Athene Holding (ATH-PE) 10-Q 2018 Q2 Quarterly report

Exhibit 10.3

EXECUTION COPY

MODIFIED COINSURANCE AGREEMENT (FA BUSINESS)

between

ATHENE LIFE RE LTD.

and

VOYA INSURANCE AND ANNUITYCOMPANY

effective as of June 1, 2018

Treaty Number BDVFA - 060118

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TABLE OF CONTENTS

Page

ARTICLE I GENERAL PROVISIONS    2

Section 1.01 Defined Terms 2

Section 1.02 Other Definitional Provisions 8

ARTICLE II COVERAGE    8

Section 2.01 Scope and Basis of Reinsurance 8

Section 2.02 Policy Changes 9

Section 2.03 Reinstatement of Surrendered Policies 9

Section 2.04 Misstatement of Fact 9

Section 2.05 Credited Rates and Non-Guaranteed Elements 9

Section 2.06 Programs of Internal Replacement 10

Section 2.07 Conservation Program 10

Section 2.08 Retrocession 10

Section 2.09 Interest Maintenance Reserve 10

Section 2.10 Valuation of Liabilities 10

ARTICLE III REINSURANCE PREMIUMS    10

Section 3.01 Reinsurance Premiums 10

Section 3.02 Initial Premium; True-Up 10

ARTICLE IV CEDING COMMISSION    11

Section 4.01 Ceding Commission 11

ARTICLE V ADMINISTRATION FEE    12

Section 5.01 Policy Expenses 12

ARTICLE VI REINSURED LIABILITIES    12

Section 6.01 Reinsured Liabilities 12

Section 6.02 Claims Settlement 12

Section 6.03 Recoveries 12

ARTICLE VII REPORTING AND SETTLEMENTS    12

Section 7.01 Ceding Company Reporting 12

Section 7.02 Reinsurer Reporting 14

Section 7.03 Settlements 15

ARTICLE VIII    17

MODCO ACCOUNT    17

Section 8.01 Modco Account 17

Section 8.02 Credit for Reinsurance 19

Section 8.03 Investment Management 19

ARTICLE IX HEDGING    20

Section 9.01 Existing Hedges 20

Section 9.02 Other Hedging 20

ARTICLE X ADMINISTRATION    20

Section 10.01 Policy Administration 20

Section 10.02 Record-Keeping 21

ARTICLE XI TERM AND TERMINATION    21

Section 11.01 Duration of Agreement 21

Section 11.02 Recapture 21

Section 11.03 Recapture Payment 22

Section 11.04 Survival 22

ARTICLE XII ERRORS AND OMISSIONS    22

Section 12.01 Errors and Omissions 22

ARTICLE XIII DISPUTE RESOLUTION    23

Section 13.01 Negotiation 23

Section 13.02 Arbitration; Waiver of Trial by Jury 23

ARTICLE XIV INSOLVENCY    24

Section 14.01 Insolvency 24

ARTICLE XV TAXES    25

Section 15.01 Taxes 25

Section 15.02 Excise Tax 26

Section 15.03 BEAT 26

ARTICLE XVI REPRESENTATIONS, WARRANTIES AND COVENANTS    26

Section 16.01 Representations and Warranties of the Ceding Company 26

Section 16.02 Covenants of the Ceding Company 28

Section 16.03 Representations and Warranties of the Reinsurer 29

Section 16.04 Covenants of the Reinsurer 30

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ARTICLE XVII MISCELLANEOUS    31

Section 17.01 Currency 31

Section 17.02 Interest 31

Section 17.03 Right of Setoff and Recoupment 31

Section 17.04 No Third-Party Beneficiaries 31

Section 17.05 Amendment 31

Section 17.06 Notices 32

Section 17.07 Consent to Jurisdiction 32

Section 17.08 Service of Process 33

Section 17.09 Inspection of Records 33

Section 17.10 Confidentiality 33

Section 17.11 Successors 34

Section 17.12 Entire Agreement 34

Section 17.13 Severability 35

Section 17.14 Construction 35

Section 17.15 Non-Waiver 35

Section 17.16 Further Assurances 35

Section 17.17 Governing Law 35

Section 17.18 Counterparts 35

Schedules

I.    Policy Forms and Riders

II.    Policy Expenses

III.    Initial Modco Assets

IV.    Existing Index Hedges

V.    Existing Other Hedges

VI.    Reinsurer Reports

Exhibits

A. Form of Weekly Accounting Report

B. Form of Monthly Accounting Report

C. Form of Quarterly Accounting Report

D. Account Value Roll-Forward Information Fields

E.     Seriatim Information Fields

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MODIFIED COINSURANCE AGREEMENT (FA BUSINESS)

This MODIFIED COINSURANCE AGREEMENT (this “Agreement”), effective as of June 1, 2018 (the “Effective Date”), is made by and between Voya Insurance and Annuity Company, an insurance company organized under the Laws of the State of Iowa (the “Ceding Company”), and Athene Life Re Ltd., a reinsurance company organized under the Laws of Bermuda (the “Reinsurer”).

WITNESSETH:

WHEREAS, Athene Holding Ltd. (“AHL”), VA Capital Company LLC (the “Buyer Parent”), and Voya Financial, Inc. (the “Seller”) have entered into a Master Transaction Agreement, dated as of December 20, 2017 (the “Master Agreement”), pursuant to which, among other things, the Seller will sell, and Venerable Holdings, Inc., a wholly owned subsidiary of the Buyer Parent (the “Buyer”), will purchase, all of the issued and outstanding shares of common stock of the Ceding Company;

WHEREAS, in connection with the closing of the sale of the Ceding Company to the Buyer, the Ceding Company and Athene Annuity & Life Assurance Company, a wholly owned subsidiary of AHL, have entered into two reinsurance transactions pursuant to which the Ceding Company cedes, and Athene Annuity & Life Assurance Company accepts, on a coinsurance basis and a modified coinsurance basis, a twenty percent (20%) quota share of the Reinsured Liabilities (as defined below); and

WHEREAS, in connection with the closing of the sale of the Ceding Company to the Buyer, the Ceding Company and the Reinsurer, an indirect wholly owned subsidiary of AHL, wish to enter into a modified coinsurance transaction with respect to certain fixed annuity business of the Ceding Company;

WHEREAS, the Reinsurer negotiated the terms of this Agreement in the form as it was originally attached to the Master Agreement from outside the United States in a manner consistent with its operating guidelines;

WHEREAS, the Reinsurer negotiated any further changes to this Agreement, as compared to the form as it was originally attached to the Master Agreement, from outside the United States in a manner consistent with its operating guidelines; and

WHEREAS, subject to the terms, conditions and limitations contained herein, the Ceding Company desires to cede, on a modified coinsurance basis, and the Reinsurer desires to accept, the Reinsured Liabilities (as defined below).

NOW, THEREFORE, in consideration of the mutual promises and agreements contained herein, the Ceding Company and the Reinsurer hereby agree as follows:

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ARTICLE I
GENERAL PROVISIONS

Section 1.01Defined Terms. As used in this Agreement, the following terms shall have the following meanings:

“Action” shall mean (a) any civil, criminal or administrative action, suit, claim, litigation, arbitration or similar proceeding, in each case, before a Governmental Entity, or (b) any investigation or written inquiry by a Governmental Entity other than any examination by a taxing authority, including a tax audit.

“Additional Tax” shall have the meaning specified in Section 15.03(b).

“Affiliate” shall mean, with respect to any Person, another Person that directly or indirectly, through one or more intermediaries, controls, is controlled by or is under common control with, such first Person, and the term “Affiliated” shall have a correlative meaning. For the purposes of this definition, “control”, when used with respect to any Person, means the power to direct the management and policies of such Person, directly or indirectly through the ownership of voting securities, by contract, or otherwise, and the terms “controlling” and “controlled” have the meanings correlative to the foregoing. For the avoidance of doubt, the Ceding Company and the Reinsurer shall not be deemed “Affiliates” for purposes of this Agreement.

“Agreement” shall have the meaning specified in the Preamble hereto.

“AHL” shall have the meaning specified in the Recitals hereto.

“Allianz Trust Account” shall mean the trust account established pursuant to that certain Asset Trust Agreement, dated as of December 30, 1993, among the Ceding Company (formerly known as USG Annuity & Life Company), Allianz Life Insurance Company of North America and The Bank of New York Mellon (formerly known as The Bank of New York).

“Applicable Tax Gross-Up Percentage” shall mean (a) with respect to the Pre-Tax Reform Existing IMR, 65%, and (b) with respect to the Post-Tax Reform Existing IMR, one minus the highest federal tax rate applicable to United States corporations at the time such interest maintenance reserves were established.

“Authorized Representative” shall have the meaning specified in Section 14.01(a)(i).

“Business Day” shall mean any day other than a Saturday, Sunday or any other day on which banking institutions are authorized or required by Law to close in New York, New York or Des Moines, Iowa.

“Buyer” shall have the meaning specified in the Recitals hereto.

“Buyer Parent” shall have the meaning specified in the Recitals hereto.

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“Ceding Company” shall have the meaning specified in the Preamble hereto.

“Code” shall mean the Internal Revenue Code of 1986, as amended.

“Company Required Initial Premium” shall have the meaning specified in Section 3.02(b).

“Custodian” shall have the meaning specified in Section 8.01(a).

“Effective Date” shall have the meaning specified in the Preamble hereto.

“Estimated Company Ceding Commission” shall have the meaning specified in the Master Agreement.

“Estimated Company Required Initial Premium” shall have the meaning specified in Section 3.02(d).

“Excluded Liabilities” shall mean without duplication (a) all Extra-Contractual Obligations other than Reinsurer Extra-Contractual Obligations, (b) any liabilities resulting from any change to the terms of any Reinsured Policy after the Effective Date, unless such change is required by applicable Law by the express terms of the Reinsured Policies or has been approved in writing in advance by the Reinsurer, (c) any liabilities other than Reinsured Liabilities and (d) any ex gratia payments made by the Ceding Company (i.e., payments the Ceding Company is not required to make under the terms of the Reinsured Policies) unless such payment has been approved in writing in advance by the Reinsurer.

“Existing Hedge Proceeds” shall have the meaning specified in Section 9.01.

“Existing Hedges” shall mean all Existing Index Hedges and Existing Other Hedges.

“Existing IMR” shall mean the Quota Share of the Ceding Company’s interest maintenance reserves relating to the Reinsured Policies as of the Effective Date, determined in accordance with Iowa SAP.

“Existing Index Hedges” shall mean all derivatives and other hedges purchased by the Ceding Company prior to the Effective Date to hedge the index risk associated with the Reinsured Policies that remain in full force and effect as of the Effective Date and are listed on Schedule IV. For the avoidance of doubt, following the expiration or exercise of any Existing Index Hedge, such expired or exercised hedge shall no longer be considered an Existing Index Hedge.

“Existing Other Hedges” shall mean all derivatives and other hedges purchased by the Ceding Company prior to the Effective Date to hedge risk other than the index risk associated with the Reinsured Policies that remain in full force and effect as of the Effective Date and are listed on Schedule V. For the avoidance of doubt, following the expiration or exercise of any Existing Other Hedge, such expired or exercised hedge shall no longer be considered an Existing Other Hedge.

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“Extra-Contractual Obligations” shall mean any liabilities or obligations not arising under the express terms and conditions of, or in excess of the applicable policy limits of, the Reinsured Policies, including liabilities or obligations for fines, penalties, taxes, fees, forfeitures, compensatory damages, and punitive, special, treble, bad faith, tort, exemplary or other forms of extra-contractual damages awarded against or paid by the Ceding Company, which liabilities or obligations arise from any act, error or omission committed by the Ceding Company or any of its Affiliates or any of the directors, officers, employees, agents, representatives, annuity producers, administrators, service providers, successors or assigns of the Ceding Company or any of its Affiliates, whether or not intentional, negligent, in bad faith or otherwise relating to (a) the form, marketing, sale, underwriting, production, issuance, cancellation or administration of the Reinsured Policies, (b) the investigation, defense, trial, settlement or handling of claims, benefits or payments under the Reinsured Policies, (c) the failure to pay, the delay in payment, or errors in calculating or administering the payment of benefits, claims or any other amounts due or alleged to be due under or in connection with the Reinsured Policies, (d) fines or other penalties associated with escheat or unclaimed property liabilities arising under or relating to the Reinsured Policies, (e) the failure of the Reinsured Policies or the payments thereunder to qualify for their intended or expected tax status, or (f) any tax, penalty or interest imposed in respect of any withholding or reporting obligation of the Ceding Company in respect of taxes.

“Factual Information” shall have the meaning specified in Section 16.01(d).

“Final Company Ceding Commission” shall have the meaning specified in the Master Agreement.

“Governmental Entity” shall mean any foreign, federal, state, local or other governmental, legislative, judicial, administrative or regulatory authority, agency, commission, board, body, court or entity or any instrumentality thereof or any self-regulatory body or arbitral body or arbitrator.

“Hedge Counterparty” shall mean, with respect to each Existing Hedge, the counterparty of the Ceding Company with respect to such Existing Hedge.

“IMR” shall mean the interest maintenance reserve relating to the Reinsured Liabilities, determined in accordance with Iowa SAP, consisting of the after-tax unamortized deferred gains and losses in respect of the assets maintained in the Modco Account.

“Initial Modco Assets” shall have the meaning specified in Section 3.02(c).

“Initial Premium” shall have the meaning specified in Section 3.02(a).

“Investment Management Agreement” shall have the meaning specified in Section 8.03.

“Investment Manager” shall have the meaning specified in Section 8.03.

“Iowa SAP” shall mean the statutory accounting principles and practices prescribed or permitted for Iowa life insurance companies by the Iowa Insurance Division, consistently applied by the Ceding Company; provided, that, for the avoidance of doubt, Iowa SAP as applied by the

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Ceding Company shall include the methodology for calculating indexed annuity product reserves set forth in Iowa Administrative Code Chapter 191-97 to the extent applicable.

“Law” shall mean any law, statute, ordinance, written rule or regulation, order, injunction, judgment, decree, principle of common law, constitution or treaty enacted, promulgated, issued, enforced or entered by any Governmental Entity.

“Master Agreement” shall have the meaning specified in the Recitals hereto.

“Modco Account” shall have the meaning specified in Section 8.01(a).

“Modco Adjustment” shall mean, as of any date of determination, an amount equal to (a) the Modco Reserves as of such date, plus (b) the IMR as of such date, minus (c) the Statutory Carrying Value of the assets maintained in the Modco Account (including the Quota Share of the Statutory Carrying Value of the assets maintained in the Allianz Trust Account) as of such date, minus (d) any amounts due and unpaid by the Ceding Company under Section 7.03(a) or (b).

“Modco Excess Withdrawals” shall have the meaning specified in Section 8.01(c).

“Modco Reserves” shall mean an amount equal to the Quota Share of the Net Statutory Reserves.

“Monthly Accounting Period” shall have the meaning specified in Section 7.01(b).

“Monthly Accounting Report” shall have the meaning specified in Section 7.01(b).

“Monthly Settlement Amount” shall have the meaning specified in Section 7.03(b).

“Net Statutory Reserves” shall mean the net statutory reserves of the Ceding Company in respect of the Reinsured Policies, which shall be calculated in good faith on a seriatim basis in accordance with Iowa SAP and using valuation interest rates determined in a manner consistent with the Ceding Company’s historical practices; provided, however, that Net Statutory Reserves shall not include (a) additional actuarial reserves (as used in connection with Iowa SAP), if any, established by the Ceding Company as a result of its annual cash flow testing, (b) any asset valuation reserves (as used in connection with Iowa SAP) established by the Ceding Company, (c) any interest maintenance reserves (as used in connection with Iowa SAP) established by the Ceding Company or (d) any other reserve not directly attributable to specific Reinsured Policies.

“Non-Payout Annuities” shall have the meaning specified in Section 7.01.

“Non-Public Personal Information” shall have the meaning specified in Section 17.10(b).

“Payout Annuities” shall have the meaning specified in Section 7.01.

“Permits” shall mean any licenses, certificates of authority or other similar certificates, registrations, franchises, permits, approvals or other similar authorizations issued to a Person by a Governmental Entity.

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“Permitted Assets” shall mean (a) with respect to any asset other than the assets maintained in the Separate Account or the Existing Hedges, cash and any securities or other assets qualifying as admitted assets of the Ceding Company under the applicable Laws of the State of domicile of the Ceding Company, (b) with respect to any assets maintained in the Separate Account, any assets into which the investment portfolio of the Separate Account may be invested pursuant to applicable Law, and (c) the Existing Hedges.

“Person” shall mean an individual, corporation, partnership, joint venture, limited liability company, association, trust, unincorporated organization, Governmental Entity or other entity.

“Policy Expenses” shall have the meaning specified in Section 5.01.

“Post-Tax Reform Existing IMR” shall mean the portion of the Existing IMR established after any change after the date of the Master Agreement to the highest federal tax rate applicable to United States corporations.

“Pre-Tax Reform Existing IMR” shall mean the portion of the Existing IMR established prior to any change after the date of the Master Agreement to the highest federal tax rate applicable to United States corporations.

“Proprietary Information” shall have the meaning specified in Section 17.10(a).

“Quarterly Accounting Period” shall have the meaning specified in Section 7.01(c).

“Quarterly Accounting Report” shall have the meaning specified in Section 7.01(c).

“Quarterly Settlement Amount” shall have the meaning specified in Section 7.03(c).

“Quota Share” shall mean eighty percent (80%).

“Recapture Effective Date” shall mean the date on which the liability of the Reinsurer with respect to all of the Reinsured Policies is terminated pursuant to Section 11.02 or the effective date of the rejection of this Agreement by any Receiver or of a recapture in full.

“Receiver” shall have the meaning specified in Section 11.03(a).

“Reinsurance Premiums” shall mean the Quota Share of the premiums, policy loan principal and interest payments, and other fees, amounts, payments, collections and recoveries received by the Ceding Company with respect to the Reinsured Policies.

“Reinsured Liabilities” shall mean the Quota Share of (a) liabilities of the Ceding Company with respect to claims, net of applicable surrender charges and market value adjustments, if any, for benefits related to partial surrenders, full surrenders, death claims, annuitizations, policy loans and other contractual benefits under the Reinsured Policies, (b) the Reinsurer Extra-Contractual Obligations, (c) liabilities with respect to premium taxes payable by the Ceding Company to the extent relating to premiums with respect to the Reinsured Policies that are issued after the Effective

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Date, (d) premium taxes and guaranty fund assessments payable by the Ceding Company to the extent relating to premiums received by the Ceding Company with respect to the Reinsured Policies and (e) trail commissions payable to producers with respect to the Reinsured Policies and other commissions payable with respect to premiums received by the Ceding Company after the Effective Date and paid to the Reinsurer; provided, that in no event shall “Reinsured Liabilities” include any Excluded Liabilities.

“Reinsured Policies” shall mean (a) all fixed annuity contracts issued by the Ceding Company on the policy forms that are listed on Schedule I and in force on the Effective Date, including any riders that are listed on Schedule I and any amendments or endorsements attached thereto as of the Effective Date, (b) all fixed annuity contracts assumed by the Ceding Company pursuant to the reinsurance agreements listed on Schedule I, (c) all supplementary contracts, whether with or without life contingencies, issued by the Ceding Company on or following the Effective Date upon the annuitization of any annuity contract referenced in (a) or (b) above or (d) below, and (d) all fixed annuity contracts of the type referenced in clause (a) above that are issued by the Ceding Company during the sixty (60) days following the Effective Date, including any amendments or endorsements attached thereto.

“Reinsurer” shall have the meaning specified in the Preamble hereto.

“Reinsurer Extra-Contractual Obligations” shall mean Extra-Contractual Obligations relating to the Reinsured Policies to the extent caused by, arising from or related to any act of, or failure to act by, the Reinsurer or any of its Affiliates following the Effective Date.

“Related Person” shall have the meaning specified in Section 15.03(b).

“Reserves Report” shall have the meaning specified in Section 7.02(a).

“Seller” shall have the meaning specified in the Recitals hereto.

“Separate Account” shall mean the separate account in which assets are maintained by the Ceding Company to support the Ceding Company’s payment obligations with respect to the separate account fixed annuity contracts comprising the Reinsured Policies.

“Statutory Carrying Value” shall mean, with respect to any asset, as of the relevant date of determination, the amount permitted to be carried by the Ceding Company as an admitted asset consistent with Iowa SAP.

“Terminal Accounting Report” shall have the meaning specified in Section 11.03(a).

“Unamortized Ceding Commission” shall mean an amount equal to: (a) the portion of the Final Company Ceding Commission allocated by the Reinsurer and the Ceding Company to this Agreement, multiplied by (b)(i) the Modco Reserves as of the Recapture Effective Date, divided by (ii) the Modco Reserves as of the Effective Date; provided, however, that as of any date of determination on or following the tenth anniversary of the Effective Date, the Unamortized Ceding Commission will be zero.

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“Weekly Accounting Report” shall have the meaning specified in Section 7.01(a).

“Weekly Settlement Amount” shall have the meaning specified in Section 7.03(a).

Section 1.02Other Definitional Provisions.

(a)For purposes of this Agreement, the words “hereof,” “herein,” “hereby” and other words of similar import refer to this Agreement as a whole, including all Schedules and Exhibits to this Agreement, unless otherwise indicated.

(b)Whenever the singular is used herein, the same shall include the plural, and whenever the plural is used herein, the same shall include the singular, where appropriate.

(c)The term “including” means “including but not limited to.”

(d)Whenever used in this Agreement, the masculine gender shall include the feminine and neutral genders and vice versa.

(e)The Schedules and Exhibits hereto are hereby incorporated by reference into the body of this Agreement.

(f)All references herein to Articles, Sections, Subsections, Paragraphs, Exhibits and Schedules shall be deemed references to Articles and Sections and Subsections and Paragraphs of, and Exhibits and Schedules to, this Agreement unless the context shall otherwise require.

(g)All terms defined in this Agreement shall have the defined meaning when used in any Schedule, Exhibit, certificate, report or other documents attached hereto or made or delivered pursuant hereto unless otherwise defined therein.

ARTICLE II
COVERAGE

Section 2.01Scope and Basis of Reinsurance.

(a)This Agreement shall be effective as of 12:00:01 a.m. Eastern Time on the Effective Date.

(b)This Agreement is an agreement for indemnity reinsurance made solely between the Ceding Company and the Reinsurer.

(c)Subject to the terms, conditions and limits of this Agreement (including the exclusion from coverage of Excluded Liabilities), the Ceding Company shall automatically cede and the Reinsurer shall automatically reinsure, on a modified coinsurance basis, the Reinsured Liabilities.

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(d)Subject to the terms, conditions and limits of this Agreement (including the exclusion from coverage of Excluded Liabilities), the Reinsurer shall follow the fortunes of the Ceding Company, and to that end the Reinsurer’s liability for the Reinsured Policies shall be identical to that of the Ceding Company and shall be subject to the same risks, terms, conditions, interpretations, waivers, modifications, alterations and cancellations to which the Ceding Company is subject with respect to the Reinsured Policies, subject in each case to the Ceding Company’s duty to adhere to its obligations pursuant to Article X.

(e)Notwithstanding anything to the contrary herein, the Reinsurer shall not be liable for any Excluded Liabilities.

Section 2.02PolicyChanges.

(a)The Ceding Company shall not, without the prior written consent of the Reinsurer, terminate, amend, modify or waive any provision or provisions of the Reinsured Policies, except to the extent required by applicable Law or the express terms of the Reinsured Policies.

(b)Any such terminations, amendments, modifications or waivers made without the prior written consent of the Reinsurer shall be disregarded for purposes of this Agreement, and the reinsurance with respect to the affected Reinsured Policy will continue as if such termination, amendment, modification or waiver had not been made.

Section 2.03Reinstatement of Surrendered Policies. If a Reinsured Policy that has been surrendered is reinstated according to its terms and the Ceding Company’s reinstatement policies, the Reinsurer will, upon notification, automatically reinstate the reinsurance with respect to such Reinsured Policy; provided, that, to the extent that the reinstatement of such Reinsured Policy requires payment of premiums in arrears or reimbursement of claims paid, the Ceding Company shall pay to the Reinsurer all Reinsurance Premiums in arrears and all reimbursements of Reinsured Liabilities paid on such Reinsured Policy.

Section 2.04Misstatement of Fact. In the event of a change in the amount payable under a Reinsured Policy due to a misstatement of fact, the Reinsurer’s liability with respect to such Reinsured Policy will change proportionately. Such Reinsured Policy will be rewritten from commencement on the basis of the adjusted amounts using premiums and such other terms based on the correct facts, and the proper adjustment for the difference in Reinsurance Premiums, without interest, will be made.

Section 2.05Credited Rates and Non-Guaranteed Elements. The CedingCompany will be responsible for establishing contractual guarantees, credited interest rates and other non-guaranteed elements of the Reinsured Policies; provided, that the Reinsurer shall be permitted to provide recommendations regarding the contractual guarantees, credited interest rates and other non-guaranteed elements and index strategies of the Reinsured Policies and, to the extent such recommendations comply with applicable Law, generally accepted actuarial standards of practice, and the terms of the Reinsured Policies, the Ceding Company shall not unreasonably take any actions that contravene such recommendations and shall promptly incorporate such

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recommendations. If the Ceding Company fails to adhere to such recommendations, then the Ceding Company shall promptly notify the Reinsurer in writing of such failure.

Section 2.06Programs of Internal Replacement. The Ceding Company shall not solicit, or allow any of its Affiliates to solicit, directly or indirectly, policy holders of the Reinsured Policies in connection with any program of internal replacement. The term “program of internal replacement” means any program sponsored or supported by the Ceding Company or any of its Affiliates that is offered to a class of policy owners and in which a Reinsured Policy or a portion of a Reinsured Policy is exchanged for another policy that is written by the Ceding Company or any Affiliate of the Ceding Company or any successor or assignee of any of them.

Section 2.07Conservation Program. Upon the request of the Reinsurer, the Ceding Company shall reasonably cooperate and work with the Reinsurer in good faith to develop and implement a conservation program with respect to the Reinsured Policies.

Section 2.08Retrocession. The Reinsurer may retrocede all or any portion of the risks ceded to it pursuant to this Agreement without the consent of the Ceding Company.

Section 2.09Interest Maintenance Reserve. The Ceding Company and the Reinsurer agree that the IMR shall be ceded to the Reinsurer and maintained in the Modco Account. The IMR shall be calculated by the Ceding Company.

Section 2.10Valuation of Liabilities. The Reinsurer shall calculate the statutory reserves and tax reserves with respect to the Reinsured Policies; provided, that, the Ceding Company shall provide reasonable support and assistance to the Reinsurer in connection with such calculations with respect to the calendar quarters ending June 30, 2018, September 30, 2018 and December 31, 2018.

ARTICLE III
REINSURANCE PREMIUMS

Section 3.01Reinsurance Premiums. The payment of Reinsurance Premiums and the Company Required Initial Premium is a condition precedent to the liability of the Reinsurer under this Agreement. All Reinsurance Premiums other than the Company Required Initial Premium shall be payable in accordance with Section 7.03.

Section 3.02Initial Premium; True-Up.

(a)The initial premium payable by the Ceding Company to the Reinsurer shall be an amount equal to (i) the Modco Reserves as of the Effective date, plus (ii) the Pre-Tax Reform Existing IMR, divided by the Applicable Tax Gross-Up Percentage, plus (iii) the Post-Tax Reform Existing IMR, divided by the Applicable Tax Gross-Up Percentage, plus (iv) the Quota Share of $67.5 million (the “Initial Premium”);

(b)The payment of the Initial Premium shall be satisfied on the Effective Date by the allocation by the Ceding Company of Permitted Assets into the Modco Account, including

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the Existing Hedges, with an aggregate Statutory Carrying Value as of the Effective Date equal to the following (the “Company Required Initial Premium”):

(i)the Modco Reserves as of the Effective Date, plus

(ii)the Pre-Tax Reform Existing IMR, divided by the Applicable Tax Gross-Up Percentage, plus

(iii)the Post-Tax Reform Existing IMR, divided by the Applicable Tax Gross-Up Percentage, minus

(iv)the Quota Share of the amount of outstanding policy loans on the Reinsured Policies as of the Effective Date, if any, net of any unearned policy loan interest on such loans but including amounts of interest due and accrued with respect thereto, plus

(v)the Quota Share of $67.5 million.

(c)A list of the assets to be so deposited (the “Initial Modco Assets”), including the Statutory Carrying Value of each such asset as of the Effective Date, is set forth on Schedule III attached hereto.

(d)The amount of the Company Required Initial Premium actually deposited into the Modco Account on the Effective Date (such estimated amount, the “Estimated Company Required Initial Premium”) shall be determined on an estimated basis in accordance with the Master Agreement.

(e)The Estimated Company Required Initial Premium shall be subject to adjustment following the Effective Date in accordance with the Master Agreement. Any such adjustment payable by the Ceding Company shall be promptly deposited into the Modco Account.

ARTICLE IVCEDING COMMISSION

Section 4.01Ceding Commission. The Reinsurer shall pay to the Ceding Company on the Effective Date the portion of the Estimated Company Ceding Commission allocated by the Reinsurer and the Ceding Company to this Agreement. The Estimated Company Ceding Commission shall be subject to a post-Effective Date adjustment in accordance with the Master Agreement.

ARTICLE VADMINISTRATION FEE

Section 5.01Policy Expenses. On a quarterly basis, the Reinsurer shall pay the Ceding Company an administrative expense fee (“Policy Expenses”) to cover the cost of providing all administrative and other services necessary or appropriate in connection with the administration of the Reinsured Policies and the Reinsured Liabilities in an amount calculated in accordance with

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Schedule II attached hereto. The Policy Expenses shall be payable by the Reinsurer to the Ceding Company in accordance with Section 7.03.

ARTICLE VI
REINSURED LIABILITIES

Section 6.01Reinsured Liabilities. Subject to Sections 6.02 and 6.03,the Reinsurer shall pay to the Ceding Company the Reinsured Liabilities in accordance with Section 7.03.

Section 6.02Claims Settlement.

(a)Subject to Section 6.02(b) and 6.03, the Ceding Company shall be responsible for the settlement of claims with respect to the Reinsured Liabilities in accordance with Article X, applicable Law and the terms and conditions of the Reinsured Policies.

(b)The Ceding Company shall notify the Reinsurer in writing if the Ceding Company determines that a claim for payment under a Reinsured Policy either requires investigationor should be contested or denied. The Reinsurer and the Ceding Company shall consult in good faith regarding the disposition of any such claim. The Reinsurer may, but shall not be required to, recommend to the Ceding Company how to handle such claim. In the event of any disagreement between the Ceding Company and the Reinsurer as to the validity or amount of such a claim, the Reinsurer shall have final authority over the disposition of such claim.

Section 6.03Recoveries. Subject to Section 6.02(b), if the Ceding Company obtains any recoveries in respect of a claim with respect to the Reinsured Liabilities paid by it in accordance with the terms of any Reinsured Policy, the Ceding Company shall promptly pay to the Reinsurer the Quota Share of such recoveries.

ARTICLE VII
REPORTING AND SETTLEMENTS

Section 7.01Ceding Company Reporting.

(a)Within three (3) Business Days following the end of each calendar week, the Ceding Company shall deliver to the Reinsurer a weekly accounting report (a “Weekly Accounting Report”) substantially in the form set forth in Exhibit A for such calendar week. The parties shall from time to time amend Exhibit A as necessary to appropriately effectuate the terms and conditions of this Agreement and to ensure the accounting and settlements made hereunder are correctly computed.

(b)Within five (5) Business Days following the end of each calendar month, the Ceding Company shall deliver to the Reinsurer a monthly accounting report (a “Monthly Accounting Report”) substantially in the form set forth in Exhibit B for such calendar month (a “Monthly Accounting Period”). The parties shall from time to time amend Exhibit B as necessary to

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appropriately effectuate the terms and conditions of this Agreement and to ensure the accounting and settlements made hereunder are correctly computed.

(c)Within five (5) Business Days following the receipt of the Reserves Report by the Ceding Company, the Ceding Company shall deliver to the Reinsurer a quarterly accounting report (a “Quarterly Accounting Report”) substantially in the form set forth in Exhibit C for such calendar quarter (a “Quarterly Accounting Period”). The parties shall from time to time amend Exhibit C as necessary to appropriately effectuate the terms and conditions of this Agreement and to ensure the accounting and settlements made hereunder are correctly computed.

(d)Within ten (10) Business Days following the end of each calendar quarter and any Recapture Effective Date, the Ceding Company shall deliver to the Reinsurer a report setting forth the IMR as of the end of such calendar quarter or such Recapture Effective Date, as applicable.

(e)(i) Within four (4) Business Days following the end of each Monthly Accounting Period, the Ceding Company shall deliver to the Reinsurer, as of the end of such Monthly Accounting Period or the Recapture Effective Date, as applicable, a report of the Reinsured Policies in the form specified by the Reinsurer, which shall include, among other things, data feeds underlying roll-forward of policy count and account values with respect to the Reinsured Policies as identified in Exhibit D, the final form of which the parties will negotiate in good faith and (ii) within three (3) Business Days following the end of each Monthly Accounting Period solely with respect to the payout annuities comprising the Reinsured Policies (the “Payout Annuities”) and within one (1) Business Day following the end of each Monthly Accounting Period with respect to all Reinsured Policies other than the Payout Annuities (the “Non-Payout Annuities”), the Ceding Company shall deliver to the Reinsurer, as of the end of such Monthly Accounting Period or the Recapture Effective Date, as applicable, a report setting forth seriatim information with respect to each of the Reinsured Policies, including the information identified in Exhibit E, the final form of which the parties will negotiate in good faith and which shall be redacted such that it does not include Non-Public Personal Information.

(f)The Ceding Company shall deliver to the Reinsurer, as of the end of such Monthly Accounting Period or the Recapture Effective Date, as applicable, (i) within seven (7) Business Days following the end of each Monthly Accounting Period, a report of the assets held in the Modco Account and an investment accounting report which shall include holdings, book value roll forward (based on, with respect to structured credit assets, cash flows provided by the Investment Manager or book value calculations provided by the Reinsurer) and income reports, in each case, on a CUSIP level and (ii) within five (5) Business Days following the end of each Monthly Accounting Period, a report of the Existing Hedges and the effectiveness thereof in a form mutually agreed upon by the Ceding Company and the Reinsurer.

(g)The Ceding Company shall deliver to the Reinsurer: (i) within five (5) Business Days following the filing of the Ceding Company’s unaudited annual statement with the Iowa Insurance Division but no later than March 20 of each year, a copy of such unaudited annual statement; (ii) within five (5) Business Days of the filing of the Ceding Company’s audited annual

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statutory financial statements with the Iowa Insurance Division but no later than June 20 of each year, a copy of such annual statutory financial statements; and (iii) within five (5) Business Days following the filing of the Ceding Company’s unaudited quarterly statutory financial statements with the Iowa Insurance Division but no later than sixty (60) calendar days following the end of each calendar quarter, a copy of such unaudited quarterly statutory financial statements.

(h)Upon request, the Ceding Company will, with a reasonable timeframe, provide the Reinsurer with any additional information related to the Reinsured Policies available to the Ceding Company and not reasonably available to the Reinsurer which the Reinsurer requires in order to complete its financial statements or is otherwise required to comply with regulatory requirements. The Reinsurer will identify and communicate any such requests to the Ceding Company sufficiently in advance of any required deadlines such that the applicable information and timing for the provision thereof can be mutually agreed by the parties.

(i)The Ceding Company acknowledges that timely and correct compliance with the reporting requirements of this Agreement are a material element of the Ceding Company’s responsibilities hereunder and an important basis of the Reinsurer’s ability to reinsure the risks hereunder. Consistent and material non-compliance with reporting requirements, including extended delays, will constitute a material breach of the terms of this Agreement.

Section 7.02Reinsurer Reporting.

(a)Within ten (10) Business Days following the end of each calendar quarter and any Recapture Effective Date, the Reinsurer shall deliver to the Ceding Company a report (the “Reserves Report”) setting forth the Modco Reserves, determined on a seriatim basis, as of the end of such calendar quarter or such Recapture Effective Date, as applicable. The Reinsurer will work with the Ceding Company in good faith to provide reasonable supporting data in connection with the delivery of each Reserves Report.

(a)Within five (5) Business Days following the end of each calendar quarter, the Reinsurer shall deliver to the Ceding Company (and any applicable investment accounting service provider) a report setting forth, with respect to structured credit assets held in the Modco Account, projected cash flows provided by the Investment Manager or book value calculations prepared by the Reinsurer, which shall be used by the Ceding Company in connection with the preparation of the Quarterly Accounting Report for such calendar quarter.

(c)The Reinsurer shall deliver to the Ceding Company: (i) a copy of its audited annual statutory financial statements within five (5) Business Days following the filing thereof with the Bermuda Monetary Authority but no later than May 20 of each year, and (ii) a copy of its unaudited quarterly statutory financial statements within five (5) Business Days after the completion thereof but no later than sixty (60) calendar days after the end of each calendar quarter.

(d)The Reinsurer shall provide to the Ceding Company the additional reports set forth on Schedule VI at the times set forth on Schedule VI.

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(e)Upon request, the Reinsurer will, within a reasonable timeframe, provide the Ceding Company with any additional information related to the Reinsured Policies available to the Reinsurer and not reasonably available to the Ceding Company which the Ceding Company reasonably requires in order to complete its financial statements or is otherwise required to comply with regulatory requirements. The Ceding Company will identify and communicate any such requests to the Reinsurer sufficiently in advance of any required deadlines such that the applicable information and timing for the provision thereof can be mutually agreed by the parties.

Section 7.03Settlements.

(a)An interim net balance payable under this Agreement for each calendar week (as set forth in the applicable Weekly Accounting Report, the “Weekly Settlement Amount”) shall be calculated by the Ceding Company and reported to the Reinsurer in the Weekly Accounting Report delivered with respect to such period. Each Weekly Settlement Amount shall be payable as follows:

(i)If the Weekly Settlement Amount with respect to any period is positive, then the Ceding Company shall deposit into the Modco Account an amount equal to such Weekly Settlement Amount on the date on which such Weekly Settlement Amount is reported by the Ceding Company to the Reinsurer; or

(ii)If the Weekly Settlement Amount with respect to any period is negative, then the Ceding Company shall be permitted to withdraw from the Modco Account an amount equal to the absolute value of such Weekly Settlement Amount within two (2) Business Days following the date on which such Weekly Settlement Amount is reported by the Ceding Company to the Reinsurer; provided, that if the absolute value of such Weekly Settlement Amount is greater than the fair market value of the assets maintained in the Modco Account, then the Reinsurer shall pay the amount of such difference to the Ceding Company.

All Weekly Settlement Amounts paid during any Monthly Accounting Period shall be reflected in the Monthly Accounting Report with respect to such Monthly Accounting Period and taken into account in determining the Monthly Settlement Amount with respect to such Monthly Accounting Period. All Weekly Settlement Amounts paid during any Quarterly Accounting Period shall be reflected in the Quarterly Accounting Report with respect to such Quarterly Accounting Period and taken into account in determining the Quarterly Settlement Amount with respect to such Quarterly Accounting Period.

(b)The net balance payable under this Agreement for each Monthly Accounting Period (as set forth in the applicable Monthly Accounting Report, the “MonthlySettlement Amount”) shall be calculated by the Ceding Company and reported to the Reinsurer in the Monthly Accounting Report delivered with respect to such Monthly Accounting Period. Each Monthly Settlement Amount shall be payable as follows:

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(i)if the Monthly Settlement Amount indicated in the Monthly Accounting Report is positive, then the Ceding Company shall deposit into the Modco Account, on the date of delivery of such Monthly Accounting Report to the Reinsurer, an amount equal to such Monthly Settlement Amount; or

(ii)if the Monthly Settlement Amount indicated in a Monthly Accounting Report is negative, then the Ceding Company shall be permitted to withdraw from the Modco Account, on the date that is five (5) Business Days following the delivery of the Monthly Accounting Report to the Reinsurer, an amount equal to the absolute value of such Monthly Settlement Amount; provided, that if the absolute value of such negative Monthly Settlement Amount is greater than the fair market value of the assets in the Modco Account as of the last day of the relevant Monthly Accounting Period, then the Reinsurer shall pay the amount of such difference to the Ceding Company no later than five (5) Business Days after the receipt by the Reinsurer of the applicable Monthly Accounting Report.

(c)The net balance payable under this Agreement for each Quarterly Accounting Period (as set forth in the applicable Quarterly Accounting Report, the “QuarterlySettlement Amount”) shall be calculated by the Ceding Company and reported to the Reinsurer in the Quarterly Accounting Report delivered with respect to such Quarterly Accounting Period. Each Quarterly Settlement Amount shall be payable as follows:

(i)if the Quarterly Settlement Amount indicated in the Quarterly Accounting Report is positive, then the Ceding Company shall deposit into the Modco Account, on the date of delivery of such Quarterly Accounting Report to the Reinsurer, an amount equal to such Quarterly Settlement Amount; or

(ii)if the Quarterly Settlement Amount indicated in a Quarterly Accounting Report is negative, then the Ceding Company shall be permitted to withdraw from the Modco Account, on the date that is five (5) Business Days following the delivery of the Quarterly Accounting Report to the Reinsurer, an amount equal to the absolute value of such Quarterly Settlement Amount; provided, that if the absolute value of such negative Quarterly Settlement Amount is greater than the fair market value of the assets in the Modco Account as of the last day of the relevant Quarterly Accounting Period, then the Reinsurer shall pay the amount of such difference to the Ceding Company no later than five (5) Business Days after the receipt by the Reinsurer of the applicable Quarterly Accounting Report.

(d)The Modco Adjustment payable under this Agreement for each Quarterly Accounting Period (as set forth in the applicable Quarterly Accounting Report) shall be payable as follows:

(i)if the Modco Adjustment is positive, then the Reinsurer shall pay to the Ceding Company for immediate deposit into the Modco Account such positive amount no later than five (5) Business Days after the receipt by the Reinsurer of the applicable Quarterly Accounting Report; and

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(ii)if the Modco Adjustment is negative, then, on the date of delivery of the Quarterly Accounting Report to the Reinsurer, the Ceding Company shall withdraw assets with a Statutory Carrying Value equal to the absolute value of such negative amount from the Modco Account and pay the absolute value of such negative amount to the Reinsurer.

(e)Except as otherwise set forth herein, any amount due under this Agreement shall be paid by wire transfer of immediately available funds to the account or accounts designated by the recipient thereof.

ARTICLE VIII

MODCO ACCOUNT

Section 8.01Modco Account.

(a)As of the Effective Date, the Ceding Company shall establish a modified coinsurance account (the “Modco Account”) on the books and records of the Ceding Company, which shall consist of, collectively, a custody account established by the Ceding Company with The Bank of New York Mellon (as custodian of such custody account, the “Custodian”), a Quota Share allocation of the assets maintained by the Ceding Company in the Allianz Trust Account, a Quota Share allocation of the assets maintained by the Ceding Company in the portfolio of the Separate Account supporting the Ceding Company’s payment obligations with respect to the separate account fixed annuity contracts comprising the Reinsured Policies and a Quota Share allocation of the Existing Hedges. The Modco Account and the assets maintained therein will be owned and maintained by the Ceding Company and will be used exclusively for the purposes set forth in this Agreement. The assets maintained in the Modco Account shall be invested in and consist only of Permitted Assets, and the Permitted Assets shall be valued, for the purposes of this Agreement, according to their Statutory Carrying Value. In accordance with Iowa SAP, the Ceding Company elects to cede all capital gains and losses in respect of the assets maintained in the Modco Account to the Reinsurer on a gross basis.

(b)Notwithstanding any other provision hereof, assets held in the Modco Account may be withdrawn by the Ceding Company at any time and shall be utilized and applied by the Ceding Company or any of its successors in interest by operation of law, including any liquidator, rehabilitator, receiver or conservator of the Ceding Company, without diminution because of insolvency on the part of the Ceding Company or the Reinsurer, only for the following purposes:

(i)to reimburse the Ceding Company for the Quota Share of premiums which are returned to the owners of the Reinsured Policies because of cancellations of such Reinsured Policies;

(ii)to reimburse the Ceding Company for the Reinsured Liabilities paid pursuant to the provisions of the Reinsured Policies;

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(iii)to pay any Weekly Settlement Amount, Monthly Settlement Amount, Quarterly Settlement Amount and other undisputed amounts due to the Ceding Company under this Agreement; and

(iv)to pay any Modco Adjustment due from the Ceding Company to the Reinsurer;

provided, however, that, other than withdrawals made by the Ceding Company for the purpose of effectuating the payment of the Weekly Settlement Amounts, Monthly Settlement Amounts, Quarterly Settlement Amounts and Modco Adjustments, the Ceding Company shall not withdraw funds from the Modco Account until the expiration of any payment period afforded the Reinsurer hereunder, and then only upon providing the Reinsurer with written notice at least five (5) Business Days prior to such withdrawal.

(c)The Ceding Company shall promptly return to the Modco Account any assets withdrawn in excess of the actual amounts required in paragraphs (i) through (iv) immediately above or any amounts that are subsequently determined not to be due under such paragraphs (“Modco Excess Withdrawals”). The Ceding Company shall also pay interest on any Modco Excess Withdrawals at a rate determined in accordance with Section 17.02 from and including the date of withdrawal to but excluding the date on which the Modco Excess Withdrawal is returned to the Modco Account. Any Modco Excess Withdrawals shall be held by the Ceding Company or any successor in interest of the Ceding Company in trust for the benefit of the Reinsurer and shall at all times be maintained separate and apart from any assets of the Ceding Company, for the sole purposes described in paragraphs (i) through (iv) immediately above.

(d)Determinations of statutory impairments of assets maintained in the Modco Account shall be made by the Ceding Company and shall be (i) based upon the statutory rules and guidelines and the impairment policy used by the Ceding Company and its auditors for purposes of calculating statutory impairments reflected in the Ceding Company’s statutory financial statements and (ii) subject to consultation between the Reinsurer and the Ceding Company. The Ceding Company shall promptly notify the Reinsurer in writing if the Ceding Company determines that any assets maintained in the Modco Account have become impaired for purposes of determining Statutory Carrying Value. Such notice shall describe any such assets, the reason for the impairment and the effect on Statutory Carrying Value of such assets.

(e)The Reinsurer shall bear the administrative costs and expenses related to the establishment and maintenance of the Modco Account, including the fees of the Custodian to the extent relating to the Modco Account and the fees of any investment manager appointed pursuant to Section 8.03 (including any sub-investment manager appointed in accordance with the Investment Management Agreement). The Ceding Company shall promptly forward to the Reinsurer any invoice it receives relating to such costs and expenses. On the fifth (5th) Business Day following the date on which it delivers such invoice to the Reinsurer, the Ceding Company shall authorize the withdrawal of the amount of such costs and expenses from the Modco Account; provided, that if such amount is greater than the Statutory Carrying Value of the assets in the Modco Account, then

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the Reinsurer shall pay the amount of such difference to the Ceding Company no later than eight (8) Business Days following the delivery of such invoice to the Reinsurer.

(f)The performance of the assets maintained in the Modco Account, including of all investment income paid or accrued, investment gains or losses, defaults and/or statutory impairments, will inure to the sole benefit or cost of the Reinsurer.

Section 8.02Credit for Reinsurance. The Ceding Company shall own the Modco Account and the assets maintained therein, and the Reinsurer will not be required to provide reserve credit in respect of the Reinsured Liabilities ceded hereunder on a modified coinsurance basis. If a change in applicable law or Iowa SAP or interpretation thereof (a) requires reserve credit in respect of the Reinsured Liabilities ceded on a modified coinsurance basis hereunder to be obtained or (b) results in the Ceding Company not being able to treat the business ceded hereunder as qualifying for reinsurance accounting under Iowa SAP, then the parties shall take all actions as may be reasonably necessary to ensure that the Ceding Company receives credit on its statutory financial statements in its domiciliary State for the reinsurance provided hereunder or that the reinsurance hereunder qualifies for reinsurance accounting under Iowa SAP, as applicable. The Reinsurer shall take actions as reasonably necessary and, in its reasonable discretion, may elect among the methods available to it in ensuring that such reserve credit is obtained.

Section 8.03Investment Management. Pursuant to an investment management agreement (the “Investment Management Agreement”), the Ceding Company shall appoint Athene Asset Management LLC as investment manager to provide investment management services with respect to the assets maintained in the Modco Account (the “Investment Manager”). The Ceding Company shall not amend, modify or change the terms of the Investment Management Agreement, including the investment guidelines attached as an exhibit thereto, or remove or replace the Investment Manager without the prior written consent of the Reinsurer. If the Ceding Company and the Reinsurer agree to any amendments, modifications or changes to the investment guidelines relating to the assets maintained in the Modco Account, then the Ceding Company shall propose such changes in writing to the Investment Manager in accordance with the terms of the Investment Management Agreement. The Ceding Company shall not propose any additional limitations (including with respect to asset allocations) on the assets maintained in the Modco Account without the prior written consent of the Reinsurer. In the event that the Investment Manager is removed or resigns, the Ceding Company shall appoint a replacement investment manager as directed by the Reinsurer. The replacement investment manager shall accept its appointment by entering into an investment management agreement in a form acceptable to the Ceding Company and the Reinsurer, and substantially similar to the Investment Management Agreement.

ARTICLE IXHEDGING

Section 9.01Existing Hedges. The Ceding Company hereby assigns to the Reinsurer a fractional interest in the gross proceeds in respect of the Existing Hedges equivalent to the Quota Share of all amounts actually received (or deemed received) by the Ceding Company pursuant to the Existing Hedges from the relevant Hedge Counterparty, including upon an early

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exercise of an Existing Hedge by the Ceding Company, which amounts shall be determined without regard to any netting of amounts between the Ceding Company and the relevant Hedge Counterparty with respect to any derivatives that are not Existing Hedges (the “Existing Hedge Proceeds”), and such assignment shall be effected through deposit or attribution to the Modco Account. Such assignment shall occur automatically, without further action on the part of either party, on the Effective Date. Upon any termination of this Agreement, all of the Reinsurer’s right, title and interest (legal, equitable and otherwise) in and to the Existing Hedge Proceeds will be immediately assigned to the Ceding Company without any further action by the parties hereto. The Existing Hedge Proceeds shall be attributed to the Modco Account and reflected in the applicable Weekly Accounting Report and Monthly Accounting Report. The Ceding Company shall pay the Existing Hedge Proceeds to the Reinsurer in accordance with Section 7.03.

Section 9.02Other Hedging. Other than with respect to the Existing Hedges, the Reinsurer shall be responsible for hedging its share of the index risk and other risk associated with the Reinsured Policies.

ARTICLE X
ADMINISTRATION

Section 10.01Policy Administration. The Ceding Company shall provide all required, necessary and appropriate claims, administrative and other services, including reporting under Article VII, with respect to the Reinsured Policies, the Separate Account and the Existing Hedges. The Ceding Company shall conduct its administration and claims practices with respect to the Reinsured Policies (a) with a level of skill, diligence and expertise that would reasonably be expected from experienced and qualified personnel performing such duties in similar circumstances, (b) in accordance with applicable Law and the terms of the Reinsured Policies, and (c) in a manner no less favorable to the Reinsurer and the Reinsured Polices than those used by the Ceding Company with respect to other policies of the Ceding Company not reinsured by the Reinsurer hereunder or other hedges of the Ceding Company. The Ceding Company shall not outsource any administrative functions or claims administration with respect to the Reinsured Policies or this Agreement without the prior written consent of the Reinsurer. If the Reinsurer consents to any outsourcing of any administrative functions or claims administration with respect to the Reinsured Policies or this Agreement, the Ceding Company shall secure the Reinsurer’s right to audit and inspect the party performing such outsourced services.

Section 10.02Record-Keeping.

(a)Each of the Ceding Company and Reinsurer shall maintain all records and correspondence for services performed by such party hereunder relating to the Reinsured Policies in accordance with industry standards of insurance record-keeping. In addition, such records shall be made available for examination, audit, and inspection by the other party, or the department of insurance of any State within whose jurisdiction the Ceding Company or the Reinsurer operates. The Ceding Company and the Reinsurer further agree that in the event of the termination of this Agreement, any such records in the possession of the Reinsurer shall promptly be duplicated and forwarded to the Ceding Company unless otherwise instructed.

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(b)The Ceding Company shall establish and maintain an adequate system of internal controls and procedures for financial reporting relating to the Reinsured Policies and the Separate Account, including associated documentation, and shall make such documentation available for examination and inspection by the Reinsurer. All reports provided by the Ceding Company pursuant to Article VII shall be prepared in accordance with such system and procedures and shall be consistent with the Ceding Company’s books and records.

ARTICLE XI
TERM AND TERMINATION

Section 11.01Durationof Agreement. This Agreement shall continue in force until such time as the Ceding Company has no further liabilities or obligations with respect to the Reinsured Liabilities. In the event this Agreement is terminated, the Ceding Company shall promptly notify the Iowa Insurance Division of such termination.

Section 11.02Recapture.

(a)Neither party shall be permitted to cause a recapture of the Reinsured Policies except in accordance with this Section 11.02. For the avoidance of doubt, neither party shall be permitted to cause a partial recapture of the Reinsured Policies pursuant to this Section 11.02.

(b)Recapture for Non-Payment. Either party may cause the Reinsured Policies to be recaptured in full and this Agreement to be terminated as to all Reinsured Policies if the other party fails to pay any amounts due under this Agreement within thirty (30) calendar days following written notice of non-payment from the non-defaulting party.

(c)Recapture by Ceding Company for Other Material Breach. The Ceding Company may terminate this Agreement and recapture all of the Reinsured Policies in the event the Reinsurer materially breaches this Agreement and fails to cure such material breach within thirty (30) calendar days following written notice thereof from the Ceding Company.

(d)Recapture for Insolvency of Reinsurer. The Ceding Company may terminate this Agreement and recapture all of the Reinsured Policies in the event that the Reinsurer becomes insolvent (as set forth in Article XIV) by promptly providing the Reinsurer or its Authorized Representative with written notice of recapture, to be effective as of the date on which the Reinsurer’s insolvency is established by the authority responsible for such determination. Any requirement for a notification period prior to the termination of this Agreement shall not apply under such circumstances

Section 11.03Recapture Payment.

(a)In the event the Reinsured Policies are recaptured in full (including if this Agreement is rejected by any liquidator, receiver, rehabilitator, trustee or similar Person acting on behalf of the Ceding Company (a “Receiver”)), a net accounting and settlement as to any balance due under this Agreement shall be undertaken by the Ceding Company in accordance with Article VII, which calculations shall be as of the Recapture Effective Date. Within thirteen

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(13) Business Days following the Recapture Effective Date, the Ceding Company shall deliver to the Reinsurer a final Quarterly Accounting Report, each as of the Recapture Effective Date (collectively, the “Terminal Accounting Report”), and the final Quarterly Settlement Amount and final Modco Adjustment set forth in such Terminal Accounting Report shall be paid in accordance with Section 7.03. In addition, within thirteen (13) Business Days following the Recapture Effective Date, the Ceding Company shall pay to the Reinsurer an amount equal to the Unamortized Ceding Commission in cash by wire transfer of immediately available funds.

(b)Either party’s right to terminate the reinsurance provided hereunder will not prejudice its right to collect amounts owed to it hereunder, including applicable interest as specified in Section 17.02, for the period during which such reinsurance was in force, through and including any notice period.

Section 11.04Survival. All provisions of this Agreement will survive any termination of this Agreement and recapture of the Reinsured Policies to the extent necessary to carry out the purpose of this Agreement.

ARTICLE XII
ERRORS AND OMISSIONS

Section 12.01Errors and Omissions. Any unintentional or accidental failure to comply with the terms of this Agreement which can be shown to be the result of an oversight or clerical error relating to the administration of reinsurance by either party will not constitute a breach of this Agreement; provided, that, upon discovery, the error shall be promptly corrected so that both parties are restored to the position they would have occupied had the oversight or clerical error not occurred. In the event a payment is corrected, the party receiving the payment shall be entitled to interest in accordance with Section 17.02. Should it not be possible to restore both parties to this position, the party responsible for the oversight or clerical error will be responsible for any resulting liabilities and expenses.

ARTICLE XIII
DISPUTE RESOLUTION

Section 13.01Negotiation.

(a)Within fifteen (15) calendar days after the Reinsurer or the Ceding Company has given the other party written notification of a specific dispute arising out of or relating to this Agreement, each party will appoint a designated officer of its company to attempt to resolve such dispute. The officers will meet at a mutually agreeable time and location as soon as reasonably possible and as often as reasonably necessary in order to gather and furnish the other with all appropriate and relevant information concerning the dispute. Any such meetings may be held by telephone or video conference. The officers will discuss the matter in dispute and will negotiate in good faith without the necessity of formal arbitration proceedings. During the negotiation process,

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all reasonable requests made by one officer to the other for information will be honored. The specific format for such discussions will be decided by the designated officers.

(b)If the officers cannot resolve the dispute within thirty (30) calendar days of their first meeting, the dispute will be submitted to formal arbitration pursuant to Section 13.02, unless the parties agree in writing to extend the negotiation period for an additional thirty (30) calendar days.

Section 13.02Arbitration; Waiver of Trial by Jury.

(a)It is the intention of the Reinsurer and the Ceding Company that the customs and practices of the insurance and reinsurance industry will be given full effect in the operation and interpretation of this Agreement. If the Reinsurer and the Ceding Company cannot mutually resolve a dispute that arises out of or relates to this Agreement, including the validity of this Agreement, and the dispute cannot be resolved through the negotiation process, then the dispute will be finally settled by arbitration in accordance with the provisions of this Section 13.02.

(b)To initiate arbitration, either the Ceding Company or the Reinsurer will notify the other party by certified mail of its desire to arbitrate, stating the nature of the dispute and the remedy sought.

(c)Any arbitration pursuant to this Section 13.02 will be conducted before a panel of three (3) arbitrators who will be current or former officers of life insurance or reinsurance companies other than the parties to this Agreement, their Affiliates or subsidiaries, or other professionals with experience in life insurance or reinsurance; provided, that such professionals shall not have performed services for either party or its Affiliates within the previous five (5) years. Each of the arbitrators will be familiar with the prevailing customs and practices for reinsurance in the life insurance and reinsurance industry in the United States. Each of the parties will appoint one arbitrator and the two (2) so appointed will select the third arbitrator who shall be independent and impartial. If either party refuses or fails to appoint an arbitrator within sixty (60) calendar days after the other party has given written notice to such party of its arbitrator appointment, the party that has given notice may appoint the second arbitrator. If the two (2) arbitrators do not agree on a third arbitrator within thirty (30) calendar days of the appointment of the second arbitrator, then the third arbitrator shall be selected by the ARIAS-U.S. Umpire Selection Procedure (available at www.ARIAS-US.org), subject to the arbitrator qualification requirements of this paragraph.

(d)Each arbitration hearing under this Agreement will be held on the date set by the arbitrators at a mutually agreed upon location. In no event will this date be later than six (6) months after the appointment of the third arbitrator. As soon as possible, the arbitrators will establish arbitration procedures as warranted by the facts and issues of the particular case. Notwithstanding Section 17.17, the arbitration and this Section 13.02 shall be governed by Title 9 (Arbitration) of the United States Code.

(e)The arbitrators will base their decision on the terms and conditions of this Agreement and the customs and practices of the insurance and reinsurance industries rather than

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on strict interpretation of the law. The decision of the arbitrators will be made by majority rule and will be final and binding on both parties, unless (i) the decision was procured by corruption, fraud or other undue means; (ii) there was evident partiality by an arbitrator or corruption in any of the arbitrators or misconduct prejudicing the rights of any party; or (iii) the arbitrators exceeded their powers. Subject to the preceding sentence, neither party may seek judicial review of the decision of the arbitrators. The arbitrators shall enter an award which shall do justice between the parties and the award shall be supported by written opinion. The parties agree that the federal courts in the State of Iowa, or the State courts of such State, have jurisdiction to hear any matter relating to compelling arbitration or enforcing the judgment of an arbitral panel, and the parties hereby consent to such jurisdiction. Each party hereby waives, to the fullest extent permitted by Law, any objection it may now or hereafter have to the laying of such venue, or any claim that a proceeding has been brought in an inconvenient forum. In addition, the Ceding Company and the Reinsurer hereby consent to service of process out of such courts at the addresses set forth in Section 17.06.

(f)Unless the arbitrators decide otherwise, each party will bear the expense of its own arbitration activities, including its appointed arbitrator and any outside attorney and witness fees. The parties will jointly bear the expense of the third arbitrator.

(g)Waiver of Trial by Jury. THE REINSURER AND THE CEDING COMPANY HEREBY WAIVE ANY AND ALL RIGHTS TO TRIAL BY JURY IN ANY MATTER ARISING OUT OF OR RELATING TO THIS AGREEMENT.

ARTICLE XIV
INSOLVENCY

Section 14.01Insolvency.

(a)A party to this Agreement will be deemed “insolvent” when it:

(i)applies for or consents to the appointment of a receiver, rehabilitator, conservator, liquidator or statutory successor (the “Authorized Representative”) of its properties or assets;

(ii)is adjudicated as bankrupt or insolvent;

(iii)files or consents to the filing of a petition in bankruptcy, seeks reorganization or an arrangement with creditors or takes advantage of any bankruptcy, dissolution, liquidation, rehabilitation, conservation or similar Law; or

(iv)becomes the subject of an order to rehabilitate or an order to liquidate as defined by the insurance code of the jurisdiction of the party’s domicile.

(b)In the event of the insolvency of either party, the rights or remedies of this Agreement will remain in full force and effect.

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(c)Insolvency of the Ceding Company. In the event of the insolvency, liquidation or rehabilitation of the Ceding Company or the appointment of a liquidator, receiver or statutory successor of the Ceding Company, the reinsurance coverage provided hereunder shall be payable by the Reinsurer directly to the Ceding Company or to its liquidator, receiver or statutory successor, on the basis of the liability of the Ceding Company for the Reinsured Liabilities without diminution because of such insolvency, liquidation, rehabilitation or appointment or because such liquidator, receiver or statutory successor has failed to pay any claims or any portion thereof. In any such event, the reinsurance being provided hereunder shall be payable immediately upon demand, with reasonable provision for verification, on the basis of claims allowed against the Ceding Company by any court of competent jurisdiction or by any liquidator, receiver or statutory successor. In any such event, the liquidator, receiver or statutory successor of the Ceding Company shall give written notice to the Reinsurer of the pendency of each claim against the Ceding Company with respect to such Reinsured Liabilities within a reasonable time after each such claim is filed in the insolvency, liquidation or rehabilitation proceeding. During the pendency of any such claims, the Reinsurer may, at its own expense, investigate such claim and interpose in the proceeding in which such claim is to be adjudicated any defense or defenses that the Reinsurer may reasonably deem available to the Ceding Company or its liquidator, receiver or statutory successor. For the avoidance of doubt, the Reinsurer will be liable only for benefits reinsured as benefits become due under the terms of the Reinsured Policies and will not be or become liable for any amounts or reserves to be held by the Ceding Company as to the Reinsured Policies or for any damages or payments resulting from the termination or restructuring of the Reinsured Policies, in each case, that are not otherwise expressly covered by this Agreement.

ARTICLE XV
TAXES

Section 15.01Taxes. No taxes, allowances, or other expenses will be paid by the Reinsurer to the Ceding Company for any Reinsured Policy, except as specifically referred to in this Agreement.

Section 15.02Excise Tax. In the event that any excise tax is due with respect to any amounts payable by the Ceding Company to the Reinsurer under this Agreement, the Ceding Company shall pay the entire amount of such excise tax. The Reinsurer shall reimburse the Ceding Company for any such excise tax paid by the Ceding Company in accordance with Section 7.03.

Section 15.03BEAT.

(a)In the event that the Ceding Company is liable for Additional Tax with respect to the transactions contemplated by this Agreement pursuant to section 59A of the Code, the Reinsurer shall indemnify the Ceding Company on an after-tax basis for the amount of such Additional Tax, plus any applicable interest and penalties, by reimbursing the Ceding Company for such tax in accordance with Section 7.03.

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(b)With respect to any taxable year or period, the “Additional Tax” means the increased amount of income tax (along with any associated penalties and interest) imposed as a result of Reinsurer being treated as a “related party” with respect to Ceding Company within the meaning of Section 59A(g) of the Code, as amended by Public Law 115-97, December 22, 2017 (such a person a “Related Person”). The amount of Additional Tax shall be calculated as the excess, if any, of (i) the federal income tax liability of Ceding Company for such taxable year or period under the Code, over (ii) the federal income tax liability of Ceding Company for such taxable year or period, calculated as if Reinsurer were not a Related Person.

(c)The obligation of the Reinsurer to reimburse the Ceding Company for any such tax shall constitute a direct obligation of the Reinsurer to the Ceding Company in the event that it is not included in the settlement computations under Section 7.03 and shall survive the termination of this Agreement.

(d)For federal income tax purposes, payments under this Section 15.03 shall be treated as an adjustment to the amount of any reduction under section 803(a)(1)(B) in the gross amount of premiums and other consideration on insurance and annuity contracts for premiums and other consideration arising out of indemnity insurance paid by the Ceding Company to the greatest extent permitted under applicable Law.

ARTICLE XVI
REPRESENTATIONS, WARRANTIES AND COVENANTS

Section 16.01Representations and Warranties of the Ceding Company. The Ceding Company hereby represents and warrants to the Reinsurer, as of the Effective Date, as follows:

(a)Organization and Qualification. The Ceding Company is a corporation duly incorporated, validly existing and in good standing under the Laws of the State of Iowa and has all requisite corporate power and authority to operate its business as now conducted, and is duly qualified as a foreign corporation to do business, and, to the extent legally applicable, is in good standing, in each jurisdiction where the character of its owned, operated or leased properties or the nature of its activities makes such qualification necessary, except for failures to be so qualified or be in good standing that, individually or in the aggregate, do not have, and would not reasonably be expected to have, a material adverse effect on the Ceding Company’s ability to perform its obligations under this Agreement.

(b)Authorization. The Ceding Company has all requisite corporate power to enter into, consummate the transactions contemplated by and carry out its obligations under, this Agreement. The execution and delivery by the Ceding Company of this Agreement, and the consummation by the Ceding Company of the transactions contemplated by, and the performance by the Ceding Company of its obligations under, this Agreement have been duly authorized by all requisite corporate action on the part of the Ceding Company. This Agreement has been duly executed and delivered by the Ceding Company, and (assuming due authorization, execution and delivery by the Reinsurer) this Agreement constitutes the legal, valid and binding obligation of the

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Ceding Company, enforceable against it in accordance with its terms, subject to the effect of any applicable bankruptcy, reorganization, insolvency, moratorium, or similar Laws relating to or affecting creditors’ rights generally.

(c)No Conflict. The execution, delivery and performance by the Ceding Company of, and the consummation by the Ceding Company of the transactions contemplated by, this Agreement do not and will not (i) violate or conflict with the organizational documents of the Ceding Company, (ii) conflict with or violate any Law or Permit of any Governmental Entity applicable to the Ceding Company or by which it or its properties or assets is bound or subject, or (iii) result in any breach of, or constitute a default (or event which, with the giving of notice or lapse of time, or both, would become a default) under, or give to any Person any rights of termination, acceleration or cancellation of, any agreement, lease, note, bond, loan or credit agreement, mortgage, indenture or other instrument, obligation or contract of any kind to which the Ceding Company or any of its subsidiaries is a party or by which the Ceding Company or any of its subsidiaries or any of their respective properties or assets is bound or affected, except, in the case of clause (iii), any such conflicts, violations, breaches, loss of contractual benefits, defaults or rights that, individually or in the aggregate, do not have, and would not reasonably be expected to have, a material adverse effect on the Ceding Company’s ability to perform its obligations under this Agreement.

(d)Factual Information Relating to the Reinsured Policies. The information relating to the business reinsured under this Agreement and the Reinsured Policies that was supplied by or on behalf of the Ceding Company to the Reinsurer or any of the Reinsurer’s representatives in connection with this Agreement (such information, the “Factual Information”), as of the date supplied (or if later corrected or supplemented prior to the date hereof, as of the date corrected or supplemented), did not contain any untrue statement of a material fact or omit to state any material fact necessary to make such Factual Information, taken as a whole, not misleading in light of the circumstances under which the statements contained therein were made, and was otherwise complete and accurate in all material respects. The Factual Information was compiled in a commercially reasonable manner given its intended purpose.

(e)Solvency. The Ceding Company is and will be Solvent on a statutory basis immediately after giving effect to this Agreement. For the purposes of this Section 16.01(e), “Solvent” means that: (i) the aggregate assets of the Ceding Company are greater than the aggregate liabilities of the Ceding Company, in each case determined in accordance with Iowa SAP; (ii) the Ceding Company does not intend to, and does not believe that it will, incur debts or other liabilities beyond its ability to pay such debts and other liabilities as they come due; and (iii) the Ceding Company is not engaged in a business or transaction, and does not contemplate engaging in a business or transaction, for which the Ceding Company’s assets would constitute unreasonably insufficient capital.

(f)Governmental Licenses. The Ceding Company has all Permits necessary to conduct its business as currently conducted and execute and deliver, and perform its obligations under, this Agreement, except in such cases where the failure to have a Permit has not had and would not reasonably be expected to have a material adverse effect on the Ceding Company’s ability to perform its obligations under this Agreement. All Permits that are material to the conduct of the

27

Ceding Company’s business are valid and in full force and effect. The Ceding Company is not subject to any pending Action or, to the knowledge of the Ceding Company, any threatened Action that seeks the revocation, suspension, termination, modification or impairment of any Permit that, if successful, would reasonably be expected to have, or with the passage of time become, a material adverse effect on the Ceding Company’s ability to perform its obligations under this Agreement.

(g)Separate Account. The Separate Account has been maintained in accordance with applicable Law. No plan of operations with respect to the Separate Account was required to be filed and approved by any Governmental Entity.

Section 16.02Covenants of the Ceding Company.

(a)Investigations. To the extent permitted by applicable Law, the Ceding Company shall promptly notify the Reinsurer, in writing, of any and all investigations of the Ceding Company conducted by any Governmental Entity commencing after the date hereof, other than routine State insurance department examinations that do not relate to the business reinsured pursuant to this Agreement or would not otherwise reasonably be expected to adversely affect the performance by the Ceding Company of its obligations under this Agreement; provided, however, that the Ceding Company may withhold any notice otherwise required to be delivered pursuant to this Section 16.02(a) to the extent that the delivery thereof to the Reinsurer would result in a waiver of the attorney-client privilege, the work-product doctrine or any other applicable legal privilege or similar doctrine.

(b)Statutory Accounting Principles. The Ceding Company shall prepare its financial statements as required by, and in accordance with, Iowa SAP.

(c)Existence; Conduct of Business. The Ceding Company shall do or cause to be done all things reasonably necessary to preserve, renew and keep in full force and effect its legal existence and the rights, Permits and privileges material to the conduct of its business.

(d)Compliance with Law. The Ceding Company shall comply with all Laws applicable to, and all Permits issued by any Governmental Entity to, the Ceding Company or by which it or its properties or assets is bound or subject, except where the failure to do so, individually or in the aggregate, would not reasonably be expected to have a material adverse effect on the Ceding Company’s ability to perform its obligations, or on the Reinsurer’s rights or obligations, under this Agreement.

(e)Governmental Notices. The Ceding Company shall provide the Reinsurer, within five (5) Business Days after receipt thereof, copies of any written notice or report from any Governmental Entity with respect to the business reinsured under this Agreement and a written summary of any material oral communication with any Governmental Entity with respect to the business reinsured under this Agreement.

(f)Restrictions on Liens. The Ceding Company shall not create, incur, assume or suffer to exist any liens on the assets in the Modco Account, including the Existing Hedges

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(whether owned on the date of this Agreement or hereafter acquired), or on any interest therein or the proceeds thereof.

(g)Plan of Operations. The Ceding Company shall not establish, amend or otherwise modify any plan of operations with respect to the Separate Account without the prior written approval of the Reinsurer.

Section 16.03Representations and Warranties of the Reinsurer. The Reinsurer hereby represents and warrants to the Ceding Company, as of the Effective Date, as follows:

(a)Organization and Qualification. The Reinsurer is a corporation duly incorporated, validly existing and in good standing under the Laws of Bermuda and has all requisite corporate power and authority to operate its business as now conducted, and is duly qualified as a foreign corporation to do business, and, to the extent legally applicable, is in good standing, in each jurisdiction where the character of its owned, operated or leased properties or the nature of its activities makes such qualification necessary, except for failures to be so qualified or be in good standing that, individually or in the aggregate, do not have, and would not reasonably be expected to have, a material adverse effect on the Reinsurer’s ability to perform its obligations under this Agreement.

(b)Authorization. The Reinsurer has all requisite corporate power to enter into, consummate the transactions contemplated by and carry out its obligations under, this Agreement. The execution and delivery by the Reinsurer of this Agreement, and the consummation by the Reinsurer of the transactions contemplated by, and the performance by the Reinsurer of its obligations under, this Agreement have been duly authorized by all requisite corporate action on the part of the Reinsurer. This Agreement has been duly executed and delivered by the Reinsurer, and (assuming due authorization, execution and delivery by the Ceding Company) this Agreement constitutes the legal, valid and binding obligation of the Reinsurer, enforceable against it in accordance with its terms, subject to the effect of any applicable bankruptcy, reorganization, insolvency, moratorium, or similar Laws relating to or affecting creditors’ rights generally.

(c)No Conflict. The execution, delivery and performance by the Reinsurer of, and the consummation by the Reinsurer of the transactions contemplated by, this Agreement do not and will not (i) violate or conflict with the organizational documents of the Reinsurer, (ii) conflict with or violate any Law or Permit of any Governmental Entity applicable to the Reinsurer or by which it or its properties or assets is bound or subject, or (iii) result in any breach of, or constitute a default (or event which, with the giving of notice or lapse of time, or both, would become a default) under, or give to any Person any rights of termination, acceleration or cancellation of, any agreement, lease, note, bond, loan or credit agreement, mortgage, indenture or other instrument, obligation or contract of any kind to which the Reinsurer or any of its subsidiaries is a party or by which the Reinsurer or any of its subsidiaries or any of their respective properties or assets is bound or affected, except, in the case of clause (iii), any such conflicts, violations, breaches, loss of contractual benefits, defaults or rights that, individually or in the aggregate, do not have, and would not reasonably be expected to have, a material adverse effect on the Reinsurer’s ability to perform its obligations under this Agreement.

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(d)Governmental Licenses. The Reinsurer has all Permits necessary to conduct its business as currently conducted and execute and deliver, and perform its obligations under, this Agreement, except in such cases where the failure to have a Permit has not had and would not reasonably be expected to have a material adverse effect on the Reinsurer’s ability to perform its obligations under this Agreement. All Permits that are material to the conduct of the Reinsurer’s business are valid and in full force and effect. The Reinsurer is not subject to any pending Action or, to the knowledge of the Reinsurer, any threatened Action that seeks the revocation, suspension, termination, modification or impairment of any Permit that, if successful, would reasonably be expected to have, or with the passage of time become, a material adverse effect on the Reinsurer’s ability to perform its obligations under this Agreement.

Section 16.04Covenants of the Reinsurer.

(a)Investigations. To the extent permitted by applicable Law, the Reinsurer shall promptly notify the Ceding Company, in writing, of any and all investigations of the Reinsurer conducted by any Governmental Entity commencing after the date hereof, other than routine Bermuda Monetary Authority examinations that do not relate to the business reinsured pursuant to this Agreement or would not otherwise reasonably be expected to adversely affect the performance by the Reinsurer of its obligations under this Agreement; provided, however, that the Reinsurer may withhold any notice otherwise required to be delivered pursuant to this Section 16.04(a) to the extent that the delivery thereof to the Ceding Company would result in a waiver of the attorney-client privilege, the work-product doctrine or any other applicable legal privilege or similar doctrine.

(b)Statutory Accounting Principles. The Reinsurer shall prepare its financial statements as required by, and in accordance with, Bermuda statutory accounting principles.

(c)Existence; Conduct of Business. The Reinsurer shall do or cause to be done all things reasonably necessary to preserve, renew and keep in full force and effect its legal existence and the rights, Permits and privileges material to the conduct of its business.

(d)Compliance with Law. The Reinsurer shall comply with all Laws applicable to, and all Permits issued by any Governmental Entity to, the Reinsurer or by which it or its properties or assets is bound or subject, except where the failure to do so, individually or in the aggregate, would not reasonably be expected to have a material adverse effect on the Reinsurer’s ability to perform its obligations, or on the Ceding Company’s rights or obligations, under this Agreement.

(e)Governmental Notices. The Reinsurer shall provide the Ceding Company, within five (5) Business Days after receipt thereof, copies of any written notice or report from any Governmental Entity with respect to the business reinsured under this Agreement and a written summary of any material oral communication with any Governmental Entity with respect to the business reinsured under this Agreement.

ARTICLE XVII
MISCELLANEOUS

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Section 17.01Currency. All payments due under this Agreement shall be made in U.S. Dollars.

Section 17.02Interest. All amounts due and payable by the Ceding Company or the Reinsurer under this Agreement that remain unpaid for more than fifteen (15) calendar days from the date due hereunder will incur interest from the date due hereunder. Except as otherwise set forth in this Agreement, such interest shall accrue at a rate equal to six percent (6%) per annum, calculated on a 30/360 basis.

Section 17.03Right of Setoff and Recoupment.

(a)Each of the Ceding Company and the Reinsurer shall have, and may exercise at any time and from time to time, the right to setoff or recoup any undisputed balance or balances, whether on account of Reinsurance Premiums, allowances, credits, Reinsured Liabilities or otherwise, due from one party to the other under this Agreement and may setoff or recoup such balance or balances against any balance or balances due to the former from the latter under this Agreement.

(b)The parties’ setoff rights may be enforced notwithstanding any other provision of this Agreement including the provisions of Article XIV.

Section 17.04No Third-Party Beneficiaries. This Agreement is an indemnity reinsurance agreement solely between the Ceding Company and the Reinsurer. The acceptance of risks under this Agreement by the Reinsurer will create no right or legal relation between the Reinsurer and the insured, owner, beneficiary, or assignee of any insurance policy of the Ceding Company. In addition, nothing expressed or implied in this Agreement is intended to or shall confer remedies, obligations or liabilities upon any Person other than the parties hereto and their respective administrators, successors, legal representatives and permitted assigns or relieve or discharge the obligation or liability of any third party to any party to this Agreement.

Section 17.05Amendment. This Agreement may not be changed or modified or in any way amended except by a written instrument duly executed by the proper officers of both parties to this Agreement, and any change or modification to this Agreement will be null and void unless made by amendment to this Agreement and duly executed by the proper officers of both parties to this Agreement. Prior written approval of the Iowa Insurance Division is required for any amendment to this Agreement.

Section 17.06Notices.

(a)All demands, notices, reports and other communications provided for herein shall be delivered by the following means: (i) hand-delivery; (ii) overnight courier service (e.g., FedEx, Airborne Express, or DHL); (iii) registered or certified U.S. mail, postage prepaid and return receipt requested; or (iv) facsimile transmission or e-mail; provided, that the fax or e-mail is confirmed by delivery using one of the three (3) methods identified in clauses (i) through (iii). All such demands, notices, reports and other communications shall be delivered to the parties as follows:

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if to the Ceding Company:

Voya Insurance and Annuity Company699 Walnut Street, Suite 1350
Des Moines, Iowa 50309

Attention: General Counsel
Email: legal@venerableannuity.com

if to the Reinsurer:

Athene Life Re Ltd.

Chesney House

96 Pitts Bay Road

Hamilton, HM 08 Bermuda

Attention: Chief Executive Officer; General Counsel

Telephone: 441-279-8410; 441-279-8414

Telecopy: 441-279-8401

Email: legalbda@athene.bm

(b)Either party hereto may change the names or addresses where notice is to be given by providing notice to the other party of such change in accordance with this Section 17.06.

(c)If either party hereto becomes aware of any change in applicable Law restricting the transmission of notices or other information in accordance with the foregoing, such party shall notify the other party hereto of such change in Law and such resulting restriction.

Section 17.07Consent to Jurisdiction. Subject to the terms and conditions of Article XIII, each party hereto hereby irrevocably and unconditionally submits to the non-exclusive jurisdiction of the United States District Court for the Southern District of New York and of any New York State court sitting in New York County for purposes of all legal proceedings arising out of or relating to this Agreement or for recognition and enforcement of any judgment in respect thereof. In any action, suit or other proceeding, each party hereby irrevocably waives, to the fullest extent permitted by applicable Law, any objection that it may now or hereafter have to the laying of the venue of any such proceedings brought in such court and any claim that any such proceeding brought in such a court has been brought in an inconvenient forum. Each party hereto also agrees that any final and nonappealable judgment against a party in connection with any action, suit or other proceeding shall be conclusive and binding on such party and that such award or judgment may be enforced in any court of competent jurisdiction, either within or outside of the United States. A certified or exemplified copy of such award or judgment shall be conclusive evidence of the fact and amount of such award or judgment. Each party hereto agrees that any process or other paper to be served in connection with any action or proceeding under this Agreement shall, if delivered, sent or mailed in accordance with Section 17.06, constitute good, proper and sufficient service thereof. This Section 17.07 is not intended to conflict with or override Article XIII.

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Section 17.08Service of Process. The Reinsurer hereby designates the Iowa Insurance Commissioner as its true and lawful attorney upon whom may be served any lawful process in any action, suit or proceeding instituted by or on behalf of the Ceding Company. A copy of any such process shall be delivered to the Reinsurer in accordance with Section 17.06. This Section 17.08 is not intended to conflict with or override Article XIII.

Section 17.09Inspection of Records.

(a)Upon giving at least five (5) Business Days’ prior written notice, the Reinsurer, or its duly authorized representatives, will have the right to audit, examine and copy, electronically or during regular business hours, at the home office of the Ceding Company, any and all books, records, statements, correspondence, reports, and other documents that relate to the Reinsured Policies, the Existing Hedges, the Separate Account, the assets maintained in the Modco Account, the Allianz Trust Account or this Agreement, subject to the confidentiality provisions contained in this Agreement. In the event the Reinsurer exercises its inspection rights, the Ceding Company must provide a reasonable work space for such audit, examination or copying, cooperate fully and faithfully, and produce any and all materials reasonably requested to be produced, subject to confidentiality provisions contained in this Agreement. The expenses related to any two (2) such inspections in any calendar year shall be borne by the Ceding Company; provided, that if any breach of this Agreement by the Ceding Company has occurred, the expenses relating to all such inspections shall be borne by the Ceding Company.

(b)The Reinsurer’s right of access as specified above will survive until all of the Reinsurer’s obligations under this Agreement have terminated or been fully discharged.

Section 17.10Confidentiality.

(a)The parties will keep confidential and not disclose or make competitive use of any shared Proprietary Information, as defined below, unless:

(i)The information becomes publicly available or is obtained other than through unauthorized disclosure by the party seeking to disclose or use such information;

(ii)The information is independently developed by the recipient; or

(iii)The disclosure is required by Law; provided, that, if applicable, the party required to make such disclosure will allow the other party to seek an appropriate protective order.

“Proprietary Information” includes, but is not limited to, underwriting manuals and guidelines, applications, contract forms, agent lists and premium rates and allowances of the Reinsurer and the Ceding Company, but shall not include the existence of this Agreement and the identity of the parties. Additionally, Proprietary Information may be shared by either party on a need-to-know basis with its officers, directors, employees, Affiliates, third-party service providers, auditors, consultants or retrocessionaires, or in connection with the dispute process specified in this Agreement.

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(b)The Ceding Company shall not provide to the Reinsurer, and the Reinsurer shall have no right to access, any Non-Public Personal Information except to the extent (i) necessary for purposes of administration of this Agreement and (ii) requested in writing by a duly authorized representative of the Reinsurer. The Reinsurer and its representatives and service providers will protect the confidentiality and security of Non-Public Personal Information (as defined below) provided to it hereunder by:

(i)holding all Non-Public Personal Information in strict confidence;

(ii)maintaining appropriate measures that are designed to protect the security, integrity and confidentiality of Non-Public Personal Information; and

(iii)disclosing and using Non-Public Personal Information received under this Agreement for purposes of carrying out the Reinsurer’s obligations under this Agreement, for purposes of retrocession, or as may be required or permitted by Law.

“Non-Public Personal Information” is personally identifiable medical, financial, and other personal information about proposed, current and former applicants, policy owners, contract holders, insureds, annuitants, claimants, and beneficiaries of Reinsured Policies or contracts issued by the Ceding Company, and their representatives, that is not publicly available. Non-Public Personal Information does not include de-identified personal data, i.e., information that does not identify, or could not reasonably be associated with, an individual.

Section 17.11Successors. This Agreement will be binding upon the parties hereto and their respective successors and assigns including any Authorized Representative of either party. Neither party may effect any novation or assignment of this Agreement without the prior written consent of the other party and the Iowa Insurance Division.

Section 17.12EntireAgreement. This Agreement and the Exhibits hereto constitute the entire agreement between the parties with respect to the business reinsured hereunder and supersede any and all prior representations, warranties, prior agreements or understandings between the parties pertaining to the subject matter of this Agreement. There are no understandings between the parties other than as expressed in this Agreement and the Exhibits hereto. In the event of any express conflict between this Agreement and the Exhibits hereto, the Exhibits hereto will control.

Section 17.13Severability. The provisions of this Agreement shall be deemed severable and the invalidity or unenforceability of any provision shall not affect the validity or enforceability of the other provisions hereof. If any provision of this Agreement, or the application thereof to any Person or entity or any circumstance, is found by a court or other Governmental Entity of competent jurisdiction to be invalid or unenforceable, (a) a suitable and equitable provision shall be substituted therefor in order to carry out, so far as may be valid and enforceable, the intent and purpose of such invalid or unenforceable provision and (b) the remainder of this Agreement and the application of such provision to other Persons or circumstances shall not be affected by such invalidity or unenforceability, nor shall such invalidity or unenforceability affect the validity or enforceability of such provision, or the application thereof, in any other jurisdiction.

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Section 17.14Construction. This Agreement will be construed and administered without regard to authorship and without any presumption or rule of construction in favor of either party. This Agreement is between sophisticated parties, each of which has reviewed this Agreement and is fully knowledgeable about its terms and conditions.

Section 17.15Non-Waiver. Neither the failure nor any delay on the part of the Ceding Company or the Reinsurer to exercise any right, remedy, power, or privilege under this Agreement shall operate as a waiver thereof. No single or partial exercise of any right, remedy, power or privilege shall preclude the further exercise of that right, remedy, power or privilege or the exercise of any other right, remedy, power or privilege. No waiver of any right, remedy, power or privilege with respect to any occurrence shall be construed as a waiver of that right, remedy, power or privilege with respect to any other occurrence. No prior transaction or dealing between the parties will establish any custom, usage or precedent waiving or modifying any provision of this Agreement. No waiver shall be effective unless it is in writing and signed by the party granting the waiver.

Section 17.16Further Assurances. From time to time, as and when requested by a party hereto, the other party hereto shall execute and deliver all such documents and instruments and shall take all actions as may be reasonably necessary to consummate the transactions contemplated by this Agreement.

Section 17.17GoverningLaw. This Agreement will be governed by and construed in accordance with the Laws of the State of Iowa without giving effect to any principles of conflicts of law thereof that are not mandatorily applicable by Law and would permit or require the application of the Laws of another jurisdiction.

Section 17.18Counterparts. This Agreement may be executed in counterparts, all of which shall be considered one and the same agreement and shall become effective when counterparts have been signed by each party hereto and delivered to the other party. Each party hereto may deliver its signed counterpart of this Agreement to the other party by means of electronic mail or any other electronic medium utilizing image scan technology, and such delivery will have the same legal effect as hand delivery of an originally executed counterpart. When this Agreement has been fully executed by the Ceding Company and the Reinsurer, it will become effective as of the Effective Date.

[Remainder of Page Intentionally Blank]

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IN WITNESS WHEREOF, the parties hereto have caused this Agreement to be executed effective as of the Effective Date.

VOYA INSURANCE AND ANNUITYCOMPANY
By:    /s/ David Pendergrass
Name:    David Pendergrass
Title:    Senior Vice President and Treasurer

ATHENE LIFE RE LTD.

By:    /s/ Frank L. Gillis
Name:    Frank L. Gillis
Title:    Chief Executive Officer

Signature Page to VIAC Modco Agreement (FA Business)

SCHEDULE I

POLICY FORMS AND RIDERS¹ 

Product Name	Policy Form
Advantage	UCLIC-AN1009
Advantage	UCLIC-PI-1249
Advantage Index	1837-11/97
Advantage Platinum	1827-11/95
Advantage Silver	1801-7/94
AmeriGain	17003
AmeriGrand	17026
Amerilink	17002
Ameriset	17000
Asset Builder	UCLIC-AN-1022
Bonus 10	FB10-11/92
Capital Builder	UCLIC-PI-1224
Choice Index	1819-9/96
Choice Index	1819-9/96 or 1819-C-1/97
Choice Index	1819-C-1/97
Classic 5	1868
Classic 7	1869
Classic Choice MVA	1825-2/95
Cornerstone	1350-1/93
Envoy Nine	IU-IA-3064
Envoy Nine v2	IU-IA-3064
Envoy Six	IU-IA-3067
Envoy Six v2	IU-IA-3067
Envoy Three	IU-IA-3065
Flex 100	1000-B-4/92
Flex 15	1500-1/93
Flex 15	1500-4/92
Flex 2	FLEXII-1/93
Flex 200	1100-B-6/92
Flex 3	FLEXIII-1/93
Flex 4	FLXIV-8/92
Flex 7	FLEXVII 1/93
Flex 7	FLEXVII 7/91
Flex Builder	1853
Flex Guarantee	1853
FPA 9	FLEXIX-1/93
FPA 9 (conversion)	FLEXIX-5/91

¹ All variations and attachments to the policy forms, including, but not limited to, state variations, contract schedules, riders, and endorsements, are also included in the scope of the agreement.

Sch. I - 1

FPDA	89A4
FPDA	8FPDA
FPDA	94FPDA
FPDA	ALSFLX-3
FPDA	ALSFLX-4.5
FPDA	ALZFLX-4.5
FPDA	AN-1002
FPDA	AN-1011
GAA	GFPDA
Generation Flex	1859
GoldenSelect Guarantee	GA-GIA-1070
GoldenSelect Guarantee	GA-IA-1070
Guarantee Choice	IU-IA-3036
Heritage	1858
Heritage Vested	1862
Income Outcome Annuity	FA-2017
Independence	UCSPDA
Interest Builder	1200-1/93
Journey	VI-IA-3165
Lifetime Income	IU-IA-3119
Mark II	UCLIC-AN-1020
MarketSmart	IU-FA-3006
Max	PI-1550
Max Guarantee	1885
MaxSaver	AN-1004
MaxSaver	AN-1008
MaxSaver	PI-2034
Multibuilder	1853
MVA 15	1251-1/93
MVA 200	1300-1/93
MVA 200	93A10
MVA 3	1400-1/93
MVA 3	1811-3/96
MVA 9	MVAIX-1/93
MVA Cornerstone	1250-1/93
MVA Cornerstone	1812-4/96
MYGA/Multiset	1818-4/96
MYGA/Multiset	1825-2/95
MYGA/Multiset (no MVA)	1826-5/95
PotentialPLUS	IU-IA-4040
Protective Life	1840-2/96
Protective Life	1845-2/96
Provider	UCLIC-AN-1007

Quest 5	VI-IA-3147
QUEST 5 ROP	VI-IA-3147
Quest 7	VI-IA-3147
Quest Plus	VI-IA-3148
Regency	1860
Retirement Asset Builder	1807-5/95
Retirement Choice	1805-4/95
SD Fixed Flex	GA-IA-1093 - individual; GA-CA-1093 - group
SD Fixed Guar	GA-IA-1094 - individual; GA-CA-1094 - group
Secure	1890
Secure Extra	FA-2014
Secure Five	IU-IA-3022
Secure Five v2	IU-IA-3033
Secure Five v3	IU-IA-3033
Secure II	FA-2013
Secure Opp Plus	IU-IA-3021
Secure Opp Plus v2	IU-IA-3032
Secure Opp Plus v3	IU-IA-3050
Secure Opp Plus v4	IU-IA-3050
Secure Outlook	IU-IA-3038
Secure Outlook v2	IU-IA-3038
Secure Seven	IU-IA-3025
Secure Seven v2	IU-IA-3034
Secure Seven v3	IU-IA-3034
Security	PI-1233
Select Guarantee	1829-3/97
Select Guarantee	1829C-3/97
Selectra	1865
Selectra	1865 or 1870
Selectra	1870
Selectra v2	IU-IA-3026
Senior Provider	UCLIC-AN-1014
SimpleChoice	IU-IA-3054
SimpleFlex	IU-IA-3019
Single Premium Immediate Annuity	1823
SmartDesign MRI	GA-IA-1100 - individual; GA-CA-1100 - group
SPA 15	1351-1/93
SPA 3	SPIII-1/93
SPA 5	SPV-6/88
SPA 6	SPVI-1/93
SPA 7	SPVII-1/93
SPA 7	SPVII-10/90
SPA 9	FLEXIX-1/93 or SPIX-1/93

SPA 9	SPIX-1/93
SPA 9	SPIX-10/90
SPDA	88SPDA
SPDA	89A1-A
SPDA	89A3
SPDA	89SPDA
SPDA	94SPDA
SPDA	ALS-3
SPDA	ALS-4.5
SPDA	ALZSP-4.5
SPDA	UCLIC-PI-1218
SPDA	UCLIC-PI-1801
SPIA	1823
Sterling Plus	1800-2/94
Supp Con	1825-2/95
Supp Con	GA-GIA-1070 or GA-IA-1070
Supp Con	GA-IA-1093 - individual; GA-CA-1093 - group
Supp Con	GA-IA-1094 - individual; GA-CA-1094 - group
Supp Con	GA-IA-1100 - individual; GA-CA-1100 - group
Supp Con	IU-IA-3019
Taxsaver	FLEXIX-1/93
TaxSaver	UCLIC-AN1255
TaxSaver	UCLIC-PI-1253
TaxSaver	UCLIC-PI-1255
TSA Pro	1600-1/93
TSA Pro	1600-4/92
TSA Rollover	1832G-6/97
Ultimate	1225-4/93
Ultra SPA	1325-4/93
Unidex	EIAN-4000
United	AN-1021
Wealth Builder 6	IU-IA-3128
Wealth Builder 8	IU-IA-3128
Wealth Builder PLUS	IU-IA-3128
All immediate annuities and annuitizations issued by Voya Insurance and Annuity Company and its predecessors and administered on Des Moines RPS, excluding annuitizations arising from contracts with a Guaranteed Minimum Income Benefit (GMIB).
Home Office Pension Plan Voluntary and Mandatory Contributions Administered by Aon Hewitt on behalf of VIAC.
All contracts assumed under the League Services Life Insurance Company (Magna Insurance Company) reinsurance agreement dated 2/24/1987, as amended.
All contracts assumed under the Protective Life Insurance Company reinsurance agreement dated 6/15/1996.

All contracts assumed under the Allianz Life Insurance Company of North America reinsurance agreement dated 8/1/1988.

SCHEDULE II

POLICY EXPENSES

The Policy Expenses with respect to each Quarterly Accounting Period shall be an amount equal to (A) plus (B) plus (C) plus (D), each as defined below:

(A) solely with respect to the Payout Annuities, an amount equal to (i) eighteen (18) basis points divided by four (4) multiplied by (ii) (a) the sum of the Modco Reserves with respect to the Payout Annuities at the beginning of the applicable Quarterly Accounting Period plus the Modco Reserves with respect to the Payout Annuities at the end of the applicable Quarterly Accounting Period, divided by (b) two (2); and

(B) with respect to the Non-Payout Annuities, an amount equal to the sum of:

(i) (a) the Quota Share of $50 (provided, that a two percent (2.00%) per annum inflation factor will be added to such amount each year commencing on January 1, 2019) divided by four (4), multiplied by (b) (I) the sum of the total number of Non-Payout Annuities in force at the beginning of the applicable Quarterly Accounting Period plus the total number of Non-Payout Annuities in force at the end of the applicable Quarterly Accounting Period, divided by (II) two (2), plus

(ii) (a) three (3) basis points divided by four (4) multiplied by (b) (I) the sum of the Modco Reserves with respect to the Non-Payout Annuities at the beginning of the applicable Quarterly Accounting Period plus the Modco Reserves with respect to the Non-Payout Annuities at the end of the applicable Quarterly Accounting Period, divided by (II) two (2); and

(C) with respect to all Reinsured Policies, an amount with respect to investment accounting services equal to (i) 0.6 basis points divided by four (4) multiplied by (ii) (a) the sum of the Modco Reserves at the beginning of the applicable Quarterly Accounting Period plus the Modco Reserves at the end of the applicable Quarterly Accounting Period, divided by (b) two (2); and

(D) with respect to all Reinsured Policies, a ceding commission equal to (i) 6.6 basis points divided by four (4) multiplied by (ii) (a) the sum of the Modco Reserves at the beginning of the applicable Quarterly Accounting Period plus the Modco Reserves at the end of the applicable Quarterly Accounting Period, divided by (b) two (2).

SCHEDULE III

INITIAL MODCO ASSETS

See attached.

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
93974CPM6	5,420,203	WASHINGTON ST	900,000	1,076,673	12,332	1,089,005
93974CRE2	5,421,130	WASHINGTON ST	670,000	783,587	8,610	792,196
93974CRE2	5,421,131	WASHINGTON ST	2,800,000	3,278,480	35,980	3,314,460
14916RAD6	5,432,377	CATHOLIC HEALTH INITIATIVES	1,400,000	1,323,535	30,450	1,353,985
13054WAC1	5,436,225	CALIFORNIA POLLUTION CTL FING	1,120,000	1,131,762	18,667	1,150,428
592643CC2	5,436,666	METROPOLITAN WASH D C ARPTS AU	1,400,000	1,425,249	5,833	1,431,082
917542QV7	5,459,630	UTAH ST	10,000,000	10,000,000	117,967	10,117,967
93974CRE2	5,459,634	WASHINGTON ST	5,000,000	4,917,505	64,250	4,981,755
91412NAK6	5,467,371	UNIVERSITY OF CHICAGO	1,400,000	1,400,000	5,146	1,405,146
70917RB61	5,472,006	PENNSYLVANIA ST HIGHER EDL FACS AU	1,610,000	1,943,179	8,440	1,951,620
646136XR7	5,472,139	NEW JERSEY ST TRAN	535,000	690,305	13,261	703,566
574300JQ3	5,472,269	MARYLAND ST TRANSN AUTH TRANSN FAC	350,000	432,182	6,713	438,895
79765RSV2	5,476,004	SAN FRANCISCO CA CITY & CNTY WTR	1,535,000	1,920,551	46,050	1,966,601
13054WAC1	5,483,251	CALIFORNIA POLLUTION CTL FING	280,000	287,711	4,667	292,378
91412GDZ5	5,483,252	UNIVERSITY CALIF REVS	1,125,000	1,387,075	30,845	1,417,920
70922PAP7	5,484,582	PENNSYLVANIA ST TPK COMMN SPL	350,000	350,000	4,855	354,855
646136XR7	5,484,993	NEW JERSEY ST TRAN	435,000	545,817	10,782	556,599
592125AM0	5,485,221	MET GOVT NASHVILLE & DAVIDSON	1,615,000	2,024,005	36,235	2,060,240
59259YBF5	5,485,222	METRO TRANSIT AUTHORITY NY REV	780,000	930,260	21,116	951,376
59259YDC0	5,485,223	METROPOLITAN TRANSN AUTH N Y REV F	715,000	933,378	22,047	955,425
646136XR7	5,487,337	NEW JERSEY ST TRAN	475,000	594,090	11,773	605,864
914713K68	5,489,121	UNIVERSITY N C CHAPEL HILL REV	1,400,000	1,400,000	22,441	1,422,441
783186NH8	5,506,042	RUTGERS ST UNIV N J	375,000	445,593	10,622	456,215
73358WTZ7	5,507,067	PORT AUTH N Y & N J	1,400,000	1,400,000	2,754	1,402,754
677632MV0	5,507,150	OHIO ST UNIV GEN RCPTS	420,000	481,939	8,593	490,532
80168NEP0	5,508,250	SANTA CLARA VY CALIF TRANSN AUTH S	1,400,000	1,644,550	6,855	1,651,406
47770VAZ3	5,510,104	JOBSOHIO BEVERAGE SYS OHIO STA	1,250,000	1,332,912	18,883	1,351,795
6499022F9	5,510,105	NEW YORK ST DORM AUTH ST PERS INCO	1,400,000	1,715,084	9,640	1,724,724
15504RET2	5,510,352	CENTRAL PUGET SOUND REGL AUTH	1,175,000	1,432,688	32,260	1,464,948
15504RET2	5,511,230	CENTRAL PUGET SOUND REGL AUTH	290,000	353,915	7,962	361,877
47770VAZ3	5,511,234	JOBSOHIO BEVERAGE SYS OHIO STA	280,000	297,952	4,230	302,182
917565LB7	5,511,235	UTAH TRAN AUTH SALES TAX REV	1,820,000	2,308,530	40,820	2,349,350
235241LW4	5,523,472	DALLAS TX AREA RAPID TRAN	420,000	493,818	8,789	502,606
544435C32	5,527,893	LOS ANGELES CALIF DEPT ARPTS ARPT	2,800,000	3,468,628	84,981	3,553,609

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
5447122H4	5,540,146	LOS ANGELES CNTY CALIF MET TRANSN	1,310,000	1,579,530	31,304	1,610,833
89602NVM3	5,540,147	TRIBOROUGH BRDG & TUNL AUTH N Y RE	2,125,000	2,510,558	54,382	2,564,941
45528S4Z6	5,541,431	INDIANAPOLIS IND LOC PUB IMPT BD B	1,400,000	1,752,627	24,750	1,777,377
19633SAB9	5,541,978	COLORADO BRDG ENTERPRISE REV	710,000	907,566	17,981	925,547
5447122H4	5,544,775	LOS ANGELES CNTY CALIF MET TRANSN	700,000	853,314	16,727	870,041
455057SV2	5,561,349	INDIANA ST FIN AUTH REV	1,400,000	1,878,030	23,086	1,901,116
592098G50	5,561,656	MET GOVT NASHVILLE & DAVIDSON	3,080,000	4,028,033	67,431	4,095,464
74825QAA8	5,564,621	QUEENS HEALTH SYSTEMS	1,350,000	1,350,000	20,088	1,370,088
68607LXQ5	5,580,653	OREGON ST	280,000	331,861	6,874	338,735
68607VK38	5,580,656	OREGON ST DEPT ADMINISTRATIVE	290,000	291,881	660	292,541
574300HY8	5,584,024	MARYLAND ST TRANSN AUTH TRANSN FAC	1,780,000	2,092,063	34,342	2,126,405
650014TJ2	5,584,907	NEW YORK ST TWY AUTH SECOND GEN HW	270,000	323,448	1,324	324,771
88283LHU3	5,588,357	TEXAS TRANSN COMMN ST HWY FD REV	1,375,000	1,607,950	5,933	1,613,883
812728QQ9	5,594,941	SEATTLE WASH WTR SYS REV	430,000	506,376	5,934	512,310
57582PUR9	5,597,170	MASSACHUSETTS ST	1,320,000	1,478,772	30,888	1,509,660
59164GCX8	5,599,298	METRO WASTEWTR RECLAMATION DIST CO	945,000	1,123,595	4,548	1,128,142
072863AB9	5,613,820	BAYLOR SCOTT & WHITE HOLDINGS	430,000	430,000	6,137	436,137
650014TJ2	5,620,338	NEW YORK ST TWY AUTH SECOND GEN HW	540,000	647,156	2,647	649,803
650014TJ2	5,620,339	NEW YORK ST TWY AUTH SECOND GEN HW	270,000	323,189	1,324	324,513
733911BW0	5,628,374	PORT CORPUS CHRISTI AUTH TEX N	675,000	675,000	11,635	686,635
342814DS6	5,630,932	FLORIDA ST MID-BAY BRIDGE AUTH	488,793	488,793	1,541	490,334
718814ZZ2	5,635,307	PHOENIX AZ SERIES A	335,000	382,938	5,884	388,822
64971WTE0	5,635,478	NEW YORK N Y CITY TRANSITIONAL	2,700,000	2,603,185	22,275	2,625,460
650014TJ2	5,642,322	NEW YORK ST TWY AUTH SECOND GEN HW	1,660,000	1,941,933	8,138	1,950,071
59164GCX8	5,642,932	METRO WASTEWTR RECLAMATION DIST CO	295,000	341,291	1,420	342,710
011770U28	5,643,488	ALASKA ST	660,000	772,895	9,144	782,039
20369EAA0	5,643,519	COMMUNITY HEALTH NETWORK	1,755,000	1,755,000	37,180	1,792,180
8805577X5	5,645,410	TENNESSEE ST SCH BD AUTH	2,700,000	2,958,591	16,726	2,975,316
584002QB8	5,645,761	MECKLENBURG CNTY N C	2,700,000	2,763,409	9,785	2,773,194
68608KA24	5,646,501	OREGON ST	810,000	922,422	10,797	933,220
677521CX2	5,646,670	OHIO STATE	790,000	911,490	7,192	918,682
052414MF3	5,656,492	AUSTIN TEX ELEC UTIL SYS REV	270,000	302,100	6,935	309,035
45506DVC6	5,656,910	INDIANA ST FIN AUTH REV	900,000	900,000	11,816	911,816
011770U28	5,657,581	ALASKA ST	405,000	476,197	5,611	481,808

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
011770U28	5,657,582	ALASKA ST	440,000	517,841	6,096	523,938
212204FA4	5,660,804	CONTRA COSTA CALIF CMNTY COLLEGE D	1,350,000	1,608,998	21,951	1,630,949
23223PCX3	5,660,805	CUYAHOGA CNTY OHIO	1,350,000	1,583,197	33,941	1,617,139
49151E4G5	5,660,806	KY ST PPTY & BLDG COMMN REV	1,350,000	1,532,161	41,546	1,573,707
65819WAK9	5,660,807	NORTH CAROLINA EASTN MUN PWR A	1,350,000	1,350,000	18,261	1,368,261
89978KAV8	5,662,034	TUOLUMNE WIND PROJ AUTH CALIF REV	2,700,000	3,205,524	62,262	3,267,786
02765UDC5	5,662,162	AMERICAN MUN PWR OHIO INC REV	2,700,000	3,169,831	36,617	3,206,448
7342604F6	5,662,163	PORT HOUSTON AUTH TEX HARRIS C	270,000	270,000	800	270,800
438701WX8	5,665,954	HONOLULU HAWAII CITY & CNTY WA	510,000	510,000	5,981	515,981
438701WZ3	5,665,955	HONOLULU HAWAII CITY & CNTY WA	540,000	540,000	6,962	546,962
438701XA7	5,665,956	HONOLULU HAWAII CITY & CNTY WA	435,000	435,000	5,826	440,826
696550WS7	5,668,326	PALM BEACH CNTY FLA SCH BRD CT	1,305,000	1,452,377	17,618	1,469,994
744434CW9	5,668,327	PUBLIC PWR GENERATION AGY NEB REV	2,700,000	3,153,377	65,178	3,218,555
544646A69	5,671,250	LOS ANGELES CALIF UNI SCH DIST	2,025,000	2,362,789	40,372	2,403,161
882117W67	5,677,576	TEXAS A & M UNIV PERM UNIV FD	1,495,000	1,488,774	17,815	1,506,590
575579WX1	5,677,815	MASSACHUSETTS BAY TRANSN AUTH MASS	2,700,000	3,217,037	51,921	3,268,958
249218AK4	5,678,767	DENVER COLO PUB SCHS CTFS PARTN	1,350,000	1,774,240	35,787	1,810,027
25477GCY9	5,678,976	DISTRICT COLUMBIA INCOME TAX	870,000	1,046,193	20,267	1,066,460
63968AQR9	5,678,977	NEBRASKA PUB PWR DIST REV	405,000	451,226	7,321	458,547
68607DNL5	5,678,978	OREGON ST DEPT TRANSN HWY USER TAX	675,000	846,481	18,158	864,640
68607DNL5	5,678,979	OREGON ST DEPT TRANSN HWY USER TAX	320,000	401,208	8,608	409,817
432275AM7	5,681,847	HILLSBOROUGH CNTY FLA AVIATION	2,700,000	2,700,000	10,352	2,710,352
68189TBA3	5,681,848	OMAHA NEB SPL OBLIG	1,190,000	1,319,993	19,040	1,339,033
91412NAZ3	5,682,005	UNIVERSITY OF CHICAGO	1,350,000	1,350,000	4,412	1,354,412
190760HN1	5,682,847	COBB-MARIETTA GA COLISEUM & EX	2,455,000	2,446,174	27,414	2,473,588
491552UY9	5,691,742	KENTUCKY ST TPK AUTH ECONOMIC DEV	405,000	435,732	7,079	442,811
914460NL0	5,691,743	UNIVERSITY MINN	425,000	427,656	4,291	431,948
914460NM8	5,691,744	UNIVERSITY MINN	395,000	397,186	3,840	401,026
592112DR4	5,691,846	MET GOVT NASHVILLE & DAVIDSON	405,000	465,588	7,704	473,293
249218AK4	5,692,596	DENVER COLO PUB SCHS CTFS PARTN	1,350,000	1,752,905	35,787	1,788,692
73723RUJ0	5,693,804	PORTSMOUTH VA	1,385,000	1,359,933	11,080	1,371,013
75913TGJ7	5,695,356	REGIONAL TRANSN DIST COLO CTFS PAR	1,350,000	1,670,656	43,155	1,713,811

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
594612BG7	5,696,705	MICHIGAN ST	2,700,000	2,661,846	43,575	2,705,421
78605QAH0	5,696,866	SACRAMENTO CALIF PUB FING AUTH	480,000	480,000	1,598	481,598
86657MAX4	5,697,055	SUMTER LANDING CMNTY DEV DIST	1,350,000	1,350,000	4,939	1,354,939
353174FW0	5,700,784	FRANKLIN CNTY OHIO CONVENTION FACS	430,000	510,208	11,718	521,925
45528S5S1	5,700,785	INDIANAPOLIS IND LOC PUB IMPT BD B	745,000	915,986	13,416	929,403
977100AC0	5,700,786	WISCONSIN ST GEN FD ANNUAL APPROPR	1,730,000	1,946,375	49,305	1,995,680
59333AMC2	5,706,764	MIAMI-DADE CNTY FLA EDL FACS A	1,650,000	1,650,000	6,975	1,656,975
387883WF4	5,708,444	GRANT CNTY WASH PUB UTIL DIST	270,000	270,000	4,126	274,126
783186NH8	5,708,445	RUTGERS ST UNIV N J	2,700,000	3,128,829	76,478	3,205,306
254010AE1	5,708,667	DIGNITY HEALTH	1,375,000	1,418,697	36,211	1,454,908
4424355B5	5,708,668	HOUSTON TEX UTIL SYS REV	595,000	618,239	10,503	628,742
48305QAA1	5,708,669	KAISER FOUNDATION HOSPITALS	2,465,000	2,513,050	7,190	2,520,240
574218A94	5,708,864	MARYLAND ST HEALTH & HIGHER ED	270,000	270,000	2,076	272,076
574218B36	5,708,865	MARYLAND ST HEALTH & HIGHER ED	270,000	270,000	2,403	272,403
130685WB2	5,709,310	CALIFORNIA ST PUB WKS BRD	2,700,000	3,740,143	18,812	3,758,955
592643AA8	5,709,311	METROPOLITAN WASH D C ARPTS AUTH D	1,350,000	1,759,978	8,395	1,768,373
167727VY9	5,709,649	CHICAGO ILL WASTEWATER TRANSMI	405,000	405,000	8,157	413,157
675553AA9	5,709,650	OCHSNER CLINIC FOUNDATION	545,000	571,572	14,819	586,392
46613CWG6	5,711,242	JEA FLA ELEC SYS REV	515,000	621,137	2,749	623,886
542690W99	5,711,731	LONG ISLAND PWR AUTH N Y ELECSYS R	490,000	554,600	14,333	568,932
130795Z67	5,711,909	CALIFORNIA STATEWIDE CMNTYS DE	295,000	379,432	10,270	389,702
592125AM0	5,711,910	MET GOVT NASHVILLE & DAVIDSON	280,000	353,756	6,282	360,038
675553AA9	5,712,559	OCHSNER CLINIC FOUNDATION	1,350,000	1,422,415	36,709	1,459,123
914476SB3	5,712,560	UNIVERSITY MISS EDL BLDG CORP	605,000	605,000	13,467	618,467
889184AA5	5,712,710	TOLEDO HOSPITAL	1,050,000	1,083,619	24,121	1,107,740
86657MAY2	5,712,877	SUMTER LANDING CMNTY DEV DIST	720,000	722,324	3,030	725,354
664845DQ4	5,715,820	NORTHERN CALIF PWR AGY REV	270,000	330,607	8,225	338,832
743755AJ9	5,715,821	PROVIDENCE HEALTH & SERVICES	1,350,000	1,438,113	4,926	1,443,040
825437AV8	5,715,936	SHREVEPORT LA ARPT SYS REV	470,000	470,000	7,833	477,833
54473ENT7	5,722,100	LOS ANGELES CNTY CALIF PUB WKS FIN	420,000	526,292	7,862	534,154
544587C55	5,722,205	LOS ANGELES CALIF MUN IMPT COR	270,000	270,000	4,849	274,849
386166HD7	5,722,285	GRAND PRAIRIE TEX SALES TAX RE	1,350,000	1,350,000	22,644	1,372,644
45200FCE7	5,723,057	ILLINOIS ST FIN AUTH REVENUE	1,350,000	1,480,511	28,287	1,508,798

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
365298M62	5,723,346	GARDEN GROVE CALIF UNI SCH DIST	1,350,000	1,620,669	20,689	1,641,357
68428TAD9	5,723,819	ORANGE CNTY CALIF SANTN WASTEW	295,000	372,160	4,720	376,880
54473ENS9	5,725,819	LOS ANGELES CNTY CALIF PUB WKS FIN	970,000	1,319,380	18,474	1,337,854
544646XY3	5,726,185	LOS ANGELES CALIF UNI SCH DIST	1,125,000	1,308,097	21,581	1,329,679
593237EU0	5,726,186	MIAMI BEACH FLA REDEV AGY TAX	270,000	270,000	2,489	272,489
60636AMP5	5,726,187	MISSOURI ST HEALTH & EDL FACS	270,000	270,000	1,070	271,070
71783DAD7	5,726,188	PHILADELPHIA PA AUTH FOR INDL	1,350,000	1,337,008	2,378	1,339,386
45656RCX8	5,726,321	INDUSTRY CALIF SALES TAX REV	635,000	622,249	10,848	633,097
68607LXQ5	5,736,040	OREGON ST	270,000	314,599	6,629	321,227
95639RDX4	5,736,042	WEST VA HIGHER ED POL COMMN REV	270,000	371,598	1,721	373,320
12082TAL6	5,736,362	BURBANK CALIF WTR & PWR ELEC REV	540,000	649,214	14,227	663,441
54473ENS9	5,737,096	LOS ANGELES CNTY CALIF PUB WKS FIN	485,000	669,207	9,237	678,443
702274BD2	5,737,533	PASADENA CALIF PUB FING AUTH LEASE	430,000	561,419	5,123	566,541
3599007H4	5,737,633	FULTON CNTY GA DEV AUTH REV	460,000	460,000	2,041	462,041
3599007J0	5,737,634	FULTON CNTY GA DEV AUTH REV	345,000	345,000	1,578	346,578
54473ENS9	5,738,287	LOS ANGELES CNTY CALIF PUB WKS FIN	300,000	416,329	5,714	422,042
718814ZZ2	5,738,288	PHOENIX AZ SERIES A	1,350,000	1,567,919	23,711	1,591,630
235308UL5	5,738,436	DALLAS TEX INDPT SCH DIST	1,350,000	1,430,031	14,390	1,444,421
235417AA0	5,738,437	DALLAS TEX CONVENTION CTR HOTEL DE	1,645,000	2,088,143	38,866	2,127,009
172217WX5	5,739,986	CINCINNATI OHIO	595,000	595,000	10,884	605,884
54473ENS9	5,740,859	LOS ANGELES CNTY CALIF PUB WKS FIN	295,000	410,145	5,618	415,763
13077CTL8	5,752,994	CALIFORNIA ST UNIV REV	435,000	549,517	14,103	563,619
454898QY6	5,752,995	INDIANA MUNI POWER	405,000	478,786	7,552	486,338
875124GY9	5,753,134	TAMPA BAY WTR FLA A REGL WTR S	675,000	675,000	2,029	677,029
185468RU1	5,753,180	CLEBURNE TEX	335,000	335,000	3,136	338,136
454898QY6	5,753,210	INDIANA MUNI POWER	620,000	737,674	11,561	749,235
934867DJ8	5,753,211	WARREN CNTY KY INDL BLDG REVENUE	810,000	810,000	14,840	824,840
79742GAF8	5,755,318	SAN DIEGO CNTY CALIF REGL ARPT	2,700,000	2,900,998	50,346	2,951,344
454898QY6	5,755,798	INDIANA MUNI POWER	1,350,000	1,618,656	25,173	1,643,829
54473ENS9	5,755,799	LOS ANGELES CNTY CALIF PUB WKS FIN	295,000	415,775	5,618	421,393
576000KW2	5,755,800	MASSACHUSETTS ST SCH BLDG AUTH DED	810,000	937,669	16,732	954,401
59259YCA5	5,755,919	METROPOLITAN TRANSN AUTH N Y REV F	1,620,000	2,041,606	48,914	2,090,519
010831BE4	5,758,930	ALAMEDA CNTY CALIF JT PWRS AUTH LE	160,000	217,536	4,697	222,233
010831BE4	5,758,931	ALAMEDA CNTY CALIF JT PWRS AUTH LE	85,000	115,654	2,495	118,150

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
130685WB2	5,758,932	CALIFORNIA ST PUB WKS BRD	95,000	134,974	662	135,636
79765RTL3	5,758,933	SAN FRANCISCO CALIF CITY & CNTY PU	280,000	387,198	9,730	396,928
93976AAH5	5,758,934	WASHINGTON ST CONVENTION CTR PUB F	110,000	136,901	2,490	139,391
010831BE4	5,759,072	ALAMEDA CNTY CALIF JT PWRS AUTH LE	280,000	380,298	8,220	388,518
685869EJ4	5,759,432	OREGON HEALTH SCIENCES UNIV RE	125,000	136,331	2,083	138,414
010831BE4	5,759,797	ALAMEDA CNTY CALIF JT PWRS AUTH LE	210,000	288,090	6,165	294,255
196711LZ6	5,765,691	COLORADO ST CRFS PARTN	70,000	88,026	577	88,603
91412GDZ5	5,765,693	UNIVERSITY CALIF REVS	230,000	284,801	6,306	291,107
79642B2F9	5,765,753	SAN ANTONIO TX WTR REVENUE	95,000	95,000	1,404	96,404
010831BE4	5,765,789	ALAMEDA CNTY CALIF JT PWRS AUTH LE	115,000	158,455	3,376	161,831
57582PWH9	5,765,790	MASSACHUSETTS ST	135,000	150,869	1,519	152,388
594712PP0	5,765,791	MICHIGAN ST UNIV REVS FORMERLY MIC	580,000	689,241	7,559	696,800
57429LAM8	5,766,551	MARYLAND ST TRANSN AUTH LTD	70,000	83,942	1,552	85,493
07284RAA0	5,766,806	BAYLOR COLLEGE OF MEDICINE	210,000	232,335	5,092	237,427
07284RAA0	5,766,807	BAYLOR COLLEGE OF MEDICINE	140,000	154,984	3,395	158,379
5604253P3	5,766,808	MAINE HEALTH & HIGHER EDL FACS	100,000	133,591	2,222	135,814
196581BB7	5,766,925	COLORADO SCH MINES ENTERPRISES REV	210,000	266,190	5,504	271,694
45780DBX9	5,769,541	INSTITUTE FOR ADVANCED STUDY	210,000	218,115	3,845	221,959
01959LAA0	5,782,231	ALLINA HEALTH SYSTEM	350,000	382,615	7,755	390,369
01959LAA0	5,782,412	ALLINA HEALTH SYSTEM	95,000	103,227	2,105	105,332
455057SV2	5,782,413	INDIANA ST FIN AUTH REV	70,000	91,675	1,154	92,829
45780DBX9	5,782,414	INSTITUTE FOR ADVANCED STUDY	70,000	72,705	1,282	73,987
709223ZZ7	5,782,416	PENNSYLVANIA ST TPK COMMN TPK REV	350,000	437,404	8,110	445,514
578454AD2	5,783,212	MAYO CLINIC	385,000	385,000	7,328	392,328
592041WJ2	5,785,779	MET GOVT NASHVILLE & DAVIDSON	140,000	140,000	1,891	141,891
80168QEA6	5,785,780	SANTA CLARA VY CALIF WTR DIST	175,000	175,000	3,175	178,175
45780DBW1	5,785,891	INSTITUTE FOR ADVANCED STUDY	70,000	71,274	1,252	72,527
10103DAA4	5,786,468	BOSTON MEDICAL CENTER	170,000	170,000	2,561	172,561
10103DAA4	5,786,592	BOSTON MEDICAL CENTER	75,000	76,566	1,130	77,696
10103DAA4	5,786,593	BOSTON MEDICAL CENTER	105,000	107,229	1,582	108,811
419792KM7	5,796,527	HAWAII ST	185,000	185,000	447	185,447
14916RAF1	5,798,174	CATHOLIC HEALTH INITIATIVES	800,000	852,471	8,400	860,871
10103DAA4	5,798,836	BOSTON MEDICAL CENTER	300,000	313,158	4,519	317,677
592041WJ2	5,798,837	MET GOVT NASHVILLE & DAVIDSON	350,000	366,521	4,729	371,249
592041WJ2	5,798,838	MET GOVT NASHVILLE & DAVIDSON	370,000	387,204	4,999	392,203

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
934867DJ8	5,798,840	WARREN CNTY KY INDL BLDG REVENUE	70,000	74,053	1,282	75,336
594712PP0	5,801,357	MICHIGAN ST UNIV REVS FORMERLY MIC	20,000	24,011	261	24,272
64971WVF4	5,801,358	NEW YORK N Y CITY TRANSITIONAL	350,000	366,698	3,063	369,760
89837RAD4	5,801,359	TRUSTEES OF DARTMOUTH COLLEGE	210,000	211,355	3,040	214,395
592643AA8	5,801,926	METROPOLITAN WASH D C ARPTS AUTH D	1,190,000	1,715,108	7,400	1,722,508
675553AA9	5,801,927	OCHSNER CLINIC FOUNDATION	210,000	253,183	5,710	258,893
04351LAB6	5,805,128	ASCENSION HEALTH ALLIANCE	368,000	368,000	6,694	374,694
04351LAB6	5,805,289	ASCENSION HEALTH ALLIANCE	140,000	142,388	2,547	144,935
592643AA8	5,805,290	METROPOLITAN WASH D C ARPTS AUTH D	210,000	304,606	1,306	305,912
91412GQK4	5,805,291	UNIVERSITY CALIF REVS FOR PREV	370,000	384,062	5,767	389,829
10103DAA4	5,805,593	BOSTON MEDICAL CENTER	260,000	276,945	3,916	280,861
70213HAC2	5,812,576	PARTNERS HEALTHCARE SYSTEM INC	350,000	371,337	4,803	376,141
649322AA2	5,812,775	THE NEW YORK PRESBYTERIAN HOSPITAL	420,000	442,345	4,225	446,570
675553AA9	5,812,776	OCHSNER CLINIC FOUNDATION	350,000	430,298	9,517	439,815
934867DJ8	5,812,778	WARREN CNTY KY INDL BLDG REVENUE	510,000	538,454	9,344	547,797
934867DJ8	5,812,779	WARREN CNTY KY INDL BLDG REVENUE	170,000	179,196	3,115	182,311
791078BC1	5,813,597	ST LAWRENCE CNTY N Y INDL DEV	280,000	280,000	4,134	284,134
68607LXQ5	5,813,847	OREGON ST	680,000	847,499	16,694	864,193
889184AA5	5,814,374	TOLEDO HOSPITAL	2,330,000	2,833,644	53,526	2,887,170
04351LAB6	5,816,587	ASCENSION HEALTH ALLIANCE	190,000	198,093	3,456	201,549
791078BC1	5,816,588	ST LAWRENCE CNTY N Y INDL DEV	420,000	442,399	6,201	448,599
485424NF8	5,816,878	KANSAS ST DEPT TRANSN HWY REV	350,000	406,306	2,681	408,987
80168NEP0	5,817,807	SANTA CLARA VY CALIF TRANSN AUTH S	450,000	556,273	2,204	558,477
842329AA2	5,817,808	SOUTHERN BAPTIST HOSPITA	140,000	163,522	2,002	165,524
70213HAC2	5,820,991	PARTNERS HEALTHCARE SYSTEM INC	210,000	222,369	2,882	225,251
September 15, 2015	5,827,530	UNIVERSITY TEX UNIV REVS	490,000	591,511	5,269	596,780
485424NF8	5,827,733	KANSAS ST DEPT TRANSN HWY REV	250,000	291,506	1,915	293,421
15504RET2	5,827,838	CENTRAL PUGET SOUND REGL AUTH	170,000	223,551	4,667	228,219
64971M5L2	5,827,840	NEW YORK N Y CITY TRANSITIONAL FIN	110,000	140,213	3,065	143,277
646139X83	5,828,592	NEW JERSEY ST TPK AUTH TPK REV	120,000	176,517	2,841	179,358
646139X83	5,828,593	NEW JERSEY ST TPK AUTH TPK REV	130,000	191,155	3,078	194,232
88283LHU3	5,828,594	TEXAS TRANSN COMMN ST HWY FD REV	350,000	428,979	1,510	430,489

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
45506DWT8	5,828,744	INDIANA ST FIN AUTH REV	110,000	110,000	1,033	111,033
59259NZH9	5,828,745	METROPOLITAN TRANSN AUTH N Y DEDIC	230,000	353,365	7,780	361,146
955116BG2	5,828,746	W PALM BEACH FL	100,000	100,000	218	100,218
270618DZ1	5,829,180	EAST BATON ROUGE LA SEW COMMN	350,000	368,439	3,500	371,939
592643AA8	5,832,080	METROPOLITAN WASH D C ARPTS AUTH D	250,000	380,302	1,555	381,856
80168QEA6	5,832,231	SANTA CLARA VY CALIF WTR DIST	180,000	190,206	3,266	193,471
48305QAA1	5,832,860	KAISER FOUNDATION HOSPITALS	100,000	104,787	292	105,079
23542JBN4	5,833,129	DALLAS TEX WTRWKS & SWR SYS RE	350,000	350,000	755	350,755
675553AA9	5,836,870	OCHSNER CLINIC FOUNDATION	70,000	89,029	1,903	90,933
88213AGE9	5,836,871	TEXAS A & M UNIV REV	350,000	350,000	4,532	354,532
837151RW1	5,843,042	SOUTH CAROLINA ST PUB SVCS AUT	350,000	350,000	3,483	353,483
812643GE8	5,843,674	SEATTLE WASH MUN LT & PWR REV	250,000	313,984	3,594	317,578
837151RW1	5,843,675	SOUTH CAROLINA ST PUB SVCS AUT	170,000	171,453	1,692	173,144
914460FT2	5,843,676	UNIVERSITY MINN	310,000	375,061	3,850	378,911
646139X83	5,843,776	NEW JERSEY ST TPK AUTH TPK REV	100,000	152,206	2,367	154,573
896516AA9	5,843,777	TRINITY HEALTH CORP	70,000	79,964	1,203	81,167
914440LJ9	5,843,778	UNIVERSITY MASS BLDG AUTH PROJ REV	460,000	613,716	12,535	626,251
47770VAY6	5,845,311	JOBSOHIO BEVERAGE SYS OHIO STA	710,000	795,445	9,431	804,876
64971WJ68	5,845,588	NEW YORK N Y CITY TRANSITIONAL	980,000	969,580	10,535	980,115
67756A2N1	5,848,331	OHIO ST HIGHER EDL FAC COMMN R	70,000	73,836	858	74,695
67756A2P6	5,848,332	OHIO ST HIGHER EDL FAC COMMN R	70,000	75,113	898	76,011
60534WBL1	5,848,488	MISSISSIPPI DEV BK SPL OBLIG	350,000	350,000	1,887	351,887
60534WBM9	5,848,489	MISSISSIPPI DEV BK SPL OBLIG	350,000	350,000	2,062	352,062
46613PXS0	5,848,606	JEA FLA WTR & SWR SYS REV	160,000	211,958	828	212,786
685869EJ4	5,848,607	OREGON HEALTH SCIENCES UNIV RE	70,000	84,790	1,167	85,956
889184AA5	5,848,608	TOLEDO HOSPITAL	90,000	112,121	2,068	114,188
59259YGE3	5,851,557	METROPOLITAN TRANSN AUTH N Y REV F	440,000	589,696	13,663	603,359
88283LHU3	5,851,558	TEXAS TRANSN COMMN ST HWY FD REV	90,000	112,292	388	112,680
880541XZ5	5,851,769	TENNESSEE ST	180,000	180,000	975	180,975
880541YA9	5,851,770	TENNESSEE ST	190,000	190,000	1,076	191,076
73358WAJ3	5,852,590	PORT AUTH N Y & N J	140,000	185,178	3,523	188,701
14916RAF1	5,863,404	CATHOLIC HEALTH INITIATIVES	1,000,000	1,068,051	10,500	1,078,551
977100AC0	5,863,407	WISCONSIN ST GEN FD ANNUAL APPROPR	110,000	129,600	3,135	132,735
59333PV54	5,865,107	MIAMI-DADE CNTY FLA AVIATION R	200,000	202,846	451	203,297

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
913366JF8	5,865,108	UNIV CALIF REGTS MED CTR POOLE	70,000	70,000	1,062	71,062
69848AAA6	5,865,287	PANHANDLE TEX ECONOMIC DEV COR	360,000	360,000	4,224	364,224
70917RB53	5,865,288	PENNSYLVANIA ST HIGHER EDL FAC	350,000	434,381	1,791	436,172
914886AB2	5,865,289	UNIVERSITY OF SOUTHERN CALIFORNIA	700,000	700,000	1,766	701,766
93730PAJ5	5,866,812	WASHINGTON BIOMEDICAL RESH FACS 3	420,000	546,077	8,982	555,059
438701F82	5,867,474	HONOLULU HAWAII CITY & CNTY WA	70,000	70,000	607	70,607
4424355B5	5,869,173	HOUSTON TEX UTIL SYS REV	80,000	89,373	1,412	90,785
592643AA8	5,869,174	METROPOLITAN WASH D C ARPTS AUTH D	350,000	549,039	2,176	551,215
646066ZA1	5,871,003	NEW JERSEY ST EDL FACS AUTH RE	310,000	310,000	3,326	313,326
646066ZB9	5,871,004	NEW JERSEY ST EDL FACS AUTH RE	350,000	350,000	3,872	353,872
74052BAA5	5,871,344	PREMIER HEALTH PARTNERS	430,000	430,000	5,772	435,772
42219UBQ4	5,874,993	HEALTH CARE AUTH FOR BAPTIST H	370,000	446,743	9,384	456,127
64966HTX8	5,881,066	NEW YORK N Y	70,000	93,392	1,746	95,137
04351LAB6	5,882,887	ASCENSION HEALTH ALLIANCE	350,000	385,957	6,367	392,324
64985HWX1	5,882,888	NEW YORK ST ENVIRONMENTAL FACS	70,000	70,655	550	71,205
927793TC3	5,882,889	VIRGINIA COMWLTH TRANSN BRD TRANSN	150,000	191,214	3,700	194,915
9151375T6	5,882,947	UNIVERSITY TEX UNIV REVS	70,000	82,613	686	83,299
675553AA9	5,883,581	OCHSNER CLINIC FOUNDATION	630,000	810,749	17,131	827,880
59333PW46	5,883,698	MIAMI-DADE CNTY FLA AVIATION R	180,000	180,622	533	181,156
783186NH8	5,883,699	RUTGERS ST UNIV N J	80,000	99,977	2,266	102,243
667274AA2	5,891,068	NORTHWELL HEALTHCARE INC	500,000	500,000	9,948	509,948
345102LT2	5,902,447	FOOTHILL-DE ANZA CALIF CMNTY C	490,000	485,762	3,948	489,711
4386705Y3	5,902,448	HONOLULU HAWAII CITY & CNTY	100,000	100,000	210	100,210
914072J87	5,902,449	UNIVERSITY ARK UNIV REV	140,000	140,000	486	140,486
167593AN2	5,903,368	CHICAGO ILL O HARE INTL ARPT REV	80,000	111,610	1,705	113,315
740816AM5	5,903,369	PRESIDENT AND FELLOWS OF HARVARD C	460,000	459,230	4,267	463,496
485424NF8	5,903,866	KANSAS ST DEPT TRANSN HWY REV	40,000	47,319	306	47,626
646066ZA1	5,903,867	NEW JERSEY ST EDL FACS AUTH RE	80,000	79,661	858	80,519
646066ZB9	5,903,868	NEW JERSEY ST EDL FACS AUTH RE	90,000	89,593	996	90,589
345102LT2	5,904,185	FOOTHILL-DE ANZA CALIF CMNTY C	140,000	138,771	1,128	139,899
646139X83	5,904,186	NEW JERSEY ST TPK AUTH TPK REV	240,000	353,604	5,682	359,285
15504RET2	5,904,506	CENTRAL PUGET SOUND REGL AUTH	90,000	118,629	2,471	121,100

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
462590LF5	5,906,695	IOWA STUDENT LN LIQUIDITY CORP	540,000	540,000	7,369	547,369
63968AL78	5,906,696	NEBRASKA PUB PWR DIST REV	70,000	70,000	619	70,619
683042AJ4	5,906,697	ONTARIO CALIF INTL ARPT AUTH R	300,000	300,000	4,009	304,009
57429LAM8	5,910,728	MARYLAND ST TRANSN AUTH LTD	50,000	62,842	1,108	63,950
592041XT9	5,910,729	MET GOVT NASHVILLE & DAVIDSON	210,000	210,000	515	210,515
592041XU6	5,910,730	MET GOVT NASHVILLE & DAVIDSON	120,000	120,000	299	120,299
64966LM73	5,910,731	NEW YORK N Y	420,000	444,476	6,563	451,038
66285WFT8	5,910,732	NORTH TEX TWY AUTH REV	600,000	788,429	12,615	801,044
89602NVM3	5,917,351	TRIBOROUGH BRDG & TUNL AUTH N Y RE	500,000	626,056	12,796	638,852
64990CJT9	5,917,724	NEW YORK ST DORM AUTH REVS NON	160,000	160,000	1,611	161,611
64990CJU6	5,917,847	NEW YORK ST DORM AUTH REVS NON	170,000	170,000	1,796	171,796
478111AC1	5,917,955	JOHNS HOPKINS HEALTH SYSTEM CORP	90,000	90,000	1,592	91,592
86657MBK1	5,917,956	SUMTER LANDING CMNTY DEV DIST	350,000	350,000	1,217	351,217
78349AAA1	5,918,750	RWJ BARNABAS HEALTH INC	700,000	700,000	6,893	706,893
928077JZ0	5,920,136	VIRGINIA PORT AUTH PORT FAC RE	210,000	207,024	2,446	209,470
928077KA3	5,920,137	VIRGINIA PORT AUTH PORT FAC RE	280,000	275,775	3,354	279,129
928077KB1	5,920,138	VIRGINIA PORT AUTH PORT FAC RE	150,000	147,607	1,847	149,454
93730PAJ5	5,922,141	WASHINGTON BIOMEDICAL RESH FACS 3	170,000	212,368	3,636	216,003
927793TC3	5,923,015	VIRGINIA COMWLTH TRANSN BRD TRANSN	1,360,000	1,625,100	33,550	1,658,650
6055805X3	5,926,636	MISSISSIPPI ST	270,000	322,598	7,081	329,679
235241LW4	5,933,127	DALLAS TX AREA RAPID TRAN	220,000	253,241	4,604	257,844
69848AAA6	5,933,128	PANHANDLE TEX ECONOMIC DEV COR	320,000	303,718	3,755	307,472
235241LW4	5,933,361	DALLAS TX AREA RAPID TRAN	10,000	11,566	209	11,775
882723B81	5,933,362	TEXAS ST	700,000	719,957	2,239	722,196
977100DR4	5,933,447	WISCONSIN ST GEN FD ANNUAL APP	350,000	320,170	5,765	325,934
04048RDS2	5,933,528	ARIZONA BRD REGENTS ARIZ ST UNIV S	100,000	121,169	2,068	123,237
59333PW20	5,934,430	MIAMI-DADE CNTY FLA AVIATION R	310,000	289,087	996	290,083
837151FV6	5,934,520	SOUTH CAROLINA ST PUB SVCS AUT	210,000	225,889	3,982	229,871
575579WX1	5,934,771	MASSACHUSETTS BAY TRANSN AUTH MASS	380,000	454,122	7,307	461,429
60636AMR1	5,935,664	MISSOURI ST HEALTH & EDL FACS	1,050,000	1,015,776	10,731	1,026,507
914805FD3	5,954,181	UNIVERSITY PITTSBURGH PA HIGHE	210,000	210,000	933	210,933
882722KF7	5,955,199	TEXAS ST	350,000	447,614	1,609	449,224

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
646139W35	5,955,375	NJ ST TPK AUTH	290,000	421,202	7,167	428,369
64966HTX8	5,955,376	NEW YORK N Y	110,000	137,407	2,743	140,150
64971M5L2	5,955,377	NEW YORK N Y CITY TRANSITIONAL FIN	140,000	170,858	3,900	174,759
837151NP0	5,955,378	SOUTH CAROLINA ST PUB SVCS AUT	530,000	549,655	10,534	560,189
977100EL6	5,955,791	WISCONSIN ST GEN FD ANNUAL APP	350,000	350,000	6,920	356,920
45528S5S1	5,955,950	INDIANAPOLIS IND LOC PUB IMPT BD B	170,000	218,557	3,061	221,618
696624AX3	5,958,021	PALM DESERT CALIF REDEV AGY SU	140,000	138,252	365	138,617
79730WBM1	5,958,135	SAN DIEGO CALIF REDEV AGY SUCC	70,000	69,045	350	69,395
977100EL6	5,958,136	WISCONSIN ST GEN FD ANNUAL APP	350,000	349,849	6,920	356,768
977100EL6	5,958,137	WISCONSIN ST GEN FD ANNUAL APP	70,000	69,978	1,384	71,362
73474TAD2	5,958,658	PORT MORROW ORE TRANSMISSION F	70,000	72,286	411	72,697
43232BBU8	5,958,843	HILLSBOROUGH CNTY FLA FOURTH C	320,000	320,000	1,133	321,133
438670WP2	5,958,844	HONOLULU HAWAII CITY & CNTY	370,000	449,533	8,661	458,194
977100EL6	5,958,845	WISCONSIN ST GEN FD ANNUAL APP	140,000	140,882	2,768	143,650
977100EL6	5,958,846	WISCONSIN ST GEN FD ANNUAL APP	280,000	281,591	5,536	287,127
249218AK4	5,962,086	DENVER COLO PUB SCHS CTFS PARTN	350,000	460,833	9,278	470,111
73358WAJ3	5,962,308	PORT AUTH N Y & N J	290,000	350,986	7,298	358,284
45528S5S1	5,962,693	INDIANAPOLIS IND LOC PUB IMPT BD B	350,000	440,327	6,303	446,630
25477GER2	5,962,847	DISTRICT COLUMBIA INCOME TAX REV	390,000	439,802	8,119	447,920
254845GQ7	5,962,848	DISTRICT COLUMBIA WTR & SWR AUTH P	320,000	387,161	1,473	388,634
254845GQ7	5,968,582	DISTRICT COLUMBIA WTR & SWR AUTH P	40,000	48,097	184	48,281
8371477D3	5,968,798	SOUTH CAROLINA ST PUB SVC AUTH REV	180,000	205,272	3,444	208,716
89602NVM3	5,968,993	TRIBOROUGH BRDG & TUNL AUTH N Y RE	150,000	178,318	3,839	182,157
02765UCY8	5,970,000	AMERICAN MUN PWR OHIO INC	350,000	434,153	4,765	438,918
86657MBK1	5,973,429	SUMTER LANDING CMNTY DEV DIST	320,000	315,129	1,113	316,241
010604DF0	5,973,766	ALABAMA ST PORT AUTH DOCKS FAC	310,000	310,000	1,220	311,220
86657MBK1	5,973,767	SUMTER LANDING CMNTY DEV DIST	250,000	247,865	869	248,735
010604DF0	5,974,049	ALABAMA ST PORT AUTH DOCKS FAC	240,000	243,655	944	244,600
86657MBK1	5,983,523	SUMTER LANDING CMNTY DEV DIST	110,000	107,450	382	107,832
68607DNL5	5,983,592	OREGON ST DEPT TRANSN HWY USER TAX	180,000	224,536	4,842	229,378
02765UCY8	5,984,768	AMERICAN MUN PWR OHIO INC	350,000	433,510	4,765	438,275

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
73358WCX0	5,988,667	PORT AUTH N Y & N J	160,000	195,247	4,518	199,765
73358WCX0	5,988,775	PORT AUTH N Y & N J	350,000	432,057	9,882	441,939
955116BP2	5,992,232	W PALM BEACH FL	600,000	589,298	1,999	591,297
60636WNU5	6,004,044	MISSOURI ST HWY & TRANSN COMMN	350,000	414,747	9,529	424,276
64966HTX8	6,004,045	NEW YORK N Y	180,000	221,481	4,489	225,970
917565LB7	6,004,986	UTAH TRAN AUTH SALES TAX REV	250,000	317,340	5,607	322,947
478111AC1	6,007,659	JOHNS HOPKINS HEALTH SYSTEM CORP	350,000	346,199	6,192	352,391
25477GCY9	6,007,896	DISTRICT COLUMBIA INCOME TAX	340,000	418,541	7,921	426,461
60636WNU5	6,018,451	MISSOURI ST HWY & TRANSN COMMN	210,000	249,138	5,717	254,855
42219UBQ4	6,019,740	HEALTH CARE AUTH FOR BAPTIST H	500,000	532,408	12,681	545,088
592643CF5	6,022,850	METROPOLITAN WASH D C ARPTS AU	130,000	191,404	808	192,213
592643CF5	6,022,851	METROPOLITAN WASH D C ARPTS AU	200,000	295,060	1,244	296,304
48305QAC7	6,023,492	KAISER FOUNDATION HOSPITALS	500,000	501,569	7,875	509,444
70213HAC2	6,023,841	PARTNERS HEALTHCARE SYSTEM INC	200,000	193,420	2,745	196,164
44420RAA8	6,026,950	HUDSON YDS INFRASTRUCTURE CORP	1,000,000	1,004,435	8,181	1,012,616
235417AA0	6,034,806	DALLAS TEX CONVENTION CTR HOTEL DE	390,000	515,570	9,214	524,784
13034PZW0	6,038,808	CALIFORNIA HSG FIN AGY REV	1,050,000	1,050,000	9,597	1,059,597
254010AE1	6,042,562	DIGNITY HEALTH	500,000	524,576	13,168	537,744
13034PZW0	6,050,009	CALIFORNIA HSG FIN AGY REV	500,000	502,212	4,570	506,782
41978CAS4	6,051,817	HAWAII ST ARPTS SYS CUSTOMER F	1,000,000	1,000,000	13,813	1,013,813
735389ZE1	6,059,720	PORT SEATTLE WASH REV	750,000	750,000	14,081	764,081
899647RP8	6,064,017	TULSA OKLA ARPTS IMPT TR GENL	100,000	100,000	1,542	101,542
899647RQ6	6,064,018	TULSA OKLA ARPTS IMPT TR GENL	125,000	125,000	1,953	126,953
899647RR4	6,064,019	TULSA OKLA ARPTS IMPT TR GENL	130,000	130,000	2,058	132,058
899647RN3	6,064,431	TULSA OKLA ARPTS IMPT TR GENL	20,000	20,240	300	20,540
899647RN3	6,064,432	TULSA OKLA ARPTS IMPT TR GENL	100,000	101,294	1,500	102,794
899647RP8	6,064,433	TULSA OKLA ARPTS IMPT TR GENL	50,000	50,663	771	51,434
899647RP8	6,064,434	TULSA OKLA ARPTS IMPT TR GENL	35,000	35,418	540	35,958
899647RQ6	6,064,435	TULSA OKLA ARPTS IMPT TR GENL	130,000	131,620	2,031	133,651
899647RT0	6,064,436	TULSA OKLA ARPTS IMPT TR GENL	500,000	508,240	8,285	516,525
001306AB5	6,066,001	AHS HOSP CORP	254,000	302,142	4,254	306,396
899647RT0	6,066,002	TULSA OKLA ARPTS IMPT TR GENL	30,000	30,443	497	30,941

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
899647RM5	6,074,081	TULSA OKLA ARPTS IMPT TR GENL	200,000	203,197	2,917	206,114
899647RN3	6,074,082	TULSA OKLA ARPTS IMPT TR GENL	60,000	60,955	900	61,855
899647RQ6	6,074,083	TULSA OKLA ARPTS IMPT TR GENL	60,000	60,948	938	61,885
64578JAU0	6,076,489	NEW JERSEY ECONOMIC DEV AUTH M	100,000	100,000	2,161	102,161
64578JAW6	6,076,490	NEW JERSEY ECONOMIC DEV AUTH M	100,000	100,000	2,333	102,333
79039MAY6	6,079,817	ST JOHNS CNTY FLA INDL DEV AUT	300,000	300,000	3,167	303,167
85258PAB0	6,080,547	ST JOSEPHS HSP & MED CTR	570,000	580,135	8,710	588,845
85258PAB0	6,084,252	ST JOSEPHS HSP & MED CTR	30,000	30,644	458	31,102
047681QT1	6,107,419	ATLANTA & FULTON CNTY GA REC A	440,000	440,000	6,954	446,954
451443ZR9	6,110,091	IDAHO ST BLDG AUTH BLDG REV	340,000	340,000	2,148	342,148
85258PAB0	6,110,744	ST JOSEPHS HSP & MED CTR	200,000	207,622	3,056	210,678
10103DAB2	6,111,453	BOSTON MEDICAL CENTER CORP	200,000	200,000	2,847	202,847
38376GYF1	5,541,946	GNMA_10-155	2,042,312	2,115,650	6,163	2,121,814
38376GXA3	5,544,035	GNMA_10-141	222,284	224,683	505	225,188
31419AL62	5,557,835	FNMA 15YR	11,872	12,713	41	12,754
3128PSGU5	5,557,849	FGOLD 15YR	5,286	5,583	18	5,600
37045VAD2	5,557,893	GENERAL MOTORS CO	5,000	5,000	14	5,014
38378BYW3	5,584,891	GNMA_12-85	2,000,000	1,958,053	4,667	1,962,719
38378B7R4	5,588,051	GNMA_13-17	2,450,000	2,392,379	4,694	2,397,073
260543CF8	5,645,522	DOW CHEMICAL CO	100,000	102,764	1,902	104,666
452308AR0	5,645,535	ILLINOIS TOOL WORKS INC	100,000	92,285	650	92,935
594918AR5	5,645,548	MICROSOFT CORP	100,000	87,068	1,614	88,682
713448BP2	5,645,560	PEPSICO INC	100,000	113,101	1,619	114,720
931427AF5	5,645,572	WALGREENS BOOTS ALLIANCE INC	100,000	99,774	1,494	101,268
12673PAF2	5,672,194	CA INC	2,000,000	1,999,061	18,000	2,017,061
78409VAJ3	5,679,648	S&P GLOBAL INC	3,500,000	3,498,019	24,704	3,522,723
345397XQ1	5,722,292	FORD MOTOR CREDIT COMPANY LLC	1,000,000	999,638	9,422	1,009,060
3136AT5G5	5,902,364	FNA_16-M11	3,523,499	3,667,039	8,876	3,675,916
30711XDS0	6,122,787	CAS_16-C06	7,700,000	8,803,039	7,889	8,810,928
30711XNX8	6,124,564	CAS_17-C05	2,000,000	2,042,901	1,366	2,044,266
651229AS5	6,146,963	NEWELL RUBBERMAID INC	1,000,000	997,551	19,500	1,017,051
775109BE0	6,146,971	ROGERS COMMUNICATIONS INC	250,000	248,518	3,424	251,942
309601AA0	6,172,419	FARMERS INSURANCE EXCHANGE 144A	2,000,000	2,151,982	86,250	2,238,232
00507VAM1	6,163,615	ACTIVISION BLIZZARD INC	1,000,000	994,184	12,844	1,007,029
00908PAA5	6,163,617	AIR CANADA 2017-1 CLASS AA PASS TH	1,500,000	1,500,000	17,875	1,517,875
01626PAH9	6,163,619	ALIMENTATION COUCHE-TARD INC	500,000	499,373	4,684	504,057
05369AAA9	6,163,621	AVIATION CAPITAL GROUP LLC	1,000,000	984,420	18,764	1,003,184
05565ADW0	6,163,623	BNP PARIBAS SA	2,000,000	2,000,000	47,264	2,047,264

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
05565QDN5	6,163,625	BP CAPITAL MARKETS PLC	1,000,000	1,000,000	3,826	1,003,826
05723KAE0	6,163,627	BAKER HUGHES A GE CO LLC / BAKER H	2,500,000	2,500,000	32,443	2,532,443
06051GGR4	6,163,629	BANK OF AMERICA CORP	3,680,000	3,680,000	36,728	3,716,728
06368BGS1	6,163,631	BANK OF MONTREAL	2,000,000	2,000,000	29,368	2,029,368
09952AAC0	6,163,633	BORAL FINANCE PTY LIMITED	6,500,000	6,471,022	121,875	6,592,897
100743AK9	6,163,635	BOSTON GAS CO	500,000	499,560	3,938	503,497
124857AV5	6,163,637	CBS CORP	3,000,000	2,950,854	50,875	3,001,729
136385AX9	6,163,639	CANADIAN NATURAL RESOURCES LTD	1,000,000	997,194	16,042	1,013,236
14149YBJ6	6,163,641	CARDINAL HEALTH INC	1,000,000	1,000,000	12,882	1,012,882
171340AN2	6,163,643	CHURCH & DWIGHT CO INC	1,000,000	999,042	7,875	1,006,917
172967LP4	6,163,645	CITIGROUP INC	500,000	500,000	4,942	504,942
20605PAH4	6,163,647	CONCHO RESOURCES INC	750,000	747,409	2,344	749,753
224044CJ4	6,163,649	COX COMMUNICATIONS INC	1,100,000	1,095,075	8,128	1,103,202
22822VAH4	6,163,651	CROWN CASTLE INTERNATIONAL CORP	1,000,000	999,373	6,083	1,005,457
337932AH0	6,163,653	FIRSTENERGY CORP	1,500,000	1,495,400	17,225	1,512,625
46115HBB2	6,163,655	INTESA SANPAOLO SPA	750,000	748,502	8,638	757,140
55608JAK4	6,163,657	MACQUARIE GROUP LTD	3,500,000	3,500,000	55,975	3,555,975
606822AR5	6,163,659	MITSUBISHI UFJ FINANCIAL GROUP INC	3,750,000	3,750,000	32,870	3,782,870
60687YAM1	6,163,661	MIZUHO FINANCIAL GROUP INC	1,000,000	1,000,000	4,403	1,004,403
61744YAK4	6,163,663	MORGAN STANLEY	500,000	500,000	4,938	504,938
63859WAF6	6,163,665	NATIONWIDE BUILDING SOCIETY	1,000,000	999,133	1,490	1,000,623
65339KAV2	6,163,667	NEXTERA ENERGY CAPITAL HOLDINGS IN	2,000,000	2,000,000	47,733	2,047,733
665859AS3	6,163,669	NORTHERN TRUST CORPORATION	300,000	301,859	4,866	306,725
666807BN1	6,163,671	NORTHROP GRUMMAN CORP	1,000,000	999,562	17,875	1,017,437
677050AC0	6,163,673	OGLETHORPE POWER CORP	1,800,000	2,126,900	37,146	2,164,046
708696BY4	6,163,677	PENNSYLVANIA ELECTRIC COMPANY	1,000,000	998,659	4,153	1,002,812
718549AF5	6,163,679	PHILLIPS 66 PARTNERS LP	1,000,000	996,337	6,250	1,002,587
75625QAE9	6,163,681	RECKITT BENCKISER TSY	1,400,000	1,396,109	14,583	1,410,692
80281LAG0	6,163,683	SANTANDER UK GROUP HOLDINGS PLC	2,500,000	2,500,000	47,257	2,547,257
80282KAP1	6,163,685	SANTANDER HOLDINGS USA INC	500,000	499,140	6,600	505,740
808513AR6	6,163,687	CHARLES SCHWAB CORPORATION (THE)	2,500,000	2,500,000	62,847	2,562,847
84858WAA4	6,163,689	SPIRIT AIRLINES 2017-1 CLASS AA PA	1,250,000	1,250,000	17,930	1,267,930
902494BC6	6,163,691	TYSON FOODS INC	1,000,000	998,459	14,693	1,013,152
904678AB5	6,163,693	UNICREDIT SPA	1,000,000	1,038,309	2,441	1,040,750
981811AF9	6,163,695	WORTHINGTON INDUSTRIES INC	700,000	704,349	7,525	711,874
981811AF9	6,163,697	WORTHINGTON INDUSTRIES INC	920,000	919,126	9,890	929,016
01185*AA3	6,163,699	ALASKA VENTURES LLC	709,367	709,367	2,853	712,219
32055RB*7	6,163,701	FIRST INDUSTRIAL LP	100,000	100,000	815	100,815
32055RB@5	6,163,703	FIRST INDUSTRIAL LP	100,000	100,000	836	100,836
674003B@6	6,163,705	OAKTREE CAPITAL GROUP LLC	100,000	100,000	1,397	101,397

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
Q6568@AA9	6,163,707	NETWORK FINANCE COMPANY PTY LTD	200,000	200,000	544	200,544
Q6568@AB7	6,163,709	NETWORK FINANCE COMPANY PTY LTD	100,000	100,000	280	100,280
46647JAG5	6,163,715	JPMMT_16-4	1,500,000	1,503,549	4,375	1,507,924
17322VAT3	6,163,717	CGCMT_14-GC23	1,891,000	1,927,809	5,708	1,933,516
3138L4UU5	6,163,721	FNMA 30YR MULTI	803,946	873,589	3,086	876,675
3138L6DM7	6,163,723	FNMA 30YR MULTI	558,047	615,760	2,198	617,958
3138LAQN2	6,163,725	FNMA >7 YR BALLOON MULTI	1,009,500	1,066,671	3,348	1,070,019
3138LAYK9	6,163,727	FNMA VARIABLE BALLOON MULTI	1,267,161	1,285,040	4,113	1,289,152
3138LAYL7	6,163,729	FNMA VARIABLE BALLOON MULTI	2,121,149	2,150,609	6,884	2,157,493
3138LCNT8	6,163,731	FNMA 30YR MULTI	1,750,123	1,811,609	6,090	1,817,699
38378BAW9	6,163,733	GNMA_11-161	750,000	758,880	2,144	761,025
38378K5P0	6,163,735	GNMA_13-141	1,393,000	1,221,189	3,366	1,224,556
38378KSU4	6,163,737	GNMA_13-74	1,450,000	1,253,164	3,396	1,256,560
38378KUH0	6,163,739	GNMA_13-85	1,080,000	934,189	2,507	936,696
38379KGN2	6,163,741	GNMA_15-58	903,670	856,491	2,184	858,675
61763BAU8	6,163,743	MSBAM_13-C13	1,760,000	1,790,473	5,924	1,796,397
74824DAA8	6,163,745	QCMT_13-QCA	1,340,000	1,273,261	3,657	1,276,918
74824DAA8	6,163,747	QCMT_13-QCA	699,000	664,295	1,908	666,203
74824DAA8	6,163,749	QCMT_13-QCA	235,000	223,296	641	223,937
74824DAA8	6,163,751	QCMT_13-QCA	122,000	115,943	333	116,276
74824DAA8	6,163,753	QCMT_13-QCA	1,800,000	1,719,569	4,913	1,724,482
74824DAA8	6,163,755	QCMT_13-QCA	315,000	300,925	860	301,784
74824DAA8	6,163,757	QCMT_13-QCA	1,000,000	956,914	2,729	959,643
74824DAA8	6,163,759	QCMT_13-QCA	175,000	167,460	478	167,938
3137AMJR9	6,163,761	FHLMC_4020	648,535	778,471	3,571	782,042
31393DQZ7	6,163,763	FNMA_03-63 PE	98,269	94,671	289	94,960
31397JVU5	6,163,765	FHLMC_3349 MY	430,913	483,114	2,013	485,126
31397NUG8	6,163,767	FNMA_09-19D TD	49,620	50,977	210	51,186
31398PUU1	6,163,769	FNMA_10-46 QP	46,267	50,091	213	50,304
3128M6M62	6,163,877	FGOLD 30YR GIANT	13,163	14,596	73	14,669
3128PSGU5	6,163,879	FGOLD 15YR	284,372	300,306	961	301,267
3128UNAK8	6,163,881	FGOLD 30YR	147,534	133,164	678	133,842
312929FS6	6,163,883	FGOLD 30YR	18,647	19,778	86	19,864
3129415R4	6,163,885	FGOLD 30YR	37,711	39,502	142	39,643
3132GJFJ3	6,163,887	FREDDIE MAC GOLD	499,276	525,729	1,876	527,605
3132GKFA9	6,163,889	FREDDIE MAC GOLD	740,765	780,114	2,784	782,897
3132GKMC7	6,163,891	FREDDIE MAC GOLD	672,636	709,350	2,530	711,880
31371MKC0	6,163,893	FNMA 30YR	57,593	56,504	270	56,775
31371NXC4	6,163,895	FNMA 15YR	480,317	493,182	2,041	495,222
3138M44Q2	6,163,897	FNMA 30YR	430,707	467,577	1,439	469,017
31403DDX4	6,163,899	FNMA 30YR	245,026	256,846	1,145	257,991
31409BSU2	6,163,901	FNMA 30YR	87,282	84,942	404	85,345
31413Y7H8	6,163,903	FNMA 30YR	306,150	339,893	1,535	341,428
31414AEQ1	6,163,905	FNMA 30YR	309,264	336,631	1,551	338,182

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
31414BW48	6,163,907	FANNIE MAE	252,968	276,295	1,162	277,458
31414BX62	6,163,909	FANNIE MAE	329,134	357,478	1,514	358,992
31415Q2J4	6,163,911	FNMA 30YR	5,819	5,722	27	5,748
31398VSY3	6,163,913	FHLMC_3662C ZB	126,657	131,961	589	132,551
38378XSN2	6,163,915	GNMA_14-134	1,592,224	1,392,449	3,967	1,396,416
38379K3D8	6,163,917	GNMA_15-174	1,940,010	1,645,286	4,838	1,650,124
38379KF86	6,163,919	GNMA_15-120	2,527,308	2,258,986	6,826	2,265,812
38379KKQ0	6,163,921	GNMA_15-59	1,746,297	1,581,415	4,717	1,586,132
38379UAH9	6,163,923	GNMA_15-18	2,203,946	1,889,549	5,496	1,895,045
38379UFK7	6,163,925	GNMA_16-30	1,529,110	1,436,759	4,586	1,441,345
00080QAB1	6,163,929	ABN AMRO BANK NV	1,000,000	1,001,418	18,988	1,020,406
03073EAL9	6,163,935	AMERISOURCEBERGEN CORPORATION	3,000,000	2,980,429	47,033	3,027,463
05565QCZ9	6,163,937	BP CAPITAL MARKETS PLC	200,000	200,436	748	201,184
05565QDA3	6,163,939	BP CAPITAL MARKETS PLC	100,000	99,098	429	99,527
07274EAG8	6,163,941	BAYER US FINANCE LLC	5,000,000	5,001,187	10,781	5,011,968
075887BF5	6,163,943	BECTON DICKINSON & CO	3,000,000	3,032,888	42,319	3,075,207
12572QAG0	6,163,945	CME GROUP INC	850,000	835,934	3,258	839,192
172967HD6	6,163,947	CITIGROUP INC	6,000,000	6,102,118	3,875	6,105,993
22532LAM6	6,163,953	CREDIT AGRICOLE SA (LONDON BRANCH)	5,000,000	5,097,076	8,611	5,105,687
25389JAK2	6,163,955	DIGITAL REALTY TRUST LP	10,000,000	9,801,653	30,208	9,831,861
257375AE5	6,163,957	DOMINION GAS HOLDINGS LLC	6,000,000	5,961,226	106,500	6,067,726
31620MAK2	6,163,959	FIDELITY NATIONAL INFORMATION SERV	2,636,000	2,519,983	4,100	2,524,084
337738AM0	6,163,961	FISERV INC	5,000,000	5,007,844	14,583	5,022,427
36962G6F6	6,163,963	GENERAL ELECTRIC CO	1,432,000	1,453,514	6,766	1,460,280
49446RAK5	6,163,965	KIMCO REALTY CORPORATION	5,525,000	5,386,315	71,940	5,458,255
548661CZ8	6,163,967	LOWES COMPANIES INC.	7,500,000	7,802,095	37,135	7,839,230
62944TAE5	6,163,971	NVR INC	10,000,000	10,140,657	50,472	10,191,129
65339KAG5	6,163,973	NEXTERA ENERGY INC	4,000,000	4,023,828	54,778	4,078,606
67077MAJ7	6,163,977	NUTRIEN LTD	5,000,000	4,928,794	13,125	4,941,919
74456QBD7	6,163,979	PUBLIC SERVICE ELECTRIC AND GAS CO	5,000,000	5,189,962	23,958	5,213,920
75625QAB5	6,163,981	RECKITT BENCKISER TSY	7,000,000	7,133,911	28,194	7,162,105
797440BR4	6,163,985	SAN DIEGO GAS AND ELECTRIC CO	6,500,000	6,676,321	39,000	6,715,321
808513AG0	6,163,987	CHARLES SCHWAB CORPORATION (THE)	5,000,000	5,041,159	26,875	5,068,034
808513AL9	6,163,989	CHARLES SCHWAB CORP	650,000	637,303	2,763	640,066
870836AC7	6,163,991	UBS - NY	2,000,000	2,387,316	44,167	2,431,483
870836AC7	6,163,993	UBS - NY	2,000,000	2,387,316	44,167	2,431,483
92936MAC1	6,163,997	WPP GROUP FINANCE 2010	7,000,000	7,029,157	38,063	7,067,219
942683AF0	6,163,999	WATSON PHARMACEUTICALS INC	10,000,000	9,809,872	27,083	9,836,955
948741AJ2	6,164,001	WEINGARTEN REALTY INVESTORS	5,000,000	4,939,306	7,778	4,947,084
948741AJ2	6,164,003	WEINGARTEN REALTY INVESTORS	5,000,000	4,939,306	7,778	4,947,084
94973VBA4	6,164,005	WELLPOINT INC	7,000,000	6,933,507	68,017	7,001,523

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
969133AK3	6,164,007	WILLAMETTE INDUSTRIES INC	1,760,000	2,077,199	46,053	2,123,252
00168@AF3	6,164,009	ALS GROUP GENERAL PARTNERSHIP	1,400,000	1,407,086	13,487	1,420,573
055262A#6	6,164,011	BASF SE	1,600,000	1,642,859	24,204	1,667,064
05565EG#6	6,164,013	BMW US CAPITAL LLC	2,100,000	2,123,479	18,337	2,141,816
12545RAA5	6,164,015	CREDOMATIC INTERNATIONAL CORP	679,560	776,509	7,990	784,499
184691A*4	6,164,017	CLEARBRIDGE AMERICAN ENERGY MLP FU	281,818	282,734	407	283,141
184691A@2	6,164,019	CLEARBRIDGE AMERICAN ENERGY MLP FU	561,594	572,980	971	573,950
48121@AC5	6,164,021	JRD HOLDINGS LLC	60,000	61,157	197	61,354
731068A#9	6,164,023	POLARIS INDUSTRIES INC.	3,100,000	3,153,303	35,578	3,188,881
731068A#9	6,164,025	POLARIS INDUSTRIES INC.	3,100,000	3,153,303	35,578	3,188,881
76823#AS0	6,164,027	RIVER FUEL FUNDING CO 3 INC	9,000,000	9,060,697	15,120	9,075,817
76823#AS0	6,164,029	RIVER FUEL FUNDING CO 3 INC	4,500,000	4,530,349	7,560	4,537,909
88031QAA8	6,164,031	TENASKA VIRGINA PARTNERS 144A	5,850,999	6,338,358	30,830	6,369,188
F3166#AD6	6,164,033	ESSILOR INTERNATIONAL (COMPAGNIE G	1,300,000	1,301,633	14,427	1,316,060
F3166#AE4	6,164,035	ESSILOR INTERNATIONAL (COMPAGNIE G	1,100,000	1,105,170	15,004	1,120,174
F3166#AH7	6,164,037	ESSILOR INTERNATIONAL (COMPAGNIE G	1,900,000	1,913,339	25,916	1,939,255
F3166#AJ3	6,164,039	ESSILOR INTERNATIONAL (COMPAGNIE G	1,900,000	1,921,791	28,517	1,950,308
G0369@AU0	6,164,041	ANGLIAN WATER SERVICES LTD	100,000	103,156	171	103,327
Q9582*AA7	6,164,051	WELLINGTON ELECTRICITY DISTRIBUTIO	1,600,000	1,624,578	2,487	1,627,065
61763BAU8	6,164,053	MSBAM_13-C13	1,500,000	1,525,972	5,049	1,531,021
74824DAA8	6,164,055	QCMT_13-QCA	201,000	190,989	549	191,538
74824DAA8	6,164,057	QCMT_13-QCA	105,000	99,787	287	100,073
74824DAA8	6,164,059	QCMT_13-QCA	270,000	257,935	737	258,672
74824DAA8	6,164,061	QCMT_13-QCA	150,000	143,537	409	143,946
3133TN5J9	6,164,063	FHLMC_2214 NA	342	—	2	2
31358UEP7	6,164,065	FNMA_93-32 H	54,485	55,714	280	55,994
31397NUG8	6,164,067	FNMA_09-19D TD	352,201	361,830	1,489	363,319
3128M6M62	6,164,131	FGOLD 30YR GIANT	93,144	103,284	516	103,800
312929FS6	6,164,133	FGOLD 30YR	102,461	108,677	471	109,148
31292K2X4	6,164,135	FGOLD 30YR	76,589	81,170	292	81,462
312941K71	6,164,137	FGOLD 30YR	65,836	70,207	275	70,482
312941UW5	6,164,139	FGOLD 30YR	114,203	122,462	479	122,941
31418S4V8	6,164,141	FNMA 30YR	135,844	145,064	567	145,632
31418UBS2	6,164,143	FNMA 30YR	51,222	56,840	240	57,081
31418V3A8	6,164,145	FNMA 30YR	57,786	60,430	217	60,648
31418XEK0	6,164,147	FNMA 30YR	91,610	96,757	348	97,105
31419BSY2	6,164,149	FNMA 30YR	59,871	62,726	226	62,952
31419CR47	6,164,151	FNMA 30YR	50,366	53,739	210	53,949
31398VSY3	6,164,153	FHLMC_3662C ZB	63,329	65,981	295	66,275

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
109043AG4	6,164,159	BRIGGS & STRATTON CORP	10,000	10,000	260	10,260
125896BE9	6,164,161	CMS ENERGY CORPORATION	195,000	195,899	3,047	198,946
126304AK0	6,164,163	CSC HOLDINGS INC.	90,000	90,165	2,021	92,186
126304AK0	6,164,165	CSC HOLDINGS INC.	225,000	225,431	5,052	230,482
126304AK0	6,164,167	CSC HOLDINGS INC.	5,000	5,018	112	5,130
126307AC1	6,164,169	CSC HOLDINGS LLC	135,000	136,537	2,458	138,995
165167CQ8	6,164,171	CHESAPEAKE ENERGY CORPORATION	29,000	16,854	876	17,730
25470XAB1	6,164,175	DISH DBS CORP	185,000	185,637	2,428	188,065
25470XAB1	6,164,177	DISH DBS CORP	20,000	20,186	263	20,448
28368EAD8	6,164,179	EL PASO CORPORATION	20,000	20,501	390	20,891
29273VAC4	6,164,181	ENERGY TRANSFER CO	5,000	5,107	17	5,123
29379VAN3	6,164,183	ENTERPRISE PRODUCTS OPERATING LP	730,000	637,522	5,917	643,440
345397VM2	6,164,187	FORD MOTOR CREDIT CO LLC	225,000	224,124	5,383	229,507
35803QAA5	6,164,189	FRESENIUS MEDICAL CARE US FINANCE	10,000	9,958	121	10,079
373298BR8	6,164,191	GP 7.75 11/15/2029	10,000	10,812	357	11,169
373298BR8	6,164,193	GP 7.75 11/15/2029	5,000	5,406	179	5,585
373298CF3	6,164,195	GEORGIA-PACIFIC LLC	225,000	233,726	5,300	239,026
404119BN8	6,164,197	HCA INC	210,000	210,000	1,342	211,342
50076QAZ9	6,164,199	KRAFT FOODS GROUP INC	2,000,000	1,991,847	28,194	2,020,041
526057CG7	6,164,203	LENNAR CORPORATION	225,000	225,000	7,453	232,453
532716AS6	6,164,205	LIMITED BRANDS INC	180,000	180,000	6,300	186,300
532716AT4	6,164,207	LIMITED BRANDS INC	10,000	10,000	55	10,055
761735AD1	6,164,211	REYNOLDS GROUP LLC	64,109	64,131	930	65,061
84756NAD1	6,164,213	SPECTRA ENERGY PARTNERS LP	5,000,000	4,992,663	30,347	5,023,010
91911XAS3	6,164,217	VALEANT PHARMACEUTICALS INTERNATIO	10,000	9,911	213	10,125
02364WAJ4	6,164,221	AMXLMM 6 3/8 03/01/35	215,000	227,577	2,284	229,861
26876FAA0	6,164,223	ENN ENERGY HOLDINGS LTD	300,000	299,197	8,400	307,597
279158AB5	6,164,225	ECOPETROL SA	100,000	103,257	2,076	105,333
44841CAB0	6,164,227	HUTCHISON WHAMPOA LTD	200,000	199,771	2,775	202,546
50064YAC7	6,164,229	KOREA HYDRO & NUCLEAR POWER CO LTD	200,000	198,190	2,850	201,040
58516NAA2	6,164,231	MEGA ADVANCE INVESTMENTS	100,000	99,637	2,347	101,984
58516NAB0	6,164,233	MEGA ADVANCE INVESTMENTS	200,000	199,259	5,985	205,244
71647NAF6	6,164,235	PETROBRAS GLOBAL FINANCE BV	60,000	56,633	1,174	57,807
71647NAF6	6,164,237	PETROBRAS GLOBAL FINANCE BV	215,000	203,146	4,207	207,353
84265VAA3	6,164,239	SOUTHERN PERU COPPER	150,000	162,111	2,938	165,049
91911TAE3	6,164,241	VALEBZ 8 1/4 01/17/34	100,000	103,834	2,383	106,217
EH7816695	6,164,243	GAZ CAPITAL SA REGS	225,000	229,770	463	230,232
EI3062946	6,164,245	GRUPO BIMBO SAB DE CV	100,000	100,386	1,639	102,024
EI4567625	6,164,247	CHINA OVERSEAS FINANCE (CAYMAN I L	100,000	99,231	2,613	101,843
EI9925369	6,164,249	GRUPO BIMBO SAB DE CV	100,000	99,983	1,200	101,183
195325BM6	6,164,251	COLOMBIA (REPUBLIC OF)	175,000	208,847	3,067	211,914

