FOR THE YEAR ENDED DECEMBER 31, 2017

PREPARED BY The Finance Department of the Illinois Municipal Retirement Fund

OAK BROOK OFFICE 2211 York Road, Suite 500, Oak Brook, IL 60523-2337

SPRINGFIELD REGIONAL COUNSELING CENTER 3000 Professional Drive, Suite 101, Springfield, IL 62703-5934

CONTACT IMRF 1-800-ASK-IMRF (275-4673) www.imrf.org

Brian Collins Executive Director FOR THE YEAR ENDED DECEMBER 31, 2017

PREPARED BY The Finance Department of the Illinois Municipal Retirement Fund

OAK BROOK OFFICE IMRF MISSION STATEMENT 2211 York Road, Suite 500, Oak Brook, IL 60523-2337

SPRINGFIELD REGIONAL TO EFFICIENTLY AND IMPARTIALLY DEVELOP, IMPLEMENT, AND COUNSELING CENTER ADMINISTER PROGRAMS THAT PROVIDE INCOME PROTECTION 3000 Professional Drive, Suite 101, Springfield, IL 62703-5934 TO MEMBERS AND THEIR BENEFICIARIES ON BEHALF OF PARTICIPATING EMPLOYERS IN A PRUDENT MANNER. CONTACT IMRF 1-800-ASK-IMRF (275-4673) www.imrf.org

Brian Collins Executive Director 52,908 50,034 15,194 71,188 95,123 40,952 42,341 97,075 Value Value 508,027 787,088 346,375 871,500 137,785 866,392 929,333 250,346 832,263 459,008 292,865 239,066 857,433 348,316 396,217 203,090 627,126 962,000 199,682 858,112 Market Market 1,262,812 2,821,500 1,004,500 5,243,254 6,728,312 1,014,650 1,263,851 1,486,975 8,783,225 1,837,575 5,220,500 4,385,792 4,208,739 2,423,675 5,332,744 5,005,440 $ 623,956 - 70,508 51,456 48,316 90,159 34,829 36,583 84,908 822,168 857,825 252,344 308,016 878,248 399,631 199,567 608,932 936,669 199,888 772,707 499,290 799,356 340,000 835,500 139,796 858,081 841,553 402,763 294,992 233,512 828,788 1,176,369 2,677,450 5,249,993 6,749,476 1,614,245 1,484,375 8,798,944 1,845,680 4,764,250 4,353,509 4,086,000 2,331,052 5,276,014 4,995,100 Cost Value Cost Value $ 623,147 7,630 67,000 50,000 47,000 90,000 30,000 30,000 90,000 860,000 980,000 250,000 310,000 885,000 395,000 200,000 610,000 925,000 200,000 760,000 500,000 755,000 340,000 830,000 140,000 870,902 815,000 390,000 295,000 235,000 835,000 1,125,000 2,850,000 5,250,000 6,750,000 1,620,321 1,465,000 8,405,000 1,805,000 5,300,000 4,315,000 3,060,000 2,353,083 5,245,000 5,000,000 Par Value Value Par $ 605,000 09/30/2026 06/01/2020 11/01/2020 08/15/2023 12/15/2025 05/01/2025 06/15/2020 03/15/2022 06/15/2020 11/30/2036 11/30/2046 05/14/2020 11/06/2022 05/14/2025 06/16/2022 02/15/2023 03/01/2024 03/15/2024 11/03/2020 11/03/2045 03/15/2022 03/15/2035 03/15/2045 03/15/2025 07/15/2022 10/15/2022 05/15/2023 09/01/2027 06/15/2023 03/17/2025 04/01/2022 02/10/2032 12/15/2020 02/15/2021 11/15/2037 01/09/2038 08/15/2039 10/15/2045 02/15/2022 07/01/2019 05/08/2022 05/08/2042 11/22/2019 11/30/2023 11/30/2026 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 7.00% 6.00% 7.88% 7.88% 6.95% 7.50% 1.81% 1.99% 2.35% 4.75% 4.90% 2.50% 3.20% 3.60% 0.00% 5.63% 6.50% 4.88% 2.30% 4.35% 3.45% 4.55% 4.75% 3.80% 3.50% 5.75% 4.88% 5.13% 2.80% 3.25% 0.00% 3.85% 3.50% 4.50% 6.65% 6.75% 6.90% 4.95% 1.80% 2.88% 4.38% 2.35% 3.40% 3.75% 12.00% Interest Interest FIXED INCOME FIXED Ally Auto Ally Auto Receivables Allegy Ludlum Corp Oper Alliance Res Ally Auto Aleris Intl Sr Step Up Technologies Allegheny Air Medical Group Holdings Term Loanb Air Medical Group Holdings Term Alcoa Nederland Aleris Intl AES Corp Aetna New AFLAC ADT Corp ADT Aecom AES Corp Actavis Fdg Scs Fdg Actavis Scs Fixed Funding Actavis Ace Ina Hldgs Scs Fdg Actavis Scs Fdg Actavis Acadia Healthcare Access Midstream Ace Ina Hldgs Abbvie Loan Ltd Term Academy Acadia Healthcare Abbvie Abbvie Abbott Labs Abbott Labs Abbott Labs ABB Fin USA Abbott Labs Abbott Labs 5th 3rd Auto Tr Fin Aaf Hlg/ Fin Aaf Hlg/ ABB Fin USA 21st Centy Fox 21st Centy Fox 21st Centy Fox 21st Centy Fox 21st Centy Fox 1 Mkt Plaza Tr Natl 1st Horizon Asset Description

2017 DETAILED LIST OF INVESTMENTS 1 Amern Intl Group Amern Intl Group Amern Intl Amern Express Co Amern Express Co InvtAmern Eqty Amern Axle&Mfg Amern AirlsPass Amern Airls20152 Amern Airls2015 Amern Airlines Ameriquest Mtg Ameriprise Finl Amerigas Partners Amerigas Partners Amerigas Partners Amerigas Partners Americredit AutomobileReceivables Americredit Americredit Americredit Americredit Americredit Americredit American Tower Corp American Tower Corp American InternationalGroupBnds American Express Credit Mtn American Express Credit American Express Credit American Express Credit American Express CrCorp American AirlinesTerm LoanB American Airlines AMC Networks AMC Networks Amazon Amag Altria Group Altria Group Altitude Invts 12 Ally Finl Ally Finl Ally AutoReceivables Trust Sr20172ClB Ally AutoReceivables Tr 20143ClC Ally AutoReceivables Tr Description Asset Interest 0.00% 3.58% 5.00% 4.75% 4.05% 7.88% 4.75% 9.25% 2.45% 5.75% 3.75% 2.33% 2.14% 1.74% 4.88% 6.40% 8.15% 2.65% 5.00% 6.50% 3.20% 3.60% 4.00% 3.70% 2.31% 4.00% 5.75% 5.88% 5.50% 5.63% 2.30% 2.41% 1.90% 1.83% 2.88% 1.81% 1.70% 3.60% 3.00% 3.75% 2.20% 2.60% 2.19% 2.15% 2.62% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 06/27/2020 07/15/2029 04/01/2024 12/15/2022 08/22/2047 09/01/2023 05/05/2021 08/06/2019 12/09/2025 11/20/2025 11/18/2019 06/15/2022 07/15/2020 09/15/2021 06/01/2022 12/15/2020 03/19/2038 12/02/2022 06/15/2027 04/01/2027 12/15/2029 03/22/2029 03/22/2029 10/01/2026 09/25/2033 10/15/2023 05/20/2027 08/20/2026 05/20/2025 05/20/2024 02/18/2022 07/08/2022 03/18/2022 12/08/2021 07/08/2021 10/08/2020 07/08/2020 01/15/2028 06/15/2023 07/10/2025 03/03/2020 09/14/2020 05/26/2020 03/18/2019 09/14/2020 14,065,000 Par Value 1,133,900 3,753,000 4,880,000 1,770,000 1,000,000 3,870,055 7,500,000 1,040,000 1,565,000 7,892,000 1,670,000 1,105,000 3,670,867 5,460,000 1,724,000 1,115,000 1,530,000 1,977,285 6,025,000 2,410,000 9,500,000 285,478 890,000 330,000 300,000 250,000 100,000 190,000 250,000 123,240 371,591 232,246 800,483 430,000 500,000 400,000 460,000 500,000 525,000 397,222 575,000 155,000 640,000 135,000 FIXED INCOME 14,320,353 Cost Value Cost 1,131,774 3,778,593 4,926,936 1,712,115 3,915,261 8,234,250 1,039,892 1,778,913 7,273,805 1,682,056 1,095,100 3,768,587 5,928,631 1,728,403 1,115,000 1,530,000 1,976,993 6,193,471 2,426,315 9,565,360 289,027 900,713 998,617 423,460 307,500 249,947 100,293 208,827 249,082 123,240 384,597 233,407 752,865 430,000 500,430 397,977 459,920 498,659 524,902 397,148 572,991 154,600 637,779 135,787 14,315,877 1,135,475 3,799,912 4,983,700 1,723,538 1,072,381 3,856,355 8,175,000 1,034,114 1,734,989 7,837,087 1,730,447 1,169,919 3,753,461 5,810,450 1,741,240 1,148,450 1,591,200 1,976,599 6,055,493 2,431,921 9,537,440 Market 206,602 391,146 122,879 377,908 239,933 798,939 434,300 499,112 397,475 456,983 494,910 529,539 396,921 571,620 154,594 659,855 134,591 290,645 959,168 365,855 303,780 248,893 100,036 Value 2 2017 DETAILED LIST OF INVESTMENTS 5 382 21,096 72,522 89,138 54,136 Value Value 405,080 248,903 267,652 728,493 271,866 200,253 204,083 483,546 939,315 797,277 453,776 108,804 274,289 804,962 591,380 134,729 321,570 577,611 669,500 850,356 273,921 458,698 191,435 542,513 337,399 556,461 Market Market 3,243,338 4,946,803 1,523,501 3,958,836 1,943,669 1,317,865 2,197,512 3,720,136 2,878,961 21,841,147 18,666,144 10,002,030 - 22,436 72,390 40,236 74,665 761,716 969,934 915,320 650,000 849,600 269,914 449,096 189,356 523,903 329,827 559,530 400,266 249,422 269,606 636,279 261,614 202,054 198,062 484,863 458,632 107,892 269,960 789,567 566,160 126,501 312,062 451,320 3,164,525 4,929,524 1,415,161 3,963,555 1,940,057 1,371,246 2,141,769 3,746,633 2,524,189 Cost Value Cost Value 21,851,434 18,801,180 10,105,700 20,000 70,000 50,000 75,000 940,390 109,697 795,000 650,000 850,000 270,000 450,000 190,000 560,000 275,000 560,000 400,000 250,000 270,000 733,463 225,000 200,000 200,000 485,000 455,000 100,000 270,000 770,000 560,000 110,000 250,000 485,000 3,115,000 5,087,105 3,819,543 1,430,000 4,000,000 1,935,000 1,375,000 2,140,000 3,759,000 2,582,000 Par Value Value Par 21,754,000 18,000,000 10,000,000 12/15/2024 03/25/2031 12/15/2033 12/28/2018 12/31/2040 02/01/2018 05/15/2021 08/15/2021 09/15/2024 12/01/2022 12/01/2024 12/01/2027 04/15/2022 09/01/2040 02/01/2042 01/15/2044 05/15/2033 05/06/2019 11/13/2020 05/03/2023 05/11/2024 08/04/2026 05/11/2027 06/20/2027 01/13/2025 04/25/2034 09/01/2035 03/01/2018 04/01/2025 01/12/2028 04/01/2026 12/15/2020 09/01/2027 05/22/2019 05/11/2022 05/01/2045 06/15/2048 09/15/2021 02/01/2022 03/15/2021 09/15/2036 03/15/2046 12/15/2045 02/15/2024 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 6.00% 4.00% 2.23% 0.52% 4.75% 5.50% 4.45% 3.88% 5.38% 2.95% 3.35% 3.65% 3.25% 5.10% 5.25% 4.25% 5.95% 1.69% 2.00% 2.40% 2.85% 2.45% 3.20% 3.00% 2.75% 2.59% 5.50% 3.00% 4.00% 3.88% 3.90% 3.75% 2.95% 2.20% 2.65% 4.40% 4.56% 3.13% 4.00% 4.85% 6.45% 6.60% 5.30% 7.38% Interest Interest FIXED INCOME FIXED AT&T AT&T AT Home Corp In Default Sub AT AT&T Bkdctf Cl Af 1 Bkdctf Secs Ast Backed Home Corp Bd In Default AT Arrow ElectrsFixed Asbury Automotive Corp 2003 Cb4 Asset Fdg Asset Backed Arizona Pub Svc Co Pub Svc Arizona Arrow Electrs Arrow ElectrsFixed Apple Apple Bnds 2 Ctf Clav Argent Secs 2004 W5 Asset Bkd Apple Apple Apple Apple Apple Apache Corp Fixed Appalachian Pwr Co Apple Apache Corp Apache Corp Apache Corp Anthem Anthem ANR Pipeline Co Lp Partners Antero Midstream Anthem Anadarko Pete Corp Pete Anadarko Corp Pete Anadarko Analog Devices Amphenol Corp New Corp Pete Anadarko Amgen Amgen Amphenol Corp New Amern Wtr Cap Corp Amgen Amgen Amern Intl Group Amern Rlty Cap Asset Description

2017 DETAILED LIST OF INVESTMENTS 3 00006 Bank NewYork MellonCorp Tranche #Tr Bank AmerCorpMediumTerm Bank AmerCorpBd Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Bank AmerCorp Ball Corp Baker Hughes B& GFoods B &GFoods Avnet Avis Rent BudgetCar LLC Autonation Autodesk Fixed ATD FinCorp AT&T Broadband AT&T AT&T AT&T AT&T AT&T AT&T AT&T AT&T AT&T AT&T AT&T AT&T AT&T AT&T Description Asset Interest 10.25% 4.50% 4.75% 4.35% 4.80% 5.15% 6.38% 4.90% 5.25% 4.50% 3.90% 4.25% 3.40% 3.00% 3.00% 2.43% 2.02% 4.13% 5.40% 6.50% 5.00% 3.42% 3.59% 4.18% 3.25% 4.25% 3.50% 4.45% 3.88% 4.00% 4.10% 2.88% 3.30% 5.70% 5.65% 4.38% 3.20% 4.63% 5.25% 4.63% 5.50% 3.80% 4.38% 9.45% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 03/09/2048 05/15/2046 06/15/2045 06/15/2044 03/15/2042 03/01/2041 08/14/2037 03/01/2037 05/15/2035 08/14/2027 03/01/2027 08/14/2024 06/30/2022 02/15/2022 10/30/2023 07/21/2021 01/22/2024 12/29/2049 10/29/2049 01/21/2044 12/20/2028 07/21/2028 11/25/2027 10/21/2027 10/22/2026 04/19/2026 03/03/2026 08/01/2025 01/22/2025 07/24/2023 04/24/2023 01/11/2023 01/24/2022 05/01/2018 12/15/2020 08/15/2021 06/01/2021 04/01/2025 04/15/2026 04/01/2023 11/15/2027 06/15/2025 03/01/2022 11/15/2022 23,400,000 17,651,000 13,260,000 Par Value 1,559,000 6,000,000 5,610,000 5,645,000 1,760,000 8,655,000 3,890,000 2,180,000 1,050,000 1,160,000 1,920,000 1,905,000 1,120,000 925,000 430,000 205,000 660,000 530,000 910,000 280,000 285,000 180,000 580,000 300,000 625,000 190,000 490,000 890,000 840,000 685,000 320,000 325,000 240,000 400,000 700,000 235,000 400,000 800,000 130,000 681,000 80,000 FIXED INCOME 21,919,642 17,841,826 13,338,632 Cost Value Cost 1,418,687 5,821,920 5,608,984 5,599,976 1,804,237 8,779,176 3,890,529 2,278,717 1,041,869 1,132,920 1,931,250 1,872,901 1,108,053 889,802 433,204 236,096 699,248 558,636 908,426 278,047 285,570 178,256 587,660 301,950 658,331 190,000 481,383 888,514 866,870 683,760 348,886 327,266 272,873 451,676 737,450 234,424 397,104 799,400 130,321 928,771 77,498 21,588,863 18,134,761 13,323,012 1,460,753 6,225,414 5,680,658 5,655,026 2,126,045 8,656,861 3,954,006 2,297,358 1,092,380 1,177,400 1,952,928 1,952,625 1,153,600 Market 616,862 301,020 710,156 198,411 486,236 909,939 896,619 722,558 339,825 325,478 267,547 404,773 724,500 240,022 412,550 792,172 136,416 889,780 904,693 425,305 241,817 698,032 526,855 916,081 285,437 286,463 180,367 Value 81,840 4 2017 DETAILED LIST OF INVESTMENTS 40,694 62,506 76,454 46,916 30,103 Value Value 434,997 250,980 252,732 703,180 362,590 654,836 148,325 739,115 400,044 858,356 318,677 670,290 943,311 783,072 395,845 375,119 284,609 291,005 704,550 765,900 Market Market 3,449,526 2,025,600 4,984,315 6,067,872 2,673,880 1,980,000 1,841,518 3,936,998 1,215,842 6,760,396 2,525,918 4,349,157 6,011,310 1,822,440 2,286,343 1,232,800 2,675,314 1,358,500 1,052,934 7,381,098 63,610 79,926 44,851 39,864 30,106 149,254 782,846 362,027 953,741 328,351 373,201 298,522 276,938 660,000 743,750 448,835 249,495 268,622 715,559 356,756 672,118 679,143 935,356 797,014 448,610 3,486,420 2,031,829 5,052,000 6,248,220 2,294,399 1,708,550 1,932,093 3,889,630 1,228,194 7,121,087 2,544,995 4,172,024 6,098,624 1,910,685 2,198,612 1,254,362 2,496,973 1,248,982 1,049,697 6,725,428 Cost Value Cost Value 60,000 80,000 35,000 40,000 30,000 150,000 699,619 355,000 819,433 260,000 373,833 280,000 275,000 660,000 740,000 415,000 250,000 250,000 715,000 359,000 685,000 680,000 932,161 625,000 450,000 3,500,000 2,010,000 5,000,000 6,000,000 2,266,000 1,650,000 1,704,006 3,675,000 1,090,000 6,870,000 2,485,000 4,035,000 6,000,000 1,750,000 2,300,000 1,180,000 3,130,000 1,235,000 1,050,000 6,750,000 Par Value Value Par 02/01/2023 12/01/2027 08/15/2026 09/25/2027 01/02/2020 05/01/2037 03/15/2043 01/02/2021 02/25/2022 03/15/2019 03/15/2021 03/15/2026 10/01/2022 08/01/2018 09/15/2025 10/15/2023 10/15/2025 03/15/2024 10/01/2024 04/01/2024 09/15/2019 12/15/2024 06/01/2026 07/15/2027 03/15/2025 06/15/2018 06/22/2027 10/01/2024 01/15/2025 01/15/2027 05/15/2021 05/13/2021 01/15/2019 03/22/2018 11/15/2018 12/15/2023 05/10/2021 03/22/2022 08/10/2033 09/15/2023 08/25/2034 06/06/2024 08/01/2027 12/15/2044 08/01/2044 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 3.85% 4.13% 3.25% 3.75% 7.16% 6.15% 4.45% 7.57% 8.75% 2.28% 2.20% 3.13% 0.00% 5.00% 4.05% 9.75% 9.25% 5.50% 5.63% 5.75% 4.95% 5.95% 4.45% 3.38% 4.20% 3.70% 5.00% 3.13% 3.88% 4.63% 5.00% 2.60% 2.73% 6.88% 0.00% 2.05% 3.95% 4.56% 9.63% 3.54% 3.36% 7.00% 4.68% 5.16% 10.00% Interest Interest - FIXED INCOME FIXED Burl Northn Santa Thru Tr Pass Co Ry Burl Northn Santa Fe Burl Nthn Burl Northn Santa Burl Northn Santa Buckeye Partners L Partners Buckeye Bunge Ltd Fin Corp Bunge Ltd Fin Corp Broadcom Corp Brunswick Corp Ltd Bstn Pptys Brighthouse Finl Intl Brinker Broadcom Corp Borgwarner BP Cap Mkts Amer Boardwalk Boardwalk Boardwalk Pipelines Lp BMC East LLC 2 Co 2006 Bnsf Ry Boardwalk Blue Cube Spinco Fin Blueline Rent Best Buy Biogen Blue Cube Spinco Berkshire Hathaway Berkshire Loan M Sen Berry Term Plastics Corporation ior Secured Bed Bath & Beyond Hathaway Berkshire Hathaway Berkshire Becton Dickinson Becton Dickinson Becton Dickinson BCD Acqstn Bear Stearns Alt A BB& T Corp Term BB& T Corp Sub Medium 2015 Gtp Tr Bbccre Bank Of America Corp Frns Bank Of America Corp Bank Of America Corporation Loan B Term Bass Pro Group LLC Bank Of Amer Corp Bank Of America Corp Asset Description

2017 DETAILED LIST OF INVESTMENTS 5 CBS Corp CBRE Svcs Bnds CBRE Services CBOE GlobalMkts Cb EscrowCorp HealthInitiati Catholic Pharma Catalent Pwr&Lt Carolina AutoOwnerTrustCarmax AutoOwnerTrCarmax 20174ClB ednt ClC AutoOwnerTrCarmax 20142AssetBack AutoOwner Carmax AutoOwner Carmax AutoOwner Carmax AutoOwner Carmax Cos Carlisle Cardtronics Hlth Cardinal Hlth Cardinal Hlth Cardinal OneFinlCorp Capital C AutoReceivablesCapital AssetTr 20163Cl Auto Cap Auto Cap Auto Cap Auto Cap 1MultiAsset Cap 1MultiAsset Cap 1FinlCorp Cap 1FinlCorp Cap 1FinlCorp Cap 1FinlCorp Cap Fitzgerald Cantor Specialty Calumet Specialty Calumet PeteCallon Co Dive XIUSGovtCal ITitle GtdShipfingBd Cablevision Sys CrCard Cabelas WtrSvcCA Co RepCA AutoReceivables Tr 20171Cl RepCA Auto CA Fe Santa Burlington Northn Description Asset - Interest 11.50% 3.50% 4.75% 6.50% 7.63% 6.13% 4.93% 7.75% 2.25% 5.50% 2.28% 3.32% 4.70% 3.75% 4.00% 5.25% 5.00% 3.65% 8.00% 4.35% 4.88% 6.30% 1.98% 2.46% 2.08% 2.54% 1.92% 1.90% 1.61% 3.50% 5.50% 3.41% 3.08% 2.62% 2.45% 2.35% 2.39% 1.83% 3.14% 1.94% 1.45% 1.39% 4.20% 3.30% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 06/15/2023 07/15/2021 06/17/2022 01/15/2022 01/15/2021 10/01/2024 02/01/2027 04/15/2018 07/17/2023 12/01/2040 06/15/2022 08/17/2020 03/15/2027 04/01/2024 01/15/2026 03/15/2025 03/15/2023 01/12/2027 10/15/2025 11/01/2042 01/15/2026 04/01/2038 11/15/2021 08/15/2023 01/15/2020 09/15/2022 07/15/2022 04/15/2022 11/16/2020 12/01/2024 05/01/2025 06/15/2027 06/15/2024 06/15/2022 04/24/2019 09/20/2021 11/20/2020 03/20/2020 02/20/2020 01/21/2020 08/16/2021 01/15/2021 10/29/2025 10/30/2024 Par Value 2,210,000 1,475,000 1,395,325 1,570,000 3,025,000 3,140,000 2,860,000 1,940,000 1,210,000 4,300,000 1,345,000 5,501,356 3,700,000 610,000 735,000 730,000 770,000 475,000 885,000 350,000 240,000 150,000 985,000 730,000 450,000 700,000 380,000 510,000 668,309 770,000 350,000 250,000 360,000 270,000 755,000 500,000 150,000 750,000 460,000 410,000 915,000 325,000 95,000 80,000 FIXED INCOME Cost Value Cost 2,171,833 1,502,062 1,403,989 1,573,040 3,466,004 3,140,000 3,061,775 1,995,538 1,196,451 4,474,748 1,339,467 5,519,192 3,700,578 658,876 803,164 712,912 774,656 474,868 899,692 344,775 240,000 133,527 999,767 733,194 449,960 705,113 381,069 502,309 668,147 771,291 338,188 250,000 360,000 270,000 758,270 501,699 151,066 749,839 468,751 409,941 922,346 324,054 97,565 79,807 2,508,350 1,519,250 1,459,175 1,589,625 3,734,877 3,285,030 3,027,310 2,133,845 1,244,268 5,903,900 1,328,175 5,502,555 3,687,568 Market 357,694 243,600 144,806 988,694 728,321 446,549 700,360 380,398 500,070 666,313 776,084 315,875 244,711 354,388 265,488 756,762 499,262 150,293 749,949 463,050 409,764 941,373 323,294 651,772 814,782 730,912 768,763 473,332 885,439 Value 82,398 96,665 6 2017 DETAILED LIST OF INVESTMENTS 76,398 Value Value 384,757 545,914 684,299 426,173 202,500 769,500 393,492 437,020 914,434 952,573 697,000 731,527 290,576 463,513 181,534 375,000 905,575 489,020 905,757 280,207 375,250 511,838 Market Market 1,139,631 1,889,970 1,277,536 5,131,221 2,231,250 1,346,675 2,150,000 5,287,500 5,424,375 5,901,740 1,143,011 1,858,631 8,561,269 3,496,144 1,438,200 1,758,700 1,582,350 1,141,538 1,283,508 1,125,112 1,448,775 11,550,072 76,387 860,338 390,959 418,909 916,100 959,916 490,839 935,300 283,664 353,688 512,163 380,106 554,835 689,157 423,330 194,226 682,095 710,000 308,995 448,780 159,826 375,000 890,000 1,140,000 1,850,223 1,268,923 5,129,267 2,124,083 1,296,162 2,523,125 5,994,300 5,182,650 5,915,716 1,141,172 1,749,038 8,585,739 3,494,262 1,430,592 1,679,296 1,569,538 1,095,000 1,231,443 1,095,000 1,382,712 Cost Value Cost Value 11,569,216 75,000 855,000 390,000 420,000 910,000 960,000 499,000 940,000 257,000 380,000 510,000 330,000 550,000 690,000 412,000 200,000 680,000 710,000 300,000 450,000 160,000 375,000 890,000 1,140,000 1,726,000 1,255,000 5,165,000 2,125,000 1,375,000 2,500,000 6,000,000 5,500,000 5,551,000 1,142,600 1,715,000 8,550,000 3,525,000 1,360,000 1,720,000 1,540,000 1,095,000 1,240,000 1,095,000 1,370,000 Par Value Value Par 11,470,000 05/16/2026 07/01/2022 03/31/2023 04/01/2022 04/01/2027 03/01/2019 11/20/2023 01/23/2023 06/12/2020 05/15/2022 03/15/2022 12/01/2023 01/31/2025 09/15/2039 03/15/2042 05/01/2020 06/01/2023 03/15/2044 08/01/2047 07/23/2020 07/23/2025 10/23/2045 04/30/2025 03/15/2028 08/16/2021 03/31/2025 06/30/2027 02/15/2021 05/16/2018 11/15/2019 05/16/2021 02/15/2022 02/15/2024 02/15/2023 01/15/2024 04/01/2024 05/01/2025 08/10/2049 08/15/2022 08/15/2025 08/15/2045 02/01/2028 02/15/2021 02/15/2024 01/15/2025 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 2.95% 5.75% 6.25% 2.90% 3.70% 1.98% 2.19% 2.88% 2.10% 6.88% 5.80% 6.75% 0.00% 7.60% 7.65% 7.13% 3.45% 5.38% 3.95% 3.58% 4.91% 6.48% 0.00% 4.20% 1.58% 5.88% 5.13% 6.13% 1.92% 1.83% 2.10% 5.25% 5.63% 5.13% 5.75% 5.88% 5.38% 2.93% 3.55% 3.88% 5.00% 5.13% 5.63% 6.13% 4.75% Interest Interest FIXED INCOME FIXED Citibank Cr Card Issuance Tr Citibank N A Cintas Corp No 2 Cisco Sys Citibank Cr Card CHS / Cmnty Health Sys Cintas Corp No 2 Chevron Corp New Chevron Corp New Chevron Choice Hotels Intl Ches Energy Corp Corp New Chevron Corp New Chevron Chase Issuance Tr Corpus Cheniere Corpus Christi Hldgs LLC Cheniere Charter Communications Charter Communications Oper Llc/ Charte Charter Charter Charter CF Inds CF Inds Ch & Dwight Centurylink Centurylink CF Inds Centurylink Centurylink Centene Corp Century Cmntys Centurylink Cent Garden & Pet Centene Corp Centene Corp Celgene Corp Celgene Corp Celgene Corp CCO Hldgs LLC Cd 2016 Cd1 Mtg Tr CCO Hldgs LLC CCO Hldgs LLC CCO Hldgs LLC CBS Outdoor Amers CBS Outdoor Amers Asset Description

2017 DETAILED LIST OF INVESTMENTS 7 Passthru Ctf ClAM CMO Comm2013 Lc6MtgTr ComlMtg Thru CtfClB CMO Comm2013Ccre12 MtgTr MtgPass CMO Comm A S CMO CitigroupComlMtgTr 2013Gcj11Mtgcl Rt CMO CitigroupComlMtgTr 2008C7AJaVar Cl AM CMO Cfcre 2016C6MtgTr MtgPass ThruCtf Cl AJ CMO Cd2006Cd3MtgTr MtgPassthru Ctf Passthru CtfIA3 CMO BearStearnsAltATr 200412Mtg CMO BankOfAmerMerrill CMO BamllComlMtgSecsTr Cloud Peak Energy Cleaver Brooks Citizens Finl Citigroup Var Rt Citigroup GlobalSub Citigroup DepShs Citigroup ComlMtgTr Sr2017C4 Ctf ClAJ Citigroup ComlMtgTr 2006C5MtgPassthru Citigroup ComlMtg Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citigroup Citibank NASub Description Asset Interest 12.00% 8.13% 6.63% 4.13% 3.67% 4.45% 4.30% 5.50% 7.88% 2.91% 3.50% 4.05% 2.59% 2.70% 1.97% 3.28% 4.76% 3.83% 3.42% 6.19% 3.50% 5.69% 2.25% 3.57% 5.48% 7.88% 5.16% 6.30% 2.01% 5.95% 3.47% 5.48% 3.57% 5.95% 5.35% 4.75% 4.65% 5.30% 6.68% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 07/15/2039 06/15/2032 07/25/2028 07/24/2028 09/29/2027 11/20/2026 09/13/2025 05/15/2025 09/01/2023 05/15/2023 07/30/2022 12/08/2021 03/30/2021 03/20/2019 01/10/2046 10/10/2046 07/15/2047 04/10/2046 12/10/2049 11/10/2049 10/15/2048 01/25/2035 02/15/2050 12/15/2031 11/01/2021 03/01/2023 06/29/2023 12/29/2049 08/25/2036 07/29/2049 10/12/2050 10/15/2049 02/10/2048 12/31/2049 12/31/2049 05/18/2046 07/30/2045 05/06/2044 09/13/2043 16,000,000 Par Value 2,460,000 5,000,000 1,615,000 6,020,000 1,090,000 3,230,000 3,715,000 1,500,000 2,540,000 1,089,916 1,160,000 1,250,000 1,263,000 810,000 200,000 810,000 200,000 640,000 885,000 670,000 680,000 302,378 860,000 360,000 300,000 300,000 320,000 720,941 825,000 459,000 650,000 950,000 660,000 640,000 100,000 365,000 20,000 54,000 FIXED INCOME 15,812,905 Cost Value Cost 1,259,583 2,556,644 1,124,186 4,984,200 1,684,758 6,047,110 1,140,540 3,112,172 3,918,512 1,502,115 2,616,049 1,086,359 1,194,784 1,248,950 1,310,990 237,992 810,322 202,634 640,433 677,379 681,244 307,292 933,262 366,533 288,605 308,996 313,212 664,280 849,685 459,800 676,429 948,950 660,000 640,000 100,475 434,473 20,562 58,443 16,286,208 1,295,131 2,604,409 1,118,950 5,146,615 1,680,894 6,116,892 1,145,336 3,143,740 4,002,912 1,017,688 1,279,500 2,603,708 1,012,783 1,168,855 1,331,250 1,437,509 Market 305,537 907,091 363,120 187,005 302,019 139,624 721,556 855,117 470,475 658,403 702,075 654,400 110,235 505,146 254,866 821,785 209,144 720,988 672,035 680,588 Value 63,756 20,613 8 2017 DETAILED LIST OF INVESTMENTS 2 1 Value Value 149,443 502,832 200,868 204,733 413,817 479,544 408,870 100,574 296,140 593,763 921,861 367,129 895,420 699,562 110,105 358,928 541,266 959,759 365,198 172,564 493,494 997,389 588,275 Market Market 1,527,557 1,522,395 1,069,659 2,513,148 6,053,072 - 2 101,023 298,725 596,197 916,695 497,075 350,177 132,209 153,311 498,867 193,458 208,906 421,630 482,274 411,998 895,821 778,693 124,621 386,857 544,574 1,536,846 1,142,188 1,094,400 1,137,700 1,849,044 1,079,447 2,530,496 6,161,971 1,278,400 Cost Value Cost Value 2 1 100,000 280,000 579,000 890,000 462,085 340,000 200,032 150,000 500,000 190,000 200,000 425,000 484,250 400,000 860,000 834,704 124,621 386,857 541,948 1,465,000 2,150,000 1,520,000 1,240,000 1,850,000 1,050,000 2,470,000 6,098,132 1,880,000 Par Value Value Par 09/15/2050 01/15/2049 10/15/2050 03/15/2050 09/15/2039 11/10/2046 10/25/2046 05/15/2045 01/15/2049 05/15/2047 05/15/2047 06/12/2047 12/15/2047 04/15/2046 01/15/2047 11/15/2047 08/15/2049 12/15/2049 12/15/2049 10/10/2048 02/10/2048 12/15/2039 07/25/2034 05/25/2035 05/25/2035 03/20/2036 12/25/2028 10/25/2036 04/25/2027 12/10/2049 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 3.19% 3.91% 3.41% 4.51% 5.45% 5.16% 1.95% 4.12% 5.50% 5.41% 5.39% 5.50% 3.67% 3.96% 4.88% 4.12% 3.40% 1.89% 4.05% 3.63% 4.26% 5.37% 6.19% 1.80% 2.15% 3.25% 3.55% 2.44% 2.95% 5.68% Interest Interest FIXED INCOME FIXED CMO Lb UBS Coml Mtg Tr 2006 C6 Coml Mtg CMO Lb UBS Coml Mtg Tr Ctf Cl A J Passthru CMO Jpmdb Coml Mtg Secs Sr 2017 C7 Cl A 5 2017 C5 Mtg CMO Jpmdb Coml Mtg Secs Tr Cl C A 4 Sr 2015 Jp1 CMO Jpmcc Coml Mtg Secs Tr Cl A5 CMO Jpmcc Coml Mtg Secs Tr 2016 Jp4 CMO Jpmcc Coml Mtg Secs Tr Ctf Cl B Comlmtg Passthru 2017 Jp7 Cl CMO Jpmcc Coml Mtg Secs Tr Passthru Ctf Cl B Passthru 2016 Jp4 Cl CMO Jpmcc Coml Mtg Secs Tr A 1 CMO Jpmbb Coml Mtg Secs Tr 2014 C24 CMO Jpmbb Coml Mtg Secs Tr Ctf Cl B Comlmtg Passthru 2016 Jp3 Mtg CMO Jpmcc Coml Mtg Secs Tr CMO J P Morgan Chase Coml Mtg Secs Tr Tr CMO J P Morgan Chase Coml Mtg Secs 2013 L Cl C 2013 C17 CMO Jpmbb Coml Mtg Secs Tr Ctf Cl B Comlmtg Passthru 2007 Cibc18 Cl A J Tr CMO J P Morgan Chase Coml Mtg Secs 2013 C Cl B CMO J P Morgan Chase Coml Mtg Secs Tr Tr CMO J P Morgan Chase Coml Mtg Secs 2006 L Ctf Cl A Js Var Tr CMO J P Morgan Chase Coml Mtg Secs CMO J P Morgan Chase Coml Mtg Secs 2007 CMO J P Morgan Chase Coml Mtg Secs Ctf Cl A J 1 15 49 L Mtg Passthru Tr CMO J P Morgan Chase Coml Mtg Secs Rt 2006 L Cl A J Var CMO Gsrpm Mtg Ln Tr 2007 1 Mtg Passthru 2007 1 Mtg Passthru CMO Gsrpm Mtg Ln Tr 144a Ctf Cl A Var CMO J P Morgan Chase Coml Mtg Secs CMO GE Coml Mtg Corp 2013 Gcj16 Coml Mtg CMO GS Mtg Secs Tr Ctf Cl B Passthru Passthru Ctf Cl A 5h Passthru Mltifam Mtg 2017 Sb30 Mtg Tr CMO Fresb Ctf Cl A 10f Passthru CMO Cwmbs Home Ln Mtg Corp Stacr CMO Federal Mltifam Mtg 2016 Sb25 Mtg Tr CMO Fresb CMO Cwalt 2004 J5 Mtg Passthru Ctf Cl 1 A Ctf 2004 J5 Mtg Passthru CMO Cwalt Mtg Passthru 2005 14 Alt Ln Tr CMO Cwalt CMO Cwmbs CMO Comm 2015 Lc19 Mtg Tr Mtg Pass Thru Mtg Pass Mtg Tr CMO Comm 2015 Lc19 Ctf Cl C Var Mtg CMO Cr Suisse Coml CMO Comm 2015 Ccre26 Mtg Tr Coml Mtg Mtg Tr CMO Comm 2015 Ccre26 Ctf Cl A 4 Passthru Asset Description

2017 DETAILED LIST OF INVESTMENTS 9 Passthru Ctf ClB CMO WfrbsComl MtgTr 2014C19ComlMtg Passthru CtfClCVar Rt CMO WfrbsComlMtgTr 2013C18ComlMtg Thru CtfClA4 CMO WfrbsComlMtgTr 2013C15MtgPass CMO WfrbsComlMtgTr 2013C13ClASb CMO WfrbsComlMtgTr 2013C12 Passthru CtfClB CMO WfrbsComlMtgTr 2013C11Coml 2013 Lc12ClBVar Rt CMO Wells Fargo Commercial MtgTst Sr CMO Wells Fargo Comm MtgTst CMO Wells Fargo Coml MtgTr 2017Rc1 CMO Wells Fargo Coml MtgTr 1 A1a CMO Wamu MtgPass ThruCtfs2005Ar8Cl Mtg Passthru CtfClA1a2122545 CMO Wamu MtgPass ThruCtfs2005Ar19 Ar19cl A1a CMO Wamu MtgPass ThroughCtfs2005 CMO VirginiaStHsgDev Auth CMO Tranche Cl A CMO Structured AstSecsCorp20049xsMtg Cl 2A1Adj CMO Structured AdjRateMtgLnTr 200420 Ctf 200420GPartn Ctf CMO SmallBusinessAdminGtdDev Partn 20i Cl1 CMO SmallBusinessAdminGtdDev 2010 CMO Ser2012C5Cl CMO Ser12Cr4ClA3 Ctf CMO SBA GtdDev Partn Ctf200420LPartn CMO Regal Tr IV CMO Rali TrCMO Mortgageit 20053MtgBkd ITrCMO MorganStanley Cap 2006Iq12 CMO MorganStanley BkAmerMerrilltr Cl B CMO MorganStanley BkAmerMerrillLynchtr CMO MorganStanley BkAmerMerrillLynch CMO MorganStanley Passthru ClAjVar Rt CMO MlCfc ComlMtgTr 20075ComlMtg 2003 A1Var CMO MerrillLynch MtgInvs For Future Is Passthru CtfCl4A210 2532 CMO MastrSeasonedSecTr 20051Mtg Description Asset Interest 2.23% 6.00% 2.15% 5.40% 3.33% 3.77% 4.32% 4.13% 5.45% 3.33% 3.41% 4.72% 4.66% 4.15% 2.65% 3.56% 3.71% 4.29% 3.59% 3.84% 1.89% 1.82% 1.84% 1.82% 2.75% 2.50% 1.92% 3.46% 5.19% 3.21% 3.18% 2.85% 4.87% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 09/29/2031 03/25/2037 08/25/2035 12/15/2043 05/15/2049 02/15/2046 11/15/2049 02/15/2046 08/12/2048 12/25/2032 10/25/2032 03/15/2047 12/15/2046 08/15/2046 05/15/2045 03/15/2048 03/15/2045 07/15/2046 12/15/2050 01/15/2060 12/15/2048 07/25/2045 12/25/2045 12/25/2045 04/25/2042 09/25/2026 07/25/2034 01/25/2035 07/01/2024 09/01/2030 08/15/2045 10/15/2045 12/01/2024 Par Value 1,156,565 1,420,000 2,491,078 1,020,000 6,600,000 876,830 601,594 849,321 500,000 200,000 950,000 150,000 130,027 200,000 800,000 430,000 600,000 500,000 400,000 225,000 264,556 684,744 367,116 222,309 530,000 216,922 798,341 845,962 111,460 26,549 49,230 30,000 48,213 FIXED INCOME Cost Value Cost 1,028,540 1,524,404 2,491,078 1,055,443 6,743,500 378,642 517,679 764,389 509,648 200,469 931,000 154,500 114,527 208,453 873,062 442,875 618,398 517,422 411,995 231,732 264,555 684,744 367,116 171,595 535,300 182,350 835,607 883,438 111,657 26,308 48,423 31,153 28,325 1,491,653 2,504,355 1,039,173 6,624,710 Market 209,183 853,831 431,725 612,581 506,884 412,895 229,684 263,570 677,970 360,365 215,196 516,259 217,620 836,159 863,741 116,110 796,876 587,380 660,842 508,294 201,242 949,319 147,667 883,732 130,292 Value 30,650 47,529 24,042 23,830 10 2017 DETAILED LIST OF INVESTMENTS 43 4,416 92,766 Value Value 351,239 500,002 400,823 201,810 116,139 562,500 260,000 809,360 470,400 207,257 257,360 256,312 283,203 709,669 473,525 649,905 858,900 374,455 112,338 236,904 357,565 796,381 883,283 Market Market 1,061,950 2,333,556 1,599,087 1,754,139 1,013,325 4,080,812 1,135,579 4,501,406 5,829,185 1,243,924 2,292,700 2,610,412 21,138,999 1,264 5,428 96,900 91,644 250,000 876,999 598,422 455,325 369,600 957,075 334,172 193,865 328,397 731,303 836,398 270,937 461,517 409,438 195,687 118,639 605,000 211,688 259,688 266,729 288,578 714,788 479,400 648,355 2,023,982 1,466,648 1,721,818 3,992,120 1,137,837 3,583,270 4,251,883 1,264,724 2,239,815 2,592,253 Cost Value Cost Value 21,419,724 3,811 7,435 95,000 90,000 250,000 880,000 755,000 448,000 840,000 885,000 300,000 190,000 265,000 710,000 855,000 343,000 489,000 400,000 190,000 115,000 200,000 250,000 250,000 275,000 715,000 470,000 645,000 2,285,000 1,466,648 1,605,620 4,000,000 1,140,000 1,000,000 4,365,000 4,447,000 1,150,000 2,270,000 2,305,000 Par Value Value Par 21,000,000 01/15/2025 03/01/2035 07/15/2026 04/15/2022 04/01/2023 11/15/2025 04/19/2022 10/02/2022 11/15/2095 09/15/2025 06/01/2045 04/15/2024 02/01/2024 02/01/2027 06/15/2035 03/15/2037 08/15/2045 11/01/2047 11/01/2049 05/15/2023 12/10/2045 10/10/2046 10/10/2046 03/10/2048 12/10/2047 11/12/2020 03/15/2020 03/15/2036 05/15/2047 08/15/2047 11/15/2047 11/15/2047 12/11/2049 08/15/2020 07/17/2023 07/15/2019 07/15/2027 04/15/2021 06/15/2025 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 4.38% 5.30% 8.10% 5.88% 8.00% 5.98% 7.71% 7.50% 7.58% 5.80% 8.36% 3.00% 3.30% 5.65% 6.45% 4.60% 3.97% 4.00% 4.88% 3.77% 4.30% 5.08% 2.86% 4.42% 0.00% 5.90% 4.38% 4.21% 3.93% 4.24% 5.40% 5.88% 2.19% 3.38% 4.13% 5.63% 7.69% 11.00% 10.00% Interest Interest FIXED INCOME FIXED

Contl Airls Pass Consol Energy Consol Energy 2007 1a Thru Tr Continental Airls Pass Cons Edison Co N Y Conseco Financial Corp Consol Energy Comstock Res Comwlth Edison Co Concho Res Comm Ser 2014 Cr21 Cl C Var Rt Comm Ser 2014 Cr21 Cl C Var Loan Commercial Barge Line Co Initial Term First Lien Comm 2013 Ccre12 Mtg Tr Mtg Pass Thru Ctf Mtg Pass Mtg Tr Comm 2013 Ccre12 Rate Cl C Var Fixed Comm 2015 Ccre22 Comm 2012 Ccre5 Comm 2013 Ccre12 Comcast Corp New Fixed Comcast Corp New Fixed Coml Metals Co Comcast Corp New Comcast Corp New Comcast Corp New Columbia/ HCA Healthcare Corp Columbia/ HCA Healthcare Comcast Corp Comcast Corp New Columbia / HCA Healthcare Corp Medium Columbia / HCA Healthcare 15 Book Entry # Tr Term Columbia Pipeln Columbia / HCA Columbia / HCA CNH Indl Cap LLC Coach Fixed Cogent A J Cna Finl Corp CNH Equip Tr CMO Wfrbs Coml Mtg Tr 2014 C25 Mtg Pass Mtg Pass 2014 C25 Tr CMO Wfrbs Coml Mtg Thru Ctf Cl B Cl Citigroup Coml Mtg Tr Cmo1 Cd 2007 Cd4 CMO Wfrbs Coml Mtg Tr 2014 C21 Coml Mtg 2014 C21 Tr CMO Wfrbs Coml Mtg Ctf Cl B Passthru Mtg Pass 2014 C24 Tr CMO Wfrbs Coml Mtg Thru Ctf Cl A S CMO Wfrbs Coml Mtg Tr 2014 C20 Mtg Pass Mtg Pass 2014 C20 Tr CMO Wfrbs Coml Mtg Thru Ctf Cl B Asset Description

2017 DETAILED LIST OF INVESTMENTS 11 Devon EnergyCorp AirLines Delta AirLines Delta AirLines Delta Delphi Jersey Delphi FinlGroup Dell Delek Logistics MutFdDefault Pvtpl Fee Tr Xii Deere Corp JohnCap Deere Corp JohnCap Deere &Co Dbubs 2017Brbk Davita D RHorton D RHorton Passthru CtfClA LnTrCwheq HomeEquity 2007AMtg PassCVS ThruTr HealthCorp CVS HealthCorp CVS Caremark Corp CVS Ctr Partnership L TransnCTP Prods CSX Transn CSX Corp CSX Corp Hldgs CSC Hldgs CSC Ser2015C1ClB Csail Intl Crown Castle Intl Crown Castle Intl Crown Castle Cr AccepCorpMich Cr AccepAutoLn Cr AccepAutoLn Cr Accep CPS Auto Covanta HldgCorp Corning Corning ResContl ResContl ResContl AirlsPassContl Description Asset Interest 5.25% 4.88% 6.13% 3.04% 3.04% 7.38% 3.34% 5.88% 4.38% 6.63% 4.90% 4.50% 5.00% 6.90% 5.85% 3.63% 6.82% 4.95% 5.00% 7.88% 5.65% 6.75% 9.55% 1.70% 2.25% 6.55% 3.45% 5.00% 4.38% 2.55% 1.60% 5.88% 5.13% 2.75% 6.04% 5.25% 8.25% 6.25% 2.60% 3.70% 7.63% 7.88% 4.04% 4.00% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 01/15/2023 04/15/2022 02/15/2021 12/15/2025 08/15/2023 03/15/2023 05/15/2020 07/01/2025 11/15/2057 05/15/2019 06/01/2044 04/15/2023 09/15/2022 10/19/2023 12/15/2025 07/30/2027 02/10/2024 11/23/2020 10/01/2025 01/31/2020 04/15/2018 05/15/2025 12/31/2040 01/15/2020 04/17/2019 10/01/2028 10/10/2034 05/01/2025 09/15/2022 12/01/2020 04/15/2037 01/10/2028 07/20/2045 12/01/2022 12/10/2028 06/01/2025 12/15/2019 01/15/2023 11/01/2026 11/01/2023 07/15/2018 02/15/2018 04/15/2050 03/01/2027 13,050,000 Par Value 4,835,000 1,851,000 7,135,000 1,660,000 1,605,768 1,344,803 5,102,000 2,245,344 2,530,000 3,992,654 1,870,000 7,533,882 1,170,000 1,975,000 5,394,000 500,000 770,000 800,000 750,000 919,000 900,000 250,000 415,000 263,508 660,000 300,253 448,000 354,000 630,000 150,000 320,000 175,000 366,000 285,000 256,975 350,000 392,642 722,000 180,000 70,000 65,000 60,000 75,000 FIXED INCOME 12,259,257 Cost Value Cost 4,906,266 1,840,113 6,447,215 1,453,112 1,623,833 1,403,638 5,844,519 2,605,778 3,611,355 1,867,401 8,008,202 1,174,816 1,936,988 5,604,891 489,537 781,225 807,312 757,119 932,247 899,311 300,465 407,275 278,813 660,625 300,253 453,488 369,280 628,750 550,109 141,948 320,513 224,250 365,085 299,023 255,215 349,326 464,790 786,900 185,400 70,000 64,978 69,450 74,684 12,453,224 5,294,059 1,938,922 6,813,925 1,684,900 1,665,214 1,380,037 5,620,669 2,584,878 3,755,726 1,842,105 8,375,318 1,193,400 1,925,625 5,596,038 Market 770,666 341,537 453,600 356,128 636,300 148,538 320,384 220,981 365,890 300,160 281,763 401,133 442,939 725,610 183,419 536,182 777,700 794,952 753,583 924,935 893,433 264,011 423,300 278,165 Value 64,903 61,350 76,682 70,350 449 12 2017 DETAILED LIST OF INVESTMENTS Value Value 487,567 515,012 250,354 750,380 748,296 779,109 951,482 206,406 389,974 248,193 174,699 319,024 616,100 395,689 848,644 959,370 411,842 218,700 324,338 482,804 735,312 477,160 477,435 692,774 495,767 567,000 580,242 669,379 881,066 Market Market 8,158,410 3,347,738 1,504,388 1,045,200 2,430,480 1,436,325 2,033,198 3,442,920 7,469,847 1,738,750 1,178,331 2,207,309 1,479,667 4,097,324 14,533,311 16,461,520 406,963 249,298 169,431 299,682 628,300 382,949 570,025 581,602 675,543 822,770 491,961 509,977 249,989 749,977 744,894 779,955 949,900 208,660 722,585 850,693 435,357 232,470 313,352 484,890 732,980 479,855 477,210 694,651 476,244 8,348,602 3,229,192 1,492,482 1,087,838 2,570,525 1,398,087 2,009,539 3,424,456 7,257,976 1,657,738 1,170,371 2,194,049 1,436,890 3,999,970 Cost Value Cost Value 14,566,818 16,227,778 407,000 250,000 170,000 300,000 610,000 380,000 540,000 580,000 685,000 753,000 465,000 490,000 250,000 750,000 745,000 780,000 950,000 200,000 720,000 860,000 300,000 270,000 310,000 481,000 730,000 480,000 480,000 700,000 475,000 8,415,000 3,200,000 1,500,000 1,040,000 2,496,000 1,320,000 1,941,000 2,710,000 6,460,000 1,625,000 1,174,516 2,180,000 1,420,000 4,000,000 Par Value Value Par 14,486,000 16,000,000 09/01/2026 08/15/2027 08/15/2047 09/01/2029 06/01/2047 04/15/2027 05/15/2022 11/02/2022 11/02/2042 06/01/2021 07/15/2022 11/15/2024 08/15/2026 05/30/2019 03/01/2023 07/01/2020 08/15/2021 03/15/2033 08/01/2033 02/15/2044 10/15/2024 11/15/2021 10/01/2024 10/01/2034 07/15/2021 09/15/2023 07/15/2022 04/15/2022 08/17/2020 05/15/2023 09/15/2021 07/15/2041 06/15/2045 09/30/2031 06/01/2019 06/15/2021 10/15/2039 08/15/2025 11/01/2024 08/15/2027 10/17/2022 02/09/2027 03/20/2028 03/20/2023 09/20/2047 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 2.65% 3.15% 3.95% 2.54% 3.92% 4.75% 7.63% 2.75% 4.15% 6.75% 5.88% 5.88% 3.38% 1.79% 5.75% 2.58% 2.00% 6.30% 5.25% 6.75% 8.25% 4.13% 3.50% 4.25% 2.76% 2.75% 2.80% 2.84% 2.02% 3.01% 3.55% 5.60% 5.00% 7.88% 3.48% 4.42% 5.70% 7.88% 4.75% 3.70% 1.90% 4.10% 3.95% 2.95% 5.20% Interest Interest FIXED INCOME FIXED

Eaton Corp Ohio Eaton Corp Ohio Duke Univ Hlth Sys Duke Co Fixed Technology DXC Eagle Hldg Co II Duke Energy Corp Duke Energy Fla Proj Fin LLC Duke Duke Energy Corp Duke Energy Corp Duke Energy Corp Duke Drive Auto Receivables Trust Sr 17 1 Cl C Trust Auto Receivables Drive Dt Auto Owner Tr Dt Auto Owner Tr Dr Auto Dr Auto Tr Auto Receivables Drive Dow Chem Co Dow Chem Co Domtar Corp Finl Donnelley Dow Chem Co Dominion Res Dominion Res Dominion Res Disney Walt Co New Medium Term Walt Disney Dollar Tree Dominion Energy Dish DBS Corp Dish Network Corp Discovery Communications LLC Discovery Dish DBS Corp Dish DBS Corp Discover Finl Svcs Discover Discovery Communications LLC Discovery Digital Rlty Tr Lp Fixed Digital Rlty Tr Card Discover Diamond Offshore Drilling Diamond Offshore Diamondback Energy Devon Fing Corp U Devon Diamond 1 Fin Corp Diamond 1 Fin Corp Devon Energy Corp Devon Energy Corp Devon Asset Description

2017 DETAILED LIST OF INVESTMENTS 13 Exeter Automobile Exeter Automobile Exelon GenerationCoLLC Exelon GenerationCoLLC Exelon Generation Exelon Corp Ethiopian Leasing Ethiopian Leasing Estee LauderCos Equinix Equinix Equinix Equinix Equinix Epr Pptys Epr Pptys Epr Pptys Epr Pptys EOG Res Enterprise Prods Enterprise Fleet Entergy Tex Entergy LaLLC 1stMtgBd Entergy LaLLC Entergy Ark Ensco Plc Ensco Plc Ensco Plc Enpro Inds Energy Transfer Fixed Energy Transfer Energy Transfer Energy Transfer Energizer Spinco Energizer Hldgs Energizer Hldgs Encore Cr Receivables Tr 20053 Embarq Corp Electr Arts Eldorado Resorts El Paso Pipeln El Paso PipelinePart Op51012021 El Paso EnergyCorpMediumTerm Ecolab Ebay Description Asset Interest 5.15% 4.75% 5.50% 4.70% 4.70% 2.29% 7.99% 4.80% 6.00% 7.50% 5.00% 7.80% 4.35% 4.00% 2.84% 2.84% 3.40% 2.95% 6.25% 5.63% 2.65% 1.51% 5.75% 5.38% 5.88% 5.75% 5.38% 5.38% 4.50% 4.75% 4.50% 5.25% 4.15% 6.13% 1.74% 5.15% 4.44% 5.00% 2.30% 5.75% 5.20% 8.00% 5.88% 5.30% 5.95% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 02/01/2043 01/15/2026 06/15/2025 05/24/2022 05/19/2021 10/25/2035 06/01/2036 03/01/2026 04/01/2025 11/15/2040 10/01/2021 08/01/2031 12/08/2021 07/15/2042 08/16/2021 03/16/2020 03/15/2022 01/15/2020 10/01/2039 06/15/2035 05/12/2026 10/03/2024 10/15/2033 05/15/2027 01/15/2026 01/01/2025 04/01/2023 01/01/2022 06/01/2027 12/15/2026 04/01/2025 07/15/2023 01/15/2026 10/15/2039 02/22/2022 06/01/2045 01/15/2026 07/15/2044 08/01/2021 10/01/2044 03/15/2025 01/31/2024 09/15/2022 04/15/2047 10/01/2043 11,925,000 Par Value 5,000,000 1,795,000 1,220,000 1,000,000 2,000,000 1,399,000 7,500,000 2,950,000 3,390,000 1,310,000 1,020,000 3,365,000 3,000,000 3,000,000 2,433,664 2,670,000 5,516,000 2,500,000 1,420,000 3,915,000 205,000 545,000 879,923 500,000 480,000 319,000 194,000 800,000 122,572 775,000 220,000 600,000 130,000 696,325 525,000 620,000 755,000 660,000 360,000 320,000 325,000 288,186 319,000 370,000 FIXED INCOME Cost Value Cost 4,534,650 1,837,400 1,236,775 1,000,000 1,986,800 1,349,269 6,303,540 2,973,020 3,514,812 1,314,581 1,020,000 3,366,441 2,989,140 2,986,380 2,439,938 2,673,340 5,579,222 8,998,927 1,212,500 1,430,735 4,200,286 216,000 554,262 845,826 499,965 478,411 343,844 193,876 799,856 123,046 782,271 221,969 673,270 118,551 696,325 509,786 731,817 779,886 654,261 384,372 363,857 331,113 293,466 295,375 367,318 4,734,775 1,839,875 1,259,650 1,045,000 2,559,820 1,804,469 6,925,560 3,156,500 3,640,012 1,354,540 1,060,800 3,384,147 3,070,263 3,192,327 2,428,836 2,836,771 5,977,827 8,168,625 2,125,000 1,478,575 4,162,542 Market 798,971 122,770 788,024 222,238 701,887 159,769 699,012 508,610 771,411 801,244 677,461 383,148 402,552 339,505 288,432 319,798 367,137 212,684 567,645 881,652 486,250 526,432 340,008 206,495 Value 14 2017 DETAILED LIST OF INVESTMENTS 6,993 75,009 74,902 Value Value 677,679 466,500 932,877 206,844 350,561 326,288 362,840 731,119 268,617 489,566 546,799 612,331 318,740 150,038 921,870 198,113 130,894 Market Market 2,587,500 4,229,200 8,955,000 9,830,770 7,116,958 1,027,376 4,337,246 1,943,889 1,691,325 1,074,039 5,045,860 1,379,109 7,371,028 1,645,650 2,760,885 3,134,854 7,088,604 2,086,111 1,963,828 1,952,250 1,169,792 1,967,320 7,195,320 17,311,718 7,569 69,575 76,268 73,837 350,881 327,477 370,743 873,981 323,287 149,967 924,700 199,974 854,244 651,129 448,657 919,328 202,794 720,481 242,907 492,653 549,202 613,371 1,592,587 2,728,346 7,842,250 9,987,990 7,214,183 4,349,216 1,944,974 1,699,708 5,000,000 1,453,810 6,940,344 1,555,125 2,708,165 4,039,926 7,120,731 2,301,063 2,092,067 1,969,075 1,098,231 1,945,168 5,859,415 Cost Value Cost Value 16,588,590 6,993 75,000 75,152 351,000 330,000 369,951 730,000 325,000 150,000 920,000 200,000 115,000 760,000 650,000 460,000 920,000 200,000 720,000 240,000 443,000 550,000 401,000 2,500,000 3,880,000 9,000,000 9,853,956 7,065,423 4,350,000 1,945,000 1,700,000 5,000,000 1,245,000 7,000,000 1,590,000 2,754,000 5,097,324 7,100,000 2,045,207 1,818,359 1,900,000 1,120,000 1,920,000 5,335,000 Par Value Value Par 16,500,000 03/15/2018 02/01/2022 02/15/2023 03/15/2023 03/01/2022 11/25/2035 03/25/2026 01/25/2027 06/15/2038 10/01/2026 01/05/2018 04/15/2020 03/15/2022 11/15/2025 08/15/2020 07/15/2021 05/15/2022 03/01/2020 03/01/2030 12/08/2026 01/15/2043 01/16/2018 11/04/2019 01/15/2020 01/15/2021 08/06/2023 08/04/2025 01/08/2026 03/15/2022 10/01/2021 04/30/2025 03/06/2022 03/01/2026 03/01/2046 01/15/2019 01/15/2022 03/01/2023 10/15/2025 06/15/2022 03/01/2038 03/15/2023 07/15/2027 11/15/2031 01/15/2022 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 2.38% 6.75% 6.88% 3.88% 3.55% 2.44% 2.59% 3.09% 6.40% 3.50% 8.08% 1.97% 2.01% 2.26% 1.77% 1.75% 2.07% 9.38% 9.30% 4.35% 4.75% 2.38% 2.32% 8.13% 3.20% 4.38% 4.13% 4.39% 6.75% 6.25% 7.00% 2.40% 3.04% 4.11% 6.84% 6.72% 5.63% 5.00% 2.60% 8.25% 4.25% 3.90% 7.38% 1.73% Interest Interest FIXED INCOME FIXED

