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BELLO CORP 2027-06-01 7.750 Other Note 9228581.00 8663330.41 BANK OF AMERICA CORPORATION 2058-01-30 8.000 Other Note 30000.00 31141.66 BAC CAPITAL TRUST XIV 2049-12-31 5.629 Other Note 15000.00 10898.65 THE REBULIC OF ARGENTIA 2033-12-31 8.279 Other Note 4567000.00 4225525.41 ANADARKA PETROLEUM 2036-09-15 6.450 Other Note 2895000.00 2910319.37 ANADARKA PETROLEUM CORPORATION 2017-09-15 6.375 Other Note 1261797.00 1369945.62 AMERISTAR CASINOS 2014-06-01 9.250 Other Note 433000.00 465565.20 AMERICAN AXLE &MANUFACTURING INC 2017-01-15 9.250 Other Note 5134000.00 5956224.36 RELIANCE HOLDING USA INC 2040-10-19 6.250 Other Note 2000000.00 2000800.00 CSN ISLANDS XII CORP 2099-12-01 7.000 Other Note 3675000.00 3623019.16 XTRA FIN CORP 2017-04-01 5.150 Other Note 200000.00 216591.00 WYETH 2037-04-01 5.950 Other Note 200000.00 223550.33 WYETH 2013-03-15 5.500 Other Note 140000.00 155180.82 WYETH 2014-02-01 5.500 Other Note 261000.00 295722.56 WALMART STORES INC 2037-08-15 6.500 Other Note 81000.00 95233.77 WAL-MART STORES INC 2040-07-08 4.875 Other Note 77000.00 74166.17 WAL-MART STORES,INC 2018-02-15 5.799 Other Note 30000.00 35001.63 WAL-MART STORES,INC 2014-02-03 3.000 Other Note 226000.00 237351.98 VERIZON COMMUNICATIONS 2018-02-15 5.500 Other Note 1482000.00 1653019.50 VALE OVERSEAS LTD 2034-01-17 8.250 Other Note 1138000.00 1442384.65 UNITED PARCEL SERVICE OF AMERICA, INC. 2038-01-15 6.200 Other Note 65000.00 77176.37 UNILEVER CAP 2019-02-15 4.799 Other Note 150000.00 164406.50 THOMSON CORP,CA 2013-07-15 5.950 Other Note 2002000.00 2274464.41 TEVA PHARMACEUTICAL FINANCE III 2012-06-15 1.500 Other Note 1788000.00 1804300.60 SOUTHERN COPPER 2020-04-16 5.375 Other Note 2092000.00 2129362.24 SIERRA PACIFIC PWR CO 2016-05-15 6.000 Other Note 1905000.00 2166683.50 SIEMENS FINANCIER 2012-02-16 5.500 Other Note 3000.00 3212.38 SASKATCHEWAN PROVINCE 2020-12-15 9.375 Other Note 2000.00 2818.73 PROVINCE OF SASKATCHEWAN 2013-07-15 7.375 Other Note 94000.00 110344.43 SASKATCHEWAN PROVINCE 2021-02-15 9.125 Other Note 19000.00 27070.29 CB SAGA PETROLEUM ASA 2027-09-23 7.250 Other Note 15000.00 19011.99 REPUBLIC SERVICES, INC. 2021-11-15 5.250 Other Note 1691071.00 1809565.75 RALSTON PURINA 2015-10-01 7.750 Other Note 5000.00 5950.32 PROVINCE DE QUEBEC 2026-12-01 8.625 Other Note 120000.00 166246.50 PROVINCE OF ONTARIO 2011-02-22 2.750 Other Note 78000.00 79011.20 THE PROCTER AND GAMBLE COMPY 2034-08-15 5.799 Other Note 250000.00 278240.27 POTASH CORP OF SASKATCHEWAN INC 2040-12-01 5.625 Other Note 1232000.00 1233655.50 PFIZER INC 2039-03-15 7.200 Other Note 199000.00 258212.44 PFIZER INC 2018-03-01 4.650 Other Note 274000.00 296676.24 PPG INDUSTRIES 2040-11-15 5.500 Other Note 2440000.00 2364765.31 PPG INDUSTRIES 2016-01-15 1.900 Other Note 1300000.00 1233785.94 PROVINCE OF ONTARIO CANADA 2011-05-20 3.375 Other Note 245000.00 248700.41 PROVINCE OF ONTARIO 2015-02-05 2.950 Other Note 284000.00 295809.82 PROVINCE OF ONTARIO 2012-01-20 2.625 Other Note 184000.00 189932.08 PROVINCE OF NOVA SCOTIA 2013-07-27 7.250 Other Note 95000.00 110979.36 PROVINCE OF NOVA SCOTIA 2015-07-21 2.375 Other Note 55000.00 55502.45 NEXEN INC 9.75% PFD 2035-03-10 5.875 Other Note 452264.00 421616.14 MICROSOFT CORP 2039-06-01 5.200 Other Note 2000.00 2068.90 MELLON FUNDING CORP 2018-11-15 5.500 Other Note 20000.00 21787.95 PROVINCE OF MANITOBA 2015-07-15 2.625 Other Note 88000.00 90749.88 PROVINCE OF MANITOBA 2020-01-15 8.800 Other Note 30000.00 41986.73 LOCKHEAD MARTIN CORP 2019-11-15 4.250 Other Note 1900000.00 1932111.05 KINDER MORGAN 2011-03-15 6.750 Other Note 1567000.00 1615788.54 JOHNSON & JOHNSON 2038-07-15 5.850 Other Note 84000.00 97424.46 JOHNSON & JOHNSON 2033-05-15 4.950 Other Note 182000.00 182478.66 JOHNSON & JOHNSON 2013-05-15 3.800 Other Note 244000.00 259968.71 J P MORGAN CHASE 2020-07-22 4.400 Other Note 86000.00 85860.96 JP MORGAN CHASE CO 2015-03-01 4.750 Other Note 130000.00 140041.84 INTL PAPER CAPITAL TR 2018-06-15 7.950 Other Note 2089491.00 2484453.55 INTL CCE INC 2015-09-15 2.125 Other Note 2520000.00 2458423.79 IBM CORPORATION 2012-11-29 4.750 Other Note 50000.00 53847.11 IBM CORP,NY 2013-10-15 6.500 Other Note 100000.00 115191.22 IBM CORP 2016-01-05 2.000 Other Note 5140000.00 5015160.82 HYDRO-QUEBEC 2029-12-01 8.500 Other Note 30000.00 40410.40 HYDRO-QUEBEC HH I/C 2029-12-01 8.500 Other Note 125000.00 168376.66 HYDRO QUEBEC IO 2024-07-07 8.050 Other Note 37000.00 52683.86 HYDRO- QUEBEC 2029-06-15 8.625 Other Note 90000.00 121544.40 HYDRO-QUEBEC 2028-04-15 8.250 Other Note 82000.00 101241.02 HYDRO QUEBEC 2026-04-15 8.250 Other Note 14944.00 20061.82 HYDRO-QUEBEC 2026-04-15 8.250 Other Note 85000.00 104944.96 HYDRO-QUEBEC 2021-02-01 9.400 Other Note 35000.00 50243.08 HYDRO-QUEBEC 2013-02-01 8.000 Other Note 72000.00 83728.31 HYDRO-QUEBEC 2027-01-15 8.250 Other Note 28000.00 37591.44 O-QUEBEC F 2022-01-15 8.400 Other Note 131000.00 184667.20 CB HYDROQUBEC-MTN 2022-01-15 8.400 Other Note 10000.00 14096.73 HSBC FINANCE CORPORATION 8.875% ADJ CV EQTY BE 2021-01-15 6.676 Other Note 381000.00 384929.04 GEORGIA POWER COMPANY 2040-09-01 4.750 Other Note 3180000.00 2958090.76 GE CAP CP INT NTS 2023-11-15 5.799 Other Note 35000.00 34462.67 GE CAP CP INT NTS 2016-01-15 5.250 Other Note 15000.00 15077.45 GENERAL ELEC CAPT CORP 2013-09-16 1.875 Other Note 20000.00 20089.77 GENERAL ELEC CAPT CORP 2014-09-15 0.797 Other Note 515000.00 499979.63 GENERAL ELECTRIC