N-MFP LIVE N 2011-09-30 0001403166 S000019502 1 N N N N UBS GLOBAL ASSET MANAGEMENT (AMERICAS), INC. 801-34910 Ernst & Young LLP New York NY UBS GLOBAL ASSET MANAGEMENT (AMERICAS) INC. None N Y 0001060517 UBS Select Prime Institutional Fund 333-52965 S000002681 0001060517 UBS Select Prime Preferred Fund 333-52965 S000018676 0001060517 UBS Select Prime Investor Fund 333-52965 S000018679 0001060517 UBS Select Prime Capital Fund 333-52965 S000023599 N Prime 43 93 16486125458.76 13247136.40 1438887.06 16497933708.10 0.0000 1.0000 2011-09-30 1.0000 2011-09-30 C000054151 1.00 16497933708.10 1.00 -1436157262.22 3019225949.70 4455383211.92 0.0000 1.0000 2011-09-30 1.0000 2011-09-30 Abbey National Treasury Services PLC Abbey National Treasury Services PLC 0.699800% 00279HTS5 Certificate of Deposit N First Tier Security N/A N/A 2011-10-17 2012-01-03 Y Abbey National Treasury Services N/A N/A N N 210000000.00 210000000.00 0.0127 N 209991390.00 209991390.00 Abbey National Treasury Services PLC Abbey National Treasury Services PLC 0.449800% 00279HXL5 Certificate of Deposit N First Tier Security N/A N/A 2011-10-18 2011-12-04 Y ABBEY NATIONAL N/A N/A N N 275000000.00 275000000.00 0.0167 N 274774500.00 274774500.00 Amsterdam Funding Corp. Amsterdam Funding Corp. 0.240000% 03221KX49 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N Y Credit (LOC)/Liquidity ROYAL BANK OF SCOTLAND N/A N/A 140000000.00 139997200.00 0.0085 N 139997200.00 139997200.00 Amsterdam Funding Corp. Amsterdam Funding Corp. 0.260000% 03221KXM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N Y Credit (LOC)/Liquidity ROYAL BANK OF SCOTLAND N/A N/A 61965000.00 61956049.50 0.0038 N 61957564.20 61957564.20 Amsterdam Funding Corp. Amsterdam Funding Corp. 0.280000% 03221KYE6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Credit (LOC)/Liquidity ROYAL BANK OF SCOTLAND N/A N/A 100000000.00 99965777.78 0.0061 N 99970000.00 99970000.00 Amsterdam Funding Corp. Amsterdam Funding Corp. 0.330000% 03221KZ54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N Y Credit (LOC)/Liquidity ROYAL BANK OF SCOTLAND N/A N/A 114400000.00 114331836.68 0.0069 N 114342800.00 114342800.00 Argento Variable Funding Co. LLC Argento Variable Funding Co. LLC 0.250000% 04014BX30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Liquidity Lloyds Bank TSB N/A N/A 100000000.00 99998611.12 0.0061 N 99998000.00 99998000.00 Argento Variable Funding Co. LLC Argento Variable Funding Co. LLC 0.250000% 04014BX63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Liquidity Lloyds Bank TSB N/A N/A 100000000.00 99996527.78 0.0061 N 99997000.00 99997000.00 Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 0.550000% 04821UX31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Credit (LOC)/Liquidity Credit Agricole CIB N/A N/A 150000000.00 149995416.69 0.0091 N 149998500.00 149998500.00 Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 0.650000% 04821UX31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Credit (LOC)/Liquidity Credit Agricole CIB N/A N/A 75000000.00 74997291.66 0.0045 N 74999250.00 74999250.00 Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 0.700000% 04821UX49 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N Y Credit (LOC)/Liquidity Credit Agricole CIB N/A N/A 225000000.00 224986875.03 0.0136 N 224995500.00 224995500.00 Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 0.470000% 04821UX56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N Y Credit (LOC)/Liquidity Credit Agricole CIB N/A N/A 185000000.00 184990338.89 0.0112 N 184996300.00 184996300.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.250000% 04915UYV5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 200000000.00 199918055.56 0.0121 N 199966000.00 199966000.00 Bank of America Tri Party Repo Bank of America NA 0.030000% 06299Q000_0.0300_M111003_CFH4 0001102113 Government Agency Repurchase Agreement N FCSB 2016-08-25 5.125000 Government Agency Debt 15000000.00 17790489.58 FCSB 2039-08-03 4.839999 Government Agency Debt 12233000.00 14113130.55 Federal Home Loan Mortgage Corp. 2011-11-07 0.000000 Government Agency Debt 15437000.00 15436691.26 FHLB 2011-10-28 0.239999 Government Agency Debt 17600000.00 17619770.67 FHLB 2011-12-01 0.320000 Government Agency Debt 18000000.00 18054500.00 FHLB 2012-01-03 0.000000 Government Agency Debt 16388000.00 16387180.60 FHLB 2012-05-15 5.750000 Government Agency Debt 13860000.00 14635501.65 FHLB 2012-10-10 4.625000 Government Agency Debt 14610000.00 15592818.76 FHLB 2012-12-20 0.000000 Government Agency Debt 12000000.00 11997120.00 FHLB 2014-06-18 5.250000 Government Agency Debt 12815000.00 14619518.60 FHLB 2021-06-09 3.950000 Government Agency Debt 16340000.00 16616459.18 FHLB 2037-11-27 5.647999 Government Agency Debt 14120000.00 16845687.15 FMAC 2012-01-18 0.000000 Government Agency Debt 13500000.00 13499190.00 FMAC 2012-04-24 0.000000 Government Agency Debt 12360000.00 12357157.20 FMAC 2013-01-09 1.375000 Government Agency Debt 11735000.00 11929962.36 FMAC 2014-04-23 2.500000 Government Agency Debt 10690000.00 11337309.19 FMAC 2015-02-09 2.875000 Government Agency Debt 11129000.00 11936107.54 FMAC 2015-07-17 4.375000 Government Agency Debt 11824000.00 13449226.86 FMAC 2016-05-27 2.500000 Government Agency Debt 13512000.00 14474249.57 FMAC 2027-01-05 5.870000 Government Agency Debt 5123000.00 5255428.13 FMAC 2027-03-12 5.629999 Government Agency Debt 14520000.00 15992400.60 FMAC 2029-09-15 0.000000 Government Agency Debt 28556000.00 15012745.88 FMAC 2029-12-14 0.000000 Government Agency Debt 26661000.00 14238307.05 FNMA 2012-01-04 0.000000 Government Agency Debt 15000000.00 14999250.00 FNMA 2013-02-12 3.625000 Government Agency Debt 11971000.00 12551513.69 FNMA 2013-05-07 1.750000 Government Agency Debt 14716000.00 15124242.28 FNMA 2013-07-12 3.875000 Government Agency Debt 13473000.00 14423194.55 FNMA 2013-09-23 1.000000 Government Agency Debt 18443000.00 18636180.18 FNMA 2014-05-15 2.500000 Government Agency Debt 14640000.00 15492706.80 FNMA 2015-10-15 4.375000 Government Agency Debt 15594000.00 17977575.39 FNMA 2017-06-12 5.375000 Government Agency Debt 10706000.00 13138777.91 FNMA 2030-05-24 5.094999 Government Agency Debt 11205000.00 11636980.76 FNMA 2036-04-18 6.000000 Government Agency Debt 16018000.00 18845497.36 FNMA 2036-06-05 6.210000 Government Agency Debt 10400000.00 12683814.00 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 485000000.00 485000000.00 0.0294 N 485000000.00 485000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd. 0.100000% 06538DP45 Certificate of Deposit N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 200000000.00 200000000.00 0.0121 N 199995340.00 199995340.00 Barclays Bank PLC Tri Party Repo Barclays Bank PLC 0.050000% 0673PA005_0.0500_M111003_CFH4 0001484219 Government Agency Repurchase Agreement N FHLB 2022-09-30 5.375000 Government Agency Debt 26945000.00 33560536.40 FMAC 2011-12-15 0.000000 Government Agency Debt 34200000.00 34198632.00 FMAC 2013-02-15 0.500000 Government Agency Debt 35000000.00 35014525.00 FMAC 2013-04-15 1.625000 Government Agency Debt 32999000.00 33882644.47 FNMA 2015-10-15 4.375000 Government Agency Debt 30470000.00 35127402.98 FNMA 2030-12-20 4.549999 Government Agency Debt 31615000.00 32219759.82 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 200000000.00 200000000.00 0.0121 N 200000000.00 200000000.00 Barclays Bank PLC Tri Party Repo Barclays Bank PLC 0.060000% 0673PA005_0.0600_M111007_CFH4 0001484219 Government Agency Repurchase Agreement N FAMC 2012-04-02 0.000000 Government Agency Debt 18617000.00 18613090.43 FANNIE MAE 2012-08-23 0.000000 Government Agency Debt 3000000.00 3001470.00 FCSB 2011-10-03 5.000000 Government Agency Debt 100000.00 102499.33 FCSB 2011-11-10 1.125000 Government Agency Debt 7000000.00 7038605.00 FCSB 2012-01-12 1.100000 Government Agency Debt 10000000.00 10052133.33 FCSB 2012-03-23 0.230000 Government Agency Debt 10000000.00 10002647.22 FCSB 2012-04-24 2.250000 Government Agency Debt 75000.00 76571.25 FCSB 2012-06-20 0.239999 Government Agency Debt 3650000.00 3652177.83 FCSB 2012-08-24 4.480000 Government Agency Debt 127000.00 132394.96 FCSB 2012-09-18 5.099999 Government Agency Debt 140000.00 146790.00 FCSB 2012-10-17 4.500000 Government Agency Debt 2886000.00 3072623.19 FCSB 2013-02-21 1.750000 Government Agency Debt 4510000.00 4600045.91 FCSB 2013-03-25 3.549999 Government Agency Debt 6000000.00 6285738.33 FCSB 2013-06-25 1.375000 Government Agency Debt 7985000.00 8159220.50 FCSB 2013-09-06 0.375000 Government Agency Debt 10000000.00 9991700.00 FCSB 2013-10-07 3.875000 Government Agency Debt 230000.00 250125.35 FCSB 2013-11-04 0.699999 Government Agency Debt 5000000.00 5038944.44 FCSB 2014-02-12 3.000000 Government Agency Debt 5000000.00 5317100.00 FCSB 2014-04-17 2.625000 Government Agency Debt 40000.00 42559.82 FCSB 2014-09-22 3.000000 Government Agency Debt 445000.00 475877.07 FCSB 2014-11-19 1.625000 Government Agency Debt 523000.00 540731.37 FCSB 2015-01-05 2.899999 Government Agency Debt 5000000.00 5343986.11 FCSB 2015-11-16 1.500000 Government Agency Debt 196000.00 200800.69 FCSB 2016-08-25 5.125000 Government Agency Debt 2869000.00 3402727.64 FCSB 2017-01-17 4.875000 Government Agency Debt 110000.00 130207.60 FCSB 2018-01-12 3.149999 Government Agency Debt 1000000.00 1095395.00 FCSB 2018-06-12 4.900000 Government Agency Debt 1000000.00 1208980.00 FCSB 2019-08-05 4.375000 Government Agency Debt 7500000.00 8659830.21 FCSB 2020-02-04 3.500000 Government Agency Debt 1860000.00 2037842.87 FCSB 2021-01-12 3.875000 Government Agency Debt 1500000.00 1658393.75 FCSB 2021-08-23 2.899999 Government Agency Debt 1890000.00 1940142.75 FCSB 2022-04-01 4.799999 Government Agency Debt 5000000.00 5978833.33 FCSB 2022-09-19 2.720000 Government Agency Debt 1275000.00 1271635.42 FCSB 2022-11-28 5.125000 Government Agency Debt 1050000.00 1290552.96 FCSB 2023-06-21 4.150000 Government Agency Debt 5000000.00 5698562.50 FCSB 2023-09-05 5.240000 Government Agency Debt 5000000.00 6099894.44 FCSB 2037-08-03 5.700000 Government Agency Debt 375000.00 507155.62 Federal Home Loan Bank 2011-10-07 0.000000 Government Agency Debt 200000.00 200000.00 Federal Home Loan Bank 2011-10-12 0.000000 Government Agency Debt 3100000.00 3099969.00 Federal Home Loan Bank 2011-10-27 0.299999 Government Agency Debt 20000.00 20028.50 Federal Home Loan Mortgage Corp. 2011-10-24 0.000000 Government Agency Debt 300000.00 299997.00 Federal National Mortgage Assoc. 2011-10-04 0.000000 Government Agency Debt 600000.00 600000.00 Federal National Mortgage Assoc. 2011-11-02 0.000000 Government Agency Debt 500000.00 499990.00 Federal National Mortgage Assoc. 