Fresb 2016 Sb14 Fresb 2017 Sb27 Fresb Freeport Mcmoran Copper & Gold Freeport 2015 Sb9 Mtg Fresb Freeport Mcmoran Freeport Mcmoran Freeport Mcmoran Freeport Fortress Transn Fortress Energy Technologies Forum Mcmoran Freeport Ford Mtr Cr Co LLC Ford Mtr Cr Co LLC Ford Ford Mtr Cr Co LLC Ford Mtr Cr Co LLC Ford Mtr Cr Co LLC Ford Ford Mtr Co Ford Mtr Cr Co LLC Ford Mtr Cr Co LLC Ford Ford Hldgs Ford Hldgs Ford Mtr Co Ford Ford Cr Floorplan Ford 1 Cr Floorplan Master Owner 2017 Ford Asset Bkd Ford Cr Auto Owner Ford Cr Floorplan Ford Fnbc 1993 A Pass Fnbc Cr Auto Owner Ford Cr Auto Owner Ford Firstenergy Oh Florida Pwr Corp Flowers Foods Firstenergy Corp Firstenergy Corp Firstenergy Corp Fifth 3rd Bancorp Fifth 3rd Bancorp Fed Express Corp Express Fed Partnership Lodging Ltd Felcor Fid Natl Exxon Mobil Corp Mobil Exxon Corp Mobil Exxon 1998 1 B Thru Tr Ex Corp Pass Fed Exide Technologies Corp Mobil Exxon Asset Description

2017 DETAILED LIST OF INVESTMENTS 15 GLS Auto LP /GLP GLP Cap Gilead Sciences Gilead Sciences Gilead Sciences Georgia PwrCo Geo Group Genon EscrowCorp Genesis EnergyLP Genesis EnergyLP FinlCo General Mtrs Co General Mtrs General ElecCo General ElecCo General ElecCo CorpMediumTermGeneral ElecCap Corp General ElecCap FinlCoFixedGen Mtrs FinlCoFixedGen Mtrs FinlCo Gen Mtrs FinlCo Gen Mtrs FinlCo Gen Mtrs FinlCo Gen Mtrs FinlCo Gen Mtrs FinlCo Gen Mtrs FinlFixedGen Motors CorpMediumTermGen ElecCap CorpMediumTermGen ElecCap Corp Gen ElecCap Corp Gen ElecCap Corp Gen ElecCap Gen DynamicsCorp Corp Gen Cable Fdg Intl GE Cap Co Fdg Intl GE Cap Co Master CrCard GE Cap Corp Gatx Corp Gatx Gates GlobalLLC Gartner Gap Frontier Frontier Frontier Frontier Description Asset Interest 11.00% 10.50% 2.13% 5.75% 3.37% 2.34% 1.76% 3.25% 4.85% 6.00% 5.13% 5.95% 6.88% 6.25% 2.67% 5.38% 4.75% 2.95% 3.65% 4.75% 5.13% 0.00% 6.25% 6.75% 2.65% 6.25% 5.00% 4.50% 3.38% 4.38% 3.45% 4.35% 3.20% 4.00% 4.25% 3.70% 3.15% 6.75% 3.25% 3.45% 6.88% 4.65% 2.59% 5.30% 6.00% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 08/15/2026 10/01/2022 11/15/2025 11/15/2020 09/15/2022 03/30/2025 06/01/2021 07/15/2022 04/01/2025 04/12/2021 09/15/2025 01/15/2025 09/15/2022 09/15/2021 04/15/2021 04/15/2026 03/01/2046 03/01/2027 03/01/2026 09/01/2040 04/01/2023 12/31/2040 05/15/2026 08/01/2022 04/13/2020 10/02/2043 12/29/2049 03/11/2044 03/11/2024 09/16/2020 05/15/2024 01/17/2027 07/13/2020 01/15/2025 05/15/2023 05/09/2023 06/30/2022 06/01/2018 05/15/2018 04/10/2022 01/10/2039 10/17/2021 03/15/2023 02/11/2021 08/07/2019 10,480,000 Par Value 4,275,000 3,090,000 5,500,000 8,938,000 1,575,000 3,022,000 4,106,000 2,250,000 2,100,000 9,300,000 2,659,000 2,195,000 2,865,000 1,009,772 2,651,000 3,470,000 2,375,000 3,525,000 1,270,000 6,400,000 1,564,000 4,000,000 5,000,000 1,360,000 1,433,000 300,000 705,000 485,000 100,000 970,000 720,000 479,000 781,000 835,000 110,000 580,000 670,000 920,000 225,000 471,000 975,000 60,000 50,000 80,000 FIXED INCOME 10,709,722 Cost Value Cost 4,216,339 2,887,256 5,936,777 8,552,196 1,551,975 2,851,541 4,409,851 1,753,250 2,125,519 9,987,885 2,410,122 2,080,738 2,404,915 1,009,761 2,825,864 2,908,604 2,232,928 3,527,926 1,407,864 6,617,193 1,616,222 3,994,200 4,973,900 1,399,076 1,519,794 300,000 706,350 490,629 967,049 722,725 479,600 286,962 849,122 110,000 582,627 674,309 919,971 248,060 533,461 973,908 99,974 59,453 54,614 80,000 10,028,069 10,600,478 4,002,473 3,202,012 5,593,858 8,896,787 1,563,361 2,992,768 4,385,323 2,300,625 2,194,500 1,954,365 1,659,969 2,034,150 1,010,253 1,006,278 2,915,220 2,758,650 2,464,062 3,525,744 1,504,276 6,594,470 1,613,485 4,160,192 5,137,350 1,385,365 2,064,940 1,033,101 Market 756,112 561,019 720,000 477,204 804,899 846,333 115,062 591,555 669,479 932,265 242,243 508,582 194,250 Value 98,354 66,466 52,521 80,301 16 2017 DETAILED LIST OF INVESTMENTS 4,420 20,210 40,182 Value Value 870,590 761,918 591,283 737,100 719,321 459,091 391,685 284,472 250,108 401,957 503,786 173,945 324,644 312,024 352,127 130,177 313,553 915,803 389,011 773,898 410,436 307,997 Market Market 7,849,423 2,412,112 2,936,570 1,828,250 8,123,256 1,216,999 2,932,064 1,124,460 3,348,781 1,124,856 3,320,677 3,783,469 7,567,875 3,712,045 5,163,519 1,516,440 10,341,348 16,324,931 13,331,991 27,894,217 4,511 22,874 40,230 720,000 714,937 461,453 372,872 251,537 334,311 917,063 392,737 765,000 410,463 300,438 951,221 974,326 753,038 765,000 585,432 249,930 404,562 512,539 174,966 324,985 313,294 367,322 131,040 7,843,295 2,542,653 2,841,481 1,791,141 8,088,640 1,155,743 2,913,155 2,665,256 3,318,606 3,932,000 7,717,969 3,767,517 5,390,856 1,500,000 Cost Value Cost Value 10,182,056 15,799,643 13,466,431 27,107,915 5,000 20,000 40,000 720,000 715,000 461,453 361,000 300,000 290,000 845,000 395,000 765,000 400,000 300,000 840,000 970,000 760,000 765,000 606,414 250,000 400,000 500,000 175,000 325,000 310,000 343,844 130,000 7,523,000 2,406,293 2,735,000 1,775,000 8,000,000 1,160,000 2,915,000 2,485,000 3,320,000 3,580,000 7,500,000 3,817,484 5,382,377 1,500,000 Par Value Value Par 10,093,000 15,620,000 13,250,000 26,800,000 11/15/2023 03/15/2027 06/16/2051 07/15/2022 10/10/2019 11/01/2023 03/13/2032 12/15/2023 06/01/2022 04/23/2020 06/15/2020 04/23/2021 07/27/2021 11/15/2021 04/26/2022 03/03/2024 10/21/2025 02/25/2026 11/16/2026 01/26/2027 10/01/2037 02/01/2041 05/22/2045 10/21/2045 06/01/2043 01/22/2018 02/15/2019 09/29/2025 11/15/2018 11/29/2023 05/03/2025 07/22/2019 11/20/2019 03/20/2020 03/20/2020 05/20/2020 08/20/2020 11/16/2049 11/16/2041 07/16/2044 08/16/2048 04/01/2018 07/19/2018 10/23/2019 04/23/2020 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 5.13% 4.88% 2.70% 4.00% 3.29% 9.13% 4.75% 7.38% 5.00% 2.52% 6.00% 2.73% 5.25% 2.35% 2.48% 4.00% 4.25% 3.75% 3.50% 3.85% 6.75% 6.25% 5.15% 4.75% 4.00% 2.38% 7.50% 3.27% 2.52% 3.08% 1.82% 2.42% 2.98% 3.24% 2.08% 2.06% 3.48% 3.31% 1.37% 4.57% 1.65% 6.15% 2.90% 2.38% 2.60% Interest Interest FIXED INCOME FIXED

Grinding Media Group 1 Automotive Grain Spectrum Fdg Ltd Greatbatch Cr LLC Greenpoint Government Natl Mtg Assn Remic Government Tr Pptysome Government Golondrina Leasing Tire Goodyear & Fixed Tire Goodyear Goldman Sachs Group Goldman Sachs Group Medium Term Rt Goldman Sachs Group Var Goldman Sachs Group Goldman Sachs Group Goldman Sachs Goldman Sachs To Goldman Sachs Cap II Gtd Fixed Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs Goldman Sachs GNMA Remic GNMA Ser 2013 55 Cl Ac GM Finl Automobile Cl C Thru Ctf Pass GNMA 2012 001 Remic Cl Ab GNMA 2013 125 Remic GM Finl Automobile GM Finl Automobile GM Finl Automobile GM Finl Automobile GM Finl Automobile Asset Description

2017 DETAILED LIST OF INVESTMENTS 17 Honeywell Intl Honda AutoFixed Corp Hollyfrontier Hlth Care REIT 26 2023Beo Hilton Worldwide HoldingsTerm Loandue10 Hilton DomesticFixed Hill Rom Hldgs PackardHewlett StepCpn PackardHewlett EnterpriseCo PackardHewlett Co Hess Corp VehHertz FingII Corp144a Hertz Corp Hertz Hecla MngCo Healthsouth Corp Healthsouth Corp Healthsouth Corp HCA HCA HCA HCA HCA HCA HCA HCA Hawaiian Airls20131bPass ThruTr FinlSvcsHartford Grp Harris Corp Inds Harman Intl Harley Davidson Hanesbrands Co Halliburton Co Halliburton Co Halliburton EnergyCorp Gulfport EnergyCorp Gulfport Gsccre ComlMtgTr MtgSecsTrGS MtgSecsTrGS MtgSecsTrGS MtgSecsCorp GS MtgBackedGS Secs Group 1Automotive Description Asset Interest 1.34% 4.63% 5.00% 4.85% 3.80% 6.38% 6.00% 4.23% 3.47% 3.05% 3.48% 1.92% 2.47% 5.25% 2.50% 1.47% 5.88% 4.50% 0.00% 4.25% 5.75% 6.35% 4.90% 4.30% 5.80% 6.03% 7.63% 3.56% 6.88% 5.75% 5.75% 5.13% 7.50% 5.25% 5.88% 5.25% 5.38% 5.00% 5.88% 7.50% 4.95% 5.13% 5.05% 4.15% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 01/15/2021 05/15/2024 11/15/2045 11/15/2035 11/15/2025 05/15/2025 10/15/2024 08/15/2032 11/10/2050 05/10/2049 01/10/2045 06/25/2035 07/25/2044 12/15/2023 11/01/2026 08/23/2021 04/01/2026 01/15/2024 10/25/2023 09/01/2024 09/01/2023 10/15/2045 10/15/2025 06/01/2021 04/01/2047 07/25/2022 06/01/2022 10/25/2021 05/01/2021 09/15/2025 11/01/2024 03/15/2023 11/06/2033 06/15/2026 02/15/2026 04/15/2025 02/01/2025 03/15/2024 03/15/2022 02/15/2022 01/15/2022 04/15/2022 04/27/2045 05/15/2025 12,000,000 Par Value 1,465,000 2,755,000 1,100,000 7,000,000 1,300,640 5,000,000 6,000,000 3,569,000 2,100,000 2,608,000 1,055,000 3,000,000 2,105,000 1,980,000 425,000 483,000 680,000 100,000 820,000 165,000 268,984 377,856 685,000 340,000 755,000 736,450 920,000 565,000 100,000 390,000 630,000 545,000 527,000 140,000 605,000 240,000 857,000 455,000 215,000 496,160 275,000 210,000 500,000 FIXED INCOME 12,120,000 Cost Value Cost 1,467,275 2,762,281 1,098,281 7,209,534 1,285,078 4,737,050 5,993,672 3,472,980 2,091,928 2,564,696 1,090,375 3,002,475 2,141,856 2,021,384 424,969 480,185 721,601 102,426 819,169 164,381 281,134 212,666 685,000 340,333 789,116 735,404 920,000 569,695 389,262 669,551 596,917 536,471 142,800 684,648 245,146 913,865 469,788 215,000 456,905 307,173 211,287 485,830 99,932 12,570,000 1,472,325 2,755,000 1,103,456 7,199,360 1,285,674 4,836,025 5,986,050 3,504,483 2,088,437 2,673,200 1,080,056 3,172,500 2,178,675 2,059,200 Market 378,297 806,788 739,853 929,200 591,131 105,866 411,737 660,520 606,472 548,080 143,150 677,600 254,400 906,278 486,850 241,875 511,665 300,101 246,986 516,972 422,885 492,660 780,884 112,184 852,198 164,687 276,742 380,845 707,262 Value 18 2017 DETAILED LIST OF INVESTMENTS 79,284 33,826 Value Value 443,900 194,089 786,982 158,361 694,791 313,488 997,375 267,257 161,248 859,370 602,978 272,046 494,193 223,437 991,839 273,534 607,667 375,174 319,237 187,467 Market Market 3,495,221 4,527,049 1,299,838 1,026,250 2,842,912 1,350,184 1,318,658 1,239,625 1,990,623 1,201,900 2,756,810 2,773,122 1,886,000 1,127,372 1,284,305 3,248,700 1,071,000 1,267,475 11,481,671 28,150,010 11,050,622 80,000 31,022 305,898 985,031 223,646 991,840 274,708 925,280 693,650 330,184 458,456 229,476 741,447 149,776 684,750 266,487 146,920 831,164 606,984 273,088 494,453 3,577,640 4,523,275 1,235,000 1,001,675 2,515,750 1,269,449 1,327,414 1,158,858 1,187,925 1,929,409 1,189,631 2,485,900 2,745,142 1,840,000 1,178,958 1,266,950 3,165,124 1,050,000 1,203,113 Cost Value Cost Value 11,461,336 28,077,352 11,000,000 80,000 30,000 300,000 987,500 225,000 275,000 460,000 190,000 690,000 150,000 660,000 266,492 140,000 830,000 600,000 275,000 500,000 3,605,000 4,529,645 1,235,000 1,000,000 2,500,000 1,270,000 1,000,000 9,099,947 6,489,743 3,936,149 1,175,000 2,136,967 1,190,000 2,500,000 2,582,000 1,840,000 1,014,000 1,229,000 2,940,000 1,050,000 1,210,000 Par Value Value Par 20,800,000 20,616,228 11,450,000 28,005,000 11,000,000 02/15/2027 08/15/2047 08/15/2021 05/25/2045 11/15/2021 08/11/2022 08/15/2024 01/15/2036 01/15/2027 05/17/2021 04/03/2020 04/05/2022 11/15/2054 05/15/2045 11/25/2019 06/15/2045 03/15/2047 01/20/2021 02/15/2025 12/21/2065 08/01/2018 05/25/2037 03/15/2046 06/15/2023 05/11/2022 07/29/2025 05/19/2046 01/27/2020 04/15/2021 11/15/2019 02/15/2026 03/15/2025 01/15/2021 06/15/2019 06/15/2021 08/01/2026 08/01/2026 10/01/2044 03/15/2047 03/15/2027 11/15/2021 11/15/2022 05/15/2024 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 3.00% 4.40% 2.30% 2.87% 6.75% 0.00% 7.25% 6.25% 4.85% 1.86% 2.55% 3.10% 0.83% 1.88% 1.34% 1.44% 1.13% 1.62% 4.75% 4.62% 7.38% 2.35% 4.55% 5.75% 1.76% 3.70% 4.10% 1.60% 4.63% 2.94% 5.25% 5.38% 6.68% 6.50% 7.63% 5.25% 6.63% 4.95% 4.80% 3.95% 2.55% 2.19% 2.44% Interest Interest FIXED INCOME FIXED

Jefferies Group Jefferies Group LLC Jack Oh Fin LLC Group LLC Jane Street Jefferies Fin LLC J P Morgan Chase & Co J P Morgan Mtg Tr Intl Lease Fin Co Intl Paper Co Intl Paper Intel Corp Intel Corp Intl Business In Mich Pwr Co Ingles Mkts Intel Corp IMC Global Bd Cl 2007 A Coll Ast Backed Impac Cmb Tr M 1 144a IHS Markit Ltd II Bd 144a E CapitalILFC Tr Ctf Cl X A 144a Ctf Rt Var I/O Wfrbs Coml Mtg Tr Ibm Cr LLC I/O CMO Comm Mtg Tr Rt Ln Mtg Corp Var Home I/O CMO Federal C7 Passthru 2012 Mtg Tr Coml I/O CMO Wfrbs Hyundai Cap Amer Thru Pass Coml Mtg Bnk9 2017 I/O CMO Bank Var Ctf Cl X A Hyundai Auto Hyundai Auto Lease Hyundai Cap Amer Humana Fixed Hyundai Auto Hyundai Auto Humana Humana Hughes Satellite Hughes Satellite Hughes Satellite Howard Hughes Corp HSBC Fin Corp Hughes Satellite Honor Automobile Hospitality Pptys Asset Description

2017 DETAILED LIST OF INVESTMENTS 19 Kinder Morgan Kinder Morgan Kinder Morgan Kinder Morgan KFC HldgCo Keyspan Corp Kerr McgeeCorp Kerr McgeeCorp Kemper Corp Kehe LLC Distrs Kansas Southn City Kaiser AlumCorp Juniper Networks Securities TrustJpmbb CommercialMortgage Jpmbb ComlMtgSecsTr 2014C24ClAs Jpmbb ComlMtg Jpmbb ComlMtg Jpmbb ComlMtg Jpmbb ComlMtg JP MorganChase&Fixed JP MorganChase&Co JP MorganChase&Co JP MorganChase&Co JP MorganChase&Co JP MorganChase&Co JP MorganChase&Co JP MorganChase&Co JP MorganChase JP MorganChase JP MorganChase JP MorganChase JP MorganChase JP MorganChase JP MorganChase JP MorganChase JP MorganChase JP MorganChase JP MorganChase JP MorganChase JP MorganChase JP MorganChase Johnson & Jgwpt Xxxii LLC 144a CA JefferiesGroup Jefferies GroupLlc/ Jefferies Jefferies GroupLlc/ Description Asset Interest 3.20% 3.30% 3.90% 3.22% 3.63% 2.59% 3.25% 4.50% 4.35% 2.58% 3.63% 3.61% 8.50% 9.00% 6.55% 7.30% 4.30% 4.25% 5.00% 5.88% 7.88% 6.95% 4.35% 7.63% 3.13% 5.88% 5.95% 4.23% 3.91% 3.77% 3.82% 4.20% 4.42% 4.63% 5.63% 6.40% 4.25% 3.88% 2.62% 2.96% 2.32% 7.90% 4.95% 3.88% 4.13% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 06/15/2026 04/01/2026 07/15/2025 03/01/2025 05/13/2024 10/24/2023 09/23/2022 01/24/2022 08/15/2021 10/29/2020 03/03/2037 01/17/2073 10/31/2037 07/31/2037 09/15/2040 08/15/2033 06/01/2025 09/01/2024 06/01/2024 04/01/2033 09/15/2031 07/01/2024 02/15/2025 08/15/2021 06/01/2026 05/15/2024 03/15/2041 07/15/2048 11/15/2047 12/15/2048 07/15/2048 09/15/2047 11/15/2045 12/31/2040 08/16/2043 05/15/2038 10/01/2027 09/10/2024 06/07/2021 03/01/2021 01/23/2020 04/29/2049 06/01/2045 07/24/2038 12/15/2026 11,457,000 11,945,000 Par Value 2,185,000 5,000,000 1,370,000 1,436,590 6,750,000 7,265,000 7,000,000 4,000,000 1,745,000 1,340,000 6,315,000 1,570,000 5,675,000 1,500,000 1,130,000 7,700,000 6,735,000 5,000,000 5,250,000 410,000 665,000 645,000 240,000 430,000 635,000 240,000 130,000 725,000 405,000 350,000 390,000 587,000 200,000 360,000 750,000 640,000 790,000 600,000 445,000 920,000 760,000 340,000 175,000 FIXED INCOME 11,574,383 12,336,547 Cost Value Cost 2,218,933 5,097,500 1,354,813 1,444,671 6,539,062 7,037,969 8,097,340 3,843,972 1,767,950 1,515,283 6,450,254 1,599,488 5,708,847 1,480,350 1,163,892 8,503,649 6,998,524 5,053,950 5,272,455 422,111 668,714 681,268 240,014 427,893 656,203 252,898 132,905 895,923 396,716 421,634 428,262 626,732 213,062 399,488 772,496 685,100 832,636 591,250 488,777 958,129 757,738 351,400 174,556 10,594,738 11,707,954 12,316,884 2,241,572 5,111,705 1,447,379 1,447,216 6,615,000 6,947,156 8,183,917 4,166,520 1,799,531 1,780,399 6,428,683 1,573,925 5,496,289 1,679,006 1,171,132 7,025,433 5,066,765 5,315,625 Market 905,688 419,450 423,605 459,723 623,688 210,615 377,088 787,886 674,112 839,621 586,500 552,491 977,824 883,315 349,509 184,610 409,780 670,243 676,181 241,871 447,118 650,146 256,812 137,880 Value 20 2017 DETAILED LIST OF INVESTMENTS 69,994 60,965 96,700 75,726 Value Value 607,450 714,106 458,700 686,086 541,289 122,500 314,662 380,188 754,000 301,034 399,749 100,917 550,322 410,691 152,220 477,076 337,675 297,165 134,470 152,360 639,375 347,225 912,712 612,850 459,800 720,800 533,824 883,963 701,156 Market Market 2,426,999 1,510,025 3,351,768 2,529,450 8,955,000 2,392,852 7,534,652 2,420,447 3,822,187 3,993,948 1,910,650 11,479,247 72,355 60,526 95,959 91,592 74,299 294,652 369,689 536,976 400,000 620,000 346,440 873,575 595,000 440,000 680,000 538,875 873,027 673,875 617,100 723,481 441,100 704,046 525,013 125,156 309,892 368,375 763,062 112,514 479,227 327,030 282,684 136,255 149,775 2,433,206 1,453,388 3,120,150 2,497,125 8,657,500 2,283,250 7,448,937 2,422,758 3,956,061 3,903,105 1,764,131 Cost Value Cost Value 11,562,596 65,000 60,000 90,000 90,000 75,000 295,000 290,000 533,000 400,000 620,000 340,000 855,000 595,000 440,000 680,000 500,000 825,000 675,000 605,000 715,000 440,000 665,000 550,000 125,000 310,000 350,000 725,000 150,000 480,000 330,000 300,000 119,000 150,000 2,433,250 1,445,000 3,000,000 2,310,000 9,000,000 2,285,000 7,830,000 2,600,000 4,175,000 4,000,000 1,855,000 Par Value Value Par 11,055,000 02/15/2020 12/12/2026 06/15/2040 01/15/2023 01/15/2026 05/15/2036 09/15/2024 04/20/2048 04/15/2019 03/15/2022 02/01/2022 01/15/2024 02/01/2026 11/01/2024 11/01/2026 05/01/2025 01/15/2025 03/15/2026 05/30/2025 10/23/2043 12/01/2022 05/01/2025 05/01/2025 11/15/2020 10/01/2026 05/01/2024 05/15/2027 06/15/2019 04/01/2021 03/01/2033 11/15/2022 08/15/2042 01/15/2023 12/01/2022 06/06/2022 06/01/2026 06/01/2046 04/15/2023 01/15/2020 11/01/2021 10/15/2026 10/15/2046 02/01/2047 02/01/2025 08/01/2021 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 6.25% 3.63% 7.00% 3.10% 3.55% 4.50% 4.88% 2.73% 5.00% 5.25% 5.88% 5.38% 5.75% 4.63% 4.88% 8.25% 5.25% 4.75% 4.75% 6.63% 5.75% 5.38% 5.00% 3.75% 3.25% 5.38% 3.10% 8.50% 6.63% 6.95% 5.88% 5.00% 3.15% 5.88% 3.50% 3.00% 4.38% 6.15% 2.95% 2.65% 3.88% 4.45% 3.60% 5.88% 10.50% Interest Interest FIXED INCOME FIXED

Lstar Coml Mtg Tr Lyondellbasell Lockheed Martin Lockheed Martin Corp Louisiana Pac Lincoln Natl Corp Lockheed Martin Lin T V Corp Lincoln Natl Corp Lincoln Natl Corp Limited Brands Limited Brands Limited Brands Liberty Ppty Ltd Hlth Lifepoint Lilly Eli & Co Levi Strauss & Co Levi Energy LLC Lg& E & Ku Leucadia Natl Corp 3 Level 3 Fing Level Lear Corp Legg Mason Lennar Corp Lamb Weston Hldgs Lamb Weston Hldgs Lamb Weston Ed Laureate Lamar Media Corp Lamar Media Corp Ladder CapLadder Fin CapLadder Fin Lamar Media Corp Kroger Co Kroger Co Lab Corp Amer Kroger Co Kroger Co Kraft Heinz Foods Kraton Polymers Kroger Co KLX Group Kraft Foods Kraft Heinz Foods Kinder Morgan Energy Partners Kinder Morgan Energy Kinder Morgan Fixed Asset Description

2017 DETAILED LIST OF INVESTMENTS 21 Microsoft Corp Microsoft Corp Micron Technology Pptys MGM Growth /MGMFinance MGM Growth /MGMFinance MGM Growth MGIC Invt CorpWis Metlife Metlife Metlife Metlife Merrill Lynch &Co Meritor Merck &CoNewFixed Merck &CoFlRtBnds Merck &Co Mercedes BenzAuto Mercedes Benz Mens Wearhouse Medtronic GlobalHldgs Medtronic Medtronic Medtronic Mcdonalds CorpMediumTerm Mcdonalds CorpMediumTerm Mcdonalds Corp Mcdonalds Corp May DeptStores Co May DeptStores Co Corp Intl Matthews Match Group Match Group ResMatador Co Mastec Masco Corp Marietta Martin Marietta Martin Marathon OilCorp Marathon OilCorp Marathon OilCorp Marathon OilCorp Manufacturers &Traders Tr CoBuffaloN Mallinckrodt Intl Ma MutLife InsCo M/ IHomesFixed Description Asset Interest 6.38% 6.88% 4.88% 7.75% 4.25% 3.50% 5.20% 6.80% 4.40% 2.80% 2.12% 4.75% 7.63% 5.63% 2.88% 2.40% 5.50% 4.50% 4.50% 5.63% 5.75% 6.40% 5.88% 3.00% 4.75% 7.75% 6.25% 2.75% 1.78% 2.35% 1.52% 2.06% 7.00% 3.35% 3.13% 2.39% 2.50% 3.50% 5.35% 4.88% 3.70% 6.70% 8.50% 5.25% 5.00% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 06/01/2024 04/15/2023 03/15/2023 08/01/2029 12/15/2047 12/15/2027 06/01/2045 03/15/2032 07/15/2027 11/01/2022 12/01/2021 04/15/2023 11/15/2023 08/01/2025 02/06/2024 02/06/2022 02/01/2025 01/15/2028 09/01/2026 05/01/2024 08/15/2023 12/15/2066 02/06/2041 03/01/2025 02/08/2021 05/14/2038 02/15/2024 02/10/2025 02/10/2020 02/10/2022 03/15/2019 05/15/2020 07/01/2022 04/01/2027 03/15/2022 03/15/2020 03/15/2020 03/01/2027 03/01/2018 12/09/2045 01/30/2026 09/15/2028 06/01/2019 12/01/2025 12/15/2027 10,000,000 Par Value 1,000,000 2,900,000 1,550,000 3,525,000 1,894,000 3,485,000 1,480,000 2,500,000 2,117,000 2,466,000 1,700,000 8,000,000 5,850,000 1,005,000 295,000 845,000 640,000 575,000 125,000 315,000 835,000 350,000 230,000 465,000 630,000 630,000 920,000 385,000 180,000 585,000 570,000 170,000 559,000 360,000 424,545 140,000 110,000 350,000 450,000 360,000 630,000 625,000 880,000 90,000 FIXED INCOME 10,054,050 Cost Value Cost 1,011,978 2,672,350 1,552,356 3,520,982 1,910,856 3,563,310 1,505,800 2,541,650 2,117,000 2,370,685 1,700,000 8,116,880 6,441,784 295,000 891,975 571,908 750,404 124,688 307,040 352,109 223,250 988,680 592,047 632,738 630,000 920,000 418,206 177,451 589,886 569,858 231,022 454,167 359,406 424,484 139,572 112,312 350,493 449,964 409,396 627,959 700,250 885,238 997,993 89,713 10,061,570 1,015,963 2,276,500 1,572,439 3,526,251 1,981,598 3,711,525 1,618,750 2,496,642 2,120,800 2,475,371 1,744,317 8,098,904 6,216,824 1,020,075 Market 617,400 915,400 442,869 234,013 585,534 610,271 254,726 588,348 358,543 424,340 143,083 110,651 359,949 452,681 417,042 656,703 655,506 888,800 319,706 889,362 652,800 748,789 124,067 349,142 365,773 227,759 992,543 554,404 639,400 Value 89,052 22 2017 DETAILED LIST OF INVESTMENTS 41,240 Value Value 449,435 597,563 908,596 150,393 728,999 460,907 191,475 902,038 325,562 887,623 550,886 202,804 259,600 118,412 132,613 303,895 979,166 764,739 123,253 259,851 208,072 460,554 322,945 Market Market 2,624,686 3,477,731 1,222,500 1,558,538 1,678,425 3,759,589 1,204,109 2,472,987 2,088,284 1,779,283 5,077,400 1,660,156 3,935,175 1,955,252 1,851,581 2,764,423 7,942,347 3,613,970 16,593,827 27,865,799 11,060,210 39,834 716,658 462,230 185,000 870,775 310,000 120,259 253,429 197,274 457,177 320,622 433,512 600,942 914,090 149,706 793,990 490,144 181,047 253,165 111,285 124,169 261,131 996,216 743,340 2,207,569 3,129,077 1,200,000 1,557,921 1,652,233 3,656,510 1,191,891 2,371,008 2,227,502 1,566,400 5,017,683 1,630,433 3,767,206 1,782,512 1,916,571 2,716,046 6,980,260 3,642,878 Cost Value Cost Value 15,749,825 27,312,456 10,318,436 40,000 690,000 450,000 185,000 845,000 310,000 120,000 255,000 205,000 450,000 320,000 410,000 595,000 885,000 150,000 795,000 470,000 190,000 260,000 100,000 128,009 250,000 974,294 750,000 2,435,000 3,245,000 1,200,000 1,495,000 1,610,000 3,450,000 1,150,000 2,260,000 7,955,000 2,320,315 1,760,000 5,000,000 1,630,433 3,695,000 1,900,000 1,920,000 2,680,000 7,000,000 3,460,000 Par Value Value Par 15,410,000 27,095,000 07/15/2023 12/01/2024 06/01/2025 03/01/2027 08/01/2026 10/15/2027 08/15/2024 08/15/2023 05/01/2027 11/15/2022 05/01/2022 07/15/2046 07/15/2024 01/25/2021 11/01/2022 10/24/2023 07/23/2025 11/24/2025 01/20/2027 07/22/2028 07/24/2042 01/22/2047 04/15/2048 12/15/2047 12/12/2049 04/01/2018 11/15/2027 09/01/2044 07/15/2019 06/01/2024 02/15/2023 08/08/2026 02/06/2027 11/03/2035 08/08/2036 02/06/2037 11/03/2045 08/08/2056 02/12/2025 02/06/2057 07/15/2038 11/15/2043 09/15/2019 12/30/2028 04/15/2025 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 4.50% 4.88% 4.88% 4.13% 5.25% 5.00% 6.88% 6.00% 5.63% 5.38% 3.50% 4.20% 3.38% 5.75% 4.88% 2.76% 4.00% 5.00% 3.63% 3.59% 6.38% 4.38% 3.05% 3.33% 6.16% 6.63% 4.05% 5.50% 5.23% 7.13% 5.50% 2.40% 3.30% 4.20% 3.45% 4.10% 4.45% 3.95% 2.70% 4.50% 4.86% 5.15% 6.70% 3.90% 10.06% Interest Interest FIXED INCOME FIXED

Murphy Oil USA Murphy Oil USA Fixed Murphy MPT Oper MPT Oper Fixed MPT Oil Corp Murphy MPLX Lp MPLX Lp Fixed MPLX Lp MPLX Lp MPLX Lp Motorola Solutions MP Environmental MPH Acqstn Hldgs Morgan Stanley CapMorgan Stanley Global Medium Term Morgan Stanley Mosaic Co New Fixed Morgan Stanley Baml Trust Morgan Stanley Bk Morgan Stanley Morgan Stanley Morgan Stanley Morgan Stanley Morgan Stanley Morgan Stanley Morgan Stanley Morgan Stanley Morgan Stanley Morgan Stanley Molson Coors Monsanto Co New Molex Electr Molina Healthcare Molson Coors Midamerican Energy Midcontinent Mirant Microsoft Corp Fixed XI Mid State Tr Microsoft Corp Microsoft Corp Microsoft Corp Fixed Microsoft Corp Microsoft Corp Microsoft Corp Microsoft Corp Microsoft Corp Asset Description

2017 DETAILED LIST OF INVESTMENTS 23 Oasis Pete O Reilly Automotive New LogisticsLStepCpn Nustar LogisticsL Nustar LogisticsL Nustar NRG Energy NRG Energy Novastar MtgFdg GrummanCorp Northrop Grumman Northrop Grumman Northrop UnivBd Northeastern SouthnCorp Norfolk Noble Energy Noble Energy Noble Energy Nielsen FinLLC /NielsenFinCo Newpage Corp Newmont MngCorp ExplCo Newfield ExplCo Newfield ExplCo Newfield Newell Brands Newell Brands Newell Brands Newell Brands Nevada PwrCo Nevada PwrCo Netflix Netflix Netflix Netflix Netapp Ncua Gtd NCR CorpNew Nbd BkNADetMich Navios Maritime RuralNatl Utils RuralNatl Utils MtgLLCNationstar Corp National City N Shore LongIs Mylan NVFixed Mylan NVFixed Mylan NVFixed Description Asset Interest 10.38% 5.38% 3.30% 1.76% 6.38% 8.25% 8.13% 3.05% 7.88% 6.88% 6.15% 5.25% 3.95% 2.50% 6.88% 3.60% 8.40% 6.75% 4.80% 6.63% 6.25% 2.07% 3.85% 4.03% 3.25% 5.28% 2.90% 4.95% 5.25% 3.85% 4.50% 0.00% 4.88% 5.38% 5.63% 5.75% 4.20% 5.00% 3.85% 3.15% 6.50% 6.50% 5.88% 5.75% 5.50% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 02/01/2021 09/29/2024 12/07/2020 12/15/2023 11/01/2024 11/15/2021 02/15/2022 11/01/2018 10/01/2020 05/15/2019 11/01/2043 06/15/2046 06/15/2026 06/07/2019 03/15/2022 09/01/2027 04/15/2018 02/01/2021 09/01/2020 01/15/2027 05/01/2024 02/25/2034 04/15/2045 10/15/2047 01/15/2028 03/01/2032 02/15/2023 08/15/2047 11/15/2043 01/15/2028 10/01/2020 12/31/2014 03/15/2042 01/01/2026 07/01/2024 01/30/2022 04/01/2026 11/15/2023 04/01/2023 04/01/2021 08/01/2018 05/15/2018 02/15/2025 03/01/2024 02/15/2022 Par Value 1,500,000 3,585,000 1,175,000 4,000,000 4,985,000 1,500,000 6,405,000 1,105,000 1,860,312 1,480,000 5,659,000 1,415,000 1,415,000 1,295,000 5,395,000 1,870,000 2,135,000 1,800,000 120,000 400,000 204,342 380,000 262,000 769,000 790,000 350,000 300,000 640,000 620,000 620,000 260,000 215,000 220,000 270,000 460,000 410,000 260,000 710,000 350,000 890,000 300,000 585,000 55,000 75,000 46,116 FIXED INCOME Cost Value Cost 1,545,042 4,771,112 1,185,586 3,993,600 5,481,805 1,471,669 6,534,042 1,069,525 1,734,741 1,479,216 5,691,596 1,413,851 1,439,344 1,347,065 6,155,194 1,915,497 2,268,700 1,824,969 125,700 399,900 204,342 487,453 247,377 799,682 960,334 382,560 297,693 639,846 627,447 611,200 260,563 219,659 219,333 269,219 458,565 449,191 269,750 753,375 366,418 954,970 300,558 636,188 55,539 67,882 26,378 1,571,250 3,829,942 1,199,969 1,022,600 4,014,704 5,066,006 1,597,500 6,501,075 1,168,538 1,839,986 1,482,162 5,686,265 1,425,612 1,521,125 1,340,016 5,533,910 1,902,108 2,271,106 1,892,250 Market 636,275 649,450 271,727 231,041 235,435 298,826 461,406 454,979 274,950 757,925 365,543 939,324 303,356 621,562 126,750 398,450 204,458 487,902 222,045 782,325 383,498 302,510 639,338 Value 75,593 58,313 - 24 2017 DETAILED LIST OF INVESTMENTS 54,411 97,847 Value Value 474,207 281,975 857,138 438,900 541,974 820,545 205,204 948,543 715,598 921,075 416,144 713,593 546,015 461,342 471,094 347,953 294,741 154,974 542,120 288,375 231,525 319,500 202,336 684,032 292,484 323,269 120,333 Market Market 2,998,839 1,533,539 1,309,350 3,949,976 1,583,669 1,577,225 1,441,593 1,300,950 2,457,860 1,061,355 1,054,222 1,234,755 1,093,125 1,194,203 1,475,106 48,778 99,896 999,420 718,582 897,770 415,262 716,911 690,384 298,872 322,875 154,576 376,565 273,210 865,562 438,900 546,033 810,477 199,502 542,451 442,230 458,951 348,949 258,385 138,705 509,014 289,125 230,321 311,500 201,896 3,874,467 1,188,643 1,221,654 4,021,840 1,530,526 1,526,500 1,360,000 1,262,375 2,479,998 1,043,678 1,053,784 1,218,132 1,060,000 1,131,250 1,454,296 Cost Value Cost Value 50,000 720,000 910,000 420,000 720,000 695,000 300,000 315,000 115,000 380,000 275,000 855,000 418,000 539,772 620,000 200,000 534,000 450,000 460,000 350,000 260,000 140,000 510,000 780,000 300,000 230,000 300,000 100,000 200,000 3,945,841 1,185,678 1,000,000 1,290,000 4,000,000 1,425,000 1,495,000 1,360,000 1,260,000 1,950,000 1,038,000 1,051,156 1,193,000 1,060,000 1,430,000 Par Value Value Par 02/15/2021 03/11/2022 03/15/2039 11/01/2019 11/15/2021 08/22/2022 11/02/2022 03/20/2042 06/01/2021 09/15/2021 09/15/2023 07/15/2026 07/08/2034 10/01/2021 10/01/2023 11/13/2019 12/15/2022 10/15/2018 03/01/2034 03/01/2037 09/15/2024 08/15/2025 10/15/2027 08/19/2022 06/15/2025 09/15/2024 10/01/2022 11/25/2025 08/15/2032 03/15/2026 01/15/2023 02/15/2022 04/15/2026 02/15/2027 06/15/2045 04/15/2046 02/15/2047 10/15/2038 12/29/2049 08/26/2026 08/15/2022 04/01/2027 04/15/2026 04/01/2045 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 0.00% 7.20% 1.88% 2.90% 2.50% 2.50% 4.50% 8.63% 1.90% 2.40% 2.65% 4.30% 5.25% 5.50% 0.00% 6.38% 8.25% 6.05% 5.80% 3.65% 5.25% 5.63% 0.00% 7.25% 6.13% 5.75% 2.65% 7.45% 4.38% 6.88% 3.13% 3.40% 3.00% 4.63% 4.40% 4.10% 8.25% 4.32% 3.88% 5.50% 4.50% 3.60% 3.75% 10.00% Interest Interest FIXED INCOME FIXED

Philip Morris Intl Philip Morris Intl Philip Morris Intl Philip Morris Intl Petsmart Term Loan B Term Petsmart Pfizer Philip Morris Intl Pepco Hldgs LLC Hldgs Pepco Unltd Fin Perrigo Energy Fixed Petroquest PDC Energy Fixed Automotive Penske Aircraft Penta Party Cy Holdings (party Holdings Corporation) Cy Cy Party Replacement 2016 Pbf Hldg Co Llc/ Fixed Parsley Energy LLC Parsley Energy LLC Parsley Pac Gas & Elec Co Pac Gas & Elec Co Pac Corp Packaging Overseas Pvt Invt Zero Cpn Zero Pvt Invt Overseas Fin LLC Oxford Gas & Elec Co Pac Oracle Corp Orbital Atk Orbital Atk Oracle Corp Oracle Corp Oncor Elec Optimas Oe Oracle Corp Olin Corp Omega Healthcare Omnicom Group Oil Ins Ltd Oil Ins Ltd Intl Corp Old Rep Occidental Pete Occidental Pete Ohio Edison Co Occidental Pete Occidental Pete Occidental Pete Oasis Pete New Oasis Pete Occidental Pete Asset Description

2017 DETAILED LIST OF INVESTMENTS 25 Pvtpl Aig SunamericaGlobal FingX Pvtpl AhernRentalsPvtpl AdientGlobal HldgsLtd Pvtpl ActivisionBlizzard Pvtpl ACIPvtpl Worldwide Src Energy Pvptl Oi European Group Pvptl Ngpl PipecoLLCPvptl Fixed NgplPipecoLLCPvptl LplHldgs Pvptl CCOHldgsLLCPvptl Corp /CCOHldgsCap AutoReceivables Carnow Pvptl Tr Pultegroup Puget EnergyNew Public Svc EnterpriseGroup Tranche #Tr 00015 Pub Svc ElecGasCoSecdMediumTerm Pub Svc CoNMex PTC Prudential FinlMedTrm Prudential FinlDtd06212010 Prudential Finl Prudential Finl Prudential Financial Provident Fdg Provident Cos Protective Life Prologis LP Prologis LP Progress Energy Prestige BrandsTerm LoanB Prestige Brands Prestige Auto Prestige Auto Prestige Auto Precision FdgPPL Cap Polyone Corp Poinsettia FinLtd PNC Fdg Corp PNC BkNAPittPa MediumTerm PNC BkNAPittPa Pk OhIndsFixed Pinnacle Foods Fin Phillips 66 Phillips 66 Description Asset Interest 2.88% 2.19% 2.98% 4.20% 3.10% 5.25% 6.63% 3.30% 2.15% 1.90% 6.63% 4.88% 4.90% 3.75% 6.90% 7.38% 4.88% 6.13% 6.38% 6.25% 4.00% 4.38% 4.88% 5.75% 5.13% 2.92% 5.50% 6.50% 2.65% 5.70% 7.95% 6.00% 6.63% 5.38% 8.88% 3.50% 2.30% 6.38% 7.25% 2.16% 3.75% 4.25% 3.15% 0.00% 6.38% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 11/15/2022 11/15/2022 11/16/2020 06/15/2035 05/15/2026 03/15/2023 06/17/2031 03/08/2022 04/29/2021 06/01/2018 04/15/2027 05/01/2021 10/01/2046 03/01/2028 03/15/2032 05/15/2023 08/15/2026 09/15/2023 08/15/2020 12/01/2025 03/15/2023 08/15/2022 08/15/2027 09/15/2025 05/01/2027 09/15/2022 03/01/2026 12/15/2020 11/15/2022 12/01/2036 05/15/2018 05/15/2024 12/01/2037 06/21/2020 06/15/2038 05/15/2024 08/15/2018 06/15/2025 03/15/2028 09/25/2020 11/01/2025 08/15/2023 04/01/2022 01/26/2024 03/01/2024 27,850,000 Par Value 2,030,000 1,945,000 4,130,000 1,450,000 1,300,000 1,625,000 3,105,000 3,435,000 4,175,000 1,495,000 2,960,000 1,010,000 1,680,000 400,000 600,000 200,000 675,000 340,000 400,000 540,000 540,000 860,000 500,000 180,000 335,000 445,000 254,000 300,000 500,000 375,000 395,000 465,000 700,000 430,000 980,000 675,000 660,000 100,000 520,000 350,000 800,000 540,000 460,000 440,434 FIXED INCOME 27,942,184 Cost Value Cost 2,072,589 1,958,075 4,320,375 1,450,000 1,331,031 1,673,750 3,092,169 3,605,500 4,809,099 1,489,600 3,033,600 1,010,000 1,778,556 402,219 599,897 199,952 694,393 339,565 400,000 537,805 541,394 869,506 487,500 180,166 334,991 588,379 220,371 315,691 500,000 378,606 394,979 464,409 697,033 556,677 974,022 810,362 690,838 101,131 661,092 350,000 805,222 568,617 470,643 439,333 27,884,980 2,136,575 1,998,488 4,202,275 1,482,625 1,348,750 1,653,438 3,058,425 3,735,562 4,621,754 1,526,130 3,137,600 1,049,393 1,060,500 1,740,900 Market 593,502 238,760 318,039 500,675 381,328 394,844 460,909 893,220 603,139 693,394 685,531 100,168 652,870 346,218 838,746 578,115 465,936 442,873 399,296 596,524 201,407 722,161 332,770 410,086 554,441 535,197 926,650 508,750 190,430 335,153 Value 26 2017 DETAILED LIST OF INVESTMENTS 95,821 70,784 Value Value 277,233 708,993 587,287 504,900 422,300 405,520 641,025 150,234 810,900 484,688 339,552 792,225 497,650 626,216 434,568 196,011 822,071 Market Market 1,852,612 2,363,156 1,456,812 5,109,678 1,347,188 3,578,580 2,461,625 1,205,412 3,421,275 1,563,375 1,442,000 2,177,450 2,415,000 4,479,750 1,855,180 2,832,675 1,291,944 1,294,575 5,222,941 1,699,425 1,719,112 1,431,788 99,166 60,068 495,000 403,811 405,000 630,000 150,000 627,000 407,444 196,736 819,378 271,790 687,248 569,579 780,325 473,478 319,203 752,900 526,773 1,893,150 2,332,775 1,366,703 5,166,171 1,284,228 3,462,229 2,437,563 1,215,309 3,545,532 1,304,497 1,412,487 2,174,868 2,964,456 4,975,500 1,811,975 2,788,440 1,287,691 1,223,625 5,208,585 1,670,375 1,712,590 1,342,188 Cost Value Cost Value 67,413 495,000 410,000 405,000 100,000 630,000 150,000 627,000 400,000 200,000 819,000 271,790 695,000 557,000 765,000 470,000 320,000 750,000 538,000 1,905,000 2,275,000 1,430,000 5,124,000 1,295,000 3,384,000 2,350,000 1,180,000 3,630,000 1,895,000 1,400,000 2,140,000 3,000,000 4,950,000 1,702,000 2,685,000 1,290,000 1,230,000 5,165,000 1,660,000 1,665,000 1,335,000 Par Value Value Par 05/01/2023 02/01/2028 05/01/2027 02/15/2026 10/15/2029 02/15/2028 10/01/2025 11/15/2036 02/15/2021 08/01/2025 02/15/2030 10/01/2025 11/01/2027 04/01/2024 11/01/2025 09/01/2025 02/15/2025 06/16/2028 06/22/2047 06/13/2039 07/15/2022 12/15/2022 01/15/2022 01/15/2024 12/15/2024 12/15/2023 11/01/2024 10/01/2020 02/15/2022 09/30/2024 04/01/2021 10/01/2024 08/22/2027 08/22/2037 04/01/2025 03/15/2048 03/15/2022 04/01/2025 09/15/2025 08/01/2025 04/01/2022 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 5.13% 5.00% 5.88% 5.75% 2.96% 3.75% 5.25% 2.78% 6.88% 6.75% 4.30% 4.88% 3.50% 6.38% 4.88% 7.25% 6.88% 3.44% 4.70% 3.38% 5.38% 8.00% 6.00% 5.88% 9.50% 6.75% 7.25% 8.03% 8.50% 6.75% 9.50% 5.00% 3.15% 3.88% 6.25% 3.07% 5.00% 5.00% 8.50% 6.88% 10.00% Interest Interest - FIXED INCOME FIXED

Pvtpl Cheniere Energy Partners L P Energy Partners Pvtpl Cheniere Pvtpl Cht 2017 Cosmo Mtg Tr Bnds Pvtpl Cerberus Sr 17 3a Cl A Pvtpl Charter Communications Oper Pvtpl CCO Hldgs LLC 144a Pvtpl CCO Hldgs LLC Pvtpl CCO Hldgs Llc/ CCO Hldgs Cap Corp Pvtpl CCO Hldgs Llc/ CCO Hldgs Cap Corp Pvtpl CBS Radio / CCO Hldgs Cap Corp Pvtpl CCO Hldgs LLC 144a Pvtpl Calpine Corp Pvtpl Carlson Travel 144a Pvtpl Carlson Travel Pvtpl California Res Corp Pvtpl California Res Pvtpl Calpine Corp Pvtpl Brighthouse Finl Sr 2017 GM 2017 GM Cl A Trust Pvtpl Bxp Gtd Pvtpl C& S Group Enterprises LLC Pvtpl Block Communications Passth Thru Tr Co 2015 1 Pass Pvtpl Bnsf Ry ru Ctf Pvtpl Avis Budget Car Rent LLC Budget Car Rent Pvtpl Avis Pvtpl Beacon Escrow Corp Pvtpl Big Riv Stl Llc/ Brs Fin Corp Pvtpl AT&T Cap Group Corp Pvtpl Aviation Cap Group LLC Pvtpl Aviation Fin Co USA Llc/ Ashton Woods Pvtpl Ashton Woods Fin Pvtpl Ascent Res Utica Hldgs LLC / Aru Fin Utica Hldgs LLC Pvtpl Ascent Res Corp / Ashton Woods USA LLC Pvtpl Ashton Woods Pvtpl Aramark Svcs Pvtpl Arch Merger Sub Pvtpl Ascend Learning LLC Pvtpl Axle & Mfg American I 144a Tr Pvtpl Tower American Pvtpl Amsted Inds Bnds 144a Pvtpl Amazon Pvtpl Amazon Pvtpl Nederland Hldg B V Sr 144a Alcoa Pvtpl Intl Aleris Bnds Pvtpl Transmission Allison Pvtpl US Enhanced Equip Air 2 Pvtpl Airxcel Asset Description

2017 DETAILED LIST OF INVESTMENTS 27 Pvtpl CmojPMorgan MtgTrPvtpl CMOTruPvtpl Tr ComlMtgPass Passthru Ctf ClA4144a CMOSequoiaMtgTrPvtpl 20172Mtg CMORosslynPvtpl Portfolio Tr 144a CMOReadyPvtpl MtgTr Cap 20163ClA Passthru CtfClB CMOMotel6TrPvtpl ComlMtg 2017Mtl6 CMOMlCfcPvtpl ComlMtgTr 20075ClAjfl CMOMastrSpecializedLn TrPvtpl 2007 1Tr Ctf144aVar Rt122336Beo CMOLaHipotecariaPanamanianPvtpl Mtg CMOJPMorganChaseComl Pvtpl CMOJPMorganChaseComl Pvtpl CMOHospitality Pvtpl Cl A MtgSecsCorpTr CMOGS Pvtpl 2017485l Ctf ClB CMOGreatPvtpl Wolf Tr 2017Wolf ComlMtg CMOFremfPvtpl MtgTr mtg Passthru ClB144a CMOFremfPvtpl 2012 K706 Mtg Tr Mlti Fam CMOFDIC2011R1TrPvtpl CtfClA144a Passthru CtfClC144aVar Rt CMODbubs2011Lc1MtgTrPvtpl Mtg Thru CtfClC144aVar Rt11034Beo CMODbccrePvtpl 2014ArcpMtgTr Pass CMOCwmbs ReperformingPvtpl Ln Remic Tr 1aFVar Rt CMOCwmbs 2004R1PerformingPvtpl Ln 144a Var Rt Tr CMOCsmc Pvtpl 2015Town ComlMtgClF CMOCredit TrustPvtpl SuisseMortgage CMOCredit TrustPvtpl SuisseMortgage Thru CtfClE CMOComm2015Lc19MtgTrPvtpl MtgPass 144a CMOComm2013WwpPvtpl MtgT0ClA2 CMOColdStorage Pvtpl CMOCitigroupComlMtgTrPvtpl 2015Gc29 CMOChaseMtgTrPvtpl Vici CtfClA Palace CMOCaesars Pvtpl LasVegas Tr 2017 Thru CtfClB144aVar Rt CMOAoa20151177MtgTrPvtpl MtgPass CliFdgPvtpl VILLC CliFdgPvtpl VLLC CimpressPvtpl NV ChurchillDowns Pvtpl Description Asset - Interest 2.76% 4.26% 3.42% 2.73% 3.11% 3.75% 3.53% 3.01% 3.62% 3.38% 7.00% 4.75% 3.50% 3.73% 3.50% 2.43% 2.94% 2.67% 5.45% 7.00% 4.13% 5.44% 3.39% 2.42% 3.72% 2.68% 3.62% 4.02% 2.67% 5.70% 4.93% 1.97% 1.95% 5.98% 3.95% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 04/05/2033 02/10/2048 03/10/2031 04/15/2036 04/10/2048 12/25/2045 10/15/2034 12/13/2029 05/18/2042 10/18/2029 04/01/2022 01/15/2028 05/25/2047 11/15/2030 03/25/2047 06/15/2033 11/20/2038 08/15/2034 08/12/2048 08/25/2034 12/23/2036 01/15/2049 09/05/2032 05/08/2030 02/10/2037 09/15/2034 11/25/2045 11/25/2044 07/25/2026 11/10/2046 01/10/2034 11/25/2034 11/25/2034 03/15/2028 09/15/2037 Par Value 1,610,000 1,480,000 1,400,000 2,643,952 2,345,000 1,330,000 2,865,626 2,820,000 2,115,000 2,657,000 3,350,000 930,000 208,000 745,000 285,000 281,089 792,744 155,729 584,333 208,872 950,000 356,266 952,760 600,000 175,000 900,000 500,000 890,000 900,000 490,386 553,628 640,000 40,724 58,219 57,814 FIXED INCOME Cost Value Cost 1,219,072 1,480,000 1,151,276 2,751,466 2,350,529 1,330,000 2,862,939 1,498,125 2,221,984 2,741,277 3,282,945 939,299 219,538 767,348 289,175 281,057 791,579 159,524 584,333 212,788 950,000 356,266 952,760 618,000 175,000 926,993 499,531 998,330 930,368 402,409 456,173 664,843 35,984 58,274 57,812 1,128,045 1,482,785 1,051,670 2,673,496 2,415,350 1,321,288 2,793,985 2,156,987 2,682,106 3,354,164 Market 157,991 581,441 211,806 936,202 356,248 952,764 647,308 606,217 175,001 937,476 500,003 953,466 915,447 439,186 482,455 660,447 932,230 215,738 761,876 283,890 282,356 790,457 Value 31,117 58,125 57,827 28 2017 DETAILED LIST OF INVESTMENTS 27,225 62,169 52,875 85,000 98,635 Value Value 434,263 747,075 138,306 853,407 949,375 409,500 241,425 748,496 204,480 967,255 752,571 291,560 449,981 489,160 214,731 245,066 202,508 478,345 956,757 470,642 204,000 113,794 813,965 385,916 905,613 Market Market 5,515,265 1,722,912 2,108,938 7,089,112 1,388,600 3,414,639 2,755,000 1,090,204 1,118,250 4,037,132 2,089,998 49,344 27,199 62,813 80,000 99,522 288,025 749,961 199,622 942,130 745,472 501,030 200,000 106,541 819,992 377,032 916,454 433,822 744,970 138,607 839,209 479,616 289,989 449,981 489,185 215,000 244,976 200,788 455,550 952,899 5,370,030 1,737,960 2,074,300 7,316,917 1,347,443 2,647,880 2,669,538 1,090,596 1,223,212 1,086,106 3,966,160 2,090,000 Cost Value Cost Value 50,000 27,201 62,500 80,000 290,000 750,000 200,000 723,000 450,000 200,000 105,000 797,450 350,000 886,500 433,837 745,000 138,222 850,000 525,000 296,000 450,000 488,831 215,000 100,000 245,000 201,000 480,000 963,102 6,128,072 1,045,681 1,685,000 2,050,000 6,725,000 1,310,000 2,650,000 2,755,000 1,090,000 1,225,000 1,065,000 4,000,000 2,090,000 Par Value Value Par 01/15/2022 01/20/2023 11/01/2025 04/30/2022 04/30/2025 04/01/2021 01/15/2024 12/01/2023 08/15/2023 01/15/2040 08/15/2020 04/15/2027 05/01/2025 06/01/2026 02/20/2045 07/15/2046 06/15/2026 10/25/2045 06/15/2020 05/15/2020 01/15/2021 06/01/2021 07/17/2023 05/15/2020 12/15/2039 02/19/2045 02/01/2025 01/15/2023 03/01/2022 06/15/2025 07/15/2024 07/15/2020 07/15/2019 08/15/2024 08/15/2027 08/15/2047 09/15/2020 10/15/2025 12/15/2030 04/18/2028 11/18/2029 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 5.75% 1.97% 3.80% 7.25% 6.38% 5.00% 7.00% 5.38% 6.11% 4.88% 5.50% 6.75% 6.50% 3.98% 8.35% 6.02% 4.47% 2.56% 3.17% 2.51% 8.00% 2.86% 2.92% 2.57% 3.59% 6.00% 5.38% 5.38% 6.00% 4.88% 2.73% 2.73% 6.75% 3.50% 4.60% 2.48% 5.25% 2.24% 3.08% 3.27% 11.00% Interest Interest - FIXED INCOME FIXED

Pvtpl First Data Corp Bnds 144a Pvtpl First Data Corporation Pvtpl Exide Technologies Hldgs Pvtpl Fid & Gty Life Pvtpl First Data Corp Pvtpl Erac USA Fin LLC Gtd Pvtpl Erac USA Fin LLC Pvtpl Exide Technologies Pvtpl Endo Fin LLC / Endo Finco Pvtpl Endo Fin LLC / Endo Finco Sr 144a Pvtpl Endo Fin LLC Pvtpl Enterprise Fleet Fing Pvtpl Eagle I Ltd Pvtpl Element Rail Leasing LLC Pvtpl Endo Dac / Fin Llc/ Finoco Pvtpl Dt Auto Owner Tr 2016 2 Ast Backednt Pvtpl Dt Auto Owner Tr Cl B 144a Pvtpl Drive Auto Receivables Trust Auto Receivables Pvtpl Drive Trust Auto Receivables Pvtpl Drive Group Automotive Pvtpl Drivetime Pvtpl Dominos Pizza Master Issuer Ll Domi nos S 2015 1 2016 B Tr Auto Receivables Pvtpl Drive 144a Pvtpl Diamond 1 Fin Corp/ Diamond 2 Fin Corp 1st Lien Pvtpl Dana Fing Luxembourg Pvtpl Db Master Fin LLC Pvtpl Diamond 1 Fin Corp/ Diamond 2 Bnds Pvtpl Crown Castle Towers Llc/ C 2020 Srrev Pvtpl Crown Castle Towers Bnds Pvtpl CSC Holdings LLC Pvtpl Cumberland Farms 2 Abs 2010 3 Sr Pvtpl Crown Castle Towers Secdrev Pvtpl Credit Suisse MortgagePvtpl Trust Credit Pvtpl Cronos Containers Program I Pvtpl Cronos Containers Program I Ltd 2014 Pvtpl CPS Auto Receivables Tr PvtplAuto Receivables CPS Finco Escrow Issuer Llc/ CRC Pvtpl CRC Pvtpl Cornerstone Co Bnds Chemical New Communications Pvtpl Cox New Communications Pvtpl Cox Pvtpl Minerals Intl Compass II L P Pvtpl Funding Conn II L P Pvtpl Fdg Conns Pvtpl Communications Group Cogent Finance Bnds Pvtpl Technologies Commscope Asset Description

