0001145549-14-007845.txt : 20140929
0001145549-14-007845.hdr.sgml : 20140929
20140908145406
ACCESSION NUMBER: 0001145549-14-007845
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140731
FILED AS OF DATE: 20140908
DATE AS OF CHANGE: 20140908
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST
CENTRAL INDEX KEY: 0000822977
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: N-MFP/A
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05349
FILM NUMBER: 141090647
BUSINESS ADDRESS:
STREET 1: 71 SOUTH WACKER DRIVE
STREET 2: C/O GOLDMAN SACHS & CO
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3126554400
MAIL ADDRESS:
STREET 1: 200 WEST STREET
CITY: NEW YORK
STATE: NY
ZIP: 10282
FORMER COMPANY:
FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19910711
FORMER COMPANY:
FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19900104
0000822977
S000009259
Financial Square Money Market Fund
C000025295
FST Shares
FSMXX
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FST Administration Shares
FADXX
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FST Service Shares
FSVXX
C000025298
FST Preferred Shares
GPMXX
C000025299
FST Select Shares
GSMXX
C000025300
FST Capital Shares
GCKXX
C000088816
FST Cash Management Shares
GSCXX
C000088817
FST Premier Shares
GPRXX
C000088818
FST Resource Shares
GREXX
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N/A
N/A
2014-08-01
2014-08-01
N
N
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First Tier Security
N/A
N/A
2014-08-26
2014-08-26
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N
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Asset Backed Commercial Paper
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First Tier Security
N/A
N/A
2014-09-04
2014-09-04
N
N
N
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First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
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First Tier Security
N/A
N/A
2014-08-13
2014-08-13
N
N
N
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First Tier Security
N/A
N/A
2014-08-21
2014-08-21
N
N
N
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First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
Bank of America, N.A.
N/A
N/A
N
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32345000.00
0.0012
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32345000.00
32345000.00
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First Tier Security
N/A
N/A
2014-10-17
2015-08-18
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N
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0.0094
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N
First Tier Security
N/A
N/A
2014-08-26
2015-08-24
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N
N
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350000000.00
0.0126
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Certificate of Deposit
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N/A
2014-08-06
2014-08-06
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N
N
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400000000.00
0.0144
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Barclays Capital, Inc.
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0001484219
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21ST CENTURY 0NCOLOGY
2017-01-15
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980862.00
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2020-02-01
7.750000
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1000000.00
1133750.00
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2021-09-15
5.625000
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53760.00
57994.00
ADT CORP
2021-10-15
6.250000
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89300.00
92872.00
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2019-03-01
6.750000
Other Note
380000.00
404344.00
AERCAP IRELAND CAP LTD/A
2021-05-15
4.500000
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874000.00
881320.00
AES CORP/VA
2015-10-15
7.750000
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40000.00
43713.00
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2016-04-15
9.750000
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1449000.00
1664478.00
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2016-02-01
11.500000
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900000.00
1050750.00
AJECORP BV
2022-05-14
6.500000
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73673.00
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2017-02-01
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155000.00
172255.00
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2018-10-15
8.500000
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898617.00
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2018-10-15
8.500000
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65000.00
68252.00
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2016-07-18
3.500000
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33786.00
34716.00
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2020-08-01
7.500000
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2000000.00
1935000.00
ALTEGRITY INC
2019-07-01
9.500000
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9000.00
9067.00
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2016-04-15
10.875000
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541464.00
575046.00
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2015-04-01
5.200000
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3400000.00
3552773.00
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2041-03-01
7.250000
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376000.00
401458.00
ARMSTRONG ENERGY INC
2019-12-15
11.750000
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320456.00
357313.00
ASHLAND INC
2018-04-15
3.875000
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982000.00
1007934.00
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2019-05-01
7.750000
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1714000.00
1776311.00
AVANTI COMMUNICATIONS
2019-10-01
10.000000
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94237.00
99027.00
AVAYA INC
2019-04-01
7.000000
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55000.00
55596.00
B&G FOODS INC
2021-06-01
4.625000
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79000.00
78819.00
BANCO DO BRASIL (CAYMAN)
2023-01-19
5.875000
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95493.00
98187.00
BANK OF AMERICA CORP
2099-12-31
5.125000
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2662125.00
2629844.00
BEAZER HOMES USA
2016-06-15
8.125000
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906707.00
997724.00
BIOSCRIP INC
2021-02-15
8.875000
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702000.00
748971.00
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2099-12-29
5.185999
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1032.00
1057.00
BOXER PARENT CO INC
2019-10-15
9.000000
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1000000.00
966500.00
CAESARS ENT RESORT PROP
2020-10-01
8.000000
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1651000.00
1748684.00
CAESARS ENTERTAINMENT OP
2016-02-01
10.750000
Other Note
1145000.00
817244.00
CEMENTOS PROGRESO TRUST
2023-11-06
7.125000
Other Note
195529.00
214950.00
CENTURY ALUMINUM COMPANY
2021-06-01
7.500000
Other Note
403000.00
432218.00
CENTURYLINK INC
2022-03-15
5.799999
Other Note
130000.00
137398.00
CENTURYLINK INC
2023-12-01
6.750000
Other Note
73000.00
80811.00
CHECKERS DRIVE-IN RESTAU
2017-12-01
11.000000
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100000.00
113583.00
CHESAPEAKE ENERGY CORP
2020-11-15
6.875000
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475000.00
545425.00
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2019-06-15
8.000000
Other Note
136000.00
147590.00
CHRYSLER GP/CG CO-ISSUER
2019-06-15
8.000000
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80000.00
86818.00
CHS/COMMUNITY HEALTH SYS
2018-08-15
5.125000
Other Note
1856000.00
1964821.00
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2018-08-15
5.125000
Other Note
1500000.00
1587948.00
CIMAREX ENERGY CO
2022-05-01
5.875000
Other Note
197328.00
220206.00
CIMAREX ENERGY CO
2024-06-01
4.375000
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434000.00
447563.00
CIT GROUP INC
2018-03-15
5.250000
Other Note
1953000.00
2123562.00
CIT GROUP INC
2018-04-01
6.625000
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384000.00
434720.00
CITIGROUP INC
2099-12-29
5.900000
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3250000.00
3318723.00
CLEAR CHANNEL COMMUNICAT
2018-06-15
6.875000
Other Note
1894000.00
1853818.00
CLEAR CHANNEL COMMUNICAT
2021-02-01
14.000000
Other Note
2543344.00
2578315.00
CLEAR CHANNEL COMMUNICAT
2027-10-15
7.250000
Other Note
110000.00
99698.00
CNH INDUSTRIAL CAPITAL L
2016-11-01
6.250000
Other Note
1930000.00
2095256.00
COEUR MINING INC
2021-02-01
7.875000
Other Note
1111575.00
1133112.00
COEUR MINING INC
2021-02-01
7.875000
Other Note
47000.00
47911.00
CONSOLIDATED MINERALS LT
2020-05-15
8.000000
Other Note
17000.00
16320.00
CORPGROUP BANKING SA
2023-03-15
6.750000
Other Note
233000.00
235472.00
CORPORACION GEO SA DE CV
2020-06-30
9.250000
Other Note
190000.00
21463.00
CORPORACION GEO SA DE CV
2022-03-27
8.875000
Other Note
230000.00
31181.00
Credit Agricole SA
2057-05-30
6.636999
Other Note
135615.00
145447.00
CREDIT SUISSE GROUP AG
2099-12-31
6.250000
Other Note
2731000.00
2775284.00
CRESTWOOD MIDSTREAM PART
2019-04-01
7.750000
Other Note
330000.00
357500.00
CSN RESOURCES SA
2020-07-21
6.500000
Other Note
600000.00
617583.00
DANA HOLDING CORP
2023-09-15
6.000000
Other Note
5000.00
5376.00
DCP LLC/DCP CORP
2015-08-15
10.750000
Other Note
268000.00
282625.00
DEAN FOODS CO
2016-06-01
7.000000
Other Note
576944.00
632715.00
DELL INC
2018-04-15
5.650000
Other Note
988960.00
1068459.00
DELL INC
2019-06-15
5.875000
Other Note
540000.00
574175.00
DEUTSCHE BK CAP FDG TR I
2045-06-30
3.204099
Other Note
1331000.00
1307826.00
DIAMOND FOODS INC
2019-03-15
7.000000
Other Note
34000.00
35190.00
DISH DBS CORP
2016-02-01
7.125000
Other Note
1500000.00
1662187.00
DISH DBS CORP
2016-02-01
7.125000
Other Note
427000.00
473169.00
DISH DBS CORP
2017-07-15
4.625000
Other Note
390000.00
409327.00
DISH DBS CORP
2023-03-15
5.000000
Other Note
5966156.00
6026646.00
DISH DBS CORP
2023-03-15
5.000000
Other Note
600000.00
606083.00
DJO FIN LLC/DJO FIN CORP
2018-03-15
8.750000
Other Note
300000.00
329417.00
DPL INC
2021-10-15
7.250000
Other Note
385000.00
414394.00
EARTHLINK HOLDINGS CORP
2020-06-01
7.375000
Other Note
49500.00
53078.00
EARTHLINK HOLDINGS CORP
2020-06-01
7.375000
Other Note
9000.00
9651.00
EL PASO LLC
2017-06-15
7.000000
Other Note
300000.00
334933.00
ELDORADO GOLD CORP
2020-12-15
6.125000
Other Note
2124000.00
2188413.00
EMBARQ CORP
2036-06-01
7.995000
Other Note
8356000.00
9271609.00
ENDEAVOR ENERGY RESOURCE
2021-08-15
7.000000
Other Note
100000.00
109478.00
ENTEGRIS INC
2022-04-01
6.000000
Other Note
1500000.00
1548750.00
EXPEDIA INC
2020-08-15
5.950000
Other Note
95000.00
109594.00
FAIRPOINT COMMUNICATIONS
2019-08-15
8.750000
Other Note
922000.00
1023740.00
FIRST DATA CORPORATION
2020-11-01
6.750000
Other Note
1617136.00
1753582.00
FIRST DATA CORPORATION
2021-01-15
12.625000
Other Note
1580000.00
1916716.00
FIRSTENERGY TRANSMISSION
2025-01-15
4.349999
Other Note
3000000.00
3026130.00
FIRSTENERGY TRANSMISSION
2025-01-15
4.349999
Other Note
148000.00
149289.00
FRONTIER COMMUNICATIONS
2017-04-15
8.250000
Other Note
501000.00
585189.00
FRONTIER COMMUNICATIONS
2024-04-15
7.625000
Other Note
600000.00
644971.00
GANNETT CO INC
2016-04-01
10.000000
Other Note
10000.00
11658.00
GENERAL CABLE CORP
2022-10-01
5.750000
Other Note
380000.00
380950.00
GENERAL MOTORS CO
2043-10-02
6.250000
Other Note
963000.00
1120123.00
GENERAL MOTORS FINL CO
2017-08-15
4.750000
Other Note
2441000.00
2628720.00
GENERAL MOTORS FINL CO
2019-07-10
3.500000
Other Note
466000.00
468345.00
GNB SUDAMERIS BANK SA
2022-07-30
7.500000
Other Note
72000.00
78135.00
GOLDEN LEGACY PTE LTD
2019-04-24
9.000000
Other Note
45000.00
48781.00
HAPAG-LLOYD AG
2017-10-15
9.750000
Other Note
20000.00
21774.00
HCA INC
2016-02-15
6.500000
Other Note
1638873.00
1798618.00
HCA INC
2016-02-15
6.500000
Other Note
300000.00
329242.00
IAMGOLD CORP
2020-10-01
6.750000
Other Note
542000.00
510835.00
INTELSAT LUXEMBOURG SA
2018-06-01
6.750000
Other Note
374000.00
397959.00
INTERGEN NV
2023-06-30
7.000000
Other Note
1270000.00
1284005.00
INTESA SANPAOLO SPA
2024-06-26
5.017000
Other Note
9900000.00
9843547.00
INTL LEASE FINANCE CORP
2017-03-15
8.750000
Other Note
2231247.00
2611799.00
INTL LEASE FINANCE CORP
2017-03-15
8.750000
Other Note
140236.00
164154.00
INTL LEASE FINANCE CORP
2017-09-01
8.875000
Other Note
1925000.00
2308997.00
JEFFERIES FIN LLC / JFIN
2020-04-01
7.375000
Other Note
4000.00
4288.00
JPMORGAN CHASE & CO
2099-12-29
5.150000
Other Note
8514000.00
8197918.00
JPMORGAN CHASE & CO
2099-12-29
6.000000
Other Note
3000000.00
3142500.00
JPMORGAN CHASE & CO
2099-12-29
6.000000
Other Note
493000.00
516417.00
JPMORGAN CHASE & CO
2099-12-31
6.125000
Other Note
16136000.00
16664846.00
K HOVNANIAN ENTERPRISES
2016-01-15
6.250000
Other Note
873000.00
910345.00
K HOVNANIAN ENTERPRISES
2017-01-15
8.625000
Other Note
594000.00
649737.00
K HOVNANIAN ENTERPRISES
2020-10-15
7.250000
Other Note
1500000.00
1629521.00
KINDER MORGAN FIN CO LLC
2018-01-15
6.000000
Other Note
15000000.00
16315000.00
L BRANDS INC
2017-07-15
6.900000
Other Note
29000.00
32569.00
L BRANDS INC
2037-07-15
7.599999
Other Note
96000.00
105924.00
LENNAR CORP
2016-04-15
6.500000
Other Note
466000.00
501325.00
LENNAR CORP
2017-12-15
4.750000
Other Note
86000.00
90643.00
LEUCADIA NATIONAL CORP
2015-09-15
8.125000
Other Note
40000.00
44128.00
LEUCADIA NATIONAL CORP
2043-10-23
6.625000
Other Note
137000.00
149351.00
LINN ENERGY LLC/FIN CORP
2020-04-15
8.625000
Other Note
4981.00
5425.00
LLOYDS BANKING GROUP PLC
2099-12-29
6.413000
Other Note
392279.00
434008.00
MASCO CORP
2015-06-15
4.799999
Other Note
45000.00
46594.00
MASCO CORP
2016-10-03
6.125000
Other Note
351000.00
389682.00
MCCLATCHY CO
2022-12-15
9.000000
Other Note
919000.00
1029510.00
MCDERMOTT INTERNATIONAL
2021-05-01
8.000000
Other Note
33249027.00
34697207.00
MECCANICA HOLDINGS USA
2019-07-15
6.250000
Other Note
1955000.00
2160818.00
MGM RESORTS INTL
2016-06-01
7.500000
Other Note
1927000.00
2124518.00
MHP SA
2015-04-29
10.250000
Other Note
78000.00
80286.00
MIDCONTINENT COMM & FIN
2021-08-01
6.250000
Other Note
250000.00
265000.00
MIDSTATES PETRO INC/LLC
2021-06-01
9.250000
Other Note
41000.00
43682.00
MODULAR SPACE CORP
2019-01-31
10.250000
Other Note
65000.00
70650.00
MONGOLIAN MINING CORP
2017-03-29
8.875000
Other Note
30000.00
19802.00
MORGAN STANLEY
2099-12-31
5.450000
Other Note
593278.00
604004.00
NARA CABLE FUNDING LTD
2018-12-01
8.875000
Other Note
1080000.00
1166175.00
NATIONSTAR MORT/CAP CORP
2020-10-01
7.875000
Other Note
130000.00
136012.00
NATIONSTAR MORT/CAP CORP
2022-06-01
6.500000
Other Note
5000.00
4917.00
NATURAL RESOURCE PARTNER
2018-10-01
9.125000
Other Note
1659000.00
1796559.00
NATURAL RESOURCE PARTNER
2018-10-01
9.125000
Other Note
30000.00
32488.00
NAVIENT CORP
2017-09-25
4.625000
Other Note
1071148.00
1131783.00
NAVIENT CORP
2024-03-25
6.125000
Other Note
3265290.00
3269984.00
NAVIENT LLC
2029-03-15
6.000000
Other Note
36000.00
30352.00
NEW YORK TIMES CO
2016-12-15
6.625000
Other Note
881000.00
982064.00
NGPL PIPECO LLC
2037-12-15
7.767999
Other Note
500000.00
499963.00
NGPL PIPECO LLC
2037-12-15
7.767999
Other Note
493912.00
493875.00
NORSKE SKOGINDUSTRIER
2015-10-15
6.125000
Other Note
1000000.00
943035.00
NOVA CHEMICALS CORP
2023-08-01
5.250000
Other Note
293000.00
327794.00
NRG ENERGY INC
2023-03-15
6.625000
Other Note
522000.00
559860.00
NUMERICABLE GROUP SA
2022-05-15
6.000000
Other Note
626000.00
644050.00
NUMERICABLE GROUP SA
2024-05-15
6.250000
Other Note
356000.00
361340.00
NXP BV/NXP FUNDING LLC
2016-09-15
3.500000
Other Note
4000.00
4043.00
NXP BV/NXP FUNDING LLC
2018-06-01
3.750000
Other Note
967800.00
970220.00
NXP BV/NXP FUNDING LLC
2018-06-01
3.750000
Other Note
802200.00
804206.00
NXP BV/NXP FUNDING LLC
2021-02-15
5.750000
Other Note
937000.00
1001666.00
OI SA
2022-02-10
5.750000
Other Note
17830142.00
17626210.00
OLIN CORP
2022-08-15
5.500000
Other Note
94000.00
102024.00
OLIN CORP
2022-08-15
5.500000
Other Note
3490.00
3788.00
ONEOK INC
2035-06-15
6.000000
Other Note
142000.00
144804.00
OTTAWA HOLDINGS PTE LTD
2018-05-16
5.875000
Other Note
85000.00
75650.00
OWENS-BROCKWAY
2016-05-15
7.375000
Other Note
351000.00
394656.00
PACIFIC DRILLING SA
2020-06-01
5.375000
Other Note
250000.00
242240.00
PACNET LTD
2018-12-12
9.000000
Other Note
80000.00
87780.00
PEABODY ENERGY CORP
2020-09-15
6.500000
Other Note
258000.00
256595.00
PENN VIRGINIA RESOURCE
2020-06-01
8.375000
Other Note
5983000.00
6754558.00
PINNACLE ENTERTAINMENT
2022-04-01
7.750000
Other Note
53000.00
58344.00
PRINCE MINERAL HOLD CORP
2019-12-15
12.000000
Other Note
260588.00
296018.00
QUICKSILVER RESOURCES IN
2016-04-01
7.125000
Other Note
2000000.00
1817500.00
QUICKSILVER RESOURCES IN
2021-07-01
11.000000
Other Note
468974.00
477858.00
QVC INC
2023-03-15
4.375000
Other Note
5000000.00
5107689.00
REALOGY GRP / SUN GRP FL
2016-05-01
3.375000
Other Note
697000.00
707237.00
REARDEN G HOLDINGS EINS
2020-03-30
7.875000
Other Note
3112.00
3334.00
REGENCY ENERGY PART/FINA
2019-06-01
8.375000
Other Note
320000.00
348467.00
REGENCY ENERGY PART/FINA
2022-10-01
5.000000
Other Note
200000.00
199667.00
REGIONS FINANCIAL CORP
2015-06-15
5.750000
Other Note
2275000.00
2386423.00
RENHE COMMERCIAL HLDS CO
2016-03-10
13.000000
Other Note
27176.00
19952.00
REX ENERGY CORP
2022-08-01
6.250000
Other Note
100000.00
99000.00
REXEL SA
2020-06-15
5.250000
Other Note
250000.00
256677.00
REYNOLDS GRP ISS/REYNOLD
2019-04-15
9.000000
Other Note
1704000.00
1834356.00
ROYAL BK SCOTLND GRP PLC
2056-03-31
7.639999
Other Note
500000.00
544089.00
ROYAL CARIBBEAN CRUISES
2016-06-15
7.250000
Other Note
449000.00
496937.00
SABINE PASS LIQUEFACTION
2024-05-15
5.750000
Other Note
500000.00
518795.00
SABINE PASS LNG LP
2016-11-30
7.500000
Other Note
1238151.00
1365319.00
SABINE PASS LNG LP
2016-11-30
7.500000
Other Note
4849.00
5347.00
SABRE HOLDINGS CORP
2016-03-15
8.349999
Other Note
2788371.00
3113340.00
SCHAEFFLER FINANCE BV
2021-05-15
4.250000
Other Note
1300000.00
1306942.00
SCHAEFFLER FINANCE BV
2021-05-15
4.750000
Other Note
530000.00
547240.00
SINCLAIR TELEVISION GROU
2022-10-01
6.125000
Other Note
3759.00
3963.00
SLM CORP
2017-01-25
6.000000
Other Note
5000000.00
5380000.00
SLM CORP
2018-06-15
8.449999
Other Note
1645267.00
1924217.00
SMITHFIELD FOODS INC
2017-07-01
7.750000
Other Note
1147000.00
1312120.00
Societe Generale
2059-07-05
5.921999
Other Note
881992.00
956593.00
Societe Generale
2099-12-29
7.875000
Other Note
635000.00
679073.00
SOFTBANK CORP
2020-04-15
4.500000
Other Note
1391000.00
1416386.00
SPRINGLEAF FINANCE CORP
2016-09-15
5.750000
Other Note
1389000.00
1499040.00
SPRINGLEAF FINANCE CORP
2017-12-15
6.900000
Other Note
57000.00
62490.00
SPRINGLEAF FINANCE CORP
2020-06-01
6.000000
Other Note
1500000.00
1556250.00
SPRINT COMMUNICATIONS
2022-11-15
6.000000
Other Note
23000.00
23320.00
SPRINT CORP
2023-09-15
7.875000
Other Note
500000.00
546250.00
STANDARD PACIFIC CORP
2016-09-15
10.750000
Other Note
263000.00
317733.00
STANDARD PACIFIC CORP
2018-05-15
8.375000
Other Note
1041000.00
1222062.00
STAR ENERGY GEOTHERMAL
2020-03-27
6.125000
Other Note
100000.00
105718.00
SUPERVALU INC
2016-05-01
8.000000
Other Note
256949.00
286498.00
TELEMAR NORTE LESTE SA
2020-10-23
5.500000
Other Note
89000.00
88664.00
TENET HEALTHCARE CORP
2019-03-01
5.000000
Other Note
381000.00
386080.00
TESORO LOGISTICS LP/CORP
2021-10-15
6.125000
Other Note
253725.00
270987.00
T-MOBILE USA INC
2019-04-28
6.464000
Other Note
241750.00
253363.00
T-MOBILE USA INC
2024-01-15
6.500000
Other Note
187000.00
199181.00
TOLL BROS FINANCE CORP
2015-05-15
5.150000
Other Note
166000.00
172370.00
TOYS R US DELAWARE INC
2016-09-01
7.375000
Other Note
131000.00
127166.00
TOYS R US PROPERTY CO II
2017-12-01
8.500000
Other Note
21000.00
21665.00
TRANSFIELD SERVICES LTD
2020-05-15
8.375000
Other Note
470000.00
492738.00
TRINSEO OP / TRINSEO FIN
2019-02-01
8.750000
Other Note
317142.00
347733.00
TRONOX FINANCE LLC
2020-08-15
6.375000
Other Note
89000.00
93396.00
TRW AUTOMOTIVE INC
2017-03-15
7.250000
Other Note
680281.00
786499.00
TRW AUTOMOTIVE INC
2021-03-01
4.500000
Other Note
754074.00
790835.00
TULLOW OIL PLC
2022-04-15
6.250000
Other Note
1603000.00
1652760.00
TUPY OVERSEAS SA
2024-07-17
6.625000
Other Note
40000.00
41103.00
UNITED AIRLINES INC
2015-09-15
6.750000
Other Note
22044209.00
22689002.00
UNITYMEDIA HESSEN / NRW
2023-01-15
5.500000
Other Note
1000000.00
1012444.00
UNIVISION COMMUNICATIONS
2023-05-15
5.125000
Other Note
1029000.00
1083866.00
USJ ACUCAR E ALCOOL SA
2019-11-09
9.875000
Other Note
82000.00
85320.00
VALEANT PHARMACEUTICALS
2017-10-01
6.750000
Other Note
394000.00
417640.00
VANTAGE ONCOLOGY LLC
2017-06-15
9.500000
Other Note
1279000.00
1246563.00
VIDEOTRON LTD
2022-07-15
5.000000
Other Note
449000.00
457855.00
VIRGIN MEDIA SECURED FIN
2021-01-15
5.250000
Other Note
200000.00
204227.00
VIRGOLINO DE OLIVEIRA FI
2018-01-28
10.500000
Other Note
193052.00
151256.00
VIRGOLINO DE OLIVEIRA FI
2018-01-28
10.500000
Other Note
100000.00
78438.00
WALTER ENERGY INC
2019-10-15
9.500000
Other Note
8000.00
8204.00
WEST CHINA CEMENT LTD
2016-01-25
7.500000
Other Note
45000.00
46294.00
WILLIAMS COMPANIES INC
2024-06-24
4.549999
Other Note
2250000.00
2252602.00
WILLIAMS COMPANIES INC
2044-06-24
5.750000
Other Note
66690.00
66310.00
WILLIAMS COS INC
2032-03-15
8.750000
Other Note
491883.00
644360.00
WINDSTREAM CORP
2017-11-01
7.875000
Other Note
954000.00
1113497.00
WYNN MACAU LTD
2021-10-15
5.250000
Other Note
687000.00
710563.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
289500000.00
289500000.00
0.0104
N
289500000.00
289500000.00
Barclays Capital, Inc.
Barclays Capital, Inc. 0.120000%
73921637
0001484219
Other Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
400000000.00
400000000.00
0.0144
N
400000000.00
400000000.00
Bedford Row Funding Corp
Bedford Row Funding Corp 0.253598%
07644DAE8
Other Note
N
First Tier Security
N/A
N/A
2014-10-14
2015-01-13
N
N
N
121000000.00
121000000.00
0.0044
N
121006050.00
121006050.00
Bedford Row Funding Corp
Bedford Row Funding Corp 0.250700%
07644EAA4
Other Note
N
First Tier Security
N/A
N/A
2014-10-02
2015-04-02
N
N
N
50000000.00
50000000.00
0.0018
N
49992650.00
49992650.00
BNP Paribas Securities Corp.
BNP Paribas Securities Corp. 0.703101%
734828317791571bn
0001197610
Other Repurchase Agreement
N
ACIS CLO LTD
2026-02-01
4.987849
Other Note
1637777.00
1503814.00
AEGIS ASSET BACKED SECURITIES TRUST
2035-08-25
0.635000
Other Note
24984062.00
19718417.00
ARES CLO LTD
2020-11-25
5.977150
Other Note
2355566.00
1791394.00
ARES CLO LTD
2025-04-15
5.233600
Other Note
4459593.00
4161259.00
ARGENT SECURITIES INC.
2034-03-25
1.187000
Other Note
24500000.00
12687728.00
ARROWPOINT CLO LTD
2026-03-12
4.954349
Other Note
2634146.00
2412202.00
ATRIUM CDO CORP
2020-07-20
3.928599
Other Note
736238.00
728418.00
CANARAS SUMMIT CLO LTD
2021-06-19
4.581000
Other Note
1920659.00
1806513.00
CENTRAL PARK CLO LTD
2022-07-23
4.733100
Other Note
3716829.00
3622391.00
COLLEGE LOAN CORPORATION TRUST
2046-04-25
0.984099
Other Note
24898941.00
25000000.00
COUNTRYWIDE ASSET-BACKED CERTIFICATES
2036-02-25
0.682000
Other Note
7500000.00
6153058.00
COUNTRYWIDE ASSET-BACKED CERTIFICATES
2037-09-25
0.375000
Other Note
2152000.00
1636410.00
COUNTRYWIDE ASSET-BACKED CERTIFICATES
2046-01-25
0.315000
Other Note
24000000.00
16342383.00
COUNTRYWIDE ASSET-BACKED CERTIFICATES
2046-09-25
0.312000
Other Note
34697000.00
18179796.00
COUNTRYWIDE ASSET-BACKED CERTIFICATES
2047-06-25
0.335000
Other Note
28541261.00
24999999.00
COUNTRYWIDE ASSET-BACKED CERTIFICATES
2047-06-25
0.335000
Other Note
20000000.00
16633237.00
EATON VANCE CDO LTD
2026-07-15
5.264599
Other Note
5649321.00
5543492.00
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS.
