 27944021.57
2.5713 24658347.73

195.885
14.74
86.53

28.278
5.31
3.68

2935
2277
2252

377,838,912
462,367,043
633,100,000

158,506,250
487,000,000
387,989,160
399,918,395
403,465,140

285,000,000
336,379,225
380,114,083
392,571,723
365,093,680

2.1351 21747428.77
1.32 32553986.46
2.0581
22384924
4.0348 16842473.1
1.039 34085852.81

9.05

3.6

18.7

2.52

13.82

3.37

2851
0
2766
0
2447

3001719.44

17.96

6.13

3198

0 26528474.65
2.4706 1035200.91
2.7485 1035200.91

8.72
8.4331
7.144

0.02
-1.31
-1.3298

2923
3215
3133

0
5347384.13
7816903.38
5626375.31
4200343.31
6002455.1
47297491.9

31.85
13.17
13.07
4.48
167.4
87.6

-1.33
-6.05
-3.73
-5.12
32.6
4.9

0
2666
2954
2875
2744
4240
2936

0.1879 13789242.24

477.002

29.565

2772

12.18%
0.40%
0.36%

2.82%
5.40%
4.82%

242.30%
15.75%
19.86%

31.80%
9.62%

3889
2699
2521

2.9675 13804275.17

10

3.25

2289

2.451 7913760.36
2.4384 34004173.25
3.7245 27313202.39

36.54
9.15
11.2

5.31
2.27
3.22

2774
2378
2444

0.9423 20182300.47
1.4785 21013383.67
7.2638
0

82.5
16
226.578

4.36
8.05
247.978

2322
2233
7065

18.4439 3583967.31
3.209 162722933.3
7.0721 4826119.45

-160.7
-160.7
43.57

414.31
219.01
3.77

4859
4750
3051

3.7914 6646555.68
1.1272 28905200.35
3.1345 20821459.2

137.1
34.48
96.41

3.68
12.53
18.48

2541
2566
3022

2.6387
6.5073
5.8995
5.6288
7.2435
13.9169
1.0736

1.8096 37482125.01
0 21267997.9
4.712 19690290.09

21.72
12
49.77

5.17
4.88
1.03

2559
2387
2898

19.1249

3729475.4

5300

0
0.00%

13233170.2
2.55%

13.26
10.42%

5.4
4.95%

1950
2443

0.73%
0.00%
0.00%
0.00%

3.13%
3.53%
3.36%
3.14%

20.15%
12.93%
10.92%
8.81%

4.42%
4.05%
3.59%

2308
2364
2340
2382

0.00%
0.00%
0.00%

7.86%
6.31%
4.06%

31.87%
26.41%
10.60%

5.08%
5.33%
4.10%

2427
2364
2286

0.00%
3.18%
2.28%
0.47%
0.87%

4.79%
6.30%
3.79%
4.52%
3.85%

14.51%
21.00%
8.89%
7.44%
10.60%

3.72%
-2.04%
-1.74%
2.04%
2.70%

2297
63
3049
2819
2431

0.77%
1.72%
1.84%
2.34%

6.70%
3.03%
6.11%
4.78%

10.97%
10.32%
9.09%
9.69%

3.39%
2.15%
2.34%
2.92%

2425
2366
2484
2326

0.00%
1.26%

14.59%
5.79%

-113.70%
13.20%

18.49%
2.82%

3233
2606

26.91%

7.18%

-131.50%

-53.39%

2468

517,000,000

225,300,000
307,500,000
433,700,000

288,000,000
125,500,000

as of
Closing date
5/30/2012 12/10/2004
5/31/2012 10/19/2007
3/21/2012
4/15/2004
5/11/2012
4/21/2005
5/29/2012
4/20/2006
4/30/2012
6/29/2006
4/26/2012
4/26/2007
5/31/2012
8/31/2007
5/31/2012
2/1/2007
6/30/2011 10/30/2007