2017 DETAILED LIST OF INVESTMENTS 29 Pvtpl Mattel 144a Mattel Pvtpl Corp New Masonite Intl Pvtpl CoSurp Lumbermens MutCas Pvtpl Mutual Insurance Liberty Pvtpl MutGroup Liberty Pvtpl LandOLakesPvtpl Tr Cap Secs144a ICap LandOLakesPvtpl FinHldgsLllp LadderPvtpl Cap KoppersPvtpl Pa KodiakPvtpl CdoILtd/Kodiak Cdo KkrGroupFinCoIILLCPvtpl 144a Bnds KFC TacoPvtpl HldgCo/Pizza HutHldgsLlc/ KFCPvtpl Hldg/PizzaHut /Taco KcapPvtpl SeniorFunding ILLC JgwptXXVILLCPvtpl JeldWenPvtpl JeldWenPvtpl JfinCoIssuerCorp JefferiesFinLlc/ Pvtpl JDAPvtpl EscrLLC /JDA BdFinSrnt144a Jbg/RockvillePvtpl LLC NCICampus JacobsEntmt Pvtpl Itron Pvtpl InventivPvtpl GroupHldgs/Inventiv Heal IntelCorp Pvtpl IMSHealth Pvtpl IHSMarkitLtd144a Pvtpl HologicBnds Pvtpl HollyEnergyPartnersPvtpl LP/ HollyEnergy HillRomPvtpl Hldgs Highmark Pvtpl Veh Hertz Pvtpl FingIILp HeinzHJCo Pvtpl HdSupplyBnds144a Pvtpl HancockJohnMutLifePvtpl InsCoSurplus H&EEquipSvcsPvtpl EnergyCorp Gulfport Pvtpl GcpAppliedTechnologiesPvtpl GamestopCorpNew Pvtpl FxiPvtpl Hldgs FordPvtpl CrAutoOwnerTr 2013D FmrPvtpl LLC FlagshipCrAutoTrPvtpl 20163 LaneAssocsLLC Fishers Pvtpl FirstfedPvtpl CorpFirstfed Cor19961B FirstfedPvtpl Corp Description Asset Interest 4.88% 5.75% 7.38% 5.63% 6.38% 9.50% 6.75% 7.88% 1.72% 4.95% 2.43% 3.67% 8.06% 8.11% 6.75% 5.63% 8.30% 7.88% 6.50% 7.45% 6.00% 5.25% 6.00% 2.89% 5.50% 5.25% 4.75% 3.38% 3.84% 4.88% 4.63% 7.50% 7.38% 3.90% 7.88% 5.00% 7.50% 3.73% 5.00% 5.00% 5.25% 6.00% 5.00% 6.13% 4.93% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 02/15/2025 04/15/2024 02/15/2024 09/01/2025 01/15/2026 02/01/2023 03/15/2021 11/01/2024 07/15/2019 02/01/2033 06/15/2021 08/05/2030 10/15/2022 05/15/2024 12/31/2025 03/15/2023 12/01/2037 10/15/2026 03/15/2035 03/15/2028 11/15/2022 10/01/2025 02/15/2025 08/07/2037 02/01/2043 06/01/2026 06/01/2027 12/20/2029 10/15/2059 12/15/2027 12/15/2025 04/15/2021 10/15/2024 07/15/2023 02/01/2024 01/15/2026 10/01/2024 12/08/2047 10/15/2026 11/01/2022 07/15/2022 08/01/2024 02/15/2025 05/15/2041 09/25/2019 Par Value 1,566,000 1,540,000 4,996,430 1,560,000 4,425,000 2,240,000 1,010,000 1,195,000 1,445,000 4,505,997 3,310,381 1,975,000 3,935,000 1,260,000 2,231,000 363,000 825,000 600,000 635,000 361,000 635,000 190,000 660,000 955,000 199,680 500,000 615,000 400,000 920,000 380,035 110,000 605,000 625,000 700,000 605,000 414,000 755,000 222,000 152,000 815,000 790,000 740,000 12,691 30,000 30,000 FIXED INCOME Cost Value Cost 1,605,866 1,000,647 1,633,538 4,996,430 1,574,144 4,741,697 1,027,100 2,330,898 1,010,000 1,229,038 1,453,088 4,618,754 3,479,205 2,000,950 3,968,236 1,294,705 2,193,385 372,075 625,500 635,000 371,118 634,606 189,406 744,053 954,912 257,088 520,000 170,662 512,956 374,097 112,008 605,000 625,000 729,125 619,750 416,299 760,906 222,000 126,176 817,519 790,000 714,888 17,133 30,000 30,000 1,660,215 1,001,743 1,709,400 5,138,174 1,580,982 5,717,923 1,071,800 2,497,600 1,004,950 1,266,700 1,520,862 4,601,006 3,421,146 2,024,375 4,266,327 1,313,550 2,216,239 Market 522,650 517,556 127,826 618,612 627,380 724,500 633,738 442,980 757,831 239,760 157,843 843,525 805,563 849,431 385,688 627,000 636,588 377,245 633,603 189,975 755,183 955,160 134,552 Value 10,641 30,300 30,225 250 62 30 2017 DETAILED LIST OF INVESTMENTS - 72,100 Value Value 951,104 350,519 790,500 247,365 787,545 125,662 732,894 958,229 400,109 186,015 769,085 994,850 269,103 799,500 519,375 640,500 940,000 439,428 587,359 669,079 738,000 877,290 246,875 164,000 Market Market 1,417,500 1,594,328 1,346,038 1,296,875 1,393,175 1,458,600 2,405,951 1,706,688 1,549,425 1,116,710 1,749,225 2,517,944 3,401,390 1,282,899 1,585,938 1,323,000 70,000 400,328 185,452 744,143 990,288 260,000 671,748 727,862 938,082 249,224 275,999 160,000 940,000 354,712 782,943 240,723 816,570 125,000 739,412 901,507 594,474 521,250 610,200 940,000 432,459 594,426 1,267,500 1,599,286 1,271,649 1,250,000 1,330,000 1,436,919 2,420,557 1,628,550 1,505,200 1,127,517 1,686,212 2,425,094 3,262,271 1,269,531 1,520,000 1,345,488 Cost Value Cost Value 70,000 400,000 185,456 754,000 985,000 260,000 660,000 720,000 815,000 250,000 279,388 160,000 940,000 355,000 852,729 239,000 774,000 125,000 745,000 650,000 600,000 500,000 610,000 940,000 390,000 470,000 1,500,000 1,615,000 1,285,000 1,250,000 1,330,000 1,430,000 2,420,557 1,645,000 1,460,000 1,090,000 1,660,000 2,345,000 2,000,000 1,250,000 1,520,000 1,350,000 Par Value Value Par 04/15/2021 07/15/2032 06/15/2023 12/07/2047 11/15/2025 01/15/2028 05/01/2025 04/01/2022 02/01/2025 09/30/2047 08/15/2024 09/30/2026 11/15/2022 04/30/2020 10/15/2025 09/10/2046 05/15/2026 07/20/2029 11/15/2026 09/01/2026 08/25/2040 09/30/2027 12/01/2022 03/01/2025 03/01/2027 01/15/2028 08/15/2026 01/15/2039 12/15/2067 01/15/2024 08/15/2023 08/11/2033 11/15/2024 08/15/2025 08/01/2026 08/01/2018 04/22/2044 08/15/2039 07/26/2066 11/01/2025 04/15/2028 02/15/2024 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 2.40% 4.88% 2.56% 3.90% 4.75% 5.25% 5.75% 7.25% 5.00% 3.85% 6.25% 5.88% 8.38% 6.38% 8.50% 4.93% 5.75% 3.61% 3.40% 1.88% 2.14% 5.88% 8.50% 5.50% 5.75% 5.63% 5.00% 6.50% 7.88% 5.25% 6.88% 3.69% 5.25% 5.75% 4.75% 5.00% 4.95% 9.38% 2.60% 6.63% 4.88% 7.88% Interest Interest FIXED INCOME FIXED

Pvtpl Quicken Lns Pvtpl Quicken Loans Pvtpl Quicken Pvtpl Prudential Finl Pvtpl Qualitytech Lp Automobile Receivables Bkd Automobile Receivables Pvtpl Prime Sec One Ms 1st Priority Sr Secd Pvtpl Prosper Marketplace Pvtpl President & Fellows Harvard Cg Taxable Cg Harvard Taxable & Fellows Pvtpl President Bd 2008d 144a 2015 1 Tr Auto Receivables Pvtpl Prestige Pvtpl Post Hldgs Pvtpl Post Hldgs Pvtpl Post Hldgs 144a Pvtpl Post Pvtpl Pilgrims Pride Corp New Inter Corp Pvtpl Polaris Hldgs Pvtpl Post Pvtpl Penske Truck Leasing Co L P/ Ptl Fin Co Co L P/ Leasing Truck Pvtpl Penske Ls IRS Fac Co LLC Dev Rd Pvtpl Pershing Pvtpl Pheaa Stud Ln Tr Pvtpl PDC Energy Rt Clo 2 Ltd 17 2a Cl A1 Var Pvtpl Peaks Pvtpl Olympus Merger Sub Cl Pvtpl Orion 2006 1 Ltd / Orion 2006 1 LLC Rt D 144a Var Pvtpl Novelis Corp 144a Pvtpl Novelis Pvtpl Ocwen Ln Pvtpl Ohio Natl Finl Svcs Pvtpl Nielsen Co Lux Sarl/ The Ins Co Surplus Pvtpl Northwestern Mut Life Corp Pvtpl Novelis Pvtpl Netflix Ins Co Surp Pvtpl New Eng Mut Life Pvtpl New Home Co Pvtpl Navient Student Loan Trust Pvtpl Navient Pvtpl Intl Navistar Corp New Pvtpl Mut Ins Co Nationwide Mut Nationwide Ins Co Pvtpl Nationwide Mut Ins Co Surplus Pvtpl MSCI Pvtpl T MSCI Pvtpl Nai Entertainment Hlding 5 Pvtpl Fixed Midcontinent 2014 MP Cl B CapPvtpl Stanley Morgan Tr I Pvtpl MSCI Pvtpl Metlife Cap Tr IV Metlife Capital Tr IV Capital Tr IV Metlife Cap Tr Pvtpl Metlife Pvtpl Tech Micron Asset Description

2017 DETAILED LIST OF INVESTMENTS 31 Thcare Corp TenetPvtpl Healthcare CorpTenet Heal TenetPvtpl Healthcare Corp TegnaPvtpl Bnds144a TeachersPvtpl Ins Cmntys TaylorPvtpl Morrison Cmntys /Monarch TallgrassPvtpl EnergyPartners Lp/Tallgrass TallgrassPvtpl EnergyPartners Lp TalPvtpl Advantage VLLC TacoPvtpl BellFdg LLC 20161SrSecd SymantecCorp Pvtpl Structured Suttonpark Pvtpl Settlements SummitMaterialsLLCPvtpl Tr2006 ClA1Var Ars1 Rt StructuredPvtpl AstSecsCorpMtgLn StdInds Pvtpl Corp SprintNextel Pvtpl SprintCommunicationsBnds Pvtpl SothebysPvtpl SriRea SonicIndsLlc/ Llc/ SonicCap Pvtpl Smithfield Pvtpl Foods 2013 M SLMStudentLnEdcRepackagingPvtpl Tr SixFlagsEntmtCorpNew Pvtpl SixFlagsEntmtCorpNew Pvtpl SiriusXmRadio Pvtpl SiriusXmHoldings Pvtpl Homes Fdg Corp144a SheaHomesLtdPartnershipPvtpl /Shea SesiLC Pvtpl ScientificGamesIntl Pvtpl SchlumbergerHldgsCorp Pvtpl cont Backed SCFEquipLeasing20171LLCPvtpl Equip SCFEquipLeasing Pvtpl SBA TowerPvtpl Tr Sr141aClCStepUp SBA CommunicationsCorpNew Pvtpl SawgrassMergSub Pvtpl RockiesPvtpl Express PipelineLLC 14a RockiesPvtpl Express PipelineLLC P BorrowerLP/ RiversPvtpl Pittsburgh Rivers RiteAidCorpSr144a Pvtpl RialtoHldgsLLCPvtpl Co 144a RealogyPvtpl Realogy GroupLlc/ CoIssuer Description Asset - Interest 4.00% 3.77% 3.41% 2.90% 4.00% 8.75% 6.00% 6.85% 6.13% 6.13% 7.00% 4.88% 4.63% 7.50% 5.50% 4.90% 5.25% 5.50% 5.50% 3.55% 3.83% 5.00% 4.92% 5.13% 1.77% 4.75% 7.00% 9.00% 4.88% 4.47% 4.25% 3.50% 5.50% 4.88% 5.38% 5.00% 5.88% 7.75% 5.00% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 12/21/2025 01/20/2023 12/20/2023 10/11/2044 10/01/2022 12/15/2020 01/15/2019 07/15/2018 08/15/2021 04/01/2023 12/01/2018 06/01/2023 07/15/2024 01/01/2022 09/15/2024 09/15/2044 04/15/2021 09/15/2024 01/15/2028 11/20/2038 05/25/2046 04/15/2025 11/15/2058 06/01/2025 02/25/2036 01/15/2028 03/01/2020 11/15/2018 12/15/2025 05/20/2046 02/01/2027 10/28/2029 04/15/2027 07/31/2024 04/15/2025 08/01/2027 04/01/2023 09/15/2024 10/15/2025 Par Value 2,325,000 1,930,000 2,397,000 1,190,000 1,915,000 2,439,087 3,852,227 1,990,000 4,875,000 1,224,402 450,000 467,222 388,540 200,000 635,000 369,000 925,000 935,000 595,000 615,000 150,000 490,000 555,000 384,583 414,750 787,000 380,000 790,000 478,000 487,142 485,000 108,000 364,000 300,000 620,000 825,000 348,000 90,000 87,000 FIXED INCOME Cost Value Cost 2,435,547 1,854,175 2,427,350 1,177,093 1,931,405 2,436,176 2,021,888 2,263,662 5,214,302 1,201,401 449,708 467,123 388,479 199,400 635,000 305,118 957,375 947,312 595,000 615,000 152,560 479,547 563,325 369,591 414,750 821,209 380,000 790,000 478,000 486,132 484,413 112,320 364,280 300,000 626,200 851,250 351,262 98,048 87,000 2,365,688 1,741,825 2,402,992 1,175,125 1,965,269 2,686,893 2,129,300 5,131,425 1,195,322 Market 580,125 645,750 157,312 102,949 499,800 561,771 383,656 420,378 818,480 387,600 236,007 791,825 470,232 494,054 497,705 111,780 369,460 312,375 621,550 855,938 369,750 472,878 468,053 386,856 200,481 635,794 369,000 950,438 927,988 Value 87,218 32 2017 DETAILED LIST OF INVESTMENTS 83,000 74,462 16,540 Value Value 518,400 506,875 769,014 635,325 234,300 398,044 645,435 761,175 653,382 557,561 661,167 511,000 377,730 276,398 623,500 767,600 626,850 631,575 377,400 416,955 275,781 842,764 Market Market 1,545,875 2,162,400 5,785,925 2,104,223 1,389,575 1,395,650 6,294,856 3,790,944 1,086,650 5,126,620 2,568,251 3,128,550 2,414,084 5,015,453 4,377,428 1,710,312 11,338,121 82,190 82,698 82,700 630,000 763,088 607,191 520,364 615,705 630,000 370,000 408,892 275,495 845,087 508,461 504,375 749,450 646,406 236,980 395,430 615,000 511,114 375,484 274,032 580,000 760,000 1,526,325 2,157,269 5,803,838 2,133,017 1,402,608 1,365,400 6,303,012 3,701,846 1,058,308 5,134,480 2,584,625 3,310,590 2,240,342 5,049,476 4,399,129 1,646,306 Cost Value Cost Value 11,051,604 73,000 82,698 80,000 630,000 765,000 651,143 510,000 630,000 630,000 370,000 418,000 275,000 835,000 480,000 500,000 760,000 591,000 240,000 355,000 615,000 465,000 375,500 269,000 580,000 760,000 1,490,000 2,120,000 5,815,000 1,930,000 1,364,000 1,355,000 6,031,000 3,685,000 1,055,000 5,125,447 2,577,235 3,000,000 2,405,000 5,050,000 4,400,000 1,625,000 Par Value Value Par 11,250,000 10/01/2024 06/01/2021 07/01/2022 03/15/2023 08/15/2022 07/20/2022 03/01/2022 05/15/2018 12/31/2040 09/17/2044 08/15/2025 02/01/2020 09/01/2025 01/15/2026 12/15/2022 09/01/2026 10/21/2018 10/21/2019 06/15/2022 04/15/2022 03/01/2021 03/01/2026 05/01/2023 12/01/2023 05/15/2023 04/15/2023 03/15/2043 06/01/2019 03/15/2021 12/15/2023 12/15/2026 05/20/2042 05/25/2055 10/25/2057 10/01/2025 05/01/2021 05/01/2025 05/01/2025 02/15/2025 05/20/2021 04/20/2022 06/15/2022 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 4.50% 5.75% 5.88% 5.00% 5.00% 0.00% 5.88% 7.50% 8.63% 4.75% 6.63% 6.75% 6.38% 6.63% 7.88% 5.00% 2.40% 2.90% 6.50% 5.00% 6.88% 5.63% 5.25% 6.75% 4.88% 5.95% 5.50% 7.00% 4.75% 5.13% 3.72% 2.75% 2.75% 5.75% 4.40% 6.88% 6.88% 3.38% 1.68% 2.06% 6.75% 11.63% Interest Interest FIXED INCOME FIXED

Regions Bk Birmingham Ala Medium Term1 Term1 Bk Birmingham Ala Medium Regions Sutranche # Sb 00002 Range Res Corp Fixed Range Res Loan B Term Group LLC Realogy Energy Regency Range Res Corp Range Res Corp Range Res Radian Group Radian Group Fixed Corp Range Res Quorum Health Corp QVC Radian Group QEP Resources Qorvo Quintiles QEP Res QEP Res Pvtpl Wrigley Wm Jr Co Jr Wm Pvtpl Wrigley Pvtpl Xpo Logistics 144a Pvtpl1 Nielsen Fin LLC Pvtpl Williams Scotsman Intl Wide World Pvtpl Wolverine Co Jr Wm Pvtpl Wrigley Pvtpl Wells Enterprises Pvtpl Wells Str Merger Sub Pvtpl West Corp Pvtpl Whiting Pete Pvtpl Wea Fin LLC Pvtpl Wea Homes Llc/ Finan Fixed Pvtpl Weekley Pvtpl Vfh Parent Llc/ Orchestra Co Issuerinc Pvtpl Vfh Parent 07 20 2017 Gaming L L C/ Waterford Pvtpl Waterford Gamin Pvtpl Verizon Owner Tr 2016 2 Ast Backedctf 2016 2 Ast Backedctf Owner Tr Pvtpl Verizon Cl A 144a 2017 3 Cl A 1a Owner Tr Pvtpl Verizon PvtplMerger Sub Usis Communications Pvtpl Verizon Pvtpl Tronox Finance Plc Bnds Pvtpl Tronox Term Co Medium Pvtpl Ttx Corp Perini Pvtpl Tutor Pvtpl Textainer Marine Containers Limited Pvtpl Textainer Pt Mtg Tr Pvtpl Towd 2017 6 Pt Mtg Tr Pvtpl Towd Pvtpl Tesoro Corp Pvtpl Tesoro Corp Corp Tesoro Pvtpl Tesoro Asset Description

2017 DETAILED LIST OF INVESTMENTS 33 Seqoia MtgTr Selectome REIT Seagate Hdd Cayman Fixed Seagate Hdd Cayman Fixed Seagate Hdd Cayman Seagate Hdd Cayman Scripps Networks MiracleGroCo Scotts Scientific GamesFixed Schlumberger HldgsCorp144a SC Elec&GasCo Hldgs Santander DriveSantander AutoReceivables Trust DrAutoFixedSantander DrAuto Santander DrAuto Santander DrAuto Santander DrAuto Santander DrAuto Santander DrAuto Santander DrAuto Santander Safina Ltd Sabine Pass LiquefactionLLC Sabine Pass Elec S Carolina Elec S Carolina RSP Permian RRI Energy Rowan Cos Rowan Cos Ross Stores Rockwell Collins Rock Tenn Co Rock Tenn Co Rochester Gas RLI Corp Rite AidCorp Reynolds AmernFixed Rex EnergyCorp Revlon CnsmrProds Resdntl AstMtg Republic Svcs Rensselaer Poly Reliant PwrHldgsLl EnergyMidAtlc Regions FinlCorp Description Asset Interest 10.00% 3.20% 4.00% 3.50% 3.10% 4.88% 6.75% 5.85% 8.00% 6.25% 2.68% 5.50% 5.60% 9.68% 7.38% 3.50% 4.25% 4.75% 4.75% 5.75% 4.88% 3.90% 6.00% 3.00% 5.30% 3.40% 1.89% 2.79% 3.09% 3.39% 2.19% 2.57% 2.60% 2.36% 2.07% 1.55% 5.88% 5.63% 4.60% 6.05% 5.25% 7.88% 5.40% 4.88% 3.38% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 03/15/2024 03/01/2023 03/01/2020 06/01/2027 09/15/2023 06/15/2021 08/15/2045 10/01/2020 08/01/2024 08/25/2033 09/15/2019 09/01/2020 07/02/2026 12/10/2037 05/25/2045 05/15/2024 01/01/2025 06/01/2023 12/01/2034 06/01/2027 11/15/2024 10/15/2023 12/01/2022 12/21/2020 05/15/2033 01/18/2023 06/15/2021 08/15/2022 04/15/2022 04/15/2022 03/15/2022 04/15/2021 11/16/2020 04/15/2020 03/16/2020 01/15/2022 06/30/2026 04/15/2023 06/15/2043 01/15/2038 01/15/2025 12/31/2040 12/01/2042 06/01/2022 09/15/2024 Par Value 8,195,000 1,060,502 4,900,000 2,700,000 1,920,000 5,000,000 3,475,000 1,150,000 4,140,000 1,175,000 5,155,000 2,000,000 2,000,000 310,000 400,000 340,000 300,000 250,000 690,000 780,000 242,000 501,394 840,000 594,000 500,000 945,000 400,000 471,000 489,000 630,000 160,000 300,000 225,000 700,000 710,000 650,000 389,953 882,679 224,444 222,859 437,357 690,000 560,000 350,000 65,000 FIXED INCOME Cost Value Cost 4,145,292 5,486,916 2,447,456 2,605,709 5,012,500 3,891,757 1,150,000 4,080,384 1,410,681 4,664,672 1,005,000 1,640,000 309,107 405,687 338,471 299,409 249,285 692,088 879,088 184,579 657,240 512,989 832,432 577,258 512,605 849,379 395,164 505,148 480,418 628,576 159,566 299,935 224,948 710,582 720,518 649,919 390,974 882,417 225,666 223,242 433,289 771,820 560,000 355,442 68,052 2,991,175 1,001,121 5,152,742 1,593,000 2,683,809 5,075,000 3,936,664 1,291,988 4,472,413 1,468,614 4,124,000 1,490,000 1,885,000 Market 509,476 833,157 583,325 481,340 903,582 406,943 498,671 536,678 638,160 159,377 299,360 225,713 707,144 720,572 646,823 390,926 884,587 224,524 222,912 430,684 757,777 574,000 354,872 312,377 414,502 345,909 296,965 263,567 686,550 974,041 147,620 Value 69,533 34 2017 DETAILED LIST OF INVESTMENTS 45,505 94,861 Value Value 413,607 190,711 250,581 470,549 310,660 286,667 634,400 443,273 990,947 648,829 180,730 445,462 827,228 451,111 332,368 376,936 661,474 Market Market 4,200,737 6,141,181 1,110,008 2,719,752 3,908,351 1,827,357 3,101,253 4,769,133 2,767,786 7,573,470 5,660,170 8,717,956 7,645,944 1,476,970 3,258,311 5,438,042 2,872,665 3,878,208 1,215,917 7,675,251 13,750,246 12,855,000 46,646 442,274 298,667 450,313 332,462 100,924 382,300 671,622 413,891 182,900 251,275 288,356 632,794 450,106 999,190 659,914 180,492 448,866 846,665 4,150,182 6,127,960 1,095,036 2,737,068 3,917,717 1,800,001 3,231,700 4,750,132 2,790,698 7,627,692 5,634,319 8,815,733 7,671,154 1,488,689 3,246,200 5,519,033 2,655,000 3,719,428 1,214,250 7,767,271 Cost Value Cost Value 13,740,037 13,304,222 92,924 44,319 450,359 298,729 415,994 334,687 384,570 643,278 396,990 182,267 251,275 282,702 610,000 445,000 660,000 180,496 461,000 813,000 4,274,832 6,042,394 1,068,641 2,570,678 3,696,759 1,735,464 2,957,969 4,750,132 2,790,698 7,388,045 5,611,151 8,642,421 7,647,948 1,345,971 3,236,410 1,000,000 5,525,000 3,000,000 3,990,000 1,200,000 7,378,261 Par Value Value Par 13,677,754 12,000,000 08/01/2032 05/01/2034 05/01/2037 11/01/2024 07/01/2025 09/01/2025 06/01/2028 05/01/2029 01/01/2030 05/01/2030 03/01/2032 08/10/2018 12/01/2029 04/01/2037 09/01/2032 05/01/2024 11/01/2033 03/01/2034 08/01/2035 09/01/2035 12/01/2036 06/01/2023 01/01/2025 03/01/2025 12/01/2028 10/01/2031 02/01/2032 02/25/2047 04/01/2025 06/01/2022 09/23/2019 09/23/2021 09/23/2023 01/18/2022 05/01/2026 01/25/2022 01/15/2019 06/15/2039 07/25/2022 07/25/2023 09/01/2033 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 2.37% 3.00% 2.88% 4.88% 4.75% 4.76% 5.68% 4.43% 4.38% 4.11% 2.51% 5.94% 4.05% 2.84% 2.20% 1.98% 3.38% 3.21% 2.82% 2.82% 2.81% 4.07% 4.86% 4.95% 6.22% 2.76% 2.63% 3.50% 6.13% 2.75% 1.90% 2.40% 2.88% 2.85% 2.60% 7.25% 5.50% 1.88% 1.43% 2.47% 3.62% Interest Interest FIXED INCOME FIXED

Small Business Admin Gtd Dev Partn Ctf Partn Small Business Admin Gtd Dev 2005 20i 2004 20k Partn Ctf 2004 20k Partn Ctf Partn Small Business Admin Gtd Dev 2005 20g Small Business Admin Gtd Dev Partn Ctf Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev Small Business Admin Gtd Dev Partn Ctf Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev Small Business Admin Gtd Dev Partn Ctf Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev 20l Cl 1 Ctf Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev Small Business Admin Gtd Dev Partn Small Business Admin Gtd Dev Partn Small Business Admin Gtd Dev 2016 Partn Small Business Admin Gtd Dev Small Business Admin Gtd Dev Partn Small Business Admin Gtd Dev Partn Small Business Admin Gtd Dev Partn Small Business Admin Gtd Dev Small Business Admin Small Business Admin Small Business Admin Gtd Dev Small Business Small Business Admin Small Business Small Business Small Business SLM Student Ln Tr 2008 6 Student Ln Bkd SLM Student Ln Tr Ctf Partctf Small Busines Admin Gtd De Part Small Business SLM Pvt Cr Stud Ln Tr 2006 A Stud Ln Bkdnt Ln Bkdnt 2006 A Stud SLM Pvt Cr Stud Ln Tr Cl A 5 2007 2 Cl SLM Student Ln Tr Sierra Pac Pwr Co Sierra Pac SLM Corp Medium Term SLM Corp Mtn Shire Acquisitions Shire Sierra Auto Sherwin Williams Acquisitions Shire Acquisitions Shire Sequoia Mtg Tr Shea Homes Ltd Asset Description

2017 DETAILED LIST OF INVESTMENTS 35 State StrCorpStepCpn State StrCorp State Tr Ppty Starwood Corp Starbucks LLC Casinos Sta St StrCorp Sprint SpectrumCo Sprint Corporation Sprint CorpFixed Sprint Corp Corp Sprint Cap Corp Sprint Cap Corp Sprint Cap Spirit Aerosystems Spirit Aerosystems Speedway Fixed Spectrum Brands Spectrum Brands Spcl1 AmernAirlsPass Southwestn EnergyFixed Southwestn EnergyFixed Southwestern PubSvc Co Southn NatGasCo Southn CoGasCap Edison Southn Cal Sonat Smucker JMCo Small BusinessFixed Small BusinessFixed Small BusinessAdministration Small BusinessAdministration Small BusinessAdminGtdPartn CtfsGtd Small BusinessAdminGtdPartn Ctfs 2012 20eCl1 Small BusinessAdminGtdDev Partn Ctf 2009 20aPartn Ctf Small BusinessAdminGtdDev Partn Ctf 2008 20kPartn Ctf Small BusinessAdminGtdDev Partn Ctf 2008 20ePartn Ctf Small BusinessAdminGtdDev Partn Ctf 2008 20aPartn Ctf Small BusinessAdminGtdDev Partn Ctf 2007 20ePartn Small BusinessAdminGtdDev Partn Ctf 2006 20ePartn Ctf Small BusinessAdminGtdDev Partn Ctf Description Asset Interest 2.21% 2.35% 2.52% 2.38% 5.72% 6.77% 5.49% 5.17% 5.31% 5.87% 4.96% 1.95% 5.00% 3.85% 5.00% 3.70% 3.36% 7.88% 7.63% 9.25% 8.75% 6.88% 6.90% 3.85% 5.25% 5.13% 5.75% 6.63% 5.25% 7.75% 7.50% 6.00% 8.00% 2.45% 1.85% 7.00% 3.50% 2.75% 2.98% 3.04% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 02/01/2033 03/10/2023 09/10/2027 05/01/2032 01/01/2029 11/01/2028 05/01/2028 01/01/2028 05/01/2027 05/01/2026 03/15/2018 05/19/2021 12/15/2021 10/01/2023 10/01/2025 11/20/2023 03/20/2023 09/15/2023 02/15/2025 04/15/2022 03/15/2032 11/15/2028 05/01/2019 06/15/2026 03/15/2022 02/01/2023 07/15/2025 11/15/2022 07/31/2022 10/01/2027 04/01/2026 10/01/2036 03/01/2032 10/01/2023 02/01/2022 02/01/2018 10/15/2021 08/01/2037 07/01/2037 03/01/2037 14,150,000 13,681,509 Par Value 5,765,590 9,345,000 1,809,620 1,137,313 3,820,586 1,209,831 1,450,000 8,000,000 6,850,000 1,545,000 1,050,000 4,275,000 1,851,000 1,780,000 3,627,572 6,958,000 250,247 428,803 718,721 902,203 565,000 890,000 625,000 623,438 368,000 305,000 300,000 375,000 580,000 250,000 100,000 990,000 365,000 815,000 290,000 273,214 475,000 605,000 FIXED INCOME 14,394,770 13,976,450 Cost Value Cost 5,743,906 9,345,000 1,989,406 1,204,793 4,127,062 1,312,667 1,486,622 8,779,190 7,141,807 1,611,421 1,189,359 4,264,929 1,947,916 1,880,294 3,682,912 1,000,576 6,958,000 237,344 425,020 743,426 934,127 565,241 898,719 625,000 630,674 408,520 290,775 315,750 376,820 612,888 252,500 103,875 990,000 453,476 284,392 272,283 521,812 626,876 14,259,479 13,806,421 5,747,815 9,352,326 2,009,907 1,220,886 4,091,939 1,279,394 1,458,295 8,501,976 7,212,961 1,645,425 1,191,750 4,301,719 1,948,178 1,842,300 3,816,568 1,051,875 1,104,931 6,952,378 Market 556,845 923,375 628,125 627,334 385,480 363,712 313,875 380,792 597,688 258,125 106,750 460,283 280,655 270,562 476,810 622,215 245,189 423,740 782,062 965,249 Value 36 2017 DETAILED LIST OF INVESTMENTS 74,099 95,960 Value Value 871,250 230,230 841,360 621,869 633,750 624,421 748,151 586,976 488,851 227,848 192,626 400,895 818,792 211,543 293,250 963,525 523,534 708,130 424,858 497,896 848,000 708,522 273,234 122,917 766,717 Market Market 1,176,074 1,876,432 1,348,200 1,251,694 1,489,556 1,567,388 5,717,676 1,145,478 1,581,100 2,323,970 1,317,750 5,291,786 1,633,259 3,133,334 2,745,600 1,789,652 1,772,250 3,164,100 97,009 87,937 62,432 721,514 587,588 993,560 498,490 224,287 190,831 397,131 800,000 707,586 276,587 722,680 842,872 226,222 848,144 629,076 650,000 624,569 774,593 167,191 298,500 870,000 532,924 735,199 424,911 498,570 1,854,420 1,261,394 1,205,000 1,365,000 1,470,000 5,722,122 1,166,217 1,500,144 2,316,885 1,276,210 5,322,912 1,893,835 2,903,835 2,651,012 1,778,496 1,711,053 3,053,312 Cost Value Cost Value 90,000 87,000 60,000 700,000 570,000 390,000 210,000 140,000 400,000 800,000 705,000 270,000 725,000 953,961 850,000 217,000 800,000 420,000 650,000 630,000 815,898 213,634 300,000 870,000 535,000 715,000 425,000 500,000 1,000,000 2,000,000 1,260,000 1,205,000 1,365,000 1,470,000 5,700,000 1,630,000 2,284,000 1,255,000 5,005,000 1,613,095 3,191,028 2,640,000 1,735,000 1,700,000 2,985,000 Par Value Value Par 02/14/2019 04/01/2019 02/15/2021 05/01/2037 07/01/2038 11/15/2040 09/15/2042 07/15/2033 07/15/2025 04/15/2024 03/01/2025 04/15/2025 01/15/2026 04/15/2027 05/25/2027 04/01/2022 12/16/2039 05/15/2047 02/15/2022 02/01/2030 06/15/2023 04/01/2022 05/01/2025 07/15/2026 10/15/2022 01/15/2025 08/01/2032 10/01/2020 05/01/2025 08/15/2027 03/29/2041 05/31/2022 08/25/2034 09/25/2034 07/25/2032 03/01/2027 04/15/2022 07/15/2023 07/15/2026 05/15/2026 03/15/2022 12/01/2027 01/15/2022 04/01/2023 01/15/2024 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 8.75% 8.25% 4.13% 6.55% 7.30% 5.88% 4.50% 8.38% 3.60% 6.00% 6.38% 5.13% 6.50% 5.38% 3.90% 2.95% 6.85% 4.27% 3.70% 9.50% 6.75% 8.13% 5.63% 5.00% 6.25% 5.25% 8.00% 6.00% 5.13% 3.20% 6.25% 7.50% 3.48% 2.10% 2.59% 5.88% 8.50% 6.13% 3.90% 3.30% 2.04% 3.95% 6.13% 6.63% 6.50% Interest Interest FIXED INCOME FIXED

Time Warner Entmt Time Warner Fixed Time Warner Time Warner Cable Time Warner Cable Time Warner Cable Time Warner Time Warner Cable Time Warner Cable Time Warner Time Warner Cable Time Warner Cable Time Warner Thc Escr Corp Thc Escrow Corp III Thermo Fisher Tesoro Logistics Tesoro Logistics Tesoro Cap Texaco Tennant Co Tennant Tenneco Tenaska Ga Tenaska Healthcare Tenet Corp Healthcare Tenet Teachers Ins Teachers Ins Teachers Data Corp Tech T Mobile USA Pipelines Lp Tc TD Ameritrade Hldg T Mobile USA T Mobile USA T Mobile USA T Mobile USA T Mobile USA Synchrony Finl Synchrony T Mobile USA T Mobile USA Suntrust Bank Cr Card Synchrony Summit Matls LLC Summit Matls LLC Sunoco Logistics Structured Ast Structured Ast Secs Corp Structured Subn Propane Stone Energy Corp Asset Secs Corp Structured Asset Description

2017 DETAILED LIST OF INVESTMENTS 37 Unum Group Univision Communications Term Loan Unitedhealth Group Unitedhealth Group SteelCorp United States United Rentals Amer North United Rentals Amer North United Rentals Am North United Parcel Svc Union Pac RrCo20151Pass ThruTr Under Armour Un Pac RrCoPass ThruTr Passthru Ctf Un Pac RrCo Un Pac RrCo Un Pac RrCo Un Pac Res Group Un Carbide AssnCincinnatiOhioVarU SBkNatl Rt Tranche #Tr 00294 AssnCincinnatiOhioMedium U SBkNatl U SBancorpMediumTerm Sub U SBancorpMediumFixed Tyson Foods Tyson Foods TTM Technologies Triumph Group Tribune MediaCo Treehouse Foods Trcntntl GasPipe Transocean StepCpn Transdigm Transdigm Transdigm Transdigm Transdigm Toyota MtrCrCorpMediumTerm Toyota AutoReceivables OwnerTr Towd PtMtgTr Tote Shipholdings Torchmark Corp Toll BrosFinCorp TJX CosNew Intl Titan Time Warner New Time Warner New Description Asset Interest 6.50% 6.50% 6.00% 5.50% 2.22% 1.93% 3.50% 3.40% 3.80% 4.88% 2.25% 6.50% 4.75% 4.70% 4.00% 0.00% 1.95% 6.00% 6.88% 4.88% 5.50% 4.63% 2.50% 2.69% 3.25% 8.00% 5.08% 3.23% 6.63% 7.15% 7.88% 1.86% 1.53% 2.95% 3.60% 5.15% 7.00% 5.63% 7.75% 5.88% 6.00% 7.85% 9.35% 6.38% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 05/15/2025 07/15/2024 07/15/2022 10/15/2020 02/13/2020 01/18/2022 04/25/2055 10/16/2040 09/15/2022 11/15/2025 09/15/2026 11/30/2023 03/29/2021 01/15/2021 03/15/2024 03/15/2024 10/15/2020 02/15/2018 08/15/2025 01/15/2028 07/15/2025 07/15/2023 04/01/2023 05/12/2027 06/15/2026 01/10/2021 01/02/2029 05/14/2026 01/27/2022 05/15/2028 04/01/2023 10/28/2019 03/14/2019 07/15/2022 09/11/2024 08/15/2044 05/01/2018 10/01/2025 08/15/2025 07/15/2022 02/15/2024 02/01/2026 12/15/2041 06/15/2026 12,610,000 12,575,000 Par Value 1,485,000 8,970,000 4,737,649 1,242,000 2,660,000 2,205,000 1,060,000 6,000,000 1,521,473 8,000,000 1,420,000 6,850,000 2,549,029 5,628,273 1,410,000 1,750,000 1,050,000 1,285,000 915,000 865,000 790,000 200,000 260,000 340,000 359,000 945,000 880,000 250,000 761,827 220,983 675,000 500,000 275,000 110,000 231,000 730,000 500,000 539,000 90,000 90,000 43,592 60,000 FIXED INCOME 12,672,408 12,575,000 Cost Value Cost 1,489,342 8,969,173 4,827,376 1,242,000 2,673,364 2,265,638 1,053,200 6,217,500 1,411,166 7,925,760 1,349,552 6,228,861 2,731,101 5,556,164 1,415,665 1,846,320 1,058,288 1,349,038 933,888 865,000 790,000 200,000 265,954 339,637 363,383 943,835 880,000 249,230 761,827 256,328 794,968 634,910 311,364 130,708 232,531 736,204 303,250 552,774 87,317 91,125 49,641 60,000 12,671,335 12,573,491 1,514,700 8,917,086 4,804,047 1,200,646 2,749,432 2,304,225 1,078,550 6,248,016 1,515,578 7,926,880 1,427,005 1,001,700 5,997,456 2,748,970 5,739,319 1,429,015 1,812,862 1,114,312 1,336,400 Market 374,724 909,806 248,610 740,115 227,933 810,483 605,369 321,823 111,692 237,352 933,063 483,750 544,390 935,588 886,625 799,875 199,969 276,744 359,202 Value 90,450 48,361 61,500 84,460 38 2017 DETAILED LIST OF INVESTMENTS 975 89,795 99,501 Value Value 254,557 620,328 142,959 203,585 122,518 402,259 762,413 302,845 227,073 602,585 469,664 279,378 393,436 488,031 170,012 844,105 361,591 343,593 762,994 271,098 461,270 103,468 685,061 510,216 710,638 197,797 643,869 796,842 227,883 Market Market 2,190,720 2,227,822 1,017,575 2,063,181 4,120,166 2,168,843 1,161,704 4,328,430 1,124,527 3,564,575 6,602,880 3,732,050 9,050,423 975 99,398 84,211 682,074 299,040 220,139 607,322 460,524 682,026 507,101 695,000 190,850 616,608 102,037 798,339 211,701 244,345 638,002 135,140 204,168 118,238 401,397 275,303 403,885 487,086 169,259 839,811 365,383 307,112 749,520 264,870 417,732 2,269,894 2,015,740 1,014,388 1,945,475 3,937,081 2,112,719 1,132,274 3,896,700 1,095,974 3,491,000 5,565,475 3,713,312 9,074,754 Cost Value Cost Value 975 90,000 670,000 300,000 225,000 590,000 460,000 100,000 680,000 510,000 695,000 210,000 473,000 110,000 765,000 200,000 195,000 630,000 130,000 200,000 120,000 402,403 225,000 363,451 485,000 170,000 802,000 355,000 310,000 730,000 270,000 350,000 2,282,000 2,000,000 1,010,000 1,895,000 4,460,000 2,080,000 1,140,000 5,000,000 1,100,000 3,481,000 7,296,000 3,607,588 9,035,000 Par Value Value Par 12/14/2045 10/01/2023 12/31/2018 08/21/2027 11/15/2030 06/15/2046 04/01/2027 06/15/2047 10/01/2025 10/01/2054 02/01/2025 06/15/2023 04/01/2025 07/15/2027 08/15/2026 04/01/2039 11/01/2042 08/15/2046 08/21/2046 03/16/2047 03/16/2027 11/01/2034 09/15/2043 09/15/2048 03/16/2037 11/01/2024 09/01/2023 04/01/2024 03/15/2043 01/30/2026 12/14/2025 11/05/2025 06/15/2032 04/01/2021 12/31/2049 03/03/2028 10/01/2022 05/16/2022 11/15/2027 05/15/2027 06/01/2022 06/01/2042 12/15/2026 09/15/2026 06/15/2037 Maturity Date U.S. Securities U.S. Corporate Bonds Rate 4.30% 5.88% 6.00% 3.90% 3.00% 4.80% 3.90% 4.50% 5.50% 5.25% 3.50% 3.13% 5.25% 4.75% 2.63% 7.35% 3.85% 4.13% 4.86% 5.50% 4.13% 4.40% 6.55% 4.52% 5.25% 3.50% 4.25% 3.88% 4.38% 0.00% 3.15% 3.88% 7.38% 8.00% 3.50% 3.75% 4.25% 1.80% 3.05% 5.50% 3.10% 4.50% 4.38% 3.40% 6.63% Interest Interest - FIXED INCOME FIXED

Vulcan Matls Co Vulcan Natl Corp Wabash Vndo 2012 6ave Mtg Tr 2012 6ave Vndo Finl Voya Matls Co Vulcan Vista Outdoor Visual Edge Vmware ior Secured Visa Visa Viacom New Viacom New Loan Sen Ltd Term Hldngs Virgin Media Inv Verizon Communications Bnds Verizon Fixed Verizon Viacom New Verizon Communications Verizon Communications Verizon Verizon Communications Verizon Communications Verizon Verizon Verizon Verizon Verizon Verizon Ventas Rlty Ltd Ventas Verisign Fixed Verisign Valero Energy Corp Valero Inds Valmont Lp Realty Ventas Utd Technologies Energy Valero Energy Corp Valero Utd Rentals N Amer Utd Rentals Utd Technologies Utd Contl Hldgs Svc Utd Parcel Svc Utd Parcel US Awys Secs Usb Cap IX Normalome Tr Utd Airls 2014 2 Fixed Unum Group Corp Unumprovident Asset Description

2017 DETAILED LIST OF INVESTMENTS 39 Weyerhaeuser Real Weyerhaeuser Co Weyerhaeuser Co Westvaco Corp Westrock Co Westlake ChemCorp Western DigCorp Wesco Distr Werner FincoLp Welltower Wells Fargo ComlVar Rt Wells Fargo ComlMtgTr Wells Fargo Coml Wells Fargo Coml Wells Fargo Coml Wells Fargo Coml Wells Fargo Coml Wells Fargo Coml Wells Fargo &Company Wells Fargo &CoTranche #Sr00129 Wells Fargo &CoNewMediumTerm Wells Fargo &CoNewMediumTerm Wells Fargo &CoNewMediumTerm Wells Fargo &CoNew Wells Fargo &Co Wells Fargo &Co Wells Fargo &Co Wells Fargo &Co Wells Fargo &Co Wells Fargo &Co Wells Fargo &Co Wells Fargo &Co Wells Fargo &Co Wells Fargo &Co Wells Fargo &Co Wells Fargo &Co Wells Fargo &Co Wellcare Group Weekley HomesLLC Waterjet Hldgs Waste Mgmt Waste Mgmt Walmart Walgreens Boots Walgreens Boots Wachovia Tr Cap IIIFxd FltgRateBd Description Asset Interest 10.50% 3.00% 4.10% 4.48% 2.55% 1.50% 5.25% 6.00% 7.63% 7.38% 3.50% 6.20% 4.65% 3.45% 5.57% 4.38% 6.88% 4.63% 7.95% 3.00% 4.63% 5.38% 8.75% 4.25% 3.55% 3.41% 4.12% 3.49% 3.69% 3.18% 3.85% 3.81% 4.60% 3.45% 4.65% 4.30% 3.55% 2.61% 5.88% 5.90% 7.98% 4.75% 4.40% 4.90% 5.61% 5.38% Rate Corporate Bonds Corporate U.S. Securities Maturity Date Maturity 10/23/2026 06/03/2026 01/16/2024 12/07/2020 01/16/2018 04/01/2025 02/01/2023 02/01/2020 05/15/2029 05/15/2024 04/15/2038 06/01/2046 06/01/2026 12/31/2049 06/15/2019 12/15/2033 09/15/2023 02/15/2031 09/15/2024 02/15/2021 04/01/2024 12/15/2021 07/15/2025 04/01/2026 08/15/2050 05/15/2048 09/15/2050 11/15/2048 11/15/2048 07/15/2048 05/15/2048 12/15/2047 04/01/2021 02/13/2023 11/04/2044 07/22/2027 09/29/2025 10/31/2023 12/29/2049 12/29/2049 03/29/2049 12/07/2046 06/14/2046 11/17/2045 01/15/2044 11/02/2043 23,485,000 Par Value 1,630,000 1,615,000 5,100,000 1,540,000 1,655,000 8,750,000 2,450,000 1,430,000 2,780,000 1,035,000 3,350,000 1,540,000 1,159,000 700,000 730,000 410,000 920,000 375,000 280,000 300,000 130,000 610,000 386,000 865,000 645,000 115,000 160,000 948,000 596,000 630,000 300,000 175,000 930,000 950,000 410,000 355,000 130,000 390,000 100,000 190,000 760,000 780,000 720,000 605,000 90,000 FIXED INCOME 23,792,126 Cost Value Cost 1,628,641 1,604,078 5,143,416 1,460,262 1,069,650 1,653,006 9,193,652 2,347,789 1,472,823 2,889,076 1,061,744 3,468,320 1,583,477 1,023,305 741,202 739,062 409,262 920,000 382,200 350,392 299,244 130,714 608,733 397,580 669,730 156,915 159,554 857,707 702,102 630,000 319,563 190,025 957,850 945,204 442,255 365,646 139,615 392,155 101,096 192,124 771,125 783,089 717,658 627,048 99,719 24,109,419 1,597,656 1,606,925 5,372,585 1,551,550 1,137,519 1,696,375 9,130,056 2,415,960 1,468,104 2,960,158 1,062,391 3,404,270 1,624,147 1,428,925 Market 393,720 692,640 161,711 158,581 971,700 690,615 650,475 314,063 180,858 926,493 942,334 423,016 347,858 138,152 397,428 109,049 210,434 812,972 871,758 814,884 720,429 734,035 732,957 409,956 970,600 383,438 370,419 310,615 183,595 603,202 Value 96,731 40 2017 DETAILED LIST OF INVESTMENTS - - 7,700 $ 37 60,617 42,250 $ 7,737 Value Value Value Value 374,308 220,800 619,062 982,905 176,682 661,835 199,028 522,742 483,975 427,315 143,280 290,249 Market Market Market Market 5,548,198 1,071,086 1,917,108 2,155,835 7,107,723 1,039,339 1,658,385 2,549,482 1,262,326 1,174,169 2,735,927 1,015,721 $2,984,613,386 - 60,673 51,750 808,776 664,917 200,812 530,783 487,462 428,048 145,800 289,915 365,912 220,500 489,623 956,665 163,312 5,536,117 1,064,488 1,827,921 2,079,510 2,143,068 6,673,590 1,049,042 1,641,039 2,549,929 1,280,770 1,188,135 2,739,084 1,019,862 $1,151,078 Cost Value Cost Value Cost Value Cost Value $ 342,302 $2,948,990,015 60,000 50,000 840,000 770,000 665,000 200,000 525,000 478,000 430,000 160,000 288,832 218,332 365,000 240,000 490,000 851,000 150,000 5,650,000 1,065,000 1,771,000 2,063,000 7,000,000 1,020,000 1,614,000 2,550,000 1,260,000 1,160,000 2,760,000 1,020,000 Par Value Value Par Par Value Value Par $1,980,000 $ 370,000 $2,993,324,247 07/19/2017 05/17/2007 11/24/2006 04/15/2025 04/17/2023 08/15/2019 08/15/2022 06/15/2023 08/01/2020 01/15/2022 08/15/2021 06/01/2024 12/31/2049 10/30/2021 12/31/2040 02/01/2023 05/15/2045 11/15/2045 03/15/2019 04/01/2020 12/01/2036 08/15/2021 09/01/2021 11/15/2043 10/15/2020 12/15/2021 08/15/2022 01/17/2023 08/15/2023 08/15/2024 Maturity Date Maturity Date U.S. Securities U.S. U.S. Securities U.S. Escrow Holdings Corporate Bonds Rate Rate 8.75% 2.03% 3.09% 1.45% 2.15% 2.24% 7.50% 6.00% 9.50% 2.95% 3.82% 0.00% 0.00% 3.25% 3.35% 3.84% 5.00% 1.25% 5.70% 5.25% 7.88% 5.80% 7.75% 1.61% 2.23% 3.14% 1.72% 2.31% Interest Interest Interest Interest FIXED INCOME FIXED

Escrow GCB Lear Corp D Escrow Holdings Total Asset Description Esc Cb Lehman Bros Sub Esc Lehman Broth Hld D Total Corporate Bonds Total Xpo Logistics Termloan B First Lien Xpo Logistics Termloan Media Davis Ziff Zoetis Xerium Xilinx Xl Group Plc WPX Energy WPX Energy WPX World Omni World Omni Auto World Tr Omni Auto Receivables World World Finl Network World Finl Network World Finl Network Cr Card Master World World Finl Network World Finl Network World Finl Network World Windstream Corp Windstream Finl Network World William Carter Co Williams Cos Williams Partners Whiting Pete Corp Whiting Pete Corp Whiting Pete Wi Elec Pwr Co Wfrbs Coml Mtg Tr 2012 C9 Cl B Wfrbs Coml Mtg Tr Asset Description

2017 DETAILED LIST OF INVESTMENTS 41 F NMAGtdRemic Tr 1993127ClH WashEnergy Northwest ElecRev Rev East Bay MunUtilDistWastewater Calif Sys East BatonRouge LaSew CommnRev Cl A2144aStepUp IILeaseBackedDot Headquarters MtgFinTr 2004 ClA1StepUp12721 IILeaseBackedDot Headqrtrs MtgFimtgser Delaware StHsgAuthRev Dallas Tex Area RapidTran SalesTax Rev TexDallas Cnty HospDist Connecticut St Commonwealth FingAuthPa Rev NevClark Cnty ArptRev Chicago IllTran AuthSalesTax Rcpts Rev Chicago IllOHare ArptRev Intl Chicago IllOHare ArptRev Intl Chicago IllBrdEd Chicago Ill Chicago Ill Chesapeake Va Rev PubFingAuthwtr LasVirgenesCal Calleguas State California StPubWksBrdLeaseRevCalifornia StPubWksBrdLeaseRevCalifornia St California St California St California St California Rev InfrastructureCalifornia &EconomicDevbk lease Rev InfrastructureBrentwood Calif FingAuth Bowling Green StUnivOhioGenRcpts 2016 Boldini LtdUSGovt GtdExptShipFingOblig Bay Area Toll Toll AuthCalif BrdgRev MichMemHospRevBaraga Cnty Ser ABuild Az BrdRegt UnivArizSys Rev Taxable Speed Ann ArborMich American MunPwrOhioRev American MunPwrOhioRev American MunPwrOhioRev Alaska Revs Arpts StIntl Rev AuthBPSettlement Al EconSettlement Asset Description Asset Government &Government AgencySecurities - Interest 7.65% 6.73% 3.85% 6.91% 6.50% 6.64% 5.75% 7.83% 7.33% 6.62% 6.28% 3.16% 6.50% 4.05% 5.03% 6.09% 5.59% 6.00% 2.75% 6.00% 6.17% 5.09% 4.01% 6.88% 5.47% 6.84% 6.12% 6.52% 6.26% 6.05% 5.36% 5.94% 7.55% 8.00% 5.79% 7.60% 7.30% 7.95% 7.70% 6.49% Rate U.S. Securities Maturity Date Maturity 10/01/2039 06/01/2039 01/19/2036 10/01/2050 09/20/2036 08/01/2044 05/01/2027 02/15/2041 02/15/2028 02/15/2023 10/01/2035 09/15/2025 07/25/2023 07/01/2030 06/01/2032 02/01/2045 12/07/2021 12/07/2021 12/01/2041 12/01/2044 08/15/2034 10/01/2030 06/01/2033 07/01/2042 12/01/2023 01/01/2038 01/01/2026 12/01/2040 01/01/2040 01/01/2029 12/01/2030 07/01/2040 04/01/2039 03/01/2035 12/01/2021 11/01/2040 10/01/2039 03/01/2036 11/01/2030 05/15/2049 $3,530,000 Par Value 4,914,000 4,545,000 2,000,000 3,700,000 2,539,912 1,190,000 4,080,000 5,210,000 4,000,000 3,025,000 1,395,000 1,290,000 9,000,000 1,250,000 1,020,000 635,000 300,000 160,000 900,000 660,000 205,000 500,000 470,000 645,000 100,000 15,000 20,000 60,000 70,000 30,000 30,000 46,142 25,000 50,000 20,000 75,000 75,000 90,000 28,787 FIXED INCOME $ 3,575,926 13,157,554 Cost Value Cost 4,914,000 4,638,869 2,205,000 4,464,938 1,006,515 2,672,344 1,368,177 4,049,400 6,932,478 4,565,360 3,152,806 1,535,927 1,900,260 1,065,811 1,509,452 1,242,936 879,978 381,000 201,718 734,460 172,456 483,750 536,726 100,027 106,668 124,090 17,389 22,504 86,542 78,680 32,435 32,962 50,936 27,455 57,146 23,339 77,416 32,672 $ 3,569,324 13,426,740 4,922,600 4,800,020 2,177,060 4,426,088 2,703,584 1,317,910 3,982,039 7,188,966 4,499,240 3,238,958 1,554,058 2,029,957 1,030,020 1,395,900 1,172,837 Market 965,088 714,707 198,631 518,555 505,330 100,634 132,372 991,260 383,658 186,414 Value 46,807 26,502 53,668 23,813 77,175 96,338 30,830 16,340 21,918 94,766 77,316 31,320 33,035 42 2017 DETAILED LIST OF INVESTMENTS 383 4,323 4,612 8,084 4,717 24,262 17,419 44,689 10,052 95,598 13,911 11,499 54,018 15,077 63,294 16,788 60,507 14,296 31,048 60,646 Value Value 272,983 398,966 148,566 517,664 516,552 614,017 811,208 119,327 286,751 815,362 297,129 396,432 399,184 240,299 Market Market 4,492,703 4,372,158 1,344,592 4,130,619 4,623,466 2,414,466 6,923,674 4,658,099 15,510,272 15,931,052 391 4,389 4,657 8,140 4,722 14,149 11,637 54,893 15,310 64,277 60,782 14,368 31,201 63,829 22,872 16,628 45,388 10,225 98,091 17,127 272,941 414,795 153,327 526,640 510,137 614,303 826,467 123,930 295,400 813,698 300,000 399,800 400,000 249,500 4,538,375 4,403,517 1,351,081 4,199,299 4,742,665 2,389,950 6,953,742 4,681,136 Cost Value Cost Value 15,505,779 15,928,440 382 4,289 4,550 7,954 4,614 9,725 13,457 11,068 52,209 14,562 61,134 59,390 14,039 30,486 59,723 23,550 16,564 43,169 91,247 16,735 265,000 396,933 149,405 500,889 497,316 590,543 780,606 113,959 286,102 815,000 300,000 400,000 400,000 250,000 4,406,857 4,410,000 1,365,000 3,972,142 4,409,727 2,389,950 6,735,000 4,690,000 Par Value Value Par 15,505,000 15,925,000 02/01/2027 08/01/2027 08/25/2027 12/01/2027 01/01/2028 07/01/2028 09/01/2028 04/01/2029 06/01/2029 05/01/2019 07/01/2019 08/15/2019 12/01/2019 04/01/2020 04/01/2020 05/01/2020 05/01/2020 05/01/2020 08/01/2020 12/01/2020 12/01/2020 04/01/2023 05/01/2025 06/01/2025 10/01/2025 11/01/2025 11/01/2025 02/01/2026 06/01/2026 07/01/2026 09/01/2026 07/25/2029 04/25/2038 04/16/2018 04/03/2019 04/24/2019 03/01/2027 06/14/2024 04/28/2021 10/27/2022 08/16/2024 05/28/2019 08/01/2018 11/01/2018 Maturity Date U.S. Securities U.S. Rate 3.50% 3.50% 3.24% 2.50% 2.50% 3.00% 3.50% 3.50% 3.50% 5.50% 5.50% 1.38% 5.50% 5.50% 5.50% 1.38% 5.50% 5.50% 4.50% 3.50% 5.00% 5.50% 4.00% 4.00% 4.00% 3.50% 3.50% 3.50% 5.00% 4.50% 4.50% 2.85% 3.25% 1.54% 1.31% 1.51% 2.97% 2.88% 1.50% 1.75% 1.50% 1.38% 5.50% 5.50% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Bks Cons Bnds Step Up Home Ln Bks Cons Bnds Step Federal 00624 Home Ln Bks Tranche Federal Home Ln Mtg Corp Federal Federal Home Ln Bks Cons Bd Home Ln Federal Bks Cons Bd Dtd Step Up Home Ln Federal 10/ 27/ 2017 Federal Farm Cr Bks Cons Systemwide Bds Systemwide Cr Bks Cons Farm Federal 00481 Tranche Bks Home Ln Federal Federal Farm Cr Bks Cons Systemwide Cr Bks Cons Farm Federal Bds Systemwide Cr Bks Cons Farm Federal Bds Systemwide Cr Bks Cons Farm Federal Fannie Mae Conn Ave Secs Mae Conn Ave Fannie FDIC Gtd

