L1FE AND ACCIDENT AND HEALTH COMPANIES/FRATERNAL BENEFIT SOCIETIES· ASSOCIATION EDITION 11~II~m~IH~~I~ml~I~~ * 6 7 8 142 0 1 9 2 0 1 001 01* QUARTERLY STATEMENT As of March 31, 2019 of the Condition and Affairs of the NASSAU LIFE INSURANCE COMPANY NAIC Group Code .....4736, 4736 NAIC Company Code ..... 67814 Employer's 10 Number ..... 06·0493340 (Current Period) (Prior Period) Organized under the Laws of NY State of Domicile or Port of Entry NY Country of Domicile US Licensed as Business Type: Life, Accident & Health Incorporated/Organized ..... May 1,1851 Commenced Business ..... May 1, 1851 Statutory Home Office 15 Tech Valley Drive .. East Greenbush .. NY .. US .. 12061-4137 (Streetand Number)(Cityor Town,State,Countryand Zip Code) Main Administrative Office One American Row .. Hartford .. CT .. US .. 06103 860-403-5000 (Streetand Number) (Cityor Town,State,Countryand Zip Code) (AreaCode)(TelephoneNumber) Mail Address P. O. Box 5056 .. Hartford .. CT .. US .. 06102-5056 (Streetand Numberor P.O. Box) (Cityor Town,State,Countryand Zip Code) Primary Location of Books and Records One American Row .. Hartford .. CT .. US .. 06103 860-403-5210 (Streetand Number) (Cityor Town,State,Countryand Zip Code) (AreaCode)(TelephoneNumber) Internet Web Site Address www.nsre.com Statutory Statement Contact Donald Scott Aderhold 860-403-5210 (Name) (Area Code)(TelephoneNumber)(Extension) Statutory [email protected] 860-403-5344 (E-MailAddress) (Fax Number) OFFICERS Name Title Name Title 1. Phillip John Gass President, CEO 2. Kostas Cheliotis Vice President, General Counsel, Secretary 3. Thomas Arthur Williams Vice President, CFO, Treasurer 4. Robert Joseph Lombardi Vice President, Chief Actuary OTHER Thomas Martin Buckingham Vice President, Chief Product and Richard Daniel McCoach Vice President, Chief Information Service Officer Officer William Benjamin Moorcroft Chief Compliance Officer, Christopher Matthew Wilkos Vice President, Chief Investment Anti-Money Laundering Of Officer

DIRECTORS OR TRUSTEES Leanne Marie Bell Kostas Cheliotis Phillip John Gass Kevin Joseph Gregson Michael Kalen Leland Corvis Launer Jr. Thomas Arthur Williams

State of . Connecticut County of . Hartford

Phillip John Gass Kostas Cheliotis Thomas Arthur Williams 1. (Printed Name) 2. (Printed Name) 3. (Printed Name) Vice President, CFO, Treasurer President,CEO Vice President, General Counsel, Secretary (TiHe) (Titie) (Title)

Subscribed and sworn to before me a. Is this an original filing? Yes [Xl No [ 1 This 3rd day of __:_::M:::;ay!.!._.::.:20::..:.1.::._9, b. rf no., . 1. State the amendment number j)alefiled _~:::>J.~-~_:()~'-'_.J.~~~~~------, ....,...... -:,'.:~.:..:--''.~.\-':::"'-::}c'Num.ber of pages~ atta"ched ' ~ ..._,~- ...... \. . .. :::_ ..""' ...... __ r ...... - ..: Jessie O. Karpf Notary Public-Connecticut , My CommiSSion Expires Innlll'",v'\l ?n?n - ",- \".. Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY ASSETS Current Statement Date 4 1 2 3 Net Admitted December 31 Nonadmitted Assets Prior Year Net Assets Assets (Cols. 1 - 2) Admitted Assets 1. Bonds...... 7,146,477,653 ...... 7,146,477,653 ...... 7,212,939,467 2. Stocks: 2.1 Preferred stocks...... 128,049,941 ...... 128,049,941 ...... 125,947,160 2.2 Common stocks...... 64,895,092 ...... 64,895,092 ...... 58,649,171 3. Mortgage loans on real estate: 3.1 First liens...... 280,615,644 ...... 280,615,644 ...... 268,735,063 3.2 Other than first liens...... 0 ...... 4. Real estate: 4.1 Properties occupied by the company (less $...... 0 encumbrances)...... 30,884,549 ...... 30,884,549 ...... 30,232,118 4.2 Properties held for the production of income (less $...... 0 encumbrances)...... 0 ...... 4.3 Properties held for sale (less $...... 0 encumbrances)...... 0 ...... 5. Cash ($.....49,608,349), cash equivalents ($...... 0) and short-term investments ($.....400,000)...... 50,008,349 ...... 50,008,349 ...... 56,891,060 6. Contract loans (including $...... 0 premium notes)...... 2,325,360,842 ...... 2,325,360,842 ...... 2,326,802,322 7. Derivatives...... 293,273 ...... 293,273 ...... 8. Other invested assets...... 605,416,969 ...... 4,384,803 ...... 601,032,166 ...... 614,915,424 9. Receivables for securities...... 2,998,136 ...... 2,998,136 ...... 7,474,230 10. Securities lending reinvested collateral assets...... 0 ...... 11. Aggregate write-ins for invested assets...... 0 ...... 0 ...... 0 ...... 0 12. Subtotals, cash and invested assets (Lines 1 to 11)...... 10,635,000,449 ...... 4,384,803 ...... 10,630,615,645 ...... 10,702,586,015 13. Title plants less $...... 0 charged off (for Title insurers only)...... 0 ...... 14. Investment income due and accrued...... 140,004,263 ...... 496,654 ...... 139,507,609 ...... 145,362,199 15. Premiums and considerations: 15.1 Uncollected premiums and agents' balances in the course of collection...... 13,155,029 ...... 13,155,029 ...... 17,291,049 15.2 Deferred premiums, agents' balances and installments booked but deferred and not yet due (including $...... 0 earned but unbilled premiums)...... 48,781,349 ...... 48,781,349 ...... 51,515,684 15.3 Accrued retrospective premiums ($...... 0) and contracts subject to redetermination ($...... 0)...... 0 ...... 16. Reinsurance: 16.1 Amounts recoverable from reinsurers...... 11,168,118 ...... 11,168,118 ...... 6,786,184 16.2 Funds held by or deposited with reinsured companies...... 0 ...... 16.3 Other amounts receivable under reinsurance contracts...... 191,957 ...... 191,957 ...... 427,060 17. Amounts receivable relating to uninsured plans...... 0 ...... 18.1 Current federal and foreign income tax recoverable and interest thereon...... 0 ...... 18.2 Net deferred tax asset...... 91,162,100 ...... 36,756,936 ...... 54,405,164 ...... 57,337,436 19. Guaranty funds receivable or on deposit...... 4,507,672 ...... 4,507,672 ...... 4,507,342 20. Electronic data processing equipment and software...... 6,560,196 ...... 6,560,196 ...... 0 ...... 21. Furniture and equipment, including health care delivery assets ($...... 0)...... 528,169 ...... 528,169 ...... 0 ...... 22. Net adjustment in assets and liabilities due to foreign exchange rates...... 0 ...... 23. Receivables from parent, subsidiaries and affiliates...... 19,785,520 ...... 19,785,520 ...... 22,164,386 24. Health care ($...... 0) and other amounts receivable...... 0 ...... 25. Aggregate write-ins for other than invested assets...... 18,836,742 ...... 3,531,635 ...... 15,305,107 ...... 9,485,513 26. Total assets excluding Separate Accounts, Segregated Accounts and Protected Cell Accounts (Lines 12 through 25)...... 10,989,681,564 ...... 52,258,393 ...... 10,937,423,170 ...... 11,017,462,868 27. From Separate Accounts, Segregated Accounts and Protected Cell Accounts...... 1,033,063,376 ...... 1,033,063,376 ...... 942,308,049 28. Total (Lines 26 and 27)...... 12,022,744,940 ...... 52,258,393 ...... 11,970,486,546 ...... 11,959,770,917

DETAILS OF WRITE-INS 1101...... 0 ...... 1102...... 0 ...... 1103...... 0 ...... 1198. Summary of remaining write-ins for Line 11 from overflow page...... 0 ...... 0 ...... 0 ...... 0 1199. Totals (Lines 1101 thru 1103 plus 1198) (Line 11 above)...... 0 ...... 0 ...... 0 ...... 0 2501. Pool Deposits...... 0 ...... 1,808,420 2502. Premium Paid in advance...... 1,805,348 ...... 1,805,348 ...... 1,829,437 2503. Suspense...... 17,031,394 ...... 3,531,635 ...... 13,499,759 ...... 5,847,656 2598. Summary of remaining write-ins for Line 25 from overflow page...... 0 ...... 0 ...... 0 ...... 0 2599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)...... 18,836,742 ...... 3,531,635 ...... 15,305,107 ...... 9,485,513

Q02 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY LIABILITIES, SURPLUS AND OTHER FUNDS 1 2 Current December 31 Statement Date Prior Year 1. Aggregate reserve for life contracts $.....9,094,244,450 less $...... 0 included in Line 6.3 (including $.....3,105,958,499 Modco Reserve)...... 9,094,244,450 ...... 9,191,669,778 2. Aggregate reserve for accident and health contracts (including $...... 0 Modco Reserve)...... 50,146 ...... 50,184 3. Liability for deposit-type contracts (including $...... 0 Modco Reserve)...... 443,954,719 ...... 462,046,494 4. Contract claims: 4.1 Life...... 136,428,694 ...... 117,396,853 4.2 Accident and health...... 18,723,912 ...... 19,429,340 5. Policyholders' dividends/refunds to members $...... 0 and coupons $...... 0 due and unpaid...... 1,804,609 ...... 2,021,098 6. Provision for policyholders' dividends/refunds to members and coupons payable in following calendar year - estimated amounts: 6.1 Policyholder's dividends/refunds to members apportioned for payment (including $...... 0 Modco)...... 117,468,539 ...... 116,419,553 6.2 Policyholder's dividends/refunds to members not yet apportioned (including $...... 0 Modco)...... 6.3 Coupons and similar benefits (including $...... 0 Modco)...... 7. Amount provisionally held for deferred dividend policies not included in Line 6...... 8. Premiums and annuity considerations for life and accident and health contracts received in advance less $...... 0 discount; including $...... 0 accident and health premiums...... 2,301,645 ...... 1,953,700 9. Contract liabilities not included elsewhere: 9.1 Surrender values on canceled contracts...... 9.2 Provision for experience rating refunds, including the liability of $...... 0 accident and health experience rating refunds of which $...... 0 is for medical loss ratio rebate per the Public Health Service Act...... 9.3 Other amounts payable on reinsurance, including $.....11,470,159 assumed and $.....18,322,122 ceded...... 29,792,281 ...... 26,541,939 9.4 Interest Maintenance Reserve...... 96,340,072 ...... 100,121,038 10. Commissions to agents due or accrued - life and annuity contracts $.....551,201, accident and health $...... 0 and deposit-type contract funds $...... 0...... 551,201 ...... 1,052,177 11. Commissions and expense allowances payable on reinsurance assumed...... 12. General expenses due or accrued...... 18,890,595 ...... 20,079,267 13. Transfers to Separate Accounts due or accrued (net) (including $.....(843,285) accrued for expense allowances recognized in reserves, net of reinsured allowances)...... (843,285) ...... (821,222) 14. Taxes, licenses and fees due or accrued, excluding federal income taxes...... 4,918,185 ...... 4,666,598 15.1 Current federal and foreign income taxes, including $...... 0 on realized capital gains (losses)...... 21,599,430 ...... 16,342,937 15.2 Net deferred tax liability...... 16. Unearned investment income...... 4,144,597 ...... 4,230,249 17. Amounts withheld or retained by reporting entity as agent or trustee...... 381,160 ...... 1,905,940 18. Amounts held for agents' account, including $...... 0 agents' credit balances...... 19. Remittances and items not allocated...... 5,004,459 ...... 6,806,716 20. Net adjustment in assets and liabilities due to foreign exchange rates...... 21. Liability for benefits for employees and agents if not included above...... 22. Borrowed money $...... 0 and interest thereon $...... 0...... 23. Dividends to stockholders declared and unpaid...... 24. Miscellaneous liabilities: 24.01 Asset valuation reserve...... 164,631,222 ...... 157,027,072 24.02 Reinsurance in unauthorized and certified ($...... 0) companies...... 844,440 ...... 560,312 24.03 Funds held under reinsurance treaties with unauthorized and certified ($...... 0) reinsurers...... 228,853,455 ...... 232,124,133 24.04 Payable to parent, subsidiaries and affiliates...... 10,945,710 ...... 6,294,656 24.05 Drafts outstanding...... 24.06 Liability for amounts held under uninsured plans...... 141,861 ...... 147,496 24.07 Funds held under coinsurance...... 24.08 Derivatives...... 24.09 Payable for securities...... 9,365,963 ...... 24.10 Payable for securities lending...... 24.11 Capital notes $...... 0 and interest thereon $...... 0...... 25. Aggregate write-ins for liabilities...... 13,419,431 ...... 14,484,995 26. Total liabilities excluding Separate Accounts business (Lines 1 to 25)...... 10,423,957,491 ...... 10,502,551,303 27. From Separate Accounts statement...... 1,033,063,376 ...... 942,308,049 28. Total liabilities (Lines 26 and 27)...... 11,457,020,867 ...... 11,444,859,352 29. Common capital stock...... 10,000,000 ...... 10,000,000 30. Preferred capital stock...... 31. Aggregate write-ins for other-than-special surplus funds...... 0 ...... 0 32. Surplus notes...... 126,292,890 ...... 126,286,314 33. Gross paid in and contributed surplus...... 228,798,472 ...... 228,798,472 34. Aggregate write-ins for special surplus funds...... 2,500,000 ...... 2,500,000 35. Unassigned funds (surplus)...... 145,874,317 ...... 147,326,779 36. Less treasury stock, at cost: 36.1 .....0.000 shares common (value included in Line 29 $...... 0)...... 36.2 .....0.000 shares preferred (value included in Line 30 $...... 0)...... 37. Surplus (Total Lines 31 + 32 + 33 + 34 + 35 - 36) (including $...... 0 in Separate Accounts Statement)...... 503,465,679 ...... 504,911,565 38. Totals of Lines 29, 30 and 37...... 513,465,679 ...... 514,911,565 39. Totals of Lines 28 and 38 (Page 2, Line 28, Col. 3)...... 11,970,486,546 ...... 11,959,770,917 DETAILS OF WRITE-INS 2501. Liability For Non-Qual Pension Plans...... 279,122 ...... 282,367 2502. Escheat Liability...... 9,569,671 ...... 7,759,524 2503. Other Liabilities...... 3,570,638 ...... 6,443,104 2598. Summary of remaining write-ins for Line 25 from overflow page...... 0 ...... 0 2599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)...... 13,419,431 ...... 14,484,995 3101...... 3102...... 3103...... 3198. Summary of remaining write-ins for Line 31 from overflow page...... 0 ...... 0 3199. Totals (Lines 3101 thru 3103 plus 3198) (Line 31 above)...... 0 ...... 0 3401. Aviation Reinsurance Contingency Reserve...... 2,500,000 ...... 2,500,000 3402...... 3403...... 3498. Summary of remaining write-ins for Line 34 from overflow page...... 0 ...... 0 3499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34 above)...... 2,500,000 ...... 2,500,000

Q03 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SUMMARY OF OPERATIONS 1 2 3 Current Prior Prior Year Ended Year to Date Year to Date December 31 1. Premiums and annuity considerations for life and accident and health contracts...... 60,259,682 ...... 61,270,699 ...... 245,989,419 2. Considerations for supplementary contracts with life contingencies...... 955,070 ...... 1,592,929 ...... 5,986,432 3. Net investment income...... 140,055,162 ...... 140,727,360 ...... 573,669,102 4. Amortization of Interest Maintenance Reserve (IMR)...... 3,238,934 ...... 3,538,910 ...... 14,478,292 5. Separate Accounts net gain from operations excluding unrealized gains or losses...... 207,884 ...... (89,753) ...... (169,661) 6. Commissions and expense allowances on reinsurance ceded...... 3,415,180 ...... 3,188,414 ...... 13,191,038 7. Reserve adjustments on reinsurance ceded...... (61,071,496) ...... (74,042,482) ...... (254,682,251) 8. Miscellaneous Income: 8.1 Income from fees associated with investment management, administration and contract guarantees from Separate Accounts...... 12,446,244 ...... 13,275,014 ...... 52,858,707 8.2 Charges and fees for deposit-type contracts...... 8.3 Aggregate write-ins for miscellaneous income...... 9,050,217 ...... 6,060,366 ...... 38,205,310 9. Totals (Lines 1 to 8.3)...... 168,556,877 ...... 155,521,457 ...... 689,526,388 10. Death benefits...... 132,230,454 ...... 135,135,791 ...... 442,092,406 11. Matured endowments (excluding guaranteed annual pure endowments)...... 107,218 ...... 98,369 ...... 1,133,961 12. Annuity benefits...... 3,603,026 ...... 2,928,414 ...... 12,205,966 13. Disability benefits and benefits under accident and health contracts...... 700,358 ...... 1,001,299 ...... 4,215,082 14. Coupons, guaranteed annual pure endowments and similar benefits...... 15. Surrender benefits and withdrawals for life contracts...... 91,529,092 ...... 72,572,557 ...... 259,835,820 16. Group conversions...... 17. Interest and adjustments on contract or deposit-type contract funds...... 2,513,678 ...... 3,084,154 ...... 13,284,903 18. Payments on supplementary contracts with life contingencies...... 2,414,595 ...... 2,389,806 ...... 10,031,660 19. Increase in aggregate reserves for life and accident and health contracts...... (97,489,559) ...... (96,030,172) ...... (259,613,631) 20. Totals (Lines 10 to 19)...... 135,608,862 ...... 121,180,218 ...... 483,186,167 21. Commissions on premiums, annuity considerations and deposit-type contract funds (direct business only)...... 787,873 ...... 939,547 ...... 3,840,159 22. Commissions and expense allowances on reinsurance assumed...... 428,941 ...... 460,303 ...... 1,958,129 23. General insurance expenses and fraternal expenses...... 19,976,924 ...... 19,585,999 ...... 63,297,257 24. Insurance taxes, licenses and fees, excluding federal income taxes...... 2,244,848 ...... 3,775,123 ...... 8,743,864 25. Increase in loading on deferred and uncollected premiums...... 717,637 ...... (9,273) ...... 32,164 26. Net transfers to or (from) Separate Accounts net of reinsurance...... (25,811,506) ...... (20,440,407) ...... (59,976,017) 27. Aggregate write-ins for deductions...... 4,502,256 ...... 3,893,891 ...... 17,371,017 28. Totals (Lines 20 to 27)...... 138,455,835 ...... 129,385,401 ...... 518,452,740 29. Net gain from operations before dividends to policyholders and federal income taxes (Line 9 minus Line 28)...... 30,101,042 ...... 26,136,056 ...... 171,073,648 30. Dividends to policyholders and refunds to members...... 20,033,924 ...... 21,296,192 ...... 77,321,034 31. Net gain from operations after dividends to policyholders, refunds to members and before federal income taxes (Line 29 minus Line 30)...... 10,067,118 ...... 4,839,864 ...... 93,752,614 32. Federal and foreign income taxes incurred (excluding tax on capital gains)...... 445,763 ...... 1,491,341 ...... (1,472,997) 33. Net gain from operations after dividends to policyholders, refunds to members and federal income taxes and before realized capital gains or (losses) (Line 31 minus Line 32)...... 9,621,355 ...... 3,348,523 ...... 95,225,611 34. Net realized capital gains (losses) (excluding gains (losses) transferred to the IMR) less capital gains tax of $.....4,961,511 (excluding taxes of $.....(144,084) transferred to the IMR)...... (2,026,883) ...... 3,679,974 ...... (992,235) 35. Net income (Line 33 plus Line 34)...... 7,594,472 ...... 7,028,497 ...... 94,233,376 CAPITAL AND SURPLUS ACCOUNT 36. Capital and surplus, December 31, prior year...... 514,911,565 ...... 449,246,158 ...... 449,246,158 37. Net income (Line 35)...... 7,594,472 ...... 7,028,497 ...... 94,233,376 38. Change in net unrealized capital gains (losses) less capital gains tax of $.....958,719...... 3,626,026 ...... 7,425,546 ...... 24,926,490 39. Change in net unrealized foreign exchange capital gain (loss)...... (19,414) ...... 15,251 ...... (54,117) 40. Change in net deferred income tax...... 4,312,713 ...... (129,242) ...... (17,766,108) 41. Change in nonadmitted assets...... (7,566,085) ...... 756,751 ...... 23,917,342 42. Change in liability for reinsurance in unauthorized and certified companies...... (284,128) ...... 90,740 ...... 1,882,471 43. Change in reserve on account of change in valuation basis, (increase) or decrease...... 44. Change in asset valuation reserve...... (7,604,150) ...... 1,203,108 ...... 4,142,639 45. Change in treasury stock...... 46. Surplus (contributed to) withdrawn from Separate Accounts during period...... 47. Other changes in surplus in Separate Accounts Statement...... 207,884 ...... (89,754) ...... (169,662) 48. Change in surplus notes...... 6,576 ...... 6,576 ...... 26,305 49. Cumulative effect of changes in accounting principles...... 50. Capital changes: 50.1 Paid in...... 50.2 Transferred from surplus (Stock Dividend)...... 50.3 Transferred to surplus...... 51. Surplus adjustment: 51.1 Paid in...... 51.2 Transferred to capital (Stock Dividend)...... 51.3 Transferred from capital...... 51.4 Change in surplus as a result of reinsurance...... 52. Dividends to stockholders...... (20,000,000) ...... (60,000,000) 53. Aggregate write-ins for gains and losses in surplus...... (1,719,780) ...... (1,320,994) ...... (5,473,329) 54. Net change in capital and surplus (Lines 37 through 53)...... (1,445,886) ...... (5,013,521) ...... 65,665,407 55. Capital and surplus as of statement date (Lines 36 + 54)...... 513,465,679 ...... 444,232,637 ...... 514,911,565 DETAILS OF WRITE-INS 08.301. Admin & Mgmt fee income...... 9,050,217 ...... 6,060,366 ...... 38,205,310 08.302...... 08.303...... 08.398. Summary of remaining write-ins for Line 8.3 from overflow page...... 0 ...... 0 ...... 0 08.399. Totals (Lines 08.301 thru 08.303 plus 08.398) (Line 8.3 above)...... 9,050,217 ...... 6,060,366 ...... 38,205,310 2701. Mortality Exp Risk Charge...... 237 ...... 237 ...... 948 2702. Sales Inducement Expense...... 7,815 2703. Management Fees...... 100,000 ...... 247,500 2798. Summary of remaining write-ins for Line 27 from overflow page...... 4,502,019 ...... 3,793,654 ...... 17,114,754 2799. Totals (Lines 2701 thru 2703 plus 2798) (Line 27 above)...... 4,502,256 ...... 3,893,891 ...... 17,371,017 5301. Surplus withdrawal offset...... (207,884) ...... 89,754 ...... 169,662 5302. Initial Reinsurance Allowance...... (1,913,792) ...... (1,785,757) ...... (7,143,027) 5303. Tax on Reinsurance Allow...... 401,896 ...... 375,009 ...... 1,500,036 5398. Summary of remaining write-ins for Line 53 from overflow page...... 0 ...... 0 ...... 0 5399. Totals (Lines 5301 thru 5303 plus 5398) (Line 53 above)...... (1,719,780) ...... (1,320,994) ...... (5,473,329)

Q04 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY CASH FLOW 1 2 3 Current Year Prior Year Prior Year Ended to Date To Date December 31 CASH FROM OPERATIONS 1. Premiums collected net of reinsurance...... 85,742,388 ...... 84,759,086 ...... 331,152,734 2. Net investment income...... 148,417,826 ...... 145,031,371 ...... 580,035,830 3. Miscellaneous income...... 10,728,885 ...... (4,667,635) ...... (1,276,549) 4. Total (Lines 1 through 3)...... 244,889,099 ...... 225,122,822 ...... 909,912,015 5. Benefit and loss related payments...... 278,338,953 ...... 275,490,922 ...... 935,423,511 6. Net transfers to Separate Accounts, Segregated Accounts and Protected Cell Accounts...... (25,997,327) ...... (20,670,266) ...... (60,168,427) 7. Commissions, expenses paid and aggregate write-ins for deductions...... 27,563,670 ...... 33,985,701 ...... 137,536,384 8. Dividends paid to policyholders...... 28,535,074 ...... 30,967,696 ...... 121,840,352 9. Federal and foreign income taxes paid (recovered) net of $...... 0 tax on capital gains (losses)...... 6,697 ...... 16,041,885 ...... 35,661,884 10. Total (Lines 5 through 9)...... 308,447,067 ...... 335,815,938 ...... 1,170,293,704 11. Net cash from operations (Line 4 minus Line 10)...... (63,557,968) ...... (110,693,116) ...... (260,381,689) CASH FROM INVESTMENTS 12. Proceeds from investments sold, matured or repaid: 12.1 Bonds...... 202,075,803 ...... 212,086,793 ...... 1,332,418,207 12.2 Stocks...... 22,342,288 ...... 185,300 ...... 42,466,547 12.3 Mortgage loans...... 996,257 ...... 515,988 ...... 2,837,522 12.4 Real estate...... 12.5 Other invested assets...... 33,631,484 ...... 27,913,827 ...... 100,770,527 12.6 Net gains or (losses) on cash, cash equivalents and short-term investments...... 167,385 ...... (307,299) ...... (639,768) 12.7 Miscellaneous proceeds...... 2,449,127 ...... 12.8 Total investment proceeds (Lines 12.1 to 12.7)...... 261,662,344 ...... 240,394,609 ...... 1,477,853,035 13. Cost of investments acquired (long-term only): 13.1 Bonds...... 126,379,897 ...... 226,087,283 ...... 1,146,987,950 13.2 Stocks...... 24,756,869 ...... 12,850,659 ...... 42,257,221 13.3 Mortgage loans...... 12,900,000 ...... 65,600,000 ...... 181,174,417 13.4 Real estate...... 1,222,537 ...... 695,995 ...... 1,293,556 13.5 Other invested assets...... 21,085,169 ...... 17,954,744 ...... 80,027,233 13.6 Miscellaneous applications...... 293,273 ...... 1,902,508 ...... 444,433 13.7 Total investments acquired (Lines 13.1 to 13.6)...... 186,637,745 ...... 325,091,189 ...... 1,452,184,810 14. Net increase or (decrease) in contract loans and premium notes...... (1,441,480) ...... (1,098,918) ...... (10,419,521) 15. Net cash from investments (Line 12.8 minus Line 13.7 and Line 14)...... 76,466,079 ...... (83,597,662) ...... 36,087,746 CASH FROM FINANCING AND MISCELLANEOUS SOURCES 16. Cash provided (applied): 16.1 Surplus notes, capital notes...... 6,576 ...... 6,576 ...... 16.2 Capital and paid in surplus, less treasury stock...... 16.3 Borrowed funds...... 16.4 Net deposits on deposit-type contracts and other insurance liabilities...... (20,561,660) ...... 4,550,578 ...... (11,111,319) 16.5 Dividends to stockholders...... 20,000,000 ...... 60,000,000 16.6 Other cash provided (applied)...... 764,262 ...... 10,697,953 ...... (3,710,234) 17. Net cash from financing and miscellaneous sources (Lines 16.1 through 16.4 minus Line 16.5 plus Line 16.6)...... (19,790,822) ...... (4,744,893) ...... (74,821,553) RECONCILIATION OF CASH, CASH EQUIVALENTS AND SHORT-TERM INVESTMENTS 18. Net change in cash, cash equivalents and short-term investments (Line 11 plus Line 15 plus Line 17)...... (6,882,711) ...... (199,035,671) ...... (299,115,496) 19. Cash, cash equivalents and short-term investments: 19.1 Beginning of year...... 56,891,060 ...... 356,006,556 ...... 356,006,556 19.2 End of period (Line 18 plus Line 19.1)...... 50,008,349 ...... 156,970,885 ...... 56,891,060 Note: Supplemental disclosures of cash flow information for non-cash transactions: 20.0001 ......

Q05 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY EXHIBIT 1 DIRECT PREMIUMS AND DEPOSIT-TYPE CONTRACTS 1 2 3 Current Year Prior Year Prior Year To Date To Date Ended December 31

1. Industrial life......

2. Ordinary life insurance...... 86,358,192 ...... 65,885,873 ...... 357,714,938

3. Ordinary individual annuities...... 630,514 ...... 191,959 ...... 2,719,506

4. Credit life (group and individual)......

5. Group life insurance...... 14,240 ...... 12,506 ......

6. Group annuities...... 38,281 ...... 33,328 ...... 130,176

7. A&H - group......

8. A&H - credit (group and individual)......

9. A&H - other...... 143,623 ...... 799 ...... 695,334

10. Aggregate of all other lines of business...... 0 ...... 0 ...... 0

11. Subtotal (Lines 1 through 10)...... 87,184,850 ...... 66,124,464 ...... 361,259,954

12. Fraternal ( Fraternal Benefit Societies Only)......

13. Subtotal (Lines 11 through 12)...... 87,184,850 ...... 66,124,464 ...... 361,259,954

14. Deposit-type contracts......

15. Total (Lines 13 and 14)...... 87,184,850 ...... 66,124,464 ...... 361,259,954

DETAILS OF WRITE-INS

1001......

1002......

1003......

1098. Summary of remaining write-ins for Line 10 from overflow page...... 0 ...... 0 ...... 0

1099. Total (Lines 1001 thru 1003 plus 1098) (Line 10 above)...... 0 ...... 0 ...... 0

Q06 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

1. Accounting Policies

A. The accompanying financial statements of the Nassau Life Insurance Company (“NNY” or “the Company”) have been prepared in conformity with accounting practices prescribed or permitted by the New York State Department of Financial Services (“the Department”).

For determining the Company’s solvency under the State of New York’s insurance laws and regulations, the Department recognizes only statutory accounting practices prescribed or permitted by the State of New York for determining and reporting financial condition and results of operations of the Company. The State of New York has adopted the National Association of Insurance Commissioners’ (NAIC’s) Accounting Practices and Procedures manual, version effective January 1, 2001, (NAIC SAP) as a component of practices prescribed or permitted by the State of New York. The Department has the authority to prescribe or permit other specific practices that deviate from prescribed practices. As of March 31, 2019, the Department had not prescribed or permitted the Company to use any accounting practices that would cause the Company’s earnings or financial position to deviate materially from NAIC SAP.

State of March 31, December 31, Domicile 2019 2018 NET INCOME (1) PLIC state basis (Page 4, Line 35, Columns 1 & 3) NY $ 7,594,472 $ 94,233,376 (2) State Prescribed Practices that increase/(decrease) NAIC SAP NY - - (3) State Permitted Practices that increase/(decrease) NAIC SAP NY - - (4) NAIC SAP (1-2-3=4) NY $ 7,594,472 $ 94,233,376

SURPLUS (5) PLIC state basis (Page 3, Line 38, Columns 1 & 2) NY $ 513,465,679 $ 514,911,565 (6) State Prescribed Practices that increase/(decrease) NAIC SAP NY - - (7) State Permitted Practices that increase/(decrease) NAIC SAP NY - - (8) NAIC SAP (5-6-7=8) NY $ 513,465,679 $ 514,911,565

B. Use of Estimates in the Preparation of the Financial Statements

No material changes

C. Accounting Policy

1. No material changes 2. No material changes 3. No material changes 4. No material changes 5. No material changes

6. Loan-backed securities are stated at either amortized cost or the lower of amortized cost of fair market value. The Company applies the retrospective method of valuing loan-backed and asset backed securities.

7. No material changes 8. No material changes 9. No material changes 10. No material changes 11. No material changes 12. No material changes 13. No material changes

D. Going Concern

Management has evaluated the Company's ability to continue as a going concern and concluded that there is not substantial doubt about the Company's ability to continue as a going concern.

2. Accounting Changes and Correction of Errors

No material changes

Q07 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

3. Business Combinations and Goodwill

No material changes

4. Discontinued Operations

No material changes

5. Investments

A. No material changes B. No material changes C. No material changes D. Loan-Backed Securities:

1. Prepayment assumptions for loan-backed securities were obtained from industry pre-payment models or internal estimates. These assumptions are consistent with current interest rates and the economic environment.

2. The Company had no impairments based on the intent to sell or inability or lack of intent to retain the investment for a period of time sufficient to recover the amortized cost basis.

3. The Company had no other-than-temporary impairments for loan-backed securities held as of March 31, 2019.

4. The following table represents all impaired securities for which an OTTI has not been recognized in earnings as a realized loss, including securities with a recognized other than temporary impairment for non-interest related declines when a non-recognized interest related impairment remains, segregated by those securities that have been in a continuous unrealized loss position for less than 12 months, and greater than 12 months.

a. The aggregate amount of unrealized losses 1. Less than 12 months$ 7,564,091 2. 12 months or longer$ 3,541,182

b. The aggregate related fair value of securities with unrealized losses 1. Less than 12 months$ 343,333,490 2. 12 months or longer$ 271,564,022

5. All loan-backed and structured securities in an unrealized loss position were reviewed to determine whether an other-than-temporary impairment should be recognized. For securities whose present value of cash flows expected to be collected was less than the amortized cost basis of the security at March 31, 2019, an other-than-temporary impairment was recognized. The Company has evaluated its cash flow requirements and believes that its liquidity is adequate and it will not be required to sell other securities before recovery of their cost basis. As of March 31, 2019, the Company can assert that it has the intent and believes that it has the ability to hold these securities long enough to allow the cost basis of these securities to be recovered. The conclusions are supported by a detailed analysis of the underlying credit and cash flows on each security. It is possible that the Company could recognize other-than- temporary impairment in the future on some of the securities held at March 31, 2019, if future events, information and the passage of time cause it to conclude that declines in value are other- than-temporary.

E-I. The Company has no investments in repurchase agreements

J-L. No material changes.

M. The Company has no working capital finance investments.

Q07.1 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

N. Offsetting of assets and liabilities

Net Amount Presented Gross Amount on Financial Recognized Amount Offset Statements (1) Assets Derivatives$ 934,605 $ 641,332 $ 293,273

(2) Liabilities Derivatives$ 641,332 $ 641,332 $ ‐

O-R. No Material changes

6. Joint Ventures, Partnerships and Limited Liability Companies

No material change

7. Investment Income

No material change

8. Derivative Instruments

No material change

9. Income Taxes

No material change

10. Information Concerning Parent, Subsidiaries and Affiliates

No material change

11. Debt

A. No material changes

B. FHLB (Federal Home Loan Bank) Agreements

(1) The Company is a member of the Federal Home Loan Bank (FHLB) of Boston. Membership with FHLB is part of the Company’s strategy to access funds to support various spread-based businesses and enhance liquidity management. In 2019, the Company did not conduct business activity (borrowing) with the FHLB. The Company has determined the estimated maximum borrowing capacity as $598.5 million. The Company calculated this amount in accordance with New York regulatory and or FHLB specific borrowing limits.

Q07.2 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

(2) FHLB Capital Stock

a. Aggregate Totals

1. Current Year

123 General Separate Total 2+3 Account Accounts (a) Membership Stock - Class A - - - (b) Membership Stock - Class B 2,144,600 2,144,600 - (c ) Activity Stock - - - (d) Excess Stock - - - (e) Aggregate Total 2,144,600 2,144,600 - (f) Actual or estimated Borrowing Capacity as Determined by the Insurer$ 598,524,327 XXX XXX

2. Prior Year

123 General Separate Total 2+3 Account Accounts (a) Membership Stock - Class A - - - (b) Membership Stock - Class B 3,411,800 3,411,800 - (c ) Activity Stock - - - (d) Excess Stock - - - (e) Aggregate Total (a+b+c+d) 3,411,800 3,411,800 - (f) Actual or estimated Borrowing Capacity as Determined by the Insurer$ 597,988,546 XXX XXX

b. Membership Stock (Class A and B) Eligible and Not Eligible for Redemption

12 Eligible for Redemption 3456

Current Not Eligible 6 months to 1 to Less Membership Year Total for Less Than Less Than Than 3 3 to 5 Stock (2+3+4+5+6) Redemption 6 Months 1 year Years Years 1. Class A ------2. Class B 2,144,600 2,088,300 56,300 - - - 11B(2)b1 Current Year Total (Column 1) should be equal to 11B(2)a1(a) Total (Column 1) 11B(2)b2 Current Year Total (Column 1) should be equal to 11B(2)a1(b) Total (Column 1)

12. Retirement Plans, Deferred Compensation, Postemployment Benefits and Compensated Absences and Other Postretirement Benefit Plans

A-D. For purposes of statutory accounting, the Company is not directly liable for a defined benefit plan.

E-I. No material changes

Q07.3 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

13. Capital and Surplus, Shareholders’ Dividend Restrictions and Quasi-Reorganizations

No material changes

14. Contingencies

A – E. No material changes

F. All Other Contingencies

Litigation and regulatory matters

The Company is regularly involved in litigation and arbitration, both as a defendant and as a plaintiff. The litigation and arbitration naming the Company as a defendant ordinarily involves the Company’s businesses and operations. In certain of these matters, the plaintiffs are seeking large and/or indeterminate amounts, including punitive or exemplary damages.

The Company periodically receives informal and formal requests for information from various state and federal governmental agencies and self-regulatory organizations related to the Company’s products and practices. It is the Company’s practice to cooperate fully in these matters.

It is not feasible to predict or determine the ultimate outcome of all litigation, arbitration or regulatory proceedings or to provide reasonable ranges of potential losses. It is believed that the outcome of the Company’s litigation, arbitration, and regulatory matters are not likely, either individually or in the aggregate, to have a material adverse effect on the financial condition of the Company beyond the amounts already reported in these financial statements. However, given the large or indeterminate amounts sought in certain of these matters and the inherent unpredictability of litigation, arbitration and regulatory investigations, it is possible that an adverse outcome in certain matters could, from time to time, have a material adverse effect on the results of operations or cash flows in particular quarterly or annual periods.

15. Leases

No material changes

16. Information About Financial Instruments With Off-Balance Sheet Risk and Financial Instruments with Concentrations of Credit Risk

No material changes

17. Sale, Transfer and Servicing of Financial Assets and Extinguishments of Liabilities

A. The Company did not have any transfers of receivables reported as sales. B. The Company did not have any transfers and servicing of financial assets. C. The Company did not have any wash sales.