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
536878AG6	6,164,255	LITHUANIA (REPUBLIC OF)	905,000	954,677	14,989	969,667
715638AU6	6,164,257	PERU (THE REPUBLIC OF)	201,000	249,071	1,719	250,790
715638AU6	6,164,259	PERU (THE REPUBLIC OF)	201,000	249,883	1,719	251,601
EI1085899	6,164,261	INDONESIA (REPUBLIC OF)	402,000	418,092	3,149	421,241
EI8600344	6,164,267	NAMIBIA REPUBLIC OF (GOVERNMENT)	200,000	203,784	5,439	209,222
00003#AA1	6,164,269	A&E TELEVISION NETWORKS LLC	600,000	600,000	3,577	603,577
00003#AB9	6,164,271	A&E TELEVISION NETWORKS LLC	600,000	600,000	4,175	604,175
00003#AC7	6,164,273	A&E TELEVISION NETWORKS LLC	100,000	100,000	725	100,725
0010EQA@5	6,164,275	AMERICAN ELECTRIC POWER CO INC PRVT	500,000	500,000	2,817	502,817
00168@AD8	6,164,277	ALS GROUP GENERAL PARTNERSHIP	600,000	600,000	7,242	607,242
00168@AF3	6,164,279	ALS GROUP GENERAL PARTNERSHIP	100,000	100,000	963	100,963
003009A*8	6,164,281	ABERDEEN ASIA PACIFIC INCOME FUND	100,000	100,000	1,178	101,178
00802#AA4	6,164,283	AEROSTAR AIRPORT HOLDINGS LLC	283,714	283,714	1,767	285,482
00912XA#1	6,164,285	AIR LEASE CORPORATION	100,000	100,000	1,322	101,322
05577@AP5	6,164,287	UNION PACIFIC CORP SER A-1	25,141	25,141	187	25,328
05577@AQ3	6,164,289	UNION PACIFIC CORP SER A-2	11,831	11,831	88	11,919
05577@AR1	6,164,291	UNION PACIFIC CORP	48,064	55,587	1,080	56,668
12545RAA5	6,164,293	CREDOMATIC INTERNATIONAL CORP	145,620	159,261	1,712	160,973
12656*AF9	6,164,295	CSLB HOLDINGS INC	100,000	100,000	250	100,250
12656*AG7	6,164,297	CSLB HOLDINGS INC	100,000	100,000	311	100,311
147528E#6	6,164,299	CASEYS GENERAL STORES INC	100,000	100,000	1,366	101,366
171265B@9	6,164,305	CHUGACH ELECTRIC ASSOCIATION INC.	200,000	200,000	1,222	201,222
184691A#0	6,164,307	CLEARBRIDGE AMERICAN ENERGY MLP FU	56,292	56,292	113	56,404
184691A*4	6,164,309	CLEARBRIDGE AMERICAN ENERGY MLP FU	56,364	56,364	81	56,445
184691A@2	6,164,311	CLEARBRIDGE AMERICAN ENERGY MLP FU	56,159	56,159	97	56,257
185508A*9	6,164,313	CLECO POWER LLC	200,000	200,000	3,840	203,840
185508A@7	6,164,315	CLECO POWER LLC	300,000	300,000	5,990	305,990
24618#AG5	6,164,317	DELAWARE NORTH COMPANIES INC	100,000	100,000	993	100,993
266228C@2	6,164,319	DUQUESNE LIGHT HOLDINGS INC	200,000	200,000	2,380	202,380
278058E#5	6,164,321	EATON CORPORATION	900,000	900,000	11,798	911,798
28501*AN5	6,164,327	ELECTRIC TRANSMISSION TEXAS LLC	500,000	500,000	4,000	504,000
28501*AU9	6,164,329	ELECTRIC TRANSMISSION TEXAS LLC	100,000	100,000	1,806	101,806
292766A#9	6,164,331	ENERPLUS CORP	400,000	400,000	8,116	408,116
292766A@1	6,164,333	ENERPLUS CORP	100,000	100,000	2,029	102,029
34488@AA6	6,164,339	NFL TRUST VI	500,000	500,000	10,284	510,284
37186LAA9	6,164,341	GENESIS SOLAR CORP	400,895	400,895	3,280	404,174
37186LAB7	6,164,343	GENESIS SOLAR CORP	100,224	100,224	1,084	101,308

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
37636#AK6	6,164,345	GIVAUDAN UNITED STATES INC	200,000	200,000	1,558	201,558
40447@AE5	6,164,347	HMSHOST CORP	300,000	300,000	4,437	304,437
419866D@4	6,164,349	HAWAIIAN ELECTRIC CO	200,000	200,000	898	200,898
419870E#3	6,164,351	HAWAIIAN ELECTRIC INDUSTRIES INC	300,000	300,000	1,748	301,748
486606H#6	6,164,353	KAYNE ANDERSON KYN FUND	100,000	100,000	1,005	101,005
48661EA#5	6,164,355	KAYNE ANDERSON KYE FUND	42,000	42,000	271	42,271
48666*AA2	6,164,357	KCP&L GREATER MISSOURI OPERATIONS	100,000	100,000	737	100,737
497266A#3	6,164,359	KIRBY CORPORATION	55,000	55,000	266	55,266
497266A#3	6,164,361	KIRBY CORPORATION	45,000	45,000	218	45,218
497266B*6	6,164,363	KIRBY CORPORATION	110,000	110,000	643	110,643
497266B*6	6,164,365	KIRBY CORPORATION	90,000	90,000	526	90,526
57169*AQ0	6,164,367	MARS INC	1,500,000	1,500,000	2,267	1,502,267
57169*AR8	6,164,369	MARS INC	100,000	100,000	186	100,186
57169*AR8	6,164,371	MARS INC	2,000,000	2,055,383	3,711	2,059,094
57169*AT4	6,164,373	MARS INC	500,000	500,000	969	500,969
67773#AF7	6,164,375	OHIO VALLEY ELECTRIC CORP PRVT	574,991	574,991	12,816	587,807
67773#AG5	6,164,377	OHIO VALLEY ELECTRIC CORP PRVT	579,775	579,775	12,923	592,698
677879CE6	6,164,379	OIL INSURANCE LTD 144A	800,000	706,469	3,758	710,227
677879CE6	6,164,381	OIL INSURANCE LTD 144A	100,000	88,309	470	88,778
677879CE6	6,164,383	OIL INSURANCE LTD 144A	75,000	30,358	352	30,711
711123C*8	6,164,385	PEOPLES GAS LIGHT AND COKE COMPANY	100,000	100,000	990	100,990
781172AB7	6,164,387	RUBY PIPELINE LLC	357,576	357,576	1,788	359,364
820439A@6	6,164,389	SHAWCOR LTD	49,681	49,681	157	49,838
84055*AC2	6,164,391	SOUTH TEXAS ELECTRIC COOP INC	85,000	86,667	1,319	87,985
85234#AB1	6,164,393	STADIUM FUNDING TRUST	97,303	97,303	405	97,708
85915#AF8	6,164,395	STERICYCLE INC.	100,000	100,000	1,035	101,035
92239MC@8	6,164,401	VECTREN UTILITY HOLDINGS INC.	100,000	100,000	1,509	101,509
955306B#1	6,164,403	WEST PHARMACEUTICAL SERVICES INC	100,000	100,000	1,231	101,231
955306B@3	6,164,405	WEST PHARMACEUTICAL SERVICES INC	100,000	100,000	1,183	101,183
980745D#7	6,164,407	WOODWARD INC	100,000	100,000	348	100,348
980745E#6	6,164,409	WOODWARD INC	100,000	100,000	348	100,348
98161*AA7	6,164,411	WORLEYPARSONS US HOLDING CORP	170,664	170,664	975	171,639
C0445#AM8	6,164,415	ARC RESOURCES LTD	400,000	400,000	2,879	402,879
C4111#AG6	6,164,417	GRAYMONT LTD	342,857	342,857	5,819	348,676
C9824@AD2	6,164,419	WORLEYPARSONS LTD	372,355	372,355	2,128	374,483
F3166#AD6	6,164,421	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,110	101,110
F3166#AE4	6,164,423	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,364	101,364

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
F3166#AH7	6,164,425	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,364	101,364
F3166#AJ3	6,164,427	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,501	101,501
G0369@AJ5	6,164,429	ANGLIAN WATER SERVICES FINANCING P	600,000	600,000	9,567	609,567
G0369@AU0	6,164,431	ANGLIAN WATER SERVICES LTD	200,000	200,000	341	200,341
G1696#AY2	6,164,433	BUNZL FINANCE PLC	100,000	100,000	863	100,863
G2044@AX3	6,164,435	COMPASS GROUP PLC	100,000	101,746	332	102,078
G7770#AB8	6,164,443	SAGE GROUP PLC	200,000	200,000	2,755	202,755
G7770#AC6	6,164,445	SAGE GROUP PLC	100,000	100,000	1,659	101,659
G7815@AF8	6,164,447	SAP IRELAND US FINANCIAL SERVICES	200,000	200,000	2,601	202,601
G7815@AG6	6,164,449	SAP IRELAND US FINANCIAL SERVICES	200,000	200,000	2,933	202,933
G9433*AA9	6,164,457	WARBURTONS 1876 LIMITED	200,000	200,000	17	200,017
K7017#AA8	6,164,459	MERIDIAN SPIRIT APS	79,083	79,083	281	79,364
N4281@BX2	6,164,471	ROYAL VOPAK N.V.	200,000	200,000	3,703	203,703
N6704@AK5	6,164,473	OILTANKING FINANCE BV	200,000	200,000	176	200,176
N9146#AB3	6,164,475	VAN OORD NV	200,000	200,000	331	200,331
N9146#AC1	6,164,477	VAN OORD NV	200,000	200,000	338	200,338
Q3079#AB4	6,164,485	DALRYMPLE BAY COAL TERMINAL PTY LT	800,000	800,000	5,694	805,694
Q7160#AJ8	6,164,487	ORICA LIMITED	100,000	100,000	548	100,548
Q8277*AL5	6,164,489	SANTOS LIMITED PRVT	900,000	900,000	14,018	914,018
Q8277*AM3	6,164,491	SANTOS LIMITED PRVT	720,000	720,000	11,481	731,481
Q8513@AD5	6,164,493	SKYCITY AUCKLAND	1,000,000	1,000,000	7,334	1,007,334
Q8773#AS5	6,164,495	STOCKLAND FINANCE PTY LIMITED PRVT	1,100,000	1,100,000	23,754	1,123,754
Q9582*AA7	6,164,497	WELLINGTON ELECTRICITY DISTRIBUTIO	100,000	100,000	155	100,155
R1894#AE4	6,164,499	E-CO ENERGI HOLDING AS	700,000	700,000	15,860	715,860
W7468#AD3	6,164,503	SANDVIK AB PRVT	600,000	600,000	12,505	612,505
Y8564*AB0	6,164,505	TEEKAY SHUTTLE TANKER FINANCE LLC	158,359	158,359	2,667	161,026
Y8564*AB0	6,164,507	TEEKAY SHUTTLE TANKER FINANCE LLC	158,359	158,359	2,667	161,026
07388VAG3	6,164,513	BSCMS_07-T26 AM	2,230,793	2,268,533	10,369	2,278,902
95000LBC6	6,164,515	WFCMT_16-C33	14,702,810	1,449,790	24,036	1,473,826
62983PAA3	6,164,517	NAKILAT INC 144A	100,000	93,837	2,039	95,876
62983PAB1	6,164,519	NAKILAT INC 144A	90,133	88,694	1,899	90,592
698299AW4	6,164,521	PANAMA (REPUBLIC OF)	268,000	336,382	4,738	341,120
03072SVR3	6,164,523	AMSI_04-R10 M1	98,252	88,831	48	88,879
0030092#3	6,164,525	ABERDEEN ASIA PACIFIC INC FND MRPS	4,000	100,000	390	100,390
00130HBX2	6,166,027	AES CORPORATION (THE)	50,000	50,000	1,383	51,383
002824BF6	6,166,029	ABBOTT LABORATORIES	300,000	298,041	4,719	302,760

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00507UAU5	6,166,031	ALLERGAN FUNDING SCS	83,000	82,588	504	83,092
00507VAE9	6,166,033	ACTIVISION BLIZZARD INC	5,000	5,000	39	5,039
00508XAF1	6,166,035	ACTUANT CORPORATION	10,000	10,000	213	10,213
00687YAA3	6,166,037	ADIENT GLOBAL HOLDINGS LTD	225,000	216,320	2,316	218,636
00774CAB3	6,166,039	AECOM	180,000	180,000	1,179	181,179
00774CAB3	6,166,041	AECOM	300,000	297,973	1,965	299,938
013822AB7	6,166,045	ALCOA NEDERLAND HOLDING BV	400,000	406,729	2,411	409,140
01609WAT9	6,166,047	ALIBABA GROUP HOLDING LTD	1,000,000	994,166	13,694	1,007,860
02155FAC9	6,166,049	ALTICE US FINANCE I CORP	200,000	200,000	5,072	205,072
02209SAN3	6,166,051	ALTRIA GROUP INC.	1,866,000	1,865,034	12,113	1,877,148
023135BA3	6,166,053	AMAZON.COM INC	1,000,000	998,437	6,038	1,004,474
029912BE1	6,166,057	AMERICAN TOWER CORPORATION	3,000,000	2,998,312	88,500	3,086,812
03040WAL9	6,166,059	AMERICAN WATER CAPITAL CORP	2,000,000	1,995,039	11,333	2,006,373
03073EAN5	6,166,061	AMERISOURCEBERGEN CORPORATION	100,000	101,867	708	102,575
031162BC3	6,166,065	AMGEN INC.	3,000,000	2,986,317	22,042	3,008,359
035287AD3	6,166,067	ANIXTER INC.	35,000	35,000	984	35,984
03674XAF3	6,166,069	ANTERO RESOURCES CORP	85,000	85,000	1,992	86,992
03674XAF3	6,166,071	ANTERO RESOURCES CORP	50,000	50,031	1,172	51,203
038222AJ4	6,166,073	APPLIED MATERIALS INC	400,000	398,878	1,300	400,178
044209AF1	6,166,075	ASHLAND INC.	10,000	10,000	100	10,100
044209AF1	6,166,077	ASHLAND INC.	10,000	9,952	100	10,052
05964HAB1	6,166,079	BANCO SANTANDER SA	1,500,000	1,487,776	3,542	1,491,318
06406HDA4	6,166,081	BANK OF NEW YORK MELLON CORP	1,000,000	998,474	5,583	1,004,057
07330MAB3	6,166,085	BRANCH BANKING AND TRUST COMPANY	1,000,000	999,483	4,531	1,004,015
095370AD4	6,166,093	BLUE CUBE SPINCO INC	80,000	80,000	356	80,356
097023BJ3	6,166,095	BOEING CO	100,000	98,287	417	98,704
097023BK0	6,166,097	BOEING CO	100,000	97,397	550	97,947
097023BL8	6,166,099	BOEING CO	100,000	96,517	583	97,100
120111BN8	6,166,107	BUILDING MATERIALS CORP OF AMERICA	195,000	195,000	520	195,520
1248EPBG7	6,166,109	CCO HOLDINGS LLC	30,000	30,000	806	30,806
1248EPBG7	6,166,111	CCO HOLDINGS LLC	75,000	75,378	2,016	77,394
12513GBC2	6,166,113	CDW LLC / CDW FINANCE CORP	75,000	75,000	625	75,625
12513GBC2	6,166,115	CDW LLC / CDW FINANCE CORP	35,000	34,923	292	35,215
12513GBC2	6,166,117	CDW LLC / CDW FINANCE CORP	125,000	125,000	1,042	126,042
12572QAG0	6,166,119	CME GROUP INC	125,000	124,831	479	125,310
126650CQ1	6,166,121	CVS HEALTH CORP	20,000	20,000	396	20,396
126650CS7	6,166,123	CVS HEALTH CORP	20,000	20,000	417	20,417
131347CA2	6,166,125	CALPINE CORP	15,000	15,077	265	15,342
13645RAV6	6,166,129	CANADIAN PACIFIC RAILWAY CO	250,000	248,950	1,533	250,484
15135BAH4	6,166,133	CENTENE ESCROW CORP	30,000	30,000	388	30,388
15135UAM1	6,166,135	CENOVUS ENERGY INC	500,000	499,927	944	500,872
16411QAA9	6,166,139	CHENIERE ENERGY PARTNERS LP	90,000	90,000	394	90,394
16412XAG0	6,166,141	CHENIERE CORPUS CHRISTI HOLDINGS L	60,000	60,000	1,034	61,034

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
16412XAG0	6,166,143	CHENIERE CORPUS CHRISTI HOLDINGS L	205,000	206,668	3,531	210,199
16412XAG0	6,166,145	CHENIERE CORPUS CHRISTI HOLDINGS L	60,000	60,488	1,034	61,522
17275RAD4	6,166,147	CISCO SYSTEMS INC	5,000,000	4,990,499	62,278	5,052,777
17275RAD4	6,166,149	CISCO SYSTEMS INC	1,000,000	961,378	12,456	973,834
17275RAN2	6,166,151	CISCO SYSTEMS INC	3,500,000	3,498,356	20,089	3,518,444
172967FX4	6,166,157	CITIGROUP INC	5,000,000	4,982,855	74,253	5,057,108
184496AJ6	6,166,159	CLEAN HARBORS INC	8,750	8,750	115	8,865
184496AJ6	6,166,161	CLEAN HARBORS INC	11,250	11,274	148	11,421
184496AL1	6,166,163	CLEAN HARBORS INC.	5,000	5,000	107	5,107
202795HV5	6,166,167	COMMONWEALTH EDISON CO	6,000,000	5,999,623	60,000	6,059,623
20338HAB9	6,166,169	COMMSCOPE TECHNOLOGIES FINANCE LLC	90,000	88,154	575	88,729
20338HAB9	6,166,171	COMMSCOPE TECHNOLOGIES FINANCE LLC	155,000	152,528	990	153,518
20338HAB9	6,166,173	COMMSCOPE TECHNOLOGIES FINANCE LLC	30,000	29,786	192	29,978
20338HAB9	6,166,175	COMMSCOPE TECHNOLOGIES FINANCE LLC	115,000	114,179	735	114,914
20338HAB9	6,166,177	COMMSCOPE TECHNOLOGIES FINANCE LLC	275,000	273,037	1,757	274,794
209111EY5	6,166,179	CONSOLIDATED EDISON CO OF NEW YORK	5,000,000	4,755,304	114,583	4,869,888
21036PAL2	6,166,181	CONSTELLATION BRANDS INC	5,000	5,010	106	5,117
22025YAM2	6,166,183	CORRECTIONS CORP OF AMERICA	5,000	5,000	17	5,017
22025YAM2	6,166,185	CORRECTIONS CORP OF AMERICA	5,000	5,015	17	5,032
22025YAP5	6,166,187	CORRECTIONS CORP OF AMERICA	5,000	5,000	116	5,116
22025YAP5	6,166,189	CORRECTIONS CORP OF AMERICA	5,000	5,027	116	5,143
224044BV8	6,166,191	COX COMMUNICATIONS INC 144A	875,000	1,000,096	12,214	1,012,310
22546QAP2	6,166,193	CREDIT SUISSE AG (NEW YORK BRANCH)	4,000,000	4,057,909	20,944	4,078,853
228189AB2	6,166,195	CROWN AMERICAS LLC	5,000	5,000	66	5,066
23331ABH1	6,166,201	DR HORTON INC	5,000	5,000	61	5,061
23331ABH1	6,166,203	DR HORTON INC	5,000	5,033	61	5,094
23338VAE6	6,166,205	DTE ELECTRIC CO	250,000	249,451	1,182	250,633
235851AQ5	6,166,207	DANAHER CORPORATION	250,000	249,725	1,070	250,795
23918KAP3	6,166,209	DAVITA INC	10,000	10,000	121	10,121
24718PAA5	6,166,213	DELPHI JERSEY HOLDINGS PLC	120,000	119,437	500	119,937
25272KAG8	6,166,215	DIAMOND 1 FINANCE CORPORATION/DIAM	1,000,000	999,694	20,589	1,020,283
25272KAU7	6,166,217	DIAMOND 1 FINANCE CORPORATION/DIAM	120,000	120,000	2,663	122,663
25272KAW3	6,166,219	DIAMOND 1 FINANCE CORP	120,000	120,000	3,230	123,230
25468PDF0	6,166,221	WALT DISNEY CO	200,000	199,635	770	200,405
25470XAY1	6,166,223	DISH DBS CORP	55,000	55,000	1,421	56,421
25470XAY1	6,166,225	DISH DBS CORP	60,000	60,458	1,550	62,008
25470XAY1	6,166,227	DISH DBS CORP	55,000	55,480	1,421	56,900
268317AS3	6,166,231	ELECTRICITE DE FRANCE SA	50,000	49,671	91	49,762
26867LAG5	6,166,233	EMD FINANCE LLC	500,000	499,490	1,721	501,210

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
26867LAL4	6,166,235	EMD FINANCE LLC	500,000	497,770	1,896	499,666
284902AC7	6,166,237	ELDORADO GOLD CORPORATION	8,000	8,000	185	8,185
29250RAT3	6,166,239	ENBRIDGE ENERGY PARTNERS LP	5,000,000	4,983,435	35,139	5,018,574
29250RAT3	6,166,241	ENBRIDGE ENERGY PARTNERS LP	2,000,000	2,004,844	14,056	2,018,900
29273AAA4	6,166,243	ENERGIZER HOLDINGS INC.	10,000	10,000	208	10,208
29273AAA4	6,166,245	ENERGIZER HOLDINGS INC.	60,000	60,207	1,247	61,454
29273VAF7	6,166,247	ENERGY TRANSFER EQUITY LP	80,000	79,025	1,833	80,858
29444UAM8	6,166,249	EQUINIX INC	5,000	5,000	22	5,022
29444UAR7	6,166,251	EQUINIX INC	90,000	90,000	2,231	92,231
30231GAN2	6,166,253	EXXON MOBIL CORP	200,000	200,000	1,090	201,090
30251GAW7	6,166,255	FMG RESOURCES (AUGUST 2006) PTY LT	60,000	60,000	1,418	61,418
30251GAW7	6,166,257	FMG RESOURCES (AUGUST 2006) PTY LT	120,000	120,000	2,836	122,836
30251GAW7	6,166,259	FMG RESOURCES (AUGUST 2006) PTY LT	120,000	120,528	2,836	123,363
319963BN3	6,166,263	FIRST DATA CORP	25,000	25,000	284	25,284
319963BN3	6,166,265	FIRST DATA CORP	70,000	70,342	794	71,137
32008DAA4	6,166,267	FIRST DATA CORP	20,000	20,000	294	20,294
33938EAQ0	6,166,269	FLEXTRONICS INTERNATIONAL LTD.	15,000	15,000	146	15,146
33938EAS6	6,166,271	FLEXTRONICS INTERNATIONAL LTD.	10,000	10,000	106	10,106
345838AA4	6,166,273	FOREST LABORATORIES INC	13,000	13,000	246	13,246
34984VAB6	6,166,275	FORUM ENERGY TECHNOLOGIES INC CORPORATE	5,000	5,000	26	5,026
354613AK7	6,166,277	FRANKLIN RESOURCES INC	100,000	99,875	245	100,121
36162JAB2	6,166,279	THE GEO GROUP INC	145,000	145,000	387	145,387
36164QNA2	6,166,281	GE CAPITAL INTERNATIONAL FUNDING C	3,865,000	3,972,967	78,737	4,051,705
361841AD1	6,166,283	GLP CAPITAL LP / GLP FINANCING II	5,000	5,000	122	5,122
361841AF6	6,166,285	GLP CAPITAL LP / GLP FINANCING II	5,000	5,000	134	5,134
364725BE0	6,166,287	GANNETT CO INC	10,000	9,943	28	9,972
37045VAD2	6,166,289	GENERAL MOTORS CO	15,000	15,000	42	15,042
37045VAE0	6,166,291	GENERAL MOTORS CO	15,000	15,000	59	15,059
37045VAE0	6,166,293	GENERAL MOTORS CO	10,000	9,970	39	10,009
37045VAF7	6,166,295	GENERAL MOTORS CO	10,000	10,000	50	10,050
37045VAF7	6,166,297	GENERAL MOTORS CO	5,000	5,024	25	5,049
37045VAG5	6,166,299	GENERAL MOTORS CO	80,000	79,584	267	79,851
37045VAH3	6,166,301	GENERAL MOTORS CO	80,000	79,109	333	79,442
37045VAJ9	6,166,303	GENERAL MOTORS CO	80,000	79,439	347	79,785
37045VAJ9	6,166,305	GENERAL MOTORS CO	200,000	222,218	867	223,085
37045VAN0	6,166,307	GENERAL MOTORS CO	120,000	119,842	420	120,262
373298BR8	6,166,309	GP 7.75 11/15/2029	1,700,000	2,081,927	60,751	2,142,679
373298BR8	6,166,311	GP 7.75 11/15/2029	2,580,000	3,154,834	92,199	3,247,033
375558BF9	6,166,315	GILEAD SCIENCES INC	450,000	448,572	2,738	451,309
377316AM6	6,166,317	PH GLATFELTER CO	5,000	5,000	12	5,012

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
38141GGS7	6,166,319	GOLDMAN SACHS GROUP INC	6,000,000	5,996,432	92,958	6,089,390
382550BE0	6,166,321	GOODYEAR TIRE & RUBBER CO	40,000	40,000	945	40,945
382550BG5	6,166,323	GOODYEAR TIRE & RUBBER COMPANY (TH	100,000	98,727	623	99,349
383909AE8	6,166,325	WR GRACE & CO (CONNECTICUT DIVISIO	30,000	30,000	128	30,128
383909AF5	6,166,327	WR GRACE & CO (CONNECTICUT DIVISIO	10,000	10,000	47	10,047
383909AF5	6,166,329	WR GRACE & CO (CONNECTICUT DIVISIO	20,000	20,245	94	20,339
38869PAK0	6,166,331	GRAPHIC PACKAGING INTERNATIONAL IN	5,000	5,000	11	5,011
38869PAK0	6,166,333	GRAPHIC PACKAGING INTERNATIONAL IN	5,000	5,032	11	5,042
404119BQ1	6,166,335	HCA INC	60,000	60,000	140	60,140
404119BQ1	6,166,337	HCA INC	115,000	115,000	268	115,268
404280BL2	6,166,339	HSBC HOLDINGS PLC	600,000	600,000	15,900	615,900
40434CAD7	6,166,341	HSBC USA INC	5,000,000	4,986,040	62,222	5,048,262
427866AU2	6,166,345	HERSHEY CO	250,000	249,435	1,556	250,990
428040CN7	6,166,347	HDTFS	5,000	5,000	14	5,014
42824CAN9	6,166,353	HEWLETT-PACKARD CO	2,000,000	1,997,358	3,911	2,001,269
431318AQ7	6,166,357	HILCORP ENERGY I LP	100,000	100,000	479	100,479
437076BC5	6,166,359	HOME DEPOT INC	250,000	249,214	1,979	251,194
438516AT3	6,166,361	HONEYWELL INTERNATIONAL INC	3,000,000	3,365,029	21,850	3,386,879
44107TAT3	6,166,363	HOST HOTELS & RESORTS LP	5,000	5,000	40	5,040
44107TAT3	6,166,365	HOST HOTELS & RESORTS LP	15,000	15,235	119	15,354
44107TAT3	6,166,367	HOST HOTELS & RESORTS LP	15,000	15,534	119	15,653
444859BE1	6,166,369	HUMANA INC	200,000	215,322	825	216,147
44962LAA5	6,166,371	IHS MARKIT LTD	25,000	25,000	625	25,625
44962LAA5	6,166,373	IHS MARKIT LTD	40,000	40,386	1,000	41,386
45138LBD4	6,166,375	IDAHO POWER CO	100,000	99,356	608	99,964
458140AT7	6,166,377	INTEL CORP	2,500,000	2,498,135	31,306	2,529,441
461070AM6	6,166,381	INTERSTATE POWER AND LIGHT CO	500,000	499,009	3,589	502,597
46284PAQ7	6,166,383	IRON MOUNTAIN INC	50,000	50,000	633	50,633
46284VAC5	6,166,385	IRON MOUNTAIN INC	60,000	60,000	374	60,374
466112AR0	6,166,387	JBS USA LLC/JBS USA FINANCE INC	35,000	35,000	760	35,760
466112AR0	6,166,389	JBS USA LLC/JBS USA FINANCE INC	20,000	20,138	434	20,572
466313AG8	6,166,391	JABIL CIRCUIT INC	10,000	10,000	60	10,060
47032FAB5	6,166,393	JAMES HARDIE INTERNATIONAL FINANCE	200,000	200,000	3,833	203,833
478160BJ2	6,166,395	JOHNSON & JOHNSON	50,000	55,964	887	56,851
478160CF9	6,166,397	JOHNSON & JOHNSON	60,000	59,329	350	59,680
482539AA1	6,166,399	KLX INC	55,000	55,000	1,346	56,346
482539AA1	6,166,401	KLX INC	25,000	25,065	612	25,677
482539AA1	6,166,403	KLX INC	25,000	25,065	612	25,677
491674BK2	6,166,405	KENTUCKY UTILITIES CO	100,000	99,967	275	100,242

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
501044CT6	6,166,409	KROGER CO	200,000	214,090	2,575	216,665
501797AM6	6,166,411	L BRANDS INC	145,000	145,000	3,263	148,263
501797AM6	6,166,413	L BRANDS INC	90,000	90,000	2,025	92,025
50247VAC3	6,166,415	LYB INTERNATIONAL FINANCE BV	100,000	107,954	623	108,577
513075BH3	6,166,419	LAMAR MEDIA CORP	5,000	5,000	79	5,079
513075BL4	6,166,421	LAMAR MEDIA CORP	10,000	10,000	144	10,144
514666AJ5	6,166,423	LAND O LAKES INC	5,000	5,000	138	5,138
526057BS2	6,166,425	LENNAR CORPORATION	15,000	15,000	79	15,079
526057CU6	6,166,427	LENNAR CORPORATION	60,000	60,000	1,133	61,133
53219LAN9	6,166,429	LIFEPOINT HEALTH INC	60,000	60,000	1,469	61,469
53219LAQ2	6,166,431	LIFEPOINT HEALTH INC	30,000	30,000	806	30,806
53219LAQ2	6,166,433	LIFEPOINT HEALTH INC	120,000	117,763	3,225	120,988
536797AC7	6,166,435	LITHIA MOTORS INC.	45,000	45,000	591	45,591
552081AM3	6,166,437	LYONDELLBASELL INDUSTRIES NV	300,000	295,199	2,505	297,704
55342UAG9	6,166,443	MPT OPERATING PARTNERSHIP LP / MPT	85,000	85,000	1,116	86,116
55342UAH7	6,166,445	MPT OPERATING PARTNERSHIP LP / MPT	150,000	150,000	333	150,333
55354GAB6	6,166,447	MSCI INC	45,000	45,000	546	45,546
55907RAA6	6,166,451	MAGELLAN MIDSTREAM PARTNERS LP	3,905,000	3,900,588	41,491	3,942,078
559222AR5	6,166,455	MAGNA INTERNATIONAL INC.	250,000	249,243	865	250,107
565849AE6	6,166,457	MARATHON OIL CORP	3,000,000	3,075,425	16,500	3,091,925
577778CB7	6,166,459	MACYS RETAIL HOLDINGS INC	4,598,000	5,023,521	90,031	5,113,552
58502BAA4	6,166,463	MEDNAX INC	40,000	40,000	875	40,875
59001AAQ5	6,166,467	MERITAGE HOMES CORP	10,000	10,000	58	10,058
59001AAY8	6,166,469	MERITAGE HOMES CORP	40,000	40,000	1,000	41,000
59001ABA9	6,166,471	MERITAGE HOMES CORP	70,000	70,323	1,445	71,768
59001ABA9	6,166,473	MERITAGE HOMES CORP	80,000	80,000	1,651	81,651
60688XAU4	6,166,475	MIZUHO BANK LTD	200,000	199,705	622	200,327
61166WAV3	6,166,477	MONSANTO COMPANY	50,000	49,860	88	49,948
615369AE5	6,166,479	MOODY S CORP	300,000	304,808	4,638	309,446
615394AK9	6,166,481	MOOG INC	40,000	40,000	875	40,875
626717AJ1	6,166,487	MURPHY OIL CORPORATION	150,000	150,000	1,821	151,821
626738AC2	6,166,489	MURPHY OIL USA INC	5,000	5,000	63	5,063
626738AC2	6,166,491	MURPHY OIL USA INC	5,000	5,018	63	5,081
626738AD0	6,166,493	MURPHY OIL USA INC	15,000	15,000	422	15,422
62886EAJ7	6,166,495	NCR CORP	5,000	5,000	74	5,074
62886EAS7	6,166,497	NCR CORP	5,000	5,029	120	5,149
63530QAE9	6,166,499	NATIONAL CINEMEDIA LLC	35,000	35,000	93	35,093
637432MV4	6,166,501	NATIONAL RURAL UTILITIES COOP FINA	7,500,000	7,496,607	117,583	7,614,191
64072TAC9	6,166,503	CSC HOLDINGS LLC	200,000	200,000	3,901	203,901
651229AQ9	6,166,505	NEWELL RUBBERMAID INC	2,000,000	1,998,507	33,333	2,031,841
651290AQ1	6,166,507	NEWFIELD EXPLORATION CO	10,000	9,984	188	10,172
65409QBA9	6,166,509	NIELSEN FINANCE LLC/NIELSEN FINANC	10,000	10,000	38	10,038

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
66977WAN9	6,166,511	NOVA CHEMICALS CORP	5,000	5,011	66	5,077
66977WAP4	6,166,513	NOVA CHEMICALS CORP	30,000	30,000	750	30,750
67020YAD2	6,166,519	NUANCE COMMUNICATIONS INC	3,000	3,003	34	3,037
67020YAQ3	6,166,521	NUANCE COMMUNICATIONS INC	240,000	237,983	5,100	243,083
67059TAE5	6,166,523	NUSTAR LOGISTICS LP	120,000	120,000	56	120,056
67059TAE5	6,166,525	NUSTAR LOGISTICS LP	150,000	152,585	70	152,656
67077MAD0	6,166,527	NUTRIEN LTD	50,000	49,827	125	49,952
67077MAN8	6,166,529	NUTRIEN LTD	250,000	248,020	1,318	249,337
680665AJ5	6,166,535	OLIN CORP	60,000	60,000	393	60,393
680665AJ5	6,166,537	OLIN CORP	180,000	180,000	1,179	181,179
683715AA4	6,166,539	OPEN TEXT CORPORATION	60,000	60,000	994	60,994
683715AB2	6,166,541	OPEN TEXT CORPORATION	160,000	160,000	3,917	163,917
68389XAM7	6,166,545	ORACLE CORP	6,000,000	5,939,417	94,958	6,034,376
688239AE2	6,166,547	OSHKOSH CORP	20,000	20,000	179	20,179
690872AB2	6,166,549	OWENS-BROCKWAY	20,000	20,000	48	20,048
690872AB2	6,166,551	OWENS-BROCKWAY	40,000	40,215	96	40,311
690872AB2	6,166,553	OWENS-BROCKWAY	80,000	80,358	191	80,549
693304AT4	6,166,555	PECO ENERGY CO	100,000	99,684	140	99,824
694308GJ0	6,166,559	PACIFIC GAS AND ELECTRIC COMPANY	3,000,000	2,986,749	29,000	3,015,749
70109HAL9	6,166,561	PARKER-HANNIFIN CORPORATION	4,000,000	3,993,910	58,667	4,052,577
727493AB4	6,166,567	PLANTRONICS INC	20,000	20,000	507	20,507
727493AB4	6,166,569	PLANTRONICS INC	20,000	20,109	507	20,617
727493AB4	6,166,571	PLANTRONICS INC	20,000	20,142	507	20,649
745867AM3	6,166,575	PULTE HOMES INC	10,000	9,575	298	9,872
745867AM3	6,166,577	PULTE HOMES INC	20,000	19,748	595	20,343
745867AW1	6,166,579	PULTE GROUP INC	130,000	130,000	1,192	131,192
74733VAD2	6,166,581	QEP RESOURCES INC	90,000	90,000	844	90,844
74736KAB7	6,166,583	QORVO INC	20,000	20,000	563	20,563
74736KAD3	6,166,585	QORVO INC	20,000	20,000	583	20,583
74819RAP1	6,166,587	QUEBECOR MEDIA INC	5,000	5,000	109	5,109
74834LAY6	6,166,589	QUEST DIAGNOSTICS INC	400,000	399,698	1,619	401,317
748767AF7	6,166,591	QUINTILES TRANSNATIONAL CORP	60,000	60,000	1,349	61,349
75281ABA6	6,166,593	RANGE RESOURCES CORP	10,000	10,000	64	10,064
75886AAJ7	6,166,595	REGENCY ENERGY PARTNERS LP	10,000	10,000	225	10,225
772739AP3	6,166,597	ROCK-TENN CO	15,000	14,966	88	15,053
772739AQ1	6,166,599	ROCK-TENN CO	15,000	14,917	100	15,017
775109AZ4	6,166,601	ROGERS COMMUNICATIONS INC.	500,000	497,211	2,271	499,482
775109BB6	6,166,603	ROGERS COMMUNICATIONS INC.	100,000	101,633	639	102,272
80105NAG0	6,166,607	SANOFI-AVENTIS SA	8,000,000	7,972,619	28,444	8,001,063
808513AL9	6,166,609	CHARLES SCHWAB CORP	100,000	99,699	425	100,124
811054AG0	6,166,611	EW SCRIPPS CO	90,000	90,000	2,127	92,127
817565BW3	6,166,613	SERVICE CORP INTERNATIONAL	10,000	10,000	208	10,208
822582AM4	6,166,615	SHELL INTERNATIONAL FINANCE BV	5,000,000	4,994,688	21,875	5,016,563
824348BH8	6,166,617	SHERWIN-WILLIAMS COMPANY (THE)	150,000	150,209	1,650	151,859

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
828807CV7	6,166,619	SIMON PROPERTY GROUP INC	450,000	447,782	2,625	450,407
82967NAU2	6,166,621	SIRIUS XM RADIO INC	200,000	200,000	478	200,478
82967NBA5	6,166,623	SIRIUS XM RADIO INC	150,000	150,000	1,875	151,875
82967NBA5	6,166,625	SIRIUS XM RADIO INC	90,000	90,210	1,125	91,335
832696AP3	6,166,627	JM SMUCKER CO/THE	300,000	295,199	1,677	296,876
84756NAD1	6,166,631	SPECTRA ENERGY PARTNERS LP	5,000,000	4,992,663	30,347	5,023,010
84756NAE9	6,166,633	SPECTRA ENERGY PARTNERS LP	250,000	249,708	1,488	251,195
852061AQ3	6,166,635	SPRINT NEXTEL CORP	15,000	15,737	175	15,912
852061AQ3	6,166,637	SPRINT NEXTEL CORP	10,000	10,495	117	10,612
853496AB3	6,166,639	STANDARD INDUSTRIES INC	60,000	60,000	697	60,697
853496AC1	6,166,641	STANDARD INDUSTRIES INC	45,000	45,000	475	45,475
857477AT0	6,166,645	STATE STREET CORP	500,000	499,488	3,599	503,088
858119AZ3	6,166,649	STEEL DYNAMICS INC	10,000	10,052	23	10,075
86765LAK3	6,166,651	SUNOCO LP / SUNOCO FINANCE CORP	20,000	20,000	299	20,299
86765LAM9	6,166,653	SUNOCO LP / SUNOCO FINANCE CORP	20,000	20,000	320	20,320
871503AU2	6,166,655	SYMANTEC CORPORATION	30,000	30,000	67	30,067
87236YAE8	6,166,657	TD AMERITRADE HOLDING CO	100,000	99,864	246	100,110
87243QAB2	6,166,659	TENET HEALTHCARE CORPORATION	5,000	5,000	25	5,025
87264AAJ4	6,166,661	T-MOBILE USA INC	40,000	40,000	766	40,766
87264AAT2	6,166,663	T-MOBILE USA INC	15,000	15,000	36	15,036
87265HAF6	6,166,665	TRI POINTE GROUP INC	180,000	180,000	3,938	183,938
87265HAF6	6,166,667	TRI POINTE GROUP INC	120,000	120,000	2,625	122,625
87470LAD3	6,166,669	TALLGRASS ENERGY PARTNERS LP /TALL	90,000	90,000	3,108	93,108
87470LAD3	6,166,671	TALLGRASS ENERGY PARTNERS LP /TALL	180,000	180,675	6,215	186,890
87612BAY8	6,166,673	TARGA RESOURCES PARTNERS LP	10,000	10,000	86	10,086
87612BAY8	6,166,675	TARGA RESOURCES PARTNERS LP	40,000	40,031	345	40,376
87612BBE1	6,166,677	TARGA RESOURCES PARTNERS LP	300,000	300,000	4,031	304,031
877249AC6	6,166,681	TAYLOR MORRISON COMMUNITIES INC/MO	5,000	5,000	12	5,012
877249AC6	6,166,683	TAYLOR MORRISON COMMUNITIES INC/MO	5,000	5,013	12	5,025
87969NAD7	6,166,685	TELSTRA CORPORATION LTD	50,000	49,938	104	50,042
88033GCA6	6,166,687	TENET HEALTHCARE CORPORATION	20,000	20,000	292	20,292
88037EAJ0	6,166,689	TENNECO INC	80,000	80,000	1,624	81,624
88160QAK9	6,166,691	TESORO LOGISTICS LP/TESORO LOGISTI	8,000	8,000	20	8,020
88160QAL7	6,166,693	TESORO LOGISTICS LP/TESORO LOGISTI	21,000	21,261	58	21,319
88167AAE1	6,166,695	TEVA PHARMACEUTICAL FINANCE NETHER	500,000	498,900	1,313	500,213
88167AAF8	6,166,697	TEVA PHARMACEUTICAL FINANCE NETHER	750,000	744,026	2,563	746,589
88167AAF8	6,166,699	TEVA PHARMACEUTICAL FINANCE NETHER	500,000	421,373	1,708	423,081

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
88167AAF8	6,166,701	TEVA PHARMACEUTICAL FINANCE NETHER	350,000	294,409	1,196	295,605
88167AAF8	6,166,703	TEVA PHARMACEUTICAL FINANCE NETHER	200,000	169,233	683	169,917
883556BG6	6,166,707	THERMO FISHER SCIENTIFIC INC	200,000	232,358	2,650	235,008
887317AX3	6,166,711	TIME WARNER INC	250,000	242,361	3,570	245,931
89153UAF8	6,166,713	TOTAL CAPITAL CANADA LTD	2,800,000	2,739,633	22,672	2,762,305
896818AH4	6,166,715	TRIUMPH GROUP INC	36,000	36,000	146	36,146
90265EAJ9	6,166,717	UDR INC	2,000,000	1,995,417	25,000	2,020,417
90265EAK6	6,166,719	UDR INC	500,000	499,111	1,667	500,777
90320MAA3	6,166,721	UPCB FINANCE IV LTD	200,000	200,000	3,165	203,165
90351DAB3	6,166,723	UBS GROUP FUNDING SWITZERLAND AG	250,000	249,636	1,060	250,696
911312AJ5	6,166,725	UPS OF AMERICA INC	6,400,000	7,449,145	116,836	7,565,981
913017BR9	6,166,727	UNITED TECHNOLOGIES CORPORATION	2,000,000	1,997,744	4,000	2,001,744
913017BS7	6,166,729	UNITED TECHNOLOGIES CORPORATION	5,000,000	4,990,683	12,667	5,003,349
92277GAB3	6,166,733	VENTAS REALTY LP	250,000	249,134	1,227	250,361
92343EAF9	6,166,735	VERISIGN INC	5,000	5,000	116	5,116
92769XAL9	6,166,739	VIRGIN MEDIA SECURED FINANCE PLC	200,000	200,000	3,092	203,092
92769XAM7	6,166,741	VIRGIN MEDIA SECURED FINANCE PLC	200,000	200,000	2,322	202,322
927804FQ2	6,166,745	VIRGINIA ELECTRIC AND POWER CO	3,500,000	3,495,637	25,492	3,521,129
92826CAD4	6,166,747	VISA INC	1,000,000	997,109	11,988	1,009,097
92826CAE2	6,166,749	VISA INC	1,500,000	1,498,138	23,690	1,521,828
94106LBB4	6,166,753	WASTE MANAGEMENT INC	200,000	199,706	1,300	201,006
94106LBC2	6,166,755	WASTE MANAGEMENT INC	300,000	299,419	2,050	301,469
94974BGP9	6,166,759	WELLS FARGO & CO	300,000	299,594	947	300,541
95709TAK6	6,166,761	WESTAR ENERGY INC	3,000,000	2,999,996	23,125	3,023,121
983024AL4	6,166,765	WYETH	2,000,000	1,914,336	25,333	1,939,670
983024AL4	6,166,767	WYETH	2,000,000	2,052,064	25,333	2,077,398
983130AU9	6,166,769	WYNN LAS VEGAS LLC / WYNN LAS VEGA	15,000	15,000	267	15,267
00388WAC5	6,166,771	TAQA ABU DHABI NATIONAL	200,000	198,311	3,135	201,447
03512TAA9	6,166,773	ANGLOGOLD HOLDINGS PLC	10,000	10,005	24	10,029
05890MAA1	6,166,775	BANCO DE CREDITO E INVERSIONES-SD	500,000	494,180	924	495,103
12563UAB3	6,166,777	CK HUTCHISON INTERNATIONAL (17) LT	750,000	746,469	1,896	748,365
151191BA0	6,166,779	CELULOSA ARAUCO Y CONSTITUCION SA	950,000	936,040	18,304	954,344
15132HAH4	6,166,781	CENCOSUD SA	750,000	747,522	9,479	757,001
168863CE6	6,166,783	CHILE (REPUBLIC OF)	425,000	424,335	5,924	430,259
191229AB9	6,166,785	COCA-COLA ICECEK AS	150,000	150,000	738	150,738
192714AC7	6,166,787	COLBUN SA	450,000	448,860	988	449,848
21987BAW8	6,166,789	CORPORACION NACIONAL DEL COBRE DE	500,000	491,737	4,531	496,268
279158AB5	6,166,791	ECOPETROL SA	25,000	25,935	519	26,454

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
279158AB5	6,166,793	ECOPETROL SA	60,000	62,014	1,245	63,260
29246QAB1	6,166,795	EMPRESA DE TRANSPORTE DE PASAJEROS	275,000	268,808	3,667	272,475
31572UAF3	6,166,797	FIBRIA OVERSEAS FINANCE LTD	237,000	233,780	3,766	237,546
40052VAE4	6,166,799	GRUPO BIMBO SAB DE CV	1,100,000	1,097,554	24,558	1,122,112
456829AB6	6,166,801	INFRAESTRUCTURA ENERGETICA NOVA SA	240,000	230,891	4,453	235,344
46128MAJ0	6,166,803	INVERSIONES CMPC SA	250,000	249,177	820	249,997
49989AAB5	6,166,805	KOC HOLDING AS	1,250,000	1,242,061	8,385	1,250,446
50066AAJ2	6,166,807	KOREA GAS CORPORATION	200,000	199,734	1,944	201,678
50066AAM5	6,166,809	KOREA GAS CORPORATION	1,250,000	1,247,229	9,644	1,256,873
549876AE0	6,166,811	LUKOIL INTERNATIONAL FINANCE BV	735,000	732,887	21,509	754,396
59284BAD0	6,166,813	MEXICHEM SAB DE CV	200,000	215,220	1,575	216,795
59284BAE8	6,166,815	MEXICHEM SAB DE CV	500,000	495,148	3,590	498,738
59284BAF5	6,166,817	MEXICHEM SAB DE CV	300,000	297,713	900	298,613
59284MAA2	6,166,819	MEXICO CITY AIRPORT TRUST	300,000	297,426	35	297,461
59284MAA2	6,166,821	MEXICO CITY AIRPORT TRUST	250,000	251,848	30	251,878
59284MAA2	6,166,823	MEXICO CITY AIRPORT TRUST	200,000	201,479	24	201,502
59284MAC8	6,166,825	MEXICO CITY AIRPORT TRUST	400,000	397,706	43	397,749
59284MAD6	6,166,827	MEXICO CITY AIRPORT TRUST	350,000	347,893	4,866	352,759
71654QCG5	6,166,829	PETROLEOS MEXICANOS	450,000	473,185	3,900	477,085
759470AX5	6,166,833	RELIANCE INDUSTRIES LTD	825,000	825,000	12,689	837,689
80413TAB5	6,166,835	SAUDI INTERNATIONAL BOND	650,000	642,535	293	642,828
80413TAE9	6,166,837	SAUDI INTERNATIONAL BOND	400,000	395,576	2,296	397,871
82655AAC7	6,166,839	SIGMA ALIMENTOS SA	600,000	598,987	12,306	611,293
AO0617081	6,166,841	RUSSIAN FEDERATION (GOVERNMENT)	1,000,000	1,000,000	15,111	1,015,111
EK1867895	6,166,843	OFFICE CHERIFIEN DES PHOSPHATES SA	380,000	414,462	435	414,897
05674RAF1	6,166,845	BAHRAIN KINGDOM OF (GOVERNMENT)	750,000	750,000	13,854	763,854
05970AAA0	6,166,847	BANCO NACIONAL DE COMERCIO EXTERIO	1,250,000	1,247,243	2,582	1,249,825
105756BB5	6,166,849	BRAZIL (FEDERATIVE REPUBLIC OF)	10,000	14,441	231	14,673
195325AU9	6,166,851	COLOMBIA 11.75% 2/20	24,000	27,574	517	28,091
195325AU9	6,166,853	COLOMBIA 11.75% 2/20	49,000	56,425	1,056	57,480
195325DL6	6,166,855	COLOMBIA REPUBLIC OF (GOVERNMENT)	250,000	246,882	161	247,043
200447AF7	6,166,857	COMISION FEDERAL DE ELECTRICIDAD	350,000	349,600	3,140	352,740
21987BAS7	6,166,859	CORPORACION NACIONAL DEL COBRE DE	10,000	9,992	98	10,090
21987BAV0	6,166,861	CORPORACION NACIONAL DEL COBRE DE	1,000,000	987,964	5,625	993,589
21987BAV0	6,166,863	CORPORACION NACIONAL DEL COBRE DE	200,000	197,216	1,125	198,341
29245JAJ1	6,166,865	EMPRESA NACIONAL DEL PETROLEO ENAP	460,000	453,539	4,121	457,659
344593AA6	6,166,867	FONDO MIVIVIENDA SA	5,000	4,991	44	5,035

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
344593AA6	6,166,869	FONDO MIVIVIENDA SA	10,000	10,026	88	10,114
455780BV7	6,166,871	INDONESIA REPUBLIC OF (GOVERNMENT	375,000	373,808	5,591	379,399
455780BX3	6,166,873	INDONESIA REPUBLIC OF (GOVERNMENT	1,000,000	996,425	13,654	1,010,079
455780CD6	6,166,875	INDONESIA (REPUBLIC OF)	750,000	746,988	10,208	757,196
455780CE4	6,166,877	INDONESIA (REPUBLIC OF)	250,000	247,962	4,229	252,191
486661AG6	6,166,881	KAZAKHSTAN (REPUBLIC OF)	500,000	496,048	7,118	503,166
48667QAN5	6,166,883	KAZMUNAYGAS NATIONAL CO JSC	500,000	495,504	792	496,296
48667QAP0	6,166,885	KAZMUNAYGAS NATIONAL CO JSC	450,000	442,215	863	443,078
48667QAP0	6,166,887	KAZMUNAYGAS NATIONAL CO JSC	300,000	294,079	575	294,654
501499AB3	6,166,889	KUWAIT INTL BOND	1,000,000	991,181	3,986	995,167
69369EAD1	6,166,891	PERTAMINA (PERSERO) PT	20,000	19,707	593	20,301
698299AD6	6,166,893	PANAMA (REPUBLIC OF)	13,000	17,788	99	17,887
698299AS3	6,166,895	PANAMA 9.375% 1/16/2023	5,000	5,921	137	6,058
698299BB9	6,166,897	PANAMA REPUBLIC OF (GOVERNMENT)	10,000	10,000	2	10,002
698299BE3	6,166,899	PANAMA REPUBLIC OF (GOVERNMENT)	200,000	198,337	938	199,274
698299BF0	6,166,901	PANAMA REPUBLIC OF (GOVERNMENT)	700,000	694,100	3,315	697,416
698299BF0	6,166,903	PANAMA REPUBLIC OF (GOVERNMENT)	200,000	204,317	947	205,264
706451BG5	6,166,905	PEMEX PROJECT FUNDING MASTER TRUST	10,000	11,224	250	11,474
706451BG5	6,166,907	PEMEX PROJECT FUNDING MASTER TRUST	35,000	39,577	876	40,453
715638AU6	6,166,909	PERU (THE REPUBLIC OF)	41,000	49,611	351	49,961
715638BM3	6,166,911	PERU REPUBLIC OF (GOVERNMENT)	4,000	4,614	102	4,716
715638BM3	6,166,913	PERU REPUBLIC OF (GOVERNMENT)	13,000	14,741	331	15,072
715638BM3	6,166,915	PERU REPUBLIC OF (GOVERNMENT)	9,000	10,768	229	10,997
715638BM3	6,166,917	PERU REPUBLIC OF (GOVERNMENT)	18,000	21,581	458	22,039
715638BM3	6,166,919	PERU REPUBLIC OF (GOVERNMENT)	9,000	10,776	229	11,005
715638BM3	6,166,921	PERU REPUBLIC OF (GOVERNMENT)	9,000	10,776	229	11,005
71567PAH3	6,166,923	PERUSAHAAN PENERBIT SBSN INDONESIA	475,000	475,000	1,752	476,752
71567PAH3	6,166,925	PERUSAHAAN PENERBIT SBSN INDONESIA	375,000	375,648	1,383	377,032
71567PAH3	6,166,927	PERUSAHAAN PENERBIT SBSN INDONESIA	150,000	150,618	553	151,171
71568PAC3	6,166,929	PERUSAHAAN LISTRIK NEGARA (PERSERO	500,000	495,349	9,510	504,859
71568PAC3	6,166,931	PERUSAHAAN LISTRIK NEGARA (PERSERO	200,000	195,755	3,804	199,559
71568PAD1	6,166,933	PERUSAHAAN LISTRIK NEGARA (PERSERO	250,000	246,335	6,052	252,387

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
71654QAX0	6,166,935	PETROLEOS MEXICANOS	10,000	10,441	153	10,594
71654QAZ5	6,166,937	PETROLEOS MEXICANOS	25,000	28,818	673	29,490
71654QBB7	6,166,939	PETROLEOS MEXICANOS	33,000	32,875	433	33,308
71654QBE1	6,166,941	PETROLEOS MEXICANOS	20,000	20,074	379	20,453
71654QBE1	6,166,943	PETROLEOS MEXICANOS	10,000	9,959	189	10,148
71654QCB6	6,166,945	PETROLEOS MEXICANOS	750,000	748,832	12,461	761,293
71654QCD2	6,166,947	PETROLEOS MEXICANOS	1,000,000	1,000,000	5,139	1,005,139
716564AA7	6,166,949	PETROLEOS DEL PERU SA	875,000	875,000	15,240	890,240
716564AA7	6,166,951	PETROLEOS DEL PERU SA	200,000	198,321	3,483	201,805
716743AJ8	6,166,953	PETRONAS CAPITAL LTD	1,000,000	993,653	4,181	997,833
716743AL3	6,166,955	PETRONAS CAPITAL LTD	250,000	247,079	1,344	248,423
718286AP2	6,166,957	PHILIPPINE (REPUBLIC OF)	10,000	13,273	133	13,406
718286CB1	6,166,959	PHILIPPINES (REPUBLIC OF)	350,000	350,000	3,202	353,202
760942BB7	6,166,961	URUGUAY (ORIENTAL REPUBLIC OF)	400,000	397,369	194	397,564
760942BB7	6,166,963	URUGUAY (ORIENTAL REPUBLIC OF)	10,000	9,934	5	9,939
760942BB7	6,166,965	URUGUAY (ORIENTAL REPUBLIC OF)	150,000	159,318	73	159,391
831588AB4	6,166,967	SLOVAK REPUBLIC (GOVERNMENT)	20,000	19,916	389	20,305
900123AW0	6,166,969	TURKEY (REPUBLIC OF)	40,000	47,936	705	48,641
900123AY6	6,166,971	TURKEY (REPUBLIC OF)	20,000	24,497	168	24,665
900123CK4	6,166,973	TURKEY (REPUBLIC OF)	1,000,000	991,483	2,979	994,462
90015LAA5	6,166,975	TURKIYE IHRACAT KREDI BANKASI AS	250,000	249,366	3,098	252,464
91086QBG2	6,166,977	MEXICO (UNITED MEXICAN STATES) (GO	500,000	498,693	5,729	504,422
91087BAC4	6,166,979	MEXICO (UNITED MEXICAN STATES)	250,000	249,263	951	250,214
0010EPA@7	6,166,981	AEP TEXAS CENTRAL CO	400,000	400,000	7,662	407,662
0010EPB*8	6,166,983	AEP TEXAS CENTRAL CO	1,200,000	1,200,000	159	1,200,159
00114*AH6	6,166,985	AEP TRANSMISSION CO LLC	300,000	300,000	7,714	307,714
001201A#9	6,166,987	AGL ENERGY LTD	100,000	100,000	1,494	101,494
00168@AD8	6,166,989	ALS GROUP GENERAL PARTNERSHIP	1,300,000	1,300,000	15,691	1,315,691
00168@AE6	6,166,991	ALS GROUP GENERAL PARTNERSHIP	2,400,000	2,400,000	32,572	2,432,572
00168@AE6	6,166,993	ALS GROUP GENERAL PARTNERSHIP	1,100,000	1,100,000	14,929	1,114,929
00168@AF3	6,166,995	ALS GROUP GENERAL PARTNERSHIP	300,000	300,000	2,890	302,890
00289LAA3	6,166,997	ABENGOA TRANSMISION SUR SA	1,387,540	1,387,559	265	1,387,824
003009A*8	6,166,999	ABERDEEN ASIA PACIFIC INCOME FUND	300,000	300,000	3,533	303,533
003009A@6	6,167,001	ABERDEEN ASIA PACIFIC INCOME FUND	100,000	100,000	1,425	101,425
003009B*7	6,167,003	ABERDEEN ASIA PACIFIC INCOME FUND	150,000	150,000	1,249	151,249
00802#AA4	6,167,005	AEROSTAR AIRPORT HOLDINGS LLC	567,429	567,429	3,535	570,963
008474B#4	6,167,007	AGNICO-EAGLE MINES LIMITED	100,000	100,000	1,526	101,526

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
008474C*7	6,167,009	AGNICO-EAGLE MINES LIMITED	300,000	300,000	4,880	304,880
00912XA#1	6,167,011	AIR LEASE CORPORATION	300,000	300,000	3,966	303,966
01185*AA3	6,167,015	ALASKA VENTURES LLC	810,705	810,705	3,260	813,965
04317@AF5	6,167,027	ARTHUR J GALLAGHER & CO	100,000	100,000	814	100,814
04317@AG3	6,167,029	ARTHUR J GALLAGHER & CO	300,000	300,000	2,523	302,523
04317@AH1	6,167,031	ARTHUR J GALLAGHER & CO	400,000	400,000	3,541	403,541
04317@AQ1	6,167,033	ARTHUR J GALLAGHER & CO	800,000	800,000	14,569	814,569
04317@AR9	6,167,035	ARTHUR J GALLAGHER & CO	400,000	400,000	7,533	407,533
04317@AS7	6,167,037	ARTHUR J GALLAGHER & CO	300,000	300,000	5,836	305,836
04774#AA0	6,167,039	ATLANTA FALCONS STADIUM CO LLC	592,490	592,490	3,545	596,035
04774#AB8	6,167,041	ATLANTA FALCONS STADIUM CO LLC	394,993	394,993	2,363	397,356
05330KAA3	6,167,043	AUTOPISTAS METROPOLITANAS DE PUERT	579,900	579,900	3,371	583,271
055262A#6	6,167,045	BASF SE	500,000	500,000	7,564	507,564
05565EG#6	6,167,047	BMW US CAPITAL LLC	700,000	700,000	6,112	706,112
06850#AD6	6,167,049	BARRIERSAFE SOLUTIONS INTERNATIONAL INC	200,000	200,000	728	200,728
070101D#4	6,167,051	BASIN ELECTRIC POWER COOPERATIVE	200,000	214,226	4,972	219,198
070101F@4	6,167,053	BASIN ELECTRIC POWER COOPERATIVE I	600,000	600,000	8,477	608,477
08888@AA6	6,167,055	BIF II SAFE HARBOR HOLDINGS LLC	200,000	200,000	794	200,794
10567@AA0	6,167,057	BRAVES STADIUM COMPANY LLC	888,306	888,306	2,884	891,190
11283#AE1	6,167,059	BROOKFIELD POWER NEW YORK FINANCE	600,000	600,000	9,510	609,510
11283*AA3	6,167,061	BROOKFIELD WHITE PINE HYDRO LLC	300,000	300,000	1,136	301,136
12117#AA9	6,167,063	BUREAU VERITAS HOLDINGS INC	200,000	200,000	1,223	201,223
12545RAA5	6,167,065	CREDOMATIC INTERNATIONAL CORP	339,780	371,608	3,995	375,603
12656*AF9	6,167,067	CSLB HOLDINGS INC	200,000	200,000	500	200,500
12656*AG7	6,167,069	CSLB HOLDINGS INC	100,000	100,000	311	100,311
12656*AL6	6,167,071	CSLB HOLDINGS INC	200,000	200,000	297	200,297
12656*AM4	6,167,073	CSLB HOLDINGS INC	400,000	400,000	624	400,624
14268#AA2	6,167,075	CARLSBAD ENERGY HOLDINGS LLC	200,000	200,000	710	200,710
14268#AA2	6,167,077	CARLSBAD ENERGY HOLDINGS LLC	100,000	100,000	355	100,355
14313*AA1	6,167,079	CARMAX AUTO SUPERSTORES INC	100,000	100,000	43	100,043
14313*AB9	6,167,081	CARMAX AUTO SUPERSTORES INC	200,000	200,000	93	200,093
14313*AB9	6,167,083	CARMAX AUTO SUPERSTORES INC	100,000	100,000	46	100,046
14313*AB9	6,167,085	CARMAX AUTO SUPERSTORES INC	400,000	409,146	185	409,331
14313*AC7	6,167,087	CARMAX AUTO SUPERSTORES INC	300,000	300,000	142	300,142
14313*AC7	6,167,089	CARMAX AUTO SUPERSTORES INC	200,000	200,000	95	200,095

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
14456#AA4	6,167,091	CARRIX INC	150,000	150,000	1,881	151,881
14456#AB2	6,167,093	CARRIX INC	350,000	350,000	4,477	354,477
147528E#6	6,167,095	CASEYS GENERAL STORES INC	400,000	400,000	5,464	405,464
147528F#5	6,167,097	CASEYS GENERAL STORES INC	250,000	250,000	78	250,078
147528F*9	6,167,099	CASEYS GENERAL STORES INC	100,000	100,000	1,396	101,396
147528F@7	6,167,101	CASEYS GENERAL STORES INC	250,000	250,000	4,537	254,537
147528G*8	6,167,103	CASEYS GENERAL STORES INC.	150,000	150,000	2,018	152,018
147528G@6	6,167,105	CASEYS GENERAL STORES INC.	200,000	200,000	1,445	201,445
184691A#0	6,167,113	CLEARBRIDGE AMERICAN ENERGY MLP FU	112,583	112,583	226	112,809
184691A*4	6,167,115	CLEARBRIDGE AMERICAN ENERGY MLP FU	56,364	56,364	81	56,445
184691A@2	6,167,117	CLEARBRIDGE AMERICAN ENERGY MLP FU	168,478	168,478	291	168,770
184691B*3	6,167,119	CLEARBRIDGE AMERICAN ENERGY MLP FU	56,609	56,609	117	56,726
184692C*0	6,167,121	CLEARBRIDGE AMERICAN ENERGY MLP FUND INC	86,172	86,172	10	86,182
200447A*1	6,167,123	COMISION FEDERAL DE ELECTRICIDAD	760,000	760,000	2,966	762,966
212168AA6	6,167,125	CONTINENTAL WIND LLC	483,942	483,942	4,920	488,862
212168AA6	6,167,127	CONTINENTAL WIND LLC	322,628	341,073	3,280	344,353
23325PA@3	6,167,129	DNP SELECT INCOME FUND	400,000	400,000	3,300	403,300
24618#AG5	6,167,131	DELAWARE NORTH COMPANIES INC	100,000	100,000	993	100,993
24618#AJ9	6,167,133	DELAWARE NORTH COMPANIES INC	300,000	300,000	4,137	304,137
24618#AK6	6,167,135	DELAWARE NORTH COMPANIES INC	100,000	100,000	1,470	101,470
24618#AL4	6,167,137	DELAWARE NORTH COMPANIES INC	200,000	200,000	3,122	203,122
25763#AE0	6,167,139	DONALDSON COMPANY INC	3,000,000	3,000,000	10,540	3,010,540
28501*AS4	6,167,145	ELECTRIC TRANSMISSION TEXAS LLC	100,000	100,000	958	100,958
28501*AT2	6,167,147	ELECTRIC TRANSMISSION TEXAS LLC	100,000	100,000	1,620	101,620
28501*AU9	6,167,149	ELECTRIC TRANSMISSION TEXAS LLC	200,000	200,000	3,611	203,611
28501*AU9	6,167,151	ELECTRIC TRANSMISSION TEXAS LLC	400,000	400,000	7,222	407,222
29252BAA7	6,167,153	ENBRIDGE PIPELINES SOUTHERN LIGHTS	816,945	816,945	10,928	827,873
32055RB*7	6,167,155	FIRST INDUSTRIAL LP	100,000	100,000	815	100,815
32055RB@5	6,167,157	FIRST INDUSTRIAL LP	200,000	200,000	1,672	201,672
33972PAA7	6,167,159	FLNG LIQUEFACTION 2 LLC	1,400,000	1,400,000	4,973	1,404,973
344868AA2	6,167,161	NFL TRUST V PRVT	2,000,000	2,000,000	61,822	2,061,822
34487*AA9	6,167,163	NFL TRUST IV PRVT	246,783	246,783	8,712	255,495
34487*AA9	6,167,165	NFL TRUST IV PRVT	535,930	535,930	18,920	554,850
34488@AA6	6,167,167	NFL TRUST VI	300,000	300,000	6,171	306,171
34502*AB8	6,167,169	FOOTBALL CLUB TERM NOTES 2032 TRUS	100,000	100,000	1,894	101,894
35877#AA0	6,167,171	FRISCO HQ OPERATIONS LLC	200,000	200,000	5,713	205,713

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
36221*AC1	6,167,173	GPT OPERATING PARTNERSHIP LP	200,000	200,000	3,219	203,219
36221*AD9	6,167,175	GPT OPERATING PARTNERSHIP LP	200,000	200,000	3,264	203,264
37186LAA9	6,167,177	GENESIS SOLAR CORP	859,060	859,060	7,028	866,087
37186LAB7	6,167,179	GENESIS SOLAR CORP	214,765	214,765	2,324	217,089
372460C#0	6,167,181	GENUINE PARTS COMPANY	300,000	300,000	5,581	305,581
375916A#0	6,167,185	GILDAN ACTIVEWEAR INC.	100,000	100,000	495	100,495
375916B@1	6,167,187	GILDAN ACTIVEWEAR INC.	300,000	300,000	1,601	301,601
37636#AK6	6,167,189	GIVAUDAN UNITED STATES INC	300,000	300,000	2,338	302,338
387328A#4	6,167,191	GRANITE CONSTR INC PRVT	4,000,000	4,000,000	94,366	4,094,366
39121JC@7	6,167,193	GREAT RIVER ENERGY	400,000	400,000	638	400,638
39122@AA7	6,167,195	GREAT RIVER HYDRO LLC	700,000	700,000	5,859	705,859
40447@AE5	6,167,199	HMSHOST CORP	600,000	600,000	8,875	608,875
41242*BB7	6,167,205	HARDWOOD FUNDING LLC	200,000	200,000	2,736	202,736
41242*BC5	6,167,207	HARDWOOD FUNDING LLC	100,000	100,000	1,408	101,408
41242*BG6	6,167,209	HARDWOOD FUNDING LLC	100,000	100,000	1,412	101,412
41242*BH4	6,167,211	HARDWOOD FUNDING LLC	300,000	300,000	4,416	304,416
41975*AM7	6,167,213	HAWAII ELECTRIC LIGHT COMPANY INC	200,000	200,000	807	200,807
419866E*5	6,167,215	HAWAIIAN ELECTRIC CO	400,000	400,000	7,417	407,417
419866E@3	6,167,217	HAWAIIAN ELECTRIC CO	400,000	400,000	1,613	401,613
42241@AE9	6,167,219	HEARST COMMUNICATIONS INC	500,000	500,000	1,230	501,230
42241@AH2	6,167,221	HEARST COMMUNICATIONS INC	2,000,000	2,000,000	168	2,000,168
42241@AH2	6,167,223	HEARST COMMUNICATIONS INC	3,000,000	3,000,000	252	3,000,252
44416*AG1	6,167,225	HUDSON TRANSMISSION PARTNERS LLC	100,000	100,000	752	100,752
44930#AD1	6,167,227	ICL ISRAEL CHEMICALS LTD	400,000	400,000	5,359	405,359
44930#AE9	6,167,229	ICL ISRAEL CHEMICALS LTD	650,000	650,000	9,876	659,876
450636AA3	6,167,231	ITR CONCESSION CO LLC	1,300,000	1,300,000	16,065	1,316,065
450636B*5	6,167,233	ITR CONCESSION CO LLC	200,000	200,000	272	200,272
45662NA*4	6,167,235	INFINEON TECHNOLOGIES AG	400,000	400,000	1,138	401,138
45662NA@2	6,167,237	INFINEON TECHNOLOGIES AG	600,000	600,000	1,777	601,777
45672BA#4	6,167,239	INFORMA PLC	100,000	100,000	867	100,867
45672BB#3	6,167,241	INFORMA PLC	400,000	400,000	5,109	405,109
45672BB*7	6,167,243	INFORMA PLC	100,000	100,000	933	100,933
45672BB@5	6,167,245	INFORMA PLC	300,000	300,000	2,944	302,944
45672BC*6	6,167,247	INFORMA PLC	200,000	200,000	2,685	202,685
461127E*9	6,167,249	INTERTEK FINANCE PLC	700,000	700,000	2,205	702,205
46574*AA7	6,167,251	ITT HOLDINGS LLC	1,200,000	1,200,000	20,907	1,220,907
46574*AB5	6,167,253	ITT HOLDINGS LLC	1,500,000	1,500,000	26,800	1,526,800
46659*AA5	6,167,255	JM FAMILY ENTERPRISES INC	200,000	200,000	3,310	203,310
47032@AG6	6,167,257	JAMES CAMPBELL CO LLC	100,000	100,000	1,506	101,506
47032@AH4	6,167,259	JAMES CAMPBELL CO LLC	100,000	100,000	1,539	101,539
47032@AJ0	6,167,261	JAMES CAMPBELL CO LLC	100,000	100,000	1,556	101,556
47032@AL5	6,167,263	JAMES CAMPBELL CO LLC	100,000	100,000	1,173	101,173
47032@AM3	6,167,265	JAMES CAMPBELL CO LLC	200,000	200,000	2,541	202,541
47032@AN1	6,167,267	JAMES CAMPBELL CO LLC	200,000	200,000	2,575	202,575

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
47032@AQ4	6,167,269	JAMES CAMPBELL CO LLC	200,000	200,000	2,608	202,608
48121@AC5	6,167,271	JRD HOLDINGS LLC	240,000	240,000	787	240,787
48121@AD3	6,167,273	JRD HOLDINGS LLC	85,714	85,714	334	86,049
486606H#6	6,167,275	KAYNE ANDERSON KYN FUND	100,000	100,000	1,005	101,005
486606H#6	6,167,277	KAYNE ANDERSON KYN FUND	100,000	100,000	1,005	101,005
48666*AA2	6,167,279	KCP&L GREATER MISSOURI OPERATIONS	200,000	200,000	1,474	201,474
497266A#3	6,167,281	KIRBY CORPORATION	110,000	110,000	532	110,532
497266A#3	6,167,283	KIRBY CORPORATION	90,000	90,000	435	90,435
497266B*6	6,167,285	KIRBY CORPORATION	220,000	220,000	1,287	221,287
497266B*6	6,167,287	KIRBY CORPORATION	180,000	180,000	1,053	181,053
53154*AP8	6,167,291	LIBERTY UTILITIES FINANCE GP1	400,000	400,000	54	400,054
53359#AA0	6,167,293	LINCOLN ELECTRIC HOLDINGS INC.	200,000	200,000	1,243	201,243
53359#AE2	6,167,295	LINCOLN ELECTRIC HOLDINGS INC.	100,000	100,000	84	100,084
53359#AF9	6,167,297	LINCOLN ELECTRIC HOLDINGS INC.	600,000	600,000	556	600,556
53621@AF3	6,167,299	LION INDUSTRIAL PROPERTIES LP	500,000	500,000	9,144	509,144
53621@AG1	6,167,301	LION INDUSTRIAL PROPERTIES LP	500,000	500,000	3,450	503,450
53621@AH9	6,167,303	LION INDUSTRIAL PROPERTIES LP	100,000	100,000	866	100,866
53621@AJ5	6,167,305	LION INDUSTRIAL PROPERTIES LP	400,000	400,000	638	400,638
537008C*3	6,167,307	LITTELFUSE INC	100,000	100,000	1,015	101,015
537008C@1	6,167,309	LITTELFUSE INC	200,000	200,000	2,205	202,205
55068#AF6	6,167,311	LUXOTTICA US HOLDING CORP	4,000,000	4,000,000	90,267	4,090,267
552690C*8	6,167,313	MDU RESOURCES GROUP INC.	500,000	500,000	6,242	506,242
553799AE7	6,167,315	MU FINANCE PLC	800,000	800,000	7,580	807,580
56081#BJ8	6,167,317	MAJOR LEAGUE BASEBALL TRUST	300,000	300,000	4,077	304,077
56081#BN9	6,167,319	MAJOR LEAGUE BASEBALL TRUST	100,000	100,000	1,373	101,373
57169*AL1	6,167,321	MARS INC PRVT	5,000,000	5,000,000	22,813	5,022,813
57169*AQ0	6,167,323	MARS INC	700,000	700,000	1,058	701,058
57169*AT4	6,167,325	MARS INC	300,000	300,000	582	300,582
57169*AX5	6,167,327	MARS INC	100,000	100,000	257	100,257
57169*AY3	6,167,329	MARS INC	300,000	300,000	799	300,799
57169*AZ0	6,167,331	MARS INC	500,000	500,000	1,403	501,403
57169*BB2	6,167,333	MARS INC	500,000	500,000	1,686	501,686
57169*BC0	6,167,335	MARS INC	500,000	500,000	1,771	501,771
57169*BK2	6,167,337	MARS INC	100,000	100,000	336	100,336
57736*AM3	6,167,339	MAUI ELECTRIC COMPANY LIMITED	100,000	100,000	403	100,403
59447#AD5	6,167,341	MICHIGAN ELECTRIC TRANSMISSION CO PRVT	3,500,000	3,500,000	66,348	3,566,348
59564NA#0	6,167,343	MIDCOAST ENERGY PARTNERS LP	100,000	100,000	381	100,381
59564NA*4	6,167,345	MIDCOAST ENERGY PARTNERS LP	500,000	500,000	1,533	501,533
59564NA@2	6,167,347	MIDCOAST ENERGY PARTNERS LP	300,000	300,000	1,044	301,044
63636#AB2	6,167,349	NATIONAL HOCKEY LEAGUE INC	100,000	100,000	1,364	101,364

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
646025B#2	6,167,353	NEW JERSEY RESOURCES CORPORATION	200,000	200,000	1,298	201,298
646025C*5	6,167,355	NEW JERSEY RESOURCES CORPORATION	300,000	300,000	2,154	302,154
665228C#7	6,167,359	NORTHERN ILLINOIS GAS COMPANY	500,000	500,000	5,295	505,295
665228C@9	6,167,361	NORTHERN ILLINOIS GAS COMPANY	200,000	200,000	1,936	201,936
668074D#1	6,167,363	NORTHWESTERN CORP	100,000	100,000	1,778	101,778
668074D*5	6,167,365	NORTHWESTERN CORP	200,000	200,000	2,926	202,926
668074G*2	6,167,367	NORTHWESTERN CORP	300,000	300,000	5,877	305,877
674003A#5	6,167,369	OAKTREE CAPITAL GROUP LLC	500,000	500,000	3,391	503,391
674003A@7	6,167,371	OAKTREE CAPITAL GROUP LLC	400,000	400,000	2,584	402,584
674003B@6	6,167,373	OAKTREE CAPITAL GROUP LLC	300,000	300,000	4,190	304,190
684065BH7	6,167,375	ORANGE AND ROCKLAND UTILITIES INC 144A	3,500,000	3,494,212	40,639	3,534,851
711123C#4	6,167,377	PEOPLES GAS LIGHT AND COKE COMPANY	100,000	100,000	1,379	101,379
711123C*8	6,167,379	PEOPLES GAS LIGHT AND COKE COMPANY	300,000	300,000	2,970	302,970
711123C*8	6,167,381	PEOPLES GAS LIGHT AND COKE COMPANY	500,000	500,000	4,950	504,950
711123D*7	6,167,383	PEOPLES GAS LIGHT AND COKE COMPANY	400,000	400,000	5,516	405,516
72352@AA9	6,167,385	PIO PICO HOLDCO ISSUER LLC	198,314	198,314	1,653	199,967
73020*AE3	6,167,387	PNG COMPANIES LLC	300,000	300,000	4,510	304,510
73020*AK9	6,167,389	PNG COMPANIES LLC	100,000	100,000	1,249	101,249
73020*AL7	6,167,391	PNG COMPANIES LLC	100,000	100,000	1,341	101,341
731068A#9	6,167,393	POLARIS INDUSTRIES INC.	300,000	300,000	3,443	303,443
736508L*1	6,167,395	PORTLAND GENERAL ELECTRIC COMP	400,000	400,000	6,755	406,755
736508L@9	6,167,397	PORTLAND GENERAL ELECTRIC COMP	200,000	200,000	1,887	201,887
74736@AA2	6,167,399	QSPCF	700,000	700,000	9,032	709,032
75974@AA0	6,167,403	RENEWABLE POWER GENERATION LLC	814,342	814,342	2,882	817,224
76169#AJ2	6,167,405	REYES HOLDINGS LLC	500,000	500,000	721	500,721
76823#AS0	6,167,407	RIVER FUEL FUNDING CO 3 INC	500,000	500,000	840	500,840
76824*AV6	6,167,409	RIVER FUEL TRUST NO 1	1,800,000	1,800,000	19,345	1,819,345
820439A#4	6,167,411	SHAWCOR LTD	49,681	49,681	163	49,844
820439A*8	6,167,413	SHAWCOR LTD	49,681	49,681	127	49,808
820439A@6	6,167,415	SHAWCOR LTD	49,681	49,681	157	49,838
83416WAA1	6,167,417	SOLAR STAR FUNDING LLC	856,616	856,616	15,476	872,092
83416WAA1	6,167,419	SOLAR STAR FUNDING LLC	95,180	103,884	1,720	105,604
84055*AC2	6,167,421	SOUTH TEXAS ELECTRIC COOP INC	255,000	260,000	3,956	263,956
84055*AC2	6,167,423	SOUTH TEXAS ELECTRIC COOP INC	510,000	520,000	7,913	527,913
84857LA@0	6,167,425	SPIRE INC	250,000	250,000	1,304	251,304
85234#AB1	6,167,427	STADIUM FUNDING TRUST	291,909	291,909	1,216	293,125
85234#AB1	6,167,429	STADIUM FUNDING TRUST	681,120	681,120	2,838	683,958

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
85234#AB1	6,167,431	STADIUM FUNDING TRUST	486,514	488,749	2,027	490,776
85915#AF8	6,167,435	STERICYCLE INC.	300,000	300,000	3,104	303,104
88307*AA3	6,167,437	TEXOMA WIND LLC	285,114	285,114	3,948	289,062
90964*AG0	6,167,445	UNITED BOTTLING MANAGEMENT CO LLC	100,000	100,000	1,441	101,441
90964*AH8	6,167,447	UNITED BOTTLING MANAGEMENT CO LLC	200,000	200,000	3,062	203,062
910637T@6	6,167,449	UNITED ILLUMINATING CO	100,000	100,000	66	100,066
92239MC@8	6,167,451	VECTREN UTILITY HOLDINGS INC.	400,000	400,000	6,035	406,035
980745B@1	6,167,469	WOODWARD GOVERNOR COMPANY PRVT	1,600,000	1,600,000	8,520	1,608,520
980745B@1	6,167,471	WOODWARD GOVERNOR COMPANY PRVT	400,000	400,000	2,130	402,130
980745D#7	6,167,473	WOODWARD INC	100,000	100,000	348	100,348
980745D*1	6,167,475	WOODWARD INC	100,000	100,000	285	100,285
980745E#6	6,167,477	WOODWARD INC	100,000	100,000	348	100,348
980745E@8	6,167,479	WOODWARD INC	100,000	100,000	336	100,336
A3158#AB5	6,167,485	HOFER FINANCIAL SERVICES GMBH	100,000	100,000	821	100,821
A3158#AC3	6,167,487	HOFER FINANCIAL SERVICES GMBH	400,000	400,000	3,637	403,637
C1465*AL7	6,167,489	CGI GROUP INC	1,200,000	1,200,000	6,631	1,206,631
C3298@AB6	6,167,491	ALS CANADA LTD	100,000	100,000	1,182	101,182
C9716#AC3	6,167,493	WASTE CONNECTIONS INC	700,000	700,000	8,838	708,838
C9716#AG4	6,167,495	WASTE CONNECTIONS INC	500,000	500,000	3,047	503,047
C9716#AH2	6,167,497	WASTE CONNECTIONS INC	100,000	103,802	673	104,475
C9716#AK5	6,167,499	WASTE CONNECTIONS INC	400,000	400,000	427	400,427
D2736#AM1	6,167,501	FRITZ DRAXLMAIER GMBH & CO KG	200,000	200,000	715	200,715
D2736#AN9	6,167,503	FRITZ DRAXLMAIER GMBH & CO KG	100,000	100,000	403	100,403
F1369#AA1	6,167,505	BUREAU VERITAS S.A. PRVT	3,500,000	3,500,000	67,171	3,567,171
F3166#AD6	6,167,507	ESSILOR INTERNATIONAL (COMPAGNIE G	200,000	200,000	2,220	202,220
F3166#AE4	6,167,509	ESSILOR INTERNATIONAL (COMPAGNIE G	200,000	200,000	2,728	202,728
F3166#AH7	6,167,511	ESSILOR INTERNATIONAL (COMPAGNIE G	200,000	200,000	2,728	202,728
F3166#AJ3	6,167,513	ESSILOR INTERNATIONAL (COMPAGNIE G	200,000	200,000	3,002	203,002
F3166#AK0	6,167,515	ESSILOR INTERNATIONAL (COMPAGNIE G	200,000	200,000	1,321	201,321
G0369@AU0	6,167,517	ANGLIAN WATER SERVICES LTD	500,000	500,000	853	500,853
G0369@AU0	6,167,519	ANGLIAN WATER SERVICES LTD	100,000	103,677	171	103,848
G0369@AV8	6,167,521	ANGLIAN WATER SERVICES LTD	400,000	400,000	8,594	408,594
G0369@AW6	6,167,523	ANGLIAN WATER SERVICES FINANCING P	300,000	300,000	110	300,110
G1591#AS1	6,167,525	BRITVIC PLC	100,000	100,000	807	100,807

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
G1591#AT9	6,167,527	BRITVIC PLC	250,000	250,000	2,091	252,091
G1696#AY2	6,167,533	BUNZL FINANCE PLC	200,000	200,000	1,725	201,725
G2044@AX3	6,167,539	COMPASS GROUP PLC	200,000	203,492	663	204,155
G2616#AF8	6,167,541	DCC TREASURY 2014 LTD	400,000	400,000	8,053	408,053
G2616#AH4	6,167,543	DCC TREASURY 2014 LTD	400,000	400,000	2,018	402,018
G2765*AB0	6,167,547	DIONYSUS AVIATION LIMITED	100,000	100,000	1,150	101,150
G2765*AC8	6,167,549	DIONYSUS AVIATION LIMITED	100,000	100,000	1,196	101,196
G2765*AD6	6,167,551	DIONYSUS AVIATION LIMITED	100,000	100,000	1,224	101,224
G2765@AA0	6,167,553	DIONYSUS AVIATION LIMITED	500,000	500,000	5,179	505,179
G2956@AK7	6,167,561	ABP ACQUISITIONS UK LTD	2,600,000	2,600,000	30,871	2,630,871
G2956@AL5	6,167,563	ABP ACQUISITIONS UK LTD	1,900,000	1,900,000	24,206	1,924,206
G3424#AD3	6,167,565	G4S PLC PRVT	4,000,000	4,000,000	79,853	4,079,853
G3646#AA1	6,167,567	FORTH PORTS LTD	500,000	500,000	9,916	509,916
G4588#BC4	6,167,571	INTERMEDIATE CAPITAL GROUP PLC	1,000,000	1,000,000	21,344	1,021,344
G4588#BJ9	6,167,573	INTERMEDIATE CAPITAL GROUP PLC	500,000	500,000	1,862	501,862
G5963#AG8	6,167,583	MEGGITT PLC	500,000	500,000	5,287	505,287
G5963#AH6	6,167,585	MEGGITT PLC	500,000	500,000	5,750	505,750
G6764#AA0	6,167,595	OMEGA LEASING NO 9 LTD	178,947	178,947	227	179,174
G7304*AD3	6,167,601	QUADGAS FINANCE PLC	300,000	300,000	5,521	305,521
G7332#AB9	6,167,603	ROLLS-ROYCE AND PARTNERS	200,000	200,000	1,773	201,773
G7332#AC7	6,167,605	ROLLS-ROYCE AND PARTNERS	200,000	200,000	1,358	201,358
G7332#AD5	6,167,607	ROLLS-ROYCE AND PARTNERS	200,000	200,000	1,387	201,387
G7332#AG8	6,167,609	ROLLS-ROYCE AND PARTNERS	500,000	500,000	3,123	503,123
G7770#AB8	6,167,611	SAGE GROUP PLC	400,000	400,000	5,510	405,510
G7770#AC6	6,167,613	SAGE GROUP PLC	100,000	100,000	1,659	101,659
G7815@AF8	6,167,615	SAP IRELAND US FINANCIAL SERVICES	400,000	400,000	5,201	405,201
G7815@AG6	6,167,617	SAP IRELAND US FINANCIAL SERVICES	400,000	400,000	5,865	405,865
G8472#AA9	6,167,623	STERIS CORPORATION	200,000	200,000	1,397	201,397
G8967#AL7	6,167,627	TRITON CONTAINER INTERNATIONAL LTD	1,500,000	1,545,529	6,433	1,551,962
G8967#AU7	6,167,629	TRITON CONTAINER INTERNATIONAL LTD	400,000	400,000	5,848	405,848
G8967#AV5	6,167,631	TRITON CONTAINER INTERNATIONAL LTD	200,000	200,000	3,119	203,119
G9433*AA9	6,167,635	WARBURTONS 1876 LIMITED	400,000	400,000	34	400,034
K7017#AA8	6,167,637	MERIDIAN SPIRIT APS	316,333	316,333	1,125	317,458
N1492@AE6	6,167,649	BOSKALIS FINANCE BV	100,000	100,000	1,007	101,007
N4281@BX2	6,167,651	ROYAL VOPAK N.V.	500,000	500,000	9,258	509,258
N6704@AK5	6,167,657	OILTANKING FINANCE BV	400,000	400,000	353	400,353
N9061@AF7	6,167,659	VTTI BV	200,000	200,000	2,913	202,913

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
N9061@AH3	6,167,661	VTTI BV	100,000	100,000	1,591	101,591
Q0458*AD1	6,167,665	AQUASURE FINANCE PTY LTD	600,000	600,000	5,959	605,959
Q0697#AA4	6,167,667	AUSGRID FINANCE PTY LTD	100,000	100,000	292	100,292
Q0697#AB2	6,167,669	AUSGRID FINANCE PTY LTD	100,000	100,000	300	100,300
Q0697#AC0	6,167,671	AUSGRID FINANCE PTY LTD	100,000	100,000	313	100,313
Q1297#AL2	6,167,673	CSLB HOLDINGS INC	200,000	200,000	521	200,521
Q2762#AC6	6,167,689	CONNECTEAST FINANCE PTY LTD	100,000	100,000	342	100,342
Q3393*AL5	6,167,691	ELECTRANET PTY LTD	500,000	500,000	3,488	503,488
Q3393*AM3	6,167,693	ELECTRANET PTY LTD	500,000	500,000	3,589	503,589
Q3393*AM3	6,167,695	ELECTRANET PTY LTD	500,000	500,000	3,589	503,589
Q3629#AJ2	6,167,697	ETSA UTILITIES FINANCE PTY LTD	500,000	500,000	6,008	506,008
Q3629#AN3	6,167,699	ETSA UTILITIES FINANCE PTY LTD	700,000	700,000	5,213	705,213
Q3917#AA2	6,167,701	FLINDERS PORT HOLDINGS PTY LTD	300,000	300,000	1,494	301,494
Q3917#AB0	6,167,703	FLINDERS PORT HOLDINGS PTY LTD	1,100,000	1,100,000	5,610	1,105,610
Q3958@AK2	6,167,707	GOODMAN INDUSTRIAL FINANCE AUST PT	4,300,000	4,300,000	76,910	4,376,910
Q6518#AA8	6,167,709	NSW PORTS FINANCE CO PTY LTD	400,000	400,000	74	400,074
Q6518#AB6	6,167,711	NSW PORTS FINANCE CO PTY LTD	300,000	300,000	57	300,057
Q6518#AE0	6,167,713	NSW PORTS FINANCE CO PTY LTD	900,000	900,000	17,081	917,081
Q6518@AA0	6,167,715	NSW ELECTRICITY NETWORKS FINANCE P	300,000	300,000	1,155	301,155
Q6518@AB8	6,167,717	NSW ELECTRICITY NETWORKS FINANCE P	700,000	700,000	2,783	702,783
Q6518@AC6	6,167,719	NSW ELECTRICITY NETWORKS FINANCE P	400,000	400,000	1,665	401,665
Q6518@AG7	6,167,721	NSW ELECTRICITY NETWORKS FINANCE P	100,000	100,000	158	100,158
Q6568@AA9	6,167,723	NETWORK FINANCE COMPANY PTY LTD	200,000	200,000	544	200,544
Q6568@AB7	6,167,725	NETWORK FINANCE COMPANY PTY LTD	100,000	100,000	280	100,280
Q6646*AA7	6,167,727	NEW TERMINAL FINANCING CO PTY LTD	200,000	200,000	953	200,953
Q6646*AB5	6,167,729	NEW TERMINAL FINANCING CO PTY LTD	300,000	300,000	1,468	301,468
Q6646*AB5	6,167,731	NEW TERMINAL FINANCING CO PTY LTD	400,000	400,000	1,958	401,958
Q7160#AJ8	6,167,733	ORICA LIMITED	400,000	400,000	2,193	402,193
Q7397#AS3	6,167,735	VISY GMG	500,000	500,000	5,685	505,685
Q7450@AE0	6,167,737	PERTH AIRPORT PTY LTD	100,000	100,000	1,089	101,089
Q7450@AF7	6,167,739	PERTH AIRPORT PTY LTD	200,000	200,000	2,240	202,240
Q9194*AF6	6,167,755	TRANSURBAN QUEENSLAND INVEST PTY L	400,000	400,000	5,167	405,167
Q9194@AH0	6,167,757	TRANSPOWER NEW ZEALAND LTD	150,000	150,000	1,491	151,491
Q9389#AD2	6,167,759	VECTOR LTD	6,000,000	6,000,000	92,355	6,092,355
Q9389#AF7	6,167,761	VECTOR LTD	250,000	250,000	145	250,145

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
Q9396#AK7	6,167,763	VICTORIA POWER NETWORKS (FINANCE)	400,000	400,000	583	400,583
Q9396#AL5	6,167,765	VICTORIA POWER NETWORKS (FINANCE)	100,000	100,000	151	100,151
Q9582*AA7	6,167,767	WELLINGTON ELECTRICITY DISTRIBUTIO	100,000	100,000	155	100,155
R1895#AA1	6,167,769	E-CO ENERGI HOLDING AS	1,300,000	1,300,000	8,618	1,308,618
R2284#AJ9	6,167,771	STATNETT SF	700,000	700,000	2,658	702,658
R6236*AA2	6,167,773	NORSPAN LNG VIII AS	380,073	380,073	1,525	381,598
T1890*AA8	6,167,775	BARILLA HOLDING SPA	750,000	750,000	252	750,252
Y8564*AB0	6,167,779	TEEKAY SHUTTLE TANKER FINANCE LLC	395,897	395,897	6,667	402,564
Y8564*AB0	6,167,781	TEEKAY SHUTTLE TANKER FINANCE LLC	395,897	395,897	6,667	402,564
05525BAA8	6,167,785	BAMLL_13-WBRK	250,000	237,657	761	238,418
060352AX9	6,167,787	BANK_17-BNK6	200,000	123,229	466	123,694
060352AX9	6,167,789	BANK_17-BNK6	200,000	123,510	466	123,975
060352AX9	6,167,791	BANK_17-BNK6	148,000	90,791	345	91,135
06541WBC5	6,167,793	BANK_17-BNK5	100,000	102,534	355	102,889
06541XAL4	6,167,795	BANK_17-BNK7	200,000	202,267	699	202,966
12508GAA4	6,167,797	CCUBS_17-C1	700,000	647,458	2,649	650,107
12508GAZ9	6,167,799	CCUBS_17-C1	400,000	403,675	1,514	405,188
12593GAJ1	6,167,801	COMM_15-PC1	50,000	50,874	191	51,065
12593GAJ1	6,167,803	COMM_15-PC1	71,698	72,952	274	73,226
12593PAV4	6,167,805	COMM_15-CR23	1,000,000	1,007,317	2,921	1,010,237
12593VAA7	6,167,807	CMS_15-GLPA	3,000,000	3,070,644	5,175	3,075,818
12595EAH8	6,167,809	COMM_17-COR2	100,000	100,669	393	101,062
12595FAL6	6,167,811	CSAIL_17-CX9	100,000	101,524	358	101,882
12595JAW4	6,167,813	CSAIL_17-CX10	250,000	254,215	885	255,100
12625KAM7	6,167,815	COMM_13-CR8	100,000	102,797	341	103,138
12626BAQ7	6,167,817	COMM_13-CR10	200,000	213,634	825	214,459
12626LAW2	6,167,819	COMM_13-CR11	400,000	424,278	1,778	426,056
12630BBA5	6,167,821	COMM_13-CR13	240,000	244,239	839	245,078
12630BBF4	6,167,823	COMM_13-CR13	100,000	104,859	409	105,267
12632QBA0	6,167,825	COMM_14-CR18	600,000	625,292	2,228	627,520
17321RAJ5	6,167,827	CGCMT_13-GC17	150,000	163,163	637	163,800
17321RAL0	6,167,829	CGCMT_13-GC17	90,000	94,354	394	94,748
17321RAL0	6,167,831	CGCMT_13-GC17	140,000	146,773	613	147,386
17321RAM8	6,167,833	CGCMT_13-GC17	100,000	96,099	438	96,537
17322YAH3	6,167,835	CGCMT_14-GC25	100,000	103,430	390	103,820
17326DAH5	6,167,837	CGCMT_17-P8	100,000	100,406	368	100,774
21870KAJ7	6,167,839	CORE_15-WEST	200,000	202,697	582	203,280
21870PAN7	6,167,841	CORE_15-TEXW	500,000	508,620	1,657	510,277
23306NAL6	6,167,845	DBWF_15-LCM	300,000	267,551	884	268,435
23306NAL6	6,167,847	DBWF_15-LCM	300,000	267,167	884	268,051
24500EAL8	6,167,849	DAFC_17-AMO	400,000	385,626	1,252	386,879
30291KAQ3	6,167,851	FREMF_13-K30	100,000	100,317	306	100,623
30291NAG9	6,167,853	FREMF_13-K32	300,000	300,125	884	301,009

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
30291VAG1	6,167,855	FREMF_13-K35	100,000	101,676	340	102,015
3138LDJ87	6,167,857	FNMA 30YR MULTI	989,733	1,018,718	3,072	1,021,790
3138LDT94	6,167,859	FNMA 30YR MULTI	734,107	762,205	2,266	764,472
36250PAL9	6,167,861	GSMS_15-GC32	200,000	203,533	760	204,293
36251XAE7	6,167,863	GSMS_16-GS4	200,000	138,867	654	139,521
36251XAE7	6,167,865	GSMS_16-GS4	200,000	140,010	654	140,664
38379RHU0	6,167,867	GNMA_16-39	1,064,350	1,014,721	2,661	1,017,382
38379RWZ2	6,167,869	GNMA_2017-72	380,000	328,072	792	328,863
38379RZG1	6,167,871	GNMA_17-89	333,000	318,158	833	318,990
38379RZQ9	6,167,873	GNMA_17-90	1,110,000	1,041,744	2,544	1,044,288
38380JAD0	6,167,875	GNMA_17-159	1,500,000	1,442,016	3,750	1,445,766
46590KAD6	6,167,877	JPMCC_15-JP1	1,210,000	1,242,105	3,680	1,245,785
46636VAP1	6,167,879	JPMCC_11-C5	200,000	213,324	931	214,255
46639JAK6	6,167,881	JPMCC_13-C10	200,000	204,466	712	205,178
46640JAC1	6,167,885	JPMCC_13-C13	100,000	93,434	349	93,783
46640JAX5	6,167,887	JPMCC_13-C13	100,000	102,589	349	102,938
46640UAD4	6,167,891	JPMBB_13-C17	240,000	244,208	840	245,047
46641BAD5	6,167,893	JPMCC_13-C16	250,000	254,297	868	255,165
46641WBB2	6,167,895	JPMBB_14_C19	200,000	208,371	803	209,173
46644KAG5	6,167,897	JPMCC_15-FRR2	300,000	277,643	742	278,385
48128KAZ4	6,167,899	JPMCC_17-JP6	100,000	98,435	334	98,769
48128KAZ4	6,167,901	JPMCC_17-JP6	100,000	99,755	334	100,088
61690GAL5	6,167,903	MSBAM_14-C14	100,000	106,485	415	106,900
61691NAK1	6,167,905	MSC_17-HR2	300,000	302,045	1,092	303,138
61763BAU8	6,167,909	MSBAM_13-C13	490,000	498,484	1,649	500,133
61763XAL0	6,167,911	MSBAM_14-C18	200,000	198,503	772	199,275
61764RBL1	6,167,913	MSBAM_15-C20	100,000	99,919	384	100,303
61764XBP9	6,167,915	MSBAM_15-C21	350,000	345,770	1,254	347,023
74824DAA8	6,167,919	QCMT_13-QCA	67,000	63,663	183	63,846
74824DAA8	6,167,921	QCMT_13-QCA	35,000	33,262	96	33,358
74824DAA8	6,167,923	QCMT_13-QCA	90,000	85,978	246	86,224
74824DAA8	6,167,925	QCMT_13-QCA	50,000	47,846	136	47,982
74932BAG8	6,167,927	RBSCF_13-SMV	500,000	498,381	1,463	499,844
81753RAA7	6,167,929	RRT_14-1	100,000	77,269	—	77,269
90276TAM6	6,167,931	UBSCM_17-C5	100,000	102,219	360	102,579
92938JAE2	6,167,933	WFRBS_13-UBS1	250,000	254,323	850	255,173
92938VAU9	6,167,935	WFRBS_14-C19	100,000	102,916	387	103,303
92939HBC8	6,167,937	WFRBS_14-C23	150,000	149,291	499	149,790
94989EAL1	6,167,939	WFCM_15-LC20	250,000	244,882	845	245,727
94989EAL1	6,167,941	WFCM_15-LC20	100,000	98,607	338	98,945
94989NAL1	6,167,943	WFCM_15-C30	100,000	91,004	387	91,391
95000PAL8	6,167,945	WFCM_16-C37	190,000	196,196	735	196,932
95000YBD6	6,167,947	WFCM_17-C40	100,000	99,153	373	99,527
06650AAF4	6,167,949	BANK_17-BNK8	3,313,765	192,305	2,455	194,760
12595FAG7	6,167,951	CSAIL_17-CX9	3,658,458	181,986	3,170	185,156
17326CBE3	6,167,953	CGCMT_17-B1	3,125,731	186,682	2,601	189,284

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
17326DAJ1	6,167,955	CGCMT_17-P8	1,386,116	94,015	1,079	95,093
17326FAF4	6,167,957	CGCMT_17-C4	1,732,030	132,890	1,837	134,727
3137FAQF8	6,167,959	FHMS_KW03	3,248,987	188,768	2,669	191,437
46648KAW6	6,167,961	JPMDB_17-C7	1,445,353	93,970	1,272	95,242
00075WAP4	6,167,963	ABFC_06-HE1	137,894	92,711	46	92,757
004421UU5	6,167,965	ACE_06-NC1	100,000	96,008	38	96,047
07401NAP4	6,167,971	BSMF_06-AR5	391,366	378,919	138	379,056
12594XAM6	6,167,973	CSMC_17-HL1	300,000	300,628	875	301,503
12652CAR0	6,167,975	CSMC_17-HL2	500,000	494,592	1,458	496,050
30247DAE1	6,167,977	FFML_06-FF13	277,160	212,355	99	212,455
33850BAG2	6,167,979	FSMT_17-1	150,000	147,558	438	147,995
33850RAG7	6,167,981	FSMT_17-2	600,000	592,682	1,750	594,432
41165AAB8	6,167,983	HVMLT_07-5	144,073	135,656	102	135,758
46647EAE1	6,167,985	JPMMT_16-3	500,000	503,981	1,458	505,439
46647SAN0	6,167,987	JPMMT_17-3	500,000	498,785	1,458	500,243
46648CAH7	6,167,989	JPMMT_17-1	150,000	149,706	438	150,143
46648HAG8	6,167,991	JPMMT_17-2	300,000	297,366	875	298,241
46648HAZ6	6,167,993	JPMMT_17-2	195,686	195,819	612	196,432
46648UAG9	6,167,995	JPMMT_17-4	400,000	398,922	1,167	400,089
59980AAB3	6,167,997	MCMLT_17-2	200,000	201,937	542	202,479
59980AAC1	6,167,999	MCMLT_17-2	100,000	97,991	271	98,262
59980AAC1	6,168,001	MCMLT_17-2	75,000	73,780	203	73,983
59980CAF0	6,168,003	MCMLT_17-3	299,908	292,932	812	293,744
59981HAC5	6,168,005	MCMLT_17-1	37,500	37,126	102	37,228
81745XAG2	6,168,007	SEMT_17-4	112,500	112,807	328	113,135
81746FAG0	6,168,009	SEMT_17-6	500,000	501,061	1,458	502,520
81746GAG8	6,168,011	SEMT_17-7	300,000	299,983	875	300,858
81746HAA9	6,168,013	SEMT_17-CH1	251,844	265,777	850	266,627
81746HAN1	6,168,015	SEMT_17-CH1	200,000	205,692	667	206,359
81746JAN7	6,168,017	SEMT_17-CH2	200,000	204,335	667	205,001
89171YAC5	6,168,019	TPMT_15-2	100,000	102,517	298	102,816
89171YBA8	6,168,021	TPMT_15-2	200,000	213,972	719	214,691
89171YBD2	6,168,023	TPMT_15-2	100,000	105,133	360	105,493
89172PAC3	6,168,025	TPMT_16-2	200,000	193,663	500	194,163
89172PAC3	6,168,027	TPMT_16-2	100,000	98,237	250	98,487
89172PAD1	6,168,029	TPMT_16-2	200,000	194,207	500	194,707
89172RAD7	6,168,031	TPMT_15-6	100,000	101,447	313	101,759
89173FAC4	6,168,033	TPMT_17-1	300,000	304,583	938	305,520
89173HAC0	6,168,035	TPMT_17-2	300,000	305,362	938	306,299
93935FAC5	6,168,041	WMALT_06-AR6	115,507	83,680	227	83,907
93935YAA8	6,168,043	WMALT_06-AR10	181,754	135,139	61	135,200
698299AW4	6,168,045	PANAMA (REPUBLIC OF)	30,000	37,265	530	37,796
698299AW4	6,168,047	PANAMA (REPUBLIC OF)	4,000	4,934	71	5,005
698299AW4	6,168,049	PANAMA (REPUBLIC OF)	11,000	14,140	194	14,334
31335AKH0	6,168,051	FHLMC GOLD 30YR GIANT	1,841,867	1,921,248	5,414	1,926,662

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
31335AKW7	6,168,053	FHLMC GOLD 30YR GIANT	684,458	738,685	2,322	741,006
3138XE5M6	6,168,055	FNMA 30YR	293,108	312,740	1,101	313,841
3138XPZP1	6,168,057	FNMA 30YR	6,792,717	7,432,161	23,750	7,455,911
12701#AA1	6,168,059	CRG_17-1	250,000	250,000	685	250,685
20268KAA8	6,168,065	CBSLT_17-BGS	266,623	271,370	121	271,492
233046AF8	6,168,067	DNKN_17-1A	497,500	498,750	3,964	502,714
25755TAH3	6,168,069	DPABS_17-1A	198,500	198,500	136	198,636
33830JAA3	6,168,071	GUYS_17-1	199,000	199,000	153	199,153
46620VAA2	6,168,073	HENDR_17-2A	493,097	496,231	775	497,006
518887AC8	6,168,075	DRB_17-B	88,444	92,155	46	92,202
83401BAC0	6,168,077	SOFI_17-F	300,000	299,876	181	300,057
83403YAC8	6,168,079	SOFI_17-B	200,000	202,560	123	202,684
83405DAD0	6,168,081	SOFI_17-B	300,000	299,769	178	299,947
83405LAC4	6,168,083	SOFI_17-5	300,000	299,887	185	300,072
83405QAC3	6,168,085	SCLP_17-6	300,000	299,935	176	300,111
83405QAC3	6,168,087	SCLP_17-6	200,000	199,143	117	199,260
95058XAE8	6,168,091	WEN_18-1A	598,500	598,500	2,970	601,470
31393CZC0	6,168,093	FNMA_03-46 T	757,454	840,362	3,806	844,168
38376G2S8	6,168,095	GNMA_11-103	393,116	374,154	1,204	375,358
38376G4U1	6,168,097	GNMA_11-121	283,092	260,367	812	261,178
38376GW55	6,168,099	GNMA_11-86	390,508	372,543	1,157	373,700
38378BAP4	6,168,101	GNMA_11-164	287,382	272,087	864	272,952
38378BYH6	6,168,103	GNMA_12-86	336,917	311,700	947	312,647
38379RYD9	6,168,105	GNMA_2017-69	1,025,288	786,890	2,132	789,022
0030092#3	6,168,107	ABERDEEN ASIA PACIFIC INC FND MRPS	4,000	100,000	390	100,390
09257@125	6,168,109	BLACKSTONE/GSO STRATEGIC CREDIT FD	300	300,000	120	300,120
09258*126	6,168,111	BLACKSTONE/GSO LG-SHT CRED INC FD	150	150,000	60	150,060
18469P4#4	6,168,113	CLEARBRIDGE ENERGY MLP OPPOR FUND	1	100,000	666	100,666
18469Q4#2	6,168,115	CLEARBRIDGE ENERGY MLP TOT RET FND	1	100,000	666	100,666
23325P5#7	6,168,117	DNP SELECT INCOME FUND	2	200,500	498	200,998
4866065#9	6,168,119	KAYNE ANDERSON KYN FUND	16,000	400,000	2,752	402,752
4866067#7	6,168,121	KAYNE ANDERSON KYN FUND	28,000	700,000	3,920	703,920
48660P4#8	6,168,123	KAYNE ANDERSON KYE FUND	12,000	300,000	1,680	301,680
48661E4*6	6,168,125	KAYNE ANDERSON KMF FUND	17,500	437,500	3,010	440,510
00737BAB1	6,168,129	ADS TACTICAL INC -TL	493,750	490,100	514	490,614
01168BAU5	6,168,131	ALASKA COMMUNICATIONS LLC TL	398,000	392,636	382	393,018
30676JAC2	6,168,133	FALMOUTH HOLDINGS GROUP CO - TL	271,674	271,674	261	271,936
67113HAC9	6,168,137	OTG MANAGEMENT LLC - TL	409,000	404,143	3,502	407,644
67113HAD7	6,168,139	OTG MANAGEMENT LLC TL-DD	10,225	10,225	92	10,317
67113HAD7	6,168,141	OTG MANAGEMENT LLC TL-DD	10,225	10,225	92	10,317
67113HAD7	6,168,143	OTG MANAGEMENT LLC TL-DD	6,646	6,646	60	6,706

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
67113HAD7	6,168,145	OTG MANAGEMENT LLC TL-DD	3,579	3,579	32	3,611
67113HAD7	6,168,147	OTG MANAGEMENT LLC TL-DD	5,522	5,522	50	5,571
67113HAD7	6,168,149	OTG MANAGEMENT LLC TL-DD	14,929	14,929	134	15,063
68218XAC6	6,168,151	ON LOCATION EVENTS LLC - TL	81,250	80,779	1,085	81,865
68218XAF9	6,168,153	ON LOCATION EVENTS LLC - TL	213,958	212,663	2,790	215,453
BIN0RMQ66	6,168,155	PSKW LLC - TL	193,300	191,902	216	192,118
BIN0RMQ66	6,168,157	PSKW LLC - TL	19,770	19,422	22	19,444
00130HBX2	6,168,159	AES CORPORATION (THE)	80,000	80,000	2,213	82,213
00206RDA7	6,168,161	AT&T INC	907,000	948,308	7,558	955,867
002824BE9	6,168,167	ABBOTT LABORATORIES	7,000,000	6,973,205	99,828	7,073,032
00687YAA3	6,168,173	ADIENT GLOBAL HOLDINGS LTD	240,000	230,746	2,470	233,216
00687YAA3	6,168,175	ADIENT GLOBAL HOLDINGS LTD	230,000	221,128	2,367	223,495
00724FAC5	6,168,177	ADOBE SYSTEMS INCORPORATED	350,000	347,337	2,844	350,181
00774CAB3	6,168,179	AECOM	300,000	300,000	1,965	301,965
00774CAB3	6,168,181	AECOM	500,000	496,622	3,274	499,896
00774MAE5	6,168,183	AERCAP IRELAND CAPITAL DAC / AERCA	5,000,000	4,829,807	52,743	4,882,550
01039XAA8	6,168,195	ALABAMA POWER COMPANY	3,800,000	3,547,353	16,554	3,563,907
013822AB7	6,168,197	ALCOA NEDERLAND HOLDING BV	600,000	610,093	3,617	613,710
01609WAT9	6,168,199	ALIBABA GROUP HOLDING LTD	600,000	596,499	8,217	604,716
02155FAC9	6,168,201	ALTICE US FINANCE I CORP	200,000	200,000	5,072	205,072
031162BB5	6,168,205	AMGEN INC	2,755,000	2,754,709	15,841	2,770,550
053332AP7	6,168,207	AUTOZONE INC	8,000,000	7,869,284	73,611	7,942,895
05565QBZ0	6,168,209	BP CAPITAL MARKETS PLC	500,000	504,920	7,887	512,807
06051GEU9	6,168,211	BANK OF AMERICA CORP	10,000,000	9,960,878	100,833	10,061,711
073730AG8	6,168,213	BEAM INC	1,000,000	978,227	12,278	990,505
10112RAW4	6,168,215	BOSTON PROPERTIES LP	1,500,000	1,513,341	14,250	1,527,591
109043AG4	6,168,217	BRIGGS & STRATTON CORP	60,000	60,000	1,558	61,558
110122AW8	6,168,219	BRISTOL-MYERS SQUIBB CO	2,000,000	2,038,325	32,500	2,070,825
110122AW8	6,168,221	BRISTOL-MYERS SQUIBB CO	2,000,000	2,038,325	32,500	2,070,825
11120VAA1	6,168,223	BRIXMOR OPERATING PARTNERSHIP LP	1,100,000	1,099,678	10,588	1,110,266
124857AG8	6,168,225	CBS CORP	3,000,000	2,911,369	16,875	2,928,244
124857AP8	6,168,227	CBS CORP	1,000,000	993,149	10,306	1,003,455
12513GBC2	6,168,229	CDW LLC / CDW FINANCE CORP	125,000	125,000	1,042	126,042
12513GBC2	6,168,231	CDW LLC / CDW FINANCE CORP	60,000	59,868	500	60,368
12513GBC2	6,168,233	CDW LLC / CDW FINANCE CORP	205,000	205,000	1,708	206,708
12527GAG8	6,168,235	CF INDUSTRIES INC	250,000	249,733	3,542	253,275
12527GAG8	6,168,237	CF INDUSTRIES INC	1,250,000	1,248,666	17,708	1,266,375
12527GAG8	6,168,239	CF INDUSTRIES INC	500,000	499,467	7,083	506,550
12527GAH6	6,168,241	CF INDUSTRIES INC	250,000	248,647	4,688	253,334
126304AK0	6,168,245	CSC HOLDINGS INC.	210,000	210,386	4,715	215,101
126304AK0	6,168,247	CSC HOLDINGS INC.	530,000	531,015	11,899	542,914
126304AK0	6,168,249	CSC HOLDINGS INC.	40,000	40,144	898	41,042
126307AC1	6,168,251	CSC HOLDINGS LLC	320,000	323,643	5,827	329,470
12673PAH8	6,168,253	CA INC	1,500,000	1,498,881	11,400	1,510,281

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
151020BB9	6,168,255	CELGENE CORPORATION	2,500,000	2,491,595	19,229	2,510,825
16411QAA9	6,168,257	CHENIERE ENERGY PARTNERS LP	150,000	150,000	656	150,656
16412XAG0	6,168,259	CHENIERE CORPUS CHRISTI HOLDINGS L	100,000	100,000	1,723	101,723
16412XAG0	6,168,261	CHENIERE CORPUS CHRISTI HOLDINGS L	340,000	342,767	5,857	348,624
16412XAG0	6,168,263	CHENIERE CORPUS CHRISTI HOLDINGS L	100,000	100,814	1,723	102,536
165167CQ8	6,168,265	CHESAPEAKE ENERGY CORPORATION	222,000	129,018	6,709	135,727
166764AH3	6,168,267	CHEVRON CORP	6,000,000	5,980,785	67,543	6,048,328
172967HD6	6,168,269	CITIGROUP INC	2,000,000	2,034,039	1,292	2,035,331
20338HAB9	6,168,273	COMMSCOPE TECHNOLOGIES FINANCE LLC	145,000	142,027	926	142,953
20338HAB9	6,168,275	COMMSCOPE TECHNOLOGIES FINANCE LLC	265,000	260,774	1,693	262,467
20338HAB9	6,168,277	COMMSCOPE TECHNOLOGIES FINANCE LLC	50,000	49,643	319	49,963
20338HAB9	6,168,279	COMMSCOPE TECHNOLOGIES FINANCE LLC	195,000	193,608	1,246	194,854
20338HAB9	6,168,281	COMMSCOPE TECHNOLOGIES FINANCE LLC	455,000	451,751	2,907	454,658
21685WDD6	6,168,283	RABOBANK NEDERLAND/UTRECHT	16,000,000	15,947,272	142,944	16,090,217
23317HAD4	6,168,285	DDR CORP	473,000	470,508	4,287	474,794
23317HAE2	6,168,287	DDR CORP	550,000	546,022	5,844	551,866
24718PAA5	6,168,289	DELPHI JERSEY HOLDINGS PLC	200,000	199,062	833	199,895
247361ZJ0	6,168,291	DELTA AIR LINES INC	5,000,000	4,999,451	23,160	5,022,611
25272KAU7	6,168,293	DIAMOND 1 FINANCE CORPORATION/DIAM	195,000	195,000	4,328	199,328
25272KAW3	6,168,295	DIAMOND 1 FINANCE CORP	195,000	195,000	5,249	200,249
25470XAB1	6,168,297	DISH DBS CORP	425,000	426,464	5,578	432,042
25470XAB1	6,168,299	DISH DBS CORP	135,000	136,254	1,772	138,026
25470XAY1	6,168,301	DISH DBS CORP	95,000	95,000	2,454	97,454
25470XAY1	6,168,303	DISH DBS CORP	95,000	95,726	2,454	98,180
25470XAY1	6,168,305	DISH DBS CORP	95,000	95,828	2,454	98,282
257375AE5	6,168,307	DOMINION GAS HOLDINGS LLC	6,000,000	5,961,226	106,500	6,067,726
263901AC4	6,168,309	DUKE ENERGY INDIANA INC	5,000,000	4,998,828	55,208	5,054,037
28368EAD8	6,168,317	EL PASO CORPORATION	165,000	169,131	3,218	172,348
29273VAC4	6,168,319	ENERGY TRANSFER CO	50,000	51,065	167	51,232
29379VAN3	6,168,323	ENTERPRISE PRODUCTS OPERATING LP	1,000,000	873,318	8,106	881,424
29379VBM4	6,168,325	ENTERPRISE PRODUCTS OPERATING LLC	1,500,000	1,500,000	15,234	1,515,234
29444UAR7	6,168,327	EQUINIX INC	150,000	150,000	3,718	153,718
30251GAW7	6,168,329	FMG RESOURCES (AUGUST 2006) PTY LT	100,000	100,000	2,363	102,363
30251GAW7	6,168,331	FMG RESOURCES (AUGUST 2006) PTY LT	200,000	200,879	4,726	205,606
30251GAW7	6,168,333	FMG RESOURCES (AUGUST 2006) PTY LT	200,000	200,000	4,726	204,726
31428XBC9	6,168,335	FEDEX CORP	3,000,000	2,996,756	24,000	3,020,756

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
345397VR1	6,168,339	FORD MOTOR CREDIT CO LLC	215,000	215,000	3,091	218,091
345397XA6	6,168,341	FORD MOTOR CREDIT COMPANY LLC	2,750,000	2,750,000	27,540	2,777,540
35803QAA5	6,168,345	FRESENIUS MEDICAL CARE US FINANCE	95,000	94,599	1,153	95,752
36162JAB2	6,168,347	THE GEO GROUP INC	240,000	240,000	640	240,640
373298BR8	6,168,349	GP 7.75 11/15/2029	50,000	54,059	1,787	55,846
373298BR8	6,168,351	GP 7.75 11/15/2029	35,000	37,841	1,251	39,092
373298CF3	6,168,353	GEORGIA-PACIFIC LLC	530,000	550,556	12,484	563,040
37331NAD3	6,168,355	GEORGIA-PACIFIC LLC	1,500,000	1,515,831	16,492	1,532,323
382550BG5	6,168,357	GOODYEAR TIRE & RUBBER COMPANY (TH	165,000	162,899	1,028	163,927
404119BN8	6,168,359	HCA INC	520,000	520,000	3,322	523,322
404280BL2	6,168,361	HSBC HOLDINGS PLC	500,000	500,000	13,250	513,250
46284VAC5	6,168,373	IRON MOUNTAIN INC	100,000	100,000	623	100,623
46625HJE1	6,168,375	JPMORGAN CHASE & CO	7,500,000	7,490,599	25,729	7,516,328
46625HJE1	6,168,377	JPMORGAN CHASE & CO	2,000,000	1,997,493	6,861	2,004,354
47032FAB5	6,168,379	JAMES HARDIE INTERNATIONAL FINANCE	200,000	200,000	3,833	203,833
49446RAN9	6,168,381	KIMCO REALTY CORP	1,000,000	995,460	17,000	1,012,460
501797AM6	6,168,385	L BRANDS INC	245,000	245,000	5,513	250,513
501797AM6	6,168,387	L BRANDS INC	145,000	145,000	3,263	148,263
50540RAQ5	6,168,389	LABORATORY CORP OF AMERICA	1,500,000	1,498,396	13,500	1,511,896
526057CG7	6,168,391	LENNAR CORPORATION	530,000	530,000	17,556	547,556
526057CU6	6,168,393	LENNAR CORPORATION	100,000	100,000	1,889	101,889
53219LAQ2	6,168,395	LIFEPOINT HEALTH INC	50,000	50,000	1,344	51,344
53219LAQ2	6,168,397	LIFEPOINT HEALTH INC	200,000	196,272	5,375	201,647
532716AS6	6,168,399	LIMITED BRANDS INC	425,000	425,000	14,875	439,875
532716AT4	6,168,401	LIMITED BRANDS INC	70,000	70,000	386	70,386
536797AC7	6,168,403	LITHIA MOTORS INC.	75,000	75,000	984	75,984
548661CZ8	6,168,407	LOWES COMPANIES INC.	3,000,000	3,120,838	14,854	3,135,692
55342UAG9	6,168,413	MPT OPERATING PARTNERSHIP LP / MPT	140,000	140,000	1,838	141,838
55342UAH7	6,168,415	MPT OPERATING PARTNERSHIP LP / MPT	250,000	250,000	556	250,556
59001ABA9	6,168,419	MERITAGE HOMES CORP	115,000	115,531	2,374	117,905
59001ABA9	6,168,421	MERITAGE HOMES CORP	135,000	135,000	2,787	137,787
626717AJ1	6,168,425	MURPHY OIL CORPORATION	250,000	250,000	3,035	253,035
626738AD0	6,168,427	MURPHY OIL USA INC	25,000	25,000	703	25,703
637432ND3	6,168,431	NATIONAL RURAL UTILITIES COOPERATI	2,000,000	1,999,141	14,883	2,014,024
67020YAQ3	6,168,435	NUANCE COMMUNICATIONS INC	400,000	396,638	8,500	405,138
67059TAE5	6,168,437	NUSTAR LOGISTICS LP	200,000	200,000	94	200,094
67059TAE5	6,168,439	NUSTAR LOGISTICS LP	250,000	254,309	117	254,426
680665AJ5	6,168,445	OLIN CORP	100,000	100,000	655	100,655
680665AJ5	6,168,447	OLIN CORP	300,000	300,000	1,965	301,965
683715AB2	6,168,449	OPEN TEXT CORPORATION	265,000	265,000	6,487	271,487
718546AC8	6,168,455	PHILLIPS 66	10,000,000	9,989,656	35,833	10,025,490
745867AW1	6,168,457	PULTE GROUP INC	215,000	215,000	1,971	216,971

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
74733VAD2	6,168,459	QEP RESOURCES INC	150,000	150,000	1,406	151,406
761735AD1	6,168,465	REYNOLDS GROUP LLC	58,911	58,931	855	59,786
77578JAB4	6,168,467	ROLLS-ROYCE PLC	1,500,000	1,498,832	2,568	1,501,400
77578JAB4	6,168,469	ROLLS-ROYCE PLC	1,400,000	1,410,496	2,397	1,412,893
78403DAH3	6,168,471	SBA TOWER TRUST	1,000,000	1,013,231	—	1,013,231
78486QAD3	6,168,475	SVB FINANCIAL GROUP	400,000	399,761	3,578	403,339
797440BR4	6,168,477	SAN DIEGO GAS AND ELECTRIC CO	3,500,000	3,594,942	21,000	3,615,942
806854AD7	6,168,479	SCHLUMBERGER INVESTMENT SA	3,000,000	2,912,234	18,000	2,930,234
806854AD7	6,168,481	SCHLUMBERGER INVESTMENT SA	4,000,000	3,882,979	24,000	3,906,979
808513AG0	6,168,483	CHARLES SCHWAB CORPORATION (THE)	1,000,000	1,008,232	5,375	1,013,607
811054AG0	6,168,485	EW SCRIPPS CO	150,000	150,000	3,545	153,545
82967NBA5	6,168,487	SIRIUS XM RADIO INC	250,000	250,000	3,125	253,125
82967NBA5	6,168,489	SIRIUS XM RADIO INC	150,000	150,350	1,875	152,225
842400FY4	6,168,491	SOUTHERN CALIFORNIA EDISON CO	2,000,000	2,044,613	5,833	2,050,447
853496AB3	6,168,495	STANDARD INDUSTRIES INC	100,000	100,000	1,161	101,161
853496AC1	6,168,497	STANDARD INDUSTRIES INC	40,000	40,000	422	40,422
86765BAJ8	6,168,501	SUNOCO LOGISTICS PARTNERS LP	5,000,000	4,998,960	49,083	5,048,043
86765LAK3	6,168,503	SUNOCO LP / SUNOCO FINANCE CORP	30,000	30,000	449	30,449
86765LAM9	6,168,505	SUNOCO LP / SUNOCO FINANCE CORP	30,000	30,000	480	30,480
871503AU2	6,168,507	SYMANTEC CORPORATION	50,000	50,000	111	50,111
87264AAT2	6,168,509	T-MOBILE USA INC	20,000	20,000	48	20,048
87265HAF6	6,168,511	TRI POINTE GROUP INC	300,000	300,000	6,563	306,563
87265HAF6	6,168,513	TRI POINTE GROUP INC	200,000	200,000	4,375	204,375
87470LAD3	6,168,515	TALLGRASS ENERGY PARTNERS LP /TALL	150,000	150,000	5,179	155,179
87470LAD3	6,168,517	TALLGRASS ENERGY PARTNERS LP /TALL	300,000	301,125	10,358	311,483
87612BBE1	6,168,519	TARGA RESOURCES PARTNERS LP	500,000	500,000	6,719	506,719
87612EAV8	6,168,521	TARGET CORP MTN	8,300,000	8,314,272	94,701	8,408,973
88167AAF8	6,168,523	TEVA PHARMACEUTICAL FINANCE NETHER	300,000	252,824	1,025	253,849
88167AAF8	6,168,525	TEVA PHARMACEUTICAL FINANCE NETHER	210,000	176,645	718	177,363
88167AAF8	6,168,527	TEVA PHARMACEUTICAL FINANCE NETHER	120,000	101,540	410	101,950
90331HMS9	6,168,533	US BANK NA/CINCINNATI OH	4,000,000	3,990,507	29,244	4,019,751
907825AA1	6,168,535	UNION PACIFIC RAILROAD CO	284,593	302,724	4,430	307,154
91911XAS3	6,168,539	VALEANT PHARMACEUTICALS INTERNATIO	55,000	54,512	1,174	55,686
92769XAM7	6,168,541	VIRGIN MEDIA SECURED FINANCE PLC	205,000	205,000	2,380	207,380
94974BGH7	6,168,545	WELLS FARGO & CO	1,700,000	1,695,957	10,200	1,706,157
969457BM1	6,168,547	WILLIAMS COMPANIES INC	183,000	194,242	2,046	196,288
02109TAC6	6,168,551	ALROSA FINANCE SA	250,000	250,000	9,580	259,580
02364WAJ4	6,168,553	AMXLMM 6 3/8 03/01/35	375,000	396,937	3,984	400,921
02364WAV7	6,168,555	AMERICA MOVIL SAB DE CV	96,000	96,702	413	97,115

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
03512TAA9	6,168,557	ANGLOGOLD HOLDINGS PLC	95,000	94,965	227	95,192
44,286,939	6,168,559	DOLPHIN ENERGY LTD REGS	4,672	4,682	104	4,786
44,286,939	6,168,561	DOLPHIN ENERGY LTD REGS	127,312	128,828	2,832	131,659
44,286,939	6,168,563	DOLPHIN ENERGY LTD REGS	127,312	128,768	2,832	131,600
44,286,939	6,168,565	DOLPHIN ENERGY LTD REGS	75,920	76,697	1,689	78,385
44,286,939	6,168,567	DOLPHIN ENERGY LTD REGS	23,360	24,127	520	24,646
45,230,040	6,168,569	TAQA ABU DHABI NATIONAL REGS	325,000	322,859	2,539	325,398
05890MAA1	6,168,571	BANCO DE CREDITO E INVERSIONES-SD	300,000	296,508	554	297,062
12563UAB3	6,168,573	CK HUTCHISON INTERNATIONAL (17) LT	450,000	447,882	1,138	449,019
151191BA0	6,168,575	CELULOSA ARAUCO Y CONSTITUCION SA	570,000	561,624	10,982	572,606
15132HAH4	6,168,577	CENCOSUD SA	450,000	448,513	5,688	454,201
168863CE6	6,168,579	CHILE (REPUBLIC OF)	255,000	254,601	3,554	258,155
191229AB9	6,168,581	COCA-COLA ICECEK AS	90,000	90,000	443	90,443
192714AC7	6,168,583	COLBUN SA	270,000	269,316	593	269,909
21987BAW8	6,168,585	CORPORACION NACIONAL DEL COBRE DE	300,000	295,042	2,719	297,761
23330JAA9	6,168,587	DP WORLD LTD 144A	160,000	143,182	3,623	146,805
26876FAA0	6,168,589	ENN ENERGY HOLDINGS LTD	245,000	244,344	6,860	251,204
26876FAA0	6,168,591	ENN ENERGY HOLDINGS LTD	75,000	75,481	2,100	77,581
279158AB5	6,168,593	ECOPETROL SA	250,000	258,143	5,189	263,332
368266AF9	6,168,595	GAZ CAPITAL (GAZPROM)	422,000	407,239	4,121	411,360
368266AF9	6,168,597	GAZ CAPITAL (GAZPROM)	225,000	227,999	2,197	230,196
368266AH5	6,168,599	GAZ CAPITAL SA	235,000	253,697	3,568	257,265
40049JAT4	6,168,601	GRUPO TELEVISA S.A. DE C.V.	115,000	130,764	1,358	132,121
40049JAV9	6,168,603	GRUPO TELEVISA SA	100,000	99,272	791	100,064
40049JAV9	6,168,605	GRUPO TELEVISA SA	100,000	99,804	791	100,595
40052VAE4	6,168,607	GRUPO BIMBO SAB DE CV	660,000	658,532	14,735	673,267
44841PAA3	6,168,609	HUTCHISON WHAMPOA LTD 144A	154,000	153,936	718	154,653
456829AB6	6,168,613	INFRAESTRUCTURA ENERGETICA NOVA SA	200,000	192,409	3,710	196,120
46128MAC5	6,168,617	INVERSIONES CMPC SA 144A	100,000	100,090	2,994	103,085
46128MAC5	6,168,619	INVERSIONES CMPC SA 144A	100,000	101,671	2,994	104,666
46128MAC5	6,168,621	INVERSIONES CMPC SA 144A	110,000	112,481	3,294	115,775
46128MAJ0	6,168,623	INVERSIONES CMPC SA	150,000	149,506	492	149,998
50064YAC7	6,168,625	KOREA HYDRO & NUCLEAR POWER CO LTD	450,000	445,929	6,413	452,341
50066AAM5	6,168,627	KOREA GAS CORPORATION	750,000	748,337	5,786	754,124
549876AA8	6,168,629	LUKOIL INTL FINANCE BV 144A	190,000	190,000	5,059	195,059
549876AD2	6,168,631	LUKOIL INTERNATIONAL FINANCE BV 144A	965,000	963,305	34,204	997,509
58516NAA2	6,168,633	MEGA ADVANCE INVESTMENTS	150,000	149,455	3,521	152,976
58516NAB0	6,168,635	MEGA ADVANCE INVESTMENTS	400,000	398,517	11,971	410,488
59284BAF5	6,168,637	MEXICHEM SAB DE CV	200,000	198,475	600	199,075
59284MAC8	6,168,639	MEXICO CITY AIRPORT TRUST	240,000	238,624	26	238,649

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
59284MAD6	6,168,641	MEXICO CITY AIRPORT TRUST	210,000	208,736	2,920	211,655
71647NAF6	6,168,643	PETROBRAS GLOBAL FINANCE BV	7,000	6,610	137	6,747
71647NAF6	6,168,645	PETROBRAS GLOBAL FINANCE BV	500,000	472,434	9,783	482,217
71654QCG5	6,168,647	PETROLEOS MEXICANOS	270,000	283,911	2,340	286,251
759470AX5	6,168,649	RELIANCE INDUSTRIES LTD	495,000	495,000	7,614	502,614
80413TAE9	6,168,651	SAUDI INTERNATIONAL BOND	240,000	237,345	1,378	238,723
84265VAA3	6,168,653	SOUTHERN PERU COPPER	250,000	268,269	4,896	273,164
84265VAA3	6,168,655	SOUTHERN PERU COPPER	545,000	582,808	10,673	593,481
84265VAA3	6,168,657	SOUTHERN PERU COPPER	240,000	270,799	4,700	275,499
84265VAA3	6,168,659	SOUTHERN PERU COPPER	350,000	378,259	6,854	385,114
87261PAD7	6,168,661	TNK-BP FINANCE SA 144A	215,000	214,133	3,854	217,987
91911TAE3	6,168,663	VALEBZ 8 1/4 01/17/34	450,000	464,240	10,725	474,965
91911TAE3	6,168,665	VALEBZ 8 1/4 01/17/34	250,000	259,584	5,958	265,542
91911TAH6	6,168,667	VALE OVERSEAS LIMITED	350,000	355,388	10,694	366,083
92908VAA9	6,168,669	VOTORANTIM OVERSEAS IV 144A	915,000	913,498	6,062	919,560
AO0617081	6,168,671	RUSSIAN FEDERATION (GOVERNMENT)	600,000	600,000	9,067	609,067
EG5180955	6,168,673	LUKOIL INTERNATIONAL FINANCE BV REGS	225,000	229,385	5,990	235,375
EG5180955	6,168,675	LUKOIL INTERNATIONAL FINANCE BV REGS	225,000	227,773	5,990	233,763
EH7816695	6,168,677	GAZ CAPITAL SA REGS	530,000	541,236	1,089	542,325
EH8543603	6,168,679	QTEL INTERNATIONAL FINANCE LTD	335,000	344,229	10,333	354,561
EH8543603	6,168,681	QTEL INTERNATIONAL FINANCE LTD	335,000	344,229	10,333	354,561
EH9826437	6,168,683	VOTO-VOTORANTIM OVERSEAS TRADING O	50,000	50,611	331	50,942
EI2462360	6,168,689	LI & FUNG LTD	200,000	200,698	4,900	205,598
EI3062946	6,168,691	GRUPO BIMBO SAB DE CV	225,000	224,078	3,687	227,765
EI3062946	6,168,693	GRUPO BIMBO SAB DE CV	100,000	100,386	1,639	102,024
EI4239113	6,168,695	GOLD FIELDS OROGEN HOLDING BVI LTD	225,000	217,150	731	217,882
EI4239113	6,168,697	GOLD FIELDS OROGEN HOLDING BVI LTD	200,000	193,023	650	193,673
EI4239113	6,168,699	GOLD FIELDS OROGEN HOLDING BVI LTD	375,000	361,917	1,219	363,136
EI4239113	6,168,701	GOLD FIELDS OROGEN HOLDING BVI LTD	225,000	217,150	731	217,882
EI4239113	6,168,703	GOLD FIELDS OROGEN HOLDING BVI LTD	200,000	193,023	650	193,673
EI4239113	6,168,705	GOLD FIELDS OROGEN HOLDING BVI LTD	200,000	193,023	650	193,673
EI4385726	6,168,707	RELIANCE HOLDING USA INC	350,000	343,717	525	344,242
EI4567625	6,168,709	CHINA OVERSEAS FINANCE (CAYMAN I L	400,000	396,408	10,450	406,858
EI4567625	6,168,711	CHINA OVERSEAS FINANCE (CAYMAN I L	100,000	98,937	2,613	101,549
EI9925369	6,168,715	GRUPO BIMBO SAB DE CV	200,000	199,966	2,400	202,366
EI9925369	6,168,717	GRUPO BIMBO SAB DE CV	100,000	100,034	1,200	101,234

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
195325BL8	6,168,723	COLOMBIA (REPUBLIC OF)	100,000	102,939	881	103,820
195325BL8	6,168,725	COLOMBIA (REPUBLIC OF)	32,000	32,951	282	33,233
195325BL8	6,168,727	COLOMBIA (REPUBLIC OF)	173,000	178,108	1,524	179,632
195325BL8	6,168,729	COLOMBIA (REPUBLIC OF)	28,000	28,832	247	29,078
195325BL8	6,168,731	COLOMBIA (REPUBLIC OF)	139,000	143,129	1,224	144,353
226775AD6	6,168,733	CROATIA (REPUBLIC OF)	600,000	596,230	3,931	600,161
29245JAH5	6,168,735	EMPRESA NACIONAL DEL PETROLEO ENAP	425,000	423,005	52	423,056
296464AA8	6,168,737	ESKOM HOLDINGS LTD	200,000	199,584	3,035	202,619
455780CD6	6,168,739	INDONESIA (REPUBLIC OF)	450,000	448,193	6,125	454,318
455780CE4	6,168,741	INDONESIA (REPUBLIC OF)	150,000	148,777	2,538	151,315
48266XAB1	6,168,743	KSA SUKUK LTD	1,050,000	1,050,000	1,164	1,051,164
48667QAA3	6,168,745	NK KAZMUNAYGAZ AO	293,000	294,611	8,838	303,449
48667QAA3	6,168,747	NK KAZMUNAYGAZ AO	436,000	438,400	13,151	451,551
48667QAN5	6,168,753	KAZMUNAYGAS NATIONAL CO JSC	300,000	297,303	475	297,778
48667QAP0	6,168,755	KAZMUNAYGAS NATIONAL CO JSC	270,000	265,329	518	265,847
48667QAP0	6,168,757	KAZMUNAYGAS NATIONAL CO JSC	180,000	176,447	345	176,792
501499AB3	6,168,759	KUWAIT INTL BOND	600,000	594,709	2,392	597,100
536878AF8	6,168,761	REPUBLIC OF LITHUANIA	300,000	298,071	2,654	300,725
698299AV6	6,168,763	PANAMA (REPUBLIC OF)	100,000	103,112	1,821	104,933
698299AV6	6,168,765	PANAMA (REPUBLIC OF)	100,000	119,295	1,821	121,116
715638BM3	6,168,767	PERU REPUBLIC OF (GOVERNMENT)	99,000	85,324	2,521	87,845
715638BM3	6,168,769	PERU REPUBLIC OF (GOVERNMENT)	251,000	217,536	6,393	223,929
71567PAH3	6,168,771	PERUSAHAAN PENERBIT SBSN INDONESIA	275,000	275,000	1,014	276,014
71567PAH3	6,168,773	PERUSAHAAN PENERBIT SBSN INDONESIA	225,000	225,389	830	226,219
71567PAH3	6,168,775	PERUSAHAAN PENERBIT SBSN INDONESIA	90,000	90,371	332	90,703
71568PAC3	6,168,777	PERUSAHAAN LISTRIK NEGARA (PERSERO	300,000	297,209	5,706	302,915
71568PAD1	6,168,779	PERUSAHAAN LISTRIK NEGARA (PERSERO	200,000	197,068	4,842	201,910
716564AA7	6,168,781	PETROLEOS DEL PERU SA	525,000	525,000	9,144	534,144
71657YAD4	6,168,783	PETRO CO TRIN/TOBAGO LTD 144A	660,000	659,028	13,764	672,792
716743AD1	6,168,785	PETRONAS CAPITAL LTD 144A	177,000	177,044	2,039	179,083
716743AD1	6,168,787	PETRONAS CAPITAL LTD 144A	100,000	100,022	1,152	101,174
716743AD1	6,168,789	PETRONAS CAPITAL LTD 144A	265,000	265,062	3,053	268,115
716743AD1	6,168,791	PETRONAS CAPITAL LTD 144A	100,000	100,161	1,152	101,314
716743AD1	6,168,793	PETRONAS CAPITAL LTD 144A	141,000	141,215	1,624	142,839
716743AD1	6,168,795	PETRONAS CAPITAL LTD 144A	100,000	100,063	1,152	101,215
716743AD1	6,168,797	PETRONAS CAPITAL LTD 144A	107,000	107,064	1,233	108,297
716743AD1	6,168,799	PETRONAS CAPITAL LTD 144A	100,000	100,052	1,152	101,204
78307ADB6	6,168,801	RUSSIAN FEDERATION (GOVERNMENT)	200,000	200,259	56	200,315

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
836205AN4	6,168,803	REPUBLIC OF SOUTH AFRICA	763,000	761,767	6,062	767,828
900123AW0	6,168,805	TURKEY (REPUBLIC OF)	500,000	599,205	8,809	608,014
900123AY6	6,168,807	TURKEY (REPUBLIC OF)	250,000	306,206	2,101	308,307
91086QBB3	6,168,809	MEXICO (UNITED MEXICAN STATES)	1,262,000	1,168,397	8,825	1,177,223
91087BAC4	6,168,811	MEXICO (UNITED MEXICAN STATES)	200,000	199,410	761	200,171
667294AT9	6,168,813	NORTHWEST AIRLINES INC	3,384,528	3,418,549	20,166	3,438,715
00003#AA1	6,168,815	A&E TELEVISION NETWORKS LLC	600,000	600,000	3,577	603,577
00003#AC7	6,168,817	A&E TELEVISION NETWORKS LLC	500,000	493,920	3,623	497,543
00168@AF3	6,168,819	ALS GROUP GENERAL PARTNERSHIP	700,000	700,000	6,743	706,743
00168@AF3	6,168,821	ALS GROUP GENERAL PARTNERSHIP	500,000	503,895	4,817	508,712
00168@AF3	6,168,823	ALS GROUP GENERAL PARTNERSHIP	1,000,000	1,005,062	9,633	1,014,695
003009A*8	6,168,825	ABERDEEN ASIA PACIFIC INCOME FUND	500,000	500,000	5,888	505,888
003009A*8	6,168,827	ABERDEEN ASIA PACIFIC INCOME FUND	300,000	301,323	3,533	304,855
003009A*8	6,168,829	ABERDEEN ASIA PACIFIC INCOME FUND	1,200,000	1,205,290	14,132	1,219,422
003009A*8	6,168,831	ABERDEEN ASIA PACIFIC INCOME FUND	1,000,000	1,004,408	11,776	1,016,185
003009A@6	6,168,833	ABERDEEN ASIA PACIFIC INCOME FUND	300,000	300,000	4,274	304,274
00802#AA4	6,168,835	AEROSTAR AIRPORT HOLDINGS LLC	1,324,000	1,324,000	8,247	1,332,247
008474A@7	6,168,837	AGNICO-EAGLE MINES LIMITED PRVT	500,000	500,000	2,223	502,223
00912XA#1	6,168,839	AIR LEASE CORPORATION	700,000	700,000	9,254	709,254
00912XA#1	6,168,841	AIR LEASE CORPORATION	500,000	503,795	6,610	510,405
031100E*7	6,168,845	AMETEK INC	100,000	98,443	321	98,764
031100E*7	6,168,847	AMETEK INC	1,100,000	1,084,780	3,533	1,088,313
04220@AA2	6,168,849	ARMENIA MOUNTAIN WIND LLC	234,011	234,011	2,564	236,575
04317@AG3	6,168,851	ARTHUR J GALLAGHER & CO	500,000	516,120	4,204	520,325
048303E*8	6,168,853	ATLANTIC CITY ELECTRIC CO	300,000	300,000	4,375	304,375
07387#AA2	6,168,855	BEAR SWAMP FINANCE LP	484,786	484,786	2,041	486,828
11283#AB7	6,168,859	BROOKFIELD POWER NY PRVT	5,000,000	5,779,234	110,813	5,890,046
12545RAA5	6,168,861	CREDOMATIC INTERNATIONAL CORP	873,720	955,564	10,272	965,836
12656*AF9	6,168,863	CSLB HOLDINGS INC	500,000	500,000	1,249	501,249
12656*AG7	6,168,865	CSLB HOLDINGS INC	300,000	300,000	933	300,933
147528E#6	6,168,867	CASEYS GENERAL STORES INC	700,000	700,000	9,562	709,562
147528E#6	6,168,869	CASEYS GENERAL STORES INC	500,000	498,440	6,830	505,270
147528E@8	6,168,871	CASEYS GENERAL STORES INC. PRVT	1,000,000	1,000,000	11,890	1,011,890
147528F*9	6,168,873	CASEYS GENERAL STORES INC	200,000	200,000	2,792	202,792
184691A#0	6,168,879	CLEARBRIDGE AMERICAN ENERGY MLP FU	225,166	225,166	451	225,618
184691A*4	6,168,881	CLEARBRIDGE AMERICAN ENERGY MLP FU	169,091	169,091	244	169,335

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
184691A*4	6,168,883	CLEARBRIDGE AMERICAN ENERGY MLP FU	112,727	113,376	163	113,539
184691A@2	6,168,885	CLEARBRIDGE AMERICAN ENERGY MLP FU	336,957	336,957	583	337,539
184691A@2	6,168,887	CLEARBRIDGE AMERICAN ENERGY MLP FU	224,638	229,192	388	229,580
184692C*0	6,168,889	CLEARBRIDGE AMERICAN ENERGY MLP FUND INC	120,640	123,928	14	123,942
185508A#5	6,168,891	CLECO POWER LLC	100,000	100,000	1,697	101,697
185508A#5	6,168,893	CLECO POWER LLC	100,000	100,000	1,697	101,697
212168AA6	6,168,895	CONTINENTAL WIND LLC	322,628	346,984	3,280	350,264
212168AA6	6,168,897	CONTINENTAL WIND LLC	80,657	86,746	820	87,566
24618#AG5	6,168,899	DELAWARE NORTH COMPANIES INC	300,000	300,000	2,980	302,980
25763#AE0	6,168,901	DONALDSON COMPANY INC	1,600,000	1,641,235	5,621	1,646,857
28501*AS4	6,168,903	ELECTRIC TRANSMISSION TEXAS LLC	200,000	200,000	1,917	201,917
28501*AS4	6,168,905	ELECTRIC TRANSMISSION TEXAS LLC	100,000	100,048	958	101,006
28501*AS4	6,168,907	ELECTRIC TRANSMISSION TEXAS LLC	300,000	300,144	2,875	303,019
28501*AS4	6,168,909	ELECTRIC TRANSMISSION TEXAS LLC	200,000	200,096	1,917	202,013
28501*AT2	6,168,911	ELECTRIC TRANSMISSION TEXAS LLC	300,000	300,000	4,860	304,860
34488@AA6	6,168,913	NFL TRUST VI	500,000	500,000	10,284	510,284
37636#AK6	6,168,919	GIVAUDAN UNITED STATES INC	1,000,000	1,000,000	7,792	1,007,792
40447@AE5	6,168,921	HMSHOST CORP	1,000,000	1,000,000	14,791	1,014,791
40637CA*1	6,168,923	HALMA PLC	250,000	250,000	2,020	252,020
40637CA@9	6,168,925	HALMA PLC	250,000	250,000	2,364	252,364
44930#AD1	6,168,927	ICL ISRAEL CHEMICALS LTD	800,000	824,176	10,718	834,894
44930#AE9	6,168,929	ICL ISRAEL CHEMICALS LTD	1,600,000	1,700,783	24,309	1,725,093
46574*AA7	6,168,931	ITT HOLDINGS LLC	2,600,000	2,600,000	45,298	2,645,298
46574*AA7	6,168,933	ITT HOLDINGS LLC	500,000	457,891	8,711	466,602
46574*AB5	6,168,935	ITT HOLDINGS LLC	700,000	623,951	12,507	636,458
48121@AC5	6,168,937	JRD HOLDINGS LLC	300,000	305,784	983	306,768
48121@AD3	6,168,939	JRD HOLDINGS LLC	102,857	105,567	401	105,968
486606H#6	6,168,941	KAYNE ANDERSON KYN FUND	200,000	200,000	2,009	202,009
486606H#6	6,168,943	KAYNE ANDERSON KYN FUND	300,000	300,000	3,014	303,014
486606H#6	6,168,945	KAYNE ANDERSON KYN FUND	100,000	100,288	1,005	101,293
486606H#6	6,168,947	KAYNE ANDERSON KYN FUND	100,000	100,288	1,005	101,293
486606H#6	6,168,949	KAYNE ANDERSON KYN FUND	500,000	501,441	5,023	506,465
486606H#6	6,168,951	KAYNE ANDERSON KYN FUND	500,000	501,441	5,023	506,465
486606H#6	6,168,953	KAYNE ANDERSON KYN FUND	300,000	300,865	3,014	303,879
486606H#6	6,168,955	KAYNE ANDERSON KYN FUND	300,000	300,865	3,014	303,879
486606J#4	6,168,957	KAYNE ANDERSON KYN FUND	100,000	100,000	1,346	101,346
486606J#4	6,168,959	KAYNE ANDERSON KYN FUND	100,000	100,000	1,346	101,346
486606J*8	6,168,961	KAYNE ANDERSON KYN FUND	100,000	100,000	1,173	101,173
486606J*8	6,168,963	KAYNE ANDERSON KYN FUND	100,000	100,000	1,173	101,173
486606J@6	6,168,965	KAYNE ANDERSON KYN FUND	100,000	100,000	1,309	101,309

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
48666*AA2	6,168,967	KCP&L GREATER MISSOURI OPERATIONS	400,000	400,000	2,947	402,947
497266A#3	6,168,969	KIRBY CORPORATION	275,000	275,000	1,330	276,330
497266A#3	6,168,971	KIRBY CORPORATION	225,000	225,000	1,088	226,088
497266B*6	6,168,973	KIRBY CORPORATION	715,000	715,000	4,182	719,182
497266B*6	6,168,975	KIRBY CORPORATION	585,000	585,000	3,422	588,422
53359#AA0	6,168,979	LINCOLN ELECTRIC HOLDINGS INC.	400,000	400,000	2,485	402,485
57169*AQ0	6,168,981	MARS INC	2,300,000	2,300,000	3,476	2,303,476
57169*AR8	6,168,983	MARS INC	200,000	200,000	371	200,371
57169*AT4	6,168,985	MARS INC	900,000	900,000	1,745	901,745
60040#AA0	6,168,987	MILLENNIUM PIPELINE CO LLC PRVT	294,488	294,488	1,352	295,840
62940QAA3	6,168,989	NSG HOLDINGS LLC 144A	820,013	820,013	24,008	844,021
670877AA7	6,168,991	OMX TIMBER FINANCE INVESTMENTS I L 144A	2,751,447	2,803,648	414	2,804,062
670877AA7	6,168,993	OMX TIMBER FINANCE INVESTMENTS I L 144A	4,000,000	4,075,888	602	4,076,491
677879CE6	6,168,995	OIL INSURANCE LTD 144A	5,300,000	4,680,360	24,894	4,705,253
677879CE6	6,168,997	OIL INSURANCE LTD 144A	500,000	441,543	2,348	443,892
677879CE6	6,168,999	OIL INSURANCE LTD 144A	360,000	145,719	1,691	147,410
73020*AE3	6,169,001	PNG COMPANIES LLC	1,000,000	1,008,615	15,033	1,023,649
731068A#9	6,169,003	POLARIS INDUSTRIES INC.	900,000	915,475	10,329	925,804
76823#AS0	6,169,005	RIVER FUEL FUNDING CO 3 INC	500,000	503,372	840	504,212
781172AB7	6,169,007	RUBY PIPELINE LLC	418,364	437,229	2,092	439,321
82011@AC7	6,169,011	SHARYLAND DISTRIBUTION & TRANSMISS	540,000	540,000	8,569	548,569
820439A#4	6,169,013	SHAWCOR LTD	198,724	198,724	654	199,377
820439A*8	6,169,015	SHAWCOR LTD	149,043	149,043	382	149,425
820439A@6	6,169,017	SHAWCOR LTD	248,404	248,404	785	249,189
85915#AF8	6,169,019	STERICYCLE INC.	500,000	500,000	5,174	505,174
859152E*7	6,169,021	STERIS CORPORATION	1,000,000	1,000,000	15,908	1,015,908
92239MC@8	6,169,023	VECTREN UTILITY HOLDINGS INC.	850,000	850,000	12,824	862,824
980745D#7	6,169,029	WOODWARD INC	150,000	150,000	523	150,523
980745D*1	6,169,031	WOODWARD INC	150,000	150,000	428	150,428
980745E#6	6,169,033	WOODWARD INC	150,000	150,000	523	150,523
980745E@8	6,169,035	WOODWARD INC	300,000	300,000	1,008	301,008
C0445#AK2	6,169,039	ARC RESOURCES LTD PRVT	800,000	1,000,000	22,929	1,022,929
C3298@AB6	6,169,041	ALS CANADA LTD	150,000	150,000	1,772	151,772
C4111#AF8	6,169,043	GRAYMONT LTD PRVT	1,769,231	1,769,231	37,477	1,806,708
C4862#AB8	6,169,045	ISLAND TIMBERLAND LP PRVT	5,000,000	5,496,477	51,333	5,547,810
C9716#AG4	6,169,047	WASTE CONNECTIONS INC	600,000	600,000	3,657	603,657
F3166#AD6	6,169,049	ESSILOR INTERNATIONAL (COMPAGNIE G	400,000	400,000	4,439	404,439
F3166#AD6	6,169,051	ESSILOR INTERNATIONAL (COMPAGNIE G	300,000	300,669	3,329	303,998
F3166#AE4	6,169,053	ESSILOR INTERNATIONAL (COMPAGNIE G	400,000	400,000	5,456	405,456

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
F3166#AE4	6,169,055	ESSILOR INTERNATIONAL (COMPAGNIE G	300,000	301,919	4,092	306,011
F3166#AH7	6,169,057	ESSILOR INTERNATIONAL (COMPAGNIE G	450,000	450,000	6,138	456,138
F3166#AH7	6,169,059	ESSILOR INTERNATIONAL (COMPAGNIE G	350,000	353,625	4,774	358,399
F3166#AJ3	6,169,061	ESSILOR INTERNATIONAL (COMPAGNIE G	450,000	450,000	6,754	456,754
F3166#AJ3	6,169,063	ESSILOR INTERNATIONAL (COMPAGNIE G	350,000	355,397	5,253	360,650
G0369@AU0	6,169,065	ANGLIAN WATER SERVICES LTD	1,150,000	1,150,000	1,963	1,151,963
G0369@AU0	6,169,067	ANGLIAN WATER SERVICES LTD	950,000	975,333	1,621	976,955
G0369@AV8	6,169,069	ANGLIAN WATER SERVICES LTD	1,000,000	1,072,974	21,485	1,094,458
G1591#AT9	6,169,071	BRITVIC PLC	700,000	722,356	5,854	728,210
G1696#AY2	6,169,073	BUNZL FINANCE PLC	400,000	400,000	3,451	403,451
G1910#AQ9	6,169,075	COBHAM PLC	660,000	654,982	14,292	669,274
G2044@AX3	6,169,077	COMPASS GROUP PLC	450,000	457,856	1,493	459,349
G2616#AF8	6,169,079	DCC TREASURY 2014 LTD	600,000	616,813	12,080	628,893
G2616#AH4	6,169,081	DCC TREASURY 2014 LTD	600,000	618,946	3,027	621,974
G2956@AK7	6,169,083	ABP ACQUISITIONS UK LTD	1,500,000	1,487,696	17,810	1,505,506
G3646#AA1	6,169,085	FORTH PORTS LTD	1,200,000	1,243,889	23,798	1,267,687
G4588#BC4	6,169,087	INTERMEDIATE CAPITAL GROUP PLC	2,000,000	2,000,000	42,689	2,042,689
G4588#BC4	6,169,089	INTERMEDIATE CAPITAL GROUP PLC	500,000	505,304	10,672	515,976
G7332#AB9	6,169,103	ROLLS-ROYCE AND PARTNERS	500,000	514,297	4,433	518,730
G7332#AG8	6,169,105	ROLLS-ROYCE AND PARTNERS	1,000,000	1,000,000	6,246	1,006,246
G7770#AB8	6,169,107	SAGE GROUP PLC	1,000,000	1,000,000	13,774	1,013,774
G7770#AC6	6,169,109	SAGE GROUP PLC	300,000	300,000	4,978	304,978
G7770#AC6	6,169,111	SAGE GROUP PLC	300,000	302,534	4,978	307,511
G7815@AF8	6,169,113	SAP IRELAND US FINANCIAL SERVICES	1,100,000	1,100,000	14,304	1,114,304
G7815@AG6	6,169,115	SAP IRELAND US FINANCIAL SERVICES	1,100,000	1,100,000	16,130	1,116,130
G8056*AA7	6,169,121	SEVERN TRENT WATER LTD	500,000	500,000	2,973	502,973
G9433*AA9	6,169,125	WARBURTONS 1876 LIMITED	800,000	800,000	68	800,068
K3752#AD0	6,169,127	COPENHAGEN ARPTS A/S SR NT SER B PRVT	1,000,000	1,000,000	19,113	1,019,113
K3752#AE8	6,169,129	COPENHAGEN ARPTS A/S SR NT SER B	500,000	500,000	10,167	510,167
K7017#AA8	6,169,131	MERIDIAN SPIRIT APS	632,665	632,665	2,250	634,915
N1492@AE6	6,169,145	BOSKALIS FINANCE BV	400,000	400,000	4,026	404,026
N4281@BX2	6,169,147	ROYAL VOPAK N.V.	900,000	900,000	16,665	916,665
N6704@AK5	6,169,149	OILTANKING FINANCE BV	700,000	700,000	618	700,618
N9061#AB4	6,169,151	VTTI MLP BV	200,000	200,000	3,680	203,680

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
Q3393*AL5	6,169,167	ELECTRANET PTY LTD	500,000	500,000	3,488	503,488
Q6518#AA8	6,169,169	NSW PORTS FINANCE CO PTY LTD	900,000	900,000	167	900,167
Q6518#AB6	6,169,171	NSW PORTS FINANCE CO PTY LTD	700,000	700,000	134	700,134
Q6646*AA7	6,169,173	NEW TERMINAL FINANCING CO PTY LTD	200,000	200,000	953	200,953
Q7160#AJ8	6,169,175	ORICA LIMITED	700,000	700,000	3,838	703,838
Q7160#AJ8	6,169,177	ORICA LIMITED	500,000	521,763	2,741	524,504
Q7397#AS3	6,169,179	VISY GMG	500,000	500,000	5,685	505,685
Q7450@AE0	6,169,181	PERTH AIRPORT PTY LTD	100,000	100,000	1,089	101,089
Q7450@AF7	6,169,183	PERTH AIRPORT PTY LTD	300,000	300,000	3,360	303,360
Q9582*AA7	6,169,193	WELLINGTON ELECTRICITY DISTRIBUTIO	300,000	300,000	466	300,466
Q9582*AA7	6,169,195	WELLINGTON ELECTRICITY DISTRIBUTIO	300,000	304,608	466	305,075
Q9582*AB5	6,169,197	WELLINGTON ELECTRICITY DISTRIBUTIO	150,000	150,000	262	150,262
Y8564*AB0	6,169,201	TEEKAY SHUTTLE TANKER FINANCE LLC	870,974	870,974	14,666	885,641
Y8564*AB0	6,169,203	TEEKAY SHUTTLE TANKER FINANCE LLC	870,974	870,974	14,666	885,641
Y8564*AB0	6,169,205	TEEKAY SHUTTLE TANKER FINANCE LLC	534,461	530,376	9,000	539,376
Y8564*AB0	6,169,207	TEEKAY SHUTTLE TANKER FINANCE LLC	534,461	530,376	9,000	539,376
060352AX9	6,169,209	BANK_17-BNK6	100,000	61,614	233	61,847
060352AX9	6,169,211	BANK_17-BNK6	100,000	61,755	233	61,988
060352AX9	6,169,213	BANK_17-BNK6	100,000	61,345	233	61,578
06541WBC5	6,169,215	BANK_17-BNK5	100,000	102,534	355	102,889
06541XAL4	6,169,217	BANK_17-BNK7	100,000	101,134	349	101,483
12508GAA4	6,169,219	CCUBS_17-C1	500,000	462,470	1,892	464,362
12508GAZ9	6,169,221	CCUBS_17-C1	400,000	403,675	1,514	405,188
12593GAJ1	6,169,223	COMM_15-PC1	50,000	50,874	191	51,065
12593GAJ1	6,169,225	COMM_15-PC1	50,000	50,874	191	51,066
12595EAH8	6,169,227	COMM_17-COR2	100,000	100,669	393	101,062
12595JAW4	6,169,229	CSAIL_17-CX10	250,000	254,215	885	255,100
12625KAM7	6,169,231	COMM_13-CR8	100,000	102,797	341	103,138
12626BAQ7	6,169,233	COMM_13-CR10	150,000	160,226	619	160,844
12626LAW2	6,169,235	COMM_13-CR11	500,000	530,347	2,223	532,570
12630BBF4	6,169,237	COMM_13-CR13	100,000	104,859	409	105,267
12632QBA0	6,169,239	COMM_14-CR18	400,000	416,861	1,485	418,347
17321RAJ5	6,169,241	CGCMT_13-GC17	100,000	108,775	425	109,200
17321RAL0	6,169,243	CGCMT_13-GC17	70,000	73,387	307	73,693
17321RAL0	6,169,245	CGCMT_13-GC17	100,000	104,838	438	105,276
17321RAM8	6,169,247	CGCMT_13-GC17	100,000	96,099	438	96,537
17322YAH3	6,169,249	CGCMT_14-GC25	100,000	103,430	390	103,820
17326DAH5	6,169,251	CGCMT_17-P8	100,000	100,406	368	100,774
21870KAJ7	6,169,253	CORE_15-WEST	200,000	202,697	582	203,280
21870PAN7	6,169,255	CORE_15-TEXW	300,000	305,172	994	306,166

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
23306NAL6	6,169,259	DBWF_15-LCM	200,000	178,368	589	178,957
23306NAL6	6,169,261	DBWF_15-LCM	200,000	178,112	589	178,701
24500EAL8	6,169,263	DAFC_17-AMO	400,000	385,626	1,252	386,879
30291KAQ3	6,169,265	FREMF_13-K30	100,000	100,317	306	100,623
30291NAG9	6,169,267	FREMF_13-K32	200,000	200,083	590	200,673
36250PAL9	6,169,269	GSMS_15-GC32	200,000	203,533	760	204,293
36251XAE7	6,169,271	GSMS_16-GS4	150,000	104,150	490	104,641
36251XAE7	6,169,273	GSMS_16-GS4	114,000	79,806	373	80,178
46636VAP1	6,169,275	JPMCC_11-C5	1,500,000	1,599,931	6,985	1,606,915
46639JAK6	6,169,277	JPMCC_13-C10	100,000	102,233	356	102,589
46640JAC1	6,169,281	JPMCC_13-C13	100,000	93,434	349	93,783
46641WBB2	6,169,285	JPMBB_14_C19	100,000	104,185	401	104,587
46644KAG5	6,169,287	JPMCC_15-FRR2	300,000	277,643	742	278,385
48128KAZ4	6,169,289	JPMCC_17-JP6	100,000	98,435	334	98,769
48128KAZ4	6,169,291	JPMCC_17-JP6	100,000	99,755	334	100,088
61691NAK1	6,169,293	MSC_17-HR2	200,000	201,364	728	202,092
61763XAL0	6,169,295	MSBAM_14-C18	200,000	198,503	772	199,275
61764RBL1	6,169,297	MSBAM_15-C20	100,000	99,919	384	100,303
61764XBP9	6,169,299	MSBAM_15-C21	280,000	276,616	1,003	277,619
74932BAG8	6,169,303	RBSCF_13-SMV	500,000	498,381	1,463	499,844
81753RAA7	6,169,305	RRT_14-1	100,000	77,269	—	77,269
90276TAM6	6,169,307	UBSCM_17-C5	100,000	102,219	360	102,579
92939HBC8	6,169,309	WFRBS_14-C23	100,000	99,527	333	99,860
94989EAL1	6,169,311	WFCM_15-LC20	150,000	146,929	507	147,436
94989EAL1	6,169,313	WFCM_15-LC20	100,000	98,607	338	98,945
94989NAL1	6,169,315	WFCM_15-C30	100,000	91,004	387	91,391
95000PAL8	6,169,317	WFCM_16-C37	100,000	103,261	387	103,648
95000YBD6	6,169,319	WFCM_17-C40	100,000	99,153	373	99,527
06650AAF4	6,169,321	BANK_17-BNK8	1,656,882	96,153	1,227	97,380
12595FAG7	6,169,323	CSAIL_17-CX9	3,658,458	181,986	3,170	185,156
17326CBE3	6,169,325	CGCMT_17-B1	1,562,866	93,341	1,301	94,642
17326DAJ1	6,169,327	CGCMT_17-P8	1,386,116	94,015	1,079	95,093
17326FAF4	6,169,329	CGCMT_17-C4	1,154,686	88,593	1,225	89,818
3137FAQF8	6,169,331	FHMS_KW03	1,624,494	94,384	1,334	95,718
46648KAW6	6,169,333	JPMDB_17-C7	1,445,353	93,970	1,272	95,242
00075WAP4	6,169,335	ABFC_06-HE1	183,858	123,615	62	123,677
004421UU5	6,169,337	ACE_06-NC1	100,000	96,008	38	96,047
07401NAP4	6,169,345	BSMF_06-AR5	293,524	284,189	103	284,292
12594XAM6	6,169,347	CSMC_17-HL1	200,000	200,419	583	201,002
12652CAR0	6,169,349	CSMC_17-HL2	500,000	494,592	1,458	496,050
30247DAE1	6,169,351	FFML_06-FF13	277,160	212,355	99	212,455
33850BAG2	6,169,353	FSMT_17-1	150,000	147,558	438	147,995
33850RAG7	6,169,355	FSMT_17-2	400,000	395,122	1,167	396,288
41165AAB8	6,169,357	HVMLT_07-5	192,098	180,874	136	181,010
46647EAE1	6,169,359	JPMMT_16-3	300,000	302,388	875	303,263
46647SAN0	6,169,361	JPMMT_17-3	500,000	498,785	1,458	500,243

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
46648CAH7	6,169,363	JPMMT_17-1	200,000	199,608	583	200,191
46648HAG8	6,169,365	JPMMT_17-2	300,000	297,366	875	298,241
46648HAZ6	6,169,367	JPMMT_17-2	97,843	97,910	306	98,216
46648UAG9	6,169,369	JPMMT_17-4	200,000	199,461	583	200,045
59980AAB3	6,169,371	MCMLT_17-2	173,306	174,985	469	175,454
59980AAC1	6,169,373	MCMLT_17-2	113,866	111,578	308	111,886
59980AAC1	6,169,375	MCMLT_17-2	100,000	98,373	271	98,644
59980CAF0	6,169,377	MCMLT_17-3	199,939	195,288	542	195,829
59981HAC5	6,169,379	MCMLT_17-1	50,000	49,501	135	49,637
81745XAG2	6,169,381	SEMT_17-4	150,000	150,409	438	150,847
81746FAG0	6,169,383	SEMT_17-6	500,000	501,061	1,458	502,520
81746GAG8	6,169,385	SEMT_17-7	300,000	299,983	875	300,858
81746HAA9	6,169,387	SEMT_17-CH1	167,896	177,185	567	177,751
81746HAN1	6,169,389	SEMT_17-CH1	100,000	102,846	333	103,180
81746JAN7	6,169,391	SEMT_17-CH2	100,000	102,167	333	102,501
89171YAC5	6,169,393	TPMT_15-2	100,000	102,517	298	102,816
89171YBA8	6,169,395	TPMT_15-2	200,000	213,972	719	214,691
89171YBD2	6,169,397	TPMT_15-2	100,000	105,133	360	105,493
89172PAC3	6,169,399	TPMT_16-2	200,000	193,663	500	194,163
89172PAD1	6,169,401	TPMT_16-2	300,000	291,311	750	292,061
89172RAD7	6,169,403	TPMT_15-6	100,000	101,447	313	101,759
89173FAC4	6,169,405	TPMT_17-1	200,000	203,055	625	203,680
89173HAC0	6,169,407	TPMT_17-2	200,000	203,574	625	204,199
93935FAC5	6,169,413	WMALT_06-AR6	153,883	111,481	303	111,784
93935YAA8	6,169,415	WMALT_06-AR10	181,754	135,139	61	135,200
62983PAB1	6,169,417	NAKILAT INC 144A	81,939	80,590	1,726	82,316
62983PAB1	6,169,419	NAKILAT INC 144A	102,424	113,966	2,157	116,123
11,428,878	6,169,421	RUSSIAN (FEDERATION OF) REGS	176,880	206,450	1,142	207,593
11,428,878	6,169,423	RUSSIAN (FEDERATION OF) REGS	222,785	260,030	1,439	261,469
11,428,878	6,169,425	RUSSIAN (FEDERATION OF) REGS	4,472	5,522	29	5,551
11,428,878	6,169,427	RUSSIAN (FEDERATION OF) REGS	40,317	47,057	260	47,317
698299AW4	6,169,429	PANAMA (REPUBLIC OF)	84,000	86,250	1,485	87,735
3128LCJD9	6,169,431	FGOLD 30YR	816,474	911,775	3,755	915,530
3128M4XA6	6,169,433	FGOLD 30YR GIANT	1,129,669	1,265,861	5,213	1,271,074
312928W26	6,169,435	FGOLD 30YR	191,369	213,606	880	214,486
312940J67	6,169,437	FGOLD 30YR	228,876	250,038	1,051	251,089
31406NCF9	6,169,439	FNMA 6MO LIBOR ARM	389,537	479,989	1,252	481,241
26250JAW0	6,169,445	DRSLF_12-25A	3,000,000	3,000,000	5,597	3,005,597
03072SVR3	6,169,447	AMSI_04-R10 M1	394,934	357,064	194	357,258
15200NAB1	6,169,449	CNP_09-1	47,354	47,085	346	47,431
17307GPF9	6,169,451	CMLTI_05-WF1 A5	104,259	109,608	457	110,065
17307GPF9	6,169,453	CMLTI_05-WF1 A5	123,912	131,593	544	132,136
20267VAA5	6,169,455	CBSLT_17-AGS	1,826,774	1,922,064	817	1,922,881
20267VAC1	6,169,457	CBSLT_17-AGS	1,500,000	1,499,473	868	1,500,340
20268KAA8	6,169,459	CBSLT_17-BGS	177,749	185,657	81	185,738
233046AF8	6,169,461	DNKN_17-1A	497,500	498,750	3,964	502,714

