Exhibit 99.3
Allied World Assurance Company Holdings, AG
| ||
Securities Listing as at September 30, 2013 |
Cusip | Security Description | Coupon | Maturity | Par | Market Value | |||||||||||
| ||||||||||||||||
U.S. Government Securities | ||||||||||||||||
912796BA6 | UNITED STATES TREASURY | 0.00 | 4/3/2014 | 271,000 | 270,820 | |||||||||||
912796BJ7 | UNITED STATES TREASURY | 0.00 | 5/29/2014 | 583,000 | 582,495 | |||||||||||
912796BQ1 | UNITED STATES TREASURY | 0.00 | 12/19/2013 | 2,800,000 | 2,799,923 | |||||||||||
912796BS7 | UNITED STATES TREASURY | 0.00 | 1/2/2014 | 4,800,000 | 4,799,225 | |||||||||||
912796BT5 | UNITED STATES TREASURY | 0.00 | 7/24/2014 | 1,100,000 | 1,099,028 | |||||||||||
912796BU2 | UNITED STATES TREASURY | 0.00 | 1/16/2014 | 4,000,000 | 3,999,138 | |||||||||||
912796BY4 | UNITED STATES TREASURY | 0.00 | 2/13/2014 | 4,400,000 | 4,399,175 | |||||||||||
912810EZ7 | UNITED STATES TREASURY | 6.63 | 2/15/2027 | 625,000 | 875,631 | |||||||||||
912828DC1 | UNITED STATES TREASURY | 4.25 | 11/15/2014 | 1,000,000 | 1,045,900 | |||||||||||
912828EW6 | UNITED STATES TREASURY | 4.50 | 2/15/2016 | 300,000 | 328,863 | |||||||||||
912828FY1 | UNITED STATES TREASURY | 4.63 | 11/15/2016 | 825,000 | 925,031 | |||||||||||
912828GX2 | UNITED STATES TREASURY | 2.63 | 7/15/2017 | 8,800,000 | 11,262,024 | |||||||||||
912828KF6 | UNITED STATES TREASURY | 1.88 | 2/28/2014 | 5,350,000 | 5,389,965 | |||||||||||
912828KN9 | UNITED STATES TREASURY | 1.88 | 4/30/2014 | 715,000 | 722,457 | |||||||||||
912828KY5 | UNITED STATES TREASURY | 2.63 | 6/30/2014 | 495,000 | 504,321 | |||||||||||
912828KZ2 | UNITED STATES TREASURY | 3.25 | 6/30/2016 | 500,000 | 536,750 | |||||||||||
912828LC2 | UNITED STATES TREASURY | 2.63 | 7/31/2014 | 2,465,000 | 2,516,519 | |||||||||||
912828LP3 | UNITED STATES TREASURY | 3.00 | 9/30/2016 | 500,000 | 534,720 | |||||||||||
912828LS7 | UNITED STATES TREASURY | 2.38 | 10/31/2014 | 1,625,000 | 1,664,098 | |||||||||||
912828LZ1 | UNITED STATES TREASURY | 2.13 | 11/30/2014 | 1,000,000 | 1,022,890 | |||||||||||
912828ME7 | UNITED STATES TREASURY | 2.63 | 12/31/2014 | 1,000,000 | 1,030,620 | |||||||||||
912828MH0 | UNITED STATES TREASURY | 2.25 | 1/31/2015 | 1,000,000 | 1,027,480 | |||||||||||
912828MR8 | UNITED STATES TREASURY | 2.38 | 2/28/2015 | 1,080,000 | 1,113,080 | |||||||||||
912828MY3 | UNITED STATES TREASURY | 0.50 | 4/15/2015 | 11,380,000 | 12,534,948 | |||||||||||
912828NA4 | UNITED STATES TREASURY | 3.13 | 4/30/2017 | 1,000,000 | 1,078,860 | |||||||||||
912828NP1 | UNITED STATES TREASURY | 1.75 | 7/31/2015 | 1,000,000 | 1,026,440 | |||||||||||
912828NV8 | UNITED STATES TREASURY | 1.25 | 8/31/2015 | 200,000 | 203,582 | |||||||||||
912828NW6 | UNITED STATES TREASURY | 1.88 | 8/31/2017 | 500,000 | 516,270 | |||||||||||
912828NZ9 | UNITED STATES TREASURY | 1.25 | 9/30/2015 | 1,000,000 | 1,018,440 | |||||||||||
912828PJ3 | UNITED STATES TREASURY | 1.38 | 11/30/2015 | 1,000,000 | 1,021,460 | |||||||||||
912828PS3 | UNITED STATES TREASURY | 2.00 | 1/31/2016 | 3,500,000 | 3,628,485 | |||||||||||
912828PT1 | UNITED STATES TREASURY | 2.63 | 1/31/2018 | 500,000 | 530,535 | |||||||||||
912828PZ7 | UNITED STATES TREASURY | 1.25 | 3/15/2014 | 7,950,000 | 7,993,169 | |||||||||||
912828QF0 | UNITED STATES TREASURY | 2.00 | 4/30/2016 | 1,000,000 | 1,038,670 | |||||||||||
912828QH6 | UNITED STATES TREASURY | 1.25 | 2/15/2014 | 1,000,000 | 1,004,410 | |||||||||||
912828QJ2 | UNITED STATES TREASURY | 2.13 | 2/29/2016 | 13,375,000 | 13,918,961 | |||||||||||
912828QM5 | UNITED STATES TREASURY | 1.00 | 5/15/2014 | 2,200,000 | 2,212,452 | |||||||||||
912828QP8 | UNITED STATES TREASURY | 1.75 | 5/31/2016 | 500,000 | 516,010 | |||||||||||
912828QQ6 | UNITED STATES TREASURY | 2.38 | 5/31/2018 | 4,480,000 | 4,702,253 | |||||||||||
912828QR4 | UNITED STATES TREASURY | 1.50 | 6/30/2016 | 1,000,000 | 1,025,480 | |||||||||||
912828QT0 | UNITED STATES TREASURY | 2.38 | 6/30/2018 | 250,000 | 262,328 | |||||||||||
912828QX1 | UNITED STATES TREASURY | 1.50 | 7/31/2016 | 175,000 | 179,417 | |||||||||||
912828RE2 | UNITED STATES TREASURY | 1.50 | 8/31/2018 | 750,000 | 755,085 | |||||||||||
912828RF9 | UNITED STATES TREASURY | 1.00 | 8/31/2016 | 2,000,000 | 2,021,220 | |||||||||||
912828RG7 | UNITED STATES TREASURY | 0.25 | 9/15/2014 | 57,750,000 | 57,824,498 | |||||||||||
912828RJ1 | UNITED STATES TREASURY | 1.00 | 9/30/2016 | 100,000 | 101,033 | |||||||||||
912828RL6 | UNITED STATES TREASURY | 0.50 | 10/15/2014 | 2,000,000 | 2,007,580 | |||||||||||
912828RM4 | UNITED STATES TREASURY | 1.00 | 10/31/2016 | 1,950,000 | 1,968,194 | |||||||||||
912828RQ5 | UNITED STATES TREASURY | 0.38 | 11/15/2014 | 1,800,000 | 1,804,500 | |||||||||||
912828RS1 | UNITED STATES TREASURY | 0.25 | 11/30/2013 | 66,130,000 | 66,150,500 | |||||||||||
912828RV4 | UNITED STATES TREASURY | 0.25 | 12/15/2014 | 30,100,000 | 30,131,605 | |||||||||||
912828RX0 | UNITED STATES TREASURY | 0.88 | 12/31/2016 | 6,006,500 | 6,027,102 | |||||||||||
912828RZ5 | UNITED STATES TREASURY | 0.25 | 1/15/2015 | 1,000,000 | 1,000,950 | |||||||||||
912828SC5 | UNITED STATES TREASURY | 0.88 | 1/31/2017 | 1,000,000 | 1,002,360 | |||||||||||
912828SE1 | UNITED STATES TREASURY | 0.25 | 2/15/2015 | 1,000,000 | 1,000,760 | |||||||||||
912828SJ0 | UNITED STATES TREASURY | 0.88 | 2/28/2017 | 1,625,000 | 1,627,210 | |||||||||||
912828SK7 | UNITED STATES TREASURY | 0.38 | 3/15/2015 | 1,000,000 | 1,002,400 |
912828SL5 | UNITED STATES TREASURY | 0.25 | 3/31/2014 | 1,000,000 | 1,000,900 | |||||||||||
912828SM3 | UNITED STATES TREASURY | 1.00 | 3/31/2017 | 1,000,000 | 1,004,650 | |||||||||||
912828SP6 | UNITED STATES TREASURY | 0.38 | 4/15/2015 | 250,000 | 250,543 | |||||||||||
912828SR2 | UNITED STATES TREASURY | 0.25 | 4/30/2014 | 75,979,000 | 76,061,817 | |||||||||||
912828SS0 | UNITED STATES TREASURY | 0.88 | 4/30/2017 | 1,000,000 | 999,280 | |||||||||||
912828SU5 | UNITED STATES TREASURY | 0.25 | 5/15/2015 | 400,000 | 399,968 | |||||||||||
912828SY7 | UNITED STATES TREASURY | 0.63 | 5/31/2017 | 1,000,000 | 988,950 | |||||||||||
912828SZ4 | UNITED STATES TREASURY | 0.38 | 6/15/2015 | 1,000,000 | 1,001,760 | |||||||||||
912828TA8 | UNITED STATES TREASURY | 0.25 | 6/30/2014 | 284,828,000 | 285,149,856 | |||||||||||
912828TB6 | UNITED STATES TREASURY | 0.75 | 6/30/2017 | 750,000 | 744,105 | |||||||||||
912828TD2 | UNITED STATES TREASURY | 0.25 | 7/15/2015 | 750,000 | 749,460 | |||||||||||
912828TF7 | UNITED STATES TREASURY | 0.13 | 7/31/2014 | 16,505,000 | 16,508,299 | |||||||||||
912828TG5 | UNITED STATES TREASURY | 0.50 | 7/31/2017 | 1,000,000 | 981,220 | |||||||||||
912828TM2 | UNITED STATES TREASURY | 0.63 | 8/31/2017 | 21,200,000 | 20,872,460 | |||||||||||
912828TP5 | UNITED STATES TREASURY | 0.25 | 9/15/2015 | 600,000 | 599,154 | |||||||||||
912828TS9 | UNITED STATES TREASURY | 0.63 | 9/30/2017 | 3,000,000 | 2,949,060 | |||||||||||
912828TT7 | UNITED STATES TREASURY | 0.25 | 10/15/2015 | 750,000 | 748,605 | |||||||||||
912828TU4 | UNITED STATES TREASURY | 0.25 | 10/31/2014 | 126,440,000 | 126,582,877 | |||||||||||
912828TW0 | UNITED STATES TREASURY | 0.75 | 10/31/2017 | 25,985,000 | 25,629,526 | |||||||||||
912828TX8 | UNITED STATES TREASURY | 0.38 | 11/15/2015 | 9,960,000 | 9,961,793 | |||||||||||
912828TZ3 | UNITED STATES TREASURY | 0.25 | 11/30/2014 | 52,475,000 | 52,532,728 | |||||||||||
912828UA6 | UNITED STATES TREASURY | 0.63 | 11/30/2017 | 750,000 | 734,768 | |||||||||||
912828UC2 | UNITED STATES TREASURY | 0.25 | 12/15/2015 | 500,000 | 498,600 | |||||||||||
912828UD0 | UNITED STATES TREASURY | 0.13 | 12/31/2014 | 20,790,000 | 20,780,437 | |||||||||||
912828UE8 | UNITED STATES TREASURY | 0.75 | 12/31/2017 | 750,000 | 737,363 | |||||||||||
912828UG3 | UNITED STATES TREASURY | 0.38 | 1/15/2016 | 2,585,000 | 2,583,216 | |||||||||||
912828UH1 | UNITED STATES TREASURY | 0.13 | 1/15/2023 | 24,000,000 | 23,616,752 | |||||||||||
912828UJ7 | UNITED STATES TREASURY | 0.88 | 1/31/2018 | 12,315,000 | 12,156,013 | |||||||||||
912828UK4 | UNITED STATES TREASURY | 0.25 | 1/31/2015 | 54,600,000 | 54,651,870 | |||||||||||
912828UM0 | UNITED STATES TREASURY | 0.38 | 2/15/2016 | 42,500,000 | 42,453,675 | |||||||||||
912828UP3 | UNITED STATES TREASURY | 0.25 | 2/28/2015 | 47,000,000 | 47,031,485 | |||||||||||
912828UR9 | UNITED STATES TREASURY | 0.75 | 2/28/2018 | 1,000,000 | 980,640 | |||||||||||
912828US7 | UNITED STATES TREASURY | 0.38 | 3/15/2016 | 600,000 | 598,920 | |||||||||||
912828UT5 | UNITED STATES TREASURY | 0.25 | 3/31/2015 | 23,500,000 | 23,511,516 | |||||||||||
912828UU2 | UNITED STATES TREASURY | 0.75 | 3/31/2018 | 2,850,000 | 2,789,637 | |||||||||||
912828UW8 | UNITED STATES TREASURY | 0.25 | 4/15/2016 | 12,596,000 | 12,523,195 | |||||||||||
912828UY4 | UNITED STATES TREASURY | 0.13 | 4/30/2015 | 600,000 | 598,902 | |||||||||||
912828UZ1 | UNITED STATES TREASURY | 0.63 | 4/30/2018 | 56,750,000 | 55,166,108 | |||||||||||
912828VC1 | UNITED STATES TREASURY | 0.25 | 5/15/2016 | 52,500,000 | 52,148,776 | |||||||||||
912828VD9 | UNITED STATES TREASURY | 0.25 | 5/31/2015 | 600,000 | 599,904 | |||||||||||
912828VE7 | UNITED STATES TREASURY | 1.00 | 5/31/2018 | 650,000 | 641,687 | |||||||||||
912828VG2 | UNITED STATES TREASURY | 0.50 | 6/15/2016 | 65,550,000 | 65,482,485 | |||||||||||
912828VH0 | UNITED STATES TREASURY | 0.38 | 6/30/2015 | 12,809,000 | 12,830,902 | |||||||||||
912828VK3 | UNITED STATES TREASURY | 1.38 | 6/30/2018 | 750,000 | 752,048 | |||||||||||
912828VL1 | UNITED STATES TREASURY | 0.63 | 7/15/2016 | 54,000,000 | 54,072,362 | |||||||||||
912828VQ0 | UNITED STATES TREASURY | 1.38 | 7/31/2018 | 128,000,000 | 128,232,959 | |||||||||||
912828VR8 | UNITED STATES TREASURY | 0.63 | 8/15/2016 | 500,000 | 500,260 | |||||||||||
912828VU1 | UNITED STATES TREASURY | 0.38 | 8/31/2015 | 500,000 | 500,575 | |||||||||||
912828VW7 | UNITED STATES TREASURY | 0.88 | 9/15/2016 | 1,000,000 | 1,007,300 | |||||||||||
912828VY3 | UNITED STATES TREASURY | 0.25 | 9/30/2015 | 1,000,000 | 998,480 | |||||||||||
|
| |||||||||||||||
1,518,872,500 | 1,522,185,161 | |||||||||||||||
|
| |||||||||||||||
U.S. Government Agencies | ||||||||||||||||
31331KHW3 | FED FARM CR BKS | 1.63 | 11/19/2014 | 750,000 | 762,068 | |||||||||||
313375RN9 | FHLB | 1.00 | 3/11/2016 | 1,050,000 | 1,060,616 | |||||||||||
313379DD8 | FHLB | 1.00 | 6/21/2017 | 250,000 | 249,900 | |||||||||||
3133802C0 | FHLB | 1.05 | 7/26/2017 | 50,000 | 49,530 | |||||||||||
3133802Q9 | FHLB | 1.65 | 7/18/2019 | 5,000,000 | 4,851,350 | |||||||||||
3133812C8 | FHLB | 1.50 | 5/8/2020 | 4,990,000 | 4,694,849 | |||||||||||
313383V81 | FHLB | 0.38 | 8/28/2015 | 350,000 | 350,213 | |||||||||||
3133EAZF8 | FED FARM CR BKS | 0.63 | 3/23/2016 | 100,000 | 99,762 | |||||||||||
3133EAZU5 | FED FARM CR BKS | 0.45 | 4/24/2015 | 100,000 | 99,989 | |||||||||||
3133XVNU1 | FHLB | 2.75 | 12/12/2014 | 74,500,000 | 76,758,840 | |||||||||||
3134G3PD6 | FHLMC | 0.55 | 2/27/2014 | 250,000 | 250,415 | |||||||||||
3134G3S50 | FHLMC | 0.63 | 11/1/2016 | 750,000 | 745,635 | |||||||||||
3134G3W63 | FHLMC | 1.03 | 11/28/2017 | 14,400,000 | 14,129,856 |
3134G3ZH6 | FHLMC | 1.00 | 7/25/2017 | 75,000 | 74,327 | |||||||||||
3135G0ES8 | FNMA | 1.38 | 11/15/2016 | 1,000,000 | 1,017,440 | |||||||||||
3135G0HG1 | FNMA | 0.38 | 3/16/2015 | 250,000 | 250,445 | |||||||||||
3135G0MN0 | FNMA | 1.13 | 6/28/2017 | 150,000 | 149,016 | |||||||||||
3135G0NZ2 | FNMA | 1.13 | 9/12/2017 | 200,000 | 198,054 | |||||||||||
3135G0PE7 | FNMA | 0.38 | 3/25/2015 | 150,000 | 149,946 | |||||||||||
3135G0PQ0 | FNMA | 0.88 | 10/26/2017 | 400,000 | 394,264 | |||||||||||
3135G0QM8 | FNMA | 1.50 | 10/23/2019 | 9,925,000 | 9,498,821 | |||||||||||
3135G0RK1 | FNMA | 0.90 | 11/7/2017 | 100,000 | 98,957 | |||||||||||
3135G0RL9 | FNMA | 1.55 | 10/29/2019 | 12,625,000 | 12,109,269 | |||||||||||
3135G0RX3 | FNMA | 0.50 | 11/27/2015 | 150,000 | 149,793 | |||||||||||
3135G0SY0 | FNMA | 1.60 | 12/24/2020 | 1,505,000 | 1,404,195 | |||||||||||
3135G0UQ4 | FNMA | 0.60 | 3/4/2016 | 250,000 | 249,378 | |||||||||||
3135G0VX8 | FNMA | 0.63 | 9/26/2016 | 250,000 | 248,443 | |||||||||||
3135G0XG3 | FNMA | 1.00 | 5/21/2018 | 250,000 | 245,808 | |||||||||||
3135G0XH1 | FNMA | 0.50 | 5/20/2016 | 250,000 | 249,295 | |||||||||||
3135G0XM0 | FNMA | 1.13 | 5/25/2018 | 10,745,000 | 10,477,342 | |||||||||||
3135G0YT4 | FNMA | 1.63 | 11/27/2018 | 28,450,000 | 28,361,521 | |||||||||||
3136G02M2 | FNMA | 1.18 | 10/30/2018 | 3,690,000 | 3,573,296 | |||||||||||
3136G0M73 | FNMA | 1.13 | 10/3/2018 | 8,000,000 | 7,841,269 | |||||||||||
3137EAAJ8 | FHLMC | 5.13 | 10/18/2016 | 250,000 | 283,143 | |||||||||||
3137EACW7 | FHLMC | 2.00 | 8/25/2016 | 34,000,000 | 35,261,400 | |||||||||||
3137EADA4 | FHLMC | 0.63 | 12/29/2014 | 500,000 | 502,560 | |||||||||||
3137EADC0 | FHLMC | 1.00 | 3/8/2017 | 82,000,000 | 82,130,383 | |||||||||||
3137EADF3 | FHLMC | 1.25 | 5/12/2017 | 6,000,000 | 6,046,620 | |||||||||||
3137EADL0 | FHLMC | 1.00 | 9/29/2017 | 200,000 | 198,334 | |||||||||||
3137EADN6 | FHLMC | 0.75 | 1/12/2018 | 600,000 | 585,270 | |||||||||||
31398A4M1 | FNMA | 1.63 | 10/26/2015 | 21,500,000 | 22,040,295 | |||||||||||
31398AU34 | FNMA | 2.38 | 7/28/2015 | 250,000 | 259,430 | |||||||||||
|
| |||||||||||||||
326,255,000 | 328,151,337 | |||||||||||||||
|
| |||||||||||||||
Non U.S. Government Securities & Agencies | ||||||||||||||||
00254ELS9 | SVENSK EXPORTKREDIT AB | 1.13 | 4/5/2018 | 6,000,000 | 5,883,720 | |||||||||||
013051DA2 | ALBERTA PROVINCE OF | 2.75 | 12/1/2014 | 950,000 | 941,735 | |||||||||||
038461AC3 | AID-EGYPT | 4.45 | 9/15/2015 | 25,000,000 | 26,854,150 | |||||||||||
135087A38 | CANADA GOVERNMENT | 1.50 | 8/1/2015 | 500,000 | 489,396 | |||||||||||
135087A46 | CANADA GOVERNMENT | 1.50 | 9/1/2017 | 2,450,000 | 2,368,901 | |||||||||||
135087A87 | CANADA GOVERNMENT | 1.25 | 3/1/2018 | 1,500,000 | 1,426,609 | |||||||||||
135087B37 | CANADA GOVERNMENT | 1.25 | 9/1/2018 | 1,700,000 | 1,607,095 | |||||||||||
135087YS7 | CANADA GOVERNMENT | 3.00 | 6/1/2014 | 2,015,000 | 1,986,186 | |||||||||||
135087YU2 | CANADA GOVERNMENT | 2.00 | 12/1/2014 | 8,860,000 | 8,713,083 | |||||||||||
135087ZC1 | CANADA GOVERNMENT | 2.50 | 6/1/2015 | 2,500,000 | 2,486,651 | |||||||||||
135087ZF4 | CANADA GOVERNMENT | 3.00 | 12/1/2015 | 1,100,000 | 1,110,573 | |||||||||||
135087ZN7 | CANADA GOVERNMENT | 2.00 | 3/1/2014 | 400,000 | 390,741 | |||||||||||
135087ZQ0 | CANADA GOVERNMENT | 2.75 | 9/1/2016 | 5,450,000 | 5,502,827 | |||||||||||
135087ZR8 | CANADA GOVERNMENT | 2.25 | 8/1/2014 | 5,200,000 | 5,110,316 | |||||||||||
135087ZT4 | CANADA GOVERNMENT | 1.50 | 11/1/2013 | 650,000 | 632,592 | |||||||||||
135087ZV9 | CANADA GOVERNMENT | 1.50 | 3/1/2017 | 4,400,000 | 4,282,817 | |||||||||||
135087ZX5 | CANADA GOVERNMENT | 1.00 | 2/1/2015 | 3,000,000 | 2,915,110 | |||||||||||
282645AQ3 | EKSPORTFINANS A/S | 5.50 | 5/25/2016 | 200,000 | 208,964 | |||||||||||
28264QGC2 | EKSPORTFINANS A/S | 5.50 | 6/26/2017 | 3,500,000 | 3,653,955 | |||||||||||
28264QR63 | EKSPORTFINANS A/S | 3.00 | 11/17/2014 | 2,000,000 | 2,006,163 | |||||||||||
500769BM5 | KREDITANSTALT FUER WIEDERAUFBA | 4.38 | 2/9/2016 | 900,000 | 929,330 | |||||||||||
642866FT9 | NEW BRUNSWICK PROVINCE OF | 4.50 | 2/4/2015 | 900,000 | 913,703 | |||||||||||
683234WM6 | ONTARIO PROVINCE OF | 4.50 | 3/8/2015 | 900,000 | 916,161 | |||||||||||
68323AAW4 | ONTARIO PROVINCE OF | 3.15 | 6/2/2022 | 12,400,000 | 11,958,603 | |||||||||||
68323ABJ2 | ONTARIO PROVINCE OF | 0.95 | 5/26/2015 | 3,800,000 | 3,832,224 | |||||||||||
748148RK1 | QUEBEC PROVINCE | 5.25 | 10/1/2013 | 850,000 | 826,962 | |||||||||||
803854JF6 | SASKATCHEWAN PROVINCE | 5.25 | 6/3/2014 | 900,000 | 899,636 | |||||||||||
D20658J64 | GERMANY (FEDERAL REPUBLIC OF) | 3.50 | 1/4/2016 | 19,800,000 | 28,804,936 | |||||||||||
G924507Q5 | UNITED KINGDOM GILT | 2.75 | 1/22/2015 | 6,290,000 | 10,497,718 | |||||||||||
G92451GE0 | UNITED KINGDOM GILT | 1.75 | 1/22/2017 | 8,690,000 | 14,435,659 | |||||||||||
G9T44MEB4 | UNITED KINGDOM GILT | 1.00 | 9/7/2017 | 570,000 | 915,766 | |||||||||||
H7351MFG3 | SWITZERLAND (CONFEDERATION OF) | 4.25 | 6/5/2017 | 1,850,000 | 2,355,438 | |||||||||||
J1348FAB1 | EKSPORTFINANS A/S | 0.89 | 6/16/2015 | 100,000,000 | 962,535 | |||||||||||
P4R0C9EK5 | MEXICAN BONOS | 7.75 | 11/13/2042 | 987,558 | 8,004,865 |
P9767GWU1 | MEXICAN BONOS | 8.00 | 12/7/2023 | 1,900,000 | 16,545,653 | |||||||||||
Q0819ACW8 | AUSTRALIA COMMONWEALTH OF | 5.75 | 5/15/2021 | 26,500,000 | 28,253,807 | |||||||||||
|
| |||||||||||||||
264,612,558 | 209,624,580 | |||||||||||||||
|
| |||||||||||||||
State and Municipal | ||||||||||||||||
100853SH4 | BOSTON MASS | 5.00 | 3/1/2023 | 5,000,000 | 6,034,900 | |||||||||||
13062PHG0 | CALIFORNIA ST | 5.25 | 2/1/2023 | 3,000,000 | 3,572,820 | |||||||||||
20772JPU0 | CONNECTICUT (STATE OF) | 5.00 | 8/15/2022 | 5,100,000 | 6,045,183 | |||||||||||
29270CWX9 | ENERGY NORTHWEST WASH ELEC REV | 5.00 | 7/1/2023 | 2,500,000 | 2,881,800 | |||||||||||
29270CXR1 | ENERGY NORTHWEST WASH ELEC REV | 5.00 | 7/1/2021 | 2,000,000 | 2,361,220 | |||||||||||
419791S58 | HAWAII ST- REF-EF | 5.00 | 11/1/2023 | 5,000,000 | 5,880,550 | |||||||||||
4521518V8 | ILLINOIS ST | 4.42 | 1/1/2015 | 10,998,000 | 11,342,567 | |||||||||||
645918U92 | NJ ST EDA PENSION | 5.00 | 3/1/2023 | 4,015,000 | 4,574,290 | |||||||||||
64966B3L5 | NEW YORK N Y | 0.97 | 1/15/2016 | 5,250,000 | 5,256,090 | |||||||||||
64966KYW7 | NEW YORK NY | 5.00 | 8/1/2023 | 3,885,000 | 4,550,889 | |||||||||||
64971M5E8 | NEW YORK NY CITY TRANSITIONAL | 4.08 | 11/1/2020 | 3,000,000 | 3,157,410 | |||||||||||
6499026P3 | NEW YORK ST DORM AUTH | 4.00 | 8/15/2022 | 4,490,000 | 4,886,332 | |||||||||||
679110EF9 | OKLAHOMA ST STUDENT LN AUTH | 0.68 | 7/19/2020 | 891,525 | 882,414 | |||||||||||
74526QZL9 | PUERTO RICO ELEC PWR AUTH | 5.00 | 7/1/2020 | 2,000,000 | 1,671,040 | |||||||||||
759136RD8 | REGIONAL TRANSN DIST COLO | 5.00 | 11/1/2023 | 3,165,000 | 3,722,388 | |||||||||||
76541VMN4 | RICHMOND VA | 5.00 | 3/1/2025 | 5,000,000 | 5,830,950 | |||||||||||
83714RBA0 | SOUTH CAROLINA STUDENT LN | 0.35 | 12/2/2019 | 2,863,484 | 2,841,579 | |||||||||||
914026MM8 | UNIVERSITY ALA GEN REV | 5.00 | 7/1/2022 | 4,000,000 | 4,754,080 | |||||||||||
914119VD1 | UNIVERSITY CINCINNATI OHIO | 5.00 | 6/1/2022 | 1,535,000 | 1,797,086 | |||||||||||
91412GSB2 | UNIVERSITY CALIFORNIA | 1.80 | 7/1/2019 | 7,500,000 | 7,249,950 | |||||||||||
927781Q56 | VIRGINIA COLLEGE BLDG AUTH VA | 5.00 | 2/1/2021 | 5,000,000 | 5,933,450 | |||||||||||
98458PAB1 | YALE UNIVERSITY | 2.90 | 10/15/2014 | 150,000 | 153,763 | |||||||||||
|
| |||||||||||||||
86,343,010 | 95,380,751 | |||||||||||||||
|
| |||||||||||||||
Agency MBS | ||||||||||||||||
01F0304A3 | FNMA | 3.00 | 9/28/2020 | 2,350,000 | 2,432,984 | |||||||||||
01F0306A1 | FNMA | 3.00 | 5/26/2030 | 9,740,000 | 9,516,284 | |||||||||||
01F0326A7 | FNMA | 3.50 | 6/3/2029 | 5,405,000 | 5,503,810 | |||||||||||
01F0406A0 | FNMA | 4.00 | 1/16/2029 | 9,000,000 | 9,437,344 | |||||||||||
01F0406B8 | FNMA | 4.00 | 10/7/2029 | 39,000,000 | 40,756,523 | |||||||||||
01F0426A6 | FNMA | 4.50 | 12/12/2027 | 8,970,000 | 9,579,680 | |||||||||||
01F0506A9 | FNMA | 5.00 | 2/18/2026 | 1,080,000 | 1,171,294 | |||||||||||
02R0306A6 | FHLMC GOLD | 3.00 | 1/8/2031 | 1,475,000 | 1,435,475 | |||||||||||
31283HVE2 | FHLMC GOLD | 6.00 | 6/21/2025 | 8,598 | 9,486 | |||||||||||
31283HWZ4 | FHLMC GOLD | 6.00 | 7/22/2025 | 5,882 | 6,489 | |||||||||||
31283K4C9 | FHLMC GOLD | 5.00 | 4/29/2017 | 3,516,150 | 3,734,359 | |||||||||||
31283KJU3 | FHLMC GOLD | 6.50 | 5/18/2014 | 65,000 | 65,917 | |||||||||||
31283KN87 | FHLMC GOLD | 5.00 | 10/26/2015 | 969 | 1,027 | |||||||||||
3128GNW87 | FHLMC GOLD | 5.00 | 5/18/2015 | 734 | 741 | |||||||||||
3128GNY77 | FHLMC GOLD | 5.00 | 5/17/2015 | 5,529 | 5,853 | |||||||||||
3128GP3U5 | FHLMC GOLD | 5.00 | 6/18/2015 | 810 | 853 | |||||||||||
3128GP3V3 | FHLMC GOLD | 5.00 | 6/19/2015 | 5,392 | 5,708 | |||||||||||
3128GP4U4 | FHLMC GOLD | 5.00 | 6/22/2015 | 2,513 | 2,566 | |||||||||||
3128GP7M9 | FHLMC GOLD | 5.00 | 6/18/2015 | 761 | 766 | |||||||||||
3128GPSA2 | FHLMC GOLD | 5.00 | 6/2/2015 | 1,047 | 1,057 | |||||||||||
3128GQ3Q2 | FHLMC GOLD | 5.00 | 7/5/2015 | 1,785 | 1,880 | |||||||||||
3128GQ6E6 | FHLMC GOLD | 5.00 | 7/4/2015 | 2,244 | 2,377 | |||||||||||
3128GQGA3 | FHLMC GOLD | 5.00 | 6/18/2015 | 2,234 | 2,366 | |||||||||||
3128GQJT9 | FHLMC GOLD | 5.00 | 6/19/2015 | 1,877 | 1,912 | |||||||||||
3128GQK26 | FHLMC GOLD | 5.00 | 6/18/2015 | 3,104 | 3,288 | |||||||||||
3128GQK34 | FHLMC GOLD | 5.00 | 6/19/2015 | 925 | 935 | |||||||||||
3128GQKB6 | FHLMC GOLD | 5.00 | 6/18/2015 | 915 | 928 | |||||||||||
3128GQP54 | FHLMC GOLD | 5.00 | 6/19/2015 | 3,436 | 3,530 | |||||||||||
3128GQQQ7 | FHLMC GOLD | 5.00 | 7/5/2015 | 2,682 | 2,842 | |||||||||||
3128GQQZ7 | FHLMC GOLD | 5.00 | 7/4/2015 | 4,595 | 4,867 | |||||||||||
3128GQSG7 | FHLMC GOLD | 5.00 | 7/5/2015 | 936 | 946 | |||||||||||
3128GQU58 | FHLMC GOLD | 5.00 | 7/5/2015 | 1,848 | 1,957 | |||||||||||
3128GQU90 | FHLMC GOLD | 5.00 | 7/4/2015 | 692 | 698 | |||||||||||
3128GQVB4 | FHLMC GOLD | 5.00 | 7/5/2015 | 1,394 | 1,475 | |||||||||||
3128GQW31 | FHLMC GOLD | 5.00 | 7/4/2015 | 3,399 | 3,600 | |||||||||||
3128GQW49 | FHLMC GOLD | 5.00 | 7/5/2015 | 4,586 | 4,857 | |||||||||||
3128GR3Y3 | FHLMC GOLD | 5.00 | 7/4/2015 | 5,090 | 5,391 |
3128GR6N4 | FHLMC GOLD | 5.00 | 8/7/2015 | 5,049 | 5,348 | |||||||||||
3128GRBH1 | FHLMC GOLD | 5.00 | 7/4/2015 | 1,278 | 1,293 | |||||||||||
3128GRFT1 | FHLMC GOLD | 5.00 | 7/20/2015 | 3,413 | 3,615 | |||||||||||
3128GRJD2 | FHLMC GOLD | 5.00 | 7/20/2015 | 571 | 605 | |||||||||||
3128GRLA5 | FHLMC GOLD | 5.00 | 7/21/2015 | 5,469 | 5,793 | |||||||||||
3128GRM71 | FHLMC GOLD | 5.00 | 7/20/2015 | 795 | 804 | |||||||||||
3128GRP94 | FHLMC GOLD | 5.00 | 7/19/2015 | 575 | 580 | |||||||||||
3128GRQA0 | FHLMC GOLD | 5.00 | 7/20/2015 | 2,516 | 2,667 | |||||||||||
3128GRSP5 | FHLMC GOLD | 5.00 | 7/20/2015 | 1,894 | 2,004 | |||||||||||
3128GRSY6 | FHLMC GOLD | 5.00 | 7/20/2015 | 3,487 | 3,693 | |||||||||||
3128GRUF4 | FHLMC GOLD | 5.00 | 7/21/2015 | 746 | 753 | |||||||||||
3128GRUT4 | FHLMC GOLD | 5.00 | 7/21/2015 | 4,033 | 4,275 | |||||||||||
3128GRWQ8 | FHLMC GOLD | 5.00 | 7/4/2015 | 298 | 301 | |||||||||||
3128GRYD5 | FHLMC GOLD | 5.00 | 8/7/2015 | 1,523 | 1,550 | |||||||||||
3128GS5Y9 | FHLMC GOLD | 5.00 | 8/6/2015 | 2,387 | 2,435 | |||||||||||
3128GSDJ3 | FHLMC GOLD | 5.00 | 8/6/2015 | 4,405 | 4,666 | |||||||||||
3128GSGB7 | FHLMC GOLD | 5.00 | 8/6/2015 | 3,624 | 3,839 | |||||||||||
3128GSGU5 | FHLMC GOLD | 5.00 | 8/6/2015 | 6,480 | 6,863 | |||||||||||
3128GSKE6 | FHLMC GOLD | 5.00 | 8/6/2015 | 5,102 | 5,404 | |||||||||||
3128GSKV8 | FHLMC GOLD | 5.00 | 8/6/2015 | 3,370 | 3,471 | |||||||||||
3128GSLX3 | FHLMC GOLD | 5.00 | 8/7/2015 | 1,150 | 1,179 | |||||||||||
3128GSLY1 | FHLMC GOLD | 5.00 | 8/6/2015 | 4,756 | 5,038 | |||||||||||
3128GSNL7 | FHLMC GOLD | 5.00 | 8/6/2015 | 1,683 | 1,718 | |||||||||||
3128GSQN0 | FHLMC GOLD | 5.00 | 8/6/2015 | 3,989 | 4,227 | |||||||||||
3128GSSN8 | FHLMC GOLD | 5.00 | 8/7/2015 | 7,360 | 7,796 | |||||||||||
3128GV2N9 | FHLMC GOLD | 5.00 | 11/11/2015 | 13,177 | 13,957 | |||||||||||
3128GV3C2 | FHLMC GOLD | 5.00 | 11/12/2015 | 5,711 | 6,049 | |||||||||||
3128GV3D0 | FHLMC GOLD | 5.00 | 11/12/2015 | 9,729 | 10,304 | |||||||||||
3128GV3Z1 | FHLMC GOLD | 5.00 | 11/13/2015 | 10,843 | 11,485 | |||||||||||
3128GV7G9 | FHLMC GOLD | 5.00 | 11/12/2015 | 2,887 | 3,060 | |||||||||||
3128GVBY5 | FHLMC GOLD | 5.00 | 10/12/2015 | 616 | 652 | |||||||||||
3128GVH94 | FHLMC GOLD | 5.00 | 10/25/2015 | 1,600 | 1,633 | |||||||||||
3128GVJA9 | FHLMC GOLD | 5.00 | 10/26/2015 | 4,363 | 4,621 | |||||||||||
3128GVJB7 | FHLMC GOLD | 5.00 | 10/27/2015 | 3,499 | 3,708 | |||||||||||
3128GVJQ4 | FHLMC GOLD | 5.00 | 10/27/2015 | 5,596 | 5,928 | |||||||||||
3128GVLF5 | FHLMC GOLD | 5.00 | 10/27/2015 | 2,688 | 2,849 | |||||||||||
3128GVLH1 | FHLMC GOLD | 5.00 | 10/27/2015 | 3,538 | 3,747 | |||||||||||
3128GVLJ7 | FHLMC GOLD | 5.00 | 10/27/2015 | 7,609 | 8,059 | |||||||||||
3128GVMM9 | FHLMC GOLD | 5.00 | 10/12/2015 | 709 | 715 | |||||||||||
3128GVNL0 | FHLMC GOLD | 5.00 | 10/27/2015 | 3,058 | 3,241 | |||||||||||
3128GVNM8 | FHLMC GOLD | 5.00 | 10/27/2015 | 2,873 | 3,043 | |||||||||||
3128GVNN6 | FHLMC GOLD | 5.00 | 10/28/2015 | 4,744 | 5,150 | |||||||||||
3128GVNV8 | FHLMC GOLD | 5.00 | 10/25/2015 | 1,449 | 1,475 | |||||||||||
3128GVNX4 | FHLMC GOLD | 5.00 | 10/27/2015 | 27,386 | 29,007 | |||||||||||
3128GVPM6 | FHLMC GOLD | 5.00 | 10/27/2015 | 3,405 | 3,607 | |||||||||||
3128GVPN4 | FHLMC GOLD | 5.00 | 10/28/2015 | 2,680 | 2,841 | |||||||||||
3128GVPP9 | FHLMC GOLD | 5.00 | 10/27/2015 | 6,163 | 6,527 | |||||||||||
3128GVQH6 | FHLMC GOLD | 5.00 | 10/27/2015 | 7,366 | 7,802 | |||||||||||
3128GVRA0 | FHLMC GOLD | 5.00 | 10/29/2015 | 1,638 | 1,678 | |||||||||||
3128GVRC6 | FHLMC GOLD | 5.00 | 10/29/2015 | 4,006 | 4,243 | |||||||||||
3128GVRE2 | FHLMC GOLD | 5.00 | 10/26/2015 | 4,370 | 4,511 | |||||||||||
3128GVRS1 | FHLMC GOLD | 5.00 | 10/27/2015 | 1,693 | 1,734 | |||||||||||
3128GVRT9 | FHLMC GOLD | 5.00 | 10/28/2015 | 5,300 | 5,613 | |||||||||||
3128GVRY8 | FHLMC GOLD | 5.00 | 10/28/2015 | 24,382 | 25,825 | |||||||||||
3128GVT83 | FHLMC GOLD | 5.00 | 10/27/2015 | 8,279 | 8,769 | |||||||||||
3128GVTN0 | FHLMC GOLD | 5.00 | 10/27/2015 | 2,593 | 2,653 | |||||||||||
3128GVTW0 | FHLMC GOLD | 5.00 | 10/28/2015 | 5,474 | 5,798 | |||||||||||
3128GVUD0 | FHLMC GOLD | 5.00 | 10/27/2015 | 570 | 604 | |||||||||||
3128GVUE8 | FHLMC GOLD | 5.00 | 10/28/2015 | 5,270 | 5,582 | |||||||||||
3128GVUX6 | FHLMC GOLD | 5.00 | 11/12/2015 | 2,340 | 2,480 | |||||||||||
3128GVVE7 | FHLMC GOLD | 5.00 | 11/12/2015 | 13,082 | 13,857 | |||||||||||
3128GVVF4 | FHLMC GOLD | 5.00 | 11/13/2015 | 6,125 | 6,487 | |||||||||||
3128GVVJ6 | FHLMC GOLD | 5.00 | 11/11/2015 | 11,226 | 11,891 | |||||||||||
3128GVVY3 | FHLMC GOLD | 5.00 | 11/12/2015 | 4,646 | 4,922 | |||||||||||
3128GVW22 | FHLMC GOLD | 5.00 | 10/29/2015 | 1,806 | 1,913 |
3128GVW89 | FHLMC GOLD | 5.00 | 11/13/2015 | 2,843 | 3,013 | |||||||||||