COMPANY 2017-12-06 5.250 Other Note 38000.00 41037.94 GENENTECH INC 2035-07-15 5.250 Other Note 47000.00 48201.24 FIRST HORIZON NARTL CORP 2015-12-15 5.375 Other Note 2700000.00 2722767.37 FINANCEMENT-QUEBEC 2012-10-25 5.000 Other Note 80000.00 86048.53 EXPORT DELV CANADA 2015-10-27 1.250 Other Note 200000.00 192360.44 EXPORT DEV CANADA 2011-07-15 3.750 Other Note 35000.00 36227.85 EXPORT DEVELOPMENT,CANADA 2014-04-24 3.125 Other Note 155000.00 164125.77 ENTERGY CORP NEW 2020-09-15 5.125 Other Note 1430000.00 1414713.69 ENTERGY ARK INC 2013-08-01 5.400 Other Note 2000000.00 2222500.00 ENCANA CORP 2013-10-15 4.750 Other Note 1917819.00 2086851.30 ENCANA CORP 2037-08-15 6.625 Other Note 2000000.00 2212495.55 ENCANA CORPORATION 2038-02-01 6.500 Other Note 2510000.00 2759226.26 EMORY UNIVERSITY,GA 2019-09-01 5.625 Other Note 25000.00 27894.56 DOW CHEMICAL COMPANY 2020-11-15 4.250 Other Note 2140000.00 2050074.82 DOW CHEMICAL CO 2014-05-15 7.600 Other Note 1269832.00 1474492.23 DEVON ENERGY CORPORATION 2011-09-30 6.875 Other Note 1380000.00 1465889.09 CREDIT SUISSE BOSTON 2011-11-15 6.125 Other Note 50000.00 52786.31 CREDIT SUISSE BOSTON INC 2013-08-15 5.500 Other Note 12000.00 13366.05 COVIDIEN INT'L FINANCE SA 2017-10-15 6.000 Other Note 1555000.00 1780376.51 CONSTELLATION ENERGY GROUP 2020-12-01 5.150 Other Note 2090000.00 2052154.16 COMCAST CORP SPL A 2018-05-15 5.700 Other Note 1200000.00 1324060.00 COMCAST CORP 2017-01-15 6.500 Other Note 1649370.00 1944445.95 GCB COCACOLA COMPANY 2011-09-15 5.750 Other Note 48000.00 49091.46 CANADIAN NATURAL RESO 2012-10-01 5.450 Other Note 2047000.00 2219899.85 CANADIAN NATURAL RESO 2013-02-01 5.150 Other Note 2070000.00 2272877.25 CANADA MORTGAGE 2011-09-01 5.000 Other Note 175000.00 183105.41 CANADA,CA 2014-09-10 2.375 Other Note 210000.00 217533.31 BURLINGTN NORTH SANTA FE 2021-01-15 8.250 Other Note 125000.00 115561.93 PANAMA CENTRAL SCHL DIST NY 2015-06-15 2.850 Other Note 105000.00 107972.20 BERKSHIRE HATHAWAY INC 2013-02-11 0.834 Other Note 125000.00 125764.85 BERKSHIRE HATHAWAY INC 2012-02-10 0.591 Other Note 1025000.00 1027375.54 BERKSHIRE HATHAWAY INC 2012-02-10 1.400 Other Note 10000.00 10127.53 BERKSHIRE HATHAWAY FINANCE CORPORATION 2013-08-15 5.000 Other Note 201000.00 222725.86 BAXER INTERNATIONAL 2019-08-15 4.500 Other Note 1375000.00 1458173.75 BAXTER INTERNATIONAL 2020-03-15 4.250 Other Note 1845177.00 1910503.44 BANK OF NOVA SCOTIA HALIFAX 2013-12-17 2.375 Other Note 88000.00 90621.83 BANK OF MONTREAL 2013-06-28 2.125 Other Note 30000.00 30494.61 BHP BILLITON FINANCE (USA) LIMITED 2012-03-29 5.125 Other Note 96000.00 101808.61 ASTRAZENECA PLC SPONSORED ADR 2037-09-15 6.450 Other Note 32000.00 38141.81 ARCELORMITTAL CLASS A N.Y. REGISTRY NEW 2015-08-05 3.750 Other Note 1739000.00 1775759.56 ANHEUSER BUSCH INBEV WORLDWIDE INC 2012-10-15 3.000 Other Note 1390000.00 1441921.13 CB AMERICAN HOME 2011-03-15 6.950 Other Note 191000.00 197404.97 AMERENE ENERGY GENERATING COMPANY 2032-06-01 7.950 Other Note 2162000.00 2082405.97 ALCOA INC PRF 2037-02-01 5.950 Other Note 2544000.00 2420289.51 ABBOTT LABS IL 2019-04-01 5.125 Other Note 924000.00 1024431.86 ABBOTT LABS 2014-03-15 4.349 Other Note 27000.00 29402.41 ABBOTT LABS 2012-11-30 5.150 Other Note 5000.00 5423.87 BOLIVARIAN REPUBLIC OF VENEZUELA 2019-10-13 7.750 Other Note 30000.00 20603.74 BOLIVARIAN REPUBLIC OF VENEZUELA 2038-03-31 7.000 Other Note 1000000.00 577694.44 COSAN S.A INDUSTRIA E COMERICA 2099-05-15 8.250 Other Note 1750000.00 1742299.00 BOLIVARIAN REPUBLIC OF VENEZELA 2028-05-07 9.250 Other Note 218000.00 150174.75 WYNDHAM WORLDWIDE CORPORATION 2016-12-01 6.000 Other Note 25000.00 26207.24 WINDSTREAM CORP 2017-11-01 7.875 Other Note 1000000.00 1064374.99 WMB 7.750 06/15/31 2031-06-15 7.750 Other Note 40000.00 45068.57 WHITING PETROLEUM CORP 2018-10-01 6.500 Other Note 1172000.00 1204457.88 WHITING PETROLEUM 2014-02-01 7.000 Other Note 50000.00 52500.00 WESTLAKE CHEM CORP NT 2016-01-15 6.625 Other Note 625000.00 661736.11 WEST FRASER TIMBER LTD 2014-10-15 5.200 Other Note 3195000.00 3226080.24 THE REPUBLIC OF VENEZULA NOTES 2013-09-19 10.750 Other Note 50000.00 49647.91 THE REPUBLIC OF VENEZULA NOTES 2027-09-15 9.250 Other Note 3549000.00 2687430.95 REPUBLIC OF URAGUAY 2022-11-18 8.000 Other Note 23000.00 28462.50 REPUBLIC OF URAGUAY 2033-01-15 7.875 Other Note 301000.00 373635.06 CB UNION PACIFIC RES 2029-04-15 7.950 Other Note 12000.00 13131.75 TURNING STONE 2014-09-01 9.125 Other Note 50000.00 52645.83 TENET HEALTHCARE CORP 2018-05-01 10.000 Other Note 57000.00 67355.00 TENET HEALTHCARE CORP 2015-05-01 9.000 Other Note 57000.00 64124.99 TARGA RESOURCES PARTNERS LP 2016-07-01 8.250 Other Note 100000.00 109375.00 SUBURBAN PROPANE PARTNERS 2020-03-15 7.375 Other Note 500000.00 544607.63 SPRINT CAPITAL CORP 2012-03-15 8.375 Other Note 20000.00 21643.19 GCB SPRINT CAPITAL COR 2011-01-30 7.625 Other Note 5000.00 5172.41 SPEEDWAY MOTORSPORTS INC 2016-06-01 8.750 Other Note 20000.00 21695.83 SENECA GAMING CORP 2018-12-01 8.250 Other Note 2250000.00 2277796.87 SEMINOLE TRIBE OF FL 2017-10-01 7.750 Other Note 4542000.00 4740460.16 SEARS ROEBUCK ACCP CP 2013-01-15 7.500 Other Note 40000.00 42983.33 SEARS ROEBUCK 2032-06-01 7.000 Other Note 50000.00 41541.66 SEARS 7.000 02/01/11 2011-02-01 7.000 Other Note 60000.00 62049.99 SEALED AIR CORP 2017-06-15 7.875 Other Note 3315000.00 3645936.44 SCIENTIFIC GAMES INTL INC 2019-06-15 9.250 Other Note 494000.00 512085.88 SCIENTIFIC GAMES CORP 