2017 DETAILED LIST OF INVESTMENTS 43 Federal Home LnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtg Corp Federal HomeLnMtg Corp Federal HomeLnMtg Corp Federal HomeLnMtg Corp Federal HomeLnMtg Corp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Federal HomeLnMtgCorp Asset Description Asset Government &Government AgencySecurities Interest 5.00% 5.00% 5.00% 3.50% 4.50% 3.50% 3.00% 2.50% 3.00% 4.50% 4.00% 4.00% 3.00% 4.50% 3.50% 3.50% 3.00% 3.50% 3.50% 4.00% 5.00% 3.50% 5.00% 5.00% 5.00% 4.00% 4.00% 4.00% 4.00% 5.00% 4.00% 4.00% 4.50% 4.50% 5.50% 5.50% 6.00% 5.50% 5.00% 6.00% 5.50% 6.00% 5.50% 4.50% 5.00% 6.00% Rate U.S. Securities Maturity Date Maturity 08/01/2035 07/01/2035 07/01/2035 08/01/2034 06/01/2034 08/01/2033 12/01/2032 09/01/2032 07/01/2032 01/01/2032 08/01/2031 02/01/2031 12/01/2030 08/01/2029 10/01/2042 09/01/2042 07/01/2042 06/01/2042 05/01/2042 04/01/2042 02/01/2042 12/01/2041 11/01/2041 08/01/2041 06/01/2041 03/01/2041 02/01/2041 01/01/2041 11/01/2040 09/01/2040 01/01/2040 12/01/2039 10/01/2039 07/01/2039 12/01/2038 10/01/2038 05/01/2038 04/01/2038 02/01/2038 12/01/2037 11/01/2037 09/01/2037 01/01/2037 06/01/2036 10/01/2035 09/01/2035 11,826,860 Par Value 1,105,512 2,500,000 8,860,022 6,749,727 6,138,392 3,764,020 2,590,945 3,118,886 4,492,828 3,463,214 1,810,405 1,546,485 842,756 279,699 819,167 606,055 336,416 454,965 315,192 233,179 151,345 183,378 892,168 335,925 465,009 158,423 251,695 214,069 167,097 175,323 190,596 609,632 494,743 104,635 223,737 289,426 103,593 659,654 298,365 66,000 91,035 36,387 12,734 41,950 34,258 FIXED INCOME 12,853,044 Cost Value Cost 1,182,034 2,492,969 9,685,101 7,240,136 6,407,427 3,835,183 2,520,706 3,101,654 4,624,805 3,635,292 1,947,316 1,537,968 832,221 310,292 797,152 633,413 375,735 478,922 325,682 247,461 162,772 180,656 920,806 353,666 488,187 169,364 280,168 235,208 186,157 194,553 183,717 100,195 657,165 542,774 112,287 223,108 285,537 104,913 659,448 296,454 68,640 40,242 12,720 39,463 34,858 12,624,463 1,150,584 2,497,025 9,449,923 7,131,424 6,253,696 3,884,280 2,720,098 3,274,518 4,716,899 3,635,993 1,931,854 1,708,665 Market 189,242 896,852 346,668 480,692 166,330 274,545 233,220 182,538 190,876 200,104 642,427 532,398 116,343 247,221 314,907 116,006 737,368 329,852 914,095 303,423 893,572 630,437 363,087 463,200 321,112 245,572 161,044 Value 67,998 99,079 41,325 14,081 45,355 38,266 44 2017 DETAILED LIST OF INVESTMENTS Value Value 802,060 995,137 791,439 395,734 491,080 456,009 108,140 441,198 789,434 492,150 499,924 139,545 606,179 840,347 215,059 671,325 309,422 872,269 Market Market 1,588,944 4,526,153 5,182,083 6,653,252 3,473,430 9,168,922 1,532,291 4,090,810 1,031,270 7,383,292 7,889,511 1,698,078 2,359,354 5,757,951 1,320,599 4,277,292 8,993,681 7,141,102 4,735,380 5,978,729 2,242,604 4,871,745 3,139,835 1,003,140 17,410,541 11,238,586 10,167,606 10,283,659 400,000 500,000 456,601 107,525 445,457 799,500 499,350 500,000 216,282 677,516 318,669 875,311 802,707 794,285 138,951 620,725 867,068 1,585,702 4,545,632 5,308,165 6,797,230 3,532,305 9,183,790 1,536,573 4,163,684 1,034,164 7,485,177 8,154,358 1,699,834 2,348,052 5,706,846 1,004,912 1,323,541 4,248,036 9,789,402 8,597,952 7,173,336 4,613,102 6,010,605 2,246,596 4,706,436 3,144,498 1,013,203 Cost Value Cost Value 17,849,409 11,277,218 10,075,637 400,000 500,000 436,026 103,172 436,105 800,000 500,000 500,000 203,980 650,871 290,773 848,144 801,392 950,974 769,517 132,710 572,179 955,711 787,237 1,542,324 4,550,000 4,869,876 6,647,150 3,371,228 9,158,033 1,489,897 4,085,172 1,002,750 7,178,950 7,878,607 1,696,256 2,351,542 5,753,158 1,284,017 4,254,060 8,715,060 6,776,718 4,588,724 5,670,433 2,084,630 4,720,820 2,917,799 Par Value Value Par 17,386,478 10,739,808 10,120,697 10,240,444 02/25/2024 08/15/2019 08/10/2020 11/17/2020 02/01/2047 10/01/2041 05/25/2047 10/29/2020 06/30/2021 05/24/2022 09/01/2044 10/01/2044 11/01/2044 01/01/2045 03/01/2045 09/01/2045 12/01/2045 12/01/2045 01/01/2046 01/01/2046 03/01/2046 03/01/2046 04/01/2046 08/01/2046 11/01/2046 01/01/2047 02/01/2047 03/01/2047 07/01/2047 09/01/2047 10/01/2047 10/01/2047 05/01/2043 07/01/2043 09/01/2043 09/01/2043 11/01/2043 11/01/2043 11/01/2043 11/01/2043 12/01/2043 12/01/2043 01/01/2044 02/01/2044 05/01/2044 07/01/2044 Maturity Date U.S. Securities U.S. Rate 3.75% 1.25% 1.45% 1.88% 4.00% 4.00% 3.50% 1.25% 1.50% 1.50% 4.50% 4.00% 3.50% 3.00% 3.50% 3.00% 3.50% 4.50% 3.00% 3.50% 3.00% 3.50% 3.50% 3.00% 3.00% 3.00% 3.00% 3.00% 4.00% 4.00% 3.50% 3.50% 3.00% 3.00% 3.00% 3.50% 4.00% 4.00% 3.50% 4.00% 4.50% 4.00% 3.50% 4.50% 4.00% 4.50% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

Federal Home Ln Mtg Corp Step Up Federal Home Ln Mtg Corp Step Up Federal Home Ln Mtg Corp Step Up Federal Federal Home Ln Mtg Corp Gold Pool Q Home Ln Mtg Corp Gold Pool Federal Home Ln Mtg Corp Gold Q Federal Cl 2a1 Sc02 17 Corp Sr Mtg Ln Home Federal Federal Home Ln Mtg Corp Bnds Federal Home Ln Mtg Corp Bnds Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp 2014 Dn1 Cl M2 Federal Home Ln Mtg Corp Bnds Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Home Ln Federal Home Ln Mtg Corp Federal Federal Home Ln Mtg Corp Home Ln Federal Mtg Corp Home Ln Federal Mtg Corp Home Ln Federal Federal Home Ln Mtg Corp Home Ln Federal Mtg Corp Home Ln Federal Mtg Corp Home Ln Federal Federal Home Ln Mtg Corp Home Ln Federal Mtg Corp Home Ln Federal

2017 DETAILED LIST OF INVESTMENTS 45 Federal MtgAssnGtd MtgPool Natl #al0615 Federal MtgAssnGtd MtgPool Natl #al0484 Federal MtgAssnGtd MtgPool Natl #al0065 Federal MtgAssnGtdPool Natl #al0024 Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #al Federal MtgAssnGtdPool Natl #ak Federal MtgAssnGtdPool Natl #ak Federal MtgAssnGtdPool Natl #ak Federal MtgAssnGtdPool Natl #ak Federal MtgAssnGtdPool Natl #ak Federal MtgAssnGtdPool Natl #aj4060 Federal MtgAssnGtdPool Natl #aj Federal MtgAssnGtdPool Natl #aj Federal MtgAssnGtdPool Natl #ai9041 Federal MtgAssnGtdPool Natl #ai8831 Federal MtgAssnGtdPool Natl #ai4890 Federal MtgAssnGtdPool Natl #ai1007 Federal MtgAssnGtdPool Natl #ai Federal MtgAssnGtdPool Natl #ai Federal MtgAssnGtdPool Natl #ah9924 Federal MtgAssnGtdPool Natl #ah6145 Federal MtgAssnGtdPool Natl #ah2717 Federal MtgAssnGtdPool Natl #ah1715 Federal MtgAssnGtdPool Natl #ah Federal MtgAssnGtdPool Natl #ah Federal MtgAssnGtdPool Natl #ah 00872 Federal HomeLnMtgCorpTranche #Tr 00868 StepUp Federal HomeLnMtgCorpTranche #Tr Federal HomeLnMtgCorpStepUp Federal HomeLnMtgCorpStepUp Federal HomeLnMtgCorpStepUp Asset Description Asset Government &Government AgencySecurities Interest 5.00% 3.50% 4.50% 3.50% 3.50% 4.00% 4.00% 4.00% 1.38% 1.20% 1.40% 2.00% 2.25% 5.50% 5.50% 4.50% 3.68% 3.00% 5.00% 5.00% 4.00% 5.00% 6.00% 5.00% 3.00% 3.00% 3.00% 3.00% 3.00% 5.00% 5.00% 4.00% 4.00% 3.00% 3.00% 3.00% 4.50% 4.00% 5.00% 4.50% 4.50% 4.50% 4.50% 4.00% Rate U.S. Securities Maturity Date Maturity 05/01/2041 04/01/2026 03/01/2041 01/01/2026 04/01/2026 02/01/2041 01/01/2041 03/01/2026 02/28/2019 02/28/2020 10/13/2023 12/29/2022 11/28/2022 09/01/2040 05/01/2040 04/01/2041 01/01/2021 12/01/2046 07/01/2044 06/01/2044 04/01/2043 12/01/2041 09/01/2039 06/01/2039 11/01/2033 09/01/2029 06/01/2029 10/01/2027 09/01/2027 07/01/2026 06/01/2026 04/01/2042 04/01/2042 03/01/2042 04/01/2027 02/01/2027 10/01/2041 10/01/2041 09/01/2041 08/01/2041 08/01/2041 06/01/2041 05/01/2041 06/01/2041 Par Value 1,552,316 4,955,225 6,255,000 8,492,026 1,039,062 1,114,233 5,328,012 3,123,566 693,764 798,754 762,522 400,000 800,000 400,000 500,000 515,796 792,842 486,875 502,612 182,539 302,186 354,146 703,143 902,735 376,372 747,160 766,919 560,445 886,847 249,358 255,036 245,885 491,467 305,556 154,378 138,563 280,938 192,340 82,460 13,463 26,161 68,278 54,888 49,715 FIXED INCOME Cost Value Cost 1,566,626 5,212,277 6,253,749 8,440,277 1,037,722 1,203,198 5,392,115 3,116,733 774,414 827,709 792,546 400,000 798,400 400,000 500,000 575,274 860,070 541,648 555,386 189,441 337,787 405,054 777,031 931,717 385,370 782,883 789,447 578,660 949,480 277,099 264,879 256,027 525,697 317,109 170,371 150,340 304,730 204,061 89,212 14,193 27,580 73,729 60,994 53,552 1,630,242 5,205,711 6,242,740 8,781,434 1,042,518 1,147,917 5,356,805 3,280,650 Market 568,273 874,856 526,497 545,839 193,513 329,970 406,482 763,437 918,194 379,819 762,865 783,277 572,408 906,534 261,888 260,478 251,129 526,951 320,910 166,564 148,450 302,576 206,065 749,233 824,682 797,979 397,702 783,174 399,476 497,145 Value 73,195 57,645 53,172 88,144 13,900 27,010 46 2017 DETAILED LIST OF INVESTMENTS 551 1,565 7,466 21,001 21,719 25,683 30,960 17,114 Value Value 196,594 297,456 497,342 297,606 194,675 239,755 632,816 358,900 361,524 387,367 759,393 497,535 895,284 873,252 229,079 722,695 407,565 458,270 997,550 Market Market 4,163,865 1,015,331 1,394,240 2,339,782 3,065,400 4,446,720 7,286,131 4,992,485 3,277,811 5,452,875 1,976,013 1,053,103 2,614,801 10,574,859 16,897,301 14,016,226 47,993,364 33,803,385 14,632,945 564 1,543 7,400 20,786 27,242 29,475 19,871 17,443 461,921 198,660 300,000 500,000 300,000 200,000 218,834 609,504 354,397 364,627 394,779 750,184 506,526 910,231 890,844 232,090 732,440 418,394 4,153,333 1,039,704 1,431,050 2,359,377 3,169,138 1,005,623 4,500,000 7,289,696 4,976,838 3,282,071 5,480,625 2,026,673 1,072,609 2,684,641 Cost Value Cost Value 10,672,189 17,200,880 14,034,869 47,959,476 33,699,990 14,919,208 551 1,535 7,353 20,255 25,133 28,240 20,462 16,059 710,000 424,633 981,358 200,000 300,000 500,000 300,000 200,000 214,642 601,817 333,256 358,356 363,459 677,463 464,703 835,194 845,372 213,723 668,323 986,307 391,137 3,981,626 9,939,898 1,335,090 2,182,713 3,010,163 4,500,000 7,275,000 5,000,000 3,290,000 5,550,000 1,836,170 2,554,140 Par Value Value Par 16,873,948 13,975,000 47,955,000 33,900,000 14,173,992 11/01/2044 12/01/2045 04/01/2046 09/15/2023 03/15/2031 06/01/2018 12/01/2019 04/01/2021 01/01/2026 06/01/2026 04/01/2044 11/01/2042 01/01/2027 01/01/2024 01/22/2019 05/25/2018 12/22/2031 02/10/2020 02/12/2018 03/19/2018 06/29/2018 12/30/2031 11/17/2021 11/23/2021 08/15/2022 09/15/2022 07/27/2023 04/01/2018 10/01/2020 01/01/2026 09/01/2031 01/01/2037 08/01/2042 10/01/2042 04/01/2023 09/01/2043 05/01/2040 01/01/2044 09/01/2043 03/01/2044 05/01/2029 04/01/2044 07/01/2044 10/01/2044 12/01/2024 10/01/2034 Maturity Date 0 0 U.S. Securities U.S. Rate 4.00% 4.50% 3.00% 6.90% 6.75% 5.00% 5.50% 6.00% 7.50% 5.00% 4.50% 4.50% 4.50% 3.36% 1.70% 1.64% 3.34% 1.48% 0.88% 4.00% 1.25% 1.25% 1.63% 1.75% 1.25% 5.50% 5.00% 6.00% 5.00% 3.44% 3.50% 4.50% 2.70% 4.50% 6.50% 4.50% 4.50% 4.50% 3.50% 4.50% 4.50% 4.50% 3.09% 3.50% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

FHLMC Gold FHLMC Gold FHLMC Gold FHLMC Dtd 10/ 25/ 2000 FHLMC Gold FHLMC Gold FHLMC FHLMC - Multiclass FHLMC FHLMC FHLMC FHLMC FHLMC FHLMC FHLB Step Up FHLB Step Up FHLMC FHLB Step Up FHLB Step Up FHLB Federal Home Loan Bank FHLB Federal FHLB Fltg Rate 12/ 30/ 2016 FHLB Step Up Ffcb Tranche 00887 Tranche Ffcb FHLB Disc FHLB Disc Ffcb Frn 01/ 2019 Frn Ffcb 00056 Tranche Ffcb 00319 Tranche Ffcb Federal Natl Mtg Assn Gtd Mtg Pool #al7407 Natl Mtg Assn Gtd Mtg Pool Federal #al9791 Natl Mtg Assn Gtd Mtg Pool Federal Federal Natl Mtg Assn Gtd Mtg Pool #al6270 Natl Mtg Assn Gtd Mtg Pool Federal #al6887 Natl Mtg Assn Gtd Mtg Pool Federal #al6997 Natl Mtg Assn Gtd Mtg Pool Federal Federal Natl Mtg Assn Gtd Mtg Pool #al5540 Natl Mtg Assn Gtd Mtg Pool Federal #al5998 Natl Mtg Assn Gtd Mtg Pool Federal #al6260 Natl Mtg Assn Gtd Mtg Pool Federal Federal Natl Mtg Assn Gtd Mtg Pool #al5259 NatlMtg Assn Gtd Mtg Pool Federal #al5537 Natl Mtg Assn Gtd Mtg Pool Federal Federal Natl Mtg Assn Gtd Mtg Pool #al4741 NatlMtg Assn Gtd Mtg Pool Federal #al5097 NatlMtg Assn Gtd Mtg Pool Federal #al5110 NatlMtg Assn Gtd Mtg Pool Federal Federal Natl Mtg Assn Gtd Mtg Pool #al3594 NatlMtg Assn Gtd Mtg Pool Federal #al4221 NatlMtg Assn Gtd Mtg Pool Federal #al4324 NatlMtg Assn Gtd Mtg Pool Federal Federal Natl Mtg Assn Gtd Mtg Pool #al2301 NatlMtg Assn Gtd Mtg Pool Federal #al3484 NatlMtg Assn Gtd Mtg Pool Federal

2017 DETAILED LIST OF INVESTMENTS 47 FHLMC Gold U90720 FHLMC GoldU90608 FHLMC GoldU90598 FHLMC GoldSingleFamily FHLMC GoldSingleFamily FHLMC GoldQ50962 FHLMC GoldQ480944 FHLMC GoldQ45560 FHLMC GoldQ420193 FHLMC GoldQ410874 FHLMC GoldQ30868 FHLMC GoldQ20332 FHLMC GoldQ196154 FHLMC GoldQ196114 FHLMC GoldQ191344 FHLMC GoldQ12117 FHLMC GoldQ043384 FHLMC GoldQ03516 FHLMC GoldQ01485 FHLMC GoldPool#u9 0768 FHLMC GoldPool#q17792 FHLMC GoldPool# U FHLMC GoldPool W30008 FHLMC GoldPool Q45222 FHLMC GoldPool FHLMC GoldPol#v80006 3 FHLMC GoldJ176803 FHLMC GoldG608065 FHLMC GoldFgq36494 4 FHLMC GoldC910006 FHLMC GoldA95825 FHLMC GoldA60048 FHLMC GoldA39012 FHLMC Gold FHLMC Gold FHLMC Gold FHLMC Gold FHLMC Gold FHLMC Gold FHLMC Gold FHLMC Gold FHLMC Gold FHLMC Gold FHLMC Gold FHLMC Gold FHLMC Gold Asset Description Asset Government &Government AgencySecurities Interest 5.50% 4.00% 3.00% 3.00% 3.50% 3.50% 3.50% 3.50% 6.50% 7.00% 6.00% 6.00% 5.00% 4.00% 3.50% 3.50% 3.50% 4.00% 3.50% 3.50% 4.00% 3.00% 3.00% 4.00% 3.50% 3.50% 4.00% 4.00% 4.00% 3.50% 4.00% 4.50% 4.50% 3.50% 3.50% 4.00% 7.64% 3.50% 6.00% 3.00% 3.00% 5.00% 4.00% 6.00% 4.00% 5.50% Rate U.S. Securities Maturity Date Maturity 06/01/2035 12/01/2047 01/01/2047 01/01/2047 01/01/2045 12/01/2044 02/01/2044 09/01/2042 09/01/2039 03/01/2039 09/01/2037 10/01/2036 12/01/2035 02/01/2035 01/01/2043 12/01/2042 12/01/2042 09/01/2047 05/01/2047 01/01/2047 07/01/2046 06/01/2046 01/01/2045 07/01/2043 07/01/2043 07/01/2043 06/01/2043 10/01/2042 11/01/2041 09/01/2041 06/01/2041 01/01/2043 05/01/2043 04/01/2043 05/01/2025 01/01/2045 07/01/2028 04/01/2043 02/01/2022 12/01/2044 09/01/2045 11/01/2026 12/01/2040 05/01/2037 12,447,733 16,900,000 10,600,000 12,540,711 Par Value 1,596,012 5,264,666 1,051,296 1,378,776 1,096,423 7,917,645 5,980,405 6,538,138 3,236,669 6,450,243 1,281,317 4,732,681 1,667,887 377,660 653,457 392,105 401,755 146,838 330,052 369,677 736,665 176,412 135,451 705,567 905,997 569,987 384,639 108,119 212,074 499,572 214,286 500,746 318,421 381,675 186,585 48,216 61,406 41,067 70,362 56,654 16,827 67,273 FIXED INCOME 12,501,220 17,676,891 10,881,562 12,744,497 Cost Value Cost 1,681,797 5,534,480 1,051,625 1,432,850 1,158,097 8,332,085 5,996,290 6,582,066 3,340,849 6,796,943 1,372,210 5,589,633 1,726,002 376,303 651,721 415,080 428,497 162,600 389,668 373,258 838,416 195,459 118,898 733,955 950,730 591,496 400,235 111,870 220,756 516,081 222,054 550,195 322,476 373,504 184,398 46,302 65,134 43,560 74,633 60,093 16,826 72,003 12,845,065 17,672,381 10,885,426 12,612,983 1,671,123 5,414,604 1,053,363 1,380,683 1,146,668 8,143,140 6,171,598 6,747,228 3,398,211 6,881,957 1,323,914 5,433,922 1,717,807 Market 725,667 947,516 604,912 409,700 114,292 226,239 527,012 218,310 549,534 355,676 400,726 204,685 378,402 655,628 404,633 414,603 162,647 369,250 415,129 832,048 191,262 141,660 Value 63,277 42,318 72,492 58,369 18,982 70,357 54,569 48 2017 DETAILED LIST OF INVESTMENTS 1,228 79,818 79,181 69,034 84,861 85,740 65,070 23,023 11,211 Value Value 197,506 345,508 295,004 796,354 296,080 297,574 482,727 696,793 498,896 494,118 399,812 199,207 297,099 142,598 111,794 147,432 469,889 125,645 181,994 104,420 177,637 100,403 777,869 253,039 201,988 934,962 728,882 702,038 296,685 Market Market 2,251,550 1,413,965 1,634,403 5,926,259 1,841,752 8,273,726 1,193 11,928 80,000 81,504 71,059 87,351 88,258 67,041 23,889 97,580 400,000 200,000 300,000 957,401 144,661 116,065 788,824 252,755 201,988 934,522 729,125 713,508 300,150 200,000 350,000 299,850 800,000 299,400 299,925 499,875 699,950 499,850 500,000 151,787 457,601 128,550 185,962 102,866 183,532 1,657,195 1,073,729 6,019,807 1,814,238 8,381,143 Cost Value Cost Value 1,219 11,202 80,000 76,840 66,992 82,352 83,207 63,205 22,984 96,723 99,334 400,000 200,000 300,000 144,661 100,000 768,179 252,755 200,000 918,097 729,300 700,000 300,000 200,000 350,000 300,000 800,000 300,000 300,000 500,000 700,000 500,000 500,000 143,100 445,591 121,345 180,765 176,473 2,265,000 1,420,000 1,660,000 6,019,807 1,820,068 8,200,000 Par Value Value Par 02/26/2018 07/27/2018 07/26/2019 05/11/2018 04/06/2018 11/02/2018 07/01/2041 07/01/2041 10/01/2040 07/25/2046 12/25/2046 11/25/2028 11/25/2027 10/25/2046 06/25/2044 01/25/2023 01/13/2022 12/15/2037 02/26/2021 05/25/2021 05/25/2021 06/30/2021 06/30/2021 06/15/2022 06/30/2023 07/27/2023 07/26/2024 09/13/2018 05/25/2018 11/18/2020 01/01/2043 01/01/2043 02/01/2043 02/01/2043 02/01/2043 02/01/2043 08/01/2043 05/15/2024 01/15/2026 02/15/2026 05/15/2032 05/15/2035 10/15/2038 06/15/2040 Maturity Date U.S. Securities U.S. Rate 1.05% 1.00% 1.25% 0.00% 0.00% 0.00% 2.80% 2.80% 7.08% 3.50% 3.50% 2.75% 3.09% 3.50% 2.42% 2.62% 2.38% 4.00% 1.25% 1.25% 1.50% 1.25% 1.50% 1.75% 1.25% 1.00% 1.50% 1.10% 1.00% 1.80% 3.50% 3.50% 3.50% 3.50% 3.50% 3.50% 4.00% 3.50% 4.00% 3.00% 6.50% 4.50% 3.50% 3.00% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

Florida Hsg Fin Corp Rev Florida Hsg Fin Corp Rev Util Auth Util Rev Florida St Governmental Fing Corp Fed Book Entry Prin Fico Fing Corp Fed Book Entry Prin Fico Strips 0 Fing Corp Fed Strp FHLMC Tranche # Tr 00677 1 Tr # FHLMC Tranche 00694 Tr # FHLMC Tranche Fin Corp Prin Fico Strips FHLMC Tranche # Tr 00243 Tr # FHLMC Tranche 00670 Tr # FHLMC Tranche FHLMC Step Up 00150 Tr # FHLMC Tranche 00235 1 Tr # FHLMC Tranche FHLMC Step Up FHLMC Step Up FHLMC Step Up FHLMC Step Up FHLMC Step Up FHLMC Step Up FHLMC Step Up FHLMC Step Up FHLMC Multiclass Tranche 00839 FHLMC Multiclass Tranche 00074 FHLMC Preassign 4 FHLMC Ser 3857 Cl Ya FHLMC Multiclass Freddie Mac Fwls 2016 Mac Fwls FHLMC Multiclass Freddie Sc02 2a Mt 00494 FHLMC Multiclass Tranche FHLMC Multiclass Federal Home Loan Mtg FHLMC Multiclass Federal Corp Mac FHLMC Multiclass Freddie FHLMC Multiclass FHLMC Multiclass FHLMC Multiclass FHLMC Multiclass FHLMC Multiclass FHLMC Multiclass FHLMC Multiclass FHLMC Multiclass FHLMC Gold U91027 4 FHLMC Gold U95137 FHLMC Multiclass FHLMC Gold U90841 FHLMC Gold U90903 FHLMC Gold U90940 FHLMC Gold U90778 FHLMC Gold U90794

2017 DETAILED LIST OF INVESTMENTS 49 FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA Florida StTpk AuthTpk Rev Asset Description Asset Government &Government AgencySecurities Interest 6.00% 3.77% 3.59% 4.59% 5.50% 4.65% 4.49% 4.64% 4.78% 4.93% 4.70% 4.64% 5.00% 6.80% 7.00% 3.50% 3.00% 3.00% 2.50% 2.50% 3.00% 2.94% 4.00% 3.50% 2.68% 5.00% 5.33% 3.50% 3.50% 2.98% 4.50% 4.00% 4.00% 6.00% 4.50% 5.50% 6.00% 5.50% 6.00% 5.00% 2.41% 6.50% 3.50% 1.55% 7.00% 6.00% Rate U.S. Securities Maturity Date Maturity 02/01/2021 12/01/2020 09/01/2020 04/01/2020 02/01/2020 01/01/2020 12/01/2019 10/01/2019 08/01/2019 08/01/2019 07/01/2019 06/01/2019 05/01/2018 07/01/2039 08/01/2028 07/01/2028 05/01/2028 05/01/2028 10/01/2027 09/01/2027 09/01/2027 07/01/2027 01/01/2027 12/01/2026 12/01/2026 06/01/2026 04/01/2026 12/01/2025 10/01/2025 01/01/2025 09/01/2024 04/01/2024 04/01/2024 04/01/2024 12/01/2023 11/01/2023 11/01/2023 02/01/2023 02/01/2023 04/01/2022 04/01/2022 01/01/2022 10/01/2021 07/27/2021 04/01/2021 04/01/2021 11,047,511 Par Value 2,271,543 2,425,867 3,644,630 1,531,030 2,786,473 1,481,299 1,173,654 1,520,825 1,685,516 2,174,769 1,092,555 3,172,909 3,604,265 7,500,000 5,587,137 4,332,734 6,800,000 1,016,381 1,674,187 1,514,575 4,832,934 569,786 120,000 429,428 113,121 183,701 557,101 700,000 329,016 435,323 164,226 383,846 280,266 300,000 653,972 26,804 73,187 14,507 90,482 50,779 73,274 21,342 24,005 4,114 4,291 FIXED INCOME 11,537,745 Cost Value Cost 2,327,977 2,317,556 3,839,464 1,610,409 2,974,559 1,533,376 1,272,956 1,600,134 1,712,511 2,212,211 1,099,725 3,298,834 3,828,546 7,421,484 6,008,624 4,519,244 7,072,000 1,103,727 1,804,460 1,651,058 4,880,206 587,325 137,671 452,527 116,904 189,814 575,730 704,074 343,102 458,926 176,518 377,548 297,567 300,000 688,182 27,189 75,998 15,294 97,735 53,334 79,135 21,309 24,185 4,072 4,412 11,348,777 2,349,343 2,497,952 3,784,584 1,588,980 2,884,584 1,535,826 1,218,722 1,579,043 1,746,717 2,247,944 1,091,287 3,188,802 3,753,589 7,319,872 5,893,217 5,015,572 6,905,944 1,053,781 1,745,226 1,597,109 4,804,227 Market 443,634 115,464 187,496 568,995 701,514 339,696 449,453 169,746 400,382 289,364 292,863 675,088 580,054 128,162 Value 82,829 15,008 95,458 52,585 74,444 23,842 24,775 26,939 4,297 4,163 50 2017 DETAILED LIST OF INVESTMENTS 75,664 22,230 43,072 22,826 75,500 62,261 70,195 23,307 26,164 12,199 13,968 39,934 22,395 75,399 74,529 Value Value 723,059 875,471 534,683 218,475 180,397 493,369 223,338 331,350 389,748 459,676 122,045 727,155 435,556 140,097 200,666 319,804 383,754 187,963 149,895 111,456 210,504 438,286 339,209 Market Market 6,780,422 4,325,734 1,874,652 7,066,482 1,151,075 1,396,421 1,885,242 1,065,534 76,406 21,012 40,641 22,950 69,332 54,705 76,344 75,073 63,537 23,477 26,706 12,451 14,260 40,566 22,558 461,826 123,011 662,852 386,546 189,332 151,754 112,845 213,117 443,735 341,681 732,091 896,579 545,293 223,669 182,380 490,928 222,233 334,554 393,516 439,647 141,118 202,128 322,134 6,734,184 4,379,598 1,898,051 7,228,385 1,187,236 1,440,981 1,924,118 1,078,739 Cost Value Cost Value 70,890 21,101 41,143 20,088 69,506 57,316 73,873 74,387 61,893 23,263 25,333 11,811 13,527 38,480 22,352 441,761 107,668 656,289 383,014 187,602 146,843 109,193 206,221 429,377 338,559 708,402 857,714 507,717 214,294 170,988 462,186 209,222 310,401 365,106 435,630 139,828 200,281 319,191 6,456,746 4,237,883 1,836,634 6,619,929 1,152,307 1,368,088 1,825,158 1,043,914 Par Value Value Par 12/01/2031 04/01/2032 04/01/2033 04/01/2033 07/01/2033 07/01/2033 02/01/2034 03/01/2034 04/01/2034 08/01/2034 10/01/2029 10/01/2029 10/01/2029 10/01/2029 10/01/2029 10/01/2029 10/01/2029 10/01/2029 10/01/2029 11/01/2029 11/01/2029 11/01/2029 08/01/2030 02/01/2031 03/01/2031 04/01/2031 04/01/2031 05/01/2031 06/01/2031 11/01/2031 11/01/2031 12/01/2031 02/01/2029 02/01/2029 03/01/2029 03/01/2029 05/01/2029 05/01/2029 06/01/2029 07/01/2029 08/01/2029 09/01/2029 09/01/2029 09/01/2029 10/01/2029 10/01/2029 Maturity Date U.S. Securities U.S. Rate 4.50% 3.50% 3.27% 6.00% 3.31% 5.50% 6.00% 5.00% 5.00% 3.72% 3.00% 2.50% 3.00% 2.50% 2.50% 3.00% 3.00% 3.00% 3.00% 2.50% 3.00% 3.00% 3.00% 4.00% 3.00% 4.50% 4.00% 4.50% 4.50% 2.50% 4.50% 4.50% 7.00% 3.00% 2.50% 3.50% 3.50% 3.50% 2.50% 3.50% 3.50% 2.50% 2.50% 2.50% 3.00% 2.50% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA

2017 DETAILED LIST OF INVESTMENTS 51 FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA Asset Description Asset Government &Government AgencySecurities Interest 5.50% 4.50% 4.50% 4.50% 5.00% 5.00% 3.50% 5.50% 3.50% 2.93% 5.00% 5.00% 4.50% 3.50% 7.00% 6.00% 7.00% 5.00% 7.00% 6.00% 6.00% 6.00% 6.00% 6.00% 5.50% 5.50% 3.00% 5.50% 5.00% 5.50% 6.00% 5.50% 6.50% 6.00% 5.50% 4.00% 5.50% 5.00% 6.50% 5.50% 5.50% 6.00% 5.50% 5.50% 6.00% 5.00% Rate U.S. Securities Maturity Date Maturity 10/01/2035 09/01/2035 09/01/2035 08/01/2035 08/01/2035 07/01/2035 05/01/2035 05/01/2035 05/01/2035 04/01/2035 03/01/2035 03/01/2035 02/01/2035 09/01/2034 12/01/2037 11/01/2037 11/01/2037 10/01/2037 10/01/2037 08/01/2037 08/01/2037 08/01/2037 08/01/2037 08/01/2037 08/01/2037 06/01/2037 05/01/2037 05/01/2037 04/01/2037 04/01/2037 04/01/2037 04/01/2037 12/01/2036 12/01/2036 09/01/2036 06/01/2036 05/01/2036 05/01/2036 04/01/2036 04/01/2036 03/01/2036 03/01/2036 01/01/2036 12/01/2035 11/01/2035 10/01/2035 12,480,624 Par Value 5,908,606 1,367,747 5,116,454 7,586,982 721,546 248,560 125,887 343,672 190,274 130,482 199,931 103,868 147,668 273,440 302,432 805,648 286,466 315,388 322,309 315,353 368,284 282,666 232,190 490,592 28,090 13,432 37,993 37,986 10,233 10,971 10,279 10,699 20,795 86,524 37,803 42,803 90,291 12,749 10,314 43,249 33,851 39,858 12,094 6,834 1,665 FIXED INCOME 12,747,787 Cost Value Cost 6,167,108 1,435,707 5,580,133 8,588,700 797,890 271,941 117,941 379,710 192,147 141,838 210,053 116,219 149,762 312,405 292,130 877,020 316,052 317,212 345,173 305,867 360,889 277,344 265,277 534,657 25,507 12,587 37,518 39,484 11,883 12,146 11,936 12,424 23,758 85,781 37,251 46,976 95,793 12,338 10,510 42,688 34,295 38,752 12,056 6,790 1,611 12,679,377 6,130,711 1,423,223 5,467,223 8,411,922 Market 113,242 165,082 310,997 334,096 874,305 316,642 101,516 356,721 340,510 341,312 407,966 310,585 264,141 532,908 795,649 265,598 134,511 373,304 209,019 142,117 208,020 Value 11,530 12,292 11,217 11,741 23,643 97,232 41,908 47,446 14,049 11,433 47,340 37,805 44,144 12,927 29,983 14,534 40,149 40,804 7,041 1,839 52 2017 DETAILED LIST OF INVESTMENTS 4,367 1,783 8,125 7,686 2,225 1,529 3,115 15,395 82,361 33,909 65,638 69,020 20,951 64,112 49,448 10,350 85,092 56,786 13,807 Value Value 252,073 260,205 149,318 180,345 489,630 572,855 308,578 561,156 665,330 656,971 157,516 141,544 140,966 383,597 257,367 318,891 189,653 192,305 Market Market 1,025,698 1,475,553 9,272,861 6,192,040 2,724,036 2,592,343 2,263,411 1,008,541 1,160,439 3,446 4,429 2,012 7,857 8,193 2,346 1,733 34,402 11,243 82,842 55,840 14,022 15,550 83,685 64,404 68,448 19,230 63,467 48,807 575,512 972,821 317,153 572,985 129,775 389,847 258,689 324,255 194,420 194,500 255,737 265,482 145,071 183,159 498,160 993,377 584,440 583,885 161,688 142,058 1,413,574 9,260,286 6,169,032 2,634,779 2,494,826 2,272,631 1,139,973 Cost Value Cost Value 9,682 2,968 4,094 1,732 7,566 7,055 2,020 1,493 31,799 74,111 49,947 12,910 14,373 77,352 58,153 62,323 19,455 57,829 42,030 545,186 988,577 285,643 519,862 126,186 337,530 238,767 296,377 180,122 185,680 230,849 241,011 138,368 168,229 456,765 971,666 618,251 596,276 142,732 132,687 1,421,850 8,827,202 5,891,048 2,543,760 2,434,719 2,154,153 1,104,759 Par Value Value Par 11/01/2040 12/01/2040 01/01/2041 02/01/2041 02/01/2041 02/01/2041 02/01/2041 04/01/2041 06/01/2041 09/01/2041 11/01/2038 11/01/2038 12/01/2038 02/01/2039 04/01/2039 05/01/2039 06/01/2039 06/01/2039 07/01/2039 07/01/2039 08/01/2039 12/01/2039 01/01/2040 06/01/2040 06/01/2040 07/01/2040 08/01/2040 09/01/2040 10/01/2040 11/01/2040 11/01/2040 11/01/2040 01/01/2038 02/01/2038 02/01/2038 02/01/2038 03/01/2038 03/01/2038 03/01/2038 04/01/2038 06/01/2038 07/01/2038 08/01/2038 08/01/2038 09/01/2038 11/01/2038 Maturity Date U.S. Securities U.S. Rate 4.00% 4.00% 4.00% 5.00% 4.00% 4.00% 4.50% 4.50% 4.50% 5.00% 7.00% 7.00% 6.00% 7.00% 5.00% 4.50% 6.00% 4.00% 6.00% 4.50% 4.00% 4.00% 4.50% 5.00% 5.00% 5.00% 4.50% 4.50% 4.50% 4.00% 4.50% 4.00% 6.00% 7.00% 5.00% 7.00% 5.00% 5.50% 5.50% 5.00% 5.50% 5.50% 7.00% 4.50% 7.00% 7.00% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA

2017 DETAILED LIST OF INVESTMENTS 53 FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA Asset Description Asset Government &Government AgencySecurities Interest 3.00% 4.00% 4.50% 3.00% 3.00% 4.00% 3.00% 3.50% 4.00% 4.00% 3.50% 3.50% 4.50% 4.50% 4.00% 4.00% 4.00% 4.00% 4.00% 4.00% 4.00% 4.00% 4.00% 4.00% 4.00% 4.00% 3.50% 3.50% 3.50% 3.00% 3.50% 3.00% 3.00% 3.50% 4.00% 3.50% 4.00% 4.00% 4.00% 4.00% 4.00% 2.50% 4.00% 4.50% 4.00% 3.50% Rate U.S. Securities Maturity Date Maturity 09/01/2042 09/01/2042 09/01/2042 09/01/2042 08/01/2042 08/01/2042 08/01/2042 07/01/2042 07/01/2042 06/01/2042 05/01/2042 04/01/2042 11/01/2041 10/01/2041 06/01/2043 06/01/2043 06/01/2043 06/01/2043 06/01/2043 06/01/2043 06/01/2043 06/01/2043 06/01/2043 06/01/2043 06/01/2043 06/01/2043 05/01/2043 05/01/2043 05/01/2043 04/01/2043 04/01/2043 04/01/2043 03/01/2043 01/01/2043 01/01/2043 12/01/2042 12/01/2042 12/01/2042 12/01/2042 11/01/2042 10/01/2042 10/01/2042 10/01/2042 09/01/2042 09/01/2042 09/01/2042 13,948,679 Par Value 5,263,912 3,114,018 1,423,041 5,581,392 4,542,238 5,813,946 4,206,110 3,604,092 5,363,622 1,150,493 1,422,136 3,960,409 865,642 809,547 835,120 320,911 726,363 904,905 395,160 241,844 177,623 137,392 126,353 289,464 237,669 442,475 606,841 380,752 281,111 351,416 507,583 245,457 667,933 749,845 56,844 53,978 53,799 64,947 57,384 68,752 61,424 61,184 46,148 54,413 8,198 FIXED INCOME 14,088,710 Cost Value Cost 5,517,649 3,228,847 1,537,217 5,744,474 4,765,092 6,033,786 4,191,651 3,614,792 5,629,288 1,237,499 1,451,134 4,156,573 908,112 849,012 918,502 338,962 741,117 959,624 422,682 251,404 184,478 142,673 130,776 300,409 247,065 454,781 608,548 390,747 290,687 362,013 553,265 267,931 712,288 786,400 63,283 55,884 55,834 67,322 59,482 71,470 63,669 68,383 51,282 59,311 8,869 14,378,688 5,292,358 3,130,846 1,493,936 5,611,532 4,690,406 5,990,940 4,340,621 3,623,554 5,633,144 1,212,120 1,379,085 4,159,420 Market 256,310 187,884 146,021 133,469 305,762 251,955 443,629 625,544 382,810 290,532 361,782 533,089 258,690 705,173 774,924 870,314 835,873 874,777 336,093 750,057 969,063 423,078 Value 56,919 57,033 68,852 60,834 72,886 65,117 64,259 48,467 58,238 59,700 8,737 54 2017 DETAILED LIST OF INVESTMENTS 8,847 77,509 75,007 72,326 16,939 14,639 Value Value 200,921 746,169 275,978 321,956 326,090 103,106 806,182 388,003 233,572 581,759 708,765 562,282 591,165 365,960 753,836 381,911 372,714 193,823 455,535 926,599 236,512 531,186 955,002 393,254 618,851 Market Market 5,717,157 8,734,243 3,079,705 3,244,178 1,102,363 5,840,464 1,278,013 1,921,249 6,745,842 1,070,813 5,727,914 13,232,975 13,199,972 20,118,011 10,435,342 8,984 77,432 17,263 14,933 78,950 71,059 239,735 599,321 462,386 943,633 244,434 528,400 975,997 397,490 629,895 204,750 759,906 283,017 328,771 332,647 104,716 817,352 395,556 695,874 553,529 598,710 358,582 772,035 374,074 374,963 196,764 5,841,249 8,737,800 3,129,415 3,336,809 1,113,924 5,823,442 1,236,326 1,932,596 6,534,061 1,052,058 5,822,613 Cost Value Cost Value 13,366,356 13,462,320 19,556,590 10,258,100 8,304 69,001 15,893 13,748 72,431 96,736 68,470 227,371 566,315 427,391 865,285 221,898 502,864 883,255 369,007 577,885 188,492 696,962 256,559 297,909 306,257 767,692 364,175 672,140 533,763 573,700 347,085 731,787 362,080 349,615 181,872 5,461,504 8,700,754 2,853,841 3,158,058 1,049,943 5,669,308 1,239,813 1,804,091 6,711,012 1,013,726 5,464,837 Par Value Value Par 13,210,003 12,609,230 20,011,908 10,381,379 09/01/2044 09/01/2044 10/01/2044 10/01/2044 01/01/2045 02/01/2045 02/01/2045 02/01/2045 02/01/2045 04/01/2045 09/01/2043 09/01/2043 09/01/2043 10/01/2043 10/01/2043 10/01/2043 10/01/2043 11/01/2043 11/01/2043 11/01/2043 11/01/2043 12/01/2043 12/01/2043 01/01/2044 01/01/2044 02/01/2044 03/01/2044 05/01/2044 05/01/2044 06/01/2044 06/01/2044 09/01/2044 06/01/2043 07/01/2043 07/01/2043 07/01/2043 07/01/2043 07/01/2043 07/01/2043 08/01/2043 08/01/2043 08/01/2043 08/01/2043 09/01/2043 09/01/2043 09/01/2043 Maturity Date U.S. Securities U.S. Rate 4.00% 3.00% 3.50% 4.50% 4.50% 3.00% 3.50% 3.50% 4.00% 3.50% 4.50% 3.50% 4.50% 4.50% 4.50% 4.00% 4.50% 4.50% 4.50% 4.50% 4.50% 4.50% 4.50% 5.00% 4.50% 4.50% 4.50% 4.50% 4.50% 4.00% 4.50% 4.00% 4.00% 3.00% 4.00% 4.00% 4.00% 3.00% 3.50% 4.00% 3.00% 3.50% 4.00% 4.50% 4.00% 4.50% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA

2017 DETAILED LIST OF INVESTMENTS 55 FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA Asset Description Asset Government &Government AgencySecurities Interest 4.00% 3.50% 3.50% 3.50% 3.50% 3.50% 4.00% 3.50% 3.50% 4.00% 3.50% 4.00% 3.00% 3.50% 4.00% 4.50% 4.00% 4.00% 4.00% 4.50% 4.00% 3.50% 4.50% 3.00% 3.00% 3.50% 3.00% 3.00% 3.50% 4.50% 5.00% 3.50% 3.00% 3.00% 3.50% 4.50% 3.00% 4.00% 3.00% 3.50% 3.50% 3.50% 3.50% 4.00% 4.00% 4.00% Rate U.S. Securities Maturity Date Maturity 01/01/2046 01/01/2046 01/01/2046 12/01/2045 12/01/2045 11/01/2045 09/01/2045 09/01/2045 07/01/2045 07/01/2045 07/01/2045 07/01/2045 06/01/2045 06/01/2045 05/01/2047 04/01/2047 04/01/2047 04/01/2047 04/01/2047 03/01/2047 03/01/2047 02/01/2047 02/01/2047 02/01/2047 01/01/2047 01/01/2047 01/01/2047 01/01/2047 12/01/2046 12/01/2046 11/01/2046 11/01/2046 11/01/2046 10/01/2046 07/01/2046 07/01/2046 07/01/2046 07/01/2046 06/01/2046 06/01/2046 04/01/2046 03/01/2046 02/01/2046 02/01/2046 01/01/2046 01/01/2046 10,606,654 32,477,850 17,253,714 16,647,106 18,444,028 17,932,033 18,025,428 Par Value 1,738,086 5,974,900 5,604,373 1,131,475 7,546,674 6,138,880 3,863,971 1,101,958 2,291,864 1,987,533 1,131,154 1,341,847 8,458,346 2,839,464 2,734,335 9,177,102 1,351,385 6,154,387 3,003,921 141,611 256,569 170,642 169,096 179,564 292,730 897,834 672,611 750,910 397,394 715,175 663,346 186,113 888,486 444,372 341,771 753,836 968,104 756,904 60,783 FIXED INCOME 10,978,715 34,320,805 18,550,542 16,574,925 18,969,250 18,646,513 18,997,111 Cost Value Cost 1,821,413 6,251,239 5,966,906 1,192,116 7,493,611 6,636,705 4,107,884 1,113,666 2,287,835 1,982,020 1,155,545 1,380,216 9,100,651 3,105,886 2,816,151 9,661,475 1,429,089 6,601,594 3,213,843 147,939 263,905 175,788 174,988 183,155 316,514 957,737 712,968 798,780 418,630 774,513 661,454 189,603 909,310 490,615 371,035 782,341 992,457 774,171 64,990 10,895,897 33,987,226 18,371,064 16,655,562 18,453,397 17,941,179 18,858,022 1,785,482 6,137,836 5,864,332 1,167,546 7,558,824 6,536,913 4,067,436 1,135,270 2,299,537 1,992,213 1,162,001 1,378,439 9,006,108 3,074,211 2,735,724 9,427,353 1,388,237 6,437,396 3,142,330 Market 707,924 785,844 415,841 764,344 664,907 191,188 914,954 473,150 357,906 754,221 994,504 777,544 148,177 264,745 176,250 174,485 184,979 308,142 927,422 Value 63,699 56 2017 DETAILED LIST OF INVESTMENTS 44,503 18,946 38,933 84,530 92,223 Value Value 948,472 140,572 377,792 756,409 303,912 713,642 295,316 297,436 441,365 238,999 762,079 592,349 122,797 336,464 295,554 763,290 231,892 Market Market 2,784,874 2,561,965 7,309,937 2,545,414 6,815,869 1,432,272 1,061,906 1,463,039 3,273,156 3,768,654 1,073,278 8,500,724 1,721,568 4,086,445 3,108,045 3,487,828 4,858,667 1,295,283 2,307,200 12,130,572 17,948,833 24,435,912 20,580,282 10,891,597 87,275 93,434 41,527 17,571 38,909 725,990 300,000 300,000 444,978 238,572 770,000 600,000 300,000 348,450 232,734 957,998 151,463 385,864 758,574 300,270 126,471 342,087 2,807,338 2,620,251 4,909,781 2,680,990 6,891,383 1,502,749 1,067,828 1,468,035 3,454,528 3,771,688 1,085,231 8,586,294 1,734,230 4,080,366 3,107,165 3,481,155 4,804,804 1,309,350 2,352,539 Cost Value Cost Value 12,133,133 18,500,154 24,435,734 20,767,483 10,917,764 79,921 93,216 40,171 16,825 34,624 718,808 300,000 300,000 445,000 240,000 770,000 600,000 300,000 780,000 230,000 956,210 129,594 382,050 762,471 300,000 120,880 230,000 2,820,000 2,634,000 7,590,000 1,810,000 6,646,717 1,303,373 1,055,622 1,305,238 2,859,783 3,700,000 1,025,617 8,121,227 1,644,794 3,957,318 2,969,146 3,486,057 4,593,778 1,204,433 2,077,154 Par Value Value Par 11,600,000 18,600,000 23,800,000 19,664,431 10,404,838 12/25/2026 07/27/2020 08/24/2022 04/05/2022 02/25/2023 06/25/2025 06/28/2019 10/28/2019 05/06/2021 11/25/2019 10/09/2019 11/15/2030 04/24/2026 03/01/2057 02/01/2019 02/25/2022 12/25/2022 11/25/2027 04/25/2042 03/25/2047 03/18/2027 11/20/2026 04/25/2035 02/25/2044 06/25/2039 07/25/2042 02/25/2021 09/25/2026 02/25/2022 06/01/2047 06/01/2047 08/01/2047 08/01/2047 09/01/2047 10/01/2047 11/01/2047 12/01/2047 02/01/2056 04/01/2056 09/01/2056 12/25/2049 09/25/2039 05/15/2030 Maturity Date U.S. Securities U.S. Rate 4.00% 2.60% 1.00% 1.50% 1.88% 2.26% 2.71% 1.20% 1.35% 1.25% 1.25% 0.00% 6.63% 2.13% 3.50% 0.00% 6.50% 2.00% 3.14% 5.50% 3.00% 7.00% 7.50% 5.50% 2.50% 6.50% 6.50% 2.13% 2.42% 2.72% 3.00% 3.50% 4.00% 4.00% 4.00% 4.00% 3.50% 4.00% 4.00% 3.00% 4.00% 4.50% 5.50% 6.00% 4.00% 7.25% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

FNMA Tranche # Tr 00445 # Tr FNMA Tranche 00648 FNMA Tranche 00653 FNMA Tranche FNMA Tranche FNMA Tranche FNMA Tranche FNMA Step Up FNMA Step Up FNMA Single Family Mortgage FNMA Single Family Mortgage FNMA Single Family FNMA Sr 2017 M7 Cl A1 FNMA Ser 2017 M1 Cl A1 Var FNMA Series 2012 M2 Class A2 Mortgage FNMA Single Family FNMA Ser 2012 28 Cl B FNMA Ser 2013 9 Cl Bc Rt FNMA Ser 2016 M1 Cl Asq2 Var FNMA Remic Tr 2005 29 Cl Za Tr FNMA Remic 2014 92 Cl Bd Tr FNMA Remic FNMA Remic Tr FNMA Remic 1996 G3 Cl Z Tr FNMA Remic FNMA Remic FNMA Remic FNMA Remic FNMA Prin Strip FNMA Remic FNMA Dtd 11/ 03/ 2000 Mae FNMA Fannie Bf0145 FNMA Fn FNMA 7 25 FNMA Bd FNMA Cap FNMA FNMA 2009 W1 Cl A 6 FNMA 2011 27 Cl Jq 4 FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA FNMA

2017 DETAILED LIST OF INVESTMENTS 57 GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA 01 2017 Freddie MacSeasonedCrRiskTransfer Tr 07 Freddie MacGoldPool Q37907 FNMA Tranche 540 FNMA Tranche 00689 FNMA Tranche 00679 FNMA Tranche 00661.75 FNMA Tranche 00658 Asset Description Asset Government &Government AgencySecurities Interest 5.00% 6.00% 3.00% 3.50% 3.50% 3.50% 3.50% 3.00% 4.00% 1.88% 1.88% 1.25% 0.75% 1.59% 4.50% 4.50% 4.00% 4.00% 5.00% 4.00% 4.00% 5.50% 3.00% 5.50% 5.50% 4.50% 5.50% 6.00% 6.00% 4.00% 6.50% 1.89% 5.50% 5.50% 6.00% 5.00% 3.40% 6.00% 5.50% 4.50% 5.00% 5.50% 5.50% 5.50% 5.50% Rate U.S. Securities Maturity Date Maturity 11/15/2033 12/16/2029 01/20/2027 12/20/2026 03/20/2026 02/20/2026 09/15/2018 08/25/2056 12/01/2045 09/18/2018 09/24/2026 08/17/2021 07/27/2018 03/21/2018 04/20/2041 04/20/2041 02/15/2041 12/15/2040 11/20/2040 10/15/2040 10/15/2040 03/15/2040 09/16/2039 09/15/2039 08/15/2039 06/15/2039 02/15/2039 01/15/2039 12/15/2038 09/20/2038 08/15/2038 06/16/2038 06/15/2038 04/15/2038 11/15/2037 03/20/2037 01/15/2037 10/15/2036 07/20/2035 06/20/2035 05/15/2034 03/15/2034 03/15/2034 01/15/2034 12/15/2033 14,090,000 Par Value 2,856,122 1,072,951 2,000,000 4,620,000 3,386,590 2,229,379 2,143,418 2,965,500 6,197,211 168,467 164,036 142,195 491,574 212,564 300,000 245,183 117,355 238,346 221,821 148,858 275,798 148,014 590,735 200,058 160,876 714,718 146,409 217,880 215,273 278,639 551,131 116,157 64,945 95,000 17,059 81,183 41,313 59,304 26,820 12,059 38,745 77,177 67,756 2,340 FIXED INCOME 14,110,907 Cost Value Cost 3,028,382 1,090,596 1,917,340 4,601,289 3,728,424 2,224,154 2,200,352 3,050,294 6,530,312 167,624 172,337 150,853 520,190 227,377 298,950 267,595 125,680 272,757 227,289 151,672 286,744 164,111 616,949 204,372 165,853 692,048 149,017 209,778 220,855 282,731 559,225 117,863 64,874 95,376 18,334 86,155 43,650 59,684 27,557 12,280 42,777 86,291 68,751 2,462 14,092,903 2,929,893 1,072,456 1,885,274 4,476,900 3,591,821 2,338,886 2,243,451 3,111,165 6,282,485 Market 260,042 122,649 262,100 224,388 157,849 303,386 169,368 660,453 203,398 181,727 777,048 165,179 229,935 233,554 308,044 612,395 128,050 182,753 169,959 147,169 508,765 222,310 298,456 Value 18,604 90,479 45,312 58,869 29,420 13,266 43,325 83,720 75,282 71,316 95,083 2,424 58 2017 DETAILED LIST OF INVESTMENTS 26,187 70,395 42,133 85,639 Value Value 762,701 721,765 796,109 542,259 495,807 420,023 191,824 152,487 805,418 963,039 122,299 158,720 581,673 401,970 924,110 548,341 542,178 414,799 295,889 203,368 222,570 468,177 537,857 518,829 927,692 110,880 Market Market 7,167,477 4,831,914 5,795,878 1,239,427 4,533,846 7,249,244 4,518,619 3,293,669 7,766,617 3,470,019 2,523,056 1,388,694 1,198,813 14,719,312 26,015 87,255 71,758 42,369 198,062 139,186 728,767 947,929 116,730 156,045 554,345 521,586 932,227 113,715 789,321 739,842 796,071 559,163 502,615 415,910 587,138 399,652 930,703 560,573 554,618 412,606 299,080 205,622 225,216 474,660 7,171,714 5,353,508 5,884,539 1,245,821 4,536,011 7,390,265 4,644,148 3,285,823 7,921,141 3,602,678 2,635,747 1,400,261 1,214,860 Cost Value Cost Value 14,787,720 23,254 81,511 70,389 39,731 196,374 144,189 751,912 847,310 112,494 146,003 511,801 501,299 895,061 116,482 756,738 711,926 796,071 538,794 506,696 420,409 534,977 357,231 831,913 542,107 551,515 409,027 285,007 191,778 211,470 446,017 7,166,116 4,683,313 5,556,205 1,196,153 4,488,756 7,407,627 4,527,412 3,298,283 7,850,000 3,523,499 2,602,403 1,403,503 1,186,891 Par Value Value Par 14,224,444 03/16/2046 07/20/2067 11/20/2062 12/20/2034 02/20/2037 05/20/2038 07/20/2038 05/20/2040 07/20/2040 09/20/2045 09/20/2045 05/20/2046 01/20/2047 04/20/2047 10/20/2047 10/20/2047 11/20/2047 10/16/2051 01/16/2052 11/16/2055 01/20/2061 03/20/2061 02/20/2061 03/20/2061 03/16/2046 12/16/2043 04/20/2041 12/16/2045 06/16/2037 08/16/2038 05/20/2041 06/20/2041 11/20/2041 09/15/2042 12/20/2042 10/16/2043 01/20/2044 06/15/2044 12/16/2044 04/15/2045 05/15/2045 05/20/2045 06/20/2045 07/20/2045 Maturity Date U.S. Securities U.S. Rate 2.39% 1.74% 4.46% 4.50% 5.00% 6.00% 6.00% 5.00% 5.00% 4.00% 4.00% 3.50% 4.00% 3.50% 3.50% 3.50% 3.00% 2.00% 2.60% 2.85% 4.81% 4.39% 1.69% 1.74% 2.89% 2.38% 3.00% 1.75% 1.35% 1.79% 5.00% 6.00% 6.00% 3.00% 2.00% 2.62% 3.00% 4.00% 2.40% 3.50% 4.00% 5.00% 4.00% 3.00% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

GNMA II GNMA II GNMA II GNMA II GNMA II GNMA II GNMA 2017 H15 Remic Passthru Secs Cl Fn Secs Passthru GNMA 2017 H15 Remic GNMA I & II - Single Issuer Gold Pool# Aa1688 GNMA 2013 159 Cl A Secs Cl Mx Passthru GNMA 2013 176 Remic Ah GNMA 2012 147 Remic Passthru Secs Cl Mx Passthru GNMA 2012 147 Remic Ad Cl A Passthru GNMA 2013 057 Remic GNMA 2012 053 Remic Passthru Ctf Cl Ac Passthru GNMA 2012 053 Remic 3 Ctf Cl Pa Passthru GNMA 2012 130 Remic GNMA 2011 H06 Remic Passthru Ctf Cl Fa Passthru GNMA 2011 H06 Remic GNMA 2011 H09 Cl Af Var Cl B GNMA 2012 033 Remic GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA GNMA

