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REPO TRIPA MORTG 0.26 12/01/2010 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2028-05-01 5.5000% Government Agency Debt 568270.08 389011.93 FMAC 2035-03-01 2.7130% Government Agency Debt 1500000.00 393214.47 FMAC 2023-12-01 5.0000% Government Agency Debt 849000.00 412073.59 FMAC 2037-06-01 5.5440% Government Agency Debt 1071086.10 403076.03 FMAC 2028-07-01 5.5000% Government Agency Debt 742969.38 406553.84 FMAC 2025-04-01 4.5000% Government Agency Debt 414612.90 391617.27 FMAC 2037-05-01 5.6650% Government Agency Debt 1616894.16 403348.20 FMAC 2039-12-01 4.5000% Government Agency Debt 403051.68 412070.76 FMAC 2040-11-01 4.5000% Government Agency Debt 396766.44 414114.66 FMAC 2040-11-01 4.5000% Government Agency Debt 374433.00 390804.71 FMAC 2040-11-01 5.0000% Government Agency Debt 368627.22 392283.42 FMAC 2034-04-01 5.0000% Government Agency Debt 906096.96 404740.31 FMAC 2025-01-01 5.0000% Government Agency Debt 1050000.00 402900.68 FMAC 2023-06-01 5.0000% Government Agency Debt 1508780.94 415568.96 FNMA 2026-01-01 5.0000% Government Agency Debt 900000.00 392914.35 FNMA 2030-04-01 7.0000% Government Agency Debt 3571624.02 409596.23 FNMA 2034-05-01 2.5990% Government Agency Debt 1513964.70 398649.30 FNMA 2035-12-01 5.5000% Government Agency Debt 828000.00 389677.79 FNMA 2035-12-01 5.0000% Government Agency Debt 684000.00 410081.98 FNMA 2034-09-01 2.7720% Government Agency Debt 1800000.00 411186.98 FNMA 2034-11-01 5.5000% Government Agency Debt 866897.28 388935.04 FNMA 2035-01-01 5.0000% Government Agency Debt 900000.00 412748.86 FNMA 2034-12-01 2.7790% Government Agency Debt 1630219.68 409072.99 FNMA 2021-01-01 5.5000% Government Agency Debt 860700.00 390575.36 FNMA 2037-01-01 5.7730% Government Agency Debt 900000.00 410851.07 FNMA 2024-03-01 5.0000% Government Agency Debt 611700.00 403646.36 FNMA 2036-09-01 6.0000% Government Agency Debt 960000.00 390227.60 FNMA 2021-09-01 4.5000% Government Agency Debt 300994.74 194829.28 FNMA 2037-08-01 6.0000% Government Agency Debt 973831.68 394307.11 FNMA 2038-04-01 5.0110% Government Agency Debt 988214.40 407189.90 FNMA 2038-08-01 5.2510% Government Agency Debt 1201731.48 393615.41 FNMA 2038-05-01 5.0000% Government Agency Debt 553246.74 402749.78 FNMA 2038-08-01 5.1420% Government Agency Debt 609000.00 403860.54 FNMA 2024-03-01 4.5000% Government Agency Debt 600000.00 389571.66 FNMA 2040-03-01 4.5000% Government Agency Debt 384676.62 389866.79 FNMA 2040-07-01 4.5000% Government Agency Debt 392106.00 407492.21 GNMA 2033-03-20 5.0000% Government Agency Debt 1442527.80 404605.54 GNMA 2039-01-20 6.5000% Government Agency Debt 855145.32 401433.17 GNMA 2040-01-20 5.0000% Government Agency Debt 438000.00 391236.82 GNMA 2040-04-15 5.0000% Government Agency Debt 383307.78 413084.84 GNMA 2040-02-15 5.0000% Government Agency Debt 377444.58 390265.18 GNMA 2037-01-15 6.0000% Government Agency Debt 1037730.06 394744.05 GNMA 2038-01-15 7.0000% Government Agency Debt 2043068.34 395652.22 GNMA 2044-02-15 5.7300% Government Agency Debt 107738.34 115498.70 GNMA 2038-06-15 6.0000% Government Agency Debt 621996.90 415821.66 GNMA 2039-06-15 5.5000% Government Agency Debt 401577.36 397183.13 GNMA 