2011-11-07 0.000000 Government Agency Debt 1000000.00 999980.00 Federal National Mortgage Assoc. 2012-01-09 2.000000 Government Agency Debt 2650000.00 2675758.00 FHLB 2011-10-19 0.000000 Government Agency Debt 1100000.00 1099989.00 FHLB 2011-11-15 5.625000 Government Agency Debt 320000.00 328850.16 FHLB 2011-11-18 4.875000 Government Agency Debt 15000.00 15362.92 FHLB 2011-11-25 0.000000 Government Agency Debt 100000.00 99997.00 FHLB 2011-11-28 0.000000 Government Agency Debt 200000.00 199994.00 FHLB 2011-11-30 0.000000 Government Agency Debt 100000.00 99997.00 FHLB 2011-11-30 0.320000 Government Agency Debt 10000000.00 10014366.67 FHLB 2011-12-09 1.125000 Government Agency Debt 25000.00 25135.72 FHLB 2011-12-21 0.000000 Government Agency Debt 3365000.00 3364831.75 FHLB 2011-12-21 0.750000 Government Agency Debt 65000.00 65228.96 FHLB 2011-12-28 1.000000 Government Agency Debt 20000.00 20095.11 FHLB 2011-12-29 0.000000 Government Agency Debt 410000.00 409979.50 FHLB 2012-01-09 2.000000 Government Agency Debt 9900000.00 9996228.00 FHLB 2012-01-18 0.000000 Government Agency Debt 3000000.00 2999820.00 FHLB 2012-02-01 0.320000 Government Agency Debt 100000.00 100126.44 FHLB 2012-02-06 0.000000 Government Agency Debt 184000.00 183979.76 FHLB 2012-02-13 0.000000 Government Agency Debt 400000.00 399956.00 FHLB 2012-05-15 5.750000 Government Agency Debt 165000.00 174232.16 FHLB 2012-05-21 0.000000 Government Agency Debt 2000000.00 1999340.00 FHLB 2012-06-08 4.375000 Government Agency Debt 40000.00 41679.24 FHLB 2012-06-08 5.375000 Government Agency Debt 75000.00 78897.92 FHLB 2012-06-19 0.000000 Government Agency Debt 300000.00 299847.00 FHLB 2012-06-22 0.000000 Government Agency Debt 450000.00 449766.00 FHLB 2012-08-02 0.000000 Government Agency Debt 400000.00 399624.00 FHLB 2012-08-15 4.625000 Government Agency Debt 20000.00 20879.82 FHLB 2012-08-17 0.160000 Government Agency Debt 5000000.00 4997005.56 FHLB 2012-08-22 0.875000 Government Agency Debt 590000.00 593837.13 FHLB 2012-09-14 5.000000 Government Agency Debt 55000.00 57559.82 FHLB 2012-11-15 4.500000 Government Agency Debt 975000.00 1036712.62 FHLB 2012-11-21 1.625000 Government Agency Debt 600000.00 612649.75 FHLB 2012-12-14 4.875000 Government Agency Debt 100000.00 106848.42 FHLB 2013-01-29 0.375000 Government Agency Debt 2200000.00 2202695.92 FHLB 2013-03-08 3.875000 Government Agency Debt 5000000.00 5264140.28 FHLB 2013-03-20 1.625000 Government Agency Debt 20000.00 20379.03 FHLB 2013-04-29 1.800000 Government Agency Debt 3000000.00 3089640.00 FHLB 2013-06-21 1.875000 Government Agency Debt 25000.00 25765.66 FHLB 2013-08-14 5.125000 Government Agency Debt 735000.00 804772.53 FHLB 2013-09-16 4.500000 Government Agency Debt 240000.00 259449.60 FHLB 2013-10-18 3.625000 Government Agency Debt 425000.00 459277.31 FHLB 2013-12-13 3.125000 Government Agency Debt 550000.00 587080.01 FHLB 2013-12-30 2.049999 Government Agency Debt 500000.00 521870.83 FHLB 2014-03-14 2.375000 Government Agency Debt 1000000.00 1046665.56 FHLB 2014-05-28 1.375000 Government Agency Debt 1200000.00 1232159.67 FHLB 2014-06-13 2.500000 Government Agency Debt 500000.00 529935.28 FHLB 2014-08-13 5.500000 Government Agency Debt 1350000.00 1548855.75 FHLB 2014-12-12 2.750000 Government Agency Debt 40000.00 42929.20 FHLB 2015-02-13 4.750000 Government Agency Debt 825000.00 940217.44 FHLB 2015-03-13 2.750000 Government Agency Debt 3120000.00 3336024.47 FHLB 2015-04-20 2.600000 Government Agency Debt 2000000.00 1303399.64 FHLB 2015-12-11 3.875000 Government Agency Debt 1000000.00 1123672.64 FHLB 2016-03-24 3.509999 Government Agency Debt 1000000.00 1104545.00 FHLB 2016-04-12 5.375000 Government Agency Debt 440000.00 529290.67 FHLB 2016-05-18 5.375000 Government Agency Debt 50000.00 60445.42 FHLB 2016-08-15 5.500000 Government Agency Debt 1000000.00 1203265.00 FHLB 2016-12-16 4.750000 Government Agency Debt 1000000.00 1181702.22 FHLB 2017-05-17 4.875000 Government Agency Debt 725000.00 876046.80 FHLB 2018-08-15 5.375000 Government Agency Debt 1000000.00 1225508.75 FHLB 2020-03-13 4.125000 Government Agency Debt 7100000.00 8048403.21 FHLB 2020-12-11 5.250000 Government Agency Debt 1000000.00 1236675.83 FHLB 2021-09-10 2.750000 Government Agency Debt 2315000.00 2337814.97 FHLB 2024-09-09 5.365000 Government Agency Debt 1075000.00 1354069.55 FHLB 2029-09-28 5.000000 Government Agency Debt 40000.00 47439.91 FHLB 2036-03-14 5.125000 Government Agency Debt 840000.00 1040480.93 FMAC 2011-10-03 0.000000 Government Agency Debt 200000.00 200000.00 FMAC 2011-11-09 4.375000 Government Agency Debt 25000.00 25541.89 FMAC 2011-11-10 0.000000 Government Agency Debt 4730000.00 4729905.40 FMAC 2011-11-14 0.000000 Government Agency Debt 3000000.00 2999910.00 FMAC 2011-11-22 0.000000 Government Agency Debt 100000.00 99997.00 FMAC 2011-11-30 0.000000 Government Agency Debt 200000.00 199994.00 FMAC 2012-01-12 0.000000 Government Agency Debt 175000.00 174989.50 FMAC 2012-01-15 5.750000 Government Agency Debt 133000.00 136754.48 FMAC 2012-03-02 0.000000 Government Agency Debt 10000000.00 9998300.00 FMAC 2012-03-23 2.125000 Government Agency Debt 100000.00 100970.32 FMAC 2012-04-24 0.000000 Government Agency Debt 10000000.00 9997700.00 FMAC 2012-07-15 5.125000 Government Agency Debt 1873000.00 1960894.43 FMAC 2012-09-21 0.000000 Government Agency Debt 1000000.00 998810.00 FMAC 2012-11-30 0.375000 Government Agency Debt 16000.00 16036.16 FMAC 2012-12-27 1.100000 Government Agency Debt 2000000.00 2025403.33 FMAC 2012-12-28 0.625000 Government Agency Debt 3062000.00 3079077.45 FMAC 2013-01-09 1.375000 Government Agency Debt 8884000.00 9031596.55 FMAC 2013-04-15 1.625000 Government Agency Debt 6322000.00 6491289.99 FMAC 2013-05-29 3.500000 Government Agency Debt 5725000.00 6089991.01 FMAC 2013-07-15 4.500000 Government Agency Debt 898000.00 972646.25 FMAC 2013-08-23 0.500000 Government Agency Debt 1400000.00 1397653.44 FMAC 2013-09-27 4.125000 Government Agency Debt 13184000.00 14159269.92 FMAC 2013-10-07 1.149999 Government Agency Debt 10000000.00 10056963.89 FMAC 2013-10-28 0.875000 Government Agency Debt 550000.00 556849.94 FMAC 2013-10-30 0.375000 Government Agency Debt 415000.00 414383.55 FMAC 2013-11-15 4.875000 Government Agency Debt 640000.00 711100.32 FMAC 2014-01-07 2.500000 Government Agency Debt 9393000.00 9878842.49 FMAC 2014-01-30 5.000000 Government Agency Debt 25000.00 27803.58 FMAC 2014-04-23 2.500000 Government Agency Debt 5638000.00 5979396.56 FMAC 2014-07-15 5.000000 Government Agency Debt 4572000.00 5187055.92 FMAC 2014-07-28 3.000000 Government Agency Debt 445000.00 476611.32 FMAC 2014-11-25 1.500000 Government Agency Debt 9909000.00 9976364.68 FMAC 2015-02-09 2.875000 Government Agency Debt 2150000.00 2305924.27 FMAC 2015-07-17 4.375000 Government Agency Debt 16841000.00 19155821.18 FMAC 2015-11-17 4.750000 Government Agency Debt 3015000.00 3514973.26 FMAC 2016-05-27 2.500000 Government Agency Debt 3550000.00 3802811.28 FMAC 2016-06-01 8.250000 Government Agency Debt 2300000.00 2931443.92 FMAC 2016-07-18 5.500000 Government Agency Debt 555000.00 672066.15 FMAC 2016-10-18 5.125000 Government Agency Debt 778000.00 940697.30 FMAC 2017-02-16 5.000000 Government Agency Debt 5985000.00 7123054.40 FMAC 2017-11-17 5.125000 Government Agency Debt 14000000.00 17129196.39 FMAC 2018-06-13 4.875000 Government Agency Debt 727000.00 880055.01 FMAC 2019-03-27 3.750000 Government Agency Debt 201000.00 226712.42 FMAC 2022-02-07 5.750000 Government Agency Debt 500000.00 513092.64 FMAC 2023-07-27 4.000000 Government Agency Debt 5000000.00 5044250.00 FMAC 2027-02-03 5.679999 Government Agency Debt 1000000.00 1209643.33 FMAC 2027-02-16 6.000000 Government Agency Debt 300000.00 307468.00 FMAC 2029-09-15 6.750000 Government Agency Debt 255000.00 374751.19 FMAC 2030-04-12 5.000000 Government Agency Debt 1000000.00 1037213.33 FNMA 2011-10-14 0.000000 Government Agency Debt 60000.00 59999.40 FNMA 2011-10-15 5.000000 Government Agency Debt 7000.00 7174.70 FNMA 2011-10-19 0.000000 Government Agency Debt 1000000.00 999990.00 FNMA 2011-10-24 0.000000 Government Agency Debt 1000000.00 999990.00 FNMA 2011-11-15 5.375000 Government Agency Debt 4470000.00 4589435.05 FNMA 2011-11-28 0.000000 Government Agency Debt 800000.00 799976.00 FNMA 2011-12-14 0.000000 Government Agency Debt 100000.00 99996.00 FNMA 2011-12-15 0.000000 Government Agency Debt 49000.00 48998.04 FNMA 2012-02-16 5.000000 Government Agency Debt 7000000.00 7171227.78 FNMA 2012-03-15 6.125000 Government Agency Debt 1000.00 1029.74 FNMA 2012-05-03 0.000000 Government Agency Debt 5000000.00 4998500.00 FNMA 2012-05-18 4.875000 Government Agency Debt 6202000.00 6482175.35 FNMA 2012-05-29 0.000000 Government Agency Debt 7000000.00 6997620.00 FNMA 2012-07-30 1.125000 Government Agency Debt 360000.00 363295.80 FNMA 2012-08-01 5.250000 Government Agency Debt 1738000.00 1822474.04 FNMA 2012-08-10 1.750000 Government Agency Debt 500000.00 507660.28 FNMA 2012-09-15 4.375000 Government Agency Debt 44000.00 45771.48 FNMA 2012-09-17 0.000000 Government Agency Debt 750000.00 750442.50 FNMA 2012-10-18 0.000000 Government Agency Debt 1600000.00 1600992.00 FNMA 2012-10-30 0.500000 Government Agency Debt 3200000.00 3216970.67 FNMA 2012-11-19 4.750000 Government Agency Debt 2189000.00 2337555.88 FNMA 2012-11-23 0.000000 Government Agency Debt 10000000.00 10005100.00 FNMA 2012-12-20 0.000000 Government Agency Debt 250000.00 250137.50 FNMA 2012-12-28 0.375000 Government Agency Debt 4371000.00 4380652.62 FNMA 2013-02-22 1.750000 Government Agency Debt 12000000.00 12248126.67 FNMA 2013-04-19 2.000000 Government Agency Debt 6480000.00 6544051.20 FNMA 2013-08-20 1.250000 Government Agency Debt 130000.00 132078.56 FNMA 2013-09-12 0.599999 Government Agency Debt 10000000.00 9977300.00 FNMA 2013-09-23 1.000000 Government Agency Debt 20898000.00 21116894.94 FNMA 2013-10-08 1.125000 Government Agency Debt 75000.00 76396.88 FNMA 2013-10-15 4.625000 Government Agency Debt 1758000.00 1943887.26 FNMA 2013-12-11 2.875000 Government Agency Debt 698000.00 740658.17 FNMA 2014-02-27 1.250000 Government Agency Debt 7000000.00 7133320.83 FNMA 2014-03-28 1.500000 Government Agency Debt 1500000.00 1508060.00 FNMA 2014-04-18 1.500000 Government Agency Debt 2500000.00 2532625.00 FNMA 2014-05-15 2.500000 Government Agency Debt 320000.00 338638.40 FNMA 2014-10-15 4.625000 Government Agency Debt 2031000.00 2314746.78 FNMA 2014-11-18 1.149999 Government Agency Debt 1000000.00 1017336.67 FNMA 2014-11-20 2.625000 Government Agency Debt 350000.00 374342.21 FNMA 2015-04-15 5.000000 Government Agency Debt 3360000.00 3920504.00 FNMA 2015-08-10 2.000000 Government Agency Debt 1000000.00 1016877.78 FNMA 