2017 DETAILED LIST OF INVESTMENTS 59 I/O FHLMCMulticlass 3773ClIa I/O FHLMCMulticlass I/O FHLMCMulticlass I/O FHLMCMulticlass I/O FHLMCMulticlass I/O FHLMCMulticlass I/O FHLMCMulticlass I/O FHLMCMulticlass I/O FHLMCMulticlass I/O FHLMCMulticlass I/O FHLMCMulticlass Thr Tr I/O Federal MtgAssnGtdRemic Natl Pass fltg Rt I/O Federal AssnRemic NationalMortgage I/O Federal HomeLnMtgCorp I/O Federal HomeLnMtgCorp I/O Fed HomeLnMtgCorp I/O Fannie Mae &Cnty Honolulu HawaiiCity Hlth Care AuthFor BaptistAlaTaxable SerA Helios LeasingILLC Grand River DamAuthOklaRev Government MtgAssnRemic Natl GNMA Ser201417ClAm GNMA Ser152ClAb GNMA Remic GNMA Remic GNMA Remic GNMA IIJumbos GNMA IIJumbos GNMA IIJumbos GNMA II GNMA II GNMA II GNMA II GNMA II GNMA II GNMA II GNMA II GNMA II GNMA II GNMA II GNMA II GNMA II GNMA II Asset Description Asset Government &Government AgencySecurities - Interest 4.54% 4.88% 4.70% 4.72% 3.50% 4.00% 3.50% 3.50% 3.50% 5.50% 3.50% 4.00% 3.50% 4.00% 3.50% 4.52% 4.47% 4.77% 4.52% 4.47% 4.75% 4.55% 3.50% 3.00% 1.71% 0.00% 5.10% 1.83% 4.72% 3.50% 1.47% 6.48% 5.50% 1.48% 4.36% 1.90% 2.52% 2.20% 3.23% 2.68% 3.12% 4.00% 3.50% 3.00% Rate U.S. Securities Maturity Date Maturity 04/20/2063 06/20/2061 05/20/2061 04/20/2061 11/20/2047 08/20/2047 08/20/2045 07/20/2045 06/20/2045 06/20/2043 04/20/2043 02/20/2043 11/20/2042 09/20/2040 06/15/2025 05/15/2044 02/15/2044 09/15/2042 08/15/2042 10/15/2041 01/15/2040 05/15/2038 10/15/2032 09/15/2031 10/25/2021 03/25/2042 03/25/2042 04/15/2041 05/15/2039 10/15/2027 08/25/2055 12/01/2035 11/15/2043 12/04/2024 06/01/2034 02/16/2053 06/16/2048 10/16/2046 06/16/2054 05/16/2050 03/16/2046 18,900,000 11,000,000 Par Value 3,826,230 1,690,220 1,819,524 1,493,521 5,288,265 2,151,204 1,927,188 1,061,201 2,524,121 2,978,812 9,400,000 199,567 253,664 749,436 232,634 547,970 602,678 381,600 107,646 486,308 741,624 411,239 474,302 474,917 292,705 693,322 729,158 944,011 771,435 444,953 789,312 480,000 500,000 408,889 650,000 658,919 638,411 679,559 231,476 91,652 67,429 93,809 FIXED INCOME 19,726,875 11,381,562 Cost Value Cost 4,308,963 1,838,660 1,983,038 1,606,778 5,589,861 2,256,098 3,135,113 9,473,438 207,565 267,972 781,619 262,004 569,590 627,146 396,983 112,118 172,196 443,554 131,731 139,946 189,055 107,901 404,254 556,639 483,750 380,267 695,500 671,068 663,948 680,090 252,309 96,206 13,994 76,611 95,424 73,434 33,661 77,687 62,372 55,809 48,839 98,983 19,701,776 11,371,250 3,974,802 1,716,131 1,841,504 1,509,159 5,538,082 2,227,253 2,966,983 9,485,192 Market 122,342 367,628 101,149 116,943 141,695 246,531 538,589 574,870 394,594 684,879 632,234 658,538 668,862 240,908 206,510 262,631 775,930 253,676 569,531 616,732 392,749 Value 88,360 60,831 71,726 74,399 27,316 34,822 61,413 35,475 50,020 40,457 93,964 95,825 4,543 60 2017 DETAILED LIST OF INVESTMENTS 4,682 9,179 2,856 9,282 7,831 67,062 83,207 89,580 77,308 11,107 22,624 82,005 62,055 80,488 16,786 91,717 20,973 10,775 96,836 22,078 17,263 41,331 78,629 39,480 47,186 52,155 74,188 Value Value 137,291 587,835 183,333 104,751 283,078 640,321 244,414 285,025 102,802 141,519 150,158 272,584 195,423 136,492 Market Market 6,786,099 3,361 7,915 11,198 47,195 32,978 33,509 41,586 79,142 19,057 16,063 27,157 19,983 22,994 12,176 10,229 40,788 42,025 116,549 108,555 318,639 237,414 230,602 203,270 373,167 110,787 235,291 138,327 104,673 111,865 138,605 109,428 140,731 949,037 237,976 252,873 129,082 116,278 117,101 156,819 130,080 1,049,159 5,731,576 Cost Value Cost Value 61,572 88,242 44,078 91,142 56,552 50,750 81,572 503,315 483,809 215,000 315,000 219,512 958,160 184,495 739,389 268,071 231,437 350,370 307,348 520,303 753,032 511,944 100,464 222,826 905,842 106,487 173,565 580,809 754,087 278,717 1,354,108 5,050,000 1,329,595 2,010,328 1,007,686 2,001,507 1,123,364 3,744,096 1,540,743 1,083,012 Par Value Value Par 13,201,134 17,579,850 04/16/2045 04/20/2040 08/16/2042 08/20/2044 11/16/2055 07/01/2035 05/15/2022 09/18/2033 12/25/2039 07/25/2042 09/25/2041 04/25/2032 07/25/2038 11/25/2041 04/25/2042 11/25/2039 01/25/2038 12/25/2042 08/25/2045 03/20/2042 06/16/2043 04/20/2037 01/20/2040 03/20/2039 10/16/2026 10/20/2062 06/16/2054 05/20/2043 02/15/2038 01/25/2020 09/25/2027 01/25/2038 08/25/2044 01/25/2039 01/25/2039 01/25/2039 04/25/2027 02/25/2041 12/25/2042 04/25/2040 05/25/2034 09/25/2027 Maturity Date U.S. Securities U.S. Rate 4.00% 4.98% 4.61% 4.70% 0.84% 7.10% 0.00% 5.50% 3.50% 5.05% 4.60% 3.00% 6.00% 4.00% 4.00% 4.50% 6.00% 4.60% 4.60% 4.55% 4.66% 4.75% 5.15% 5.00% 4.00% 1.76% 0.79% 3.50% 1.90% 1.18% 3.00% 5.00% 1.80% 5.00% 5.00% 5.50% 3.00% 5.10% 4.60% 4.93% 5.00% 4.00% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

Israel St U S Govt Gtd Israel St U S Govt Israel(state Of) Israel Aid I/O GNMA Remic I/O GNMA Remic Illinois St I/O GNMA Gtd Remic Passthru Secs 2010 Secs 2010 Passthru I/O GNMA Gtd Remic 042 Cl BS I/O GNMA Remic I/O GNMA 2013 057 Remic Passthru I/O GNMA 2013 057 Remic Cl Ai I/O GNMA 2013 69 Remic Thru Ctf Cloi Pass I/O GNMA 2015 167 Remic I/O GNMA 2011 141 Remic Passthru Secs Passthru I/O GNMA 2011 141 Remic Clwi 4 I/O GNMA 2012 H27 Cl Ai I/O GNMA 2010 085 Remic Passthru Ctf Cl Passthru I/O GNMA 2010 085 Remic Rt Hs Var Cl GS I/O GNMA 2010 31 Remic I/O GNMA I/O GNMA Ctf Cl Ib Passthru I/O GNMA 2007 017 Remic I/O FNMA Tranche I/O FNMA Tranche I/O FNMA Strip Tr 409 Cl C 22 I/O FNMA Strip Tr Tr Secs Smbs I/O FNMA Stripped Mtg Backed 407 Cl 41 I/O FNMA Smbs Tr 000390 Cl I/O FNMA Smbs Tr 409 Cl I/O FNMA Strip Tr 409 Cl C 18 4 I/O FNMA Strip Tr I/O FNMA Remic Tr 2012 75 Cl NS Var Rate 2012 75 Cl NS Var Tr I/O FNMA Remic Rate 2013 126 Cl Cs Var Tr I/O FNMA Remic 2013 26 Cl Hi Tr I/O FNMA Remic I/O FNMA Remic Tr 2011 90 Cl Qi 5 Tr I/O FNMA Remic 2012 101 Cl Bi Tr I/O FNMA Remic 2012 118 Cl Ci Tr I/O FNMA Remic I/O FNMA Remic 2012 133 Cl Cs 2012 133 Cl I/O FNMA Remic Rate 2010 27 Cl As Var Tr I/O FNMA Remic I/O FNMA FNMA Strip Tr 409 Cl C 2 3 04 01 409 Cl C 2 3 04 Tr I/O FNMA FNMA Strip 2027 I/O FNMA Remic I/O FNMA 407 Cl Var I/O FNMA 407 Cl 23 Var I/O FNMA 407 Cl 27 I/O FNMA I/O FNMA I/O FNMA I/O FHLMC Multiclass FHLMC #90 0121 I/O FHLMC Multiclass Rt Fhms K006 Ax1 Var I/O FHLMC Multiclass

2017 DETAILED LIST OF INVESTMENTS 61 Newport Beach Calif CtfsPartn BeachCalif Newport New York Transn Dev CorpSplFac Rev ported New York StDormAuthRevs NonStSup ported New York StDormAuthRevs NonStSup New York Transitional NYCity FinAuthRev New York Transitional NYCity FinAuthRev New York Transitional NYCity FinAuthRev Swr Sys Rev New York MunWtrFinAuth& NYCity Swr Rev Taxable New York MunWtrFinAuth& NYCity New York NY New York NY New York NY New Jersey StTransn Tr Fd Auth New Jersey StTransn Tr Fd Auth Rev New Jersey EconDev AuthStPension Fdg N Tex Twy AuthRev Taxable SubLienSerb2 N JEconDev AuthStPension Fdg Rev Fin Mn StHsgFinAgyHomeownership Mtg Rev Missouri StHsgDev CommnSingleFamily Missouri JtMunElecUtilCommnPwrProjrev Milwaukee Wis Cnty FlaSplOblig Miami DadeCnty Rev Wtrwks WtrDistSouthnCalif Metropolitan Rev Wtrwks WtrDistSouthnCalif Metropolitan Rev Rd WashMetropolitan AuthDullesToll DCArpts Rev Rd WashMetropolitan AuthDullesToll DCArpts TransnMetropolitan AuthNYRev Fd TransnMetropolitan AuthNYDedicatedTax Mercedes Tex IndptSchDist lease Rev PubWksFingAuth Calif Los AngelesCnty lease Rev PubWksFingAuth Calif Los AngelesCnty UniSchDist Los AngelesCalif DeptWtr&PwrRevLos AngelesCalif CollegeDist Cmnty Los AngelesCalif Long IslandPwrAuthNYElecSys Rev Rev Kentucky CommnGenFd Asset/Liability Asset Description Asset Government &Government AgencySecurities - - - - Interest 7.46% 7.13% 7.34% 4.70% 7.62% 7.49% 5.75% 7.00% 6.75% 5.85% 3.16% 7.17% 5.25% 5.00% 5.00% 5.93% 2.61% 2.94% 6.45% 6.12% 6.25% 5.82% 6.27% 6.88% 6.10% 0.00% 8.91% 7.43% 3.00% 2.65% 6.89% 6.84% 6.74% 6.95% 6.54% 5.00% Rate U.S. Securities Maturity Date Maturity 10/01/2046 11/15/2030 11/15/2039 08/15/2032 08/01/2040 08/01/2033 07/01/2034 07/01/2041 08/01/2049 05/01/2041 04/01/2018 07/01/2040 01/01/2050 05/01/2019 05/01/2019 11/01/2036 02/01/2025 08/01/2023 06/15/2041 06/15/2042 06/01/2035 10/01/2031 03/01/2031 12/15/2039 12/15/2028 02/15/2020 02/01/2030 02/15/2029 10/01/2047 11/01/2040 01/01/2042 12/01/2028 04/01/2040 07/01/2040 07/01/2039 10/01/2053 Par Value 3,525,000 1,000,000 6,420,000 1,930,000 7,865,525 2,505,000 225,000 885,000 265,000 220,000 112,380 650,000 735,000 140,000 500,000 240,000 500,000 845,000 180,000 619,000 725,000 100,000 170,000 950,000 440,000 430,000 75,000 85,000 65,000 35,000 45,000 20,000 70,000 10,000 5,000 5,000 FIXED INCOME Cost Value Cost 4,450,580 1,057,690 6,426,142 2,197,048 7,865,525 2,505,000 1,104,562 108,120 328,043 962,473 389,986 294,415 113,281 724,834 753,985 159,841 561,750 264,433 571,275 940,911 202,155 542,442 873,320 125,736 188,804 498,176 446,959 99,360 72,378 55,341 49,944 25,624 76,205 12,319 5,608 5,985 4,495,045 1,109,450 6,289,674 2,102,735 7,823,366 2,440,521 1,053,075 Market 712,452 744,261 153,476 544,170 262,589 542,580 877,803 188,901 581,928 813,776 125,066 183,998 466,431 464,370 115,072 348,163 977,199 411,646 302,515 112,780 Value 27,838 72,689 12,404 95,968 72,380 54,326 54,596 5,224 6,471 62 2017 DETAILED LIST OF INVESTMENTS 67,309 30,706 38,886 Value Value 137,099 195,934 341,907 284,745 348,461 912,795 256,081 336,889 354,805 190,871 826,148 267,126 476,986 181,594 212,522 200,145 460,077 144,279 851,856 129,419 539,040 197,276 765,960 276,158 132,404 286,106 675,739 Market Market 1,238,289 2,537,927 1,935,439 1,170,007 5,057,612 2,954,944 1,262,753 1,323,997 2,371,550 11,251,650 65,813 31,186 39,873 345,431 180,911 116,382 565,500 206,696 789,450 265,364 136,376 277,037 696,259 135,913 195,747 323,840 277,176 353,768 934,520 251,284 329,277 850,882 279,066 491,133 192,353 213,402 200,000 431,452 133,444 867,792 1,295,739 2,493,715 1,967,816 1,196,438 5,066,778 2,944,539 1,280,040 1,324,533 2,480,039 Cost Value Cost Value 11,209,441 85,000 63,492 33,715 35,000 334,867 185,790 500,000 192,697 695,000 225,000 120,000 275,152 659,824 131,974 187,461 326,990 275,341 332,850 862,771 239,246 320,064 750,000 245,000 435,000 170,000 213,402 200,000 380,000 110,000 800,000 1,183,228 2,361,214 1,922,271 1,115,004 5,066,778 2,716,358 1,189,455 1,252,421 2,115,000 Par Value Value Par 11,123,760 09/01/2024 10/01/2026 06/01/2029 01/01/2032 03/01/2024 08/01/2025 10/01/2040 02/01/2037 08/27/2021 07/01/2040 11/01/2029 03/01/2032 01/01/2036 04/01/2024 09/10/2023 03/10/2027 07/01/2028 11/01/2022 12/01/2023 01/01/2024 02/01/2024 08/01/2024 02/01/2026 07/01/2026 11/01/2027 12/01/2027 06/01/2024 06/01/2043 11/15/2040 08/01/2030 06/15/2042 12/01/2031 10/01/2039 05/15/2021 11/20/2018 03/25/2042 04/15/2028 11/01/2040 05/01/2039 05/01/2026 Maturity Date U.S. Securities U.S. Rate 4.99% 5.37% 4.95% 2.76% 4.34% 5.11% 7.61% 6.31% 3.59% 6.63% 6.36% 6.45% 2.78% 4.77% 3.64% 2.85% 5.87% 5.08% 4.89% 4.93% 4.72% 5.17% 5.35% 6.07% 5.51% 5.29% 5.52% 4.00% 6.04% 6.59% 6.49% 6.65% 6.95% 2.07% 0.00% 0.00% 6.35% 5.65% 7.38% 5.00% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

Small Business Admin Gtd Dev Partn Ctf SBA Ctf SBA Partn Small Business Admin Gtd Dev 04 20c Cl 1 Certs Small Business Admin Partn Small Business Admin Gtd Dev Partn Ctf Partn Small Business Admin Gtd Dev Ctf 2009 20f Partn Ctf Partn Small Business Admin Gtd Dev 2012 20a 2004 20 I Partn Ctf 2004 20 I Partn Ctf Partn Small Business Admin Gtd Dev Ctf 2006 20j Partn Small Business Admin Gtd Dev Partn Ctf Partn Small Business Admin Gtd Dev Ctf 2004 20 F Partn Ctf Partn Small Business Admin Gtd Dev Small Business Admin Gtd Dev Partn Ctf Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev Small Business Admin Gtd Dev Partn Ctf Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev Small Business Admin Gtd Dev Partn Ctf Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev Small Business Admin Partn Small Business Admin Gtd Dev Ctf Partn Small Business Admin Gtd Dev Small Business Ctf Partn Small Business Adm Gtd Dev Small Business Admin San Diego Cnty Calif Regl Arpt Auth Arptrev San Diego Cnty Calif Regl Calif City & Cnty Ctfs Partn San Francisco San Jose Calif Arpt Rev San Antonio Tex Elec & Gas Rev Ref Taxable Taxable Ref Elec & Gas Rev San Antonio Tex Jr Lien B Sys Gtd San Clemente Leasing LLC Richland Cnty S C Sch Dist No CalifRiverside Elec Rev Ser A J Auth N Y & N Port St Lucie Fla Stormwtr Util Rev Port Overseas Private Invt Corp Invt Private Overseas O FNMA P/ Sys Ret Pension Indl Dev Auth For Phil Pa Ny N Y Taxable Build Amer Bds F 1 Ny N Y Taxable Osceola Cnty Fla Cap Impts Rev Private Overseas Northern Ariz Univ Revs 2nd Mun Fin Auth Wtr& Taxable Ny N Y Cy Gen Nma Pool #at Nma Pool Rev Wastewtr Swr Dist Northeast Ohio Regl

2017 DETAILED LIST OF INVESTMENTS 63 United States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States TreasUnited States OfAmerTreasUnited States Notes 15/ 2016 OfAmerTreasUnited States BondsDtd05/ 15/ 2015 OfAmerTreasUnited States BondsDtd05/ 15/ 2015 OfAmerTreasUnited States BondsDtd02/ OfAmerTreasUnited States Bonds075 OfAmerTreasUnited States Bonds OfAmerTreasUnited States Bd Pmt GovUnited States Treas Natl BdStrippedprin Ukraine Aid Rev Tx Affairs StDeptHsg&Cmnty Mtg Resdntl Tsy National InflIXN/BUSGvt Tsy InflIXN/B Treas Bonds Oblig Totem OceanTrailer Express 20021BdFin Texas St ity Tennessee Vy AuthTennessee Valley Author Tennessee Vy Auth2011GlobalPwrBd Tenn Valley Authority Pension Calif Sonoma Cnty Oblig 20e 1 Small BusinessAdministrationParticip 2003 20f 1 Small BusinessAdministrationParticip 2002 Asset Description Asset Government &Government AgencySecurities - Interest 2.88% 0.13% 0.79% 6.36% 4.11% 4.65% 3.88% 2.88% 6.00% 4.64% 5.80% 2.00% 1.38% 3.13% 2.00% 1.38% 2.63% 1.63% 1.38% 1.38% 1.25% 1.50% 3.63% 1.13% 1.38% 1.00% 2.25% 2.63% 0.88% 0.75% 0.75% 0.75% 2.50% 2.13% 2.50% 0.82% 2.75% 2.38% 0.00% 1.84% Rate U.S. Securities Maturity Date Maturity 07/01/2041 04/15/2022 02/15/2045 04/15/2028 10/01/2035 06/15/2035 02/15/2021 02/01/2027 12/01/2029 05/01/2023 06/01/2022 11/15/2021 05/31/2021 05/15/2021 11/30/2020 09/30/2020 08/15/2020 06/30/2020 05/31/2020 02/29/2020 01/31/2020 10/31/2019 08/15/2019 01/31/2019 11/30/2018 09/15/2018 07/31/2018 04/30/2018 03/31/2018 02/28/2018 01/31/2018 09/30/2018 05/15/2046 05/15/2025 02/15/2045 02/15/2042 08/15/2042 05/15/2027 05/15/2040 05/16/2019 109,770,000 14,870,000 29,845,000 15,000,000 15,000,000 58,740,000 43,845,000 12,860,000 16,537,000 17,230,000 Par Value 2,565,000 5,000,000 4,433,000 6,906,000 2,040,000 9,360,000 5,795,000 1,165,000 6,120,000 1,185,000 4,620,000 8,000,000 4,075,000 8,385,000 1,700,000 1,860,000 2,173,000 500,000 700,000 154,648 675,000 830,000 970,000 825,000 445,000 300,000 520,000 40,144 50,000 50,000

FIXED INCOME 101,941,000 14,925,653 30,009,952 15,175,781 15,513,281 58,707,703 44,648,452 12,401,814 16,700,733 Cost Value Cost 2,562,127 4,907,820 5,341,765 7,013,031 2,024,251 9,471,199 5,736,397 1,154,260 6,276,825 1,183,940 4,582,823 8,016,250 4,314,167 8,379,542 1,785,376 2,036,290 2,146,999 7,564,893 500,000 802,826 158,116 705,217 826,909 967,537 824,751 444,426 299,707 520,000 43,255 49,947 49,992

104,418,712 14,975,837 29,756,390 15,014,070 15,055,665 58,717,620 43,175,355 12,259,695 16,489,836 2,548,917 5,263,662 4,951,794 8,452,039 2,151,545 9,538,186 5,664,612 1,147,252 6,226,861 1,176,251 4,558,822 7,945,000 4,188,338 8,353,883 1,706,632 2,050,175 2,188,109 9,448,174 Market 698,414 819,366 959,050 821,004 444,445 299,718 519,504 530,980 829,192 161,071 Value 49,619 49,645 41,439

64 2017 DETAILED LIST OF INVESTMENTS 72,583 Value Value 916,372 396,405 544,049 356,330 865,310 611,257 Market Market 1,917,480 3,196,759 2,884,592 2,594,250 4,874,415 8,204,468 1,869,860 6,317,355 3,549,377 7,030,735 7,829,954 3,513,427 2,084,637 2,223,603 5,252,198 1,263,315 4,992,978 9,195,962 3,174,083 5,817,950 5,356,170 5,056,445 37,035,911 93,463,226 16,046,980 11,128,894 56,993,031 33,553,750 20,770,488 15,744,300 15,859,171 14,975,923 75,639,886 14,069,453 10,155,585 15,872,980 98,614,855 26,557,361

73,734 398,609 863,306 612,250 838,565 552,062 357,117 1,483,125 3,242,881 2,772,572 2,561,736 5,163,281 8,120,652 1,799,800 6,354,759 3,605,836 6,721,214 7,774,980 3,500,653 2,090,680 2,108,345 4,942,039 1,056,171 4,818,073 8,976,334 3,208,026 5,861,679 9,402,039 5,446,403 4,989,062 Cost Value Cost Value 37,991,707 90,912,133 15,923,413 10,936,144 58,942,480 34,092,119 20,601,260 15,831,810 15,317,411 14,743,699 76,659,783 14,221,482 16,085,272 27,169,298 101,004,767 75,000 305,000 870,000 620,000 750,000 950,000 550,000 360,000 1,500,000 2,520,000 2,685,000 2,590,000 5,000,000 8,180,000 4,000,000 6,790,000 3,600,000 6,015,000 7,285,000 3,345,000 1,985,000 2,465,000 5,120,000 4,600,000 9,240,000 3,250,000 5,970,000 9,510,000 5,215,000 5,000,000 Par Value Value Par 27,800,000 91,135,000 15,280,000 11,115,000 60,350,000 34,000,000 20,200,000 13,490,000 13,310,000 14,240,000 76,425,000 14,425,000 16,175,000 98,300,000 26,695,000 02/15/2037 02/15/2038 08/15/2045 11/15/2028 02/15/2043 11/15/2045 08/15/2047 11/15/2047 05/15/2038 12/31/2024 08/15/2025 02/15/2026 11/15/2026 02/15/2027 07/15/2027 11/15/2027 05/15/2045 08/15/2026 08/15/2027 05/15/2043 08/15/2043 11/15/2043 02/15/2044 02/15/2044 08/15/2044 11/15/2044 05/15/2045 08/15/2046 11/15/2046 02/15/2047 02/15/2040 01/15/2022 02/15/2022 02/28/2022 08/15/2022 11/15/2022 02/15/2023 05/15/2023 07/15/2023 11/15/2023 03/31/2024 05/15/2024 05/31/2024 08/15/2024 11/15/2024 Maturity Date U.S. Securities U.S. Rate 4.75% 4.38% 2.88% 5.25% 3.13% 3.00% 2.75% 2.75% 4.50% 2.25% 2.00% 1.63% 2.00% 2.25% 0.38% 2.25% 0.00% 1.50% 2.25% 2.88% 3.63% 3.75% 3.63% 1.46% 3.13% 3.00% 3.00% 2.25% 2.88% 3.00% 4.63% 0.14% 2.00% 1.88% 1.63% 1.63% 2.00% 1.75% 0.40% 2.75% 2.13% 2.50% 2.00% 2.38% 2.25% Interest Interest Government & Government Agency Securities & Government Government Asset Description FIXED INCOME FIXED

United States Treas Bds Dtd United States Treas Bds Dtd United States Treas Bds Dtd 00206 United States Treas United States Treas Bds Bd United States Treas Bds Dtd United States Treas United States Treas Bds 00205 United States Treas Bds 00245 United States Treas Bds Bd United States Treas United States Treas Bds United States Treas Bds 0 United States Treas Bds 00202 United States Treas United States Treas Bds United States Treas Bds United States Treas United States Treas Bds United States Treas Bds United States Treas Bds United States Treas United States Treas Bds United States Treas Bds United States Treas Bds United States Treas United States Treas Bds United States Treas Bds United States Treas Bds United States Treas United States Treas Bd Stripped Prin Pmt United States Treas Bds United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas United States Treas

2017 DETAILED LIST OF INVESTMENTS 65 Agency Securities Total Government &Government Wisconsin StGenFd AnnualAppropriationrev Wa BiomedicalResh Facs 3Wash LAmer Virginia StPubBldgAuthFacs Rev Vessel MgmtSvcs USGovt GtdShipFing Obligs Vessel MgmtSvcs USGov GtdShipFing TreasUtd States TreasUtd States TreasUtd States TreasUtd States TreasUtd States TreasUtd States TreasUtd States TreasUtd States TreasUtd States USA Treasury Bills US Tsy InflIX Treas Bd0625 US Treasury Dtd02/15/2010 US Treas InflIndexed Bonds US Treas BdsDtd05162011 US Treas BdStrippedPrinPmt US Treas US Treas University Tex UnivRevs University NCSys Pool Rev University NCChapelHillRev RegtsUniv Calif MedCtrPooled Rev RegtsUniv Calif MedCtrPooled Rev TreasuryUnited States Bills TreasUnited States TNote Pmt00841 TreasUnited States SecStrippedInt TreasUnited States InflIndexed TreasUnited States InflIndexed TreasUnited States Dtd00278 TreasUnited States BdsTsy InflIXN/B TreasUnited States BdsIndexLinked TreasUnited States BdsDtd02/15/2006 TreasUnited States BdsDtd00247 TreasUnited States BdsDtd00219 TreasUnited States BdsDtd00209 Asset Description Asset Government &Government AgencySecurities

Interest 6.55% 6.40% 1.25% 0.00% 0.13% 0.13% 3.63% 1.04% 2.06% 4.50% 2.50% 4.25% 3.50% 3.15% 6.52% 5.00% 5.85% 5.13% 3.00% 2.13% 1.75% 2.13% 2.13% 1.13% 2.00% 1.63% 0.75% 0.66% 2.43% 3.11% 4.38% 0.00% 2.17% 2.44% 6.28% 6.73% 2.48% Rate U.S. Securities 0 0 Maturity Date Maturity 05/15/2048 05/15/2031 03/01/2018 08/31/2019 08/15/2035 07/15/2022 04/15/2019 02/15/2020 02/15/2046 01/15/2028 02/15/2036 02/15/2046 11/15/2040 02/15/2039 05/01/2027 07/01/2042 08/01/2036 05/01/2027 04/16/2035 05/15/2047 06/30/2022 05/15/2022 09/30/2021 06/30/2021 02/28/2021 09/30/2020 06/30/2019 04/15/2018 02/01/2018 01/15/2024 02/15/2040 01/15/2025 05/15/2041 05/15/2043 07/15/2019 01/15/2019 08/15/2041 10/01/2039 12/01/2025 $3,099,349,348 $3,099,349,348 32,013,100 39,860,000 11,650,000 10,000,000 24,555,000 10,000,000 Par Value 2,000,000 9,192,000 7,475,000 7,150,000 8,845,000 5,000,000 8,280,000 3,895,000 3,706,000 2,855,000 2,695,000 2,890,000 3,000,000 4,330,000 3,000,000 3,100,000 5,200,000 1,530,000 1,395,000 1,220,000 7,500,000 4,900,000 785,000 475,000 545,000 625,000 400,000 770,000 120,000 178,000 920,000 55,000 45,000 FIXED INCOME $3,094,453,182 $3,094,453,182 10,720,492 30,949,841 41,527,339 11,414,288 10,079,462 Cost Value Cost 1,019,704 1,994,531 4,375,920 8,035,589 7,345,173 9,461,599 5,510,322 3,905,058 4,009,414 2,886,307 2,654,635 2,963,607 3,041,881 9,964,102 4,344,614 2,995,195 3,084,521 5,347,321 2,352,258 2,068,429 1,577,516 9,696,828 8,087,402 1,030,230 4,915,533 593,049 543,209 651,846 523,172 887,081 152,028 209,803 64,293 50,199 $3,097,234,458 $3,097,234,458 10,659,531 30,463,730 41,907,489 11,329,171 10,013,670 12,192,417 11,910,953 1,112,965 1,979,610 5,733,004 8,007,076 7,509,753 9,161,828 6,616,679 3,949,452 4,179,960 2,849,758 2,651,627 2,891,806 3,005,859 4,314,945 2,994,828 3,096,730 5,593,379 2,272,034 2,080,227 1,578,423 8,793,981 4,803,274 Market 164,988 197,451 982,164 600,942 543,883 695,053 508,000 879,454 Value 64,169 49,212 66 2017 DETAILED LIST OF INVESTMENTS 54,623 Value Value 199,900 466,124 718,740 368,390 327,120 821,451 444,488 848,477 355,670 208,022 588,453 163,867 498,146 316,825 932,602 459,943 359,363 967,204 514,006 537,150 Market Market 3,085,800 3,516,174 1,065,318 1,655,957 1,782,715 1,932,383 3,718,875 1,424,460 54,889,154 10,004,667 $ 216,246 1,662,481,630 1,592,890,233 Market Value Value Market $3,320,265,684 54,207 826,937 338,123 203,309 585,994 164,886 293,857 815,314 574,205 435,767 470,000 497,905 200,000 413,834 660,000 354,775 277,698 669,900 449,901 440,000 3,035,533 3,500,000 1,121,235 1,718,129 1,014,117 2,166,342 2,180,555 3,553,702 1,223,079 Cost Value Cost Value $ 199,776 8,499,794 53,016,740 Cost Value Cost Value 1,142,014,166 1,413,779,825 $2,617,310,525 54,000 830,000 340,000 188,000 565,000 165,000 290,000 905,000 470,000 500,000 200,000 420,000 660,000 340,000 290,000 670,000 439,000 440,000 2,960,000 3,500,000 8,045,000 6,600,000 3,951,000 3,525,000 1,220,000 Par Value Value Par 15,344,000 17,780,000 34,304,000 35,130,000 $ 200,000 297,793 2,628,665 3,095,754 Par Value Value Par 22,596,527 $28,618,739 05/15/2021 07/12/2047 10/15/2019 03/01/2022 10/01/2022 03/15/2028 08/19/2019 01/26/2027 06/28/2117 10/03/2021 10/17/2023 07/22/2021 12/31/2033 02/22/2028 03/29/2024 05/31/2022 09/01/2024 02/15/2023 12/12/2022 06/15/2027 04/22/2021 01/26/2022 07/06/2036 04/22/2046 02/24/2022 09/30/2043 05/15/2024 10/19/2075 02/01/2027 04/22/2026 Maturity Date Date Maturity U.S. Securities U.S. Fixed Income Funds Fixed Rate 6.50% 3.90% 5.00% 9.75% 4.20% 3.70% 2.00% 6.88% 7.13% 3.38% 7.45% 6.50% 4.88% 7.88% 6.88% 5.63% 7.13% 7.63% 2.88% 5.00% 5.13% 6.75% 6.88% 7.50% 26.56% 26.37% 27.77% 18.20% 16.00% 33.33% International Securities Interest Interest 0.00% 0.00% 0.00% 0.00% Rate Interest Interest FIXED INCOME FIXED

Pvtpl Woodside Fin Ltd Gtd Pvtpl Woodside Corp Bkg Westpac Pvtpl Fmg Res Aug 2006 Fixed Res Pvtpl Fmg Fin Pty Ltd Gtd Pvtpl Newcrest Pvtpl Commonwealth Bank Aust # Pvtpl Commonwealth Bank Aust Tranche Tr Pvtpl BHP Billiton Fin USA Ltd Pvtpl Bluescope StlLtd/ Bluescope Fin Fin Am Gtd Sr 144a BHP Billiton Fin BHP Billiton Fin Aug 2006 Res Fmg Republic Of Argentina Republic Of Argentina Republic Australia Pvtpl Provincia De Buenos Aire Pvtpl Provincia Of Argentina Republic Of Argentina Republic Provincia De Buenos Aire Provincia Pvptl Tecpetrol Buenos Aires City Frn 29/ 03/ 24 Ars1 City Frn Buenos Aires Ars1000 31/ 05/ 22 Frn Buenos Aires(prov) Cordoba Province Argentina(rep Of) Fr Bds (Boncer) Of)Argentina(rep Fr Of)Argentina(republic 02/ 2028 Ars1 City Frn Buenos Aires Argentina Rep Bd 144a Argentina Rep Of)Argentina(rep Of)Argentina(rep Argentina Rep Bd Argentina Rep Bd Argentina Rep Asset Description Argentina Aeropuertos Port LLC Port CF Blackrock US Sec Opportunistic US $ High Yield CF Wa Asset Description CF Wa Floating Rate Highome Fund LLC Floating Rate Highome Fund CF Wa Bond Index Aggregate Mfb Nt Collective Tier H - Lending - Fund Total Fixed Income Funds Fixed Total

2017 DETAILED LIST OF INVESTMENTS 67 Vale S A Vale Overseas Ltd Vale Overseas Ltd Suzano Austria Secretaria Tesouro Secretaria Tesouro Rumo Luxembourg S StMarys CemCdaGtd Pvtpl PetrobrasPvtpl GlobalFinBVGtd OdebrechtPvtpl Offshore DrillingFinLtd MarbBondcoPlcBnds Pvtpl JslEurope Pvtpl GTLTradePvtpl FinGtdBd144a GerdauTradePvtpl CosanLuxembourgPvtpl Cielo Pvtpl AegeaFin Pvtpl OdebrechtPvptl Oil&GasFinLtdVar OdebrechtPvptl Offshore DrillingFinLtd Petrobras Fin Intl Petrobras Global Petrobras Global Petrobras Global DoTesouroNota Nacional Embraer NethFinB Embraer Gmbh Brf Brazil(fed Rep Of) Brazil(fed Rep Of) Brazil Federative Rep GlobalBd5TBond Brazil Federative Rep GlobalBd Brazil Federative Rep Brazil Telenet FinLux Anheuser BuschInbev Fin Anheuser BuschGtd Anheuser Busch Anheuser Busch Anheuser Busch Anheuser Busch Anheuser Busch Anheuser Busch Belgium Bahrain(kingdom Of Bahrain Description Asset Interest International Securities 10.00% 10.00% 10.00% 10.00% 10.00% 2.63% 5.50% 4.63% 5.38% 4.90% 4.70% 3.65% 3.30% 2.65% 5.00% 7.00% 5.63% 6.88% 6.25% 7.00% 7.38% 5.75% 5.30% 7.72% 7.00% 7.75% 7.25% 4.88% 7.00% 3.75% 5.75% 0.00% 6.72% 6.75% 7.38% 6.25% 6.13% 5.40% 5.15% 4.35% 5.00% 4.25% Rate Maturity Date Maturity 01/05/2023 03/01/2028 02/01/2044 01/15/2020 02/01/2046 02/01/2036 02/01/2026 02/01/2023 02/01/2021 04/15/2020 10/12/2028 09/11/2042 11/21/2036 08/10/2026 03/16/2047 01/01/2027 01/01/2025 02/09/2024 01/28/2027 01/27/2025 12/01/2026 03/15/2024 07/26/2024 04/16/2044 10/24/2027 01/20/2027 11/16/2022 10/10/2024 12/31/2099 12/01/2022 01/27/2041 01/17/2027 03/17/2024 01/17/2022 01/01/2019 02/01/2027 06/15/2022 09/29/2026 01/01/2023 01/01/2021 01/27/2045 01/07/2025 18,865,000 16,855,000 10,000,000 Par Value 1,200,000 1,720,000 1,000,000 2,000,000 3,750,000 4,000,000 1,100,000 1,060,000 1,800,000 1,070,000 8,500,000 200,000 980,000 620,000 680,000 630,000 440,000 770,000 670,000 935,000 400,000 244,122 400,000 200,000 400,000 300,000 545,000 363,000 300,000 550,000 400,000 30,000 10,500 40,383 88,921 13,189 37,586 1,376 1,070 FIXED INCOME 18,922,428 14,602,035 10,455,875 11,349,354 Cost Value Cost 1,200,500 1,737,254 1,983,960 3,806,841 2,404,779 4,030,000 1,095,967 1,060,000 1,917,150 5,015,675 8,568,000 175,200 973,581 661,670 677,423 628,028 437,276 996,250 836,589 639,810 409,836 935,000 392,428 228,711 400,292 198,674 400,352 270,450 461,888 369,506 300,000 334,762 554,812 389,136 892,250 30,386 82,425 41,537 19,468,265 16,905,565 10,675,000 12,220,181 1,200,000 1,039,593 1,993,461 1,017,805 2,190,000 4,593,750 3,313,092 1,006,154 4,330,000 1,185,250 1,075,900 1,981,800 4,217,418 8,644,500 Market 892,045 768,825 429,411 422,000 244,122 401,500 211,750 398,000 294,000 544,923 385,143 318,375 347,576 594,000 386,796 997,240 192,600 693,252 695,839 633,161 466,874 Value 40,383 88,921 33,101 68 2017 DETAILED LIST OF INVESTMENTS 75,215 Value Value 507,500 817,856 578,550 658,350 983,972 248,848 721,020 635,938 987,000 126,819 294,899 234,989 771,530 376,761 291,200 603,762 197,969 465,297 226,697 303,502 593,512 219,870 151,170 328,600 Market Market 1,061,338 1,203,750 1,950,275 2,492,875 1,572,500 5,814,259 2,951,880 1,053,000 1,622,715 1,237,250 1,016,500 1,352,542 6,164,855 1,143,283 4,757,534 1,227,875 1,965,355 2,944,150 74,794 979,979 249,825 674,745 625,000 940,000 198,524 455,823 225,134 295,610 599,475 224,112 151,688 310,000 500,000 813,857 592,210 660,000 115,550 262,666 228,632 774,756 365,792 280,525 417,425 1,028,790 1,125,000 1,841,754 2,567,040 1,506,619 6,088,716 2,903,831 1,048,069 1,505,234 1,231,075 1,043,375 1,289,094 6,280,872 1,148,288 4,710,078 1,174,996 1,870,623 2,971,512 Cost Value Cost Value 75,000 985,000 953,000 250,000 788,000 625,000 940,000 175,000 450,000 225,000 287,000 570,000 210,000 150,000 310,000 950,000 500,000 795,000 580,000 660,000 110,000 240,000 222,000 775,000 315,000 280,000 485,000 1,125,000 1,810,000 2,450,000 1,480,000 5,640,000 2,894,000 1,040,000 1,506,000 1,225,000 1,279,000 6,275,000 1,143,998 4,715,000 1,175,000 2,470,000 2,915,000 Par Value Value Par 06/01/2026 01/15/2025 11/20/2022 04/15/2025 11/01/2025 03/15/2022 03/15/2024 06/15/2024 07/15/2021 09/01/2041 06/15/2024 02/24/2032 12/15/2023 02/01/2024 05/16/2024 01/15/2023 03/30/2020 03/15/2025 12/15/2020 05/15/2025 05/01/2020 04/01/2023 12/01/2022 11/01/2022 10/01/2025 01/15/2026 08/01/2023 05/01/2025 06/01/2027 09/19/2022 02/28/2024 04/01/2042 05/30/2041 05/30/2021 07/21/2021 07/01/2022 05/01/2018 01/15/2023 03/15/2033 06/15/2026 01/15/2077 04/15/2026 07/01/2019 Maturity Date Rate 5.88% 5.38% 2.65% 6.13% 5.50% 6.50% 7.00% 5.38% 7.50% 6.88% 3.63% 4.06% 6.88% 6.50% 3.20% 5.63% 4.88% 7.50% 6.50% 6.38% 4.88% 7.25% 8.38% 7.88% 6.50% 5.50% 5.25% 5.00% 5.25% 2.13% 0.00% 5.25% 5.70% 4.40% 2.80% 6.13% 0.25% 2.95% 5.75% 3.55% 6.00% 8.30% 8.13% International Securities International Interest Interest - - FIXED INCOME FIXED

Pvtpl Valeant Pharmaceuticals Intl Cda Pvtpl Valeant Pvtpl Videotron Ltd Pvtpl VPII Escrow Corp 144a Pvtpl Valeant Pharmaceuticals Pvtpl Valeant Pharmaceuticals Pvtpl Valeant Pharmaceuticals Intl Cda Pvtpl Valeant Pvtpl Ritchie Bros Auctioneers 144a Pvtpl Schlumberger Fin Cda Ltd Schlumberg er Pvtpl Ont Teachers Fin Tr Ont Teachers' Ont Teachers' Fin Tr Pvtpl Ont Teachers Financ Corp Bd 144a Pvtpl Open Text Pvtpl Nova Chemicals Corp Pvtpl Nova Chemicals Corp Pvtpl Nova Pvtpl Group Corp Mattamy Pvtpl Mercer Intl Chemicals Corp Pvtpl Nova Pvtpl First Ltd Quantum Minerals Pvtpl Kissner Hldgs Lp/ Kissner Mlg Co Ltd/ Pvtpl Lundin Mng Corp Pvtpl Brookfield Resdntl Pptys Pvtpl Brookfield Resdntl Pptys Pvtpl Brookfield Pvtpl Cogeco Cable Potash Corp Sask Potash Pvtpl Bombardier Mercer Intl Fixed Cda Bd Ontario Prov Corp Open Text Magna Intl Finl Corp Manulife Group Corp Mattamy Fairfax Finl Hldgs Fairfax Ithaca Energy Kinross Gold Corp Emera US Fin Lp Enbridge Canada(govt Of) Bds Ltd Fixed Cdn Nat Res Co New Ry Cdn Pac Barrick Na Finance LLC Barrick Na Finance C Scotia B Bk Nova Brookfield nance) (aka Burger King/ Tim Burger nance) (aka Barrick Gold Corp Barrick N Amer Fin Canada Fi Liab Co (new Red 1011778 B C Unltd Asset Description

2017 DETAILED LIST OF INVESTMENTS 69 Ecopetrol Ecopetrol Colombia(republic Of) Bd Colombia(rep Of) Colombia(rep Of) Colombia(rep Of) Colombia(rep Of) Colombia Rep Global Bd Colombia Rep Global Bd Colombia St GridOverseas Ho Shimao Property Gtd GridOverseas Invt State Pvtpl 2016LtdSr GridOverseas Invt State Pvtpl 2016LtdGtd SinopecGrpOverseasPvtpl Dev (2017) Automotive Nexteer Pvtpl GroupLtd IcbcilPvtpl FinCoLtd Cnooc Nexen Fin2014Ulc Baidu Alibaba GroupHldg Alibaba GroupHldg Alibaba GroupHldg China PassLatam ThruTr Empresa Nacional Corporacion Codelco Chile(rep Of) Chile CorpBd144a SemiconductorMfgIntl Pvtpl Funding Community Pvtpl CloLtd Msn 41079&41084 Cayman 1 Gate Cap GardenHldgs Ctry Amal Ltd Islands Cayman Videotron Ltee Videotron Ltd Transcanada Tr Toronto DominionBkSrMediumTerm Bk Toronto DominionBankMtn Royal BkCdaGlobalMediumTerm SrBk Rogers Quebecor Media Pvtplnova ChemicalsCorpBnds144a Description Asset Interest International Securities 10.00% 1.63% 1.84% 7.50% 3.46% 5.00% 5.13% 5.30% 2.35% 2.50% 1.80% 6.80% 5.75% 4.88% 5.38% 5.88% 2.63% 2.63% 7.00% 5.00% 3.88% 4.50% 3.13% 8.38% 2.88% 3.50% 3.63% 5.88% 3.63% 4.25% 3.63% 4.20% 3.40% 3.60% 4.20% 5.25% 3.63% 4.88% 5.00% 4.13% 5.75% Rate Maturity Date Maturity 12/14/2024 03/27/2021 01/10/2023 08/21/2021 07/15/2022 04/15/2027 03/15/2077 04/07/2021 12/14/2020 01/10/2019 08/15/2018 01/15/2023 06/01/2024 06/26/2026 09/18/2023 03/15/2023 03/15/2023 07/24/2024 05/04/2022 11/21/2018 04/25/2027 01/28/2026 05/22/2023 02/10/2022 05/18/2026 05/04/2027 04/12/2027 11/15/2021 05/19/2026 04/30/2024 07/06/2027 12/06/2047 12/06/2027 11/28/2024 08/15/2029 08/10/2020 08/01/2027 11/04/2044 03/01/2035 10/07/2019 11/01/2027 6,781,500,000 6,781,500,000 2,602,000,000 2,487,000,000 615,000,000 12,000,000 10,500,000 Par Value 1,460,000 1,220,000 5,000,000 5,760,000 7,000,000 3,615,000 1,200,000 8,000,000 2,000,000 2,200,000 1,325,000 1,000,000 2,890,000 538,489 451,130 225,000 193,904 260,000 120,000 800,000 870,000 200,000 445,000 350,000 810,000 250,000 850,000 400,000 820,000 500,000 620,000 880,000 610,751 235,000 250,000 FIXED INCOME 12,872,425 10,757,500 Cost Value Cost 1,499,512 1,220,831 5,000,000 5,820,149 7,000,000 3,664,388 1,200,000 7,823,500 3,863,043 1,990,820 2,185,766 1,318,521 2,890,000 518,565 454,573 222,750 204,958 262,250 119,932 799,440 853,731 914,925 802,384 195,650 435,210 355,950 876,420 247,638 870,500 395,500 845,278 499,228 618,952 881,092 595,561 992,040 217,016 991,081 247,408 13,260,000 11,197,305 1,536,650 1,274,900 5,098,940 5,778,420 7,021,994 3,831,900 1,197,000 7,820,000 2,745,263 2,009,668 2,213,178 1,324,666 1,001,090 1,016,583 2,901,039 Market 863,760 852,056 917,594 837,711 203,600 474,592 349,665 877,888 241,450 886,125 394,961 864,464 494,451 645,535 912,879 616,095 267,909 252,662 522,313 447,496 233,453 198,037 268,125 123,525 Value 70 2017 DETAILED LIST OF INVESTMENTS Value Value 714,087 438,166 761,900 465,000 207,500 707,869 208,917 914,030 219,525 995,020 810,454 951,727 997,500 576,140 868,209 216,500 643,300 202,298 609,876 178,000 345,600 512,055 Market Market 1,647,356 1,580,500 1,062,976 2,278,125 1,179,073 2,824,240 3,777,700 1,160,018 1,742,842 1,032,000 2,597,363 10,050,180 13,431,000 203,250 873,814 224,398 815,539 217,000 559,650 198,500 562,940 164,800 213,300 476,232 730,000 450,000 778,650 375,600 194,000 720,562 985,120 890,504 994,464 872,100 1,073,562 1,547,715 1,450,000 1,090,000 2,269,631 1,130,568 2,767,310 3,394,500 1,570,979 1,751,095 2,010,218 2,416,384 Cost Value Cost Value 10,000,000 12,791,500 200,000 880,000 225,000 965,000 820,000 200,000 560,000 200,000 530,000 160,000 270,000 480,000 730,000 450,000 760,000 400,000 200,000 675,000 960,000 760,000 1,545,000 1,450,000 1,090,000 2,250,000 1,110,000 2,752,000 3,700,000 1,000,000 Par Value Value Par 10,000,000 13,200,000 56,610,000 2,732,000,000 3,370,000,000 1,720,000,000 4,762,600,000 07/26/2023 07/26/2023 09/15/2021 01/06/2020 09/15/2018 10/23/2019 05/11/2026 06/02/2027 06/20/2024 06/11/2025 01/31/2047 02/25/2022 10/15/2039 03/13/2027 12/13/2049 11/02/2021 11/02/2023 11/02/2026 05/15/2022 01/15/2022 05/15/2024 05/01/2026 09/29/2049 09/29/2049 12/31/2049 05/28/2045 02/01/2021 08/12/2024 08/03/2027 09/27/2022 09/10/2024 09/18/2030 03/08/2022 01/26/2024 06/26/2026 Maturity Date Rate 6.00% 6.00% 1.85% 1.98% 6.50% 1.38% 7.95% 9.63% 7.95% 5.88% 8.50% 6.50% 7.25% 4.63% 8.38% 2.08% 2.59% 2.95% 6.00% 4.45% 6.25% 7.38% 8.00% 6.63% 8.25% 5.88% 8.38% 7.88% 4.38% 5.38% 7.63% 7.75% 9.13% 6.00% 1.00% International Securities International Interest Interest - FIXED INCOME FIXED

Landwirtschaftliche Rentenbank BMW US Cap LLC Daimler Fin N Amer Med Care Fresenius Bgeo Group Jsc Pvtpl Joint Germany Pvtpl1 Credit Agricole Pvtpl1 Credit Societe Generale Georgia Pvtpl Sfr Group SA Bnds 144a Pvtpl Societe Generale Pvtpl Numericable Group Ricard SA Pvtpl Pernod Pvtpl Sfr Group SA Bnds Danone Pvtpl Danone Pvtpl Danone Arcelormittal Step Cpn Medium BNP Paribas Agricole Credit France Arcelormittal Egypt Of Egypt Arab Republic Of Egypt(arab Rep Ecuador Of)Ecuador(rep Of Ecuador Rep Dominican Republic Dominican Pwr Part B V/ Pvtpl AES Andres ners 144a Croatia Czech Republic Of)Czech(rep Hta Group Limiited Croatia Pvtpl Empresas Publicas De Medellin Pvtpl Empresas Titulos De Tbond Of The Democratic Republic Congo, Findeter Pvtpl De Bogota Banco Pvtpl Telecomunicaciones Colombia Ecopetrol Publicas Empresas Asset Description

2017 DETAILED LIST OF INVESTMENTS 71 Rep OfIndonesia Indika IIIPteLtd Pvtpl EnergyCap Pt BukitMakmur Pertamina Pt Majapahit HldgBv TBond Indonesia(republic Of) Indonesia(republic Of) TBd Indonesia(rep Of) Indonesia(rep Of) Indonesia(rep Of) Indonesia(rep Of) Indonesia(rep Of) Indonesia Rep MediumTerm Indonesia Rep Indonesia Rep Indonesia Government Indonesia Government Indonesia Government Indonesia Indonesia Reliance IndsLtd Gmr Hyderabad Intl India Ban Magyar Import Export RepHungary Hungary MelcoResortsPvtpl FinLtd 14LtdGtd HutchisonWhampoaIntl Pvtpl Hutch WhampoaIntFixed Hong Kong Corp CentralAmerBottling Pvtpl Guatemala FinUS Hldgs/Eletson Eletson Pvtpl Greece Tullow OilPlc Rep OfGhanaBnds Ghana Siemens Schaeffler Verwaltung ZweiGmbh144a Schaeffler SchaefflerPvtpl Verwaltung ZweiGmbh SchaefflerFinBV Pvtpl FreseniusPvtpl MedCare US Fin II Telekom Deutsche Pvtpl FinBV Intl DaimlerFinNAmer Pvtpl Description Asset Interest International Securities 10.00% 9.63% 6.00% 8.13% 1.94% 4.50% 4.13% 4.75% 4.75% 5.63% 3.60% 2.25% 3.75% 5.88% 7.75% 5.63% 7.75% 3.50% 4.63% 5.88% 7.50% 8.38% 3.38% 3.75% 5.25% 5.88% 8.25% 9.00% 8.38% 4.35% 1.87% 4.25% 4.00% 5.38% 4.88% 3.63% 3.63% 5.75% Rate Maturity Date Maturity 01/15/2022 11/01/2020 01/18/2026 03/16/2020 09/15/2023 09/15/2021 09/15/2026 05/15/2023 07/31/2019 01/19/2027 03/02/2020 04/25/2022 11/09/2024 02/13/2022 05/20/2043 01/20/2020 01/11/2028 04/15/2043 03/13/2020 08/15/2032 09/15/2026 09/15/2024 04/15/2023 04/25/2022 01/08/2047 01/15/2024 05/15/2036 03/15/2029 03/15/2024 01/08/2027 01/15/2026 10/27/2027 01/30/2020 03/25/2024 06/06/2025 10/31/2024 10/31/2024 01/31/2027 23,624,000,000 23,624,000,000 44,660,000,000 28,343,000,000 3,475,000,000 3,475,000,000 3,383,000,000 6,000,000,000 Par Value 6,500,000 1,650,000 1,645,000 1,960,000 1,190,000 1,180,000 1,533,000 1,300,000 1,055,789 1,200,000 1,975,000 5,780,000 661,000 500,000 350,000 875,000 250,000 150,000 500,000 655,000 200,000 910,000 760,000 380,000 300,000 330,000 310,000 200,000 410,000 450,000 700,000 850,000 FIXED INCOME Cost Value Cost 6,500,000 1,659,732 1,652,128 1,960,000 1,213,800 1,385,910 1,864,370 1,600,679 4,029,006 2,442,011 1,347,450 1,055,789 1,200,000 1,975,000 5,922,903 594,156 503,000 369,775 879,735 274,688 149,812 498,850 645,791 208,500 976,885 756,778 400,496 325,875 275,848 316,386 330,825 290,935 228,800 495,310 414,612 504,000 700,768 910,860 6,523,595 1,681,977 1,669,675 1,999,200 1,225,211 1,290,684 1,972,555 1,743,187 3,893,341 2,326,792 1,375,891 1,029,012 1,176,692 1,996,650 6,077,959 Market 655,801 214,508 991,813 757,395 394,968 322,041 271,567 298,107 333,757 319,173 226,182 494,196 419,523 509,049 717,535 871,294 350,330 504,400 390,264 890,312 261,524 150,728 498,086 Value 72 2017 DETAILED LIST OF INVESTMENTS 69,665 Value Value 684,729 382,414 533,128 427,000 666,172 548,808 221,061 872,498 157,503 624,858 797,807 188,735 174,887 100,482 170,078 544,927 595,673 210,697 Market Market 2,502,448 9,199,125 3,125,640 4,759,400 2,678,746 7,686,000 1,273,062 1,863,750 1,442,632 2,492,683 4,709,108 1,345,533 1,227,096 1,399,773 1,239,225 1,138,475 4,380,175 75,852 540,254 429,600 670,000 543,402 188,765 174,947 102,611 182,754 618,464 599,064 214,836 689,641 381,482 224,250 852,828 164,687 623,059 764,750 2,500,000 8,960,938 3,327,750 5,381,705 2,679,418 7,189,368 1,365,625 1,491,600 1,451,814 2,380,080 5,031,170 1,031,854 1,206,000 1,240,000 1,238,431 1,137,175 3,479,900 Cost Value Cost Value

80,000 535,000 400,000 670,000 560,000 190,000 180,000 110,000 190,000 660,000 600,000 200,000 690,000 380,000 200,000 860,000 153,698 625,000 700,000 2,500,000 9,250,000 3,000,000 6,250,000 2,680,000 7,200,000 1,250,000 1,500,000 1,455,000 2,400,000 1,395,000 1,200,000 1,240,000 1,230,000 1,130,000 3,635,000 Par Value Value Par 496,900,000 02/28/2022 07/18/2022 11/30/2037 03/28/2073 07/12/2022 07/14/2021 01/15/2019 07/20/2018 07/19/2019 07/21/2021 12/18/2022 07/21/2023 10/01/2026 10/01/2046 07/14/2022 01/15/2026 07/14/2027 05/30/2024 06/04/2018 07/18/2036 11/16/2020 07/21/2020 01/13/2021 03/10/2026 02/22/2022 01/15/2045 01/11/2048 01/15/2028 03/09/2023 10/14/2022 02/06/2022 05/09/2027 01/15/2028 01/15/2025 11/20/2025 11/22/2025 Maturity Date Rate 2.95% 2.90% 7.50% 5.32% 2.78% 2.06% 7.25% 1.40% 1.70% 2.20% 2.95% 2.80% 3.15% 4.10% 3.13% 5.71% 3.88% 5.30% 7.00% 7.20% 2.13% 2.13% 4.00% 0.10% 3.00% 5.13% 4.35% 5.80% 6.75% 6.63% 3.58% 3.40% 5.00% 4.75% 7.50% 6.80% International Securities International Interest Interest FIXED INCOME FIXED

Sumitomo Mitsui Finl Group Sumitomo Mitsui Fixed Orix Corp Pte Ltd Pvtpl Nomura Intl Fdg Pvtpl Sompo Japan Ins Mitsubishi Ufj Finl Group Mizuho Finl Group Japan Fin Organization For Municipalities Japan Fin Organization For Of)Japan(govt Japan Coop Bnds International Japan Bank For Japan Bk Intl Cooperation Pvtpl Telecom Italia S P A New 144a Pvtpl Telecom Italia Cap Telecom Italia Cap Telecom Pvtpl Intesa Sanpaolo S P A Rcpts Cl X 144a Pvtpl Intesa Sanpaolo S P A Rcpts Cl X 144a Pvtpl Intesa Sanpaolo S P A Rcpts Cl X 144a Pvtpl Intesa Sanpaolo S P A Rcpts Teva Pharmaceutical Indst Ltd Pharmaceutical Teva Italy Teva Teva Teva Teva Teva Teva Vnesheconombank(veb) Israel Pvtpl Isr Elec Corp Ltd Medium Term Pvtpl James Hardie Intl Fin Designated Activit Fdg Smurfit Cap Pvtpl Amer Fin Gtd CRH Pvtpl James Hardie Intl Ireland MMC Finance Dac Aircraft Premier Iraq Of)Iraq (republic Of)Iraq (rep PvtplRep Iraq Republic Of Indonesia Of Republic Indonesia Of Republic Asset Description