2039-07-15 4.5000% Government Agency Debt 402713.28 407449.32 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 18000000.00 18000000.00 0.0580 N 18000000.00 18000000.00 MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 0.25 12/01/2010 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2034-12-01 5.5000% Government Agency Debt 1798075.00 615758.32 FMAC 2036-12-01 5.5000% Government Agency Debt 1466044.15 620614.64 FMAC 2035-09-01 5.0000% Government Agency Debt 1126600.08 630108.89 FMAC 2038-11-01 7.0000% Government Agency Debt 1607888.28 635847.09 FMAC 2035-02-01 4.7630% Government Agency Debt 2277521.15 634309.01 FNMA 2037-04-01 2.8310% Government Agency Debt 895371.20 612813.29 FNMA 2035-02-01 5.5000% Government Agency Debt 1625000.00 611122.90 FNMA 2034-05-01 5.0000% Government Agency Debt 1500000.00 611206.79 FNMA 2035-01-01 2.8390% Government Agency Debt 2525319.25 596836.54 FNMA 2036-09-01 5.7540% Government Agency Debt 1875010.45 637181.97 FNMA 2037-12-01 6.0000% Government Agency Debt 868990.88 394589.84 FNMA 2038-06-01 5.2550% Government Agency Debt 960307.65 602264.90 FNMA 2038-05-01 4.8010% Government Agency Debt 1185639.45 605583.89 FNMA 2036-09-01 5.5000% Government Agency Debt 875000.00 605010.31 FNMA 2038-09-01 5.5000% Government Agency Debt 671126.93 601197.39 FNMA 2040-09-01 3.5000% Government Agency Debt 625000.00 615556.31 FNMA 2040-07-01 3.6730% Government Agency Debt 469260.25 474874.57 FNMA 2025-08-01 4.5000% Government Agency Debt 571489.28 600746.41 FNMA 2025-11-01 3.5000% Government Agency Debt 589851.28 606555.54 FNMA 2040-08-01 3.5000% Government Agency Debt 626051.25 613813.69 FNMA 2040-09-01 3.5000% Government Agency Debt 631267.68 617434.02 FNMA 2040-09-01 4.5000% Government Agency Debt 587500.00 611058.24 FNMA 2040-11-01 4.0000% Government Agency Debt 596824.05 608755.89 FNMA 2040-09-01 4.5000% Government Agency Debt 594599.93 617433.48 FNMA 2040-10-01 4.0000% Government Agency Debt 630280.23 638380.47 FNMA 2040-09-01 3.5000% Government Agency Debt 625000.00 615463.75 FNMA 2040-11-01 4.0000% Government Agency Debt 604595.00 615109.26 GNMA 2026-01-15 3.2900% Government Agency Debt 606382.50 619028.45 GNMA 2060-10-20 5.2410% Government Agency Debt 590984.78 620009.17 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 17410000.00 17410000.00 0.0561 N 17410000.00 17410000.00 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.25 12/01/2010 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2012-09-01 2040-12-01 4.00%-9.00% Government Agency Debt 18360048.65 18294363.88 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 18000000.00 18000000.00 0.0580 N 18000000.00 18000000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.25 12/01/2010 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2030-11-01 4.0000% Government Agency Debt 954136.03 982305.85 FMAC 2037-09-01 6.5000% Government Agency Debt 2183850.53 1021517.97 FMAC 2040-04-01 5.5000% Government Agency Debt 1000185.09 1021857.58 FMAC 2025-10-01 3.5000% Government Agency Debt 964485.90 986452.65 FMAC 2020-12-01 3.5000% Government Agency Debt 952684.78 979511.85 FMAC 2038-02-01 6.0000% Government Agency Debt 1677759.62 983854.99 FNMA 2038-03-01 5.0000% Government Agency Debt 