Document:

Exhibit

Exhibit 10.3
EXECUTION COPY

    

MODIFIED COINSURANCE AGREEMENT (FA BUSINESS)
between
ATHENE LIFE RE LTD.
and
VOYA INSURANCE AND ANNUITY COMPANY
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 1.01    Defined 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 1.02    Other 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 2.01    Scope 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 2.02    Policy Changes.
(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 2.03    Reinstatement 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 2.04    Misstatement 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 2.05    Credited Rates and Non-Guaranteed Elements.  The Ceding Company 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 2.06    Programs 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 2.07    Conservation 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 2.08    Retrocession.  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 2.09    Interest 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 2.10    Valuation 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 3.01    Reinsurance 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 3.02    Initial 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 IV 
CEDING COMMISSION 
Section 4.01    Ceding 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 V 
ADMINISTRATION FEE
Section 5.01    Policy 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 6.01    Reinsured 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 6.02    Claims 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 investigation or 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 6.03    Recoveries.  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 7.01    Ceding 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 7.02    Reinsurer 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 7.03    Settlements.
(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 “Monthly Settlement 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 “Quarterly Settlement 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 8.01    Modco 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 8.02    Credit 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 8.03    Investment 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 IX
HEDGING 
Section 9.01    Existing 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 9.02    Other 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 10.01    Policy 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 10.02    Record-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 11.01    Duration of 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 11.02    Recapture.
(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 11.03    Recapture 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 11.04    Survival.  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 12.01    Errors 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 13.01    Negotiation.
(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 13.02    Arbitration; 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 14.01    Insolvency.
(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 15.01    Taxes.  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 15.02    Excise 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 15.03    BEAT.
(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 16.01    Representations 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 

26

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 16.02    Covenants 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 

28

(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 16.03    Representations 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.

29

(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 16.04    Covenants 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 17.01    Currency.  All payments due under this Agreement shall be made in U.S. Dollars.
Section 17.02    Interest.  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 17.03    Right 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 17.04    No 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 17.05    Amendment.  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 17.06    Notices.
(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 Company 
699 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 17.07    Consent 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 17.08    Service 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 17.09    Inspection 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 17.10    Confidentiality.
(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 17.11    Successors.  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 17.12    Entire Agreement.  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 17.13    Severability.  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 17.14    Construction.  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 17.15    Non-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 17.16    Further 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 17.17    Governing Law.  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 17.18    Counterparts.  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 ANNUITY COMPANY 
 
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 VOYAExhibit

Exhibit 10.4

SIXTH AMENDED AND RESTATED FEE AGREEMENT

This Sixth Amended and Restated Fee Agreement (this “Agreement”), dated June 7, 2018 and effective as of June 1, 2018, amends and restates that certain Fifth Amended and Restated Fee Agreement between Athene Asset Management LLC (formerly known as Athene Asset Management, L.P.) (“AAM”) and Athene Holding Ltd. (“AHL”), dated June 8, 2017 (the “Prior Agreement”).

WHEREAS, from time to time, AHL and certain current or future direct or indirect subsidiaries of AHL (the “Subsidiaries”) or a Subsidiary’s reinsurance counterparty (a “Reinsurance Counterparty”) have entered into, will enter into or desire to enter into investment management agreements with AAM pursuant to which Subsidiaries pay AAM management fees and agree to indemnify AAM in certain circumstances;

WHEREAS, from time to time, AAM and one or more investment manager(s), not affiliated with Apollo (as hereinafter defined) or AAM, acting for a Reinsurance Counterparty (each, a “Third Party Investment Manager”) have entered into, will enter into or desire to enter into a sub-advisory arrangement with respect to an investment management agreement between such Third Party Investment Manager and a Reinsurance Counterparty pursuant to which AAM will act as a sub-advisor with respect  to certain assets of such Reinsurance Counterparty;

WHEREAS, from time to time, AAM and sub-advisers (each, a “Sub-Adviser”) have  entered into, will enter into or desire to enter into sub-advisory arrangements with respect to the foregoing investment management agreements and/or sub-advisory agreements pursuant to which AAM will pay such Sub-Advisers management fees, be liable for expenses of such Sub-Advisers and indemnify such Sub-Advisers in certain circumstances;

