0001145549-15-000334.txt : 20150302 0001145549-15-000334.hdr.sgml : 20150302 20150107160753 ACCESSION NUMBER: 0001145549-15-000334 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150107 DATE AS OF CHANGE: 20150107 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 SEC ACT: 1933 Act SEC FILE NUMBER: 811-05349 FILM NUMBER: 15513629 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 C000025296 FST Administration Shares FADXX C000025297 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 N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-12-31 0000822977 S000009259 9 N N N N 033-17619 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman, Sachs & Co. 0000734700 84-01100 N N N Prime 41 73 34507941333.49 8379975.11 6791801.68 34509529506.92 0.0025 1.0000 2014-12-31 1.0000 2014-12-31 C000025295 10000000.00 33409767331.91 1.00 4782781417.56 39244557855.82 34461776438.26 0.0007 1.0000 2014-12-31 1.0000 2014-12-31 C000025296 10000000.00 297742952.56 1.00 -23007340.89 89635099.98 112642440.87 0.0001 1.0000 2014-12-31 1.0000 2014-12-31 C000025297 10000000.00 20796050.15 1.00 -1229136.13 13206841.17 14435977.30 0.0001 1.0000 2014-12-31 1.0000 2014-12-31 C000025298 10000000.00 59498318.50 1.00 20024338.46 69235968.64 49211630.18 0.0001 1.0000 2014-12-31 1.0000 2014-12-31 C000025299 10000000.00 665491492.58 1.00 23358884.07 460325931.48 436967047.41 0.0004 1.0000 2014-12-31 1.0000 2014-12-31 C000025300 10000000.00 56230360.22 1.00 8917041.58 10340735.67 1423694.09 0.0001 1.0000 2014-12-31 1.0000 2014-12-31 C000088816 10000000.00 1001.00 1.00 0.00 0.00 0.00 0.0001 1.0000 2014-12-31 1.0000 2014-12-31 C000088817 10000000.00 1000.00 1.00 0.00 0.00 0.00 0.0001 1.0000 2014-12-31 1.0000 2014-12-31 C000088818 10000000.00 1000.00 1.00 0.00 0.00 0.00 0.0001 1.0000 2014-12-31 1.0000 2014-12-31 ABN AMRO Bank N.V. Joint Account I 0.100000% 78479750779157ABN 0001238161 Government Agency Repurchase Agreement N TSY INFL IX N/B 2023-01-15 0.125000 Treasury Debt 231972.24 231408.80 US TREASURY N/B 2015-11-30 1.375000 Treasury Debt 3781.45 3823.70 US TREASURY N/B 2020-11-15 2.625000 Treasury Debt 2137091.50 2236715.56 US TREASURY N/B 2023-05-15 1.750000 Treasury Debt 1930611.43 1882415.19 US TREASURY N/B 2042-11-15 2.750000 Treasury Debt 860892.13 863362.46 US TREASURY N/B 2043-08-15 3.625000 Treasury Debt 6795626.03 8082546.06 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 13039473.68 13039473.68 0.0004 N 13039473.68 13039473.68 ABN AMRO Bank N.V. 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Alpine Securitization Corp. 0.260212% 02086MNE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-14 2015-01-14 N N N 70000000.00 69993427.78 0.0020 N 69995800.00 69995800.00 Alpine Securitization Corp. Alpine Securitization Corp. 0.260231% 02086MP65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 100000000.00 99974000.00 0.0029 N 99985000.00 99985000.00 Alpine Securitization Corp. Alpine Securitization Corp. 0.290000% 0208P4BP7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 300000000.00 300000000.00 0.0087 N 300000000.00 300000000.00 ASB Finance, Ltd./London ASB Finance, Ltd./London 0.264999% 0020P5EV7 Other Note N First Tier Security N/A N/A 2015-01-05 2015-09-01 N N N 50000000.00 49995035.86 0.0014 N 49993450.00 49993450.00 ASB Finance, Ltd./London ASB Finance, Ltd./London 0.271699% 0020P5EW5 Other Note N First Tier Security N/A N/A 2015-01-12 2015-09-10 N N N 100000000.00 99989891.92 0.0029 N 99986100.00 99986100.00 Austin Trust Various States Austin Trust Various States, Series 2008-1107 0.110000% 05248PXG5 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y Bank of America, N.A. N/A N/A N N 32345000.00 32345000.00 0.0009 N 32345000.00 32345000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.398098% 05252TBB5 Other Note N First Tier Security N/A N/A 2015-01-19 2015-10-16 N N N 260000000.00 260000000.00 0.0075 N 259981800.00 259981800.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 78425140 0000859994 Other Note N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 1000000000.00 1000000000.00 0.0290 N 1000000000.00 1000000000.00 Banco Del Estado De Chile/New York Banco Del Estado De Chile/New York 0.210000% 05962P2A6 Certificate of Deposit N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 75000000.00 75000000.00 0.0022 N 75000750.00 75000750.00 Banco Del Estado De Chile/New York Banco Del Estado De Chile/New York 0.210000% 05962P2X6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 45000000.00 45000000.00 0.0013 N 44999100.00 44999100.00 Banco Del Estado De Chile/New York Banco Del Estado De Chile/New York 0.240000% 05962PY94 Certificate of Deposit N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N N 20000000.00 19999999.02 0.0006 N 20000800.00 20000800.00 Bank of Montreal Bank of Montreal 0.220798% 06366CFD5 Other Note N First Tier Security N/A N/A 2015-01-13 2015-04-13 N N N 500000000.00 500000000.00 0.0145 N 499970000.00 499970000.00 