1344566.83 736141.45 FNMA 2037-10-01 6.5000% Government Agency Debt 2356868.63 1000826.62 FNMA 2038-04-01 5.0000% Government Agency Debt 1553844.60 1025564.37 FNMA 2018-03-01 5.5000% Government Agency Debt 1428840.00 1023892.49 FNMA 2040-01-01 5.5000% Government Agency Debt 1078242.05 1001535.45 FNMA 2040-04-01 5.0000% Government Agency Debt 1028380.66 1025549.11 FNMA 2025-07-01 4.0000% Government Agency Debt 1032658.20 1018195.56 FNMA 2030-06-01 4.5000% Government Agency Debt 539190.48 528867.83 FNMA 2030-09-01 4.0000% Government Agency Debt 963764.18 991199.89 FNMA 2030-10-01 4.5000% Government Agency Debt 943849.63 991660.10 FNMA 2030-11-01 4.5000% Government Agency Debt 954332.22 1005453.88 FNMA 2030-11-01 4.5000% Government Agency Debt 954110.08 998361.71 USTR 2013-08-15 0.7500% Treasury Debt 986958.00 991350.66 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 18000000.00 18000000.00 0.0580 N 18000000.00 18000000.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.25 12/01/2010 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2035-10-01 6.0000% Government Agency Debt 1413814.92 505474.83 FMAC 2036-04-01 6.0000% Government Agency Debt 646582.95 498791.81 FMAC 2021-05-01 5.0000% Government Agency Debt 1026720.00 488779.23 FMAC 2020-12-01 5.0000% Government Agency Debt 167119.64 115029.02 FMAC 2024-11-01 5.0000% Government Agency Debt 522308.39 511706.16 FMAC 2024-06-01 4.5000% Government Agency Debt 558000.00 500495.08 FMAC 2025-09-01 4.0000% Government Agency Debt 469929.43 487734.64 FMAC 2020-11-01 3.5000% Government Agency Debt 469045.74 479463.26 FMAC 2037-10-01 5.7200% Government Agency Debt 780806.68 494894.46 FMAC 2040-06-01 5.5000% Government Agency Debt 459964.76 491368.55 FMAC 2040-06-01 5.0000% Government Agency Debt 478133.24 500701.28 FMAC 2040-10-01 4.0000% Government Agency Debt 506987.86 515400.03 FMAC 2040-10-01 5.0000% Government Agency Debt 464243.50 500579.08 FMAC 2040-11-01 4.0000% Government Agency Debt 333404.61 339057.97 FMAC 2040-12-01 4.5000% Government Agency Debt 459472.81 479562.79 FMAC 2025-08-01 4.5000% Government Agency Debt 465021.54 485478.56 FNMA 2034-05-01 5.0000% Government Agency Debt 1116000.00 487960.83 FNMA 2040-12-01 3.0500% Government Agency Debt 468878.19 486503.30 FNMA 2019-09-01 5.5000% Government Agency Debt 1471454.39 503606.97 FNMA 2036-08-01 6.5000% Government Agency Debt 1032372.00 505879.19 FNMA 2036-02-01 5.5000% Government Agency Debt 964652.10 518882.90 FNMA 2037-10-01 6.5000% Government Agency Debt 1194231.60 507473.63 FNMA 2024-01-01 5.0000% Government Agency Debt 899225.30 483860.90 FNMA 2025-09-01 3.5000% Government Agency Debt 474300.00 479546.97 FNMA 2039-07-01 3.1080% Government Agency Debt 769053.12 481879.20 FNMA 2040-06-01 5.0000% Government Agency Debt 563905.52 508503.97 FNMA 2040-07-01 4.5000% Government Agency Debt 465343.02 485531.27 FNMA 2040-07-01 5.0000% Government Agency Debt 465000.00 494085.57 FNMA 2039-10-01 6.0000% Government Agency Debt 539400.00 498664.03 FNMA 2040-09-01 4.1830% Government Agency Debt 481887.76 496852.95 FNMA 2040-08-01 4.5000% Government Agency Debt 465000.00 484642.21 FNMA 2035-11-01 4.0000% Government Agency Debt 502200.00 514751.09 FNMA 2040-10-01 5.0000% Government Agency