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
25755TAH3	6,169,463	DPABS_17-1A	99,250	99,250	68	99,318
27034MAB0	6,169,465	EARN_16-D	1,113,132	1,165,515	525	1,166,040
33830JAA3	6,169,467	GUYS_17-1	199,000	199,000	153	199,153
36185MAD4	6,169,469	GMACM_05-HE2 A4	644,162	633,850	2,723	636,574
46620VAA2	6,169,471	HENDR_17-2A	295,858	297,738	465	298,203
47215BAC1	6,169,473	JCPL_06-A A3	57,355	57,608	492	58,101
518889AE0	6,169,475	DRB_17-C	1,100,000	1,098,174	603	1,098,778
73316PAH3	6,169,479	POPLR_04-4 M1	1,095,469	1,094,500	4,037	1,098,537
83401BAC0	6,169,481	SOFI_17-F	200,000	199,917	121	200,038
83403YAC8	6,169,483	SOFI_17-B	100,000	101,280	62	101,342
83405DAD0	6,169,485	SOFI_17-B	200,000	199,846	119	199,965
83405LAC4	6,169,487	SOFI_17-5	200,000	199,925	123	200,048
83405QAC3	6,169,489	SCLP_17-6	200,000	199,957	117	200,074
83405QAC3	6,169,491	SCLP_17-6	100,000	99,571	59	99,630
83612TAB8	6,169,493	SVHE_07-OPT1 2A1	1,307,723	747,632	435	748,067
83612TAB8	6,169,495	SVHE_07-OPT1 2A1	64,405	41,002	21	41,024
92535VAA0	6,169,497	VBTOW_16-2A	1,474,684	1,476,757	3,407	1,480,164
92535VAB8	6,169,499	VBTOW_16-2A	200,000	199,995	613	200,608
95058XAE8	6,169,501	WEN_18-1A	399,000	399,000	1,980	400,980
0030092#3	6,169,503	ABERDEEN ASIA PACIFIC INC FND MRPS	12,000	300,000	1,169	301,169
18469P3#5	6,169,505	CLEARBRIDGE ENERGY MLP OPPOR FUND	1	100,000	666	100,666
18469P4#4	6,169,507	CLEARBRIDGE ENERGY MLP OPPOR FUND	2	200,000	1,332	201,332
18469Q3#3	6,169,509	CLEARBRIDGE ENERGY MLP TOT RET FND	1	100,000	666	100,666
18469Q4#2	6,169,511	CLEARBRIDGE ENERGY MLP TOT RET FND	1	100,000	666	100,666
7,924,509	6,169,513	AEGON NV	240,000	5,877,600	31,333	5,908,933
880591EH1	6,169,515	TENN VALLEY AUTHORITY	2,000,000	2,100,790	13,417	2,114,206
00737BAB1	6,169,517	ADS TACTICAL INC -TL	493,750	490,100	514	490,614
01168BAU5	6,169,519	ALASKA COMMUNICATIONS LLC TL	497,500	490,795	478	491,273
30676JAC2	6,169,521	FALMOUTH HOLDINGS GROUP CO - TL	362,233	362,233	348	362,581
67113HAC9	6,169,525	OTG MANAGEMENT LLC - TL	409,000	404,143	3,502	407,644
67113HAD7	6,169,527	OTG MANAGEMENT LLC TL-DD	10,225	10,225	92	10,317
67113HAD7	6,169,529	OTG MANAGEMENT LLC TL-DD	10,225	10,225	92	10,317
67113HAD7	6,169,531	OTG MANAGEMENT LLC TL-DD	6,646	6,646	60	6,706
67113HAD7	6,169,533	OTG MANAGEMENT LLC TL-DD	3,579	3,579	32	3,611
67113HAD7	6,169,535	OTG MANAGEMENT LLC TL-DD	5,522	5,522	50	5,571
67113HAD7	6,169,537	OTG MANAGEMENT LLC TL-DD	14,929	14,929	134	15,063
68218XAC6	6,169,539	ON LOCATION EVENTS LLC - TL	81,250	80,779	1,085	81,865
68218XAF9	6,169,541	ON LOCATION EVENTS LLC - TL	213,958	212,663	2,790	215,453
BIN0RMQ66	6,169,543	PSKW LLC - TL	193,300	191,902	216	192,118
BIN0RMQ66	6,169,545	PSKW LLC - TL	19,770	19,422	22	19,444

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
0010EPAF5	6,169,547	AEP TEXAS CENTRAL CO	1,390,000	1,702,213	19,514	1,721,727
00130HBX2	6,169,549	AES CORPORATION (THE)	40,000	40,000	1,107	41,107
00206RCY6	6,169,553	AT&T INC	2,000,000	1,999,213	13,289	2,012,502
002824AW0	6,169,555	ABBOTT LABORATORIES	10,000,000	9,998,814	176,458	10,175,273
002824BG4	6,169,557	ABBOTT LABORATORIES	1,500,000	1,490,847	29,885	1,520,733
00440EAV9	6,169,561	ACE INA HOLDINGS INC	50,000	49,878	828	50,706
00507UAF8	6,169,563	ALLERGAN FUNDING SCS	10,500,000	10,473,936	152,717	10,626,652
00507VAE9	6,169,565	ACTIVISION BLIZZARD INC	35,000	35,000	274	35,274
00508XAF1	6,169,567	ACTUANT CORPORATION	160,000	160,000	3,400	163,400
00724FAC5	6,169,571	ADOBE SYSTEMS INCORPORATED	400,000	396,957	3,250	400,207
00774CAB3	6,169,573	AECOM	150,000	150,000	982	150,982
00774CAB3	6,169,575	AECOM	250,000	248,311	1,637	249,948
00912XAN4	6,169,577	AIR LEASE CORPORATION	5,000,000	4,972,424	27,153	4,999,577
013822AB7	6,169,579	ALCOA NEDERLAND HOLDING BV	200,000	203,364	1,206	204,570
01609WAT9	6,169,581	ALIBABA GROUP HOLDING LTD	750,000	745,624	10,271	755,895
01609WAU6	6,169,583	ALIBABA GROUP HOLDING LTD	250,000	249,662	4,028	253,690
02155FAC9	6,169,585	ALTICE US FINANCE I CORP	200,000	200,000	5,072	205,072
023135BA3	6,169,589	AMAZON.COM INC	250,000	249,609	1,509	251,119
023761AA7	6,169,595	AMERICAN AIRLINES INC	480,500	480,500	3,703	484,202
02376UAA3	6,169,597	AMERICAN AIRLINES INC	2,413,138	2,413,138	25,402	2,438,540
029912BC5	6,169,599	AMERICAN TOWER CORPORATION	7,000,000	6,997,712	58,917	7,056,629
03040WAL9	6,169,601	AMERICAN WATER CAPITAL CORP	3,000,000	2,992,559	17,000	3,009,559
03073EAL9	6,169,603	AMERISOURCEBERGEN CORPORATION	3,000,000	3,014,157	47,033	3,061,190
032177AE7	6,169,607	AMSTED INDUSTRIES INC	110,000	110,000	703	110,703
032654AJ4	6,169,609	ANALOG DEVICES INC	3,000,000	2,994,511	44,200	3,038,711
032654AJ4	6,169,611	ANALOG DEVICES INC	4,700,000	4,742,195	69,247	4,811,442
035242AP1	6,169,613	ANHEUSER-BUSCH INBEV FINANCE INC	1,000,000	998,661	9,125	1,007,786
035287AD3	6,169,615	ANIXTER INC.	110,000	110,000	3,094	113,094
03674XAF3	6,169,617	ANTERO RESOURCES CORP	125,000	125,000	2,930	127,930
03674XAF3	6,169,619	ANTERO RESOURCES CORP	75,000	75,047	1,758	76,805
037833AS9	6,169,621	APPLE INC	3,000,000	3,026,654	50,313	3,076,967
037833CR9	6,169,623	APPLE INC	1,000,000	1,000,000	15,111	1,015,111
044209AF1	6,169,627	ASHLAND INC.	50,000	50,000	501	50,501
044209AF1	6,169,629	ASHLAND INC.	80,000	79,617	802	80,419
046353AL2	6,169,631	ASTRAZENECA PLC	2,000,000	1,992,607	30,938	2,023,545
053015AE3	6,169,633	AUTOMATIC DATA PROCESSING INC	250,000	249,791	1,078	250,869
055451AW8	6,169,637	BHP BILLITON FINANCE (USA) LTD	300,000	300,000	625	300,625
055451AX6	6,169,639	BHP BILLITON FINANCE (USA) LTD	600,000	600,000	1,350	601,350
06051GEM7	6,169,641	BANK OF AMERICA CORP	5,000,000	4,990,884	76,792	5,067,676
06051GEN5	6,169,643	BANK OF AMERICA CORP	6,000,000	5,941,639	82,250	6,023,889
06406HCS6	6,169,647	BANK OF NEW YORK MELLON CORP	7,000,000	6,984,162	61,746	7,045,908
06406RAD9	6,169,649	BANK OF NEW YORK MELLON CORP/THE	500,000	499,807	7,448	507,255

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
07330MAB3	6,169,653	BRANCH BANKING AND TRUST COMPANY	1,000,000	999,483	4,531	1,004,015
09247XAL5	6,169,661	BLACKROCK INC	4,500,000	4,490,532	18,813	4,509,345
095370AD4	6,169,663	BLUE CUBE SPINCO INC	120,000	120,000	533	120,533
109043AG4	6,169,665	BRIGGS & STRATTON CORP	15,000	15,000	390	15,390
11120VAA1	6,169,667	BRIXMOR OPERATING PARTNERSHIP LP	200,000	199,942	1,925	201,867
120111BN8	6,169,669	BUILDING MATERIALS CORP OF AMERICA	290,000	290,000	773	290,773
124857AP8	6,169,671	CBS CORP	500,000	496,575	5,153	501,727
1248EPBG7	6,169,673	CCO HOLDINGS LLC	115,000	115,580	3,091	118,671
1248EPBG7	6,169,675	CCO HOLDINGS LLC	45,000	45,000	1,209	46,209
12513GBC2	6,169,677	CDW LLC / CDW FINANCE CORP	65,000	65,000	542	65,542
12513GBC2	6,169,679	CDW LLC / CDW FINANCE CORP	30,000	29,934	250	30,184
12513GBC2	6,169,681	CDW LLC / CDW FINANCE CORP	100,000	100,000	833	100,833
12543DAU4	6,169,685	CHS/COMMUNITY HEALTH SYSTEMS INC	10,000	10,000	128	10,128
12543DAU4	6,169,687	CHS/COMMUNITY HEALTH SYSTEMS INC	45,000	45,199	577	45,775
125896BE9	6,169,689	CMS ENERGY CORPORATION	245,000	246,130	3,828	249,958
126304AK0	6,169,691	CSC HOLDINGS INC.	115,000	115,211	2,582	117,793
126304AK0	6,169,693	CSC HOLDINGS INC.	285,000	285,546	6,399	291,944
126304AK0	6,169,695	CSC HOLDINGS INC.	15,000	15,054	337	15,391
126307AC1	6,169,697	CSC HOLDINGS LLC	170,000	171,935	3,095	175,031
126650CL2	6,169,699	CVS CAREMARK CORP	500,000	507,748	5,436	513,184
126650CQ1	6,169,701	CVS HEALTH CORP	30,000	30,000	594	30,594
126650CS7	6,169,703	CVS HEALTH CORP	30,000	30,000	625	30,625
131347CA2	6,169,705	CALPINE CORP	120,000	120,613	2,120	122,733
131347CA2	6,169,707	CALPINE CORP	109,000	110,197	1,926	112,123
13645RAV6	6,169,709	CANADIAN PACIFIC RAILWAY CO	250,000	248,950	1,533	250,484
15135BAH4	6,169,715	CENTENE ESCROW CORP	45,000	45,000	582	45,582
156700AR7	6,169,717	CENTURYLINK INC	7,000,000	6,990,850	170,567	7,161,417
161175AY0	6,169,719	CHARTER COMMUNICATIONS OPERATING L	5,000,000	5,000,000	66,803	5,066,803
161175BB9	6,169,721	CHARTER COMMUNICATIONS OPERATING L	4,000,000	4,000,000	48,608	4,048,608
16411QAA9	6,169,723	CHENIERE ENERGY PARTNERS LP	75,000	75,000	328	75,328
16412XAG0	6,169,725	CHENIERE CORPUS CHRISTI HOLDINGS L	50,000	50,000	861	50,861
16412XAG0	6,169,727	CHENIERE CORPUS CHRISTI HOLDINGS L	170,000	171,383	2,928	174,312
16412XAG0	6,169,729	CHENIERE CORPUS CHRISTI HOLDINGS L	50,000	50,407	861	51,268
165167CQ8	6,169,731	CHESAPEAKE ENERGY CORPORATION	17,000	9,880	514	10,394
17275RAN2	6,169,733	CISCO SYSTEMS INC	4,720,000	4,717,783	27,091	4,744,874
184496AJ6	6,169,735	CLEAN HARBORS INC	16,000	16,000	210	16,210
184496AJ6	6,169,737	CLEAN HARBORS INC	75,000	75,158	984	76,143
184496AL1	6,169,739	CLEAN HARBORS INC.	20,000	20,000	427	20,427
191216BS8	6,169,743	COCA-COLA CO	500,000	499,399	160	499,559

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
195869AP7	6,169,751	COLONIAL PIPELINE CO	500,000	498,942	1,563	500,505
200339DX4	6,169,761	COMERICA BANK	500,000	497,700	5,222	502,922
20338HAB9	6,169,765	COMMSCOPE TECHNOLOGIES FINANCE LLC	75,000	73,462	479	73,941
20338HAB9	6,169,767	COMMSCOPE TECHNOLOGIES FINANCE LLC	130,000	127,927	831	128,757
20338HAB9	6,169,769	COMMSCOPE TECHNOLOGIES FINANCE LLC	25,000	24,822	160	24,981
20338HAB9	6,169,771	COMMSCOPE TECHNOLOGIES FINANCE LLC	95,000	94,322	607	94,929
20338HAB9	6,169,773	COMMSCOPE TECHNOLOGIES FINANCE LLC	230,000	228,358	1,469	229,827
20826FAD8	6,169,775	CONOCOPHILLIPS CO	5,000,000	4,993,897	77,236	5,071,133
21036PAL2	6,169,777	CONSTELLATION BRANDS INC	10,000	10,000	213	10,213
21036PAL2	6,169,779	CONSTELLATION BRANDS INC	65,000	65,135	1,381	66,516
21685WDD6	6,169,781	RABOBANK NEDERLAND/UTRECHT	8,000,000	7,973,636	71,472	8,045,108
22025YAM2	6,169,783	CORRECTIONS CORP OF AMERICA	25,000	25,000	86	25,086
22025YAM2	6,169,785	CORRECTIONS CORP OF AMERICA	30,000	30,088	103	30,191
22025YAP5	6,169,787	CORRECTIONS CORP OF AMERICA	25,000	25,000	578	25,578
22025YAP5	6,169,789	CORRECTIONS CORP OF AMERICA	30,000	30,163	694	30,857
228189AB2	6,169,793	CROWN AMERICAS LLC	30,000	30,000	398	30,398
228227BD5	6,169,795	CROWN CASTLE INTERNATIONAL CORP	35,000	34,898	541	35,439
228227BD5	6,169,797	CROWN CASTLE INTERNATIONAL CORP	45,000	44,935	696	45,631
228227BD5	6,169,799	CROWN CASTLE INTERNATIONAL CORP	30,000	29,957	464	30,420
228227BE3	6,169,801	CROWN CASTLE INTERNATIONAL CORP	45,000	44,878	98	44,975
23311RAC0	6,169,805	DCP MIDSTREAM LLC	3,000,000	3,113,590	37,375	3,150,965
23311RAE6	6,169,807	DCP MIDSTREAM LLC	1,000,000	964,141	4,090	968,231
23317HAD4	6,169,809	DDR CORP	129,000	128,320	1,169	129,489
23317HAE2	6,169,811	DDR CORP	150,000	148,915	1,594	150,509
23331ABH1	6,169,813	DR HORTON INC	40,000	40,000	486	40,486
23331ABH1	6,169,815	DR HORTON INC	40,000	40,264	486	40,750
233851CB8	6,169,817	DAIMLER FINANCE NORTH AMERICA LLC	300,000	298,954	2,567	301,521
233851CU6	6,169,819	DAIMLER FINANCE NORTH AMERICA LLC	1,000,000	996,434	11,021	1,007,455
23918KAP3	6,169,821	DAVITA INC	40,000	40,000	486	40,486
24718PAA5	6,169,823	DELPHI JERSEY HOLDINGS PLC	100,000	99,531	417	99,948
25272KAG8	6,169,825	DIAMOND 1 FINANCE CORPORATION/DIAM	2,000,000	1,999,389	41,178	2,040,567
25272KAU7	6,169,827	DIAMOND 1 FINANCE CORPORATION/DIAM	100,000	100,000	2,219	102,219
25272KAW3	6,169,829	DIAMOND 1 FINANCE CORP	100,000	100,000	2,692	102,692
25468PDF0	6,169,833	WALT DISNEY CO	1,050,000	1,048,082	4,043	1,052,125
25470XAB1	6,169,835	DISH DBS CORP	150,000	150,517	1,969	152,485
25470XAB1	6,169,837	DISH DBS CORP	40,000	40,372	525	40,897
25470XAY1	6,169,839	DISH DBS CORP	50,000	50,000	1,292	51,292

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
25470XAY1	6,169,841	DISH DBS CORP	45,000	45,344	1,163	46,506
25470XAY1	6,169,843	DISH DBS CORP	50,000	50,436	1,292	51,728
260003AM0	6,169,845	DOVER CORP	50,000	49,698	726	50,424
268317AS3	6,169,849	ELECTRICITE DE FRANCE SA	500,000	496,709	906	497,615
26875PAE1	6,169,851	EOG RESOURCES INC.	10,000,000	9,993,514	183,333	10,176,847
26884TAL6	6,169,853	ERAC USA FINANCE LLC	2,000,000	2,008,845	35,506	2,044,350
28368EAD8	6,169,855	EL PASO CORPORATION	50,000	51,252	975	52,227
284902AC7	6,169,857	ELDORADO GOLD CORPORATION	38,000	38,000	879	38,879
291011BG8	6,169,859	EMERSON ELECTRIC CO	500,000	498,836	6,563	505,398
29273AAA4	6,169,861	ENERGIZER HOLDINGS INC.	15,000	15,000	312	15,312
29273AAA4	6,169,863	ENERGIZER HOLDINGS INC.	90,000	90,310	1,870	92,180
29273RAK5	6,169,865	ENERGY TRANSFER PARTNERS LP	2,216,000	2,287,119	27,466	2,314,585
29273VAC4	6,169,867	ENERGY TRANSFER CO	15,000	15,320	50	15,370
29273VAF7	6,169,869	ENERGY TRANSFER EQUITY LP	120,000	118,538	2,750	121,288
29379VAP8	6,169,871	ENTERPRISE PRODUCTS OPERATING LLC	7,410,000	7,403,730	64,220	7,467,950
29444UAM8	6,169,873	EQUINIX INC	55,000	55,000	246	55,246
29444UAM8	6,169,875	EQUINIX INC	55,000	55,643	246	55,889
29444UAR7	6,169,877	EQUINIX INC	75,000	75,000	1,859	76,859
30251GAW7	6,169,879	FMG RESOURCES (AUGUST 2006) PTY LT	50,000	50,000	1,182	51,182
30251GAW7	6,169,881	FMG RESOURCES (AUGUST 2006) PTY LT	100,000	100,000	2,363	102,363
30251GAW7	6,169,883	FMG RESOURCES (AUGUST 2006) PTY LT	100,000	100,440	2,363	102,803
31428XAX4	6,169,885	FEDEX CORP	1,550,000	1,690,479	22,363	1,712,842
31428XBE5	6,169,887	FEDEX CORP	250,000	247,799	5,476	253,275
319963BN3	6,169,889	FIRST DATA CORP	40,000	40,000	454	40,454
319963BN3	6,169,891	FIRST DATA CORP	105,000	105,514	1,191	106,705
32008DAA4	6,169,893	FIRST DATA CORP	30,000	30,000	442	30,442
337932AC1	6,169,895	FIRSTENERGY CORPORATION	18,000	18,478	612	19,090
33938EAQ0	6,169,897	FLEXTRONICS INTERNATIONAL LTD.	115,000	115,000	1,123	116,123
33938EAS6	6,169,899	FLEXTRONICS INTERNATIONAL LTD.	90,000	90,000	950	90,950
341081FM4	6,169,901	FLORIDA POWER AND LIGHT CO	5,000,000	4,993,645	65,104	5,058,749
345397VM2	6,169,903	FORD MOTOR CREDIT CO LLC	285,000	283,891	6,818	290,709
345838AA4	6,169,905	FOREST LABORATORIES INC	113,000	113,000	2,134	115,134
34984VAB6	6,169,907	FORUM ENERGY TECHNOLOGIES INC CORPORATE	50,000	50,000	260	50,260
35803QAA5	6,169,909	FRESENIUS MEDICAL CARE US FINANCE	30,000	29,873	364	30,237
36162JAB2	6,169,911	THE GEO GROUP INC	120,000	120,000	320	120,320
361841AB5	6,169,913	GLP CAPITAL LP / GLP FINANCING II	15,000	15,000	328	15,328
361841AD1	6,169,915	GLP CAPITAL LP / GLP FINANCING II	55,000	55,000	1,341	56,341
361841AF6	6,169,917	GLP CAPITAL LP / GLP FINANCING II	35,000	35,000	941	35,941
364725BE0	6,169,919	GANNETT CO INC	90,000	89,490	255	89,745

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
369604BG7	6,169,921	GENERAL ELECTRIC CO	3,000,000	2,982,325	14,063	2,996,387
37045VAD2	6,169,925	GENERAL MOTORS CO	110,000	110,000	310	110,310
37045VAE0	6,169,927	GENERAL MOTORS CO	110,000	110,000	432	110,432
37045VAE0	6,169,929	GENERAL MOTORS CO	80,000	79,760	314	80,074
37045VAF7	6,169,931	GENERAL MOTORS CO	65,000	65,000	327	65,327
37045VAF7	6,169,933	GENERAL MOTORS CO	55,000	55,264	277	55,541
37045VAG5	6,169,935	GENERAL MOTORS CO	120,000	119,376	400	119,776
37045VAH3	6,169,937	GENERAL MOTORS CO	120,000	118,664	500	119,164
37045VAJ9	6,169,939	GENERAL MOTORS CO	120,000	119,158	520	119,678
37045VAJ9	6,169,941	GENERAL MOTORS CO	300,000	333,328	1,300	334,628
37045VAN0	6,169,943	GENERAL MOTORS CO	180,000	179,763	630	180,393
373298BR8	6,169,945	GP 7.75 11/15/2029	20,000	21,624	715	22,338
373298BR8	6,169,947	GP 7.75 11/15/2029	10,000	10,812	357	11,169
373298CF3	6,169,949	GEORGIA-PACIFIC LLC	285,000	296,054	6,713	302,767
375558AZ6	6,169,951	GILEAD SCIENCES INC	5,000,000	4,997,012	43,750	5,040,762
375558BF9	6,169,953	GILEAD SCIENCES INC	1,800,000	1,794,288	10,950	1,805,238
377316AM6	6,169,955	PH GLATFELTER CO	30,000	30,000	72	30,072
38141GGS7	6,169,957	GOLDMAN SACHS GROUP INC	4,000,000	3,997,621	61,972	4,059,593
382550BE0	6,169,959	GOODYEAR TIRE & RUBBER CO	60,000	60,000	1,418	61,418
382550BG5	6,169,961	GOODYEAR TIRE & RUBBER COMPANY (TH	85,000	83,918	529	84,447
383909AE8	6,169,963	WR GRACE & CO (CONNECTICUT DIVISIO	45,000	45,000	192	45,192
383909AF5	6,169,965	WR GRACE & CO (CONNECTICUT DIVISIO	15,000	15,000	70	15,070
383909AF5	6,169,967	WR GRACE & CO (CONNECTICUT DIVISIO	30,000	30,368	141	30,508
38869PAK0	6,169,969	GRAPHIC PACKAGING INTERNATIONAL IN	55,000	55,000	116	55,116
38869PAK0	6,169,971	GRAPHIC PACKAGING INTERNATIONAL IN	25,000	25,159	53	25,211
404119BN8	6,169,973	HCA INC	250,000	250,000	1,597	251,597
404119BQ1	6,169,975	HCA INC	85,000	85,000	198	85,198
404119BQ1	6,169,977	HCA INC	175,000	175,000	408	175,408
40414LAL3	6,169,979	HCP INC	10,000,000	9,975,104	81,806	10,056,910
404280BL2	6,169,981	HSBC HOLDINGS PLC	600,000	600,000	15,900	615,900
427866AU2	6,169,983	HERSHEY CO	2,500,000	2,494,348	15,556	2,509,903
428040CN7	6,169,985	HDTFS	10,000	10,000	28	10,028
431318AQ7	6,169,987	HILCORP ENERGY I LP	150,000	150,000	719	150,719
438516BL9	6,169,989	HONEYWELL INTERNATIONAL INC	225,000	215,338	2,813	218,150
44107TAT3	6,169,991	HOST HOTELS & RESORTS LP	20,000	20,000	158	20,158
44107TAT3	6,169,993	HOST HOTELS & RESORTS LP	70,000	71,097	554	71,651
44107TAT3	6,169,995	HOST HOTELS & RESORTS LP	75,000	77,672	594	78,266
44962LAA5	6,169,999	IHS MARKIT LTD	35,000	35,000	875	35,875
44962LAA5	6,170,001	IHS MARKIT LTD	60,000	60,580	1,500	62,080
460599AC7	6,170,009	INTERNATIONAL GAME TECHNOLOGY	200,000	201,814	2,744	204,558

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
461070AM6	6,170,011	INTERSTATE POWER AND LIGHT CO	1,000,000	998,017	7,178	1,005,195
46284PAQ7	6,170,013	IRON MOUNTAIN INC	120,000	120,000	1,520	121,520
46284VAC5	6,170,015	IRON MOUNTAIN INC	50,000	50,000	311	50,311
466112AR0	6,170,017	JBS USA LLC/JBS USA FINANCE INC	55,000	55,000	1,195	56,195
466112AR0	6,170,019	JBS USA LLC/JBS USA FINANCE INC	30,000	30,207	652	30,858
46625HMN7	6,170,021	JPMORGAN CHASE & CO	1,000,000	997,139	11,483	1,008,623
466313AG8	6,170,023	JABIL CIRCUIT INC	30,000	30,000	180	30,180
478160AV6	6,170,027	JOHNSON & JOHNSON	4,000,000	3,927,547	30,000	3,957,547
482539AA1	6,170,029	KLX INC	80,000	80,000	1,958	81,958
482539AA1	6,170,031	KLX INC	40,000	40,104	979	41,084
482539AA1	6,170,033	KLX INC	40,000	40,104	979	41,084
491674BK2	6,170,035	KENTUCKY UTILITIES CO	400,000	399,868	1,100	400,968
501797AM6	6,170,037	L BRANDS INC	120,000	120,000	2,700	122,700
501797AM6	6,170,039	L BRANDS INC	75,000	75,000	1,688	76,688
513075BH3	6,170,041	LAMAR MEDIA CORP	55,000	55,000	870	55,870
513075BL4	6,170,043	LAMAR MEDIA CORP	15,000	15,000	216	15,216
514666AJ5	6,170,045	LAND O LAKES INC	10,000	10,000	277	10,277
526057BS2	6,170,047	LENNAR CORPORATION	135,000	135,000	712	135,712
526057CG7	6,170,049	LENNAR CORPORATION	285,000	285,000	9,441	294,441
526057CU6	6,170,051	LENNAR CORPORATION	50,000	50,000	944	50,944
53219LAM1	6,170,053	LIFEPOINT HOSPITALS INC	15,000	15,000	344	15,344
53219LAN9	6,170,055	LIFEPOINT HEALTH INC	90,000	90,000	2,203	92,203
53219LAQ2	6,170,057	LIFEPOINT HEALTH INC	25,000	25,000	672	25,672
53219LAQ2	6,170,059	LIFEPOINT HEALTH INC	100,000	98,136	2,688	100,823
532716AS6	6,170,061	LIMITED BRANDS INC	230,000	230,000	8,050	238,050
532716AT4	6,170,063	LIMITED BRANDS INC	25,000	25,000	138	25,138
534187AU3	6,170,065	LINCOLN NATIONAL CORPORATION	2,000,000	2,000,000	2,688	2,002,688
536797AC7	6,170,067	LITHIA MOTORS INC.	40,000	40,000	525	40,525
546676AW7	6,170,069	LOUISVILLE GAS AND ELECTRIC COMPAN	250,000	249,917	688	250,605
546676AW7	6,170,071	LOUISVILLE GAS AND ELECTRIC COMPAN	1,000,000	1,016,496	2,750	1,019,246
55342UAG9	6,170,077	MPT OPERATING PARTNERSHIP LP / MPT	70,000	70,000	919	70,919
55342UAH7	6,170,079	MPT OPERATING PARTNERSHIP LP / MPT	125,000	125,000	278	125,278
55354GAB6	6,170,081	MSCI INC	65,000	65,000	789	65,789
553794AC2	6,170,083	MUFG AMERICAS HOLDINGS CORP	500,000	498,115	3,375	501,490
55616XAF4	6,170,087	MACY S RETAIL HOLDINGS INC	5,000,000	4,983,104	57,049	5,040,153
55907RAA6	6,170,089	MAGELLAN MIDSTREAM PARTNERS LP	5,000,000	4,994,350	53,125	5,047,475
559222AR5	6,170,091	MAGNA INTERNATIONAL INC.	250,000	249,243	865	250,107
58502BAA4	6,170,093	MEDNAX INC	60,000	60,000	1,313	61,313
58933YAR6	6,170,097	MERCK SHARP & DOHME CORP	2,500,000	2,497,084	15,469	2,512,553
59001AAQ5	6,170,099	MERITAGE HOMES CORP	120,000	120,000	700	120,700

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
59001AAY8	6,170,101	MERITAGE HOMES CORP	60,000	60,000	1,500	61,500
59001ABA9	6,170,103	MERITAGE HOMES CORP	55,000	55,254	1,135	56,389
59001ABA9	6,170,105	MERITAGE HOMES CORP	70,000	70,000	1,445	71,445
594918BB9	6,170,107	MICROSOFT CORP	2,000,000	1,997,045	11,850	2,008,895
615369AE5	6,170,109	MOODY S CORP	200,000	203,205	3,092	206,297
615394AK9	6,170,111	MOOG INC	60,000	60,000	1,313	61,313
620076BF5	6,170,113	MOTOROLA SOLUTIONS INC	3,750,000	3,700,484	25,000	3,725,484
626717AJ1	6,170,115	MURPHY OIL CORPORATION	125,000	125,000	1,517	126,517
626738AC2	6,170,117	MURPHY OIL USA INC	45,000	45,000	570	45,570
626738AC2	6,170,119	MURPHY OIL USA INC	45,000	45,158	570	45,728
626738AD0	6,170,121	MURPHY OIL USA INC	15,000	15,000	422	15,422
62886EAJ7	6,170,123	NCR CORP	30,000	30,000	442	30,442
62886EAR9	6,170,125	NCR CORP	20,000	20,000	444	20,444
62886EAS7	6,170,127	NCR CORP	20,000	20,000	482	20,482
62886EAS7	6,170,129	NCR CORP	45,000	45,260	1,084	46,344
63530QAE9	6,170,131	NATIONAL CINEMEDIA LLC	100,000	100,000	267	100,267
637432ND3	6,170,133	NATIONAL RURAL UTILITIES COOPERATI	2,000,000	1,999,141	14,883	2,014,024
64072TAC9	6,170,135	CSC HOLDINGS LLC	200,000	200,000	3,901	203,901
651229AQ9	6,170,141	NEWELL RUBBERMAID INC	2,000,000	1,998,507	33,333	2,031,841
651290AQ1	6,170,143	NEWFIELD EXPLORATION CO	70,000	69,890	1,313	71,202
65409QBA9	6,170,145	NIELSEN FINANCE LLC/NIELSEN FINANC	45,000	45,000	169	45,169
66977WAN9	6,170,149	NOVA CHEMICALS CORP	15,000	15,000	197	15,197
66977WAN9	6,170,151	NOVA CHEMICALS CORP	10,000	10,079	131	10,211
66977WAN9	6,170,153	NOVA CHEMICALS CORP	15,000	15,060	197	15,257
66977WAN9	6,170,155	NOVA CHEMICALS CORP	10,000	10,023	131	10,154
66977WAP4	6,170,157	NOVA CHEMICALS CORP	45,000	45,000	1,125	46,125
66989GAA8	6,170,159	NOVARTIS SECURITIES INVESTMENT LTD	3,000,000	2,999,483	34,594	3,034,077
67020YAD2	6,170,165	NUANCE COMMUNICATIONS INC	11,000	11,011	125	11,136
67020YAQ3	6,170,167	NUANCE COMMUNICATIONS INC	200,000	198,319	4,250	202,569
67059TAE5	6,170,169	NUSTAR LOGISTICS LP	100,000	100,000	47	100,047
67059TAE5	6,170,171	NUSTAR LOGISTICS LP	125,000	127,155	59	127,213
677347CE4	6,170,173	OHIO EDISON COMPANY	1,000,000	871,000	20,243	891,243
677415CF6	6,170,175	OHIO POWER COMPANY	350,000	431,672	4,877	436,548
680665AJ5	6,170,177	OLIN CORP	50,000	50,000	327	50,327
680665AJ5	6,170,179	OLIN CORP	150,000	150,000	982	150,982
682134AC5	6,170,181	OMNICOM GROUP INC.	5,000,000	4,995,369	46,972	5,042,341
682134AC5	6,170,183	OMNICOM GROUP INC.	5,000,000	4,970,410	46,972	5,017,382
683715AA4	6,170,185	OPEN TEXT CORPORATION	90,000	90,000	1,491	91,491
683715AB2	6,170,187	OPEN TEXT CORPORATION	135,000	135,000	3,305	138,305
68389XAM7	6,170,191	ORACLE CORP	3,000,000	2,969,709	47,479	3,017,188
68389XAU9	6,170,193	ORACLE CORP	4,000,000	3,994,026	42,689	4,036,714
688239AE2	6,170,195	OSHKOSH CORP	30,000	30,000	269	30,269
690872AB2	6,170,197	OWENS-BROCKWAY	30,000	30,000	72	30,072
690872AB2	6,170,199	OWENS-BROCKWAY	60,000	60,322	143	60,466

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
690872AB2	6,170,201	OWENS-BROCKWAY	120,000	120,537	287	120,824
693304AT4	6,170,203	PECO ENERGY CO	300,000	299,051	420	299,471
70109HAL9	6,170,207	PARKER-HANNIFIN CORPORATION	4,000,000	3,993,910	58,667	4,052,577
70109HAL9	6,170,209	PARKER-HANNIFIN CORPORATION	2,800,000	2,819,132	41,067	2,860,199
70109HAL9	6,170,211	PARKER-HANNIFIN CORPORATION	1,000,000	1,007,692	14,667	1,022,359
713291AH5	6,170,213	PEPCO HOLDINGS INC.	2,000,000	2,679,117	31,456	2,710,572
713448CM8	6,170,215	PEPSICO INC	5,000,000	4,994,524	30,000	5,024,524
713448CY2	6,170,217	PEPSICO INC	1,625,000	1,619,255	16,431	1,635,685
718172AH2	6,170,221	PHILIP MORRIS INTERNATIONAL INC	5,000,000	4,985,421	21,875	5,007,296
718172BQ1	6,170,223	PHILIP MORRIS INTERNATIONAL INC	100,000	99,260	750	100,010
720186AJ4	6,170,225	PIEDMONT NATURAL GAS COMPANY INC	1,000,000	999,492	6,000	1,005,492
727493AB4	6,170,229	PLANTRONICS INC	30,000	30,000	761	30,761
727493AB4	6,170,231	PLANTRONICS INC	30,000	30,164	761	30,925
727493AB4	6,170,233	PLANTRONICS INC	35,000	35,249	888	36,136
73179PAK2	6,170,235	POLYONE CORPORATION	20,000	20,000	134	20,134
74456QBH8	6,170,237	PUBLIC SERVICE ELECTRIC AND GAS CO	1,000,000	998,812	6,650	1,005,462
745867AM3	6,170,239	PULTE HOMES INC	55,000	52,660	1,636	54,297
745867AM3	6,170,241	PULTE HOMES INC	85,000	83,928	2,529	86,457
745867AW1	6,170,243	PULTE GROUP INC	110,000	110,000	1,008	111,008
74733VAD2	6,170,245	QEP RESOURCES INC	75,000	75,000	703	75,703
74736KAB7	6,170,247	QORVO INC	30,000	30,000	844	30,844
74736KAD3	6,170,249	QORVO INC	30,000	30,000	875	30,875
74819RAP1	6,170,251	QUEBECOR MEDIA INC	35,000	35,000	760	35,760
748767AF7	6,170,253	QUINTILES TRANSNATIONAL CORP	90,000	90,000	2,023	92,023
75281ABA6	6,170,255	RANGE RESOURCES CORP	75,000	75,000	479	75,479
75508EAA6	6,170,257	RAYONIER AM PRODUCTS INC	45,000	45,000	1,031	46,031
75508EAA6	6,170,259	RAYONIER AM PRODUCTS INC	45,000	45,567	1,031	46,598
75886AAJ7	6,170,261	REGENCY ENERGY PARTNERS LP	80,000	80,000	1,800	81,800
761735AD1	6,170,263	REYNOLDS GROUP LLC	67,575	67,597	981	68,578
771196BJ0	6,170,265	ROCHE HOLDINGS INC	200,000	198,839	2,850	201,689
772739AP3	6,170,267	ROCK-TENN CO	35,000	34,920	204	35,124
772739AQ1	6,170,269	ROCK-TENN CO	40,000	39,780	267	40,046
773903AG4	6,170,271	ROCKWELL AUTOMATION INC	1,500,000	1,476,822	7,188	1,484,010
775109BB6	6,170,273	ROGERS COMMUNICATIONS INC.	100,000	101,633	639	102,272
778296AA1	6,170,275	ROSS STORES INC	5,000,000	4,997,726	21,563	5,019,288
78486QAD3	6,170,277	SVB FINANCIAL GROUP	100,000	99,940	894	100,835
811054AG0	6,170,283	EW SCRIPPS CO	75,000	75,000	1,772	76,772
817565BW3	6,170,285	SERVICE CORP INTERNATIONAL	55,000	55,000	1,141	56,141
822582AX0	6,170,287	SHELL INTERNATIONAL FINANCE BV	1,915,000	1,943,244	14,288	1,957,532
82620KAE3	6,170,289	SIEMENS FINANCIERINGSMAATCHAPPIJ N	1,000,000	998,120	13,903	1,012,023
828807CV7	6,170,291	SIMON PROPERTY GROUP INC	1,050,000	1,044,825	6,125	1,050,950
828807CW5	6,170,293	SIMON PROPERTY GROUP INC	6,000,000	5,971,302	58,300	6,029,602

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
82967NAU2	6,170,295	SIRIUS XM RADIO INC	300,000	300,000	717	300,717
82967NBA5	6,170,297	SIRIUS XM RADIO INC	125,000	125,000	1,563	126,563
82967NBA5	6,170,299	SIRIUS XM RADIO INC	75,000	75,175	938	76,112
837004BW9	6,170,301	SOUTH CAROLINA ELECTRIC & GAS COMPANY	1,000,000	1,136,764	17,078	1,153,842
837004BZ2	6,170,303	SOUTH CAROLINA ELECTRIC & GAS COMPANY	1,000,000	1,077,289	8,750	1,086,039
845743BP7	6,170,305	SOUTHWESTERN PUBLIC SERVICE CO	1,000,000	1,002,140	12,467	1,014,606
852061AQ3	6,170,307	SPRINT NEXTEL CORP	135,000	141,637	1,575	143,212
852061AQ3	6,170,309	SPRINT NEXTEL CORP	80,000	83,961	933	84,894
853254AX8	6,170,311	STANDARD CHARTERED PLC	400,000	384,492	498	384,990
853496AB3	6,170,313	STANDARD INDUSTRIES INC	50,000	50,000	581	50,581
853496AC1	6,170,315	STANDARD INDUSTRIES INC	75,000	75,000	792	75,792
857477AT0	6,170,317	STATE STREET CORP	1,000,000	998,977	7,199	1,006,176
857477AT0	6,170,319	STATE STREET CORP	7,400,000	7,591,126	53,270	7,644,395
858119AZ3	6,170,321	STEEL DYNAMICS INC	10,000	10,000	23	10,023
858119AZ3	6,170,323	STEEL DYNAMICS INC	70,000	70,364	163	70,527
864486AH8	6,170,325	SUBURBAN PROPANE PARTNERS LP	110,000	110,000	2,521	112,521
865622BW3	6,170,327	SUMITOMO MITSUI BANKING CORPORATIO	1,000,000	997,232	9,936	1,007,168
86765LAK3	6,170,329	SUNOCO LP / SUNOCO FINANCE CORP	15,000	15,000	225	15,225
86765LAM9	6,170,331	SUNOCO LP / SUNOCO FINANCE CORP	15,000	15,000	240	15,240
871503AU2	6,170,333	SYMANTEC CORPORATION	25,000	25,000	56	25,056
87165BAD5	6,170,335	SYNCHRONY FINANCIAL	1,000,000	998,691	8,972	1,007,663
87236YAD0	6,170,337	TD AMERITRADE HOLDING CO	3,000,000	2,998,910	9,063	3,007,972
87243QAB2	6,170,339	TENET HEALTHCARE CORPORATION	25,000	25,000	125	25,125
87243QAB2	6,170,341	TENET HEALTHCARE CORPORATION	175,000	179,361	875	180,236
87264AAJ4	6,170,343	T-MOBILE USA INC	100,000	100,000	1,914	101,914
87264AAT2	6,170,345	T-MOBILE USA INC	15,000	15,000	36	15,036
87265HAF6	6,170,347	TRI POINTE GROUP INC	150,000	150,000	3,281	153,281
87265HAF6	6,170,349	TRI POINTE GROUP INC	100,000	100,000	2,188	102,188
87470LAD3	6,170,351	TALLGRASS ENERGY PARTNERS LP /TALL	75,000	75,000	2,590	77,590
87470LAD3	6,170,353	TALLGRASS ENERGY PARTNERS LP /TALL	150,000	150,563	5,179	155,742
87612BAM4	6,170,355	TARGA RESOURCES PARTNERS LP	10,000	9,973	263	10,235
87612BAY8	6,170,357	TARGA RESOURCES PARTNERS LP	20,000	20,000	173	20,173
87612BAY8	6,170,359	TARGA RESOURCES PARTNERS LP	55,000	55,042	474	55,517
87612BBE1	6,170,361	TARGA RESOURCES PARTNERS LP	250,000	250,000	3,359	253,359
877249AC6	6,170,363	TAYLOR MORRISON COMMUNITIES INC/MO	25,000	25,000	58	25,058
877249AC6	6,170,365	TAYLOR MORRISON COMMUNITIES INC/MO	55,000	55,148	128	55,276
879369AD8	6,170,367	TELEFLEX INCORPORATED	20,000	20,000	397	20,397
879369AD8	6,170,369	TELEFLEX INCORPORATED	45,000	45,505	893	46,398

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
88033GCA6	6,170,371	TENET HEALTHCARE CORPORATION	195,000	195,000	2,844	197,844
88037EAJ0	6,170,373	TENNECO INC	120,000	120,000	2,437	122,437
881609BA8	6,170,375	TESORO CORP	40,000	40,000	171	40,171
88160QAK9	6,170,377	TESORO LOGISTICS LP/TESORO LOGISTI	12,000	12,000	29	12,029
88160QAL7	6,170,379	TESORO LOGISTICS LP/TESORO LOGISTI	12,000	12,000	33	12,033
88160QAL7	6,170,381	TESORO LOGISTICS LP/TESORO LOGISTI	19,000	19,236	53	19,289
88167AAE1	6,170,383	TEVA PHARMACEUTICAL FINANCE NETHER	500,000	498,900	1,313	500,213
88167AAF8	6,170,385	TEVA PHARMACEUTICAL FINANCE NETHER	750,000	744,026	2,563	746,589
88167AAF8	6,170,387	TEVA PHARMACEUTICAL FINANCE NETHER	500,000	421,373	1,708	423,081
88167AAF8	6,170,389	TEVA PHARMACEUTICAL FINANCE NETHER	350,000	294,409	1,196	295,605
88167AAF8	6,170,391	TEVA PHARMACEUTICAL FINANCE NETHER	200,000	169,233	683	169,917
887315BH1	6,170,393	TIME WARNER COMPANIES INC	5,000,000	5,180,925	94,625	5,275,550
887317AN5	6,170,395	TIME WARNER INC	2,500,000	2,482,423	29,444	2,511,867
89152UAD4	6,170,397	TOTAL CAPITAL SA	10,000,000	9,989,882	156,986	10,146,868
89153VAL3	6,170,399	TOTAL CAPITAL INTERNATIONAL SA	3,600,000	3,699,874	7,875	3,707,749
89233P4C7	6,170,401	TOYOTA MOTOR CREDI MTN	3,000,000	2,997,053	50,250	3,047,303
89469AAB0	6,170,403	TREEHOUSE FOODS INC	45,000	45,000	280	45,280
896818AH4	6,170,405	TRIUMPH GROUP INC	102,000	102,000	414	102,414
896818AL5	6,170,407	TRIUMPH GROUP INC	45,000	45,000	984	45,984
902133AR8	6,170,411	TYCO ELECTRONICS GROUP SA	500,000	498,717	4,313	503,030
90265EAK6	6,170,413	UDR INC	500,000	499,111	1,667	500,777
90320MAA3	6,170,415	UPCB FINANCE IV LTD	200,000	200,000	3,165	203,165
90320MAA3	6,170,417	UPCB FINANCE IV LTD	215,000	214,248	3,403	217,651
90351DAB3	6,170,419	UBS GROUP FUNDING SWITZERLAND AG	250,000	249,636	1,060	250,696
904764AS6	6,170,421	UNILEVER CAPITAL CORP	250,000	247,804	1,959	249,763
907818DG0	6,170,423	UNION PACIFIC CORP	5,000,000	4,992,782	50,000	5,042,782
907818DK1	6,170,425	UNION PACIFIC CORPORATION	307,000	307,000	3,763	310,763
907825AA1	6,170,427	UNION PACIFIC RAILROAD CO	94,864	100,908	1,477	102,385
90932LAA5	6,170,429	UNITED AIRLINES INC	231,868	231,868	3,333	235,201
913017BR9	6,170,431	UNITED TECHNOLOGIES CORPORATION	4,000,000	3,995,488	8,000	4,003,488
91911XAS3	6,170,435	VALEANT PHARMACEUTICALS INTERNATIO	30,000	29,734	640	30,374
92277GAG2	6,170,437	VENTAS REALTY LP	3,000,000	2,981,813	36,438	3,018,250
92343EAF9	6,170,439	VERISIGN INC	55,000	55,000	1,272	56,272
92769XAL9	6,170,441	VIRGIN MEDIA SECURED FINANCE PLC	200,000	200,000	3,092	203,092
92826CAD4	6,170,443	VISA INC	10,000,000	9,971,094	119,875	10,090,969
92826CAE2	6,170,445	VISA INC	3,500,000	3,495,656	55,276	3,550,931
94106LAW9	6,170,451	WASTE MANAGEMENT INC	3,000,000	2,995,308	47,896	3,043,204

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
94973VBJ5	6,170,453	WELLPOINT INC	500,000	498,322	3,694	502,017
94974BGA2	6,170,455	WELLS FARGO & COMPANY	4,500,000	4,491,822	21,450	4,513,272
94974BGP9	6,170,457	WELLS FARGO & CO	1,300,000	1,298,240	4,102	1,302,343
96926JAA5	6,170,463	WILLIAM CARTER CO	10,000	10,000	111	10,111
96926JAA5	6,170,465	WILLIAM CARTER CO	100,000	100,482	1,108	101,590
983130AU9	6,170,467	WYNN LAS VEGAS LLC / WYNN LAS VEGA	120,000	120,000	2,139	122,139
98877DAC9	6,170,473	ZF NORTH AMERICA CAPITAL INC	150,000	148,900	40	148,940
00388WAC5	6,170,475	TAQA ABU DHABI NATIONAL	200,000	198,311	3,135	201,447
00388WAC5	6,170,477	TAQA ABU DHABI NATIONAL	200,000	201,267	3,135	204,402
02109TAC6	6,170,479	ALROSA FINANCE SA	400,000	400,000	15,328	415,328
02364WAJ4	6,170,481	AMXLMM 6 3/8 03/01/35	301,000	318,608	3,198	321,806
02364WAV7	6,170,483	AMERICA MOVIL SAB DE CV	129,000	129,943	555	130,498
02364WAW5	6,170,485	AMERICA MOVIL SAB DE CV	100,000	110,309	527	110,836
03512TAA9	6,170,487	ANGLOGOLD HOLDINGS PLC	45,000	44,984	108	45,091
03512TAA9	6,170,489	ANGLOGOLD HOLDINGS PLC	40,000	40,183	96	40,278
44,286,939	6,170,491	DOLPHIN ENERGY LTD REGS	85,264	86,279	1,897	88,176
44,286,939	6,170,493	DOLPHIN ENERGY LTD REGS	86,432	87,421	1,923	89,343
44,286,939	6,170,495	DOLPHIN ENERGY LTD REGS	51,392	51,918	1,143	53,061
44,286,939	6,170,497	DOLPHIN ENERGY LTD REGS	23,360	24,127	520	24,646
45,230,040	6,170,499	TAQA ABU DHABI NATIONAL REGS	220,000	218,551	1,719	220,269
05890MAA1	6,170,501	BANCO DE CREDITO E INVERSIONES-SD	500,000	494,180	924	495,103
08861JAA7	6,170,503	BHARTI AIRTEL INTERNATIONAL (NETHE	200,000	203,446	1,424	204,870
08861JAA7	6,170,505	BHARTI AIRTEL INTERNATIONAL (NETHE	200,000	203,443	1,424	204,866
12563UAB3	6,170,507	CK HUTCHISON INTERNATIONAL (17) LT	750,000	746,469	1,896	748,365
151191BA0	6,170,509	CELULOSA ARAUCO Y CONSTITUCION SA	950,000	936,040	18,304	954,344
15132HAH4	6,170,511	CENCOSUD SA	750,000	747,522	9,479	757,001
168863CE6	6,170,513	CHILE (REPUBLIC OF)	425,000	424,335	5,924	430,259
16951XAA0	6,170,515	CHINA RESOURCES GAS GROUP LTD	200,000	199,067	650	199,717
191229AB9	6,170,517	COCA-COLA ICECEK AS	150,000	150,000	738	150,738
191241AF5	6,170,519	COCA-COLA FEMSA SAB DE CV	300,000	295,313	6,781	302,095
192714AC7	6,170,521	COLBUN SA	450,000	448,860	988	449,848
21987BAW8	6,170,523	CORPORACION NACIONAL DEL COBRE DE	500,000	491,737	4,531	496,268
23330JAA9	6,170,525	DP WORLD LTD 144A	430,000	430,000	9,737	439,737
23330JAA9	6,170,527	DP WORLD LTD 144A	200,000	221,837	4,529	226,365
256853AB8	6,170,529	DOLPHIN ENERGY LTD	241,000	259,173	5,007	264,180
26876FAA0	6,170,531	ENN ENERGY HOLDINGS LTD	400,000	398,929	11,200	410,129
279158AB5	6,170,533	ECOPETROL SA	50,000	51,331	1,038	52,369
279158AB5	6,170,535	ECOPETROL SA	100,000	102,662	2,076	104,737
279158AB5	6,170,537	ECOPETROL SA	300,000	309,772	6,227	315,999
279158AJ8	6,170,539	ECOPETROL SA	68,000	67,571	1,698	69,269

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29245VAA3	6,170,541	EMPRESA NACIONAL DE TELECOMUNICACI	200,000	199,227	27	199,254
29245VAA3	6,170,543	EMPRESA NACIONAL DE TELECOMUNICACI	200,000	206,101	27	206,128
29245VAA3	6,170,545	EMPRESA NACIONAL DE TELECOMUNICACI	200,000	206,103	27	206,130
29246QAB1	6,170,547	EMPRESA DE TRANSPORTE DE PASAJEROS	275,000	268,808	3,667	272,475
31572UAF3	6,170,549	FIBRIA OVERSEAS FINANCE LTD	237,000	233,780	3,766	237,546
36120PAC7	6,170,551	GTL TRADE FINANCE INC	200,000	203,048	604	203,652
36120PAC7	6,170,553	GTL TRADE FINANCE INC	200,000	201,716	604	202,320
368266AF9	6,170,555	GAZ CAPITAL (GAZPROM)	316,000	304,947	3,086	308,032
368266AF9	6,170,557	GAZ CAPITAL (GAZPROM)	150,000	151,999	1,465	153,464
368266AH5	6,170,559	GAZ CAPITAL SA	75,000	69,998	1,139	71,137
368266AH5	6,170,561	GAZ CAPITAL SA	225,000	242,901	3,416	246,317
40049JAT4	6,170,563	GRUPO TELEVISA S.A. DE C.V.	110,000	125,078	1,299	126,377
40049JAV9	6,170,565	GRUPO TELEVISA SA	120,000	119,127	950	120,077
40049JAV9	6,170,567	GRUPO TELEVISA SA	315,000	350,484	2,493	352,977
40049JAZ0	6,170,569	GRUPO TELEVISA SA	280,000	304,450	5,462	309,912
40049JBA4	6,170,571	GRUPO TELEVISA SAB	200,000	193,467	4,667	198,133
40052VAE4	6,170,573	GRUPO BIMBO SAB DE CV	1,100,000	1,097,554	24,558	1,122,112
44841PAA3	6,170,575	HUTCHISON WHAMPOA LTD 144A	174,000	173,927	811	174,738
44841PAA3	6,170,577	HUTCHISON WHAMPOA LTD 144A	370,000	377,841	1,724	379,565
456829AB6	6,170,579	INFRAESTRUCTURA ENERGETICA NOVA SA	235,000	226,081	4,360	230,441
46128MAC5	6,170,581	INVERSIONES CMPC SA 144A	45,000	45,041	1,348	46,388
46128MAC5	6,170,583	INVERSIONES CMPC SA 144A	50,000	50,836	1,497	52,333
46128MAC5	6,170,585	INVERSIONES CMPC SA 144A	100,000	102,255	2,994	105,250
46128MAJ0	6,170,587	INVERSIONES CMPC SA	250,000	249,177	820	249,997
49989AAB5	6,170,589	KOC HOLDING AS	1,250,000	1,242,061	8,385	1,250,446
50064YAC7	6,170,591	KOREA HYDRO & NUCLEAR POWER CO LTD	305,000	302,240	4,346	306,587
50066AAD5	6,170,593	KOREA GAS CORPORATION	1,500,000	1,473,457	26,302	1,499,759
50066AAM5	6,170,595	KOREA GAS CORPORATION	1,250,000	1,247,229	9,644	1,256,873
549876AA8	6,170,597	LUKOIL INTL FINANCE BV 144A	156,000	156,000	4,153	160,153
549876AD2	6,170,599	LUKOIL INTERNATIONAL FINANCE BV 144A	620,000	618,911	21,976	640,887
58516NAA2	6,170,601	MEGA ADVANCE INVESTMENTS	100,000	99,637	2,347	101,984
58516NAB0	6,170,603	MEGA ADVANCE INVESTMENTS	250,000	249,073	7,482	256,555
59284BAB4	6,170,605	MEXICHEM SAB DE CV	200,000	198,887	1,138	200,024
59284BAD0	6,170,607	MEXICHEM SAB DE CV	200,000	192,240	1,575	193,815
59284BAD0	6,170,609	MEXICHEM SAB DE CV	200,000	192,240	1,575	193,815
59284BAD0	6,170,611	MEXICHEM SAB DE CV	200,000	215,220	1,575	216,795
59284BAE8	6,170,613	MEXICHEM SAB DE CV	200,000	199,050	1,436	200,486
59284BAE8	6,170,615	MEXICHEM SAB DE CV	500,000	495,148	3,590	498,738
59284BAF5	6,170,617	MEXICHEM SAB DE CV	300,000	297,713	900	298,613
59284MAA2	6,170,619	MEXICO CITY AIRPORT TRUST	300,000	297,426	35	297,461

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
59284MAA2	6,170,621	MEXICO CITY AIRPORT TRUST	250,000	251,848	30	251,878
59284MAA2	6,170,623	MEXICO CITY AIRPORT TRUST	200,000	201,479	24	201,502
59284MAC8	6,170,625	MEXICO CITY AIRPORT TRUST	400,000	397,706	43	397,749
59284MAD6	6,170,627	MEXICO CITY AIRPORT TRUST	350,000	347,893	4,866	352,759
62856RAB1	6,170,629	MYRIAD INTERNATIONAL HLDG BV	200,000	207,536	3,433	210,969
71647NAA7	6,170,631	PETROBRAS GLOBAL FINANCE BV	25,000	21,610	629	22,239
71647NAA7	6,170,633	PETROBRAS GLOBAL FINANCE BV	150,000	129,335	3,773	133,109
71647NAA7	6,170,635	PETROBRAS GLOBAL FINANCE BV	25,000	21,618	629	22,247
71647NAF6	6,170,637	PETROBRAS GLOBAL FINANCE BV	14,000	13,221	274	13,495
71647NAF6	6,170,639	PETROBRAS GLOBAL FINANCE BV	297,000	280,626	5,811	286,437
71647NAK5	6,170,641	PETROBRAS GLOBAL FINANCE BV	161,000	159,718	1,427	161,145
71654QCG5	6,170,643	PETROLEOS MEXICANOS	450,000	473,185	3,900	477,085
759470AX5	6,170,647	RELIANCE INDUSTRIES LTD	825,000	825,000	12,689	837,689
80413TAB5	6,170,649	SAUDI INTERNATIONAL BOND	650,000	642,535	293	642,828
80413TAE9	6,170,651	SAUDI INTERNATIONAL BOND	400,000	395,576	2,296	397,871
82655AAC7	6,170,653	SIGMA ALIMENTOS SA	600,000	598,987	12,306	611,293
84265VAA3	6,170,655	SOUTHERN PERU COPPER	90,000	96,577	1,763	98,339
84265VAA3	6,170,657	SOUTHERN PERU COPPER	370,000	395,668	7,246	402,914
84265VAA3	6,170,659	SOUTHERN PERU COPPER	300,000	336,348	5,875	342,223
84265VAA3	6,170,661	SOUTHERN PERU COPPER	150,000	169,249	2,938	172,187
84265VAA3	6,170,663	SOUTHERN PERU COPPER	200,000	216,148	3,917	220,065
84265VAA3	6,170,665	SOUTHERN PERU COPPER	200,000	209,718	3,917	213,634
84265VAE5	6,170,667	SOUTHERN COPPER CORP	313,000	331,713	880	332,593
84265VAG0	6,170,669	SOUTHERN COPPER CORP	280,000	228,392	7,064	235,456
87261PAD7	6,170,671	TNK-BP FINANCE SA 144A	145,000	144,416	2,599	147,014
87936UAA7	6,170,673	TELEFONICA CHILE SA	200,000	191,229	409	191,638
89387YAA9	6,170,675	TGI INTERNATIONAL LTD	200,000	204,438	1,298	205,736
91911TAE3	6,170,677	VALEBZ 8 1/4 01/17/34	200,000	207,667	4,767	212,434
91911TAH6	6,170,679	VALE OVERSEAS LIMITED	46,000	42,856	1,406	44,261
91911TAH6	6,170,681	VALE OVERSEAS LIMITED	445,000	451,851	13,597	465,448
91911TAH6	6,170,683	VALE OVERSEAS LIMITED	4,000	4,262	122	4,384
91911TAK9	6,170,685	VALE OVERSEAS LIMITED	175,000	182,048	5,715	187,763
91911TAK9	6,170,687	VALE OVERSEAS LIMITED	120,000	125,006	3,919	128,924
92908VAA9	6,170,689	VOTORANTIM OVERSEAS IV 144A	585,000	584,040	3,876	587,915
AO0617081	6,170,691	RUSSIAN FEDERATION (GOVERNMENT)	1,000,000	1,000,000	15,111	1,015,111
EF0492753	6,170,693	RAS LAFFAN LIQUEFIED NATURAL GAS C	138,168	143,190	630	143,820
EG5180955	6,170,695	LUKOIL INTERNATIONAL FINANCE BV REGS	150,000	152,923	3,994	156,917
EG5180955	6,170,697	LUKOIL INTERNATIONAL FINANCE BV REGS	150,000	151,848	3,994	155,842
EH7816695	6,170,699	GAZ CAPITAL SA REGS	340,000	347,208	699	347,907

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
EH8543603	6,170,701	QTEL INTERNATIONAL FINANCE LTD	225,000	231,198	6,940	238,138
EH8543603	6,170,703	QTEL INTERNATIONAL FINANCE LTD	225,000	231,198	6,940	238,138
EH9826437	6,170,705	VOTO-VOTORANTIM OVERSEAS TRADING O	130,000	131,588	861	132,449
EI0320727	6,170,709	EMPRESAS CMPC SA	300,000	305,081	8,983	314,064
EI2462360	6,170,711	LI & FUNG LTD	300,000	307,006	7,350	314,356
EI2462360	6,170,713	LI & FUNG LTD	150,000	150,523	3,675	154,198
EI2462360	6,170,715	LI & FUNG LTD	100,000	102,125	2,450	104,575
EI3062946	6,170,717	GRUPO BIMBO SAB DE CV	100,000	100,386	1,639	102,024
EI3062946	6,170,719	GRUPO BIMBO SAB DE CV	200,000	206,211	3,277	209,488
EI4218265	6,170,721	HONGKONG LAND FINANCE (CAYMAN ISLA	100,000	94,222	300	94,522
EI4385726	6,170,723	RELIANCE HOLDING USA INC	285,000	277,795	428	278,223
EI4385726	6,170,725	RELIANCE HOLDING USA INC	250,000	245,512	375	245,887
EI4567625	6,170,727	CHINA OVERSEAS FINANCE (CAYMAN I L	160,000	158,563	4,180	162,743
EI4567625	6,170,729	CHINA OVERSEAS FINANCE (CAYMAN I L	100,000	99,652	2,613	102,264
EI4567625	6,170,731	CHINA OVERSEAS FINANCE (CAYMAN I L	100,000	98,937	2,613	101,549
EI4567625	6,170,733	CHINA OVERSEAS FINANCE (CAYMAN I L	100,000	99,231	2,613	101,843
EI9925369	6,170,735	GRUPO BIMBO SAB DE CV	100,000	99,983	1,200	101,183
EI9925369	6,170,737	GRUPO BIMBO SAB DE CV	100,000	100,034	1,200	101,234
EJ0977938	6,170,739	TGI INTERNATIONAL LTD	200,000	204,035	1,298	205,334
EJ2163180	6,170,741	HONGKONG LAND FINANCE (CAYMAN ISLA	400,000	406,711	7,500	414,211
05674RAB0	6,170,743	BAHRAIN KINGDOM OF (GOVERNMENT)	275,000	274,820	5,427	280,248
05674RAF1	6,170,745	BAHRAIN KINGDOM OF (GOVERNMENT)	750,000	750,000	13,854	763,854
05965MAA1	6,170,747	BANCO DEL ESTADO DE CHILE	535,000	534,149	4,780	538,928
05970AAA0	6,170,749	BANCO NACIONAL DE COMERCIO EXTERIO	1,250,000	1,247,243	2,582	1,249,825
085209AC8	6,170,751	BERMUDA (GOVERNMENT)	200,000	200,000	2,292	202,292
105756BB5	6,170,753	BRAZIL (FEDERATIVE REPUBLIC OF)	135,000	194,959	3,125	198,084
105756BR0	6,170,755	BRAZIL (FEDERATIVE REPUBLIC OF)	170,000	199,977	3,028	203,005
105756BR0	6,170,757	BRAZIL (FEDERATIVE REPUBLIC OF)	87,000	102,266	1,550	103,816
105756BW9	6,170,759	BRAZIL FEDERATIVE REPUBLIC OF (GO	354,000	347,293	4,622	351,915
195325BL8	6,170,761	COLOMBIA (REPUBLIC OF)	340,000	343,746	2,995	346,741
195325BL8	6,170,765	COLOMBIA (REPUBLIC OF)	100,000	102,939	881	103,820
195325BL8	6,170,767	COLOMBIA (REPUBLIC OF)	77,000	79,289	678	79,967
195325BL8	6,170,769	COLOMBIA (REPUBLIC OF)	115,000	118,395	1,013	119,408
195325BL8	6,170,771	COLOMBIA (REPUBLIC OF)	70,000	72,079	617	72,696
195325BL8	6,170,773	COLOMBIA (REPUBLIC OF)	100,000	102,970	881	103,851
195325BM6	6,170,775	COLOMBIA (REPUBLIC OF)	69,000	82,346	1,209	83,555

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
195325BM6	6,170,777	COLOMBIA (REPUBLIC OF)	139,000	166,881	2,436	169,317
195325DL6	6,170,779	COLOMBIA REPUBLIC OF (GOVERNMENT)	250,000	246,882	161	247,043
200447AF7	6,170,781	COMISION FEDERAL DE ELECTRICIDAD	350,000	349,600	3,140	352,740
21987BAS7	6,170,783	CORPORACION NACIONAL DEL COBRE DE	160,000	159,873	1,560	161,433
21987BAV0	6,170,785	CORPORACION NACIONAL DEL COBRE DE	1,000,000	987,964	5,625	993,589
21987BAV0	6,170,787	CORPORACION NACIONAL DEL COBRE DE	200,000	197,216	1,125	198,341
226775AD6	6,170,789	CROATIA (REPUBLIC OF)	450,000	447,172	2,948	450,121
29245JAJ1	6,170,791	EMPRESA NACIONAL DEL PETROLEO ENAP	1,110,000	1,094,408	9,944	1,104,352
296464AA8	6,170,793	ESKOM HOLDINGS LTD	255,000	254,383	3,869	258,252
296464AA8	6,170,795	ESKOM HOLDINGS LTD	200,000	199,584	3,035	202,619
344593AA6	6,170,797	FONDO MIVIVIENDA SA	80,000	79,855	708	80,563
344593AA6	6,170,799	FONDO MIVIVIENDA SA	135,000	135,349	1,194	136,543
455780BK1	6,170,801	INDONESIA REPUBLIC OF (GOVERNMENT	277,000	275,986	173	276,159
455780BK1	6,170,803	INDONESIA REPUBLIC OF (GOVERNMENT	360,000	359,682	225	359,907
455780BK1	6,170,805	INDONESIA REPUBLIC OF (GOVERNMENT	200,000	197,753	125	197,878
455780BK1	6,170,807	INDONESIA REPUBLIC OF (GOVERNMENT	225,000	224,751	141	224,892
455780BV7	6,170,809	INDONESIA REPUBLIC OF (GOVERNMENT	375,000	373,808	5,591	379,399
455780BX3	6,170,811	INDONESIA REPUBLIC OF (GOVERNMENT	1,000,000	996,425	13,654	1,010,079
455780CD6	6,170,813	INDONESIA (REPUBLIC OF)	750,000	746,988	10,208	757,196
455780CE4	6,170,815	INDONESIA (REPUBLIC OF)	250,000	247,962	4,229	252,191
48667QAA3	6,170,823	NK KAZMUNAYGAZ AO	82,000	81,983	2,473	84,457
48667QAA3	6,170,825	NK KAZMUNAYGAZ AO	222,000	223,221	6,696	229,917
48667QAA3	6,170,827	NK KAZMUNAYGAZ AO	296,000	297,629	8,928	306,557
48667QAN5	6,170,839	KAZMUNAYGAS NATIONAL CO JSC	500,000	495,504	792	496,296
48667QAP0	6,170,841	KAZMUNAYGAS NATIONAL CO JSC	450,000	442,215	863	443,078
48667QAP0	6,170,843	KAZMUNAYGAS NATIONAL CO JSC	300,000	294,079	575	294,654
48668JAA8	6,170,845	NATSIONAL NYI HOLDING KAZAGRO AO	400,000	400,000	8,068	408,068
501499AB3	6,170,847	KUWAIT INTL BOND	1,000,000	991,181	3,986	995,167
536878AF8	6,170,849	REPUBLIC OF LITHUANIA	200,000	198,714	1,769	200,483
536878AG6	6,170,851	LITHUANIA (REPUBLIC OF)	442,000	466,262	7,321	473,583
536878AG6	6,170,853	LITHUANIA (REPUBLIC OF)	277,000	291,047	4,588	295,635
617726AG9	6,170,855	MOROCCO KINGDOM OF (GOVERNMENT)	300,000	297,325	6,391	303,716
69369EAD1	6,170,857	PERTAMINA (PERSERO) PT	240,000	236,488	7,120	243,608
698299AK0	6,170,859	PANAMA (REPUBLIC OF)	400,000	495,641	3,125	498,766
698299AS3	6,170,861	PANAMA 9.375% 1/16/2023	55,000	65,130	1,504	66,634

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
698299BB9	6,170,863	PANAMA REPUBLIC OF (GOVERNMENT)	300,000	300,000	72	300,072
698299BF0	6,170,865	PANAMA REPUBLIC OF (GOVERNMENT)	700,000	694,100	3,315	697,416
698299BF0	6,170,867	PANAMA REPUBLIC OF (GOVERNMENT)	200,000	204,317	947	205,264
715638AU6	6,170,869	PERU (THE REPUBLIC OF)	98,000	121,438	838	122,276
715638AU6	6,170,871	PERU (THE REPUBLIC OF)	98,000	121,833	838	122,671
715638BM3	6,170,873	PERU REPUBLIC OF (GOVERNMENT)	67,000	57,744	1,706	59,451
715638BM3	6,170,875	PERU REPUBLIC OF (GOVERNMENT)	166,000	143,868	4,228	148,096
715638BM3	6,170,877	PERU REPUBLIC OF (GOVERNMENT)	72,000	83,050	1,834	84,884
715638BM3	6,170,879	PERU REPUBLIC OF (GOVERNMENT)	188,000	213,178	4,788	217,966
715638BM3	6,170,881	PERU REPUBLIC OF (GOVERNMENT)	108,000	129,216	2,751	131,967
715638BM3	6,170,883	PERU REPUBLIC OF (GOVERNMENT)	238,000	285,345	6,062	291,407
715638BM3	6,170,885	PERU REPUBLIC OF (GOVERNMENT)	126,000	150,862	3,209	154,071
715638BM3	6,170,887	PERU REPUBLIC OF (GOVERNMENT)	94,000	112,548	2,394	114,942
71567PAH3	6,170,889	PERUSAHAAN PENERBIT SBSN INDONESIA	475,000	475,000	1,752	476,752
71567PAH3	6,170,891	PERUSAHAAN PENERBIT SBSN INDONESIA	375,000	375,648	1,383	377,032
71567PAH3	6,170,893	PERUSAHAAN PENERBIT SBSN INDONESIA	150,000	150,618	553	151,171
71568PAC3	6,170,895	PERUSAHAAN LISTRIK NEGARA (PERSERO	500,000	495,349	9,510	504,859
71568PAC3	6,170,897	PERUSAHAAN LISTRIK NEGARA (PERSERO	200,000	195,755	3,804	199,559
71568PAD1	6,170,899	PERUSAHAAN LISTRIK NEGARA (PERSERO	250,000	246,335	6,052	252,387
71654QAX0	6,170,901	PETROLEOS MEXICANOS	95,000	99,188	1,451	100,639
71654QAZ5	6,170,903	PETROLEOS MEXICANOS	305,000	351,579	8,205	359,784
71654QBE1	6,170,905	PETROLEOS MEXICANOS	265,000	265,980	5,020	271,001
71654QBE1	6,170,907	PETROLEOS MEXICANOS	105,000	104,567	1,989	106,556
71654QBR2	6,170,909	PETROLEOS MEXICANOS	125,000	124,113	2,169	126,282
71654QBV3	6,170,911	PETROLEOS MEXICANOS	145,000	144,407	1,815	146,221
71654QCB6	6,170,913	PETROLEOS MEXICANOS	750,000	748,832	12,461	761,293
71654QCD2	6,170,915	PETROLEOS MEXICANOS	1,000,000	1,000,000	5,139	1,005,139
716564AA7	6,170,917	PETROLEOS DEL PERU SA	875,000	875,000	15,240	890,240
716564AA7	6,170,919	PETROLEOS DEL PERU SA	200,000	198,321	3,483	201,805
71657YAD4	6,170,921	PETRO CO TRIN/TOBAGO LTD 144A	426,000	425,373	8,884	434,257
716743AD1	6,170,923	PETRONAS CAPITAL LTD 144A	114,000	114,028	1,313	115,342
716743AD1	6,170,925	PETRONAS CAPITAL LTD 144A	171,000	171,040	1,970	173,010
716743AD1	6,170,927	PETRONAS CAPITAL LTD 144A	100,000	100,161	1,152	101,314
716743AD1	6,170,929	PETRONAS CAPITAL LTD 144A	100,000	100,152	1,152	101,304
716743AD1	6,170,931	PETRONAS CAPITAL LTD 144A	100,000	100,063	1,152	101,215

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
716743AD1	6,170,933	PETRONAS CAPITAL LTD 144A	100,000	100,060	1,152	101,212
716743AD1	6,170,935	PETRONAS CAPITAL LTD 144A	100,000	100,052	1,152	101,204
718286AP2	6,170,937	PHILIPPINE (REPUBLIC OF)	105,000	139,368	1,395	140,762
718286BK2	6,170,939	PHILIPPINES (REPUBLIC OF)	375,000	376,837	4,417	381,254
718286CB1	6,170,941	PHILIPPINES (REPUBLIC OF)	350,000	350,000	3,202	353,202
760942AZ5	6,170,943	URUGUAY ORIENTAL REPUBLIC OF (GOV	55,000	54,967	529	55,497
760942BB7	6,170,945	URUGUAY (ORIENTAL REPUBLIC OF)	400,000	397,369	194	397,564
760942BB7	6,170,947	URUGUAY (ORIENTAL REPUBLIC OF)	110,000	109,277	53	109,330
760942BB7	6,170,949	URUGUAY (ORIENTAL REPUBLIC OF)	150,000	159,318	73	159,391
78307ADB6	6,170,951	RUSSIAN FEDERATION (GOVERNMENT)	100,000	100,130	28	100,157
78307ADE0	6,170,953	RUSSIAN FEDERATION (GOVERNMENT)	800,000	782,208	3,375	785,583
78307ADH3	6,170,955	RUSSIAN FEDERATION (GOVERNMENT)	400,000	389,462	2,938	392,400
831588AB4	6,170,957	SLOVAK REPUBLIC (GOVERNMENT)	265,000	263,882	5,153	269,035
836205AN4	6,170,959	REPUBLIC OF SOUTH AFRICA	518,000	517,163	4,115	521,278
900123AW0	6,170,961	TURKEY (REPUBLIC OF)	530,000	635,157	9,338	644,494
900123AY6	6,170,963	TURKEY (REPUBLIC OF)	266,000	325,803	2,235	328,039
900123CK4	6,170,965	TURKEY (REPUBLIC OF)	1,000,000	991,483	2,979	994,462
90015LAA5	6,170,967	TURKIYE IHRACAT KREDI BANKASI AS	250,000	249,366	3,098	252,464
91086QBB3	6,170,969	MEXICO (UNITED MEXICAN STATES)	160,000	174,420	1,119	175,539
91086QBG2	6,170,971	MEXICO (UNITED MEXICAN STATES) (GO	500,000	498,693	5,729	504,422
91087BAC4	6,170,973	MEXICO (UNITED MEXICAN STATES)	250,000	249,263	951	250,214
91822CAA6	6,170,975	VEB FINANCE PLC	275,000	275,000	5,339	280,339
91822CAA6	6,170,977	VEB FINANCE PLC	225,000	225,386	4,368	229,754
EI1085899	6,170,979	INDONESIA (REPUBLIC OF)	197,000	204,886	1,543	206,429
EI4606006	6,170,987	SINOCHEM OVERSEAS CAPITAL CO LTD	265,000	263,556	5,598	269,154
EI4606006	6,170,989	SINOCHEM OVERSEAS CAPITAL CO LTD	263,000	261,493	5,556	267,049
EI4606006	6,170,991	SINOCHEM OVERSEAS CAPITAL CO LTD	213,000	211,363	4,500	215,863
EI4606006	6,170,993	SINOCHEM OVERSEAS CAPITAL CO LTD	190,000	188,813	4,014	192,826
EI6144287	6,170,995	CROATIA (REPUBLIC OF)	244,000	240,565	1,599	242,164
EI8600344	6,170,997	NAMIBIA REPUBLIC OF (GOVERNMENT)	224,000	228,823	6,092	234,914
EI8600344	6,170,999	NAMIBIA REPUBLIC OF (GOVERNMENT)	275,000	290,141	7,478	297,620
EI8937415	6,171,001	QATAR STATE OF (GOVERNMENT)	225,000	237,389	3,630	241,018
EI8937415	6,171,003	QATAR STATE OF (GOVERNMENT)	200,000	211,924	3,226	215,150
EI8970978	6,171,005	EMPRESA NACIONAL DEL PETROLEO ENAP	251,000	256,174	4,802	260,976

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
EI8970978	6,171,007	EMPRESA NACIONAL DEL PETROLEO ENAP	180,000	183,241	3,444	186,685
EI8970978	6,171,009	EMPRESA NACIONAL DEL PETROLEO ENAP	265,000	269,993	5,070	275,063
EJ4730556	6,171,011	MOROCCO (KINGDOM OF)	275,000	282,033	4,527	286,560
EJ4730556	6,171,013	MOROCCO (KINGDOM OF)	275,000	282,033	4,527	286,560
EJ4730556	6,171,015	MOROCCO (KINGDOM OF)	340,000	348,481	5,597	354,079
EJ5266394	6,171,017	REPUBLIC OF COLUMBIA	360,000	358,483	1,208	359,690
00003#AC7	6,171,019	A&E TELEVISION NETWORKS LLC	1,000,000	987,841	7,245	995,086
001201A#9	6,171,021	AGL ENERGY LTD	500,000	500,000	7,468	507,468
00168@AB2	6,171,023	ALS GROUP GENERAL PARTNERSHIP	500,000	500,000	8,520	508,520
003009A@6	6,171,025	ABERDEEN ASIA PACIFIC INCOME FUND	300,000	300,000	4,274	304,274
00802#AA4	6,171,027	AEROSTAR AIRPORT HOLDINGS LLC	1,607,714	1,607,714	10,015	1,617,729
008474A@7	6,171,029	AGNICO-EAGLE MINES LIMITED PRVT	1,500,000	1,500,000	6,670	1,506,670
008474B#4	6,171,031	AGNICO-EAGLE MINES LIMITED	100,000	100,000	1,526	101,526
008474C#3	6,171,033	AGNICO-EAGLE MINES LIMITED	200,000	200,000	2,996	202,996
008474C*7	6,171,035	AGNICO-EAGLE MINES LIMITED	300,000	300,000	4,880	304,880
008474D*6	6,171,037	AGNICO-EAGLE MINES LIMITED	200,000	200,000	3,145	203,145
008474D@4	6,171,039	AGNICO-EAGLE MINES LIMITED	500,000	500,000	8,032	508,032
00912XA#1	6,171,041	AIR LEASE CORPORATION	800,000	800,000	10,576	810,576
01185*AA3	6,171,043	ALASKA VENTURES LLC	1,722,748	1,722,748	6,928	1,729,676
03028PC*5	6,171,045	AMERICAN TRANSMISSION COMPANY LLC	1,500,000	1,399,295	7,993	1,407,287
03028PC@3	6,171,047	AMERICAN TRANSMISSION COMPANY LLC	1,000,000	941,838	5,456	947,294
04317@AQ1	6,171,055	ARTHUR J GALLAGHER & CO	300,000	300,000	5,463	305,463
04317@AR9	6,171,057	ARTHUR J GALLAGHER & CO	100,000	100,000	1,883	101,883
048303E*8	6,171,059	ATLANTIC CITY ELECTRIC CO	1,200,000	1,200,000	17,500	1,217,500
05330KAA3	6,171,061	AUTOPISTAS METROPOLITANAS DE PUERT	1,449,750	1,449,750	8,427	1,458,177
070101D#4	6,171,063	BASIN ELECTRIC POWER COOPERATIVE	100,000	107,113	2,486	109,599
070101F@4	6,171,065	BASIN ELECTRIC POWER COOPERATIVE I	900,000	900,000	12,716	912,716
07387#AA2	6,171,067	BEAR SWAMP FINANCE LP	2,326,974	2,326,974	9,799	2,336,772
08866TAA0	6,171,069	BIB MERCHANT VOUCHER RECEIVABLES L	600,000	600,000	1,632	601,632
08888@AA6	6,171,071	BIF II SAFE HARBOR HOLDINGS LLC	500,000	500,000	1,985	501,985
12117#AA9	6,171,077	BUREAU VERITAS HOLDINGS INC	900,000	900,000	5,505	905,505
12545RAA5	6,171,079	CREDOMATIC INTERNATIONAL CORP	1,262,041	1,380,259	14,838	1,395,096
12656*AG7	6,171,081	CSLB HOLDINGS INC	400,000	400,000	1,244	401,244
12656*AL6	6,171,083	CSLB HOLDINGS INC	800,000	800,000	1,188	801,188
14313*AB9	6,171,085	CARMAX AUTO SUPERSTORES INC	100,000	100,000	46	100,046
14313*AB9	6,171,087	CARMAX AUTO SUPERSTORES INC	900,000	920,578	417	920,995

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
14313*AC7	6,171,089	CARMAX AUTO SUPERSTORES INC	100,000	100,000	47	100,047
14313*AC7	6,171,091	CARMAX AUTO SUPERSTORES INC	100,000	100,000	47	100,047
14456#AA4	6,171,093	CARRIX INC	750,000	750,000	9,403	759,403
14456#AB2	6,171,095	CARRIX INC	1,750,000	1,750,000	22,383	1,772,383
147528E#6	6,171,097	CASEYS GENERAL STORES INC	1,200,000	1,200,000	16,393	1,216,393
147528E@8	6,171,099	CASEYS GENERAL STORES INC. PRVT	5,000,000	5,000,000	59,450	5,059,450
147528F*9	6,171,101	CASEYS GENERAL STORES INC	400,000	400,000	5,583	405,583
147528G*8	6,171,103	CASEYS GENERAL STORES INC.	600,000	600,000	8,073	608,073
147528G@6	6,171,105	CASEYS GENERAL STORES INC.	1,000,000	1,000,000	7,226	1,007,226
171265A@0	6,171,111	CHUGACH ELECTRIC ASSOCIATION INC.	2,760,000	2,760,000	16,752	2,776,752
171265B#7	6,171,113	CHUGACH ELECTRIC ASSOCIATION INC.	665,000	665,000	2,915	667,915
18055#AX0	6,171,115	CLARION LION PROPERTIES FUND HOLDI	200,000	200,000	3,770	203,770
18055#AY8	6,171,117	CLARION LION PROPERTIES FUND HOLDI	200,000	200,000	3,820	203,820
18055#AZ5	6,171,119	CLARION LION PROPERTIES FUND HOLDI	500,000	500,000	9,675	509,675
184691A#0	6,171,121	CLEARBRIDGE AMERICAN ENERGY MLP FU	225,166	225,166	451	225,618
184691A*4	6,171,123	CLEARBRIDGE AMERICAN ENERGY MLP FU	169,091	169,091	244	169,335
184691A@2	6,171,125	CLEARBRIDGE AMERICAN ENERGY MLP FU	393,116	393,116	680	393,796
184691B*3	6,171,127	CLEARBRIDGE AMERICAN ENERGY MLP FU	226,435	226,435	469	226,904
185508A#5	6,171,129	CLECO POWER LLC	400,000	400,000	6,788	406,788
185508A#5	6,171,131	CLECO POWER LLC	700,000	700,000	11,878	711,878
200447A*1	6,171,133	COMISION FEDERAL DE ELECTRICIDAD	665,000	665,000	2,595	667,595
218333A*3	6,171,135	CORBION NV	1,000,000	1,000,000	15,058	1,015,058
23325PA@3	6,171,137	DNP SELECT INCOME FUND	400,000	400,000	3,300	403,300
24618#AG5	6,171,139	DELAWARE NORTH COMPANIES INC	300,000	300,000	2,980	302,980
24618#AH3	6,171,141	DELAWARE NORTH COMPANIES INC	100,000	100,000	1,284	101,284
24618#AK6	6,171,143	DELAWARE NORTH COMPANIES INC	200,000	200,000	2,940	202,940
28501*AB1	6,171,145	ELECTRIC TRANSMISSION TEXAS LLC PRVT	300,000	300,000	745	300,745
28501*AC9	6,171,147	ELECTRIC TRANSMISSION TEXAS LLC PRVT	250,000	250,000	2,911	252,911
28501*AT2	6,171,149	ELECTRIC TRANSMISSION TEXAS LLC	400,000	400,000	6,480	406,480
28501*AU9	6,171,151	ELECTRIC TRANSMISSION TEXAS LLC	500,000	500,000	9,028	509,028
32055RB*7	6,171,153	FIRST INDUSTRIAL LP	300,000	300,000	2,445	302,445
344868AA2	6,171,155	NFL TRUST V PRVT	6,500,000	6,500,000	200,922	6,700,922
34487*AA9	6,171,157	NFL TRUST IV PRVT	109,565	109,565	3,868	113,433
34487*AA9	6,171,159	NFL TRUST IV PRVT	238,261	238,261	8,411	246,672

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
34488@AA6	6,171,161	NFL TRUST VI	700,000	700,000	14,398	714,398
34502*AA0	6,171,163	FOOTBALL CLUB TERM NOTES 2032 TRUS	200,000	200,000	3,513	203,513
34502*AB8	6,171,165	FOOTBALL CLUB TERM NOTES 2032 TRUS	600,000	600,000	11,364	611,364
35086@AA9	6,171,167	FOUR CORNERS OPERATING PARTNERSHIP	400,000	400,000	7,488	407,488
36221*AC1	6,171,173	GPT OPERATING PARTNERSHIP LP	800,000	800,000	12,875	812,875
36221*AD9	6,171,175	GPT OPERATING PARTNERSHIP LP	600,000	600,000	9,792	609,792
372460C#0	6,171,177	GENUINE PARTS COMPANY	400,000	400,000	7,441	407,441
375916A#0	6,171,181	GILDAN ACTIVEWEAR INC.	100,000	100,000	495	100,495
375916B@1	6,171,183	GILDAN ACTIVEWEAR INC.	300,000	300,000	1,601	301,601
37636#AK6	6,171,185	GIVAUDAN UNITED STATES INC	900,000	900,000	7,013	907,013
40447@AE5	6,171,189	HMSHOST CORP	1,600,000	1,600,000	23,666	1,623,666
40637CA@9	6,171,191	HALMA PLC	750,000	750,000	7,092	757,092
41242*BB7	6,171,193	HARDWOOD FUNDING LLC	200,000	200,000	2,736	202,736
41242*BC5	6,171,195	HARDWOOD FUNDING LLC	100,000	100,000	1,408	101,408
41242*BG6	6,171,197	HARDWOOD FUNDING LLC	200,000	200,000	2,824	202,824
42241@AH2	6,171,199	HEARST COMMUNICATIONS INC	2,000,000	2,000,000	168	2,000,168
44416*AE6	6,171,201	HUDSON TRANSMISSION PARTNERS LLC	100,000	100,000	752	100,752
44416*AF3	6,171,203	HUDSON TRANSMISSION PARTNERS LLC	100,000	100,000	752	100,752
44416*AG1	6,171,205	HUDSON TRANSMISSION PARTNERS LLC	300,000	300,000	2,257	302,257
450636AA3	6,171,207	ITR CONCESSION CO LLC	3,300,000	3,300,000	40,781	3,340,781
450636B*5	6,171,209	ITR CONCESSION CO LLC	2,000,000	2,000,000	2,716	2,002,716
45662NA*4	6,171,211	INFINEON TECHNOLOGIES AG	100,000	100,000	285	100,285
45662NA@2	6,171,213	INFINEON TECHNOLOGIES AG	200,000	200,000	592	200,592
45672BA#4	6,171,215	INFORMA PLC	300,000	300,000	2,600	302,600
45672BB#3	6,171,217	INFORMA PLC	400,000	400,000	5,109	405,109
45672BB*7	6,171,219	INFORMA PLC	300,000	300,000	2,800	302,800
45672BB@5	6,171,221	INFORMA PLC	900,000	900,000	8,832	908,832
45672BC*6	6,171,223	INFORMA PLC	200,000	200,000	2,685	202,685
46574*AA7	6,171,225	ITT HOLDINGS LLC	1,200,000	1,200,000	20,907	1,220,907
46574*AB5	6,171,227	ITT HOLDINGS LLC	1,500,000	1,500,000	26,800	1,526,800
46659*AA5	6,171,229	JM FAMILY ENTERPRISES INC	900,000	900,000	14,895	914,895
47032@AM3	6,171,231	JAMES CAMPBELL CO LLC	100,000	100,000	1,271	101,271
47032@AN1	6,171,233	JAMES CAMPBELL CO LLC	100,000	100,000	1,287	101,287
47032@AQ4	6,171,235	JAMES CAMPBELL CO LLC	100,000	100,000	1,304	101,304
47032@AR2	6,171,237	JAMES CAMPBELL CO LLC	200,000	200,000	2,353	202,353
47032@AS0	6,171,239	JAMES CAMPBELL CO LLC	200,000	200,000	2,521	202,521
486606J#4	6,171,241	KAYNE ANDERSON KYN FUND	100,000	100,000	1,346	101,346
486606J#4	6,171,243	KAYNE ANDERSON KYN FUND	100,000	100,000	1,346	101,346
486606J*8	6,171,245	KAYNE ANDERSON KYN FUND	100,000	100,000	1,173	101,173
486606J*8	6,171,247	KAYNE ANDERSON KYN FUND	100,000	100,000	1,173	101,173
486606J@6	6,171,249	KAYNE ANDERSON KYN FUND	100,000	100,000	1,309	101,309
486606J@6	6,171,251	KAYNE ANDERSON KYN FUND	100,000	100,000	1,309	101,309

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
48666*AA2	6,171,253	KCP&L GREATER MISSOURI OPERATIONS	800,000	800,000	5,894	805,894
497266B*6	6,171,255	KIRBY CORPORATION	660,000	660,000	3,860	663,860
497266B*6	6,171,257	KIRBY CORPORATION	540,000	540,000	3,158	543,158
53154*AM5	6,171,261	LIBERTY UTILITIES FINANCE GP1	1,200,000	1,200,000	131	1,200,131
53359#AA0	6,171,263	LINCOLN ELECTRIC HOLDINGS INC.	200,000	200,000	1,243	201,243
53359#AE2	6,171,265	LINCOLN ELECTRIC HOLDINGS INC.	100,000	100,000	84	100,084
53621@AG1	6,171,267	LION INDUSTRIAL PROPERTIES LP	500,000	500,000	3,450	503,450
53621@AH9	6,171,269	LION INDUSTRIAL PROPERTIES LP	200,000	200,000	1,731	201,731
53621@AJ5	6,171,271	LION INDUSTRIAL PROPERTIES LP	1,000,000	1,000,000	1,594	1,001,594
537008C*3	6,171,273	LITTELFUSE INC	100,000	100,000	1,015	101,015
537008C@1	6,171,275	LITTELFUSE INC	300,000	300,000	3,308	303,308
53767#AC2	6,171,277	LITTELFUSE INC.	100,000	100,000	790	100,790
553799AE7	6,171,279	MU FINANCE PLC	800,000	800,000	7,580	807,580
56081#BJ8	6,171,281	MAJOR LEAGUE BASEBALL TRUST	800,000	800,000	10,873	810,873
56081#BL3	6,171,283	MAJOR LEAGUE BASEBALL TRUST	300,000	300,000	3,827	303,827
57169*AR8	6,171,285	MARS INC	100,000	100,000	186	100,186
57169*AT4	6,171,287	MARS INC	1,100,000	1,100,000	2,133	1,102,133
57169*AX5	6,171,289	MARS INC	200,000	200,000	514	200,514
57169*AY3	6,171,291	MARS INC	900,000	900,000	2,397	902,397
57169*BD8	6,171,293	MARS INC	300,000	300,000	880	300,880
57169*BF3	6,171,295	MARS INC	600,000	600,000	1,883	601,883
57169*BH9	6,171,297	MARS INC	600,000	600,000	1,936	601,936
59447#AD5	6,171,299	MICHIGAN ELECTRIC TRANSMISSION CO PRVT	750,000	750,000	14,218	764,218
60040#AA0	6,171,301	MILLENNIUM PIPELINE CO LLC PRVT	883,465	883,465	4,055	887,519
60040#AB8	6,171,303	MILLENNIUM PIPELINE CO LLC PRVT	1,204,031	1,204,031	6,221	1,210,252
63636#AA4	6,171,305	NATIONAL HOCKEY LEAGUE INC	300,000	300,000	3,774	303,774
63636#AB2	6,171,307	NATIONAL HOCKEY LEAGUE INC	400,000	400,000	5,455	405,455
646025B#2	6,171,309	NEW JERSEY RESOURCES CORPORATION	100,000	100,000	649	100,649
646025C*5	6,171,311	NEW JERSEY RESOURCES CORPORATION	200,000	200,000	1,436	201,436
665228C@9	6,171,313	NORTHERN ILLINOIS GAS COMPANY	200,000	200,000	1,936	201,936
677879CE6	6,171,315	OIL INSURANCE LTD 144A	5,700,000	5,033,594	26,772	5,060,366
677879CE6	6,171,317	OIL INSURANCE LTD 144A	1,000,000	883,087	4,697	887,784
677879CE6	6,171,319	OIL INSURANCE LTD 144A	730,000	295,487	3,429	298,915
684065BH7	6,171,321	ORANGE AND ROCKLAND UTILITIES INC 144A	1,000,000	998,346	11,611	1,009,958
711123C*8	6,171,323	PEOPLES GAS LIGHT AND COKE COMPANY	800,000	800,000	7,920	807,920
73020*AC7	6,171,325	PNG COMPANIES LLC PRVT	1,000,000	1,000,000	9,985	1,009,985
73020*AC7	6,171,327	PNG COMPANIES LLC PRVT	250,000	254,229	2,496	256,725
73020*AK9	6,171,329	PNG COMPANIES LLC	200,000	200,000	2,497	202,497

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
731068A@1	6,171,331	POLARIS INDUSTRIES INC.	1,200,000	1,200,000	27,600	1,227,600
736508L*1	6,171,333	PORTLAND GENERAL ELECTRIC COMP	1,000,000	1,000,000	16,887	1,016,887
736508L@9	6,171,335	PORTLAND GENERAL ELECTRIC COMP	400,000	400,000	3,775	403,775
75974@AA0	6,171,337	RENEWABLE POWER GENERATION LLC	244,303	244,303	865	245,167
76169#AJ2	6,171,339	REYES HOLDINGS LLC	4,700,000	4,700,000	6,781	4,706,781
781172AB7	6,171,341	RUBY PIPELINE LLC	1,869,227	1,953,518	9,346	1,962,864
82011@AC7	6,171,343	SHARYLAND DISTRIBUTION & TRANSMISS	2,400,000	2,400,000	38,085	2,438,085
820439A#4	6,171,345	SHAWCOR LTD	198,724	198,724	654	199,377
820439A@6	6,171,347	SHAWCOR LTD	198,724	198,724	628	199,352
82340*AA5	6,171,349	SHEPHERDS FLAT FUNDING TRUST I	280,000	280,000	54	280,054
82340*AA5	6,171,351	SHEPHERDS FLAT FUNDING TRUST I	418,000	418,000	81	418,081
82340*AA5	6,171,353	SHEPHERDS FLAT FUNDING TRUST I	202,000	202,000	39	202,039
82340*AB3	6,171,355	SHEPHERDS FLAT FUNDING TRUST I	1,153,000	1,153,000	143	1,153,143
82340*AB3	6,171,357	SHEPHERDS FLAT FUNDING TRUST I	1,718,000	1,718,000	214	1,718,214
82340*AB3	6,171,359	SHEPHERDS FLAT FUNDING TRUST I	829,000	829,000	103	829,103
83416WAA1	6,171,361	SOLAR STAR FUNDING LLC	2,189,130	2,189,130	39,549	2,228,679
83416WAA1	6,171,363	SOLAR STAR FUNDING LLC	761,436	831,075	13,756	844,831
84055*AC2	6,171,365	SOUTH TEXAS ELECTRIC COOP INC	765,000	780,000	11,869	791,869
84857LA#8	6,171,367	SPIRE INC	350,000	350,000	1,758	351,758
84857LA@0	6,171,369	SPIRE INC	250,000	250,000	1,304	251,304
85234#AB1	6,171,371	STADIUM FUNDING TRUST	1,070,332	1,070,332	4,460	1,074,792
88307*AA3	6,171,377	TEXOMA WIND LLC	950,379	950,379	13,161	963,539
90964*AG0	6,171,381	UNITED BOTTLING MANAGEMENT CO LLC	200,000	200,000	2,882	202,882
92239MC@8	6,171,383	VECTREN UTILITY HOLDINGS INC.	900,000	900,000	13,578	913,578
980745D#7	6,171,397	WOODWARD INC	200,000	200,000	697	200,697
980745D*1	6,171,399	WOODWARD INC	200,000	200,000	570	200,570
980745E#6	6,171,401	WOODWARD INC	200,000	200,000	697	200,697
980745E@8	6,171,403	WOODWARD INC	300,000	300,000	1,008	301,008
A3158#AB5	6,171,409	HOFER FINANCIAL SERVICES GMBH	800,000	800,000	6,571	806,571
A3158#AC3	6,171,411	HOFER FINANCIAL SERVICES GMBH	2,600,000	2,600,000	23,643	2,623,643
C0445#AK2	6,171,415	ARC RESOURCES LTD PRVT	1,600,000	2,000,000	45,858	2,045,858
C3298@AB6	6,171,417	ALS CANADA LTD	200,000	200,000	2,363	202,363
C9716#AC3	6,171,419	WASTE CONNECTIONS INC	250,000	250,000	3,156	253,156
C9716#AG4	6,171,421	WASTE CONNECTIONS INC	400,000	400,000	2,438	402,438
C9716#AH2	6,171,423	WASTE CONNECTIONS INC	300,000	311,406	2,018	313,424
C9716#AK5	6,171,425	WASTE CONNECTIONS INC	1,100,000	1,100,000	1,173	1,101,173

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
D2736#AH2	6,171,427	FRITZ DRAXLMAIER GMBH & CO KG	1,000,000	1,000,000	5,117	1,005,117
F9731#AF4	6,171,429	VICAT S A	6,100,000	6,100,000	151,483	6,251,483
F9731#AG2	6,171,431	VICAT S A	1,200,000	1,200,000	30,550	1,230,550
G0369@AU0	6,171,433	ANGLIAN WATER SERVICES LTD	1,700,000	1,700,000	2,901	1,702,901
G0369@AU0	6,171,435	ANGLIAN WATER SERVICES LTD	100,000	103,677	171	103,848
G0369@AW6	6,171,437	ANGLIAN WATER SERVICES FINANCING P	200,000	200,000	73	200,073
G0805#AC0	6,171,439	AGGREKO PLC	6,100,000	6,100,000	36,712	6,136,712
G1591#AN2	6,171,441	BRITVIC PLC	1,000,000	1,000,000	15,038	1,015,038
G1696#AW6	6,171,447	BUNZL FINANCE PLC	1,400,000	1,400,000	702	1,400,702
G1696#AX4	6,171,449	BUNZL FINANCE PLC	900,000	900,000	461	900,461
G2765*AB0	6,171,459	DIONYSUS AVIATION LIMITED	500,000	500,000	5,752	505,752
G2765*AC8	6,171,461	DIONYSUS AVIATION LIMITED	400,000	400,000	4,783	404,783
G2765*AD6	6,171,463	DIONYSUS AVIATION LIMITED	400,000	400,000	4,896	404,896
G2765@AA0	6,171,465	DIONYSUS AVIATION LIMITED	500,000	500,000	5,179	505,179
G4588#BC4	6,171,473	INTERMEDIATE CAPITAL GROUP PLC	1,000,000	1,000,000	21,344	1,021,344
G4588#BJ9	6,171,475	INTERMEDIATE CAPITAL GROUP PLC	500,000	500,000	1,862	501,862
G4803#AE0	6,171,477	INFORMA GROUP HOLDINGS	2,800,000	2,800,000	49,504	2,849,504
G5963#AD5	6,171,481	MEGGITT PLC PRVT	2,000,000	2,000,000	37,929	2,037,929
G5963#AE3	6,171,483	MEGGITT PLC	1,000,000	1,000,000	3,734	1,003,734
G5963#AG8	6,171,485	MEGGITT PLC	200,000	200,000	2,115	202,115
G7304*AD3	6,171,501	QUADGAS FINANCE PLC	2,300,000	2,300,000	42,324	2,342,324
G7332#AG8	6,171,503	ROLLS-ROYCE AND PARTNERS	500,000	500,000	3,123	503,123
G7770#AC6	6,171,505	SAGE GROUP PLC	300,000	300,000	4,978	304,978
G7770#AC6	6,171,507	SAGE GROUP PLC	1,500,000	1,512,668	24,888	1,537,556
G7815@AG6	6,171,509	SAP IRELAND US FINANCIAL SERVICES	900,000	900,000	13,197	913,197
G8056*AA7	6,171,515	SEVERN TRENT WATER LTD	2,400,000	2,400,000	14,268	2,414,268
G8472#AA9	6,171,517	STERIS CORPORATION	300,000	300,000	2,096	302,096
G8472#AC5	6,171,519	STERIS CORPORATION	100,000	100,000	716	100,716
G8967#AL7	6,171,523	TRITON CONTAINER INTERNATIONAL LTD	2,300,000	2,369,811	9,863	2,379,674
G8967#AU7	6,171,525	TRITON CONTAINER INTERNATIONAL LTD	1,900,000	1,900,000	27,780	1,927,780
G8967#AV5	6,171,527	TRITON CONTAINER INTERNATIONAL LTD	1,100,000	1,100,000	17,155	1,117,155
K3752#AD0	6,171,533	COPENHAGEN ARPTS A/S SR NT SER B PRVT	3,000,000	3,000,000	57,340	3,057,340
K3752#AE8	6,171,535	COPENHAGEN ARPTS A/S SR NT SER B	2,500,000	2,500,000	50,833	2,550,833
K7017#AA8	6,171,537	MERIDIAN SPIRIT APS	1,107,164	1,107,164	3,938	1,111,102
N1492@AE6	6,171,547	BOSKALIS FINANCE BV	400,000	400,000	4,026	404,026
N4281@BX2	6,171,549	ROYAL VOPAK N.V.	1,400,000	1,400,000	25,923	1,425,923

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
N6704@AK5	6,171,555	OILTANKING FINANCE BV	1,000,000	1,000,000	882	1,000,882
N8084*AD9	6,171,557	SLIGRO FOOD GROUP NEDERLAND BV	1,200,000	1,200,000	19,920	1,219,920
N9061#AB4	6,171,563	VTTI MLP BV	900,000	900,000	16,558	916,558
N9061@AF7	6,171,565	VTTI BV	200,000	200,000	2,913	202,913
Q0458*AD1	6,171,571	AQUASURE FINANCE PTY LTD	600,000	600,000	5,959	605,959
Q0697#AA4	6,171,573	AUSGRID FINANCE PTY LTD	500,000	500,000	1,458	501,458
Q0697#AB2	6,171,575	AUSGRID FINANCE PTY LTD	600,000	600,000	1,800	601,800
Q2762#AC6	6,171,587	CONNECTEAST FINANCE PTY LTD	200,000	200,000	684	200,684
Q3393*AL5	6,171,589	ELECTRANET PTY LTD	500,000	500,000	3,488	503,488
Q3393*AM3	6,171,591	ELECTRANET PTY LTD	500,000	500,000	3,589	503,589
Q3629#AJ2	6,171,593	ETSA UTILITIES FINANCE PTY LTD	500,000	500,000	6,008	506,008
Q6077#AA1	6,171,595	MIGHTY RIVER POWER	3,700,000	3,700,000	62,463	3,762,463
Q6077#AB9	6,171,597	MIGHTY RIVER POWER	1,900,000	1,900,000	32,830	1,932,830
Q6518#AA8	6,171,599	NSW PORTS FINANCE CO PTY LTD	400,000	400,000	74	400,074
Q6518#AB6	6,171,601	NSW PORTS FINANCE CO PTY LTD	300,000	300,000	57	300,057
Q6518@AA0	6,171,603	NSW ELECTRICITY NETWORKS FINANCE P	300,000	300,000	1,155	301,155
Q6568@AA9	6,171,605	NETWORK FINANCE COMPANY PTY LTD	700,000	700,000	1,906	701,906
Q6568@AB7	6,171,607	NETWORK FINANCE COMPANY PTY LTD	500,000	500,000	1,400	501,400
Q6646*AA7	6,171,609	NEW TERMINAL FINANCING CO PTY LTD	100,000	100,000	477	100,477
Q6646*AB5	6,171,611	NEW TERMINAL FINANCING CO PTY LTD	300,000	300,000	1,468	301,468
Q7160#AJ8	6,171,613	ORICA LIMITED	900,000	900,000	4,934	904,934
Q7160#AL3	6,171,615	ORICA LIMITED	400,000	400,000	8,564	408,564
Q7397#AP9	6,171,617	VISY GMG	7,000,000	7,000,000	105,729	7,105,729
Q7397#AS3	6,171,619	VISY GMG	500,000	500,000	5,685	505,685
Q7450@AE0	6,171,621	PERTH AIRPORT PTY LTD	100,000	100,000	1,089	101,089
Q7450@AF7	6,171,623	PERTH AIRPORT PTY LTD	200,000	200,000	2,240	202,240
Q8852@AB8	6,171,633	TATTS GROUP LTD	3,300,000	3,300,000	61,252	3,361,252
Q9194*AE9	6,171,635	TRANSURBAN QUEENSLAND INVEST PTY L	100,000	100,000	1,255	101,255
Q9194*AF6	6,171,637	TRANSURBAN QUEENSLAND INVEST PTY L	1,400,000	1,400,000	18,085	1,418,085
Q9194@AH0	6,171,639	TRANSPOWER NEW ZEALAND LTD	150,000	150,000	1,491	151,491
Q9389#AD2	6,171,641	VECTOR LTD	15,000,000	15,000,000	230,888	15,230,888
Q9389#AF7	6,171,643	VECTOR LTD	2,500,000	2,500,000	1,454	2,501,454
Q9396#AK7	6,171,645	VICTORIA POWER NETWORKS (FINANCE)	400,000	400,000	583	400,583
Q9396#AL5	6,171,647	VICTORIA POWER NETWORKS (FINANCE)	100,000	100,000	151	100,151
Q9582*AA7	6,171,649	WELLINGTON ELECTRICITY DISTRIBUTIO	400,000	400,000	622	400,622

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
Q9582*AB5	6,171,651	WELLINGTON ELECTRICITY DISTRIBUTIO	100,000	100,000	175	100,175
R6236*AA2	6,171,653	NORSPAN LNG VIII AS	1,140,220	1,140,220	4,575	1,144,795
T1890*AA8	6,171,655	BARILLA HOLDING SPA	2,250,000	2,250,000	756	2,250,756
Y8564*AB0	6,171,659	TEEKAY SHUTTLE TANKER FINANCE LLC	950,154	950,154	16,000	966,153
Y8564*AB0	6,171,661	TEEKAY SHUTTLE TANKER FINANCE LLC	950,154	950,154	16,000	966,153
05525BAA8	6,171,663	BAMLL_13-WBRK	750,000	712,971	2,283	715,253
060352AX9	6,171,665	BANK_17-BNK6	200,000	123,229	466	123,694
060352AX9	6,171,667	BANK_17-BNK6	200,000	123,510	466	123,975
060352AX9	6,171,669	BANK_17-BNK6	200,000	122,690	466	123,156
06541WBC5	6,171,671	BANK_17-BNK5	100,000	102,534	355	102,889
06541XAL4	6,171,673	BANK_17-BNK7	200,000	202,267	699	202,966
12508GAA4	6,171,675	CCUBS_17-C1	1,000,000	924,940	3,784	928,724
12508GAZ9	6,171,677	CCUBS_17-C1	400,000	403,675	1,514	405,188
12593GAJ1	6,171,679	COMM_15-PC1	50,000	50,874	191	51,065
12593GAJ1	6,171,681	COMM_15-PC1	50,000	50,874	191	51,066
12593PAV4	6,171,683	COMM_15-CR23	2,000,000	2,014,633	5,842	2,020,475
12593VAA7	6,171,685	CMS_15-GLPA	5,000,000	5,117,740	8,624	5,126,364
12595EAH8	6,171,687	COMM_17-COR2	100,000	100,669	393	101,062
12595FAL6	6,171,689	CSAIL_17-CX9	100,000	101,524	358	101,882
12595JAW4	6,171,691	CSAIL_17-CX10	350,000	355,901	1,240	357,140
12625KAM7	6,171,693	COMM_13-CR8	100,000	102,797	341	103,138
12626BAQ7	6,171,695	COMM_13-CR10	200,000	213,634	825	214,459
12626LAW2	6,171,697	COMM_13-CR11	100,000	107,024	445	107,469
12626LAW2	6,171,699	COMM_13-CR11	400,000	424,278	1,778	426,056
12630BBA5	6,171,701	COMM_13-CR13	750,000	763,247	2,621	765,868
12630BBF4	6,171,703	COMM_13-CR13	100,000	104,859	409	105,267
12632QBA0	6,171,705	COMM_14-CR18	900,000	937,938	3,342	941,280
17321RAJ5	6,171,707	CGCMT_13-GC17	150,000	163,163	637	163,800
17321RAL0	6,171,709	CGCMT_13-GC17	90,000	94,354	394	94,748
17321RAL0	6,171,711	CGCMT_13-GC17	140,000	146,773	613	147,386
17321RAM8	6,171,713	CGCMT_13-GC17	100,000	96,099	438	96,537
17322YAH3	6,171,715	CGCMT_14-GC25	100,000	103,430	390	103,820
17326DAH5	6,171,717	CGCMT_17-P8	100,000	100,406	368	100,774
21870KAJ7	6,171,719	CORE_15-WEST	200,000	202,697	582	203,280
21870PAN7	6,171,721	CORE_15-TEXW	500,000	508,620	1,657	510,277
23306NAC6	6,171,725	DBWF_15-LCM-A2	3,500,000	3,445,310	10,311	3,455,621
23306NAL6	6,171,727	DBWF_15-LCM	300,000	267,551	884	268,435
23306NAL6	6,171,729	DBWF_15-LCM	300,000	267,167	884	268,051
24500EAL8	6,171,731	DAFC_17-AMO	400,000	385,626	1,252	386,879
30291KAQ3	6,171,733	FREMF_13-K30	100,000	100,317	306	100,622
30291NAG9	6,171,735	FREMF_13-K32	200,000	200,083	590	200,673
30291VAG1	6,171,737	FREMF_13-K35	100,000	101,676	340	102,015
36250PAL9	6,171,739	GSMS_15-GC32	200,000	203,533	760	204,293
36251XAE7	6,171,741	GSMS_16-GS4	200,000	138,867	654	139,521

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
36251XAE7	6,171,743	GSMS_16-GS4	200,000	140,010	654	140,664
36254KAN2	6,171,745	GSMS_17-GS8	2,000,000	1,999,824	6,395	2,006,219
38379KLN6	6,171,747	GNMA_15-75	2,500,000	2,410,205	7,292	2,417,496
38379RG80	6,171,749	GNMA_17-109	3,270,000	3,105,860	8,175	3,114,035
38379RWZ2	6,171,751	GNMA_2017-72	2,125,000	1,834,612	4,427	1,839,039
46636VAP1	6,171,753	JPMCC_11-C5	200,000	213,324	931	214,255
46639JAK6	6,171,755	JPMCC_13-C10	200,000	204,466	712	205,178
46640JAC1	6,171,759	JPMCC_13-C13	100,000	93,434	349	93,783
46640JAX5	6,171,761	JPMCC_13-C13	100,000	102,589	349	102,938
46640UAD4	6,171,765	JPMBB_13-C17	760,000	773,324	2,659	775,983
46641BAD5	6,171,767	JPMCC_13-C16	750,000	762,890	2,604	765,494
46641WBB2	6,171,769	JPMBB_14_C19	200,000	208,371	803	209,173
46643TBG6	6,171,771	JPMBB_14-C26	100,000	101,062	381	101,442
46644KAG5	6,171,773	JPMCC_15-FRR2	300,000	277,643	742	278,385
48128KAZ4	6,171,775	JPMCC_17-JP6	100,000	98,435	334	98,769
48128KAZ4	6,171,777	JPMCC_17-JP6	100,000	99,755	334	100,088
50184BAA6	6,171,779	LCCM_13-GCP	7,500,000	7,659,324	22,341	7,681,665
61690GAL5	6,171,781	MSBAM_14-C14	131,000	139,495	544	140,039
61691NAK1	6,171,783	MSC_17-HR2	300,000	302,045	1,092	303,138
61761DAF9	6,171,787	MSBAM_12-C6	150,000	154,072	491	154,563
61763XAL0	6,171,789	MSBAM_14-C18	200,000	198,503	772	199,275
61764RBL1	6,171,791	MSBAM_15-C20	200,000	199,837	768	200,605
61764XBP9	6,171,793	MSBAM_15-C21	350,000	345,770	1,254	347,023
74932BAG8	6,171,797	RBSCF_13-SMV	500,000	498,381	1,463	499,844
81753RAA7	6,171,799	RRT_14-1	100,000	77,269	—	77,269
90276TAM6	6,171,801	UBSCM_17-C5	100,000	102,219	360	102,579
92938JAE2	6,171,803	WFRBS_13-UBS1	750,000	762,968	2,549	765,518
92938VAU9	6,171,805	WFRBS_14-C19	100,000	102,916	387	103,303
92939HBC8	6,171,807	WFRBS_14-C23	200,000	199,054	666	199,720
92939VAA2	6,171,809	JPMDB_15-WPG	5,000,000	4,986,163	15,138	5,001,301
94989EAL1	6,171,811	WFCM_15-LC20	300,000	293,859	1,014	294,873
94989EAL1	6,171,813	WFCM_15-LC20	100,000	98,607	338	98,945
94989NAL1	6,171,815	WFCM_15-C30	100,000	91,004	387	91,391
95000PAL8	6,171,817	WFCM_16-C37	100,000	103,261	387	103,648
95000YBD6	6,171,819	WFCM_17-C40	100,000	99,153	373	99,527
06650AAF4	6,171,821	BANK_17-BNK8	3,313,765	192,305	2,455	194,760
12595FAG7	6,171,823	CSAIL_17-CX9	3,658,458	181,986	3,170	185,156
17326CBE3	6,171,825	CGCMT_17-B1	3,125,731	186,682	2,601	189,284
17326DAJ1	6,171,827	CGCMT_17-P8	1,386,116	94,015	1,079	95,093
17326FAF4	6,171,829	CGCMT_17-C4	1,732,030	132,890	1,837	134,727
3137FAQF8	6,171,831	FHMS_KW03	3,248,987	188,768	2,669	191,437
46648KAW6	6,171,833	JPMDB_17-C7	1,445,353	93,970	1,272	95,242
00075WAP4	6,171,835	ABFC_06-HE1	275,787	185,422	93	185,515
004421UU5	6,171,837	ACE_06-NC1	100,000	96,008	38	96,047
05949AZG8	6,171,839	BOAMS_04-L 4A1	162,164	160,732	502	161,234
05949CGD2	6,171,841	BOAMS_05-H 4A1	215,396	216,276	677	216,954

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
07401NAP4	6,171,843	BSMF_06-AR5	391,366	378,919	138	379,056
12594XAM6	6,171,845	CSMC_17-HL1	300,000	300,628	875	301,503
12652CAR0	6,171,847	CSMC_17-HL2	1,000,000	989,184	2,917	992,100
22541QYG1	6,171,849	CSFB_03-25	369,108	389,897	1,698	391,595
2254582J6	6,171,851	CSFB_05-8 8A1	813,689	295,511	4,751	300,262
30247DAE1	6,171,853	FFML_06-FF13	277,160	212,355	99	212,455
3133TN5N0	6,171,855	FHLMC_2214 NE	6,135	6,926	30	6,956
3136A9HT8	6,171,857	FNMA_12-110	1,271,884	1,317,774	3,248	1,321,022
3136A9HT8	6,171,859	FNMA_12-110	70,870	72,688	181	72,869
3136A9HT8	6,171,861	FNMA_12-110	150,661	155,850	385	156,235
31392AJW9	6,171,863	FNMA_01-50 BA	670,711	703,978	3,976	707,954
33850BAG2	6,171,865	FSMT_17-1	200,000	196,744	583	197,328
33850RAG7	6,171,867	FSMT_17-2	600,000	592,682	1,750	594,432
41165AAB8	6,171,869	HVMLT_07-5	288,146	265,300	205	265,505
46647EAE1	6,171,871	JPMMT_16-3	500,000	503,981	1,458	505,439
46647SAN0	6,171,873	JPMMT_17-3	500,000	498,785	1,458	500,243
46648CAH7	6,171,875	JPMMT_17-1	300,000	299,411	875	300,286
46648HAG8	6,171,877	JPMMT_17-2	300,000	297,366	875	298,241
46648HAZ6	6,171,879	JPMMT_17-2	195,686	195,819	612	196,431
46648UAG9	6,171,881	JPMMT_17-4	400,000	398,922	1,167	400,089
55265K3T4	6,171,883	MAST_03-12	206,996	221,062	909	221,971
59980AAB3	6,171,887	MCMLT_17-2	200,000	201,937	542	202,479
59980AAC1	6,171,889	MCMLT_17-2	100,000	97,991	271	98,262
59980AAC1	6,171,891	MCMLT_17-2	150,000	147,560	406	147,966
59980CAF0	6,171,893	MCMLT_17-3	299,908	292,932	812	293,744
59981HAC5	6,171,895	MCMLT_17-1	75,000	74,252	203	74,455
81745XAG2	6,171,897	SEMT_17-4	225,000	225,614	656	226,270
81746FAG0	6,171,899	SEMT_17-6	500,000	501,061	1,458	502,520
81746GAG8	6,171,901	SEMT_17-7	300,000	299,983	875	300,858
81746HAA9	6,171,903	SEMT_17-CH1	251,844	265,777	850	266,627
81746HAN1	6,171,905	SEMT_17-CH1	200,000	205,692	667	206,359
81746JAN7	6,171,907	SEMT_17-CH2	200,000	204,335	667	205,001
89171YAC5	6,171,909	TPMT_15-2	100,000	102,517	298	102,816
89171YBA8	6,171,911	TPMT_15-2	300,000	320,958	1,079	322,036
89171YBD2	6,171,913	TPMT_15-2	100,000	105,133	360	105,493
89172PAC3	6,171,915	TPMT_16-2	300,000	290,494	750	291,244
89172PAC3	6,171,917	TPMT_16-2	150,000	147,355	375	147,730
89172PAD1	6,171,919	TPMT_16-2	200,000	194,207	500	194,707
89172RAD7	6,171,921	TPMT_15-6	150,000	152,170	469	152,639
89173FAC4	6,171,923	TPMT_17-1	300,000	304,583	938	305,520
89173HAC0	6,171,925	TPMT_17-2	300,000	305,362	938	306,299
9292272G0	6,171,927	WAMU_03-S5	180,852	197,024	853	197,877
92922FWE4	6,171,929	WAMU_04-AR9 A1	282,644	290,802	792	291,594
93934FBU5	6,171,935	WMALT_05-7 4CB	95,518	52,194	575	52,769
93935FAC5	6,171,937	WMALT_06-AR6	230,634	167,084	454	167,538
93935YAA8	6,171,939	WMALT_06-AR10	181,754	135,139	61	135,200

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
05949QBG9	6,171,941	BAFC_06-2 4A1	1,081,789	744,019	3,397	747,416
073879T32	6,171,945	BSABS_05-AC7 A2	396,231	302,418	854	303,271
07387UGC9	6,171,947	BSABS_06-AC2 1A2	700,324	457,215	2,297	459,512
12667GGA5	6,171,949	CWALT_05-19CB A2	536,973	402,315	1,165	403,481
12668ANB7	6,171,951	CWALT_05-55CB 2A4	188,578	138,933	462	139,395
225458TX6	6,171,953	CSFB_05-5 3A1	199,795	161,439	445	161,884
30711XAB0	6,171,955	CAS_13-C01	300,000	300,000	357	300,357
30711XAD6	6,171,957	CAS_14-C01	3,000,000	3,019,879	3,149	3,023,028
30711XAK0	6,171,959	CAS_14-C03	939,926	872,956	776	873,732
30711XAK0	6,171,961	CAS_14-C03	2,349,815	2,274,168	1,940	2,276,108
30711XAM6	6,171,963	CAS_14-C03	885,369	852,108	719	852,827
30711XAM6	6,171,965	CAS_14-C03	885,369	849,290	719	850,009
30711XJX3	6,171,971	CAS_17-C03	267,000	284,742	218	284,960
30711XNU4	6,171,973	CAS_17-C05	742,000	763,083	507	763,590
30711XNX8	6,171,975	CAS_17-C05	445,000	454,141	304	454,445
30711XNX8	6,171,979	CAS_17-C05	287,000	293,025	196	293,221
30711XNX8	6,171,983	CAS_17-C05	24,000	24,462	16	24,479
30711XNX8	6,171,985	CAS_17-C05	222,000	226,275	152	226,427
30711XNX8	6,171,987	CAS_17-C05	178,000	181,428	122	181,550
30711XNX8	6,171,989	CAS_17-C05	31,000	31,597	21	31,618
3137G0AM1	6,172,013	STACR_14-DN1	2,000,000	2,038,178	2,132	2,040,310
3137G0BK4	6,172,015	STACR_14-DN3	876,255	836,960	863	837,823
76110H5J4	6,172,043	RALI_05-QS6 A4	134,421	106,107	377	106,484
62983PAB1	6,172,045	NAKILAT INC 144A	155,684	153,121	3,279	156,401
11,428,878	6,172,047	RUSSIAN (FEDERATION OF) REGS	89,000	76,841	575	77,416
11,428,878	6,172,049	RUSSIAN (FEDERATION OF) REGS	166,875	186,237	1,078	187,315
698299AW4	6,172,051	PANAMA (REPUBLIC OF)	186,000	190,982	3,289	194,271
698299AW4	6,172,053	PANAMA (REPUBLIC OF)	131,000	164,426	2,316	166,742
698299AW4	6,172,055	PANAMA (REPUBLIC OF)	83,000	103,987	1,467	105,454
698299AW4	6,172,057	PANAMA (REPUBLIC OF)	141,000	181,248	2,493	183,741
312939WA5	6,172,059	FGOLD 30YR	934,800	994,660	3,984	998,644
31287UAA0	6,172,061	FGOLD 30YR	3,241	3,379	18	3,397
31287UAA0	6,172,063	FGOLD 30YR	3,241	3,379	18	3,397
31287UAA0	6,172,065	FGOLD 30YR	3,241	3,379	18	3,397
31287UAA0	6,172,067	FGOLD 30YR	3,241	3,379	18	3,397
31287UAA0	6,172,069	FGOLD 30YR	3,241	3,379	18	3,397
31287UAA0	6,172,071	FGOLD 30YR	3,241	3,379	18	3,397
31287UAA0	6,172,073	FGOLD 30YR	2,868	2,990	16	3,006
31287UAA0	6,172,075	FGOLD 30YR	3,241	3,379	18	3,397
31287UAA0	6,172,077	FGOLD 30YR	3,241	3,379	18	3,397
31297UV49	6,172,079	FGOLD 30YR	2,826,344	2,977,484	14,180	2,991,664
31371KD57	6,172,081	FNMA 30YR	66,391	69,455	363	69,818
36215N2S2	6,172,083	GNMA 30YR	695	735	6	741
36217QFN0	6,172,085	GNMA 30YR	1,965	2,068	16	2,085
36218C7K5	6,172,087	GNMA 30YR	4,456	5,123	41	5,164
36219UVT8	6,172,089	GNMA 30YR	1,308	1,591	13	1,604

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
36220E5S2	6,172,091	GNMA 30YR	2,369	2,507	20	2,527
36295PSC7	6,172,093	GNMA 30YR	420,401	467,158	2,003	469,161
36202BNH4	6,172,095	GNMA2 30YR	54	59	—	60
06050AAA1	6,172,097	BOAA_06-8 1A1	33,262,311	306,020	25,784	331,804
22540A7C6	6,172,099	CSFB_01-HE17 AIO	2,033,218	—	981	981
22540VKN1	6,172,101	CSFB_01-28 1A2	3,391,683	—	3,402	3,402
22942JAU7	6,172,103	CSMC_06-6 DX	4,653,646	304,839	25,552	330,390
52520QAY0	6,172,245	LMT_06-7 3A2	5,631,909	—	4,933	4,933
52520QAZ7	6,172,247	LMT_06-7 3A3	10,881,056	—	9,570	9,570
52520RAF9	6,172,249	LMT_06-4 2A2	10,319,300	191,553	8,951	200,503
525245AT3	6,172,251	LXS_07-3 4AIO	18,963,786	—	15,298	15,298
12701#AA1	6,172,313	CRG_17-1	1,500,000	1,500,000	4,113	1,504,113
20268KAA8	6,172,321	CBSLT_17-BGS	266,623	271,370	121	271,491
233046AF8	6,172,323	DNKN_17-1A	1,243,750	1,246,875	9,910	1,256,785
25755TAH3	6,172,325	DPABS_17-1A	198,500	198,500	136	198,636
33830JAA3	6,172,327	GUYS_17-1	199,000	199,000	153	199,153
46620VAA2	6,172,329	HENDR_17-2A	493,097	496,231	775	497,006
518887AC8	6,172,331	DRB_17-B	88,444	92,155	46	92,202
83401BAC0	6,172,333	SOFI_17-F	300,000	299,876	181	300,057
83403YAC8	6,172,335	SOFI_17-B	200,000	202,560	123	202,684
83405DAD0	6,172,337	SOFI_17-B	300,000	299,769	178	299,947
83405LAC4	6,172,339	SOFI_17-5	300,000	299,887	185	300,072
83405QAC3	6,172,341	SCLP_17-6	300,000	299,935	176	300,111
83405QAC3	6,172,343	SCLP_17-6	200,000	199,143	117	199,260
92535VAA0	6,172,347	VBTOW_16-2A	1,081,435	1,082,955	2,498	1,085,454
92535VAB8	6,172,349	VBTOW_16-2A	200,000	199,995	613	200,608
95058XAE8	6,172,351	WEN_18-1A	598,500	598,500	2,970	601,470
3136A9FK9	6,172,353	FNMA_12-111	3,096,291	3,165,565	9,005	3,174,570
3136A9FK9	6,172,355	FNMA_12-111	2,438,034	2,395,558	7,090	2,402,648
0030092#3	6,172,357	ABERDEEN ASIA PACIFIC INC FND MRPS	20,000	500,000	1,948	501,948
09257@125	6,172,359	BLACKSTONE/GSO STRATEGIC CREDIT FD	250	250,000	100	250,100
09258*126	6,172,361	BLACKSTONE/GSO LG-SHT CRED INC FD	150	150,000	60	150,060
18469P2#6	6,172,363	CLEARBRIDGE ENERGY MLP OPPOR FUND	4	400,000	2,460	402,460
18469P4#4	6,172,365	CLEARBRIDGE ENERGY MLP OPPOR FUND	1	100,000	666	100,666
18469Q2#4	6,172,367	CLEARBRIDGE ENERGY MLP TOT RET FND	3	300,000	1,845	301,845
18469Q4#2	6,172,369	CLEARBRIDGE ENERGY MLP TOT RET FND	1	100,000	666	100,666
48660P4#8	6,172,371	KAYNE ANDERSON KYE FUND	10,000	250,000	1,400	251,400
7,924,509	6,172,373	AEGON NV	240,000	2,152,800	31,333	2,184,133
00003#AA1	6,175,723	A&E TELEVISION NETWORKS LLC	17,600,000	17,600,000	104,911	17,704,911
00003#AB9	6,175,725	A&E TELEVISION NETWORKS LLC	17,200,000	17,200,000	119,669	17,319,669
00003#AC7	6,175,727	A&E TELEVISION NETWORKS LLC	3,800,000	3,800,000	27,531	3,827,531
00003#AC7	6,175,729	A&E TELEVISION NETWORKS LLC	9,500,000	9,384,487	68,828	9,453,315

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00003#AC7	6,175,731	A&E TELEVISION NETWORKS LLC	1,500,000	1,481,761	10,868	1,492,629
0010EQA@5	6,175,733	AMERICAN ELECTRIC POWER CO INC PRVT	4,500,000	4,500,000	25,350	4,525,350
0010EQA@5	6,175,735	AMERICAN ELECTRIC POWER CO INC PRVT	4,700,000	4,700,000	26,477	4,726,477
00114*AH6	6,175,737	AEP TRANSMISSION CO LLC	6,100,000	6,100,000	156,851	6,256,851
001201A#9	6,175,741	AGL ENERGY LTD	5,400,000	5,400,000	80,652	5,480,652
00130HBX2	6,175,743	AES CORPORATION (THE)	215,000	215,000	5,948	220,948
00168@AB2	6,175,745	ALS GROUP GENERAL PARTNERSHIP	1,600,000	1,600,000	27,264	1,627,264
00168@AB2	6,175,747	ALS GROUP GENERAL PARTNERSHIP	900,000	909,689	15,336	925,025
00168@AD8	6,175,749	ALS GROUP GENERAL PARTNERSHIP	7,400,000	7,400,000	89,318	7,489,318
00168@AE6	6,175,751	ALS GROUP GENERAL PARTNERSHIP	13,800,000	13,800,000	187,289	13,987,289
00168@AF3	6,175,753	ALS GROUP GENERAL PARTNERSHIP	4,500,000	4,500,000	43,350	4,543,350
00168@AG1	6,175,755	ALS GROUP GENERAL PARTNERSHIP	1,100,000	1,097,005	16,324	1,113,329
00168@AH9	6,175,757	ALS GROUP GENERAL PARTNERSHIP	1,100,000	1,104,011	12,997	1,117,007
00184AAC9	6,175,761	TIME WARNER INC	8,000,000	8,758,685	27,111	8,785,796
00184AAC9	6,175,763	TIME WARNER INC	5,000,000	5,441,223	16,944	5,458,167
00206RDA7	6,175,765	AT&T INC	10,000,000	9,985,113	83,333	10,068,446
00206RDH2	6,175,767	AT&T INC	3,000,000	2,994,546	19,742	3,014,288
00206RFH0	6,175,769	AT&T INC	11,000,000	10,986,004	272,189	11,258,192
00206RFM9	6,175,771	AT&T INC	3,018,000	3,000,042	64,761	3,064,804
00206RFM9	6,175,773	AT&T INC	5,031,000	5,000,077	107,957	5,108,034
00206RFM9	6,175,775	AT&T INC	5,031,000	5,000,077	107,957	5,108,034
002824AW0	6,175,777	ABBOTT LABORATORIES	10,000,000	9,998,814	176,458	10,175,273
002824AW0	6,175,779	ABBOTT LABORATORIES	5,000,000	5,007,579	88,229	5,095,809
002824BF6	6,175,781	ABBOTT LABORATORIES	700,000	695,430	11,010	706,440
002824BG4	6,175,783	ABBOTT LABORATORIES	3,500,000	3,478,644	69,733	3,548,376
00287YAV1	6,175,787	ABBVIE INC	1,250,000	1,243,632	24,934	1,268,566
00289LAA3	6,175,789	ABENGOA TRANSMISION SUR SA	3,766,180	3,766,233	719	3,766,952
003009A*8	6,175,791	ABERDEEN ASIA PACIFIC INCOME FUND	4,400,000	4,400,000	51,816	4,451,816
003009A@6	6,175,793	ABERDEEN ASIA PACIFIC INCOME FUND	1,700,000	1,700,000	24,221	1,724,221
003009B*7	6,175,795	ABERDEEN ASIA PACIFIC INCOME FUND	1,850,000	1,850,000	15,401	1,865,401
00386SAJ1	6,175,797	ABU DHABI NATIONAL ENERGY CO	535,000	533,883	12,049	545,932
00388WAC5	6,175,799	TAQA ABU DHABI NATIONAL	400,000	396,622	6,271	402,893
00388WAC5	6,175,801	TAQA ABU DHABI NATIONAL	300,000	301,900	4,703	306,604
00440EAV9	6,175,803	ACE INA HOLDINGS INC	1,750,000	1,745,738	28,987	1,774,725
00507UAF8	6,175,807	ALLERGAN FUNDING SCS	9,500,000	9,476,418	138,172	9,614,590
00507UAS0	6,175,809	ALLERGAN FUNDING SCS	2,000,000	1,994,846	9,711	2,004,557
00507UAS0	6,175,811	ALLERGAN FUNDING SCS	450,000	443,553	2,185	445,738
00507VAE9	6,175,813	ACTIVISION BLIZZARD INC	150,000	150,000	1,174	151,174

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00507VAM1	6,175,815	ACTIVISION BLIZZARD INC	6,000,000	5,965,105	77,067	6,042,172
00508XAF1	6,175,817	ACTUANT CORPORATION	755,000	755,000	16,044	771,044
00687YAA3	6,175,819	ADIENT GLOBAL HOLDINGS LTD	418,000	401,882	4,302	406,184
00687YAA3	6,175,821	ADIENT GLOBAL HOLDINGS LTD	360,000	346,113	3,705	349,818
00724FAC5	6,175,825	ADOBE SYSTEMS INCORPORATED	750,000	744,294	6,094	750,387
00737BAB1	6,175,827	ADS TACTICAL INC -TL	2,172,500	2,156,439	2,263	2,158,703
00774CAB3	6,175,829	AECOM	810,000	810,000	5,304	815,304
00774CAB3	6,175,831	AECOM	1,350,000	1,340,880	8,841	1,349,721
00802#AA4	6,175,833	AEROSTAR AIRPORT HOLDINGS LLC	10,119,143	10,119,143	63,034	10,182,177
00802#AA4	6,175,835	AEROSTAR AIRPORT HOLDINGS LLC	945,714	945,714	5,891	951,605
008474A@7	6,175,837	AGNICO-EAGLE MINES LIMITED PRVT	8,000,000	8,000,000	35,573	8,035,573
008474B#4	6,175,839	AGNICO-EAGLE MINES LIMITED	1,100,000	1,100,000	16,785	1,116,785
008474C#3	6,175,841	AGNICO-EAGLE MINES LIMITED	300,000	300,000	4,494	304,494
008474C*7	6,175,843	AGNICO-EAGLE MINES LIMITED	4,700,000	4,700,000	76,459	4,776,459
008474D*6	6,175,845	AGNICO-EAGLE MINES LIMITED	300,000	300,000	4,717	304,717
008474D@4	6,175,847	AGNICO-EAGLE MINES LIMITED	1,100,000	1,100,000	17,670	1,117,670
00908PAA5	6,175,849	AIR CANADA 2017-1 CLASS AA PASS TH	2,500,000	2,500,000	29,792	2,529,792
009090AA9	6,175,851	AIR CANADA 2015-1A PTT	266,361	266,361	1,225	267,586
009090AA9	6,175,853	AIR CANADA 2015-1A PTT	266,361	257,737	1,225	258,963
00912XA#1	6,175,855	AIR LEASE CORPORATION	5,000,000	5,000,000	66,103	5,066,103
00912XAN4	6,175,857	AIR LEASE CORPORATION	5,000,000	4,972,424	27,153	4,999,577
010392EC8	6,175,863	ALABAMA POWER COMPANY	1,418,000	1,645,138	17,063	1,662,201
010392EC8	6,175,865	ALABAMA POWER COMPANY	1,000,000	1,159,784	12,033	1,171,817
01168BAU5	6,175,869	ALASKA COMMUNICATIONS LLC TL	1,691,500	1,668,703	1,625	1,670,328
01185*AA3	6,175,871	ALASKA VENTURES LLC	13,072,616	13,072,616	52,570	13,125,186
013716AW5	6,175,875	ALCAN INC	5,630,000	5,469,752	134,885	5,604,638
013817AV3	6,175,877	ALCOA INC	7,000,000	6,996,212	16,800	7,013,012
013822AB7	6,175,879	ALCOA NEDERLAND HOLDING BV	200,000	200,000	1,206	201,206
013822AB7	6,175,881	ALCOA NEDERLAND HOLDING BV	1,500,000	1,525,233	9,042	1,534,275
01439@AF4	6,175,883	ALDI SOUTH GROUP PRVT	1,700,000	1,692,184	7,382	1,699,567
01609WAT9	6,175,885	ALIBABA GROUP HOLDING LTD	1,750,000	1,739,790	23,965	1,763,755
01609WAT9	6,175,887	ALIBABA GROUP HOLDING LTD	3,000,000	2,999,194	41,083	3,040,278
01609WAU6	6,175,889	ALIBABA GROUP HOLDING LTD	1,250,000	1,248,310	20,139	1,268,449
020002AY7	6,175,893	ALLSTATE CORPORATION (THE)	3,500,000	3,487,728	53,589	3,541,317
020002AZ4	6,175,895	ALLSTATE CORPORATION (THE)	3,000,000	2,996,757	35,700	3,032,457
020002AZ4	6,175,897	ALLSTATE CORPORATION (THE)	2,000,000	1,998,041	23,800	2,021,841
02109TAC6	6,175,899	ALROSA FINANCE SA	300,000	300,000	11,496	311,496
02109TAC6	6,175,901	ALROSA FINANCE SA	200,000	200,000	7,664	207,664
02155FAC9	6,175,903	ALTICE US FINANCE I CORP	830,000	830,000	21,050	851,050
023135BA3	6,175,909	AMAZON.COM INC	2,000,000	1,996,873	12,075	2,008,948
02343*AB8	6,175,915	AMCOR LIMITED PRVT	21,000,000	21,000,000	451,407	21,451,407
02343UAA3	6,175,917	AMCOR FINANCE (USA) INC	3,250,000	3,249,328	982	3,250,310
023551AJ3	6,175,919	HESS CORPORATION	10,000,000	11,118,623	154,111	11,272,734

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
023551AJ3	6,175,921	HESS CORPORATION	5,000,000	5,551,427	77,056	5,628,482
023608AG7	6,175,923	AMEREN CORP	1,000,000	999,261	7,706	1,006,967
02364WAV7	6,175,933	AMERICA MOVIL SAB DE CV	148,000	149,082	637	149,719
02364WAW5	6,175,935	AMERICA MOVIL SAB DE CV	3,200,000	3,725,892	16,878	3,742,770
02364WAW5	6,175,937	AMERICA MOVIL SAB DE CV	900,000	992,777	4,747	997,524
023761AA7	6,175,939	AMERICAN AIRLINES INC	5,285,499	5,285,499	40,728	5,326,227
023765AA8	6,175,941	AMERICAN AIRLINES INC 16-2 AA	3,318,000	3,318,000	40,111	3,358,111
02376UAA3	6,175,943	AMERICAN AIRLINES INC	1,763,447	1,763,447	18,563	1,782,010
02376UAA3	6,175,945	AMERICAN AIRLINES INC	4,269,398	4,269,398	44,941	4,314,339
02377BAB2	6,175,947	AMERICAN AIRLINES INC	2,263,234	2,263,234	8,827	2,272,061
026874BS5	6,175,949	AMERICAN INTERNATIONAL GROUP INC	1,500,000	1,500,123	56,544	1,556,667
029912BC5	6,175,951	AMERICAN TOWER CORPORATION	14,000,000	13,995,425	117,833	14,113,258
029912BE1	6,175,953	AMERICAN TOWER CORPORATION	21,000,000	20,988,182	619,500	21,607,682
03028PC*5	6,175,955	AMERICAN TRANSMISSION COMPANY LLC	6,000,000	5,597,166	31,970	5,629,136
03028PC@3	6,175,957	AMERICAN TRANSMISSION COMPANY LLC	4,000,000	3,767,285	21,824	3,789,109
03040#AD4	6,175,959	AMERICAN WATER CAP CORP	2,900,000	2,920,198	58,854	2,979,051
03040#AJ1	6,175,963	RWE AG PRVT	3,300,000	3,300,000	99,669	3,399,669
03040WAL9	6,175,965	AMERICAN WATER CAPITAL CORP	10,000,000	9,990,954	56,667	10,047,621
03073EAL9	6,175,967	AMERISOURCEBERGEN CORPORATION	10,500,000	10,480,660	164,617	10,645,277
03073EAL9	6,175,969	AMERISOURCEBERGEN CORPORATION	3,000,000	2,994,474	47,033	3,041,508
03073EAM7	6,175,971	AMERISOURCEBERGEN CORPORATION	1,750,000	1,743,306	9,479	1,752,785
03076CAF3	6,175,973	AMERIPRISE FINANCIAL INC	7,000,000	6,980,319	12,444	6,992,763
03076CAF3	6,175,975	AMERIPRISE FINANCIAL INC	2,000,000	1,994,377	3,556	1,997,932
03076CAF3	6,175,977	AMERIPRISE FINANCIAL INC	6,000,000	6,070,139	10,667	6,080,805
03076CAF3	6,175,979	AMERIPRISE FINANCIAL INC	8,525,000	8,842,281	15,156	8,857,436
031100E*7	6,175,983	AMETEK INC	3,200,000	3,200,000	10,278	3,210,278
031162BA7	6,175,987	AMGEN INC	2,000,000	2,142,958	32,000	2,174,958
031162BA7	6,175,989	AMGEN INC	3,000,000	3,154,490	48,000	3,202,490
031162BA7	6,175,991	AMGEN INC	2,000,000	2,102,993	32,000	2,134,993
031162BG4	6,175,995	AMGEN INC.	13,000,000	12,987,912	201,356	13,189,267
031652BE9	6,175,997	AMKOR TECHNOLOGY INC.	1,773,000	1,773,000	48,942	1,821,942
032165AD4	6,175,999	AMSOUTH BANCORPORATION	775,000	673,991	26,156	700,147
032177AE7	6,176,001	AMSTED INDUSTRIES INC	595,000	595,000	3,801	598,801
032510AC3	6,176,003	ANADARKO PETROLEUM CORP	2,000,000	1,937,752	15,844	1,953,596
032654AJ4	6,176,005	ANALOG DEVICES INC	1,000,000	998,170	14,733	1,012,904
032654AJ4	6,176,007	ANALOG DEVICES INC	2,000,000	1,996,340	29,467	2,025,807
03512TAA9	6,176,009	ANGLOGOLD HOLDINGS PLC	2,050,000	2,049,250	4,897	2,054,147
03512TAA9	6,176,011	ANGLOGOLD HOLDINGS PLC	135,000	134,951	323	135,273
03512TAA9	6,176,013	ANGLOGOLD HOLDINGS PLC	80,000	80,365	191	80,556
03512TAA9	6,176,015	ANGLOGOLD HOLDINGS PLC	450,000	450,231	1,075	451,306
035229CL5	6,176,017	ANHEUSER-BUSCH COS INC	2,000,000	1,615,443	60,000	1,675,443

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
035240AL4	6,176,019	ANHEUSER-BUSCH INBEV WORLDWIDE INC	8,000,000	8,144,513	24,000	8,168,513
035242AM8	6,176,023	ANHEUSER-BUSCH INBEV FINANCE INC	10,000,000	9,922,687	117,500	10,040,187
035242AP1	6,176,027	ANHEUSER-BUSCH INBEV FINANCE INC	15,000,000	14,979,918	136,875	15,116,793
035242AP1	6,176,029	ANHEUSER-BUSCH INBEV FINANCE INC	5,000,000	5,002,691	45,625	5,048,316
035287AD3	6,176,031	ANIXTER INC.	625,000	625,000	17,578	642,578
035287AE1	6,176,033	ANIXTER INC	750,000	761,480	3,203	764,683
03674XAF3	6,176,035	ANTERO RESOURCES CORP	665,000	665,000	15,586	680,586
03674XAF3	6,176,037	ANTERO RESOURCES CORP	400,000	400,250	9,375	409,625
037389AK9	6,176,039	AON CORP	8,000,000	8,918,520	218,800	9,137,320
037389AK9	6,176,041	AON CORP	1,000,000	1,100,352	27,350	1,127,702
037411AW5	6,176,043	APACHE CORP	12,000,000	11,889,460	102,000	11,991,460
037735CM7	6,176,045	APPALACHIAN POWER CO	2,800,000	2,795,799	16,333	2,812,133
037833AL4	6,176,047	APPLE INC	3,000,000	2,508,407	56,788	2,565,194
037833CR9	6,176,051	APPLE INC	3,500,000	3,500,000	52,889	3,552,889
038222AF2	6,176,053	APPLIED MATERIALS INC	20,000,000	19,984,933	324,889	20,309,822
038222AJ4	6,176,055	APPLIED MATERIALS INC	4,400,000	4,387,657	14,300	4,401,957
038222AJ4	6,176,057	APPLIED MATERIALS INC	3,500,000	3,490,182	11,375	3,501,557
038222AK1	6,176,059	APPLIED MATERIALS INC	500,000	498,456	2,125	500,581
038222AL9	6,176,061	APPLIED MATERIALS INC	2,000,000	1,993,564	5,500	1,999,064
04015CAA6	6,176,069	ARES FINANCE CO LLC	5,000,000	4,940,222	12,778	4,953,000
04220@AA2	6,176,071	ARMENIA MOUNTAIN WIND LLC	7,644,363	7,644,363	83,761	7,728,124
04220@AA2	6,176,073	ARMENIA MOUNTAIN WIND LLC	1,170,056	1,170,056	12,821	1,182,876
04317@AF5	6,176,075	ARTHUR J GALLAGHER & CO	1,600,000	1,600,000	13,028	1,613,028
04317@AG3	6,176,077	ARTHUR J GALLAGHER & CO	4,700,000	4,700,000	39,522	4,739,522
04317@AH1	6,176,079	ARTHUR J GALLAGHER & CO	6,200,000	6,200,000	54,891	6,254,891
04317@AQ1	6,176,081	ARTHUR J GALLAGHER & CO	10,500,000	10,500,000	191,217	10,691,217
04317@AR9	6,176,083	ARTHUR J GALLAGHER & CO	5,900,000	5,900,000	111,108	6,011,108
04317NAE9	6,176,085	ARUBA (GOVERNMENT)	2,040,000	2,056,774	12,318	2,069,092
044209AF1	6,176,087	ASHLAND INC.	400,000	400,000	4,011	404,011
044209AF1	6,176,089	ASHLAND INC.	350,000	348,325	3,510	351,835
44,286,939	6,176,091	DOLPHIN ENERGY LTD REGS	54,896	55,013	1,221	56,234
44,286,939	6,176,093	DOLPHIN ENERGY LTD REGS	87,600	88,643	1,949	90,591
44,286,939	6,176,095	DOLPHIN ENERGY LTD REGS	140,160	141,763	3,118	144,881
44,286,939	6,176,097	DOLPHIN ENERGY LTD REGS	54,896	55,549	1,221	56,771
44,286,939	6,176,099	DOLPHIN ENERGY LTD REGS	54,896	55,524	1,221	56,745
44,286,939	6,176,101	DOLPHIN ENERGY LTD REGS	84,096	84,956	1,871	86,827
44,286,939	6,176,103	DOLPHIN ENERGY LTD REGS	32,704	33,039	727	33,766
44,286,939	6,176,105	DOLPHIN ENERGY LTD REGS	40,880	42,222	909	43,131
45,230,040	6,176,107	TAQA ABU DHABI NATIONAL REGS	360,000	357,628	2,813	360,441
45,230,040	6,176,109	TAQA ABU DHABI NATIONAL REGS	140,000	139,078	1,094	140,171
45,230,040	6,176,111	TAQA ABU DHABI NATIONAL REGS	100,000	100,483	781	101,264
046353AL2	6,176,113	ASTRAZENECA PLC	5,000,000	4,963,489	77,344	5,040,833

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
048303E*8	6,176,115	ATLANTIC CITY ELECTRIC CO	9,900,000	9,900,000	144,375	10,044,375
053015AE3	6,176,117	AUTOMATIC DATA PROCESSING INC	1,250,000	1,248,953	5,391	1,254,343
05330KAA3	6,176,119	AUTOPISTAS METROPOLITANAS DE PUERT	8,988,450	8,988,450	52,245	9,040,695
053332AT9	6,176,121	AUTOZONE INC	4,250,000	4,249,092	3,689	4,252,781
05490LAA7	6,176,123	BLUE CROSS & BLUE SHIELD OF MINNES	150,000	149,991	2,843	152,833
05490LAA7	6,176,125	BLUE CROSS & BLUE SHIELD OF MINNES	2,500,000	2,486,923	47,375	2,534,298
055262A#6	6,176,127	BASF SE	9,900,000	9,900,000	149,765	10,049,765
05526DBC8	6,176,131	BAT CAPITAL CORP	4,500,000	4,500,000	41,705	4,541,705
05526DBE4	6,176,133	BAT CAPITAL CORP	2,000,000	2,000,000	19,169	2,019,169
05530QAL4	6,176,135	BAT INTERNATIONAL FINANCE PLC	3,000,000	2,998,294	39,667	3,037,961
055451AW8	6,176,141	BHP BILLITON FINANCE (USA) LTD	1,400,000	1,400,000	2,917	1,402,917
055451AX6	6,176,143	BHP BILLITON FINANCE (USA) LTD	2,800,000	2,800,000	6,300	2,806,300
055451AX6	6,176,145	BHP BILLITON FINANCE (USA) LTD	6,300,000	6,413,968	14,175	6,428,143
05565EAH8	6,176,149	BMW US CAPITAL LLC	8,000,000	7,689,375	12,444	7,701,819
05565EF#7	6,176,151	BMW US CAPITAL LLC	10,000,000	10,000,000	49,183	10,049,183
05565EG#6	6,176,153	BMW US CAPITAL LLC	13,000,000	13,000,000	113,512	13,113,512
05565QCJ5	6,176,157	BP CAPITAL MARKETS PLC	2,000,000	2,000,000	7,766	2,007,766
05565QCP1	6,176,161	BP CAPITAL MARKETS PLC	3,000,000	3,068,418	25,745	3,094,163
05565QCZ9	6,176,163	BP CAPITAL MARKETS PLC	200,000	200,000	748	200,748
05565QDA3	6,176,165	BP CAPITAL MARKETS PLC	200,000	200,000	857	200,857
05565QDH8	6,176,167	BP CAPITAL MARKETS PLC	8,000,000	8,029,527	126,582	8,156,109
05565QDN5	6,176,169	BP CAPITAL MARKETS PLC	4,000,000	4,000,000	15,302	4,015,302
05577@AP5	6,176,175	UNION PACIFIC CORP SER A-1	608,690	608,690	4,519	613,209
05577@AQ3	6,176,177	UNION PACIFIC CORP SER A-2	286,442	286,442	2,126	288,569
05577@AR1	6,176,179	UNION PACIFIC CORP	1,163,672	1,345,826	26,152	1,371,978
05674RAB0	6,176,181	BAHRAIN KINGDOM OF (GOVERNMENT)	1,270,000	1,269,169	25,065	1,294,234
05674RAC8	6,176,183	BAHRAIN KINGDOM OF (GOVERNMENT)	1,500,000	1,495,023	22,969	1,517,992
05674RAF1	6,176,185	BAHRAIN KINGDOM OF (GOVERNMENT)	2,250,000	2,250,000	41,563	2,291,563
057224BC0	6,176,187	BAKER HUGHES INC	2,570,000	2,568,086	17,362	2,585,448
05723KAF7	6,176,191	BAKER HUGHES A GE CO LLC / BAKER H	3,000,000	3,000,000	47,600	3,047,600
05964HAB1	6,176,195	BANCO SANTANDER SA	10,000,000	9,918,508	23,611	9,942,119
05965MAA1	6,176,197	BANCO DEL ESTADO DE CHILE	2,515,000	2,510,997	22,469	2,533,466
05970AAA0	6,176,199	BANCO NACIONAL DE COMERCIO EXTERIO	3,750,000	3,741,728	7,747	3,749,475
06051GEM7	6,176,201	BANK OF AMERICA CORP	10,000,000	9,981,768	153,583	10,135,351
06051GEN5	6,176,203	BANK OF AMERICA CORP	12,000,000	11,883,278	164,500	12,047,778
06051GFS3	6,176,205	BANK OF AMERICA CORP	15,000,000	15,134,160	145,313	15,279,473
06051GGR4	6,176,207	BANK OF AMERICA CORP	5,550,000	5,550,000	55,392	5,605,392
06368BGS1	6,176,209	BANK OF MONTREAL	3,000,000	3,000,000	44,051	3,044,051
064159KJ4	6,176,221	BANK OF NOVA SCOTIA	5,000,000	5,000,000	12,271	5,012,271

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
064255AR3	6,176,223	BANK OF TOKYO-MITSUBISHI UFJ LTD	3,000,000	2,993,143	17,767	3,010,909
064255BJ0	6,176,225	BANK OF TOKYO MITSUBISHI UFJ LTD	2,000,000	1,994,997	9,569	2,004,567
06738EAN5	6,176,227	BARCLAYS PLC	11,000,000	10,956,688	145,712	11,102,400
06738EAU9	6,176,229	BARCLAYS PLC	7,500,000	7,500,000	100,293	7,600,293
06849AAB5	6,176,231	ABX FINANCING COMPANY 144A	10,000,000	10,002,147	28,222	10,030,369
06850#AD6	6,176,233	BARRIERSAFE SOLUTIONS INTERNATIONAL INC	2,500,000	2,500,000	9,100	2,509,100
070101AH3	6,176,235	BASIN ELECTRIC POWER COOPERATIVE I	3,750,000	3,736,528	2,474	3,739,002
070101D#4	6,176,237	BASIN ELECTRIC POWER COOPERATIVE	2,100,000	2,249,375	52,201	2,301,576
070101F@4	6,176,239	BASIN ELECTRIC POWER COOPERATIVE I	4,000,000	4,000,000	56,516	4,056,516
07330MAA5	6,176,245	BRANCH BANKING AND TRUST COMPANY	12,000,000	11,978,384	1,267	11,979,651
07387#AA2	6,176,247	BEAR SWAMP FINANCE LP	19,294,492	19,294,492	81,246	19,375,738
07387#AA2	6,176,249	BEAR SWAMP FINANCE LP	3,005,675	3,005,675	12,656	3,018,331
085209AC8	6,176,251	BERMUDA (GOVERNMENT)	200,000	200,000	2,292	202,292
08861JAA7	6,176,253	BHARTI AIRTEL INTERNATIONAL (NETHE	1,600,000	1,627,572	11,389	1,638,961
08861JAA7	6,176,255	BHARTI AIRTEL INTERNATIONAL (NETHE	1,000,000	1,017,214	7,118	1,024,332
08866TAA0	6,176,257	BIB MERCHANT VOUCHER RECEIVABLES L	1,100,000	1,100,000	2,992	1,102,992
08888@AA6	6,176,259	BIF II SAFE HARBOR HOLDINGS LLC	3,300,000	3,300,000	13,100	3,313,100
09062XAD5	6,176,261	BIOGEN INC	2,200,000	2,185,076	14,618	2,199,693
092113AL3	6,176,265	BLACK HILLS CORP	3,750,000	3,740,875	43,615	3,784,489
09247XAL5	6,176,269	BLACKROCK INC	5,000,000	5,066,667	20,903	5,087,569
09247XAN1	6,176,271	BLACKROCK INC	2,500,000	2,490,814	10,222	2,501,036
095370AD4	6,176,275	BLUE CUBE SPINCO INC	640,000	640,000	2,844	642,844
096630AF5	6,176,277	BOARDWALK PIPELINES LP	2,400,000	2,392,645	31,447	2,424,092
096630AF5	6,176,279	BOARDWALK PIPELINES LP	7,000,000	7,011,033	91,719	7,102,753
097023BJ3	6,176,281	BOEING CO	2,600,000	2,555,461	10,833	2,566,294
097023BK0	6,176,283	BOEING CO	1,230,000	1,163,326	6,765	1,170,091
097023BP9	6,176,285	BOEING CO	1,100,000	1,079,514	79	1,079,594
09952AAC0	6,176,289	BORAL FINANCE PTY LIMITED	3,500,000	3,484,396	65,625	3,550,021
10112RAU8	6,176,293	BOSTON PROPERTIES LP	7,000,000	6,992,183	67,375	7,059,558
10112RAX2	6,176,295	BOSTON PROPERTIES LP	5,000,000	4,988,311	45,625	5,033,936
105756BZ2	6,176,305	BRAZIL FEDERATIVE REPUBLIC OF (GOV	340,000	338,804	4,718	343,521
109043AG4	6,176,307	BRIGGS & STRATTON CORP	265,000	265,000	6,883	271,883
11120VAA1	6,176,313	BRIXMOR OPERATING PARTNERSHIP LP	2,140,000	2,139,374	20,598	2,159,972
11134LAF6	6,176,317	BROADCOM CORPORATION/BROADCOM CAYM	6,500,000	6,494,339	69,378	6,563,717
11134LAH2	6,176,319	BROADCOM CORPORATION/BROADCOM CAYM	2,000,000	1,992,107	22,819	2,014,926
11134LAH2	6,176,321	BROADCOM CORPORATION/BROADCOM CAYM	4,000,000	3,984,213	45,639	4,029,852

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
11271LAB8	6,176,323	BROOKFIELD FINANCE INC	3,000,000	2,977,495	16,058	2,993,553
11271RAA7	6,176,325	BROOKFIELD FINANCE INC	5,000,000	4,989,058	16,667	5,005,725
11283#AB7	6,176,327	BROOKFIELD POWER NY PRVT	10,000,000	10,000,000	221,625	10,221,625
11283#AE1	6,176,329	BROOKFIELD POWER NEW YORK FINANCE	4,100,000	4,100,000	64,982	4,164,982
11283*AA3	6,176,331	BROOKFIELD WHITE PINE HYDRO LLC	3,400,000	3,400,000	12,876	3,412,876
120111BM0	6,176,335	BUILDING MATERIALS CORP OF AMERICA	500,000	511,076	12,392	523,469
120111BN8	6,176,337	BUILDING MATERIALS CORP OF AMERICA	1,560,000	1,560,000	4,160	1,564,160
12117#AA9	6,176,339	BUREAU VERITAS HOLDINGS INC	4,100,000	4,100,000	25,078	4,125,078
124857AM5	6,176,341	CBS CORP	10,000,000	9,983,854	78,111	10,061,965
124857AP8	6,176,343	CBS CORP	2,500,000	2,482,873	25,764	2,508,637
124857AQ6	6,176,345	CBS CORP	7,000,000	6,901,842	82,444	6,984,286
1248EPBG7	6,176,349	CCO HOLDINGS LLC	240,000	240,000	6,450	246,450
1248EPBG7	6,176,351	CCO HOLDINGS LLC	350,000	351,766	9,406	361,172
125094AQ5	6,176,359	CDP FINANCIAL INC	5,000,000	4,987,665	42,438	5,030,103
12513GBC2	6,176,361	CDW LLC / CDW FINANCE CORP	340,000	340,000	2,833	342,833
12513GBC2	6,176,363	CDW LLC / CDW FINANCE CORP	170,000	169,626	1,417	171,043
12513GBC2	6,176,365	CDW LLC / CDW FINANCE CORP	550,000	550,000	4,583	554,583
12527GAG8	6,176,367	CF INDUSTRIES INC	4,000,000	3,995,733	56,667	4,052,399
12527GAH6	6,176,371	CF INDUSTRIES INC	10,000,000	9,860,808	187,500	10,048,308
12542RF#2	6,176,373	CHS INC	3,200,000	3,200,000	57,052	3,257,052
12542RG*5	6,176,375	CHS INC	10,100,000	10,100,000	186,048	10,286,048
12543DAU4	6,176,377	CHS/COMMUNITY HEALTH SYSTEMS INC	50,000	50,000	641	50,641
12543DAU4	6,176,379	CHS/COMMUNITY HEALTH SYSTEMS INC	250,000	251,105	3,203	254,308
12545RAA5	6,176,381	CREDOMATIC INTERNATIONAL CORP	5,970,423	6,529,685	70,194	6,599,879
12563UAB3	6,176,383	CK HUTCHISON INTERNATIONAL (17) LT	2,250,000	2,239,408	5,688	2,245,095
12572QAG0	6,176,385	CME GROUP INC	2,825,000	2,821,176	10,829	2,832,005
126304AK0	6,176,391	CSC HOLDINGS INC.	230,000	230,423	5,164	235,586
126304AK0	6,176,393	CSC HOLDINGS INC.	580,000	581,111	13,022	594,133
126304AK0	6,176,395	CSC HOLDINGS INC.	200,000	200,720	4,490	205,210
126307AC1	6,176,397	CSC HOLDINGS LLC	350,000	353,984	6,373	360,357
12656*AF9	6,176,399	CSLB HOLDINGS INC	3,800,000	3,800,000	9,495	3,809,495
12656*AG7	6,176,401	CSLB HOLDINGS INC	2,400,000	2,400,000	7,467	2,407,467
12656*AL6	6,176,403	CSLB HOLDINGS INC	9,500,000	9,500,000	14,108	9,514,108
126650CL2	6,176,405	CVS CAREMARK CORP	5,000,000	4,961,757	54,358	5,016,114
126650CL2	6,176,407	CVS CAREMARK CORP	7,000,000	7,108,475	76,101	7,184,575
126650CQ1	6,176,409	CVS HEALTH CORP	160,000	160,000	3,167	163,167
126650CS7	6,176,411	CVS HEALTH CORP	160,000	160,000	3,333	163,333
12673PAF2	6,176,415	CA INC	12,000,000	11,994,369	108,000	12,102,369
131347CA2	6,176,421	CALPINE CORP	500,000	502,554	8,833	511,388
131347CA2	6,176,423	CALPINE CORP	590,000	596,481	10,423	606,904

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
136375BD3	6,176,425	CANADIAN NATIONAL RAILWAY COMPANY	1,000,000	1,048,268	20,317	1,068,585
13645RAV6	6,176,429	CANADIAN PACIFIC RAILWAY CO	1,000,000	995,801	6,133	1,001,934
14268#AA2	6,176,437	CARLSBAD ENERGY HOLDINGS LLC	1,682,310	1,682,310	5,968	1,688,278
14268#AA2	6,176,439	CARLSBAD ENERGY HOLDINGS LLC	300,000	300,000	1,064	301,064
14313*AA1	6,176,441	CARMAX AUTO SUPERSTORES INC	400,000	400,000	172	400,172
14313*AB9	6,176,443	CARMAX AUTO SUPERSTORES INC	2,400,000	2,400,000	1,112	2,401,112
14313*AB9	6,176,445	CARMAX AUTO SUPERSTORES INC	1,000,000	1,000,000	463	1,000,463
14313*AB9	6,176,447	CARMAX AUTO SUPERSTORES INC	2,600,000	2,659,447	1,205	2,660,652
14313*AC7	6,176,449	CARMAX AUTO SUPERSTORES INC	3,400,000	3,400,000	1,613	3,401,613
14313*AC7	6,176,451	CARMAX AUTO SUPERSTORES INC	2,000,000	2,000,000	949	2,000,949
14456#AA4	6,176,453	CARRIX INC	3,100,000	3,100,000	38,867	3,138,867
14456#AB2	6,176,455	CARRIX INC	7,750,000	7,750,000	99,127	7,849,127
147528D#7	6,176,457	CASEYS GENERAL STORES INC. PRVT	750,000	750,000	3,813	753,813
147528E#6	6,176,459	CASEYS GENERAL STORES INC	6,300,000	6,300,000	86,062	6,386,062
147528E@8	6,176,461	CASEYS GENERAL STORES INC. PRVT	22,000,000	22,000,000	261,580	22,261,580
147528F#5	6,176,463	CASEYS GENERAL STORES INC	2,500,000	2,500,000	775	2,500,775
147528F*9	6,176,465	CASEYS GENERAL STORES INC	1,900,000	1,900,000	26,521	1,926,521
147528F@7	6,176,467	CASEYS GENERAL STORES INC	2,500,000	2,500,000	45,372	2,545,372
147528G*8	6,176,469	CASEYS GENERAL STORES INC.	2,250,000	2,250,000	30,274	2,280,274
147528G@6	6,176,471	CASEYS GENERAL STORES INC.	4,100,000	4,100,000	29,626	4,129,626
149123BV2	6,176,473	CATERPILLAR INC	10,000,000	9,983,665	166,833	10,150,498
149123CC3	6,176,475	CATERPILLAR INC	2,000,000	1,999,789	31,356	2,031,144
15089QAC8	6,176,481	CELANESE US HOLDINGS LLC	350,000	350,000	7,768	357,768
151020AS3	6,176,483	CELGENE CORP	5,000,000	4,963,012	40,903	5,003,915
151020AU8	6,176,485	CELGENE CORP	1,000,000	1,005,745	10,556	1,016,300
151020BB9	6,176,487	CELGENE CORPORATION	2,500,000	2,491,595	19,229	2,510,825
15135BAH4	6,176,493	CENTENE ESCROW CORP	235,000	235,000	3,039	238,039
15135UAM1	6,176,497	CENOVUS ENERGY INC	5,000,000	4,999,271	9,444	5,008,715
15135UAP4	6,176,499	CENOVUS ENERGY INC	1,700,000	1,698,785	33,717	1,732,501
15135UAR0	6,176,501	CENOVUS ENERGY INC	1,200,000	1,198,950	24,480	1,223,430
15189YAD8	6,176,505	CENTERPOINT ENERGY RESOURCES CORPO	1,000,000	996,173	15,625	1,011,798
15189YAD8	6,176,507	CENTERPOINT ENERGY RESOURCES CORPO	2,000,000	1,993,228	31,250	2,024,478
156700AR7	6,176,509	CENTURYLINK INC	5,000,000	4,993,465	121,833	5,115,298
158525AT2	6,176,511	CHAMPION INTERNATIONAL CORP	7,235,000	7,601,168	260,460	7,861,628
161175AY0	6,176,513	CHARTER COMMUNICATIONS OPERATING L	5,000,000	5,000,000	66,803	5,066,803
161175BB9	6,176,515	CHARTER COMMUNICATIONS OPERATING L	13,000,000	13,000,000	157,976	13,157,976
16411QAA9	6,176,517	CHENIERE ENERGY PARTNERS LP	405,000	405,000	1,772	406,772

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
16412XAG0	6,176,519	CHENIERE CORPUS CHRISTI HOLDINGS L	270,000	270,000	4,651	274,651
16412XAG0	6,176,521	CHENIERE CORPUS CHRISTI HOLDINGS L	910,000	917,405	15,675	933,081
16412XAG0	6,176,523	CHENIERE CORPUS CHRISTI HOLDINGS L	270,000	272,197	4,651	276,848
165167CQ8	6,176,525	CHESAPEAKE ENERGY CORPORATION	724,000	420,761	21,881	442,642
166754AP6	6,176,527	CHEVRON PHILLIPS CHEMICAL CO LP	10,000,000	9,997,794	141,667	10,139,460
166754AP6	6,176,529	CHEVRON PHILLIPS CHEMICAL CO LP	2,000,000	1,996,448	28,333	2,024,781
166764BL3	6,176,533	CHEVRON CORP	3,600,000	3,526,138	48,741	3,574,879
16951XAA0	6,176,541	CHINA RESOURCES GAS GROUP LTD	1,200,000	1,194,404	3,900	1,198,304
171265A@0	6,176,543	CHUGACH ELECTRIC ASSOCIATION INC.	11,346,668	11,346,668	68,868	11,415,536
171265B#7	6,176,545	CHUGACH ELECTRIC ASSOCIATION INC.	1,235,000	1,235,000	5,413	1,240,413
171265B@9	6,176,547	CHUGACH ELECTRIC ASSOCIATION INC.	4,200,000	4,200,000	25,653	4,225,653
171265B@9	6,176,549	CHUGACH ELECTRIC ASSOCIATION INC.	100,000	100,000	611	100,611
17453BAW1	6,176,561	FRONTIER COMMUNICATIONS CORP	200,000	201,398	1,821	203,219
18055#AX0	6,176,563	CLARION LION PROPERTIES FUND HOLDI	400,000	400,000	7,540	407,540
18055#AY8	6,176,565	CLARION LION PROPERTIES FUND HOLDI	400,000	400,000	7,640	407,640
18055#AZ5	6,176,567	CLARION LION PROPERTIES FUND HOLDI	1,000,000	1,000,000	19,350	1,019,350
184496AJ6	6,176,569	CLEAN HARBORS INC	266,000	266,000	3,491	269,491
184496AJ6	6,176,571	CLEAN HARBORS INC	437,000	437,922	5,736	443,658
184496AL1	6,176,573	CLEAN HARBORS INC.	150,000	150,000	3,203	153,203
184691A#0	6,176,575	CLEARBRIDGE AMERICAN ENERGY MLP FU	1,519,872	1,519,872	3,047	1,522,919
184691A*4	6,176,577	CLEARBRIDGE AMERICAN ENERGY MLP FU	1,127,273	1,127,273	1,628	1,128,901
184691A@2	6,176,579	CLEARBRIDGE AMERICAN ENERGY MLP FU	2,358,696	2,358,696	4,078	2,362,774
184691B*3	6,176,581	CLEARBRIDGE AMERICAN ENERGY MLP FU	1,245,391	1,245,391	2,579	1,247,971
184692C*0	6,176,583	CLEARBRIDGE AMERICAN ENERGY MLP FUND INC	947,889	947,889	111	948,000
185508A#5	6,176,585	CLECO POWER LLC	3,700,000	3,700,000	62,785	3,762,785
185508A#5	6,176,587	CLECO POWER LLC	600,000	600,000	10,181	610,181
185508A#5	6,176,589	CLECO POWER LLC	5,600,000	5,600,000	95,026	5,695,026
185508A#5	6,176,591	CLECO POWER LLC	800,000	800,000	13,575	813,575
185508A*9	6,176,593	CLECO POWER LLC	5,600,000	5,600,000	107,520	5,707,520
185508A@7	6,176,595	CLECO POWER LLC	8,600,000	8,600,000	171,709	8,771,709
191098AK8	6,176,597	COCA COLA BOTTLING CO CONSOLIDATED	2,000,000	1,999,605	32,933	2,032,538
191216BS8	6,176,603	COCA-COLA CO	5,000,000	4,993,992	1,597	4,995,589
191229AB9	6,176,605	COCA-COLA ICECEK AS	450,000	450,000	2,213	452,213

