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BARCLAYS CAPITAL INC.-0.21 067800 0000851376 Other Repurchase Agreement Y USTR 2013-10-31 2.750 Treasury Debt 225444400.00 238680004.07 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 234000000.00 234000000.00 0.0081 - N/A - N 234000000.00 234000000.00 BNP PARIBAS BNP PARIBAS-0.55 0556M5Q40 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2011-08-01 2011-08-01 N N N 800000000.00 800000000.00 0.0277 - N/A - N 799919200.00 799919200.00 BNP PARIBAS REPO BNP PARIBAS REPO-0.20 055608 0000310732 Other Repurchase Agreement Y USTR 2020-05-15 3.500 Treasury Debt 568846100.00 586500097.28 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 575000000.00 575000000.00 0.0199 - N/A - N 575000000.00 575000000.00 BRANCH BANKING & TRUST C BRANCH BANKING & TRUST C-0.15 105133 0000838135 Other Instrument EURO TIME DEPOSIT-CAYMAN N First Tier Security FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2011-02-01 2011-02-01 N N N 100000000.00 100000000.00 0.0035 - N/A - N 100000000.00 100000000.00 CANCARA ASSET SEC. 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6502642.42 FNMA 2032-10-25 0.000 Government Agency Debt 22358173.00 24435694.43 CWALT INC 2036-02-25 5.500 Other Note 9000000.00 6238392.00 BAYVIEW 2004-D 2036-04-28 0.560 Other Note 7000000.00 3783705.68 BOLIVARIAN REPUBLIC OF VENEZUELA 2019-10-13 7.750 Other Note 30000.00 20677.50 BOLIVARIAN REPUBLIC OF VENEZUELA 2038-03-31 7.000 Other Note 1000000.00 573527.77 COSAN S.A INDUSTRIA E COMERICA 2099-05-15 8.250 Other Note 1750000.00 1746728.45 BOLIVARIAN REPUBLIC OF VENEZUELA 2023-05-07 9.000 Other Note 900000.00 628199.99 ZIONS BANCORPORATION 2015-11-16 5.500 Other Note 6782000.00 6893349.13 ZIONS BANCORP 2015-09-15 6.000 Other Note 3092569.00 3183572.99 ZIONS BANCORP 2014-05-15 5.650 Other Note 7800000.00 7920336.66 YONKERS RACING CORP,NY 2016-07-15 11.375 Other Note 250000.00 279076.38 XM ESCROW LLC 2014-08-01 13.000 Other Note 5010000.00 6275024.98 WYNN LAS VEGAS, LLC 2020-08-15 7.750 Other Note 500000.00 537923.61 WYNDHAM WORLDWIDE CORPORATION 2016-12-01 6.000 Other Note 10000.00 10657.99 WINDSTREAM CORP 2017-11-01 7.875 Other Note 4310000.00 4701940.62 WINDSTREAM CORP 2020-10-15 7.750 Other Note 835000.00 873462.18 WILMINGTON TRUST CORP 2018-04-02 8.500 Other Note 87000.00 103994.33 WHITING PETROLEUM 2014-02-01 7.000 Other Note 50000.00 53000.00 WEYERHAUSER COMPANY 2033-12-15 6.875 Other Note 35000.00 33369.16 WEYERHAUSER COMPANY 2032-03-15 7.375 Other Note 746000.00 781465.66 WEYERHAUSER COMPNAY 2012-03-15 6.750 Other Note 1600000.00 1726735.99 WEST FRASER TIMBER LTD 2014-10-15 5.200 Other Note 3195000.00 3283856.49 THE REPUBLIC OF VENEZULA NOTES 2013-09-19 10.750 Other Note 50000.00 49595.83 REPUBLIC OF URAGUAY 2022-11-18 8.000 Other Note 23000.00 28577.50 UNION PAC RES GRP 2026-10-15 7.500 Other Note 40000.00 44632.93 CB UNION PACIFIC RES 2029-04-15 7.950 Other Note 95000.00 103373.14 TESORO PETROLEUM CORP 2012-11-01 6.250 Other Note 22000.00 23388.75 TENET HEALTHCARE CORP 2018-05-01 10.000 Other Note 