2015-08-18 2.000000 Government Agency Debt 3486000.00 3605163.10 FNMA 2015-09-21 2.000000 Government Agency Debt 3100000.00 3202145.00 FNMA 2015-10-15 4.375000 Government Agency Debt 10000.00 11528.52 FNMA 2015-10-27 1.550000 Government Agency Debt 375000.00 377819.06 FNMA 2015-11-12 1.625000 Government Agency Debt 2000000.00 2055718.33 FNMA 2016-03-15 2.250000 Government Agency Debt 500000.00 524568.75 FNMA 2016-06-29 2.000000 Government Agency Debt 1000000.00 1013755.56 FNMA 2016-07-15 5.375000 Government Agency Debt 850000.00 1023908.23 FNMA 2016-07-27 2.049999 Government Agency Debt 4000000.00 4050070.00 FNMA 2016-09-15 5.250000 Government Agency Debt 21000.00 25061.98 FNMA 2016-12-15 4.875000 Government Agency Debt 2000.00 2376.36 FNMA 2017-02-13 5.000000 Government Agency Debt 4396000.00 5231581.91 FNMA 2017-05-11 5.000000 Government Agency Debt 5017000.00 6064025.60 FNMA 2017-09-14 2.500000 Government Agency Debt 1000000.00 1048041.11 FNMA 2018-02-12 8.949999 Government Agency Debt 1365000.00 1931288.45 FNMA 2018-08-03 3.000000 Government Agency Debt 3500000.00 3538290.00 FNMA 2021-11-15 5.625000 Government Agency Debt 500000.00 513546.88 FNMA 2022-04-11 5.375000 Government Agency Debt 500000.00 524401.32 FNMA 2022-05-04 5.375000 Government Agency Debt 1000000.00 1047758.61 FNMA 2025-12-10 4.009999 Government Agency Debt 4770000.00 4902094.55 FNMA 2025-12-17 4.049999 Government Agency Debt 1550000.00 1597100.62 FNMA 2026-04-01 4.424000 Government Agency Debt 7000000.00 7500619.78 FNMA 2027-06-15 6.317999 Government Agency Debt 2000000.00 2112055.00 FNMA 2029-05-15 6.250000 Government Agency Debt 247000.00 351820.75 FNMA 2030-05-15 7.250000 Government Agency Debt 372000.00 587992.69 FNMA 2037-07-15 5.625000 Government Agency Debt 4376000.00 5972709.41 First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 600000000.00 600000000.00 0.0364 N 600000000.00 600000000.00 Barclays Bank PLC Tri Party Repo Barclays Bank PLC 0.280000% 0673PA005_0.2800_M111003_CFH4 0001484219 Other Repurchase Agreement N TEVA PHARMACEUTICAL INDS LTDADR 2049-01-01 N/A Other Instrument Equity 1284886.00 47463688.84 VODAFONE GROUP PLC NEW SPONS AD 2049-01-01 N/A Other Instrument Equity 231011.00 6036317.43 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 50000000.00 50000000.00 0.0030 N 50000000.00 50000000.00 Barclays Bank PLC Tri Party Repo Barclays Bank PLC 0.330000% 0673PA005_0.3300_M111003_CFH4 0001484219 Other Repurchase Agreement N ALERE INC PERP PFD 2049-01-01 N/A Other Instrument Equity 91600.00 18136800.00 ALERE INC PERP PFD 2049-01-01 N/A Other Instrument Equity 25600.00 5068800.00 ALERE INC PERP PFD 2049-01-01 N/A Other Instrument Equity 2400.00 475200.00 ALLIANT TECHSYSTEMS INC NOTE 3. 2024-08-15 3.000000 Other Note 4837000.00 4957925.00 AMERICAN EQTY INVT LIFE HLD NOTE 5. 2029-12-06 5.250000 Other Note 1000000.00 1150375.00 AMERICAN EQUITY INVESTME 2015-09-15 3.500000 Other Note 1580000.00 1517129.17 AMERIGROUP CORP NOTE 2. 2012-05-15 2.000000 Other Note 669000.00 729210.00 APACHE CORP PFD CONV 2049-01-01 N/A Other Instrument Equity 1450.00 75298.50 APOLLO INVT CORP NOTE 5. 2016-01-15 5.750000 Other Note 7500000.00 6774218.75 ARES CAP CORP NOTE 5. 2016-02-01 5.750000 Other Note 1000000.00 965673.61 BARRETT BILL CORP NOTE 5. 2028-03-15 5.000000 Other Note 4710000.00 4725700.00 BEAZER HOMES USA INC NT SUB7. 2049-01-01 N/A Other Instrument Equity 46900.00 458682.00 BOSTON PROPERTIES LP 2036-05-15 3.750000 Other Note 51000.00 56880.94 BOSTON PROPERTIES LP 2037-02-15 2.875000 Other Note 100000.00 100734.38 BUNGE LIMITED PREF PER 2049-01-01 N/A Other Instrument Equity 384700.00 35700160.00 CENTERPOINT ENERGY INC 2049-01-01 N/A Other Instrument Equity 488950.50 163456.15 CHART INDS INC NOTE 2. 2018-08-01 2.000000 Other Note 2191000.00 2092405.00 CHESAPEAKE ENERGY CORP PFD CONV 2049-01-01 N/A Other Instrument Equity 8287.00 9550767.50 CHIQUITA BRANDS INTL INC NOTE 4. 2016-08-15 4.250000 Other Note 1670000.00 1505609.38 CIENA CORP 2018-10-15 3.750000 Other Note 6888000.00 6352027.50 COINSTAR INC 2014-09-01 4.000000 Other Note 2350000.00 3053759.72 COVANTA HOLDING CORP 2027-02-01 1.000000 Other Note 22000.00 21981.06 DANAHER CORP DEL NOTE 2021-01-22 0.000000 Other Note 2420000.00 3055250.00 DIGITAL RLTY TR INC PFD CONV 2049-01-01 N/A Other Instrument Equity 117125.00 3513750.00 DIGITAL RLTY TR INC PFD CONV 2049-01-01 N/A Other Instrument Equity 50000.00 1459400.00 DOMINION RES INC VA NEW NOTE 2. 2023-12-15 2.125000 Other Note 795000.00 1170596.09 Doral Financial Corp 2049-01-01 N/A Other Instrument Equity 74250.00 9258084.00 EARTHLINK INC FRNT 3. 2026-11-15 3.250000 Other Note 6434000.00 6576754.37 ENERSYS 2038-06-01 3.375000 Other Note 3823000.00 3645827.84 EXTERRAN HLDGS INC NOTE 4. 2014-06-15 4.250000 Other Note 6102000.00 5681851.87 FORD MOTOR COMPANY 2016-11-15 4.250000 Other Note 2148000.00 2923293.75 FOREST CITY ENTERPRISES INC NOTE 4. 2018-08-15 4.250000 Other Note 957000.00 805375.31 FORTUNE BRANDS INC 2049-01-01 N/A Other Instrument Equity 164.00 60237.20 GENCORP INC SDCV 4. 2039-12-31 4.062000 Other Note 2050000.00 1786380.25 GENERAL MTRS CO JR PFD C 2049-01-01 N/A Other Instrument Equity 15400.00 550704.00 GILEAD SCIENCES INC 2013-05-01 0.625000 Other Note 309000.00 354990.57 GOODRICH PETROLEUM CORP 2029-10-01 5.000000 Other Note 3993000.00 3702952.92 GROUP 1 AUTOMOTIVE INC FRNT 2. 2036-06-15 2.250000 Other Note 215000.00 214798.44 HARTFORD FINL SVCS GROUP INCDEP CONV 2049-01-01 N/A Other Instrument Equity 27900.00 558837.00 HEALTH CARE REIT INC 2029-12-01 3.000000 Other Note 32000.00 34637.33 HEALTH CARE REIT INC NOTE 4. 2026-12-01 4.750000 Other Note 45000.00 48069.06 HEALTHSOUTH CORP 2049-01-01 N/A Other Instrument Equity 1000.00 835000.00 HOLOGIC INC 2037-12-15 2.000000 Other Note 3606000.00 3771275.00 HOLOGIC INC FRNT 2. 2037-12-15 2.000000 Other Note 4330000.00 4095458.33 ICONIX BRAND GROUP INC 2012-06-30 1.875000 Other Note 605000.00 601029.69 INTEL CORP 2035-12-15 2.950000 Other Note 4219000.00 4387144.73 INTL GAME TECHNOLOGY 2014-05-01 3.250000 Other Note 270000.00 316494.38 JEFFERIES GROUP INC 2029-11-01 3.875000 Other Note 31000.00 29288.43 KINROSS GOLD CORP NOTE 1. 2028-03-15 1.750000 Other Note 3295000.00 3239740.10 L-3 COMMUNICATIONS CORP DEBT 3. 2035-08-01 3.000000 Other Note 4216000.00 4020658.67 LEVEL 3 COMMUNICATIONS INC NOTE 3. 2012-06-15 3.500000 Other Note 950000.00 946635.42 LIBERTY MEDIA CORP NEW DEB 3. 2023-03-30 3.125000 Other Note 4615000.00 5041887.50 LIFE TECHNOLOGIES CORP 2024-02-15 1.500000 Other Note 677000.00 685039.37 LUCENT TECH CAP TRUST I 2049-01-01 N/A Other Instrument Equity 1000.00 860050.00 MASSEY ENERGY CO 2015-08-01 3.250000 Other Note 5000000.00 4557881.94 MASSEY ENERGY CO 2015-08-01 3.250000 Other Note 4450000.00 4056514.93 MOLSON COORS BREWING CO 2013-07-30 2.500000 Other Note 343000.00 363722.92 NASDAQ OMX GROUP 2013-08-15 2.500000 Other Note 756000.00 774427.50 NEWMONT MINING CORP 2014-07-15 1.250000 Other Note 300000.00 435781.25 OLD REP INTL CORP NOTE 3. 2018-03-15 3.750000 Other Note 26000.00 23538.12 OMNICARE CAP TR I PIERS 2049-01-01 N/A Other Instrument Equity 1000.00 40500.00 OMNICARE CAP TR II PFD B TR 2049-01-01 N/A Other Instrument Equity 321150.00 12929499.00 OMNICARE INC 2025-12-15 3.750000 Other Note 5000000.00 5723437.50 OMNICARE INC 2025-12-15 3.750000 Other Note 1988000.00 2275638.75 OMNICOM GROUP INC NOTE 2038-07-01 0.000000 Other Note 609000.00 631076.25 ON SEMICONDUCTOR CORP 2026-12-15 2.625000 Other Note 40000.00 43306.25 ORBITAL SCIENCES CORP NOTE 2. 2027-01-15 2.438000 Other Note 900000.00 903446.25 OWENS-BROCKWAY 2015-06-01 3.000000 Other Note 6000000.00 5534500.00 PEABODY ENERGY CORP 2066-12-15 4.750000 Other Note 541000.00 576897.60 PENSKE AUTO GROUP INC 2026-04-01 3.500000 Other Note 1479000.00 1382721.21 PROLOGIS NOTE 2. 2037-04-01 2.250000 Other Note 5195000.00 5240131.56 PROLOGIS NOTE 2. 2038-05-15 2.625000 Other Note 2888899.00 2881225.36 PROLOGIS NOTE 3. 2015-03-15 3.250000 Other Note 5100000.00 5100531.25 PROSPECT CAPITAL CORPORATIONNOTE 5. 2016-08-15 5.500000 Other Note 4000000.00 3742500.00 PROSPECT CAPITAL CORPORATIONNOTE 6. 2015-12-15 6.250000 Other Note 2998000.00 2880266.04 SAKS INCORPORATED 2024-03-15 2.000000 Other Note 25000.00 25083.33 SANDISK CORP NOTE 1. 2013-05-15 1.000000 Other Note 26000.00 25285.00 SINO FST CORP NOTE 5. 2013-08-01 5.000000 Other Note 8429000.00 2260610.97 SIRIUS SATELLITE RADIO INC NOTE 3. 2011-10-15 3.250000 Other Note 55000.00 55819.27 SPDR S&P 500 ETF TR TR UNIT 2049-01-01 N/A Other Instrument Equity 660892.00 76696516.60 SPDR SERIES TRUST SPDR KBW 2049-01-01 N/A Other Instrument Equity 671183.00 12249089.75 STEEL DYNAMICS INC NOTE 5. 2014-06-15 5.125000 Other Note 954000.00 999265.31 SYMANTEC CORP 2013-06-15 1.000000 Other Note 179000.00 206372.08 TEVA PHARMACEUTICAL FIN LLC DBCV 0. 2026-02-01 0.250000 Other Note 1995000.00 2055667.40 TRANSOCEAN INC 2037-12-15 1.500000 Other Note 1696000.00 1656780.00 TRINITY INDS INC NOTE 3. 2036-06-01 3.875000 Other Note 21000.00 20035.24 TRW AUTOMOTIVE INC NOTE 3. 2015-12-01 3.500000 Other Note 4158376.00 5745085.22 US AIRWAYS GROUP INC NOTE 7. 2014-05-15 7.250000 Other Note 2200000.00 3417562.50 VISHAY INTERTECHNOLOGY INC NOTE 2. 2041-05-15 2.250000 Other Note 1700000.00 1170343.75 VORNADO REALTY L.P. 2025-04-15 3.875000 Other Note 57000.00 60719.84 WELLS FARGO & CO NEW PERP PFD 2049-01-01 N/A Other Instrument Equity 5000.00 5145000.00 WESCO INTL INC DBCV 6. 2029-09-15 6.000000 Other Note 1829000.00 2681771.25 WYNDHAM WORLDWIDE 2012-05-01 3.500000 Other Note 575000.00 1384735.76 XM SATELLITE RADIO INC NOTE 7. 2014-12-01 7.000000 Other Note 990000.00 1188632.50 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 325000000.00 325000000.00 0.0197 N 325000000.00 325000000.00 Barclays Bank PLC Tri Party Repo Barclays Bank PLC 0.380000% 0673PA005_0.3800_M111003_CFH4 0001484219 Other Repurchase Agreement N 2009 DOLE FOOD AUTOMATIC COMTR 144A 2049-01-01 N/A Other Instrument Equity 2254950.00 22725386.10 ABN AMRO N AMER CAP FNDG 2049-01-01 N/A Other Instrument Equity 2000.00 1106250.00 ACCOR S A ADR 2049-01-01 N/A Other Instrument Equity 12419.00 69745.10 ACCURIDE CORP NEW *W EXP 0 2049-01-01 N/A Other Instrument Equity 358554.00 3585.54 ADVANCED SEMICONDUCTOR ENGR SPONSORE 2049-01-01 N/A Other Instrument Equity 7343.00 31721.76 AIR CHINA LTD 2049-01-01 N/A Other Instrument Equity 46369.00 715380.93 AIR LIQUIDE ADR 2049-01-01 N/A Other Instrument Equity 18968.00 455118.19 AKBANK TURK ANONIM SIRKETI ADR 2049-01-01 N/A Other Instrument Equity 890.00 7064.82 Aktiebolagett Electrolux 2049-01-01 N/A Other Instrument Equity 14431.00 449669.96 Akzo Nobel NV 2049-01-01 N/A Other Instrument Equity 9359.00 440949.28 ALLIANCE CALIF MUN INCOME FDCOM 2049-01-01 N/A Other Instrument Equity 837.00 11383.20 ALLIANCE DATA SYSTEMS CO 2014-05-15 4.750000 Other Note 2676000.00 5570261.25 ALLIANCE DATA SYSTEMS CORP NOTE 1. 