WHEREAS, from time to time, AAM and the Subsidiaries (including their Reinsurance Counterparties) have entered into, will enter into or desire to enter into shared service and cost reimbursement arrangements pursuant to which Subsidiaries reimburse AAM (or AAM reimburses AHL or its Subsidiaries) for its expenses relating to such shared services and other costs incurred; and

WHEREAS, AHL and AAM desire to provide for consistent fees, shared service and cost reimbursement arrangements and a consistent standard of care/liability and indemnity on an enterprise- wide basis across AHL and the Subsidiaries (including their Reinsurance Counterparties, but  not including any Athora Entity), in each case on terms AAM and AHL have determined to be consistent with commercial standards.

NOW, THEREFORE, in consideration of the mutual covenants herein contained, the parties hereto agree as follows:

1.Definitions.

a.    “Accounts” means all investment accounts of or relating to AHL and the Subsidiaries, whether or not managed by AAM, including, without limitation, surplus accounts and funds withheld accounts, investment accounts of any Reinsurance Counterparty in which AAM is acting as a sub-advisor or in a similar capacity, modified coinsurance accounts and reinsurance trusts supporting reinsurance agreements entered into by AHL or the Subsidiaries, provided, however, “Accounts” shall not include (i) investment accounts of any Athora Entity or
(ii) investment accounts of AHL or a Subsidiary which is managed by Apollo Asset Management Europe LLP and/or Apollo Management International LLP.

b.    “Athora Entity” means any of Athora Holding Ltd. (formerly AGER Bermuda Holding Ltd.) or its direct or indirect subsidiaries (other than any subsidiary organized in the United States or Bermuda).

c.    “Athora Funding Agreement” means a Funding Agreement issued to an Athora Entity by a Subsidiary that is a client of AAM (each an “AHL Sub Client”), provided, that the assets backing such Funding Agreement are all managed by, and subject to fees payable to, AAM hereunder and/or under the applicable investment management agreement between AAM and such AHL Sub Client.

d.    “AHL IM Fees” means (a) for those Accounts with respect to which a management fee is not payable to AAM during or with respect to such month, if any, a monthly fee equal to the sum of (x) one-twelfth of 0.40% of up to the first $65,845,816,050 in aggregate market values (determined as of the end of such month) of the assets in such Accounts and (y) one-twelfth of 0.30% of the aggregate market values (determined as of the end of such month) of the assets in such Accounts in excess of $65,845,816,050 and (b) for those Accounts with respect to which a management fee is payable to AAM during or with respect to such month, if any, a monthly fee equal to the sum of (x) one-twelfth of 0.40% of up to the first $65,845,816,050 in aggregate market values (determined as of the end of such month) of the assets in such Accounts and (y) one-twelfth of 0.30% of the aggregate market values (determined as of the end of such month) of the assets in such Accounts in excess of $65,845,816,050, less (z) any management fee the applicable Accounts are obligated to pay to AAM during or with respect to such month; provided, that for the ALIC Accounts with respect to which a management fee is payable to AAM during or with respect to such month, if any, the monthly fee shall equal the ALIC Fees less any management fee the ALIC Accounts are obligated to pay to AAM during or with respect to such month.

		
	e.
	“ALIC” means Athene Life Insurance Company, a Subsidiary.

		
	f.
	“ALIC Accounts” means all investment accounts with respect to the ALIC IMA.

		
	g.
	“ALIC Fees” means the Management Fee set forth in the ALIC IMA.

h.    “ALIC IMA” means that certain Amended and Restated Investment Management Agreement, by and between AAM and ALIC, dated November 5, 2012, as amended, restated or supplemented from time to time.

		
	i.
	“AUSA” means Athene USA Corporation, a Subsidiary.

j.    “FA Rebate Amount” means, with respect to any Athora Funding Agreement, an amount, determined by AAM as of the end of each month with respect to such month, equal to the product of (a) the FA Value as of the end of such month and (b) one-twelfth of 0.10%.