18. Gain or Loss to the Reporting Entity from Uninsured Plans and the Uninsured Portion of Partially Insured Plans

No material changes

19. Direct Premiums Written/Produced by Managing General Agents/Third Party Administrators

No material changes

Q07.4 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

20. Fair Value Measurement

A. The tables below provide information about the Company’s use of fair value measurements

1) Fair Value Measurements at Reporting Date:

Description for each class of asset or liability (Level 1) (Level 2) (Level 3) Total

a. Assets at fair value

Perpetual Preferred Stock Industrial and Misc. $ - $ - $ 10,932,826 $ 10,932,826 Parent, Subsidiaries, and Affiliates - - - Total Perpetual Preferred Stock - - 10,932,826 10,932,826

Bonds U.S. Governments - 1,575,554 1,575,554 Political Subdivisions - - - - Industrial and Misc. - 4,543,779 1,306,333 5,850,112 Hybrid Securities - - - - Parent, Subsidiaries, and Affiliates - - - - Total Bonds - 4,543,779 2,881,887 7,425,666

Common Stock Industrial and Misc. 4,567,907 2,198,172 58,129,013 64,895,092 Parent, Subsidiaries, and Affiliates - - - - Total Common Stock 4,567,907 2,198,172 58,129,013 64,895,092

Derivative assets Swaps 3,809,369 - - 3,809,369 Futures - - - - Options - 934,605 - 934,605 Total Derivatives 3,809,369 934,605 - 4,743,974

Separate account assets 1,025,694,617 7,368,759 - 1,033,063,376 Total assets at fair value $ 1,034,071,893 $ 15,045,315 $ 71,943,726 $ 1,121,060,934

b. Liabilities at fair value Derivative liabilities $ - $ 641,332 $ - $ 641,332 Total liabilities at fair value $ - $ 641,332 $ - $ 641,332

2) Fair value Measurements in Level 3 of the Fair Value Hierarchy:

Total gains and (losses) Total gains and Beginning Balance at Transfers into Transfers out of included in Net (losses) included Ending Balance at Description 01/1/2019 Level 3 Level 3 Income in Surplus Purchases Issuances Sales Settlements 03/31/2019 a. Assets at fair value Preferred stock Industrial and Misc$ 11,892,968 $ 855,968 $ (1,874,991) $ (11,710) $ (72,589) $ 143,180 $ - $ - $ - $ 10,932,826 Parent, Subsidiaries and Affiliates - Total Preferred Stocks 11,892,968 855,968 (1,874,991) (11,710) (72,589) 143,180 - - - 10,932,826

Bonds U.S. Governments$ 1,534,400 - - - 41,155 - - - - 1,575,555 Industrial and Misc 2,410,938 403,669 (1,540,619) - 32,345 - - - - 1,306,333 Hybrid Securities - Parent, Subsidiaries and Affiliates - Total Bonds 3,945,338 403,669 (1,540,619) - 73,500 - - - - 2,881,888

Common Stock Industrial and Misc 54,259,258 - - (542) 1,953,631 1,916,665 - - - 58,129,012 Parent, Subsidiaries and Affiliates - Total Common Stocks 54,259,258 - - (542) 1,953,631 1,916,665 - - - 58,129,012 Separate account assets ------Total assets at fair value$ 70,097,564 $ 1,259,637 $ (3,415,610) $ (12,252) $ 1,954,542 $ 2,059,845 $ - $ - $ - $ 71,943,726

3) Transfers into Level 3 primarily represent private securities for which Level 2 input assumptions for valuation pricing were no longer applicable. Transfers out of Level 3 primarily represent public securities for which reliable Level 2 input assumptions for valuation pricing became available.

Q07.5 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

4) Descriptions of valuation techniques and the inputs used in the fair value measurement

a) Level 2 – inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument. Examples of such instruments include government-backed mortgage products, collateralized mortgages, debt obligations and certain high-yield debt securities.

b) Level 3 - inputs to the valuation methodology are unobservable and significant to the fair value measurement. Unobservable inputs reflect management’s best estimate of what hypothetical market participants would use to determine fair value. Examples of valuation techniques used based on unobservable inputs include, but are not limited to, internal models, direct broker quotes and professional judgment.

B. The Company has no other fair value disclosures.

C. Below is a listing of the aggregate fair value for all financial instruments and the level within the fair value hierarchy:

Not Practicable Type of Financial Instrument Aggregate Fair Value Admitted Assets (Level 1) (Level 2) (Level 3) (Carrying Value) Assets Bonds$ 7,355,901,586 $ 7,146,477,653 $ - $ 4,863,137,484 $ 2,492,764,102 $ - Common Stocks 64,895,092 64,895,092 4,567,907 2,198,172 58,129,012 - Cash, Short term & Cash Equivalents 50,008,349 50,008,349 49,608,349 - 400,000 - Preferrred Stocks 135,365,168 128,049,941 79,672,647 55,692,521 - Surplus Debentures and Capcos 14,638,383 13,187,116 - 3,510,778 11,127,604 - Mortgage Loans 284,142,532 280,615,644 - - 284,142,532 - Other Invested Assets 592,229,854 587,845,051 - - 592,229,854 - Derivatives 4,102,642 293,273 3,809,369 293,273 Separate Account Assets 1,033,063,376 1,033,063,376 1,025,694,617 7,368,759 - - Total Assets$ 9,534,346,982 $ 9,304,435,495 $ 1,083,680,242 $ 4,956,181,113 $ 3,494,485,626 $ -

D. As of March 31, 2019, the Company had no investments where it is not practicable to estimate fair value

21. Other Items

No material changes

22. Events Subsequent

The Company evaluated events subsequent to March 31, 2019 and through May 13, 2019, the date of issuance of these financial statements. It has determined there have been no events that have occurred that would require adjustments to our financial statements

23. Reinsurance

No material changes

24. Retrospectively Rated Contracts & Contracts Subject to Redetermination

The Company did not report any retrospectively rated contracts or contracts subject to redetermination.

25. Change in Incurred Losses and Loss Adjustment Expense

Reserves as of December 31, 2018 were $19,127,862. As of March 31, 2019, $628,884 has been paid for incurred losses attributable to insured events of prior years. Reserves remaining for prior years are now $18,431,117 as a result of unpaid claims principally on the Group Accident and Health line of business. Therefore, there has been $67,861 of favorable prior year development since December 31, 2018. Increases or (decreases) are generally the result of ongoing analysis of recent loss development trends. Original estimates are increased or decreased as additional information becomes known regarding individual claims.

Q07.6 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

26. Intercompany Pooling Arrangements

No material changes

27. Structured Settlements

No material changes

28. Health Care Receivables

No material changes

29. Participating Policies

No material changes

30. Premium Deficiency Reserves

No material changes

31. Reserves for Life Contracts and Deposit-Type Contracts

No material changes

32. Analysis of Annuity Reserves and Deposit Liabilities by Withdrawal Characteristics

No material changes

33. Premium and Annuity Considerations Deferred and Uncollected

No material changes

34. Separate Accounts

No material changes

35. Loss/Claim Adjustment Expenses

No material changes

Q07.7 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY GENERAL INTERROGATORIES PART 1 - COMMON INTERROGATORIES GENERAL 1.1 Did the reporting entity experience any material transactions requiring the filing of Disclosure of Material Transactions with the State of Domicile, as required by the Model Act? Yes [ ] No [ X ] 1.2 If yes, has the report been filed with the domiciliary state? Yes [ ] No [ ] 2.1 Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of the reporting entity? Yes [ ] No [ X ] 2.2 If yes, date of change: 3.1 Is the reporting entity a member of an Insurance Holding Company System consisting of two or more affiliated persons, one or more of which is an insurer? Yes [ X ] No [ ] If yes, complete Schedule Y, Parts 1 and 1A. 3.2 Have there been any substantial changes in the organizational chart since the prior quarter end? Yes [ X ] No [ ] 3.3 If the response to 3.2 is yes, provide a brief description of those changes. The Nassau Companies of New York is now a wholly-owned direct subsidiary of The Nassau Companies 3.4 Is the reporting entity publicly traded or a member of a publicly traded group? Yes [ ] No [ X ] 3.5 If the response to 3.4 is yes, provide the CIK (Central Index Key) code issued by the SEC for the entity/group. 4.1 Has the reporting entity been a party to a merger or consolidation during the period covered by this statement? Yes [ ] No [ X ] If yes, complete and file the merger history data file with the NAIC for the annual filing corresponding to this period. 4.2 If yes, provide name of entity, NAIC Company Code, and state of domicile (use two letter state abbreviation) for any entity that has ceased to exist as a result of the merger or consolidation. 1 2 3 NAIC Company State of Name of Entity Code Domicile

5. If the reporting entity is subject to a management agreement, including third-party administrator(s), managing general agent(s), attorney-in-fact, or similar agreement, have there been any significant changes regarding the terms of the agreement or principals involved? If yes, attach an explanation. Yes [ ] No [X ] N/A [ ]

6.1 State as of what date the latest financial examination of the reporting entity was made or is being made. 12/31/2017 6.2 State the as of date that the latest financial examination report became available from either the state of domicile or the reporting entity. This date should be the date of the examined balance sheet and not the date the report was completed or released. 12/31/2012 6.3 State as of what date the latest financial examination report became available to other states or the public from either the state of domicile or the reporting entity. This is the release date or completion date of the examination report and not the date of the examination (balance sheet date). 09/21/2014 6.4 By what department or departments? New York State Department of Financial Services 6.5 Have all financial statement adjustments within the latest financial examination report been accounted for in a subsequent financial statement filed with Departments? Yes [ X ] No [ ] N/A [ ] 6.6 Have all of the recommendations within the latest financial examination report been complied with? Yes [ X ] No [ ] N/A [ ] 7.1 Has this reporting entity had any Certificates of Authority, licenses or registrations (including corporate registration, if applicable) suspended or revoked by any governmental entity during the reporting period? Yes [ ] No [ X ] 7.2 If yes, give full information:

8.1 Is the company a subsidiary of a bank holding company regulated with the Federal Reserve Board? Yes [ ] No [ X ] 8.2 If response to 8.1 is yes, please identify the name of the bank holding company.

8.3 Is the company affiliated with one or more banks, thrifts or securities firms? Yes [ X ] No [ ] 8.4 If the response to 8.3 is yes, please provide below the names and location (city and state of the main office) of any affiliates regulated by a federal regulatory services agency [i.e. the Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC), the Federal Deposit Insurance Corporation (FDIC) and the Securities Exchange Commission (SEC)] and identify the affiliate’s primary federal regulator]. 1 2 3 4 5 6 Affiliate Name Location (City, State) FRB OCC FDIC SEC 1851 Securities, Inc. Hartford, CT NO NO NO YES Saybrus Equity Services, LLC Hartford, CT NO NO NO YES Angel Island Capital Services, LLC San Francisco, CA NO NO NO YES Angel Island Capital Management, LLC Sam Francisco, CA NO NO NO YES Golden Gate Private Equity, Inc. San Francisco, CA NO NO NO YES Nassau CorAmerica, LLC El Segundo, CA NO NO NO YES Green Street Advisors, UK, Limited London, UK NO NO NO YES Green Street Investors, LLC Newport Beach, CA NO NO NO YES Green Street Trading, LLC Newport Beach, CA NO NO NO YES Nassau Corporate Credit LLC Darien, CT NO NO NO YES NCC CLO Manager LLC Darien, CT NO NO NO YES Aperio Group, LLC Sausalito, CA NO NO NO YES

9.1 Are the senior officers (principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions) of the reporting entity subject to a code of ethics, which includes the following standards? Yes [ X ] No [ ] (a) Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships; (b) Full, fair, accurate, timely and understandable disclosure in the periodic reports required to be filed by the reporting entity; (c) Compliance with applicable governmental laws, rules and regulations; (d) The prompt internal reporting of violations to an appropriate person or persons identified in the code; and

Q08 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY GENERAL INTERROGATORIES PART 1 - COMMON INTERROGATORIES

(e) Accountability for adherence to the code. 9.11 If the response to 9.1 is No, please explain:

9.2 Has the code of ethics for senior managers been amended? Yes [ ] No [ X ] 9.21 If the response to 9.2 is Yes, provide information related to amendment(s).

9.3 Have any provisions of the code of ethics been waived for any of the specified officers? Yes [ ] No [ X ] 9.31 If the response to 9.3 is Yes, provide the nature of any waiver(s).

FINANCIAL 10.1 Does the reporting entity report any amounts due from parent, subsidiaries or affiliates on Page 2 of this statement? Yes [ X ] No [ ] 10.2 If yes, indicate any amounts receivable from parent included in the Page 2 amount: $ 0 INVESTMENT 11.1 Were any of the stocks, bonds, or other assets of the reporting entity loaned, placed under option agreement, or otherwise made available for use by another person? (Exclude securities under securities lending agreements.) Yes [ ] No [ X ] 11.2 If yes, give full and complete information relating thereto:

12. Amount of real estate and mortgages held in other invested assets in Schedule BA: $ 0

13. Amount of real estate and mortgages held in short-term investments: $ 0 14.1 Does the reporting entity have any investments in parent, subsidiaries and affiliates? Yes [ X ] No [ ] 14.2 If yes, please complete the following: 1 2 Prior Year End Book/Adjusted Current Quarter Book/Adjusted Carrying Value Carrying Value 14.21 Bonds $ 14,574,901 $ 14,621,210 14.22 Preferred Stock 0 0 14.23 Common Stock 0 0 14.24 Short-Term Investments 0 0 14.25 Mortgage Loans on Real Estate 0 0 14.26 All Other 0 0 14.27 Total Investment in Parent, Subsidiaries and Affiliates (Subtotal Lines 14.21 to 14.26) $ 14,574,901 $ 14,621,210 14.28 Total Investment in Parent included in Lines 14.21 to 14.26 above $ 0 $ 0 15.1 Has the reporting entity entered into any hedging transactions reported on Schedule DB? Yes [ X ] No [ ] 15.2 If yes, has a comprehensive description of the hedging program been made available to the domiciliary state? Yes [ X ] No [ ] If no, attach a description with this statement.

16. For the reporting entity's security lending program, state the amount of the following as of current statement date: 16.1 Total fair value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2: $ 0 16.2 Total book adjusted/carrying value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2: $ 0 16.3 Total payable for securities lending reported on the liability page: $ 0 17. Excluding items in Schedule E-Part 3-Special Deposits, real estate, mortgage loans and investments held physically in the reporting entity's offices, vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held pursuant to a custodial agreement with a qualified bank or trust company in accordance with Section 1, III - General Examination Considerations, F. Outsourcing of Critical Functions, Custodial or Safekeeping Agreements of the NAIC Financial Condition Examiners Handbook? Yes [ X ] No [ ] 17.1 For all agreements that comply with the requirements of the NAIC Financial Condition Examiners Handbook, complete the following: 1 2 Name of Custodian(s) Custodian Address JP Morgan Chase 4 New York Plaza, 12th Floor, New York, NY 10004-2413 17.2 For all agreements that do not comply with the requirements of the NAIC Financial Condition Examiners Handbook, provide the name, location and a complete explanation: 1 2 3 Name(s) Location(s) Complete Explanation(s)

17.3 Have there been any changes, including name changes, in the custodian(s) identified in 17.1 during the current quarter? Yes [ ] No [ X ] 17.4 If yes, give full and complete information relating thereto: 1 2 3 4 Date of Old Custodian New Custodian Change Reason

17.5 Investment management – Identify all investment advisors, investment managers, broker/dealers, including individuals that have the authority to make investment decisions on behalf of the reporting entity. For assets that are managed internally by employees of the reporting entity, note as such ["…that have access to the investment accounts", "handle securities"]. 1 2 Name of Firm or Individual Affiliation Nassau Asset Management Co. A Shott Capital Management U 17.5097 For those firms/individuals listed in the table for Question 17.5, do any firms/individuals unaffiliated with the reporting entity (i.e., designated with a "U") manage more than 10% of the reporting entity's assets? Yes [ ] No [ X ]

Q08.1 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY GENERAL INTERROGATORIES PART 1 - COMMON INTERROGATORIES

17.5098 For firms/individuals unaffiliated with the reporting entity (i.e., designated with a "U") listed in the table for Question 17.5, does the total assets under management aggregate to more than 50% of the reporting entity's assets? Yes [ ] No [ X ] 17.6 For those firms or individuals listed in the table for 17.5 with an affiliation code of "A" (affiliated) or "U" (unaffiliated), provide the information for the table below. 1 2 3 4 5 Investment Central Registration Depository Management Number Name of Firm or Individual Legal Entity Identifier (LEI) Registered With Agreement (IMA) Filed Nassau Asset Management Co. DS CRD# 110084 Shott Capital Management SEC NO 18.1 Have all the filing requirements of the Purposes and Procedures Manual of the NAIC Investment Analysis Office been followed? Yes [ X ] No [ ] 18.2 If no, list exceptions:

19. By self-designating 5GI securities, the reporting entity is certifying the following elements for each self-designated 5GI security: a. Documentation necessary to permit a full credit analysis of the security does not exist or an NAIC CRP credit rating for an FE or PL security is not available. b. Issuer or obligor is current on all contracted interest and principal payments. c. The insurer has an actual expectation of ultimate payment of all contracted interest and principal. Has the reporting entity self-designated 5GI securities? Yes [ X ] No [ ] 20. By self-designating PLGI securities, the reporting entity is certifying the following elements for each self-designated PLGI security: a. The security was purchased prior to January 1, 2018. b. The reporting entity is holding capital commensurate with the NAIC Designation reported for the security. c. The NAIC Designation was derived from the credit rating assigned by an NAIC CRP in its legal capacity as a NRSRO which is shown on a current private letter rating held by the insurer and available for examination by state insurance regulators. d. The reporting entity is not permitted to share this credit rating of the PL security with the SVO. Has the reporting entity self-designated PLGI securities? Yes [ ] No [ X ]

Q08.2 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY GENERAL INTERROGATORIES (continued) PART 2 - LIFE AND ACCIDENT AND HEALTH COMPANIES/FRATERNAL BENEFIT SOCIETIES Life and Accident and Health Companies/Fraternal Benefit Societies 1. Report the statement value of mortgage loans at the end of this reporting period for the following categories: 1.1 Long-term mortgages in good standing Amount 1.11 Farm mortgages...... $...... 1.12 Residential mortgages...... $...... 1.13 Commercial mortgages...... $...... 280,615,644 1.14 Total mortgages in good standing...... $...... 280,615,644 1.2 Long-term mortgages in good standing with restructured terms 1.21 Total mortgages in good standing with restructured terms...... $...... 1.3 Long-term mortgage loans upon which interest is overdue more than three months 1.31 Farm mortgages...... $...... 1.32 Residential mortgages...... $...... 1.33 Commercial mortgages...... $...... 1.34 Total mortgages with interest overdue more than three months...... $...... 0 1.4 Long-term mortgage loans in process of foreclosure 1.41 Farm mortgages...... $...... 1.42 Residential mortgages...... $...... 1.43 Commercial mortgages...... $...... 1.44 Total mortgages in process of foreclosure...... $...... 0 1.5 Total mortgage loans (Lines 1.14 + 1.21 + 1.34 + 1.44) (Page 2, Column 3, Lines 3.1 + 3.2) ...... $...... 280,615,644 1.6 Long-term mortgages foreclosed, properties transferred to real estate in current quarter 1.61 Farm mortgages...... $...... 1.62 Residential mortgages...... $...... 1.63 Commercial mortgages...... $...... 1.64 Total mortgages foreclosed and transferred to real estate...... $...... 0 2. Operating Percentages: 2.1 A&H loss percent...... 2.2 A&H cost containment percent...... 2.3 A&H expense percent excluding cost containment expenses...... 3.1 Do you act as a custodian for health savings accounts?...... Yes [ ] No [ X ] 3.2 If yes, please provide the amount of custodial funds held as of the reporting date...... $...... 3.3 Do you act as an administrator for health savings accounts?...... Yes [ ] No [ X ] 3.4 If yes, please provide the balance of the funds administered as of the reporting date...... $...... 4. Is the reporting entity licensed or chartered, registered, qualified, eligible or writing business in at least two states?...... Yes [ X ] No [ ] 4.1 If no, does the reporting entity assume reinsurance business that covers risks residing in at least one state other than the state of domicile of the reporting entity?...... Yes [ ] No [ ]

Fraternal Benefit Societies Only: 5.1 In all cases where the reporting entity has assumed accident and health risks from another company, provisions should be made in this statement on account of such reinsurance for reserve equal to that which the original company would have been required to establish had it retained the risks. Has this been done? Yes [ ] No [ ] N/A [ ] 5.2 If no, explain:

6.1 Does the reporting entity have outstanding assessments in the form of liens against policy benefits that have increased surplus? Yes [ ] No [ ] 6.2 If yes, what is the date(s) of the original lien and the total outstanding balance of liens that remain in surplus? Date Outstanding Lien Amount ......

Q09 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE S - CEDED REINSURANCE Showing All New Reinsurance Treaties - Current Year to Date 1 2 3 4 5 6 7 8 9

Effective Date NAIC Type of Certified of Certified Company Effective Domiciliary Reinsurance Type of Reinsurer Rating Reinsurer Code ID Number Date Name of Reinsurer Jurisdiction Ceded Reinsurer (1 through 6) Rating

NONE

Q10 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE T - PREMIUMS AND ANNUITY CONSIDERATIONS Current Year to Date - Allocated by States and Territories 1 Direct Business Only Life Contracts 4 5 6 7 2 3

A&H Insurance Premiums, Active Including Policy Status Life Insurance Annuity Membership and Other Total Columns 2 Deposit-Type States, Etc. (a) Premiums Considerations Other Fees Considerations through 5 Contracts 1. Alabama...... AL ...... L...... 449,839 - ...... 2,016 ...... 451,854 ...... 2. Alaska...... AK ...... L...... 28,516 - ...... - ...... 28,516 ...... 3. Arizona...... AZ ...... L...... 631,808 ...... 800 ...... 4,712 ...... 637,320 ...... 4. Arkansas...... AR ...... L...... 137,521 - ...... 264 ...... 137,785 ...... 5. California...... CA ...... L...... 4,073,881 ...... 12,456 ...... 20,528 ...... 4,106,865 ...... 6. Colorado...... CO ...... L...... 595,549 ...... 213 ...... 2,330 ...... 598,091 ...... 7. Connecticut...... CT ...... L...... 1,969,980 ...... 6,921 ...... 2,363 ...... 1,979,263 ...... 8. Delaware...... DE ...... L...... 917,823 ...... 5,745 ...... 320 ...... 923,888 ...... 9. District of Columbia...... DC ...... L...... 128,523 - ...... 101 ...... 128,623 ...... 10. Florida...... FL ...... L...... 4,434,583 ...... 52,005 ...... 12,702 ...... 4,499,291 ...... 11. Georgia...... GA ...... L...... 1,228,915 ...... 8,661 ...... 500 ...... 1,238,076 ...... 12. Hawaii...... HI ...... L...... 34,787 - ...... 143 ...... 34,930 ...... 13. Idaho...... ID ...... L...... 108,593 - ...... - ...... 108,593 ...... 14. Illinois...... IL ...... L...... 2,842,926 ...... 36,170 ...... 3,663 ...... 2,882,760 ...... 15. Indiana...... IN ...... L...... 682,378 ...... 1,860 ...... 1,668 ...... 685,905 ...... 16. Iowa...... IA ...... L...... 569,140 ...... 150 ...... 489 ...... 569,779 ...... 17. Kansas...... KS ...... L...... 445,859 - ...... 381 ...... 446,240 ...... 18. Kentucky...... KY ...... L...... 626,434 ...... 615 ...... 673 ...... 627,722 ...... 19. Louisiana...... LA ...... L...... 714,503 ...... 6,457 ...... 2,487 ...... 723,447 ...... 20. Maine...... ME ...... L...... 321,159 ...... 232 - ...... 321,390 ...... 21. Maryland...... MD ...... L...... 1,198,604 ...... 8,678 ...... 11,927 ...... 1,219,208 ...... 22. Massachusetts...... MA ...... L...... 2,588,787 ...... 13,921 ...... 7,915 ...... 2,610,623 ...... 23. Michigan...... MI ...... L...... 1,545,446 ...... 3,175 ...... 2,867 ...... 1,551,488 ...... 24. Minnesota...... MN ...... L...... 3,492,491 ...... 560 - ...... 3,493,051 ...... 25. Mississippi...... MS ...... L...... 411,662 ...... 116 ...... 1,332 ...... 413,110 ...... 26. Missouri...... MO ...... L...... 1,915,890 ...... 2,025 ...... 4,135 ...... 1,922,050 ...... 27. Montana...... MT ...... L...... 57,841 - ...... - ...... 57,841 ...... 28. Nebraska...... NE ...... L...... 238,313 - ...... - ...... 238,313 ...... 29. Nevada...... NV ...... L...... 206,608 - ...... - ...... 206,608 ...... 30. New Hampshire...... NH ...... L...... 473,181 ...... 300 ...... 900 ...... 474,382 ...... 31. New Jersey...... NJ ...... L...... 5,362,647 ...... 40,908 ...... 5,279 ...... 5,408,834 ...... 32. New Mexico...... NM ...... L...... 221,001 - ...... 516 ...... 221,517 ...... 33. New York...... NY ...... L...... 15,596,824 ...... 413,382 ...... 31,835 ...... 16,042,042 ...... 34. North Carolina...... NC ...... L...... 2,338,746 ...... 15,135 ...... 2,491 ...... 2,356,373 ...... 35. North Dakota...... ND ...... L...... 24,946 - ...... - ...... 24,946 ...... 36. Ohio...... OH ...... L...... 3,059,945 ...... 14,500 ...... 4,803 ...... 3,079,247 ...... 37. Oklahoma...... OK ...... L...... 519,835 - ...... - ...... 519,835 ...... 38. Oregon...... OR ...... L...... 322,713 ...... 300 ...... 1,601 ...... 324,614 ...... 39. Pennsylvania...... PA ...... L...... 3,285,833 ...... 830 ...... 1,439 ...... 3,288,102 ...... 40. Rhode Island...... RI ...... L...... 429,816 ...... 445 - ...... 430,261 ...... 41. South Carolina...... SC ...... L...... 655,673 ...... 1,095 ...... 555 ...... 657,324 ...... 42. South Dakota...... SD ...... L...... 139,784 ...... 300 - ...... 140,084 ...... 43. Tennessee...... TN ...... L...... 471,886 ...... 7,625 ...... 355 ...... 479,866 ...... 44. Texas...... TX ...... L...... 2,923,219 ...... 3,892 ...... 4,061 ...... 2,931,172 ...... 45. Utah...... UT ...... L...... 401,216 - ...... 2,585 ...... 403,801 ...... 46. Vermont...... VT ...... L...... 85,970 - ...... 785 ...... 86,755 ...... 47. Virginia...... VA ...... L...... 1,304,149 ...... 800 ...... 2,022 ...... 1,306,971 ...... 48. Washington...... WA ...... L...... 573,593 ...... 839 ...... 449 ...... 574,880 ...... 49. West Virginia...... WV ...... L...... 115,776 - ...... - ...... 115,776 ...... 50. Wisconsin...... WI ...... L...... 419,620 ...... 7,684 ...... 25 ...... 427,329 ...... 51. Wyoming...... WY ...... L...... 37,399 ...... 37,399 ...... 52. American Samoa...... AS ...... N... - ...... 0 ...... 53. Guam...... GU ...... N...... 1,327 ...... 1,327 ...... 54. Puerto Rico...... PR ...... L...... 96,293 ...... 96,293 ...... 55. US Virgin Islands...... VI ...... L...... 1,478 ...... 1,478 ...... 56. Northern Mariana Islands...... MP ...... N...... 0 ...... 57. Canada...... CAN ...... N...... 29,892 ...... 29,892 ...... 58. Aggregate Other Alien...... OT ..XXX...... 244,877 ...... 0 ...... 0 ...... 0 ...... 244,877 ...... 0 59. Subtotal...... XXX...... 71,735,997 ...... 668,795 ...... 143,216 ...... 0 ...... 72,548,008 ...... 0 90. Reporting entity contributions for employee benefit plans...... XXX...... 0 ...... 91. Dividends or refunds applied to purchase paid-up additions and annuities...... XXX...... 20,499,342 ...... 20,499,342 ...... 92. Dividends or refunds applied to shorten endowment or premium paying period...... XXX...... 0 ...... 93. Premium or annuity considerations waived under disability or other contract provisions...... XXX...... 765,709 ...... 765,709 ...... 94. Aggregate other amounts not allocable by State...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 95. Totals (Direct Business)...... XXX...... 93,001,048 ...... 668,795 ...... 143,216 ...... 0 ...... 93,813,059 ...... 0 96. Plus Reinsurance Assumed...... XXX...... 7,413,562 ...... 7,413,562 ...... 97. Totals (All Business)...... XXX...... 100,414,610 ...... 668,795 ...... 143,216 ...... 0 ...... 101,226,621 ...... 0 98. Less Reinsurance Ceded...... XXX...... 34,478,680 ...... 82,661 ...... 143,077 ...... 34,704,418 ...... 99. Totals (All Business) less Reinsurance Ceded...... XXX...... 65,935,930 ...... 586,134 ...... 139 ...... 0 ...... 66,522,203 ...... 0 DETAILS OF WRITE-INS 58001. ZZZ Other Alien...... XXX...... 244,877 ...... 244,877 ...... 58002...... XXX...... 0 ...... 58003...... XXX...... 0 ...... 58998. Summary of remaining write-ins for line 58 from overflow page...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 58999. Total (Lines 58001 thru 58003 plus 58998) (Line 58 above)...... XXX...... 244,877 ...... 0 ...... 0 ...... 0 ...... 244,877 ...... 0 9401...... XXX...... 0 ...... 9402...... XXX...... 0 ...... 9403...... XXX...... 0 ...... 9498. Summary of remaining write-ins for line 94 from overflow page...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 9499. Total (Lines 9401 thru 9403 plus 9498) (Line 94 above)...... XXX...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 (a) Active Status Count L - Licensed or Chartered - Licensed insurance carrier or domiciled RRG...... 53 R - Registered - Non-domiciled RRGs...... 0 E - Eligible - Reporting entities eligible or approved to write surplus lines in the state ...... 0 Q - Qualified - Qualified or accredited reinsurer...... 0 Explanation of basis of allocation by states, etc., of premiums and annuity considerations. N - None of the above - Not allowed to write business in the state 4

The Company utilities different administrative systems that use Owner's Resident State to allocate all insurance premiums and annuity considerations.

Q11 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

Schedule Y – Information Concerning Activities of Insurer Members of a Holding Company Group Part 1 Organizational Chart

Names of Parent, Subsidiaries or Affiliates Domiciliary NAIC Company ID Number Directly Controlled By Ownership Location Code Percentage David Dominik (sole member of GGCOF Management, LLC) GGCOF Management, LLC DE 46-4477754 David Dominik 100 Golden Gate Private Equity, Inc. DE 94-3361271 GGCOF Management, LLC 100 GGC Fund III CYM 100 Nassau NAMCO Blocker LLC CYM Golden Gate Capital Opportunity Fund-A, L.P Contract Nassau NAMCO Splitter, L.P. CYM GGC Opportunity Fund Management, L.P. Contract Nassau Saybrus Blocker LLC CYM Golden Gate Capital Opportunity Fund-A, L.P Contract Nassau Saybrus Splitter, L.P. CYM GGC Opportunity Fund Management, L.P. Contract GGCOF Executive Co-Invest, L.P. CYM Individuals Contract GGCOF Executive Co-Invest Holdings, Ltd. CYM Individuals Contract Q NRH, L.P. CYM 98-1250709 GGCOF Executive Co-Invest Holdings, Ltd. Contract 1

2 Nassau UK Ltd. GBR 98-1269725 NRH, L.P. 100 Nassau Cayman Ltd. CYM N/A Nassau UK Ltd. 100 Nassau Re (Cayman) Ltd. CYM N/A NRH, L.P. 100 Nassau TRF SPV Ltd. CYM N/A Nassau Re (Cayman) Ltd. 100 Magni Re Ltd. CYM N/A NRH, L.P. Contract Nassau Financial Group GP Ltd. CYM 98-1421610 Individuals Contract Nassau Financial Group, L.P. CYM 98-1421752 Nassau Financial Group GP Ltd. Contract Nassau Asset Management LLC DE 81-0773412 Nassau Financial Group, L.P. 100 Nassau CorAmerica LLC DE 26-4145792 Nassau Asset Management LLC 100 Nassau CorAmerica Loan Company LLC DE 26-4145792 Nassau CorAmerica LLC 100 Nassau CorAmerica Advisors LLC DE 46-3781541 Nassau CorAmerica LLC 100 Nassau Corporate Credit LLC DE 35-2586068 Nassau Asset Management LLC 100 NCC CLO Manager LLC DE N/A Nassau Corporate Credit LLC 100 NCC Management LLC DE 82-4813430 Nassau Corporate Credit LLC 100 Nassau Private Credit LLC DE 83-2636471 Nassau Corporate Credit LLC 100 Nassau Private Credit GP LLC DE 83-2654128 Nassau Corporate Credit LLC 100 Nassau Private Credit Onshore Fund LP DE 83-2670988 Nassau Private Credit GP LLC Contract Nassau Private Credit Onshore Fund LP DE 83-2670988 Nassau Private Credit GP LLC Contract

Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

Names of Parent, Subsidiaries or Affiliates Domiciliary NAIC Company ID Number Directly Controlled By Ownership Location Code Percentage Nassau Private Credit Master Fund LP KY N/A Nassau Private Credit GP LLC Contract Nassau Private Credit Offshore Fund LP KY N/A Nassau Private Credit GP LLC Contract Nassau Alternative Investments LLC DE 83-2559102 Nassau Asset Management LLC 100 NSRE Saybrus Holdings, LLC DE 81-3180396 Nassau Financial Group, L.P. 100 Saybrus Partners, LLC DE 27-0671327 NSRE Saybrus Holdings, LLC 86.2% Saybrus Management Holding Company Inc. DE 37-1872368 Management; NSRE Saybrus Holdings, LLC Contract Saybrus Holdings, LLC DE 27-1629423 Saybrus Partners, LLC 100 Saybrus Equity Services, LLC DE 27-1869321 Saybrus Holdings, LLC 100 Nassau Insurance Group Holdings GP, LLC DE 47-5299012 Nassau Financial Group GP Ltd. Contract Nassau Insurance Group Holdings, L.P. DE 38-3981572 Nassau Insurance Group Holdings GP, LLC Contract The Nassau Companies DE 47-5128985 Nassau Insurance Group Holdings, L.P. 100 Constitution Life Insurance Company TX 62359 36-1824600 The Nassau Companies 100 Nassau Life Insurance Company of Kansas KS 68284 48-0557726 The Nassau Companies 100 Nassau Life and Annuity Company CT 93734 43-1240953 The Nassau Companies 100 Nassau Co-Invest Fund LLC DE The Nassau Companies 100

Q The Nassau Companies of New York DE 06-1599088 The Nassau Companies 100 1

2 Nassau CLO SPV-I LLC DE 82-3502154 The Nassau Companies of New York 56 . 1 Nassau CLO SPV-II LLC DE 83-1785900 The Nassau Companies of New York 54.09 Nassau Life Insurance Company NY 67814 06-0493340 The Nassau Companies of New York 100 PM Holdings, Inc. CT 06-1065485 Nassau Life Insurance Company 100 Phoenix Founders, Inc. CT 06-0860167 PM Holdings, Inc. 100 Nassau 2018 CFO Fund LLC DE 83-2511417 Nassau Life Insurance Company 100 PHL Delaware LLC DE Nassau Insurance Group Holdings, L.P. 100 DSM Sands LLC DE N/A PHL Delaware LLC 100 PHL Variable Insurance Company CT 93548 06-1045829 PHL Delaware LLC 100 PHLVIC CFO SPV LLC DE 83-2526465 PHL Variable Insurance Company 100 Nassau Reinsurance LLC DE 47-3724102 Nassau Insurance Group Holdings, L.P. 100 NSRE BD Holdco LLC DE 83-2726475 Nassau Reinsurance LLC 100 1851 Securities, Inc. DE 27-1619945 NSRE BD Holdco LLC 100 Nassau Cayman Brac Holding Company DE 83-1443085 Nassau Insurance Group Holdings, L.P. 100 Nassau Re (Cayman Brac) Ltd. CYM Nassau Cayman Brac Holding Company 100 GGC Opportunity Fund Management GP, Ltd. CYM GGC Opportunity Fund Management GP, Ltd. Board GGC Opportunity Fund Management, L.P. CYM 98-0546997 GGC Opportunity Fund Management GP, Ltd. Contract GGC Opportunity Fund Entities CYM GGC Opportunity Fund Management, L.P. Contract Financial American Holdings Corporation DE 27-2822251 GGC Opportunity Fund Entities 87.6 Financial American Holdings Corporation DE 27-2822251 GGC Opportunity Fund Entities 87.6

Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

Names of Parent, Subsidiaries or Affiliates Domiciliary NAIC Company ID Number Directly Controlled By Ownership Location Code Percentage Financial American Life Insurance Company KS 71455 37-0857191 Financial American Holdings Corporation 100 Financial American Property & Casualty Insurance Company TX 21075 75-6015738 Financial American Holdings Corporation 100 Financial American Insurance Services, Inc. FL 37-1484076 Financial American Holdings Corporation 100 Warranty TopCo, Inc. DE 26-3854933 Golden Gate Fund I and II Entities 41.6 Warranty TopCo, Inc. DE 26-3854933 GGCOF Entities 42.3 Interstate National Corporation DE 20-4197367 Warranty TopCo, Inc. 100 DRG, Inc. d/b/a Payment Insured Plan, Inc. OR 93-1160837 Interstate National Corporation 100 PIPCO Reinsurance Company, Ltd. TCA 98-0159153 Interstate National Corporation 100 National Warranty Corporation OR 93-1198148 Interstate National Corporation 100 Interstate National Dealer Services, Inc. DE 11-3078398 Interstate National Corporation 100 Interstate National Dealer Services of Florida, Inc. FL 11-3284019 Interstate National Dealer Services, Inc. 100 Interstate Roadside Assistance Corporation DE 26-0795581 Interstate National Dealer Services, Inc. 100 Warranty Central, LLC NY 35-2346675 Interstate National Dealer Services, Inc. 100 Interstate Administrative Services, Inc. DE 20-1549705 Interstate National Dealer Services, Inc. 100 INDS Canada Holdings, Inc. DE 20-8070016 Interstate National Dealer Services, Inc. 100 Q

1 Interstate National Dealer Services Canada Corp. Canada 98-1339130 INDS Canada Holdings, Inc. 100 2

. Warranty Direct, Inc. DE 11-3272124 100 2 Interstate National Dealer Services, Inc. iPay Plan LLC NY 35-2356677 Interstate National Dealer Services, Inc. 100 Mechanical Breakdown Assistance Company, Inc. DE 26-3217455 Interstate National Dealer Services, Inc. 100 Lasas Technologies, Inc. FL 65-0868022 Interstate National Dealer Services, Inc. 100 National Service Contract Insurance Company Risk Retention Group, Inc. DC 10234 90-0319305 Interstate National Dealer Services, Inc. 100 Interstate National Services, Inc. DE 81-1620066 Interstate National Dealer Services, Inc. 100 Interstate National Services of Oklahoma, Inc. DE 81-1494734 Interstate National Dealer Services, Inc. 100 Interstate National Services of Florida, Inc. FL 81-1509710 Interstate National Dealer Services, Inc. 100 Williston Holdings LLC DE 27-1434376 GGC Opportunity Fund Entities 96.0 Williston Financial Group LLC DE 27-1434397 Williston Holdings LLC 100 75 Peachtree LLC DE 36-4875018 Williston Financial Group LLC 100 81 Van Etten LLC DE 36-4888418 Williston Financial Group LLC 100 264 Halsey LLC DE N/A Williston Financial Group LLC 100 Valutrust Solutions, LLC KS 27-3972891 Williston Financial Group LLC 100 WFG Lender Services, LLC MN 20-5836762 Williston Financial Group LLC 100 WFG Lender Services, LLC AL 80-0936767 WFG Lender Services, LLC 100 WFG Lender Services, LLC AR 80-0766075 WFG Lender Services, LLC 100 WFG Lender Services, LLC AR 80-0766075 WFG Lender Services, LLC 100

Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

Names of Parent, Subsidiaries or Affiliates Domiciliary NAIC Company ID Number Directly Controlled By Ownership Location Code Percentage WFG Lender Services, LLC TX 26-4627021 WFG Lender Services, LLC 100 WFGLS Title Agency of Utah, LLC UT 20-8801713 WFG Lender Services, LLC 100 WFG National Title Company of Texas, LLC TX 27-0890944 Williston Financial Group LLC 100 Universal Title Partners, LLC TX 27-1273851 WFG National Title Company of Texas, LLC 51.0 Universal Title Partners, LLC TX 27-1273851 Newmark Homes Houston, LLC 49.0 WFG National Title Insurance Company SC 51152 57-0575396 Williston Financial Group LLC 100 WFG National Title Company of Washington, LLC WA 26-0522240 WFG National Title Insurance Company 100 Homer Recording District Joint Title Plant Company LLC AK 47-2160319 Kachemak Bay Title Agency, Inc. 90.0 Homer Recording District Joint Title Plant Company LLC AK 47-2160319 WFG National Title Insurance Company 10.0 Williston Enterprise Solutions & Technology, LLC DE 45-2654474 Williston Financial Group LLC 100 ITC Holdings, Inc. CA 80-0268853 Williston Financial Group LLC 100 WFG National Title Company of California CA 95-3621359 ITC Holdings, Inc. 100 WFG National Title Company of Clark County WA, LLC WA 38-4008723 Williston Financial Group LLC 100 Q 1 2 . 3 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Name of Type of Securities Control Exchange (Ownership Is an if Publicly Board, If Control is SCA NAIC Traded Names of Relationship Management, Ownership Filing Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Required? Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) (Y/N) * Members 4736 GGC Group...... 06-1599088...... 1129033 ...... The Nassau Companies of New York...... DE...... UDP...... The Nassau Companies...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... DSM Sands LLC...... DE...... NIA...... PHL Delaware LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 82-3502154...... Nassau CLO SPV-I LLC...... DE...... NIA...... The Nassau Companies of New York...... Ownership...... 56.000 David Dominik...... N...... 4736 GGC Group...... 67814... 06-0493340...... 1159567 ...... Nassau Life Insurance Company...... NY...... RE...... The Nassau Companies of New York...... Ownership...... 100.000 David Dominik & GGCOF Management LLC...... N...... 4736 GGC Group...... 06-1068485...... PM Holdings, Inc...... CT...... DS...... Nassau Life Insurance Company...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 27-1619945...... 1482939 ...... 1851 Securities, Inc...... DE...... DS...... NSRE BD Holdco LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 06-0860187...... Phoenix Founders, Inc...... CT...... DS...... PM Holdings, Inc...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 93548... 06-1045829...... 1031223 ...... PHL Variable Insurance Company...... CT...... IA...... PHL Delaware LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 93734... 43-1240953...... 13118221 ...... Nassau Life and Annuity Company...... CT...... IA...... The Nassau Companies...... Ownership...... 100.000 David Dominik...... N...... Board of 4736 GGC Group...... GGC Opportunity Fund Management GP, Ltd... CYM...... UIP...... GGC Opportunity Fund Management GP, Ltd. Directors ...... N......