5/9/2012

7/5/2011
6/7/2012
4/4/2012
6/22/2011
6/4/2012
5/31/2012

5/17/2012
5/10/2012
5/17/2012
6/6/2012
5/21/2012
5/21/2012
5/9/2012
17-May-12
1-Sep-11
2-Jun-12
3-Jun-12
4-Jun-12
1-Jun-12

31-Jan-12
28-Feb-11
1-Jul-11
11-May-12

5/2/2012
12/21/2006
5/31/2006
11/1/2006
9/8/2005
9/18/2002
12/17/2003
10/21/2004
4/10/2007
3/29/2005
1/26/2006
4/20/2006
10/17/2006
3/27/2008
4/7/2005
6/27/2002
1/20/2004
5/8/2007
6/25/2008
8/24/2006
12/13/2007
8/5/2004
6/21/2005
11/20/2006
22-Mar-07
22-Nov-05
10-Jul-03
13-May-04
8-Dec-04
26-Jan-06
9-Aug-06
11-Apr-05
10-Aug-05
19-Aug-04
8-Jun-06
10-Jan-07

11-Jul-11
20-Apr-12
17-May-12
10-Apr-12
31-May-12
25-Apr-12
6/5/2012
7/5/2011
5/8/2012
1/9/2012
7/14/2011
5/3/2012
7/1/2011
5/20/2012

8/31/2010

3/9/2012
5/25/2012
7/11/2011
4/16/2012
10/7/2011
2/8/2012
5/15/2012
6/15/2011
6/8/2011
5/15/2012

13-Jun-12

5/17/2012
5/21/2012
6/5/2012
5/16/2012

25-Apr-07
22-Sep-05
27-Jun-06
25-Jan-07
29-Jun-07
23-Aug-07
5/23/2007
9/8/2005
7/13/2006
4/27/2006
4/4/2007
4/26/2007
7/20/2004
3/23/2005
12/20/2005
6/21/2006
12/19/2006
3/22/2012
12/15/2011
1/10/2007
6/9/2011
5/18/2010
11/8/2010
2/23/2012
7/26/2007
12/13/2005
5/16/2006
12/19/2002
8/27/2003
8/4/2004
5/11/2005
1/24/2006
8/23/2007
11/30/2006
8/16/2006
5/24/2007

7-Jul-06
19-Jan-06
31-Mar-08
4/12/2007
3/24/2004
3/23/2006
3/9/2006

6/13/2011
5/3/2012
6/20/2011
7/7/2011
7/7/2011

31-Jan-12
1-Jun-12
9-Apr-12
1-Jun-12
7/8/2011
5/16/2011
5/11/2012
6/3/2011
6/2/2012
6/2/2012
7/19/2011
3/1/2010

5/19/2011
6/9/2011
6/1/2012
5/31/2012
5/31/2012
5/31/2012
5/31/2012
5/31/2012
5/31/2012
5/31/2012
4/30/2012
5/31/2012
7/5/2011
4/30/2012
6/5/2012
6/3/2011
7/5/2011
4/30/2012
6/11/2012
7/5/2011
5/10/2012
1/5/2012

9/1/2005
8/28/2007
10/23/2007
1/27/2011
8/25/2004
12/19/2006
0000-00-00
3/8/2012
19-Apr-07
11-Dec-07
10-Jul-07
31-Mar-07
20-Oct-05
29-Mar-05
17-May-06
9/9/2003
12/6/2005
1/20/2005
1/10/2006
10/12/2005
6/21/2006
3/15/2007
12/13/2007

12/20/2004
8/11/2005
5/10/2006
6/28/2007
11/30/2004
8/2/2005
1/5/2006
6/10/2008
6/23/2006
11/15/2006
4/5/2007
8/1/2007
12/15/2006
10/21/2004
12/16/2005
8/17/2006
11/15/2007
6/3/2004
10/28/2004
3/17/2005
7/27/2005
11/9/2005
5/25/2006
10/26/2006
3/8/2007

6/26/2008
7/8/2011

4/11/2012
6/15/2011
5/31/2012
5/31/2012
5/14/2012
5/18/2012
12/30/2011
5/23/2012
27-Apr-12
29-Apr-11
5-Jun-12
31-May-12
15-May-12