Debt 461963.20 492537.11 FNMA 2040-10-01 5.0000% Government Agency Debt 471640.01 502866.05 FNMA 2040-11-01 5.0000% Government Agency Debt 469698.55 501382.43 FNMA 2040-12-01 4.0000% Government Agency Debt 469471.92 478857.71 FNMA 2040-12-01 4.0000% Government Agency Debt 473157.40 482616.87 FNMA 2040-11-01 4.0000% Government Agency Debt 506452.98 516578.10 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 18000000.00 18000000.00 0.0580 N 18000000.00 18000000.00 MERRILL LYNCH, PIERCE, FENNER & SMITH INC. REPO TRIPA CORPO 0.35 12/01/2010 TRIPARTY2 Other Repurchase Agreement N MERRILL LYNCH AND CO 2013-02-05 5.4500% Other Note 2625375.00 2820360.87 MERRILL LYNCH AND CO 2013-04-25 6.1500% Other Note 2048775.00 2215256.75 MERRILL LYNCH & CO 2014-02-03 5.0000% Other Note 1041450.00 1103187.16 NAT'L CITY BK CLEVELAN 2013-03-01 0.0000% Other Note 322302.30 319433.81 WACHOVIA BNK 2014-11-03 0.7244% Other Note 368927.25 353636.43 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 6500000.00 6500000.00 0.0209 N 6500000.00 6500000.00 DEUTSCHE BANK SECURITIES INC REPO TRIPA CORPO 0.33 12/01/2010 TRIPARTY2 Other Repurchase Agreement N AMERICAN INTERNATIONAL GROUP INC 2018-08-15 8.2500% Other Note 47600.00 55885.37 AMERICAN INTL GROUP 2018-01-16 5.8500% Other Note 8901.20 9118.97 ANHEUSER - BUSCH COMPANIES INC 2019-03-01 5.0000% Other Note 78873.20 87192.04 ANHEUSER BUSCH INBEV WORLDWIDE INC 2019-11-15 6.8750% Other Note 95200.00 117347.76 APPALACHIAN POWER COMPANY 2035-10-01 5.8000% Other Note 83918.80 83075.88 AUTOZONE INC 2015-01-15 5.7500% Other Note 95200.00 108615.82 BLOCK FIN CORP. 2014-10-30 5.1250% Other Note 47600.00 46346.26 BOSTON PROP LP 2021-05-15 4.1250% Other Note 23800.00 23245.58 CVS CAREMARK 2015-05-18 3.2500% Other Note 47600.00 49353.27 CENOVUS ENERGY INC 2039-11-15 6.7500% Other Note 2042.23 2426.03 CONTINENTAL AIRLINES INC 2022-12-15 6.7030% Other Note 61880.00 36062.46 DR PEPPER SNAPPLE GROUP INC 2012-12-21 2.3500% Other Note 86156.00 88916.37 DUKE ENERGY HLDG CORP COM 2015-04-01 3.3500% Other Note 40698.00 42934.77 EQT CORP,PA 2019-06-01 8.1250% Other Note 104815.20 130516.86 ENCANA CORP 2017-12-01 5.9000% Other Note 8330.00 9826.79 ENBRIDGEENERGY PARTNERS LP 2038-04-15 7.5000% Other Note 89012.00 106982.19 ENTERGY TEXAS INC 2015-06-01 3.6000% Other Note 3923.53 4163.68 FEDEX CORP 2019-01-15 8.0000% Other Note 19040.00 24739.62 GATX FINANCIAL CORPORATION 2016-03-01 5.8000% Other Note 104720.00 117253.82 HASBRO INC 2040-03-15 6.3500% Other Note 29988.00 30540.35 H J HEINZ FIN CO 2011-07-15 6.6250% Other Note 43191.57 45832.47 HUSKY ENERGY 2019-12-15 7.2500% Other Note 60281.31 74619.17 INTERNATIONAL GAME TECHNOLOGY 2019-06-15 7.5000% Other Note 66421.56 79225.98 INTERNATIONAL GAME TECHNOLOGY 2020-06-15 5.5000% Other Note 121243.67 126074.02 KLA INSRUMENTS CORP 2018-05-01 6.9000% Other Note 76636.00 86531.88 KINDER MORGAN 2013-12-15 5.0000% Other Note 58357.60 64595.83 KINDER NMORGAN 2037-02-01 6.5000% Other Note 86156.00 90192.94 KINDER MORGAN 2038-01-15 6.9500% Other Note 77492.80 85483.28 KINDER MORGAN 2039-09-01 6.5000% Other Note 4760.00 4929.69 THE KROGER CO. 2038-04-15 6.9000% Other Note 21658.00 25727.43 THE KROGER CO. 2040-07-14 5.4000% Other Note 