2023-02-25
0.912300
Other Note
167178500.00
6203167.00
FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES
2036-12-25
0.294999
Other Note
10000000.00
5522680.00
GE-WMC MORTGAGE SECURITIES LLC
2035-10-25
0.594999
Other Note
20606000.00
17122106.00
GREENPOINT MORTGAGE FUNDING TRUST
2037-06-25
0.375000
Other Note
51588641.00
23447313.00
GSAA HOME EQUITY TRUST
2036-01-25
0.375000
Other Note
28755029.00
12388152.00
HALCYON LOAN INVESTORS CLO LTD
2020-11-20
0.568599
Other Note
21471644.00
20772987.00
HERTZ FLEET LEASE FUNDING LP
2028-04-10
2.102500
Other Note
4500000.00
4505517.00
HOME EQUITY ASSET TRUST
2037-05-25
0.265000
Other Note
26500000.00
20692154.00
KVK CLO LTD
2026-05-15
4.979350
Other Note
4185323.00
4188148.00
LONG BEACH MORTGAGE LOAN TRUST
2035-06-25
1.054999
Other Note
10000000.00
8964198.00
MARATHON CLO LTD
2023-05-20
5.978600
Other Note
1750574.00
1752292.00
MARATHON CLO LTD
2025-02-21
5.926949
Other Note
2318000.00
2276150.00
MERRILL LYNCH MORTGAGE INVESTORS TRUST
2037-08-25
0.304999
Other Note
31771694.00
17330305.00
MORGAN STANLEY CAPITAL INC
2036-03-25
0.424999
Other Note
38447056.00
25000000.00
MOUNTAIN HAWK CLO LTD
2024-07-22
1.393599
Other Note
5353898.00
5262828.00
MOUNTAIN VIEW CLO
2021-01-12
3.983600
Other Note
1019488.00
958246.00
NANTUCKET CLO LTD
2020-11-24
3.977150
Other Note
3293181.00
3151449.00
NATIONAL COLLEGIATE STUDENT LOAN TRUST
2027-10-25
0.304999
Other Note
20000000.00
15007524.00
NATIONAL COLLEGIATE STUDENT LOAN TRUST
2027-11-25
0.364999
Other Note
15000000.00
13955743.00
NATIONAL COLLEGIATE STUDENT LOAN TRUST
2027-12-27
0.294999
Other Note
10000000.00
4890848.00
NATIONAL COLLEGIATE STUDENT LOAN TRUST
2028-03-27
0.405000
Other Note
20000000.00
18757270.00
NATIONAL COLLEGIATE STUDENT LOAN TRUST
2028-11-27
0.284999
Other Note
21000000.00
11580410.00
NATIONAL COLLEGIATE STUDENT LOAN TRUST
2029-04-25
0.435000
Other Note
15000000.00
14525663.00
NELNET STUDENT LOAN TRUST
2036-08-23
0.677350
Other Note
26246832.00
25000000.00
OCEAN TRAILS CLO
2022-06-27
4.733600
Other Note
5857328.00
4425110.00
OZLM LTD
2026-04-17
4.979669
Other Note
3747014.00
3739121.00
RESIDENTIAL ACCREDIT LOANS, INC.
2036-12-25
0.335000
Other Note
75000000.00
17935403.00
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
2036-02-25
0.344999
Other Note
29000000.00
5150434.00
RESIDENTIAL ASSET SECURITIES CORPORATION
2035-09-25
0.625000
Other Note
6496994.00
4908072.00
SLM STUDENT LOAN TRUST
2029-10-28
3.500000
Other Note
23377844.00
18018111.00
SLM STUDENT LOAN TRUST
2032-06-15
0.00
Other Note
16661728.00
15562720.00
SOCIAL PROFESSIONAL LOAN PROGRAM LLC
2029-12-25
3.750000
Other Note
18000000.00
15368982.00
SOUND POINT CLO LTD
2023-10-20
3.533599
Other Note
13880429.00
13946055.00
SOUNDVIEW HOME EQUITY LOAN TRUST
2036-11-25
0.315000
Other Note
38200000.00
15799819.00
STRUCTURED ASSET INVESTMENT LOAN TRUST
2035-07-25
0.875000
Other Note
14600000.00
11800506.00
VENTURE XIII CLO LTD VENTUREIII CLO CORP
2025-06-10
3.000000
Other Note
4000000.00
3796763.00
WACHOVIA STUDENT LOAN TRUST
2040-04-25
0.404100
Other Note
27443386.00
25000000.00
WESTBROOK CLO LTD
2020-12-20
3.931000
Other Note
3708142.00
3589507.00
WIND RIVER CLO LTD
2026-04-18
5.183600
Other Note
4752763.00
4764653.00
First Tier Security
N/A
N/A
2014-08-07
2014-10-07
N
N
N
500000000.00
500000000.00
0.0180
Y
500000000.00
500000000.00
BNP Paribas Securities Corp.
BNP Paribas Securities Corp. 0.360000%
738541417791572BN
0001197610
Other Repurchase Agreement
N
51JOB INC
2019-04-15
3.250000
Other Note
2391000.00
2645521.00
ACCURAY INC
2018-02-01
3.500000
Other Note
1560000.00
2633483.00
ACORDA THERAPEUTICS INC
2021-06-15
1.750000
Other Note
1262380.00
1238377.00
AK STEEL CORP
2019-11-15
5.000000
Other Note
139740.00
264536.00
AKAMAI TECHNOLOGIES INC
2019-02-15
0.00
Other Note
1463814.00
1492183.00
AKORN INC
2016-06-01
3.500000
Other Note
7423000.00
29735301.00
AMERICAN REALTY CAP PROP
2018-08-01
3.000000
Other Note
512998.00
534482.00
AMYRIS INC
2019-05-15
6.500000
Other Note
700000.00
715731.00
ANNALY CAPITAL MGMT
2015-05-15
5.000000
Other Note
28681000.00
29467879.00
APOLLO CMMRL REAL EST FI
2019-03-15
5.500000
Other Note
808480.00
876318.00
ARIAD PHARMACEUTICALS IN
2019-06-15
3.625000
Other Note
1000000.00
943750.00
AV HOMES INC
2016-02-15
7.500000
Other Note
4450000.00
4854208.00
BIOMARIN PHARMACEUTICAL
2020-10-15
1.500000
Other Note
298000.00
313286.00
BIOMED REALTY LP
2030-01-15
3.750000
Other Note
2647000.00
3379337.00
BLUCORA INC
2019-04-01
4.250000
Other Note
471359.00
500134.00
BPZ RESOURCES INC
2017-10-01
8.500000
Other Note
2900000.00
3297542.00
CADENCE DESIGN SYS INC
2015-06-01
2.625000
Other Note
13093000.00
29704809.00
CANADIAN SOLAR INC
2019-02-15
4.250000
Other Note
865000.00
864115.00
CASTLE (AM) & CO
2017-12-15
7.000000
Other Note
2420000.00
2719946.00
CBIZ INC
2015-10-01
4.875000
Other Note
1000000.00
1243130.00
CHESAPEAKE ENERGY CORP
2035-11-15
2.750000
Other Note
1402000.00
1463598.00
CHIQUITA BRANDS INTL
2016-08-15
4.250000
Other Note
489000.00
498583.00
CIENA CORP
2015-03-15
4.000000
Other Note
435000.00
496492.00
CIENA CORP
2017-06-15
0.875000
Other Note
17000.00
16881.00
CITRIX SYSTEMS INC
2019-04-15
0.500000
Other Note
192900.00
211872.00
COBALT INTL ENERGY INC
2019-12-01
2.625000
Other Note
340000.00
303877.00
COBALT INTL ENERGY INC
2024-05-15
3.125000
Other Note
210000.00
208235.00
CONCUR TECHNOLOGIES INC
2018-06-15
0.500000
Other Note
235695.00
265602.00
CORNERSTONE ONDEMAND INC
2018-07-01
1.500000
Other Note
2973333.00
3292966.00
CUBIST PHARMACEUTICALS
2017-11-01
2.500000
Other Note
146000.00
318554.00
ELECTRONIC ARTS INC
2016-07-15
0.750000
Other Note
4699000.00
5757841.00
EMERALD OIL INC
2019-04-01
2.000000
Other Note
1310000.00
1439096.00
ENCORE CAPITAL GROUP INC
2017-11-27
3.000000
Other Note
798661.00
1173803.00
ENCORE CAPITAL GROUP INC
2021-03-15
2.875000
Other Note
679169.00
656411.00
ENPRO INDUSTRIES INC
2015-10-15
3.937500
Other Note
3000000.00
6443536.00
FINISAR CORP
2033-12-15
0.500000
Other Note
3280000.00
3232896.00
FOREST CITY ENTERPRISES
2016-10-15
5.000000
Other Note
2520000.00
3996650.00
FORESTAR GROUP INC
2020-03-01
3.750000
Other Note
10000.00
10975.00
FXCM INC
2018-06-15
2.250000
Other Note
788000.00
793221.00
GAIN CAPITAL HOLDINGS IN
2018-12-01
4.125000
Other Note
2000000.00
1873750.00
GPT PROPERTY TRUST LP
2019-03-15
3.750000
Other Note
1250000.00
1408333.00
GREEN PLAINS RENEWABLE E
2018-10-01
3.250000
Other Note
267172.00
516199.00
GT ADV TECHNOLOGIES INC
2020-12-15
3.000000
Other Note
1000000.00
1436333.00
HEARTWARE INTERNATIONAL
2017-12-15
3.500000
Other Note
1500000.00
1782333.00
HOLOGIC INC
2042-03-01
2.000000
Other Note
3500000.00
3887917.00
HORSEHEAD HOLDING CORP
2017-07-01
3.799999
Other Note
2000000.00
2900093.00
HUTCHINSON TECHNOLOGY
2026-01-15
8.500000
Other Note
2549000.00
2456670.00
ICONIX BRAND GROUP INC
2018-03-15
1.500000
Other Note
20258020.00
29501687.00
ILLUMINA INC
2021-06-15
0.500000
Other Note
148000.00
149853.00
IMPERIAL HOLDINGS INC
2019-02-15
8.500000
Other Note
1200000.00
1508789.00
INLAND REAL ESTATE CORP
2029-11-15
5.000000
Other Note
446000.00
493635.00
INSULET CORPORATION
2019-06-15
2.000000
Other Note
2739291.00
2943192.00
INTEL CORP
2035-12-15
2.950000
Other Note
1994000.00
2567314.00
INTERMUNE INC
2018-09-15
2.500000
Other Note
1000000.00
1553824.00
ISIS PHARMACEUTICALS INC
2019-10-01
2.750000
Other Note
1996543.00
4123693.00
JAKKS PACIFIC INC
2018-08-01
4.250000
Other Note
1266000.00
1228020.00
JARDEN CORP
2018-09-15
1.875000
Other Note
685000.00
925752.00
JARDEN CORP
2019-06-15
1.500000
Other Note
3188836.00
3756863.00
JINKOSOLAR HOLDING CO LT
2016-05-15
4.000000
Other Note
1953000.00
2029312.00
KAISER ALUMINUM CORPORAT
2015-04-01
4.500000
Other Note
3999000.00
6564358.00
KAMAN CORP
2017-11-15
3.250000
Other Note
1000.00
1311.00
KILROY REALTY LP
2014-11-15
4.250000
Other Note
325000.00
568822.00
LIBERTY MEDIA CORP
2023-10-15
1.375000
Other Note
576000.00
603532.00
MEADOWBROOK INSURANCE GR
2020-03-15
5.000000
Other Note
500000.00
490315.00
MERRIMACK PHARMACEUTI
2020-07-15
4.500000
Other Note
3154000.00
3783223.00
MICRON TECHNOLOGY INC
2033-02-15
2.125000
Other Note
2494487.00
7501667.00
MOLINA HEALTHCARE INC
2014-10-01
3.750000
Other Note
913000.00
1274210.00
NUANCE COMMUNICATIONS
2027-08-15
2.750000
Other Note
1136000.00
1185905.00
NUANCE COMMUNICATIONS
2031-11-01
2.750000
Other Note
404000.00
407537.00
ON SEMICONDUCTOR CORP
2026-12-15
2.625000
Other Note
127000.00
145841.00
OPKO HEALTH INC
2033-02-01
3.000000
Other Note
1400000.00
1923250.00
PACIRA PHARMACEUTICALS
2019-02-01
3.250000
Other Note
8295254.00
29665902.00
PRICELINE GROUP INC/THE
2020-06-15
0.349999
Other Note
650000.00
785978.00
QUANTUM CORP
2017-11-15
4.500000
Other Note
155000.00
163254.00
RADIAN GROUP INC
2017-11-15
3.000000
Other Note
1046000.00
1378192.00
RAIT FINANCIAL TRUST
2031-04-01
7.000000
Other Note
500000.00
650732.00
REDWOOD TRUST INC
2018-04-15
4.625000
Other Note
3458578.00
3628906.00
RESOURCE CAPITAL CORP
2018-12-01
6.000000
Other Note
471717.00
479972.00
RESTORATION HARDWARE HOL
2019-06-15
0.00
Other Note
4420000.00
4364750.00
RTI INTERNATIONAL METALS
2019-10-15
1.625000
Other Note
140000.00
137433.00
SAFEGUARD SCIENTIFICS IN
2018-05-15
5.250000
Other Note
3519000.00
4552120.00
SCORPIO TANKERS INC
2019-07-01
2.375000
Other Note
4305000.00
4431908.00
SERVICESOURCE INTL INC
2018-08-01
1.500000
Other Note
1681100.00
1461515.00
SOLAZYME INC
2018-02-01
6.000000
Other Note
878517.00
1262324.00
SOUFUN HOLDINGS LIMITED
2018-12-15
2.000000
Other Note
1000000.00
980686.00
SPIRIT REALTY CAPITAL IN
2021-05-15
3.750000
Other Note
1000000.00
1019167.00
STARWOOD PROPERTY TRUST
2018-03-01
4.549999
Other Note
441086.00
501827.00
STARWOOD WAYPOINT RESDTL
2019-07-01
3.000000
Other Note
4748746.00
4825913.00
SUNEDISON INC
2018-10-01
2.000000
Other Note
1161349.00
1871707.00
SUNEDISON INC
2020-01-15
0.250000
Other Note
416900.00
431279.00
SUNEDISON INC
2021-01-01
2.750000
Other Note
700000.00
1141295.00
TOLL BROS FINANCE CORP
2032-09-15
0.500000
Other Note
15900.00
16238.00
TPG SPECIALTY LENDING IN
2019-12-15
4.500000
Other Note
643952.00
645240.00
UNITED THERAPEUTICS CORP
2016-09-15
1.000000
Other Note
722623.00
1431717.00
VECTOR GROUP LTD
2020-04-15
1.750000
Other Note
3900000.00
4176053.00
VERINT SYSTEMS INC
2021-06-01
1.500000
Other Note
3000000.00
3095640.00
VIPSHOP HOLDING LTD
2019-03-15
1.500000
Other Note
2351000.00
3019664.00
VIVUS INC
2020-05-01
4.500000
Other Note
681310.00
513115.00
VOLCANO CORP
2015-09-01
2.875000
Other Note
3684000.00
3730452.00
VOLCANO CORP
2017-12-01
1.750000
Other Note
1067000.00
1018768.00
WALTER INVESTMENT MGMT
2019-11-01
4.500000
Other Note
11702.00
10949.00
WORKDAY INC
2018-07-15
0.750000
Other Note
1458602.00
1817365.00
YAHOO INC
2018-12-01
0.00
Other Note
1291215.00
1310583.00
YANDEX NV
2018-12-15
1.125000
Other Note
530644.00
480667.00
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
295000000.00
295000000.00
0.0106
N
295000000.00
295000000.00
BNP Paribas Securities Corp.
BNP Paribas Securities Corp. 0.180000%
739147487791573bn
0001197610
Other Repurchase Agreement
N
ALLEGHENY TECHNOLOGIES
2023-08-15
5.875000
Other Note
1108149.00
1242335.00
APACHE CORP
2023-01-15
2.625000
Other Note
1293214.00
1240589.00
BANK OF AMERICA CORP
2016-08-01
6.500000
Other Note
1101254.00
1249252.00
BANK OF AMERICA CORP
2017-12-01
5.750000
Other Note
35263.00
39882.00
BANK OF AMERICA CORP
2019-01-15
2.600000
Other Note
1192815.00
1201768.00
Bank of Nova Scotia
2017-07-21
1.300000
Other Note
1250562.00
1248023.00
Bank of Nova Scotia
2021-07-21
2.799999
Other Note
1250775.00
1246522.00
CITIGROUP INC
2019-05-22
8.500000
Other Note
972864.00
1245939.00
COCA-COLA CO/THE
2018-11-01
1.649999
Other Note
1212263.00
1209699.00
COLLEGE LOAN CORPORATION TRUST
2046-04-25
0.984099
Other Note
1244947.00
1250000.00
KOREA EXPRESSWAY CORP
2015-03-23
4.500000
Other Note
1202761.00
1249464.00
MCKESSON CORP
2019-03-15
2.283999
Other Note
1238872.00
1245941.00
MERCK & CO INC
2033-12-01
6.500000
Other Note
918791.00
1236990.00
MORGAN STANLEY
2019-05-13
7.299999
Other Note
1017640.00
1246229.00
NEWMONT MINING CORP
2019-10-01
5.125000
Other Note
1116469.00
1245682.00
NORDEA BANK AB
2020-01-27
4.875000
Other Note
97251.00
108433.00
PETROBRAS GLOBAL FINANCE
2024-03-17
6.250000
Other Note
1146399.00
1242976.00
PRUDENTIAL FINANCIAL INC
2044-05-15
4.599999
Other Note
138736.00
140477.00
SANTANDER US DEBT SA UNI
2015-01-20
3.724000
Other Note
1232432.00
1249646.00
STATE GRID OVERSEAS INV
2019-05-07
2.750000
Other Note
1235295.00
1246779.00
STATE GRID OVERSEAS INV
2024-05-07
4.125000
Other Note
1194605.00
1239540.00
TRANSOCEAN INC
2016-12-15
5.049999
Other Note
1148398.00
1249816.00
VERIZON COMMUNICATIONS
2018-09-14
3.649999
Other Note
1152946.00
1246335.00
VERIZON COMMUNICATIONS
2043-09-15
6.549999
Other Note
961329.00
1236379.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
25000000.00
25000000.00
0.0009
N
25000000.00
25000000.00
BNP Paribas Securities Corp.
BNP Paribas Securities Corp. 0.310000%
739147547791574bn
0001197610
Other Repurchase Agreement
N
AERCAP IRELAND CAP LTD/A
2019-05-15
3.750000
Other Note
2500.00
2498.00
ALTICE FINCO SA
2020-12-15
9.875000
Other Note
381.00
439.00
ASHTEAD CAPITAL INC
2022-07-15
6.500000
Other Note
272.00
293.00
BANK OF AMERICA CORP
2016-08-01
6.500000
Other Note
1541755.00
1748951.00
BANK OF AMERICA CORP
2017-12-01
5.750000
Other Note
1545385.00
1747789.00
Bank of Nova Scotia
2017-07-21
1.300000
Other Note
1753559.00
1749999.00
BARCLAYS PLC
2099-12-15
6.625000
Other Note
9440.00
9479.00
CENTURYLINK INC
2022-03-15
5.799999
Other Note
25122.00
26552.00
CENTURYLINK INC
2028-01-15
6.875000
Other Note
14178.00
14434.00
CITIGROUP INC
2014-09-15
5.000000
Other Note
1708433.00
1749553.00
DEAN FOODS CO
2016-06-01
7.000000
Other Note
1595744.00
1749999.00
FIRST DATA CORPORATION
2021-01-15
12.625000
Other Note
146169.00
177319.00
FRONTIER COMMUNICATIONS
2024-04-15
7.625000
Other Note
1624522.00
1746282.00
GANNETT CO INC
2014-11-15
8.750000
Other Note
1685167.00
1749999.00
HILTON WORLDWIDE FINANCE
2021-10-15
5.625000
Other Note
1642710.00
1749999.00
IAC/INTERACTIVECORP
2018-11-30
4.875000
Other Note
231.00
240.00
JAGUAR LAND ROVER AUTOMO
2021-05-15
8.125000
Other Note
2110.00
2394.00
L BRANDS INC
2037-07-15
7.599999
Other Note
20969.00
23137.00
LORILLARD TOBACCO CO
2017-08-21
2.299999
Other Note
1705522.00
1748113.00
MICRON TECHNOLOGY INC
2025-02-01
5.500000
Other Note
842.00
844.00
MILLICOM INTL CELLULAR
2020-05-22
4.750000
Other Note
492.00
490.00
NEWMONT MINING CORP
2019-10-01
5.125000
Other Note
1563056.00
1743954.00
PETROBRAS GLOBAL FINANCE
2024-03-17
6.250000
Other Note
1604959.00
1740167.00
PULTE GROUP INC
2032-06-15
7.875000
Other Note
59662.00
67944.00
REGENCY ENERGY PART/FINA
2022-10-01
5.000000
Other Note
508000.00
507153.00
REYNOLDS GRP ISS/REYNOLD
2019-08-15
9.875000
Other Note
171710.00
194768.00
ROCKWOOD SPECIALTIES GRO
2020-10-15
4.625000
Other Note
1651349.00
1748148.00
SANDRIDGE ENERGY INC
2022-10-15
8.125000
Other Note
344.00
377.00
SANTANDER US DEBT SA UNI
2015-01-20
3.724000
Other Note
1725405.00
1749505.00
SL GREEN REALTY CORP
2018-08-15
5.000000
Other Note
1177.00
1300.00
STATE GRID OVERSEAS INV
2019-05-07
2.750000
Other Note
1730325.00
1746411.00
STATE GRID OVERSEAS INV
2024-05-07
4.125000
Other Note
443072.00
459738.00
SUNGARD DATA SYSTEMS INC
2018-11-15
7.375000
Other Note
1654925.00
1750000.00
TELECOM ITALIA SPA
2024-05-30
5.302999
Other Note
40367.00
39922.00
TRANSOCEAN INC
2016-12-15
5.049999
Other Note
1607757.00
1749742.00
TULLOW OIL PLC
2022-04-15
6.250000
Other Note
11117.00
11462.00
UNITED RENTALS NORTH AM
2022-04-15
7.625000
Other Note
10000.00
11350.00
UNITED RENTALS NORTH AM
2024-11-15
5.750000
Other Note
1000000.00
1042465.00
UNITYMEDIA HESSEN / NRW
2023-01-15
5.500000
Other Note
4778.00
4837.00
USG CORP
2018-01-15
9.750000
Other Note
1474512.00
1750000.00
VERIZON COMMUNICATIONS
2018-09-14
3.649999
Other Note
1614124.00
1744868.00
WIND ACQUISITION FIN SA
2021-04-23
7.375000
Other Note
1624014.00
1749999.00
WIND ACQUISITION FIN SA
2021-04-23
7.375000
Other Note
1624014.00
1749999.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
35000000.00
35000000.00
0.0013
N
35000000.00
35000000.00
BNP Paribas Securities Corp.