1500000.00 1800000.00 TARGA RESOURCES PARTNERS LP 2016-07-01 8.250 Other Note 80000.00 85949.99 STATER BROS HLDGS INC 2018-11-15 7.375 Other Note 1175000.00 1231289.84 SPRINT NEXTEL 2016-12-01 6.000 Other Note 15000.00 14887.49 GCB SPRINT CAPITAL 2019-05-01 6.900 Other Note 1704000.00 1744043.99 SPRINT CAPITAL CORP 2032-03-15 8.750 Other Note 2000000.00 2153611.11 SPEEDWAY MOTORSPORTS INC 2016-06-01 8.750 Other Note 1000000.00 1102083.33 SOLUTIA INC 2017-11-01 8.750 Other Note 113000.00 127054.37 WTS SIRIUS SATELLITE RADIO INC 2015-09-01 9.750 Other Note 1545000.00 1804753.12 SENECA GAMING CORP 2018-12-01 8.250 Other Note 250000.00 259239.58 SEMINOLE TRIBE OF FL 2017-10-01 7.750 Other Note 2255000.00 2419317.46 SEARS ROEBUCK ACCEP 2028-12-01 6.500 Other Note 10000.00 8029.16 SEALED AIR CORP 2017-06-15 7.875 Other Note 5040000.00 5698387.79 SAN PASQUAL CASINO 2013-09-15 8.000 Other Note 759000.00 782887.41 SLM CORP ED NOTED 2031-12-15 6.049 Other Note 22000.00 16606.23 SLM CORP EDNOTES 2029-12-15 5.650 Other Note 30000.00 21798.63 SLM CORP ED NOTES 2015-12-15 0.000 Other Note 120000.00 103284.00 SLM CORP EDNOTES 2014-12-15 6.750 Other Note 22000.00 19790.75 SLM CORP EDNOTES 2029-06-15 6.000 Other Note 18000.00 15044.88 SLM CORP EDNOTES 2029-03-15 6.000 Other Note 20000.00 15212.60 SLM CORP ED NOTES 2029-03-15 5.700 Other Note 15000.00 11348.59 SLM CORPRATION' 2014-11-14 5.049 Other Note 230000.00 232787.91 SLM CORP 2011-10-25 5.400 Other Note 60000.00 62385.00 SLM CORP 2018-06-15 5.000 Other Note 235000.00 209765.43 SLM CORP 2018-06-15 8.449 Other Note 75000.00 82063.29 SLM CORP 2014-05-15 5.375 Other Note 30000.00 31059.21 SLM CORP 2016-02-12 3.235 Other Note 65000.00 58663.63 ROYAL CARIBBEAN 2013-06-15 7.000 Other Note 30000.00 32368.33 ROYAL CARIBBEAN 2011-02-02 8.750 Other Note 20000.00 20870.13 ROCKIES EXPRESS PIPELINE LLC 2015-04-15 3.899 Other Note 25000.00 25104.08 REGIONS FINL CORP NEW 2015-06-15 5.750 Other Note 1080000.00 1079835.00 RANGE RESOURCES 2016-05-15 7.500 Other Note 3655000.00 3819475.00 QUEBECOR MEDIA INC 2016-03-15 7.750 Other Note 954000.00 999798.62 QVC NETWORK INC 2019-10-01 7.500 Other Note 475000.00 517750.00 PROLOGIS TRUST 2018-05-15 6.625 Other Note 27000.00 30164.02 PRIDE INTL INC 2020-08-15 6.875 Other Note 1000000.00 1126493.05 PFD PRECISION DRILLING 2020-11-15 6.625 Other Note 1000000.00 1046302.08 POLYMER GROUP INC 2019-02-01 7.750 Other Note 160000.00 164503.33 POKAGON GAMING AUTH 2014-06-15 10.375 Other Note 3514000.00 3692359.90 PLAINS EXPLORATION & PRODUCTION CO 2019-10-15 8.625 Other Note 135000.00 153615.93 PLAINS EXPLORATION & PROD 2015-06-15 7.750 Other Note 525000.00 555136.45 PIONEER NAT RESOURSES 2016-07-15 5.875 Other Note 80000.00 83942.48 PIONEER NATURAL RESOURCES 2018-05-01 6.875 Other Note 27000.00 29603.54 PIONEER NATL RES 2028-01-15 7.200 Other Note 610000.00 631276.79 J C PENNY COMPANY 2017-04-01 7.950 Other Note 2700000.00 3028050.00 J C PENNY 2036-02-15 6.375 Other Note 8000.00 7430.16 PENN VA RES PARTNERS L P PENN VA RES 2018-04-15 8.250 Other Note 1500000.00 1607687.49 PAETEC