3128GVZV5 | FHLMC GOLD | 5.00 | 11/13/2015 | 5,384 | 5,703 | |||||||||||
3128GW5Q7 | FHLMC GOLD | 5.00 | 11/29/2015 | 5,699 | 6,040 | |||||||||||
3128GW6G8 | FHLMC GOLD | 5.00 | 11/28/2015 | 3,517 | 3,726 | |||||||||||
3128GWAQ1 | FHLMC GOLD | 5.00 | 11/11/2015 | 1,428 | 1,456 | |||||||||||
3128GWAT5 | FHLMC GOLD | 5.00 | 11/12/2015 | 8,928 | 9,456 | |||||||||||
3128GWAU2 | FHLMC GOLD | 5.00 | 11/13/2015 | 11,336 | 12,007 | |||||||||||
3128GWB49 | FHLMC GOLD | 5.00 | 11/12/2015 | 786 | 833 | |||||||||||
3128GWB80 | FHLMC GOLD | 5.00 | 11/13/2015 | 6,834 | 7,239 | |||||||||||
3128GWBH0 | FHLMC GOLD | 5.00 | 11/12/2015 | 7,789 | 8,250 | |||||||||||
3128GWC89 | FHLMC GOLD | 5.00 | 11/14/2015 | 3,494 | 3,701 | |||||||||||
3128GWCL0 | FHLMC GOLD | 5.00 | 11/15/2015 | 6,101 | 6,462 | |||||||||||
3128GWCW6 | FHLMC GOLD | 5.00 | 11/13/2015 | 2,706 | 2,866 | |||||||||||
3128GWDP0 | FHLMC GOLD | 5.00 | 11/15/2015 | 3,964 | 4,199 | |||||||||||
3128GWEG9 | FHLMC GOLD | 5.00 | 11/15/2015 | 15,829 | 16,766 | |||||||||||
3128GWEK0 | FHLMC GOLD | 5.00 | 11/12/2015 | 4,171 | 4,421 | |||||||||||
3128GWEP9 | FHLMC GOLD | 5.00 | 11/13/2015 | 1,520 | 1,610 | |||||||||||
3128GWF86 | FHLMC GOLD | 5.00 | 11/12/2015 | 4,901 | 5,191 | |||||||||||
3128GWFN3 | FHLMC GOLD | 5.00 | 11/15/2015 | 3,938 | 4,173 | |||||||||||
3128GWHH4 | FHLMC GOLD | 5.00 | 11/13/2015 | 3,485 | 3,692 | |||||||||||
3128GWJG4 | FHLMC GOLD | 5.00 | 11/29/2015 | 10,478 | 11,098 | |||||||||||
3128GWK31 | FHLMC GOLD | 5.00 | 11/14/2015 | 4,477 | 4,742 | |||||||||||
3128GWK56 | FHLMC GOLD | 5.00 | 11/29/2015 | 5,277 | 5,590 | |||||||||||
3128GWMS4 | FHLMC GOLD | 5.00 | 11/29/2015 | 2,985 | 3,163 | |||||||||||
3128GWP85 | FHLMC GOLD | 5.00 | 11/27/2015 | 2,895 | 3,068 | |||||||||||
3128GWQ27 | FHLMC GOLD | 5.00 | 11/29/2015 | 7,259 | 7,688 | |||||||||||
3128GWQ92 | FHLMC GOLD | 5.00 | 11/29/2015 | 6,293 | 6,666 | |||||||||||
3128GWQN1 | FHLMC GOLD | 5.00 | 11/27/2015 | 5,632 | 5,965 | |||||||||||
3128GWQY7 | FHLMC GOLD | 5.00 | 11/29/2015 | 2,493 | 2,642 | |||||||||||
3128GWR42 | FHLMC GOLD | 5.00 | 11/29/2015 | 7,225 | 7,652 | |||||||||||
3128GWRF7 | FHLMC GOLD | 5.00 | 11/28/2015 | 3,313 | 3,509 | |||||||||||
3128GWV21 | FHLMC GOLD | 5.00 | 11/28/2015 | 6,612 | 7,003 | |||||||||||
3128GWVL9 | FHLMC GOLD | 5.00 | 11/27/2015 | 897 | 951 | |||||||||||
3128GWWM6 | FHLMC GOLD | 5.00 | 11/28/2015 | 782 | 828 | |||||||||||
3128GWXD5 | FHLMC GOLD | 5.00 | 11/27/2015 | 3,536 | 3,748 | |||||||||||
3128GWXW3 | FHLMC GOLD | 5.00 | 11/28/2015 | 5,801 | 6,144 | |||||||||||
3128GWYS1 | FHLMC GOLD | 5.00 | 11/29/2015 | 343 | 364 | |||||||||||
3128GWZQ4 | FHLMC GOLD | 5.00 | 11/27/2015 | 4,887 | 5,176 | |||||||||||
3128GX3H7 | FHLMC GOLD | 5.00 | 12/14/2015 | 5,641 | 5,975 | |||||||||||
3128GX5V4 | FHLMC GOLD | 5.00 | 12/12/2015 | 8,107 | 8,587 | |||||||||||
3128GXAX4 | FHLMC GOLD | 5.00 | 11/30/2015 | 13,706 | 14,518 | |||||||||||
3128GXBC9 | FHLMC GOLD | 5.00 | 11/29/2015 | 2,704 | 2,866 | |||||||||||
3128GXEA0 | FHLMC GOLD | 5.00 | 12/14/2015 | 4,745 | 5,026 | |||||||||||
3128GXEK8 | FHLMC GOLD | 5.00 | 12/13/2015 | 2,305 | 2,441 | |||||||||||
3128GXFT8 | FHLMC GOLD | 5.00 | 12/15/2015 | 7,248 | 7,677 | |||||||||||
3128GXHA7 | FHLMC GOLD | 5.00 | 12/16/2015 | 9,687 | 10,260 | |||||||||||
3128GXHQ2 | FHLMC GOLD | 5.00 | 12/13/2015 | 8,989 | 9,521 | |||||||||||
3128GXN36 | FHLMC GOLD | 5.00 | 12/14/2015 | 8,282 | 8,772 | |||||||||||
3128GY2H6 | FHLMC GOLD | 5.00 | 1/17/2016 | 7,497 | 7,943 | |||||||||||
3128GYF66 | FHLMC GOLD | 5.00 | 12/30/2015 | 1,901 | 1,937 | |||||||||||
3128GYG73 | FHLMC GOLD | 5.00 | 12/29/2015 | 8,815 | 9,338 | |||||||||||
3128GYKK9 | FHLMC GOLD | 5.00 | 12/30/2015 | 682 | 723 | |||||||||||
3128GYLX0 | FHLMC GOLD | 5.00 | 12/30/2015 | 772 | 779 | |||||||||||
3128GYNT7 | FHLMC GOLD | 5.00 | 1/16/2016 | 954 | 966 | |||||||||||
3128GYQC1 | FHLMC GOLD | 5.00 | 1/19/2016 | 7,015 | 7,431 | |||||||||||
3128GYS88 | FHLMC GOLD | 5.00 | 1/16/2016 | 262 | 264 | |||||||||||
3128GYTW4 | FHLMC GOLD | 5.00 | 1/17/2016 | 1,206 | 1,222 | |||||||||||
3128GYU44 | FHLMC GOLD | 5.00 | 1/16/2016 | 5,829 | 6,176 | |||||||||||
3128GYU51 | FHLMC GOLD | 5.00 | 1/17/2016 | 5,467 | 5,792 | |||||||||||
3128GYV35 | FHLMC GOLD | 5.00 | 1/18/2016 | 9,231 | 9,779 | |||||||||||
3128GYVB7 | FHLMC GOLD | 5.50 | 1/20/2016 | 34,315 | 36,650 | |||||||||||
3128GYVZ4 | FHLMC GOLD | 5.00 | 1/16/2016 | 7,352 | 7,789 | |||||||||||
3128GYZE7 | FHLMC GOLD | 5.00 | 1/16/2016 | 4,867 | 5,156 | |||||||||||
3128H22V4 | FHLMC GOLD | 5.00 | 2/20/2016 | 3,619 | 3,834 | |||||||||||
3128H25K5 | FHLMC GOLD | 5.00 | 2/18/2016 | 1,660 | 1,690 |
3128H26F5 | FHLMC GOLD | 5.00 | 2/2/2016 | 77 | 82 | |||||||||||
3128H26M0 | FHLMC GOLD | 5.50 | 2/5/2016 | 431,727 | 461,104 | |||||||||||
3128H26W8 | FHLMC GOLD | 5.50 | 1/19/2016 | 205,245 | 219,211 | |||||||||||
3128H27K3 | FHLMC GOLD | 5.00 | 2/19/2016 | 1,504 | 1,531 | |||||||||||
3128H2B69 | FHLMC GOLD | 5.00 | 1/16/2016 | 10,483 | 11,106 | |||||||||||
3128H2B77 | FHLMC GOLD | 5.00 | 1/19/2016 | 10,058 | 10,656 | |||||||||||
3128H2B85 | FHLMC GOLD | 5.00 | 1/17/2016 | 7,701 | 8,159 | |||||||||||
3128H2C84 | FHLMC GOLD | 5.00 | 1/17/2016 | 1,306 | 1,331 | |||||||||||
3128H2E41 | FHLMC GOLD | 5.00 | 2/3/2016 | 10,233 | 10,841 | |||||||||||
3128H2ED1 | FHLMC GOLD | 5.00 | 1/16/2016 | 17,237 | 18,261 | |||||||||||
3128H2EG4 | FHLMC GOLD | 5.00 | 1/19/2016 | 9,775 | 10,355 | |||||||||||
3128H2LV3 | FHLMC GOLD | 5.00 | 1/16/2016 | 7,946 | 8,418 | |||||||||||
3128H2LY7 | FHLMC GOLD | 5.00 | 2/4/2016 | 5,270 | 5,584 | |||||||||||
3128H2QV8 | FHLMC GOLD | 5.00 | 2/3/2016 | 12,295 | 13,026 | |||||||||||
3128H2T86 | FHLMC GOLD | 5.00 | 2/3/2016 | 428 | 454 | |||||||||||
3128H2TF0 | FHLMC GOLD | 5.00 | 2/3/2016 | 10,680 | 11,315 | |||||||||||
3128H2TJ2 | FHLMC GOLD | 5.00 | 2/3/2016 | 2,049 | 2,093 | |||||||||||
3128H2TW3 | FHLMC GOLD | 5.00 | 2/5/2016 | 8,690 | 9,206 | |||||||||||
3128H2VW0 | FHLMC GOLD | 5.00 | 2/3/2016 | 12,150 | 12,872 | |||||||||||
3128H2YM9 | FHLMC GOLD | 5.00 | 2/5/2016 | 2,010 | 2,130 | |||||||||||
3128H2YN7 | FHLMC GOLD | 5.00 | 2/2/2016 | 3,150 | 3,345 | |||||||||||
3128H2YS6 | FHLMC GOLD | 5.00 | 2/6/2016 | 4,319 | 4,586 | |||||||||||
3128H2ZJ5 | FHLMC GOLD | 5.00 | 2/3/2016 | 3,839 | 4,068 | |||||||||||
3128H2ZT3 | FHLMC GOLD | 5.00 | 2/19/2016 | 3,715 | 3,938 | |||||||||||
3128H2ZU0 | FHLMC GOLD | 5.00 | 2/20/2016 | 8,774 | 9,295 | |||||||||||
3128H32W0 | FHLMC GOLD | 5.00 | 2/20/2016 | 4,595 | 4,867 | |||||||||||
3128H3C25 | FHLMC GOLD | 5.00 | 2/20/2016 | 1,299 | 1,323 | |||||||||||
3128H3CD1 | FHLMC GOLD | 5.00 | 2/20/2016 | 2,924 | 3,098 | |||||||||||
3128H3FG1 | FHLMC GOLD | 5.00 | 2/21/2016 | 5,703 | 6,042 | |||||||||||
3128H3MN8 | FHLMC GOLD | 5.00 | 2/21/2016 | 11,538 | 12,224 | |||||||||||
3128H3N72 | FHLMC GOLD | 5.00 | 2/19/2016 | 3,151 | 3,346 | |||||||||||
3128H3RY9 | FHLMC GOLD | 5.00 | 3/4/2016 | 11,646 | 12,337 | |||||||||||
3128H3S36 | FHLMC GOLD | 5.00 | 2/22/2016 | 4,604 | 4,877 | |||||||||||
3128H3SZ5 | FHLMC GOLD | 5.00 | 3/7/2016 | 6,223 | 6,593 | |||||||||||
3128H3V65 | FHLMC GOLD | 5.00 | 3/5/2016 | 2,343 | 2,402 | |||||||||||
3128H3WF4 | FHLMC GOLD | 5.00 | 2/20/2016 | 4,943 | 5,236 | |||||||||||
3128H3XU0 | FHLMC GOLD | 5.00 | 3/5/2016 | 5,608 | 5,955 | |||||||||||
3128H45V7 | FHLMC GOLD | 5.00 | 3/24/2016 | 7,610 | 8,062 | |||||||||||
3128H4J59 | FHLMC GOLD | 5.00 | 3/22/2016 | 5,094 | 5,397 | |||||||||||
3128H4JG5 | FHLMC GOLD | 5.00 | 3/7/2016 | 5,506 | 5,846 | |||||||||||
3128H4JT7 | FHLMC GOLD | 5.00 | 3/21/2016 | 10,771 | 11,411 | |||||||||||
3128H5JX5 | FHLMC GOLD | 5.00 | 4/9/2016 | 10,069 | 10,667 | |||||||||||
3128H5RP3 | FHLMC GOLD | 5.00 | 4/9/2016 | 5,407 | 5,740 | |||||||||||
3128H5TK2 | FHLMC GOLD | 5.00 | 4/8/2016 | 13,825 | 14,647 | |||||||||||
3128H6BG8 | FHLMC GOLD | 5.00 | 4/10/2016 | 12,442 | 13,181 | |||||||||||
3128H6CZ5 | FHLMC GOLD | 5.00 | 4/8/2016 | 9,070 | 9,608 | |||||||||||
3128H6FR0 | FHLMC GOLD | 5.00 | 4/23/2016 | 8,466 | 8,969 | |||||||||||
3128H6FU3 | FHLMC GOLD | 5.00 | 4/24/2016 | 5,718 | 6,071 | |||||||||||
3128H6WU4 | FHLMC GOLD | 5.50 | 4/28/2016 | 109,607 | 118,317 | |||||||||||
3128H6XM1 | FHLMC GOLD | 5.00 | 4/25/2016 | 2,259 | 2,394 | |||||||||||
3128H6ZC1 | FHLMC GOLD | 5.50 | 4/11/2016 | 39,740 | 42,897 | |||||||||||
3128H77K2 | FHLMC GOLD | 5.50 | 6/5/2016 | 130,169 | 140,513 | |||||||||||
3128JLDM8 | FHLMC | 2.54 | 9/3/2024 | 146,328 | 153,829 | |||||||||||
3128JLEY1 | FHLMC | 2.62 | 9/13/2024 | 228,466 | 244,997 | |||||||||||
3128JLHB8 | FHLMC | 2.65 | 9/16/2024 | 46,084 | 47,663 | |||||||||||
3128JMW45 | FHLMC | 2.98 | 7/7/2025 | 61,181 | 64,512 | |||||||||||
3128JMY68 | FHLMC | 2.89 | 6/26/2025 | 77,860 | 84,711 | |||||||||||
3128JMZG5 | FHLMC | 2.88 | 6/25/2025 | 116,498 | 121,852 | |||||||||||
3128JNAL9 | FHLMC | 2.78 | 8/5/2025 | 138,369 | 147,093 | |||||||||||
3128JRP26 | FHLMC | 2.69 | 11/14/2024 | 1,473,426 | 1,540,580 | |||||||||||
3128K17K1 | FHLMC GOLD | 5.00 | 3/28/2027 | 1,577,676 | 1,698,794 | |||||||||||
3128K9KT0 | FHLMC GOLD | 5.50 | 6/22/2027 | 56,621 | 61,169 | |||||||||||
3128KA4Z1 | FHLMC GOLD | 6.00 | 10/12/2027 | 43,765 | 47,639 | |||||||||||
3128KALC3 | FHLMC GOLD | 6.00 | 10/20/2027 | 3,948 | 4,290 | |||||||||||
3128KE5H2 | FHLMC GOLD | 6.50 | 3/30/2028 | 114,036 | 126,628 |
3128KJ6T4 | FHLMC GOLD | 6.00 | 4/3/2028 | 190,534 | 207,040 | |||||||||||
3128KLSB4 | FHLMC GOLD | 5.00 | 1/6/2028 | 532,925 | 573,363 | |||||||||||
3128KU3J4 | FHLMC GOLD | 6.00 | 8/16/2028 | 136,089 | 147,883 | |||||||||||
3128KULK1 | FHLMC GOLD | 6.00 | 8/17/2028 | 3,273 | 3,557 | |||||||||||
3128KVAR6 | FHLMC GOLD | 6.50 | 11/2/2028 | 66,438 | 73,796 | |||||||||||
3128KWBZ5 | FHLMC GOLD | 6.00 | 9/8/2028 | 9,011 | 10,030 | |||||||||||
3128KWFX6 | FHLMC GOLD | 6.00 | 10/16/2028 | 18,083 | 20,128 | |||||||||||
3128KWFY4 | FHLMC GOLD | 6.00 | 11/5/2028 | 19,441 | 21,640 | |||||||||||
3128KWH30 | FHLMC GOLD | 6.00 | 10/16/2028 | 36,396 | 39,544 | |||||||||||
3128KWMW0 | FHLMC GOLD | 6.00 | 11/24/2028 | 218,900 | 238,401 | |||||||||||
3128KWT29 | FHLMC GOLD | 6.00 | 10/16/2028 | 14,410 | 16,039 | |||||||||||
3128KWT78 | FHLMC GOLD | 6.00 | 10/29/2028 | 26,701 | 28,979 | |||||||||||
3128KWTK9 | FHLMC GOLD | 6.00 | 11/24/2028 | 23,719 | 26,402 | |||||||||||
3128KWTP8 | FHLMC GOLD | 6.00 | 11/5/2028 | 17,673 | 19,672 | |||||||||||
3128KWTZ6 | FHLMC GOLD | 6.00 | 9/27/2028 | 16,326 | 18,172 | |||||||||||
3128KYXE4 | FHLMC GOLD | 6.00 | 6/13/2028 | 14,225 | 15,833 | |||||||||||
3128L0SP8 | FHLMC GOLD | 6.00 | 11/19/2028 | 6,519 | 7,100 | |||||||||||
3128L0SR4 | FHLMC GOLD | 6.00 | 11/27/2028 | 205,827 | 224,553 | |||||||||||
3128L1WN6 | FHLMC GOLD | 5.50 | 11/7/2028 | 185,881 | 200,812 | |||||||||||
3128L1WP1 | FHLMC GOLD | 6.00 | 1/8/2029 | 37,383 | 40,616 | |||||||||||
3128LAFP0 | FHLMC GOLD | 6.00 | 1/23/2029 | 836,769 | 909,202 | |||||||||||
3128LXUJ7 | FHLMC GOLD | 6.00 | 3/10/2028 | 164,481 | 178,730 | |||||||||||
3128M4GD9 | FHLMC GOLD | 6.00 | 4/25/2028 | 49,467 | 53,752 | |||||||||||
3128M4XA6 | FHLMC GOLD | 5.50 | 6/4/2028 | 1,515,841 | 1,645,276 | |||||||||||
3128M4YR8 | FHLMC GOLD | 6.00 | 9/2/2028 | 130,508 | 141,796 | |||||||||||
3128M4ZG1 | FHLMC GOLD | 6.00 | 7/30/2028 | 2,261 | 2,517 | |||||||||||
3128M5GA2 | FHLMC GOLD | 6.00 | 10/16/2028 | 390,356 | 424,120 | |||||||||||
3128M5J27 | FHLMC GOLD | 6.00 | 12/23/2028 | 248,089 | 270,189 | |||||||||||
3128M5NP1 | FHLMC GOLD | 6.00 | 12/11/2028 | 2,670 | 2,901 | |||||||||||
3128M5R93 | FHLMC GOLD | 5.50 | 12/4/2028 | 26,021 | 28,111 | |||||||||||
3128M5RA0 | FHLMC GOLD | 6.00 | 1/14/2029 | 14,946 | 16,239 | |||||||||||
3128M6AV0 | FHLMC GOLD | 5.50 | 12/13/2028 | 56,944 | 61,533 | |||||||||||
3128M6JM1 | FHLMC GOLD | 5.00 | 12/18/2028 | 10,459,669 | 11,258,864 | |||||||||||
3128M6SA7 | FHLMC GOLD | 6.00 | 7/9/2029 | 468,646 | 509,213 | |||||||||||
3128M6SN9 | FHLMC GOLD | 5.00 | 9/9/2027 | 1,332,133 | 1,434,401 | |||||||||||
3128M6UB2 | FHLMC GOLD | 6.00 | 4/26/2029 | 51,824 | 57,691 | |||||||||||
3128M7AZ9 | FHLMC GOLD | 6.00 | 9/14/2029 | 140,679 | 156,606 | |||||||||||
3128M7NR3 | FHLMC GOLD | 5.00 | 8/13/2029 | 1,197,990 | 1,289,987 | |||||||||||
3128M7PN0 | FHLMC GOLD | 5.00 | 9/13/2029 | 641,778 | 707,339 | |||||||||||
3128M7QZ2 | FHLMC GOLD | 5.00 | 5/16/2029 | 1,062,767 | 1,144,356 | |||||||||||
3128M83K8 | FHLMC GOLD | 4.50 | 12/10/2030 | 13,056,737 | 13,902,589 | |||||||||||
3128M8AV6 | FHLMC GOLD | 5.50 | 2/21/2030 | 3,529,659 | 3,814,056 | |||||||||||
3128M8CY8 | FHLMC GOLD | 5.00 | 7/18/2030 | 1,933,140 | 2,080,846 | |||||||||||
3128M8HQ0 | FHLMC GOLD | 4.00 | 2/21/2030 | 420,551 | 439,617 | |||||||||||
3128M8TX2 | FHLMC GOLD | 6.00 | 1/1/2029 | 1,234,654 | 1,341,613 | |||||||||||
3128M8VG6 | FHLMC GOLD | 4.00 | 5/18/2030 | 4,234,739 | 4,442,182 | |||||||||||
3128M9CM2 | FHLMC GOLD | 4.00 | 2/27/2019 | 780,876 | 816,405 | |||||||||||
3128M9H88 | FHLMC GOLD | 4.00 | 5/19/2031 | 681,131 | 712,122 | |||||||||||
3128MCUW3 | FHLMC GOLD | 4.00 | 5/30/2020 | 3,953,548 | 4,187,491 | |||||||||||
3128MJH94 | FHLMC GOLD | 5.00 | 9/6/2028 | 811,860 | 873,893 | |||||||||||
3128MJM98 | FHLMC GOLD | 4.00 | 6/20/2029 | 770,703 | 805,566 | |||||||||||
3128MJP95 | FHLMC GOLD | 4.50 | 8/4/2030 | 1,227,839 | 1,307,587 | |||||||||||
3128MJQD5 | FHLMC GOLD | 4.50 | 8/22/2030 | 887,707 | 945,364 | |||||||||||
3128MJRD4 | FHLMC GOLD | 4.00 | 12/15/2030 | 179,872 | 188,056 | |||||||||||
3128MJS43 | FHLMC GOLD | 3.50 | 6/28/2031 | 1,774,306 | 1,802,677 | |||||||||||
3128MMAC7 | FHLMC GOLD | 5.00 | 10/21/2016 | 293,210 | 311,407 | |||||||||||
3128MMM67 | FHLMC GOLD | 3.50 | 6/30/2020 | 486,104 | 511,923 | |||||||||||
3128MMNX7 | FHLMC GOLD | 3.50 | 11/4/2020 | 6,507,324 | 6,852,956 | |||||||||||
3128MMQ55 | FHLMC GOLD | 2.50 | 10/1/2021 | 497,176 | 500,270 | |||||||||||
3128NCBH6 | FHLMC | 2.23 | 5/3/2025 | 236,573 | 244,227 | |||||||||||
3128P7JE4 | FHLMC GOLD | 5.00 | 12/9/2021 | 6,274 | 6,758 | |||||||||||
3128P7JH7 | FHLMC GOLD | 5.00 | 12/14/2021 | 119,853 | 129,088 | |||||||||||
3128PR7G8 | FHLMC GOLD | 4.00 | 3/4/2020 | 982,041 | 1,040,152 | |||||||||||
3128PRVD8 | FHLMC GOLD | 4.00 | 2/16/2020 | 664,306 | 703,615 | |||||||||||
3128PRWU9 | FHLMC GOLD | 4.00 | 3/4/2020 | 812,833 | 860,930 |
3128PRZ85 | FHLMC GOLD | 4.00 | 3/5/2020 | 394,554 | 417,901 | |||||||||||
3128PSBA4 | FHLMC GOLD | 4.00 | 3/21/2020 | 1,580,306 | 1,673,817 | |||||||||||
3128PUGE6 | FHLMC GOLD | 3.50 | 6/11/2020 | 656,383 | 691,247 | |||||||||||
3128PUQT2 | FHLMC GOLD | 3.50 | 7/27/2020 | 655,760 | 690,590 | |||||||||||
3128PURZ7 | FHLMC GOLD | 3.50 | 7/24/2020 | 789,268 | 831,189 | |||||||||||
3128PUVC3 | FHLMC GOLD | 3.50 | 7/20/2020 | 582,466 | 613,403 | |||||||||||
3128PUVP4 | FHLMC GOLD | 3.50 | 7/24/2020 | 482,479 | 508,105 | |||||||||||
3128PUW73 | FHLMC GOLD | 3.50 | 8/8/2020 | 800,147 | 842,646 | |||||||||||
3128PUXF4 | FHLMC GOLD | 3.50 | 7/20/2020 | 455,602 | 479,801 | |||||||||||
3128PVBD1 | FHLMC GOLD | 4.00 | 9/7/2020 | 612,034 | 649,201 | |||||||||||
3128PVCG3 | FHLMC GOLD | 4.00 | 8/30/2020 | 613,610 | 650,873 | |||||||||||
3128PWV21 | FHLMC GOLD | 3.00 | 10/16/2020 | 3,980,460 | 4,116,638 | |||||||||||
3128PWWS3 | FHLMC GOLD | 3.00 | 10/3/2020 | 2,410,999 | 2,493,482 | |||||||||||
312906J50 | FHLMC | 8.50 | 9/17/2016 | 43,853 | 48,819 | |||||||||||
312929CM2 | FHLMC GOLD | 6.00 | 9/16/2029 | 6,062 | 6,748 | |||||||||||
31292K4D6 | FHLMC GOLD | 4.00 | 12/3/2029 | 788,059 | 823,707 | |||||||||||
31292KJH1 | FHLMC GOLD | 6.00 | 8/5/2028 | 1,124 | 1,252 | |||||||||||
31292LF67 | FHLMC GOLD | 4.00 | 12/26/2030 | 313,797 | 328,024 | |||||||||||
31292LL60 | FHLMC GOLD | 3.50 | 10/18/2030 | 2,511,584 | 2,551,784 | |||||||||||
31292SAD2 | FHLMC GOLD | 3.50 | 11/13/2030 | 1,229,079 | 1,248,666 | |||||||||||
312930LH1 | FHLMC GOLD | 6.00 | 11/8/2029 | 10,908 | 12,143 | |||||||||||
312930LQ1 | FHLMC GOLD | 6.00 | 12/5/2029 | 26,883 | 29,926 | |||||||||||
312930RC6 | FHLMC GOLD | 6.00 | 10/3/2029 | 14,707 | 16,377 | |||||||||||
312930RV4 | FHLMC GOLD | 6.00 | 9/25/2029 | 7,454 | 8,298 | |||||||||||
312930TB6 | FHLMC GOLD | 6.00 | 10/22/2029 | 7,377 | 8,215 | |||||||||||
312931D62 | FHLMC GOLD | 4.00 | 1/4/2029 | 135,857 | 141,966 | |||||||||||
312931GN2 | FHLMC GOLD | 6.00 | 11/9/2029 | 12,221 | 13,404 | |||||||||||
312931TJ7 | FHLMC GOLD | 5.00 | 6/7/2029 | 1,493,298 | 1,623,091 | |||||||||||
312932CX2 | FHLMC GOLD | 4.50 | 2/27/2029 | 1,333,821 | 1,428,901 | |||||||||||
312932ZE9 | FHLMC GOLD | 5.00 | 6/30/2029 | 56,512 | 62,498 | |||||||||||
312933F41 | FHLMC GOLD | 4.50 | 3/28/2029 | 440,116 | 468,223 | |||||||||||
3129345K4 | FHLMC GOLD | 5.00 | 9/1/2029 | 123,126 | 135,704 | |||||||||||
312934CX8 | FHLMC GOLD | 4.00 | 1/29/2029 | 661,542 | 691,291 | |||||||||||
312934ML3 | FHLMC GOLD | 4.00 | 3/3/2029 | 19,969 | 20,867 | |||||||||||
312934PJ5 | FHLMC GOLD | 5.00 | 8/5/2029 | 70,022 | 77,440 | |||||||||||
312934R38 | FHLMC GOLD | 5.00 | 7/20/2029 | 48,870 | 54,047 | |||||||||||
312934SQ6 | FHLMC GOLD | 4.00 | 3/15/2029 | 41,929 | 43,815 | |||||||||||
312935AT6 | FHLMC GOLD | 5.00 | 8/18/2029 | 118,219 | 130,295 | |||||||||||
312935KY4 | FHLMC GOLD | �� | 4.50 | 5/20/2029 | 174,197 | 187,677 | ||||||||||
312935LV9 | FHLMC GOLD | 4.50 | 6/5/2029 | 135,467 | 144,298 | |||||||||||
312935MV8 | FHLMC GOLD | 4.50 | 6/14/2029 | 1,221,834 | 1,302,634 | |||||||||||
312936LH8 | FHLMC GOLD | 5.00 | 10/7/2029 | 227,127 | 244,554 | |||||||||||
312936LM7 | FHLMC GOLD | 5.00 | 10/3/2029 | 367,360 | 404,887 | |||||||||||
3129385D1 | FHLMC GOLD | 5.00 | 11/17/2029 | 64,931 | 70,946 | |||||||||||
312938TU7 | FHLMC GOLD | 5.00 | 12/6/2029 | 505,647 | 550,007 | |||||||||||
312941TK3 | FHLMC GOLD | 4.00 | 1/9/2030 | 864,475 | 905,940 | |||||||||||
312942F83 | FHLMC GOLD | 4.00 | 12/5/2029 | 1,101,505 | 1,154,339 | |||||||||||
312942L52 | FHLMC GOLD | 4.50 | 2/25/2030 | 981,418 | 1,044,997 | |||||||||||
312943HT3 | FHLMC GOLD | 4.00 | 1/19/2030 | 10,923,174 | 11,426,396 | |||||||||||
312943LY7 | FHLMC GOLD | 4.00 | 12/27/2029 | 329,666 | 345,478 | |||||||||||
312943UJ0 | FHLMC GOLD | 4.00 | 9/27/2029 | 35,436 | 37,039 | |||||||||||
312943Y31 | FHLMC GOLD | 4.00 | 2/15/2030 | 1,427,843 | 1,493,623 | |||||||||||
312943ZY2 | FHLMC GOLD | 4.00 | 3/23/2030 | 654,798 | 684,417 | |||||||||||
312944BJ9 | FHLMC GOLD | 4.00 | 12/16/2029 | 2,944,077 | 3,078,005 | |||||||||||
312944BN0 | FHLMC GOLD | 4.00 | 1/7/2030 | 1,845,875 | 1,930,099 | |||||||||||
312944PJ4 | FHLMC GOLD | 4.00 | 1/3/2030 | 567,826 | 593,511 | |||||||||||
3129455Y0 | FHLMC GOLD | 4.50 | 12/11/2026 | 257,727 | 274,466 | |||||||||||
3129456C7 | FHLMC GOLD | 4.00 | 3/22/2030 | 1,003,108 | 1,048,586 | |||||||||||
312945NC8 | FHLMC GOLD | 4.00 | 1/24/2030 | 1,407,324 | 1,470,984 | |||||||||||
312945ZD3 | FHLMC GOLD | 4.00 | 2/21/2030 | 253,810 | 265,317 | |||||||||||
312946FN1 | FHLMC GOLD | 4.50 | 6/5/2030 | 1,307,659 | 1,392,592 | |||||||||||
312946GL4 | FHLMC GOLD | 4.00 | 3/26/2030 | 288,827 | 301,922 | |||||||||||
312946JE7 | FHLMC GOLD | 4.50 | 12/25/2026 | 427,856 | 455,646 | |||||||||||
312946X35 | FHLMC GOLD | 4.50 | 2/2/2027 | 1,775,194 | 1,890,493 | |||||||||||
31294KDZ5 | FHLMC GOLD | 5.00 | 4/16/2015 | 599 | 634 |
31294KFJ9 | FHLMC GOLD | 5.00 | 5/17/2015 | 662 | 701 | |||||||||||
31294KHD0 | FHLMC GOLD | 5.00 | 7/5/2015 | 2,382 | 2,523 | |||||||||||
31294KHL2 | FHLMC GOLD | 5.00 | 7/20/2015 | 3,627 | 3,841 | |||||||||||
31294KJT3 | FHLMC GOLD | 5.00 | 8/22/2015 | 1,632 | 1,730 | |||||||||||
31294KKU8 | FHLMC GOLD | 5.00 | 10/27/2015 | 2,045 | 2,166 | |||||||||||
31294MAK7 | FHLMC GOLD | 4.00 | 4/2/2020 | 465,075 | 492,595 | |||||||||||
31294MJP7 | FHLMC GOLD | 3.50 | 11/7/2020 | 2,651,278 | 2,792,099 | |||||||||||
31294NSD2 | FHLMC GOLD | 2.50 | 4/27/2021 | 10,742,074 | 10,808,746 | |||||||||||
312962CQ4 | FHLMC GOLD | 5.00 | 4/24/2016 | 3,419 | 3,623 | |||||||||||
312962CT8 | FHLMC GOLD | 5.00 | 4/24/2016 | 397 | 401 | |||||||||||
312962KD4 | FHLMC GOLD | 5.50 | 5/30/2016 | 53,363 | 57,603 | |||||||||||
312962KT9 | FHLMC GOLD | 5.00 | 5/26/2016 | 6,230 | 6,615 | |||||||||||
312962MD2 | FHLMC GOLD | 5.00 | 6/12/2016 | 12,805 | 13,566 | |||||||||||
312962Q63 | FHLMC GOLD | 5.50 | 6/2/2016 | 8,912 | 9,620 | |||||||||||
312962UW1 | FHLMC GOLD | 5.50 | 6/17/2016 | 552,566 | 596,474 | |||||||||||
312963VY4 | FHLMC GOLD | 5.50 | 7/7/2016 | 176,476 | 190,499 | |||||||||||
312963WH0 | FHLMC GOLD | 5.50 | 7/5/2016 | 13,896 | 15,000 | |||||||||||
312963ZG9 | FHLMC GOLD | 5.50 | 6/17/2016 | 16,551 | 17,866 | |||||||||||
3129642B4 | FHLMC GOLD | 5.50 | 8/22/2016 | 36,042 | 39,000 | |||||||||||
312964KG3 | FHLMC GOLD | 5.00 | 8/3/2016 | 1,551 | 1,574 | |||||||||||
312964WX3 | FHLMC GOLD | 5.50 | 6/1/2016 | 253,265 | 273,390 | |||||||||||
312965QA7 | FHLMC GOLD | 5.50 | 6/17/2016 | 102,394 | 110,531 | |||||||||||
312966WU4 | FHLMC GOLD | 5.50 | 9/26/2016 | 910,832 | 985,588 | |||||||||||
312968QL7 | FHLMC GOLD | 5.50 | 7/4/2016 | 835,403 | 892,249 | |||||||||||
31296NEK9 | FHLMC GOLD | 5.00 | 7/16/2025 | 1,253,146 | 1,354,642 | |||||||||||
31296QYE4 | FHLMC GOLD | 6.00 | 1/16/2026 | 4,211 | 4,665 | |||||||||||
31296SBH8 | FHLMC GOLD | 6.00 | 1/2/2026 | 6,189 | 6,856 | |||||||||||
31297SFC4 | FHLMC GOLD | 5.50 | 1/9/2027 | 48,525 | 52,566 | |||||||||||
31297US50 | FHLMC GOLD | 5.50 | 1/23/2027 | 59,986 | 64,982 | |||||||||||
3132FCBT1 | FHLMC GOLD | 5.00 | 7/17/2027 | 1,000,000 | 1,077,401 | |||||||||||
3132GDC67 | FHLMC GOLD | 4.00 | 4/5/2030 | 380,217 | 397,454 | |||||||||||
3132GDRC8 | FHLMC GOLD | 4.50 | 1/30/2027 | 2,238,430 | 2,383,816 | |||||||||||
3132GDS86 | FHLMC GOLD | 4.50 | 8/13/2030 | 3,485,268 | 3,711,637 | |||||||||||
3132GE6P0 | FHLMC GOLD | 5.00 | 12/24/2030 | 527,554 | 574,092 | |||||||||||
3132GJ3K3 | FHLMC GOLD | 4.00 | 8/18/2030 | 1,121,881 | 1,172,743 | |||||||||||
3132GLCK8 | FHLMC GOLD | 4.00 | 9/26/2030 | 920,007 | 961,717 | |||||||||||
3132GLLL6 | FHLMC GOLD | 4.00 | 8/28/2030 | 407,082 | 425,586 | |||||||||||
3132GLUA0 | FHLMC GOLD | 4.00 | 10/18/2030 | 1,741,198 | 1,820,138 | |||||||||||
3132GLWW0 | FHLMC GOLD | 4.00 | 9/20/2030 | 294,570 | 307,925 | |||||||||||
3132GMHA3 | FHLMC GOLD | 3.50 | 7/22/2030 | 1,645,592 | 1,671,816 | |||||||||||
3132GMJN3 | FHLMC GOLD | 4.00 | 10/15/2030 | 397,396 | 415,462 | |||||||||||
3132GRLZ2 | FHLMC GOLD | 4.00 | 11/10/2030 | 229,166 | 239,775 | |||||||||||
3132GRN80 | FHLMC GOLD | 4.00 | 10/27/2030 | 666,563 | 696,866 | |||||||||||
3132GUKK9 | FHLMC GOLD | 3.50 | 10/23/2030 | 3,290,517 | 3,342,955 | |||||||||||
3132GUX90 | FHLMC GOLD | 3.50 | 11/8/2030 | 1,464,813 | 1,488,316 | |||||||||||
3132HM5D9 | FHLMC GOLD | 3.50 | 1/12/2031 | 1,066,136 | 1,083,126 | |||||||||||
3132HQEQ1 | FHLMC GOLD | 3.00 | 9/12/2030 | 481,143 | 468,658 | |||||||||||
3132HQFE7 | FHLMC GOLD | 4.00 | 5/23/2031 | 221,277 | 231,945 | |||||||||||
3132HQRK0 | FHLMC GOLD | 3.00 | 12/17/2030 | 239,893 | 233,668 | |||||||||||
3132J9JD1 | FHLMC GOLD | 3.00 | 3/13/2031 | 1,714,645 | 1,670,085 | |||||||||||
31342A6F1 | FHLMC | 2.41 | 8/17/2024 | 274,969 | 289,898 | |||||||||||
31349UCW6 | FHLMC | 2.28 | 3/17/2025 | 130,906 | 138,808 | |||||||||||
31349UEJ3 | FHLMC | 2.38 | 4/18/2025 | 227,545 | 240,520 | |||||||||||
31349ULB2 | FHLMC | 2.40 | 6/13/2025 | 234,628 | 250,107 | |||||||||||
31349UMF2 | FHLMC | 2.38 | 6/28/2025 | 359,615 | 375,293 | |||||||||||
313602YQ1 | FANNIE MAE FNMA_89-44 | 9.00 | 2/19/2016 | 37,831 | 41,732 | |||||||||||
3136A77K2 | FNMA | 2.80 | 10/21/2015 | 1,185,116 | 1,157,070 | |||||||||||
31371LHQ5 | FNMA | 4.00 | 11/25/2013 | 2,731 | 2,740 | |||||||||||
31371LNH8 | FNMA | 4.00 | 1/25/2014 | 2,643 | 2,667 | |||||||||||
31371LZJ1 | FNMA | 4.00 | 6/13/2014 | 62,627 | 64,240 | |||||||||||
31371M5M5 | FNMA | 5.50 | 2/26/2028 | 105,993 | 115,220 | |||||||||||
31371MEP8 | FNMA | 5.00 | 12/15/2026 | 4,211 | 4,557 | |||||||||||
31371MG92 | FNMA | 4.00 | 10/16/2014 | 25,889 | 26,939 | |||||||||||
31371N4F9 | FNMA | 6.00 | 7/11/2022 | 176,603 | 193,874 | |||||||||||
31371NP25 | FNMA | 5.50 | 11/11/2028 | 391,426 | 425,391 |
31371NVX0 | FNMA | 5.00 | 8/19/2028 | 907,802 | 981,986 | |||||||||||
31379T6G4 | FNMA | 5.00 | 12/25/2013 | 672 | 676 | |||||||||||
3137A83K2 | FHR_3820D DA | 4.00 | 9/26/2016 | 17,859,009 | 19,139,678 | |||||||||||
3137AEH65 | FHLMC_3917 | 0.68 | 2/12/2016 | 1,926,438 | 1,927,235 | |||||||||||
3137AEV77 | FHLMC | 2.70 | 3/26/2018 | 8,300,000 | 8,589,089 | |||||||||||
3137ANMN2 | FHLMC MULTIFAMILY STRUCTURED P | 2.22 | 11/19/2018 | 500,000 | 503,421 | |||||||||||
3137B1UG5 | FHLMC | 2.64 | 12/5/2022 | 7,400,000 | 7,039,176 | |||||||||||
31381QFF8 | FNMA | 3.75 | 2/21/2016 | 8,326,148 | 8,943,174 | |||||||||||
31385RB58 | FNMA | 8.50 | 1/20/2024 | 735,380 | 766,777 | |||||||||||
31385XK48 | FNMA | 2.35 | 6/16/2024 | 162,014 | 168,123 | |||||||||||
31388XVV3 | FNMA | 2.20 | 6/16/2024 | 4,599,129 | 4,749,104 | |||||||||||
31389EVA0 | FNMA | 6.50 | 6/17/2015 | 496,757 | 528,563 | |||||||||||
31389EVB8 | FNMA | 6.50 | 6/17/2015 | 748,854 | 799,687 | |||||||||||
3138A1B91 | FNMA | 4.50 | 7/10/2030 | 498,317 | 533,630 | |||||||||||
3138A1BA8 | FNMA | 4.00 | 2/23/2030 | 2,010,307 | 2,108,577 | |||||||||||
3138A1CT6 | FNMA | 4.00 | 2/23/2026 | 63,087 | 66,171 | |||||||||||
3138A1HR5 | FNMA | 4.00 | 1/10/2030 | 1,549,030 | 1,626,624 | |||||||||||
3138A1K59 | FNMA | 4.00 | 1/28/2030 | 182,899 | 191,817 | |||||||||||
3138A1MA6 | FNMA | 4.00 | 3/9/2030 | 226,212 | 237,270 | |||||||||||
3138A1SU6 | FNMA | 4.00 | 2/8/2030 | 215,224 | 225,774 | |||||||||||
3138A2CK3 | FNMA | 4.00 | 6/8/2020 | 2,025,935 | 2,152,208 | |||||||||||
3138A2DD8 | FNMA | 4.00 | 1/22/2030 | 38,915 | 40,812 | |||||||||||
3138A2FJ3 | FNMA | 4.00 | 6/10/2020 | 105,661 | 112,247 | |||||||||||
3138A2HF9 | FNMA | 4.00 | 3/2/2030 | 649,679 | 681,525 | |||||||||||
3138A2HG7 | FNMA | 4.00 | 2/19/2030 | 381,314 | 399,905 | |||||||||||
3138A2PD5 | FNMA | 3.50 | 6/2/2020 | 2,856,018 | 3,015,931 | |||||||||||
3138A2ZZ5 | FNMA | 4.00 | 7/18/2030 | 646,036 | 677,616 | |||||||||||
3138A3BH9 | FNMA | 4.00 | 1/22/2030 | 599,626 | 628,861 | |||||||||||
3138A3DJ3 | FNMA | 4.00 | 8/2/2020 | 139,091 | 147,794 | |||||||||||