k.    “FA Value” means, as of any date of determination with respect to any Athora Funding Agreement, the outstanding deposit amount thereunder (provided, that to the extent that such Funding Agreement is issued in a currency other than U.S. Dollars, the outstanding deposit amount of such Funding Agreement shall be converted to U.S. Dollars will be converted to U.S. Dollars by AAM using the mid-spot rate applicable to such currency exchanges reported by Bloomberg as the of the end of the last business day of the applicable month or reported by such other source as reasonably determined by AAM if Bloomberg is not available. For purposes of determining the applicable FA Rebate Amount, the FA Value of an Athora Funding Agreement

will be increased (or decreased) by positive (or negative) Applicable Quarterly Net Investment Margin beginning on the first day of the first full fiscal quarter after such Athora Funding Agreement was issued and on the first day of each fiscal quarter thereafter. As used herein, the “Applicable Net Investment Margin” shall mean the investment margin on deferred annuities determined in accordance with GAAP and published by AHL in its then most recent  annual report filed with the SEC (or such other audited source as may be agreed by the parties), and the “Applicable Quarterly Net Investment Margin” shall be the Applicable Net Investment Margin divided by 4. Notwithstanding the foregoing, when the outstanding deposit amount under any Athora Funding Agreement has been reduced to zero, the FA Rebate Amount with respect to such Athora Funding Agreement shall be zero and the FA Value of such Athora Funding Agreement shall be zero.

l.    “Funding Agreement” means a financial contract issued by an insurance company and identified as a Guaranteed Interest Contract on the applicable insurance company’s financial statements, which contract generally provides for the accumulation of funds at guaranteed rates for a specified time period with repayment to the holder thereof in lump sum or installments. For the avoidance of doubt, “Funding Agreement” does not include  annuity contracts or contracts that provide for payments to or by the applicable insurer based on the occurrence of a contingency, including without limitation, a mortality or morbidity contingency.

m.    “Other Service Agreement” means an agreement entered into between AAM and AHL or a Subsidiary pursuant which AAM will allocate to AHL or such Subsidiary a portion of the Other Service Compensation paid by AAM. For purposes of the definition of “Unpaid Other Service Compensation”, an Other Service Agreement means an agreement pursuant to which AAM would be compensated by AHL or the applicable Subsidiary for Other Service Compensation paid by AAM in respect of the services provided by employees of AAM to Subsidiaries or paid in respect of shared employees, if such services were being performed under an agreement substantially similar to an Other Service Agreement entered into between AAM and any other Subsidiary.

n.    “Other Service Compensation” means (A) employee and  consulting compensation and related benefits and expenses, including payroll taxes, paid by AAM and (B) AAM’s expenses relating to agreements or arrangements with third parties for the provision of services, products and/or equipment to AAM and/or AHL and the Subsidiaries which will be shared with or passed through by AAM to AHL or the Subsidiaries, as the case may be. With respect to (A), such compensation, benefits, expenses and taxes shall be allocated by AAM to AHL or the applicable Subsidiary based on reasonable allocations of employees’ time performing services for such Subsidiary, with such allocations made by AAM at cost without markup. With respect to (B), expenses are allocated by AAM to AHL or the applicable Subsidiary based on reasonable estimates of usage by AHL and/or such Subsidiaries, with such allocations at cost without markup.

o.    “Unpaid Other Service Compensation” means any amount or amounts (i) payable to AAM pursuant to any Other Service Agreement or (ii) which would have been payable to AAM if an Other Service Agreement had been entered into between AAM and the applicable Subsidiary, in each case, where such Subsidiary cannot pay or has not paid, for any reason, such amount or amounts on its own behalf.

2.Fees. AHL shall pay, in accordance with Section 6 of this Agreement, the AHL IM Fees each month. For the avoidance of doubt, no AHL IM Fees or other compensation shall be payable by AHL or any Subsidiary with respect to an Athora Entity.