5/10/2012
5/21/2012
4/4/2011
5/7/2012
5/25/2012
5/15/2012
5/9/2012
4/16/2012
5/15/2012
4/12/2012
5/10/2012
4/12/2012
1/23/2012
4/6/2012
6/7/2012
5/31/2012
4/30/2012
3/30/2012

29-Jun-11

3/19/2008
4/18/2007
1/18/2007
9/19/2006
6/28/2001
7/29/2004
5/19/2005
12/7/2005
8/17/2006
12/14/2006
10-May-07
13-Dec-06
14-Dec-06
12-Jul-07
7-Dec-05
17-Feb-05
1-May-08
7/19/2007
8/24/2006
6/21/2005
6/25/2002
4/7/2005
10/20/2005
1/15/2007
6/9/2005
1/18/2006
7/22/2003
6/29/2005
12/15/2006
5/10/2007
12/16/2003
12/15/2004
10/20/2005
5/11/2006
3/27/2007
8/29/2002
10/20/2004
6/29/2005
1/26/2007
7/19/2007
6/7/2011
15-Mar-00
12-Mar-03
30-Sep-03
10-Jul-07
7/14/2011

5/7/2012
5/23/2012
6/7/2012

5/31/2012
5/31/2012
5/31/2012
5/2/2012

5/15/2012

7/8/2011
5/17/2012
7/15/2011
5/3/2012
6/8/2012
6/15/2011

5/31/2012
5/26/2012
5/3/2012
5/7/2012
4/5/2012
5/17/2012
12/31/2010
5/2/2012
7/6/2011
4/10/2012
6/1/2012
5/22/2012
9/15/2010
2/22/2010
5/21/2012
5/21/2012
5/15/2012
5/18/2012
4-Jun-12
7-Jun-12
7-Jun-12
17-May-12
5/16/2012
5/20/2012

11/16/2005
7/26/2006
2/28/2007
3/14/2007
8/2/2007
11/15/2001
9/2/2003
10/20/2004
10/17/2006
7/3/2007
12/6/2006
8/15/2007
6/27/2007
6/24/2004
8/16/2006
12/6/2007
3/28/2006
10/26/2005
12/11/2002
2/8/2007
6/30/2011
0000-00-00
9/21/2006
7/8/2004
9/21/2005
5/24/2006
4/12/2007
7/12/2007
9/22/2004
3/16/2005
6/28/2006
4/20/2005
11/9/2005
10/30/2006
5/3/2007
6/17/2008
1/23/2007
2/15/2007
8/23/2006
12/14/2006
4/26/2007
6/26/2008
26-May-04
20-Dec-05
29-Jun-06
28-Mar-07
7/10/2007
7/18/2006
4/18/2012

6/28/2010
5/31/2012
4/16/2012
6/11/2012
6/20/2011
3/12/2012
12/10/2010
5/21/2012
5/21/2012
6/11/2012
5/10/2012
6/10/2011
6/30/2011
7/8/2011
6/5/2012
5/31/2011
6/7/2012
5/31/2011
5/29/2012
6/1/2012
16-Nov-11
9-Mar-12
7-Jul-11

4/26/2012
12/10/2011
5/9/2011
4/30/2012
5/8/2012
4/30/2012
5/8/2012
5/16/2012
5/10/2012
6/7/2012
6/4/2012
6/10/2011
5/23/2012
9/28/2010
5/8/2012
15-May-12
5/31/2012
6/30/2011
6/30/2011

4/4/2005
3/3/2006
6/21/2006
6/27/2007
12/13/2006
8/3/2006
10/11/2006
12/20/2006
2/21/2007
3/29/2007
7/31/2007
1/19/2012
8/16/2006
12/20/2006
3/21/2007
11/6/2007
9/21/2005
5/21/2003
12/1/2004
8/9/2005
12/6/2006
5/29/2007
3-Jun-04
10-May-05
13-Dec-05
19-Dec-06
10-Jul-07
8-Jan-02
1-May-07
5/23/2007
10/6/2005
7/20/2006
12/7/2006
8/8/2007
12/15/2006
6/7/2007
11/10/2005
3/8/2006
12/19/2006
3/6/2007
7/12/2007
3/1/2001
5/18/2004
1/27/2005
6/28/2005
19-Apr-01
4/10/2006
6/8/2006
1/19/2007
8/1/2007