Q 4736 GGC Group...... 98-0546997...... GGC Opportunity Fund Management, L.P...... CYM...... UIP...... GGC Opportunity Fund Management, GP, Ltd. Contract...... GGC Opportunity Fund Management GP, Ltd...... N......

1 4736 GGC Group...... GGC Opportunity Fund Entities ...... CYM...... UIP...... GGC Opportunity Fund Management, L.P...... Contract...... GGC Opportunity Fund Management GP, Ltd...... N...... 3 4736 GGC Group...... 27-2822251...... Financial American Holdings Corporation ...... DE...... NIA...... GGC Opportunity Fund Entities...... Ownership...... 87.600 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 71455... 37-0857191...... Financial American Life Insurance Company..... KS...... IA...... Financial American Holdings Corporation...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... Financial American Property and Casualty 4736 GGC Group...... 21075... 75-6015738...... Insurance Company TX...... IA...... Financial American Holdings Corporation...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 37-1484076...... Financial American Insurance Services, Inc...... FL...... NIA...... Financial American Holdings Corporation...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 26-3854933...... Warranty TopCo, Inc...... DE...... NIA...... Golden Gate Fund I and II Entities ...... Ownership...... 41.600 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 26-3854933...... Warranty TopCo, Inc...... DE...... NIA...... GGCOF Entities ...... Ownership...... 42.300 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 20-4197367...... Interstate National Corporation...... DE...... NIA...... Warranty TopCo, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 11-3078398...... Interstate National Dealer Services, Inc...... DE...... NIA...... Interstate National Corporation...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... Interstate National Dealer Services of Florida, 4736 GGC Group...... 11-3284019...... Inc. FL...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 26-0795581...... Interstate Roadside Assistance Corporation...... DE...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 35-2346675...... Warranty Central, LLC...... NY...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 20-1549705...... Interstate Administrative Services, Inc...... DE...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 20-8070016...... INDS Canada Holdings, Inc...... DE...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... Interstate National Dealer Services Canada 4736 GGC Group...... 98-1339130...... Corp. CAN...... NIA...... INDS Canada Holdings, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 11-3272124...... Warranty Direct, Inc...... DE...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 35-2356677...... iPay Plan, LLC...... NY...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... Mechanical Breakdown Assistance Company, 4736 GGC Group...... 26-3217455...... Inc. DE...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 65-0868022...... Lasas Technologies, Inc...... FL...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Name of Type of Securities Control Exchange (Ownership Is an if Publicly Board, If Control is SCA NAIC Traded Names of Relationship Management, Ownership Filing Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Required? Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) (Y/N) * National Service Contract Insurance Company 4736 GGC Group...... 10234... 99-0319305...... Risk Retention Group, Inc. DC...... IA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 81-1620066...... Interstate National Services, Inc...... DE...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 81-1494734...... Interstate National Services of Oklahoma, Inc... DE...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 81-1509710...... Interstate National Services of Florida, Inc...... FL...... NIA...... Interstate National Dealer Services, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 93-1160837...... DRG, Inc. d/b/a Payment Insured Plan, Inc...... OR...... NIA...... Interstate National Corporation...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 98-0159153...... PIPCO Reinsurance Company, Ltd...... TCA...... IA...... Interstate National Corporation...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 93-1198148...... National Warranty Corporation...... OR...... NIA...... Interstate National Corporation...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 27-1434376...... Williston Holdings LLC...... DE...... NIA...... GGC Opportunity Fund Entities...... Ownership...... 96.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 27-1434397...... Williston Financial Group LLC...... DE...... NIA...... Williston Holdings LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 36-4875018...... 75 Peachtree LLC...... DE...... NIA...... Williston Financial Group LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 36-4888418...... 81 Van Etten LLC...... DE...... NIA...... Williston Financial Group LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... N/A...... 264 Halsey LLC...... DE...... NIA...... Williston Financial Group LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... Q

1 4736 GGC Group...... 27-3972891...... Valutrust Solutions, LLC...... KS...... NIA...... Williston Financial Group LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 3 4736 GGC Group...... 20-5836762...... WFG Lender Services, LLC...... MN...... NIA...... Williston Financial Group LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 1 4736 GGC Group...... 80-0936767...... WFG Lender Services, LLC...... AL...... NIA...... WFG Lender Services, LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 80-0766075...... WFG Lender Services, LLC...... AR...... NIA...... WFG Lender Services, LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 26-4627021...... WFG Lender Services, LLC...... TX...... NIA...... WFG Lender Services, LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 20-8801713...... WFGLS Title Agency of Utah, LLC...... UT...... NIA...... WFG Lender Services, LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 27-0890944...... WFG National Title Company of Texas, LLC..... TX...... NIA...... Williston Financial Group LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 27-1273851...... Universal Title Partners, LLC...... TX...... NIA...... WFG National Title Company of Texas, LLC .. Ownership...... 51.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 27-1273851...... Universal Title Partners, LLC...... TX...... NIA...... Newmark Homes Houston, LLC ...... Ownership...... 49.000 Unknown (not affiliated with the GGC Group)...... N...... 4736 GGC Group...... 51152... 57-0575396...... WFG National Title Insurance Company...... SC...... IA...... Williston Financial Group LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... WFG National Title Company of Washington, 4736 GGC Group...... 26-0522240...... LLC WA...... NIA...... WFG National Title Insurance Company...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... Homer Recording District Joint Title Plant 4736 GGC Group...... 47-2160319...... Company LLC AK...... NIA...... WFG National Title Insurance Company ...... Ownership...... 10.000 GGC Opportunity Fund Management GP, Ltd...... N...... Homer Recording District Joint Title Plant 4736 GGC Group...... 47-2160319...... Company LLC AK...... NIA...... Kachemak Bay Title Agency, Inc...... Ownership...... 90.000 Unknown (not affiliated with the GGC Group)...... N...... Williston Enterprise Solutions & Technology, 4736 GGC Group...... 45-2654474...... LLC DE...... NIA...... Williston Financial Group LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 80-0268853...... ITC Holdings, Inc...... CA...... NIA...... Williston Financial Group LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 95-3621359...... WFG National Title Company of California ...... CA...... NIA...... ITC Holdings, Inc...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... WFG National Title Company of Clark County 4736 GGC Group...... 38-4008723...... WA, LLC WA...... NIA...... Williston Financial Group LLC...... Ownership...... 100.000 GGC Opportunity Fund Management GP, Ltd...... N...... 4736 GGC Group...... 46-4477754...... GGCOF Management, LLC...... DE...... NIA...... David Dominik...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 94-3361271...... Golden Gate Private Equity, Inc...... DE...... NIA...... GGCOF Management, LLC...... Ownership...... 100.000 David Dominik...... N...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Name of Type of Securities Control Exchange (Ownership Is an if Publicly Board, If Control is SCA NAIC Traded Names of Relationship Management, Ownership Filing Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Required? Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) (Y/N) * 4736 GGC Group...... N/A...... GGC Fund III ...... CYM...... NIA...... Ownership...... 100.000 ...... N...... 4736 GGC Group...... 98-1250709...... NRH, L.P...... CYM...... NIA...... GGCOF Executive Co-Invest Holdings, Ltd..... Contract...... 100.000 ...... N...... 4736 GGC Group...... 98-1269725...... Nassau UK Ltd...... GBR...... NIA...... NRH, L.P...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... N/A...... Nassau Cayman Ltd...... CYM...... NIA...... Nassau UK Ltd...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... N/A...... Nassau Re (Cayman) Ltd...... CYM...... NIA...... NRH, L.P...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... N/A...... Magni Re Ltd...... CYM...... NIA...... NRH, L.P...... Contract...... 100.000 David Dominik...... N...... 4736 GGC Group...... 47-5299012...... Nassau Insurance Group Holdings GP, LLC...... DE...... NIA...... Nassau Financial Group, GP Ltd...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 38-3981572...... Nassau Insurance Group Holdings, L.P...... DE...... UIP...... Nassau Insurance Group Holdings GP, LLC.... Contract...... David Dominik...... N...... 4736 GGC Group...... 47-5128985...... The Nassau Companies...... DE...... NIA...... Nassau Insurance Group Holdings, L.P...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 62359... 36-1824600...... Constitution Life Insurance Company...... TX...... IA...... The Nassau Companies...... Ownership...... 100.000 Golden Gate Private Equity, Inc...... N...... 4736 GGC Group...... 68284... 48-0557726...... Nassau Life Insurance Company of Kansas ..... KS...... IA...... The Nassau Companies...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 81-3180396...... NSRE Saybrus Holdings, LLC...... DE...... NIA...... Nassau Financial Group, L.P...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 27-0671327...... Saybrus Partners, LLC...... DE...... NIA...... NSRE Saybrus Holdings, LLC...... Ownership...... 0.862 David Dominik...... N...... Q

1 4736 GGC Group...... 37-1872368...... Saybrus Management Holding Company Inc..... DE...... NIA...... Management, NSRE Saybrus Holdings, LLC... Ownership...... 100.000 David Dominik...... N...... 3

. 4736 GGC Group...... 27-1629423...... Saybrus Holdings, LLC...... DE...... NIA...... Saybrus Partners, LLC...... Ownership...... 100.000 David Dominik...... N...... 2 4736 GGC Group...... 27-1869321...... Saybrus Equity Services, LLC...... DE...... NIA...... Saybrus Holdings, LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 47-3724102...... Nassau Reinsurance LLC...... DE...... NIA...... Nassau Insurance Group Holdings, L.P...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 83-2726475...... NSRE BD Holdco LLC...... DE...... NIA...... Nassau Reinsurance LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 81-0773412...... Nassau Asset Management LLC...... DE...... NIA...... Nassau Financial Group, L.P...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 26-4145792...... Nassau CorAmerica LLC...... DE...... NIA...... Nassau Asset Management LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 26-4145792...... Nassau CorAmerica Loan Company LLC...... DE...... NIA...... Nassau CorAmerica LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 46-3781541...... Nassau CorAmerica Advisors LLC...... DE...... NIA...... Nassau CorAmerica LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 35-2586068...... Nassau Corporate Credit LLC...... DE...... NIA...... Nassau Asset Management LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... N/A...... NCC CLO Manager LLC...... DE...... NIA...... Nassau Corporate Credit LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 82-4813430...... NCC Management LLC...... DE...... NIA...... Nassau Corporate Credit LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 83-1443085...... Nassau Cayman Brac Holding Company...... DE...... NIA...... Nassau Insurance Group Holdings, LP...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... Nassau Re (Cayman Brac) Ltd...... CYM...... NIA...... Nassau Cayman Brac Holding Company...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... Nassau TRF SPV Ltd...... CYM...... NIA...... Nassau Re (Cayman) Ltd...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... Nassau Namco Blocker LLC...... CYM...... NIA...... Golden Gate Capital Opportunity Fund-A, L.P. Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... Nassau Namco Splitter, L.P...... CYM...... NIA...... GGC Opportunity Fund Management, L.P...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... Nassau Saybrus Blocker LLC...... CYM...... NIA...... Golden Gate Capital Opportunity Fund-A, L.P. Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... Nassau Saybrus Splitter, L.P...... CYM...... NIA...... GGC Opportunity Fund Management, L.P...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 98-1421610...... Nassau Financial Group GP Ltd...... CYM...... NIA...... Individuals...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 98-1421752...... Nassau Financial Group, L.P...... CYM...... NIA...... Nassau Financial Group GP Ltd...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... Nassau Co-Invest Fund LLC...... DE...... NIA...... The Nassau Companies...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... PHL Delaware LLC...... DE...... NIA...... Nassau Insurance Group Holdings, L.P...... Ownership...... 100.000 David Dominik...... N...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE Y PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Name of Type of Securities Control Exchange (Ownership Is an if Publicly Board, If Control is SCA NAIC Traded Names of Relationship Management, Ownership Filing Group Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Required? Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) (Y/N) * 4736 GGC Group...... 83-2559102...... Nassau Alternative Investments LLC ...... DE...... NIA...... Nassau Asset Management LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 83-2511417...... Nassau 2018 CFO Fund LLC...... DE...... NIA...... Nassau Life Insurance Company...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 83-2526465...... PHLVIC CFO SPV LLC...... DE...... NIA...... PHL Variable Insurance Company...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 83-2636471...... Nassau Private Credit LLC...... DE...... NIA...... Nassau Corporate Credit LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 83-2654128...... Nassau Private Credit GP LLC...... DE...... NIA...... Nassau Corporate Credit LLC...... Ownership...... 100.000 David Dominik...... N...... 4736 GGC Group...... 83-2670988...... Nassau Private Credit Onshore Fund LP...... DE...... NIA...... Nassau Private Credit GP LLC...... Contract...... 100.000 David Dominik...... N...... 4736 GGC Group...... N/A...... Nassau Private Credit Master Fund LP...... KY...... NIA...... Nassau Private Credit GP LLC...... Contract...... 100.000 David Dominik...... N...... 4736 GGC Group...... N/A...... Nassau Private Credit Offshore Fund LP...... KY...... NIA...... Nassau Private Credit GP LLC...... Contract...... 100.000 David Dominik...... N...... 4736 GGC Group...... 83-1785900...... Nassau CLO SPV-II LLC...... DE...... NIA...... The Nassau Companies of New York...... Contract...... 54.090 David Dominik...... N......

Asterisk Explanation 1 Employees of The Nassau Companies of New York. and its affiliates own 44.00%. 2 The GGC Opportunity Fund Entities are comprised of: (i) Golden Gate Capital Opportunity Fund, L.P. (#98-0546998); (ii) Golden Gate Capital Opportunity Fund-A, L.P. (#98-0546999); (iii) GGCOF Co-Invest, L.P (#98-0572954); (iv) GGCOF Third Party Co-Invest, L.P. (#98-0572955); (v) GGCOF

Q Executive Co-Invest, L.P. (#98-1033052); and (vi) GGCOF IRA Co-Invest, L.P. (#98-1033053). 1 3 Three individuals own 12.37%. No one individual owns more than 10%. 3

. 4 The Golden Gate Fund I and II Entities are comprised of: (i) Golden Gate Capital Investment Fund II, L.P., (ii) Golden Gate Capital Investment Fund II (AI), L.P., (iii) Golden Gate Capital Associates II-QP, LLC, (iv) Golden Gate Capital Associates II-AI, LLC, (v) CCG AV, LLC - Series C, (vi) CCG AV, LLC - Series G, 3 (vii) CCG AV, LLC - Series I (Bain). 5 The GGCOF Entities own 42.3%. Members of management and individuals who sold their business to Warranty Topco, Inc. own the remaining 16.1%. None of these individuals own more than 10%. 6 The GGCOF Entities are comprised of (i) Golden Gate Capital Opportunity Fund, L.P., (ii) Golden Gate Capital Opportunity Fund-A, L.P., (iii) GGCOF Co-Invest, L.P. and (iv) GGCOF Third-Party Co-Invest, L.P. 7 The Golden Gate Fund I and II Entities own 41.6%. Members of management and individuals who sold their business to Warranty Topco, Inc. own the remaining 16.1%. None of these individuals own more than 10%. 8 Percentage represents the aggregate ownership among the GGC Opportunity Fund Entities. 9 Newmark Homes Houston, LLC (listed above) owns the remaining 49% of Universal Title Partners, LLC. 10 WFG National Title Company of Texas, LLC (listed above) owns the remaining 51% of Universal Title Partners, LLC. 11 Kachemak Bay Title Agency, Inc. (listed above) owns the remaining 90% of Homer Recording District Joint Title Plant Company LLC. 12 WFG National Title Insurance Company (listed above) owns the remaining 10% of Homer Recording District Joint Title Plant Company LLC. 13 "GGC Fund III" represents Golden Gate Capital Opportunity Fund, L.P.; Golden Gate Capital Opportunity Fund-A, L.P. and GGCOF IRA Co-Invest L.P. 14 Percentage represents the aggregate ownership among the GGC Fund III entities. 15 Non-voting shares of Nassau Re (Cayman) Ltd. are held by Nassau Cayman Ltd. 16 Name changed from "The Pyramid Life Insurance Company" on March 11, 2019. 17 Name changed from "Nassau CFO Manager LLC" on March 13, 2019. 18 Employees of The Nassau Companies of New York. and its affiliates own 45.91%. Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SUPPLEMENTAL EXHIBITS AND SCHEDULES INTERROGATORIES

The following supplemental reports are required to be filed as part of your statement filing. However, in the event that your company does not transact the type of business for which the special report must be filed, your response of NO to the specific interrogatory will be accepted in lieu of filing a "NONE" report and a bar code will be printed below. If the supplement is required of your company but is not being filed for whatever reason, enter SEE EXPLANATION and provide an explanation following the interrogatory questions. Response 1. Will the Trusteed Surplus Statement be filed with the state of domicile and the NAIC with this statement? NO 2. Will the Medicare Part D Coverage Supplement be filed with the state of domicile and the NAIC with this statement? NO 3. Will the Reasonableness of Assumptions Certification required by Actuarial Guideline XXXV be filed with the state of domicile and electronically with the NAIC? NO 4. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXV be filed with the state of domicile and electronically with the NAIC? NO 5. Will the Reasonableness of Assumptions Certification for Implied Guaranteed Rate Method required by Actuarial Guideline XXXVI be filed with the state of domicile and electronically with the NAIC? NO 6. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI (Updated Average Market Value) be filed with the state of domicile and electronically with the NAIC? NO 7. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI (Updated Market Value) be filed with the state of domicile and electronically with the NAIC? YES 8. Will the Life PBR Statement of Exemption be filed with the state of domicile by July 1st and electronically with the NAIC with the second quarterly filing per the Valuation Manual (by August 15)? (2nd Quarterly Only). The response for 1st and 3rd quarters should be N/A. A NO response resulting with a barcode is only appropriate in the 2nd quarter. N/A

Explanations: 1. The data for this supplement is not required to be filed. 2. The data for this supplement is not required to be filed. 3. The data for this supplement is not required to be filed. 4. The data for this supplement is not required to be filed. 5. The data for this supplement is not required to be filed. 6. The data for this supplement is not required to be filed. 7. 8. Not Applicable for 1st and 3rd Quarters

Bar Code: *67814201949000001* *67814201944700001* *67814201936500001* *67814201944800001* *67814201944500001* *67814201944600001*

Q14 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY Overflow Page for Write-Ins

Additional Write-ins for Summary of Operations: 1 2 3 Current Prior Prior Year Ended Year to Date Year to Date December 31 2704. Interest Exp on Fund Withheld...... 2,898,336 ...... 2,846,105 ...... 12,054,120 2705. Change in GIA...... 1,603,683 ...... 947,549 ...... 5,060,634 2797. Summary of remaining write-ins for Line 27...... 4,502,019 ...... 3,793,654 ...... 17,114,754

Q15 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE A - VERIFICATION Real Estate 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value, December 31 of prior year...... 30,232,118 ...... 30,916,326 2. Cost of acquired: 2.1 Actual cost at time of acquisition...... 1,222,537 ...... 1,293,556 2.2 Additional investment made after acquisition...... 3. Current year change in encumbrances...... 4. Total gain (loss) on disposals...... 5. Deduct amounts received on disposals...... 6. Total foreign exchange change in book/adjusted carrying value...... 7. Deduct current year's other-than-temporary impairment recognized...... 8. Deduct current year's depreciation...... 570,106 ...... 1,977,764 9. Book/adjusted carrying value at end of current period (Lines 1+2+3+4-5+6-7-8)...... 30,884,549 ...... 30,232,118 10. Deduct total nonadmitted amounts...... 11. Statement value at end of current period (Line 9 minus Line 10)...... 30,884,549 ...... 30,232,118

SCHEDULE B - VERIFICATION Mortgage Loans 1 2 Prior Year Ended Year to Date December 31 1. Book value/recorded investment excluding accrued interest, December 31 of prior year...... 269,275,467 ...... 90,938,572 2. Cost of acquired: 2.1 Actual cost at time of acquisition...... 12,550,000 ...... 176,924,417 2.2 Additional investment made after acquisition...... 350,000 ...... 4,250,000 3. Capitalized deferred interest and other...... 4. Accrual of discount...... 5. Unrealized valuation increase (decrease)...... 6. Total gain (loss) on disposals...... 7. Deduct amounts received on disposals...... 996,257 ...... 2,837,522 8. Deduct amortization of premium and mortgage interest points and commitment fees...... 9. Total foreign exchange change in book value/recorded investment excluding accrued interest...... 10. Deduct current year's other-than-temporary impairment recognized...... 11. Book value/recorded investment excluding accrued interest at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)...... 281,179,210 ...... 269,275,467 12. Total valuation allowance...... (563,567) ...... (540,405) 13. Subtotal (Line 11 plus Line 12)...... 280,615,643 ...... 268,735,062 14. Deduct total nonadmitted amounts...... 15. Statement value at end of current period (Line 13 minus Line 14)...... 280,615,643 ...... 268,735,062

SCHEDULE BA - VERIFICATION Other Long-Term Invested Assets 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value, December 31 of prior year...... 617,435,908 ...... 611,661,784 2. Cost of acquired: 2.1 Actual cost at time of acquisition...... 7,924,796 ...... 19,772,610 2.2 Additional investment made after acquisition...... 13,160,373 ...... 60,254,623 3. Capitalized deferred interest and other...... 4. Accrual of discount...... 1,315 ...... 5,941 5. Unrealized valuation increase (decrease)...... 9,377,222 ...... 85,082,393 6. Total gain (loss) on disposals...... (62,607) 7. Deduct amounts received on disposals...... 42,482,644 ...... 159,278,836 8. Deduct amortization of premium and depreciation...... 9. Total foreign exchange change in book/adjusted carrying value...... 10. Deduct current year's other-than-temporary impairment recognized...... 11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)...... 605,416,969 ...... 617,435,908 12. Deduct total nonadmitted amounts...... 4,384,803 ...... 2,520,484 13. Statement value at end of current period (Line 11 minus Line 12)...... 601,032,166 ...... 614,915,424

SCHEDULE D - VERIFICATION Bonds and Stocks 1 2 Prior Year Ended Year to Date December 31 1. Book/adjusted carrying value of bonds and stocks, December 31 of prior year...... 7,397,535,798 ...... 7,592,094,822 2. Cost of bonds and stocks acquired...... 163,768,564 ...... 1,256,429,116 3. Accrual of discount...... 1,133,548 ...... 5,742,350 4. Unrealized valuation increase (decrease)...... 3,765,420 ...... 4,686,656 5. Total gain (loss) on disposals...... 2,914,593 ...... 12,283,726 6. Deduct consideration for bonds and stocks disposed of...... 225,631,807 ...... 1,459,183,496 7. Deduct amortization of premium...... 3,322,535 ...... 8,339,933 8. Total foreign exchange change in book/adjusted carrying value...... (19,414) ...... (54,118) 9. Deduct current year's other-than-temporary impairment recognized...... 812,435 ...... 10,954,296 10. Total investment income recognized as a result of prepayment penalties and/or acceleration fees...... 90,955 ...... 4,830,972 11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9+10)...... 7,339,422,686 ...... 7,397,535,798 12. Deduct total nonadmitted amounts...... 13. Statement value at end of current period (Line 11 minus Line 12)...... 7,339,422,686 ...... 7,397,535,798

QSI01 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 1B Showing the Acquisitions, Dispositions and Non-Trading Activity During the Current Quarter for all Bonds and Preferred Stock by NAIC Designation 1 2 3 4 5 6 7 8 Book/Adjusted Carrying Acquisitions Dispositions Non-Trading Activity Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying Value Beginning During During During Value End of Value End of Value End of Value December 31 NAIC Designation of Current Quarter Current Quarter Current Quarter Current Quarter First Quarter Second Quarter Third Quarter Prior Year

BONDS

1. NAIC 1 (a)...... 4,424,772,643 ...... 78,081,220 ...... 142,051,620 ...... (34,219,402) ...... 4,326,582,841 ...... 4,424,772,643

2. NAIC 2 (a)...... 2,505,210,542 ...... 42,026,168 ...... 49,817,180 ...... 70,997,553 ...... 2,568,417,083 ...... 2,505,210,542

3. NAIC 3 (a)...... 141,044,061 ...... 2,138,324 ...... 1,352,698 ...... (40,013,666) ...... 101,816,021 ...... 141,044,061

4. NAIC 4 (a)...... 59,955,179 ...... 8,296,706 ...... 3,165,969 ...... (8,624,550) ...... 56,461,366 ...... 59,955,179

5. NAIC 5 (a)...... 72,421,750 ...... 8,869,327 ...... 341,263 ...... 2,573,680 ...... 83,523,494 ...... 72,421,750

6. NAIC 6 (a)...... 9,781,608 ...... 7,354,476 ...... 7,649,715 ...... 10,076,847 ...... 9,781,608 Q

S 7. Total Bonds...... 7,213,185,783 ...... 139,411,745 ...... 204,083,206 ...... (1,636,670) ...... 7,146,877,652 ...... 0 ...... 0 ...... 7,213,185,783 I 0 2 PREFERRED STOCK

8. NAIC 1...... 13,495,300 ...... 6,221 ...... 13,501,521 ...... 13,495,300

9. NAIC 2...... 55,652,514 ...... 55,652,514 ...... 55,652,514

10. NAIC 3...... 21,312,911 ...... 21,312,911 ...... 21,312,911

11. NAIC 4...... 23,212,435 ...... 3,852,781 ...... 11,939,763 ...... 613,516 ...... 15,738,969 ...... 23,212,435

12. NAIC 5...... 7,474,000 ...... 6,611,697 ...... 4,170,000 ...... (71,670) ...... 9,844,027 ...... 7,474,000

13. NAIC 6...... 4,800,000 ...... 7,200,000 ...... 12,000,000 ...... 4,800,000

14. Total Preferred Stock...... 125,947,160 ...... 17,664,478 ...... 16,109,763 ...... 548,067 ...... 128,049,942 ...... 0 ...... 0 ...... 125,947,160

15. Total Bonds and Preferred Stock...... 7,339,132,943 ...... 157,076,223 ...... 220,192,969 ...... (1,088,603) ...... 7,274,927,594 ...... 0 ...... 0 ...... 7,339,132,943 (a) Book/Adjusted Carrying Value column for the end of the current reporting period includes the following amount of short-term and cash equivalent bonds by NAIC designation: NAIC 1 $...... 0; NAIC 2 $...... 0; NAIC 3 $...... 0; NAIC 4 $...... 0; NAIC 5 $.....400,000; NAIC 6 $...... 0. Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE DA - PART 1 Short-Term Investments 1 2 3 4 5 Book/Adjusted Actual Interest Collected Paid for Accrued Interest Carrying Value Par Value Cost Year To Date Year To Date

9199999...... 400,000 ...... XXX...... 400,000 ......

SCHEDULE DA - VERIFICATION Short-Term Investments 1 2 Prior Year Ended Year To Date December 31

1. Book/adjusted carrying value, December 31 of prior year...... 246,310 ...... 144,656,511

2. Cost of short-term investments acquired...... 400,050 ...... 70,771,345

3. Accrual of discount...... 526,551

4. Unrealized valuation increase (decrease)...... 1 ...... (1)

5. Total gain (loss) on disposals...... (150,265)

6. Deduct consideration received on disposals...... 246,157 ...... 215,061,512

7. Deduct amortization of premium...... 204 ...... 6,817

8. Total foreign exchange change in book/adjusted carrying value......

9. Deduct current year's other-than-temporary impairment recognized...... 489,502

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)...... 400,000 ...... 246,310

11. Deduct total nonadmitted amounts......

12. Statement value at end of current period (Line 10 minus Line 11)...... 400,000 ...... 246,310

QSI03 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE DB - PART A - VERIFICATION Options, Caps, Floors, Collars, Swaps and Forwards

1. Book/adjusted carrying value, December 31, prior year (Line 9, prior year)......

2. Cost paid/(consideration received) on additions......

3. Unrealized valuation increase/(decrease)...... 293,273

4. Total gain (loss) on termination recognized......

5. Considerations received/(paid) on terminations......

6. Amortization......

7. Adjustment to the book/adjusted carrying value of hedge item......

8. Total foreign exchange change in book/adjusted carrying value......

9. Book/adjusted carrying value at end of current period (Lines 1 + 2 + 3 + 4 - 5 + 6 + 7 + 8)...... 293,273

10. Deduct nonadmitted assets......

11. Statement value at end of current period (Line 9 minus Line 10)...... 293,273

SCHEDULE DB - PART B - VERIFICATION Futures Contracts

1. Book/adjusted carrying value, December 31, prior year (Line 6, prior year)......

2. Cumulative cash change (Section 1, Broker Name/Net Cash Deposits Footnote - Cumulative Cash Change column)......

3.1 Add: Change in variation margin on open contracts - Highly Effective Hedges: 3.11 Section 1, Column 15, current year to date minus...... 3.12 Section 1, Column 15, prior year...... 0 Change in variation margin on open contracts - All Other: 3.13 Section 1, Column 18, current year to date minus...... 3.14 Section 1, Column 18, prior year...... 0 0

3.2 Add: Change in adjustment to basis of hedged item: 3.21 Section 1, Column 17, current year to date minus...... 3.22 Section 1, Column 17, prior year...... 0 Change in amount recognized: NONE 3.23 Section 1, Column 19, current year to date minus...... 3.24 Section 1, Column 19, prior year...... 0 0

3.3 Subtotal (Line 3.1 minus Line 3.2)...... 0

4.1 Cumulative variation margin on terminated contracts during the year......

4.2 Less: 4.21 Amount used to adjust basis of hedged item...... 4.22 Amount recognized...... 0

4.3 Subtotal (Line 4.1 minus Line 4.2)...... 0

5. Dispositions gains (losses) on contracts terminated in prior year: 5.1 Total gain (loss) recognized for terminations in prior year...... 5.2 Total gain (loss) adjusted into the hedged item(s) for the terminations in prior year......

6. Book/adjusted carrying value at end of current period (Lines 1 + 2 + 3.3 - 4.3 - 5.1 - 5.2)...... 0

7. Deduct nonadmitted assets......

8. Statement value at end of current period (Line 6 minus Line 7)...... 0

QSI04 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

Sch. DB - Pt. C - Sn. 1 NONE

Sch. DB - Pt. C - Sn. 2 NONE

QSI05, QSI06 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE DB - VERIFICATION Verification of Book/Adjusted Carrying Value, Fair Value and Potential Exposure of all Open Derivative Contracts

Book/Adjusted Carrying Value Check

1. Part A, Section 1, Column 14...... 293,273

2. Part B, Section 1, Column 15 plus Part B, Section 1 Footnote - Total Ending Cash Balance......

3. Total (Line 1 plus Line 2)...... 293,273

4. Part D, Section 1, Column 5...... 934,605

5. Part D, Section 1, Column 6...... (641,332)

6. Total (Line 3 minus Line 4 minus Line 5)...... 0

Fair Value Check

7. Part A, Section 1, Column 16...... 4,102,642

8. Part B, Section 1, Column 13......

9. Total (Line 7 plus Line 8)...... 4,102,642

10. Part D, Section 1, Column 8...... 4,743,974

11. Part D, Section 1, Column 9...... (641,332)

12. Total (Line 9 minus Line 10 minus Line 11)...... 0

Potential Exposure Check

13. Part A, Section 1, Column 21...... 1,123,263

14. Part B, Section 1, Column 20......

15. Part D, Section 1, Column 11...... 1,123,263

16. Total (Line 13 plus Line 14 minus Line 15)...... 0

QSI07 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE E - PART 2 - VERIFICATION Cash Equivalents 1 2 Prior Year Ended Year To Date December 31

1. Book/adjusted carrying value, December 31 of prior year...... 0 ......

2. Cost of cash equivalents acquired......

3. Accrual of discount......

4. Unrealized valuation increase (decrease)...... 5. Total gain (loss) on disposals...... NONE...... 6. Deduct consideration received on disposals......

