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OPERATIONS CO. 0000862124 084-01839 N N N Prime 52 102 15998925770.20 8198931.36 248157055.07 15758967646.49 0.0022 1.0003 2015-10-30 1.0003 2015-10-30 C000020478 1000.00 7044647339.83 1.00 -144805728.59 1384929648.74 1529735377.33 0.0001 1.0003 2015-10-30 1.0003 2015-10-30 C000020477 1000.00 8714320306.66 1.00 -208320695.29 2197176189.70 2405496884.99 0.0001 1.0003 2015-10-30 1.0003 2015-10-30 Fannie Mae Fannie Mae, 0.07% 313588PY5 Government Agency Debt First Tier Security 2015-12-01 2015-12-01 N N N 294800000.00 294782803.25 0.0187 N 294790566.40 294790566.40 Fannie Mae Fannie Mae, 0.21% 3135G0B44 Government Agency Debt First Tier Security 2015-11-26 2017-01-26 N N N 90000000.00 89988643.55 0.0057 N 90003780.00 90003780.00 Fannie Mae Fannie Mae, 0.23% 313588SW6 Government Agency Debt First Tier Security 2016-02-09 2016-02-09 N N N 160000000.00 159900000.00 0.0101 N 159947200.00 159947200.00 Fannie Mae Fannie Mae, 0.24% 313588SF3 Government Agency Debt First Tier Security 2016-01-25 2016-01-25 N N N 159000000.00 158909899.98 0.0101 N 158966610.00 158966610.00 Fannie Mae Fannie Mae, 0.25% 313588SN6 Government Agency Debt First Tier Security 2016-02-01 2016-02-01 N N N 162000000.00 161896500.00 0.0103 N 161950914.00 161950914.00 Fannie Mae Fannie Mae, 0.28% 313588TM7 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 18579000.00 18562382.12 0.0012 N 18571939.98 18571939.98 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EE2V1 Government Agency Debt First Tier Security 2015-11-06 2016-07-06 N N N 15000000.00 14999504.00 0.0010 N 14995080.00 14995080.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EFJV0 Government Agency Debt First Tier Security 2015-11-15 2016-12-15 N N N 150000000.00 149990855.67 0.0095 N 149983500.00 149983500.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.22% 3133ECNB6 Government Agency Debt First Tier Security 2015-11-02 2016-05-02 N N N 40000000.00 40007484.42 0.0025 N 40006880.00 40006880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% to 0.23% 313384QR3 Government Agency Debt First Tier Security 2015-12-18 2015-12-18 N N N 106000000.00 105985368.18 0.0067 N 105994594.00 105994594.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% to 0.27% 313384QU6 Government Agency Debt First Tier Security 2015-12-21 2015-12-21 N N N 342000000.00 341919777.69 0.0217 N 341981532.00 341981532.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384RM3 Government Agency Debt First Tier Security 2016-01-07 2016-01-07 N N N 152000000.00 151971711.13 0.0096 N 151974920.00 151974920.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384SA8 Government Agency Debt First Tier Security 2016-01-20 2016-01-20 N N N 300000000.00 299920000.08 0.0190 N 299940600.00 299940600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% to 0.20% 313384SC4 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 405000000.00 404871362.61 0.0257 N 404917785.00 404917785.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% to 0.22% 313384SH3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 313000000.00 312869922.87 0.0199 N 312932705.00 312932705.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A5HW2 Government Agency Debt First Tier Security 2015-11-02 2016-03-02 N N N 75000000.00 75000000.00 0.0048 N 74988525.00 74988525.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VQ9 Government Agency Debt First Tier Security 2015-11-08 2016-07-08 N N N 83000000.00 83000000.00 0.0053 N 82975266.00 82975266.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A6AZ0 Government Agency Debt First Tier Security 2015-11-17 2016-08-17 N N N 28000000.00 28000000.00 0.0018 N 27982164.00 27982164.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A6CH8 Government Agency Debt First Tier Security 2015-11-18 2016-05-18 N N N 134000000.00 133985171.94 0.0085 N 133967170.00 133967170.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A6BJ5 Government Agency Debt First Tier Security 2015-11-19 2016-08-19 N N N 157000000.00 157000000.00 0.0100 N 156936415.00 156936415.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5HD4 Government Agency Debt First Tier Security 2015-11-01 2016-06-01 N N N 125000000.00 125000000.00 0.0079 N 124973625.00 124973625.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5VY2 Government Agency Debt First Tier Security 2015-11-15 2016-07-15 N N N 41000000.00 41000000.00 0.0026 N 40985568.00 40985568.