2012-12-15 0.000 Other Note 385000.00 385481.25 SAN PASQUAL CASINO 2013-09-15 8.000 Other Note 695000.00 712239.86 SLM CORP EDNOTES 2014-12-15 6.750 Other Note 25000.00 21270.50 SLM CORP 2018-06-15 8.449 Other Note 212000.00 220332.77 SLM CORP 2019-05-03 4.270 Other Note 31000.00 21850.40 SLM CORP,VA 2020-03-25 8.000 Other Note 15000.00 15462.95 SLM CORP 2014-02-01 4.171 Other Note 10000.00 9260.95 ROYAL CARIBBEAN CRUISES LTD 2013-12-01 6.875 Other Note 30000.00 32196.87 ROYAL CARIBBEAN CRUISES LTD 2016-06-15 7.250 Other Note 15000.00 16210.83 ROYAL CARIBBEAN 2013-06-15 7.000 Other Note 10000.00 10606.11 ROADHOUSE FINANCING INC TO MERGED WI 2017-10-15 10.750 Other Note 1720000.00 1902797.77 RITE AID CORP 2015-12-15 9.375 Other Note 3360000.00 2899400.00 REPUBLICA ORIENTAL DEL URUGUAY 2036-03-21 7.625 Other Note 100000.00 118750.00 REGIONS FINL CORP NEW 2015-06-15 5.750 Other Note 930000.00 912614.16 REGENCY ENERGY PARTNERS LP 2018-12-01 6.875 Other Note 150000.00 153736.97 REGAL CINEMAS CORP 2019-07-15 8.625 Other Note 4592000.00 5050147.65 RANGE RES CORP 2017-10-01 7.500 Other Note 165000.00 176962.50 RANGE RESOURCES 2016-05-15 7.500 Other Note 4030000.00 4181125.00 QUICKSILVER RESOURCES 2016-01-01 11.750 Other Note 1500000.00 1835624.99 QUEBECOR MEDIA INC 2016-03-15 7.750 Other Note 1269000.00 1316966.43 PUBLIC SERV CO OF NEW MEXICO 2018-05-15 7.950 Other Note 2900000.00 3276415.16 PROLOGIS TRUST 2018-05-15 6.625 Other Note 27000.00 28787.81 PRIDE INTL INC 2020-08-15 6.875 Other Note 2035000.00 2168440.88 PFD PRECISION DRILLING 2020-11-15 6.625 Other Note 3000000.00 3076791.66 POKAGON GAMING AUTH 2014-06-15 10.375 Other Note 1345000.00 1408364.44 PLAINS EXPLORATION & PRODUCTION CO 2019-10-15 8.625 Other Note 135000.00 150283.12 PLAINS EXPLORATION & PROD 2015-06-15 7.750 Other Note 450000.00 470675.00 PLAINS EXPLORATION & PRODUCTION CO 2017-03-15 7.000 Other Note 2000000.00 2091222.21 PIONEER NAT RESOURSES 2016-07-15 5.875 Other Note 80000.00 84199.22 PIONEER NATURAL RESOURCES 2018-05-01 6.875 Other Note 62000.00 66370.27 PIONEER NATL RES 2028-01-15 7.200 Other Note 490000.00 523888.39 PILGRIMS PRIDE CORP NEW 2018-12-15 7.875 Other Note 3000000.00 2996156.25 PAETEC HLDG CORP 2015-07-15 9.500 Other Note 5000000.00 5394027.77 PAETEC HOLDING CORP 2017-06-30 8.875 Other Note 1974000.00 2107731.64 P M COASTER CORPD EDU REF IST SER 4 2018-10-01 9.000 Other Note 550000.00 606787.50 OWENS CORNING 2036-12-01 7.000 Other Note 2000000.00 2050086.66 OWENS CORNING 2016-12-01 6.500 Other Note 500000.00 530698.33 NII CAPITAL CORP 2019-12-15 8.875 Other Note 110000.00 118958.88 NORTHERN TIER ENERGY LLC 2017-12-01 10.500 Other Note 2400000.00 2469000.00 NEXTEL COMM ,INC 2013-10-31 6.875 Other Note 40000.00 40565.97 NRG ENERGY INC 2019-06-15 8.500 Other Note 951000.00 983122.66 NRG ENERGY INC 2016-02-01 7.375 Other Note 5000.00 5278.64 THE MAY DEPT STORES CO 2034-07-15 6.700 Other Note 100000.00 101214.44 MAY DEPT STORE CO 2024-07-15 6.650 Other Note 3030000.00 3020968.91 MAY DEPT STORES 2012-07-15 8.000 Other Note 350000.00 390036.11 MASSEY ENERGY COMPANY 2013-12-15 6.875 Other Note 5000.00 5059.02 MASCO CORPORATION 2012-07-15 5.875 Other Note 445000.00 478303.92 MARKWEST ENERGY PARTNERS 2020-11-01 6.750 Other Note 800000.00 803850.00 MARKWEST ENERGY PARTNERS LP 2016-07-15 8.500 Other Note 335000.00 367392.63 MARINA DISTRICT FINANCE COMPANY INC 2015-10-15 9.500 Other Note 1000000.00 1021291.66 MACY'S RETAIL HLDGS INC 2028-02-15 7.000 Other Note 7000.00 7132.61 M & I MARSHALL & ILSLEY 2015-06-16 4.849 Other Note 27000.00 27421.76 M & I MARSHALL & ILSLEY 2017-01-17 5.000 Other Note 157000.00 162383.18 LINN ENERGY LLC LINN ENERGY FIN CO 2021-02-01 7.750 Other Note 2500000.00 2621163.19 LIFE TECHNOLOGIES CORPORATION 2016-01-15 3.500 Other Note 7000000.00 6970759.44 LIBERTY MEDIAS 2029-07-15 8.500 Other Note 20000.00 20283.88 LIBERTY MEDIA CORP 2030-02-01 8.250 Other Note 60000.00 60262.50 LEVEL 3 FIN INC 2018-02-01 10.000 Other Note 4500000.00 4519999.99 LEUCADIA NATIONAL CORP 2015-09-15 8.125 Other Note 10000.00 11139.23 LEUCADIA NATIONAL CORP 2013-08-15 7.000 Other Note 1000.00 1097.69 KINDER MORGAN FINANCE 2011-01-05 5.350 Other Note 1370000.00 1405833.11 KEY ENERGY GROUP INC 2014-12-01 8.375 Other Note 1631000.00 1732088.02 JARDEN CORP 2020-01-15 7.500 Other Note 90000.00 96937.50 JABIL CIRCUIT INC 2020-12-15 5.625 Other Note 2725000.00 2688808.59 THE INTERPUBLIC GROUP OF COMPANIES 2014-11-15 6.250 Other Note 1000.00 1085.48 THE INTERPUBLIC GROUP OF COMPANIES 2017-07-15 10.000 Other Note 455000.00 552193.05 INTERNATIONAL LEASE FIN MTN BE 2015-06-15 6.500 Other Note 25000.00 23336.72 INTL LEASE 2013-09-20 5.625 Other Note 110000.00 112010.93 INTL LEASE FINANCE 2011-07-15 0.845 Other Note 171000.00 168348.79 INTL LEASE FINANCE 2014-06-01 5.650 Other Note 90000.00 89523.75 INTL LEASE FINANCE 2012-03-01 5.350 Other Note 45000.00 46140.00 INTERNATIONAL LEASE FIN CORP 2011-10-15 5.099 Other Note 75000.00 74650.25 INTERNATIONAL LEASE FIN CORP 2012-06-15 5.150 Other Note 40000.00 39022.35 INTL LEASE FIN CORP 2020-12-15 8.250 Other Note 271000.00 279943.00 INERGY L P INERGY FINANCE CORP 2018-10-01 7.000 Other Note 3165000.00 3247202.08 HOST MARRIOTT LP 2015-03-15 6.375 Other Note 579000.00 598553.31 HEALTHSOUTH REHABILITATION CORP 2018-10-01 7.250 Other Note 410000.00 425218.40 HEALTHSOUTH REHABILITATION CORP 2022-09-15 7.750 Other Note 1500000.00 1574322.91 HARVEST OPERATIONS CORP 2017-10-01 6.875 Other