7/20/2011
4/25/2012
6/1/2011
7/15/2011
5/21/2012
5/21/2012
5/21/2012
5/21/2012
5/24/2012
1/24/2011
7/8/2011
7/7/2011
5/18/2012
6/15/2010
25-May-12
13-Apr-12
10-May-12
18-May-12

8/15/2011
7/8/2011
3/15/2012
5/29/2012
5/21/2012
5/5/2012

7/11/2011
3/30/2012
4/30/2012
6-Jul-11
31-May-12
10-May-12
11-May-12
22-May-12
5/23/2012
5/9/2012
2/7/2012
5/8/2012
5/8/2012
4/5/2012
5/25/2012

6/27/2002
12/18/2003
10/27/2004
6/8/2005
7/20/2006
10/19/2011
12/15/2005
6/29/2006
12/19/2006
5/30/2007
10/27/2005
3/29/2001
5/28/2002
7/29/2003
6/9/2004
12/16/1999
21-Apr-05
16-Feb-06
12-Sep-06
31-Jan-07
26-Apr-07
26-Sep-07
25-May-11
8/16/2005
7/27/2006
11/15/2006
6/29/2007
8/4/2005
12/21/2005
5/9/2006
9/14/2006
3/8/2007
10/13/2011
5/30/2007
10/31/2006
7/25/2007
1/30/2007
9-Mar-04
10-Jul-07
24-Jan-07
21-Nov-06
21-Dec-04
9/7/2005
8/25/2004
9/8/2005
3/22/2006
5/22/2007
6/25/2002
12/21/2006
8/31/2004

5/18/2012
8/10/2011
6/1/2012

3/15/2012
5/31/2012
6/5/2012
5/10/2012
5/31/2012

7/1/2011
11/10/2011
5/21/2012

5/31/2012

8/11/2011

6/7/2012
7/1/2011

7/1/2011
4/30/2012
3/7/2012

6/14/2005
9/7/2006
6/1/2007
8/23/2001
4/27/2012
7/8/2010
10/30/2001
9/20/2005
6/15/2000
3/22/2007
9/25/2003
4/25/2006
7/27/2006
3/22/2007
12/7/2006
4/10/2007
3/2/2006
12/7/2006
12/14/2006
6/27/2007
6/29/2006
7/17/2007
4/6/2006
4/6/2006
9/1/2005
8/24/2006
8/24/2006
7/30/2004

8/28/2003
5/18/2006
7/26/2007
12/19/2007
1/29/2009
4/16/2010
3/10/2006
12/7/2006
1/28/2011
11/22/2011
4/19/2012
1/6/2011
11/5/2010
6/29/2006
9/28/2006
12/20/2006
2/22/2006
8/18/2006

5/17/2012
5/31/2012
5/15/2012
5/30/2012

2/10/2012

5/9/2012
5/31/2012
3/10/2011
6/7/2012
6/8/2012
5/11/2012

6/20/2011
5/31/2012
7/14/2011
6/8/2011
5/8/2012
6/2/2012
6/2/2012
6/2/2012
6/2/2012
6/2/2012
5/10/2012
5/31/2012
5/8/2012
5/31/2012
5/31/2012
5/31/2012
5/31/2012
5/31/2012
5/31/2012
5/29/2012
5/31/2012
5/31/2012