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5X79 Government Agency Debt First Tier Security 2015-11-17 2017-01-17 N N N 48000000.00 47991175.83 0.0030 N 47965920.00 47965920.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5Q85 Government Agency Debt First Tier Security 2015-11-20 2016-06-20 N N N 28000000.00 28000000.00 0.0018 N 27993196.00 27993196.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5W39 Government Agency Debt First Tier Security 2015-11-24 2017-01-24 N N N 42000000.00 41994771.57 0.0027 N 41971986.00 41971986.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5RG6 Government Agency Debt First Tier Security 2015-11-24 2016-06-24 N N N 30000000.00 30000000.00 0.0019 N 29991540.00 29991540.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384RB7 Government Agency Debt First Tier Security 2015-12-28 2015-12-28 N N N 148000000.00 147964849.97 0.0094 N 147990824.00 147990824.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6DD6 Government Agency Debt First Tier Security 2015-11-26 2016-05-26 N N N 262000000.00 262000000.00 0.0166 N 261954936.00 261954936.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A5J34 Government Agency Debt First Tier Security 2015-11-03 2016-12-02 N N N 24000000.00 24000000.00 0.0015 N 23992584.00 23992584.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2VV5 Government Agency Debt First Tier Security 2016-02-22 2016-02-22 N N N 64000000.00 64033350.12 0.0041 N 64017152.00 64017152.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5YX1 Government Agency Debt First Tier Security 2015-11-09 2017-02-09 N N N 377000000.00 376933501.80 0.0239 N 376805091.00 376805091.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A6JT5 Government Agency Debt First Tier Security 2015-11-15 2016-04-15 N N N 156000000.00 155998201.44 0.0099 N 155996880.00 155996880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% to 0.19% 313384QJ1 Government Agency Debt First Tier Security 2015-12-11 2015-12-11 N N N 122000000.00 121975024.45 0.0077 N 121994754.00 121994754.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5WU9 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 22000000.00 21998924.90 0.0014 N 21998790.00 21998790.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5WG0 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 28000000.00 27998631.69 0.0018 N 27998460.00 27998460.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5XH7 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 47000000.00 46997701.09 0.0030 N 46997415.00 46997415.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5VX4 Government Agency Debt First Tier Security 2016-01-17 2016-10-17 N N N 41000000.00 40996013.57 0.0026 N 40969291.00 40969291.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5Y94 Government Agency Debt First Tier Security 2016-01-21 2016-01-21 N N N 56000000.00 55997296.15 0.0036 N 55991096.00 55991096.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5YR4 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 66000000.00 65996323.37 0.0042 N 65987592.00 65987592.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5W62 Government Agency Debt First Tier Security 2016-01-23 2017-01-23 N N N 82000000.00 81984721.20 0.0052 N 81951702.00 81951702.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313384UG2 Government Agency Debt First Tier Security 2016-03-14 2016-03-14 N N N 130000000.00 129915319.38 0.0082 N 129911210.00 129911210.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A0EP1 Government Agency Debt First Tier Security 2015-11-11 2015-12-11 N N N 100000000.00 99998882.58 0.0063 N 100000300.00 100000300.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5NZ8 Government Agency Debt First Tier Security 2015-12-17 2015-12-17 N N N 156000000.00 155995462.27 0.0099 N 155997504.00 155997504.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5R50 Government Agency Debt First Tier Security 2016-01-02 2016-07-01 N N N 34000000.00 33997736.44 0.0022 N 33991364.00 33991364.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5MV8 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 23000000.00 22999834.12 0.0015 N 23000161.00 23000161.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.20% 3130A5ZR3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 167000000.00 166985004.91 0.0106 N 166965264.00 166965264.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384PZ6 Government Agency Debt First Tier Security 2015-12-02 2015-12-02 N N N 160000000.00 159972444.42 0.0102 N 159994720.00 159994720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384QB8 Government Agency Debt First Tier Security 2015-12-04 2015-12-04 N N N 156000000.00 155972114.98 0.0099 N 155994384.00 155994384.