BNP Paribas Securities Corp. 0.210000%
739148387791575BN
0001197610
Other Repurchase Agreement
N
ACCURAY INC
2016-08-01
3.750000
Other Note
5455000.00
6130056.00
ADVISORSHARES TRPERITUS
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
270604.00
AES TRUST III
2029-10-15
6.750000
Other Instrument
CONVERTIBLE PREFERRED SHARES
42500.00
2172643.00
ALPHA NATURAL RESOURCES
2017-12-15
3.750000
Other Note
9067499.00
7762157.00
ALPHA NATURAL RESOURCES
2020-12-15
4.875000
Other Note
7499000.00
5544454.00
AMAG PHARMACEUTICALS INC
2019-02-15
2.500000
Other Note
6063600.00
6379864.00
AMERIGAS PARTNERS L P UNIT L P
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
36520.00
ANNALY CAPITAL MGMT
2015-05-15
5.000000
Other Note
3234000.00
3322727.00
ANTHERA PHARMACEUTICALS INC COM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
271453.00
API TECHNOLOGIES CORP COM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
853084.00
APOLLO CMMRL REAL EST FI
2019-03-15
5.500000
Other Note
8341520.00
9041438.00
ARIAD PHARMACEUTICALS IN
2019-06-15
3.625000
Other Note
10000000.00
9437500.00
AROTECH CORPCOM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
15863.00
ASCENT CAPITAL GROUP INC
2020-07-15
4.000000
Other Note
7338000.00
6704421.00
AXIS CAPITAL HLDGS LTD
2049-01-01
5.500000
Other Note
100.00
2321.00
B2GOLD CORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1042823.00
BARRICK GOLD CORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
352038.00
BIOTA PHARMACEUTIALS INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
235976.00
BRANDYWINE REALTY TRUST
2049-01-01
6.900000
Other Note
10441.00
273554.00
CAMPUS CREST COMMUNITIES
2018-10-15
4.750000
Other Note
7870000.00
7950558.00
CAREER EDUCATION CORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
712731.00
CBL & ASSOCIATES PROP
2049-01-01
6.625000
Other Note
100.00
2465.00
CERAGON NETWORKS LTDORD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
147500.00
CHENIERE ENERGY PARTNERS LP COM UNIT
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
538436.00
CONCUR TECHNOLOGIES INC
2018-06-15
0.500000
Other Note
6852493.00
7721998.00
COWEN GROUP INC
2019-03-15
3.000000
Other Note
6550000.00
6902063.00
CUMBERLAND PHARMACEUTICALS ICOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
302.00
CVR REFNG LPCOMUNIT
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2409480.00
CYANOTECH CORPCOM PAR
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
211.00
DCP MIDSTREAM PARTNERS LP COM UT L
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
970752.00
DIREXION SHS ETF TR DAILY GO
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
723109.00
DIREXION SHS ETF TR DLY EMKT
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
597875.00
DIREXION SHS ETF TR DLY ENRG
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
3358.00
DIREXION SHS ETF TR DLY SCON
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
393492.00
DIREXION SHS ETF TR NAT GS B
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
1082542.00
DIREXION SHS ETF TR TL BD MK
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
342800.00
ENCORE CAPITAL GROUP INC
2021-03-15
2.875000
Other Note
1070831.00
1034949.00
ENERGY TRANSFER EQUITY L PCOM UT L
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
10458032.00
ENTERPRISE PRODS PARTNERS L COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1887483.00
EQT MIDSTREAM PARTNERS LP UNIT LTD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2372895.00
EXFO INCSUB VTG
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
167813.00
EZCORP INC
2019-06-15
2.125000
Other Note
5460000.00
4976600.00
FELCOR LODGING TRUST INC
2049-01-01
8.000000
Other Note
6798.00
172669.00
FLUIDIGM CORP
2034-02-01
2.750000
Other Note
8574900.00
8140839.00
FORTRESS INVESTMENT GROUP LLCL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
7328549.00
GOOGLE INCCL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1802397.00
GORDMANS STORES INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
14862.00
GRAN TIERRA ENERGY INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
751255.00
GRAY TELEVISION INC CL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
61032.00
GULF COAST ULTRA DEEP RTY TRROYALTY
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
301250.00
HERBALIFE LTD
2019-08-15
2.000000
Other Note
2194.00
1880.00
HOMEAWAY INC
2019-04-01
0.125000
Other Note
5416757.00
5361488.00
HORIZON PHARMA INC
2018-11-15
5.000000
Other Note
3766976.00
6639052.00
IAS OPER PARTNERSHIP
2018-03-15
5.000000
Other Note
5531000.00
5545596.00
INLAND REAL ESTATE CORP
2029-11-15
5.000000
Other Note
2922000.00
3234086.00
INTERMUNE INC
2017-12-15
2.500000
Other Note
499900.00
1781866.00
INVENSENSE INC
2018-11-01
1.750000
Other Note
3763000.00
4520323.00
ISHARES 10+ YR C
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
5747.00
ISHARES JP MOR E
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
5942585.00
ISHARES MSCI MAL
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
3200203.00
ISHARES MSCI SIN
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
628482.00
ISHARES TRLATN AME
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
1644100.00
ISTAR FINANCIAL INC
2049-01-01
4.500000
Other Instrument
CONVERTIBLE PREFERRED SHARES
78233.00
4978122.00
ISTAR FINANCIAL INC
2049-01-01
7.650000
Other Note
2782.00
68743.00
J2 GLOBAL COMMUNICATIONS
2029-06-15
3.250000
Other Note
1185283.00
1197613.00
JAKKS PACIFIC INC
2020-06-01
4.875000
Other Note
6125000.00
5233047.00
KAISER ALUMINUM CORP
2015-04-01
4.500000
Other Note
976000.00
1602104.00
LEARNING TREE INTL INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
248.00
MARKET VECTORS ETF TR HG YLD M
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
53656.00
MARKET VECTORS ETF TR RUSSIA E
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
10953946.00
MEDLEY CAP CORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
321408.00
MERCADOLIBRE INC
2019-07-01
2.250000
Other Note
5900000.00
6117562.00
MGIC INVESTMENT CORP
2017-05-01
5.000000
Other Note
3810000.00
4260075.00
MICROCHIP TECHNOLOGY INC
2037-12-15
2.125000
Other Note
4198000.00
7617671.00
MICRON TECHNOLOGY INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
447251.00
MOLINA HEALTHCARE INC
2020-01-15
1.125000
Other Note
8875700.00
10817259.00
MOLYCORP INC
2018-02-01
5.500000
Other Note
5028000.00
3236775.00
NETSUITE INC
2018-06-01
0.250000
Other Note
8158659.00
8345628.00
NORTHSTAR REALTY FIN
2049-01-01
8.875000
Other Note
169.00
4340.00
NQ MOBILE INC
2018-10-15
4.000000
Other Note
11775000.00
8992070.00
NVIDIA CORP
2018-12-01
1.000000
Other Note
5603000.00
6141149.00
OILTANKING PARTNERS L P UNIT LTD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1658333.00
ONCOGENEX PHARMACEUTICALS INCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
52258.00
ONCOTHYREON INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
481815.00
PALO ALTO NETWORKS
2019-07-01
0.00
Other Note
3214100.00
3316566.00
PAR PETE CORP COM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2473631.00
PIMCO ETF TRTOTL RET
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
342287.00
PLAINS ALL AMERN PIPELINE L UNIT LTD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1185929.00
PLANET PAYMENT INCSHS
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
85445.00
POST HOLDINGS INC
2049-01-01
2.500000
Other Instrument
CONVERTIBLE PREFERRED SHARES
2982.00
276768.00
PROSHARES TR II ULTRA GO
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
1263533.00
PROSHARES TRPSHS SHO
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
75942.00
PROSHARES TRPSHS SHT
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
241135.00
PROSHARES TRREAL EST
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
570478.00
PROSHARES TRULT FTSE
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
6571.00
PROSHARES TRULTRAPRO
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
1606643.00
PROSHARES TRULTRAPRO
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
878472.00
PROSHARES TRULTSHT R
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
1972313.00
PROTALIX BIOTHERAPEUTICS INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
58436.00
PS BUSINESS PARKS INC
2049-01-01
5.750000
Other Note
86.00
1998.00
PS BUSINESS PARKS INC
2049-01-01
6.450000
Other Note
14868.00
372146.00
REGADO BIOSCIENCES INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1707005.00
ROYAL GOLD INC
2019-06-15
2.875000
Other Note
6791000.00
7456882.00
RTI INTERNATIONAL METALS
2015-12-01
3.000000
Other Note
5503000.00
5688726.00
SELECT SECTOR SPDR TR SBI CONS
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
102776.00
SOPHIRIS BIO INCCOM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
306694.00
SPDR SER TR BRCLY HG
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
2487.00
SPDR SERIES TRUST BRCLY IN
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
2684673.00
SPDR SERIES TRUST BRCLYS 1
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
22514.00
SPDR SERIES TRUST DB INT G
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
362831.00
SPDR SERIES TRUST NUVN BRC
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
4645.00
SPECTRUM PHARMACEUTICALS
2018-12-15
2.750000
Other Note
11142000.00
10951404.00
STARWOOD PROPERTY TRUST
2018-03-01
4.549999
Other Note
7416885.00
8438252.00
STARWOOD WAYPOINT RESDTL
2019-07-01
3.000000
Other Note
4951254.00
5031712.00
STRAIGHT PATH COMMUNICATNS ICL B
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
6120.00
SUMMIT HOTEL PROPERTIES
2049-01-01
7.875000
Other Note
100.00
2620.00
SYNERGETICS USA INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1233.00
TARGACEPT INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1360534.00
TEEKAY LNG PARTNERS L P PRTNRSP
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
755195.00
TESLA MOTORS INC
2021-03-01
1.250000
Other Note
2520457.00
2391809.00
TESORO LOGISTICS LP COM UNIT
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1344539.00
TIME WARNER CABLE INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
748923.00
TOP IMAGE SYSTEMS LTD ORD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
62375.00
TRANSCEPT PHARMACEUTICALS INCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
20021.00
UTI WORLDWIDE INC
2019-03-01
4.500000
Other Note
5744000.00
6099439.00
VANGUARD SCOTTSDALE FDS LG-TERM
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
5057.00
VANGUARD SCOTTSDALE FDS SHTRM GV
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
3532.00
VIVUS INC
2020-05-01
4.500000
Other Note
13003690.00
9793469.00
VORNADO REALTY TRUST
2049-01-01
5.700000
Other Note
90.00
2212.00
WALTER INVESTMENT MGMT
2019-11-01
4.500000
Other Note
9370596.00
8767411.00
WISDOMTREE TR JAPN HED
2014-07-31
0.00
Other Instrument
EXCHANGE-TRADED FUND
0.00
9435186.00
WORKDAY INC
2018-07-15
0.750000
Other Note
5886793.00
7334728.00
WORKDAY INC
2020-07-15
1.500000
Other Note
5659800.00
7290766.00
YAHOO INC
2018-12-01
0.00
Other Note
7499785.00
7612282.00
YANDEX NV
2018-12-15
1.125000
Other Note
9089356.00
8233298.00
ZYNGA INC CL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
321910.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
347000000.00
347000000.00
0.0125
N
347000000.00
347000000.00
BNP Paribas Securities Corp.
Joint Account III 0.090000%
73915338779157BNP
0001197610
Government Agency Repurchase Agreement
N
FANNIE MAE
2018-04-01
4.500000
Government Agency Debt
36394850.91
1758069.61
FANNIE MAE
2018-09-01
4.500000
Government Agency Debt
675324.68
42408.83
FANNIE MAE
2019-07-01
4.000000
Government Agency Debt
1046930.65
259018.70
FANNIE MAE
2020-03-01
4.000000
Government Agency Debt
164778.96
29429.35
FANNIE MAE
2020-12-01
3.500000
Government Agency Debt
64935.06
22846.75
FANNIE MAE
2023-02-01
5.000000
Government Agency Debt
15858163.38
3021295.32
FANNIE MAE
2023-11-01
6.000000
Government Agency Debt
565869.87
86839.48
FANNIE MAE
2024-05-01
3.500000
Government Agency Debt
2967889.61
3058710.91
FANNIE MAE
2024-06-01
2.500000
Government Agency Debt
389610.39
391315.58
FANNIE MAE
2024-07-01
2.500000
Government Agency Debt
262337.66
267020.78
FANNIE MAE
2024-08-01
2.500000
Government Agency Debt
3296936.10
3389195.32
FANNIE MAE
2024-08-01
3.500000
Government Agency Debt
2127078.18
2254455.32
FANNIE MAE
2026-02-01
3.500000
Government Agency Debt
3973531.17
2411412.21
FANNIE MAE
2026-02-01
3.500000
Government Agency Debt
1153435.58
785835.58
FANNIE MAE
2026-02-01
3.500000
Government Agency Debt
247133.51
226231.17
FANNIE MAE
2026-03-01
4.000000
Government Agency Debt
5025842.34
2774231.95
FANNIE MAE
2026-04-01
3.500000
Government Agency Debt
96168.05
37285.97
FANNIE MAE
2026-07-01
4.000000
Government Agency Debt
7520702.60
4744031.95
FANNIE MAE
2026-07-01
4.000000
Government Agency Debt
3376396.62
2272831.69
FANNIE MAE
2026-08-01
3.500000
Government Agency Debt
607792.21
431864.42
FANNIE MAE
2026-08-01
3.500000
Government Agency Debt
39734.81
40911.69
FANNIE MAE
2026-08-01
3.500000
Government Agency Debt
115139.48
35345.71
FANNIE MAE
2026-08-01
4.000000
Government Agency Debt
2597402.60
1805399.22
FANNIE MAE
2026-10-01
3.500000
Government Agency Debt
60095.32
36161.56
FANNIE MAE
2027-01-01
3.500000
Government Agency Debt
59874.29
34874.55
FANNIE MAE
2027-03-01
3.000000
Government Agency Debt
93878.70
77139.22
FANNIE MAE
2027-04-01
3.500000
Government Agency Debt
62337.66
39011.43
FANNIE MAE
2027-05-01
3.000000
Government Agency Debt
5138349.35
4335502.08
FANNIE MAE
2027-06-01
2.500000
Government Agency Debt
4850468.31
3406680.78
FANNIE MAE
2027-06-01
3.000000
Government Agency Debt
271923.12
224328.83
FANNIE MAE
2027-08-01
3.000000
Government Agency Debt
4800441.04
3958114.81
FANNIE MAE
2027-08-01
3.500000
Government Agency Debt
4800838.18
2523735.06
FANNIE MAE
2027-09-01
2.500000
Government Agency Debt
2596568.57
2189715.32
FANNIE MAE
2027-09-01
2.500000
Government Agency Debt
2414015.58
1797014.03
FANNIE MAE
2027-09-01
2.500000
Government Agency Debt
2077922.08
1687050.91
FANNIE MAE
2027-10-01
2.500000
Government Agency Debt
5422449.09
4309795.58
FANNIE MAE
2027-10-01
2.500000
Government Agency Debt
3446930.91
2785981.56
FANNIE MAE
2027-10-01
2.500000
Government Agency Debt
441507.01
362374.29
FANNIE MAE
2028-02-01
2.500000
Government Agency Debt
5663.38
5002.60
FANNIE MAE
2028-02-01
3.000000
Government Agency Debt
377560.00
356861.82
FANNIE MAE
2028-04-01
2.500000
Government Agency Debt
2545454.55
2275768.05
FANNIE MAE
2028-05-01
3.000000
Government Agency Debt
2848381.56
2548912.47
FANNIE MAE
2028-06-01
3.000000
Government Agency Debt
4183215.32
3921189.35
FANNIE MAE
2028-09-01
2.000000
Government Agency Debt
275102.60
248612.47
FANNIE MAE
2028-09-01
2.000000
Government Agency Debt
135504.16
126017.92
FANNIE MAE
2028-09-01
3.000000
Government Agency Debt
4165454.55
3966375.58
FANNIE MAE
2028-09-01
3.000000
Government Agency Debt
1416324.68
1350389.35
FANNIE MAE
2028-09-01
3.000000
Government Agency Debt
287012.99
273108.57
FANNIE MAE
2028-10-01
3.500000
Government Agency Debt
44904.42
42745.97
FANNIE MAE
2028-11-01
3.500000
Government Agency Debt
38500.26
35334.81
FANNIE MAE
2028-12-01
3.000000
Government Agency Debt
346387.27
342537.66
FANNIE MAE
2029-01-01
3.000000
Government Agency Debt
98589.09
96101.30
FANNIE MAE
2029-01-01
3.500000
Government Agency Debt
114226.23
114780.26
FANNIE MAE
2029-03-01
3.000000
Government Agency Debt
4109337.92
4111951.95
FANNIE MAE
2029-03-01
3.500000
Government Agency Debt
4640110.65
4739252.99
FANNIE MAE
2029-03-01
3.500000
Government Agency Debt
4624326.49
4731654.29
FANNIE MAE
2029-03-01
3.500000
Government Agency Debt
3073684.42
3186480.26
FANNIE MAE
2029-04-01
3.500000
Government Agency Debt
40049.87
41798.96
FANNIE MAE
2029-04-01
3.500000
Government Agency Debt
15659.48
16320.78
FANNIE MAE
2029-06-01
2.500000
Government Agency Debt
1912718.96
1921122.86
FANNIE MAE
2029-06-01
3.000000
Government Agency Debt
542066.23
557306.49
FANNIE MAE
2029-06-01
3.000000
Government Agency Debt
259801.04
267857.92
FANNIE MAE
2029-07-01
3.500000
Government Agency Debt
2222675.84
2343788.31
FANNIE MAE
2029-07-01
3.500000
Government Agency Debt
1773308.31
1875120.52
FANNIE MAE
2029-08-01
2.500000
Government Agency Debt
3630482.60
3648233.25
FANNIE MAE
2029-08-01
2.500000
Government Agency Debt
2859181.30
2873160.78
FANNIE MAE
2029-08-01
2.500000
Government Agency Debt
6738.44
6805.71
FANNIE MAE
2029-08-01
3.000000
Government Agency Debt
375202.34
386272.21
FANNIE MAE
2031-03-01
4.000000
Government Agency Debt
4155844.16
2259229.87
FANNIE MAE
2031-06-01
4.500000
Government Agency Debt
2364886.49
1256729.35
FANNIE MAE
2031-08-01
4.000000
Government Agency Debt
787665.45
385396.88
FANNIE MAE
2032-07-01
3.000000
Government Agency Debt
5305240.52
4283508.83
FANNIE MAE
2032-07-01
3.000000
Government Agency Debt
98270.65
83191.95
FANNIE MAE
2032-08-01
3.000000
Government Agency Debt
490.13
411.95
FANNIE MAE
2033-02-01
3.000000
Government Agency Debt
4698558.96
4229187.27
FANNIE MAE
2033-07-01
3.500000
Government Agency Debt
2990675.84
2870954.29
FANNIE MAE
2034-02-01
4.000000
Government Agency Debt
4052214.55
4137237.66
FANNIE MAE
2034-05-01
3.500000
Government Agency Debt
1974692.99
2020910.91
FANNIE MAE
2035-04-01
5.000000
Government Agency Debt
36321038.96
4630129.61
FANNIE MAE
2037-05-01
5.500000
Government Agency Debt
37238.96
6942.08
FANNIE MAE
2037-05-01
6.000000
Government Agency Debt
1000768.83
580644.16
FANNIE MAE
2037-07-01
6.000000
Government Agency Debt
3575782.60
1688616.62
FANNIE MAE
2038-06-01
4.500000
Government Agency Debt
15259041.56
3015165.71
FANNIE MAE
2038-08-01
5.500000
Government Agency Debt
125856.88
27455.58
FANNIE MAE
2040-03-01
5.000000
Government Agency Debt
493506.49
226238.18
FANNIE MAE
2040-05-01
5.000000
Government Agency Debt
15064.94
7641.04
FANNIE MAE
2040-08-01
4.500000
Government Agency Debt
420503.12
159328.05
FANNIE MAE
2040-09-01
4.500000
Government Agency Debt
1011688.31
430095.06
FANNIE MAE
2040-10-01
5.000000
Government Agency Debt
3776662.86
2562603.90
FANNIE MAE
2040-11-01
4.000000
Government Agency Debt
6376957.92
4773501.04
FANNIE MAE
2041-01-01
4.500000
Government Agency Debt
13710377.40
4712788.05
FANNIE MAE
2041-04-01
5.000000
Government Agency Debt
3914625.19
2821271.69
FANNIE MAE
2041-09-01
4.500000
Government Agency Debt
3159594.03
2156094.55
FANNIE MAE
2041-11-01
4.500000
Government Agency Debt
2974928.05
2375472.21
FANNIE MAE
2042-01-01
4.500000
Government Agency Debt
4828030.39
4108337.66
FANNIE MAE
2042-02-01
4.000000
Government Agency Debt
6170726.49
4844672.21
FANNIE MAE
2042-02-01
4.000000
Government Agency Debt
146167.27
108613.77
FANNIE MAE
2042-03-01
3.000000
Government Agency Debt
346987.01
265304.16
FANNIE MAE
2042-03-01
3.500000
Government Agency Debt
5916512.21
4785220.52
FANNIE MAE
2042-03-01
3.500000
Government Agency Debt
3430274.81
2747599.48
FANNIE MAE
2042-03-01
4.000000
Government Agency Debt
5844155.84
4368051.17
FANNIE MAE
2042-03-01
4.000000
Government Agency Debt
1414050.39
1279800.78
FANNIE MAE
2042-05-01
3.500000
Government Agency Debt
5773481.30
4994971.95
FANNIE MAE
2042-05-01
4.000000
Government Agency Debt
2961038.96
2657021.30
FANNIE MAE
2042-06-01
4.000000
Government Agency Debt
2090909.09
1814984.16
FANNIE MAE
2042-07-01
3.500000
Government Agency Debt
3907535.32
3294506.23
FANNIE MAE
2042-08-01
3.000000
Government Agency Debt
259740.26
229567.01
FANNIE MAE
2042-08-01
4.000000
Government Agency Debt
5315102.34
4720548.05
FANNIE MAE
2042-08-01
4.000000
Government Agency Debt
2795736.10
2658263.64
FANNIE MAE
2042-09-01
3.500000
Government Agency Debt
2704639.22
2452175.58
FANNIE MAE
2042-09-01
4.000000
Government Agency Debt
5110748.05
3868815.06
FANNIE MAE
2042-09-01
4.000000
Government Agency Debt
1802794.29
1771607.27
FANNIE MAE
2042-09-01
4.000000
Government Agency Debt
1531559.48
1491573.25
FANNIE MAE
2042-10-01
3.000000
Government Agency Debt
5620988.57
4709868.57
FANNIE MAE
2042-11-01
4.000000
Government Agency Debt
1800222.60
1677781.30
FANNIE MAE
2043-01-01
4.000000
Government Agency Debt
1825422.86
1736457.92
FANNIE MAE
2043-07-01
3.000000
Government Agency Debt
9272.21
8726.49
FANNIE MAE
2043-07-01
3.500000
Government Agency Debt
2403440.00
2346998.70
FANNIE MAE
2043-07-01
3.500000
Government Agency Debt
779220.78
752980.78
FANNIE MAE
2043-08-01
3.000000
Government Agency Debt
2272629.87
2142613.25
FANNIE MAE
2043-10-01
3.500000
Government Agency Debt
1237698.44
1236387.53
FANNIE MAE
2044-01-01
4.500000
Government Agency Debt
3413823.38
3691978.96
FANNIE MAE
2044-04-01
4.000000
Government Agency Debt
4010376.62
4214173.25
FANNIE MAE
2044-05-01
4.500000
Government Agency Debt
1596371.69
1697845.97
FANNIE MAE
2044-06-01
3.500000
Government Agency Debt
3665004.16
3758081.04
FANNIE MAE
2044-06-01
3.500000
Government Agency Debt
1784109.09
1829609.87
FANNIE MAE
2044-06-01
4.000000
Government Agency Debt
4613181.82
4840027.53
FANNIE MAE
2044-06-01
4.000000
Government Agency Debt
269581.82
284801.04
FANNIE MAE
2044-06-01
4.000000
Government Agency Debt
112103.90
117548.05
FANNIE MAE
2044-07-01
3.500000
Government Agency Debt
382517.14
392814.03
FANNIE MAE
2044-07-01
3.500000
Government Agency Debt
190636.36
195767.79
FANNIE MAE
2044-07-01
4.000000
Government Agency Debt
3296548.83
3477032.21
FANNIE MAE
2044-07-01
4.000000
Government Agency Debt
77922.08
82274.29
FANNIE MAE
2044-08-01
4.500000
Government Agency Debt
764067.53
826756.88
FREDDIE MAC
2019-02-01
4.000000
Government Agency Debt
129870.13
21851.69
FREDDIE MAC
2021-07-01
4.500000
Government Agency Debt
285369.35
10344.42
FREDDIE MAC
2022-06-01
4.500000
Government Agency Debt
142857.14
12936.88
FREDDIE MAC
2023-06-01
2.500000
Government Agency Debt
4605881.30
3971376.88
FREDDIE MAC
2026-10-01
3.000000
Government Agency Debt
6493506.49
4475150.39
FREDDIE MAC
2027-02-01
3.500000
Government Agency Debt
1060906.23
830643.90
FREDDIE MAC
2028-01-01
2.500000
Government Agency Debt
959004.42
825958.96
FREDDIE MAC
2028-03-01
3.000000
Government Agency Debt
578039.74
487873.51
FREDDIE MAC
2028-05-01
2.500000
Government Agency Debt
2427936.36
2184020.78
FREDDIE MAC
2028-09-01
2.000000
Government Agency Debt
45783.64
40804.68
FREDDIE MAC
2029-03-01
3.500000
Government Agency Debt
613257.92
631092.47
FREDDIE MAC
2029-04-01
3.500000
Government Agency Debt
1593558.44
1659414.81
FREDDIE MAC
2029-06-01
3.000000
Government Agency Debt
1405528.31
1444152.47
FREDDIE MAC
2029-07-01
3.500000
Government Agency Debt
2204930.65
2329003.64
FREDDIE MAC
2032-05-01
4.000000
Government Agency Debt
10341714.29
4646669.87
FREDDIE MAC
2032-07-01
4.500000
Government Agency Debt
1465846.75
1591053.51
FREDDIE MAC
2034-04-01
4.000000
Government Agency Debt
4632959.74
4817494.29
FREDDIE MAC
2034-04-01
4.000000
Government Agency Debt
4342929.61
4577008.57
FREDDIE MAC
2035-04-01
4.000000
Government Agency Debt
82301.30
3747.53
FREDDIE MAC
2041-06-01
5.500000
Government Agency Debt
7375.32
6653.25
FREDDIE MAC
2041-08-01
4.500000
Government Agency Debt
31168.83
22186.23
FREDDIE MAC
2041-09-01
4.500000
Government Agency Debt
463636.36
196025.45
FREDDIE MAC
2041-10-01
4.000000
Government Agency Debt
2900350.39
2468373.25
FREDDIE MAC
2042-06-01
4.000000
Government Agency Debt
3078035.32
2322967.27
FREDDIE MAC
2042-09-01
3.000000
Government Agency Debt
2597402.60
2242503.12
FREDDIE MAC
2042-10-01
3.000000
Government Agency Debt
4551124.16
3789294.81
FREDDIE MAC
2042-10-01
4.000000
Government Agency Debt
2940904.94
2797136.10
FREDDIE MAC
2042-11-01
3.000000
Government Agency Debt
296994.55
262673.77
FREDDIE MAC
2043-06-01
3.500000
Government Agency Debt
25974.03
25876.10
FREDDIE MAC
2043-09-01
3.000000
Government Agency Debt
466721.30
441877.14
FREDDIE MAC
2043-09-01
4.000000
Government Agency Debt
2353687.79
2345112.47
FREDDIE MAC
2043-11-01
4.000000
Government Agency Debt
1430283.90
1492046.49
FREDDIE MAC
2043-11-01
4.500000
Government Agency Debt
3766213.51
3775914.29
FREDDIE MAC
2044-01-01
4.000000
Government Agency Debt
41837.40
43026.49
FREDDIE MAC
2044-01-01
4.500000
Government Agency Debt
3482600.52
3765377.92
FREDDIE MAC
2044-03-01
4.500000
Government Agency Debt
694202.86
725752.99
FREDDIE MAC
2044-04-01
4.500000
Government Agency Debt
608643.90
654680.00
FREDDIE MAC
2044-05-01
4.500000
Government Agency Debt
4328849.09
4683420.78
FREDDIE MAC
2044-05-01
4.500000
Government Agency Debt
3704344.68
3967321.56
FREDDIE MAC
2044-06-01
3.500000
Government Agency Debt
216959.74
220988.83
FREDDIE MAC
2044-06-01
4.000000
Government Agency Debt
2131328.83
2245833.51
FREDDIE MAC
2044-06-01
4.500000
Government Agency Debt
476570.91
516326.23
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2018-09-15
4.000000
Government Agency Debt
142620.78
14334.55
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2018-11-15
5.000000
Government Agency Debt
122664.68
8892.47
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2020-09-15
5.500000
Government Agency Debt
155844.16
22299.22
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2021-11-15
8.500000
Government Agency Debt
12984963.38
45480.78
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2022-12-15
8.500000
Government Agency Debt
12987012.99
188655.32
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2023-09-20
6.500000
Government Agency Debt
779220.78
156690.39
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-01-15
7.000000
Government Agency Debt
13414583.90
138201.30
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-03-15
7.000000
Government Agency Debt
13130792.21
161849.87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-05-15
7.000000
Government Agency Debt
67232251.95
735389.35
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-07-15
7.000000
Government Agency Debt
109538557.92
1480658.70
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-07-15
7.000000
Government Agency Debt
51428571.43
664147.53
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-08-15
7.000000
Government Agency Debt
52467532.47
659563.38
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-08-15
7.000000
Government Agency Debt
52467532.47
626541.82
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-08-15
7.000000
Government Agency Debt
26233766.23
420644.94
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-10-15
7.000000
Government Agency Debt
51549851.69
721445.45
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-10-15
7.000000
Government Agency Debt
52045630.13
594321.56
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2028-09-15
5.000000
Government Agency Debt
50389.61
10605.45
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-02-15
6.000000
Government Agency Debt
2470962.34
70918.96
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-04-15
3.000000
Government Agency Debt
350798.96
359994.29
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-06-20
3.500000
Government Agency Debt
1965914.81
2066989.87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-07-20
3.000000
Government Agency Debt
144347.27
149987.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-08-15
7.500000
Government Agency Debt
26240602.08
200516.62
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-09-15
7.500000
Government Agency Debt
51948051.95
352214.81
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-09-15
7.500000
Government Agency Debt
25974025.97
231028.05
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-09-15
7.500000
Government Agency Debt
25975014.03
177688.57
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2030-03-15
7.500000
Government Agency Debt
15742174.55
137227.79
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2030-04-15
7.500000
Government Agency Debt
51948051.95
512601.04
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2030-06-15
7.500000
Government Agency Debt
10389610.39
90481.04
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2030-07-15
7.500000
Government Agency Debt
51948051.95
503812.21
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2030-12-15
7.000000
Government Agency Debt
33303410.65
588683.12
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2031-04-15
7.000000
Government Agency Debt
14155844.16
183873.77
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2031-04-15
7.000000
Government Agency Debt
9283348.05
98419.74
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2031-07-15
7.000000
Government Agency Debt
114231538.18
1230862.86
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2032-02-15
7.000000
Government Agency Debt
51948051.95
862217.66
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2032-03-15
7.000000
Government Agency Debt
129870129.87
2232050.65
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2032-03-20
6.500000
Government Agency Debt
664736.10
588851.43
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2032-07-15
8.500000
Government Agency Debt
129870.13
71918.70
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2032-08-15
6.000000
Government Agency Debt
25974025.97
1247634.55
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2032-08-15
8.000000
Government Agency Debt
7791452.99
173737.92
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2032-08-15
8.000000
Government Agency Debt
7792207.79
168761.82
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2032-10-15
6.000000
Government Agency Debt
25974025.97
1506034.55
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2032-10-15
6.000000
Government Agency Debt
51948051.95
1235696.36
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2033-12-15
6.000000
Government Agency Debt
25974025.97
1903168.57
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2034-06-15
4.500000
Government Agency Debt
19883.38
10191.17
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2034-07-20
6.500000
Government Agency Debt
275815.58
76794.03
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2034-11-15
5.500000
Government Agency Debt
13929285.97
1271948.83
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2035-01-15
5.500000
Government Agency Debt
50649.35
16699.74
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2035-02-15
6.500000
Government Agency Debt
363636.36
66503.38
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2035-04-15
5.500000
Government Agency Debt
129870.13
67404.16
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2036-11-20
6.000000
Government Agency Debt
25974025.97
2925699.74
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2037-05-20
5.000000
Government Agency Debt
59740.26
10117.66
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2037-08-20
5.000000
Government Agency Debt
82760.52
11635.06
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-01-15
6.000000
Government Agency Debt
12727272.73
1109491.69
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-02-15
5.500000
Government Agency Debt
91776.10
13118.70
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-02-15
6.000000
Government Agency Debt
60790169.09
3418746.75
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-02-15
6.000000
Government Agency Debt
12467532.47
1380901.56
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-08-20
5.000000
Government Agency Debt
53616.88
9868.57
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-08-20
5.500000
Government Agency Debt
80186.75
11872.21
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-09-15
6.500000
Government Agency Debt
1038961.04
383259.48
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-10-20
5.000000
Government Agency Debt
89350.65
13359.48
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-11-15
5.500000
Government Agency Debt
111948.05
15698.96
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-12-20
6.500000
Government Agency Debt
526917.66
123616.36
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-02-15
4.500000
Government Agency Debt
61250.39
11370.65
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-02-15
4.500000
Government Agency Debt
22461.04
6767.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-02-20
5.000000
Government Agency Debt
64919.22
13907.53
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-02-20
5.500000
Government Agency Debt
39740.26
6617.40
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-02-20
7.000000
Government Agency Debt
1551652.21
1038769.87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-03-15
4.500000
Government Agency Debt
113880.26
16298.18
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-03-15
4.500000
Government Agency Debt
57183.64
12744.42
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-05-20
7.000000
Government Agency Debt
1053843.38
363470.91
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-07-15
4.500000
Government Agency Debt
53454.81
18048.05
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-09-15
5.500000
Government Agency Debt
10257908.57
1616353.77
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-10-15
5.500000
Government Agency Debt
41558.44
6611.17
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-11-15
5.500000
Government Agency Debt
8202674.55
3040875.06
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-12-15
5.500000
Government Agency Debt
22034545.45
4249220.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-12-15
5.500000
Government Agency Debt
4313701.04
1935449.87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-02-15
5.500000
Government Agency Debt
16109.35
7674.81
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-04-15
6.000000
Government Agency Debt
17662337.66
4122200.78
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2041-10-15
3.500000
Government Agency Debt
618400.00
605213.51
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2041-10-20
4.000000
Government Agency Debt
799433.77
484141.04
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-01-15
3.500000
Government Agency Debt
779455.58
733178.18
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-03-15
3.500000
Government Agency Debt
326725.45
324108.57
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-03-15
3.500000
Government Agency Debt
133216.62
132526.49
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-04-15
3.500000
Government Agency Debt
303259.74
303476.62
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-05-15
3.500000
Government Agency Debt
707599.22
702886.23
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-05-15
4.500000
Government Agency Debt
268462.08
284460.78
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-06-15
3.500000
Government Agency Debt
287926.49
288124.16
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-06-15
3.500000
Government Agency Debt
253575.84
252613.25
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-07-15
3.500000
Government Agency Debt
2123038.96
1868704.42
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-07-15
3.500000
Government Agency Debt
572936.36
546783.12
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-07-15
3.500000
Government Agency Debt
262213.77
262171.43
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-07-15
3.500000
Government Agency Debt
263591.69
241485.19
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-08-15
3.500000
Government Agency Debt
333149.09
334028.83
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-10-20
3.500000
Government Agency Debt
46986.75
40045.71
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-11-15
3.000000
Government Agency Debt
1284906.49
1143094.29
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-12-20
3.000000
Government Agency Debt
2630374.03
2373267.79
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-12-20
3.500000
Government Agency Debt
507154.81
437837.40
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-06-15
3.000000
Government Agency Debt
17175.32
16626.49
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-06-20
5.000000
Government Agency Debt
1344321.04
1145186.75
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-08-20
5.500000
Government Agency Debt
25664.42
22544.16
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-10-15
2.990000
Government Agency Debt
297650.65
284179.74
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-11-15
4.500000
Government Agency Debt
2275608.31
2457351.43
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-11-15
4.500000
Government Agency Debt
9396.10
9855.58
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-11-15
5.000000
Government Agency Debt
241306.49
241922.86
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-11-20
4.500000
Government Agency Debt
171768.31
170028.83
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-12-15
4.500000
Government Agency Debt
1057137.14
1143069.35
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-01-15
4.500000
Government Agency Debt
1087363.12
1175972.21
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-01-20
4.500000
Government Agency Debt
406233.51
441452.99
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-01-20
5.000000
Government Agency Debt
70380.52
70913.77
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-01-20
5.500000
Government Agency Debt
142907.27
140694.81
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-02-20
5.500000
Government Agency Debt
122303.90
126001.04
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-03-15
4.500000
Government Agency Debt
1177688.57
1280717.66
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-03-15
5.000000
Government Agency Debt
243307.01
164411.95
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-03-20
5.500000
Government Agency Debt
31509.35
32992.47
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-04-15
4.500000
Government Agency Debt
1115851.69
1216156.10
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-04-20
4.000000
Government Agency Debt
261508.57
105902.34
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-05-15
4.500000
Government Agency Debt
850149.35
927587.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-05-20
4.500000
Government Agency Debt
820196.62
897043.12
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-05-20
5.000000
Government Agency Debt
367307.27
399096.88
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-05-20
5.500000
Government Agency Debt
74380.78
82763.12
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-06-15
4.000000
Government Agency Debt
390002.86
414371.17
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
389610389.00
389610389.00
0.0141
N
389610389.00
389610389.00
BNYMellon Investments
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73914646779157BNY
0001497973
Government Agency Repurchase Agreement
N
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2041-08-15
3.750000
Treasury Debt
233700000.00
259080318.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
250000000.00
250000000.00
0.0090
N
250000000.00
250000000.00
BNZ International Funding Ltd.