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
191241AF5	6,176,607	COCA-COLA FEMSA SAB DE CV	2,450,000	2,411,726	55,380	2,467,106
192714AC7	6,176,613	COLBUN SA	1,350,000	1,346,580	2,963	1,349,543
195325BL8	6,176,621	COLOMBIA (REPUBLIC OF)	421,000	425,639	3,709	429,347
195325BL8	6,176,623	COLOMBIA (REPUBLIC OF)	226,000	228,490	1,991	230,481
195325BL8	6,176,627	COLOMBIA (REPUBLIC OF)	107,000	110,144	943	111,087
195325BL8	6,176,629	COLOMBIA (REPUBLIC OF)	110,000	113,270	969	114,239
195325BL8	6,176,631	COLOMBIA (REPUBLIC OF)	214,000	220,318	1,885	222,203
195325BL8	6,176,633	COLOMBIA (REPUBLIC OF)	386,000	397,227	3,400	400,628
195325BL8	6,176,635	COLOMBIA (REPUBLIC OF)	48,000	49,427	423	49,850
195325BL8	6,176,637	COLOMBIA (REPUBLIC OF)	100,000	102,952	881	103,833
195325BL8	6,176,639	COLOMBIA (REPUBLIC OF)	98,000	100,911	863	101,774
195325BL8	6,176,641	COLOMBIA (REPUBLIC OF)	171,000	176,079	1,506	177,586
195325BL8	6,176,643	COLOMBIA (REPUBLIC OF)	42,000	43,248	370	43,617
195325BL8	6,176,645	COLOMBIA (REPUBLIC OF)	100,000	102,970	881	103,851
195325BM6	6,176,647	COLOMBIA (REPUBLIC OF)	212,000	247,992	3,715	251,708
195325BM6	6,176,649	COLOMBIA (REPUBLIC OF)	859,000	1,010,414	15,053	1,025,467
195325BM6	6,176,651	COLOMBIA (REPUBLIC OF)	454,000	541,810	7,956	549,766
195325DL6	6,176,655	COLOMBIA REPUBLIC OF (GOVERNMENT)	750,000	740,645	484	741,130
195869AJ1	6,176,657	COLONIAL PIPELN 144A	8,500,000	8,495,535	94,770	8,590,305
195869AM4	6,176,659	COLONIAL PIPELINE CO	7,000,000	6,995,434	10,889	7,006,323
195869AM4	6,176,661	COLONIAL PIPELINE CO	10,000,000	9,993,478	15,556	10,009,033
195869AP7	6,176,665	COLONIAL PIPELINE CO	1,500,000	1,496,826	4,688	1,501,514
199575AT8	6,176,667	OHIO POWER COMPANY	1,606,000	1,966,937	17,666	1,984,603
199575AT8	6,176,669	OHIO POWER COMPANY	3,788,000	4,627,287	41,668	4,668,955
199575AT8	6,176,671	OHIO POWER COMPANY	310,000	381,766	3,410	385,176
199575AV3	6,176,675	OHIO POWER CO	300,000	351,250	1,463	352,712
20030NAM3	6,176,679	COMCAST CORPORATION	5,000,000	4,912,285	41,208	4,953,494
20030NAX9	6,176,681	COMCAST CORPORATION	1,000,000	976,418	29,511	1,005,929
20030NBB6	6,176,683	COMCAST CORP	12,000,000	11,949,685	128,000	12,077,685
200339DX4	6,176,685	COMERICA BANK	7,750,000	7,714,354	80,944	7,795,299
200447A*1	6,176,687	COMISION FEDERAL DE ELECTRICIDAD	11,115,000	11,115,000	43,373	11,158,373
200447AC4	6,176,689	COMISION FEDERAL DE ELECTRICIDAD	481,000	476,202	5,916	482,118
200447AF7	6,176,691	COMISION FEDERAL DE ELECTRICIDAD	1,050,000	1,048,800	9,421	1,058,220
202795HK9	6,176,693	COMMONWEALTH EDISON	250,000	306,077	1,885	307,962
2027A0HT9	6,176,695	COMMONWEALTH BANK OF AUSTRALIA	4,000,000	3,998,281	51,617	4,049,898
20338HAB9	6,176,699	COMMSCOPE TECHNOLOGIES FINANCE LLC	395,000	386,900	2,524	389,424
20338HAB9	6,176,701	COMMSCOPE TECHNOLOGIES FINANCE LLC	710,000	698,677	4,536	703,213
20338HAB9	6,176,703	COMMSCOPE TECHNOLOGIES FINANCE LLC	130,000	129,073	831	129,903
20338HAB9	6,176,705	COMMSCOPE TECHNOLOGIES FINANCE LLC	520,000	516,289	3,322	519,611
20338HAB9	6,176,707	COMMSCOPE TECHNOLOGIES FINANCE LLC	1,240,000	1,231,147	7,922	1,239,069

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
20605PAH4	6,176,709	CONCHO RESOURCES INC	3,000,000	2,989,637	9,375	2,999,012
207597DV4	6,176,713	CONNECTICUT LIGHT AND POWER CO	250,000	318,361	6,615	324,975
207597EJ0	6,176,717	CONNECTICUT LIGHT AND POWER CO	2,050,000	2,043,723	8,382	2,052,106
209111EU3	6,176,719	CONSOLIDATED EDISON COMPANY OF NEW	2,000,000	2,219,125	11,250	2,230,375
209111FE8	6,176,723	CONSOLIDATED EDISON CO OF NEW YORK	3,000,000	2,992,790	41,250	3,034,040
21036PAL2	6,176,725	CONSTELLATION BRANDS INC	45,000	45,000	956	45,956
21036PAL2	6,176,727	CONSTELLATION BRANDS INC	260,000	260,539	5,525	266,064
210518C*5	6,176,729	CONSUMERS ENERGY COMPANY	4,000,000	4,000,000	6,702	4,006,702
210518C*5	6,176,731	CONSUMERS ENERGY COMPANY	1,000,000	1,000,000	1,676	1,001,676
212168AA6	6,176,733	CONTINENTAL WIND LLC	6,452,561	6,452,561	65,601	6,518,162
212168AA6	6,176,735	CONTINENTAL WIND LLC	1,048,541	1,108,486	10,660	1,119,146
21685WBT3	6,176,737	RABOBANK NEDERLAND	10,000,000	9,991,469	137,500	10,128,969
218333A*3	6,176,739	CORBION NV	11,000,000	11,000,000	165,642	11,165,642
218333A*3	6,176,741	CORBION NV	2,000,000	2,000,000	30,117	2,030,117
219350AZ8	6,176,743	CORNING INC	4,000,000	3,994,646	68,244	4,062,891
21987BAS7	6,176,745	CORPORACION NACIONAL DEL COBRE DE	755,000	754,401	7,361	761,762
21987BAV0	6,176,747	CORPORACION NACIONAL DEL COBRE DE	3,000,000	2,963,893	16,875	2,980,768
21987BAV0	6,176,749	CORPORACION NACIONAL DEL COBRE DE	600,000	591,647	3,375	595,022
21987BAW8	6,176,751	CORPORACION NACIONAL DEL COBRE DE	1,500,000	1,475,211	13,594	1,488,805
22025YAM2	6,176,753	CORRECTIONS CORP OF AMERICA	115,000	115,000	395	115,395
22025YAM2	6,176,755	CORRECTIONS CORP OF AMERICA	115,000	115,338	395	115,734
22025YAP5	6,176,757	CORRECTIONS CORP OF AMERICA	115,000	115,000	2,659	117,659
22025YAP5	6,176,759	CORRECTIONS CORP OF AMERICA	115,000	115,625	2,659	118,284
22303QAL4	6,176,761	COVIDIEN INTERNATIONAL FINANCE SA	7,500,000	7,497,732	119,000	7,616,732
22303QAN0	6,176,763	COVIDIEN INTERNATIONAL FINANCE SA	12,000,000	11,983,440	145,067	12,128,506
224044BV8	6,176,765	COX COMMUNICATIONS INC 144A	775,000	885,800	10,818	896,617
224044CF2	6,176,767	COX COMMUNICATIONS INC	3,675,000	3,178,455	44,100	3,222,555
224044CJ4	6,176,771	COX COMMUNICATIONS INC	3,000,000	2,964,919	22,167	2,987,086
224044CK1	6,176,773	COX COMMUNICATIONS INC	5,500,000	5,466,686	53,411	5,520,097
22532LAM6	6,176,775	CREDIT AGRICOLE SA (LONDON BRANCH)	10,000,000	9,938,010	17,222	9,955,232
22532LAM6	6,176,777	CREDIT AGRICOLE SA (LONDON BRANCH)	9,000,000	8,944,209	15,500	8,959,709
225401AC2	6,176,779	CREDIT SUISSE GROUP AG	5,200,000	5,200,000	69,273	5,269,273
225433AR2	6,176,783	CREDIT SUISSE GROUP FUNDING GUERNS	7,500,000	7,498,506	12,323	7,510,829
22546QAP2	6,176,785	CREDIT SUISSE AG (NEW YORK BRANCH)	12,500,000	12,452,269	65,451	12,517,720
226775AC8	6,176,787	CROATIA (REPUBLIC OF) 144A	71,000	70,821	1,398	72,219
226775AC8	6,176,789	CROATIA (REPUBLIC OF) 144A	261,000	260,343	5,139	265,483
226775AC8	6,176,791	CROATIA (REPUBLIC OF) 144A	336,000	339,473	6,616	346,089

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
226775AC8	6,176,793	CROATIA (REPUBLIC OF) 144A	132,000	133,364	2,599	135,963
226775AD6	6,176,795	CROATIA (REPUBLIC OF)	820,000	814,847	5,373	820,220
226775AD6	6,176,797	CROATIA (REPUBLIC OF)	300,000	298,115	1,966	300,080
226775AD6	6,176,799	CROATIA (REPUBLIC OF)	1,400,000	1,385,101	9,173	1,394,273
228189AB2	6,176,801	CROWN AMERICAS LLC	220,000	220,000	2,915	222,915
228189AB2	6,176,803	CROWN AMERICAS LLC	1,530,000	1,547,047	20,273	1,567,319
228227BD5	6,176,805	CROWN CASTLE INTERNATIONAL CORP	180,000	179,477	2,783	182,260
228227BD5	6,176,807	CROWN CASTLE INTERNATIONAL CORP	235,000	234,661	3,633	238,293
228227BD5	6,176,809	CROWN CASTLE INTERNATIONAL CORP	180,000	179,740	2,783	182,523
228227BE3	6,176,811	CROWN CASTLE INTERNATIONAL CORP	240,000	239,348	520	239,868
22822RBD1	6,176,813	CROWN CASTLE TOWERS LLC	5,000,000	5,000,000	8,140	5,008,140
22822VAC5	6,176,815	CROWN CASTLE INTERNATIONAL CORP	1,750,000	1,745,625	24,461	1,770,086
22822VAC5	6,176,817	CROWN CASTLE INTERNATIONAL CORP	1,500,000	1,496,250	20,967	1,517,216
23311RAE6	6,176,823	DCP MIDSTREAM LLC	12,500,000	12,497,672	51,128	12,548,801
23311RAE6	6,176,825	DCP MIDSTREAM LLC	1,000,000	964,141	4,090	968,231
23314#AE9	6,176,827	DIVIDEND CAPITAL TRUST	15,800,000	15,800,000	9,533	15,809,533
23317HAD4	6,176,829	DDR CORP	904,000	899,237	8,193	907,430
23317HAE2	6,176,831	DDR CORP	1,050,000	1,042,406	11,156	1,053,562
23325PA@3	6,176,833	DNP SELECT INCOME FUND	5,600,000	5,600,000	46,200	5,646,200
23330JAA9	6,176,835	DP WORLD LTD 144A	390,000	349,007	8,831	357,837
23330JAA9	6,176,837	DP WORLD LTD 144A	320,000	286,364	7,246	293,610
23330JAA9	6,176,839	DP WORLD LTD 144A	2,920,000	2,920,000	66,118	2,986,118
23330JAA9	6,176,841	DP WORLD LTD 144A	1,500,000	1,663,775	33,965	1,697,740
23331ABH1	6,176,843	DR HORTON INC	175,000	175,000	2,124	177,124
23331ABH1	6,176,845	DR HORTON INC	175,000	176,155	2,124	178,280
23338VAB2	6,176,847	DTE ELECTRIC CO	2,000,000	2,021,878	9,328	2,031,206
23338VAB2	6,176,849	DTE ELECTRIC CO	3,822,000	3,863,810	17,825	3,881,635
233851CB8	6,176,855	DAIMLER FINANCE NORTH AMERICA LLC	6,700,000	6,676,642	57,322	6,733,964
233851CU6	6,176,857	DAIMLER FINANCE NORTH AMERICA LLC	4,000,000	3,985,738	44,083	4,029,821
23918KAP3	6,176,861	DAVITA INC	295,000	295,000	3,581	298,581
24618#AG5	6,176,863	DELAWARE NORTH COMPANIES INC	2,100,000	2,100,000	20,862	2,120,862
24618#AH3	6,176,865	DELAWARE NORTH COMPANIES INC	1,400,000	1,400,000	17,982	1,417,982
24618#AK6	6,176,867	DELAWARE NORTH COMPANIES INC	2,000,000	2,000,000	29,402	2,029,402
24618#AL4	6,176,869	DELAWARE NORTH COMPANIES INC	1,200,000	1,200,000	18,733	1,218,733
24668PAE7	6,176,871	DELHAIZE AMERICA INC.	2,342,000	2,334,135	11,125	2,345,260
247109BS9	6,176,873	DELMARVA POWER & LIGHT CO	12,500,000	12,663,257	201,736	12,864,993
247126AJ4	6,176,875	DELPHI CORP (NEW)	6,000,000	5,986,686	31,817	6,018,502
24718PAA5	6,176,877	DELPHI JERSEY HOLDINGS PLC	540,000	537,467	2,250	539,717
250847EA4	6,176,879	DETROIT EDISON	250,000	299,932	1,188	301,119

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
250847EB2	6,176,881	DETROIT EDISON CO	1,250,000	1,643,814	34,505	1,678,319
250847EB2	6,176,883	DETROIT EDISON CO	250,000	326,909	6,901	333,810
25152RXA6	6,176,885	DEUTSCHE BANK AG (LONDON BRANCH)	5,000,000	4,987,589	77,597	5,065,186
25245BAB3	6,176,887	DIAGEO INVESTMENT CORP	5,000,000	4,992,075	67,882	5,059,957
25272KAD5	6,176,889	DIAMOND 1 FINANCE CORPORATION/DIAM	12,000,000	11,997,909	200,373	12,198,282
25272KAG8	6,176,891	DIAMOND 1 FINANCE CORPORATION/DIAM	10,000,000	9,996,945	205,889	10,202,833
25272KAK9	6,176,893	DIAMOND 1 FINANCE CORPORATION/DIAM	3,000,000	2,998,866	68,227	3,067,093
25272KAU7	6,176,895	DIAMOND 1 FINANCE CORPORATION/DIAM	530,000	530,000	11,763	541,763
25272KAW3	6,176,897	DIAMOND 1 FINANCE CORP	530,000	530,000	14,266	544,266
25468PDF0	6,176,901	WALT DISNEY CO	3,200,000	3,194,155	12,320	3,206,475
254709AK4	6,176,903	DISCOVER FINANCIAL SERVICES	4,000,000	3,997,943	76,806	4,074,749
254709AK4	6,176,905	DISCOVER FINANCIAL SERVICES	5,000,000	4,997,429	96,007	5,093,436
254709AM0	6,176,907	DISCOVER FINANCIAL SERVICES	5,000,000	4,996,004	46,694	5,042,699
254709AM0	6,176,909	DISCOVER FINANCIAL SERVICES	2,500,000	2,498,002	23,347	2,521,349
25470DAE9	6,176,913	DISCOVERY COMMUNICATIONS LLC	10,000,000	9,977,491	165,278	10,142,769
25470DAR0	6,176,915	DISCOVERY COMMUNICATIONS LLC	5,000,000	4,983,721	22,493	5,006,214
25470DAS8	6,176,917	DISCOVERY COMMUNICATIONS LLC	5,000,000	4,996,246	28,472	5,024,718
25470DAZ2	6,176,919	DISCOVERY COMMUNICATIONS LLC	5,000,000	4,990,495	66,111	5,056,606
25470DBD0	6,176,923	DISCOVERY COMMUNICATIONS LLC	5,000,000	4,992,940	74,611	5,067,551
25470XAB1	6,176,925	DISH DBS CORP	355,000	356,223	4,659	360,882
25470XAB1	6,176,927	DISH DBS CORP	615,000	620,713	8,072	628,785
25470XAE5	6,176,929	DISH DBS CORP	1,140,000	1,136,102	32,063	1,168,164
25470XAW5	6,176,931	DISH DBS CORP	1,000,000	998,239	27,090	1,025,329
25470XAY1	6,176,933	DISH DBS CORP	255,000	255,000	6,588	261,588
25470XAY1	6,176,935	DISH DBS CORP	255,000	257,223	6,588	263,811
25470XAY1	6,176,937	DISH DBS CORP	260,000	261,986	6,717	268,703
256853AB8	6,176,939	DOLPHIN ENERGY LTD	1,438,000	1,546,432	29,878	1,576,311
25763#AE0	6,176,943	DONALDSON COMPANY INC	2,400,000	2,400,000	8,432	2,408,432
260003AG3	6,176,945	DOVER CORP	2,000,000	2,134,819	16,867	2,151,686
260003AM0	6,176,947	DOVER CORP	1,600,000	1,590,331	23,240	1,613,571
260543BX0	6,176,949	DOW CHEMICAL CO	20,000,000	20,618,604	788,500	21,407,104
260543CK7	6,176,953	DOW CHEMICAL CO	5,000,000	5,006,332	17,708	5,024,040
26138EAS8	6,176,955	DR PEPPER SNAPPLE GROUP INC	1,000,000	995,325	15,678	1,011,003
263901AC4	6,176,957	DUKE ENERGY INDIANA INC	6,000,000	5,998,594	66,250	6,064,844
26442UAA2	6,176,961	DUKE ENERGY PROGRESS INC	2,100,000	2,095,136	14,408	2,109,544
266228C@2	6,176,965	DUQUESNE LIGHT HOLDINGS INC	4,600,000	4,600,000	54,740	4,654,740
26824KAA2	6,176,967	AIRBUS GROUP FINANCE BV	5,252,000	5,118,520	5,515	5,124,035
26824KAA2	6,176,969	AIRBUS GROUP FINANCE BV	2,500,000	2,469,641	2,625	2,472,266
268317AP9	6,176,971	ELECTRICITE DE FRANCE SA	3,500,000	3,432,469	8,313	3,440,782
268317AS3	6,176,973	ELECTRICITE DE FRANCE SA	5,000,000	4,967,091	9,063	4,976,154

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
26874RAA6	6,176,975	ENI SPA	5,000,000	4,993,973	17,292	5,011,265
26874RAA6	6,176,977	ENI SPA	17,000,000	16,979,510	58,792	17,038,301
26875PAE1	6,176,979	EOG RESOURCES INC.	3,000,000	2,998,054	55,000	3,053,054
26875PAE1	6,176,983	EOG RESOURCES INC.	6,000,000	6,056,588	110,000	6,166,588
26875PAM3	6,176,985	EOG RESOURCES INC	400,000	400,000	1,050	401,050
26875PAM3	6,176,987	EOG RESOURCES INC	300,000	295,215	788	296,002
26875PAN1	6,176,989	EOG RESOURCES INC	800,000	796,955	2,600	799,555
26876FAA0	6,176,991	ENN ENERGY HOLDINGS LTD	500,000	498,661	14,000	512,661
26876FAA0	6,176,993	ENN ENERGY HOLDINGS LTD	240,000	242,874	6,720	249,594
268789AB0	6,176,995	E.ON INTERNATIONAL FINANCE BV 144A	2,000,000	1,992,771	369	1,993,140
26884TAL6	6,176,997	ERAC USA FINANCE LLC	3,500,000	3,495,997	62,135	3,558,132
26884TAP7	6,176,999	ERAC USA FINANCE LLC	900,000	898,658	17,100	915,758
278058E#5	6,177,003	EATON CORPORATION	26,800,000	26,800,000	351,318	27,151,318
278642AL7	6,177,005	EBAY INC.	6,000,000	5,995,986	51,750	6,047,736
278642AL7	6,177,007	EBAY INC.	2,500,000	2,498,328	21,563	2,519,890
279158AB5	6,177,017	ECOPETROL SA	276,000	283,346	5,729	289,075
279158AB5	6,177,019	ECOPETROL SA	700,000	718,631	14,530	733,161
279158AB5	6,177,021	ECOPETROL SA	500,000	516,286	10,378	526,665
279158AB5	6,177,023	ECOPETROL SA	240,000	248,979	4,982	253,961
279158AB5	6,177,025	ECOPETROL SA	2,610,000	2,697,618	54,176	2,751,794
279158AE9	6,177,027	ECOPETROL SA	1,600,000	1,592,011	14,094	1,606,105
279158AJ8	6,177,029	ECOPETROL SA	442,000	439,213	11,036	450,249
283677AZ5	6,177,031	EL PASO ELECTRIC CO	1,000,000	1,045,290	20,833	1,066,123
28368EAD8	6,177,033	EL PASO CORPORATION	745,000	763,651	14,528	778,178
28370TAD1	6,177,035	EL PASO PIPELINE PARTNERS OPERATIN	4,000,000	3,975,909	138,333	4,114,242
284902AC7	6,177,037	ELDORADO GOLD CORPORATION	294,000	294,000	6,803	300,803
28501*AB1	6,177,039	ELECTRIC TRANSMISSION TEXAS LLC PRVT	2,000,000	2,000,000	4,969	2,004,969
28501*AC9	6,177,041	ELECTRIC TRANSMISSION TEXAS LLC PRVT	1,750,000	1,750,000	20,380	1,770,380
28501*AN5	6,177,043	ELECTRIC TRANSMISSION TEXAS LLC	14,800,000	14,800,000	118,400	14,918,400
28501*AS4	6,177,045	ELECTRIC TRANSMISSION TEXAS LLC	900,000	900,000	8,625	908,625
28501*AT2	6,177,047	ELECTRIC TRANSMISSION TEXAS LLC	1,800,000	1,800,000	29,160	1,829,160
28501*AU9	6,177,049	ELECTRIC TRANSMISSION TEXAS LLC	2,600,000	2,600,000	46,943	2,646,943
291011BG8	6,177,051	EMERSON ELECTRIC CO	2,500,000	2,499,864	32,813	2,532,676
29245JAF9	6,177,053	EMPRESA NACIONAL DEL PETROLEO ENAP	207,000	205,550	3,960	209,511
29245JAH5	6,177,055	EMPRESA NACIONAL DEL PETROLEO ENAP	600,000	597,183	73	597,256
29245VAA3	6,177,059	EMPRESA NACIONAL DE TELECOMUNICACI	1,000,000	996,133	135	996,268
29245VAA3	6,177,061	EMPRESA NACIONAL DE TELECOMUNICACI	1,000,000	1,030,507	135	1,030,642
29245VAA3	6,177,063	EMPRESA NACIONAL DE TELECOMUNICACI	900,000	927,463	122	927,585

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29246QAB1	6,177,065	EMPRESA DE TRANSPORTE DE PASAJEROS	825,000	806,425	11,000	817,425
29252BAA7	6,177,067	ENBRIDGE PIPELINES SOUTHERN LIGHTS	21,512,885	21,512,885	287,783	21,800,668
29273AAA4	6,177,071	ENERGIZER HOLDINGS INC.	80,000	80,000	1,662	81,662
29273AAA4	6,177,073	ENERGIZER HOLDINGS INC.	480,000	481,655	9,973	491,629
29273RAQ2	6,177,077	ENERGY TRANSFER PARTNERS LP	3,000,000	3,044,590	39,000	3,083,590
29273RBB4	6,177,079	ENERGY TRANSFER PARTNERS	5,000,000	5,046,365	95,000	5,141,365
29273VAC4	6,177,083	ENERGY TRANSFER CO	65,000	65,000	217	65,217
29273VAC4	6,177,085	ENERGY TRANSFER CO	85,000	85,961	283	86,244
29273VAC4	6,177,087	ENERGY TRANSFER CO	125,000	126,366	417	126,782
29273VAC4	6,177,089	ENERGY TRANSFER CO	65,000	65,685	217	65,902
29273VAC4	6,177,091	ENERGY TRANSFER CO	220,000	224,688	733	225,421
29273VAF7	6,177,093	ENERGY TRANSFER EQUITY LP	640,000	632,201	14,667	646,867
292766A#9	6,177,095	ENERPLUS CORP	10,200,000	10,200,000	206,947	10,406,947
292766A@1	6,177,097	ENERPLUS CORP	3,600,000	3,600,000	73,040	3,673,040
29358QAE9	6,177,105	ENSCO PLC	7,000,000	6,980,441	46,511	7,026,952
29364DAT7	6,177,107	ENTERGY ARKANSAS INC	300,000	310,264	5,610	315,874
29364WAV0	6,177,109	ENTERGY LOUISIANA LLC	2,557,000	2,630,984	37,268	2,668,252
29364WAV0	6,177,111	ENTERGY LOUISIANA LLC	4,000,000	4,120,095	58,300	4,178,395
29364WAX6	6,177,113	ENTERGY LOUISIANA LLC	3,000,000	2,983,969	38,125	3,022,094
29364WBA5	6,177,117	ENTERGY LOUISIANA LLC	5,750,000	5,866,552	24,278	5,890,829
29365PAQ5	6,177,119	ENTERGY GULF STATES LOUISIANA LLC	10,000,000	9,996,126	32,917	10,029,043
293791AP4	6,177,121	ENTERPRISE PRODUCTS OPERATING L.P.	1,800,000	1,839,841	5,320	1,845,161
29379VAN3	6,177,125	ENTERPRISE PRODUCTS OPERATING LP	990,000	864,585	8,025	872,610
29379VBM4	6,177,127	ENTERPRISE PRODUCTS OPERATING LLC	5,500,000	5,500,000	55,859	5,555,859
29444UAM8	6,177,129	EQUINIX INC	235,000	235,000	1,053	236,053
29444UAM8	6,177,131	EQUINIX INC	300,000	303,508	1,344	304,852
29444UAR7	6,177,133	EQUINIX INC	405,000	405,000	10,038	415,038
294752AH3	6,177,135	EQUITY ONE INC.	3,954,000	3,824,349	68,371	3,892,720
296464AA8	6,177,137	ESKOM HOLDINGS LTD	620,000	618,500	9,408	627,907
296464AA8	6,177,139	ESKOM HOLDINGS LTD	400,000	399,169	6,069	405,238
30161MAH6	6,177,143	EXELON GENERATION CO LLC	12,000,000	11,996,454	40,000	12,036,454
30161MAJ2	6,177,145	EXELON GENERATION CO LLC	5,000,000	4,982,152	23,958	5,006,110
30219GAF5	6,177,149	EXPRESS SCRIPTS HOLDING CO	10,000,000	9,908,025	82,333	9,990,358
30231GAF9	6,177,153	EXXON MOBIL CORP	750,000	747,163	3,104	750,267
30231GAT9	6,177,155	EXXON MOBIL CORP	1,041,000	1,031,896	5,280	1,037,176
30231GAT9	6,177,157	EXXON MOBIL CORP	6,759,000	6,699,889	34,279	6,734,169
30231GAT9	6,177,159	EXXON MOBIL CORP	6,000,000	5,948,364	30,430	5,978,794
30231GAT9	6,177,161	EXXON MOBIL CORP	1,000,000	991,385	5,072	996,457
30251GAW7	6,177,163	FMG RESOURCES (AUGUST 2006) PTY LT	270,000	270,000	6,381	276,381
30251GAW7	6,177,165	FMG RESOURCES (AUGUST 2006) PTY LT	540,000	542,374	12,761	555,135

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
30251GAW7	6,177,167	FMG RESOURCES (AUGUST 2006) PTY LT	540,000	540,000	12,761	552,761
30676JAC2	6,177,169	FALMOUTH HOLDINGS GROUP CO - TL	1,901,721	1,901,721	1,828	1,903,549
313747AU1	6,177,171	FEDERAL REALTY INVESTMENT TRUST	620,000	645,617	7,211	652,828
31410HAQ4	6,177,173	MACYS RETAIL HOLDINGS INC	306,000	312,424	1,760	314,183
31428XAX4	6,177,175	FEDEX CORP	8,750,000	9,543,029	126,243	9,669,272
31428XBE5	6,177,177	FEDEX CORP	2,500,000	2,477,990	54,757	2,532,747
31428XBG0	6,177,179	FEDEX CORP	1,500,000	1,493,657	5,688	1,499,345
31572UAE6	6,177,181	FIBRIA OVERSEAS FINANCE LTD	1,420,000	1,413,412	34,997	1,448,410
31572UAF3	6,177,183	FIBRIA OVERSEAS FINANCE LTD	712,000	702,328	11,313	713,640
31620MAQ9	6,177,185	FIDELITY NATIONAL INFORMATION SERV	2,000,000	1,997,527	4,000	2,001,527
316773CH1	6,177,187	FIFTH THIRD BANCORP	2,000,000	1,995,558	27,500	2,023,058
319963BN3	6,177,189	FIRST DATA CORP	215,000	215,000	2,440	217,440
319963BN3	6,177,191	FIRST DATA CORP	560,000	562,739	6,354	569,094
32008DAA4	6,177,193	FIRST DATA CORP	160,000	160,000	2,356	162,356
32055RB*7	6,177,195	FIRST INDUSTRIAL LP	1,800,000	1,800,000	14,668	1,814,668
32055RB@5	6,177,197	FIRST INDUSTRIAL LP	1,600,000	1,600,000	13,376	1,613,376
320844PD9	6,177,199	FIRST MERIT BANK	1,000,000	1,000,000	18,503	1,018,503
337932AH0	6,177,203	FIRSTENERGY CORP	4,500,000	4,486,199	51,675	4,537,874
337932AJ6	6,177,205	FIRSTENERGY CORP	1,250,000	1,242,268	17,851	1,260,119
33938EAS6	6,177,209	FLEXTRONICS INTERNATIONAL LTD.	395,000	395,000	4,169	399,169
340711AV2	6,177,211	FLORIDA GAS TRANSMISSION CO	15,000,000	14,991,354	171,146	15,162,500
341081EX1	6,177,213	FLORIDA POWER AND LIGHT CO	3,000,000	3,856,006	77,500	3,933,506
341081EX1	6,177,215	FLORIDA POWER AND LIGHT CO	10,000,000	12,826,173	258,333	13,084,506
341081FK8	6,177,217	FLORIDA POWER & LIGHT CO	4,500,000	4,496,298	60,938	4,557,236
341081FM4	6,177,219	FLORIDA POWER AND LIGHT CO	500,000	499,365	6,510	505,875
344593AA6	6,177,223	FONDO MIVIVIENDA SA	375,000	374,320	3,318	377,637
344593AA6	6,177,225	FONDO MIVIVIENDA SA	625,000	626,616	5,530	632,146
344868AA2	6,177,227	NFL TRUST V PRVT	30,000,000	30,000,000	927,333	30,927,333
34487*AA9	6,177,229	NFL TRUST IV PRVT	164,522	164,522	5,808	170,330
34487*AA9	6,177,231	NFL TRUST IV PRVT	82,261	82,261	2,904	85,165
34487*AA9	6,177,233	NFL TRUST IV PRVT	357,217	357,217	12,611	369,828
34487*AA9	6,177,235	NFL TRUST IV PRVT	178,609	178,609	6,305	184,914
34488@AA6	6,177,237	NFL TRUST VI	4,300,000	4,300,000	88,446	4,388,446
34502*AA0	6,177,239	FOOTBALL CLUB TERM NOTES 2032 TRUS	800,000	800,000	14,054	814,054
34502*AB8	6,177,241	FOOTBALL CLUB TERM NOTES 2032 TRUS	2,800,000	2,800,000	53,034	2,853,034
345370CR9	6,177,243	FORD MOTOR COMPANY	7,000,000	7,000,000	120,843	7,120,843
345397WW9	6,177,249	FORD MOTOR CREDIT COMPANY LLC	2,250,000	2,250,000	12,137	2,262,137
34984VAB6	6,177,255	FORUM ENERGY TECHNOLOGIES INC CORPORATE	200,000	200,000	1,042	201,042
35086@AA9	6,177,257	FOUR CORNERS OPERATING PARTNERSHIP	900,000	900,000	16,848	916,848
354613AK7	6,177,259	FRANKLIN RESOURCES INC	800,000	799,002	1,963	800,965

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
35671DAU9	6,177,261	FREEPORT-MCMORAN COPPER & GOLD INC	1,000,000	868,812	5,917	874,729
35671DAU9	6,177,263	FREEPORT-MCMORAN COPPER & GOLD INC	2,000,000	1,739,308	11,833	1,751,141
35671DAU9	6,177,265	FREEPORT-MCMORAN COPPER & GOLD INC	9,000,000	8,014,320	53,250	8,067,570
35803QAA5	6,177,267	FRESENIUS MEDICAL CARE US FINANCE	440,000	438,142	5,341	443,483
35877#AA0	6,177,269	FRISCO HQ OPERATIONS LLC	3,200,000	3,200,000	91,411	3,291,411
36120PAC7	6,177,271	GTL TRADE FINANCE INC	600,000	600,000	1,813	601,813
36120PAC7	6,177,273	GTL TRADE FINANCE INC	1,000,000	1,015,239	3,021	1,018,260
36162JAB2	6,177,275	THE GEO GROUP INC	650,000	650,000	1,733	651,733
36164Q6M5	6,177,277	GE CAPITAL INTERNATIONAL FUNDING C	3,742,000	3,795,317	58,200	3,853,517
36164QNA2	6,177,279	GE CAPITAL INTERNATIONAL FUNDING C	732,000	752,448	14,912	767,360
361841AB5	6,177,281	GLP CAPITAL LP / GLP FINANCING II	65,000	65,000	1,422	66,422
361841AD1	6,177,283	GLP CAPITAL LP / GLP FINANCING II	245,000	245,000	5,972	250,972
361841AF6	6,177,285	GLP CAPITAL LP / GLP FINANCING II	155,000	155,000	4,166	159,166
36221*AC1	6,177,295	GPT OPERATING PARTNERSHIP LP	9,700,000	9,700,000	156,105	9,856,105
36221*AD9	6,177,297	GPT OPERATING PARTNERSHIP LP	7,000,000	7,000,000	114,240	7,114,240
364725BE0	6,177,299	GANNETT CO INC	380,000	377,848	1,077	378,925
368266AF9	6,177,301	GAZ CAPITAL (GAZPROM)	632,000	609,893	6,171	616,065
368266AF9	6,177,303	GAZ CAPITAL (GAZPROM)	280,000	283,732	2,734	286,466
368266AF9	6,177,305	GAZ CAPITAL (GAZPROM)	100,000	101,333	977	102,309
368266AH5	6,177,307	GAZ CAPITAL SA	90,000	83,998	1,367	85,365
368266AH5	6,177,309	GAZ CAPITAL SA	415,000	448,018	6,301	454,319
368266AH5	6,177,311	GAZ CAPITAL SA	145,000	156,536	2,202	158,738
36959CAA6	6,177,313	GENERAL ELECTRIC CO	2,000,000	2,772,830	29,167	2,801,997
36962G3P7	6,177,315	GENERAL ELECTRIC CO	1,432,000	1,167,456	25,005	1,192,461
37045VAE0	6,177,323	GENERAL MOTORS CO	330,000	329,011	1,296	330,307
37045VAF7	6,177,325	GENERAL MOTORS CO	275,000	275,000	1,385	276,385
37045VAF7	6,177,327	GENERAL MOTORS CO	220,000	221,057	1,108	222,164
37045VAG5	6,177,329	GENERAL MOTORS CO	640,000	636,674	2,133	638,807
37045VAH3	6,177,331	GENERAL MOTORS CO	640,000	632,873	2,667	635,540
37045VAH3	6,177,333	GENERAL MOTORS CO	2,000,000	1,765,625	8,333	1,773,958
37045VAJ9	6,177,335	GENERAL MOTORS CO	640,000	635,509	2,773	638,282
37045VAJ9	6,177,337	GENERAL MOTORS CO	1,600,000	1,777,747	6,933	1,784,681
37045VAK6	6,177,339	GENERAL MOTORS CO	1,000,000	999,371	5,500	1,004,871
37045VAN0	6,177,341	GENERAL MOTORS CO	960,000	958,739	3,360	962,099
37045VAN0	6,177,343	GENERAL MOTORS CO	4,000,000	3,994,744	14,000	4,008,744
37045VAP5	6,177,345	GENERAL MOTORS CO	8,000,000	7,996,038	34,333	8,030,372
37045XAZ9	6,177,347	GENERAL MOTORS FINANCIAL CO INC	4,000,000	3,995,827	51,600	4,047,427
37045XBT2	6,177,349	GENERAL MOTORS FINANCIAL CO INC	7,200,000	7,190,667	90,480	7,281,147
37045XBT2	6,177,351	GENERAL MOTORS FINANCIAL CO INC	2,300,000	2,297,019	28,903	2,325,922

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
37186LAA9	6,177,353	GENESIS SOLAR CORP	4,879,460	4,879,460	39,917	4,919,376
37186LAB7	6,177,355	GENESIS SOLAR CORP	1,219,865	1,219,865	13,198	1,233,063
372460C#0	6,177,357	GENUINE PARTS COMPANY	5,000,000	5,000,000	93,014	5,093,014
373298BN7	6,177,361	GEORGIA-PACIFIC LLC	4,800,000	5,683,364	147,500	5,830,864
373298BN7	6,177,363	GEORGIA-PACIFIC LLC	5,000,000	5,888,875	153,646	6,042,521
373298BP2	6,177,365	GEORGIA-PACIFIC LLC	7,904,000	8,889,289	238,767	9,128,055
373298BP2	6,177,367	GEORGIA-PACIFIC LLC	910,000	1,060,165	27,490	1,087,655
373298BR8	6,177,369	GP 7.75 11/15/2029	265,000	286,513	9,470	295,983
373298BR8	6,177,371	GP 7.75 11/15/2029	175,000	189,207	6,254	195,461
373298CF3	6,177,373	GEORGIA-PACIFIC LLC	580,000	602,495	13,662	616,157
373298CF3	6,177,375	GEORGIA-PACIFIC LLC	8,606,000	10,136,439	202,719	10,339,158
37331NAB7	6,177,377	GEORGIA-PACIFIC LLC	205,000	204,636	5,535	210,171
37331NAH4	6,177,379	GEORGIA-PACIFIC LLC	9,500,000	9,497,153	57,000	9,554,153
375558BF9	6,177,385	GILEAD SCIENCES INC	8,000,000	7,974,612	48,667	8,023,279
375916A#0	6,177,387	GILDAN ACTIVEWEAR INC.	2,300,000	2,300,000	11,385	2,311,385
375916B@1	6,177,389	GILDAN ACTIVEWEAR INC.	5,000,000	5,000,000	26,675	5,026,675
37636#AK6	6,177,391	GIVAUDAN UNITED STATES INC	5,200,000	5,200,000	40,517	5,240,517
377316AM6	6,177,393	PH GLATFELTER CO	235,000	235,000	561	235,561
377372AE7	6,177,397	GLAXOSMITHKLINE CAPITAL INC	4,800,000	5,116,219	141,100	5,257,319
38060AAA2	6,177,399	GOLD FIELDS OROGEN HOLDING BVI LTD	425,000	410,173	1,381	411,554
382550BE0	6,177,403	GOODYEAR TIRE & RUBBER CO	310,000	310,000	7,326	317,326
382550BG5	6,177,405	GOODYEAR TIRE & RUBBER COMPANY (TH	450,000	444,269	2,803	447,073
383909AE8	6,177,407	WR GRACE & CO (CONNECTICUT DIVISIO	240,000	240,000	1,025	241,025
383909AE8	6,177,409	WR GRACE & CO (CONNECTICUT DIVISIO	1,500,000	1,531,176	6,406	1,537,582
383909AF5	6,177,411	WR GRACE & CO (CONNECTICUT DIVISIO	80,000	80,000	375	80,375
383909AF5	6,177,413	WR GRACE & CO (CONNECTICUT DIVISIO	160,000	161,961	750	162,711
384802AB0	6,177,415	WW GRAINGER INC	1,000,000	1,042,584	17,378	1,059,962
384802AC8	6,177,417	WW GRAINGER INC	1,100,000	1,092,814	19,021	1,111,835
387328A#4	6,177,419	GRANITE CONSTR INC PRVT	800,000	800,000	18,873	818,873
38869PAK0	6,177,421	GRAPHIC PACKAGING INTERNATIONAL IN	235,000	235,000	496	235,496
38869PAK0	6,177,423	GRAPHIC PACKAGING INTERNATIONAL IN	115,000	115,729	243	115,972
38869PAK0	6,177,425	GRAPHIC PACKAGING INTERNATIONAL IN	750,000	765,133	1,583	766,717
38869PAL8	6,177,427	GRAPHIC PACKAGING INTERNATIONAL IN	500,000	513,023	11,240	524,263
39121JC@7	6,177,429	GREAT RIVER ENERGY	5,400,000	5,400,000	8,616	5,408,616
39122@AA7	6,177,431	GREAT RIVER HYDRO LLC	4,700,000	4,700,000	39,342	4,739,342
39278*AA1	6,177,433	GREEN COUNTRY ENERGY LLC PRVT	6,805,568	7,052,433	114,408	7,166,841
40049JAT4	6,177,437	GRUPO TELEVISA S.A. DE C.V.	150,000	170,562	1,771	172,332
40049JAV9	6,177,439	GRUPO TELEVISA SA	85,000	84,382	673	85,054
40049JAV9	6,177,441	GRUPO TELEVISA SA	85,000	84,382	673	85,054

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
40049JAV9	6,177,443	GRUPO TELEVISA SA	90,000	89,824	712	90,536
40049JAV9	6,177,445	GRUPO TELEVISA SA	193,000	207,123	1,527	208,650
40049JAV9	6,177,447	GRUPO TELEVISA SA	585,000	650,899	4,629	655,528
40049JAZ0	6,177,451	GRUPO TELEVISA SA	1,898,000	2,063,739	37,024	2,100,763
40049JBA4	6,177,453	GRUPO TELEVISA SAB	1,000,000	967,333	23,333	990,666
402740AD6	6,177,457	GULFSTREAM NATURAL GAS SYSTEM LLC	3,000,000	2,999,081	17,633	3,016,714
404119BN8	6,177,459	HCA INC	525,000	525,000	3,354	528,354
404119BQ1	6,177,461	HCA INC	460,000	460,000	1,073	461,073
404119BQ1	6,177,463	HCA INC	925,000	925,000	2,158	927,158
404119BV0	6,177,465	HCA INC	3,000,000	3,000,000	62,333	3,062,333
404121AF2	6,177,467	HCA INC	1,000,000	989,621	23,750	1,013,371
40414LAL3	6,177,469	HCP INC	5,000,000	4,987,552	40,903	5,028,455
404280AJ8	6,177,471	HSBC HOLDINGS PLC	3,000,000	2,994,473	85,000	3,079,473
404280AW9	6,177,477	HSBC HOLDINGS PLC	4,250,000	4,349,598	26,905	4,376,503
404280BB4	6,177,479	HSBC HOLDINGS PLC	10,000,000	10,057,125	169,000	10,226,125
404280BK4	6,177,481	HSBC HOLDINGS PLC	8,000,000	8,000,000	43,104	8,043,104
40434CAD7	6,177,483	HSBC USA INC	4,000,000	3,988,832	49,778	4,038,610
40447@AE5	6,177,485	HMSHOST CORP	10,200,000	10,200,000	150,869	10,350,869
406216BG5	6,177,489	HALLIBURTON CO	5,000,000	4,988,943	87,611	5,076,554
40637CA*1	6,177,491	HALMA PLC	4,750,000	4,750,000	38,389	4,788,389
40637CA@9	6,177,493	HALMA PLC	6,000,000	6,000,000	56,733	6,056,733
41242*AY8	6,177,495	HARDWOOD FUNDING LLC	5,000,000	5,000,000	64,600	5,064,600
41242*AY8	6,177,497	HARDWOOD FUNDING LLC	1,000,000	1,000,000	12,920	1,012,920
41242*BB7	6,177,499	HARDWOOD FUNDING LLC	1,500,000	1,500,000	20,520	1,520,520
41242*BC5	6,177,501	HARDWOOD FUNDING LLC	800,000	800,000	11,264	811,264
41242*BG6	6,177,503	HARDWOOD FUNDING LLC	1,400,000	1,400,000	19,768	1,419,768
41242*BH4	6,177,505	HARDWOOD FUNDING LLC	1,200,000	1,200,000	17,664	1,217,664
41975*AM7	6,177,509	HAWAII ELECTRIC LIGHT COMPANY INC	3,900,000	3,900,000	15,730	3,915,730
419866D@4	6,177,511	HAWAIIAN ELECTRIC CO	4,200,000	4,200,000	18,865	4,218,865
419866E*5	6,177,513	HAWAIIAN ELECTRIC CO	6,100,000	6,100,000	113,104	6,213,104
419866E@3	6,177,515	HAWAIIAN ELECTRIC CO	6,200,000	6,200,000	25,007	6,225,007
419870E#3	6,177,517	HAWAIIAN ELECTRIC INDUSTRIES INC	8,000,000	8,000,000	46,620	8,046,620
42217KBC9	6,177,519	HEALTH CARE REIT INC	2,000,000	1,987,492	26,500	2,013,992
42217KBF2	6,177,521	HEALTH CARE REIT INC	15,000,000	14,991,769	250,000	15,241,769
42241@AE9	6,177,523	HEARST COMMUNICATIONS INC	7,500,000	7,500,000	18,448	7,518,448
42241@AH2	6,177,525	HEARST COMMUNICATIONS INC	16,000,000	16,000,000	1,342	16,001,342
423012B@1	6,177,527	HEINEKEN N.V. PRVT	19,000,000	19,000,000	184,511	19,184,511
423012B@1	6,177,529	HEINEKEN N.V. PRVT	4,000,000	4,000,000	38,844	4,038,844
427866AU2	6,177,531	HERSHEY CO	3,500,000	3,492,087	21,778	3,513,865
428040CN7	6,177,533	HDTFS	95,000	95,000	264	95,264
42824CAN9	6,177,535	HEWLETT-PACKARD CO	8,000,000	7,989,430	15,644	8,005,075
42824CAN9	6,177,537	HEWLETT-PACKARD CO	5,000,000	4,993,394	9,778	5,003,172
42824CAW9	6,177,539	HEWLETT-PACKARD CO	7,250,000	7,234,332	15,789	7,250,121
431318AQ7	6,177,541	HILCORP ENERGY I LP	800,000	800,000	3,833	803,833

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
437076AS1	6,177,543	HOME DEPOT INC	5,000,000	4,966,451	110,156	5,076,607
437076AT9	6,177,545	HOME DEPOT INC	5,000,000	4,998,203	25,236	5,023,439
437076AT9	6,177,547	HOME DEPOT INC	10,000,000	9,995,973	50,472	10,046,445
437076BC5	6,177,549	HOME DEPOT INC	4,750,000	4,735,075	37,604	4,772,679
437076BD3	6,177,551	HOME DEPOT INC	1,500,000	1,479,202	15,438	1,494,639
438516AT3	6,177,553	HONEYWELL INTERNATIONAL INC	7,000,000	6,964,802	50,983	7,015,785
438516BL9	6,177,555	HONEYWELL INTERNATIONAL INC	2,775,000	2,655,830	34,688	2,690,518
44107TAT3	6,177,557	HOST HOTELS & RESORTS LP	135,000	135,000	1,069	136,069
44107TAT3	6,177,561	HOST HOTELS & RESORTS LP	590,000	611,023	4,671	615,694
44266RAC1	6,177,563	HOWARD HUGHES MEDICAL INSTITUTE	8,825,000	8,814,764	51,479	8,866,243
44416*AB2	6,177,565	HUDSON TRANSMISSION PARTNERS LLC	3,939,512	3,939,512	29,505	3,969,017
44416*AB2	6,177,567	HUDSON TRANSMISSION PARTNERS LLC	1,190,356	1,190,356	8,915	1,199,271
44416*AB2	6,177,569	HUDSON TRANSMISSION PARTNERS LLC	2,002,821	2,002,821	15,000	2,017,822
44416*AB2	6,177,571	HUDSON TRANSMISSION PARTNERS LLC	906,938	906,938	6,792	913,730
44416*AB2	6,177,573	HUDSON TRANSMISSION PARTNERS LLC	812,465	812,465	6,085	818,550
44416*AB2	6,177,575	HUDSON TRANSMISSION PARTNERS LLC	888,043	888,043	6,651	894,694
44416*AB2	6,177,577	HUDSON TRANSMISSION PARTNERS LLC	3,315,992	3,315,992	24,835	3,340,827
44416*AE6	6,177,579	HUDSON TRANSMISSION PARTNERS LLC	300,000	300,000	2,257	302,257
44416*AF3	6,177,581	HUDSON TRANSMISSION PARTNERS LLC	200,000	200,000	1,505	201,505
44416*AG1	6,177,583	HUDSON TRANSMISSION PARTNERS LLC	1,100,000	1,100,000	8,276	1,108,276
444454AB8	6,177,585	EH HOLDING CORP	692,000	692,000	16,992	708,992
444859BF8	6,177,587	HUMANA INC	7,500,000	7,491,635	37,854	7,529,489
445658CD7	6,177,589	JB HUNT TRANSPORT SERVICES INC	3,500,000	3,497,811	17,218	3,515,029
44841PAA3	6,177,595	HUTCHISON WHAMPOA LTD 144A	224,000	223,906	1,044	224,950
44841PAA3	6,177,597	HUTCHISON WHAMPOA LTD 144A	150,000	149,937	699	150,636
44841PAA3	6,177,601	HUTCHISON WHAMPOA LTD 144A	235,000	239,980	1,095	241,075
44930#AD1	6,177,603	ICL ISRAEL CHEMICALS LTD	5,000,000	5,000,000	66,986	5,066,986
44930#AE9	6,177,605	ICL ISRAEL CHEMICALS LTD	10,000,000	10,000,000	151,933	10,151,933
44962LAA5	6,177,607	IHS MARKIT LTD	190,000	190,000	4,750	194,750
44962LAA5	6,177,609	IHS MARKIT LTD	320,000	323,092	8,000	331,092
450636AA3	6,177,611	ITR CONCESSION CO LLC	14,700,000	14,700,000	181,660	14,881,660
450636B*5	6,177,613	ITR CONCESSION CO LLC	900,000	900,000	1,222	901,222
452308AT6	6,177,615	ILLINOIS TOOL WORKS INC	10,000,000	9,978,050	58,333	10,036,383
453140AF2	6,177,617	IMPERIAL TOBACCO FINANCE PLC	7,000,000	6,886,756	82,639	6,969,395
454889AM8	6,177,619	INDIANA MICHIGAN POWER COMPANY	4,600,000	5,527,203	35,561	5,562,763

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
455780AT3	6,177,625	INDON 8 1/2 10/12/35	1,169,000	1,465,034	5,244	1,470,278
455780AT3	6,177,627	INDON 8 1/2 10/12/35	452,000	646,666	2,028	648,694
455780AT3	6,177,629	INDON 8 1/2 10/12/35	3,232,000	4,593,538	14,499	4,608,037
455780BK1	6,177,631	INDONESIA REPUBLIC OF (GOVERNMENT	1,267,000	1,262,360	792	1,263,152
455780BK1	6,177,633	INDONESIA REPUBLIC OF (GOVERNMENT	1,740,000	1,738,461	1,088	1,739,549
455780BK1	6,177,635	INDONESIA REPUBLIC OF (GOVERNMENT	705,000	697,078	441	697,519
455780BK1	6,177,637	INDONESIA REPUBLIC OF (GOVERNMENT	525,000	524,419	328	524,747
455780BV7	6,177,639	INDONESIA REPUBLIC OF (GOVERNMENT	1,100,000	1,096,503	16,401	1,112,904
455780BX3	6,177,641	INDONESIA REPUBLIC OF (GOVERNMENT	3,000,000	2,989,274	40,963	3,030,237
455780CE4	6,177,645	INDONESIA (REPUBLIC OF)	750,000	743,887	12,688	756,574
45662NA*4	6,177,647	INFINEON TECHNOLOGIES AG	4,000,000	4,000,000	11,382	4,011,382
45662NA@2	6,177,649	INFINEON TECHNOLOGIES AG	8,100,000	8,100,000	23,985	8,123,985
45672BA#4	6,177,651	INFORMA PLC	4,600,000	4,600,000	39,867	4,639,867
45672BB#3	6,177,653	INFORMA PLC	4,900,000	4,900,000	62,585	4,962,585
45672BB*7	6,177,655	INFORMA PLC	4,600,000	4,600,000	42,933	4,642,933
45672BB@5	6,177,657	INFORMA PLC	9,500,000	9,500,000	93,227	9,593,227
45672BC*6	6,177,659	INFORMA PLC	2,500,000	2,500,000	33,556	2,533,556
456829AA8	6,177,661	INFRAESTRUCTURA ENERGETICA NOVA SA	625,000	616,191	8,919	625,110
456829AB6	6,177,663	INFRAESTRUCTURA ENERGETICA NOVA SA	750,000	721,535	13,914	735,449
456837AH6	6,177,665	ING GROEP NV	7,250,000	7,241,366	25,456	7,266,821
458140AJ9	6,177,667	INTEL CORP	20,000,000	19,982,068	55,000	20,037,068
459200JH5	6,177,671	INTERNATIONAL BUSINESS MACHINES CO	2,250,000	2,233,416	21,150	2,254,566
459284AB1	6,177,673	INTERNATIONAL CCE INC	10,000,000	9,976,348	44,722	10,021,070
460146CE1	6,177,675	INTERNATIONAL PAPER CO	3,396,000	3,613,150	53,770	3,666,920
460599AA1	6,177,677	INTERNATIONAL GAME TECHNOLOGY	210,000	210,198	2,494	212,692
460599AA1	6,177,679	INTERNATIONAL GAME TECHNOLOGY	210,000	210,383	2,494	212,877
460599AB9	6,177,681	INTERNATIONAL GAME TECHNOLOGY	235,000	236,302	3,101	239,402
460599AC7	6,177,683	INTERNATIONAL GAME TECHNOLOGY	235,000	237,131	3,225	240,356
461070AM6	6,177,685	INTERSTATE POWER AND LIGHT CO	1,800,000	1,796,431	12,920	1,809,351
461127B@0	6,177,687	INTERTEK FINANCE PLC	6,300,000	6,300,000	93,058	6,393,058
461127B@0	6,177,689	INTERTEK FINANCE PLC	2,300,000	2,300,000	33,974	2,333,974
461127E*9	6,177,691	INTERTEK FINANCE PLC	1,900,000	1,900,000	5,985	1,905,985
46115HAP2	6,177,693	INTESA SANPAOLO SPA	5,000,000	5,420,416	79,479	5,499,896
46128MAC5	6,177,697	INVERSIONES CMPC SA 144A	245,000	244,582	7,336	251,918
46128MAC5	6,177,699	INVERSIONES CMPC SA 144A	50,000	50,836	1,497	52,333
46128MAC5	6,177,701	INVERSIONES CMPC SA 144A	100,000	102,255	2,994	105,250
46128MAJ0	6,177,703	INVERSIONES CMPC SA	750,000	747,530	2,461	749,991

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
46131NAD6	6,177,705	INVERSIONES CMPC SA (CAYMAN ISLAND	3,000,000	2,985,104	2,250	2,987,354
46132FAD2	6,177,707	INVESCO FINANCE PLC	2,500,000	2,495,187	27,604	2,522,791
46284PAQ7	6,177,709	IRON MOUNTAIN INC	705,000	705,000	8,930	713,930
46284VAC5	6,177,711	IRON MOUNTAIN INC	270,000	270,000	1,682	271,682
46574*AA7	6,177,713	ITT HOLDINGS LLC	12,500,000	12,500,000	217,778	12,717,778
46574*AB5	6,177,715	ITT HOLDINGS LLC	15,800,000	15,800,000	282,293	16,082,293
46574*AB5	6,177,717	ITT HOLDINGS LLC	3,300,000	3,300,000	58,960	3,358,960
466112AL3	6,177,719	JBS USA LLC/JBS USA FINANCE INC	800,000	809,663	24,167	833,830
466112AR0	6,177,721	JBS USA LLC/JBS USA FINANCE INC	300,000	300,000	6,517	306,517
466112AR0	6,177,723	JBS USA LLC/JBS USA FINANCE INC	150,000	151,034	3,258	154,292
46625HJB7	6,177,725	JPMORGAN CHASE & CO	10,000,000	9,961,389	164,889	10,126,277
46625HJX9	6,177,727	JPMORGAN CHASE & CO	4,700,000	4,685,115	79,508	4,764,623
46625HJX9	6,177,729	JPMORGAN CHASE & CO	5,000,000	4,984,165	84,583	5,068,748
46625HMN7	6,177,731	JPMORGAN CHASE & CO	5,000,000	4,985,697	57,417	5,043,113
46625HMN7	6,177,733	JPMORGAN CHASE & CO	2,000,000	1,994,279	22,967	2,017,245
46625HMN7	6,177,735	JPMORGAN CHASE & CO	1,000,000	1,022,677	11,483	1,034,161
466313AF0	6,177,737	JABIL CIRCUIT INC	205,000	205,000	4,356	209,356
466313AG8	6,177,739	JABIL CIRCUIT INC	220,000	220,000	1,321	221,321
46659*AA5	6,177,747	JM FAMILY ENTERPRISES INC	4,500,000	4,500,000	74,475	4,574,475
47032@AG6	6,177,749	JAMES CAMPBELL CO LLC	1,600,000	1,600,000	24,092	1,624,092
47032@AH4	6,177,751	JAMES CAMPBELL CO LLC	600,000	600,000	9,236	609,236
47032@AJ0	6,177,753	JAMES CAMPBELL CO LLC	600,000	600,000	9,337	609,337
47032@AL5	6,177,755	JAMES CAMPBELL CO LLC	1,000,000	1,000,000	11,730	1,011,730
47032@AM3	6,177,757	JAMES CAMPBELL CO LLC	2,000,000	2,000,000	25,410	2,025,410
47032@AN1	6,177,759	JAMES CAMPBELL CO LLC	2,400,000	2,400,000	30,895	2,430,895
47032@AQ4	6,177,761	JAMES CAMPBELL CO LLC	1,800,000	1,800,000	23,474	1,823,474
47032@AR2	6,177,763	JAMES CAMPBELL CO LLC	800,000	800,000	9,411	809,411
47032@AS0	6,177,765	JAMES CAMPBELL CO LLC	900,000	900,000	11,346	911,346
47032FAB5	6,177,767	JAMES HARDIE INTERNATIONAL FINANCE	600,000	600,000	11,500	611,500
478160AW4	6,177,773	JOHNSON & JOHNSON	10,000,000	9,955,357	49,167	10,004,523
478160AW4	6,177,775	JOHNSON & JOHNSON	8,000,000	7,964,285	39,333	8,003,619
48121@AC5	6,177,789	JRD HOLDINGS LLC	2,280,000	2,280,000	7,472	2,287,472
48121@AD3	6,177,791	JRD HOLDINGS LLC	1,200,000	1,200,000	4,681	1,204,681
48121@AD3	6,177,793	JRD HOLDINGS LLC	3,968,572	4,073,127	15,480	4,088,606
48203RAG9	6,177,795	JUNIPER NETWORKS INC	3,000,000	2,997,098	17,250	3,014,348
482480AD2	6,177,797	KLA-TENCOR CORPORATION	5,000,000	4,999,529	103,125	5,102,654
482539AA1	6,177,799	KLX INC	425,000	425,000	10,404	435,404
482539AA1	6,177,801	KLX INC	215,000	215,561	5,263	220,824
482539AA1	6,177,803	KLX INC	215,000	215,561	5,263	220,824
486606H#6	6,177,809	KAYNE ANDERSON KYN FUND	1,300,000	1,300,000	13,061	1,313,061
486606H#6	6,177,811	KAYNE ANDERSON KYN FUND	1,500,000	1,500,000	15,070	1,515,070
486606J#4	6,177,813	KAYNE ANDERSON KYN FUND	500,000	500,000	6,728	506,728

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
486606J#4	6,177,815	KAYNE ANDERSON KYN FUND	500,000	500,000	6,728	506,728
486606J*8	6,177,817	KAYNE ANDERSON KYN FUND	700,000	700,000	8,213	708,213
486606J*8	6,177,819	KAYNE ANDERSON KYN FUND	600,000	600,000	7,040	607,040
486606J@6	6,177,821	KAYNE ANDERSON KYN FUND	400,000	400,000	5,236	405,236
486606J@6	6,177,823	KAYNE ANDERSON KYN FUND	500,000	500,000	6,545	506,545
48661EA#5	6,177,825	KAYNE ANDERSON KYE FUND	1,386,000	1,386,000	8,932	1,394,932
48666*AA2	6,177,827	KCP&L GREATER MISSOURI OPERATIONS	3,700,000	3,700,000	27,261	3,727,261
486661AG6	6,177,829	KAZAKHSTAN (REPUBLIC OF)	1,000,000	992,096	14,236	1,006,332
48667DAD6	6,177,831	KAZAKHSTAN TEMIR ZHOLY FINANCE BV	346,000	346,000	7,414	353,414
48667QAA3	6,177,833	NK KAZMUNAYGAZ AO	278,000	277,944	8,385	286,329
48667QAA3	6,177,835	NK KAZMUNAYGAZ AO	360,000	361,979	10,859	372,838
48667QAA3	6,177,837	NK KAZMUNAYGAZ AO	480,000	482,642	14,478	497,120
48667QAA3	6,177,839	NK KAZMUNAYGAZ AO	126,000	126,693	3,801	130,493
48667QAA3	6,177,841	NK KAZMUNAYGAZ AO	188,000	189,035	5,671	194,705
48667QAN5	6,177,857	KAZMUNAYGAS NATIONAL CO JSC	1,500,000	1,486,513	2,375	1,488,888
48667QAP0	6,177,859	KAZMUNAYGAS NATIONAL CO JSC	1,350,000	1,326,646	2,588	1,329,234
48667QAP0	6,177,861	KAZMUNAYGAS NATIONAL CO JSC	900,000	882,236	1,725	883,961
48668JAA8	6,177,863	NATSIONAL NYI HOLDING KAZAGRO AO	1,000,000	1,000,000	20,170	1,020,170
487836BQ0	6,177,865	KELLOGG COMPANY	4,000,000	3,961,675	15,000	3,976,675
491674BK2	6,177,867	KENTUCKY UTILITIES CO	1,600,000	1,599,472	4,400	1,603,872
492386AT4	6,177,871	KERR-MCGEE CORPORATION	2,000,000	2,251,822	20,125	2,271,947
494368BC6	6,177,875	KIMBERLY-CLARK CORP	10,000,000	12,026,766	165,625	12,192,391
494368BE2	6,177,877	KIMBERLY-CLARK CORP	5,000,000	4,996,142	45,313	5,041,454
49446RAK5	6,177,879	KIMCO REALTY CORPORATION	3,317,000	3,244,561	43,190	3,287,751
49446RAN9	6,177,881	KIMCO REALTY CORP	3,000,000	2,986,381	51,000	3,037,381
494550AV8	6,177,883	KINDER MORGAN ENERGY PARTNERS LP	3,000,000	2,995,166	48,750	3,043,916
494550BK1	6,177,885	KINDER MORGAN ENERGY PARTNERS L.P.	16,000,000	15,929,963	150,000	16,079,963
497266A#3	6,177,887	KIRBY CORPORATION	1,705,000	1,705,000	8,245	1,713,245
497266A#3	6,177,889	KIRBY CORPORATION	1,395,000	1,395,000	6,746	1,401,746
497266B*6	6,177,891	KIRBY CORPORATION	3,960,000	3,960,000	23,162	3,983,162
497266B*6	6,177,893	KIRBY CORPORATION	3,240,000	3,240,000	18,950	3,258,950
49989AAB5	6,177,895	KOC HOLDING AS	3,750,000	3,726,182	25,156	3,751,339
500255AT1	6,177,897	KOHLS CORP	2,864,000	2,859,532	51,393	2,910,925
50064YAC7	6,177,899	KOREA HYDRO & NUCLEAR POWER CO LTD	560,000	554,933	7,980	562,913
50066AAD5	6,177,901	KOREA GAS CORPORATION	1,500,000	1,473,457	26,302	1,499,759
50066AAJ2	6,177,903	KOREA GAS CORPORATION	300,000	299,601	2,917	302,517
50076QAZ9	6,177,907	KRAFT FOODS GROUP INC	3,000,000	2,987,770	42,292	3,030,062
50077LAB2	6,177,909	KRAFT HEINZ FOODS CO	1,700,000	1,694,819	30,990	1,725,809
50077LAD8	6,177,911	KRAFT HEINZ FOODS CO	3,200,000	3,188,384	40,000	3,228,384
50077LAJ5	6,177,913	KRAFT HEINZ FOODS CO	8,000,000	7,988,222	82,444	8,070,666

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
50077LAK2	6,177,915	KRAFT HEINZ FOODS CO	5,000,000	4,995,025	58,153	5,053,178
501044DK4	6,177,919	KROGER CO	2,500,000	2,482,081	34,229	2,516,310
501499AB3	6,177,921	KUWAIT INTL BOND	3,000,000	2,973,543	11,958	2,985,501
501797AM6	6,177,923	L BRANDS INC	660,000	660,000	14,850	674,850
501797AM6	6,177,925	L BRANDS INC	395,000	395,000	8,888	403,888
50540RAQ5	6,177,929	LABORATORY CORP OF AMERICA	3,500,000	3,496,258	31,500	3,527,758
513075BH3	6,177,935	LAMAR MEDIA CORP	235,000	235,000	3,719	238,719
513075BL4	6,177,937	LAMAR MEDIA CORP	65,000	65,000	934	65,934
514666AJ5	6,177,939	LAND O LAKES INC	70,000	70,000	1,937	71,937
526057BS2	6,177,941	LENNAR CORPORATION	585,000	585,000	3,083	588,083
526057CG7	6,177,943	LENNAR CORPORATION	580,000	580,000	19,213	599,213
526057CU6	6,177,945	LENNAR CORPORATION	270,000	270,000	5,100	275,100
53079EAR5	6,177,947	LIBERTY MUTUAL GROUP INC 144A	2,500,000	2,445,947	101,528	2,547,475
53117CAQ5	6,177,949	LIBERTY PROPERTY LP	5,000,000	4,990,646	46,444	5,037,090
53154*AM5	6,177,951	LIBERTY UTILITIES FINANCE GP1	2,300,000	2,300,000	252	2,300,252
53154*AP8	6,177,953	LIBERTY UTILITIES FINANCE GP1	3,900,000	3,900,000	530	3,900,530
53219LAM1	6,177,955	LIFEPOINT HOSPITALS INC	60,000	60,000	1,375	61,375
53219LAN9	6,177,957	LIFEPOINT HEALTH INC	480,000	480,000	11,750	491,750
53219LAQ2	6,177,959	LIFEPOINT HEALTH INC	130,000	130,000	3,494	133,494
53219LAQ2	6,177,961	LIFEPOINT HEALTH INC	540,000	529,934	14,513	544,446
532457BA5	6,177,963	ELI LILLY & COMPANY	13,000,000	13,757,234	92,192	13,849,426
532716AS6	6,177,969	LIMITED BRANDS INC	465,000	465,000	16,275	481,275
532716AT4	6,177,971	LIMITED BRANDS INC	350,000	350,000	1,932	351,932
53359#AA0	6,177,973	LINCOLN ELECTRIC HOLDINGS INC.	2,100,000	2,100,000	13,046	2,113,046
53359#AE2	6,177,975	LINCOLN ELECTRIC HOLDINGS INC.	1,100,000	1,100,000	924	1,100,924
534187AU3	6,177,977	LINCOLN NATIONAL CORPORATION	2,000,000	2,000,000	2,688	2,002,688
53621@AE6	6,177,979	LION INDUSTRIAL PROPERTIES LP	1,000,000	1,000,000	3,436	1,003,436
53621@AF3	6,177,981	LION INDUSTRIAL PROPERTIES LP	3,500,000	3,500,000	64,006	3,564,006
53621@AG1	6,177,983	LION INDUSTRIAL PROPERTIES LP	8,500,000	8,500,000	58,650	8,558,650
53621@AH9	6,177,985	LION INDUSTRIAL PROPERTIES LP	1,000,000	1,000,000	8,656	1,008,656
53621@AJ5	6,177,987	LION INDUSTRIAL PROPERTIES LP	6,000,000	6,000,000	9,567	6,009,567
536797AC7	6,177,989	LITHIA MOTORS INC.	200,000	200,000	2,625	202,625
536878AF8	6,177,991	REPUBLIC OF LITHUANIA	332,000	329,865	2,937	332,802
536878AF8	6,177,993	REPUBLIC OF LITHUANIA	100,000	99,357	885	100,242
536878AG6	6,177,999	LITHUANIA (REPUBLIC OF)	364,000	362,516	6,029	368,545
536878AG6	6,178,001	LITHUANIA (REPUBLIC OF)	415,000	434,543	6,873	441,416
536878AG6	6,178,003	LITHUANIA (REPUBLIC OF)	2,047,000	2,159,364	33,903	2,193,268
536878AG6	6,178,005	LITHUANIA (REPUBLIC OF)	1,267,000	1,331,250	20,985	1,352,235
537008C*3	6,178,007	LITTELFUSE INC	1,000,000	1,000,000	10,150	1,010,150
537008C@1	6,178,009	LITTELFUSE INC	3,700,000	3,700,000	40,793	3,740,793
53767#AC2	6,178,011	LITTELFUSE INC.	1,400,000	1,400,000	11,054	1,411,054
540424AR9	6,178,013	LOEWS CORP	2,500,000	2,168,326	47,552	2,215,878
546676AW7	6,178,015	LOUISVILLE GAS AND ELECTRIC COMPAN	1,000,000	999,670	2,750	1,002,420

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
546676AX5	6,178,017	LOUISVILLE GAS AND ELECTRIC COMPAN	400,000	399,684	1,458	401,143
548661CZ8	6,178,019	LOWES COMPANIES INC.	5,000,000	4,999,509	24,757	5,024,266
548661DD6	6,178,021	LOWES COMPANIES INC	10,000,000	9,941,697	39,931	9,981,627
548661DH7	6,178,023	LOWES COMPANIES INC	2,000,000	1,991,089	8,625	1,999,714
549876AA8	6,178,027	LUKOIL INTL FINANCE BV 144A	192,000	192,000	5,112	197,112
549876AD2	6,178,029	LUKOIL INTERNATIONAL FINANCE BV 144A	765,000	763,657	27,115	790,772
549876AD2	6,178,031	LUKOIL INTERNATIONAL FINANCE BV 144A	410,000	409,280	14,532	423,812
55068#AF6	6,178,033	LUXOTTICA US HOLDING CORP	3,000,000	3,000,000	67,700	3,067,700
552690C*8	6,178,035	MDU RESOURCES GROUP INC.	3,900,000	3,900,000	48,689	3,948,689
55279HAK6	6,178,037	MANUFACTURERS AND TRADERS TRUST CO	3,000,000	2,960,210	20,542	2,980,752
55279HAQ3	6,178,039	MANUFACTURERS AND TRADERS TRUST CO	2,500,000	2,499,201	17,472	2,516,673
55279HAQ3	6,178,041	MANUFACTURERS AND TRADERS TRUST CO	2,000,000	1,999,361	13,978	2,013,339
55342UAG9	6,178,047	MPT OPERATING PARTNERSHIP LP / MPT	380,000	380,000	4,988	384,988
55342UAH7	6,178,049	MPT OPERATING PARTNERSHIP LP / MPT	670,000	670,000	1,489	671,489
55354GAA8	6,178,051	MSCI INC	1,000,000	1,030,758	24,208	1,054,966
55354GAA8	6,178,053	MSCI INC	570,000	587,088	13,799	600,886
55354GAB6	6,178,055	MSCI INC	340,000	340,000	4,127	344,127
553794AC2	6,178,057	MUFG AMERICAS HOLDINGS CORP	1,500,000	1,494,345	10,125	1,504,470
553799AE7	6,178,059	MU FINANCE PLC	8,700,000	8,700,000	82,433	8,782,433
553799AE7	6,178,061	MU FINANCE PLC	1,000,000	1,000,000	9,475	1,009,475
553799AE7	6,178,063	MU FINANCE PLC	500,000	494,774	4,738	499,511
559080AM8	6,178,075	MAGELLAN MIDSTREAM PARTNERS LP	1,000,000	993,474	3,267	996,741
56081#BJ8	6,178,079	MAJOR LEAGUE BASEBALL TRUST	5,100,000	5,100,000	69,313	5,169,313
56081#BL3	6,178,081	MAJOR LEAGUE BASEBALL TRUST	200,000	200,000	2,551	202,551
56081#BN9	6,178,083	MAJOR LEAGUE BASEBALL TRUST	700,000	700,000	9,609	709,609
570535AQ7	6,178,085	MARKEL CORPORATION	2,300,000	2,276,763	8,306	2,285,068
57169*AJ6	6,178,087	MARS INC PRVT	5,000,000	5,000,000	22,465	5,022,465
57169*AL1	6,178,089	MARS INC PRVT	10,000,000	10,000,000	45,625	10,045,625
57169*AQ0	6,178,091	MARS INC	12,400,000	12,400,000	18,738	12,418,738
57169*AQ0	6,178,093	MARS INC	1,400,000	1,400,000	2,116	1,402,116
57169*AQ0	6,178,095	MARS INC	1,800,000	1,800,000	2,720	1,802,720
57169*AQ0	6,178,097	MARS INC	300,000	300,000	453	300,453
57169*AR8	6,178,099	MARS INC	800,000	800,000	1,484	801,484
57169*AR8	6,178,101	MARS INC	13,000,000	13,359,986	24,122	13,384,108
57169*AR8	6,178,103	MARS INC	3,500,000	3,596,919	6,494	3,603,414
57169*AT4	6,178,105	MARS INC	5,000,000	5,000,000	9,694	5,009,694
57169*AX5	6,178,107	MARS INC	2,700,000	2,700,000	6,936	2,706,936
57169*AY3	6,178,109	MARS INC	10,500,000	10,500,000	27,965	10,527,965

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
57169*BD8	6,178,111	MARS INC	400,000	400,000	1,173	401,173
57169*BF3	6,178,113	MARS INC	1,100,000	1,100,000	3,452	1,103,452
57169*BH9	6,178,115	MARS INC	1,300,000	1,300,000	4,195	1,304,195
57169*BK2	6,178,117	MARS INC	1,900,000	1,900,000	6,384	1,906,384
57736*AM3	6,178,125	MAUI ELECTRIC COMPANY LIMITED	2,700,000	2,700,000	10,890	2,710,890
577778CB7	6,178,127	MACYS RETAIL HOLDINGS INC	9,855,000	10,849,918	192,966	11,042,884
58013MEC4	6,178,131	MCDONALDS CORPORATION	3,000,000	3,238,759	8,400	3,247,159
58013MEN0	6,178,135	MCDONALDS CORP	2,000,000	1,975,033	15,622	1,990,655
581557BE4	6,178,139	MCKESSON CORP	2,500,000	2,500,000	12,126	2,512,126
58502BAA4	6,178,143	MEDNAX INC	310,000	310,000	6,781	316,781
585055AV8	6,178,147	MEDTRONIC INC	10,000,000	9,982,043	52,708	10,034,751
585055BS4	6,178,153	MEDTRONIC INC	10,000,000	9,931,785	44,722	9,976,507
58516NAA2	6,178,155	MEGA ADVANCE INVESTMENTS	150,000	149,455	3,521	152,976
58516NAB0	6,178,157	MEGA ADVANCE INVESTMENTS	500,000	498,146	14,964	513,110
59001AAQ5	6,178,159	MERITAGE HOMES CORP	560,000	560,000	3,267	563,267
59001AAY8	6,178,161	MERITAGE HOMES CORP	320,000	320,000	8,000	328,000
59001ABA9	6,178,163	MERITAGE HOMES CORP	305,000	306,409	6,296	312,705
59001ABA9	6,178,165	MERITAGE HOMES CORP	370,000	370,000	7,638	377,638
59284BAB4	6,178,167	MEXICHEM SAB DE CV	1,600,000	1,591,092	9,100	1,600,192
59284BAD0	6,178,169	MEXICHEM SAB DE CV	1,200,000	1,153,438	9,450	1,162,888
59284BAD0	6,178,171	MEXICHEM SAB DE CV	1,000,000	961,198	7,875	969,073
59284BAD0	6,178,173	MEXICHEM SAB DE CV	600,000	645,661	4,725	650,386
59284BAE8	6,178,175	MEXICHEM SAB DE CV	1,200,000	1,190,304	8,617	1,198,920
59284BAE8	6,178,177	MEXICHEM SAB DE CV	200,000	199,050	1,436	200,486
59284BAE8	6,178,179	MEXICHEM SAB DE CV	1,500,000	1,485,443	10,771	1,496,214
59284BAF5	6,178,181	MEXICHEM SAB DE CV	900,000	893,138	2,700	895,838
59284MAA2	6,178,183	MEXICO CITY AIRPORT TRUST	900,000	892,277	106	892,383
59284MAA2	6,178,185	MEXICO CITY AIRPORT TRUST	675,000	679,699	80	679,778
59284MAA2	6,178,187	MEXICO CITY AIRPORT TRUST	675,000	680,136	80	680,216
594918AT1	6,178,193	MICROSOFT CORP	4,000,000	3,789,216	47,500	3,836,716
594918BB9	6,178,199	MICROSOFT CORP	6,000,000	5,991,134	35,550	6,026,684
594918BJ2	6,178,201	MICROSOFT CORP	5,000,000	4,998,988	77,257	5,076,244
594918BK9	6,178,203	MICROSOFT CORP	2,000,000	1,994,834	41,533	2,036,368
59562VAP2	6,178,205	BERKSHIRE HATHAWAY ENERGY CO	2,000,000	1,992,081	54,872	2,046,953
59564NA#0	6,178,207	MIDCOAST ENERGY PARTNERS LP	3,400,000	3,400,000	12,941	3,412,941
59564NA*4	6,178,209	MIDCOAST ENERGY PARTNERS LP	15,400,000	15,400,000	47,210	15,447,210
59564NA@2	6,178,211	MIDCOAST ENERGY PARTNERS LP	8,600,000	8,600,000	29,918	8,629,918
60040#AA0	6,178,213	MILLENNIUM PIPELINE CO LLC PRVT	3,828,346	3,828,346	17,571	3,845,917
60040#AB8	6,178,215	MILLENNIUM PIPELINE CO LLC PRVT	4,816,123	4,816,123	24,883	4,841,006
605417BY9	6,178,217	MISSISSIPPI POWER COMPANY	2,000,000	1,878,320	4,222	1,882,542
605417BY9	6,178,219	MISSISSIPPI POWER COMPANY	5,100,000	5,169,435	10,767	5,180,201
605417CB8	6,178,223	MISSISSIPPI POWER COMPANY	7,000,000	6,980,661	26,114	7,006,775
606822AD6	6,178,225	MITSUBISHI UFJ FINANCIAL GROUP INC	5,000,000	4,994,299	32,083	5,026,382

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
606822AD6	6,178,227	MITSUBISHI UFJ FINANCIAL GROUP INC	1,750,000	1,811,428	11,229	1,822,657
606822AN4	6,178,229	MITSUBISHI UFJ FINANCIAL GROUP INC	15,000,000	15,000,000	105,714	15,105,714
606822AR5	6,178,231	MITSUBISHI UFJ FINANCIAL GROUP INC	5,500,000	5,500,000	48,209	5,548,209
60687YAD1	6,178,233	MIZUHO FINANCIAL GROUP INC	5,850,000	5,850,000	10,735	5,860,735
60687YAD1	6,178,235	MIZUHO FINANCIAL GROUP INC	3,900,000	3,900,000	7,157	3,907,157
60688XAP5	6,178,245	MIZUHO BANK LTD	10,000,000	9,986,934	36,000	10,022,934
60688XAU4	6,178,247	MIZUHO BANK LTD	400,000	399,410	1,244	400,654
608190AJ3	6,178,249	MOHAWK INDUSTRIES INC	3,000,000	2,894,196	28,875	2,923,071
608190AJ3	6,178,251	MOHAWK INDUSTRIES INC	1,500,000	1,447,098	14,438	1,461,535
61166WAU5	6,178,253	MONSANTO COMPANY	2,000,000	1,999,227	19,875	2,019,102
61166WAU5	6,178,255	MONSANTO COMPANY	5,000,000	4,998,067	49,688	5,047,754
615369AE5	6,178,257	MOODY S CORP	2,600,000	2,641,670	40,192	2,681,861
615394AK9	6,178,259	MOOG INC	320,000	320,000	7,000	327,000
61747YCG8	6,178,265	MORGAN STANLEY	8,000,000	8,180,353	272,533	8,452,886
61747YCG8	6,178,267	MORGAN STANLEY	7,000,000	7,146,629	238,467	7,385,096
61761J3R8	6,178,269	MORGAN STANLEY	3,000,000	2,862,217	24,479	2,886,697
617726AG9	6,178,271	MOROCCO KINGDOM OF (GOVERNMENT)	825,000	817,644	17,577	835,220
620076BF5	6,178,277	MOTOROLA SOLUTIONS INC	7,500,000	7,400,967	50,000	7,450,967
626717AJ1	6,178,279	MURPHY OIL CORPORATION	675,000	675,000	8,194	683,194
626738AC2	6,178,281	MURPHY OIL USA INC	200,000	200,000	2,533	202,533
626738AC2	6,178,283	MURPHY OIL USA INC	200,000	200,701	2,533	203,235
626738AD0	6,178,285	MURPHY OIL USA INC	70,000	70,000	1,969	71,969
62856RAB1	6,178,287	MYRIAD INTERNATIONAL HLDG BV	200,000	205,933	3,433	209,366
62856RAB1	6,178,289	MYRIAD INTERNATIONAL HLDG BV	800,000	823,731	13,733	837,464
62856RAB1	6,178,291	MYRIAD INTERNATIONAL HLDG BV	1,600,000	1,660,288	27,467	1,687,754
62886EAJ7	6,178,293	NCR CORP	215,000	215,000	3,165	218,165
62886EAJ7	6,178,295	NCR CORP	1,500,000	1,490,831	22,083	1,512,915
62886EAR9	6,178,297	NCR CORP	90,000	90,000	1,998	91,998
62886EAS7	6,178,299	NCR CORP	95,000	95,000	2,288	97,288
62886EAS7	6,178,301	NCR CORP	190,000	191,097	4,576	195,673
62927#AD8	6,178,303	NFL VENTURES LP	1,388,682	1,388,682	1,747	1,390,429
62940QAA3	6,178,305	NSG HOLDINGS LLC 144A	1,968,031	1,968,031	57,620	2,025,650
63254AAP3	6,178,307	NATIONAL AUSTRALIA BANK LIMITED (N	10,000,000	9,938,271	100,313	10,038,583
6325C0DJ7	6,178,309	NATIONAL AUSTRALIA BANK LIMITED	5,000,000	4,995,560	53,958	5,049,518
63530QAE9	6,178,311	NATIONAL CINEMEDIA LLC	560,000	560,000	1,493	561,493
63636#AA4	6,178,313	NATIONAL HOCKEY LEAGUE INC	1,200,000	1,200,000	15,096	1,215,096
63636#AB2	6,178,315	NATIONAL HOCKEY LEAGUE INC	1,800,000	1,800,000	24,548	1,824,548
637417AH9	6,178,319	NATIONAL RETAIL PROPERTIES INC	2,300,000	2,295,701	42,422	2,338,123
637432MQ5	6,178,321	NATIONAL RURAL UTILITIES COOP FINA	5,000,000	4,992,898	32,194	5,025,093

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
637432NG6	6,178,323	NATIONAL RURAL UTILITIES COOPERATI	1,000,000	998,149	16,250	1,014,399
637432NK7	6,178,325	NATIONAL RURAL UTILITIES COOP FINA	1,700,000	1,700,000	2,727	1,702,727
63946BAD2	6,178,331	NBC UNIVERSAL INC 144A	10,000,000	9,996,242	1,431	9,997,673
63946BAE0	6,178,333	NBC UNIVERSAL INC	7,000,000	6,999,423	25,521	7,024,944
64072TAC9	6,178,335	CSC HOLDINGS LLC	570,000	570,000	11,119	581,119
641423BY3	6,178,337	NEVADA POWER CO	5,000,000	4,999,541	45,521	5,045,062
646025B#2	6,178,339	NEW JERSEY RESOURCES CORPORATION	1,700,000	1,700,000	11,031	1,711,031
646025C*5	6,178,341	NEW JERSEY RESOURCES CORPORATION	3,800,000	3,800,000	27,278	3,827,278
651229AS5	6,178,345	NEWELL RUBBERMAID INC	2,000,000	1,995,103	39,000	2,034,103
651229AS5	6,178,347	NEWELL RUBBERMAID INC	1,000,000	997,551	19,500	1,017,051
651229AX4	6,178,349	NEWELL RUBBERMAID INC.	900,000	983,519	4,031	987,550
651290AP3	6,178,351	NEWFIELD EXPLORATION COMPANY	2,000,000	2,042,366	29,069	2,071,435
651290AQ1	6,178,353	NEWFIELD EXPLORATION CO	290,000	289,542	5,438	294,980
651639AE6	6,178,355	NEWMONT MINING CORPORATION	300,000	277,517	1,469	278,985
651639AM8	6,178,357	NEWMONT MINING CORP	10,000,000	9,983,650	52,083	10,035,734
651639AP1	6,178,359	NEWMONT MINING CORP	15,000,000	14,885,013	93,438	14,978,450
65334HAA0	6,178,361	NEXEN INC.	2,000,000	2,096,749	20,125	2,116,874
65339KAA8	6,178,363	NEXTERA ENERGY INC	2,000,000	1,999,434	37,500	2,036,934
65339KAA8	6,178,365	NEXTERA ENERGY INC	5,500,000	5,494,512	103,125	5,597,637
65409QBA9	6,178,371	NIELSEN FINANCE LLC/NIELSEN FINANC	355,000	355,000	1,331	356,331
655664AN0	6,178,377	NORDSTROM INC	15,000,000	14,984,435	356,250	15,340,685
665228C@9	6,178,379	NORTHERN ILLINOIS GAS COMPANY	2,300,000	2,300,000	22,263	2,322,263
668074D#1	6,178,387	NORTHWESTERN CORP	1,400,000	1,400,000	24,897	1,424,897
668074D*5	6,178,389	NORTHWESTERN CORP	3,900,000	3,900,000	57,057	3,957,057
668074G*2	6,178,391	NORTHWESTERN CORP	2,300,000	2,300,000	45,058	2,345,058
66977WAN9	6,178,393	NOVA CHEMICALS CORP	75,000	75,000	984	75,984
66977WAN9	6,178,395	NOVA CHEMICALS CORP	50,000	50,397	656	51,053
66977WAN9	6,178,397	NOVA CHEMICALS CORP	50,000	50,199	656	50,856
66977WAN9	6,178,399	NOVA CHEMICALS CORP	45,000	45,103	591	45,694
66977WAP4	6,178,401	NOVA CHEMICALS CORP	240,000	240,000	6,000	246,000
66977WAP4	6,178,403	NOVA CHEMICALS CORP	1,250,000	1,290,855	31,250	1,322,105
66989HAJ7	6,178,415	NOVARTIS CAPITAL CORP	1,000,000	992,248	13,417	1,005,665
67020YAD2	6,178,419	NUANCE COMMUNICATIONS INC	86,000	86,085	976	87,061
67020YAQ3	6,178,421	NUANCE COMMUNICATIONS INC	1,080,000	1,070,922	22,950	1,093,872
67021CAM9	6,178,423	NSTAR ELECTRIC CO	7,000,000	6,995,121	103,289	7,098,410
67059TAE5	6,178,425	NUSTAR LOGISTICS LP	540,000	540,000	253	540,253
67059TAE5	6,178,427	NUSTAR LOGISTICS LP	675,000	686,635	316	686,951
67066GAE4	6,178,429	NVIDIA CORPORATION	5,250,000	5,240,807	21,000	5,261,807
67077MAD0	6,178,433	NUTRIEN LTD	600,000	597,921	1,500	599,421
67077MAL2	6,178,437	NUTRIEN LTD	1,000,000	998,963	4,313	1,003,276

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
670877AA7	6,178,439	OMX TIMBER FINANCE INVESTMENTS I L 144A	1,687,862	1,668,345	254	1,668,599
67103HAE7	6,178,441	O REILLY AUTOMOTIVE INC	1,500,000	1,497,955	6,804	1,504,759
67103HAF4	6,178,443	O REILLY AUTOMOTIVE INC	4,000,000	3,994,653	24,000	4,018,653
67113HAC9	6,178,445	OTG MANAGEMENT LLC - TL	1,739,000	1,718,348	14,888	1,733,236
67113HAD7	6,178,447	OTG MANAGEMENT LLC TL-DD	43,475	43,475	391	43,866
67113HAD7	6,178,449	OTG MANAGEMENT LLC TL-DD	43,475	43,475	391	43,866
67113HAD7	6,178,451	OTG MANAGEMENT LLC TL-DD	28,259	28,259	254	28,513
67113HAD7	6,178,453	OTG MANAGEMENT LLC TL-DD	15,216	15,216	137	15,353
67113HAD7	6,178,455	OTG MANAGEMENT LLC TL-DD	23,477	23,477	211	23,688
67113HAD7	6,178,457	OTG MANAGEMENT LLC TL-DD	63,474	63,474	571	64,045
674003A#5	6,178,459	OAKTREE CAPITAL GROUP LLC	1,500,000	1,500,000	10,174	1,510,174
674003A@7	6,178,461	OAKTREE CAPITAL GROUP LLC	1,300,000	1,300,000	8,399	1,308,399
674003B@6	6,178,463	OAKTREE CAPITAL GROUP LLC	2,000,000	2,000,000	27,930	2,027,930
677050AC0	6,178,467	OGLETHORPE POWER CORP	2,800,000	3,308,511	57,783	3,366,293
677050AC0	6,178,469	OGLETHORPE POWER CORP	9,400,000	11,103,796	193,985	11,297,781
677347CE4	6,178,471	OHIO EDISON COMPANY	1,500,000	1,306,500	30,365	1,336,865
677415CF6	6,178,473	OHIO POWER COMPANY	1,162,000	1,422,605	16,191	1,438,796
677415CF6	6,178,475	OHIO POWER COMPANY	125,000	154,168	1,742	155,910
677415CP4	6,178,477	OHIO POWER CO	12,600,000	12,930,244	56,438	12,986,682
67773#AE0	6,178,479	OHIO VALLEY ELECTRIC CORP PRVT	1,141,582	1,141,582	25,445	1,167,027
67773#AE0	6,178,481	OHIO VALLEY ELECTRIC CORP PRVT	2,283,164	2,283,164	50,889	2,334,054
67773#AF7	6,178,483	OHIO VALLEY ELECTRIC CORP PRVT	287,496	287,496	6,408	293,904
67773#AG5	6,178,485	OHIO VALLEY ELECTRIC CORP PRVT	289,580	289,580	6,454	296,034
677879CE6	6,178,487	OIL INSURANCE LTD 144A	6,800,000	6,004,989	31,939	6,036,928
677879CE6	6,178,489	OIL INSURANCE LTD 144A	500,000	441,543	2,348	443,892
677879CE6	6,178,491	OIL INSURANCE LTD 144A	360,000	145,719	1,691	147,410
680033AC1	6,178,495	OLD NATIONAL BANCORP	5,000,000	5,000,000	43,542	5,043,542
680665AJ5	6,178,497	OLIN CORP	270,000	270,000	1,768	271,768
680665AJ5	6,178,499	OLIN CORP	810,000	810,000	5,304	815,304
682134AC5	6,178,501	OMNICOM GROUP INC.	10,000,000	9,990,737	93,944	10,084,682
682134AC5	6,178,503	OMNICOM GROUP INC.	10,000,000	9,940,819	93,944	10,034,764
68218XAC6	6,178,505	ON LOCATION EVENTS LLC - TL	297,917	296,191	3,980	300,172
68218XAF9	6,178,507	ON LOCATION EVENTS LLC - TL	784,514	779,765	10,230	789,995
68268NAC7	6,178,509	ONEOK PARTNERS LP	6,000,000	6,584,009	33,250	6,617,259
683715AA4	6,178,511	OPEN TEXT CORPORATION	480,000	480,000	7,950	487,950
683715AA4	6,178,513	OPEN TEXT CORPORATION	965,000	981,159	15,983	997,142
683715AB2	6,178,515	OPEN TEXT CORPORATION	720,000	720,000	17,625	737,625
68389XAE5	6,178,517	ORACLE CORP	5,000,000	5,719,388	14,444	5,733,832
68389XAE5	6,178,519	ORACLE CORP	7,495,000	8,573,362	21,652	8,595,015
68389XAU9	6,178,521	ORACLE CORP	3,000,000	2,995,519	32,017	3,027,536
68389XAU9	6,178,523	ORACLE CORP	9,000,000	8,986,558	96,050	9,082,608
688239AE2	6,178,525	OSHKOSH CORP	160,000	160,000	1,433	161,433
68964*AF8	6,178,527	OTTER TAIL POWER COMPANY	7,900,000	8,203,894	152,404	8,356,298

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
690872AB2	6,178,529	OWENS-BROCKWAY	160,000	160,000	382	160,382
690872AB2	6,178,531	OWENS-BROCKWAY	320,000	321,720	764	322,484
690872AB2	6,178,533	OWENS-BROCKWAY	640,000	642,864	1,529	644,393
693304AT4	6,178,535	PECO ENERGY CO	1,100,000	1,096,520	1,540	1,098,060
693476BN2	6,178,539	PNC FUNDING CORP	5,000,000	4,988,181	24,292	5,012,473
693476BN2	6,178,541	PNC FUNDING CORP	2,000,000	1,995,273	9,717	2,004,989
69352PAF0	6,178,547	PPL CAPITAL FUNDING LLC	1,000,000	998,381	14,167	1,012,548
69369EAD1	6,178,553	PERTAMINA (PERSERO) PT	1,125,000	1,108,537	33,375	1,141,912
694308GM3	6,178,555	PACIFIC GAS AND ELECTRIC CO	2,000,000	2,149,575	26,811	2,176,386
695114CD8	6,178,559	PACIFICORP	10,000,000	10,035,521	47,917	10,083,438
695114CD8	6,178,561	PACIFICORP	2,000,000	2,021,199	9,583	2,030,782
698299AD6	6,178,563	PANAMA (REPUBLIC OF)	585,000	800,456	4,471	804,927
698299AK0	6,178,565	PANAMA (REPUBLIC OF)	432,000	535,293	3,375	538,668
698299AK0	6,178,567	PANAMA (REPUBLIC OF)	94,000	116,476	734	117,210
698299AS3	6,178,569	PANAMA 9.375% 1/16/2023	855,000	1,012,333	23,379	1,035,712
698299AS3	6,178,571	PANAMA 9.375% 1/16/2023	250,000	296,045	6,836	302,880
698299AV6	6,178,573	PANAMA (REPUBLIC OF)	200,000	206,223	3,642	209,865
698299BB9	6,178,575	PANAMA REPUBLIC OF (GOVERNMENT)	1,200,000	1,200,000	287	1,200,287
698299BF0	6,178,577	PANAMA REPUBLIC OF (GOVERNMENT)	2,100,000	2,082,301	9,946	2,092,246
698299BF0	6,178,579	PANAMA REPUBLIC OF (GOVERNMENT)	625,000	638,491	2,960	641,451
698299BF0	6,178,581	PANAMA REPUBLIC OF (GOVERNMENT)	425,000	434,174	2,013	436,187
70109HAL9	6,178,583	PARKER-HANNIFIN CORPORATION	200,000	201,367	2,933	204,300
706451BG5	6,178,585	PEMEX PROJECT FUNDING MASTER TRUST	480,000	494,215	12,013	506,228
706451BG5	6,178,587	PEMEX PROJECT FUNDING MASTER TRUST	224,000	251,416	5,606	257,022
711123C*8	6,178,593	PEOPLES GAS LIGHT AND COKE COMPANY	4,500,000	4,500,000	44,550	4,544,550
713448BZ0	6,178,597	PEPSICO INC/NC	10,000,000	9,972,567	62,222	10,034,789
713448CY2	6,178,599	PEPSICO INC	4,900,000	4,882,676	49,544	4,932,220
714046AE9	6,178,605	PERKINELMER INC	7,000,000	6,982,061	161,389	7,143,450
715638AP7	6,178,607	PERU (THE REPUBLIC OF)	1,799,000	2,615,153	69,961	2,685,114
715638AU6	6,178,609	PERU (THE REPUBLIC OF)	1,023,000	1,237,846	8,748	1,246,595
715638AU6	6,178,611	PERU (THE REPUBLIC OF)	455,000	563,818	3,891	567,709
715638AU6	6,178,613	PERU (THE REPUBLIC OF)	455,000	565,655	3,891	569,546
715638BM3	6,178,615	PERU REPUBLIC OF (GOVERNMENT)	40,000	34,474	1,019	35,493
715638BM3	6,178,617	PERU REPUBLIC OF (GOVERNMENT)	45,000	38,783	1,146	39,930
715638BM3	6,178,619	PERU REPUBLIC OF (GOVERNMENT)	314,000	272,137	7,997	280,134
715638BM3	6,178,621	PERU REPUBLIC OF (GOVERNMENT)	108,000	93,601	2,751	96,352
715638BM3	6,178,623	PERU REPUBLIC OF (GOVERNMENT)	337,000	388,721	8,583	397,304
715638BM3	6,178,625	PERU REPUBLIC OF (GOVERNMENT)	901,000	1,021,667	22,947	1,044,614

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
715638BM3	6,178,627	PERU REPUBLIC OF (GOVERNMENT)	449,000	537,204	11,435	548,640
715638BM3	6,178,629	PERU REPUBLIC OF (GOVERNMENT)	1,126,000	1,349,995	28,678	1,378,673
715638BM3	6,178,631	PERU REPUBLIC OF (GOVERNMENT)	449,000	537,597	11,435	549,032
715638BM3	6,178,633	PERU REPUBLIC OF (GOVERNMENT)	449,000	537,597	11,435	549,032
71567PAH3	6,178,635	PERUSAHAAN PENERBIT SBSN INDONESIA	1,425,000	1,425,000	5,257	1,430,257
71567PAH3	6,178,637	PERUSAHAAN PENERBIT SBSN INDONESIA	1,125,000	1,126,535	4,150	1,130,685
71567PAH3	6,178,639	PERUSAHAAN PENERBIT SBSN INDONESIA	450,000	451,853	1,660	453,513
71568PAA7	6,178,641	PERUSAHAAN PERSEROAN (PERSERO) PER	885,000	881,478	21,498	902,976
71568PAC3	6,178,643	PERUSAHAAN LISTRIK NEGARA (PERSERO	1,500,000	1,486,046	28,531	1,514,577
71568PAC3	6,178,645	PERUSAHAAN LISTRIK NEGARA (PERSERO	425,000	415,978	8,084	424,062
71568PAD1	6,178,647	PERUSAHAAN LISTRIK NEGARA (PERSERO	750,000	739,005	18,156	757,161
71644EAJ1	6,178,649	PETRO-CANADA	1,000,000	998,157	31,356	1,029,513
71647NAA7	6,178,651	PETROBRAS GLOBAL FINANCE BV	225,000	194,487	5,660	200,147
71647NAA7	6,178,653	PETROBRAS GLOBAL FINANCE BV	825,000	711,344	20,754	732,098
71647NAA7	6,178,655	PETROBRAS GLOBAL FINANCE BV	75,000	64,853	1,887	66,740
71647NAF6	6,178,657	PETROBRAS GLOBAL FINANCE BV	200,000	188,869	3,913	192,782
71647NAF6	6,178,659	PETROBRAS GLOBAL FINANCE BV	191,000	180,470	3,737	184,207
71647NAK5	6,178,661	PETROBRAS GLOBAL FINANCE BV	917,000	909,698	8,126	917,823
71654QAX0	6,178,663	PETROLEOS MEXICANOS	450,000	469,838	6,875	476,713
71654QBB7	6,178,667	PETROLEOS MEXICANOS	1,463,000	1,457,439	19,217	1,476,656
71654QBE1	6,178,671	PETROLEOS MEXICANOS	500,000	497,939	9,472	507,411
71654QBR2	6,178,673	PETROLEOS MEXICANOS	772,000	766,519	13,397	779,916
71654QBV3	6,178,675	PETROLEOS MEXICANOS	750,000	746,931	9,385	756,316
71654QCB6	6,178,677	PETROLEOS MEXICANOS	2,250,000	2,246,496	37,383	2,283,879
71654QCD2	6,178,679	PETROLEOS MEXICANOS	3,000,000	3,000,000	15,417	3,015,417
71654QCG5	6,178,681	PETROLEOS MEXICANOS	1,350,000	1,419,556	11,700	1,431,256
716564AA7	6,178,685	PETROLEOS DEL PERU SA	300,000	298,993	5,225	304,218
716564AA7	6,178,687	PETROLEOS DEL PERU SA	200,000	198,321	3,483	201,805
71657YAD4	6,178,689	PETRO CO TRIN/TOBAGO LTD 144A	526,000	525,225	10,969	536,195
71657YAD4	6,178,691	PETRO CO TRIN/TOBAGO LTD 144A	283,000	282,583	5,902	288,485
716743AD1	6,178,693	PETRONAS CAPITAL LTD 144A	141,000	141,035	1,624	142,660
716743AD1	6,178,695	PETRONAS CAPITAL LTD 144A	100,000	100,022	1,152	101,174
716743AD1	6,178,697	PETRONAS CAPITAL LTD 144A	211,000	211,049	2,431	213,480
716743AD1	6,178,699	PETRONAS CAPITAL LTD 144A	105,000	105,026	1,210	106,236

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
716743AD1	6,178,701	PETRONAS CAPITAL LTD 144A	114,000	114,027	1,313	115,340
716743AD1	6,178,703	PETRONAS CAPITAL LTD 144A	100,000	100,161	1,152	101,314
716743AD1	6,178,705	PETRONAS CAPITAL LTD 144A	112,000	112,170	1,290	113,461
716743AD1	6,178,707	PETRONAS CAPITAL LTD 144A	100,000	100,152	1,152	101,304
716743AD1	6,178,709	PETRONAS CAPITAL LTD 144A	100,000	100,063	1,152	101,215
716743AD1	6,178,711	PETRONAS CAPITAL LTD 144A	100,000	100,052	1,152	101,204
716743AD1	6,178,713	PETRONAS CAPITAL LTD 144A	100,000	100,060	1,152	101,212
717081CY7	6,178,715	PFIZER INC.	2,000,000	1,998,931	18,400	2,017,331
718172AH2	6,178,725	PHILIP MORRIS INTERNATIONAL INC	10,000,000	9,970,843	43,750	10,014,593
718172BQ1	6,178,727	PHILIP MORRIS INTERNATIONAL INC	1,200,000	1,191,124	9,000	1,200,124
718286AP2	6,178,729	PHILIPPINE (REPUBLIC OF)	500,000	663,656	6,641	670,297
718286BK2	6,178,731	PHILIPPINES (REPUBLIC OF)	1,760,000	1,768,621	20,729	1,789,350
718286CB1	6,178,735	PHILIPPINES (REPUBLIC OF)	475,000	475,000	4,345	479,345
718546AH7	6,178,737	PHILLIPS 66	7,000,000	6,999,128	205,625	7,204,753
720186AJ4	6,178,739	PIEDMONT NATURAL GAS COMPANY INC	3,000,000	2,998,475	18,000	3,016,475
72352@AA9	6,178,741	PIO PICO HOLDCO ISSUER LLC	2,776,392	2,776,392	23,146	2,799,537
72650RAZ5	6,178,747	PLAINS ALL AMERICAN PIPELINE LP	4,125,000	3,788,942	62,734	3,851,676
727493AB4	6,178,751	PLANTRONICS INC	160,000	160,000	4,058	164,058
727493AB4	6,178,753	PLANTRONICS INC	160,000	160,876	4,058	164,933
727493AB4	6,178,755	PLANTRONICS INC	181,000	182,285	4,590	186,876
73020*AC7	6,178,757	PNG COMPANIES LLC PRVT	5,000,000	5,000,000	49,924	5,049,924
73020*AC7	6,178,759	PNG COMPANIES LLC PRVT	1,200,000	1,220,299	11,982	1,232,281
73020*AE3	6,178,761	PNG COMPANIES LLC	6,300,000	6,300,000	94,710	6,394,710
73020*AK9	6,178,763	PNG COMPANIES LLC	2,500,000	2,500,000	31,218	2,531,218
73020*AL7	6,178,765	PNG COMPANIES LLC	800,000	800,000	10,729	810,729
73102QAA4	6,178,767	POLAR TANKERS INC 144A	2,650,000	2,976,892	74,908	3,051,800
731068A#9	6,178,769	POLARIS INDUSTRIES INC.	5,600,000	5,600,000	64,269	5,664,269
731068A@1	6,178,773	POLARIS INDUSTRIES INC.	4,600,000	4,600,000	105,800	4,705,800
73179PAK2	6,178,775	POLYONE CORPORATION	95,000	95,000	637	95,637
73179PAK2	6,178,777	POLYONE CORPORATION	850,000	839,920	5,702	845,623
736508L*1	6,178,779	PORTLAND GENERAL ELECTRIC COMP	6,100,000	6,100,000	103,009	6,203,009
736508L@9	6,178,781	PORTLAND GENERAL ELECTRIC COMP	2,700,000	2,700,000	25,479	2,725,479
737415AL3	6,178,783	POST APARTMENT HOMES LP	5,675,000	5,590,161	79,805	5,669,966
74005PAY0	6,178,785	PRAXAIR INC	10,000,000	9,985,239	51,750	10,036,989
741503BC9	6,178,789	PRICELINE GROUP INC	4,000,000	3,997,651	18,144	4,015,795
743263AG0	6,178,793	PROGRESS ENERGY INC	5,110,000	5,562,366	994	5,563,359
74340XAW1	6,178,797	PROLOGIS LP	9,000,000	8,986,506	80,750	9,067,256
744533BJ8	6,178,803	PUBLIC SERVICE CO OF OKLAHOMA	1,000,000	993,727	30,549	1,024,276
744533BJ8	6,178,805	PUBLIC SERVICE CO OF OKLAHOMA	1,840,000	1,589,951	56,209	1,646,160
74456QAQ9	6,178,807	PUBLIC SERVICE ELECTRIC AND GAS CO	250,000	302,290	5,938	308,228

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
74456QAR7	6,178,809	PUBLIC SERVICE ELE MTN	10,000,000	11,115,134	290,000	11,405,134
74456QAX4	6,178,813	PUBLIC SERVICE ELE MTN	10,000,000	9,993,468	73,889	10,067,357
74456QBH8	6,178,815	PUBLIC SERVICE ELECTRIC AND GAS CO	2,500,000	2,497,030	16,625	2,513,655
74456QBQ8	6,178,817	PUBLIC SERVICE ELECTRIC	500,000	497,869	3,167	501,035
74456QBS4	6,178,819	PUBLIC SERVICE ELECTRIC AND GAS CO	5,250,000	5,235,968	72,625	5,308,593
745332BU9	6,178,823	PUGET SOUND ENERGY INC	2,200,000	2,586,905	50,261	2,637,166
745332BU9	6,178,825	PUGET SOUND ENERGY INC	500,000	582,393	11,423	593,816
745867AM3	6,178,829	PULTE HOMES INC	445,000	426,069	13,239	439,308
745867AM3	6,178,831	PULTE HOMES INC	665,000	656,613	19,784	676,397
745867AW1	6,178,833	PULTE GROUP INC	580,000	580,000	5,317	585,317
74733VAC4	6,178,839	QEP RESOURCES INC	350,000	339,127	9,188	348,315
74733VAD2	6,178,841	QEP RESOURCES INC	405,000	405,000	3,797	408,797
74736@AA2	6,178,843	QSPCF	12,900,000	12,900,000	166,453	13,066,453
74736KAB7	6,178,845	QORVO INC	160,000	160,000	4,500	164,500
74736KAD3	6,178,847	QORVO INC	240,000	240,000	7,000	247,000
74819RAP1	6,178,851	QUEBECOR MEDIA INC	295,000	295,000	6,408	301,408
74834LAN0	6,178,853	QUEST DIAGNOSTICS INC	751,000	744,027	17,398	761,425
748767AF7	6,178,855	QUINTILES TRANSNATIONAL CORP	480,000	480,000	10,790	490,790
75281ABA6	6,178,859	RANGE RESOURCES CORP	330,000	330,000	2,108	332,108
75508EAA6	6,178,861	RAYONIER AM PRODUCTS INC	240,000	240,000	5,500	245,500
75508EAA6	6,178,863	RAYONIER AM PRODUCTS INC	235,000	237,961	5,385	243,346
75884RAT0	6,178,867	REGENCY CENTERS LP	3,500,000	3,488,255	49,583	3,537,839
75886AAJ7	6,178,869	REGENCY ENERGY PARTNERS LP	350,000	350,000	7,875	357,875
759468AB7	6,178,875	RELIANCE HOLDINGS USA INC	511,000	506,558	1,065	507,623
759470A@6	6,178,877	RELIANCE INDUSTRIES LTD PRVT	7,000,000	7,000,000	55,267	7,055,267
759470A@6	6,178,879	RELIANCE INDUSTRIES LTD PRVT	2,000,000	2,000,000	15,791	2,015,791
75974@AA0	6,178,883	RENEWABLE POWER GENERATION LLC	10,382,865	10,382,865	36,747	10,419,612
760942AZ5	6,178,885	URUGUAY ORIENTAL REPUBLIC OF (GOV	280,000	279,834	2,695	282,529
760942BB7	6,178,887	URUGUAY (ORIENTAL REPUBLIC OF)	1,200,000	1,192,108	583	1,192,691
760942BB7	6,178,889	URUGUAY (ORIENTAL REPUBLIC OF)	490,000	486,777	238	487,016
760942BB7	6,178,891	URUGUAY (ORIENTAL REPUBLIC OF)	450,000	477,953	219	478,172
76169#AJ2	6,178,893	REYES HOLDINGS LLC	2,200,000	2,200,000	3,174	2,203,174
761713AY2	6,178,895	REYNOLDS AMERICAN INC	7,000,000	6,996,730	43,381	7,040,111
761713BF2	6,178,897	REYNOLDS AMERICAN INC	10,000,000	9,991,368	154,444	10,145,812
761735AD1	6,178,899	REYNOLDS GROUP LLC	303,220	303,321	4,401	307,722
76823#AS0	6,178,901	RIVER FUEL FUNDING CO 3 INC	9,800,000	9,800,000	16,464	9,816,464
771196AU6	6,178,903	ROCHE HOLDINGS INC 144A	7,825,000	9,756,368	91,292	9,847,660
771196BE1	6,178,905	ROCHE HOLDINGS INC	5,000,000	5,051,015	14,424	5,065,438
771196BJ0	6,178,907	ROCHE HOLDINGS INC	4,000,000	3,976,780	57,000	4,033,780
772739AP3	6,178,911	ROCK-TENN CO	225,000	224,486	1,313	225,799
772739AQ1	6,178,913	ROCK-TENN CO	235,000	233,705	1,567	235,271

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
774341AF8	6,178,915	ROCKWELL COLLINS INC	650,000	755,308	11,787	767,095
774341AL5	6,178,919	ROCKWELL COLLINS INC.	100,000	99,575	193	99,769
775109AY7	6,178,921	ROGERS COMMUNICATIONS INC.	6,000,000	5,993,355	20,500	6,013,855
775109AZ4	6,178,923	ROGERS COMMUNICATIONS INC.	3,000,000	2,983,266	13,625	2,996,891
775109BB6	6,178,925	ROGERS COMMUNICATIONS INC.	1,400,000	1,422,865	8,944	1,431,809
775109BE0	6,178,927	ROGERS COMMUNICATIONS INC	1,250,000	1,242,591	17,118	1,259,709
77578JAB4	6,178,929	ROLLS-ROYCE PLC	4,000,000	3,996,886	6,847	4,003,734
77578JAB4	6,178,931	ROLLS-ROYCE PLC	1,000,000	1,007,497	1,712	1,009,209
77578JAB4	6,178,933	ROLLS-ROYCE PLC	275,000	277,120	471	277,590
776743AB2	6,178,935	ROPER INDUSTRIES INC.	800,000	798,951	11,636	810,586
778296AA1	6,178,937	ROSS STORES INC	11,000,000	10,950,050	47,438	10,997,487
778296AA1	6,178,939	ROSS STORES INC	1,000,000	1,028,136	4,313	1,032,449
778296AA1	6,178,941	ROSS STORES INC	2,500,000	2,498,863	10,781	2,509,644
780082AD5	6,178,943	ROYAL BANK OF CANADA	3,000,000	3,171,845	36,425	3,208,270
781172AB7	6,178,947	RUBY PIPELINE LLC	10,727,273	10,727,273	53,636	10,780,909
781172AB7	6,178,949	RUBY PIPELINE LLC	15,932,682	16,651,145	79,663	16,730,808
781172AB7	6,178,951	RUBY PIPELINE LLC	2,430,621	2,540,227	12,153	2,552,380
78307ADE0	6,178,955	RUSSIAN FEDERATION (GOVERNMENT)	2,200,000	2,151,073	9,281	2,160,355
78307ADH3	6,178,957	RUSSIAN FEDERATION (GOVERNMENT)	1,600,000	1,557,849	11,750	1,569,599
78409VAK0	6,178,961	S&P GLOBAL INC	3,500,000	3,490,406	32,511	3,522,917
797440BF0	6,178,967	SAN DIEGO GAS & ELECTRIC	3,052,000	3,524,224	75,291	3,599,515
797440BF0	6,178,969	SAN DIEGO GAS & ELECTRIC	250,000	289,520	6,167	295,688
797440BJ2	6,178,971	SAN DIEGO GAS & ELECTRIC CO	2,000,000	2,539,028	15,653	2,554,681
797440BJ2	6,178,973	SAN DIEGO GAS & ELECTRIC CO	250,000	316,833	1,957	318,790
80281LAF2	6,178,975	SANTANDER UK GROUP HOLDINGS PLC	5,000,000	5,000,000	55,053	5,055,053
80281LAF2	6,178,977	SANTANDER UK GROUP HOLDINGS PLC	1,970,000	1,973,851	21,691	1,995,542
80281LAG0	6,178,979	SANTANDER UK GROUP HOLDINGS PLC	3,500,000	3,500,000	66,159	3,566,159
80282KAP1	6,178,983	SANTANDER HOLDINGS USA INC	6,500,000	6,488,818	85,800	6,574,618
803070AB7	6,178,985	SAPPI PAPIER HOLDING AG 144A	65,000	52,878	1,842	54,719
803070AB7	6,178,987	SAPPI PAPIER HOLDING AG 144A	85,000	69,148	2,408	71,556
80413TAE9	6,178,991	SAUDI INTERNATIONAL BOND	1,200,000	1,186,727	6,888	1,193,614
80589MAB8	6,178,993	SCANA CORP MTN	3,000,000	2,997,814	15,625	3,013,439
806213AD6	6,178,995	SCENTRE GROUP TRUST 1	250,000	249,439	68	249,507
808513AL9	6,178,997	CHARLES SCHWAB CORP	2,250,000	2,243,218	9,563	2,252,780
808513AM7	6,178,999	CHARLES SCHWAB CORP	2,400,000	2,392,700	17,940	2,410,640
808513AR6	6,179,001	CHARLES SCHWAB CORPORATION (THE)	7,500,000	7,500,000	188,542	7,688,542
811054AG0	6,179,003	EW SCRIPPS CO	405,000	405,000	9,571	414,571
81727TAA6	6,179,007	SENSATA TECHNOLOGIES BV	210,000	210,000	2,771	212,771
817565BW3	6,179,009	SERVICE CORP INTERNATIONAL	445,000	445,000	9,234	454,234
82011@AC7	6,179,011	SHARYLAND DISTRIBUTION & TRANSMISS	20,500,000	20,500,000	325,312	20,825,312
82011@AC7	6,179,013	SHARYLAND DISTRIBUTION & TRANSMISS	3,130,000	3,130,000	49,670	3,179,670

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
820439A#4	6,179,015	SHAWCOR LTD	993,618	993,618	3,268	996,886
820439A*8	6,179,017	SHAWCOR LTD	745,213	745,213	1,912	747,125
820439A@6	6,179,019	SHAWCOR LTD	1,142,660	1,142,660	3,611	1,146,271
822582AM4	6,179,021	SHELL INTERNATIONAL FINANCE BV	10,000,000	9,989,376	43,750	10,033,126
82340*AA5	6,179,023	SHEPHERDS FLAT FUNDING TRUST I	1,215,000	1,215,000	235	1,215,235
82340*AA5	6,179,025	SHEPHERDS FLAT FUNDING TRUST I	1,811,000	1,811,000	350	1,811,350
82340*AA5	6,179,027	SHEPHERDS FLAT FUNDING TRUST I	874,000	874,000	169	874,169
82340*AB3	6,179,029	SHEPHERDS FLAT FUNDING TRUST I	4,798,000	4,798,000	597	4,798,597
82340*AB3	6,179,031	SHEPHERDS FLAT FUNDING TRUST I	7,152,000	7,152,000	890	7,152,890
82340*AB3	6,179,033	SHEPHERDS FLAT FUNDING TRUST I	3,450,000	3,450,000	429	3,450,429
824348AR7	6,179,035	SHERWIN-WILLIAMS CO	2,500,000	2,498,884	21,563	2,520,446
824348AX4	6,179,037	SHERWIN-WILLIAMS CO	680,000	675,415	12,750	688,165
824348BD7	6,179,039	SHERWIN-WILLIAMS COMPANY (THE)	4,900,000	4,891,172	40,425	4,931,597
82620KAE3	6,179,041	SIEMENS FINANCIERINGSMAATCHAPPIJ N	6,500,000	6,487,782	90,368	6,578,150
82620KAE3	6,179,043	SIEMENS FINANCIERINGSMAATCHAPPIJ N	2,500,000	2,492,038	34,757	2,526,795
82620KAE3	6,179,045	SIEMENS FINANCIERINGSMAATCHAPPIJ N	1,000,000	1,014,927	13,903	1,028,829
82620KAU7	6,179,049	SIEMENS FINANCIERINGSMAATSCHAPPIJ	8,500,000	8,492,247	36,125	8,528,372
82655AAC7	6,179,051	SIGMA ALIMENTOS SA	1,800,000	1,796,961	36,919	1,833,880
828807CR6	6,179,053	SIMON PROPERTY GROUP INC	6,500,000	6,563,025	60,938	6,623,963
828807CV7	6,179,057	SIMON PROPERTY GROUP INC	1,200,000	1,194,086	7,000	1,201,086
828807CW5	6,179,059	SIMON PROPERTY GROUP INC	4,000,000	3,980,868	38,867	4,019,735
82967NAU2	6,179,061	SIRIUS XM RADIO INC	1,600,000	1,600,000	3,822	1,603,822
82967NBA5	6,179,063	SIRIUS XM RADIO INC	675,000	675,000	8,438	683,438
82967NBA5	6,179,065	SIRIUS XM RADIO INC	405,000	405,945	5,063	411,007
83368RAA0	6,179,069	SOCIETE GENERALE	10,000,000	9,468,251	23,111	9,491,362
83416WAA1	6,179,071	SOLAR STAR FUNDING LLC	13,991,395	13,991,395	252,768	14,244,163
83416WAA1	6,179,073	SOLAR STAR FUNDING LLC	1,332,514	1,332,514	24,073	1,356,587
83416WAA1	6,179,075	SOLAR STAR FUNDING LLC	2,665,028	2,908,764	48,146	2,956,910
834423AB1	6,179,077	SOLVAY FINANCE AMERICA LLC	1,000,000	999,043	18,294	1,017,337
836205AN4	6,179,079	REPUBLIC OF SOUTH AFRICA	840,000	838,642	6,673	845,315
836205AN4	6,179,081	REPUBLIC OF SOUTH AFRICA	329,000	328,468	2,614	331,082
836205AQ7	6,179,083	SOUTH AFRICA REPUBLIC OF (GOVERNM	325,000	337,480	4,380	341,860
837004CK4	6,179,085	SOUTH CAROLINA ELECTRIC & GAS CO	3,100,000	3,093,834	48,016	3,141,849
84055*AC2	6,179,087	SOUTH TEXAS ELECTRIC COOP INC	4,675,000	4,766,667	72,533	4,839,199
842400EZ2	6,179,089	SOUTHERN CALIFORNIA EDISON COMPANY	4,505,000	5,393,708	73,619	5,467,327
842400EZ2	6,179,091	SOUTHERN CALIFORNIA EDISON COMPANY	250,000	295,490	4,085	299,575

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
842400GG2	6,179,093	SOUTHERN CALIFORNIA EDISON CO	500,000	499,661	1,667	501,327
842434CM2	6,179,097	SOUTHERN CALIF GAS CO	7,500,000	7,481,553	30,188	7,511,741
84265VAA3	6,179,101	SOUTHERN PERU COPPER	140,000	150,230	2,742	152,972
84265VAA3	6,179,103	SOUTHERN PERU COPPER	140,000	150,230	2,742	152,972
84265VAA3	6,179,105	SOUTHERN PERU COPPER	420,000	449,137	8,225	457,362
84265VAA3	6,179,107	SOUTHERN PERU COPPER	235,000	251,303	4,602	255,905
84265VAA3	6,179,109	SOUTHERN PERU COPPER	550,000	616,638	10,771	627,409
84265VAA3	6,179,111	SOUTHERN PERU COPPER	190,000	213,021	3,721	216,741
84265VAA3	6,179,113	SOUTHERN PERU COPPER	280,000	315,932	5,483	321,415
84265VAA3	6,179,115	SOUTHERN PERU COPPER	100,000	112,833	1,958	114,791
84265VAA3	6,179,117	SOUTHERN PERU COPPER	350,000	378,259	6,854	385,114
84265VAA3	6,179,119	SOUTHERN PERU COPPER	370,000	410,955	7,246	418,200
84265VAA3	6,179,121	SOUTHERN PERU COPPER	1,600,000	1,677,740	31,333	1,709,074
84265VAE5	6,179,123	SOUTHERN COPPER CORP	1,458,000	1,448,274	4,101	1,452,374
84265VAE5	6,179,125	SOUTHERN COPPER CORP	550,000	575,799	1,547	577,346
84265VAE5	6,179,127	SOUTHERN COPPER CORP	1,840,000	1,950,004	5,175	1,955,179
84265VAE5	6,179,129	SOUTHERN COPPER CORP	140,000	148,230	394	148,624
84265VAE5	6,179,131	SOUTHERN COPPER CORP	423,000	448,289	1,190	449,479
84265VAG0	6,179,133	SOUTHERN COPPER CORP	1,898,000	1,548,168	47,885	1,596,053
844741BE7	6,179,135	SOUTHWEST AIRLINES CO	700,000	691,804	11,069	702,872
845743BP7	6,179,137	SOUTHWESTERN PUBLIC SERVICE CO	3,000,000	3,006,419	37,400	3,043,819
84756NAE9	6,179,139	SPECTRA ENERGY PARTNERS LP	2,000,000	1,997,661	11,900	2,009,561
84857LA#8	6,179,141	SPIRE INC	700,000	700,000	3,515	703,515
84857LA@0	6,179,143	SPIRE INC	3,500,000	3,500,000	18,258	3,518,258
84858WAA4	6,179,145	SPIRIT AIRLINES 2017-1 CLASS AA PA	3,500,000	3,500,000	50,203	3,550,203
85205TAG5	6,179,147	SPIRIT AEROSYSTEMS INC	5,000,000	4,996,881	72,722	5,069,604
85205TAG5	6,179,149	SPIRIT AEROSYSTEMS INC	950,000	959,299	13,817	973,116
85205TAG5	6,179,151	SPIRIT AEROSYSTEMS INC	1,525,000	1,539,927	22,180	1,562,107
852061AQ3	6,179,153	SPRINT NEXTEL CORP	585,000	613,762	6,825	620,587
852061AQ3	6,179,155	SPRINT NEXTEL CORP	350,000	367,329	4,083	371,413
85234#AB1	6,179,157	STADIUM FUNDING TRUST	5,157,053	5,157,053	21,488	5,178,541
853254AX8	6,179,159	STANDARD CHARTERED PLC	450,000	449,107	560	449,667
853254AX8	6,179,161	STANDARD CHARTERED PLC	1,200,000	1,153,477	1,493	1,154,971
853496AB3	6,179,163	STANDARD INDUSTRIES INC	270,000	270,000	3,135	273,135
853496AC1	6,179,165	STANDARD INDUSTRIES INC	640,000	640,000	6,756	646,756
855244AD1	6,179,167	STARBUCKS CORP	8,000,000	7,998,448	25,667	8,024,115
855244AD1	6,179,169	STARBUCKS CORP	4,000,000	3,999,224	12,833	4,012,057
855244AD1	6,179,173	STARBUCKS CORP	2,030,000	2,123,164	6,513	2,129,677
857477AM5	6,179,175	STATE STREET CORP	5,500,000	5,492,079	91,010	5,583,089
857477AM5	6,179,177	STATE STREET CORP	3,350,000	3,348,996	55,433	3,404,429
857477AN3	6,179,179	STATE STREET CORP	6,300,000	6,341,488	77,963	6,419,450
857477AT0	6,179,181	STATE STREET CORP	2,000,000	1,997,954	14,397	2,012,351
857477AT0	6,179,183	STATE STREET CORP	300,000	307,748	2,160	309,908
85771PAC6	6,179,185	STATOIL ASA	10,000,000	9,972,286	104,833	10,077,119

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
858119AZ3	6,179,187	STEEL DYNAMICS INC	45,000	45,000	105	45,105
858119AZ3	6,179,189	STEEL DYNAMICS INC	290,000	291,507	677	292,183
858119BD1	6,179,191	STEEL DYNAMICS INC	1,100,000	1,125,814	5,042	1,130,856
85915#AF8	6,179,193	STERICYCLE INC.	4,700,000	4,700,000	48,635	4,748,635
859152E*7	6,179,195	STERIS CORPORATION	4,000,000	4,000,000	63,633	4,063,633
859152E@5	6,179,197	STERIS CORPORATION	4,000,000	4,000,000	65,478	4,065,478
863667AF8	6,179,199	STRYKER CORPORATION	5,000,000	4,971,900	77,813	5,049,713
863667AF8	6,179,201	STRYKER CORPORATION	5,000,000	4,971,900	77,813	5,049,713
863667AN1	6,179,203	STRYKER CORPORATION	2,500,000	2,486,727	11,181	2,497,907
864486AH8	6,179,205	SUBURBAN PROPANE PARTNERS LP	595,000	595,000	13,635	608,635
864486AJ4	6,179,207	SUBURBAN PROPANE PARTNERS LP	655,000	655,000	6,277	661,277
865622BN3	6,179,209	SUMITOMO MITSUI BANKING CORPORATIO	10,000,000	9,994,995	103,889	10,098,884
865622BN3	6,179,211	SUMITOMO MITSUI BANKING CORPORATIO	10,000,000	9,994,995	103,889	10,098,884
865622BW3	6,179,213	SUMITOMO MITSUI BANKING CORPORATIO	4,000,000	3,988,929	39,744	4,028,674
86562MAC4	6,179,215	SUMITOMO MITSUI FINANCIAL GROUP IN	1,400,000	1,400,000	7,652	1,407,652
86562MAC4	6,179,217	SUMITOMO MITSUI FINANCIAL GROUP IN	1,300,000	1,300,000	7,106	1,307,106
867229AE6	6,179,219	SUNCOR ENERGY INC	7,000,000	7,017,992	171,889	7,189,880
86765BAH2	6,179,221	SUNOCO LOGISTICS PARTNERS L.P.	2,019,000	2,259,705	29,197	2,288,902
86765BAP4	6,179,223	SUNOCO LOGISTICS PARTNERS LP	600,000	599,075	2,650	601,725
86765LAK3	6,179,225	SUNOCO LP / SUNOCO FINANCE CORP	80,000	80,000	1,198	81,198
86765LAM9	6,179,227	SUNOCO LP / SUNOCO FINANCE CORP	80,000	80,000	1,279	81,279
871503AU2	6,179,229	SYMANTEC CORPORATION	135,000	135,000	300	135,300
87165BAD5	6,179,231	SYNCHRONY FINANCIAL	4,000,000	3,994,764	35,889	4,030,653
871829BC0	6,179,235	SYSCO CORPORATION	2,500,000	2,492,166	24,292	2,516,457
871829BD8	6,179,237	SYSCO CORPORATION	500,000	498,344	1,875	500,219
87236YAE8	6,179,239	TD AMERITRADE HOLDING CO	1,900,000	1,897,425	4,671	1,902,096
87236YAE8	6,179,241	TD AMERITRADE HOLDING CO	550,000	550,261	1,352	551,613
87236YAF5	6,179,243	TD AMERITRADE HOLDING CO	2,400,000	2,395,409	6,600	2,402,009
87243QAB2	6,179,245	TENET HEALTHCARE CORPORATION	115,000	115,000	575	115,575
87243QAB2	6,179,247	TENET HEALTHCARE CORPORATION	950,000	973,674	4,750	978,424
87261PAD7	6,179,249	TNK-BP FINANCE SA 144A	240,000	239,033	4,302	243,334
87261PAD7	6,179,251	TNK-BP FINANCE SA 144A	95,000	94,617	1,703	96,320
87264AAJ4	6,179,253	T-MOBILE USA INC	625,000	625,000	11,962	636,962
87264AAT2	6,179,255	T-MOBILE USA INC	65,000	65,000	155	65,155
87265HAF6	6,179,257	TRI POINTE GROUP INC	810,000	810,000	17,719	827,719
87265HAF6	6,179,259	TRI POINTE GROUP INC	540,000	540,000	11,813	551,813
87305QCM1	6,179,261	TTX COMPANY	2,100,000	2,098,907	29,400	2,128,307
874246AB7	6,179,263	TALENT YIELD INVESTMENTS LTD	3,200,000	3,190,079	2,400	3,192,479

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
87470LAD3	6,179,265	TALLGRASS ENERGY PARTNERS LP /TALL	405,000	405,000	13,984	418,984
87470LAD3	6,179,267	TALLGRASS ENERGY PARTNERS LP /TALL	810,000	813,038	27,968	841,005
875127AV4	6,179,269	TAMPA ELECTRIC CO	5,000,000	4,998,956	151,014	5,149,970
87612BAM4	6,179,273	TARGA RESOURCES PARTNERS LP	85,000	84,769	2,231	87,001
87612BAM4	6,179,275	TARGA RESOURCES PARTNERS LP	750,000	758,887	19,688	778,575
87612BAM4	6,179,277	TARGA RESOURCES PARTNERS LP	750,000	759,330	19,688	779,018
87612BAY8	6,179,279	TARGA RESOURCES PARTNERS LP	100,000	100,000	863	100,863
87612BAY8	6,179,281	TARGA RESOURCES PARTNERS LP	295,000	295,226	2,544	297,770
87612BBE1	6,179,283	TARGA RESOURCES PARTNERS LP	1,350,000	1,350,000	18,141	1,368,141
87612EAK2	6,179,285	TARGET CORPORATION	4,650,000	5,874,172	147,638	6,021,810
87612EAU0	6,179,287	TARGET CORP	8,000,000	7,953,509	164,889	8,118,398
87612EAU0	6,179,289	TARGET CORP	3,270,000	3,665,707	67,398	3,733,106
87612EAU0	6,179,291	TARGET CORP	3,675,000	4,108,730	75,746	4,184,476
87612EAV8	6,179,293	TARGET CORP MTN	15,000,000	14,989,023	171,146	15,160,169
877249AC6	6,179,295	TAYLOR MORRISON COMMUNITIES INC/MO	115,000	115,000	268	115,268
877249AC6	6,179,297	TAYLOR MORRISON COMMUNITIES INC/MO	230,000	230,619	537	231,156
879369AD8	6,179,303	TELEFLEX INCORPORATED	235,000	237,638	4,661	242,299
879369AD8	6,179,305	TELEFLEX INCORPORATED	120,000	120,000	2,380	122,380
87936UAA7	6,179,307	TELEFONICA CHILE SA	1,400,000	1,338,604	2,863	1,341,467
87938WAH6	6,179,309	TELEFONICA EMISIONES SAU	8,000,000	7,976,543	138,436	8,114,979
87938WAH6	6,179,311	TELEFONICA EMISIONES SAU	7,500,000	7,478,009	129,784	7,607,793
87938WAM5	6,179,313	TELEFONICA EMISIONES SAU	20,000,000	19,559,716	11,409	19,571,125
87969NAD7	6,179,317	TELSTRA CORPORATION LTD	450,000	449,445	938	450,382
88031QAA8	6,179,319	TENASKA VIRGINA PARTNERS 144A	487,583	487,744	2,569	490,313
88033GCA6	6,179,321	TENET HEALTHCARE CORPORATION	845,000	845,000	12,323	857,323
88037EAJ0	6,179,323	TENNECO INC	640,000	640,000	12,996	652,996
881575AC8	6,179,325	TESCO PLC 144A	5,000,000	4,990,563	141,792	5,132,354
881609BA8	6,179,327	TESORO CORP	225,000	225,000	961	225,961
88160QAK9	6,179,329	TESORO LOGISTICS LP/TESORO LOGISTI	64,000	64,000	156	64,156
88160QAL7	6,179,331	TESORO LOGISTICS LP/TESORO LOGISTI	64,000	64,000	178	64,178
88167AAE1	6,179,337	TEVA PHARMACEUTICAL FINANCE NETHER	1,500,000	1,496,701	3,938	1,500,638
88167AAF8	6,179,339	TEVA PHARMACEUTICAL FINANCE NETHER	2,250,000	2,232,078	7,688	2,239,766
88167AAF8	6,179,341	TEVA PHARMACEUTICAL FINANCE NETHER	1,500,000	1,264,119	5,125	1,269,244
88167AAF8	6,179,343	TEVA PHARMACEUTICAL FINANCE NETHER	1,050,000	883,227	3,588	886,814
88167AAF8	6,179,345	TEVA PHARMACEUTICAL FINANCE NETHER	600,000	507,700	2,050	509,750
882384AB6	6,179,347	TEXAS EASTERN TRANSMISSION LP	10,000,000	9,986,898	171,875	10,158,773
88307*AA3	6,179,349	TEXOMA WIND LLC	6,367,537	6,367,537	88,176	6,455,714

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
883556AT9	6,179,351	THERMO FISHER SCIENTIFIC INC	7,000,000	6,999,342	164,500	7,163,842
883556BM3	6,179,353	THERMO FISHER SCIENTIFIC INC	1,000,000	998,879	13,789	1,012,667
883556BY7	6,179,355	THERMO FISHER SCIENTIFIC INC	6,000,000	5,931,720	51,933	5,983,653
884903BH7	6,179,357	THOMSON REUTERS CORP	15,000,000	14,775,905	39,000	14,814,905
884903BH7	6,179,359	THOMSON REUTERS CORP	5,000,000	4,866,376	13,000	4,879,376
884903BH7	6,179,361	THOMSON REUTERS CORP	5,000,000	5,700,326	13,000	5,713,326
884903BH7	6,179,363	THOMSON REUTERS CORP	2,000,000	2,281,010	5,200	2,286,210
887317AD7	6,179,365	TIME WARNER INC	5,500,000	5,760,426	164,847	5,925,274
88732JAJ7	6,179,369	TIME WARNER CABLE INC	10,000,000	9,947,385	327,500	10,274,885
88732JAJ7	6,179,371	TIME WARNER CABLE INC	1,000,000	1,008,353	32,750	1,041,103
88732JAP3	6,179,373	TIME WARNER CABLE INC	10,000,000	10,271,903	187,153	10,459,055
889175BD6	6,179,375	TOLEDO EDISON COMPANY (THE)	200,000	235,275	5,672	240,946
891092AE8	6,179,377	TORO CO	1,000,000	986,201	33,125	1,019,326
89152UAD4	6,179,379	TOTAL CAPITAL SA	20,000,000	19,979,764	313,972	20,293,736
89152UAD4	6,179,381	TOTAL CAPITAL SA	15,000,000	14,984,823	235,479	15,220,302
89153UAF8	6,179,383	TOTAL CAPITAL CANADA LTD	3,500,000	3,410,094	28,340	3,438,434
89153UAF8	6,179,385	TOTAL CAPITAL CANADA LTD	2,200,000	2,152,569	17,814	2,170,382
89153VAL3	6,179,387	TOTAL CAPITAL INTERNATIONAL SA	4,413,000	4,392,550	9,653	4,402,204
89233P4C7	6,179,389	TOYOTA MOTOR CREDI MTN	9,000,000	8,991,160	150,750	9,141,910
8935268Z9	6,179,395	TRANS-CANADA PIPELINES	1,000,000	1,039,333	22,451	1,061,785
893526DK6	6,179,397	TRANS - CANADA PIPELINES	10,000,000	9,992,906	31,667	10,024,573
89352HAE9	6,179,399	TRANSCANADA PIPELINES LTD	10,000,000	10,941,176	153,056	11,094,231
89356BAA6	6,179,403	TRANSCANADA TRUST	10,000,000	10,000,000	251,563	10,251,563
89356BAC2	6,179,405	TRANSCANADA TRUST	2,000,000	2,049,255	13,544	2,062,800
89387YAA9	6,179,407	TGI INTERNATIONAL LTD	1,000,000	1,022,188	6,492	1,028,680
89407#AD0	6,179,409	TRANSWESTERN HOLDING COMPANY LLC PRVT	2,500,000	2,500,000	64,217	2,564,217
89407#AD0	6,179,411	TRANSWESTERN HOLDING COMPANY LLC PRVT	1,800,000	1,800,000	46,237	1,846,237
89469AAB0	6,179,413	TREEHOUSE FOODS INC	240,000	240,000	1,495	241,495
89469AAB0	6,179,415	TREEHOUSE FOODS INC	750,000	759,621	4,672	764,292
89641UAB7	6,179,425	TRINITY ACQUISITION PLC	500,000	530,713	6,465	537,178
89641UAB7	6,179,427	TRINITY ACQUISITION PLC	1,500,000	1,603,507	19,396	1,622,903
896818AH4	6,179,429	TRIUMPH GROUP INC	606,000	606,000	2,462	608,462
896818AL5	6,179,431	TRIUMPH GROUP INC	240,000	240,000	5,250	245,250
898813AM2	6,179,433	TUCSON ELECTRIC POWER CO	1,000,000	1,074,393	6,389	1,080,782
90015LAA5	6,179,441	TURKIYE IHRACAT KREDI BANKASI AS	750,000	748,099	9,294	757,393
90131HAQ8	6,179,445	21ST CENTURY FOX AMERICA INC	9,000,000	8,981,823	85,500	9,067,323
90131HAT2	6,179,447	21ST CENTURY FOX AMERICA INC	1,700,000	1,675,389	36,963	1,712,352
90131HBG9	6,179,449	21ST CENTURY FOX AMERICA INC	11,000,000	11,079,924	265,956	11,345,880
90131HBK0	6,179,451	21ST CENTURY FOX AMERICA INC	2,000,000	1,795,919	20,500	1,816,419
90131HBL8	6,179,453	21ST CENTURY FOX AMERICA INC	1,000,000	998,919	30,664	1,029,583
90131HBN4	6,179,455	21ST CENTURY FOX AMERICA INC	5,000,000	5,069,886	65,417	5,135,303
902133AM9	6,179,457	TYCO ELECTRONICS GROUP SA	10,000,000	9,983,605	85,556	10,069,161
902133AR8	6,179,459	TYCO ELECTRONICS GROUP SA	1,500,000	1,496,152	12,938	1,509,090
902133AR8	6,179,461	TYCO ELECTRONICS GROUP SA	1,500,000	1,496,152	12,938	1,509,090

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
902494AX1	6,179,467	TYSON FOODS INC	8,000,000	8,038,728	66,711	8,105,439
90265EAJ9	6,179,471	UDR INC	10,000,000	9,977,084	125,000	10,102,084
90265EAK6	6,179,473	UDR INC	1,000,000	998,221	3,333	1,001,554
90320MAA3	6,179,477	UPCB FINANCE IV LTD	340,000	340,000	5,381	345,381
90320MAA3	6,179,479	UPCB FINANCE IV LTD	350,000	352,631	5,539	358,170
90320MAA3	6,179,481	UPCB FINANCE IV LTD	340,000	338,811	5,381	344,192
903293BD9	6,179,483	USG CORP	400,000	400,000	3,667	403,667
903293BD9	6,179,485	USG CORP	800,000	811,069	7,333	818,403
90351DAA5	6,179,491	UBS GROUP FUNDING SWITZERLAND AG	1,000,000	999,149	3,032	1,002,181
90351DAB3	6,179,493	UBS GROUP FUNDING SWITZERLAND AG	2,000,000	1,997,091	8,479	2,005,570
90351DAB3	6,179,495	UBS GROUP FUNDING SWITZERLAND AG	4,500,000	4,493,455	19,078	4,512,533
90351DAF4	6,179,497	UBS GROUP FUNDING SWITZERLAND AG	7,000,000	6,987,298	12,833	7,000,131
904311AA5	6,179,499	UNDER ARMOUR INC	7,000,000	6,975,259	85,944	7,061,204
904678AB5	6,179,501	UNICREDIT SPA	5,000,000	5,147,352	12,205	5,159,557
904678AB5	6,179,503	UNICREDIT SPA	3,500,000	3,634,080	8,543	3,642,624
904764AS6	6,179,505	UNILEVER CAPITAL CORP	4,250,000	4,212,673	33,303	4,245,976
905581AS3	6,179,507	UNION CARBIDE CORPORATION	5,000,000	5,077,000	32,292	5,109,292
907818DG0	6,179,513	UNION PACIFIC CORP	10,000,000	9,985,565	100,000	10,085,565
907818DK1	6,179,517	UNION PACIFIC CORPORATION	8,750,000	8,750,000	107,255	8,857,255
907818DY1	6,179,519	UNION PACIFIC CORP	7,000,000	6,984,132	66,986	7,051,118
907818ED6	6,179,521	UNION PACIFIC CORP	1,000,000	1,015,014	6,861	1,021,875
907825AA1	6,179,525	UNION PACIFIC RAILROAD CO	3,449,610	3,587,209	53,699	3,640,909
907825AA1	6,179,527	UNION PACIFIC RAILROAD CO	2,587,207	2,690,407	40,275	2,730,682
907825AA1	6,179,529	UNION PACIFIC RAILROAD CO	569,186	605,447	8,860	614,307
907825AA1	6,179,531	UNION PACIFIC RAILROAD CO	1,293,604	1,376,016	20,137	1,396,153
90782JAA1	6,179,533	UNION PACIFIC RAILROAD CO 2015-1 P	269,098	279,399	3,535	282,933
90783VAA3	6,179,535	UNION PACIFIC CORPORATION	1,827,273	1,827,273	30,696	1,857,969
909287AA2	6,179,537	UNITED AIR LINES	2,421,814	2,331,172	53,124	2,384,296
90931LAA6	6,179,539	UNITED AIRLINES INC 2016-1 AA PTT	4,478,625	4,478,625	43,965	4,522,590
90932EAA1	6,179,541	UNITED AIRLINES INC	2,920,707	2,920,707	5,598	2,926,305
90932LAA5	6,179,543	UNITED AIRLINES INC	2,318,681	2,318,681	33,331	2,352,012
90964*AG0	6,179,545	UNITED BOTTLING MANAGEMENT CO LLC	1,300,000	1,300,000	18,731	1,318,731
90964*AH8	6,179,547	UNITED BOTTLING MANAGEMENT CO LLC	1,500,000	1,500,000	22,967	1,522,967
910637T@6	6,179,549	UNITED ILLUMINATING CO	2,800,000	2,800,000	1,843	2,801,843
91086QBG2	6,179,555	MEXICO (UNITED MEXICAN STATES) (GO	1,500,000	1,496,078	17,188	1,513,266
91087BAC4	6,179,557	MEXICO (UNITED MEXICAN STATES)	750,000	747,789	2,853	750,642
911308AA2	6,179,559	UPS OF AMERICA INC	125,000	124,897	872	125,769
91159HHN3	6,179,565	US BANCORP	9,000,000	8,362,675	58,781	8,421,456
913017BP3	6,179,577	UNITED TECHNOLOGIES CORPORATION	2,000,000	1,995,245	36,069	2,031,314

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
913017BP3	6,179,579	UNITED TECHNOLOGIES CORPORATION	7,000,000	7,517,703	126,243	7,643,946
913017BR9	6,179,581	UNITED TECHNOLOGIES CORPORATION	10,000,000	9,988,719	20,000	10,008,719
91324PAR3	6,179,583	UNITED HEALTHCARE CORP	3,000,000	2,740,046	22,233	2,762,279
91324PAR3	6,179,585	UNITED HEALTHCARE CORP	3,000,000	2,740,046	22,233	2,762,279
91324PBE1	6,179,587	UNITEDHEALTH GROUP INC	7,000,000	6,955,292	213,840	7,169,132
91324PBV3	6,179,589	UNITEDHEALTH GROUP INC	2,000,000	1,994,186	7,347	2,001,533
91822CAA6	6,179,593	VEB FINANCE PLC	1,270,000	1,270,000	24,656	1,294,656
91822CAA6	6,179,595	VEB FINANCE PLC	525,000	525,900	10,192	536,092
91911TAE3	6,179,597	VALEBZ 8 1/4 01/17/34	500,000	515,823	11,917	527,739
91911TAE3	6,179,599	VALEBZ 8 1/4 01/17/34	400,000	415,334	9,533	424,867
91911TAH6	6,179,601	VALE OVERSEAS LIMITED	43,000	40,061	1,314	41,375
91911TAH6	6,179,603	VALE OVERSEAS LIMITED	597,000	606,191	18,242	624,433
91911TAH6	6,179,605	VALE OVERSEAS LIMITED	280,000	284,311	8,556	292,866
91911TAH6	6,179,607	VALE OVERSEAS LIMITED	160,000	170,464	4,889	175,353
91911TAK9	6,179,609	VALE OVERSEAS LIMITED	1,095,000	1,139,101	35,759	1,174,860
91911TAK9	6,179,611	VALE OVERSEAS LIMITED	730,000	760,451	23,839	784,290
91911XAS3	6,179,613	VALEANT PHARMACEUTICALS INTERNATIO	440,000	436,096	9,393	445,489
92239MC@8	6,179,615	VECTREN UTILITY HOLDINGS INC.	5,350,000	5,350,000	80,714	5,430,714
92277GAB3	6,179,617	VENTAS REALTY LP	1,000,000	996,537	4,908	1,001,445
92343EAF9	6,179,619	VERISIGN INC	235,000	235,000	5,434	240,434
92343VAF1	6,179,621	VERIZON COMMUNICATIONS INC.	2,000,000	1,985,962	10,417	1,996,379
92343VAK0	6,179,623	VERIZON COMMUNICATIONS INC	3,000,000	2,976,085	40,533	3,016,618
92343VDU5	6,179,625	VERIZON COMMUNICATIONS INC	7,000,000	6,947,869	45,938	6,993,806
92343VDV3	6,179,627	VERIZON COMMUNICATIONS INC	5,500,000	5,489,711	37,813	5,527,523
92343VEA8	6,179,629	VERIZON COMMUNICATIONS INC	10,000,000	9,972,691	101,250	10,073,941
92344GAM8	6,179,631	VERIZON COMMUNICATIONS INC	20,000,000	21,372,699	645,833	22,018,533
92344GAM8	6,179,633	VERIZON COMMUNICATIONS INC	2,000,000	2,163,009	64,583	2,227,593
925524AX8	6,179,635	VIACOM INC	4,225,000	4,095,644	807	4,096,451
92658TAQ1	6,179,637	VIDEOTRON LTD	1,500,000	1,536,480	22,083	1,558,564
92769XAL9	6,179,639	VIRGIN MEDIA SECURED FINANCE PLC	200,000	200,000	3,092	203,092
92769XAL9	6,179,641	VIRGIN MEDIA SECURED FINANCE PLC	400,000	400,000	6,183	406,183
92769XAM7	6,179,643	VIRGIN MEDIA SECURED FINANCE PLC	415,000	415,000	4,819	419,819
927804FX7	6,179,647	VIRGINIA ELECTRIC AND POWER COMPAN	2,500,000	2,497,919	11,181	2,509,100
92826CAD4	6,179,649	VISA INC	10,000,000	9,946,326	119,875	10,066,201
92826CAE2	6,179,651	VISA INC	11,000,000	10,986,347	173,724	11,160,070
928563AC9	6,179,653	VMWARE INC	1,000,000	997,021	7,583	1,004,604
92908VAA9	6,179,657	VOTORANTIM OVERSEAS IV 144A	670,000	668,900	4,439	673,339
92908VAA9	6,179,659	VOTORANTIM OVERSEAS IV 144A	420,000	419,311	2,783	422,093
92966*AG4	6,179,673	WABASH VALLEY POWER ASSOCIATION IN PRVT	1,271,880	1,271,880	217	1,272,097

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
92966*AG4	6,179,675	WABASH VALLEY POWER ASSOCIATION IN PRVT	2,543,762	2,543,762	434	2,544,195
92976GAJ0	6,179,677	WACHOVIA BANK NA	1,000,000	998,362	19,433	1,017,796
931142CB7	6,179,679	WALMART INC	1,000,000	973,276	8,750	982,026
931142CB7	6,179,683	WALMART INC	4,990,000	5,736,649	43,663	5,780,311
931142CH4	6,179,685	WALMART INC	10,000,000	9,988,989	42,431	10,031,419
931142CK7	6,179,687	WALMART INC	3,000,000	3,273,420	41,167	3,314,587
931142CM3	6,179,689	WALMART INC	4,000,000	4,254,302	11,022	4,265,324
94106LAW9	6,179,693	WASTE MANAGEMENT INC	6,000,000	5,990,617	95,792	6,086,408
94106LAZ2	6,179,695	WASTE MANAGEMENT INC	5,400,000	5,391,257	87,150	5,478,407
948741AJ2	6,179,697	WEINGARTEN REALTY INVESTORS	11,740,000	11,515,211	18,262	11,533,474
94973VAL1	6,179,699	WELLPOINT INC	5,000,000	4,831,192	86,125	4,917,317
94973VAW7	6,179,701	WELLPOINT INC	13,000,000	12,994,418	101,544	13,095,963
94973VBJ5	6,179,703	WELLPOINT INC	5,000,000	4,983,222	36,944	5,020,167
949746SH5	6,179,707	WELLS FARGO & COMPANY	11,000,000	10,429,448	7,333	10,436,782
94974BGH7	6,179,711	WELLS FARGO & CO	1,700,000	1,695,957	10,200	1,706,157
94974BGP9	6,179,713	WELLS FARGO & CO	4,300,000	4,294,180	13,569	4,307,749
955306B#1	6,179,719	WEST PHARMACEUTICAL SERVICES INC	2,800,000	2,800,000	34,465	2,834,465
955306B@3	6,179,721	WEST PHARMACEUTICAL SERVICES INC	3,600,000	3,600,000	42,572	3,642,572
961214CX9	6,179,729	WESTPAC BANKING CORP	3,025,000	3,015,313	40,233	3,055,546
96122UAA2	6,179,731	WESTPAC BANKING CORPORATION	3,000,000	3,000,000	16,667	3,016,667
962166AW4	6,179,733	WEYERHAEUSER COMPANY	2,250,000	2,128,229	13,031	2,141,261
962166BR4	6,179,735	WEYERHAEUSER COMPANY	2,250,000	2,184,446	21,203	2,205,649
962166BW3	6,179,737	WEYERHAEUSER CO	12,000,000	11,992,688	70,917	12,063,605
963320AR7	6,179,739	WHIRLPOOL CORP	8,000,000	7,994,641	53,333	8,047,975
96926JAA5	6,179,743	WILLIAM CARTER CO	55,000	55,000	610	55,610
96926JAA5	6,179,745	WILLIAM CARTER CO	555,000	557,674	6,151	563,825
969457BG4	6,179,747	WILLIAMS COMPANIES INC	90,000	91,096	1,181	92,277
969457BM1	6,179,749	WILLIAMS COMPANIES INC	70,000	74,952	783	75,735
969457BM1	6,179,751	WILLIAMS COMPANIES INC	296,000	317,492	3,309	320,802
980745B@1	6,179,757	WOODWARD GOVERNOR COMPANY PRVT	1,600,000	1,600,000	8,520	1,608,520
980745B@1	6,179,759	WOODWARD GOVERNOR COMPANY PRVT	2,000,000	2,000,000	10,650	2,010,650
980745B@1	6,179,761	WOODWARD GOVERNOR COMPANY PRVT	400,000	400,000	2,130	402,130
980745B@1	6,179,763	WOODWARD GOVERNOR COMPANY PRVT	500,000	500,000	2,663	502,663
980745D#7	6,179,765	WOODWARD INC	1,000,000	1,000,000	3,483	1,003,483
980745D*1	6,179,767	WOODWARD INC	1,000,000	1,000,000	2,850	1,002,850
980745E#6	6,179,769	WOODWARD INC	1,000,000	1,000,000	3,483	1,003,483
980745E@8	6,179,771	WOODWARD INC	1,900,000	1,900,000	6,381	1,906,381
98161*AA7	6,179,775	WORLEYPARSONS US HOLDING CORP	4,292,193	4,292,193	24,528	4,316,721
981811AF9	6,179,777	WORTHINGTON INDUSTRIES INC	4,300,000	4,326,712	46,225	4,372,937
981811AF9	6,179,781	WORTHINGTON INDUSTRIES INC	3,000,000	3,014,220	32,250	3,046,470

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
983130AU9	6,179,783	WYNN LAS VEGAS LLC / WYNN LAS VEGA	525,000	525,000	9,359	534,359
983130AV7	6,179,785	WYNN LAS VEGAS LLC / WYNN LAS VEGA	500,000	501,853	4,583	506,437
98389BAM2	6,179,787	XCEL ENERGY INC	10,000,000	9,992,121	216,722	10,208,843
98417EAC4	6,179,791	XSTRATA FINANCE CANADA	9,000,000	8,976,070	286,350	9,262,420
98877DAC9	6,179,795	ZF NORTH AMERICA CAPITAL INC	280,000	277,947	74	278,021
A3158#AB5	6,179,797	HOFER FINANCIAL SERVICES GMBH	3,400,000	3,400,000	27,925	3,427,925
A3158#AC3	6,179,799	HOFER FINANCIAL SERVICES GMBH	11,100,000	11,100,000	100,936	11,200,936
BIN0RMQ66	6,179,803	PSKW LLC - TL	1,256,451	1,247,364	1,403	1,248,767
BIN0RMQ66	6,179,805	PSKW LLC - TL	128,489	126,228	143	126,372
BIN11X2C1	6,179,809	DANSKE BANK A/S	4,000,000	4,286,774	22,458	4,309,233
C0445#AK2	6,179,811	ARC RESOURCES LTD PRVT	8,000,000	10,000,000	229,289	10,229,289
C0445#AM8	6,179,813	ARC RESOURCES LTD	10,800,000	10,800,000	77,724	10,877,724
C1465*AF0	6,179,815	CGI GROUP INC	18,900,000	20,059,520	356,286	20,415,806
C1465*AL7	6,179,817	CGI GROUP INC	28,500,000	28,500,000	157,494	28,657,494
C3298@AB6	6,179,819	ALS CANADA LTD	1,200,000	1,200,000	14,178	1,214,178
C4111#AF8	6,179,821	GRAYMONT LTD PRVT	3,769,231	3,769,231	79,842	3,849,073
C4111#AG6	6,179,823	GRAYMONT LTD	9,257,144	9,257,144	157,114	9,414,258
C4862#AB8	6,179,825	ISLAND TIMBERLAND LP PRVT	9,000,000	9,000,000	92,400	9,092,400
C9716#AC3	6,179,827	WASTE CONNECTIONS INC	9,100,000	9,100,000	114,888	9,214,888
C9716#AG4	6,179,829	WASTE CONNECTIONS INC	4,900,000	4,900,000	29,861	4,929,861
C9716#AH2	6,179,831	WASTE CONNECTIONS INC	3,400,000	3,529,268	22,866	3,552,134
C9716#AK5	6,179,833	WASTE CONNECTIONS INC	6,700,000	6,700,000	7,145	6,707,145
C9824@AD2	6,179,835	WORLEYPARSONS LTD	9,364,788	9,364,788	53,515	9,418,303
D2736#AH2	6,179,837	FRITZ DRAXLMAIER GMBH & CO KG	5,000,000	5,000,000	25,583	5,025,583
D2736#AM1	6,179,839	FRITZ DRAXLMAIER GMBH & CO KG	1,900,000	1,900,000	6,796	1,906,796
D2736#AN9	6,179,841	FRITZ DRAXLMAIER GMBH & CO KG	700,000	700,000	2,819	702,819
D5364#AH4	6,179,843	MESSER GROUP GMBH	29,900,000	29,900,000	553,001	30,453,001
EF0492753	6,179,845	RAS LAFFAN LIQUEFIED NATURAL GAS C	261,288	270,784	1,192	271,976
EF0492753	6,179,847	RAS LAFFAN LIQUEFIED NATURAL GAS C	143,640	149,739	655	150,394
EF1243775	6,179,849	INDONESIA (REPUBLIC OF)	452,000	641,578	2,028	643,606
EF1243775	6,179,851	INDONESIA (REPUBLIC OF)	566,000	812,010	2,539	814,549
EF1243775	6,179,853	INDONESIA (REPUBLIC OF)	566,000	808,715	2,539	811,254
EF7936059	6,179,855	ABU DHABI NATIONAL ENERGY CO	460,000	456,515	332	456,847
EF7936059	6,179,857	ABU DHABI NATIONAL ENERGY CO	250,000	259,260	181	259,440
EF7936059	6,179,859	ABU DHABI NATIONAL ENERGY CO	700,000	726,685	506	727,190
EG1787985	6,179,861	INDON 6 5/8 02/17/37	678,000	828,751	9,233	837,984

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
EG1787985	6,179,863	INDON 6 5/8 02/17/37	452,000	552,041	6,155	558,196
EG4211751	6,179,865	PETRO CO TRIN/TOBAGO LTD	333,333	392,103	10,813	402,915
EG4211751	6,179,867	PETRO CO TRIN/TOBAGO LTD	333,333	392,103	10,813	402,915
EG5180955	6,179,869	LUKOIL INTERNATIONAL FINANCE BV REGS	280,000	285,457	7,455	292,911
EG5180955	6,179,871	LUKOIL INTERNATIONAL FINANCE BV REGS	100,000	101,949	2,662	104,611
EG5180955	6,179,873	LUKOIL INTERNATIONAL FINANCE BV REGS	280,000	283,450	7,455	290,905
EG5180955	6,179,875	LUKOIL INTERNATIONAL FINANCE BV REGS	100,000	101,232	2,662	103,895
EH7816695	6,179,877	GAZ CAPITAL SA REGS	420,000	428,904	863	429,767
EH8543603	6,179,879	QTEL INTERNATIONAL FINANCE LTD	415,000	426,432	12,800	439,233
EH8543603	6,179,881	QTEL INTERNATIONAL FINANCE LTD	415,000	426,432	12,800	439,233
EH8543603	6,179,883	QTEL INTERNATIONAL FINANCE LTD	145,000	148,994	4,472	153,467
EH8543603	6,179,885	QTEL INTERNATIONAL FINANCE LTD	145,000	148,994	4,472	153,467
EH9826437	6,179,895	VOTO-VOTORANTIM OVERSEAS TRADING O	130,000	131,588	861	132,449
EI2041271	6,179,909	VOTO VOTORANTIM LTD	290,000	293,899	1,414	295,313
EI2462360	6,179,917	LI & FUNG LTD	190,000	194,437	4,655	199,092
EI2462360	6,179,919	LI & FUNG LTD	100,000	100,581	2,450	103,031
EI2462360	6,179,921	LI & FUNG LTD	250,000	250,872	6,125	256,997
EI2462360	6,179,923	LI & FUNG LTD	100,000	100,349	2,450	102,799
EI3062946	6,179,927	GRUPO BIMBO SAB DE CV	200,000	199,181	3,277	202,458
EI3062946	6,179,929	GRUPO BIMBO SAB DE CV	100,000	100,386	1,639	102,024
EI4218265	6,179,933	HONGKONG LAND FINANCE (CAYMAN ISLA	300,000	279,687	900	280,587
EI4239113	6,179,935	GOLD FIELDS OROGEN HOLDING BVI LTD	200,000	192,949	650	193,599
EI4385726	6,179,939	RELIANCE HOLDING USA INC	350,000	343,717	525	344,242
EI4385726	6,179,941	RELIANCE HOLDING USA INC	250,000	245,512	375	245,887
EI4385767	6,179,943	RELIANCE HOLDINGS USA INC	445,000	410,504	927	411,431
EI4385767	6,179,945	RELIANCE HOLDINGS USA INC	350,000	318,156	729	318,885
EI4567625	6,179,951	CHINA OVERSEAS FINANCE (CAYMAN I L	100,000	98,937	2,613	101,549
EI4567625	6,179,953	CHINA OVERSEAS FINANCE (CAYMAN I L	100,000	98,937	2,613	101,549
EI4567625	6,179,955	CHINA OVERSEAS FINANCE (CAYMAN I L	100,000	99,231	2,613	101,843
EI6144287	6,179,969	CROATIA (REPUBLIC OF)	2,300,000	2,278,764	15,070	2,293,834
EI6144287	6,179,971	CROATIA (REPUBLIC OF)	1,135,000	1,119,023	7,437	1,126,459
EI6271908	6,179,973	PTTEP CANADA INTERNATIONAL FINA	200,000	201,813	822	202,635
EI6390815	6,179,975	POSCO	3,200,000	3,276,770	7,933	3,284,703
EI6695551	6,179,977	ENN ENERGY HOLDINGS LTD	530,000	539,431	14,840	554,271
EI7389766	6,179,979	KOREA HYDRO & NUCLEAR POWER CO LTD	550,000	556,008	7,838	563,845
EI8600344	6,179,981	NAMIBIA REPUBLIC OF (GOVERNMENT)	200,000	203,784	5,439	209,222

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
EI8600344	6,179,983	NAMIBIA REPUBLIC OF (GOVERNMENT)	527,000	538,347	14,331	552,678
EI8600344	6,179,985	NAMIBIA REPUBLIC OF (GOVERNMENT)	1,270,000	1,339,925	34,537	1,374,462
EI8937415	6,179,987	QATAR STATE OF (GOVERNMENT)	705,000	747,032	11,373	758,405
EI8937415	6,179,989	QATAR STATE OF (GOVERNMENT)	525,000	553,907	8,469	562,376
EI8970978	6,179,991	EMPRESA NACIONAL DEL PETROLEO ENAP	1,176,000	1,200,240	22,499	1,222,739
EI8970978	6,179,993	EMPRESA NACIONAL DEL PETROLEO ENAP	870,000	885,667	16,645	902,312
EI8970978	6,179,995	EMPRESA NACIONAL DEL PETROLEO ENAP	1,250,000	1,273,553	23,915	1,297,468
EI9005451	6,179,997	ABU DHABI NATIONAL ENERGY CO	1,535,000	1,582,060	34,569	1,616,629
EI9925369	6,179,999	GRUPO BIMBO SAB DE CV	300,000	299,949	3,600	303,549
EI9925369	6,180,001	GRUPO BIMBO SAB DE CV	200,000	200,068	2,400	202,468
EJ0977938	6,180,003	TGI INTERNATIONAL LTD	500,000	510,086	3,246	513,331
EJ0977938	6,180,005	TGI INTERNATIONAL LTD	1,200,000	1,224,211	7,790	1,232,001
EJ2163180	6,180,007	HONGKONG LAND FINANCE (CAYMAN ISLA	1,800,000	1,830,198	33,750	1,863,948
EJ3554999	6,180,009	ARUBA (GOVERNMENT)	300,000	293,278	1,811	295,090
EJ4730556	6,180,011	MOROCCO (KINGDOM OF)	1,270,000	1,302,480	20,908	1,323,388
EJ4730556	6,180,013	MOROCCO (KINGDOM OF)	1,270,000	1,302,480	20,908	1,323,388
EJ4730556	6,180,015	MOROCCO (KINGDOM OF)	1,525,000	1,563,041	25,106	1,588,147
EJ5266394	6,180,017	REPUBLIC OF COLUMBIA	1,740,000	1,732,666	5,836	1,738,502
EK1867895	6,180,019	OFFICE CHERIFIEN DES PHOSPHATES SA	2,660,000	2,901,231	3,048	2,904,279
EK5851408	6,180,021	ISRAEL ELECTRIC CORPORATION LTD	200,000	198,627	4,694	203,321
EK5851408	6,180,023	ISRAEL ELECTRIC CORPORATION LTD	235,000	243,347	5,516	248,863
EK5851408	6,180,025	ISRAEL ELECTRIC CORPORATION LTD	475,000	491,885	11,149	503,034
F1369#AA1	6,180,027	BUREAU VERITAS S.A. PRVT	3,000,000	3,000,000	57,575	3,057,575
F3166#AD6	6,180,029	ESSILOR INTERNATIONAL (COMPAGNIE G	2,800,000	2,800,000	31,074	2,831,074
F3166#AE4	6,180,031	ESSILOR INTERNATIONAL (COMPAGNIE G	2,700,000	2,700,000	36,828	2,736,828
F3166#AH7	6,180,033	ESSILOR INTERNATIONAL (COMPAGNIE G	3,200,000	3,200,000	43,648	3,243,648
F3166#AJ3	6,180,035	ESSILOR INTERNATIONAL (COMPAGNIE G	3,200,000	3,200,000	48,028	3,248,028
F3166#AK0	6,180,037	ESSILOR INTERNATIONAL (COMPAGNIE G	6,000,000	6,000,000	39,633	6,039,633
F9731#AF4	6,180,039	VICAT S A	20,100,000	20,100,000	499,150	20,599,150
F9731#AG2	6,180,041	VICAT S A	4,000,000	4,000,000	101,833	4,101,833
G0369@AJ5	6,180,043	ANGLIAN WATER SERVICES FINANCING P	13,800,000	13,800,000	220,049	14,020,049
G0369@AU0	6,180,045	ANGLIAN WATER SERVICES LTD	7,900,000	7,900,000	13,483	7,913,483
G0369@AU0	6,180,047	ANGLIAN WATER SERVICES LTD	900,000	933,097	1,536	934,633
G0369@AV8	6,180,049	ANGLIAN WATER SERVICES LTD	6,100,000	6,100,000	131,057	6,231,057

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
G0369@AW6	6,180,051	ANGLIAN WATER SERVICES FINANCING P	3,200,000	3,200,000	1,170	3,201,170
G0754#AD9	6,180,053	BABCOCK INTERNATIONAL GROUP PLC	35,100,000	35,100,000	241,956	35,341,956
G0754#AD9	6,180,055	BABCOCK INTERNATIONAL GROUP PLC	1,500,000	1,500,000	10,340	1,510,340
G0805#AC0	6,180,057	AGGREKO PLC	20,100,000	20,100,000	120,969	20,220,969
G1591#AN2	6,180,059	BRITVIC PLC	3,400,000	3,400,000	51,128	3,451,128
G1591#AS1	6,180,061	BRITVIC PLC	1,400,000	1,400,000	11,293	1,411,293
G1591#AT9	6,180,063	BRITVIC PLC	4,600,000	4,600,000	38,466	4,638,466
G1696#AW6	6,180,069	BUNZL FINANCE PLC	4,600,000	4,600,000	2,305	4,602,305
G1696#AX4	6,180,071	BUNZL FINANCE PLC	3,000,000	3,000,000	1,537	3,001,537
G1696#AX4	6,180,073	BUNZL FINANCE PLC	1,500,000	1,500,000	768	1,500,768
G1696#AY2	6,180,075	BUNZL FINANCE PLC	3,700,000	3,700,000	31,921	3,731,921
G1910#AQ9	6,180,083	COBHAM PLC	338,000	338,000	7,319	345,319
G1910#AQ9	6,180,085	COBHAM PLC	2,500,000	2,553,623	54,138	2,607,761
G2044@AX3	6,180,087	COMPASS GROUP PLC	3,000,000	3,052,376	9,950	3,062,326
G2616#AF8	6,180,089	DCC TREASURY 2014 LTD	4,400,000	4,400,000	88,587	4,488,587
G2616#AH4	6,180,091	DCC TREASURY 2014 LTD	4,200,000	4,200,000	21,191	4,221,191
G2765*AB0	6,180,097	DIONYSUS AVIATION LIMITED	2,100,000	2,100,000	24,157	2,124,157
G2765*AC8	6,180,099	DIONYSUS AVIATION LIMITED	1,900,000	1,900,000	22,718	1,922,718
G2765*AD6	6,180,101	DIONYSUS AVIATION LIMITED	1,900,000	1,900,000	23,256	1,923,256
G2765@AA0	6,180,103	DIONYSUS AVIATION LIMITED	8,300,000	8,300,000	85,976	8,385,976
G2956@AK7	6,180,111	ABP ACQUISITIONS UK LTD	7,800,000	7,800,000	92,612	7,892,612
G2956@AL5	6,180,113	ABP ACQUISITIONS UK LTD	5,600,000	5,600,000	71,344	5,671,344
G3424#AD3	6,180,115	G4S PLC PRVT	4,000,000	4,000,000	79,853	4,079,853
G3646#AA1	6,180,117	FORTH PORTS LTD	7,200,000	7,200,000	142,788	7,342,788
G3901#AA1	6,180,121	GLANBIA PLC	18,864,000	18,864,000	384,826	19,248,826
G4588#BC4	6,180,123	INTERMEDIATE CAPITAL GROUP PLC	8,000,000	8,000,000	170,756	8,170,756
G4588#BJ9	6,180,125	INTERMEDIATE CAPITAL GROUP PLC	4,500,000	4,500,000	16,760	4,516,760
G4803#AE0	6,180,127	INFORMA GROUP HOLDINGS	9,300,000	9,300,000	164,424	9,464,424
G4803#AE0	6,180,129	INFORMA GROUP HOLDINGS	4,500,000	4,500,000	79,560	4,579,560
G5963#AD5	6,180,139	MEGGITT PLC PRVT	8,000,000	8,000,000	151,716	8,151,716
G5963#AE3	6,180,141	MEGGITT PLC	5,000,000	5,000,000	18,669	5,018,669
G5963#AG8	6,180,143	MEGGITT PLC	6,700,000	6,700,000	70,843	6,770,843
G5963#AH6	6,180,145	MEGGITT PLC	4,500,000	4,500,000	51,750	4,551,750
G6764#AA0	6,180,155	OMEGA LEASING NO 9 LTD	6,800,000	6,800,000	8,613	6,808,613
G7219*AK1	6,180,159	PREMIER OIL PLC MW	1,757,251	1,582,208	66,749	1,648,957
G7219*AS4	6,180,161	PREMIER OIL PLC	13,100,000	11,795,086	497,604	12,292,689
G7304*AD3	6,180,167	QUADGAS FINANCE PLC	900,000	900,000	16,562	916,562
G7332#AB9	6,180,169	ROLLS-ROYCE AND PARTNERS	3,000,000	3,000,000	26,600	3,026,600
G7332#AC7	6,180,171	ROLLS-ROYCE AND PARTNERS	3,200,000	3,200,000	21,734	3,221,734
G7332#AD5	6,180,173	ROLLS-ROYCE AND PARTNERS	4,100,000	4,100,000	28,443	4,128,443