Note 1500000.00 1570208.33 GEOKINETICS HOLDINGS USA INC 2014-12-15 9.750 Other Note 2349628.00 2265824.60 WTS GEOEYE INC 2015-10-01 9.625 Other Note 300000.00 350309.37 FRAC TECH SERVICES LLC FRAC TECH FINANCE 2018-11-15 7.125 Other Note 1501000.00 1538071.57 FOREST OIL CORP 2014-02-15 8.500 Other Note 125000.00 140576.38 FORD MTR CRDT CO CONT 2017-07-20 7.250 Other Note 22000.00 22340.30 FORD MTR CRDT CO CONT 2015-03-20 6.500 Other Note 5000.00 5047.73 FORD MTR CRDT CO CONT 2014-03-20 6.049 Other Note 10000.00 10197.73 FORD MOTOR CREDIT COMPANY 2011-10-25 7.250 Other Note 656000.00 686760.93 GCB FORD MOTOR COMPANY 2028-10-01 6.625 Other Note 86000.00 84629.37 FORD MOTOR COMPANY 2021-09-15 9.214 Other Note 368000.00 421758.56 FORD MOTOR COMPANY 2031-07-16 7.450 Other Note 22000.00 24318.70 FORD MOTOR CO 2043-06-15 7.750 Other Note 35000.00 35120.55 B FORD MOTOR CORP 2029-02-01 6.375 Other Note 149000.00 145880.31 CB FORD HOLDINGS INC 2030-03-01 9.300 Other Note 20000.00 23920.00 FORD HLDNGS INC. 2020-03-01 9.375 Other Note 315000.00 367441.20 FIRST DATA CORP 2016-03-31 11.250 Other Note 5850000.00 5197359.37 FERRELLGAS FINACE CORP 2021-05-01 6.500 Other Note 1000000.00 981680.55 FEDERATED 2016-12-01 5.900 Other Note 2509000.00 2690693.41 FEDERATED RETAIL HLDGS INC 2037-03-15 6.375 Other Note 191000.00 190765.22 FEDERATED RETAIL HLDGS INC 2012-03-15 5.350 Other Note 6785000.00 7112395.09 FAIRFAX FINL HLDGS 2037-07-15 7.750 Other Note 55000.00 55384.23 FAIRFAX FINANCIAL HOLDINGS LIMITED 2012-04-26 7.750 Other Note 1000.00 1055.41 WTS EQUI HLDS 2016-02-01 9.500 Other Note 1750000.00 1915520.83 EQUINIX INC 2018-03-01 8.125 Other Note 2945000.00 3157285.42 ENDO PHARMA HLDG INC 2020-12-15 7.000 Other Note 255000.00 260709.16 ECHOSTAR DBS CORP 2014-10-01 6.625 Other Note 101000.00 106460.31 EXCO RESOURCES INC 2018-09-15 7.500 Other Note 2840000.00 2845916.66 IAI REG S DUPONT FABROS TECH 2017-12-15 8.500 Other Note 2915000.00 3130062.22 DENBURY RESOURCES INC 2016-03-01 9.750 Other Note 3000.00 3442.49 CRICKET COMMUNICATIONS, INC 2020-10-15 7.750 Other Note 3250000.00 3125010.41 CORRECTIONS CORPORATION OF AMERICA,TN 2017-06-01 7.750 Other Note 1102000.00 1175237.08 CONTINENTAL RESOURCES, INC 2021-04-01 7.125 Other Note 285000.00 303804.06 CONSTELLATION BRANDS INC 2016-09-01 7.250 Other Note 26000.00 28188.33 CONSTELLATION BRANDS INC 2017-05-15 7.250 Other Note 50000.00 53400.69 CONSOL ENERGY INC 2017-04-01 8.000 Other Note 1000000.00 1084999.99 CONNACHER OIL & GAS LIMITED 2014-07-15 11.750 Other Note 780000.00 886610.83 COMSTOCK RESOURCES INC 2017-10-15 8.375 Other Note 1070000.00 1091593.19 COMPAGNIE GENERALE DE GEOPHYSIQUE 2017-05-15 7.750 Other Note 515000.00 532974.93 COMPAGNIE GENERALE DE GEOPHYSIQUE 2015-05-15 7.500 Other Note 1875000.00 1925781.25 COMED FINANCING III 2033-03-15 6.350 Other Note 10000.00 8584.87 First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2011-01-03 2011-01-03 N N N 350000000.00 350000000.00 0.0115 - N/A - N 350000000.00 350000000.00 RBC CAPITAL MARKETS RBC CAPITAL MARKETS-0.28 780050 0000050916 Other Repurchase Agreement Y USTR 2011-12-31 1.000 Treasury Debt 110646300.00 111372139.72 USTR 2014-09-30 2.375 Treasury Debt 100500000.00 104495151.09 USTR 2011-04-30 0.875 Treasury Debt 31681200.00 31800779.02 USTR 2015-03-31 2.500 Treasury Debt 105223200.00 109332027.20 WMALT SERIRS 2036-07-25 6.000 Other Note 9932600.00 6456223.96 MORGAN STANLEY MORT LN TR 2035-01-25 0.000 Other Note 17000000.00 1641064.41 GSAMP TRUST 2004-HE2 2034-12-25 0.000 Other Note 20000000.00 1156885.60 FNMA 2032-10-25 0.000 Government Agency Debt 26902158.00 29247246.01 CWALT INC 2036-02-25 5.500 Other Note 8000000.00 6035149.33 CSMC SERIES 2009 16R 2037-08-26 6.000 Other Note 3848039.00 2825436.65 BAYVIEW 2004-D 2036-04-28 0.560 Other Note 7000000.00 3851256.49 REPUBLIC OF COLUMBIA NTS DUE 1998 2024-05-21 8.125 Other Note 226000.00 287365.27 REP OF COLUMBIA 2027-02-15 8.375 Other Note 560000.00 694501.11 REP OF COLUMBIA F 2016-02-15 8.699 Other Note 28000.00 34394.26 CITZENS COMM CO CLASS B 2013-01-15 6.250 Other Note 942000.00 1018602.91 CINCINNATI BELL INC 2020-10-15 8.375 Other Note 3583000.00 3505530.06 CINCINNATI BELL INC 2015-02-15 7.000 Other Note 64000.00 65212.44 CHESAPEAKE ENERGY CORP 2018-12-15 7.250 Other Note 4000.00 4152.88 CENTRAL GARDEN & PET 2018-03-01 8.250 Other Note 1817000.00 1889679.99 CC HOLDINGS GS V LLC CROWN CASTLE GS III 2014-05-01 7.750 Other Note 304000.00 336046.66 SE CORP 2016-01-15 7.250 Other Note 26000.00 28949.19 CASCADES INC 2017-12-15 7.750 Other Note 2765000.00 2892036.38 CALPINE CORP 2017-10-15 7.250 Other Note 2000000.00 2020611.11 CSN ISLANDS XII CORP 2099-12-01 7.000 Other Note 2000000.00 1971711.11 CSC HOLDINGS,INC 2019-02-15 8.625 Other Note 1250000.00 1453229.16 CSCHLDGS INC 2012-04-15 6.750 Other Note 78000.00 82134.00 CMS ENERGY CORP 2017-07-17 6.549 Other Note 171000.00 186335.09 CMS ENERGY CORP 2020-02-01 6.250 Other Note 150000.00 156282.24 BUMBLE BEE ACQUISITION CORP 2017-12-15 9.000 Other Note 2620000.00 2741830.00 BOSTON SCIENTIFIC 2016-06-15 6.400 Other Note 825000.00 883025.91 BOSTON SCIENTIFIC CORP 2015-01-15 4.500 Other Note 85000.00 88360.90 THE BON-TON DEPARTMENT STORES, INC. 2014-03-15 10.250 Other Note 4400000.00 4620794.44 BOISE PAPER HLDG BOISE FIN CO 2017-11-01 9.000 Other Note 270000.00 299024.99 BOISE CASCADE 2014-10-15 7.125 Other Note 4929000.00 4892237.87 BLOCK COMM INC 2015-12-15 8.250 Other Note 150000.00 151675.00 