3138A3VB0 | FNMA | 4.00 | 2/3/2030 | 3,331,395 | 3,499,076 | |||||||||||
3138A3WC7 | FNMA | 4.00 | 3/9/2030 | 214,543 | 225,064 | |||||||||||
3138A4CC7 | FNMA | 4.00 | 7/18/2030 | 110,078 | 115,459 | |||||||||||
3138A4J89 | FNMA | 4.00 | 3/10/2030 | 671,868 | 704,710 | |||||||||||
3138A4KH7 | FNMA | 4.00 | 2/3/2030 | 57,640 | 60,450 | |||||||||||
3138A4NR2 | FNMA | 4.00 | 2/19/2030 | 22,673 | 23,782 | |||||||||||
3138A4PA7 | FNMA | 4.00 | 3/10/2030 | 31,745 | 33,297 | |||||||||||
3138A54P4 | FNMA | 4.00 | 2/25/2030 | 119,081 | 124,902 | |||||||||||
3138A5RN4 | FNMA | 4.00 | 7/15/2020 | 48,339 | 51,364 | |||||||||||
3138A5YL0 | FNMA | 4.50 | 6/11/2030 | 309,153 | 330,437 | |||||||||||
3138A6E97 | FNMA | 4.00 | 2/27/2030 | 491,213 | 515,225 | |||||||||||
3138A6JV3 | FNMA | 4.00 | 2/10/2030 | 263,631 | 276,518 | |||||||||||
3138A6LD0 | FNMA | 5.00 | 9/17/2030 | 210,981 | 230,269 | |||||||||||
3138A6LJ7 | FNMA | 4.00 | 7/14/2020 | 10,379,638 | 11,029,087 | |||||||||||
3138A6RH5 | FNMA | 4.00 | 2/16/2030 | 19,116 | 20,050 | |||||||||||
3138A7FR4 | FNMA | 4.00 | 3/8/2030 | 289,268 | 303,408 | |||||||||||
3138A7G69 | FNMA | 4.00 | 7/13/2020 | 54,880 | 58,314 | |||||||||||
3138A7HY7 | FNMA | 3.50 | 12/2/2029 | 914,542 | 931,802 | |||||||||||
3138A7ZQ4 | FNMA | 4.00 | 4/4/2030 | 531,741 | 557,734 | |||||||||||
3138A8A48 | FNMA | 4.00 | 3/19/2030 | 633,707 | 664,684 | |||||||||||
3138A8E77 | FNMA | 4.00 | 3/10/2030 | 219,920 | 230,671 | |||||||||||
3138A8MD5 | FNMA | 4.00 | 3/12/2030 | 3,196,098 | 3,352,332 | |||||||||||
3138A8UL8 | FNMA | 4.50 | 6/24/2030 | 34,374 | 36,770 | |||||||||||
3138A9CZ5 | FNMA | 4.00 | 4/4/2030 | 3,470,608 | 3,644,186 | |||||||||||
3138A9N26 | FNMA | 4.00 | 3/14/2030 | 114,778 | 120,388 | |||||||||||
3138AA4M0 | FNMA | 4.50 | 7/7/2030 | 4,335,096 | 4,657,331 | |||||||||||
3138AAKX8 | FNMA | 4.00 | 4/28/2030 | 125,837 | 132,178 | |||||||||||
3138AARE3 | FNMA | 4.00 | 3/20/2030 | 182,314 | 191,227 | |||||||||||
3138AAYW5 | FNMA | 4.00 | 4/1/2030 | 398,706 | 418,196 | |||||||||||
3138AB2D0 | FNMA | 4.00 | 3/14/2030 | 91,230 | 95,689 | |||||||||||
3138ABZC6 | FNMA | 5.50 | 2/18/2031 | 218,554 | 238,660 | |||||||||||
3138ADER2 | FNMA | 4.00 | 4/25/2030 | 243,450 | 255,350 | |||||||||||
3138ADUG8 | FNMA | 5.00 | 11/27/2030 | 599,704 | 654,529 | |||||||||||
3138AEZG1 | FNMA | 4.00 | 7/27/2030 | 617,132 | 647,299 | |||||||||||
3138AFH86 | FNMA | 4.00 | 5/16/2030 | 375,807 | 394,178 | |||||||||||
3138AFKH2 | FNMA | 4.00 | 9/5/2020 | 52,475 | 55,758 |
3138AFRR3 | FNMA | 4.00 | 5/24/2030 | 110,186 | 115,572 | |||||||||||
3138AFXZ8 | FNMA | 4.00 | 9/17/2020 | 169,351 | 179,947 | |||||||||||
3138AG6Q6 | FNMA | 4.00 | 9/24/2020 | 183,347 | 194,819 | |||||||||||
3138AGQB7 | FNMA | 4.00 | 8/24/2020 | 186,295 | 197,951 | |||||||||||
3138AGQQ4 | FNMA | 4.00 | 9/15/2020 | 42,323 | 44,971 | |||||||||||
3138AHTD8 | FNMA | 5.00 | 12/6/2030 | 131,452 | 143,852 | |||||||||||
3138AJK50 | FNMA | 4.50 | 9/18/2030 | 2,055,745 | 2,199,031 | |||||||||||
3138AKEL9 | FNMA | 4.00 | 9/18/2020 | 130,823 | 139,009 | |||||||||||
3138AMXV2 | FNMA | 4.00 | 7/22/2030 | 433,888 | 455,098 | |||||||||||
3138ANBY8 | FNMA | 4.00 | 8/10/2030 | 119,864 | 125,723 | |||||||||||
3138ANWY5 | FNMA | 4.00 | 8/8/2030 | 181,029 | 189,878 | |||||||||||
3138ANZG1 | FNMA | 4.50 | 11/3/2030 | 171,808 | 183,784 | |||||||||||
3138AS4N9 | FNMA | 4.50 | 12/14/2030 | 2,064,718 | 2,208,629 | |||||||||||
3138AT4B3 | FNMA | 4.00 | 1/27/2031 | 764,598 | 802,094 | |||||||||||
3138AUMZ7 | FNMA | 4.00 | 9/26/2030 | 1,204,820 | 1,263,715 | |||||||||||
3138AUP84 | FNMA | 4.50 | 1/15/2031 | 44,992 | 48,128 | |||||||||||
3138AVH24 | FNMA | 4.00 | 9/22/2030 | 112,925 | 118,445 | |||||||||||
3138AVWL5 | FNMA | 4.00 | 8/22/2030 | 113,595 | 119,148 | |||||||||||
3138AW3N1 | FNMA | 4.00 | 9/8/2030 | 42,942 | 45,041 | |||||||||||
3138AX5G2 | FNMA | 4.00 | 12/4/2030 | 194,545 | 204,086 | |||||||||||
3138AXHV6 | FNMA | 4.00 | 9/6/2030 | 47,873 | 50,213 | |||||||||||
3138AXRL7 | FNMA | 4.00 | 10/6/2030 | 551,462 | 578,419 | |||||||||||
3138AXST9 | FNMA | 4.50 | 12/10/2030 | 753,508 | 806,028 | |||||||||||
3138E03K3 | FNMA | 4.00 | 11/7/2030 | 331,899 | 348,175 | |||||||||||
3138E04T3 | FNMA | 3.50 | 8/18/2030 | 405,101 | 412,781 | |||||||||||
3138E2GH2 | FNMA | 4.00 | 10/17/2030 | 2,137,364 | 2,241,844 | |||||||||||
3138E47K1 | FNMA | 4.00 | 11/2/2030 | 234,621 | 246,089 | |||||||||||
3138E4AC5 | FNMA | 4.00 | 10/26/2030 | 236,107 | 247,649 | |||||||||||
3138E4EB3 | FNMA | 2.50 | 12/28/2020 | 852,819 | 858,773 | |||||||||||
3138E4F89 | FNMA | 4.00 | 11/4/2030 | 70,619 | 74,082 | |||||||||||
3138E4UV1 | FNMA | 4.00 | 10/6/2030 | 4,431,290 | 4,647,904 | |||||||||||
3138E6KZ8 | FNMA | 4.00 | 11/1/2030 | 411,803 | 431,998 | |||||||||||
3138E7HR8 | FNMA | 2.50 | 1/10/2021 | 3,647,340 | 3,672,807 | |||||||||||
3138E7JB1 | FNMA | 2.50 | 1/11/2021 | 881,672 | 887,828 | |||||||||||
3138E8KX9 | FNMA | 2.50 | 1/18/2021 | 3,884,899 | 3,912,025 | |||||||||||
3138E8L75 | FNMA | 2.50 | 2/1/2021 | 4,845,011 | 4,878,841 | |||||||||||
3138EBLJ2 | FNMA | 4.00 | 2/25/2031 | 131,657 | 138,114 | |||||||||||
3138ECAA1 | FNMA | 2.50 | 1/18/2021 | 2,229,794 | 2,245,364 | |||||||||||
3138ECLK7 | FNMA | 4.00 | 2/22/2031 | 410,816 | 430,963 | |||||||||||
3138ECLU5 | FNMA | 4.00 | 2/23/2031 | 385,276 | 404,170 | |||||||||||
3138ECTY9 | FNMA | 2.50 | 1/4/2021 | 642,548 | 647,035 | |||||||||||
3138ECWS8 | FNMA | 2.50 | 1/17/2021 | 4,069,215 | 4,097,628 | |||||||||||
3138ECYM9 | FNMA | 2.50 | 1/2/2021 | 649,498 | 654,033 | |||||||||||
3138ECYV9 | FNMA | 2.50 | 1/16/2021 | 837,597 | 843,446 | |||||||||||
3138EGH72 | FNMA | 4.00 | 8/3/2020 | 714,248 | 758,766 | |||||||||||
3138EGHV9 | FNMA | 4.00 | 6/30/2020 | 105,409 | 111,980 | |||||||||||
3138EGTA2 | FNMA | 5.00 | 8/24/2028 | 397,814 | 431,745 | |||||||||||
3138EHCM2 | FNMA | 5.00 | 4/21/2028 | 560,329 | 608,122 | |||||||||||
3138EJCC0 | FNMA | 4.00 | 8/12/2030 | 2,942,068 | 3,085,884 | |||||||||||
3138EJEW4 | FNMA | 4.00 | 11/5/2030 | 628,774 | 660,220 | |||||||||||
3138EJRB6 | FNMA | 3.50 | 3/2/2031 | 5,453,116 | 5,720,540 | |||||||||||
3138EJRP5 | FNMA | 4.38 | 12/5/2017 | 6,322,684 | 6,915,046 | |||||||||||
3138EKNF8 | FNMA | 3.00 | 1/6/2031 | 384,109 | 375,757 | |||||||||||
3138EKW35 | FNMA | 6.00 | 4/5/2031 | 10,170,193 | 11,089,282 | |||||||||||
3138ELJN4 | FNMA | 4.00 | 12/29/2031 | 5,852,639 | 6,141,379 | |||||||||||
3138LQES9 | FNMA | 4.00 | 12/17/2030 | 733,211 | 769,168 | |||||||||||
3138LQSU9 | FNMA | 2.50 | 2/27/2021 | 5,850,842 | 5,891,695 | |||||||||||
3138LSR85 | FNMA | 3.00 | 11/5/2030 | 106,990 | 104,664 | |||||||||||
3138LTLA4 | FNMA | 3.00 | 2/19/2021 | 1,156,042 | 1,197,706 | |||||||||||
3138LUZP3 | FNMA | 2.50 | 1/29/2021 | 1,124,731 | 1,133,219 | |||||||||||
3138LVEU3 | FNMA | 4.00 | 4/7/2031 | 717,770 | 753,715 | |||||||||||
3138LVH89 | FNMA | 3.00 | 11/4/2030 | 95,376 | 93,302 | |||||||||||
3138LVJ87 | FNMA | 3.00 | 3/9/2021 | 2,329,754 | 2,413,718 | |||||||||||
3138LX5F2 | FNMA | 4.00 | 4/20/2031 | 207,101 | 217,258 | |||||||||||
3138LXT41 | FNMA | 3.00 | 9/8/2030 | 53,453 | 52,291 |
3138M13D8 | FNMA | 3.50 | 2/6/2031 | 3,562,060 | 3,630,032 | |||||||||||
3138M13G1 | FNMA | 3.50 | 2/21/2031 | 6,596,276 | 6,722,148 | |||||||||||
3138M3MH4 | FNMA | 4.00 | 4/5/2031 | 1,055,948 | 1,107,732 | |||||||||||
3138M6RS8 | FNMA | 2.50 | 3/21/2021 | 1,802,645 | 1,815,232 | |||||||||||
3138M7GY5 | FNMA | 3.00 | 9/24/2030 | 133,018 | 130,126 | |||||||||||
3138M7W27 | FNMA | 3.00 | 8/30/2030 | 142,967 | 139,815 | |||||||||||
3138M93L3 | FNMA | 3.00 | 9/6/2030 | 76,677 | 75,010 | |||||||||||
3138M9BU4 | FNMA | 3.00 | 10/6/2030 | 2,244,704 | 2,194,992 | |||||||||||
3138MBAT3 | FNMA | 3.00 | 11/29/2030 | 61,277 | 59,945 | |||||||||||
3138MC2V5 | FNMA | 3.00 | 10/19/2030 | 122,951 | 120,277 | |||||||||||
3138MCFB5 | FNMA | 3.00 | 10/14/2030 | 136,328 | 133,363 | |||||||||||
3138MCT46 | FNMA | 3.00 | 12/8/2030 | 61,022 | 59,712 | |||||||||||
3138MDWE8 | FNMA | 3.00 | 9/24/2030 | 64,242 | 62,845 | |||||||||||
3138MFNJ2 | FNMA | 3.00 | 10/3/2030 | 93,146 | 91,121 | |||||||||||
3138MFPE1 | FNMA | 2.50 | 4/21/2021 | 733,233 | 738,625 | |||||||||||
3138MFSR9 | FNMA | 3.50 | 3/2/2031 | 1,522,492 | 1,551,544 | |||||||||||
3138MFW37 | FNMA | 3.00 | 1/15/2031 | 176,996 | 173,148 | |||||||||||
3138MFW52 | FNMA | 3.00 | 12/18/2030 | 89,169 | 87,230 | |||||||||||
3138MGMC6 | FNMA | 3.00 | 11/23/2030 | 197,202 | 192,970 | |||||||||||
3138MHKF9 | FNMA | 3.50 | 3/5/2031 | 44,568 | 45,419 | |||||||||||
3138MHKP7 | FNMA | 3.00 | 11/25/2030 | 77,794 | 76,103 | |||||||||||
3138MHKQ5 | FNMA | 3.00 | 11/18/2030 | 140,327 | 137,234 | |||||||||||
3138MHXJ7 | FNMA | 3.00 | 1/5/2031 | 54,312 | 53,131 | |||||||||||
3138MJ6T1 | FNMA | 3.00 | 11/6/2030 | 108,447 | 106,089 | |||||||||||
3138MJGD5 | FNMA | 3.00 | 11/12/2030 | 151,002 | 147,718 | |||||||||||
3138MJQU6 | FNMA | 3.00 | 10/3/2030 | 150,117 | 146,852 | |||||||||||
3138MJXK0 | FNMA | 3.00 | 1/9/2031 | 1,391,183 | 1,360,374 | |||||||||||
3138MKB70 | FNMA | 3.00 | 11/23/2030 | 107,322 | 104,989 | |||||||||||
3138MKQH2 | FNMA | 3.00 | 2/14/2031 | 326,068 | 319,070 | |||||||||||
3138ML5B6 | FNMA | 3.00 | 1/12/2031 | 321,450 | 314,460 | |||||||||||
3138MLE67 | FNMA | 3.00 | 10/21/2030 | 463,621 | 453,539 | |||||||||||
3138MLMY7 | FNMA | 3.00 | 11/16/2030 | 56,319 | 55,094 | |||||||||||
3138MLTC8 | FNMA | 3.00 | 1/10/2031 | 270,975 | 265,083 | |||||||||||
3138MMAB8 | FNMA | 3.00 | 1/29/2031 | 299,821 | 293,301 | |||||||||||
3138MMCE0 | FNMA | 3.00 | 10/29/2030 | 61,680 | 60,338 | |||||||||||
3138MMJ37 | FNMA | 3.00 | 11/8/2030 | 109,216 | 106,842 | |||||||||||
3138MMKP6 | FNMA | 3.00 | 12/4/2030 | 54,371 | 53,189 | |||||||||||
3138MMNW8 | FNMA | 3.00 | 10/23/2030 | 252,160 | 246,677 | |||||||||||
3138MMY63 | FNMA | 3.00 | 9/11/2030 | 167,911 | 164,260 | |||||||||||
3138MN5G1 | FNMA | 3.00 | 11/29/2030 | 302,239 | 295,752 | |||||||||||
3138MNAT7 | FNMA | 3.00 | 11/12/2030 | 84,901 | 83,055 | |||||||||||
3138MNJQ4 | FNMA | 3.00 | 11/22/2030 | 80,516 | 78,765 | |||||||||||
3138MNQL7 | FNMA | 3.00 | 11/8/2030 | 576,530 | 563,820 | |||||||||||
3138MNQP8 | FNMA | 3.00 | 11/10/2030 | 450,946 | 441,140 | |||||||||||
3138MP2W4 | FNMA | 3.00 | 12/8/2030 | 61,744 | 60,419 | |||||||||||
3138MPBU8 | FNMA | 3.00 | 11/12/2030 | 130,397 | 127,561 | |||||||||||
3138MPDQ5 | FNMA | 3.00 | 12/19/2030 | 234,112 | 229,021 | |||||||||||
3138MPZC2 | FNMA | 3.00 | 10/27/2030 | 394,533 | 385,954 | |||||||||||
3138MQH89 | FNMA | 2.50 | 6/10/2021 | 158,364 | 159,530 | |||||||||||
3138MQHG1 | FNMA | 3.00 | 11/18/2030 | 124,175 | 121,475 | |||||||||||
3138MQJZ7 | FNMA | 3.00 | 1/23/2031 | 217,945 | 213,206 | |||||||||||
3138MQM91 | FNMA | 3.00 | 2/6/2031 | 312,955 | 306,150 | |||||||||||
3138MQTN3 | FNMA | 3.00 | 11/13/2030 | 245,797 | 240,453 | |||||||||||
3138MQWF6 | FNMA | 3.00 | 9/22/2030 | 55,355 | 54,151 | |||||||||||
3138MR5R8 | FNMA | 3.00 | 1/3/2031 | 76,914 | 75,264 | |||||||||||
3138MRD24 | FNMA | 3.00 | 11/10/2030 | 66,478 | 65,032 | |||||||||||
3138MRK75 | FNMA | 3.00 | 12/4/2030 | 668,490 | 653,954 | |||||||||||
3138MRRX1 | FNMA | 3.00 | 11/8/2030 | 214,764 | 210,094 | |||||||||||
3138MRTR2 | FNMA | 3.00 | 10/23/2030 | 67,490 | 66,023 | |||||||||||
3138MRUJ8 | FNMA | 3.00 | 11/8/2030 | 243,074 | 237,789 | |||||||||||
3138MRXV8 | FNMA | 3.00 | 12/13/2030 | 133,449 | 130,585 | |||||||||||
3138MTD79 | FNMA | 4.50 | 4/24/2031 | 497,834 | 535,587 | |||||||||||
3138NJAE8 | FNMA | 3.63 | 8/26/2017 | 2,212,154 | 2,311,811 | |||||||||||
3138NJAK4 | FNMA | 3.42 | 7/18/2017 | 2,977,928 | 3,132,831 | |||||||||||
3138NWVM8 | FNMA | 3.00 | 11/26/2030 | 50,644 | 49,557 |
3138NXFU6 | FNMA | 3.00 | 12/23/2030 | 451,914 | 442,214 | |||||||||||
3138NXJA6 | FNMA | 3.00 | 11/9/2030 | 692,983 | 677,914 | |||||||||||
3138NXRK5 | FNMA | 3.00 | 12/2/2030 | 118,187 | 115,650 | |||||||||||
3138NYDM4 | FNMA | 3.00 | 12/13/2030 | 81,021 | 79,283 | |||||||||||
3138NYEN1 | FNMA | 3.50 | 5/22/2031 | 287,732 | 293,222 | |||||||||||
3138NYHT5 | FNMA | 3.00 | 11/24/2030 | 95,554 | 93,476 | |||||||||||
3138NYQP3 | FNMA | 3.00 | 12/21/2030 | 68,729 | 67,254 | |||||||||||
3138NYVT9 | FNMA | 3.00 | 11/9/2030 | 553,215 | 541,341 | |||||||||||
3138W02A6 | FNMA | 3.00 | 12/11/2030 | 84,113 | 82,308 | |||||||||||
3138W02X6 | FNMA | 3.00 | 10/18/2030 | 108,914 | 106,576 | |||||||||||
3138W0G60 | FNMA | 3.00 | 11/29/2030 | 141,657 | 138,616 | |||||||||||
3138W0XW4 | FNMA | 3.00 | 11/6/2030 | 332,083 | 324,862 | |||||||||||
3138W0YR4 | FNMA | 3.00 | 12/10/2030 | 59,271 | 57,982 | |||||||||||
3138W17M3 | FNMA | 3.00 | 2/5/2031 | 203,767 | 199,393 | |||||||||||
3138W1LY1 | FNMA | 3.00 | 12/18/2030 | 84,664 | 82,847 | |||||||||||
3138W3W90 | FNMA | 3.00 | 3/14/2031 | 383,259 | 375,033 | |||||||||||
3138W4AP6 | FNMA | 3.00 | 5/3/2031 | 166,729 | 163,151 | |||||||||||
3138W4P88 | FNMA | 3.00 | 1/4/2031 | 898,579 | 879,293 | |||||||||||
3138W7WP5 | FNMA | 3.00 | 2/11/2031 | 180,700 | 176,821 | |||||||||||
3138W9GW4 | FNMA | 3.50 | 8/8/2031 | 4,779,737 | 4,872,548 | |||||||||||
3138W9KB5 | FNMA | 2.50 | 10/9/2021 | 89,015 | 89,638 | |||||||||||
3138W9RL6 | FNMA | 2.50 | 10/28/2021 | 2,464,997 | 2,482,256 | |||||||||||
3138WMWQ0 | FNMA | 3.00 | 1/29/2031 | 674,488 | 660,011 | |||||||||||
3138WMZ20 | FNMA | 2.50 | 3/1/2028 | 4,963,893 | 4,998,648 | |||||||||||
3138WN5M7 | FNMA | 3.00 | 2/19/2031 | 557,475 | 545,510 | |||||||||||
3138WN7K9 | FNMA | 3.00 | 2/22/2031 | 108,898 | 106,560 | |||||||||||
3138WNDF3 | FNMA | 3.50 | 7/11/2031 | 2,873,841 | 2,930,575 | |||||||||||
3138WQM33 | FNMA | 3.00 | 2/7/2031 | 57,833 | 56,592 | |||||||||||
3138WQNS7 | FNMA | 3.50 | 10/16/2031 | 46,126 | 47,005 | |||||||||||
3138WQNW8 | FNMA | 3.50 | 7/5/2031 | 593,212 | 597,731 | |||||||||||
3138WQNX6 | FNMA | 3.50 | 8/15/2031 | 196,812 | 200,576 | |||||||||||
3138WVBY6 | FNMA | 2.50 | 10/13/2021 | 46,134 | 46,460 | |||||||||||
3138X0QR2 | FNMA | 2.50 | 9/28/2021 | 981,432 | 988,303 | |||||||||||
3138X1ZV1 | FNMA | 3.00 | 5/10/2031 | 1,244,643 | 1,217,036 | |||||||||||
3138X3EQ1 | FNMA | 3.50 | 8/21/2031 | 1,919,840 | 1,957,118 | |||||||||||
3138X76Z1 | FNMA | 2.50 | 11/4/2021 | 3,304,852 | 3,327,991 | |||||||||||
31391YV87 | FNMA | 6.00 | 5/21/2025 | 1,280 | 1,415 | |||||||||||
31393QDY5 | FHLMC | 5.50 | 12/22/2013 | 574,961 | 582,741 | |||||||||||
31397BRY9 | FHLMC_3221 | 5.00 | 11/20/2013 | 230,264 | 230,841 | |||||||||||
31400JM55 | FNMA | 5.50 | 6/29/2025 | 862 | 954 | |||||||||||
31400QJ87 | FNMA | 2.40 | 4/13/2024 | 19,230 | 20,614 | |||||||||||
31402DCV0 | FNMA | 5.00 | 2/17/2026 | 21,234 | 23,045 | |||||||||||
31402GP98 | FNMA | 5.00 | 6/26/2025 | 4,938 | 5,444 | |||||||||||
31402LQU9 | FNMA | 5.00 | 6/26/2025 | 31,485 | 34,393 | |||||||||||
31402QXK2 | FNMA | 8.50 | 9/8/2024 | 378,478 | 431,556 | |||||||||||
31402RF87 | FNMA | 5.00 | 10/14/2026 | 2,854,759 | 3,098,253 | |||||||||||
31402RSN0 | FNMA | 5.00 | 1/17/2027 | 1,879,988 | 2,034,467 | |||||||||||
31402YSV7 | FNMA | 2.63 | 8/23/2024 | 20,146 | 21,601 | |||||||||||
31403DC56 | FNMA | 4.50 | 8/14/2017 | 1,116,729 | 1,186,101 | |||||||||||
31403DC72 | FNMA | 4.50 | 7/27/2017 | 907,715 | 964,103 | |||||||||||
31403DJG5 | FNMA | 5.50 | 5/4/2026 | 12,510 | 13,760 | |||||||||||
31403KDB6 | FNMA | 2.32 | 9/10/2024 | 10,350 | 10,759 | |||||||||||
31404BPJ5 | FNMA | 4.00 | 6/21/2025 | 287,292 | 301,794 | |||||||||||
31404DG28 | FNMA | 5.00 | 12/10/2025 | 6,535 | 7,092 | |||||||||||
31404MAB4 | FNMA | 5.50 | 1/18/2026 | 5,538 | 6,092 | |||||||||||
31404NBP0 | FNMA | 2.51 | 6/8/2025 | 92,164 | 96,784 | |||||||||||
31404NHA7 | FNMA | 5.00 | 1/26/2026 | 35,003 | 37,989 | |||||||||||
31404SFP5 | FNMA | 5.50 | 1/27/2026 | 3,980 | 4,400 | |||||||||||
31405NQY4 | FNMA | 6.00 | 7/15/2026 | 12,027 | 13,289 | |||||||||||
31405QNR5 | FNMA | 5.50 | 6/7/2026 | 571 | 631 | |||||||||||
31405UMM8 | FNMA | 2.43 | 3/17/2025 | 102,532 | 108,673 | |||||||||||
31405UTZ2 | FNMA | 2.47 | 4/10/2025 | 24,197 | 25,584 | |||||||||||
31406BB90 | FNMA | 2.49 | 5/18/2025 | 144,229 | 151,977 | |||||||||||
31406BEZ9 | FNMA | 2.51 | 5/3/2025 | 129,535 | 137,396 | |||||||||||
31406BJF8 | FNMA | 2.46 | 5/15/2025 | 142,960 | 152,950 |
31406BQQ6 | FNMA | 2.46 | 5/14/2025 | 186,828 | 196,737 | |||||||||||
31406DG67 | FNMA | 2.72 | 5/14/2025 | 595,043 | 621,027 | |||||||||||
31406EDN1 | FNMA | 5.00 | 6/29/2026 | 12,277 | 13,382 | |||||||||||
31406HLF2 | FNMA | 6.00 | 11/30/2026 | 102,740 | 112,343 | |||||||||||
31406MYP5 | FNMA | 2.26 | 5/22/2025 | 248,466 | 262,310 | |||||||||||
31406RNA9 | FNMA | 6.00 | 5/16/2027 | 2,763 | 3,021 | |||||||||||
31406TLC3 | FNMA | 2.69 | 8/8/2025 | 283,886 | 301,566 | |||||||||||
31406TWR8 | FNMA | 1.84 | 2/21/2025 | 829,010 | 863,976 | |||||||||||
31406VHE9 | FNMA | 2.47 | 7/26/2025 | 155,040 | 164,304 | |||||||||||
31406YZV5 | FNMA | 5.00 | 12/1/2026 | 25,312 | 27,392 | |||||||||||
31407CE29 | FNMA | 5.50 | 2/17/2027 | 726 | 802 | |||||||||||
31407FG53 | FNMA | 5.50 | 1/11/2027 | 1,199 | 1,324 | |||||||||||
31407FUW8 | FNMA | 2.35 | 9/2/2025 | 2,835,607 | 2,938,113 | |||||||||||
31407VS22 | FNMA | 5.00 | 1/3/2027 | 19,441 | 21,038 | |||||||||||
31407VS89 | FNMA | 5.00 | 12/22/2026 | 31,034 | 33,584 | |||||||||||
31408AG53 | FNMA | 6.00 | 8/2/2027 | 17,323 | 19,022 | |||||||||||
31408FYG8 | FNMA | 6.00 | 7/12/2027 | 2,962 | 3,230 | |||||||||||
31408GFA0 | FNMA | 6.00 | 6/5/2027 | 236,459 | 258,562 | |||||||||||
31408JD32 | FNMA | 5.00 | 5/4/2027 | 865,121 | 936,208 | |||||||||||
31409A5P0 | FNMA | 6.00 | 8/21/2027 | 68,036 | 74,708 | |||||||||||
31409AYE3 | FNMA | 6.00 | 9/7/2027 | 163,774 | 179,835 | |||||||||||
31409CRY3 | FNMA | 6.00 | 7/25/2027 | 150,522 | 165,283 | |||||||||||
31409GML7 | FNMA | 6.50 | 1/21/2028 | 477,551 | 528,543 | |||||||||||
31409JVL1 | FNMA | 6.00 | 11/8/2027 | 878,942 | 958,668 | |||||||||||
31409UB38 | FNMA | 6.00 | 9/4/2027 | 17,604 | 19,201 | |||||||||||
31409VYW7 | FNMA | 6.00 | 9/14/2027 | 35,679 | 39,178 | |||||||||||
31409WAE1 | FNMA | 6.00 | 9/7/2027 | 280,967 | 306,407 | |||||||||||
31410CJV5 | FNMA | 6.00 | 10/1/2027 | 14,286 | 15,291 | |||||||||||
31410FUS2 | FNMA | 5.50 | 2/7/2028 | 40,013 | 43,496 | |||||||||||
31410FVW2 | FNMA | 5.50 | 3/17/2028 | 2,739 | 2,978 | |||||||||||
31410GD83 | FNMA | 2.44 | 1/30/2025 | 47,815 | 51,570 | |||||||||||
31410GDF7 | FNMA | 1.83 | 6/6/2024 | 207,042 | 221,116 | |||||||||||
31410GDL4 | FNMA | 2.39 | 8/7/2025 | 802,359 | 837,495 | |||||||||||
31410GDN0 | FNMA | 2.34 | 7/30/2024 | 135,946 | 143,130 | |||||||||||
31410GDP5 | FNMA | 2.38 | 10/10/2025 | 1,917,814 | 2,021,311 | |||||||||||
31410GDY6 | FNMA | 2.53 | 8/29/2025 | 51,941 | 55,668 | |||||||||||
31410KDC5 | FNMA | 5.00 | 11/25/2028 | 24,741 | 26,763 | |||||||||||
31410KEM2 | FNMA | 5.50 | 1/18/2029 | 2,277,172 | 2,474,768 | |||||||||||
31410KLD4 | FNMA | 5.50 | 1/20/2029 | 377,634 | 410,473 | |||||||||||
31410KMQ4 | FNMA | 5.50 | 2/7/2029 | 195,654 | 212,668 | |||||||||||
31410KNA8 | FNMA | 5.50 | 3/13/2029 | 81,347 | 88,421 | |||||||||||
31410KS47 | FNMA | 5.50 | 4/19/2027 | 5,727 | 6,299 | |||||||||||
31410KU36 | FNMA | 5.00 | 2/11/2029 | 13,846 | 14,978 | |||||||||||
31410KX74 | FNMA | 5.50 | 10/22/2027 | 2,984,101 | 3,276,929 | |||||||||||
31410LBU5 | FNMA | 4.00 | 4/23/2020 | 1,115,268 | 1,184,542 | |||||||||||
31410LC91 | FNMA | 5.50 | 1/25/2031 | 1,515,444 | 1,647,228 | |||||||||||
31410MMX5 | FNMA | 6.00 | 9/21/2027 | 242,158 | 265,906 | |||||||||||
31410NT24 | FNMA | 6.00 | 11/18/2027 | 18,000 | 19,652 | |||||||||||
31410QR86 | FNMA | 5.50 | 1/25/2028 | 102,932 | 111,893 | |||||||||||
31410RDL0 | FNMA | 6.00 | 1/12/2028 | 24,988 | 27,254 | |||||||||||
31411A5M3 | FNMA | 5.50 | 2/13/2028 | 6,157,030 | 6,693,040 | |||||||||||
31411A7C3 | FNMA | 5.50 | 2/20/2028 | 1,718,034 | 1,867,600 | |||||||||||
31411E2F3 | FNMA | 5.50 | 3/16/2028 | 10,470 | 11,382 | |||||||||||
31411EFN2 | FNMA | 5.50 | 2/16/2028 | 192,757 | 209,538 | |||||||||||
31411KLN1 | FNMA | 5.50 | 4/14/2028 | 147,078 | 159,840 | |||||||||||
31411NUT2 | FNMA | 5.50 | 1/23/2028 | 142,057 | 154,383 | |||||||||||
31411VMN6 | FNMA | 5.50 | 3/10/2028 | 4,858,717 | 5,280,319 | |||||||||||
31412DXY9 | FNMA | 5.50 | 3/4/2028 | 19,567 | 21,271 | |||||||||||
31412ESY3 | FNMA | 6.00 | 4/27/2028 | 31,753 | 34,866 | |||||||||||
31412HXU8 | FNMA | 6.00 | 7/27/2029 | 164,307 | 179,150 | |||||||||||
31412MYZ5 | FNMA | 5.50 | 1/21/2029 | 189,630 | 206,120 | |||||||||||
31412N3V6 | FNMA | 4.50 | 2/1/2029 | 190,980 | 203,835 | |||||||||||
31412N6G6 | FNMA | 4.50 | 2/11/2029 | 41,520 | 44,765 | |||||||||||
31412NXE1 | FNMA | 5.00 | 7/7/2029 | 1,360,214 | 1,506,238 | |||||||||||
31412NZ33 | FNMA | 5.00 | 5/5/2029 | 46,084 | 50,685 |
31412PA50 | FNMA | 4.50 | 2/10/2029 | 176,932 | 188,842 | |||||||||||
31412PBJ9 | FNMA | 4.50 | 6/20/2019 | 11,699,607 | 12,427,572 | |||||||||||
31412PBN0 | FNMA | 4.00 | 12/2/2028 | 244,720 | 256,597 | |||||||||||
31412PP88 | FNMA | 5.00 | 6/15/2029 | 131,010 | 144,519 | |||||||||||
31412PR60 | FNMA | 4.50 | 3/27/2029 | 183,003 | 195,322 | |||||||||||
31412PRN3 | FNMA | 4.00 | 7/13/2019 | 2,012,952 | 2,137,984 | |||||||||||
31412PXF3 | FNMA | 4.50 | 4/15/2029 | 72,802 | 78,877 | |||||||||||
31412Q2V0 | FNMA | 4.50 | 9/28/2029 | 2,458,649 | 2,663,814 | |||||||||||
31412QE70 | FNMA | 5.00 | 9/4/2029 | 3,093,321 | 3,423,294 | |||||||||||
31412QKA6 | FNMA | 4.00 | 9/24/2019 | 31,248 | 33,189 | |||||||||||
31412QPN3 | FNMA | 5.50 | 11/13/2028 | 457,197 | 496,869 | |||||||||||
31412QPQ6 | FNMA | 6.00 | 7/29/2027 | 1,002,784 | 1,096,519 | |||||||||||
31412RAP2 | FNMA | 4.00 | 8/24/2026 | 9,337 | 9,787 | |||||||||||
31412RG76 | FNMA | 4.00 | 1/24/2020 | 1,925,707 | 2,053,469 | |||||||||||
31412RGG6 | FNMA | 5.00 | 2/23/2030 | 300,909 | 333,024 | |||||||||||
31412RL54 | FNMA | 4.00 | 1/19/2030 | 2,237,569 | 2,346,661 | |||||||||||
31412RL62 | FNMA | 4.00 | 1/20/2030 | 584,604 | 613,106 | |||||||||||
31412RNY9 | FNMA | 4.00 | 2/18/2030 | 67,327 | 70,598 | |||||||||||
31412TM26 | FNMA | 5.50 | 2/15/2029 | 1,790,965 | 1,951,660 | |||||||||||
31412UEQ9 | FNMA | 4.50 | 6/24/2029 | 340,584 | 367,891 | |||||||||||
31412UH37 | FNMA | 5.00 | 5/10/2029 | 790,024 | 856,391 | |||||||||||
31412URR3 | FNMA | 4.00 | 8/16/2019 | 2,452,047 | 2,604,354 | |||||||||||
31413BTW1 | FNMA | 5.50 | 5/30/2028 | 823,859 | 895,347 | |||||||||||
31413CLH0 | FNMA | 6.00 | 8/9/2028 | 927,524 | 1,018,457 | |||||||||||
31413HKW7 | FNMA | 6.00 | 10/4/2028 | 6,958 | 7,587 | |||||||||||
31413NY66 | FNMA | 6.00 | 11/1/2028 | 758,811 | 831,473 | |||||||||||
31413R2P0 | FNMA | 6.00 | 1/11/2029 | 1,083,539 | 1,189,767 | |||||||||||
31413TWV0 | FNMA | 5.50 | 11/3/2028 | 114,946 | 124,920 | |||||||||||
31413UKQ1 | FNMA | 6.50 | 12/27/2028 | 446,213 | 493,733 | |||||||||||
31414ANH1 | FNMA | 5.50 | 11/1/2028 | 200,307 | 217,688 | |||||||||||
31414GGE3 | FNMA | 4.50 | 6/28/2028 | 59,798 | 63,783 | |||||||||||
31414HZ67 | FNMA | 5.50 | 10/1/2028 | 65,269 | 70,933 | |||||||||||
31414NCH5 | FNMA | 6.00 | 10/8/2029 | 984,766 | 1,081,074 | |||||||||||
31414NH31 | FNMA | 5.00 | 7/1/2029 | 1,435,407 | 1,588,526 | |||||||||||
31414NH49 | FNMA | 5.00 | 6/30/2029 | 1,436,005 | 1,584,079 | |||||||||||
31414SL27 | FNMA | 5.00 | 10/24/2028 | 227,134 | 245,695 | |||||||||||
31414SX81 | FNMA | 5.50 | 1/28/2029 | 189,814 | 206,320 | |||||||||||
31414SZC0 | FNMA | 5.50 | 2/3/2029 | 293,916 | 319,417 | |||||||||||
31415AZ79 | FNMA | 5.00 | 11/26/2028 | 13,288 | 14,374 | |||||||||||
31415BCQ0 | FNMA | 5.50 | 3/27/2029 | 111,130 | 121,364 | |||||||||||
31415P3Y2 | FNMA | 5.50 | 2/1/2026 | 2,990 | 3,284 | |||||||||||
31415SPY2 | FNMA | 6.00 | 10/11/2029 | 90,796 | 98,998 | |||||||||||
31415SRP9 | FNMA | 5.50 | 5/29/2029 | 92,647 | 100,703 | |||||||||||
31415WA60 | FNMA | 4.50 | 3/12/2029 | 34,755 | 37,542 | |||||||||||
31415YLZ0 | FNMA | 4.00 | 8/18/2019 | 719,059 | 763,723 | |||||||||||
31416AQ29 | FNMA | 4.00 | 8/17/2019 | 144,843 | 153,840 | |||||||||||
31416B3Y2 | FNMA | 4.50 | 3/18/2029 | 235,753 | 251,622 | |||||||||||
31416BMK1 | FNMA | 5.00 | 9/21/2028 | 216,766 | 234,544 | |||||||||||
31416BRU4 | FNMA | 6.00 | 6/28/2028 | 505,454 | 552,701 | |||||||||||
31416BS90 | FNMA | 4.50 | 12/26/2028 | 647,735 | 690,896 | |||||||||||
31416BTB4 | FNMA | 5.00 | 3/1/2027 | 610,899 | 661,096 | |||||||||||
31416JZM6 | FNMA | 5.00 | 4/26/2029 | 1,529,862 | 1,674,444 | |||||||||||
31416LR57 | FNMA | 4.50 | 2/18/2029 | 71,072 | 75,856 | |||||||||||
31416M5A8 | FNMA | 5.00 | 5/11/2029 | 800,456 | 871,116 | |||||||||||
31416MLA0 | FNMA | 4.50 | 5/22/2029 | 14,373 | 15,496 | |||||||||||
31416MTR5 | FNMA | 5.00 | 7/30/2029 | 19,844 | 21,511 | |||||||||||
31416MVP6 | FNMA | 4.50 | 3/9/2029 | 47,949 | 51,696 | |||||||||||
31416N5T5 | FNMA | 4.50 | 4/21/2029 | 139,647 | 150,559 | |||||||||||
31416NC42 | FNMA | 4.50 | 3/15/2029 | 7,632,869 | 8,146,640 | |||||||||||
31416NRD6 | FNMA | 4.50 | 4/25/2029 | 13,156 | 14,184 | |||||||||||
31416QJZ9 | FNMA | 5.00 | 7/4/2029 | 64,416 | 71,287 | |||||||||||
31416QMS1 | FNMA | 4.00 | 7/29/2019 | 472,234 | 501,566 | |||||||||||
31416RSJ3 | FNMA | 4.00 | 3/20/2029 | 104,711 | 109,793 | |||||||||||
31416S6B2 | FNMA | 4.50 | 5/8/2029 | 84,978 | 92,069 | |||||||||||
31416SD40 | FNMA | 4.50 | 5/14/2029 | 77,985 | 84,492 |
31416SED9 | FNMA | 5.00 | 8/20/2029 | 58,023 | 64,216 | |||||||||||
31416SLC3 | FNMA | 4.50 | 5/24/2029 | 81,170 | 87,943 | |||||||||||
31416T5T2 | FNMA | 4.50 | 6/3/2029 | 777,715 | 830,063 | |||||||||||
31416TAG4 | FNMA | 4.50 | 5/14/2029 | 122,867 | 133,119 | |||||||||||
31416TAL3 | FNMA | 5.00 | 8/14/2029 | 62,022 | 68,638 | |||||||||||
31416TE47 | FNMA | 4.50 | 6/3/2029 | 77,185 | 83,216 | |||||||||||
31416TEE5 | FNMA | 4.50 | 6/5/2029 | 110,787 | 120,032 | |||||||||||
31416TEF2 | FNMA | 4.50 | 5/29/2029 | 71,877 | 77,494 | |||||||||||
31416TKG3 | FNMA | 5.00 | 7/11/2029 | 74,616 | 82,580 | |||||||||||
31416WD66 | FNMA | 5.00 | 3/15/2030 | 556,351 | 615,729 | |||||||||||
31416WFG2 | FNMA | 4.00 | 2/9/2020 | 11,900 | 12,641 | |||||||||||
31416XJ92 | FNMA | 4.00 | 2/8/2030 | 312,934 | 328,191 | |||||||||||
31416XKB5 | FNMA | 4.00 | 2/9/2030 | 117,560 | 123,292 | |||||||||||
31416XYZ7 | FNMA | 4.00 | 4/3/2030 | 625,330 | 655,897 | |||||||||||