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
G7332#AG8	6,180,175	ROLLS-ROYCE AND PARTNERS	5,000,000	5,000,000	31,231	5,031,231
G7770#AB8	6,180,177	SAGE GROUP PLC	7,500,000	7,500,000	103,308	7,603,308
G7770#AC6	6,180,179	SAGE GROUP PLC	2,200,000	2,200,000	36,502	2,236,502
G7770#AC6	6,180,181	SAGE GROUP PLC	12,600,000	12,706,415	209,059	12,915,474
G7770#AC6	6,180,183	SAGE GROUP PLC	1,900,000	1,916,047	31,525	1,947,571
G7815@AF8	6,180,185	SAP IRELAND US FINANCIAL SERVICES	6,100,000	6,100,000	79,320	6,179,320
G7815@AG6	6,180,187	SAP IRELAND US FINANCIAL SERVICES	6,200,000	6,200,000	90,913	6,290,913
G8056*AA7	6,180,195	SEVERN TRENT WATER LTD	20,100,000	20,100,000	119,495	20,219,495
G8056*AA7	6,180,197	SEVERN TRENT WATER LTD	3,000,000	3,000,000	17,835	3,017,835
G8472#AA9	6,180,199	STERIS CORPORATION	1,900,000	1,900,000	13,275	1,913,275
G8472#AC5	6,180,201	STERIS CORPORATION	800,000	800,000	5,732	805,732
G8967#AL7	6,180,205	TRITON CONTAINER INTERNATIONAL LTD	14,500,000	14,940,114	62,181	15,002,295
G8967#AU7	6,180,207	TRITON CONTAINER INTERNATIONAL LTD	7,900,000	7,900,000	115,505	8,015,505
G8967#AV5	6,180,209	TRITON CONTAINER INTERNATIONAL LTD	4,700,000	4,700,000	73,299	4,773,299
G9433*AA9	6,180,215	WARBURTONS 1876 LIMITED	6,400,000	6,400,000	548	6,400,548
K3752#AD0	6,180,219	COPENHAGEN ARPTS A/S SR NT SER B PRVT	13,500,000	13,500,000	258,030	13,758,030
K3752#AE8	6,180,221	COPENHAGEN ARPTS A/S SR NT SER B	9,000,000	9,000,000	183,000	9,183,000
K7017#AA8	6,180,223	MERIDIAN SPIRIT APS	4,903,155	4,903,155	17,438	4,920,593
N1492@AE6	6,180,241	BOSKALIS FINANCE BV	2,100,000	2,100,000	21,137	2,121,137
N3166#AD7	6,180,243	FERRING BV	7,400,000	7,400,000	122,620	7,522,620
N3166#AE5	6,180,245	FERRING BV	9,400,000	9,400,000	175,033	9,575,033
N4281@BX2	6,180,247	ROYAL VOPAK N.V.	8,200,000	8,200,000	151,837	8,351,837
N6704@AA7	6,180,253	OILTANKING FINANCE BV	1,500,000	1,500,000	26,777	1,526,777
N6704@AK5	6,180,255	OILTANKING FINANCE BV	6,200,000	6,200,000	5,470	6,205,470
N7338@AB7	6,180,257	RED ELECTRICA DE ESPANA SA PRVT	10,000,000	10,000,000	16,900	10,016,900
N7338@AC5	6,180,259	RED ELECTRICA DE ESPANA SA PRVT	3,000,000	3,000,000	5,310	3,005,310
N8084*AD9	6,180,261	SLIGRO FOOD GROUP NEDERLAND BV	4,000,000	4,000,000	66,400	4,066,400
N9061#AB4	6,180,267	VTTI MLP BV	7,400,000	7,400,000	136,144	7,536,144
N9061@AF7	6,180,269	VTTI BV	3,500,000	3,500,000	50,983	3,550,983
N9061@AH3	6,180,271	VTTI BV	700,000	700,000	11,136	711,136
N9146#AB3	6,180,273	VAN OORD NV	3,600,000	3,600,000	5,951	3,605,951
N9146#AC1	6,180,275	VAN OORD NV	3,600,000	3,600,000	6,083	3,606,083
Q0458*AD1	6,180,281	AQUASURE FINANCE PTY LTD	6,400,000	6,400,000	63,559	6,463,559
Q0458*AD1	6,180,283	AQUASURE FINANCE PTY LTD	1,400,000	1,400,000	13,904	1,413,904
Q0697#AA4	6,180,285	AUSGRID FINANCE PTY LTD	2,100,000	2,100,000	6,125	2,106,125
Q0697#AB2	6,180,287	AUSGRID FINANCE PTY LTD	2,700,000	2,700,000	8,100	2,708,100

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
Q0697#AC0	6,180,289	AUSGRID FINANCE PTY LTD	1,600,000	1,600,000	5,000	1,605,000
Q1297#AL2	6,180,291	CSLB HOLDINGS INC	1,800,000	1,800,000	4,685	1,804,685
Q2762#AC6	6,180,307	CONNECTEAST FINANCE PTY LTD	800,000	800,000	2,735	802,735
Q3079#AB4	6,180,309	DALRYMPLE BAY COAL TERMINAL PTY LT	19,900,000	19,900,000	141,633	20,041,633
Q3393*AL5	6,180,311	ELECTRANET PTY LTD	6,000,000	6,000,000	41,853	6,041,853
Q3393*AM3	6,180,313	ELECTRANET PTY LTD	5,500,000	5,500,000	39,481	5,539,481
Q3629#AJ2	6,180,315	ETSA UTILITIES FINANCE PTY LTD	5,000,000	5,000,000	60,083	5,060,083
Q3629#AJ2	6,180,317	ETSA UTILITIES FINANCE PTY LTD	1,100,000	1,100,000	13,218	1,113,218
Q3917#AA2	6,180,319	FLINDERS PORT HOLDINGS PTY LTD	1,000,000	1,000,000	4,981	1,004,981
Q3917#AB0	6,180,321	FLINDERS PORT HOLDINGS PTY LTD	3,400,000	3,400,000	17,341	3,417,341
Q3958@AK2	6,180,325	GOODMAN INDUSTRIAL FINANCE AUST PT	12,900,000	12,900,000	230,731	13,130,731
Q6077#AA1	6,180,327	MIGHTY RIVER POWER	12,300,000	12,300,000	207,648	12,507,648
Q6077#AB9	6,180,329	MIGHTY RIVER POWER	6,300,000	6,300,000	108,859	6,408,859
Q6077#AB9	6,180,331	MIGHTY RIVER POWER	3,000,000	3,000,000	51,838	3,051,838
Q6518#AA8	6,180,333	NSW PORTS FINANCE CO PTY LTD	4,100,000	4,100,000	761	4,100,761
Q6518#AB6	6,180,335	NSW PORTS FINANCE CO PTY LTD	3,600,000	3,600,000	688	3,600,688
Q6518@AA0	6,180,337	NSW ELECTRICITY NETWORKS FINANCE P	4,500,000	4,500,000	17,325	4,517,325
Q6518@AG7	6,180,339	NSW ELECTRICITY NETWORKS FINANCE P	1,200,000	1,200,000	1,900	1,201,900
Q6568@AA9	6,180,341	NETWORK FINANCE COMPANY PTY LTD	3,900,000	3,900,000	10,617	3,910,617
Q6568@AB7	6,180,343	NETWORK FINANCE COMPANY PTY LTD	2,500,000	2,500,000	7,000	2,507,000
Q6646*AA7	6,180,345	NEW TERMINAL FINANCING CO PTY LTD	1,700,000	1,700,000	8,102	1,708,102
Q6646*AB5	6,180,347	NEW TERMINAL FINANCING CO PTY LTD	3,200,000	3,200,000	15,660	3,215,660
Q7160#AJ8	6,180,349	ORICA LIMITED	5,700,000	5,700,000	31,250	5,731,250
Q7160#AL3	6,180,351	ORICA LIMITED	800,000	800,000	17,128	817,128
Q7397#AP9	6,180,353	VISY GMG	23,200,000	23,200,000	350,417	23,550,417
Q7397#AS3	6,180,355	VISY GMG	2,500,000	2,500,000	28,425	2,528,425
Q7450@AE0	6,180,357	PERTH AIRPORT PTY LTD	1,200,000	1,200,000	13,067	1,213,067
Q7450@AF7	6,180,359	PERTH AIRPORT PTY LTD	2,500,000	2,500,000	28,000	2,528,000
Q7724#AF5	6,180,361	POWERCO LTD	7,200,000	7,200,000	139,968	7,339,968
Q8277*AL5	6,180,363	SANTOS LIMITED PRVT	3,400,000	3,400,000	52,955	3,452,955
Q8277*AM3	6,180,365	SANTOS LIMITED PRVT	2,660,000	2,660,000	42,416	2,702,416
Q8513@AD5	6,180,371	SKYCITY AUCKLAND	23,600,000	23,600,000	173,093	23,773,093
Q8773#AS5	6,180,379	STOCKLAND FINANCE PTY LIMITED PRVT	1,300,000	1,300,000	28,073	1,328,073
Q8852@AB8	6,180,381	TATTS GROUP LTD	10,800,000	10,800,000	200,460	11,000,460
Q9194*AE9	6,180,387	TRANSURBAN QUEENSLAND INVEST PTY L	500,000	500,000	6,277	506,277
Q9194*AF6	6,180,389	TRANSURBAN QUEENSLAND INVEST PTY L	16,200,000	16,200,000	209,273	16,409,273

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
Q9194@AH0	6,180,391	TRANSPOWER NEW ZEALAND LTD	2,300,000	2,300,000	22,868	2,322,868
Q9389#AD2	6,180,393	VECTOR LTD	30,000,000	30,000,000	461,775	30,461,775
Q9389#AF7	6,180,395	VECTOR LTD	1,150,000	1,150,000	669	1,150,669
Q9389#AG5	6,180,397	VECTOR LTD	250,000	250,000	150	250,150
Q9396#AK7	6,180,399	VICTORIA POWER NETWORKS (FINANCE)	5,600,000	5,600,000	8,157	5,608,157
Q9396#AL5	6,180,401	VICTORIA POWER NETWORKS (FINANCE)	900,000	900,000	1,359	901,359
Q9582*AA7	6,180,403	WELLINGTON ELECTRICITY DISTRIBUTIO	2,200,000	2,200,000	3,419	2,203,419
Q9582*AB5	6,180,405	WELLINGTON ELECTRICITY DISTRIBUTIO	800,000	800,000	1,397	801,397
R1894#AE4	6,180,407	E-CO ENERGI HOLDING AS	17,300,000	17,300,000	391,975	17,691,975
R6236*AA2	6,180,409	NORSPAN LNG VIII AS	6,841,319	6,841,319	27,453	6,868,772
T1890*AA8	6,180,411	BARILLA HOLDING SPA	10,000,000	10,000,000	3,358	10,003,358
W7468#AD3	6,180,415	SANDVIK AB PRVT	2,950,000	2,950,000	61,483	3,011,483
Y8564*AB0	6,180,417	TEEKAY SHUTTLE TANKER FINANCE LLC	5,780,101	5,780,101	97,332	5,877,433
Y8564*AB0	6,180,419	TEEKAY SHUTTLE TANKER FINANCE LLC	5,780,101	5,780,101	97,332	5,877,433
G3651@107	6,180,421	GORTMULLAN HOLDINGS LTD	64,788	—	—	—
05490RAA4	6,180,423	BAMLL_15-ASTR	6,850,000	7,061,676	21,800	7,083,476
05525BAA8	6,180,425	BAMLL_13-WBRK	5,000,000	4,802,704	15,217	4,817,921
05525BAA8	6,180,427	BAMLL_13-WBRK	875,000	831,799	2,663	834,462
05526WAC7	6,180,431	BAMLL_15-HAUL	15,000,000	15,359,549	50,375	15,409,924
06541WBB7	6,180,433	BANK_17-BNK5	5,000,000	5,138,276	16,233	5,154,509
07388VAG3	6,180,435	BSCMS_07-T26 AM	6,134,680	6,238,677	28,515	6,267,192
12592FAA3	6,180,437	COMM_14-277P	25,000,000	25,269,946	77,743	25,347,689
12593PAV4	6,180,439	COMM_15-CR23	4,000,000	4,029,266	11,683	4,040,950
12593VAA7	6,180,441	CMS_15-GLPA	12,000,000	12,282,575	20,699	12,303,273
12594MBF4	6,180,443	COMM_16-COR1	2,000,000	1,983,529	7,567	1,991,096
12630BBA5	6,180,445	COMM_13-CR13	5,000,000	5,088,313	17,475	5,105,788
12630BBA5	6,180,447	COMM_13-CR13	880,000	895,543	3,076	898,619
20048EAE1	6,180,449	COMM_13-LC6	1,900,000	1,762,876	7,033	1,769,908
21870LAN6	6,180,451	CORE_15-CALW	6,000,000	6,150,951	19,894	6,170,845
23306NAC6	6,180,453	DBWF_15-LCM-A2	2,000,000	1,968,749	5,892	1,974,640
23306NAC6	6,180,455	DBWF_15-LCM-A2	1,639,500	1,680,741	4,830	1,685,571
3136ARP36	6,180,457	FNA_16-M4	3,494,668	3,502,931	9,553	3,512,484
3138ETPS9	6,180,459	FNMA WTDAVG FIXED-RT MEGA MF - CON	2,049,488	2,132,155	5,860	2,138,015
3138LAJE0	6,180,461	FNMA 30YR MULTI	2,325,936	2,553,185	7,899	2,561,084
3138LAJV2	6,180,463	FNMA >7 YR BALLOON MULTI	3,000,000	2,997,784	8,775	3,006,559
3138LDJ87	6,180,465	FNMA 30YR MULTI	1,474,897	1,518,090	4,578	1,522,668
3138LEBU4	6,180,467	FNMA 30YR MULTI	632,859	659,261	1,917	661,177
3138LG4B9	6,180,469	FNMA 30YR MULTI	3,113,856	3,278,238	9,952	3,288,190
3138LHR22	6,180,473	FNMA 30YR MULTI	1,369,966	1,458,048	4,469	1,462,517
3138LHRZ9	6,180,475	FNMA 30YR MULTI	1,363,067	1,450,706	4,447	1,455,152

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
3138LHXY5	6,180,477	FNMA 30YR MULTI	738,545	785,866	2,551	788,417
3138LJMB3	6,180,479	FNMA 30YR MULTI	3,925,535	4,012,758	12,158	4,024,916
3138LJYM6	6,180,481	FNMA 30YR MULTI	1,279,145	1,329,217	4,120	1,333,337
36228CUV3	6,180,483	GSMS_05-ROCK	1,471,000	1,636,825	6,578	1,643,403
36228CUV3	6,180,485	GSMS_05-ROCK	2,941,000	3,275,446	13,151	3,288,597
36250WAA8	6,180,487	GSMS_15-590M	5,000,000	5,115,745	15,088	5,130,833
36252WBC1	6,180,489	GSMS_14-GC20	1,045,000	1,065,229	3,944	1,069,173
36253BAU7	6,180,491	GSMS_14-GC22	7,353,000	7,493,558	23,664	7,517,222
36254KAN2	6,180,493	GSMS_17-GS8	4,000,000	3,999,648	12,790	4,012,438
38376G3A6	6,180,495	GNMA_11-105	1,390,049	1,462,748	4,436	1,467,185
38378BA82	6,180,497	GNMA_12-100	5,195,000	4,982,209	9,987	4,992,196
38378N6W8	6,180,499	GNMA_14-89	2,744,000	2,530,620	8,003	2,538,623
38378X5S6	6,180,501	GNMA_15-9	2,114,000	2,036,689	5,285	2,041,974
38378XEH0	6,180,503	GNMA_14-103	2,393,435	2,178,747	6,781	2,185,529
38378XGC9	6,180,505	GNMA_14-110	2,701,000	2,472,302	6,978	2,479,279
38378XGC9	6,180,507	GNMA_14-110	2,000,000	1,824,973	5,167	1,830,140
38378XLE9	6,180,511	GNMA_14-124	4,040,000	3,764,907	11,783	3,776,690
38379K3R7	6,180,513	GNMA_15-169	4,214,650	3,763,255	10,537	3,773,792
38379K7T9	6,180,515	GNMA_15-173	3,778,993	3,504,088	9,447	3,513,536
38379KG36	6,180,517	GNMA_15-140	4,409,678	3,998,645	11,024	4,009,669
38379KJT6	6,180,519	GNMA_15-47	3,858,258	3,672,031	10,160	3,682,192
38379KLN6	6,180,521	GNMA_15-75	1,250,000	1,205,102	3,646	1,208,748
38379KUS5	6,180,523	GNMA_15-93	2,239,558	1,986,587	5,599	1,992,186
38379KVE5	6,180,527	GNMA_15-109	1,000,000	936,266	2,500	938,766
38379KVE5	6,180,529	GNMA_15-109	5,000,000	4,711,128	12,500	4,723,628
38379KVE5	6,180,531	GNMA_15-109	2,915,283	2,678,838	7,288	2,686,126
38379R7F4	6,180,537	GNMA_17-151	3,960,520	3,556,382	9,736	3,566,119
38379RAH6	6,180,539	GNMA_15-183	5,160,000	4,467,177	12,040	4,479,217
38379RG80	6,180,543	GNMA_17-109	6,570,000	6,240,214	16,425	6,256,639
38379RHU0	6,180,545	GNMA_16-39	851,480	811,777	2,129	813,906
38379RNS8	6,180,549	GNMA_17-29	3,500,000	3,206,509	8,750	3,215,259
38379RP72	6,180,551	GNMA_17-106	2,020,672	1,747,168	4,378	1,751,546
38379RPR8	6,180,553	GNMA_17-44	4,000,000	3,527,907	9,000	3,536,907
38379RRZ8	6,180,557	GNMA_17-54	2,316,000	2,138,515	5,308	2,143,822
38379RWA7	6,180,561	GNMA_17-76	5,625,771	5,063,668	12,189	5,075,857
38379RWZ2	6,180,563	GNMA_2017-72	5,032,000	4,344,360	10,483	4,354,844
38379UGF7	6,180,571	GNMA_16-22	3,014,445	2,925,549	8,164	2,933,713
38379UPN0	6,180,575	GNMA_16-59	2,210,527	2,169,339	6,447	2,175,786
38380JBY3	6,180,579	GNMA_17-157	3,398,720	2,971,182	7,081	2,978,262
38380JGJ1	6,180,583	GNMA_17-171	4,000,000	3,494,361	8,333	3,502,694
46640UAD4	6,180,585	JPMBB_13-C17	4,980,000	5,067,307	17,425	5,084,732
46640UAD4	6,180,587	JPMBB_13-C17	880,000	895,428	3,079	898,507
46641BAD5	6,180,589	JPMCC_13-C16	5,000,000	5,085,931	17,360	5,103,291
46641BAD5	6,180,591	JPMCC_13-C16	875,000	890,038	3,038	893,076
46642CBJ8	6,180,593	JPMCC_14-C20	4,116,000	4,193,756	13,050	4,206,806
46642CBJ8	6,180,595	JPMCC_14-C20	10,000,000	10,210,199	31,705	10,241,904

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
61763BAU8	6,180,601	MSBAM_13-C13	9,990,000	10,162,972	33,625	10,196,597
61763UAZ5	6,180,603	MSBAM_14-C17	6,497,000	6,621,842	20,254	6,642,096
90117PAC9	6,180,605	AOTA_15-1211	5,000,000	5,113,288	16,252	5,129,540
92938JAE2	6,180,607	WFRBS_13-UBS1	5,000,000	5,086,455	16,996	5,103,451
92938JAE2	6,180,609	WFRBS_13-UBS1	900,000	915,562	3,059	918,621
92939GAA5	6,180,611	WFLD_14-MONT	8,000,000	8,193,602	25,866	8,219,468
95000AAT4	6,180,615	WFCM_15-P2	5,000,000	5,037,492	14,754	5,052,246
95000PAK0	6,180,617	WFCM_16-C37	1,700,000	1,783,891	6,331	1,790,222
17325HBU7	6,180,621	CGCMT_17-P7	46,553,146	3,595,162	50,034	3,645,196
55312YBD3	6,180,625	MLCFC_07-5 X	7,627,306	—	2,661	2,661
95000LBC6	6,180,627	WFCMT_16-C33	29,405,621	2,899,580	48,072	2,947,651
05946XZD8	6,180,629	BAFC_05-F 6A1	1,519,611	1,455,143	4,619	1,459,762
05949CMU7	6,180,631	BOAMS_05-K 3A1	5,040,187	5,175,737	16,364	5,192,101
12652CAR0	6,180,633	CSMC_17-HL2	13,000,000	12,859,388	37,917	12,897,305
12669FAU7	6,180,635	CWHL_03-56	3,347,075	3,371,016	10,166	3,381,182
17307GE87	6,180,637	CMLTI_05-8 1A4A	389,667	311,264	1,148	312,412
17307GZK7	6,180,639	CMLTI_05-5 3A4A	2,110,619	1,864,842	6,223	1,871,065
22541QYG1	6,180,641	CSFB_03-25	957,686	1,011,624	4,406	1,016,029
2254582C1	6,180,643	CSFB_05-8 4A1	732,782	461,372	3,668	465,040
3136A2M67	6,180,645	FNMA_11-131	2,000,000	2,246,956	7,500	2,254,456
3137A1Z30	6,180,649	FHLMC_3724B	673,709	749,846	3,129	752,975
3137A23E9	6,180,651	FHLMC_3745	9,546,674	9,964,358	32,432	9,996,790
3137ADWM5	6,180,653	FHLMC_3891	1,000,000	1,096,153	3,750	1,099,903
3137BMGK6	6,180,657	FHLMC_4535	1,842,000	1,934,757	5,373	1,940,129
31393X7D3	6,180,659	FNGT_04-T2	1,340,862	1,512,089	8,485	1,520,573
31394ALU8	6,180,661	FNW_04-W10	382,169	443,850	2,035	445,885
31395AJY2	6,180,663	FHLMC_2810 ME	982,803	1,071,202	4,586	1,075,788
31398PUU1	6,180,665	FNMA_10-46 QP	287,161	310,900	1,321	312,220
31398T6S5	6,180,667	FNMA_10-108 BC	449,513	441,233	1,503	442,735
31403C6L0	6,180,669	FNMA 30YR	1,078,477	1,187,562	4,582	1,192,144
36228FXX9	6,180,671	GSR_03-10 1A1	60,343	64,622	172	64,794
362341XE4	6,180,673	GSR_05-AR7 5A1	3,488,943	3,195,190	11,110	3,206,300
466247LP6	6,180,675	JPMMT_05-A1 3A1	1,001,849	1,068,118	3,222	1,071,340
46647JAG5	6,180,679	JPMMT_16-4	4,500,000	4,510,648	13,125	4,523,773
46647SAN0	6,180,681	JPMMT_17-3	13,500,000	13,467,183	39,375	13,506,558
74928GBB3	6,180,685	RBSRT_09-13 9A1 144A	357,460	364,926	1,048	365,974
81746FAG0	6,180,689	SEMT_17-6	11,000,000	11,023,351	32,083	11,055,435
86359BHM6	6,180,691	SASC_04-4XS 1A6	30,887	36,201	149	36,350
9292272G0	6,180,693	WAMU_03-S5	468,958	510,892	2,212	513,104
92922FWE4	6,180,695	WAMU_04-AR9 A1	733,444	747,821	2,054	749,876
92922FXM5	6,180,697	WAMU_04-CB3 2A	405,424	424,922	2,238	427,159
949758AD8	6,180,701	WFMBS_04-O A1	28,073	29,224	85	29,309
949808AP4	6,180,703	WFMBS_03-J IIA1	373,158	404,386	1,131	405,518
949808AP4	6,180,705	WFMBS_03-J IIA1	137,723	153,961	418	154,378
94980XAA2	6,180,709	WFMBS_03-N 1A1	86,188	96,967	267	97,235

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
94981DAK3	6,180,711	WFMBS_04-E A10	3,179,038	3,166,556	11,183	3,177,739
94982DAA4	6,180,713	WFMBS_05-AR14 A1	528,591	555,632	1,615	557,247
94982XAD4	6,180,715	WFMBS_06-7 2A1	2,209,327	1,907,674	11,527	1,919,201
94983JAC6	6,180,717	WFMBS_06-AR1 IIA1	1,440,433	1,344,971	4,776	1,349,747
94984MAA2	6,180,719	WFMBS_06-AR14 1A1	1,019,672	270,757	3,100	273,856
02147FAQ9	6,180,721	CWALT_06-18CB A6	191,851	128,844	681	129,524
02147RAT7	6,180,723	CWALT_06-23CB 2A6	144,587	101,804	506	102,310
02151EAS1	6,180,725	CWALT_07-23CB A8	162,792	104,840	573	105,413
02151NAF9	6,180,727	CWALT_07-18CB 1A6	479,496	311,671	2,239	313,910
05946XR21	6,180,729	BAFC_05-7 1A2	582,612	324,585	1,230	325,815
05948KK40	6,180,731	BOAA_05-8 1CB2	293,827	243,411	643	244,054
05948KK40	6,180,733	BOAA_05-8 1CB2	237,515	196,242	519	196,761
0738794H8	6,180,737	BSABS_05-AC9 A4	412,000	304,042	988	305,030
073879B23	6,180,739	BSABS_05-AC5 2A2	46,062	38,629	97	38,726
073879T32	6,180,741	BSABS_05-AC7 A2	198,116	149,986	427	150,413
07388WAB2	6,180,743	BSABS_06-AC4 A2	159,602	162,973	684	163,657
12566XAL2	6,180,745	CMALT_07-A7 2A2	191,135	138,938	841	139,779
12667GLD3	6,180,747	CWALT_05-23CB A3	163,538	116,925	402	117,327
12668ANB7	6,180,749	CWALT_05-55CB 2A4	188,578	138,931	462	139,393
12668BCJ0	6,180,751	CWALT_05-77T1 1A4	459,149	330,524	1,346	331,870
12668BXG3	6,180,753	CWALT_06-12CB A11	192,465	128,502	681	129,183
1266942B3	6,180,755	CWHL_06-10 1A5	698,616	399,353	3,243	402,595
2254585U8	6,180,757	CSFB_05-9 4A1	403,229	295,246	972	296,217
22944BAV0	6,180,759	CSMC_07-5 3A2	396,502	304,779	1,344	306,123
30711XAB0	6,180,761	CAS_13-C01	2,000,000	2,013,203	2,382	2,015,585
30711XAB0	6,180,763	CAS_13-C01	3,000,000	3,000,000	3,574	3,003,574
30711XAD6	6,180,765	CAS_14-C01	3,500,000	3,432,367	3,673	3,436,041
30711XAF1	6,180,767	CAS_14-C02	3,000,000	2,673,429	2,249	2,675,678
30711XAF1	6,180,769	CAS_14-C02	3,000,000	2,726,165	2,249	2,728,414
30711XAF1	6,180,771	CAS_14-C02	3,000,000	2,731,786	2,249	2,734,035
30711XAF1	6,180,773	CAS_14-C02	6,000,000	6,182,290	4,497	6,186,787
30711XAF1	6,180,775	CAS_14-C02	2,000,000	2,066,386	1,499	2,067,885
30711XAF1	6,180,777	CAS_14-C02	2,000,000	2,063,868	1,499	2,065,367
30711XAH7	6,180,779	CAS_14-C02	3,686,690	3,443,939	2,805	3,446,745
30711XAH7	6,180,781	CAS_14-C02	2,236,899	2,142,336	1,702	2,144,038
30711XAH7	6,180,783	CAS_14-C02	921,673	883,629	701	884,330
30711XAK0	6,180,785	CAS_14-C03	3,759,703	3,502,533	3,104	3,505,636
30711XAK0	6,180,787	CAS_14-C03	1,879,852	1,737,954	1,552	1,739,506
30711XAK0	6,180,789	CAS_14-C03	2,819,777	2,726,045	2,328	2,728,373
30711XAK0	6,180,791	CAS_14-C03	4,887,614	4,801,251	4,035	4,805,286
30711XAK0	6,180,793	CAS_14-C03	4,044,501	4,314,540	3,339	4,317,878
30711XAM6	6,180,795	CAS_14-C03	2,704,804	2,687,398	2,197	2,689,595
30711XAM6	6,180,797	CAS_14-C03	5,312,217	5,438,031	4,315	5,442,346
30711XAT1	6,180,801	CAS_2015_C01	2,821,614	2,862,615	2,964	2,865,579
30711XAT1	6,180,803	CAS_2015_C01	4,585,123	4,710,036	4,816	4,714,851
30711XAX2	6,180,813	CAS_2015-C02	5,861,066	6,202,976	5,858	6,208,834

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
30711XCL6	6,180,827	CAS_16-C03	7,000,000	7,907,266	8,397	7,915,663
30711XNU4	6,180,835	CAS_17-C05	1,440,000	1,480,917	983	1,481,900
30711XNX8	6,180,845	CAS_17-C05	171,000	174,293	117	174,410
30711XNX8	6,180,851	CAS_17-C05	222,000	226,275	152	226,427
3137G0AD1	6,180,875	STACR_13-DN2	4,856,008	4,946,180	5,034	4,951,214
3137G0AD1	6,180,877	STACR_13-DN2	3,884,806	4,277,261	4,028	4,281,288
3137G0AM1	6,180,879	STACR_14-DN1	1,600,000	1,630,542	1,706	1,632,248
3137G0AY5	6,180,881	STACR_14-DN2	4,090,000	3,988,853	3,747	3,992,601
3137G0BK4	6,180,883	STACR_14-DN3	3,505,022	3,347,839	3,454	3,351,293
3137G0CU1	6,180,885	STACR_14-DN4	1,637,942	1,609,663	1,786	1,611,449
3137G0CU1	6,180,887	STACR_14-DN4	5,323,310	5,582,742	5,805	5,588,547
3137G0EJ4	6,180,889	STACR_15-HQ1	2,450,000	2,358,684	2,326	2,361,011
3137G0GW3	6,180,893	STACR_15-DNA3	7,500,000	8,235,272	8,246	8,243,519
86359DGL5	6,180,965	SASC_05-10 5A2	83,675	73,895	234	74,129
86359DJN8	6,180,967	SASC_05-14 1A3	1,423,018	998,609	2,999	1,001,608
9292274R4	6,180,969	WAMU_03-S4 1A2	14,812	14,720	23	14,743
9292274R4	6,180,971	WAMU_03-S4 1A2	24,687	24,534	38	24,572
949773AC9	6,180,973	WFMBS_07-6 A3	1,038,970	246,300	4,677	250,976
62983PAA3	6,180,975	NAKILAT INC 144A	130,000	121,988	2,651	124,638
62983PAB1	6,180,977	NAKILAT INC 144A	139,296	138,731	2,934	141,665
62983PAB1	6,180,979	NAKILAT INC 144A	155,684	153,198	3,279	156,477
62983PAB1	6,180,981	NAKILAT INC 144A	237,623	233,711	5,005	238,717
62983PAB1	6,180,983	NAKILAT INC 144A	106,521	104,820	2,244	107,064
11,428,878	6,180,985	RUSSIAN (FEDERATION OF) REGS	222,500	192,103	1,437	193,540
11,428,878	6,180,987	RUSSIAN (FEDERATION OF) REGS	309,275	345,160	1,997	347,157
11,428,878	6,180,989	RUSSIAN (FEDERATION OF) REGS	610,985	699,815	3,946	703,761
698299AW4	6,180,991	PANAMA (REPUBLIC OF)	1,026,000	1,274,472	18,140	1,292,613
698299AW4	6,180,993	PANAMA (REPUBLIC OF)	200,000	246,717	3,536	250,254
698299AW4	6,180,995	PANAMA (REPUBLIC OF)	606,000	760,625	10,714	771,340
698299AW4	6,180,997	PANAMA (REPUBLIC OF)	2,454,000	3,074,503	43,388	3,117,891
698299AW4	6,180,999	PANAMA (REPUBLIC OF)	669,000	859,966	11,828	871,794
3128M5HA1	6,181,001	FREDDIE MAC GOLD	697,001	770,305	3,261	773,565
3128M9CL4	6,181,003	FGOLD 30YR GIANT	1,230,538	1,348,388	4,178	1,352,566
3128M9XE7	6,181,005	FGOLD 30YR GIANT	7,847,464	8,203,488	26,625	8,230,113
3128MJQK9	6,181,007	FREDDIE MAC GOLD	984,526	1,059,155	3,738	1,062,892
3128MJQN3	6,181,009	FREDDIE MAC GOLD	932,219	982,860	3,507	986,367
31292K2X4	6,181,011	FGOLD 30YR	924,209	979,497	3,520	983,017
31292K2X4	6,181,013	FGOLD 30YR	948,329	1,003,630	3,612	1,007,242
31292K2X4	6,181,015	FGOLD 30YR	767,831	812,607	2,924	815,531
312941K71	6,181,017	FGOLD 30YR	793,714	846,416	3,314	849,731
312941UW5	6,181,019	FGOLD 30YR	1,373,981	1,473,346	5,763	1,479,109
312941ZQ3	6,181,021	FGOLD 30YR	2,525,969	2,647,781	9,497	2,657,277
312945AA6	6,181,023	FANNIE MAE	3,622,806	3,927,598	15,129	3,942,727
3132GFBF3	6,181,025	FREDDIE MAC GOLD	1,496,816	1,525,374	5,027	1,530,401
3132GFWH6	6,181,027	FREDDIE MAC GOLD	685,424	718,399	2,576	720,975

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
3132GJLK3	6,181,029	FREDDIE MAC GOLD	601,520	640,516	2,260	642,776
3132GJP78	6,181,031	FREDDIE MAC GOLD	351,873	374,654	1,322	375,976
3132GJPS2	6,181,033	FREDDIE MAC GOLD	1,413,880	1,505,135	5,312	1,510,447
3132GT5F0	6,181,035	FHLMC GOLD 30YR	3,644,321	3,870,229	10,668	3,880,897
3132GU4P6	6,181,037	FHLMC GOLD 30YR	792,252	844,641	2,331	846,972
31335AKH0	6,181,039	FHLMC GOLD 30YR GIANT	5,893,974	6,147,993	17,325	6,165,318
31335AKW7	6,181,041	FHLMC GOLD 30YR GIANT	2,053,374	2,216,055	6,965	2,223,019
31335AN61	6,181,043	FHLMC GOLD 30YR GIANT	9,479,799	10,366,564	32,246	10,398,811
3132GKFD3	6,181,045	FREDDIE MAC GOLD	3,824,394	4,062,347	11,577	4,073,924
31371MQ91	6,181,047	FNMA 30YR	296,028	285,810	1,441	287,252
3138A8XT8	6,181,049	FANNIE MAE	1,014,158	1,083,010	4,236	1,087,246
3138AFZE3	6,181,051	FANNIE MAE	1,247,711	1,414,169	5,112	1,419,281
3138AH6L5	6,181,053	FNMA 30YR	1,043,741	1,115,604	4,357	1,119,961
3138AJHG0	6,181,055	FANNIE MAE	2,785,210	3,207,328	12,379	3,219,708
3138AKZD4	6,181,057	FNMA 30YR	1,004,767	1,078,336	4,198	1,082,534
3138ALPG6	6,181,059	FANNIE MAE	534,400	693,110	2,507	695,617
3138AMA70	6,181,061	FNMA 30YR	1,132,263	1,180,770	4,255	1,185,025
3138ANC68	6,181,063	FANNIE MAE	1,210,198	1,299,612	4,584	1,304,196
3138APBH0	6,181,065	FANNIE MAE	779,839	817,322	2,606	819,929
3138APQ35	6,181,067	FANNIE MAE	1,281,551	1,341,486	4,286	1,345,772
3138AQC95	6,181,069	FANNIE MAE	2,984,663	3,154,782	10,128	3,164,910
3138ASSC7	6,181,071	FANNIE MAE	1,728,677	1,898,196	6,660	1,904,856
3138ETDK9	6,181,073	FNMA 30YR	8,601,873	8,968,453	21,712	8,990,165
3138LYE29	6,181,075	FNMA 30YR	2,675,848	2,904,360	8,036	2,912,396
3138M43G5	6,181,077	FNMA 30YR	731,567	840,418	2,588	843,006
3138M56D6	6,181,079	FNMA 30YR	1,008,076	1,113,183	3,083	1,116,267
3138WHSR4	6,181,081	FNMA 30YR	5,430,477	5,717,881	13,666	5,731,547
31391VH30	6,181,083	FNMA 30YR	918,682	1,031,433	4,329	1,035,762
31391VH30	6,181,085	FNMA 30YR	918,682	1,031,433	4,329	1,035,762
31391VH30	6,181,087	FNMA 30YR	868,760	975,384	4,094	979,477
31402DDP2	6,181,089	FNMA 30YR	878,535	977,968	4,085	982,053
31402DDP2	6,181,091	FNMA 30YR	2,101,558	2,339,413	9,773	2,349,185
3140EUE21	6,181,093	FNMA 30YR	1,917,728	2,030,094	5,681	2,035,775
31410GAQ6	6,181,095	FNMA 30YR	635,180	703,147	2,680	705,827
31410KNG5	6,181,097	FNMA 30YR	9,311	9,515	47	9,562
31416BNK0	6,181,099	FNMA 30YR	121,910	133,169	464	133,633
31417CCQ6	6,181,101	FNMA 30YR	793,357	854,865	2,650	857,516
31417FSW9	6,181,103	FNMA 30YR	2,411,633	2,491,647	7,049	2,498,697
31417GTL0	6,181,105	FNMA 30YR	742,651	768,648	1,876	770,523
31418S4V8	6,181,107	FNMA 30YR	1,634,957	1,745,928	6,828	1,752,756
31418UBS2	6,181,109	FNMA 30YR	616,068	683,638	2,892	686,529
31418V3A8	6,181,111	FNMA 30YR	695,685	727,524	2,616	730,140
31418VUM2	6,181,113	FNMA 30YR	965,951	1,046,148	4,438	1,050,586
31418XEK0	6,181,115	FNMA 30YR	1,102,160	1,164,088	4,189	1,168,277
31419AL62	6,181,117	FNMA 15YR	643,922	689,560	2,201	691,761

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
31419BSY2	6,181,119	FNMA 30YR	720,308	754,663	2,715	757,378
31419CR47	6,181,121	FNMA 30YR	605,327	645,863	2,528	648,391
36179M2R0	6,181,123	GNMA2 30YR	1,474,185	1,618,200	4,976	1,623,176
36200AJD2	6,181,125	GNMA 30YR	1,115,075	1,246,489	5,143	1,251,633
36200AJD2	6,181,127	GNMA 30YR	1,191,977	1,332,454	5,498	1,337,952
36202FHX7	6,181,129	GNMA2 30YR	1,262,370	1,341,351	4,801	1,346,152
36202FV94	6,181,131	GNMA2 30YR	938,525	1,030,292	3,577	1,033,869
02149JAX4	6,181,133	CWALT_06-45T1 2A8	5,380,299	140,145	4,268	144,413
07378RAQ2	6,181,135	BSABS_07-AC4 A5	5,708,983	18,832	84,926	103,758
12668BSN4	6,181,137	CWALT_06-6CB 2A8	8,762,385	—	5,102	5,102
225470WF6	6,181,139	CSMC_06-1 DX	1,386,627	155,566	6,614	162,180
225470ZN6	6,181,141	CSMC_06-2 DX	2,040,895	276,334	10,271	286,604
38375BJL7	6,181,551	GNMA_10-H27	31,520,525	1,051,775	35,209	1,086,984
38379RHB2	6,181,731	GNMA_16-36	47,879,890	3,303,232	37,532	3,340,764
38379RHB2	6,181,733	GNMA_16-36	20,118,172	1,387,952	15,770	1,403,722
38379UFV3	6,181,735	GNMA_16-24	42,815,006	2,889,385	32,976	2,922,361
61911GAB0	6,181,741	MECA_07-FF3 IO 144A	272,047,539	2,072,516	114,040	2,186,556
76114BAN8	6,181,743	RAST_06-A14C AX	4,770,176	176,463	25,195	201,657
86800RAG6	6,181,745	STALT_06-1F 3S	667,210	—	592	592
94984TAP4	6,181,747	WFALT_07-PA1 AWIO	24,666,072	244,869	8,069	252,938
94985JCD0	6,181,851	WFMBS_07-7 APO	157,344	71,012	—	71,012
12701#AA1	6,181,853	CRG_17-1	6,500,000	6,500,000	17,821	6,517,821
86361YAA5	6,181,861	SFS_06-B A 144A	2,651,189	2,683,687	6,189	2,689,876
86361YAB3	6,181,863	SFS_06-B B 144A	1,134,539	1,140,940	3,196	1,144,136
03072SVR3	6,181,867	AMSI_04-R10 M1	312,094	282,168	153	282,322
126673WE8	6,181,869	CWHE_05-1 MF1	2,474,708	501,051	10,290	511,342
29365KAB9	6,181,871	ETI_09-A	800	807	7	814
73316PAH3	6,181,877	POPLR_04-4 M1	821,602	820,875	3,028	823,903
92535VAA0	6,181,883	VBTOW_16-2A	7,176,797	7,186,885	16,580	7,203,465
92535VAB8	6,181,885	VBTOW_16-2A	900,000	899,977	2,760	902,737
3137BAP71	6,181,887	FHLMC_4341	3,580,940	3,896,303	12,934	3,909,237
3137F1XF0	6,181,891	FHLMC_4698	1,323,664	1,514,130	4,945	1,519,075
31392GTL9	6,181,893	FNMA_02-94	2,208,512	2,529,192	10,407	2,539,599
31393CZC0	6,181,895	FNMA_03-46 T	872,369	967,855	4,383	972,239
31396NRF5	6,181,897	FHLMC_7	1,264,698	1,451,694	6,473	1,458,167
31396NRF5	6,181,899	FHLMC_7	148,788	178,535	762	179,296
31396YF72	6,181,901	FNMA_08-29	769,584	869,939	2,951	872,889
31397QPY8	6,181,903	FNMA_11-10	7,825,838	8,737,785	33,212	8,770,997
32051GP25	6,181,905	FHASI_05-8 1A8	622,434	454,044	3,030	457,074
38375LU24	6,181,907	GNMA_07-76A	1,051,480	1,202,062	4,863	1,206,926
38378P6Z6	6,181,909	GNMA_14-8	5,169,423	5,508,928	17,174	5,526,102
38378P6Z6	6,181,911	GNMA_14-8	2,550,233	2,712,457	8,473	2,720,929
38376G2S8	6,181,913	GNMA_11-103	720,712	685,950	2,206	688,156
38376G4U1	6,181,915	GNMA_11-121	519,001	477,339	1,488	478,827
38376GW55	6,181,917	GNMA_11-86	715,931	682,996	2,121	685,117
38378BAP4	6,181,919	GNMA_11-164	526,867	498,827	1,584	500,411

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
38378BAX7	6,181,921	GNMA_11-161	443,207	417,834	1,326	419,160
38378BCP2	6,181,923	GNMA_12-2	443,457	422,463	1,350	423,813
38378BDK2	6,181,925	GNMA_12-19	439,897	413,699	1,299	414,998
38378BEQ8	6,181,927	GNMA_12-28	435,631	404,550	1,211	405,761
38378BSW0	6,181,929	GNMA_12-46	436,859	408,826	1,277	410,103
38378BYH6	6,181,931	GNMA_12-86	617,681	571,450	1,736	573,186
38378N6Q1	6,181,933	GNMA_14-93	8,415,172	7,654,590	24,027	7,678,617
38379K5Y0	6,181,935	GNMA_15-163	4,978,696	4,220,388	12,359	4,232,747
38379KGQ5	6,181,937	GNMA_15-58	2,456,689	2,208,994	6,586	2,215,580
38379KJ66	6,181,939	GNMA_15-130	3,785,013	3,185,010	9,087	3,194,097
38379KRH3	6,181,941	GNMA_15-71	3,957,136	3,582,020	10,688	3,592,709
38379KUF3	6,181,943	GNMA_15-93	6,434,453	5,728,595	17,836	5,746,431
38379RB69	6,181,945	GNMA_17-86	4,120,082	3,243,428	8,566	3,251,993
38379RCB7	6,181,947	GNMA_15-188	1,593,588	1,460,591	3,974	1,464,565
38379RK51	6,181,949	GNMA_17-100	4,084,119	3,193,950	8,491	3,202,440
38379RN33	6,181,951	GNMA_17-108	4,092,618	3,381,642	9,357	3,391,000
38379RYD9	6,181,953	GNMA_2017-69	1,127,817	865,579	2,345	867,924
38379UNX0	6,181,955	GNMA_16-52	1,219,111	1,090,423	2,973	1,093,396
0030092#3	6,181,959	ABERDEEN ASIA PACIFIC INC FND MRPS	96,000	2,400,000	9,350	2,409,350
09257@125	6,181,961	BLACKSTONE/GSO STRATEGIC CREDIT FD	4,300	4,300,000	1,725	4,301,725
09258*126	6,181,963	BLACKSTONE/GSO LG-SHT CRED INC FD	2,150	2,150,000	862	2,150,862
18469P2#6	6,181,965	CLEARBRIDGE ENERGY MLP OPPOR FUND	4	400,000	2,460	402,460
18469P3#5	6,181,967	CLEARBRIDGE ENERGY MLP OPPOR FUND	5	500,000	3,329	503,329
18469P4#4	6,181,969	CLEARBRIDGE ENERGY MLP OPPOR FUND	9	900,000	5,993	905,993
18469Q2#4	6,181,971	CLEARBRIDGE ENERGY MLP TOT RET FND	2	200,000	1,230	201,230
18469Q3#3	6,181,973	CLEARBRIDGE ENERGY MLP TOT RET FND	3	300,000	1,998	301,998
18469Q4#2	6,181,975	CLEARBRIDGE ENERGY MLP TOT RET FND	5	500,000	3,329	503,329
23325P5#7	6,181,977	DNP SELECT INCOME FUND	88	8,822,000	21,902	8,843,902
4866065#9	6,181,979	KAYNE ANDERSON KYN FUND	52,000	1,300,000	8,943	1,308,943
4866066#8	6,181,981	KAYNE ANDERSON KYN	40,000	1,000,000	6,541	1,006,541
4866067#7	6,181,983	KAYNE ANDERSON KYN FUND	442,000	11,050,000	61,880	11,111,880
48660P4#8	6,181,985	KAYNE ANDERSON KYE FUND	172,000	4,300,000	24,080	4,324,080
48661E4*6	6,181,987	KAYNE ANDERSON KMF FUND	52,500	1,312,500	9,029	1,321,529
89147L2#6	6,181,989	TORTOISE ENERGY INFRASTRUCTURE MRPS	170,000	1,700,000	25,374	1,725,374
89147L2#6	6,181,991	TORTOISE ENERGY INFRASTRUCTURE MRPS	150,000	1,500,000	22,389	1,522,389
89147L3#5	6,181,993	TORTOISE ENERGY INFRASTRUCTURE MRPS	150,000	1,500,000	24,232	1,524,232
89147L3#5	6,181,995	TORTOISE ENERGY INFRASTRUCTURE MRPS	110,000	1,100,000	17,770	1,117,770
002824BF6	6,181,997	ABBOTT LABORATORIES	5,000,000	4,967,356	78,646	5,046,002

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00287YAQ2	6,182,001	ABBVIE INC	2,350,000	2,314,502	39,245	2,353,747
02377BAB2	6,182,003	AMERICAN AIRLINES INC	1,810,587	1,810,587	7,061	1,817,649
035242AP1	6,182,009	ANHEUSER-BUSCH INBEV FINANCE INC	7,000,000	6,990,628	63,875	7,054,503
046353AL2	6,182,011	ASTRAZENECA PLC	7,000,000	6,929,617	108,281	7,037,898
05530QAK6	6,182,013	BAT INTERNATIONAL FINANCE PLC	5,000,000	4,988,617	74,611	5,063,228
05565QCS5	6,182,015	BP CAPITAL MARKETS PLC	5,000,000	5,000,000	86,902	5,086,902
05565QDA3	6,182,019	BP CAPITAL MARKETS PLC	1,500,000	1,498,648	6,428	1,505,076
05581KAB7	6,182,021	BNP PARIBAS SA	5,000,000	4,987,344	58,583	5,045,927
05581KAB7	6,182,023	BNP PARIBAS SA	1,000,000	995,038	11,717	1,006,754
05581KAB7	6,182,025	BNP PARIBAS SA	2,500,000	2,487,594	29,292	2,516,886
06406HCQ0	6,182,027	BANK OF NEW YORK MELLON CORP	3,600,000	3,594,175	64,385	3,658,560
064255AW2	6,182,029	BANK OF TOKYO MITSUBISHI UFJ LTD	1,000,000	1,022,197	5,313	1,027,509
06738EAN5	6,182,031	BARCLAYS PLC	2,000,000	1,992,125	26,493	2,018,618
07330MAA5	6,182,033	BRANCH BANKING AND TRUST COMPANY	3,000,000	2,994,596	317	2,994,913
07330MAB3	6,182,035	BRANCH BANKING AND TRUST COMPANY	3,000,000	2,998,450	13,594	3,012,044
092113AL3	6,182,037	BLACK HILLS CORP	2,250,000	2,244,525	26,169	2,270,694
092113AL3	6,182,039	BLACK HILLS CORP	4,500,000	4,489,050	52,338	4,541,387
092113AL3	6,182,041	BLACK HILLS CORP	2,000,000	1,995,133	23,261	2,018,394
09247XAL5	6,182,043	BLACKROCK INC	2,500,000	2,533,244	10,451	2,543,695
10112RAW4	6,182,045	BOSTON PROPERTIES LP	7,000,000	6,987,482	66,500	7,053,982
11271RAA7	6,182,049	BROOKFIELD FINANCE INC	4,000,000	3,991,247	13,333	4,004,580
125094AQ5	6,182,051	CDP FINANCIAL INC	5,000,000	4,987,665	42,438	5,030,103
125094AQ5	6,182,053	CDP FINANCIAL INC	2,000,000	1,995,066	16,975	2,012,041
17275RAN2	6,182,055	CISCO SYSTEMS INC	5,000,000	5,142,012	28,698	5,170,710
22546QAP2	6,182,061	CREDIT SUISSE AG (NEW YORK BRANCH)	5,000,000	5,013,239	26,181	5,039,419
235851AQ5	6,182,063	DANAHER CORPORATION	1,750,000	1,748,077	7,491	1,755,568
26441YAY3	6,182,069	DUKE REALTY LP	5,000,000	4,957,971	78,125	5,036,096
268317AS3	6,182,071	ELECTRICITE DE FRANCE SA	2,250,000	2,235,191	4,078	2,239,269
26884TAL6	6,182,073	ERAC USA FINANCE LLC	1,000,000	1,010,078	17,753	1,027,830
37331NAH4	6,182,077	GEORGIA-PACIFIC LLC	2,500,000	2,499,251	15,000	2,514,251
375558AW3	6,182,081	GILEAD SCIENCES INC	2,000,000	2,054,664	6,167	2,060,831
375558BF9	6,182,083	GILEAD SCIENCES INC	2,000,000	1,993,653	12,167	2,005,820
404280BB4	6,182,085	HSBC HOLDINGS PLC	6,000,000	6,021,479	101,400	6,122,879
404280BL2	6,182,087	HSBC HOLDINGS PLC	4,600,000	4,600,000	121,900	4,721,900
452308AT6	6,182,091	ILLINOIS TOOL WORKS INC	5,000,000	5,091,722	29,167	5,120,888
456873AB4	6,182,093	INGERSOLL-RAND LUXEMBOURG FINANCE	4,000,000	3,984,149	71,000	4,055,149
459200HU8	6,182,095	INTERNATIONAL BUSINESS MACHINES CO	5,000,000	5,116,689	39,774	5,156,463
459200JG7	6,182,097	INTERNATIONAL BUSINESS MACHINES CO	4,850,000	4,836,863	33,465	4,870,328
459200JG7	6,182,099	INTERNATIONAL BUSINESS MACHINES CO	7,600,000	7,579,413	52,440	7,631,853

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
46132FAD2	6,182,101	INVESCO FINANCE PLC	1,000,000	998,075	11,042	1,009,116
50077LAK2	6,182,105	KRAFT HEINZ FOODS CO	2,000,000	1,998,010	23,261	2,021,271
585055BC9	6,182,107	MEDTRONIC INC	2,500,000	2,538,920	11,580	2,550,500
594918BY9	6,182,109	MICROSOFT CORPORATION	7,000,000	6,977,797	54,542	7,032,339
60688XAP5	6,182,111	MIZUHO BANK LTD	7,000,000	6,990,854	25,200	7,016,054
674599CG8	6,182,113	OCCIDENTAL PETROLEUM CORP	5,000,000	4,990,321	66,111	5,056,432
69349LAM0	6,182,115	PNC BANK NATIONAL ASSOCIATION	15,000,000	14,976,047	152,000	15,128,047
69353REF1	6,182,117	PNC BANK NA	3,000,000	2,999,135	275	2,999,410
713448CM8	6,182,119	PEPSICO INC	1,000,000	1,026,524	6,000	1,032,524
713448CY2	6,182,121	PEPSICO INC	4,075,000	4,060,593	41,203	4,101,795
771196BE1	6,182,123	ROCHE HOLDINGS INC	2,000,000	1,996,565	5,769	2,002,335
863667AN1	6,182,127	STRYKER CORPORATION	1,250,000	1,243,363	5,590	1,248,954
865622BN3	6,182,129	SUMITOMO MITSUI BANKING CORPORATIO	3,000,000	2,998,498	31,167	3,029,665
865622BW3	6,182,131	SUMITOMO MITSUI BANKING CORPORATIO	2,000,000	1,994,465	19,872	2,014,337
86562MAC4	6,182,133	SUMITOMO MITSUI FINANCIAL GROUP IN	9,500,000	9,500,000	51,925	9,551,925
86562MAC4	6,182,135	SUMITOMO MITSUI FINANCIAL GROUP IN	3,400,000	3,400,000	18,584	3,418,584
86562MAC4	6,182,137	SUMITOMO MITSUI FINANCIAL GROUP IN	1,300,000	1,300,000	7,106	1,307,106
871829AZ0	6,182,139	SYSCO CORPORATION	1,250,000	1,250,000	3,906	1,253,906
87236YAD0	6,182,141	TD AMERITRADE HOLDING CO	10,000,000	9,996,366	30,208	10,026,575
87305QCH2	6,182,143	TTX CO	3,500,000	3,499,787	37,100	3,536,887
89153VAL3	6,182,147	TOTAL CAPITAL INTERNATIONAL SA	2,100,000	2,152,886	4,594	2,157,480
89566EAG3	6,182,149	TRI STATE GENERATION & TRANSMISSIO	4,000,000	3,998,842	74,000	4,072,842
03076CAG1	6,182,227	AMERIPRISE FINANCIAL INC	3,000,000	3,044,857	4,933	3,049,791
780097BG5	6,186,878	ROYAL BANK OF SCOTLAND GROUP PLC	7,500,000	7,500,000	—	7,500,000
912810QK7	6,194,592	TREASURY BOND (OTR)	8,945,000	8,734,576	71,813	8,806,389
05565EF#7	6,194,606	BMW US CAPITAL LLC	10,000,000	10,000,000	49,183	10,049,183
73020*AJ2	6,194,608	PNG COMPANIES LLC	1,000,000	1,000,000	10,714	1,010,714
C9716#AG4	6,194,610	WASTE CONNECTIONS INC	1,500,000	1,500,000	9,141	1,509,141
665228C@9	6,194,612	NORTHERN ILLINOIS GAS COMPANY	100,000	100,000	968	100,968
85915#AF8	6,194,614	STERICYCLE INC.	100,000	100,000	1,035	101,035
C9716#AC3	6,194,616	WASTE CONNECTIONS INC	100,000	100,000	1,263	101,263
C9716#AG4	6,194,618	WASTE CONNECTIONS INC	100,000	100,000	609	100,609
F3166#AK0	6,194,620	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	661	100,661
G7770#AB8	6,194,622	SAGE GROUP PLC	100,000	100,000	1,377	101,377
G7815@AF8	6,194,624	SAP IRELAND US FINANCIAL SERVICES	100,000	100,000	1,300	101,300
G9433*AA9	6,194,626	WARBURTONS 1876 LIMITED	100,000	100,000	9	100,009
665228C@9	6,194,628	NORTHERN ILLINOIS GAS COMPANY	100,000	100,000	968	100,968
85915#AF8	6,194,630	STERICYCLE INC.	100,000	100,000	1,035	101,035

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
C9716#AC3	6,194,632	WASTE CONNECTIONS INC	100,000	100,000	1,263	101,263
C9716#AH2	6,194,634	WASTE CONNECTIONS INC	100,000	103,802	673	104,475
F3166#AK0	6,194,636	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	661	100,661
G6764#AA0	6,194,638	OMEGA LEASING NO 9 LTD	89,474	89,474	113	89,587
G7770#AB8	6,194,640	SAGE GROUP PLC	100,000	100,000	1,377	101,377
G7815@AF8	6,194,642	SAP IRELAND US FINANCIAL SERVICES	100,000	100,000	1,300	101,300
G9433*AA9	6,194,644	WARBURTONS 1876 LIMITED	100,000	100,000	9	100,009
665228C@9	6,194,646	NORTHERN ILLINOIS GAS COMPANY	100,000	100,000	968	100,968
C9716#AC3	6,194,648	WASTE CONNECTIONS INC	200,000	200,000	2,525	202,525
40637CA*1	6,194,650	HALMA PLC	250,000	250,000	2,020	252,020
40637CA@9	6,194,652	HALMA PLC	250,000	250,000	2,364	252,364
665228C@9	6,194,654	NORTHERN ILLINOIS GAS COMPANY	100,000	100,000	968	100,968
C9716#AC3	6,194,656	WASTE CONNECTIONS INC	100,000	100,000	1,263	101,263
C9716#AG4	6,194,658	WASTE CONNECTIONS INC	200,000	200,000	1,219	201,219
C9716#AH2	6,194,660	WASTE CONNECTIONS INC	100,000	103,802	673	104,475
F3166#AK0	6,194,662	ESSILOR INTERNATIONAL (COMPAGNIE G	200,000	200,000	1,321	201,321
G6764#AA0	6,194,664	OMEGA LEASING NO 9 LTD	89,474	89,474	113	89,587
12656*AF9	6,194,666	CSLB HOLDINGS INC	400,000	400,000	999	400,999
28501*AN5	6,194,668	ELECTRIC TRANSMISSION TEXAS LLC	900,000	900,000	7,200	907,200
28501*AS4	6,194,670	ELECTRIC TRANSMISSION TEXAS LLC	100,000	100,000	958	100,958
486606H#6	6,194,672	KAYNE ANDERSON KYN FUND	100,000	100,000	1,005	101,005
486606H#6	6,194,674	KAYNE ANDERSON KYN FUND	200,000	200,000	2,009	202,009
497266A#3	6,194,676	KIRBY CORPORATION	220,000	220,000	1,064	221,064
497266A#3	6,194,678	KIRBY CORPORATION	180,000	180,000	870	180,870
665228C@9	6,194,680	NORTHERN ILLINOIS GAS COMPANY	200,000	200,000	1,936	201,936
85915#AF8	6,194,682	STERICYCLE INC.	500,000	500,000	5,174	505,174
C9716#AC3	6,194,684	WASTE CONNECTIONS INC	400,000	400,000	5,050	405,050
C9716#AG4	6,194,686	WASTE CONNECTIONS INC	300,000	300,000	1,828	301,828
C9716#AH2	6,194,688	WASTE CONNECTIONS INC	100,000	103,802	673	104,475
F3166#AE4	6,194,690	ESSILOR INTERNATIONAL (COMPAGNIE G	300,000	300,000	4,092	304,092
F3166#AH7	6,194,692	ESSILOR INTERNATIONAL (COMPAGNIE G	500,000	500,000	6,820	506,820
F3166#AK0	6,194,694	ESSILOR INTERNATIONAL (COMPAGNIE G	200,000	200,000	1,321	201,321
G1696#AY2	6,194,696	BUNZL FINANCE PLC	400,000	400,000	3,451	403,451
G6764#AA0	6,194,698	OMEGA LEASING NO 9 LTD	89,474	89,474	113	89,587
G7770#AB8	6,194,700	SAGE GROUP PLC	800,000	800,000	11,020	811,020
G7815@AF8	6,194,702	SAP IRELAND US FINANCIAL SERVICES	700,000	700,000	9,102	709,102
G9433*AA9	6,194,704	WARBURTONS 1876 LIMITED	700,000	700,000	60	700,060
12656*AF9	6,194,706	CSLB HOLDINGS INC	6,100,000	6,100,000	15,242	6,115,242
278058E#5	6,194,708	EATON CORPORATION	9,400,000	9,400,000	123,224	9,523,224

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
28501*AN5	6,194,710	ELECTRIC TRANSMISSION TEXAS LLC	5,200,000	5,200,000	41,600	5,241,600
28501*AS4	6,194,712	ELECTRIC TRANSMISSION TEXAS LLC	1,700,000	1,700,000	16,292	1,716,292
40637CA*1	6,194,714	HALMA PLC	2,500,000	2,500,000	20,205	2,520,205
40637CA@9	6,194,716	HALMA PLC	2,750,000	2,750,000	26,003	2,776,003
486606H#6	6,194,718	KAYNE ANDERSON KYN FUND	2,100,000	2,100,000	21,098	2,121,098
486606H#6	6,194,720	KAYNE ANDERSON KYN FUND	2,400,000	2,400,000	24,112	2,424,112
497266A#3	6,194,722	KIRBY CORPORATION	2,750,000	2,750,000	13,298	2,763,298
497266A#3	6,194,724	KIRBY CORPORATION	2,250,000	2,250,000	10,880	2,260,880
665228C@9	6,194,726	NORTHERN ILLINOIS GAS COMPANY	4,400,000	4,400,000	42,590	4,442,590
85915#AF8	6,194,728	STERICYCLE INC.	7,700,000	7,700,000	79,678	7,779,678
C9716#AC3	6,194,730	WASTE CONNECTIONS INC	19,700,000	19,700,000	248,713	19,948,713
C9716#AG4	6,194,732	WASTE CONNECTIONS INC	6,300,000	6,300,000	38,393	6,338,393
C9716#AH2	6,194,734	WASTE CONNECTIONS INC	5,700,000	5,916,714	38,334	5,955,048
F3166#AE4	6,194,736	ESSILOR INTERNATIONAL (COMPAGNIE G	4,500,000	4,500,000	61,380	4,561,380
F3166#AH7	6,194,738	ESSILOR INTERNATIONAL (COMPAGNIE G	5,400,000	5,400,000	73,656	5,473,656
F3166#AK0	6,194,740	ESSILOR INTERNATIONAL (COMPAGNIE G	11,400,000	11,400,000	75,303	11,475,303
G1696#AY2	6,194,742	BUNZL FINANCE PLC	6,100,000	6,100,000	52,626	6,152,626
G6764#AA0	6,194,744	OMEGA LEASING NO 9 LTD	12,884,211	12,884,211	16,320	12,900,531
G7770#AB8	6,194,746	SAGE GROUP PLC	10,300,000	10,300,000	141,877	10,441,877
G7815@AF8	6,194,748	SAP IRELAND US FINANCIAL SERVICES	9,900,000	9,900,000	128,733	10,028,733
G9433*AA9	6,194,750	WARBURTONS 1876 LIMITED	10,200,000	10,200,000	873	10,200,873
00287YAP4	6,194,752	ABBVIE INC	500,000	499,376	7,778	507,154
037411AX3	6,194,754	APACHE CORPORATION	1,000,000	996,842	9,063	1,005,904
3128PSGU5	6,194,756	FGOLD 15YR	15,607	16,482	53	16,535
31419AL62	6,194,758	FNMA 15YR	35,262	37,761	121	37,881
775109BE0	6,194,760	ROGERS COMMUNICATIONS INC	750,000	745,555	10,271	755,826
12527GAB9	6,194,762	CF INDUSTRIES INC	50,000	52,948	1,781	54,729
12656*AF9	6,194,764	CSLB HOLDINGS INC	100,000	100,000	250	100,250
12656*AF9	6,194,766	CSLB HOLDINGS INC	600,000	600,000	1,499	601,499
12656*AF9	6,194,768	CSLB HOLDINGS INC	200,000	200,000	500	200,500
22025YAM2	6,194,770	CORRECTIONS CORP OF AMERICA	10,000	10,029	34	10,064
28501*AS4	6,194,772	ELECTRIC TRANSMISSION TEXAS LLC	100,000	100,000	958	100,958
30261VAA0	6,194,774	FREMF_10-K8	3,461,000	3,616,842	15,225	3,632,067
3128PSGU5	6,194,776	FGOLD 15YR	88,358	93,308	299	93,607
3128PSGU5	6,194,778	FGOLD 15YR	289,659	305,889	979	306,867
3128PSGU5	6,194,780	FGOLD 15YR	32,977	34,825	111	34,936
3136AQ5J5	6,194,782	FNA_16-M2	2,187,498	2,230,248	6,344	2,236,592
3136AQ5J5	6,194,784	FNA_16-M2	437,500	447,161	1,269	448,429
3137APUX6	6,194,786	FHLMC_4049	259,509	268,194	656	268,850
31410GAQ6	6,194,788	FNMA 30YR	240,579	266,322	1,015	267,337
31419AL62	6,194,790	FNMA 15YR	200,052	214,230	684	214,914

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
31419AL62	6,194,792	FNMA 15YR	656,060	702,558	2,242	704,800
31419AL62	6,194,794	FNMA 15YR	74,776	80,075	256	80,331
37045VAD2	6,194,796	GENERAL MOTORS CO	35,000	35,000	99	35,099
38377JZ48	6,194,798	GNMA_10-117	619,064	659,578	1,579	661,157
38378ESF1	6,194,800	GNMA_12-59	392,962	380,689	495	381,184
38378ESF1	6,194,802	GNMA_12-59	276,529	267,892	348	268,240
46590KAD6	6,194,804	JPMCC_15-JP1	490,000	503,001	1,490	504,491
486606H#6	6,194,806	KAYNE ANDERSON KYN FUND	200,000	200,000	2,009	202,009
486606H#6	6,194,808	KAYNE ANDERSON KYN FUND	300,000	300,000	3,014	303,014
486606H#6	6,194,810	KAYNE ANDERSON KYN FUND	100,000	100,000	1,005	101,005
486606H#6	6,194,812	KAYNE ANDERSON KYN FUND	100,000	100,000	1,005	101,005
497266A#3	6,194,814	KIRBY CORPORATION	220,000	220,000	1,064	221,064
497266A#3	6,194,816	KIRBY CORPORATION	180,000	180,000	870	180,870
497266A#3	6,194,818	KIRBY CORPORATION	110,000	110,000	532	110,532
497266A#3	6,194,820	KIRBY CORPORATION	90,000	90,000	435	90,435
772739AP3	6,194,822	ROCK-TENN CO	15,000	14,966	88	15,053
772739AP3	6,194,824	ROCK-TENN CO	15,000	14,966	88	15,053
85915#AF8	6,194,826	STERICYCLE INC.	500,000	500,000	5,174	505,174
85915#AF8	6,194,828	STERICYCLE INC.	200,000	200,000	2,070	202,070
F3166#AD6	6,194,830	ESSILOR INTERNATIONAL (COMPAGNIE G	300,000	300,000	3,329	303,329
F3166#AD6	6,194,832	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,110	101,110
F3166#AE4	6,194,834	ESSILOR INTERNATIONAL (COMPAGNIE G	300,000	300,000	4,092	304,092
F3166#AE4	6,194,836	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,364	101,364
F3166#AH7	6,194,838	ESSILOR INTERNATIONAL (COMPAGNIE G	500,000	500,000	6,820	506,820
F3166#AH7	6,194,840	ESSILOR INTERNATIONAL (COMPAGNIE G	200,000	200,000	2,728	202,728
G1696#AY2	6,194,842	BUNZL FINANCE PLC	600,000	600,000	5,176	605,176
G1696#AY2	6,194,844	BUNZL FINANCE PLC	200,000	200,000	1,725	201,725
G7815@AF8	6,194,846	SAP IRELAND US FINANCIAL SERVICES	500,000	500,000	6,502	506,502
G7815@AF8	6,194,848	SAP IRELAND US FINANCIAL SERVICES	300,000	300,000	3,901	303,901
G9433*AA9	6,194,850	WARBURTONS 1876 LIMITED	100,000	100,000	9	100,009
G9433*AA9	6,194,852	WARBURTONS 1876 LIMITED	300,000	300,000	26	300,026
035287AD3	6,194,856	ANIXTER INC.	500,000	507,296	14,063	521,358
037833AL4	6,194,858	APPLE INC	4,500,000	3,801,246	85,181	3,886,427
136375BZ4	6,194,860	CANADIAN NATIONAL RAILWAY COMPANY	500,000	491,799	10,875	502,674
15189XAN8	6,194,862	CENTERPOINT ENERGY HOUSTON ELECTRI	1,500,000	1,485,049	5,625	1,490,674
191229AB9	6,194,864	COCA-COLA ICECEK AS	200,000	200,000	984	200,984
22025YAM2	6,194,866	CORRECTIONS CORP OF AMERICA	70,000	70,000	241	70,241
22025YAM2	6,194,868	CORRECTIONS CORP OF AMERICA	65,000	65,191	223	65,415
22025YAM2	6,194,870	CORRECTIONS CORP OF AMERICA	10,000	10,000	34	10,034
22025YAM2	6,194,872	CORRECTIONS CORP OF AMERICA	55,000	55,000	189	55,189

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
22025YAM2	6,194,874	CORRECTIONS CORP OF AMERICA	55,000	55,162	189	55,351
30711XNX8	6,194,876	CAS_17-C05	1,875,000	1,916,226	1,280	1,917,506
37045VAD2	6,194,878	GENERAL MOTORS CO	270,000	270,000	761	270,761
37045VAD2	6,194,880	GENERAL MOTORS CO	220,000	220,000	620	220,620
38869PAK0	6,194,882	GRAPHIC PACKAGING INTERNATIONAL IN	145,000	147,926	306	148,232
38869PAK0	6,194,884	GRAPHIC PACKAGING INTERNATIONAL IN	10,000	10,063	21	10,085
38869PAK0	6,194,886	GRAPHIC PACKAGING INTERNATIONAL IN	55,000	55,349	116	55,465
491674BJ5	6,194,888	KENTUCKY UTILITIES CO	4,000,000	3,973,387	85,767	4,059,153
526057BT0	6,194,890	LENNAR CORP	750,000	753,098	12,750	765,848
65409QBA9	6,194,892	NIELSEN FINANCE LLC/NIELSEN FINANC	750,000	751,484	2,813	754,296
665228C@9	6,194,894	NORTHERN ILLINOIS GAS COMPANY	150,000	150,000	1,452	151,452
66977WAN9	6,194,896	NOVA CHEMICALS CORP	280,000	288,188	3,675	291,863
720186AG0	6,194,898	PIEDMONT NATURAL GAS CO INC	3,500,000	3,498,458	40,688	3,539,145
89469AAB0	6,194,900	TREEHOUSE FOODS INC	95,000	95,000	592	95,592
89469AAB0	6,194,902	TREEHOUSE FOODS INC	750,000	755,104	4,672	759,776
89469AAB0	6,194,904	TREEHOUSE FOODS INC	250,000	253,207	1,557	254,764
89469AAB0	6,194,906	TREEHOUSE FOODS INC	150,000	150,000	934	150,934
976843BJ0	6,194,908	WISCONSIN PUBLIC SERVICE CORP	11,000,000	11,000,000	261,360	11,261,360
4386705Y3	6,194,910	HONOLULU HAWAII CITY & CNTY	240,000	240,000	504	240,504
438701F82	6,194,912	HONOLULU HAWAII CITY & CNTY WA	160,000	160,000	1,387	161,387
64985HWX1	6,194,914	NEW YORK ST ENVIRONMENTAL FACS	160,000	161,497	1,258	162,754
718814ZZ2	6,194,916	PHOENIX AZ SERIES A	450,000	522,640	7,904	530,543
191229AB9	6,194,920	COCA-COLA ICECEK AS	200,000	200,000	984	200,984
22025YAM2	6,194,922	CORRECTIONS CORP OF AMERICA	30,000	30,000	103	30,103
22025YAM2	6,194,924	CORRECTIONS CORP OF AMERICA	30,000	30,088	103	30,191
22025YAM2	6,194,926	CORRECTIONS CORP OF AMERICA	15,000	15,000	52	15,052
22025YAM2	6,194,928	CORRECTIONS CORP OF AMERICA	15,000	15,044	52	15,096
30711XNX8	6,194,930	CAS_17-C05	750,000	766,490	512	767,003
37045VAD2	6,194,932	GENERAL MOTORS CO	120,000	120,000	338	120,338
37045VAD2	6,194,934	GENERAL MOTORS CO	55,000	55,000	155	55,155
38869PAK0	6,194,936	GRAPHIC PACKAGING INTERNATIONAL IN	30,000	30,190	63	30,254
38869PAK0	6,194,938	GRAPHIC PACKAGING INTERNATIONAL IN	105,000	107,119	222	107,340
38869PAK0	6,194,940	GRAPHIC PACKAGING INTERNATIONAL IN	15,000	15,095	32	15,127
526057BT0	6,194,942	LENNAR CORP	250,000	251,033	4,250	255,283
665228C@9	6,194,944	NORTHERN ILLINOIS GAS COMPANY	150,000	150,000	1,452	151,452
66977WAN9	6,194,946	NOVA CHEMICALS CORP	130,000	133,802	1,706	135,508
772739AP3	6,194,948	ROCK-TENN CO	15,000	14,966	88	15,053
89469AAB0	6,194,950	TREEHOUSE FOODS INC	45,000	45,000	280	45,280
89469AAB0	6,194,952	TREEHOUSE FOODS INC	250,000	253,207	1,557	254,764

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
89469AAB0	6,194,954	TREEHOUSE FOODS INC	20,000	20,000	125	20,125
C9716#AC3	6,194,956	WASTE CONNECTIONS INC	700,000	700,000	8,838	708,838
C9716#AG4	6,194,958	WASTE CONNECTIONS INC	300,000	300,000	1,828	301,828
F3166#AK0	6,194,960	ESSILOR INTERNATIONAL (COMPAGNIE G	300,000	300,000	1,982	301,982
G6764#AA0	6,194,962	OMEGA LEASING NO 9 LTD	357,895	357,895	453	358,348
G7770#AB8	6,194,964	SAGE GROUP PLC	800,000	800,000	11,020	811,020
G9433*AA9	6,194,966	WARBURTONS 1876 LIMITED	600,000	600,000	51	600,051
458140AK6	6,194,968	INTEL CORP	7,500,000	7,450,940	30,000	7,480,940
842434CL4	6,194,970	SOUTHERN CALIF GAS CO	650,000	646,341	3,696	650,037
23542JBN4	6,194,972	DALLAS TEX WTRWKS & SWR SYS RE	350,000	350,000	755	350,755
29270CL37	6,194,974	ENERGY NORTHWEST WASH ELEC REV	35,000	35,116	328	35,444
4386705Y3	6,194,976	HONOLULU HAWAII CITY & CNTY	100,000	100,000	210	100,210
438701F82	6,194,978	HONOLULU HAWAII CITY & CNTY WA	70,000	70,000	607	70,607
4424355B5	6,194,980	HOUSTON TEX UTIL SYS REV	80,000	89,373	1,412	90,785
47770VAY6	6,194,982	JOBSOHIO BEVERAGE SYS OHIO STA	710,000	795,445	9,431	804,876
59333PV54	6,194,984	MIAMI-DADE CNTY FLA AVIATION R	200,000	202,846	451	203,297
60534WBL1	6,194,986	MISSISSIPPI DEV BK SPL OBLIG	350,000	350,000	1,887	351,887
60534WBM9	6,194,988	MISSISSIPPI DEV BK SPL OBLIG	350,000	350,000	2,062	352,062
63968AL78	6,194,990	NEBRASKA PUB PWR DIST REV	70,000	70,000	619	70,619
64971WJ68	6,194,992	NEW YORK N Y CITY TRANSITIONAL	980,000	969,580	10,535	980,115
64985HWX1	6,194,994	NEW YORK ST ENVIRONMENTAL FACS	70,000	70,655	550	71,205
67756A2N1	6,194,996	OHIO ST HIGHER EDL FAC COMMN R	70,000	73,836	858	74,695
67756A2P6	6,194,998	OHIO ST HIGHER EDL FAC COMMN R	70,000	75,113	898	76,011
68607LXQ5	6,195,000	OREGON ST	680,000	847,499	16,694	864,193
812643GE8	6,195,002	SEATTLE WASH MUN LT & PWR REV	250,000	313,984	3,594	317,578
837151RW1	6,195,004	SOUTH CAROLINA ST PUB SVCS AUT	350,000	350,000	3,483	353,483
837151RW1	6,195,006	SOUTH CAROLINA ST PUB SVCS AUT	170,000	171,453	1,692	173,144
880541XZ5	6,195,008	TENNESSEE ST	180,000	180,000	975	180,975
880541YA9	6,195,010	TENNESSEE ST	190,000	190,000	1,076	191,076
88283LHU3	6,195,012	TEXAS TRANSN COMMN ST HWY FD REV	350,000	428,979	1,510	430,489
88283LHU3	6,195,014	TEXAS TRANSN COMMN ST HWY FD REV	90,000	112,292	388	112,680
955116BG2	6,195,016	W PALM BEACH FL	100,000	100,000	218	100,218
977100AC0	6,195,018	WISCONSIN ST GEN FD ANNUAL APPROPR	110,000	129,600	3,135	132,735
033177XU5	6,195,020	ANCHORAGE ALASKA ELEC UTIL REV	140,000	147,857	3,709	151,566
235241LT1	6,195,022	DALLAS TX AREA RAPID TRAN	700,000	725,571	18,226	743,797

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29270CL37	6,195,024	ENERGY NORTHWEST WASH ELEC REV	70,000	70,232	657	70,889
4386705Y3	6,195,026	HONOLULU HAWAII CITY & CNTY	190,000	190,000	399	190,399
438701F82	6,195,028	HONOLULU HAWAII CITY & CNTY WA	130,000	130,000	1,127	131,127
4424355B5	6,195,030	HOUSTON TEX UTIL SYS REV	770,000	816,703	13,592	830,295
4424355B5	6,195,032	HOUSTON TEX UTIL SYS REV	155,000	161,054	2,736	163,790
4424355B5	6,195,034	HOUSTON TEX UTIL SYS REV	140,000	156,403	2,471	158,874
47770VAY6	6,195,036	JOBSOHIO BEVERAGE SYS OHIO STA	1,320,000	1,478,856	17,534	1,496,390
48305QAA1	6,195,038	KAISER FOUNDATION HOSPITALS	190,000	199,096	554	199,650
574218A94	6,195,040	MARYLAND ST HEALTH & HIGHER ED	70,000	70,000	538	70,538
574218B36	6,195,042	MARYLAND ST HEALTH & HIGHER ED	70,000	70,000	623	70,623
59333PV54	6,195,044	MIAMI-DADE CNTY FLA AVIATION R	380,000	385,408	856	386,264
60534WBL1	6,195,046	MISSISSIPPI DEV BK SPL OBLIG	650,000	650,000	3,505	653,505
60534WBM9	6,195,048	MISSISSIPPI DEV BK SPL OBLIG	650,000	650,000	3,830	653,830
63968AL78	6,195,050	NEBRASKA PUB PWR DIST REV	130,000	130,000	1,149	131,149
64971WJ68	6,195,052	NEW YORK N Y CITY TRANSITIONAL	1,820,000	1,800,648	19,565	1,820,213
64985HWX1	6,195,054	NEW YORK ST ENVIRONMENTAL FACS	130,000	131,216	1,022	132,238
67756A2N1	6,195,056	OHIO ST HIGHER EDL FAC COMMN R	130,000	137,124	1,594	138,719
67756A2P6	6,195,058	OHIO ST HIGHER EDL FAC COMMN R	130,000	139,495	1,668	141,163
68607VJ97	6,195,060	OREGON ST DEPT ADMINISTRATIVE	155,000	155,964	315	156,279
68607VK20	6,195,062	OREGON ST DEPT ADMINISTRATIVE	140,000	141,047	308	141,355
68607VK38	6,195,064	OREGON ST DEPT ADMINISTRATIVE	75,000	75,486	171	75,657
718814ZZ2	6,195,066	PHOENIX AZ SERIES A	350,000	406,498	6,147	412,645
76222RHN5	6,195,068	RHODE ISLAND ST & PROVIDENCE PLANT	140,000	145,365	544	145,909
76222RHP0	6,195,070	RHODE ISLAND ST & PROVIDENCE PLANT	150,000	156,305	608	156,913
76222RHQ8	6,195,072	RHODE ISLAND ST & PROVIDENCE PLANT	205,000	214,188	856	215,044
812643GE8	6,195,074	SEATTLE WASH MUN LT & PWR REV	460,000	577,730	6,613	584,343
837151RW1	6,195,076	SOUTH CAROLINA ST PUB SVCS AUT	650,000	650,000	6,468	656,468
837151RW1	6,195,078	SOUTH CAROLINA ST PUB SVCS AUT	310,000	312,649	3,085	315,734
880541XZ5	6,195,080	TENNESSEE ST	330,000	330,000	1,787	331,787
880541YA9	6,195,082	TENNESSEE ST	360,000	360,000	2,039	362,039
88283LHU3	6,195,084	TEXAS TRANSN COMMN ST HWY FD REV	355,000	415,143	1,532	416,675
88283LHU3	6,195,086	TEXAS TRANSN COMMN ST HWY FD REV	650,000	796,675	2,805	799,480

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
88283LHU3	6,195,088	TEXAS TRANSN COMMN ST HWY FD REV	170,000	212,107	734	212,840
955116BG2	6,195,090	W PALM BEACH FL	180,000	180,000	393	180,393
00206RFM9	6,195,098	AT&T INC	124,000	123,249	2,661	125,909
053332AM4	6,195,100	AUTOZONE INC	5,000,000	4,999,630	8,222	5,007,852
12656*AF9	6,195,102	CSLB HOLDINGS INC	2,400,000	2,400,000	5,997	2,405,997
191229AB9	6,195,104	COCA-COLA ICECEK AS	610,000	610,000	3,000	613,000
22025YAM2	6,195,106	CORRECTIONS CORP OF AMERICA	195,000	195,000	670	195,670
22025YAM2	6,195,108	CORRECTIONS CORP OF AMERICA	190,000	190,559	653	191,212
22025YAM2	6,195,110	CORRECTIONS CORP OF AMERICA	1,000,000	1,007,693	3,438	1,011,131
28501*AN5	6,195,112	ELECTRIC TRANSMISSION TEXAS LLC	8,300,000	8,300,000	66,400	8,366,400
28501*AN5	6,195,114	ELECTRIC TRANSMISSION TEXAS LLC	200,000	200,000	1,600	201,600
28501*AS4	6,195,116	ELECTRIC TRANSMISSION TEXAS LLC	600,000	600,000	5,750	605,750
30711XJX3	6,195,118	CAS_17-C03	916,000	975,818	748	976,566
30711XJX3	6,195,120	CAS_17-C03	6,000,000	6,377,971	4,897	6,382,868
30711XJX3	6,195,122	CAS_17-C03	5,000,000	5,314,402	4,081	5,318,482
30711XJX3	6,195,124	CAS_17-C03	5,000,000	5,305,162	4,081	5,309,243
30711XNX8	6,195,126	CAS_17-C05	222,000	226,672	152	226,824
30711XNX8	6,195,128	CAS_17-C05	350,000	357,687	239	357,926
31413Y7H8	6,195,130	FNMA 30YR	97,362	116,437	488	116,925
36294YQS6	6,195,132	GNMA 30YR	198,347	242,000	911	242,912
37045VAD2	6,195,134	GENERAL MOTORS CO	760,000	760,000	2,143	762,143
373334JN2	6,195,136	GEORGIA POWER COMPANY	5,000,000	5,471,920	74,375	5,546,295
377372AE7	6,195,138	GLAXOSMITHKLINE CAPITAL INC	10,000,000	11,407,189	293,958	11,701,148
377372AE7	6,195,140	GLAXOSMITHKLINE CAPITAL INC	5,000,000	5,698,872	146,979	5,845,852
38869PAK0	6,195,142	GRAPHIC PACKAGING INTERNATIONAL IN	195,000	196,237	412	196,648
38869PAK0	6,195,144	GRAPHIC PACKAGING INTERNATIONAL IN	500,000	505,845	1,056	506,900
437076AS1	6,195,146	HOME DEPOT INC	2,000,000	2,215,387	44,063	2,259,449
44891AAB3	6,195,148	HYUNDAI CAPITAL AMERICA	750,000	753,385	2,275	755,660
458140AK6	6,195,150	INTEL CORP	15,000,000	14,901,880	60,000	14,961,880
478160AV6	6,195,152	JOHNSON & JOHNSON	1,000,000	981,887	7,500	989,387
486606H#6	6,195,154	KAYNE ANDERSON KYN FUND	800,000	800,000	8,037	808,037
486606H#6	6,195,156	KAYNE ANDERSON KYN FUND	900,000	900,000	9,042	909,042
497266A#3	6,195,158	KIRBY CORPORATION	1,100,000	1,100,000	5,319	1,105,319
497266A#3	6,195,160	KIRBY CORPORATION	900,000	900,000	4,352	904,352
62856RAB1	6,195,162	MYRIAD INTERNATIONAL HLDG BV	500,000	521,965	8,583	530,549
665228C@9	6,195,164	NORTHERN ILLINOIS GAS COMPANY	700,000	700,000	6,776	706,776
681919AZ9	6,195,166	OMNICOM GROUP INC	7,500,000	7,485,628	135,938	7,621,566
693483AC3	6,195,168	POSCO	750,000	808,620	1,859	810,479
69351UAR4	6,195,170	PPL ELECTRIC UTILITIES CORPORATION	1,825,000	1,814,382	25,525	1,839,906
85915#AF8	6,195,172	STERICYCLE INC.	3,100,000	3,100,000	32,078	3,132,078

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
85915#AF8	6,195,174	STERICYCLE INC.	100,000	100,000	1,035	101,035
880591EH1	6,195,176	TENN VALLEY AUTHORITY	2,533,000	2,508,936	16,992	2,525,928
883556BC5	6,195,178	THERMO FISHER SCIENTIFIC INC	7,000,000	6,981,789	64,925	7,046,714
89469AAB0	6,195,180	TREEHOUSE FOODS INC	415,000	415,000	2,585	417,585
C9716#AC3	6,195,182	WASTE CONNECTIONS INC	2,500,000	2,500,000	31,563	2,531,563
C9716#AG4	6,195,184	WASTE CONNECTIONS INC	900,000	900,000	5,485	905,485
F3166#AD6	6,195,186	ESSILOR INTERNATIONAL (COMPAGNIE G	1,800,000	1,800,000	19,976	1,819,976
F3166#AE4	6,195,188	ESSILOR INTERNATIONAL (COMPAGNIE G	1,700,000	1,700,000	23,188	1,723,188
F3166#AH7	6,195,190	ESSILOR INTERNATIONAL (COMPAGNIE G	2,100,000	2,100,000	28,644	2,128,644
F3166#AK0	6,195,192	ESSILOR INTERNATIONAL (COMPAGNIE G	600,000	600,000	3,963	603,963
G1696#AY2	6,195,194	BUNZL FINANCE PLC	2,400,000	2,400,000	20,705	2,420,705
G6764#AA0	6,195,196	OMEGA LEASING NO 9 LTD	805,263	805,263	1,020	806,283
G7770#AB8	6,195,198	SAGE GROUP PLC	6,200,000	6,200,000	85,402	6,285,402
G7770#AB8	6,195,200	SAGE GROUP PLC	100,000	100,000	1,377	101,377
G7815@AF8	6,195,202	SAP IRELAND US FINANCIAL SERVICES	4,000,000	4,000,000	52,013	4,052,013
G7815@AF8	6,195,204	SAP IRELAND US FINANCIAL SERVICES	100,000	100,000	1,300	101,300
G9433*AA9	6,195,206	WARBURTONS 1876 LIMITED	4,100,000	4,100,000	351	4,100,351
G9433*AA9	6,195,208	WARBURTONS 1876 LIMITED	100,000	100,000	9	100,009
00206RFM9	6,195,212	AT&T INC	503,000	500,007	10,794	510,801
12527GAB9	6,195,214	CF INDUSTRIES INC	250,000	264,741	8,906	273,647
12656*AF9	6,195,216	CSLB HOLDINGS INC	400,000	400,000	999	400,999
22025YAM2	6,195,218	CORRECTIONS CORP OF AMERICA	250,000	251,923	859	252,783
28501*AN5	6,195,220	ELECTRIC TRANSMISSION TEXAS LLC	1,600,000	1,600,000	12,800	1,612,800
28501*AS4	6,195,222	ELECTRIC TRANSMISSION TEXAS LLC	100,000	100,000	958	100,958
458140AK6	6,195,224	INTEL CORP	10,000,000	9,934,586	40,000	9,974,586
478160AV6	6,195,226	JOHNSON & JOHNSON	1,000,000	981,887	7,500	989,387
486606H#6	6,195,228	KAYNE ANDERSON KYN FUND	100,000	100,000	1,005	101,005
486606H#6	6,195,230	KAYNE ANDERSON KYN FUND	200,000	200,000	2,009	202,009
497266A#3	6,195,232	KIRBY CORPORATION	165,000	165,000	798	165,798
497266A#3	6,195,234	KIRBY CORPORATION	135,000	135,000	653	135,653
718172AM1	6,195,236	PHILIP MORRIS INTERNATIONAL INC	5,000,000	4,909,827	100,868	5,010,695
85915#AF8	6,195,238	STERICYCLE INC.	500,000	500,000	5,174	505,174
C9716#AC3	6,195,240	WASTE CONNECTIONS INC	1,300,000	1,300,000	16,413	1,316,413
F3166#AD6	6,195,242	ESSILOR INTERNATIONAL (COMPAGNIE G	300,000	300,000	3,329	303,329
F3166#AE4	6,195,244	ESSILOR INTERNATIONAL (COMPAGNIE G	300,000	300,000	4,092	304,092
F3166#AH7	6,195,246	ESSILOR INTERNATIONAL (COMPAGNIE G	300,000	300,000	4,092	304,092
G1696#AY2	6,195,248	BUNZL FINANCE PLC	400,000	400,000	3,451	403,451
G6764#AA0	6,195,250	OMEGA LEASING NO 9 LTD	89,474	89,474	113	89,587
G7770#AB8	6,195,252	SAGE GROUP PLC	1,000,000	1,000,000	13,774	1,013,774

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
G7815@AF8	6,195,254	SAP IRELAND US FINANCIAL SERVICES	700,000	700,000	9,102	709,102
G9433*AA9	6,195,256	WARBURTONS 1876 LIMITED	700,000	700,000	60	700,060
00287YAP4	6,195,266	ABBVIE INC	500,000	499,376	7,778	507,154
023135AM8	6,195,268	AMAZON.COM INC	4,000,000	3,991,928	53,533	4,045,461
03063NAA5	6,195,270	ACRE_10-ARTA	2,335,424	2,445,582	5,137	2,450,719
26867LAG5	6,195,272	EMD FINANCE LLC	1,000,000	998,979	3,442	1,002,421
277432AQ3	6,195,274	EASTMAN CHEMICAL COMPANY	3,000,000	2,997,865	23,850	3,021,715
3128PSGU5	6,195,276	FGOLD 15YR	25,928	27,381	88	27,469
31419AL62	6,195,278	FNMA 15YR	58,828	62,998	201	63,199
37045VAD2	6,195,280	GENERAL MOTORS CO	5,000	5,000	14	5,014
38376G4S6	6,195,282	GNMA_11-121	10,000,000	10,171,249	27,733	10,198,982
38376GXA3	6,195,284	GNMA_10-141	115,588	116,835	263	117,098
497266A#3	6,195,286	KIRBY CORPORATION	110,000	110,000	532	110,532
497266A#3	6,195,288	KIRBY CORPORATION	90,000	90,000	435	90,435
80281LAH8	6,195,290	SANTANDER UK GROUP HOLDINGS PLC	500,000	500,000	5,434	505,434
85915#AF8	6,195,292	STERICYCLE INC.	300,000	300,000	3,104	303,104
89171UCS6	6,195,294	TPMT_15-4	1,500,000	1,551,989	4,375	1,556,364
F3166#AD6	6,195,296	ESSILOR INTERNATIONAL (COMPAGNIE G	400,000	400,000	4,439	404,439
F3166#AD6	6,195,298	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,110	101,110
F3166#AE4	6,195,300	ESSILOR INTERNATIONAL (COMPAGNIE G	400,000	400,000	5,456	405,456
F3166#AE4	6,195,302	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,364	101,364
G7815@AF8	6,195,304	SAP IRELAND US FINANCIAL SERVICES	500,000	500,000	6,502	506,502
12527GAB9	6,195,306	CF INDUSTRIES INC	25,000	26,474	891	27,365
22025YAM2	6,195,308	CORRECTIONS CORP OF AMERICA	15,000	15,000	52	15,052
22025YAM2	6,195,310	CORRECTIONS CORP OF AMERICA	15,000	15,044	52	15,096
22025YAM2	6,195,312	CORRECTIONS CORP OF AMERICA	5,000	5,000	17	5,017
22025YAM2	6,195,314	CORRECTIONS CORP OF AMERICA	5,000	5,015	17	5,032
296464AA8	6,195,316	ESKOM HOLDINGS LTD	1,105,000	1,102,326	16,767	1,119,093
296464AA8	6,195,318	ESKOM HOLDINGS LTD	500,000	498,961	7,587	506,548
37045VAD2	6,195,320	GENERAL MOTORS CO	15,000	15,000	42	15,042
38869PAK0	6,195,322	GRAPHIC PACKAGING INTERNATIONAL IN	15,000	15,095	32	15,127
38869PAK0	6,195,324	GRAPHIC PACKAGING INTERNATIONAL IN	5,000	5,032	11	5,042
89469AAB0	6,195,326	TREEHOUSE FOODS INC	10,000	10,000	62	10,062
26867LAG5	6,195,330	EMD FINANCE LLC	1,000,000	998,979	3,442	1,002,421
3128PSGU5	6,195,332	FGOLD 15YR	77,282	81,612	261	81,873
31419AL62	6,195,334	FNMA 15YR	175,068	187,475	598	188,074
40637CA@9	6,195,336	HALMA PLC	250,000	250,000	2,364	252,364
89469AAB0	6,195,338	TREEHOUSE FOODS INC	5,000	5,000	31	5,031
C9716#AC3	6,195,340	WASTE CONNECTIONS INC	300,000	300,000	3,788	303,788
209111FF5	6,195,354	CONSOLIDATED EDISON CO OF NEW YORK	2,000,000	1,995,086	38,542	2,033,627

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
459200JH5	6,195,356	INTERNATIONAL BUSINESS MACHINES CO	1,250,000	1,240,787	11,750	1,252,537
651229AQ9	6,195,358	NEWELL RUBBERMAID INC	1,000,000	999,254	16,667	1,015,920
73020*AJ2	6,195,360	PNG COMPANIES LLC	4,000,000	4,000,000	42,856	4,042,856
931427AH1	6,195,362	WALGREENS BOOTS ALLIANCE INC	1,000,000	998,391	17,206	1,015,596
C9716#AC3	6,195,364	WASTE CONNECTIONS INC	100,000	100,000	1,263	101,263
00206RFM9	6,195,368	AT&T INC	603,000	600,005	12,939	612,944
22025YAM2	6,195,370	CORRECTIONS CORP OF AMERICA	15,000	15,000	52	15,052
22025YAM2	6,195,372	CORRECTIONS CORP OF AMERICA	15,000	15,044	52	15,096
37045VAD2	6,195,374	GENERAL MOTORS CO	50,000	50,000	141	50,141
38869PAK0	6,195,376	GRAPHIC PACKAGING INTERNATIONAL IN	15,000	15,095	32	15,127
772739AP3	6,195,378	ROCK-TENN CO	15,000	14,966	88	15,053
89469AAB0	6,195,380	TREEHOUSE FOODS INC	15,000	15,000	93	15,093
G7770#AB8	6,195,382	SAGE GROUP PLC	400,000	400,000	5,510	405,510
G9433*AA9	6,195,384	WARBURTONS 1876 LIMITED	500,000	500,000	43	500,043
C9716#AC3	6,195,386	WASTE CONNECTIONS INC	100,000	100,000	1,263	101,263
C9716#AG4	6,195,388	WASTE CONNECTIONS INC	100,000	100,000	609	100,609
40637CA*1	6,195,390	HALMA PLC	750,000	750,000	6,061	756,061
40637CA@9	6,195,392	HALMA PLC	750,000	750,000	7,092	757,092
42824CAG4	6,195,394	HEWLETT-PACKARD CO	1,000,000	999,859	1,600	1,001,459
C9716#AC3	6,195,396	WASTE CONNECTIONS INC	2,100,000	2,100,000	26,513	2,126,513
C9716#AG4	6,195,398	WASTE CONNECTIONS INC	300,000	300,000	1,828	301,828
C9716#AG4	6,195,400	WASTE CONNECTIONS INC	1,700,000	1,700,000	10,360	1,710,360
035287AD3	6,195,408	ANIXTER INC.	750,000	760,944	21,094	782,038
035287AD3	6,195,410	ANIXTER INC.	278,000	282,057	7,819	289,875
037833AL4	6,195,412	APPLE INC	300,000	253,416	5,679	259,095
037833AL4	6,195,414	APPLE INC	1,200,000	1,013,666	22,715	1,036,381
136375BZ4	6,195,416	CANADIAN NATIONAL RAILWAY COMPANY	3,000,000	2,950,795	65,250	3,016,045
15189XAN8	6,195,418	CENTERPOINT ENERGY HOUSTON ELECTRI	300,000	297,010	1,125	298,135
15189XAN8	6,195,420	CENTERPOINT ENERGY HOUSTON ELECTRI	2,000,000	1,980,065	7,500	1,987,565
191229AB9	6,195,422	COCA-COLA ICECEK AS	450,000	450,000	2,213	452,213
30711XNX8	6,195,424	CAS_17-C05	2,375,000	2,427,220	1,622	2,428,841
38869PAK0	6,195,426	GRAPHIC PACKAGING INTERNATIONAL IN	1,000,000	1,020,178	2,111	1,022,289
526057BT0	6,195,428	LENNAR CORP	1,000,000	1,004,131	17,000	1,021,131
526057BT0	6,195,430	LENNAR CORP	750,000	753,098	12,750	765,848
594918AX2	6,195,432	MICROSOFT CORP	1,700,000	1,694,568	31,308	1,725,877
605417BZ6	6,195,434	MISSISSIPPI POWER COMPANY	2,800,000	2,478,894	15,206	2,494,099
66977WAN9	6,195,436	NOVA CHEMICALS CORP	675,000	694,740	8,859	703,599
66977WAN9	6,195,438	NOVA CHEMICALS CORP	195,000	200,703	2,559	203,262
822582AT9	6,195,440	SHELL INTERNATIONAL FINANCE BV	300,000	257,860	2,115	259,974
836205AQ7	6,195,442	SOUTH AFRICA REPUBLIC OF (GOVERNM	1,125,000	1,168,199	15,161	1,183,360

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
842434CL4	6,195,444	SOUTHERN CALIF GAS CO	870,000	865,103	4,947	870,050
85771PAQ5	6,195,446	STATOIL ASA	3,000,000	2,986,011	69,200	3,055,211
887317AX3	6,195,448	TIME WARNER INC	1,500,000	1,454,164	21,421	1,475,585
89469AAB0	6,195,450	TREEHOUSE FOODS INC	750,000	759,621	4,672	764,292
EI8600344	6,195,452	NAMIBIA REPUBLIC OF (GOVERNMENT)	1,135,000	1,197,492	30,866	1,228,357
880591EH1	6,195,454	TENN VALLEY AUTHORITY	5,000,000	5,167,248	33,542	5,200,789
438701F82	6,195,456	HONOLULU HAWAII CITY & CNTY WA	240,000	240,000	2,080	242,080
64985HWX1	6,195,458	NEW YORK ST ENVIRONMENTAL FACS	240,000	242,245	1,887	244,132
718814ZZ2	6,195,460	PHOENIX AZ SERIES A	400,000	464,569	7,025	471,594
911312AR7	6,195,466	UNITED PARCEL SERVICE INC	5,000,000	4,944,797	15,104	4,959,901
12673PAF2	6,195,480	CA INC	2,000,000	1,999,061	18,000	2,017,061
26867LAG5	6,195,482	EMD FINANCE LLC	1,000,000	998,979	3,442	1,002,421
28501*AS4	6,195,484	ELECTRIC TRANSMISSION TEXAS LLC	200,000	200,000	1,917	201,917
3128M5T42	6,195,486	FGOLD 30YR GIANT	1,079,806	1,224,747	5,105	1,229,853
3132GTRG4	6,195,488	FHLMC GOLD 30YR	723,455	757,963	1,838	759,800
3132GUW34	6,195,490	FHLMC GOLD 30YR	223,720	234,941	568	235,510
3137A23E9	6,195,492	FHLMC_3745	147,942	157,255	503	157,758
3138AXXV8	6,195,494	FNMA 30YR	411,712	443,487	1,377	444,863
3138LYE29	6,195,496	FNMA 30YR	394,285	427,956	1,184	429,140
3138XBJY1	6,195,498	FNMA 30YR	536,147	574,284	2,014	576,297
31416BNK0	6,195,500	FNMA 30YR	91,026	98,640	346	98,986
31417CVK8	6,195,502	FNMA 30YR	479,471	514,597	1,414	516,011
37045VAD2	6,195,504	GENERAL MOTORS CO	210,000	210,000	592	210,592
40637CA*1	6,195,506	HALMA PLC	750,000	750,000	6,061	756,061
40637CA*1	6,195,508	HALMA PLC	500,000	500,000	4,041	504,041
40637CA@9	6,195,510	HALMA PLC	1,000,000	1,000,000	9,456	1,009,456
497266A#3	6,195,512	KIRBY CORPORATION	55,000	55,000	266	55,266
497266A#3	6,195,514	KIRBY CORPORATION	45,000	45,000	218	45,218
497266A#3	6,195,516	KIRBY CORPORATION	275,000	275,000	1,330	276,330
497266A#3	6,195,518	KIRBY CORPORATION	225,000	225,000	1,088	226,088
78409VAJ3	6,195,520	S&P GLOBAL INC	3,500,000	3,498,019	24,704	3,522,723
80281LAH8	6,195,522	SANTANDER UK GROUP HOLDINGS PLC	3,500,000	3,500,000	38,040	3,538,040
84756NAC3	6,195,524	SPECTRA ENERGY PARTNERS LP	1,000,000	999,854	2,950	1,002,804
84756NAC3	6,195,526	SPECTRA ENERGY PARTNERS LP	1,000,000	999,854	2,950	1,002,804
87165BAC7	6,195,528	SYNCHRONY FINANCIAL	2,000,000	2,012,649	15,833	2,028,482
C9716#AC3	6,195,530	WASTE CONNECTIONS INC	100,000	100,000	1,263	101,263
C9716#AH2	6,195,532	WASTE CONNECTIONS INC	100,000	103,802	673	104,475
G1696#AY2	6,195,534	BUNZL FINANCE PLC	100,000	100,000	863	100,863
G1696#AY2	6,195,536	BUNZL FINANCE PLC	600,000	600,000	5,176	605,176
G7770#AB8	6,195,538	SAGE GROUP PLC	200,000	200,000	2,755	202,755
G7770#AB8	6,195,540	SAGE GROUP PLC	1,200,000	1,200,000	16,529	1,216,529
G7770#AB8	6,195,542	SAGE GROUP PLC	700,000	700,000	9,642	709,642

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
G9433*AA9	6,195,544	WARBURTONS 1876 LIMITED	100,000	100,000	9	100,009
G9433*AA9	6,195,546	WARBURTONS 1876 LIMITED	900,000	900,000	77	900,077
G9433*AA9	6,195,548	WARBURTONS 1876 LIMITED	600,000	600,000	51	600,051
37045VAD2	6,195,552	GENERAL MOTORS CO	70,000	70,000	197	70,197
37045VAD2	6,195,554	GENERAL MOTORS CO	60,000	60,000	169	60,169
437076AS1	5,200,232	HOME DEPOT INC	1,000,000	1,107,693	22,031	1,129,725
55616XAK3	5,216,841	MACYS RETAIL HOLDINGS INC	1,000,000	995,961	7,292	1,003,252
3136ARP36	5,805,888	FNA_16-M4	582,445	583,817	1,592	585,410
184691A#0	5,246,206	CLEARBRIDGE AMERICAN ENERGY MLP FU	—	—	4,288	4,288
684273HC2	5,564,624	ORANGE CNTY CALIF LOC TRANSN AUTH	150,000	207,144	2,188	209,331
70213HAC2	5,564,769	PARTNERS HEALTHCARE SYSTEM INC	100,000	100,000	1,372	101,372
74825QAA8	5,568,472	QUEENS HEALTH SYSTEMS	100,000	100,000	1,488	101,488
4424355B5	5,580,657	HOUSTON TEX UTIL SYS REV	220,000	233,344	3,883	237,227
68607LXQ5	5,580,658	OREGON ST	20,000	23,704	491	24,195
68607VJ97	5,580,659	OREGON ST DEPT ADMINISTRATIVE	45,000	45,280	92	45,371
68607VK20	5,580,660	OREGON ST DEPT ADMINISTRATIVE	40,000	40,299	88	40,387
68607VK38	5,580,661	OREGON ST DEPT ADMINISTRATIVE	20,000	20,130	46	20,175
73474TAC4	5,581,301	PORT MORROW ORE TRANSMISSION F	180,000	185,069	1,011	186,081
574300HY8	5,584,025	MARYLAND ST TRANSN AUTH TRANSN FAC	130,000	152,791	2,508	155,299
650014TJ2	5,584,908	NEW YORK ST TWY AUTH SECOND GEN HW	20,000	23,959	98	24,057
88283LHU3	5,588,358	TEXAS TRANSN COMMN ST HWY FD REV	100,000	116,942	432	117,373
812728QQ9	5,594,945	SEATTLE WASH WTR SYS REV	30,000	35,329	414	35,743
57582PUR9	5,597,171	MASSACHUSETTS ST	100,000	112,028	2,340	114,368
59164GCX8	5,599,299	METRO WASTEWTR RECLAMATION DIST CO	70,000	83,229	337	83,566
2463807R4	5,611,336	DELAWARE ST	110,000	125,761	1,668	127,429
072863AB9	5,613,821	BAYLOR SCOTT & WHITE HOLDINGS	30,000	30,000	428	30,428
64966JAN6	5,614,414	NEW YORK N Y	220,000	246,647	5,030	251,676
650014TJ2	5,620,341	NEW YORK ST TWY AUTH SECOND GEN HW	40,000	47,937	196	48,134
650014TJ2	5,620,342	NEW YORK ST TWY AUTH SECOND GEN HW	20,000	23,940	98	24,038
733911BW0	5,628,375	PORT CORPUS CHRISTI AUTH TEX N	50,000	50,000	862	50,862
342814DS6	5,630,934	FLORIDA ST MID-BAY BRIDGE AUTH	36,207	36,207	114	36,321
718814ZZ2	5,635,310	PHOENIX AZ SERIES A	25,000	28,577	439	29,017
64971WTE0	5,635,480	NEW YORK N Y CITY TRANSITIONAL	200,000	192,829	1,650	194,479
650014TJ2	5,642,324	NEW YORK ST TWY AUTH SECOND GEN HW	125,000	146,230	613	146,843

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
59164GCX8	5,642,934	METRO WASTEWTR RECLAMATION DIST CO	20,000	23,138	96	23,235
011770U28	5,643,489	ALASKA ST	50,000	58,553	693	59,245
20369EAA0	5,643,520	COMMUNITY HEALTH NETWORK	130,000	130,000	2,754	132,754
8805577X5	5,645,411	TENNESSEE ST SCH BD AUTH	200,000	219,155	1,239	220,394
584002QB8	5,645,762	MECKLENBURG CNTY N C	200,000	204,697	725	205,422
68608KA24	5,646,503	OREGON ST	60,000	68,328	800	69,127
677521CX2	5,646,672	OHIO STATE	60,000	69,227	546	69,773
798136TU1	5,650,556	SAN JOSE CALIF ARPT REV	110,000	117,175	1,183	118,357
052414MF3	5,656,493	AUSTIN TEX ELEC UTIL SYS REV	20,000	22,378	514	22,891
45506DVC6	5,656,911	INDIANA ST FIN AUTH REV	65,000	65,000	853	65,853
011770U28	5,657,584	ALASKA ST	30,000	35,274	416	35,690
011770U28	5,657,585	ALASKA ST	35,000	41,192	485	41,677
658203Z23	5,658,370	NORTH CAROLINA MUN PWR AGY NO	80,000	80,000	891	80,891
212204FA4	5,660,808	CONTRA COSTA CALIF CMNTY COLLEGE D	100,000	119,185	1,626	120,811
23223PCX3	5,660,809	CUYAHOGA CNTY OHIO	100,000	117,274	2,514	119,788
49151E4G5	5,660,810	KY ST PPTY & BLDG COMMN REV	100,000	113,493	3,078	116,571
65819WAK9	5,660,811	NORTH CAROLINA EASTN MUN PWR A	100,000	100,000	1,353	101,353
76222RHN5	5,662,035	RHODE ISLAND ST & PROVIDENCE PLANT	40,000	41,533	155	41,688
76222RHP0	5,662,036	RHODE ISLAND ST & PROVIDENCE PLANT	40,000	41,681	162	41,843
76222RHQ8	5,662,037	RHODE ISLAND ST & PROVIDENCE PLANT	60,000	62,689	251	62,940
89978KAV8	5,662,038	TUOLUMNE WIND PROJ AUTH CALIF REV	200,000	237,446	4,612	242,058
02765UDC5	5,662,164	AMERICAN MUN PWR OHIO INC REV	200,000	234,802	2,712	237,515
7342604F6	5,662,165	PORT HOUSTON AUTH TEX HARRIS C	20,000	20,000	59	20,059
438701WX8	5,665,958	HONOLULU HAWAII CITY & CNTY WA	40,000	40,000	469	40,469
438701WZ3	5,665,959	HONOLULU HAWAII CITY & CNTY WA	40,000	40,000	516	40,516
438701XA7	5,665,960	HONOLULU HAWAII CITY & CNTY WA	30,000	30,000	402	30,402
696550WS7	5,668,328	PALM BEACH CNTY FLA SCH BRD CT	95,000	105,729	1,283	107,011
744434CW9	5,668,329	PUBLIC PWR GENERATION AGY NEB REV	200,000	233,583	4,828	238,411
544646A69	5,671,252	LOS ANGELES CALIF UNI SCH DIST	150,000	175,021	2,991	178,012
76886PED1	5,677,578	RIVERSIDE CALIF CMNTY COLLEGE DIST	135,000	145,826	2,370	148,195
882117W67	5,677,579	TEXAS A & M UNIV PERM UNIV FD	110,000	109,542	1,311	110,853
575579WX1	5,677,816	MASSACHUSETTS BAY TRANSN AUTH MASS	200,000	238,299	3,846	242,145
249218AK4	5,678,774	DENVER COLO PUB SCHS CTFS PARTN	100,000	131,425	2,651	134,076
235308RA3	5,678,985	DALLAS TEX INDPT SCH DIST	160,000	175,578	2,179	177,757

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
25477GCY9	5,678,986	DISTRICT COLUMBIA INCOME TAX	65,000	78,164	1,514	79,678
63968AQR9	5,678,987	NEBRASKA PUB PWR DIST REV	30,000	33,424	542	33,966
68607DNL5	5,678,988	OREGON ST DEPT TRANSN HWY USER TAX	50,000	62,702	1,345	64,047
68607DNL5	5,678,989	OREGON ST DEPT TRANSN HWY USER TAX	25,000	31,344	673	32,017
432275AM7	5,681,849	HILLSBOROUGH CNTY FLA AVIATION	200,000	200,000	767	200,767
68189TBA3	5,681,850	OMAHA NEB SPL OBLIG	90,000	99,831	1,440	101,271
73474TAH3	5,682,008	PORT MORROW ORE TRANSMISSION F	100,000	100,000	490	100,490
91412NAZ3	5,682,009	UNIVERSITY OF CHICAGO	100,000	100,000	327	100,327
033177XU5	5,682,707	ANCHORAGE ALASKA ELEC UTIL REV	40,000	42,245	1,060	43,304
040484DX2	5,682,708	ARIZONA BRD REGENTS UNIV ARIZ SYS	100,000	107,675	1,606	109,281
11502RAB6	5,682,709	BROWARD CNTY FLA HALF-CENT SALES T	125,000	135,245	646	135,892
190760HN1	5,682,848	COBB-MARIETTA GA COLISEUM & EX	180,000	179,353	2,010	181,363
040484DX2	5,691,664	ARIZONA BRD REGENTS UNIV ARIZ SYS	125,000	134,454	2,007	136,461
491552UY9	5,691,745	KENTUCKY ST TPK AUTH ECONOMIC DEV	30,000	32,276	524	32,801
914460NL0	5,691,746	UNIVERSITY MINN	30,000	30,188	303	30,490
914460NM8	5,691,747	UNIVERSITY MINN	30,000	30,166	292	30,458
088281BG4	5,691,847	BEXAR CNTY TEX	210,000	218,725	5,258	223,983
592112DR4	5,691,848	MET GOVT NASHVILLE & DAVIDSON	30,000	34,488	571	35,059
249218AK4	5,692,600	DENVER COLO PUB SCHS CTFS PARTN	100,000	129,845	2,651	132,496
79642BLT8	5,692,923	SAN ANTONIO TEX WTR REV	200,000	213,720	5,736	219,457
914026LZ0	5,692,924	UNIVERSITY ALA GEN REV	215,000	229,382	4,372	233,754
341507ZP9	5,693,483	FLORIDA ST BRD ED LOTTERY REV	80,000	83,562	1,756	85,318
235241LT1	5,693,808	DALLAS TX AREA RAPID TRAN	200,000	207,306	5,208	212,513
73723RUJ0	5,693,809	PORTSMOUTH VA	105,000	103,100	840	103,940
75913TGJ7	5,695,358	REGIONAL TRANSN DIST COLO CTFS PAR	100,000	123,752	3,197	126,949
594612BG7	5,696,707	MICHIGAN ST	200,000	197,174	3,228	200,402
78605QAH0	5,696,871	SACRAMENTO CALIF PUB FING AUTH	35,000	35,000	117	35,117
86657MAX4	5,697,056	SUMTER LANDING CMNTY DEV DIST	100,000	100,000	366	100,366
353174FW0	5,700,787	FRANKLIN CNTY OHIO CONVENTION FACS	30,000	35,596	818	36,413
45528S5S1	5,700,788	INDIANAPOLIS IND LOC PUB IMPT BD B	55,000	67,623	990	68,614
977100AC0	5,700,789	WISCONSIN ST GEN FD ANNUAL APPROPR	130,000	146,259	3,705	149,964
59333AMC2	5,706,771	MIAMI-DADE CNTY FLA EDL FACS A	125,000	125,000	528	125,528

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
387883WF4	5,708,448	GRANT CNTY WASH PUB UTIL DIST	20,000	20,000	306	20,306
783186NH8	5,708,449	RUTGERS ST UNIV N J	200,000	231,765	5,665	237,430
254010AE1	5,708,675	DIGNITY HEALTH	100,000	103,178	2,634	105,811
4424355B5	5,708,676	HOUSTON TEX UTIL SYS REV	45,000	46,758	794	47,552
48305QAA1	5,708,677	KAISER FOUNDATION HOSPITALS	185,000	188,606	540	189,146
574218A94	5,708,868	MARYLAND ST HEALTH & HIGHER ED	20,000	20,000	154	20,154
574218B36	5,708,869	MARYLAND ST HEALTH & HIGHER ED	20,000	20,000	178	20,178
130685WB2	5,709,313	CALIFORNIA ST PUB WKS BRD	200,000	277,048	1,394	278,441
592643AA8	5,709,314	METROPOLITAN WASH D C ARPTS AUTH D	100,000	130,369	622	130,991
889184AA5	5,709,459	TOLEDO HOSPITAL	45,000	46,226	1,034	47,260
167727VY9	5,709,653	CHICAGO ILL WASTEWATER TRANSMI	30,000	30,000	604	30,604
675553AA9	5,709,654	OCHSNER CLINIC FOUNDATION	40,000	41,950	1,088	43,038
46613CWG6	5,711,243	JEA FLA ELEC SYS REV	40,000	48,244	214	48,457
358885AA9	5,711,733	FROEDTERT HEALTH INC	125,000	122,748	488	123,236
542690W99	5,711,734	LONG ISLAND PWR AUTH N Y ELECSYS R	35,000	39,614	1,024	40,638
605068AB1	5,711,735	MISSION HEALTH SYSTEM	95,000	91,396	1,751	93,147
130795Z67	5,711,914	CALIFORNIA STATEWIDE CMNTYS DE	20,000	25,724	696	26,421
592125AM0	5,711,915	MET GOVT NASHVILLE & DAVIDSON	20,000	25,268	449	25,717
675553AA9	5,712,561	OCHSNER CLINIC FOUNDATION	100,000	105,364	2,719	108,083
914476SB3	5,712,562	UNIVERSITY MISS EDL BLDG CORP	45,000	45,000	1,002	46,002
889184AA5	5,712,712	TOLEDO HOSPITAL	80,000	82,561	1,838	84,399
001306AB5	5,712,878	AHS HOSP CORP	90,000	92,090	1,507	93,597
842329AA2	5,712,879	SOUTHERN BAPTIST HOSPITA	100,000	102,992	1,430	104,422
86657MAY2	5,712,880	SUMTER LANDING CMNTY DEV DIST	55,000	55,178	231	55,409
664845DQ4	5,715,823	NORTHERN CALIF PWR AGY REV	20,000	24,489	609	25,099
743755AJ9	5,715,824	PROVIDENCE HEALTH & SERVICES	100,000	106,527	365	106,892
896516AA9	5,715,825	TRINITY HEALTH CORP	190,000	182,168	3,266	185,434
825437AV8	5,715,937	SHREVEPORT LA ARPT SYS REV	35,000	35,000	583	35,583
54473ENT7	5,722,102	LOS ANGELES CNTY CALIF PUB WKS FIN	30,000	37,592	562	38,154
544587C55	5,722,208	LOS ANGELES CALIF MUN IMPT COR	20,000	20,000	359	20,359
386166HD7	5,722,286	GRAND PRAIRIE TEX SALES TAX RE	100,000	100,000	1,677	101,677
917563JE9	5,722,314	UTAH ST UNIV REV	110,000	111,963	2,177	114,140
45200FCE7	5,723,060	ILLINOIS ST FIN AUTH REVENUE	100,000	109,668	2,095	111,763
365298M62	5,723,349	GARDEN GROVE CALIF UNI SCH DIST	100,000	120,050	1,533	121,582
68428TAD9	5,723,821	ORANGE CNTY CALIF SANTN WASTEW	20,000	25,231	320	25,551
54473ENS9	5,725,822	LOS ANGELES CNTY CALIF PUB WKS FIN	70,000	95,213	1,333	96,546

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
544646XY3	5,726,190	LOS ANGELES CALIF UNI SCH DIST	85,000	98,834	1,631	100,465
593237EU0	5,726,191	MIAMI BEACH FLA REDEV AGY TAX	20,000	20,000	184	20,184
60636AMP5	5,726,192	MISSOURI ST HEALTH & EDL FACS	20,000	20,000	79	20,079
71783DAD7	5,726,193	PHILADELPHIA PA AUTH FOR INDL	100,000	99,038	176	99,214
45656RCX8	5,726,323	INDUSTRY CALIF SALES TAX REV	45,000	44,096	769	44,865
534366AX7	5,726,874	LINCOLN NEB WEST HAYMARKET JT PUB	35,000	42,706	793	43,500
59067ABJ1	5,726,875	MESA ST COLLEGE COLO AUXILIARY FAC	35,000	39,799	936	40,735
649322AA2	5,736,046	THE NEW YORK PRESBYTERIAN HOSPITAL	180,000	171,238	1,811	173,049
662352AB9	5,736,047	NORTH SHORE LONG ISLAND JEWISH HEA	100,000	119,901	3,075	122,976
68607LXQ5	5,736,048	OREGON ST	20,000	23,304	491	23,795
768874SG5	5,736,049	RIVERSIDE CALIF ELEC REV	40,000	54,591	254	54,844
95639RDX4	5,736,050	WEST VA HIGHER ED POL COMMN REV	20,000	27,526	128	27,653
12082TAL6	5,736,367	BURBANK CALIF WTR & PWR ELEC REV	40,000	48,090	1,054	49,144
54473ENS9	5,737,098	LOS ANGELES CNTY CALIF PUB WKS FIN	35,000	48,293	667	48,960
702274BD2	5,737,535	PASADENA CALIF PUB FING AUTH LEASE	30,000	39,169	357	39,526
3599007H4	5,737,635	FULTON CNTY GA DEV AUTH REV	35,000	35,000	155	35,155
3599007J0	5,737,636	FULTON CNTY GA DEV AUTH REV	25,000	25,000	114	25,114
54473ENS9	5,738,289	LOS ANGELES CNTY CALIF PUB WKS FIN	20,000	27,755	381	28,136
718814ZZ2	5,738,290	PHOENIX AZ SERIES A	100,000	116,142	1,756	117,899
235308UL5	5,738,441	DALLAS TEX INDPT SCH DIST	100,000	105,928	1,066	106,994
235417AA0	5,738,442	DALLAS TEX CONVENTION CTR HOTEL DE	120,000	152,327	2,835	155,162
172217WX5	5,739,987	CINCINNATI OHIO	45,000	45,000	823	45,823
702274AW1	5,740,474	PASADENA CALIF PUB FING AUTH LEASE	140,000	183,367	1,668	185,035
54473ENS9	5,740,861	LOS ANGELES CNTY CALIF PUB WKS FIN	20,000	27,806	381	28,187
13077CTL8	5,752,998	CALIFORNIA ST UNIV REV	30,000	37,898	973	38,870
454898QY6	5,752,999	INDIANA MUNI POWER	30,000	35,466	559	36,025
875124GY9	5,753,136	TAMPA BAY WTR FLA A REGL WTR S	50,000	50,000	150	50,150
185468RU1	5,753,181	CLEBURNE TEX	25,000	25,000	234	25,234
454898QY6	5,753,213	INDIANA MUNI POWER	45,000	53,541	839	54,380
934867DJ8	5,753,214	WARREN CNTY KY INDL BLDG REVENUE	60,000	60,000	1,099	61,099
79742GAF8	5,755,320	SAN DIEGO CNTY CALIF REGL ARPT	200,000	214,889	3,729	218,618
899042AC9	5,755,321	TUFTS MEDICAL CENTER INC	50,000	57,298	1,167	58,465
454898QY6	5,755,801	INDIANA MUNI POWER	100,000	119,900	1,865	121,765
54473ENS9	5,755,802	LOS ANGELES CNTY CALIF PUB WKS FIN	20,000	28,188	381	28,569

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
576000KW2	5,755,803	MASSACHUSETTS ST SCH BLDG AUTH DED	60,000	69,457	1,239	70,696
59259YCA5	5,755,920	METROPOLITAN TRANSN AUTH N Y REV F	120,000	151,230	3,623	154,853
010831BE4	5,758,936	ALAMEDA CNTY CALIF JT PWRS AUTH LE	70,000	95,172	2,055	97,227
010831BE4	5,758,937	ALAMEDA CNTY CALIF JT PWRS AUTH LE	35,000	47,622	1,028	48,650
130685WB2	5,758,938	CALIFORNIA ST PUB WKS BRD	40,000	56,831	279	57,110
79765RTL3	5,758,939	SAN FRANCISCO CALIF CITY & CNTY PU	120,000	165,942	4,170	170,112
93976AAH5	5,758,940	WASHINGTON ST CONVENTION CTR PUB F	50,000	62,228	1,132	63,359
010831BE4	5,759,073	ALAMEDA CNTY CALIF JT PWRS AUTH LE	120,000	162,985	3,523	166,508
685869EJ4	5,759,433	OREGON HEALTH SCIENCES UNIV RE	55,000	59,985	917	60,902
010831BE4	5,759,800	ALAMEDA CNTY CALIF JT PWRS AUTH LE	90,000	123,467	2,642	126,109
196711LZ6	5,765,694	COLORADO ST CRFS PARTN	30,000	37,726	247	37,973
649757AA9	5,765,695	NEW YORK PUBLIC LIBRARY	360,000	372,023	5,166	377,189
91412GDZ5	5,765,696	UNIVERSITY CALIF REVS	100,000	123,826	2,742	126,568
79642B2F9	5,765,754	SAN ANTONIO TX WTR REVENUE	40,000	40,000	591	40,591
010831BE4	5,765,792	ALAMEDA CNTY CALIF JT PWRS AUTH LE	50,000	68,893	1,468	70,361
57582PWH9	5,765,793	MASSACHUSETTS ST	55,000	61,465	619	62,084
594712PP0	5,765,794	MICHIGAN ST UNIV REVS FORMERLY MIC	250,000	297,087	3,258	300,345
57429LAM8	5,766,552	MARYLAND ST TRANSN AUTH LTD	30,000	35,975	665	36,640
07284RAA0	5,766,810	BAYLOR COLLEGE OF MEDICINE	90,000	99,572	2,182	101,755
07284RAA0	5,766,811	BAYLOR COLLEGE OF MEDICINE	60,000	66,422	1,455	67,877
5604253P3	5,766,812	MAINE HEALTH & HIGHER EDL FACS	45,000	60,116	1,000	61,116
196581BB7	5,766,927	COLORADO SCH MINES ENTERPRISES REV	90,000	114,081	2,359	116,440
45780DBX9	5,769,542	INSTITUTE FOR ADVANCED STUDY	90,000	93,478	1,648	95,125
01959LAA0	5,782,233	ALLINA HEALTH SYSTEM	150,000	163,978	3,323	167,301
01959LAA0	5,782,417	ALLINA HEALTH SYSTEM	40,000	43,464	886	44,350
455057SV2	5,782,418	INDIANA ST FIN AUTH REV	30,000	39,289	495	39,784
45780DBX9	5,782,419	INSTITUTE FOR ADVANCED STUDY	30,000	31,159	549	31,709
709223ZZ7	5,782,421	PENNSYLVANIA ST TPK COMMN TPK REV	150,000	187,459	3,476	190,935
578454AD2	5,783,214	MAYO CLINIC	165,000	165,000	3,141	168,141
592041WJ2	5,785,781	MET GOVT NASHVILLE & DAVIDSON	60,000	60,000	811	60,811
80168QEA6	5,785,782	SANTA CLARA VY CALIF WTR DIST	75,000	75,000	1,361	76,361
45780DBW1	5,785,893	INSTITUTE FOR ADVANCED STUDY	30,000	30,546	537	31,083
10103DAA4	5,786,469	BOSTON MEDICAL CENTER	70,000	70,000	1,054	71,054
10103DAA4	5,786,596	BOSTON MEDICAL CENTER	35,000	35,731	527	36,258

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
10103DAA4	5,786,597	BOSTON MEDICAL CENTER	45,000	45,955	678	46,633
419792KM7	5,796,528	HAWAII ST	80,000	80,000	193	80,193
14916RAF1	5,798,183	CATHOLIC HEALTH INITIATIVES	340,000	362,300	3,570	365,870
10103DAA4	5,798,842	BOSTON MEDICAL CENTER	130,000	135,702	1,958	137,660
592041WJ2	5,798,843	MET GOVT NASHVILLE & DAVIDSON	150,000	157,080	2,027	159,107
592041WJ2	5,798,844	MET GOVT NASHVILLE & DAVIDSON	160,000	167,440	2,162	169,601
934867DJ8	5,798,846	WARREN CNTY KY INDL BLDG REVENUE	30,000	31,737	550	32,287
594712PP0	5,801,363	MICHIGAN ST UNIV REVS FORMERLY MIC	10,000	12,006	130	12,136
64971WVF4	5,801,364	NEW YORK N Y CITY TRANSITIONAL	150,000	157,156	1,313	158,469
89837RAD4	5,801,365	TRUSTEES OF DARTMOUTH COLLEGE	90,000	90,581	1,303	91,884
89837RAD4	5,801,366	TRUSTEES OF DARTMOUTH COLLEGE	240,000	242,023	3,474	245,497
675553AA9	5,801,929	OCHSNER CLINIC FOUNDATION	90,000	108,507	2,447	110,954
04351LAB6	5,805,129	ASCENSION HEALTH ALLIANCE	158,000	158,000	2,874	160,874
04351LAB6	5,805,297	ASCENSION HEALTH ALLIANCE	60,000	61,023	1,091	62,115
592643AA8	5,805,298	METROPOLITAN WASH D C ARPTS AUTH D	90,000	130,546	560	131,105
91412GQK4	5,805,299	UNIVERSITY CALIF REVS FOR PREV	160,000	166,081	2,494	168,575
10103DAA4	5,805,594	BOSTON MEDICAL CENTER	110,000	117,169	1,657	118,826
70213HAC2	5,812,578	PARTNERS HEALTHCARE SYSTEM INC	150,000	159,145	2,059	161,203
649322AA2	5,812,785	THE NEW YORK PRESBYTERIAN HOSPITAL	180,000	189,576	1,811	191,387
675553AA9	5,812,786	OCHSNER CLINIC FOUNDATION	150,000	184,414	4,079	188,492
934867DJ8	5,812,787	WARREN CNTY KY INDL BLDG REVENUE	70,000	73,787	1,282	75,069
791078BC1	5,813,599	ST LAWRENCE CNTY N Y INDL DEV	120,000	120,000	1,772	121,772
01959LAA0	5,813,755	ALLINA HEALTH SYSTEM	240,000	282,373	5,318	287,690
68607LXQ5	5,813,850	OREGON ST	290,000	361,433	7,120	368,553
04351LAB6	5,816,591	ASCENSION HEALTH ALLIANCE	80,000	83,407	1,455	84,863
791078BC1	5,816,592	ST LAWRENCE CNTY N Y INDL DEV	180,000	189,599	2,657	192,257
485424NF8	5,816,884	KANSAS ST DEPT TRANSN HWY REV	150,000	174,131	1,149	175,280
80168NEP0	5,817,810	SANTA CLARA VY CALIF TRANSN AUTH S	190,000	234,871	930	235,801
842329AA2	5,817,811	SOUTHERN BAPTIST HOSPITA	60,000	70,081	858	70,939
646139X83	5,818,031	NEW JERSEY ST TPK AUTH TPK REV	180,000	261,998	4,261	266,259
70213HAC2	5,820,996	PARTNERS HEALTHCARE SYSTEM INC	90,000	95,301	1,235	96,536
September 15, 2015	5,827,533	UNIVERSITY TEX UNIV REVS	210,000	253,505	2,258	255,763
485424NF8	5,827,739	KANSAS ST DEPT TRANSN HWY REV	110,000	128,263	843	129,105

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
15504RET2	5,827,843	CENTRAL PUGET SOUND REGL AUTH	70,000	92,051	1,922	93,972
64971M5L2	5,827,844	NEW YORK N Y CITY TRANSITIONAL FIN	50,000	63,733	1,393	65,126
646139X83	5,828,602	NEW JERSEY ST TPK AUTH TPK REV	50,000	73,549	1,184	74,733
646139X83	5,828,603	NEW JERSEY ST TPK AUTH TPK REV	60,000	88,225	1,420	89,646
88283LHU3	5,828,604	TEXAS TRANSN COMMN ST HWY FD REV	150,000	183,848	647	184,495
45506DWT8	5,828,747	INDIANA ST FIN AUTH REV	50,000	50,000	469	50,469
59259NZH9	5,828,748	METROPOLITAN TRANSN AUTH N Y DEDIC	100,000	153,637	3,383	157,020
955116BG2	5,828,749	W PALM BEACH FL	40,000	40,000	87	40,087
57584XPQ8	5,829,002	MASSACHUSETTS ST DEV FIN AGY R	90,000	90,000	298	90,298
270618DZ1	5,829,182	EAST BATON ROUGE LA SEW COMMN	150,000	157,902	1,500	159,402
592643AA8	5,832,084	METROPOLITAN WASH D C ARPTS AUTH D	110,000	167,333	684	168,017
80168QEA6	5,832,232	SANTA CLARA VY CALIF WTR DIST	80,000	84,536	1,451	85,987
48305QAA1	5,832,863	KAISER FOUNDATION HOSPITALS	40,000	41,915	117	42,032
677632G88	5,833,006	OHIO ST UNIV GEN RCPTS	300,000	317,241	4,748	321,989
23542JBN4	5,833,135	DALLAS TEX WTRWKS & SWR SYS RE	150,000	150,000	324	150,324
57582RJN7	5,836,872	MASSACHUSETTS ST	270,000	270,000	3,687	273,687
675553AA9	5,836,873	OCHSNER CLINIC FOUNDATION	30,000	38,155	816	38,971
88213AGE9	5,836,874	TEXAS A & M UNIV REV	150,000	150,000	1,942	151,942
837151RW1	5,843,043	SOUTH CAROLINA ST PUB SVCS AUT	150,000	150,000	1,493	151,493
812643GE8	5,843,679	SEATTLE WASH MUN LT & PWR REV	110,000	138,153	1,581	139,734
837151RW1	5,843,680	SOUTH CAROLINA ST PUB SVCS AUT	70,000	70,598	697	71,295
914460FT2	5,843,681	UNIVERSITY MINN	130,000	157,284	1,615	158,898
646139X83	5,843,780	NEW JERSEY ST TPK AUTH TPK REV	40,000	60,882	947	61,829
896516AA9	5,843,781	TRINITY HEALTH CORP	30,000	34,270	516	34,786
914440LJ9	5,843,782	UNIVERSITY MASS BLDG AUTH PROJ REV	200,000	266,833	5,450	272,283
47770VAY6	5,845,312	JOBSOHIO BEVERAGE SYS OHIO STA	300,000	336,104	3,985	340,089
64971WJ68	5,845,589	NEW YORK N Y CITY TRANSITIONAL	420,000	415,534	4,515	420,049
67756A2N1	5,848,333	OHIO ST HIGHER EDL FAC COMMN R	30,000	31,644	368	32,012
67756A2P6	5,848,334	OHIO ST HIGHER EDL FAC COMMN R	30,000	32,191	385	32,576
60534WBL1	5,848,491	MISSISSIPPI DEV BK SPL OBLIG	150,000	150,000	809	150,809
60534WBM9	5,848,492	MISSISSIPPI DEV BK SPL OBLIG	150,000	150,000	884	150,884
46613PXS0	5,848,609	JEA FLA WTR & SWR SYS REV	70,000	92,732	362	93,094

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
685869EJ4	5,848,610	OREGON HEALTH SCIENCES UNIV RE	30,000	36,338	500	36,838
889184AA5	5,848,611	TOLEDO HOSPITAL	40,000	49,831	919	50,750
59259YGE3	5,851,559	METROPOLITAN TRANSN AUTH N Y REV F	190,000	254,642	5,900	260,541
88283LHU3	5,851,560	TEXAS TRANSN COMMN ST HWY FD REV	40,000	49,908	173	50,080
880541XZ5	5,851,772	TENNESSEE ST	80,000	80,000	433	80,433
880541YA9	5,851,773	TENNESSEE ST	80,000	80,000	453	80,453
73358WAJ3	5,852,591	PORT AUTH N Y & N J	60,000	79,362	1,510	80,872
14916RAF1	5,863,409	CATHOLIC HEALTH INITIATIVES	400,000	427,220	4,200	431,420
977100AC0	5,863,412	WISCONSIN ST GEN FD ANNUAL APPROPR	50,000	58,909	1,425	60,334
59333PV54	5,865,109	MIAMI-DADE CNTY FLA AVIATION R	90,000	91,281	203	91,484
913366JF8	5,865,110	UNIV CALIF REGTS MED CTR POOLE	30,000	30,000	455	30,455
69848AAA6	5,865,291	PANHANDLE TEX ECONOMIC DEV COR	150,000	150,000	1,760	151,760
70917RB53	5,865,292	PENNSYLVANIA ST HIGHER EDL FAC	150,000	186,163	768	186,931
914886AB2	5,865,293	UNIVERSITY OF SOUTHERN CALIFORNIA	300,000	300,000	757	300,757
93730PAJ5	5,866,813	WASHINGTON BIOMEDICAL RESH FACS 3	180,000	234,033	3,850	237,882
438701F82	5,867,479	HONOLULU HAWAII CITY & CNTY WA	30,000	30,000	260	30,260
4424355B5	5,869,175	HOUSTON TEX UTIL SYS REV	30,000	33,515	530	34,044
592643AA8	5,869,176	METROPOLITAN WASH D C ARPTS AUTH D	150,000	235,302	933	236,235
646066ZA1	5,871,005	NEW JERSEY ST EDL FACS AUTH RE	130,000	130,000	1,395	131,395
646066ZB9	5,871,006	NEW JERSEY ST EDL FACS AUTH RE	150,000	150,000	1,660	151,660
74052BAA5	5,871,348	PREMIER HEALTH PARTNERS	190,000	190,000	2,550	192,550
42219UBQ4	5,874,994	HEALTH CARE AUTH FOR BAPTIST H	160,000	193,186	4,058	197,244
59333PW20	5,875,327	MIAMI-DADE CNTY FLA AVIATION R	230,000	233,498	739	234,237
64966HTX8	5,881,069	NEW YORK N Y	30,000	40,025	748	40,773
04351LAB6	5,882,890	ASCENSION HEALTH ALLIANCE	150,000	165,410	2,729	168,139
64985HWX1	5,882,891	NEW YORK ST ENVIRONMENTAL FACS	30,000	30,281	236	30,516
927793TC3	5,882,892	VIRGINIA COMWLTH TRANSN BRD TRANSN	60,000	76,486	1,480	77,966
686515AA5	5,882,949	ORLANDO HEALTH INC	300,000	324,241	1,104	325,345
9151375T6	5,882,950	UNIVERSITY TEX UNIV REVS	30,000	35,406	294	35,700
675553AA9	5,883,584	OCHSNER CLINIC FOUNDATION	270,000	347,464	7,342	354,806
20369EAB8	5,883,701	COMMUNITY HEALTH NETWORK	220,000	270,676	5,976	276,652
59333PW46	5,883,702	MIAMI-DADE CNTY FLA AVIATION R	80,000	80,277	237	80,514
783186NH8	5,883,703	RUTGERS ST UNIV N J	30,000	37,491	850	38,341
18085PMT8	5,886,759	CLARK CNTY NEV ARPT REV	230,000	352,533	5,229	357,762

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
743756AB4	5,890,562	PROVIDENCE ST JOSEPH HEALTH	230,000	230,000	526	230,526
667274AA2	5,891,077	NORTHWELL HEALTHCARE INC	210,000	210,000	4,178	214,178
345102LT2	5,902,452	FOOTHILL-DE ANZA CALIF CMNTY C	210,000	208,184	1,692	209,876
4386705Y3	5,902,453	HONOLULU HAWAII CITY & CNTY	40,000	40,000	84	40,084
914072J87	5,902,454	UNIVERSITY ARK UNIV REV	60,000	60,000	208	60,208
167593AN2	5,903,374	CHICAGO ILL O HARE INTL ARPT REV	30,000	41,854	640	42,493
740816AM5	5,903,375	PRESIDENT AND FELLOWS OF HARVARD C	200,000	199,665	1,855	201,520
485424NF8	5,903,869	KANSAS ST DEPT TRANSN HWY REV	20,000	23,660	153	23,813
646066ZA1	5,903,870	NEW JERSEY ST EDL FACS AUTH RE	30,000	29,873	322	30,195
646066ZB9	5,903,871	NEW JERSEY ST EDL FACS AUTH RE	40,000	39,819	443	40,262
345102LT2	5,904,194	FOOTHILL-DE ANZA CALIF CMNTY C	60,000	59,473	483	59,957
646139X83	5,904,195	NEW JERSEY ST TPK AUTH TPK REV	100,000	147,335	2,367	149,702
15504RET2	5,904,507	CENTRAL PUGET SOUND REGL AUTH	40,000	52,724	1,098	53,822
462590LF5	5,906,699	IOWA STUDENT LN LIQUIDITY CORP	230,000	230,000	3,139	233,139
63968AL78	5,906,700	NEBRASKA PUB PWR DIST REV	30,000	30,000	265	30,265
683042AJ4	5,906,701	ONTARIO CALIF INTL ARPT AUTH R	130,000	130,000	1,737	131,737
57429LAM8	5,910,734	MARYLAND ST TRANSN AUTH LTD	20,000	25,137	443	25,580
592041XT9	5,910,735	MET GOVT NASHVILLE & DAVIDSON	90,000	90,000	221	90,221
592041XU6	5,910,736	MET GOVT NASHVILLE & DAVIDSON	50,000	50,000	125	50,125
64966LM73	5,910,737	NEW YORK N Y	180,000	190,490	2,813	193,302
66285WFT8	5,910,738	NORTH TEX TWY AUTH REV	260,000	341,652	5,467	347,119
89602NVM3	5,917,354	TRIBOROUGH BRDG & TUNL AUTH N Y RE	220,000	275,465	5,630	281,095
64990CJT9	5,917,725	NEW YORK ST DORM AUTH REVS NON	70,000	70,000	705	70,705
64990CJU6	5,917,851	NEW YORK ST DORM AUTH REVS NON	70,000	70,000	740	70,740
478111AC1	5,917,959	JOHNS HOPKINS HEALTH SYSTEM CORP	40,000	40,000	708	40,708
86657MBK1	5,917,960	SUMTER LANDING CMNTY DEV DIST	150,000	150,000	522	150,522
78349AAA1	5,918,751	RWJ BARNABAS HEALTH INC	300,000	300,000	2,954	302,954
928077JZ0	5,920,139	VIRGINIA PORT AUTH PORT FAC RE	90,000	88,725	1,048	89,773
928077KA3	5,920,140	VIRGINIA PORT AUTH PORT FAC RE	120,000	118,189	1,438	119,627
928077KB1	5,920,141	VIRGINIA PORT AUTH PORT FAC RE	60,000	59,043	739	59,782
93730PAJ5	5,922,142	WASHINGTON BIOMEDICAL RESH FACS 3	70,000	87,446	1,497	88,943

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
927793TC3	5,923,016	VIRGINIA COMWLTH TRANSN BRD TRANSN	580,000	693,057	14,308	707,366
6055805X3	5,926,637	MISSISSIPPI ST	120,000	143,377	3,147	146,524
235241LW4	5,933,131	DALLAS TX AREA RAPID TRAN	90,000	103,599	1,883	105,482
69848AAA6	5,933,132	PANHANDLE TEX ECONOMIC DEV COR	140,000	132,876	1,643	134,519
235241LW4	5,933,365	DALLAS TX AREA RAPID TRAN	10,000	11,566	209	11,775
882723B81	5,933,366	TEXAS ST	300,000	308,553	960	309,513
977100DR4	5,933,450	WISCONSIN ST GEN FD ANNUAL APP	150,000	137,216	2,471	139,686
04048RDS2	5,933,535	ARIZONA BRD REGENTS ARIZ ST UNIV S	40,000	48,468	827	49,295
59333PW20	5,934,434	MIAMI-DADE CNTY FLA AVIATION R	130,000	121,230	418	121,648
837151FV6	5,934,525	SOUTH CAROLINA ST PUB SVCS AUT	90,000	96,810	1,707	98,516
575579WX1	5,934,773	MASSACHUSETTS BAY TRANSN AUTH MASS	160,000	191,209	3,077	194,286
60636AMR1	5,935,674	MISSOURI ST HEALTH & EDL FACS	450,000	435,333	4,599	439,932
914805FD3	5,954,182	UNIVERSITY PITTSBURGH PA HIGHE	90,000	90,000	400	90,400
882722KF7	5,955,202	TEXAS ST	150,000	191,835	690	192,524
646139W35	5,955,381	NJ ST TPK AUTH	120,000	174,291	2,966	177,256
64966HTX8	5,955,382	NEW YORK N Y	50,000	62,458	1,247	63,704
64971M5L2	5,955,383	NEW YORK N Y CITY TRANSITIONAL FIN	60,000	73,225	1,672	74,897
837151NP0	5,955,384	SOUTH CAROLINA ST PUB SVCS AUT	230,000	238,529	4,571	243,101
977100EL6	5,955,795	WISCONSIN ST GEN FD ANNUAL APP	150,000	150,000	2,966	152,966
45528S5S1	5,955,952	INDIANAPOLIS IND LOC PUB IMPT BD B	70,000	89,994	1,261	91,255
696624AX3	5,958,025	PALM DESERT CALIF REDEV AGY SU	60,000	59,251	156	59,407
79730WBM1	5,958,138	SAN DIEGO CALIF REDEV AGY SUCC	30,000	29,591	150	29,741
977100EL6	5,958,139	WISCONSIN ST GEN FD ANNUAL APP	150,000	149,935	2,966	152,901
977100EL6	5,958,140	WISCONSIN ST GEN FD ANNUAL APP	30,000	29,991	593	30,584
29270CL37	5,958,662	ENERGY NORTHWEST WASH ELEC REV	40,000	40,133	375	40,508
73474TAD2	5,958,663	PORT MORROW ORE TRANSMISSION F	30,000	30,980	176	31,156
43232BBU8	5,958,848	HILLSBOROUGH CNTY FLA FOURTH C	140,000	140,000	496	140,496
438670WP2	5,958,849	HONOLULU HAWAII CITY & CNTY	160,000	194,393	3,745	198,138
977100EL6	5,958,850	WISCONSIN ST GEN FD ANNUAL APP	60,000	60,378	1,186	61,564
977100EL6	5,958,851	WISCONSIN ST GEN FD ANNUAL APP	120,000	120,682	2,372	123,054
249218AK4	5,962,087	DENVER COLO PUB SCHS CTFS PARTN	150,000	197,500	3,976	201,476
73358WAJ3	5,962,309	PORT AUTH N Y & N J	120,000	145,235	3,020	148,255

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
45528S5S1	5,962,694	INDIANAPOLIS IND LOC PUB IMPT BD B	150,000	188,712	2,701	191,413
25477GER2	5,962,851	DISTRICT COLUMBIA INCOME TAX REV	170,000	191,708	3,539	195,247
254845GQ7	5,962,852	DISTRICT COLUMBIA WTR & SWR AUTH P	140,000	169,383	644	170,027
254845GQ7	5,968,584	DISTRICT COLUMBIA WTR & SWR AUTH P	20,000	24,048	92	24,140
8371477D3	5,968,801	SOUTH CAROLINA ST PUB SVC AUTH REV	80,000	91,232	1,531	92,763
89602NVM3	5,968,996	TRIBOROUGH BRDG & TUNL AUTH N Y RE	60,000	71,327	1,536	72,863
02765UCY8	5,970,002	AMERICAN MUN PWR OHIO INC	150,000	186,066	2,042	188,108
86657MBK1	5,973,431	SUMTER LANDING CMNTY DEV DIST	140,000	137,869	487	138,355
010604DF0	5,973,770	ALABAMA ST PORT AUTH DOCKS FAC	130,000	130,000	512	130,512
86657MBK1	5,973,771	SUMTER LANDING CMNTY DEV DIST	110,000	109,061	382	109,443
010604DF0	5,974,053	ALABAMA ST PORT AUTH DOCKS FAC	100,000	101,523	394	101,917
86657MBK1	5,983,525	SUMTER LANDING CMNTY DEV DIST	50,000	48,841	174	49,015
68607DNL5	5,983,594	OREGON ST DEPT TRANSN HWY USER TAX	80,000	99,794	2,152	101,946
02765UCY8	5,984,780	AMERICAN MUN PWR OHIO INC	150,000	185,790	2,042	187,832
73358WCX0	5,988,669	PORT AUTH N Y & N J	70,000	85,421	1,976	87,397
73358WCX0	5,988,779	PORT AUTH N Y & N J	150,000	185,167	4,235	189,402
955116BP2	5,992,233	W PALM BEACH FL	260,000	255,363	866	256,229
60636WNU5	6,004,048	MISSOURI ST HWY & TRANSN COMMN	150,000	177,749	4,084	181,833
64966HTX8	6,004,049	NEW YORK N Y	80,000	98,436	1,995	100,431
917565LB7	6,004,988	UTAH TRAN AUTH SALES TAX REV	110,000	139,629	2,467	142,097
478111AC1	6,007,661	JOHNS HOPKINS HEALTH SYSTEM CORP	150,000	148,371	2,654	151,025
25477GCY9	6,007,898	DISTRICT COLUMBIA INCOME TAX	140,000	172,340	3,261	175,602
60636WNU5	6,018,453	MISSOURI ST HWY & TRANSN COMMN	60,000	71,182	1,634	72,816
42219UBQ4	6,019,744	HEALTH CARE AUTH FOR BAPTIST H	150,000	159,722	3,804	163,527
592643CF5	6,022,852	METROPOLITAN WASH D C ARPTS AU	40,000	58,894	249	59,142
592643CF5	6,022,853	METROPOLITAN WASH D C ARPTS AU	60,000	88,518	373	88,891
48305QAC7	6,023,494	KAISER FOUNDATION HOSPITALS	150,000	150,471	2,363	152,833
70213HAC2	6,023,852	PARTNERS HEALTHCARE SYSTEM INC	60,000	58,026	823	58,849
44420RAA8	6,026,951	HUDSON YDS INFRASTRUCTURE CORP	300,000	301,331	2,454	303,785
235417AA0	6,034,807	DALLAS TEX CONVENTION CTR HOTEL DE	120,000	158,637	2,835	161,472
13034PZW0	6,038,812	CALIFORNIA HSG FIN AGY REV	310,000	310,000	2,833	312,833
254010AE1	6,042,565	DIGNITY HEALTH	150,000	157,373	3,950	161,323

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
13034PZW0	6,050,013	CALIFORNIA HSG FIN AGY REV	150,000	150,664	1,371	152,035
41978CAS4	6,051,822	HAWAII ST ARPTS SYS CUSTOMER F	300,000	300,000	4,144	304,144
130179KK9	6,055,056	CALIFORNIA EDL FACS AUTH REV	195,000	195,000	623	195,623
735389ZE1	6,059,728	PORT SEATTLE WASH REV	230,000	230,000	4,318	234,318
57582RJN7	6,061,092	MASSACHUSETTS ST	290,000	281,689	3,960	285,649
899647RM5	6,064,021	TULSA OKLA ARPTS IMPT TR GENL	75,000	75,000	1,094	76,094
899647RP8	6,064,022	TULSA OKLA ARPTS IMPT TR GENL	50,000	50,000	771	50,771
899647RQ6	6,064,023	TULSA OKLA ARPTS IMPT TR GENL	30,000	30,000	469	30,469
899647RR4	6,064,024	TULSA OKLA ARPTS IMPT TR GENL	40,000	40,000	633	40,633
899647RM5	6,064,437	TULSA OKLA ARPTS IMPT TR GENL	20,000	20,241	292	20,533
899647RN3	6,064,438	TULSA OKLA ARPTS IMPT TR GENL	50,000	50,647	750	51,397
899647RP8	6,064,439	TULSA OKLA ARPTS IMPT TR GENL	50,000	50,663	771	51,434
899647RQ6	6,064,440	TULSA OKLA ARPTS IMPT TR GENL	40,000	40,498	625	41,123
899647RT0	6,064,441	TULSA OKLA ARPTS IMPT TR GENL	150,000	152,472	2,486	154,958
001306AB5	6,066,003	AHS HOSP CORP	76,000	90,405	1,273	91,677
899647RT0	6,066,004	TULSA OKLA ARPTS IMPT TR GENL	10,000	10,148	166	10,314
59333P2S6	6,074,085	MIAMI-DADE CNTY FLA AVIATION R	230,000	235,125	763	235,888
899647RN3	6,074,086	TULSA OKLA ARPTS IMPT TR GENL	20,000	20,318	300	20,618
899647RQ6	6,074,087	TULSA OKLA ARPTS IMPT TR GENL	20,000	20,316	313	20,628
64578JAU0	6,076,494	NEW JERSEY ECONOMIC DEV AUTH M	30,000	30,000	648	30,648
64578JAW6	6,076,495	NEW JERSEY ECONOMIC DEV AUTH M	30,000	30,000	700	30,700
79039MAY6	6,079,820	ST JOHNS CNTY FLA INDL DEV AUT	90,000	90,000	950	90,950
78349AAB9	6,080,369	RWJ BARNABAS HEALTH INC	300,000	303,986	3,949	307,935
85258PAB0	6,080,550	ST JOSEPHS HSP & MED CTR	170,000	173,023	2,598	175,620
85258PAB0	6,084,253	ST JOSEPHS HSP & MED CTR	10,000	10,215	153	10,367
93978HSU0	6,094,636	WASHINGTON ST HEALTH CARE FACS	180,000	180,000	1,596	181,596
047681QT1	6,107,420	ATLANTA & FULTON CNTY GA REC A	130,000	130,000	2,055	132,055
451443ZR9	6,110,093	IDAHO ST BLDG AUTH BLDG REV	40,000	40,000	253	40,253
85258PAB0	6,110,749	ST JOSEPHS HSP & MED CTR	75,000	77,858	1,146	79,004
10103DAB2	6,111,454	BOSTON MEDICAL CENTER CORP	60,000	60,000	854	60,854
438516AT3	4,263,392	HONEYWELL INTERNATIONAL INC	3,000,000	3,365,029	21,850	3,386,879
26441CAF2	4,550,366	DUKE ENERGY CORP	1,000,000	999,936	4,536	1,004,472
62856RAB1	5,399,831	MYRIAD INTERNATIONAL HLDG BV	200,000	207,536	3,433	210,969

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
931427AH1	5,524,428	WALGREENS BOOTS ALLIANCE INC	1,000,000	998,391	17,206	1,015,596
820439A@6	5,052,926	SHAWCOR LTD	—	—	5,338	5,338
184691A#0	5,246,211	CLEARBRIDGE AMERICAN ENERGY MLP FU	—	—	4,288	4,288
184691A*4	5,246,212	CLEARBRIDGE AMERICAN ENERGY MLP FU	—	—	2,849	2,849
184691A#0	5,246,217	CLEARBRIDGE AMERICAN ENERGY MLP FU	—	—	4,288	4,288
184691A@2	5,246,219	CLEARBRIDGE AMERICAN ENERGY MLP FU	—	—	7,088	7,088
184691B*3	5,246,220	CLEARBRIDGE AMERICAN ENERGY MLP FU	—	—	3,166	3,166
184691A*4	5,700,468	CLEARBRIDGE AMERICAN ENERGY MLP FU	—	—	2,849	2,849
010831BE4	5,759,039	ALAMEDA CNTY CALIF JT PWRS AUTH LE	160,000	217,536	4,697	222,233
010831BE4	5,759,053	ALAMEDA CNTY CALIF JT PWRS AUTH LE	85,000	115,654	2,495	118,150
130685WB2	5,759,054	CALIFORNIA ST PUB WKS BRD	95,000	134,974	662	135,636
79765RTL3	5,759,055	SAN FRANCISCO CALIF CITY & CNTY PU	280,000	387,198	9,730	396,928
93976AAH5	5,759,056	WASHINGTON ST CONVENTION CTR PUB F	110,000	136,901	2,490	139,391
010831BE4	5,759,075	ALAMEDA CNTY CALIF JT PWRS AUTH LE	280,000	380,298	8,220	388,518
685869EJ4	5,759,435	OREGON HEALTH SCIENCES UNIV RE	125,000	136,331	2,083	138,414
010831BE4	5,759,803	ALAMEDA CNTY CALIF JT PWRS AUTH LE	210,000	288,090	6,165	294,255
196711LZ6	5,765,697	COLORADO ST CRFS PARTN	70,000	88,026	577	88,603
91412GDZ5	5,765,699	UNIVERSITY CALIF REVS	230,000	284,801	6,306	291,107
79642B2F9	5,765,755	SAN ANTONIO TX WTR REVENUE	95,000	95,000	1,404	96,404
010831BE4	5,765,797	ALAMEDA CNTY CALIF JT PWRS AUTH LE	115,000	158,455	3,376	161,831
57582PWH9	5,765,798	MASSACHUSETTS ST	135,000	150,869	1,519	152,388
594712PP0	5,765,799	MICHIGAN ST UNIV REVS FORMERLY MIC	580,000	689,241	7,559	696,800
57429LAM8	5,766,553	MARYLAND ST TRANSN AUTH LTD	70,000	83,942	1,552	85,493
07284RAA0	5,766,813	BAYLOR COLLEGE OF MEDICINE	210,000	232,335	5,092	237,427
07284RAA0	5,766,814	BAYLOR COLLEGE OF MEDICINE	140,000	154,984	3,395	158,379
5604253P3	5,766,815	MAINE HEALTH & HIGHER EDL FACS	100,000	133,591	2,222	135,814
196581BB7	5,766,928	COLORADO SCH MINES ENTERPRISES REV	210,000	266,190	5,504	271,694
45780DBX9	5,769,543	INSTITUTE FOR ADVANCED STUDY	210,000	218,115	3,845	221,959
01959LAA0	5,782,235	ALLINA HEALTH SYSTEM	350,000	382,615	7,755	390,369
01959LAA0	5,782,422	ALLINA HEALTH SYSTEM	95,000	103,227	2,105	105,332
455057SV2	5,782,423	INDIANA ST FIN AUTH REV	70,000	91,675	1,154	92,829
45780DBX9	5,782,424	INSTITUTE FOR ADVANCED STUDY	70,000	72,705	1,282	73,987

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
709223ZZ7	5,782,426	PENNSYLVANIA ST TPK COMMN TPK REV	350,000	437,404	8,110	445,514
578454AD2	5,783,215	MAYO CLINIC	385,000	385,000	7,328	392,328
592041WJ2	5,785,783	MET GOVT NASHVILLE & DAVIDSON	140,000	140,000	1,891	141,891
80168QEA6	5,785,784	SANTA CLARA VY CALIF WTR DIST	175,000	175,000	3,175	178,175
45780DBW1	5,785,895	INSTITUTE FOR ADVANCED STUDY	70,000	71,274	1,252	72,527
10103DAA4	5,786,470	BOSTON MEDICAL CENTER	170,000	170,000	2,561	172,561
10103DAA4	5,786,599	BOSTON MEDICAL CENTER	75,000	76,566	1,130	77,696
10103DAA4	5,786,600	BOSTON MEDICAL CENTER	105,000	107,229	1,582	108,811
419792KM7	5,796,529	HAWAII ST	185,000	185,000	447	185,447
14916RAF1	5,798,184	CATHOLIC HEALTH INITIATIVES	800,000	852,471	8,400	860,871
10103DAA4	5,798,848	BOSTON MEDICAL CENTER	300,000	313,158	4,519	317,677
592041WJ2	5,798,849	MET GOVT NASHVILLE & DAVIDSON	350,000	366,521	4,729	371,249
592041WJ2	5,798,850	MET GOVT NASHVILLE & DAVIDSON	370,000	387,204	4,999	392,203
934867DJ8	5,798,852	WARREN CNTY KY INDL BLDG REVENUE	70,000	74,053	1,282	75,336
594712PP0	5,801,371	MICHIGAN ST UNIV REVS FORMERLY MIC	20,000	24,011	261	24,272
64971WVF4	5,801,372	NEW YORK N Y CITY TRANSITIONAL	350,000	366,698	3,063	369,760
89837RAD4	5,801,373	TRUSTEES OF DARTMOUTH COLLEGE	210,000	211,355	3,040	214,395
675553AA9	5,801,930	OCHSNER CLINIC FOUNDATION	210,000	253,183	5,710	258,893
04351LAB6	5,805,130	ASCENSION HEALTH ALLIANCE	368,000	368,000	6,694	374,694
04351LAB6	5,805,304	ASCENSION HEALTH ALLIANCE	140,000	142,388	2,547	144,935
592643AA8	5,805,305	METROPOLITAN WASH D C ARPTS AUTH D	210,000	304,606	1,306	305,912
91412GQK4	5,805,306	UNIVERSITY CALIF REVS FOR PREV	370,000	384,062	5,767	389,829
10103DAA4	5,805,595	BOSTON MEDICAL CENTER	260,000	276,945	3,916	280,861
70213HAC2	5,812,579	PARTNERS HEALTHCARE SYSTEM INC	350,000	371,337	4,803	376,141
649322AA2	5,812,789	THE NEW YORK PRESBYTERIAN HOSPITAL	420,000	442,345	4,225	446,570
675553AA9	5,812,790	OCHSNER CLINIC FOUNDATION	350,000	430,298	9,517	439,815
934867DJ8	5,812,791	WARREN CNTY KY INDL BLDG REVENUE	170,000	179,196	3,115	182,311
791078BC1	5,813,600	ST LAWRENCE CNTY N Y INDL DEV	280,000	280,000	4,134	284,134
68607LXQ5	5,813,854	OREGON ST	680,000	847,499	16,694	864,193
04351LAB6	5,816,593	ASCENSION HEALTH ALLIANCE	190,000	198,093	3,456	201,549
791078BC1	5,816,594	ST LAWRENCE CNTY N Y INDL DEV	420,000	442,399	6,201	448,599
485424NF8	5,816,890	KANSAS ST DEPT TRANSN HWY REV	350,000	406,306	2,681	408,987
80168NEP0	5,817,816	SANTA CLARA VY CALIF TRANSN AUTH S	450,000	556,273	2,204	558,477
842329AA2	5,817,817	SOUTHERN BAPTIST HOSPITA	140,000	163,522	2,002	165,524

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
70213HAC2	5,820,999	PARTNERS HEALTHCARE SYSTEM INC	210,000	222,369	2,882	225,251
September 15, 2015	5,827,536	UNIVERSITY TEX UNIV REVS	490,000	591,511	5,269	596,780
485424NF8	5,827,742	KANSAS ST DEPT TRANSN HWY REV	250,000	291,506	1,915	293,421
15504RET2	5,827,845	CENTRAL PUGET SOUND REGL AUTH	170,000	223,551	4,667	228,219
64971M5L2	5,827,846	NEW YORK N Y CITY TRANSITIONAL FIN	110,000	140,213	3,065	143,277
646139X83	5,828,609	NEW JERSEY ST TPK AUTH TPK REV	120,000	176,517	2,841	179,358
646139X83	5,828,610	NEW JERSEY ST TPK AUTH TPK REV	130,000	191,155	3,078	194,232
88283LHU3	5,828,611	TEXAS TRANSN COMMN ST HWY FD REV	350,000	428,979	1,510	430,489
45506DWT8	5,828,750	INDIANA ST FIN AUTH REV	110,000	110,000	1,033	111,033
59259NZH9	5,828,751	METROPOLITAN TRANSN AUTH N Y DEDIC	230,000	353,365	7,780	361,146
955116BG2	5,828,752	W PALM BEACH FL	100,000	100,000	218	100,218
57584XPQ8	5,829,003	MASSACHUSETTS ST DEV FIN AGY R	210,000	210,000	696	210,696
270618DZ1	5,829,185	EAST BATON ROUGE LA SEW COMMN	350,000	368,439	3,500	371,939
592643AA8	5,832,088	METROPOLITAN WASH D C ARPTS AUTH D	250,000	380,302	1,555	381,856
80168QEA6	5,832,233	SANTA CLARA VY CALIF WTR DIST	180,000	190,206	3,266	193,471
48305QAA1	5,832,865	KAISER FOUNDATION HOSPITALS	100,000	104,787	292	105,079
23542JBN4	5,833,140	DALLAS TEX WTRWKS & SWR SYS RE	350,000	350,000	755	350,755
675553AA9	5,836,876	OCHSNER CLINIC FOUNDATION	70,000	89,029	1,903	90,933
88213AGE9	5,836,877	TEXAS A & M UNIV REV	350,000	350,000	4,532	354,532
837151RW1	5,843,044	SOUTH CAROLINA ST PUB SVCS AUT	350,000	350,000	3,483	353,483
812643GE8	5,843,683	SEATTLE WASH MUN LT & PWR REV	250,000	313,984	3,594	317,578
837151RW1	5,843,684	SOUTH CAROLINA ST PUB SVCS AUT	170,000	171,453	1,692	173,144
914460FT2	5,843,685	UNIVERSITY MINN	310,000	375,061	3,850	378,911
646139X83	5,843,783	NEW JERSEY ST TPK AUTH TPK REV	100,000	152,206	2,367	154,573
896516AA9	5,843,784	TRINITY HEALTH CORP	70,000	79,964	1,203	81,167
914440LJ9	5,843,785	UNIVERSITY MASS BLDG AUTH PROJ REV	460,000	613,716	12,535	626,251
47770VAY6	5,845,313	JOBSOHIO BEVERAGE SYS OHIO STA	710,000	795,445	9,431	804,876
64971WJ68	5,845,590	NEW YORK N Y CITY TRANSITIONAL	980,000	969,580	10,535	980,115
67756A2N1	5,848,335	OHIO ST HIGHER EDL FAC COMMN R	70,000	73,836	858	74,695
67756A2P6	5,848,336	OHIO ST HIGHER EDL FAC COMMN R	70,000	75,113	898	76,011
60534WBL1	5,848,494	MISSISSIPPI DEV BK SPL OBLIG	350,000	350,000	1,887	351,887

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
60534WBM9	5,848,495	MISSISSIPPI DEV BK SPL OBLIG	350,000	350,000	2,062	352,062
46613PXS0	5,848,612	JEA FLA WTR & SWR SYS REV	160,000	211,958	828	212,786
685869EJ4	5,848,613	OREGON HEALTH SCIENCES UNIV RE	70,000	84,790	1,167	85,956
889184AA5	5,848,614	TOLEDO HOSPITAL	90,000	112,121	2,068	114,188
59259YGE3	5,851,561	METROPOLITAN TRANSN AUTH N Y REV F	440,000	589,696	13,663	603,359
88283LHU3	5,851,562	TEXAS TRANSN COMMN ST HWY FD REV	90,000	112,292	388	112,680
880541XZ5	5,851,776	TENNESSEE ST	180,000	180,000	975	180,975
880541YA9	5,851,777	TENNESSEE ST	190,000	190,000	1,076	191,076
73358WAJ3	5,852,592	PORT AUTH N Y & N J	140,000	185,178	3,523	188,701
14916RAF1	5,863,415	CATHOLIC HEALTH INITIATIVES	1,000,000	1,068,051	10,500	1,078,551
977100AC0	5,863,418	WISCONSIN ST GEN FD ANNUAL APPROPR	110,000	129,600	3,135	132,735
59333PV54	5,865,111	MIAMI-DADE CNTY FLA AVIATION R	200,000	202,846	451	203,297
913366JF8	5,865,112	UNIV CALIF REGTS MED CTR POOLE	70,000	70,000	1,062	71,062
69848AAA6	5,865,295	PANHANDLE TEX ECONOMIC DEV COR	360,000	360,000	4,224	364,224
70917RB53	5,865,296	PENNSYLVANIA ST HIGHER EDL FAC	350,000	434,381	1,791	436,172
914886AB2	5,865,297	UNIVERSITY OF SOUTHERN CALIFORNIA	700,000	700,000	1,766	701,766
93730PAJ5	5,866,814	WASHINGTON BIOMEDICAL RESH FACS 3	420,000	546,077	8,982	555,059
438701F82	5,867,482	HONOLULU HAWAII CITY & CNTY WA	70,000	70,000	607	70,607
4424355B5	5,869,177	HOUSTON TEX UTIL SYS REV	80,000	89,373	1,412	90,785
592643AA8	5,869,178	METROPOLITAN WASH D C ARPTS AUTH D	350,000	549,039	2,176	551,215
646066ZA1	5,871,007	NEW JERSEY ST EDL FACS AUTH RE	310,000	310,000	3,326	313,326
646066ZB9	5,871,008	NEW JERSEY ST EDL FACS AUTH RE	350,000	350,000	3,872	353,872
74052BAA5	5,871,352	PREMIER HEALTH PARTNERS	430,000	430,000	5,772	435,772
42219UBQ4	5,874,995	HEALTH CARE AUTH FOR BAPTIST H	370,000	446,743	9,384	456,127
64966HTX8	5,881,071	NEW YORK N Y	70,000	93,392	1,746	95,137
04351LAB6	5,882,893	ASCENSION HEALTH ALLIANCE	350,000	385,957	6,367	392,324
64985HWX1	5,882,894	NEW YORK ST ENVIRONMENTAL FACS	70,000	70,655	550	71,205
927793TC3	5,882,895	VIRGINIA COMWLTH TRANSN BRD TRANSN	150,000	191,214	3,700	194,915
9151375T6	5,882,953	UNIVERSITY TEX UNIV REVS	70,000	82,613	686	83,299
675553AA9	5,883,586	OCHSNER CLINIC FOUNDATION	630,000	810,749	17,131	827,880
59333PW46	5,883,706	MIAMI-DADE CNTY FLA AVIATION R	180,000	180,622	533	181,156
783186NH8	5,883,707	RUTGERS ST UNIV N J	80,000	99,977	2,266	102,243
667274AA2	5,891,083	NORTHWELL HEALTHCARE INC	500,000	500,000	9,948	509,948
345102LT2	5,902,456	FOOTHILL-DE ANZA CALIF CMNTY C	490,000	485,762	3,948	489,711

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
4386705Y3	5,902,457	HONOLULU HAWAII CITY & CNTY	100,000	100,000	210	100,210
914072J87	5,902,458	UNIVERSITY ARK UNIV REV	140,000	140,000	486	140,486
167593AN2	5,903,378	CHICAGO ILL O HARE INTL ARPT REV	80,000	111,610	1,705	113,315
740816AM5	5,903,379	PRESIDENT AND FELLOWS OF HARVARD C	460,000	459,230	4,267	463,496
485424NF8	5,903,872	KANSAS ST DEPT TRANSN HWY REV	40,000	47,319	306	47,626
646066ZA1	5,903,873	NEW JERSEY ST EDL FACS AUTH RE	80,000	79,661	858	80,519
646066ZB9	5,903,874	NEW JERSEY ST EDL FACS AUTH RE	90,000	89,593	996	90,589
345102LT2	5,904,206	FOOTHILL-DE ANZA CALIF CMNTY C	140,000	138,771	1,128	139,899
646139X83	5,904,207	NEW JERSEY ST TPK AUTH TPK REV	240,000	353,604	5,682	359,285
15504RET2	5,904,508	CENTRAL PUGET SOUND REGL AUTH	90,000	118,629	2,471	121,100
462590LF5	5,906,703	IOWA STUDENT LN LIQUIDITY CORP	540,000	540,000	7,369	547,369
63968AL78	5,906,704	NEBRASKA PUB PWR DIST REV	70,000	70,000	619	70,619
683042AJ4	5,906,705	ONTARIO CALIF INTL ARPT AUTH R	300,000	300,000	4,009	304,009
57429LAM8	5,910,740	MARYLAND ST TRANSN AUTH LTD	50,000	62,842	1,108	63,950
592041XT9	5,910,741	MET GOVT NASHVILLE & DAVIDSON	210,000	210,000	515	210,515
592041XU6	5,910,742	MET GOVT NASHVILLE & DAVIDSON	120,000	120,000	299	120,299
64966LM73	5,910,743	NEW YORK N Y	420,000	444,476	6,563	451,038
66285WFT8	5,910,744	NORTH TEX TWY AUTH REV	600,000	788,429	12,615	801,044
89602NVM3	5,917,356	TRIBOROUGH BRDG & TUNL AUTH N Y RE	500,000	626,056	12,796	638,852
64990CJT9	5,917,726	NEW YORK ST DORM AUTH REVS NON	160,000	160,000	1,611	161,611
64990CJU6	5,917,853	NEW YORK ST DORM AUTH REVS NON	170,000	170,000	1,796	171,796
478111AC1	5,917,962	JOHNS HOPKINS HEALTH SYSTEM CORP	90,000	90,000	1,592	91,592
86657MBK1	5,917,963	SUMTER LANDING CMNTY DEV DIST	350,000	350,000	1,217	351,217
78349AAA1	5,918,752	RWJ BARNABAS HEALTH INC	700,000	700,000	6,893	706,893
928077JZ0	5,920,142	VIRGINIA PORT AUTH PORT FAC RE	210,000	207,024	2,446	209,470
928077KA3	5,920,143	VIRGINIA PORT AUTH PORT FAC RE	280,000	275,775	3,354	279,129
928077KB1	5,920,144	VIRGINIA PORT AUTH PORT FAC RE	150,000	147,607	1,847	149,454
93730PAJ5	5,922,143	WASHINGTON BIOMEDICAL RESH FACS 3	170,000	212,368	3,636	216,003
927793TC3	5,923,017	VIRGINIA COMWLTH TRANSN BRD TRANSN	1,360,000	1,625,100	33,550	1,658,650
6055805X3	5,926,638	MISSISSIPPI ST	270,000	322,598	7,081	329,679
235241LW4	5,933,133	DALLAS TX AREA RAPID TRAN	220,000	253,241	4,604	257,844