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.362901% 06417FAR1 Other Note N First Tier Security N/A N/A 2015-02-23 2016-01-22 N N N 350000000.00 350000000.00 0.0101 N 350084000.00 350084000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.370000% 78479655779157bar 0001484219 Other Repurchase Agreement N 99 CENTS ONLY STORES 2019-12-15 11.000000 Other Note 150000.00 159358.00 ADVANCED MICRO DEVICES 2019-03-01 6.750000 Other Note 448000.00 423360.00 AES CORP/VA 2019-06-01 3.233600 Other Note 387215.00 380897.00 AK STEEL CORP 2018-12-01 8.750000 Other Note 451000.00 476839.00 ALLY FINANCIAL INC 2016-01-15 3.125000 Other Note 792000.00 808362.00 ALTEGRITY INC 2019-07-01 9.500000 Other Note 2205.00 2189.00 AVIV HLTH PROP/AVIV HLTH 2019-02-15 7.750000 Other Note 1000.00 1071.00 AWAS AVIATION CAPITAL LT 2016-10-17 7.000000 Other Note 813984.00 520106.00 BEAZER HOMES USA 2016-06-15 8.125000 Other Note 298000.00 319936.00 BEAZER HOMES USA 2019-05-15 9.125000 Other Note 600000.00 633996.00 CAESARS ENTERTAINMENT OP 2016-02-01 10.750000 Other Note 3424663.00 684219.00 CAESARS ENTERTAINMENT OP 2018-04-15 12.750000 Other Note 2431000.00 442239.00 CAESARS ENTERTAINMENT OP 2018-12-15 10.000000 Other Note 31693381.00 5211800.00 CHS/COMMUNITY HEALTH SYS 2018-08-15 5.125000 Other Note 62880.00 66455.00 CIT GROUP INC 2018-04-01 6.625000 Other Note 262510.00 289171.00 CITIGROUP INC 2099-12-29 5.900000 Other Note 1850000.00 1844984.00 COEUR MINING INC 2021-02-01 7.875000 Other Note 878941.00 721006.00 COMMERCIAL METALS CO 2017-07-15 6.500000 Other Note 620000.00 678883.00 CORPORACION GEO SA DE CV 2020-06-30 9.250000 Other Note 1759998.00 104509.00 CORPORACION GEO SA DE CV 2022-03-27 8.875000 Other Note 230000.00 11500.00 DANA HOLDING CORP 2023-09-15 6.000000 Other Note 731000.00 778637.00 DEAN FOODS CO 2016-06-01 7.000000 Other Note 821427.00 879611.00 DELL INC 2018-04-15 5.650000 Other Note 3635000.00 3878282.00 DRILL RIGS HLDS INC 2017-10-01 6.500000 Other Note 8118627.00 6870388.00 EARTHLINK HOLDINGS CORP 2020-06-01 7.375000 Other Note 5949.00 6008.00 EKSPORTFINANS ASA 2015-09-15 2.000000 Other Note 700000.00 704941.00 EVERGLADES RE LTD 2017-04-28 7.515208 Other Note 26956229.00 28570908.00 FIFTH THIRD BANCORP 2099-12-29 5.099999 Other Note 200000.00 185278.00 FIFTH THIRD BANCORP 2099-12-31 4.900000 Other Note 360000.00 348349.00 FLY LEASING LTD 2020-12-15 6.750000 Other Note 4842160.00 4905108.00 FPL ENERGY NATL WIND 2024-03-10 5.607999 Other Note 5000000.00 931089.00 FREESCALE SEMICONDUCTOR 2020-08-01 10.750000 Other Note 150000.00 170969.00 GENERAL MOTORS CO 2043-10-02 6.250000 Other Note 395700.00 478857.00 GEO MAQUINARIA 2021-05-02 9.625000 Other Note 4999998.00 428871.00 GLP CAPITAL LP / FIN II 2023-11-01 5.375000 Other Note 430000.00 445677.00 GLP CAPITAL LP / FIN II 2023-11-01 5.375000 Other Note 381720.00 395637.00 IHEARTCOMMUNICATIONS INC 2018-06-15 6.875000 Other Note 161000.00 138952.00 INTL LEASE FINANCE CORP 2017-09-01 8.875000 Other Note 25000.00 28927.00 ITHACA ENERGY INC 2019-07-01 8.125000 Other Note 598733.00 455037.00 JPMORGAN CHASE & CO 2099-12-31 6.099999 Other Note 19854.00 19808.00 K HOVNANIAN ENTERPRISES 2017-01-15 8.625000 Other Note 594000.00 650294.00 KB HOME 2017-09-15 9.099999 Other Note 389000.00 446103.00 KB HOME 2018-06-15 7.250000 Other Note 610000.00 651616.00 L BRANDS INC 2037-07-15 7.599999 Other Note 96000.00 108484.00 LEUCADIA NATIONAL CORP 2043-10-23 6.625000 Other Note 757186.00 778231.00 MALLINCKRODT INTL FIN 2023-04-15 4.750000 Other Note 280000.00 268800.00 MCCLATCHY CO 2022-12-15 9.000000 Other Note 200000.00 218550.00 MGM RESORTS INTL 2016-06-01 7.500000 Other Note 123000.00 131456.00 MOOD MEDIA CORP 2020-10-15 9.250000 Other Note 2000000.00 1669056.00 NATURAL RESOURCE PARTNER 2018-10-01 9.125000 Other Note 2808000.00 2787818.00 NAVIENT CORP 2017-01-25 6.000000 Other Note 339946.00 364932.00 NAVIENT CORP 2022-01-25 7.250000 Other Note 327307.00 365411.00 NEW ENTERPRISE STONE & L 2018-03-15 13.000000 Other Note 380016.00 415463.00 NOVA CHEMICALS CORP 2023-08-01 5.250000 Other Note 19212715.00 19825120.00 OLIN CORP 2022-08-15 5.500000 Other Note 340000.00 351739.00 PACTIV LLC 2017-06-15 8.125000 Other Note 112000.00 121364.00 PAETEC HOLDING CORP 2018-12-01 9.875000 Other Note 750000.00 795547.00 POLYMER GROUP INC 2019-06-01 6.875000 Other Note 882000.00 846720.00 PRINCE MINERAL HOLD CORP 2019-12-15 12.500000 Other Note 609000.00 625951.00 PROSPECT MEDICAL HOLDING 2019-05-01 8.375000 Other Note 324000.00 350393.00 REALOGY GRP / SUN GRP FL 2016-05-01 3.375000 Other Note 2809000.00 2824801.00 ROYAL BK SCOTLND GRP PLC 2023-06-10 6.099999 Other Note 663.00 721.00 ROYAL CARIBBEAN CRUISES 2016-06-15 7.250000 Other Note 306000.00 326876.00 ROYAL CARIBBEAN CRUISES 2016-06-15 7.250000 Other Note 62530.00 66796.00 RUE21 INC 2021-10-15 9.000000 Other Note 173036.00 141716.00 SCIENTIFIC GAMES INTERNA 2022-12-01 10.000000 Other Note 767575.00 711819.00 SPRINGLEAF FINANCE CORP 2016-09-15 