31416Y3T3 | FNMA | 4.00 | 9/11/2030 | 1,567,790 | 1,646,201 | |||||||||||
31416Y6N3 | FNMA | 4.00 | 9/21/2030 | 1,930,700 | 2,025,078 | |||||||||||
31416YDN5 | FNMA | 4.00 | 5/1/2030 | 24,261 | 25,447 | |||||||||||
31416YLM8 | FNMA | 4.50 | 9/1/2030 | 1,113,708 | 1,191,334 | |||||||||||
31416YVF2 | FNMA | 4.50 | 10/13/2030 | 5,485,015 | 5,867,323 | |||||||||||
31417ASC4 | FNMA | 4.00 | 9/21/2030 | 187,756 | 196,934 | |||||||||||
31417ASD2 | FNMA | 4.00 | 9/21/2030 | 953,925 | 1,000,556 | |||||||||||
31417C3Q6 | FNMA | 3.00 | 9/16/2030 | 2,562,848 | 2,507,121 | |||||||||||
31417CDE2 | FNMA | 3.50 | 11/22/2030 | 1,464,631 | 1,492,546 | |||||||||||
31417CQQ1 | FNMA | 3.00 | 9/4/2030 | 116,421 | 113,854 | |||||||||||
31417CQS7 | FNMA | 3.00 | 9/8/2030 | 61,765 | 60,422 | |||||||||||
31417CSH9 | FNMA | 3.00 | 9/4/2030 | 1,965,225 | 1,921,901 | |||||||||||
31417CSM8 | FNMA | 3.00 | 9/4/2030 | 1,223,906 | 1,197,293 | |||||||||||
31417CVV4 | FNMA | 4.00 | 6/24/2031 | 241,925 | 253,789 | |||||||||||
31417D4F7 | FNMA | 3.00 | 10/27/2030 | 827,160 | 808,925 | |||||||||||
31417D4G5 | FNMA | 3.00 | 10/28/2030 | 1,597,098 | 1,562,370 | |||||||||||
31417DRG0 | FNMA | 3.50 | 2/20/2031 | 2,629,422 | 2,679,269 | |||||||||||
31417ECE9 | FNMA | 3.00 | 10/27/2030 | 1,666,080 | 1,629,350 | |||||||||||
31417ECF6 | FNMA | 3.00 | 10/25/2030 | 1,686,982 | 1,649,792 | |||||||||||
31417ECL3 | FNMA | 3.00 | 10/24/2030 | 669,115 | 654,566 | |||||||||||
31417ECT6 | FNMA | 3.00 | 11/7/2030 | 226,197 | 221,279 | |||||||||||
31417EH20 | FNMA | 2.50 | 6/7/2021 | 2,788,980 | 2,808,454 | |||||||||||
31417EHE4 | FNMA | 3.00 | 10/24/2030 | 1,049,774 | 1,026,947 | |||||||||||
31417EJE2 | FNMA | 3.00 | 11/9/2030 | 1,599,411 | 1,564,633 | |||||||||||
31417EMX6 | FNMA | 3.00 | 11/13/2030 | 1,651,285 | 1,615,379 | |||||||||||
31417ENK3 | FNMA | 3.00 | 11/27/2030 | 330,153 | 322,974 | |||||||||||
31417ET35 | FNMA | 3.00 | 12/5/2030 | 810,681 | 793,282 | |||||||||||
31417ET43 | FNMA | 3.00 | 12/2/2030 | 1,277,480 | 1,250,062 | |||||||||||
31417GF35 | FNMA | 3.00 | 3/3/2031 | 984,499 | 962,662 | |||||||||||
31417J2B5 | FNMA | 5.00 | 10/4/2029 | 37,075 | 41,032 | |||||||||||
31417JSB7 | FNMA | 4.50 | 6/9/2029 | 26,921 | 29,083 | |||||||||||
31417KUM7 | FNMA | 4.00 | 3/26/2029 | 92,935 | 97,446 | |||||||||||
31417KXH5 | FNMA | 4.50 | 5/29/2029 | 2,522,269 | 2,724,503 | |||||||||||
31417LBJ3 | FNMA | 4.50 | 6/11/2029 | 994,708 | 1,061,662 | |||||||||||
31417LLX1 | FNMA | 5.00 | 8/16/2029 | 87,120 | 96,413 | |||||||||||
31417M2V4 | FNMA | 4.50 | 7/25/2029 | 48,082 | 51,937 | |||||||||||
31417M2W2 | FNMA | 4.50 | 7/26/2029 | 9,273 | 9,998 | |||||||||||
31417MFB4 | FNMA | 4.50 | 6/5/2029 | 155,848 | 168,026 | |||||||||||
31417MPN7 | FNMA | 5.00 | 9/22/2029 | 64,311 | 71,175 | |||||||||||
31417MQT3 | FNMA | 5.00 | 10/14/2029 | 50,305 | 55,675 | |||||||||||
31417MTC7 | FNMA | 4.50 | 6/22/2029 | 366,959 | 396,382 | |||||||||||
31417MVC4 | FNMA | 4.50 | 7/15/2029 | 334,624 | 361,454 | |||||||||||
31417MYL1 | FNMA | 4.50 | 8/8/2029 | 1,991,571 | 2,125,625 | |||||||||||
31417QS62 | FNMA | 4.00 | 10/8/2019 | 10,107 | 10,735 | |||||||||||
31417SYT1 | FNMA | 4.50 | 8/3/2029 | 67,569 | 72,849 | |||||||||||
31417UXN0 | FNMA | 4.00 | 12/17/2019 | 52,480 | 55,751 | |||||||||||
31417VJS3 | FNMA | 4.50 | 8/22/2029 | 11,060 | 11,949 | |||||||||||
31417VQR7 | FNMA | 4.00 | 6/20/2029 | 395,066 | 414,327 | |||||||||||
31417VQT3 | FNMA | 4.50 | 10/14/2029 | 1,331,150 | 1,437,881 | |||||||||||
31417VYY3 | FNMA | 4.00 | 12/17/2019 | 137,880 | 146,474 | |||||||||||
31417Y3H8 | FNMA | 4.00 | 9/26/2020 | 833,254 | 885,390 |
31417Y6F9 | FNMA | 4.00 | 9/22/2030 | 44,610 | 46,790 | |||||||||||
31417YF44 | FNMA | 4.00 | 3/29/2029 | 43,235 | 45,334 | |||||||||||
31417YTT4 | FNMA | 4.00 | 1/12/2030 | 242,210 | 254,019 | |||||||||||
31417YUH8 | FNMA | 4.00 | 10/28/2029 | 261,668 | 274,426 | |||||||||||
31417YVG9 | FNMA | 4.00 | 2/5/2030 | 240,994 | 252,744 | |||||||||||
31417YW37 | FNMA | 4.00 | 3/18/2030 | 235,058 | 246,548 | |||||||||||
31417YX51 | FNMA | 4.00 | 5/9/2030 | 305,434 | 320,365 | |||||||||||
31417YXX0 | FNMA | 4.50 | 5/5/2030 | 1,309,947 | 1,401,251 | |||||||||||
31418AEA2 | FNMA | 4.00 | 1/2/2031 | 320,855 | 336,590 | |||||||||||
31418AGR3 | FNMA | 3.50 | 5/12/2024 | 2,097,559 | 2,179,436 | |||||||||||
31418AKQ0 | FNMA | 4.00 | 6/28/2031 | 412,582 | 432,815 | |||||||||||
31418ALS5 | FNMA | 3.50 | 2/11/2031 | 2,609,082 | 2,658,544 | |||||||||||
31418AM96 | FNMA | 3.50 | 3/24/2031 | 2,103,060 | 2,143,191 | |||||||||||
31418AQ35 | FNMA | 3.50 | 6/3/2031 | 44,301 | 44,638 | |||||||||||
31418AR26 | FNMA | 3.50 | 7/3/2031 | 254,360 | 256,298 | |||||||||||
31418MRL8 | FNMA | 5.50 | 6/29/2028 | 13,801,193 | 15,055,563 | |||||||||||
31418MSR4 | FNMA | 5.50 | 11/13/2029 | 291,779 | 317,152 | |||||||||||
31418MT93 | FNMA | 4.50 | 10/17/2029 | 1,109,539 | 1,184,222 | |||||||||||
31418MUL4 | FNMA | 4.50 | 9/1/2029 | 523,182 | 564,064 | |||||||||||
31418PCP8 | FNMA | 5.00 | 6/14/2030 | 189,670 | 206,499 | |||||||||||
31418RHE4 | FNMA | 4.00 | 1/21/2020 | 184,224 | 195,706 | |||||||||||
31418SJB6 | FNMA | 4.00 | 1/22/2020 | 14,546 | 15,452 | |||||||||||
31418UCZ5 | FNMA | 4.00 | 2/8/2020 | 77,819 | 82,669 | |||||||||||
31418UVY7 | FNMA | 4.00 | 2/26/2020 | 155,263 | 164,940 | |||||||||||
31418UYE8 | FNMA | 4.00 | 1/22/2029 | 20,186 | 21,214 | |||||||||||
31418VQY1 | FNMA | 4.00 | 12/2/2029 | 70,679 | 74,125 | |||||||||||
31418W6Y1 | FNMA | 5.00 | 5/18/2030 | 330,905 | 359,716 | |||||||||||
31418W7J3 | FNMA | 5.00 | 5/22/2030 | 269,779 | 291,912 | |||||||||||
31418XF52 | FNMA | 4.50 | 3/4/2030 | 6,861,508 | 7,333,903 | |||||||||||
31419AG27 | FNMA | 4.00 | 12/3/2029 | 20,159 | 21,141 | |||||||||||
31419ANB9 | FNMA | 4.00 | 1/4/2030 | 107,036 | 112,254 | |||||||||||
31419ANK9 | FNMA | 5.50 | 2/9/2030 | 433,972 | 471,710 | |||||||||||
31419AQ83 | FNMA | 4.00 | 2/3/2030 | 9,257,379 | 9,708,723 | |||||||||||
31419BBT1 | FNMA | 4.00 | 3/7/2030 | 3,912,037 | 4,102,768 | |||||||||||
31419BW68 | FNMA | 4.00 | 12/4/2029 | 98,863 | 103,683 | |||||||||||
31419DJY8 | FNMA | 4.00 | 3/28/2020 | 2,561,456 | 2,721,108 | |||||||||||
31419DLW9 | FNMA | 4.00 | 12/16/2029 | 108,414 | 113,700 | |||||||||||
31419E6N4 | FNMA | 4.00 | 3/27/2030 | 1,461,802 | 1,533,259 | |||||||||||
31419ED71 | FNMA | 4.00 | 1/30/2030 | 281,996 | 295,745 | |||||||||||
31419EK40 | FNMA | 4.00 | 2/3/2030 | 103,085 | 108,221 | |||||||||||
31419ESN0 | FNMA | 4.00 | 1/28/2030 | 1,356,677 | 1,422,822 | |||||||||||
31419EU80 | FNMA | 5.00 | 5/22/2030 | 232,270 | 254,737 | |||||||||||
31419EW70 | FNMA | 4.00 | 1/14/2030 | 165,276 | 173,334 | |||||||||||
31419FCP9 | FNMA | 4.00 | 9/25/2020 | 1,095,552 | 1,164,100 | |||||||||||
31419FEM4 | FNMA | 4.50 | 4/2/2030 | 1,594,697 | 1,704,487 | |||||||||||
31419FFW1 | FNMA | 4.00 | 1/15/2030 | 52,259 | 54,806 | |||||||||||
31419FSH0 | FNMA | 4.00 | 6/8/2020 | 35,003 | 37,185 | |||||||||||
31419FVA1 | FNMA | 4.00 | 1/19/2030 | 531,607 | 557,526 | |||||||||||
31419FVW3 | FNMA | 4.00 | 1/9/2030 | 46,736 | 49,015 | |||||||||||
31419G2T0 | FNMA | 4.00 | 1/2/2030 | 25,568 | 26,815 | |||||||||||
31419GB94 | FNMA | 4.00 | 1/14/2030 | 356,665 | 374,054 | |||||||||||
31419GJA3 | FNMA | 4.00 | 12/25/2029 | 206,719 | 216,798 | |||||||||||
31419H6Y3 | FNMA | 4.00 | 12/30/2029 | 37,462 | 39,288 | |||||||||||
31419HBS0 | FNMA | 4.00 | 12/28/2029 | 105,506 | 110,650 | |||||||||||
31419HC67 | FNMA | 4.00 | 3/7/2030 | 1,398,767 | 1,467,143 | |||||||||||
31419HKN1 | FNMA | 4.00 | 12/26/2029 | 213,252 | 223,650 | |||||||||||
31419HVP4 | FNMA | 4.00 | 1/14/2030 | 144,108 | 151,134 | |||||||||||
31419JEA2 | FNMA | 4.00 | 1/25/2030 | 229,138 | 240,310 | |||||||||||
31419JLP1 | FNMA | 4.00 | 12/20/2029 | 113,990 | 119,548 | |||||||||||
31419KR49 | FNMA | 4.00 | 1/1/2030 | 47,664 | 49,988 | |||||||||||
31419L5A7 | FNMA | 4.00 | 1/6/2030 | 993,583 | 1,042,252 | |||||||||||
31419LZ63 | FNMA | 4.00 | 1/10/2030 | 73,178 | 76,746 | |||||||||||
31419LZZ9 | FNMA | 4.00 | 12/23/2029 | 272,656 | 285,950 | |||||||||||
36176ABB4 | GNMA | 3.50 | 5/12/2030 | 230,046 | 236,795 | |||||||||||
36176FUE6 | GNMA | 3.50 | 8/16/2030 | 107,227 | 110,373 |
36176MA29 | GNMA | 4.00 | 7/12/2030 | 289,747 | 306,070 | |||||||||||
36176QLG7 | GNMA | 2.50 | 3/23/2021 | 1,686,069 | 1,717,243 | |||||||||||
36176QPR9 | GNMA | 3.50 | 5/12/2030 | 473,491 | 487,382 | |||||||||||
36176R7D8 | GNMA | 3.50 | 5/12/2030 | 863,901 | 889,253 | |||||||||||
36176V5Q2 | GNMA | 3.50 | 9/7/2030 | 37,562 | 38,664 | |||||||||||
36176WGG0 | GNMA | 3.50 | 7/5/2030 | 1,057,962 | 1,089,000 | |||||||||||
36176XCT4 | GNMA | 3.50 | 8/16/2030 | 1,187,922 | 1,222,773 | |||||||||||
36176XEZ8 | GNMA | 2.50 | 12/27/2020 | 521,260 | 530,876 | |||||||||||
36177NXQ8 | GNMA | 3.50 | 9/7/2030 | 325,097 | 334,635 | |||||||||||
36177R5R8 | GNMA | 3.50 | 9/7/2030 | 1,301,013 | 1,339,193 | |||||||||||
36177RXF3 | GNMA | 3.50 | 7/26/2030 | 2,980,531 | 3,067,974 | |||||||||||
36177S3E7 | GNMA | 3.50 | 8/16/2030 | 1,856,777 | 1,911,252 | |||||||||||
36177X2H0 | GNMA | 2.50 | 2/1/2021 | 1,257,573 | 1,280,771 | |||||||||||
36177YR32 | GNMA | 2.50 | 2/18/2021 | 756,521 | 770,476 | |||||||||||
36178CHK2 | GNMA | 3.00 | 9/26/2030 | 4,487,533 | 4,433,026 | |||||||||||
36178GHC1 | GNMA | 2.50 | 3/6/2021 | 420,112 | 427,862 | |||||||||||
36178NB99 | GNMA | 2.50 | 2/24/2021 | 8,520,566 | 8,677,743 | |||||||||||
36178QYX4 | GNMA | 3.00 | 10/1/2030 | 181,599 | 179,399 | |||||||||||
36178TPE0 | GNMA | 4.00 | 8/1/2031 | 75,610 | 79,886 | |||||||||||
36179A3K0 | GNMA | 3.00 | 9/26/2030 | 9,382,581 | 9,268,616 | |||||||||||
36179MC32 | GNMA | 4.50 | 8/9/2031 | 149,375 | 161,261 | |||||||||||
36179ME48 | GNMA | 4.00 | 5/10/2031 | 400,262 | 424,519 | |||||||||||
36179MG79 | GNMA | 4.50 | 9/23/2031 | 581,880 | 628,181 | |||||||||||
36179MNG1 | GNMA | 3.00 | 8/29/2030 | 939,849 | 931,086 | |||||||||||
36179MNK2 | GNMA | 4.50 | 8/29/2031 | 1,828,729 | 1,974,246 | |||||||||||
36179MQN3 | GNMA | 3.00 | 9/18/2030 | 473,181 | 468,769 | |||||||||||
36179MQP8 | GNMA | 3.50 | 4/9/2031 | 908,769 | 937,993 | |||||||||||
36179MSZ4 | GNMA | 4.50 | 10/11/2031 | 78,333 | 84,566 | |||||||||||
36179MVQ0 | GNMA | 2.50 | 7/28/2030 | 58,361 | 54,392 | |||||||||||
36179MVR8 | GNMA | 3.00 | 1/21/2031 | 959,638 | 950,690 | |||||||||||
36179MVU1 | GNMA | 4.50 | 10/27/2031 | 713,953 | 770,764 | |||||||||||
36179NA99 | GNMA | 2.50 | 12/8/2030 | 394,363 | 367,526 | |||||||||||
36180MYG6 | GNMA | 3.00 | 12/4/2030 | 981,650 | 972,482 | |||||||||||
36202F2N5 | GNMA | 4.50 | 2/17/2031 | 1,303,755 | 1,407,498 | |||||||||||
36202F4R4 | GNMA | 4.00 | 11/24/2030 | 10,822,360 | 11,478,231 | |||||||||||
36202F4S2 | GNMA | 4.50 | 6/25/2031 | 1,380,449 | 1,490,295 | |||||||||||
36202FSE7 | GNMA | 4.50 | 7/26/2030 | 360,675 | 389,375 | |||||||||||
36202FXC5 | GNMA | 4.50 | 11/5/2030 | 328,361 | 354,490 | |||||||||||
36202FZY5 | GNMA | 4.00 | 9/20/2030 | 1,682,033 | 1,783,075 | |||||||||||
36202FZZ2 | GNMA | 4.50 | 1/22/2031 | 1,859,615 | 2,007,589 | |||||||||||
36206XC43 | GNMA | 7.00 | 7/5/2024 | 875 | 1,017 | |||||||||||
3620A9SW2 | GNMA | 4.50 | 4/5/2029 | 366,672 | 394,523 | |||||||||||
3620ARBK6 | GNMA | 5.50 | 9/12/2028 | 422,675 | 463,990 | |||||||||||
3620ASLM9 | GNMA | 4.00 | 6/21/2030 | 568,297 | 600,313 | |||||||||||
3620C04Y1 | GNMA | 4.50 | 2/11/2030 | 1,211,304 | 1,310,272 | |||||||||||
3620C1WV4 | GNMA | 3.50 | 7/26/2030 | 2,977,654 | 3,065,013 | |||||||||||
36210B5G6 | GNMA | 5.00 | 6/23/2029 | 581,036 | 634,601 | |||||||||||
36212PPP1 | GNMA | 7.00 | 6/13/2024 | 8,581 | 9,972 | |||||||||||
36212U5G2 | GNMA | 7.00 | 7/5/2024 | 8,136 | 9,455 | |||||||||||
36213FZX4 | GNMA | 4.00 | 11/18/2030 | 8,838,272 | 9,349,383 | |||||||||||
36213HGU7 | GNMA | 7.00 | 5/22/2024 | 1,566 | 1,820 | |||||||||||
36225DM43 | GNMA | 1.63 | 3/9/2025 | 8,416,912 | 8,782,264 | |||||||||||
36230PCQ1 | GNMA | 2.50 | 12/10/2020 | 1,079,831 | 1,099,750 | |||||||||||
36230PCY4 | GNMA | 3.50 | 4/2/2030 | 258,755 | 266,346 | |||||||||||
36230RVV5 | GNMA | 3.50 | 10/11/2029 | 13,833,836 | 14,264,874 | |||||||||||
36241KL71 | GNMA | 5.50 | 4/6/2028 | 92,411 | 101,032 | |||||||||||
36241KWJ3 | GNMA | 6.00 | 7/9/2029 | 623,238 | 688,904 | |||||||||||
36241KZ68 | GNMA | 5.00 | 5/10/2029 | 306,381 | 333,973 | |||||||||||
36241LG59 | GNMA | 5.50 | 5/25/2030 | 471,045 | 514,663 | |||||||||||
36241LY91 | GNMA | 3.50 | 5/25/2030 | 323,528 | 333,019 | |||||||||||
36291YJZ1 | GNMA | 6.00 | 12/3/2027 | 4,665 | 5,160 | |||||||||||
36296QL49 | GNMA | 5.00 | 6/1/2029 | 921,213 | 1,006,139 | |||||||||||
36296QRY7 | GNMA | 5.00 | 6/23/2029 | 778,756 | 850,549 | |||||||||||
36297FYL0 | GNMA | 4.50 | 4/25/2029 | 74,687 | 80,360 | |||||||||||
|
| |||||||||||||||
822,029,618 | 859,685,947 | |||||||||||||||
|
|
Non Agency RMBS | ||||||||||||||||
05948X6X4 | BANK OF AMERICA MTG SEC | 4.75 | 12/5/2015 | 1,597,359 | 1,635,551 | |||||||||||
12667FFN0 | CWALT_04-J4 | 0.76 | 3/28/2017 | 6,745,743 | 6,386,256 | |||||||||||
16162WLM9 | CHASE | 5.50 | 2/26/2018 | 5,833,655 | 5,856,273 | |||||||||||
161630AC2 | CHASE | 2.82 | 6/25/2018 | 7,393,704 | 7,362,103 | |||||||||||
161630AN8 | CHASE | 2.82 | 4/29/2019 | 2,018,426 | 1,897,593 | |||||||||||
161630AQ1 | CHASE | 2.72 | 11/7/2017 | 1,592,158 | 1,563,969 | |||||||||||
1729733P2 | CMSI | 5.00 | 2/14/2015 | 3,498,211 | 3,528,303 | |||||||||||
38741YCA5 | GRANITE MASTER ISSUER PLC GRAN | 0.26 | 9/19/2016 | 2,056,853 | 2,016,641 | |||||||||||
449670EQ7 | IMC HOME EQUITY LOAN TRUST | 6.84 | 1/19/2022 | 63,246 | 62,607 | |||||||||||
46630GAA3 | JP MORGAN MORTGAGE TRUST JPMMT | 2.82 | 2/6/2018 | 4,387,999 | 4,347,893 | |||||||||||
46630GAD7 | JP MORGAN MORTGAGE TRUST JPMMT | 2.84 | 8/30/2018 | 1,528,766 | 1,484,020 | |||||||||||
46630GAN5 | JPMMT_07-A1 | 2.74 | 6/14/2018 | 1,000,250 | 1,004,678 | |||||||||||
46630GAS4 | JP MORGAN MORTGAGE TRUST JPMMT | 2.91 | 12/25/2018 | 4,666,407 | 4,673,831 | |||||||||||
525170BL9 | LABS | 5.00 | 8/11/2017 | 5,612,202 | 5,653,390 | |||||||||||
576433QQ2 | MARM_04-8 | 1.69 | 4/3/2019 | 1,208,804 | 1,073,936 | |||||||||||
589929W53 | MLMI | 2.52 | 8/26/2020 | 129,911 | 129,057 | |||||||||||
62889EAA3 | NGN_11-R3 | 0.58 | 6/13/2016 | 1,198,434 | 1,199,932 | |||||||||||
76110H2P3 | RES ASSET SEC | 3.05 | 9/12/2019 | 1,056,646 | 670,282 | |||||||||||
76110HHG7 | RFMSI_03-Q16 | 5.00 | 7/27/2015 | 3,152,678 | 3,229,083 | |||||||||||
863579KY3 | SARM | 2.56 | 3/23/2020 | 2,194,900 | 2,007,918 | |||||||||||
86359BGD7 | SASC_04-15 | 2.59 | 6/8/2018 | 108,049 | 108,356 | |||||||||||
86359BVE8 | SASC_04-15 | 2.51 | 4/20/2018 | 7,805,775 | 7,867,027 | |||||||||||
92922F4P0 | WAMU | 0.96 | 7/28/2020 | 4,686,990 | 4,548,996 | |||||||||||
92922FB49 | WASHINGTON MUTUAL | 0.55 | 9/20/2018 | 294,001 | 272,488 | |||||||||||
92922FZF8 | WAMU_04-A12 | 0.58 | 7/20/2018 | 5,362,815 | 4,763,247 | |||||||||||
949781AA6 | WFMBS | 2.61 | 1/25/2019 | 2,441,770 | 2,434,376 | |||||||||||
94982BAG5 | WFMBS | 2.65 | 6/8/2018 | 3,031,490 | 3,042,042 | |||||||||||
|
| |||||||||||||||
80,667,243 | 78,819,848 | |||||||||||||||
|
| |||||||||||||||
Non Agency High Yield Mandate | ||||||||||||||||
02148JAF4 | CWALT_06-39CB | 0.78 | 8/21/2019 | 1,610,217 | 1,044,268 | |||||||||||
02660UAE0 | AHMA_06-3 | 1.09 | 9/25/2026 | 9,488,972 | 6,700,922 | |||||||||||
07384MWF5 | BSARM_04-10 | 2.86 | 8/9/2020 | 18,867 | 18,437 | |||||||||||
12513XAH5 | CITIGROUP/DEUTSCHE BANK COMMER | 5.57 | 2/16/2016 | 16,450,000 | 14,802,302 | |||||||||||
12667GES8 | CWALT_05-9CB | 6.00 | 9/2/2019 | 8,422,550 | 6,307,808 | |||||||||||
12668AV36 | CWALT_05-73CB | 5.75 | 3/13/2019 | 4,834,001 | 4,232,897 | |||||||||||
14986DAJ9 | CITIGROUP/DEUTSCHE BANK COMMER | 5.69 | 2/19/2020 | 5,250,000 | 4,782,645 | |||||||||||
20047EAJ1 | COMM | 5.38 | 12/12/2016 | 9,685,300 | 9,121,577 | |||||||||||
22541QUJ9 | CS FIRST BOSTON MORTGAGE SECUR | 2.79 | 5/16/2023 | 113,724 | 110,953 | |||||||||||
2254582H0 | CSFB_05-8 | 7.00 | 12/25/2021 | 3,364,394 | 2,467,625 | |||||||||||
22545LAH2 | CREDIT SUISSE MORTGAGE CAPITAL | 5.37 | 11/30/2016 | 14,400,000 | 12,268,613 | |||||||||||
232434AE0 | CWALT_06-OC8 | 0.43 | 5/28/2028 | 18,803,817 | 7,145,093 | |||||||||||
23245GAD3 | CWALT_06-OC9 | 0.43 | 7/20/2023 | 4,650,618 | 1,839,491 | |||||||||||
25151AAG6 | DBALT | 0.46 | 5/17/2021 | 12,491,959 | 7,241,451 | |||||||||||
40431HAJ6 | HALO | 0.48 | 1/22/2020 | 4,223,735 | 1,325,915 | |||||||||||
456687AC6 | INDX_07-FL4 | 0.36 | 1/2/2019 | 2,555,262 | 2,138,266 | |||||||||||
45668WAC1 | INX | 0.43 | 1/16/2025 | 5,000,000 | 2,350,205 | |||||||||||
46625YA37 | JPMCC | 5.68 | 5/13/2029 | 4,900,000 | 4,686,904 | |||||||||||
46629YAH2 | JP MORGAN CHASE COMMERICAL MOR | 5.50 | 2/26/2017 | 8,005,154 | 7,281,888 | |||||||||||
466306AA5 | JPALT_08-R2 | 6.00 | 3/27/2020 | 3,381,782 | 2,620,063 | |||||||||||
525221HA8 | LXS | 0.44 | 6/18/2024 | 3,399,417 | 2,312,413 | |||||||||||
52524HAJ9 | LXS | 0.90 | 1/10/2017 | 2,342,219 | 1,854,035 | |||||||||||
55027WAA0 | LUM_07-2 | 0.41 | 9/13/2021 | 3,368,981 | 2,041,215 | |||||||||||
55027XAA8 | LUM_06-5 | 0.37 | 4/4/2022 | 5,858,124 | 3,679,868 | |||||||||||
55312VAK4 | MLCFC_06-4 | 5.24 | 11/28/2016 | 4,871,500 | 4,705,421 | |||||||||||
55312YBD3 | MERRIL LYNCH COUNTRYWIDE | 0.70 | 12/27/2017 | 78,431,761 | 1,278,438 | |||||||||||
761118QM3 | RALI | 1.15 | 7/2/2022 | 3,605,366 | 2,393,040 | |||||||||||
863579J90 | SARM | 2.49 | 10/12/2019 | 8,759,954 | 6,323,697 | |||||||||||
86359LQM4 | STRUCTURED ASSET MORTGAGE INV | 2.30 | 3/3/2022 | 3,137,448 | 2,246,774 | |||||||||||
92977QAH1 | WBCMT | 5.83 | 7/30/2016 | 17,109,886 | 15,793,451 | |||||||||||
92978MAJ5 | WBCMT_06-C28 | 5.63 | 10/17/2016 | 15,600,000 | 13,976,758 | |||||||||||
92978PAJ8 | WACHOVIA BANK COMMERCIAL MORTG | 5.37 | 12/15/2016 | 11,270,000 | 10,261,707 | |||||||||||
93934FMA7 | WASHINGTON MUTUAL MORTGAGE PAS | 0.78 | 12/13/2018 | 4,921,801 | 3,487,652 | |||||||||||
93936RAA2 | WAL | 0.99 | 7/29/2024 | 7,209,023 | 5,346,543 | |||||||||||
|
| |||||||||||||||
307,535,830 | 174,188,334 | |||||||||||||||
|
|
CMBS | ||||||||||||||||
055236AA1 | BAMLL_11-07C1 | 5.38 | 5/17/2015 | 6,073,644 | 6,534,756 | |||||||||||
059500AD0 | BACM | 5.89 | 3/23/2015 | 14,500,000 | 15,915,490 | |||||||||||
05950EAE8 | BACM | 5.73 | 12/11/2015 | 8,615,000 | 9,445,916 | |||||||||||
05950WAF5 | BANC OF AMERICA | 5.63 | 3/23/2015 | 1,000,000 | 1,096,490 | |||||||||||
059511AF2 | BACM_07-2 | 5.74 | 6/26/2015 | 1,558,112 | 1,707,581 | |||||||||||
059511AH8 | BACM | 5.80 | 10/10/2018 | 2,550,000 | 2,804,184 | |||||||||||
059512AB9 | BACM_07-3 | 5.86 | 11/18/2013 | 57,295 | 57,272 | |||||||||||
059512AQ6 | BACM_07-3 | 0.35 | 12/25/2013 | 57,295 | 57,208 | |||||||||||
07387BEB5 | BSCMS | 5.41 | 4/29/2015 | 2,500,000 | 2,670,050 | |||||||||||
07388NAE6 | BEAR STEARNS COMMERCIAL MORTGA | 5.54 | 5/27/2015 | 3,520,000 | 3,876,400 | |||||||||||
07388PAE1 | BSCMS | 5.20 | 10/6/2015 | 7,480,000 | 8,220,146 | |||||||||||
07388QAC3 | BSCMS_07-PW17 | 5.74 | 3/10/2015 | 1,024,288 | 1,055,928 | |||||||||||
12513EAG9 | CD_07-CD4 | 5.39 | 5/30/2015 | 800,000 | 852,808 | |||||||||||
12513YAC4 | CD_07-CD4 | 5.21 | 11/11/2013 | 233,136 | 233,290 | |||||||||||
12513YAF7 | CD_07-CD4 | 5.32 | 8/13/2016 | 2,800,000 | 3,095,260 | |||||||||||
126192AE3 | COMM_12-LC4 | 4.06 | 1/25/2022 | 1,000,000 | 1,019,540 | |||||||||||
12622DAA2 | COMM_10-C1 | 3.16 | 5/20/2015 | 8,991,282 | 9,289,433 | |||||||||||
12624XAC2 | COMM_13-CR6 | 2.62 | 8/14/2020 | 750,000 | 728,813 | |||||||||||
17310MAE0 | CITIGROUP | 5.43 | 1/5/2016 | 2,026,000 | 2,230,160 | |||||||||||
17318UAD6 | CITIGROUP COMMERCIAL MORTGAGE | 3.02 | 6/10/2022 | 500,000 | 480,540 | |||||||||||
17320DAG3 | CGCMT_13-GC11 | 3.09 | 2/10/2023 | 8,200,000 | 7,820,340 | |||||||||||
17321JAJ3 | CGCMT_13-GC15 | 1.31 | 11/5/2018 | 23,855,000 | 1,824,908 | |||||||||||
190749AE1 | CWCAPITAL COBALT | 5.22 | 10/8/2015 | 5,000,000 | 5,424,050 | |||||||||||
20047QAE5 | COMM | 5.95 | 2/22/2015 | 4,000,000 | 4,377,400 | |||||||||||
20173QAE1 | GCCFC | 5.44 | 6/28/2017 | 5,000,000 | 5,532,300 | |||||||||||
225458DM7 | CSFB | 5.01 | 6/3/2014 | 947,944 | 981,330 | |||||||||||
22545DAD9 | CREDIT SUISSE MORTGAGE CAPITAL | 5.99 | 2/28/2015 | 4,948,295 | 5,413,831 | |||||||||||
22545RAB2 | CSMC | 0.35 | 4/2/2014 | 495,440 | 493,348 | |||||||||||
22545YAE1 | CSMC_07-C2 | 5.53 | 7/1/2015 | 4,582,873 | 4,936,762 | |||||||||||
233050AN3 | DBUBS_11-LC1 | 3.74 | 12/21/2015 | 487,078 | 512,635 | |||||||||||
23305XAD3 | DBUBS_11-LC2A | 4.54 | 3/21/2021 | 600,000 | 645,108 | |||||||||||
23306AAA8 | DBRR_12-EZ1 | 0.95 | 4/23/2014 | 3,602,282 | 3,600,625 | |||||||||||
3136A56W1 | FNMA | 2.98 | 8/18/2017 | 1,700,000 | 1,680,596 | |||||||||||
3136A7MJ8 | FNMA_12-M8 | 1.52 | 6/13/2015 | 2,000,000 | 1,989,196 | |||||||||||
3136A7MK5 | FNMA_12-M8 | 1.80 | 3/27/2018 | 2,100,000 | 2,068,500 | |||||||||||
3136A9MN5 | FNMA | 2.30 | 9/13/2017 | 200,000 | 185,219 | |||||||||||
3136AEGQ4 | FNMA_13-M7 | 2.28 | 10/11/2017 | 10,200,000 | 9,387,142 | |||||||||||
3137ARPY6 | FHMS_19-K710 | 1.88 | 3/25/2019 | 10,700,000 | 10,529,132 | |||||||||||
3137ATRW4 | FHLMC | 2.37 | 4/5/2022 | 10,000,000 | 9,422,100 | |||||||||||
3137B2HN3 | FHLMC_13-HN | 3.11 | 1/11/2023 | 24,000,000 | 23,755,200 | |||||||||||
36191YAY4 | GSMS_11-GC5 | 1.47 | 12/20/2014 | 691,831 | 696,805 | |||||||||||
36192BAA5 | GSMSCII_12-GC6 | 2.36 | 12/25/2017 | 14,910,388 | 1,847,039 | |||||||||||
36192KAW7 | GNMA | 2.79 | 5/14/2018 | 18,503,698 | 2,493,059 | |||||||||||
36197XAK0 | GS MORTGAGE SECURITIES TRUST G | 3.14 | 4/25/2023 | 250,000 | 238,708 | |||||||||||
36228CVU4 | GSMS CMO | 4.75 | 8/14/2014 | 410,000 | 428,093 | |||||||||||
36228CZW6 | GS MORTGAGE SECURITIES CORP | 1.46 | 2/6/2014 | 4,777,716 | 4,784,214 | |||||||||||
36246LAC5 | GSMSC_07-GG10 | 5.99 | 9/25/2015 | 1,000,000 | 1,068,130 | |||||||||||
46625YSF1 | JPMCC_05-LDP3 | 4.96 | 9/30/2013 | 32,415 | 32,383 | |||||||||||
46629GAE8 | JPMCC | 5.55 | 3/27/2015 | 13,681,716 | 15,002,412 | |||||||||||
46629PAC2 | JPMCC | 5.34 | 6/16/2015 | 1,900,000 | 2,089,126 | |||||||||||
46629PAD0 | JPMCC_06-LDP9 | 5.26 | 6/2/2015 | 2,910,169 | 3,120,661 | |||||||||||
46629PAM0 | JPMCC | 5.30 | 10/25/2015 | 758,145 | 761,579 | |||||||||||
46630EAC4 | JPMCC | 5.43 | 5/13/2015 | 1,334,510 | 1,456,431 | |||||||||||
46630JAC3 | JP MORGAN CHASE COMMERCIAL MOR | 5.42 | 7/3/2016 | 6,250,000 | 6,907,437 | |||||||||||
46635GAA8 | JPMCC_2010-C2 | 2.75 | 9/16/2015 | 621,671 | 640,800 | |||||||||||
46636VAC0 | JPMCC_11-C5 | 4.17 | 5/11/2019 | 1,000,000 | 1,053,160 | |||||||||||
46637WAD5 | JPMCC_12-CBX | 3.48 | 12/17/2021 | 1,000,000 | 994,000 | |||||||||||
50179MAE1 | LBUBS | 5.37 | 2/3/2016 | 1,500,000 | 1,649,190 | |||||||||||
52108MAF0 | LBUBS | 5.20 | 6/30/2015 | 1,450,000 | 1,543,032 | |||||||||||
52108MFS7 | LBUBS | 5.66 | 1/9/2015 | 750,000 | 814,732 | |||||||||||
55312VAD0 | MLCFC_06-4 | 5.17 | 6/13/2015 | 1,900,000 | 2,073,945 | |||||||||||
617458AC8 | MORGAN STANLEY CAPITAL | 3.88 | 12/30/2015 | 3,500,000 | 3,695,160 | |||||||||||
617459AD4 | MORGAN STANLEY CAPITAL I | 4.66 | 3/12/2021 | 800,000 | 870,392 | |||||||||||
61745M5G4 | MSC | 4.89 | 9/16/2014 | 500,000 | 528,325 |
61745ML43 | MSC | 5.27 | 2/28/2014 | 1,700,576 | 1,734,995 | |||||||||||
61750CAF4 | MSC_06-HQ9 | 5.73 | 3/11/2015 | 2,271,084 | 2,493,083 | |||||||||||
61750HAE6 | MSC_06-HQ10 | 5.33 | 5/27/2015 | 4,250,000 | 4,659,658 | |||||||||||
61750WAX1 | MSC | 5.33 | 6/2/2015 | 1,750,000 | 1,917,510 | |||||||||||
61761DAB8 | MSBAM_12-C6 | 1.87 | 9/10/2017 | 550,000 | 554,845 | |||||||||||
62888XAC8 | NCUA_10-C1 | 2.65 | 4/17/2015 | 9,345,366 | 9,640,464 | |||||||||||
90269CAD2 | UBS-BARCLAYS COMMERCIAL MORTGA | 3.53 | 5/10/2022 | 350,000 | 346,997 | |||||||||||
90270YBF5 | UBSBCMT_13-C5 | 3.18 | 1/25/2023 | 500,000 | 479,340 | |||||||||||
90349DAJ1 | COMMERCIAL MORTGAGE PASS-THROU | 2.34 | 3/25/2018 | 6,641,313 | 845,658 | |||||||||||
92890NAU3 | WFRBS_12-C10 | 2.88 | 11/1/2022 | 1,000,000 | 938,720 | |||||||||||
92930RAF9 | WFRBS_12-C9 | 2.42 | 7/2/2018 | 6,497,341 | 834,973 | |||||||||||
92935JBC8 | WF-RBS_11-C2 | 4.87 | 12/15/2020 | 750,000 | 824,168 | |||||||||||
92936TAB8 | WF-RBS COMMERCIAL MORTGAGE TRU | 3.43 | 5/15/2022 | 500,000 | 495,825 | |||||||||||
92937EAD6 | WF-RBS COMMERCIAL MORTGAGE TRU | 3.04 | 11/15/2022 | 319,000 | 304,259 | |||||||||||
92976BLJ9 | WBCMT | 0.26 | 11/15/2013 | 1,590,686 | 1,570,079 | |||||||||||
92976VAF5 | WBCMT | 5.92 | 3/30/2016 | 4,000,000 | 4,399,440 | |||||||||||
92977RAD8 | WACHOVIA BANK COMMERCIAL MORTG | 6.01 | 3/13/2015 | 1,250,000 | 1,378,638 | |||||||||||
94988HAC5 | WFCM_12-LC5 | 2.92 | 6/30/2022 | 325,000 | 308,097 | |||||||||||
|
| |||||||||||||||
312,677,588 | 260,466,548 | |||||||||||||||
|
| |||||||||||||||
Corporate Debt Securities - Financials | ||||||||||||||||
001055AH5 | AFLAC INC | 2.65 | 2/15/2017 | 250,000 | 256,176 | |||||||||||
00163MAL8 | PROLOGIS LP | 4.50 | 8/15/2017 | 250,000 | 267,956 | |||||||||||
002799AL8 | ABBEY NATIONAL TREASURY SERVIC | 3.05 | 8/23/2018 | 3,650,000 | 3,701,442 | |||||||||||
00448MAA9 | ACHMEA HYPOTHEEKBANK N.V. - LT | 3.20 | 11/3/2014 | 34,000,000 | 35,042,440 | |||||||||||
02005NAB6 | ALLY FINANCIAL INC | 8.30 | 2/12/2015 | 3,375,000 | 3,636,563 | |||||||||||
02005NAQ3 | ALLY FINANCIAL INC | 2.95 | 7/18/2016 | 1,750,000 | 1,760,938 | |||||||||||
025816AU3 | AMERICAN EXPRESS COMPANY | 6.80 | 9/1/2016 | 250,000 | 265,000 | |||||||||||
025816AW9 | AMERICAN EXPRESS COMPANY | 5.50 | 9/12/2016 | 4,000,000 | 4,444,211 | |||||||||||
025816BG3 | AMERICAN EXPRESS COMPANY | 1.55 | 5/22/2018 | 5,400,000 | 5,266,922 | |||||||||||
0258M0DA4 | AMERICAN EXPRESS CREDIT CORPOR | 2.75 | 9/15/2015 | 11,500,000 | 11,928,213 | |||||||||||
0258M0DD8 | AMERICAN EXPRESS CREDIT CORPOR | 2.38 | 3/24/2017 | 500,000 | 513,239 | |||||||||||
0258M0DE6 | AMERICAN EXPRESS CREDIT CORPOR | 1.75 | 6/12/2015 | 250,000 | 254,308 | |||||||||||
02687QBC1 | AMERICAN INTERNATIONAL GROUP I | 5.60 | 10/18/2016 | 1,250,000 | 1,395,136 | |||||||||||
02687QDG0 | AMERICAN INTERNATIONAL GROUP I | 5.85 | 1/16/2018 | 5,250,000 | 5,975,051 | |||||||||||