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
69848AAA6	5,933,134	PANHANDLE TEX ECONOMIC DEV COR	320,000	303,718	3,755	307,472
235241LW4	5,933,368	DALLAS TX AREA RAPID TRAN	10,000	11,566	209	11,775
882723B81	5,933,369	TEXAS ST	700,000	719,957	2,239	722,196
977100DR4	5,933,451	WISCONSIN ST GEN FD ANNUAL APP	350,000	320,170	5,765	325,934
04048RDS2	5,933,536	ARIZONA BRD REGENTS ARIZ ST UNIV S	100,000	121,169	2,068	123,237
59333PW20	5,934,435	MIAMI-DADE CNTY FLA AVIATION R	310,000	289,087	996	290,083
837151FV6	5,934,528	SOUTH CAROLINA ST PUB SVCS AUT	210,000	225,889	3,982	229,871
575579WX1	5,934,774	MASSACHUSETTS BAY TRANSN AUTH MASS	380,000	454,122	7,307	461,429
60636AMR1	5,935,679	MISSOURI ST HEALTH & EDL FACS	1,050,000	1,015,776	10,731	1,026,507
914805FD3	5,954,183	UNIVERSITY PITTSBURGH PA HIGHE	210,000	210,000	933	210,933
882722KF7	5,955,204	TEXAS ST	350,000	447,614	1,609	449,224
646139W35	5,955,387	NJ ST TPK AUTH	290,000	421,202	7,167	428,369
64966HTX8	5,955,388	NEW YORK N Y	110,000	137,407	2,743	140,150
64971M5L2	5,955,389	NEW YORK N Y CITY TRANSITIONAL FIN	140,000	170,858	3,900	174,759
837151NP0	5,955,390	SOUTH CAROLINA ST PUB SVCS AUT	530,000	549,655	10,534	560,189
977100EL6	5,955,796	WISCONSIN ST GEN FD ANNUAL APP	350,000	350,000	6,920	356,920
45528S5S1	5,955,955	INDIANAPOLIS IND LOC PUB IMPT BD B	170,000	218,557	3,061	221,618
696624AX3	5,958,028	PALM DESERT CALIF REDEV AGY SU	140,000	138,252	365	138,617
79730WBM1	5,958,141	SAN DIEGO CALIF REDEV AGY SUCC	70,000	69,045	350	69,395
977100EL6	5,958,142	WISCONSIN ST GEN FD ANNUAL APP	350,000	349,849	6,920	356,768
977100EL6	5,958,143	WISCONSIN ST GEN FD ANNUAL APP	70,000	69,978	1,384	71,362
29270CL37	5,958,665	ENERGY NORTHWEST WASH ELEC REV	50,000	50,166	469	50,635
73474TAD2	5,958,666	PORT MORROW ORE TRANSMISSION F	70,000	72,286	411	72,697
43232BBU8	5,958,852	HILLSBOROUGH CNTY FLA FOURTH C	320,000	320,000	1,133	321,133
438670WP2	5,958,853	HONOLULU HAWAII CITY & CNTY	370,000	449,533	8,661	458,194
977100EL6	5,958,854	WISCONSIN ST GEN FD ANNUAL APP	140,000	140,882	2,768	143,650
977100EL6	5,958,855	WISCONSIN ST GEN FD ANNUAL APP	280,000	281,591	5,536	287,127
249218AK4	5,962,088	DENVER COLO PUB SCHS CTFS PARTN	350,000	460,833	9,278	470,111
73358WAJ3	5,962,310	PORT AUTH N Y & N J	290,000	350,986	7,298	358,284
45528S5S1	5,962,695	INDIANAPOLIS IND LOC PUB IMPT BD B	350,000	440,327	6,303	446,630
25477GER2	5,962,853	DISTRICT COLUMBIA INCOME TAX REV	390,000	439,802	8,119	447,920

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
254845GQ7	5,962,854	DISTRICT COLUMBIA WTR & SWR AUTH P	320,000	387,161	1,473	388,634
254845GQ7	5,968,585	DISTRICT COLUMBIA WTR & SWR AUTH P	40,000	48,097	184	48,281
8371477D3	5,968,803	SOUTH CAROLINA ST PUB SVC AUTH REV	180,000	205,272	3,444	208,716
89602NVM3	5,968,997	TRIBOROUGH BRDG & TUNL AUTH N Y RE	150,000	178,318	3,839	182,157
02765UCY8	5,970,003	AMERICAN MUN PWR OHIO INC	350,000	434,153	4,765	438,918
86657MBK1	5,973,433	SUMTER LANDING CMNTY DEV DIST	320,000	315,129	1,113	316,241
010604DF0	5,973,774	ALABAMA ST PORT AUTH DOCKS FAC	310,000	310,000	1,220	311,220
86657MBK1	5,973,775	SUMTER LANDING CMNTY DEV DIST	250,000	247,865	869	248,735
010604DF0	5,974,056	ALABAMA ST PORT AUTH DOCKS FAC	240,000	243,655	944	244,600
86657MBK1	5,983,526	SUMTER LANDING CMNTY DEV DIST	110,000	107,450	382	107,832
68607DNL5	5,983,595	OREGON ST DEPT TRANSN HWY USER TAX	180,000	224,536	4,842	229,378
02765UCY8	5,984,784	AMERICAN MUN PWR OHIO INC	350,000	433,510	4,765	438,275
73358WCX0	5,988,672	PORT AUTH N Y & N J	160,000	195,247	4,518	199,765
73358WCX0	5,988,786	PORT AUTH N Y & N J	350,000	432,057	9,882	441,939
955116BP2	5,992,235	W PALM BEACH FL	600,000	589,298	1,999	591,297
60636WNU5	6,004,051	MISSOURI ST HWY & TRANSN COMMN	350,000	414,747	9,529	424,276
64966HTX8	6,004,052	NEW YORK N Y	180,000	221,481	4,489	225,970
917565LB7	6,004,989	UTAH TRAN AUTH SALES TAX REV	250,000	317,340	5,607	322,947
478111AC1	6,007,662	JOHNS HOPKINS HEALTH SYSTEM CORP	350,000	346,199	6,192	352,391
25477GCY9	6,007,899	DISTRICT COLUMBIA INCOME TAX	340,000	418,541	7,921	426,461
60636WNU5	6,018,455	MISSOURI ST HWY & TRANSN COMMN	140,000	166,092	3,812	169,903
42219UBQ4	6,019,748	HEALTH CARE AUTH FOR BAPTIST H	350,000	372,686	8,876	381,562
592643CF5	6,022,854	METROPOLITAN WASH D C ARPTS AU	90,000	132,511	560	133,070
592643CF5	6,022,855	METROPOLITAN WASH D C ARPTS AU	140,000	206,542	871	207,413
48305QAC7	6,023,497	KAISER FOUNDATION HOSPITALS	350,000	351,099	5,513	356,611
70213HAC2	6,023,863	PARTNERS HEALTHCARE SYSTEM INC	140,000	135,394	1,921	137,315
44420RAA8	6,026,953	HUDSON YDS INFRASTRUCTURE CORP	700,000	703,105	5,726	708,831
235417AA0	6,034,809	DALLAS TEX CONVENTION CTR HOTEL DE	270,000	356,933	6,379	363,312
13034PZW0	6,038,818	CALIFORNIA HSG FIN AGY REV	730,000	730,000	6,672	736,672
254010AE1	6,042,566	DIGNITY HEALTH	350,000	367,203	9,217	376,421
13034PZW0	6,050,016	CALIFORNIA HSG FIN AGY REV	350,000	351,548	3,199	354,747
41978CAS4	6,051,827	HAWAII ST ARPTS SYS CUSTOMER F	700,000	700,000	9,669	709,669
130179KK9	6,055,057	CALIFORNIA EDL FACS AUTH REV	455,000	455,000	1,454	456,454

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
735389ZE1	6,059,739	PORT SEATTLE WASH REV	530,000	530,000	9,951	539,951
899647RM5	6,064,027	TULSA OKLA ARPTS IMPT TR GENL	125,000	125,000	1,823	126,823
899647RP8	6,064,028	TULSA OKLA ARPTS IMPT TR GENL	75,000	75,000	1,156	76,156
899647RQ6	6,064,029	TULSA OKLA ARPTS IMPT TR GENL	70,000	70,000	1,094	71,094
899647RR4	6,064,030	TULSA OKLA ARPTS IMPT TR GENL	90,000	90,000	1,425	91,425
899647RM5	6,064,443	TULSA OKLA ARPTS IMPT TR GENL	40,000	40,482	583	41,066
899647RN3	6,064,444	TULSA OKLA ARPTS IMPT TR GENL	75,000	75,970	1,125	77,095
899647RP8	6,064,445	TULSA OKLA ARPTS IMPT TR GENL	50,000	50,663	771	51,434
899647RQ6	6,064,446	TULSA OKLA ARPTS IMPT TR GENL	90,000	91,121	1,406	92,528
899647RT0	6,064,447	TULSA OKLA ARPTS IMPT TR GENL	350,000	355,768	5,800	361,568
001306AB5	6,066,006	AHS HOSP CORP	178,000	211,737	2,981	214,718
899647RT0	6,066,007	TULSA OKLA ARPTS IMPT TR GENL	20,000	20,296	331	20,627
899647RN3	6,074,091	TULSA OKLA ARPTS IMPT TR GENL	40,000	40,637	600	41,237
899647RQ6	6,074,092	TULSA OKLA ARPTS IMPT TR GENL	40,000	40,632	625	41,257
64578JAU0	6,076,499	NEW JERSEY ECONOMIC DEV AUTH M	70,000	70,000	1,513	71,513
64578JAW6	6,076,500	NEW JERSEY ECONOMIC DEV AUTH M	70,000	70,000	1,633	71,633
79039MAY6	6,079,824	ST JOHNS CNTY FLA INDL DEV AUT	210,000	210,000	2,217	212,217
85258PAB0	6,080,553	ST JOSEPHS HSP & MED CTR	400,000	407,112	6,112	413,224
85258PAB0	6,084,255	ST JOSEPHS HSP & MED CTR	20,000	20,429	306	20,735
93978HSU0	6,094,641	WASHINGTON ST HEALTH CARE FACS	420,000	420,000	3,724	423,724
047681QT1	6,107,421	ATLANTA & FULTON CNTY GA REC A	310,000	310,000	4,899	314,899
451443ZR9	6,110,096	IDAHO ST BLDG AUTH BLDG REV	70,000	70,000	442	70,442
10103DAB2	6,111,455	BOSTON MEDICAL CENTER CORP	140,000	140,000	1,993	141,993
85258PAB0	6,115,804	ST JOSEPHS HSP & MED CTR	150,000	155,697	2,292	157,989
184691A#0	5,246,222	CLEARBRIDGE AMERICAN ENERGY MLP FU	—	—	4,288	4,288
184691A@2	5,246,224	CLEARBRIDGE AMERICAN ENERGY MLP FU	—	—	7,088	7,088
31419AL62	4,481,049	FNMA 15YR	154,247	165,179	527	165,707
90265EAH3	5,223,075	UDR INC	1,000,000	999,931	3,083	1,003,014
38377TDN8	5,249,612	GNMA_11-13	343,451	371,212	1,057	372,269
3128PSGU5	4,263,645	FGOLD 15YR	68,135	71,953	230	72,183
92553PAT9	5,197,448	VIACOM INC	1,000,000	993,971	7,083	1,001,055
296464AA8	4,366,725	ESKOM HOLDINGS LTD	55,000	54,867	835	55,701
296464AA8	4,373,410	ESKOM HOLDINGS LTD	200,000	199,584	3,035	202,619
406216BD2	5,204,865	HALLIBURTON CO	1,000,000	993,650	8,750	1,002,400

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
55616XAK3	5,216,845	MACYS RETAIL HOLDINGS INC	1,000,000	995,961	7,292	1,003,252
62856RAB1	5,399,832	MYRIAD INTERNATIONAL HLDG BV	200,000	207,536	3,433	210,969
78409VAJ3	5,679,650	S&P GLOBAL INC	1,000,000	999,434	7,058	1,006,492
023135AM8	5,540,241	AMAZON.COM INC	1,000,000	997,982	13,383	1,011,365
772739AP3	4,883,371	ROCK-TENN CO	30,000	29,931	175	30,106
EI8600344	5,002,551	NAMIBIA REPUBLIC OF (GOVERNMENT)	210,000	221,562	5,711	227,273
22025YAM2	5,052,594	CORRECTIONS CORP OF AMERICA	20,000	20,000	69	20,069
22025YAM2	5,052,595	CORRECTIONS CORP OF AMERICA	20,000	20,059	69	20,128
38869PAK0	5,056,304	GRAPHIC PACKAGING INTERNATIONAL IN	20,000	20,127	42	20,169
37045VAD2	5,224,423	GENERAL MOTORS CO	80,000	80,000	226	80,226
89469AAB0	5,359,269	TREEHOUSE FOODS INC	35,000	35,000	218	35,218
12527GAB9	5,557,615	CF INDUSTRIES INC	15,000	15,884	534	16,419
458140AT7	5,665,937	INTEL CORP	2,500,000	2,498,135	31,306	2,529,441
30711XJX3	6,122,580	CAS_17-C03	509,000	542,239	415	542,655
30711XNX8	6,122,589	CAS_17-C05	123,000	125,589	84	125,673
30711XNX8	6,122,779	CAS_17-C05	250,000	255,491	171	255,662
30711XJX3	6,135,786	CAS_17-C03	152,000	162,111	124	162,235
4424355B5	5,580,636	HOUSTON TEX UTIL SYS REV	330,000	350,016	5,825	355,841
68607LXQ5	5,580,637	OREGON ST	30,000	35,557	737	36,293
68607VJ97	5,580,638	OREGON ST DEPT ADMINISTRATIVE	65,000	65,404	132	65,536
68607VK20	5,580,639	OREGON ST DEPT ADMINISTRATIVE	60,000	60,449	132	60,581
68607VK38	5,580,640	OREGON ST DEPT ADMINISTRATIVE	30,000	30,195	68	30,263
88283LHU3	5,588,349	TEXAS TRANSN COMMN ST HWY FD REV	155,000	181,260	669	181,929
64966JAN6	5,614,411	NEW YORK N Y	330,000	369,970	7,545	377,515
76222RHN5	5,662,018	RHODE ISLAND ST & PROVIDENCE PLANT	60,000	62,299	233	62,532
76222RHP0	5,662,019	RHODE ISLAND ST & PROVIDENCE PLANT	65,000	67,732	263	67,995
76222RHQ8	5,662,020	RHODE ISLAND ST & PROVIDENCE PLANT	85,000	88,810	355	89,165
235308RA3	5,678,938	DALLAS TEX INDPT SCH DIST	240,000	263,368	3,268	266,636
033177XU5	5,682,695	ANCHORAGE ALASKA ELEC UTIL REV	60,000	63,367	1,590	64,957
11502RAB6	5,682,697	BROWARD CNTY FLA HALF-CENT SALES T	190,000	205,573	983	206,556
088281BG4	5,691,838	BEXAR CNTY TEX	315,000	328,087	7,887	335,975
79642BLT8	5,692,870	SAN ANTONIO TEX WTR REV	300,000	320,580	8,604	329,185
341507ZP9	5,693,446	FLORIDA ST BRD ED LOTTERY REV	120,000	125,343	2,634	127,977
235241LT1	5,693,788	DALLAS TX AREA RAPID TRAN	300,000	310,959	7,811	318,770
977100AC0	5,700,777	WISCONSIN ST GEN FD ANNUAL APPROPR	190,000	213,764	5,415	219,179
4424355B5	5,708,634	HOUSTON TEX UTIL SYS REV	65,000	67,539	1,147	68,686
574218A94	5,708,852	MARYLAND ST HEALTH & HIGHER ED	30,000	30,000	231	30,231

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
574218B36	5,708,853	MARYLAND ST HEALTH & HIGHER ED	30,000	30,000	267	30,267
68607LXQ5	5,736,010	OREGON ST	30,000	34,955	737	35,692
718814ZZ2	5,738,281	PHOENIX AZ SERIES A	150,000	174,213	2,635	176,848
68607LXQ5	5,813,818	OREGON ST	190,000	236,801	4,665	241,466
88283LHU3	5,828,572	TEXAS TRANSN COMMN ST HWY FD REV	100,000	122,565	432	122,997
955116BG2	5,828,731	W PALM BEACH FL	30,000	30,000	66	30,066
48305QAA1	5,832,855	KAISER FOUNDATION HOSPITALS	30,000	31,436	88	31,524
23542JBN4	5,833,118	DALLAS TEX WTRWKS & SWR SYS RE	100,000	100,000	216	100,216
837151RW1	5,843,039	SOUTH CAROLINA ST PUB SVCS AUT	100,000	100,000	995	100,995
812643GE8	5,843,658	SEATTLE WASH MUN LT & PWR REV	70,000	87,915	1,006	88,922
837151RW1	5,843,659	SOUTH CAROLINA ST PUB SVCS AUT	50,000	50,427	498	50,925
47770VAY6	5,845,300	JOBSOHIO BEVERAGE SYS OHIO STA	200,000	224,069	2,657	226,726
64971WJ68	5,845,585	NEW YORK N Y CITY TRANSITIONAL	280,000	277,023	3,010	280,033
67756A2N1	5,848,324	OHIO ST HIGHER EDL FAC COMMN R	20,000	21,096	245	21,341
67756A2P6	5,848,325	OHIO ST HIGHER EDL FAC COMMN R	20,000	21,461	257	21,717
60534WBL1	5,848,480	MISSISSIPPI DEV BK SPL OBLIG	100,000	100,000	539	100,539
60534WBM9	5,848,481	MISSISSIPPI DEV BK SPL OBLIG	100,000	100,000	589	100,589
88283LHU3	5,851,552	TEXAS TRANSN COMMN ST HWY FD REV	30,000	37,431	129	37,560
880541XZ5	5,851,756	TENNESSEE ST	50,000	50,000	271	50,271
880541YA9	5,851,757	TENNESSEE ST	60,000	60,000	340	60,340
59333PV54	5,865,100	MIAMI-DADE CNTY FLA AVIATION R	60,000	60,854	135	60,989
438701F82	5,867,463	HONOLULU HAWAII CITY & CNTY WA	20,000	20,000	173	20,173
4424355B5	5,869,168	HOUSTON TEX UTIL SYS REV	20,000	22,343	353	22,696
64985HWX1	5,882,878	NEW YORK ST ENVIRONMENTAL FACS	20,000	20,187	157	20,344
4386705Y3	5,902,435	HONOLULU HAWAII CITY & CNTY	30,000	30,000	63	30,063
63968AL78	5,906,677	NEBRASKA PUB PWR DIST REV	20,000	20,000	177	20,177
29270CL37	5,958,646	ENERGY NORTHWEST WASH ELEC REV	10,000	10,033	94	10,127
79642BLT8	5,692,872	SAN ANTONIO TEX WTR REV	1,000,000	1,068,601	28,681	1,097,283
341507ZP9	5,693,447	FLORIDA ST BRD ED LOTTERY REV	400,000	417,811	8,779	426,589
235241LT1	5,693,790	DALLAS TX AREA RAPID TRAN	1,000,000	1,036,529	26,038	1,062,567
977100AC0	5,700,780	WISCONSIN ST GEN FD ANNUAL APPROPR	640,000	720,046	18,240	738,286
4424355B5	5,708,637	HOUSTON TEX UTIL SYS REV	220,000	228,593	3,883	232,476
574218A94	5,708,856	MARYLAND ST HEALTH & HIGHER ED	100,000	100,000	769	100,769
574218B36	5,708,857	MARYLAND ST HEALTH & HIGHER ED	100,000	100,000	890	100,890

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
68607LXQ5	5,813,820	OREGON ST	290,000	361,433	7,120	368,553
88283LHU3	5,828,575	TEXAS TRANSN COMMN ST HWY FD REV	150,000	183,848	647	184,495
955116BG2	5,828,734	W PALM BEACH FL	40,000	40,000	87	40,087
23542JBN4	5,833,120	DALLAS TEX WTRWKS & SWR SYS RE	150,000	150,000	324	150,324
837151RW1	5,843,040	SOUTH CAROLINA ST PUB SVCS AUT	150,000	150,000	1,493	151,493
812643GE8	5,843,661	SEATTLE WASH MUN LT & PWR REV	110,000	138,153	1,581	139,734
837151RW1	5,843,662	SOUTH CAROLINA ST PUB SVCS AUT	70,000	70,598	697	71,295
47770VAY6	5,845,301	JOBSOHIO BEVERAGE SYS OHIO STA	300,000	336,104	3,985	340,089
64971WJ68	5,845,586	NEW YORK N Y CITY TRANSITIONAL	420,000	415,534	4,515	420,049
67756A2N1	5,848,326	OHIO ST HIGHER EDL FAC COMMN R	30,000	31,644	368	32,012
67756A2P6	5,848,327	OHIO ST HIGHER EDL FAC COMMN R	30,000	32,191	385	32,576
60534WBL1	5,848,482	MISSISSIPPI DEV BK SPL OBLIG	150,000	150,000	809	150,809
60534WBM9	5,848,483	MISSISSIPPI DEV BK SPL OBLIG	150,000	150,000	884	150,884
88283LHU3	5,851,554	TEXAS TRANSN COMMN ST HWY FD REV	40,000	49,908	173	50,080
880541XZ5	5,851,758	TENNESSEE ST	80,000	80,000	433	80,433
880541YA9	5,851,759	TENNESSEE ST	80,000	80,000	453	80,453
977100AC0	5,863,383	WISCONSIN ST GEN FD ANNUAL APPROPR	50,000	58,909	1,425	60,334
29270CL37	5,958,648	ENERGY NORTHWEST WASH ELEC REV	20,000	20,066	188	20,254
296464AA8	4,366,749	ESKOM HOLDINGS LTD	1,390,000	1,386,637	21,091	1,407,728
296464AA8	4,373,419	ESKOM HOLDINGS LTD	600,000	598,753	9,104	607,858
681919AZ9	4,754,748	OMNICOM GROUP INC	7,500,000	7,485,628	135,938	7,621,566
836205AQ7	4,798,656	SOUTH AFRICA REPUBLIC OF (GOVERNM	1,550,000	1,609,518	20,889	1,630,407
279158AB5	4,823,090	ECOPETROL SA	4,000,000	4,202,926	83,028	4,285,954
87973PAC8	4,830,110	TEMASEK FINANCIAL I LTD	10,000,000	9,959,645	64,653	10,024,298
EI8600344	5,002,561	NAMIBIA REPUBLIC OF (GOVERNMENT)	1,890,000	1,994,061	51,398	2,045,459
22025YAM2	5,052,599	CORRECTIONS CORP OF AMERICA	305,000	305,000	1,048	306,048
22025YAM2	5,052,600	CORRECTIONS CORP OF AMERICA	300,000	300,882	1,031	301,914
38869PAK0	5,056,310	GRAPHIC PACKAGING INTERNATIONAL IN	305,000	306,934	644	307,578
22025YAM2	5,099,242	CORRECTIONS CORP OF AMERICA	2,000,000	2,015,387	6,875	2,022,262
38869PAK0	5,099,541	GRAPHIC PACKAGING INTERNATIONAL IN	2,000,000	2,023,378	4,222	2,027,600
717081DE0	5,129,903	PFIZER INC	27,000,000	26,946,562	438,600	27,385,162
002824BL3	5,147,384	ABBOTT LABORATORIES	2,000,000	1,979,658	2,889	1,982,547
437076AS1	5,200,236	HOME DEPOT INC	5,000,000	5,538,467	110,156	5,648,623
110122AX6	5,303,567	BRISTOL-MYERS SQUIBB CO	20,000,000	19,188,542	150,000	19,338,542
665772CJ6	5,303,891	NORTHERN STATES POWER COMPANY (MIN	6,500,000	5,377,839	46,656	5,424,495

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
911312AR7	5,303,895	UNITED PARCEL SERVICE INC	815,000	708,243	2,462	710,705
89469AAB0	5,359,272	TREEHOUSE FOODS INC	675,000	675,000	4,205	679,205
62856RAB1	5,399,833	MYRIAD INTERNATIONAL HLDG BV	1,400,000	1,452,752	24,033	1,476,785
478165AH6	5,709,298	SC JOHNSON & SON INC	500,000	499,071	1,056	500,127
478165AH6	5,709,299	SC JOHNSON & SON INC	600,000	610,655	1,267	611,921
651229AS5	5,709,441	NEWELL RUBBERMAID INC	1,000,000	997,551	19,500	1,017,051
775109BE0	5,736,017	ROGERS COMMUNICATIONS INC	11,750,000	11,680,357	160,910	11,841,267
92826CAE2	5,737,737	VISA INC	19,000,000	18,976,417	300,068	19,276,485
3136AQ5J5	5,766,896	FNA_16-M2	1,049,998	1,070,518	3,045	1,073,563
904311AA5	5,828,735	UNDER ARMOUR INC	10,000,000	9,964,656	122,778	10,087,434
25466AAJ0	5,848,328	DISCOVER BANK	5,000,000	4,995,380	45,042	5,040,421
605417BZ6	5,919,352	MISSISSIPPI POWER COMPANY	6,000,000	5,289,236	32,583	5,321,819
605417BZ6	5,969,800	MISSISSIPPI POWER COMPANY	440,000	389,540	2,389	391,930
191229AB9	6,077,152	COCA-COLA ICECEK AS	600,000	600,000	2,951	602,951
30711XJX3	6,122,581	CAS_17-C03	2,460,000	2,620,647	2,008	2,622,654
30711XEP5	6,122,590	CAS_17-C01	1,408,000	1,537,443	1,278	1,538,721
30711XNX8	6,122,594	CAS_17-C05	595,000	607,523	406	607,929
30711XNX8	6,122,595	CAS_17-C05	3,000,000	3,065,962	2,049	3,068,010
30711XNX8	6,122,780	CAS_17-C05	1,100,000	1,124,160	751	1,124,911
30711XNX8	6,122,781	CAS_17-C05	400,000	408,785	273	409,059
30711XJX3	6,124,820	CAS_17-C03	4,000,000	4,251,981	3,265	4,255,245
30711XJX3	6,135,792	CAS_17-C03	2,858,000	3,048,112	2,333	3,050,444
30711XJX3	6,136,445	CAS_17-C03	5,000,000	5,332,311	4,081	5,336,392
032654AH8	5,542,132	ANALOG DEVICES INC	1,000,000	978,702	11,979	990,681
345397XA6	5,557,527	FORD MOTOR CREDIT COMPANY LLC	500,000	500,000	5,007	505,007
89469AAB0	5,679,420	TREEHOUSE FOODS INC	750,000	750,698	4,672	755,370
49446RAN9	5,708,432	KIMCO REALTY CORP	2,000,000	1,990,920	34,000	2,024,920
478165AH6	5,709,300	SC JOHNSON & SON INC	3,500,000	3,493,500	7,389	3,500,889
594918BK9	5,716,652	MICROSOFT CORP	6,000,000	5,984,503	124,600	6,109,103
887317AX3	5,726,066	TIME WARNER INC	500,000	484,721	7,140	491,862
594918BZ6	5,962,838	MICROSOFT CORPORATION	3,000,000	2,993,757	29,042	3,022,799
74333JAG6	6,051,807	PROG_17-SFR1	3,000,000	2,999,032	8,290	3,007,322
89171UCS6	6,075,657	TPMT_15-4	1,968,000	2,036,209	5,740	2,041,949
345397VR1	6,095,164	FORD MOTOR CREDIT CO LLC	200,000	213,157	2,875	216,032
30711XJX3	6,122,582	CAS_17-C03	624,000	664,749	509	665,259
30711XNX8	6,122,599	CAS_17-C05	151,000	154,178	103	154,281
30711XNX8	6,122,782	CAS_17-C05	250,000	255,491	171	255,662
30711XJX3	6,135,799	CAS_17-C03	130,000	138,647	106	138,754
4424355B5	5,580,645	HOUSTON TEX UTIL SYS REV	4,840,000	5,133,563	85,432	5,218,996
68607VK38	5,580,649	OREGON ST DEPT ADMINISTRATIVE	480,000	483,113	1,092	484,205
88283LHU3	5,588,351	TEXAS TRANSN COMMN ST HWY FD REV	2,235,000	2,613,649	9,644	2,623,293
76222RHN5	5,662,023	RHODE ISLAND ST & PROVIDENCE PLANT	880,000	913,722	3,420	917,142

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
76222RHP0	5,662,024	RHODE ISLAND ST & PROVIDENCE PLANT	930,000	969,090	3,769	972,858
76222RHQ8	5,662,025	RHODE ISLAND ST & PROVIDENCE PLANT	1,275,000	1,332,145	5,326	1,337,471
033177XU5	5,682,699	ANCHORAGE ALASKA ELEC UTIL REV	880,000	929,385	23,313	952,698
235241LT1	5,693,796	DALLAS TX AREA RAPID TRAN	3,400,000	3,524,200	88,528	3,612,727
4424355B5	5,708,654	HOUSTON TEX UTIL SYS REV	745,000	774,098	13,150	787,248
574218B36	5,708,861	MARYLAND ST HEALTH & HIGHER ED	340,000	340,000	3,026	343,026
88283LHU3	5,828,583	TEXAS TRANSN COMMN ST HWY FD REV	900,000	1,103,088	3,884	1,106,972
955116BG2	5,828,739	W PALM BEACH FL	250,000	250,000	546	250,546
812643GE8	5,843,668	SEATTLE WASH MUN LT & PWR REV	630,000	791,239	9,056	800,295
67756A2N1	5,848,329	OHIO ST HIGHER EDL FAC COMMN R	180,000	189,864	2,207	192,072
88283LHU3	5,851,556	TEXAS TRANSN COMMN ST HWY FD REV	230,000	286,968	992	287,961
880541XZ5	5,851,762	TENNESSEE ST	440,000	440,000	2,383	442,383
880541YA9	5,851,763	TENNESSEE ST	500,000	500,000	2,833	502,833
59333PV54	5,865,104	MIAMI-DADE CNTY FLA AVIATION R	610,000	618,681	1,375	620,056
438701F82	5,867,468	HONOLULU HAWAII CITY & CNTY WA	210,000	210,000	1,820	211,820
4424355B5	5,869,170	HOUSTON TEX UTIL SYS REV	230,000	256,948	4,060	261,007
718814ZZ2	5,874,474	PHOENIX AZ SERIES A	110,000	137,155	1,932	139,087
64985HWX1	5,882,882	NEW YORK ST ENVIRONMENTAL FACS	210,000	211,964	1,651	213,615
4386705Y3	5,902,439	HONOLULU HAWAII CITY & CNTY	315,000	315,000	661	315,661
63968AL78	5,906,685	NEBRASKA PUB PWR DIST REV	210,000	210,000	1,856	211,856
29270CL37	5,958,650	ENERGY NORTHWEST WASH ELEC REV	10,000	10,033	94	10,127
87165BAC7	6,195,476	SYNCHRONY FINANCIAL	1,000,000	3,996,436	7,917	4,004,353
20,005	20,006	Property R & D LLC	985,831	976,793	5,894	982,688
26,606	26,607	ROCHESTER RESORTS INC	2,721,971	2,759,066	14,416	2,773,482
26,611	26,612	TRIANGLE REAL ESTATE OF GASTONIA, INC.	82,640	109,869	639	110,508
26,688	26,689	B. A. VENTURES, LLC	447,312	509,786	2,880	512,666
26,798	26,799	WINKAL HOLDINGS, L.L.C.	9,186,720	9,208,676	33,441	9,242,117
26,814	26,815	TLG Holdings & Development, Inc.	5,114,801	5,133,049	21,217	5,154,266
26,862	26,863	THORNEBERRY LTD	10,000,352	10,020,412	31,731	10,052,144
27,018	27,019	SGD - Huntington, L.L.C.	1,718,881	1,726,261	7,970	1,734,230
27,160	27,161	Belgrade, L.L.C.	2,637,898	2,648,690	9,160	2,657,851
27,218	27,219	ET MT Limited Partnership	8,252,317	8,268,424	28,250	8,296,675
27,219	27,220	Las Palmas Park Limited Partnership	9,447,339	9,466,450	30,372	9,496,821
27,265	27,266	Second Berkshire Properties, LLC	111,036	151,071	590	151,662
27,266	27,267	Second Berkshire Properties, LLC	88,433	106,869	418	107,287
27,267	27,268	Second Berkshire Properties, LLC	208,438	242,706	949	243,655
27,289	27,290	2101 ECH, LLC	126,021	157,193	668	157,861
27,308	27,309	Casa Fiesta Tempe Limited Partnership	12,018,965	12,043,452	38,138	12,081,589

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
27,309	27,310	Skyway Partners	4,388,904	4,396,217	17,524	4,413,741
27,320	27,321	North Star Trust Company, Trustee	637,675	641,454	2,828	644,282
27,322	27,323	A.J. Palmas Limited Partnership	5,553,405	5,564,720	17,622	5,582,341
27,356	27,357	BFW / Howell Associates, LLC	518,289	581,707	2,758	584,465
27,357	27,358	Dick Road-Blend-All Hotel Development	347,293	389,968	1,809	391,777
27,358	27,359	FBBT Assoc.,Ranger I, LLC, VE Assoc.LLC	167,216	187,763	871	188,634
27,443	27,444	Project 38, LLC	1,492,627	1,543,336	6,587	1,549,923
27,716	27,717	ELK GROVE MEDICAL DENTAL CENTER	534,205	569,109	2,507	571,617
27,730	27,731	WALTER MULLER TRUST	857,577	865,286	3,908	869,195
27,732	27,733	EP GMP II, LP	360,362	372,427	1,645	374,072
27,751	27,752	PAYSON PLAZA SHOPPING CENTER LLC	1,272,141	1,283,824	5,959	1,289,784
27,793	27,794	RT FAIRFOREST BUILDING 6, LLC	461,259	495,634	2,239	497,873
27,798	27,799	PROJECT 101 ASSOCIATES	2,258,555	2,275,651	10,506	2,286,157
27,801	27,802	Lock & Hold Storage LLC	1,022,211	1,031,297	4,899	1,036,195
27,866	27,867	3211 Shawnee Industrial Way, LLC	1,640,071	1,650,228	8,031	1,658,260
27,918	27,919	1415 LOUISIANA, INC.	12,248,866	12,278,325	64,768	12,343,093
27,920	27,921	RIO - PAS INVESTMENTS, INC	1,321,826	1,339,989	6,666	1,346,655
27,926	27,927	B.A. PERIMETER PARTNERSHIP	1,613,681	1,638,993	7,963	1,646,956
27,936	27,937	Lakeway Plaza Partners II	1,774,470	1,781,026	9,395	1,790,421
27,989	27,990	Ten East Partners, LP	996,410	1,016,971	5,441	1,022,412
27,999	28,000	Clover Ridge Apts. LLC	914,238	932,257	4,786	937,043
28,009	28,010	CENTER PARK APARTMENTS, INC.	457,564	467,069	2,363	469,431
28,017	28,018	CAR PASO PARTNERS, L.P.	773,963	789,320	3,828	793,148
28,031	28,032	THF Steamboat Springs Development, LLC	2,872,446	2,883,794	13,986	2,897,780
28,033	28,034	Redondo Beach Blvd.110 Frwy L.A. Partner	3,786,459	3,818,587	17,756	3,836,344
28,097	28,098	THE WONG FAMILY TRUST	52,897	52,840	260	53,100
28,099	28,100	TRICO RENTS, LP	74,518	74,127	350	74,477
28,100	28,101	RONALD H. BLOOM ( BLOOM FAMILY TRUST)	166,786	167,622	851	168,473
28,101	28,102	Southwestern Holdings, LLC ( SunLife )	134,416	135,264	663	135,927
28,104	28,105	425 Broadway RE Holdings, LLC	138,444	142,342	693	143,036
28,117	28,118	Mast Partners, L.P.	85,968	87,420	422	87,841
28,118	28,119	ZARADIETER PARTNERS, LP	139,870	142,181	686	142,867
28,119	28,120	EP PLAZA PARTNERS, LP	101,017	102,686	495	103,182
28,120	28,121	EP SIMANA, LP	267,113	271,527	1,310	272,837
28,121	28,122	KAMS Partners, L.P.	107,817	109,599	529	110,128
28,122	28,123	KAMS Partners, L.P.	101,989	103,675	500	104,175
28,123	28,124	EP DEL MESA PARTNERS, LP	159,296	161,929	781	162,710
28,124	28,125	EP DEL MESA PARTNERS, LP	197,179	200,437	967	201,404
28,125	28,126	RUMANAS, LP	118,501	120,459	581	121,040
28,126	28,127	RUMANAS, LP	126,086	128,215	619	128,833
28,127	28,128	RUMANAS, LP	145,190	147,641	712	148,354

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
28,128	28,129	RUMANAS, LP	153,787	156,383	755	157,138
28,129	28,130	2000 Lee Trevino, L.P.	196,207	199,450	962	200,412
28,306	28,307	BRE RC Las Palmas MP TX, LLC	11,237,333	11,259,785	31,277	11,291,062
28,316	28,317	ROL II LLC	739,524	746,002	3,357	749,359
28,317	28,318	LOR II LLC	359,261	362,408	1,631	364,039
28,318	28,319	Walnut Ridge Finance Corporation	2,517,762	2,529,638	10,751	2,540,389
28,322	28,323	Boynton Gardens Partnership	1,192,772	1,198,300	5,342	1,203,643
28,324	28,325	134 N. LaSalle LLC	2,045,033	2,063,303	7,394	2,070,697
28,332	28,333	Premier Investments, L.L.C.	6,234,905	6,273,624	27,186	6,300,810
28,333	28,334	Regional Park Limited	5,277,582	5,361,412	21,669	5,383,081
28,342	28,343	GGF Huntington, LCC	4,930,419	4,953,386	20,226	4,973,612
28,354	28,355	Springfield-St. Louis LLC	297,950	305,927	1,096	307,023
28,355	28,356	84 & 4th LLC	404,994	415,837	1,490	417,327
28,356	28,357	Kimberly Estates Mobile Home Park LLC	404,051	414,868	1,487	416,355
28,357	28,358	Palm Beach-LeChalet LLC	237,910	244,280	875	245,155
28,358	28,359	Clinton-North LLC	290,087	297,853	1,067	298,921
28,359	28,360	10300 Michigan Ave. LLC	269,553	276,770	992	277,761
28,360	28,361	Schiller Park Investments LLC	381,135	391,339	1,402	392,741
28,361	28,362	Plymouth-Evergreen LLC	135,083	138,699	497	139,196
28,362	28,363	Sterling Heights Investments LLC	145,579	149,477	536	150,013
28,363	28,364	Springfield-St. Louis LLC	308,669	316,933	1,136	318,068
28,364	28,365	Salem-Dayton LLC	322,600	331,237	1,187	332,423
28,365	28,366	Hoover-Gettysburg LLC	279,975	287,471	1,030	288,501
28,366	28,367	Smithville-Dayton LLC	346,746	356,029	1,276	357,305
28,367	28,368	Kettering-Dayton LLC	245,546	252,120	903	253,023
28,368	28,369	Reynolds-Dorr LLC	331,985	340,873	1,221	342,094
28,369	28,370	Dallas-Beckley LLC	337,112	350,348	1,255	351,604
28,370	28,371	Granbury-Texas LLC	333,648	342,581	1,228	343,809
28,371	28,372	Ingram-San Antonio LLC	389,992	400,433	1,435	401,867
28,372	28,373	Prospect-Andrews LLC	271,184	278,445	998	279,442
28,373	28,374	Grand River-Telegraph LLC	247,684	254,315	911	255,226
28,374	28,375	Highland Park Woodward Ave. LLC	243,389	249,905	896	250,800
28,375	28,376	Broadway-Woodville LLC	311,319	319,653	1,145	320,799
28,376	28,377	Land O'Lakes Associates LLC	294,362	302,243	1,083	303,326
28,377	28,378	Deer Capital, LLC	2,918,646	2,926,815	12,805	2,939,619
28,379	28,380	Sippel Enterprises, L.P.	3,253,345	3,279,223	13,636	3,292,859
28,391	28,392	FC Income Properties	6,036,946	6,052,327	31,018	6,083,345
28,393	28,394	MB Longview Triangle, LLC	6,405,663	6,418,995	28,083	6,447,078
28,404	28,405	THF-D Charleston Development LLC	3,544,111	3,550,651	15,623	3,566,274
28,405	28,406	Canyon Center II, Inc.	4,795,465	4,815,835	23,798	4,839,634
28,406	28,407	Brentwood Subsidiary LLC	6,056,038	6,066,803	28,059	6,094,862
28,407	28,408	CSHV Quarry, LLC	10,104,273	10,117,740	43,000	10,160,740
28,409	28,410	The Keys at 17th Street Apartments LLC	5,332,702	5,342,461	23,373	5,365,834
28,410	28,411	DIV Dunham 35, LLC	4,444,614	4,456,950	19,053	4,476,003
28,411	28,412	17 N. State, LLC	2,822,763	2,846,510	10,793	2,857,303

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
28,415	28,416	New Group-Gardena, LLC	5,483,137	5,497,235	25,241	5,522,477
28,419	28,420	Gage Village, LLC	3,485,955	3,513,213	14,931	3,528,144
28,421	28,422	8501 W Sunrise, LLC	3,463,154	3,501,756	13,423	3,515,179
28,422	28,423	GE Walnut Creek, L.P.	4,214,964	4,226,442	18,455	4,244,897
28,438	28,439	Palo Woods LLC	3,035,446	3,060,645	13,110	3,073,755
28,441	28,442	KIR Augusta II, L.P.	2,653,426	2,658,383	11,498	2,669,880
28,480	28,481	SP Real Estate Fund 2, LLC	1,923,921	1,932,368	8,052	1,940,420
28,482	28,483	DPF Shenandoah Square, LLC	3,519,663	3,529,589	14,236	3,543,825
28,483	28,484	Sunshine MZL LLC	6,582,240	6,582,240	22,818	6,605,058
28,484	28,485	Georgetown Shopping Center, LLC	2,703,494	2,708,400	10,834	2,719,234
28,485	28,486	Pearlwood Estates Limited Partnership	3,225,439	3,234,154	13,610	3,247,764
28,489	28,490	Republic Center LLC	6,646,463	6,658,979	27,746	6,686,725
28,490	28,491	Hayden Meadows, A Joint Venture	8,430,687	8,498,902	34,562	8,533,464
28,491	28,492	Harbor Mesa, LLC	2,146,969	2,152,345	10,564	2,162,909
28,495	28,496	VRS Coral Landings II LLC	4,051,703	4,063,856	14,393	4,078,249
28,498	28,499	Eighteen SAC Self-Storage Corporation	10,428,463	10,472,041	47,386	10,519,427
28,501	28,502	Pine Bluffs LLC	6,208,981	6,220,872	24,624	6,245,497
28,506	28,507	FR ABC, LLC	3,525,944	3,532,682	14,278	3,546,960
28,507	28,508	First Industrial, LP	3,077,927	3,083,809	12,464	3,096,273
28,508	28,509	FR 30311 Emerald Valley Parkway, LLC	2,604,913	2,609,891	10,548	2,620,440
28,509	28,510	FR Relizon, LLC	605,840	606,998	2,453	609,451
28,510	28,511	FR 7900 Cochran Road, LLC	1,525,237	1,528,151	6,176	1,534,328
28,513	28,514	First Industrial Investment II, LLC	1,552,837	1,555,805	6,288	1,562,093
28,514	28,515	FR Dallas Houston, LLC	3,881,989	3,889,408	15,720	3,905,128
28,515	28,516	FIRST INDUSTRIAL TEXAS LP	1,490,910	1,493,759	6,037	1,499,796
28,516	28,517	FR Dessau Road, LLC	1,269,649	1,272,076	5,141	1,277,217
28,562	28,563	Metro TCE LLC	1,152,051	1,154,309	4,329	1,158,638
28,716	28,717	General Auto Outlet, L.P.	565,583	569,573	2,088	571,662
28,728	28,729	Valley View Realty Associates, LLC	1,135,904	1,149,584	3,928	1,153,512
28,730	28,731	Emerald Pointe of Hollywood, Inc	1,450,252	1,452,885	5,569	1,458,455
28,741	28,742	Madison Building Associates, LLC	937,584	940,181	3,487	943,667
28,768	28,769	First Industrial, LP	19,355,659	19,394,645	65,134	19,459,778
28,769	28,770	FR HUNT VALLEY, LLC	885,828	887,612	2,981	890,593
28,770	28,771	FIRST INDUSTRIAL TEXAS LP	5,728,726	5,740,264	19,278	5,759,542
28,771	28,772	FR PARK PLAZA, LLC	1,123,563	1,125,826	3,781	1,129,607
28,772	28,773	FR WELSH BINDERY, LLC	920,041	921,894	3,096	924,990
28,773	28,774	FR ABC, LLC	2,452,304	2,457,244	8,252	2,465,496
28,798	28,799	CCAPTS, LLC	3,295,267	3,303,999	12,390	3,316,389
28,799	28,800	COURT INTERNATIONAL LLC	6,673,427	6,687,263	20,898	6,708,160
28,803	28,804	Isram Bayside Bridge, LLC	4,240,488	4,251,725	15,944	4,267,669
28,804	28,805	Isram North Grove, LLC	832,489	834,695	3,130	837,825
28,805	28,806	Isram Western Way, LLC	2,948,397	2,956,210	11,086	2,967,295
28,809	28,810	WINWEST Post L.L.C.	2,129,401	2,133,405	7,751	2,141,156
28,810	28,811	WINWEST Main LLC	1,330,876	1,333,378	4,845	1,338,223
28,811	28,812	WINWEST Central LLC	750,130	751,540	2,731	754,271

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
28,812	28,813	WINWALK Realty, L.L.C.	1,693,842	1,697,027	6,166	1,703,193
28,813	28,814	Agellan Commercial REIT U.S. L.P.	10,540,334	10,564,328	34,246	10,598,574
28,816	28,817	GBMC, LLC	3,971,953	3,982,119	15,763	3,997,882
28,817	28,818	GBRI, LLC	2,647,969	2,654,746	10,508	2,665,254
28,819	28,820	Koar Airport Associates	8,682,203	8,699,028	30,084	8,729,112
28,821	28,822	LARGO LIMITED LIABILITY COMPANY	16,207,203	16,273,942	55,196	16,329,138
28,829	28,830	1111 Tower LLC	10,409,289	10,450,506	39,625	10,490,131
28,830	28,831	Plaza Star Associates, LLC	2,682,654	2,690,838	10,651	2,701,489
28,832	28,833	Quarterhorse Equities, LLC	2,200,635	2,213,170	6,363	2,219,533
28,833	28,834	820-850 Hind Drive, LLC	5,056,777	5,085,580	14,621	5,100,201
28,834	28,835	5420 Sunset Boulevard LP, LLC	4,438,936	4,464,220	12,835	4,477,055
28,835	28,836	Japanese Village, LLC	4,188,930	4,212,790	12,112	4,224,901
28,837	28,838	Michigan - 180 Property LLC	5,616,828	5,632,184	18,774	5,650,958
28,838	28,839	Property Management Support Inc.	2,726,253	2,736,061	10,123	2,746,184
28,841	28,842	Property Management Support Inc.	1,606,442	1,612,222	5,965	1,618,187
28,842	28,843	Normandy Equities Ltd	2,068,974	2,076,417	7,683	2,084,100
28,843	28,844	Property Management Support Inc.	2,312,411	2,320,730	8,587	2,329,317
28,844	28,845	Property Management Support Inc.	3,237,472	3,249,120	12,022	3,261,141
28,845	28,846	Property Management Support Inc.	2,409,784	2,418,454	8,948	2,427,402
28,846	28,847	Property Management Support Inc.	1,046,537	1,050,302	3,886	1,054,188
28,847	28,848	Property Management Support Inc.	851,787	854,851	3,163	858,014
28,848	28,849	Property Management Support Inc.	2,336,754	2,345,161	8,677	2,353,838
28,849	28,850	Silver Spring Project, LLC	19,187,183	19,220,032	68,872	19,288,904
28,850	28,851	American Commercial Equities Two, LLC	4,593,019	4,619,180	13,280	4,632,460
28,851	28,852	LTF Real Estate MP I, LLC	11,905,342	12,089,020	44,830	12,133,851
28,854	28,855	Donald B. Gaines and Pamela K. Gaines, A	8,135,169	8,148,105	23,426	8,171,530
28,855	28,856	Valley View Las Vegas, LLC	3,263,370	3,268,514	9,533	3,278,047
28,856	28,857	Meadows Las Vegas, LLC	3,093,647	3,098,524	9,037	3,107,561
28,858	28,859	GORDON NW VILLAGE, LP	3,154,966	3,167,413	11,878	3,179,291
28,860	28,861	HH Golden Gate LLC	7,977,008	7,998,817	26,663	8,025,480
28,862	28,863	11 East Adams L.L.C.	1,640,047	1,646,662	5,557	1,652,219
28,866	28,867	Denville Union Hill, LLC	3,949,439	3,968,904	12,403	3,981,307
28,868	28,869	Seasons Affiliates, LLC	3,364,103	3,364,103	10,793	3,374,896
28,871	28,872	Cable Building Owners LLC	14,745,877	14,771,616	47,392	14,819,009
28,872	28,873	CBV Limited Partnership	1,553,040	1,559,171	5,366	1,564,537
28,873	28,874	Medical Buildings of America, LLC	8,822,175	8,858,350	28,421	8,886,771
28,874	28,875	Grove Medical Arts Associates, LLC	2,440,168	2,449,736	8,778	2,458,514
28,876	28,877	Short Pump Investors, LLC	6,859,871	6,871,051	24,507	6,895,558
28,882	28,883	Atlantic Center Fort Greene Associates,	20,460,213	20,460,213	—	20,460,213
28,886	28,887	Jim R. Smith	4,177,635	4,239,941	10,423	4,250,364
28,887	28,888	McClellan Plaza, LLC	1,818,708	1,822,104	6,408	1,828,512
28,891	28,892	NPI Northtown Business, LLC	882,586	886,197	2,732	888,930
28,892	28,893	NPI N. Pomona, LLC	400,221	401,859	1,239	403,098
28,893	28,894	NPI Congressional Funding, LLC	429,531	431,289	1,330	432,619

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
28,894	28,895	NPI Congress Building I, LLC	586,989	589,390	1,817	591,208
28,895	28,896	NPI N Century, LLC	625,079	627,636	1,935	629,572
28,897	28,898	DSA Properties, LP	6,223,372	6,265,050	18,116	6,283,167
28,898	28,899	Strada Developments, LLC	3,686,456	3,711,145	10,731	3,721,876
28,899	28,900	Winner Storage, LLC	2,012,821	2,042,720	5,277	2,047,997
28,900	28,901	Horsham Realty Partners, LP	5,401,650	5,431,489	15,389	5,446,878
28,901	28,902	WRI Wellington Green, LLC	5,412,961	5,427,979	16,555	5,444,534
28,902	28,903	SHAPELL SOCAL RENTAL PROPERTIES, LLC	2,175,669	2,190,913	5,459	2,196,372
28,903	28,904	SHAPELL SOCAL RENTAL PROPERTIES, LLC	4,659,557	4,692,205	11,691	4,703,896
28,910	28,911	Ocean Partners Trust	2,283,560	2,292,162	8,118	2,300,280
28,911	28,912	Ocean Part. Assoc. LLLP	3,469,825	3,482,895	12,335	3,495,230
28,914	28,915	Win Ridge Shopping Center South-DE LLC	6,710,786	6,710,786	22,313	6,733,099
28,915	28,916	Win Plaza-DE LLC	9,122,393	9,122,393	30,332	9,152,725
28,916	28,917	Win Ridge Shopping Center-DE LLC	31,413,464	31,413,464	104,450	31,517,914
28,917	28,918	TS Partners, LC	1,991,831	1,996,996	7,073	2,004,068
28,919	28,920	Garden Retirement Residence LLC	1,627,564	1,736,375	6,240	1,742,615
28,920	28,921	Life Time Fitness, Inc	11,855,240	12,419,840	44,624	12,464,464
28,921	28,922	MHC Lake Fairways, L.L.C.	9,966,519	9,992,065	36,221	10,028,286
28,922	28,923	MHC Country Place, LLC	4,983,260	4,996,032	18,111	5,014,143
28,923	28,924	Opportunity Block, LLC	628,092	628,092	—	628,092
28,924	28,925	Waterway RV, LLC	1,319,703	1,322,946	5,193	1,328,139
28,925	28,926	Goose CK, LLC	3,656,225	3,665,212	14,386	3,679,598
28,926	28,927	MHC Central Park, L.L.C.	3,099,173	3,110,353	11,431	3,121,784
28,927	28,928	MHC Windmill Manor, L.L.C.	3,305,785	3,317,710	12,193	3,329,903
28,930	28,931	South Towne Storage Company	433,007	434,130	1,538	435,667
28,932	28,933	CPF Renaissance Creek, LLC	11,748,618	11,760,395	36,714	11,797,109
28,936	28,937	Trinity Limited Partnership	2,438,020	2,441,552	9,074	2,450,626
28,937	28,938	Triton Terrace, Ltd.	2,932,388	2,924,589	12,234	2,936,824
28,938	28,939	Karric North Apartments, Inc.	5,314,178	5,327,424	19,667	5,347,091
28,939	28,940	CA SM #One LP (WICK)	4,171,751	4,186,682	16,572	4,203,254
28,940	28,941	Karric South Apartments, Inc.	2,731,937	2,738,746	10,111	2,748,857
28,941	28,942	Silvertree Apartments, Inc.	4,191,464	4,201,912	15,512	4,217,424
28,942	28,943	Springburn Apartments, Inc.	2,919,055	2,926,331	10,803	2,937,134
28,944	28,945	CA SF NO. 1 LP	3,449,718	3,462,065	13,704	3,475,769
28,945	28,946	Yorba Linda, LP	2,968,362	2,978,986	11,792	2,990,778
28,946	28,947	Balboa Village, L.P.	1,572,429	1,578,057	6,246	1,584,304
28,947	28,948	Mid-Cajon/Home Avenue L.P.	1,187,345	1,191,595	4,717	1,196,311
28,948	28,949	East Main Property L.P.	1,283,572	1,288,167	5,098	1,293,265
28,949	28,950	Stanton Office Plaza L.P.	834,350	837,337	3,314	840,651
28,950	28,951	R.K.R. DLFY, LP	802,260	805,131	3,187	808,318
28,951	28,952	7373 University L.P.	601,695	603,849	2,390	606,239
28,952	28,953	Norfolk LLC	1,171,299	1,175,492	4,653	1,180,145
28,953	28,954	Hartford Apartment Ventures #1, LLC	962,712	966,158	3,824	969,982
28,954	28,955	Roberts Street Associates LLC	393,107	394,514	1,562	396,076

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
28,955	28,956	Nogales Warehouse LLC	754,124	756,823	2,996	759,819
28,956	28,957	Border Warehouse LLC	577,627	579,695	2,295	581,989
28,957	28,958	Florida No. 2 LLC	545,537	547,489	2,167	549,657
28,958	28,959	WPB No. 1 LLC	320,904	322,053	1,275	323,327
28,959	28,960	Florida #8 LLC	352,994	354,258	1,402	355,660
28,960	28,961	Victoria Apartments LLC	481,356	483,079	1,912	484,991
28,961	28,962	Village Corner No. 1 LLC	352,995	354,258	1,402	355,660
28,962	28,963	Virginia Acquisition No. 1 LLC	1,764,972	1,771,289	7,011	1,778,300
28,966	28,967	N/A SONORAN TERRACES - 51 LP	3,249,011	3,281,743	12,292	3,294,035
28,967	28,968	Von Karman Plaza, LLC	8,623,799	8,638,861	32,036	8,670,897
28,972	28,973	Ellinwood Associates, a California limit	4,498,800	4,498,800	16,796	4,515,596
28,973	28,974	NP Apartments, LLC	15,799,097	15,829,213	58,720	15,887,933
28,974	28,975	AVR Davis Raleigh, LLC	4,796,817	4,804,250	20,939	4,825,189
28,975	28,976	Laurel Terrace Apartments, L.L.P.	451,357	452,410	1,821	454,231
28,976	28,977	Horning/Brandywine Associates, L.P.	7,902,554	7,915,288	32,585	7,947,872
28,978	28,979	King Vernon Associates	1,742,041	1,742,041	—	1,742,041
28,979	28,980	Union Square Newcastle Joint Venture, a	1,556,064	1,565,463	6,014	1,571,477
28,980	28,981	Stonecliffe Associates I, L.P.	1,300,192	1,300,192	—	1,300,192
28,981	28,982	UB Riverhead I, LLC and SLGateway, LLC	1,794,679	1,794,679	—	1,794,679
28,984	28,985	AHC Washtenaw, LLC	1,954,649	1,969,914	6,966	1,976,880
28,986	28,987	The Menlo Trust UTI Feb 22 1983	1,315,807	1,319,725	5,334	1,325,059
28,987	28,988	Vinings Jubilee Partners, Ltd., a Georgi	2,115,684	2,151,255	7,277	2,158,532
28,989	28,990	GP Retail I LLC, a Colorado limited liab	4,437,825	4,517,144	16,671	4,533,815
28,994	28,995	Hamilton Plaza Investors, LLC	9,608,205	9,649,320	31,999	9,681,319
28,995	28,996	Four Seasons Apartments, LLC	3,136,640	3,184,421	10,849	3,195,269
29,001	29,002	Elk Ridge Independent Living, LLC	1,270,387	1,275,508	5,793	1,281,300
29,002	29,003	Smith/Curry Hotel Group Uptown, LLC	3,889,167	3,902,838	15,286	3,918,124
29,003	29,004	230 West 41st Street LLC	7,935,414	8,035,077	31,462	8,066,539
29,006	29,007	BPP East Union, LLC	17,284,495	17,329,619	56,268	17,385,887
29,007	29,008	Rosecrans Plaza Kiffman, LLC, a Delaware	1,812,946	1,863,324	7,595	1,870,919
29,014	29,015	135 West 30th Hotel, LLC	6,900,627	6,947,609	27,359	6,974,968
29,017	29,018	The Mosaic on Broadway, LLC	3,915,058	3,938,213	13,661	3,951,874
29,033	29,034	Three B's Inc.	2,171,933	2,190,744	7,466	2,198,209
29,034	29,035	1901 Village Green Boulevard Investors L	3,039,301	3,045,075	9,440	3,054,515
29,035	29,036	B&L Investments Interstate, LLC	1,480,594	1,485,699	5,881	1,491,580
29,041	29,042	Warner Gateway Company	3,561,410	3,582,878	11,435	3,594,314
29,042	29,043	Central Park East Apartments Investors L	3,181,985	3,188,030	9,883	3,197,913
29,043	29,044	Midmall Resources Limited Partnership	4,942,870	4,951,286	18,031	4,969,317
29,045	29,046	Woodbrook LLC	3,260,649	3,272,253	11,562	3,283,815
29,046	29,047	Airport Associates, L.P.	8,096,074	8,144,348	29,823	8,174,170
29,047	29,048	Millbrook Lisle 801 LLC	2,177,867	2,183,119	7,823	2,190,941
29,049	29,050	Continental Skypark LLC	6,593,687	6,609,552	23,244	6,632,796
29,050	29,051	1085 Hartford Turnpike LLC	1,132,646	1,136,677	4,016	1,140,694

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29,051	29,052	ESS 1031 Hartford Turnpike LLC	1,510,195	1,515,570	5,355	1,520,925
29,052	29,053	Millbrook Lisle 901 LLC	1,190,230	1,193,100	4,275	1,197,375
29,053	29,054	Millbrook Lisle 1001 LLC	997,767	1,000,173	3,584	1,003,757
29,054	29,055	Millbrook Lisle 1011 LLC	1,711,905	1,716,033	6,149	1,722,182
29,056	29,057	Hartman Bent Tree Green LLC	1,739,848	1,743,346	6,697	1,750,043
29,057	29,058	Sparrowhawk Chicago Industrial LP	4,788,950	4,799,097	16,717	4,815,814
29,058	29,059	Hartman Cooper Street Plaza LLC	1,739,848	1,743,346	6,697	1,750,043
29,059	29,060	Hartman Richardson Heights Properties, LLC	4,183,920	4,192,332	16,106	4,208,437
29,060	29,061	Hartman Mitchelldale Business Park, LLC	2,635,663	2,640,961	10,146	2,651,107
29,068	29,069	500 Capitol Mall Tower, LLC	20,100,944	20,254,842	81,430	20,336,272
29,070	29,071	Continental 3640 Lomita Corporation	699,416	701,099	2,466	703,565
29,072	29,073	CCAPTS II, LLC	1,767,755	1,771,789	6,940	1,778,729
29,073	29,074	FC Hanson Associates, LLC	19,286,852	19,334,249	—	19,334,249
29,079	29,080	River Road Court LLC	10,855,321	10,872,262	37,238	10,909,500
29,080	29,081	UB Greenwich II - OGCC, LLC	5,615,324	5,636,729	—	5,636,729
29,081	29,082	LTF Real Estate MP III, LLC	16,192,290	16,308,573	63,875	16,372,448
29,082	29,083	Country Club Investors, L.P.	2,332,043	2,336,146	7,962	2,344,108
29,083	29,084	Lely Development Corporation	2,889,419	2,904,704	13,313	2,918,017
29,086	29,087	I & G Direct Real Estate 34, LP	7,307,913	7,307,913	23,933	7,331,846
29,087	29,088	I & G Direct Real Estate 28, LP	5,904,261	5,904,261	19,336	5,923,597
29,088	29,089	I & G Direct Real Estate 33F, LP	2,063,115	2,063,115	6,757	2,069,872
29,089	29,090	I & G Direct Real Estate 33, LP	2,063,043	2,063,043	6,756	2,069,800
29,090	29,091	I & G Direct Real Estate 33A, LP	7,272,653	7,272,653	23,818	7,296,471
29,091	29,092	I & G Direct Real Estate 33H, LP	5,567,392	5,567,392	18,233	5,585,625
29,092	29,093	I & G Direct Real Estate 33K LP	5,148,000	5,148,000	16,860	5,164,860
29,093	29,094	Sala, LLC	8,877,617	8,877,617	38,470	8,916,087
29,094	29,095	I & G Direct Real Estate 33C, LP	1,595,087	1,595,087	5,224	1,600,311
29,095	29,096	I& G Direct Real Estate 33G, LP	2,217,348	2,217,348	7,262	2,224,610
29,096	29,097	I & G Direct Real Estate 33E LP	3,573,305	3,573,305	11,703	3,585,007
29,097	29,098	I & G Direct Real Estate 33D, LP	2,753,173	2,753,173	9,017	2,762,190
29,099	29,100	CSM West Ridge, Inc.	3,752,103	3,758,573	12,904	3,771,478
29,100	29,101	KGGF, LLC	2,391,736	2,397,409	8,471	2,405,880
29,101	29,102	Cliff Road Properties, LLC	4,836,946	4,853,595	17,999	4,871,594
29,103	29,104	Knoll Manor Associates of New York	5,476,876	5,543,205	14,312	5,557,517
29,104	29,105	Phoenix Uprising, LLC	7,200,000	7,203,571	23,580	7,227,151
29,105	29,106	2900 Clarendon Commercial LLC	9,254,439	9,268,429	32,517	9,300,946
29,106	29,107	Birch Run Station Shopping Center 14 A L	5,601,661	5,611,588	18,752	5,630,340
29,109	29,110	Palm Springs Mile Associates, Ltd	27,800,000	27,800,000	105,640	27,905,640
29,112	29,113	Benenson Capital Wilshire Boulevard, LLC	5,221,104	5,238,903	19,209	5,258,112
29,113	29,114	AmREIT SPF Shadow Creek, L.P.	28,000,000	28,000,000	86,333	28,086,333
29,114	29,115	Path Farmer's Market, LLC	8,791,825	8,766,861	34,847	8,801,708
29,116	29,117	Holmdel GT L.P.	5,627,933	5,640,886	20,401	5,661,287
29,117	29,118	Cherry Knolls 99, LLC	6,582,236	6,597,502	22,761	6,620,264
29,118	29,119	Ridgewood North, LLC	4,106,643	4,129,899	13,629	4,143,528

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29,120	29,121	UB Kinnelon I, LLC	2,482,026	2,482,026	—	2,482,026
29,121	29,122	AREC 1, LLC	34,819,360	34,936,795	124,899	35,061,694
29,122	29,123	Phenix Milledgeville, L.P.	519,816	521,343	1,825	523,167
29,125	29,126	MD Shamin	688,053	690,291	2,732	693,023
29,130	29,131	Rosemont Kirkwood Tower Operating LLC	15,766,499	15,790,881	51,317	15,842,199
29,133	29,134	UB Midland Park I, LLC	5,707,335	5,707,335	—	5,707,335
29,134	29,135	UB Pompton Lakes I, LLC	5,786,933	5,786,933	—	5,786,933
29,135	29,136	Levine Investments Limited Partnership	6,260,101	6,330,832	15,563	6,346,395
29,136	29,137	Broad Realty Investments, LP	2,515,742	2,544,166	6,254	2,550,420
29,146	29,147	MHC Santiago Estates Limited Partnership	553,325	554,605	1,987	556,592
29,149	29,150	Hager Pacific 8, LP	2,008,921	2,017,869	6,978	2,024,847
29,150	29,151	Hager Pacific 9, LP	2,687,121	2,699,090	9,334	2,708,424
29,151	29,152	Hager Pacific 14, LP	1,316,248	1,322,111	4,572	1,326,684
29,152	29,153	Hager Pacific 15, LP	1,796,179	1,804,180	6,239	1,810,419
29,153	29,154	Hager Pacific 267, LP	1,979,344	1,988,160	6,876	1,995,036
29,154	29,155	Hager Pacific 1, LP	762,188	765,583	2,648	768,231
29,156	29,157	Hager Pacific 34, LP	744,479	747,795	2,586	750,381
29,158	29,159	GROUP IX BP PROPERTIES, LP	11,990,907	12,056,487	39,686	12,096,173
29,161	29,162	GROUP X ROSEMEAD PROPERTIES, LP	7,407,221	7,447,732	24,515	7,472,247
29,163	29,164	GROUP XI PICO RIVERA PROPERTIES, LP	1,254,549	1,261,410	4,152	1,265,562
29,165	29,166	Covina 023-Woods 206, LP	4,098,958	4,121,376	13,566	4,134,942
29,166	29,167	BVMC Lufkin, LLC	5,718,973	5,734,426	19,354	5,753,780
29,169	29,170	BVMC Waco, LLC	2,627,636	2,634,736	8,892	2,643,629
29,170	29,171	BVMC Fort Smith, LLC	3,970,650	3,981,379	13,437	3,994,817
29,171	29,172	BVMC Hot Springs, LLC	4,713,716	4,726,453	15,952	4,742,405
29,173	29,174	Montgomery Park I, LLC	11,775,672	11,801,149	44,254	11,845,403
29,174	29,175	BEEMER AND ASSOCIATES XV III	1,480,833	1,485,883	5,077	1,490,960
29,175	29,176	ARCP KO Charlottesville VA, LLC	4,101,250	4,101,250	13,329	4,114,579
29,176	29,177	BEEMER & ASSOCIATES XIX, LLC	867,345	870,303	2,974	873,276
29,177	29,178	BEEMER AND ASSOCIATES XIII, LC	1,607,762	1,613,244	5,512	1,618,756
29,178	29,179	Beemer & Associates XIV, L.C.	958,817	962,087	3,287	965,374
29,179	29,180	BEEMER AND ASSOCIATES V, LLC	791,188	793,886	2,712	796,598
29,180	29,181	BEEMER AND ASSOCIATES VII, LC	3,285,841	3,297,046	11,265	3,308,311
29,181	29,182	BEEMER & ASSOCIATES II, LLC	1,953,091	1,959,751	6,696	1,966,447
29,182	29,183	BEEMER AND ASSOCIATES, LLC	1,919,243	1,925,788	6,580	1,932,368
29,183	29,184	NORMANDY MINI STORAGE, INC.	803,881	806,622	2,756	809,378
29,184	29,185	BEEMER AND ASSOCIATES, LLC	1,678,079	1,683,801	5,753	1,689,554
29,185	29,186	BEEMER AND ASSOCIATES VI, LLC	1,607,762	1,613,244	5,512	1,618,756
29,186	29,187	BEEMER & ASSOCIATES II, LLC	1,805,007	1,811,163	6,188	1,817,351
29,187	29,188	6653 Powers Ave., LLC	1,226,976	1,231,160	4,206	1,235,367
29,188	29,189	BEEMER AND ASSOCIATES IV, LLC	929,200	932,369	3,186	935,555
29,189	29,190	BEEMER AND ASSOCIATES IV, LLC	1,914,083	1,920,610	6,562	1,927,172
29,190	29,191	BEEMER AND ASSOCIATES VIII, LC	1,083,124	1,086,817	3,713	1,090,531
29,191	29,192	BEEMER AND ASSOCIATES X, LC	998,082	1,001,485	3,422	1,004,907

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29,192	29,193	BEEMER AND ASSOCIATES XV, LLC	1,659,379	1,665,038	5,689	1,670,727
29,193	29,194	BEEMER AND ASSOCIATES IV, LLC	1,514,681	1,519,846	5,193	1,525,039
29,194	29,195	BEEMER & ASSOCIATES II, LLC	1,770,653	1,776,691	6,070	1,782,762
29,195	29,196	ARCP GE Seven Field PA LLC	3,392,500	3,392,500	11,026	3,403,526
29,196	29,197	Cole HD North Canton OH, LLC	3,719,833	3,719,833	12,089	3,731,923
29,202	29,203	ARCP WG Chicopee MA, LLC	2,271,500	2,271,500	7,382	2,278,882
29,203	29,204	Cole WG Kannapolis NC, LLC	2,313,500	2,313,500	7,519	2,321,019
29,204	29,205	JHW-USB LLC	15,636,632	15,651,766	50,256	15,702,022
29,206	29,207	Sun Beverly Land, LLC	278,855	279,481	1,025	280,506
29,211	29,212	Storage Express I, LLC	5,178,482	5,189,916	18,208	5,208,124
29,212	29,213	BCC Carter SQ. LLC	13,139,256	13,190,215	45,043	13,235,258
29,213	29,214	Storage Express II, LLC	2,450,532	2,455,943	8,616	2,464,559
29,214	29,215	945 Battery, LLC	6,390,196	6,401,583	20,005	6,421,588
29,215	29,216	1301 Sansome, LLC	3,440,875	3,447,006	10,772	3,457,778
29,221	29,222	1117 Sandy Springs, LLC	22,000,000	22,000,000	73,333	22,073,333
29,222	29,223	1117 Sandy Springs, LLC	2,035,000	2,035,000	16,958	2,051,958
29,225	29,226	Mayflower Agency Co., Inc.	8,002,272	8,017,194	22,916	8,040,110
29,228	29,229	JHB Florida Properties, LLC	19,665,000	19,665,000	65,550	19,730,550
29,229	29,230	Southhaven Associates LLC	13,831,508	13,855,342	45,030	13,900,372
29,230	29,231	Brookhaven Associates LLC	1,326,309	1,328,595	4,318	1,332,912
29,232	29,233	Acorn II Self-Storage LLC	4,118,837	4,132,692	14,120	4,146,812
29,235	29,236	Golden Triangle Industrial Park, LLC	23,000,000	23,000,000	66,317	23,066,317
29,236	29,237	Triangle Palisades of Asheville, Inc.	10,396,256	10,431,464	33,815	10,465,279
29,237	29,238	General Property Support, Inc.	1,122,796	1,126,835	4,169	1,131,004
29,238	29,239	General Property Support, Inc.	2,991,032	2,997,935	9,993	3,007,928
29,239	29,240	Dome Center, LLC	10,266,938	10,283,557	36,764	10,320,321
29,242	29,243	Oakwood Estates - One, LLC	13,504,812	13,527,037	45,090	13,572,127
29,248	29,249	ARCP LO Woodstock GA, LLC	6,267,234	6,267,234	18,018	6,285,252
29,249	29,250	ARCP LO Marietta GA, LLC	6,155,319	6,155,319	17,697	6,173,016
29,250	29,251	ARCP LO Alpharetta GA, LLC	6,882,766	6,882,766	19,788	6,902,554
29,251	29,252	ARCP LO Lilburn GA, LLC	6,994,681	6,994,681	20,110	7,014,791
29,258	29,259	TR Deerfield Office LLC	35,000,000	35,000,000	102,083	35,102,083
29,259	29,260	Triangle Avalon of Asheville, Inc.	7,798,195	7,822,848	28,619	7,851,467
29,260	29,261	Stone Pointe LLC	6,112,871	6,121,992	20,407	6,142,399
29,261	29,262	F-Star Socorro Holding Co., LLC	20,551,250	20,683,979	68,085	20,752,064
29,264	29,265	Draper Village, LLC	500,000	500,000	2,250	502,250
29,269	29,270	SP HHF Sub Brooklyn LLC	21,300,000	21,300,000	61,060	21,361,060
29,273	29,274	Hunterwood Associates, LP	4,469,626	4,511,674	13,723	4,525,397
29,274	29,275	KPP I, LLC	800,690	802,478	2,728	805,206
10,200,104	10,200,105	TATUM PLACE NEIGHBORHOOD S/C, LLC	392,183	406,497	2,639	409,136
10,201,149	10,201,150	DOO MAN KIM AND BANG YONG KIM 2001 TRST	572,177	584,004	3,470	587,474
20,024,789	20,024,790	Branch Banking and Trust Company Trustee	154,891	184,670	1,017	185,687
2,657,804	2,657,805	CHURCHILL PLACE APARTMENTS, L.L.C.	1,815,185	1,822,776	9,721	1,832,497

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
2,679,202	2,679,203	GUSTINE WASHINGTON ASSOCIATES, LTD.	41,916	44,397	283	44,680
2,738,303	2,738,304	Queensbury Village, Inc.	12,264,892	12,287,476	35,327	12,322,803
2,779,802	2,779,803	PROJECT 101 ASSOCIATES	1,437,294	1,447,958	7,204	1,455,162
2,779,803	2,779,804	PROJECT 101 ASSOCIATES	1,469,561	1,480,378	7,575	1,487,953
2,833,202	2,833,203	Premier Investments, L.L.C.	1,392,005	1,413,927	6,127	1,420,054
2,842,506	2,842,507	MIREF Portfolio	4,137,338	4,142,749	17,986	4,160,735
2,843,106	2,843,107	MIREF Fremont Distribution Center, LLC	3,599,282	3,603,989	15,647	3,619,636
2,843,506	2,843,507	MIREF Corporate Woods, LLC	2,206,948	2,209,834	9,594	2,219,428
2,843,706	2,843,707	MIREF Mill Creek LLC	1,749,637	1,752,032	7,607	1,759,638
2,848,402	2,848,403	Georgetown Shopping Center, LLC	1,452,086	1,454,562	6,339	1,460,902
2,881,302	2,881,303	Agellan Commercial REIT U.S. L.P.	12,190,340	12,217,729	40,624	12,258,353
2,881,602	2,881,603	GBMC, LLC	476,215	477,240	2,486	479,726
2,881,702	2,881,703	GBRI, LLC	317,477	318,160	1,657	319,817
2,881,902	2,881,903	Koar Airport Associates	6,433,333	6,433,333	22,249	6,455,582
2,884,902	2,884,903	Silver Spring Prject, LLC - Contingent F	958,665	960,062	4,256	964,318
2,885,802	2,885,803	GORDON NW VILLAGE, LP	1,415,245	1,420,382	6,510	1,426,892
2,912,702	2,912,703	Burr Deed LLC	713,346	713,346	4,108	717,454
2,915,802	2,915,803	GROUP IX BP PROPERTIES, LP	5,882,419	5,910,004	30,978	5,940,982
2,916,102	2,916,103	GROUP X ROSEMEAD PROPERTIES, LP	3,744,444	3,762,003	19,719	3,781,722
2,916,302	2,916,303	GROUP XI PICO RIVERA PROPERTIES, LP	600,668	603,485	3,163	606,648
2,916,502	2,916,503	Covina 023-Woods 206, LP	1,960,966	1,970,162	10,327	1,980,489
29,276	29,277	Six Pines at Research Plaza 2, LLC	858,915	860,833	2,927	863,760
29,277	29,278	St. Luke's Way Partners, LLC	1,482,978	1,486,290	5,053	1,491,343
29,278	29,279	Pinecroft Center II, LP	635,208	636,626	2,165	638,791
29,279	29,280	Harmony MOB, LLC	682,932	684,457	2,327	686,784
29,280	29,281	KPP II, LLC	1,140,691	1,143,238	3,887	1,147,125
29,282	29,283	Coppell ED MOB, LLC	565,196	566,458	1,926	568,384
29,283	29,284	DD Medical Development Partners, LLC	376,782	377,623	1,284	378,907
29,284	29,285	Mansfield ED MOB, LLC	800,714	802,502	2,729	805,231
29,290	29,291	BEEMER AND ASSOCIATES, LLC	462,232	463,227	1,668	464,895
29,291	29,292	Beemer & Associates, XI, LLC	572,013	573,243	2,064	575,307
29,300	29,301	Pan Am Investments, Inc.	498,344	499,417	1,798	501,215
29,302	29,303	Beemer & Associates XXXVIII, LLC	563,346	564,558	2,032	566,590
29,310	29,311	Beemer & Associates XLV, LLC	628,347	629,699	2,267	631,966
29,311	29,312	Beemer & Associates IX, LLC	512,789	513,893	1,850	515,743
29,314	29,315	Buckingham Heights Lease LLC	6,216,819	6,227,372	19,772	6,247,144
29,318	29,319	Meadows Apartments LP	473,562	474,621	1,574	476,195
29,320	29,321	Emerson Investments International, Inc.	5,087,705	5,103,687	18,076	5,121,763
29,325	29,326	Montecristo - Rancho Santa Paula LLC	10,623,337	10,639,696	36,884	10,676,580
29,326	29,327	Pacific Thunderbird Storage, L.L.C.	2,607,595	2,632,574	6,362	2,638,937
29,327	29,328	LDR-Camelback Storage, L.L.C.	2,887,982	2,915,647	7,046	2,922,693
29,328	29,329	LDR Pacific - Lone Mt., L.L.C.	2,383,286	2,406,116	5,815	2,411,931
29,329	29,330	Pacific Indian School Storage, L.L.C.	4,514,224	4,557,468	11,014	4,568,482

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29,336	29,337	HCPCI Holdings LLC	5,046,752	5,072,008	16,907	5,088,915
29,337	29,338	Two North Riverside Plaza JV, LP	2,000,000	2,000,000	7,117	2,007,117
29,339	29,340	Brian Woods, as Trustee of the Anthony E Cox Living	8,936,578	8,966,020	28,168	8,994,189
29,340	29,341	SHA Realty Holdings, LLC	5,337,071	5,363,632	17,700	5,381,332
29,341	29,342	Cole MT Enterprise AL, LLC	4,378,750	4,378,750	14,048	4,392,798
29,342	29,343	ColeMTSalisbury(Wallace CommonsII)NC,LLC	4,009,000	4,009,000	12,862	4,021,862
29,343	29,344	ARCP MT Mooresville NC, LLC	2,991,750	2,991,750	9,599	3,001,349
29,344	29,345	Cole MT Brevard NC, LLC	2,795,250	2,795,250	8,968	2,804,218
29,345	29,346	Cole MT Deltona FL, LLC	3,075,250	3,075,250	9,866	3,085,116
29,346	29,347	Hess Genesee Park LLC	8,500,000	8,500,000	27,129	8,527,129
29,347	29,348	United Grand Corporation	5,500,000	5,500,000	18,425	5,518,425
29,348	29,349	Orem Apts, LLC	480,453	481,210	1,696	482,906
29,349	29,350	AREC 12, LLC	20,406,600	20,470,599	71,647	20,542,246
29,359	29,360	The Cavalier Group	8,900,000	8,900,000	28,183	8,928,183
29,360	29,361	Delaware River Industrial Park, LLC	11,457,697	11,474,643	40,639	11,515,282
2,936,002	2,936,003	Delaware River Industrial Park, LLC	114,999	127,576	404	127,980
29,362	29,363	Twin Spans Business Park, LLC	8,658,497	8,664,008	63,536	8,727,544
29,363	29,364	Delaware River Industrial Park, LLC	2,446,514	2,448,071	17,953	2,466,024
29,365	29,366	Twin Spans Business Park, LLC	40,127,941	40,187,289	142,330	40,329,619
2,936,502	2,936,503	Twin Spans Business Park, LLC	406,540	451,001	1,428	452,429
29,366	29,367	Broadway Centre Investment LP	8,330,149	8,356,134	30,082	8,386,216
29,368	29,369	NBP Partners II, LLC	1,903,439	1,907,471	6,915	1,914,386
29,370	29,371	First Industrial, LP	580,010	581,125	2,349	583,474
29,371	29,372	FR Frederick LLC	1,577,774	1,580,808	6,389	1,587,197
29,372	29,373	Claymoore Northwest, Inc.	16,000,000	16,000,000	47,200	16,047,200
29,376	29,377	Buckman Road Associates - Section Two LP	7,624,680	7,640,386	29,033	7,669,419
29,377	29,378	Five SAC RW, LLC	7,376,805	7,399,557	26,515	7,426,072
29,378	29,379	Cole MT Schaumburg IL, LLC	2,433,333	2,433,333	7,807	2,441,140
29,379	29,380	ARCP MT Glen Ellyn IL, LLC	1,583,333	1,583,333	5,080	1,588,413
29,380	29,381	Cole MT Clarksville IN, LLC	2,400,000	2,400,000	7,700	2,407,700
29,381	29,382	ARCP MT Manitowoc WI, LLC	4,410,714	4,410,714	14,151	4,424,865
29,382	29,383	West Point Properties 18, LLLP	7,500,000	7,500,000	23,500	7,523,500
29,384	29,385	SIC - Mills Building II, LLC	18,000,000	18,000,000	53,850	18,053,850
29,385	29,386	SIC-369 Pine, LLC	2,500,000	2,500,000	7,479	2,507,479
29,392	29,393	Hanover Platinum, LLC	4,099,412	4,116,839	15,610	4,132,449
29,400	29,401	Pallavi Limited Partnership	2,900,000	2,899,203	13,474	2,912,677
29,401	29,402	NL Eden Springs LLC	4,509,041	4,513,332	15,619	4,528,952
29,403	29,404	Rajole LLC	6,731,270	6,736,508	24,607	6,761,115
29,405	29,406	9274 Group, Inc.	9,261,652	9,262,481	36,386	9,298,867
29,406	29,407	Mayuri LLC	4,234,173	4,237,367	15,832	4,253,198
29,407	29,408	ROCO Jacksonville LLC	1,465,824	1,467,577	5,732	1,473,308
29,408	29,409	Park Avenue Apartments, LLC	486,369	487,109	1,705	488,814
29,409	29,410	Sorrento PBX, LLC	3,297,791	3,308,204	10,338	3,318,542
29,411	29,412	Park-210 Apts. L.L.C.	579,885	580,872	1,738	582,610

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29,412	29,413	Campo Basso Apts., L.L.C.	482,992	483,791	1,528	485,319
29,413	29,414	UB Newfield Green, LLC	484,062	484,062	—	484,062
29,414	29,415	Park 212 Apartments, LLC	3,568,987	3,575,128	10,576	3,585,705
29,447	29,448	McLellan Estate Co.	8,500,000	8,500,000	26,067	8,526,067
29,448	29,449	Houston Briar Forest Apartments LP	10,290,069	10,306,292	31,864	10,338,155
29,449	29,450	Equity One (Circle West) LLC	4,142,779	4,154,177	17,344	4,171,521
29,451	29,452	Ivystone, LLC	11,460,878	11,486,227	37,330	11,523,557
29,453	29,454	Six SAC Self-Storage Corporation	38,108,762	38,226,122	131,243	38,357,365
29,454	29,455	Whitehall Corporate Center #4, LLC	8,705,282	8,719,330	28,410	8,747,741
29,455	29,456	Whitehall Corporate Center #4, LLC	2,275,537	2,276,799	18,499	2,295,298
29,456	29,457	WICP West Lindon LLC	3,734,075	3,766,735	9,794	3,776,528
29,457	29,458	WICP West Orem LLC	1,583,522	1,597,324	4,260	1,601,584
29,459	29,460	Uppal Properties at Circle Pines, LLC	1,937,106	1,940,201	6,419	1,946,620
29,462	29,463	H.G. Fenton Property Company	8,000,000	8,000,000	24,467	8,024,467
29,463	29,464	MHC Mesa Spirit, L.L.C.	3,042,803	3,051,802	10,834	3,062,636
29,464	29,465	Beverly Hills Land Company - Commercial, LLC	3,388,233	3,393,981	10,125	3,404,106
29,467	29,468	Cloud Street Corp.	392,011	392,450	1,946	394,396
29,469	29,470	CI DAL I-V, LLC	586,018	586,018	1,758	587,776
29,470	29,471	CI DAL III-V, LLC	500,000	500,000	1,500	501,500
29,471	29,472	CI SLC III-V, LLC	455,717	455,717	1,367	457,084
29,472	29,473	ARCP MT Jefferson City MO, LLC	2,166,667	2,166,667	6,590	2,173,257
29,473	29,474	Cole Operating Partnership IV, LP	4,750,000	4,750,000	14,448	4,764,448
29,474	29,475	ARCP MT Springfield OH, LLC	3,750,000	3,750,000	11,406	3,761,406
29,476	29,477	ARCP MT Mount Pleasant SC, LLC	1,152,000	1,152,000	3,504	1,155,504
29,479	29,480	ARCP MT Austell GA, LLC	6,240,000	6,240,000	18,980	6,258,980
29,480	29,481	Cole MT Duncan SC, LLC	2,400,000	2,400,000	7,300	2,407,300
29,481	29,482	ARCP MT Morganton NC, LLC	10,444,000	10,444,000	31,767	10,475,767
29,482	29,483	VEREIT MT Summerville SC, LLC	2,064,000	2,064,000	6,278	2,070,278
29,484	29,485	Cole MT Albany GA, LLC	2,208,000	2,208,000	6,716	2,214,716
29,486	29,487	ARCP MT Hattiesburg MS, LLC	4,752,000	4,752,000	14,454	4,766,454
29,492	29,493	V-Sullyfield Properties II, LLC	3,888,968	3,895,649	11,103	3,906,752
29,497	29,498	NE Summit Associates, LLC	484,970	486,064	1,393	487,457
29,498	29,499	Kiamie-Princess Marion Realty Corp.	7,287,243	7,300,035	20,014	7,320,049
29,499	29,500	Kiamie256, LLC	2,429,081	2,433,345	6,671	2,440,016
29,500	29,501	Houston- Pine Forest M, LLC	12,313,540	12,351,823	37,055	12,388,878
29,501	29,502	70NE410 Partnership, Ltd.	7,266,857	7,282,738	22,516	7,305,254
29,509	29,510	Georgetown Way I, LLC	14,500,000	14,500,000	42,292	14,542,292
29,510	29,511	University Avenue Associates LLP	484,243	485,315	1,460	486,775
29,519	29,520	Lassen Associates, LLC	3,890,033	3,896,306	12,246	3,908,551
29,520	29,521	Northridge Gardens Associates, LLC	3,590,800	3,596,590	11,304	3,607,894
29,522	29,523	Cranberry Corporate Center, LLC	957,055	959,981	3,008	962,989
29,523	29,524	Cranbrook Village LP	1,000,000	1,000,000	2,833	1,002,833
29,524	29,525	Mericle 100 Centerpoint East, LLC	20,186,778	20,283,375	57,470	20,340,844
29,525	29,526	Sealy Marsh Lane Partners, L.P.	668,588	668,588	1,950	670,538
29,526	29,527	Sealy Brittmoore I, L.L.C.	1,152,738	1,152,738	3,362	1,156,100

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29,527	29,528	Sealy NWH Campbell Westview, L.L.C.	2,236,311	2,236,311	6,523	2,242,834
29,528	29,529	Sealy SW New Orleans, L.L.C.	2,731,988	2,731,988	7,968	2,739,957
29,529	29,530	Sealy Brittmoore II, L.L.C.	657,061	657,061	1,916	658,977
29,530	29,531	Sealy SW Dallas, L.L.C.	1,291,066	1,291,066	3,766	1,294,832
29,531	29,532	Park North Investors I, LLC	3,031,700	3,031,700	8,842	3,040,543
29,532	29,533	Lennox Town Center Limited	12,500,000	12,500,000	35,417	12,535,417
29,534	29,535	Gables International Plaza, LLC	4,500,000	4,500,000	13,725	4,513,725
29,535	29,536	Jacksonville Beach Investments, LLC	2,405,852	2,413,226	7,280	2,420,506
29,537	29,538	Mericle 185 Centerpoint East, LLC	5,888,722	5,916,687	16,764	5,933,450
29,538	29,539	Mericle 1200 East Lackawanna, LLC	5,327,891	5,353,193	15,167	5,368,360
29,539	29,540	Mericle 240 Armstrong, LLC	5,701,778	5,728,855	16,232	5,745,087
29,540	29,541	Mericle 220 Armstrong, LLC	5,514,835	5,541,024	15,700	5,556,724
29,541	29,542	Northvale Urban Renewal Associates IIIA, LP	2,909,696	2,916,266	8,336	2,924,602
29,542	29,543	Northvale Urban Renewal Associates IIIB, LP	4,364,544	4,374,400	12,504	4,386,903
29,543	29,544	Northvale 1 Urban Renewal Associates, LP	7,274,239	7,290,666	20,839	7,311,505
29,544	29,545	Northvale II Urban Renewal Associates, LP	5,819,392	5,832,533	16,671	5,849,204
29,545	29,546	Willow View Urban Renewal Associates I, LP	4,849,493	4,860,444	13,893	4,874,337
29,546	29,547	Phoenix 2006 Partners, LLC	2,521,201	2,526,933	7,118	2,534,051
2,954,602	2,954,603	Phoenix 2006 Partners, LLC	2,337,638	2,342,916	6,697	2,349,613
29,552	29,553	Cascades Owner, LLC	3,687,951	3,687,951	29,657	3,717,608
29,554	29,555	Cascades Owner, LLC	15,720,000	15,720,000	54,365	15,774,365
29,555	29,556	Timber Creek Owner LP	11,000,000	11,000,000	34,925	11,034,925
29,557	29,558	LSOP NC LLC	1,280,219	1,282,492	7,252	1,289,743
29,559	29,560	LSOP WI LLC	2,387,451	2,389,960	12,744	2,402,704
29,560	29,561	Riverview Plaza Associates, L.P.	1,800,000	1,800,000	11,057	1,811,057
29,561	29,562	Twelve SAC Self-Storage Corporation	14,947,358	14,988,216	57,830	15,046,045
29,562	29,563	Thirteen SAC Self-Storage Corporation	11,900,066	11,932,594	46,040	11,978,634
29,563	29,564	Eleven SAC Self-Storage Corporation	21,596,705	21,655,739	83,555	21,739,294
29,564	29,565	TAC Fountains, LLC	18,837,603	18,837,603	49,236	18,886,839
2,956,402	2,956,403	TAC Fountains, LLC	3,139,601	3,139,601	14,524	3,154,125
2,956,403	2,956,404	TAC Fountains, LLC	1,569,800	1,569,800	9,820	1,579,620
2,956,404	2,956,405	TAC Fountains, LLC	2,129,777	1,501,612	3,925	1,505,537
2,956,405	2,956,406	TAC Fountains, LLC	354,963	250,269	1,158	251,426
2,956,406	2,956,407	TAC Fountains, LLC	177,481	125,134	783	125,917
29,583	29,584	LMV River North Holdings, LP	5,008,617	4,480,611	17,078	4,497,689
2,958,402	2,958,403	BW Avery Place LLC	38,645	38,645	186	38,831
29,587	29,588	Presson Scottsdale, L.L.C.	2,188,475	2,198,279	6,906	2,205,185
29,594	29,595	Presson Scottsdale, L.L.C.	2,434,289	2,445,193	7,682	2,452,875
29,595	29,596	Fiesta Center, LLC	5,148,073	5,170,800	17,064	5,187,864
29,599	29,600	Presson Scottsdale, L.L.C.	953,732	958,005	3,010	961,015
29,602	29,603	870 MARKET STREET ASSOCIATES II, LP	7,879,286	7,891,601	24,727	7,916,328
29,603	29,604	Pacific Comcenter LLLP	408,016	408,788	1,550	410,338

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29,605	29,606	Jacob Ford Village, L.L.C.	10,500,000	10,500,000	32,375	10,532,375
29,607	29,608	Century City Medical Plaza Land Co., Inc	3,770,010	3,799,018	9,782	3,808,800
29,609	29,610	Duesenberg Investment Co. LLC	20,203,700	20,237,001	58,181	20,295,183
29,617	29,618	Clearview HD-Mesquite, L.P.	2,048,980	2,054,517	6,934	2,061,451
29,619	29,620	Avalon Apartments, LLC	495,710	496,431	1,692	498,123
29,630	29,631	Linden Court, LLC	987,634	989,711	3,010	992,721
29,631	29,632	Sunscape West, LLC	987,634	989,711	3,010	992,721
29,634	29,635	ASA Lodging, LLC	5,201,405	5,211,195	19,064	5,230,259
29,645	29,646	AmeriPort Building 1, LLC	35,178,310	35,307,376	103,863	35,411,238
29,657	29,658	Ocean Front-Cambridge, L.L.C.	496,211	496,974	1,553	498,527
29,658	29,659	Bal Bay Realty, Ltd.	4,472,618	4,479,496	13,886	4,493,382
29,664	29,665	Mericle 3 Great Valley, LLC	28,439,980	28,560,359	88,775	28,649,134
29,667	29,668	Blue Hen Apt, LLC	2,666,667	2,666,667	9,689	2,676,356
29,671	29,672	LHE Woodcreek West Apartments, LLC	2,782,718	2,788,496	8,435	2,796,931
29,674	29,675	WLP Montecito, LLC	2,981,483	2,987,674	9,038	2,996,712
29,676	29,677	OD Crystal Cove, LLC	2,981,430	2,987,639	8,988	2,996,627
00287YAQ2	6,163,133	ABBVIE INC	350,000	349,547	5,845	355,392
00440EAV9	6,163,135	ACE INA HOLDINGS INC	100,000	99,756	1,656	101,413
023135BA3	6,163,137	AMAZON.COM INC	175,000	174,726	1,057	175,783
02376UAA3	6,163,139	AMERICAN AIRLINES INC	1,763,447	1,763,447	18,563	1,782,010
032654AJ4	6,163,141	ANALOG DEVICES INC	100,000	100,898	1,473	102,371
035242AP1	6,163,143	ANHEUSER-BUSCH INBEV FINANCE INC	500,000	499,331	4,563	503,893
037833BG4	6,163,145	APPLE INC	1,900,000	1,895,133	28,373	1,923,506
038222AJ4	6,163,147	APPLIED MATERIALS INC	300,000	299,158	975	300,133
06051GGR4	6,163,149	BANK OF AMERICA CORP	440,000	440,000	4,391	444,391
07177MAB9	6,163,151	BAXALTA INC	500,000	497,451	7,111	504,562
092113AL3	6,163,153	BLACK HILLS CORP	750,000	748,175	8,723	756,898
097023BN4	6,163,155	BOEING CO	100,000	99,004	6	99,011
097023BP9	6,163,157	BOEING CO	100,000	98,138	7	98,145
136385AX9	6,163,159	CANADIAN NATURAL RESOURCES LTD	500,000	498,597	8,021	506,618
14149YBJ6	6,163,161	CARDINAL HEALTH INC	500,000	500,000	6,441	506,441
151020BB9	6,163,163	CELGENE CORPORATION	1,000,000	996,638	7,692	1,004,330
172967LP4	6,163,165	CITIGROUP INC	250,000	250,000	2,471	252,471
191216BS8	6,163,167	COCA-COLA CO	150,000	149,820	48	149,868
25468PDF0	6,163,169	WALT DISNEY CO	200,000	199,635	770	200,405
260003AM0	6,163,171	DOVER CORP	100,000	99,396	1,453	100,848
26138EAS8	6,163,173	DR PEPPER SNAPPLE GROUP INC	500,000	497,663	7,839	505,501
268317AS3	6,163,175	ELECTRICITE DE FRANCE SA	250,000	248,355	453	248,808
26884TAP7	6,163,177	ERAC USA FINANCE LLC	100,000	99,851	1,900	101,751
30212PAM7	6,163,179	EXPEDIA INC	100,000	99,637	1,056	100,692
337932AH0	6,163,181	FIRSTENERGY CORP	500,000	498,467	5,742	504,208
375558BF9	6,163,183	GILEAD SCIENCES INC	450,000	448,572	2,738	451,309
427866AU2	6,163,185	HERSHEY CO	100,000	99,774	622	100,396
42824CAW9	6,163,187	HEWLETT-PACKARD CO	250,000	249,460	544	250,004

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
461070AM6	6,163,189	INTERSTATE POWER AND LIGHT CO	200,000	199,603	1,436	201,039
46115HBB2	6,163,191	INTESA SANPAOLO SPA	250,000	249,501	2,879	252,380
491674BK2	6,163,193	KENTUCKY UTILITIES CO	100,000	99,967	275	100,242
594918BJ2	6,163,195	MICROSOFT CORP	1,000,000	999,798	15,451	1,015,249
606822AR5	6,163,197	MITSUBISHI UFJ FINANCIAL GROUP INC	500,000	500,000	4,383	504,383
637417AH9	6,163,199	NATIONAL RETAIL PROPERTIES INC	200,000	199,626	3,689	203,315
677050AC0	6,163,201	OGLETHORPE POWER CORP	300,000	354,483	6,191	360,674
693304AT4	6,163,203	PECO ENERGY CO	300,000	299,051	420	299,471
695114BZ0	6,163,205	PACIFICORP	1,099,000	1,314,401	21,797	1,336,198
718172BQ1	6,163,207	PHILIP MORRIS INTERNATIONAL INC	500,000	496,302	3,750	500,052
742718EP0	6,163,209	PROCTER & GAMBLE COMPANY	600,000	598,252	4,005	602,257
74340XBE0	6,163,211	PROLOGIS LP	50,000	49,757	938	50,695
744542AC5	6,163,213	PUBLIC SERVICE OF NEW MEXICO CO	50,000	49,910	481	50,391
747525AF0	6,163,215	QUALCOMM INCORPORATED	600,000	598,401	9,258	607,658
75625QAE9	6,163,217	RECKITT BENCKISER TSY	700,000	698,055	7,292	705,346
771196BJ0	6,163,219	ROCHE HOLDINGS INC	200,000	198,839	2,850	201,689
77578JAB4	6,163,221	ROLLS-ROYCE PLC	750,000	749,416	1,284	750,700
776743AB2	6,163,223	ROPER INDUSTRIES INC.	100,000	99,869	1,454	101,323
78409VAK0	6,163,225	S&P GLOBAL INC	500,000	498,629	4,644	503,274
806851AG6	6,163,227	SCHLUMBERGER HOLDINGS CORP	245,000	244,873	3,539	248,412
828807CV7	6,163,229	SIMON PROPERTY GROUP INC	100,000	99,507	583	100,091
871829AZ0	6,163,231	SYSCO CORPORATION	250,000	250,000	781	250,781
883556BM3	6,163,233	THERMO FISHER SCIENTIFIC INC	250,000	249,720	3,447	253,167
88579YAR2	6,163,235	3M CO	1,000,000	997,090	7,000	1,004,090
902494BC6	6,163,237	TYSON FOODS INC	500,000	499,230	7,347	506,576
90351DAB3	6,163,239	UBS GROUP FUNDING SWITZERLAND AG	250,000	249,636	1,060	250,696
904678AB5	6,163,241	UNICREDIT SPA	250,000	259,577	610	260,187
92826CAD4	6,163,243	VISA INC	500,000	498,555	5,994	504,548
94974BGP9	6,163,245	WELLS FARGO & CO	400,000	399,459	1,262	400,721
07387#AA2	6,163,247	BEAR SWAMP FINANCE LP	96,957	96,957	408	97,366
781172AB7	6,163,249	RUBY PIPELINE LLC	78,667	82,214	393	82,607
G7770#AC6	6,163,251	SAGE GROUP PLC	100,000	100,845	1,659	102,504
12593PAV4	6,163,253	COMM_15-CR23	500,000	503,658	1,460	505,119
38379KVE5	6,163,255	GNMA_15-109	500,000	468,133	1,250	469,383
46590KAD6	6,163,257	JPMCC_15-JP1	490,000	503,001	1,490	504,491
002824BE9	6,163,259	ABBOTT LABORATORIES	2,000,000	1,992,344	28,522	2,020,866
002824BL3	6,163,261	ABBOTT LABORATORIES	1,600,000	1,595,914	2,311	1,598,226
00287YAL3	6,163,263	ABBVIE INC	2,000,000	2,012,064	28,194	2,040,258
00846UAJ0	6,163,265	AGILENT TECHNOLOGIES INC	2,000,000	1,994,873	22,819	2,017,692
02209SAP8	6,163,267	ALTRIA GROUP INC.	1,300,000	1,298,918	19,068	1,317,986
032654AH8	6,163,269	ANALOG DEVICES INC	1,000,000	968,405	11,979	980,384
053332AP7	6,163,273	AUTOZONE INC	5,000,000	4,984,995	46,007	5,031,002

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
055451AW8	6,163,275	BHP BILLITON FINANCE (USA) LTD	400,000	400,000	833	400,833
055451AX6	6,163,277	BHP BILLITON FINANCE (USA) LTD	800,000	800,000	1,800	801,800
05567YAA7	6,163,279	BNSF RAILWAY CO PASS THROUGH TRUST	3,845,186	3,790,072	15,916	3,805,988
06051GEU9	6,163,281	BANK OF AMERICA CORP	3,000,000	2,990,431	30,250	3,020,681
12527GAG8	6,163,283	CF INDUSTRIES INC	1,000,000	998,933	14,167	1,013,100
12527GAH6	6,163,285	CF INDUSTRIES INC	1,000,000	994,587	18,750	1,013,337
19416QEC0	6,163,287	COLGATE-PALMOLIVE CO	5,000,000	4,960,509	52,500	5,013,009
205887BR2	6,163,289	CONAGRA FOODS INC	4,531,000	4,525,280	38,665	4,563,944
207597EF8	6,163,291	CONNECTICUT LIGHT AND POWER CO	5,000,000	4,983,698	36,806	5,020,504
210518CL8	6,163,293	CONSUMERS ENGERGY	2,000,000	1,989,262	5,022	1,994,284
210518CL8	6,163,295	CONSUMERS ENGERGY	5,000,000	4,973,155	12,556	4,985,711
29379VAN3	6,163,299	ENTERPRISE PRODUCTS OPERATING LP	1,000,000	873,318	8,106	881,424
29379VBM4	6,163,301	ENTERPRISE PRODUCTS OPERATING LLC	1,500,000	1,500,000	15,234	1,515,234
31428XAV8	6,163,303	FEDEX CORP	5,000,000	4,992,866	6,000	4,998,866
31620MAK2	6,163,305	FIDELITY NATIONAL INFORMATION SERV	1,582,000	1,575,235	2,461	1,577,696
337358BA2	6,163,307	WELLS FARGO & COMPANY	2,500,000	2,916,925	8,333	2,925,258
337358BA2	6,163,309	WELLS FARGO & COMPANY	3,250,000	3,792,002	10,833	3,802,835
44266RAC1	6,163,313	HOWARD HUGHES MEDICAL INSTITUTE	775,000	774,101	4,521	778,622
534187AY5	6,163,321	LINCOLN NATIONAL CORP	10,000,000	10,146,208	131,944	10,278,152
589331AT4	6,163,323	MERCK & CO INC	5,000,000	4,957,704	15,333	4,973,037
594918AT1	6,163,325	MICROSOFT CORP	8,000,000	7,985,750	95,000	8,080,750
740189AG0	6,163,329	PRECISION CASTPARTS CORP.	3,705,000	3,700,432	27,273	3,727,704
775109AW1	6,163,331	ROGERS COMMUNICATIONS INC.	5,000,000	4,995,956	19,167	5,015,123
78403DAH3	6,163,333	SBA TOWER TRUST	4,000,000	4,000,000	—	4,000,000
803070AB7	6,163,335	SAPPI PAPIER HOLDING AG 144A	150,000	122,025	4,250	126,275
88032WAE6	6,163,337	TENCENT HOLDINGS LTD	3,000,000	2,999,676	25,373	3,025,048
882389CC1	6,163,339	TEXAS EASTERN TRANSMISSION LP	10,000,000	9,970,651	206,111	10,176,762
89153UAF8	6,163,341	TOTAL CAPITAL CANADA LTD	3,000,000	3,007,375	24,292	3,031,667
89153UAF8	6,163,343	TOTAL CAPITAL CANADA LTD	8,000,000	8,004,951	64,778	8,069,729
90783VAA3	6,163,345	UNION PACIFIC CORPORATION	2,284,092	2,231,652	38,370	2,270,022
913017BV0	6,163,347	UNITED TECHNOLOGIES CORP	5,000,000	5,158,989	64,583	5,223,573
913017BV0	6,163,349	UNITED TECHNOLOGIES CORP	4,000,000	4,122,923	51,667	4,174,590
91324PCC4	6,163,351	UNITEDHEALTH GROUP INCORPORATED	8,000,000	7,983,059	29,389	8,012,448
931142DH3	6,163,353	WALMART INC	5,000,000	4,993,999	7,083	5,001,083
969133AK3	6,163,355	WILLAMETTE INDUSTRIES INC	1,200,000	1,122,844	31,400	1,154,244
969457BG4	6,163,357	WILLIAMS COMPANIES INC	193,000	195,350	2,533	197,883
23330JAA9	6,163,359	DP WORLD LTD 144A	160,000	143,182	3,623	146,805
23330JAA9	6,163,361	DP WORLD LTD 144A	300,000	268,467	6,793	275,259
368266AF9	6,163,363	GAZ CAPITAL (GAZPROM)	429,000	413,994	4,189	418,183
368266AH5	6,163,365	GAZ CAPITAL SA	180,000	167,996	2,733	170,729
40049JAT4	6,163,367	GRUPO TELEVISA S.A. DE C.V.	115,000	130,764	1,358	132,121

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
40049JAV9	6,163,369	GRUPO TELEVISA SA	175,000	173,727	1,385	175,112
40049JAV9	6,163,371	GRUPO TELEVISA SA	100,000	99,804	791	100,595
549876AA8	6,163,373	LUKOIL INTL FINANCE BV 144A	252,000	252,000	6,709	258,709
EI9925369	6,163,375	GRUPO BIMBO SAB DE CV	100,000	99,983	1,200	101,183
48667QAA3	6,163,377	NK KAZMUNAYGAZ AO	345,000	344,930	10,406	355,336
698299AV6	6,163,381	PANAMA (REPUBLIC OF)	200,000	206,223	3,642	209,865
706451BG5	6,163,383	PEMEX PROJECT FUNDING MASTER TRUST	340,000	350,069	8,509	358,578
210805DD6	6,163,385	CONTINENTAL AIRLINES INC	488,648	495,036	3,034	498,070
0010EPA@7	6,163,389	AEP TEXAS CENTRAL CO	400,000	400,000	7,662	407,662
00168@AB2	6,163,391	ALS GROUP GENERAL PARTNERSHIP	100,000	101,077	1,704	102,781
00168@AG1	6,163,393	ALS GROUP GENERAL PARTNERSHIP	100,000	99,728	1,484	101,212
00168@AH9	6,163,395	ALS GROUP GENERAL PARTNERSHIP	100,000	100,365	1,182	101,546
003009A*8	6,163,397	ABERDEEN ASIA PACIFIC INCOME FUND	400,000	400,000	4,711	404,711
00802#AA4	6,163,399	AEROSTAR AIRPORT HOLDINGS LLC	851,143	851,143	5,302	856,445
031100E*7	6,163,401	AMETEK INC	500,000	500,000	1,606	501,606
04220@AA2	6,163,403	ARMENIA MOUNTAIN WIND LLC	2,184,104	2,184,104	23,932	2,208,035
048303E*8	6,163,405	ATLANTIC CITY ELECTRIC CO	2,900,000	2,900,000	42,292	2,942,292
07387#AA2	6,163,407	BEAR SWAMP FINANCE LP	5,720,477	5,720,477	24,088	5,744,565
12656*AF9	6,163,409	CSLB HOLDINGS INC	300,000	300,000	750	300,750
12656*AG7	6,163,411	CSLB HOLDINGS INC	200,000	200,000	622	200,622
147528E#6	6,163,415	CASEYS GENERAL STORES INC	500,000	500,000	6,830	506,830
147528F*9	6,163,417	CASEYS GENERAL STORES INC	300,000	300,000	4,188	304,188
185508A#5	6,163,425	CLECO POWER LLC	1,600,000	1,600,000	27,150	1,627,150
212168AA6	6,163,427	CONTINENTAL WIND LLC	322,628	341,073	3,280	344,353
218333A*3	6,163,429	CORBION NV	3,000,000	3,000,000	45,175	3,045,175
24618#AG5	6,163,431	DELAWARE NORTH COMPANIES INC	200,000	200,000	1,987	201,987
25763#AE0	6,163,433	DONALDSON COMPANY INC	2,600,000	2,600,000	9,135	2,609,135
39278*AA1	6,163,439	GREEN COUNTRY ENERGY LLC PRVT	7,289,837	7,554,268	122,549	7,676,818
40447@AE5	6,163,441	HMSHOST CORP	800,000	800,000	11,833	811,833
40637CA@9	6,163,445	HALMA PLC	1,750,000	1,750,000	16,547	1,766,547
46574*AA7	6,163,449	ITT HOLDINGS LLC	200,000	200,000	3,484	203,484
46574*AB5	6,163,451	ITT HOLDINGS LLC	300,000	300,000	5,360	305,360
48666*AA2	6,163,455	KCP&L GREATER MISSOURI OPERATIONS	300,000	300,000	2,210	302,210
57169*AR8	6,163,457	MARS INC	4,550,000	4,675,995	8,443	4,684,438
59564NA#0	6,163,459	MIDCOAST ENERGY PARTNERS LP	100,000	100,000	381	100,381
59564NA*4	6,163,461	MIDCOAST ENERGY PARTNERS LP	200,000	200,000	613	200,613
59564NA@2	6,163,463	MIDCOAST ENERGY PARTNERS LP	100,000	100,000	348	100,348
674003A@7	6,163,465	OAKTREE CAPITAL GROUP LLC	400,000	400,000	2,584	402,584
711123C*8	6,163,469	PEOPLES GAS LIGHT AND COKE COMPANY	400,000	400,000	3,960	403,960
73020*AJ2	6,163,471	PNG COMPANIES LLC	5,000,000	5,000,000	53,569	5,053,569

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
82011@AC7	6,163,475	SHARYLAND DISTRIBUTION & TRANSMISS	5,800,000	5,800,000	92,040	5,892,040
84055*AC2	6,163,477	SOUTH TEXAS ELECTRIC COOP INC	425,000	433,333	6,594	439,927
85915#AF8	6,163,479	STERICYCLE INC.	300,000	300,000	3,104	303,104
C1465*AL7	6,163,489	CGI GROUP INC	500,000	500,000	2,763	502,763
C1466#AA6	6,163,491	CANADIAN PACIFIC RAILWAY LTD PRVT	3,548,089	3,548,089	30,926	3,579,015
G1696#AY2	6,163,493	BUNZL FINANCE PLC	300,000	300,000	2,588	302,588
G1910#AQ9	6,163,495	COBHAM PLC	165,000	165,000	3,573	168,573
G2956@AK7	6,163,497	ABP ACQUISITIONS UK LTD	2,500,000	2,500,000	29,683	2,529,683
G7770#AB8	6,163,509	SAGE GROUP PLC	600,000	600,000	8,265	608,265
G7770#AC6	6,163,511	SAGE GROUP PLC	200,000	200,000	3,318	203,318
G7770#AC6	6,163,513	SAGE GROUP PLC	3,600,000	3,630,404	59,731	3,690,135
G8056*AA7	6,163,519	SEVERN TRENT WATER LTD	6,000,000	6,000,000	35,670	6,035,670
G9433*AA9	6,163,521	WARBURTONS 1876 LIMITED	500,000	500,000	43	500,043
N4281@BX2	6,163,531	ROYAL VOPAK N.V.	600,000	600,000	11,110	611,110
N6704@AK5	6,163,533	OILTANKING FINANCE BV	400,000	400,000	353	400,353
N7338@AB7	6,163,535	RED ELECTRICA DE ESPANA SA PRVT	7,000,000	7,000,000	11,830	7,011,830
N9061#AB4	6,163,537	VTTI MLP BV	2,000,000	2,000,000	36,796	2,036,796
Q0458*AD1	6,163,539	AQUASURE FINANCE PTY LTD	100,000	100,000	993	100,993
Q3629#AJ2	6,163,549	ETSA UTILITIES FINANCE PTY LTD	100,000	100,000	1,202	101,202
Q3917#AA2	6,163,551	FLINDERS PORT HOLDINGS PTY LTD	300,000	300,000	1,494	301,494
Q3917#AB0	6,163,553	FLINDERS PORT HOLDINGS PTY LTD	1,100,000	1,100,000	5,610	1,105,610
Q5995#AD6	6,163,555	DOMINION OF NEW ZEALAND PRVT	4,500,000	4,500,000	1,370	4,501,370
Q6518#AA8	6,163,557	NSW PORTS FINANCE CO PTY LTD	100,000	100,000	19	100,019
Q6518#AB6	6,163,559	NSW PORTS FINANCE CO PTY LTD	100,000	100,000	19	100,019
Q7160#AJ8	6,163,561	ORICA LIMITED	300,000	300,000	1,645	301,645
9128282Z2	6,163,565	TREASURY NOTE	13,000,000	12,970,097	9,235	12,979,332
21870LAN6	6,163,567	CORE_15-CALW	7,000,000	7,176,110	23,209	7,199,319
62983PAA3	6,163,569	NAKILAT INC 144A	30,000	28,151	612	28,763
62983PAB1	6,163,571	NAKILAT INC 144A	266,302	265,220	5,609	270,829
62983PAB1	6,163,573	NAKILAT INC 144A	163,878	161,261	3,452	164,713
698299AW4	6,163,577	PANAMA (REPUBLIC OF)	169,000	173,527	2,988	176,515
86360FAB5	6,163,579	SFS_06-A B 144A	952,934	959,156	2,905	962,062
161546JH0	6,163,581	CFAB_04-2 1A5	2,906,494	2,905,147	12,657	2,917,804
161546JK3	6,163,583	CFAB_04-2 1M1	2,198,760	2,189,561	9,415	2,198,976
23342KAD6	6,163,585	DRB_17-A	2,020,585	2,105,232	1,086	2,106,318
27034MAB0	6,163,587	EARN_16-D	1,113,132	1,165,515	525	1,166,040
27035BAB3	6,163,589	EARN_17-A	1,436,302	1,476,022	652	1,476,674
27035BAC1	6,163,591	EARN_17-A	396,613	411,513	246	411,759
294751EK4	6,163,593	EQABS_04-2 M1	353,094	357,064	1,441	358,506
759950FG8	6,163,595	RAMC_05-1 AF6	624,479	656,348	2,714	659,062

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
83404JAA4	6,163,597	SCLP_17-3	1,853,133	1,917,182	888	1,918,070
83405DAC2	6,163,599	SOFI_17-C	500,000	499,784	219	500,003
4866065#9	6,163,601	KAYNE ANDERSON KYN FUND	16,000	400,000	2,752	402,752
4866066#8	6,163,603	KAYNE ANDERSON KYN	4,000	100,000	654	100,654
48661E4*6	6,163,605	KAYNE ANDERSON KMF FUND	17,500	445,313	3,010	448,322
89147L2#6	6,163,607	TORTOISE ENERGY INFRASTRUCTURE MRPS	10,000	100,000	1,493	101,493
89147L2#6	6,163,609	TORTOISE ENERGY INFRASTRUCTURE MRPS	10,000	100,000	1,493	101,493
89147L3#5	6,163,611	TORTOISE ENERGY INFRASTRUCTURE MRPS	10,000	100,000	1,615	101,615
89147L3#5	6,163,613	TORTOISE ENERGY INFRASTRUCTURE MRPS	10,000	100,000	1,615	101,615
822582AT9	4,857,686	SHELL INTERNATIONAL FINANCE BV	2,000,000	1,999,364	14,097	2,013,462
718172AM1	4,620,829	PHILIP MORRIS INTERNATIONAL INC	10,000,000	9,819,655	201,736	10,021,391
92826CAE2	5,770,946	VISA INC	8,000,000	8,406,782	126,344	8,533,126
2,679,803	2,679,804	WINKAL HOLDINGS, L.L.C.	723,033	724,399	2,620	727,019
27,160	27,161	Belgrade, L.L.C.	405,831	407,491	1,409	408,900
27,218	27,219	ET MT Limited Partnership	359,578	360,280	1,231	361,511
27,219	27,220	Las Palmas Park Limited Partnership	411,727	412,560	1,324	413,883
27,308	27,309	Casa Fiesta Tempe Limited Partnership	590,217	591,420	1,873	593,292
27,318	27,319	North Star Trust Company, Trustee	5,753,623	5,787,720	25,514	5,813,234
27,322	27,323	A.J. Palmas Limited Partnership	447,134	448,045	1,419	449,464
2,732,902	2,732,903	McAllen-83-McColl, Inc.	2,834,623	2,838,701	12,183	2,850,884
2,738,303	2,738,304	Queensbury Village, Inc.	618,064	619,202	1,780	620,983
28,799	28,800	COURT INTERNATIONAL LLC	444,895	445,818	1,393	447,211
2,880,903	2,880,904	WINWEST Post L.L.C.	167,593	167,909	607	168,516
2,881,003	2,881,004	WINWEST Main LLC	104,745	104,943	380	105,322
2,881,103	2,881,104	WINWEST Central LLC	59,038	59,150	214	59,364
2,881,203	2,881,204	WINWALK Realty, L.L.C.	133,312	133,564	483	134,047
2,881,302	2,881,303	Agellan Commercial REIT U.S. L.P.	620,599	621,994	2,068	624,062
28,819	28,820	Koar Airport Associates	449,855	450,727	1,559	452,286
2,881,902	2,881,903	Koar Airport Associates	333,333	333,333	1,153	334,486
28,821	28,822	LARGO LIMITED LIABILITY COMPANY	1,215,540	1,220,546	4,140	1,224,685
28,829	28,830	1111 Tower LLC	665,920	668,556	2,535	671,091
28,830	28,831	Plaza Star Associates, LLC	447,109	448,473	1,775	450,248
28,832	28,833	Quarterhorse Equities, LLC	150,140	150,995	434	151,429
28,833	28,834	820-850 Hind Drive, LLC	345,175	347,141	998	348,139
28,834	28,835	5420 Sunset Boulevard LP, LLC	302,878	304,603	876	305,479
28,835	28,836	Japanese Village, LLC	286,261	287,892	828	288,719
28,837	28,838	Michigan - 180 Property LLC	434,336	435,523	1,452	436,975
28,838	28,839	Property Management Support Inc.	174,378	175,006	648	175,653
28,841	28,842	Property Management Support Inc.	102,752	103,122	382	103,503
28,842	28,843	Normandy Equities Ltd	132,337	132,813	491	133,305
28,843	28,844	Property Management Support Inc.	147,908	148,440	549	148,989
28,844	28,845	Property Management Support Inc.	207,077	207,822	769	208,591

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
28,845	28,846	Property Management Support Inc.	154,137	154,691	572	155,263
28,846	28,847	Property Management Support Inc.	66,940	67,180	249	67,429
28,847	28,848	Property Management Support Inc.	54,482	54,678	202	54,880
28,848	28,849	Property Management Support Inc.	149,465	150,003	555	150,558
28,849	28,850	Silver Spring Project, LLC	1,156,552	1,158,532	4,151	1,162,683
28,850	28,851	American Commercial Equities Two, LLC	313,452	315,238	906	316,144
28,851	28,852	LTF Real Estate MP I, LLC	673,379	683,768	2,536	686,304
28,854	28,855	Donald B. Gaines and Pamela K. Gaines, A	499,090	499,884	1,437	501,321
28,858	28,859	GORDON NW VILLAGE, LP	201,852	202,649	760	203,408
28,862	28,863	11 East Adams L.L.C.	410,012	411,666	1,389	413,055
28,866	28,867	Denville Union Hill, LLC	394,944	396,890	1,240	398,131
28,868	28,869	Seasons Affiliates, LLC	499,867	499,867	1,604	501,470
28,871	28,872	Cable Building Owners LLC	945,249	946,898	3,038	949,936
28,872	28,873	CBV Limited Partnership	413,923	415,557	1,430	416,987
28,873	28,874	Medical Buildings of America, LLC	490,121	492,131	1,579	493,710
28,876	28,877	Short Pump Investors, LLC	474,469	475,242	1,695	476,937
28,882	28,883	Atlantic Center Fort Greene Associates,	1,174,317	1,174,317	—	1,174,317
28,886	28,887	Jim R. Smith	276,664	280,791	690	281,481
28,887	28,888	McClellan Plaza, LLC	454,677	455,526	1,602	457,128
28,897	28,898	DSA Properties, LP	731,444	736,343	2,129	738,472
28,898	28,899	Strada Developments, LLC	433,276	436,178	1,261	437,439
28,902	28,903	SHAPELL SOCAL RENTAL PROPERTIES, LLC	362,611	365,152	910	366,062
28,910	28,911	Ocean Partners Trust	422,882	424,474	1,503	425,978
28,911	28,912	Ocean Part. Assoc. LLLP	642,560	644,981	2,284	647,265
29,041	29,042	Warner Gateway Company	395,712	398,098	1,271	399,368
29,043	29,044	Midmall Resources Limited Partnership	466,309	467,102	1,701	468,804
29,045	29,046	Woodbrook LLC	465,807	467,465	1,652	469,116
29,046	29,047	Airport Associates, L.P.	457,405	458,474	1,685	460,159
29,049	29,050	Continental Skypark LLC	244,211	244,798	861	245,659
29,057	29,058	Sparrowhawk Chicago Industrial LP	447,565	448,514	1,562	450,076
29,068	29,069	500 Capitol Mall Tower, LLC	849,336	851,312	3,441	854,753
29,073	29,074	FC Hanson Associates, LLC	559,039	559,039	—	559,039
29,104	29,105	Phoenix Uprising, LLC	500,000	500,000	1,638	501,638
29,113	29,114	AmREIT SPF Shadow Creek, L.P.	700,000	700,000	2,158	702,158
29,114	29,115	Path Farmer's Market, LLC	976,870	974,096	3,872	977,968
29,135	29,136	Levine Investments Limited Partnership	869,458	879,282	2,162	881,444
29,136	29,137	Broad Realty Investments, LP	349,408	353,356	869	354,225
29,175	29,176	ARCP KO Charlottesville VA, LLC	500,000	500,000	1,625	501,625
29,178	29,179	Beemer & Associates XIV, L.C.	268,159	269,073	919	269,993
29,188	29,189	BEEMER AND ASSOCIATES IV, LLC	268,159	269,073	919	269,993
29,195	29,196	ARCP GE Seven Field PA LLC	500,000	500,000	1,625	501,625
29,204	29,205	JHW-USB LLC	470,983	471,813	1,514	473,327
29,214	29,215	945 Battery, LLC	875,369	876,929	2,740	879,670
29,215	29,216	1301 Sansome, LLC	471,353	472,193	1,476	473,668

ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29,225	29,226	Mayflower Agency Co., Inc.	470,722	471,600	1,348	472,948
29,229	29,230	Southhaven Associates LLC	473,682	474,498	1,542	476,040
29,232	29,233	Acorn II Self-Storage LLC	502,297	503,987	1,722	505,709
29,235	29,236	Golden Triangle Industrial Park, LLC	500,000	500,000	1,442	501,442
29,236	29,237	Triangle Palisades of Asheville, Inc.	452,011	453,542	1,470	455,012
29,237	29,238	General Property Support, Inc.	71,817	72,076	267	72,342
29,238	29,239	General Property Support, Inc.	191,314	191,755	639	192,395
29,242	29,243	Oakwood Estates - One, LLC	478,894	479,682	1,599	481,281
29,261	29,262	F-Star Socorro Holding Co., LLC	446,766	449,652	1,480	451,132
29,269	29,270	SP HHF Sub Brooklyn LLC	1,000,000	1,000,000	2,867	1,002,867
29,320	29,321	Emerson Investments International, Inc.	462,519	463,972	1,643	465,615
29,325	29,326	Montecristo - Rancho Santa Paula LLC	485,527	486,275	1,686	487,961
29,336	29,337	HCPCI Holdings LLC	442,698	444,913	1,483	446,396
29,339	29,340	Brian Woods, as Trustee of the Anthony E Cox Living	460,648	462,166	1,452	463,618
29,340	29,341	SHA Realty Holdings, LLC	444,756	446,969	1,475	448,444
29,345	29,346	Cole MT Deltona FL, LLC	500,000	500,000	1,604	501,604
29,346	29,347	Hess Genesee Park LLC	500,000	500,000	1,596	501,596
29,347	29,348	United Grand Corporation	500,000	500,000	1,675	501,675
29,498	29,499	Kiamie-Princess Marion Realty Corp.	485,816	486,669	1,334	488,003
29,501	29,502	70NE410 Partnership, Ltd.	484,457	485,516	1,501	487,017
29,535	29,536	Jacksonville Beach Investments, LLC	481,170	482,645	1,456	484,101
29,544	29,545	Northvale II Urban Renewal Associates, LP	484,949	486,044	1,389	487,434
29,664	29,665	Mericle 3 Great Valley, LLC	592,500	595,007	1,849	596,857
		CASH	239,181,840	239,181,840	-	239,181,840
			14,353,021,485	13,837,827,163	120,612,484	13,958,439,646

SCHEDULE IV

EXISTING INDEX HEDGES

See attached.² 

² This list is current as of 5/28/2018 and will be updated to be current as of 5/31/2018 following the Effective Date.