5.750000 Other Note 1500000.00 1577821.00 SPRINGLEAF FINANCE CORP 2016-09-15 5.750000 Other Note 1389000.00 1461062.00 SPRINT COMMUNICATIONS 2017-03-01 9.125000 Other Note 223000.00 252072.00 STANDARD 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BNP Paribas Securities Corp. 0.705351% 73482831779157BNP 0001197610 Other Repurchase Agreement N AMERIQUEST MORTGAGE SECURITIES INC. 2033-05-25 3.305250 Other Note 38472.00 38531.00 ARCELORMITTAL 2022-02-25 6.750000 Other Note 10361.00 11253.00 BABSON CLO LTD 2026-10-17 5.266320 Other Note 2855.00 2543.00 BNPP IP CLO LTD 2025-10-30 5.485100 Other Note 3092.00 3032.00 CONNECTICUT AVENUE SECURITIES 2023-10-25 2.169500 Other Note 19673159.00 16447742.00 CONNECTICUT AVENUE SECURITIES 2023-10-25 5.419500 Other Note 56500000.00 61156892.00 CONNECTICUT AVENUE SECURITIES 2024-01-25 1.769500 Other Note 16895000.00 14892365.00 CONNECTICUT AVENUE SECURITIES 2024-01-25 4.569499 Other Note 68250000.00 70288369.00 CONNECTICUT AVENUE SECURITIES 2024-05-25 1.119499 Other Note 10218000.00 8832394.00 CONNECTICUT AVENUE SECURITIES 2024-05-25 1.119499 Other Note 6280000.00 5579829.00 CONNECTICUT AVENUE SECURITIES 2024-05-25 2.769499 Other Note 34747799.00 30618586.00 CONNECTICUT AVENUE SECURITIES 2024-07-25 1.369499 Other Note 27461728.00 24969108.00 CONNECTICUT AVENUE SECURITIES 2024-07-25 1.369499 Other Note 26985056.00 24567436.00 CONNECTICUT AVENUE SECURITIES 2024-07-25 3.069500 Other Note 30017074.00 26891282.00 CONNECTICUT AVENUE SECURITIES 2024-11-25 5.055250 Other Note 9340172.00 9493739.00 CONNECTICUT AVENUE SECURITIES 2024-11-25 5.155249 Other Note 7745910.00 7863084.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2036-04-25 0.595249 Other Note 152145.00 118227.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2037-07-25 0.309500 Other Note 10.00 8.00 DARDEN RESTAURANTS INC 2017-10-15 6.450000 Other Note 997639.00 1110159.00 HARBORVIEW MORTGAGE LOAN TRUST 2036-11-19 0.344100 Other Note 50000000.00 15744425.00 HOME EQUITY ASSET TRUST 2037-05-25 0.279500 Other Note 8.00 6.00 KEYCORP STUDENT LOAN TRUST 2042-04-28 1.033600 Other Note 1579.00 1412.00 MADISON PARK FUNDING LTD 2026-07-20 4.980749 Other Note 2939.00 2763.00 NELDER GROVE CLO LTD 2026-08-28 6.988100 Other Note 129.00 127.00 ODBRCHT OFFSHRE DRLL FIN 2022-10-01 6.625000 Other Note 37561.00 34200.00 PARK PLACE SECURITIES INC 2034-12-25 1.444499 Other Note 2372.00 2105.00 PETROLEOS MEXICANOS 2041-06-02 6.500000 Other Note 21619284.00 24867281.00 SOCIAL PROFESSIONAL LOAN PROGRAM LLC 2029-12-25 3.750000 Other Note 17645218.00 12443554.00 STEELE CREEK CLO LTD 2026-08-21 7.184400 Other Note 3873.00 3885.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2023-07-25 3.569500 Other Note 41300000.00 33763490.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2023-07-25 7.319499 Other Note 10000000.00 11997285.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2023-11-25 1.619499 Other Note 28456285.00 25000000.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-02-25 1.169500 Other Note 17880000.00 16645046.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-02-25 2.369499 Other Note 19510000.00 19181989.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-04-25 1.019500 Other Note 7750000.00 7332580.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-08-25 2.569500 Other Note 4400000.00 4374985.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-08-25 2.669500 Other Note 3300000.00 3284185.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-08-25 4.269499 Other Note 20000000.00 18863664.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-09-25 2.369499 Other Note 17230000.00 16749120.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-09-25 3.919500 Other Note 46757545.00 42698330.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-10-25 2.569500 Other Note 11500000.00 11466684.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-10-25 2.819500 Other Note 10500000.00 10446399.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-10-25 4.719500 Other Note 24807705.00 24474590.00 VORNADO REALTY TRUST 2049-01-01 5.700000 Other Note 100.00 2431.00 First Tier Security N/A N/A 2015-01-05 2015-03-05 N N N 500000000.00 500000000.00 0.0145 Y 500000000.00 500000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.300000% 784796117791573bn 0001197610 Other Repurchase Agreement N STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2023-11-25 1.619499 Other Note 893.00 785.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-02-25 4.669500 Other Note 44141637.00 43607474.