8/30/2006
3/21/2007
7/26/2007
9/27/2007
7/20/2006
7/11/2007
7/19/2007
9/14/2006
7/16/2010
5/22/2008
10/25/2005
7/10/2007
3/13/2007 (Moody's
9/21/2011
1/30/2012
12/3/2007
8/2/2006
1/18/2007
6/28/2006
12/6/2005
6/27/2003
4/12/2006
12/6/2006
9/18/2007
11/15/2007
6/30/2011
7/10/2008
3/19/2002
9/15/2004
12/17/2003
12/22/2005
11/15/2006
12/16/2004
11/22/2005
6/22/2006
3/15/2007
8/16/2007
12/18/2006
12/6/2007
5/29/2008
8/7/2002
10/28/2004
7/14/2005
11/15/2005
11/22/2006
12/14/2006
5/31/2006
8/23/2006
7/19/2007
7/22/2004

5/31/2012
5/8/2012
5/3/2012
11-Feb-12
10-Jun-12
7-Dec-10
21-May-12
23-May-12
2-May-12
30-Mar-12
7-Jun-12
7/6/2011
5/18/2012
2/17/2012
5/18/2012
7-Jul-11
6/7/2012
5/10/2012
5/14/2012
5/25/2012
2/27/2011
5/11/2012
5/21/2012
6/1/2012
6/1/2012
5/15/2012
5/15/2012
7/15/2011

7/11/2011
5/10/2012

4/19/2012
4/19/2012
1/20/2011

2/23/2006
1/11/2007
11/2/2005
21-Dec-05
27-Jun-07
25-Jan-04
22-Jun-06
26-Oct-06
30-Nov-06
5-Dec-07
24-Jan-01
1-May-08
25-Sep-03
12/20/2002
11/1/2011
1/11/2007
12/8/2004
1/11/2008
1/18/2006
18-Jul-06
12/19/2006
10/25/2006
4/17/2007
10/3/2006
1/25/2007
5/24/2007
5/20/2008
5/11/2006
6/21/2006
10/3/2006
7/24/2007
8/30/2007
11/29/2007
11/7/2006
3/15/2000
11/9/2005
4/17/2007
12/18/2003
11/17/2006
3/27/2008
3/19/2008
12/21/2006
3/4/2004
3/13/2007
10/13/2005
11/30/2006
12/20/2007
11/20/2007
8/1/2001

5/31/2012
19-Apr-12
23-Mar-11
23-Mar-11
31-May-11
19-Apr-12

5/31/2012
5/31/2012
5/31/2012
8/3/2011
7/6/2011
5/14/2012
27-Jun-11
15-May-12
6-Jun-12
2/23/2012
5/31/2012
5/22/2012
5/14/2012
5/8/2012
5/31/2012

6/8/2012
5/7/2012

6/9/2012
5/11/2012
5-Jun-11
18-May-12
4-Apr-12
11-Jun-12
28-May-12
1-Jun-12
5/21/2012
5/8/2012
5/15/2012

6/29/2005
12/8/2005
3-Aug-06
15-Feb-02
10-May-06
9-May-07
15-Mar-05
25-Oct-07
18-Aug-04
31-May-07
11/16/2006
3/15/2006
8/17/2006
4/18/2007
9/14/2000
12/29/2006
11/29/2005
8/8/2006
12/13/2006
6/14/2007
3/15/2012
5-Oct-06
6-Mar-07
31-May-07
9/1/1999
10/4/2000
9/11/2003
11/24/2004
9/12/2006
12/20/2006
4/4/2007
8/19/2010
2/24/2005
3/7/2006
5/12/2004
4/29/2008
5/21/2003
4/11/2007
1-Dec-05
26-Oct-05
16-Aug-07
12-Apr-06
15-Oct-03
12-Sep-02
3-Aug-06
14-Nov-06
3/23/2006
10/12/2006
12/13/2006

1/6/2012

6/15/2011
7/15/2011
2/8/2012
6/3/2012
7/11/2011
5/14/2012
5/15/2012
5/7/2012
5/16/2012
5/15/2012
5/4/2012

7/5/2007
6/11/2008
5/17/2007
1/23/2008
11/2/2006
6/6/2006
5/15/2007
11/15/2005
6/14/2000
7/14/2005
4/18/2006
8/24/2006
2/28/2007
5/24/2007
3/30/2005
11/3/2005
9/19/2006
5/22/2007
10/31/2007
3/31/2011
4/21/2005
6/6/2003
6/6/2011
1/31/2012