7. Deduct amortization of premium......

8. Total foreign exchange change in book/ adjusted carrying value......

9. Deduct current year's other-than-temporary impairment recognized......

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)...... 0 ...... 0

11. Deduct total nonadmitted amounts......

12. Statement value at end of current period (Line 10 minus Line 11)...... 0 ...... 0

QSI08 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE A - PART 2 Showing all Real Estate ACQUIRED AND ADDITIONS MADE During the Current Quarter 1 Location 4 5 6 7 8 9 2 3 Book/Adjusted Carrying Value Additional Investment Made Description of Property City State Date Acquired Name of Vendor Actual Cost at Time of Acquisition Amount of Encumbrances Less Encumbrances After Acquisition Acquired by Purchase One American Row...... Hartford...... CT... 12/01/1956...... 1,222,537 ...... 0199999. Totals...... 1,222,537 ...... 0 ...... 0 ...... 0 0399999. Totals...... 1,222,537 ...... 0 ...... 0 ...... 0 Q E 0 1 SCHEDULE A - PART 3 Showing all Real Estate DISPOSED During the Quarter, Including Payments During the Final Year on "Sales Under Contract " 1 Location 4 5 6 7 8 Change in Book/Adjusted Carrying Value Less Encumbrances 14 15 16 17 18 19 20 2 3 9 10 11 12 13

Expended for Additions, Book/Adjusted Current Year's Book/Adjusted Gross Income Permanent Carrying Value Other-Than- Total Foreign Carrying Value Foreign Earned Less Taxes, Improvements Less Temporary Current Year's Total Change Exchange Less Amounts Exchange Realized Gain Total Gain Interest Repairs, and Disposal and Changes in Encumbrances Current Year's Impairment Change in in B./A.C.V. Change in Encumbrances on Received Gain (Loss) on (Loss) on (Loss) on Incurred on Expenses Description of Property City State Date Name of Purchaser Actual Cost Encumbrances Prior Year Depreciation Recognized Encumbrances (11 - 9 - 10) B./A.C.V. Disposal During Year Disposal Disposal Disposal Encumbrances Incurred NONE Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE B - PART 2 Showing all Mortgage Loans ACQUIRED AND ADDITIONS MADE During the Current Quarter 1 Location 4 5 6 7 8 9 2 3

Loan Number City State Loan Type Date Acquired Rate of Interest Actual Cost at Time of Acquisition Additional Investment Made After Acquisition Value of Land and Buildings Mortgages in Good Standing - Commercial Mortgages - All Other 10118...... MARIETTA...... GA...... 11/07/2018...... 6.159 ...... 350,000 ...... 8,600,000 10119...... GREELEY...... CO...... 02/01/2019...... 6.759 ...... 8,400,000 ...... 14,400,000 10123...... SPARTANBURG...... SC...... 02/28/2019...... 4.550 ...... 4,150,000 ...... 6,655,000 0599999. Total - Mortgages in Good Standing - Commercial Mortgages - All Other...... XXX...... XXX...... 12,550,000 ...... 350,000 ...... 29,655,000 0899999. Total - Mortgages in Good Standing...... XXX...... XXX...... 12,550,000 ...... 350,000 ...... 29,655,000 3399999. Total Mortgages...... XXX...... XXX...... 12,550,000 ...... 350,000 ...... 29,655,000

SCHEDULE B - PART 3 Showing all Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter 1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18 2 3 8 9 10 11 12 13

Book Value / Current Year's Recorded

Q Book Value/Recorded Unrealized Other-Than- Investment Investment Excluding Valuation Current Year's Temporary Capitalized Total Change in Total Foreign Excluding Accrued Foreign Exchange Realized Gain E Loan Accrued Interest Prior Increase (Amortization) / Impairment Deferred Interest Book Value (8 + 9 - Exchange Change Interest on Gain (Loss) on (Loss) on Total Gain (Loss) on 0

2 Loan Number City State Type Date Acquired Disposal Date Year (Decrease) Accretion Recognized and Other 10 + 11) in Book Value Disposal Consideration Disposal Disposal Disposal Mortgages With Partial Repayments 10037...... POUGHKEEPSIE...... NY...... 09/07/2018...... 5,528,386 ...... 0 ...... 39,023 ...... 39,023 ...... 0 10038...... NEW BRITAIN...... CT...... 09/07/2018...... 3,224,892 ...... 0 ...... 22,764 ...... 22,764 ...... 0 10062...... MILWAUKEE...... WI...... 04/06/2017...... 5,268,026 ...... 0 ...... 54,604 ...... 54,604 ...... 0 10063...... MILWAUKEE...... WI...... 04/06/2017...... 1,364,042 ...... 0 ...... 14,139 ...... 14,139 ...... 0 10065...... RENTON...... WA...... 05/05/2017...... 5,500,269 ...... 0 ...... 34,527 ...... 34,527 ...... 0 10071...... NORFOLK...... VA...... 07/14/2017...... 6,842,624 ...... 0 ...... 30,521 ...... 30,521 ...... 0 10076...... VANCOUVER...... WA...... 08/30/2017...... 9,368,782 ...... 0 ...... 43,530 ...... 43,530 ...... 0 10079...... GREENSBORO...... NC...... 08/09/2017...... 2,934,539 ...... 0 ...... 13,497 ...... 13,497 ...... 0 10081...... NOTTINGHAM...... MD...... 09/26/2017...... 5,882,598 ...... 0 ...... 25,932 ...... 25,932 ...... 0 10082...... BEL AIR...... MD...... 09/12/2017...... 5,488,496 ...... 0 ...... 24,612 ...... 24,612 ...... 0 10083...... JUPITER...... FL...... 10/05/2017...... 5,405,844 ...... 0 ...... 46,129 ...... 46,129 ...... 0 10084...... AGOURA HILLS...... CA...... 10/18/2017...... 12,259,048 ...... 0 ...... 73,931 ...... 73,931 ...... 0 10086...... MILWAUKEE...... WI...... 10/04/2017...... 8,074,251 ...... 0 ...... 35,781 ...... 35,781 ...... 0 10087...... PHOENIX...... AZ...... 11/08/2017...... 7,324,677 ...... 0 ...... 44,969 ...... 44,969 ...... 0 10088...... ORLANDO...... FL...... 11/15/2017...... 7,174,321 ...... 0 ...... 32,238 ...... 32,238 ...... 0 10091...... EL PASO...... TX...... 11/28/2017...... 10,059,731 ...... 0 ...... 112,842 ...... 112,842 ...... 0 10099...... ANDERSON...... SC...... 03/16/2018...... 11,819,499 ...... 0 ...... 69,037 ...... 69,037 ...... 0 10103...... COLUMBUS...... OH...... 04/11/2018...... 13,334,543 ...... 0 ...... 72,338 ...... 72,338 ...... 0 10112...... PUYALLUP...... WA...... 08/29/2018...... 20,839,818 ...... 0 ...... 162,052 ...... 162,052 ...... 0 10116...... LONGMONT...... CO...... 09/14/2018...... 11,071,081 ...... 0 ...... 43,793 ...... 43,793 ...... 0 0299999. Total - Mortgages With Partial Repayments...... 158,765,467 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 996,259 ...... 996,259 ...... 0 ...... 0 ...... 0 0599999. Total Mortgages...... 158,765,467 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 996,259 ...... 996,259 ...... 0 ...... 0 ...... 0 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE BA - PART 2 Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE During the Current Quarter 1 2 Location 5 6 7 8 9 10 11 12 13 3 4

NAIC Desig- nation and Admini- strative Symbol/ Date Market Originally Type and Actual Cost at Time of Additional Investment Amount of Commitment for Percentage of CUSIP Identification Name or Description City State Name of Vendor or General Partner Indicator Acquired Strategy Acquisition Made after Acquisition Encumbrances Additional Investment Ownership Joint Venture or Partnership Interests That Have Underlying Characteristics of Fixed Income - Unaffiliated 46332# 12 4 Ironwood Mezzanine Fund IV-B LP...... CT.... Ironwood Mezzanine Fund IV-B LP...... 2FE...... 06/20/2018...... 87,398 ...... 2,145,836 ...... 1.830 46332# 12 4 Ironwood Mezzanine Fund IV-B LP...... CT.... Ironwood Mezzanine Fund IV-B LP...... 2FE...... 06/20/2018...... 87,398 ...... 2,145,836 ...... 1.830 1399999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Fixed Income - Unaffiliated...... 0 ...... 174,796 ...... 0 ...... 4,291,671 ...... XXX...... Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks - Unaffiliated Corsair III...... NY.... Corsair III...... 08/30/2007...... 1 ...... 4,494 ...... 301,893 ...... 0.443 Harbour Group Investments V...... MO... Harbour Group Investments V...... 03/31/2006...... 1 ...... 34,513 ...... 166,867 ...... 0.792 Capital Z Partners III...... NY.... Capital Z Partners III...... 09/19/2008...... 1 ...... 1,860 ...... 163,735 ...... 1.484 LON Doughty Hanson & Co IV...... DON Doughty Hanson & Co IV...... 08/03/2003...... 1 ...... 10,355 ...... 154,761 ...... 0.467 Seidler IV...... CA.... Seidler IV...... 04/26/2010...... 1 ...... 8,000 ...... 76,000 ...... 1.337 Hancock Capital Partners IV...... MA... Hancock Capital Partners IV...... 12/03/2007...... 2 ...... 3,747 ...... 345,675 ...... 3.339 Carlyle Mezzanine Partners II...... NY.... Carlyle Mezzanine Partners II...... 05/08/2008...... 2 ...... 13,963 ...... 736,038 ...... 1.212

Q GCG Investors II...... IL...... GCG Investors II...... 07/01/2008...... 2 ...... 33,611 ...... 283,976 ...... 3.822

E Tower Square Capital Partners III...... MA... Tower Square Capital Partners III...... 07/15/2008...... 2 ...... 6,912 ...... 282,747 ...... 1.145 0 Hancock Capital Partners IV...... MA... Hancock Capital Partners IV...... 12/03/2007...... 2 ...... 3,747 ...... 345,675 ...... 3.339 3 Carlyle Mezzanine Partners II...... NY.... Carlyle Mezzanine Partners II...... 05/08/2008...... 2 ...... 13,963 ...... 736,038 ...... 1.212 GCG Investors II...... IL...... GCG Investors II...... 07/01/2008...... 2 ...... 33,611 ...... 283,976 ...... 3.822 Tower Square Capital Partners III...... MA... Tower Square Capital Partners III...... 07/15/2008...... 2 ...... 6,912 ...... 282,747 ...... 1.145 Jefferies V...... NY.... Jefferies V...... 08/16/2010...... 1 ...... 14,123 ...... 603,598 ...... 6.027 AEA Investors Small Business Fund II...... NY.... AEA Investors Small Business Fund II...... 02/21/2011...... 1 ...... 8,783 ...... 248,226 ...... 0.270 Yukon Partners...... MN... Yukon Partners...... 06/15/2011...... 2 ...... 3,095 ...... 56,775 ...... 1.297 Yukon Partners...... MN... Yukon Partners...... 06/15/2011...... 2 ...... 3,095 ...... 56,775 ...... 1.297 Wellspring Capital Partners V...... NY.... Wellspring Capital Partners V...... 07/01/2011...... 1 ...... 24,170 ...... 1,599,761 ...... 0.311 PineBridge Structured Capital Ptnrs II...... NY.... PineBridge Structured Capital Ptnrs II...... 07/01/2011...... 2 ...... 115,539 ...... 99,188 ...... 4.059 PineBridge Structured Capital Ptnrs II...... NY.... PineBridge Structured Capital Ptnrs II...... 07/01/2011...... 2 ...... 115,539 ...... 99,188 ...... 4.059 Gridiron II...... CT.... Gridiron II...... 07/25/2011...... 1 ...... 28,801 ...... 458,334 ...... 1.411 Carousel Capital Partners IV...... NC.... Carousel Capital Partners IV...... 12/29/2011...... 1 ...... 6,655 ...... 670,379 ...... 1.323 NYLCAP Mezzanine Partners III...... NY.... NYLCAP Mezzanine Partners III...... 01/05/2012...... 2 ...... 6,430 ...... 13,117 ...... 0.508 NYLCAP Mezzanine Partners III...... NY.... NYLCAP Mezzanine Partners III...... 01/05/2012...... 2 ...... 6,430 ...... 13,117 ...... 0.508 Ironwood Mezzanine Fund III...... CT.... Ironwood Mezzanine Fund III...... 07/26/2012...... 2 ...... 4,622 ...... 197,728 ...... 2.097 Ironwood Mezzanine Fund III...... CT.... Ironwood Mezzanine Fund III...... 07/26/2012...... 2 ...... 4,622 ...... 197,728 ...... 2.097 Windjammer Senior Equity Fund IV...... CA.... Windjammer Senior Equity Fund IV...... 09/14/2012...... 2 ...... 135,592 ...... 689,902 ...... 0.516 Windjammer Senior Equity Fund IV...... CA.... Windjammer Senior Equity Fund IV...... 09/14/2012...... 2 ...... 135,592 ...... 689,902 ...... 0.516 Hancock Mezzanine V...... MA... Hancock Mezzanine V...... 10/29/2012...... 2 ...... 930 ...... 276,542 ...... 1.192 Hancock Mezzanine V...... MA... Hancock Mezzanine V...... 10/29/2012...... 2 ...... 930 ...... 276,542 ...... 1.192 Harbour Group Investments VI...... MO... Harbour Group Investments VI...... 11/08/2012...... 1 ...... 330,274 ...... 1,303,496 ...... 0.672 HKW Management IV...... NY.... HKW Management IV...... 11/28/2012...... 1 ...... 11,150 ...... 402,264 ...... 1.895 NB Strategic Co-Investment Partners II...... NY.... NB Strategic Co-Investment Partners II...... 12/20/2012...... 1 ...... 15,427 ...... 435,083 ...... 0.476 Sigma Prime Partners IX...... MA... Sigma Prime Partners IX...... 07/10/2013...... 1 ...... 132,327 ...... 277,931 ...... 4.204 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE BA - PART 2 Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE During the Current Quarter 1 2 Location 5 6 7 8 9 10 11 12 13 3 4

NAIC Desig- nation and Admini- strative Symbol/ Date Market Originally Type and Actual Cost at Time of Additional Investment Amount of Commitment for Percentage of CUSIP Identification Name or Description City State Name of Vendor or General Partner Indicator Acquired Strategy Acquisition Made after Acquisition Encumbrances Additional Investment Ownership Huron Fund IV...... MI..... Huron Fund IV...... 07/09/2013...... 1 ...... 156,000 ...... 202,796 ...... 0.812 DFW Capital Partners IV...... NJ.... DFW Capital Partners IV...... 08/12/2013...... 1 ...... 3,748 ...... 532,995 ...... 2.306 American Infrastructure MLP Fund II...... CA.... American Infrastructure MLP Fund II...... 08/09/2013...... 10 ...... 120,000 ...... 742,000 ...... 1.155 American Infrastructure MLP Fund II...... CA.... American Infrastructure MLP Fund II...... 08/09/2013...... 10 ...... 120,000 ...... 742,000 ...... 1.155 AEA Mezzanine Fund III...... NY.... AEA Mezzanine Fund III...... 08/14/2013...... 2 ...... 10,851 ...... 228,516 ...... 0.870 AEA Mezzanine Fund III...... NY.... AEA Mezzanine Fund III...... 08/14/2013...... 2 ...... 10,851 ...... 228,516 ...... 0.870 Midwest Mezzanine Fund V...... IL...... Midwest Mezzanine Fund V...... 08/08/2013...... 2 ...... 29,630 ...... 158,769 ...... 7.206 Midwest Mezzanine Fund V...... IL...... Midwest Mezzanine Fund V...... 08/08/2013...... 2 ...... 29,630 ...... 158,769 ...... 7.206 Bison Capital IV...... CA.... Bison Capital IV...... 09/05/2013...... 1 ...... 122,459 ...... 655,994 ...... 2.542 Northstar Mezz Partners VI...... MN... Northstar Mezz Partners VI...... 09/27/2013...... 2 ...... 83,251 ...... 807,230 ...... 1.654 Northstar Mezz Partners VI...... MN... Northstar Mezz Partners VI...... 09/27/2013...... 2 ...... 83,251 ...... 807,230 ...... 1.654 Trinity Hunt Partners IV...... TX.... Trinity Hunt Partners IV...... 10/11/2013...... 1 ...... 10,299 ...... 838,863 ...... 2.005 Yukon Partners II...... MN... Yukon Partners II...... 01/16/2014...... 2 ...... 37,739 ...... 393,780 ...... 0.978 Q

E Yukon Partners II...... MN... Yukon Partners II...... 01/28/2014...... 2 ...... 37,739 ...... 393,780 ...... 0.978

0 Cyprium Investors IV...... OH... Cyprium Investors IV...... 12/30/2013...... 2 ...... 43,546 ...... 754,972 ...... 0.869 3 Cyprium Investors IV...... OH... Cyprium Investors IV...... 12/30/2013...... 2 ...... 43,546 ...... 754,972 ...... 0.869 . 1 Tower Square Capital Partners IV...... MA... Tower Square Capital Partners IV...... 01/16/2014...... 2 ...... 34,169 ...... 810,260 ...... 1.378 Tower Square Capital Partners IV...... MA... Tower Square Capital Partners IV...... 01/28/2014...... 2 ...... 34,169 ...... 810,260 ...... 1.378 Kayne Credit Opportunities Fund...... DE.... Kayne Credit Opportunities Fund...... 04/15/2014...... 2 ...... 3,606 ...... 35,041 ...... 0.279 Kayne Credit Opportunities Fund...... DE.... Kayne Credit Opportunities Fund...... 04/15/2014...... 2 ...... 3,606 ...... 35,041 ...... 0.279 Riverside Micro-Cap Fund III ...... NY.... Riverside Micro-Cap Fund III ...... 07/30/2014...... 1 ...... 312,701 ...... 591,342 ...... 0.761 Stage 1 Growth Fund Series 3...... MA... Stage 1 Growth Fund Series 3...... 07/22/2014...... 5 ...... 735,000 ...... - ...... 39.150 Stage 1 Growth Fund Series 3...... MA... Stage 1 Growth Fund Series 3...... 07/22/2014...... 5 ...... 735,000 ...... - ...... 39.150 GoldPoint Partners Co-Invest V...... NY.... GoldPoint Partners Co-Invest V...... 08/07/2014...... 1 ...... 25,550 ...... 340,328 ...... 0.728 NS UMS LLC...... DE.... NS UMS LLC...... 12/31/2014...... 5 ...... 24,668 ...... - ...... 3.152 NS UMS LLC...... DE.... NS UMS LLC...... 12/31/2014...... 5 ...... 24,668 ...... - ...... 3.152 Savano Capital Partners II...... DE.... Savano Capital Partners II...... 01/12/2015...... 1 ...... 925,000 ...... 275,000 ...... 5.504 Oaktree Mezzanine Fund IV...... DE.... Oaktree Mezzanine Fund IV...... 01/15/2015...... 2 ...... 154,000 ...... 1,580,499 ...... 0.496 Oaktree Mezzanine Fund IV...... DE.... Oaktree Mezzanine Fund IV...... 01/15/2015...... 2 ...... 154,000 ...... 1,580,499 ...... 0.496 Stage 1 Growth Fund - Series G...... MA... Stage 1 Growth Fund - Series G...... 02/10/2015...... 5 ...... 802,750 ...... - ...... 39.150 Stage 1 Growth Fund - Series G...... MA... Stage 1 Growth Fund - Series G...... 02/10/2015...... 5 ...... 802,750 ...... - ...... 39.150 Maranon Mezzanine II...... DE.... Maranon Mezzanine II...... 03/09/2015...... 2 ...... 104,260 ...... 610,572 ...... 3.143 Maranon Mezzanine II...... DE.... Maranon Mezzanine II...... 03/09/2015...... 2 ...... 104,260 ...... 610,572 ...... 3.143 JLL Partners VII...... DE.... JLL Partners VII...... 03/20/2015...... 1 ...... 363,196 ...... 1,621,469 ...... 0.494 Lux Ventures IV...... DE.... Lux Ventures IV...... 04/09/2015...... 1 ...... 150,000 ...... 850,000 ...... 1.384 Argosy Investment Partners Parallel V...... DE.... Argosy Investment Partners Parallel V...... 04/09/2015...... 1 ...... 540,001 ...... 483,121 ...... 22.500 Pinnacle Venture IV...... DE.... Pinnacle Venture IV...... 05/14/2015...... 1 ...... 1,163,852 ...... 36,148 ...... 11.680 Edison Venture Fund VIII...... DE.... Edison Venture Fund VIII...... 07/14/2015...... 1 ...... 50,000 ...... 400,000 ...... 1.816 Huron Acquisition Co LLC...... DE.... Huron Acquisition Co LLC...... 08/31/2015...... 5 ...... 4,043 ...... - ...... 0.150 Huron Acquisition Co LLC...... DE.... Huron Acquisition Co LLC...... 08/31/2015...... 5 ...... 4,043 ...... - ...... 0.150 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE BA - PART 2 Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE During the Current Quarter 1 2 Location 5 6 7 8 9 10 11 12 13 3 4

NAIC Desig- nation and Admini- strative Symbol/ Date Market Originally Type and Actual Cost at Time of Additional Investment Amount of Commitment for Percentage of CUSIP Identification Name or Description City State Name of Vendor or General Partner Indicator Acquired Strategy Acquisition Made after Acquisition Encumbrances Additional Investment Ownership Oaktree Power Opportunities IV...... DE.... Oaktree Power Opportunities IV...... 01/18/2016...... 1 ...... 67,833 ...... 387,808 ...... 0.452 NB Strategic Co-Investment Partners III...... DE.... NB Strategic Co-Investment Partners III...... 01/18/2016...... 1 ...... 328,225 ...... 1,686,946 ...... 0.511 Peninsula Fund VI...... DE.... Peninsula Fund VI...... 02/23/2016...... 2 ...... 206,604 ...... 1,276,781 ...... 0.976 Peninsula Fund VI...... DE.... Peninsula Fund VI...... 02/23/2016...... 2 ...... 206,604 ...... 1,276,781 ...... 0.976 TA XII-A...... DE.... TA XII-A...... 02/23/2016...... 1 ...... 462,500 ...... 862,500 ...... 0.131 DFW Capital Partners V...... DE.... DFW Capital Partners V...... 05/11/2016...... 1 ...... 361,111 ...... 1,118,884 ...... 1.393 Aurora Equity Partners V...... DE.... Aurora Equity Partners V...... 06/08/2016...... 1 ...... 783,699 ...... 3,832,288 ...... 1.132 Arrowhead Capital Fund III...... DE.... Arrowhead Capital Fund III...... 10/31/2016...... 1 ...... 2,307 ...... 428,733 ...... 5.251 ManchesterStory Venture...... DE.... ManchesterStory Venture...... 02/01/2017...... 1 ...... 735,389 ...... 3,968,640 ...... 4.960 Freight Farm Investors, LLC...... DE.... Freight Farm Investors, LLC...... 05/31/2017...... 5 ...... 127,200 ...... - ...... 50.000 Makena Real Estate Fund II...... DE.... Makena Real Estate Fund II...... 06/20/2017...... 2 ...... 66,209 ...... 718,755 ...... 1.375 Blue Ocean Income Fund LP...... DE.... Blue Ocean Income Fund LP...... 10/29/2018...... 45,900 ...... 80,914 ...... PTI Technovations LLC...... OH... PTI Technovations LLC...... 01/01/2019...... 5 ...... 1,250,000 ...... - ...... 4.165 Q

E AIC Credit Opportunities Partners Fund II LP...... DE.... AIC Credit Opportunities Partners Fund II LP...... 03/04/2019...... 6,500,000 ...... 3,500,000 ...... 7.281

0 Arrowhead Capital Fund III...... DE.... Arrowhead Capital Fund III...... 10/31/2016...... 1 ...... 2,307 ...... 428,733 ...... 5.251 3 Freight Farm Investors, LLC...... DE.... Freight Farm Investors, LLC...... 05/31/2017...... 5 ...... 127,200 ...... - ...... 50.000 . 2 Makena Real Estate Fund II...... DE.... Makena Real Estate Fund II...... 06/20/2017...... 2 ...... 66,209 ...... 718,755 ...... 1.375 Blue Ocean Income Fund LP...... DE.... Blue Ocean Income Fund LP...... 10/29/2018...... 45,900 ...... 80,914 ...... THL Credit DL IV Fndg LLC CB...... DE.... THL Credit DL IV Fndg LLC CB...... 11/02/2018...... 35,657 ...... 136,285 ...... 0.202 THL Credit DL IV Fndg LLC 9014...... DE.... THL Credit DL IV Fndg LLC 9014...... 11/02/2018...... 11,886 ...... 212,095 ...... 0.067 1599999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks - Unaffiliated...... 7,750,000 ...... 13,160,373 ...... 0 ...... 52,612,845 ...... XXX...... 4499999. Subtotal - Unaffiliated...... 7,750,000 ...... 13,335,169 ...... 0 ...... 56,904,516 ...... XXX...... 4699999. Totals...... 7,750,000 ...... 13,335,169 ...... 0 ...... 56,904,516 ...... XXX......

SCHEDULE BA - PART 3 Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter 1 2 Location 5 6 7 8 Changes in Book/Adjusted Carrying Value 15 16 17 18 19 20 3 4 9 10 11 12 13 14

Book/Adjusted Current Year's Current Year's Book/Adjusted Carrying Value Unrealized (Depreciation) Other-Than- Capitalized Total Foreign Carrying Value Foreign Date Less Valuation or Temporary Deferred Total Change Exchange Less Exchange Realized Gain Total Gain Originally Disposal Encumbrances, Increase (Amortization) Impairment Interest and in B./A.C.V. Change in Encumbrances Gain (Loss) on (Loss) on (Loss) on Investment CUSIP Identification Name or Description City State Name of Purchaser or Nature of Disposal Acquired Date Prior Year (Decrease) / Accretion Recognized Other (9+10-11+12) B./A.C.V. on Disposal Consideration Disposal Disposal Disposal Income Joint Venture or Partnership Interests That Have Underlying Characteristics of Fixed Income - Unaffiliated Global Transport Income Fund...... LUX Partial disposal...... 08/31/2018 02/19/2019 ...... 100,842 - ...... 0 ...... 100,842 ...... 100,842 ...... 0 ...... 11,441 1399999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Fixed Income - Unaffiliated...... 100,842 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 100,842 ...... 100,842 ...... 0 ...... 0 ...... 0 ...... 11,441 Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks - Unaffiliated VSS Communications Partners IV...... NY.. Partial disposal...... 03/31/2006 02/14/2019 ...... 13,798 - ...... 0 ...... 13,798 ...... 13,798 ...... 0 - ...... Corsair III...... NY.. Partial disposal...... 08/30/2007 01/04/2019 ...... 229 - ...... 0 ...... 229 ...... 229 ...... 0 - ...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE BA - PART 3 Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter 1 2 Location 5 6 7 8 Changes in Book/Adjusted Carrying Value 15 16 17 18 19 20 3 4 9 10 11 12 13 14

Book/Adjusted Current Year's Current Year's Book/Adjusted Carrying Value Unrealized (Depreciation) Other-Than- Capitalized Total Foreign Carrying Value Foreign Date Less Valuation or Temporary Deferred Total Change Exchange Less Exchange Realized Gain Total Gain Originally Disposal Encumbrances, Increase (Amortization) Impairment Interest and in B./A.C.V. Change in Encumbrances Gain (Loss) on (Loss) on (Loss) on Investment CUSIP Identification Name or Description City State Name of Purchaser or Nature of Disposal Acquired Date Prior Year (Decrease) / Accretion Recognized Other (9+10-11+12) B./A.C.V. on Disposal Consideration Disposal Disposal Disposal Income Kelso Investment Associates VII...... NY.. Partial disposal...... 05/27/2004 03/20/2019 ...... 9,985 - ...... 0 ...... 9,985 ...... 9,985 ...... 0 - ...... Capital Z Partners III...... NY.. Partial disposal...... 09/19/2008 02/27/2019 ...... 25,821 - ...... 0 ...... 25,821 ...... 25,821 ...... 0 ...... 25,821 KIA VIII (International)...... NY.. Partial disposal...... 12/31/2009 02/14/2019 ...... 156,587 - ...... 0 ...... 156,587 ...... 156,587 ...... 0 - ...... TA XI...... MA. Partial disposal...... 07/30/2010 03/15/2019 ...... 245,491 - ...... 0 ...... 245,491 ...... 245,491 ...... 0 ...... 245,491 Summit VII-A...... MA. Partial disposal...... 08/05/2005 03/01/2019 ...... 72,883 - ...... 0 ...... 72,883 ...... 72,883 ...... 0 - ...... Sigma Partners 7...... CA.. Partial disposal...... 11/01/2005 03/26/2019 ...... 4,288,472 - ...... 0 ...... 4,288,472 .....4,288,472 ...... 0 .....2,565,171 Sigma Partners 8...... MA. Partial disposal...... 12/30/2009 03/21/2019 ...... 887,252 - ...... 0 ...... 887,252 ...... 887,252 ...... 0 ...... 499,348 Jefferies Capital Partners IV...... NY.. Partial disposal...... 04/12/2005 03/28/2019 ...... 6,263 - ...... 0 ...... 6,263 ...... 6,263 ...... 0 - ...... Point Judith Capital Partners II...... NY.. Partial disposal...... 06/09/2006 02/25/2019 ...... 946,431 - ...... 0 ...... 946,431 ...... 946,431 ...... 0 ...... 188,075 Emerald Partners V...... MA. Partial disposal...... 06/30/2005 03/29/2019 ...... 75,735 - ...... 0 ...... 75,735 ...... 75,735 ...... 0 - ...... Sterling Venture Partners II...... MD. Partial disposal...... 12/21/2004 03/12/2019 ...... 764,137 - ...... 0 ...... 764,137 ...... 764,137 ...... 0 - ...... Battery Ventures VI...... MA. Full disposal...... 05/16/2000 02/26/2019 ...... 8,002 ...... 5,572 ...... 5,572 ...... 13,574 ...... 13,574 ...... 0 ...... 6,685 Kirtland Capital Partners IV...... OH. Partial disposal...... 10/26/2004 03/26/2019 ...... 350,235 - ...... 0 ...... 350,235 ...... 350,235 ...... 0 - ...... Banc Fund VIII...... IL.... Partial disposal...... 04/30/2008 03/27/2019 ...... 384,000 - ...... 0 ...... 384,000 ...... 384,000 ...... 0 - ...... Seidler IV...... CA.. Partial disposal...... 04/26/2010 01/30/2019 ...... 2,342 - ...... 0 ...... 2,342 ...... 2,342 ...... 0 ...... 2,342

Q Silver Creek Low Vol Strategies II...... WA. Partial disposal...... 07/30/2007 03/01/2019 ...... 111,725 - ...... 0 ...... 111,725 ...... 111,725 ...... 0 - ......

E MacQuarie Infrastructure Partners...... NY.. Partial disposal...... 03/28/2007 01/17/2019 ...... 55,931 - ...... 0 ...... 55,931 ...... 55,931 ...... 0 ...... 55,931

0 American Infrastructure MLP Private Equity Fund...... CA.. Partial disposal...... 12/03/2007 03/11/2019 ...... 1,323,181 - ...... 0 ...... 1,323,181 .....1,323,181 ...... 0 ...... 6,966 3

. Stage 1 One/Pin...... MA. Partial disposal...... 04/01/2008 01/31/2019 ...... 3,050,591 - ...... 0 ...... 3,050,591 .....3,050,591 ...... 0 .....3,050,591 3 Patara Co-Investment...... NY.. Full disposal...... 05/04/2010 03/15/2019 ...... 14,559 ...... (2,397) ...... (2,397) ...... 12,162 ...... 12,162 ...... 0 ....(1,335,783) Silver Creek Continuation...... WA. Partial disposal...... 12/31/2010 03/01/2019 ...... 169,999 - ...... 0 ...... 169,999 ...... 169,999 ...... 0 - ...... MacQuarie Infrastructure Partners...... NY.. Partial disposal...... 03/28/2007 01/17/2019 ...... 33,559 - ...... 0 ...... 33,559 ...... 33,559 ...... 0 ...... 33,559 American Infrastructure MLP Private Equity Fund...... CA.. Partial disposal...... 12/03/2007 03/11/2019 ...... 1,323,181 - ...... 0 ...... 1,323,181 .....1,323,181 ...... 0 ...... 6,966 Stage 1 One/Pin...... MA. Partial disposal...... 04/01/2008 01/31/2019 ...... 3,050,591 - ...... 0 ...... 3,050,591 .....3,050,591 ...... 0 .....3,050,591 OCM Opportunities Fund VIIb...... CA.. Partial disposal...... 06/03/2008 03/28/2019 ...... 10,709 - ...... 0 ...... 10,709 ...... 10,709 ...... 0 - ...... Patara Co-Investment...... NY.. Full disposal...... 05/04/2010 03/15/2019 ...... 14,559 ...... (2,397) ...... (2,397) ...... 12,162 ...... 12,162 ...... 0 ....(1,335,783) Northstar Mezz Partners V...... MN. Partial disposal...... 08/30/2007 03/28/2019 ...... 10,892 - ...... 0 ...... 10,892 ...... 10,892 ...... 0 ...... 10,892 TCW/Crescent Mezzanine III...... NY.. Full disposal...... 05/15/2001 01/11/2019 ...... 20,586 ...... 672 ...... 672 ...... 21,258 ...... 21,258 ...... 0 ...... (397,254) Green Mountain Partners III...... VT.. Partial disposal...... 07/08/2002 01/11/2019 ...... 167,951 - ...... 0 ...... 167,951 ...... 167,951 ...... 0 - ...... OCM Mezzanine Fund II...... CA.. Partial disposal...... 03/17/2006 03/20/2019 ...... 5,238 - ...... 0 ...... 5,238 ...... 5,238 ...... 0 - ...... Ironwood Mezzanine Fund II...... CT.. Partial disposal...... 04/03/2007 02/13/2019 ...... 471,036 - ...... 0 ...... 471,036 ...... 471,036 ...... 0 ...... 371,540 Hancock Capital Partners IV...... MA. Partial disposal...... 12/03/2007 02/20/2019 ...... 247,704 - ...... 0 ...... 247,704 ...... 247,704 ...... 0 ...... Carlyle Mezzanine Partners II...... NY.. Partial disposal...... 05/08/2008 02/22/2019 ...... 63,673 - ...... 0 ...... 63,673 ...... 63,673 ...... 0 - ...... GCG Investors II...... IL.... Partial disposal...... 07/01/2008 01/17/2019 ...... 33,611 - ...... 0 ...... 33,611 ...... 33,611 ...... 0 ...... 33,611 Tower Square Capital Partners III...... MA. Partial disposal...... 07/15/2008 01/29/2019 ...... 27,163 - ...... 0 ...... 27,163 ...... 27,163 ...... 0 ...... 27,163 Summit Partners Sub Debt IV-A...... MA. Partial disposal...... 02/01/2010 02/28/2019 ...... 107,601 - ...... 0 ...... 107,601 ...... 107,601 ...... 0 ...... 9,503 Northstar Mezz Partners V...... MN. Partial disposal...... 08/30/2007 03/28/2019 ...... 10,892 - ...... 0 ...... 10,892 ...... 10,892 ...... 0 ...... 10,892 OCM Mezzanine Fund II...... CA.. Partial disposal...... 03/17/2006 03/20/2019 ...... 3,952 - ...... 0 ...... 3,952 ...... 3,952 ...... 0 - ...... Ironwood Mezzanine Fund II...... CT.. Partial disposal...... 04/03/2007 02/13/2019 ...... 471,036 - ...... 0 ...... 471,036 ...... 471,036 ...... 0 ...... 371,540 Hancock Capital Partners IV...... MA. Partial disposal...... 12/03/2007 02/20/2019 ...... 247,704 - ...... 0 ...... 247,704 ...... 247,704 ...... 0 - ...... Carlyle Mezzanine Partners II...... NY.. Partial disposal...... 05/08/2008 02/22/2019 ...... 63,673 - ...... 0 ...... 63,673 ...... 63,673 ...... 0 - ...... GCG Investors II...... IL.... Partial disposal...... 07/01/2008 01/17/2019 ...... 33,611 - ...... 0 ...... 33,611 ...... 33,611 ...... 0 ...... 33,611 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE BA - PART 3 Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter 1 2 Location 5 6 7 8 Changes in Book/Adjusted Carrying Value 15 16 17 18 19 20 3 4 9 10 11 12 13 14

Book/Adjusted Current Year's Current Year's Book/Adjusted Carrying Value Unrealized (Depreciation) Other-Than- Capitalized Total Foreign Carrying Value Foreign Date Less Valuation or Temporary Deferred Total Change Exchange Less Exchange Realized Gain Total Gain Originally Disposal Encumbrances, Increase (Amortization) Impairment Interest and in B./A.C.V. Change in Encumbrances Gain (Loss) on (Loss) on (Loss) on Investment CUSIP Identification Name or Description City State Name of Purchaser or Nature of Disposal Acquired Date Prior Year (Decrease) / Accretion Recognized Other (9+10-11+12) B./A.C.V. on Disposal Consideration Disposal Disposal Disposal Income Tower Square Capital Partners III...... MA. Partial disposal...... 07/15/2008 01/29/2019 ...... 27,163 - ...... 0 ...... 27,163 ...... 27,163 ...... 0 ...... 27,163 Summit Partners Sub Debt IV-A...... MA. Partial disposal...... 02/01/2010 02/28/2019 ...... 107,601 - ...... 0 ...... 107,601 ...... 107,601 ...... 0 ...... 9,503 Jefferies V...... NY.. Partial disposal...... 08/16/2010 03/25/2019 ...... 275,184 - ...... 0 ...... 275,184 ...... 275,184 ...... 0 - ...... TA Subordinated Debt Fund III...... MA. Partial disposal...... 11/08/2010 03/19/2019 ...... 25,000 - ...... 0 ...... 25,000 ...... 25,000 ...... 0 ...... 25,000 TA Subordinated Debt Fund III...... MA. Partial disposal...... 11/08/2010 03/19/2019 ...... 25,000 - ...... 0 ...... 25,000 ...... 25,000 ...... 0 ...... 25,000 AEA Investors Small Business Fund II...... NY.. Partial disposal...... 02/21/2011 01/29/2019 ...... 1,913,879 - ...... 0 ...... 1,913,879 .....1,913,879 ...... 0 .....1,185,545 Oaktree Mezzanine Fund III...... CA.. Partial disposal...... 02/16/2011 03/21/2019 ...... 4,980 - ...... 0 ...... 4,980 ...... 4,980 ...... 0 ...... 4,980 Oaktree Mezzanine Fund III...... CA.. Partial disposal...... 02/16/2011 03/21/2019 ...... 4,980 - ...... 0 ...... 4,980 ...... 4,980 ...... 0 ...... 4,980 Yukon Partners...... MN. Partial disposal...... 06/15/2011 02/20/2019 ...... 210,468 - ...... 0 ...... 210,468 ...... 210,468 ...... 0 ...... 38,901 Yukon Partners...... MN. Partial disposal...... 06/15/2011 02/20/2019 ...... 210,468 - ...... 0 ...... 210,468 ...... 210,468 ...... 0 ...... 38,901 Wellspring Capital Partners V...... NY.. Partial disposal...... 07/01/2011 01/24/2019 ...... 19,108 - ...... 0 ...... 19,108 ...... 19,108 ...... 0 ...... 19,108 PineBridge Structured Capital Ptnrs II...... NY.. Partial disposal...... 07/01/2011 02/28/2019 ...... 43,991 - ...... 0 ...... 43,991 ...... 43,991 ...... 0 - ...... PineBridge Structured Capital Ptnrs II...... NY.. Partial disposal...... 07/01/2011 02/28/2019 ...... 43,991 - ...... 0 ...... 43,991 ...... 43,991 ...... 0 - ...... Gridiron II...... CT.. Partial disposal...... 07/25/2011 01/08/2019 ...... 962,093 - ...... 0 ...... 962,093 ...... 962,093 ...... 0 ...... 435,772 New Canaan Funding Mezzanine V...... CT.. Partial disposal...... 08/05/2011 02/04/2019 ...... 268,529 - ...... 0 ...... 268,529 ...... 268,529 ...... 0 ...... 58,410