BIO-RAD LABORATORIES INC 2020-12-15 4.875 Other Note 850000.00 824218.79 BERRY PETE CO 2020-11-01 6.750 Other Note 1150000.00 1162937.50 A.H. BELLO CORP 2027-06-01 7.750 Other Note 9228581.00 8663330.41 BANK OF AMERICA CORPORATION 2058-01-30 8.000 Other Note 30000.00 31141.66 BAC CAPITAL TRUST XIV 2049-12-31 5.629 Other Note 15000.00 10898.65 THE REBULIC OF ARGENTIA 2033-12-31 8.279 Other Note 4567000.00 4225525.41 ANADARKA PETROLEUM 2036-09-15 6.450 Other Note 2895000.00 2910319.37 ANADARKA PETROLEUM CORPORATION 2017-09-15 6.375 Other Note 1261797.00 1369945.62 AMERISTAR CASINOS 2014-06-01 9.250 Other Note 433000.00 465565.20 AMERICAN AXLE &MANUFACTURING INC 2017-01-15 9.250 Other Note 5134000.00 5956224.36 RELIANCE HOLDING USA INC 2040-10-19 6.250 Other Note 2000000.00 2000800.00 CSN ISLANDS XII CORP 2099-12-01 7.000 Other Note 3675000.00 3623019.16 XTRA FIN CORP 2017-04-01 5.150 Other Note 200000.00 216591.00 WYETH 2037-04-01 5.950 Other Note 200000.00 223550.33 WYETH 2013-03-15 5.500 Other Note 140000.00 155180.82 WYETH 2014-02-01 5.500 Other Note 261000.00 295722.56 WALMART STORES INC 2037-08-15 6.500 Other Note 81000.00 95233.77 WAL-MART STORES INC 2040-07-08 4.875 Other Note 77000.00 74166.17 WAL-MART STORES,INC 2018-02-15 5.799 Other Note 30000.00 35001.63 WAL-MART STORES,INC 2014-02-03 3.000 Other Note 226000.00 237351.98 VERIZON COMMUNICATIONS 2018-02-15 5.500 Other Note 1482000.00 1653019.50 VALE OVERSEAS LTD 2034-01-17 8.250 Other Note 1138000.00 1442384.65 UNITED PARCEL SERVICE OF AMERICA, INC. 2038-01-15 6.200 Other Note 65000.00 77176.37 UNILEVER CAP 2019-02-15 4.799 Other Note 150000.00 164406.50 THOMSON CORP,CA 2013-07-15 5.950 Other Note 2002000.00 2274464.41 TEVA PHARMACEUTICAL FINANCE III 2012-06-15 1.500 Other Note 1788000.00 1804300.60 SOUTHERN COPPER 2020-04-16 5.375 Other Note 2092000.00 2129362.24 SIERRA PACIFIC PWR CO 2016-05-15 6.000 Other Note 1905000.00 2166683.50 SIEMENS FINANCIER 2012-02-16 5.500 Other Note 3000.00 3212.38 SASKATCHEWAN PROVINCE 2020-12-15 9.375 Other Note 2000.00 2818.73 PROVINCE OF SASKATCHEWAN 2013-07-15 7.375 Other Note 94000.00 110344.43 SASKATCHEWAN PROVINCE 2021-02-15 9.125 Other Note 19000.00 27070.29 CB SAGA PETROLEUM ASA 2027-09-23 7.250 Other Note 15000.00 19011.99 REPUBLIC SERVICES, INC. 2021-11-15 5.250 Other Note 1691071.00 1809565.75 RALSTON PURINA 2015-10-01 7.750 Other Note 5000.00 5950.32 PROVINCE DE QUEBEC 2026-12-01 8.625 Other Note 120000.00 166246.50 PROVINCE OF ONTARIO 2011-02-22 2.750 Other Note 78000.00 79011.20 THE PROCTER AND GAMBLE COMPY 2034-08-15 5.799 Other Note 250000.00 278240.27 POTASH CORP OF SASKATCHEWAN INC 2040-12-01 5.625 Other Note 1232000.00 1233655.50 PFIZER INC 2039-03-15 7.200 Other Note 199000.00 258212.44 PFIZER INC 2018-03-01 4.650 Other Note 274000.00 296676.24 PPG INDUSTRIES 2040-11-15 5.500 Other Note 2440000.00 2364765.31 PPG INDUSTRIES 2016-01-15 1.900 Other Note 1300000.00 1233785.94 PROVINCE OF ONTARIO CANADA 2011-05-20 3.375 Other Note 245000.00 248700.41 PROVINCE OF ONTARIO 2015-02-05 2.950 Other Note 284000.00 295809.82 PROVINCE OF ONTARIO 2012-01-20 2.625 Other Note 184000.00 189932.08 PROVINCE OF NOVA SCOTIA 2013-07-27 7.250 Other Note 95000.00 110979.36 PROVINCE OF NOVA SCOTIA 2015-07-21 2.375 Other Note 55000.00 55502.45 NEXEN INC 9.75% PFD 2035-03-10 5.875 Other Note 452264.00 421616.14 MICROSOFT CORP 2039-06-01 5.200 Other Note 2000.00 2068.90 MELLON FUNDING CORP 2018-11-15 5.500 Other Note 20000.00 21787.95 PROVINCE OF MANITOBA 2015-07-15 2.625 Other Note 88000.00 90749.88 PROVINCE OF MANITOBA 2020-01-15 8.800 Other Note 30000.00 41986.73 LOCKHEAD MARTIN CORP 2019-11-15 4.250 Other Note 1900000.00 1932111.05 KINDER MORGAN 2011-03-15 6.750 Other Note 1567000.00 1615788.54 JOHNSON & JOHNSON 2038-07-15 5.850 Other Note 84000.00 97424.46 JOHNSON & JOHNSON 2033-05-15 4.950 Other Note 182000.00 182478.66 JOHNSON & JOHNSON 2013-05-15 3.800 Other Note 244000.00 259968.71 J P MORGAN CHASE 2020-07-22 4.400 Other Note 86000.00 85860.96 JP MORGAN CHASE CO 2015-03-01 4.750 Other Note 130000.00 140041.84 INTL PAPER CAPITAL TR 2018-06-15 7.950 Other Note 2089491.00 2484453.55 INTL CCE INC 2015-09-15 2.125 Other Note 2520000.00 2458423.79 IBM CORPORATION 2012-11-29 4.750 Other Note 50000.00 53847.11 IBM CORP,NY 2013-10-15 6.500 Other Note 100000.00 115191.22 IBM CORP 2016-01-05 2.000 Other Note 5140000.00 5015160.82 HYDRO-QUEBEC 2029-12-01 8.500 Other Note 30000.00 40410.40 HYDRO-QUEBEC HH I/C 2029-12-01 8.500 Other Note 125000.00 168376.66 HYDRO QUEBEC IO 2024-07-07 8.050 Other Note 37000.00 52683.86 HYDRO- QUEBEC 2029-06-15 8.625 Other Note 90000.00 121544.40 HYDRO-QUEBEC 2028-04-15 8.250 Other Note 82000.00 101241.02 HYDRO QUEBEC 2026-04-15 8.250 Other Note 14944.00 20061.82 HYDRO-QUEBEC 2026-04-15 8.250 Other Note 85000.00 104944.96 HYDRO-QUEBEC 2021-02-01 9.400 Other Note 35000.00 50243.08 HYDRO-QUEBEC 2013-02-01 8.000 Other Note 72000.00 83728.31 HYDRO-QUEBEC 2027-01-15 8.250 Other Note 28000.00 37591.44 O-QUEBEC F 2022-01-15 8.400 Other Note 131000.00 184667.20 CB HYDROQUBEC-MTN 2022-01-15 8.400 Other Note 10000.00 14096.73 HSBC FINANCE CORPORATION 8.875% ADJ CV EQTY BE 2021-01-15 6.676 Other Note 381000.00 384929.04 GEORGIA POWER COMPANY 2040-09-01 4.750 Other Note 3180000.00 2958090.76 GE CAP CP INT NTS 2023-11-15 5.799 Other Note 35000.00 34462.67 GE CAP CP INT NTS 2016-01-15 5.250 Other Note 15000.00 15077.45 GENERAL ELEC CAPT CORP 2013-09-16 1.875 Other Note 20000.00 20089.77 