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-08-25 4.169500 Other Note 149160.00 141674.00 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 35000000.00 35000000.00 0.0010 N 35000000.00 35000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.200000% 784796777791572BN 0001197610 Other Repurchase Agreement N ABBOTT LABS COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 12519.00 ACCESS MIDSTREAM PARTNERS L UNIT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1586776.00 ADVANCED MICRO DEVICES INCCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 886657.00 ALLEGHENY TECHNOLOGIES INCCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1197442.00 ALLIANCEBERNSTEIN HOLDING LPUNIT LTD 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 145264.00 ALON USA PARTNERS LPUT LTDPA 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 113850.00 AMERICAN EXPRESS CO COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 2508525.00 ANALOG DEVICES INCCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 3120913.00 ARRAY BIOPHARMA INC COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1761509.00 ASSURED GUARANTY LTDCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 659655.00 ATLAS RESOURCE PARTNERS LPCOM UNT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 566633.00 AXIS CAPITAL HLDGS LTD 2049-01-01 5.500000 Other Note 100.00 2315.00 BANK NEW YORK MELLON CORP COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 2510256.00 BARD C R INCCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 117893.00 BARRICK GOLD CORP COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 652121.00 BRANDYWINE REALTY TRUST 2049-01-01 6.900000 Other Note 18597.00 490961.00 CBL & ASSOCIATES PROP 2049-01-01 6.625000 Other Note 100.00 2497.00 CBL & ASSOCIATES PROP 2049-01-01 7.375000 Other Note 130.00 3338.00 CENTRUS ENERGY CORP CL A 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1037179.00 CENVEO INCCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 385480.00 CHENIERE ENERGY PARTNERS LP COM UNIT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1927025.00 CHERRY HILL MTG INVT CORP COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 31361.00 CHESAPEAKE GRANITE WASH TRCOM SH B 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 76497.00 CIMAREX ENERGY CO COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 659143.00 CINCINNATI BELL INC NEW COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 18259.00 CYTOKINETICS INCCOM NEW 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1500164.00 DELEK LOGISTICS PARTNERS LP COM UNT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 95926.00 DELTA AIR LINES INC DEL COM NEW 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1543262.00 DIRECTV COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1382778.00 DIREXION SHS ETF TR DLY ENER 2014-12-31 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 7387.00 EARTHLINK HLDGS CORPCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 149107.00 ELLINGTON RESIDENTIAL MTG RECOM SHS 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 154848.00 ENERGY TRANSFER EQUITY L PCOM UT L 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1020055.00 EQT MIDSTREAM PARTNERS LP UNIT LTD 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 147305.00 EXFO INCSUB VTG 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 329.00 FELCOR LODGING TRUST INC 2049-01-01 8.000000 Other Note 337.00 8553.00 FIFTH STR SR FLOATNG RATE COCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 161315.00 FIRST SEC GROUP INC COM NEW 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 759447.00 FIVE9 INC COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 34259.00 GORDMANS STORES INC COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 10534.00 GRAY TELEVISION INC CL A 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 20807.00 HOVNANIAN ENTERPRISES 2049-01-01 7.625000 Other Note 2235.00 33860.00 IMAX CORP COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 2452795.00 ISHARES GOLD TRUSTISHARES 2014-12-31 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 321320.00 ISHARES MSCI TAI 2014-12-31 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 8344335.00 ISHARES 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2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1246008.00 MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1141308.00 MEDIVATION INCCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 868749.00 MODUSLINK GLOBAL SOLUTIONS ICOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 7008.00 MONSTER WORLDWIDE INC COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 2475235.00 MORGAN STANLEY CP TR IV 2033-04-01 6.250000 Other Note 745.00 18841.00 MPLX LP COM UNIT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 4099764.00 NGL ENERGY PARTNERS LPCOM UNIT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1050207.00 NORTHERN TIER ENERGY LP COM UN R 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 261134.00 NUSTAR ENERGY LPUNIT COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 592830.00 NUSTAR GP HOLDINGS LLCUNIT RES 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 790050.00 OILTANKING PARTNERS L P UNIT LTD 2014-12-31 0.00 Other 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2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 601700.00 SANDRIDGE