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Asian Call Spread	Advantage 9	900A	900A00073	2011-1892-L	SGDV	Societe Generale	119,500.33	9/19/2011	10/19/2019	GA
Asian	Spread 9	900S	900S00284	2011-2525-L	CSBDV	Credit Suisse International	523,560.00	11/21/2011	6/20/2019	GA
Asian	Spread 9	900S	900S00285	2011-2768-L	JPMDV	JPMORGAN CHASE BANK, N.A.	43,287.20	12/20/2011	9/21/2020	GA
Asian	Spread 9	900S	900S00286	2012-0164-L	CSBDV	Credit Suisse International	14,186.92	1/18/2012	10/14/2020	GA
Asian Call Spread	Advantage 9	900A	900A00074	2012-0219-L	MLIDV	Merrill Lynch International	128,573.25	1/25/2012	10/29/2020	GA
Asian	Spread 9	900S	900S00287	2012-0496-L	CSBDV	Credit Suisse International	12,622.80	2/28/2012	2/6/2021	GA
Asian	Spread 9	900S	900S00288	2012-0738-L	BARDV	Barclays Bank, PLC	1,583.40	3/29/2012	3/16/2021	GA
Asian	Spread 9	900S	900S00289	2012-0961-L	SGDV	Societe Generale	4,906.96	4/24/2012	4/11/2021	GA
Asian	Spread 9	900S	900S00290	2012-1178-L	GSIDV	Goldman Sachs International	5,293.59	5/17/2012	5/5/2021	GA
Asian	Market Smart 7	700K	700K00008	2012-1058-L	HSBDV	HSBC Bank USA, National Association	11,564.08	5/7/2012	1/10/2019	GA
Asian	Spread 9	900S	900S00291	2012-1440-L	SGDV	Societe Generale	11,413.44	6/19/2012	6/4/2021	GA
Asian	Spread 9	900S	900S00292	2012-1577-L	BARDV	Barclays Bank, PLC	3,762.85	7/10/2012	6/28/2021	GA
Asian	Spread 9	900S	900S00293	2012-1811-L	BARDV	Barclays Bank, PLC	5,343.12	8/7/2012	7/23/2021	GA
Asian	Spread 9	900S	900S00294	2012-2139-L	UBSDV	UBS AG	715.00	9/6/2012	8/22/2021	GA
Asian	Spread 9	900S	900S00295	2012-2381-L	GSIDV	Goldman Sachs International	8,985.90	10/2/2012	9/19/2021	GA
Asian	Spread 9	900S	900S00296	2012-2626-L	BNPDV	BNP Paribas	4,219.69	11/1/2012	10/17/2021	GA
Asian	Spread 9	900S	900S00297	2012-2901-L	CSBDV	Credit Suisse International	1,079.92	12/5/2012	11/18/2021	GA
Asian	Spread 9	900S	900S00298	2013-3142-L	HSBDV	HSBC Bank USA, National Association	11,582.88	1/2/2013	2/16/2021	GA
Asian	Market Smart 7	700K	700K00009	2013-3180-L	HSBDV	HSBC Bank USA, National Association	9,364.34	1/7/2013	8/25/2019	GA
Asian	Spread 9	900S	900S00299	2013-3592-L	HSBDV	HSBC Bank USA, National Association	3,918.64	2/20/2013	1/25/2022	GA
Asian	Spread 9	900S	900S00300	2013-3763-L	BNPDV	BNP Paribas	10,463.20	4/2/2013	3/18/2022	GA
Asian	Spread 9	900S	900S00301	2013-3915-L	BNPDV	BNP Paribas	5,607.14	5/7/2013	4/20/2022	GA
Asian	Spread 9	900S	900S00302	2013-4101-L	CITDV	Citibank, N.A.	3,586.20	6/17/2013	5/25/2022	GA
Asian	Spread 9	900S	900S00303	2013-4239-L	DBDV	Deutsche Bank AG	12,099.24	7/16/2013	6/28/2022	GA
Asian	Spread 9	900S	900S00304	2013-4319-L	SGDV	Societe Generale	16,485.56	8/6/2013	7/27/2022	GA
Asian	Spread 9	900S	900S00305	2013-4502-L	MSIDV	Morgan Stanley & Co International, PLC	1,911.80	9/11/2013	8/22/2022	GA
Asian	Spread 9	900S	900S00306	2013-4742-L	WCHDV	Wells Fargo Bank, N. A.	16,691.40	10/28/2013	10/2/2022	GA
Asian	Spread 9	900S	900S00307	2013-4912-L	CSBDV	Credit Suisse International	8,047.84	12/11/2013	11/18/2022	GA
Asian	Market Smart 10	100K	100K00055	2015-6645-L	HSBDV	HSBC Bank USA, National Association	72,941.76	1/27/2015	6/5/2022	GA
Asian	Market Smart 10	100K	100K00056	2015-6790-L	CITDV	Citibank, N.A.	97,687.20	3/3/2015	2/13/2025	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Asian	Market Smart 10	100K	100K00057	2015-6975-L	RBCDV	Royal Bank of Canada	136,511.20	4/7/2015	3/24/2025	GA
Asian	Market Smart 10	100K	100K00058	2015-7160-L	NATDV	NATIXIS SA	107,297.48	5/14/2015	5/1/2025	GA
Asian	Market Smart 10	100K	100K00059	2015-7331-L	BARDV	Barclays Bank, PLC	103,196.70	6/23/2015	6/7/2025	GA
Asian	Market Smart 10	100K	100K00060	2015-7550-L	RBCDV	Royal Bank of Canada	69,850.02	8/11/2015	3/30/2025	GA
Asian	Market Smart 10	100K	100K00061	2015-7621-L	WCHDV	Wells Fargo Bank, N. A.	52,537.36	8/26/2015	8/15/2025	GA
Asian	Market Smart 10	100K	100K00062	2015-7997-L	BARDV	Barclays Bank, PLC	86,022.04	10/29/2015	10/3/2025	GA
Asian	Market Smart 10	100K	100K00063	2016-9061-L	GSIDV	Goldman Sachs International	54,640.64	3/1/2016	1/6/2026	GA
Asian Call Spread	Advantage 5	510A	510A00068	2016-9550-L	GSIDV	Goldman Sachs International	60,490.40	5/17/2016	12/23/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00001-2	2017-2991-L	JPMDV	JPMORGAN CHASE BANK, N.A.	1,457.83	2/15/2017	2/14/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00001-3	2017-2998-L	JPMDV	JPMORGAN CHASE BANK, N.A.	1,315.64	2/15/2017	2/14/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00001-4	2017-2997-L	JPMDV	JPMORGAN CHASE BANK, N.A.	1,198.82	2/15/2017	2/14/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00001-5	2017-2995-L	JPMDV	JPMORGAN CHASE BANK, N.A.	1,097.41	2/15/2017	2/14/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00001-6	2017-2993-L	JPMDV	JPMORGAN CHASE BANK, N.A.	1,010.67	2/15/2017	2/14/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00001-7	2017-3000-L	JPMDV	JPMORGAN CHASE BANK, N.A.	6,063.33	2/15/2017	2/14/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00002-2	2017-3106-L	JPMDV	JPMORGAN CHASE BANK, N.A.	106.43	3/2/2017	3/1/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00002-3	2017-3107-L	JPMDV	JPMORGAN CHASE BANK, N.A.	95.63	3/2/2017	3/1/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00002-4	2017-3108-L	JPMDV	JPMORGAN CHASE BANK, N.A.	86.81	3/2/2017	3/1/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00002-5	2017-3109-L	JPMDV	JPMORGAN CHASE BANK, N.A.	79.44	3/2/2017	3/1/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00002-6	2017-3110-L	JPMDV	JPMORGAN CHASE BANK, N.A.	72.81	3/2/2017	3/1/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00002-7	2017-3111-L	JPMDV	JPMORGAN CHASE BANK, N.A.	442.33	3/2/2017	3/1/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00003-2	2017-3169-L	JPMDV	JPMORGAN CHASE BANK, N.A.	187.00	3/10/2017	3/9/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00003-3	2017-3170-L	JPMDV	JPMORGAN CHASE BANK, N.A.	168.00	3/10/2017	3/9/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00003-4	2017-3172-L	JPMDV	JPMORGAN CHASE BANK, N.A.	153.00	3/10/2017	3/9/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00003-5	2017-3171-L	JPMDV	JPMORGAN CHASE BANK, N.A.	140.00	3/10/2017	3/9/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00003-6	2017-3168-L	JPMDV	JPMORGAN CHASE BANK, N.A.	128.00	3/10/2017	3/9/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00003-7	2017-3166-L	JPMDV	JPMORGAN CHASE BANK, N.A.	779.00	3/10/2017	3/9/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00004-2	2017-3210-L	JPMDV	JPMORGAN CHASE BANK, N.A.	268.37	3/13/2017	3/8/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00004-3	2017-3211-L	JPMDV	JPMORGAN CHASE BANK, N.A.	242.30	3/13/2017	3/10/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00004-4	2017-3214-L	JPMDV	JPMORGAN CHASE BANK, N.A.	221.03	3/13/2017	3/10/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00004-5	2017-3213-L	JPMDV	JPMORGAN CHASE BANK, N.A.	202.10	3/13/2017	3/10/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00004-6	2017-3212-L	JPMDV	JPMORGAN CHASE BANK, N.A.	185.79	3/13/2017	3/10/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00004-7	2017-3208-L	JPMDV	JPMORGAN CHASE BANK, N.A.	1,127.84	3/13/2017	3/8/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00005-2	2017-3226-L	JPMDV	JPMORGAN CHASE BANK, N.A.	1,003.87	3/15/2017	3/2/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00005-3	2017-3227-L	JPMDV	JPMORGAN CHASE BANK, N.A.	905.01	3/15/2017	3/2/2020	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00005-4	2017-3228-L	JPMDV	JPMORGAN CHASE BANK, N.A.	823.00	3/15/2017	3/2/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00005-5	2017-3229-L	JPMDV	JPMORGAN CHASE BANK, N.A.	753.88	3/15/2017	3/2/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00005-6	2017-3230-L	JPMDV	JPMORGAN CHASE BANK, N.A.	692.83	3/15/2017	3/2/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00005-7	2017-3231-L	JPMDV	JPMORGAN CHASE BANK, N.A.	4,208.90	3/15/2017	3/2/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00006-3	2017-3266-L	JPMDV	JPMORGAN CHASE BANK, N.A.	113.80	3/20/2017	3/16/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00006-4	2017-3267-L	JPMDV	JPMORGAN CHASE BANK, N.A.	103.61	3/20/2017	3/16/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00006-5	2017-3268-L	JPMDV	JPMORGAN CHASE BANK, N.A.	95.03	3/20/2017	3/16/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00006-6	2017-3269-L	JPMDV	JPMORGAN CHASE BANK, N.A.	87.53	3/20/2017	3/16/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00006-7	2017-3270-L	JPMDV	JPMORGAN CHASE BANK, N.A.	533.31	3/20/2017	3/16/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00006-2	2017-3265-L	JPMDV	JPMORGAN CHASE BANK, N.A.	126.06	3/20/2017	3/16/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00001-2	2017-3366-L	CITDV	Citibank, N.A.	3,250.17	3/29/2017	3/18/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00001-3	2017-3369-L	CITDV	Citibank, N.A.	2,935.65	3/29/2017	3/18/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00001-4	2017-3371-L	CITDV	Citibank, N.A.	2,680.54	3/29/2017	3/18/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00001-5	2017-3365-L	CITDV	Citibank, N.A.	2,460.69	3/29/2017	3/18/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00001-6	2017-3368-L	CITDV	Citibank, N.A.	2,266.67	3/29/2017	3/18/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00001-7	2017-3363-L	CITDV	Citibank, N.A.	12,676.69	3/29/2017	3/18/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00002-2	2017-3483-L	CITDV	Citibank, N.A.	3,509.23	4/10/2017	4/3/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00002-3	2017-3484-L	CITDV	Citibank, N.A.	3,163.15	4/10/2017	4/3/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00002-6	2017-3487-L	CITDV	Citibank, N.A.	2,435.81	4/10/2017	4/3/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00002-7	2017-3489-L	CITDV	Citibank, N.A.	13,660.21	4/10/2017	4/3/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00002-5	2017-3486-L	CITDV	Citibank, N.A.	2,646.62	4/10/2017	4/1/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00002-4	2017-3485-L	CITDV	Citibank, N.A.	2,885.60	4/10/2017	4/1/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00003-2	2017-3683-L	CITDV	Citibank, N.A.	3,459.69	4/17/2017	4/9/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00003-3	2017-3685-L	CITDV	Citibank, N.A.	3,111.05	4/17/2017	4/9/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00003-4	2017-3688-L	CITDV	Citibank, N.A.	2,834.72	4/17/2017	4/9/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00003-7	2017-3694-L	CITDV	Citibank, N.A.	13,416.52	4/17/2017	4/9/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00003-5	2017-3692-L	CITDV	Citibank, N.A.	2,599.49	4/17/2017	4/8/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00003-6	2017-3693-L	CITDV	Citibank, N.A.	2,393.71	4/17/2017	4/6/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00007-2	2017-3705-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,703.63	4/18/2017	4/3/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00007-3	2017-3706-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,790.49	4/18/2017	4/3/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00007-4	2017-3708-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,970.49	4/18/2017	4/3/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00007-5	2017-3710-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,249.71	4/18/2017	4/3/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00007-6	2017-3711-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,593.72	4/18/2017	4/3/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00007-7	2017-3712-L	JPMDV	JPMORGAN CHASE BANK, N.A.	51,256.02	4/18/2017	4/3/2024	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00004-3	2017-3784-L	CITDV	Citibank, N.A.	5,550.00	4/27/2017	4/20/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00004-4	2017-3785-L	CITDV	Citibank, N.A.	5,052.85	4/27/2017	4/20/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00004-5	2017-3783-L	CITDV	Citibank, N.A.	4,629.88	4/27/2017	4/20/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00004-6	2017-3781-L	CITDV	Citibank, N.A.	4,258.73	4/27/2017	4/20/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00004-2	2017-3782-L	CITDV	Citibank, N.A.	6,177.39	4/27/2017	4/18/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00004-7	2017-3780-L	CITDV	Citibank, N.A.	23,931.51	4/27/2017	4/19/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00005-2	2017-3829-L	CITDV	Citibank, N.A.	3,441.34	5/2/2017	4/18/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00005-3	2017-3831-L	CITDV	Citibank, N.A.	3,093.79	5/2/2017	4/21/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00005-4	2017-3832-L	CITDV	Citibank, N.A.	2,818.95	5/2/2017	4/21/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00005-5	2017-3833-L	CITDV	Citibank, N.A.	2,584.35	5/2/2017	4/21/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00005-6	2017-3834-L	CITDV	Citibank, N.A.	2,378.37	5/2/2017	4/21/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00005-7	2017-3835-L	CITDV	Citibank, N.A.	13,305.09	5/2/2017	4/19/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00008-2	2017-3892-L	JPMDV	JPMORGAN CHASE BANK, N.A.	16,023.97	5/10/2017	4/27/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00008-3	2017-3894-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,428.19	5/10/2017	4/27/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00008-4	2017-3890-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,158.27	5/10/2017	4/27/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00008-5	2017-3893-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,076.29	5/10/2017	4/27/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00008-6	2017-3895-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,092.56	5/10/2017	4/27/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00008-7	2017-3896-L	JPMDV	JPMORGAN CHASE BANK, N.A.	69,119.72	5/10/2017	4/26/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00006-2	2017-3957-L	CITDV	Citibank, N.A.	3,547.65	5/15/2017	5/7/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00006-3	2017-3961-L	CITDV	Citibank, N.A.	3,193.35	5/15/2017	5/7/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00006-4	2017-3962-L	CITDV	Citibank, N.A.	2,910.37	5/15/2017	5/7/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00006-7	2017-3966-L	CITDV	Citibank, N.A.	13,771.11	5/15/2017	5/7/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00006-5	2017-3959-L	CITDV	Citibank, N.A.	2,668.70	5/15/2017	5/6/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00006-6	2017-3964-L	CITDV	Citibank, N.A.	2,456.18	5/15/2017	5/5/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00007-3	2017-4002-L	CITDV	Citibank, N.A.	4,317.48	5/18/2017	5/12/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00007-4	2017-4001-L	CITDV	Citibank, N.A.	3,959.26	5/18/2017	5/12/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00007-5	2017-4003-L	CITDV	Citibank, N.A.	3,647.40	5/18/2017	5/12/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00007-6	2017-3998-L	CITDV	Citibank, N.A.	3,369.09	5/18/2017	5/12/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00007-2	2017-3999-L	CITDV	Citibank, N.A.	4,752.98	5/18/2017	5/10/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00007-7	2017-4006-L	CITDV	Citibank, N.A.	18,879.64	5/18/2017	5/10/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00008-2	2017-4011-L	CITDV	Citibank, N.A.	8,444.91	5/19/2017	5/15/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00008-3	2017-4013-L	CITDV	Citibank, N.A.	7,615.32	5/19/2017	5/15/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00008-6	2017-4018-L	CITDV	Citibank, N.A.	5,880.16	5/19/2017	5/15/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00008-7	2017-4019-L	CITDV	Citibank, N.A.	32,970.67	5/19/2017	5/15/2024	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00008-4	2017-4014-L	CITDV	Citibank, N.A.	6,952.51	5/19/2017	5/14/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00008-5	2017-4016-L	CITDV	Citibank, N.A.	6,383.99	5/19/2017	5/13/2022	GA
Cliquet	MCI	100M	100M02218	2017-4106-L	UBSDV	UBS AG	54,062.67	5/26/2017	5/31/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00009-2	2017-4053-L	CITDV	Citibank, N.A.	12,347.84	5/24/2017	5/20/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00009-3	2017-4055-L	CITDV	Citibank, N.A.	11,060.92	5/24/2017	5/20/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00009-4	2017-4056-L	CITDV	Citibank, N.A.	10,054.29	5/24/2017	5/20/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00009-5	2017-4057-L	CITDV	Citibank, N.A.	9,205.53	5/24/2017	5/20/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00009-7	2017-4054-L	CITDV	Citibank, N.A.	47,441.87	5/24/2017	5/20/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00010-2	2017-4071-L	CITDV	Citibank, N.A.	3,891.47	5/25/2017	5/21/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00010-3	2017-4073-L	CITDV	Citibank, N.A.	3,473.42	5/25/2017	5/21/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00010-4	2017-4077-L	CITDV	Citibank, N.A.	3,149.55	5/25/2017	5/21/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00009-2	2017-4062-L	JPMDV	JPMORGAN CHASE BANK, N.A.	20,165.58	5/24/2017	5/13/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00009-3	2017-4066-L	JPMDV	JPMORGAN CHASE BANK, N.A.	18,248.21	5/24/2017	5/13/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00009-4	2017-4061-L	JPMDV	JPMORGAN CHASE BANK, N.A.	16,737.66	5/24/2017	5/13/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00009-5	2017-4065-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,410.86	5/24/2017	5/13/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00009-6	2017-4058-L	CITDV	Citibank, N.A.	8,460.16	5/24/2017	5/19/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00010-5	2017-4078-L	CITDV	Citibank, N.A.	2,877.83	5/25/2017	5/20/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00010-6	2017-4079-L	CITDV	Citibank, N.A.	2,641.79	5/25/2017	5/19/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00009-6	2017-4064-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,240.08	5/24/2017	5/12/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00010-7	2017-4080-L	CITDV	Citibank, N.A.	14,786.19	5/25/2017	5/21/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00009-7	2017-4060-L	JPMDV	JPMORGAN CHASE BANK, N.A.	88,662.17	5/24/2017	5/13/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00011-2	2017-4130-L	CITDV	Citibank, N.A.	3,646.94	5/31/2017	5/28/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00011-3	2017-4131-L	CITDV	Citibank, N.A.	3,291.62	5/31/2017	5/28/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00011-4	2017-4132-L	CITDV	Citibank, N.A.	3,005.96	5/31/2017	5/28/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00011-7	2017-4135-L	CITDV	Citibank, N.A.	14,274.38	5/31/2017	5/28/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00011-5	2017-4133-L	CITDV	Citibank, N.A.	2,762.30	5/31/2017	5/27/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00011-6	2017-4134-L	CITDV	Citibank, N.A.	2,545.77	5/31/2017	5/26/2023	GA
Cliquet	MCI	100M	100M02221	2017-4148-L	BOADV	Bank of America, N.A.	78,843.40	6/1/2017	5/30/2018	GA
Asian	Spread 1	100S	100S03425	2017-4144-L	GSIDV	Goldman Sachs International	41,561.13	6/1/2017	5/29/2018	GA
Digital	Trigger	10PT	10PT00775	2017-4146-L	GSIDV	Goldman Sachs International	22,642.31	6/1/2017	5/30/2018	GA
Call Spread	Secure	100C	100C03538	2017-4142-L	GSIDV	Goldman Sachs International	357,019.30	6/1/2017	5/31/2018	GA
Call Spread	Secure	100C	100C03539	2017-4151-L	NATDV	NATIXIS SA	500,504.92	6/2/2017	6/1/2018	GA
Cliquet	MCI	100M	100M02222	2017-4156-L	GSIDV	Goldman Sachs International	98,107.97	6/2/2017	5/31/2018	GA
Asian	Spread 1	100S	100S03426	2017-4153-L	NATDV	NATIXIS SA	85,339.80	6/2/2017	6/2/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00216	2017-4147-L	DBDV	Deutsche Bank AG	25,420.50	6/1/2017	5/29/2018	GA
Asian	Spread 9	900S	900S00308	2017-4155-L	NATDV	NATIXIS SA	5,518.94	6/2/2017	1/28/2023	GA
Asian	Spread 1	100S	100S03427	2017-4167-L	GSIDV	Goldman Sachs International	39,208.15	6/5/2017	6/1/2018	GA
Basket	Envoy Cap	10EC	10EC02177	2017-4165-L	BARDV	Barclays Bank, PLC	29,668.15	6/5/2017	6/1/2018	GA
Digital	Trigger	10PT	10PT00776	2017-4164-L	NATDV	NATIXIS SA	51,460.85	6/5/2017	6/2/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01052	2017-3512-S	GSIDV	Goldman Sachs International	28,000.00	6/2/2017	6/1/2018	GA
Call Spread	Secure	100C	100C03541	2017-4170-L	GSIDV	Goldman Sachs International	863,399.52	6/6/2017	6/4/2018	GA
Call Spread	Secure	100C	100C03540	2017-4168-L	GSIDV	Goldman Sachs International	354,188.97	6/5/2017	6/1/2018	GA
Cliquet	MCI	100M	100M02223	2017-4163-L	GSIDV	Goldman Sachs International	74,365.63	6/5/2017	6/1/2018	GA
Cliquet	MCI	100M	100M02224	2017-4181-L	GSIDV	Goldman Sachs International	171,764.61	6/6/2017	6/4/2018	GA
Call	Secure Par	100P	100P00767	2017-4172-L	GSIDV	Goldman Sachs International	56,477.35	6/6/2017	6/1/2018	GA
Asian	Spread 1	100S	100S03428	2017-4173-L	GSIDV	Goldman Sachs International	103,651.40	6/6/2017	6/4/2018	GA
Basket	Envoy Cap	10EC	10EC02178	2017-4186-L	GSIDV	Goldman Sachs International	59,303.45	6/6/2017	6/4/2018	GA
Digital	Trigger	10PT	10PT00777	2017-4176-L	GSIDV	Goldman Sachs International	53,992.75	6/6/2017	6/2/2018	GA
Asian Call Spread	Regency	110R	110R01086	2017-4174-L	GSIDV	Goldman Sachs International	37,452.16	6/6/2017	5/31/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00217	2017-4162-L	DBDV	Deutsche Bank AG	16,817.76	6/5/2017	5/29/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00012-1	2017-4178-L	CITDV	Citibank, N.A.	6,397.02	6/6/2017	6/1/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00012-3	2017-4180-L	CITDV	Citibank, N.A.	4,989.56	6/6/2017	6/1/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00012-4	2017-4194-L	CITDV	Citibank, N.A.	4,549.73	6/6/2017	6/1/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00012-5	2017-4183-L	CITDV	Citibank, N.A.	4,175.23	6/6/2017	6/1/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00012-6	2017-4184-L	CITDV	Citibank, N.A.	3,845.36	6/6/2017	6/1/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00010-1	2017-4187-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,851.61	6/6/2017	5/29/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00010-2	2017-4195-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,096.01	6/6/2017	5/29/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00010-3	2017-4193-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,931.79	6/6/2017	5/29/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00012-2	2017-4179-L	CITDV	Citibank, N.A.	5,550.47	6/6/2017	5/31/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00010-4	2017-4189-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,935.45	6/6/2017	5/28/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00010-5	2017-4190-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,115.20	6/6/2017	5/27/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00010-6	2017-4191-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,372.49	6/6/2017	5/26/2023	GA
Swaption	Interest Rate Benchmark	10RC	10RC01053	2017-3530-S	GSIDV	Goldman Sachs International	19,000.00	6/5/2017	6/1/2018	GA
Call Spread	Secure	100C	100C03542	2017-4197-L	GSIDV	Goldman Sachs International	359,227.75	6/7/2017	6/7/2018	GA
Cliquet	MCI	100M	100M02225	2017-4200-L	MSIDV	Morgan Stanley & Co International, PLC	76,334.23	6/7/2017	6/1/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Asian	Spread 1	100S	100S03429	2017-4199-L	GSIDV	Goldman Sachs International	37,788.80	6/7/2017	6/5/2018	GA
Digital	Trigger	10PT	10PT00778	2017-4196-L	GSIDV	Goldman Sachs International	45,959.18	6/7/2017	6/2/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00218	2017-4177-L	DBDV	Deutsche Bank AG	17,301.06	6/6/2017	6/4/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00012-7	2017-4185-L	CITDV	Citibank, N.A.	21,546.91	6/6/2017	5/31/2024	GA
Swaption	Interest Rate Benchmark	10RC	10RC01054	2017-3531-S	NATDV	NATIXIS SA	37,650.00	6/6/2017	6/1/2018	GA
Cliquet	MCI	100M	100M02226	2017-4204-L	GSIDV	Goldman Sachs International	51,459.98	6/8/2017	6/6/2018	GA
Asian	Spread 1	100S	100S03430	2017-4203-L	GSIDV	Goldman Sachs International	19,392.34	6/8/2017	6/4/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00010-7	2017-4192-L	JPMDV	JPMORGAN CHASE BANK, N.A.	57,803.31	6/6/2017	5/29/2024	GA
Swaption	Interest Rate Benchmark	10RC	10RC01055	2017-3534-S	NATDV	NATIXIS SA	25,950.00	6/7/2017	6/7/2018	GA
Call Spread	Secure	100C	100C03543	2017-4201-L	GSIDV	Goldman Sachs International	251,872.72	6/8/2017	6/8/2018	GA
Call Spread	Secure	100C	100C03544	2017-4212-L	GSIDV	Goldman Sachs International	417,891.46	6/9/2017	6/8/2018	GA
Cliquet	MCI	100M	100M02227	2017-4218-L	GSIDV	Goldman Sachs International	54,224.58	6/9/2017	6/8/2018	GA
Asian	Spread 1	100S	100S03431	2017-4214-L	GSIDV	Goldman Sachs International	42,046.88	6/9/2017	6/8/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01056	2017-3540-S	GSIDV	Goldman Sachs International	19,000.00	6/8/2017	6/7/2018	GA
Call Spread	Secure	100C	100C03545	2017-4244-L	HSBDV	HSBC Bank USA, National Association	310,747.58	6/12/2017	6/8/2018	GA
Cliquet	MCI	100M	100M02228	2017-4253-L	UBSDV	UBS AG	79,419.01	6/12/2017	6/8/2018	GA
Asian	Spread 1	100S	100S03432	2017-4247-L	HSBDV	HSBC Bank USA, National Association	32,674.38	6/12/2017	6/8/2018	GA
Digital	Trigger	10PT	10PT00779	2017-4245-L	GSIDV	Goldman Sachs International	32,460.28	6/12/2017	6/8/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00013-1	2017-4249-L	CITDV	Citibank, N.A.	3,930.68	6/12/2017	6/1/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00013-2	2017-4251-L	CITDV	Citibank, N.A.	3,440.69	6/12/2017	5/31/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00013-3	2017-4252-L	CITDV	Citibank, N.A.	3,105.64	6/12/2017	6/2/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00013-5	2017-4256-L	CITDV	Citibank, N.A.	2,608.90	6/12/2017	6/2/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00013-6	2017-4257-L	CITDV	Citibank, N.A.	2,405.74	6/12/2017	6/2/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00013-7	2017-4255-L	CITDV	Citibank, N.A.	13,474.87	6/12/2017	5/31/2024	GA
Basket	Envoy Cap	10EC	10EC02180	2017-4248-L	NATDV	NATIXIS SA	21,231.36	6/12/2017	6/8/2018	GA
Basket	Envoy Cap	10EC	10EC02181	2017-4263-L	CITDV	Citibank, N.A.	26,680.85	6/13/2017	6/11/2018	GA
Call Spread	Secure	100C	100C03546	2017-4259-L	BARDV	Barclays Bank, PLC	916,857.58	6/13/2017	6/12/2018	GA
Cliquet	MCI	100M	100M02229	2017-4265-L	MSIDV	Morgan Stanley & Co International, PLC	201,997.17	6/13/2017	6/11/2018	GA
Asian	Spread 1	100S	100S03433	2017-4261-L	BARDV	Barclays Bank, PLC	68,173.06	6/13/2017	6/10/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Digital	Trigger	10PT	10PT00780	2017-4262-L	HSBDV	HSBC Bank USA, National Association	36,584.96	6/13/2017	6/11/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00219	2017-4215-L	DBDV	Deutsche Bank AG	17,992.80	6/9/2017	6/8/2018	GA
Call Spread	Secure	100C	100C03547	2017-4266-L	HSBDV	HSBC Bank USA, National Association	317,405.64	6/14/2017	6/11/2018	GA
Cliquet	MCI	100M	100M02230	2017-4280-L	GSIDV	Goldman Sachs International	86,328.72	6/14/2017	6/12/2018	GA
Call	Secure Par	100P	100P00768	2017-4268-L	HSBDV	HSBC Bank USA, National Association	55,567.78	6/14/2017	6/8/2018	GA
Asian	Spread 1	100S	100S03434	2017-4269-L	HSBDV	HSBC Bank USA, National Association	28,758.99	6/14/2017	6/12/2018	GA
Digital	Trigger	10PT	10PT00781	2017-4270-L	CSBDV	Credit Suisse International	20,849.85	6/14/2017	6/13/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00220	2017-4258-L	DBDV	Deutsche Bank AG	28,573.72	6/13/2017	6/7/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00013-4	2017-4254-L	CITDV	Citibank, N.A.	2,838.10	6/12/2017	6/2/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00014-2	2017-4272-L	CITDV	Citibank, N.A.	3,462.70	6/14/2017	6/10/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00014-3	2017-4273-L	CITDV	Citibank, N.A.	3,128.03	6/14/2017	6/10/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00014-4	2017-4274-L	CITDV	Citibank, N.A.	2,859.51	6/14/2017	6/10/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00014-5	2017-4276-L	CITDV	Citibank, N.A.	2,629.65	6/14/2017	6/10/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00014-7	2017-4278-L	CITDV	Citibank, N.A.	13,603.16	6/14/2017	6/10/2024	GA
Swaption	Interest Rate Benchmark	10RC	10RC01057	2017-3554-S	BNPDV	BNP Paribas	71,000.00	6/13/2017	6/21/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00014-1	2017-4271-L	CITDV	Citibank, N.A.	3,957.23	6/14/2017	6/8/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00014-6	2017-4277-L	CITDV	Citibank, N.A.	2,426.18	6/14/2017	6/9/2023	GA
Call Spread	Secure	100C	100C03548	2017-4281-L	HSBDV	HSBC Bank USA, National Association	272,907.40	6/15/2017	6/13/2018	GA
Cliquet	MCI	100M	100M02231	2017-4285-L	GSIDV	Goldman Sachs International	80,830.38	6/15/2017	6/13/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01058	2017-3555-S	BNPDV	BNP Paribas	18,000.00	6/14/2017	6/12/2018	GA
Call Spread	Secure	100C	100C03549	2017-4289-L	HSBDV	HSBC Bank USA, National Association	355,045.81	6/16/2017	6/15/2018	GA
Cliquet	MCI	100M	100M02232	2017-4299-L	GSIDV	Goldman Sachs International	66,986.78	6/16/2017	6/15/2018	GA
Asian	Spread 1	100S	100S03436	2017-4288-L	HSBDV	HSBC Bank USA, National Association	68,968.77	6/16/2017	6/14/2018	GA
Digital	Trigger	10PT	10PT00782	2017-4291-L	GSIDV	Goldman Sachs International	25,611.01	6/16/2017	6/15/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00221	2017-4284-L	DBDV	Deutsche Bank AG	14,983.60	6/15/2017	6/11/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00015-1	2017-4302-L	CITDV	Citibank, N.A.	7,351.24	6/16/2017	6/14/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00015-2	2017-4303-L	CITDV	Citibank, N.A.	6,493.30	6/16/2017	6/14/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00015-4	2017-4305-L	CITDV	Citibank, N.A.	5,396.38	6/16/2017	6/14/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00015-5	2017-4306-L	CITDV	Citibank, N.A.	4,970.21	6/16/2017	6/14/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00015-6	2017-4308-L	CITDV	Citibank, N.A.	4,591.54	6/16/2017	6/14/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00015-7	2017-4309-L	CITDV	Citibank, N.A.	25,757.25	6/16/2017	6/14/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00011-1	2017-4292-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,045.50	6/16/2017	6/5/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00011-3	2017-4294-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,339.28	6/16/2017	6/5/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00011-6	2017-4297-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,831.09	6/16/2017	6/5/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00011-7	2017-4298-L	JPMDV	JPMORGAN CHASE BANK, N.A.	55,327.11	6/16/2017	6/5/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00011-4	2017-4295-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,426.28	6/16/2017	6/4/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00011-5	2017-4296-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,656.08	6/16/2017	6/3/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00015-3	2017-4304-L	CITDV	Citibank, N.A.	5,891.00	6/16/2017	6/12/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00011-2	2017-4293-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,457.68	6/16/2017	6/5/2019	GA
Call Spread	Secure	100C	100C03550	2017-4316-L	HSBDV	HSBC Bank USA, National Association	358,217.60	6/19/2017	6/15/2018	GA
Cliquet	MCI	100M	100M02233	2017-4322-L	UBSDV	UBS AG	84,742.65	6/19/2017	6/15/2018	GA
Asian	Spread 1	100S	100S03435	2017-4283-L	HSBDV	HSBC Bank USA, National Association	14,992.05	6/15/2017	6/12/2018	GA
Asian	Spread 1	100S	100S03437	2017-4318-L	HSBDV	HSBC Bank USA, National Association	56,563.38	6/19/2017	6/12/2018	GA
Digital	Trigger	10PT	10PT00783	2017-4319-L	GSIDV	Goldman Sachs International	17,420.53	6/19/2017	6/13/2018	GA
Basket	Envoy Cap	10EC	10EC02179	2017-4205-L	BARDV	Barclays Bank, PLC	40,856.07	6/8/2017	6/7/2018	GA
Basket	Envoy Cap	10EC	10EC02182	2017-4300-L	BARDV	Barclays Bank, PLC	67,333.30	6/16/2017	6/15/2018	GA
Call Spread	Secure	100C	100C03551	2017-4334-L	GSIDV	Goldman Sachs International	933,319.08	6/20/2017	6/18/2018	GA
Cliquet	MCI	100M	100M02234	2017-4355-L	BOADV	Bank of America, N.A.	171,873.46	6/20/2017	6/19/2018	GA
Asian	Spread 1	100S	100S03438	2017-4336-L	GSIDV	Goldman Sachs International	126,957.48	6/20/2017	6/18/2018	GA
Basket	Envoy Cap	10EC	10EC02183	2017-4354-L	NATDV	NATIXIS SA	39,251.30	6/20/2017	6/18/2018	GA
Digital	Trigger	10PT	10PT00784	2017-4332-L	HSBDV	HSBC Bank USA, National Association	48,915.54	6/20/2017	6/18/2018	GA
Asian Call Spread	Regency	110R	110R01087	2017-4337-L	GSIDV	Goldman Sachs International	31,433.54	6/20/2017	6/13/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00016-1	2017-4340-L	CITDV	Citibank, N.A.	3,818.80	6/20/2017	6/19/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00016-2	2017-4341-L	CITDV	Citibank, N.A.	3,336.92	6/20/2017	6/19/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00016-3	2017-4339-L	CITDV	Citibank, N.A.	3,011.14	6/20/2017	6/19/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00016-6	2017-4344-L	CITDV	Citibank, N.A.	2,331.78	6/20/2017	6/19/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00016-7	2017-4345-L	CITDV	Citibank, N.A.	13,091.30	6/20/2017	6/19/2024	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00016-4	2017-4342-L	CITDV	Citibank, N.A.	2,751.24	6/20/2017	6/18/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00016-5	2017-4343-L	CITDV	Citibank, N.A.	2,529.31	6/20/2017	6/17/2022	GA
Swaption	Interest Rate Benchmark	10RC	10RC01059	2017-3556-S	GSIDV	Goldman Sachs International	18,000.00	6/16/2017	6/14/2018	GA
Call Spread	Secure	100C	100C03552	2017-4358-L	WCHDV	Wells Fargo Bank, N. A.	381,380.16	6/21/2017	6/22/2018	GA
Cliquet	MCI	100M	100M02235	2017-4365-L	BOADV	Bank of America, N.A.	73,424.22	6/21/2017	6/20/2018	GA
Call	Secure Par	100P	100P00769	2017-4361-L	WCHDV	Wells Fargo Bank, N. A.	58,454.11	6/21/2017	6/15/2018	GA
Asian	Spread 1	100S	100S03439	2017-4360-L	WCHDV	Wells Fargo Bank, N. A.	23,732.59	6/21/2017	6/19/2018	GA
Digital	Trigger	10PT	10PT00785	2017-4362-L	GSIDV	Goldman Sachs International	22,092.31	6/21/2017	6/20/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00222	2017-4323-L	DBDV	Deutsche Bank AG	25,067.70	6/20/2017	6/13/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01060	2017-3574-S	BNPDV	BNP Paribas	67,900.00	6/20/2017	6/20/2018	GA
Call Spread	Secure	100C	100C03553	2017-4366-L	NATDV	NATIXIS SA	289,133.90	6/22/2017	6/20/2018	GA
Cliquet	MCI	100M	100M02236	2017-4376-L	UBSDV	UBS AG	55,905.28	6/22/2017	6/19/2018	GA
Asian	Spread 1	100S	100S03440	2017-4371-L	NATDV	NATIXIS SA	24,982.29	6/22/2017	6/20/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00223	2017-4357-L	DBDV	Deutsche Bank AG	14,566.50	6/21/2017	6/20/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00017-1	2017-4381-L	CITDV	Citibank, N.A.	8,993.00	6/22/2017	6/15/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00017-3	2017-4384-L	CITDV	Citibank, N.A.	7,138.73	6/22/2017	6/15/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00017-4	2017-4385-L	CITDV	Citibank, N.A.	6,531.51	6/22/2017	6/15/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00017-5	2017-4386-L	CITDV	Citibank, N.A.	6,009.76	6/22/2017	6/15/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00017-6	2017-4387-L	CITDV	Citibank, N.A.	5,547.43	6/22/2017	6/15/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00012-1	2017-4372-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,467.91	6/22/2017	6/14/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00012-2	2017-4373-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,004.49	6/22/2017	6/14/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00012-4	2017-4377-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,084.60	6/22/2017	6/14/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00012-5	2017-4378-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,349.35	6/22/2017	6/14/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00012-6	2017-4379-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,656.72	6/22/2017	6/14/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00012-7	2017-4382-L	JPMDV	JPMORGAN CHASE BANK, N.A.	53,544.38	6/22/2017	6/14/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00017-2	2017-4383-L	CITDV	Citibank, N.A.	7,893.16	6/22/2017	6/14/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00017-7	2017-4388-L	CITDV	Citibank, N.A.	31,074.31	6/22/2017	6/14/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00012-3	2017-4374-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,956.58	6/22/2017	6/12/2020	GA
Swaption	Interest Rate Benchmark	10RC	10RC01061	2017-3580-S	GSIDV	Goldman Sachs International	15,600.00	6/21/2017	6/19/2018	GA
Call Spread	Secure	100C	100C03554	2017-4390-L	WCHDV	Wells Fargo Bank, N. A.	383,380.62	6/23/2017	6/22/2018	GA
Cliquet	MCI	100M	100M02237	2017-4394-L	UBSDV	UBS AG	62,498.15	6/23/2017	6/22/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Asian	Spread 1	100S	100S03441	2017-4392-L	WCHDV	Wells Fargo Bank, N. A.	80,421.00	6/23/2017	6/21/2018	GA
Basket	Envoy Cap	10EC	10EC02184	2017-4395-L	NATDV	NATIXIS SA	32,712.37	6/23/2017	6/27/2018	GA
Digital	Trigger	10PT	10PT00786	2017-4393-L	GSIDV	Goldman Sachs International	33,259.01	6/23/2017	6/19/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01062	2017-3581-S	BNPDV	BNP Paribas	18,800.00	6/22/2017	6/21/2018	GA
Cliquet	MCI	100M	100M02238	2017-4410-L	UBSDV	UBS AG	76,826.27	6/26/2017	6/23/2018	GA
Asian	Spread 1	100S	100S03442	2017-4397-L	HSBDV	HSBC Bank USA, National Association	26,974.72	6/26/2017	6/22/2018	GA
Basket	Envoy Cap	10EC	10EC02185	2017-4404-L	CITDV	Citibank, N.A.	28,268.19	6/26/2017	6/13/2018	GA
Digital	Trigger	10PT	10PT00787	2017-4398-L	CSBDV	Credit Suisse International	22,299.99	6/26/2017	6/25/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00224	2017-4389-L	DBDV	Deutsche Bank AG	21,907.47	6/23/2017	6/20/2018	GA
Call Spread	Secure	100C	100C03555	2017-4400-L	HSBDV	HSBC Bank USA, National Association	415,027.20	6/26/2017	6/22/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00018-1	2017-4402-L	CITDV	Citibank, N.A.	7,405.66	6/26/2017	6/22/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00018-3	2017-4405-L	CITDV	Citibank, N.A.	5,833.56	6/26/2017	6/22/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00018-4	2017-4406-L	CITDV	Citibank, N.A.	5,327.87	6/26/2017	6/22/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00018-5	2017-4407-L	CITDV	Citibank, N.A.	4,895.21	6/26/2017	6/22/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00018-6	2017-4408-L	CITDV	Citibank, N.A.	4,513.62	6/26/2017	6/22/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00018-2	2017-4403-L	CITDV	Citibank, N.A.	6,468.74	6/26/2017	6/21/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00018-7	2017-4409-L	CITDV	Citibank, N.A.	25,327.12	6/26/2017	6/21/2024	GA
Call Spread	Secure	100C	100C03556	2017-4418-L	HSBDV	HSBC Bank USA, National Association	944,415.60	6/27/2017	6/22/2018	GA
Asian	Spread 1	100S	100S03443	2017-4421-L	HSBDV	HSBC Bank USA, National Association	68,064.15	6/27/2017	6/25/2018	GA
Call	Secure Par	100P	100P00770	2017-4420-L	HSBDV	HSBC Bank USA, National Association	57,753.00	6/27/2017	6/22/2018	GA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00024C	2017-4423-L	HSBDV	HSBC Bank USA, National Association	31,571.54	6/27/2017	6/22/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00024P	2017-4425-L	HSBDV	HSBC Bank USA, National Association	(31,428.28)	6/27/2017	6/22/2018	SA
Swaption	Interest Rate Benchmark	10RC	10RC01064	2017-3604-S	NATDV	NATIXIS SA	79,750.00	6/27/2017	6/25/2018	GA
Digital	Trigger	10PT	10PT00788	2017-4426-L	HSBDV	HSBC Bank USA, National Association	53,112.99	6/27/2017	6/24/2018	GA
Cliquet	MCI	100M	100M02239	2017-4439-L	GSIDV	Goldman Sachs International	201,109.04	6/27/2017	6/24/2018	GA
Basket	Envoy Cap	10EC	10EC02186	2017-4432-L	BARDV	Barclays Bank, PLC	63,200.51	6/27/2017	6/22/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00019-1	2017-4427-L	CITDV	Citibank, N.A.	8,812.94	6/27/2017	6/22/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00019-2	2017-4428-L	CITDV	Citibank, N.A.	7,758.06	6/27/2017	6/24/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00019-3	2017-4429-L	CITDV	Citibank, N.A.	7,025.90	6/27/2017	6/24/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00019-4	2017-4430-L	CITDV	Citibank, N.A.	6,429.80	6/27/2017	6/24/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00019-5	2017-4431-L	CITDV	Citibank, N.A.	5,914.84	6/27/2017	6/24/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00019-7	2017-4437-L	CITDV	Citibank, N.A.	30,613.02	6/27/2017	6/24/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00019-6	2017-4433-L	CITDV	Citibank, N.A.	5,458.53	6/27/2017	6/23/2023	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00225	2017-4422-L	DBDV	Deutsche Bank AG	37,580.16	6/27/2017	6/23/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01063	2017-3599-S	GSIDV	Goldman Sachs International	14,000.00	6/26/2017	6/22/2018	GA
Call Spread	Secure	100C	100C03557	2017-4444-L	WCHDV	Wells Fargo Bank, N. A.	353,745.84	6/28/2017	6/27/2018	GA
Asian	Spread 1	100S	100S03444	2017-4442-L	WCHDV	Wells Fargo Bank, N. A.	25,275.76	6/28/2017	6/27/2018	GA
Digital	Trigger	10PT	10PT00789	2017-4443-L	HSBDV	HSBC Bank USA, National Association	37,795.11	6/28/2017	6/25/2018	GA
Cliquet	MCI	100M	100M02240	2017-4446-L	GSIDV	Goldman Sachs International	64,934.29	6/28/2017	6/27/2018	GA
Call Spread	Secure	100C	100C03558	2017-4459-L	HSBDV	HSBC Bank USA, National Association	238,840.92	6/29/2017	7/3/2018	GA
Asian	Spread 1	100S	100S03445	2017-4468-L	HSBDV	HSBC Bank USA, National Association	31,621.70	6/29/2017	6/29/2018	GA
Cliquet	MCI	100M	100M02241	2017-4469-L	BOADV	Bank of America, N.A.	47,397.18	6/29/2017	6/24/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00226	2017-4441-L	DBDV	Deutsche Bank AG	13,171.60	6/28/2017	6/27/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01065	2017-3605-S	GSIDV	Goldman Sachs International	21,000.00	6/28/2017	6/26/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00020-3	2017-4453-L	CITDV	Citibank, N.A.	4,176.02	6/29/2017	6/23/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00020-4	2017-4454-L	CITDV	Citibank, N.A.	3,847.10	6/29/2017	6/23/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00020-5	2017-4455-L	CITDV	Citibank, N.A.	3,554.59	6/29/2017	6/23/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00020-6	2017-4456-L	CITDV	Citibank, N.A.	3,290.09	6/29/2017	6/23/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00020-1	2017-4451-L	CITDV	Citibank, N.A.	5,051.64	6/29/2017	6/22/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00020-2	2017-4452-L	CITDV	Citibank, N.A.	4,561.23	6/29/2017	6/21/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00013-3	2017-4463-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,709.02	6/29/2017	6/23/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00013-4	2017-4464-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,882.27	6/29/2017	6/23/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00013-5	2017-4465-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,171.35	6/29/2017	6/23/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00013-6	2017-4466-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,501.35	6/29/2017	6/23/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00013-1	2017-4460-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,945.99	6/29/2017	6/22/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00013-2	2017-4462-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,684.28	6/29/2017	6/21/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00013-7	2017-4467-L	JPMDV	JPMORGAN CHASE BANK, N.A.	52,018.36	6/29/2017	6/21/2024	GA
Call Spread	Secure	100C	100C03559	2017-4472-L	CITDV	Citibank, N.A.	325,815.10	6/30/2017	6/29/2018	GA
Asian	Spread 1	100S	100S03446	2017-4474-L	CITDV	Citibank, N.A.	53,767.06	6/30/2017	6/29/2018	GA
Digital	Trigger	10PT	10PT00790	2017-4482-L	CSBDV	Credit Suisse International	27,314.33	6/30/2017	6/28/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01066	2017-3611-S	BNPDV	BNP Paribas	34,800.00	6/29/2017	6/27/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00020-7	2017-4457-L	CITDV	Citibank, N.A.	18,449.97	6/29/2017	6/21/2024	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00227	2017-4458-L	DBDV	Deutsche Bank AG	11,345.91	6/29/2017	6/30/2018	GA
Cliquet	MCI	100M	100M02242	2017-4477-L	MSIDV	Morgan Stanley & Co International, PLC	60,040.41	6/30/2017	6/28/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01067	2017-3612-S	GSIDV	Goldman Sachs International	17,000.00	6/30/2017	6/27/2018	GA
Basket	Envoy Cap	10EC	10EC02187	2017-4478-L	BARDV	Barclays Bank, PLC	34,726.49	6/30/2017	6/28/2018	GA
Call Spread	Secure	100C	100C03560	2017-4486-L	HSBDV	HSBC Bank USA, National Association	1,164,122.10	7/5/2017	6/29/2018	GA
Asian	Spread 1	100S	100S03447	2017-4488-L	HSBDV	HSBC Bank USA, National Association	144,469.71	7/5/2017	6/30/2018	GA
Asian Call Spread	Regency	110R	110R01088	2017-4489-L	HSBDV	HSBC Bank USA, National Association	32,174.95	7/5/2017	6/27/2018	GA
Cliquet	MCI	100M	100M02243	2017-4502-L	MSIDV	Morgan Stanley & Co International, PLC	241,300.05	7/5/2017	7/1/2018	GA
Basket	Envoy Cap	10EC	10EC02188	2017-4499-L	GSIDV	Goldman Sachs International	55,293.09	7/5/2017	7/2/2018	GA
Digital	Trigger	10PT	10PT00791	2017-4491-L	NATDV	NATIXIS SA	121,548.54	7/5/2017	7/1/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00021-1	2017-4492-L	CITDV	Citibank, N.A.	4,817.52	7/5/2017	6/29/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00021-3	2017-4494-L	CITDV	Citibank, N.A.	3,827.72	7/5/2017	6/29/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00021-4	2017-4495-L	CITDV	Citibank, N.A.	3,497.16	7/5/2017	6/29/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00021-5	2017-4496-L	CITDV	Citibank, N.A.	3,211.99	7/5/2017	6/29/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00021-6	2017-4497-L	CITDV	Citibank, N.A.	2,958.89	7/5/2017	6/29/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00021-2	2017-4493-L	CITDV	Citibank, N.A.	4,235.19	7/5/2017	6/28/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00021-7	2017-4498-L	CITDV	Citibank, N.A.	16,602.06	7/5/2017	6/28/2024	GA
Call Spread	Secure	100C	100C03561	2017-4523-L	HSBDV	HSBC Bank USA, National Association	340,950.96	7/6/2017	7/6/2018	GA
Asian	Spread 1	100S	100S03448	2017-4526-L	HSBDV	HSBC Bank USA, National Association	23,554.96	7/6/2017	7/5/2018	GA
Call	Secure Par	100P	100P00771	2017-4525-L	HSBDV	HSBC Bank USA, National Association	56,465.04	7/6/2017	7/5/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Digital	Trigger	10PT	10PT00792	2017-4528-L	CSBDV	Credit Suisse International	35,422.62	7/6/2017	7/6/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00228	2017-4485-L	DBDV	Deutsche Bank AG	38,311.40	7/5/2017	6/28/2018	GA
Cliquet	MCI	100M	100M02244	2017-4527-L	UBSDV	UBS AG	82,292.95	7/6/2017	7/3/2018	GA
Call Spread	Secure	100C	100C03562	2017-4544-L	RBCDV	Royal Bank of Canada	403,415.77	7/7/2017	7/5/2018	GA
Asian	Spread 1	100S	100S03449	2017-4548-L	RBCDV	Royal Bank of Canada	39,375.96	7/7/2017	7/5/2018	GA
Basket	Envoy Cap	10EC	10EC02189	2017-4551-L	BARDV	Barclays Bank, PLC	21,531.92	7/7/2017	7/5/2018	GA
Cliquet	MCI	100M	100M02245	2017-4550-L	GSIDV	Goldman Sachs International	60,673.18	7/7/2017	7/5/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01069	2017-3632-S	BNPDV	BNP Paribas	35,000.00	7/6/2017	7/3/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00022-1	2017-4539-L	CITDV	Citibank, N.A.	6,185.94	7/7/2017	7/5/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00022-2	2017-4540-L	CITDV	Citibank, N.A.	5,494.94	7/7/2017	7/5/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00022-5	2017-4543-L	CITDV	Citibank, N.A.	4,205.03	7/7/2017	7/5/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00022-6	2017-4545-L	CITDV	Citibank, N.A.	3,878.85	7/7/2017	7/5/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00022-7	2017-4546-L	CITDV	Citibank, N.A.	21,775.52	7/7/2017	7/5/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00022-3	2017-4541-L	CITDV	Citibank, N.A.	4,992.95	7/7/2017	7/2/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00022-4	2017-4542-L	CITDV	Citibank, N.A.	4,573.31	7/7/2017	7/2/2021	GA
Call Spread	Secure	100C	100C03563	2017-4557-L	RBCDV	Royal Bank of Canada	325,056.70	7/10/2017	7/6/2018	GA
Asian	Spread 1	100S	100S03450	2017-4559-L	RBCDV	Royal Bank of Canada	63,622.95	7/10/2017	7/5/2018	GA
Cliquet	MCI	100M	100M02246	2017-4560-L	GSIDV	Goldman Sachs International	65,671.47	7/10/2017	7/7/2018	GA
Digital	Trigger	10PT	10PT00793	2017-4555-L	HSBDV	HSBC Bank USA, National Association	28,331.43	7/10/2017	7/3/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00229	2017-4549-L	DBDV	Deutsche Bank AG	23,066.44	7/7/2017	7/3/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01068	2017-3631-S	BNPDV	BNP Paribas	92,500.00	7/5/2017	6/29/2018	GA
Asian	Spread 1	100S	100S03451	2017-4569-L	CITDV	Citibank, N.A.	97,095.44	7/11/2017	7/9/2018	GA
Cliquet	MCI	100M	100M02247	2017-4566-L	UBSDV	UBS AG	185,547.52	7/11/2017	7/9/2018	GA
Basket	Envoy Cap	10EC	10EC02190	2017-4585-L	GSIDV	Goldman Sachs International	60,777.87	7/11/2017	7/9/2018	GA
Digital	Trigger	10PT	10PT00794	2017-4565-L	NATDV	NATIXIS SA	63,583.19	7/11/2017	7/9/2018	GA
Call Spread	Secure	100C	100C03564	2017-4567-L	CITDV	Citibank, N.A.	680,023.48	7/11/2017	7/9/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00230	2017-4572-L	DBDV	Deutsche Bank AG	36,630.04	7/11/2017	7/5/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00023-2	2017-4578-L	CITDV	Citibank, N.A.	5,475.66	7/11/2017	7/8/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00023-3	2017-4580-L	CITDV	Citibank, N.A.	4,936.59	7/11/2017	7/8/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00023-4	2017-4581-L	CITDV	Citibank, N.A.	4,502.81	7/11/2017	7/8/2021	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00023-5	2017-4582-L	CITDV	Citibank, N.A.	4,130.19	7/11/2017	7/8/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00023-1	2017-4575-L	CITDV	Citibank, N.A.	6,271.08	7/11/2017	7/6/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00023-6	2017-4583-L	CITDV	Citibank, N.A.	3,801.60	7/11/2017	7/7/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00014-1	2017-4568-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,025.66	7/11/2017	7/3/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00014-2	2017-4571-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,794.77	7/11/2017	7/3/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00014-3	2017-4573-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,823.73	7/11/2017	7/2/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00014-4	2017-4574-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,962.81	7/11/2017	7/2/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00014-5	2017-4576-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,213.82	7/11/2017	7/1/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00014-6	2017-4577-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,531.35	7/11/2017	7/3/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00014-7	2017-4579-L	JPMDV	JPMORGAN CHASE BANK, N.A.	51,093.24	7/11/2017	7/3/2024	GA
Asian	Spread 1	100S	100S03452	2017-4591-L	WCHDV	Wells Fargo Bank, N. A.	21,035.05	7/12/2017	7/11/2018	GA
Call	Secure Par	100P	100P00772	2017-4589-L	WCHDV	Wells Fargo Bank, N. A.	67,327.04	7/12/2017	7/6/2018	GA
Cliquet	MCI	100M	100M02248	2017-4592-L	GSIDV	Goldman Sachs International	79,968.44	7/12/2017	7/11/2018	GA
Digital	Trigger	10PT	10PT00795	2017-4590-L	HSBDV	HSBC Bank USA, National Association	29,145.25	7/12/2017	7/9/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01072	2017-3649-S	GSIDV	Goldman Sachs International	23,000.00	7/12/2017	7/10/2018	GA
Call Spread	Secure	100C	100C03566	2017-4596-L	WCHDV	Wells Fargo Bank, N. A.	354,203.76	7/13/2017	7/12/2018	GA
Asian	Spread 1	100S	100S03453	2017-4598-L	WCHDV	Wells Fargo Bank, N. A.	19,176.43	7/13/2017	7/8/2018	GA
Digital	Trigger	10PT	10PT00796	2017-4595-L	HSBDV	HSBC Bank USA, National Association	23,151.34	7/13/2017	7/13/2018	GA
Cliquet	MCI	100M	100M02249	2017-4600-L	GSIDV	Goldman Sachs International	59,396.79	7/13/2017	7/12/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00231	2017-4599-L	DBDV	Deutsche Bank AG	18,089.76	7/13/2017	7/11/2018	GA
Call Spread	Secure	100C	100C03567	2017-4704-L	HSBDV	HSBC Bank USA, National Association	326,767.32	7/14/2017	7/12/2018	GA
Asian	Spread 1	100S	100S03454	2017-4717-L	HSBDV	HSBC Bank USA, National Association	89,479.07	7/14/2017	7/12/2018	GA
Digital	Trigger	10PT	10PT00797	2017-4727-L	NATDV	NATIXIS SA	41,705.03	7/14/2017	7/11/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01073	2017-3650-S	GSIDV	Goldman Sachs International	18,700.00	7/14/2017	7/11/2018	GA
Cliquet	MCI	100M	100M02250	2017-4729-L	DBDV	Deutsche Bank AG	65,683.64	7/14/2017	7/12/2018	GA
Call Spread	Secure	100C	100C03568	2017-4730-L	HSBDV	HSBC Bank USA, National Association	406,413.54	7/17/2017	7/13/2018	GA
Asian	Spread 1	100S	100S03455	2017-4733-L	HSBDV	HSBC Bank USA, National Association	56,430.55	7/17/2017	7/12/2018	GA
Digital	Trigger	10PT	10PT00798	2017-4732-L	CSBDV	Credit Suisse International	38,477.28	7/17/2017	7/14/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Basket	Envoy Cap	10EC	10EC02191	2017-4736-L	BARDV	Barclays Bank, PLC	39,264.88	7/17/2017	7/18/2018	GA
Cliquet	MCI	100M	100M02251	2017-4738-L	GSIDV	Goldman Sachs International	48,877.54	7/17/2017	7/18/2018	GA
Call Spread	Secure	100C	100C03565	2017-4587-L	WCHDV	Wells Fargo Bank, N. A.	322,513.80	7/12/2017	7/11/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01070	2017-3646-S	BNPDV	BNP Paribas	17,600.00	7/10/2017	7/6/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01071	2017-3648-S	GSIDV	Goldman Sachs International	72,000.00	7/11/2017	7/6/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00023-7	2017-4584-L	CITDV	Citibank, N.A.	21,348.25	7/11/2017	7/8/2024	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00232	2017-4734-L	DBDV	Deutsche Bank AG	15,999.90	7/17/2017	7/10/2018	GA
Call Spread	Secure	100C	100C03569	2017-4758-L	WCHDV	Wells Fargo Bank, N. A.	1,010,701.67	7/18/2017	7/16/2018	GA
Asian	Spread 1	100S	100S03456	2017-4765-L	WCHDV	Wells Fargo Bank, N. A.	68,142.90	7/18/2017	7/18/2018	GA
Cliquet	MCI	100M	100M02252	2017-4788-L	BOADV	Bank of America, N.A.	165,239.20	7/18/2017	7/15/2018	GA
Basket	Envoy Cap	10EC	10EC02192	2017-4779-L	CITDV	Citibank, N.A.	31,160.08	7/18/2017	7/16/2018	GA
Digital	Trigger	10PT	10PT00799	2017-4754-L	CSBDV	Credit Suisse International	101,761.72	7/18/2017	7/16/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00024-1	2017-4740-L	CITDV	Citibank, N.A.	7,253.40	7/18/2017	7/13/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00024-3	2017-4742-L	CITDV	Citibank, N.A.	5,639.21	7/18/2017	7/13/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00024-4	2017-4743-L	CITDV	Citibank, N.A.	5,133.72	7/18/2017	7/13/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00024-5	2017-4745-L	CITDV	Citibank, N.A.	4,705.44	7/18/2017	7/13/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00024-6	2017-4746-L	CITDV	Citibank, N.A.	4,328.69	7/18/2017	7/13/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00024-2	2017-4741-L	CITDV	Citibank, N.A.	6,280.89	7/18/2017	7/12/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00024-7	2017-4749-L	CITDV	Citibank, N.A.	24,282.36	7/18/2017	7/12/2024	GA
Call Spread	Secure	100C	100C03570	2017-4793-L	NATDV	NATIXIS SA	352,738.56	7/19/2017	7/13/2018	GA
Asian	Spread 1	100S	100S03457	2017-4798-L	NATDV	NATIXIS SA	27,405.90	7/19/2017	7/18/2018	GA
Asian Call Spread	Regency	110R	110R01089	2017-4797-L	NATDV	NATIXIS SA	35,105.94	7/19/2017	7/12/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01074	2017-3667-S	GSIDV	Goldman Sachs International	74,000.00	7/18/2017	7/13/2018	GA
Cliquet	MCI	100M	100M02253	2017-4800-L	GSIDV	Goldman Sachs International	60,254.74	7/19/2017	7/18/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00233	2017-4778-L	DBDV	Deutsche Bank AG	22,426.32	7/18/2017	7/18/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00234	2017-4795-L	DBDV	Deutsche Bank AG	16,629.60	7/19/2017	7/5/2018	GA
Call Spread	Secure	100C	100C03571	2017-4803-L	CITDV	Citibank, N.A.	281,641.77	7/20/2017	7/18/2018	GA
Asian	Spread 1	100S	100S03458	2017-4801-L	CITDV	Citibank, N.A.	27,028.40	7/20/2017	7/15/2018	GA
Call	Secure Par	100P	100P00773	2017-4804-L	CITDV	Citibank, N.A.	61,171.11	7/20/2017	7/9/2018	GA
Cliquet	MCI	100M	100M02254	2017-4808-L	DBDV	Deutsche Bank AG	43,097.14	7/20/2017	7/18/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Basket	Envoy Cap	10EC	10EC02193	2017-4806-L	CITDV	Citibank, N.A.	19,935.65	7/20/2017	7/19/2018	GA
Digital	Trigger	10PT	10PT00800	2017-4802-L	GSIDV	Goldman Sachs International	46,721.68	7/20/2017	7/19/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01075	2017-3676-S	GSIDV	Goldman Sachs International	23,000.00	7/19/2017	7/17/2018	GA
Call Spread	Secure	100C	100C03572	2017-4810-L	CITDV	Citibank, N.A.	394,677.99	7/21/2017	7/20/2018	GA
Asian	Spread 1	100S	100S03459	2017-4812-L	CITDV	Citibank, N.A.	70,429.76	7/21/2017	7/19/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01076	2017-3677-S	BNPDV	BNP Paribas	14,500.00	7/20/2017	7/19/2018	GA
Cliquet	MCI	100M	100M02255	2017-4815-L	MSIDV	Morgan Stanley & Co International, PLC	96,210.57	7/21/2017	7/14/2018	GA
Call Spread	Secure	100C	100C03573	2017-4818-L	CITDV	Citibank, N.A.	290,564.00	7/24/2017	7/18/2018	GA
Asian	Spread 1	100S	100S03460	2017-4820-L	CITDV	Citibank, N.A.	29,232.26	7/24/2017	7/19/2018	GA
Cliquet	MCI	100M	100M02256	2017-4833-L	CITDV	Citibank, N.A.	53,331.50	7/24/2017	7/21/2018	GA
Basket	Envoy Cap	10EC	10EC02194	2017-4825-L	CITDV	Citibank, N.A.	30,894.02	7/24/2017	7/21/2018	GA
Digital	Trigger	10PT	10PT00801	2017-4814-L	NATDV	NATIXIS SA	38,726.30	7/21/2017	7/14/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01077	2017-3678-S	BNPDV	BNP Paribas	16,600.00	7/21/2017	7/20/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00235	2017-4813-L	DBDV	Deutsche Bank AG	24,895.44	7/21/2017	7/17/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00025-1	2017-4823-L	CITDV	Citibank, N.A.	5,511.75	7/24/2017	7/19/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00025-2	2017-4828-L	CITDV	Citibank, N.A.	4,847.97	7/24/2017	7/19/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00025-4	2017-4830-L	CITDV	Citibank, N.A.	4,013.50	7/24/2017	7/19/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00025-5	2017-4831-L	CITDV	Citibank, N.A.	3,690.99	7/24/2017	7/19/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00025-6	2017-4834-L	CITDV	Citibank, N.A.	3,404.41	7/24/2017	7/19/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00025-7	2017-4835-L	CITDV	Citibank, N.A.	19,084.20	7/24/2017	7/19/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00025-3	2017-4829-L	CITDV	Citibank, N.A.	4,388.84	7/24/2017	7/17/2020	GA
Call Spread	Secure	100C	100C03574	2017-4843-L	HSBDV	HSBC Bank USA, National Association	766,325.60	7/25/2017	7/20/2018	GA
Asian	Spread 1	100S	100S03461	2017-4845-L	HSBDV	HSBC Bank USA, National Association	64,322.83	7/25/2017	7/23/2018	GA
Digital	Trigger	10PT	10PT00802	2017-4840-L	CSBDV	Credit Suisse International	102,969.79	7/25/2017	7/22/2018	GA
Cliquet	MCI	100M	100M02257	2017-4846-L	UBSDV	UBS AG	183,993.31	7/25/2017	7/23/2018	GA
Basket	Envoy Cap	10EC	10EC02195	2017-4841-L	NATDV	NATIXIS SA	49,113.08	7/25/2017	7/23/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01078	2017-3692-S	GSIDV	Goldman Sachs International	94,000.00	7/25/2017	7/20/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00236	2017-4839-L	DBDV	Deutsche Bank AG	28,667.38	7/25/2017	7/19/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Call Spread	Secure	100C	100C03575	2017-4850-L	HSBDV	HSBC Bank USA, National Association	391,991.60	7/26/2017	7/25/2018	GA
Asian	Spread 1	100S	100S03462	2017-4852-L	HSBDV	HSBC Bank USA, National Association	21,261.72	7/26/2017	7/18/2018	GA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00025C	2017-4853-L	HSBDV	HSBC Bank USA, National Association	39,764.25	7/26/2017	7/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00025P	2017-4856-L	HSBDV	HSBC Bank USA, National Association	(38,333.25)	7/26/2017	7/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00017C	2017-4855-L	HSBDV	HSBC Bank USA, National Association	40,509.46	7/26/2017	7/12/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00017P	2017-4858-L	HSBDV	HSBC Bank USA, National Association	(31,488.60)	7/26/2017	7/12/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Nasdaq 100	11CN	11CN00012C	2017-4861-L	HSBDV	HSBC Bank USA, National Association	20,235.96	7/26/2017	7/13/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Nasdaq 100	11CN	11CN00012P	2017-4863-L	HSBDV	HSBC Bank USA, National Association	(16,937.64)	7/26/2017	7/13/2018	SA
Digital	Trigger	10PT	10PT00803	2017-4869-L	GSIDV	Goldman Sachs International	24,013.80	7/26/2017	7/25/2018	GA
Cliquet	MCI	100M	100M02258	2017-4872-L	DBDV	Deutsche Bank AG	74,328.74	7/26/2017	7/25/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00015-2	2017-4866-L	JPMDV	JPMORGAN CHASE BANK, N.A.	17,707.25	7/26/2017	7/19/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00015-5	2017-4870-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,528.36	7/26/2017	7/19/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00015-6	2017-4871-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,536.24	7/26/2017	7/19/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00015-7	2017-4873-L	JPMDV	JPMORGAN CHASE BANK, N.A.	76,964.07	7/26/2017	7/19/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00015-3	2017-4867-L	JPMDV	JPMORGAN CHASE BANK, N.A.	16,071.96	7/26/2017	7/17/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00026-2	2017-4875-L	CITDV	Citibank, N.A.	9,987.79	7/26/2017	7/23/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00026-3	2017-4876-L	CITDV	Citibank, N.A.	9,023.48	7/26/2017	7/23/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00026-7	2017-4880-L	CITDV	Citibank, N.A.	39,126.57	7/26/2017	7/23/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00026-5	2017-4878-L	CITDV	Citibank, N.A.	7,571.07	7/26/2017	7/22/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00026-6	2017-4879-L	CITDV	Citibank, N.A.	6,974.49	7/26/2017	7/21/2023	GA
Asian	Spread 1	100S	100S03463	2017-4882-L	HSBDV	HSBC Bank USA, National Association	11,071.15	7/27/2017	7/25/2018	GA
Digital	Trigger	10PT	10PT00804	2017-4881-L	CSBDV	Credit Suisse International	23,731.28	7/27/2017	7/26/2018	GA
Cliquet	MCI	100M	100M02259	2017-4888-L	UBSDV	UBS AG	55,094.95	7/27/2017	7/26/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00237	2017-4847-L	DBDV	Deutsche Bank AG	19,556.95	7/26/2017	7/25/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Swaption	Interest Rate Benchmark	10RC	10RC01079	2017-3693-S	BNPDV	BNP Paribas	21,600.00	7/26/2017	7/24/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00026-4	2017-4877-L	CITDV	Citibank, N.A.	8,242.17	7/26/2017	7/23/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00015-4	2017-4868-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,726.61	7/26/2017	7/19/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00015-1	2017-4865-L	JPMDV	JPMORGAN CHASE BANK, N.A.	20,068.91	7/26/2017	7/19/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00026-1	2017-4874-L	CITDV	Citibank, N.A.	11,389.92	7/26/2017	7/23/2018	GA
Digital	Trigger	10PT	10PT00805	2017-4890-L	HSBDV	HSBC Bank USA, National Association	49,648.49	7/28/2017	7/22/2018	GA
Asian	Spread 1	100S	100S03464	2017-4895-L	HSBDV	HSBC Bank USA, National Association	55,411.65	7/28/2017	7/28/2018	GA
Cliquet	MCI	100M	100M02260	2017-4896-L	UBSDV	UBS AG	77,081.09	7/28/2017	7/27/2018	GA
Call Spread	Secure	100C	100C03576	2017-4883-L	HSBDV	HSBC Bank USA, National Association	216,213.80	7/27/2017	7/26/2018	GA
Call Spread	Secure	100C	100C03577	2017-4893-L	HSBDV	HSBC Bank USA, National Association	397,519.50	7/28/2017	7/28/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00238	2017-4889-L	DBDV	Deutsche Bank AG	14,216.37	7/28/2017	7/26/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01080	2017-3699-S	BNPDV	BNP Paribas	32,800.00	7/28/2017	7/25/2018	GA
Call Spread	Secure	100C	100C03578	2017-4901-L	HSBDV	HSBC Bank USA, National Association	375,351.84	7/31/2017	7/27/2018	GA
Asian	Spread 1	100S	100S03465	2017-4903-L	HSBDV	HSBC Bank USA, National Association	45,782.88	7/31/2017	7/27/2018	GA
Call	Secure Par	100P	100P00774	2017-4904-L	HSBDV	HSBC Bank USA, National Association	50,983.80	7/31/2017	7/26/2018	GA
Basket	Envoy Cap	10EC	10EC02196	2017-4905-L	NATDV	NATIXIS SA	36,906.84	7/31/2017	7/27/2018	GA
Cliquet	MCI	100M	100M02261	2017-4914-L	GSIDV	Goldman Sachs International	97,360.28	7/31/2017	7/27/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00027-1	2017-4909-L	CITDV	Citibank, N.A.	4,144.41	7/31/2017	7/27/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00027-3	2017-4911-L	CITDV	Citibank, N.A.	3,315.02	7/31/2017	7/27/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00027-4	2017-4912-L	CITDV	Citibank, N.A.	3,034.54	7/31/2017	7/27/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00027-5	2017-4913-L	CITDV	Citibank, N.A.	2,792.01	7/31/2017	7/27/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00027-6	2017-4915-L	CITDV	Citibank, N.A.	2,575.33	7/31/2017	7/27/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00027-2	2017-4910-L	CITDV	Citibank, N.A.	3,657.72	7/31/2017	7/26/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00027-7	2017-4916-L	CITDV	Citibank, N.A.	14,436.72	7/31/2017	7/26/2024	GA
Call Spread	Secure	100C	100C03579	2017-4921-L	HSBDV	HSBC Bank USA, National Association	1,013,827.17	8/1/2017	7/30/2018	GA
Asian	Spread 1	100S	100S03466	2017-4925-L	HSBDV	HSBC Bank USA, National Association	74,313.72	8/1/2017	7/30/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Asian Call Spread	Regency	110R	110R01090	2017-4929-L	HSBDV	HSBC Bank USA, National Association	26,465.91	8/1/2017	7/24/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00239	2017-4908-L	DBDV	Deutsche Bank AG	15,892.80	7/31/2017	7/23/2018	GA
Cliquet	MCI	100M	100M02262	2017-4924-L	GSIDV	Goldman Sachs International	142,621.74	8/1/2017	7/29/2018	GA
Basket	Envoy Cap	10EC	10EC02197	2017-4926-L	BARDV	Barclays Bank, PLC	48,682.99	8/1/2017	7/28/2018	GA
Digital	Trigger	10PT	10PT00806	2017-4927-L	NATDV	NATIXIS SA	115,898.99	8/1/2017	7/30/2018	GA
Call Spread	Secure	100C	100C03580	2017-4932-L	WCHDV	Wells Fargo Bank, N. A.	299,372.08	8/2/2017	8/1/2018	GA
Asian	Spread 1	100S	100S03467	2017-4935-L	WCHDV	Wells Fargo Bank, N. A.	35,803.35	8/2/2017	8/1/2018	GA
Digital	Trigger	10PT	10PT00807	2017-4934-L	HSBDV	HSBC Bank USA, National Association	41,097.58	8/2/2017	8/2/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00240	2017-4920-L	DBDV	Deutsche Bank AG	19,918.08	8/1/2017	7/29/2018	GA
Cliquet	MCI	100M	100M02263	2017-4938-L	DBDV	Deutsche Bank AG	68,630.52	8/2/2017	8/1/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01081	2017-3714-S	GSIDV	Goldman Sachs International	93,000.00	8/1/2017	7/27/2018	GA
Call Spread	Secure	100C	100C03581	2017-4952-L	HSBDV	HSBC Bank USA, National Association	298,177.02	8/3/2017	8/2/2018	GA
Asian	Spread 1	100S	100S03468	2017-4950-L	HSBDV	HSBC Bank USA, National Association	9,828.39	8/3/2017	7/31/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00241	2017-4931-L	DBDV	Deutsche Bank AG	13,309.14	8/2/2017	7/22/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01083	2017-3717-S	WCHDV	Wells Fargo Bank, N. A.	14,900.00	8/3/2017	8/1/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01082	2017-3715-S	GSIDV	Goldman Sachs International	19,000.00	8/2/2017	7/30/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00242	2017-4946-L	DBDV	Deutsche Bank AG	17,876.60	8/3/2017	8/2/2018	GA
Cliquet	MCI	100M	100M02264	2017-4966-L	UBSDV	UBS AG	43,611.63	8/3/2017	8/2/2018	GA
Digital	Trigger	10PT	10PT00808	2017-4949-L	HSBDV	HSBC Bank USA, National Association	20,710.27	8/3/2017	8/1/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00016-1	2017-4948-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,240.57	8/3/2017	7/27/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00016-3	2017-4953-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,423.11	8/3/2017	7/27/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00016-4	2017-4955-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,482.23	8/3/2017	7/27/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00016-6	2017-4957-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,944.47	8/3/2017	7/27/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00016-2	2017-4951-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,578.78	8/3/2017	7/26/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00016-5	2017-4956-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,642.20	8/3/2017	7/27/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00016-7	2017-4958-L	JPMDV	JPMORGAN CHASE BANK, N.A.	54,933.81	8/3/2017	7/26/2024	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00028-1	2017-4959-L	CITDV	Citibank, N.A.	5,827.32	8/3/2017	7/27/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00028-3	2017-4961-L	CITDV	Citibank, N.A.	4,606.27	8/3/2017	7/27/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00028-4	2017-4962-L	CITDV	Citibank, N.A.	4,208.79	8/3/2017	7/27/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00028-5	2017-4963-L	CITDV	Citibank, N.A.	3,867.46	8/3/2017	7/27/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00028-6	2017-4964-L	CITDV	Citibank, N.A.	3,564.42	8/3/2017	7/27/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00028-2	2017-4960-L	CITDV	Citibank, N.A.	5,100.57	8/3/2017	7/26/2019	GA
Call Spread	Secure	100C	100C03582	2017-4967-L	HSBDV	HSBC Bank USA, National Association	442,902.50	8/4/2017	8/3/2018	GA
Asian	Spread 1	100S	100S03469	2017-4968-L	HSBDV	HSBC Bank USA, National Association	71,527.10	8/4/2017	8/3/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00029-1	2017-4972-L	CITDV	Citibank, N.A.	4,503.42	8/4/2017	7/27/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00029-3	2017-4975-L	CITDV	Citibank, N.A.	3,545.55	8/4/2017	7/27/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00029-4	2017-4976-L	CITDV	Citibank, N.A.	3,237.01	8/4/2017	7/27/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00029-5	2017-4977-L	CITDV	Citibank, N.A.	2,972.82	8/4/2017	7/27/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00029-6	2017-4978-L	CITDV	Citibank, N.A.	2,738.72	8/4/2017	7/27/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00029-7	2017-4979-L	CITDV	Citibank, N.A.	15,328.26	8/4/2017	7/26/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00029-2	2017-4974-L	CITDV	Citibank, N.A.	3,931.13	8/4/2017	7/26/2019	GA
Cliquet	MCI	100M	100M02265	2017-4970-L	MSIDV	Morgan Stanley & Co International, PLC	57,182.06	8/4/2017	8/3/2018	GA
Basket	Envoy Cap	10EC	10EC02198	2017-4971-L	NATDV	NATIXIS SA	33,510.39	8/4/2017	8/2/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00028-7	2017-4965-L	CITDV	Citibank, N.A.	19,975.22	8/3/2017	7/26/2024	GA
Call Spread	Secure	100C	100C03583	2017-4984-L	GSIDV	Goldman Sachs International	359,023.20	8/7/2017	8/3/2018	GA
Call	Secure Par	100P	100P00775	2017-4987-L	GSIDV	Goldman Sachs International	51,671.52	8/7/2017	8/1/2018	GA
Asian	Spread 1	100S	100S03470	2017-4983-L	GSIDV	Goldman Sachs International	19,110.34	8/7/2017	8/4/2018	GA
Digital	Trigger	10PT	10PT00809	2017-4989-L	GSIDV	Goldman Sachs International	32,177.42	8/7/2017	8/7/2018	GA
Cliquet	MCI	100M	100M02266	2017-4990-L	UBSDV	UBS AG	80,633.95	8/7/2017	8/4/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01084	2017-3719-S	SGDV	Societe Generale	25,900.00	8/4/2017	8/3/2018	GA
Call Spread	Secure	100C	100C03584	2017-4992-L	GSIDV	Goldman Sachs International	861,007.68	8/8/2017	8/3/2018	GA
Asian	Spread 1	100S	100S03471	2017-4994-L	GSIDV	Goldman Sachs International	79,572.09	8/8/2017	8/6/2018	GA
Digital	Trigger	10PT	10PT00810	2017-4995-L	CSBDV	Credit Suisse International	73,292.26	8/8/2017	8/6/2018	GA
Cliquet	MCI	100M	100M02267	2017-4997-L	CSBDV	Credit Suisse International	158,278.42	8/8/2017	8/6/2018	GA
Basket	Envoy Cap	10EC	10EC02199	2017-4996-L	GSIDV	Goldman Sachs International	45,296.37	8/8/2017	8/5/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00243	2017-4980-L	DBDV	Deutsche Bank AG	16,999.72	8/7/2017	8/8/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00030-1	2017-4999-L	CITDV	Citibank, N.A.	6,446.17	8/8/2017	8/2/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00030-2	2017-5000-L	CITDV	Citibank, N.A.	5,623.57	8/8/2017	8/2/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00030-4	2017-5002-L	CITDV	Citibank, N.A.	4,629.19	8/8/2017	8/2/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00030-5	2017-5003-L	CITDV	Citibank, N.A.	4,250.44	8/8/2017	8/2/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00030-6	2017-5004-L	CITDV	Citibank, N.A.	3,915.21	8/8/2017	8/2/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00030-7	2017-5005-L	CITDV	Citibank, N.A.	21,963.73	8/8/2017	8/2/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00030-3	2017-5001-L	CITDV	Citibank, N.A.	5,072.92	8/8/2017	7/31/2020	GA
Call Spread	Secure	100C	100C03585	2017-5009-L	GSIDV	Goldman Sachs International	307,262.17	8/9/2017	8/7/2018	GA
Asian	Spread 1	100S	100S03472	2017-5008-L	GSIDV	Goldman Sachs International	15,376.09	8/9/2017	8/7/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00244	2017-4991-L	DBDV	Deutsche Bank AG	17,812.51	8/8/2017	8/5/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01086	2017-3739-S	SGDV	Societe Generale	30,300.00	8/9/2017	8/7/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01085	2017-3737-S	GSIDV	Goldman Sachs International	68,000.00	8/8/2017	8/3/2018	GA
Digital	Trigger	10PT	10PT00811	2017-5011-L	GSIDV	Goldman Sachs International	46,224.42	8/9/2017	8/6/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00031-1	2017-5012-L	CITDV	Citibank, N.A.	9,449.67	8/9/2017	8/6/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00031-2	2017-5013-L	CITDV	Citibank, N.A.	8,313.98	8/9/2017	8/6/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00031-3	2017-5014-L	CITDV	Citibank, N.A.	7,528.16	8/9/2017	8/6/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00031-4	2017-5015-L	CITDV	Citibank, N.A.	6,890.02	8/9/2017	8/6/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00031-7	2017-5019-L	CITDV	Citibank, N.A.	32,831.61	8/9/2017	8/6/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00031-5	2017-5016-L	CITDV	Citibank, N.A.	6,339.91	8/9/2017	8/5/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00031-6	2017-5018-L	CITDV	Citibank, N.A.	5,849.30	8/9/2017	8/4/2023	GA
Cliquet	MCI	100M	100M02268	2017-5020-L	CITDV	Citibank, N.A.	59,592.55	8/9/2017	8/8/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00245	2017-5017-L	DBDV	Deutsche Bank AG	22,893.80	8/9/2017	8/3/2018	GA
Call Spread	Secure	100C	100C03586	2017-5026-L	HSBDV	HSBC Bank USA, National Association	251,154.05	8/10/2017	8/9/2018	GA
Asian	Spread 1	100S	100S03473	2017-5027-L	HSBDV	HSBC Bank USA, National Association	15,575.56	8/10/2017	8/9/2018	GA
Cliquet	MCI	100M	100M02269	2017-5028-L	CSBDV	Credit Suisse International	52,239.92	8/10/2017	8/9/2018	GA
Digital	Trigger	10PT	10PT00812	2017-5036-L	CSBDV	Credit Suisse International	31,452.82	8/11/2017	8/10/2018	GA
Call Spread	Secure	100C	100C03587	2017-5044-L	GSIDV	Goldman Sachs International	326,298.00	8/11/2017	8/10/2018	GA
Asian	Spread 1	100S	100S03474	2017-5041-L	GSIDV	Goldman Sachs International	39,181.52	8/11/2017	8/9/2018	GA
Cliquet	MCI	100M	100M02270	2017-5047-L	MSIDV	Morgan Stanley & Co International, PLC	59,289.31	8/11/2017	8/9/2018	GA
Basket	Envoy Cap	10EC	10EC02200	2017-5042-L	GSIDV	Goldman Sachs International	25,964.50	8/11/2017	8/11/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00032-1	2017-5030-L	CITDV	Citibank, N.A.	5,395.52	8/11/2017	8/8/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00032-5	2017-5035-L	CITDV	Citibank, N.A.	3,723.04	8/11/2017	8/8/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00032-6	2017-5037-L	CITDV	Citibank, N.A.	3,443.55	8/11/2017	8/8/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00032-7	2017-5038-L	CITDV	Citibank, N.A.	19,322.69	8/11/2017	8/8/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00032-3	2017-5032-L	CITDV	Citibank, N.A.	4,389.23	8/11/2017	8/7/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00032-4	2017-5033-L	CITDV	Citibank, N.A.	4,035.36	8/11/2017	8/6/2021	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00246	2017-5034-L	DBDV	Deutsche Bank AG	17,813.25	8/11/2017	8/10/2018	GA
Call Spread	Secure	100C	100C03588	2017-5055-L	CITDV	Citibank, N.A.	389,267.82	8/14/2017	8/10/2018	GA
Asian	Spread 1	100S	100S03475	2017-5050-L	CITDV	Citibank, N.A.	78,197.56	8/14/2017	8/11/2018	GA
Asian Call Spread	Regency	110R	110R01091	2017-5048-L	CITDV	Citibank, N.A.	26,559.57	8/14/2017	8/6/2018	GA
Cliquet	MCI	100M	100M02271	2017-5060-L	CSBDV	Credit Suisse International	62,714.81	8/14/2017	8/11/2018	GA
Basket	Envoy Cap	10EC	10EC02201	2017-5062-L	NATDV	NATIXIS SA	20,569.39	8/14/2017	8/11/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00033-3	2017-5054-L	CITDV	Citibank, N.A.	5,315.06	8/14/2017	8/11/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00033-4	2017-5056-L	CITDV	Citibank, N.A.	4,839.56	8/14/2017	8/11/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00033-5	2017-5057-L	CITDV	Citibank, N.A.	4,436.18	8/14/2017	8/11/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00033-6	2017-5059-L	CITDV	Citibank, N.A.	4,081.97	8/14/2017	8/11/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00033-1	2017-5051-L	CITDV	Citibank, N.A.	6,849.45	8/14/2017	8/10/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00033-2	2017-5053-L	CITDV	Citibank, N.A.	5,923.00	8/14/2017	8/9/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00033-7	2017-5061-L	CITDV	Citibank, N.A.	22,900.62	8/14/2017	8/9/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00032-2	2017-5031-L	CITDV	Citibank, N.A.	4,813.51	8/11/2017	8/8/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01087	2017-3741-S	SGDV	Societe Generale	32,600.00	8/10/2017	8/9/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01088	2017-3758-S	SGDV	Societe Generale	31,100.00	8/14/2017	8/10/2018	GA
Call Spread	Secure	100C	100C03589	2017-5067-L	HSBDV	HSBC Bank USA, National Association	986,444.10	8/15/2017	8/13/2018	GA
Asian	Spread 1	100S	100S03476	2017-5070-L	HSBDV	HSBC Bank USA, National Association	140,465.67	8/15/2017	8/13/2018	GA
Call	Secure Par	100P	100P00776	2017-5069-L	HSBDV	HSBC Bank USA, National Association	63,605.37	8/15/2017	8/8/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01089	2017-3759-S	GSIDV	Goldman Sachs International	69,500.00	8/15/2017	8/10/2018	GA
Digital	Trigger	10PT	10PT00813	2017-5085-L	HSBDV	HSBC Bank USA, National Association	156,932.09	8/15/2017	8/13/2018	GA
Basket	Envoy Cap	10EC	10EC02202	2017-5087-L	BARDV	Barclays Bank, PLC	40,574.86	8/15/2017	8/13/2018	GA
Cliquet	MCI	100M	100M02272	2017-5086-L	UBSDV	UBS AG	214,375.68	8/15/2017	8/13/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00017-1	2017-5077-L	JPMDV	JPMORGAN CHASE BANK, N.A.	18,974.94	8/15/2017	8/6/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00017-2	2017-5079-L	JPMDV	JPMORGAN CHASE BANK, N.A.	16,833.40	8/15/2017	8/6/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00017-3	2017-5080-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,328.13	8/15/2017	8/6/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00017-4	2017-5081-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,089.12	8/15/2017	8/6/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00017-7	2017-5084-L	JPMDV	JPMORGAN CHASE BANK, N.A.	73,682.74	8/15/2017	8/6/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00017-5	2017-5082-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,008.94	8/15/2017	8/5/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00017-6	2017-5083-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,054.83	8/15/2017	8/4/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00034-2	2017-5072-L	CITDV	Citibank, N.A.	3,992.34	8/15/2017	8/12/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00034-3	2017-5073-L	CITDV	Citibank, N.A.	3,607.37	8/15/2017	8/12/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00034-4	2017-5074-L	CITDV	Citibank, N.A.	3,297.41	8/15/2017	8/12/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00034-5	2017-5075-L	CITDV	Citibank, N.A.	3,030.82	8/15/2017	8/12/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00034-7	2017-5078-L	CITDV	Citibank, N.A.	15,672.37	8/15/2017	8/12/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00034-1	2017-5071-L	CITDV	Citibank, N.A.	4,559.62	8/15/2017	8/10/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00034-6	2017-5076-L	CITDV	Citibank, N.A.	2,794.34	8/15/2017	8/11/2023	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00247	2017-5064-L	DBDV	Deutsche Bank AG	25,560.53	8/15/2017	8/12/2018	GA
Call Spread	Secure	100C	100C03590	2017-5093-L	NATDV	NATIXIS SA	349,221.44	8/16/2017	8/15/2018	GA
Asian	Spread 1	100S	100S03477	2017-5092-L	NATDV	NATIXIS SA	29,489.37	8/16/2017	8/14/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01090	2017-3760-S	BNPDV	BNP Paribas	23,900.00	8/16/2017	8/14/2018	GA
Cliquet	MCI	100M	100M02273	2017-5095-L	GSIDV	Goldman Sachs International	69,808.88	8/16/2017	8/16/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00248	2017-5091-L	DBDV	Deutsche Bank AG	21,694.19	8/16/2017	8/14/2018	GA
Digital	Trigger	10PT	10PT00814	2017-5096-L	HSBDV	HSBC Bank USA, National Association	44,086.83	8/17/2017	8/15/2018	GA
Call Spread	Secure	100C	100C03591	2017-5098-L	HSBDV	HSBC Bank USA, National Association	267,526.27	8/17/2017	8/17/2018	GA
Asian	Spread 1	100S	100S03478	2017-5097-L	HSBDV	HSBC Bank USA, National Association	10,314.00	8/17/2017	8/15/2018	GA
Cliquet	MCI	100M	100M02274	2017-5100-L	CSBDV	Credit Suisse International	56,091.54	8/17/2017	8/14/2018	GA
Call Spread	Secure	100C	100C03592	2017-5110-L	CSBDV	Credit Suisse International	342,157.41	8/18/2017	8/17/2018	GA
Asian	Spread 1	100S	100S03479	2017-5109-L	CSBDV	Credit Suisse International	23,870.16	8/18/2017	8/16/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01091	2017-3761-S	BNPDV	BNP Paribas	15,500.00	8/17/2017	8/15/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00035-1	2017-5101-L	CITDV	Citibank, N.A.	4,806.59	8/18/2017	8/14/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00035-2	2017-5103-L	CITDV	Citibank, N.A.	4,326.54	8/18/2017	8/14/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00035-3	2017-5104-L	CITDV	Citibank, N.A.	3,960.20	8/18/2017	8/14/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00035-6	2017-5107-L	CITDV	Citibank, N.A.	3,126.14	8/18/2017	8/14/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00035-7	2017-5108-L	CITDV	Citibank, N.A.	17,538.92	8/18/2017	8/14/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00035-4	2017-5105-L	CITDV	Citibank, N.A.	3,650.69	8/18/2017	8/13/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00035-5	2017-5106-L	CITDV	Citibank, N.A.	3,376.07	8/18/2017	8/12/2022	GA
Cliquet	MCI	100M	100M02275	2017-5112-L	GSIDV	Goldman Sachs International	62,510.41	8/18/2017	8/17/2018	GA
Call Spread	Secure	100C	100C03593	2017-5150-L	CITDV	Citibank, N.A.	341,796.48	8/21/2017	8/17/2018	GA
Asian	Spread 1	100S	100S03480	2017-5149-L	CITDV	Citibank, N.A.	33,826.14	8/21/2017	8/16/2018	GA
Digital	Trigger	10PT	10PT00815	2017-5145-L	GSIDV	Goldman Sachs International	39,127.03	8/21/2017	8/16/2018	GA
Basket	Envoy Cap	10EC	10EC02203	2017-5151-L	NATDV	NATIXIS SA	42,810.26	8/21/2017	8/17/2018	GA
Cliquet	MCI	100M	100M02276	2017-5148-L	CSBDV	Credit Suisse International	90,031.76	8/21/2017	8/18/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00249	2017-5102-L	DBDV	Deutsche Bank AG	14,468.08	8/18/2017	8/21/2018	GA
Call Spread	Secure	100C	100C03594	2017-5158-L	HSBDV	HSBC Bank USA, National Association	926,162.00	8/22/2017	8/20/2018	GA
Asian	Spread 1	100S	100S03481	2017-5160-L	HSBDV	HSBC Bank USA, National Association	109,115.68	8/22/2017	8/24/2018	GA
Digital	Trigger	10PT	10PT00816	2017-5161-L	CSBDV	Credit Suisse International	111,684.78	8/22/2017	8/20/2018	GA
Cliquet	MCI	100M	100M02277	2017-5165-L	DBDV	Deutsche Bank AG	160,759.10	8/22/2017	8/20/2018	GA
Basket	Envoy Cap	10EC	10EC02204	2017-5162-L	GSIDV	Goldman Sachs International	34,938.70	8/22/2017	8/20/2018	GA
Call Spread	Secure	100C	100C03595	2017-5176-L	CITDV	Citibank, N.A.	405,649.20	8/23/2017	8/23/2018	GA
Asian	Spread 1	100S	100S03482	2017-5175-L	CITDV	Citibank, N.A.	36,396.57	8/23/2017	8/22/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01093	2017-3779-S	BNPDV	BNP Paribas	27,600.00	8/23/2017	8/21/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00036-1	2017-5167-L	CITDV	Citibank, N.A.	6,007.68	8/23/2017	8/20/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00036-2	2017-5168-L	CITDV	Citibank, N.A.	5,264.95	8/23/2017	8/20/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00036-3	2017-5169-L	CITDV	Citibank, N.A.	4,760.13	8/23/2017	8/20/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00036-4	2017-5170-L	CITDV	Citibank, N.A.	4,354.41	8/23/2017	8/20/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00036-7	2017-5173-L	CITDV	Citibank, N.A.	20,743.48	8/23/2017	8/20/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00036-5	2017-5171-L	CITDV	Citibank, N.A.	4,006.67	8/23/2017	8/19/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00036-6	2017-5172-L	CITDV	Citibank, N.A.	3,697.04	8/23/2017	8/18/2023	GA
Digital	Trigger	10PT	10PT00817	2017-5174-L	HSBDV	HSBC Bank USA, National Association	54,103.21	8/23/2017	8/21/2018	GA
Cliquet	MCI	100M	100M02278	2017-5178-L	DBDV	Deutsche Bank AG	68,506.90	8/23/2017	8/22/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01092	2017-3778-S	NATDV	NATIXIS SA	97,000.00	8/22/2017	8/17/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00251	2017-5166-L	DBDV	Deutsche Bank AG	40,148.02	8/23/2017	8/21/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00250	2017-5157-L	DBDV	Deutsche Bank AG	38,165.30	8/22/2017	8/24/2018	GA
Call Spread	Secure	100C	100C03596	2017-5181-L	NATDV	NATIXIS SA	174,583.28	8/24/2017	8/29/2018	GA
Asian	Spread 1	100S	100S03483	2017-5184-L	NATDV	NATIXIS SA	15,768.07	8/24/2017	8/20/2018	GA
Call	Secure Par	100P	100P00777	2017-5183-L	NATDV	NATIXIS SA	49,371.98	8/24/2017	8/17/2018	GA
Basket	Envoy Cap	10EC	10EC02205	2017-5185-L	NATDV	NATIXIS SA	19,699.76	8/24/2017	8/23/2018	GA
Cliquet	MCI	100M	100M02279	2017-5186-L	CSBDV	Credit Suisse International	61,262.00	8/24/2017	8/23/2018	GA
Digital	Trigger	10PT	10PT00818	2017-5204-L	NATDV	NATIXIS SA	44,509.29	8/25/2017	8/30/2018	GA
Call Spread	Secure	100C	100C03597	2017-5197-L	CITDV	Citibank, N.A.	410,005.38	8/25/2017	8/21/2018	GA
Asian	Spread 1	100S	100S03484	2017-5199-L	CITDV	Citibank, N.A.	70,106.90	8/25/2017	8/23/2018	GA
Cliquet	MCI	100M	100M02280	2017-5210-L	MSIDV	Morgan Stanley & Co International, PLC	56,252.85	8/25/2017	8/21/2018	GA
Basket	Envoy Cap	10EC	10EC02206	2017-5208-L	BARDV	Barclays Bank, PLC	32,420.77	8/25/2017	8/24/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00018-1	2017-5200-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,399.38	8/25/2017	8/17/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00018-3	2017-5202-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,282.62	8/25/2017	8/17/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00018-4	2017-5203-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,266.01	8/25/2017	8/17/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00018-5	2017-5205-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,390.58	8/25/2017	8/17/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00018-6	2017-5206-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,615.55	8/25/2017	8/17/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00018-2	2017-5201-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,546.69	8/25/2017	8/16/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00018-7	2017-5207-L	JPMDV	JPMORGAN CHASE BANK, N.A.	59,360.34	8/25/2017	8/16/2024	GA
Digital	Trigger	10PT	10PT00819	2017-5234-L	CSBDV	Credit Suisse International	43,097.02	8/28/2017	8/24/2018	GA
Call Spread	Secure	100C	100C03598	2017-5224-L	HSBDV	HSBC Bank USA, National Association	408,393.27	8/28/2017	8/16/2018	GA
Asian	Spread 1	100S	100S03485	2017-5226-L	HSBDV	HSBC Bank USA, National Association	34,146.84	8/28/2017	8/25/2018	GA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00026C	2017-5220-L	HSBDV	HSBC Bank USA, National Association	36,748.66	8/28/2017	8/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00026P	2017-5223-L	HSBDV	HSBC Bank USA, National Association	(36,564.19)	8/28/2017	8/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00018C	2017-5218-L	HSBDV	HSBC Bank USA, National Association	31,985.28	8/28/2017	8/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00018P	2017-5221-L	HSBDV	HSBC Bank USA, National Association	(29,887.48)	8/28/2017	8/24/2018	SA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Put + Call Spread	Collared 10% Buffer 1 Yr MSCI EAFE	11CM	11CM00011C	2017-5215-L	HSBDV	HSBC Bank USA, National Association	20,566.38	8/28/2017	7/27/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr MSCI EAFE	11CM	11CM00011P	2017-5217-L	HSBDV	HSBC Bank USA, National Association	(20,025.36)	8/28/2017	7/27/2018	SA
JRNY-CITI	Citi Vol Control	CITI	CITI00037-1	2017-5227-L	CITDV	Citibank, N.A.	4,191.35	8/28/2017	8/20/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00037-2	2017-5228-L	CITDV	Citibank, N.A.	3,695.35	8/28/2017	8/20/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00037-3	2017-5229-L	CITDV	Citibank, N.A.	3,351.18	8/28/2017	8/20/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00037-4	2017-5230-L	CITDV	Citibank, N.A.	3,071.41	8/28/2017	8/20/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00037-7	2017-5233-L	CITDV	Citibank, N.A.	14,650.65	8/28/2017	8/20/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00037-5	2017-5231-L	CITDV	Citibank, N.A.	2,829.94	8/28/2017	8/19/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00037-6	2017-5232-L	CITDV	Citibank, N.A.	2,613.92	8/28/2017	8/18/2023	GA
Cliquet	MCI	100M	100M02281	2017-5235-L	UBSDV	UBS AG	55,119.13	8/28/2017	8/24/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01095	2017-3781-S	SGDV	Societe Generale	16,000.00	8/25/2017	8/24/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01094	2017-3780-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	25,000.00	8/24/2017	8/22/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00252	2017-5189-L	DBDV	Deutsche Bank AG	21,728.21	8/25/2017	8/22/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00253	2017-5214-L	DBDV	Deutsche Bank AG	31,442.28	8/28/2017	8/23/2018	GA
Call Spread	Secure	100C	100C03599	2017-5249-L	HSBDV	HSBC Bank USA, National Association	950,490.00	8/29/2017	8/27/2018	GA
Cliquet	MCI	100M	100M02282	2017-5253-L	DBDV	Deutsche Bank AG	169,831.47	8/29/2017	8/27/2018	GA
Asian	Spread 1	100S	100S03486	2017-5248-L	HSBDV	HSBC Bank USA, National Association	224,789.88	8/29/2017	8/27/2018	GA
Asian Call Spread	Regency	110R	110R01092	2017-5244-L	HSBDV	HSBC Bank USA, National Association	32,431.20	8/29/2017	8/20/2018	GA
Basket	Envoy Cap	10EC	10EC02207	2017-5251-L	BARDV	Barclays Bank, PLC	54,862.56	8/29/2017	8/26/2018	GA
Digital	Trigger	10PT	10PT00820	2017-5247-L	CSBDV	Credit Suisse International	187,494.68	8/29/2017	8/27/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00254	2017-5241-L	DBDV	Deutsche Bank AG	24,582.80	8/29/2017	8/26/2018	GA
Call Spread	Secure	100C	100C03600	2017-5256-L	HSBDV	HSBC Bank USA, National Association	366,344.46	8/30/2017	8/28/2018	GA
Asian	Spread 1	100S	100S03487	2017-5258-L	HSBDV	HSBC Bank USA, National Association	33,663.04	8/30/2017	8/28/2018	GA
Digital	Trigger	10PT	10PT00821	2017-5259-L	HSBDV	HSBC Bank USA, National Association	69,945.11	8/30/2017	8/28/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Cliquet	MCI	100M	100M02283	2017-5260-L	UBSDV	UBS AG	97,330.98	8/30/2017	8/29/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01096	2017-3797-S	SGDV	Societe Generale	64,700.00	8/29/2017	8/24/2018	GA
Call Spread	Secure	100C	100C03601	2017-5261-L	NATDV	NATIXIS SA	252,583.92	8/31/2017	8/31/2018	GA
Asian	Spread 1	100S	100S03488	2017-5263-L	NATDV	NATIXIS SA	52,816.05	8/31/2017	8/31/2018	GA
Digital	Trigger	10PT	10PT00822	2017-5271-L	NATDV	NATIXIS SA	24,040.93	8/31/2017	8/28/2018	GA
Cliquet	MCI	100M	100M02284	2017-5272-L	GSIDV	Goldman Sachs International	45,075.72	8/31/2017	8/30/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00255	2017-5254-L	DBDV	Deutsche Bank AG	39,686.94	8/30/2017	8/29/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01097	2017-3798-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	30,000.00	8/30/2017	8/28/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01098	2017-3800-S	GSIDV	Goldman Sachs International	17,000.00	8/31/2017	8/29/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00019-1	2017-5273-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,560.26	8/31/2017	8/22/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00019-5	2017-5277-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,817.34	8/31/2017	8/22/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00019-6	2017-5278-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,112.82	8/31/2017	8/22/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00019-7	2017-5279-L	JPMDV	JPMORGAN CHASE BANK, N.A.	56,665.74	8/31/2017	8/22/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00019-3	2017-5275-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,612.02	8/31/2017	8/21/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00019-4	2017-5276-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,663.91	8/31/2017	8/20/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00038-3	2017-5266-L	CITDV	Citibank, N.A.	5,193.11	8/31/2017	9/1/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00038-4	2017-5267-L	CITDV	Citibank, N.A.	4,732.68	8/31/2017	9/1/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00038-5	2017-5268-L	CITDV	Citibank, N.A.	4,341.64	8/31/2017	9/1/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00038-6	2017-5269-L	CITDV	Citibank, N.A.	3,998.64	8/31/2017	9/1/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00038-7	2017-5270-L	CITDV	Citibank, N.A.	22,447.55	8/31/2017	8/30/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00038-1	2017-5264-L	CITDV	Citibank, N.A.	6,681.54	8/31/2017	8/31/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00038-2	2017-5265-L	CITDV	Citibank, N.A.	5,783.06	8/31/2017	8/30/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00019-2	2017-5274-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,792.63	8/31/2017	8/22/2019	GA
Call Spread	Secure	100C	100C03602	2017-5282-L	CITDV	Citibank, N.A.	442,161.00	9/1/2017	8/31/2018	GA
Call	Secure Par	100P	100P00778	2017-5283-L	CITDV	Citibank, N.A.	57,100.16	9/1/2017	8/23/2018	GA
Asian	Spread 1	100S	100S03489	2017-5285-L	CITDV	Citibank, N.A.	101,325.12	9/1/2017	8/31/2018	GA
Digital	Trigger	10PT	10PT00823	2017-5287-L	GSIDV	Goldman Sachs International	39,301.35	9/1/2017	8/29/2018	GA
Basket	Envoy Cap	10EC	10EC02208	2017-5291-L	BARDV	Barclays Bank, PLC	52,150.31	9/1/2017	8/31/2018	GA
Cliquet	MCI	100M	100M02285	2017-5288-L	GSIDV	Goldman Sachs International	60,797.63	9/1/2017	9/1/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00256	2017-5286-L	DBDV	Deutsche Bank AG	25,594.14	9/1/2017	8/31/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Swaption	Interest Rate Benchmark	10RC	10RC01099	2017-3818-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	11,700.00	9/5/2017	8/31/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00039-3	2017-5299-L	CITDV	Citibank, N.A.	3,167.36	9/5/2017	9/2/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00039-4	2017-5300-L	CITDV	Citibank, N.A.	2,891.73	9/5/2017	9/2/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00039-5	2017-5301-L	CITDV	Citibank, N.A.	2,656.93	9/5/2017	9/2/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00039-1	2017-5297-L	CITDV	Citibank, N.A.	4,054.76	9/5/2017	8/31/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00039-2	2017-5298-L	CITDV	Citibank, N.A.	3,520.14	9/5/2017	8/30/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00039-6	2017-5303-L	CITDV	Citibank, N.A.	2,449.73	9/5/2017	9/1/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00039-7	2017-5304-L	CITDV	Citibank, N.A.	13,749.38	9/5/2017	8/30/2024	GA
Call Spread	Secure	100C	100C03603	2017-5295-L	CITDV	Citibank, N.A.	210,945.35	9/5/2017	8/29/2018	GA
Asian	Spread 1	100S	100S03490	2017-5294-L	CITDV	Citibank, N.A.	33,891.81	9/5/2017	8/30/2018	GA
Cliquet	MCI	100M	100M02286	2017-5302-L	MSIDV	Morgan Stanley & Co International, PLC	27,953.74	9/5/2017	8/29/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00257	2017-5293-L	DBDV	Deutsche Bank AG	18,621.06	9/5/2017	9/2/2018	GA
Digital	Trigger	10PT	10PT00824	2017-5308-L	HSBDV	HSBC Bank USA, National Association	127,063.75	9/6/2017	9/3/2018	GA
Call Spread	Secure	100C	100C03604	2017-5306-L	CITDV	Citibank, N.A.	1,029,121.65	9/6/2017	9/3/2018	GA
Asian	Spread 1	100S	100S03491	2017-5309-L	CITDV	Citibank, N.A.	90,462.96	9/6/2017	9/3/2018	GA
Cliquet	MCI	100M	100M02287	2017-5319-L	GSIDV	Goldman Sachs International	247,444.34	9/6/2017	9/3/2018	GA
Basket	Envoy Cap	10EC	10EC02209	2017-5312-L	GSIDV	Goldman Sachs International	54,992.34	9/6/2017	9/3/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00040-1	2017-5314-L	CITDV	Citibank, N.A.	5,879.49	9/6/2017	9/4/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00040-2	2017-5315-L	CITDV	Citibank, N.A.	5,129.57	9/6/2017	9/4/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00040-3	2017-5316-L	CITDV	Citibank, N.A.	4,630.60	9/6/2017	9/4/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00040-7	2017-5321-L	CITDV	Citibank, N.A.	20,170.44	9/6/2017	9/4/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00040-4	2017-5317-L	CITDV	Citibank, N.A.	4,234.70	9/6/2017	9/3/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00040-5	2017-5318-L	CITDV	Citibank, N.A.	3,896.30	9/6/2017	9/2/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00040-6	2017-5320-L	CITDV	Citibank, N.A.	3,596.15	9/6/2017	9/1/2023	GA
Call Spread	Secure	100C	100C03605	2017-5325-L	CITDV	Citibank, N.A.	314,469.95	9/7/2017	9/7/2018	GA
Asian	Spread 1	100S	100S03492	2017-5326-L	CITDV	Citibank, N.A.	21,632.01	9/7/2017	9/7/2018	GA
Digital	Trigger	10PT	10PT00825	2017-5324-L	HSBDV	HSBC Bank USA, National Association	27,101.65	9/7/2017	9/6/2018	GA
Cliquet	MCI	100M	100M02288	2017-5328-L	DBDV	Deutsche Bank AG	43,020.95	9/7/2017	9/7/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01100	2017-3819-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	40,500.00	9/6/2017	8/31/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Swaption	Interest Rate Benchmark	10RC	10RC01101	2017-3820-S	GSCDV	GOLDMAN SACHS BANK USA/SALT LAKE	24,000.00	9/7/2017	9/4/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00259	2017-5323-L	DBDV	Deutsche Bank AG	25,092.36	9/7/2017	9/6/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00258	2017-5305-L	DBDV	Deutsche Bank AG	25,870.74	9/6/2017	9/2/2018	GA
Call Spread	Secure	100C	100C03606	2017-5329-L	CITDV	Citibank, N.A.	187,005.12	9/8/2017	8/31/2018	GA
Asian	Spread 1	100S	100S03493	2017-5331-L	CITDV	Citibank, N.A.	16,864.56	9/8/2017	9/3/2018	GA
Asian Call Spread	Advantage 1	110A	110A00332	2017-5332-L	CITDV	Citibank, N.A.	15,951.64	9/8/2017	8/11/2018	GA
Cliquet	MCI	100M	100M02289	2017-5341-L	DBDV	Deutsche Bank AG	36,809.62	9/8/2017	9/4/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00041-1	2017-5334-L	CITDV	Citibank, N.A.	4,921.39	9/8/2017	8/29/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00041-2	2017-5335-L	CITDV	Citibank, N.A.	4,282.11	9/8/2017	8/29/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00041-5	2017-5338-L	CITDV	Citibank, N.A.	3,243.88	9/8/2017	8/29/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00041-6	2017-5339-L	CITDV	Citibank, N.A.	2,992.49	9/8/2017	8/29/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00041-7	2017-5340-L	CITDV	Citibank, N.A.	16,745.23	9/8/2017	8/29/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00041-3	2017-5336-L	CITDV	Citibank, N.A.	3,861.18	9/8/2017	8/28/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00041-4	2017-5337-L	CITDV	Citibank, N.A.	3,528.71	9/8/2017	8/27/2021	GA
Call Spread	Secure	100C	100C03607	2017-5342-L	WCHDV	Wells Fargo Bank, N. A.	382,491.20	9/11/2017	9/7/2018	GA
Digital	Trigger	10PT	10PT00826	2017-5362-L	CSBDV	Credit Suisse International	38,210.85	9/11/2017	9/8/2018	GA
Cliquet	MCI	100M	100M02290	2017-5361-L	GSIDV	Goldman Sachs International	70,976.69	9/11/2017	9/8/2018	GA
Asian	Spread 1	100S	100S03494	2017-5346-L	WCHDV	Wells Fargo Bank, N. A.	177,531.20	9/11/2017	9/8/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00042-1	2017-5344-L	CITDV	Citibank, N.A.	4,960.22	9/11/2017	9/7/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00042-4	2017-5348-L	CITDV	Citibank, N.A.	3,599.44	9/11/2017	9/7/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00042-5	2017-5349-L	CITDV	Citibank, N.A.	3,312.18	9/11/2017	9/7/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00042-6	2017-5350-L	CITDV	Citibank, N.A.	3,058.17	9/11/2017	9/7/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00042-2	2017-5345-L	CITDV	Citibank, N.A.	4,349.81	9/11/2017	9/6/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00042-3	2017-5347-L	CITDV	Citibank, N.A.	3,934.94	9/11/2017	9/4/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00020-2	2017-5354-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,969.18	9/11/2017	9/3/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00020-3	2017-5355-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,491.46	9/11/2017	9/3/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00020-4	2017-5356-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,307.62	9/11/2017	9/3/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00020-7	2017-5359-L	JPMDV	JPMORGAN CHASE BANK, N.A.	70,988.97	9/11/2017	9/3/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00020-1	2017-5352-L	JPMDV	JPMORGAN CHASE BANK, N.A.	18,171.56	9/11/2017	8/31/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00020-5	2017-5357-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,290.34	9/11/2017	9/2/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00020-6	2017-5358-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,382.77	9/11/2017	9/1/2023	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Call Spread	Secure	100C	100C03608	2017-5367-L	HSBDV	HSBC Bank USA, National Association	1,033,872.21	9/12/2017	9/9/2018	GA
Asian	Spread 1	100S	100S03495	2017-5369-L	HSBDV	HSBC Bank USA, National Association	178,618.55	9/12/2017	9/10/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01102	2017-3843-S	WCHDV	Wells Fargo Bank, N. A.	14,900.00	9/11/2017	9/7/2018	GA
Digital	Trigger	10PT	10PT00827	2017-5370-L	CSBDV	Credit Suisse International	121,807.82	9/12/2017	9/9/2018	GA
Cliquet	MCI	100M	100M02291	2017-5372-L	GSIDV	Goldman Sachs International	160,116.74	9/12/2017	9/10/2018	GA
Basket	Envoy Cap	10EC	10EC02210	2017-5365-L	CITDV	Citibank, N.A.	33,372.44	9/11/2017	9/6/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00042-7	2017-5351-L	CITDV	Citibank, N.A.	17,173.73	9/11/2017	9/6/2024	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00260	2017-5363-L	DBDV	Deutsche Bank AG	17,144.22	9/11/2017	9/8/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00261	2017-5371-L	DBDV	Deutsche Bank AG	17,321.70	9/12/2017	9/9/2018	GA
Digital	Trigger	10PT	10PT00828	2017-5391-L	GSIDV	Goldman Sachs International	29,902.47	9/13/2017	9/12/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00043-3	2017-5380-L	CITDV	Citibank, N.A.	5,208.88	9/13/2017	9/8/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00043-4	2017-5381-L	CITDV	Citibank, N.A.	4,759.73	9/13/2017	9/8/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00043-5	2017-5382-L	CITDV	Citibank, N.A.	4,375.49	9/13/2017	9/8/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00043-6	2017-5383-L	CITDV	Citibank, N.A.	4,034.62	9/13/2017	9/8/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00043-1	2017-5377-L	CITDV	Citibank, N.A.	6,607.50	9/13/2017	9/7/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00043-2	2017-5378-L	CITDV	Citibank, N.A.	5,773.66	9/13/2017	9/6/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00043-7	2017-5385-L	CITDV	Citibank, N.A.	22,627.24	9/13/2017	9/6/2024	GA
Call Spread	Secure	100C	100C03609	2017-5374-L	WCHDV	Wells Fargo Bank, N. A.	334,962.60	9/13/2017	9/13/2018	GA
Asian	Spread 1	100S	100S03496	2017-5379-L	WCHDV	Wells Fargo Bank, N. A.	23,085.00	9/13/2017	9/11/2018	GA
Cliquet	MCI	100M	100M02292	2017-5390-L	DBDV	Deutsche Bank AG	81,868.80	9/13/2017	9/12/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01103	2017-3844-S	BARDV	Barclays Bank, PLC	75,382.00	9/12/2017	9/7/2018	GA
Call Spread	Secure	100C	100C03611	2017-5412-L	WCHDV	Wells Fargo Bank, N. A.	379,627.65	9/15/2017	9/14/2018	GA
Asian	Spread 1	100S	100S03498	2017-5414-L	WCHDV	Wells Fargo Bank, N. A.	107,243.20	9/15/2017	9/14/2018	GA
Asian Call Spread	Regency	110R	110R01093	2017-5410-L	WCHDV	Wells Fargo Bank, N. A.	35,038.48	9/15/2017	9/6/2018	GA
Digital	Trigger	10PT	10PT00829	2017-5423-L	GSIDV	Goldman Sachs International	38,776.52	9/15/2017	9/12/2018	GA
Cliquet	MCI	100M	100M02294	2017-5422-L	DBDV	Deutsche Bank AG	91,674.80	9/15/2017	9/15/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00262	2017-5373-L	DBDV	Deutsche Bank AG	17,357.10	9/13/2017	9/13/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01105	2017-3848-S	GSIDV	Goldman Sachs International	15,000.00	9/14/2017	9/19/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Swaption	Interest Rate Benchmark	10RC	10RC01104	2017-3846-S	SGDV	Societe Generale	21,100.00	9/13/2017	9/10/2018	GA
Call Spread	Secure	100C	100C03610	2017-5394-L	BARDV	Barclays Bank, PLC	248,597.82	9/14/2017	9/14/2018	GA
Call	Secure Par	100P	100P00779	2017-5397-L	BARDV	Barclays Bank, PLC	51,781.84	9/14/2017	9/11/2018	GA
Asian	Spread 1	100S	100S03497	2017-5396-L	BARDV	Barclays Bank, PLC	7,817.48	9/14/2017	9/12/2018	GA
Cliquet	MCI	100M	100M02293	2017-5400-L	DBDV	Deutsche Bank AG	67,805.74	9/14/2017	9/17/2018	GA
Basket	Envoy Cap	10EC	10EC02211	2017-5398-L	BARDV	Barclays Bank, PLC	30,686.93	9/14/2017	9/11/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00021-3	2017-5417-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,825.54	9/15/2017	9/11/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00021-6	2017-5420-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,957.58	9/15/2017	9/11/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00021-7	2017-5421-L	JPMDV	JPMORGAN CHASE BANK, N.A.	68,205.82	9/15/2017	9/11/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00021-1	2017-5415-L	JPMDV	JPMORGAN CHASE BANK, N.A.	17,031.95	9/15/2017	9/11/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00021-2	2017-5416-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,153.19	9/15/2017	9/11/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00021-4	2017-5418-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,745.89	9/15/2017	9/10/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00021-5	2017-5419-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,803.12	9/15/2017	9/9/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00044-1	2017-5402-L	CITDV	Citibank, N.A.	4,266.47	9/15/2017	8/31/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00044-3	2017-5404-L	CITDV	Citibank, N.A.	3,366.99	9/15/2017	8/31/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00044-4	2017-5405-L	CITDV	Citibank, N.A.	3,076.53	9/15/2017	8/31/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00044-5	2017-5406-L	CITDV	Citibank, N.A.	2,827.89	9/15/2017	8/31/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00044-6	2017-5407-L	CITDV	Citibank, N.A.	2,608.04	9/15/2017	8/31/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00044-2	2017-5403-L	CITDV	Citibank, N.A.	3,730.72	9/15/2017	8/30/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00044-7	2017-5408-L	CITDV	Citibank, N.A.	14,601.43	9/15/2017	8/30/2024	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00263	2017-5401-L	DBDV	Deutsche Bank AG	19,880.16	9/15/2017	9/14/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01106	2017-3864-S	SGDV	Societe Generale	34,900.00	9/18/2017	9/14/2018	GA
Call Spread	Secure	100C	100C03612	2017-5427-L	NATDV	NATIXIS SA	403,154.57	9/18/2017	9/17/2018	GA
Asian	Spread 1	100S	100S03499	2017-5430-L	NATDV	NATIXIS SA	68,736.16	9/18/2017	9/13/2018	GA
Digital	Trigger	10PT	10PT00830	2017-5436-L	HSBDV	HSBC Bank USA, National Association	34,568.26	9/18/2017	9/13/2018	GA
Cliquet	MCI	100M	100M02295	2017-5432-L	UBSDV	UBS AG	63,124.40	9/18/2017	9/16/2018	GA
Basket	Envoy Cap	10EC	10EC02212	2017-5433-L	CITDV	Citibank, N.A.	40,241.04	9/18/2017	9/15/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00264	2017-5428-L	DBDV	Deutsche Bank AG	20,168.28	9/18/2017	9/15/2018	GA
Call Spread	Secure	100C	100C03613	2017-5441-L	SGDV	Societe Generale	1,037,787.12	9/19/2017	9/17/2018	GA
Asian	Spread 1	100S	100S03500	2017-5443-L	SGDV	Societe Generale	143,019.80	9/19/2017	9/17/2018	GA
Digital	Trigger	10PT	10PT00831	2017-5446-L	CSBDV	Credit Suisse International	105,091.52	9/19/2017	9/17/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Basket	Envoy Cap	10EC	10EC02213	2017-5444-L	CITDV	Citibank, N.A.	33,411.13	9/19/2017	9/17/2018	GA
Cliquet	MCI	100M	100M02296	2017-5447-L	DBDV	Deutsche Bank AG	191,481.31	9/19/2017	9/17/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00045-3	2017-5450-L	CITDV	Citibank, N.A.	3,777.44	9/19/2017	9/17/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00045-4	2017-5451-L	CITDV	Citibank, N.A.	3,450.54	9/19/2017	9/17/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00045-7	2017-5454-L	CITDV	Citibank, N.A.	16,416.70	9/19/2017	9/17/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00045-2	2017-5449-L	CITDV	Citibank, N.A.	4,184.63	9/19/2017	9/17/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00045-5	2017-5452-L	CITDV	Citibank, N.A.	3,170.98	9/19/2017	9/16/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00045-6	2017-5453-L	CITDV	Citibank, N.A.	2,923.59	9/19/2017	9/15/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00045-1	2017-5448-L	CITDV	Citibank, N.A.	4,783.81	9/19/2017	9/17/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01107	2017-3865-S	SGDV	Societe Generale	88,200.00	9/19/2017	9/14/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01108	2017-3866-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	28,200.00	9/20/2017	9/19/2018	GA
Call Spread	Secure	100C	100C03614	2017-5456-L	CITDV	Citibank, N.A.	394,844.94	9/20/2017	9/20/2018	GA
Asian	Spread 1	100S	100S03501	2017-5458-L	CITDV	Citibank, N.A.	26,165.36	9/20/2017	9/17/2018	GA
Digital	Trigger	10PT	10PT00832	2017-5461-L	GSIDV	Goldman Sachs International	35,146.40	9/20/2017	9/17/2018	GA
Cliquet	MCI	100M	100M02297	2017-5462-L	GSIDV	Goldman Sachs International	79,049.89	9/20/2017	9/17/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00265	2017-5455-L	DBDV	Deutsche Bank AG	42,034.14	9/20/2017	9/17/2018	GA
Digital	Trigger	10PT	10PT00833	2017-5467-L	HSBDV	HSBC Bank USA, National Association	22,562.42	9/21/2017	9/18/2018	GA
Call Spread	Secure	100C	100C03615	2017-5464-L	HSBDV	HSBC Bank USA, National Association	245,562.03	9/21/2017	9/18/2018	GA
Asian	Spread 1	100S	100S03502	2017-5466-L	HSBDV	HSBC Bank USA, National Association	8,221.77	9/21/2017	9/19/2018	GA
Cliquet	MCI	100M	100M02298	2017-5469-L	DBDV	Deutsche Bank AG	68,348.27	9/21/2017	9/16/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00046-1	2017-5468-L	CITDV	Citibank, N.A.	5,668.28	9/21/2017	9/13/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00046-2	2017-5470-L	CITDV	Citibank, N.A.	4,966.92	9/21/2017	9/13/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00046-4	2017-5472-L	CITDV	Citibank, N.A.	4,100.28	9/21/2017	9/13/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00046-5	2017-5473-L	CITDV	Citibank, N.A.	3,768.84	9/21/2017	9/13/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00046-6	2017-5474-L	CITDV	Citibank, N.A.	3,475.64	9/21/2017	9/13/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00046-7	2017-5475-L	CITDV	Citibank, N.A.	19,506.99	9/21/2017	9/13/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00046-3	2017-5471-L	CITDV	Citibank, N.A.	4,488.92	9/21/2017	9/11/2020	GA
Call Spread	Secure	100C	100C03616	2017-5479-L	HSBDV	HSBC Bank USA, National Association	421,899.62	9/22/2017	9/21/2018	GA
Asian	Spread 1	100S	100S03503	2017-5478-L	HSBDV	HSBC Bank USA, National Association	86,768.22	9/22/2017	9/20/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Swaption	Interest Rate Benchmark	10RC	10RC01109	2017-3878-S	GSIDV	Goldman Sachs International	48,000.00	9/22/2017	9/6/2018	GA
Digital	Trigger	10PT	10PT00834	2017-5490-L	CSBDV	Credit Suisse International	30,621.00	9/22/2017	9/21/2018	GA
Basket	Envoy Cap	10EC	10EC02214	2017-5488-L	BARDV	Barclays Bank, PLC	23,058.34	9/22/2017	9/12/2018	GA
Cliquet	MCI	100M	100M02299	2017-5491-L	MSIDV	Morgan Stanley & Co International, PLC	66,400.29	9/22/2017	9/21/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00047-1	2017-5482-L	CITDV	Citibank, N.A.	4,768.15	9/22/2017	9/21/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00047-3	2017-5484-L	CITDV	Citibank, N.A.	3,815.04	9/22/2017	9/21/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00047-4	2017-5485-L	CITDV	Citibank, N.A.	3,493.86	9/22/2017	9/21/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00047-5	2017-5481-L	CITDV	Citibank, N.A.	3,216.33	9/22/2017	9/21/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00047-6	2017-5486-L	CITDV	Citibank, N.A.	2,969.29	9/22/2017	9/21/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00047-2	2017-5483-L	CITDV	Citibank, N.A.	4,210.22	9/22/2017	9/20/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00047-7	2017-5487-L	CITDV	Citibank, N.A.	16,683.51	9/22/2017	9/20/2024	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00266	2017-5477-L	DBDV	Deutsche Bank AG	25,663.66	9/22/2017	9/21/2018	GA
Digital	Trigger	10PT	10PT00835	2017-5505-L	HSBDV	HSBC Bank USA, National Association	25,362.96	9/25/2017	9/24/2018	GA
Call Spread	Secure	100C	100C03617	2017-5500-L	GSIDV	Goldman Sachs International	352,684.80	9/25/2017	9/21/2018	GA
Asian	Spread 1	100S	100S03504	2017-5504-L	GSIDV	Goldman Sachs International	42,554.64	9/25/2017	9/19/2018	GA
Cliquet	MCI	100M	100M02300	2017-5506-L	UBSDV	UBS AG	59,367.02	9/25/2017	9/16/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00048-1	2017-5495-L	CITDV	Citibank, N.A.	4,420.61	9/25/2017	9/21/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00048-3	2017-5497-L	CITDV	Citibank, N.A.	3,549.30	9/25/2017	9/21/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00048-4	2017-5498-L	CITDV	Citibank, N.A.	3,254.39	9/25/2017	9/21/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00048-5	2017-5499-L	CITDV	Citibank, N.A.	2,998.77	9/25/2017	9/21/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00048-6	2017-5501-L	CITDV	Citibank, N.A.	2,770.54	9/25/2017	9/21/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00048-2	2017-5496-L	CITDV	Citibank, N.A.	3,911.56	9/25/2017	9/20/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00048-7	2017-5502-L	CITDV	Citibank, N.A.	15,562.33	9/25/2017	9/20/2024	GA
Call Spread	Secure	100C	100C03618	2017-5517-L	GSIDV	Goldman Sachs International	930,100.00	9/26/2017	9/21/2018	GA
Call	Secure Par	100P	100P00780	2017-5516-L	GSIDV	Goldman Sachs International	47,231.64	9/26/2017	9/17/2018	GA
Asian	Spread 1	100S	100S03505	2017-5513-L	GSIDV	Goldman Sachs International	169,174.35	9/26/2017	9/24/2018	GA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00027C	2017-5519-L	GSIDV	Goldman Sachs International	39,363.30	9/26/2017	9/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00027P	2017-5522-L	GSIDV	Goldman Sachs International	(41,968.00)	9/26/2017	9/24/2018	SA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00019C	2017-5525-L	GSIDV	Goldman Sachs International	23,116.08	9/26/2017	9/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00019P	2017-5531-L	GSIDV	Goldman Sachs International	(23,450.68)	9/26/2017	9/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Nasdaq 100	11CN	11CN00013C	2017-5521-L	GSIDV	Goldman Sachs International	24,844.95	9/26/2017	9/12/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Nasdaq 100	11CN	11CN00013P	2017-5527-L	GSIDV	Goldman Sachs International	(27,250.67)	9/26/2017	9/12/2018	SA
Basket	Envoy Cap	10EC	10EC02215	2017-5534-L	NATDV	NATIXIS SA	58,587.35	9/26/2017	9/24/2018	GA
Digital	Trigger	10PT	10PT00836	2017-5535-L	NATDV	NATIXIS SA	92,198.56	9/26/2017	9/24/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00022-1	2017-5508-L	JPMDV	JPMORGAN CHASE BANK, N.A.	17,049.91	9/26/2017	9/18/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00022-2	2017-5509-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,143.25	9/26/2017	9/18/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00022-3	2017-5510-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,797.15	9/26/2017	9/18/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00022-6	2017-5514-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,918.74	9/26/2017	9/18/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00022-7	2017-5515-L	JPMDV	JPMORGAN CHASE BANK, N.A.	67,290.78	9/26/2017	9/18/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00022-4	2017-5511-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,697.25	9/26/2017	9/17/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00022-5	2017-5512-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,740.55	9/26/2017	9/16/2022	GA
Swaption	Interest Rate Benchmark	10RC	10RC01111	2017-3901-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	31,900.00	9/27/2017	9/28/2018	GA
Digital	Trigger	10PT	10PT00837	2017-5543-L	HSBDV	HSBC Bank USA, National Association	68,433.58	9/27/2017	9/27/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00049-1	2017-5544-L	CITDV	Citibank, N.A.	9,089.56	9/27/2017	9/25/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00049-2	2017-5545-L	CITDV	Citibank, N.A.	8,012.99	9/27/2017	9/25/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00049-3	2017-5546-L	CITDV	Citibank, N.A.	7,258.57	9/27/2017	9/25/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00049-6	2017-5550-L	CITDV	Citibank, N.A.	5,642.78	9/27/2017	9/25/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00049-4	2017-5548-L	CITDV	Citibank, N.A.	6,646.28	9/27/2017	9/24/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00049-5	2017-5549-L	CITDV	Citibank, N.A.	6,117.38	9/27/2017	9/23/2022	GA
Call Spread	Secure	100C	100C03619	2017-5539-L	HSBDV	HSBC Bank USA, National Association	301,741.20	9/27/2017	9/28/2018	GA
Asian	Spread 1	100S	100S03506	2017-5541-L	HSBDV	HSBC Bank USA, National Association	20,932.20	9/27/2017	9/25/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Basket	Envoy Cap	10EC	10EC02216	2017-5554-L	BARDV	Barclays Bank, PLC	29,409.51	9/27/2017	9/26/2018	GA
Cliquet	MCI	100M	100M02302	2017-5542-L	DBDV	Deutsche Bank AG	68,070.23	9/27/2017	9/28/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00268	2017-5538-L	DBDV	Deutsche Bank AG	45,838.46	9/27/2017	9/25/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00267	2017-5492-L	DBDV	Deutsche Bank AG	18,057.60	9/25/2017	9/17/2018	GA
Call Spread	Secure	100C	100C03620	2017-5556-L	WCHDV	Wells Fargo Bank, N. A.	272,488.16	9/28/2017	9/27/2018	GA
Cliquet	MCI	100M	100M02303	2017-5564-L	DBDV	Deutsche Bank AG	75,236.03	9/28/2017	9/27/2018	GA
Call Spread	Secure	100C	100C03621	2017-5567-L	CITDV	Citibank, N.A.	529,364.55	9/29/2017	9/26/2018	GA
Asian	Spread 1	100S	100S03508	2017-5569-L	CITDV	Citibank, N.A.	127,319.59	9/29/2017	9/27/2018	GA
Asian	Spread 1	100S	100S03507	2017-5559-L	WCHDV	Wells Fargo Bank, N. A.	34,008.48	9/28/2017	9/27/2018	GA
Cliquet	MCI	100M	100M02301	2017-5537-L	UBSDV	UBS AG	154,128.83	9/26/2017	9/24/2018	GA
Cliquet	MCI	100M	100M02304	2017-5580-L	GSIDV	Goldman Sachs International	62,426.08	9/29/2017	9/28/2018	GA
Basket	Envoy Cap	10EC	10EC02217	2017-5577-L	NATDV	NATIXIS SA	40,950.35	9/29/2017	9/28/2018	GA
Digital	Trigger	10PT	10PT00838	2017-5578-L	SGDV	Societe Generale	64,328.05	9/29/2017	9/28/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01110	2017-3899-S	SGDV	Societe Generale	103,100.00	9/26/2017	9/28/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01112	2017-3902-S	BNPDV	BNP Paribas	20,200.00	9/28/2017	9/28/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01113	2017-3905-S	WCHDV	Wells Fargo Bank, N. A.	34,000.00	9/29/2017	9/28/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00269	2017-5557-L	DBDV	Deutsche Bank AG	21,458.52	9/28/2017	9/27/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00049-7	2017-5551-L	CITDV	Citibank, N.A.	31,694.07	9/27/2017	9/25/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00050-2	2017-5571-L	CITDV	Citibank, N.A.	4,576.59	9/29/2017	9/23/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00050-3	2017-5572-L	CITDV	Citibank, N.A.	4,117.50	9/29/2017	9/23/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00050-4	2017-5573-L	CITDV	Citibank, N.A.	3,752.92	9/29/2017	9/23/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00050-5	2017-5574-L	CITDV	Citibank, N.A.	3,442.39	9/29/2017	9/23/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00050-7	2017-5576-L	CITDV	Citibank, N.A.	17,794.38	9/29/2017	9/23/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00050-1	2017-5570-L	CITDV	Citibank, N.A.	5,267.49	9/29/2017	9/21/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00050-6	2017-5575-L	CITDV	Citibank, N.A.	3,169.62	9/29/2017	9/22/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00023-1	2017-5581-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,446.58	9/29/2017	9/25/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00023-2	2017-5582-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,909.74	9/29/2017	9/25/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00023-3	2017-5583-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,789.56	9/29/2017	9/25/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00023-6	2017-5586-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,345.86	9/29/2017	9/25/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00023-7	2017-5587-L	JPMDV	JPMORGAN CHASE BANK, N.A.	57,311.87	9/29/2017	9/25/2024	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00023-4	2017-5584-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,860.44	9/29/2017	9/24/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00023-5	2017-5585-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,045.05	9/29/2017	9/23/2022	GA
Digital	Trigger	10PT	10PT00839	2017-5588-L	SGDV	Societe Generale	24,764.36	10/2/2017	9/28/2018	GA
Call Spread	Secure	100C	100C03622	2017-5597-L	CITDV	Citibank, N.A.	346,660.86	10/2/2017	9/28/2018	GA
Asian	Spread 1	100S	100S03509	2017-5591-L	CITDV	Citibank, N.A.	88,203.71	10/2/2017	9/27/2018	GA
Asian	Market Smart 5	500K	500K00013	2017-5596-L	CITDV	Citibank, N.A.	2,252.85	10/2/2017	6/1/2020	GA
Asian	Choice 7	7200	720000061	2017-5590-L	CITDV	Citibank, N.A.	145,711.92	10/2/2017	3/9/2019	GA
Asian Call Spread	Regency	110R	110R01094	2017-5592-L	CITDV	Citibank, N.A.	33,595.75	10/2/2017	9/22/2018	GA
Cliquet	MCI	100M	100M02305	2017-5589-L	DBDV	Deutsche Bank AG	37,106.64	10/2/2017	10/1/2018	GA
Call Spread	Secure	100C	100C03623	2017-5611-L	WCHDV	Wells Fargo Bank, N. A.	1,005,869.20	10/3/2017	10/1/2018	GA
Asian	Spread 1	100S	100S03510	2017-5613-L	WCHDV	Wells Fargo Bank, N. A.	109,665.34	10/3/2017	10/1/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01114	2017-3921-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	113,800.00	10/3/2017	9/28/2018	GA
Cliquet	MCI	100M	100M02306	2017-5609-L	GSIDV	Goldman Sachs International	166,628.42	10/3/2017	9/26/2018	GA
Basket	Envoy Cap	10EC	10EC02218	2017-5614-L	CITDV	Citibank, N.A.	32,326.41	10/3/2017	10/1/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00051-1	2017-5600-L	CITDV	Citibank, N.A.	9,051.06	10/3/2017	9/26/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00051-2	2017-5601-L	CITDV	Citibank, N.A.	7,715.37	10/3/2017	9/26/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00051-5	2017-5604-L	CITDV	Citibank, N.A.	5,547.92	10/3/2017	9/26/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00051-6	2017-5605-L	CITDV	Citibank, N.A.	5,036.70	10/3/2017	9/26/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00051-7	2017-5606-L	CITDV	Citibank, N.A.	27,893.20	10/3/2017	9/26/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00051-3	2017-5602-L	CITDV	Citibank, N.A.	6,832.52	10/3/2017	9/25/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00051-4	2017-5603-L	CITDV	Citibank, N.A.	6,137.09	10/3/2017	9/24/2021	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00270	2017-5599-L	DBDV	Deutsche Bank AG	51,724.80	10/3/2017	9/12/2018	GA
Call Spread	Secure	100C	100C03624	2017-5618-L	CITDV	Citibank, N.A.	269,299.00	10/4/2017	10/5/2018	GA
Asian	Spread 1	100S	100S03511	2017-5621-L	CITDV	Citibank, N.A.	33,484.68	10/4/2017	10/2/2018	GA
Cliquet	MCI	100M	100M02307	2017-5620-L	UBSDV	UBS AG	81,123.03	10/4/2017	9/28/2018	GA
Call Spread	Secure	100C	100C03625	2017-5622-L	WCHDV	Wells Fargo Bank, N. A.	201,739.20	10/5/2017	10/4/2018	GA
Asian	Spread 1	100S	100S03512	2017-5624-L	WCHDV	Wells Fargo Bank, N. A.	18,339.20	10/5/2017	10/1/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00271	2017-5617-L	DBDV	Deutsche Bank AG	45,605.40	10/4/2017	10/3/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01115	2017-3931-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	29,400.00	10/4/2017	9/28/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00052-1	2017-5626-L	CITDV	Citibank, N.A.	6,006.89	10/5/2017	10/2/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00052-2	2017-5627-L	CITDV	Citibank, N.A.	5,125.84	10/5/2017	10/2/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00052-3	2017-5628-L	CITDV	Citibank, N.A.	4,538.09	10/5/2017	10/2/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00052-6	2017-5633-L	CITDV	Citibank, N.A.	3,345.80	10/5/2017	10/2/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00052-7	2017-5634-L	CITDV	Citibank, N.A.	18,550.46	10/5/2017	10/2/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00052-4	2017-5630-L	CITDV	Citibank, N.A.	4,075.83	10/5/2017	10/1/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00052-5	2017-5632-L	CITDV	Citibank, N.A.	3,686.34	10/5/2017	9/30/2022	GA
Digital	Trigger	10PT	10PT00840	2017-5610-L	SGDV	Societe Generale	94,359.90	10/3/2017	10/1/2018	GA
Digital	Trigger	10PT	10PT00841	2017-5625-L	NATDV	NATIXIS SA	48,892.06	10/5/2017	10/4/2018	GA
Cliquet	MCI	100M	100M02308	2017-5629-L	GSIDV	Goldman Sachs International	39,283.88	10/5/2017	10/2/2018	GA
Call Spread	Secure	100C	100C03626	2017-5636-L	WCHDV	Wells Fargo Bank, N. A.	390,374.32	10/6/2017	10/5/2018	GA
Asian	Spread 1	100S	100S03513	2017-5638-L	WCHDV	Wells Fargo Bank, N. A.	95,589.44	10/6/2017	10/3/2018	GA
Digital	Trigger	10PT	10PT00842	2017-5640-L	GSIDV	Goldman Sachs International	31,213.93	10/6/2017	10/2/2018	GA
Cliquet	MCI	100M	100M02309	2017-5639-L	DBDV	Deutsche Bank AG	79,229.12	10/6/2017	10/7/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01116	2017-3938-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	22,400.00	10/5/2017	10/3/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00272	2017-5635-L	DBDV	Deutsche Bank AG	19,830.30	10/6/2017	10/2/2018	GA
Call Spread	Secure	100C	100C03627	2017-5646-L	WCHDV	Wells Fargo Bank, N. A.	336,023.38	10/9/2017	10/5/2018	GA
Asian	Spread 1	100S	100S03514	2017-5652-L	WCHDV	Wells Fargo Bank, N. A.	26,480.30	10/9/2017	10/7/2018	GA
Call	Secure Par	100P	100P00781	2017-5651-L	WCHDV	Wells Fargo Bank, N. A.	55,381.75	10/9/2017	9/21/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00053-1	2017-5642-L	CITDV	Citibank, N.A.	5,980.33	10/9/2017	10/4/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00053-2	2017-5643-L	CITDV	Citibank, N.A.	5,144.41	10/9/2017	10/4/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00053-4	2017-5645-L	CITDV	Citibank, N.A.	4,116.18	10/9/2017	10/4/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00053-5	2017-5647-L	CITDV	Citibank, N.A.	3,727.47	10/9/2017	10/4/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00053-6	2017-5648-L	CITDV	Citibank, N.A.	3,390.41	10/9/2017	10/4/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00053-7	2017-5650-L	CITDV	Citibank, N.A.	18,795.08	10/9/2017	10/4/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00053-3	2017-5644-L	CITDV	Citibank, N.A.	4,575.07	10/9/2017	10/2/2020	GA
Digital	Trigger	10PT	10PT00843	2017-5653-L	SGDV	Societe Generale	21,877.27	10/9/2017	10/5/2018	GA
Cliquet	MCI	100M	100M02310	2017-5654-L	UBSDV	UBS AG	92,582.86	10/9/2017	10/6/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00273	2017-5641-L	DBDV	Deutsche Bank AG	17,856.93	10/9/2017	10/5/2018	GA
Call Spread	Secure	100C	100C03628	2017-5688-L	WCHDV	Wells Fargo Bank, N. A.	886,181.03	10/10/2017	10/8/2018	GA
Asian	Spread 1	100S	100S03515	2017-5690-L	WCHDV	Wells Fargo Bank, N. A.	73,428.78	10/10/2017	10/10/2018	GA
Digital	Trigger	10PT	10PT00844	2017-5696-L	NATDV	NATIXIS SA	127,383.67	10/10/2017	10/8/2018	GA
Cliquet	MCI	100M	100M02311	2017-5695-L	DBDV	Deutsche Bank AG	176,976.34	10/10/2017	10/8/2018	GA
Basket	Envoy Cap	10EC	10EC02220	2017-5697-L	GSIDV	Goldman Sachs International	42,180.06	10/10/2017	10/8/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00024-1	2017-5699-L	JPMDV	JPMORGAN CHASE BANK, N.A.	16,753.44	10/10/2017	10/2/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00024-2	2017-5700-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,629.60	10/10/2017	10/2/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00024-3	2017-5701-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,135.42	10/10/2017	10/2/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00024-6	2017-5704-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,909.77	10/10/2017	10/2/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00024-7	2017-5705-L	JPMDV	JPMORGAN CHASE BANK, N.A.	60,445.35	10/10/2017	10/2/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00024-4	2017-5702-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,892.44	10/10/2017	10/1/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00024-5	2017-5703-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,840.93	10/10/2017	9/30/2022	GA
Call Spread	Secure	100C	100C03629	2017-5708-L	SGDV	Societe Generale	387,034.75	10/11/2017	10/9/2018	GA
Asian	Spread 1	100S	100S03516	2017-5712-L	SGDV	Societe Generale	43,371.27	10/11/2017	10/9/2018	GA
Asian Call Spread	Regency	110R	110R01095	2017-5714-L	SGDV	Societe Generale	32,335.66	10/11/2017	10/6/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01117	2017-3959-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	129,500.00	10/10/2017	10/5/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01118	2017-3961-S	WCHDV	Wells Fargo Bank, N. A.	52,000.00	10/11/2017	10/10/2018	GA
Digital	Trigger	10PT	10PT00845	2017-5719-L	GSIDV	Goldman Sachs International	30,304.76	10/11/2017	10/10/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00054-1	2017-5707-L	CITDV	Citibank, N.A.	7,726.69	10/11/2017	10/9/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00054-2	2017-5709-L	CITDV	Citibank, N.A.	6,657.46	10/11/2017	10/9/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00054-3	2017-5711-L	CITDV	Citibank, N.A.	5,923.69	10/11/2017	10/9/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00054-6	2017-5717-L	CITDV	Citibank, N.A.	4,401.72	10/11/2017	10/9/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00054-7	2017-5718-L	CITDV	Citibank, N.A.	24,435.99	10/11/2017	10/9/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00054-4	2017-5713-L	CITDV	Citibank, N.A.	5,338.36	10/11/2017	10/8/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00054-5	2017-5715-L	CITDV	Citibank, N.A.	4,840.73	10/11/2017	10/7/2022	GA
Cliquet	MCI	100M	100M02312	2017-5720-L	CSBDV	Credit Suisse International	77,409.98	10/11/2017	10/7/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00275	2017-5706-L	DBDV	Deutsche Bank AG	29,277.24	10/11/2017	10/10/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00274	2017-5657-L	DBDV	Deutsche Bank AG	19,572.84	10/10/2017	10/8/2018	GA
Call Spread	Secure	100C	100C03630	2017-5721-L	NATDV	NATIXIS SA	234,675.00	10/12/2017	10/11/2018	GA
Asian	Spread 1	100S	100S03517	2017-5723-L	NATDV	NATIXIS SA	21,861.27	10/12/2017	10/11/2018	GA
Digital	Trigger	10PT	10PT00846	2017-5724-L	GSIDV	Goldman Sachs International	22,334.11	10/12/2017	10/9/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00055-1	2017-5725-L	CITDV	Citibank, N.A.	6,174.51	10/12/2017	10/8/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00055-2	2017-5726-L	CITDV	Citibank, N.A.	5,304.79	10/12/2017	10/8/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00055-3	2017-5727-L	CITDV	Citibank, N.A.	4,714.42	10/12/2017	10/8/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00055-4	2017-5728-L	CITDV	Citibank, N.A.	4,243.93	10/12/2017	10/8/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00055-7	2017-5731-L	CITDV	Citibank, N.A.	19,411.02	10/12/2017	10/8/2024	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00055-5	2017-5729-L	CITDV	Citibank, N.A.	3,846.11	10/12/2017	10/7/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00055-6	2017-5730-L	CITDV	Citibank, N.A.	3,497.50	10/12/2017	10/6/2023	GA
Cliquet	MCI	100M	100M02313	2017-5732-L	UBSDV	UBS AG	52,822.82	10/12/2017	10/10/2018	GA
Call Spread	Secure	100C	100C03631	2017-5741-L	GSIDV	Goldman Sachs International	295,893.85	10/13/2017	10/12/2018	GA
Asian	Spread 1	100S	100S03518	2017-5744-L	GSIDV	Goldman Sachs International	23,651.57	10/13/2017	10/12/2018	GA
Basket	Envoy Cap	10EC	10EC02219	2017-5655-L	CITDV	Citibank, N.A.	24,359.97	10/9/2017	10/5/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00025-1	2017-5735-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,985.93	10/13/2017	10/9/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00025-2	2017-5736-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,880.63	10/13/2017	10/9/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00025-3	2017-5737-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,430.14	10/13/2017	10/9/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00025-6	2017-5740-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,358.85	10/13/2017	10/9/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00025-7	2017-5742-L	JPMDV	JPMORGAN CHASE BANK, N.A.	57,452.13	10/13/2017	10/9/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00025-4	2017-5738-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,240.98	10/13/2017	10/8/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00025-5	2017-5739-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,242.37	10/13/2017	10/7/2022	GA
Digital	Trigger	10PT	10PT00847	2017-5745-L	SGDV	Societe Generale	20,212.68	10/13/2017	10/12/2018	GA
Cliquet	MCI	100M	100M02314	2017-5755-L	DBDV	Deutsche Bank AG	64,490.29	10/13/2017	10/11/2018	GA
Basket	Envoy Cap	10EC	10EC02221	2017-5747-L	BARDV	Barclays Bank, PLC	19,859.44	10/13/2017	10/11/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00056-3	2017-5749-L	CITDV	Citibank, N.A.	3,891.72	10/13/2017	10/6/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00056-4	2017-5751-L	CITDV	Citibank, N.A.	3,494.91	10/13/2017	10/6/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00056-5	2017-5752-L	CITDV	Citibank, N.A.	3,162.38	10/13/2017	10/6/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00056-6	2017-5753-L	CITDV	Citibank, N.A.	2,872.44	10/13/2017	10/6/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00056-1	2017-5746-L	CITDV	Citibank, N.A.	5,170.80	10/13/2017	10/5/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00056-2	2017-5748-L	CITDV	Citibank, N.A.	4,401.37	10/13/2017	10/4/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00056-7	2017-5754-L	CITDV	Citibank, N.A.	15,922.63	10/13/2017	10/4/2024	GA
Swaption	Interest Rate Benchmark	10RC	10RC01119	2017-3968-S	GSIDV	Goldman Sachs International	42,000.00	10/13/2017	10/11/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00276	2017-5734-L	DBDV	Deutsche Bank AG	19,498.44	10/13/2017	10/10/2018	GA
Call Spread	Secure	100C	100C03632	2017-5756-L	GSIDV	Goldman Sachs International	313,623.68	10/16/2017	10/12/2018	GA
Asian	Spread 1	100S	100S03519	2017-5758-L	GSIDV	Goldman Sachs International	50,277.48	10/16/2017	10/12/2018	GA
Cliquet	MCI	100M	100M02315	2017-5759-L	UBSDV	UBS AG	57,104.08	10/16/2017	10/10/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00057-1	2017-5760-L	CITDV	Citibank, N.A.	6,481.99	10/16/2017	10/9/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00057-2	2017-5761-L	CITDV	Citibank, N.A.	5,554.49	10/16/2017	10/9/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00057-3	2017-5762-L	CITDV	Citibank, N.A.	4,929.31	10/16/2017	10/9/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00057-6	2017-5765-L	CITDV	Citibank, N.A.	3,653.45	10/16/2017	10/9/2023	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00057-7	2017-5766-L	CITDV	Citibank, N.A.	20,262.16	10/16/2017	10/9/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00057-4	2017-5763-L	CITDV	Citibank, N.A.	4,435.99	10/16/2017	10/8/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00057-5	2017-5764-L	CITDV	Citibank, N.A.	4,019.00	10/16/2017	10/7/2022	GA
Call Spread	Secure	100C	100C03633	2017-5789-L	HSBDV	HSBC Bank USA, National Association	908,271.84	10/17/2017	10/15/2018	GA
Asian	Spread 1	100S	100S03520	2017-5792-L	HSBDV	HSBC Bank USA, National Association	90,814.11	10/17/2017	10/15/2018	GA
Digital	Trigger	10PT	10PT00848	2017-5849-L	SGDV	Societe Generale	133,097.54	10/17/2017	10/15/2018	GA
Basket	Envoy Cap	10EC	10EC02222	2017-5876-L	BARDV	Barclays Bank, PLC	49,116.84	10/17/2017	10/14/2018	GA
Cliquet	MCI	100M	100M02316	2017-5879-L	DBDV	Deutsche Bank AG	164,869.89	10/17/2017	10/16/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00277	2017-5781-L	DBDV	Deutsche Bank AG	70,085.08	10/17/2017	10/14/2018	GA
Call Spread	Secure	100C	100C03634	2017-5893-L	HSBDV	HSBC Bank USA, National Association	329,190.40	10/18/2017	10/17/2018	GA
Asian	Spread 1	100S	100S03521	2017-5895-L	HSBDV	HSBC Bank USA, National Association	27,347.58	10/18/2017	10/16/2018	GA
Digital	Trigger	10PT	10PT00849	2017-5897-L	SGDV	Societe Generale	25,731.15	10/18/2017	10/17/2018	GA
Cliquet	MCI	100M	100M02317	2017-5905-L	DBDV	Deutsche Bank AG	79,138.36	10/18/2017	10/15/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00058-3	2017-5900-L	CITDV	Citibank, N.A.	4,615.03	10/18/2017	10/13/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00058-4	2017-5901-L	CITDV	Citibank, N.A.	4,157.75	10/18/2017	10/13/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00058-6	2017-5903-L	CITDV	Citibank, N.A.	3,428.80	10/18/2017	10/13/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00058-1	2017-5898-L	CITDV	Citibank, N.A.	6,017.39	10/18/2017	10/12/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00058-2	2017-5899-L	CITDV	Citibank, N.A.	5,189.05	10/18/2017	10/11/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00058-7	2017-5904-L	CITDV	Citibank, N.A.	19,008.49	10/18/2017	10/11/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00058-5	2017-5902-L	CITDV	Citibank, N.A.	3,769.54	10/18/2017	10/13/2022	GA
Swaption	Interest Rate Benchmark	10RC	10RC01120	2017-3990-S	NATDV	NATIXIS SA	133,650.00	10/17/2017	10/12/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01121	2017-3991-S	WCHDV	Wells Fargo Bank, N. A.	38,900.00	10/18/2017	10/15/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00278	2017-5896-L	DBDV	Deutsche Bank AG	26,120.00	10/18/2017	10/17/2018	GA
Call Spread	Secure	100C	100C03635	2017-5906-L	WCHDV	Wells Fargo Bank, N. A.	294,744.03	10/19/2017	10/17/2018	GA
Call	Secure Par	100P	100P00782	2017-5908-L	WCHDV	Wells Fargo Bank, N. A.	56,728.22	10/19/2017	10/12/2018	GA
Asian	Spread 1	100S	100S03522	2017-5909-L	WCHDV	Wells Fargo Bank, N. A.	4,848.40	10/19/2017	10/18/2018	GA
Digital	Trigger	10PT	10PT00850	2017-5917-L	SGDV	Societe Generale	42,785.68	10/19/2017	10/18/2018	GA
Cliquet	MCI	100M	100M02318	2017-5918-L	MSIDV	Morgan Stanley & Co International, PLC	73,674.89	10/19/2017	10/17/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00059-2	2017-5911-L	CITDV	Citibank, N.A.	6,770.23	10/19/2017	10/14/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00059-3	2017-5912-L	CITDV	Citibank, N.A.	6,026.30	10/19/2017	10/14/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00059-5	2017-5914-L	CITDV	Citibank, N.A.	4,922.63	10/19/2017	10/14/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00059-7	2017-5916-L	CITDV	Citibank, N.A.	24,862.84	10/19/2017	10/14/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00059-1	2017-5910-L	CITDV	Citibank, N.A.	7,854.54	10/19/2017	10/12/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00059-6	2017-5915-L	CITDV	Citibank, N.A.	4,479.38	10/19/2017	10/13/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00059-4	2017-5913-L	CITDV	Citibank, N.A.	5,429.49	10/19/2017	10/14/2021	GA
Call Spread	Secure	100C	100C03636	2017-5920-L	BOADV	Bank of America, N.A.	471,576.60	10/20/2017	10/19/2018	GA
Asian	Spread 1	100S	100S03523	2017-5922-L	BOADV	Bank of America, N.A.	59,693.97	10/20/2017	10/20/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01123	2017-3993-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	23,000.00	10/20/2017	10/19/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01122	2017-3992-S	GSIDV	Goldman Sachs International	26,500.00	10/19/2017	10/18/2018	GA
Cliquet	MCI	100M	100M02319	2017-5923-L	DBDV	Deutsche Bank AG	76,832.42	10/20/2017	10/19/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00279	2017-5919-L	DBDV	Deutsche Bank AG	29,149.95	10/20/2017	10/15/2018	GA
Digital	Trigger	10PT	10PT00851	2017-5944-L	NATDV	NATIXIS SA	43,802.45	10/23/2017	10/19/2018	GA
Call Spread	Secure	100C	100C03637	2017-5927-L	BARDV	Barclays Bank, PLC	449,574.71	10/23/2017	10/19/2018	GA
Asian	Spread 1	100S	100S03524	2017-5929-L	BARDV	Barclays Bank, PLC	73,774.92	10/23/2017	10/19/2018	GA
Cliquet	MCI	100M	100M02320	2017-5945-L	DBDV	Deutsche Bank AG	83,866.35	10/23/2017	10/20/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00026-1	2017-5930-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,579.16	10/23/2017	10/12/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00026-3	2017-5934-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,131.34	10/23/2017	10/12/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00026-4	2017-5937-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,989.70	10/23/2017	10/12/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00026-5	2017-5938-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,009.03	10/23/2017	10/12/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00026-6	2017-5940-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,131.21	10/23/2017	10/12/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00026-2	2017-5931-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,563.82	10/23/2017	10/11/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00026-7	2017-5942-L	JPMDV	JPMORGAN CHASE BANK, N.A.	56,261.13	10/23/2017	10/11/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00060-1	2017-5932-L	CITDV	Citibank, N.A.	4,937.70	10/23/2017	10/17/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00060-2	2017-5933-L	CITDV	Citibank, N.A.	4,231.25	10/23/2017	10/17/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00060-5	2017-5939-L	CITDV	Citibank, N.A.	3,053.11	10/23/2017	10/17/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00060-6	2017-5941-L	CITDV	Citibank, N.A.	2,773.42	10/23/2017	10/17/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00060-7	2017-5943-L	CITDV	Citibank, N.A.	15,373.95	10/23/2017	10/17/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00060-3	2017-5935-L	CITDV	Citibank, N.A.	3,753.93	10/23/2017	10/16/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00060-4	2017-5936-L	CITDV	Citibank, N.A.	3,375.15	10/23/2017	10/15/2021	GA
Basket	Envoy Cap	10EC	10EC02223	2017-5924-L	NATDV	NATIXIS SA	20,047.44	10/20/2017	10/18/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Call Spread	Secure	100C	100C03638	2017-5948-L	HSBDV	HSBC Bank USA, National Association	1,078,712.28	10/24/2017	10/22/2018	GA
Asian	Spread 1	100S	100S03525	2017-5952-L	HSBDV	HSBC Bank USA, National Association	57,220.64	10/24/2017	10/21/2018	GA
Digital	Trigger	10PT	10PT00852	2017-5953-L	GSIDV	Goldman Sachs International	73,721.28	10/24/2017	10/22/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01124	2017-4012-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	101,600.00	10/24/2017	10/19/2018	GA
Cliquet	MCI	100M	100M02321	2017-5971-L	GSIDV	Goldman Sachs International	214,112.05	10/24/2017	10/21/2018	GA
Basket	Envoy Cap	10EC	10EC02224	2017-5960-L	NATDV	NATIXIS SA	58,784.97	10/24/2017	10/21/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00061-1	2017-5961-L	CITDV	Citibank, N.A.	9,539.10	10/24/2017	10/17/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00061-2	2017-5962-L	CITDV	Citibank, N.A.	8,215.07	10/24/2017	10/17/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00061-5	2017-5966-L	CITDV	Citibank, N.A.	5,953.53	10/24/2017	10/17/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00061-6	2017-5967-L	CITDV	Citibank, N.A.	5,410.05	10/24/2017	10/17/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00061-7	2017-5968-L	CITDV	Citibank, N.A.	30,007.60	10/24/2017	10/17/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00061-3	2017-5964-L	CITDV	Citibank, N.A.	7,305.51	10/24/2017	10/16/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00061-4	2017-5965-L	CITDV	Citibank, N.A.	6,576.24	10/24/2017	10/15/2021	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00281	2017-5947-L	DBDV	Deutsche Bank AG	42,394.67	10/24/2017	10/21/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00280	2017-5926-L	DBDV	Deutsche Bank AG	45,072.30	10/23/2017	10/20/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01125	2017-4013-S	SGDV	Societe Generale	55,300.00	10/25/2017	10/24/2018	GA
Call Spread	Secure	100C	100C03639	2017-5973-L	SGDV	Societe Generale	272,636.00	10/25/2017	10/25/2018	GA
Asian	Spread 1	100S	100S03526	2017-5976-L	SGDV	Societe Generale	29,291.47	10/25/2017	10/23/2018	GA
Asian Call Spread	Regency	110R	110R01096	2017-5977-L	SGDV	Societe Generale	25,264.82	10/25/2017	10/17/2018	GA
Cliquet	MCI	100M	100M02322	2017-5986-L	UBSDV	UBS AG	78,304.59	10/25/2017	10/24/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00062-1	2017-5978-L	CITDV	Citibank, N.A.	4,824.62	10/25/2017	10/23/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00062-2	2017-5980-L	CITDV	Citibank, N.A.	4,244.80	10/25/2017	10/23/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00062-3	2017-5981-L	CITDV	Citibank, N.A.	3,811.87	10/25/2017	10/23/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00062-6	2017-5984-L	CITDV	Citibank, N.A.	2,860.22	10/25/2017	10/23/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00062-4	2017-5982-L	CITDV	Citibank, N.A.	3,452.08	10/25/2017	10/22/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00062-5	2017-5983-L	CITDV	Citibank, N.A.	3,139.62	10/25/2017	10/21/2022	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00282	2017-5972-L	DBDV	Deutsche Bank AG	16,932.05	10/25/2017	10/24/2018	GA
Digital	Trigger	10PT	10PT00854	2017-5987-L	NATDV	NATIXIS SA	31,985.31	10/26/2017	10/26/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00027-1	2017-6007-L	JPMDV	JPMORGAN CHASE BANK, N.A.	17,145.94	10/26/2017	10/24/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00027-2	2017-6009-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,164.72	10/26/2017	10/24/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00027-5	2017-6015-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,320.97	10/26/2017	10/24/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00027-6	2017-6016-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,354.82	10/26/2017	10/24/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00027-7	2017-6017-L	JPMDV	JPMORGAN CHASE BANK, N.A.	62,781.76	10/26/2017	10/24/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00027-3	2017-6011-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,666.92	10/26/2017	10/23/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00027-4	2017-6013-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,433.56	10/26/2017	10/22/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00063-1	2017-5988-L	CITDV	Citibank, N.A.	4,738.80	10/26/2017	10/24/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00063-2	2017-5989-L	CITDV	Citibank, N.A.	4,127.28	10/26/2017	10/24/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00063-5	2017-5992-L	CITDV	Citibank, N.A.	3,020.49	10/26/2017	10/24/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00063-6	2017-5993-L	CITDV	Citibank, N.A.	2,748.08	10/26/2017	10/24/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00063-7	2017-5994-L	CITDV	Citibank, N.A.	15,266.59	10/26/2017	10/24/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00063-3	2017-5990-L	CITDV	Citibank, N.A.	3,689.17	10/26/2017	10/23/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00063-4	2017-5991-L	CITDV	Citibank, N.A.	3,330.54	10/26/2017	10/22/2021	GA
Cliquet	MCI	100M	100M02323	2017-6018-L	DBDV	Deutsche Bank AG	72,566.22	10/26/2017	10/24/2018	GA
Call Spread	Secure	100C	100C03640	2017-6000-L	RBCDV	Royal Bank of Canada	264,168.06	10/26/2017	10/26/2018	GA
Asian	Spread 1	100S	100S03527	2017-6008-L	RBCDV	Royal Bank of Canada	6,052.41	10/26/2017	10/22/2018	GA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00028C	2017-5995-L	RBCDV	Royal Bank of Canada	41,156.04	10/26/2017	10/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00028P	2017-5999-L	RBCDV	Royal Bank of Canada	(46,763.40)	10/26/2017	10/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr MSCI EAFE	11CM	11CM00012C	2017-6010-L	RBCDV	Royal Bank of Canada	18,943.95	10/26/2017	10/5/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr MSCI EAFE	11CM	11CM00012P	2017-6014-L	RBCDV	Royal Bank of Canada	(14,728.80)	10/26/2017	10/5/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00020C	2017-5997-L	RBCDV	Royal Bank of Canada	26,934.66	10/26/2017	10/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00020P	2017-6006-L	RBCDV	Royal Bank of Canada	(28,458.00)	10/26/2017	10/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Nasdaq 100	11CN	11CN00014C	2017-5998-L	RBCDV	Royal Bank of Canada	18,189.60	10/26/2017	10/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Nasdaq 100	11CN	11CN00014P	2017-6003-L	RBCDV	Royal Bank of Canada	(20,764.64)	10/26/2017	10/24/2018	SA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Swaption	Interest Rate Benchmark	10RC	10RC01126	2017-4014-S	BNPDV	BNP Paribas	39,500.00	10/26/2017	10/25/2018	GA
Call Spread	Secure	100C	100C03641	2017-6024-L	BARDV	Barclays Bank, PLC	541,615.10	10/27/2017	10/26/2018	GA
Asian	Spread 1	100S	100S03528	2017-6030-L	BARDV	Barclays Bank, PLC	107,985.93	10/27/2017	10/25/2018	GA
Call	Secure Par	100P	100P00783	2017-6027-L	BARDV	Barclays Bank, PLC	61,084.40	10/27/2017	10/22/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01127	2017-4015-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	28,700.00	10/27/2017	10/26/2018	GA
Digital	Trigger	10PT	10PT00855	2017-6023-L	GSIDV	Goldman Sachs International	32,388.52	10/27/2017	10/25/2018	GA
Digital	Trigger	10PT	10PT00853	2017-5974-L	GSIDV	Goldman Sachs International	37,102.38	10/25/2017	10/24/2018	GA
Basket	Envoy Cap	10EC	10EC02225	2017-6028-L	GSIDV	Goldman Sachs International	29,258.31	10/27/2017	10/23/2018	GA
Cliquet	MCI	100M	100M02324	2017-6026-L	CSBDV	Credit Suisse International	84,012.68	10/27/2017	10/26/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00283	2017-6019-L	DBDV	Deutsche Bank AG	31,785.52	10/27/2017	10/26/2018	GA
Call Spread	Secure	100C	100C03642	2017-6038-L	WCHDV	Wells Fargo Bank, N. A.	401,544.54	10/30/2017	10/26/2018	GA
Asian	Spread 1	100S	100S03529	2017-6041-L	WCHDV	Wells Fargo Bank, N. A.	18,763.06	10/30/2017	10/25/2018	GA
Cliquet	MCI	100M	100M02325	2017-6044-L	MSIDV	Morgan Stanley & Co International, PLC	75,880.74	10/30/2017	10/27/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00064-1	2017-6031-L	CITDV	Citibank, N.A.	15,831.78	10/30/2017	10/25/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00064-2	2017-6032-L	CITDV	Citibank, N.A.	13,608.80	10/30/2017	10/25/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00064-4	2017-6034-L	CITDV	Citibank, N.A.	10,879.56	10/30/2017	10/25/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00064-5	2017-6035-L	CITDV	Citibank, N.A.	9,852.85	10/30/2017	10/25/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00064-6	2017-6036-L	CITDV	Citibank, N.A.	8,953.27	10/30/2017	10/25/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00064-7	2017-6037-L	CITDV	Citibank, N.A.	49,626.51	10/30/2017	10/25/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00064-3	2017-6033-L	CITDV	Citibank, N.A.	12,094.44	10/30/2017	10/23/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00062-7	2017-5985-L	CITDV	Citibank, N.A.	15,892.95	10/25/2017	10/23/2024	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00284	2017-6039-L	DBDV	Deutsche Bank AG	14,699.02	10/30/2017	10/27/2018	GA
Call Spread	Secure	100C	100C03643	2017-6061-L	HSBDV	HSBC Bank USA, National Association	975,458.44	10/31/2017	10/29/2018	GA
Asian	Spread 1	100S	100S03530	2017-6068-L	HSBDV	HSBC Bank USA, National Association	84,789.84	10/31/2017	10/28/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01128	2017-4036-S	GSIDV	Goldman Sachs International	110,500.00	10/31/2017	10/26/2018	GA
Digital	Trigger	10PT	10PT00856	2017-6060-L	NATDV	NATIXIS SA	140,740.47	10/31/2017	10/26/2018	GA
Cliquet	MCI	100M	100M02326	2017-6065-L	CSBDV	Credit Suisse International	217,980.71	10/31/2017	10/29/2018	GA
Basket	Envoy Cap	10EC	10EC02226	2017-6066-L	NATDV	NATIXIS SA	28,111.19	10/31/2017	10/28/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00065-1	2017-6053-L	CITDV	Citibank, N.A.	5,078.26	10/31/2017	10/26/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00065-3	2017-6055-L	CITDV	Citibank, N.A.	3,887.49	10/31/2017	10/26/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00065-4	2017-6056-L	CITDV	Citibank, N.A.	3,499.42	10/31/2017	10/26/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00065-5	2017-6057-L	CITDV	Citibank, N.A.	3,169.66	10/31/2017	10/26/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00065-6	2017-6058-L	CITDV	Citibank, N.A.	2,881.23	10/31/2017	10/26/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00065-2	2017-6054-L	CITDV	Citibank, N.A.	4,372.96	10/31/2017	10/25/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00065-7	2017-6059-L	CITDV	Citibank, N.A.	15,973.57	10/31/2017	10/25/2024	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00285	2017-6052-L	DBDV	Deutsche Bank AG	36,968.40	10/31/2017	10/29/2018	GA
Call Spread	Secure	100C	100C03644	2017-6085-L	WCHDV	Wells Fargo Bank, N. A.	372,954.24	11/1/2017	10/31/2018	GA
Asian	Spread 1	100S	100S03531	2017-6080-L	WCHDV	Wells Fargo Bank, N. A.	37,852.98	11/1/2017	10/31/2018	GA
Digital	Trigger	10PT	10PT00857	2017-6076-L	GSIDV	Goldman Sachs International	40,395.02	11/1/2017	10/31/2018	GA
Cliquet	MCI	100M	100M02327	2017-6088-L	MSIDV	Morgan Stanley & Co International, PLC	96,300.96	11/1/2017	10/31/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00066-1	2017-6070-L	CITDV	Citibank, N.A.	5,208.07	11/1/2017	10/26/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00066-3	2017-6074-L	CITDV	Citibank, N.A.	3,963.87	11/1/2017	10/26/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00066-4	2017-6077-L	CITDV	Citibank, N.A.	3,563.97	11/1/2017	10/26/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00066-5	2017-6079-L	CITDV	Citibank, N.A.	3,226.56	11/1/2017	10/26/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00066-6	2017-6081-L	CITDV	Citibank, N.A.	2,931.26	11/1/2017	10/26/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00066-2	2017-6072-L	CITDV	Citibank, N.A.	4,467.46	11/1/2017	10/25/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00066-7	2017-6083-L	CITDV	Citibank, N.A.	16,248.61	11/1/2017	10/25/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00028-1	2017-6069-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,955.21	11/1/2017	10/25/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00028-2	2017-6071-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,773.41	11/1/2017	10/25/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00028-4	2017-6078-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,093.99	11/1/2017	10/25/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00028-5	2017-6082-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,064.73	11/1/2017	10/25/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00028-6	2017-6084-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,176.22	11/1/2017	10/25/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00028-7	2017-6087-L	JPMDV	JPMORGAN CHASE BANK, N.A.	56,671.13	11/1/2017	10/25/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00028-3	2017-6075-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,279.65	11/1/2017	10/23/2020	GA
Cliquet	MCI	100M	100M02328	2017-6093-L	MSIDV	Morgan Stanley & Co International, PLC	47,418.83	11/2/2017	11/1/2018	GA
Asian	Spread 1	100S	100S03532	2017-6091-L	SGDV	Societe Generale	27,505.80	11/2/2017	10/30/2018	GA
Digital	Trigger	10PT	10PT00858	2017-6094-L	GSIDV	Goldman Sachs International	26,860.95	11/2/2017	11/1/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01129	2017-4038-S	WCHDV	Wells Fargo Bank, N. A.	34,000.00	11/1/2017	10/31/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00286	2017-6073-L	DBDV	Deutsche Bank AG	33,523.90	11/1/2017	10/31/2018	GA
Call Spread	Secure	100C	100C03645	2017-6090-L	SGDV	Societe Generale	245,278.50	11/2/2017	11/1/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Call Spread	Secure	100C	100C03646	2017-6096-L	HSBDV	HSBC Bank USA, National Association	428,950.72	11/3/2017	11/2/2018	GA
Cliquet	MCI	100M	100M02329	2017-6100-L	DBDV	Deutsche Bank AG	59,339.27	11/3/2017	11/1/2018	GA
Asian	Spread 1	100S	100S03533	2017-6097-L	HSBDV	HSBC Bank USA, National Association	47,021.15	11/3/2017	11/5/2018	GA
Basket	Envoy Cap	10EC	10EC02227	2017-6101-L	CITDV	Citibank, N.A.	20,972.81	11/3/2017	11/1/2018	GA
Digital	Trigger	10PT	10PT00859	2017-6099-L	GSIDV	Goldman Sachs International	23,918.54	11/3/2017	11/2/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01130	2017-4039-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	33,500.00	11/2/2017	11/1/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00287	2017-6089-L	DBDV	Deutsche Bank AG	34,960.60	11/2/2017	11/1/2018	GA
Cliquet	MCI	100M	100M02330	2017-6117-L	GSIDV	Goldman Sachs International	95,885.74	11/6/2017	11/3/2018	GA
Call Spread	Secure	100C	100C03647	2017-6114-L	HSBDV	HSBC Bank USA, National Association	463,284.00	11/6/2017	11/2/2018	GA
Asian	Spread 1	100S	100S03534	2017-6116-L	HSBDV	HSBC Bank USA, National Association	69,961.23	11/6/2017	11/3/2018	GA
Digital	Trigger	10PT	10PT00860	2017-6113-L	GSIDV	Goldman Sachs International	13,546.22	11/6/2017	11/10/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01131	2017-4040-S	CITDV	Citibank, N.A.	27,600.00	11/3/2017	11/1/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00288	2017-6095-L	DBDV	Deutsche Bank AG	22,762.95	11/3/2017	11/2/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00067-1	2017-6103-L	CITDV	Citibank, N.A.	10,487.14	11/6/2017	11/2/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00067-2	2017-6104-L	CITDV	Citibank, N.A.	8,990.70	11/6/2017	11/1/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00067-3	2017-6105-L	CITDV	Citibank, N.A.	7,973.10	11/6/2017	11/3/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00067-4	2017-6106-L	CITDV	Citibank, N.A.	7,169.66	11/6/2017	11/3/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00067-5	2017-6107-L	CITDV	Citibank, N.A.	6,491.68	11/6/2017	11/3/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00067-6	2017-6108-L	CITDV	Citibank, N.A.	5,900.09	11/6/2017	11/3/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00067-7	2017-6109-L	CITDV	Citibank, N.A.	32,741.47	11/6/2017	11/1/2024	GA
Call Spread	Secure	100C	100C03648	2017-6120-L	HSBDV	HSBC Bank USA, National Association	908,075.28	11/7/2017	11/5/2018	GA
Asian	Spread 1	100S	100S03535	2017-6124-L	HSBDV	HSBC Bank USA, National Association	82,520.00	11/7/2017	11/4/2018	GA
Cliquet	MCI	100M	100M02331	2017-6123-L	CSBDV	Credit Suisse International	172,981.77	11/7/2017	11/5/2018	GA
Basket	Envoy Cap	10EC	10EC02228	2017-6125-L	NATDV	NATIXIS SA	51,826.12	11/7/2017	11/4/2018	GA
Digital	Trigger	10PT	10PT00861	2017-6121-L	SGDV	Societe Generale	105,041.61	11/7/2017	11/5/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01132	2017-4059-S	GSIDV	Goldman Sachs International	39,900.00	11/6/2017	10/31/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00289	2017-6110-L	DBDV	Deutsche Bank AG	19,631.80	11/6/2017	11/3/2018	GA
Call Spread	Secure	100C	100C03649	2017-6136-L	WCHDV	Wells Fargo Bank, N. A.	361,016.40	11/8/2017	11/7/2018	GA
Cliquet	MCI	100M	100M02332	2017-6142-L	GSIDV	Goldman Sachs International	90,621.53	11/8/2017	11/5/2018	GA
Asian	Spread 1	100S	100S03536	2017-6135-L	WCHDV	Wells Fargo Bank, N. A.	27,941.04	11/8/2017	11/7/2018	GA
Digital	Trigger	10PT	10PT00862	2017-6141-L	NATDV	NATIXIS SA	41,766.06	11/8/2017	11/2/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01133	2017-4060-S	GSIDV	Goldman Sachs International	99,000.00	11/7/2017	11/2/2018	GA
Call	Secure Par	100P	100P00784	2017-6139-L	WCHDV	Wells Fargo Bank, N. A.	64,261.98	11/8/2017	10/31/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00290	2017-6119-L	DBDV	Deutsche Bank AG	39,089.70	11/7/2017	11/5/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00068-1	2017-6128-L	CITDV	Citibank, N.A.	5,448.64	11/8/2017	11/2/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00068-2	2017-6129-L	CITDV	Citibank, N.A.	4,673.87	11/8/2017	11/1/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00068-3	2017-6130-L	CITDV	Citibank, N.A.	4,147.31	11/8/2017	11/3/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00068-4	2017-6131-L	CITDV	Citibank, N.A.	3,731.38	11/8/2017	11/3/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00068-5	2017-6132-L	CITDV	Citibank, N.A.	3,379.61	11/8/2017	11/3/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00068-6	2017-6133-L	CITDV	Citibank, N.A.	3,072.43	11/8/2017	11/3/2023	GA
Call Spread	Secure	100C	100C03650	2017-6144-L	CSBDV	Credit Suisse International	191,573.70	11/9/2017	11/9/2018	GA
Asian	Spread 1	100S	100S03537	2017-6146-L	CSBDV	Credit Suisse International	12,181.35	11/9/2017	11/6/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00029-1	2017-6151-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,916.69	11/9/2017	11/2/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00029-2	2017-6152-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,556.93	11/9/2017	11/1/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00029-3	2017-6155-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,440.34	11/9/2017	11/2/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00029-4	2017-6156-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,450.98	11/9/2017	11/2/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00029-5	2017-6157-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,564.20	11/9/2017	11/2/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00029-6	2017-6158-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,806.76	11/9/2017	11/2/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00029-7	2017-6159-L	JPMDV	JPMORGAN CHASE BANK, N.A.	52,903.00	11/9/2017	11/1/2024	GA
Basket	Envoy Cap	10EC	10EC02229	2017-6153-L	BARDV	Barclays Bank, PLC	19,934.61	11/9/2017	11/7/2018	GA
Digital	Trigger	10PT	10PT00863	2017-6148-L	HSBDV	HSBC Bank USA, National Association	29,981.73	11/9/2017	11/8/2018	GA
Cliquet	MCI	100M	100M02333	2017-6147-L	CSBDV	Credit Suisse International	60,928.59	11/9/2017	11/7/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01134	2017-4061-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	35,400.00	11/8/2017	11/7/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00291	2017-6127-L	DBDV	Deutsche Bank AG	30,995.91	11/8/2017	11/6/2018	GA
Call Spread	Secure	100C	100C03651	2017-6165-L	WCHDV	Wells Fargo Bank, N. A.	512,755.44	11/10/2017	11/8/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Digital	Trigger	10PT	10PT00864	2017-6173-L	HSBDV	HSBC Bank USA, National Association	28,773.52	11/10/2017	11/9/2018	GA
Cliquet	MCI	100M	100M02334	2017-6174-L	MSIDV	Morgan Stanley & Co International, PLC	98,927.87	11/10/2017	11/9/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00069-1	2017-6161-L	CITDV	Citibank, N.A.	14,383.35	11/10/2017	11/1/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00069-2	2017-6162-L	CITDV	Citibank, N.A.	12,494.03	11/10/2017	11/1/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00069-4	2017-6164-L	CITDV	Citibank, N.A.	10,068.41	11/10/2017	11/1/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00069-5	2017-6166-L	CITDV	Citibank, N.A.	9,137.51	11/10/2017	11/1/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00069-6	2017-6168-L	CITDV	Citibank, N.A.	8,316.44	11/10/2017	11/1/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00069-7	2017-6169-L	CITDV	Citibank, N.A.	46,058.90	11/10/2017	11/1/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00069-3	2017-6163-L	CITDV	Citibank, N.A.	11,159.54	11/10/2017	10/30/2020	GA
Asian	Spread 1	100S	100S03538	2017-6170-L	WCHDV	Wells Fargo Bank, N. A.	71,606.59	11/10/2017	11/9/2018	GA
Asian Call Spread	Regency	110R	110R01097	2017-6171-L	WCHDV	Wells Fargo Bank, N. A.	29,404.04	11/10/2017	11/2/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00292	2017-6143-L	DBDV	Deutsche Bank AG	15,167.04	11/9/2017	11/4/2018	GA
Call Spread	Secure	100C	100C03652	2017-6199-L	SGDV	Societe Generale	346,105.14	11/13/2017	11/9/2018	GA
Cliquet	MCI	100M	100M02335	2017-6212-L	MSIDV	Morgan Stanley & Co International, PLC	74,906.43	11/13/2017	11/8/2018	GA
Asian	Spread 1	100S	100S03539	2017-6201-L	SGDV	Societe Generale	31,780.17	11/13/2017	11/9/2018	GA
Basket	Envoy Cap	10EC	10EC02230	2017-6208-L	NATDV	NATIXIS SA	27,874.98	11/13/2017	11/9/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00293	2017-6160-L	DBDV	Deutsche Bank AG	12,928.30	11/10/2017	11/8/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01135	2017-4062-S	CITDV	Citibank, N.A.	42,900.00	11/10/2017	11/9/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00070-1	2017-6202-L	CITDV	Citibank, N.A.	7,639.53	11/13/2017	11/9/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00070-2	2017-6204-L	CITDV	Citibank, N.A.	6,643.12	11/13/2017	11/8/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00070-3	2017-6205-L	CITDV	Citibank, N.A.	5,931.36	11/13/2017	11/9/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00070-4	2017-6206-L	CITDV	Citibank, N.A.	5,354.18	11/13/2017	11/9/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00070-5	2017-6207-L	CITDV	Citibank, N.A.	4,859.45	11/13/2017	11/9/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00070-6	2017-6209-L	CITDV	Citibank, N.A.	4,423.80	11/13/2017	11/9/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00070-7	2017-6210-L	CITDV	Citibank, N.A.	24,557.04	11/13/2017	11/8/2024	GA
Call Spread	Secure	100C	100C03653	2017-6215-L	BOADV	Bank of America, N.A.	848,940.96	11/14/2017	11/12/2018	GA
Asian	Spread 1	100S	100S03540	2017-6217-L	BOADV	Bank of America, N.A.	100,908.72	11/14/2017	11/11/2018	GA
Digital	Trigger	10PT	10PT00865	2017-6228-L	SGDV	Societe Generale	118,481.81	11/14/2017	11/12/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01136	2017-4076-S	GSIDV	Goldman Sachs International	28,700.00	11/13/2017	11/9/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00294	2017-6175-L	DBDV	Deutsche Bank AG	22,641.98	11/13/2017	11/10/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00071-1	2017-6218-L	CITDV	Citibank, N.A.	6,568.69	11/14/2017	11/9/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00071-2	2017-6219-L	CITDV	Citibank, N.A.	5,756.05	11/14/2017	11/8/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00071-3	2017-6220-L	CITDV	Citibank, N.A.	5,158.26	11/14/2017	11/10/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00071-4	2017-6221-L	CITDV	Citibank, N.A.	4,667.45	11/14/2017	11/10/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00071-5	2017-6222-L	CITDV	Citibank, N.A.	4,243.90	11/14/2017	11/10/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00071-6	2017-6223-L	CITDV	Citibank, N.A.	3,868.45	11/14/2017	11/10/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00071-7	2017-6224-L	CITDV	Citibank, N.A.	21,463.23	11/14/2017	11/8/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00030-1	2017-6229-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,841.87	11/14/2017	11/9/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00030-2	2017-6230-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,491.62	11/14/2017	11/8/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00030-3	2017-6231-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,376.29	11/14/2017	11/9/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00030-4	2017-6232-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,387.71	11/14/2017	11/9/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00030-5	2017-6233-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,501.24	11/14/2017	11/9/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00030-6	2017-6234-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,743.84	11/14/2017	11/9/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00030-7	2017-6235-L	JPMDV	JPMORGAN CHASE BANK, N.A.	52,490.19	11/14/2017	11/8/2024	GA
Cliquet	MCI	100M	100M02336	2017-6225-L	GSIDV	Goldman Sachs International	176,562.06	11/14/2017	11/12/2018	GA
Basket	Envoy Cap	10EC	10EC02231	2017-6226-L	NATDV	NATIXIS SA	29,798.53	11/14/2017	11/12/2018	GA
Cliquet	MCI	100M	100M02337	2017-6241-L	DBDV	Deutsche Bank AG	83,600.50	11/15/2017	11/13/2018	GA
Call Spread	Secure	100C	100C03654	2017-6236-L	GSIDV	Goldman Sachs International	304,055.55	11/15/2017	11/13/2018	GA
Asian	Spread 1	100S	100S03541	2017-6238-L	GSIDV	Goldman Sachs International	49,142.72	11/15/2017	11/12/2018	GA
Digital	Trigger	10PT	10PT00866	2017-6239-L	HSBDV	HSBC Bank USA, National Association	21,199.50	11/15/2017	11/15/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01138	2017-4079-S	GSIDV	Goldman Sachs International	34,500.00	11/15/2017	11/13/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01137	2017-4077-S	GSIDV	Goldman Sachs International	93,200.00	11/14/2017	11/9/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00296	2017-6240-L	DBDV	Deutsche Bank AG	29,065.44	11/15/2017	11/14/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00072-1	2017-6251-L	CITDV	Citibank, N.A.	4,845.23	11/16/2017	11/14/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00072-2	2017-6252-L	CITDV	Citibank, N.A.	4,171.96	11/16/2017	11/14/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00072-3	2017-6253-L	CITDV	Citibank, N.A.	3,710.31	11/16/2017	11/13/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00072-4	2017-6254-L	CITDV	Citibank, N.A.	3,340.80	11/16/2017	11/12/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00072-5	2017-6255-L	CITDV	Citibank, N.A.	3,025.86	11/16/2017	11/14/2022	GA
Cliquet	MCI	100M	100M02338	2017-6258-L	GSIDV	Goldman Sachs International	69,360.03	11/16/2017	11/14/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00295	2017-6214-L	DBDV	Deutsche Bank AG	27,756.63	11/14/2017	11/10/2018	GA
Call Spread	Secure	100C	100C03655	2017-6245-L	SGDV	Societe Generale	243,673.50	11/16/2017	11/14/2018	GA
Asian	Spread 1	100S	100S03542	2017-6247-L	SGDV	Societe Generale	17,295.05	11/16/2017	11/14/2018	GA
Digital	Trigger	10PT	10PT00867	2017-6250-L	SGDV	Societe Generale	31,602.12	11/16/2017	11/14/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00072-6	2017-6256-L	CITDV	Citibank, N.A.	2,751.24	11/16/2017	11/14/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00072-7	2017-6257-L	CITDV	Citibank, N.A.	15,277.37	11/16/2017	11/14/2024	GA
Call Spread	Secure	100C	100C03656	2017-6259-L	SGDV	Societe Generale	431,623.50	11/17/2017	11/16/2018	GA
Cliquet	MCI	100M	100M02339	2017-6262-L	GSIDV	Goldman Sachs International	84,257.83	11/17/2017	11/15/2018	GA
Asian	Spread 1	100S	100S03543	2017-6261-L	SGDV	Societe Generale	74,796.96	11/17/2017	11/16/2018	GA
Digital	Trigger	10PT	10PT00868	2017-6267-L	GSIDV	Goldman Sachs International	51,760.98	11/17/2017	11/16/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01139	2017-4080-S	GSIDV	Goldman Sachs International	52,300.00	11/16/2017	11/15/2018	GA
Call Spread	Secure	100C	100C03657	2017-6269-L	HSBDV	HSBC Bank USA, National Association	461,202.00	11/20/2017	11/16/2018	GA
Call Spread	Secure	100C	100C03658	2017-6282-L	HSBDV	HSBC Bank USA, National Association	1,246,953.92	11/21/2017	11/19/2018	GA
Cliquet	MCI	100M	100M02340	2017-6268-L	UBSDV	UBS AG	60,931.50	11/20/2017	11/17/2018	GA
Asian	Spread 1	100S	100S03544	2017-6271-L	HSBDV	HSBC Bank USA, National Association	60,700.20	11/20/2017	11/16/2018	GA
Asian	Spread 1	100S	100S03545	2017-6285-L	HSBDV	HSBC Bank USA, National Association	147,123.27	11/21/2017	11/19/2018	GA
Basket	Envoy Cap	10EC	10EC02232	2017-6272-L	GSIDV	Goldman Sachs International	41,416.49	11/20/2017	11/16/2018	GA
Basket	Envoy Cap	10EC	10EC02233	2017-6289-L	NATDV	NATIXIS SA	25,235.28	11/21/2017	11/19/2018	GA
Cliquet	MCI	100M	100M02341	2017-6287-L	GSIDV	Goldman Sachs International	222,985.85	11/21/2017	11/18/2018	GA
Digital	Trigger	10PT	10PT00869	2017-6288-L	NATDV	NATIXIS SA	146,412.12	11/21/2017	11/18/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00297	2017-6266-L	DBDV	Deutsche Bank AG	44,629.31	11/17/2017	11/16/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01140	2017-4081-S	GSIDV	Goldman Sachs International	40,200.00	11/17/2017	11/16/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00298	2017-6281-L	DBDV	Deutsche Bank AG	10,175.44	11/20/2017	11/16/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00073-1	2017-6273-L	CITDV	Citibank, N.A.	8,274.45	11/20/2017	11/15/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00073-2	2017-6274-L	CITDV	Citibank, N.A.	7,114.02	11/20/2017	11/15/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00073-3	2017-6276-L	CITDV	Citibank, N.A.	6,322.49	11/20/2017	11/13/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00073-4	2017-6277-L	CITDV	Citibank, N.A.	5,687.09	11/20/2017	11/15/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00073-5	2017-6278-L	CITDV	Citibank, N.A.	5,151.25	11/20/2017	11/15/2022	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00073-6	2017-6279-L	CITDV	Citibank, N.A.	4,682.76	11/20/2017	11/15/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00073-7	2017-6280-L	CITDV	Citibank, N.A.	26,000.47	11/20/2017	11/15/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00074-1	2017-6290-L	CITDV	Citibank, N.A.	8,773.64	11/21/2017	11/13/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00074-2	2017-6291-L	CITDV	Citibank, N.A.	7,524.98	11/21/2017	11/13/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00074-3	2017-6293-L	CITDV	Citibank, N.A.	6,676.64	11/21/2017	11/13/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00074-4	2017-6294-L	CITDV	Citibank, N.A.	6,005.35	11/21/2017	11/12/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00074-5	2017-6295-L	CITDV	Citibank, N.A.	5,438.29	11/21/2017	11/11/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00074-6	2017-6296-L	CITDV	Citibank, N.A.	4,940.97	11/21/2017	11/13/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00074-7	2017-6297-L	CITDV	Citibank, N.A.	28,052.54	11/21/2017	11/13/2024	GA
Call	Secure Par	100P	100P00785	2017-6286-L	HSBDV	HSBC Bank USA, National Association	58,580.24	11/21/2017	11/14/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00299	2017-6284-L	DBDV	Deutsche Bank AG	19,649.25	11/21/2017	11/20/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01141	2017-4100-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	129,800.00	11/21/2017	11/16/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01142	2017-4101-S	GSIDV	Goldman Sachs International	50,800.00	11/22/2017	11/23/2018	GA
Digital	Trigger	10PT	10PT00870	2017-6299-L	SGDV	Societe Generale	28,140.90	11/22/2017	11/20/2018	GA
Call Spread	Secure	100C	100C03659	2017-6300-L	CITDV	Citibank, N.A.	454,204.74	11/22/2017	11/21/2018	GA
Asian	Spread 1	100S	100S03546	2017-6301-L	CITDV	Citibank, N.A.	77,219.45	11/22/2017	11/17/2018	GA
Cliquet	MCI	100M	100M02342	2017-6304-L	UBSDV	UBS AG	98,803.04	11/22/2017	11/21/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00300	2017-6298-L	DBDV	Deutsche Bank AG	24,357.90	11/22/2017	11/21/2018	GA
Call Spread	Secure	100C	100C03660	2017-6306-L	CITDV	Citibank, N.A.	1,134,747.00	11/27/2017	11/23/2018	GA
Asian	Spread 1	100S	100S03547	2017-6308-L	CITDV	Citibank, N.A.	160,482.55	11/27/2017	11/22/2018	GA
Asian Call Spread	Advantage 1	110A	110A00333	2017-6311-L	CITDV	Citibank, N.A.	19,242.16	11/27/2017	10/20/2018	GA
Digital	Trigger	10PT	10PT00871	2017-6320-L	SGDV	Societe Generale	67,582.20	11/27/2017	11/26/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00031-1	2017-6321-L	JPMDV	JPMORGAN CHASE BANK, N.A.	17,218.52	11/27/2017	11/21/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00031-2	2017-6322-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,904.86	11/27/2017	11/21/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00031-5	2017-6325-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,910.77	11/27/2017	11/21/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00031-6	2017-6326-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,959.92	11/27/2017	11/21/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00031-7	2017-6328-L	JPMDV	JPMORGAN CHASE BANK, N.A.	61,492.05	11/27/2017	11/21/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00031-3	2017-6323-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,294.93	11/27/2017	11/20/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00031-4	2017-6324-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,022.27	11/27/2017	11/19/2021	GA
Cliquet	MCI	100M	100M02343	2017-6332-L	GSIDV	Goldman Sachs International	221,680.13	11/27/2017	11/23/2018	GA
Basket	Envoy Cap	10EC	10EC02234	2017-6334-L	CITDV	Citibank, N.A.	58,216.51	11/27/2017	11/23/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00075-1	2017-6313-L	CITDV	Citibank, N.A.	4,708.24	11/27/2017	12/5/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00075-2	2017-6314-L	CITDV	Citibank, N.A.	4,062.53	11/27/2017	12/5/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00075-5	2017-6317-L	CITDV	Citibank, N.A.	2,952.33	11/27/2017	12/5/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00075-6	2017-6318-L	CITDV	Citibank, N.A.	2,686.25	11/27/2017	12/5/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00075-7	2017-6319-L	CITDV	Citibank, N.A.	15,673.20	11/27/2017	12/5/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00075-3	2017-6315-L	CITDV	Citibank, N.A.	3,615.08	11/27/2017	12/4/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00075-4	2017-6316-L	CITDV	Citibank, N.A.	3,257.42	11/27/2017	12/3/2021	GA
Swaption	Interest Rate Benchmark	10RC	10RC01143	2017-4117-S	GSIDV	Goldman Sachs International	57,900.00	11/27/2017	11/23/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00301	2017-6336-L	DBDV	Deutsche Bank AG	37,322.34	11/27/2017	11/22/2018	GA
Call Spread	Secure	100C	100C03661	2017-6341-L	HSBDV	HSBC Bank USA, National Association	992,030.41	11/28/2017	11/26/2018	GA
Asian	Spread 1	100S	100S03548	2017-6343-L	HSBDV	HSBC Bank USA, National Association	150,072.90	11/28/2017	11/25/2018	GA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00029C	2017-6344-L	HSBDV	HSBC Bank USA, National Association	55,454.49	11/28/2017	11/23/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00029P	2017-6346-L	HSBDV	HSBC Bank USA, National Association	(51,299.17)	11/28/2017	11/23/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00021C	2017-6337-L	HSBDV	HSBC Bank USA, National Association	19,572.96	11/28/2017	11/23/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00021P	2017-6339-L	HSBDV	HSBC Bank USA, National Association	(18,658.20)	11/28/2017	11/23/2018	SA
Digital	Trigger	10PT	10PT00872	2017-6347-L	NATDV	NATIXIS SA	148,677.84	11/28/2017	11/24/2018	GA
Cliquet	MCI	100M	100M02344	2017-6350-L	GSIDV	Goldman Sachs International	193,239.17	11/28/2017	11/26/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00076-1	2017-6349-L	CITDV	Citibank, N.A.	9,985.23	11/28/2017	11/15/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00076-2	2017-6355-L	CITDV	Citibank, N.A.	8,409.61	11/28/2017	11/15/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00076-4	2017-6357-L	CITDV	Citibank, N.A.	6,617.16	11/28/2017	11/15/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00076-5	2017-6358-L	CITDV	Citibank, N.A.	5,970.06	11/28/2017	11/15/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00076-6	2017-6359-L	CITDV	Citibank, N.A.	5,412.23	11/28/2017	11/15/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00076-7	2017-6360-L	CITDV	Citibank, N.A.	30,820.33	11/28/2017	11/15/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00076-3	2017-6356-L	CITDV	Citibank, N.A.	7,399.95	11/28/2017	11/13/2020	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00302	2017-6340-L	DBDV	Deutsche Bank AG	47,681.85	11/28/2017	11/25/2018	GA
Call Spread	Secure	100C	100C03662	2017-6362-L	WCHDV	Wells Fargo Bank, N. A.	320,503.82	11/29/2017	11/28/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Asian	Spread 1	100S	100S03549	2017-6366-L	WCHDV	Wells Fargo Bank, N. A.	111,412.60	11/29/2017	11/24/2018	GA
Asian Call Spread	Regency	110R	110R01098	2017-6364-L	WCHDV	Wells Fargo Bank, N. A.	36,133.59	11/29/2017	11/19/2018	GA
Cliquet	MCI	100M	100M02345	2017-6367-L	UBSDV	UBS AG	70,869.45	11/29/2017	11/26/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01144	2017-4119-S	GSIDV	Goldman Sachs International	89,600.00	11/28/2017	11/23/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00303	2017-6361-L	DBDV	Deutsche Bank AG	16,146.28	11/29/2017	12/10/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01145	2017-4121-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	25,600.00	11/29/2017	11/23/2018	GA
Call Spread	Secure	100C	100C03663	2017-6370-L	SGDV	Societe Generale	268,148.32	11/30/2017	11/16/2018	GA
Asian	Spread 1	100S	100S03550	2017-6369-L	SGDV	Societe Generale	20,090.41	11/30/2017	11/22/2018	GA
Digital	Trigger	10PT	10PT00873	2017-6368-L	GSIDV	Goldman Sachs International	44,358.77	11/30/2017	12/2/2018	GA
Cliquet	MCI	100M	100M02346	2017-6372-L	DBDV	Deutsche Bank AG	66,678.34	11/30/2017	11/27/2018	GA
Call Spread	Secure	100C	100C03664	2017-6375-L	WCHDV	Wells Fargo Bank, N. A.	354,329.91	12/1/2017	11/30/2018	GA
Asian	Spread 1	100S	100S03551	2017-6379-L	WCHDV	Wells Fargo Bank, N. A.	118,830.84	12/1/2017	11/29/2018	GA
Digital	Trigger	10PT	10PT00874	2017-6378-L	HSBDV	HSBC Bank USA, National Association	20,416.97	12/1/2017	11/27/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00032-1	2017-6380-L	JPMDV	JPMORGAN CHASE BANK, N.A.	16,281.04	12/1/2017	11/19/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00032-2	2017-6382-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,251.65	12/1/2017	11/19/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00032-3	2017-6383-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,795.75	12/1/2017	11/19/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00032-4	2017-6384-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,601.01	12/1/2017	11/19/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00032-7	2017-6389-L	JPMDV	JPMORGAN CHASE BANK, N.A.	60,712.33	12/1/2017	11/19/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00032-5	2017-6386-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,568.25	12/1/2017	11/18/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00032-6	2017-6388-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,653.01	12/1/2017	11/17/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00077-1	2017-6385-L	CITDV	Citibank, N.A.	10,988.24	12/1/2017	11/27/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00077-2	2017-6387-L	CITDV	Citibank, N.A.	9,340.31	12/1/2017	11/27/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00077-3	2017-6390-L	CITDV	Citibank, N.A.	8,247.47	12/1/2017	11/27/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00077-6	2017-6393-L	CITDV	Citibank, N.A.	6,061.99	12/1/2017	11/27/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00077-4	2017-6391-L	CITDV	Citibank, N.A.	7,395.70	12/1/2017	11/26/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00077-5	2017-6392-L	CITDV	Citibank, N.A.	6,682.07	12/1/2017	11/25/2022	GA
Swaption	Interest Rate Benchmark	10RC	10RC01146	2017-4122-S	CITDV	Citibank, N.A.	24,600.00	11/30/2017	11/29/2018	GA
Cliquet	MCI	100M	100M02347	2017-6381-L	UBSDV	UBS AG	59,703.15	12/1/2017	11/29/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00304	2017-6377-L	DBDV	Deutsche Bank AG	11,835.49	12/1/2017	12/7/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Swaption	Interest Rate Benchmark	10RC	10RC01147	2017-4141-S	GSIDV	Goldman Sachs International	45,600.00	12/4/2017	11/30/2018	GA
Call Spread	Secure	100C	100C03665	2017-6401-L	CITDV	Citibank, N.A.	446,656.98	12/4/2017	11/30/2018	GA
Call	Secure Par	100P	100P00786	2017-6405-L	CITDV	Citibank, N.A.	73,394.24	12/4/2017	11/26/2018	GA
Asian	Spread 1	100S	100S03552	2017-6406-L	CITDV	Citibank, N.A.	44,277.60	12/4/2017	12/5/2018	GA
Cliquet	MCI	100M	100M02348	2017-6408-L	GSIDV	Goldman Sachs International	69,433.38	12/4/2017	11/30/2018	GA
Basket	Envoy Cap	10EC	10EC02235	2017-6407-L	BARDV	Barclays Bank, PLC	24,496.56	12/4/2017	11/29/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00078-1	2017-6395-L	CITDV	Citibank, N.A.	6,170.93	12/4/2017	11/30/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00078-2	2017-6396-L	CITDV	Citibank, N.A.	5,238.03	12/4/2017	11/29/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00078-3	2017-6397-L	CITDV	Citibank, N.A.	4,618.62	12/4/2017	12/1/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00078-4	2017-6398-L	CITDV	Citibank, N.A.	4,137.57	12/4/2017	12/1/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00078-5	2017-6399-L	CITDV	Citibank, N.A.	3,736.04	12/4/2017	12/1/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00078-6	2017-6400-L	CITDV	Citibank, N.A.	3,388.85	12/4/2017	12/1/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00078-7	2017-6402-L	CITDV	Citibank, N.A.	19,260.21	12/4/2017	11/29/2024	GA
Call Spread	Secure	100C	100C03666	2017-6411-L	CITDV	Citibank, N.A.	1,034,378.72	12/5/2017	12/3/2018	GA
Asian	Spread 1	100S	100S03553	2017-6413-L	CITDV	Citibank, N.A.	163,664.44	12/5/2017	12/1/2018	GA
Digital	Trigger	10PT	10PT00875	2017-6416-L	SGDV	Societe Generale	86,702.15	12/5/2017	12/4/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00079-2	2017-6418-L	CITDV	Citibank, N.A.	8,764.94	12/5/2017	12/2/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00079-3	2017-6419-L	CITDV	Citibank, N.A.	7,797.81	12/5/2017	12/2/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00079-4	2017-6420-L	CITDV	Citibank, N.A.	7,022.67	12/5/2017	12/2/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00079-5	2017-6421-L	CITDV	Citibank, N.A.	6,365.39	12/5/2017	12/2/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00079-7	2017-6423-L	CITDV	Citibank, N.A.	34,479.39	12/5/2017	12/2/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00079-1	2017-6417-L	CITDV	Citibank, N.A.	10,166.91	12/5/2017	11/30/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00079-6	2017-6422-L	CITDV	Citibank, N.A.	5,791.59	12/5/2017	12/1/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00077-7	2017-6394-L	CITDV	Citibank, N.A.	36,417.80	12/1/2017	11/27/2024	GA
Cliquet	MCI	100M	100M02349	2017-6424-L	UBSDV	UBS AG	151,035.86	12/5/2017	12/3/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00305	2017-6410-L	DBDV	Deutsche Bank AG	45,768.33	12/5/2017	12/2/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01148	2017-4142-S	GSIDV	Goldman Sachs International	65,800.00	12/5/2017	12/3/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01149	2017-4143-S	CITDV	Citibank, N.A.	31,100.00	12/6/2017	12/5/2018	GA
Asian	Spread 1	100S	100S03554	2017-6429-L	GSIDV	Goldman Sachs International	61,574.76	12/6/2017	12/4/2018	GA
Digital	Trigger	10PT	10PT00876	2017-6431-L	GSIDV	Goldman Sachs International	34,881.77	12/6/2017	12/5/2018	GA
Cliquet	MCI	100M	100M02350	2017-6430-L	GSIDV	Goldman Sachs International	95,084.70	12/6/2017	12/5/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00306	2017-6425-L	DBDV	Deutsche Bank AG	19,824.48	12/6/2017	12/5/2018	GA
Call Spread	Secure	100C	100C03668	2017-6433-L	GSIDV	Goldman Sachs International	279,675.27	12/7/2017	12/7/2018	GA
Asian	Spread 1	100S	100S03555	2017-6435-L	GSIDV	Goldman Sachs International	58,578.84	12/7/2017	12/4/2018	GA
Digital	Trigger	10PT	10PT00877	2017-6447-L	HSBDV	HSBC Bank USA, National Association	25,032.59	12/7/2017	12/5/2018	GA
Cliquet	MCI	100M	100M02351	2017-6448-L	UBSDV	UBS AG	88,076.87	12/7/2017	12/5/2018	GA
Cliquet	MCI	100M	100M02352	2017-6468-L	MSIDV	Morgan Stanley & Co International, PLC	80,557.01	12/8/2017	12/7/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00080-1	2017-6440-L	CITDV	Citibank, N.A.	7,218.78	12/7/2017	12/7/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00080-3	2017-6442-L	CITDV	Citibank, N.A.	5,727.74	12/7/2017	12/7/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00080-4	2017-6443-L	CITDV	Citibank, N.A.	5,192.45	12/7/2017	12/7/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00080-5	2017-6444-L	CITDV	Citibank, N.A.	4,728.01	12/7/2017	12/7/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00080-6	2017-6445-L	CITDV	Citibank, N.A.	4,316.02	12/7/2017	12/7/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00080-2	2017-6441-L	CITDV	Citibank, N.A.	6,370.54	12/7/2017	12/6/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00080-7	2017-6446-L	CITDV	Citibank, N.A.	25,989.84	12/7/2017	12/6/2024	GA
Basket	Envoy Cap	10EC	10EC02236	2017-6456-L	CITDV	Citibank, N.A.	24,035.54	12/7/2017	12/2/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00033-1	2017-6449-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,198.79	12/7/2017	12/3/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00033-2	2017-6450-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,419.40	12/7/2017	12/3/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00033-3	2017-6451-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,130.54	12/7/2017	12/3/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00033-4	2017-6452-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,087.33	12/7/2017	12/3/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00033-7	2017-6455-L	JPMDV	JPMORGAN CHASE BANK, N.A.	53,962.55	12/7/2017	12/3/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00033-5	2017-6453-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,185.06	12/7/2017	12/2/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00033-6	2017-6454-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,386.38	12/7/2017	12/1/2023	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00307	2017-6439-L	DBDV	Deutsche Bank AG	29,841.00	12/7/2017	12/2/2018	GA
Call Spread	Secure	100C	100C03669	2017-6462-L	BARDV	Barclays Bank, PLC	428,966.10	12/8/2017	12/7/2018	GA
Asian	Spread 1	100S	100S03556	2017-6464-L	BARDV	Barclays Bank, PLC	100,584.75	12/8/2017	12/6/2018	GA
Digital	Trigger	10PT	10PT00878	2017-6465-L	GSIDV	Goldman Sachs International	32,216.88	12/8/2017	12/5/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00081-2	2017-6472-L	CITDV	Citibank, N.A.	3,534.62	12/8/2017	12/2/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00081-3	2017-6473-L	CITDV	Citibank, N.A.	3,121.61	12/8/2017	12/2/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00081-4	2017-6474-L	CITDV	Citibank, N.A.	2,798.66	12/8/2017	12/2/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00081-5	2017-6475-L	CITDV	Citibank, N.A.	2,528.07	12/8/2017	12/2/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00081-7	2017-6477-L	CITDV	Citibank, N.A.	13,904.20	12/8/2017	12/2/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00081-6	2017-6476-L	CITDV	Citibank, N.A.	2,294.41	12/8/2017	12/1/2023	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00081-1	2017-6471-L	CITDV	Citibank, N.A.	4,162.42	12/8/2017	11/30/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01150	2017-4144-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	31,000.00	12/7/2017	12/5/2018	GA
Basket	Envoy Cap	10EC	10EC02237	2017-6469-L	NATDV	NATIXIS SA	23,019.10	12/8/2017	12/7/2018	GA
Call Spread	Secure	100C	100C03667	2017-6426-L	GSIDV	Goldman Sachs International	317,947.48	12/6/2017	12/6/2018	GA
Call Spread	Secure	100C	100C03670	2017-6480-L	BARDV	Barclays Bank, PLC	378,572.00	12/11/2017	12/7/2018	GA
Cliquet	MCI	100M	100M02353	2017-6490-L	MSIDV	Morgan Stanley & Co International, PLC	68,995.21	12/11/2017	12/8/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00082-1	2017-6483-L	CITDV	Citibank, N.A.	5,803.45	12/11/2017	12/7/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00082-3	2017-6485-L	CITDV	Citibank, N.A.	4,365.74	12/11/2017	12/7/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00082-4	2017-6486-L	CITDV	Citibank, N.A.	3,915.66	12/11/2017	12/7/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00082-5	2017-6487-L	CITDV	Citibank, N.A.	3,538.56	12/11/2017	12/7/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00082-6	2017-6488-L	CITDV	Citibank, N.A.	3,212.13	12/11/2017	12/7/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00082-2	2017-6484-L	CITDV	Citibank, N.A.	4,941.59	12/11/2017	12/6/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00082-7	2017-6489-L	CITDV	Citibank, N.A.	20,097.31	12/11/2017	12/6/2024	GA
Asian	Spread 1	100S	100S03557	2017-6482-L	BARDV	Barclays Bank, PLC	78,131.20	12/11/2017	12/7/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00308	2017-6479-L	DBDV	Deutsche Bank AG	33,377.37	12/11/2017	12/8/2018	GA
Call Spread	Secure	100C	100C03671	2017-6491-L	GSIDV	Goldman Sachs International	1,380,204.54	12/12/2017	12/10/2018	GA
Cliquet	MCI	100M	100M02354	2017-6518-L	MSIDV	Morgan Stanley & Co International, PLC	219,547.34	12/12/2017	12/10/2018	GA
Basket	Envoy Cap	10EC	10EC02238	2017-6515-L	BARDV	Barclays Bank, PLC	31,898.20	12/12/2017	12/10/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01151	2017-4162-S	GSIDV	Goldman Sachs International	43,600.00	12/11/2017	12/7/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00309	2017-6495-L	DBDV	Deutsche Bank AG	23,851.52	12/12/2017	12/11/2018	GA
Call Spread	Secure	100C	100C03672	2017-6536-L	CITDV	Citibank, N.A.	369,083.52	12/13/2017	12/12/2018	GA
Asian	Spread 1	100S	100S03559	2017-6535-L	CITDV	Citibank, N.A.	78,359.40	12/13/2017	12/11/2018	GA
Asian	Spread 1	100S	100S03558	2017-6493-L	GSIDV	Goldman Sachs International	175,245.07	12/12/2017	12/10/2018	GA
Digital	Trigger	10PT	10PT00879	2017-6494-L	NATDV	NATIXIS SA	149,645.31	12/12/2017	12/10/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01152	2017-4163-S	GSIDV	Goldman Sachs International	79,900.00	12/12/2017	12/10/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00034-1	2017-6519-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,796.68	12/12/2017	12/6/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00034-2	2017-6520-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,977.48	12/12/2017	12/6/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00034-4	2017-6528-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,665.23	12/12/2017	12/6/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00034-5	2017-6530-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,781.06	12/12/2017	12/6/2022	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00034-6	2017-6531-L	JPMDV	JPMORGAN CHASE BANK, N.A.	7,698.07	12/12/2017	12/6/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00034-7	2017-6532-L	JPMDV	JPMORGAN CHASE BANK, N.A.	54,774.40	12/12/2017	12/6/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00034-3	2017-6521-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,697.61	12/12/2017	12/4/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00083-1	2017-6522-L	CITDV	Citibank, N.A.	9,207.74	12/12/2017	12/10/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00083-2	2017-6523-L	CITDV	Citibank, N.A.	7,842.11	12/12/2017	12/10/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00083-3	2017-6524-L	CITDV	Citibank, N.A.	6,931.59	12/12/2017	12/10/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00083-4	2017-6525-L	CITDV	Citibank, N.A.	6,217.36	12/12/2017	12/10/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00083-7	2017-6529-L	CITDV	Citibank, N.A.	31,440.72	12/12/2017	12/10/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00083-5	2017-6526-L	CITDV	Citibank, N.A.	5,618.46	12/12/2017	12/9/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00083-6	2017-6527-L	CITDV	Citibank, N.A.	5,099.84	12/12/2017	12/8/2023	GA
Swaption	Interest Rate Benchmark	10RC	10RC01153	2017-4164-S	CITDV	Citibank, N.A.	36,900.00	12/13/2017	12/11/2018	GA
Digital	Trigger	10PT	10PT00880	2017-6538-L	GSIDV	Goldman Sachs International	39,749.24	12/13/2017	12/11/2018	GA
Cliquet	MCI	100M	100M02355	2017-6539-L	UBSDV	UBS AG	54,968.36	12/13/2017	12/9/2018	GA
Call Spread	Secure	100C	100C03673	2017-6541-L	CITDV	Citibank, N.A.	259,721.50	12/14/2017	12/13/2018	GA
Asian	Spread 1	100S	100S03560	2017-6544-L	CITDV	Citibank, N.A.	25,900.08	12/14/2017	12/10/2018	GA
Call	Secure Par	100P	100P00787	2017-6546-L	CITDV	Citibank, N.A.	68,820.60	12/14/2017	12/7/2018	GA
Cliquet	MCI	100M	100M02356	2017-6545-L	DBDV	Deutsche Bank AG	67,607.64	12/14/2017	12/13/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00084-2	2017-6548-L	CITDV	Citibank, N.A.	3,295.34	12/14/2017	12/9/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00084-3	2017-6549-L	CITDV	Citibank, N.A.	2,920.42	12/14/2017	12/9/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00084-4	2017-6550-L	CITDV	Citibank, N.A.	2,624.42	12/14/2017	12/9/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00084-5	2017-6551-L	CITDV	Citibank, N.A.	2,375.86	12/14/2017	12/9/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00084-7	2017-6553-L	CITDV	Citibank, N.A.	13,493.09	12/14/2017	12/9/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00084-1	2017-6547-L	CITDV	Citibank, N.A.	3,856.12	12/14/2017	12/7/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00084-6	2017-6552-L	CITDV	Citibank, N.A.	2,159.84	12/14/2017	12/8/2023	GA
Digital	Trigger	10PT	10PT00881	2017-6555-L	SGDV	Societe Generale	56,391.48	12/15/2017	12/13/2018	GA
Call Spread	Secure	100C	100C03674	2017-6556-L	CITDV	Citibank, N.A.	462,194.46	12/15/2017	12/13/2018	GA
Asian	Spread 1	100S	100S03561	2017-6558-L	CITDV	Citibank, N.A.	106,342.07	12/15/2017	12/14/2018	GA
Cliquet	MCI	100M	100M02357	2017-6559-L	DBDV	Deutsche Bank AG	64,846.81	12/15/2017	12/14/2018	GA
Basket	Envoy Cap	10EC	10EC02239	2017-6560-L	CITDV	Citibank, N.A.	28,829.27	12/15/2017	12/15/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01154	2017-4165-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	27,100.00	12/14/2017	12/13/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00310	2017-6534-L	DBDV	Deutsche Bank AG	23,606.88	12/13/2017	12/13/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00311	2017-6540-L	DBDV	Deutsche Bank AG	17,005.45	12/14/2017	12/12/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00312	2017-6554-L	DBDV	Deutsche Bank AG	20,778.03	12/15/2017	12/13/2018	GA
Call Spread	Secure	100C	100C03675	2017-6565-L	CITDV	Citibank, N.A.	485,031.36	12/18/2017	12/14/2018	GA
Asian	Spread 1	100S	100S03562	2017-6567-L	CITDV	Citibank, N.A.	154,579.80	12/18/2017	12/15/2018	GA
Digital	Trigger	10PT	10PT00882	2017-6564-L	GSIDV	Goldman Sachs International	33,028.03	12/18/2017	12/14/2018	GA
Cliquet	MCI	100M	100M02358	2017-6576-L	CSBDV	Credit Suisse International	57,562.23	12/18/2017	12/15/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00085-1	2017-6569-L	CITDV	Citibank, N.A.	5,886.34	12/18/2017	12/14/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00085-3	2017-6571-L	CITDV	Citibank, N.A.	4,350.27	12/18/2017	12/14/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00085-4	2017-6572-L	CITDV	Citibank, N.A.	3,887.72	12/18/2017	12/14/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00085-5	2017-6574-L	CITDV	Citibank, N.A.	3,505.35	12/18/2017	12/14/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00085-6	2017-6573-L	CITDV	Citibank, N.A.	3,176.33	12/18/2017	12/14/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00085-2	2017-6570-L	CITDV	Citibank, N.A.	4,954.03	12/18/2017	12/13/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00085-7	2017-6575-L	CITDV	Citibank, N.A.	19,577.40	12/18/2017	12/13/2024	GA
Call Spread	Secure	100C	100C03676	2017-6589-L	CITDV	Citibank, N.A.	1,146,674.72	12/19/2017	12/17/2018	GA
Asian	Spread 1	100S	100S03563	2017-6591-L	CITDV	Citibank, N.A.	234,872.45	12/19/2017	12/17/2018	GA
Digital	Trigger	10PT	10PT00883	2017-6582-L	SGDV	Societe Generale	128,717.18	12/19/2017	12/17/2018	GA
Cliquet	MCI	100M	100M02359	2017-6594-L	DBDV	Deutsche Bank AG	238,218.51	12/19/2017	12/17/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01155	2017-4184-S	GSIDV	Goldman Sachs International	27,700.00	12/18/2017	12/13/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00086-1	2017-6577-L	CITDV	Citibank, N.A.	6,222.37	12/19/2017	12/13/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00086-2	2017-6578-L	CITDV	Citibank, N.A.	5,308.65	12/19/2017	12/13/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00086-4	2017-6581-L	CITDV	Citibank, N.A.	4,214.84	12/19/2017	12/13/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00086-5	2017-6583-L	CITDV	Citibank, N.A.	3,810.32	12/19/2017	12/13/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00086-6	2017-6579-L	CITDV	Citibank, N.A.	3,459.52	12/19/2017	12/13/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00086-7	2017-6584-L	CITDV	Citibank, N.A.	21,613.16	12/19/2017	12/13/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00086-3	2017-6580-L	CITDV	Citibank, N.A.	4,698.35	12/19/2017	12/11/2020	GA
Swaption	Interest Rate Benchmark	10RC	10RC01156	2017-4185-S	GSIDV	Goldman Sachs International	91,200.00	12/19/2017	12/17/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01157	2017-4190-S	GSIDV	Goldman Sachs International	71,500.00	12/20/2017	12/18/2018	GA
Call Spread	Secure	100C	100C03677	2017-6596-L	CITDV	Citibank, N.A.	437,628.24	12/20/2017	12/19/2018	GA
Asian	Spread 1	100S	100S03564	2017-6598-L	CITDV	Citibank, N.A.	42,064.32	12/20/2017	12/18/2018	GA
Digital	Trigger	10PT	10PT00884	2017-6601-L	SGDV	Societe Generale	68,880.33	12/20/2017	12/19/2018	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00035-1	2017-6603-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,992.47	12/20/2017	12/13/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00035-2	2017-6607-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,132.33	12/20/2017	12/13/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00035-4	2017-6614-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,564.93	12/20/2017	12/13/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00035-5	2017-6615-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,540.90	12/20/2017	12/13/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00035-6	2017-6616-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,634.86	12/20/2017	12/13/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00035-7	2017-6617-L	JPMDV	JPMORGAN CHASE BANK, N.A.	65,516.90	12/20/2017	12/13/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00035-3	2017-6611-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,739.23	12/20/2017	12/11/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00087-1	2017-6605-L	CITDV	Citibank, N.A.	5,946.08	12/20/2017	12/17/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00087-2	2017-6606-L	CITDV	Citibank, N.A.	5,157.63	12/20/2017	12/17/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00087-3	2017-6608-L	CITDV	Citibank, N.A.	4,598.97	12/20/2017	12/17/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00087-4	2017-6609-L	CITDV	Citibank, N.A.	4,147.08	12/20/2017	12/17/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00087-7	2017-6613-L	CITDV	Citibank, N.A.	21,415.99	12/20/2017	12/17/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00087-5	2017-6610-L	CITDV	Citibank, N.A.	3,762.92	12/20/2017	12/16/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00087-6	2017-6612-L	CITDV	Citibank, N.A.	3,424.62	12/20/2017	12/15/2023	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00314	2017-6599-L	DBDV	Deutsche Bank AG	42,161.50	12/20/2017	12/19/2018	GA
Digital	Trigger	10PT	10PT00885	2017-6620-L	GSIDV	Goldman Sachs International	24,788.84	12/21/2017	12/25/2018	GA
Basket	Envoy Cap	10EC	10EC02241	2017-6623-L	BARDV	Barclays Bank, PLC	19,945.63	12/21/2017	12/20/2018	GA
Cliquet	MCI	100M	100M02361	2017-6621-L	DBDV	Deutsche Bank AG	68,984.93	12/21/2017	12/18/2018	GA
Call Spread	Secure	100C	100C03678	2017-6622-L	WCHDV	Wells Fargo Bank, N. A.	237,842.87	12/21/2017	12/20/2018	GA
Asian	Spread 1	100S	100S03565	2017-6626-L	WCHDV	Wells Fargo Bank, N. A.	54,448.80	12/21/2017	12/19/2018	GA
Basket	Envoy Cap	10EC	10EC02240	2017-6586-L	CITDV	Citibank, N.A.	46,332.78	12/19/2017	12/16/2018	GA
Asian Call Spread	Regency	110R	110R01099	2017-6592-L	CITDV	Citibank, N.A.	37,747.03	12/19/2017	12/8/2018	GA
Call Spread	Secure	100C	100C03679	2017-6629-L	WCHDV	Wells Fargo Bank, N. A.	387,711.80	12/22/2017	12/21/2018	GA
Digital	Trigger	10PT	10PT00886	2017-6631-L	GSIDV	Goldman Sachs International	28,549.59	12/22/2017	12/22/2018	GA
Cliquet	MCI	100M	100M02362	2017-6633-L	GSIDV	Goldman Sachs International	94,854.98	12/22/2017	12/21/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00315	2017-6619-L	DBDV	Deutsche Bank AG	22,008.93	12/21/2017	12/20/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01158	2017-4191-S	GSIDV	Goldman Sachs International	26,000.00	12/21/2017	12/17/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01159	2017-4193-S	GSIDV	Goldman Sachs International	30,500.00	12/22/2017	12/21/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00316	2017-6628-L	DBDV	Deutsche Bank AG	20,193.32	12/22/2017	12/21/2018	GA
Digital	Trigger	10PT	10PT00887	2017-6638-L	CSBDV	Credit Suisse International	44,489.68	12/26/2017	12/20/2018	GA
Cliquet	MCI	100M	100M02363	2017-6635-L	MSIDV	Morgan Stanley & Co International, PLC	81,745.93	12/26/2017	12/22/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Call Spread	Secure	100C	100C03680	2017-6636-L	CITDV	Citibank, N.A.	477,824.16	12/26/2017	12/21/2018	GA
Asian	Spread 1	100S	100S03567	2017-6641-L	CITDV	Citibank, N.A.	150,251.52	12/26/2017	12/21/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00088-1	2017-6639-L	CITDV	Citibank, N.A.	7,657.12	12/26/2017	12/6/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00088-2	2017-6640-L	CITDV	Citibank, N.A.	6,468.36	12/26/2017	12/6/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00088-4	2017-6643-L	CITDV	Citibank, N.A.	5,098.19	12/26/2017	12/6/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00088-5	2017-6644-L	CITDV	Citibank, N.A.	4,601.77	12/26/2017	12/6/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00088-6	2017-6645-L	CITDV	Citibank, N.A.	4,172.64	12/26/2017	12/6/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00088-7	2017-6646-L	CITDV	Citibank, N.A.	24,533.80	12/26/2017	12/6/2024	GA
Cliquet	MCI	100M	100M02360	2017-6602-L	GSIDV	Goldman Sachs International	69,350.96	12/20/2017	12/19/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00088-3	2017-6642-L	CITDV	Citibank, N.A.	5,698.20	12/26/2017	12/4/2020	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00317	2017-6634-L	DBDV	Deutsche Bank AG	14,911.96	12/26/2017	12/27/2018	GA
Call Spread	Secure	100C	100C03681	2017-6648-L	BARDV	Barclays Bank, PLC	946,269.80	12/27/2017	12/24/2018	GA
Asian	Spread 1	100S	100S03568	2017-6650-L	BARDV	Barclays Bank, PLC	132,962.10	12/27/2017	12/24/2018	GA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00030C	2017-6654-L	BARDV	Barclays Bank, PLC	23,232.25	12/27/2017	12/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00030P	2017-6656-L	BARDV	Barclays Bank, PLC	(25,290.85)	12/27/2017	12/24/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr MSCI EAFE	11CM	11CM00013C	2017-6651-L	BARDV	Barclays Bank, PLC	33,798.30	12/27/2017	12/18/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr MSCI EAFE	11CM	11CM00013P	2017-6653-L	BARDV	Barclays Bank, PLC	(28,385.60)	12/27/2017	12/18/2018	SA
Swaption	Interest Rate Benchmark	10RC	10RC01160	2017-4211-S	GSIDV	Goldman Sachs International	116,800.00	12/27/2017	12/21/2018	GA
Digital	Trigger	10PT	10PT00888	2017-6659-L	SGDV	Societe Generale	77,652.89	12/27/2017	12/24/2018	GA
Basket	Envoy Cap	10EC	10EC02242	2017-6661-L	CITDV	Citibank, N.A.	35,447.11	12/27/2017	12/22/2018	GA
Cliquet	MCI	100M	100M02364	2017-6657-L	MSIDV	Morgan Stanley & Co International, PLC	192,721.39	12/27/2017	12/23/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00089-3	2017-6662-L	CITDV	Citibank, N.A.	2,848.69	12/27/2017	12/22/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00089-4	2017-6664-L	CITDV	Citibank, N.A.	2,566.92	12/27/2017	12/22/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00089-5	2017-6665-L	CITDV	Citibank, N.A.	2,328.47	12/27/2017	12/22/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00089-6	2017-6666-L	CITDV	Citibank, N.A.	2,119.29	12/27/2017	12/22/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00089-1	2017-6658-L	CITDV	Citibank, N.A.	3,707.06	12/27/2017	12/21/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00089-2	2017-6660-L	CITDV	Citibank, N.A.	3,202.38	12/27/2017	12/20/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00089-7	2017-6668-L	CITDV	Citibank, N.A.	13,256.03	12/27/2017	12/20/2024	GA
Swaption	Interest Rate Benchmark	10RC	10RC01161	2017-4212-S	GSIDV	Goldman Sachs International	27,500.00	12/28/2017	12/24/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00318	2017-6647-L	DBDV	Deutsche Bank AG	25,893.96	12/27/2017	12/24/2018	GA
Digital	Trigger	10PT	10PT00889	2017-6678-L	CSBDV	Credit Suisse International	32,380.59	12/28/2017	12/28/2018	GA
Call Spread	Secure	100C	100C03682	2017-6671-L	SGDV	Societe Generale	428,909.65	12/28/2017	12/27/2018	GA
Asian	Spread 1	100S	100S03569	2017-6675-L	SGDV	Societe Generale	54,959.78	12/28/2017	12/26/2018	GA
Cliquet	MCI	100M	100M02365	2017-6686-L	DBDV	Deutsche Bank AG	147,489.01	12/28/2017	12/26/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00090-1	2017-6679-L	CITDV	Citibank, N.A.	5,259.14	12/28/2017	12/26/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00090-2	2017-6680-L	CITDV	Citibank, N.A.	4,538.60	12/28/2017	12/26/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00090-6	2017-6684-L	CITDV	Citibank, N.A.	2,999.42	12/28/2017	12/26/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00090-3	2017-6681-L	CITDV	Citibank, N.A.	4,038.29	12/28/2017	12/24/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00090-4	2017-6682-L	CITDV	Citibank, N.A.	3,637.57	12/28/2017	12/23/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00090-5	2017-6683-L	CITDV	Citibank, N.A.	3,297.71	12/28/2017	12/23/2022	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00319	2017-6676-L	DBDV	Deutsche Bank AG	36,271.12	12/28/2017	12/27/2018	GA
Digital	Trigger	10PT	10PT00890	2017-6700-L	GSIDV	Goldman Sachs International	28,495.82	12/29/2017	12/26/2018	GA
Call Spread	Secure	100C	100C03683	2017-6694-L	RBCDV	Royal Bank of Canada	510,832.53	12/29/2017	12/28/2018	GA
Call	Secure Par	100P	100P00788	2017-6697-L	RBCDV	Royal Bank of Canada	60,487.01	12/29/2017	12/20/2018	GA
Asian	Spread 1	100S	100S03570	2017-6696-L	RBCDV	Royal Bank of Canada	104,791.17	12/29/2017	12/27/2018	GA
Basket	Envoy Cap	10EC	10EC02243	2017-6692-L	SGDV	Societe Generale	26,488.17	12/29/2017	12/27/2018	GA
Cliquet	MCI	100M	100M02366	2017-6705-L	GSIDV	Goldman Sachs International	74,704.50	12/29/2017	12/26/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00091-1	2017-6698-L	CITDV	Citibank, N.A.	3,909.99	12/29/2017	12/27/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00091-2	2017-6699-L	CITDV	Citibank, N.A.	3,373.73	12/29/2017	12/27/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00091-4	2017-6702-L	CITDV	Citibank, N.A.	2,703.01	12/29/2017	12/27/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00091-5	2017-6703-L	CITDV	Citibank, N.A.	2,450.94	12/29/2017	12/27/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00091-6	2017-6704-L	CITDV	Citibank, N.A.	2,230.21	12/29/2017	12/27/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00091-7	2017-6706-L	CITDV	Citibank, N.A.	13,824.75	12/29/2017	12/27/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00091-3	2017-6701-L	CITDV	Citibank, N.A.	3,002.50	12/29/2017	12/24/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00068-7	2017-6134-L	CITDV	Citibank, N.A.	17,025.90	11/8/2017	11/1/2024	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00313	2017-6595-L	DBDV	Deutsche Bank AG	31,667.13	12/19/2017	12/14/2018	GA
Asian	Spread 1	100S	100S03566	2017-6632-L	WCHDV	Wells Fargo Bank, N. A.	121,135.41	12/22/2017	12/22/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00320	2017-6691-L	DBDV	Deutsche Bank AG	23,444.73	12/29/2017	12/28/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00090-7	2017-6685-L	CITDV	Citibank, N.A.	18,756.20	12/28/2017	12/26/2024	GA
Call Spread	Secure	100C	100C03684	2018-6708-L	BNPDV	BNP Paribas	352,563.20	1/2/2018	12/30/2018	GA
Asian	Spread 1	100S	100S03571	2018-6707-L	BNPDV	BNP Paribas	73,525.76	1/2/2018	12/28/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00321	2018-6710-L	DBDV	Deutsche Bank AG	35,723.80	1/2/2018	12/28/2018	GA
Call Spread	Secure	100C	100C03685	2018-6733-L	CITDV	Citibank, N.A.	1,105,891.32	1/3/2018	12/31/2018	GA
Asian	Spread 1	100S	100S03572	2018-6735-L	CITDV	Citibank, N.A.	203,217.84	1/3/2018	12/31/2018	GA
Digital	Trigger	10PT	10PT00891	2018-6736-L	HSBDV	HSBC Bank USA, National Association	141,160.90	1/3/2018	12/31/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00322	2018-6730-L	DBDV	Deutsche Bank AG	36,586.56	1/3/2018	12/31/2018	GA
Digital	Trigger	10PT	10PT00892	2018-6748-L	CSBDV	Credit Suisse International	29,509.51	1/4/2018	1/2/2019	GA
Call Spread	Secure	100C	100C03686	2018-6749-L	RBCDV	Royal Bank of Canada	288,325.80	1/4/2018	1/2/2019	GA
Asian	Spread 1	100S	100S03573	2018-6751-L	RBCDV	Royal Bank of Canada	98,303.80	1/4/2018	1/3/2019	GA
Cliquet	MCI	100M	100M02369	2018-6752-L	GSIDV	Goldman Sachs International	69,716.98	1/4/2018	1/1/2019	GA
Cliquet	MCI	100M	100M02368	2018-6743-L	GSIDV	Goldman Sachs International	251,182.44	1/3/2018	12/31/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00323	2018-6753-L	DBDV	Deutsche Bank AG	36,150.52	1/4/2018	1/1/2019	GA
Call Spread	Secure	100C	100C03687	2018-6757-L	BARDV	Barclays Bank, PLC	335,290.39	1/5/2018	1/4/2019	GA
Asian	Spread 1	100S	100S03574	2018-6759-L	BARDV	Barclays Bank, PLC	106,027.12	1/5/2018	1/3/2019	GA
Cliquet	MCI	100M	100M02370	2018-6760-L	CSBDV	Credit Suisse International	57,044.27	1/5/2018	1/2/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00324	2018-6754-L	DBDV	Deutsche Bank AG	36,881.94	1/5/2018	1/4/2019	GA
Call Spread	Secure	100C	100C03688	2018-6773-L	NATDV	NATIXIS SA	319,930.26	1/8/2018	1/6/2019	GA
Asian	Spread 1	100S	100S03575	2018-6779-L	NATDV	NATIXIS SA	75,429.62	1/8/2018	1/1/2019	GA
Digital	Trigger	10PT	10PT00893	2018-6781-L	NATDV	NATIXIS SA	29,725.83	1/8/2018	1/5/2019	GA
Call Spread	Secure	100C	100C03689	2018-1383879-L	UBSDV	UBS AG	819,373.36	1/9/2018	1/7/2019	GA
Asian	Spread 1	100S	100S03576	2018-1383881-L	UBSDV	UBS AG	112,789.30	1/9/2018	1/6/2019	GA
Digital	Trigger	10PT	10PT00894	2018-1383864-L	CSBDV	Credit Suisse International	85,186.71	1/9/2018	1/7/2019	GA
Cliquet	MCI	100M	100M02372	2018-1383906-L	MSIDV	Morgan Stanley & Co International, PLC	162,762.55	1/9/2018	1/6/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00325	2018-1383905-L	DBDV	Deutsche Bank AG	33,617.29	1/9/2018	1/9/2019	GA
Call Spread	Secure	100C	100C03690	2018-1399615-L	NATDV	NATIXIS SA	376,950.60	1/10/2018	1/9/2019	GA
Call	Secure Par	100P	100P00789	2018-1399617-L	NATDV	NATIXIS SA	62,974.80	1/10/2018	1/3/2019	GA
Asian	Spread 1	100S	100S03577	2018-1399618-L	NATDV	NATIXIS SA	54,040.80	1/10/2018	1/7/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Cliquet	MCI	100M	100M02373	2018-1399647-L	DBDV	Deutsche Bank AG	77,409.08	1/10/2018	1/8/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00326	2018-1399610-L	DBDV	Deutsche Bank AG	36,379.02	1/10/2018	1/9/2019	GA
Digital	Trigger	10PT	10PT00895	2018-1402876-L	GSIDV	Goldman Sachs International	23,646.97	1/11/2018	1/9/2019	GA
Call Spread	Secure	100C	100C03691	2018-1402851-L	BOADV	Bank of America, N.A.	199,866.24	1/11/2018	1/10/2019	GA
Asian	Spread 1	100S	100S03578	2018-1402853-L	BOADV	Bank of America, N.A.	25,239.94	1/11/2018	1/9/2019	GA
Asian Call Spread	Regency	110R	110R01100	2018-1402854-L	BOADV	Bank of America, N.A.	40,995.72	1/11/2018	12/25/2018	GA
Cliquet	MCI	100M	100M02374	2018-1402881-L	CSBDV	Credit Suisse International	58,537.43	1/11/2018	1/9/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00327	2018-1402826-L	DBDV	Deutsche Bank AG	23,436.00	1/11/2018	1/10/2019	GA
Call Spread	Secure	100C	100C03692	2018-1406070-L	BARDV	Barclays Bank, PLC	333,639.90	1/12/2018	1/11/2019	GA
Asian	Spread 1	100S	100S03579	2018-1406072-L	BARDV	Barclays Bank, PLC	65,901.35	1/12/2018	1/10/2019	GA
Digital	Trigger	10PT	10PT00896	2018-1406077-L	NATDV	NATIXIS SA	39,386.33	1/12/2018	1/11/2019	GA
Cliquet	MCI	100M	100M02375	2018-1406079-L	MSIDV	Morgan Stanley & Co International, PLC	93,959.61	1/12/2018	1/9/2019	GA
Call Spread	Secure	100C	100C03693	2018-1409370-L	BARDV	Barclays Bank, PLC	303,352.52	1/16/2018	1/11/2019	GA
Asian	Spread 1	100S	100S03580	2018-1409372-L	BARDV	Barclays Bank, PLC	127,671.75	1/16/2018	1/10/2019	GA
Cliquet	MCI	100M	100M02376	2018-1409377-L	BOADV	Bank of America, N.A.	76,864.59	1/16/2018	1/11/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00328	2018-1409369-L	DBDV	Deutsche Bank AG	51,549.54	1/16/2018	1/12/2019	GA
Digital	Trigger	10PT	10PT00897	2018-1412689-L	GSIDV	Goldman Sachs International	136,432.31	1/17/2018	1/14/2019	GA
Call Spread	Secure	100C	100C03694	2018-1412685-L	NATDV	NATIXIS SA	1,061,966.88	1/17/2018	1/14/2019	GA
Asian	Spread 1	100S	100S03581	2018-1412688-L	NATDV	NATIXIS SA	227,496.84	1/17/2018	1/13/2019	GA
Cliquet	MCI	100M	100M02377	2018-1412692-L	DBDV	Deutsche Bank AG	240,597.37	1/17/2018	1/13/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00329	2018-1412683-L	DBDV	Deutsche Bank AG	75,104.64	1/17/2018	1/14/2019	GA
Call Spread	Secure	100C	100C03695	2018-1415938-L	HSBDV	HSBC Bank USA, National Association	235,737.81	1/18/2018	1/18/2019	GA
Asian	Spread 1	100S	100S03582	2018-1415940-L	HSBDV	HSBC Bank USA, National Association	85,846.45	1/18/2018	1/14/2019	GA
Cliquet	MCI	100M	100M02378	2018-1415941-L	UBSDV	UBS AG	79,347.37	1/18/2018	1/16/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00330	2018-1415942-L	DBDV	Deutsche Bank AG	35,815.13	1/18/2018	1/17/2019	GA
Call Spread	Secure	100C	100C03696	2018-1419196-L	SGDV	Societe Generale	197,283.30	1/19/2018	1/18/2019	GA
Asian	Spread 1	100S	100S03583	2018-1419197-L	SGDV	Societe Generale	45,717.33	1/19/2018	1/14/2019	GA
Digital	Trigger	10PT	10PT00898	2018-1419170-L	HSBDV	HSBC Bank USA, National Association	31,684.26	1/19/2018	1/15/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Cliquet	MCI	100M	100M02379	2018-1419169-L	UBSDV	UBS AG	62,006.04	1/19/2018	1/18/2019	GA
Cliquet	MCI	100M	100M02371	2018-6785-L	MSIDV	Morgan Stanley & Co International, PLC	53,995.14	1/8/2018	1/4/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01162	2018-4231-S	CITDV	Citibank, N.A.	34,500.00	1/2/2018	12/27/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01163	2018-4232-S	GSIDV	Goldman Sachs International	59,600.00	1/3/2018	12/31/2018	GA
Swaption	Interest Rate Benchmark	10RC	10RC01164	2018-4233-S	GSIDV	Goldman Sachs International	26,900.00	1/4/2018	1/2/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01165	2018-4280-S	GSIDV	Goldman Sachs International	23,900.00	1/8/2018	1/4/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01166	2018-4282-S	GSIDV	Goldman Sachs International	69,500.00	1/9/2018	1/4/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01167	2018-4283-S	GSIDV	Goldman Sachs International	27,400.00	1/10/2018	1/9/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01168	2018-4287-S	GSIDV	Goldman Sachs International	36,400.00	1/11/2018	1/10/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01169	2018-4414-S	GSIDV	Goldman Sachs International	25,400.00	1/16/2018	1/9/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01170	2018-4415-S	GSIDV	Goldman Sachs International	91,100.00	1/17/2018	1/11/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01171	2018-4416-S	GSIDV	Goldman Sachs International	33,200.00	1/18/2018	1/11/2019	GA
Call Spread	Secure	100C	100C03697	2018-1422443-L	SGDV	Societe Generale	379,012.20	1/22/2018	1/18/2019	GA
Asian	Spread 1	100S	100S03584	2018-1422445-L	SGDV	Societe Generale	125,683.80	1/22/2018	1/18/2019	GA
Cliquet	MCI	100M	100M02380	2018-1422438-L	CSBDV	Credit Suisse International	65,721.89	1/22/2018	1/19/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01172	2018-4437-S	GSIDV	Goldman Sachs International	75,500.00	1/23/2018	1/18/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00331	2018-1422452-L	DBDV	Deutsche Bank AG	45,364.80	1/22/2018	1/20/2019	GA
Call Spread	Secure	100C	100C03698	2018-1425711-L	WCHDV	Wells Fargo Bank, N. A.	901,496.34	1/23/2018	1/21/2019	GA
Asian	Spread 1	100S	100S03585	2018-1425714-L	WCHDV	Wells Fargo Bank, N. A.	205,104.63	1/23/2018	1/20/2019	GA
Call	Secure Par	100P	100P00790	2018-1425713-L	WCHDV	Wells Fargo Bank, N. A.	78,331.92	1/23/2018	1/15/2019	GA
Digital	Trigger	10PT	10PT00899	2018-1425723-L	GSIDV	Goldman Sachs International	96,607.23	1/23/2018	1/20/2019	GA
Cliquet	MCI	100M	100M02381	2018-1425724-L	CSBDV	Credit Suisse International	204,140.61	1/23/2018	1/20/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00332	2018-1425697-L	DBDV	Deutsche Bank AG	23,655.50	1/23/2018	1/19/2019	GA
Call Spread	Secure	100C	100C03699	2018-1428997-L	SGDV	Societe Generale	267,549.60	1/24/2018	1/24/2019	GA
Asian	Spread 1	100S	100S03586	2018-1428999-L	SGDV	Societe Generale	56,028.20	1/24/2018	1/23/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Digital	Trigger	10PT	10PT00900	2018-1428996-L	SGDV	Societe Generale	34,279.95	1/24/2018	1/20/2019	GA
Cliquet	MCI	100M	100M02382	2018-1429021-L	MSIDV	Morgan Stanley & Co International, PLC	94,064.30	1/24/2018	1/23/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00333	2018-1429000-L	DBDV	Deutsche Bank AG	34,615.68	1/24/2018	1/19/2019	GA
Call Spread	Secure	100C	100C03700	2018-1432298-L	WCHDV	Wells Fargo Bank, N. A.	247,210.76	1/25/2018	1/25/2019	GA
Asian	Spread 1	100S	100S03587	2018-1432300-L	WCHDV	Wells Fargo Bank, N. A.	134,081.44	1/25/2018	1/18/2019	GA
Asian Call Spread	Regency	110R	110R01101	2018-1432301-L	WCHDV	Wells Fargo Bank, N. A.	41,189.07	1/25/2018	1/21/2019	GA
Digital	Trigger	10PT	10PT00901	2018-1432309-L	GSIDV	Goldman Sachs International	28,706.13	1/25/2018	1/24/2019	GA
Cliquet	MCI	100M	100M02383	2018-1434188-L	CSBDV	Credit Suisse International	115,051.05	1/25/2018	1/23/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01173	2018-4446-S	GSIDV	Goldman Sachs International	32,500.00	1/24/2018	1/18/2019	GA
Call Spread	Secure	100C	100C03701	2018-1437443-L	GSIDV	Goldman Sachs International	383,966.10	1/26/2018	1/25/2019	GA
Asian	Spread 1	100S	100S03588	2018-1437445-L	GSIDV	Goldman Sachs International	147,163.98	1/26/2018	1/24/2019	GA
Digital	Trigger	10PT	10PT00902	2018-1437458-L	CSBDV	Credit Suisse International	33,871.05	1/26/2018	1/24/2019	GA
Cliquet	MCI	100M	100M02384	2018-1437460-L	UBSDV	UBS AG	66,142.88	1/26/2018	1/26/2019	GA
Basket	Envoy Cap	10EC	10EC02244	2018-6737-L	CITDV	Citibank, N.A.	21,416.98	1/3/2018	12/31/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00093-1	2018-6738-L	CITDV	Citibank, N.A.	5,386.82	1/3/2018	12/21/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00093-3	2018-6741-L	CITDV	Citibank, N.A.	3,918.56	1/3/2018	12/21/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00093-4	2018-6744-L	CITDV	Citibank, N.A.	3,489.35	1/3/2018	12/21/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00093-5	2018-6745-L	CITDV	Citibank, N.A.	3,138.04	1/3/2018	12/21/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00093-6	2018-6746-L	CITDV	Citibank, N.A.	2,837.12	1/3/2018	12/21/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00093-2	2018-6739-L	CITDV	Citibank, N.A.	4,487.04	1/3/2018	12/20/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00093-7	2018-6747-L	CITDV	Citibank, N.A.	17,721.16	1/3/2018	12/20/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00092-1	2018-6711-L	CITDV	Citibank, N.A.	8,524.84	1/2/2018	12/27/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00092-2	2018-6719-L	CITDV	Citibank, N.A.	7,330.86	1/2/2018	12/27/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00092-4	2018-6725-L	CITDV	Citibank, N.A.	5,857.18	1/2/2018	12/27/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00092-6	2018-6728-L	CITDV	Citibank, N.A.	4,823.67	1/2/2018	12/27/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00092-7	2018-6729-L	CITDV	Citibank, N.A.	30,168.11	1/2/2018	12/27/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00092-3	2018-6724-L	CITDV	Citibank, N.A.	6,514.17	1/2/2018	12/24/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00092-5	2018-6727-L	CITDV	Citibank, N.A.	5,305.50	1/2/2018	12/27/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00036-2	2018-6714-L	JPMDV	JPMORGAN CHASE BANK, N.A.	16,771.63	1/2/2018	12/24/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00036-3	2018-6715-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,002.98	1/2/2018	12/24/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00036-7	2018-6721-L	JPMDV	JPMORGAN CHASE BANK, N.A.	76,204.94	1/2/2018	12/24/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00036-1	2018-6713-L	JPMDV	JPMORGAN CHASE BANK, N.A.	19,251.68	1/2/2018	12/24/2018	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00036-4	2018-6716-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,592.08	1/2/2018	12/23/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00036-5	2018-6717-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,352.01	1/2/2018	12/23/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00036-6	2018-6718-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,259.28	1/2/2018	12/22/2023	GA
Basket	Envoy Cap	10EC	10EC02245	2018-6775-L	CITDV	Citibank, N.A.	33,338.07	1/8/2018	1/3/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00094-1	2018-6771-L	CITDV	Citibank, N.A.	5,124.18	1/8/2018	12/24/2018	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00094-2	2018-6774-L	CITDV	Citibank, N.A.	4,293.67	1/8/2018	12/24/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00094-3	2018-6778-L	CITDV	Citibank, N.A.	3,762.81	1/8/2018	12/24/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00094-4	2018-6782-L	CITDV	Citibank, N.A.	3,357.58	1/8/2018	12/23/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00094-5	2018-6783-L	CITDV	Citibank, N.A.	3,023.31	1/8/2018	12/23/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00094-6	2018-6784-L	CITDV	Citibank, N.A.	2,736.92	1/8/2018	12/22/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00094-7	2018-6786-L	CITDV	Citibank, N.A.	17,068.49	1/8/2018	12/24/2024	GA
Basket	Envoy Cap	10EC	10EC02246	2018-1409405-L	GSIDV	Goldman Sachs International	21,467.26	1/16/2018	1/9/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00095-2	2018-1383909-L	CITDV	Citibank, N.A.	3,888.95	1/9/2018	1/8/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00095-3	2018-1383910-L	CITDV	Citibank, N.A.	3,442.35	1/9/2018	1/8/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00095-6	2018-1383913-L	CITDV	Citibank, N.A.	2,533.89	1/9/2018	1/8/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00095-7	2018-1383914-L	CITDV	Citibank, N.A.	15,860.54	1/9/2018	1/8/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00095-1	2018-1383908-L	CITDV	Citibank, N.A.	4,547.82	1/9/2018	1/8/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00095-4	2018-1383911-L	CITDV	Citibank, N.A.	3,089.20	1/9/2018	1/7/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00095-5	2018-1383912-L	CITDV	Citibank, N.A.	2,792.62	1/9/2018	1/6/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00096-2	2018-1399641-L	CITDV	Citibank, N.A.	3,935.34	1/10/2018	1/6/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00096-3	2018-1399642-L	CITDV	Citibank, N.A.	3,485.93	1/10/2018	1/6/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00096-4	2018-1399643-L	CITDV	Citibank, N.A.	3,129.25	1/10/2018	1/6/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00096-5	2018-1399644-L	CITDV	Citibank, N.A.	2,829.27	1/10/2018	1/6/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00096-1	2018-1399640-L	CITDV	Citibank, N.A.	4,597.32	1/10/2018	1/4/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00096-6	2018-1399645-L	CITDV	Citibank, N.A.	2,568.02	1/10/2018	1/5/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00097-1	2018-1406103-L	CITDV	Citibank, N.A.	4,552.01	1/12/2018	1/2/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00097-2	2018-1406104-L	CITDV	Citibank, N.A.	3,785.19	1/12/2018	1/2/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00097-6	2018-1406108-L	CITDV	Citibank, N.A.	2,378.20	1/12/2018	1/2/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00097-3	2018-1406105-L	CITDV	Citibank, N.A.	3,302.12	1/12/2018	12/31/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00097-4	2018-1406106-L	CITDV	Citibank, N.A.	2,934.92	1/12/2018	12/31/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00097-5	2018-1406107-L	CITDV	Citibank, N.A.	2,635.16	1/12/2018	12/30/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00037-1	2018-1406089-L	JPMDV	JPMORGAN CHASE BANK, N.A.	16,634.06	1/12/2018	1/2/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00037-2	2018-1406090-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,254.07	1/12/2018	1/2/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00037-6	2018-1406094-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,347.93	1/12/2018	1/2/2024	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00037-3	2018-1406091-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,646.87	1/12/2018	12/31/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00037-4	2018-1406092-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,388.84	1/12/2018	12/31/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00037-5	2018-1406093-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,307.73	1/12/2018	12/30/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00098-1	2018-1409386-L	CITDV	Citibank, N.A.	5,224.42	1/16/2018	1/4/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00098-3	2018-1409388-L	CITDV	Citibank, N.A.	3,784.94	1/16/2018	1/4/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00098-4	2018-1409389-L	CITDV	Citibank, N.A.	3,363.85	1/16/2018	1/4/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00098-6	2018-1409391-L	CITDV	Citibank, N.A.	2,727.10	1/16/2018	1/4/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00098-5	2018-1409390-L	CITDV	Citibank, N.A.	3,019.89	1/16/2018	1/4/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00098-2	2018-1409387-L	CITDV	Citibank, N.A.	4,342.10	1/16/2018	1/3/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00098-7	2018-1409392-L	CITDV	Citibank, N.A.	17,083.40	1/16/2018	1/3/2025	GA
Basket	Envoy Cap	10EC	10EC02247	2018-1422450-L	CITDV	Citibank, N.A.	41,560.99	1/22/2018	1/20/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00099-3	2018-1412695-L	CITDV	Citibank, N.A.	5,473.95	1/17/2018	1/12/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00099-4	2018-1412696-L	CITDV	Citibank, N.A.	4,886.28	1/17/2018	1/12/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00099-5	2018-1412697-L	CITDV	Citibank, N.A.	4,400.67	1/17/2018	1/12/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00099-1	2018-1412693-L	CITDV	Citibank, N.A.	7,407.00	1/17/2018	1/11/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00099-2	2018-1412694-L	CITDV	Citibank, N.A.	6,238.12	1/17/2018	1/10/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00099-6	2018-1412698-L	CITDV	Citibank, N.A.	3,982.86	1/17/2018	1/12/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00099-7	2018-1412699-L	CITDV	Citibank, N.A.	24,910.74	1/17/2018	1/10/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00100-1	2018-1419178-L	CITDV	Citibank, N.A.	5,228.75	1/19/2018	1/17/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00100-2	2018-1419179-L	CITDV	Citibank, N.A.	4,473.81	1/19/2018	1/17/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00100-5	2018-1419182-L	CITDV	Citibank, N.A.	3,203.73	1/19/2018	1/17/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00100-6	2018-1419183-L	CITDV	Citibank, N.A.	2,904.68	1/19/2018	1/17/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00100-7	2018-1419184-L	CITDV	Citibank, N.A.	18,201.32	1/19/2018	1/17/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00100-3	2018-1419180-L	CITDV	Citibank, N.A.	3,958.68	1/19/2018	1/15/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00100-4	2018-1419181-L	CITDV	Citibank, N.A.	3,549.96	1/19/2018	1/14/2022	GA
Basket	Envoy Cap	10EC	10EC02248	2018-1425754-L	NATDV	NATIXIS SA	35,151.61	1/23/2018	1/21/2019	GA
Basket	Envoy Cap	10EC	10EC02249	2018-1437491-L	CITDV	Citibank, N.A.	28,807.65	1/26/2018	1/25/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00101-3	2018-1425727-L	CITDV	Citibank, N.A.	7,526.26	1/23/2018	1/19/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00101-4	2018-1425728-L	CITDV	Citibank, N.A.	6,703.88	1/23/2018	1/19/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00101-6	2018-1425730-L	CITDV	Citibank, N.A.	5,443.50	1/23/2018	1/19/2024	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00334	2018-1437449-L	DBDV	Deutsche Bank AG	29,965.32	1/26/2018	1/29/2019	GA
Call Spread	Secure	100C	100C03702	2018-1440802-L	BOADV	Bank of America, N.A.	379,074.93	1/29/2018	1/28/2019	GA
Asian	Spread 1	100S	100S03589	2018-1440801-L	BOADV	Bank of America, N.A.	126,465.20	1/29/2018	1/24/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00103-3	2018-1440788-L	CITDV	Citibank, N.A.	5,021.16	1/29/2018	1/20/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00103-4	2018-1440789-L	CITDV	Citibank, N.A.	4,469.92	1/29/2018	1/20/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00103-5	2018-1440790-L	CITDV	Citibank, N.A.	4,015.22	1/29/2018	1/20/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00103-1	2018-1440786-L	CITDV	Citibank, N.A.	6,845.48	1/29/2018	1/18/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00103-2	2018-1440787-L	CITDV	Citibank, N.A.	5,741.25	1/29/2018	1/17/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00103-6	2018-1440791-L	CITDV	Citibank, N.A.	3,627.06	1/29/2018	1/19/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00103-7	2018-1440792-L	CITDV	Citibank, N.A.	22,668.11	1/29/2018	1/17/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00101-1	2018-1425725-L	CITDV	Citibank, N.A.	10,259.00	1/23/2018	1/18/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00101-2	2018-1425726-L	CITDV	Citibank, N.A.	8,602.66	1/23/2018	1/17/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00101-5	2018-1425729-L	CITDV	Citibank, N.A.	6,024.96	1/23/2018	1/19/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00102-1	2018-1429007-L	CITDV	Citibank, N.A.	5,475.29	1/24/2018	1/16/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00102-2	2018-1429008-L	CITDV	Citibank, N.A.	4,581.90	1/24/2018	1/16/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00102-6	2018-1429012-L	CITDV	Citibank, N.A.	2,893.76	1/24/2018	1/16/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00102-7	2018-1429013-L	CITDV	Citibank, N.A.	18,118.68	1/24/2018	1/16/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00102-3	2018-1429009-L	CITDV	Citibank, N.A.	4,008.15	1/24/2018	1/15/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00102-4	2018-1429010-L	CITDV	Citibank, N.A.	3,568.49	1/24/2018	1/14/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00102-5	2018-1429011-L	CITDV	Citibank, N.A.	3,206.18	1/24/2018	1/13/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00038-1	2018-1425715-L	JPMDV	JPMORGAN CHASE BANK, N.A.	16,788.24	1/23/2018	1/15/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00038-2	2018-1425716-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,536.01	1/23/2018	1/15/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00038-3	2018-1425717-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,966.38	1/23/2018	1/15/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00038-7	2018-1425721-L	JPMDV	JPMORGAN CHASE BANK, N.A.	67,347.79	1/23/2018	1/15/2025	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00038-4	2018-1425718-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,686.43	1/23/2018	1/14/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00038-5	2018-1425719-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,607.78	1/23/2018	1/13/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00038-6	2018-1425720-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,649.58	1/23/2018	1/12/2024	GA
Swaption	Interest Rate Benchmark	10RC	10RC01174	2018-4455-S	GSIDV	Goldman Sachs International	31,800.00	1/26/2018	1/24/2019	GA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00022C	2018-1437446-L	GSIDV	Goldman Sachs International	22,391.02	1/26/2018	12/28/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00022P	2018-1437448-L	GSIDV	Goldman Sachs International	(16,421.92)	1/26/2018	12/28/2018	SA
Call Spread	Secure	100C	100C03703	2018-1444116-L	RBCDV	Royal Bank of Canada	783,405.84	1/30/2018	1/29/2019	GA
Asian	Spread 1	100S	100S03590	2018-1444118-L	RBCDV	Royal Bank of Canada	144,925.20	1/30/2018	1/27/2019	GA
Digital	Trigger	10PT	10PT00903	2018-1444115-L	CSBDV	Credit Suisse International	91,448.54	1/30/2018	1/28/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00096-7	2018-1399646-L	CITDV	Citibank, N.A.	16,071.66	1/10/2018	1/6/2025	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00097-7	2018-1406109-L	CITDV	Citibank, N.A.	14,906.91	1/12/2018	1/2/2025	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00037-7	2018-1406095-L	JPMDV	JPMORGAN CHASE BANK, N.A.	65,054.18	1/12/2018	1/2/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00101-7	2018-1425731-L	CITDV	Citibank, N.A.	34,123.84	1/23/2018	1/17/2025	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00335	2018-1440777-L	DBDV	Deutsche Bank AG	55,798.00	1/29/2018	1/25/2019	GA
Cliquet	MCI	100M	100M02385	2018-1444169-L	CSBDV	Credit Suisse International	51,176.29	1/29/2018	1/28/2019	GA
Call Spread	Secure	100C	100C03704	2018-1447454-L	CITDV	Citibank, N.A.	265,097.76	1/31/2018	1/31/2019	GA
Asian	Spread 1	100S	100S03591	2018-1447456-L	CITDV	Citibank, N.A.	33,764.50	1/31/2018	1/29/2019	GA
Digital	Trigger	10PT	10PT00904	2018-1447453-L	CSBDV	Credit Suisse International	24,707.91	1/31/2018	1/28/2019	GA
Cliquet	MCI	100M	100M02386	2018-1444119-L	MSIDV	Morgan Stanley & Co International, PLC	178,692.96	1/30/2018	1/25/2019	GA
Basket	Envoy Cap	10EC	10EC02250	2018-1447487-L	NATDV	NATIXIS SA	47,292.82	1/31/2018	1/28/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01175	2018-4480-S	GSIDV	Goldman Sachs International	94,400.00	1/30/2018	1/25/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00336	2018-1444108-L	DBDV	Deutsche Bank AG	29,456.84	1/30/2018	1/29/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00104-1	2018-1444135-L	CITDV	Citibank, N.A.	6,790.19	1/30/2018	1/28/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00104-3	2018-1444137-L	CITDV	Citibank, N.A.	5,514.70	1/30/2018	1/28/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00104-4	2018-1444138-L	CITDV	Citibank, N.A.	5,010.05	1/30/2018	1/28/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00104-7	2018-1444141-L	CITDV	Citibank, N.A.	26,170.92	1/30/2018	1/28/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00104-2	2018-1444136-L	CITDV	Citibank, N.A.	6,097.58	1/30/2018	1/28/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00104-5	2018-1444139-L	CITDV	Citibank, N.A.	4,565.08	1/30/2018	1/27/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00104-6	2018-1444140-L	CITDV	Citibank, N.A.	4,166.86	1/30/2018	1/26/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00105-1	2018-1447469-L	CITDV	Citibank, N.A.	4,666.36	1/31/2018	1/30/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00105-2	2018-1447470-L	CITDV	Citibank, N.A.	4,105.86	1/31/2018	1/30/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00105-5	2018-1447473-L	CITDV	Citibank, N.A.	3,015.44	1/31/2018	1/30/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00105-6	2018-1447474-L	CITDV	Citibank, N.A.	2,743.83	1/31/2018	1/30/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00105-7	2018-1447475-L	CITDV	Citibank, N.A.	17,224.73	1/31/2018	1/30/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00105-3	2018-1447471-L	CITDV	Citibank, N.A.	3,679.37	1/31/2018	1/29/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00105-4	2018-1447472-L	CITDV	Citibank, N.A.	3,323.86	1/31/2018	1/28/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00039-1	2018-1444124-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,527.39	1/30/2018	1/23/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00039-2	2018-1444125-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,200.81	1/30/2018	1/23/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00039-5	2018-1444128-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,403.16	1/30/2018	1/23/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00039-6	2018-1444129-L	JPMDV	JPMORGAN CHASE BANK, N.A.	7,710.49	1/30/2018	1/23/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00039-7	2018-1444130-L	JPMDV	JPMORGAN CHASE BANK, N.A.	52,401.57	1/30/2018	1/23/2025	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00039-3	2018-1444126-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,139.54	1/30/2018	1/22/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00039-4	2018-1444127-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,213.09	1/30/2018	1/21/2022	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00337	2018-1447452-L	DBDV	Deutsche Bank AG	18,770.05	1/31/2018	1/28/2019	GA
Call Spread	Secure	100C	100C03705	2018-1454138-L	CITDV	Citibank, N.A.	274,748.87	2/1/2018	1/31/2019	GA
Asian	Spread 1	100S	100S03592	2018-1454142-L	CITDV	Citibank, N.A.	33,512.21	2/1/2018	1/30/2019	GA
Digital	Trigger	10PT	10PT00905	2018-1454157-L	SGDV	Societe Generale	27,322.43	2/1/2018	1/31/2019	GA
Call Spread	Secure	100C	100C03706	2018-1454153-L	CITDV	Citibank, N.A.	368,505.00	2/2/2018	2/1/2019	GA
Asian	Spread 1	100S	100S03593	2018-1454156-L	CITDV	Citibank, N.A.	73,951.68	2/2/2018	1/31/2019	GA
Call	Secure Par	100P	100P00791	2018-1454155-L	CITDV	Citibank, N.A.	56,208.88	2/2/2018	1/25/2019	GA
Digital	Trigger	10PT	10PT00906	2018-1454167-L	NATDV	NATIXIS SA	37,400.73	2/2/2018	2/1/2019	GA
Cliquet	MCI	100M	100M02387	2018-1447460-L	MSIDV	Morgan Stanley & Co International, PLC	64,278.42	1/31/2018	1/31/2019	GA
Cliquet	MCI	100M	100M02388	2018-1454136-L	UBSDV	UBS AG	55,787.61	2/1/2018	1/31/2019	GA
Cliquet	MCI	100M	100M02389	2018-1454164-L	MSIDV	Morgan Stanley & Co International, PLC	76,202.12	2/2/2018	1/31/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01176	2018-4488-S	CITDV	Citibank, N.A.	38,600.00	2/1/2018	2/1/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00338	2018-1454143-L	DBDV	Deutsche Bank AG	21,660.75	2/2/2018	1/31/2019	GA
Cliquet	MCI	100M	100M02390	2018-1457547-L	DBDV	Deutsche Bank AG	48,775.13	2/5/2018	2/1/2019	GA
Basket	Envoy Cap	10EC	10EC02251	2018-1457548-L	CITDV	Citibank, N.A.	28,871.81	2/5/2018	2/1/2019	GA
Call Spread	Secure	100C	100C03707	2018-1457552-L	WCHDV	Wells Fargo Bank, N. A.	214,276.05	2/5/2018	2/1/2019	GA
Asian	Spread 1	100S	100S03594	2018-1457554-L	WCHDV	Wells Fargo Bank, N. A.	37,596.40	2/5/2018	1/30/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00106-1	2018-1457557-L	CITDV	Citibank, N.A.	3,615.42	2/5/2018	1/30/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00106-2	2018-1457558-L	CITDV	Citibank, N.A.	3,632.04	2/5/2018	1/30/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00106-5	2018-1457561-L	CITDV	Citibank, N.A.	2,982.92	2/5/2018	1/30/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00106-6	2018-1457562-L	CITDV	Citibank, N.A.	2,759.18	2/5/2018	1/30/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00106-7	2018-1457563-L	CITDV	Citibank, N.A.	17,577.68	2/5/2018	1/30/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00106-3	2018-1457559-L	CITDV	Citibank, N.A.	3,443.53	2/5/2018	1/29/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00106-4	2018-1457560-L	CITDV	Citibank, N.A.	3,215.00	2/5/2018	1/28/2022	GA
Call Spread	Secure	100C	100C03708	2018-1460911-L	WCHDV	Wells Fargo Bank, N. A.	924,944.46	2/6/2018	2/4/2019	GA
Asian	Spread 1	100S	100S03595	2018-1460913-L	WCHDV	Wells Fargo Bank, N. A.	113,800.05	2/6/2018	2/3/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01177	2018-4516-S	CITDV	Citibank, N.A.	26,100.00	2/5/2018	1/30/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Swaption	Interest Rate Benchmark	10RC	10RC01178	2018-4538-S	CITDV	Citibank, N.A.	66,700.00	2/6/2018	2/1/2019	GA
Cliquet	MCI	100M	100M02391	2018-1460906-L	GSIDV	Goldman Sachs International	148,027.20	2/6/2018	2/3/2019	GA
Digital	Trigger	10PT	10PT00907	2018-1460907-L	GSIDV	Goldman Sachs International	80,642.35	2/6/2018	2/4/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00040-1	2018-1460914-L	JPMDV	JPMORGAN CHASE BANK, N.A.	19,196.26	2/6/2018	2/1/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00040-3	2018-1460916-L	JPMDV	JPMORGAN CHASE BANK, N.A.	16,486.63	2/6/2018	2/1/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00040-4	2018-1460917-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,170.33	2/6/2018	2/1/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00040-5	2018-1460918-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,936.23	2/6/2018	2/1/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00040-6	2018-1460919-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,848.68	2/6/2018	2/1/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00040-2	2018-1460915-L	JPMDV	JPMORGAN CHASE BANK, N.A.	17,855.96	2/6/2018	1/31/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00040-7	2018-1460920-L	JPMDV	JPMORGAN CHASE BANK, N.A.	84,793.22	2/6/2018	1/31/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00107-1	2018-1460928-L	CITDV	Citibank, N.A.	10,118.57	2/6/2018	2/5/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00107-2	2018-1460929-L	CITDV	Citibank, N.A.	9,470.53	2/6/2018	2/5/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00107-3	2018-1460930-L	CITDV	Citibank, N.A.	8,721.83	2/6/2018	2/5/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00107-6	2018-1460933-L	CITDV	Citibank, N.A.	6,740.15	2/6/2018	2/5/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00107-7	2018-1460934-L	CITDV	Citibank, N.A.	42,507.81	2/6/2018	2/5/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00107-4	2018-1460931-L	CITDV	Citibank, N.A.	8,009.14	2/6/2018	2/4/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00107-5	2018-1460932-L	CITDV	Citibank, N.A.	7,349.63	2/6/2018	2/3/2023	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00339	2018-1460905-L	DBDV	Deutsche Bank AG	28,036.40	2/6/2018	2/3/2019	GA
Digital	Trigger	10PT	10PT00908	2018-1464312-L	CSBDV	Credit Suisse International	30,013.68	2/7/2018	2/4/2019	GA
Call Spread	Secure	100C	100C03709	2018-1464308-L	NATDV	NATIXIS SA	227,715.88	2/7/2018	2/6/2019	GA
Asian	Spread 1	100S	100S03596	2018-1464310-L	NATDV	NATIXIS SA	100,464.59	2/7/2018	2/5/2019	GA
Cliquet	MCI	100M	100M02392	2018-1464313-L	MSIDV	Morgan Stanley & Co International, PLC	54,806.67	2/7/2018	2/6/2019	GA
Basket	Envoy Cap	10EC	10EC02252	2018-1464322-L	CITDV	Citibank, N.A.	20,338.39	2/7/2018	2/4/2019	GA
Cliquet	MCI	100M	100M02367	2018-6726-L	GSIDV	Goldman Sachs International	72,006.77	1/2/2018	12/26/2018	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00340	2018-1464299-L	DBDV	Deutsche Bank AG	35,685.96	2/7/2018	2/6/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01179	2018-4539-S	CITDV	Citibank, N.A.	44,500.00	2/8/2018	2/7/2019	GA
Cliquet	MCI	100M	100M02393	2018-1467713-L	CSBDV	Credit Suisse International	53,891.11	2/8/2018	2/6/2019	GA
Call Spread	Secure	100C	100C03710	2018-1467692-L	BOADV	Bank of America, N.A.	318,762.24	2/8/2018	2/7/2019	GA
Asian	Spread 1	100S	100S03597	2018-1467694-L	BOADV	Bank of America, N.A.	34,549.20	2/8/2018	2/7/2019	GA
Digital	Trigger	10PT	10PT00909	2018-1467714-L	NATDV	NATIXIS SA	20,777.16	2/8/2018	2/8/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00108-1	2018-1467715-L	CITDV	Citibank, N.A.	4,178.23	2/8/2018	2/5/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00108-2	2018-1467716-L	CITDV	Citibank, N.A.	3,719.93	2/8/2018	2/5/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00108-3	2018-1467717-L	CITDV	Citibank, N.A.	3,351.43	2/8/2018	2/5/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00108-6	2018-1467720-L	CITDV	Citibank, N.A.	2,514.46	2/8/2018	2/5/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00108-7	2018-1467721-L	CITDV	Citibank, N.A.	15,768.18	2/8/2018	2/5/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00108-4	2018-1467718-L	CITDV	Citibank, N.A.	3,036.56	2/8/2018	2/4/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00108-5	2018-1467719-L	CITDV	Citibank, N.A.	2,761.08	2/8/2018	2/3/2023	GA
Call Spread	Secure	100C	100C03711	2018-1471088-L	RBCDV	Royal Bank of Canada	272,226.29	2/9/2018	2/8/2019	GA
Asian	Spread 1	100S	100S03598	2018-1471090-L	RBCDV	Royal Bank of Canada	167,863.14	2/9/2018	2/6/2019	GA
Digital	Trigger	10PT	10PT00910	2018-1471092-L	GSIDV	Goldman Sachs International	18,330.16	2/9/2018	2/8/2019	GA
Cliquet	MCI	100M	100M02394	2018-1471091-L	DBDV	Deutsche Bank AG	86,974.04	2/9/2018	2/8/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00341	2018-1471072-L	DBDV	Deutsche Bank AG	25,915.05	2/9/2018	2/8/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01180	2018-4559-S	CITDV	Citibank, N.A.	27,800.00	2/12/2018	2/7/2019	GA
Cliquet	MCI	100M	100M02395	2018-1474451-L	GSIDV	Goldman Sachs International	61,060.33	2/12/2018	2/8/2019	GA
Asian	Spread 1	100S	100S03599	2018-1474456-L	BARDV	Barclays Bank, PLC	331,259.76	2/12/2018	2/8/2019	GA
Call Spread	Secure	100C	100C03712	2018-1474454-L	BARDV	Barclays Bank, PLC	355,269.14	2/12/2018	2/8/2019	GA
Call Spread	Secure	100C	100C03713	2018-1477836-L	CITDV	Citibank, N.A.	1,134,932.96	2/13/2018	2/11/2019	GA
Asian	Spread 1	100S	100S03600	2018-1477839-L	CITDV	Citibank, N.A.	368,123.14	2/13/2018	2/11/2019	GA
Call	Secure Par	100P	100P00792	2018-1477838-L	CITDV	Citibank, N.A.	60,545.10	2/13/2018	2/6/2019	GA
Digital	Trigger	10PT	10PT00911	2018-1477863-L	NATDV	NATIXIS SA	95,182.69	2/13/2018	2/12/2019	GA
Cliquet	MCI	100M	100M02396	2018-1477866-L	MSIDV	Morgan Stanley & Co International, PLC	163,581.46	2/13/2018	2/10/2019	GA
Basket	Envoy Cap	10EC	10EC02253	2018-1477870-L	GSIDV	Goldman Sachs International	55,554.91	2/13/2018	2/14/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00342	2018-1477840-L	DBDV	Deutsche Bank AG	48,293.70	2/13/2018	2/10/2019	GA
Call Spread	Secure	100C	100C03714	2018-1481258-L	CITDV	Citibank, N.A.	284,725.35	2/14/2018	2/12/2019	GA
Asian	Spread 1	100S	100S03601	2018-1481260-L	CITDV	Citibank, N.A.	112,587.78	2/14/2018	2/12/2019	GA
Digital	Trigger	10PT	10PT00912	2018-1481266-L	CSBDV	Credit Suisse International	26,172.92	2/14/2018	2/13/2019	GA
Cliquet	MCI	100M	100M02397	2018-1481267-L	GSIDV	Goldman Sachs International	82,192.92	2/14/2018	2/10/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00343	2018-1481257-L	DBDV	Deutsche Bank AG	27,823.50	2/14/2018	2/7/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00109-2	2018-1484700-L	CITDV	Citibank, N.A.	2,436.92	2/15/2018	2/3/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00109-3	2018-1484701-L	CITDV	Citibank, N.A.	2,282.49	2/15/2018	2/3/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00109-4	2018-1484702-L	CITDV	Citibank, N.A.	2,115.23	2/15/2018	2/3/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00109-5	2018-1484703-L	CITDV	Citibank, N.A.	1,952.31	2/15/2018	2/3/2023	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00109-7	2018-1484705-L	CITDV	Citibank, N.A.	11,396.71	2/15/2018	2/3/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00109-1	2018-1484699-L	CITDV	Citibank, N.A.	2,491.75	2/15/2018	2/1/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00109-6	2018-1484704-L	CITDV	Citibank, N.A.	1,798.55	2/15/2018	2/2/2024	GA
Call Spread	Secure	100C	100C03715	2018-1484905-L	NATDV	NATIXIS SA	271,653.36	2/15/2018	2/15/2019	GA
Asian	Spread 1	100S	100S03602	2018-1484907-L	NATDV	NATIXIS SA	66,901.72	2/15/2018	2/12/2019	GA
Digital	Trigger	10PT	10PT00913	2018-1484914-L	CSBDV	Credit Suisse International	29,347.19	2/15/2018	2/14/2019	GA
Cliquet	MCI	100M	100M02398	2018-1484908-L	MSIDV	Morgan Stanley & Co International, PLC	57,701.13	2/15/2018	2/14/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01181	2018-4561-S	GSIDV	Goldman Sachs International	43,500.00	2/13/2018	2/11/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01182	2018-4573-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	28,500.00	2/14/2018	2/15/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00041-1	2018-1488513-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,498.10	2/16/2018	2/6/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00041-2	2018-1488514-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,219.40	2/16/2018	2/6/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00041-5	2018-1488517-L	JPMDV	JPMORGAN CHASE BANK, N.A.	6,714.72	2/16/2018	2/6/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00041-7	2018-1488519-L	JPMDV	JPMORGAN CHASE BANK, N.A.	41,220.96	2/16/2018	2/6/2025	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00041-3	2018-1488515-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,246.81	2/16/2018	2/5/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00041-4	2018-1488516-L	JPMDV	JPMORGAN CHASE BANK, N.A.	7,430.54	2/16/2018	2/4/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00041-6	2018-1488518-L	JPMDV	JPMORGAN CHASE BANK, N.A.	6,104.44	2/16/2018	2/6/2024	GA
Call Spread	Secure	100C	100C03716	2018-1488520-L	SGDV	Societe Generale	162,534.16	2/16/2018	2/18/2019	GA
Asian	Spread 1	100S	100S03603	2018-1488522-L	SGDV	Societe Generale	77,003.25	2/16/2018	2/12/2019	GA
Cliquet	MCI	100M	100M02399	2018-1488523-L	UBSDV	UBS AG	35,119.36	2/16/2018	2/15/2019	GA
Call Spread	Secure	100C	100C03717	2018-1491606-L	BARDV	Barclays Bank, PLC	391,982.99	2/20/2018	2/15/2019	GA
Asian	Spread 1	100S	100S03604	2018-1491610-L	BARDV	Barclays Bank, PLC	159,527.19	2/20/2018	2/13/2019	GA
Digital	Trigger	10PT	10PT00914	2018-1491604-L	CSBDV	Credit Suisse International	50,232.01	2/20/2018	2/14/2019	GA
Cliquet	MCI	100M	100M02400	2018-1491603-L	DBDV	Deutsche Bank AG	78,324.89	2/20/2018	2/16/2019	GA
Basket	Envoy Cap	10EC	10EC02254	2018-1491616-L	NATDV	NATIXIS SA	37,160.25	2/20/2018	2/8/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01183	2018-4598-S	CITDV	Citibank, N.A.	55,400.00	2/20/2018	2/8/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00344	2018-1491589-L	DBDV	Deutsche Bank AG	44,116.80	2/20/2018	2/16/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00110-1	2018-1491625-L	CITDV	Citibank, N.A.	4,469.81	2/20/2018	2/13/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00110-2	2018-1491626-L	CITDV	Citibank, N.A.	3,909.01	2/20/2018	2/13/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00110-5	2018-1491629-L	CITDV	Citibank, N.A.	2,848.78	2/20/2018	2/13/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00110-6	2018-1491630-L	CITDV	Citibank, N.A.	2,587.64	2/20/2018	2/13/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00110-7	2018-1491631-L	CITDV	Citibank, N.A.	16,206.94	2/20/2018	2/13/2025	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00110-3	2018-1491627-L	CITDV	Citibank, N.A.	3,491.12	2/20/2018	2/12/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00110-4	2018-1491628-L	CITDV	Citibank, N.A.	3,146.41	2/20/2018	2/11/2022	GA
Swaption	Interest Rate Benchmark	10RC	10RC01184	2018-4600-S	CITDV	Citibank, N.A.	71,000.00	2/21/2018	2/15/2019	GA
Call Spread	Secure	100C	100C03718	2018-1496451-L	SGDV	Societe Generale	1,152,272.34	2/21/2018	2/18/2019	GA
Asian	Spread 1	100S	100S03605	2018-1496453-L	SGDV	Societe Generale	355,193.34	2/21/2018	2/17/2019	GA
Asian Call Spread	Regency	110R	110R01102	2018-1496454-L	SGDV	Societe Generale	34,189.77	2/21/2018	2/7/2019	GA
Digital	Trigger	10PT	10PT00915	2018-1496470-L	NATDV	NATIXIS SA	98,380.40	2/21/2018	2/15/2019	GA
Cliquet	MCI	100M	100M02401	2018-1496469-L	DBDV	Deutsche Bank AG	231,333.79	2/21/2018	2/18/2019	GA
Basket	Envoy Cap	10EC	10EC02255	2018-1496472-L	GSIDV	Goldman Sachs International	45,220.62	2/21/2018	2/15/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00345	2018-1496457-L	DBDV	Deutsche Bank AG	32,904.78	2/21/2018	2/17/2019	GA
Call Spread	Secure	100C	100C03719	2018-1499631-L	GSIDV	Goldman Sachs International	396,016.62	2/22/2018	2/21/2019	GA
Asian	Spread 1	100S	100S03606	2018-1499633-L	GSIDV	Goldman Sachs International	66,000.80	2/22/2018	2/22/2019	GA
Cliquet	MCI	100M	100M02402	2018-1499625-L	CSBDV	Credit Suisse International	66,051.90	2/22/2018	2/24/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00346	2018-1499626-L	DBDV	Deutsche Bank AG	19,673.06	2/22/2018	2/21/2019	GA
Call Spread	Secure	100C	100C03720	2018-1502939-L	GSIDV	Goldman Sachs International	494,038.37	2/23/2018	2/20/2019	GA
Asian	Spread 1	100S	100S03607	2018-1502945-L	GSIDV	Goldman Sachs International	102,887.40	2/23/2018	2/22/2019	GA
Call	Secure Par	100P	100P00793	2018-1502944-L	GSIDV	Goldman Sachs International	68,579.78	2/23/2018	2/20/2019	GA
Digital	Trigger	10PT	10PT00916	2018-1502949-L	CSBDV	Credit Suisse International	54,747.42	2/23/2018	2/22/2019	GA
Cliquet	MCI	100M	100M02403	2018-1502948-L	MSIDV	Morgan Stanley & Co International, PLC	87,622.76	2/23/2018	2/21/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00111-3	2018-1502952-L	CITDV	Citibank, N.A.	3,538.79	2/23/2018	2/17/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00111-5	2018-1502954-L	CITDV	Citibank, N.A.	2,853.87	2/23/2018	2/17/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00111-1	2018-1502950-L	CITDV	Citibank, N.A.	4,703.57	2/23/2018	2/15/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00111-2	2018-1502951-L	CITDV	Citibank, N.A.	4,012.74	2/23/2018	2/14/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00111-6	2018-1502955-L	CITDV	Citibank, N.A.	2,583.63	2/23/2018	2/16/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00111-7	2018-1502956-L	CITDV	Citibank, N.A.	16,145.06	2/23/2018	2/14/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00111-4	2018-1502953-L	CITDV	Citibank, N.A.	3,166.20	2/23/2018	2/17/2022	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00347	2018-1502934-L	DBDV	Deutsche Bank AG	28,909.92	2/23/2018	2/22/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01185	2018-4601-S	GSIDV	Goldman Sachs International	30,600.00	2/23/2018	3/7/2019	GA
Digital	Trigger	10PT	10PT00917	2018-1506054-L	CSBDV	Credit Suisse International	23,432.99	2/26/2018	2/21/2019	GA
Call Spread	Secure	100C	100C03721	2018-1506085-L	WCHDV	Wells Fargo Bank, N. A.	369,785.60	2/26/2018	2/22/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Asian	Spread 1	100S	100S03608	2018-1506068-L	WCHDV	Wells Fargo Bank, N. A.	130,226.66	2/26/2018	2/19/2019	GA
Cliquet	MCI	100M	100M02404	2018-1506053-L	GSIDV	Goldman Sachs International	71,876.22	2/26/2018	2/21/2019	GA
Basket	Envoy Cap	10EC	10EC02256	2018-1506087-L	BARDV	Barclays Bank, PLC	20,584.46	2/26/2018	2/22/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00348	2018-1506040-L	DBDV	Deutsche Bank AG	22,623.90	2/26/2018	2/19/2019	GA
Call Spread	Secure	100C	100C03722	2018-1509237-L	WCHDV	Wells Fargo Bank, N. A.	1,074,762.50	2/27/2018	2/25/2019	GA
Asian	Spread 1	100S	100S03609	2018-1509239-L	WCHDV	Wells Fargo Bank, N. A.	315,579.15	2/27/2018	2/24/2019	GA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00031C	2018-1509240-L	WCHDV	Wells Fargo Bank, N. A.	17,788.29	2/27/2018	2/20/2019	SA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00031P	2018-1509242-L	WCHDV	Wells Fargo Bank, N. A.	(17,189.38)	2/27/2018	2/20/2019	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Nasdaq 100	11CN	11CN00015C	2018-1509243-L	WCHDV	Wells Fargo Bank, N. A.	22,144.10	2/27/2018	12/18/2018	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Nasdaq 100	11CN	11CN00015P	2018-1509245-L	WCHDV	Wells Fargo Bank, N. A.	(11,516.90)	2/27/2018	12/18/2018	SA
Digital	Trigger	10PT	10PT00918	2018-1509255-L	CSBDV	Credit Suisse International	68,695.74	2/27/2018	2/25/2019	GA
Cliquet	MCI	100M	100M02405	2018-1509256-L	MSIDV	Morgan Stanley & Co International, PLC	173,860.37	2/27/2018	2/25/2019	GA
Basket	Envoy Cap	10EC	10EC02257	2018-1509281-L	NATDV	NATIXIS SA	32,084.08	2/27/2018	2/25/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00112-3	2018-1509268-L	CITDV	Citibank, N.A.	4,324.13	2/27/2018	2/23/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00112-4	2018-1509269-L	CITDV	Citibank, N.A.	3,890.79	2/27/2018	2/23/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00112-5	2018-1509270-L	CITDV	Citibank, N.A.	3,520.32	2/27/2018	2/23/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00112-6	2018-1509271-L	CITDV	Citibank, N.A.	3,195.59	2/27/2018	2/23/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00112-1	2018-1509266-L	CITDV	Citibank, N.A.	5,582.50	2/27/2018	2/22/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00112-2	2018-1509267-L	CITDV	Citibank, N.A.	4,857.42	2/27/2018	2/21/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00112-7	2018-1509272-L	CITDV	Citibank, N.A.	20,042.29	2/27/2018	2/21/2025	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00042-3	2018-1509276-L	JPMDV	JPMORGAN CHASE BANK, N.A.	19,013.23	2/27/2018	2/23/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00042-4	2018-1509277-L	JPMDV	JPMORGAN CHASE BANK, N.A.	17,095.53	2/27/2018	2/23/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00042-5	2018-1509278-L	JPMDV	JPMORGAN CHASE BANK, N.A.	15,435.80	2/27/2018	2/23/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00042-6	2018-1509279-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,012.22	2/27/2018	2/23/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00042-1	2018-1509274-L	JPMDV	JPMORGAN CHASE BANK, N.A.	24,571.73	2/27/2018	2/22/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00042-2	2018-1509275-L	JPMDV	JPMORGAN CHASE BANK, N.A.	21,396.39	2/27/2018	2/21/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00042-7	2018-1509280-L	JPMDV	JPMORGAN CHASE BANK, N.A.	95,165.88	2/27/2018	2/21/2025	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Swaption	Interest Rate Benchmark	10RC	10RC01186	2018-4616-S	CITDV	Citibank, N.A.	99,750.00	2/27/2018	2/22/2019	GA
Call Spread	Secure	100C	100C03723	2018-1512405-L	BARDV	Barclays Bank, PLC	326,732.28	2/28/2018	2/27/2019	GA
Asian	Spread 1	100S	100S03610	2018-1512407-L	BARDV	Barclays Bank, PLC	56,942.86	2/28/2018	2/26/2019	GA
Digital	Trigger	10PT	10PT00919	2018-1512413-L	GSIDV	Goldman Sachs International	25,161.93	2/28/2018	2/28/2019	GA
Cliquet	MCI	100M	100M02406	2018-1512414-L	GSIDV	Goldman Sachs International	69,232.80	2/28/2018	2/27/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00349	2018-1509254-L	DBDV	Deutsche Bank AG	49,183.20	2/27/2018	2/25/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00350	2018-1512408-L	DBDV	Deutsche Bank AG	30,656.13	2/28/2018	2/25/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01187	2018-4617-S	WCHDV	Wells Fargo Bank, N. A.	26,960.00	2/28/2018	2/26/2019	GA
Call Spread	Secure	100C	100C03724	2018-1518832-L	GSIDV	Goldman Sachs International	250,015.37	3/1/2018	2/28/2019	GA
Asian	Spread 1	100S	100S03611	2018-1518835-L	GSIDV	Goldman Sachs International	39,113.84	3/1/2018	2/26/2019	GA
Cliquet	MCI	100M	100M02407	2018-1518831-L	GSIDV	Goldman Sachs International	40,166.86	3/1/2018	2/28/2019	GA
Digital	Trigger	10PT	10PT00920	2018-1518842-L	CSBDV	Credit Suisse International	25,723.00	3/1/2018	2/27/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00113-1	2018-1518844-L	CITDV	Citibank, N.A.	4,829.45	3/1/2018	2/22/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00113-3	2018-1518846-L	CITDV	Citibank, N.A.	3,837.63	3/1/2018	2/22/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00113-4	2018-1518847-L	CITDV	Citibank, N.A.	3,470.40	3/1/2018	2/22/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00113-5	2018-1518848-L	CITDV	Citibank, N.A.	3,151.98	3/1/2018	2/22/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00113-6	2018-1518849-L	CITDV	Citibank, N.A.	2,869.65	3/1/2018	2/22/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00113-2	2018-1518845-L	CITDV	Citibank, N.A.	4,274.62	3/1/2018	2/21/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00113-7	2018-1518850-L	CITDV	Citibank, N.A.	18,005.54	3/1/2018	2/21/2025	GA
Call Spread	Secure	100C	100C03725	2018-1518852-L	WCHDV	Wells Fargo Bank, N. A.	521,230.28	3/2/2018	3/1/2019	GA
Asian	Spread 1	100S	100S03612	2018-1518854-L	WCHDV	Wells Fargo Bank, N. A.	109,199.33	3/2/2018	2/28/2019	GA
Digital	Trigger	10PT	10PT00921	2018-1518884-L	CSBDV	Credit Suisse International	31,152.42	3/2/2018	3/1/2019	GA
Cliquet	MCI	100M	100M02408	2018-1518885-L	MSIDV	Morgan Stanley & Co International, PLC	81,270.75	3/2/2018	3/1/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00351	2018-1518870-L	DBDV	Deutsche Bank AG	45,244.08	3/2/2018	3/1/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01188	2018-4638-S	GSIDV	Goldman Sachs International	40,760.00	3/2/2018	2/28/2019	GA
Call Spread	Secure	100C	100C03726	2018-1522023-L	CITDV	Citibank, N.A.	376,311.92	3/5/2018	3/1/2019	GA
Asian	Spread 1	100S	100S03613	2018-1522026-L	CITDV	Citibank, N.A.	152,425.00	3/5/2018	2/27/2019	GA
Call	Secure Par	100P	100P00794	2018-1522025-L	CITDV	Citibank, N.A.	67,708.29	3/5/2018	2/21/2019	GA
Cliquet	MCI	100M	100M02409	2018-1522021-L	MSIDV	Morgan Stanley & Co International, PLC	49,855.28	3/5/2018	3/3/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Basket	Envoy Cap	10EC	10EC02258	2018-1522031-L	BARDV	Barclays Bank, PLC	23,354.01	3/5/2018	3/1/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01189	2018-4656-S	GSIDV	Goldman Sachs International	61,800.00	3/6/2018	3/1/2019	GA
Call Spread	Secure	100C	100C03727	2018-1525156-L	BOADV	Bank of America, N.A.	1,162,240.96	3/6/2018	3/4/2019	GA
Asian	Spread 1	100S	100S03614	2018-1525158-L	BOADV	Bank of America, N.A.	170,235.88	3/6/2018	3/3/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00114-1	2018-1525161-L	CITDV	Citibank, N.A.	6,442.79	3/6/2018	3/1/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00114-3	2018-1525163-L	CITDV	Citibank, N.A.	4,896.45	3/6/2018	3/1/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00114-4	2018-1525164-L	CITDV	Citibank, N.A.	4,389.27	3/6/2018	3/1/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00114-5	2018-1525165-L	CITDV	Citibank, N.A.	3,961.27	3/6/2018	3/1/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00114-2	2018-1525162-L	CITDV	Citibank, N.A.	5,532.81	3/6/2018	2/28/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00114-7	2018-1525167-L	CITDV	Citibank, N.A.	22,488.18	3/6/2018	2/28/2025	GA
Digital	Trigger	10PT	10PT00922	2018-1525168-L	SGDV	Societe Generale	123,282.63	3/6/2018	3/4/2019	GA
Cliquet	MCI	100M	100M02410	2018-1525169-L	UBSDV	UBS AG	188,074.22	3/6/2018	3/4/2019	GA
Basket	Envoy Cap	10EC	10EC02259	2018-1525184-L	CITDV	Citibank, N.A.	28,415.04	3/6/2018	3/4/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00352	2018-1525155-L	DBDV	Deutsche Bank AG	42,016.80	3/6/2018	2/27/2019	GA
Cliquet	MCI	100M	100M02411	2018-1528307-L	GSIDV	Goldman Sachs International	54,308.23	3/7/2018	3/5/2019	GA
Call Spread	Secure	100C	100C03728	2018-1528308-L	BOADV	Bank of America, N.A.	294,537.34	3/7/2018	3/8/2019	GA
Asian	Spread 1	100S	100S03615	2018-1528310-L	BOADV	Bank of America, N.A.	33,177.48	3/7/2018	3/5/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00353	2018-1528306-L	DBDV	Deutsche Bank AG	31,139.10	3/7/2018	3/6/2019	GA
Call Spread	Secure	100C	100C03729	2018-1531447-L	SGDV	Societe Generale	540,492.75	3/8/2018	3/7/2019	GA
Asian	Spread 1	100S	100S03616	2018-1531449-L	SGDV	Societe Generale	82,211.62	3/8/2018	3/5/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01190	2018-4658-S	GSIDV	Goldman Sachs International	35,000.00	3/8/2018	3/7/2019	GA
Cliquet	MCI	100M	100M02412	2018-1531463-L	MSIDV	Morgan Stanley & Co International, PLC	57,651.20	3/8/2018	3/6/2019	GA
Digital	Trigger	10PT	10PT00923	2018-1531464-L	CSBDV	Credit Suisse International	72,325.48	3/8/2018	3/7/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00043-1	2018-1531467-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,204.56	3/8/2018	3/1/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00043-3	2018-1531469-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,348.26	3/8/2018	3/1/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00043-4	2018-1531470-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,332.98	3/8/2018	3/1/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00043-5	2018-1531471-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,446.13	3/8/2018	3/1/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00043-2	2018-1531468-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,563.34	3/8/2018	2/28/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00043-7	2018-1531473-L	JPMDV	JPMORGAN CHASE BANK, N.A.	52,344.00	3/8/2018	2/28/2025	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00354	2018-1531455-L	DBDV	Deutsche Bank AG	31,952.34	3/8/2018	3/4/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Call Spread	Secure	100C	100C03730	2018-1534626-L	SGDV	Societe Generale	423,620.65	3/9/2018	3/7/2019	GA
Asian	Spread 1	100S	100S03617	2018-1534628-L	SGDV	Societe Generale	76,250.80	3/9/2018	3/8/2019	GA
Cliquet	MCI	100M	100M02413	2018-1534629-L	GSIDV	Goldman Sachs International	47,578.91	3/9/2018	3/8/2019	GA
Basket	Envoy Cap	10EC	10EC02260	2018-1534635-L	CITDV	Citibank, N.A.	22,477.49	3/9/2018	3/7/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00355	2018-1534630-L	DBDV	Deutsche Bank AG	16,742.40	3/9/2018	3/6/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01191	2018-4675-S	GSIDV	Goldman Sachs International	23,700.00	3/12/2018	3/7/2019	GA
Cliquet	MCI	100M	100M02414	2018-1537844-L	BOADV	Bank of America, N.A.	63,843.87	3/12/2018	3/8/2019	GA
Digital	Trigger	10PT	10PT00924	2018-1537847-L	CSBDV	Credit Suisse International	33,079.89	3/12/2018	3/3/2019	GA
Call Spread	Secure	100C	100C03731	2018-1537848-L	SGDV	Societe Generale	308,553.57	3/12/2018	3/8/2019	GA
Asian	Spread 1	100S	100S03618	2018-1537850-L	SGDV	Societe Generale	48,978.82	3/12/2018	3/9/2019	GA
Asian Call Spread	Advantage 3	310A	310A00069	2018-1537853-L	SGDV	Societe Generale	63,234.22	3/12/2018	4/9/2020	GA
Swaption	Interest Rate Benchmark	10RC	10RC01192	2018-4676-S	GSIDV	Goldman Sachs International	69,800.00	3/13/2018	3/8/2019	GA
Digital	Trigger	10PT	10PT00925	2018-1541035-L	SGDV	Societe Generale	101,457.10	3/13/2018	3/10/2019	GA
Call Spread	Secure	100C	100C03732	2018-1541026-L	WCHDV	Wells Fargo Bank, N. A.	1,031,940.00	3/13/2018	3/11/2019	GA
Asian	Spread 1	100S	100S03619	2018-1541029-L	WCHDV	Wells Fargo Bank, N. A.	92,876.53	3/13/2018	3/11/2019	GA
Call	Secure Par	100P	100P00795	2018-1541028-L	WCHDV	Wells Fargo Bank, N. A.	86,255.80	3/13/2018	3/7/2019	GA
Cliquet	MCI	100M	100M02415	2018-1541055-L	GSIDV	Goldman Sachs International	228,789.34	3/13/2018	3/12/2019	GA
Basket	Envoy Cap	10EC	10EC02261	2018-1541056-L	BARDV	Barclays Bank, PLC	59,706.56	3/13/2018	3/10/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00115-1	2018-1541060-L	CITDV	Citibank, N.A.	6,255.17	3/13/2018	3/5/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00115-2	2018-1541061-L	CITDV	Citibank, N.A.	5,314.58	3/13/2018	3/4/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00115-3	2018-1541062-L	CITDV	Citibank, N.A.	4,681.07	3/13/2018	3/5/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00115-6	2018-1541065-L	CITDV	Citibank, N.A.	3,413.39	3/13/2018	3/4/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00115-7	2018-1541066-L	CITDV	Citibank, N.A.	21,362.81	3/13/2018	3/5/2025	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00356	2018-1541011-L	DBDV	Deutsche Bank AG	43,721.37	3/13/2018	3/9/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00115-4	2018-1541063-L	CITDV	Citibank, N.A.	4,185.73	3/13/2018	3/4/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00115-5	2018-1541064-L	CITDV	Citibank, N.A.	3,772.18	3/13/2018	3/3/2023	GA
Cliquet	MCI	100M	100M02416	2018-1544156-L	MSIDV	Morgan Stanley & Co International, PLC	57,605.27	3/14/2018	3/10/2019	GA
Digital	Trigger	10PT	10PT00926	2018-1544158-L	GSIDV	Goldman Sachs International	20,220.34	3/14/2018	3/13/2019	GA
Call Spread	Secure	100C	100C03733	2018-1544160-L	CITDV	Citibank, N.A.	281,958.60	3/14/2018	3/12/2019	GA
Asian	Spread 1	100S	100S03620	2018-1544162-L	CITDV	Citibank, N.A.	30,246.21	3/14/2018	3/13/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00357	2018-1544143-L	DBDV	Deutsche Bank AG	22,279.40	3/14/2018	3/13/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01193	2018-4677-S	GSIDV	Goldman Sachs International	36,100.00	3/15/2018	3/13/2019	GA
Digital	Trigger	10PT	10PT00927	2018-1547253-L	CSBDV	Credit Suisse International	36,470.45	3/15/2018	3/13/2019	GA
Call Spread	Secure	100C	100C03734	2018-1547250-L	CITDV	Citibank, N.A.	470,367.36	3/15/2018	3/14/2019	GA
Asian	Spread 1	100S	100S03621	2018-1547252-L	CITDV	Citibank, N.A.	78,687.81	3/15/2018	3/13/2019	GA
Cliquet	MCI	100M	100M02417	2018-1547257-L	MSIDV	Morgan Stanley & Co International, PLC	66,792.62	3/15/2018	3/14/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00358	2018-1547243-L	DBDV	Deutsche Bank AG	20,560.32	3/15/2018	3/11/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00116-1	2018-1547260-L	CITDV	Citibank, N.A.	3,758.84	3/15/2018	3/11/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00116-2	2018-1547261-L	CITDV	Citibank, N.A.	3,245.40	3/15/2018	3/11/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00116-3	2018-1547262-L	CITDV	Citibank, N.A.	2,882.33	3/15/2018	3/11/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00116-4	2018-1547263-L	CITDV	Citibank, N.A.	2,589.29	3/15/2018	3/11/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00116-6	2018-1547265-L	CITDV	Citibank, N.A.	2,124.40	3/15/2018	3/11/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00116-7	2018-1547266-L	CITDV	Citibank, N.A.	13,327.21	3/15/2018	3/11/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00116-5	2018-1547264-L	CITDV	Citibank, N.A.	2,341.58	3/15/2018	3/10/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00114-6	2018-1525166-L	CITDV	Citibank, N.A.	3,588.59	3/6/2018	3/1/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00043-6	2018-1531472-L	JPMDV	JPMORGAN CHASE BANK, N.A.	7,684.15	3/8/2018	3/1/2024	GA
Call Spread	Secure	100C	100C03735	2018-1550337-L	WCHDV	Wells Fargo Bank, N. A.	295,869.84	3/16/2018	3/15/2019	GA
Asian	Spread 1	100S	100S03622	2018-1550339-L	WCHDV	Wells Fargo Bank, N. A.	47,016.33	3/16/2018	3/15/2019	GA
Cliquet	MCI	100M	100M02418	2018-1550343-L	MSIDV	Morgan Stanley & Co International, PLC	49,878.38	3/16/2018	3/14/2019	GA
Basket	Envoy Cap	10EC	10EC02262	2018-1550367-L	CITDV	Citibank, N.A.	25,363.28	3/16/2018	3/15/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00044-3	2018-1550348-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,089.32	3/16/2018	3/9/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00044-4	2018-1550349-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,997.71	3/16/2018	3/9/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00044-5	2018-1550350-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,054.53	3/16/2018	3/9/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00044-6	2018-1550351-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,253.84	3/16/2018	3/8/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00044-1	2018-1550346-L	JPMDV	JPMORGAN CHASE BANK, N.A.	14,183.16	3/16/2018	3/8/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00044-2	2018-1550347-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,399.11	3/16/2018	3/6/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00044-7	2018-1550352-L	JPMDV	JPMORGAN CHASE BANK, N.A.	56,017.40	3/16/2018	3/7/2025	GA
Digital	Trigger	10PT	10PT00928	2018-1553438-L	CSBDV	Credit Suisse International	30,181.43	3/19/2018	3/15/2019	GA
Call Spread	Secure	100C	100C03736	2018-1553439-L	WCHDV	Wells Fargo Bank, N. A.	398,674.50	3/19/2018	3/15/2019	GA
Asian	Spread 1	100S	100S03623	2018-1553443-L	WCHDV	Wells Fargo Bank, N. A.	31,373.84	3/19/2018	3/15/2019	GA
Asian Call Spread	Regency	110R	110R01103	2018-1553444-L	WCHDV	Wells Fargo Bank, N. A.	31,459.76	3/19/2018	3/4/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Cliquet	MCI	100M	100M02419	2018-1553437-L	MSIDV	Morgan Stanley & Co International, PLC	70,984.52	3/19/2018	3/16/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00359	2018-1553436-L	DBDV	Deutsche Bank AG	17,811.00	3/19/2018	3/14/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01194	2018-4691-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	28,600.00	3/19/2018	3/15/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00117-2	2018-1553450-L	CITDV	Citibank, N.A.	3,291.83	3/19/2018	3/10/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00117-3	2018-1553451-L	CITDV	Citibank, N.A.	2,933.99	3/19/2018	3/10/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00117-4	2018-1553452-L	CITDV	Citibank, N.A.	2,642.75	3/19/2018	3/10/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00117-7	2018-1553455-L	CITDV	Citibank, N.A.	13,623.94	3/19/2018	3/10/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00117-1	2018-1553449-L	CITDV	Citibank, N.A.	3,786.25	3/19/2018	3/8/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00117-5	2018-1553453-L	CITDV	Citibank, N.A.	2,393.03	3/19/2018	3/10/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00117-6	2018-1553454-L	CITDV	Citibank, N.A.	2,174.89	3/19/2018	3/8/2024	GA
Digital	Trigger	10PT	10PT00929	2018-1556546-L	SGDV	Societe Generale	81,079.48	3/20/2018	3/18/2019	GA
Call Spread	Secure	100C	100C03737	2018-1556548-L	RBCDV	Royal Bank of Canada	1,030,147.32	3/20/2018	3/18/2019	GA
Asian	Spread 1	100S	100S03624	2018-1556550-L	RBCDV	Royal Bank of Canada	35,294.60	3/20/2018	3/18/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01195	2018-4692-S	GSIDV	Goldman Sachs International	44,200.00	3/20/2018	3/18/2019	GA
Cliquet	MCI	100M	100M02420	2018-1556547-L	MSIDV	Morgan Stanley & Co International, PLC	146,286.46	3/20/2018	3/18/2019	GA
Basket	Envoy Cap	10EC	10EC02263	2018-1556557-L	NATDV	NATIXIS SA	66,290.27	3/20/2018	3/15/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00360	2018-1556545-L	DBDV	Deutsche Bank AG	29,009.50	3/20/2018	3/16/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00118-1	2018-1559642-L	CITDV	Citibank, N.A.	3,994.29	3/21/2018	3/19/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00118-2	2018-1559643-L	CITDV	Citibank, N.A.	3,488.98	3/21/2018	3/19/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00118-3	2018-1559644-L	CITDV	Citibank, N.A.	3,113.52	3/21/2018	3/19/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00118-6	2018-1559647-L	CITDV	Citibank, N.A.	2,307.02	3/21/2018	3/19/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00118-7	2018-1559648-L	CITDV	Citibank, N.A.	14,484.80	3/21/2018	3/19/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00118-4	2018-1559645-L	CITDV	Citibank, N.A.	2,804.57	3/21/2018	3/18/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00118-5	2018-1559646-L	CITDV	Citibank, N.A.	2,540.46	3/21/2018	3/17/2023	GA
Digital	Trigger	10PT	10PT00930	2018-1559663-L	NATDV	NATIXIS SA	25,943.17	3/21/2018	3/20/2019	GA
Call Spread	Secure	100C	100C03738	2018-1559657-L	HSBDV	HSBC Bank USA, National Association	247,229.85	3/21/2018	3/19/2019	GA
Asian	Spread 1	100S	100S03625	2018-1559659-L	HSBDV	HSBC Bank USA, National Association	67,062.57	3/21/2018	3/18/2019	GA
Cliquet	MCI	100M	100M02421	2018-1559662-L	BOADV	Bank of America, N.A.	60,138.47	3/21/2018	3/19/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00361	2018-1559636-L	DBDV	Deutsche Bank AG	34,819.47	3/21/2018	3/24/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01196	2018-4696-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	26,200.00	3/22/2018	3/20/2019	GA
Call Spread	Secure	100C	100C03739	2018-1562781-L	GSIDV	Goldman Sachs International	377,369.10	3/22/2018	3/22/2019	GA
Asian	Spread 1	100S	100S03626	2018-1562783-L	GSIDV	Goldman Sachs International	11,690.50	3/22/2018	3/21/2019	GA
Digital	Trigger	10PT	10PT00931	2018-1562787-L	GSIDV	Goldman Sachs International	34,186.69	3/22/2018	3/20/2019	GA
Cliquet	MCI	100M	100M02422	2018-1562789-L	GSIDV	Goldman Sachs International	46,903.65	3/22/2018	3/21/2019	GA
Basket	Envoy Cap	10EC	10EC02264	2018-1562793-L	CSBDV	Credit Suisse International	21,653.75	3/22/2018	3/20/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00362	2018-1562780-L	DBDV	Deutsche Bank AG	21,691.44	3/22/2018	3/20/2019	GA
Asian	Spread 1	100S	100S03627	2018-1565878-L	MSIDV	Morgan Stanley & Co International, PLC	9,755.60	3/23/2018	3/24/2019	GA
Digital	Trigger	10PT	10PT00932	2018-1565891-L	CSBDV	Credit Suisse International	23,415.10	3/23/2018	3/20/2019	GA
Cliquet	MCI	100M	100M02423	2018-1565888-L	MSIDV	Morgan Stanley & Co International, PLC	42,406.30	3/23/2018	3/21/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01197	2018-4714-S	GSIDV	Goldman Sachs International	17,200.00	3/26/2018	3/22/2019	GA
Call Spread	Secure	100C	100C03741	2018-1568976-L	RBCDV	Royal Bank of Canada	383,455.28	3/26/2018	3/22/2019	GA
Asian	Spread 1	100S	100S03628	2018-1568978-L	RBCDV	Royal Bank of Canada	26,672.25	3/26/2018	3/22/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00119-2	2018-1568986-L	CITDV	Citibank, N.A.	3,897.74	3/26/2018	3/23/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00119-3	2018-1568987-L	CITDV	Citibank, N.A.	3,471.57	3/26/2018	3/23/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00119-4	2018-1568988-L	CITDV	Citibank, N.A.	3,123.83	3/26/2018	3/23/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00119-5	2018-1568989-L	CITDV	Citibank, N.A.	2,827.94	3/26/2018	3/23/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00119-1	2018-1568985-L	CITDV	Citibank, N.A.	4,488.30	3/26/2018	3/22/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00119-6	2018-1568990-L	CITDV	Citibank, N.A.	2,569.14	3/26/2018	3/22/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00119-7	2018-1568991-L	CITDV	Citibank, N.A.	16,094.34	3/26/2018	3/21/2025	GA
Cliquet	MCI	100M	100M02424	2018-1568972-L	MSIDV	Morgan Stanley & Co International, PLC	68,486.44	3/26/2018	3/23/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00363	2018-1568956-L	DBDV	Deutsche Bank AG	30,655.20	3/26/2018	3/21/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01198	2018-4715-S	GSIDV	Goldman Sachs International	46,200.00	3/27/2018	3/25/2019	GA
Call Spread	Secure	100C	100C03742	2018-1572101-L	SGDV	Societe Generale	993,589.68	3/27/2018	3/25/2019	GA
Asian	Spread 1	100S	100S03629	2018-1572104-L	SGDV	Societe Generale	173,205.63	3/27/2018	3/25/2019	GA
Call	Secure Par	100P	100P00796	2018-1572103-L	SGDV	Societe Generale	72,800.86	3/27/2018	3/19/2019	GA
Digital	Trigger	10PT	10PT00933	2018-1572115-L	BARDV	Barclays Bank, PLC	100,587.36	3/27/2018	3/24/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Cliquet	MCI	100M	100M02425	2018-1572117-L	GSIDV	Goldman Sachs International	177,160.49	3/27/2018	3/25/2019	GA
Basket	Envoy Cap	10EC	10EC02265	2018-1572127-L	GSIDV	Goldman Sachs International	63,989.61	3/27/2018	3/22/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00364	2018-1572105-L	DBDV	Deutsche Bank AG	31,849.54	3/27/2018	3/25/2019	GA
Digital	Trigger	10PT	10PT00934	2018-1575227-L	GSIDV	Goldman Sachs International	30,639.04	3/28/2018	3/22/2019	GA
Cliquet	MCI	100M	100M02426	2018-1575230-L	GSIDV	Goldman Sachs International	38,860.18	3/28/2018	3/27/2019	GA
Call Spread	Secure	100C	100C03743	2018-1575231-L	WCHDV	Wells Fargo Bank, N. A.	228,823.00	3/28/2018	3/27/2019	GA
Asian	Spread 1	100S	100S03630	2018-1575233-L	WCHDV	Wells Fargo Bank, N. A.	41,412.24	3/28/2018	3/23/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01199	2018-4740-S	WCHDV	Wells Fargo Bank, N. A.	30,500.00	3/29/2018	3/28/2019	GA
Call Spread	Secure	100C	100C03744	2018-1578355-L	SGDV	Societe Generale	625,530.00	3/29/2018	3/27/2019	GA
Asian	Spread 1	100S	100S03631	2018-1578357-L	SGDV	Societe Generale	66,896.02	3/29/2018	3/27/2019	GA
Digital	Trigger	10PT	10PT00935	2018-1578363-L	HSBDV	HSBC Bank USA, National Association	54,307.23	3/29/2018	3/28/2019	GA
Cliquet	MCI	100M	100M02427	2018-1578364-L	GSIDV	Goldman Sachs International	56,319.27	3/29/2018	3/28/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00120-1	2018-1578369-L	CITDV	Citibank, N.A.	7,282.64	3/29/2018	3/27/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00120-2	2018-1578370-L	CITDV	Citibank, N.A.	6,235.34	3/29/2018	3/27/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00120-5	2018-1578373-L	CITDV	Citibank, N.A.	4,467.12	3/29/2018	3/27/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00120-6	2018-1578374-L	CITDV	Citibank, N.A.	4,051.09	3/29/2018	3/27/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00120-7	2018-1578375-L	CITDV	Citibank, N.A.	25,386.99	3/29/2018	3/27/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00120-3	2018-1578371-L	CITDV	Citibank, N.A.	5,517.76	3/29/2018	3/26/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00120-4	2018-1578372-L	CITDV	Citibank, N.A.	4,947.43	3/29/2018	3/25/2022	GA
Call Spread	Secure	100C	100C03745	2018-1585879-L	WCHDV	Wells Fargo Bank, N. A.	305,648.64	4/2/2018	3/29/2019	GA
Asian	Spread 1	100S	100S03632	2018-1585881-L	WCHDV	Wells Fargo Bank, N. A.	15,010.05	4/2/2018	3/29/2019	GA
Digital	Trigger	10PT	10PT00936	2018-1585886-L	NATDV	NATIXIS SA	33,314.38	4/2/2018	3/28/2019	GA
Cliquet	MCI	100M	100M02428	2018-1585889-L	UBSDV	UBS AG	29,913.30	4/2/2018	3/28/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00365	2018-1578352-L	DBDV	Deutsche Bank AG	32,092.92	3/29/2018	4/1/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00366	2018-1585885-L	DBDV	Deutsche Bank AG	13,100.20	4/2/2018	3/22/2019	GA
Call Spread	Secure	100C	100C03740	2018-1565876-L	MSIDV	Morgan Stanley & Co International, PLC	287,287.35	3/23/2018	3/21/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01200	2018-4761-S	GSIDV	Goldman Sachs International	71,100.00	4/3/2018	3/29/2019	GA
Call Spread	Secure	100C	100C03746	2018-1585971-L	NATDV	NATIXIS SA	1,320,743.49	4/3/2018	3/29/2019	GA
Asian	Spread 1	100S	100S03633	2018-1585973-L	NATDV	NATIXIS SA	76,332.16	4/3/2018	4/2/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Digital	Trigger	10PT	10PT00937	2018-1585980-L	SGDV	Societe Generale	111,053.18	4/3/2018	3/29/2019	GA
Cliquet	MCI	100M	100M02429	2018-1585981-L	UBSDV	UBS AG	223,183.89	4/3/2018	3/31/2019	GA
Basket	Envoy Cap	10EC	10EC02266	2018-1585984-L	BARDV	Barclays Bank, PLC	55,191.10	4/3/2018	3/29/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00367	2018-1585970-L	DBDV	Deutsche Bank AG	44,605.08	4/3/2018	3/26/2019	GA
Call Spread	Secure	100C	100C03747	2018-1589116-L	NATDV	NATIXIS SA	319,774.98	4/4/2018	4/3/2019	GA
Asian	Spread 1	100S	100S03634	2018-1589118-L	NATDV	NATIXIS SA	83,194.15	4/4/2018	3/31/2019	GA
Digital	Trigger	10PT	10PT00938	2018-1589119-L	HSBDV	HSBC Bank USA, National Association	24,996.58	4/4/2018	4/1/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00121-1	2018-1589124-L	CITDV	Citibank, N.A.	3,422.78	4/4/2018	4/1/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00121-2	2018-1589125-L	CITDV	Citibank, N.A.	2,966.73	4/4/2018	4/1/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00121-3	2018-1589126-L	CITDV	Citibank, N.A.	2,639.94	4/4/2018	4/1/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00121-4	2018-1589127-L	CITDV	Citibank, N.A.	2,375.02	4/4/2018	4/1/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00121-6	2018-1589129-L	CITDV	Citibank, N.A.	1,952.74	4/4/2018	4/1/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00121-7	2018-1589130-L	CITDV	Citibank, N.A.	12,253.29	4/4/2018	4/1/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00121-5	2018-1589128-L	CITDV	Citibank, N.A.	2,150.30	4/4/2018	3/31/2023	GA
Cliquet	MCI	100M	100M02430	2018-1589123-L	GSIDV	Goldman Sachs International	45,272.89	4/4/2018	3/30/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00368	2018-1589114-L	DBDV	Deutsche Bank AG	22,620.59	4/4/2018	4/1/2019	GA
Digital	Trigger	10PT	10PT00939	2018-1592295-L	GSIDV	Goldman Sachs International	45,006.54	4/5/2018	4/4/2019	GA
Call Spread	Secure	100C	100C03748	2018-1592289-L	GSIDV	Goldman Sachs International	506,748.20	4/5/2018	4/4/2019	GA
Call	Secure Par	100P	100P00797	2018-1592291-L	GSIDV	Goldman Sachs International	94,164.45	4/5/2018	4/1/2019	GA
Asian	Spread 1	100S	100S03635	2018-1592292-L	GSIDV	Goldman Sachs International	61,952.00	4/5/2018	4/4/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01201	2018-4765-S	WCHDV	Wells Fargo Bank, N. A.	29,300.00	4/5/2018	4/2/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00045-7	2018-1592303-L	JPMDV	JPMORGAN CHASE BANK, N.A.	53,473.09	4/5/2018	3/24/2025	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00045-5	2018-1592301-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,643.56	4/5/2018	3/24/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00045-4	2018-1592300-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,545.04	4/5/2018	3/24/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00045-3	2018-1592299-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,585.24	4/5/2018	3/24/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00045-2	2018-1592298-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,862.40	4/5/2018	3/24/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00045-1	2018-1592297-L	JPMDV	JPMORGAN CHASE BANK, N.A.	13,693.24	4/5/2018	3/22/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00045-6	2018-1592302-L	JPMDV	JPMORGAN CHASE BANK, N.A.	7,886.92	4/5/2018	3/22/2024	GA
Cliquet	MCI	100M	100M02431	2018-1592296-L	BOADV	Bank of America, N.A.	78,350.86	4/5/2018	4/4/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00369	2018-1592287-L	DBDV	Deutsche Bank AG	30,286.32	4/5/2018	4/3/2019	GA
Call Spread	Secure	100C	100C03749	2018-1598676-L	BOADV	Bank of America, N.A.	298,896.89	4/6/2018	4/5/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Asian	Spread 1	100S	100S03636	2018-1598678-L	BOADV	Bank of America, N.A.	34,075.65	4/6/2018	4/6/2019	GA
Cliquet	MCI	100M	100M02432	2018-1595548-L	BOADV	Bank of America, N.A.	70,727.62	4/6/2018	4/4/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01202	2018-4782-S	GSIDV	Goldman Sachs International	16,700.00	4/9/2018	4/5/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00370	2018-1595547-L	DBDV	Deutsche Bank AG	19,263.72	4/6/2018	4/4/2019	GA
Digital	Trigger	10PT	10PT00940	2018-1598701-L	HSBDV	HSBC Bank USA, National Association	30,500.83	4/9/2018	4/5/2019	GA
Call Spread	Secure	100C	100C03750	2018-1598697-L	BOADV	Bank of America, N.A.	320,766.74	4/9/2018	4/5/2019	GA
Asian	Spread 1	100S	100S03637	2018-1598699-L	BOADV	Bank of America, N.A.	32,114.66	4/9/2018	4/8/2019	GA
Cliquet	MCI	100M	100M02433	2018-1598700-L	UBSDV	UBS AG	36,445.09	4/9/2018	4/5/2019	GA
Basket	Envoy Cap	10EC	10EC02267	2018-1598707-L	BARDV	Barclays Bank, PLC	30,726.95	4/9/2018	4/5/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01203	2018-4783-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	30,000.00	4/10/2018	4/8/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00122-2	2018-1601874-L	CITDV	Citibank, N.A.	4,673.35	4/10/2018	4/6/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00122-3	2018-1601875-L	CITDV	Citibank, N.A.	4,150.71	4/10/2018	4/6/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00122-4	2018-1601876-L	CITDV	Citibank, N.A.	3,729.82	4/10/2018	4/6/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00122-5	2018-1601877-L	CITDV	Citibank, N.A.	3,373.45	4/10/2018	4/6/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00122-1	2018-1601873-L	CITDV	Citibank, N.A.	5,417.70	4/10/2018	4/5/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00122-6	2018-1601878-L	CITDV	Citibank, N.A.	3,063.26	4/10/2018	4/5/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00122-7	2018-1601879-L	CITDV	Citibank, N.A.	19,187.92	4/10/2018	4/4/2025	GA
Call Spread	Secure	100C	100C03751	2018-1601870-L	BOADV	Bank of America, N.A.	1,207,768.80	4/10/2018	4/8/2019	GA
Asian	Spread 1	100S	100S03638	2018-1601872-L	BOADV	Bank of America, N.A.	151,061.76	4/10/2018	4/8/2019	GA
Digital	Trigger	10PT	10PT00941	2018-1601891-L	HSBDV	HSBC Bank USA, National Association	70,586.10	4/10/2018	4/8/2019	GA
Cliquet	MCI	100M	100M02434	2018-1601890-L	MSIDV	Morgan Stanley & Co International, PLC	183,344.27	4/10/2018	4/8/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00371	2018-1601864-L	DBDV	Deutsche Bank AG	55,893.44	4/10/2018	4/6/2019	GA
Digital	Trigger	10PT	10PT00942	2018-1605062-L	GSIDV	Goldman Sachs International	21,615.56	4/11/2018	4/9/2019	GA
Call Spread	Secure	100C	100C03752	2018-1605057-L	CSBDV	Credit Suisse International	387,485.42	4/11/2018	4/9/2019	GA
Asian	Spread 1	100S	100S03639	2018-1605059-L	CSBDV	Credit Suisse International	110,858.16	4/11/2018	4/1/2019	GA
Asian Call Spread	Regency	110R	110R01104	2018-1605060-L	CSBDV	Credit Suisse International	38,222.84	4/11/2018	3/30/2019	GA
Cliquet	MCI	100M	100M02435	2018-1605066-L	BOADV	Bank of America, N.A.	70,509.32	4/11/2018	4/10/2019	GA
Basket	Envoy Cap	10EC	10EC02268	2018-1605070-L	NATDV	NATIXIS SA	23,303.66	4/11/2018	4/8/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00372	2018-1605056-L	DBDV	Deutsche Bank AG	26,835.05	4/11/2018	4/7/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Digital	Trigger	10PT	10PT00943	2018-1608260-L	CSBDV	Credit Suisse International	57,864.11	4/12/2018	4/10/2019	GA
Asian	Spread 1	100S	100S03640	2018-1608259-L	BOADV	Bank of America, N.A.	50,044.72	4/12/2018	4/13/2019	GA
Cliquet	MCI	100M	100M02436	2018-1608261-L	DBDV	Deutsche Bank AG	62,094.53	4/12/2018	4/10/2019	GA
Basket	Envoy Cap	10EC	10EC02269	2018-1608266-L	NATDV	NATIXIS SA	29,286.19	4/12/2018	4/11/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01204	2018-4876-S	WCHDV	Wells Fargo Bank, N. A.	23,500.00	4/12/2018	4/10/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00373	2018-1608252-L	DBDV	Deutsche Bank AG	46,881.92	4/12/2018	4/7/2019	GA
Call Spread	Secure	100C	100C03754	2018-1611547-L	HSBDV	HSBC Bank USA, National Association	341,691.35	4/13/2018	4/11/2019	GA
Asian	Spread 1	100S	100S03641	2018-1611549-L	HSBDV	HSBC Bank USA, National Association	36,031.37	4/13/2018	4/9/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00123-2	2018-1611565-L	CITDV	Citibank, N.A.	3,597.82	4/13/2018	4/6/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00123-3	2018-1611566-L	CITDV	Citibank, N.A.	3,206.43	4/13/2018	4/6/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00123-4	2018-1611567-L	CITDV	Citibank, N.A.	2,887.46	4/13/2018	4/6/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00123-5	2018-1611568-L	CITDV	Citibank, N.A.	2,615.62	4/13/2018	4/6/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00123-1	2018-1611564-L	CITDV	Citibank, N.A.	4,141.02	4/13/2018	4/5/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00123-6	2018-1611569-L	CITDV	Citibank, N.A.	2,377.74	4/13/2018	4/5/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00123-7	2018-1611570-L	CITDV	Citibank, N.A.	14,907.11	4/13/2018	4/4/2025	GA
Digital	Trigger	10PT	10PT00944	2018-1611571-L	CSBDV	Credit Suisse International	24,387.38	4/13/2018	4/10/2019	GA
Cliquet	MCI	100M	100M02437	2018-1611572-L	GSIDV	Goldman Sachs International	67,610.42	4/13/2018	4/10/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00374	2018-1611541-L	DBDV	Deutsche Bank AG	16,450.76	4/13/2018	4/12/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01205	2018-4900-S	WCHDV	Wells Fargo Bank, N. A.	19,150.00	4/16/2018	4/12/2019	GA
Call Spread	Secure	100C	100C03755	2018-1614787-L	HSBDV	HSBC Bank USA, National Association	465,517.08	4/16/2018	4/12/2019	GA
Asian	Spread 1	100S	100S03642	2018-1614790-L	HSBDV	HSBC Bank USA, National Association	46,231.79	4/16/2018	4/13/2019	GA
Cliquet	MCI	100M	100M02438	2018-1614796-L	MSIDV	Morgan Stanley & Co International, PLC	90,954.26	4/16/2018	4/12/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00375	2018-1614780-L	DBDV	Deutsche Bank AG	25,108.48	4/16/2018	4/12/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00124-1	2018-1614797-L	CITDV	Citibank, N.A.	3,818.27	4/16/2018	4/11/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00124-4	2018-1614800-L	CITDV	Citibank, N.A.	2,642.93	4/16/2018	4/11/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00124-5	2018-1614801-L	CITDV	Citibank, N.A.	2,391.98	4/16/2018	4/11/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00124-6	2018-1614802-L	CITDV	Citibank, N.A.	2,172.81	4/16/2018	4/11/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00124-7	2018-1614803-L	CITDV	Citibank, N.A.	13,628.65	4/16/2018	4/11/2025	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-CITI	Citi Vol Control	CITI	CITI00124-2	2018-1614798-L	CITDV	Citibank, N.A.	3,306.52	4/16/2018	4/9/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00124-3	2018-1614799-L	CITDV	Citibank, N.A.	2,939.67	4/16/2018	4/9/2021	GA
Swaption	Interest Rate Benchmark	10RC	10RC01206	2018-4924-S	GSIDV	Goldman Sachs International	39,000.00	4/17/2018	4/15/2019	GA
Call Spread	Secure	100C	100C03756	2018-1618003-L	WCHDV	Wells Fargo Bank, N. A.	1,214,298.00	4/17/2018	4/15/2019	GA
Call	Secure Par	100P	100P00798	2018-1618005-L	WCHDV	Wells Fargo Bank, N. A.	87,736.32	4/17/2018	4/12/2019	GA
Asian	Spread 1	100S	100S03643	2018-1618006-L	WCHDV	Wells Fargo Bank, N. A.	114,822.40	4/17/2018	4/14/2019	GA
Digital	Trigger	10PT	10PT00945	2018-1618016-L	HSBDV	HSBC Bank USA, National Association	134,125.26	4/17/2018	4/12/2019	GA
Cliquet	MCI	100M	100M02439	2018-1618015-L	MSIDV	Morgan Stanley & Co International, PLC	187,596.00	4/17/2018	4/15/2019	GA
Basket	Envoy Cap	10EC	10EC02270	2018-1618020-L	GSIDV	Goldman Sachs International	56,963.02	4/17/2018	4/12/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00125-1	2018-1618022-L	CITDV	Citibank, N.A.	3,829.91	4/17/2018	4/16/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00125-2	2018-1618023-L	CITDV	Citibank, N.A.	3,288.81	4/17/2018	4/16/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00125-3	2018-1618024-L	CITDV	Citibank, N.A.	2,913.20	4/17/2018	4/16/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00125-6	2018-1618027-L	CITDV	Citibank, N.A.	2,142.74	4/17/2018	4/16/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00125-7	2018-1618028-L	CITDV	Citibank, N.A.	13,454.09	4/17/2018	4/16/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00125-4	2018-1618025-L	CITDV	Citibank, N.A.	2,615.08	4/17/2018	4/14/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00125-5	2018-1618026-L	CITDV	Citibank, N.A.	2,362.84	4/17/2018	4/14/2023	GA
Swaption	Interest Rate Benchmark	10RC	10RC01207	2018-4925-S	GSIDV	Goldman Sachs International	18,500.00	4/18/2018	4/12/2019	GA
Digital	Trigger	10PT	10PT00946	2018-1621240-L	HSBDV	HSBC Bank USA, National Association	28,980.53	4/18/2018	4/12/2019	GA
Call Spread	Secure	100C	100C03757	2018-1621237-L	NATDV	NATIXIS SA	376,300.32	4/18/2018	4/15/2019	GA
Asian	Spread 1	100S	100S03644	2018-1621239-L	NATDV	NATIXIS SA	91,958.30	4/18/2018	4/21/2019	GA
Cliquet	MCI	100M	100M02440	2018-1621247-L	DBDV	Deutsche Bank AG	61,378.23	4/18/2018	4/16/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00377	2018-1621248-L	DBDV	Deutsche Bank AG	64,778.91	4/18/2018	4/9/2019	GA
Call Spread	Secure	100C	100C03758	2018-1624436-L	WCHDV	Wells Fargo Bank, N. A.	404,777.54	4/19/2018	4/18/2019	GA
Asian	Spread 1	100S	100S03645	2018-1624438-L	WCHDV	Wells Fargo Bank, N. A.	17,466.79	4/19/2018	4/23/2019	GA
Digital	Trigger	10PT	10PT00947	2018-1624439-L	HSBDV	HSBC Bank USA, National Association	45,173.87	4/19/2018	4/21/2019	GA
Cliquet	MCI	100M	100M02441	2018-1624445-L	BOADV	Bank of America, N.A.	63,735.23	4/19/2018	4/17/2019	GA
Basket	Envoy Cap	10EC	10EC02271	2018-1624450-L	CITDV	Citibank, N.A.	32,453.78	4/19/2018	4/17/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00378	2018-1624435-L	DBDV	Deutsche Bank AG	36,819.50	4/19/2018	4/4/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00046-1	2018-1627661-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,966.02	4/20/2018	4/9/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00046-2	2018-1627662-L	JPMDV	JPMORGAN CHASE BANK, N.A.	11,180.31	4/20/2018	4/9/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00046-3	2018-1627663-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,933.71	4/20/2018	4/9/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00046-6	2018-1627666-L	JPMDV	JPMORGAN CHASE BANK, N.A.	7,345.88	4/20/2018	4/9/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00046-7	2018-1627667-L	JPMDV	JPMORGAN CHASE BANK, N.A.	49,379.11	4/20/2018	4/9/2025	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00046-4	2018-1627664-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,886.33	4/20/2018	4/8/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00046-5	2018-1627665-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,055.55	4/20/2018	4/6/2023	GA
Call Spread	Secure	100C	100C03759	2018-1627669-L	CITDV	Citibank, N.A.	317,468.37	4/20/2018	4/18/2019	GA
Asian	Spread 1	100S	100S03646	2018-1627671-L	CITDV	Citibank, N.A.	21,125.46	4/20/2018	4/18/2019	GA
Cliquet	MCI	100M	100M02442	2018-1627668-L	BOADV	Bank of America, N.A.	61,437.76	4/20/2018	4/18/2019	GA
Call Spread	Secure	100C	100C03753	2018-1608257-L	BOADV	Bank of America, N.A.	531,801.48	4/12/2018	4/11/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00376	2018-1618002-L	DBDV	Deutsche Bank AG	21,224.23	4/17/2018	4/13/2019	GA
Call Spread	Secure	100C	100C03760	2018-1630877-L	CITDV	Citibank, N.A.	366,330.50	4/23/2018	4/8/2019	GA
Asian	Spread 1	100S	100S03647	2018-1630879-L	CITDV	Citibank, N.A.	75,760.46	4/23/2018	4/20/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01208	2018-4945-S	SGDV	Societe Generale	26,258.00	4/23/2018	4/18/2019	GA
Cliquet	MCI	100M	100M02443	2018-1630874-L	MSIDV	Morgan Stanley & Co International, PLC	51,866.66	4/23/2018	4/19/2019	GA
Digital	Trigger	10PT	10PT00948	2018-1630876-L	HSBDV	HSBC Bank USA, National Association	35,015.15	4/23/2018	4/26/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00379	2018-1630872-L	DBDV	Deutsche Bank AG	97,639.30	4/23/2018	4/10/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00126-1	2018-1630880-L	CITDV	Citibank, N.A.	6,947.96	4/23/2018	4/18/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00126-4	2018-1630883-L	CITDV	Citibank, N.A.	4,907.64	4/23/2018	4/18/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00126-5	2018-1630884-L	CITDV	Citibank, N.A.	4,445.49	4/23/2018	4/18/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00126-6	2018-1630885-L	CITDV	Citibank, N.A.	4,039.76	4/23/2018	4/18/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00126-2	2018-1630881-L	CITDV	Citibank, N.A.	6,093.21	4/23/2018	4/17/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00126-3	2018-1630882-L	CITDV	Citibank, N.A.	5,447.00	4/23/2018	4/16/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00126-7	2018-1630886-L	CITDV	Citibank, N.A.	25,339.60	4/23/2018	4/17/2025	GA
Call Spread	Secure	100C	100C03761	2018-1634104-L	CITDV	Citibank, N.A.	1,144,049.28	4/24/2018	4/19/2019	GA
Asian	Spread 1	100S	100S03648	2018-1634106-L	CITDV	Citibank, N.A.	86,407.38	4/24/2018	4/21/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01209	2018-4952-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	54,200.00	4/24/2018	4/18/2019	GA
Digital	Trigger	10PT	10PT00949	2018-1634119-L	SGDV	Societe Generale	98,918.86	4/24/2018	4/18/2019	GA
Cliquet	MCI	100M	100M02444	2018-1634122-L	GSIDV	Goldman Sachs International	125,118.81	4/24/2018	4/21/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00380	2018-1634103-L	DBDV	Deutsche Bank AG	40,166.28	4/24/2018	4/18/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00127-1	2018-1634111-L	CITDV	Citibank, N.A.	4,477.56	4/24/2018	4/22/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00127-2	2018-1634112-L	CITDV	Citibank, N.A.	3,940.53	4/24/2018	4/22/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00127-3	2018-1634113-L	CITDV	Citibank, N.A.	3,528.30	4/24/2018	4/22/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00127-4	2018-1634114-L	CITDV	Citibank, N.A.	3,184.06	4/24/2018	4/22/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00127-6	2018-1634116-L	CITDV	Citibank, N.A.	2,623.77	4/24/2018	4/22/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00127-7	2018-1634117-L	CITDV	Citibank, N.A.	16,477.12	4/24/2018	4/22/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00127-5	2018-1634115-L	CITDV	Citibank, N.A.	2,886.88	4/24/2018	4/21/2023	GA
Call Spread	Secure	100C	100C03762	2018-1637421-L	SGDV	Societe Generale	293,266.44	4/25/2018	4/23/2019	GA
Asian	Spread 1	100S	100S03649	2018-1637423-L	SGDV	Societe Generale	70,039.05	4/25/2018	4/23/2019	GA
Cliquet	MCI	100M	100M02445	2018-1637420-L	GSIDV	Goldman Sachs International	58,566.97	4/25/2018	4/26/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01210	2018-4957-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	33,900.00	4/26/2018	4/18/2019	GA
Call Spread	Secure	100C	100C03763	2018-1640720-L	GSIDV	Goldman Sachs International	429,526.89	4/26/2018	4/24/2019	GA
Call	Secure Par	100P	100P00799	2018-1640722-L	GSIDV	Goldman Sachs International	61,353.75	4/26/2018	4/19/2019	GA
Asian	Spread 1	100S	100S03650	2018-1640723-L	GSIDV	Goldman Sachs International	51,434.67	4/26/2018	4/26/2019	GA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00032C	2018-1640724-L	GSIDV	Goldman Sachs International	56,713.60	4/26/2018	4/19/2019	SA
Put + Call Spread	Collared 10% Buffer 1 Yr S&P 500	11CS	11CS00032P	2018-1640729-L	GSIDV	Goldman Sachs International	(58,260.20)	4/26/2018	4/19/2019	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00023C	2018-1640726-L	GSIDV	Goldman Sachs International	30,519.24	4/26/2018	3/27/2019	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Russell 2000	11CR	11CR00023P	2018-1640728-L	GSIDV	Goldman Sachs International	(26,529.99)	4/26/2018	3/27/2019	SA
Digital	Trigger	10PT	10PT00950	2018-1640746-L	CSBDV	Credit Suisse International	58,661.78	4/26/2018	4/23/2019	GA
Cliquet	MCI	100M	100M02446	2018-1640747-L	DBDV	Deutsche Bank AG	57,722.92	4/26/2018	4/23/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00381	2018-1640719-L	DBDV	Deutsche Bank AG	84,138.46	4/26/2018	4/24/2019	GA
Cliquet	MCI	100M	100M02447	2018-1643878-L	MSIDV	Morgan Stanley & Co International, PLC	54,992.94	4/27/2018	4/26/2019	GA
Call Spread	Secure	100C	100C03764	2018-1643885-L	WCHDV	Wells Fargo Bank, N. A.	263,027.56	4/27/2018	4/26/2019	GA
Asian	Spread 1	100S	100S03651	2018-1643887-L	WCHDV	Wells Fargo Bank, N. A.	68,644.30	4/27/2018	4/24/2019	GA
Asian Call Spread	Regency	110R	110R01105	2018-1643888-L	WCHDV	Wells Fargo Bank, N. A.	36,593.70	4/27/2018	4/18/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00382	2018-1643864-L	DBDV	Deutsche Bank AG	49,514.84	4/27/2018	4/22/2019	GA
Call Spread	Secure	100C	100C03765	2018-1646994-L	GSIDV	Goldman Sachs International	385,559.04	4/30/2018	4/26/2019	GA
Asian	Spread 1	100S	100S03652	2018-1646996-L	GSIDV	Goldman Sachs International	80,600.00	4/30/2018	4/24/2019	GA
Cliquet	MCI	100M	100M02448	2018-1646986-L	MSIDV	Morgan Stanley & Co International, PLC	79,232.43	4/30/2018	4/26/2019	GA
Digital	Trigger	10PT	10PT00951	2018-1646993-L	CSBDV	Credit Suisse International	28,289.23	4/30/2018	4/26/2019	GA
Basket	Envoy Cap	10EC	10EC02272	2018-1634125-L	NATDV	NATIXIS SA	70,625.18	4/24/2018	4/18/2019	GA
Call Spread	Secure	100C	100C03769	2018-1659481-L	NATDV	NATIXIS SA	262,949.91	5/4/2018	5/3/2019	GA
Call Spread	Secure	100C	100C03766	2018-1653192-L	NATDV	NATIXIS SA	976,778.20	5/1/2018	4/29/2019	GA
Asian	Spread 1	100S	100S03653	2018-1653194-L	NATDV	NATIXIS SA	68,579.13	5/1/2018	4/30/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01211	2018-4978-S	CAYDV	CREDIT AGRICOLE CORPORATE & INVES	66,700.00	5/1/2018	4/26/2019	GA
Cliquet	MCI	100M	100M02449	2018-1653196-L	GSIDV	Goldman Sachs International	172,108.09	5/1/2018	4/29/2019	GA
Digital	Trigger	10PT	10PT00952	2018-1653197-L	CSBDV	Credit Suisse International	94,415.31	5/1/2018	4/30/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00383	2018-1653195-L	DBDV	Deutsche Bank AG	84,515.54	5/1/2018	4/28/2019	GA
Call Spread	Secure	100C	100C03767	2018-1653235-L	BOADV	Bank of America, N.A.	346,191.01	5/2/2018	5/1/2019	GA
Asian	Spread 1	100S	100S03654	2018-1653237-L	BOADV	Bank of America, N.A.	54,225.00	5/2/2018	5/2/2019	GA
Digital	Trigger	10PT	10PT00953	2018-1653245-L	CSBDV	Credit Suisse International	28,881.66	5/2/2018	5/3/2019	GA
Basket	Envoy Cap	10EC	10EC02273	2018-1653247-L	CITDV	Citibank, N.A.	58,173.57	5/2/2018	4/26/2019	GA
Cliquet	MCI	100M	100M02450	2018-1653244-L	DBDV	Deutsche Bank AG	74,690.69	5/2/2018	5/1/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00384	2018-1653243-L	DBDV	Deutsche Bank AG	28,366.68	5/2/2018	4/27/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00128-1	2018-1653198-L	CITDV	Citibank, N.A.	4,616.61	5/1/2018	4/25/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00128-4	2018-1653201-L	CITDV	Citibank, N.A.	3,203.91	5/1/2018	4/25/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00128-5	2018-1653202-L	CITDV	Citibank, N.A.	2,897.03	5/1/2018	4/25/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00128-6	2018-1653203-L	CITDV	Citibank, N.A.	2,628.67	5/1/2018	4/25/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00128-7	2018-1653204-L	CITDV	Citibank, N.A.	16,480.21	5/1/2018	4/25/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00128-2	2018-1653199-L	CITDV	Citibank, N.A.	4,007.21	5/1/2018	4/24/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00128-3	2018-1653200-L	CITDV	Citibank, N.A.	3,565.66	5/1/2018	4/23/2021	GA
Swaption	Interest Rate Benchmark	10RC	10RC01212	2018-4980-S	SGDV	Societe Generale	30,300.00	5/3/2018	5/1/2019	GA
Call Spread	Secure	100C	100C03768	2018-1656349-L	CITDV	Citibank, N.A.	374,110.48	5/3/2018	5/1/2019	GA
Asian	Spread 1	100S	100S03655	2018-1656351-L	CITDV	Citibank, N.A.	24,125.10	5/3/2018	5/2/2019	GA
Cliquet	MCI	100M	100M02451	2018-1656355-L	GSIDV	Goldman Sachs International	54,453.26	5/3/2018	5/1/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Digital	Trigger	10PT	10PT00954	2018-1656352-L	HSBDV	HSBC Bank USA, National Association	38,554.97	5/3/2018	5/2/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00385	2018-1656348-L	DBDV	Deutsche Bank AG	20,260.93	5/3/2018	5/1/2019	GA
Cliquet	MCI	100M	100M02452	2018-1659484-L	GSIDV	Goldman Sachs International	87,285.56	5/4/2018	5/3/2019	GA
Asian	Spread 1	100S	100S03656	2018-1659483-L	NATDV	NATIXIS SA	19,929.40	5/4/2018	5/7/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01213	2018-4982-S	SGDV	Societe Generale	20,500.00	5/4/2018	5/2/2019	GA
Digital	Trigger	10PT	10PT00955	2018-1662595-L	HSBDV	HSBC Bank USA, National Association	30,286.00	5/7/2018	5/3/2019	GA
Call Spread	Secure	100C	100C03770	2018-1662596-L	SGDV	Societe Generale	435,862.85	5/7/2018	5/3/2019	GA
Asian	Spread 1	100S	100S03657	2018-1662598-L	SGDV	Societe Generale	89,027.73	5/7/2018	5/5/2019	GA
Basket	Envoy Cap	10EC	10EC02274	2018-1662602-L	NATDV	NATIXIS SA	27,222.20	5/7/2018	5/3/2019	GA
Cliquet	MCI	100M	100M02453	2018-1662593-L	GSIDV	Goldman Sachs International	81,749.18	5/7/2018	5/3/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00386	2018-1662585-L	DBDV	Deutsche Bank AG	21,105.00	5/7/2018	4/28/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01214	2018-4999-S	SGDV	Societe Generale	71,300.00	5/8/2018	5/3/2019	GA
Digital	Trigger	10PT	10PT00956	2018-1665744-L	GSIDV	Goldman Sachs International	83,803.45	5/8/2018	5/6/2019	GA
Call Spread	Secure	100C	100C03771	2018-1665737-L	CITDV	Citibank, N.A.	1,090,436.00	5/8/2018	5/6/2019	GA
Asian	Spread 1	100S	100S03658	2018-1665740-L	CITDV	Citibank, N.A.	100,912.00	5/8/2018	5/6/2019	GA
Call	Secure Par	100P	100P00800	2018-1665739-L	CITDV	Citibank, N.A.	69,896.00	5/8/2018	4/30/2019	GA
Basket	Envoy Cap	10EC	10EC02275	2018-1665753-L	CITDV	Citibank, N.A.	31,907.31	5/8/2018	5/3/2019	GA
Cliquet	MCI	100M	100M02454	2018-1665747-L	MSIDV	Morgan Stanley & Co International, PLC	192,702.02	5/8/2018	5/5/2019	GA
Put + Call Spread	Collared 10% Buffer 1 Yr Nasdaq 100	11CN	11CN00016C	2018-1665741-L	CITDV	Citibank, N.A.	27,093.62	5/8/2018	4/17/2019	SA
Put + Call Spread	Collared 10% Buffer 1 Yr Nasdaq 100	11CN	11CN00016P	2018-1665743-L	CITDV	Citibank, N.A.	(17,110.82)	5/8/2018	4/17/2019	SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00387	2018-1665735-L	DBDV	Deutsche Bank AG	26,074.16	5/8/2018	5/6/2019	GA
Call Spread	Secure	100C	100C03772	2018-1668881-L	CITDV	Citibank, N.A.	315,013.32	5/9/2018	5/8/2019	GA
Asian	Spread 1	100S	100S03659	2018-1668883-L	CITDV	Citibank, N.A.	67,514.44	5/9/2018	5/3/2019	GA
Cliquet	MCI	100M	100M02455	2018-1668880-L	MSIDV	Morgan Stanley & Co International, PLC	61,595.08	5/9/2018	5/7/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01215	2018-5000-S	GSIDV	Goldman Sachs International	27,300.00	5/9/2018	5/7/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00388	2018-1668878-L	DBDV	Deutsche Bank AG	22,739.08	5/9/2018	5/6/2019	GA
Call Spread	Secure	100C	100C03773	2018-1672021-L	NATDV	NATIXIS SA	442,189.32	5/10/2018	5/9/2019	GA
Asian	Spread 1	100S	100S03660	2018-1672023-L	NATDV	NATIXIS SA	82,993.44	5/10/2018	5/8/2019	GA
Cliquet	MCI	100M	100M02456	2018-1672024-L	MSIDV	Morgan Stanley & Co International, PLC	68,969.00	5/10/2018	5/11/2019	GA
Digital	Trigger	10PT	10PT00957	2018-1672020-L	CSBDV	Credit Suisse International	44,235.53	5/10/2018	5/8/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00389	2018-1672014-L	DBDV	Deutsche Bank AG	25,259.28	5/10/2018	5/1/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01216	2018-5008-S	SGDV	Societe Generale	28,700.00	5/11/2018	5/9/2019	GA
Call Spread	Secure	100C	100C03774	2018-1675328-L	SGDV	Societe Generale	273,900.00	5/11/2018	5/10/2019	GA
Asian	Spread 1	100S	100S03661	2018-1675330-L	SGDV	Societe Generale	37,250.22	5/11/2018	5/8/2019	GA
Cliquet	MCI	100M	100M02457	2018-1675327-L	MSIDV	Morgan Stanley & Co International, PLC	60,932.28	5/11/2018	5/9/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00390	2018-1675325-L	DBDV	Deutsche Bank AG	22,107.83	5/11/2018	5/8/2019	GA
Digital	Trigger	10PT	10PT00958	2018-1678653-L	NATDV	NATIXIS SA	29,338.28	5/14/2018	5/7/2019	GA
Call Spread	Secure	100C	100C03775	2018-1678658-L	NATDV	NATIXIS SA	385,875.08	5/14/2018	5/10/2019	GA
Asian	Spread 1	100S	100S03662	2018-1678660-L	NATDV	NATIXIS SA	43,349.00	5/14/2018	5/11/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00129-1	2018-1678663-L	CITDV	Citibank, N.A.	6,495.00	5/14/2018	5/10/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00129-3	2018-1678665-L	CITDV	Citibank, N.A.	4,842.81	5/14/2018	5/10/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00129-5	2018-1678667-L	CITDV	Citibank, N.A.	3,886.38	5/14/2018	5/10/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00129-6	2018-1678668-L	CITDV	Citibank, N.A.	3,511.56	5/14/2018	5/10/2024	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00129-2	2018-1678664-L	CITDV	Citibank, N.A.	5,509.45	5/14/2018	5/8/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00129-4	2018-1678666-L	CITDV	Citibank, N.A.	4,321.70	5/14/2018	5/10/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00129-7	2018-1678669-L	CITDV	Citibank, N.A.	22,038.63	5/14/2018	5/9/2025	GA
Basket	Envoy Cap	10EC	10EC02276	2018-1678685-L	CITDV	Citibank, N.A.	20,171.56	5/14/2018	5/10/2019	GA
Cliquet	MCI	100M	100M02458	2018-1678652-L	MSIDV	Morgan Stanley & Co International, PLC	61,646.52	5/14/2018	5/11/2019	GA
Call Spread	Secure	100C	100C03776	2018-1681605-L	HSBDV	HSBC Bank USA, National Association	821,457.00	5/15/2018	5/13/2019	GA
Asian	Spread 1	100S	100S03663	2018-1681607-L	HSBDV	HSBC Bank USA, National Association	58,616.25	5/15/2018	5/13/2019	GA
Digital	Trigger	10PT	10PT00959	2018-1681601-L	CSBDV	Credit Suisse International	61,560.02	5/15/2018	5/14/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01217	2018-5055-S	SGDV	Societe Generale	90,700.00	5/15/2018	5/10/2019	GA
Basket	Envoy Cap	10EC	10EC02277	2018-1681635-L	NATDV	NATIXIS SA	49,483.20	5/15/2018	5/13/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Cliquet	MCI	100M	100M02459	2018-1681634-L	MSIDV	Morgan Stanley & Co International, PLC	205,913.06	5/15/2018	5/12/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00391	2018-1681612-L	DBDV	Deutsche Bank AG	27,862.20	5/15/2018	5/11/2019	GA
Call Spread	Secure	100C	100C03777	2018-1684559-L	NATDV	NATIXIS SA	294,623.10	5/16/2018	5/13/2019	GA
Asian	Spread 1	100S	100S03664	2018-1684561-L	NATDV	NATIXIS SA	34,851.44	5/16/2018	5/14/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00047-2	2018-1684582-L	JPMDV	JPMORGAN CHASE BANK, N.A.	10,811.39	5/16/2018	4/27/2020	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00047-3	2018-1684583-L	JPMDV	JPMORGAN CHASE BANK, N.A.	9,628.43	5/16/2018	4/27/2021	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00047-4	2018-1684584-L	JPMDV	JPMORGAN CHASE BANK, N.A.	8,656.36	5/16/2018	4/27/2022	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00047-5	2018-1684585-L	JPMDV	JPMORGAN CHASE BANK, N.A.	7,829.96	5/16/2018	4/27/2023	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00047-1	2018-1684581-L	JPMDV	JPMORGAN CHASE BANK, N.A.	12,466.08	5/16/2018	4/26/2019	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00047-6	2018-1684586-L	JPMDV	JPMORGAN CHASE BANK, N.A.	7,108.88	5/16/2018	4/26/2024	GA
JRNY-JPM	JPM Vol Control	JPMM	JPMM00047-7	2018-1684587-L	JPMDV	JPMORGAN CHASE BANK, N.A.	47,300.32	5/16/2018	4/25/2025	GA
Cliquet	MCI	100M	100M02460	2018-1684580-L	UBSDV	UBS AG	74,258.82	5/16/2018	5/14/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00392	2018-1684578-L	DBDV	Deutsche Bank AG	18,426.60	5/16/2018	5/14/2019	GA
Call Spread	Secure	100C	100C03778	2018-1690197-L	BOADV	Bank of America, N.A.	392,702.04	5/17/2018	5/16/2019	GA
Call	Secure Par	100P	100P00801	2018-1690199-L	BOADV	Bank of America, N.A.	69,202.16	5/17/2018	5/10/2019	GA
Asian	Spread 1	100S	100S03665	2018-1690200-L	BOADV	Bank of America, N.A.	27,394.71	5/17/2018	5/15/2019	GA
Basket	Envoy Cap	10EC	10EC02278	2018-1687398-L	CITDV	Citibank, N.A.	32,466.82	5/17/2018	5/16/2019	GA
Cliquet	MCI	100M	100M02461	2018-1687397-L	MSIDV	Morgan Stanley & Co International, PLC	61,298.47	5/17/2018	5/15/2019	GA
Digital	Trigger	10PT	10PT00960	2018-1687396-L	CSBDV	Credit Suisse International	44,216.91	5/17/2018	5/14/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01218	2018-5076-S	GSIDV	Goldman Sachs International	41,100.00	5/17/2018	5/15/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00393	2018-1687395-L	DBDV	Deutsche Bank AG	27,684.46	5/17/2018	5/11/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01219	2018-5083-S	WCHDV	Wells Fargo Bank, N. A.	44,300.00	5/18/2018	5/15/2019	GA
Call Spread	Secure	100C	100C03779	2018-1690201-L	CITDV	Citibank, N.A.	230,224.80	5/18/2018	5/16/2019	GA
Asian	Spread 1	100S	100S03666	2018-1690203-L	CITDV	Citibank, N.A.	9,176.76	5/18/2018	5/17/2019	GA
Cliquet	MCI	100M	100M02462	2018-1690212-L	MSIDV	Morgan Stanley & Co International, PLC	73,893.67	5/18/2018	5/17/2019	GA
Call Spread	Secure	100C	100C03780	2018-1693022-L	SGDV	Societe Generale	432,604.48	5/21/2018	5/17/2019	GA
Asian	Spread 1	100S	100S03667	2018-1695863-L	SGDV	Societe Generale	40,414.95	5/21/2018	5/19/2019	GA
Cliquet	MCI	100M	100M02463	2018-1693036-L	DBDV	Deutsche Bank AG	91,324.12	5/21/2018	5/18/2019	GA
Basket	Envoy Cap	10EC	10EC02279	2018-1693033-L	NATDV	NATIXIS SA	27,994.81	5/21/2018	5/17/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00394	2018-1693025-L	DBDV	Deutsche Bank AG	35,018.28	5/21/2018	5/14/2019	GA
Digital	Trigger	10PT	10PT00961	2018-1693024-L	CSBDV	Credit Suisse International	67,847.78	5/21/2018	5/17/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01220	2018-5099-S	SGDV	Societe Generale	116,700.00	5/22/2018	5/17/2019	GA
Call Spread	Secure	100C	100C03781	2018-1695848-L	CITDV	Citibank, N.A.	1,029,307.44	5/22/2018	5/20/2019	GA
Asian	Spread 1	100S	100S03668	2018-1695850-L	CITDV	Citibank, N.A.	67,307.68	5/22/2018	5/19/2019	GA
Basket	Envoy Cap	10EC	10EC02280	2018-1695872-L	GSIDV	Goldman Sachs International	37,073.51	5/22/2018	5/20/2019	GA
Cliquet	MCI	100M	100M02464	2018-1695869-L	DBDV	Deutsche Bank AG	207,028.14	5/22/2018	5/20/2019	GA
Digital	Trigger	10PT	10PT00962	2018-1695871-L	HSBDV	HSBC Bank USA, National Association	63,750.47	5/22/2018	5/20/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00130-2	2018-1695877-L	CITDV	Citibank, N.A.	3,487.55	5/22/2018	5/5/2020	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00130-3	2018-1695878-L	CITDV	Citibank, N.A.	3,089.37	5/22/2018	5/5/2021	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00130-4	2018-1695879-L	CITDV	Citibank, N.A.	2,768.67	5/22/2018	5/5/2022	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00130-5	2018-1695880-L	CITDV	Citibank, N.A.	2,497.22	5/22/2018	5/5/2023	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00130-7	2018-1695882-L	CITDV	Citibank, N.A.	14,130.56	5/22/2018	5/5/2025	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00130-1	2018-1695876-L	CITDV	Citibank, N.A.	4,056.47	5/22/2018	5/3/2019	GA
JRNY-CITI	Citi Vol Control	CITI	CITI00130-6	2018-1695881-L	CITDV	Citibank, N.A.	2,261.30	5/22/2018	5/3/2024	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00395	2018-1695852-L	DBDV	Deutsche Bank AG	20,506.56	5/22/2018	5/20/2019	GA
Call Spread	Secure	100C	100C03782	2018-1698712-L	GSIDV	Goldman Sachs International	325,843.54	5/23/2018	5/21/2019	GA
Call	Secure Par	100P	100P00802	2018-1698714-L	GSIDV	Goldman Sachs International	62,630.43	5/23/2018	5/17/2019	GA
Asian	Spread 1	100S	100S03669	2018-1698715-L	GSIDV	Goldman Sachs International	20,328.45	5/23/2018	5/22/2019	GA
Digital	Trigger	10PT	10PT00963	2018-1698717-L	CSBDV	Credit Suisse International	22,978.58	5/23/2018	5/22/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01221	2018-5101-S	GSIDV	Goldman Sachs International	37,400.00	5/24/2018	5/22/2019	GA
Digital	Trigger	10PT	10PT00964	2018-1701531-L	CSBDV	Credit Suisse International	39,790.30	5/24/2018	5/22/2019	GA
Call Spread	Secure	100C	100C03783	2018-1701543-L	WCHDV	Wells Fargo Bank, N. A.	395,393.25	5/24/2018	5/24/2019	GA
Asian	Spread 1	100S	100S03670	2018-1701545-L	WCHDV	Wells Fargo Bank, N. A.	25,108.20	5/24/2018	5/22/2019	GA
Cliquet	MCI	100M	100M02466	2018-1701532-L	BOADV	Bank of America, N.A.	54,617.35	5/24/2018	5/24/2019	GA
DB CROCI Call	Vol Control 1 Yr - VIAC	1VCV	1VCV00396	2018-1701529-L	DBDV	Deutsche Bank AG	27,200.26	5/24/2018	5/22/2019	GA
Swaption	Interest Rate Benchmark	10RC	10RC01222	2018-5102-S	GSIDV	Goldman Sachs International	20,900.00	5/25/2018	5/24/2019	GA
Call Spread	Secure	100C	100C03784	2018-1704355-L	HSBDV	HSBC Bank USA, National Association	235,963.20	5/25/2018	5/24/2019	GA