6/7/2012
5/18/2012
6/6/2012
4/13/2012
5/29/2012
4/20/2012
5/17/2012
11/30/2011
5/31/2012
5/31/2012
5/15/2012
5/15/2012
5/31/2012

7-Jun-12
12-Dec-11

12/20/2007
3/21/2007
12/1/2005
8/3/2006
4/11/2007
5/9/2006
11/9/2004
8/2/2005
3/21/2007
5/30/2007
4/17/2008
12/7/2005
4/18/2007
1/9/2003
5/16/2007
4/7/2004
4/6/2005
2/23/2006
10/5/2000
3/14/2001
9/28/2006
19-Dec-03
26-Aug-04

11-Jun-12
18-Apr-12
29-Feb-12
10-May-12

6/30/2011

5/4/2012
7/6/2011

9/6/2011
7/6/2011

5/8/2012
5/1/2012
5/31/2012
6/6/2012
5/14/2012
12-Jul-11
5-Jun-12

7-Jun-11
5/31/2012
5/31/2012
5/15/2012
5/7/2012
6/7/2012
5/8/2012
6/1/2012
5/13/2012
5/25/2012

1-Jun-12
5/9/2012
5/4/2012
4/5/2012
10/20/2010

27-Sep-07
22-Dec-05
3-Aug-06
14-Dec-06
14-Jun-07
10/17/2006
2/19/2004
7/20/2005
4/5/2006
8/3/2006
5/15/2007
8/28/2007
11/28/2007
12/20/2011
11/21/2006
9/27/2007
3/20/2007
10/3/2007
7/18/2007
12/18/2007
10/19/2000
2/25/2004
5/18/2006
7/18/2006
5/8/2002
12-Dec-06
12-Dec-07
15-Oct-02
14-Jan-04
3-Nov-04
24-Jun-03
9/26/2006
7/31/2007
1/15/2004
8/17/2004
3/24/2005
9/8/2005
5/23/2006
9/12/2006
3/8/2007
2/26/2008
7/13/2011
25-Jul-07
8-Dec-10
23-May-07
10/26/2005
12/10/2003
7/22/2004
6/16/2005
5/27/2004

5/15/2012
6/7/2012
6/1/2012
6/1/2012
7/11/2011

5/31/2012
1/31/2012
5/2/2012
5/21/2012

4/30/2012
4/30/2012
4/30/2012
4/30/2012
4/30/2012
6/6/2012
1/7/2011
6/8/2012
27-Jul-06
1-May-12
6-Jul-11
14-May-12

7/8/2011
7/5/2011
7/19/2011
7/15/2011
2/3/2011
6/7/2012
4/9/2012
5/16/2012
1/18/2012
5/4/2012

7/8/2011
7/15/2011
5/4/2012

1/17/2006
5/4/2006
8/8/2006
3/15/2007
12/14/2006
10/11/2007
8/28/2008
12/15/2011
6/24/2008
10/25/2007
4/19/2007
5/17/2006
3/28/2007
5/12/2004
3/29/2006
7/31/2007
5/31/2006
11/23/2006
3/29/2007
8/8/2007
12/17/2003
12/15/2004
8/4/2005
4/18/2002
16-Apr-03
13-Apr-06
1-Aug-07
1-Dec-11
30-Apr-12
9/15/2006
12/28/2005
12/18/2007
11/16/2006
6/7/2006
4/30/2012
10/1/2001
5/22/2007
12/22/2004
12/22/2004
2/15/2006
2/15/2006
2/27/2007
4/12/2006
1/25/2007
3/18/2004
7/27/2004
12/14/2004
10/5/2006
7/18/2001

6/4/2012
5/2/2012
6/2/2011

5/14/2012
2/1/2011
15-Jun-12
25-Jul-11
6-Jun-12
11-Jun-12
18-May-12

13-Jul-11
30-Jun-11
1-Jun-12
13-Feb-12
11-Jun-12
8-Jun-12
8-Jun-12
31-Aug-11
5-Jul-11
1-Jul-11
6-Jun-11
20-Jun-11
2-May-12
5-Jun-12
15-May-12