2017 DETAILED LIST OF INVESTMENTS 73 Petroleos Pemex Proj Fdg Master Tr Gtd Bd Mexico(utd MexSt) Mexico(utd MexSt) Mexico(utd MexSt) Mexico(utd MexSt) Mexico(united MexicanStates) Mexico(united MexicanStates) Mexichem SabDeCv Fixed Mexichem SabDeCv SADeCvMetalsa Elementia Comision Fed Elect Comision Fed DeElectric Banco Santander America Movil Sab Amer Movil SabDe Mexico Petronas LtdFixed Cap Malaysia Government Tbond Malaysia (govt Of) Malaysia (govt Of) Malaysia TupyPvtpl Overseas Automotive Intl Grou Pvtpl Components Luxembourg Lebanon(rep Of) Lebanese Republic Lebanon Kuwait St Equate Kuwait KyoboPvtpl Life InsCoLtd KookminPvtpl BkGlobalMediumTerm Bk Korea HsgFinCorpCovered Bd144a BkKorea Import Export Korea, Republic Of Tengizchevroil Fin NostrumOil&GasFinBV Pvtpl KaztransgasPvtpl JscGtd Jsc Kazmunaygas Kazakhstan Jordan(kingdomOf) Pvtpl Jordan(kingdom Of) Jordan Description Asset Interest International Securities 10.00% 10.00% 3.95% 2.88% 2.50% 3.00% 4.00% 8.00% 4.38% 5.75% 7.38% 5.75% 5.50% 6.63% 8.50% 8.50% 5.75% 6.50% 5.88% 5.88% 4.90% 5.50% 7.35% 5.75% 4.13% 8.46% 5.00% 3.50% 3.95% 3.90% 3.58% 6.63% 9.13% 6.60% 6.60% 3.50% 4.25% Rate Maturity Date Maturity 07/24/2047 03/25/2023 11/15/2020 11/01/2022 08/15/2026 07/25/2022 09/26/2027 04/19/2047 10/10/2047 01/31/2027 01/21/2021 06/15/2035 11/18/2038 11/20/2036 05/31/2029 03/05/2026 12/05/2024 06/09/2022 09/17/2044 09/17/2044 04/24/2023 01/15/2025 11/25/2025 02/14/2042 11/09/2022 12/18/2036 03/30/2020 03/18/2025 09/15/2025 11/30/2026 09/28/2018 07/17/2024 06/01/2018 11/27/2026 11/27/2026 03/20/2027 11/03/2026 14,000,000 26,200,000 15,140,000 20,820,000 Par Value 1,580,000 1,330,000 1,690,000 1,145,100 1,389,750 1,049,850 5,250,000 2,020,000 1,130,000 3,700,000 3,880,000 3,210,000 200,000 400,000 500,000 200,000 200,000 400,000 260,000 280,000 350,000 108,000 441,000 288,900 300,000 900,000 255,000 620,000 450,000 300,000 890,000 600,000 500,000 FIXED INCOME 14,204,845 Cost Value Cost 1,545,656 1,327,327 1,680,874 6,283,994 2,380,711 6,708,417 2,735,313 8,032,593 5,198,625 1,997,780 1,590,668 2,046,666 1,199,858 3,410,752 4,728,544 3,852,157 3,181,586 200,000 397,904 497,445 199,706 200,000 403,600 256,142 277,231 323,750 625,530 252,000 922,500 664,175 436,657 933,016 307,650 830,381 600,600 498,750 14,402,500 1,589,085 1,335,386 1,680,713 6,279,892 2,389,341 6,285,928 1,665,847 5,141,585 5,433,750 2,030,100 1,193,918 1,222,927 1,190,952 3,695,681 5,174,341 3,940,575 3,266,175 Market 297,080 373,919 674,214 310,500 927,000 657,975 461,483 908,772 318,000 881,100 574,130 476,250 203,140 392,804 492,900 198,944 207,356 427,500 270,885 Value 74 2017 DETAILED LIST OF INVESTMENTS 92,588 Value Value 394,830 230,635 484,289 957,626 572,060 899,854 397,624 200,835 424,600 545,107 819,922 820,050 178,145 119,570 429,919 306,040 651,750 191,275 245,100 150,340 251,250 197,500 201,750 308,250 557,425 Market Market 1,241,874 1,758,586 1,030,000 2,092,500 4,025,000 1,491,075 1,683,131 2,495,500 2,759,880 2,238,277 1,105,885 1,995,400 15,819,056 10,890,000 90,000 200,000 398,928 538,096 836,832 770,000 999,900 144,614 248,438 197,262 200,000 315,600 555,300 358,310 231,830 480,000 921,060 584,019 907,934 400,000 180,000 110,000 387,610 279,188 656,027 184,602 250,000 1,165,000 1,689,050 1,997,520 3,269,219 1,386,100 1,969,896 2,331,250 2,685,000 3,932,916 1,099,348 1,896,174 Cost Value Cost Value 15,251,954 11,020,800 90,000 200,000 400,000 520,000 682,216 770,000 150,000 250,000 200,000 200,000 300,000 550,000 492,000 239,000 480,000 835,000 585,000 910,000 400,000 180,000 110,000 491,600 415,000 280,000 660,000 175,000 250,000 1,165,000 1,660,000 1,000,000 2,000,000 3,500,000 1,410,000 2,500,000 3,000,000 1,100,000 1,760,000 Par Value Value Par 21,678,000 33,700,000 11,000,000 12/15/2021 01/22/2021 07/28/2025 10/30/2020 10/01/2021 07/01/2022 01/02/2025 05/15/2026 11/14/2024 02/23/2027 05/13/2025 04/24/2023 09/19/2042 10/31/2046 05/02/2026 11/07/2021 02/28/2023 01/30/2025 01/15/2022 08/15/2022 05/01/2023 04/25/2044 09/27/2021 01/06/2023 12/05/2024 10/16/2020 12/20/2022 09/21/2023 01/23/2026 06/27/2044 02/04/2021 09/12/2024 01/18/2024 01/23/2045 03/13/2027 08/04/2026 10/04/2027 07/31/2047 03/13/2027 12/19/2022 Maturity Date Rate 1.77% 3.50% 4.75% 4.63% 5.00% 4.63% 8.62% 7.50% 6.38% 4.75% 3.75% 4.90% 6.75% 5.50% 4.13% 8.25% 5.50% 3.60% 7.38% 5.63% 6.88% 2.13% 2.75% 7.50% 1.95% 2.00% 4.63% 4.50% 5.50% 6.38% 7.19% 4.88% 6.38% 6.50% 6.88% 4.00% 5.50% 6.50% 11.25% 10.00% International Securities International Interest Interest FIXED INCOME FIXED

Aercap Ireland Cap Aercap Ireland Ahold Lease Altice Fing Aercap Ireland Cap Aercap Ireland Cap Aercap Ireland Intl Bank Recon& Dv Intl Bank Recon& Netherlands ABN Amro Bk N V International Bk For Recon & Development Recon International Bk For # Tr International Finance Corp Tranche Rt 00218 Var Corporacion Andina De Fomento Corporacion Andina De Fomento Bk Inter Amer Dev Morocco Office Cherifien Des Multi-National Agencies Region Mongolia Mongolia Govt Monaco Maritime Navios Marit Maritime Hldgs/ Navios Pvtpl Navios Sixsigma Networks Mexico Nemak SA De Cv Tenedora United Mexican States Pvtpl Mexico City Arpt Tr Sigma Alimentos SA Pvtpl JB Y Compania Pvtpl Metalsa Pvtpl Mexichem Sab De Cv Pvtpl Alpha Hldg Pvtpl Axtel 144a De Electricidad Pvtpl Comision Federal Pvptl Mexichem Sab De Cv Pvptl Mexico City Arpt Tr Mexicanos Medium Term Pvptl Petroleos Petroleos Mexicanos 144a Petroleos Mexicanos Gtd Petroleos Petroleos Mexicano Petroleos Mexicanos Petroleos Mexicanos Petroleos Petroleos Petroleos Fixed Petroleos Petroleos Petroleos Asset Description

2017 DETAILED LIST OF INVESTMENTS 75 Poland(rep Of) Poland(rep Of) Poland(rep Of) Poland(rep Of) Poland Southn CopperCorp OrazulEnergyEgenorSEnCPorPvtpl A Peru(rep Of) Peru(rep Of) Peru Rep Orazul EnergyFixed Bonos DeTesoreria 144aBnds Peru Islamic Rep OfPakistan Pakistan Asa Statoil Schlumberger Norge Norway Seven EnergyFinanceLtd Nigeria Fed Rep 144a Nigeria Genesis EnergyLP New Zealand Waha AerospaceBVGtd Bd 144a Vimpelcom HldgsB Veon HoldingsBv FinBVGtd Shell Intl FinBV Shell Intl FinBV Shell Intl Shell InternationalFin aldue Rabobank NederlandNVVar RatePerpetu Rabobank VtrFinBV Pvtpl LincolnFinLtd Pvtpl INGBkNVSub Pvtpl ConstelliumNV Pvtpl AlticeUSFinICorpSrSecd Pvtpl AlticeFinancingSA Pvtpl Altice Pvtpl Cooperatieve RabobankUa Cooperatieve RabobankUA Cooperatieve Bk NedGemeenten NethBV Intl Airtel Bharti Description Asset - Interest International Securities 10.25% 11.00% 1.63% 6.88% 7.38% 5.80% 5.88% 5.38% 6.63% 7.75% 4.63% 5.25% 3.75% 1.25% 5.13% 2.50% 3.25% 4.00% 5.50% 5.25% 5.63% 8.20% 7.84% 5.63% 5.63% 6.15% 6.88% 2.75% 4.20% 6.50% 5.75% 3.92% 4.95% 5.95% 4.38% 4.00% 2.88% 4.55% Rate Maturity Date Maturity 12/29/2049 01/20/2022 01/15/2024 04/15/2021 09/25/2023 02/15/2026 07/15/2023 02/15/2023 05/15/2022 12/01/2023 08/04/2045 07/21/2026 06/13/2022 03/11/2023 07/25/2026 07/25/2025 10/25/2023 10/25/2019 11/08/2042 04/28/2027 08/12/2026 08/12/2020 11/18/2050 04/28/2027 08/12/2032 12/05/2027 11/10/2021 01/15/2021 10/11/2021 11/28/2027 02/15/2021 07/28/2020 06/16/2024 02/13/2023 03/25/2020 05/10/2046 05/10/2026 08/12/2043 24,300,000 44,800,000 Par Value 1,757,000 1,660,000 1,480,000 1,635,000 1,570,000 7,925,000 5,265,000 4,870,000 7,190,000 1,550,000 1,040,000 1,000,000 3,400,000 1,500,000 1,000,000 1,210,000 200,000 700,000 550,000 600,000 830,000 710,000 200,000 500,000 710,000 350,000 960,000 620,000 200,000 880,000 230,000 310,000 50,000 15,938 1,300 4,115 FIXED INCOME Cost Value Cost 2,082,860 3,074,009 1,716,588 1,498,326 1,630,106 1,564,093 5,623,898 1,880,424 1,452,792 1,405,111 2,625,741 1,454,438 1,360,387 1,169,270 1,048,364 1,500,000 1,205,292 183,250 702,000 560,542 585,750 843,667 707,657 208,740 500,000 426,874 992,000 710,000 358,134 960,000 615,025 200,000 921,800 995,280 241,309 325,258 57,258 14,800 1,963,448 2,982,007 1,730,550 1,660,909 1,671,788 1,682,966 5,453,984 2,161,084 1,529,059 1,494,791 2,207,819 1,731,395 1,415,946 1,334,320 1,121,374 1,000,343 1,521,780 1,045,679 1,210,010 Market 492,000 494,941 984,000 711,864 354,717 630,850 202,800 946,000 244,962 352,590 211,000 713,125 575,905 591,000 998,922 719,256 211,958 Value 52,250 4,686 76 2017 DETAILED LIST OF INVESTMENTS Value Value 820,000 232,894 178,721 581,745 377,803 194,000 616,929 260,312 950,600 440,911 419,449 596,624 239,573 922,855 996,162 636,640 Market Market 1,750,257 1,042,808 1,680,518 2,444,784 5,006,607 2,592,075 1,783,800 2,138,656 1,949,731 7,548,082 4,460,403 1,082,222 3,079,707 7,570,556 6,162,241 2,036,628 9,015,271 8,048,635 2,007,487 359,327 231,825 890,000 956,475 630,000 844,800 205,147 170,996 576,125 160,000 558,181 252,344 970,000 372,068 400,000 535,810 1,641,882 1,047,364 1,449,814 2,431,780 4,706,125 2,522,893 1,778,958 1,974,893 2,396,152 7,225,138 4,089,708 1,038,105 3,000,000 7,759,500 5,446,450 2,017,779 7,386,122 6,285,058 1,655,622 Cost Value Cost Value 360,000 220,000 890,000 630,000 800,000 220,000 170,000 550,000 200,000 575,000 250,000 970,000 400,000 550,000 1,650,000 1,050,000 1,460,000 2,435,000 4,965,000 2,460,000 1,800,000 1,975,000 1,035,000 3,000,000 7,000,000 5,430,000 7,270,000 Par Value Value Par 13,600,000 33,465,000 83,590,000 66,175,000 24,690,000 533,538,000 463,370,000 109,720,000 05/13/2021 10/02/2019 05/15/2045 03/27/2027 01/15/2019 03/23/2028 09/24/2025 03/04/2028 07/30/2024 07/21/2025 07/06/2027 02/28/2048 09/27/2027 03/31/2036 12/21/2026 02/28/2031 08/10/2022 04/11/2022 12/31/2049 04/27/2020 04/27/2023 03/08/2047 07/15/2019 05/11/2027 07/17/2024 10/15/2024 04/26/2023 03/20/2023 11/14/2022 01/19/2028 08/16/2023 09/16/2026 06/23/2047 02/03/2027 07/05/2022 Maturity Date Rate 4.88% 1.88% 4.88% 4.00% 2.72% 4.25% 4.13% 3.63% 6.25% 5.50% 4.85% 8.75% 4.85% 6.25% 7.00% 6.13% 2.92% 9.00% 5.13% 4.57% 5.21% 5.88% 6.20% 5.75% 5.13% 5.85% 5.38% 8.13% 7.05% 7.00% 7.75% 5.25% 8.15% 6.03% 10.50% International Securities International Interest Interest FIXED INCOME FIXED

Pvtpl UBS Group Fdg Switz AG Switz Pvtpl UBS Group Fdg Pvtpl UBS Group Funding Cr Suisse Group Fdg Guernsey Ltd Guernsey Cr Suisse Group Fdg LLC Fdg Glencore Gtd LLC Fdg Glencore Nordea Bk AG Pvtpl Ab Publ Medium Term Stadshypotek Switzerland Sri Lanka Sri Lanka(republic Sweden Telefonica Emisiones Telefonica SA Telefonica Bbva(bilb Viz Arg) Bbva(bilb Telefonica Telefonica Spain 1 Atento Luxco Banco Santander SA South Africa(republic Of)South Africa(republic Of)Sth Africa(rep Of)Sth Africa(rep Rep Of South Africa Rep Of South Africa Republic South Africa Myriad Intl Myriad Intl Hldgs Tranche # Tr 5 # Tr Tranche Senegal Of Senegal Republic Vnesheconombank(veb Fin Vnesheconombank(veb Saudi Arabia Saudi Arabia Kingdom Global Medium Term Russian Federation Russian 144a Federation Russian Ministry Finance Federation Russian Russia Govt Bd - Ofz Govt Russia Federation Russian Russian Federation Russian Evraz Group SA 2016 Pvtpl Petropavlovsk Republic Of Portugal Of Republic Romania Of) Romania(rep Portugal Cimpor Finl Asset Description

2017 DETAILED LIST OF INVESTMENTS 77 BAE Sys Hldgs Corp B ATCap Avon Prods Astrazeneca Plc Ashtead Cap Ashtead Cap Anglo AmernCap Anglo AmernCap United Kingdom Secd Bd DhabiCrudeOilPipeline LLCPvtplabu Sr AbuDhabiGovtPvptl Int'l Maf GlobalSecLtd Dubai Electricity DP World United ArabEmirates FrnUkraine(rep Of) 31/05/2040 Ukraine Government Ukraine Mhp Pvtpl Ukraine Turkiye Turkey(rep Of) Turkey(rep Of) Turkey(rep Of) Turkey(rep Of) Turkey Rep Turkey Government Bd Tc Ziraat Bankasi Republic OfTurkey TurkPvtpl Telekomunikasyon AS M Tranche #Tr AkbankTAS/AkFinansalKirlamaAs Pvtpl 00002 CreditExport BankOfTurkey Tranche #Tr Arcelik Turkey Tunisia AidUS Tunisia Trinidad Trinidad andTobago 2028thb Thailand(kingdom) Idx/ Lkd Gtd12/03/ Thailand(kingdom) Thailand GlencorePvtpl1 Fdg LLC Gtd UBSGroupFundingPvtpl (switzerland) Description Asset Interest International Securities 11.00% 10.60% 10.70% 10.40% 4.00% 5.38% 5.00% 6.53% 5.25% 1.29% 4.88% 4.13% 3.49% 3.85% 4.54% 6.50% 3.13% 4.38% 5.63% 4.00% 4.75% 4.60% 2.50% 4.75% 7.38% 6.85% 0.00% 7.75% 7.38% 7.75% 4.75% 8.80% 5.63% 5.13% 5.75% 4.88% Rate Maturity Date Maturity 01/24/2020 10/24/2023 04/03/2023 05/15/2028 11/04/2027 03/12/2028 06/22/2029 05/30/2023 05/23/2023 12/15/2025 08/15/2047 03/01/2019 06/12/2027 08/15/2027 10/01/2024 09/11/2027 04/10/2027 11/02/2047 10/11/2022 05/07/2024 10/21/2020 07/02/2037 05/31/2040 09/01/2026 09/25/2032 05/10/2024 04/29/2021 02/24/2027 02/11/2026 09/27/2023 02/17/2021 03/30/2021 03/20/2024 05/03/2022 05/11/2047 06/19/2024 34,920,000 28,270,000 12,425,000 Par Value 1,344,287 1,560,000 1,000,000 2,495,000 1,170,000 1,000,000 1,350,000 5,000,000 1,680,000 1,830,000 1,600,000 5,580,000 7,065,000 2,430,000 7,765,000 1,900,000 1,000,000 940,000 950,000 600,000 400,000 535,000 250,000 500,000 765,000 210,000 340,000 820,000 920,000 200,000 635,000 690,000 200,000 FIXED INCOME Cost Value Cost 1,575,170 1,050,525 1,560,928 1,000,000 2,507,475 1,239,812 1,018,960 1,345,532 5,000,000 1,785,813 1,600,000 1,621,346 3,839,205 2,388,243 3,160,125 1,934,010 936,842 948,252 560,628 396,390 987,457 544,637 247,050 497,450 765,000 209,914 351,475 844,600 879,525 909,087 200,000 632,899 650,621 728,985 978,800 198,000 1,712,541 1,073,282 1,066,072 1,584,826 1,052,908 2,495,000 1,240,200 1,028,530 1,323,000 5,602,400 2,072,335 1,013,520 1,572,621 1,410,981 3,121,324 1,641,593 1,908,688 1,888,796 Market 259,264 494,085 776,475 208,597 355,851 863,435 949,937 216,560 628,682 612,211 726,293 975,000 203,191 942,275 960,022 607,781 409,000 553,458 Value 78 2017 DETAILED LIST OF INVESTMENTS 41,576 Value Value 367,927 680,827 328,496 199,042 641,350 456,113 559,905 240,924 847,753 716,404 205,000 346,132 594,562 296,475 686,737 497,514 888,718 720,663 383,741 522,031 213,000 118,187 772,988 244,312 198,119 Market Market 1,400,010 1,770,822 2,594,370 1,151,100 2,083,833 3,084,402 1,612,199 1,182,038 3,344,332 6,239,778 1,197,000 1,004,950 6,861,150 3,351,151 4,323,888 1,293,728 1,471,824 2,940,000 1,666,018 40,000 485,775 544,396 197,964 833,898 678,236 200,375 405,494 368,931 513,148 200,000 125,861 735,116 202,347 200,000 354,574 672,525 329,493 199,890 635,000 605,719 300,000 670,000 500,000 870,000 705,172 1,386,225 1,459,924 2,500,000 1,100,898 2,078,290 3,089,482 1,604,162 1,186,949 3,354,075 4,425,925 1,227,000 1,050,294 7,623,500 3,369,161 4,262,938 1,291,529 1,444,751 1,837,500 1,626,284 Cost Value Cost Value 40,000 340,000 510,000 200,000 840,000 690,000 200,000 320,000 370,000 400,000 200,000 110,000 740,000 233,000 200,000 290,000 670,000 310,000 200,000 635,000 995,000 525,000 300,000 670,000 500,000 870,000 710,000 1,380,000 1,460,000 2,500,000 1,110,000 1,960,000 2,945,000 1,585,000 1,185,000 3,340,000 5,910,000 1,200,000 7,900,000 3,345,000 4,180,000 1,280,000 1,450,000 3,500,000 1,630,000 Par Value Value Par 12/29/2049 10/01/2034 05/01/2022 09/15/2045 01/11/2023 03/26/2044 11/03/2020 01/15/2025 06/23/2019 05/25/2021 08/18/2025 03/08/2026 05/25/2026 05/02/2036 12/29/2049 04/05/2021 03/14/2024 12/10/2025 11/07/2028 11/01/2019 11/01/2039 08/01/2022 10/15/2018 04/10/2022 05/14/2025 09/11/2024 08/15/2025 08/15/2027 04/29/2024 05/15/2022 08/01/2023 11/21/2022 07/27/2022 10/20/2037 09/26/2018 11/01/2021 05/06/2022 09/19/2022 11/28/2023 03/17/2025 05/04/2026 05/11/2022 10/01/2024 05/08/2022 03/08/2021 Maturity Date Rate 4.28% 7.25% 5.63% 3.95% 5.70% 5.75% 5.50% 8.13% 3.12% 4.25% 4.30% 3.90% 6.50% 6.38% 5.10% 4.25% 4.58% 3.57% 4.90% 5.90% 5.75% 8.50% 3.75% 4.88% 3.63% 4.13% 3.56% 4.63% 4.88% 6.38% 7.63% 2.00% 7.25% 2.24% 3.56% 3.24% 2.52% 3.22% 3.51% 3.12% 2.88% 4.50% 2.85% 3.40% 12.00% International Securities International Interest Interest FIXED INCOME FIXED

Pvtpl Virgin Media Secd Fin Plc Amern Reynolds Pvtpl Standard Plc Sub Chartered Pvtpl Standard Plc Sub Chartered Pvtpl United Business Media Lt Pvtpl Petra Diamonds US Treas Plc Sr Se Cd Diamonds US Treas Pvtpl Petra Pvtpl Santander Uk Group Hldgs Plc Pvtpl Jaguar Hldg Co Ii/ Pharmaceutical Bank Plc Pvtpl Lloyds Pvtpl Niagara Mohawk Pwr Corp New Pvtpl B A T Cap Corp Gtd LLC Fdg Pvtpl Glencore Pvtpl Inmarsat Fin Plc Gtd Pvtpl Anglo Amern Cap Plc 144a Pvtpl Anglo Amern Cap Plc Gtd Pvtpl Ashtead Capital Pvtpl Algeco Scotsman Global Fin Plc Pvtpl Anglo Amern Cap Plc Mead Johnson Mead Johnson Nmg Finco Plc HSBC Holdings Plc Group Bkg Lloyds Group Bkg Lloyds HSBC Hldgs Plc Sub Perp HSBC Hldgs Plc Resetting HSBC Holdings Plc HSBC Hldgs Plc HSBC Hldgs Plc HSBC Hldgs Plc HSBC Hldgs Plc HSBC Hldgs Plc Diageo Invt Corp Diageo Invt Ensco Plc Glaxosmithkline BP Cap Mkts P L C BP Cap Mkts P L C BP Cap Mkts P L C BP Cap Mkts P L C BP Cap Mkts P L C Barclays Bk Plc Med Term Bk Plc Med Barclays BP Cap Mkts P L C BP Cap Mkts P L C Barclays Bk Plc Barclays Term Bk Plc Med Barclays Asset Description

2017 DETAILED LIST OF INVESTMENTS 79 Total Fixed IncomeFunds Total International Fundnv BEursv Inv Clcits GlobalLnTrancheCF BabsonCap BDist International Funds Republic OfZambia Zambia Corporacion AndinaDeFomento Corporacion AndinaDeFomento Venezuela Uruguay(rep Of) Republica Oriental Republica Oriental Uruguay WPP Fin2010 WPP Fin2010 Virgin MediaSecdFinPlc Vedanta Res Plc Towd Point Mtg Fdg 144a Shell InternationalFin UkGroup Santander UkGroup Santander Royal GroupPlc BkScotland Royal BkScotland Description Asset Interest International Securities 8.50% 5.10% 8.50% 5.13% 3.75% 5.25% 6.38% 1.73% 4.38% 3.57% 2.88% 6.00% 6.10% 8.97% 2.20% 2.00% Rate Maturity Date Maturity 03/15/2028 06/18/2050 03/15/2028 09/07/2042 09/19/2024 01/15/2021 07/30/2022 02/20/2054 05/11/2045 01/10/2023 10/16/2020 12/19/2023 06/10/2023 07/30/2027 07/18/2020 05/10/2019 $143,699,739,997 $143,699,739,997 $137,576,467,663 $137,576,467,663 20,220,000 40,380,000 Par Value 5,470,000 1,390,000 1,128,455 1,170,000 5,827,247 375,000 300,000 420,000 410,000 215,000 500,000 500,000 650,000 190,000 20,000 FIXED INCOME 575,000,000 Cost Value Cost $10,042,204,445 $10,042,204,445 $1,380,299,645 $1,380,299,645 1,415,056 5,677,612 1,390,000 1,400,248 1,164,602 708,826 355,384 294,260 419,164 412,583 217,935 499,354 536,000 649,382 189,983 18,868 584,997,304 $10,806,624,652 $10,806,624,652 $1,404,503,387 $1,404,503,387 1,405,072 5,764,012 1,450,882 1,539,493 1,288,664 Market 563,592 644,930 189,333 704,748 416,250 306,597 472,237 415,909 215,711 550,582 Value 21,558 80 2017 DETAILED LIST OF INVESTMENTS 24,349 284,183 927,236 945,600 6,302,194 1,186,080 8,443,672 4,346,863 1,949,768 6,697,866 6,492,337 1,144,342 1,329,677 7,244,559 1,112,111 1,814,000 6,000,120 3,517,934 5,651,407 1,740,210 6,160,653 4,905,492 2,259,049 1,993,065 2,617,176 8,574,605 4,020,694 7,326,242 2,192,279 1,115,666 6,142,966 1,151,920 $5,569,403 $5,569,403 22,916,094 14,160,345 16,208,907 71,797,891 15,154,226 10,279,343 90,980,402 28,697,704 15,320,946 51,256,154 41,754,664 128,974,191 Market Value Market Value - 29,242 815,550 892,232 846,528 8,365,124 5,792,897 3,250,783 1,811,095 6,471,653 4,823,229 1,155,909 1,473,691 8,395,874 1,152,022 1,578,533 9,684,894 3,390,942 2,768,134 4,303,256 1,493,994 6,699,977 2,375,783 1,859,402 1,842,083 1,805,477 4,506,305 8,355,797 2,925,189 5,886,550 2,522,160 1,286,187 6,305,785 1,085,342 $3,528,336 $3,528,336 16,892,783 15,762,346 43,802,159 10,980,165 10,011,760 30,975,906 10,816,048 42,350,346 71,076,509 38,931,993 Cost Value Cost Value 645 7,692 8,838 8,829 6,545 16,942 40,725 14,908 51,618 58,457 11,479 84,000 52,530 34,443 26,756 83,807 79,829 17,664 15,262 11,779 97,362 21,454 67,186 37,053 98,989 32,000 425,822 157,190 235,571 519,176 129,346 102,688 159,087 174,538 428,599 747,980 176,975 132,919 466,722 284,018 742,404 194,227 659,423 242,805 1,149,930 Shares U.S. Securities U.S. Common Stock EQUITIES

Alliant Energy Corp Allergan Plc Allete Corp Alliance Data Sys Allegheny Technologies Allegheny Co Allegiant Travel Allegion Plc Alibaba Group Holding Ltd ADR Align Technology Plc Shs Alkermes Alexandria Real Estate Equities Real Alexandria Alexion Pharmaceuticals Albany Intl Corp New Cl A Albany Albemarle Corp Aleris Intl Akamai Technologies Akamai Alarm Com Hldgs Com Air Group Alaska Agilent Technologies Air Prod & Chem Affiliated Managers Group AFLAC Agco Corp Aegon N V Ny Registry Shs Shs ADR Aegon N V Ny Registry AES Corp Aetna Adobe Sys Auto Pts Advance Micro Devices Advanced Acuity Brands Acxiom Corp Acnb Corp Activision Blizzard Actuant Corp Cl A New Acadia Healthcare Co Acadia Healthcare Acadia Pharmaceuticals Plc Shs Cl A New Accenture Abbvie Abiomed ABM Inds 5th 3rd Bancorp Abbott Lab 1st Indl Rlty Tr 2u 3M Co Asset Description

2017 DETAILED LIST OF INVESTMENTS 81 Arconic Archer Daniels MidlandCo Aptiv Plc Applied Materials Apple InvtApartment &MgmtCoClA Apache Corp Aon Plc Anthem Ansys Mgmt Annaly Cap Intl Anixter Anika Therapeutics Ani Pharmaceuticals Andeavor Analog Devices Anadarko Petro Corp Amphenol CorpNewClA Amn Healthcare Svcs Amkor Technology Amgen Ametek New Amern Woodmark Corp Amerisourcebergen Corp Ameris Bancorp Ameriprise Finl American WtrWksCoNew American Tower Corp American RailcarInds American InternationalGroup American Express Co New American EagleOutfitters American Airlines Ameren Corp Amer FinlGroupOh Amer ElecPwrCo ClA AMC Networks Amazon Com Amazon Com Altria Group StockClA Alphabet Capital Alphabet Cap Alnylam Pharmaceuticals Corp Allstate Allison Transmission Holding Asset Description Common Stock Common U.S. Securities Shares 576,559 261,000 191,209 507,558 521,030 130,828 114,244 304,717 136,640 100,211 104,225 560,914 278,520 650,076 919,023 419,175 159,621 584,200 654,917 161,419 330,006 304,453 178,910 103,285 106,347 228,004 476,650 48,900 65,264 87,993 65,747 43,379 24,949 54,198 13,860 73,111 19,540 48,994 22,284 60,140 49,749 37,562 29,676 25,041 70,500 CostValue 41,674,953 26,000,970 28,170,774 60,592,947 24,299,032 17,181,192 48,817,153 46,540,115 35,286,750 16,937,492 63,374,537 27,167,791 14,280,353 32,531,842 35,765,351 27,201,267 30,331,281 4,041,719 7,753,186 6,937,339 5,535,048 3,368,297 1,314,281 8,074,901 3,661,088 1,043,674 5,803,821 1,845,024 5,564,307 5,356,953 2,365,475 1,771,619 3,569,790 2,171,711 5,821,578 2,032,883 2,675,079 2,738,611 1,948,872 2,582,656 5,355,313 8,552,260 2,543,174 765,847 952,828 EQUITIES MarketValue 133,604,931 143,936,576 104,860,790 155,526,262 57,258,074 29,940,846 38,332,177 76,324,290 21,759,841 13,241,786 58,733,305 11,163,082 33,231,885 17,697,568 35,916,321 35,129,748 52,944,377 17,503,709 32,529,331 28,398,807 4,906,800 9,948,604 5,307,606 7,075,178 3,789,859 1,791,606 3,679,841 1,090,521 7,262,532 2,045,597 6,946,138 5,556,436 1,053,401 3,157,663 2,547,953 5,354,264 4,367,962 7,949,886 3,316,560 2,722,118 3,865,299 2,299,265 8,623,462 9,729,687 2,935,620 82 2017 DETAILED LIST OF INVESTMENTS 965,700 2,703,743 6,411,006 4,795,210 5,477,476 3,385,747 3,908,249 1,657,545 1,119,300 5,299,917 1,556,600 2,054,725 1,063,700 9,306,259 6,155,912 3,933,475 4,422,840 7,961,105 1,277,100 1,277,100 9,295,587 8,969,695 5,363,347 8,508,418 1,893,503 7,440,580 7,301,408 7,470,884 3,670,413 1,927,166 8,481,040 3,103,707 12,342,956 14,777,478 59,218,820 25,494,462 83,819,075 14,759,459 11,198,991 10,737,295 39,543,635 17,526,877 30,665,407 24,810,500 74,470,752 192,262,520 Market Value Market Value 472,664 932,506 651,157 7,292,929 1,751,877 2,822,776 1,146,828 4,472,400 3,778,893 1,298,201 4,468,337 1,460,814 1,970,549 8,073,203 5,254,803 1,817,037 2,425,637 4,947,615 1,337,703 1,337,703 8,231,479 6,181,283 4,914,769 6,486,311 1,978,376 3,181,311 7,337,785 7,479,350 2,153,204 1,700,826 6,083,635 2,532,780 16,192,492 34,725,959 19,074,875 10,706,395 51,525,328 16,803,438 10,716,304 10,242,190 22,299,449 16,020,924 18,742,512 21,511,266 67,063,761 132,399,830 Cost Value Cost Value 4,363 39,488 85,400 22,950 58,000 21,906 14,431 39,000 86,000 54,286 11,875 69,367 37,191 99,000 66,700 46,638 73,786 86,982 35,013 29,800 72,370 159,945 547,314 298,753 434,540 139,400 412,896 105,450 357,880 466,481 542,324 110,000 234,651 734,193 111,682 271,146 616,762 150,780 148,137 215,403 715,000 340,392 1,048,564 6,512,958 1,915,400 Shares U.S. Securities U.S. Common Stock EQUITIES

Bio Rad Labs Cl A Best Buy BHP Billiton Ltd ADR Big Lots Benefitfocus Cl B Hathaway Berkshire Berry Global Group Beacon Roofing Supply Beacon Roofing Becton Dickinson & Co Belden Baxter Intl BB& T Corp Bank Of America Corp Banner Corp Bard C R Cash and Banco Santander Brasil ADR Bancolombia ADR Corp Mellon Bank New York Banc Calif Banco Bradesco ADR Baidu Spons Repr 0 10 ADR Baidu Spons Repr Hughes A GE Co Cl A Baker Ball Corp Axcelis Technologies Axcelis Axis Capital Holdings Ltd Finl B Riley Avadel Pharmaceuticals Plc ADR Avadel REIT Cmntys Avalonbay Dennison Corp Avery Autozone Homes AV Autodesk Autohome ADR Automatic Data Processing AT&T Intl Group Atkore Atmos Energy Corp Aspen Insurance Hldgs Assurant Astrazeneca Plc ADR Arrow Electr Asset Mgmt Artisan Partners Ares Coml Real Estate Corp Com Coml Real Ares Holdings Argo Group International Inds Armstrong World Asset Description

2017 DETAILED LIST OF INVESTMENTS 83 Carmax Hlth Cardinal One FinlCorp Capital SoupCo Campbell PeteCallon Co Software Callidus Exchange Mandatory LennarCorp Calatlantic Intl CAI DesignSysCadence Oil&GasCorp Cabot Corp Cabot CA C HRobinson Worldwide Burlington Stores Bunge Ltd Bstn Pptys MawrBkCorp Bryn Brown Forman ClBNon Broadcom Limited Group Brixmor Ppty Brit AmernTob PlcADR Bristol Myers SquibbCo Brinker Intl Brighthouse Finl TrBrandywine Rlty Brady CorpClA BP PLCADR Box ClA Boston ScientificCorp Boston Private FinlHldgs Borg Warner Booz AllenHamiltonHldgCorpClA Boot BarnHldgs Bojangles Boeing Co BMC StkHldgs Bluebird Bio Blue BirdCorp Block H&R Blackrock Bioverativ Biospecifics Technologies Corp Biomarin Pharmaceutical Biogen Biocryst Pharmaceuticals Asset Description Common Stock Common U.S. Securities Shares 1,023,569 169,858 227,603 425,517 245,362 318,466 402,000 150,598 130,000 157,564 321,442 129,502 229,896 203,915 385,390 769,299 271,971 152,339 357,555 223,992 262,732 31,821 41,007 70,000 33,492 19,747 42,613 33,086 29,044 92,928 56,600 43,000 46,124 74,160 69,658 48,625 21,651 64,200 31,457 66,348 90,100 76,094 14,566 2,404 4,400 CostValue 39,085,873 22,152,094 31,967,835 66,984,221 28,402,480 42,838,360 1,592,481 3,732,350 3,474,964 5,250,766 6,562,257 6,638,118 1,436,211 7,061,568 2,450,477 1,268,128 1,474,539 6,459,293 7,524,014 4,379,420 1,941,955 2,183,798 1,525,466 1,852,746 1,671,001 2,809,519 1,458,620 1,618,573 4,967,373 5,074,587 1,400,278 9,937,045 6,929,519 4,386,836 3,781,637 4,388,656 4,316,399 6,880,415 3,818,408 1,820,358 868,293 672,201 141,238 297,569 553,550 EQUITIES MarketValue 101,927,001 72,359,707 10,144,231 35,846,340 47,976,005 29,893,377 17,044,801 47,142,643 1,625,735 6,476,686 3,780,486 5,021,101 8,057,190 7,303,347 1,393,000 2,297,693 1,433,616 1,862,592 5,693,699 7,580,404 3,905,520 3,710,232 3,191,674 1,217,760 1,928,906 2,120,976 4,290,236 1,618,240 1,928,888 4,306,536 9,013,043 2,160,152 7,191,377 3,499,484 4,462,152 4,947,152 5,773,648 7,551,562 5,552,762 4,059,209 295,764 294,756 612,209 878,160 638,300 84 2017 DETAILED LIST OF INVESTMENTS 559,417 522,101 817,700 2,187,386 3,578,340 7,901,415 3,208,280 2,007,984 3,064,341 1,242,836 6,615,312 1,095,600 1,399,500 2,521,416 3,470,046 5,056,347 5,947,513 1,443,952 6,328,084 1,151,107 8,140,241 1,998,873 1,999,095 1,831,004 1,739,829 1,392,013 4,229,653 6,494,229 6,423,894 2,299,931 2,129,336 3,391,910 9,505,530 2,838,763 1,899,695 53,285,272 10,526,475 63,697,554 34,334,329 34,334,329 12,893,020 14,939,845 25,442,208 18,641,931 121,144,662 120,637,882 115,703,102 Market Value Market Value 825,971 403,429 906,236 524,509 1,006,789 3,984,635 6,855,285 2,158,082 1,457,731 2,344,301 1,333,586 6,543,371 1,076,479 4,022,618 2,651,403 3,976,510 3,163,232 5,236,077 1,101,091 1,098,884 9,697,191 7,073,733 1,755,728 2,086,955 1,832,790 1,497,919 1,441,302 4,355,483 5,770,090 8,776,789 3,328,909 1,864,408 1,874,228 3,257,105 8,305,294 2,669,296 1,597,784 80,002,101 98,313,346 37,549,258 87,224,150 32,444,923 19,731,887 19,731,887 13,581,437 12,284,093 15,961,761 Cost Value Cost Value 7,970 7,116 14,037 69,000 76,424 22,818 20,602 18,277 45,000 51,492 54,340 11,983 17,000 28,164 72,035 39,842 71,269 15,007 23,207 21,002 37,785 94,808 18,460 49,165 57,490 28,140 66,985 160,500 257,105 120,000 151,164 118,861 158,606 117,535 141,267 924,220 313,642 517,317 605,875 494,610 415,786 237,600 178,631 3,163,046 1,621,259 1,267,404 Shares U.S. Securities U.S. Common Stock EQUITIES

Clorox Co Clorox Oncology Clovis Citigroup Citizens Finl Group Citrix Sys Cirrus Logic Cisco Systems Cit Group New Cimarex Energy Co Cimarex Corp Cin Fncl Cintas Corp Chuys Holdings Chuys Cigna Corporation ChipotleMexican Grill Chubb Ltd Church & Dwight Chevron Corp Chevron China Lodging Group Ltd ADR & Chem Corp ADR China Pete Cheniere Energy Cheniere Energy Corp Chesapeake Charter Communications New Cl A Chase Corp Chemung Finl Corp Cerner Corp CF Inds Hldgs Charles Riv Laboratories Intl Century Casinos Century Cmntys Centurylink Centerpoint Energy Centerstate Bank Corp Celgene Corp ADR Cemex Sab De Cv Centene Corp CBRE Group Cl A Cl A CBRE Group Cl A Cl CBS Corp New Cl B Celanese Corp Caterpillar CBIZ CBOE Global Markets Caseys Gen Stores Caseys Cl A Cl A CatchmarkTr Timber Carnival Corp Com Paired Corp Com Carnival ADR Plc Carnival Carrizo Oil & Gas Asset Description

2017 DETAILED LIST OF INVESTMENTS 85 Darden Restaurants Danaher Corp Dana D RHorton HealthCorp CVS Cutera Cummins CSX Corp Inds Css CSRA CorpNew Intl Crown Castle Credit SuisseGroupAG ADR CRA Intl Coupa Software ComClA Coty Costco WholesaleCorpNew Group Costar Corp OfficePptys Tr Corning Core MarkHldgCo Core Laboratories NV Cooper Cos Control4 Corp Constellation BrandsClA Consolidated Tomoka LdCo Cons Edison Conocophillips Connectone BancorpNew Conmed Corp Cone NameChangeCnx2k18a2201042018 Conduent Concho Res Conagra Brands Comtech Telecommunications Corp Computer Svcs CmtCom Sabesp ADR Companhia DeSaneamentoBasicoDoEstadoSaoPaulo Comerica Comcast CorpNewClA UniverseCollectors Colgate Palmolive Co Cohu Cognizant Tech SolutionsCorpClA Coca ColaCo CMS EnergyCorp CME Group Asset Description Common Stock Common U.S. Securities Shares 2,517,466 173,600 139,587 608,985 179,763 180,002 188,475 625,482 190,494 170,015 220,921 657,238 123,285 209,605 905,828 115,259 617,950 258,835 424,084 98,086 63,417 53,000 29,970 26,897 39,000 60,000 96,209 54,643 19,776 55,729 25,950 43,000 25,514 24,000 74,391 73,228 67,829 71,325 42,000 28,117 26,000 48,079 95,799 11,700 7,982 CostValue 10,264,848 63,820,774 23,280,913 13,172,954 45,945,364 24,505,836 20,800,508 15,085,025 32,664,269 15,774,148 28,498,357 2,130,758 1,161,773 1,206,584 1,917,813 1,567,232 1,130,256 7,996,365 1,082,844 5,238,517 7,686,344 5,350,832 1,592,714 3,847,805 2,818,645 1,155,277 7,504,509 1,263,643 2,451,716 1,399,040 9,395,833 5,684,919 2,315,658 8,716,460 1,584,565 1,135,826 2,464,230 1,433,310 2,988,618 4,772,869 2,559,243 6,828,947 703,370 891,404 197,618 EQUITIES MarketValue 100,824,513 14,734,479 10,531,839 27,940,232 16,707,786 45,347,445 33,648,860 24,524,440 11,731,698 12,624,333 36,609,481 28,977,438 12,626,623 33,919,276 2,388,918 1,172,360 1,393,605 1,814,120 2,334,929 1,116,960 1,317,000 6,832,763 8,502,790 7,980,610 1,898,892 6,033,085 2,846,080 1,176,832 9,352,525 1,196,690 1,078,800 2,322,487 1,456,505 6,120,466 2,252,444 1,739,118 1,249,920 6,426,703 1,651,000 4,084,311 6,665,001 4,882,875 6,853,197 763,379 196,209 86 2017 DETAILED LIST OF INVESTMENTS 950,636 548,668 681,674 499,665 635,804 9,359,512 5,403,494 5,981,299 5,540,695 5,647,088 4,732,425 3,835,289 1,047,200 3,857,869 4,150,536 8,253,772 4,848,008 2,512,530 2,788,048 6,725,700 4,449,619 6,998,544 9,128,458 1,506,536 7,365,948 8,958,972 2,184,550 3,780,870 1,384,600 1,384,600 1,697,658 3,230,143 7,990,149 2,346,247 3,377,909 1,566,116 1,480,875 2,500,764 3,743,096 1,969,640 12,191,597 40,183,595 11,253,099 25,863,899 17,086,600 13,772,080 21,216,228 Market Value Market Value 515,760 635,876 902,209 844,870 4,360,539 4,234,035 5,054,781 4,123,303 6,414,028 4,708,272 3,580,237 9,399,088 1,030,671 3,307,098 2,588,594 6,638,719 4,466,904 2,320,057 2,100,833 2,262,038 6,074,048 4,482,387 5,771,845 7,388,870 1,540,183 4,439,107 6,534,077 1,276,262 2,159,381 1,035,040 1,035,040 1,544,399 2,456,176 5,238,955 2,034,667 3,468,667 1,619,301 3,222,058 1,930,242 3,471,971 2,546,097 14,161,163 27,847,743 24,431,121 12,587,416 11,371,591 11,056,739 Cost Value Cost Value 4,600 68,390 41,293 85,500 24,516 32,200 41,478 38,678 97,900 25,637 68,366 24,879 28,725 63,937 55,367 77,618 80,400 44,070 65,300 23,497 40,251 51,052 35,641 81,592 27,289 17,125 32,863 32,800 101,031 158,487 192,783 161,715 356,522 115,695 235,667 170,000 101,823 363,155 141,000 207,829 108,530 115,000 210,219 245,930 412,500 275,822 Shares U.S. Securities U.S. Common Stock EQUITIES

El Paso Elec Co El Paso Eldorado Resorts Edison Intl Education Rlty Tr Corp Edwards Lifesciences Eaton Corp Plc Ebay Ecolab E Trade Finl Corp E Trade Eagle Bancorp Md Eastman Chem Co DXC Technology Co Technology DXC Inds Dycom DTE Energy Co DTE Energy Corp New Duke Rlty Corp Duke Dr Pepper Snapple Group Snapple Dr Pepper Dril Quip Cl A DSW Dover Corp Dover Dowdupont Domtar Corp Finl Solutions Donnelley R R & Sons Co Donnelley Dollar Gen Corp New Dollar Tree Dominion Energy Discovery Communications New Discovery Dish Network Corp Cl A Dlh Hldgs Corp Discover Finl Svcs Discover Communications New Discovery Diamond Hill Invt Oh Diamond Hill Invt Digital Rlty Tr Dillards Cl A Dexcom DHT Holdings Shs New Diageo Plc ADR Delta Air Lines Dentsply Sirona Energy Corp New Devon Deere & Co Deere Com Cl V Dell Technologies Data I O Corp Davita Outdoor Corp Deckers Asset Description

2017 DETAILED LIST OF INVESTMENTS 87 Firstenergy Corp Firstenergy Corp Merchants First BancorpNC First Fireeye Fidus Invt Corp InformationSvcs Natl Fidelity Fedex Corp Federal SignalCorp Federal Invt Rlty Tr Federal AgricMtgCorpClC Fastenal Co Facebook ComCl'a' F5 Networks Exxon MobilCorp SpaceStorage Extra Stay AmerPairedExtended ShsComprised 1ComClB Express HldgCo Scripts Express Wash Intl Expeditors Expedia Exide Technologies NewCmn Exide Technologies Exelon Corp Exact SciencesCorp Eversource Energy Everest REGroup Evercore Estee LauderCompaniesClA TrEssex Ppty REIT Esco Technologies Equinix Equifax ResdntlEqty Eff5/15/02 Eqt Corp EOG Resources Envision Healthcare Corp Enterprise FinlSvcs Corp Entergy CorpNew Ensign Group Empire Tr StRlty ClA ElectricCo Emerson EMC InsGroup Embraer ADR Ellington Residential MtgREITComShsBenInt Eli Lilly&Co Electr Arts Asset Description Common Stock Common U.S. Securities Shares 1,039,401 1,295,901 163,321 539,698 322,415 266,900 102,541 644,630 694,073 554,015 112,487 100,196 253,663 221,900 173,086 992,215 368,400 628,095 319,134 104,287 100,525 19,196 57,027 38,014 91,291 18,778 33,160 19,096 50,264 97,497 70,000 53,437 11,531 18,000 45,869 20,530 29,401 19,650 87,299 59,864 50,532 49,160 86,780 89,669 36,568 61,267 CostValue 41,116,770 16,701,237 56,152,061 18,703,422 32,032,198 66,594,133 23,489,402 80,857,165 45,694,614 46,841,509 24,340,461 22,435,626 1,834,032 3,715,460 2,241,910 7,170,616 1,006,253 2,677,209 6,772,833 4,529,991 5,630,552 2,422,327 2,372,636 2,724,179 1,736,285 1,195,524 4,037,107 2,910,266 1,709,465 1,235,547 2,136,965 1,771,802 6,413,928 2,134,065 1,374,997 1,998,877 2,049,759 2,031,925 9,482,772 3,800,221 3,702,899 2,645,943 785,467 279,212 266,341 98,483 EQUITIES MarketValue 183,412,700 43,926,020 15,425,996 58,621,406 16,963,939 63,299,065 22,712,345 82,988,863 46,881,011 51,071,458 19,200,943 25,171,753 27,767,430 2,263,592 3,636,612 2,163,757 9,851,212 7,373,943 7,157,613 5,479,457 7,146,082 5,280,736 4,731,203 3,442,619 1,422,783 1,062,600 5,027,887 4,457,971 1,531,432 1,408,320 2,508,576 1,795,348 6,999,600 3,239,210 1,901,951 2,353,480 2,654,951 3,105,929 8,070,210 4,652,912 6,056,631 648,968 951,360 229,916 61,109 26,939 88 2017 DETAILED LIST OF INVESTMENTS 814,465 884,194 823,094 331,655 903,659 2,603,233 1,068,994 1,904,175 1,359,156 1,322,932 1,199,576 2,559,716 3,961,256 2,209,050 1,309,680 5,619,168 1,823,540 2,017,580 1,052,542 1,819,295 6,509,860 8,614,128 8,986,997 5,325,902 2,165,563 2,311,540 4,457,240 4,457,240 1,065,220 4,942,182 2,074,474 1,465,042 7,880,996 4,553,531 2,962,575 3,551,879 1,715,038 6,091,251 66,309,952 10,152,060 13,377,387 12,004,106 25,221,229 23,489,567 39,259,365 23,122,893 17,690,811 Market Value Market Value 893,195 946,450 873,255 717,246 327,784 948,557 1,994,904 1,163,472 1,853,540 1,156,063 8,947,925 1,161,687 2,561,302 3,910,870 2,137,433 1,168,595 4,708,595 1,630,075 2,499,314 6,832,254 1,626,053 5,356,177 2,469,039 7,652,155 4,533,633 1,912,786 2,436,912 1,953,527 1,953,527 1,032,352 4,535,365 1,568,686 1,042,653 4,813,419 2,727,607 2,615,164 2,564,155 1,509,289 5,806,648 37,181,582 10,115,610 11,567,241 20,876,722 34,440,433 39,297,281 25,069,616 21,171,955 Cost Value Cost Value 8,060 3,532 25,970 78,981 86,800 75,065 50,982 24,000 28,817 17,669 14,773 13,142 44,173 89,828 22,793 98,826 33,991 22,849 19,537 95,686 21,915 60,166 19,276 67,809 49,093 25,059 301,125 260,284 314,208 499,400 210,900 208,927 130,800 112,400 352,440 292,578 184,686 615,302 548,009 651,900 503,578 410,228 132,707 1,953,317 1,346,107 1,416,398 Shares U.S. Securities U.S. Common Stock EQUITIES

Gray T V Com Cl B Gray Ajax Corp Great Grainger W W Gran Tierra Energy Granite Const Globalscape Goldman Sachs Group Co & Rubber Tire Goodyear Gilead Sciences Plc ADR Glaxosmithkline Global Pmts Genuine Parts Co Genuine Parts Ggp Coggp General Dynamics Corp General Electric Co General Mills Gazprom Pjsc ADR Energia Gdr Pampa Gen Mtrs Co Gartner Gaslog Ltd Gazprom ADR Gap Garmin Ltd FTI Consulting Gallagher Arthur J & Co Gamestop Corp New Cl A Freeport Mcmoran Freeport Res Frkln Bancorp Fs Franklin Elec Franklin Finl Network Franklin Fortinet Corp Com Mon Stock Fortive Brands Home & Sec Fortune Ford Mtr Co Ford Formfactor Forterra Fomento Economico Mexicano Sab De Cv ADR Mexicano Sab De Cv Economico Fomento Corp Fonar Locker Foot Fluor Corp New FMC Corp Fiserv Flir Sys Corp Flowserve Asset Description

2017 DETAILED LIST OF INVESTMENTS 89 Hooker Furniture Corp Honeywell Intl Hometrust Bancshares Homestreet Home Depot Hologic Hingham InstnSvgs Mass Hilton Worldwide Hldgs Hillenbrand Hill Rom Hldgs Highwoods Pptys Hexcel CorpNew PackardHewlett EnterpriseCo Hess Corp Heska CorpComRestricted NewStock Hershey Company FinlCorpWashHeritage Herc Hldgs Schein Henry Hennessy Advisors Helmerich &Payne Express Heartland Healthcare Tr AmerCl ANew Healthcare Tr Rlty HCP HealthcareHCA Haynes Intl Haverty Furniture Cos Hasbro FinlSvcsHartford Group Harris Corp Harley Davidson Hanmi FinlCorp Hanesbrands Halyard Health Co Halliburton Hackett Group Gw PharmaceuticalsPlcAdsADR ADR Grupo Supervielle Grupo FinancieroGaliciaADR ADR Grupo Aeroportuairo Group 1Automotive Greif Greenhill &Co Great SouthnBancorp Great PlainsEnergy Asset Description Common Stock Common U.S. Securities Shares 2,586,757 238,147 225,285 135,494 102,200 120,061 162,109 121,790 205,495 249,402 190,547 180,210 105,884 302,744 124,019 217,409 232,600 157,597 338,823 158,051 127,816 114,025 246,864 58,537 60,676 96,883 16,256 50,726 20,109 37,156 60,533 17,800 26,000 44,917 32,036 42,552 11,000 22,530 63,775 24,354 68,471 60,006 72,830 18,077 19,073 6,554 CostValue 13,323,093 10,786,161 17,023,849 15,597,748 24,789,692 11,344,242 4,837,342 1,559,722 2,901,703 5,848,400 1,084,337 1,515,160 1,448,538 1,024,104 4,348,994 2,933,732 3,801,130 3,533,513 5,006,761 1,129,002 3,201,279 5,261,637 1,742,665 2,250,312 5,003,476 7,798,517 4,874,568 2,179,523 1,138,693 2,204,772 3,347,577 3,807,842 1,853,719 1,370,615 3,829,879 3,923,257 4,874,372 9,273,275 2,628,919 4,840,742 2,571,408 1,382,043 8,534,711 2,106,400 730,649 732,965 EQUITIES MarketValue 12,116,919 18,677,714 36,114,373 15,412,697 37,145,831 10,882,995 13,883,200 13,893,506 6,837,400 1,224,009 2,802,018 6,621,592 1,522,032 2,145,955 1,487,286 1,324,178 3,818,151 4,296,027 6,191,276 2,341,190 5,226,394 1,103,700 5,291,496 7,220,188 1,920,202 1,356,678 2,558,395 8,055,387 8,924,962 7,670,575 2,019,943 2,557,380 6,696,197 3,992,953 1,701,858 1,132,510 3,878,788 5,428,884 4,734,214 1,899,406 4,096,503 2,582,666 1,643,019 2,701,690 882,310 919,370 90 2017 DETAILED LIST OF INVESTMENTS 628,347 422,233 1,344,211 6,254,557 6,673,293 6,891,407 1,397,736 2,276,860 1,686,229 3,844,592 1,236,684 7,110,092 2,224,662 2,548,447 8,394,057 1,175,188 3,533,083 7,844,932 9,073,020 4,239,112 1,991,735 9,690,843 8,317,800 6,730,860 1,231,635 1,211,000 1,928,990 6,435,866 6,435,866 1,520,483 7,966,965 6,070,825 3,448,064 5,498,968 1,568,902 2,449,283 6,647,025 1,500,600 58,080,760 45,231,886 71,183,474 30,459,547 11,677,981 43,075,858 19,219,921 16,710,282 15,970,939 Market Value Market Value 863,090 509,525 493,742 1,954,894 2,944,161 3,536,817 5,012,878 1,427,221 2,282,444 1,562,177 1,319,230 3,374,271 1,715,488 2,622,751 5,114,867 1,045,926 3,276,285 6,067,540 3,100,461 3,779,433 2,133,929 7,429,665 9,045,673 4,442,211 1,287,213 1,178,685 1,371,071 9,798,367 5,366,944 5,366,944 1,440,540 6,636,418 5,774,601 3,438,133 5,622,387 1,336,678 1,959,319 4,397,210 1,407,390 49,416,204 53,965,394 46,167,858 32,210,939 28,426,078 13,486,950 11,165,732 11,233,946 Cost Value Cost Value 7,108 39,641 18,286 27,788 23,257 44,692 32,871 18,749 77,825 14,226 56,444 50,309 18,239 72,453 39,613 64,900 90,715 54,419 95,392 61,093 12,640 41,783 22,167 13,645 81,544 61,000 116,685 188,599 265,828 477,583 111,323 140,447 279,778 198,537 140,000 201,553 145,938 266,900 305,835 232,820 168,220 501,961 126,610 1,542,103 2,050,255 1,641,412 Shares U.S. Securities U.S. Common Stock EQUITIES

Jack Henry & Assoc Jacobs Engr Group Ionis Pharmaceuticals Ionis Hldgs Iqvia Iron Mtn New Intuit Surgical Intuitive Ltd Invesco Intl Flavors & Fragrances Intl Flavors Co Intl Paper Corp Intrexon Interpublic Group Companies Com Intest Corp Intel Corp Intercontinental Exchange International Business Machs Corp Inphi Corp Insulet Corp Technology Integrated Device Ingredion Innophos Hldgs Infosys Limited ADR Infosys Ingersoll Rand Plc Corp Ingevity Illumina Imax Corp Incyte Corp Idexx Labs Idexx IHS Markit Ltd Wks Ill Tool Icici Bk Ltd ADR Bk Icici Idacorp Huntsman Corp ICF Intl Holdings Ltd Ichor Hunt J B Trans Svcs Hunt J B Trans Huntington Bancshares Huntington Ingalls Inds HP Hubspot Humana Host Hotels & Resorts REIT Host Hotels & Resorts Hostess Brands Cl A Horace Mann EducatorsHorace Mann Corp Corp Hormel Foods Hospitality Tr Pptys Asset Description

2017 DETAILED LIST OF INVESTMENTS 91 Liberty GlobalPlc Liberty Lgi Homes TrLexington Rlty Corp Leucadia Natl Lennar CorpClA Leidos Hldgs &Platt Leggett Lear Corp Laredo Petroleum Lantheus Hldgs Lannett Landmark Bancorp Lam Resh Corp Lab CorpAmerHldgs L3 Technologies L Brands Ks Cy Southn Kroger Co Kraton Corporation Kraft HeinzCo Kohls Corp KOC HldgAADR Knowles Corp Knoll Knight SwiftTransn HldgsClAClassa Kmg Chemicals Kla Tencor Corp GroupTrKite Rlty Kingstone Cos Kinder Morgan Corp Kimco Rlty Kimberly ClarkCorp Kilroy Corp Rlty Kforce Keycorp New Kellogg Co Kar AuctionSvcs Kaman Corp Kadant Juniper Networks JP MorganChase&Co Plc Intl Johnson Ctls Johnson & John BeanTechnologies Corp Jetblue Awys Corp Jernigan Cap Asset Description Common Stock Common U.S. Securities Shares 1,421,573 1,066,613 1,094,383 129,973 412,521 515,636 279,894 114,904 408,292 841,762 399,281 124,300 415,900 234,856 320,787 106,194 230,398 497,603 116,916 247,768 511,467 319,556 376,067 55,840 39,342 12,805 18,443 11,475 25,063 49,082 32,687 65,264 20,527 61,000 37,103 16,247 12,139 38,348 16,439 92,637 31,605 49,062 20,000 25,557 69,803 66,117 CostValue 103,112,013 10,693,706 65,675,029 33,795,166 14,119,717 25,565,590 12,170,987 11,834,230 21,222,543 5,317,277 9,841,277 7,466,418 9,239,129 2,477,026 9,231,541 3,185,688 1,157,041 8,507,874 2,888,732 3,406,672 1,052,836 1,771,123 3,106,287 3,495,470 2,763,789 2,072,005 1,739,049 2,430,466 1,664,783 3,094,498 7,247,607 8,107,913 7,192,246 1,565,819 1,017,768 1,757,660 9,067,125 1,221,029 475,866 406,295 814,695 940,633 597,522 836,742 660,644 623,821 EQUITIES MarketValue 152,023,017 149,027,168 10,416,155 10,400,378 14,137,446 11,636,322 32,079,550 41,489,661 42,409,360 13,659,202 13,436,459 19,775,501 6,737,654 9,702,484 2,674,469 6,760,951 1,285,622 2,043,484 8,919,938 2,362,943 1,880,477 4,013,435 1,300,182 2,067,126 4,214,096 3,403,550 1,247,450 2,463,701 1,075,987 2,591,559 2,401,701 2,309,317 1,729,712 5,631,844 7,203,453 7,498,106 7,362,570 2,144,991 1,321,600 2,685,274 7,370,913 1,312,296 1,200,024 411,264 979,754 772,142 92 2017 DETAILED LIST OF INVESTMENTS 35,380 590,730 215,402 381,391 580,700 7,541,599 1,943,424 1,504,294 7,353,972 5,045,918 1,469,677 4,001,337 5,420,652 1,105,197 4,042,184 3,446,192 4,076,397 1,724,580 1,052,990 1,427,040 2,232,085 6,784,600 6,636,215 2,203,548 6,894,450 6,390,146 4,984,412 1,490,755 8,841,872 8,841,872 2,611,505 5,498,011 8,378,173 2,149,689 2,833,532 3,611,534 6,721,381 13,070,000 22,391,435 41,960,971 10,268,535 22,942,997 11,238,951 12,820,169 39,378,213 16,457,443 28,302,486 Market Value Market Value - 212,658 817,408 627,168 323,608 387,354 570,613 5,995,197 4,620,763 1,467,952 5,429,676 4,474,152 1,255,656 2,722,617 3,862,086 1,247,174 5,704,427 4,073,827 7,846,159 2,022,999 1,307,670 2,128,818 3,847,366 5,515,133 1,734,526 5,891,238 6,004,111 9,726,496 7,126,169 5,571,260 1,366,308 4,412,584 4,412,584 1,686,830 2,194,655 4,584,443 8,086,008 9,468,532 1,531,378 2,940,442 3,477,302 3,847,490 16,465,016 26,363,628 32,016,393 15,295,282 23,098,653 Cost Value Cost Value 9,969 12,451 19,070 67,700 32,356 23,192 23,401 16,827 53,679 29,000 35,380 48,000 49,986 81,536 29,100 28,234 19,175 33,973 27,793 39,932 42,968 24,747 25,204 63,205 250,000 169,398 130,092 170,033 124,222 161,826 261,300 131,842 635,965 156,906 209,776 151,579 214,147 324,084 362,075 104,832 276,345 423,695 195,503 132,441 256,549 1,117,625 Shares U.S. Securities U.S. Common Stock EQUITIES