9282.00 9274.95 NBC UNIVERSAL INC 2020-04-30 5.1500% Other Note 113622.87 121516.44 NATIONWIDE FINANCIAL SERV 2015-10-01 5.1000% Other Note 117096.00 125000.96 NORDSTROM INC 2028-03-15 6.9500% Other Note 7140.00 8106.18 NORTHERN BORDER PARTNERS 2011-03-15 7.1000% Other Note 79016.00 81473.53 ONEOK PARTNERS LTD PARTNERSHIP 2036-10-01 6.6500% Other Note 21658.00 23635.56 PNC PREFERRED FDG TRUST II 2050-03-29 6.1130% Other Note 238.00 177.53 PSEG POWER LLC 2015-12-01 5.5000% Other Note 47600.00 54627.53 PRUDENTIAL FINCL INC 2012-09-17 3.6250% Other Note 40460.00 42342.23 QUEST DIAGNOSTICS 2037-07-01 6.9500% Other Note 101388.00 113161.71 SAFEWAY INC 2014-08-15 5.6250% Other Note 38080.00 42861.18 SUNCOR ENERGY 2039-06-01 6.8500% Other Note 33320.00 39764.75 SYMANTEC CORP 2015-09-15 2.7500% Other Note 46232.07 46351.77 TALISMAN ENERGY INC 2019-06-01 7.7500% Other Note 28560.00 37095.29 TELECOM ITALIA CAPITAL 2034-09-30 6.0000% Other Note 48742.40 42355.20 TIME WARNER INC 2018-06-15 6.8750% Other Note 9520.00 11735.02 CB TIME WARNER INC 2029-05-15 6.6250% Other Note 35795.20 39812.15 TIME WARNER CABLE INC 2037-05-01 6.5500% Other Note 25561.20 27542.36 TIME WARNER CABLE 2019-02-14 8.7500% Other Note 78778.00 104732.51 VALERO ENERGY CORP NEW 2013-06-15 4.7500% Other Note 95200.00 103109.30 WEINGARTEN REALTY 2014-01-15 4.8570% Other Note 81967.20 85658.90 XL CAP. 2014-09-15 5.2500% Other Note 122816.71 130648.43 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 3000000.00 3000000.00 0.0097 N 3000000.00 3000000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.38 12/01/2010 TRIPARTY2 Other Repurchase Agreement N AGILENT TECHNOLOGIES 2015-09-14 5.5000% Other Note 405980.44 410232.17 AUTOZONE INC 2020-11-15 4.0000% Other Note 682914.17 2844369.95 AVIATION CAPITAL GROUP 2020-10-15 7.1000% Other Note 77093.80 77872.13 CONSOLIDATED EDISON 2015-12-15 5.3000% Other Note 482642.21 484452.55 DUN & BRADSTREET COR 2015-11-15 2.8000% Other Note 146005.90 146075.95 GAZ CAPITAL S.A. 2015-11-29 5.0000% Other Note 22399.13 22402.27 RIVERMONT INC 2050-12-16 0.0000% Other Note 111422.43 111422.49 JERSEY CENTRAL PWR & 2037-06-01 6.1000% Other Note 82980.24 82980.24 MACQUARIE GROUP LTD 2020-01-14 6.0000% Other Note 364868.11 372941.10 MACQUARIE GROUP LTD 2014-08-01 7.3000% Other Note 401078.73 409390.88 MANULIFE FINANCIAL C 2015-09-17 3.4000% Other Note 519384.42 522965.38 MNMIDAMERICAN ENGY C 2036-10-15 5.8000% Other Note 156615.75 159082.24 MOODY'S CORPORATION 2020-09-01 5.5000% Other Note 437263.64 443927.19 PPG INDUSTRIES INC 1 2016-01-15 1.9000% Other Note 48472.26 48519.84 SVB FINANCIAL GROUP 2020-09-15 5.3000% Other Note 38080.78 38480.16 MANULIFE FINANCIAL 2016-12-01 0.0000% Other Note 597775.98 597775.94 UNICREDITO LUXEM FIN 2017-01-13 5.5000% Other Note 2181.48 2228.78 ZIONS BANCORP 2014-09-23 7.7000% Other Note 41510.47 42078.77 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 6500000.00 6500000.00 0.0209 N 6500000.00 6500000.00 CITIGROUP GLOBAL MARKETS INC REPO TRIPA CORPO 0.38 12/01/2010 TRIPARTY2 Other Repurchase Agreement N ALLSTATE LIFE GBL FNDG 2013-04-30 5.3750% Other Note 43500.00 47873.89 ALTRIA GROUP INC 2038-11-10 9.9500% Other Note 282460.00 400685.83 AMER EXP BANK FSB 