MISSISSIPPIAN TR ISH BEN I 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 27193.00 SANDRIDGE PERMIAN TRCOM UNIT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 102170.00 SIRIUS XM HLDGS INC COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 2803132.00 SPDR SER TR BRCLY HG 2014-12-31 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 2300.00 SPDR SERIES TRUST BRCLY IN 2014-12-31 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 3871982.00 SPDR SERIES TRUST DB INT G 2014-12-31 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 1081.00 SPRAGUE RES LPCOM UNIT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 151756.00 STAG INDUSTRIAL INC 2049-01-01 6.625000 Other Note 153.00 3825.00 STAPLES INC COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 2601441.00 STATE STR CORPCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1329065.00 STERIS CORP COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 151695.00 SUNCOKE ENERGY PARTNERS L P COMUNIT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 37152.00 SUNSTONE HOTEL INVS INC NEW COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 3845304.00 SYSCO CORPCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1268311.00 TARGACEPT INC COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1065152.00 TEEKAY LNG PARTNERS L P PRTNRSP 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 1990782.00 TESORO LOGISTICS LP COM UNIT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 538156.00 TREMOR VIDEO INCCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 93920.00 TRIBUNE PUBG CO COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 303361.00 UNITED PARCEL SERVICE INC CL B 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 683269.00 VAALCO ENERGY INC COM NEW 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 68856.00 VALERO ENERGY PARTNERS LP COM UNT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 2186505.00 VANGUARD BD 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LLC 0.210223% 4820P3RW5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-30 2015-04-30 N N N 100000000.00 99930583.33 0.0029 N 99923000.00 99923000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.240291% 4820P3T94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-09 2015-06-09 N N N 100000000.00 99894000.00 0.0029 N 99883000.00 99883000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.270547% 4820P3U68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-06 2015-07-06 N N N 25000000.00 24965125.00 0.0007 N 24961500.00 24961500.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.280584% 4820P3VT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-27 2015-08-27 N N N 50000000.00 49907444.45 0.0014 N 49877500.00 49877500.00 Kells Funding, LLC Kells Funding, LLC 0.248850% 48803AHA6 Other Note N First Tier Security N/A N/A 2015-02-23 2015-02-23 N N N 148500000.00 148500290.60 0.0043 N 148493020.50 148493020.50 Kells Funding, LLC Kells Funding, LLC 0.240598% 48803AHT5 Other Note N First Tier Security N/A N/A 2015-01-23 2015-04-23 N N N 33000000.00 33000000.00 0.0010 N 32997690.00 32997690.00 Kells Funding, LLC Kells Funding, LLC 0.242100% 48803AHW8 Other Note N First Tier Security N/A N/A 2015-02-16 2015-04-29 N N N 50000000.00 50000000.00 0.0014 N 49996500.00 49996500.00 Kells Funding, LLC Kells Funding, LLC 0.242100% 48803AJA4 Other Note N First Tier Security N/A N/A 2015-02-16 2015-05-15 N N N 80000000.00 80000000.00 0.0023 N 79989360.00 79989360.00 Kells Funding, LLC Kells Funding, LLC 0.230601% 48803AKA2 Other Note N First Tier Security N/A N/A 2015-01-20 2015-09-28 N N N 75000000.00 74994181.03 0.0022 N 74988750.00 74988750.00 Kells Funding, LLC Kells Funding, LLC 0.254620% 48803AKG9 Other Note N First Tier Security N/A N/A 2015-02-17 2015-10-08 N N N 120000000.00 119990144.00 0.0035 N 119979600.00 119979600.00 Kells Funding, LLC Kells Funding, LLC 0.253058% 48803AKH7 Other Note N First Tier Security N/A N/A 2015-02-17 2015-10-09 N N N 150000000.00 149987039.48 0.0043 N 149974500.00 149974500.00 LMA Americas LLC LMA Americas LLC 0.180027% 53944RN87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-08 2015-01-08 N N N 50000000.00 49998250.00 0.0014 N 49998500.00 49998500.00 LMA Americas LLC LMA Americas LLC 0.180029% 53944RNC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-12 2015-01-12 N N N 320000000.00 319982400.00 0.0093 N 319984000.00 319984000.00 Matchpoint Master Trust Matchpoint Master Trust 0.210056% 5766P1P21 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 145000000.00 144972933.34 0.0042 N 144978250.00 144978250.00 Merrill Lynch Government Securities, Inc. Merrill Lynch Government Securities, Inc. 0.450000% 78479718779157mer 0000728612 Other Repurchase Agreement N ALLIANCE CA MUNI INCOME 2049-01-01 0.110000 Other Note 479.00 11780880.00 ALLIANCEBERNSTEIN NATL 2049-01-01 0.110000 Other Note 400.00 9993404.00 ALLIANCEBERNSTEIN NATL 2049-01-01 0.110000 Other Note 59.00 1474644.00 DREYFUS STRATEGIC