Mckesson Corp Mckesson Medidata Solutions Mc Donalds Corp Mcbc Hldgs Mcdermott Intl Maxim Integrated Prods Mb Finl New Mc Cormick & Co Mattel Matthews Intl Corp Cl A Maui Ld & Pineapple Mastercard Cl A Matson Martin Marietta Matls Masco Corp Mastec Marriott Intl Marsh & Mclennan Co's Ltd Marten Trans Marathon Oil Corp Corp Marathon Pete Mainsource Finl Group A Units Cl Old Majestic Holdco LLC Malibu Boats Com Cl A Macquarie Infrastructure Corp Macquarie Infrastructure Macys Maiden Holdings Ltd M D C Hldgs Macerich Co REIT Solutions Holdings Macom Technology Lyondellbasell Ind N V Com Cl 'a' Lyondellbasell M & T Bk Corp Loxo Oncology Loxo Lpl Finl Hldgs Lydall Logmein Loma Negra Corp ADR Lowes Cos LKQ Corp Com LKQ Corp Corp Com LKQ LKQ Lockheed Martin Corp Loews Corp Littelfuse Plc Livanova Liberty Interactive Corporation QVC Group Corporation QVC Liberty Interactive / I Lilac Group - Cl C W Lincoln Natl Corp Asset Description

2017 DETAILED LIST OF INVESTMENTS 93 Monster Beverage CorpNew Monsanto CoNew Monolithic Pwr Sys Mongodb ClA Mondelez Intl Momo ADR BrewingMolson Coors ComClB Molina Healthcare Mohawk Inds Mobile Telesystems PjscADR MMC NorilskNickel ADREachRepr 1/10Share (s Mlp RiceMidstream Partners LpUnit LtdPartnership Int Mlp PlainsAllAmericanPipelineLPUnitLtdPartnership Int Mlp MPLXLpComUnit Mlp LazardLtdClA Mlp HessMidstream Partners Lp Mlp EnterpriseProdsPartners LPComUnit Mlp EnlinkMidstream Partners LpComUnits Mlp EnergyTransfer Partners LPNewUnitLtdPartnership Int Mlp EnergyTransfer LPComUnitLtdPartnership Equity Mlp CompassDiversified Hldgs Mlp BoardwalkPipelinePartners LpComUnitLtdPartner Ints Mlp AnteroMidstream GPLpComShs Corp Mitel Networks Minerals Technologies Mimecast LimitedLtd Milacron HldgsCorp Mid AmerAptCmntys Microsoft Corp Microsemi Corp Micron Tech Microchip Technology Micro Focus PlcSponsored Intl ADRNew Michael Kors HoldingsLtd MGM Resorts International MGIC Invt CorpWis ToledoMettler Intl Metlife Methode Electrs Meritor Merit MedSys Meredith Corp Merck &CoNew Mercadolibre Medtronic Plc Medifast Asset Description Common Stock Common U.S. Securities Shares 1,748,945 269,818 210,111 424,700 841,918 159,210 213,882 146,394 824,894 599,474 939,110 231,919 212,889 153,900 236,100 281,500 331,746 190,905 969,465 109,450 290,291 107,395 188,194 38,150 80,854 94,451 11,015 19,000 69,983 81,854 62,504 25,535 28,706 62,772 10,133 48,022 30,364 54,500 98,200 72,854 98,900 88,200 93,300 88,266 17,644 4,174 CostValue 12,141,142 31,011,737 39,343,404 46,928,703 36,382,088 10,286,723 68,399,884 1,960,092 5,329,183 2,743,362 3,207,856 1,749,732 3,297,827 2,879,288 4,788,321 4,389,949 1,009,279 7,077,009 8,279,790 1,925,578 2,791,850 4,001,440 2,093,613 1,123,436 2,412,599 7,668,842 6,884,737 1,585,054 6,474,359 1,534,835 5,788,884 1,586,992 4,394,979 1,526,690 3,838,614 6,677,178 5,968,340 2,987,744 5,126,536 1,731,199 2,693,613 7,978,993 626,554 804,650 598,587 502,086 EQUITIES MarketValue 149,604,755 13,226,487 42,567,374 46,416,785 48,407,526 59,436,272 3,352,622 9,063,187 2,699,715 5,992,517 2,585,876 6,384,321 5,017,672 6,324,221 6,238,489 3,465,980 1,326,390 8,172,615 9,197,115 1,855,119 9,926,133 2,355,901 4,813,357 2,795,695 1,170,115 2,026,848 7,551,173 8,079,750 1,443,238 6,259,011 1,520,093 5,044,480 1,522,332 5,623,095 1,204,503 3,764,647 7,978,697 6,077,114 3,137,932 5,556,170 1,774,281 5,546,952 7,738,537 625,097 489,344 569,021 94 2017 DETAILED LIST OF INVESTMENTS 976,169 317,193 825,976 524,003 510,715 112,228 6,579,474 8,573,838 1,548,297 1,320,000 1,847,950 9,229,744 4,404,915 4,830,790 5,142,687 1,513,822 6,884,745 3,939,477 6,968,069 2,350,872 3,104,968 2,924,516 3,575,618 1,893,128 5,892,138 2,200,332 3,998,755 3,998,755 1,398,470 1,199,520 2,384,434 7,124,166 3,229,791 3,521,927 9,605,475 1,157,500 1,423,814 1,017,740 1,360,275 14,951,036 53,255,072 11,839,199 95,330,599 27,205,643 13,191,670 24,615,828 19,080,406 Market Value Market Value 3,874 872,110 390,662 484,679 632,982 926,561 257,414 410,730 617,243 5,247,021 5,830,843 1,658,473 1,230,196 7,664,736 2,033,011 4,416,268 4,470,898 7,772,500 5,844,856 3,690,454 7,715,516 2,849,335 2,968,232 2,560,112 2,209,033 2,167,479 9,806,964 5,580,566 2,671,979 1,765,230 1,765,230 1,953,945 1,326,928 1,961,343 5,065,372 3,141,484 3,415,088 5,549,956 1,226,775 1,055,411 1,456,115 13,319,030 40,292,068 54,188,213 22,587,297 16,995,220 26,410,653 Cost Value Cost Value 4,387 9,258 17,433 45,407 27,936 29,076 40,000 36,959 38,342 90,450 57,553 50,773 76,080 30,960 82,755 19,108 52,009 75,509 27,090 54,500 48,000 26,394 91,901 83,241 50,000 18,532 13,480 23,130 149,675 634,291 456,918 250,300 151,300 214,013 496,617 226,100 100,928 340,060 220,581 174,183 210,898 229,534 469,141 138,856 268,835 529,717 Shares U.S. Securities U.S. Common Stock EQUITIES

Novartis AG ADR AG Novartis Ltd Novocure Norwegian Line Hldgs Ltd Cruise Norwood Corp Finl Novanta Novanta Norfolk Southn Corp Corp Northern Tr Northrop Corp Grumman Noble Energy Nordstrom Nielsen Holdings Plc Cl B Nike Nisource News Corp Com Cl A News Corp Com Cl B Nextera Energy Newfield Exploration Newmont Mining Corp New Newpark Res Nevro Corp Nevro Newell Brands Netflix Netscout Sys Neurocrine Biosciences Neenah Enterprises Netapp Netease ADR Navigators Group Navigators NCI Building Systems NCR Corp National Oilwell Varco Corp Navient Naspers ADR New Nathans Famous National Grid Plc ADR Myr Group N E Bancorp Nasdaq MSA Safety Mulesoft Cl A Cl A Mylan NV Motorcar Pts& Accessories Motorola Solutions Moodys Corp Moodys Morgan Stanley Mosaic Co/ The Asset Description

2017 DETAILED LIST OF INVESTMENTS 95 Petrochina CoLtdADR Petmed Express ADR Perusahaan Perseroan Persero PTTelekomunikiasi Indonesia Perrigo Company LimitedCom Perkinelmer Perficient Pepsico Peoples UtdFinl Penumbra Pentair Plc Penske Automotive Group Penns Woods Bancorp Penn Va CorpNew Pebblebrook HotelTr PC Connection Paypal Hldgs Paychex Patterson Cos Pattern EnergyGroupClA Parker HannifinCorp Palo AltoNetworks Packaging CorpAmer Paccar Owens Corning Otelco Oshkosh Corporation Atk Orbital Oracle Corp Oneok Pptys One Liberty Omnicom Group Omega Healthcare Invs REIT Omega Flex ClA Okta Oil STSIntl Oil CoLukoil PjscADREachRepr 1 Office Depot Oclaro PetroleumOccidental Corp O Reilly Automotive New Nvidia Corp Nv5 Global ClA Nutanix Nucor Corp NRG Energy Asset Description Common Stock Common U.S. Securities Shares 156,000 155,699 701,400 160,196 402,200 226,307 119,100 187,603 184,396 289,550 338,000 285,563 132,800 485,171 36,135 16,734 53,164 59,000 13,566 98,891 20,718 57,989 49,347 66,585 27,045 69,800 20,706 17,638 52,911 25,669 17,080 27,000 51,000 51,249 13,835 21,277 96,837 54,592 27,664 13,816 59,551 46,000 6,500 2,654 871 CostValue 11,310,283 19,391,778 50,369,568 20,976,425 17,565,333 2,726,947 4,898,596 5,483,992 2,380,768 4,888,699 2,424,063 4,889,438 1,432,645 2,683,168 1,634,648 1,167,256 2,141,982 1,157,324 6,984,312 1,545,226 5,512,933 1,061,083 4,092,957 1,388,435 6,539,656 2,754,462 6,964,477 2,904,113 7,224,344 3,426,676 4,682,799 1,375,961 2,950,699 1,117,275 561,003 344,124 477,339 431,275 515,592 867,226 217,566 711,934 561,200 372,769 23,501 EQUITIES MarketValue 11,800,037 19,135,408 27,138,735 13,575,234 48,989,720 11,673,700 26,254,662 12,070,192 22,938,885 2,631,712 4,296,240 1,194,975 4,406,282 3,042,044 4,727,436 3,263,166 1,121,880 2,045,852 3,137,482 1,896,341 1,230,548 2,248,956 1,804,735 1,289,691 7,669,954 1,812,745 5,698,935 1,055,970 6,973,204 1,336,710 3,489,032 6,222,430 4,246,464 3,880,399 1,816,804 3,183,001 1,192,320 454,610 989,436 249,741 795,586 499,859 369,314 208,860 22,306 96 2017 DETAILED LIST OF INVESTMENTS 6,825 17,246 99,652 741,059 942,473 782,000 890,904 757,371 8,912,522 5,836,025 5,649,201 1,111,000 1,614,604 8,576,330 2,895,880 4,716,491 3,282,959 7,456,222 7,076,919 3,010,513 5,346,232 5,602,952 4,993,637 1,466,658 1,647,343 9,067,120 7,136,323 5,620,454 1,507,742 1,507,742 9,195,440 4,488,973 9,578,904 4,368,640 1,489,628 4,565,141 1,392,600 7,725,607 14,904,944 48,311,466 37,026,813 55,717,123 23,036,053 26,102,100 11,997,098 16,359,456 126,190,878 Market Value Market Value - - 18,673 908,921 812,131 844,183 765,798 753,307 6,955,490 4,144,634 4,070,718 1,052,337 2,842,094 5,696,565 2,861,780 3,539,921 3,062,991 7,223,614 5,007,278 2,465,436 5,264,378 3,827,809 4,568,460 1,474,496 1,390,138 2,940,177 6,789,864 4,370,495 1,422,775 1,422,775 4,986,091 4,773,779 6,922,844 4,322,515 1,033,138 4,115,565 1,051,014 4,711,780 15,206,740 34,408,183 32,928,950 42,719,615 15,296,951 12,290,347 19,904,416 14,931,889 103,172,414 Cost Value Cost Value 302 468 8,592 24,098 59,255 53,677 63,534 40,374 45,752 42,666 94,926 86,854 44,428 23,893 44,110 12,006 52,726 65,892 17,488 26,411 232,817 380,877 274,100 170,000 110,000 334,822 197,157 106,073 224,585 402,991 484,581 447,302 118,000 107,152 103,775 146,525 205,118 247,062 118,607 249,526 100,314 308,400 220,000 283,772 223,090 3,484,011 Shares U.S. Securities U.S. Common Stock EQUITIES

Radnet Corp Cl A Ralph Lauren Quest Diagnostics Radian Group Radiant Logistics Qualcomm Quanex Bldg Prods Corp Quanta Svcs Qts Rlty Tr Com Cl A Qts Rlty Tr Quad / Graphics Pvtpl Deluxe Corp Pvtpl Deluxe Q2 Hldgs Qorvo Pub Storage Pulte Group PVH Corp Prudential Finl Therapeutics PTC Pub Service Group Enterprise Progressive Corp Oh Corp Progressive Prologis Praxair Principal Finl Group Procter & Gamble PPG Ind PPL Corp PRA Group PNC Financial Corp Polyone Electric Co General Portland Planet Fitness Cl A ADR PLDT Pioneer Nat Res Co Pioneer Nat Res Pixelworks ADR Pjsc Lukoil Pilgrims Pride Corp Pinnacle Finl Partners Pinnacle W Cap Corp Phillips 66 Rlty Tr Physicians Pieris Pharmaceuticals PG& E Corp Philip Morris Intl Petroleo Brasileiro SA Petrobras ADR SA Petrobras Brasileiro Petroleo Energy Petroquest Pfizer Asset Description

2017 DETAILED LIST OF INVESTMENTS 97 Semtech Corp Sempra Energy Semgroup Corp ClA Sealed AirCorp Seagate Technology Plc Seacoast Bkg CorpFla InteractiveScripps Networks ClA Schweitzer MauduitIntl Schwab CharlesCorp Schlumberger LtdCom Scana CorpNew Sberbank Russia ADR Sberbank OfRussia ADR SBA CommunicationsCorpComClA Sasol LtdADR SAP SeADR Sanofi ADR Salesforce S& PGlobal S WAirlCo Ryanair HldgsPlcADR RPX Corp Royal Cruises Caribbean Ross Stores Roper Technologies , Rockwell Collins Rockwell Automation Roche HldgLtdADR Robert HalfIntl Rio TintoPlcADR Rexnord Corp Resmed Republic Svcs Renaissance REHldgsLtd Regions FinlCorpNew Regeneron Pharmaceuticals Regency Corp Ctrs Regal BeloitCorp Red Robin GourmetBurgers Red Hat Realtyome Corp Realpage Raytheon Co Raymond JamesFncl Rapid7 Range Res Corp Asset Description Common Stock Common U.S. Securities Shares 1,243,847 2,440,618 1,186,027 133,570 134,300 189,849 345,432 273,114 263,308 775,813 256,532 162,497 880,000 510,267 100,000 600,000 254,377 273,111 23,132 36,121 22,982 79,075 28,906 43,737 80,033 46,487 20,219 35,066 68,955 59,161 28,557 14,060 88,500 22,154 31,427 49,285 41,566 12,193 27,480 61,896 16,676 26,543 20,605 20,049 9,430 3,830 CostValue 13,984,036 36,716,056 11,673,775 54,825,540 53,822,874 35,220,178 37,259,129 16,672,446 14,580,397 16,720,300 1,866,907 2,114,496 1,179,332 1,596,515 4,433,165 6,995,916 1,612,680 2,490,758 1,895,662 5,588,230 1,584,995 3,431,575 7,155,914 1,651,557 1,171,394 5,848,444 5,814,702 2,964,833 1,196,980 2,597,121 7,217,153 6,702,305 3,723,730 1,134,742 2,536,606 2,911,810 3,324,612 2,791,169 2,876,170 1,034,296 6,269,886 811,662 919,197 377,400 296,390 711,640 EQUITIES MarketValue 125,374,547 121,247,540 21,493,676 50,216,977 11,813,774 11,427,090 52,282,038 37,840,000 33,396,975 18,948,000 13,464,175 1,959,049 2,442,141 1,184,314 1,589,895 6,057,145 7,574,520 3,471,611 2,493,884 3,545,462 8,732,583 1,805,557 3,542,582 7,372,669 1,786,662 1,407,860 6,637,995 1,200,443 4,014,360 4,343,087 8,051,198 5,559,022 7,041,280 1,270,389 1,344,000 3,277,814 4,967,154 4,319,084 3,599,762 4,045,792 1,113,521 7,106,348 881,286 535,202 430,339 598,226 98 2017 DETAILED LIST OF INVESTMENTS 44,447 904,199 988,956 486,443 377,741 966,000 977,408 3,227,428 4,380,707 1,322,360 8,129,874 1,121,100 2,742,304 1,544,995 6,312,584 1,008,000 7,488,671 4,112,689 5,506,419 4,175,392 5,241,425 1,976,472 8,444,565 7,010,093 5,505,607 3,686,392 3,073,640 8,493,573 2,845,936 1,540,696 3,997,650 2,062,089 5,739,362 20,467,344 39,456,331 13,069,275 12,369,239 33,260,224 43,325,320 10,896,535 42,862,536 24,568,047 14,907,884 89,708,320 89,708,320 10,492,296 19,482,323 Market Value Market Value 55,025 994,912 810,516 827,999 809,183 344,506 950,503 1,176,700 4,159,582 5,195,339 5,706,988 1,181,172 2,148,811 1,508,023 2,937,461 8,996,731 6,772,294 4,245,438 2,963,882 9,472,754 9,325,151 3,018,551 5,343,299 9,843,718 1,027,256 1,678,360 4,738,746 4,556,419 3,555,278 2,653,211 2,701,164 9,945,948 8,521,099 2,818,880 1,737,145 4,093,308 1,971,001 2,762,144 13,006,371 32,483,644 21,167,871 27,152,631 40,810,799 16,597,204 69,151,971 69,151,971 17,540,936 Cost Value Cost Value 8,864 1,282 8,602 57,846 52,505 45,785 74,000 97,730 16,463 51,102 24,606 13,299 22,596 13,427 26,857 58,037 12,710 49,456 60,000 29,973 15,265 58,900 93,658 147,776 136,216 316,881 126,050 150,000 149,963 155,722 148,421 164,594 381,206 523,000 746,344 245,500 251,696 345,650 343,275 117,698 688,000 183,753 181,053 156,812 1,021,920 1,850,006 Shares U.S. Securities U.S. Common Stock EQUITIES

Symantec Corp Finl Synchrony Sun Tr Banks Sun Tr Supervalu Sutherland Asset Management Corpora Stone Energy Corp Stoneridge Corp Stryker Sterling Bancorp Finl Corp Stifel ADR Stmicroelectronics N V Shs N Y Registry Stericycle Steris Plc New Steris Ltd Starwood Property Trust State Str Corp Steel Dynamics Square Cl A Square Black & Decker Stanley Starbucks Corp Splunk Sprint Corp Sp Plus Corp Spire Hldgs Cl A Spirit Aerosystems South St Corp Southern Co Southwest Gas Hldgs Snyders Lance Snyders ADR Sociedad Quimica Y Minera De Chile SA Sorl Auto Pts Smucker J M Co Smucker Snap On Sm Energy Co Smith & Nephew Group P L C ADR Smith A O Corp Simulations Plus Solutions Skyworks Rlty Corp Sl Green Silverbow Resources Silverbow Simmons 1st Natl Corp Cl A Simon Property Group Signet Jewelers Ltd Corp ADR Silicon Motion Technology Servicenow Sherwin Co Williams Bk Ny N Y Signature Asset Description

2017 DETAILED LIST OF INVESTMENTS 99 Ulta Beauty Ulta UDR U SConcrete Network U SAutoPts Tyson Foods ClACom Tx Bancshares Cap Twilio ClA Twenty Fox Centy First ClB Twenty Fox Century First ClA Tutor Perini Corp Turning PtBrands Triumph GroupNew Tripadvisor Trinity Ind Trico Bancshares Tri Pointe Group Treehouse Foods Travelers Cos Transunion Transocean Ltd Transdigm Group Transcat Tractor SupplyCo Total Sys Svcs Torchmark Corp TJX Cos Time Warner Timberland Bancorp Tiffany &Co Thermo FisherCorp The PricelineGroup Textron Texas Instruments Teva PharmaceuticalIndsADR Ternium ADR Tencent HldgsLtdADR Tegna Techni Cn Te Ltd Connectivity Target Corp Targa Res Corp Tapestry Tailored Brands T Rowe PriceGroup Sysco Corp Synopsys Asset Description Common Stock Common U.S. Securities Shares 1,024,100 160,807 144,900 337,922 500,642 302,411 114,549 101,179 225,685 167,543 252,268 324,710 241,700 117,200 187,953 508,600 111,600 139,973 264,200 101,064 431,252 40,918 71,237 68,134 82,200 44,973 39,485 74,459 42,940 73,191 69,000 17,141 93,011 98,964 19,910 27,293 17,056 37,000 16,588 64,526 54,557 8,660 7,588 9,379 1,000 7,878 CostValue 14,461,621 28,687,830 19,967,362 23,356,881 54,708,406 1,708,807 9,171,116 2,962,960 1,284,177 2,396,356 3,687,384 1,746,275 5,032,892 3,152,146 3,555,431 4,106,052 1,953,730 1,561,630 5,099,798 5,280,004 8,619,922 2,040,152 7,456,891 8,533,512 1,176,022 8,188,867 3,100,982 4,295,149 6,532,231 4,792,888 8,197,039 2,466,748 3,955,429 2,103,060 1,078,707 1,527,519 1,181,845 1,299,672 6,424,319 1,098,422 1,319,686 8,316,964 189,985 185,476 844,023 3,870 EQUITIES MarketValue 16,794,683 32,116,107 32,666,890 18,296,283 14,894,573 35,362,173 18,985,938 39,446,620 12,252,197 94,805,881 2,315,550 1,349,941 2,040,192 2,133,276 3,980,124 1,989,156 6,601,632 4,143,161 4,521,895 9,764,157 2,097,707 1,654,049 8,463,623 1,727,308 8,607,384 8,231,398 1,457,970 6,574,240 4,390,312 7,115,901 9,114,112 5,519,736 5,111,885 2,821,656 2,163,456 1,410,237 1,488,272 2,158,603 1,547,150 7,727,353 1,724,323 590,679 982,350 273,569 393,969 2,520 100

2017 DETAILED LIST OF INVESTMENTS 21,000 414,170 380,739 385,563 2,161,521 1,230,122 2,703,729 1,114,396 1,006,425 1,542,353 1,426,209 3,883,890 5,996,858 5,658,552 1,622,123 1,378,995 3,317,653 5,756,810 7,662,735 1,579,615 2,393,280 6,185,322 8,220,077 7,157,490 3,021,818 1,200,680 1,200,680 2,934,272 6,590,174 1,186,120 1,205,481 1,436,559 11,501,775 16,823,512 79,365,869 25,801,110 40,718,061 13,117,456 69,748,293 50,006,411 49,861,732 12,359,138 13,017,733 25,133,586 14,705,504 61,316,540 168,958,713 Market Value Market Value 25,098 780,065 735,508 915,712 356,342 755,198 435,343 389,248 665,338 781,071 2,039,185 9,766,842 1,137,596 2,105,267 1,549,834 3,568,546 4,571,188 3,624,097 1,313,046 1,236,355 3,437,142 6,128,642 6,570,750 2,111,121 4,871,637 4,035,910 7,351,427 1,163,592 1,163,592 2,976,559 6,433,541 8,939,895 9,034,678 1,172,190 17,973,648 55,783,598 21,345,046 25,194,916 11,844,950 37,422,823 46,695,191 14,090,486 32,203,869 31,718,772 12,044,064 11,683,052 31,148,445 Cost Value Cost Value 400 27,648 25,400 21,062 44,310 18,900 13,607 17,521 52,485 14,594 44,700 18,510 55,285 13,803 24,930 41,274 52,000 28,702 28,584 52,100 26,000 61,037 52,525 232,500 231,665 803,705 239,988 741,812 244,820 490,340 758,876 120,600 739,000 183,100 944,765 266,799 162,375 207,400 182,200 371,825 183,370 109,255 146,202 115,274 278,130 1,481,834 Shares U.S. Securities U.S. Common Stock EQUITIES

Walt Disney Co Disney Walt Bancorp Tr Washington W Bancorporation Boots Alliance Walgreens Walmart Voya Finl Voya Corp Vse Materials Co Vulcan Visa Com Cl A Vista Outdoor Rlty Tr Vornado Viacom New Cl B Virtusa Corp Verisk Analytics Verisk Communications Com Verizon Pharmaceuticals Vertex Vereit Sys Verint Verisign Vectrus Ltd ADR Vedanta REIT Ventas Validus Holding Ltd Validus Medical Systems Varian V F Corp ADR Vale Energy Corp Valero Unvl Health Unvl US Bancorp Utah Med Prods Universal Corp Va Universal Ins Hldgs Universal Unum Group Unitil Corp Unity Bancorp Nj United Rentals Corp United Technologies Unitedhealth Group Union Pac Corp Union Pac United Contl Hldgs Cl B Svc United Parcel Under Armour Cl C Shs New ADR N V New York Unilever Corp New Union Bankshares Ultra Clean Hldgs Ultra Clean Under Armor Cl A Asset Description

2017 DETAILED LIST OF INVESTMENTS 101 Total Stock Common Zoetis ComCl'a' Zions Bancorp Zimmer BiometHldgs Ziff Davis HldgsOc Zendesk Zayo GroupHldgs AdsADR YY Yum Brands Xylem Xperi Corp Xoma Corp Xl GroupLtd Xinyuan Real CoLtdADR Estate Xilinx Xerox Corp Xcel Energy Wynn Resorts Ltd Wyndham Worldwide Corp World AccepCorpSCNew Workiva ComClA Winnebago Inds Winmark Corp Willis Towers Watson Plc Williams Co Whiting Pete Corp Fin Whitehorse Whirlpool Corp Weyerhaeuser Co Wex Westrock Co Westn Corp Digital Western UnionCo Wesco AircraftHoldings Welltower Wells Fargo &Co Welbilt Wec EnergyGroup Webster Fncl CorpWaterbury Conn Weatherford InternationalLtd(ie)usd0001 Wayside Technology Group Watsco Waters Corp Waste Mgmt Asset Description Common Stock Common U.S. Securities 204,676,811 Shares 2,621,944 411,309 203,598 155,960 156,759 145,039 515,000 260,800 170,000 195,467 274,927 263,683 198,553 105,950 284,503 145,825 117,132 37,744 72,671 57,476 70,212 74,000 34,819 12,980 65,124 79,504 31,135 32,719 58,671 12,481 53,538 28,876 69,589 19,000 39,748 40,843 13,084 22,847 12,567 20,933 96,000 69,757 1,759 $8,444,368,774 CostValue 103,310,800 22,464,940 11,680,811 20,013,784 4,646,842 3,897,046 1,339,066 2,243,955 3,847,311 1,504,623 9,422,067 7,555,240 6,708,444 1,184,056 2,436,866 1,851,298 3,953,065 3,729,754 3,190,583 1,611,975 8,620,752 1,353,543 3,625,368 1,475,083 2,734,971 1,447,193 1,708,330 5,760,339 1,427,652 3,364,277 2,133,335 2,903,918 8,251,329 5,031,392 1,377,365 5,962,071 3,508,065 977,138 690,202 849,469 939,632 946,562 EQUITIES - $11,880,631,312 MarketValue 159,073,342 25,998,842 16,192,149 10,413,500 13,226,738 30,552,949 11,763,820 5,330,585 1,381,476 1,154,104 3,665,245 1,650,684 8,145,390 2,147,550 1,235,800 5,920,623 2,507,606 5,620,201 5,727,468 1,582,592 3,948,202 1,985,427 9,597,440 1,411,102 4,369,236 1,969,343 1,697,972 1,397,540 1,157,700 2,753,635 5,697,863 2,205,832 1,844,210 4,249,034 5,890,820 1,626,170 3,154,394 8,674,496 3,861,446 1,288,320 4,130,074 676,400 18 102

2017 DETAILED LIST OF INVESTMENTS - 7,142 13,122 832,218 624,320 450,606 1,731,241 5,805,371 4,004,645 422,771,803 Market Value Market Value Market Value Market Value 1,127,278,543 3,570,280,886 $ 388 $ 11,166,484 $ 511,128 $ 511,128 $ 7,530 $ 5,716,887,875 $17,608,693,201 $ 593,750,476 - 13,121 628,258 453,447 897,211 443,759 1,702,239 5,475,421 5,158,325 62,069,237 119,862,796 Cost Value Cost Value Cost Value Cost Value $ - $ 494,723 $ 494,723 $ 12,038,801 $ 443,759 1,232,966,880 $ 75,716,306 $ 1,593,399,163 $10,050,250,497 775 4,761 50,809 18,936 51,648 21,245 18,600 84,661 27,122 209,325 446,567 815,610 120,645 126,181 1,392,560 1,553,068 Shares Shares Shares 48,129,317 50,034,348 256,229,900 U.S. Securities U.S. U.S. Securities U.S. Securities U.S.

U.S. Stock Funds U.S. Rights & Warrants Convertible & Preferred EQUITIES

Total U.S. Securities U.S. Total Mfc Vaneck Vectors Etf Tr Russia Etf Russia Etf Tr Vectors Vaneck Mfc Funds Stock U.S. Total Mfb Nt Collective US Marketcap Equity Index Fund - Lending Equity Index Fund US Marketcap MfbCollective Nt Etf New MSCI Malaysia Ishares Mfc Etf MSCI Russia Ishares Mfc CF Dfa U S Micro Cap Tr Commingled Pool5404 CF Pyramis Small Company Asset Description Tr CF Dfa Small Cap Value Total Rightsand Warrants Total Hmh Holdings Wts Wt Exp12 02 2012 Pvtpl Neon Communications Pfd Asset Description ASG Wt Exp Wt Corp Total Convertible & Preferred Securities Convertible & Preferred Total Surgutneftegaz Jsc ADR Surgutneftegaz Jsc Oc Pfd Visual Edge Tech Citigroup CapCitigroup XIII Itau Hldg SA ADR Unibanco ADR Brasileiro SA Petrobras Petroleo Asset Description

2017 DETAILED LIST OF INVESTMENTS 103 Voestalpine AG Telekom Austria AG Schoeller Bleckman OMV AG GroupBankAGErste Andritz AG Austria Woolworths GrpLtd Whitehaven Coal Wesfarmers Ltd Transurban Units GroupStapled Entertain The Star Sydney CorporationLtd Airport Spark InfrGroup South32 Ltd Medical Sirtex Rio TintoLimited Rea GroupLimited Ramsay HealthCare QBE InsGroup AirwaysQantas Orora Ltd Origin EnergyLtd Macquarie GPLtd RoadsMacquarie Atlas Group Lendlease Group Harvey NormanHldg Gpt Group Fortescue GrpLtd Metals Duluxgroup Ltd Group Dexus Property Ltd CSL Crown Resorts Limited Computershare Ltd Commonwealth BankOfAustralia Cochlear Ltd Cimic GroupLimited Hall Group Charter Challenger Ltd Australia Caltex Bluescope Steel BHP BillitonLtd Aurizon Holdings ASX Ltd Aristocrat Leisure APA Group Australia Asset Description International Securities Shares 2,928,900 1,907,525 1,224,002 1,181,267 148,202 224,992 930,044 224,584 523,240 439,788 593,587 236,143 322,900 104,943 369,220 120,558 764,200 679,808 266,078 199,130 247,169 838,125 232,800 183,754 308,083 367,195 31,410 74,866 83,700 36,995 29,830 57,320 12,735 22,589 77,822 30,896 68,869 41,560 28,916 26,230 65,000 41,310 5,440 6,289 6,010 $4,175,190 CostValue 12,728,670 12,346,761 12,835,019 3,288,143 1,051,615 2,288,544 1,529,191 6,828,196 4,529,251 2,198,655 1,239,424 6,584,809 8,917,161 1,801,996 6,373,332 2,221,049 2,466,843 1,742,631 6,221,976 1,243,782 1,123,809 3,841,743 2,725,386 1,267,035 1,585,547 3,248,416 1,545,841 2,018,266 1,101,745 1,059,101 1,721,296 694,762 412,551 846,324 889,848 682,877 782,802 310,622 600,781 250,292 321,846 217,669 737,532 308,220 EQUITIES MarketValue $3,867,403 13,790,852 11,180,660 14,134,075 10,711,323 16,007,491 3,471,364 1,889,434 3,368,223 2,468,964 5,194,218 2,029,891 1,279,968 8,152,331 2,996,830 3,636,282 2,574,238 2,665,827 6,609,178 1,265,327 1,098,034 3,744,847 3,341,163 1,005,547 1,831,972 4,128,820 9,867,551 2,222,279 2,253,297 1,145,312 1,175,920 2,199,964 720,033 784,812 329,615 974,349 306,208 335,433 212,002 734,426 315,029 762,405 341,838 842,270 985,259 104

2017 DETAILED LIST OF INVESTMENTS 761,135 776,078 414,850 206,794 789,725 177,263 166,350 762,695 460,920 934,170 379,114 306,297 575,836 335,930 528,407 2,373,907 3,756,438 3,485,036 2,630,837 1,755,691 3,543,785 3,879,295 2,230,904 3,359,810 2,107,301 4,182,910 2,723,931 1,845,226 1,133,874 1,717,927 1,295,831 9,283,495 2,176,893 2,176,893 3,449,848 1,562,007 1,511,466 2,044,372 4,686,611 1,689,711 1,731,283 1,157,774 10,987,179 11,446,637 Market Value Market Value 209,976 216,002 389,150 263,115 402,957 415,385 556,541 857,537 597,444 553,738 373,125 208,828 634,359 610,703 403,646 955,556 601,730 2,209,719 3,744,343 1,740,427 1,461,577 1,703,660 6,023,148 2,971,719 2,396,933 2,411,762 4,167,626 2,365,441 4,365,916 1,282,272 1,955,223 1,412,138 1,271,080 8,825,364 1,656,996 1,656,996 2,333,443 1,440,420 8,663,107 1,385,362 1,815,344 4,092,286 1,283,187 1,165,371 Cost Value Cost Value 5,800 16,800 17,800 84,400 23,700 24,200 26,200 71,100 53,800 18,200 19,466 32,190 14,455 14,919 61,741 10,934 97,200 802,700 677,200 524,035 167,500 344,400 347,270 404,400 945,100 690,082 162,200 161,100 589,929 186,300 437,200 114,600 132,700 200,300 119,400 723,210 242,107 134,053 117,136 321,200 252,100 134,800 2,263,700 Shares International Securities International EQUITIES

Qualicorp SA Equity Multiplus SA Brasileiros Petrol Prf Brasileiros Petrol Kroton Educacional A CA Localiza Rent M Dias Branco SA I Itau Unibanco Hold Prf ItauItausa SA Prf Inv JBS SA Hypera SA Itau Unibanco Hldg Fibria Celulose SA Gerdau SA SA Grendene Edp Energias Br Engie Brasil Estacio Participac Cielo SA V Brasil Op AG Cvc Cia Energ Mg Cemig Prf Brl5 00 Cia Saneamento Min Energia Prf Cia Transm Camil Alimentos SA CCR SA Cia Bras De Distri Prf Bco Do Brasil SA Bco Est R Gde Sul Prf Class 'b' S A Prf'a' Braskem BB Seguridade Part Bco Bradesco SA Prf Alpargatas SA Prf B3 SA Banco Santander(br Units (1 Com & 1 Prf) Bermuda Group Holdings James River Brazil Ontex Group NV Grp Hldg Telenet Ucb Npv KBC Groep NV Melexis Anheuser Busch Inb Anheuser Barco Npv Lam Gpe Bruxelles Asset Description Belgium

2017 DETAILED LIST OF INVESTMENTS 105 Mullen GroupLtd Medicure Medicure Manulife FinlCorp Magna Intl Linamar Corp Kinder MorganCana Kinaxis Ivanhoe MinesLtd PolymerIntertape Inter PipelineLtd Indl AllianceIns Hudbay Minerals In Goeasy Ltd MiCanada Genworth Finning Intl Ltd Enerflex Enbridge Dollarama SystemsDescartes Constellation Soft Ci FinancialCorp CGI Group'a'sub Ces EnergySolutio Centerra Gold Cdn Western Bank Cdn NaturalResources RailwaysCdn Natl PacCanadian Ry Ltd Ry Natl Canadian Co ImpBank Canadian GooseHldgs Canada Group Genuity Canaccord PacificCAN Rys CAE Biosyent ComnStock Badger Daylighting Alamos GoldNewComClA Canada Via Varejo (repr SAUnits 1Com&2Prf) Vale SA Ultrapar Participa Telefonica BrasilPrf Suzano Papel ECel (1ComShs&2Prf) Sul AmericaSAUnits Sabesp CiaSaneame Rumo SA Asset Description International Securities Shares 436,600 154,600 136,100 261,400 162,800 131,043 469,900 512,400 990,421 974,198 172,610 224,910 196,134 106,566 122,900 108,000 378,356 169,784 497,510 101,562 340,372 304,500 195,626 269,049 135,296 107,398 23,200 34,336 20,500 88,500 53,327 14,400 40,725 16,010 84,096 57,200 50,000 54,990 93,210 31,617 66,135 17,000 40,700 5,360 6,560 CostValue 10,338,795 19,795,344 1,584,977 5,515,397 1,090,046 2,502,393 1,820,145 1,099,132 1,184,645 1,808,245 5,818,871 1,866,286 9,819,336 3,698,463 2,878,611 1,224,136 2,224,544 1,348,131 1,625,378 2,219,651 1,713,911 2,819,836 1,330,307 3,507,849 1,302,646 1,747,877 1,744,119 1,901,405 1,334,501 1,705,741 1,835,803 4,684,305 8,167,927 9,455,577 3,046,994 8,160,900 3,199,816 345,712 262,456 221,164 251,262 937,524 443,171 769,504 229,300 EQUITIES MarketValue 10,250,265 11,151,751 19,520,006 11,192,330 2,021,054 6,293,632 1,178,052 2,952,391 1,701,714 1,200,963 1,590,482 2,000,995 6,887,504 2,887,087 3,809,155 2,168,388 1,326,969 2,379,566 1,446,736 1,442,374 2,243,697 2,730,918 3,360,950 1,420,844 1,909,146 4,298,295 1,141,180 3,963,007 2,897,024 3,259,849 1,571,363 1,773,917 1,565,090 6,128,194 9,645,781 3,106,920 8,860,335 3,980,508 301,343 981,211 415,895 357,594 735,282 382,038 299,985 106

2017 DETAILED LIST OF INVESTMENTS 5,234 732,812 458,782 463,853 430,494 132,967 847,927 402,152 756,147 333,009 419,464 908,700 215,106 619,144 1,948,489 2,412,054 7,270,603 4,022,536 2,104,734 9,808,503 1,195,049 2,206,173 1,662,774 1,607,793 2,480,468 8,946,657 2,470,277 6,950,400 1,521,759 1,521,759 1,851,573 3,362,956 6,747,346 6,294,948 2,197,732 2,865,099 2,886,479 1,450,054 7,209,127 11,666,848 14,446,324 12,100,537 12,338,538 10,981,569 10,981,569 12,348,620 Market Value Market Value 3,441 447,144 432,424 526,900 422,128 174,168 382,547 783,058 622,351 351,108 646,277 309,992 326,311 852,385 8,132,029 1,733,844 2,363,005 7,575,662 2,429,644 2,555,423 7,942,832 1,114,161 2,305,686 7,814,695 1,593,829 1,627,740 2,197,510 5,970,799 2,711,916 5,996,118 1,103,917 1,103,917 2,085,056 3,352,246 6,632,503 4,457,270 1,655,123 3,397,220 3,018,807 1,190,496 6,188,174 14,910,297 11,664,942 10,324,150 10,324,150 10,454,503 Cost Value Cost Value 5,120 32,648 30,400 36,750 12,080 54,700 94,400 28,579 55,409 922,000 852,000 491,000 836,000 811,000 401,500 205,857 148,900 202,900 294,651 113,268 609,000 486,300 417,900 692,000 302,337 289,991 131,992 123,600 130,920 335,259 390,000 274,800 3,715,000 1,425,000 1,228,261 4,738,000 2,624,600 3,385,000 2,167,000 1,027,000 1,452,000 3,941,000 7,546,300 Shares 44,019,800 International Securities International EQUITIES

China Mobile Ltd China Medical Sys China Mengniu Dair China Minsheng Ban 'h'cny1 China High Precisi China High Speed T Insurance Co 'h' Cny1 China Life China Comm China Construction Bank'h'cny1 B 'h'cny1 China Everbright China Bluechemical Ltd H Shs China Citic Bk Cor 'h'cny1 Beijing Capital Airports International 'h' Cny1 Beijing Enterprise Ltd 'h'cny1 Company Byd Anhui Conch Cement 'h'cny1 Bank Of China Ltd 'h'cny1 Bank Of Communications Co 'h' 3SBio Agricultural Bank Of China Cmn Inversiones Aguas Inversiones Sm Chile SA B China Chile Banco De Chile Enel Americas SA Transcanada Corp Transcanada Class'a'sub Transcontinental Whitecap Resources Teck Resources Ltd Class'b'sub Resources Teck Dominion Toronto Suncor Energy Mines Ltd Taseko Limited Resources Teck Russel Metals Russel Ltd New Shawcor Shopify Cl A Shopify Rogers Comms Class'b'com Cad1 62478 Comms Class'b'com Rogers Communications Cl B Non Rogers Canada Bk Of Royal Raging Riv Expl Brands Intl Restaurant Pembina Pipeline Corporation Common Stock Corporation Common Pipeline Pembina Corp Sask Potash Finl Corp Power Asset Description Natl Bk Of Canada

2017 DETAILED LIST OF INVESTMENTS 107 Shandong Weigao GP'h'cny0 1 Ping AnInsurance Group'h'Cny1 'h'cny1 &CA Picc Property Petrochina Co'h'cny1 Pax GlobalTechnology Limited Nine DragonsPaper Minth Grp Livzon Pharmaceuti'h'cny1 Lao Feng XiangCo'b'cny1 Kunlun EnergyCo Kingsoft CorpLtd Softw Kingdee Intl Kingboard Chemical Jiangsu Expressway 'h'cny1 Industrial &CommercialBankChina'h' I/ MongoliaYitai C'b'cny1 Hollysys AutomationTechnologies Hisense Kelon Elec'h'cny1 Highpower Intl Haitong SecuritiesCoLtd Haier Electronics Guangzhou AutomobileGroupCompany Ltd Guangdong Invest Greatview AsepticPackaging Great Wall Motor'h'cny1 Grand Baoxin Auto Gf SecuritiesCoLtdH Geely AutomobileH Fuyao GroupCoLtdCny1h GlassIndustry ENN Energy Dongfeng MotorGro'h'cny1 PharmaceuticalGroupLtd CSPC GardenHld Country Cnooc Ltd Chongqing Rural CoCny1 HShare China Zhengtong Au China Vanke Co China Telecom CorpLtd'h'cny1 Constr China State China ShenhuaEnergyCo'h' China Res PwrHldg China Res GasGPL China Petroleum &ChemicalCorpCny1'h'shs China Overseas Land&Investmnt China Oilfield China NationalAccordMedicine'b'cny1 Asset Description International Securities 12,901,000 13,297,500 Shares 2,376,000 1,750,000 1,010,000 1,848,000 1,830,000 1,637,000 2,765,000 1,409,250 2,643,750 1,931,137 1,345,600 1,310,500 1,292,000 8,112,000 2,735,000 2,999,000 2,185,000 8,726,000 2,052,000 1,654,700 2,221,000 1,508,000 1,589,340 3,025,000 856,000 267,300 456,000 535,093 704,000 294,000 357,000 499,700 747,300 677,000 200,000 399,200 114,000 400,000 926,561 230,000 119,600 443,600 122,500 60,164 CostValue 2,938,053 2,099,772 2,506,967 1,078,055 5,715,006 1,777,673 2,022,491 6,237,508 4,221,868 1,036,734 9,470,272 4,288,689 2,876,527 7,286,984 2,469,815 5,169,587 1,401,926 2,432,963 1,698,339 1,973,699 1,923,087 3,109,698 4,712,942 1,977,394 2,948,883 8,570,595 1,836,822 1,217,698 1,874,201 1,006,410 2,556,198 2,299,489 1,498,685 1,560,756 941,197 516,475 538,326 562,189 785,423 681,717 222,895 502,793 346,910 494,825 360,105 834,832 EQUITIES MarketValue 13,637,595 10,699,509 2,875,284 3,532,550 1,925,089 2,652,394 1,851,701 6,533,509 1,315,774 1,972,189 6,848,392 3,596,812 9,456,299 4,329,096 2,621,629 2,482,422 5,655,456 1,224,528 4,803,126 1,773,259 2,817,712 1,849,889 7,267,215 4,911,466 3,658,968 3,123,687 2,384,423 1,339,852 2,622,367 3,572,609 2,126,629 2,205,685 1,869,779 512,422 778,149 740,000 579,091 312,077 457,959 463,441 462,513 414,614 873,623 604,444 969,383 443,908 108

2017 DETAILED LIST OF INVESTMENTS 927,202 908,598 416,825 432,549 539,670 339,577 484,259 498,529 301,083 703,169 530,752 769,740 4,440,090 5,126,240 7,400,240 1,076,611 1,053,112 5,562,735 3,055,873 1,746,526 3,567,048 1,562,957 2,426,971 4,174,657 9,228,428 2,551,843 1,178,152 1,100,572 1,324,773 7,484,022 3,719,439 6,433,037 1,033,285 1,033,285 2,056,355 2,901,469 1,568,873 1,812,490 12,512,235 32,902,157 14,587,015 14,587,015 25,941,558 Market Value Market Value 575,544 773,094 668,173 968,789 979,427 635,283 371,727 999,638 480,809 253,378 521,842 334,123 285,855 537,911 417,576 655,560 3,083,889 2,795,797 4,817,920 1,000,874 4,493,755 2,711,681 1,866,215 1,190,653 2,281,271 4,171,173 6,645,274 1,274,248 1,897,898 1,250,834 7,544,190 2,410,970 5,349,612 7,126,500 7,126,500 1,585,126 2,248,482 1,489,636 2,148,187 13,215,248 26,866,128 10,624,684 Cost Value Cost Value 999 5,587 8,340 9,640 23,719 11,590 45,094 39,779 13,008 25,856 50,230 20,124 39,790 23,171 62,028 93,021 20,500 12,457 95,654 160,139 121,972 137,623 129,250 788,445 107,138 117,110 609,885 137,006 215,400 532,000 492,500 112,000 499,490 523,000 274,000 108,100 2,675,890 2,273,800 2,273,800 5,097,000 4,645,500 1,039,497 Shares International Securities International EQUITIES

Nokia Oyj Nokian Renkaat Orion Corporation Amer Sports Corp Huhtamaki Corporation Kone Topdanmark As Topdanmark Wind System Vestas Finland Pandora A/ S Pandora A/ S Unibrew Royal Novo Nordisk As Novo A/ S Novozymes Orsted A/ S H Lundbeck A/ S Nilfisk Hldg A/ S Nnit A/ S Dsv Dkk1 Dsv Genmab As Carlsberg Chr Hansen Hldg Bank A/ S Danske Denmark A P Moller Maersk Ambu A/ S Cez Czk100 Czk100 Banka Komercni Bank Czk1 Moneta Money Ecopetrol SA Com Cop250 Czech Republic Zhuzhou Crrc Times Electric Co Ltd Zhuzhou Colombia Almacenes Exito Cop10 Xtep International Xtep Hldgs China Yum 'h'cny1 Express Zhejiang Sinopharm Group Co Ltd 'h'shs Cny1 Sinopharm Group Co Hldgs Limited Tencent 'h'cny1 Technolo Travelsky Sino Ocean Group H 'h'cny1 Sinopec S/ Petroche Shanghai Haohai Bi 'h' Cny1 Shanghai 'h'cny1 Shn Expressway Sina Corporation Asset Description 'h' Cny1 Fosun Shanghai

2017 DETAILED LIST OF INVESTMENTS 109 Pernod Ricard Orpea Orange Nexity Michelin (cgde) Lvmh MoetHennessy LouisVuitton Se L'oreal Klepierre Kering Ipsen SA Interparfums Ingenico Group Hermes Intl Se Getlink Faurecia Eutelsat Communica Eur160 Euronext Eurofins ScientifiEur010 Eurazeo Se Essilor Intl Engie Comstk Eiffage Edenred Dassault Systemes Dassault Aviation CNP Assurances CIE DeStGobain Carrefour SA Capgemini Bouygues BNP Paribas BIC AXA Atos Se Arkema Arcelormittal Albioma Airbus Se Air Liquide(l') DeParisAeroports France Upm Kymmene Corp Stora Enso Sampo Plc Outotec Outokumpu Asset Description International Securities Shares 1,118,147 171,833 197,481 156,581 158,509 234,600 802,307 203,500 362,751 764,494 45,681 60,473 83,133 49,930 25,910 13,839 11,968 75,409 33,361 18,009 44,251 74,344 16,430 19,655 32,068 34,081 20,141 46,000 45,500 40,162 83,135 33,261 55,650 14,646 46,029 31,484 22,576 18,090 6,290 8,895 3,110 1,760 7,349 5,854 843 CostValue 10,745,358 13,305,696 22,259,747 15,989,784 18,962,328 4,710,846 5,009,830 6,277,035 2,156,430 1,081,884 2,601,535 1,373,443 2,012,888 3,887,351 1,228,526 1,258,651 2,285,266 1,078,758 2,108,270 2,198,094 8,670,315 8,466,778 2,396,360 2,318,843 2,845,424 2,310,023 1,840,870 1,133,256 2,351,114 2,356,313 7,184,698 4,054,916 5,437,014 3,542,057 1,359,395 1,537,380 548,237 681,232 754,281 385,986 807,738 936,245 403,312 610,768 700,800 EQUITIES MarketValue 12,844,483 13,945,364 10,672,501 19,247,189 20,028,494 16,560,800 5,027,895 5,865,539 7,374,153 2,706,785 1,261,473 2,582,357 1,745,707 2,277,831 4,871,662 1,197,086 1,834,743 1,351,397 2,180,418 1,409,373 2,125,758 2,636,638 9,275,478 3,834,168 1,413,940 2,152,735 3,938,013 2,619,569 3,597,573 1,054,209 2,498,617 3,568,166 7,686,796 4,591,081 6,103,752 4,896,513 1,313,831 2,680,835 916,443 390,875 723,369 425,252 727,954 940,800 916,560 110

2017 DETAILED LIST OF INVESTMENTS 288,922 712,546 488,641 881,506 382,243 1,777,822 2,292,467 3,945,517 1,961,228 3,844,943 8,528,056 2,246,627 9,023,487 2,740,144 1,199,988 3,610,498 5,368,733 1,329,997 1,389,422 2,803,604 2,870,484 1,646,079 3,821,217 9,872,458 2,814,506 2,814,506 2,920,922 7,510,687 5,691,210 1,134,110 8,411,410 9,520,009 7,054,276 12,533,962 20,931,623 16,575,947 10,959,076 20,165,313 19,739,590 16,195,586 21,944,153 15,980,423 41,120,281 13,019,846 12,456,606 12,142,808 Market Value Market Value 270,132 721,202 577,473 493,522 915,246 849,365 588,218 630,376 1,832,735 3,705,146 1,863,718 2,564,113 6,867,343 7,327,098 1,969,428 8,408,332 1,614,033 1,059,474 3,581,576 3,405,562 1,098,930 6,021,889 2,397,883 2,481,774 1,332,885 3,231,530 7,496,552 2,298,997 2,298,997 2,218,894 6,266,430 3,101,904 9,098,006 9,725,984 9,644,319 4,411,229 5,450,148 17,710,630 11,956,038 17,145,293 15,678,257 11,662,762 22,641,122 10,827,221 39,863,475 11,652,639 Cost Value Cost Value 7,670 6,760 6,115 8,266 35,769 36,910 10,080 46,325 46,003 44,957 72,084 40,062 10,893 28,911 51,491 15,932 11,819 74,620 60,136 24,695 44,623 80,056 64,190 74,541 80,358 21,884 92,580 65,361 163,396 141,416 167,625 333,818 204,714 176,323 191,081 190,499 555,699 138,240 322,588 154,908 476,605 153,015 162,714 435,506 219,617 Shares International Securities International EQUITIES

Gerresheimer AG Gerresheimer Fresenius Medical Care Fresenius Se Petrolub Fuchs Se Oel Petrolub Fuchs Evonik Industries Evonik AG Evotec (frankfurt Airport Fraport Deutsche Post AG Deutsche Post Deutsche Telekom E On Se Deutsche Boerse AG Deutsche Lufthansa Covestro AG Covestro C & AG CTS Eventim Daimler AG Beiersdorf AG Meditec Carl Zeiss Continental AG Bayerische Motoren Werke A G Werke Motoren Bayerische Bechtle AG Aurelius Equity Op Aurelius - BASF AG Bayer Germany Adidas AG Allianz Se Veolia Environneme Veolia Vinci Worldline Total Valeo Stallergenes Greer Stmicroelectronics Thales SA SEB SA Societe Generale Sodexho Sanofi Schneider Electric Scor Se Rubis Safran SA Plastic Omnium Publicis Groupe SA SA Renault Asset Description SA Peugeot

2017 DETAILED LIST OF INVESTMENTS 111 Hkt Trust andHkt LandDevelopmentHenderson Hang SengBank Goodbaby HoldiComstok Intl Galaxy Entertainme Clp HoldingsLtd Ck HutchisonHldgs Ck AssetHoldingsLtd Chow SangHld Boc HongKong Hldg PacificASM Tech AIA GroupLtd 1st Pacific Co Hong Kong Hellenic Petroleum Greece Wirecard AG Washtec AG Vonovia Se United InternetAG Tui AG Tui AG Talanx AG Stratec Biomedical SA Stabilus Siemens AG Schaeffler AG SAP Se RWE AG Rational AG Qiagen NV Porsche AutoHlSeNon Osram LichtAG Norma GroupSe Muenchener Rueckve MTU AeroEnginesA Merck Kgaa Kion GroupAG Jenoptik AG Innogy Se Infineon Technolog Hugo BossAG Hochtief AG Henkel AG &CoKgaa Non Grenke AG Propert Grand City Asset Description International Securities Shares 1,414,000 3,392,000 1,828,000 1,015,500 9,576,000 241,912 136,982 111,418 292,594 123,437 744,000 148,500 103,000 922,000 192,290 315,056 118,783 259,963 127,466 17,856 13,896 34,904 36,220 35,409 58,217 16,789 15,344 23,228 54,400 16,120 65,000 38,300 56,878 18,498 12,520 22,452 65,253 37,194 35,041 5,069 2,870 6,145 1,530 6,487 CostValue 12,729,494 10,044,640 12,934,404 12,736,760 20,293,823 5,661,188 1,334,949 1,079,081 1,785,293 4,364,408 2,040,763 1,629,159 2,414,904 5,412,187 1,232,401 2,703,262 1,812,755 1,571,859 1,796,380 1,460,717 7,903,697 1,277,981 5,751,262 8,729,289 1,749,043 2,630,641 2,150,330 1,185,952 3,503,139 4,257,831 1,788,777 1,883,267 993,564 334,665 381,362 274,052 214,503 309,237 584,937 482,542 846,185 193,171 542,803 51,327 EQUITIES MarketValue 14,762,798 14,661,789 12,743,601 15,658,634 29,171,687 7,482,338 1,496,187 1,250,306 2,345,855 1,100,199 6,497,851 3,060,527 3,685,266 2,284,210 8,023,006 1,430,167 2,719,541 2,207,945 2,912,585 1,801,573 1,861,471 7,609,123 1,297,449 7,860,937 6,492,369 1,757,163 6,356,598 1,273,659 2,449,037 1,748,110 5,872,768 5,187,556 2,602,040 4,184,568 358,385 400,046 248,761 329,270 533,544 580,721 260,821 622,112 380,299 62,594 112

2017 DETAILED LIST OF INVESTMENTS 57,650 676,940 969,491 628,522 901,247 319,968 399,263 336,430 248,303 278,402 343,853 397,674 344,927 309,854 711,499 1,845,811 1,752,315 2,548,258 4,684,234 1,869,116 1,511,919 2,961,013 4,028,780 2,364,512 2,884,433 1,370,294 1,785,655 8,343,259 1,067,718 1,246,206 4,273,317 2,662,864 7,353,364 2,634,716 2,171,179 4,521,429 1,611,973 3,271,571 2,000,900 1,999,114 3,252,847 3,051,555 4,949,462 10,602,549 Market Value Market Value 29,724 726,132 325,048 659,067 626,718 340,850 529,321 898,548 349,265 343,982 321,457 336,495 281,397 466,365 363,316 374,167 1,278,241 2,074,265 2,645,745 1,161,208 1,291,170 1,989,089 2,473,373 1,473,459 2,624,950 7,286,952 1,090,458 1,555,344 6,646,956 1,449,685 3,264,848 2,610,592 3,576,776 1,032,517 1,901,397 1,848,072 1,934,202 1,298,184 2,910,669 1,287,041 1,614,541 2,404,088 2,551,931 1,171,389 Cost Value Cost Value 3,883 8,500 84,082 86,200 25,730 87,761 81,820 35,710 93,600 30,687 45,450 68,840 33,000 23,840 182,649 159,679 285,000 312,456 110,497 214,898 220,200 206,000 206,000 564,000 717,248 259,738 933,099 906,600 163,380 503,016 495,266 994,000 358,500 187,000 187,000 353,000 591,200 384,000 107,000 759,400 2,227,000 9,397,200 2,105,200 1,075,200 Shares International Securities International EQUITIES

Indiabulls Housing Finance Ltd Cmstk Hindustan Petrol Inr10 Hindustan Petrol Inr02 Hindustan Zinc Fin Inr2 Housing Devel Emami Ltd Inr2 HCL Technologies Bank HDFC Crompton Greaves C Inr2 Crompton Greaves Dewan Housing Fin Inr10 Eicher Motors Inr10 Chennai Petro Cp Inr10(demat) Chennai Petro Crisil Ltd Inr1 Bharat Petrol Corp Inr10 Bharat Petrol Bharti Infratel Lt Inr10 Britannia Ltd Azure Power Global Limited Power Azure Bajaj Auto Ltd Inr10 Bharat Electronics Inr1 India Adani Enterprises Inr1 Hungary Mol Hungarian Oil Huf125(post Subdivision) Otp Bank Nyrt Huf100 Wharf Real Estate WharfReal Wharf(hldgs) Ltd Macau Wynn Value Partners GP Partners Value Vtech Holdings Ltd Wh Group Limited Techtronic Industr Techtronic Broadct Television SJM Holdings Ltd Prop Sun Hung Kai Properties Ltd Swire MGM China Hldgs Lt Assets Hldgs Power Sands China Ltd Link Real Estate Investment Link Real Holdings L Man Wah & EntertainmentMelco Resorts Limited Lifestyle China Group Ltd Lifestyle Internat Lifestyle Hutchison Tel Hk H Tel Hutchison Jardine Strategic Holding Properties Kerry Asset Description Land Hld Hongkong

2017 DETAILED LIST OF INVESTMENTS 113 Elbit Systems LtdIls1 Cyber ArkSoftware Ltd Com Ils001 Check PtSoftware Technologies Ltd Caesarstone Israel Total Produce Smurfit Kappa GroupPlc Paddy Power BetfairPlc Kingspan Group Kerry Group'a'ord Icon Plc Datalex Anglo IrishBankCorp Ireland Idr100Pt MediaNusantara Pt IndofoodSuksesIdr100 Pt BankNegaraIndLkd Shs(idr7500&Idr375) Perusahaan Gas Indo Tambangray Idr500 Global MediacomIdr100 Bukit AsamTbkIdr500 Bk CentralAsiaIdr62 50 Bank Rakyat IndonesiaPerser Adaro EnergyTbkIdr100 Indonesia Yes BankInr2 Voltas LtdInr1 Vedanta LtdInr1 Vedanta Limited UPL LimitedInr2 Union BkOfIndiaInr10 Tata SInr1 Consultancy Reliance InfrastruInr10 Reliance IndsInr10( Rbl BankLimitedInr10 Petronet LngInr10 Oil &NaturalGas SumiSysMotherson Inr1 Maruti SuzukiIndInr5 Makemytrip Ltd Madani Port andSpecialEconomicZone Limited Lupin LtdInr2 &ToubroLarsen Inr2 Infosys Limited Indusind BankInr10 Indian OilCorpInr10 Asset Description International Securities 26,382,600 21,880,000 39,723,300 Shares 1,157,647 4,153,657 2,853,400 8,529,500 7,243,700 2,043,100 6,538,300 1,266,500 4,873,600 3,557,063 3,045,796 212,222 354,566 614,692 803,700 743,478 173,141 240,862 106,176 157,598 373,585 446,281 119,267 206,708 830,312 229,993 43,616 71,763 76,509 30,175 80,461 91,315 63,414 90,182 25,277 28,703 54,985 88,530 58,059 8,790 CostValue 23,156,746 10,763,783 3,158,041 2,213,137 2,305,424 2,584,092 4,807,434 1,097,279 1,043,979 1,211,893 1,491,758 3,700,658 2,281,192 1,231,942 3,642,762 2,210,925 4,304,971 3,040,993 1,856,859 6,333,507 1,126,911 4,947,920 3,466,610 3,583,512 3,127,885 5,901,009 3,933,038 3,244,729 5,451,287 1,233,470 3,115,365 2,220,579 521,213 371,144 344,614 618,837 982,310 861,207 287,436 391,637 522,326 210,954 454,568 EQUITIES MarketValue 11,662,655 24,958,120 12,768,542 41,897,558 17,563,094 1,035,562 2,833,639 2,453,375 2,457,910 4,417,595 1,100,382 1,115,758 1,800,119 1,035,299 2,329,734 7,047,178 3,385,654 1,188,017 2,335,872 5,334,780 6,549,778 3,870,100 6,518,563 1,527,299 4,793,620 5,285,619 3,402,952 3,117,168 7,866,729 5,870,146 5,445,759 2,124,159 4,291,566 2,748,277 270,250 284,326 229,636 498,665 479,787 371,996 378,469 900,724 - 114