HOLDING CORP 2017-06-30 8.875 Other Note 1967000.00 2134475.02 P M COASTER CORPD EDU REF IST SER 4 2018-10-01 9.000 Other Note 1270000.00 1441132.50 OWENS CORNING 2036-12-01 7.000 Other Note 2000000.00 2039793.33 OWENS CORNING 2019-06-15 9.000 Other Note 10000000.00 11913500.00 NII CAPITAL CORP 2019-12-15 8.875 Other Note 10000.00 11088.40 NORTHERN TIER ENERGY LLC 2017-12-01 10.500 Other Note 2500000.00 2734375.00 NEXTEL COMM,INC 2015-08-01 7.375 Other Note 226000.00 236028.74 NEWFIELD EXPLO9RATION COMPANY 2020-02-01 6.875 Other Note 500000.00 554687.50 NRG ENERGY INC 2020-09-01 8.250 Other Note 500000.00 532541.66 NRG ENERGY INC 2019-06-15 8.500 Other Note 1000000.00 1053361.11 METROPCS WIRELESS INC 2020-11-15 6.625 Other Note 5000.00 4919.01 METROPCS WIRELESS INC 2018-09-01 7.875 Other Note 4030000.00 4317641.25 THE MAY DEPT STORES CO 2034-07-15 6.700 Other Note 95000.00 93382.88 THE MAY DEPT STORES CO 2014-07-15 5.750 Other Note 30000.00 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KEY ENERGY GROUP INC 2014-12-01 8.375 Other Note 300000.00 323687.50 PFD KB HOME INCOME PRIDES 2014-02-01 5.750 Other Note 10000000.00 10312500.00 JARDEN CORP 2022-11-15 6.125 Other Note 1500000.00 1472432.29 JARDEN CORP 2020-01-15 7.500 Other Note 90000.00 93900.00 JABIL CIRCUIT INC 2020-12-15 5.625 Other Note 1368000.00 1368427.50 THE INTERPUBLIC GROUP OF COMPANIES 2014-11-15 6.250 Other Note 17000.00 18626.80 THE INTERPUBLIC GROUP OF COMPANIES 2017-07-15 10.000 Other Note 560000.00 670288.88 INTERNATIONAL LEASE FIN MTN BE 2015-06-15 6.500 Other Note 25000.00 23740.63 INTL LEASE FINANCE 2011-07-15 0.845 Other Note 171000.00 168600.18 INTL LEASE FINANCE 2012-03-01 5.350 Other Note 45000.00 47060.62 INTERNATIONAL LEASE FIN CORP 2011-10-15 5.099 Other Note 75000.00 75196.24 INTERNATIONAL LEASE FIN CORP 2012-06-15 5.150 Other Note 40000.00 39309.22 INTERGEN NV 2017-06-30 9.000 Other Note 662000.00 715125.50 INERGY L P INERGY FINANCE CORP 2018-10-01 7.000 Other Note 1000000.00 1052000.00 INEOS FINANCE PLC 2015-05-15 9.000 Other Note 4000000.00 4386000.00 HEALTHSOUTH REHABILITATION CORP 2022-09-15 7.750 Other Note 1000000.00 1059972.22 HARVEST OPERATIONS CORP 2017-10-01 6.875 Other Note 2000000.00 2112951.38 HANESBRANDS INC,MD 2016-12-15 8.000 Other Note 185000.00 201691.11 GOODYEAR TIRE RUBBER CO,OHIO 2016-05-15 10.500 Other Note 935000.00 1079613.33 GLOBAL CROSSING 2015-09-15 12.000 Other Note 1000000.00 1211666.66 GEORGIA PACIFIC LLC 2020-11-01 5.400 Other Note 2000000.00 2008920.00 GMAC SMART NOTES 2019-11-15 6.400 Other Note 50000.00 46121.05 GMAS SMART NOTES 2019-10-15 6.125 Other Note 85000.00 77282.40 GMAC SMART NOTES 2018-10-15 6.650 Other Note 10000.00 9482.30 GMAC SMART NOTES 2019-09-15 6.000 Other Note 30000.00 27171.19 GMAC SMART NOTES 2019-08-15 6.049 Other Note 15000.00 13747.45 GMAC SMART NOTES 2019-06-15 6.750 Other Note 53000.00 49742.88 GMAC SMART NOTES 2019-05-15 6.750 Other Note 50000.00 46576.00 GMAC SMART NTS 2019-04-15 6.350 Other Note 28000.00 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FRONTIER COMMUNICATIONS