BNZ International Funding Ltd. 0.255848%
0556X4BU9
Other Note
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
N
50000000.00
49999780.67
0.0018
N
50001000.00
50001000.00
Chariot Funding LLC
Chariot Funding LLC 0.300674%
15963UK21
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-02
2014-10-02
N
N
N
50000000.00
49974166.67
0.0018
N
49991000.00
49991000.00
Chariot Funding LLC
Chariot Funding LLC 0.300674%
15963UK39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-03
2014-10-03
N
N
N
30000000.00
29984250.00
0.0011
N
29994300.00
29994300.00
Chariot Funding LLC
Chariot Funding LLC 0.280584%
15963UKH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-17
2014-10-17
N
N
N
25000000.00
24985027.78
0.0009
N
24993250.00
24993250.00
Chariot Funding LLC
Chariot Funding LLC 0.280589%
15963UL46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
50000000.00
49963055.56
0.0018
N
49981000.00
49981000.00
Chariot Funding LLC
Chariot Funding LLC 0.280584%
15963ULM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-21
2014-11-21
N
N
N
20000000.00
19982577.78
0.0007
N
19990200.00
19990200.00
Chariot Funding LLC
Chariot Funding LLC 0.280584%
15963ULS3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-26
2014-11-26
N
N
N
25000000.00
24977250.00
0.0009
N
24987000.00
24987000.00
Chariot Funding LLC
Chariot Funding LLC 0.280589%
15963UM94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-09
2014-12-09
N
N
N
25000000.00
24974722.22
0.0009
N
24984750.00
24984750.00
Chariot Funding LLC
Chariot Funding LLC 0.280589%
15963UMG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-16
2014-12-16
N
N
N
25000000.00
24973361.11
0.0009
N
24983500.00
24983500.00
Chariot Funding LLC
Chariot Funding LLC 0.280584%
15963UMH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-17
2014-12-17
N
N
N
25000000.00
24973166.67
0.0009
N
24983250.00
24983250.00
Chariot Funding LLC
Chariot Funding LLC 0.280587%
15963UN85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-08
2015-01-08
N
N
N
40000000.00
39950222.22
0.0014
N
39966000.00
39966000.00
China Construction Bank Corp, New York
China Construction Bank Corp, New York 0.404251%
16949EMV8
Other Note
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-30
Y
CHINA CONSTRUCTION BANK CORPORAT
N/A
N/A
N
N
250000000.00
250000000.00
0.0090
N
250000000.00
250000000.00
China Construction Bank Corp, New York
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73896476
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N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
250000000.00
250000000.00
0.0090
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250000000.00
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Citibank N.A.
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0000840464
Government Agency Repurchase Agreement
N
FANNIE MAE
2018-02-01
5.000000
Government Agency Debt
6000.00
221.00
FANNIE MAE
2019-05-01
5.179999
Government Agency Debt
3750000.00
3388083.00
FANNIE MAE
2020-10-01
3.460000
Government Agency Debt
3337387.00
3468282.00
FANNIE MAE
2020-12-01
2.870000
Government Agency Debt
2496772.00
2562786.00
FANNIE MAE
2022-12-01
2.666999
Government Agency Debt
201167.00
201539.00
FANNIE MAE
2024-03-01
2.710000
Government Agency Debt
3289909.00
3276527.00
FANNIE MAE
2024-05-01
4.500000
Government Agency Debt
11291314.00
2698818.00
FANNIE MAE
2024-07-01
5.000000
Government Agency Debt
24632880.00
2703164.00
FANNIE MAE
2025-10-01
4.000000
Government Agency Debt
6935251.00
3175367.00
FANNIE MAE
2026-06-01
4.000000
Government Agency Debt
6550665.00
3064256.00
FANNIE MAE
2027-01-01
4.000000
Government Agency Debt
3423518.00
3119108.00
FANNIE MAE
2027-04-01
4.000000
Government Agency Debt
6679795.00
3253391.00
FANNIE MAE
2027-06-01
3.500000
Government Agency Debt
1798283.00
1605273.00
FANNIE MAE
2027-07-01
3.000000
Government Agency Debt
101277.00
85895.00
FANNIE MAE
2027-09-01
3.000000
Government Agency Debt
5006353.00
4274039.00
FANNIE MAE
2027-10-01
3.000000
Government Agency Debt
3594351.00
3102052.00
FANNIE MAE
2027-10-01
3.500000
Government Agency Debt
3003435.00
2822865.00
FANNIE MAE
2027-11-01
2.500000
Government Agency Debt
5336970.00
4633428.00
FANNIE MAE
2027-11-01
2.500000
Government Agency Debt
1658027.00
1416599.00
FANNIE MAE
2027-11-01
3.500000
Government Agency Debt
1144011.00
967397.00
FANNIE MAE
2027-12-01
2.500000
Government Agency Debt
4259159.00
3644433.00
FANNIE MAE
2030-11-01
4.000000
Government Agency Debt
25000.00
9064.00
FANNIE MAE
2032-03-01
3.500000
Government Agency Debt
3531420.00
3022797.00
FANNIE MAE
2033-01-01
3.500000
Government Agency Debt
7062136.00
6394728.00
FANNIE MAE
2033-09-01
5.000000
Government Agency Debt
25650000.00
2730477.00
FANNIE MAE
2034-03-01
3.500000
Government Agency Debt
74415.00
74783.00
FANNIE MAE
2035-01-01
1.695000
Government Agency Debt
2711555.00
817395.00
FANNIE MAE
2035-04-01
5.500000
Government Agency Debt
5224864.00
2997823.00
FANNIE MAE
2036-05-01
5.661999
Government Agency Debt
6158951.00
529926.00
FANNIE MAE
2036-11-01
2.294999
Government Agency Debt
10300000.00
3248321.00
FANNIE MAE
2036-12-01
2.700000
Government Agency Debt
1019927.00
162420.00
FANNIE MAE
2037-09-01
5.133000
Government Agency Debt
30874419.00
1897807.00
FANNIE MAE
2038-01-01
6.000000
Government Agency Debt
10527267.00
800116.00
FANNIE MAE
2038-11-01
7.000000
Government Agency Debt
1064840.00
101955.00
FANNIE MAE
2040-01-01
3.584000
Government Agency Debt
7793027.00
3115293.00
FANNIE MAE
2040-01-01
5.500000
Government Agency Debt
6220253.00
2207446.00
FANNIE MAE
2040-02-01
4.500000
Government Agency Debt
2828904.00
724806.00
FANNIE MAE
2040-08-01
5.000000
Government Agency Debt
6277466.00
2615121.00
FANNIE MAE
2040-09-01
3.192000
Government Agency Debt
1680178.00
520404.00
FANNIE MAE
2040-10-01
3.767999
Government Agency Debt
14228570.00
6804296.00
FANNIE MAE
2040-12-01
2.807999
Government Agency Debt
5988358.00
2847323.00
FANNIE MAE
2041-04-01
5.000000
Government Agency Debt
151319.00
69023.00
FANNIE MAE
2041-06-01
3.650999
Government Agency Debt
2573766.00
851831.00
FANNIE MAE
2041-06-01
5.500000
Government Agency Debt
4231821.00
3050256.00
FANNIE MAE
2041-08-01
4.500000
Government Agency Debt
4274321.00
3110070.00
FANNIE MAE
2041-10-01
2.725000
Government Agency Debt
3000000.00
1330722.00
FANNIE MAE
2042-03-01
5.000000
Government Agency Debt
3279007.00
3484707.00
FANNIE MAE
2042-07-01
2.197000
Government Agency Debt
417554.00
239238.00
FANNIE MAE
2042-09-01
3.500000
Government Agency Debt
1084761.00
1036688.00
FANNIE MAE
2042-10-01
3.000000
Government Agency Debt
2465315.00
2311285.00
FANNIE MAE
2042-10-01
3.000000
Government Agency Debt
1189452.00
1034575.00
FANNIE MAE
2043-02-01
3.000000
Government Agency Debt
1247960.00
1092731.00
FANNIE MAE
2043-04-01
3.500000
Government Agency Debt
150286.00
144616.00
FANNIE MAE
2043-08-01
3.500000
Government Agency Debt
3435140.00
3347008.00
FANNIE MAE
2043-09-01
4.000000
Government Agency Debt
3327921.00
3461684.00
FANNIE MAE
2043-10-01
4.500000
Government Agency Debt
1832580.00
1931045.00
FANNIE MAE
2043-11-01
4.500000
Government Agency Debt
4077963.00
4212008.00
FANNIE MAE
2044-03-01
5.000000
Government Agency Debt
84816.00
78504.00
FANNIE MAE
2044-05-01
4.500000
Government Agency Debt
39713.00
43040.00
FANNIE MAE
2044-06-01
4.500000
Government Agency Debt
818209.00
874005.00
FANNIEMAE STRIP
2020-01-25
2.000000
Government Agency Debt
8326.00
0.00
FANNIEMAE STRIP
2027-05-25
4.000000
Government Agency Debt
68436337.00
4667893.00
FANNIEMAE STRIP
2032-04-25
4.000000
Government Agency Debt
14904924.00
1405902.00
FANNIEMAE STRIP
2034-03-25
0.00
Government Agency Debt
8500000.00
562471.00
FANNIEMAE STRIP
2036-10-25
0.00
Government Agency Debt
2378803.00
244155.00
FANNIEMAE STRIP
2039-10-25
4.500000
Government Agency Debt
20239904.00
588733.00
FANNIEMAE STRIP
2039-11-25
0.00
Government Agency Debt
14039210.00
1418166.00
FANNIEMAE STRIP
2039-11-25
4.500000
Government Agency Debt
26220982.00
1849959.00
FANNIEMAE STRIP
2040-11-25
5.500000
Government Agency Debt
20731392.00
1693021.00
FANNIEMAE STRIP
2042-04-25
3.500000
Government Agency Debt
14324798.00
1322446.00
FANNIEMAE STRIP
2042-04-25
4.500000
Government Agency Debt
5173260.00
621932.00
FREDDIE MAC
2021-01-01
4.000000
Government Agency Debt
12762516.00
2590876.00
FREDDIE MAC
2022-06-01
2.500000
Government Agency Debt
4828734.00
3302360.00
FREDDIE MAC
2025-11-01
3.500000
Government Agency Debt
1205982.00
397562.00
FREDDIE MAC
2025-12-01
3.500000
Government Agency Debt
2107374.00
1111545.00
FREDDIE MAC
2026-10-01
3.000000
Government Agency Debt
359907.00
248038.00
FREDDIE MAC
2026-10-01
4.000000
Government Agency Debt
7627263.00
3732258.00
FREDDIE MAC
2027-06-01
2.500000
Government Agency Debt
5000000.00
3227458.00
FREDDIE MAC
2027-11-01
3.000000
Government Agency Debt
838058.00
737813.00
FREDDIE MAC
2028-03-01
2.000000
Government Agency Debt
1749112.00
1526798.00
FREDDIE MAC
2028-08-01
3.500000
Government Agency Debt
3190491.00
3145529.00
FREDDIE MAC
2029-03-01
3.500000
Government Agency Debt
3661833.00
3796796.00
FREDDIE MAC
2032-07-01
3.500000
Government Agency Debt
980868.00
850700.00
FREDDIE MAC
2033-07-01
3.500000
Government Agency Debt
3110345.00
3056440.00
FREDDIE MAC
2033-10-01
4.000000
Government Agency Debt
4053885.00
4122839.00
FREDDIE MAC
2035-12-01
4.500000
Government Agency Debt
1154949.00
169367.00
FREDDIE MAC
2036-01-01
2.359999
Government Agency Debt
6668813.00
647632.00
FREDDIE MAC
2036-09-01
2.278000
Government Agency Debt
29469391.00
2666166.00
FREDDIE MAC
2036-09-01
6.000000
Government Agency Debt
10416585.00
795865.00
FREDDIE MAC
2036-10-01
2.265000
Government Agency Debt
35785000.00
2911233.00
FREDDIE MAC
2037-07-01
1.719000
Government Agency Debt
2942152.00
439225.00
FREDDIE MAC
2037-09-01
6.000000
Government Agency Debt
698977.00
92617.00
FREDDIE MAC
2037-11-01
4.500000
Government Agency Debt
6805443.00
3263761.00
FREDDIE MAC
2038-01-01
2.210000
Government Agency Debt
18277825.00
2639856.00
FREDDIE MAC
2040-04-01
3.612000
Government Agency Debt
6300000.00
2939516.00
FREDDIE MAC
2040-07-01
4.351000
Government Agency Debt
3225771.00
929442.00
FREDDIE MAC
2040-12-01
3.024000
Government Agency Debt
5924057.00
1441838.00
FREDDIE MAC
2041-05-01
5.000000
Government Agency Debt
11139054.00
2167623.00
FREDDIE MAC
2041-08-01
4.500000
Government Agency Debt
4736916.00
3323898.00
FREDDIE MAC
2042-06-01
2.690999
Government Agency Debt
5529373.00
3812953.00
FREDDIE MAC
2042-07-01
4.000000
Government Agency Debt
499301.00
507513.00
FREDDIE MAC
2043-02-01
2.552000
Government Agency Debt
2101153.00
1818659.00
FREDDIE MAC
2043-05-01
3.500000
Government Agency Debt
1569578.00
1505364.00
FREDDIE MAC
2043-06-01
4.000000
Government Agency Debt
2448748.00
2308396.00
FREDDIE MAC
2043-12-01
5.000000
Government Agency Debt
2907129.00
3192988.00
FREDDIE MAC
2044-01-01
4.500000
Government Agency Debt
2785173.00
2974325.00
FREDDIE MAC
2044-01-01
5.000000
Government Agency Debt
429538.00
472091.00
FREDDIEMAC STRIP
2027-09-15
3.500000
Government Agency Debt
27626176.00
3478634.00
FREDDIEMAC STRIP
2036-11-15
6.000000
Government Agency Debt
72584214.00
821101.00
FREDDIEMAC STRIP
2043-09-15
0.00
Government Agency Debt
2421158.00
1718943.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2022-02-20
1.625000
Government Agency Debt
11501008.00
116572.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2022-03-20
1.625000
Government Agency Debt
16718746.00
210658.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2022-05-20
1.625000
Government Agency Debt
22830541.00
216011.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2023-02-15
6.500000
Government Agency Debt
1678550.00
221598.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2024-04-15
5.000000
Government Agency Debt
550000.00
200611.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2024-04-20
1.625000
Government Agency Debt
23400000.00
185356.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2024-08-20
1.625000
Government Agency Debt
17634286.00
185970.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2027-10-15
2.500000
Government Agency Debt
1109297.00
1018661.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2028-05-20
3.500000
Government Agency Debt
1095518.00
962607.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2028-09-20
2.000000
Government Agency Debt
908975.00
840425.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-01-15
6.000000
Government Agency Debt
29726150.00
864089.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-06-15
4.750000
Government Agency Debt
1868737.00
1287192.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-07-15
5.750000
Government Agency Debt
58342.00
34795.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2029-09-20
7.500000
Government Agency Debt
81217045.00
808621.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2030-02-20
1.625000
Government Agency Debt
14183284.00
221263.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2030-02-20
8.500000
Government Agency Debt
54042888.00
193952.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2030-07-15
4.000000
Government Agency Debt
1444210.00
833047.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2030-09-20
8.000000
Government Agency Debt
46397333.00
204550.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2030-09-20
8.500000
Government Agency Debt
75460493.00
212624.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2033-05-15
5.750000
Government Agency Debt
9000208.00
733143.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2033-08-15
5.000000
Government Agency Debt
8000000.00
810363.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2034-03-20
5.000000
Government Agency Debt
1456642.00
202223.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2034-05-15
4.500000
Government Agency Debt
1092056.00
187656.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2034-05-15
5.000000
Government Agency Debt
1095326.00
186749.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2034-05-20
5.500000
Government Agency Debt
1256316.00
181056.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2034-08-15
5.000000
Government Agency Debt
493536.00
193805.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2034-09-20
6.500000
Government Agency Debt
2274112.00
200119.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2034-11-20
5.490000
Government Agency Debt
647314.00
203924.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2035-01-15
4.500000
Government Agency Debt
1293613.00
141646.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2035-07-15
5.000000
Government Agency Debt
1501082.00
196639.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2035-07-20
5.490000
Government Agency Debt
121352.00
39503.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2035-09-20
5.500000
Government Agency Debt
1104432.00
202163.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2035-11-15
5.500000
Government Agency Debt
575283.00
194657.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2036-12-15
6.000000
Government Agency Debt
9685213.00
764849.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2037-05-15
6.000000
Government Agency Debt
1151109.00
205149.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-07-15
6.500000
Government Agency Debt
1897643.00
208529.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-08-15
6.500000
Government Agency Debt
409060.00
55066.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2038-09-15
4.500000
Government Agency Debt
182666.00
196413.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-01-15
6.500000
Government Agency Debt
282100.00
213564.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-07-15
4.500000
Government Agency Debt
300000.00
224551.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-07-15
4.500000
Government Agency Debt
500000.00
192171.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-07-15
5.000000
Government Agency Debt
12075620.00
2935448.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-07-15
5.000000
Government Agency Debt
469198.00
131040.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2039-08-20
5.500000
Government Agency Debt
11794242.00
756030.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-03-20
5.500000
Government Agency Debt
520000.00
204240.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-04-15
5.000000
Government Agency Debt
109635.00
38841.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-04-20
5.000000
Government Agency Debt
3961907.00
2784635.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-05-15
4.500000
Government Agency Debt
292771.00
202460.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-07-20
3.500000
Government Agency Debt
206297.00
113076.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-08-15
4.000000
Government Agency Debt
1078303.00
815905.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-11-20
4.500000
Government Agency Debt
5258243.00
2727362.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2040-12-20
6.500000
Government Agency Debt
1047429.00
667859.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2041-03-15
4.500000
Government Agency Debt
3007674.00
2144169.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2041-03-20
5.000000
Government Agency Debt
1763463.00
845137.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2041-07-20
5.000000
Government Agency Debt
3240848.00
2119869.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2041-08-20
4.500000
Government Agency Debt
1033255.00
806892.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2041-10-20
4.000000
Government Agency Debt
800000.00
696443.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-07-15
4.000000
Government Agency Debt
167194.00
151224.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-07-20
2.000000
Government Agency Debt
2580563.00
1810821.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-11-20
3.500000
Government Agency Debt
962885.00
824466.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-09-15
3.500000
Government Agency Debt
200893.00
204654.00
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
N
N
N
250000000.00
250000000.00
0.0090
N
249997700.00
249997700.00
City of Portland, ME
City of Portland, ME 0.179999%
7365594Y8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
JPMORGAN CHASE BANK, NATIONAL AS
N/A
N/A
N
N
81410000.00
81410000.00
0.0029
N
81410000.00
81410000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.239101%
20272AGE0
Other Note
N
First Tier Security
N/A
N/A
2014-10-09
2015-01-02
N
N
N
300000000.00
300000000.00
0.0108
N
300009000.00
300009000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.235501%
20272AGW0
Other Note
N
First Tier Security
N/A
N/A
2014-08-05
2015-03-30
N
N
N
200000000.00
200000000.00
0.0072
N
199974000.00
199974000.00
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY 0.267400%
21684BDL5
Other Note
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
30000000.00
29999955.37
0.0011
N
30001200.00
30001200.00
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY 0.269798%
21684BHY3
Other Note
N
First Tier Security
N/A
N/A
2014-09-15
2014-09-15
N
N
N
250000000.00
250000000.00
0.0090
N
250016750.00
250016750.00
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY 0.267148%
21684BJA3
Other Note
N
First Tier Security
N/A
N/A
2014-08-26
2014-11-24
N
N
N
35000000.00
35000112.25
0.0013
N
35003255.00
35003255.00
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY 0.350000%
21684BJB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
300000000.00
300000000.00
0.0108
N
300162000.00
300162000.00
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY 0.275850%
21684BQD9
Other Note
N
First Tier Security
N/A
N/A
2014-08-19
2015-05-19
N
N
N
250000000.00
250000000.00
0.0090
N
249940000.00
249940000.00
Credit Agricole Corporate and Investment Bank
Joint Account III 0.100000%
73915338779157CRE
0001330437
Government Agency Repurchase Agreement
N
FANNIE MAE
2024-07-01
3.500000
Government Agency Debt
6337121.56
6666798.18
FANNIE MAE
2025-05-01
4.000000
Government Agency Debt
4713724.68
1739357.14
FANNIE MAE
2025-05-01
4.000000
Government Agency Debt
5043427.01
1726646.75
FANNIE MAE
2025-08-01
4.500000
Government Agency Debt
16103896.10
3153455.06
FANNIE MAE
2026-05-01
4.000000
Government Agency Debt
3382636.36
1963252.47
FANNIE MAE
2026-10-01
3.500000
Government Agency Debt
2560131.17
1871767.01
FANNIE MAE
2026-11-01
4.000000
Government Agency Debt
7898182.86
6015635.32
FANNIE MAE
2026-12-01
3.000000
Government Agency Debt
3430030.39
2078143.64
FANNIE MAE
2026-12-01
3.000000
Government Agency Debt
2610349.09
1997531.17
FANNIE MAE
2027-06-01
3.000000
Government Agency Debt
3756132.21
2905425.19
FANNIE MAE
2027-07-01
2.500000
Government Agency Debt
4027589.61
3241624.42
FANNIE MAE
2027-10-01
3.000000
Government Agency Debt
2534251.95
2208071.43
FANNIE MAE
2027-12-01
2.500000
Government Agency Debt
7754971.95
6713973.77
FANNIE MAE
2027-12-01
2.500000
Government Agency Debt
2640952.99
2214853.25
FANNIE MAE
2027-12-01
2.500000
Government Agency Debt
2545454.55
2102569.09
FANNIE MAE
2028-01-01
2.500000
Government Agency Debt
2427185.97
2057003.12
FANNIE MAE
2028-09-01
3.000000
Government Agency Debt
6371927.27
6063239.48
FANNIE MAE
2029-02-01
3.000000
Government Agency Debt
6508866.75
6465147.01
FANNIE MAE
2029-03-01
3.000000
Government Agency Debt
4715676.36
4749403.64
FANNIE MAE
2029-03-01
3.500000
Government Agency Debt
853498.96
887537.92
FANNIE MAE
2029-06-01
3.000000
Government Agency Debt
1926138.70
1974302.08
FANNIE MAE
2029-07-01
3.500000
Government Agency Debt
1673639.48
1771029.61
FANNIE MAE
2031-01-01
4.000000
Government Agency Debt
4637381.56
2709157.14
FANNIE MAE
2031-02-01
4.500000
Government Agency Debt
6614027.27
4033478.18
FANNIE MAE
2032-04-01
3.500000
Government Agency Debt
4210362.34
3625741.82
FANNIE MAE
2037-08-01
4.500000
Government Agency Debt
35982930.91
6497522.08
FANNIE MAE
2038-06-01
4.500000
Government Agency Debt
8927956.36
1764151.95
FANNIE MAE
2040-04-01
5.000000
Government Agency Debt
3961038.96
1751566.75
FANNIE MAE
2041-07-01
4.500000
Government Agency Debt
4963201.82
3806666.75
FANNIE MAE
2041-11-01
4.000000
Government Agency Debt
7584717.14
6186611.95
FANNIE MAE
2042-01-01
4.000000
Government Agency Debt
4337662.34
3783688.83
FANNIE MAE
2042-03-01
3.500000
Government Agency Debt
7626774.03
6672043.64
FANNIE MAE
2042-03-01
3.500000
Government Agency Debt
4209232.21
3404388.05
FANNIE MAE
2042-03-01
4.000000
Government Agency Debt
7006029.87
6153238.44
FANNIE MAE
2042-04-01
3.500000
Government Agency Debt
2163548.31
1794709.61
FANNIE MAE
2042-06-01
3.500000
Government Agency Debt
6363895.32
5196437.66
FANNIE MAE
2042-07-01
3.500000
Government Agency Debt
3338444.42
2814696.62
FANNIE MAE
2042-07-01
4.000000
Government Agency Debt
572033.25
510563.38
FANNIE MAE
2042-08-01
4.000000
Government Agency Debt
5934407.01
4281551.69
FANNIE MAE
2042-09-01
3.500000
Government Agency Debt
4415584.42
4219899.22
FANNIE MAE
2042-10-01
3.500000
Government Agency Debt
2959975.58
2691894.03
FANNIE MAE
2042-12-01
3.500000
Government Agency Debt
6748486.23
6516325.45
FANNIE MAE
2043-02-01
3.000000
Government Agency Debt
7175198.44
6434680.78
FANNIE MAE
2043-03-01
4.000000
Government Agency Debt
6607651.43
6277578.44
FANNIE MAE
2043-03-01
4.000000
Government Agency Debt
5337466.23
4941387.79
FANNIE MAE
2043-09-01
3.000000
Government Agency Debt
2182016.62
2081157.66
FANNIE MAE
2043-12-01
4.000000
Government Agency Debt
2262726.23
2326172.99
FANNIE MAE
2044-01-01
4.000000
Government Agency Debt
2429783.12
2511051.17
FANNIE MAE
2044-01-01
4.500000
Government Agency Debt
4683952.21
4764812.73
FANNIE MAE
2044-03-01
4.500000
Government Agency Debt
1920189.61
2016155.32
FANNIE MAE
2044-05-01
4.000000
Government Agency Debt
4421155.58
4618884.94
FANNIE MAE
2044-06-01
3.500000
Government Agency Debt
2768718.70
2829341.30
FANNIE MAE
2044-06-01
4.000000
Government Agency Debt
6506368.31
6826308.57
FANNIE MAE
2044-06-01
4.000000
Government Agency Debt
3588382.08
3781947.53
FANNIE MAE
2044-07-01
3.500000
Government Agency Debt
3460571.95
3553722.60
FREDDIE MAC
2026-05-01
4.000000
Government Agency Debt
5238098.96
2577900.52
FREDDIE MAC
2026-08-01
4.000000
Government Agency Debt
8073292.99
3401765.19
FREDDIE MAC
2028-04-01
2.500000
Government Agency Debt
5242967.27
4573234.55
FREDDIE MAC
2029-01-01
3.500000
Government Agency Debt
3006990.39
3037688.05
FREDDIE MAC
2034-04-01
4.000000
Government Agency Debt
2206647.01
2294539.48
FREDDIE MAC
2040-02-01
5.000000
Government Agency Debt
10299047.27
4323869.61
FREDDIE MAC
2041-04-01
4.500000
Government Agency Debt
4100140.26
2374507.01
FREDDIE MAC
2041-07-01
4.500000
Government Agency Debt
7840984.16
5894207.01
FREDDIE MAC
2041-08-01
5.000000
Government Agency Debt
2159388.31
1803178.96
FREDDIE MAC
2042-06-01
3.500000
Government Agency Debt
5896103.90
4280420.26
FREDDIE MAC
2042-06-01
3.500000
Government Agency Debt
3380353.25
3090408.83
FREDDIE MAC
2042-06-01
4.000000
Government Agency Debt
5056771.43
4254132.99
FREDDIE MAC
2042-06-01
4.000000
Government Agency Debt
2704706.23
1992858.18
FREDDIE MAC
2042-07-01
3.500000
Government Agency Debt
2322177.40
2091800.26
FREDDIE MAC
2042-07-01
4.000000
Government Agency Debt
4248374.55
3919400.52
FREDDIE MAC
2042-08-01
3.500000
Government Agency Debt
4777076.88
4367541.30
FREDDIE MAC
2044-02-01
4.500000
Government Agency Debt
2213774.29
2356753.51
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2042-09-20
3.500000
Government Agency Debt
5775517.40
4915931.69
STRIPS
2031-11-15
0.00
Treasury Debt
2578759.22
1471104.68
US TREASURY N/B
2021-02-28
2.000000
Treasury Debt
2532779.22
2527719.22
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
259740260.00
259740260.00
0.0094
N
259740260.00
259740260.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.080000%
73921468
0001330437
Other Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
700000000.00
700000000.00
0.0252
N
700000000.00
700000000.00
Credit Industriel et Commercial, New York
Credit Industriel et Commercial, New York 0.100000%
73896497
0001274419
Other Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
350000000.00
350000000.00
0.0126
N
350000000.00
350000000.00
Credit Industriel et Commercial, New York
Credit Industriel et Commercial, New York 0.305000%
CRINDE
0001274419
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
322000000.00
322000000.00
0.0116
N
322000000.00
322000000.00
Credit Industriel et Commercial, New York
Credit Industriel et Commercial, New York 0.360000%
CRINDE2
0001274419
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
340000000.00
340013299.21
0.0123
N
340088400.00
340088400.00
Credit Suisse Securities (USA) LLC
Credit Suisse Securities (USA) LLC 0.245250%
22549TKA5
Other Note
N
First Tier Security
N/A
N/A
2014-08-26
2014-10-24
Y
CREDIT SUISSE AG
N/A
N/A
N
N
550000000.00
550000000.00
0.0198
N
549918600.00
549918600.00
Credit Suisse Securities (USA) LLC
Credit Suisse Securities (USA) LLC 0.737100%
71352477779157CS
0000029646
Other Repurchase Agreement
N
BANC OF AMERICA ALTERNATIVE LOAN TRUST
2036-04-25
6.500000
Other Note
20846000.00
6983669.00
BANC OF AMERICA ALTERNATIVE LOAN TRUST
2036-11-25
0.604999
Other Note
219079000.00
53385481.00
BANC OF AMERICA ALTERNATIVE LOAN TRUST
2046-06-25
6.000000
Other Note
62966000.00
17959089.00
BANC OF AMERICA FUNDING CORPORATION
2034-12-20
2.282992
Other Note
10000000.00
673597.00
BANC OF AMERICA MORTGAGE SECURITIES
2034-02-25
5.417981
Other Note
222000.00
36881.00
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST
2040-12-11
5.494596
Other Note
13000000.00
12782457.00
BEAR STEARNS STRUCTURED PRODUCTS INC.