7/19/2000
9/22/2005
3/8/2007
6/30/2004
3/14/2001
5/8/2001
12/21/2000
12/14/2004
4/26/2006
25-May-06
14-Jan-03
15-Sep-04
24-Aug-05
7-Sep-06
26-Jul-07
15-Mar-12
27-Oct-04
10-Aug-05
25-Jul-06
11-Apr-06
30-Oct-06
25-Oct-02
11-Aug-05
23-May-06
3-May-07
23-May-06
7-Dec-06
29-Nov-06
27-Jun-07
24-May-06
19-Dec-03
1-Aug-06
23-Feb-06
24-Jul-01

GSO/Blackstone
Carlyle
Babson Capital
Ares Management
Highland Capital Management
Alcentra
Credit Suisse Asset Management
Apollo Global Management
CIFC
Fortress Investment Group
Prudential Fin. (Pramerica)
CVC Credit
KKR Financial Advisors
Black Diamond Capital Management
3i
PineBridge Investments
Intermediate Capital Group
Halcyon Asset Management
Invesco
Avoca Capital
Columbia Management
GoldenTree Asset Management
Sankaty Advisors
Neuberger Berman
LCM
ING Investment Management
Octagon Credit Investors
Eaton Vance
Fraser Sullivan Investment Management
Guggenheim Partners
Pimco
MJX
Golub Capital
American Money Management
Deutsche Asset Management
BlackRock
Aladdin Capital Management
Seix Advisors
Rothschild
Kingsland Capital Management
BlueMountain Capital Management
Citi Capital Advisors
BNP Paribas Asset Management
Katonah Debt Advisors
IKB
Silvermine Capital Management

Rank US CLOs ($bn)


US CLOs no.
EuropeanEuropean
CLOs (bn)
AllCLOs
CLOsno.
($bn)
1
11.8
27
9.3
19
23.3
2
9.6
23
4.8
10
15.5
3
9.8
23
3.1
7
13.6
4
10.6
27
2.1
5
13.2
5
13.1
20
0
13.1
6
3.7
13
7.1
17
12.5
7
8.1
19
1.9
4
10.4
8
10.2
23
0
10.2
9
9.7
27
0
9.7
10
8.9
12
0
8.9
11
3.7
10
3.3
8
7.8
12
5.7
17
0.9
2
6.8
13
6.7
6
0
6.7
14
4.7
11
1.2
4
6.2
15
0
5.0
12
6.2
16
5.0
12
0.8
2
6.0
17
0
4.6
10
5.7
18
3.6
9
1.5
4
5.5
19
5.4
14
0
5.4
20
0
4.4
10
5.4
21
5.3
10
0
5.3
22
4.5
8
0
4.5
23
4.0
10
0
4.0
24
3.6
7
0.3
1
4.0
25
4.0
10
0
4.0
26
3.9
9
0
3.9
27
3.8
9
0
3.8
28
2.9
7
0.5
1
3.5
29
3.2
8
0
3.2
30
3.1
7
0
3.1
31
2.3
9
0.5
2
3.0
32
2.9
8
0
2.9
33
2.9
9
0
2.9
34
2.8
7
0
2.8
35
1.7
5
0.8
2
2.6
36
2.5
9
0
2.5
37
2.4
9
0
2.4
38
2.3
6
0
2.3
39
0
1.8
5
2.2
40
2.2
5
0
2.2
41
2.1
5
0
2.1
42
2.0
4
0
2.0
43
0
1.6
6
1.9
44
1.9
5
0
1.9
45
0
1.5
3
1.9
46
1.9
5
0
1.9