		
	3.
	AHL IM Fee Rebates.

a.    Subject to the terms and conditions below, AAM shall rebate or discount (including, if applicable, below zero), without duplication, AHL IM Fees paid or payable by or on behalf of AHL to AAM as follows: for monthly invoicing periods ended after the date hereof and for each calendar month-end thereafter, an amount equal to the aggregate FA Rebate Amounts as of such calendar month-end.

b.    AHL shall provide (or cause to be provided) to AAM such information as may be reasonably requested by AAM to assist in the determination of the FA Rebate Amount, including, without limitation:

i.    Promptly upon execution of an Athora Funding Agreement, a report detailing the outstanding principal balance of such funding agreement, its date of issue and its maturity date (or payment dates if not a bullet payment);

		
	ii.
	If an Athora Funding Agreement is denominated in a currency other than

U.S. Dollars, AHL shall provide written notice (which may be in the form of an electronic mail) to AAM promptly after the end of each calendar month of the mid-spot rate applicable to such currency exchanges reported by Bloomberg as of the end of the last business day of the applicable month;

iii.    Promptly after each anniversary of the effectiveness of an  Athora Funding Agreement, AHL shall provide to AAM written notice of the Applicable Net Investment Margin for the prior 12 months with respect to such AHL Sub-Client with reasonable detail of the calculation thereof; and

iv.    On a monthly basis, a report detailing the outstanding balance of each Athora Funding Agreement (with reasonable detail of its calculation thereof) as of the prior month end then subject to an FA Rebate Amount and the AHL Client Issuer thereof, the date of issue of any such funding agreement and such funding agreement’s maturity date (or its payment dates, if not a bullet payment).

For the avoidance of doubt, AAM shall not be required to provide any rebate unless and until the information required by AAM hereunder has been provided to AAM. To the extent that AAM or AHL, acting in good faith, disagrees with any of the information contained in any of the foregoing reports discussed in this clause (b) or in respect of the amounts of any rebate provided under this Section 3, the parties agree to negotiate a resolution to such disagreement in good faith.

4.Valuation. Unless the parties otherwise agree in writing, AHL (or one of its subsidiaries) (and not AAM) shall be responsible for determining, in good faith, the value of the Accounts in accordance with AHL’s valuation policies and procedures (from time to time in effect), which policies shall have been provided and be reasonably acceptable to AAM. AHL agrees to provide valuations on the Accounts no less often than on a monthly basis. The parties further agree to negotiate in good faith as to any disputes regarding valuation of the assets in the Accounts or any methodologies used by AHL to value the assets for purposes of determining fees accruing hereunder or in connection with any Account.

5.Sub-Adviser Fees; Unpaid Other Service Compensation. In addition to  the  other payment obligations contained herein: (a) to the extent that AAM has paid or is obligated to pay fees or expenses to any Sub-Adviser in respect of any Account, AHL shall pay on behalf of AAM, or reimburse

AAM for, such Sub-Adviser fees and expenses (for the avoidance of doubt, without duplication for any sub-advisory management fees and expenses which have already been paid by or on behalf of any such Account); 

and (b) AHL shall pay to AAM any Unpaid Other Service Compensation. Notwithstanding the foregoing, and for the avoidance of doubt, AHL shall not be required to pay or reimburse AAM under this Agreement for any sub-advisory management fees paid or payable by AAM directly or indirectly to Apollo Global Management LLC or its subsidiaries (collectively “Apollo” and such sub-advisory management fees, “Apollo Sub-advisory Fees”) with respect to (a) any Apollo Sub-Advisory Fees arising out of sub-advisory agreements first entered into after the date hereof or (b) the increased portion over Apollo Sub-Advisory Fees paid or payable pursuant to any sub-advisory agreement in effect as of the date hereof which increases result from an amendment to the applicable sub-advisory agreement entered into after the date hereof, in each case, except to the extent that any such new or increased Apollo Sub- Advisory Fees either (i) have been approved by the AHL Conflicts Committee (or its designee) or (ii) such new or increased Apollo Sub-Advisory Fees do not require Conflicts Committee approval to be paid or reimbursed by AHL under the Applicable AHL Conflicts Committee Procedures then in effect among AHL and Apollo. As used in this section, “Applicable AHL Conflicts Committee Procedures” shall mean, with respect to the incurrence of any such obligations to pay an Apollo Sub-Advisory Fee (or increase thereto), the most recent AHL Conflicts Committee Procedures approved by the Conflicts Committee and received by Apollo and AAM prior to AAM’s execution of any such sub-advisory agreement or amendment. The parties agree that any Applicable AHL Conflicts Committee Procedures shall apply only prospectively to new Apollo Sub-Advisory Fees and amendments to then-existing sub-Advisory agreements that increase Apollo Sub-Advisory Fees thereunder, in each case, entered into after AAM’s and Apollo’s receipt of such Applicable AHL Conflicts Committee Procedures. This Section 5 shall not apply to any fees with respect to Accounts of an Athora Entity.