2013-08-01 1.750000 Other Note 5000000.00 6389340.28 ALLIANCE DATA SYSTEMS CORP NOTE 1. 2013-08-01 1.750000 Other Note 1691000.00 2160874.88 ALLIANCE NEW YORK MUN INC FDCOM 2049-01-01 N/A Other Instrument Equity 827.00 11536.65 Allianz SE 2049-01-01 N/A Other Instrument Equity 3727.00 36878.66 ALLIANZ SE PFD 8.37 2049-01-01 N/A Other Instrument Equity 10565.00 273696.89 ALLY FINANCIAL INC 2049-01-01 N/A Other Instrument Equity 99.00 66039.24 ALPINE GLOBAL PREMIER PPTYS COM SBI 2049-01-01 N/A Other Instrument Equity 28658.00 157619.00 AMERICAN CAP LTD COM 2049-01-01 N/A Other Instrument Equity 357784.00 2558155.60 AMERICAN CAP LTD COM 2049-01-01 N/A Other Instrument Equity 25809.00 184534.35 AMERICAN CAP LTD COM 2049-01-01 N/A Other Instrument Equity 60.00 429.00 AMERICAN MUN INCOME PORTFOLICOM 2049-01-01 N/A Other Instrument Equity 21.00 293.37 ANGLO AMERN PLATINUM LTD ADR 2049-01-01 N/A Other Instrument Equity 61360.00 720305.04 ANGLO AMERN PLC 2049-01-01 N/A Other Instrument Equity 6112.00 109795.97 Antofagasta PLC 2049-01-01 N/A Other Instrument Equity 5687.00 170928.47 APERAM NY REGIS 2049-01-01 N/A Other Instrument Equity 1999.00 32329.83 AQUARIUS PLATINUM LTD SPON ADR 2049-01-01 N/A Other Instrument Equity 4292.00 23940.78 ARCELIK ANONIM SIRKETI ADR 2049-01-01 N/A Other Instrument Equity 217.00 4259.28 Ares Capital Corp 2049-01-01 N/A Other Instrument Equity 94811.00 1346316.20 Ares Capital Corp 2049-01-01 N/A Other Instrument Equity 26510.00 376442.00 Ares Capital Corp 2049-01-01 N/A Other Instrument Equity 547.00 7767.40 ARKEMA SPON ADR 2049-01-01 N/A Other Instrument Equity 4628.00 293026.45 ARRIS GROUP INC 2026-11-15 2.000000 Other Note 162000.00 165645.00 Assa Abloy 2049-01-01 N/A Other Instrument Equity 20965.00 231411.67 Atlas Copco 2049-01-01 N/A Other Instrument Equity 37152.00 706891.10 AU OPTRONICS CORP SPONSORE 2049-01-01 N/A Other Instrument Equity 12840.00 52387.20 AUSTRALIA&NEW ZEALAND BKG GRSPONSORE 2049-01-01 N/A Other Instrument Equity 77.00 1480.56 AVATAR HLDGS INC NOTE 7. 2016-02-15 7.500000 Other Note 1109000.00 1072264.38 AVIS BUDGET GROUP NOTE 3. 2014-10-01 3.500000 Other Note 2070000.00 2056861.25 AXA SA 2049-01-01 N/A Other Instrument Equity 52508.00 737107.30 AZTECA ACQUISITION CORP UNIT 04/ 2049-01-01 N/A Other Instrument Equity 400000.00 4000000.00 BAE SYS PLC 2049-01-01 N/A Other Instrument Equity 28209.00 474475.38 BANK EAST ASIA LTD 2049-01-01 N/A Other Instrument Equity 196919.00 643334.37 BANK OF CHINA ADR 2049-01-01 N/A Other Instrument Equity 8281.00 68285.13 BAYER A G 2049-01-01 N/A Other Instrument Equity 2246.00 128749.70 BIOMED RLTY L P NOTE 3. 2030-01-15 3.750000 Other Note 2280000.00 2545762.50 BLACKROCK CALIF MUN INCOME TSH BEN I 2049-01-01 N/A Other Instrument Equity 86.00 1210.88 BLACKROCK FLA MUN 2020 TERM COM SHS 2049-01-01 N/A Other Instrument Equity 221.00 3275.22 BLACKROCK INVT QLTY MUN TR COM 2049-01-01 N/A Other Instrument Equity 6.00 77.40 BLACKROCK INVT QUALITY MUN TCOM 2049-01-01 N/A Other Instrument Equity 21.00 304.71 BLACKROCK KELSO CAPITAL CORPCOM 2049-01-01 N/A Other Instrument Equity 161.00 1223.60 BLACKROCK LONG-TERM MUNI ADVCOM 2049-01-01 N/A Other Instrument Equity 75.00 828.00 BLACKROCK MUN INCOME TR SH BEN I 2049-01-01 N/A Other Instrument Equity 66.00 894.96 BLACKROCK MUNI 2018 TERM TR COM 2049-01-01 N/A Other Instrument Equity 460.00 7475.00 BLACKROCK MUNI INCOME INV QLCOM 2049-01-01 N/A Other Instrument Equity 46.00 665.62 BLACKROCK MUNI INCOME TR II COM 2049-01-01 N/A Other Instrument Equity 38.00 551.00 BLACKROCK MUNI INTER DR FD ICOM 2049-01-01 N/A Other Instrument Equity 922.00 13424.32 BLACKROCK MUNIC BD INVST TR COM 2049-01-01 N/A Other Instrument Equity 345.00 4988.70 BLACKROCK MUNIC INCM INVST TSH BEN I 2049-01-01 N/A Other Instrument Equity 90.00 1252.80 BLACKROCK MUNICIPAL BOND TR COM 2049-01-01 N/A Other Instrument Equity 529.00 8061.96 BLACKROCK MUNICIPL INC QLTY COM 2049-01-01 N/A Other Instrument Equity 21.00 299.88 BLACKROCK MUNIENHANCED FD INCOM 2049-01-01 N/A Other Instrument Equity 537.00 5907.00 BLACKROCK MUNIHLDGS NJ QLTY COM 2049-01-01 N/A Other Instrument Equity 610.00 8668.10 BLACKROCK MUNIHLDGS NY QLTY COM 2049-01-01 N/A Other Instrument Equity 13.00 185.38 BLACKROCK MUNIHLDNGS CALI QLCOM 2049-01-01 N/A Other Instrument Equity 384.00 5429.76 BLACKROCK MUNIHLDNGS QLTY IICOM 2049-01-01 N/A Other Instrument Equity 16.00 212.32 BLACKROCK MUNIHLDS INVSTM QLCOM 2049-01-01 N/A Other Instrument Equity 340314.00 4743977.16 BLACKROCK MUNIHOLDINGS FD INCOM 2049-01-01 N/A Other Instrument Equity 71.00 1136.71 BLACKROCK MUNIVEST FD II INCCOM 2049-01-01 N/A Other Instrument Equity 50.00 754.50 BLACKROCK MUNIYIELD CALI QLTCOM 2049-01-01 N/A Other Instrument Equity 2.00 27.66 BLACKROCK MUNIYIELD CALIF FDCOM 2049-01-01 N/A Other Instrument Equity 40.00 569.60 BLACKROCK MUNIYIELD FD INC COM 2049-01-01 N/A Other Instrument Equity 33.00 480.48 BLACKROCK MUNIYIELD INVST FDCOM 2049-01-01 N/A Other Instrument Equity 68.00 963.56 BLACKROCK MUNIYIELD N J FD ICOM 2049-01-01 N/A Other Instrument Equity 72.00 1021.68 BLACKROCK MUNIYIELD NJ QLTY COM 2049-01-01 N/A Other Instrument Equity 53.00 738.82 BLACKROCK MUNIYIELD QLTY FD COM 2049-01-01 N/A Other Instrument Equity 26.00 342.16 BLACKROCK MUNIYIELD QUALITY COM 2049-01-01 N/A Other Instrument Equity 74.00 1102.60 BLACKROCK MUNIYIELD QUALITY COM 2049-01-01 N/A Other Instrument Equity 2.00 25.38 BLACKROCK MUNIYLD INVST QLTYCOM 2049-01-01 N/A Other Instrument Equity 48.00 659.04 BLACKROCK N J MUN INCOME TR SH BEN I 2049-01-01 N/A Other Instrument Equity 1142.00 16353.44 BLACKROCK N Y MUN INCOME TR SH BEN I 2049-01-01 N/A Other Instrument Equity 6.00 88.44 BLACKROCK NJ INVT QUALITY MUCOM 2049-01-01 N/A Other Instrument Equity 501.00 6072.12 BLACKROCK NJ MUNICIPAL BOND COM 2049-01-01 N/A Other Instrument Equity 97.00 1354.12 BLACKROCK NY INVT QUALITY MUCOM 2049-01-01 N/A Other Instrument Equity 1337.00 18530.82 BLACKROCK NY MUN INCOME TR ICOM 2049-01-01 N/A Other Instrument Equity 98.00 1442.56 BLACKROCK NY MUNI 2018 TERM COM 2049-01-01 N/A Other Instrument Equity 80.00 1350.40 BLACKROCK NY MUNI INC QLTY TCOM 2049-01-01 N/A Other Instrument Equity 88.00 1254.88 BLACKROCK NY MUNICIPAL BOND COM 2049-01-01 N/A Other Instrument Equity 1137.00 16941.30 BLACKROCK STRATEGIC MUN TR COM 2049-01-01 N/A Other Instrument Equity 1095.00 14344.50 BRAMBLES LTD ADR 2049-01-01 N/A Other Instrument Equity 60.00 748.26 BRIDGESTONE CORP ADR 2049-01-01 N/A Other Instrument Equity 7397.00 344626.23 BRIDGESTONE CORP ADR 2049-01-01 N/A Other Instrument Equity 6000.00 279540.00 BRITISH LD CO SPONSORE 2049-01-01 N/A Other Instrument Equity 54974.00 416757.89 BROADSOFT INC NOTE 1. 2018-07-01 1.500000 Other Note 5948000.00 5828792.17 BUNZL PUB LTD CO SPON ADR 2049-01-01 N/A Other Instrument Equity 8364.00 516686.10 CALAMOS GBL DYN INCOME FUND COM 2049-01-01 N/A Other Instrument Equity 97.00 714.89 CALAMOS STRATEGIC TOTL RETN COM SH B 2049-01-01 N/A Other Instrument Equity 5300.00 42983.00 CANDENCE DESIGN SYSTEMS INC 2015-06-01 2.625000 Other Note 4222023.00 6016074.92 CAPITALAND LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 75630.00 291478.02 CASH AMER INTL INC NOTE 5. 2029-05-15 5.250000 Other Note 1899000.00 4241297.81 CATHAY FINL HLDG LTD GDR 144A 2049-01-01 N/A Other Instrument Equity 1470.00 16960.86 Celesio AG 2049-01-01 N/A Other Instrument Equity 230668.00 667783.86 CEMEX SAB DE CV NOTE 3. 2018-03-15 3.750000 Other Note 990000.00 494071.88 CENTRAL EUROPEAN MEDIA NOTE 5. 2015-11-15 5.000000 Other Note 8300000.00 6007125.01 CHENIERE ENERGY INC NOTE 2. 2012-08-01 2.250000 Other Note 1900000.00 1541256.25 Cheung Kong Holdings 2049-01-01 N/A Other Instrument Equity 24644.00 275495.28 CHINA DIGITAL TV HLDG CO LTDSPONSORE 2049-01-01 N/A Other Instrument Equity 8202.00 32315.88 CHINA MED TECHNOLOGIES INC SPONSORE 2049-01-01 N/A Other Instrument Equity 4634.00 23077.32 CHINA MING YANG WIND PWR GROSPONSORE 2049-01-01 N/A Other Instrument Equity 2200.00 5742.00 CHINA NEPSTAR CHAIN DRUGSTORSPONSORE 2049-01-01 N/A Other Instrument Equity 1200.00 2748.00 China Techfaith Wireless Commu 2049-01-01 N/A Other Instrument Equity 7500.00 13875.00 CITIGROUP INC 2049-01-01 N/A Other Instrument Equity 1387086.00 98136334.50 CITIGROUP INC 2049-01-01 N/A Other Instrument Equity 12030.00 851122.50 CITIGROUP INC *W EXP 0 2049-01-01 N/A Other Instrument Equity 1539200.00 686483.20 CITIGROUP INC *W EXP 1 2049-01-01 N/A Other Instrument Equity 4404530.00 352362.40 CITIGROUP INC *W EXP 1 2049-01-01 N/A Other Instrument Equity 164946.00 13195.68 CITY DEVS LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 46889.00 351573.72 CLOUGH GLOBAL EQUITY FD COM 2049-01-01 N/A Other Instrument Equity 3308.00 39729.08 CNO FINANCIAL GROUP INC COMON STK 2016-12-30 7.000000 Other Note 4449998.00 5595872.48 CNO FINL GRP INC 2016-12-30 7.000000 Other Note 1784191.00 2274843.53 COMMERZBANK A G SPONSORE 2049-01-01 N/A Other Instrument Equity 34766.00 95224.07 COMPUTERSHARE LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 19373.00 143825.15 COMTECH TELECOMMUNICATIO 2029-05-01 3.000000 Other Note 5415000.00 5719142.50 CONCUR TECHNOLOGIES INC NOTE 2. 2015-04-15 2.500000 Other Note 5000000.00 5176041.67 COOPER-STANDARD HOLDING 2049-01-01 N/A Other Instrument Equity 289210.00 5928805.00 Credit Agricole 2049-01-01 N/A Other Instrument Equity 963.00 3549.62 CRESUD SA COMERCIAL *W EXP 0 2049-01-01 N/A Other Instrument Equity 11139520.00 1503835.20 CROWN CASTLE INTL CORP 2049-01-01 N/A Other Instrument Equity 56000.00 3312400.00 CSG SYSTEMS INTL INC 2017-03-01 3.000000 Other Note 6000000.00 5302000.00 CSL LTD ADR 2049-01-01 N/A Other Instrument Equity 12434.00 182357.04 CUBIST PHARMACEUTICALS INC NOTE 2. 