Q New Canaan Funding Mezzanine V...... CT.. Partial disposal...... 08/05/2011 02/04/2019 ...... 268,529 - ...... 0 ...... 268,529 ...... 268,529 ...... 0 ...... 58,410

E Point Judith III...... NY.. Partial disposal...... 11/21/2011 02/11/2019 ...... 727,292 - ...... 0 ...... 727,292 ...... 727,292 ...... 0 ...... 727,292

0 Carousel Capital Partners IV...... NC.. Partial disposal...... 12/29/2011 02/26/2019 ...... 8,191 - ...... 0 ...... 8,191 ...... 8,191 ...... 0 ...... 8,191 3

. NYLCAP Mezzanine Partners III...... NY.. Partial disposal...... 01/05/2012 02/25/2019 ...... 41,055 - ...... 0 ...... 41,055 ...... 41,055 ...... 0 ...... 4 NYLCAP Mezzanine Partners III...... NY.. Partial disposal...... 01/05/2012 02/25/2019 ...... 41,055 - ...... 0 ...... 41,055 ...... 41,055 ...... 0 ...... BrownSavano Direct Capital Partners...... MD. Partial disposal...... 06/12/2012 01/30/2019 ...... 120,773 - ...... 0 ...... 120,773 ...... 120,773 ...... 0 ...... 120,773 Ironwood Mezzanine Fund III...... CT.. Partial disposal...... 07/26/2012 03/21/2019 ...... 149,807 - ...... 0 ...... 149,807 ...... 149,807 ...... 0 ...... 17,836 Ironwood Mezzanine Fund III...... CT.. Partial disposal...... 07/26/2012 03/21/2019 ...... 149,807 - ...... 0 ...... 149,807 ...... 149,807 ...... 0 ...... 17,836 Windjammer Senior Equity Fund IV...... CA.. Partial disposal...... 09/14/2012 03/28/2019 ...... 19,281 - ...... 0 ...... 19,281 ...... 19,281 ...... 0 ...... 19,281 Windjammer Senior Equity Fund IV...... CA.. Partial disposal...... 09/14/2012 03/28/2019 ...... 19,281 - ...... 0 ...... 19,281 ...... 19,281 ...... 0 ...... 19,281 Kayne Anderson VI...... CA.. Partial disposal...... 09/25/2012 02/25/2019 ...... 52,258 - ...... 0 ...... 52,258 ...... 52,258 ...... 0 - ...... Hancock Mezzanine V...... MA. Partial disposal...... 10/29/2012 02/20/2019 ...... 23,555 - ...... 0 ...... 23,555 ...... 23,555 ...... 0 - ...... Hancock Mezzanine V...... MA. Partial disposal...... 10/29/2012 02/20/2019 ...... 23,555 - ...... 0 ...... 23,555 ...... 23,555 ...... 0 - ...... Harbour Group Investments VI...... MO. Partial disposal...... 11/08/2012 03/29/2019 ...... 29,752 - ...... 0 ...... 29,752 ...... 29,752 ...... 0 - ...... HKW Management IV...... NY.. Partial disposal...... 11/28/2012 01/15/2019 ...... 41,795 - ...... 0 ...... 41,795 ...... 41,795 ...... 0 - ...... NB Strategic Co-Investment Partners II...... NY.. Partial disposal...... 12/20/2012 03/29/2019 ...... 189,069 - ...... 0 ...... 189,069 ...... 189,069 ...... 0 - ...... Chase Holdco Ltd...... NY.. Full disposal...... 12/21/2012 03/19/2019 ...... 995,787 ...... 341,981 ...... 341,981 ...... 1,337,768 .....1,337,768 ...... 0 ....(4,261,232) Chase Holdco Ltd...... NY.. Full disposal...... 12/21/2012 03/19/2019 ...... 995,787 ...... 341,981 ...... 341,981 ...... 1,337,768 .....1,337,768 ...... 0 ....(4,261,232) GCG Investors III...... IL.... Partial disposal...... 01/14/2013 01/16/2019 ...... 847,687 - ...... 0 ...... 847,687 ...... 847,687 ...... 0 ...... 604,326 GCG Investors III...... IL.... Partial disposal...... 01/14/2013 01/16/2019 ...... 847,687 - ...... 0 ...... 847,687 ...... 847,687 ...... 0 ...... 604,326 KIA VIII (Rubicon)...... NY.. Partial disposal...... 06/30/2013 03/26/2019 ...... 1,608,914 - ...... 0 ...... 1,608,914 .....1,608,914 ...... 0 .....1,011,011 DFW Capital Partners IV...... NJ.. Partial disposal...... 08/12/2013 01/10/2019 ...... 36,641 - ...... 0 ...... 36,641 ...... 36,641 ...... 0 ...... 36,641 American Infrastructure MLP Fund II...... CA.. Partial disposal...... 08/09/2013 03/11/2019 ...... 30,586 - ...... 0 ...... 30,586 ...... 30,586 ...... 0 - ...... American Infrastructure MLP Fund II...... CA.. Partial disposal...... 08/09/2013 03/11/2019 ...... 30,586 - ...... 0 ...... 30,586 ...... 30,586 ...... 0 - ...... AEA Mezzanine Fund III...... NY.. Partial disposal...... 08/14/2013 01/07/2019 ...... 32,036 - ...... 0 ...... 32,036 ...... 32,036 ...... 0 ...... 32,036 AEA Mezzanine Fund III...... NY.. Partial disposal...... 08/14/2013 01/07/2019 ...... 32,036 - ...... 0 ...... 32,036 ...... 32,036 ...... 0 ...... 32,036 Midwest Mezzanine Fund V...... IL.... Partial disposal...... 08/08/2013 02/01/2019 ...... 75,980 - ...... 0 ...... 75,980 ...... 75,980 ...... 0 - ...... Midwest Mezzanine Fund V...... IL.... Partial disposal...... 08/08/2013 02/01/2019 ...... 75,980 - ...... 0 ...... 75,980 ...... 75,980 ...... 0 - ...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE BA - PART 3 Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter 1 2 Location 5 6 7 8 Changes in Book/Adjusted Carrying Value 15 16 17 18 19 20 3 4 9 10 11 12 13 14

Book/Adjusted Current Year's Current Year's Book/Adjusted Carrying Value Unrealized (Depreciation) Other-Than- Capitalized Total Foreign Carrying Value Foreign Date Less Valuation or Temporary Deferred Total Change Exchange Less Exchange Realized Gain Total Gain Originally Disposal Encumbrances, Increase (Amortization) Impairment Interest and in B./A.C.V. Change in Encumbrances Gain (Loss) on (Loss) on (Loss) on Investment CUSIP Identification Name or Description City State Name of Purchaser or Nature of Disposal Acquired Date Prior Year (Decrease) / Accretion Recognized Other (9+10-11+12) B./A.C.V. on Disposal Consideration Disposal Disposal Disposal Income Bison Capital IV...... CA.. Partial disposal...... 09/05/2013 02/11/2019 ...... 5,318 - ...... 0 ...... 5,318 ...... 5,318 ...... 0 ...... 5,318 Northstar Mezz Partners VI...... MN. Partial disposal...... 09/27/2013 02/28/2019 ...... 434,182 - ...... 0 ...... 434,182 ...... 434,182 ...... 0 ...... 153,494 Northstar Mezz Partners VI...... MN. Partial disposal...... 09/27/2013 02/28/2019 ...... 434,182 - ...... 0 ...... 434,182 ...... 434,182 ...... 0 ...... 153,494 Prometheus Restaurant Group...... CA.. Full disposal...... 09/03/2013 02/01/2019 ...... 3,476,035 ...... (3,394) ...... (3,394) ...... 3,472,641 .....3,472,641 ...... 0 .....1,981,783 Yukon Partners II...... MN. Partial disposal...... 01/16/2014 01/04/2019 ...... 49,297 - ...... 0 ...... 49,297 ...... 49,297 ...... 0 ...... 49,297 Yukon Partners II...... MN. Partial disposal...... 01/28/2014 01/04/2019 ...... 49,297 - ...... 0 ...... 49,297 ...... 49,297 ...... 0 ...... 49,297 CapitalSpring Direct Lending Partners...... NY.. Partial disposal...... 12/20/2013 03/01/2019 ...... 359,887 - ...... 0 ...... 359,887 ...... 359,887 ...... 0 ...... 127,934 CapitalSpring Direct Lending Partners...... NY.. Partial disposal...... 12/20/2013 03/01/2019 ...... 359,887 - ...... 0 ...... 359,887 ...... 359,887 ...... 0 ...... 127,934 Cyprium Investors IV...... OH. Partial disposal...... 12/30/2013 02/19/2019 ...... 31,095 - ...... 0 ...... 31,095 ...... 31,095 ...... 0 - ...... Cyprium Investors IV...... OH. Partial disposal...... 12/30/2013 02/19/2019 ...... 31,095 - ...... 0 ...... 31,095 ...... 31,095 ...... 0 - ...... Tower Square Capital Partners IV...... MA. Partial disposal...... 01/16/2014 01/31/2019 ...... 51,060 - ...... 0 ...... 51,060 ...... 51,060 ...... 0 ...... 21,619 Tower Square Capital Partners IV...... MA. Partial disposal...... 01/28/2014 01/31/2019 ...... 51,060 - ...... 0 ...... 51,060 ...... 51,060 ...... 0 ...... 21,619 Graycliff Mezzanine II Parallel...... NY.. Partial disposal...... 03/14/2014 03/29/2019 ...... 159,463 - ...... 0 ...... 159,463 ...... 159,463 ...... 0 - ...... Graycliff Mezzanine II Parallel...... NY.. Partial disposal...... 03/14/2014 03/29/2019 ...... 159,463 - ...... 0 ...... 159,463 ...... 159,463 ...... 0 - ...... Kayne Credit Opportunities Fund...... DE.. Partial disposal...... 04/15/2014 03/15/2019 ...... 116,547 - ...... 0 ...... 116,547 ...... 116,547 ...... 0 ...... 15,832

Q Graycliff HL Equity Co-Investors LLC...... NY.. Partial disposal...... 05/21/2014 02/14/2019 ...... 75,478 - ...... 0 ...... 75,478 ...... 75,478 ...... 0 ...... 75,478

E Graycliff HL Equity Co-Investors LLC...... NY.. Partial disposal...... 05/21/2014 02/14/2019 ...... 75,478 - ...... 0 ...... 75,478 ...... 75,478 ...... 0 ...... 75,478

0 ICG North American Private Debt...... DE.. Partial disposal...... 05/14/2014 03/04/2019 ...... 38,195 - ...... 0 ...... 38,195 ...... 38,195 ...... 0 ...... 5,847 3

. ICG North American Private Debt...... DE.. Partial disposal...... 05/14/2014 03/04/2019 ...... 38,195 - ...... 0 ...... 38,195 ...... 38,195 ...... 0 ...... 5,847 5 Kayne Credit Opportunities Fund...... DE.. Partial disposal...... 04/15/2014 03/15/2019 ...... 116,547 - ...... 0 ...... 116,547 ...... 116,547 ...... 0 ...... 15,833 Banc Fund IX...... IL.... Partial disposal...... 07/15/2014 03/29/2019 ...... 87,500 - ...... 0 ...... 87,500 ...... 87,500 ...... 0 ...... 87,500 Frontenax X Private Capital...... IL.... Partial disposal...... 07/24/2014 03/29/2019 ...... 50,567 - ...... 0 ...... 50,567 ...... 50,567 ...... 0 ...... 50,567 GoldPoint Partners Co-Invest V...... NY.. Partial disposal...... 08/07/2014 03/07/2019 ...... 378,684 - ...... 0 ...... 378,684 ...... 378,684 ...... 0 ...... 118,456 Oaktree Mezzanine Fund IV...... DE.. Partial disposal...... 01/15/2015 03/29/2019 ...... 284,000 - ...... 0 ...... 284,000 ...... 284,000 ...... 0 ...... 51,739 Oaktree Mezzanine Fund IV...... DE.. Partial disposal...... 01/15/2015 03/29/2019 ...... 284,000 - ...... 0 ...... 284,000 ...... 284,000 ...... 0 ...... 51,739 Maranon Mezzanine II...... DE.. Partial disposal...... 03/09/2015 02/22/2019 ...... 558,722 - ...... 0 ...... 558,722 ...... 558,722 ...... 0 ...... 121,138 Maranon Mezzanine II...... DE.. Partial disposal...... 03/09/2015 02/22/2019 ...... 558,722 - ...... 0 ...... 558,722 ...... 558,722 ...... 0 ...... 121,138 Gridiron Capital Fund III...... DE.. Partial disposal...... 04/09/2015 02/11/2019 ...... 234,004 - ...... 0 ...... 234,004 ...... 234,004 ...... 0 ...... 234,004 Pinnacle Venture IV...... DE.. Partial disposal...... 05/14/2015 03/28/2019 ...... 125,919 - ...... 0 ...... 125,919 ...... 125,919 ...... 0 ...... 51,943 Edison Venture Fund VIII...... DE.. Partial disposal...... 07/14/2015 01/11/2019 ...... 286,099 - ...... 0 ...... 286,099 ...... 286,099 ...... 0 ...... 286,099 Freeport First Lien Loan Fund III...... DE.. Partial disposal...... 07/30/2015 02/21/2019 ...... 447,427 - ...... 0 ...... 447,427 ...... 447,427 ...... 0 ...... 1,691 Freeport First Lien Loan Fund III...... DE.. Partial disposal...... 07/30/2015 02/21/2019 ...... 447,427 - ...... 0 ...... 447,427 ...... 447,427 ...... 0 ...... 1,691 New Canaan Funding Mezzanine VI...... DE.. Partial disposal...... 11/24/2015 01/15/2019 ...... 36,832 - ...... 0 ...... 36,832 ...... 36,832 ...... 0 ...... 40,582 New Canaan Funding Mezzanine VI...... DE.. Partial disposal...... 11/24/2015 01/15/2019 ...... 36,832 - ...... 0 ...... 36,832 ...... 36,832 ...... 0 ...... 40,582 GoldPoint Mezz Partners IV...... DE.. Partial disposal...... 12/21/2015 02/25/2019 ...... 42,739 - ...... 0 ...... 42,739 ...... 42,739 ...... 0 ...... 40,780 GoldPoint Mezz Partners IV...... DE.. Partial disposal...... 12/21/2015 02/25/2019 ...... 42,739 - ...... 0 ...... 42,739 ...... 42,739 ...... 0 ...... 40,780 NB Strategic Co-Investment Partners III...... DE.. Partial disposal...... 01/18/2016 03/08/2019 ...... 7,509 - ...... 0 ...... 7,509 ...... 7,509 ...... 0 ...... 7,509 Peninsula Fund VI...... DE.. Partial disposal...... 02/23/2016 03/27/2019 ...... 37,311 - ...... 0 ...... 37,311 ...... 37,311 ...... 0 ...... 37,311 Peninsula Fund VI...... DE.. Partial disposal...... 02/23/2016 03/27/2019 ...... 37,311 - ...... 0 ...... 37,311 ...... 37,311 ...... 0 ...... 37,311 Specialty Foam LP...... DE.. Full disposal...... 06/23/2016 03/01/2019 ...... 45,678 ...... 116,925 ...... 116,925 ...... 162,603 ...... 162,603 ...... 0 ...... 118,014 Specialty Foam LP...... DE.. Full disposal...... 06/23/2016 03/01/2019 ...... 45,678 ...... 116,925 ...... 116,925 ...... 162,603 ...... 162,603 ...... 0 ...... 118,014 Arrowhead Capital Fund III...... DE.. Partial disposal...... 10/31/2016 03/07/2019 ...... 1,434 - ...... 0 ...... 1,434 ...... 1,434 ...... 0 ...... 1,434 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE BA - PART 3 Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter 1 2 Location 5 6 7 8 Changes in Book/Adjusted Carrying Value 15 16 17 18 19 20 3 4 9 10 11 12 13 14

Book/Adjusted Current Year's Current Year's Book/Adjusted Carrying Value Unrealized (Depreciation) Other-Than- Capitalized Total Foreign Carrying Value Foreign Date Less Valuation or Temporary Deferred Total Change Exchange Less Exchange Realized Gain Total Gain Originally Disposal Encumbrances, Increase (Amortization) Impairment Interest and in B./A.C.V. Change in Encumbrances Gain (Loss) on (Loss) on (Loss) on Investment CUSIP Identification Name or Description City State Name of Purchaser or Nature of Disposal Acquired Date Prior Year (Decrease) / Accretion Recognized Other (9+10-11+12) B./A.C.V. on Disposal Consideration Disposal Disposal Disposal Income Makena Real Estate Fund II...... DE.. Partial disposal...... 06/20/2017 03/01/2019 ...... 25,818 - ...... 0 ...... 25,818 ...... 25,818 ...... 0 - ...... Hancock Co-Investors V LLC...... DE.. Partial disposal...... 11/29/2017 02/21/2019 ...... 62,961 - ...... 0 ...... 62,961 ...... 62,961 ...... 0 ...... 62,961 Arrowhead Capital Fund III...... DE.. Partial disposal...... 10/31/2016 03/07/2019 ...... 1,434 - ...... 0 ...... 1,434 ...... 1,434 ...... 0 ...... 1,434 Makena Real Estate Fund II...... DE.. Partial disposal...... 06/20/2017 03/01/2019 ...... 25,818 - ...... 0 ...... 25,818 ...... 25,818 ...... 0 - ...... Hancock Co-Investors V LLC...... DE.. Partial disposal...... 11/29/2017 02/21/2019 ...... 62,961 - ...... 0 ...... 62,961 ...... 62,961 ...... 0 ...... 62,961 Banc Fund VII...... IL.... Full disposal...... 04/26/2005 03/31/2019 ...... 23,346 ...... (23,346) ...... (23,346) ...... - ...... - ...... 0 ...... (23,346) Centerline High Yield CMBS Fund II...... 0..... Partial disposal...... 03/31/2005 03/31/2019 ...... 0 ...... - ...... - ...... 0 ...... 63 Pasternack Enterprises...... CA.. Partial disposal...... 05/01/2008 03/31/2019 ...... 0 ...... - ...... - ...... 0 ...... 208 Pasternack Enterprises...... CA.. Partial disposal...... 05/01/2008 03/31/2019 ...... 0 ...... - ...... - ...... 0 ...... 208 Nob Hill CDO I...... 0..... Partial disposal...... 12/31/2004 03/31/2019 ...... 0 ...... - ...... - ...... 0 ...... 10,192 1599999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks - Unaffiliated...... 41,430,996 ...... 892,521 ...... 0 ...... 0 ...... 0 ...... 892,521 ...... 0 .....42,323,517 ....42,323,517 ...... 0 ...... 0 ...... 0 .....8,858,339 Joint Venture or Partnership Interests That Have Underlying Characteristics of Other - Unaffiliated 29335@ AA 1 CONNECTICUT CAPCO CAPCO 7.310% 12/15/2...... Redemption 100.0000...... 01/25/2011 03/15/2019 ...... 55,420 ...... 0 ...... 55,420 ...... 55,420 ...... 0 ...... 1,013 29335* AA 3 ENHANCED CAPITAL ALABAMA CAPCO 7.060%...... Maturity...... 04/15/2008 03/01/2019 ...... 2,865 ...... 0 ...... 2,865 ...... 2,865 ...... 0 ...... 60 2199999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Other - Unaffiliated...... 58,285 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 58,285 ...... 58,285 ...... 0 ...... 0 ...... 0 ...... 1,073

Q 4499999. Subtotal - Unaffiliated...... 41,590,123 ...... 892,521 ...... 0 ...... 0 ...... 0 ...... 892,521 ...... 0 .....42,482,644 ....42,482,644 ...... 0 ...... 0 ...... 0 .....8,870,853

E 4699999. Totals...... 41,590,123 ...... 892,521 ...... 0 ...... 0 ...... 0 ...... 892,521 ...... 0 .....42,482,644 ....42,482,644 ...... 0 ...... 0 ...... 0 .....8,870,853 0 3 . 6 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 3 Showing all Long-Term Bonds and Stocks ACQUIRED During Current Quarter 1 2 3 4 5 6 7 8 9 10

NAIC Designation and Administrative Symbol/Market Indicator CUSIP Identification Description Foreign Date Acquired Name of Vendor Number of Shares of Stock Actual Cost Par Value Paid for Accrued Interest and Dividends (a) Bonds - U.S. Government 000000 00 0 DISA USA 4.250% 03/15/22...... 03/15/2019...... ePlus...... 7,122,172 ...... 7,122,172 ...... 1...... 38376U VR 7 GNMA SERIES 2017-73 CLASS VZ 3.500% 05...... 03/20/2019...... Interest Capitalization...... 9,275 ...... 9,275 ...... 1...... 38380K AQ 8 GNMA SERIES 2017 174 CLASS HZ 3.000% 1...... 03/01/2019...... Interest Capitalization...... 48,939 ...... 48,939 ...... 1...... 38380K DT 9 GNMA SERIES 2017-176 CLASS BZ 3.500% 1...... 03/01/2019...... Interest Capitalization...... 13,216 ...... 13,216 ...... 1...... 38380K HX 6 GNMA SERIES 2017 164 CLASS GZ 3.000% 1...... 03/01/2019...... Interest Capitalization...... 14,889 ...... 14,889 ...... 1...... 912828 4N 7 US TREASURY N B 2.875% 05/15/28...... 01/24/2019...... Barclays Capital Inc...... 1,267,188 ...... 1,250,000 ...... 7,049 1...... 912828 5M 8 US TREASURY N B 3.125% 11/15/28...... 03/04/2019...... Barclays Capital Inc...... 340,351 ...... 330,000 ...... 3,134 1...... 912828 6B 1 US TREASURY N B 2.625% 02/15/29...... 03/27/2019...... Barclays Capital Inc...... 628,621 ...... 615,000 ...... 1,828 1...... 912828 6D 7 US TREASURY N B 2.500% 02/28/21...... 02/27/2019...... JP Morgan Securities...... 19,999,219 ...... 20,000,000 ...... 1...... 0599999. Total - Bonds - U.S. Government...... 29,443,870 ...... 29,403,491 ...... 12,011 ...... XXX...... Bonds - U.S. Special Revenue and Special Assessment 3130AF SM 0 FEDERAL HOME LOAN BANK 4.220% 01/28/39...... 01/23/2019...... RBC Capital Markets...... 250,000 ...... 250,000 ...... 1...... 3136AL L3 3 FNMA SERIES 2014 82 CLASS LZ 3.000% 12...... 03/01/2019...... Interest Capitalization...... 32,077 ...... 32,077 ...... 1...... 3136AV JB 6 FNMA SERIES 2017 4 CLASS ZC 3.500% 02/...... 03/01/2019...... Interest Capitalization...... 93,835 ...... 93,835 ...... 1...... 3136AX TC 9 FNMA SERIES 2017 62 CLASS ZC 3.500% 08...... 03/01/2019...... Interest Capitalization...... 25,358 ...... 25,358 ...... 1...... 3136AY YZ 0 FNMA SERIES 2017-90 CLASS ZD 3.500% 11...... 03/01/2019...... Interest Capitalization...... 18,282 ...... 18,282 ...... 1...... 3136B0 CX 2 FANNIE MAE SERIES 2017 97 CLASS VZ 3.5...... 03/01/2019...... Interest Capitalization...... 87,496 ...... 87,496 ...... 1...... Q 3136B0 FT 8 FANNIE MAE SERIES 2017 100 CLASS ZE 3...... 03/01/2019...... Interest Capitalization...... 36,457 ...... 36,457 ...... 1...... E

0 3136B1 HM 9 FANNIE MAE SERIES 2018 15 CLASS ZG 3.5...... 03/01/2019...... Interest Capitalization...... 8,583 ...... 8,583 ...... 1...... 4 3137BG LN 7 FHLMC SERIES 4438 CLASS ZP 3.500% 02/1...... 03/01/2019...... Interest Capitalization...... 25,084 ...... 25,084 ...... 1...... 3137BM XU 5 FHLMC SERIES 4553 CLASS PZ 3.500% 02/1...... 03/15/2019...... Interest Capitalization...... 42,071 ...... 42,071 ...... 1...... 3137BW KN 3 FHLMC SERIES 4667 CLASS LZ 3.500% 03/1...... 03/15/2019...... Interest Capitalization...... 20,547 ...... 20,547 ...... 1...... 3137BW US 1 FHLMC SERIES 4663 CLASS TZ 3.500% 03/1...... 03/01/2019...... Interest Capitalization...... 25,188 ...... 25,188 ...... 1...... 3137BX N4 0 FHLMC SERIES 4675 CLASS EZ 3.500% 04/1...... 03/15/2019...... Interest Capitalization...... 24,222 ...... 24,222 ...... 1...... 3137FC 4R 2 FHLMC SERIES 4738 CLASS LZ 3.000% 12/1...... 03/01/2019...... Interest Capitalization...... 20,970 ...... 20,970 ...... 1...... 3137FC CD 4 FHLMC SERIES 4740 CLASS CZ 3.000% 12/1...... 03/01/2019...... Interest Capitalization...... 11,994 ...... 11,994 ...... 1...... 3137FC PQ 1 FREDDIE MAC SERIES 4752 CLASS PZ 3.000...... 03/01/2019...... Interest Capitalization...... 6,585 ...... 6,585 ...... 1...... 3137FG 3P 8 FHLMC SERIES 4801 CLASS ZN 4.000% 05/1...... 03/01/2019...... Interest Capitalization...... 5,135 ...... 5,135 ...... 1...... 3140J9 FS 5 FNMA POOL BM4676 4.000% 10/01/48...... 02/05/2019...... Morgan Stanley...... 1,252,347 ...... 1,214,811 ...... 675 1...... 79766D LZ 0 SAN FRANCISCO CALIF CITY &CNTY SERIES A...... 01/11/2019...... J.P. MORGAN SECURITIES LLC...... 1,693,425 ...... 1,500,000 ...... 1FE...... 79766D MA 4 SAN FRANCISCO CALIF CITY &CNTY SERIES A...... 01/11/2019...... J.P. MORGAN SECURITIES LLC...... 3,075,048 ...... 2,755,000 ...... 1FE...... 3199999. Total - Bonds - U.S. Special Revenue and Special Assessments...... 6,754,704 ...... 6,203,695 ...... 675 ...... XXX...... Bonds - Industrial and Miscellaneous 000000 00 0 FALLBROOK TECHNOLOGIES INC DEL 10.000%...... 01/29/2019...... Tax Free Exchange...... 60,496 ...... 60,496 ...... 5GI...... 000000 00 0 FALLBROOK TECHNOLOGIES INC 1ST 10.000%...... 01/29/2019...... Tax Free Exchange...... 175,702 ...... 175,702 ...... 5GI...... 000000 00 0 FALLBROOK TECHNOLOGIES INC DEL 10.000%...... 01/02/2019...... Tax Free Exchange...... 60,496 ...... 60,496 ...... 5GI...... 000000 00 0 FALLBROOK TECHNOLOGIES INC 1ST 10.000%...... 01/02/2019...... Tax Free Exchange...... 175,702 ...... 175,702 ...... 5GI...... 000000 00 0 UNITED MEDICAL SYSTEMS DE INC 14.000% 0...... 03/12/2019...... Direct Deal...... 422,914 ...... 422,914 ...... 4FE...... 000000 00 0 FALLBROOK TECHNOLOGIES INC 2ND 10.000%...... 01/29/2019...... Tax Free Exchange...... 143,429 ...... 1,956,866 ...... 5GI...... 000000 00 0 THL CREDIT FUND IV LP 5.000% 07/15/27...... 01/18/2019...... Direct Deal...... 1,253,078 ...... 1,253,078 ...... 1FE...... 00122@ AA 9 AES SOUTHLAND ENERGY LLC 4.500% 02/29/...... 02/28/2019...... JP Morgan Securities...... 1,307,784 ...... 1,307,784 ...... 2PL...... 018522 L@ 9 ALLETE INC 4.470% 03/01/49...... 03/01/2019...... US BANK...... 7,000,000 ...... 7,000,000 ...... 1FE...... 02079* AA 0 ALPHA MEDIA HOLDCO NOTES 12.500% 02/25/...... 01/01/2019...... Interest Capitalization...... 112,887 ...... 112,887 ...... 5...... 02209S BC 6 ALTRIA GROUP INC 4.400% 02/14/26...... 02/12/2019...... JP Morgan Securities...... 204,572 ...... 205,000 ...... 2FE...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 3 Showing all Long-Term Bonds and Stocks ACQUIRED During Current Quarter 1 2 3 4 5 6 7 8 9 10

NAIC Designation and Administrative Symbol/Market Indicator CUSIP Identification Description Foreign Date Acquired Name of Vendor Number of Shares of Stock Actual Cost Par Value Paid for Accrued Interest and Dividends (a) 02209S BD 4 ALTRIA GROUP INC 4.800% 02/14/29...... 02/12/2019...... J.P. MORGAN SECURITIES LLC...... 1,196,604 ...... 1,200,000 ...... 2FE...... 03463W AA 1 ANGEL OAK MORTGAGE TRUST SERIES 2019-2 C...... 03/19/2019...... Nomura Securities...... 79,999 ...... 80,000 ...... 196 1FE...... 035240 AR 1 ANHEUSER-BUSCH INBEV WOR 4.900% 01/23/...... 01/10/2019...... Deutsche Bank...... 3,985,640 ...... 4,000,000 ...... 2FE...... 054561 AJ 4 AXA EQUITABLE HOLDINGS I SERIES WI 4.3...... 01/16/2019...... Tax Free Exchange...... 2,770,012 ...... 2,775,000 ...... 28,837 2FE...... 06051G GA 1 BANK OF AMERICA CORP SERIES MTN 3.248%...... 02/01/2019...... Goldman Sachs...... 286,845 ...... 300,000 ...... 2,815 1FE...... 08264@ AA 0 BENTLEY LABORATORIES LLC SUB N 12.000%...... 01/01/2019...... Interest Capitalization...... 1,938 ...... 1,938 ...... 4FE...... 09207# AA 6 BLACK DIAMOND OFFSHORE RENTALS 15.000%...... 03/31/2019...... Interest Capitalization...... 1,235 ...... 1,235 ...... 5GI...... 09578# AA 7 BLUE OCEAN INCOME FUND LP 6.000% 09/14...... 03/25/2019...... Direct Deal...... 1,744,182 ...... 1,744,182 ...... 2PL...... 11135F AB 7 BROADCOM INC SERIES 144A 4.750% 04/15/...... 03/29/2019...... Bank of America...... 845,963 ...... 850,000 ...... 2FE...... 12579# AA 0 CM GROWTH CAPITAL PARTNERS PIK 14.000%...... 03/31/2019...... Interest Capitalization...... 304,755 ...... 304,755 ...... 5FE...... 14040H CA 1 CAPITAL ONE FINANCIAL CO 3.900% 01/29/...... 01/24/2019...... Morgan Stanley...... 498,920 ...... 500,000 ...... 2FE...... 14170* AA 3 CARE HOSPICE INC 11.500% 04/12/23...... 01/01/2019...... Interest Capitalization...... 9,152 ...... 9,152 ...... 4FE...... 172967 LD 1 CITIGROUP INC 3.887% 01/10/28...... 02/01/2019...... Barclays Capital Inc...... 328,466 ...... 330,000 ...... 891 1FE...... 207651 F* 6 CONNECTICUT NATURAL GAS CORPOR SERIES E...... 01/15/2019...... CANADIAN IMPERIAL BANK COMMERC...... 5,000,000 ...... 5,000,000 ...... 1FE...... 22978# AA 6 BANK OF AMERICA CTL 5.930% 06/15/23...... 03/15/2019...... Interest Capitalization...... 42,494 ...... 42,494 ...... 1FE...... 233046 AK 7 DB MASTER FINANCE LLC SERIES 2019-1A CLA...... 03/20/2019...... Guggenheim...... 4,500,000 ...... 4,500,000 ...... 2FE...... 23386# AU 6 DAIRY FARMERS OF AMERICA INC SERIES H...... 01/03/2019...... US BANK...... 3,000,000 ...... 3,000,000 ...... 2FE......

Q 23386# AW 2 DAIRY FARMERS OF AMERICA INC SERIES J...... 01/03/2019...... US BANK...... 2,000,000 ...... 2,000,000 ...... 2FE......

E 24737B AA 3 DELTA AIR LINES 2019 1AA SERIES AA 3.2...... 03/07/2019...... Various...... 450,604 ...... 450,000 ...... 1FE...... 0

4 24833* AA 1 DENISON ACQUISITION COMPANY PIK 13.000...... 03/30/2019...... Interest Capitalization...... 6,589 ...... 6,589 ...... 5......

1 25755T AH 3 DOMINOS PIZZA MASTER ISSUER SERIES 2017-...... 03/21/2019...... Bank of America...... 1,240,484 ...... 1,231,250 ...... 8,450 2FE...... 27004# AA 3 EAGLE RIDER HOLDING INC 10.129% 12/18/2...... 01/01/2019...... PineBridge...... (40,000) ...... 2PL...... 29287@ AC 5 ENGINE LEASE FINANCE CORPORATI 4.630%...... 01/17/2019...... BofA...... 1,000,000 ...... 1,000,000 ...... 2PL...... 361448 BE 2 GATX CORP 4.700% 04/01/29...... 01/29/2019...... Various...... 249,717 ...... 250,000 ...... 2FE...... 36195@ AA 5 GCR INC 12.000% 06/21/24...... 03/31/2019...... Interest Capitalization...... 3,378 ...... 3,378 ...... 4FE...... 38141G WZ 3 GOLDMAN SACHS GROUP INC 4.223% 05/01/2...... 02/01/2019...... Goldman Sachs...... 401,848 ...... 400,000 ...... 4,411 1FE...... 39806* AA 2 GREYSTONE SELECT HOLDINGS LLC 9.272% 0...... 02/19/2019...... Direct Deal...... 7,387,500 ...... 7,500,000 ...... 4FE...... 42711A AA 7 HERCULES CAPITAL FUNDING TRUST SERIES 20...... 01/14/2019...... Guggenheim...... 1,999,960 ...... 2,000,000 ...... 1FE...... 45790L AG 7 INTEGRITY MARKETING ACQUISITIO 11.129%...... 01/07/2019...... Direct Deal...... 59,385 ...... 59,385 ...... 4FE...... 46647P AM 8 JPMORGAN CHASE & CO 3.509% 01/23/29...... 02/01/2019...... US Bancore...... 292,290 ...... 300,000 ...... 351 1FE...... 47779@ AA 6 JOERNS HEALTHCARE TRANCHE A 18.886% 09/...... 03/29/2019...... Interest Capitalization...... 62,275 ...... 62,275 ...... 5...... 47779@ AB 4 JOERNS HEALTHCARE TRANCHE B 19.000% 09/...... 03/30/2019...... Interest Capitalization...... 90,193 ...... 90,193 ...... 5...... 50108# AA 0 KRONOS FOOD CORP 11.000% 03/30/23...... 03/31/2019...... Interest Capitalization...... 5,157 ...... 5,157 ...... 5GI...... 51222@ AB 9 LAKEVIEW HEALTH HOLDINGS INC 10.553% 12...... 01/16/2019...... Direct Deal...... 97,116 ...... 97,116 ...... 4FE...... 53117C AT 9 LIBERTY PROPERTY LP 4.375% 02/01/29...... 01/22/2019...... Citigroup Global Markets...... 69,819 ...... 70,000 ...... 2FE...... 65251X AN 6 NEWSTAR BERKELEY FUND CLO LLC SERIES 201...... 03/29/2019...... Citigroup Global Markets...... 500,000 ...... 500,000 ...... 1Z...... 677071 AW 2 OHANA MILITARY COMMUNITIES LLC SERIES 14...... 01/09/2019...... D A Davidson...... 272,945 ...... 250,000 ...... 3,704 1FE...... 68267D AD 8 ONEMAIN FINANCIAL ISSUANCE T SERIES 2019...... 01/15/2019...... Citigroup Global Markets...... 1,679,477 ...... 1,680,000 ...... 2FE...... 709599 BE 3 PENSKE TRUCK LEASING PTL SERIES 144A 4...... 01/22/2019...... Various...... 4,742,257 ...... 4,755,000 ...... 2FE...... 71839* AB 4 PHILLIPS & TEMRO INDUSTRIES 11.750% 03/...... 01/01/2019...... Interest Capitalization...... 148,080 ...... 148,080 ...... 5...... 74347# AB 9 PROPER GROUP INTERNATIONAL INC 13.436%...... 01/15/2019...... Interest Capitalization...... 48,481 ...... 48,481 ...... 5...... 74347# AC 7 PROPER GROUP 14.250% 10/13/21...... 03/31/2019...... Interest Capitalization...... 9,577 ...... 9,577 ...... 4FE...... 74351@ AA 6 AMAZON COM INC 4.067% 07/10/40...... 03/11/2019...... Mesirow...... 2,500,000 ...... 2,500,000 ...... 1FE...... 74376# AA 5 PROTECTIVE INDUSTRIAL PRODUCTS 11.752%...... 02/14/2019...... Direct Deal...... 708,731 ...... 708,731 ...... 5...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 3 Showing all Long-Term Bonds and Stocks ACQUIRED During Current Quarter 1 2 3 4 5 6 7 8 9 10

NAIC Designation and Administrative Symbol/Market Indicator CUSIP Identification Description Foreign Date Acquired Name of Vendor Number of Shares of Stock Actual Cost Par Value Paid for Accrued Interest and Dividends (a) 74840L AA 0 QUICKEN LOANS INC SERIES 144A 5.750% 0...... 02/21/2019...... Nomura Securities...... 492,500 ...... 500,000 ...... 9,104 3FE...... 75972* AA 4 REMPREX HOLDINGS LLC PIK 14.000% 12/12/...... 03/31/2019...... Interest Capitalization...... 289,743 ...... 289,743 ...... 5FE...... 80862# AA 3 SCIENCE CARE INC 11.500% 04/01/22...... 03/31/2019...... Interest Capitalization...... 3,353 ...... 3,353 ...... 5...... 84927# AA 8 D&T TRUCKING 8.000% 01/14/21...... 03/15/2019...... Interest Capitalization...... 150,445 ...... 150,445 ...... 5GI...... 85172F AP 4 SPRINGLEAF FINANCE CORP 6.125% 03/15/2...... 02/20/2019...... Barclays Capital Inc...... 500,000 ...... 500,000 ...... 3FE...... 85236K AA 0 STACK INFRASTRUCTURE ISSUER LL SERIES 20...... 02/01/2019...... Guggenheim...... 999,569 ...... 1,000,000 ...... 1FE...... 858155 AE 4 STEELCASE INC 5.125% 01/18/29...... 02/04/2019...... Various...... 2,245,936 ...... 2,250,000 ...... 2,861 2FE...... 86212V AE 4 STORE MASTER FUNDING LLC SERIES 2018-1A...... 01/10/2019...... Credit Suisse First Boston...... 1,266,376 ...... 1,245,696 ...... 3,563 1FE...... 87165B AP 8 SYNCHRONY FINANCIAL 5.150% 03/19/29...... 03/14/2019...... J.P. MORGAN SECURITIES LLC...... 997,840 ...... 1,000,000 ...... 2FE...... 87289B AJ 3 TCP DIRECT LENDING FUND VII 20 12.000%...... 03/14/2019...... Direct Deal...... 1,408,579 ...... 1,408,579 ...... 2FE...... 88315F AE 1 TEXTAINER MARINE CONTAINERS LI SERIES 20...... 01/09/2019...... Barclays Capital Inc...... 1,293,597 ...... 1,319,745 ...... 2,710 1FE...... 89785# AA 8 TRUEHEALTH 10.990% 04/27/22...... 03/27/2019...... Direct Deal...... 307,820 ...... 307,820 ...... 4FE...... 89785# AA 8 TRUEHEALTH 10.990% 04/27/22...... 01/01/2019...... Interest Capitalization...... 7,078 ...... 7,078 ...... 4FE...... 90185R AB 4 TWO BROADWAY 2006 ALT SERIES PIK BOND...... 03/15/2019...... Interest Capitalization...... 303,005 ...... 303,005 ...... 2FE...... 90931C AA 6 UNITED AIR 2019 1 AA PTT SERIES AA EETC...... 01/28/2019...... Citigroup Global Markets...... 250,000 ...... 250,000 ...... 1FE...... 91913Y AW 0 VALERO ENERGY CORP 4.000% 04/01/29...... 03/21/2019...... Citigroup Global Markets...... 332,431 ...... 335,000 ...... 2FE...... 92533@ AF 8 VERTRAX INC 9.000% 03/31/21...... 03/14/2019...... Direct Deal...... 530,000 ...... 530,000 ...... 3FE......