6.Payments. Any amount payable by a party hereto (the “Paying Party”) hereunder (including payments made under Section 5) will be paid to the other party within 10 business days following receipt by the Paying Party of an invoice for such amount, detailing the calculation of such amount. AHL shall have the option, at its sole discretion, to cause to be paid by AUSA on behalf of AHL any payments or reimbursements due by AHL hereunder.

		
	7.
	Indemnification.

a.    The parties agree that the provisions set forth in Section 7(b) (the “Standard Indemnity”) constitute the commercial standard of care and indemnification provisions that are intended to govern the relationship between AAM and the applicable owner of each Account. The parties also recognize that, for various reasons, the applicable investment management agreement (the “Applicable IMA”) between AAM and the owner of any given Account or the applicable sub-advisory agreement (the “Applicable SAA”) between AAM and the applicable Third Party Investment Manager may not contain a standard of care and/or indemnification provision or may contain a standard of care and/or indemnification provision that deviates from the Standard Indemnity. In the event that AAM is liable to any Third Party Investment Manager or to the owner of any Account for any Loss, or fails to receive indemnification from such Third Party Investment Manager or from the owner of such Account for any Loss, in each case, in a manner where AAM would not have been liable for such Loss or would have received indemnification for such Loss if the Applicable IMA or the Applicable SAA included the Standard Indemnity, it is the intent of the parties that AHL will indemnify and hold harmless AAM for such Loss.

b.    To the fullest extent permitted by applicable law, and notwithstanding any provision in any Applicable IMA or Applicable SAA to the contrary, AHL shall hold harmless and indemnify AAM, its officers, directors, principals, employees, agents or nominees (each, an “Investment Manager Party”) from and against any and all losses (including, without limitation,

(i) any payments made by an Investment Manager Party to the owner of an Account or to a Third Party Investment Manager and (ii) any special, incidental, exemplary, consequential, punitive, lost profits or indirect damages paid by an Investment Manager Party, even if such damages are paid to the owner of an Account or to a Third Party Investment Manager and even if such Investment Manager Party is advised of the possibility or likelihood of the same), damages, claims, costs, actions, 

liabilities, suits, proceedings, settlements, Account expenses or other expenses including, without limitation, any liabilities imposed or sought to be imposed on or claims asserted against such Investment Manager Party (including, in each case, reasonable attorney’s fees and disbursements) (each a “Loss”), which an Investment Manager Party may incur or suffer arising out of or in connection with the performance of its obligations under this Agreement, the Applicable IMA or the Applicable SAA; provided, however, that this indemnity shall not apply to any Loss to the extent caused by AAM’s gross negligence, willful misconduct, fraud, or, at any time that any assets of any Account constitute “plan assets” subject to ERISA, breach of fiduciary duty under ERISA, in respect of its obligations and duties under this Agreement, the Applicable IMA or the Applicable SAA with respect to any Account (in each case, as determined by a court of competent jurisdiction in a final non-appealable judgment); provided, further, that any amounts payable to an Investment Manager Party under this Section 7 shall be offset by any amounts actually paid to such Investment Manager Party with respect to such Loss by the owner of the applicable Account or the applicable Third Party Investment Manager to the extent that such payment would be duplicative of payments made hereunder. The foregoing indemnity is in addition to, and shall not constitute a waiver or limitation of any rights which an Investment Manager Party may have under, applicable law or any other agreement. For purposes of this Section 7(b), references to AAM include each Sub-Adviser that is an affiliate of AAM.

c.    The parties understand that certain United States federal and state securities laws impose liabilities under certain circumstances on persons who act in good faith, and therefore nothing in this Agreement will waive or limit any rights that any party may have under those laws.