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384QF9 Government Agency Debt First Tier Security 2015-12-08 2015-12-08 N N N 107000000.00 106978005.53 0.0068 N 106995720.00 106995720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5J67 Government Agency Debt First Tier Security 2016-01-11 2016-01-11 N N N 100000000.00 99991542.16 0.0063 N 99993200.00 99993200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5JA8 Government Agency Debt First Tier Security 2016-01-13 2016-01-13 N N N 159000000.00 158986186.62 0.0101 N 158991891.00 158991891.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5JP5 Government Agency Debt First Tier Security 2016-01-14 2016-01-14 N N N 59000000.00 58994804.06 0.0037 N 58996224.00 58996224.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A63Y1 Government Agency Debt First Tier Security 2016-01-29 2016-01-29 N N N 64000000.00 63994673.93 0.0041 N 63983488.00 63983488.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 313384QG7 Government Agency Debt First Tier Security 2015-12-09 2015-12-09 N N N 155000000.00 154965968.88 0.0098 N 154993645.00 154993645.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130A6QB6 Government Agency Debt First Tier Security 2016-03-28 2016-03-28 N N N 121000000.00 120988816.92 0.0077 N 120911912.00 120911912.00 Federal Home Loan Bank Federal Home Loan 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Debt First Tier Security 2015-11-02 2016-05-02 N N N 41000000.00 41000000.00 0.0026 N 41005002.00 41005002.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% to 0.27% 313384QP7 Government Agency Debt First Tier Security 2015-12-16 2015-12-16 N N N 168000000.00 167943795.00 0.0107 N 167991768.00 167991768.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6Q75 Government Agency Debt First Tier Security 2016-02-02 2016-05-02 N N N 33000000.00 33000000.00 0.0021 N 33003234.00 33003234.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A3T53 Government Agency Debt First Tier Security 2015-12-23 2016-12-23 N N N 95000000.00 94986272.62 0.0060 N 94998100.00 94998100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A5HE2 Government Agency Debt First Tier Security 2016-02-29 2016-02-29 N N N 30000000.00 29996081.01 0.0019 N 29994000.00 29994000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384QX0 Government Agency Debt First Tier Security 2015-12-24 2015-12-24 N N N 157000000.00 156942215.30 0.0100 N 156990894.00 156990894.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384SX8 Government Agency Debt First Tier Security 2016-02-10 2016-02-10 N N N 83000000.00 82941782.97 0.0053 N 82972361.00 82972361.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A6M79 Government Agency Debt First Tier Security 2016-04-13 2016-04-13 N N N 144000000.00 143977770.23 0.0091 N 143939952.00 143939952.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384WE5 Government Agency Debt First Tier Security 2016-04-29 2016-04-29 N N N 160000000.00 159764800.06 0.0101 N 159848800.00 159848800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384TM1 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 105000000.00 104901052.08 0.0067 N 104960100.00 104960100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384UB3 Government Agency Debt First Tier Security 2016-03-09 2016-03-09 N N N 65000000.00 64930123.56 0.0041 N 64957230.00 64957230.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5LE7 Government Agency Debt First Tier Security 2016-07-06 2016-07-06 N N N 126000000.00 125986459.99 0.0080 N 126016128.00 126016128.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5MZ9 Government Agency Debt First Tier Security 2016-07-08 2016-07-08 N N N 130000000.00 129985900.51 0.0082 N 130015470.00 130015470.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5N21 Government Agency Debt First Tier Security 2016-07-08 2016-07-08 N N N 130000000.00 129985900.51 0.0082 N 130015470.00 130015470.00 Freddie Mac Freddie Mac, 0.14% 3134G7SG7 Government Agency Debt First Tier Security 2015-11-17 2016-08-17 N N N 94000000.00 94000000.00 0.0060 N 93962776.00 93962776.00 Freddie Mac Freddie Mac, 0.15% 3134G7TF8 Government Agency Debt First Tier Security 2015-11-24 2016-08-24 N N N 157000000.00 157000000.00 0.0100 N 156948347.00 156948347.00 Freddie Mac 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LLC ABN AMRO Funding U.S.A. 