029912BD3 | AMERICAN TOWER CORPORATION | 4.50 | 1/15/2018 | 250,000 | 263,842 | |||||||||||
046265AF1 | ASTORIA FINANCIAL CORPORATION | 5.00 | 5/19/2017 | 100,000 | 105,809 | |||||||||||
05253JAB7 | AUSTRALIA & NEW ZEALAND BANKIN | 0.90 | 2/12/2016 | 250,000 | 249,560 | |||||||||||
05253JAC5 | AUSTRALIA & NEW ZEALAND BANKIN | 1.45 | 5/15/2018 | 300,000 | 291,193 | |||||||||||
05348EAM1 | AVALONBAY COMMUNITIES INC | 5.70 | 3/15/2017 | 250,000 | 279,048 | |||||||||||
055299AL5 | BBVA US SENIOR SA UNIPERSONAL | 4.66 | 10/9/2015 | 284,000 | 295,608 | |||||||||||
05531FAG8 | BB&T CORP | 3.20 | 2/16/2016 | 625,000 | 654,854 | |||||||||||
05531FAL7 | BB&T CORP | 1.60 | 8/15/2017 | 9,300,000 | 9,216,896 | |||||||||||
05567L7E1 | BNP PARIBAS SA | 2.38 | 9/14/2017 | 500,000 | 505,378 | |||||||||||
05567LU54 | BNP PARIBAS SA | 3.60 | 2/23/2016 | 2,870,000 | 3,019,855 | |||||||||||
05571AAB1 | BPCE SA | 2.38 | 10/4/2013 | 5,310,000 | 5,310,292 | |||||||||||
05572FAA1 | BNP PARIBAS COVERED BONDS SA | 2.20 | 11/2/2015 | 10,400,000 | 10,675,495 | |||||||||||
05574LPT9 | BNP PARIBAS SA | 2.70 | 8/20/2018 | 160,000 | 161,535 | |||||||||||
05947KAK6 | BANCO BRADESCO S.A. | 2.36 | 5/16/2014 | 1,600,000 | 1,609,167 | |||||||||||
060505CS1 | BANK OF AMERICA CORP | 5.63 | 10/14/2016 | 5,000,000 | 5,550,769 | |||||||||||
060505DH4 | BANK OF AMERICA CORP | 6.00 | 9/1/2017 | 8,775,000 | 9,970,112 | |||||||||||
06050TKN1 | BANK OF AMERICA CORP | 5.30 | 3/15/2017 | 250,000 | 275,738 | |||||||||||
06051GEA3 | BANK OF AMERICA CORP | 6.50 | 8/1/2016 | 6,000,000 | 6,797,593 | |||||||||||
06051GEB1 | BANK OF AMERICA CORP | 4.50 | 4/1/2015 | 400,000 | 420,016 | |||||||||||
06051GED7 | BANK OF AMERICA CORP | 3.70 | 9/1/2015 | 12,100,000 | 12,653,408 | |||||||||||
06051GEK1 | BANK OF AMERICA CORP | 3.75 | 7/12/2016 | 250,000 | 264,379 | |||||||||||
06366QW86 | BANK OF MONTREAL | 2.50 | 1/11/2017 | 500,000 | 514,794 | |||||||||||
06366RHA6 | BANK OF MONTREAL | 1.40 | 9/11/2017 | 300,000 | 294,999 | |||||||||||
063679JJ4 | BANK OF MONTREAL | 2.63 | 1/25/2016 | 6,000,000 | 6,265,320 | |||||||||||
063679ZT4 | BANK OF MONTREAL | 1.95 | 1/30/2017 | 2,600,000 | 2,668,302 | |||||||||||
06406HBN8 | BANK OF NEW YORK MELLON CORP/T | 3.10 | 1/15/2015 | 3,000,000 | 3,093,129 | |||||||||||
06406HBX6 | BANK OF NEW YORK MELLON CORP/T | 2.30 | 7/28/2016 | 1,100,000 | 1,137,378 | |||||||||||
06406HCC1 | BANK OF NEW YORK MELLON CORP/T | 1.20 | 1/20/2015 | 5,000,000 | 5,037,151 | |||||||||||
064149A64 | BANK OF NOVA SCOTIA TORONTO BR | 3.40 | 1/22/2015 | 250,000 | 258,520 | |||||||||||
064149C47 | BANK OF NOVA SCOTIA TORONTO BR | 2.05 | 10/7/2015 | 200,000 | 204,682 | |||||||||||
064159AL0 | BANK OF NOVA SCOTIA TORONTO BR | 1.85 | 1/12/2015 | 150,000 | 152,047 |
064159AM8 | BANK OF NOVA SCOTIA TORONTO BR | 2.55 | 1/12/2017 | 250,000 | 258,045 | |||||||||||
064159BA3 | BANK OF NOVA SCOTIA TORONTO BR | 0.75 | 10/9/2015 | 250,000 | 249,618 | |||||||||||
064159BE5 | BANK OF NOVA SCOTIA TORONTO BR | 1.38 | 12/18/2017 | 150,000 | 146,884 | |||||||||||
064159BV7 | BANK OF NOVA SCOTIA TORONTO BR | 0.95 | 3/15/2016 | 100,000 | 99,818 | |||||||||||
06415CAD1 | BANK OF NOVA SCOTIA TORONTO BR | 1.05 | 3/20/2015 | 1,200,000 | 1,209,708 | |||||||||||
06415CAE9 | BANK OF NOVA SCOTIA TORONTO BR | 1.75 | 3/22/2017 | 6,000,000 | 6,111,540 | |||||||||||
064255AB8 | BANK OF TOKYO-MITSUBISHI UFJ L | 3.85 | 1/22/2015 | 8,000,000 | 8,276,776 | |||||||||||
064255AN2 | BANK OF TOKYO-MITSUBISHI UFJ L | 1.55 | 9/9/2016 | 4,600,000 | 4,620,404 | |||||||||||
06675EAA8 | BANQUE PSA FINANCE | 3.38 | 4/4/2014 | 850,000 | 851,082 | |||||||||||
06739FGF2 | BARCLAYS BANK PLC | 5.00 | 9/22/2016 | 350,000 | 386,315 | |||||||||||
06739GBB4 | BARCLAYS BANK PLC | 3.90 | 4/7/2015 | 5,000,000 | 5,223,399 | |||||||||||
07385TAJ5 | BEAR STEARNS CO INC | 5.70 | 11/15/2014 | 2,000,000 | 2,110,956 | |||||||||||
073902PR3 | BEAR STEARNS CO INC | 6.40 | 10/2/2017 | 3,000,000 | 3,487,765 | |||||||||||
073902RU4 | BEAR STEARNS CO INC | 7.25 | 2/1/2018 | 13,800,000 | 16,544,674 | |||||||||||
09247XAD3 | BLACKROCK INC. | 3.50 | 12/10/2014 | 250,000 | 258,970 | |||||||||||
097014AN4 | BOEING CAPITAL CORPORATION | 2.13 | 7/15/2016 | 150,000 | 154,943 | |||||||||||
125577BA3 | CIT GROUP INC | 5.25 | 4/1/2014 | 3,700,000 | 3,783,250 | |||||||||||
125581GE2 | CIT GROUP INC | 4.75 | 2/15/2015 | 600,000 | 621,000 | |||||||||||
136069DM0 | CANADIAN IMPERIAL BANK OF COMM | 2.60 | 7/2/2015 | 10,500,000 | 10,886,506 | |||||||||||
136069ET4 | CANADIAN IMPERIAL BANK OF COMM | 0.90 | 10/1/2015 | 300,000 | 300,437 | |||||||||||
136069FA4 | CANADIAN IMPERIAL BANK OF COMM | 1.55 | 1/23/2018 | 150,000 | 146,980 | |||||||||||
14040HAX3 | CAPITAL ONE FINANCIAL CORP | 3.15 | 7/15/2016 | 500,000 | 522,090 | |||||||||||
14042E3V0 | CAPITAL ONE FIN CORP | 1.50 | 3/22/2018 | 100,000 | 96,991 | |||||||||||
172967BW0 | CITIGROUP INC | 4.88 | 5/7/2015 | 500,000 | 527,991 | |||||||||||
172967DY4 | CITIGROUP INC | 5.50 | 2/15/2017 | 250,000 | 274,613 | |||||||||||
172967ES6 | �� | CITIGROUP INC | 6.13 | 5/15/2018 | 13,500,000 | 15,565,883 | ||||||||||
172967EV9 | CITIGROUP INC | 8.50 | 5/22/2019 | 4,000,000 | 5,100,356 | |||||||||||
172967EY3 | CITIGROUP INC | 6.38 | 8/12/2014 | 471,000 | 494,037 | |||||||||||
172967FA4 | CITIGROUP INC | 6.01 | 1/15/2015 | 350,000 | 371,807 | |||||||||||
172967FY2 | CITIGROUP INC | 2.65 | 3/2/2015 | 5,000,000 | 5,106,948 | |||||||||||
172967GB1 | CITIGROUP INC | 2.25 | 8/7/2015 | 250,000 | 254,896 | |||||||||||
20035CAB6 | COMERICA BANK | 5.20 | 8/22/2017 | 250,000 | 276,443 | |||||||||||
20271RAA8 | COMMONWEALTH BANK OF AUSTRALIA | 1.95 | 3/16/2015 | 4,800,000 | 4,895,606 | |||||||||||
20271RAB6 | COMMONWEALTH BANK OF AUSTRALIA | 1.25 | 9/18/2015 | 250,000 | 252,548 | |||||||||||
20271RAC4 | COMMONWEALTH BANK OF AUSTRALIA | 1.90 | 9/18/2017 | 250,000 | 251,047 | |||||||||||
20272BAF1 | COMMONWEALTH BANK OF AUSTRALIA | 3.63 | 6/25/2014 | 40,000,000 | 40,931,124 | |||||||||||
20272BAK0 | COMMONWEALTH BANK OF AUSTRALIA | 2.90 | 9/17/2014 | 3,500,000 | 3,587,395 | |||||||||||
21685WBL0 | RABOBANK NEDERLAND NV | 2.13 | 10/13/2015 | 5,000,000 | 5,120,432 | |||||||||||
21686CAD2 | RABOBANK NEDERLAND NV | 3.38 | 1/19/2017 | 500,000 | 528,575 | |||||||||||
21987AAB6 | CORPBANCA | 3.13 | 1/15/2018 | 200,000 | 182,500 | |||||||||||
22532LAK0 | CREDIT AGRICOLE SA | 0.00 | 10/3/2016 | 8,000,000 | 7,995,280 | |||||||||||
22541HCC4 | CREDIT SUISSE NEW YORK NY | 6.00 | 2/15/2018 | 200,000 | 225,368 | |||||||||||
22541LBK8 | CREDIT SUISSE (USA) INC | 5.13 | 8/15/2015 | 300,000 | 323,614 | |||||||||||
22546QAE7 | CREDIT SUISSE NEW YORK NY | 3.50 | 3/23/2015 | 300,000 | 311,982 | |||||||||||
22966RAA4 | CUBESMART | 4.80 | 4/15/2022 | 4,025,000 | 4,176,795 | |||||||||||
23329PAA8 | DNB BANK ASA | 3.20 | 4/3/2017 | 5,275,000 | 5,508,330 | |||||||||||
24422ERQ4 | JOHN DEERE CAPITAL CORP | 0.88 | 4/17/2015 | 4,510,000 | 4,534,148 | |||||||||||
24422ERW1 | JOHN DEERE CAPITAL CORP | 1.20 | 10/10/2017 | 200,000 | 196,971 | |||||||||||
25155FAA4 | DEUTSCHE ANNINGTON FINANCE BV | 3.20 | 10/2/2017 | 3,325,000 | 3,329,788 | |||||||||||
251591AU7 | DDR CORP | 7.50 | 4/1/2017 | 350,000 | 409,967 | |||||||||||
2515A14E8 | DEUTSCHE BK LDN | 3.25 | 1/11/2016 | 900,000 | 939,762 | |||||||||||
25466AAC5 | DISCOVER BANK/GREENWOOD DE | 2.00 | 2/21/2018 | 250,000 | 243,916 | |||||||||||
25466AAD3 | DISCOVER BANK/GREENWOOD DE | 4.20 | 8/8/2023 | 4,750,000 | 4,723,989 | |||||||||||
25600WAA8 | DNB BOLIGKREDITT AS | 2.10 | 10/14/2015 | 1,200,000 | 1,233,744 | |||||||||||
25600WAB6 | DNB BOLIGKREDITT AS | 2.90 | 3/29/2016 | 6,200,000 | 6,494,685 | |||||||||||
25600WAD2 | DNB BOLIGKREDITT AS | 1.45 | 3/21/2018 | 900,000 | 887,985 | |||||||||||
26441YAM9 | DUKE REALTY LP | 5.95 | 2/15/2017 | 300,000 | 335,429 | |||||||||||
26884AAX1 | ERP OPER LP | 5.75 | 6/15/2017 | 300,000 | 337,467 | |||||||||||
316773CK4 | FIFTH THIRD BANK | 3.63 | 1/25/2016 | 500,000 | 526,141 | |||||||||||
345397VC4 | FORD MOTOR CREDIT COMPANY LLC | 8.00 | 12/15/2016 | 5,510,000 | 6,513,313 | |||||||||||
345397VT7 | FORD MOTOR CREDIT COMPANY LLC | 5.00 | 5/15/2018 | 5,000,000 | 5,478,211 | |||||||||||
345397WJ8 | FORD MOTOR CREDIT COMPANY LLC | 1.70 | 5/9/2016 | 3,800,000 | 3,800,428 | |||||||||||
354613AH4 | FRANKLIN RESOURCES INC | 1.38 | 9/15/2017 | 3,250,000 | 3,186,493 | |||||||||||
36186CBX0 | ALLY FINANCIAL INC | 2.46 | 12/1/2014 | 195,000 | 195,488 | |||||||||||
36962G3U6 | GENERAL ELECTRIC CAP CORP | 5.63 | 5/1/2018 | 400,000 | 458,660 |
36962G4C5 | GENERAL ELECTRIC CAP CORP | 5.90 | 5/13/2014 | 700,000 | 723,779 | |||||||||||
36962G5M2 | GENERAL ELECTRIC CAP CORP | 2.15 | 1/9/2015 | 6,725,000 | 6,858,922 | |||||||||||
36962G5N0 | GENERAL ELECTRIC CAP CORP | 2.90 | 1/9/2017 | 750,000 | 783,642 | |||||||||||
36962G5W0 | GENERAL ELECTRIC CAP CORP | 2.30 | 4/27/2017 | 5,000,000 | 5,126,294 | |||||||||||
36962G6K5 | GENERAL ELECTRIC CAP CORP | 1.60 | 11/20/2017 | 6,000,000 | 5,938,137 | |||||||||||
36962G6M1 | GENERAL ELECTRIC CAP CORP | 1.00 | 12/11/2015 | 6,025,000 | 6,028,061 | |||||||||||
36962G6R0 | GENERAL ELECTRIC CAP CORP | 1.00 | 1/8/2016 | 3,780,000 | 3,780,384 | |||||||||||
38141EA25 | GOLDMAN SACHS GROUP INC | 7.50 | 2/15/2019 | 9,000,000 | 10,826,830 | |||||||||||
38141GEA8 | GOLDMAN SACHS GROUP INC | 5.13 | 1/15/2015 | 200,000 | 210,333 | |||||||||||
38141GEE0 | GOLDMAN SACHS GROUP INC | 5.35 | 1/15/2016 | 600,000 | 652,120 | |||||||||||
38141GEG5 | GOLDMAN SACHS GROUP INC | 0.70 | 3/22/2016 | 4,150,000 | 4,114,974 | |||||||||||
38141GEU4 | GOLDMAN SACHS GROUP INC | 5.63 | 1/15/2017 | 250,000 | 275,425 | |||||||||||
38143UAW1 | GOLDMAN SACHS GROUP INC | 5.00 | 10/1/2014 | 200,000 | 208,501 | |||||||||||
38143USC6 | GOLDMAN SACHS GROUP INC | 3.63 | 2/7/2016 | 8,600,000 | 9,045,770 | |||||||||||
40411EAB4 | BANK OF SCOTLAND PLC | 5.25 | 2/21/2017 | 17,005,000 | 19,052,062 | |||||||||||
40414LAB5 | HCP | 2.70 | 2/1/2014 | 8,875,000 | 8,932,955 | |||||||||||
40414LAC3 | HCP | 3.75 | 2/1/2016 | 500,000 | 528,350 | |||||||||||
40428HPG1 | HSBC BANK USA INC | 2.38 | 2/13/2015 | 7,850,000 | 8,014,826 | |||||||||||
40428HPH9 | HSBC BANK USA INC | 1.63 | 1/16/2018 | 250,000 | 244,242 | |||||||||||
40429CCS9 | HSBC FINANCE CORPORATION | 5.00 | 6/30/2015 | 250,000 | 266,029 | |||||||||||
40429CFN7 | HSBC FINANCE CORPORATION | 5.50 | 1/19/2016 | 300,000 | 327,556 | |||||||||||
40429CGD8 | HSBC FINANCE CORPORATION | 6.68 | 1/15/2021 | 7,500,000 | 8,534,867 | |||||||||||
40430LAA7 | HSBC FINANCE CAPITAL TRUST IX | 5.91 | 11/30/2015 | 200,000 | 202,500 | |||||||||||
416518AA6 | HARTFORD FINANCIAL SERVICES GR | 4.00 | 10/15/2017 | 300,000 | 320,878 | |||||||||||
42217KAZ9 | HEALTH CARE REIT INC | 2.25 | 3/15/2018 | 4,500,000 | 4,445,333 | |||||||||||
44106MAH5 | HOSPITALITY PROPERTIES TRUST | 6.30 | 12/15/2015 | 250,000 | 270,389 | |||||||||||
449786AL6 | INT’L NEDERLAND BANK NV | 4.00 | 3/15/2016 | 5,600,000 | 5,925,760 | |||||||||||
449786AR3 | INT’L NEDERLAND BANK NV | 2.00 | 9/25/2015 | 6,500,000 | 6,598,221 | |||||||||||
451102AH0 | ICAHN ENTERPRISES LP / ICAHN E | 8.00 | 1/15/2014 | 370,000 | 387,575 | |||||||||||
45685EAE6 | ING US INC | 2.90 | 2/15/2018 | 250,000 | 251,120 | |||||||||||
459745GJ8 | INTERNATIONAL LEASE FINANCE CO | 5.75 | 5/15/2016 | 3,000,000 | 3,180,840 | |||||||||||
46115HAG2 | INTESA SANPAOLO SPA | 3.13 | 1/15/2016 | 250,000 | 249,991 | |||||||||||
46115HAJ6 | INTESA SANPAOLO SPA | 3.88 | 1/16/2018 | 250,000 | 245,960 | |||||||||||
46625HHR4 | JPMORGAN CHASE & CO | 3.40 | 6/24/2015 | 10,000,000 | 10,414,785 | |||||||||||
46625HHX1 | JPMORGAN CHASE & CO | 3.45 | 3/1/2016 | 7,150,000 | 7,518,821 | |||||||||||
46625HJA9 | JPMORGAN CHASE & CO | 3.15 | 7/5/2016 | 950,000 | 995,512 | |||||||||||
46625HJL5 | JPMORGAN CHASE & CO | 1.63 | 5/15/2018 | 250,000 | 241,996 | |||||||||||
47102XAF2 | JANUS CAPITAL GROUP INC | 6.70 | 6/15/2017 | 250,000 | 278,572 | |||||||||||
472319AJ1 | JEFFERIES GROUP INC | 3.88 | 11/9/2015 | 250,000 | 260,001 | |||||||||||
472319AK8 | JEFFERIES GROUP INC | 5.13 | 4/13/2018 | 300,000 | 321,048 | |||||||||||
48126EAA5 | JPMORGAN CHASE & CO | 2.00 | 8/15/2017 | 9,775,000 | 9,851,396 | |||||||||||
49327M2A1 | KEY BANK NATIONAL ASSOCIATION | 1.65 | 2/1/2018 | 7,150,000 | 7,023,172 | |||||||||||
49427RAH5 | KILROY RELTY | 4.80 | 4/15/2018 | 500,000 | 542,405 | |||||||||||
49446RAH2 | KIMCO REALTY CORPORATION | 5.70 | 5/1/2017 | 250,000 | 282,383 | |||||||||||
539473AG3 | LLOYDS TSB BANK PLC | 4.88 | 1/21/2016 | 150,000 | 161,337 | |||||||||||
539473AQ1 | LLOYDS TSB BANK PLC | 4.20 | 3/28/2017 | 100,000 | 107,244 | |||||||||||
55342UAD6 | MPT OPT PARTNER | 6.38 | 2/15/2020 | 5,000,000 | 5,062,500 | |||||||||||
564759QB7 | MANUFACTURERS AND TRADERS TRUS | 5.63 | 12/1/2016 | 250,000 | 257,295 | |||||||||||
56501RAA4 | MANULIFE FINANCIAL CORP | 3.40 | 9/17/2015 | 400,000 | 417,589 | |||||||||||
59018YJ69 | MERRILL LYNCH & CO. INC. | 6.40 | 8/28/2017 | 5,000,000 | 5,743,769 | |||||||||||
59018YUW9 | MERRILL LYNCH & CO. INC. | 5.00 | 1/15/2015 | 5,150,000 | 5,401,063 | |||||||||||
59156RAR9 | METLIFE INC | 6.82 | 8/15/2018 | 300,000 | 363,035 | |||||||||||
60688QAA3 | MIZUHO CORPORATE BANK LTD | 2.55 | 3/17/2017 | 3,225,000 | 3,271,032 | |||||||||||
6174466Q7 | MORGAN STANLEY | 6.63 | 4/1/2018 | 5,000,000 | 5,794,188 | |||||||||||
6174467U7 | MORGAN STANLEY | 2.13 | 4/25/2018 | 500,000 | 487,302 | |||||||||||
617446V71 | MORGAN STANLEY | 6.25 | 8/28/2017 | 10,500,000 | 11,919,439 | |||||||||||
61746SBR9 | MORGAN STANLEY | 5.38 | 10/15/2015 | 7,000,000 | 7,516,769 | |||||||||||
61747YCE3 | MORGAN STANLEY | 6.00 | 4/28/2015 | 3,500,000 | 3,745,541 | |||||||||||
61747YDD4 | MORGAN STANLEY | 3.80 | 4/29/2016 | 9,400,000 | 9,865,224 | |||||||||||
61747YDT9 | MORGAN STANLEY | 4.75 | 3/22/2017 | 8,050,000 | 8,707,833 | |||||||||||
631103AE8 | NASDAQ OMX GROUP INC /THE | 5.25 | 1/16/2018 | 250,000 | 269,451 | |||||||||||
63254AAA6 | NATIONAL AUSTRALIA BANK LIMITE | 2.00 | 3/9/2015 | 3,200,000 | 3,262,859 | |||||||||||
63254AAB4 | NATIONAL AUSTRALIA BANK LIMITE | 2.75 | 3/9/2017 | 400,000 | 415,466 | |||||||||||
63254AAC2 | NATIONAL AUSTRALIA BANK LIMITE | 1.60 | 8/7/2015 | 300,000 | 304,529 | |||||||||||
63307A2A2 | NATIONAL BK OF CANADA | 1.50 | 6/26/2015 | 250,000 | 253,330 |
63307AAA3 | NATIONAL BK OF CANADA | 1.45 | 11/7/2017 | 5,000,000 | 4,903,868 | |||||||||||
637432HT5 | NATIONAL RURAL UTILITIES COOP | 5.45 | 4/10/2017 | 250,000 | 282,035 | |||||||||||
637432ML6 | NATIONAL RURAL UTILITIES COOP | 1.90 | 11/1/2015 | 4,500,000 | 4,599,571 | |||||||||||
638585AN9 | BANK OF AMERICA CORP | 7.75 | 8/15/2015 | 250,000 | 277,127 | |||||||||||
65535HAD1 | NOMURA HOLDINGS INC | 2.00 | 9/13/2016 | 4,350,000 | 4,328,300 | |||||||||||
65557FAF3 | NORDEA BANK AB | 0.72 | 5/13/2016 | 5,000,000 | 5,015,700 | |||||||||||
686330AG6 | ORIX CORP | 3.75 | 3/9/2017 | 300,000 | 310,075 | |||||||||||
693476AT0 | PNC FUNDING CORP - GTD | 5.25 | 11/15/2015 | 350,000 | 378,638 | |||||||||||
693476BH5 | PNC FUNDING CORP - GTD | 3.63 | 2/8/2015 | 1,985,000 | 2,059,563 | |||||||||||
69349LAC2 | PNC BANK NA | 4.88 | 9/21/2017 | 250,000 | 275,402 | |||||||||||
69371RK88 | PACCAR FINANCIAL CORP | 0.75 | 8/14/2015 | 300,000 | 300,131 | |||||||||||
742651DS8 | PRIVATE EXPORT FUNDING CORPORA | 1.88 | 7/15/2018 | 100,000 | 100,699 | |||||||||||
74432QAY1 | PRUDENTIAL FINANCIAL INC | 6.10 | 6/15/2017 | 100,000 | 114,031 | |||||||||||
74432QBL8 | PRUDENTIAL FINANCIAL INC | 3.88 | 1/14/2015 | 750,000 | 778,691 | |||||||||||
74977EPZ0 | RABOBANK NEDERLAND NV | 1.70 | 3/19/2018 | 2,625,000 | 2,587,079 | |||||||||||
756109AJ3 | REALTY INCOME CORP | 5.95 | 9/15/2016 | 200,000 | 223,628 | |||||||||||
7591EPAJ9 | REGIONS FINANCIAL CORPORATION | 2.00 | 5/15/2018 | 4,000,000 | 3,863,795 | |||||||||||
78008S7D2 | ROYAL BANK OF CANADA | 2.20 | 7/27/2018 | 300,000 | 301,503 | |||||||||||
78008SVD5 | ROYAL BANK OF CANADA | 1.50 | 1/16/2018 | 250,000 | 245,794 | |||||||||||
78008TLB8 | ROYAL BANK OF CANADA | 2.30 | 7/20/2016 | 1,000,000 | 1,032,312 | |||||||||||
78010XAG6 | ROYAL BANK OF SCOTLAND PLC | 3.95 | 9/21/2015 | 650,000 | 683,086 | |||||||||||
78011DAC8 | ROYAL BANK OF CANADA | 1.20 | 9/19/2017 | 9,500,000 | 9,389,895 | |||||||||||
78403DAB6 | SBA TOWER TRUST | 5.10 | 4/15/2042 | 5,300,000 | 5,721,032 | |||||||||||
78442FCJ5 | SLM CORP | 5.38 | 5/15/2014 | 4,000,000 | 4,080,010 | |||||||||||
80282KAB2 | SANTANDER HOLDINGS USA INC | 3.00 | 8/24/2015 | 3,940,000 | 4,044,456 | |||||||||||
828807BM8 | SIMON PROPERTY GROUP LP | 5.10 | 6/15/2015 | 400,000 | 428,533 | |||||||||||
828807CM7 | SIMON PROPERTY GROUP LP | 1.50 | 2/1/2018 | 14,000,000 | 13,630,971 | |||||||||||
830505AP8 | SKANDINAVISKA ENSKILDA BANKEN | 1.75 | 3/19/2018 | 2,665,000 | 2,615,359 | |||||||||||
83368RAC6 | SOCIETE GENERALE | 2.75 | 10/12/2017 | 350,000 | 358,202 | |||||||||||
84603MXU5 | SOVEREIGN BANK | 8.75 | 5/30/2018 | 2,475,000 | 2,965,806 | |||||||||||
84650WAB2 | SPAREBNK 1 BOLIG | 2.63 | 5/27/2016 | 200,000 | 208,464 | |||||||||||
84650WAD8 | SPAREBNK 1 BOLIG | 2.30 | 6/30/2017 | 6,500,000 | 6,683,040 | |||||||||||
865622AU8 | SUMITOMO MITSUI BANKING CORP | 1.35 | 7/18/2015 | 300,000 | 301,723 | |||||||||||
865622AV6 | SUMITOMO MITSUI BANKING CORP | 1.80 | 7/18/2017 | 250,000 | 248,722 | |||||||||||
865622AY0 | SUMITOMO MITSUI BANKING CORP | 1.50 | 1/18/2018 | 5,000,000 | 4,869,249 | |||||||||||
86787GAG7 | SUNTRUST BANK/ATLANTA GA | 5.00 | 9/1/2015 | 100,000 | 106,144 | |||||||||||
867914BE2 | SUNTRUST BANKS INC | 3.50 | 12/20/2016 | 250,000 | 262,944 | |||||||||||
86960BAB8 | SVENSKA HANDELSBANKEN AB | 2.88 | 4/4/2017 | 5,000,000 | 5,157,820 | |||||||||||
86960BAC6 | SVENSKA HANDELSBANKEN AB | 1.63 | 3/21/2018 | 250,000 | 245,061 | |||||||||||
86960BAD4 | SVENSKA HANDELSBANKEN AB | 0.70 | 3/21/2016 | 2,500,000 | 2,505,675 | |||||||||||
87020LAA4 | SWEDBANK HYPOTEK AB | 2.95 | 3/28/2016 | 8,100,000 | 8,496,819 | |||||||||||
87020LAB2 | SWEDBANK HYPOTEK AB | 0.70 | 3/28/2014 | 6,700,000 | 6,706,527 | |||||||||||
87020PAA5 | SWEDBANK AB | 2.13 | 9/29/2017 | 3,525,000 | 3,516,285 | |||||||||||
87020PAC1 | SWEDBANK AB | 1.75 | 3/12/2018 | 8,025,000 | 7,859,408 | |||||||||||
89114QAE8 | TORONTO-DOMINION BANK/THE | 2.38 | 10/19/2016 | 300,000 | 310,293 | |||||||||||
89114QAG3 | TORONTO-DOMINION BANK/THE | 1.40 | 4/30/2018 | 200,000 | 194,858 | |||||||||||
90261XBY7 | UBS AG | 5.88 | 7/15/2016 | 185,000 | 203,681 | |||||||||||
90261XEM0 | UBS AG | 5.88 | 12/20/2017 | 591,000 | 678,297 | |||||||||||
90261XGD8 | UBS AG | 4.88 | 8/4/2020 | 5,500,000 | 6,091,005 | |||||||||||
90264AAA7 | UBS PD FD TST IV | 6.24 | 250,000 | 266,250 | ||||||||||||
90331HKP7 | US BANK NATIONAL ASSOCIATION | 4.95 | 10/30/2014 | 250,000 | 262,178 | |||||||||||
90520EAC5 | UNION BANK NA | 3.00 | 6/6/2016 | 7,800,000 | 8,174,399 | |||||||||||
90520EAE1 | UNION BANK NA | 2.13 | 6/16/2017 | 3,400,000 | 3,404,184 | |||||||||||
90520GAA4 | UNION BANK NA | 5.95 | 5/11/2016 | 250,000 | 276,171 | |||||||||||
90521APH5 | UNION BANK NA | 1.50 | 8/26/2016 | 5,000,000 | 5,029,075 | |||||||||||
90521APJ1 | UNION BANK NA | 2.63 | 8/26/2018 | 3,000,000 | 3,038,022 | |||||||||||
91159HHB9 | US BANCORP | 2.20 | 10/14/2016 | 350,000 | 359,331 | |||||||||||
91159HHD5 | US BANCORP | 1.65 | 4/15/2017 | 500,000 | 501,887 | |||||||||||
91529YAG1 | UNUM GROUP | 7.13 | 9/30/2016 | 250,000 | 286,501 | |||||||||||
92277GAA5 | VENTAS REALTY LP/CAP CRP | 1.55 | 9/26/2016 | 4,117,000 | 4,131,950 | |||||||||||
929903DT6 | WACHOVIA CORP | 5.75 | 6/15/2017 | 17,300,000 | 19,845,722 | |||||||||||
949746QU8 | WELLS FARGO & COMPANY | 3.68 | 6/15/2016 | 650,000 | 692,270 | |||||||||||
94974BFA3 | WELLS FARGO & COMPANY | 1.25 | 2/13/2015 | 250,000 | 251,947 | |||||||||||
94974BFD7 | WELLS FARGO & COMPANY | 2.10 | 5/8/2017 | 250,000 | 255,329 | |||||||||||
94974BFE5 | WELLS FARGO & COMPANY | 1.50 | 7/1/2015 | 5,020,000 | 5,082,997 |
94974BFG0 | WELLS FARGO & COMPANY | 1.50 | 1/16/2018 | 350,000 | 344,396 | |||||||||||
959802AR0 | WESTERN UNION CO/THE | 2.88 | 12/10/2017 | 250,000 | 248,869 | |||||||||||
961214BH5 | WESTPAC BANKING CORP | 4.20 | 2/27/2015 | 600,000 | 628,224 | |||||||||||
961214BV4 | WESTPAC BANKING CORP | 2.00 | 8/14/2017 | 4,125,000 | 4,163,392 | |||||||||||
961214BY8 | WESTPAC BANKING CORP | 0.95 | 1/12/2016 | 100,000 | 100,055 | |||||||||||
961214BZ5 | WESTPAC BANKING CORP | 1.60 | 1/12/2018 | 250,000 | 247,030 | |||||||||||
BRSA6EXM7 | DYNCORP INTERNATIONAL INC | 0.00 | 7/7/2016 | 46,522 | 46,696 | |||||||||||
BRSAC4WT8 | WAHA AEROSPACE BV | 3.93 | 7/28/2020 | 735,000 | 775,425 | |||||||||||
BRSBG70Y9 | REALOGY CORP | 0.00 | 10/10/2016 | 371,049 | 371,049 | |||||||||||
BRSBG72X9 | REALOGY CORP | 0.00 | 3/6/2014 | 3,105,275 | 3,119,506 | |||||||||||
BRSBK3FH4 | SI ORGANIZATION INC | 0.00 | 11/22/2016 | 96,648 | 95,803 | |||||||||||
BRSC101R2 | SPRINGLEAF FINANCIAL FUNDING C | 0.00 | 5/10/2017 | 902,400 | 902,400 | |||||||||||
BRSE9BR07 | DJO FINANCE LLC/DJO FINANCE CO | 0.00 | 9/15/2017 | 2,093,506 | 2,096,778 | |||||||||||
BRSEVCW87 | RPI FINANCE TRUST | 0.00 | 11/9/2018 | 185,606 | 186,147 | |||||||||||
BRSFP5Y76 | CNO FINANCIAL GROUP INC | 0.00 | 9/28/2016 | 676,000 | 677,690 | |||||||||||
BRSFY8S44 | ISTAR FINL INC. | 0.00 | 10/16/2013 | 1,151,628 | 1,152,348 | |||||||||||
BRSG101A0 | CUNNINGHAM LINDSEY GROUP INC | 0.00 | 12/10/2019 | 754,300 | 751,471 | |||||||||||
BRSG6XW68 | WINDSOR FINANCNG | 0.00 | 11/7/2013 | 1,270,850 | 1,301,033 | |||||||||||
BRSG8Y7X3 | HARBOURVEST PARTNERS LP | 0.00 | 11/22/2013 | 679,884 | 683,283 | |||||||||||
BRSGE9A66 | ALLIANT INSURANCE SERVICES INC | 0.00 | 12/20/2019 | 875,600 | 874,873 | |||||||||||
BRSH6V6D4 | OCWEN LOAN SERVICING LLC | 0.00 | 1/28/2014 | 783,038 | 791,847 | |||||||||||
BRSHAJ5A3 | TRANS UNION LLC/ TRANS UNION F | 0.00 | 3/2/2014 | 2,134,977 | 2,143,874 | |||||||||||
BRSHE91P2 | ASURION LLC | 0.00 | 5/24/2019 | 1,850,700 | 1,831,897 | |||||||||||
BRSHLFL94 | CONSTELLIUM HOLDCO BV | 0.00 | 3/26/2016 | 1,681,550 | 1,719,385 | |||||||||||
BRSHQJZB1 | TWIN RIVER MANAGEMENT GROUP IN | 0.00 | 3/27/2014 | 1,151,252 | 1,159,886 | |||||||||||
BRSHTM755 | MONEYGRAM INTL INC | 0.00 | 3/27/2020 | 592,025 | 591,532 | |||||||||||
BRSHUN736 | CGSC OF DELAWARE HOLDINGS CORP | 0.00 | 4/16/2020 | 855,000 | 848,588 | |||||||||||
BRSHUNR00 | CGSC OF DELAWARE HOLDINGS CORP | 0.00 | 10/16/2020 | 400,000 | 394,000 | |||||||||||
BRSJ1A4B7 | CAPITAL AUTOMOTIVE | 0.00 | 5/13/2014 | 1,000,000 | 1,002,083 | |||||||||||
BRSJ2MY43 | CAPITAL AUTOMOTIVE | 0.00 | 4/29/2016 | 1,000,000 | 1,022,500 | |||||||||||
BRSJ58PC3 | NUVEEN INVESTMENTS INC | 0.00 | 5/13/2017 | 466,202 | 461,074 | |||||||||||
BRSJ58QQ1 | NUVEEN INVESTMENTS INC | 0.00 | 2/28/2019 | 886,000 | 879,355 | |||||||||||
BRSJCK8J2 | KCG HOLDINGS INC | 0.00 | 12/5/2017 | 885,000 | 884,447 | |||||||||||
BRSJNKJ74 | NATIONAL FIN PRT | 0.00 | 12/19/2013 | 369,075 | 370,690 | |||||||||||
BRSKLC6Z3 | HUB INTERNATIONAL LIMITED | 0.00 | 3/16/2014 | 1,760,000 | 1,761,466 | |||||||||||
BRSKQTLF8 | SEARS ROEBUCK ACCEPTANCE CORP/ | 0.00 | 6/30/2018 | 470,000 | 467,453 | |||||||||||
E19794CQ2 | BANCO SANTANDER SA | 3.50 | 2/6/2014 | 4,000,000 | 5,465,389 | |||||||||||
G5577Y5Y2 | LLOYDS TSB BANK PLC - LT GTD | 1.50 | 5/2/2017 | 3,300,000 | 5,387,454 | |||||||||||
N9636WAL1 | WHITE NIGHTS FINANCE BV | 10.50 | 3/8/2014 | 2,400,000 | 2,496,000 | |||||||||||
Y4864WAG4 | KOREA EXCHANGE BANK | 4.88 | 1/14/2016 | 2,000,000 | 2,132,940 | |||||||||||
|
| |||||||||||||||
801,147,087 | 841,930,125 | |||||||||||||||
|
| |||||||||||||||
Corporate Debt Securities - Industrials | ||||||||||||||||
00037BAA0 | ABB FINANCE USA INC | 1.63 | 5/8/2017 | 250,000 | 249,433 | |||||||||||
00206RAV4 | AT&T INC | 2.50 | 8/15/2015 | 4,725,000 | 4,867,121 | |||||||||||
00206RBC5 | AT&T INC | 1.60 | 2/15/2017 | 6,000,000 | 6,001,934 | |||||||||||
00206RBM3 | AT&T INC | 1.40 | 12/1/2017 | 8,450,000 | 8,251,542 | |||||||||||
002447AA8 | AWAS AVIATION CAPITAL LTD | 7.00 | 10/18/2015 | 76,000 | 78,280 | |||||||||||
00287YAG4 | ABBVIE INC | 1.20 | 11/6/2015 | 500,000 | 502,314 | |||||||||||
00287YAJ8 | ABBVIE INC | 1.75 | 11/6/2017 | 4,100,000 | 4,069,439 | |||||||||||
00724FAA9 | ADOBE SYSTEMS INC | 3.25 | 2/1/2015 | 200,000 | 206,413 | |||||||||||
00817YAK4 | AETNA INC | 1.75 | 5/15/2017 | 750,000 | 746,336 | |||||||||||
00817YAL2 | AETNA INC | 1.50 | 11/15/2017 | 4,100,000 | 4,020,846 | |||||||||||
00846UAC5 | AGILENT TECH INC | 6.50 | 11/1/2017 | 100,000 | 117,387 | |||||||||||
009363AN2 | AIRGAS INC | 1.65 | 2/15/2018 | 100,000 | 97,351 | |||||||||||
013817AL5 | ALCOA INC | 5.55 | 2/1/2017 | 250,000 | 267,688 | |||||||||||
018490AP7 | ALLERGAN INC/UNITED STATES | 1.35 | 3/15/2018 | 950,000 | 926,185 | |||||||||||
023135AH9 | AMAZON.COM INC | 1.20 | 11/29/2017 | 150,000 | 146,762 | |||||||||||
02364WBC8 | AMERICA MOVIL SA DE CV | 2.38 | 9/8/2016 | 2,100,000 | 2,138,703 | |||||||||||
02666QM26 | AMERICAN HONDA FINANCE CORPORA | 1.60 | 2/16/2018 | 1,690,000 | 1,661,109 | |||||||||||
031162BF6 | AMGEN INC | 2.30 | 6/15/2016 | 500,000 | 514,928 | |||||||||||
031162BQ2 | AMGEN INC | 2.13 | 5/15/2017 | 500,000 | 507,607 | |||||||||||
032511AX5 | ANADARKO PETROLEUM CORP | 5.95 | 9/15/2016 | 250,000 | 280,688 | |||||||||||
032511BH9 | ANADARKO PETROLEUM CORP | 6.38 | 9/15/2017 | 200,000 | 232,785 | |||||||||||
034863AA8 | ANGLO AMERICAN CAPITAL PLC | 9.38 | 4/8/2014 | 6,280,000 | 6,531,338 | |||||||||||
03523TAM0 | ANHEUSER-BUSCH INBEV WORLDWIDE | 4.13 | 1/15/2015 | 9,525,000 | 9,958,340 |
03523TBA5 | ANHEUSER-BUSCH INBEV WORLDWIDE | 2.88 | 2/15/2016 | 6,000,000 | 6,282,487 | |||||||||||
03523TBM9 | ANHEUSER-BUSCH INBEV WORLDWIDE | 0.80 | 7/15/2015 | 100,000 | 100,362 | |||||||||||
03523TBN7 | ANHEUSER-BUSCH INBEV WORLDWIDE | 1.38 | 7/15/2017 | 5,000,000 | 4,986,200 | |||||||||||
035242AC0 | ANHEUSER-BUSCH INBEV FINANCE I | 1.25 | 1/17/2018 | 500,000 | 490,717 | |||||||||||
035242AD8 | ANHEUSER-BUSCH INBEV FINANCE I | 0.80 | 1/15/2016 | 400,000 | 399,770 | |||||||||||
037411AS4 | APACHE CORP | 5.63 | 1/15/2017 | 5,900,000 | 6,649,637 | |||||||||||