Option Name	Strategy Name	Option Code	Option Number	Deal Number	Counterparty ID	Counterparty	Cost	Trade Date	Maturity Date	GA/SA
Asian	Spread 1	100S	100S03671	2018-1704357-L	HSBDV	HSBC Bank USA, National Association	13,151.04	5/25/2018	5/23/2019	GA
Cliquet	MCI	100M	100M02467	2018-1704358-L	MSIDV	Morgan Stanley & Co International, PLC	57,955.03	5/25/2018	5/23/2019	GA
Basket	Envoy Cap	10EC	10EC02281	2018-1704382-L	BARDV	Barclays Bank, PLC	24,383.42	5/25/2018	5/23/2019	GA
Cliquet	MCI	100M	100M02465	2018-1698718-L	MSIDV	Morgan Stanley & Co International, PLC	89,475.23	5/23/2018	5/21/2019	GA
Asian Call Spread	Regency	110R	110R01106	2018-1684562-L	NATDV	NATIXIS SA	42,619.14	5/16/2018	5/6/2019	GA

SCHEDULE V

EXISTING OTHER HEDGES

None.

SCHEDULE VI

REINSURER REPORTS

Ceding Company Receipt of Information	Information to be Provided
8 Business Days after end of quarter	Draft reserve report
10 Business Days after end of quarter	Final reserve report, including statutory, GAAP and tax reserves, with an inventory of reserve topsides or adjustments
10 Business Days after the end of the quarter	Best estimate cash flows
17 Business Days after end of quarter	Reliance statements for reserves and for fixed income annuities including AG35 AA certificate and reliance for the economic assumptions used to calculate the market value of the options
10 Business Days prior to effective date of proposed changes	Recommendation for Interest Crediting
5 Business Days prior to effective date of proposed changes	Upload file for Interest Crediting
17 Business Days after end of year	Valuation Certificate/Affidavit
37 calendar days after end of year	Annual Opinion Statements
Annually by September 30th	Assumptions to support calculation of Actuarial Present Values
Annually	Support for Blue Book exhibits, including Exhibits 5 and 7; Exhibit of Policies; Analysis of Increase in Reserves (AIR), and all applicable state pages for filing of Blue Book. Additional information if needed for notes to VIAC’s financial statements, supplements, and general interrogatories
Annually	Support for Green Book exhibits, including Exhibits 3 and 6; Analysis of Increase in Reserves (AIR). Additional information if needed for notes to VIAC’s financial statements, supplements, and general interrogatories
Annually	Reliance for Asset Adequacy

EXHIBIT A

WEEKLY ACCOUNTING REPORT

See attached.

Weekly Accounting Report

VIAC to ALRE FA (GA & SA) Business Modco Settlement

For the Week-to-date Accounting Period beginning: MM/DD/YY and ending on: MM/DD/YY

VIAC to ALRE FA Modco (Bermuda) - General & Separate Account 80% Quota Share
Other Deferred	FIA	SPIA/Life Contingent	SPIA/Non-Life Contingent	Supplemental Contracts/Life Contingent	Supplemental Contracts/Non-Life Contingent	SA	Total

Section 1: Policy cash flows to/(from) Reinsurer

First Year Premium--------

Single Premium--------

Renewal Premium--------

Premium on Supplemental Contracts--------

Other Premium--------

Less: Returned Premium--------

A     TOTAL Premiums

Full Surrenders               ��--------

Partial Surrenders--------

Death Claims--------

Interest on Death Claims--------

Annuity Payments under Payout Annuities    --------

Excess Benefits¹--------

Surrender Charges--------

Market Value Adjustments--------

Other--------

B    TOTAL Claims--------

First Year Commissions--------

Renewal Commissions--------

Trail Commissions--------

Other Commission--------

C    TOTAL Commissions--------

Section 2: Existing Hedge Proceeds

D    Total existing hedge proceeds due to Reinsurer-

Section 3: Policy cash flows due to/(owed from) Reinsurer

E    Reinsurer Share of Net Policy Cash Flows and Hedge Proceeds (A - B - C + D)2$                                 $ -

Notes:

1 Excess benefits refer to income rider payments in excess of account value.

2 Reinsurer share of net policy cash flows and hedge proceeds are settled on a weekly basis

EXHIBIT B

MONTHLY ACCOUNTING REPORT

See attached.

Monthly Accounting Report

VIAC to ALRE FA (GA & SA) Business Modco Settlement

For the Year-to-date Accounting Period beginning: MM/DD/YY and ending on: MM/DD/YY

VIAC to ALRE FA Modco (Bermuda) - General & Separate Account 80% Quota Share
Other Deferred	FIA	SPIA/Life Contingent	SPIA/Non-Life Contingent	Supplemental Contracts/Life Contingent	Supplemental Contracts/Non-Life Contingent	SA	Total

Section 1: Policy cash flows to/from Reinsurer

First Year Premium--------

Single Premium--------

Renewal Premium--------

Premium on Supplemental Contracts----     ---        -

Other Premium--------

Less: Returned Premium--------

A TOTAL Premiums

Full Surrenders--------

Partial Surrenders--------

Death Claims--------

Interest on Death Claims        --------

Annuity Payments under Payout Annuities--------

Excess Benefits¹--------

Surrender Charges--------

Market Value Adjustments--------

Other--------

B TOTAL Claims--------

First Year Commissions--------

Renewal Commissions--------

Trail Commissions--------

Other Commission--------

C TOTAL Commissions--------

Section 2: Existing Hedge Proceeds

D Total existing hedge proceeds due to Reinsurer-

Section 3: Policy cash flows due to/(owed from) Reinsurer

E Reinsurer Share of Net Policy Cash Flows and Hedge Proceeds (A - B - C + D)²$-

Section 4: Other fee accruals owed from Reinsurer

F Expenses (Q )$-

G Investment Fees (L)-

H Other-

Section 5: Monthly/Quarterly Net Settlement Amount owed to / (from) Reinsurer

I Reinsurer Share of Settlement Amounts (E - F - G - H)-

J Interim settlements transferred to / (from) Modco Account during Period-

K Net Settlement Amount owed to / (from) Reinsurer (I - J)$-

Section 6: Investment Fees

AAM Management fees-

Subavisory fees-

Incentive Subadvisory fees-

CML Servicing Fees-

Custody Fees-

L TOTAL Investment Fees                                                    $-

Section 7: Expense Reimbursements

M Premium Taxes Payable by Reinsurer        --------

N Guaranty Fund Assessments due from Reinsurer --------

O Excise Taxes⁴--------

P Other Expenses            --------

Q TOTAL Expenses and Taxes

owed from Reinsurer (M+N+O+P)        --------

Notes:

1 Excess benefits refer to income rider payments in excess of account value.

2 Reinsurer share of net policy cash flows and hedge proceeds are settled on a weekly basis

4 For modco treaties to foreign corporations, excise taxes are typically calculated as (+) Premiums (-) Change in Reserve (+) Net Investment Income = Premium subject to excise tax (*) 1% = Excise

EXHIBIT C

QUARTERLY ACCOUNTING REPORT

See attached.

Quarterly Accounting Report

VIAC to ALRE FA (GA & SA) Business Modco Settlement

For the Year-to-date Accounting Period beginning: MM/DD/YY and ending on MM/DD/YY

VIAC to ALRE FA Modco (Bermuda) - General & Separate Account 80% Quota Share
Other Deferred	FIA	SPIA/Life Contingent	SPIA/Non-Life Contingent	Supplemental Contracts/Life Contingent	Supplemental Contracts/Non-Life Contingent	SA	Total

Section 1: Policy cash flows to/(from) Reinsurer

First Year Premium--------

Single Premium--------

Renewal Premium--------

Premium on Supplemental Contracts--------

Other Premium--------

Less: Returned Premium--------

ATOTAL Premiums

Full Surrenders--------

Partial Surrenders--------

Death Claims--------

Interest on Death Claims--------

Annuity Payments under Payout Annuities--------

Excess Benefits¹--------

Surrender Charges--------

Market Value Adjustments--------

Other--------

B TOTAL Claims    --------

First Year Commissions--------

Renewal Commissions--------

Trail Commissions--------

Other Commission--------

CTOTAL Commissions--------

Section 3: Existing Hedge Proceeds

D Total existing hedge proceeds due to Reinsurer                                                -

Section 3: Policy cash flows due to/(owed from) Reinsurer

E Reinsurer Share of Net Policy Cash Flows and Hedge Proceeds (A - B - C + D)²    -

Section 4: Other fee accruals owed from Reinsurer

F Expenses (Q + R)³-

G Investment Fees (L)-

H Other-

Section 5: Monthly/Quarterly Net Settlement Amount owed to / (from) Reinsurer

I Reinsurer Share of Settlement Amounts (E - F - G - H)-

J Interim settlements transferred to / (from) Modco Account during Period-

K Net Settlement Amount owed to / (from) Reinsurer (I - J)    -

Section 6: Investment Fees

AAM Management fees-

Subavisory fees-

Incentive Subadvisory fees-

CML Servicing Fees-

Custody Fees-

L TOTAL Investment Fees    -

Section 7: Expense Reimbursements

M Premium Taxes Payable by Reinsurer--------

N Guaranty Fund Assessments due from Reinsurer--------

O Excise Taxes⁴--------

P Other Expenses--------

Q TOTAL Expenses & Taxes owed from Reinsurer (M+N+O+P) --------

Section 8: Policy expenses owed from Reinsurer

Non-payout annuities - fee applied to reserves--------

Non-payout annuities - fee applied to policy count--------

TOTAL Policy Expenses specific to Non-Payout Annuities--------

Payout annuities - fee applied to reserves--------

TOTAL Policy Expenses specific to Payout Annuities--------

Ceding commission--------

Investment accounting services fee--------

Other Expenses--------

TOTAL Other Policy Expenses--------

R TOTAL Policy Expenses--------

Section 9: Modco Invested Assets

S Statutory Carrying Value of Assets at Beginning of Accounting Period-

Total Interest Income - Non-Alternative-

Other fees - reimbursements                                                    -

Alternatives-

Amortization-

Realized Gains / (Losses) - Alternative-

Realized Gains / (Losses) - Non-Alternative-

Unrealized Gains / (Losses) - Alternative-

Unrealized Gains / (Losses) - Non-Alternative-

Statutory Impairments and Default Losses Realized - Non-Alternative-

Statutory Impairments and Default Losses Realized - Alternative-

ModCo Option Gains on Expiry                                                    -    

ModCo Option Amortization-

T TOTAL Net Investment Income                                                    -

U Cash or statutory carrying value of other assets transferred (to Reinsurer

from Modco Account) / from Reinsurer into Modco Account-

QQ 20YY Settlement-

MM/DD/YYYY-

MM/DD/YYYY-

Transferred Asset Basis Differences                                 -

V Cash or statutory carrying value of other assets transferred (to Ceding Company

from Modco Account) / from Ceding Company to Modco Account-

Interim Payments                                -

QQ 20YY Settlement-

MM/DD/YYYY

W Statutory Carrying Value of Assets at End of Accounting Period (S +/- T +/- U +/- V)                                        -

X Book Value of Policy Loans at the Beginning of the Month                                                -

New loans-

Loan payments made                                                    -

Loan interest-

Y Total increase/(decrease) from Policy Loan                                            -

Z Book Value of Policy Loan at End of the Month (X +Y)-

Section 10: Interest Maintenance Reserve (IMR)

Beginning Reserve                                                            -

Add: current realized gains/losses                                                    -

Less: current period amortization                                                        -

Add: Other adjustment                                                        -

AA Ending                                                            -

Section 11: Modified Coinsurance Reserves

Beginning ICOS--------

Modco Reserves - Beginning of Period, Gross--------

AB Modified Coinsurance Reserves as of

Beginning of Accounting Period            --------

Ending ICOS--------

Modco Reserves - End of Period, Gross--------

AC Modified Coinsurance Reserves as

of End of Accounting Period            --------

AD Change in Modified Coinsurance Reserves (AC - AB)    --------

Section 12: Calculation of Modco Adjustment

AE TOTAL Modified Coinsurance Reserves (AC)$-

AF IMR at End of Accounting Period (X)$-

AG Statutory Carrying Value of Assets in the Modco Account at End of Accounting Period (including policy loans) (W + Z)$-

AH Modco Adjustment due from/(to) Reinsurer (AE + AF - AG)$-

AI Settlement Adjustment / Other                                                $-

AJ Net Amount to Transfer from /(to) Reinsurer (AH - AI)$-

Notes:

1 Excess benefits refer to income rider payments in excess of account value.

2 Reinsurer share of net policy cash flows and hedge proceeds are settled on a weekly basis

3 Monthly settlements will only include expenses detailed in section 7. Quarterly settlements will include expenses detailed in section 7 and section 8.

4 For modco treaties to foreign corporations, excise taxes are typically calculated as (+) Premiums (-) Change in Reserve (+) Net Investment Income = Premium subject to excise tax (*) 1% = Excise taxes due

EXHIBIT D

ACCOUNT VALUE ROLL-FORWARD AND SERIATIM INFORMATION FIELDS

Field	Definition
POLICY NUM	Associated policy number for the contract
PLAN CODE	Admin Plan code for the associated policy
ISSUE DATE	Date of Issuance
Month End Date	Date of the month end value
Bucket CODE	Identification of Fixed or Fund
FIA FLAG	Y / N to indicate if FIA.
Prior Month End Value	Value from the prior AVRF file at the bucket level.
Deposits	AV deposited into Bucket or Free look removed from bucket.
Annuitizations	Account Value annuitized.
AWS	Systematic Withdrawals. Would expect GMWB payments / Claims to be reported here.
DEATH CLAIMS	Death Claim
DEATH CLAIMS Excess	Death Claim paid in excess of AV
Shifts	Money moved between buckets.
SURRENDER - FULL	Full surrenders
SURRENDER - PARTIAL	Partial Surrenders
Surr Charges	Surrender charges applied
MVA	MVA applied
Apprec	Bucket Appreciation (Interest credited)
GMWB_Credit	Credit to offset the GMWB Claim, expected this to be populated when AV approaches zero. This will keep AV from going negative.
GMDB_Credit	Credit that represents excess death benefit paid out due to a GMDB rider.
GMWB_Charge	Charge applied for GMWB rider
GMDB_Charge	Charge applied for GMDB rider
Current Month End Value	Value after all monthly transactions have occurred. This should align with the "VOYA_FIELDS_IF" request. This should be the rolled value from the prior month.

EXHIBIT E

SERIATIM INFORMATION FIELDS

Seriatim Information Fields

I. For Payout Annuities

Request

Policy Number

Policy Status

Plan Code

Company Name

Issue State

Contract Type (Payout, Annuitization, Structured Settlement, etc..)

Owner Sex

Owner Issue Age

Owner Date of Birth

Owner Date of Death

Number of Lives

Initial Premium

Rated Age

Substandard Category

Payout Type (Cert Only, C&L, Life Only)

Recurring Benefit Payment Amount

Payment Mode

Issue Date

Benefit Start Date

Benefit Stop Date

Benefit Stop Reason

Certain Period End Date

Certain Period Months

JointSurvivor Benefit Percent or Amount -1st Life

JointSurvivor Benefit Percent or Amount -2nd Life

Contingent Annuitant's Issue Age

Contingent Annuitant's Date of Birth

Contingent Annuitant's Date of Death

Contingent Annuitant's Sex

Cost of Living Adjustment/Benefit Growth Rate Pct

Cost of Living Adjustment Frequency

Income Change Date

Income Change Amount

Lump Sum Payment Amount

Lump Sum Payment Date

Death Benefit Amount

Stat Valuation Rate 1

Stat Valuation Rate 2

Stat Valuation Rate 3

Stat Valuation Rate 4

Tax Valuation Rate 1

Tax Valuation Rate 2

Tax Valuation Rate 3

Tax Valuation Rate 4

Death Status

Valuation Date

II. For Non-Payout Annuities

a. For Fixed and Fixed Indexed Annuities

Field	Definition
POLICY NUM	Associated policy number for the contract
PLAN CODE	Admin Plan code for the associated policy
Company	Issuing company
Treaty	Description of the if it is in the flow or block treaty.
Quota Share	Reinsured Quota share associated with policy. This is expected to be 1.00 for Voya.
Annuity Type	Source of Funds
Policy Form Name	Name of the policy form
STATUS	A= Active, SR = Surrendered, P = Pending , T = Terminated, CA = Canceled, DH = Death, AN: Annuitized, O = Terminated for other reason
REASON	Reason for Terminating Policy (Surrender, Etc.)
ISSUE STATE	two letter code for each issue state
ISSUE DATE	Date of Issuance
RATE DETERMINATION DATE	As of date of the rates, can be different from issue date.
Application Date	Date at which policy application was filed
LIFE1 ISSUE AGE	Age at Issue
LIFE1 SEX CODE	F = female, M = Male
LIFE1 Birth Date	Date of Birth
SingleJointIndicator	Is the policy single or Joint
LIFE2 ISSUE AGE	Joint Life Age at Issue
LIFE2 SEX CODE	Joint Life F = female, M = Male
LIFE2 Birth Date	Joint Life Date of Birth

QUAL CODE	Q = Qualified, NQ = non qualified. Any other values should be explained
PremBonus	Premium Bonus (if applicable)
PremBonusType	How is the premium bonus recaptured? Via a vesting schedule or higher surrender charges?
PremBonusVestTable	Vesting schedule for premium bonus
PremBonusAddSCTable	Additional surrender charge for premium bonus.
Accum Value	Account Value
Surr Value	Accumulation value - surrender charge - premium tax
MVA_Type	Indentifier for the Type of MVA. This would generally indicate different MVA calculations. Could be descriptive or form types. NA if no MVA.
MVA_Adjustment	Current Calculated MVA Adjustment
MVA_Term	Number of years the MVA applies
MVA_RateType	They Type of rate that the MVA calculation is based on.
MVA_RateInitial	The rate from contract issue date that the mva is calculated against
MVA_RateTerm	Term of rate to be looked in the projection to calculate future MVAs
MVA_RateAdd	Additive factor to the calculation
Stat Reserve	Calculated statutory reserve
Prem Rcd	Total premium received
Prem 1yr	Total premium received in first year
Remaining Premium	Total premium received less ITD withdrawals
Comm	Total commissions paid to Agent
Comm_Code	Commission Code. Represents heaped, level, other
Comm_Table	Table reference for the commission.
Comm_ChgbackITD	ITD amount of commission chargebacks
Comm_Deferrable	Deferrable Comm
Comm_NonDeferrable	Non deferrable Comm
Comm_Ceding	Ceding Commission Associated with Policy
Death Claim	Total death claim distributed upon death
Withdrawals	Withdrawal Value
Surrenders	Total amount paid upon surrender
Surr Charge	Total surrender charges collected upon surrender
SURR CHG PCT	Current surrender charge percent (5% Surrender Charge should be shown as 0.05)
SC_Table	Table reference for looking up policy year based surrender charges
Fix_GuarPeriod_Current	Current guarantee period in months for fixed bucket. {May move to Strat Request}
Fix_GuarPeriod_Prior	Prior Guar Period in months for fixed buckets. {May move to Strat Request}
Fix_GuarPeriod_Next	What is the length of next available guaranteed period for Fixed Buckets? In months. {May move to Strat Request}

Renewal Date	Date on which the policy has had its most recent renewal
Fixed Credit RT	Current guarantee period interest rate
Fix FV	Fixed Rate Fund Value
Index FV	Indexed Rate Fund Value
SNFL Value Indexed	Minimum guaranteed contract value for Indexed buckets
SNFL Rate Indexed	Minimum guaranteed contract value interest rate for indexed buckets
SNFL Value Fixed	Minimum guaranteed contract value for fixed buckets (Including MYGA or Traditional products)
SNFL Rate Fixed	Minimum guaranteed contract value interest rate for fixed buckets. (Including MYGA or Traditional products)
MGCV	If there is an additional guarantee other than SNFL
MGCV Int Rate	If there is an additional guaranteed Rate other than SNFL
MGCV2	If there is an additional guarantee other than SNFL and MGCV
MGCV2 Int Rate	If there is an additional guaranteed Rate other than SNFL and MCGV
FPW_Avail	Free Partial Withdrawal Currently Available to the policy
FPW_ITD_Free	Inception to date free partial withdrawals taken
FPW_ITD_Excess	Inception to date partial withdrawals in excess of the free partial withdrawal amount
FPW_ITD_Total	Inception to date total partial withdrawals taken (free + excess)
Spousal Cont / Beneficiary	Indicator if it is a spousal continuation or Beneficiary, S if Spousal, B if Bene, & N if it is not
Spousal/Beneficiary Continuation Date	Date of the spousal continuation
Premium Tax	Premium tax charged to the policy
Stat Val Rate Withdrawal	Statutory Valuation rate at issue for Withdrawal Benefit Stream
Stat Val Rate Annuitization	Statutory Valuation rate at issue for Annuitization Benefit Stream
Stat Val Rate Death	Statutory Valuation rate at issue for Death Benefit Stream
Original Issue Age	For Renewed MYGAs, the issue age for first surrender period
Original Issue Month	For Renewed MYGAs, the issue month for first surrender period
Original Issue Year	For Renewed MYGAs, the issue year for first surrender period
GMWB_RiderCode	Code or form type of GMWB rider
GMWB_Value	GMWB value to multiply the payout table by calculate the benefit.
GMWB_SimpleIntBase	If rollup is simple interest, this is the basis for the interest credited to the GMWB Value
GMWB_PayoutTable	Table reference for defining attained age or select/Ult payout factors (MAW)

GMWB_ChargeType	Definition of charges. Includes, what the basis of the charge is (AV or GMWB AV), as well as if the charge is proportional or dollar for the dollar.
GMWB_Charge%	Charge Rate
GMWB_ChargeTable	Table reference for defining charges, if more complex than a single number
GMWB_ChargeITD	Charges collected from issue
GMWB_RollupType	Definition of rollup of the GMWB Value. Generally thought of Simple / Compound interest and Dollar for Dollar or Proportional. There may be other types not listed.
GMWB_Rollup%	Rollup rate
GMWB_RollupTable	Table reference for defining rollups, if more complex than a single number
GMWB_RollupPar	Participation Rate in base contract interest credits
GMWB_AccumYrs	Years the GMWB_Value will accumulate
GMWB_ValueBonus	Bonus decimal applied to the GMWB_Value
GMWB_PaymentElectDate	Date GMWB payments are elected. Default for none elected.
GMWB_PaymentAttainedAge	Attained Age used to determine GMWB payment, if attained age driven
GMWB_PaymentIssueAge	Issue Age used to determine GMWB payment, if attained age driven
GMWB_PaymentElection	Systematic or One-time MAW;
GMWB_Payment	Current annual payment for elected GMWB. 0 if not elected.
GMWB_PaymentRemaining	Remaining annual payments for GMWB. 0 if not elected
GMWB_PaymentType	Type of GMWB payment elected. Joint/Single and Level, Inflation, Increasing, Inflation, etc. This field should have all possible payment options that have been elected. Default for none elected.
GMWB_PaymentMode	Frequency of the elected gwmb payment
GMWB_PaymentUtil	Is the maximum available being taken(max), excess, or less(partial)?
GMWB_PaymentIncr	decimal representing annual increase in GMWB_Payment. 0 if no increase or not elected
GMWB_TerminationDate	Date that the income rider was terminated by the policyholder
GMWB_Restart	Y\N flag if IR Restart has been elected. Restart
GMWB_RestartDate	Date of IR Restart (if applicable)
GMWB_RestartAccumDate	If Restarted, new end date of accumulation phase
GMWB_NHBType	Determines which type of nursing home benefit can be elected under the GMWB rider. Example are 2x payment for life, 2x payment for 5 years, 2x payment until AV is exhausted, etc…
GMWB_NHBMult	Multiplier applied to payments when "X" ADLs can not be performed
GMWB_NHBElectDate	Date the Nursing home benefit is turned on

GMWB_NHBEndDate	Date the nursing benefit is turned off.
GMWBDB	Yes/No flag to indicate if GMWB rider has a death benefit associated with it
GMWBDB_PayoutTermCurr	Number of years the GMWB face is paid out over as the death benefit
GMWBDB_PayoutTermGuar	Guaranteed number of years the GMWB face is paid out over as the death benefit
GMDB_RiderCode	Code or form type of GMDB rider
GMDB_Value	GMDB Base paid out as death benefit
GMDB_SimpleIntBase	If rollup is simple interest, this is the basis for the interest credited to the GMDB Value
GMDB_ChargeType	Definition of charges. Includes, what the basis of the charge is (AV or GMDB AV), as well as if the charge is proportional or dollar for the dollar.
GMDB_Charge%	Charge Rate
GMDB_ChargeTable	Table reference for defining charges, if more complex than a single number
GMDB_RollupType	Definition of rollup of the GMDB Value. Generally thought of Simple / Compound interest and Dollar for Dollar or Proportional. There may be other types not listed.
GMDB_Rollup%	Rollup rate
GMDB_RollupTable	Table reference for defining rollups, if more complex than a single number
GMDB_RollupPar	Participation Rate in base contract interest credits
GMDB_PayoutTermCurr	Number of years the GMDB face is paid out over as the death benefit
GMDB_PayoutTermGuar	Guaranteed number of years the GMDB face is paid out over as the death benefit
PolicyLoan_Amount	Amount of loaned out AV
DistChannel	Distribution Channel. Specific names of the
Annuitization_Value	Value that can be annuitized. Generally expected to be AV. Some products have none AV values
Annuitization_Bonus	Bonus applied to the Annuitization Value.
Annuitization_MaxDate	Max Date at which the policy can annuitize
Annuitization_MinCertPeriod	Shortest certain years the policy can annuitize.
Annuitization_MinCertPeriodRate	Annuitization rate assoicated with the shortest certain period.

b. For Fixed Indexed Annuities Only

i. Strategy Data

Field	Definition
POLICY NUM	Associated policy number for the contract
PLAN CODE	Admin Plan code for the associated policy
Bucket CODE	Identification of Fixed or Fund
ISSUE DATE	Date of Issuance
Index Date	Date of most recent renew
Index Value	Index Value as of Index Date
Index End Date	End Date to compare Index Values
Term	Term Length, in months or years
FundInBucket	Account value for index
Index Desc	description of index
Index Cap	Cap associated with index
Min Index Cap	minimum cap for index
Participation Rate	participation rate for index
Min Part Rate	minimum participation rate for index
MinGuar	Minimum guarantee rate
Trigger Rate	Performance Trigger rate
Min Trigger Rate	Minimum Trigger rate
Bucket MGCV	Minimum guaranteed contract value at the index bucket level (sum of buckets should total to the aggregate MGCV)
Bucket F133 Guaranteed Value	Guaranteed Value at the indexed bucket level. Total of premium + transfers - withdrawals from the strategy. Could be aggregated to the total of the indexed buckets.
Buffer Rate	Rate at which policy holders beging experiencing loss
SpreadRate	Annual spread rate
Max Spread Rate	Maximum spread rate
Bailout Fields	Any fields applicable to Bailout Strategies
TIER Rates	High and Low Tiered Rates for Tiered Rate Strategies

ii. Transaction Data

Field	Definition
POLICY NUM	Associated policy number for the contract
PLAN CODE	Admin Plan code for the associated policy
ISSUE DATE	Date of Issuance
Bucket CODE	Identification of Fixed or Fund
Index Desc	description of index
transaction type	Detailed description of transaction
Account value post	Account Value after transaction
Transaction amount	Transaction amount
Effective Date	Effective Date of transaction (sometimes it is back dated)
Processdate	Process Date of transaction
Death Date	Date of Death
Death Notification Date	Date of Death Notification
reversal code	Code for reversing transactions
date of reversal	Used in cases of reversed transactions
surrender charges	Surrender Charges associated with transaction
MVA	MVA associated with transaction
Free withdrawal amount	$ of transaction that was free of SC and MVA
Interest Earned	Interest Credited to the policy (i.e. Fixed Interest or Indexed Interest (on Anniversary))
Gross Premium	Gross Premium
Remaining premium	Remaining Premium as of after transaction
Additional Transaction relevant fields	Include any other transaction relevant fields commonly used by VOYA