2017 DETAILED LIST OF INVESTMENTS 394,464 555,323 441,661 396,840 785,401 213,608 3,886,552 4,402,455 1,563,697 9,878,303 3,060,074 3,326,553 1,093,820 2,553,995 1,522,100 1,960,323 1,779,461 7,794,155 1,887,199 2,243,950 1,747,726 1,142,975 4,412,874 5,856,363 8,960,673 1,036,607 3,406,871 3,406,871 1,014,000 2,572,246 1,205,255 2,119,048 1,060,200 1,037,628 6,848,680 1,046,999 2,450,188 9,851,075 1,772,853 15,186,511 14,847,936 30,868,954 35,466,187 14,572,842 14,342,515 15,042,117 Market Value Market Value 397,989 403,092 758,961 807,013 686,410 913,970 620,515 506,268 505,164 547,035 289,948 2,075,205 2,257,362 1,569,100 6,281,511 2,676,292 1,841,244 1,469,826 1,486,026 1,041,935 1,641,761 6,906,422 1,891,460 1,552,116 1,468,176 3,750,275 2,892,464 6,749,525 3,015,651 3,015,651 1,052,337 2,241,619 2,240,885 5,560,085 1,025,297 8,126,036 1,010,113 2,162,851 9,286,637 1,534,540 11,227,399 19,304,501 24,339,277 41,010,464 10,578,029 13,211,506 Cost Value Cost Value 2,040 87,335 81,000 49,701 91,866 67,949 71,895 22,061 27,699 74,223 87,626 14,039 33,115 73,699 36,225 46,517 57,000 14,800 122,000 465,134 454,027 268,830 515,118 200,652 113,480 237,494 105,407 218,947 592,733 186,005 169,600 120,000 139,204 285,480 119,004 146,295 134,241 311,693 128,382 5,011,109 2,140,251 2,693,954 4,421,030 8,123,700 Shares 20,746,704 International Securities International EQUITIES

Terna Spa Terna Technogym S P A Technogym Italia Spa Di Risp Telecom S A Tenaris Prysmian Spa Prysmian Recordati Snam Leonardo Spa Italiane Spa Poste Prada Spa Intesa Sanpaolo Italgas Spa Ima(ind Macc Auto) Italia Spa Wireless Infrastrutture Interpump Group Fiat Chrysler Automobiles NV Fiat Chrysler Finecobank Spa Spa Gima Tt Exor NV Exor NV Ferrari Ei Towers S P A Ei Towers Enel Spa ENI Spa Cerved Information Cerved CNH Industrial NV Diasorin Spa Banca Generali Banca Ifis Spa Brembo Autogrill Spa Azimut Hldg S P A Anima Hldg Spa Assic Generali Spa Atlantia S P A Wix Com Ltd Com Ils0 01 Wix Com Ltd Com Ils0 Italy A2A Spa Pointer Telocation Ltd Telocation Pointer Silicom Ltd Industries Pharmaceutical Taro Oil Refineries Ltd Oil Refineries Orbotech Ltd Sh Magic Software Enterprises Ltd Enterprises Magic Software Bank Ltd Ils0 01 Mizrahi Tefahot Instruments Measuring Nova Asset Description Ils1 Industrie Frutarom

2017 DETAILED LIST OF INVESTMENTS 115 Fanuc Corp En Japan East JapanRailway Co Dowa HoldingsCoLtd Don QuijoteHoldingsCoLtd Disco Corporation Descente Ltd Dentsu Denso Corp Dena CoLtd Daiwa HouseInds Daito Trust Const Daikin Industries Daiichi Sankyo Daibiru Corp Dai NipponPrintng Dai Ichi Life Hold Cyberagent Concordia FinlGroupLt Chugai PharmacyCoLtd Central JapanRlwy CoLtd Capcom Canon Bunka Co Shutter Brother Industries Bridgestone Corp Bandai NamcoHoldings Astellas Pharma Asics Corp Asahi Kasei Corp Asahi InteccCoLt Asahi GroupHoldingsLtd Asahi GlassCo Asahi CoLtd Aozora Bank Anicom Holdings Amada HoldingsCoLtd Alfresa Holdings Ajinomoto Co Aisin SeikiCo Air Water Aeon Financial Japan Unipolsai Spa Unicredit Spa Tod's Spa Asset Description International Securities Shares 107,200 169,000 103,000 280,973 211,717 133,300 305,650 567,200 213,800 250,000 128,900 130,400 537,200 246,700 151,200 682,500 171,000 550,900 49,100 88,736 55,100 30,700 63,000 71,900 47,300 54,500 20,721 36,000 33,300 55,300 80,000 50,600 18,500 24,700 79,673 81,800 49,200 12,700 37,600 80,300 49,600 20,700 9,554 5,780 800 CostValue 10,792,254 10,474,171 19,575,932 3,072,634 6,555,464 1,737,071 1,817,854 2,383,851 1,220,806 3,171,405 1,155,917 3,385,850 1,354,174 6,792,641 1,476,343 5,076,492 2,590,954 1,847,915 6,247,239 2,095,242 6,435,972 3,555,525 5,988,301 1,563,698 1,992,079 4,608,233 8,346,105 2,782,023 5,436,776 315,288 616,851 717,498 865,215 604,297 998,798 171,429 714,770 895,313 521,088 716,353 815,212 620,168 648,677 854,947 924,085 EQUITIES MarketValue 18,349,853 14,787,984 20,028,762 3,692,286 8,386,241 2,127,013 1,033,481 3,323,613 1,186,178 4,040,186 1,269,490 3,960,900 1,515,300 8,647,670 1,569,667 5,397,457 3,266,755 2,645,664 2,303,907 3,060,320 1,178,833 9,683,116 2,695,038 5,577,008 1,015,009 5,034,709 6,735,624 2,548,358 2,376,116 1,224,039 4,946,045 8,706,192 2,726,285 7,108,150 178,038 784,177 509,348 787,146 650,502 962,509 371,898 750,319 721,375 998,486 656,903 116

2017 DETAILED LIST OF INVESTMENTS 396,352 596,353 856,423 980,381 173,555 882,534 625,477 670,759 233,236 454,498 313,644 227,696 426,777 3,814,328 1,315,411 4,562,876 6,783,996 1,276,875 1,019,840 4,591,329 1,308,048 2,330,759 5,552,956 1,836,975 1,103,009 1,066,498 1,150,662 7,355,474 1,858,670 2,016,755 1,313,968 3,905,406 7,667,697 7,153,380 2,392,011 2,392,011 2,933,764 5,996,924 4,966,550 2,389,752 1,205,206 2,376,166 1,438,083 5,901,037 13,615,766 15,706,344 30,124,628 Market Value Market Value 656,572 534,874 305,816 339,487 538,614 754,583 154,065 499,233 233,265 313,197 306,799 207,308 7,733,527 1,567,861 1,160,041 3,764,778 6,400,798 1,026,913 1,111,926 4,630,417 1,354,468 1,961,460 4,297,537 1,593,006 1,003,135 1,172,547 1,167,835 4,059,192 1,715,099 1,393,943 1,431,089 1,033,450 4,548,995 6,585,719 7,218,886 2,101,861 2,101,861 1,606,468 5,689,474 4,001,137 2,432,445 1,272,425 1,021,598 1,146,961 5,636,274 10,320,737 27,958,943 Cost Value Cost Value 9,140 6,000 5,800 5,400 24,300 35,000 58,700 64,900 23,200 65,000 11,500 91,900 54,900 98,400 17,700 63,000 66,100 16,500 94,400 34,700 89,000 77,700 44,300 19,000 89,000 92,800 29,240 77,587 10,000 24,200 141,800 187,400 328,200 331,500 228,200 312,500 318,800 113,370 287,334 100,300 146,700 697,000 201,200 229,700 878,700 2,015,400 Shares International Securities International EQUITIES

Konica Minolta Konica Koito Mfg Co Ltd Koito Komatsu Holdings Co Konami Kirin Holdings Co Pharmaceuticals Kobayashi Steel Ltd Kobe Kao Corp Kao KDDI Corp Corp Keyence Kaneka Corp Kaneka Co Electric Power Kansai Kajima Corp Kajima Com Kakaku Co Ltd Kamigumi JSR Corp Jtekt Corporation Holdings JXTG Japan Tobacco JFE Holdings Izumi Co Ltd Elect Japan Aviatn Group Japan Exchange Inaba Denkisangyo Isuzu Motors Itochu Corp Hoya Corp Hoya Corporation Idec IDOM Honda Motor Co Hoshizaki Corp Hitachi Hitachi Chemical Hitachi High Tech Hiday Hidaka Corp Hidaka Hiday Tsushin Hikari Hino Motors Hakuhodo Dy Hldgs Hakuhodo Hanshin Holdings Hankyu Corporation Haseko Fujitsu Y50 Fujitsu Gurunavi Fuji Electric Holindgs Co Y50 Electric Fuji Oil Holdings Fuji Corp Holdings Fujifilm Asset Description Co Ltd Retailing Fast

2017 DETAILED LIST OF INVESTMENTS 117 Nippon Express Co Nippon Electric GlassCoLtd Nintendo CoLtd Nikon Corp Nihon Parkerizing Nihon M&ACenterI Nidec Corporation Nichias Corp Nh Foods Ltd Nexon CoLtd Nec Corp Nachi Fujikoshi Co Nabtesco Corp N FieldCoLtd Ms& AdInsGPHldgs HoldingsCorp Morita Mizuho FinancialGroup Mixi Mining&Sm Mitsui UfjFin Mitsubishi TanabeMitsubishi PharmaCorp Materls Mitsubishi GasChm Mitsubishi CoLtd Estate Mitsubishi ElecCp Mitsubishi Corp Mitsubishi ChemHl Mitsubishi Misumi Group Miraca Holdings Minebea Mitsumi Meitec Corporation Meiji HoldingsCo Mcdonald's HoldingCoJapan Mazda MotorCorp Matsumotokiyoshi H Corp Makita Maeda Corp M3 Lion Corp Kyushu ElecPower Kyowa Hakko KirinCoLtd Kyocera Corp KYB Corporation Kurita Water Inds Kuraray Co Kose Corporation Asset Description International Securities Shares 3,401,800 122,400 177,100 268,500 157,600 105,800 314,000 362,000 140,200 424,200 444,400 183,200 310,000 853,400 131,900 152,600 25,300 21,800 35,700 39,000 68,200 39,700 35,700 26,700 16,300 39,700 44,700 42,200 16,600 25,300 29,300 69,600 52,000 36,300 54,600 90,700 70,200 36,700 31,048 94,000 30,400 92,600 16,700 5,000 6,100 7,900 CostValue 10,332,871 12,576,959 24,063,096 10,569,160 3,299,553 1,173,244 1,479,350 1,258,396 2,310,004 1,138,264 3,228,722 1,535,248 1,001,201 4,339,995 1,099,360 1,037,579 2,062,673 2,397,214 3,623,007 1,413,353 1,319,933 1,859,337 4,169,763 1,559,632 1,201,352 1,965,813 2,613,911 1,638,402 4,986,229 1,133,204 2,065,001 2,585,095 308,351 356,229 730,505 625,704 600,062 660,115 738,136 513,695 653,385 750,695 865,603 205,860 755,132 764,882 EQUITIES MarketValue 10,713,422 14,362,173 24,955,593 14,177,879 6,432,383 1,112,841 1,470,466 1,639,281 2,443,084 2,400,470 2,814,900 1,747,529 1,289,854 6,589,419 1,103,719 1,402,503 2,659,544 5,043,462 4,183,879 1,268,495 1,056,937 1,473,449 2,429,401 5,376,511 1,236,708 1,321,742 1,648,486 1,816,301 3,792,476 2,699,423 5,393,697 1,447,797 2,696,210 3,201,010 965,735 856,112 807,139 281,216 840,082 715,291 425,655 292,505 752,415 690,549 953,546 843,606 118

2017 DETAILED LIST OF INVESTMENTS 716,644 955,785 553,491 745,889 627,726 554,929 364,323 277,931 389,561 770,929 970,713 1,551,354 3,466,001 1,455,046 2,078,338 2,841,451 1,324,637 1,725,699 1,510,288 2,659,114 2,742,526 7,063,879 3,487,494 6,462,246 1,493,440 2,038,559 1,235,209 2,880,426 2,646,491 5,243,142 1,481,758 1,321,257 2,435,472 2,435,472 5,358,886 7,252,634 6,018,136 7,213,663 2,028,087 1,098,301 1,197,511 1,038,615 1,279,574 3,328,682 2,064,501 11,977,010 17,528,264 17,528,264 Market Value Market Value 627,365 556,901 629,663 942,622 655,183 659,355 578,181 884,079 578,681 582,407 359,885 269,181 870,913 997,753 370,358 741,478 1,446,674 2,833,613 1,451,791 1,703,751 2,307,931 1,042,952 1,549,868 1,490,769 2,409,787 1,431,146 4,906,775 3,414,442 4,372,710 1,596,410 1,168,819 1,372,075 2,536,003 3,781,792 8,157,377 1,262,987 2,284,531 2,284,531 3,662,775 6,785,038 4,536,140 7,587,731 1,655,816 1,157,056 3,363,815 1,549,550 10,168,933 10,168,933 Cost Value Cost Value 2,300 4,100 5,300 25,700 15,100 24,400 34,100 84,100 38,400 85,700 27,400 45,600 22,500 22,100 33,100 54,800 26,000 61,280 45,700 32,100 44,600 31,600 65,800 94,900 42,200 11,900 43,600 92,400 98,900 55,800 24,900 181,600 109,400 201,200 380,500 259,990 174,900 132,900 171,200 158,600 372,488 134,300 727,200 156,000 126,000 1,221,800 Shares International Securities International EQUITIES

Shiseido Co Ltd Shinsei Bank Shionogi & Co Ltd Holdings Ship Healthcare Seven & I Holdings Seven Shimadzu Corp Shin Etsu Chemical Seiko Epson Corp Seiko Sekisui Chemical Co Ltd Seria Co Ltd Secom Co Hldgs I Sega Sammy Sapporo Holdings Ltd SBI Hldgs Scsk Corp Rohm Co Ltd Rohm Co Keikaku Ryohin Sankyu Renesas Electronics Corporation Renesas Ricoh Co Ltd Rakuten Hldgs Co L Recruit Group Relo Panasonic Corp Panasonic Holdings Co Persol Orbis Hldg In Pola Otsuka Corp Otsuka Holdings Co Ltd Otsuka Corporation Paltac Oracle Corp Japan Orix Corp Oji Holdings Corp Industries Okamoto Omron Corp NTT Data Corp NTT Corp Obayashi Obic Co Ltd Nok Corp Nomura Holdings Institute Nomura Research Nitori Holdings Corp Nitto Denko Nippon Telegraph & Telephone Corp & Telephone Nippon Telegraph Nissan Chemical In Nissan Motor Co Ltd Asset Description and Sumitomo MetalNippon Steel Corporation

2017 DETAILED LIST OF INVESTMENTS 119 Toshiba Tec Corp Toshiba Corp Toridoll HldgsCor Toray Inds Topcon Corporation Tokyo GasCoLtd Tokyo Electron Tokyo Corporation Century Tokio MarineHoldings Tokai Tokyo FinancialHoldings Tohoku ElecPower Toho CoLtd Tobu Railway CoY50 TIS Thk CoLtd Terumo Corp Teijin Ltd Technopro HldgsIn Takeda Pharmaceutical Co Taiyo NipponSansoCorp Taisho Holdin Taisei Corp Suzuki MotorCorp Suzuken CoLtd Suruga Bank BeverageSuntory Sundrug CoLtd Sumitomo Rubber TrustSumitomo Mitsui Holdings FinancialGroup Sumitomo Mitsui Sumitomo Heavy Ind Sumitomo Electric Sumitomo DainipponPharmaCoLtd Sumitomo Corp Sumitomo ChemicalCoLtd Subaru Corporation TodayStart CoLtd Stanley Electric Square EnixHoldingsCoLtd Sony Corp Sompo Holdings Software Softbank GroupCorp SMC Corp Skylark CoLtd Showa Denko Kk Asset Description International Securities Shares 1,702,400 362,000 178,900 209,500 136,900 162,100 115,100 152,100 226,000 159,400 256,920 355,600 407,600 217,400 122,300 425,300 122,300 138,600 145,300 246,400 74,320 54,900 14,300 56,910 25,200 25,524 18,900 65,300 70,200 37,000 66,400 22,400 37,000 30,000 13,000 92,100 33,300 37,600 73,400 23,900 34,000 19,600 53,900 4,580 6,200 9,100 CostValue 14,757,464 10,176,114 19,945,441 12,356,667 1,694,886 1,784,047 6,446,467 4,164,125 4,257,300 5,851,457 4,072,146 1,102,218 2,173,547 1,446,447 2,314,151 2,986,847 6,751,796 4,146,796 2,330,012 2,374,671 2,922,484 3,008,013 1,276,179 1,145,320 3,498,094 9,232,361 1,442,732 3,685,067 3,181,781 1,630,381 1,945,951 2,066,627 868,630 193,065 812,313 331,569 312,001 290,583 730,133 675,707 746,682 274,851 223,842 397,547 873,812 846,783 EQUITIES MarketValue 16,056,813 16,228,492 24,166,403 3,146,972 2,602,929 5,690,179 6,369,618 5,559,854 1,199,041 7,314,286 4,458,912 1,572,451 2,552,650 2,791,119 2,617,310 3,448,360 5,880,765 6,700,399 3,224,217 2,630,494 2,780,945 4,272,086 1,389,348 1,422,104 5,003,569 9,770,972 1,872,490 4,257,395 2,973,779 1,512,117 2,703,496 9,783,819 2,329,207 958,642 635,970 776,494 294,044 289,658 466,170 983,369 911,709 928,402 212,501 967,445 362,660 268,945 120

2017 DETAILED LIST OF INVESTMENTS 93,563 785,496 576,437 997,354 145,651 106,607 720,639 401,687 930,280 511,263 256,547 281,145 606,205 686,871 5,349,362 3,629,059 1,955,377 1,531,980 1,840,202 2,401,892 6,680,510 1,014,625 1,130,244 4,408,455 1,303,211 2,240,087 3,906,038 1,024,620 8,730,246 2,281,263 1,404,488 2,632,184 1,761,019 3,455,212 3,455,212 1,079,102 4,927,297 3,613,684 4,583,080 2,983,353 7,418,287 2,473,107 1,268,493 4,995,356 12,060,821 22,376,680 Market Value Market Value 96,199 97,758 859,700 555,833 658,322 934,765 949,911 920,097 584,985 599,285 151,095 525,899 970,090 321,352 864,511 510,954 247,822 281,509 4,496,252 2,191,471 2,160,026 1,813,176 1,695,733 3,822,238 6,873,288 3,556,227 1,700,788 3,476,762 4,489,037 4,886,466 1,642,137 1,335,781 1,003,166 1,841,071 2,311,515 2,334,551 2,334,551 2,263,204 2,535,852 3,093,370 1,709,620 6,543,322 2,537,820 1,010,704 4,918,616 21,047,186 Cost Value Cost Value 982 3,996 6,349 3,817 3,103 1,908 1,294 6,250 3,400 36,710 61,279 54,871 23,769 67,470 51,000 18,600 34,900 59,000 15,406 77,285 14,870 59,955 23,955 91,085 13,200 42,400 16,400 33,700 95,100 88,700 68,400 51,000 367,700 102,500 100,247 254,578 396,361 187,674 217,594 152,400 382,800 108,700 101,380 117,700 111,400 Shares International Securities International EQUITIES

LG Display Co Ltd Display LG Electronics LG Korea Investment Holdings Investment Korea Zinc Korea Chemical LG Hyundai Motor Co 2nd Prf KB Financial Group Elec Power Korea Hyundai Mipo Dock Hyundai Mobis Hyundai Motor Co Hyundai Home Shopping Network Corp Hyundai Marine& Fir Hanwha Corp Insurance Co Ltd Hanwha Life Hugel E Mart Co Ltd Hana Financial Grp Hanwha Chemical Corp DGB Financial Grou Dongbu Insurance Co Ltd Kazmunaigas Explor Gdr Each Repr 1/ 6 Explor Gdr Each Repr Kazmunaigas Of Republic Korea, Bnk Financial Group Yokogawa Electric Yokogawa Hosho Co L Zenkoku Kazakhstan Yamaha Corp Yamaha Motor Co Yamaha Co Kogyo Yamato Yamada Denki Co Ltd Yamada Financia Yamaguchi West Japan Railway West Japan Corp Yahoo Honsha Co Yakult ULVAC Unicharm Corp Ushio Tsumura & Co Tsumura Holdings Tsuruha UBE Industries Trend Micro Trend Corp Tsugami Towa Pharmaceutical Co Ltd Pharmaceutical Towa Gosei Toyoda Industries Toyota Asset Description Corp Tosoh

2017 DETAILED LIST OF INVESTMENTS 121 ASM Intl NV Intl ASM Arcadis NV Akzo NobelNV Aercap HoldingsNV Aegon NV Accell Group ABN AmroGroupNVDrEach Rep Shs Inds Aalberts Netherlands Promotora YOperadoraDeInfracom Promotora YOperad Ohl MexSabDeCv Infraestructura EnComMxn10'clsIi' Grupo FinancieroBanorte Grupo Aeroportuario Grupo GPO MexicoSA GPO AeroPacifico Gentera SabDeCv Fomento (rep EconMexicUnits 1'b'& 4'd'shs) BankMexCbfi(fibraUno Administr) Deutsche Controladora Vuela Coca ColaFemsa S SabDeCvArca Continental Mexico Tenaga NasionlBhdMyr1 Sapura EnergyBhdMyr1 Genting Malaysia BMyr010 Bimb HldgsBerhadMyr1 Ammb HoldingsBhdMyr1 Malaysia Yuhan Corp SK Telecom SK Innovation CoLtd SK Hynix Shinhan FinGroup Samsung Sdi Samsung ElectronicPfd Samsung ElectronicGdrRep 1/2Pfd Unitary Samsung ElectronicGdr Samsung Electronic Posco Netmarble GamesCo ChemicalCor Lotte Loen Entertainment LG UplusCorp LG InnotekCo Asset Description International Securities Shares 1,729,594 1,176,848 2,550,800 1,457,900 7,992,572 1,144,000 2,587,300 2,632,400 135,374 121,896 166,237 233,370 190,900 148,814 846,015 126,026 229,300 289,926 516,600 291,500 16,371 30,946 22,283 27,671 32,882 11,830 29,650 25,864 46,761 63,451 25,920 44,061 23,000 11,233 73,446 53,800 5,144 1,279 2,283 1,150 4,001 8,523 6,160 62 CostValue 43,313,376 13,683,297 14,093,968 14,874,116 1,052,580 3,416,193 3,225,026 6,340,067 5,095,281 4,088,604 2,019,881 8,247,900 1,671,331 1,022,288 3,565,367 2,301,992 2,423,736 1,148,224 2,724,100 1,778,505 1,047,433 1,563,012 2,752,889 4,597,953 1,942,217 1,947,107 1,956,490 3,269,479 4,947,100 922,809 364,875 415,088 358,926 382,591 513,634 899,161 249,871 788,287 352,664 629,610 193,876 458,400 305,523 74,381 EQUITIES MarketValue 65,859,332 10,212,755 11,038,705 14,058,049 11,903,787 1,052,286 4,083,001 5,911,407 9,673,636 5,624,831 4,256,572 2,496,950 2,251,038 2,082,999 1,146,431 3,803,710 2,267,818 2,460,096 1,785,178 2,243,054 2,321,593 1,962,666 2,050,135 1,221,281 7,997,264 1,605,000 2,014,241 1,947,941 3,599,333 2,868,516 416,965 837,255 170,453 941,060 536,890 493,702 555,695 101,321 200,702 316,926 395,311 420,450 387,745 74,276 122

2017 DETAILED LIST OF INVESTMENTS 307,531 667,751 292,485 219,898 687,611 891,164 670,026 993,605 415,321 308,781 1,896,269 2,148,996 1,796,131 2,366,187 3,149,693 1,672,270 1,672,886 8,215,188 1,525,677 2,659,678 1,250,485 8,684,887 1,382,258 1,110,766 2,874,032 2,759,796 3,475,854 3,848,116 2,904,466 2,489,378 3,050,238 6,539,519 2,003,291 15,330,109 14,194,358 11,858,905 12,775,226 12,775,226 26,422,843 15,671,136 21,963,094 Market Value Market Value 328,215 145,506 685,281 279,115 980,903 951,080 308,375 714,050 639,365 881,927 380,090 1,284,668 2,254,032 2,070,202 1,107,886 2,146,261 9,465,970 1,595,959 1,315,120 6,375,635 1,585,873 1,536,658 1,241,220 5,624,005 1,604,275 2,264,250 1,158,847 1,158,847 3,152,226 4,045,774 2,043,282 1,686,971 3,174,486 7,372,004 1,782,027 13,842,423 11,705,721 10,547,732 10,547,732 18,356,135 14,018,486 12,873,456 Cost Value Cost Value 9,588 7,784 6,750 59,255 51,512 73,228 40,853 18,170 78,100 70,944 27,152 41,869 35,041 42,985 24,102 56,053 36,410 10,386 91,776 66,965 54,098 127,600 824,394 157,129 553,637 546,300 165,433 680,496 166,200 122,385 101,802 104,702 680,959 420,662 196,291 1,187,175 1,862,079 9,257,000 1,200,129 1,418,989 Shares International Securities International EQUITIES

Globaltrans Invest Gdr Each Repr 1 Gdr Each Repr Globaltrans Invest Pjsc Lukoil Qatar National Bk Qar10 Federation Russian Group Ltd Gdr Mail Ru Pkn Orlen SA Pln1 25 Naft I Ga Pln1 00 Gorn Pol Qatar Grupa Lotos SA Pln1 00 S Weglowa Spolka Jastrzebska Miedz Pln10 00 Polska Kghm CCC SA Pln0 10 SA Pln0 04 Polsat Cyfrowy Metropolitan Bank Php20 Php1 Vista Land & Lifes Poland Peru Ltd Credicorp Philippines Tomra Systems Asa Nok1 Systems Tomra International Nok1 7 Yara Statoil Asa Subsea 7 SA Asa Telenor Norsk Hydro Asa Nok1 098 Norsk Hydro Orkla Asa Nok1 25 Statoil Asa Aker BP Asa Nok1 Aker Dnb Asa Nok10 Asa Nok7 50 Marine Harvest Fisher & Paykel Norway Wolters Kluwer Wolters New Zealand Auckland Intl Refresco Group N V Refresco NV Relx NV Cva Unilever Koninklijke Philips NV Philips Koninklijke NN Group N V Randstad Hldgs NV Koninklijke Dsm NV Dsm Koninklijke Philip Koninklijke Heineken NV Heineken ING Groep N V Ahold Kon Asset Description Beter Bed

2017 DETAILED LIST OF INVESTMENTS 123 Banco Santander Amadeus ItGroup Aena SmeSA ACS ActividadesCo Infraestr Abertis Spain Woolworths Hldgs Tsogo SunHoldingsZar0 02 Bk GrLtdZar0Standard 1 Sasol Npv Sanlam Zar0 01 RMB HldgsZar0 01 Nedbank GroupLtdZar1 Mtn GroupLtdZar0 0001 Mr PriceGroup Mondi Ltd Props Growthpoint LtdZar0Firstrand 01 Famous BrandsLtdZar0 01 Exxaro Resources Zar0 01 Brait Se Bidvest GroupZar0 05 Bid CorpLtd Barloworld LtdZar0 05 Barclays AfricaGrZar2 AVI LtdZar0 05 South Africa Yanlord LandGroup Utd O/SBank Utd IndustrialCrp Uob Kay HianHoldi Singapore Telecommunications Singapore Exchange Oversea ChineseBankingCorporationSgd05 IGG Hyflux Genting Singapore Plc DBS GroupHldgs Ltd Capitaland Singapore Yandex NVComCl'a X5 Retail GroupNVGdrRep 025Shs Surgutneftegaz Rub1 Prf(usd) Novolipetsk SteelGdrEachRep 10Rub1 'regs' Mobile Telesystems Pjsc Mail Ru GroupLtdGdrEachRepr 1Share Reg S Magnit PjscGdrRegs Asset Description International Securities Shares 3,468,100 2,213,000 7,092,129 1,063,083 2,491,800 2,334,700 1,636,884 289,000 302,000 178,000 718,555 103,500 124,035 443,623 146,300 289,223 763,719 161,828 169,800 101,052 750,756 258,250 119,100 366,139 127,982 116,831 206,936 521,710 622,396 942,585 68,500 31,256 43,348 27,474 48,835 48,975 67,185 12,118 63,600 75,464 56,253 53,431 5,242 4,897 CostValue 10,328,322 14,579,055 13,976,344 9,212,821 1,904,095 1,708,046 1,565,939 3,833,399 4,308,814 8,609,042 5,849,525 5,377,727 4,075,687 1,896,795 3,017,055 3,746,989 1,236,901 1,876,346 2,052,216 5,361,805 3,729,052 1,701,682 2,334,174 2,065,312 377,297 284,254 151,742 275,204 900,564 612,798 133,239 807,156 330,073 446,308 794,291 245,547 727,296 513,405 617,130 597,397 579,867 900,712 460,513 89,114 EQUITIES MarketValue 13,361,338 32,020,749 18,655,622 9,264,529 2,679,370 2,389,280 1,023,634 1,637,254 3,467,146 5,096,483 9,910,341 5,730,585 6,442,396 4,028,957 2,683,608 3,495,028 5,275,910 1,651,507 2,463,773 1,328,885 3,645,450 1,367,657 7,669,306 5,558,328 3,020,590 5,782,593 1,665,790 816,049 318,427 540,387 312,513 818,046 695,217 529,092 990,541 393,149 688,647 381,353 174,484 273,387 701,136 151,494 133,933 84,743 124

2017 DETAILED LIST OF INVESTMENTS 956,872 443,110 275,353 338,413 261,139 848,587 296,709 379,804 990,525 505,873 186,521 774,939 405,692 720,607 4,710,587 3,032,734 2,717,910 1,516,443 3,846,053 2,620,170 1,914,599 5,747,853 1,113,041 1,334,768 1,078,551 2,135,815 1,100,209 8,797,468 1,249,543 2,340,386 1,190,392 1,011,251 1,313,768 2,743,664 2,964,467 2,964,467 2,968,542 8,179,369 7,184,858 1,107,117 2,191,226 13,143,794 10,216,787 15,225,840 19,680,985 19,014,922 Market Value Market Value - 327,277 196,404 362,627 147,533 626,683 393,222 617,022 782,191 857,273 355,844 919,738 930,894 247,428 780,400 279,719 338,275 924,506 902,152 3,722,926 2,250,389 2,135,042 1,491,830 3,480,443 2,736,096 1,052,670 1,154,890 3,761,242 1,258,693 1,933,475 1,231,026 2,319,778 1,243,982 2,264,055 2,097,949 2,097,949 3,494,158 7,717,540 2,113,904 8,917,021 1,751,658 12,372,420 12,867,038 10,841,654 18,577,705 23,122,668 Cost Value Cost Value 9,872 8,130 4,520 7,880 66,374 64,576 91,994 74,392 24,000 72,830 22,323 30,124 51,592 60,429 46,634 94,220 74,173 50,834 54,545 33,100 72,327 12,836 43,711 97,531 127,161 125,034 219,134 406,300 271,030 303,825 167,714 367,960 605,288 106,013 100,464 312,341 359,926 244,970 185,100 125,937 1,553,388 1,962,809 1,111,556 1,111,556 1,948,949 Shares International Securities International EQUITIES

Sandvik Ab L E Lundbergforeta Loomis Ab Nordea Bank Ab Investor Ab Investor Ab Investor Ab Kinnevik Industrivarden Ab Industrivarden Indutrade Ab Intrum Justitia Ab Hufvudstaden Ab Ab Husqvarna Hennes & Mauritz Ab Hexagon Hexpol Evolution Gaming Evolution Ab Fabege Getinge Ab Electrolux Ab Ericsson Castellum Ab Cloetta Fazer Duni Ab Atlas Copco Ab Boliden Ab Bulten Ab Alfa Laval Ab Alfa Laval Arjo Ab Assa Abloy Sweden Ahlsell Ab Repsol SA Repsol SA Repsol SA Telefonica Obrascon Huar Lain Prosegur Seguridad Electrica Corp Red Grifols SA Iberdrola SA Intl Cons Airline Ferrovial SA Ferrovial Gas Natural Sdg Bankinter SA Bankinter SA Cellnex Telecom Constr Y Aux Ferro Asset Description Bankia S A

2017 DETAILED LIST OF INVESTMENTS 125 Swiss Life Holdings AG Swatch Group Swatch Group Straumann Hldg Sonova HoldingAG Sika AG SA SGS Schindler HldgAG Schindler HldgAG Roche HldgsAG Genusscheine Roche HldgsAG Richemont(cie Fin) Partners GroupHlg Pargesa HldgsSA Novartis AG SA Nestle Lonza GroupAG Logitech Intl Logitech InternationalSA Lindt &Spruengli Lafargeholcim Ltd Kuehne& NagelIntl Kardex AG Julius BaerGruppe Givaudan SA Geberit AG Flughafen Zurich AG AGDufry Dormakaba Holding Credit SuisseAG Cembra Money Bank Bucher Industries Bobst GroupAG Belimo HoldingAG Baloise HoldingAG Autoneum HldgAG Adecco GroupAG ABB Ltd Switzerland Volvo Ab Thule GroupAb Tethys OilAb Telia Company Ab Swedbank AG Sek20 Ssab Ab Skand EnskildaBkn Asset Description International Securities Shares 3,412,295 502,707 142,000 305,241 164,210 590,500 127,729 216,929 139,275 849,126 37,729 12,076 37,588 20,975 28,817 44,490 51,020 16,214 42,293 12,726 34,073 47,316 15,978 65,834 56,232 65,427 14,196 11,470 61,523 17,728 11,383 2,050 7,414 3,256 6,347 1,262 1,533 7,457 1,834 9,072 4,517 4,373 3,401 121 437 CostValue 18,585,268 15,074,242 24,880,931 13,677,264 16,063,190 2,429,323 2,818,230 1,911,393 4,672,083 2,144,429 8,440,371 1,773,240 4,202,108 1,234,452 1,076,028 1,861,750 2,389,546 1,081,469 2,094,434 1,035,908 2,859,606 2,822,115 2,827,565 8,632,486 4,320,017 5,224,362 8,720,446 9,122,845 1,327,099 5,852,300 2,474,023 1,259,740 2,953,085 7,254,917 1,760,161 4,551,201 1,656,323 2,439,150 499,687 320,733 680,561 214,320 629,986 528,811 510,414 EQUITIES MarketValue 13,474,302 15,232,902 17,247,038 32,309,080 10,952,595 18,342,688 11,976,650 17,787,678 11,197,845 10,438,465 15,161,408 3,517,373 4,907,230 4,998,876 6,042,823 2,204,523 2,655,292 6,893,320 1,318,694 1,075,367 2,640,391 2,624,761 1,239,552 2,300,417 3,470,888 3,290,654 2,929,135 8,608,284 4,287,330 1,898,443 2,200,964 2,512,889 1,407,709 3,762,720 1,925,556 4,054,973 1,692,557 3,167,170 991,291 346,872 646,605 511,551 529,693 319,123 600,089 126

2017 DETAILED LIST OF INVESTMENTS 411,311 492,394 462,646 464,489 897,565 420,334 495,126 685,035 379,303 469,522 402,349 322,143 357,209 436,157 414,208 713,494 2,956,399 2,339,901 1,407,403 1,400,030 1,999,899 2,788,304 4,465,548 3,149,955 1,272,746 3,602,782 1,128,417 3,498,295 1,186,602 1,420,752 1,575,012 7,402,252 7,402,252 1,514,686 1,460,423 2,986,743 2,215,434 1,769,336 2,369,739 20,783,290 24,438,793 13,136,727 24,386,563 20,379,418 10,018,549 Market Value Market Value 459,437 981,968 500,476 202,505 311,813 402,497 408,176 630,498 387,757 897,972 462,954 544,986 401,270 214,204 633,182 449,977 432,876 2,237,960 2,535,620 1,260,312 1,229,293 1,584,357 9,457,045 2,702,329 4,493,543 3,251,094 1,546,427 2,810,984 1,475,242 3,103,245 1,235,714 1,443,257 5,412,227 5,412,227 1,320,499 1,470,403 7,308,170 3,053,223 2,349,641 1,738,839 2,314,911 12,413,759 18,058,885 20,392,142 14,744,564 Cost Value Cost Value 790 7,282 3,860 83,000 79,052 66,958 616,363 485,000 946,000 373,000 107,700 152,340 364,000 291,400 894,000 452,000 303,000 170,000 115,000 402,000 359,000 436,000 410,000 318,000 201,000 608,000 215,000 940,265 466,520 2,694,900 1,881,000 2,907,388 1,063,000 1,956,000 4,106,400 2,743,000 3,897,627 1,407,000 1,183,000 3,363,000 1,042,650 1,324,677 7,814,862 1,644,000 Shares International Securities International EQUITIES

Utd Micro Elect Twd10 Wistron Corp Twd10 Holdings Twd10 Wpg Taiwan Semiconductor Manufacturing Ads Each Cnv Into 5 Semiconductor Manufacturing Ads Each Cnv Taiwan Elec& Machine Twd10 Teco Twd10 Technology Tripod Taiwan Fertilizer Twd10 Fertilizer Taiwan Mobile Co Twd10 Taiwan Semicon Man Twd10 Taiwan Synnex Tech Intl Twd10 Synnex Tech Cement Twd10 Taiwan Phison Electronics Twd10 Twd10 Technolo Powertech Finl Hld Twd10 Shin Kong Merida Industry Twd10 C Twd10 Technology Nanya Corp Twd10 Pegatron Mediatek Twd10 Mega Financial Hd Twd10 Hon Hai Precision Twd10 Hon Hai Precision Corp Twd10 Inventec Electron Twd10 King Yuan Foxconn Tech Co Twd10 Tech Foxconn Giant Mfg Co Twd10 Highwealth Constru Twd10 Farglory Land Deve Twd10 Land Deve Farglory Twd10 Petrochemi Formosa Plastic Twd10 Formosa China Life Ins Twd10 China Life Compal Electronic Twd10 Chailease Holding Twd10 Twd10 Cheng Shin Rubber Electroni Twd10 Chicony Asustek Computer Twd10 Au Optronics Corp Twd10 Twd10 Catcher Technology Taiwan Corp Twd10 Accton Tech Twd10 Semicondt Advanced UBS Group Insurance Group AG Zurich Swisscom AG Swisscom Group AG Tecan Group AG Temenos Asset Description AG Swiss RE

2017 DETAILED LIST OF INVESTMENTS 127 BHP BillitonPlc Bgeo GroupPlc Berkley GPHoldings Bellway Beazley Plc(uk) Barclays Plc BAE Systems Auto Trader GroupPlc Astrazeneca Ashtead Group Arrow GlobalGroupPlc Anglo American Abcam 3I Group United Kingdom Emaar MallsPjsc Abu DhabiCommBkAed1 United ArabEmirates Yapi Kredi Bankasi Try1 Turkiye Vakiflar (dShares)Try1 Turkiye IsBankasi Try1 (cShares) Turkiye HalkBanka Try1 Turkiye GarantiBkTry1 Turkcell IletisimTry1 Turk Hava Yollari Try1 (aShares) Tupras(t Try1 Petr Raf) (a Shares) Tav Havalimanlari Try1 Petkim Try1 (aShares) Mavi GiyimSanayi Try1 Haci OmerSabanciTry1 Eregli DemirCelikTry1 (bShares) Akbank Try1 Turkey Tisco FinancialGrThb10(alienMkt) Thai OilPcl Thb10(alienMkt) PTT PublicCompany Thb10(alien Mkt) PTT GlobalChemicalPublicCoLtdThb10(alienMkt) Pruksa HldgsPublicCompany LtdThb1(foreign) Minor InternationalPcl For Thb1(alienMkt) Lpn Development Thb1(alienMkt) Krung ThaiBkPubThb515(postRecon Kasikornbank PlcThb10 (alienMkt) Kasikornbank Pcl Thb10(nvdr) Bec World Thb1(alienMkt) OfThb10(alienMkt) Airports Thailand Asset Description International Securities Shares 3,080,637 2,099,000 1,349,900 2,471,800 2,647,900 6,329,542 1,083,606 2,238,962 2,898,363 1,061,100 1,468,579 1,427,797 1,246,768 1,766,802 1,858,582 576,089 884,800 866,500 228,600 537,200 536,700 582,900 452,000 540,400 320,831 434,665 430,397 380,857 418,263 322,509 616,504 486,539 130,760 400,157 706,140 77,000 88,055 77,360 16,936 70,550 80,450 7,760 CostValue 10,890,343 20,785,423 11,203,975 20,534,287 1,056,291 2,068,676 1,592,029 2,358,640 3,938,545 1,614,295 3,276,156 2,532,552 4,055,307 4,784,287 2,806,691 2,343,341 1,996,402 5,894,416 1,076,187 1,985,972 7,153,463 2,920,569 2,347,083 2,103,926 1,964,207 1,936,041 1,854,438 5,403,569 4,736,136 2,872,308 1,551,396 2,220,124 1,037,246 2,022,020 369,838 942,367 264,117 441,562 375,614 372,931 539,505 730,857 EQUITIES MarketValue 17,390,009 11,597,815 27,667,688 1,522,421 8,003,026 2,402,725 2,751,849 3,086,346 5,474,532 1,812,155 1,001,159 4,274,719 3,217,674 5,524,922 6,607,714 3,705,034 4,244,118 3,142,823 8,399,310 1,173,230 2,044,073 8,767,154 4,602,692 1,680,874 1,964,572 1,680,988 2,549,369 2,291,901 5,023,242 5,254,773 2,517,007 2,013,344 2,260,741 1,230,641 2,070,967 440,573 369,201 774,573 820,028 387,364 316,190 217,221 128

2017 DETAILED LIST OF INVESTMENTS 89 741,825 311,161 925,221 946,151 633,407 2,141,832 1,113,177 5,088,903 3,895,476 8,744,049 4,224,398 1,541,808 1,121,634 2,084,644 2,607,245 2,944,706 4,381,974 2,980,027 3,353,643 1,195,526 6,137,558 2,463,654 5,028,990 4,210,370 3,196,351 1,846,617 2,957,311 1,458,809 2,293,810 2,293,810 4,792,806 7,456,377 3,757,835 6,289,668 5,235,623 4,666,530 3,102,626 1,067,097 28,028,822 31,251,107 14,574,240 21,028,680 36,502,223 11,126,078 11,975,348 37,476,386 Market Value Market Value 68 701,575 826,537 823,316 395,233 859,358 477,970 2,629,174 3,169,909 2,527,350 3,265,948 1,384,778 1,042,309 1,862,607 2,886,440 2,448,801 3,610,111 1,482,135 2,158,172 1,313,659 6,473,407 2,611,536 2,773,956 2,661,064 2,442,931 1,798,145 1,833,646 1,862,442 2,138,349 2,138,349 3,946,012 3,286,038 3,258,221 5,289,397 2,992,434 8,897,811 3,478,869 1,967,646 1,858,147 13,050,371 25,960,536 39,830,976 11,409,506 19,705,830 35,109,344 12,854,627 24,200,172 Cost Value Cost Value 9 85,193 50,010 17,438 55,485 91,400 56,636 60,775 34,918 58,358 70,606 79,116 48,303 10,584 328,263 496,869 534,898 775,600 133,058 751,600 108,877 570,200 265,733 247,020 101,948 149,327 117,477 150,300 195,016 155,018 403,606 142,548 514,049 118,588 109,426 402,467 3,905,683 6,135,588 1,699,287 1,746,836 2,762,509 1,291,883 2,027,009 5,162,371 2,028,713 1,016,655 Shares International Securities International EQUITIES

Kingfisher Intertek Group ITV Ord Mgt Jupiter Fund Imperial Brands Plc Intercontinental Hotels Group Intermed Cap Grp HSBC Hldgs IG Group Hldgs Immunodiagnostic S Hiscox Howden Joinery Gr Halma Ord Plc Hays Hill & Smith Glencore Plc Glencore Greggs Gw Pharmaceuticals GKN Ord Glaxosmithkline Fevertree Drinks Fevertree Fidessa Group G4s Plc Experian Plc Ferguson Plc Ferrexpo Easyjet Elementis Group Hldgs Ltd Esure Diageo Diploma DCC Ord Dechra Pharma Plc DFS Furniture Coca Cola Hbc AG Compass Group Croda Intl Burford Capital Lt Plc Carnival Close Bros Group BT Group BT Burberry Group Bovis Homes Group Bovis BP Ord British American Tobacco Asset Description (placing) Group Big Yellow

2017 DETAILED LIST OF INVESTMENTS 129 Unilever Plc Ultra Electronic Holdings Udg Healthcare Plc UBM Plc Tesco Ord Ted Baker Taylor Wimpey Synthomer Plc Chartered PlcShs Standard Ssp GroupPlc Spirax SarcoEngineering Sig Ord Shire Plc Severn Trent Segro Plc Sanne GroupPlc Sainsbury(j) Royal MailPlc Royal DutchShell'b'ord Royal DutchShell'a'shs Royal DutchShell'a'shs Rolls Royce (jan2018) HoldingsCShsEntitlement Rolls Royce Hldgs Rio Tinto Rightmove Rentokil Initial Renishaw Relx Plc Redrow Reckitt BenckGrp Prudential Playtech Plc Petrofac Persimmon Pennon Group Paypoint Oxford Instruments National Grid Mondi Plc Micro Focus Intl Metro BankPlc Marks &SpencerGP Man GroupPlc Lloyds BankingGP Legal &GeneralGP Laird Plc Asset Description International Securities 19,569,442 12,036,334 10,764,506 Shares 1,683,414 2,947,639 4,362,709 1,030,295 3,005,448 1,750,703 175,667 382,594 193,949 154,800 104,864 935,155 265,727 129,465 562,636 125,000 151,251 417,041 363,648 343,143 199,666 630,500 961,968 203,746 234,011 206,300 784,299 387,300 38,560 67,349 46,771 66,928 22,980 62,000 54,466 36,252 63,992 53,205 97,300 16,771 21,089 7,851 8,420 CostValue 21,361,224 15,086,981 10,460,672 18,584,612 11,875,651 43,619,226 13,040,627 14,017,198 30,464,498 2,651,116 4,234,488 4,827,576 1,667,359 1,184,549 1,618,204 1,223,163 1,088,245 1,927,895 1,378,922 1,164,862 4,401,976 1,123,736 2,163,971 2,700,350 2,545,369 2,873,134 2,122,656 1,797,987 3,246,798 5,964,296 2,319,400 8,146,899 5,621,879 7,973,847 2,738,272 446,813 919,595 217,189 301,183 979,608 574,492 494,107 465,248 718,168 722,722 EQUITIES - MarketValue 19,928,115 12,552,395 12,204,623 18,017,228 14,829,615 34,070,405 19,185,071 32,095,322 11,001,032 18,450,105 4,528,108 4,453,553 7,183,541 1,639,647 1,207,184 1,221,734 2,284,245 1,114,129 1,739,418 1,479,881 5,685,461 1,329,472 1,005,428 3,853,160 4,044,887 2,455,755 2,845,680 2,724,776 2,190,497 9,814,407 3,859,413 6,835,312 2,681,250 7,531,079 1,490,596 3,429,057 992,455 349,010 675,295 569,103 477,920 788,085 266,026 831,801 229,218 14,562 130

2017 DETAILED LIST OF INVESTMENTS 665,075 338,771 308,270 634,387 554,465 1,359,136 2,449,005 1,248,815 7,098,421 2,992,980 1,166,483 3,410,364 2,701,664 3,578,427 5,172,900 2,309,160 2,309,160 1,894,161 4,030,897 7,645,708 3,419,214 2,618,754 1,174,194 14,616,968 20,283,049 817,519,160 Market Value Market Value Market Value 2,271,467,040 $3,121,476,511 $5,158,350,138 $ 8,279,826,649 $25,888,519,850 653,820 304,044 297,143 399,647 497,557 800,129 1,205,888 2,382,141 1,137,009 6,350,412 2,723,000 1,099,456 2,745,409 2,423,296 2,979,448 4,402,735 2,412,059 2,412,059 2,292,785 2,795,809 7,401,623 2,708,880 1,966,468 16,666,984 20,845,994 295,274,978 Cost Value Cost Value Cost Value 1,246,292,706 $1,570,271,485 $4,236,030,085 $ 5,806,301,570 $15,856,552,067 7,190 7,795 7,941 19,419 60,544 23,942 82,977 41,030 45,514 74,611 50,895 80,200 41,501 10,247 759,246 106,679 205,788 112,956 107,695 193,201 203,757 3,959,156 1,189,660 1,189,660 2,405,095 4,913,766 1,118,116 5,327,139 Shares Shares 829,511,654 824,184,515 1,085,741,554

International Funds International Securities International EQUITIES

Total International Total Equities Total Mfc Ishares Tr MSCI Philippines Etf Tr Ishares Mfc International Funds Total Mfc Ishares MSCI Turkey Etf MSCI Turkey Ishares Mfc Etf MSCI Eafe Tr Ishares Mfc Small Cap Etf MSCI Eafe Tr Ishares Mfc Mfc Ishares MSCI South Korea Etf Korea MSCI South Ishares Mfc Etf MSCI Taiwan Ishares Mfc Etf MSCI Thailand Ishares Mfc Mfc Ishares MSCI India Etf MSCI India Ishares Mfc Etf MSCI Indonesia Ishares Mfc Mfc Ishares MSCI Brazil Etf MSCI Brazil Ishares Mfc Capped MSCI Chile Etf Ishares Mfc Etf MSCI China Ishares Mfc - Genesis(spoke) - Lending Index Fund Eafe MfbCollective Nt MSCI Ishares Mfc Asset Description Employee Of The Genesis Group Trust Fund Emerging Markets Worldpay Grp Plc Worldpay WPP Plc International Equities Total Whitbread Supermarkets Morrison Wm Group Workspace Vodafone Group Vodafone Wh Smiths Plc - Vectura Group Vectura Victrex Vitec Group Plc Asset Description Group United Utilities

2017 DETAILED LIST OF INVESTMENTS 131 Total Real Estate Total Owned Directly IV/Cozad Premiere Partners Forest Buckhead IndustrialProperties Total Funds Commingled Preferred Capital Security LLC Growth Rockwood Real Capital Partners Estate Fund VIIILp Realty AssociatesFd IXCorp Invesco Core Real USA Estate IMRF Non-Core Real Fund Estate IMRF MainNon-Core Real Fund Estate Franklin Templeton EmergingManagerRealestate Fund OfFunds Lp Dune Real Fund Estate IILp CBRE USCore Partners Lp PartnersBlackstone Property EuropeLp Barings EuropeanCore Fund EuropeanCore Property ScspSicav Sif FundBaring Core Property Mwbe SpruceProgramLLCArtemis Almanac Realty SecuritiesV TrustAEW Core Property (US)Fund Asset Description Commingled FundsCommingled Directly Owned Directly Timberland Farm Land $421,730,280 $131,466,973 $267,168,598 $190,971,802 Cost Value Cost $ 1,664,656,621 $2,086,386,901 $ 23,094,709 139,214,543 104,329,571 653,602,783 134,937,930 108,016,340 111,463,488 75,000,000 26,337,821 19,013,878 62,958,162 26,970,794 1,421,276 2,073,465 8,344,768 REAL ESTATE Market Value $1,891,273,770 $409,637,205 $ 226,235,365 $2,550,292,616 $ 659,018,846 $ 174,307,927 $ 75,073,714 197,023,975 725,026,190 173,565,034 149,549,867 114,665,928 53,401,676 90,352,166 28,393,108 28,627,493 64,391,087 31,381,744 2,555,469 2,073,465 4,031,203 132

2017 DETAILED LIST OF INVESTMENTS 252,586 950,751 496,121 (375,971) (748,003) 4,957,837 4,951,435 1,981,503 3,355,751 2,090,797 2,107,816 3,179,122 4,126,967 2,088,634 4,957,352 2,672,964 1,704,944 3,622,588 1,903,876 8,736,751 7,918,197 12,635,740 14,757,667 10,541,247 11,508,271 25,726,041 37,444,036 87,496,172 (2,059,454) (3,895,567) (5,056,872) 268,494,773 637,840,244 (16,901,076) (17,486,114) (61,013,725) $ 1,327,427 $ (4,332,395) $ 3,709,517 Market Value Value Market $ 641,549,761 $ 7,998,820 $ 7,998,820 $ 531,987,366 942,542 494,700 245,765 (372,120) (729,631) 4,972,754 4,822,176 1,942,009 3,522,656 2,064,110 2,087,815 3,054,294 3,976,366 2,045,380 4,893,112 2,630,203 1,643,980 3,497,726 1,890,446 8,496,802 7,782,627 12,575,278 14,729,614 10,232,397 11,824,621 25,454,010 36,845,564 85,981,214 (1,992,136) (3,794,799) (4,973,295) 268,494,773 637,840,244 (16,266,984) (17,105,041) (59,761,295) Cost Value Cost Value $ 1,322,743 $ (4,611,206) $ 641,549,761 $ 3,709,517 $ 7,994,356 $ 7,994,356 $ 528,465,677 SHORT TERM SHORT

Danish Krone Euro Chilean Peso Renminbi Chinese Yuan Colombian Peso Australian Dollar Sterling British Pound Canadian Dollar Forex - Sales Argentine Peso United States Dollar - Purchases Forex Total Swiss Franc Thai Baht Lira Turkish Russian Ruble Russian Dollar Singapore Swedish Krona Peruvian Nuevo Sol Nuevo Peruvian Zloty Polish New Romanian Leu New Romanian Dollar New Zealand Norwegian Krone Japanese Yen Mexican Peso New Israeli Shekel Hungarian Forint Indian Rupee Indonesian Rupiah Euro Dollar Hong Kong Colombian Peso Czech Koruna Danish Krone British Pound Sterling British Pound Canadian Dollar Chilean Peso Forex - Purchases Forex Australian Dollar Brazilian Real Total Cash Total CASH London Northern Trust Custom Cash Fund Northern Trust Asset Description Commercial Paper Corp Mobil Exxon Coml Disc Paper

2017 DETAILED LIST OF INVESTMENTS 133 Total Term Short Investments Total Collateral Obligation toReturn Cash Dollar United States Japanese Yen Euro Held Collateral Obligation toReturn Cash Net Swaps Swaps Total Options Options Total Uncovered Derivitive Positions Uncovered Derivitive Positions Net Unrealized Gain/(Loss) Forex Total Sales Dollar United States Swiss Franc Swedish Krona South Korean Won South AfricanRand Singapore Dollar Russian Ruble Polish Zloty Philippine Peso Peruvian Nuevo Sol Krone Norwegian New Zealand Dollar New Taiwan Dollar New Romanian Leu New IsraeliShekel Mexican Peso Malaysian Ringgit Japanese Yen Hong Kong Dollar Asset Description $4,995,242 $734,973 $ 1 $ (528,465,676) $ 655,327,496 $ (166,837) $ 220,000 $ 2,006,730 Cost Value Cost (257,761,590) (16,874,377) (65,448,909) (17,129,790) (3,061,748) (7,381,120) (1,561,240) (2,053,097) (9,653,307) (6,248,181) (3,008,689) (4,196,094) (4,071,347) (1,233,152) (7,749,287) (1,656,594) (9,058,859) 2,855,047 (419,815) (291,973) 133,465 SHORT TERM $(533,081,140) $220,000 $ (1,093,774) $803,892 $2,006,730 $ (502,363) $ 4,995,242 $ 653,971,578 Market Value (257,761,590) (17,375,132) (10,037,988) (65,331,812) (17,417,407) (3,186,077) (8,174,610) (1,601,237) (2,126,798) (6,326,667) (3,131,465) (4,273,789) (4,133,376) (1,248,918) (7,603,360) (1,725,088) (9,039,559) 2,855,047 (424,348) (292,742) 133,465 134

2017 DETAILED LIST OF INVESTMENTS ALTERNATIVE

Commingled Funds Asset Description Cost Value Market Value Abbott Capital Management IMRF $ 459,576,001 $ 315,500,542 Crescent Capital Highome Fund B Lp 125,000,000 116,194,546 M2 Private Equity Fund Of Funds Lp 12,109,983 6,802,385 Illinois Private Equity Fund Of Funds, Lp 515,338,327 575,063,784 Illinois Private Equity International Fund Of Funds, Lp 61,644,525 74,424,755 Illinois Private Equity Fund Of Funds Lp 12,646,707 1 Pantheon Ven Cap Investments - IMRF 243,459,997 224,467,779 SMAurora 1,448,857 2,937,784 Total Alternative Investments $ 1,431,224,397 $ 1,315,391,576

Total Portfolio $ 30,071,695,306 $ 41,214,800,272 2017 DETAILED LIST OF INVESTMENTS

135 135 2017-2019 STRATEGIC OBJECTIVES

2017-2019IMRF’s Strategic STRATEGIC Plan for 2017-2019 OBJECTIVES includes four inter-related objectives that address IMRF’sinternal Strategic and Plan external for 2017-2019 strategic includes advantages, four Key Result challenges, Areas that address and internal opportunities. and external strategicThe Plan advantages, not challenges,only highlights and opportunities. the four The StrategicStrategic Plan Objectives, not only highlights it also the fourprovides Strategic an Objectives, overview it also of provides the an overviewKey Strategies of the key strategies designed designed to supportto support thethe objectives. objectives.

2017-2019

Result A esult ey re y R Are K a Ke a Financial Operational Health Excellence o achiee and esult esult A o proide orld y R Are ey R re maintain a Ke a K a class customer unding leel serice at a that sustains Customer Workforce reasonale the lan cost St e Engagement Engagement S ra iv tr ive teg ject ate ect ic Ob o oster and o oster and gic Obj maintain engaged maintain an • Achieving stable/ memers and engaged • Achieving top decile declining employer emploers orkorce “Overall Service Score” contribution rates ranking for the CEM St e St e Benchmarking Survey ra tiv ra tiv • Achieving top decile tegic Objec tegic Objec funding level on a • Achieving top decile “American Customer market-value basis • Achieving 90% • Achieving top decile Satisfaction Index” ranking relative to a universe of “Very Likely to Promote” ranking on the Employee for the Cobalt Retirement public pension funds rating on member Engagement Survey Fund Benchmarking Survey engagement survey • Achieving progress • Achieving employee • Achieving 90% toward 100% funding “Overall Satisfaction” • Achieving 90% turnover levels below ratings on member and “Very Likely to Promote” averages as measured • Achieving or exceeding a employer “Voice of the rating on employer by CompData Surveys 7.5% annual return over Customer” surveys engagement survey the long term • Achieving per-member-cost • Outperforming the total at or below the median of portfolio benchmark the CEM administrative cost measure

IMRF will continue to develop and implement Strategic Plans to periodically reassess the best direction to take in fulfillingIMRF its will promise continue of world-class to develop service toand our implementmembers, employers, Strategic and stakeholders. Plans to periodically reassess the best direction to take in ful lling its promise of world-class service to our members, employers, and stakeholders. LOCALLY FUNDED, FINANCIALLY SOUND

OAK BROOK OFFICE 2211 York Road, Suite 500, Oak Brook, IL 60523-2337

SPRINGFIELD REGIONAL COUNSELING CENTER 3000 Professional Drive, Suite 101, Springfield, IL 62703-5934

CONTACT IMRF 1-800-ASK-IMRF (275-4673) www.imrf.org