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In a joint trading account with BNP Paribas Securities Corp. at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-02-15 2045-05-15 0 - 9.25 Treasury Debt 138457078.25 144816552.23 FEDERAL HOME LOAN BANK 2016-06-13 2016-06-13 5.625 - 5.625 Government Agency Debt 23294.91 24529.28 FEDERAL HOME LOAN MORTGAGE CORP 2016-10-01 2048-04-25 0 - 8 Government Agency Debt 52457833.35 15365405.64 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-25 2048-03-01 0.494 - 7.5 Government Agency Debt 105702560.18 44691296.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-09-20 2045-09-20 0.594 - 7 Government Agency Debt 224775694.27 17480082.39 GINNIE MAE 2041-08-20 2041-10-20 3 - 3.5 Government Agency Debt 213452.54 106159.33 Unrated Security 2015-11-02 2015-11-02 N N N 217724896.00 217724896.44 0.0138 N 217724896.44 217724896.44 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-11-05 2045-08-15 0 - 7.5 Treasury Debt 8196894.00 8283878.75 FEDERAL FARM CREDIT 2016-03-01 2039-08-03 0.41 - 5.3 Government Agency Debt 360406.20 365331.63 FEDERAL HOME LOAN BANK 2015-11-20 2034-09-21 0 - 5.375 Government Agency Debt 11062799.53 11096666.49 FEDERAL HOME LOAN MORTGAGE CORP 2015-11-24 2045-11-01 0 - 6 Government Agency Debt 13119742.95 12400477.22 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-09 2045-11-01 0 - 6.5 Government Agency Debt 27568882.76 25441847.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-05-15 2045-10-20 2 - 9.5 Government Agency Debt 20928678.15 17768160.81 Unrated Security 2015-11-02 2015-11-02 N N N 73877020.00 73877019.54 0.0047 N 73877019.54 73877019.54 Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9Q8_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-09-30 2045-08-15 0.125 - 8.875 Treasury Debt 5584686.71 5833418.95 FEDERAL FARM CREDIT 2024-08-06 2024-08-06 2.4 - 2.4 Government Agency Debt 8.34 8.13 FEDERAL HOME LOAN BANK 2016-04-27 2020-09-11 0 - 1.375 Government Agency Debt 24864.66 24840.58 FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2045-10-01 2.144 - 4 Government Agency Debt 1377658.64 1095289.23 FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2020-12-01 3.62 - 3.62 Government Agency Debt 124520.75 123611.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-20 2045-10-20 3 - 4 Government Agency Debt 1883088.88 1435623.91 Unrated Security 2015-11-02 2015-11-02 N N N 8335454.00 8335454.07 0.0005 N 8335454.07 8335454.07 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_04361 Government Agency Repurchase Agreement Y US TREASURY 2015-11-15 2044-08-15 0 - 9.875 Treasury Debt 65989286.34 67068349.48 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-04 2016-04-04 0 - 0 Government Agency Debt 2028787.38 2027164.35 FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-27 2032-07-01 2.67 - 3 Government Agency Debt 7230441.15 5584415.19 Unrated Security 2015-11-02 2015-11-02 N N N 73195078.00 73195077.82 0.0046 N 73195077.82 73195077.82 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_39304 Government Agency Repurchase Agreement Y US TREASURY 2016-08-31 2043-05-15 0.5 - 2.875 Treasury Debt 12598117.33 12682137.00 FEDERAL FARM CREDIT 2015-11-18 2015-11-18 0.11 - 0.11 Government Agency Debt 942154.31 942361.64 FEDERAL HOME LOAN BANK 2016-04-29 2016-04-29 0 - 0 Government Agency Debt 821020.19 820256.63 FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 Government Agency Debt 3307706.81 2723477.53 Unrated Security 2015-11-02 2015-11-02 N N N 16824184.00 16824184.14 0.0011 N 16824184.14 16824184.14 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9Q8_39304 Government Agency Repurchase Agreement Y US TREASURY 2016-08-31 2043-05-15 0.5 - 2.875 Treasury Debt 1847534.72 1859856.35 FEDERAL FARM CREDIT 2015-11-18 2015-11-18 0.11 - 0.11 Government Agency Debt 138168.49 138198.89 FEDERAL HOME LOAN BANK 2016-04-29 2016-04-29 0 - 0 Government Agency Debt 120403.97 120291.99 FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 Government Agency Debt 485080.67 399402.48 Unrated Security 2015-11-02 2015-11-02 N N N 2467294.00 2467294.41 0.0002 N 2467294.41 2467294.41 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9Q8_53651 Government Agency Repurchase Agreement Y US TREASURY 2020-02-29 2020-02-29 1.375 - 1.375 Treasury Debt 839524.51 839721.36 FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2045-10-01 1.761 - 3.5 Government Agency Debt 3369898.33 2623292.00 FEDERAL NATIONAL MORTGAGE ASSOC 2022-10-01 2043-09-01 1.919 - 4.5 Government Agency Debt 5662673.81 3307067.