2017-11-01 2.500000 Other Note 3553000.00 4864402.43 CUMULUS MEDIA INC *W EXP 0 2049-01-01 N/A Other Instrument Equity 627527.00 1725699.25 DAQO NEW ENERGY CORP SPONSORE 2049-01-01 N/A Other Instrument Equity 9702.00 35994.42 DEUTSCHE POST AG SPONSORE 2049-01-01 N/A Other Instrument Equity 6026.00 81091.88 DEUTSCHE TELEKOM AG 2049-01-01 N/A Other Instrument Equity 23832.00 287413.92 DEUTSCHE TELEKOM AG 2049-01-01 N/A Other Instrument Equity 18306.00 220770.36 DIXONS RETAIL PLC ADR 2049-01-01 N/A Other Instrument Equity 70692.00 38739.22 DREYFUS HIGH YIELD STRATEGIESH BEN I 2049-01-01 N/A Other Instrument Equity 40.00 173.20 DREYFUS MUN INCOME INC COM 2049-01-01 N/A Other Instrument Equity 19.00 179.55 DREYFUS STRATEGIC MUNS INC COM 2049-01-01 N/A Other Instrument Equity 34.00 287.64 DTF TAX-FREE INCOME INC COM 2049-01-01 N/A Other Instrument Equity 442.00 6868.68 DWS HIGH INCOME OPPORT FD INCOM NEW 2049-01-01 N/A Other Instrument Equity 38957.00 516569.82 DWS STRATEGIC MUN INCOME TR COM 2049-01-01 N/A Other Instrument Equity 552.00 7015.92 EATON VANCE CA MUNI INCOME TSH BEN I 2049-01-01 N/A Other Instrument Equity 43.00 541.80 EATON VANCE CALIF MUN BD FD COM 2049-01-01 N/A Other Instrument Equity 281.00 3456.30 EATON VANCE CALIF MUN BD FD COM 2049-01-01 N/A Other Instrument Equity 48.00 588.48 EATON VANCE MUN BD FD COM 2049-01-01 N/A Other Instrument Equity 45.00 551.25 EATON VANCE MUN BD FD II COM 2049-01-01 N/A Other Instrument Equity 79.00 1049.91 EATON VANCE MUNI INCOME TRUSSH BEN I 2049-01-01 N/A Other Instrument Equity 20.00 243.80 EATON VANCE N J MUN BD FD COM 2049-01-01 N/A Other Instrument Equity 61.00 820.45 EATON VANCE N Y MUN BD FD IICOM 2049-01-01 N/A Other Instrument Equity 17.00 220.49 EATON VANCE NEW YORK MUN BD COM 2049-01-01 N/A Other Instrument Equity 543.00 7249.05 EATON VANCE NJ MUNI INCOME TSH BEN I 2049-01-01 N/A Other Instrument Equity 24.00 311.52 EATON VANCE NY MUNI INCOME TSH BEN I 2049-01-01 N/A Other Instrument Equity 17.00 231.03 EATON VANCE RISK MNGD DIV EQCOM 2049-01-01 N/A Other Instrument Equity 531.00 5915.34 ELECTRONIC ARTS INC NOTE 0. 2016-07-15 0.750000 Other Note 15000.00 14554.69 EMPEIRIA ACQUISITION CORP UNIT 99/ 2049-01-01 N/A Other Instrument Equity 374489.00 3748634.89 Empresas ICA SAB de CV 2049-01-01 N/A Other Instrument Equity 14950.00 69368.00 ENERGY CONVERSION DEVICE 2013-06-15 3.000000 Other Note 1916000.00 878965.00 ENZON PHARMACEUTICALS INC NOTE 4. 2013-06-01 4.000000 Other Note 2846000.00 2958337.94 ESSILOR INTL S A ADR 2049-01-01 N/A Other Instrument Equity 919.00 34179.45 EUROPEAN AERO DEFENSE SPACE UNSPON A 2049-01-01 N/A Other Instrument Equity 54.00 1591.22 EVOTEC AG SPONSORE 2049-01-01 N/A Other Instrument Equity 43598.00 273708.24 Evraz Highveld 2049-01-01 N/A Other Instrument Equity 29.00 133.05 EXTRA SPACE STORAGE LP NOTE 3. 2027-04-01 3.625000 Other Note 6000000.00 6078145.83 FAIRPOINT COMMUNICATIONS INC*W EXP 0 2049-01-01 N/A Other Instrument Equity 89355.00 31274.25 FANNIE MAE 2049-01-01 N/A Other Instrument Equity 310650.00 313756.50 FAST RETAILING CO LTD ADR 2049-01-01 N/A Other Instrument Equity 995.00 17973.68 FEDERAL HOME LN MTG CORP PERP PFD 2049-01-01 N/A Other Instrument Equity 390345.00 800207.25 FEDERAL HOME LN MTG CORP PFD 5.1% 2049-01-01 N/A Other Instrument Equity 954589.00 2816037.55 FEDERAL HOME LN MTG CORP PFD 5.1% 2049-01-01 N/A Other Instrument Equity 98540.00 344890.00 FEDERAL HOME LN MTG CORP PFD 5.70 2049-01-01 N/A Other Instrument Equity 456655.00 461221.55 FEDERAL HOME LN MTG CORP PFD 5.81 2049-01-01 N/A Other Instrument Equity 726612.00 733878.12 FEDERAL HOME LN MTG CORP PFD 5.97 2049-01-01 N/A Other Instrument Equity 39940.00 101847.00 FEDERAL HOME LN MTG CORP PFD 6% N 2049-01-01 N/A Other Instrument Equity 50000.00 51000.00 FEDERAL HOME LN MTG CORP PFD 8.37 2049-01-01 N/A Other Instrument Equity 596579.00 1175260.63 FEDERAL HOME LN MTG CORP PFD VR R 2049-01-01 N/A Other Instrument Equity 122630.00 128761.50 FEDERAL MOGUL CORP *W EXP 1 2049-01-01 N/A Other Instrument Equity 12839.00 2567.80 FEDERAL NATL MTG ASSN PFD SER 2049-01-01 N/A Other Instrument Equity 546612.00 1453987.92 FEDERAL NATL MTG ASSN PFD7.625 2049-01-01 N/A Other Instrument Equity 407792.00 685090.56 FEDERAL NATL MTG ASSN PFD8.25% 2049-01-01 N/A Other Instrument Equity 568128.00 1107849.60 FEDERATED PREM INTR MUN INC COM 2049-01-01 N/A Other Instrument Equity 49.00 656.60 FEDERATED PREM MUN INC FD COM 2049-01-01 N/A Other Instrument Equity 39.00 557.31 FINMECCANICA SPA ADR 2049-01-01 N/A Other Instrument Equity 25197.00 92523.38 FIRST PAC LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 108603.00 467644.52 FIRST TR STRAT HGH INC FD IICOM 2049-01-01 N/A Other Instrument Equity 1.00 4.03 Flamel Technologies SA 2049-01-01 N/A Other Instrument Equity 3600.00 15210.00 FLSMIDTH & CO A S SPONSORE 2049-01-01 N/A Other Instrument Equity 20069.00 107308.94 FOXCONN INTL HLDGS LTD ADR 2049-01-01 N/A Other Instrument Equity 3602.00 37723.75 GABELLI GLOBAL MULTIMEDIA TRCOM 2049-01-01 N/A Other Instrument Equity 298.00 1898.26 GAM HLDG LTD ADR 2049-01-01 N/A Other Instrument Equity 980.00 2533.30 GAYLORD ENTMT CO NEW NOTE 3. 2014-10-01 3.750000 Other Note 3073000.00 3195599.89 GDF SUEZ 2049-01-01 N/A Other Instrument Equity 2.00 62.62 GIANT INTERACTIVE GROUP INC ADR 2049-01-01 N/A Other Instrument Equity 10138.00 32644.36 GIANT INTERACTIVE GROUP INC ADR 2049-01-01 N/A Other Instrument Equity 4407.00 14190.54 GKN PLC SPONSORE 2049-01-01 N/A Other Instrument Equity 48246.00 135088.80 GLADSTONE CAPITAL CORP COM 2049-01-01 N/A Other Instrument Equity 55757.00 400892.83 GLADSTONE INVT CORP COM 2049-01-01 N/A Other Instrument Equity 1566.00 11102.94 GLOBAL INDUS LTD 2027-08-01 2.750000 Other Note 2000000.00 1961513.89 GREATBATCH INC SDCV 2. 2013-06-15 2.250000 Other Note 204000.00 199728.75 H LUNDBECK A S ADR 2049-01-01 N/A Other Instrument Equity 20333.00 402430.74 Hannover Rueckversicherungs 2049-01-01 N/A Other Instrument Equity 21894.00 514268.17 HELIX ENERGY SOLUTIONS 2025-12-15 3.250000 Other Note 6500000.00 6488489.58 HENDERSON LD DEV LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 97146.00 475043.94 HENKEL AG & CO KGAA SPONSORE 2049-01-01 N/A Other Instrument Equity 7.00 315.04 HENNES & MAURITZ AB ADR 2049-01-01 N/A Other Instrument Equity 37530.00 232348.23 HICKS ACQUISITION CO II INC UNIT 99/ 2049-01-01 N/A Other Instrument Equity 284100.00 2841000.00 Himax Technologies Inc 2049-01-01 N/A Other Instrument Equity 3300.00 3630.00 HONG KONG & CHINA GAS LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 160797.00 360667.67 HORSEHEAD HLDG CORP NOTE 3. 2017-07-01 3.799999 Other Note 5000000.00 4478222.22 Hutchison Whampoa 2049-01-01 N/A Other Instrument Equity 34627.00 534225.36 ICAHN ENTERPRISES LP 2013-08-15 0.000000 Other Note 5243000.00 4869698.40 ICAP PLC 2049-01-01 N/A Other Instrument Equity 33298.00 445660.43 IMPERIAL HOLDINGS LTD SPONS AD 2049-01-01 N/A Other Instrument Equity 3491.00 46576.92 INCYTE CORP NOTE 4. 2015-10-01 4.750000 Other Note 3628000.00 6566201.30 INDUSTRIA DE DISENO TEXTIL IADR 2049-01-01 N/A Other Instrument Equity 3450.00 61468.65 ING EMERGING MKTS HGH DIV EQCOM 2049-01-01 N/A Other Instrument Equity 4514.00 59675.08 INTERNATIONAL CONS AIRLS GROSPONSORE 2049-01-01 N/A Other Instrument Equity 13927.00 174366.04 INTESA SANPAOLO S P A SPON ADR 2049-01-01 N/A Other Instrument Equity 8466.00 84930.91 INVENSYS PLC 2049-01-01 N/A Other Instrument Equity 127161.00 472530.28 INVESCO CALI INSRD MUNI INCOCOM 2049-01-01 N/A Other Instrument Equity 89.00 1266.47 INVESCO CALI QLTY MUNI SEC COM 2049-01-01 N/A Other Instrument Equity 103.00 1323.55 INVESCO INSURED CALI MUNI SECOM 2049-01-01 N/A Other Instrument Equity 965.00 12902.05 INVESCO INSURED MUNI SEC COM 2049-01-01 N/A Other Instrument Equity 375.00 5295.00 INVESCO INSURED MUNI TRST COM 2049-01-01 N/A Other Instrument Equity 60.00 889.20 INVESCO MUNI PREM INC TRST COM 2049-01-01 N/A Other Instrument Equity 34.00 273.70 INVESCO NY QUALITY MUNI SEC COM 2049-01-01 N/A Other Instrument Equity 45.00 644.40 INVESCO QUALITY MUN INVT TR COM 2049-01-01 N/A Other Instrument Equity 7.00 91.00 INVESCO QUALITY MUNI INC TRSCOM 2049-01-01 N/A Other Instrument Equity 95.00 1210.30 INVESCO VAN KAMPEN CALIF VALCOM 2049-01-01 N/A Other Instrument Equity 83.00 1027.54 INVESCO VAN KAMPEN MUNI OPP COM 2049-01-01 N/A Other Instrument Equity 27.00 375.57 INVESCO VAN KAMPEN MUNI TRSTCOM 2049-01-01 N/A Other Instrument Equity 88.00 1188.88 INVESCO VAN KAMPEN SELECT MUSH BEN I 2049-01-01 N/A Other Instrument Equity 90.00 1057.50 INVESCO VAN KAMPEN TR INSD MCOM 2049-01-01 N/A Other Instrument Equity 809.00 10549.36 INVESCO VAN KAMPEN TR INVT GCOM 2049-01-01 N/A Other Instrument Equity 362.00 5687.02 INVESCO VAN KAMPEN TR INVT GCOM 2049-01-01 N/A Other Instrument Equity 134.00 1928.26 INVESCO VAN KAMPEN TR INVT GCOM 2049-01-01 N/A Other Instrument Equity 49.00 718.83 ISRAEL GROWTH PARTNERS ACQ C*W EXP 0 2049-01-01 N/A Other Instrument Equity 30000.00 90000.00 ITALCEMENTI S P A ADR 2049-01-01 N/A Other Instrument Equity 11996.00 76426.52 JA SOLAR HOLDINGS CO LTD SPON ADR 2049-01-01 N/A Other Instrument Equity 20823.00 39147.24 JARDINE MATHESON HLDGS LTD ADR 2049-01-01 N/A Other Instrument Equity 2439.00 114511.05 KAYNE ANDERSON ENERGY DEV COCOM 2049-01-01 N/A Other Instrument Equity 5868.00 116714.52 KIMBERLY CLRK DE MEX SAB DE SPON ADR 2049-01-01 N/A Other Instrument Equity 1878.00 49028.95 KIRIN HLDGS COMPANY LTD SPON ADR 2049-01-01 N/A Other Instrument Equity 47517.00 617768.52 KKR FINANCIAL HOLDINGS 2012-07-15 7.000000 Other Note 20000.00 20891.67 KNIGHT CAP GROUP INC NOTE 3. 2015-03-15 3.500000 Other Note 5000000.00 4732291.67 KOHLBERG CAPITAL CORP COM 2049-01-01 N/A Other Instrument Equity 15930.00 97491.60 KONGZHONG CORP SPONSORE 2049-01-01 N/A Other Instrument Equity 2.00 7.68 KULICKE & SOFFA INDS INC NOTE 0. 2012-06-01 0.875000 Other Note 2000000.00 1980784.72 KUMBA IRON ORE SPONSORE 2049-01-01 N/A Other Instrument Equity 9005.00 492996.73 L OREAL CO ADR 2049-01-01 N/A Other Instrument Equity 7618.00 152984.68 LADBROKES PLC SPON ADR 2049-01-01 N/A Other Instrument Equity 153266.00 294883.78 LAFARGE COPPEE S A SPON ADR 2049-01-01 N/A Other Instrument Equity 38585.00 343753.76 LEHMAN BROS HLDGS INC PFD 1/10 2049-01-01 N/A Other Instrument Equity 820000.00 8200.00 LEHMAN BROS HLDGS INC PFD 1/10 2049-01-01 N/A Other Instrument Equity 758000.00 7580.00 LEHMAN BROTHERS HOLDINGS 2049-01-01 N/A Other Instrument Equity 36000.00 19800.00 LENTUO INTL INC SPONSORE 2049-01-01 N/A Other Instrument Equity 1400.00 5754.00 LI & FUNG LTD ADR 2049-01-01 N/A Other Instrument Equity 38.00 133.84 LIBERTY ALL STAR EQUITY FD SH BEN I 2049-01-01 N/A Other Instrument Equity 39.00 164.97 LONGTOP FINL TECHNOLOGIES LTADR 2049-01-01 N/A Other Instrument Equity 776567.00 163079.07 LONZA GROUP AG ADR 2049-01-01 N/A Other Instrument Equity 2215.00 14242.45 LOTTOMATICA SPA SPONSORE 2049-01-01 N/A Other Instrument Equity 12520.00 205227.84 LVMH MOET HENNESSY LOU VUITTADR 2049-01-01 N/A Other Instrument Equity 14574.00 410564.15 MACQUARIE GLBL INFRA TOTL RECOM 2049-01-01 N/A Other Instrument Equity 2900.00 45327.00 MADISON CLAYMORE CALL &EQTY COM 2049-01-01 N/A Other Instrument Equity 1.00 7.23 Man SE 2049-01-01 N/A Other Instrument Equity 44.00 370.79 MANAGED DURATION INVT GRD FUCOM 2049-01-01 N/A Other Instrument Equity 209.00 2940.63 MASSMART HLDGS LTD ADR NEW 2049-01-01 N/A Other Instrument Equity 2616.00 94555.32 MEDALLION FINL CORP COM 2049-01-01 N/A Other Instrument Equity 2166.00 20793.60 MEDIASET S P A SP ADR R 2049-01-01 N/A Other Instrument Equity 30994.00 303059.33 MEDICIS PHARMACEUTICAL 2032-06-04 2.500000 Other Note 1103000.00 1442785.28 METROGAS INC SPON ADR 2049-01-01 N/A Other Instrument Equity 533.00 1268.01 METSO CORP SPONSORE 2049-01-01 N/A Other Instrument Equity 18339.00 581694.74 MFS INVT GRADE MUN TR SH BEN I 2049-01-01 N/A Other Instrument Equity 48.00 451.20 MICHELIN COMPAGNIE GENERALE ADR 2049-01-01 N/A Other Instrument Equity 7961.00 101908.76 MINEFINDERS LTD NOTE 4. 