CORP 2022-04-15 8.750 Other Note 320000.00 373866.66 FRAC TECH SERVICES LLC FRAC TECH FINANCE 2018-11-15 7.125 Other Note 1085000.00 1129304.16 FORD MTR 2014-11-20 6.000 Other Note 20000.00 20083.86 FORD MTR CRDT CO CONT 2014-04-21 6.049 Other Note 25000.00 25466.09 FORD MTR CRD 2014-04-21 6.350 Other Note 20000.00 20408.70 FORD MTR CRDT CO CONT 2015-03-20 6.500 Other Note 5000.00 5129.31 FORD MTR CRD CO CONT 2014-03-20 6.000 Other Note 6000.00 6139.64 FORD MOTOR CO 2025-11-15 7.125 Other Note 19000.00 19509.46 FORD MOTOR 2046-11-01 7.400 Other Note 10000.00 10399.90 GCB FORD MOTOR COMPANY 2028-10-01 6.625 Other Note 138000.00 140251.24 FORD MOTOR COMPANY 2021-09-15 9.214 Other Note 121000.00 142779.05 FORD MOTOR COMPANY 2031-07-16 7.450 Other Note 22000.00 24071.61 CB FORD MOTOR COMPANY 2047-02-15 9.980 Other Note 100000.00 126755.88 FORD MOTOR CO 2028-02-15 6.625 Other Note 30000.00 30749.05 FORD HLDNGS INC. 2020-03-01 9.375 Other Note 85000.00 101209.71 FEDERATED 2016-12-01 5.900 Other Note 400000.00 430933.33 FEDERATED RETAIL HLDGS INC 2037-03-15 6.375 Other Note 191000.00 190824.91 FEDERATED RETAIL HLDGS INC 2012-03-15 5.350 Other Note 6785000.00 7125682.38 FED DEPT 2029-04-01 6.900 Other Note 3745000.00 3798366.25 FAIRFAX FINANCIAL 2017-06-15 7.750 Other Note 45000.00 47470.62 FAIRFAX FINANCIAL HOLDINGS LIMITED 2012-04-26 7.750 Other Note 1000.00 1069.37 CB FAIRFAX FINL HLDGS 2018-04-15 7.375 Other Note 10000.00 10917.15 EXIDE CORP 2018-02-01 8.625 Other Note 2935000.00 3219328.12 EQUINIX INC 2018-03-01 8.125 Other Note 1635000.00 1821151.55 ELAN FINANCE PLC 2013-12-01 8.875 Other Note 1000000.00 1048541.66 ECHOSTAR DBS CORP 2014-10-01 6.625 Other Note 1000.00 1069.58 DOMTAR CORP 2015-08-15 7.125 Other Note 260000.00 293242.08 CORRECTIONS CORP 2013-03-15 6.250 Other Note 102000.00 104535.83 CONTINENTAL RESOURCES, INC 2021-04-01 7.125 Other Note 115000.00 124443.17 CONSTELLATION BRANDS INC 2017-05-15 7.250 Other Note 25000.00 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RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2011-02-01 2011-02-01 N N N 350000000.00 350000000.00 0.0121 - N/A - N 350000000.00 350000000.00 RBC CAPITAL MARKETS RBC CAPITAL MARKETS-0.33 780050 0000050916 Other Repurchase Agreement Y USTR 2013-09-30 3.125 Treasury Debt 327753900.00 351417650.54 USTR 2013-01-31 0.625 Treasury Debt 5574600.00 5582437.88 WMALT SERIRS 2036-07-25 6.000 Other Note 9932600.00 6502642.42 FNMA 2032-10-25 0.000 Government Agency Debt 22358173.00 24435694.43 CWALT INC 2036-02-25 5.500 Other Note 9000000.00 6238392.00 BAYVIEW 2004-D 2036-04-28 0.560 Other Note 7000000.00 3783705.68 BOLIVARIAN REPUBLIC OF VENEZUELA 2019-10-13 7.750 Other Note 30000.00 20677.50 BOLIVARIAN REPUBLIC OF VENEZUELA 2038-03-31 7.000 Other Note 1000000.00 573527.77 COSAN S.A INDUSTRIA E COMERICA 2099-05-15 8.250 Other Note 1750000.00 1746728.45 BOLIVARIAN REPUBLIC OF VENEZUELA 2023-05-07 9.000 Other Note 900000.00 628199.99 ZIONS BANCORPORATION 2015-11-16 5.500 Other Note 6782000.00 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