03746AAC4 | APACHE FIN CANADA CORP | 4.38 | 5/15/2015 | 270,000 | 285,856 | |||||||||||
037833AH3 | APPLE INC | 0.45 | 5/3/2016 | 9,875,000 | 9,805,386 | |||||||||||
037833AJ9 | APPLE INC | 1.00 | 5/3/2018 | 450,000 | 433,438 | |||||||||||
039483AY8 | ARCHER-DANIELS-MIDLAND COMPANY | 5.45 | 3/15/2018 | 2,884,000 | 3,314,066 | |||||||||||
042735BB5 | ARROW ELECTRONICS INC | 3.00 | 3/1/2018 | 75,000 | 75,649 | |||||||||||
046353AB4 | ASTRAZENECA PLC | 5.90 | 9/15/2017 | 300,000 | 347,503 | |||||||||||
053332AK8 | AUTOZONE INC | 5.75 | 1/15/2015 | 300,000 | 318,894 | |||||||||||
053499AG4 | AVAYA INC. | 7.00 | 4/1/2019 | 290,000 | 271,150 | |||||||||||
05367AAF0 | AVIATION CAPITAL GROUP COR | 3.88 | 9/27/2016 | 6,850,000 | 6,889,936 | |||||||||||
054303AU6 | AVON PRODUCTS INC | 5.75 | 3/1/2018 | 150,000 | 162,165 | |||||||||||
054303AY8 | AVON PRODUCTS INC | 2.38 | 3/15/2016 | 5,600,000 | 5,673,564 | |||||||||||
055451AK4 | BHP BILLITON FINANCE LTD | 1.88 | 11/21/2016 | 250,000 | 255,218 | |||||||||||
055451AN8 | BHP BILLITON FINANCE LTD | 1.00 | 2/24/2015 | 300,000 | 301,975 | |||||||||||
055451AP3 | BHP BILLITON FINANCE LTD | 1.63 | 2/24/2017 | 250,000 | 251,361 | |||||||||||
05565QBH0 | BP CAPITAL MARKETS PLC | 3.88 | 3/10/2015 | 5,735,000 | 5,997,711 | |||||||||||
05565QBY3 | BP CAPITAL MARKETS PLC | 1.85 | 5/5/2017 | 7,300,000 | 7,357,350 | |||||||||||
05565QCE6 | BP CAPITAL MARKETS PLC | 1.38 | 5/10/2018 | 500,000 | 484,584 | |||||||||||
05565QCG1 | BP CAPITAL MARKETS PLC | 2.24 | 9/26/2018 | 16,000,000 | 16,053,413 | |||||||||||
067901AF5 | BARRICK GOLD CORP | 2.90 | 5/30/2016 | 300,000 | 303,259 | |||||||||||
067901AN8 | BARRICK GOLD CORP | 2.50 | 5/1/2018 | 4,100,000 | 3,895,931 | |||||||||||
07556QBB0 | BEAZER HOMES USA INC | 6.63 | 7/15/2017 | 425,000 | 444,125 | |||||||||||
075887BB4 | BECTON DICKINSON | 1.75 | 11/8/2016 | 500,000 | 503,389 | |||||||||||
097014AK0 | BOEING CAPITAL CORPORATION | 3.25 | 10/27/2014 | 100,000 | 102,963 | |||||||||||
097023BC8 | BOEING CO | 3.75 | 11/20/2016 | 150,000 | 160,417 | |||||||||||
10138MAH8 | BOTTLING GROUP LLC | 6.95 | 3/15/2014 | 7,000,000 | 7,201,040 | |||||||||||
110122AS7 | BRISTOL-MYERS SQUIBB CO | 0.88 | 8/1/2017 | 100,000 | 97,717 | |||||||||||
120568AV2 | BUNGE LIMITED FINANCE CORP | 3.20 | 6/15/2017 | 300,000 | 309,640 | |||||||||||
124857AH6 | CBS CORP | 1.95 | 7/1/2017 | 200,000 | 200,430 | |||||||||||
12543DAR1 | CHS/COMMUNITY HEALTH SYSTEMS I | 5.13 | 8/15/2017 | 4,000,000 | 4,070,000 | |||||||||||
12626PAG8 | CRH AMERICA INC. | 6.00 | 9/30/2016 | 500,000 | 562,953 | |||||||||||
126408GM9 | CSX CORPORATION | 6.25 | 3/15/2018 | 300,000 | 350,739 | |||||||||||
126650BE9 | CVS CAREMARK CORP | 6.13 | 8/15/2016 | 250,000 | 282,567 | |||||||||||
126650BQ2 | CVS CAREMARK CORP | 6.94 | 1/10/2030 | 1,905,788 | 2,227,125 | |||||||||||
127055AJ0 | CABOT CORP | 2.55 | 1/15/2018 | 150,000 | 149,152 | |||||||||||
12800UAL4 | LA CAISSE CENTRALE DESJARDINS | 1.60 | 3/6/2017 | 6,000,000 | 6,075,960 | |||||||||||
134429AV1 | CAMPBELL SOUP COMPANY | 3.05 | 7/15/2017 | 200,000 | 209,939 | |||||||||||
136385AK7 | CANADIAN NATURAL RESOURCES LTD | 5.70 | 5/15/2017 | 250,000 | 282,721 | |||||||||||
14149YAG3 | CARDINAL HEALTH INC | 4.00 | 6/15/2015 | 400,000 | 420,054 | |||||||||||
141781BA1 | CARGILL INC | 1.90 | 3/1/2017 | 6,000,000 | 6,061,593 | |||||||||||
141781BB9 | CARGILL INC | 3.30 | 3/1/2022 | 4,000,000 | 3,936,846 | |||||||||||
143658AY8 | CARNIVAL CORP | 1.88 | 12/15/2017 | 250,000 | 244,474 | |||||||||||
143658AZ5 | CARNIVAL CORP | 1.20 | 2/5/2016 | 150,000 | 149,130 | |||||||||||
14912L4S7 | CATERPILLAR INC | 2.65 | 4/1/2016 | 250,000 | 258,743 | |||||||||||
14912L5D9 | CATERPILLAR INC | 1.10 | 5/29/2015 | 250,000 | 251,953 | |||||||||||
14912L5E7 | CATERPILLAR INC | 1.63 | 6/1/2017 | 6,200,000 | 6,218,683 | |||||||||||
14912L5H0 | CATERPILLAR INC | 0.70 | 11/6/2015 | 5,550,000 | 5,541,189 | |||||||||||
14912L5J6 | CATERPILLAR INC | 1.25 | 11/6/2017 | 150,000 | 147,105 | |||||||||||
14912L5S6 | CATERPILLAR INC | 1.35 | 9/6/2016 | 350,000 | 352,765 | |||||||||||
14987BAD5 | CC HLD V | 2.38 | 12/15/2017 | 100,000 | 98,191 | |||||||||||
151020AG9 | CELGENE CORPORATION | 1.90 | 8/15/2017 | 300,000 | 300,109 | |||||||||||
166764AA8 | CHEVRON CORP | 1.10 | 12/5/2017 | 350,000 | 343,150 | |||||||||||
166764AE0 | CHEVRON CORP | 1.72 | 6/24/2018 | 300,000 | 298,347 | |||||||||||
17275RAC6 | CISCO SYSTEMS INC | 5.50 | 2/22/2016 | 2,775,000 | 3,081,557 | |||||||||||
17275RAG7 | CISCO SYSTEMS INC | 2.90 | 11/17/2014 | 500,000 | 514,186 | |||||||||||
17275RAK8 | CISCO SYSTEMS INC | 3.15 | 3/14/2017 | 2,500,000 | 2,634,830 | |||||||||||
18538RAE3 | CLEARWATER PAPER CORP | 7.13 | 11/1/2014 | 3,000,000 | 3,225,000 | |||||||||||
18683KAF8 | CLIFFS NATURAL RESOURCES INC | 3.95 | 1/15/2018 | 250,000 | 250,086 | |||||||||||
191216AU4 | COCA-COLA COMPANY (THE) | 1.80 | 9/1/2016 | 1,000,000 | 1,026,568 | |||||||||||
19416QDW7 | COLGATE-PALMOLIVE CO | 0.60 | 11/15/2014 | 250,000 | 250,625 |
20030NAB7 | COMCAST CORP | 6.50 | 1/15/2015 | 1,000,000 | 1,074,594 | |||||||||||
20030NAL5 | COMCAST CORP | 5.90 | 3/15/2016 | 7,500,000 | 8,374,548 | |||||||||||
20030NAR2 | COMCAST CORP | 5.88 | 2/15/2018 | 4,900,000 | 5,738,082 | |||||||||||
205363AM6 | COMPUTER SCIENCES CORP | 2.50 | 9/15/2015 | 111,000 | 113,290 | |||||||||||
205887BP6 | CONAGRA FOODS INC. | 1.30 | 1/25/2016 | 66,000 | 66,112 | |||||||||||
205887BQ4 | CONAGRA FOODS INC. | 1.90 | 1/25/2018 | 225,000 | 221,867 | |||||||||||
20825TAA5 | CONOCO INC | 5.63 | 10/15/2016 | 250,000 | 283,513 | |||||||||||
20826FAB2 | CONOCOPHILLIPS CO | 1.05 | 12/15/2017 | 250,000 | 243,530 | |||||||||||
21036PAH1 | CONSTELLATION BRANDS INC | 6.00 | 5/1/2022 | 4,000,000 | 4,240,000 | |||||||||||
21079UAA3 | CONTINENTAL AIRLINES 2009 2 PA | 7.25 | 5/10/2021 | 4,256,791 | 4,810,173 | |||||||||||
21079VAA1 | UAL_12-2A | 4.75 | 7/12/2022 | 2,141,028 | 2,242,727 | |||||||||||
22160KAD7 | COSTCO WHSLE CORP | 0.65 | 12/7/2015 | 200,000 | 199,885 | |||||||||||
22160KAE5 | COSTCO WHSLE CORP | 1.13 | 12/15/2017 | 6,150,000 | 6,058,800 | |||||||||||
22303QAG5 | COVIDIEN INTERNATIONAL FINANCE | 6.00 | 10/15/2017 | 250,000 | 287,669 | |||||||||||
22303QAK6 | COVIDIEN INTERNATIONAL FINANCE | 2.80 | 6/15/2015 | 10,800,000 | 11,113,653 | |||||||||||
224044BM8 | COX COMMUNICATIONS INC | 5.45 | 12/15/2014 | 80,000 | 84,377 | |||||||||||
22822RAZ3 | CROWN CASTLE TOWERS LLC | 4.88 | 8/15/2040 | 5,250,000 | 5,517,187 | |||||||||||
233835AW7 | DAIMLERCHRYSLER NA HLDG | 6.50 | 11/15/2013 | 6,200,000 | 6,242,904 | |||||||||||
233851AT1 | DAIMLERCHRYSLER NA HLDG | 1.25 | 1/11/2016 | 5,590,000 | 5,594,314 | |||||||||||
235851AL6 | DANAHER CORPORATION | 2.30 | 6/23/2016 | 200,000 | 206,019 | |||||||||||
237194AG0 | DARDEN RESTAURANTS INC | 6.20 | 10/15/2017 | 150,000 | 167,584 | |||||||||||
24422ERN1 | JOHN DEERE CAPITAL CORP | 1.40 | 3/15/2017 | 500,000 | 500,168 | |||||||||||
247361ZH4 | DELTA AIR LINES INC | 4.95 | 11/23/2020 | 123,197 | 130,897 | |||||||||||
24736TAA5 | DELTA AIR LINES INC | 7.75 | 6/17/2021 | 1,428,447 | 1,656,998 | |||||||||||
249030AB3 | DENTSPLY INTL INC. | 2.75 | 8/15/2016 | 1,475,000 | 1,494,338 | |||||||||||
25179MAM5 | DEVON ENERGY CORPORATION | 1.88 | 4/15/2017 | 300,000 | 300,358 | |||||||||||
25243YAM1 | DIAGEO CAPITAL PLC | 5.75 | 10/23/2017 | 250,000 | 287,550 | |||||||||||
25243YAR0 | DIAGEO CAPITAL PLC | 1.50 | 5/11/2017 | 3,150,000 | 3,145,579 | |||||||||||
25243YAS8 | DIAGEO CAPITAL PLC | 0.63 | 4/29/2016 | 3,190,000 | 3,165,648 | |||||||||||
25244SAC5 | DIAGEO FINANCE | 5.30 | 10/28/2015 | 150,000 | 163,613 | |||||||||||
25459HAV7 | DIRECTV HOLDINGS LLC | 3.13 | 2/15/2016 | 2,475,000 | 2,555,149 | |||||||||||
25459HBE4 | DIRECTV HOLDINGS LLC | 2.40 | 3/15/2017 | 800,000 | 800,260 | |||||||||||
25468PCG9 | WALT DISNEY COMPANY (THE) | 6.00 | 7/17/2017 | 150,000 | 173,062 | |||||||||||
25468PCS3 | WALT DISNEY COMPANY (THE) | 1.13 | 2/15/2017 | 500,000 | 492,394 | |||||||||||
25468PCV6 | WALT DISNEY COMPANY (THE) | 1.10 | 12/1/2017 | 6,100,000 | 5,992,062 | |||||||||||
25470XAE5 | DISH DBS CORP | 6.75 | 6/1/2021 | 4,000,000 | 4,200,000 | |||||||||||
256677AB1 | DOLLAR GENERAL CORP | 1.88 | 4/15/2018 | 200,000 | 193,913 | |||||||||||
263534BY4 | EI DU PONT DE NEMOURS & CO | 3.25 | 1/15/2015 | 500,000 | 517,467 | |||||||||||
268648AP7 | EMC CORP | 1.88 | 6/1/2018 | 250,000 | 248,723 | |||||||||||
26875PAJ0 | EOG RESOURCES INC | 1.02 | 2/3/2014 | 2,700,000 | 2,705,616 | |||||||||||
277432AM2 | EASTMAN CHEMICAL COMPANY | 2.40 | 6/1/2017 | 500,000 | 505,791 | |||||||||||
278642AD5 | EBAY INC. | 0.70 | 7/15/2015 | 250,000 | 250,326 | |||||||||||
278642AG8 | EBAY INC. | 1.35 | 7/15/2017 | 3,071,000 | 3,055,204 | |||||||||||
278865AK6 | ECOLAB INC | 3.00 | 12/8/2016 | 500,000 | 524,433 | |||||||||||
291011AZ7 | EMERSON ELECTRIC CO | 4.13 | 4/15/2015 | 250,000 | 262,583 | |||||||||||
29264FAG1 | ENDO HEALTH SOLUTIONS INC | 7.00 | 7/15/2017 | 1,000,000 | 1,030,000 | |||||||||||
29379VAA1 | ENTERPRISE PRODUCTS OPERATING | 6.30 | 9/15/2017 | 300,000 | 348,327 | |||||||||||
29379VAR4 | ENTERPRISE PRODUCTS OPERATING | 3.70 | 6/1/2015 | 2,858,000 | 2,986,344 | |||||||||||
29379VAX1 | ENTERPRISE PRODUCTS OPERATING | 1.25 | 8/13/2015 | 122,000 | 122,729 | |||||||||||
29977HAD2 | EP ENERGY LLC/EVEREST ACQUISIT | 6.88 | 5/1/2015 | 300,000 | 320,250 | |||||||||||
302182AF7 | ARISTOTLE HOLDING INC | 3.13 | 5/15/2016 | 2,500,000 | 2,618,855 | |||||||||||
30219GAC2 | ARISTOTLE HOLDING INC | 3.50 | 11/15/2016 | 750,000 | 793,801 | |||||||||||
30249UAA9 | FMC TECHNOLOGIES INC | 2.00 | 10/1/2017 | 1,650,000 | 1,631,812 | |||||||||||
314275AA6 | MACYS RETAIL HLDGS INC | 5.90 | 12/1/2016 | 300,000 | 338,426 | |||||||||||
31620MAJ5 | FIDELITY NATIONAL INFORMATION | 2.00 | 4/15/2018 | 293,000 | 284,415 | |||||||||||
337738AG3 | FISERV INC | 6.80 | 11/20/2017 | 50,000 | 58,418 | |||||||||||
337738AK4 | FISERV INC | 3.13 | 6/15/2016 | 200,000 | 208,988 | |||||||||||
345397VN0 | FORD MOTOR CREDIT COMPANY LLC | 7.00 | 4/15/2015 | 3,400,000 | 3,689,037 | |||||||||||
345397VP5 | FORD MOTOR CREDIT COMPANY LLC | 6.63 | 8/15/2017 | 300,000 | 345,272 | |||||||||||
345397WB5 | FORD MOTOR CREDIT COMPANY LLC | 4.21 | 4/15/2016 | 200,000 | 211,917 | |||||||||||
345397WC3 | FORD MOTOR CREDIT COMPANY LLC | 2.75 | 5/15/2015 | 250,000 | 255,407 | |||||||||||
345397WD1 | FORD MOTOR CREDIT COMPANY LLC | 3.00 | 6/12/2017 | 200,000 | 205,433 | |||||||||||
345397WE9 | FORD MOTOR CREDIT COMPANY LLC | 2.50 | 1/15/2016 | 300,000 | 306,073 | |||||||||||
35168XAA9 | FRAC TECH SERVICES LLC | 8.13 | 11/15/2014 | 367,000 | 397,278 | |||||||||||
35177PAU1 | FRANCE TELECOM SA | 2.13 | 9/16/2015 | 200,000 | 202,960 |
35671DAW5 | FREEPORT-MCMORAN COPPER & GOLD | 2.15 | 3/1/2017 | 250,000 | 248,203 | |||||||||||
35671DBE4 | FREEPORT-MCMORAN COPPER & GOLD | 2.38 | 3/15/2018 | 4,200,000 | 4,055,454 | |||||||||||
361448AP8 | GATX CORP | 2.38 | 7/30/2018 | 93,000 | 91,465 | |||||||||||
368266AN2 | GAZ CAPITAL SA | 5.09 | 11/29/2015 | 2,750,000 | 2,913,075 | |||||||||||
369550AV0 | GENERAL DYNAMICS CORP | 1.00 | 11/15/2017 | 200,000 | 193,748 | |||||||||||
369604BE2 | GENERAL ELECTRIC CO | 0.85 | 10/9/2015 | 4,675,000 | 4,684,700 | |||||||||||
370334BF0 | GENERAL MILLS INC | 5.20 | 3/17/2015 | 200,000 | 213,131 | |||||||||||
377372AD9 | GLAXOSK CAP INC | 5.65 | 5/15/2018 | 350,000 | 406,798 | |||||||||||
377373AB1 | GLAXOSMITHKLINE CAPITAL PLC | 0.75 | 5/8/2015 | 250,000 | 250,691 | |||||||||||
377373AC9 | GLAXOSMITHKLINE CAPITAL PLC | 1.50 | 5/8/2017 | 7,500,000 | 7,518,349 | |||||||||||
380956AC6 | GOLDCORP INC. | 2.13 | 3/15/2018 | 150,000 | 145,786 | |||||||||||
404119BK4 | HCE-THE HEALTHCARE COMPANY | 7.25 | 3/15/2015 | 3,500,000 | 3,815,000 | |||||||||||
404121AC9 | HCE-THE HEALTHCARE COMPANY | 6.50 | 2/15/2020 | 4,000,000 | 4,330,000 | |||||||||||
406216BB6 | HALLIBURTON COMPANY | 1.00 | 8/1/2016 | 4,835,000 | 4,824,850 | |||||||||||
41283LAC9 | HARLEY-DAVIDSON FINANCIAL | 1.15 | 9/15/2015 | 3,560,000 | 3,561,615 | |||||||||||
415864AK3 | HARSCO CORP | 2.70 | 10/15/2015 | 100,000 | 100,441 | |||||||||||
428236AS2 | HEWLETT-PACKARD CO | 5.50 | 3/1/2018 | 150,000 | 167,439 | |||||||||||
428236BC6 | HEWLETT-PACKARD CO | 2.13 | 9/13/2015 | 300,000 | 304,015 | |||||||||||
428236BL6 | HEWLETT-PACKARD CO | 2.65 | 6/1/2016 | 250,000 | 255,996 | |||||||||||
428236BP7 | HEWLETT-PACKARD CO | 3.00 | 9/15/2016 | 6,250,000 | 6,442,039 | |||||||||||
428236BT9 | HEWLETT-PACKARD CO | 2.63 | 12/9/2014 | 3,500,000 | 3,568,012 | |||||||||||
428236BW2 | HEWLETT-PACKARD CO | 2.60 | 9/15/2017 | 250,000 | 252,914 | |||||||||||
437076AP7 | HOME DEPOT INC | 5.40 | 3/1/2016 | 500,000 | 553,343 | |||||||||||
438516AS5 | HONEYWELL INTERNATIONAL INC | 5.30 | 3/15/2017 | 150,000 | 169,449 | |||||||||||
44701QAZ5 | HUNTSMAN INTL LLC | 4.88 | 11/15/2020 | 4,000,000 | 3,760,000 | |||||||||||
448055AC7 | HUSKY ENERGY INC. | 6.20 | 9/15/2017 | 100,000 | 114,909 | |||||||||||
453140AA3 | IMPERIAL TOBACCO FIN PLC | 2.05 | 2/11/2018 | 4,270,000 | 4,158,199 | |||||||||||
456866AS1 | INGERSOLL-RAND COMPANY | 4.75 | 5/15/2015 | 30,000 | 31,395 | |||||||||||
458140AH3 | INTEL CORP | 1.95 | 10/1/2016 | 6,300,000 | 6,481,109 | |||||||||||
458140AL4 | INTEL CORP | 1.35 | 12/15/2017 | 9,775,000 | 9,660,205 | |||||||||||
459200GX3 | INTERNATIONAL BUSINESS MACHINE | 1.95 | 7/22/2016 | 1,650,000 | 1,701,402 | |||||||||||
459200HD6 | INTERNATIONAL BUSINESS MACHINE | 0.75 | 5/11/2015 | 7,100,000 | 7,131,132 | |||||||||||
460146BU6 | INTERNATIONAL PAPER COMPANY | 5.30 | 4/1/2015 | 250,000 | 263,746 | |||||||||||
460146CA9 | INTERNATIONAL PAPER COMPANY | 7.95 | 6/15/2018 | 300,000 | 371,539 | |||||||||||
460690BJ8 | INTERPUBLIC GRP OF CO INC | 2.25 | 11/15/2017 | 100,000 | 98,293 | |||||||||||
471105AA4 | JAPAN TOBACCO INC. | 2.10 | 7/23/2018 | 3,250,000 | 3,244,050 | |||||||||||
478366AZ0 | JOHNSON CONTROLS INC. | 2.60 | 12/1/2016 | 200,000 | 206,932 | |||||||||||
481165AF5 | JOY GLOBAL INC. | 6.00 | 11/15/2016 | 150,000 | 165,311 | |||||||||||
487836BE7 | KELLOGG COMPANY | 3.25 | 5/21/2018 | 250,000 | 263,321 | |||||||||||
487836BH0 | KELLOGG COMPANY | 1.75 | 5/17/2017 | 150,000 | 150,842 | |||||||||||
494368BB8 | KIMBERLY-CLARK CORPORATION | 6.13 | 8/1/2017 | 250,000 | 291,994 | |||||||||||
500472AB1 | ROYAL PHILIPS ELECTRONICS N.V. | 5.75 | 3/11/2018 | 200,000 | 229,994 | |||||||||||
50075NAV6 | MONDELEZ INTERNATIONAL INC | 6.13 | 8/23/2018 | 250,000 | 290,998 | |||||||||||
50075NAX2 | MONDELEZ INTERNATIONAL INC | 6.75 | 2/19/2014 | 9,680,000 | 9,902,350 | |||||||||||
50075NBB9 | MONDELEZ INTERNATIONAL INC | 4.13 | 2/9/2016 | 500,000 | 534,159 | |||||||||||
50076QAK2 | KRAFT FOODS GROUP INC | 1.63 | 6/4/2015 | 500,000 | 507,046 | |||||||||||
50076QAX4 | KRAFT FOODS GROUP INC | 6.13 | 8/23/2018 | 5,000,000 | 5,870,264 | |||||||||||
501044CM1 | KROGER CO (THE) | 3.90 | 10/1/2015 | 300,000 | 316,410 | |||||||||||
502413BB2 | L-3 COMMUNICATIONS CORP | 3.95 | 11/15/2016 | 250,000 | 266,045 | |||||||||||
50540RAK8 | LABORATORY CORP OF AMER HLDGS | 2.20 | 8/23/2017 | 150,000 | 150,054 | |||||||||||
527298AJ2 | LEVEL 3 FINANCING INC | 4.15 | 2/15/2015 | 270,000 | 270,000 | |||||||||||
532457BB3 | ELI LILLY AND COMPANY | 5.20 | 3/15/2017 | 250,000 | 282,026 | |||||||||||
539830AX7 | LOCKHEED MARTIN CORPORATION | 2.13 | 9/15/2016 | 150,000 | 153,905 | |||||||||||
544152AF8 | LORILLARD TOBACCO CO | 2.30 | 8/21/2017 | 150,000 | 149,224 | |||||||||||
548661CY1 | LOWE’S COS INC | 1.63 | 3/15/2017 | 300,000 | 301,360 | |||||||||||
552081AG6 | LYONDELLBASELL INDUSTRIES NV | 5.00 | 1/15/2019 | 4,000,000 | 4,382,535 | |||||||||||
565849AJ5 | MARATHON OIL CORP | 0.90 | 11/1/2015 | 150,000 | 149,918 | |||||||||||
577081AX0 | MATTEL INC | 1.70 | 3/15/2018 | 100,000 | 97,930 | |||||||||||
58013MEB6 | MCDONALDS CORP | 5.80 | 10/15/2017 | 100,000 | 116,619 | |||||||||||
58013MEE0 | MCDONALDS CORP | 5.35 | 3/1/2018 | 150,000 | 172,922 | |||||||||||
58013MEP5 | MCDONALDS CORP | 0.75 | 5/29/2015 | 100,000 | 100,369 | |||||||||||
581557AY1 | MCKESSON CORP | 0.95 | 12/4/2015 | 2,100,000 | 2,101,059 | |||||||||||
58155QAC7 | MCKESSON CORP | 3.25 | 3/1/2016 | 8,000,000 | 8,423,699 | |||||||||||
58155QAF0 | MCKESSON CORP | 1.40 | 3/15/2018 | 2,300,000 | 2,237,607 | |||||||||||
58405UAF9 | MEDCO HEALTH SOLUTIONS INC | 2.75 | 9/15/2015 | 250,000 | 258,321 |
585055AR7 | MEDTRONIC INC | 3.00 | 3/15/2015 | 200,000 | 206,719 | |||||||||||
585055AU0 | MEDTRONIC INC | 2.63 | 3/15/2016 | 200,000 | 205,524 | |||||||||||
58933YAB1 | MERCK & CO INC | 2.25 | 1/15/2016 | 400,000 | 412,893 | |||||||||||
58933YAD7 | MERCK & CO INC | 0.70 | 5/18/2016 | 150,000 | 149,434 | |||||||||||
58933YAG0 | MERCK & CO INC | 1.30 | 5/18/2018 | 150,000 | 146,420 | |||||||||||
626717AE2 | MURPHY OIL CORP | 2.50 | 12/1/2017 | 100,000 | 99,449 | |||||||||||
628530AZ0 | MYLAN INC/PA | 1.80 | 6/24/2016 | 2,455,000 | 2,471,633 | |||||||||||
62875FAB4 | NAI ENTERTAINMENT HOLDINGS LLC | 5.00 | 8/1/2017 | 285,000 | 289,275 | |||||||||||
629568AY2 | NABORS INDUSTRIES INC | 2.35 | 9/15/2016 | 4,060,000 | 4,115,132 | |||||||||||
64110DAC8 | NETAPP INC | 2.00 | 12/15/2017 | 350,000 | 343,188 | |||||||||||
652482BG4 | NEWS AMERICA HOLDINGS | 5.30 | 12/15/2014 | 3,750,000 | 3,953,111 | |||||||||||
654624AE5 | NTT CORP | 1.40 | 7/18/2017 | 250,000 | 246,888 | |||||||||||
655844BB3 | NORFOLK SOUTHERN CORPORATION | 5.75 | 1/15/2016 | 350,000 | 386,888 | |||||||||||
66989HAC2 | NOVARTIS CAPITAL CORP | 2.90 | 4/24/2015 | 300,000 | 311,075 | |||||||||||
66989PAA8 | NOVATEK FINANCE LIMITED | 5.33 | 2/3/2016 | 4,000,000 | 4,180,100 | |||||||||||
670704AC9 | NUVASIVE INC | 2.75 | 7/1/2017 | 3,955,000 | 3,844,735 | |||||||||||
674599CB9 | OCCIDENTAL PETROLEUM CORPORATI | 1.75 | 2/15/2017 | 250,000 | 252,129 | |||||||||||
674599CD5 | OCCIDENTAL PETROLEUM CORPORATI | 1.50 | 2/15/2018 | 250,000 | 245,409 | |||||||||||
675757AA6 | ODEBRECHT DRILL VIII/IX | 6.35 | 6/30/2020 | 1,850,000 | 1,905,500 | |||||||||||
68268NAF0 | ONEOK PARTNERS LP | 3.25 | 1/1/2016 | 1,225,000 | 1,272,931 | |||||||||||
68389XAC9 | ORACLE CORP | 5.75 | 4/15/2018 | 1,370,000 | 1,595,728 | |||||||||||
68389XAN5 | ORACLE CORP | 1.20 | 10/15/2017 | 3,300,000 | 3,237,125 | |||||||||||
68402LAC8 | ORACLE CORP | 5.25 | 1/15/2016 | 100,000 | 109,891 | |||||||||||
709599AC8 | PENSKE TRUCK LEASING CO | 3.13 | 5/11/2015 | 1,825,000 | 1,868,328 | |||||||||||
709599AJ3 | PENSKE TRUCK LEASING CO | 2.50 | 3/15/2016 | 6,775,000 | 6,908,834 | |||||||||||
709629AC3 | PENTAIR FINANCE SA | 1.35 | 12/1/2015 | 150,000 | 150,555 | |||||||||||
713448CA4 | PEPSICO INC | 0.70 | 8/13/2015 | 500,000 | 500,681 | |||||||||||
713448CB2 | PEPSICO INC | 1.25 | 8/13/2017 | 500,000 | 493,647 | |||||||||||
71647NAC3 | PETROBRAS INT BRASPETRO BV | 2.00 | 5/20/2016 | 2,900,000 | 2,875,978 | |||||||||||
716495AL0 | PETROHAWK ENERGY | 7.25 | 8/15/2014 | 175,000 | 189,438 | |||||||||||
717081DD2 | PFIZER INC | 0.90 | 1/15/2017 | 3,500,000 | 3,480,201 | |||||||||||
718172AA7 | PHILIP MORRIS INTERNATIONAL IN | 5.65 | 5/16/2018 | 500,000 | 578,788 | |||||||||||
718172AJ8 | PHILIP MORRIS INTERNATIONAL IN | 2.50 | 5/16/2016 | 6,000,000 | 6,239,661 | |||||||||||
718172AS8 | PHILIP MORRIS INTERNATIONAL IN | 1.13 | 8/21/2017 | 7,753,000 | 7,617,549 | |||||||||||
718546AE4 | PHILLIPS 66 | 1.95 | 3/5/2015 | 4,000,000 | 4,060,789 | |||||||||||
723787AE7 | PIONEER NAT RES CO | 5.88 | 7/15/2016 | 250,000 | 278,484 | |||||||||||
72447XAC1 | PITNEY BOWES INC. | 5.75 | 9/15/2017 | 350,000 | 383,044 | |||||||||||
72650RAX0 | PLAINS ALL AMERICAN PIPELINE L | 3.95 | 9/15/2015 | 250,000 | 264,614 | |||||||||||
73755LAG2 | POTASH CORP OF SASKATCHEWAN IN | 3.75 | 9/30/2015 | 3,500,000 | 3,687,970 | |||||||||||
73755LAJ6 | POTASH CORPORATION OF SASKETCH | 3.25 | 12/1/2017 | 100,000 | 104,401 | |||||||||||
74005PBE3 | PRAXAIR INC | 0.75 | 2/21/2016 | 300,000 | 299,042 | |||||||||||
740189AJ4 | PRECISION CASTPARTS CORP | 0.70 | 12/20/2015 | 100,000 | 99,722 | |||||||||||
740189AK1 | PRECISION CASTPARTS CORP | 1.25 | 1/15/2018 | 150,000 | 146,062 | |||||||||||
742718DQ9 | PROCTER & GAMBLE COMPANY | 3.15 | 9/1/2015 | 1,315,000 | 1,378,122 | |||||||||||
742718DS5 | PROCTER & GAMBLE COMPANY | 1.80 | 11/15/2015 | 500,000 | 512,350 | |||||||||||
74913GAT2 | QWEST CORP | 6.50 | 6/1/2017 | 500,000 | 565,136 | |||||||||||
751212AA9 | RALPH LAUREN CORP | 2.13 | 8/26/2018 | 5,325,000 | 5,351,012 | |||||||||||
75405UAB2 | RAS LAFFAN LNG 3 | 5.83 | 9/30/2016 | 258,500 | 274,878 | |||||||||||
75886AAK4 | REGENCY ENERGY | 5.75 | 6/1/2020 | 4,000,000 | 4,020,000 | |||||||||||
761713AE6 | REYNOLDS AMERICAN INC | 7.63 | 6/1/2016 | 250,000 | 292,203 | |||||||||||
761713AV8 | REYNOLDS AMERICAN INC | 1.05 | 10/30/2015 | 83,000 | 83,040 | |||||||||||
767201AC0 | RIO TINTO FINANCE (USA) LTD | 6.50 | 7/15/2018 | 125,000 | 147,058 | |||||||||||
767201AF3 | RIO TINTO FINANCE (USA) LTD | 8.95 | 5/1/2014 | 9,175,000 | 9,610,629 | |||||||||||
767201AJ5 | RIO TINTO FINANCE (USA) LTD | 1.88 | 11/2/2015 | 3,200,000 | 3,247,912 | |||||||||||
76720AAA4 | RIO TINTO FINANCE (USA) PLC | 1.13 | 3/20/2015 | 200,000 | 199,938 | |||||||||||
76720AAE6 | RIO TINTO FINANCE (USA) PLC | 1.63 | 8/21/2017 | 200,000 | 196,911 | |||||||||||
77509NAK9 | ROGERS COMMUN INC. | 5.50 | 3/15/2014 | 10,000,000 | 10,215,200 | |||||||||||
77531QAM0 | ROGERS COMMUN INC. | 7.50 | 3/15/2015 | 250,000 | 273,129 | �� | ||||||||||
776696AD8 | ROPER IND, INC. | 1.85 | 11/15/2017 | 100,000 | 99,056 | |||||||||||
77819RAA7 | ROSNEFT INTERNATIONAL FINANCE | 4.20 | 3/6/2022 | 2,090,000 | 1,939,588 | |||||||||||
78355HJR1 | RYDER SYSTEM INC. | 3.50 | 6/1/2017 | 5,875,000 | 6,050,333 | |||||||||||
78355HJS9 | RYDER SYSTEM INC. | 2.50 | 2/1/2017 | 350,000 | 350,111 | |||||||||||
78387GAL7 | AT&T INC | 5.63 | 6/15/2016 | 1,350,000 | 1,498,013 | |||||||||||
78572MAD7 | SABMILLER PLC | 6.50 | 7/1/2016 | 6,250,000 | 7,147,803 | |||||||||||
78659QAA0 | SAFWAY GROUP HOLDING LLC | 7.00 | 5/15/2017 | 237,000 | 239,963 |
790849AH6 | ST JUDE MEDICAL INC | 2.50 | 1/15/2016 | 5,000,000 | 5,143,373 | |||||||||||
79546VAJ5 | SALLY HOLDINGS LLC/SALLY CAPIT | 5.75 | 6/1/2022 | 5,000,000 | 4,987,500 | |||||||||||
801060AB0 | SANOFI SA | 1.25 | 4/10/2018 | 5,538,000 | 5,396,761 | |||||||||||
806854AA3 | SCHLUMBERGER GER INV | 1.95 | 9/14/2016 | 1,950,000 | 1,989,141 | |||||||||||
80685PAC2 | SCHLUMBERGER NORGE AS | 1.95 | 9/14/2016 | 2,700,000 | 2,770,040 | |||||||||||
811065AA9 | SCRIPPS NETWORKS INTERACTIVE I | 2.70 | 12/15/2016 | 250,000 | 259,150 | |||||||||||
822582AH5 | SHELL INTERNATIONAL FINANCE BV | 3.25 | 9/22/2015 | 750,000 | 788,258 | |||||||||||
824348AP1 | SHERWIN-WILLIAMS COMPANY (THE) | 1.35 | 12/15/2017 | 350,000 | 343,507 | |||||||||||
83404DAA7 | SOFTBANK CORP | 4.50 | 4/15/2020 | 2,000,000 | 1,909,167 | |||||||||||
843452BC6 | SOUTHERN NAT GAS CO LLC | 5.90 | 4/1/2017 | 250,000 | 282,891 | |||||||||||
844741AX6 | SOUTHWEST AIRLINES CO. | 5.13 | 3/1/2017 | 250,000 | 274,024 | |||||||||||
852061AQ3 | SPRINT NEXTEL CORPORATION | 7.00 | 3/1/2020 | 3,000,000 | 3,240,000 | |||||||||||
871503AG3 | SYMANTEC CORP | 2.75 | 9/15/2015 | 100,000 | 102,935 | |||||||||||
871503AJ7 | SYMANTEC CORP | 2.75 | 5/15/2017 | 100,000 | 101,415 | |||||||||||
871829AL1 | SYSCO CORP | 5.25 | 2/12/2018 | 250,000 | 284,459 | |||||||||||
872882AC9 | TSMC GLOBAL LTD | 1.63 | 4/3/2018 | 4,000,000 | 3,867,800 | |||||||||||
87612EAP1 | TARGET CORPORATION | 5.38 | 5/1/2017 | 250,000 | 284,234 | |||||||||||
87612EAS5 | TARGET CORPORATION | 6.00 | 1/15/2018 | 200,000 | 234,606 | |||||||||||
878237AF3 | TECH DATA CORP | 3.75 | 9/21/2017 | 300,000 | 306,220 | |||||||||||
878742AX3 | TECK RESOURCES LIMITED | 2.50 | 2/1/2018 | 150,000 | 147,631 | |||||||||||
87938WAJ2 | TELEFONICA EMISIONES SAU | 4.95 | 1/15/2015 | 12,000,000 | 12,435,960 | |||||||||||
87938WAN3 | TELEFONICA EMISIONES SAU | 3.99 | 2/16/2016 | 650,000 | 672,588 | |||||||||||
87938WAQ6 | TELEFONICA EMISIONES SAU | 3.19 | 4/27/2018 | 350,000 | 344,604 | |||||||||||
88165FAC6 | TEVA PHARMAC FIN | 2.40 | 11/10/2016 | 300,000 | 308,703 | |||||||||||
882508AR5 | TEXAS INSTRUMENTS INCORPORATED | 2.38 | 5/16/2016 | 250,000 | 260,039 | |||||||||||
883556AW2 | THERMO FISHER SCIENTIFIC INC | 2.05 | 2/21/2014 | 2,000,000 | 2,009,920 | |||||||||||
883556BA9 | THERMO FISHER SCIENTIFIC INC | 2.25 | 8/15/2016 | 3,850,000 | 3,922,631 | |||||||||||
884903BL8 | THOMSON REUTERS CORP | 0.88 | 5/23/2016 | 3,400,000 | 3,373,480 | |||||||||||
88579YAD3 | 3M CO | 1.38 | 9/29/2016 | 150,000 | 152,434 | |||||||||||
88579YAE1 | 3M CO | 1.00 | 6/26/2017 | 300,000 | 294,676 | |||||||||||
88632QAB9 | TIBCO SOFTWARE INC | 2.25 | 5/5/2017 | 3,750,000 | 3,806,325 | |||||||||||
887317AC9 | TIME WARNER INC | 5.88 | 11/15/2016 | 250,000 | 283,028 | |||||||||||
887317AJ4 | TIME WARNER INC | 3.15 | 7/15/2015 | 4,250,000 | 4,421,100 | |||||||||||
88732JAH1 | TIME WARNER CABLE INC | 5.85 | 5/1/2017 | 250,000 | 271,459 | |||||||||||
88732JAL2 | TIME WARNER CABLE INC | 6.75 | 7/1/2018 | 300,000 | 333,426 | |||||||||||
89152UAG7 | TOTAL CAPITAL S.A. | 2.13 | 8/10/2018 | 250,000 | 250,861 | |||||||||||
89153VAA7 | TOTAL CAPITAL INTERNATIONAL SA | 1.50 | 2/17/2017 | 500,000 | 502,632 | |||||||||||
89153VAC3 | TOTAL CAPITAL INTERNATIONAL SA | 1.55 | 6/28/2017 | 6,500,000 | 6,518,828 | |||||||||||
89153VAD1 | TOTAL CAPITAL INTERNATIONAL SA | 0.75 | 1/25/2016 | 4,550,000 | 4,536,942 | |||||||||||
89153VAF6 | TOTAL CAPITAL INTERNATIONAL SA | 1.00 | 8/12/2016 | 3,360,000 | 3,357,595 | |||||||||||
89233P4B9 | TOYOTA MOTOR CREDIT CORP | 3.20 | 6/17/2015 | 2,409,000 | 2,513,497 | |||||||||||
89233P6D3 | TOYOTA MOTOR CREDIT CORP | 1.75 | 5/22/2017 | 650,000 | 655,504 | |||||||||||
89233P6J0 | TOYOTA MOTOR CREDIT CORP | 0.88 | 7/17/2015 | 150,000 | 150,745 | |||||||||||
89233P7E0 | TOYOTA MOTOR CREDIT CORP | 1.38 | 1/10/2018 | 200,000 | 196,841 | |||||||||||
89236TAL9 | TOYOTA MOTOR CREDIT CORP | 0.80 | 5/17/2016 | 250,000 | 249,382 | |||||||||||
89378TAB9 | TRANSNET LTD | 4.50 | 2/10/2016 | 5,950,000 | 6,160,954 | |||||||||||