Q 92656@ AA 0 VIDEO KING ACQUISTION CORP 13.000% 06/0...... 03/31/2019...... Interest Capitalization...... 1,087 ...... 1,087 ...... 5......

E 94946@ AA 6 Well Foam Inc 12.794% 03/03/20...... 03/30/2019...... Interest Capitalization...... 2,768 ...... 2,768 ...... 5...... 0

4 94946@ AB 4 WELL FOAM INC 12.615% 03/03/20...... 03/30/2019...... Interest Capitalization...... 597 ...... 597 ...... 5GI......

2 95001J BC 0 WELLS FARGO COMMERCIAL MORTGAG SERIES 20...... 01/23/2019...... Credit Suisse Securities...... 247,998 ...... 250,000 ...... 806 1FM...... 95765P AA 7 WESTERN & SOUTHERN LIFE SERIES 144A 5...... 01/23/2019...... Various...... 6,288,342 ...... 6,300,000 ...... 143 1FE...... 963320 AW 6 WHIRLPOOL CORP 4.750% 02/26/29...... 02/20/2019...... Various...... 439,705 ...... 445,000 ...... 2FE...... BL2912 99 8 HORNBECK OFFSHORE SERVICES INC 9.500%...... 02/07/2019...... Direct Deal...... 6,523,750 ...... 6,523,750 ...... 5FE...... 11271L AD 4 BROOKFIELD FINANCE INC 4.850% 03/29/29...... A...... 01/24/2019...... Citigroup Global Markets...... 2,745,078 ...... 2,750,000 ...... 2FE...... 124765 F* 4 CAE INC SERIES G 4.470% 03/13/29...... A...... 03/13/2019...... TD...... 3,500,000 ...... 3,500,000 ...... 2PL...... 00774M AH 8 AERCAP IRELAND CAP GLOBA 4.450% 12/16/...... D...... 01/09/2019...... Mizuhosec...... 149,814 ...... 150,000 ...... 2FE...... 03938L BA 1 ARCELORMITTAL 4.550% 03/11/26...... D...... 03/06/2019...... Various...... 898,427 ...... 900,000 ...... 2FE...... 05586A AG 3 BSPRT 2018 FL4 ISSUER LTD SERIES 2018-FL...... D...... 03/05/2019...... J.P. MORGAN SECURITIES LLC...... 248,594 ...... 250,000 ...... 637 1FE...... 05683V AL 8 BAIN CAPITAL CREDIT CLO LIMITE SERIES 20...... D...... 03/11/2019...... Jefferies...... 2,000,000 ...... 2,000,000 ...... 1FE...... 69700T AA 2 PALMER SQUARE CREDIT FUNDING SERIES 2019...... D...... 02/21/2019...... Bank of America...... 250,000 ...... 250,000 ...... 1FE...... 87089N AA 8 SWISS RE FINANCE LUX SERIES 144A 5.000...... D...... 03/26/2019...... Bank of America...... 400,000 ...... 400,000 ...... 1FE...... 92332L AE 9 VENTURE CDO LTD SERIES 2019-36A CLASS C...... D...... 03/26/2019...... BNP PARIBUS SECURITIES...... 1,000,000 ...... 1,000,000 ...... 1FE...... 980236 AQ 6 WOODSIDE FINANCE LTD SERIES 144A 4.500...... D...... 02/25/2019...... Citigroup Global Markets...... 239,561 ...... 240,000 ...... 2FE...... G6363# AG 2 NORDIC AVIATION CAPITAL 29 DAC 5.580%...... D...... 03/14/2019...... Citigroup...... 5,000,000 ...... 5,000,000 ...... 2PL...... 3899999. Total - Bonds - Industrial and Miscellaneous...... 102,813,121 ...... 104,858,559 ...... 69,479 ...... XXX...... 8399997. Total - Bonds - Part 3...... 139,011,695 ...... 140,465,745 ...... 82,165 ...... XXX...... 8399999. Total - Bonds...... 139,011,695 ...... 140,465,745 ...... 82,165 ...... XXX...... Preferred Stocks - Industrial and Miscellaneous 000000 00 0 GOOD2GO SENIOR PREFERRED...... 01/31/2019...... Direct Deal...... 6,583.330 ...... 6,583,330 ...... P5FEU...... 000000 00 0 NASSAU 2019 I LTD...... 01/01/2019...... Direct Deal...... 7,200,000.000 ...... 7,200,000 ...... P6*U...... 26581* 11 0 DUNN PAPER HOLDINGS...... 01/23/2019...... Direct Transfer...... 1.000 ...... P4FEU...... 70438# 14 3 PAYMENT ALLIANCE PROCESSING...... 01/31/2019...... Direct Transfer...... 3,737.970 ...... 3,737,968 ...... P4FEU...... DUMMY4 98 7 TRUCK PRO INC PREFERRED UNITS...... 03/25/2019...... Direct Transfer...... 114,813.220 ...... 114,813 ...... P4FEU...... G7446# 10 6 FADATA AD...... B...... 01/14/2019...... Direct Deal...... 25,003.970 ...... 28,367 ...... RP5A...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 3 Showing all Long-Term Bonds and Stocks ACQUIRED During Current Quarter 1 2 3 4 5 6 7 8 9 10

NAIC Designation and Administrative Symbol/Market Indicator CUSIP Identification Description Foreign Date Acquired Name of Vendor Number of Shares of Stock Actual Cost Par Value Paid for Accrued Interest and Dividends (a) 8499999. Total - Preferred Stocks - Industrial and Miscellaneous...... 17,664,478 XXX ...... 0 ...... XXX...... 8999997. Total - Preferred Stocks - Part 3...... 17,664,478 XXX ...... 0 ...... XXX...... 8999999. Total - Preferred Stocks...... 17,664,478 XXX ...... 0 ...... XXX...... Common Stocks - Industrial and Miscellaneous 000000 00 0 GOOD2GO COMMON WARRANT...... 01/31/2019...... Direct Deal...... 2,083.340 ...... 1,916,665 XXX ...... L...... 222372 10 4 COUNTRYWIDE CREDIT IND INC...... 02/04/2019...... Direct Transfer...... 1.000 ...... 1 XXX ...... L...... 256163 10 6 DOCUSIGN INC...... 03/21/2019...... Direct Deal...... 98,596.000 ...... 5,175,724 XXX ...... L...... 313400 30 1 FREDDIE MAC...... 01/09/2019...... Direct Transfer...... 1.000 ...... 1 XXX ...... L...... 589331 10 7 MERCK AND CO INC...... 03/27/2019...... Direct Transfer...... 0.010 ...... XXX ...... L...... 717081 10 3 PFIZER INC...... 02/25/2019...... Direct Transfer...... 0.020 ...... XXX ...... L...... 9099999. Total - Common Stocks - Industrial and Miscellaneous...... 7,092,391 XXX ...... 0 ...... XXX...... 9799997. Total - Common Stocks - Part 3...... 7,092,391 XXX ...... 0 ...... XXX...... 9799999. Total - Common Stocks...... 7,092,391 XXX ...... 0 ...... XXX...... 9899999. Total - Preferred and Common Stocks...... 24,756,869 XXX ...... 0 ...... XXX...... 9999999. Total - Bonds, Preferred and Common Stocks...... 163,768,564 XXX ...... 82,165 ...... XXX...... (a) For all common stock bearing NAIC market indicator "U" provide the number of such issues:...... 0. Q E 0 4 . 3 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) Bonds - U.S. Government BFC JCI FEDERAL RECEIVABLE TRU 05581@ AA 2 3.504% .. 03/01/2019. Redemption 100.0000...... 43,851 ...... 43,851 ...... 43,851 ...... 43,851 ...... 0 ...... 43,851 ...... 0 ...... 256 01/01/2038. 1...... US GOCERMENT BUREAU INDIAN AFF 08887@ AA 7 3.970% .. 03/15/2019. Redemption 100.0000...... 25,220 ...... 25,220 ...... 25,220 ...... 25,220 ...... 0 ...... 25,220 ...... 0 ...... 167 12/15/2032. 1...... TINKER AFB C HON FEDERAL RECEIVE 09179# AA 0 2013 A .. 03/01/2019. Redemption 100.0000...... 260,893 ...... 260,893 ...... 260,893 ...... 260,893 ...... 0 ...... 260,893 ...... 0 ...... 9,330 03/01/2032. 1...... CAMBRIDGE HEALTHCARE SOLUTIONS 13219# AA 4 3.642% .. 03/15/2019. Redemption 100.0000...... 21,018 ...... 21,018 ...... 21,018 ...... 21,018 ...... 0 ...... 21,018 ...... 0 ...... 128 06/15/2037. 1...... USA VETERANS ADMINISTRATION 15722@ AA 1 4.439% 05/ .. 03/10/2019. Redemption 100.0000...... 121,479 ...... 121,479 ...... 121,479 ...... 121,479 ...... 0 ...... 121,479 ...... 0 ...... 900 05/10/2035. 1...... COURT STREET ASSOCIATES 3.200% 222678 A* 5 04/15/3 .. 03/15/2019. Various...... 254,783 ...... 254,783 ...... 254,783 ...... 254,783 ...... 0 ...... 254,783 ...... 0 ...... 1,360 04/15/2030. 1...... 23317* AA 8 DULLES DISCOVERY 3.721% 07/15/29.. .. 03/15/2019. Redemption 100.0000...... 29,338 ...... 29,338 ...... 29,338 ...... 29,338 ...... 0 ...... 29,338 ...... 0 ...... 182 07/15/2029. 1......

Q DULLES DISCOVERY IV 3.550%

E 23317* AC 4 09/05/33 .. 03/05/2019. Redemption 100.0000...... 26,900 ...... 26,900 ...... 26,900 ...... 26,900 ...... 0 ...... 26,900 ...... 0 ...... 159 09/05/2033. 1......

0 DOT HEADQUARTERS II LEASE SERIES 5 233244 AH 5 144A OI .. 03/07/2019. Redemption 100.0000...... 459,745 ...... 459,745 ...... 401,739 ...... 459,745 ...... 1 ...... 1 ...... 459,746 ...... 0 ...... 4,293 12/07/2021. 1...... NATIONAL OCEANIC & ATMOSPHERIC 26923* AA 7 4.210% .. 02/15/2019. Redemption 100.0000...... 23,874 ...... 23,874 ...... 23,874 ...... 23,874 ...... 0 ...... 23,874 ...... 0 ...... 126 11/15/2030. 1...... NATIONAL OCEANIC & ATMOSPHERIC 26923* AA 7 4.210% .. 03/15/2019. Redemption 100.0000...... 12,000 ...... 12,000 ...... 12,000 ...... 12,000 ...... 0 ...... 12,000 ...... 0 ...... 126 11/15/2030. 1PL...... USA DEPT OF DEFENSE 3.250% 29426@ BA 0 12/31/20 .. 03/31/2019. Various...... 1,162,873 ...... 1,162,873 ...... 1,162,873 ...... 1,162,873 ...... 0 ...... 1,162,873 ...... 0 ...... 9,448 12/31/2020. 1...... ETHIOPIAN LEASING 2012 2.646% 29766D AF 1 05/12/26 .. 02/12/2019. Redemption 100.0000...... 4,228 ...... 4,228 ...... 4,228 ...... 4,228 ...... 0 ...... 4,228 ...... 0 ...... 28 05/12/2026. 1...... 30286@ AA 8 GSA FBI 3.573% 07/15/37...... 03/15/2019. Redemption 100.0000...... 53,069 ...... 53,069 ...... 53,069 ...... 53,069 ...... 0 ...... 53,069 ...... 0 ...... 316 07/15/2037. 1...... USCG CORPUS CHRISTI PIK 4.537% 31307# AA 9 02/15/3 .. 03/15/2019. Redemption 100.0000...... 26,417 ...... 26,417 ...... 26,417 ...... 26,417 ...... 0 ...... 26,417 ...... 0 ...... 200 02/15/2035. 1...... USCG CORPUS CHRISTI 4.537% 31307# AC 5 06/15/37 .. 03/15/2019. Redemption 100.0000...... 15,182 ...... 15,182 ...... 15,182 ...... 15,182 ...... 0 ...... 15,182 ...... 0 ...... 115 06/15/2037. 1...... US GOVT LEASE FINANCE TRUST 31351# AA 4 6.125% 10/ .. 03/15/2019. Redemption 100.0000...... 103,591 ...... 103,591 ...... 103,591 ...... 103,591 ...... 0 ...... 103,591 ...... 0 ...... 1,059 10/15/2026. 1...... FRANKLIN AVENUE ASSOCIATION LP 35242M A* 6 5.070% .. 03/15/2019. Redemption 100.0000...... 120,657 ...... 120,657 ...... 120,657 ...... 120,657 ...... 0 ...... 120,657 ...... 0 ...... 1,021 12/15/2022. 1...... 36178W GP 8 GNMA I POOL AB9206 3.000% 11/15/42 .. 03/01/2019. Paydown...... 4,561 ...... 4,561 ...... 4,506 ...... 4,507 ...... 54 ...... 54 ...... 4,561 ...... 0 ...... 24 11/15/2042. 1...... 36179M 2R 0 GNMA POOL MA0784 4.000% 02/20/43.. .. 03/01/2019. Paydown...... 5,778 ...... 5,778 ...... 6,086 ...... 6,086 ...... (308) ...... (308) ...... 5,778 ...... 0 ...... 36 02/20/2043. 1...... 36179N BC 1 GNMA POOL MA0935 4.000% 04/20/43.. .. 03/01/2019. Paydown...... 4,950 ...... 4,950 ...... 5,161 ...... 5,161 ...... (212) ...... (212) ...... 4,950 ...... 0 ...... 31 04/20/2043. 1...... 36179N F9 4 GNMA POOL MA1092 4.500% 06/20/43.. .. 03/01/2019. Paydown...... 6,423 ...... 6,423 ...... 6,842 ...... 6,842 ...... (419) ...... (419) ...... 6,423 ...... 0 ...... 57 06/20/2043. 1...... 36179N LF 3 GNMA POOL MA1226 4.500% 08/20/43.. .. 03/01/2019. Paydown...... 4,011 ...... 4,011 ...... 4,331 ...... 4,331 ...... (320) ...... (320) ...... 4,011 ...... 0 ...... 30 08/20/2043. 1...... 36179N VQ 8 GNMA II POOL MA1523 4.500% 12/20/43 .. 03/01/2019. Paydown...... 5,260 ...... 5,260 ...... 5,634 ...... 5,634 ...... (374) ...... (374) ...... 5,260 ...... 0 ...... 39 12/20/2043. 1...... 36179Q L4 1 GNMA II POOL MA2147 3.000% 08/20/44 .. 03/01/2019. Paydown...... 7,355 ...... 7,355 ...... 7,400 ...... 7,398 ...... (43) ...... (43) ...... 7,355 ...... 0 ...... 38 08/20/2044. 1...... 36181A YM 8 GNMA I POOL AE7016 3.500% 06/15/43 .. 03/01/2019. Paydown...... 12,653 ...... 12,653 ...... 13,116 ...... 13,103 ...... (450) ...... (450) ...... 12,653 ...... 0 ...... 87 06/15/2043. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) 36181B KM 1 GNMA POOL AE7500 3.500% 06/15/43.. .. 03/01/2019. Paydown...... 24,316 ...... 24,316 ...... 25,190 ...... 25,149 ...... (833) ...... (833) ...... 24,316 ...... 0 ...... 121 06/15/2043. 1...... 36206V JZ 1 GNMA POOL 422480 6.500% 03/15/26... .. 03/01/2019. Paydown...... 1,811 ...... 1,811 ...... 1,612 ...... 1,693 ...... 118 ...... 118 ...... 1,811 ...... 0 ...... 18 03/15/2026. 1...... 36207B SV 3 GNMA POOL 427232 6.500% 01/15/28... .. 03/01/2019. Paydown...... 869 ...... 869 ...... 855 ...... 864 ...... 5 ...... 5 ...... 869 ...... 0 ...... 9 01/15/2028. 1...... 36207B UY 4 GNMA POOL 427299 6.500% 05/15/26... .. 03/01/2019. Paydown...... 2,771 ...... 2,771 ...... 2,498 ...... 2,588 ...... 184 ...... 184 ...... 2,771 ...... 0 ...... 30 05/15/2026. 1...... 36208F KS 8 GNMA POOL 449505 6.500% 01/15/28... .. 03/01/2019. Paydown...... 605 ...... 605 ...... 596 ...... 600 ...... 5 ...... 5 ...... 605 ...... 0 ...... 7 01/15/2028. 1...... 36208Y BD 0 GNMA POOL 464536 6.000% 02/15/29... .. 03/01/2019. Paydown...... 28,066 ...... 28,066 ...... 26,515 ...... 26,515 ...... 1,551 ...... 1,551 ...... 28,066 ...... 0 ...... 417 02/15/2029. 1...... 36209B C9 7 GNMA POOL 466396 6.500% 10/15/28... .. 03/01/2019. Paydown...... 2,384 ...... 2,384 ...... 2,457 ...... 2,457 ...... (73) ...... (73) ...... 2,384 ...... 0 ...... 26 10/15/2028. 1...... 36209L KM 7 GNMA POOL 474700 6.000% 02/15/29... .. 03/01/2019. Paydown...... 3,014 ...... 3,014 ...... 2,838 ...... 2,862 ...... 153 ...... 153 ...... 3,014 ...... 0 ...... 30 02/15/2029. 1...... 36209S KT 7 GNMA POOL 480106 6.000% 03/15/29... .. 03/01/2019. Paydown...... 4,226 ...... 4,226 ...... 3,982 ...... 3,993 ...... 233 ...... 233 ...... 4,226 ...... 0 ...... 42 03/15/2029. 1...... 36210J H9 2 GNMA POOL 493556 6.500% 04/15/31... .. 03/01/2019. Paydown...... 371 ...... 371 ...... 370 ...... 370 ...... 1 ...... 1 ...... 371 ...... 0 ...... 4 04/15/2031. 1...... 36210J TL 2 GNMA POOL 493855 6.500% 04/15/29... .. 03/01/2019. Paydown...... 434 ...... 434 ...... 408 ...... 415 ...... 19 ...... 19 ...... 434 ...... 0 ...... 5 04/15/2029. 1...... 36210L 4Z 3 GNMA POOL 495940 6.000% 02/15/29... .. 03/01/2019. Paydown...... 2,587 ...... 2,587 ...... 2,441 ...... 2,441 ...... 145 ...... 145 ...... 2,587 ...... 0 ...... 26 02/15/2029. 1...... 36210Q BY 7 GNMA POOL 498755 6.500% 06/15/29... .. 03/01/2019. Paydown...... 782 ...... 782 ...... 739 ...... 739 ...... 43 ...... 43 ...... 782 ...... 0 ...... 9 06/15/2029. 1......

Q 36211D QQ 6 GNMA POOL 509963 6.000% 06/15/29... .. 03/01/2019. Paydown...... 1,420 ...... 1,420 ...... 1,286 ...... 1,341 ...... 80 ...... 80 ...... 1,420 ...... 0 ...... 14 06/15/2029. 1......

E 36213S YT 6 GNMA POOL 563322 7.500% 08/15/31... .. 03/01/2019. Paydown...... 154 ...... 154 ...... 160 ...... 160 ...... (6) ...... (6) ...... 154 ...... 0 ...... 2 08/15/2031. 1......

0 36225A XN 5 GNMA POOL 780685 6.500% 12/15/27... .. 03/01/2019. Paydown...... 1,673 ...... 1,673 ...... 1,646 ...... 1,651 ...... 21 ...... 21 ...... 1,673 ...... 0 ...... 18 12/15/2027. 1...... 5 36244# AA 4 GSA SAVANNAH 3.400% 07/10/33...... 03/10/2019. Redemption 100.0000...... 86,118 ...... 86,118 ...... 86,118 ...... 86,118 ...... 0 ...... 86,118 ...... 0 ...... 488 07/10/2033. 1...... 1 36290W FU 1 GNMA POOL 619479 5.500% 08/15/33... .. 03/01/2019. Paydown...... 46,348 ...... 46,348 ...... 45,740 ...... 45,740 ...... 608 ...... 608 ...... 46,348 ...... 0 ...... 424 08/15/2033. 1...... GOVERNMENT NATIONAL MORTGAGE 38375U 2N 9 A SERIES 20 .. 03/01/2019. Paydown...... 12,088 ...... 12,088 ...... (12,088) ...... (12,088) ...... 0 ...... 324 11/20/2067. 1...... GNMA SERIES 2017 H16 CLASS BI 38375U D8 0 2.215% 0 .. 03/01/2019. Paydown...... 72,045 ...... 72,045 ...... (72,045) ...... (72,045) ...... 0 ...... 1,904 08/20/2067. 1...... GNMA SERIES 2017-H02 CLASS JI 38375U YP 9 1.953% 0 .. 03/01/2019. Paydown...... 23,928 ...... 22,634 ...... (22,634) ...... (22,634) ...... 0 ...... 619 01/20/2067. 1...... GNMA SERIES 2009-82 CLASS UD 38376F S9 4 5.000% 08 .. 03/01/2019. Paydown...... 159,861 ...... 159,861 ...... 163,458 ...... 159,861 ...... 0 ...... 159,861 ...... 0 ...... 1,299 08/20/2038. 1...... GOVERNMENT NATIONAL MORTGAGE 38376R 6L 5 SERIES 2017 .. 03/01/2019. Paydown...... 46,588 ...... 46,588 ...... (46,588) ...... (46,588) ...... 0 ...... 1,366 07/20/2067. 1...... GOVERNMENT NATIONAL MORTGAGE 38376R N3 6 SERIES 2016 .. 02/01/2019. Paydown...... 30,602 ...... 29,489 ...... (29,489) ...... (29,489) ...... 0 ...... 969 12/20/2066. 1...... GNMA SERIES 2010-42 CLASS GB 38377E GM 0 5.000% 10 .. 03/01/2019. Paydown...... 295,774 ...... 295,774 ...... 304,092 ...... 298,481 ...... (2,707) ...... (2,707) ...... 295,774 ...... 0 ...... 2,450 10/20/2039. 1...... PACIFIC NW NATIONAL LAB SERIES 73020@ AA 9 CTL 2008 .. 02/15/2019. Redemption 100.0000...... 30,259 ...... 30,259 ...... 30,259 ...... 30,259 ...... 0 ...... 30,259 ...... 0 ...... 246 11/15/2034. 1...... PACIFIC NW NATIONAL LAB SERIES 73020@ AA 9 CTL 2008 .. 03/15/2019. Redemption 100.0000...... 15,253 ...... 15,253 ...... 15,253 ...... 15,253 ...... 0 ...... 15,253 ...... 0 ...... 248 11/15/2034. 1FE...... 75086# AA 3 RAINIER GSA 4.820% 06/15/36...... 03/15/2019. Redemption 100.0000...... 17,669 ...... 17,669 ...... 17,669 ...... 17,669 ...... 0 ...... 17,669 ...... 0 ...... 142 06/15/2036. 1...... NATIONAL OCEANIC & ATMOSPHERI 82817* AA 9 3.810% 0 .. 03/05/2019. Redemption 100.0000...... 31,634 ...... 31,634 ...... 31,634 ...... 31,634 ...... 0 ...... 31,634 ...... 0 ...... 201 01/05/2029. 1...... 87277* AA 1 LLC LX CROSSING 5.350% 04/05/23...... 03/05/2019. Redemption 100.0000...... 72,060 ...... 72,060 ...... 72,060 ...... 72,060 ...... 0 ...... 72,060 ...... 0 ...... 644 04/05/2023. 1...... 912828 3J 7 US TREASURY N B 2.125% 11/30/24...... 02/05/2019. JP Morgan Securities...... 224,654 ...... 230,000 ...... 227,439 ...... 227,805 ...... 33 ...... 33 ...... 227,838 ...... (3,184) ...... (3,184) ...... 913 11/30/2024. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) 912828 4B 3 US TREASURY N/B 2.375% 03/15/21...... 02/13/2019. JP Morgan Securities...... 199,414 ...... 200,000 ...... 199,977 ...... 199,980 ...... 2 ...... 2 ...... 199,982 ...... (568) ...... (568) ...... 1,994 03/15/2021. 1...... JP MORGAN CHASE 912828 5S 5 US TREASURY N B 2.500% 12/31/20...... 01/28/2019. BANK/HSBCSI ...... 14,970,703 .....15,000,000 .....14,988,281 ...... 14,988,286 ...... 170 ...... 170 ...... 14,988,456 ...... (17,753) ...... (17,753) ...... 30,041 12/31/2020. 1...... 912828 6D 7 US TREASURY N B 2.500% 02/28/21...... 02/28/2019. Bank of America...... 19,992,188 .....20,000,000 .....19,999,219 ...... (7) ...... (7) ...... 19,999,211 ...... (7,024) ...... (7,024) ...... 1,359 02/28/2021. 1...... 912828 KD 1 US TREASURY N B 2.750% 02/15/19...... 02/15/2019. Maturity...... 5,000,000 ...... 5,000,000 ...... 4,991,426 ...... 4,999,704 ...... 296 ...... 296 ...... 5,000,000 ...... 0 ...... 68,750 02/15/2019. 1...... 912828 N3 0 US TREASURY N B 2.125% 12/31/22...... 02/14/2019. Barclays Capital Inc...... 888,609 ...... 900,000 ...... 887,520 ...... 889,781 ...... 293 ...... 293 ...... 890,073 ...... (1,464) ...... (1,464) ...... 2,430 12/31/2022. 1...... 912828 P4 6 US TREASURY N B 1.625% 02/15/26...... 02/05/2019. JP Morgan Securities...... 501,416 ...... 535,000 ...... 527,121 ...... 529,173 ...... 78 ...... 78 ...... 529,251 ...... (27,834) ...... (27,834) ...... 4,134 02/15/2026. 1...... 912828 T9 1 US TREASURY N B 1.625% 10/31/23...... 02/05/2019. Barclays Capital Inc...... 499,342 ...... 520,000 ...... 506,147 ...... 510,171 ...... 192 ...... 192 ...... 510,363 ...... (11,021) ...... (11,021) ...... 2,288 10/31/2023. 1...... GSA OHIO VA PRIVATE PLACEMENT 91847# AA 0 4.730% 1 .. 03/15/2019. Redemption 100.0000...... 38,742 ...... 38,742 ...... 38,742 ...... 38,742 ...... 0 ...... 38,742 ...... 0 ...... 306 12/15/2030. 1...... VA CO SPRINGS SENIOR LEASES 91852# AB 0 3.840% 07/ .. 03/15/2019. Redemption 100.0000...... 77,871 ...... 77,871 ...... 77,871 ...... 77,871 ...... 0 ...... 77,871 ...... 0 ...... 499 07/15/2034. 1...... WILLIAM BLAIR CAPITAL 5.320% 96928* DC 8 09/15/31 .. 03/15/2019. Redemption 100.0000...... 93,419 ...... 93,419 ...... 94,427 ...... 94,054 ...... (7) ...... (7) ...... 94,047 ...... (629) ...... (629) ...... 830 09/15/2031. 1...... Q 0599999. Total - Bonds - U.S. Government...... 46,132,926 .....46,241,600 .....46,323,485 ...... 26,387,504 ...... 0 ...... (184,318) ...... 0 ...... (184,318) ...... 0 ...... 46,202,403 ...... 0 ...... (69,477) ...... (69,477) .....155,202 XXX XXX E Bonds - U.S. States, Territories and Possessions 0

5 12690@ AA 6 STATE OF OREGON 3.430% 02/25/31... .. 03/25/2019. Redemption 100.0000...... 49,838 ...... 49,838 ...... 49,838 ...... 49,838 ...... 0 ...... 49,838 ...... 0 ...... 288 02/25/2031. 1......

2 22967* AA 3 STATE OF MICHIGAN 4.608% 10/15/34. .. 03/15/2019. Redemption 100.0000...... 36,813 ...... 36,813 ...... 37,917 ...... 37,707 ...... (8) ...... (8) ...... 37,700 ...... (887) ...... (887) ...... 283 10/15/2034. 1...... 1799999. Total - Bonds - U.S. States, Territories & Possessions...... 86,651 ...... 86,651 ...... 87,755 ...... 87,545 ...... 0 ...... (8) ...... 0 ...... (8) ...... 0 ...... 87,538 ...... 0 ...... (887) ...... (887) ...... 571 XXX XXX Bonds - U.S. Political Subdivisions of States BALTIMORE CITY BOARD OF SCHOOL 05915@ AA 9 4.950% .. 03/15/2019. Redemption 100.0000...... 44,221 ...... 44,221 ...... 44,221 ...... 44,221 ...... 0 ...... 44,221 ...... 0 ...... 365 06/15/2043. 1...... CITY OF WESTFIELD IN 4.500% 43512* AA 9 07/15/41 .. 01/15/2019. Redemption 100.0000...... 72,264 ...... 72,264 ...... 72,264 ...... 72,264 ...... 0 ...... 72,264 ...... 0 ...... 1,626 07/15/2041. 1...... JERSEY CITY MUNICIPAL LLC 4.410% 47665@ AA 3 01/15 .. 03/15/2019. Redemption 100.0000...... 2,817 ...... 2,817 ...... 2,845 ...... 2,843 ...... 0 ...... 2,843 ...... (27) ...... (27) ...... 21 01/15/2043. 1...... CITY OF PHILADELPHIA 4.040% 71752* AA 9 12/15/21 .. 03/15/2019. Redemption 100.0000...... 160,409 ...... 160,409 ...... 160,409 ...... 160,409 ...... 0 ...... 160,409 ...... 0 ...... 1,081 12/15/2021. 1...... CITY OF WEST VALLEY UTAH 5.680% 96928* EG 8 11/15/ .. 03/15/2019. Redemption 100.0000...... 25,793 ...... 25,793 ...... 25,793 ...... 25,793 ...... 0 ...... 25,793 ...... 0 ...... 245 11/15/2037. 1...... CONTRA COSTA COUNTY CA 4.800% 96928* FF 9 01/15/33 .. 03/15/2019. Redemption 100.0000...... 56,600 ...... 56,600 ...... 57,131 ...... 56,981 ...... (4) ...... (4) ...... 56,977 ...... (377) ...... (377) ...... 453 01/15/2033. 1...... 2499999. Total - Bonds - U.S. Political Subdivisions of States...... 362,104 ...... 362,104 ...... 362,663 ...... 362,511 ...... 0 ...... (4) ...... 0 ...... (4) ...... 0 ...... 362,507 ...... 0 ...... (404) ...... (404) ...... 3,791 XXX XXX Bonds - U.S. Special Revenue and Special Assessment ATLANTA GA DOWNTOWN DEV AUTH 04780E AB 3 6.875% 02 .. 02/01/2019. Call 100.0000...... 815,000 ...... 815,000 ...... 837,885 ...... 818,940 ...... (86) ...... (86) ...... 818,854 ...... (3,854) ...... (3,854) ...... 28,016 02/01/2021. 1FE...... CALIFORNIA ST HSG FIN AGY REVE 13034P ZW 0 SERIES A .. 03/12/2019. DBTC AMERICA/PNC BANK...... 2,212,892 ...... 2,200,000 ...... 2,219,250 ...... 2,217,189 ...... (308) ...... (308) ...... 2,216,882 ...... (3,990) ...... (3,990) ...... 49,823 02/01/2029. 1FE...... CAPMARK MILITARY HOUSING TRUST 14066A AA 7 SERIES 20 .. 01/10/2019. Paydown...... 33,667 ...... 33,667 ...... 33,324 ...... 33,384 ...... 283 ...... 283 ...... 33,667 ...... 0 ...... 1,035 07/10/2051. 1...... CAPMARK MILITARY HOUSING TRUST 14066E AA 9 SERIES 20 .. 03/10/2019. Paydown...... 45,521 ...... 45,521 ...... 45,881 ...... 45,818 ...... (297) ...... (297) ...... 45,521 ...... 0 ...... 462 05/10/2051. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) BLUEGRASS STATION MILITARY PRO 22975* AA 3 3.870% .. 03/18/2019. Redemption 100.0000...... 28,372 ...... 28,372 ...... 29,214 ...... 29,154 ...... (4) ...... (4) ...... 29,150 ...... (779) ...... (779) ...... 183 04/18/2046. 1FE...... 22981# AA 1 EL CAMINO HOSPITAL 4.550% 08/15/32 .. 03/15/2019. Redemption 100.0000...... 28,049 ...... 28,049 ...... 29,258 ...... 29,168 ...... (7) ...... (7) ...... 29,161 ...... (1,112) ...... (1,112) ...... 213 08/15/2032. 1FE...... FHLMC GOLD POOL G00399 8.500% 31283G NQ 6 09/01/25 .. 03/01/2019. Paydown...... 386 ...... 386 ...... 432 ...... 432 ...... (46) ...... (46) ...... 386 ...... 0 ...... 5 09/01/2025. 1...... FHLMC GOLD POOL G01040 6.500% 31283H EM 3 07/01/29 .. 03/01/2019. Paydown...... 15 ...... 15 ...... 14 ...... 14 ...... 1 ...... 1 ...... 15 ...... 0 ...... 07/01/2029. 1...... FHLMC GOLD POOL C62771 7.500% 31287N CG 1 01/01/32 .. 03/01/2019. Paydown...... 769 ...... 769 ...... 810 ...... 810 ...... (41) ...... (41) ...... 769 ...... 0 ...... 14 01/01/2032. 1...... FHLMC GOLD POOL D65230 8.500% 3128F4 Y3 9 11/01/25 .. 03/01/2019. Paydown...... 173 ...... 173 ...... 186 ...... 185 ...... (12) ...... (12) ...... 173 ...... 0 ...... 2 11/01/2025. 1...... 3128M9 CN 0 FHLMC POOL G06977 3.000% 04/01/42. .. 03/01/2019. Paydown...... 4,351 ...... 4,351 ...... 4,393 ...... 4,392 ...... (41) ...... (41) ...... 4,351 ...... 0 ...... 23 04/01/2042. 1...... 3128M9 ED 0 FHLMC POOL G07032 3.000% 06/01/42. .. 03/01/2019. Paydown...... 3,835 ...... 3,835 ...... 3,935 ...... 3,926 ...... (92) ...... (92) ...... 3,835 ...... 0 ...... 17 06/01/2042. 1...... 3128M9 KG 6 FHLMC POOL G07195 4.500% 03/01/42. .. 03/01/2019. Paydown...... 2,561 ...... 2,561 ...... 2,741 ...... 2,741 ...... (180) ...... (180) ...... 2,561 ...... 0 ...... 17 03/01/2042. 1...... Q FHLMC GOLD POOL G16502 3.500% E 3128MF NT 1 05/01/33 .. 03/01/2019. Paydown...... 13,776 ...... 13,776 ...... 13,935 ...... 13,931 ...... (155) ...... (155) ...... 13,776 ...... 0 ...... 83 05/01/2033. 1...... 0

5 3128MJ 2D 1 FGLMC POOL G08771 4.000% 07/01/47. .. 03/01/2019. Paydown...... 16,230 ...... 16,230 ...... 17,095 ...... 17,067 ...... (837) ...... (837) ...... 16,230 ...... 0 ...... 110 07/01/2047. 1......