GENERAL ELEC CAPT CORP 2014-09-15 0.797 Other Note 515000.00 499979.63 GENERAL ELECTRIC COMPANY 2017-12-06 5.250 Other Note 38000.00 41037.94 GENENTECH INC 2035-07-15 5.250 Other Note 47000.00 48201.24 FIRST HORIZON NARTL CORP 2015-12-15 5.375 Other Note 2700000.00 2722767.37 FINANCEMENT-QUEBEC 2012-10-25 5.000 Other Note 80000.00 86048.53 EXPORT DELV CANADA 2015-10-27 1.250 Other Note 200000.00 192360.44 EXPORT DEV CANADA 2011-07-15 3.750 Other Note 35000.00 36227.85 EXPORT DEVELOPMENT,CANADA 2014-04-24 3.125 Other Note 155000.00 164125.77 ENTERGY CORP NEW 2020-09-15 5.125 Other Note 1430000.00 1414713.69 ENTERGY ARK INC 2013-08-01 5.400 Other Note 2000000.00 2222500.00 ENCANA CORP 2013-10-15 4.750 Other Note 1917819.00 2086851.30 ENCANA CORP 2037-08-15 6.625 Other Note 2000000.00 2212495.55 ENCANA CORPORATION 2038-02-01 6.500 Other Note 2510000.00 2759226.26 EMORY UNIVERSITY,GA 2019-09-01 5.625 Other Note 25000.00 27894.56 DOW CHEMICAL COMPANY 2020-11-15 4.250 Other Note 2140000.00 2050074.82 DOW CHEMICAL CO 2014-05-15 7.600 Other Note 1269832.00 1474492.23 DEVON ENERGY CORPORATION 2011-09-30 6.875 Other Note 1380000.00 1465889.09 CREDIT SUISSE BOSTON 2011-11-15 6.125 Other Note 50000.00 52786.31 CREDIT SUISSE BOSTON INC 2013-08-15 5.500 Other Note 12000.00 13366.05 COVIDIEN INT'L FINANCE SA 2017-10-15 6.000 Other Note 1555000.00 1780376.51 CONSTELLATION ENERGY GROUP 2020-12-01 5.150 Other Note 2090000.00 2052154.16 COMCAST CORP SPL A 2018-05-15 5.700 Other Note 1200000.00 1324060.00 COMCAST CORP 2017-01-15 6.500 Other Note 1649370.00 1944445.95 GCB COCACOLA COMPANY 2011-09-15 5.750 Other Note 48000.00 49091.46 CANADIAN NATURAL RESO 2012-10-01 5.450 Other Note 2047000.00 2219899.85 CANADIAN NATURAL RESO 2013-02-01 5.150 Other Note 2070000.00 2272877.25 CANADA MORTGAGE 2011-09-01 5.000 Other Note 175000.00 183105.41 CANADA,CA 2014-09-10 2.375 Other Note 210000.00 217533.31 BURLINGTN NORTH SANTA FE 2021-01-15 8.250 Other Note 125000.00 115561.93 PANAMA CENTRAL SCHL DIST NY 2015-06-15 2.850 Other Note 105000.00 107972.20 BERKSHIRE HATHAWAY INC 2013-02-11 0.834 Other Note 125000.00 125764.85 BERKSHIRE HATHAWAY INC 2012-02-10 0.591 Other Note 1025000.00 1027375.54 BERKSHIRE HATHAWAY INC 2012-02-10 1.400 Other Note 10000.00 10127.53 BERKSHIRE HATHAWAY FINANCE CORPORATION 2013-08-15 5.000 Other Note 201000.00 222725.86 BAXER INTERNATIONAL 2019-08-15 4.500 Other Note 1375000.00 1458173.75 BAXTER INTERNATIONAL 2020-03-15 4.250 Other Note 1845177.00 1910503.44 BANK OF NOVA SCOTIA HALIFAX 2013-12-17 2.375 Other Note 88000.00 90621.83 BANK OF MONTREAL 2013-06-28 2.125 Other Note 30000.00 30494.61 BHP BILLITON FINANCE (USA) LIMITED 2012-03-29 5.125 Other Note 96000.00 101808.61 ASTRAZENECA PLC SPONSORED ADR 2037-09-15 6.450 Other Note 32000.00 38141.81 ARCELORMITTAL CLASS A N.Y. REGISTRY NEW 2015-08-05 3.750 Other Note 1739000.00 1775759.56 ANHEUSER BUSCH INBEV WORLDWIDE INC 2012-10-15 3.000 Other Note 1390000.00 1441921.13 CB AMERICAN HOME 2011-03-15 6.950 Other Note 191000.00 197404.97 AMERENE ENERGY GENERATING COMPANY 2032-06-01 7.950 Other Note 2162000.00 2082405.97 ALCOA INC PRF 2037-02-01 5.950 Other Note 2544000.00 2420289.51 ABBOTT LABS IL 2019-04-01 5.125 Other Note 924000.00 1024431.86 ABBOTT LABS 2014-03-15 4.349 Other Note 27000.00 29402.41 ABBOTT LABS 2012-11-30 5.150 Other Note 5000.00 5423.87 BOLIVARIAN REPUBLIC OF VENEZUELA 2019-10-13 7.750 Other Note 30000.00 20603.74 BOLIVARIAN REPUBLIC OF VENEZUELA 2038-03-31 7.000 Other Note 1000000.00 577694.44 COSAN S.A INDUSTRIA E COMERICA 2099-05-15 8.250 Other Note 1750000.00 1742299.00 BOLIVARIAN REPUBLIC OF VENEZELA 2028-05-07 9.250 Other Note 218000.00 150174.75 WYNDHAM WORLDWIDE CORPORATION 2016-12-01 6.000 Other Note 25000.00 26207.24 WINDSTREAM CORP 2017-11-01 7.875 Other Note 1000000.00 1064374.99 WMB 7.750 06/15/31 2031-06-15 7.750 Other Note 40000.00 45068.57 WHITING PETROLEUM CORP 2018-10-01 6.500 Other Note 1172000.00 1204457.88 WHITING PETROLEUM 2014-02-01 7.000 Other Note 50000.00 52500.00 WESTLAKE CHEM CORP NT 2016-01-15 6.625 Other Note 625000.00 661736.11 WEST FRASER TIMBER LTD 2014-10-15 5.200 Other Note 3195000.00 3226080.24 THE REPUBLIC OF VENEZULA NOTES 2013-09-19 10.750 Other Note 50000.00 49647.91 THE REPUBLIC OF VENEZULA NOTES 2027-09-15 9.250 Other Note 3549000.00 2687430.95 REPUBLIC OF URAGUAY 2022-11-18 8.000 Other Note 23000.00 28462.50 REPUBLIC OF URAGUAY 2033-01-15 7.875 Other Note 301000.00 373635.06 CB UNION PACIFIC RES 2029-04-15 7.950 Other Note 12000.00 13131.75 TURNING STONE 2014-09-01 9.125 Other Note 50000.00 52645.83 TENET HEALTHCARE CORP 2018-05-01 10.000 Other Note 57000.00 67355.00 TENET HEALTHCARE CORP 2015-05-01 9.000 Other Note 57000.00 64124.99 TARGA RESOURCES PARTNERS LP 2016-07-01 8.250 Other Note 100000.00 109375.00 SUBURBAN PROPANE PARTNERS 2020-03-15 7.375 Other Note 500000.00 544607.63 SPRINT CAPITAL CORP 2012-03-15 8.375 Other Note 20000.00 21643.19 GCB SPRINT CAPITAL COR 2011-01-30 7.625 Other Note 5000.00 5172.41 SPEEDWAY MOTORSPORTS INC 2016-06-01 8.750 Other Note 20000.00 21695.83 SENECA GAMING CORP 2018-12-01 8.250 Other Note 2250000.00 2277796.87 SEMINOLE TRIBE OF FL 2017-10-01 7.750 Other Note 4542000.00 4740460.16 SEARS ROEBUCK ACCP CP 2013-01-15 7.500 Other Note 40000.00 42983.33 SEARS ROEBUCK 2032-06-01 7.000 Other Note 50000.00 41541.66 SEARS 7.000 02/01/11 2011-02-01 7.000 Other Note 60000.00 62049.99 SEALED AIR CORP 2017-06-15 7.875 Other Note 3315000.00 3645936.44 