2033-08-28
7.941970
Other Note
18863938.00
18122.00
BEAR STEARNS STRUCTURED PRODUCTS INC.
2033-08-28
7.941970
Other Note
11835700.00
11772.00
BEAR STEARNS STRUCTURED PRODUCTS INC.
2033-08-28
7.941970
Other Note
4330000.00
4477.00
BEAR STEARNS STRUCTURED PRODUCTS INC.
2037-10-25
6.499998
Other Note
24759000.00
46068.00
CD COMMERCIAL MORTGAGE TRUST
2046-01-15
5.385544
Other Note
1460000.00
1393220.00
CHASE MORTGAGE FINANCE CORPORATION
2036-09-25
2.603851
Other Note
60000000.00
743554.00
CHASE MORTGAGE FINANCE CORPORATION
2036-12-25
6.000000
Other Note
20960000.00
1741689.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2035-07-25
5.500000
Other Note
10000000.00
7388229.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2035-08-25
6.000000
Other Note
6822000.00
965108.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2035-10-25
6.000000
Other Note
2204000.00
1468450.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2035-11-25
5.500000
Other Note
128447000.00
31042148.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2035-11-25
5.500000
Other Note
24000000.00
5297181.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2036-05-25
5.500000
Other Note
15000000.00
8567609.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2037-09-25
27.780000
Other Note
14178880.00
8471101.00
COUNTRYWIDE HOME LOANS
2036-09-25
6.250000
Other Note
15815000.00
328608.00
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES
2033-01-25
2.605000
Other Note
5576086.00
2189139.00
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES
2033-03-25
2.605000
Other Note
4493041.00
1882271.00
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES
2034-11-25
1.304999
Other Note
4310000.00
2986941.00
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES
2035-09-25
0.555000
Other Note
9000000.00
2189352.00
CREDIT SUISSE MORTGAGE TRUST
2022-04-15
0.802000
Other Note
13500000.00
12595503.00
CREDIT SUISSE MORTGAGE TRUST
2039-03-15
5.668719
Other Note
1033951.00
841207.00
CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST
2021-07-31
7.898267
Other Note
15603000.00
2520.00
DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST
2021-10-25
6.000000
Other Note
4350000.00
890518.00
DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST
2036-04-25
0.335000
Other Note
50000000.00
8808156.00
GS MORTGAGE SECURITIES TRUST
2039-11-10
5.621999
Other Note
4205000.00
4362390.00
IMPAC SECURED ASSETS CORP.
2036-08-25
0.335000
Other Note
75000000.00
16784912.00
IMPAC SECURED ASSETS CORP.
2037-02-25
0.265000
Other Note
72000000.00
6922535.00
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST
2047-05-15
5.410999
Other Note
6131785.00
5352295.00
JP MORGAN MORTGAGE TRUST
2037-03-25
5.000000
Other Note
10565400.00
2704343.00
JP MORGAN MORTGAGE TRUST
2037-04-25
5.039749
Other Note
43905000.00
3614724.00
JP MORGAN MORTGAGE TRUST
2037-08-25
0.635000
Other Note
15000000.00
4100769.00
LEHMAN MORTGAGE TRUST
2036-10-25
0.474999
Other Note
167977500.00
41259827.00
LEHMAN MORTGAGE TRUST
2037-02-25
0.465000
Other Note
75000000.00
12881597.00
LEHMAN MORTGAGE TRUST
2037-06-25
0.484999
Other Note
72979500.00
12356663.00
MORGAN STANLEY CAPITAL I TRUST
2044-03-15
5.437999
Other Note
14000000.00
14384253.00
MORGAN STANLEY CAPITAL I TRUST
2049-06-11
5.908710
Other Note
9900000.00
9493338.00
MORGAN STANLEY MORTGAGE LOAN TRUST
2035-04-25
0.655000
Other Note
26246000.00
2833750.00
MORGAN STANLEY MORTGAGE LOAN TRUST
2036-02-25
1.054999
Other Note
21635000.00
4614738.00
PERPETUAL SAVINGS BANK
2020-03-01
0.00
Other Note
48028821.00
75551.00
RBSGC MORTGAGE PASS THROUGH CERTIFICATES
2037-01-25
6.250000
Other Note
4875000.00
3405312.00
RBSSP RESECURITIZATION TRUST
2036-08-26
6.120000
Other Note
3908493.00
4685758.00
RESIDENTIAL ACCREDIT LOANS, INC.
2036-09-25
0.495000
Other Note
126039000.00
24660377.00
RESIDENTIAL ACCREDIT LOANS, INC.
2036-11-25
0.555000
Other Note
155025250.00
31141187.00
RESIDENTIAL ACCREDIT LOANS, INC.
2037-01-25
6.250000
Other Note
10000000.00
3157570.00
RESIDENTIAL ACCREDIT LOANS, INC.
2037-05-25
0.555000
Other Note
45228500.00
10554074.00
RESIDENTIAL ACCREDIT LOANS, INC.
2037-06-25
0.555000
Other Note
75345750.00
21423314.00
RESIDENTIAL ASSET SECURITIZATION TRUST
2036-04-25
6.000000
Other Note
15500000.00
4860452.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2036-01-25
2.600363
Other Note
16135000.00
4770934.00
STRUCTURED ASSET INVESTMENT LOAN TRUST
2034-08-25
3.904999
Other Note
2395580.00
174353.00
STRUCTURED ASSET SECURITIES CORPORATION
2035-08-25
5.000000
Other Note
59750000.00
2211465.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES
2033-01-25
5.750000
Other Note
1155977.00
456.00
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS
2035-06-25
5.500000
Other Note
108199000.00
26903225.00
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS
2037-02-25
0.245000
Other Note
23400000.00
3799475.00
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
2036-03-25
5.360948
Other Note
7000000.00
4819157.00
First Tier Security
N/A
N/A
2014-08-01
2014-11-03
N
N
N
400000000.00
400000000.00
0.0144
Y
400000000.00
400000000.00
Deutsch Bank Securities Inc.
Joint Account III 0.100000%
73915338779157DEU
Government Agency Repurchase Agreement
N
FANNIE MAE
2026-06-01
4.000000
Government Agency Debt
19480519.48
12407968.57
FANNIE MAE
2033-11-01
4.000000
Government Agency Debt
13102245.45
13080412.73
FANNIE MAE
2038-01-01
6.000000
Government Agency Debt
11342374.55
2639633.77
FANNIE MAE
2039-10-01
6.000000
Government Agency Debt
11551614.03
13022885.45
FANNIE MAE
2040-03-01
5.500000
Government Agency Debt
13258952.47
13485105.45
FANNIE MAE
2042-05-01
3.500000
Government Agency Debt
13665974.03
11865641.56
FANNIE MAE
2042-09-01
3.000000
Government Agency Debt
12662337.66
11254360.78
FANNIE MAE
2042-09-01
4.000000
Government Agency Debt
13068789.09
11976316.62
FANNIE MAE
2044-03-01
4.000000
Government Agency Debt
11370445.71
11793155.58
FREDDIE MAC
2032-06-01
3.500000
Government Agency Debt
13365785.97
10942238.96
FREDDIE MAC
2040-08-01
4.500000
Government Agency Debt
36971854.03
12390948.57
FREDDIE MAC
2042-08-01
3.500000
Government Agency Debt
12632251.43
11269349.09
FREDDIE MAC
2043-01-01
3.000000
Government Agency Debt
12458625.19
11364768.57
FREDDIE MAC
2044-07-01
4.000000
Government Agency Debt
12527763.90
13075832.73
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2043-03-20
3.500000
Government Agency Debt
11823169.61
11171796.88
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
2044-05-20
4.000000
Government Agency Debt
441828.83
467377.14
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
168831169.00
168831169.00
0.0061
N
168831169.00
168831169.00
Deutsche Bank AG-New York NY
Deutsche Bank AG-New York NY 0.281001%
25153DCJ0
Other Note
N
First Tier Security
N/A
N/A
2014-08-06
2014-08-06
Y
DEUTSCHE BANK AKTIENGESELLSCHAFT
N/A
N/A
N
N
500000000.00
500000000.00
0.0180
N
500000000.00
500000000.00
Dexia Credit Local New York Branch
Dexia Credit Local New York Branch 0.270363%
25214T2R5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-25
2014-08-25
N
N
N
200000000.00
199964000.00
0.0072
N
199978000.00
199978000.00
Dexia Credit Local New York Branch
Dexia Credit Local New York Branch 0.285447%
25214T2T1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-19
2014-09-19
N
N
N
100000000.00
99961208.33
0.0036
N
99975000.00
99975000.00
Dexia Credit Local New York Branch
Dexia Credit Local New York Branch 0.270326%
25214T2U8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-21
2014-08-21
N
N
N
125000000.00
124981250.00
0.0045
N
124988750.00
124988750.00
Dexia Credit Local New York Branch
Dexia Credit Local New York Branch 0.285445%
25214V2U3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-18
2014-09-18
N
N
N
140000000.00
139946800.00
0.0050
N
139966400.00
139966400.00
Dexia Credit Local New York Branch
Dexia Credit Local New York Branch 0.330761%
25214W2G2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
N
150000000.00
149975250.00
0.0054
N
149988000.00
149988000.00
Dexia Credit Local New York Branch
Dexia Credit Local New York Branch 0.280699%
25215FAB0
Other Note
N
First Tier Security
N/A
N/A
2014-10-02
2015-07-01
N
Y
Federal Deposit Insurance Corpor
N/A
N/A
N
100000000.00
100000000.00
0.0036
N
99981000.00
99981000.00
DNB Bank ASA
DNB Bank ASA 0.070000%
73856677
0001498632
Other Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
1000000000.00
1000000000.00
0.0361
N
1000000000.00
1000000000.00
DZ Bank AG
DZ Bank AG 0.290000%
DZBANK
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-31
2014-10-31
N
N
N
250000000.00
250003155.87
0.0090
N
250070000.00
250070000.00
Electricite de France
Electricite de France 0.553330%
28504JAJ9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-02
2015-01-02
N
N
N
200000000.00
199529444.44
0.0072
N
200270000.00
200270000.00
Electricite de France
Electricite de France 0.553322%
28504JAM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-06
2015-01-06
N
N
N
79000000.00
78809302.67
0.0028
N
78905200.00
78905200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A0FW5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-30
2014-12-30
N
N
N
250000000.00
250000000.00
0.0090
N
250018000.00
250018000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.210000%
3130A0UG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-02-27
2015-02-27
N
N
N
281000000.00
281000000.00
0.0101
N
281011802.00
281011802.00
Federal Home Loan Bank
Federal Home Loan Bank 0.210000%
3130A2NX0
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-17
2015-08-17
N
N
N
255650000.00
255650000.00
0.0092
N
255533934.90
255533934.90
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
73924026779157FED
0001457970
Government Agency Repurchase Agreement
N
US TREASURY N/B
2021-02-15
3.625000
Treasury Debt
1081328200.00
1200001730.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
1200000000.00
1200000000.00
0.0433
N
1200000000.00
1200000000.00
Georgia Private Colleges & Universities Authority
Georgia Private Colleges & Universities Authority, Series B 0.110000%
74265LHW1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
Emory University
N/A
N/A
N
N
9600000.00
9600000.00
0.0003
N
9600000.00
9600000.00
Hannover Funding Co LLC
Hannover Funding Co LLC 0.160021%
41068LHT6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-27
2014-08-27
N
N
N
60000000.00
59993066.67
0.0022
N
59992800.00
59992800.00
Hannover Funding Co LLC
Hannover Funding Co LLC 0.160025%
41068LJ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-02
2014-09-02
N
N
N
100000000.00
99985777.78
0.0036
N
99985000.00
99985000.00
HSBC Securities (USA), Inc.
HSBC Securities (USA), Inc. 0.260000%
739147507791571dt
0000083246
Other Repurchase Agreement
N
ALTICE SA
2022-05-15
7.750000
Other Note
775000.00
821618.00
AMER AIRLN 13-2 C PTT
2017-01-15
6.000000
Other Note
2600000.00
2761958.00
CAESARS ENT RESORT PROP
2021-10-01
11.000000
Other Note
96000.00
105197.00
CAESARS ENTERTAINMENT OP
2018-12-15
10.000000
Other Note
65000000.00
22912499.00
CAESARS ENTERTAINMENT OP
2020-02-15
8.500000
Other Note
1000000.00
895250.00
CAESARS ENTERTAINMENT OP
2020-02-15
9.000000
Other Note
9630000.00
8498475.00
CGG SA
2022-01-15
6.875000
Other Note
7000000.00
6891476.00
CHC HELICOPTER SA
2020-10-15
9.250000
Other Note
100000.00
109586.00
CHRYSLER GP/CG CO-ISSUER
2019-06-15
8.000000
Other Note
11429000.00
12743335.00
DFC FINANCE CORP
2020-06-15
10.500000
Other Note
6000000.00
6067250.00
HUNTSMAN INTERNATIONAL L
2020-11-15
4.875000
Other Note
3787000.00
3852010.00
INTERGEN NV
2023-06-30
7.000000
Other Note
3000000.00
3042416.00
NEW ENTERPRISE STONE & L
2018-09-01
11.000000
Other Note
13500000.00
13473000.00
NII INTERNATL TELECOM SA
2019-08-15
11.375000
Other Note
60000.00
54502.00
PETROLEOS DE VENEZUELA S
2026-11-15
6.000000
Other Note
459704.00
288035.00
REYNOLDS GRP ISS/REYNOLD
2019-04-15
7.125000
Other Note
435000.00
452917.00
REYNOLDS GRP ISS/REYNOLD
2020-10-15
5.750000
Other Note
5000000.00
5151597.00
REYNOLDS GRP ISS/REYNOLD
2021-02-15
6.875000
Other Note
5060000.00
5344098.00
TOPAZ MARINE SA
2018-11-01
8.625000
Other Note
42000.00
45280.00
WESTERN REFINING INC
2021-04-01
6.250000
Other Note
16000000.00
16491112.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
100000000.00
100000000.00
0.0036
N
100000000.00
100000000.00
HSBC Securities (USA), Inc.
HSBC Securities (USA), Inc. 0.210000%
73914752779157HSB
0000083246
Other Repurchase Agreement
N
ACTIVISION BLIZZARD IN USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1719039.00
ADDUS HOME USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
855075.37
ALLISON TRANSMISSION HLDGS USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
3311988.84
AMERICAN WTR WKS CO INC NE USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
5558862.00
ASCENA RETAIL GROUP INC USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2807790.00
ASHLAND INC NEW USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
26847500.00
AVIS BUDGE COM STK USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
4397360.00
BENEFICIAL COM STK USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
830857.86
BK OF AMER COM USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
49999959.20
CALPINE CORP USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
525759.00
CENTURY ALUM CO USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1520856.74
CHARLES RIV LABORATORIES I USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1845030.00
CHARTER COMMUNICATIONS INC DEL NPV
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
34733160.00
CLUBCORP HLDGS INC USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2834851.44
ENERGIZER HLDGS INC USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
4541845.00
FOREST CITY ENTERPRISES I USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1605738.00
FOSTER WHEELER AG CHF
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
369838.20
HCA HLDGS INC USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
13093307.30
HILLSHIRE BRANDS CO USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
26652142.00
IAC INTERA COM STK USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
45702367.50
JPMORGAN CHASE + CO USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
41346563.10
LAMAR ADVERTISING CO USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
49999975.87
LAS VEGAS SANDS CORP USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1380184.00
LIBERTY INTERACTIVE CORP USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
31990702.26
LKQ CORP USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
7472350.00
MARVELL TECHNOLOGY GROUP USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
13682652.00
MGM RESORTS INTERNATIONAL USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
24065511.15
NCR CORP NEW USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
49999983.08
NICHOLAS FINL INC BC NPV
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
327579.65
OIL STS INTL INC USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
17921608.08
OLD DOMINI COM USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2070420.00
ON SEMICONDUCTOR CORP USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
889810.00
REALOGY HLDGS CORP USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
334921.08
ROCKWOOD HLDGS INC USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
11269080.00
SALLY BEAU COM STK USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
10176000.00
SPIRIT AIRLS INC USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2063459.20
TEREX CORP NEW USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
10299960.00
TWENTY-FIRST CENTY FOX INC USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
16163505.00
VERISK ANA USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2005080.00
VISTEON CORP USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2430336.54
ZEBRA TECHNOLOGIES CORP USD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
14357000.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
500000000.00
500000000.00
0.0180
N
500000000.00
500000000.00
ING Financial Markets LLC
ING Financial Markets LLC 0.160000%
73914979779157ING
0000877559
Other Repurchase Agreement
N
BANCO NAC DE DESEN ECONO
2019-04-14
4.000000
Other Note
4030000.00
4153027.00
BANCO NAC DE DESEN ECONO
2019-04-14
4.000000
Other Note
2228000.00
2296016.00
Bank of Montreal
2015-11-06
0.800000
Other Note
19320000.00
19418661.00
CME GROUP INDEX SERVICES
2018-03-15
4.400000
Other Note
1075000.00
1186417.00
CORP ANDINA DE FOMENTO
2022-06-15
4.375000
Other Note
1649000.00
1760751.00
GENERAL ELEC CAP CORP
2019-01-14
2.299999
Other Note
511000.00
518268.00
GENERAL ELEC CAP CORP
2023-01-09
3.100000
Other Note
2000000.00
1987009.00
IBM CORP
2021-11-01
2.899999
Other Note
6500000.00
6599771.00
IBM CORP
2022-08-01
1.875000
Other Note
150000.00
138096.00
MET LIFE GLOB FUNDING I
2019-04-10
2.299999
Other Note
4565000.00
4610502.00
NEXEN ENERGY ULC
2032-03-15
7.875000
Other Note
2623000.00
3666512.00
REPUBLIC OF COLOMBIA
2014-12-22
8.250000
Other Note
940000.00
995264.00
SCHLUMBERGER INVESTMENT
2022-08-01
2.399999
Other Note
270000.00
258115.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
45000000.00
45000000.00
0.0016
N
45000000.00
45000000.00
JPMorgan Chase Bank NA
JPMorgan Chase Bank NA 0.350600%
48125LJB9
Other Note
N
First Tier Security
N/A
N/A
2014-09-08
2015-08-07
N
N
N
422000000.00
422000000.00
0.0152
N
421993670.00
421993670.00
JPMorgan Chase Putters/Drivers Trust
JPMorgan Chase Putters/Drivers Trust, Series T0005 0.160001%
46636YHW3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
Y
JPMORGAN CHASE BANK, NATIONAL AS
N/A
N/A
N
N
33000000.00
33000000.00
0.0012
N
33000000.00
33000000.00
JPMorgan Chase Putters/Drivers Trust
JPMorgan Chase Putters/Drivers Trust, Series T0007 0.160001%
46636YJA9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
Y
JPMORGAN CHASE BANK, NATIONAL AS
N/A
N/A
N
N
29110000.00
29110000.00
0.0011
N
29110000.00
29110000.00
JPMorgan Chase Putters/Drivers Trust
JPMorgan Chase Putters/Drivers Trust, Series T0014 0.160001%
46636YLF5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
Y
JPMORGAN CHASE BANK, NATIONAL AS
N/A
N/A
N
N
19375000.00
19375000.00
0.0007
N
19375000.00
19375000.00
JPMorgan Securities LLC
JPMorgan Securities LLC 0.600000%
70059024779157JPM
000782124
Other Repurchase Agreement
N
AMERICAN HOME MORTGAGE INVESTMENT TRUST
2045-06-25
0.724999
Other Note
109910000.00
3010165.00
CHASE MORTGAGE FINANCE CORPORATION
2035-12-25
2.510215
Other Note
2695000.00
1777938.00
CHASE MORTGAGE FINANCE CORPORATION
2037-07-25
2.526723
Other Note
7015024.00
6355057.00
CHASE MORTGAGE FINANCE CORPORATION
2037-07-25
4.964515
Other Note
61180174.00
8613485.00
CHASEFLEX TRUST
2037-07-25
29.796666
Other Note
6849276.00
3753340.00
CITIGROUP MORTGAGE LOAN TRUST INC
2035-11-25
5.500000
Other Note
10000000.00
3264161.00
CITIGROUP MORTGAGE LOAN TRUST INC
2037-05-25
5.844999
Other Note
41715000.00
4699630.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2036-05-25
6.000000
Other Note
3974700.00
2132573.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2036-07-25
0.495000
Other Note
72000000.00
13536540.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2036-07-25
0.495000
Other Note
47820000.00
8990518.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2036-10-25
6.000000
Other Note
4060000.00
903076.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2036-12-25
6.000000
Other Note
15000000.00
3200083.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2037-01-25
5.294999
Other Note
12422000.00
612854.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2037-02-25
6.000000
Other Note
5225000.00
2311007.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2046-05-20
6.000000
Other Note
225000000.00
3745147.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2047-03-20
3.000000
Other Note
245390000.00
7536349.00
COUNTRYWIDE ALTERNATIVE LOAN TRUST
2047-08-25
52.874999
Other Note
4200000.00
5905545.00
COUNTRYWIDE HOME LOANS
2037-02-25
0.525000
Other Note
18541600.00
4099583.00
COUNTRYWIDE HOME LOANS
2037-04-25
6.000000
Other Note
400000.00
59165.00
FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES
2037-04-25
6.000000
Other Note
500000.00
71866.00
FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES
2037-04-25
6.544999
Other Note
50146000.00
3738523.00
FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES
2037-08-25
6.250000
Other Note
2430000.00
1260629.00
GSR MORTGAGE LOAN TRUST
2036-02-25
6.000000
Other Note
26000000.00
7382747.00
GSR MORTGAGE LOAN TRUST
2036-03-25
6.000000
Other Note
12748000.00
3181671.00
J.P. MORGAN ALTERNATIVE LOAN TRUST
2035-12-25
6.995000
Other Note
100.00
9.00
JP MORGAN MORTGAGE TRUST
2037-03-25
6.000000
Other Note
2083333.00
62541.00
JP MORGAN MORTGAGE TRUST
2037-08-25
0.020000
Other Note
15000000.00
6121.00
JP MORGAN MORTGAGE TRUST
2037-08-25
6.000000
Other Note
1000.00
644.00
JP MORGAN MORTGAGE TRUST
2037-12-25
0.178529
Other Note
110000000.00
88008.00
JP MORGAN RESIDENTIAL MORTGAGE ACCEPTANCE CORP.