2011-12-15 4.500000 Other Note 4740500.00 6734434.89 MMC Norilsk Nickel 2049-01-01 N/A Other Instrument Equity 71.00 1569.45 MOLYCORP INC DEL PFD CONV 2049-01-01 N/A Other Instrument Equity 19100.00 1339483.00 MURRAY & ROBERTS HLDGS LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 30364.00 103085.78 MVC Capital Inc 2049-01-01 N/A Other Instrument Equity 113426.00 1243148.96 MVC Capital Inc 2049-01-01 N/A Other Instrument Equity 85904.00 941507.84 NAVISTAR INTL CORP PFD SR D 2049-01-01 N/A Other Instrument Equity 825.00 8497.50 NETQIN MOBILE INC ADR REPR 2049-01-01 N/A Other Instrument Equity 17616.00 71873.28 NETQIN MOBILE INC ADR REPR 2049-01-01 N/A Other Instrument Equity 400.00 1632.00 NEUBERGER BERMAN INTER MUNI COM 2049-01-01 N/A Other Instrument Equity 80.00 1184.00 NEUBERGER BERMAN NY INT MUN COM 2049-01-01 N/A Other Instrument Equity 1483.00 20880.64 NGP CAP RES CO COM 2049-01-01 N/A Other Instrument Equity 9017.00 61856.62 NORSK HYDRO A S 2049-01-01 N/A Other Instrument Equity 105110.00 500428.71 NORTEK INC *W EXP 1 2049-01-01 N/A Other Instrument Equity 17520.00 19447.20 NUVASIVE INC NOTE 2. 2017-07-01 2.750000 Other Note 2499000.00 2153634.73 NUVEEN CA DIV ADVANTG MUN FDCOM 2049-01-01 N/A Other Instrument Equity 252.00 3540.60 NUVEEN CA DIVIDEND ADV MUN FCOM SHS 2049-01-01 N/A Other Instrument Equity 602.00 8096.90 NUVEEN CA INVT QUALITY MUN FCOM 2049-01-01 N/A Other Instrument Equity 53.00 754.72 NUVEEN CA MUN MKT OPPORTUNT COM 2049-01-01 N/A Other Instrument Equity 22.00 304.48 NUVEEN CA SELECT TAX FREE PRSH BEN I 2049-01-01 N/A Other Instrument Equity 348.00 4617.96 NUVEEN CALIF MUN VALUE FD COM 2049-01-01 N/A Other Instrument Equity 39.00 354.12 NUVEEN CALIF PERFORM PLUS MUCOM 2049-01-01 N/A Other Instrument Equity 81.00 1134.00 NUVEEN CALIF PREM INCOME MUNCOM 2049-01-01 N/A Other Instrument Equity 89.00 1197.05 NUVEEN CALIF QUALITY INCM MUCOM 2049-01-01 N/A Other Instrument Equity 99.00 1475.10 NUVEEN DIV ADV MUNI FD 3 COM SH B 2049-01-01 N/A Other Instrument Equity 76.00 1084.52 NUVEEN DIV ADVANTAGE MUN FD COM 2049-01-01 N/A Other Instrument Equity 37.00 522.07 NUVEEN INS CA TX FR ADV MUN COM 2049-01-01 N/A Other Instrument Equity 3.00 40.02 NUVEEN INS NY TX FR ADV MUN COM 2049-01-01 N/A Other Instrument Equity 78.00 1081.86 NUVEEN INSD CA PREM INCOME 2COM 2049-01-01 N/A Other Instrument Equity 1.00 14.21 NUVEEN INSD CALIF DIVID COM 2049-01-01 N/A Other Instrument Equity 886.00 13210.26 NUVEEN INSD CALIF PREM INCOMCOM 2049-01-01 N/A Other Instrument Equity 48.00 690.24 NUVEEN INSD DIVID ADVANTAGE COM 2049-01-01 N/A Other Instrument Equity 141.00 2026.17 NUVEEN INSD MUN OPPORTUNITY COM 2049-01-01 N/A Other Instrument Equity 15.00 214.35 NUVEEN INSD NEW YORK DIVID COM 2049-01-01 N/A Other Instrument Equity 13.00 185.12 NUVEEN INSD NY PREM INCOME FCOM 2049-01-01 N/A Other Instrument Equity 875.00 12880.00 NUVEEN INSD QUALITY MUN FD ICOM 2049-01-01 N/A Other Instrument Equity 622.00 8795.08 NUVEEN INVT QUALITY MUN FD ICOM 2049-01-01 N/A Other Instrument Equity 66.00 975.48 NUVEEN MUN ADVANTAGE FD INC COM 2049-01-01 N/A Other Instrument Equity 7.00 101.78 NUVEEN MUN HIGH INCOME OPP FCOM 2049-01-01 N/A Other Instrument Equity 21.00 241.29 NUVEEN MUN INCOME FD INC COM 2049-01-01 N/A Other Instrument Equity 59.00 646.64 NUVEEN MUN MKT OPPORTUNITY FCOM 2049-01-01 N/A Other Instrument Equity 65.00 871.65 NUVEEN MUN VALUE FD INC COM 2049-01-01 N/A Other Instrument Equity 331.00 3217.32 NUVEEN NEW JERSEY DIVID COM 2049-01-01 N/A Other Instrument Equity 460.00 6210.00 NUVEEN NJ DIV ADVANTAGE MUN COM 2049-01-01 N/A Other Instrument Equity 1048.00 13938.40 NUVEEN NJ INVT QUALITY MUN FCOM 2049-01-01 N/A Other Instrument Equity 870.00 11797.20 NUVEEN NJ PREM INCOME MUN FDCOM 2049-01-01 N/A Other Instrument Equity 660.00 9325.80 NUVEEN NY DIV ADVANTG MUN FDCOM 2049-01-01 N/A Other Instrument Equity 194.00 2636.46 NUVEEN NY DIVID ADVNTG MUN FCOM 2049-01-01 N/A Other Instrument Equity 48.00 654.24 NUVEEN NY MUN VALUE FD COM 2049-01-01 N/A Other Instrument Equity 155.00 1466.30 NUVEEN NY PERFORM PLUS MUN FCOM 2049-01-01 N/A Other Instrument Equity 801.00 11950.92 NUVEEN NY QUALITY INCM MUN FCOM 2049-01-01 N/A Other Instrument Equity 88.00 1298.00 NUVEEN NY SELECT TAX FREE PRSH BEN I 2049-01-01 N/A Other Instrument Equity 1068.00 14514.12 NUVEEN PREM INCOME MUN FD COM 2049-01-01 N/A Other Instrument Equity 51.00 701.25 NUVEEN PREMIER INSD MUN INCOCOM 2049-01-01 N/A Other Instrument Equity 1454.00 21664.60 NUVEEN PREMIER MUN INCOME FDCOM 2049-01-01 N/A Other Instrument Equity 75.00 1045.50 NUVEEN SELECT MAT MUN FD SH BEN I 2049-01-01 N/A Other Instrument Equity 97.00 1015.59 NUVEEN SELECT QUALITY MUN FDCOM 2049-01-01 N/A Other Instrument Equity 49.00 720.30 NUVEEN SELECT TAX FREE INCM SH BEN I 2049-01-01 N/A Other Instrument Equity 355.00 5009.05 NUVEEN SELECT TAX FREE INCM SH BEN I 2049-01-01 N/A Other Instrument Equity 67.00 877.70 NUVEEN SELECT TAX FREE INCM SH BEN I 2049-01-01 N/A Other Instrument Equity 29.00 398.46 NUVEEN TAX FREE ADV MUN FD COM 2049-01-01 N/A Other Instrument Equity 32.00 451.84 OIL CO LUKOIL SPONSORE 2049-01-01 N/A Other Instrument Equity 6821.00 354153.14 OIL CO LUKOIL SPONSORE 2049-01-01 N/A Other Instrument Equity 1544.00 80166.02 PATRIOT COAL CORP 2013-05-31 3.250000 Other Note 2500000.00 2414583.34 PENNANTPARK INVT CORP COM 2049-01-01 N/A Other Instrument Equity 1234.00 11365.14 PETROLEUM GEO SVCS ASA NEW 2049-01-01 N/A Other Instrument Equity 37165.00 390046.67 PEUGEOT CITROEN S A SPONSORE 2049-01-01 N/A Other Instrument Equity 5559.00 126439.46 PIMCO HIGH INCOME FD COM SHS 2049-01-01 N/A Other Instrument Equity 3975.00 46547.25 PIMCO MUN INCOME FD III COM 2049-01-01 N/A Other Instrument Equity 3.00 32.25 PIMCO MUNICIPAL INCOME FD COM 2049-01-01 N/A Other Instrument Equity 759.00 10238.91 PIMCO NEW YORK MUN INCM FD 1COM 2049-01-01 N/A Other Instrument Equity 66.00 594.66 PIMCO NY MUNICIPAL INCOME FDCOM 2049-01-01 N/A Other Instrument Equity 198.00 2063.16 PING AN INS GROUP CO CHINA LSPON ADR 2049-01-01 N/A Other Instrument Equity 16692.00 201388.98 PIONEER MUN HIGH INCOME TR COM SHS 2049-01-01 N/A Other Instrument Equity 23.00 333.27 PRETORIA PORTLAND CEM CO LTDADR NEW 2049-01-01 N/A Other Instrument Equity 37790.00 220806.97 PROMOTORA DE INFORMACIONES SADR CL A 2049-01-01 N/A Other Instrument Equity 12400.00 52204.00 PROMOTORA DE INFORMACIONES SADR CL A 2049-01-01 N/A Other Instrument Equity 1844.00 7763.24 Prospect Capital Corp 2049-01-01 N/A Other Instrument Equity 21398.00 187018.52 Prospect Capital Corp 2049-01-01 N/A Other Instrument Equity 1200.00 10488.00 PUTNAM MUN OPPORTUNITIES TR SH BEN I 2049-01-01 N/A Other Instrument Equity 35.00 404.25 RAIT FINANCIAL TRUST NOTE 7. 2031-04-01 7.000000 Other Note 1457000.00 1057862.94 RAMBUS INC DEL NOTE 5. 2014-06-15 5.000000 Other Note 1843000.00 2074910.83 RLJ ACQUISITION INC UNIT 99/ 2049-01-01 N/A Other Instrument Equity 24151.00 237645.84 ROSTELECOM OPEN JT STK LNG DSPONSORE 2049-01-01 N/A Other Instrument Equity 90.00 2571.84 ROYAL DSM N V SPON ADR 2049-01-01 N/A Other Instrument Equity 21724.00 248327.04 ROYAL KPN NV SPONSORE 2049-01-01 N/A Other Instrument Equity 25666.00 341768.46 RWE AG 2049-01-01 N/A Other Instrument Equity 12912.00 500055.94 SAIPEM S P A ADR 2049-01-01 N/A Other Instrument Equity 4304.00 80450.37 SALZGITTER AG 2049-01-01 N/A Other Instrument Equity 27674.00 140002.77 SAMPO OYJ ADR 2049-01-01 N/A Other Instrument Equity 19574.00 260079.74 SANDS CHINA LTD UNSPONSO 2049-01-01 N/A Other Instrument Equity 10557.00 294033.56 SANDVIK AB ADR 2049-01-01 N/A Other Instrument Equity 38807.00 487183.08 SANLAM LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 19325.00 326553.85 SANTOS LIMITED ADR-UNSP 2049-01-01 N/A Other Instrument Equity 51633.00 571422.41 SAPPI LTD SPON ADR 2049-01-01 N/A Other Instrument Equity 4908.00 15018.48 SCG FINL ACQUISITION CORP *W EXP 9 2049-01-01 N/A Other Instrument Equity 15000.00 5250.00 SCG FINL ACQUISITION CORP UNIT 99/ 2049-01-01 N/A Other Instrument Equity 39000.00 381420.00 SCHNEIDER ELECTRIC SA ADR 2049-01-01 N/A Other Instrument Equity 8182.00 90452.01 SCOTTISH & SOUTHERN ENERGY PSPONSORE 2049-01-01 N/A Other Instrument Equity 12771.00 261511.77 SEALY CORP SR SECD 2049-01-01 N/A Other Instrument Equity 54.08 2500.12 SEKISUI HOUSE LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 64944.00 623722.18 SEVEN & I HLDGS CO LTD 2049-01-01 N/A Other Instrument Equity 1898.00 107941.16 SG PFD CAP II LLC PFD FLG1 2049-01-01 N/A Other Instrument Equity 1000.00 940625.00 SG PFD CAP II LLC PFD FLT1 2049-01-01 N/A Other Instrument Equity 1800.00 1692000.00 Shanda Games Ltd 2049-01-01 N/A Other Instrument Equity 2577.00 10849.17 SIFY TECHNOLOGIES LIMITED SPONSORE 2049-01-01 N/A Other Instrument Equity 12100.00 49973.00 SINGAPORE AIRLS LTD ADR 2049-01-01 N/A Other Instrument Equity 30780.00 544036.50 SKF AB SPONSORE 2049-01-01 N/A Other Instrument Equity 1899.00 38718.71 SOLUTIA INC *W EXP 0 2049-01-01 N/A Other Instrument Equity 124761.00 77351.82 SPDR S&P 500 ETF TR TR UNIT 2049-01-01 N/A Other Instrument Equity 569836.00 66129467.80 STARPHARMA HLDGS LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 159.00 1655.03 Stora Enso OYJ 2049-01-01 N/A Other Instrument Equity 11972.00 74405.98 STRATS TR FOR BNSF FDG TR I STRATS 7 2049-01-01 N/A Other Instrument Equity 125.00 3058.62 SUBSEA 7 S A SPONSORE 2049-01-01 N/A Other Instrument Equity 4664.00 92389.18 SUEZ ENVIRONNEMENT CO S A ADR 2049-01-01 N/A Other Instrument Equity 11687.00 84426.89 SUMCO CORPORATION ADR 2049-01-01 N/A Other Instrument Equity 778.00 14944.60 SUNPOWER CORP DBCV 4. 2015-03-15 4.500000 Other Note 2107000.00 1797534.37 SURGUTNEFTEGAZ JSC SPONSORE 2049-01-01 N/A Other Instrument Equity 32401.00 267502.66 SWISS RE LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 3231.00 158031.44 SYMRISE AG ADR 2049-01-01 N/A Other Instrument Equity 774.00 18856.96 SYNNEX CORP NOTE 4. 