MUNI 2049-01-01 0.110000 Other Note 38.00 949648.00 DREYFUS STRATEGIC MUNI 2049-01-01 0.110000 Other Note 17.00 424755.00 MANAGED DURATION INV FD 2049-01-01 1.383000 Other Note 1189.00 29110727.00 MANAGED DURATION INV FD 2049-01-01 1.383000 Other Note 1053.00 25752347.00 PIONEER MUNI HI INC ADV 2049-01-01 0.149999 Other Note 410.00 10034262.00 PUTNAM MANAGD MUN INC TR 2049-01-01 0.00 Other Note 224.00 21722888.00 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 103000000.00 103000000.00 0.0030 N 103000000.00 103000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc. 0.510000% 77808972779157MIT 0001492299 Other Repurchase Agreement N ABB TREASURY CENTER USA 2021-06-15 4.000000 Other Note 2173069.00 2339652.00 AGCO CORP 2021-12-01 5.875000 Other Note 778402.00 875411.00 AGL CAPITAL CORP 2043-06-01 4.400000 Other Note 17757.00 18745.00 AINSWORTH LUMBER LTD 2017-12-15 7.500000 Other Note 1400000.00 1450167.00 AIR LEASE CORP 2016-01-15 4.500000 Other Note 9075.00 9513.00 AIRBUS GROUP FINANCE BV 2023-04-17 2.700000 Other Note 312581.00 309815.00 AMERISOURCEBERGEN CORP 2017-05-15 1.149999 Other Note 269.00 267.00 AMKOR TECHNOLOGY INC 2018-05-01 7.375000 Other Note 2008438.00 2083336.00 AMPHENOL CORP 2022-02-01 4.000000 Other Note 2526.00 2689.00 ANHEUSER-BUSCH INBEV WOR 2017-07-15 1.375000 Other Note 542000.00 546076.00 AP MOELLER-MAERSK A/S 2019-09-22 2.549999 Other Note 569396.00 574289.00 ARIZONA PUBLIC SERVICE 2015-05-15 4.650000 Other Note 522.00 532.00 AT&T INC 2021-08-15 3.875000 Other Note 41104.00 43556.00 AT&T INC 2038-05-15 6.400000 Other Note 4926096.00 6124998.00 AVISTA CORP 2037-07-01 5.700000 Other Note 4769835.00 6062603.00 BANCO DO BRASIL (CAYMAN) 2022-01-26 5.875000 Other Note 2698197.00 2685502.00 BANK OF AMERICA CORP 2016-05-16 6.049999 Other Note 365000.00 389332.00 BANK OF AMERICA CORP 2017-05-02 5.700000 Other Note 5000000.00 5449658.00 BANK OF AMERICA CORP 2018-04-25 6.875000 Other Note 963000.00 1117854.00 BARRICK GOLD CORP 2019-04-01 6.950000 Other Note 1599341.00 1847231.00 BHP BILLITON FIN USA LTD 2021-11-21 3.250000 Other Note 1729000.00 1790260.00 BUCKEYE PARTNERS LP 2043-11-15 5.849999 Other Note 748.00 753.00 CALIFORNIA ST 2026-02-01 5.000000 Other Municipal Debt 700000.00 849109.00 CALIFORNIA ST DEPT OF WTR RESOURCES CENTER VLY PROJ 2023-12-01 5.000000 Other Municipal Debt 2416066.00 3032117.00 CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE 2023-10-01 5.000000 Other Municipal Debt 510000.00 626158.00 CATERPILLAR FINANCIAL SE 2016-11-25 1.000000 Other Note 115000.00 115212.00 CELGENE CORP 2018-08-15 2.299999 Other Note 56000.00 56895.00 CITIBANK CREDIT CARD ISSUANCE TRUST 2018-05-09 0.357999 Other Note 1081488.00 1081723.00 CITIBANK CREDIT CARD ISSUANCE TRUST 2018-08-24 0.366999 Other Note 103349.00 103222.00 CMWLTH FING AUTH PA 2027-06-01 5.740000 Other Municipal Debt 1526514.00 1793919.00 COCA-COLA REFRESH USA 2026-11-15 6.950000 Other Note 252000.00 338204.00 COMMONWEALTH BK AUSTR NY 2019-03-13 2.250000 Other Note 1775401.00 1793918.00 CONOCOPHILLIPS 2018-05-15 5.200000 Other Note 3270.00 3634.00 CONTRA COSTA CNTY CA PENSN OBLG 2022-06-01 5.469999 Other Municipal Debt 655160.00 704139.00 CORP ANDINA DE FOMENTO 2016-01-15 3.750000 Other Note 513.00 535.00 COVIDIEN INTL FINANCE SA 2017-10-15 6.000000 Other Note 1438949.00 1627547.00 CR BARD INC 2018-01-15 1.375000 Other Note 797.00 792.00 CYPRESS-FAIRBANKS TX INDEP SCH DIST 2038-02-15 6.628999 Other Municipal Debt 4000000.00 4671412.00 DIAGEO CAPITAL PLC 2017-10-23 5.750000 Other Note 90000.00 101157.00 ENLINK MIDSTREAM PARTNER 2045-04-01 5.049999 Other Note 1530000.00 1486309.00 ENTERPRISE FLEET FINANCING LLC 2017-11-20 1.139999 Other Note 240000.00 21985.00 FED REPUBLIC OF BRAZIL 2017-01-17 6.000000 Other Instrument SOVEREIGN DEBT 2000000.00 2209667.00 FED REPUBLIC OF BRAZIL 2025-02-04 8.750000 Other Instrument SOVEREIGN DEBT 8000.00 11226.00 FED REPUBLIC OF BRAZIL 2045-01-27 5.000000 Other Instrument SOVEREIGN DEBT 2000000.00 2007222.00 FLORIDA POWER & LIGHT CO 2042-12-15 3.799999 Other Note 49647.00 50107.00 FRAMINGHAM MA 2027-12-01 3.000000 Other Municipal Debt 335000.00 332155.00 FREDDIE MAC 2029-02-01 5.500000 Government Agency Debt 2968694.00 603742.00 FREDDIE MAC 2031-08-01 4.500000 Government Agency Debt 300977.00 183857.00 FREDDIE MAC 2032-01-01 4.000000 Government Agency Debt 165031.00 136582.00 GENERAL MOTORS FINL CO 2016-05-15 2.750000 Other Note 2009796.00 2049517.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-07-20 0.665449 Government Agency Debt 3274998.00 238077.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-06-20 0.565450 Government Agency Debt 402001.00 36365.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-12-20 2.750000 Government Agency Debt 300552.00 165427.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-20 0.915449 Government Agency Debt 435526.00 155164.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-07-20 4.500000 Government Agency Debt 199118.00 94872.