893830AS8 | TRANSOCEAN INC | 6.00 | 3/15/2018 | 250,000 | 280,615 | |||||||||||
893830BA6 | TRANSOCEAN INC | 5.05 | 12/15/2016 | 250,000 | 273,347 | |||||||||||
900212AE1 | EATON CORPORATION | 0.95 | 11/2/2015 | 250,000 | 250,121 | |||||||||||
900212AG6 | EATON CORPORATION | 1.50 | 11/2/2017 | 250,000 | 246,182 | |||||||||||
902133AF4 | TYCO ELECTRONICS GROUP SA | 6.55 | 10/1/2017 | 250,000 | 287,902 | |||||||||||
90345WAD6 | US AIRWAYS P-T TR | 4.63 | 9/20/2021 | 1,450,000 | 1,392,000 | |||||||||||
904764AP2 | UNILEVER CAPITAL CORP | 0.85 | 8/2/2017 | 6,275,000 | 6,132,691 | |||||||||||
907818CV8 | UNION PACIFIC CORP | 4.88 | 1/15/2015 | 250,000 | 263,445 | |||||||||||
911365AY0 | UNITED RENTALS (N AMER), INC. | 5.75 | 7/15/2017 | 145,000 | 152,069 | |||||||||||
913017BU2 | UNITED TECH CORP | 1.80 | 6/1/2017 | 15,175,000 | 15,396,582 | |||||||||||
91324PBJ0 | UNITEDHEALTH GROUP INCORPORATE | 6.00 | 2/15/2018 | 300,000 | 351,502 | |||||||||||
91324PBY7 | UNITEDHEALTH GROUP INCORPORATE | 1.40 | 10/15/2017 | 2,725,000 | 2,694,271 | |||||||||||
91911TAF0 | VALE OVERSEAS LIMITED | 6.25 | 1/11/2016 | 300,000 | 329,473 | |||||||||||
91913YAM2 | VALERO ENERGY CORPORATION | 6.13 | 6/15/2017 | 450,000 | 514,404 | |||||||||||
92343VAM6 | VERIZON COMMUNICATIONS LLC | 6.10 | 4/15/2018 | 150,000 | 173,661 | |||||||||||
92343VAY0 | VERIZON COMMUNICATIONS LLC | 3.00 | 4/1/2016 | 15,700,000 | 16,364,174 | |||||||||||
92343VBB9 | VERIZON COMMUNICATIONS LLC | 1.25 | 11/3/2014 | 250,000 | 251,417 | |||||||||||
92343VBD5 | VERIZON COMMUNICATIONS LLC | 2.00 | 11/1/2016 | 250,000 | 253,560 | |||||||||||
92343VBF0 | VERIZON COMMUNICATIONS LLC | 1.10 | 11/1/2017 | 250,000 | 240,837 |
92343VBN3 | VERIZON COMMUNICATIONS LLC | 2.50 | 9/15/2016 | 17,359,000 | 17,912,302 | |||||||||||
92343VBP8 | VERIZON COMMUNICATIONS LLC | 3.65 | 9/14/2018 | 1,350,000 | 1,425,122 | |||||||||||
92344SAK6 | CELLCO PARTNERSHIP/VERIZON WIR | 8.50 | 11/15/2018 | 9,000,000 | 11,510,877 | |||||||||||
92553PAG7 | VIACOM INC | 3.50 | 4/1/2017 | 250,000 | 263,570 | |||||||||||
92553PAS1 | VIACOM INC | 2.50 | 9/1/2018 | 2,540,000 | 2,541,124 | |||||||||||
92857WAP5 | VODAFONE GROUP PLC | 5.63 | 2/27/2017 | 10,300,000 | 11,544,789 | |||||||||||
92857WBE9 | VODAFONE GROUP PLC | 1.50 | 2/19/2018 | 3,200,000 | 3,101,640 | |||||||||||
928670AJ7 | VOLKSWAGEN INTERNATIONAL FINAN | 1.63 | 3/22/2015 | 7,500,000 | 7,561,141 | |||||||||||
931142CX9 | WAL-MART STORES INC | 1.50 | 10/25/2015 | 9,000,000 | 9,151,853 | |||||||||||
931142DA8 | WAL-MART STORES INC | 1.63 | 4/15/2014 | 4,600,000 | 4,632,476 | |||||||||||
931142DE0 | WAL-MART STORES INC | 0.60 | 4/11/2016 | 5,400,000 | 5,380,382 | |||||||||||
931142DF7 | WAL-MART STORES INC | 1.13 | 4/11/2018 | 500,000 | 486,667 | |||||||||||
931422AJ8 | WALGREEN CO | 1.80 | 9/15/2017 | 250,000 | 250,571 | |||||||||||
94106LAX7 | WASTE MANAGEMENT INC | 2.60 | 9/1/2016 | 150,000 | 154,581 | |||||||||||
942683AD5 | WATSON PHARMACEUTICALS INC. | 5.00 | 8/15/2014 | 4,000,000 | 4,141,240 | |||||||||||
942683AG8 | WATSON PHARMACEUTICALS INC. | 1.88 | 10/1/2017 | 4,950,000 | 4,909,371 | |||||||||||
947074AJ9 | WEATHERFORD INTL INC | 6.35 | 6/15/2017 | 600,000 | 678,061 | |||||||||||
947075AD9 | WEATHERFORD INTERNATIONAL LTD | 6.00 | 3/15/2018 | 1,347,000 | 1,508,971 | |||||||||||
94770VAF9 | WEBMD HEALTH CORP | 2.50 | 1/31/2018 | 4,100,000 | 3,861,278 | |||||||||||
94770VAH5 | WEBMD HEALTH CORP | 2.25 | 3/31/2016 | 4,680,000 | 4,584,037 | |||||||||||
94973VAK3 | WELLPOINT INC | 5.25 | 1/15/2016 | 500,000 | 545,274 | |||||||||||
94973VBC0 | WELLPOINT INC | 1.88 | 1/15/2018 | 250,000 | 247,803 | |||||||||||
950840AC2 | WESFARMERS LTD | 1.87 | 3/20/2018 | 825,000 | 812,225 | |||||||||||
96950HAD2 | WILLIAMS PARTNERS LP | 7.25 | 2/1/2017 | 250,000 | 290,879 | |||||||||||
983024AJ9 | WYETH | 5.50 | 2/15/2016 | 700,000 | 774,957 | |||||||||||
98310WAH1 | WYNDHAM WORLDWIDE CORP | 2.95 | 2/1/2017 | 250,000 | 254,863 | |||||||||||
984121CF8 | XEROX CORPORATION | 2.95 | 3/15/2017 | 250,000 | 256,289 | |||||||||||
98417EAU4 | XSTRATA FINANCE CANADA LTD | 2.70 | 10/25/2017 | 8,705,000 | 8,608,920 | |||||||||||
98419MAA8 | XYLEM INC/NY | 3.55 | 9/20/2016 | 4,475,000 | 4,697,073 | |||||||||||
989194AG0 | ZAYO GROUP LLC/ZAYO CAPITAL IN | 8.13 | 7/1/2015 | 780,000 | 853,125 | |||||||||||
98978VAF0 | ZOETIS INC | 1.88 | 2/1/2018 | 2,550,000 | 2,532,612 | |||||||||||
BRS3H8370 | REALOGY CORP | 0.00 | 10/10/2013 | 111,664 | 111,664 | |||||||||||
BRS748CX8 | FEDERAL MOGUL CORP | 0.00 | 12/29/2014 | 787,577 | 772,810 | |||||||||||
BRS748CY6 | FEDERAL MOGUL CORP | 0.00 | 12/28/2015 | 1,212,422 | 1,189,689 | |||||||||||
BRS75LWJ7 | CLEAR CHANNEL COMMUN, INC. | 0.00 | 1/29/2016 | 219,469 | 206,576 | |||||||||||
BRS7BLBP9 | CLEAR CHANNEL COMMUN, INC. | 0.00 | 1/29/2016 | 32,735 | 30,308 | |||||||||||
BRS9PGQM2 | ARAMARK CORPORATION | 0.00 | 7/26/2016 | 8,639 | 8,644 | |||||||||||
BRSAUE236 | DAVITA HEALTHCARE PARTNERS INC | 0.00 | 10/20/2016 | 1,452,871 | 1,457,690 | |||||||||||
BRSAZTC86 | COMMUNITY HLTH SYST INC | 0.00 | 1/25/2017 | 1,227,697 | 1,226,418 | |||||||||||
BRSB93KD0 | CONVATEC INC | 0.00 | 11/6/2013 | 1,333,326 | 1,339,437 | |||||||||||
BRSBBKBD9 | UCI INTERNATIONAL TL B | 0.00 | 7/26/2017 | 121,563 | 122,322 | |||||||||||
BRSBGXH81 | DEL MONTE FOODS CO | 0.00 | 3/8/2018 | 1,371,795 | 1,367,081 | |||||||||||
BRSBH7HM6 | AVAYA INC. | 0.00 | 10/26/2017 | 902,239 | 806,701 | |||||||||||
BRSBHFX32 | AXCAN INTER HLDG | 0.00 | 2/10/2017 | 2,304,833 | 2,304,118 | |||||||||||
BRSBHYHF2 | WALTER ENERGY INC | 0.00 | 4/2/2018 | 1,230,569 | 1,180,321 | |||||||||||
BRSBJ24Q0 | WALTER ENERGY INC | 0.00 | 4/1/2016 | 304,798 | 295,749 | |||||||||||
BRSBK2348 | GYMBOREE CORP | 0.00 | 2/23/2018 | 213,981 | 206,568 | |||||||||||
BRSBLUS55 | US TELEPACI | 0.00 | 2/23/2017 | 1,861,147 | 1,856,960 | |||||||||||
BRSBLUUU7 | MICHAEL FOODS GROUP INC | 0.00 | 2/25/2018 | 360,661 | 362,615 | |||||||||||
BRSBMSAB5 | NEXEO SOLUTIONS LLC | 0.00 | 9/8/2017 | 1,662,204 | 1,641,426 | |||||||||||
BRSBNJXW3 | UNIVR INC | 0.00 | 6/30/2017 | 647,049 | 623,132 | |||||||||||
BRSBPT1D6 | GENTEK HOLDING LLC | 0.00 | 10/6/2015 | 481,408 | 484,417 | |||||||||||
BRSBQ1JW5 | CALPINE CORP | 0.00 | 2/15/2014 | 1,743,849 | 1,744,005 | |||||||||||
BRSBQ8BN8 | MIDCONTINENT COMMUNICATIONS | 0.00 | 7/30/2020 | 326,572 | 326,436 | |||||||||||
BRSBQNA63 | NXP BV AND NXP FUNDING LLC | 0.00 | 3/4/2015 | 347,335 | 351,568 | |||||||||||
BRSBQPW49 | UNIVERSAL HEALTH SERVICES INC | 0.00 | 11/17/2013 | 147,024 | 147,389 | |||||||||||
BRSBR2E98 | JMC STEEL GROUP | 0.00 | 4/1/2017 | 759,329 | 760,753 | |||||||||||
BRSBR4P35 | JO-ANN STORES | 0.00 | 3/16/2018 | 918,185 | 916,463 | |||||||||||
BRSBRMCQ8 | WARNER CHILCOTT CORP | 0.00 | 3/15/2018 | 533,673 | 533,451 | |||||||||||
BRSBRMD95 | WARNER CHILCOTT CORP | 0.00 | 3/15/2018 | 419,468 | 419,293 | |||||||||||
BRSBT2DD8 | FIRST DATA CORP | 0.00 | 3/23/2018 | 3,661,168 | 3,626,518 | |||||||||||
BRSBYALT0 | EMERGENCY MEDICAL SVCS CORP | 0.00 | 5/25/2018 | 934,972 | 932,635 | |||||||||||
BRSBZZDX4 | GOLDEN LIVING | 0.00 | 5/4/2018 | 226,615 | 216,191 | |||||||||||
BRSC103Q2 | KAR AUCTION SERVICES INC | 0.00 | 11/29/2013 | 1,218,859 | 1,220,764 | |||||||||||
BRSC3G4F8 | NEIMAN MARCUS GROUP INC. THE | 0.00 | 5/16/2018 | 1,439,899 | 1,435,999 |
BRSC5JRR9 | TOYS R US DELAWR | 0.00 | 5/25/2018 | 362,553 | 346,782 | |||||||||||
BRSC6D3K2 | QUINTILES TRANSNATIONAL CORP. | 0.00 | 6/8/2018 | 1,373,232 | 1,370,657 | |||||||||||
BRSC7W2L8 | AWAS AVIATION SERVICES INC | 0.00 | 6/10/2016 | 712,925 | 712,034 | |||||||||||
BRSC8ZGD3 | SRM | 0.00 | 4/10/2020 | 540,417 | 530,959 | |||||||||||
BRSC96U16 | LAUREATE EDUCATION INC | 0.00 | 6/15/2018 | 1,641,229 | 1,642,254 | |||||||||||
BRSCDGPL1 | INVENTIV HEALTH INC | 0.00 | 8/4/2016 | 484,898 | 472,776 | |||||||||||
BRSCF42A5 | INVENTIV HEALTH INC | 0.00 | 5/15/2018 | 711,463 | 693,676 | |||||||||||
BRSCG97X8 | SURGICAL CARE AFFILIATES INC | 0.00 | 6/29/2018 | 758,100 | 752,414 | |||||||||||
BRSCH2HF0 | AUTOPARTS HOLDINGS LTD | 0.00 | 7/29/2017 | 1,229,716 | 1,204,359 | |||||||||||
BRSCHUN87 | SUNCOKE ENERGY INC | 0.00 | 7/26/2018 | 159,653 | 158,455 | |||||||||||
BRSDKUDY5 | SIX FLAGS THEME PARKS INC | 0.00 | 12/11/2013 | 483,183 | 486,505 | |||||||||||
BRSDLMQR3 | CAPITAL SAFETY GROUP LTD | 0.00 | 1/21/2019 | 1,503,765 | 1,501,885 | |||||||||||
BRSDYJ7G1 | HAWAIIAN TELCOM COMMUNICATIONS | 0.00 | 2/28/2014 | 999,904 | 1,000,904 | |||||||||||
BRSDYRD76 | EMI MUSIC PUBLISHING LTD | 0.00 | 6/29/2018 | 1,197,920 | 1,200,915 | |||||||||||
BRSDYT4C1 | CEQUEL COMMUNICATIONS LLC | 0.00 | 2/14/2019 | 952,582 | 950,201 | |||||||||||
BRSDZCRW8 | SIEMENS FINANCIERINGSMAATSCHAP | 1.65 | 8/16/2019 | 3,500,000 | 3,820,425 | |||||||||||
BRSE63UD6 | CAESARS ENTERTAINMENT OPERATIN | 0.00 | 1/28/2018 | 260,000 | 236,090 | |||||||||||
BRSE7U0Q9 | COMMSCOPE INC. | 0.00 | 1/14/2018 | 891,491 | 891,202 | |||||||||||
BRSE9A2P1 | YANKEE CANDLE CO INC | 0.00 | 4/2/2019 | 733,103 | 732,737 | |||||||||||
BRSE9C0N4 | PROTECTION ONE, INC. | 0.00 | 3/22/2014 | 913,442 | 913,442 | |||||||||||
BRSEE9HS6 | ASCEND PERFORMANCE MATERIALS L | 0.00 | 4/10/2018 | 1,778,917 | 1,683,301 | |||||||||||
BRSEEQB47 | TOYS R US DELAWR | 0.00 | 5/25/2018 | 154,983 | 147,234 | |||||||||||
BRSEF3LW4 | GOODYEAR TIRE & RUBBER CO | 0.00 | 4/30/2019 | 1,930,000 | 1,940,856 | |||||||||||
BRSEF7SN8 | SPIRIT AROSYSTMS | 0.00 | 4/18/2019 | 464,125 | 465,285 | |||||||||||
BRSEFJZU8 | HD SUPPLY | 0.00 | 4/3/2015 | 3,749,032 | 3,753,696 | |||||||||||
BRSEH00P6 | TELESAT CANADA | 0.00 | 3/28/2017 | 1,535,625 | 1,482,739 | |||||||||||
BRSEH0S92 | CATALINA MARKETING CORPORATION | 0.00 | 4/6/2014 | 1,087,807 | 1,098,346 | |||||||||||
BRSEHTXV4 | FREEDOM GROUP INC | 0.00 | 4/19/2019 | 318,185 | 318,185 | |||||||||||
BRSEKNUF1 | INEOS US FINANCE LLC | 0.00 | 5/4/2018 | 868,480 | 858,529 | |||||||||||
BRSELNYG4 | INEOS US FINANCE LLC | 0.00 | 4/27/2014 | 181,966 | 182,269 | |||||||||||
BRSEQCJ21 | HARRAHS LAS VEGAS PROPCO LLC | 0.00 | 2/13/2014 | 6,245,000 | 6,084,972 | |||||||||||
BRSES4VS6 | BURLINGTON COAT FACTORY WAREHO | 0.00 | 2/23/2017 | 443,090 | 442,979 | |||||||||||
BRSEW6RB8 | GENERAC POWER SYSTEMS INC | 0.00 | 5/31/2020 | 1,895,000 | 1,874,471 | |||||||||||
BRSEYJV56 | THERMASYS CORP | 0.00 | 5/3/2019 | 770,000 | 771,284 | |||||||||||
BRSEZ4VS8 | ZAYO GROUP LLC | 0.00 | 7/2/2019 | 1,493,466 | 1,492,300 | |||||||||||
BRSF2MUR4 | AWAS AVIATION CAPITAL LTD | 0.00 | 7/16/2018 | 80,845 | 80,845 | |||||||||||
BRSF8LRV5 | INTELLIGRATED INC | 0.00 | 7/30/2018 | 694,750 | 693,882 | |||||||||||
BRSFEPVD4 | DAVITA HEALTHCARE PARTNERS INC | 0.00 | 11/1/2019 | 1,339,042 | 1,342,389 | |||||||||||
BRSFFNE54 | NAVISTAR INTERNATIONAL CORPORA | 0.00 | 8/17/2014 | 420,542 | 424,221 | |||||||||||
BRSFGD3F5 | GENPACT LTD | 0.00 | 8/30/2019 | 2,114,052 | 2,117,576 | |||||||||||
BRSFKYGX1 | WARNER CHILCOTT CORP | 0.00 | 3/15/2018 | 232,321 | 232,224 | |||||||||||
BRSFP5V79 | CNO FINANCIAL GROUP INC | 0.00 | 11/21/2013 | 1,066,278 | 1,070,277 | |||||||||||
BRSFPRNH8 | GETTY IMAGES INC. | 0.00 | 10/18/2019 | 444,698 | 396,151 | |||||||||||
BRSFPTRK3 | SAMSON INVESTMENT CO | 0.00 | 9/25/2018 | 765,000 | 765,383 | |||||||||||
BRSFQ6PR9 | FOXCO ACQSTN SUB | 0.00 | 7/14/2017 | 930,117 | 933,605 | |||||||||||
BRSFRQMG1 | REYNOLDS GROUP HOLDINGS INC | 0.00 | 9/28/2018 | 2,101,955 | 2,104,583 | |||||||||||
BRSFS71H3 | BJS WHOLESALE CLUB, INC. | 0.00 | 9/6/2015 | 510,000 | 519,139 | |||||||||||
BRSFTR0V8 | INFOR US INC | 0.00 | 4/5/2018 | 2,531,441 | 2,536,188 | |||||||||||
BRSFVFMJ4 | INTELSAT JACKSON | 0.00 | 4/2/2018 | 2,989,189 | 2,992,926 | |||||||||||
BRSFVG4M5 | LEVEL 3 FINANCING INC | 0.00 | 10/4/2013 | 2,570,000 | 2,573,169 | |||||||||||
BRSFWACE6 | LEAP WIRELESS INTL INC | 0.00 | 10/10/2019 | 574,777 | 574,298 | |||||||||||
BRSFWQSC8 | TRANSTAR HOLDING COMPANY | 0.00 | 10/9/2013 | 1,009,800 | 1,012,325 | |||||||||||
BRSFX7D35 | CDR DB SUB INC | 0.00 | 10/12/2013 | 1,954,006 | 1,958,891 | |||||||||||
BRSFXK170 | FMG RESOURCES (AUGUST 2006) PT | 0.00 | 10/18/2013 | 2,643,031 | 2,650,841 | |||||||||||
BRSFXMS69 | LESLIES POOLMART, INC. | 0.00 | 10/16/2013 | 1,804,568 | 1,810,207 | |||||||||||
BRSFXW3C1 | PROGRESSIVE WASTE SOLUTIONS LT | 0.00 | 10/24/2019 | 888,288 | 886,067 | |||||||||||
BRSFXZ4E9 | VANTAGE DRILLING CO | 0.00 | 10/25/2013 | 1,121,315 | 1,122,249 | |||||||||||
BRSFYCTR3 | HARVARD DRUG GROUP LLC /THE | 0.00 | 10/29/2013 | 1,500,000 | 1,504,695 | |||||||||||
BRSFYE413 | EVERGREEN ACQCO 1 LP | 0.00 | 10/4/2013 | 2,209,666 | 2,212,428 | |||||||||||
BRSFYGWB5 | TRUVEN HEALTH ANALYTICS INC | 0.00 | 10/27/2013 | 886,067 | 886,067 | |||||||||||
BRSFZ15K7 | GCA SERVICES GROUP INC | 0.00 | 11/1/2019 | 844,115 | 843,324 | |||||||||||
BRSFZCHP9 | GRAY TELEVISION INC. | 0.00 | 10/12/2013 | 933,586 | 936,795 | |||||||||||
BRSFZGGS5 | GARDA WORLD SEC | 0.00 | 11/13/2019 | 466,475 | 465,892 | |||||||||||
BRSG1GA15 | SPECTRUM BRANDS HOLDINGS INC | 0.00 | 12/18/2013 | 1,514,271 | 1,516,542 | |||||||||||
BRSG2YW45 | INSIGHT GLOBAL INC | 0.00 | 10/31/2013 | 808,888 | 812,932 |
BRSG3U4W1 | MRC GLOBAL INC | 0.00 | 11/9/2013 | 1,500,000 | 1,506,563 | |||||||||||
BRSG4MWC1 | TALLGRASS ENERGY PARTNERS LP | 0.00 | 11/13/2013 | 2,000,000 | 2,013,000 | |||||||||||
BRSG65QL3 | CHESAPEAKE ENERGY CORP | 0.00 | 11/10/2015 | 2,110,000 | 2,145,606 | |||||||||||
BRSG7ST70 | CHG HEALTHCARE SERVICES INC | 0.00 | 11/19/2013 | 837,039 | 841,486 | |||||||||||
BRSG82NP2 | CONSOLIDATED COMMUNICATIONS IN | 0.00 | 12/5/2013 | 1,846,050 | 1,852,373 | |||||||||||
BRSG8LKZ1 | ACADEMY SPORTS & OUTDOORS INC | 0.00 | 11/6/2013 | 2,306,802 | 2,312,938 | |||||||||||
BRSG8SYA6 | BASS PRO GROUP LLC | 0.00 | 11/20/2019 | 1,255,926 | 1,251,606 | |||||||||||
BRSG8THL9 | SEALED AIR CORP | 0.00 | 11/15/2013 | 786,000 | 791,109 | |||||||||||
BRSG8UAX7 | FLEETPRIDE INC | 0.00 | 11/19/2019 | 744,375 | 718,322 | |||||||||||
BRSG9SY49 | ARDENT MEDICAL | 0.00 | 1/2/2014 | 2,045,838 | 2,050,952 | |||||||||||
BRSGAECB6 | NEWPAGE CORP | 0.00 | 12/22/2015 | 746,241 | 756,190 | |||||||||||
BRSGASEE7 | WEB.COM GROUP INC | 0.00 | 11/21/2013 | 309,946 | 310,720 | |||||||||||
BRSGCQN17 | SEQUA CORP | 0.00 | 12/19/2013 | 2,389,062 | 2,393,045 | |||||||||||
BRSGEARA6 | PVH CORP | 0.00 | 2/13/2020 | 945,150 | 944,166 | |||||||||||
BRSGEC9C8 | PATHEON | 0.00 | 12/14/2013 | 530,988 | 533,642 | |||||||||||
BRSGF9UP1 | SUNGARD DATA SYST INC. | 0.00 | 12/18/2013 | 545,875 | 550,415 | |||||||||||
BRSGFA782 | RIVERBED TECHNOLOGY INC | 0.00 | 12/19/2013 | 1,196,051 | 1,202,031 | |||||||||||
BRSGGZLV9 | MGM RESORTS INTERNATIONAL | 0.00 | 12/20/2019 | 1,098,652 | 1,092,570 | |||||||||||
BRSGV88K1 | MEDASSETS INC | 0.00 | 12/14/2013 | 377,433 | 377,551 | |||||||||||
BRSGVPQQ0 | REDPRAIRIE CORP | 0.00 | 12/14/2013 | 243,478 | 244,898 | |||||||||||
BRSGWBFK5 | MIRROR BIDCO CORP | 0.00 | 12/28/2013 | 2,166,188 | 2,173,407 | |||||||||||
BRSGWY6Y5 | CCC INFORMATION SERVICES GROUP | 0.00 | 12/20/2019 | 441,663 | 439,730 | |||||||||||
BRSGYQEJ4 | ALCATEL-LUCENT USA INC | 0.00 | 2/17/2014 | 3,708,538 | 3,732,643 | |||||||||||
BRSGZU497 | AVAYA INC. | 0.00 | 3/31/2018 | 461,504 | 436,370 | |||||||||||
BRSGZV4B0 | CUMULUS MED INC. | 0.00 | 12/21/2013 | 1,289,765 | 1,298,094 | |||||||||||
BRSH21DB0 | NEP/NCP HOLDCO INC | 0.00 | 12/24/2015 | 274,286 | 280,229 | |||||||||||
BRSH3M7X2 | FLASH DUTCH 2 BV AND US COATIN | 0.00 | 2/1/2014 | 2,664,575 | 2,669,808 | |||||||||||
BRSH4GA51 | AMERIFORGE GROUP INC | 0.00 | 1/25/2014 | 858,936 | 858,936 | |||||||||||
BRSH4GDD1 | AMERIFORGE GROUP INC | 0.00 | 1/25/2016 | 390,000 | 393,171 | |||||||||||
BRSH4X0F3 | DIGITALGLOBE INC | 0.00 | 1/31/2020 | 1,064,650 | 1,064,650 | |||||||||||
BRSH583G2 | TESORO CORP | 0.00 | 5/30/2016 | 1,127,175 | 1,129,054 | |||||||||||
BRSH5BNL2 | MICHAELS STORES INC | 0.00 | 1/29/2014 | 1,600,988 | 1,602,417 | |||||||||||
BRSH62SH5 | APEX TOOL GROUP LLC | 0.00 | 2/1/2014 | 999,975 | 1,000,605 | |||||||||||
BRSH9LJ56 | CROSSMARK HOLDINGS INC | 0.00 | 12/20/2019 | 486,325 | 480,246 | |||||||||||
BRSH9VWL4 | UNIFRAX I LLC | 0.00 | 2/5/2014 | 456,550 | 456,892 | |||||||||||
BRSHA8HD8 | VWR FUNDING INC | 0.00 | 4/3/2017 | 572,125 | 571,410 | |||||||||||
BRSHAG9G2 | SILVER II BORROWER SCA | 0.00 | 12/13/2019 | 763,156 | 756,691 | |||||||||||
BRSHAH1M5 | PHARMACEUTICAL PRODUCT DEV, IN | 0.00 | 1/31/2014 | 2,078,385 | 2,081,849 | |||||||||||
BRSHB1YS0 | RITE AID CORP | 0.00 | 2/21/2020 | 691,525 | 691,957 | |||||||||||
BRSHB2956 | RITE AID CORP | 0.00 | 2/22/2016 | 520,000 | 530,920 | |||||||||||
BRSHB29T4 | ADS WASTE ESCROW | 0.00 | 10/9/2019 | 2,910,480 | 2,907,307 | |||||||||||
BRSHB7HU1 | INTERACTIVE DATA CORP | 0.00 | 2/11/2018 | 1,773,698 | 1,765,939 | |||||||||||
BRSHBDMR9 | FREESCALE SEMICONDUCTOR INC | 0.00 | 3/1/2014 | 1,716,375 | 1,721,507 | |||||||||||
BRSHBEH02 | ARRIS GROUP INC. | 0.00 | 4/17/2020 | 313,425 | 310,551 | |||||||||||
BRSHBEVL0 | GO DADDY OPERATING CO LLC | 0.00 | 12/17/2018 | 1,710,000 | 1,701,878 | |||||||||||
BRSHBRX70 | J CREW GROUP INC | 0.00 | 3/7/2018 | 306,086 | 304,874 | |||||||||||
BRSHBW711 | TERVITA CORP | 0.00 | 5/15/2018 | 376,731 | 367,627 | |||||||||||
BRSHC6N35 | BAKERCORP INTERNATIONAL INC | 0.00 | 2/7/2020 | 671,634 | 661,560 | |||||||||||
BRSHC7CJ0 | IMS HEALTH INCORPORATED | 0.00 | 9/1/2017 | 2,255,940 | 2,257,350 | |||||||||||
BRSHC8K00 | VIRGIN MEDIA INV | 0.00 | 6/8/2020 | 1,240,000 | 1,232,595 | |||||||||||
BRSHCC201 | SOPHIA LP | 0.00 | 7/19/2018 | 1,052,634 | 1,056,253 | |||||||||||
BRSHCGRY1 | SABRE INC | 0.00 | 2/20/2014 | 650,088 | 652,688 | |||||||||||
BRSHCL6M9 | PARTY CITY HOLDINGS INC | 0.00 | 7/27/2019 | 2,628,968 | 2,623,200 | |||||||||||
BRSHD4UZ0 | PHARMACEUTICAL RSRCE INC | 0.00 | 9/30/2019 | 2,773,549 | 2,758,525 | |||||||||||
BRSHDAGH2 | SERVICEMASTER CO | 0.00 | 1/31/2017 | 1,750,890 | 1,702,376 | |||||||||||
BRSHDDGD5 | UNIVISION COMMUN INC. | 0.00 | 3/1/2020 | 1,747,370 | 1,738,196 | |||||||||||
BRSHDW2Q9 | INTEGRA TELECO | 0.00 | 2/21/2014 | 510,000 | 522,325 | |||||||||||
BRSHE8JF7 | KABEL DEUTSCHLAND VERTRIEB UND | 0.00 | 2/1/2019 | 135,000 | 134,916 | |||||||||||
BRSHE90B4 | ARAMARK CORPORATION | 0.00 | 2/14/2014 | 2,845,000 | 2,845,882 | |||||||||||
BRSHE9156 | TRANSDIGM INC | 0.00 | 2/28/2020 | 377,150 | 375,406 | |||||||||||
BRSHE9J24 | BJS WHOLESALE CLUB, INC. | 0.00 | 9/26/2019 | 1,843,636 | 1,835,450 | |||||||||||
BRSHEMWF1 | MEG ENERGY CORP | 0.00 | 2/15/2014 | 748,303 | 750,641 | |||||||||||
BRSHGA5W8 | IMMUCOR, INC. | 0.00 | 2/20/2014 | 2,171,565 | 2,181,066 | |||||||||||
BRSHGQ826 | STATION CASINOS LLC | 0.00 | 3/1/2014 | 2,751,175 | 2,768,370 | |||||||||||
BRSHH3U39 | IASIS HELTHCARE CORP | 0.00 | 2/20/2014 | 469,396 | 471,860 |
BRSHH6H11 | VALEANT PHARMACEUTICALS INTERN | 0.00 | 8/22/2014 | 1,259,063 | 1,260,825 | |||||||||||
BRSHH6K90 | VALEANT PHARMACEUTICALS INTERN | 0.00 | 8/22/2014 | 1,355,452 | 1,356,926 | |||||||||||
BRSHJ8GU2 | SUNGARD DATA SYST INC. | 0.00 | 3/8/2014 | 373,125 | 374,175 | |||||||||||
BRSHKFUT1 | TOTAL SAFETY US INC | 0.00 | 3/4/2014 | 512,425 | 516,268 | |||||||||||
BRSHKFUZ7 | TOTAL SAFETY US INC | 0.00 | 3/13/2014 | 324,188 | 329,861 | |||||||||||
BRSHKR2U3 | NIELSEN FINANCE LLC/NIELSON FI | 0.00 | 5/1/2016 | 1,161,464 | 1,162,190 | |||||||||||
BRSHM2RV7 | NOVELIS INC/GA | 0.00 | 3/5/2014 | 2,006,433 | 2,007,663 | |||||||||||
BRSHMA6X8 | SALEM COMMUNS CORP | 0.00 | 2/27/2014 | 793,267 | 794,258 | |||||||||||
BRSHNCDP2 | SCHAEFFLER AG | 0.00 | 1/27/2017 | 110,000 | 110,220 | |||||||||||
BRSHNYK50 | PHILADELPHIA ENERGY SOLUTIONS | 0.00 | 4/4/2018 | 1,202,013 | 1,051,761 | |||||||||||
BRSHP7WD7 | VNGD HLTH HLD II | 0.00 | 1/29/2016 | 581,427 | 580,839 | |||||||||||
BRSHQLXD4 | SIRVA WORLDWIDE | 0.00 | 9/26/2016 | 855,700 | 864,257 | |||||||||||
BRSHRVRB2 | ROC FINANCE LLC | 0.00 | 6/20/2019 | 510,000 | 509,522 | |||||||||||
BRSHSQTZ7 | FENDER MUSICAL INSTRUMENTS COR | 0.00 | 3/28/2014 | 197,313 | 197,313 | |||||||||||
BRSHT6NF0 | REDDY ICE | 0.00 | 5/1/2019 | 1,316,700 | 1,303,533 | |||||||||||
BRSHTPNN1 | HEINZ H. J. COMPANY | 0.00 | 6/7/2014 | 2,705,000 | 2,712,439 | |||||||||||
BRSHU3AD4 | DONCASTERS FINANCE US LLC | 0.00 | 4/9/2014 | 425,363 | 426,426 | |||||||||||
BRSHU5PD3 | AMERICAN BUILDERS & CONTRACTOR | 0.00 | 4/16/2020 | 2,255,000 | 2,235,833 | |||||||||||
BRSHU85V9 | PANDA TEMPLE POWER II LLC | 0.00 | 4/6/2019 | 720,000 | 732,600 | |||||||||||
BRSHUVL24 | WIDEOPENWEST FINANCE LLC | 0.00 | 4/1/2014 | 829,532 | 833,679 | |||||||||||
BRSHV5U04 | LTS BUYER LLC | 0.00 | 4/13/2020 | 1,250,000 | 1,249,219 | |||||||||||
BRSHV7WA6 | CHARTER COM OPER | 0.00 | 7/1/2020 | 997,500 | 986,123 | |||||||||||
BRSHVP672 | OSI RESTAURANT PARTNERS INC | 0.00 | 10/28/2019 | 680,000 | 678,159 | |||||||||||
BRSHXEJA4 | AFFINIA GROUP | 0.00 | 4/25/2020 | 733,163 | 733,163 | |||||||||||
BRSHY1MJ8 | LIVINGSTON INTERNATIONAL INC | 0.00 | 4/18/2019 | 628,425 | 625,283 | |||||||||||
BRSHY1NH1 | LIVINGSTON INTERNATIONAL INC | 0.00 | 4/9/2015 | 290,000 | 290,725 | |||||||||||
BRSHYMGK6 | SPROUTS FARMERS MARKETS HOLDIN | 0.00 | 4/23/2014 | 358,250 | 358,922 | |||||||||||
BRSHZJ1V4 | EMDEON INC | 0.00 | 11/2/2018 | 1,528,822 | 1,528,185 | |||||||||||
BRSJ0MJU4 | PINACLE FOOD FIN | 0.00 | 4/29/2020 | 1,496,250 | 1,482,410 | |||||||||||
BRSJ16FK4 | FIRST DATA CORP | 0.00 | 9/24/2018 | 1,555,000 | 1,542,560 | |||||||||||
BRSJ25YE8 | DOLE FOOD CO INC. | 0.00 | 4/1/2020 | 1,402,950 | 1,400,611 | |||||||||||
BRSJ3F663 | EQUINOX HOLD | 0.00 | 4/3/2014 | 937,650 | 940,580 | |||||||||||
BRSJ3RZP3 | CATALENT PHARMA SOLUTIONS INC | 0.00 | 12/31/2017 | 325,000 | 325,000 | |||||||||||
BRSJ4CG27 | LA FRONTERA GENERATION LLC | 0.00 | 4/25/2014 | 2,195,000 | 2,200,488 | |||||||||||
BRSJ4FFC9 | HCE-THE HEALTHCARE COMPANY | 0.00 | 5/1/2018 | 490,000 | 488,775 | |||||||||||
BRSJ4T9G7 | DELTA AIR LINES INC | 0.00 | 10/23/2013 | 980,240 | 982,158 | |||||||||||
BRSJ6G9A6 | COINMACH SERVICE CORP | 0.00 | 11/14/2019 | 1,605,000 | 1,598,981 | |||||||||||
BRSJ6GHT6 | GIM CHANNELVIEW COGENERATION L | 0.00 | 5/2/2014 | 608,475 | 610,757 | |||||||||||
BRSJ6JQ29 | LEARNING CARE GROUP US NO 2 IN | 0.00 | 5/8/2019 | 445,000 | 443,331 | |||||||||||
BRSJ6JRK8 | COMPUCOM SYST INC | 0.00 | 5/9/2020 | 324,188 | 322,297 | |||||||||||
BRSJ6XDV8 | ON ASSIGNMENT, INC. | 0.00 | 5/15/2020 | 511,290 | 510,437 | |||||||||||
BRSJ76A64 | HCE-THE HEALTHCARE COMPANY | 0.00 | 3/31/2017 | 760,000 | 758,236 | |||||||||||
BRSJ76ZK6 | PERFORMANCE FOOD GRP CO | 0.00 | 11/14/2019 | 1,481,288 | 1,463,697 | |||||||||||
BRSJ8J5P9 | US AIRWAYS INC | 0.00 | 5/23/2019 | 945,000 | 939,094 | |||||||||||
BRSJ8JHT8 | PACT GROUP (USA) INC | 0.00 | 5/29/2020 | 1,895,250 | 1,864,452 | |||||||||||
BRSJ8WDB2 | MURRAY ENERGY CORP | 0.00 | 5/24/2019 | 603,488 | 601,224 | |||||||||||
BRSJ9AL38 | ALPHA NATURAL RESOURCES INC | 0.00 | 5/22/2020 | 606,950 | 581,045 | |||||||||||
BRSJA8RE1 | PACIFIC DRILLING SA | 0.00 | 5/14/2014 | 1,127,175 | 1,129,993 | |||||||||||
BRSJAP2H3 | JC PENNEY CORPORATION INC | 0.00 | 5/22/2018 | 1,753,113 | 1,700,319 | |||||||||||
BRSJARDR5 | SUPERVALU INC. | 0.00 | 3/21/2019 | 2,047,827 | 2,038,868 | |||||||||||
BRSJB0KT1 | STONERIVER GROUP LP | 0.00 | 11/30/2019 | 925,000 | 916,906 | |||||||||||
BRSJB0UU7 | STONERIVER GROUP LP | 0.00 | 5/16/2015 | 755,000 | 764,438 | |||||||||||
BRSJBKD99 | EP ENERGY LLC/EVEREST ACQUISIT | 0.00 | 5/24/2018 | 1,920,000 | 1,905,600 | |||||||||||
BRSJBU1C3 | PRIMEDIA INC. | 0.00 | 5/29/2020 | 962,588 | 944,539 | |||||||||||
BRSJBU2A6 | ARYSTA LIFESCIENCE SPC LLC | 0.00 | 5/29/2020 | 2,114,700 | 2,108,525 | |||||||||||
BRSJBU2G3 | ARYSTA LIFESCIENCE SPC LLC | 0.00 | 11/30/2020 | 680,000 | 678,014 | |||||||||||
BRSJBUF61 | CLEAR CHANNEL COMMUN, INC. | 0.00 | 1/30/2019 | 2,158,288 | 1,990,347 | |||||||||||
BRSJEKH76 | US FOODS INC | 0.00 | 3/31/2019 | 473,813 | 471,592 | |||||||||||
BRSJFH1J3 | ADVANSTAR COMMUN INC. | 0.00 | 5/30/2014 | 530,000 | 530,000 | |||||||||||
BRSJFJJX9 | MACDERMID INCORPORATED | 0.00 | 6/7/2020 | 2,307,975 | 2,307,255 | |||||||||||
BRSJFJQ60 | MACDERMID INCORPORATED | 0.00 | 5/30/2016 | 200,000 | 202,000 | |||||||||||
BRSJH5AL2 | SS&C TECHNOLOGIES INC | 0.00 | 6/7/2019 | 1,232,293 | 1,231,267 | |||||||||||
BRSJHH680 | ONEX CARESTREAM FINANCE LP | 0.00 | 6/4/2014 | 2,364,063 | 2,373,668 | |||||||||||
BRSJHYSN6 | QUICKSILVER RESOURCES INC | 0.00 | 6/21/2019 | 445,000 | 426,644 | |||||||||||
BRSJKFHA3 | INTEGRA TELECO | 0.00 | 6/5/2014 | 965,150 | 969,373 |
BRSJKFTS1 | TWCC HOLDING CORP | 0.00 | 6/26/2014 | 960,000 | 984,000 | |||||||||||
BRSJKZTA6 | SS&C TECHNOLOGIES HOLDINGS EUR | 0.00 | 6/7/2019 | 122,770 | 122,463 | |||||||||||
BRSJL0JW5 | KINETIC CONCEPTS INC / KCI USA | 0.00 | 12/10/2013 | 345,000 | 346,725 | |||||||||||
BRSJL0SE5 | CTI FOODS HOLDING CO LLC | 0.00 | 6/29/2020 | 565,000 | 557,938 | |||||||||||
BRSJLDWX0 | TRAVELPORT | 0.00 | 6/21/2016 | 907,725 | 920,206 | |||||||||||
BRSJLE1E4 | HGIM CORP | 0.00 | 6/18/2020 | 910,000 | 910,000 | |||||||||||
BRSJLVU87 | NIELSEN BUSINESS MEDIA HOLDING | 0.00 | 6/17/2020 | 1,500,000 | 1,505,625 | |||||||||||
BRSJLW666 | HGIM CORP | 0.00 | 6/18/2018 | 530,000 | 530,000 | |||||||||||
BRSJM8HW9 | MERLIN ENTERTAINMENTS SARL | 0.00 | 7/3/2019 | 1,095,000 | 1,098,422 | |||||||||||
BRSJMTFF2 | AMERICAN PETROLEUM TANKERS PAR | 0.00 | 6/20/2020 | 1,240,000 | 1,240,000 | |||||||||||
BRSJNKBC1 | FOUR SEASONS HOLDINGS INC | 0.00 | 6/19/2014 | 675,000 | 688,500 | |||||||||||
BRSJR0BB3 | VALEANT PHARMACEUTICALS INTERN | 0.00 | 12/26/2013 | 1,682,288 | 1,692,277 | |||||||||||
BRSJRL7X4 | BOULDER BRANDS INC | 0.00 | 7/9/2020 | 324,188 | 323,782 | |||||||||||
BRSJRLTZ5 | DRILLSHIPS FINANCING HOLDING I | 0.00 | 7/2/2014 | 1,735,000 | 1,752,350 | |||||||||||
BRSJSQK33 | IKARIA ACQUISITION INC | 0.00 | 7/3/2018 | 404,875 | 404,875 | |||||||||||
BRSJW5QT1 | SYNIVERSE HLDGS | 0.00 | 4/23/2019 | 906,503 | 904,236 | |||||||||||
BRSJWZ2W4 | HEMISPHERE MEDIA HOLDINGS LLC | 0.00 | 7/16/2014 | 1,037,400 | 1,039,994 | |||||||||||
BRSJXHSQ8 | LIONS GATE ENTERTAINMENT CORP | 0.00 | 7/16/2016 | 305,000 | 306,271 | |||||||||||
