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HOTELS & RESORTS WORL-CORP 011AD6 2012-05-01 7.875 Other Note 1039000.00 1135204.95 CNA FINANCIAL CORPORATION-CORP 011AH3 2018-01-15 6.950 Other Note 10000000.00 11039291.62 TECK CORPORATION-CORP 011AQ8 2019-05-15 10.750 Other Note 4460000.00 5697650.15 HARTFORD FINANCIAL SERVICES GR-CORP 011AV6 2019-01-15 6.000 Other Note 140000.00 150322.20 KRAFT FOODS INC.-CORP 011AZ7 2040-02-09 6.500 Other Note 60000.00 64477.14 ANADARKA PETROLEUM CORPORATION-CORP 011BD8 2014-03-15 7.625 Other Note 153000.00 175438.23 TECK CORPORATION-CORP 012AM7 2016-05-15 10.250 Other Note 30000.00 36264.00 KRAFT FOODS INC.-CORP 012AV6 2018-08-23 6.125 Other Note 890000.00 1014758.18 KRAFT FOODS INC.-CORP 013AS3 2017-08-11 6.500 Other Note 455000.00 523170.91 KRAFT FOODS INC.-CORP 013AU8 2018-02-01 6.125 Other Note 50000.00 56847.75 BANQUE CENTRALE DE TUNISIE-CORP 014AF8 2012-04-25 7.375 Other Note 2000000.00 2153506.99 KRAFT FOODS INC.-CORP 014AT1 2038-02-01 6.875 Other Note 125000.00 140808.12 ALCOA INC $3.75 PRF-CORP 014AU5 2020-08-15 6.150 Other Note 892000.00 951966.91 REYNOLDS AMERICAN INC-CORP 015AE6 2016-06-01 7.625 Other Note 875000.00 1062149.23 REYNOLDS AMERICAN INC-CORP 017AP1 2012-06-01 7.250 Other Note 190000.00 207285.30 UHS UNIVERSAL HEALTH SERVICES -CORP 021AM2 2011-11-15 6.750 Other Note 690000.00 726854.58 ALCOA INC $3.75 PRF-CORP 022AJ0 2027-02-01 5.900 Other Note 141000.00 139785.90 FORTUNE BRANDS INC.-CORP 022AQ4 2012-06-01 3.000 Other Note 3531000.00 3624701.10 ALCOA INC $3.75 PRF-CORP 022AS0 2018-07-15 6.750 Other Note 3204000.00 3603610.83 ALCOA INC $3.75 PRF-CORP 023AQ4 2022-02-23 5.870 Other Note 778000.00 814303.20 KRAFT FOODS INC.-CORP 023AQ7 2013-02-11 6.000 Other Note 905000.00 986145.26 ALCOA INC $3.75 PRF-CORP 023AR2 2013-07-15 6.000 Other Note 10000.00 11036.00 KRAFT FOODS INC.-CORP 023AR5 2037-08-11 7.000 Other Note 126000.00 142449.15 FORTUNE BRANDS INC.-CORP 026AL5 2016-01-15 5.375 Other Note 5000000.00 5365539.79 HARTFORD FINANCIAL SERVICES GR-CORP 027AR5 2016-10-15 5.500 Other Note 65000.00 69830.05 TECK CORPORATION-CORP 028AJ4 2014-05-15 9.750 Other Note 1760000.00 2139350.49 ARCELORMITTAL CLASS A N.Y. 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REG-CORP 068AD6 2018-06-01 6.125 Other Note 3000000.00 3240411.04 YUM BRANDS INC COM-CORP 075AE1 2015-09-15 4.250 Other Note 25000.00 26336.02 FEDERATED RETAIL HOLDINGS INC-CORP 081AB4 2012-03-15 5.350 Other Note 7985000.00 8242350.04 ASHLAND INC COMMON NEW-<-CORP 090AD6 2017-06-01 9.125 Other Note 5145000.00 6052645.80 KRAFT FOODS INC.-CORP 095AB0 2011-11-01 5.625 Other Note 3141000.00 3301320.55 ICICI BANK LIMITED-CORP 125AC9 2015-03-25 5.500 Other Note 2400000.00 2550353.34 DELHAIZE GROUP-CORP 126AC1 2014-02-01 5.875 Other Note 441000.00 485552.12 MEADWESTVACO CORP-CORP 141AA5 2012-04-01 6.850 Other Note 215000.00 232649.30 ANGLOGOLD ASHANTI HOLDING PLC-CORP 143AB7 2040-04-15 6.500 Other Note 4760000.00 4930904.98 KAZMUNAIGAZ FINANCE BV-CORP 152AB1 2013-07-02 8.375 Other Note 425000.00 480493.24 CLIFFS NATURAL RESOURCES INC.-CORP 183AC5 2040-10-01 6.250 Other Note 1271000.00 1258018.19 DP WORLD LIMITED-CORP 195AA9 2037-07-02 6.850 Other Note 1030000.00 964846.79 ANGLOGOLD ASHANTI HOLDING PLC-CORP 259AA9 2020-04-15 5.375 Other Note 1200000.00 1243481.25 DELHAIZE GROUP-CORP 275AB3 2017-06-15 6.500 Other Note 2998000.00 3376802.44 FORT JAMES CORPORATION-CORP 347AP9 2023-11-15 7.750 Other Note 40000.00 44433.81 GEORGIA-PACIFIC LLC-CORP 373AB7 2020-11-01 5.400 Other Note 17446000.00 17601969.00 GENWORTH FINANCIAL-CORP 373AN6 2021-02-15 7.200 Other Note 5000000.00 5076349.97 L-3 COMMUNICATIONS CORPORATION-CORP 502BA4 2021-02-15 4.950 Other Note 906000.00 917821.00 NABORS INDUSTRIES INC.