8.Governing Law. To the extent consistent with any mandatorily applicable federal law, this Agreement shall be governed by the laws of the State of New York without giving effect to any principles of conflicts of law thereof that would permit or require the application of the law of another jurisdiction and are not mandatorily applicable by law.

9.Entire Agreement. This Agreement constitutes the entire agreement between the parties with respect to the subject matter of this Agreement and supersedes all prior agreements and understandings, both oral and written, between the parties with respect to the subject matter of this Agreement; provided, that unpaid accrued payment obligations arising under any prior version of this Agreement shall not be affected by this Agreement. As of the date hereof, there are no understandings between the parties with respect to the subject matter of this Agreement other than as expressed herein or as set forth in (i) that certain Investment Management Agreement, dated as of October 31, 2012, by and between AAM and AHL (the “AAM/AHL Investment Management Agreement”) and (ii) that certain Applicable 2016 Liability Fee Discount, dated as of September 30, 2016, by and between AHL  and AAM.

10.Counterparts; Amendment; Interpretation. This Agreement may be executed simultaneously in two or more counterparts, each of which shall be deemed an original, but all of which together shall constitute one and the same instrument. This Agreement may not be modified or amended, except by an instrument in writing signed by the party to be bound or as may otherwise be provided for

herein.    This  Agreement  applies  to  all  Accounts  and  Applicable  IMAs,  Applicable  SAAs  and other applicable agreements, whether in place as of the date hereof or entered into on or after the date hereof.

11.Termination. This Agreement shall remain in effect unless and until terminated in accordance with the immediately following sentence. This Agreement shall automatically terminate, without any further action on the part of any of the parties hereto or any other person, if all (but not less than all) investment management agreements, investment advisory agreements and sub-advisory agreements between Apollo Global Management, LLC and/or any of its subsidiaries (including AAM), on the one hand, and AHL, any of the Subsidiaries, Reinsurance Counterparties and/or Third Party Investment Managers, on the other hand, have been terminated in accordance with (x) their respective terms and (y) AHL’s bye-laws (to the extent AHL’s bye-laws are applicable to such a termination) and none of such agreements have been replaced by 

any similar investment management agreement or investment advisory agreement for the benefit of AHL or any of the Subsidiaries; provided, that, (i) any payments or obligations due hereunder, including, but not limited to, the payments or obligations as described in Sections 2, 3, 5, 6 and 7 herein, that accrued, or are otherwise payable or rebatable, with respect to any day prior to the date of such termination of this Agreement (with applicable amounts calculated ratably based on the actual number of days in the calendar quarter that preceded such termination of this Agreement) shall be payable by AHL, or rebatable to AHL, as applicable, within 10 business days (or, if such amount is not determinable within such period, then within 3 business days after such amount is determined) of such termination of this Agreement, (ii) in no event shall any payments or obligations due  hereunder,  including,  but  not  limited  to,  the  payments  or  obligations  as  described in Sections 2, 3, 5, 6 and 7 herein, accrue, or otherwise be payable or rebatable, with respect to any day or period beginning on or after the date of such termination of this Agreement and (iii) Sections 4 (for so long as AAM manages any Account of a Reinsurance Counterparty of AHL or any Subsidiary or acts as a sub-advisor to any Third Party Investment Manager), 7 through 10, and this Section 11 (including the defined terms relating thereto), shall survive such termination of this Agreement. For purposes of clarification, unless this Agreement is terminated in accordance with the immediately preceding sentence, this Agreement shall continue to apply with respect to an Account (and all of the other Accounts) even if the AAM/AHL Investment Management Agreement relating to such Account is terminated pursuant to its terms or otherwise.

*    *    *    *    *

IN WITNESS WHEREOF, the parties hereto have caused this Agreement to be executed by their respective duly authorized officers as of the date first written above.

ATHENE ASSET MANAGEMENT LLC

    	
		
	By:
	/s/ James R. Belardi

	Name:
	James R. Belardi

	Title:
	Chief Executive Officer

ATHENE HOLDING LTD.

     	
		
	By:
	/s/ Adam Laing

	Name:
	Adam Laing

	Title:
	Finance Officer

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