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-10-20 3.500000 Government Agency Debt 507597.00 483353.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-06-20 3.500000 Government Agency Debt 21844.00 22136.00 GREAT RIVER ENERGY 2038-07-01 6.253999 Other Note 5196077.00 6678985.00 ILLINOIS ST 2033-06-01 5.099999 Other Municipal Debt 8746530.00 8710844.00 INGREDION INC 2017-09-25 1.800000 Other Note 234000.00 234318.00 INTL LEASE FINANCE CORP 2015-09-15 8.625000 Other Note 346002.00 369494.00 IRON MOUNTAIN INC 2021-08-15 8.375000 Other Note 500000.00 536444.00 JEFFERIES GROUP LLC 2019-07-15 8.500000 Other Note 1130.00 1397.00 JOHNSON & JOHNSON 2018-12-05 1.649999 Other Note 158939.00 159375.00 JPMORGAN CHASE & CO 2099-12-29 5.150000 Other Note 991491.00 941503.00 KANSAS ST DEV FIN AUTH REVENUE 2034-05-01 5.501000 Other Municipal Debt 7409859.00 8638920.00 KERR-MCGEE CORP 2024-07-01 6.950000 Other Note 1471000.00 1837456.00 LORILLARD TOBACCO CO 2019-06-23 8.125000 Other Note 42000.00 50895.00 LORILLARD TOBACCO CO 2041-08-04 7.000000 Other Note 245000.00 315921.00 LOS ANGELES CA DEPT WTR & PWR REVENUE 2032-07-01 5.000000 Other Municipal Debt 740000.00 891480.00 LOS ANGELES CA DEPT WTR & PWRREVENUE 2033-07-01 5.000000 Other Municipal Debt 600000.00 713978.00 MCDONALD'S CORP 2022-01-15 2.625000 Other Note 125000.00 125964.00 MEDTRONIC INC 2020-03-15 2.500000 Other Note 300000.00 300822.00 MEDTRONIC INC 2043-04-01 4.000000 Other Note 90000.00 86562.00 MET TRANSPRTN AUTH NY REVENUE 2040-11-15 6.814000 Other Municipal Debt 3000000.00 4169990.00 NEW JERSEY ST ECON DEV AUTH LEASE REVENUE 2029-02-15 7.397999 Other Municipal Debt 1620245.00 2073287.00 NEW JERSEY ST ECON DEV AUTH LEASE REVENUE 2029-02-15 7.424999 Other Municipal Debt 6221247.00 8097015.00 NEW YORK CITY NY MUNI WTR FIN AUTH REVENUE 2045-06-15 5.000000 Other Municipal Debt 1076781.00 1224257.00 NEW YORK LIFE INSURANCE 2039-11-15 6.750000 Other Note 181589.00 253955.00 OGLETHORPE POWER CORP 2031-01-01 6.190999 Other Note 5139990.00 6098367.00 OREGON ST 2019-11-01 5.000000 Other Municipal Debt 500000.00 588317.00 OREGON ST 2023-06-01 5.761999 Other Municipal Debt 7373755.00 8623766.00 PETRO-CANADA 2038-05-15 6.799999 Other Note 200000.00 253074.00 PHILADELPHIA PA AUTH FOR INDL DEV 2028-10-15 6.549999 Other Municipal Debt 2505304.00 2994944.00 PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE 2029-07-01 3.000000 Other Municipal Debt 500000.00 502228.00 PITNEY BOWES INC 2018-05-15 4.750000 Other Note 90000.00 96293.00 PRAXAIR INC 2018-11-07 1.250000 Other Note 5293201.00 5175454.00 PRUDENTIAL FINANCIAL INC 2043-06-15 5.625000 Other Note 5870000.00 6015576.00 REYNOLDS GRP ISS/REYNOLD 2019-04-15 7.125000 Other Note 384224.00 403451.00 ROYAL BK SCOTLND GRP PLC 2056-03-31 7.639999 Other Note 2000000.00 2138624.00 SABMILLER HOLDINGS INC 2017-01-15 2.450000 Other Note 56000.00 57745.00 SANTA CLARA CNTY CA PENSN FUNDING 2036-08-01 6.001000 Other Municipal Debt 7510000.00 8644417.00 SCHLUMBERGER INVESTMENT 2021-09-14 3.299999 Other Note 4900000.00 5033811.00 SKYWAY CONCESSION CO LLC 2026-06-30 0.636600 Other Note 7382891.00 6017187.00 SOUTHWEST AIRLINES CO 2016-12-15 5.750000 Other Note 95000.00 102905.00 SOUTHWEST AIRLINES CO 2017-03-01 5.125000 Other Note 199000.00 216499.00 SUMITOMO MITSUI BANKING 2015-07-18 1.350000 Other Note 6331196.00 6399969.00 SUMITOMO MITSUI BANKING 2024-07-11 3.399999 Other Note 34769.00 35897.00 TREASURY BILL 2015-04-30 0.00 Treasury Debt 548800.00 548729.00 TYCO ELECTRONICS GROUP S 2017-10-01 6.549999 Other Note 35000.00 39953.00 UNILEVER CAPITAL CORP 2017-08-02 0.849999 Other Note 265000.00 263152.00 UNITED MEXICAN STATES 2040-01-11 6.049999 Other Instrument SOVEREIGN DEBT 2928000.00 3670451.00 UNITED MEXICAN STATES 2045-01-21 5.549999 Other Instrument SOVEREIGN DEBT 550000.00 652942.00 US TREASURY N/B 2016-01-31 0.375000 Treasury Debt 151600.00 151955.00 US TREASURY N/B 2017-01-31 0.875000 Treasury Debt 14200.00 14294.00 USAA AUTO OWNER TRUST 2016-10-17 0.380000 Other Note 105000.00 88302.00 USG CORP 2018-10-15 8.375000 Other Note 200000.00 212536.00 VOLKSWAGEN INTL FIN NV 2020-08-12 4.000000 Other Note 160000.00 174610.00 WELLS FARGO & COMPANY 2099-12-31 7.980000 Other Note 100000.00 112900.00 WESTERN GAS PARTNERS 2022-07-01 4.000000 Other Note 914607.00 944478.00 WHITING PETROLEUM CORP 2018-10-01 6.500000 Other Note 300000.00 298875.00 WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE 2032-05-03 1.256000 Other Municipal Debt 8564749.00 7709616.00 WYETH LLC 2017-04-01 5.450000 Other Note 101000.00 112012.00 ZIMMER HOLDINGS INC 2019-11-30 4.625000 Other Note 2349325.00 2572658.00 First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 175000000.00 175000000.00 0.0051 N 175000000.00 175000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc. 0.510000% 778089747791571MI 0001492299 Other Repurchase Agreement N ABB FINANCE USA INC 2017-05-08 1.625000 Other Note 70100.00 70465.00 ABB