2018-05-15 4.000000 Other Note 90000.00 103275.00 TAKE-TWO INTERACTIVE SOF 2014-06-01 4.375000 Other Note 2500000.00 3504904.52 TALBOTS INC *W EXP 0 2049-01-01 N/A Other Instrument Equity 317138.00 33299.49 TECHNICOLOR SPNSRD A 2049-01-01 N/A Other Instrument Equity 27076.00 84991.56 TECHNIP NEW SPONSORE 2049-01-01 N/A Other Instrument Equity 62.00 1321.96 TECHTRONIC INDS LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 23998.00 81785.18 TELEVISION BROADCASTS LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 34650.00 396257.40 TELKOM SA LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 6335.00 101302.98 THAI FD INC COM 2049-01-01 N/A Other Instrument Equity 1245.00 15089.40 TICC CAPITAL CORP COM 2049-01-01 N/A Other Instrument Equity 3475.00 29190.00 TIGER BRANDS LTD SPON ADR 2049-01-01 N/A Other Instrument Equity 3110.00 82215.96 TNT EXPRESS N V ADR 2049-01-01 N/A Other Instrument Equity 788.00 5937.58 TOWER GROUP, INC. 2049-01-01 N/A Other Instrument Equity 362915.00 377935.65 TREND MICRO INC SPONS AD 2049-01-01 N/A Other Instrument Equity 9277.00 289154.81 United Microelectronics Corp 2049-01-01 N/A Other Instrument Equity 27702.00 52356.78 UNITED THERAPEUTICS CORP 2011-10-15 0.500000 Other Note 1527000.00 1559130.63 UNIVERSAL BUSINESS PMT SOL A*W EXP 0 2049-01-01 N/A Other Instrument Equity 13033.00 3258.25 VALE CAP II 2049-01-01 N/A Other Instrument Equity 433600.00 30325984.00 VALE CAP II GTD CV 6 2049-01-01 N/A Other Instrument Equity 49500.00 3277395.00 VALEO SPONSORE 2049-01-01 N/A Other Instrument Equity 28081.00 636118.89 VERBUND AG SPONSORE 2049-01-01 N/A Other Instrument Equity 9706.00 57663.35 VERISIGN INC 2037-08-15 3.250000 Other Note 6344000.00 6528372.50 VERISIGN INC 2037-08-15 3.250000 Other Note 1485000.00 1528157.81 VESTAS WIND SYS AS UTD KINGDUNSP ADR 2049-01-01 N/A Other Instrument Equity 33682.00 195355.60 VINCI S A ADR 2049-01-01 N/A Other Instrument Equity 42977.00 485769.03 VIVENDI SA ADR 2049-01-01 N/A Other Instrument Equity 13244.00 278004.80 VOLKSWAGEN AG SPONSORE 2049-01-01 N/A Other Instrument Equity 2899.00 76522.00 VOLKSWAGON AG 2049-01-01 N/A Other Instrument Equity 94.00 2727.60 VOLVO AKTIEBOLAGET 2049-01-01 N/A Other Instrument Equity 4278.00 44970.34 WAL MART DE MEXICO S A B DE SPON ADR 2049-01-01 N/A Other Instrument Equity 9219.00 221163.81 WEBMD HEALTH CORP NOTE 2. 2018-01-31 2.500000 Other Note 1590000.00 1306339.58 WESFARMERS LTD ADR 2049-01-01 N/A Other Instrument Equity 12609.00 196006.90 WESTERN ASSET INTM MUNI FD ICOM 2049-01-01 N/A Other Instrument Equity 163.00 1551.76 WESTERN ASST MN PRT FD INC COM 2049-01-01 N/A Other Instrument Equity 42.00 623.70 WESTERN ASST MNG MUN FD INC COM 2049-01-01 N/A Other Instrument Equity 12.00 155.40 WESTFIELD GROUP SP ADR S 2049-01-01 N/A Other Instrument Equity 59.00 906.12 WINTRUST FINANCIAL CORP UNIT 11/ 2049-01-01 N/A Other Instrument Equity 361234.00 16214349.32 WOLSELEY PLC 2049-01-01 N/A Other Instrument Equity 171282.00 429917.82 WOLTERS KLUWER NV 2049-01-01 N/A Other Instrument Equity 23046.00 391459.36 WOODSIDE PETE LTD SPONSORE 2049-01-01 N/A Other Instrument Equity 3912.00 123466.63 WYNN MACAU LTD ADR 2049-01-01 N/A Other Instrument Equity 82.00 2378.57 XINYUAN REAL ESTATE CO LTD SPONS AD 2049-01-01 N/A Other Instrument Equity 100.00 186.00 YUE YUEN INDUSTRIAL HOLDINGS 2049-01-01 N/A Other Instrument Equity 25266.00 309382.17 ZURICH FINL SVCS 2049-01-01 N/A Other Instrument Equity 8137.00 176955.34 ZWEIG TOTAL RETURN FD INC COM 2049-01-01 N/A Other Instrument Equity 3253.00 9986.71 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 425000000.00 425000000.00 0.0258 N 425000000.00 425000000.00 Barton Capital LLC Barton Capital LLC 0.550000% 06945MX35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Credit (LOC)/Liquidity SOCIETE GENERALE N/A N/A 293027000.00 293018046.43 0.0178 N 293024304.15 293024304.15 Barton Capital LLC Barton Capital LLC 0.700000% 06945MX68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Credit (LOC)/Liquidity SOCIETE GENERALE N/A N/A 175000000.00 174982986.11 0.0106 N 174996500.00 174996500.00 Barton Capital LLC Barton Capital LLC 0.500000% 06945MXC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N Y Credit (LOC)/Liquidity SOCIETE GENERALE N/A N/A 225000000.00 224965625.00 0.0136 N 224991000.00 224991000.00 Barton Capital LLC Barton Capital LLC 0.750000% 06945MXL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N Y Credit (LOC)/Liquidity SOCIETE GENERALE N/A N/A 85000000.00 84966354.17 0.0052 N 84994900.00 84994900.00 BNP Paribas BNP Paribas 0.399300% 05567VUX1 Certificate of Deposit N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 95000000.00 95000000.00 0.0058 N 94998100.00 94998100.00 Bryant Park Funding LLC Bryant Park Funding LLC 0.170000% 11765KXR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Credit (LOC)/Liquidity HSBC(LOC) Liq: HSBC Bank USA H N/A N/A 102034000.00 102022436.16 0.0062 N 102018694.90 102018694.90 Bryant Park Funding LLC Bryant Park Funding LLC 0.170000% 11765KXS1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N Y Credit (LOC)/Liquidity HSBC(LOC) Liq: HSBC Bank USA H N/A N/A 137957000.00 137940713.40 0.0084 N 137936306.45 137936306.45 Chariot Funding LLC Chariot Funding LLC 0.150000% 15963UXQ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Credit (LOC)/Liquidity JPMorgan Chase (LOC) Liq: JPMor N/A N/A 75000000.00 74992812.50 0.0045 N 74997750.00 74997750.00 Chariot Funding LLC Chariot Funding LLC 0.140000% 15963UXU5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-28 2011-10-28 N N Y Credit (LOC)/Liquidity JPMorgan Chase (LOC) Liq: JPMor N/A N/A 75000000.00 74992125.00 0.0045 N 74997082.50 74997082.50 Chariot Funding LLC Chariot Funding LLC 0.140000% 15963UY18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Credit (LOC)/Liquidity JPMorgan Chase (LOC) Liq: JPMor N/A N/A 120000000.00 119985533.33 0.0073 N 119993916.00 119993916.00 Chariot Funding LLC Chariot Funding LLC 0.210000% 15963UZL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Credit (LOC)/Liquidity JPMorgan Chase (LOC) Liq: JPMor N/A N/A 155060000.00 154987638.67 0.0094 N 155015032.60 155015032.60 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.301800% 20272AAQ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 95000000.00 94999866.56 0.0058 N 95000000.00 95000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.317800% 20272ABB1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-28 2012-05-21 N N N 270000000.00 270000000.00 0.0164 N 269902800.00 269902800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.030000% 20272EXC7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 73177000.00 73176329.22 0.0044 N 73173341.15 73173341.15 Credit Suisse Credit Suisse 0.320000% 2254EBZ12 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 250000000.00 249864444.45 0.0151 N 249875000.00 249875000.00 Deutsche Bank AG Deutsche Bank AG 0.080000% 06199P003 0000948046 Other Note N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 500000000.00 500000000.00 0.0303 N 500000000.00 500000000.00 Deutsche Bank Tri Party Repo Deutsche Bank AG 0.050000% 25299W007_0.0500_M111003_CFH4 0001074042 Government Agency Repurchase Agreement N FNMA 2013-09-06 0.550000 Government Agency Debt 156496000.00 156162141.87 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 153100000.00 153100000.00 0.0093 N 153100000.00 153100000.00 European Investment Bank European Investment Bank 2.625000% 298785ET9 Other Note N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 50000000.00 50139289.89 0.0030 N 50125000.00 50125000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.250000% 313312MP2 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 50000000.00 49998611.11 0.0030 N 49999950.00 49999950.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.310000% 313312RA0 Government Agency Debt N First Tier Security N/A N/A 2011-12-27 2011-12-27 N N N 48000000.00 47964040.00 0.0029 N 47997744.00 47997744.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.320000% 313312RL6 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 42000000.00 41963786.67 0.0025 N 41997774.00 41997774.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.220000% 31331J3R2 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2012-11-26 N N N 50000000.00 50005697.00 0.0030 N 49971500.00 49971500.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.250000% 31331J7L1 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2012-01-12 N N N 82000000.00 81992992.57 0.0050 N 81996802.00 81996802.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.270000% 31331JR54 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 109000000.00 108999671.52 0.0066 N 109000000.00 109000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.200000% 31331KAL4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2012-07-09 N N N 80000000.00 80049981.60 0.0049 N 79972480.00 79972480.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.150000% 31331KLK4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2012-11-19 N N N 100000000.00 99988523.36 0.0061 N 99867700.00 99867700.00 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 313371HC3 Government Agency Debt N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 96500000.00 96499497.66 0.0058 N 96517852.50 96517852.50 Federal Home Loan Bank Federal Home Loan Bank 0.260000% 313371QR0 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 57000000.00 56996602.94 0.0035 N 57011856.00 57011856.00 Federal Home Loan Bank Federal Home Loan Bank 0.260000% 313371QU3 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 170000000.00 169992734.23 0.0103 N 170034680.00 170034680.00 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 313371WJ1 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 105850000.00 105844647.29 0.0064 N 105877944.40 105877944.40 Federal Home Loan Bank Federal Home Loan Bank 0.290000% 3133725M2 Government Agency Debt N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 89000000.00 89000000.00 0.0054 N 89004272.00 89004272.00 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 3133725W0 Government Agency Debt N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 102000000.00 102000000.00 0.0062 N 102006732.00 102006732.00 Federal Home Loan Bank Federal Home Loan Bank 0.280000% 313372E91 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2012-01-12 N N N 240000000.00 240000000.00 0.0145 N 240010080.00 240010080.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313372FG4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2012-01-18 N N N 100000000.00 100003017.92 0.0061 N 99981100.00 99981100.