BRSJXUUF0 | OXBOW CARBON LLC | 0.00 | 7/19/2019 | 1,431,875 | 1,437,245 | |||||||||||
BRSJXWB42 | ALTICE FINANCING SA | 0.00 | 7/3/2019 | 1,130,000 | 1,108,338 | |||||||||||
BRSJYB2V7 | PINNACLE ENTERTAINMENT INC. | 0.00 | 8/13/2020 | 1,075,000 | 1,075,672 | |||||||||||
BRSJYUDH4 | SPRINGER SCIENCE+BUSINESS MEDI | 0.00 | 8/14/2020 | 1,590,000 | 1,576,088 | |||||||||||
BRSJZPCA0 | TRUE RELIGION APPAREL INC | 0.00 | 7/30/2019 | 215,000 | 202,638 | |||||||||||
BRSK0K738 | ROYAL ADHESIVES & SEALANTS LLC | 0.00 | 7/25/2014 | 455,000 | 457,844 | |||||||||||
BRSK0X8H8 | USIC HOLDINGS INC | 0.00 | 7/10/2020 | 545,000 | 544,046 | |||||||||||
BRSK0ZGY7 | FAENZA ACQUISITION GMBH | 0.00 | 8/30/2020 | 850,000 | 847,875 | |||||||||||
BRSK103W1 | FRESENIUS US FINANCE I INC | 0.00 | 8/7/2019 | 1,765,000 | 1,760,588 | |||||||||||
BRSK3WDQ1 | PLAYA RESORTS HOLDING BV | 0.00 | 8/2/2014 | 825,000 | 829,125 | |||||||||||
BRSK3WF48 | CONTINENTAL BUILDING PRODUCTS | 0.00 | 8/28/2020 | 525,000 | 524,016 | |||||||||||
BRSK4S5S4 | BMC SOFTWARE FINANCE INC | 0.00 | 9/10/2020 | 2,970,000 | 2,968,515 | |||||||||||
BRSK5A7F8 | BOYD GAMING CORP | 0.00 | 8/14/2020 | 2,560,000 | 2,552,960 | |||||||||||
BRSK5UJM6 | FORESIGHT ENERGY LLC | 0.00 | 8/21/2020 | 1,990,000 | 1,972,588 | |||||||||||
BRSK5UM00 | LEVEL 3 FINANCING INC | 0.00 | 8/1/2019 | 895,000 | 894,776 | |||||||||||
BRSK5VFY2 | US RENAL CARE INC | 0.00 | 8/5/2016 | 210,000 | 210,525 | |||||||||||
BRSK69ZP7 | REXNORD CORP | 0.00 | 8/21/2020 | 1,237,766 | 1,221,908 | |||||||||||
BRSK6U7J5 | SPECTRUM BRANDS HOLDINGS INC | 0.00 | 9/11/2017 | 675,000 | 673,549 | |||||||||||
BRSK6U8L9 | SPECTRUM BRANDS HOLDINGS INC | 0.00 | 8/13/2019 | 135,000 | 134,578 | |||||||||||
BRSK6UML3 | BALLY TECHNOLOGIES INC | 0.00 | 8/21/2020 | 2,670,000 | 2,667,490 | |||||||||||
BRSK78NN6 | TRINET HR CORP | 0.00 | 8/20/2020 | 605,000 | 600,463 | |||||||||||
BRSK78QV5 | LEVEL 3 FINANCING INC | 0.00 | 1/15/2020 | 2,030,000 | 2,029,340 | |||||||||||
BRSK7APE9 | US RENAL CARE INC | 0.00 | 8/13/2014 | 1,003,850 | 1,005,105 | |||||||||||
BRSK7RBA5 | LIVE NATION ENTERTAINMENT INC | 0.00 | 8/17/2020 | 325,000 | 323,375 | |||||||||||
BRSK99312 | CERIDIAN CORP | 0.00 | 5/9/2017 | 1,978,902 | 1,977,253 | |||||||||||
BRSKCJ803 | FAIRMOUNT MINERALS LTD | 0.00 | 9/3/2019 | 3,000,000 | 3,002,775 | |||||||||||
BRSKH4DW5 | ACTIVISION BLIZZARD INC | 0.00 | 7/26/2020 | 2,190,000 | 2,188,642 | |||||||||||
BRSKKW4R0 | CPG INTERNATIONAL INC | 0.00 | 9/13/2020 | 3,100,000 | 3,084,500 | |||||||||||
BRSKM1X29 | HILTON WORLDWIDE FINANCE LLC | 0.00 | 9/23/2020 | 3,800,000 | 3,793,084 | |||||||||||
BRSKM5SR1 | SABRE INC | 0.00 | 2/19/2019 | 2,380,000 | 2,370,044 | |||||||||||
BRSKMVVS8 | FIELDWOOD ENERGY LLC | 0.00 | 9/28/2018 | 420,000 | 417,900 | |||||||||||
BRSKNAPF8 | PACIFIC IND SRVCS BIDCO/SPOTLE | 0.00 | 9/24/2018 | 2,190,000 | 2,191,380 | |||||||||||
BRSKNAQ00 | FIELDWOOD ENERGY LLC | 0.00 | 9/20/2015 | 720,000 | 720,511 | |||||||||||
BRSKNAQV2 | PACIFIC IND SRVCS BIDCO/SPOTLE | 0.00 | 9/20/2015 | 475,000 | 477,375 | |||||||||||
BRSKNUR05 | DELL INTERNATIONAL LLC | 0.00 | 9/24/2018 | 280,000 | 278,628 | |||||||||||
BRSKPTEP5 | DELL INC | 0.00 | 3/24/2020 | 6,750,000 | 6,649,452 | |||||||||||
C0102MAC9 | AIR CANADA | 0.00 | 9/20/2019 | 1,920,000 | 1,915,200 | |||||||||||
G6740DAD8 | OFFSHORE GROUP INVESTMENT LTD/ | 0.00 | 3/28/2019 | 174,125 | 175,975 | |||||||||||
G90039AD3 | TRANSCAPITAL BV | 8.70 | 8/7/2018 | 700,000 | 848,841 | |||||||||||
L5582BAB3 | ION TRADING TECHNOLOGIES SARL | 0.00 | 5/22/2020 | 852,863 | 850,730 | |||||||||||
L7256GAB3 | OXEA FINANCE & CY SCA | 0.00 | 7/15/2020 | 915,000 | 906,994 | |||||||||||
L7256GAD9 | OXEA FINANCE & CY SCA | 0.00 | 1/15/2020 | 1,280,000 | 1,272,800 | |||||||||||
L9057MAA9 | TNK-BP FINANCE SA | 7.50 | 7/18/2016 | 2,750,000 | 3,077,113 | |||||||||||
N2109EAE0 | CLONDALKIN ACQUISITION | 0.00 | 5/31/2020 | 673,313 | 673,313 | |||||||||||
N5945LAG0 | NXP BV AND NXP FUNDING LLC | 0.00 | 12/11/2013 | 739,413 | 748,887 | |||||||||||
U3000JAD1 | EVERTEC LLC/EVERTEC FINANCE CO | 0.00 | 4/17/2020 | 583,538 | 561,655 | |||||||||||
|
| |||||||||||||||
1,124,971,995 | 1,146,792,672 | |||||||||||||||
|
|
Corporate Debt Securities - Utilities | ||||||||||||||||
010392FH6 | ALABAMA POWER COMPANY | 0.55 | 10/15/2015 | 78,000 | 77,518 | |||||||||||
025537AF8 | AMERICAN ELECTRIC POWER COMPAN | 1.65 | 12/15/2017 | 3,000,000 | 2,925,766 | |||||||||||
03040WAB1 | AMERICAN WATER CAPITAL CORP. | 6.09 | 10/15/2017 | 150,000 | 172,778 | |||||||||||
125896BA7 | CMS ENERGY CO | 6.55 | 7/17/2017 | 350,000 | 402,089 | |||||||||||
131347BP0 | CALPINE CORP | 7.25 | 10/15/2014 | 283,000 | 293,259 | |||||||||||
196522AK2 | COLORADO INTERSTATE GAS CO LLC | 6.80 | 11/15/2015 | 150,000 | 168,470 | |||||||||||
207597ED3 | CONNECTICUT LIGHT & PWR CO | 5.65 | 5/1/2018 | 500,000 | 580,490 | |||||||||||
209111ET6 | CONSOLIDATED EDISON INC | 5.85 | 4/1/2018 | 250,000 | 292,163 | |||||||||||
256882AD3 | DPL INC | 7.25 | 7/15/2021 | 5,000,000 | 5,087,500 | |||||||||||
25746UBJ7 | DOMINION RESOURCES INC | 2.25 | 9/1/2015 | 250,000 | 256,367 | |||||||||||
25746UBR9 | DOMINION RESOURCES INC | 1.40 | 9/15/2017 | 4,945,000 | 4,866,075 | |||||||||||
264399EQ5 | DUKE ENERGY CORP | 6.30 | 2/1/2014 | 4,000,000 | 4,074,520 | |||||||||||
26441CAG0 | DUKE ENERGY CORP | 2.15 | 11/15/2016 | 300,000 | 305,414 | |||||||||||
26441CAH8 | DUKE ENERGY CORP | 1.63 | 8/15/2017 | 250,000 | 246,798 | |||||||||||
26441CAK1 | DUKE ENERGY CORP | 2.10 | 5/15/2018 | 2,700,000 | 2,703,539 | |||||||||||
26875PAF8 | EOG RESOURCES INC | 2.95 | 6/1/2015 | 2,900,000 | 3,009,073 | |||||||||||
281020AF4 | EDISON INTERNATIONAL INC | 3.75 | 9/15/2017 | 250,000 | 264,407 | |||||||||||
283695BP8 | EL PASO NATURAL GAS COMPANY | 5.95 | 4/15/2017 | 150,000 | 168,559 | |||||||||||
29269QAA5 | ENERGY FUTURE INTERMEDIATE HOL | 10.00 | 12/1/2018 | 1,325,000 | 1,397,875 | |||||||||||
29273RAH2 | ENERGY TRANSFER PARTNERS LP | 6.70 | 7/1/2018 | 250,000 | 292,584 | |||||||||||
29273RAW9 | ENERGY TRANSFER PARTNERS LP | 3.28 | 11/1/2066 | 4,850,000 | 4,365,000 | |||||||||||
29364GAG8 | ENTERGY CORP | 4.70 | 12/15/2016 | 250,000 | 267,157 | |||||||||||
29379VAS2 | ENTERPRISE PRODUCTS OPERATING | 3.20 | 2/1/2016 | 300,000 | 314,646 | |||||||||||
30161MAE3 | EXELON GENERATION CO LLC | 6.20 | 10/1/2017 | 300,000 | 340,657 | |||||||||||
30161NAD3 | EXELON CORPORATION | 4.90 | 6/15/2015 | 3,500,000 | 3,705,281 | |||||||||||
302570AX4 | FPL GROUP CAPITAL INC | 6.65 | 6/15/2017 | 200,000 | 203,500 | |||||||||||
302570AY2 | NEXTERA ENERGY CAPITAL HOLDING | 7.30 | 9/1/2017 | 100,000 | 105,000 | |||||||||||
340711AQ3 | FL GAS TSMN CO | 7.90 | 5/15/2019 | 3,400,000 | 4,178,758 | |||||||||||
373334JY8 | GEORGIA POWER COMPANY | 0.75 | 8/10/2015 | 300,000 | 299,688 | |||||||||||
373334JZ5 | GEORGIA POWER COMPANY | 0.63 | 11/15/2015 | 300,000 | 297,916 | |||||||||||
494550AU0 | KINDER MORGAN ENERGY PARTNERS | 6.00 | 2/1/2017 | 250,000 | 283,035 | |||||||||||
50064YAB9 | KOREA HYDRO & NUCLEAR POWER CO | 3.13 | 9/16/2015 | 3,100,000 | 3,195,504 | |||||||||||
595620AG0 | MIDAMERICAN ENERGY CO | 5.95 | 7/15/2017 | 200,000 | 229,391 | |||||||||||
636274AC6 | NATIONAL GRID PLC | 6.30 | 8/1/2016 | 150,000 | 170,320 | |||||||||||
65339KAF7 | NEXTERA ENERGY CAPITAL HOLDING | 1.20 | 6/1/2015 | 4,167,000 | 4,183,730 | |||||||||||
65473QAS2 | NISOURCE FINANCE CORP | 6.40 | 3/15/2018 | 150,000 | 173,218 | |||||||||||
693304AL1 | PECO ENERGY CO | 5.35 | 3/1/2018 | 200,000 | 227,640 | |||||||||||
693304AQ0 | PECO ENERGY CO | 1.20 | 10/15/2016 | 111,000 | 111,578 | |||||||||||
69352PAG8 | PPL CAPITAL FUNDING LLC | 1.90 | 6/1/2018 | 400,000 | 392,605 | |||||||||||
69353UAB7 | PPL WEM HOLDINGS PLC | 3.90 | 5/1/2016 | 2,500,000 | 2,574,624 | |||||||||||
698455AB8 | PANHANDLE EAST PIPE LINE | 7.00 | 6/15/2018 | 155,000 | 182,085 | |||||||||||
743263AL9 | PROGRESS ENERGY INC | 5.63 | 1/15/2016 | 250,000 | 273,971 | |||||||||||
74456QAW6 | PUBLIC SERVICE ELECTRIC AND GA | 2.70 | 5/1/2015 | 425,000 | 437,975 | |||||||||||
81013TAB7 | SCOTTISH POWER PLC | 5.38 | 3/15/2015 | 250,000 | 263,610 | |||||||||||
816851AS8 | SEMPRA ENERGY | 2.30 | 4/1/2017 | 300,000 | 305,374 | |||||||||||
84755TAA5 | SPECTRA ENERGY CAPITAL | 6.20 | 4/15/2018 | 200,000 | 227,969 | |||||||||||
84756NAC3 | SPECTRA ENERGY PARTNERS LP | 2.95 | 8/25/2018 | 5,000,000 | 5,077,771 | |||||||||||
893526DH3 | TRANS-CANADA PIPELINES | 3.40 | 6/1/2015 | 500,000 | 520,828 | |||||||||||
893526DL4 | TRANS-CANADA PIPELINES | 0.88 | 3/2/2015 | 7,000,000 | 6,999,852 | |||||||||||
89354FAE1 | TRANSCAPITAL BV | 8.70 | 8/7/2018 | 1,700,000 | 2,074,000 | |||||||||||
927804FM1 | VIRGINIA ELECTRIC AND POWER CO | 1.20 | 1/15/2018 | 450,000 | 439,449 | |||||||||||
976656CF3 | WISCONSIN ELECTRIC POWER COMPA | 1.70 | 6/15/2018 | 150,000 | 147,589 | |||||||||||
98389BAK6 | XCEL ENERGY INC | 5.61 | 4/1/2017 | 200,000 | 223,303 | |||||||||||
BRSCAHX41 | CALPINE CORP | 0.00 | 4/1/2018 | 984,887 | 985,625 | |||||||||||
BRSFF9019 | ESSENTIAL POWER LLC | 0.00 | 8/8/2019 | 1,000,000 | 999,200 | |||||||||||
BRSJ0RC63 | DYNEGY INC | 0.00 | 4/23/2020 | 927,675 | 925,356 | |||||||||||
BRSJ6T4S4 | POWER BUYER LLC | 0.00 | 5/6/2020 | 391,111 | 385,489 | |||||||||||
BRSJ6T8E1 | POWER BUYER LLC | 0.00 | 11/6/2020 | 215,000 | 213,208 | |||||||||||
BRSJ9HMB4 | POWERTEAM SERVICES LLC | 0.00 | 5/6/2020 | 48,889 | 48,156 | |||||||||||
BRSJH5B15 | STAR WEST GENERATION LLC | 0.00 | 3/13/2014 | 825,850 | 828,947 | |||||||||||
|
| |||||||||||||||
72,782,412 | 74,764,248 | |||||||||||||||
|
| |||||||||||||||
Asset Backed Securities - Credit Cards | ||||||||||||||||
14041NDX6 | CAPITAL ONE MULTI-ASSET EXECUT | 5.75 | 9/15/2017 | 1,350,000 | 1,565,300 | |||||||||||
161571FJ8 | CHASE ISSUANCE TRUST CHAIT_12- | 0.79 | 6/15/2015 | 1,300,000 | 1,304,108 |
161571FQ2 | CHASE ISSUANCE TRUST CHAIT_12- | 2.16 | 9/15/2022 | 500,000 | 455,105 | |||||||||||
17305ECJ2 | CCCIT_13-A1 | 4.85 | 3/10/2015 | 2,000,000 | 2,123,043 | |||||||||||
17305ECX1 | CCCIT_13-A1 | 5.10 | 11/20/2015 | 1,000,000 | 1,091,742 | |||||||||||
17305EDE2 | CITIBANK CREDIT CARD ISSUANCE | 5.30 | 3/15/2016 | 2,000,000 | 2,215,400 | |||||||||||
17305EDT9 | CCCIT_13-A1 | 6.15 | 6/15/2039 | 550,000 | 636,546 | |||||||||||
17305EDY8 | CCCIT_13-A1 | 5.65 | 9/20/2017 | 3,000,000 | 3,471,860 | |||||||||||
17305EEE1 | CITIBANK CREDIT CARD ISSUANCE | 5.35 | 2/7/2018 | 436,000 | 502,148 | |||||||||||
254683AC9 | DCENT_07-A1 | 5.65 | 9/15/2017 | 1,500,000 | 1,733,427 | |||||||||||
36159JDE8 | GE CAPITAL CREDIT CARD MASTER | 0.95 | 6/15/2015 | 275,000 | 275,913 | |||||||||||
36159JDH1 | GEMNT_12-6 | 1.36 | 8/15/2017 | 900,000 | 888,590 | |||||||||||
70659PAD3 | PENARTH MASTER ISSUER PENAR_12 | 0.75 | 3/18/2014 | 6,000,000 | 6,007,460 | |||||||||||
|
| |||||||||||||||
20,811,000 | 22,270,640 | |||||||||||||||
|
| |||||||||||||||
Asset Backed Securities - Auto | ||||||||||||||||
02006EAC3 | ALLY AUTO RECEIVABLES TRUST AL | 0.59 | 1/1/2015 | 605,000 | 604,789 | |||||||||||
13975EAC7 | AFIN_13-1 | 0.79 | 4/21/2016 | 1,178,000 | 1,171,354 | |||||||||||
14313KAC2 | CARMX_12-3 | 0.52 | 4/15/2015 | 275,000 | 274,479 | |||||||||||
14313MAC8 | CARMX_13-2 | 0.64 | 11/1/2015 | 1,500,000 | 1,493,714 | |||||||||||
34529RAD3 | FORDO_11-B | 1.35 | 12/16/2014 | 372,000 | 375,249 | |||||||||||
34530AAC9 | FORDO_12-D | 0.51 | 4/1/2015 | 2,200,000 | 2,196,560 | |||||||||||
43813CAC4 | HONDA AUTO RECEIVABLES OWNER T | 0.52 | 3/4/2015 | 2,000,000 | 1,998,930 | |||||||||||
43813UAD2 | HONDA AUTO RECEIVABLES OWNER T | 0.97 | 5/15/2015 | 500,000 | �� | 502,904 | ||||||||||
43814CAD1 | HONDA AUTO RECEIVABLES OWNER T | 0.62 | 3/6/2016 | 615,000 | 611,440 | |||||||||||
44924CAA2 | HCAF_10-8A | 1.18 | 4/14/2015 | 1,112,649 | 1,101,523 | |||||||||||
58768VAC5 | MBALT_13-A | 0.59 | 12/17/2014 | 1,350,000 | 1,347,450 | |||||||||||
65475QAD3 | NISSAN AUTO RECEIVABLES OWNER | 1.24 | 7/1/2015 | 1,600,000 | 1,615,688 | |||||||||||
65476GAD4 | NISSAN AUTO RECEIVABLES OWNER | 0.66 | 2/28/2016 | 1,300,000 | 1,295,954 | |||||||||||
80283GAC8 | SDART_13-3 | 0.70 | 5/1/2015 | 500,000 | 498,568 | |||||||||||
98158QAD8 | WOART_12-B | 0.81 | 6/13/2016 | 500,000 | 496,458 | |||||||||||
L2R424AA3 | ECAR_12-1 | 1.38 | 3/19/2017 | 1,503,574 | 2,047,403 | |||||||||||
Z9195VUA5 | CAR_12-F1F | 1.38 | 7/12/2014 | 2,051,671 | 2,786,965 | |||||||||||
|
| |||||||||||||||
19,162,894 | 20,419,430 | |||||||||||||||
|
| |||||||||||||||
Asset Backed Securities - Student Loans | ||||||||||||||||
00432CAZ4 | AGSL_03-1 | 1.63 | 2/23/2025 | 4,100,000 | 3,764,493 | |||||||||||
00432CBB6 | AGSL_03-1 | 1.62 | 6/8/2027 | 3,600,000 | 3,305,318 | |||||||||||
00432CBP5 | AGSL_03-1 | 0.18 | 6/25/2027 | 5,350,000 | 4,913,884 | |||||||||||
041150DJ9 | ASLA_10-1 | 1.16 | 9/3/2018 | 5,072,210 | 5,067,087 | |||||||||||
10620NAC2 | BRAZOS HIGHER EDUCATION AUTHOR | 0.37 | 5/16/2015 | 1,050,000 | 1,041,511 | |||||||||||
10620NAH1 | BRHEA_05-3A | 0.36 | 5/27/2016 | 270,706 | 270,296 | |||||||||||
12556PAC1 | CITEL_05-1 | 0.37 | 11/23/2016 | 6,200,000 | 6,088,288 | |||||||||||
19458LBA7 | COELT_05-A | 0.34 | 5/14/2014 | 91,942 | 91,690 | |||||||||||
26845BAA7 | EFSV2_ 2012-1 | 1.06 | 3/29/2016 | 4,435,082 | 4,482,892 | |||||||||||
28140VAB9 | EFCT_04-1 | 0.41 | 9/16/2014 | 560,590 | 559,479 | |||||||||||
36156YAN1 | GCO EDUCATION LOAN FUNDING TRU | 0.33 | 7/17/2015 | 1,056,039 | 1,044,423 | |||||||||||
429827AB4 | HEF_04-1 | 1.65 | 11/11/2018 | 2,100,000 | 1,938,527 | |||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF_0 | 1.67 | 1/1/2025 | 2,100,000 | 1,955,678 | |||||||||||
429827AF5 | HEF_04-1 | 1.63 | 8/13/2020 | 2,100,000 | 1,938,527 | |||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF_0 | 1.67 | 6/12/2026 | 2,100,000 | 1,956,072 | |||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF_0 | 1.67 | 7/8/2021 | 2,300,000 | 2,123,148 | |||||||||||
429827AN8 | HEF_04-1 | 1.66 | 7/2/2022 | 2,100,000 | 1,938,527 | |||||||||||
429827AQ1 | HEF_04-1 | 1.66 | 1/1/2044 | 2,950,000 | 2,780,024 | |||||||||||
57563NAA6 | MEFA | 1.22 | 9/13/2027 | 2,619,692 | 2,619,823 | |||||||||||
61205PAK5 | MHESA_12-1 | 1.18 | 12/11/2017 | 10,850,000 | 10,905,943 | |||||||||||
64033GAA9 | NSLT_13-5A | 0.81 | 8/24/2025 | 6,850,000 | �� | 6,766,896 | ||||||||||
66704JAZ1 | NORTHSTAR GUARANTEE INC DIV B | 0.38 | 1/28/2014 | 532,207 | 526,565 | |||||||||||
66705EAA6 | NEF_12-1 | 0.88 | 11/3/2018 | 2,004,043 | 2,000,857 | |||||||||||
698475AM2 | PANHANDLE-PLAINS HIGHER EDUCAT | 1.40 | 8/29/2018 | 5,221,373 | 5,300,189 | |||||||||||
71722TAF1 | PHEAA_04-1 | 0.01 | 9/12/2019 | 2,000,000 | 1,893,440 | |||||||||||
71722TAG9 | PHEAA_04-1 | 0.00 | 8/27/2020 | 6,000,000 | 5,680,578 | |||||||||||
78442GHY5 | SLMA | 1.67 | 12/15/2016 | 400,000 | 400,000 | |||||||||||
78442GHZ2 | SLMA | 1.67 | 4/2/2014 | 2,100,000 | 2,100,000 | |||||||||||
78442GJA5 | SLM STUDENT LOAN TR 2003-10A | 1.67 | 4/11/2014 | 600,000 | 600,000 | |||||||||||
78442GJC1 | SLMA | 1.67 | 4/12/2014 | 50,000 | 50,000 | |||||||||||
78442GJD9 | SLM STUDENT LOAN TR 2003-10A | 1.67 | 4/8/2014 | 2,300,000 | 2,300,000 | |||||||||||
80705WAA7 | SCHOL_12-B | 0.58 | 8/19/2015 | 2,515,125 | 2,493,591 | |||||||||||
80705XAA5 | SCHOL_13-A | 0.83 | 5/11/2022 | 1,163,428 | 1,153,073 |
83715AAK5 | SOUTH CAROLINA STUDENT LN CORP | 0.72 | 1/27/2014 | 1,352,307 | 1,352,929 | |||||||||||
86386MAY0 | STUDENT LOAN CON | 1.40 | 3/18/2022 | 17,331,786 | 17,694,714 | |||||||||||
B0A0BSZC0 | SLMA_03-5 | 0.49 | 1/30/2018 | 1,210,200 | 1,603,333 | |||||||||||
U8280TAR8 | SLMA | 0.77 | 9/26/2021 | 2,670,000 | 3,485,909 | |||||||||||
|
| |||||||||||||||
115,306,729 | 114,187,705 | |||||||||||||||
|
| |||||||||||||||
Asset Backed Securities - CLO | ||||||||||||||||
00083VAA9 | ACASC_07-1 | 0.50 | 6/19/2016 | 6,750,000 | 6,620,015 | |||||||||||
00089KAB5 | ACIS_13 | 1.14 | 12/29/2018 | 12,211,343 | 11,932,326 | |||||||||||
00089RAA2 | ACIS_13-1 | 0.00 | 6/20/2018 | 17,400,000 | 16,825,800 | |||||||||||
00306LAA2 | ABERD_08-1A | 0.92 | 3/27/2016 | 19,890,489 | 19,352,909 | |||||||||||
03761QAA3 | APID_06-QA | 0.52 | 9/13/2015 | 6,129,997 | 6,105,819 | |||||||||||
04011XAB2 | ARES | 0.51 | 3/1/2015 | 222,882 | 222,483 | |||||||||||
04011XAC0 | ARES | 0.51 | 5/7/2014 | 243,321 | 242,591 | |||||||||||
04012VAA7 | ARES | 0.89 | 10/26/2015 | 6,424,534 | 6,375,065 | |||||||||||
04963VAC2 | ATR_4C-DO | 0.51 | 11/7/2015 | 1,998,986 | 1,984,458 | |||||||||||
05615MAA5 | BABSN_05-3A | 0.51 | 8/19/2015 | 1,917,856 | 1,884,293 | |||||||||||
09202XAA2 | BLACK DIAMOND CLO LTD BLACK_06 | 0.51 | 4/1/2016 | 3,896,966 | 3,788,439 | |||||||||||
107265AL4 | BRENTWOOD CLO LTD BRENT_06-1A | 0.54 | 8/12/2016 | 9,881,575 | 9,595,019 | |||||||||||
18971XAA2 | CLYDS_05-1A | 0.53 | 4/19/2015 | 916,336 | 916,119 | |||||||||||
26828RAA3 | ECP_08-1A | 1.10 | 5/19/2017 | 3,500,000 | 3,435,901 | |||||||||||
345447AA4 | FORE_07-1A | 0.51 | 11/7/2016 | 8,850,000 | 8,730,197 | |||||||||||
352569AB3 | FCLO_5 | 0.51 | 4/1/2016 | 4,049,967 | 3,989,217 | |||||||||||
355524AB5 | FRASR_06-1A | 0.51 | 9/23/2015 | 1,798,085 | 1,782,062 | |||||||||||
363206AF0 | GALE | 0.51 | 4/27/2015 | 8,461,779 | 8,302,917 | |||||||||||
36361RAB3 | GALLATIN FUNDING LTD GALL_13-1 | 1.41 | 12/26/2018 | 12,000,000 | 11,856,000 | |||||||||||
378663AA6 | GLEAG_05-1A | 0.54 | 6/24/2015 | 4,308,044 | 4,257,477 | |||||||||||
38136TAA1 | GOLDS_07-5A | 0.96 | 5/7/2016 | 7,550,000 | 7,460,163 | |||||||||||
42822XAA3 | HICDO_07-1RA | 0.66 | 7/17/2016 | 11,496,786 | 11,239,396 | |||||||||||
476759AA3 | JERSEY STREET CLO LTD JERSY_06 | 0.52 | 5/6/2016 | 3,312,565 | 3,283,096 | |||||||||||
482474AA1 | KKR FINANCIAL CLO LTD KKR_05-1 | 0.53 | 8/5/2015 | 116,780 | 116,196 | |||||||||||
48248CAA2 | KKR FINANCIAL CLO LTD KKR_07-1 | 0.61 | 6/10/2015 | 27,005,316 | 26,397,696 | |||||||||||
506828AA0 | LAFC_12-1A | 1.66 | 2/2/2016 | 1,683,567 | 1,685,849 | |||||||||||
530361AE4 | LIBERTY CLO | 0.52 | 6/17/2014 | 5,971,945 | 5,931,586 | |||||||||||
53225UAA9 | LIGHT_2005-3 | 0.51 | 9/23/2015 | 1,060,615 | 1,044,308 | |||||||||||
67089NAE2 | OCP_12-2A | 1.08 | 2/6/2018 | 10,171,481 | 9,940,955 | |||||||||||
74981TAA2 | RACEP_06-3 | 0.53 | 2/9/2017 | 4,679,854 | 4,642,329 | |||||||||||
87155MAA9 | SYMPH_5 | 1.02 | 5/9/2017 | 10,000,000 | 9,816,630 | |||||||||||
929260AA5 | WGH_06-1A | 0.52 | 9/5/2015 | 3,285,838 | 3,211,907 | |||||||||||
BRS6DUE27 | STANFIELD VEYRON | 0.49 | 10/21/2014 | 3,301,410 | 3,297,204 | |||||||||||
BRS89G5B9 | DRYD_05-10EX | 0.60 | 2/11/2016 | 842,771 | 1,116,092 | |||||||||||
BRSJRCWG3 | GALATTIN FUNDS LTD GALL_13-1X | 0.00 | 7/18/2023 | 7,350,000 | 6,762,000 | |||||||||||
G0684GAA8 | AVOVA_III-X | 0.59 | 7/2/2016 | 798,362 | 1,067,168 | |||||||||||
G37116AC7 | GALLATIN FUNDING LTD GALL_12-1 | 0.00 | 4/29/2019 | 3,445,000 | 2,563,080 | |||||||||||
|
| |||||||||||||||
232,924,448 | 227,774,762 | |||||||||||||||
|
| |||||||||||||||
Asset Backed Securities - Other | ||||||||||||||||
00104UAC2 | AEPTC TEXAS CENTRAL TRANSITION | 2.84 | 12/9/2022 | 700,000 | 670,247 | |||||||||||
00935WAA7 | AIREM_06-1A | 0.47 | 4/22/2020 | 1,629,091 | 1,534,604 | |||||||||||
02005ACC0 | AMOT 2013-2 | 1.44 | 2/16/2015 | 4,300,000 | 4,337,324 | |||||||||||
03072SKH7 | AMSI_03-10 | 0.94 | 5/15/2024 | 7,532,958 | 7,224,686 | |||||||||||
04542BDG4 | ABFC_03-OPT1 | 0.86 | 9/28/2020 | 2,706,437 | 2,523,839 | |||||||||||
15200NAB1 | CNP | 3.46 | 12/5/2016 | 1,650,000 | 1,763,302 | |||||||||||
15200DAD9 | CENTERPOINT ENERGY TRANSITION | 5.17 | 11/26/2015 | 1,000,000 | 1,092,450 | |||||||||||
29365KAB9 | ETI | 3.65 | 11/1/2016 | 1,000,000 | 1,072,272 | |||||||||||
34528QBK9 | FORDF | 0.65 | 1/15/2014 | 6,050,000 | 6,053,933 | |||||||||||
67103QAA5 | OFSBS_13-5A | 1.20 | 9/23/2018 | 9,500,000 | 9,419,326 | |||||||||||
83611MAQ1 | SOUNDVIEW HOME EQUITY LOAN TRU | 1.48 | 2/18/2020 | 2,773,337 | 2,766,922 | |||||||||||
86358EAJ5 | SAIL_03-B2 | 0.86 | 7/14/2016 | 9,049,364 | 8,627,130 | |||||||||||
86358EJS6 | STRUCTURED ASSET INVESTMENT LO | 0.98 | 2/11/2021 | 8,135,629 | 7,450,983 | |||||||||||
86358EKH8 | STRUCTURED ASSET INVESTMENT LO | 1.02 | 1/24/2017 | 10,032,551 | 9,591,871 | |||||||||||
Z914HKQ87 | GFUND_11-1 | 1.96 | 10/25/2017 | 4,337,291 | 7,112,309 | |||||||||||
|
| |||||||||||||||
70,396,657 | 71,241,197 | |||||||||||||||
|
| |||||||||||||||
|
| |||||||||||||||
Total Fixed income Securities | 6,176,496,569 | 6,047,883,284 | ||||||||||||||
|
|
Other Invested Assets - High Yield Fund | ||||||||||||||||
|
| |||||||||||||||
CRESCENT CAPITAL HIGH YIELD FUND | 497,316 | 31,100,099 | ||||||||||||||
|
| |||||||||||||||
Equities | ||||||||||||||||
18802108 | ALLIANT ENERGY CORP | 141,800 | 7,026,190 | |||||||||||||
23608102 | AMEREN CORP | 274,700 | 9,570,548 | |||||||||||||
24835100 | AMER CMPS COMM | 162,200 | 5,539,130 | |||||||||||||
25537101 | AMERICAN ELECTRIC POWER CO INC | 103,000 | 4,465,050 | |||||||||||||
110122108 | BRISTOL MYERS SQUIBB CO | 168,900 | 7,816,692 | |||||||||||||
166764100 | CHEVRONTEXACO CORP | 89,500 | 10,874,250 | |||||||||||||
369550108 | GENERAL DYNAMICS CORP | 92,700 | 8,113,104 | |||||||||||||
369604103 | GENERAL ELEC CAP CO | 296,200 | 7,076,218 | |||||||||||||
391164100 | GREAT PLAINS ENERGY INCORPORAT | 308,000 | 6,837,600 | |||||||||||||
438516106 | HONEYWELL INTERNATIONAL INC | 42,800 | 3,554,112 | |||||||||||||
478160104 | JOHNSON & JOHNSON | 87,200 | 7,559,368 | |||||||||||||
494368103 | KIMBERLY-CLARK CORPORATION | 63,000 | 5,935,860 | |||||||||||||
594918104 | MICROSOFT CORP | 255,500 | 8,510,705 | |||||||||||||
655844108 | NORFOLK SOUTHERN CORPORATION | 94,100 | 7,278,635 | |||||||||||||
693475105 | PNC FINANCIAL SERVICES GROUP I | 107,300 | 7,773,885 | |||||||||||||
718172109 | PHILIP MORRIS INTERNATIONAL IN | 111,300 | 9,637,467 | |||||||||||||
718252604 | PHILIPPINE LONG DISTANCE TEL C | 8,022 | 544,212 | |||||||||||||
729251108 | PLUM CREEK TIMBER COMPANY INC. | 175,100 | 8,199,933 | |||||||||||||
771195104 | ROCHE HOLDING AG | 120,000 | 8,103,600 | |||||||||||||
816851109 | SEMPRA ENERGY | 78,900 | 6,753,840 | |||||||||||||
828806109 | SIMON PROPERTY GROUP INC | 52,500 | 7,782,075 | |||||||||||||
847560109 | SPECTRA ENERGY CORP | 148,500 | 5,083,155 | |||||||||||||
904784709 | UNILEVER N.V. | 215,700 | 8,136,204 | |||||||||||||
929042109 | VORNADO REALTY TRUST | 24,300 | 2,042,658 | |||||||||||||
949746101 | WELLS FARGO CORP | 177,100 | 7,317,772 | |||||||||||||
969457100 | WILLIAMS COS INC | 170,700 | 6,206,652 | |||||||||||||
976657106 | WISCONSIN ENERGY CORPORATION | 168,400 | 6,799,992 | |||||||||||||
00208D408 | ARC RESOURCES LTD | 142,800 | 3,632,832 | |||||||||||||
09247X101 | BLACKROCK INC. | 17,700 | 4,789,974 | |||||||||||||
12572Q105 | CME GROUP INC | 158,000 | 11,673,040 | |||||||||||||
13643E105 | CANADIAN OIL SANDS | 141,800 | 2,750,920 | |||||||||||||
15189T107 | CENTERPOINT ENERGY INC. | 341,200 | 8,178,564 | |||||||||||||
17275R102 | CISCO SYSTEMS INC | 347,900 | 8,147,818 | |||||||||||||
25746U109 | DOMINION RESOURCES INC | 186,100 | 11,627,528 | |||||||||||||
29250N105 | ENBRIDGE INC | 159,200 | 6,645,008 | |||||||||||||
29476L107 | EQUITY RESIDENTIAL PROP TR | 116,900 | 6,262,333 | |||||||||||||
30225T102 | EXTRA SPACE STORAGE INC | 142,098 | 6,500,984 | |||||||||||||
30231G102 | EXXON MOBIL CO | 61,100 | 5,257,044 | |||||||||||||
40414L109 | HCP | 171,100 | 7,006,545 | |||||||||||||
46625H100 | JP MORGAN CHASE & CO | 84,700 | 4,378,143 | |||||||||||||
49456B101 | KINDER MORGAN HOLDCO LLC | 262,700 | 9,344,239 | |||||||||||||
55261F104 | M&T BK CORP | 45,600 | 5,103,552 | |||||||||||||
65339F101 | FPL GROUP INC. | 109,800 | 8,801,568 | |||||||||||||
65473P105 | NISOURCE INC | 133,600 | 4,126,904 | |||||||||||||
66987V109 | NOVARTIS AG | 88,800 | 6,811,848 | |||||||||||||
74340W103 | PROLOGIS INC | 290,000 | 10,909,800 | |||||||||||||
74460D109 | PUBLIC STORAGE INC | 66,600 | 10,692,630 | |||||||||||||
78462F103 | SPDR TRUST SERIES 1 | 941,000 | 158,182,100 | |||||||||||||
80105N105 | SANOFI SA | 120,400 | 6,095,852 | |||||||||||||
92276F100 | VENTAS, INC. | 108,401 | 6,666,673 | |||||||||||||
97717W851 | WISDOMTREE JAPAN DIVIDEND FUND | 1,010,000 | 48,409,300 | |||||||||||||
BRSGCE0T8 | GLP J-REIT | 4,660 | 5,209,702 | |||||||||||||
BRSHQHA14 | TF ADMINISTRADORA INDUSTRIAL S | 1,247,400 | 2,458,080 | |||||||||||||
N6983Q147 | PHILIPS ELECTRONICS | 280,900 | 9,061,126 | |||||||||||||
S09895293 | ASTRAZENECA PLC | 151,300 | 7,878,464 | |||||||||||||
S28409704 | CCR SA | 362,000 | 2,821,455 | |||||||||||||
S47324959 | TELENOR ASA | 31,930 | 729,465 | |||||||||||||
S61446902 | BHP BILLITON LTD | 198,000 | 6,616,900 | |||||||||||||
S62435862 | SINGAPORE AIRPORT TERMINAL SER | 1,700,700 | 4,418,635 | |||||||||||||
S63521470 | FLIGHT CENTRE LTD | 93,500 | 4,222,733 | |||||||||||||
S65638751 | ASCENDAS REAL ESTATE INVESTMEN | 1,682,000 | 3,056,354 | |||||||||||||
S69488369 | WESFARMERS LTD | 131,300 | 5,049,615 |
SB02PY225 | SINGAPORE TELECOM | 2,346,000 | 6,973,963 | |||||||||||||
SB03FYZ44 | GOODMAN GROUP | 1,427,800 | 6,515,114 | |||||||||||||
SB04PZ723 | SUNTEC REAL ESTATE INVESTMENT | 1,302,000 | 1,696,569 | |||||||||||||
SB08SNH35 | NATIONAL GRID PLC | 483,000 | 5,713,753 | |||||||||||||
SB0D6P437 | MAPLETREE LG TR | 4,607,000 | 3,928,663 | |||||||||||||
SB10SSL76 | ASCOTT RESIDENCE TRUST | 3,416,000 | 3,430,293 | |||||||||||||
SB1HL3P85 | CAPITARETAIL CHINA TRUST | 3,115,000 | 3,413,529 | |||||||||||||
SB23WXW97 | PARKWAY HOLDINGS LIMITED | 782,000 | 1,464,595 | |||||||||||||
SB671GT81 | FIBRA UNO ADMINISTRACION SA | 1,261,700 | 3,475,396 | |||||||||||||
SB84XBP29 | INFRAESTRUCTURA ENERGETICA NOV | 553,200 | 2,123,498 | |||||||||||||
SB87ZDH17 | TELEVISION BROADCASTS LTD | 581,400 | 3,666,010 | |||||||||||||
SB98BC671 | NIPPON PROLOGIS REIT INC | 100 | 999,745 | |||||||||||||
NEUBERGER BERMAN GREATER CHINA EQUITY FUND LTD | 60,000 | 67,471,633 | ||||||||||||||
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34,803,811 | 708,929,395 | |||||||||||||||
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