2044-09-28
5.106309
Other Note
6734305.00
2320967.00
LEHMAN MORTGAGE TRUST
2036-10-25
6.344999
Other Note
126840000.00
12111746.00
LUMINENT MORTGAGE TRUST
2036-05-25
1.000000
Other Note
162097000.00
1956629.00
MORGAN STANLEY MORTGAGE LOAN TRUST
2037-10-25
6.644999
Other Note
50145000.00
8177327.00
RBSGC MORTGAGE PASS THROUGH CERTIFICATES
2037-01-25
6.495000
Other Note
87783000.00
8725038.00
RESIDENTIAL ACCREDIT LOANS, INC.
2037-10-25
0.00
Other Note
9911197.00
1915639.00
RESIDENTIAL ACCREDIT LOANS, INC.
2046-02-25
2.417184
Other Note
81838000.00
1058285.00
RESIDENTIAL ACCREDIT LOANS, INC.
2046-09-25
0.900000
Other Note
186546000.00
2681393.00
RESIDENTIAL ACCREDIT LOANS, INC.
2046-09-25
1.270000
Other Note
318048000.00
6090456.00
RESIDENTIAL ACCREDIT LOANS, INC.
2046-09-25
1.500000
Other Note
98868000.00
2146536.00
RESIDENTIAL ASSET SECURITIZATION TRUST
2035-07-25
7.044999
Other Note
41725463.00
2445909.00
RESIDENTIAL ASSET SECURITIZATION TRUST
2036-09-25
6.500000
Other Note
4200000.00
928055.00
RESIDENTIAL ASSET SECURITIZATION TRUST
2037-09-25
0.704999
Other Note
40000000.00
10249535.00
RESIDENTIAL ASSET SECURITIZATION TRUST
2037-09-25
6.294999
Other Note
84603000.00
11691998.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2034-10-25
1.205000
Other Note
3476000.00
5778.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2034-11-25
0.854999
Other Note
29174000.00
107283.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2036-02-25
2.599581
Other Note
18000000.00
13937397.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2036-07-25
2.512624
Other Note
23653000.00
9124856.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2036-09-25
0.250000
Other Note
26410000.00
105884.00
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST
2036-09-25
0.250000
Other Note
26417000.00
96625.00
TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES
2036-07-25
6.000000
Other Note
108922000.00
29143508.00
WELLS FARGO ALTERNATIVE LOAN TRUST
2037-06-25
5.915000
Other Note
70255000.00
4566966.00
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
2036-03-25
2.628378
Other Note
500000.00
113294.00
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
200000000.00
200000000.00
0.0072
N
200007640.00
200007640.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.300676%
4820P3HC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-12
2014-08-12
N
N
N
50000000.00
49995416.67
0.0018
N
49998500.00
49998500.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.280584%
4820P3KH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-17
2014-10-17
N
N
N
25000000.00
24985027.78
0.0009
N
24990500.00
24990500.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.280589%
4820P3KM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-21
2014-10-21
N
N
N
20000000.00
19987400.00
0.0007
N
19992000.00
19992000.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.280587%
4820P3KW2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-10-30
2014-10-30
N
N
N
50000000.00
49965000.00
0.0018
N
49977000.00
49977000.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.280584%
4820P3LL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-20
2014-11-20
N
N
N
50000000.00
49956833.33
0.0018
N
49971000.00
49971000.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.280589%
4820P3M26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-02
2014-12-02
N
N
N
50000000.00
49952166.67
0.0018
N
49967000.00
49967000.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.280589%
4820P3M91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-12-09
2014-12-09
N
N
N
25000000.00
24974722.22
0.0009
N
24982000.00
24982000.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.280584%
4820P3NM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
40000000.00
39946177.78
0.0014
N
39954800.00
39954800.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.270543%
4820P3QB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-11
2015-03-11
N
N
N
25000000.00
24958375.00
0.0009
N
24958500.00
24958500.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.270547%
4820P3QH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-03-17
2015-03-17
N
N
N
25000000.00
24957250.00
0.0009
N
24956750.00
24956750.00
Kells Funding, LLC
Kells Funding, LLC 0.240548%
48803AHA6
Other Note
N
First Tier Security
N/A
N/A
2014-09-11
2015-02-23
N
N
N
148500000.00
148501129.51
0.0054
N
148490496.00
148490496.00
Kells Funding, LLC
Kells Funding, LLC 0.243100%
48803AHT5
Other Note
N
First Tier Security
N/A
N/A
2014-10-23
2015-04-23
N
N
N
33000000.00
33000000.00
0.0012
N
32997360.00
32997360.00
Kells Funding, LLC
Kells Funding, LLC 0.233848%
48803AHW8
Other Note
N
First Tier Security
N/A
N/A
2014-08-15
2015-04-29
N
N
N
50000000.00
50000000.00
0.0018
N
49996000.00
49996000.00
Kells Funding, LLC
Kells Funding, LLC 0.237398%
48803AJA4
Other Note
N
First Tier Security
N/A
N/A
2014-08-15
2015-05-15
N
N
N
80000000.00
80000000.00
0.0029
N
80000640.00
80000640.00
LMA Americas LLC
LMA Americas LLC 0.140018%
53944RHJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-18
2014-08-18
N
N
N
100000000.00
99993388.89
0.0036
N
99993000.00
99993000.00
LMA Americas LLC
LMA Americas LLC 0.150020%
53944RHK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
N
95400000.00
95392845.00
0.0034
N
95392368.00
95392368.00
LMA Americas LLC
LMA Americas LLC 0.160024%
53944RHS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-08-26
N
N
N
30000000.00
29996666.67
0.0011
N
29996700.00
29996700.00
Merrill Lynch Government Securities, Inc.
Merrill Lynch Government Securities, Inc. 0.460000%
73914823779157mer
0000728612
Other Repurchase Agreement
N
ALLIANCE NY MUNI INCOME
2049-01-01
0.099000
Other Note
206.00
5145402.00
BLACKROCK MUN 2020 TERM
2049-01-01
0.00
Other Note
69.00
1723917.00
BLACKROCK MUN 2020 TERM
2049-01-01
0.115000
Other Note
144.00
3597834.00
BLACKROCK MUN 2020 TERM
2049-01-01
0.115000
Other Note
58.00
1449034.00
BLACKROCK NY MUNI 2018
2049-01-01
0.115000
Other Note
182.00
4546679.00
DREYFUS STRATEGIC MUNI
2049-01-01
0.114000
Other Note
116.00
2897984.00
EATON VANCE MUNI INCOME
2049-01-01
0.114000
Other Note
124.00
3098413.00
EATON VANCE MUNI INCOME
2049-01-01
0.114000
Other Note
30.00
749333.00
EATON VANCE NY MUNI INCO
2049-01-01
0.114000
Other Note
160.00
3999330.00
EATON VANCE PA MUNI INCO
2049-01-01
0.114000
Other Note
159.00
3973620.00
PIMCO CA MUNI INC FD II
2049-01-01
0.114000
Other Note
155.00
3872182.00
PIMCO CORP & INC OPPOR
2049-01-01
0.00
Other Note
106.00
2649709.00
PIMCO INCOME STRATEGY
2049-01-01
1.373000
Other Note
131.00
3272747.00
PIMCO MUNI INCOME FD III
2049-01-01
0.114000
Other Note
145.00
3623064.00
PIMCO NEW YORK MUNI FUND
2049-01-01
0.114000
Other Note
126.00
3148957.00
PIMCO NY MUNI INC FD II
2049-01-01
0.00
Other Note
137.00
3422846.00
PIONEER MUNI HI INC ADV
2049-01-01
0.00
Other Note
181.00
4522459.00
PIONEER MUNI HI INC TR
2049-01-01
0.130000
Other Note
62.00
1549051.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
53000000.00
53000000.00
0.0019
N
53000000.00
53000000.00
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp. 0.230000%
60682ANP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-06
2014-10-06
N
N
N
250000000.00
250000000.00
0.0090
N
250005000.00
250005000.00
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp. 0.240000%
60682APF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-10
2014-11-10
N
N
N
150000000.00
150000000.00
0.0054
N
150000000.00
150000000.00
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp. 0.240000%
73914676779157MIT
0001462160
Other Repurchase Agreement
N
APPLE INC COM-
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
6964580.00
ATLAS ENERGY LP COM UNIT
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
3580166.00
BLACKSTONE GROUP L PCOM UNIT
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
6994308.00
CITIGROUP INC COM NEW-
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
7500000.00
COBALT INTL ENERGY INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1661134.00
DIRECTV COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
5672921.00
EXPRESS SCRIPTS HLDG CO COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
7499982.00
FACEBOOK INCCL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
7475916.00
HILLSHIRE BRANDS CO COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2358267.00
HOLLYSYS AUTOMATION TECHNOLOSHS
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
889600.00
LYONDELLBASELL INDUSTRIES N SHS - A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
7399404.00
MARKWEST ENERGY PARTNERS L PUNIT LTD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
3554261.00
MENS WEARHOUSE INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
5736160.00
MERRILL LYNCH CAP TR II
2062-06-15
6.450000
Other Note
37495.00
952373.00
MICROSOFT CORPCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
19872.00
PLAINS ALL AMERN PIPELINE L UNIT LTD
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2725050.00
TIME WARNER CABLE INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1014514.00
UNIFI INC COM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1007727.00
WILLIAMS PARTNERS L P COM UNIT
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
933960.00
YAHOO INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
7059847.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
75000000.00
75000000.00
0.0027
N
75000000.00
75000000.00
Mizuho Corp. Bank, Ltd.
Mizuho Corp. Bank, Ltd. 0.255000%
109480096
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
150000000.00
149900191.45
0.0054
N
149908500.00
149908500.00
Mizuho Corp. Bank, Ltd.
Mizuho Corp. Bank, Ltd. 0.220000%
60688LWS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-03
2014-10-03
N
N
N
200000000.00
200000000.00
0.0072
N
200004000.00
200004000.00
Mizuho Corp. Bank, Ltd.
Mizuho Corp. Bank, Ltd. 0.230000%
60688LYN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-03
2014-11-03
N
N
N
300000000.00
300000000.00
0.0108
N
300000000.00
300000000.00
National Australia Bank Ltd.
National Australia Bank Ltd. 0.229748%
EJ8966057
Other Note
N
First Tier Security
N/A
N/A
2014-08-23
2014-10-23
N
N
N
225000000.00
225000659.89
0.0081
N
225018225.00
225018225.00
National Bank of Kuwait
National Bank of Kuwait 0.280000%
63375PEL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-12
2014-09-12
N
N
N
100000000.00
100000582.91
0.0036
N
100011000.00
100011000.00
National Bank of Kuwait
National Bank of Kuwait 0.280000%
63375PEP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-19
2014-09-19
N
N
N
50000000.00
50000340.03
0.0018
N
50006000.00
50006000.00
National Bank of Kuwait
National Bank of Kuwait 0.280000%
63375PET2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-01
2014-10-01
N
N
N
50000000.00
50000000.00
0.0018
N
50004500.00
50004500.00
National Bank of Kuwait
National Bank of Kuwait 0.280000%
63375PFL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-30
2014-10-30
N
N
N
75000000.00
75000000.00
0.0027
N
75009750.00
75009750.00
National Bank of Kuwait
National Bank of Kuwait 0.100000%
73896501
Other Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
300000000.00
300000000.00
0.0108
N
300000000.00
300000000.00
Natixis Securities Americas LLC
Natixis Securities Americas LLC 0.262000%
63873EZN4
Other Note
N
First Tier Security
N/A
N/A
2014-08-16
2014-09-16
Y
NATIXIS
N/A
N/A
N
N
250000000.00
250000000.00
0.0090
N
249985000.00
249985000.00
New York JPMorgan Chase Putters/Drivers Trust
New York JPMorgan Chase Putters/Drivers Trust, Series 3209 0.069999%
46632PKN2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
JPMORGAN CHASE BANK, NATIONAL AS
N/A
N/A
N
N
1500000.00
1500000.00
0.0001
N
1500000.00
1500000.00
Norinchukin Bank
Norinchukin Bank 0.250000%
65602MYS9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-14
2014-11-14
N
N
N
30000000.00
30000865.95
0.0011
N
30000900.00
30000900.00
Norinchukin Bank
Norinchukin Bank 0.230000%
65602MZB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-09-16
2014-09-16
N
N
N
700000000.00
700000000.00
0.0252
N
700049000.00
700049000.00
Nuveen, OT Investment Quality Municipal Fund, Inc.
Nuveen, OT Investment Quality Municipal Fund, Inc., Series 1-2118 0.150000%
67062E707
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
Barclays Bank PLC
N/A
N/A
N
N
22500000.00
22500000.00
0.0008
N
22500000.00
22500000.00
Nuveen, OT Municipal Market Opportunity Fund, Inc.
Nuveen, OT Municipal Market Opportunity Fund, Inc., Series 1-PFD 0.179999%
67062W608
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
DEUTSCHE BANK AKTIENGESELLSCHAFT
N/A
N/A
N
N
34000000.00
34000000.00
0.0012
N
34000000.00
34000000.00
Nuveen, OT Premier Municipal Income Fund, Inc.
Nuveen, OT Premier Municipal Income Fund, Inc., Series 1-1277 0.150000%
670988500
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
Barclays Bank PLC
N/A
N/A
N
N
13000000.00
13000000.00
0.0005
N
13000000.00
13000000.00
Oversea-Chinese Banking Corp. Ltd.
Oversea-Chinese Banking Corp. Ltd. 0.250000%
69033PC32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-18
2014-11-18
N
N
N
245000000.00
245000000.00
0.0088
N
245044100.00
245044100.00
Oversea-Chinese Banking Corp. Ltd.
Oversea-Chinese Banking Corp. Ltd. 0.300000%
69033PD80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-02-03
2015-02-03
N
N
N
150000000.00
150000000.00
0.0054
N
150039000.00
150039000.00
Oversea-Chinese Banking Corp. Ltd.
Oversea-Chinese Banking Corp. Ltd. 0.250316%
69033RLL8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-11-20
2014-11-20
N
N
N
100000000.00
99922916.67
0.0036
N
99943000.00
99943000.00
Overseas Private Investment Corp.
Overseas Private Investment Corp. 0.110000%
690353VV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
N
Y
UNITED STATES OF AMERICA
N/A
N/A
N
86000000.00
86000000.00
0.0031
N
86000000.00
86000000.00
Providence Health & Services - Washington
Providence Health & Services - Washington 0.119998%
743755AG5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
U.S. BANK NATIONAL ASSOCIATION
N/A
N/A
N
N
46600000.00
46600000.00
0.0017
N
46600000.00
46600000.00
RBC Capital Markets LLC
RBC Capital Markets LLC 0.399999%
72507082779157RBC
0000050916
Other Repurchase Agreement
N
ACCESS MIDSTREAM PARTNER
2022-07-15
6.125000
Other Note
1500000.00
1620333.00
ADT CORP
2019-04-15
4.125000
Other Note
63000.00
63795.00
AES CORP/VA
2017-10-15
8.000000
Other Note
140772.00
164852.00
AES CORP/VA
2024-03-15
5.500000
Other Note
348855.00
351297.00
ALCOA INC
2021-04-15
5.400000
Other Note
2000.00
2162.00
ALCOA INC
2022-02-23
5.870000
Other Note
3525000.00
3944661.00
ALLY FINANCIAL INC
2015-02-12
8.300000
Other Note
201867.00
216546.00
ALLY FINANCIAL INC
2020-09-15
7.500000
Other Note
35000.00
42117.00
ALTICE FINANCING SA
2022-01-15
6.500000
Other Note
3180000.00
3327384.00
ALTICE FINCO SA
2020-12-15
9.875000
Other Note
12460268.00
14361930.00
AMERIGAS FINANCE LLC/COR
2020-05-20
6.750000
Other Note
350000.00
374784.00
AMERIGAS FINANCE LLC/COR
2022-05-20
7.000000
Other Note
140000.00
153116.00
ANGLOGOLD HOLDINGS PLC
2020-04-15
5.375000
Other Note
2646.00
2744.00
ANGLOGOLD HOLDINGS PLC
2022-08-01
5.125000
Other Note
116000.00
116049.00
ANGLOGOLD HOLDINGS PLC
2040-04-15
6.500000
Other Note
660000.00
636926.00
ARCELORMITTAL
2017-02-25
5.000000
Other Note
2000.00
2118.00
ARCELORMITTAL
2022-02-25
6.750000
Other Note
30000.00
33878.00
ARCELORMITTAL
2041-03-01
7.250000
Other Note
102000.00
108906.00
ARDAGH PKG FIN/MP HD USA
2017-10-15
7.375000
Other Note
50000.00
53211.00
AVAYA INC
2019-04-01
7.000000
Other Note
4694363.00
4745219.00
AVIS BUDGET CAR/FINANCE
2022-06-01
5.125000
Other Note
715715.00
703190.00
B&G FOODS INC
2021-06-01
4.625000
Other Note
1220000.00
1217204.00
BANK OF AMERICA CORP
2099-12-31
5.125000
Other Note
2737078.00
2703888.00
BOMBARDIER INC
2019-04-15
4.750000
Other Note
242000.00
240371.00
BUILDING MATERIALS CORP
2018-08-15
6.875000
Other Note
1815000.00
1933794.00
CAESARS ENTERTAINMENT OP
2020-02-15
9.000000
Other Note
16489649.00
14494402.00
CALPINE CORP
2023-01-15
7.875000
Other Note
3200000.00
3531200.00
CALUMET SPECIALTY PROD
2020-08-01
9.625000
Other Note
590000.00
700994.00
CALUMET SPECIALTY PROD
2022-01-15
7.625000
Other Note
275000.00
293119.00
CASCADES INC
2020-01-15
7.875000
Other Note
350000.00
371788.00
CASE NEW HOLLAND INDUSTR
2017-12-01
7.875000
Other Note
100000.00
115438.00
CCO HLDGS LLC/CAP CORP
2022-09-30
5.250000
Other Note
1847000.00
1868048.00
CCO HLDGS LLC/CAP CORP
2023-09-01
5.750000
Other Note
790000.00
813843.00
CEAGRO AGRICOLA LTD
2016-05-16
10.750000
Other Note
100000.00
106682.00
CELANESE US HOLDINGS LLC
2022-11-15
4.625000
Other Note
74206.00
75595.00
CENTENE CORP
2017-06-01
5.750000
Other Note
25000.00
27177.00
CENTURYLINK INC
2020-04-01
5.625000
Other Note
248000.00
265050.00
CENTURYLINK INC
2042-03-15
7.650000
Other Note
83000.00
85606.00
CHIQUITA BRANDS INTL / L
2021-02-01
7.875000
Other Note
1975000.00
2203359.00
CINEMARK USA INC
2023-06-01
4.875000
Other Note
2537703.00
2501224.00
CITIGROUP INC
2099-12-29
5.900000
Other Note
50000.00
51057.00
CLEAR CHANNEL WORLDWIDE
2020-03-15
7.625000
Other Note
1370979.00
1492730.00
CLEAR CHANNEL WORLDWIDE
2022-11-15
6.500000
Other Note
500000.00
534361.00
CLEAR CHANNEL WORLDWIDE
2022-11-15
6.500000
Other Note
326000.00
350033.00
CLEARWIRE COMM/FINANCE
2016-12-01
14.750000
Other Note
1419050.00
1854817.00
CNH INDUSTRIAL CAPITAL L
2017-02-01
3.250000
Other Note
490788.00
498763.00
COMMERZBANK AG
2023-09-19
8.125000
Other Note
12314140.00
14981280.00
CONSTELLATION BRANDS INC
2017-05-15
7.250000
Other Note
4654772.00
5319499.00
CORELOGIC INC
2028-04-01
7.549999
Other Note
15000.00
15453.00
COUNTRY GARDEN HLDG CO
2019-05-27
7.875000
Other Note
147000.00
155673.00
CROWN AMER/CAP CORP IV
2023-01-15
4.500000
Other Note
871000.00
829192.00
CROWN CASTLE INTL CORP
2022-04-15
4.875000
Other Note
2775000.00
2768063.00
CSC HOLDINGS LLC
2018-02-15
7.875000
Other Note
190000.00
224449.00
CSC HOLDINGS LLC
2021-11-15
6.750000
Other Note
1400000.00
1538950.00
CTR PARTNERSHIP/CARETRST
2021-06-01
5.875000
Other Note
1362953.00
1393780.00
D.R. HORTON INC
2019-03-01
3.750000
Other Note
115000.00
116018.00
DANA HOLDING CORP
2021-02-15
6.750000
Other Note
4000000.00
4354500.00
DAVITA HEALTHCARE PARTNE
2022-08-15
5.750000
Other Note
4000.00
4361.00
DELL INC
2021-04-01
4.625000
Other Note
2000.00
1961.00
DELL INC
2038-04-15
6.500000
Other Note
33000.00
30992.00
DENBURY RESOURCES INC
2023-07-15
4.625000
Other Note
185000.00
174743.00
Deutsche Bank AG
2028-05-24
4.296000
Other Note
463000.00
451270.00
DISCOVER BANK
2020-04-15
7.000000
Other Note
2530000.00
3066970.00
DISH DBS CORP
2014-10-01
6.625000
Other Note
1000.00
1028.00
DISH DBS CORP
2016-02-01
7.125000
Other Note
400000.00
443250.00
DISH DBS CORP
2020-05-01
5.125000
Other Note
1000000.00
1042812.00
DISH DBS CORP
2023-03-15
5.000000
Other Note
1600000.00
1616222.00
EL PASO LLC
2017-06-15
7.000000
Other Note
1400000.00
1563022.00
EL PASO PIPELINE PART OP
2024-05-01
4.299999
Other Note
4048000.00
4119530.00
ELDORADO GOLD CORP
2020-12-15
6.125000
Other Note
1270000.00
1308515.00
EMBARQ CORP
2036-06-01
7.995000
Other Note
3238024.00
3592830.00
ENDO FINANCE LLC
2022-01-15
5.750000
Other Note
1500000.00
1513208.00
FPL ENERGY NATL WIND
2019-03-25
6.125000
Other Note
226001.00
10243.00
FREESCALE SEMICONDUCTOR
2022-01-15
6.000000
Other Note
1719643.00
1818809.00
FRESENIUS MED CARE II
2019-07-31
5.625000
Other Note
1134000.00
1216215.00
FRESENIUS MED CARE US
2021-02-15
5.750000
Other Note
1225000.00
1364667.00
FRONTIER COMMUNICATIONS
2018-10-01
8.125000
Other Note
1000000.00
1183333.00
FRONTIER COMMUNICATIONS
2021-07-01
9.250000
Other Note
1232365.00
1463690.00
FRONTIER COMMUNICATIONS
2035-07-01
7.450000
Other Note
190000.00
187380.00
FRONTIER NORTH INC
2028-02-15
6.730000
Other Note
25000.00
24928.00
GANNETT CO INC
2019-10-15
5.125000
Other Note
1721946.00
1778065.00
GATES GLOBAL LLC
2022-07-15
6.000000
Other Note
100000.00
97767.00
GENERAL MOTORS CO
2018-10-02
3.500000
Other Note
2538448.00
2573352.00
GENERAL MOTORS FINL CO
2018-06-01
6.750000
Other Note
359000.00
409709.00
GENESIS ENERGY LP/GENESI
2021-02-15
5.750000
Other Note
2658000.00
2755054.00
GENON ENERGY INC
2020-10-15
9.875000
Other Note
625000.00
672860.00
GOLDMAN SACHS CAPITAL II
2043-06-01
4.000000
Other Note
330000.00
264477.00
GRAFTECH INTERNATIONAL
2020-11-15
6.375000
Other Note
10000.00
10360.00
GULFMARK OFFSHORE INC
2022-03-15
6.375000
Other Note
1160898.00
1194661.00
HCA INC
2019-03-15
3.750000
Other Note
700000.00
709771.00
HEADWATERS INC
2019-04-01
7.625000
Other Note
45000.00
48506.00
HEALTHSOUTH CORP
2020-02-15
8.125000
Other Note
1915000.00
2101646.00
HERTZ CORP
2018-04-01
4.250000
Other Note
30672.00
31132.00
HERTZ CORP
2019-04-15
6.750000
Other Note
1173851.00
1250005.00
HOLOGIC INC
2020-08-01
6.250000
Other Note
206000.00
221965.00
HOSPIRA INC
2023-08-12
5.799999
Other Note
15000.00
17142.00
IAMGOLD CORP
2020-10-01
6.750000
Other Note
8971000.00
8455168.00
IAMGOLD CORP
2020-10-01
6.750000
Other Note
20000.00
18850.00
ICAHN ENTERPRISES/FIN
2017-03-15
3.500000
Other Note
10000.00
10067.00
ICAHN ENTERPRISES/FIN
2022-02-01
5.875000
Other Note
2600000.00
2671500.00
INEOS FINANCE PLC
2020-05-01
7.500000
Other Note
292675.00
320845.00
INMARSAT FINANCE PLC
2022-05-15
4.875000
Other Note
1294402.00
1304393.00
INTERGEN NV
2023-06-30
7.000000
Other Note
875000.00
884649.00
INTL LEASE FINANCE CORP
2017-03-15
8.750000
Other Note
2297632.00
2689506.00
IRON MOUNTAIN INC
2023-08-15
6.000000
Other Note
1467000.00
1586438.00
JABIL CIRCUIT INC
2016-07-15
7.750000
Other Note
735000.00
817463.00
JBS USA LLC/JBS USA FINA
2021-06-01
7.250000
Other Note
453000.00
491316.00
K HOVNANIAN ENTERPRISES
2020-11-15
9.125000
Other Note
10000000.00
11217639.00
KB HOME
2018-06-15
7.250000
Other Note
17142.00
19101.00
KB HOME
2019-05-15
4.750000
Other Note
230000.00
232674.00
KINDER MORGAN FIN CO LLC
2018-01-15
6.000000
Other Note
1792000.00
1949099.00
L BRANDS INC
2033-03-01
6.950000
Other Note
100000.00
106896.00
L BRANDS INC
2037-07-15
7.599999
Other Note
12487692.00
13778642.00
LAMAR MEDIA CORP
2023-05-01
5.000000
Other Note
330000.00
332475.00
LAREDO PETROLEUM INC
2022-01-15
5.625000
Other Note
236000.00
241900.00
LEUCADIA NATIONAL CORP
2015-09-15
8.125000
Other Note
32000.00
35302.00
LIFEPOINT HOSPITALS INC
2020-10-01
6.625000
Other Note
250000.00
272083.00
LINN ENERGY LLC/FIN CORP
2019-05-15
6.500000
Other Note
455000.00
469206.00
LINN ENERGY LLC/FIN CORP
2020-04-15
8.625000
Other Note
1250000.00
1361432.00
LMI AEROSPACE INC
2019-07-15