SCIENTIFIC GAMES INTL INC 2019-06-15 9.250 Other Note 494000.00 512085.88 SCIENTIFIC GAMES CORP 2012-12-15 0.000 Other Note 385000.00 385481.25 SAN PASQUAL CASINO 2013-09-15 8.000 Other Note 695000.00 712239.86 SLM CORP EDNOTES 2014-12-15 6.750 Other Note 25000.00 21270.50 SLM CORP 2018-06-15 8.449 Other Note 212000.00 220332.77 SLM CORP 2019-05-03 4.270 Other Note 31000.00 21850.40 SLM CORP,VA 2020-03-25 8.000 Other Note 15000.00 15462.95 SLM CORP 2014-02-01 4.171 Other Note 10000.00 9260.95 ROYAL CARIBBEAN CRUISES LTD 2013-12-01 6.875 Other Note 30000.00 32196.87 ROYAL CARIBBEAN CRUISES LTD 2016-06-15 7.250 Other Note 15000.00 16210.83 ROYAL CARIBBEAN 2013-06-15 7.000 Other Note 10000.00 10606.11 ROADHOUSE FINANCING INC TO MERGED WI 2017-10-15 10.750 Other Note 1720000.00 1902797.77 RITE AID CORP 2015-12-15 9.375 Other Note 3360000.00 2899400.00 REPUBLICA ORIENTAL DEL URUGUAY 2036-03-21 7.625 Other Note 100000.00 118750.00 REGIONS FINL CORP NEW 2015-06-15 5.750 Other Note 930000.00 912614.16 REGENCY ENERGY PARTNERS LP 2018-12-01 6.875 Other Note 150000.00 153736.97 REGAL CINEMAS CORP 2019-07-15 8.625 Other Note 4592000.00 5050147.65 RANGE RES CORP 2017-10-01 7.500 Other Note 165000.00 176962.50 RANGE RESOURCES 2016-05-15 7.500 Other Note 4030000.00 4181125.00 QUICKSILVER RESOURCES 2016-01-01 11.750 Other Note 1500000.00 1835624.99 QUEBECOR MEDIA INC 2016-03-15 7.750 Other Note 1269000.00 1316966.43 PUBLIC SERV CO OF NEW MEXICO 2018-05-15 7.950 Other Note 2900000.00 3276415.16 PROLOGIS TRUST 2018-05-15 6.625 Other Note 27000.00 28787.81 PRIDE INTL INC 2020-08-15 6.875 Other Note 2035000.00 2168440.88 PFD PRECISION DRILLING 2020-11-15 6.625 Other Note 3000000.00 3076791.66 POKAGON GAMING AUTH 2014-06-15 10.375 Other Note 1345000.00 1408364.44 PLAINS EXPLORATION & PRODUCTION CO 2019-10-15 8.625 Other Note 135000.00 150283.12 PLAINS EXPLORATION & PROD 2015-06-15 7.750 Other Note 450000.00 470675.00 PLAINS EXPLORATION & PRODUCTION CO 2017-03-15 7.000 Other Note 2000000.00 2091222.21 PIONEER NAT RESOURSES 2016-07-15 5.875 Other Note 80000.00 84199.22 PIONEER NATURAL RESOURCES 2018-05-01 6.875 Other Note 62000.00 66370.27 PIONEER NATL RES 2028-01-15 7.200 Other Note 490000.00 523888.39 PILGRIMS PRIDE CORP NEW 2018-12-15 7.875 Other Note 3000000.00 2996156.25 PAETEC HLDG CORP 2015-07-15 9.500 Other Note 5000000.00 5394027.77 PAETEC HOLDING CORP 2017-06-30 8.875 Other Note 1974000.00 2107731.64 P M COASTER CORPD EDU REF IST SER 4 2018-10-01 9.000 Other Note 550000.00 606787.50 OWENS CORNING 2036-12-01 7.000 Other Note 2000000.00 2050086.66 OWENS CORNING 2016-12-01 6.500 Other Note 500000.00 530698.33 NII CAPITAL CORP 2019-12-15 8.875 Other Note 110000.00 118958.88 NORTHERN TIER ENERGY LLC 2017-12-01 10.500 Other Note 2400000.00 2469000.00 NEXTEL COMM ,INC 2013-10-31 6.875 Other Note 40000.00 40565.97 NRG ENERGY INC 2019-06-15 8.500 Other Note 951000.00 983122.66 NRG ENERGY INC 2016-02-01 7.375 Other Note 5000.00 5278.64 THE MAY DEPT STORES CO 2034-07-15 6.700 Other Note 100000.00 101214.44 MAY DEPT STORE CO 2024-07-15 6.650 Other Note 3030000.00 3020968.91 MAY DEPT STORES 2012-07-15 8.000 Other Note 350000.00 390036.11 MASSEY ENERGY COMPANY 2013-12-15 6.875 Other Note 5000.00 5059.02 MASCO CORPORATION 2012-07-15 5.875 Other Note 445000.00 478303.92 MARKWEST ENERGY PARTNERS 2020-11-01 6.750 Other Note 800000.00 803850.00 MARKWEST ENERGY PARTNERS LP 2016-07-15 8.500 Other Note 335000.00 367392.63 MARINA DISTRICT FINANCE COMPANY INC 2015-10-15 9.500 Other Note 1000000.00 1021291.66 MACY'S RETAIL HLDGS INC 2028-02-15 7.000 Other Note 7000.00 7132.61 M & I MARSHALL & ILSLEY 2015-06-16 4.849 Other Note 27000.00 27421.76 M & I MARSHALL & ILSLEY 2017-01-17 5.000 Other Note 157000.00 162383.18 LINN ENERGY LLC LINN ENERGY FIN CO 2021-02-01 7.750 Other Note 2500000.00 2621163.19 LIFE TECHNOLOGIES CORPORATION 2016-01-15 3.500 Other Note 7000000.00 6970759.44 LIBERTY MEDIAS 2029-07-15 8.500 Other Note 20000.00 20283.88 LIBERTY MEDIA CORP 2030-02-01 8.250 Other Note 60000.00 60262.50 LEVEL 3 FIN INC 2018-02-01 10.000 Other Note 4500000.00 4519999.99 LEUCADIA NATIONAL CORP 2015-09-15 8.125 Other Note 10000.00 11139.23 LEUCADIA NATIONAL CORP 2013-08-15 7.000 Other Note 1000.00 1097.69 KINDER MORGAN FINANCE 2011-01-05 5.350 Other Note 1370000.00 1405833.11 KEY ENERGY GROUP INC 2014-12-01 8.375 Other Note 1631000.00 1732088.02 JARDEN CORP 2020-01-15 7.500 Other Note 90000.00 96937.50 JABIL CIRCUIT INC 2020-12-15 5.625 Other Note 2725000.00 2688808.59 THE INTERPUBLIC GROUP OF COMPANIES 2014-11-15 6.250 Other Note 1000.00 1085.48 THE INTERPUBLIC GROUP OF COMPANIES 2017-07-15 10.000 Other Note 455000.00 552193.05 INTERNATIONAL LEASE FIN MTN BE 2015-06-15 6.500 Other Note 25000.00 23336.72 INTL LEASE 2013-09-20 5.625 Other Note 110000.00 112010.93 INTL LEASE FINANCE 2011-07-15 0.845 Other Note 171000.00 168348.79 INTL LEASE FINANCE 2014-06-01 5.650 Other Note 90000.00 89523.75 INTL LEASE FINANCE 2012-03-01 5.350 Other Note 45000.00 46140.00 INTERNATIONAL LEASE FIN CORP 2011-10-15 5.099 Other Note 75000.00 74650.25 INTERNATIONAL LEASE FIN CORP 2012-06-15 5.150 Other Note 40000.00 39022.35 INTL LEASE FIN CORP 2020-12-15 8.250 Other Note 271000.00 279943.00 INERGY L P INERGY FINANCE CORP 2018-10-01 7.000 Other Note 3165000.00 3247202.08 HOST MARRIOTT LP 2015-03-15 6.375 Other Note 579000.00 598553.31 HEALTHSOUTH REHABILITATION CORP 2018-10-01 7.250 Other Note 410000.00 425218.40 HEALTHSOUTH REHABILITATION CORP 