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-07-20 2062-03-20 2 - 4.656 Government Agency Debt 463040.46 473835.03 Unrated Security 2015-11-02 2015-11-02 N N N 7101829.00 7101829.10 0.0005 N 7101829.10 7101829.10 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9L9_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-10-31 2019-04-30 0.875 - 1.375 Treasury Debt 31390947.98 31602384.15 FEDERAL HOME LOAN MORTGAGE CORP 2023-07-25 2045-05-01 0 - 7.5 Government Agency Debt 71787424.97 35541895.07 FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-01 2049-12-25 0 - 8.5 Government Agency Debt 214473121.80 76257147.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-15 2045-02-20 1.5 - 5 Government Agency Debt 2082916.19 1771036.06 Unrated Security 2015-11-02 2015-11-02 N N N 142071191.00 142071191.42 0.0090 N 142071191.42 142071191.42 Societe Generale In a joint trading account with Societe Generale at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9Q8_74037 Government Agency Repurchase Agreement Y US TREASURY 2016-01-15 2044-08-15 0 - 3.625 Treasury Debt 5736258.84 5327373.58 FEDERAL HOME LOAN BANK 2016-05-27 2018-07-27 0.4 - 1.2 Government Agency Debt 64757.22 65239.80 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-09-01 2.084 - 5.913 Government Agency Debt 1372815.31 662889.19 FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2045-08-01 2.158 - 6 Government Agency Debt 4066093.36 1740623.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-02-15 2045-05-20 2 - 7.5 Government Agency Debt 4671169.44 3566319.40 RESOLUTION FUNDING CORP 2019-10-15 2028-01-15 0 - 0 Government Agency Debt 35475.69 25494.97 Unrated Security 2015-11-02 2015-11-02 N N N 11113939.00 11113938.77 0.0007 N 11113938.77 11113938.77 Wachovia Bank NA In a joint trading account with Wachovia Bank NA at 0.1%, dated 10/30/2015 due 11/02/2015 49Q99H9Q8_81240 Government Agency Repurchase Agreement Y US TREASURY 2019-11-30 2020-02-29 1.375 - 1.5 Treasury Debt 428307.62 430778.74 FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-09-01 3.5 - 3.5 Government Agency Debt 20492655.90 21108212.97 Unrated Security 2015-11-02 2015-11-02 N N N 21116484.00 21116483.65 0.0013 N 21116483.65 21116483.65 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.77% 48Z9926L7 0000318336 Other Repurchase Agreement N US TREASURY 2027-11-15 2027-11-15 N/A Treasury Debt 61870000.00 46383320.07 First Tier Security 2015-11-05 2015-11-05 N N N 45000000.00 45000000.00 0.0029 N 45000900.00 45000900.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.77% 48Z9926T0 0000318336 Other Repurchase Agreement N FEDERAL FARM CREDIT 2029-10-29 2034-09-05 3.59 - 3.94 Government Agency Debt 4370000.00 4393790.03 FEDERAL HOME LOAN BANK 2017-12-18 2040-04-27 1.21 - 4.7 Government Agency Debt 24490000.00 22144377.40 FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2037-05-04 0 - 6.75 Government Agency Debt 154755000.00 59696683.19 FEDERAL NATIONAL MORTGAGE ASSOC 2025-01-15 2030-11-15 0 - 7.25 Government Agency Debt 68053000.00 43331726.75 RESOLUTION FUNDING CORP 2028-10-15 2028-10-15 N/A Government Agency Debt 90000.00 60923.70 First Tier Security 2015-11-09 2015-11-09 N N N 127000000.00 127000000.00 0.0081 Y 127005080.00 127005080.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.80% 48Z9925X2 0000318336 Other Repurchase Agreement N US TREASURY 2043-02-15 2043-02-15 N/A Treasury Debt 67255000.00 28878623.33 First Tier Security 2015-11-05 2015-11-05 N N N 28000000.00 28000000.00 0.0018 N 28000280.00 28000280.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.80% 48Z9926S2 0000318336 Other Repurchase Agreement N US TREASURY 2020-08-15 2039-08-15 N/A Treasury Debt 114122281.25 71121402.37 First Tier Security 2015-11-09 2015-11-09 N N N 69000000.00 69000000.00 0.0044 Y 69003450.00 69003450.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z9924E5 0000318336 Other Repurchase Agreement N US TREASURY 2026-02-15 2031-11-15 N/A Treasury Debt 129121164.99 90889577.65 FEDERAL HOME LOAN BANK 2020-12-24 2033-07-25 1.55 - 4.7 Government Agency Debt 36090000.00 35869573.66 First Tier Security 2015-11-05 2015-11-05 N N N 123000000.00 123000000.00 0.0078 N 123002460.00 123002460.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.87% 48Z9925Q7 0000318336 Other Repurchase Agreement N US TREASURY 2041-02-15 2044-02-15 0.75 - 2.125 Treasury Debt 13635000.00 16508308.24 First Tier Security 2015-11-09 2015-11-09 N N N 16000000.00 16000000.00 0.0010 Y 16001120.00 16001120.