New York Life Investment Management


Denali Capital
M&G Investment Management
Pemba Credit Advisers
Investec
Fidelity
SilverPoint Capital
Axa Investment Managers
Ore Hill Partners
CQS Management
Cheyne Capital
Westgate Horizons Advisor
Henderson Global Investors
Avenue Capital Management
Goldman Sachs Asset Management
Airlie Capital Management
Alpstar Management
Franklin Templeton Investments
UrsaMine
Anchorage Capital
Cairn Capital
Doral Money Management
Harch Capital Management
Lufkin Advisors
Allstate Investment Management
LLCP Advisors
Feingold O'Keeffe Capital
Canyon Partners
Crescent Capital
THL Credit
GE Asset Management
Cerberus Capital Management
Tall Tree Investment Management
CIT Group Holdings
WR Huff Asset Management
Fore Research and Management
Brigade Capital Management
Greywolf Capital Management
JMP Group
Global Leveraged Credit
Hillmark Capital Management
Regiment Capital Advisors
Egret Capital Partners
HarbourView Asset Management
Lord Abbett
American Capital Strategies
MBIA

47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
=92
=92

1.9
1.8
1.8
1.5
1.5
1.3
1.2
1.1
1.1
1.0
1.0
0.9
0.9
0.9
0.9
0.9
0.9
0.9
0.9
0.8
0.7
0.7
0.6
0.6
0.6
0.6
0.6
0.6
0.5
0.5
0.5
0.5
0.5
0.5
0.5
0.5
0.5
0.4
0.4
0.4
0.4
0.4
0.4

6
4
8
0
0
3
5
0
3
3
2
4
0
3
2
3
2
4
3
1
2
2
3
3
2
1
2
2
3
1
4
1
2
1
1
1
1
1
1
1
1
1
1
1
1
1
1

1.4
1.3
1.1
0.9
-

0
0
0
4
4
0
0
3
0
0
0
0
4
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

1.9
1.8
1.8
1.7
1.6
1.5
1.5
1.3
1.3
1.2
1.1
1.1
1.1
1.0
1.0
0.9
0.9
0.9
0.9
0.9
0.9
0.9
0.9
0.8
0.7
0.7
0.6
0.6
0.6
0.6
0.6
0.6
0.5
0.5
0.5
0.5
0.5
0.5
0.5
0.5
0.5
0.4
0.4
0.4
0.4
0.4
0.4

Aegon Usa Investment Management


KVK
AllianceBernstein
Structured Asset Investors
Freeport Financial
Canaras
Caywood-Scholl Capital Management
Cohen & Company
De Meer Asset Management
Ivory Hill Asset Management
Equinotes Management
MFS Investment Management
Capvest Venture Fund
Tiber Asset Management
Commerzbank
Garrison
Wharton Asset Management
Clearwater Capital
Indosuez Capital
Putnam Investments
Wellington Management Company
Travelers Asset Management
Bear Stearns Asset Management
KDP Investment Advisors

94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117

0.4
0.4
0.3
0.3
0.3
0.3
0.3
0.3
0.3
0.2
0.2
0.2
0.2
0.2
0.1
0.1
0.1
0.1
0.0
0.0
0.0
0.0

1
1
1
1
1
1
1
1
1
1
0
2
1
1
0
1
1
1
1
1
1
1
1
1

0.2
0.2
-

0
0
0
0
0
0
0
0
0
0
1
0
0
0
1
0
0
0
0
0
0
0
0
0

0.4
0.4
0.3
0.3
0.3
0.3
0.3
0.3
0.3
0.2
0.2
0.2
0.2
0.2
0.2
0.2
0.1
0.1
0.1
0.1
0.0
0.0
0.0
0.0

All CLOs no.


46
33
30
32
20
30
23
23
27
12
18
19
6
15
12
14
10
13
14
10
10
8
10
8
10
9
9
8
8
7
11
8
9
7
7
9
9
6
5
5
5
4
6
5
3
5

6
4
8
4
4
3
5
3
3
3
2
4
4
3
2
3
2
4
3
1
2
2
3
3
2
1
2
2
3
1
4
1
2
1
1
1
1
1
1
1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1
1
1
1
2
1
1
1
1
1
1
1
1
1
1
1
1