2022-09-15 7.750 Other Note 1500000.00 1574322.91 HARVEST OPERATIONS CORP 2017-10-01 6.875 Other Note 1500000.00 1570208.33 GEOKINETICS HOLDINGS USA INC 2014-12-15 9.750 Other Note 2349628.00 2265824.60 WTS GEOEYE INC 2015-10-01 9.625 Other Note 300000.00 350309.37 FRAC TECH SERVICES LLC FRAC TECH FINANCE 2018-11-15 7.125 Other Note 1501000.00 1538071.57 FOREST OIL CORP 2014-02-15 8.500 Other Note 125000.00 140576.38 FORD MTR CRDT CO CONT 2017-07-20 7.250 Other Note 22000.00 22340.30 FORD MTR CRDT CO CONT 2015-03-20 6.500 Other Note 5000.00 5047.73 FORD MTR CRDT CO CONT 2014-03-20 6.049 Other Note 10000.00 10197.73 FORD MOTOR CREDIT COMPANY 2011-10-25 7.250 Other Note 656000.00 686760.93 GCB FORD MOTOR COMPANY 2028-10-01 6.625 Other Note 86000.00 84629.37 FORD MOTOR COMPANY 2021-09-15 9.214 Other Note 368000.00 421758.56 FORD MOTOR COMPANY 2031-07-16 7.450 Other Note 22000.00 24318.70 FORD MOTOR CO 2043-06-15 7.750 Other Note 35000.00 35120.55 B FORD MOTOR CORP 2029-02-01 6.375 Other Note 149000.00 145880.31 CB FORD HOLDINGS INC 2030-03-01 9.300 Other Note 20000.00 23920.00 FORD HLDNGS INC. 2020-03-01 9.375 Other Note 315000.00 367441.20 FIRST DATA CORP 2016-03-31 11.250 Other Note 5850000.00 5197359.37 FERRELLGAS FINACE CORP 2021-05-01 6.500 Other Note 1000000.00 981680.55 FEDERATED 2016-12-01 5.900 Other Note 2509000.00 2690693.41 FEDERATED RETAIL HLDGS INC 2037-03-15 6.375 Other Note 191000.00 190765.22 FEDERATED RETAIL HLDGS INC 2012-03-15 5.350 Other Note 6785000.00 7112395.09 FAIRFAX FINL HLDGS 2037-07-15 7.750 Other Note 55000.00 55384.23 FAIRFAX FINANCIAL HOLDINGS LIMITED 2012-04-26 7.750 Other Note 1000.00 1055.41 WTS EQUI HLDS 2016-02-01 9.500 Other Note 1750000.00 1915520.83 EQUINIX INC 2018-03-01 8.125 Other Note 2945000.00 3157285.42 ENDO PHARMA HLDG INC 2020-12-15 7.000 Other Note 255000.00 260709.16 ECHOSTAR DBS CORP 2014-10-01 6.625 Other Note 101000.00 106460.31 EXCO RESOURCES INC 2018-09-15 7.500 Other Note 2840000.00 2845916.66 IAI REG S DUPONT FABROS TECH 2017-12-15 8.500 Other Note 2915000.00 3130062.22 DENBURY RESOURCES INC 2016-03-01 9.750 Other Note 3000.00 3442.49 CRICKET COMMUNICATIONS, INC 2020-10-15 7.750 Other Note 3250000.00 3125010.41 CORRECTIONS CORPORATION OF AMERICA,TN 2017-06-01 7.750 Other Note 1102000.00 1175237.08 CONTINENTAL RESOURCES, INC 2021-04-01 7.125 Other Note 285000.00 303804.06 CONSTELLATION BRANDS INC 2016-09-01 7.250 Other Note 26000.00 28188.33 CONSTELLATION BRANDS INC 2017-05-15 7.250 Other Note 50000.00 53400.69 CONSOL ENERGY INC 2017-04-01 8.000 Other Note 1000000.00 1084999.99 CONNACHER OIL & GAS LIMITED 2014-07-15 11.750 Other Note 780000.00 886610.83 COMSTOCK RESOURCES INC 2017-10-15 8.375 Other Note 1070000.00 1091593.19 COMPAGNIE GENERALE DE GEOPHYSIQUE 2017-05-15 7.750 Other Note 515000.00 532974.93 COMPAGNIE GENERALE DE GEOPHYSIQUE 2015-05-15 7.500 Other Note 1875000.00 1925781.25 COMED FINANCING III 2033-03-15 6.350 Other Note 10000.00 8584.87 First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2011-01-03 2011-01-03 N N N 340000000.00 340000000.00 0.0111 - N/A - N 340000000.00 340000000.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA-0.39 78009JR72 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2011-01-03 2011-08-15 N N N 400000000.00 400000000.00 0.0131 - N/A - N 399946800.00 399946800.00 SKANDINAVISKA ENSKILDA B SKANDINAVISKA ENSKILDA B-0.35 83051ABC4 Certificate of Deposit N First Tier Security FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2011-01-11 2011-01-11 N N N 175000000.00 175000000.00 0.0057 - N/A - N 175004270.00 175004270.00 SOCIETE GENERALE SOCIETE GENERALE-0.41 83369RFM8 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2011-04-18 2011-04-18 N N N 400000000.00 400000000.00 0.0131 - N/A - N 400071560.00 400071560.00 SOCIETE GENERALE SOCIETE GENERALE-0.46 83369RBK6 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2011-02-08 2011-02-08 N N N 500000000.00 500000000.00 0.0164 - N/A - N 500086350.00 500086350.00 SOCIETE GENERALE N.A INC SOCIETE GENERALE N.A INC-0.40 83365SR62 Financial Company Commercial Paper N First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2011-04-06 2011-04-06 N N N 150000000.00 149841666.67 0.0049 - N/A - N 149867205.00 149867205.00 SOCIETE GENERALE N.A INC SOCIETE GENERALE N.A INC-0.40 83365SS53 Financial Company Commercial Paper N First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2011-05-05 2011-05-05 N N N 150000000.00 149793333.34 0.0049 - N/A - N 149817705.00 149817705.00 SVENSKA HANDELSBANKEN SVENSKA HANDELSBANKEN-0.31 86959BKB0 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 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UNICREDIT ITAL.(DE) INC.-0.47 90467BPH9 Financial Company Commercial Paper N First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2011-02-17 2011-02-17 N N N 250000000.00 249846597.22 0.0082 - N/A - N 249867325.00 249867325.00 UNICREDIT US FINANCE INC UNICREDIT US FINANCE INC-0.51 90468BP13 Financial Company Commercial Paper N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2011-02-01 2011-02-01 N N N 292500000.00 292371543.75 0.0096 - N/A - N 292396864.50 292396864.50 WELLS FARGO BANK N.A. WELLS FARGO BANK N.A.-0.01 949748 0000740906 Other Instrument EURO TIME DEPOSIT-CAYMAN N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2011-01-03 2011-01-03 N N N 400000000.00 400000000.00 0.0131 - N/A - N 400000000.00 400000000.00 WELLS FARGO BANK N.A. 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