7.375000
Other Note
500000.00
507264.00
MASCO CORP
2016-10-03
6.125000
Other Note
200000.00
222041.00
MASCO CORP
2022-03-15
5.950000
Other Note
1580000.00
1785365.00
MASCO CORP
2029-08-01
7.750000
Other Note
1160000.00
1409632.00
MASCO CORP
2032-08-15
6.500000
Other Note
23000.00
25012.00
MATTAMY GROUP CORP
2020-11-15
6.500000
Other Note
210000.00
217082.00
MCCLATCHY CO
2022-12-15
9.000000
Other Note
1558587.00
1746007.00
MCRON FINANCE SUB LLC/MC
2019-05-15
8.375000
Other Note
181000.00
200943.00
MDC HOLDINGS INC
2043-01-15
6.000000
Other Note
88001.00
82516.00
MERITAGE HOMES CORP
2018-03-01
4.500000
Other Note
40000.00
41750.00
MIDCONTINENT EXPRESS PIP
2019-09-15
6.700000
Other Note
3653603.00
4275852.00
MIDSTATES PETRO INC/LLC
2021-06-01
9.250000
Other Note
1165000.00
1241210.00
MOBILE MINI INC
2020-12-01
7.875000
Other Note
324000.00
355792.00
MORGAN STANLEY
2031-10-27
11.000000
Other Note
6000.00
6330.00
NATIONSTAR MORT/CAP CORP
2022-06-01
6.500000
Other Note
10000.00
9833.00
NAVIENT LLC
2018-06-15
8.449999
Other Note
743668.00
869755.00
NAVIENT LLC
2024-03-25
6.125000
Other Note
1520647.00
1522833.00
NAVIENT LLC
2037-03-15
6.000000
Other Note
18000.00
14784.00
NCR CORP
2022-07-15
5.000000
Other Note
10000.00
9947.00
NETFLIX INC
2024-03-01
5.750000
Other Note
1389444.00
1445022.00
NEWFIELD EXPLORATION CO
2020-02-01
6.875000
Other Note
725000.00
786172.00
NGPL PIPECO LLC
2017-12-15
7.118999
Other Note
1879000.00
1919580.00
NIELSEN FINANCE LLC/CO
2020-10-01
4.500000
Other Note
960000.00
972000.00
NISKA GAS STORAGE CAN/FI
2019-04-01
6.500000
Other Note
2170000.00
2094050.00
NOKIA CORP
2039-05-15
6.625000
Other Note
1224824.00
1332285.00
NOVA CHEMICALS CORP
2023-08-01
5.250000
Other Note
1046850.00
1171163.00
NOVELIS INC
2017-12-15
8.375000
Other Note
500000.00
534101.00
NRG ENERGY INC
2018-01-15
7.625000
Other Note
2837154.00
3158856.00
NRG ENERGY INC
2020-09-01
8.250000
Other Note
45000.00
50203.00
NUMERICABLE GROUP SA
2019-05-15
4.875000
Other Note
300000.00
306747.00
NUMERICABLE GROUP SA
2022-05-15
6.000000
Other Note
1080367.00
1111518.00
NXP BV/NXP FUNDING LLC
2018-06-01
3.750000
Other Note
5820000.00
5834550.00
OMEGA HLTHCARE INVESTORS
2022-10-15
6.750000
Other Note
2243868.00
2479194.00
ONEOK INC
2022-02-01
4.250000
Other Note
238000.00
239692.00
ONEOK INC
2035-06-15
6.000000
Other Note
1629671.00
1661852.00
PBF HOLDING CO LLC
2020-02-15
8.250000
Other Note
1392000.00
1549354.00
PEABODY ENERGY CORP
2026-11-01
7.875000
Other Note
40000.00
41788.00
PHYSIO-CONTROL INTERNATI
2019-01-15
9.875000
Other Note
1220000.00
1344304.00
POPULAR INC
2019-07-01
7.000000
Other Note
217057.00
221308.00
PPL ENERGY SUPPLY LLC
2021-12-15
4.599999
Other Note
388000.00
370376.00
PPL ENERGY SUPPLY LLC
2036-12-15
6.000000
Other Note
46000.00
45505.00
PRECISION DRILLING CORP
2020-11-15
6.625000
Other Note
1200000.00
1279783.00
PRECISION DRILLING CORP
2024-11-15
5.250000
Other Note
490000.00
485100.00
PRESTIGE BRANDS INC
2020-02-01
8.125000
Other Note
160000.00
182500.00
QUADRA FNX MINING LTD
2019-06-15
7.750000
Other Note
200000.00
215481.00
QWEST CAPITAL FUNDING
2021-08-03
7.625000
Other Note
22815.00
26641.00
RANGE RESOURCES CORP
2022-08-15
5.000000
Other Note
456000.00
480193.00
REGENCY ENERGY PARTNERS
2021-07-15
6.500000
Other Note
3140621.00
3361686.00
REGENCY ENERGY PARTNERS
2023-11-01
4.500000
Other Note
200000.00
193750.00
RES-CARE INC
2019-01-15
10.750000
Other Note
75000.00
81546.00
ROCKIES EXPRESS PIPELINE
2018-07-15
6.849999
Other Note
4706000.00
5061512.00
ROCKIES EXPRESS PIPELINE
2019-01-15
6.000000
Other Note
3275000.00
3414733.00
ROCKIES EXPRESS PIPELINE
2020-04-15
5.625000
Other Note
6616120.00
6940723.00
ROCKIES EXPRESS PIPELINE
2040-04-15
6.875000
Other Note
1940874.00
1975311.00
SABINE PASS LIQUEFACTION
2022-03-15
6.250000
Other Note
2063292.00
2231364.00
SABINE PASS LIQUEFACTION
2023-04-15
5.625000
Other Note
912335.00
957809.00
SABINE PASS LIQUEFACTION
2023-04-15
5.625000
Other Note
490000.00
504088.00
SABINE PASS LNG LP
2020-11-01
6.500000
Other Note
2650929.00
2849749.00
SABRA HEALTH/CAPTL CORP
2021-02-01
5.500000
Other Note
2000000.00
2117750.00
SAPPI PAPIER HOLDNG GMBH
2017-07-15
7.750000
Other Note
990000.00
1089935.00
SAPPI PAPIER HOLDNG GMBH
2019-06-15
8.375000
Other Note
1020000.00
1130365.00
SAPPI PAPIER HOLDNG GMBH
2021-04-15
6.625000
Other Note
100000.00
107701.00
SBA TELECOMMUNICATIONS
2019-08-15
8.250000
Other Note
245000.00
264904.00
SEALED AIR CORP
2021-09-15
8.375000
Other Note
25000.00
28947.00
SERVICIOS CORP JAVER SAP
2021-04-06
9.875000
Other Note
7000.00
7903.00
SESI LLC
2019-05-01
6.375000
Other Note
16189.00
17256.00
SILGAN HOLDINGS INC
2020-04-01
5.000000
Other Note
250000.00
259167.00
SINCLAIR TELEVISION GROU
2022-10-01
6.125000
Other Note
2051346.00
2162461.00
SIRIUS XM RADIO INC
2020-05-15
4.250000
Other Note
80000.00
78718.00
SIRIUS XM RADIO INC
2023-05-15
4.625000
Other Note
48000.00
45589.00
SMURFIT KAPPA ACQUISITIO
2018-09-15
4.875000
Other Note
297319.00
315431.00
SOUTHERN STAR CENT CORP
2022-07-15
5.125000
Other Note
325000.00
327365.00
SOUTHERN STAR CENT CORP
2022-07-15
5.125000
Other Note
98000.00
99118.00
SPRINT CAPITAL CORP
2028-11-15
6.875000
Other Note
5000.00
5066.00
SPRINT CAPITAL CORP
2032-03-15
8.750000
Other Note
11555185.00
13497098.00
SPRINT COMMUNICATIONS
2016-12-01
6.000000
Other Note
10000.00
10925.00
SPRINT COMMUNICATIONS
2022-11-15
6.000000
Other Note
78000.00
79086.00
SPRINT CORP
2021-09-15
7.250000
Other Note
6544576.00
7247391.00
SPRINT CORP
2023-09-15
7.875000
Other Note
1173729.00
1317217.00
STANDARD PACIFIC CORP
2021-12-15
6.250000
Other Note
90000.00
95219.00
STARZ LLC/STARZ FIN CORP
2019-09-15
5.000000
Other Note
725000.00
756819.00
STEEL DYNAMICS INC
2022-08-15
6.375000
Other Note
2000000.00
2188792.00
SWIFT ENERGY CO
2022-03-01
7.875000
Other Note
352000.00
379390.00
SYNOVUS FINANCIAL CORP
2017-06-15
5.125000
Other Note
25000.00
25851.00
TARGA RESOURCES PARTNERS
2023-05-01
5.250000
Other Note
935563.00
966554.00
TELECOM ITALIA CAPITAL
2038-06-04
7.721000
Other Note
95000.00
108986.00
TELECOM ITALIA SPA
2024-05-30
5.302999
Other Note
2548000.00
2519935.00
TELEMAR NORTE LESTE SA
2020-10-23
5.500000
Other Note
100000.00
99622.00
TENET HEALTHCARE CORP
2018-11-01
6.250000
Other Note
1209783.00
1340591.00
TENET HEALTHCARE CORP
2020-06-01
4.750000
Other Note
450000.00
451313.00
TENET HEALTHCARE CORP
2021-04-01
4.500000
Other Note
1767000.00
1758165.00
TESORO CORP
2022-10-01
5.375000
Other Note
465000.00
480306.00
TESORO CORP
2024-04-01
5.125000
Other Note
160000.00
160675.00
TESORO LOGISTICS LP/CORP
2021-10-15
6.125000
Other Note
228998.00
244578.00
TRINIDAD DRILLING LTD
2019-01-15
7.875000
Other Note
220000.00
231770.00
TRIUMPH GROUP INC
2022-06-01
5.250000
Other Note
143000.00
144210.00
TRONOX FINANCE LLC
2020-08-15
6.375000
Other Note
1309462.00
1374144.00
UNITED RENTALS NORTH AM
2020-05-15
7.375000
Other Note
218000.00
239379.00
UNITED RENTALS NORTH AM
2021-02-01
8.250000
Other Note
45000.00
51019.00
UNITED RENTALS NORTH AM
2023-06-15
6.125000
Other Note
1420000.00
1512763.00
UNITED STATES STEEL CORP
2037-06-01
6.650000
Other Note
69171.00
64750.00
UNITYMEDIA HESSEN / NRW
2023-01-15
5.500000
Other Note
180000.00
182240.00
UNIVISION COMMUNICATIONS
2022-09-15
6.750000
Other Note
1467000.00
1651108.00
US AIRWAYS GROUP INC
2018-06-01
6.125000
Other Note
170687.00
181390.00
VALEANT PHARMACEUTICALS
2018-08-15
6.750000
Other Note
845000.00
924113.00
VALEANT PHARMACEUTICALS
2018-12-01
6.875000
Other Note
10000.00
10490.00
VALEANT PHARMACEUTICALS
2020-10-15
6.375000
Other Note
2096034.00
2208739.00
VIDEOTRON LTD
2024-06-15
5.375000
Other Note
2670000.00
2741747.00
WILLIAMS COMPANIES INC
2023-01-15
3.700000
Other Note
236000.00
224926.00
WINDSTREAM CORP
2017-11-01
7.875000
Other Note
1196266.00
1396267.00
WINDSTREAM CORP
2022-06-01
7.500000
Other Note
329052.00
358667.00
WOORI BANK
2024-04-30
4.750000
Other Note
158000.00
161308.00
YAMANA GOLD INC
2024-07-15
4.950000
Other Note
4423000.00
4443534.00
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
RBC Capital Markets LLC
N/A
N/A
N
N
300000000.00
300000000.00
0.0108
N
300000000.00
300000000.00
Regency Markets No. 1 LLC
Regency Markets No. 1 LLC 0.140019%
7588R1HK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
N
N
N
100000000.00
99993000.00
0.0036
N
99992000.00
99992000.00
Royal Bank of Canada-New York NY
Royal Bank of Canada-New York NY 0.324601%
78009NLP9
Other Note
N
First Tier Security
N/A
N/A
2014-10-01
2015-07-31
N
N
N
300000000.00
300000000.00
0.0108
N
300000000.00
300000000.00
Royal Bank of Canada-New York NY
Royal Bank of Canada-New York NY 0.080000%
73922145
0000050916
Other Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
244700000.00
244700000.00
0.0088
N
244700000.00
244700000.00
Societe Generale
Societe Generale 0.320000%
738542077791571So
0000865845
Other Repurchase Agreement
N
ADOBE SYS INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
223290.00
AMERICAN RLTY CAP PPTYS INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
277484.00
AMGEN INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1004587.00
ANALOG DEVICES INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
234363.00
APARTMENT INVT & MGMT COCL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
68331.00
BAKER HUGHES INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2762.00
BIOGEN IDEC INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
4152155.00
COVIDIEN PLCSHS
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
761343.00
DISH NETWORK CORP CL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
7496219.00
E TRADE FINANCIAL CORP COM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
11013510.00
EMERITUS CORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
450773.00
EOG RES INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
5795.00
EVERTEC INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
3177.00
GOOGLE INC CL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
667488.00
GRACE W R & CO DEL NEWCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1183496.00
HUDSON CITY BANCORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
8908635.00
HUNTINGTON BANCSHARES INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
9783598.00
INGERSOLL-RAND PLCSHS
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
669803.00
INVESCO LTD SHS
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2006813.00
JOHNSON CTLS INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
7832920.00
KEMET CORPCOM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2173732.00
KRAFT FOODS GROUP INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
3316199.00
LEAR CORP COM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
13405708.00
MACYS INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
9685947.00
MADISON SQUARE GARDEN COCL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
14370687.00
MCCLATCHY COCL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1302535.00
MCDONALDS CORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
8385358.00
METLIFE INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2453502.00
MOHAWK INDS INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2441388.00
MOSAIC CO NEW COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1042584.00
NEWMONT MINING CORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
5117974.00
PFIZER INC COM-
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1207034.00
PPL CORPCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
3298588.00
PRUDENTIAL FINL INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
8517811.00
STARBUCKS CORPCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
3345202.00
STARWOOD HOTELS&RESORTS WRLDCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1088066.00
SYMANTEC CORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
12045600.00
TRIPADVISOR INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1548310.00
UNS ENERGY CORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
733560.00
US BANCORP DELCOM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1743797.00
VALIDUS HOLDINGS LTDCOM SHS
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2530265.00
VERIZON COMMUNICATIONS INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
5291373.00
XILINX INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
208258.00
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
150000000.00
150000000.00
0.0054
N
150000000.00
150000000.00
Societe Generale
Societe Generale 0.210000%
739146727791572So
0000865845
Other Repurchase Agreement
N
BANCO NAC DE DESEN ECONO
2018-06-16
6.368999
Other Instrument
SOVEREIGN DEBT
1336000.00
1506956.00
BANGKOK BANK PUB CO (HK)
2020-10-18
4.799999
Other Note
112000.00
121571.00
FED REPUBLIC OF BRAZIL
2019-10-14
8.875000
Other Instrument
SOVEREIGN DEBT
32437.00
42780.00
FED REPUBLIC OF BRAZIL
2024-04-15
8.875000
Other Instrument
SOVEREIGN DEBT
1182530.00
1683487.00
HANA BANK
2016-11-03
4.000000
Other Note
2555225.00
2721922.00
HYUNDAI MOTOR MANUFACTUR
2015-04-15
4.500000
Other Note
1965326.00
2037886.00
INVERSIONES CMPC SA
2022-04-25
4.500000
Other Note
2369167.00
2375066.00
KOREA EXPRESSWAY CORP
2017-10-22
1.875000
Other Note
261228.00
261348.00
REPUBLIC OF COLOMBIA
2020-02-25
11.750000
Other Instrument
SOVEREIGN DEBT
975000.00
1458519.00
REPUBLIC OF PANAMA
2027-09-30
8.875000
Other Instrument
SOVEREIGN DEBT
1900000.00
2778427.00
REPUBLIC OF PHILIPPINES
2024-01-21
4.200000
Other Instrument
SOVEREIGN DEBT
1499435.00
1593025.00
REPUBLIC OF PHILIPPINES
2031-01-14
7.750000
Other Instrument
SOVEREIGN DEBT
7339052.00
10246489.00
REPUBLIC OF PHILIPPINES
2034-10-23
6.375000
Other Instrument
SOVEREIGN DEBT
7523725.00
9657485.00
REPUBLIC OF POLAND
2015-10-19
5.000000
Other Instrument
SOVEREIGN DEBT
13366854.00
14257978.00
REPUBLIC OF POLAND
2019-07-15
6.375000
Other Instrument
SOVEREIGN DEBT
54382519.00
64529391.00
REPUBLIC OF TURKEY
2016-09-26
7.000000
Other Instrument
SOVEREIGN DEBT
29590588.00
33399061.00
REPUBLIC OF TURKEY
2017-07-14
7.500000
Other Instrument
SOVEREIGN DEBT
30396597.00
34681960.00
REPUBLIC OF TURKEY
2018-04-03
6.750000
Other Instrument
SOVEREIGN DEBT
6868008.00
7907309.00
REPUBLIC OF TURKEY
2019-11-07
7.500000
Other Instrument
SOVEREIGN DEBT
18388724.00
22151425.00
REPUBLIC OF TURKEY
2020-06-05
7.000000
Other Instrument
SOVEREIGN DEBT
1914641.00
2260461.00
REPUBLIC OF TURKEY
2021-03-30
5.625000
Other Instrument
SOVEREIGN DEBT
10839994.00
12085469.00
REPUBLIC OF TURKEY
2024-03-22
5.750000
Other Instrument
SOVEREIGN DEBT
595211.00
675850.00
REPUBLIC OF TURKEY
2025-02-05
7.375000
Other Instrument
SOVEREIGN DEBT
10330560.00
13102307.00
REPUBLIC OF TURKEY
2030-01-15
11.875000
Other Instrument
SOVEREIGN DEBT
18470289.00
32282884.00
REPUBLIC OF TURKEY
2034-02-14
8.000000
Other Instrument
SOVEREIGN DEBT
25591595.00
35273180.00
REPUBLIC OF TURKEY
2038-03-05
7.250000
Other Instrument
SOVEREIGN DEBT
1546594.00
1992636.00
REPUBLIC OF TURKEY
2045-02-17
6.625000
Other Instrument
SOVEREIGN DEBT
3505318.00
4153802.00
UNITED MEXICAN STATES
2023-10-02
4.000000
Other Instrument
SOVEREIGN DEBT
9630692.00
10157705.00
VALE OVERSEAS LIMITED
2022-01-11
4.375000
Other Note
123093.00
126349.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
310000000.00
310000000.00
0.0112
N
310000000.00
310000000.00
Societe Generale
Societe Generale 0.300000%
739146927791573So
0000865845
Other Repurchase Agreement
N
ADT CORP
2023-06-15
4.125000
Other Note
2558683.00
2354681.00
ALCATEL-LUCENT USA INC
2028-01-15
6.500000
Other Note
383000.00
376446.00
ALTICE SA
2022-05-15
7.750000
Other Note
827889.00
863074.00
Barclays Bank PLC
2022-11-21
7.625000
Other Note
2146121.00
2454253.00
BEV PACK HLDS LU/ISSUER
2016-12-15
5.625000
Other Note
5496.00
5604.00
CEMEX SAB DE CV
2018-10-15
4.983600
Other Note
862000.00
922523.00
CENT ELET BRASILEIRAS SA
2019-07-30
6.875000
Other Note
2128655.00
2347249.00
CHRYSLER GP/CG CO-ISSUER
2019-06-15
8.000000
Other Note
1686998.00
1830768.00
COMMERCIAL METALS CO
2023-05-15
4.875000
Other Note
180197.00
175294.00
CONVATEC HEALTHCARE
2018-12-15
10.500000
Other Note
2302202.00
2500000.00
DENBURY RESOURCES INC
2023-07-15
4.625000
Other Note
2516831.00
2377287.00
EMPRESA DE ENERGIA DE BO
2021-11-10
6.125000
Other Note
2263453.00
2492698.00
FINANSBANK AS
2016-05-11
5.500000
Other Note
2395432.00
2498968.00
FIRST DATA CORPORATION
2019-06-15
7.375000
Other Note
2332255.00
2499999.00
INTELSAT JACKSON HLDG
2019-04-01
7.250000
Other Note
2305136.00
2487626.00
JBS SA
2016-08-04
10.500000
Other Note
772500.00
913686.00
LEVEL 3 COMMUNICATIONS
2019-06-01
8.875000
Other Note
3516.00
3858.00
NAVIOS MARITIME ACQ CORP
2021-11-15
8.125000
Other Note
1200000.00
1247583.00
NEW ALBERTSONS INC
2030-05-01
8.699999
Other Note
1763.00
1797.00
OAS INVESTMENTS GMBH
2019-10-19
8.250000
Other Note
1231642.00
1291223.00
PACIFIC RUBIALES ENERGY
2019-01-26
5.375000
Other Note
2342501.00
2405155.00
PAETEC HOLDING CORP
2018-12-01
9.875000
Other Note
2301054.00
2499999.00
PBF HOLDING CO LLC
2020-02-15
8.250000
Other Note
2246097.00
2500000.00
PERTAMINA PERSERO PT
2043-05-20
5.625000
Other Note
1423012.00
1355419.00
PETROLEOS DE VENEZUELA S
2026-11-15
6.000000
Other Note
3999573.00
2500000.00
PT ADARO INDONESIA
2019-10-22
7.625000
Other Note
2356337.00
2500000.00
QANTAS AIRWAYS LTD
2016-04-15
6.049999
Other Note
2339978.00
2499035.00
SPRINT COMMUNICATIONS
2018-11-15
9.000000
Other Note
1200000.00
1450800.00
SPRINT COMMUNICATIONS
2021-11-15
11.500000
Other Note
1811922.00
2462905.00
SUNGARD DATA SYSTEMS INC
2019-11-01
6.625000
Other Note
2908.00
3065.00
VEDANTA RESOURCES PLC
2016-06-07
6.750000
Other Note
173388.00
183813.00
WESTERN REFINING INC
2021-04-01
6.250000
Other Note
2348489.00
2467871.00
WOORI BANK
2037-05-02
6.208000
Other Note
2214534.00
2434100.00
YANCOAL INTL RES DEV
2017-05-16
4.461000
Other Note
93806.00
93222.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
50000000.00
50000000.00
0.0018
N
50000000.00
50000000.00
Societe Generale
Societe Generale 0.210000%
739147397791574So
0000865845
Other Repurchase Agreement
N
ABBOTT LABS COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1172950.00
AMERICAN EXPRESS CO COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
3843675.00
AMGEN INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2342260.00
ANALOG DEVICES INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1073197.00
AUTODESK INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1712788.00
BAKER HUGHES INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
198551.00
CABOT OIL & GAS CORPCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1830884.00
COVIDIEN PLCSHS
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
52582.00
DISCOVER FINL SVCSCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
54356.00
DISH NETWORK CORP CL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
9445502.00
EOG RES INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
7454469.00
EXPRESS SCRIPTS HLDG CO COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
5820453.00
GOOGLE INCCL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2353179.00
HCA HOLDINGS INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2983953.00
INGERSOLL-RAND PLCSHS
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
9446465.00
INVESCO LTD SHS
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
935896.00
JOHNSON CTLS INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
4636934.00
KEMET CORPCOM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2297093.00
MADISON SQUARE GARDEN COCL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
864603.00
METLIFE INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1229473.00
MYLAN INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2823824.00
NABORS INDUSTRIES LTD SHS
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
448884.00
OSI SYSTEMS INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
95236.00
PFIZER INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
3663996.00
PHILLIPS 66 COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
245895.00
PRICELINE GRP INC COM NEW
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
757338.00
PRUDENTIAL FINL INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
9743137.00
RIVERBED TECHNOLOGY INC COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
43649.00
ROCK-TENN COCL A
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1561670.00
SPIRIT RLTY CAP INC NEW COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2230681.00
STARWOOD HOTELS&RESORTS WRLDCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
2175345.00
SUSQUEHANNA BANCSHARES INC PCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
4887678.00
SYMANTEC CORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
9999984.00
UNITED PARCEL SERVICE INC CL B
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
579807.00
UNS ENERGY CORP COM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
3092203.00
VALIDUS HOLDINGS LTDCOM SHS
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
1278444.00
XILINX INCCOM
2014-07-31
0.00
Other Instrument
COMMON SHARES
0.00
4622996.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
100000000.00
100000000.00
0.0036
N
100000000.00
100000000.00
Societe Generale
Societe Generale 0.360000%
739148367791575So
0000865845
Other Repurchase Agreement
N
ACCO BRANDS CORP
2020-04-30
6.750000
Other Note
174906.00
184887.00
ACE CAPITAL TRUST II
2030-04-01
9.699999
Other Note
237273.00
358836.00
ADVANCED MICRO DEVICES
2019-03-01
6.750000
Other Note
6994637.00
7442731.00
ADVANCED MICRO DEVICES
2020-08-01
7.750000
Other Note
88914.00
95916.00
ALCATEL-LUCENT USA INC
2017-07-01
4.625000
Other Note
156522.00
160638.00
ALLY FINANCIAL INC
2017-02-15
5.500000
Other Note
125886.00
137891.00
ALTRIA GROUP INC
2024-01-31
4.000000
Other Note
57346.00
59134.00
AMERICAN MEDIA INC
2017-12-15
11.500000
Other Note
1197947.00
1282935.00
AMERIGAS FINANCE LLC/COR
2022-05-20
7.000000
Other Note
139262.00
152309.00
ARROW ELECTRONICS INC
2018-06-01
6.875000
Other Note
10953.00
12668.00
BANK OF AMERICA CORP
2015-10-09
1.500000
Other Note
883264.00
894832.00
BANK OF AMERICA CORP
2019-06-01
7.625000
Other Note
13743.00
16999.00
BANK OF AMERICA CORP
2020-07-01
5.625000
Other Note
5249660.00
6014155.00
BANK OF AMERICA CORP
2021-01-05
5.875000
Other Note
788.00
918.00
BARCLAYS PLC
2099-12-15
6.625000
Other Note
7183108.00
7212539.00
BLACK ELK ENERGY OFFSHOR
2015-12-01
13.750000
Other Note
88977.00
91461.00
BRIXMOR LLC
2015-09-15
5.250000
Other Note
6250000.00
6452083.00
CARDINAL HEALTH INC