TREASURY CENTER USA 2021-06-15 4.000000 Other Note 860926.00 926923.00 ACTAVIS FUNDING SCS 2017-06-15 1.300000 Other Note 357722.00 351866.00 AETNA INC 2017-11-15 1.500000 Other Note 305000.00 303023.00 AGCO CORP 2021-12-01 5.875000 Other Note 17668.00 19870.00 AIR LEASE CORP 2016-01-15 4.500000 Other Note 425000.00 445506.00 AIRGAS INC 2020-02-15 2.375000 Other Note 265000.00 262369.00 ALLERGAN INC 2023-03-15 2.799999 Other Note 388000.00 361009.00 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2017-06-08 0.620000 Other Note 47507.00 25844.00 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-06-10 2.379999 Other Note 23151.00 23383.00 AMKOR TECHNOLOGY INC 2018-05-01 7.375000 Other Note 1224144.00 1269794.00 ARI FLEET LEASE TRUST 2021-01-15 0.460799 Other Note 547482.00 171296.00 ARIZONA PUBLIC SERVICE 2015-05-15 4.650000 Other Note 203.00 207.00 AT&T INC 2021-08-15 3.875000 Other Note 467905.00 495815.00 AT&T INC 2038-05-15 6.400000 Other Note 3780025.00 4699999.00 AT&T INC 2041-08-15 5.549999 Other Note 74371.00 84307.00 AVISTA CORP 2037-07-01 5.700000 Other Note 13169.00 16738.00 BANCO DO BRASIL (CAYMAN) 2022-10-10 3.875000 Other Note 160000.00 148595.00 BANCO NAC DE DESEN ECONO 2019-04-14 4.000000 Other Instrument SOVEREIGN DEBT 3500000.00 3494944.00 BANK OF AMERICA CORP 2016-05-16 6.049999 Other Note 1150000.00 1226662.00 BANK OF AMERICA CORP 2016-07-12 3.750000 Other Note 1200000.00 1264193.00 BAYER US FINANCE LLC 2017-10-06 1.500000 Other Note 540000.00 541905.00 BAYER US FINANCE LLC 2024-10-08 3.375000 Other Note 5000.00 5120.00 BEAM INC 2023-06-15 3.250000 Other Note 1111.00 1093.00 CALIFORNIA ST 2023-10-01 5.000000 Other Municipal Debt 325000.00 402553.00 CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE 2023-11-01 5.000000 Other Municipal Debt 65394.00 80137.00 CARRIZO OIL & GAS INC 2018-10-15 8.625000 Other Note 1085250.00 1105011.00 CITIBANK CREDIT CARD ISSUANCE TRUST 2018-05-09 0.357999 Other Note 310316.00 310383.00 CITIGROUP INC 2099-12-29 5.349999 Other Note 4864.00 4520.00 COCA-COLA CO/THE 2020-11-01 2.450000 Other Note 115000.00 116786.00 COMCAST CORP 2035-11-15 6.500000 Other Note 1785.00 2395.00 CORP ANDINA DE FOMENTO 2016-01-15 3.750000 Other Note 305.00 318.00 COVIDIEN INTL FINANCE SA 2017-10-15 6.000000 Other Note 561051.00 634586.00 DAIMLER FINANCE NA LLC 2017-08-01 1.375000 Other Note 280000.00 280215.00 DANAHER CORP 2016-06-23 2.299999 Other Note 775000.00 792965.00 DOMINION GAS HLDGS LLC 2024-12-15 3.600000 Other Note 204000.00 206744.00 ENERGY TRANSFER PARTNERS 2043-10-01 5.950000 Other Note 1100000.00 1221060.00 EXAMWORKS GROUP INC 2019-07-15 9.000000 Other Note 370000.00 409405.00 GATX CORP 2018-07-30 2.375000 Other Note 1062000.00 1078420.00 GENERAL MOTORS FINL CO 2016-05-15 2.750000 Other Note 1351263.00 1377969.00 GREAT RIVER ENERGY 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Other Note 2637828.00 2922933.00 AES CORP/VA 2017-10-15 8.000000 Other Note 1582000.00 1802513.00 AES CORP/VA 2023-05-15 4.875000 Other Note 202000.00 202753.00 AINSWORTH LUMBER LTD 2017-12-15 7.500000 Other Note 15000.00 15538.00 ALCATEL-LUCENT USA INC 2028-01-15 6.500000 Other Note 600006.00 595489.00 ALCATEL-LUCENT USA INC 2029-03-15 6.450000 Other Note 525000.00 511346.00 ALCOA INC 2021-04-15 5.400000 Other Note 7000.00 7655.00 ALCOA INC 2022-02-23 5.870000 Other Note 3525000.00 3969295.00 ALERIS INTL INC 2018-02-15 7.625000 Other Note 3279667.00 3390538.00 ALGECO SCOTSMAN GLOB FIN 2018-10-15 8.500000 Other Note 761690.00 752507.00 ALLY FINANCIAL INC 2015-02-12 8.300000 Other Note 434650.00 450209.00 ALLY FINANCIAL INC 2015-06-26 4.625000 Other Note 268511.00 271369.00 ALLY FINANCIAL INC 2016-01-15 3.125000 Other Note 3247812.00 3314911.00 ALLY FINANCIAL INC 2017-09-29 3.250000 Other Note 1775000.00 1775000.00 ALLY FINANCIAL INC 2031-11-01 8.000000 Other Note 780000.00 1002950.00 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2024-01-15 5.875000 Other Note 870000.00 943594.00 CALUMET SPECIALTY PROD 2020-08-01 9.625000 Other Note 1338000.00 1445179.00 CALUMET SPECIALTY PROD 2022-01-15 7.625000 Other Note 913258.00 881440.00 CARRIZO OIL & GAS INC 2018-10-15 8.625000 Other Note 2257866.00 2298978.00 CASE NEW HOLLAND INDUSTR 2017-12-01 7.875000 Other Note 528739.00 585083.00 CBS OUT AMER CAP LLC/COR 2022-02-15 5.250000 Other Note 83000.00 84141.00 CENTURYLINK INC 2020-04-01 5.625000 Other Note 880000.00 925375.00 CENTURYLINK INC 2039-09-15 7.599999 Other Note 50000.00 50619.00 CENTURYLINK INC 2042-03-15 7.650000 Other Note 138000.00 140418.00 CHEMTURA CORP 2021-07-15 5.750000 Other Note 730000.00 731105.00 CHESAPEAKE ENERGY CORP 2017-08-15 6.500000 Other Note 3922890.00 4284014.00 CHESAPEAKE ENERGY CORP 2019-04-15 3.480599 Other Note 954000.00 941930.00 CHESAPEAKE ENERGY CORP 2021-06-15 5.375000 Other Note 17000.00 16956.00 CIMENTO TUPI SA 2018-05-11 9.750000 Other Note 57000.00 54922.00 CIT GROUP INC 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