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313374KZ2 Government Agency Debt N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 250000000.00 250133288.80 0.0152 N 249950250.00 249950250.00 Federal Home Loan Bank FHLB 0.230000% 313375HD2 Government Agency Debt N First Tier Security N/A N/A 2012-08-24 2012-08-24 N N N 248750000.00 248810194.21 0.0151 N 248639306.25 248639306.25 Federal Home Loan Bank Federal Home Loan Bank Series 1 0.200000% 313375L88 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2012-09-04 N N N 200000000.00 200000000.00 0.0121 N 199950200.00 199950200.00 Federal Home Loan Bank Federal Home Loan Bank 0.270000% 313375ST5 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2013-03-26 N N N 157000000.00 157000000.00 0.0095 N 156924012.00 156924012.00 Federal Home Loan Bank Federal Home Loan Bank 0.270000% 313375SU2 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2013-03-28 N N N 50000000.00 50000000.00 0.0030 N 49975300.00 49975300.00 Federal Home Loan Bank Federal Home Loan Bank 1.375000% 3133XWKU2 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2012-06-08 N N N 127840000.00 128810964.58 0.0078 N 128799694.88 128799694.88 Federal Home Loan Mortgage Corp. FMAC 0.090000% 313396QU0 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 200000000.00 199959500.00 0.0121 N 199991200.00 199991200.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.270000% 3134G1U69 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2013-01-10 N N N 122000000.00 122062980.57 0.0074 N 121980968.00 121980968.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.171800% 3134G2GS5 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2013-05-06 N N N 265000000.00 264828491.52 0.0161 N 265151050.00 265151050.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.000000% 31398AUU4 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 157501000.00 158256529.11 0.0096 N 158294332.54 158294332.54 General Electric Capital Corp. General Elec Capt Co. 0.220000% 36959HAP2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N N 175000000.00 174878083.31 0.0106 N 174893250.00 174893250.00 Gotham Funding Corp. Gotham Funding Corp. 0.220000% 38346MXJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N Y Liquidity Bank of Tokyo-Mitsubishi N/A N/A 150000000.00 149984416.65 0.0091 N 149985000.00 149985000.00 Gotham Funding Corp. Gotham Funding Corp. 0.220000% 38346MXR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Liquidity Bank of Tokyo-Mitsubishi N/A N/A 60000000.00 59991199.99 0.0036 N 59991000.00 59991000.00 Gotham Funding Corp. Gotham Funding Corp. 0.220000% 38346MY16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Liquidity Bank of Tokyo-Mitsubishi N/A N/A 100000000.00 99981055.56 0.0061 N 99981000.00 99981000.00 Grampian Funding LLC Grampian Funding LLC 0.270000% 38501CXQ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 140000000.00 139975850.00 0.0085 N 139991600.00 139991600.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.366800% 48125LGP1 Other Note N First Tier Security N/A N/A 2011-12-09 2012-10-09 N N N 125000000.00 125000000.00 0.0076 N 124799125.00 124799125.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.499800% 53943NG36 Certificate of Deposit N First Tier Security N/A N/A 2011-10-19 2012-01-03 Y Lloyds TSB Bank N/A N/A N N 119000000.00 119000000.00 0.0072 N 118994050.00 118994050.00 LMA Americas LLC LMA Americas LLC 0.600000% 50202UX33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Liquidity Credit Agricole CIB Rabobank N N/A N/A 272000000.00 271990933.32 0.0165 N 271995702.40 271995702.40 LMA Americas LLC LMA Americas LLC 0.700000% 50202UX58 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N Y Liquidity Credit Agricole CIB Rabobank N N/A N/A 300000000.00 299976666.66 0.0182 N 299991000.00 299991000.00 LMA Americas LLC LMA Americas LLC 0.700000% 50202UX66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Liquidity Credit Agricole CIB Rabobank N N/A N/A 100000000.00 99990277.78 0.0061 N 99997000.00 99997000.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.180000% 59157UXL9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 134175000.00 134162253.38 0.0081 N 134161582.50 134161582.50 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.180000% 59157UY46 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 93000000.00 92984190.00 0.0056 N 92983260.00 92983260.00 Morgan Stanley Tri Party Repo Morgan Stanley Asset Funding, Inc. 0.050000% 45599R003_0.0500_M111003_CFH4 0000068136 Government Agency Repurchase Agreement N FMAC 2012-12-28 0.625000 Government Agency Debt 33619000.00 33806500.63 FMAC 2013-10-28 0.875000 Government Agency Debt 42169000.00 42694191.47 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 75000000.00 75000000.00 0.0045 N 75000000.00 75000000.00 National Australia Bank Ltd. National Australia Bank Ltd. 0.269800% 63252XMR8 Certificate of Deposit N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 44250000.00 44249547.04 0.0027 N 44249115.00 44249115.00 National Australia Bank Ltd. National Australia Bank Ltd. 0.269000% 63253TBS6 Certificate of Deposit N First Tier Security N/A N/A 2011-10-14 2012-04-16 N N N 217500000.00 217500000.00 0.0132 N 217460850.00 217460850.00 Natixis Natixis 0.380000% 63873BG50 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-11-30 N N N 204000000.00 203999994.80 0.0124 N 204004080.00 204004080.00 Natixis Natixis 0.366100% 63873ECS8 Certificate of Deposit N First Tier Security N/A N/A 2011-10-13 2011-11-07 N N N 261000000.00 261000000.00 0.0158 N 261000000.00 261000000.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.400000% 65557VUL3 Certificate of Deposit N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N N 165000000.00 165000000.00 0.0100 N 164823450.00 164823450.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.400000% 65557VUM1 Certificate of Deposit N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N N 85000000.00 85000000.00 0.0052 N 84909050.00 84909050.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.100000% 7588R1X34 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Credit (Cash)/Liquidity HSBC plc HSBC Bank USA HSBC Fr N/A N/A 60000000.00 59999666.68 0.0036 N 59999052.00 59999052.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.150000% 7588R1X75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N Y Credit (Cash)/Liquidity HSBC plc HSBC Bank USA HSBC Fr N/A N/A 238056000.00 238050048.60 0.0144 N 238047215.73 238047215.73 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.200000% 7588R1XD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N Y Credit (Cash)/Liquidity HSBC plc HSBC Bank USA HSBC Fr N/A N/A 80000000.00 79994666.67 0.0048 N 79994400.00 79994400.00 Royal Bank of Canada Royal Bank of Canada 0.275000% 78009J4M4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2012-04-05 N N N 100000000.00 100000000.00 0.0061 N 99975000.00 99975000.00 Royal Bank of Canada Royal Bank of Canada 0.260000% 78009JX26 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-11-10 N N N 95000000.00 95000000.00 0.0058 N 94999050.00 94999050.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC 0.553000% 78011HR80 Certificate of Deposit N First Tier Security N/A N/A 2011-10-25 2012-01-03 Y ROYAL BANK OF SCOTLAND N/A N/A N N 240500000.00 240500000.00 0.0146 N 240480760.00 240480760.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.500000% 83365SX32 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N Y Soc Generale N/A N/A N 200000000.00 199994444.44 0.0121 N 199998000.00 199998000.00 State Street Bank and Trust Co. State Street Bank and Trust Co. 0.010000% 85799F003_0.0100_M111003_CFH4 0000093748 Government Agency Repurchase Agreement N FMAC 2014-09-12 0.900000 Government Agency Debt 15000.00 15022.05 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 10000.00 10000.00 0.0000 N 10000.00 10000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.150000% 86562ERG5 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 410000000.00 410000000.00 0.0249 N 409995900.00 409995900.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.375600% 86959JBV9 Other Note N First Tier Security N/A N/A 2011-12-08 2012-09-07 N N N 203000000.00 203000000.00 0.0123 N 203000000.00 203000000.00 Thames Asset Global Securitization No. 1, Inc. Thames Asset Global Securitization No 1, Inc. 0.150000% 88324MX75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N Y Credit (LOC)/Liquidity ROYAL BANK OF SCOTLAND N/A N/A 40609000.00 40607984.77 0.0025 N 40607501.53 40607501.53 Thames Asset Global Securitization No. 1, Inc. Thames Asset Global Securitization No 1, Inc. 0.280000% 88324MXJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N Y Credit (LOC)/Liquidity ROYAL BANK OF SCOTLAND N/A N/A 98144000.00 98131023.18 0.0059 N 98134185.60 98134185.60 U.S. Treasury Note U.S. Treasury Note 4.625000% 912828FW5 Treasury Debt N First Tier Security N/A N/A 2011-10-31 2011-10-31 N Y US TREASURY N/A N/A N 245000000.00 245885548.08 0.0149 N 245851865.00 245851865.00 U.S. Treasury Note U.S. Treasury Note 4.500000% 912828GA2 Treasury Debt N First Tier Security N/A N/A 2011-11-30 2011-11-30 N Y US TREASURY N/A N/A N 100000000.00 100693870.96 0.0061 N 100707000.00 100707000.00 U.S. Treasury Note U.S. Treasury Note 4.625000% 912828GK0 Treasury Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N Y US TREASURY N/A N/A N 200000000.00 203554658.60 0.0123 N 203703200.00 203703200.00 U.S. Treasury Note U.S. Treasury Note 4.500000% 912828GM6 Treasury Debt N First Tier Security N/A N/A 2012-03-31 2012-03-31 N Y US TREASURY N/A N/A N 223000000.00 227693902.59 0.0138 N 227817246.00 227817246.00 U.S. Treasury Note U.S. Treasury Note 1.375000% 912828KC3 Treasury Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N Y US TREASURY N/A N/A N 75000000.00 75286380.91 0.0046 N 75360375.00 75360375.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828ML1 Treasury Debt N First Tier Security N/A N/A 2011-12-31 2011-12-31 N Y US TREASURY N/A N/A N 92500000.00 92675568.79 0.0056 N 92713212.50 92713212.50 U.S. Treasury Note U.S. Treasury Note 0.750000% 912828NE6 Treasury Debt N First Tier Security N/A N/A 2012-05-31 2012-05-31 N Y US TREASURY N/A N/A N 268000000.00 268953291.76 0.0163 N 269066640.00 269066640.00 Westpac Banking Corp. Westpac Banking Corp. 0.270000% 96121H6Q2 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-11-10 N N N 95000000.00 95000000.00 0.0058 N 94981950.00 94981950.00 Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. Series 144A 0.391800% 96122NAC4 Other Note N First Tier Security N/A N/A 2011-10-04 2012-05-04 N Y WESTPAC BK CORP N/A N/A N 140000000.00 140000000.00 0.0085 N 139917400.00 139917400.00