-CORP 623AU0 2020-09-15 5.000 Other Note 925000.00 920164.28 ARROW ELECTRONICS INC-CORP 73WAA9 2015-11-01 3.375 Other Note 6435000.00 6425612.85 YUM BRANDS INC COM-CORP 983AG6 2020-11-01 3.875 Other Note 50000.00 47350.72 First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2011-04-01 2011-04-01 N N N 250000000.00 250000000.00 0.0080 - N/A - N 250000000.00 250000000.00 ING (US) FUNDING LLC ING (US) FUNDING LLC-0.31 4497W1S49 Financial Company Commercial Paper N First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2011-05-04 2011-05-04 N N N 200000000.00 199943166.67 0.0064 - N/A - N 199955620.00 199955620.00 ING BANK NV ING BANK NV-0.32 459921 0001017255 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2011-05-09 2011-05-09 N N N 200000000.00 200000000.00 0.0064 - N/A - N 200040092.60 200040092.60 ING BANK NV ING BANK NV-0.32 459921 0001017255 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2011-05-23 2011-05-23 N N N 680000000.00 680000000.00 0.0217 - N/A - N 680147240.40 680147240.40 JP MORGAN CHASE & CO. 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SCIENTIFIC CORP-CORPORATE BOND 2017-01-12 5.125 Other Note 7000000.00 7243995.69 BELO CORP FORMERLY BELO A H CORP TO 01/01/2000-CORPORATE BOND 2027-06-01 7.750 Other Note 9384000.00 8686065.00 ANADARKO PETE CORP-CORPORATE BOND 2036-09-15 6.450 Other Note 4000000.00 3996426.66 ANADARKO PETE CORP-CORPORATE BOND 2016-09-15 5.950 Other Note 5950000.00 6488382.44 AMERICAN TOWER CORP "FORMERLY AMERICAN TOWER SYS-CORPORATE BOND 2017-10-15 7.000 Other Note 3730000.00 4316646.11 AMERICAN TOWER CORP "FORMERLY AMERICAN TOWER SYS-CORPORATE BOND 2020-09-01 5.049 Other Note 5120000.00 4992093.86 AES CORP-CORPORATE BOND 2017-10-15 8.000 Other Note 3130000.00 3495862.21 AES CORP-CORPORATE BOND 2016-04-15 9.750 Other Note 2425000.00 2885648.96 First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2011-04-01 2011-04-01 N N N 240000000.00 240000000.00 0.0077 - N/A - N 240000000.00 240000000.00 RBS SECURITIES RBS SECURITIES-0.25 749850 0001146345 Other Repurchase Agreement N ACCREDITED 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2000000.00 745683.13 SAND TRUST 2001-1-ABS ABF 06/25/35 5.770 2035-06-25 0.699 Other Note 1805000.00 1284064.58 ACE SECURITIES CORP.-ABS ACE 12/25/33 4.759 2033-12-25 1.749 Other Note 1065000.00 174110.13 GSAMP TRUST 2004-HE2-ABS GSA 12/25/34 1.411 2034-12-25 1.399 Other Note 350000.00 76171.33 First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2011-04-01 2011-04-01 N N N 50000000.00 50000000.00 0.0016 - N/A - N 50000000.00 50000000.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA-0.33 78009JR72 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2011-04-01 2011-08-15 N N N 400000000.00 400000000.00 0.0128 - N/A - N 399979600.00 399979600.00 ROYAL BK OF SCOTLAND PLC ROYAL BK OF SCOTLAND PLC-0.47 78011HW50 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2011-07-11 2011-07-11 N N N 500000000.00 500000000.00 0.0160 - N/A - N 500197650.00 500197650.00 ROYAL BK OF SCOTLAND PLC ROYAL BK OF SCOTLAND PLC-0.48 78011HX42 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2011-08-08 2011-08-08 N N N 400000000.00 400000000.00 0.0128 - N/A - N 400115000.00 400115000.00 ROYAL BK OF SCOTLAND PLC ROYAL BK OF SCOTLAND PLC-0.51 78011HZ24 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2011-08-18 2011-08-18 N N N 175000000.00 175000000.00 0.0056 - N/A - N 175074585.00 175074585.00 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 0.0128 - N/A - N 400037920.00 400037920.00 SOCIETE GENERALE SOCIETE GENERALE-0.55 83369RRD5 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2011-08-12 2011-08-12 N N N 500000000.00 500000000.00 0.0160 - N/A - N 500148000.00 500148000.00 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 149991666.67 0.0048 - N/A - N 149996250.00 149996250.00 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 149943333.34 0.0048 - N/A - N 149965440.00 149965440.00 SUMITOMO TRUST & BK CO. 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WESTPAC BANKING CORP.-0.33 9612E0BP1 Certificate of Deposit N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2011-05-16 2011-08-16 N N N 250000000.00 250000000.00 0.0080 - N/A - N 249995000.00 249995000.00 WESTPAC BANKING CORP. WESTPAC BANKING CORP.-0.41 9612C4BB6 Other Commercial Paper N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2011-04-07 2011-04-07 N N N 125000000.00 125000214.17 0.0040 - N/A - N 125001250.00 125001250.00