2015-06-15
4.000000
Other Note
472179.00
488744.00
CCO HLDGS LLC/CAP CORP
2017-10-30
7.250000
Other Note
150485.00
160015.00
CHAPARRAL ENERGY INC
2022-11-15
7.625000
Other Note
799563.00
856410.00
CHEVRON CORP
2022-12-05
2.355000
Other Note
537.00
515.00
CHS/COMMUNITY HEALTH SYS
2022-02-01
6.875000
Other Note
8247.00
8868.00
CITIGROUP INC
2014-11-05
0.518100
Other Note
7101.00
7111.00
CITIGROUP INC
2017-11-21
6.125000
Other Note
188.00
215.00
CLAIRE'S STORES INC
2019-03-15
9.000000
Other Note
6982687.00
7342295.00
COMED FINANCING III
2033-03-15
6.349999
Other Note
22944.00
24011.00
COOPER TIRE & RUBBER CO
2019-12-15
8.000000
Other Note
5537615.00
6314112.00
CORNERSTONE CHEMICAL CO
2018-03-15
9.375000
Other Note
221115.00
242766.00
COSL FINANCE BVI LTD
2022-09-06
3.250000
Other Note
43193.00
41104.00
DISH DBS CORP
2014-10-01
6.625000
Other Note
2812.00
2892.00
DRILL RIGS HLDS INC
2017-10-01
6.500000
Other Note
6000000.00
6220000.00
DUKE ENERGY CORP
2015-04-01
3.350000
Other Note
5969.00
6147.00
EMBARQ CORP
2036-06-01
7.995000
Other Note
6707190.00
7442130.00
ENBRIDGE ENERGY PARTNERS
2037-10-01
8.050000
Other Note
195975.00
226710.00
EXPO EVENT TRANSCO INC
2021-06-15
9.000000
Other Note
727651.00
761487.00
FEDEX CORP 1999 PASS TST
2020-01-15
7.900000
Other Note
2.00
1.00
FIRST DATA CORPORATION
2019-06-15
7.375000
Other Note
6983149.00
7485402.00
FIRST UNION CAPITAL II
2029-11-15
7.950000
Other Note
114043.00
146919.00
FRONTIER COMMUNICATIONS
2031-08-15
9.000000
Other Note
35000.00
39253.00
GCI INC
2019-11-15
8.625000
Other Note
1376.00
1470.00
GLEN MEADOW PASS THROUGH
2067-02-12
6.504999
Other Note
1255409.00
1280511.00
HCA HOLDINGS INC
2021-05-15
7.750000
Other Note
6796984.00
7460445.00
HCA INC
2015-01-15
6.375000
Other Note
105215.00
107749.00
HSBC FIN CAP TRUST IX
2035-11-30
5.910999
Other Note
9154.00
9589.00
ISTAR FINANCIAL INC
2015-04-15
6.049999
Other Note
5288500.00
5528143.00
ITHACA ENERGY INC
2019-07-01
8.125000
Other Note
342762.00
342762.00
JACK COOPER HOLDINGS COR
2020-06-01
9.250000
Other Note
6546803.00
7269679.00
JCH PARENT INC
2019-03-15
10.500000
Other Note
1490110.00
1478748.00
JPMORGAN CHASE & CO
2016-07-05
3.149999
Other Note
2364728.00
2461883.00
JPMORGAN CHASE & CO
2018-01-15
6.000000
Other Note
8563.00
9745.00
K HOVNANIAN ENTERPRISES
2017-12-01
6.000000
Other Note
5000000.00
5900000.00
KINDER MORGAN ENER PART
2024-02-01
4.150000
Other Note
99000.00
101327.00
LENNAR CORP
2017-06-01
12.250000
Other Note
1021696.00
1297980.00
LOUISIANA PACIFIC CORP
2020-06-01
7.500000
Other Note
155110.00
171397.00
MATTAMY GROUP CORP
2020-11-15
6.500000
Other Note
2506.00
2591.00
MCDONALD'S CORP
2021-05-20
3.625000
Other Note
597639.00
638021.00
MCRON FINANCE SUB LLC/MC
2019-05-15
8.375000
Other Note
2131686.00
2366556.00
METROPOLITANO DE LISBOA
2016-10-15
7.419999
Other Note
6.00
2.00
MONSANTO CO
2016-04-15
2.750000
Other Note
6334.00
6596.00
MORGAN STANLEY
2020-07-24
5.500000
Other Note
6409471.00
7277758.00
MUELLER WATER PRODUCTS
2017-06-01
7.375000
Other Note
7283026.00
7499999.00
MUTUAL OF OMAHA INS CO
2040-10-15
6.950000
Other Note
800016.00
1028648.00
NOVELIS INC
2017-12-15
8.375000
Other Note
7006276.00
7484114.00
ONTARIO (PROVINCE OF)
2019-01-30
2.000000
Other Instrument
SOVEREIGN DEBT
1652787.00
1656886.00
PATRIOT MERGER CORP
2021-07-15
9.000000
Other Note
6888633.00
7484500.00
REGIONS FINANCIAL CORP
2037-12-10
7.375000
Other Note
304396.00
388123.00
REYNOLDS GRP ISS/REYNOLD
2018-05-15
8.500000
Other Note
7049148.00
7484041.00
RYLAND GROUP
2017-05-15
8.400000
Other Note
1284756.00
1506676.00
SABRE HOLDINGS CORP
2016-03-15
8.349999
Other Note
6614096.00
7384932.00
SCHAEFFLER HLDG FIN BV
2018-08-15
6.875000
Other Note
2068.00
2240.00
SPRINT CAPITAL CORP
2032-03-15
8.750000
Other Note
6369051.00
7439405.00
SUNGARD AVAIL SERV CAP
2022-04-01
8.750000
Other Note
173271.00
157183.00
SUPERVALU INC
2016-05-01
8.000000
Other Note
1781000.00
1985815.00
ZFS FINANCE USA TRUST V
2037-05-09
6.500000
Other Note
338064.00
367579.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
150000000.00
150000000.00
0.0054
N
150000000.00
150000000.00
Societe Generale
Societe Generale 0.360000%
739150337791576So
0000865845
Other Repurchase Agreement
N
AFFYMETRIX INC
2019-07-01
4.000000
Other Note
6082000.00
9998585.00
AK STEEL CORP
2019-11-15
5.000000
Other Note
3743400.00
7086464.00
ALPHA NATURAL RESOURCES
2020-12-15
4.875000
Other Note
12903316.00
9540185.00
ANNALY CAPITAL MGMT
2015-05-15
5.000000
Other Note
4380000.00
4500168.00
ASCENT CAPITAL GROUP INC
2020-07-15
4.000000
Other Note
1832574.00
1674345.00
AUXILIUM PHARMACEUTICALS
2018-07-15
1.500000
Other Note
3801734.00
4056133.00
COBALT INTL ENERGY INC
2019-12-01
2.625000
Other Note
7359890.00
6577938.00
DENDREON CORP
2016-01-15
2.875000
Other Note
13173000.00
8974472.00
JETBLUE AIRWAYS CORP
2038-10-15
5.500000
Other Note
3111000.00
7892061.00
JETBLUE AIRWAYS CORP
2039-10-15
6.750000
Other Note
797000.00
1830514.00
KB HOME
2019-02-01
1.375000
Other Note
1746026.00
1714379.00
M/I HOMES INC
2017-09-15
3.250000
Other Note
2600000.00
3047922.00
MERRIMACK PHARMACEUTI
2020-07-15
4.500000
Other Note
6890587.00
8265259.00
MOLYCORP INC
2018-02-01
5.500000
Other Note
7726199.00
4973741.00
RITE AID CORP
2015-05-15
8.500000
Other Note
3341000.00
8878121.00
SEQUENOM INC
2017-10-01
5.000000
Other Note
3544844.00
3860926.00
SOLARCITY CORP
2018-11-01
2.750000
Other Note
4483250.00
6408245.00
STILLWATER MINING COMPAN
2032-10-15
1.750000
Other Note
3020357.00
4791503.00
TOWER GROUP INTL LTD
2014-09-15
5.000000
Other Note
5710000.00
5004181.00
VECTOR GROUP LTD
2019-01-15
2.500000
Other Note
695037.00
924859.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
100000000.00
100000000.00
0.0036
N
100000000.00
100000000.00
Standard Chartered Bank
Standard Chartered Bank 0.280000%
85325BP99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-31
2014-10-31
N
N
N
200000000.00
200000000.00
0.0072
N
200040000.00
200040000.00
Standard Chartered Bank
Standard Chartered Bank 0.290000%
85325BR48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-20
2014-11-20
N
N
N
100000000.00
100000000.00
0.0036
N
100022000.00
100022000.00
Standard Chartered Bank
Standard Chartered Bank 0.080000%
73856663
0000861350
Other Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
250000000.00
250000000.00
0.0090
N
250000000.00
250000000.00
Sumitomo Mitsui Banking Corp/New York
Sumitomo Mitsui Banking Corp/New York 0.230000%
86562YDN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
245000000.00
245000000.00
0.0088
N
244992650.00
244992650.00
Sumitomo Mitsui Banking Corp/New York
Sumitomo Mitsui Banking Corp/New York 0.230000%
86562YFJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-07
2014-11-07
N
N
N
600000000.00
600000000.00
0.0216
N
599982000.00
599982000.00
Sumitomo Mitsui Banking Corp/New York
Sumitomo Mitsui Banking Corp/New York 0.220000%
86563KPN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-10-24
2014-10-24
N
N
N
400000000.00
400000000.00
0.0144
N
400000000.00
400000000.00
Sumitomo Mitsui Banking Corp/New York
Sumitomo Mitsui Banking Corp/New York 0.220000%
86563KPY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-11-14
2014-11-14
N
N
N
370000000.00
370000000.00
0.0133
N
369977800.00
369977800.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.362098%
86959JCN6
Other Note
N
First Tier Security
N/A
N/A
2014-10-06
2015-08-04
N
N
N
195000000.00
195000000.00
0.0070
N
195011700.00
195011700.00
Swedbank AB
Swedbank AB 0.090000%
73832080
0000946431
Other Note
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
1250000000.00
1250000000.00
0.0451
N
1250000000.00
1250000000.00
UBS Securities LLC
UBS Securities LLC 0.429998%
72967260779157UBS
0000230611
Other Repurchase Agreement
N
ACCURAY INC
2016-08-01
3.750000
Other Note
1040000.00
1168700.00
AK STEEL CORP
2019-11-15
5.000000
Other Note
14000.00
26503.00
AMERICAN RESIDENTIAL PPT
2018-11-15
3.250000
Other Note
390084.00
415678.00
CAMPUS CREST COMMUNITIES
2018-10-15
4.750000
Other Note
559019.00
564741.00
CASTLE (AM) & CO
2017-12-15
7.000000
Other Note
752000.00
845206.00
CEMEX SAB DE CV
2016-03-15
3.250000
Other Note
3456000.00
4870049.00
CHART INDUSTRIES INC
2018-08-01
2.000000
Other Note
175000.00
235813.00
CLEAN ENERGY FUELS CORP
2018-10-01
5.250000
Other Note
2262000.00
2187083.00
COLONY FINANCIAL INC
2023-04-15
5.000000
Other Note
269632.00
291128.00
EQUINIX INC
2014-10-15
3.000000
Other Note
2185000.00
4312826.00
FOREST CITY ENTERPRISES
2016-10-15
5.000000
Other Note
1045000.00
1657341.00
GENCORP INC
2039-12-31
4.062500
Other Note
2896000.00
5845570.00
GSV CAPITAL CORP
2018-09-15
5.250000
Other Note
1311111.00
1319913.00
GT ADV TECHNOLOGIES INC
2017-10-01
3.000000
Other Note
12955000.00
25934355.00
HAWAIIAN HOLDINGS INC
2016-03-15
5.000000
Other Note
4763000.00
9068223.00
HEALTHWAYS INC
2018-07-01
1.500000
Other Note
10886955.00
11934824.00
HERBALIFE LTD
2019-08-15
2.000000
Other Note
5068806.00
4342559.00
ICONIX BRAND GROUP INC
2018-03-15
1.500000
Other Note
8000000.00
11650373.00
ILLUMINA INC
2021-06-15
0.500000
Other Note
3038296.00
3076332.00
J2 GLOBAL COMMUNICATIONS
2029-06-15
3.250000
Other Note
1115005.00
1126604.00
JAMES RIVER COAL COMPANY
2018-06-01
10.000000
Other Note
2184000.00
193830.00
JETBLUE AIRWAYS CORP
2039-10-15
6.750000
Other Note
4872000.00
11634360.00
LIBERTY INTERACTIVE LLC
2029-11-15
4.000000
Other Note
3282000.00
2193835.00
LIONS GATE ENTERTAINMENT
2025-03-15
3.625000
Other Note
3481000.00
13258065.00
MASTEC INC
2014-12-15
4.250000
Other Note
5190000.00
9214485.00
MEADOWBROOK INSURANCE GR
2020-03-15
5.000000
Other Note
1832463.00
1796968.00
MEDICINES COMPANY
2017-06-01
1.375000
Other Note
4859542.00
5414364.00
MERITAGE HOMES CORP
2032-09-15
1.875000
Other Note
5766000.00
6005078.00
MERITOR INC
2026-03-01
4.625000
Other Note
3619000.00
3976017.00
MERRIMACK PHARMACEUTI
2020-07-15
4.500000
Other Note
5845000.00
7011078.00
MGIC INVESTMENT CORP
2017-05-01
5.000000
Other Note
16325000.00
18253472.00
MICRON TECHNOLOGY INC
2033-02-15
1.625000
Other Note
7472995.00
22339570.00
MOLINA HEALTHCARE INC
2020-01-15
1.125000
Other Note
6000000.00
7312500.00
MOVE INC
2018-09-01
2.750000
Other Note
10000000.00
10795883.00
NEWPARK RESOURCES INC
2017-10-01
4.000000
Other Note
8373000.00
11415190.00
NVIDIA CORP
2018-12-01
1.000000
Other Note
18442216.00
20213529.00
OREXIGEN THERAPEUTICS IN
2020-12-01
2.750000
Other Note
1355000.00
1315479.00
PDC ENERGY INC
2016-05-15
3.250000
Other Note
804000.00
1174331.00
PDL BIO PHARMA INC
2015-02-15
2.875000
Other Note
2700000.00
4801294.00
QIHOO 360 TECH CO LTD
2018-09-15
2.500000
Other Note
2650000.00
3160322.00
RAMBUS INC
2018-08-15
1.125000
Other Note
4624000.00
5593040.00
RENESOLA LTD
2018-03-15
4.125000
Other Note
3500000.00
2852372.00
SANDISK CORP
2017-08-15
1.500000
Other Note
3126000.00
5806691.00
SEACOR HOLDINGS INC
2028-11-15
3.000000
Other Note
11320041.00
10924783.00
SERVICENOW INC
2018-11-01
0.00
Other Note
12774000.00
14131238.00
SOLARCITY CORP
2018-11-01
2.750000
Other Note
11934693.00
17059152.00
SOLAZYME INC
2018-02-01
6.000000
Other Note
3223000.00
4631064.00
SPECTRUM PHARMACEUTICALS
2018-12-15
2.750000
Other Note
2670000.00
2624327.00
SPIRIT REALTY CAPITAL IN
2021-05-15
3.750000
Other Note
5359021.00
5461736.00
SUNEDISON INC
2018-10-01
2.000000
Other Note
6997457.00
11277568.00
SUNEDISON INC
2020-01-15
0.250000
Other Note
2013341.00
2082783.00
TELEFLEX INC
2017-08-01
3.875000
Other Note
1600000.00
2912008.00
TESLA MOTORS INC
2019-03-01
0.250000
Other Note
3107000.00
2951003.00
TICC CAPITAL CORP
2017-11-01
7.500000
Other Note
1500000.00
1636875.00
VANTAGE DRILLING CO
2042-09-01
7.875000
Other Note
598000.00
678359.00
VERINT SYSTEMS INC
2021-06-01
1.500000
Other Note
7500000.00
7739100.00
VIPSHOP HOLDING LTD
2019-03-15
1.500000
Other Note
1450000.00
1862404.00
WABASH NATIONAL CORP
2018-05-01
3.375000
Other Note
2704000.00
3725619.00
WELLPOINT INC
2042-10-15
2.750000
Other Note
7253653.00
11628311.00
WRIGHT MEDICAL GROUP INC
2017-08-15
2.000000
Other Note
4500000.00
6234625.00
YANDEX NV
2018-12-15
1.125000
Other Note
1276210.00
1156013.00
YY INC
2019-04-01
2.250000
Other Note
9500000.00
9678125.00
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
UBS SECURITIES LLC
N/A
N/A
N
N
350000000.00
350000000.00
0.0126
N
350000000.00
350000000.00
Versailles Commercial Paper LLC
Versailles Commercial Paper LLC 0.216201%
92513HAN9
Other Note
N
First Tier Security
N/A
N/A
2014-08-19
2014-08-19
Y
VERSAILLES COMMERCIAL PAPER LLC
N/A
N/A
N
N
115000000.00
115000000.00
0.0041
N
115001150.00
115001150.00
Victory Receivables Corp.
Victory Receivables Corp. 0.150021%
92646LH52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
80000000.00
79998666.67
0.0029
N
79998400.00
79998400.00
Victory Receivables Corp.
Victory Receivables Corp. 0.160025%
92646LHS2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-26
2014-08-26
N
N
N
91100000.00
91089877.77
0.0033
N
91089979.00
91089979.00
Victory Receivables Corp.
Victory Receivables Corp. 0.160019%
92646LHU7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-28
2014-08-28
N
N
N
82379000.00
82369114.52
0.0030
N
82369114.52
82369114.52
Wells Fargo Bank NA
Wells Fargo Bank NA 0.221500%
9497P6S90
Other Note
N
First Tier Security
N/A
N/A
2014-08-13
2014-11-13
N
N
N
180000000.00
180000000.00
0.0065
N
180005580.00
180005580.00
Wells Fargo Bank NA
Wells Fargo Bank NA 0.321001%
94985HL77
Other Note
N
First Tier Security
N/A
N/A
2014-09-20
2015-08-20
N
N
N
150000000.00
150000000.00
0.0054
N
150015000.00
150015000.00
Wells Fargo Securities LLC
Wells Fargo Securities LLC 0.600000%
731356877791571We
0000740906
Other Repurchase Agreement
N
AMERICAN HOMES 4 RENT
2031-06-17
2.750000
Other Note
7484711.00
7448384.00
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST
2047-09-10
5.176759
Other Note
11884676.00
12500000.00
BAYVIEW OPPORTUNITY MASTER FUND TRUST
2018-03-28
4.000000
Other Note
11215453.00
11113071.00
BAYVIEW OPPORTUNITY MASTER FUND TRUST
2018-04-28
4.000000
Other Note
10193502.00
10042203.00
BAYVIEW OPPORTUNITY MASTER FUND TRUST
2033-08-28
4.213000
Other Note
9411687.00
6726075.00
BAYVIEW OPPORTUNITY MASTER FUND TRUST
2034-01-28
3.950000
Other Note
15578138.00
12500000.00
BIG HEART PET BRANDS
2019-02-15
7.625000
Other Note
9535906.00
10216958.00
CABELA'S MASTER CREDIT CARD TRUST
2026-02-17
2.710000
Other Note
12763223.00
12500000.00
CITIGROUP INC
2014-11-03
0.00
Other Note
245000.00
387468.00
CREDIT SUISSE MORTGAGE TRUST
2036-03-27
8.718009
Other Note
9011356.00
7584220.00
CV MORTGAGE LOAN TRUST
2043-12-25
4.311200
Other Note
4894496.00
4629673.00
EKSPORTFINANS ASA
2014-08-05
0.00
Other Note
63500.00
113786.00
EKSPORTFINANS ASA
2015-01-07
0.00
Other Note
89000.00
96084.00
EKSPORTFINANS ASA
2016-02-05
0.00
Other Note
127500.00
158789.00
FREMF MORTGAGE TRUST
2045-12-25
2.821508
Other Note
13167977.00
12500000.00
FREMF MORTGAGE TRUST
2046-12-25
5.358159
Other Note
11291115.00
12500000.00
GSR MORTGAGE LOAN TRUST
2035-09-25
2.629887
Other Note
49175341.00
12500000.00
INTL BK RECON & DEVELOP
2027-01-30
2.250000
Other Note
50000.00
47216.00
MICROSOFT CORP
2023-05-01
2.375000
Other Note
2310085.00
2216174.00
NLY COMMERCIAL MORTGAGE TRUST
2030-11-15
3.952000
Other Note
9625765.00
9810901.00
ORES NPL LLC
2024-03-27
3.000000
Other Note
13067518.00
12499999.00
ORES NPL LLC
2025-09-25
3.081000
Other Note
18980190.00
11823581.00
PRIDE INTERNATIONAL INC
2020-08-15
6.875000
Other Note
10129484.00
12500000.00
RIALTO REAL ESTATE FUND LP
2024-05-15
2.850000
Other Note
7943233.00
6997593.00
Royal Bank of Canada
2014-08-04
0.00
Other Note
60500.00
73350.00
Royal Bank of Canada
2015-07-06
0.00
Other Note
115000.00
168820.00
Royal Bank of Canada
2016-02-02
0.00
Other Note
50000.00
63995.00
Royal Bank of Canada
2016-03-01
0.00
Other Note
103000.00
137690.00
Royal Bank of Canada
2016-04-04
0.00
Other Note
231000.00
364749.00
Royal Bank of Canada
2016-04-04
0.00
Other Note
145000.00
203595.00
Royal Bank of Canada
2017-03-06
0.00
Other Note
74000.00
88497.00
Royal Bank of Canada
2020-02-04
0.00
Other Note
62000.00
66489.00
ROYAL BK CANADA TORONTO
2015-06-02
0.00
Other Note
134500.00
191192.00
ROYAL BK CANADA TORONTO
2015-08-03
0.00
Other Note
115000.00
156274.00
SWEDISH EXPORT CREDIT
2014-08-06
0.00
Other Note
50000.00
54650.00
SWEDISH EXPORT CREDIT
2014-10-01
0.00
Other Note
255000.00
210528.00
SWEDISH EXPORT CREDIT
2014-11-04
0.00
Other Note
286500.00
230604.00
SWEDISH EXPORT CREDIT
2016-02-05
0.00
Other Note
273500.00
423624.00
SWEDISH EXPORT CREDIT
2016-02-05
0.00
Other Note
45500.00
67213.00
VFC LLC
2030-07-20
5.500000
Other Note
12482905.00
12500000.00
WELLS FARGO & COMPANY
2016-09-08
0.00
Other Note
30000.00
29852.00
WELLS FARGO & COMPANY
2018-09-10
0.00
Other Note
50000.00
55850.00
WELLS FARGO MORTGAGE LOAN TRUST
2035-10-27
5.078409
Other Note
25676495.00
12138082.00
WELLS FARGO MORTGAGE LOAN TRUST
2036-01-27
2.554020
Other Note
28510437.00
12500000.00
WELLS FARGO MORTGAGE LOAN TRUST
2036-06-27
5.066550
Other Note
11270948.00
4877842.00
WELLS FARGO MORTGAGE LOAN TRUST
2036-06-27
5.640419
Other Note
15046414.00
7934517.00
WELLS FARGO MORTGAGE LOAN TRUST
2036-06-27
5.640419
Other Note
8805317.00
6159173.00
WELLS FARGO MORTGAGE LOAN TRUST
2037-08-27
3.149119
Other Note
12211419.00
12500000.00
WELLS FARGO MORTGAGE LOAN TRUST
2037-08-27
3.149119
Other Note
12207793.00
12499999.00
First Tier Security
N/A
N/A
2014-09-17
2014-09-17
N
N
N
250000000.00
250000000.00
0.0090
Y
250000000.00
250000000.00
Wells Fargo Securities LLC
Wells Fargo Securities LLC 0.300000%
739427067791572We
0000740906
Other Repurchase Agreement
N
AUTOZONE INC
2014-08-01
0.00
Other Commercial Paper
10000111.00
10000000.00
AUTOZONE INC
2014-08-06
0.00
Other Commercial Paper
7200000.00
7199720.00
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST
2047-09-10
5.176759
Other Note
5361454.00
5639041.00
BAYVIEW OPPORTUNITY MASTER FUND TRUST
2034-01-28
3.950000
Other Note
6748421.00
5414977.00
CABELA'S MASTER CREDIT CARD TRUST
2026-02-17
2.710000
Other Note
6621488.00
6484929.00
CASE NEW HOLLAND INC
2017-12-01
7.875000
Other Note
4684000.00
5407092.00
CITIGROUP INC
2014-11-03
0.00
Other Note
205000.00
324208.00
CONNECTICUT AVENUE SECURITIES
2024-05-25
2.754999
Government Agency Debt
4250000.00
4078079.00
DCP MIDSTREAM LLC
2014-08-01
0.00
Other Commercial Paper
7250000.00
7249847.00
DEVON ENERGY CRP
2014-08-20
0.00
Other Commercial Paper
10000000.00
9998717.00
EKSPORTFINANS ASA
2014-08-05
0.00
Other Note
63500.00
113786.00
EKSPORTFINANS ASA
2015-01-07
0.00
Other Note
89000.00
96084.00
EKSPORTFINANS ASA
2016-02-05
0.00
Other Note
127500.00
158789.00
EMPR DIS ELEC CO
2014-08-19
0.00
Other Commercial Paper
7500000.00
7462500.00
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS.
2017-08-25
1.425999
Government Agency Debt
9000000.00
9048145.00
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS.
2022-05-25
2.373000
Government Agency Debt
9000000.00
8830382.00
FORD CREDIT AUTO OWNER TRUST/FORD CREDIT
2025-11-15
2.259999
Other Note
2389336.00
2400479.00
FREMF MORTGAGE TRUST
2045-12-25
2.821508
Other Note
7262657.00
6894241.00
FREMF MORTGAGE TRUST
2046-12-25
5.358159
Other Note
9032892.00
10000000.00
GSR MORTGAGE LOAN TRUST
2035-09-25
2.629887
Other Note
39340273.00
10000000.00
INTERCONTINENTAL EXCHANGE
2014-08-28
0.00
Other Commercial Paper
7528000.00
7490360.00
INTL BK RECON & DEVELOP
2027-01-30
2.250000
Other Note
50000.00
47216.00
ITT CORP
2014-08-15
0.00
Other Commercial Paper
3500000.00
3482500.00
JACK COOPER HOLDINGS COR
2020-06-01
9.250000
Other Note
3000000.00
3331250.00
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST
2045-05-15
5.480000
Other Note
360000.00
383265.00
LIFEPOINT HOSPITALS INC
2021-12-01
5.500000
Other Note
5010000.00
5202398.00
MARRIOT INTERNATIONAL
2014-09-03
0.00
Other Commercial Paper
2141278.00
2140785.00
MOHAWK INDUSTRIES
2014-08-21
0.00
Other Commercial Paper
1422984.00
1422635.00
MONDELEZ INT INC
2014-10-15
0.00
Other Commercial Paper
7000000.00
6995793.00
NABORS INDUSTRIES INC
2014-08-01
0.00
Other Commercial Paper
10000000.00
9999889.00
OMNICOM CAP INC
2014-08-01
0.00
Other Commercial Paper
7950000.00
7949912.00
ORES NPL LLC
2024-03-27
3.000000
Other Note
10454014.00
9999999.00
RGTS OF UNIV OF CA
2014-10-01
0.00
Other Commercial Paper
4700000.00
4465000.00
Royal Bank of Canada
2014-08-04
0.00
Other Note
53500.00
64863.00
Royal Bank of Canada
2015-07-06
0.00
Other Note
115000.00
168820.00
Royal Bank of Canada
2016-02-02
0.00
Other Note
50000.00
63995.00
Royal Bank of Canada
2016-03-01
0.00
Other Note
86000.00
114965.00
Royal Bank of Canada
2016-04-04
0.00
Other Note
231000.00
364749.00
Royal Bank of Canada
2016-04-04
0.00
Other Note
87000.00
122157.00
Royal Bank of Canada
2020-02-04
0.00
Other Note
62000.00
66489.00
ROYAL BK CANADA TORONTO
2015-06-02
0.00
Other Note
134500.00
191192.00
ROYAL BK CANADA TORONTO
2015-08-03
0.00
Other Note
115000.00
156274.00
RYDER SYSTEM INC
2014-09-02
0.00
Other Commercial Paper
10050251.00
10000000.00
SPECTRA ENERGY CAPTL
2014-08-14
0.00
Other Commercial Paper
10050251.00
10000000.00
SWEDISH EXPORT CREDIT
2014-08-06
0.00
Other Note
50000.00
54650.00
SWEDISH EXPORT CREDIT
2014-10-01
0.00
Other Note
255000.00
210528.00
SWEDISH EXPORT CREDIT
2014-11-04
0.00
Other Note
48500.00
39038.00
SWEDISH EXPORT CREDIT
2016-02-05
0.00
Other Note
273500.00
423624.00
SWEDISH EXPORT CREDIT
2016-02-05
0.00
Other Note
45500.00
67213.00
VFC LLC
2030-07-20
5.500000
Other Note
1372224.00
1374103.00
WACHOVIA CORP
2018-02-01
5.750000
Other Note
150000.00
174260.00
WELLS FARGO & COMPANY
2018-01-08
0.00
Other Note
32000.00
30499.00
WELLS FARGO & COMPANY
2018-09-10
0.00
Other Note
50000.00
55850.00
Wells Fargo Bank NA
2016-03-15
5.599999
Other Note
2000.00
2197.00
WELLS FARGO MORTGAGE LOAN TRUST
2036-01-27
2.554020
Other Note
5918432.00
2594853.00
WELLS FARGO MORTGAGE LOAN TRUST
2037-08-27
3.149119
Other Note
4039156.00
4134610.00
WELLS FARGO MORTGAGE LOAN TRUST
2037-08-27
3.149119
Other Note
2955869.00
3026621.00
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
200000000.00
200000000.00
0.0072
N
200000000.00
200000000.00
Wells Fargo Stage Trust
Wells Fargo Stage Trust, Series 34C 0.110000%
94985NCZ2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-08-07
2014-08-07
Y
Wells Fargo Bank, N.A.
N/A
N/A
N
N
20065000.00
20065000.00
0.0007
N
20065000.00
20065000.00
Westpac Banking Corp.
Westpac Banking Corp. 0.397350%
91621CCH2
Other Note
N
First Tier Security
N/A
N/A
2014-09-02
2015-07-31
N
N
N
246000000.00
246000000.00
0.0089
N
245994834.00
245994834.00