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 49J99BGR9 Other Repurchase Agreement N INGERSOLL-RAND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 73246.00 4320049.08 GLBL SHIP LS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17.00 71.40 First Tier Security 2015-11-02 2015-11-02 N N N 4000000.00 4000000.00 0.0003 N 4000000.00 4000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.78% 49B99BAQ5 Other Repurchase Agreement N AK STEEL CORPORATION 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 43000.00 30725.87 AMAG PHARMACEUTICALS INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 512000.00 838209.02 ACORDA THERAPEUTICS, INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 8904000.00 9497193.38 AMERICAN RLTY CAP PPTYS INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 393000.00 374004.74 BLUCORA INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 4155000.00 3797424.86 CIENA CORPORATION 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 1071000.00 1529581.85 COBALT INTL ENERGY INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 595000.00 431516.02 COMERICA INCORPORATED 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 5557.00 87300.47 EXELIXIS, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 222000.00 276559.16 FIREEYE INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 13188000.00 11645505.14 GRIFOLS SA 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 13005.00 449973.00 LENNAR CORPORATION 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 54000.00 117246.74 LIBERTY INTERACTIVE LLC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 2000000.00 3011290.00 MEDICINES COMPANY (THE) CONV P 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 32000.00 39014.69 NRG YIELD INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 63000.00 59059.35 NETSUITE, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 74000.00 74905.83 NOVAGOLD RESOURCE INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 225350.00 824781.00 PFD NUVASIVE INC SR-D1 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 1140000.00 1440750.24 PROSPECT ENERGY CORPORATION 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 8718407.00 8129914.53 RTI INTERNATIONAL META 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 1206000.00 1230990.73 SERVICENOW INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 3176000.00 3913784.80 STARWOOD WAYPOINT RESIDENTIAL 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 390745.00 386583.57 TAKE-2 INTERACTIVE SOFTWARE 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 109000.00 191419.37 TELEFLEX INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 206000.00 429445.52 TESARO INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 3797000.00 5822319.80 THERAVANCE, INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 462000.00 341305.27 TIVO, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 771000.00 787739.18 VODAFONE GROUP PLC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 73390.00 2421870.00 WRIGHT MEDICAL GROUP 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 2072000.00 1962747.58 XPO LOGISTICS INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 76000.00 120980.60 GARNERO GROUP ACQUISITION CO 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 25421.00 250142.64 TEN LTD-TSAKOS ENERGY NAVIGATI 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 190574.00 1663711.02 First Tier Security 2015-11-03 2015-11-03 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 57000000.00 57000000.00 0.0036 N 57000000.00 57000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.78% 49B99BBE1 Other Repurchase Agreement N EXELIXIS, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 1257000.00 1565922.83 GRIFOLS SA 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 41027.00 1419534.20 IRONWOOD PHARMACEUTICALS INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 708000.00 664458.00 LIBERTY INTERACTIVE LLC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 2200000.00 3312419.00 STANDARD PACIFIC CORP. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 115000.00 132459.88 SUNEDISON INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 168000.00 130743.98 SYNERGY PHARMACEUTICALS INC.ON 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 567000.00 1307552.46 TELEFLEX INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 2580000.00 5378492.46 TESARO INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 869000.00 1332524.60 First Tier Security 2015-11-05 2015-11-05 N N N 14000000.00 14000000.00 0.0009 N 14000140.00 14000140.