2013-04-16 5.5000% Other Note 116000.00 126059.78 AMERICAN EXP CRT CP 2014-08-25 5.1250% Other Note 232000.00 252207.20 AMERICAN INTL 2011-10-18 0.6347% Other Note 14500.00 14313.90 AMERICAN INTL GROUP 2022-12-14 0.0000% Other Note 2320.00 2126.98 ARCELORMITTAL CLASS A NY REGISTRY NEW,LU 2015-02-15 9.0000% Other Note 331180.00 406910.93 CAPITAL ONE BANK 2013-06-13 6.5000% Other Note 46052.00 51941.26 CARGILL INC 2013-01-22 5.2000% Other Note 14906.00 16322.20 CATERPLR FIN SERV CO 2011-10-12 5.1250% Other Note 348.00 364.40 CATERPILLAR FIN SRV.CO 2017-08-30 5.8500% Other Note 119770.00 140028.20 CATERPILLAR FIN SRV.CO 2013-08-15 4.9000% Other Note 29000.00 32241.09 CITGROUP FDG 2025-04-28 5.2500% Other Note 2900.00 2769.69 CITIGROUP FDG INC 2015-05-14 4.0000% Other Note 24534.00 24595.53 DANSKE BANK A/S 2015-04-01 3.7500% Other Note 174000.00 180705.23 JOHN DEERE CAPITAL CO 2013-06-17 1.8750% Other Note 85550.00 88097.68 JOHN DEERE CAPITAL CO 2015-03-09 2.9500% Other Note 34800.00 36687.81 MNWALT DISNEY CO 2039-04-01 4.7500% Other Note 120756.00 120599.59 GOLDMAN SACHS GRP INC MTN BE 2020-03-15 5.3750% Other Note 348000.00 363596.73 ITAU UNIBANCO HLDG 2021-01-22 5.7500% Other Note 3248.00 3322.11 KEY CORP 2015-08-13 3.7500% Other Note 255490.00 262788.28 KROGER CO 2018-05-01 7.0000% Other Note 127020.00 149818.68 LLOYDS BANK PLC 2020-09-14 6.5000% Other Note 116000.00 109509.03 MDC HLDGS INC 2015-07-01 5.3750% Other Note 328280.00 342572.17 MAYTAG CORP. 2015-05-15 5.0000% Other Note 139780.00 147759.11 MCDONALD'S CORP 2013-06-03 4.1250% Other Note 58000.00 63631.24 MCDONALDS CORP 2019-02-01 5.0000% Other Note 27550.00 31669.21 MCDONALD CORP 2039-02-01 5.7000% Other Note 43210.00 48010.70 MERRILL LYNCH AND CO 2012-08-15 6.0500% Other Note 29000.00 31289.72 MORGAN & CO 2012-02-15 7.1840% Other Note 145000.00 150126.23 NATL AGRICULT 2016-01-28 4.2500% Other Note 52200.00 52731.07 NATIONWIDE BLDG SOC 2014-01-15 5.2500% Other Note 87000.00 94373.18 PEMEX PROJECT FUNDING 2035-06-15 6.6250% Other Note 356178.81 381298.17 PEMEX PJT FDG MST TRST 2012-12-03 1.1363% Other Note 23200.00 23089.71 PEMEX PJT FDG MST TRST 2012-12-03 0.8956% Other Note 98426.00 97900.84 PETROLEOS MEXICANOS 2110-09-28 6.6250% Other Note 29000.00 29999.04 PITNEY BOWES INC GBL 2014-08-15 4.8750% Other Note 225040.00 244075.85 PITNEY BOWES 2037-01-15 5.2500% Other Note 15080.00 15905.59 PROTECTIVE LIFE SEC TR 2012-10-15 4.0000% Other Note 3190.00 3234.60 PRUDENTIAL FINCL INC 2013-01-15 5.1500% Other Note 285012.00 311221.23 PRUDENTIAL FINCL INC 2020-06-22 5.3750% Other Note 87240.24 94670.45 UNION BANK OF CA NA 2016-05-11 5.9500% Other Note 16820.00 18744.55 UTD MEXICAN STS 2031-08-15 8.3000% Other Note 14500.00 20216.02 UTD MEXICAN STS 2033-04-08 7.5000% Other Note 12098.80 15481.42 UTD MEXICAN STS 2034-09-27 6.7500% Other Note 56260.00 65402.25 UTD MEXICAN STS 2012-10-12 5.7500% Other Note 100224.00 97621.75 WEATERFORD INTERNATIONAL LTD 2040-09-15 6.7500% Other Note 380480.00 402391.84 WHIRLPOOL CORP 2014-05-01 8.6000% Other Note 314186.00 371059.25 XEROX CORPORATION 2016-04-01 7.2000% Other Note 87000.00 101958.78 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 5800000.00 5800000.00 0.0187 N 5800000.00 5800000.00