3 3128MJ QH 6 FGLMC POOL G08455 4.000% 07/01/41. .. 03/01/2019. Paydown...... 1,893 ...... 1,893 ...... 1,915 ...... 1,915 ...... (21) ...... (21) ...... 1,893 ...... 0 ...... 11 07/01/2041. 1...... 3128MJ RE 2 FGLMC POOL G08484 3.000% 03/01/42. .. 03/01/2019. Paydown...... 2,644 ...... 2,644 ...... 2,609 ...... 2,614 ...... 31 ...... 31 ...... 2,644 ...... 0 ...... 13 03/01/2042. 1...... 3128MJ SD 3 FGLMC POOL G08515 3.000% 12/01/42. .. 03/01/2019. Paydown...... 10,997 ...... 10,997 ...... 11,441 ...... 11,381 ...... (384) ...... (384) ...... 10,997 ...... 0 ...... 53 12/01/2042. 1...... 3128MJ WB 2 FGLMC POOL G08641 3.500% 05/01/45. .. 03/01/2019. Paydown...... 17,748 ...... 17,748 ...... 18,430 ...... 18,405 ...... (657) ...... (657) ...... 17,748 ...... 0 ...... 102 05/01/2045. 1...... 3128MJ Z8 6 FGLMC POOL G08766 3.500% 06/01/47. .. 03/01/2019. Paydown...... 16,505 ...... 16,505 ...... 17,014 ...... 17,002 ...... (497) ...... (497) ...... 16,505 ...... 0 ...... 96 06/01/2047. 1...... 3128MJ ZF 0 FGLMC POOL G08741 3.000% 01/01/47. .. 03/01/2019. Paydown...... 20,338 ...... 20,338 ...... 20,524 ...... 20,518 ...... (180) ...... (180) ...... 20,338 ...... 0 ...... 102 01/01/2047. 1...... 3128MJ ZG 8 FGLMC POOL G08742 3.500% 01/01/47. .. 03/01/2019. Paydown...... 27,548 ...... 27,548 ...... 28,394 ...... 28,368 ...... (820) ...... (820) ...... 27,548 ...... 0 ...... 158 01/01/2047. 1...... 3128MJ ZM 5 FGLMC POOL G08747 3.000% 02/01/47. .. 03/01/2019. Paydown...... 7,577 ...... 7,577 ...... 7,473 ...... 7,478 ...... 99 ...... 99 ...... 7,577 ...... 0 ...... 38 02/01/2047. 1...... FHLMC GOLD POOL G18386 3.500% 3128MM NC 3 05/01/26 .. 03/01/2019. Paydown...... 31,279 ...... 31,279 ...... 32,359 ...... 32,359 ...... (1,080) ...... (1,080) ...... 31,279 ...... 0 ...... 187 05/01/2026. 1...... FHLMC GOLD POOL G18689 3.500% 3128MM XT 5 05/01/33 .. 03/01/2019. Paydown...... 16,142 ...... 16,142 ...... 16,325 ...... 16,320 ...... (178) ...... (178) ...... 16,142 ...... 0 ...... 95 05/01/2033. 1...... FHLMC SERIES 1024 CLASS Z 9.000% 312904 ZD 0 12/15 .. 03/01/2019. Paydown...... 2,884 ...... 2,884 ...... 2,733 ...... 2,860 ...... 24 ...... 24 ...... 2,884 ...... 0 ...... 43 12/15/2020. 1...... FHLMC GOLD POOL C00835 6.500% 31292G 4U 7 07/01/29 .. 03/01/2019. Paydown...... 168 ...... 168 ...... 160 ...... 160 ...... 8 ...... 8 ...... 168 ...... 0 ...... 2 07/01/2029. 1...... FHLMC GOLD POOL C00731 6.500% 31292G Y4 2 03/01/29 .. 03/01/2019. Paydown...... 218 ...... 218 ...... 207 ...... 208 ...... 10 ...... 10 ...... 218 ...... 0 ...... 3 03/01/2029. 1...... FHLMC GOLD POOL C01116 7.500% 31292H GZ 1 01/01/31 .. 03/01/2019. Paydown...... 152 ...... 152 ...... 158 ...... 158 ...... (6) ...... (6) ...... 152 ...... 0 ...... 2 01/01/2031. 1...... FHLMC GOLD POOL C01374 6.000% 31292H Q3 1 06/01/32 .. 03/01/2019. Paydown...... 5,631 ...... 5,631 ...... 5,516 ...... 5,516 ...... 115 ...... 115 ...... 5,631 ...... 0 ...... 47 06/01/2032. 1...... FHLMC GOLD POOL C03814 4.000% 31292L GX 7 03/01/42 .. 03/01/2019. Paydown...... 4,623 ...... 4,623 ...... 4,974 ...... 4,912 ...... (289) ...... (289) ...... 4,623 ...... 0 ...... 31 03/01/2042. 1...... FHLMC GOLD POOL C24151 6.500% 31293M TG 7 03/01/29 .. 03/01/2019. Paydown...... 513 ...... 513 ...... 488 ...... 496 ...... 17 ...... 17 ...... 513 ...... 0 ...... 6 03/01/2029. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) FHLMC GOLD POOL C25972 6.500% 31293P T5 4 05/01/29 .. 03/01/2019. Paydown...... 8 ...... 8 ...... 7 ...... 8 ...... 0 ...... 8 ...... 0 ...... 05/01/2029. 1...... FHLMC GOLD POOL C28039 6.500% 31293R 4Y 4 06/01/29 .. 03/01/2019. Paydown...... 48 ...... 48 ...... 46 ...... 46 ...... 2 ...... 2 ...... 48 ...... 0 ...... 1 06/01/2029. 1...... FHLMC GOLD POOL C27369 6.500% 31293R FJ 5 06/01/29 .. 03/01/2019. Paydown...... 86 ...... 86 ...... 82 ...... 82 ...... 4 ...... 4 ...... 86 ...... 0 ...... 1 06/01/2029. 1...... FHLMC GOLD POOL C29160 6.500% 31293T E9 4 07/01/29 .. 03/01/2019. Paydown...... 8 ...... 8 ...... 7 ...... 7 ...... 0 ...... 8 ...... 0 ...... 07/01/2029. 1...... FHLMC GOLD POOL C47060 7.500% 31298F ZZ 8 01/01/31 .. 03/01/2019. Paydown...... 505 ...... 505 ...... 526 ...... 526 ...... (21) ...... (21) ...... 505 ...... 0 ...... 6 01/01/2031. 1...... FEDERAL HOME LOAN BANK 3.930% BONY/TORONTO DOMINION 3130AE JQ 4 07/11/33 .. 01/31/2019. SECURITI ...... 1,008,400 ...... 1,000,000 ...... 1,000,000 ...... 1,000,000 ...... 0 ...... 1,000,000 ...... 8,400 ...... 8,400 ...... 21,833 07/11/2033. 1...... 3132GR UE 9 FHLMC POOL Q06581 3.500% 03/01/42. .. 03/01/2019. Paydown...... 39,779 ...... 39,779 ...... 41,035 ...... 41,035 ...... (1,256) ...... (1,256) ...... 39,779 ...... 0 ...... 298 03/01/2042. 1...... FHLMC GOLD POOL Q19121 3.500% Q 3132JA SK 2 06/01/43 .. 03/01/2019. Paydown...... 92,929 ...... 92,929 ...... 94,309 ...... 93,964 ...... (1,035) ...... (1,035) ...... 92,929 ...... 0 ...... 655 06/01/2043. 1...... E FHLMC GOLD POOL Q40637 3.500% 0

5 3132WD V7 6 05/01/46 .. 03/01/2019. Paydown...... 21,852 ...... 21,852 ...... 22,545 ...... 22,488 ...... (635) ...... (635) ...... 21,852 ...... 0 ...... 101 05/01/2046. 1......

. 3132XU Z4 0 FHLMC POOL Q52562 3.500% 12/01/47. .. 03/01/2019. Paydown...... 14,465 ...... 14,465 ...... 14,851 ...... 14,842 ...... (377) ...... (377) ...... 14,465 ...... 0 ...... 78 12/01/2047. 1...... 4 FHLMC GOLD POOL C80295 8.500% 31335G KG 9 04/01/25 .. 03/01/2019. Paydown...... 25 ...... 25 ...... 29 ...... 29 ...... (4) ...... (4) ...... 25 ...... 0 ...... 04/01/2025. 1...... FHLMC SERIES 76 CLASS G 9.400% 31340Y J6 7 09/15/2 .. 03/15/2019. Paydown...... 2,176 ...... 2,176 ...... 2,346 ...... 2,176 ...... 0 ...... 2,176 ...... 0 ...... 34 09/15/2020. 1...... 313614 XB 0 FNMA POOL 050174 9.500% 03/01/19...... 02/01/2019. Paydown...... 23 ...... 23 ...... 28 ...... 23 ...... 0 ...... 23 ...... 0 ...... 03/01/2019. 1...... 313615 C5 3 FNMA POOL 050492 9.000% 10/01/21...... 03/01/2019. Paydown...... 2 ...... 2 ...... 2 ...... 2 ...... 0 ...... 2 ...... 0 ...... 10/01/2021. 1...... 31371L X3 8 FNMA POOL 255498 5.500% 12/01/34...... 03/01/2019. Paydown...... 253 ...... 253 ...... 257 ...... 256 ...... (3) ...... (3) ...... 253 ...... 0 ...... 2 12/01/2034. 1...... 31371L XY 0 FNMA POOL 255495 5.000% 12/01/19...... 03/01/2019. Paydown...... 360 ...... 360 ...... 367 ...... 360 ...... 0 ...... 360 ...... 0 ...... 3 12/01/2019. 1...... 31371N GG 4 FNMA POOL 256799 5.500% 07/01/37...... 03/01/2019. Paydown...... 200 ...... 200 ...... 202 ...... 202 ...... (2) ...... (2) ...... 200 ...... 0 ...... 3 07/01/2037. 1...... 31371N SL 0 FNMA POOL 257123 5.500% 03/01/38...... 03/01/2019. Paydown...... 361 ...... 361 ...... 372 ...... 372 ...... (12) ...... (12) ...... 361 ...... 0 ...... 3 03/01/2038. 1...... 31373T YR 5 FNMA POOL 303220 9.500% 07/01/24...... 03/01/2019. Paydown...... 9 ...... 9 ...... 10 ...... 9 ...... (1) ...... (1) ...... 9 ...... 0 ...... 07/01/2024. 1...... 31373U K2 2 FNMA POOL 303713 6.500% 02/01/26...... 03/01/2019. Paydown...... 153 ...... 153 ...... 143 ...... 146 ...... 7 ...... 7 ...... 153 ...... 0 ...... 2 02/01/2026. 1...... 31375L YB 5 FNMA POOL 338306 6.500% 03/01/26...... 03/01/2019. Paydown...... 494 ...... 494 ...... 455 ...... 455 ...... 39 ...... 39 ...... 494 ...... 0 ...... 5 03/01/2026. 1...... 31376Z DL 4 FNMA POOL 370107 6.500% 01/01/27...... 03/01/2019. Paydown...... 2,346 ...... 2,346 ...... 2,200 ...... 2,261 ...... 85 ...... 85 ...... 2,346 ...... 0 ...... 27 01/01/2027. 1...... 31378G NT 6 FNMA POOL 398302 6.500% 03/01/28...... 03/01/2019. Paydown...... 52 ...... 52 ...... 52 ...... 52 ...... 0 ...... 52 ...... 0 ...... 1 03/01/2028. 1...... 31379J WP 7 FNMA POOL 421054 6.500% 04/01/28...... 03/01/2019. Paydown...... 80 ...... 80 ...... 79 ...... 79 ...... 1 ...... 1 ...... 80 ...... 0 ...... 1 04/01/2028. 1...... FHLMC MULTIFAMILY STRUCTURED P 3137FD ER 9 SERIES K1 .. 03/01/2019. Paydown...... 1,184 ...... 1,184 ...... 1,208 ...... 1,205 ...... (20) ...... (20) ...... 1,184 ...... 0 ...... 7 11/25/2028. 1...... 31384U JF 2 FNMA POOL 534062 7.500% 03/01/30...... 03/01/2019. Paydown...... 50 ...... 50 ...... 48 ...... 48 ...... 1 ...... 1 ...... 50 ...... 0 ...... 1 03/01/2030. 1...... 31385X JM 0 FNMA POOL 555668 5.500% 07/01/33...... 03/01/2019. Paydown...... 6,272 ...... 6,272 ...... 6,421 ...... 6,421 ...... (149) ...... (149) ...... 6,272 ...... 0 ...... 36 07/01/2033. 1...... 31387P R5 3 FNMA POOL 590108 7.000% 07/01/31...... 03/01/2019. Paydown...... 148 ...... 148 ...... 152 ...... 152 ...... (4) ...... (4) ...... 148 ...... 0 ...... 2 07/01/2031. 1...... 31389F F5 6 FNMA POOL 623988 6.500% 02/01/32...... 03/01/2019. Paydown...... 1,370 ...... 1,370 ...... 1,371 ...... 1,371 ...... (1) ...... (1) ...... 1,370 ...... 0 ...... 15 02/01/2032. 1...... 3138A2 W4 7 FNMA POOL AH1556 5.000% 12/01/40... .. 03/01/2019. Paydown...... 1,119 ...... 1,119 ...... 1,172 ...... 1,161 ...... (42) ...... (42) ...... 1,119 ...... 0 ...... 9 12/01/2040. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) 3138AF C2 4 FNMA POOL A11888 4.500% 05/01/41... .. 03/01/2019. Paydown...... 2,751 ...... 2,751 ...... 2,857 ...... 2,857 ...... (106) ...... (106) ...... 2,751 ...... 0 ...... 21 05/01/2041. 1...... 3138AF ZV 5 FNMA POOL AI2555 4.500% 06/01/41...... 03/01/2019. Paydown...... 3,377 ...... 3,377 ...... 3,529 ...... 3,529 ...... (152) ...... (152) ...... 3,377 ...... 0 ...... 15 06/01/2041. 1...... 3138AW CN 1 FNMA POOL AJ4576 3.500% 11/01/41...... 02/01/2019. CREDIT SUISSE...... 1,830,676 ...... 1,817,330 ...... 1,851,263 ...... 1,851,263 ...... 0 ...... 1,851,263 ...... (20,587) ...... (20,587) ...... 11,131 11/01/2041. 1...... 3138AW CN 1 FNMA POOL AJ4576 3.500% 11/01/41...... 02/01/2019. Paydown...... 39,092 ...... 39,092 ...... 39,822 ...... 39,822 ...... (730) ...... (730) ...... 39,092 ...... 0 ...... 198 11/01/2041. 1...... 3138AY V2 2 FNMA POOL AJ6932 3.000% 11/01/26...... 03/01/2019. Paydown...... 132,152 ...... 132,152 ...... 135,539 ...... 135,109 ...... (2,956) ...... (2,956) ...... 132,152 ...... 0 ...... 632 11/01/2026. 1...... 3138EE P7 8 FNMA POOL AK9445 4.000% 03/01/42... .. 03/01/2019. Paydown...... 3,609 ...... 3,609 ...... 3,848 ...... 3,848 ...... (240) ...... (240) ...... 3,609 ...... 0 ...... 24 03/01/2042. 1...... 3138EJ C9 7 FNMA POOL AL1895 3.500% 06/01/42... .. 03/01/2019. Paydown...... 20,185 ...... 20,185 ...... 21,494 ...... 21,321 ...... (1,136) ...... (1,136) ...... 20,185 ...... 0 ...... 116 06/01/2042. 1...... 3138EK GK 5 FNMA POOL AL2901 4.000% 09/01/42... .. 03/01/2019. Paydown...... 8,560 ...... 8,560 ...... 8,831 ...... 8,796 ...... (236) ...... (236) ...... 8,560 ...... 0 ...... 42 09/01/2042. 1...... 3138EK VM 4 FNMA POOL AL3319 3.500% 03/01/43... .. 03/01/2019. Paydown...... 8,943 ...... 8,943 ...... 9,425 ...... 9,425 ...... (482) ...... (482) ...... 8,943 ...... 0 ...... 55 03/01/2043. 1...... 3138EK Y8 2 FNMA POOL AL3434 4.000% 06/01/43... .. 01/31/2019. J.P. MORGAN SECURITIES LLC...... 5,209,098 ...... 5,036,364 ...... 5,263,786 ...... 5,263,363 ...... (166) ...... (166) ...... 5,263,196 ...... (54,099) ...... (54,099) ...... 33,576 06/01/2043. 1...... 3138EK Y8 2 FNMA POOL AL3434 4.000% 06/01/43... .. 01/01/2019. Paydown...... 98,629 ...... 98,629 ...... 103,083 ...... 103,074 ...... (4,445) ...... (4,445) ...... 98,629 ...... 0 ...... 329 06/01/2043. 1...... 3138EM NX 5 FNMA POOL AL4905 3.000% 02/01/43... .. 03/01/2019. Paydown...... 15,109 ...... 15,109 ...... 15,550 ...... 15,535 ...... (426) ...... (426) ...... 15,109 ...... 0 ...... 70 02/01/2043. 1...... 3138EQ CT 7 FNMA POOL AL7281 3.000% 09/01/30... .. 03/01/2019. Paydown...... 325,698 ...... 325,698 ...... 337,453 ...... 335,780 ...... (10,083) ...... (10,083) ...... 325,698 ...... 0 ...... 1,647 09/01/2030. 1......

Q 3138EQ T3 6 FNMA POOL AL7769 3.000% 12/01/43... .. 03/01/2019. Paydown...... 16,884 ...... 16,884 ...... 17,303 ...... 17,287 ...... (404) ...... (404) ...... 16,884 ...... 0 ...... 82 12/01/2043. 1......

E 3138EQ WR 9 FNMA POOL AL7855 3.000% 10/01/43... .. 03/01/2019. Paydown...... 15,236 ...... 15,236 ...... 15,806 ...... 15,794 ...... (558) ...... (558) ...... 15,236 ...... 0 ...... 73 10/01/2043. 1......

0 3138ER DL 1 FNMA POOL AL9106 4.500% 02/01/46... .. 03/01/2019. Paydown...... 12,825 ...... 12,825 ...... 13,829 ...... 13,829 ...... (1,004) ...... (1,004) ...... 12,825 ...... 0 ...... 101 02/01/2046. 1...... 5 3138ER QN 3 FNMA POOL AL9460 2.500% 11/01/31... .. 03/01/2019. Paydown...... 247,092 ...... 247,092 ...... 245,972 ...... 246,059 ...... 1,033 ...... 1,033 ...... 247,092 ...... 0 ...... 1,073 11/01/2031. 1...... 5 3138LU SY 2 FNMA POOL A04134 3.500% 06/01/42... .. 03/01/2019. Paydown...... 177,439 ...... 177,439 ...... 180,710 ...... 180,396 ...... (2,957) ...... (2,957) ...... 177,439 ...... 0 ...... 1,005 06/01/2042. 1...... 3138MP GM 1 FNMA POOL AQ7403 2.500% 11/01/27... .. 03/01/2019. Paydown...... 28,082 ...... 28,082 ...... 28,007 ...... 28,016 ...... 65 ...... 65 ...... 28,082 ...... 0 ...... 117 11/01/2027. 1...... 3138NX J5 7 FNMA POOL AR1183 3.000% 01/01/43... .. 03/01/2019. Paydown...... 9,039 ...... 9,039 ...... 9,330 ...... 9,286 ...... (247) ...... (247) ...... 9,039 ...... 0 ...... 40 01/01/2043. 1...... 3138W0 VK 2 FNMA POOL AR3317 3.500% 02/01/43... .. 03/01/2019. Paydown...... 34,408 ...... 34,408 ...... 34,145 ...... 34,158 ...... 251 ...... 251 ...... 34,408 ...... 0 ...... 177 02/01/2043. 1...... 3138W4 CR 0 FNMA POOL AR6379 3.000% 02/01/43... .. 03/01/2019. Paydown...... 15,467 ...... 15,467 ...... 16,018 ...... 15,875 ...... (408) ...... (408) ...... 15,467 ...... 0 ...... 82 02/01/2043. 1...... 3138W7 GH 1 FNMA POOL AR9199 3.000% 03/01/43... .. 03/01/2019. Paydown...... 73,632 ...... 73,632 ...... 75,024 ...... 74,982 ...... (1,350) ...... (1,350) ...... 73,632 ...... 0 ...... 370 03/01/2043. 1...... 3138W7 KX 1 FNMA POOL AR9309 2.500% 03/01/28... .. 03/01/2019. Paydown...... 166,786 ...... 166,786 ...... 165,717 ...... 165,965 ...... 820 ...... 820 ...... 166,786 ...... 0 ...... 694 03/01/2028. 1...... 3138W9 2G 4 FNMA POOL AS0774 3.000% 10/01/43... .. 02/01/2019. CREDIT SUISSE...... 2,851,367 ...... 2,902,155 ...... 2,862,704 ...... 2,866,268 ...... (257) ...... (257) ...... 2,866,012 ...... (14,644) ...... (14,644) ...... 15,236 10/01/2043. 1...... 3138W9 2G 4 FNMA POOL AS0774 3.000% 10/01/43... .. 03/01/2019. Paydown...... 96,391 ...... 96,391 ...... 95,081 ...... 95,200 ...... 1,192 ...... 1,192 ...... 96,391 ...... 0 ...... 449 10/01/2043. 1...... 3138W9 A2 6 FNMA POOL AS0024 3.500% 07/01/43... .. 03/01/2019. Paydown...... 18,311 ...... 18,311 ...... 19,058 ...... 19,058 ...... (747) ...... (747) ...... 18,311 ...... 0 ...... 102 07/01/2043. 1...... 3138W9 HB 9 FNMA POOL AS0225 4.000% 08/01/43... .. 03/01/2019. Paydown...... 133,256 ...... 133,256 ...... 139,211 ...... 139,194 ...... (5,937) ...... (5,937) ...... 133,256 ...... 0 ...... 797 08/01/2043. 1...... 3138WE KK 4 FNMA POOL AS4797 3.500% 04/01/45... .. 03/01/2019. Paydown...... 206,378 ...... 206,378 ...... 217,358 ...... 216,281 ...... (9,903) ...... (9,903) ...... 206,378 ...... 0 ...... 1,258 04/01/2045. 1...... 3138WF BN 5 FNMA POOL AS5444 3.000% 07/01/45... .. 03/01/2019. Paydown...... 182,868 ...... 182,868 ...... 183,753 ...... 183,632 ...... (764) ...... (764) ...... 182,868 ...... 0 ...... 847 07/01/2045. 1...... 3138WH KH 4 FNMA POOL AS7495 2.500% 07/01/31... .. 03/01/2019. Paydown...... 13,561 ...... 13,561 ...... 13,188 ...... 13,198 ...... 363 ...... 363 ...... 13,561 ...... 0 ...... 58 07/01/2031. 1...... 3138WJ FK 9 FNMA POOL AS8269 3.000% 11/01/46... .. 03/01/2019. Paydown...... 122,016 ...... 122,016 ...... 121,807 ...... 121,807 ...... 210 ...... 210 ...... 122,016 ...... 0 ...... 588 11/01/2046. 1...... 3138WJ GH 5 FNMA POOL AS8299 3.000% 11/01/46... .. 03/01/2019. Paydown...... 10,672 ...... 10,672 ...... 10,625 ...... 10,626 ...... 46 ...... 46 ...... 10,672 ...... 0 ...... 54 11/01/2046. 1...... 3138WJ MB 1 FNMA POOL AS8453 3.000% 12/01/46... .. 03/01/2019. Paydown...... 23,995 ...... 23,995 ...... 24,100 ...... 24,096 ...... (100) ...... (100) ...... 23,995 ...... 0 ...... 120 12/01/2046. 1...... 3138WJ MJ 4 FNMA POOL AS8460 3.500% 12/01/46... .. 03/01/2019. Paydown...... 19,663 ...... 19,663 ...... 20,247 ...... 20,227 ...... (564) ...... (564) ...... 19,663 ...... 0 ...... 114 12/01/2046. 1...... 3138WJ RD 2 FNMA POOL AS8583 3.500% 01/01/47... .. 02/01/2019. Various...... 5,725,821 ...... 5,727,597 ...... 5,919,114 ...... 5,914,182 ...... 525 ...... 525 ...... 5,914,707 ...... (188,887) ...... (188,887) ...... 26,775 01/01/2047. 1...... 3138WJ RD 2 FNMA POOL AS8583 3.500% 01/01/47... .. 03/01/2019. Paydown...... 174,433 ...... 174,433 ...... 180,266 ...... 180,116 ...... (5,682) ...... (5,682) ...... 174,433 ...... 0 ...... 883 01/01/2047. 1...... 3138WM FR 7 FNMA POOL AT0175 3.500% 03/01/43... .. 03/01/2019. Paydown...... 4,807 ...... 4,807 ...... 4,888 ...... 4,878 ...... (71) ...... (71) ...... 4,807 ...... 0 ...... 28 03/01/2043. 1...... 3138WR JN 1 FNMA POOL AT3868 3.500% 06/01/43... .. 03/01/2019. Paydown...... 11,950 ...... 11,950 ...... 12,355 ...... 12,325 ...... (376) ...... (376) ...... 11,950 ...... 0 ...... 44 06/01/2043. 1...... 3138WT RR 9 FNMA POOL AT5895 3.000% 06/01/43... .. 03/01/2019. Paydown...... 33,541 ...... 33,541 ...... 33,090 ...... 33,113 ...... 428 ...... 428 ...... 33,541 ...... 0 ...... 168 06/01/2043. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) 3138WT RW 8 FNMA POOL AT5900 3.000% 06/01/43... .. 03/01/2019. Paydown...... 22,925 ...... 22,925 ...... 22,587 ...... 22,607 ...... 319 ...... 319 ...... 22,925 ...... 0 ...... 123 06/01/2043. 1...... 3138X3 XH 0 FNMA POOL AU4279 3.000% 09/01/43... .. 03/01/2019. Paydown...... 287,972 ...... 287,972 ...... 294,091 ...... 293,829 ...... (5,857) ...... (5,857) ...... 287,972 ...... 0 ...... 1,464 09/01/2043. 1...... 3138XY S9 6 FNMA POOL AW8643 4.000% 07/01/44.. .. 03/01/2019. Paydown...... 88,143 ...... 88,143 ...... 89,073 ...... 89,045 ...... (902) ...... (902) ...... 88,143 ...... 0 ...... 428 07/01/2044. 1...... 3138YK FW 8 FNMA POOL AY5580 3.500% 06/01/45... .. 03/01/2019. Paydown...... 130,027 ...... 130,027 ...... 134,915 ...... 134,430 ...... (4,404) ...... (4,404) ...... 130,027 ...... 0 ...... 776 06/01/2045. 1...... 3138YR 5G 9 FNMA POOL AZ0846 4.000% 07/01/45... .. 03/01/2019. Paydown...... 5,321 ...... 5,321 ...... 5,671 ...... 5,671 ...... (350) ...... (350) ...... 5,321 ...... 0 ...... 35 07/01/2045. 1...... 31390C SP 2 FNMA POOL 642326 7.000% 05/01/32...... 03/01/2019. Paydown...... 309 ...... 309 ...... 322 ...... 322 ...... (12) ...... (12) ...... 309 ...... 0 ...... 4 05/01/2032. 1...... 31390E 6J 6 FNMA POOL 644473 6.000% 05/01/32...... 03/01/2019. Paydown...... 143 ...... 143 ...... 145 ...... 145 ...... (2) ...... (2) ...... 143 ...... 0 ...... 1 05/01/2032. 1...... 31390G PL 5 FNMA POOL 645827 7.000% 06/01/32...... 03/01/2019. Paydown...... 23,650 ...... 23,650 ...... 24,599 ...... 24,599 ...... (950) ...... (950) ...... 23,650 ...... 0 ...... 275 06/01/2032. 1...... 31390H WH 4 FNMA POOL 646948 7.500% 06/01/32...... 03/01/2019. Paydown...... 388 ...... 388 ...... 411 ...... 411 ...... (23) ...... (23) ...... 388 ...... 0 ...... 5 06/01/2032. 1...... 31390J 5Q 0 FNMA POOL 648055 7.500% 07/01/32...... 03/01/2019. Paydown...... 6,795 ...... 6,795 ...... 7,204 ...... 7,133 ...... (338) ...... (338) ...... 6,795 ...... 0 ...... 86 07/01/2032. 1...... 31390R MB 6 FNMA POOL 653854 7.500% 08/01/32...... 03/01/2019. Paydown...... 149 ...... 149 ...... 158 ...... 158 ...... (9) ...... (9) ...... 149 ...... 0 ...... 2 08/01/2032. 1...... FNMA SERIES 2002-W3 CLASS A4 31392C T6 1 6.500% 11 .. 03/01/2019. Paydown...... 42,192 ...... 42,192 ...... 42,186 ...... 42,186 ...... 7 ...... 7 ...... 42,192 ...... 0 ...... 471 11/25/2041. 1......

Q FHLMC SERIES T-48 CLASS 1A4 31392U Z7 2 5.538% 07/ .. 03/01/2019. Paydown...... 57,211 ...... 57,211 ...... 57,209 ...... 57,209 ...... 2 ...... 2 ...... 57,211 ...... 0 ...... 517 07/25/2033. 1...... E

0 FHLMC SERIES 2552 CLASS NE

5 31393H WN 8 5.500% 01/1 .. 03/01/2019. Paydown...... 51,901 ...... 51,901 ...... 51,382 ...... 51,673 ...... 228 ...... 228 ...... 51,901 ...... 0 ...... 487 01/15/2033. 1...... 6 FHLMC SERIES 2583 CLASS PW 31393M ZT 1 5.500% 03/1 .. 03/01/2019. Paydown...... 102,828 ...... 102,828 ...... 104,724 ...... 103,314 ...... (485) ...... (485) ...... 102,828 ...... 0 ...... 869 03/15/2033. 1...... FNMA SERIES 2004-W3 CLASS A6 31393X VH 7 5.500% 05 .. 03/01/2019. Paydown...... 52,383 ...... 52,383 ...... 51,057 ...... 52,041 ...... 341 ...... 341 ...... 52,383 ...... 0 ...... 455 05/25/2034. 1...... FNMA SERIES 2011-41 CLASS KA 31397S U2 8 4.000% 01 .. 03/01/2019. Paydown...... 74,742 ...... 74,742 ...... 78,059 ...... 77,571 ...... (2,829) ...... (2,829) ...... 74,742 ...... 0 ...... 572 01/25/2041. 1...... 31400Q P9 8 FNMA POOL 694448 5.500% 04/01/33...... 03/01/2019. Paydown...... 224 ...... 224 ...... 226 ...... 226 ...... (2) ...... (2) ...... 224 ...... 0 ...... 2 04/01/2033. 1...... 31400U NA 8 FNMA POOL 697985 5.000% 02/01/19...... 02/01/2019. Paydown...... 306 ...... 306 ...... 306 ...... 306 ...... 0 ...... 306 ...... 0 ...... 2 02/01/2019. 1...... 31402C V5 8 FNMA POOL 725236 4.500% 03/01/34...... 03/01/2019. Paydown...... 1,055 ...... 1,055 ...... 1,084 ...... 1,087 ...... (32) ...... (32) ...... 1,055 ...... 0 ...... 8 03/01/2034. 1...... 31402C YK 2 FNMA POOL 725314 5.000% 04/01/34...... 03/01/2019. Paydown...... 17,550 ...... 17,550 ...... 17,328 ...... 17,354 ...... 196 ...... 196 ...... 17,550 ...... 0 ...... 139 04/01/2034. 1...... 31402D P7 9 FNMA POOL 725946 5.500% 11/01/34...... 03/01/2019. Paydown...... 1,375 ...... 1,375 ...... 1,382 ...... 1,381 ...... (6) ...... (6) ...... 1,375 ...... 0 ...... 12 11/01/2034. 1...... 31402R JV 2 FNMA POOL 735676 5.000% 07/01/35...... 03/01/2019. Paydown...... 6,092 ...... 6,092 ...... 6,306 ...... 6,306 ...... (214) ...... (214) ...... 6,092 ...... 0 ...... 51 07/01/2035. 1...... 31403D T3 3 FNMA POOL 745870 5.000% 10/01/36... .. 03/01/2019. Paydown...... 5,927 ...... 5,927 ...... 6,382 ...... 6,382 ...... (456) ...... (456) ...... 5,927 ...... 0 ...... 51 10/01/2036. 1...... 31403D V2 2 FNMA POOL 745933 6.000% 09/01/36...... 03/01/2019. Paydown...... 268 ...... 268 ...... 269 ...... 269 ...... (1) ...... (1) ...... 268 ...... 0 ...... 4 09/01/2036. 1...... 31403Y X9 9 FNMA POOL 762204 5.500% 12/01/33...... 03/01/2019. Paydown...... 2,843 ...... 2,843 ...... 2,861 ...... 2,849 ...... (6) ...... (6) ...... 2,843 ...... 0 ...... 15 12/01/2033. 1...... 31404P 6Y 2 FNMA POOL 774987 5.000% 05/01/34...... 03/01/2019. Paydown...... 26,754 ...... 26,754 ...... 26,286 ...... 26,310 ...... 444 ...... 444 ...... 26,754 ...... 0 ...... 288 05/01/2034. 1...... 31404U YH 7 FNMA POOL 779312 5.000% 06/01/34...... 03/01/2019. Paydown...... 6,328 ...... 6,328 ...... 6,263 ...... 6,263 ...... 65 ...... 65 ...... 6,328 ...... 0 ...... 36 06/01/2034. 1...... 31404W TM 8 FNMA POOL 780956 4.500% 05/01/19...... 03/01/2019. Paydown...... 1,455 ...... 1,455 ...... 1,452 ...... 1,452 ...... 3 ...... 3 ...... 1,455 ...... 0 ...... 11 05/01/2019. 1...... 31404X TA 2 FNMA POOL 781845 5.500% 12/01/34...... 03/01/2019. Paydown...... 2,389 ...... 2,389 ...... 2,422 ...... 2,422 ...... (34) ...... (34) ...... 2,389 ...... 0 ...... 22 12/01/2034. 1...... 31404Y QP 0 FNMA POOL 782662 6.000% 08/01/34...... 03/01/2019. Paydown...... 167 ...... 167 ...... 171 ...... 169 ...... (2) ...... (2) ...... 167 ...... 0 ...... 2 08/01/2034. 1...... 31405Q LS 5 FNMA POOL 796037 5.500% 09/01/34...... 03/01/2019. Paydown...... 12,052 ...... 12,052 ...... 12,170 ...... 12,146 ...... (94) ...... (94) ...... 12,052 ...... 0 ...... 161 09/01/2034. 1...... 31406G 3H 0 FNMA POOL 810000 5.000% 03/01/35...... 03/01/2019. Paydown...... 5,903 ...... 5,903 ...... 5,866 ...... 5,866 ...... 36 ...... 36 ...... 5,903 ...... 0 ...... 49 03/01/2035. 1...... 31406H P8 4 FNMA POOL 810547 5.000% 01/01/35...... 03/01/2019. Paydown...... 97 ...... 97 ...... 96 ...... 96 ...... 1 ...... 1 ...... 97 ...... 0 ...... 1 01/01/2035. 1...... 31407C NF 0 FNMA POOL 826690 5.500% 08/01/35...... 03/01/2019. Paydown...... 77 ...... 77 ...... 77 ...... 77 ...... 0 ...... 77 ...... 0 ...... 1 08/01/2035. 1...... 31407F F3 9 FNMA POOL 829186 5.000% 07/01/35...... 03/01/2019. Paydown...... 595 ...... 595 ...... 593 ...... 593 ...... 2 ...... 2 ...... 595 ...... 0 ...... 6 07/01/2035. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) 31407H 3L 8 FNMA POOL 831603 6.000% 06/01/36...... 03/01/2019. Paydown...... 1,021 ...... 1,021 ...... 1,022 ...... 1,022 ...... (1) ...... (1) ...... 1,021 ...... 0 ...... 6 06/01/2036. 1...... 31407J VL 3 FNMA POOL 832319 5.000% 08/01/35...... 03/01/2019. Paydown...... 649 ...... 649 ...... 621 ...... 627 ...... 22 ...... 22 ...... 649 ...... 0 ...... 6 08/01/2035. 1...... 31407M 7C 3 FNMA POOL 835291 5.000% 09/01/35...... 03/01/2019. Paydown...... 1,597 ...... 1,597 ...... 1,580 ...... 1,587 ...... 11 ...... 11 ...... 1,597 ...... 0 ...... 13 09/01/2035. 1...... 31407S MD 1 FNMA POOL 839256 5.500% 09/01/35...... 03/01/2019. Paydown...... 3,490 ...... 3,490 ...... 3,529 ...... 3,517 ...... (27) ...... (27) ...... 3,490 ...... 0 ...... 32 09/01/2035. 1...... 31407Y R6 8 FNMA POOL 844809 5.000% 11/01/35...... 03/01/2019. Paydown...... 89 ...... 89 ...... 86 ...... 87 ...... 2 ...... 2 ...... 89 ...... 0 ...... 1 11/01/2035. 1...... 31408A FU 9 FNMA POOL 845379 5.000% 01/01/36...... 03/01/2019. Paydown...... 417 ...... 417 ...... 405 ...... 407 ...... 10 ...... 10 ...... 417 ...... 0 ...... 2 01/01/2036. 1...... 31408J RP 8 FNMA POOL 852894 5.000% 03/01/36...... 03/01/2019. Paydown...... 244 ...... 244 ...... 229 ...... 230 ...... 14 ...... 14 ...... 244 ...... 0 ...... 1 03/01/2036. 1...... 31409V HD 8 FNMA POOL 879628 5.500% 06/01/21...... 03/01/2019. Paydown...... 753 ...... 753 ...... 750 ...... 750 ...... 3 ...... 3 ...... 753 ...... 0 ...... 7 06/01/2021. 1...... 31409X 4G 1 FNMA POOL 882023 6.000% 05/01/36...... 03/01/2019. Paydown...... 28 ...... 28 ...... 28 ...... 28 ...... 0 ...... 28 ...... 0 ...... 05/01/2036. 1...... 3140EB JA 0 FNMA POOL BA6556 3.500% 11/01/45... .. 03/01/2019. Paydown...... 341,441 ...... 341,441 ...... 356,539 ...... 356,539 ...... (15,098) ...... (15,098) ...... 341,441 ...... 0 ...... 1,428 11/01/2045. 1...... 3140FK SC 5 FNMA POOL BE0514 2.500% 11/01/31... .. 03/01/2019. Paydown...... 117,704 ...... 117,704 ...... 118,642 ...... 118,497 ...... (793) ...... (793) ...... 117,704 ...... 0 ...... 530 11/01/2031. 1...... 3140FM DF 0 FNMA POOL BE1901 3.000% 12/01/46... .. 03/01/2019. Paydown...... 40,110 ...... 40,110 ...... 40,072 ...... 40,072 ...... 38 ...... 38 ...... 40,110 ...... 0 ...... 173 12/01/2046. 1...... 3140FM SZ 0 FNMA POOL BE2335 3.500% 02/01/47... .. 03/01/2019. Paydown...... 7,486 ...... 7,486 ...... 7,648 ...... 7,637 ...... (151) ...... (151) ...... 7,486 ...... 0 ...... 43 02/01/2047. 1......

Q 3140FQ S7 3 FNMA POOL BE5041 3.500% 11/01/46... .. 03/01/2019. Paydown...... 10,762 ...... 10,762 ...... 11,051 ...... 11,045 ...... (283) ...... (283) ...... 10,762 ...... 0 ...... 58 11/01/2046. 1......