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.24% 49M99LFB9 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-25 2042-10-25 5.853 - 7.033 Government Agency Debt 1351881947.00 60770912.69 First Tier Security 2015-11-04 2015-11-04 N N N 59000000.00 59000000.00 0.0037 N 59000359.90 59000359.90 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.78% 49M99LDL9 0001287279 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MOR 2049-01-15 2049-01-15 5.523 - 5.523 Other Instrument GOVERNMENT AGENCY 29096300.00 19375916.18 CWALT, INC., 2005-43 2035-11-25 2035-11-25 5 - 5 Other Instrument GOVERNMENT AGENCY 20602000.00 9952831.05 CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 2.635 - 2.635 Other Instrument GOVERNMENT AGENCY 21395000.00 5408914.61 CSCM MORTGAGE TRUST SERIES, SE 2040-02-15 2040-02-15 5.457 - 5.457 Other Instrument GOVERNMENT AGENCY 51720000.00 30999721.73 JPMORGAN MORTGAGE TRUST 2006-A 2037-01-25 2037-01-25 2.549 - 2.706 Other Instrument GOVERNMENT AGENCY 18164000.00 7849711.42 JP MORGAN MORTGAGE TRUST 2007- 2037-04-25 2037-04-25 2.469 - 2.469 Other Instrument GOVERNMENT AGENCY 17764600.00 9196771.83 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.719 - 5.719 Other Instrument GOVERNMENT AGENCY 31268000.00 19351972.11 WELLS FARGO MORTGAGE BACKED SE 2037-07-25 2037-07-25 6.25 - 6.25 Other Instrument GOVERNMENT AGENCY 29100000.00 3725568.99 WELLS FARGO MORTGAGE BACKED SE 2037-12-28 2037-12-28 2.745 - 2.745 Other Instrument GOVERNMENT AGENCY 50900000.00 10893745.37 First Tier Security 2015-11-04 2015-11-04 N N N 108000000.00 108000000.00 0.0069 N 108000000.00 108000000.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.78% 49M99LCB2 0001287279 Other Repurchase Agreement N US TREASURY 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 1510000.00 1909915.95 AMAG PHARMACEUTICALS INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 1944000.00 3182574.89 AEGERION PHARMACEUTICALS INCD 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 3846000.00 2966562.10 BANK OF AMERICA CORPORATION 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 3941000.00 4128000.45 CITIGROUP, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 35000.00 35729.33 DEPOMED, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 2817000.00 3275934.37 DYCOM INDUSTRIES, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 2000000.00 2049416.00 EXTRA SPACE STORAGE LP 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 42000.00 62597.47 FIREEYE INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 7256000.00 6194527.02 FIRST DATA CORPORATION 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 50000.00 59106.15 GOLDMAN SACHS CAPITAL III 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 1640000.00 1182784.40 HAWAIIAN HOLDINGS INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 21000.00 94013.33 HOLOGIC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 2262000.00 3043233.73 ICONIX BRAND GROUP INC *- 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 824000.00 797562.78 IMPAX LABORATORIES INC + 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 3158000.00 2945220.28 IRONWOOD PHARMACEUTICALS INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 4198000.00 3939823.00 ISIS PHARMACEUTICALS, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 3885000.00 3940112.61 LENNAR CORPORATION 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 4271000.00 9782247.15 LIGAND PHARMACEUTICALS INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 805200.00 1092083.10 MGM RESORTS INTERNATIONAL 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 126000.00 141882.30 MEDICINES COMPANY (THE) CONV P 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 1114000.00 1473297.31 MOLINA HEALTHCARE, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 8241000.00 11905864.73 NRG YIELD INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 681000.00 638403.45 NEWPARK RESOURCES, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 2255000.00 2138490.92 NVIDIA CORP 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 846000.00 1248201.94 QUIDEL CORP. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 276000.00 254714.05 RWT HLDGS INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 2601000.00 2497956.18 RESOURCE CAPITAL CORP. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 1751000.00 1641737.60 SAN DISK CORPORATION 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 7184000.00 11542863.26 STARWOOD PROPERTY TRUST, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 8845000.00 9103512.82 SUNEDISON INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 12483000.00 6505527.06 TAKE-2 INTERACTIVE SOFTWARE 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 1908000.00 3350717.03 TWITTER INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 3771692.00 3348832.52 US FOODS INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 9166000.00 9808710.75 VISHAY INTERTECHNOLOGY, INC. 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 1643000.00 1444320.23 WORKDAY INC 2015-10-31 2015-10-31 N/A Other Instrument OTHER NOTE 839600.00 959666.16 First Tier Security 2015-11-05 2015-11-05 N N N 109000000.00 109000000.00 0.0069 N 109001090.00 109001090.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% 49N99PRY6 0000728612 Other Repurchase Agreement N AMERICAN MUN PWR OHIO INC REV 2028-02-15 2028-02-15 7.334 - 7.334 Other Municipal Debt 6650000.00 8474155.95 BURLINGTON VT 2026-11-01 2026-11-01 6.5 - 6.5 Other Municipal Debt 15000.00 15927.14 CHAFFEY CALIF JT UN HIGH SCH DIST 2037-08-01 2037-08-01 N/A Other Municipal Debt 6000000.00 2259120.00 ILLINOIS ST FOR ISSUES DTD PRIOR TO 07/01/2002 SEE 452150 FOR FUTURE ISUES SEE 452152 2033-06-01 2033-06-01 5.1 - 5.1 Other Municipal Debt 295000.00 277573.86 ILLINOIS ST FOR ISSUES DTD PRIOR TO 01/16/2010 SEE 452151 2020-01-01 2033-06-01 4.5 - 6.75 Other Municipal Debt 5030000.00 5438519.48 MARYLAND ST ECONOMIC DEV CORP LEASE REV 2027-06-01 2027-06-01 3.25 - 3.25 Other Municipal Debt 4200000.00 4206221.83 MICHIGAN ST 2027-09-15 2027-09-15 7.625 - 7.625 Other Municipal Debt 20000.00 23326.63 MUNICIPAL ELEC AUTH GA 2057-04-01 2057-04-01 6.637 - 6.655 Other Municipal Debt 1124772.00 1304539.88 NEW JERSEY ECONOMIC DEV AUTH MTR VEH SURCHARGES REV 2022-07-01 2023-07-01 N/A Other Municipal Debt 19815000.00 13744612.15 NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV 2016-02-15 2016-02-15 N/A Other Municipal Debt 2600000.00 2591186.00 NEW JERSEY ST TRANSN TR FD AUTH 2028-12-15 2028-12-15 6.104 - 6.104 Other Municipal Debt 5055000.00 5300319.15 NEW YORK CITY HOUSING DEVELOPMENT CORPORATION 2048-02-15 2048-02-15 3.709 - 3.709 Other Municipal Debt 10000000.00 10273154.17 NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV 2041-06-15 2042-06-15 5.79 - 6.282 Other Municipal Debt 44790000.00 51605759.31 NEW YORK ST DORM AUTH ST PERS INCOME TAX REV 2023-03-15 2033-03-15 4.9 - 5.289 Other Municipal Debt 9380000.00 10797058.50 SAN DIEGO CNTY CALIF REGL ARPT AUTH ARPT REV 2040-07-01 2040-07-01 6.628 - 6.628 Other Municipal Debt 1640000.00 1920750.32 SAN MARCOS CALIF UNI SCH DIST 2047-08-01 2047-08-01 N/A Other Municipal Debt 13100000.00 3175964.00 UNIVERSITY HAWAII REV 2040-10-01 2040-10-01 6.034 - 6.034 Other Municipal Debt 30500000.00 34387857.02 UNIVERSITY TEX UNIV REVS 2030-08-15 2030-08-15 4.644 - 4.644 Other Municipal Debt 743600.00 817740.64 First Tier Security 2015-11-02 2015-11-02 N N N 149000000.00 149000000.00 0.0095 N 149000000.00 149000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.30% 49Q994BP6 0000276523 Other Repurchase Agreement N ALTRA INDUST MOTORS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20.00 531.00 DISCOVER FINL DEP-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18361.00 488953.43 ENANTA PHARM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 101225.00 2661205.25 5.625 ENTERGY 64 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 66133.00 1740620.56 FINL INSTITUTIONS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6.00 159.42 FIRST REP BNK DEP-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4168.00 109410.00 HANMI FIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 61.00 1608.57 HEALTHCARE REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6346.00 167344.02 NATIONAL RTL DEP-D 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 123846.00 3263342.10 NORTHN TRUST DEP-C 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6466.00 169732.50 PEPCO HOLDINGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16861.00 448502.60 SCE TRIV CTPS-J 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 129501.00 3414941.37 SUMMIT 9.25% CRPP-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13448.00 358792.64 TUCOWS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26384.00 697856.80 URSDT 7.125% CRP-F 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32782.00 872656.84 ZIONS DEP-F 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 67751.00 1804886.64 First Tier Security 2015-11-05 2015-11-05 N N N 15000000.00 15000000.00 0.0010 N 15000187.50 15000187.50