E 3140H1 V9 8 FNMA POOL BJ0639 4.000% 03/01/48...... 03/01/2019. Paydown...... 19,642 ...... 19,642 ...... 20,164 ...... 20,153 ...... (511) ...... (511) ...... 19,642 ...... 0 ...... 138 03/01/2048. 1......

0 3140J8 RY 1 FNMA POOL BM4102 3.500% 06/01/33.. .. 03/01/2019. Paydown...... 15,535 ...... 15,535 ...... 15,738 ...... 15,731 ...... (196) ...... (196) ...... 15,535 ...... 0 ...... 87 06/01/2033. 1...... 5 3140J9 FS 5 FNMA POOL BM4676 4.000% 10/01/48.. .. 03/01/2019. Paydown...... 3,936 ...... 3,936 ...... 4,058 ...... (122) ...... (122) ...... 3,936 ...... 0 ...... 13 10/01/2048. 1...... 7 31410G 5V 1 FNMA POOL 889260 5.000% 04/01/38...... 03/01/2019. Paydown...... 1,582 ...... 1,582 ...... 1,630 ...... 1,630 ...... (48) ...... (48) ...... 1,582 ...... 0 ...... 13 04/01/2038. 1...... 31410K JX 3 FNMA POOL 889578 6.000% 04/01/38...... 03/01/2019. Paydown...... 54 ...... 54 ...... 55 ...... 55 ...... (1) ...... (1) ...... 54 ...... 0 ...... 1 04/01/2038. 1...... 31410K JY 1 FNMA POOL 889579 6.000% 05/01/38...... 03/01/2019. Paydown...... 802 ...... 802 ...... 803 ...... 803 ...... (1) ...... (1) ...... 802 ...... 0 ...... 8 05/01/2038. 1...... 31410R RY 7 FNMA POOL 895203 6.500% 08/01/36...... 03/01/2019. Paydown...... 46 ...... 46 ...... 47 ...... 47 ...... 0 ...... 46 ...... 0 ...... 1 08/01/2036. 1...... 31410V 5G 1 FNMA POOL 899147 5.500% 04/01/37...... 03/01/2019. Paydown...... 10 ...... 10 ...... 10 ...... 10 ...... 0 ...... 10 ...... 0 ...... 04/01/2037. 1...... 31410V 6M 7 FNMA POOL 899176 5.500% 02/01/37...... 03/01/2019. Paydown...... 63 ...... 63 ...... 64 ...... 64 ...... 0 ...... 63 ...... 0 ...... 1 02/01/2037. 1...... 31411A RJ 6 FNMA POOL 902389 5.500% 11/01/36...... 03/01/2019. Paydown...... 2,069 ...... 2,069 ...... 2,091 ...... 2,091 ...... (22) ...... (22) ...... 2,069 ...... 0 ...... 19 11/01/2036. 1...... 31411G DN 9 FNMA POOL 907409 6.000% 01/01/37...... 03/01/2019. Paydown...... 489 ...... 489 ...... 494 ...... 494 ...... (4) ...... (4) ...... 489 ...... 0 ...... 5 01/01/2037. 1...... 31411U G9 6 FNMA POOL 914724 5.500% 04/01/37...... 03/01/2019. Paydown...... 52 ...... 52 ...... 51 ...... 51 ...... 1 ...... 1 ...... 52 ...... 0 ...... 04/01/2037. 1...... 31411Y N9 0 FNMA POOL 918516 5.500% 06/01/37...... 03/01/2019. Paydown...... 101 ...... 101 ...... 103 ...... 103 ...... (2) ...... (2) ...... 101 ...... 0 ...... 1 06/01/2037. 1...... 31412A RD 8 FNMA POOL 919484 5.500% 05/01/37...... 03/01/2019. Paydown...... 192 ...... 192 ...... 190 ...... 190 ...... 2 ...... 2 ...... 192 ...... 0 ...... 2 05/01/2037. 1...... 31412M J3 3 FNMA POOL 929182 5.000% 03/01/38...... 03/01/2019. Paydown...... 563 ...... 563 ...... 575 ...... 575 ...... (12) ...... (12) ...... 563 ...... 0 ...... 6 03/01/2038. 1...... 31412M ZA 9 FNMA POOL 929637 5.500% 06/01/38...... 03/01/2019. Paydown...... 374 ...... 374 ...... 387 ...... 387 ...... (13) ...... (13) ...... 374 ...... 0 ...... 4 06/01/2038. 1...... 31412Q 2Y 4 FNMA POOL 932391 4.500% 01/01/40...... 03/01/2019. Paydown...... 1,801 ...... 1,801 ...... 1,799 ...... 1,800 ...... 1 ...... 1 ...... 1,801 ...... 0 ...... 13 01/01/2040. 1...... 31412R B2 2 FNMA POOL 932557 4.000% 02/01/25...... 03/01/2019. Paydown...... 3,210 ...... 3,210 ...... 3,310 ...... 3,303 ...... (94) ...... (94) ...... 3,210 ...... 0 ...... 21 02/01/2025. 1...... 31412S GU 3 FNMA POOL 933211 5.500% 12/01/37...... 03/01/2019. Paydown...... 3,751 ...... 3,751 ...... 3,739 ...... 3,740 ...... 11 ...... 11 ...... 3,751 ...... 0 ...... 34 12/01/2037. 1...... 31412S R8 0 FNMA POOL 933511 6.000% 02/01/38...... 03/01/2019. Paydown...... 60 ...... 60 ...... 61 ...... 60 ...... (1) ...... (1) ...... 60 ...... 0 ...... 1 02/01/2038. 1...... 31412S ZB 4 FNMA POOL 933738 4.500% 04/01/38...... 03/01/2019. Paydown...... 766 ...... 766 ...... 770 ...... 770 ...... (5) ...... (5) ...... 766 ...... 0 ...... 7 04/01/2038. 1...... 31412X UG 7 FNMA POOL 938083 6.000% 07/01/37...... 03/01/2019. Paydown...... 471 ...... 471 ...... 472 ...... 471 ...... 0 ...... 471 ...... 0 ...... 5 07/01/2037. 1...... 31413B ST 9 FNMA POOL 940730 6.000% 10/01/37...... 03/01/2019. Paydown...... 533 ...... 533 ...... 535 ...... 535 ...... (2) ...... (2) ...... 533 ...... 0 ...... 3 10/01/2037. 1...... 31413D FE 2 FNMA POOL 942165 6.000% 07/01/37...... 03/01/2019. Paydown...... 60 ...... 60 ...... 63 ...... 63 ...... (3) ...... (3) ...... 60 ...... 0 ...... 1 07/01/2037. 1...... 31413J C7 7 FNMA POOL 946594 6.000% 09/01/37...... 03/01/2019. Paydown...... 299 ...... 299 ...... 307 ...... 307 ...... (8) ...... (8) ...... 299 ...... 0 ...... 3 09/01/2037. 1...... 31413J MS 0 FNMA POOL 946869 6.000% 09/01/37...... 03/01/2019. Paydown...... 866 ...... 866 ...... 895 ...... 895 ...... (29) ...... (29) ...... 866 ...... 0 ...... 5 09/01/2037. 1...... 31414B T9 1 FNMA POOL 961476 6.000% 02/01/38...... 03/01/2019. Paydown...... 2,283 ...... 2,283 ...... 2,330 ...... 2,330 ...... (47) ...... (47) ...... 2,283 ...... 0 ...... 21 02/01/2038. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) 31414C 6Y 9 FNMA POOL 962687 5.000% 04/01/38...... 03/01/2019. Paydown...... 573 ...... 573 ...... 584 ...... 584 ...... (11) ...... (11) ...... 573 ...... 0 ...... 6 04/01/2038. 1...... 31414L AH 1 FNMA POOL 969008 5.500% 02/01/38...... 03/01/2019. Paydown...... 13,819 ...... 13,819 ...... 13,936 ...... 13,936 ...... (117) ...... (117) ...... 13,819 ...... 0 ...... 99 02/01/2038. 1...... 31414Q MH 7 FNMA POOL 972960 5.000% 03/01/38...... 03/01/2019. Paydown...... 22 ...... 22 ...... 22 ...... 22 ...... 0 ...... 22 ...... 0 ...... 03/01/2038. 1...... 31414R WL 5 FNMA POOL 974151 6.000% 02/01/38...... 03/01/2019. Paydown...... 403 ...... 403 ...... 403 ...... 403 ...... 0 ...... 403 ...... 0 ...... 6 02/01/2038. 1...... 31414T Q6 1 FNMA POOL 975777 5.000% 04/01/38...... 03/01/2019. Paydown...... 6 ...... 6 ...... 6 ...... 6 ...... 0 ...... 6 ...... 0 ...... 04/01/2038. 1...... 31415P BM 9 FNMA POOL 984844 5.500% 07/01/38...... 03/01/2019. Paydown...... 1,877 ...... 1,877 ...... 1,928 ...... 1,928 ...... (51) ...... (51) ...... 1,877 ...... 0 ...... 24 07/01/2038. 1...... 31415Q MQ 6 FNMA POOL 986067 6.000% 08/01/38...... 03/01/2019. Paydown...... 105 ...... 105 ...... 104 ...... 104 ...... 1 ...... 1 ...... 105 ...... 0 ...... 1 08/01/2038. 1...... 31415Q TA 4 FNMA POOL 986245 5.500% 07/01/38...... 03/01/2019. Paydown...... 5,684 ...... 5,684 ...... 5,603 ...... 5,603 ...... 81 ...... 81 ...... 5,684 ...... 0 ...... 76 07/01/2038. 1...... 31415X KE 0 FNMA POOL 992293 5.000% 01/01/39...... 03/01/2019. Paydown...... 80 ...... 80 ...... 82 ...... 82 ...... (2) ...... (2) ...... 80 ...... 0 ...... 1 01/01/2039. 1...... 31416H 6G 5 FNMA POOL AA0870 5.000% 01/01/39... .. 03/01/2019. Paydown...... 75 ...... 75 ...... 76 ...... 76 ...... (1) ...... (1) ...... 75 ...... 0 ...... 1 01/01/2039. 1...... 31416H UA 1 FNMA POOL AA0576 5.000% 02/01/39... .. 03/01/2019. Paydown...... 2,338 ...... 2,338 ...... 2,356 ...... 2,345 ...... (7) ...... (7) ...... 2,338 ...... 0 ...... 20 02/01/2039. 1...... 31416J FN 6 FNMA POOL AA1072 5.500% 12/01/38... .. 03/01/2019. Paydown...... 1,117 ...... 1,117 ...... 1,155 ...... 1,155 ...... (38) ...... (38) ...... 1,117 ...... 0 ...... 15 12/01/2038. 1...... 31416K YU 6 FNMA POOL AA2522 4.500% 03/01/39... .. 03/01/2019. Paydown...... 14,361 ...... 14,361 ...... 14,364 ...... 14,364 ...... (3) ...... (3) ...... 14,361 ...... 0 ...... 64 03/01/2039. 1......

Q 31416L ZK 5 FNMA POOL AA3445 4.500% 03/01/39... .. 03/01/2019. Paydown...... 2,163 ...... 2,163 ...... 2,187 ...... 2,187 ...... (24) ...... (24) ...... 2,163 ...... 0 ...... 15 03/01/2039. 1......

E 31416M 4T 8 FNMA POOL AA4433 4.500% 03/01/39... .. 03/01/2019. Paydown...... 911 ...... 911 ...... 929 ...... 929 ...... (18) ...... (18) ...... 911 ...... 0 ...... 7 03/01/2039. 1......

0 31416R RB 1 FNMA POOL AA7681 4.500% 06/01/39... .. 03/01/2019. Paydown...... 4,636 ...... 4,636 ...... 4,722 ...... 4,722 ...... (86) ...... (86) ...... 4,636 ...... 0 ...... 30 06/01/2039. 1...... 5 31416W LZ 3 FNMA POOL AB1243 4.000% 07/01/25... .. 03/01/2019. Paydown...... 10,868 ...... 10,868 ...... 11,183 ...... 11,183 ...... (314) ...... (314) ...... 10,868 ...... 0 ...... 58 07/01/2025. 1...... 8 31416Y LG 1 FNMA POOL AB3026 4.000% 05/01/41... .. 03/01/2019. Paydown...... 1,738 ...... 1,738 ...... 1,832 ...... 1,830 ...... (92) ...... (92) ...... 1,738 ...... 0 ...... 13 05/01/2041. 1...... 31417B 7A 9 FNMA POOL AB5388 4.000% 06/01/42... .. 03/01/2019. Paydown...... 20,688 ...... 20,688 ...... 22,136 ...... 22,136 ...... (1,448) ...... (1,448) ...... 20,688 ...... 0 ...... 111 06/01/2042. 1...... 31417B PP 6 FNMA POOL AB4929 3.000% 04/01/42... .. 03/01/2019. Paydown...... 2,344 ...... 2,344 ...... 2,373 ...... 2,367 ...... (23) ...... (23) ...... 2,344 ...... 0 ...... 12 04/01/2042. 1...... 31417D LP 6 FNMA POOL AB6633 3.500% 10/01/42... .. 03/01/2019. Paydown...... 6,928 ...... 6,928 ...... 7,299 ...... 7,278 ...... (351) ...... (351) ...... 6,928 ...... 0 ...... 45 10/01/2042. 1...... 31417E GF 2 FNMA POOL AB7397 3.000% 12/01/42... .. 03/01/2019. Paydown...... 179,058 ...... 179,058 ...... 187,508 ...... 186,392 ...... (7,334) ...... (7,334) ...... 179,058 ...... 0 ...... 905 12/01/2042. 1...... 31417G AV 8 FNMA POOL AB9019 3.000% 04/01/43... .. 03/01/2019. Paydown...... 572,210 ...... 572,210 ...... 595,456 ...... 591,197 ...... (18,987) ...... (18,987) ...... 572,210 ...... 0 ...... 2,796 04/01/2043. 1...... 31417G BE 5 FNMA POOL AB9036 3.000% 04/01/43... .. 03/01/2019. Paydown...... 265,162 ...... 265,162 ...... 275,893 ...... 274,601 ...... (9,439) ...... (9,439) ...... 265,162 ...... 0 ...... 1,176 04/01/2043. 1...... 31417G H2 5 FNMA POOL AB9248 3.000% 05/01/43... .. 03/01/2019. Paydown...... 42,381 ...... 42,381 ...... 41,853 ...... 41,853 ...... 528 ...... 528 ...... 42,381 ...... 0 ...... 161 05/01/2043. 1...... 31417G MY 9 FNMA POOL AB9374 3.500% 05/01/43... .. 03/01/2019. Paydown...... 10,220 ...... 10,220 ...... 10,468 ...... 10,454 ...... (234) ...... (234) ...... 10,220 ...... 0 ...... 75 05/01/2043. 1...... 31417G WV 4 FNMA POOL AB9659 3.000% 06/01/43... .. 03/01/2019. Paydown...... 2,210 ...... 2,210 ...... 2,221 ...... 2,218 ...... (8) ...... (8) ...... 2,210 ...... 0 ...... 10 06/01/2043. 1...... 31417J NH 9 FNMA POOL AC0391 4.500% 07/01/39... .. 03/01/2019. Paydown...... 41,634 ...... 41,634 ...... 41,776 ...... 41,776 ...... (142) ...... (142) ...... 41,634 ...... 0 ...... 305 07/01/2039. 1...... 31417K WA 1 FNMA POOL AC1540 4.500% 09/01/39... .. 03/01/2019. Paydown...... 14,846 ...... 14,846 ...... 14,864 ...... 14,864 ...... (18) ...... (18) ...... 14,846 ...... 0 ...... 136 09/01/2039. 1...... 31417L MY 8 FNMA POOL AC2174 4.500% 07/01/39... .. 03/01/2019. Paydown...... 241 ...... 241 ...... 241 ...... 241 ...... 1 ...... 1 ...... 241 ...... 0 ...... 2 07/01/2039. 1...... 31417M UZ 4 FNMA POOL AC3299 4.500% 10/01/39... .. 03/01/2019. Paydown...... 2,386 ...... 2,386 ...... 2,490 ...... 2,490 ...... (104) ...... (104) ...... 2,386 ...... 0 ...... 16 10/01/2039. 1...... 31417N 7F 2 FNMA POOL AC4493 4.500% 09/01/39... .. 03/01/2019. Paydown...... 7,454 ...... 7,454 ...... 7,392 ...... 7,392 ...... 63 ...... 63 ...... 7,454 ...... 0 ...... 49 09/01/2039. 1...... 31417Y FL 6 FNMA POOL MA0170 5.000% 09/01/39.. .. 03/01/2019. Paydown...... 3,434 ...... 3,434 ...... 3,481 ...... 3,473 ...... (40) ...... (40) ...... 3,434 ...... 0 ...... 24 09/01/2039. 1...... 31418B 6H 4 FNMA POOL MA2671 3.500% 07/01/46.. .. 03/01/2019. Paydown...... 11,164 ...... 11,164 ...... 11,816 ...... 11,772 ...... (609) ...... (609) ...... 11,164 ...... 0 ...... 66 07/01/2046. 1...... 31418C 3J 1 FNMA POOL MA3500 4.000% 10/01/48.. .. 03/01/2019. Paydown...... 107,326 ...... 107,326 ...... 106,756 ...... 106,759 ...... 568 ...... 568 ...... 107,326 ...... 0 ...... 873 10/01/2048. 1...... 31418C EC 4 FNMA POOL MA2830 2.500% 12/01/31.. .. 03/01/2019. Paydown...... 167,693 ...... 167,693 ...... 169,213 ...... 168,997 ...... (1,304) ...... (1,304) ...... 167,693 ...... 0 ...... 672 12/01/2031. 1...... 31418C EG 5 FNMA POOL MA2834 3.500% 12/01/46.. .. 03/01/2019. Paydown...... 27,528 ...... 27,528 ...... 28,388 ...... 28,372 ...... (844) ...... (844) ...... 27,528 ...... 0 ...... 171 12/01/2046. 1...... 31418C WS 9 FNMA POOL MA3356 3.500% 05/01/48.. .. 03/01/2019. Paydown...... 211,229 ...... 211,229 ...... 207,202 ...... 207,202 ...... 4,027 ...... 4,027 ...... 211,229 ...... 0 ...... 1,157 05/01/2048. 1...... 31418C XN 9 FNMA POOL MA3384 4.000% 06/01/48.. .. 03/01/2019. Paydown...... 18,893 ...... 18,893 ...... 19,208 ...... 19,206 ...... (313) ...... (313) ...... 18,893 ...... 0 ...... 134 06/01/2048. 1...... 31418N XX 3 FNMA POOL AD1593 4.500% 02/01/40... .. 03/01/2019. Paydown...... 21,727 ...... 21,727 ...... 21,808 ...... 21,808 ...... (81) ...... (81) ...... 21,727 ...... 0 ...... 164 02/01/2040. 1...... 31418N ZW 3 FNMA POOL AD1656 4.500% 03/01/40... .. 03/01/2019. Paydown...... 1,668 ...... 1,668 ...... 1,672 ...... 1,672 ...... (4) ...... (4) ...... 1,668 ...... 0 ...... 13 03/01/2040. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) 31418Q S9 5 FNMA POOL AD3243 4.500% 04/01/40... .. 03/01/2019. Paydown...... 30,125 ...... 30,125 ...... 30,198 ...... 30,199 ...... (74) ...... (74) ...... 30,125 ...... 0 ...... 225 04/01/2040. 1...... 31419D JY 8 FNMA POOL AE2978 4.000% 08/01/25... .. 03/01/2019. Paydown...... 113,363 ...... 113,363 ...... 118,867 ...... 118,867 ...... (5,504) ...... (5,504) ...... 113,363 ...... 0 ...... 713 08/01/2025. 1...... 31419E 5G 0 FNMA POOL AE4446 4.000% 12/01/40... .. 03/01/2019. Paydown...... 2,741 ...... 2,741 ...... 2,694 ...... 2,700 ...... 42 ...... 42 ...... 2,741 ...... 0 ...... 24 12/01/2040. 1...... 31419K GQ 2 FNMA POOL AE8306 4.000% 11/01/40... .. 03/01/2019. Paydown...... 1,457 ...... 1,457 ...... 1,509 ...... 1,509 ...... (52) ...... (52) ...... 1,457 ...... 0 ...... 10 11/01/2040. 1...... 31419K WQ 4 FNMA POOL AE8754 4.000% 10/01/40... .. 03/01/2019. Paydown...... 10,204 ...... 10,204 ...... 10,070 ...... 10,070 ...... 134 ...... 134 ...... 10,204 ...... 0 ...... 96 10/01/2040. 1...... GMAC COMMERICAL HOUSING SERIES 36186Y AA 3 2005-HCKM .. 03/10/2019. Paydown...... 59,267 ...... 59,267 ...... 61,332 ...... 60,860 ...... (1,593) ...... (1,593) ...... 59,267 ...... 0 ...... 542 02/10/2035. 2...... GMAC COMMERCIAL MORTGAE ASSET 38011S AA 3 SERIES 200 .. 03/10/2019. Paydown...... 66,512 ...... 66,512 ...... 67,484 ...... 66,798 ...... (286) ...... (286) ...... 66,512 ...... 0 ...... 835 09/10/2024. 1...... GMAC COMMERCIAL MORTGAE ASSET 38011S AA 3 SERIES 200 .. 01/10/2019. Paydown...... 32,990 ...... 32,990 ...... 33,472 ...... 33,132 ...... (142) ...... (142) ...... 32,990 ...... 0 ...... 166 09/10/2024. 1FE...... GMAC COMMERCIAL MTGE ASSET 38011X AA 2 SERIES 2003-K .. 03/10/2019. Paydown...... 68,108 ...... 68,108 ...... 71,048 ...... 69,841 ...... (1,733) ...... (1,733) ...... 68,108 ...... 0 ...... 715 09/10/2036. 1...... GMAC COMMERCIAL MORTGAGE Q 38012M AA 5 SERIES 2006-LEA .. 03/10/2019. Paydown...... 26,421 ...... 26,421 ...... 26,526 ...... 26,504 ...... (83) ...... (83) ...... 26,421 ...... 0 ...... 241 03/10/2051. 1FE...... E 40867# AD 6 YUBA COUNTY CA 4.250% 08/10/42...... 03/10/2019. Redemption 100.0000...... 11,855 ...... 11,855 ...... 11,855 ...... 11,855 ...... 0 ...... 11,855 ...... 0 ...... 84 08/10/2042. 1...... 0

5 HP COMMUNITIES LLC SERIES 144A SR .

9 44329H AR 5 2008B .. 03/15/2019. Redemption 100.0000...... 25,000 ...... 25,000 ...... 25,000 ...... 25,000 ...... 0 ...... 25,000 ...... 0 ...... 744 09/15/2053. 1FE...... KANSAS CITY MO INDL DEV AUTH 48503T AA 5 NNSA PRIVAT .. 03/10/2019. Redemption 100.0000...... 98,188 ...... 98,188 ...... 98,188 ...... 98,188 ...... 0 ...... 98,188 ...... 0 ...... 859 12/10/2032. 1...... LEGG MASON MTG CAP CORP SERIES 52465# AZ 8 2001-CTL .. 03/08/2019. Redemption 100.0000...... 112,028 ...... 112,028 ...... 112,028 ...... 112,028 ...... 0 ...... 112,028 ...... 0 ...... 1,415 06/08/2021. 2...... STATE OF OHIO ECONOMIC DEVELOP 677555 X2 5 4.470% .. 03/01/2019. Redemption 100.0000...... 40,000 ...... 40,000 ...... 40,000 ...... 40,000 ...... 0 ...... 40,000 ...... 0 ...... 447 12/01/2033. 1FE...... PANHANDLE ECONOMIC 69848A AA 6 DEVELOPMENT 3.985% .. 01/15/2019. Redemption 100.0000...... 43,957 ...... 43,957 ...... 43,957 ...... 43,957 ...... 0 ...... 43,957 ...... 0 ...... 876 07/15/2048. 1FE...... SAN JOSE CA REDEV AGY SUCCESSO 798170 AN 6 SERIES A .. 03/12/2019. RBC Capital Markets...... 1,857,548 ...... 1,925,000 ...... 1,890,432 ...... 1,892,308 ...... 384 ...... 384 ...... 1,892,692 ...... (35,144) ...... (35,144) ...... 40,245 08/01/2034. 1FE...... 2014 ACQUISITION 10 LLC 4.570% 90224# AA 5 05/15/3 .. 03/15/2019. Redemption 100.0000...... 42,237 ...... 42,237 ...... 42,237 ...... 42,237 ...... 0 ...... 42,237 ...... 0 ...... 322 05/15/2036. 1...... WILLIAM BLAIR STATE OF PA 5.970% 96928* BN 6 12/15 .. 03/15/2019. Redemption 100.0000...... 61,019 ...... 61,019 ...... 61,019 ...... 61,019 ...... 0 ...... 61,019 ...... 0 ...... 608 12/15/2031. 1...... 3199999. Total - Bonds - U.S. Special Revenue and Special Assessments...... 28,817,170 .....28,729,814 .....29,303,759 ...... 29,262,821 ...... 0 ...... (135,015) ...... 0 ...... (135,015) ...... 0 ...... 29,131,864 ...... 0 ....(314,696) ...... (314,696) .....272,127 XXX XXX Bonds - Industrial and Miscellaneous ROLLAND-FOX HOLDINGS LLC 12.500% 000000 00 0 03/06/ .. 01/01/2019. Redemption 100.0000...... 1,929 ...... 1,929 ...... 1,929 ...... 1,929 ...... 0 ...... 1,929 ...... 0 ...... 21 03/06/2020. 3FE...... THL CREDIT FUND IV LP 5.000% 000000 00 0 07/15/27 .. 03/19/2019. Redemption 100.0000...... 349,771 ...... 349,771 ...... 349,771 ...... 214,100 ...... 0 ...... 349,771 ...... 0 ...... 07/15/2027. 1FE...... AASET TRUST SERIES 2017 1A CLASS 000366 AA 2 A 144A .. 03/16/2019. Paydown...... 497,480 ...... 497,480 ...... 497,478 ...... 497,400 ...... 81 ...... 81 ...... 497,480 ...... 0 ...... 3,277 05/16/2042. 1FE...... AASET TRUST SERIES 2017 1A CLASS 000366 AB 0 B 144A .. 02/16/2019. Paydown...... 725,885 ...... 725,885 ...... 725,872 ...... 725,700 ...... 185 ...... 185 ...... 725,885 ...... 0 ...... 7,042 05/16/2042. 2AM...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) AASET TRUST SERIES 2017 1A CLASS 000366 AB 0 B 144A .. 03/16/2019. Paydown...... 20,335 ...... 20,335 ...... 20,335 ...... 20,330 ...... 5 ...... 5 ...... 20,335 ...... 0 ...... 301 05/16/2042. 2FE...... AASET 2018-1 TRUST SERIES 2018-1A 000367 AA 0 CLASS .. 03/16/2019. Paydown...... 11,324 ...... 11,324 ...... 11,238 ...... 11,248 ...... 76 ...... 76 ...... 11,324 ...... 0 ...... 73 01/16/2038. 1FE...... ABN AMRO MORTGAGE CORP SERIES 000780 AD 8 2003-3 CLA .. 03/01/2019. Paydown...... 8,090 ...... 8,090 ...... 8,204 ...... 8,143 ...... (53) ...... (53) ...... 8,090 ...... 0 ...... 76 02/25/2033. 1FM...... 00206R DA 7 AT T INC 5.000% 03/01/21...... 03/27/2019. Call 104.5477...... 2,090,955 ...... 2,000,000 ...... 2,176,298 ...... 2,080,459 ...... (8,585) ...... (8,585) ...... 2,071,874 ...... (71,874) ...... (71,874) .....148,177 03/01/2021. 2FE...... AEROSTAR HOLDINGS LLC 5.750% 00802# AA 4 03/22/35 .. 03/22/2019. Redemption 100.0000...... 64,814 ...... 64,814 ...... 64,814 ...... 64,814 ...... 0 ...... 64,814 ...... 0 ...... 1,863 03/22/2035. 3FE...... 00817Y AN 8 AETNA INC 2.200% 03/15/19...... 03/15/2019. Maturity...... 100,000 ...... 100,000 ...... 99,678 ...... 99,981 ...... 19 ...... 19 ...... 100,000 ...... 0 ...... 1,100 03/15/2019. 2FE...... AIR LEASE CORPORATION 4.490% 00912X A# 1 01/15/19 .. 01/15/2019. Various...... 4,000,000 ...... 4,000,000 ...... 4,000,000 ...... 4,000,000 ...... 0 ...... 4,000,000 ...... 0 ...... 89,800 01/15/2019. 1FE...... 009363 AP 7 AIRGAS INC 2.375% 02/15/20...... 02/01/2019. MARKAX...... 992,280 ...... 1,000,000 ...... 999,617 ...... 999,921 ...... 15 ...... 15 ...... 999,936 ...... (7,656) ...... (7,656) ...... 11,215 02/15/2020. 1FE...... 010392 EK 0 ALABAMA POWER CO 5.125% 02/15/19 .. 02/15/2019. Maturity...... 7,000,000 ...... 7,000,000 ...... 6,967,450 ...... 6,998,767 ...... 1,233 ...... 1,233 ...... 7,000,000 ...... 0 .....179,375 02/15/2019. 1FE...... Q

E AMERICAN AIRLINES INC SERIES A

0 02376W AA 9 4.100% .. 01/15/2019. Various...... 53,192 ...... 53,192 ...... 53,192 ...... 53,192 ...... 0 ...... 53,192 ...... 0 ...... 1,090 01/15/2028. 1FE...... 5 AMER AIRLINE 17 1 A PTT SERIES 2017- . 1 02378A AA 5 1 CL .. 02/15/2019. Redemption 100.0000...... 60,562 ...... 60,562 ...... 60,562 ...... 60,562 ...... 0 ...... 60,562 ...... 0 ...... 1,211 02/15/2029. 1FE...... 0 AMERICAN AIRLINES SERIES 2017-1B 02378W AA 7 CLASS .. 02/15/2019. Redemption 100.0000...... 10,181 ...... 10,181 ...... 10,359 ...... 10,318 ...... (3) ...... (3) ...... 10,315 ...... (133) ...... (133) ...... 252 02/15/2025. 2FE...... ANHEUSER-BUSCH INBEV WOR 035240 AD 2 3.750% 01/15/ .. 01/17/2019. MILLENNIUM ADVISORS...... 1,110,890 ...... 1,100,000 ...... 1,148,290 ...... 1,129,706 ...... (435) ...... (435) ...... 1,129,272 ...... (18,382) ...... (18,382) ...... 20,969 01/15/2022. 2FE...... APOLLO AVIATION SECURITIZATION 03766E AB 3 4.212% .. 03/15/2019. Redemption 100.0000...... 805,666 ...... 805,666 ...... 805,641 ...... 805,639 ...... 1 ...... 1 ...... 805,639 ...... 26 ...... 26 ...... 3,344 01/15/2027. 1FE...... APOLLO AVIATION SECURITIZATION 03766K AA 1 SERIES 20 .. 03/15/2019. Paydown...... 39,064 ...... 39,064 ...... 39,924 ...... 39,537 ...... (473) ...... (473) ...... 39,064 ...... 0 ...... 317 03/17/2036. 1FE...... AASET 2018 2 TRUST SERIES 2018 2A 04546K AA 6 CLASS .. 03/16/2019. Paydown...... 83,970 ...... 83,970 ...... 83,967 ...... 83,967 ...... 3 ...... 3 ...... 83,970 ...... 0 ...... 606 11/16/2038. 1FE...... AASET 2018 2 TRUST SERIES 2018-2A 04546K AB 4 CLASS .. 02/16/2019. Paydown...... 3,987 ...... 3,987 ...... 3,987 ...... 3,987 ...... 0 ...... 3,987 ...... 0 ...... 26 11/16/2038. 2AM...... AASET 2018 2 TRUST SERIES 2018-2A 04546K AB 4 CLASS .. 03/16/2019. Paydown...... 1,844 ...... 1,844 ...... 1,844 ...... 1,844 ...... 0 ...... 1,844 ...... 0 ...... 25 11/16/2038. 2FE...... AUTOPISTAS METROPOLITION 05330K AA 3 PUERTO RICO 6 .. 03/31/2019. Redemption 100.0000...... 22,500 ...... 22,500 ...... 22,500 ...... 22,500 ...... 0 ...... 22,500 ...... 0 ...... 380 06/30/2035. 2FE...... AXA EQUITABLE HOLDINGS I SERIES 054561 AG 0 144A 4 .. 01/16/2019. Tax Free Exchange...... 2,770,012 ...... 2,775,000 ...... 2,769,866 ...... 2,770,001 ...... 11 ...... 11 ...... 2,770,012 ...... 0 ...... 28,837 04/20/2028. 2FE...... 05574* AA 3 WALGREEN'S 6.097% 12/15/30...... 03/15/2019. Redemption 100.0000...... 26,034 ...... 26,034 ...... 26,034 ...... 26,034 ...... 0 ...... 26,034 ...... 0 ...... 265 12/15/2030. 2...... BX TRUST SERIES 2018-IND CLASS B 056059 AG 3 144A .. 03/15/2019. Paydown...... 192,490 ...... 192,490 ...... 192,490 ...... 192,490 ...... 0 ...... 192,490 ...... 0 ...... 1,576 11/15/2035. 1FM...... BYL BANK GROUP SERIES 1999-1 056065 AF 2 CLASS B 144 .. 03/01/2019. Paydown...... 20,155 ...... 20,155 ...... 21,810 ...... 20,798 ...... (643) ...... (643) ...... 20,155 ...... 0 ...... 228 09/15/2025. 1FE...... BANC OF AMERICA COMMERCIAL MTG 059497 BA 4 SERIES 20 .. 03/01/2019. Paydown...... 1,140 ...... 1,140 ...... 1,156 ...... 1,139 ...... 2 ...... 2 ...... 1,140 ...... 0 ...... 16 01/15/2049. 1FM...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) 06406H CP 2 BANK OF NEW YORK 2.100% 01/15/19.. .. 01/15/2019. Various...... 1,440,000 ...... 1,440,000 ...... 1,438,200 ...... 1,439,974 ...... 26 ...... 26 ...... 1,440,000 ...... 0 ...... 15,120 01/15/2019. 1FE...... BASKETBALL PPTYS LTD SERIES A2 07012E AE 0 144A 6. .. 03/01/2019. Redemption 100.0000...... 232,719 ...... 232,719 ...... 231,565 ...... 232,758 ...... (2) ...... (2) ...... 232,756 ...... (38) ...... (38) ...... 2,642 03/01/2025. 2...... BASKETBALL PPTYS LTD SERIES A-1-B 07012E AG 5 144A .. 03/01/2019. Redemption 100.0000...... 136,271 ...... 136,271 ...... 134,318 ...... 135,696 ...... 7 ...... 7 ...... 135,703 ...... 567 ...... 567 ...... 1,513 03/01/2025. 1FE...... BAYVIEW FINANCIAL ACQUISITION 07325D AC 8 2006-C 1A2 .. 03/01/2019. Paydown...... 13,099 ...... 13,099 ...... 12,829 ...... 12,951 ...... 148 ...... 148 ...... 13,099 ...... 0 ...... 76 11/28/2036. 1FM...... BEAR STEARNS ASSET BACKED SEC 07400T AB 3 2007-2 A2 .. 03/25/2019. Paydown...... 359,491 ...... 359,491 ...... 359,491 ...... 359,452 ...... 40 ...... 40 ...... 359,491 ...... 0 ...... 1,713 01/25/2047. 1FM...... BOSTONIA WALGREEN'S 6.660% 08876@ AA 0 07/15/32 .. 03/15/2019. Redemption 100.0000...... 22,110 ...... 22,110 ...... 22,110 ...... 22,110 ...... 0 ...... 22,110 ...... 0 ...... 246 07/15/2032. 2...... DISTRICT OF COLUMBIA 6.489% 08877@ AA 9 06/15/32 .. 03/15/2019. Redemption 100.0000...... 46,890 ...... 46,890 ...... 46,890 ...... 46,890 ...... 0 ...... 46,890 ...... 0 ...... 508 06/15/2032. 1......

Q BLACKBIRD CAPITAL AIRCRAFT 09228Y AB 8 SERIES 2016-1 .. 03/15/2019. Paydown...... 41,016 ...... 41,016 ...... 41,015 ...... 41,015 ...... 0 ...... 41,016 ...... 0 ...... 288 12/16/2041. 1FE...... E

0 BROADRIDGE FINANCIAL SOLUTION

5 11133T AB 9 3.950% 0 .. 01/17/2019. Toronto Dominion Secs...... 1,603,292 ...... 1,590,000 ...... 1,587,949 ...... 1,589,397 ...... 27 ...... 27 ...... 1,589,424 ...... 13,868 ...... 13,868 ...... 23,901 09/01/2020. 2FE...... 1 BUSINESS JET SECURITIES LLC 1 123262 AN 7 SERIES 2018 .. 03/15/2019. Paydown...... 42,904 ...... 42,904 ...... 42,904 ...... 42,904 ...... 1 ...... 1 ...... 42,904 ...... 0 ...... 303 02/15/2033. 1FE...... BUSINESS JET SECURITIES LLC 12326R AA 0 SERIES 2018- .. 03/15/2019. Paydown...... 147,239 ...... 147,239 ...... 147,236 ...... 147,236 ...... 3 ...... 3 ...... 147,239 ...... 0 ...... 1,278 06/15/2033. 1FE...... CAPITAL AUTOMOTIVE REIT SERIES 12479R AD 9 2017 1A C .. 03/15/2019. Paydown...... 11,625 ...... 11,625 ...... 11,620 ...... 11,623 ...... 2 ...... 2 ...... 11,625 ...... 0 ...... 73 04/15/2047. 1FE...... CAPITAL AUTOMOTIVE REIT SERIES 12479R AF 4 2017-1A C .. 03/15/2019. Paydown...... 5,000 ...... 5,000 ...... 5,000 ...... 5,000 ...... 0 ...... 5,000 ...... 0 ...... 35 04/15/2047. 1FE...... SHORELINE SQUARE LLC 4.310% 12498@ AA 0 08/15/43 .. 03/15/2019. Redemption 100.0000...... 4,267 ...... 4,267 ...... 4,267 ...... 4,267 ...... 0 ...... 4,267 ...... 0 ...... 31 08/15/2043. 1FE...... CD COMMERCIAL MORTGAGE TRUST 125039 AG 2 SERIES 2017 .. 03/01/2019. Paydown...... 3,338 ...... 2,862 ...... (2,862) ...... (2,862) ...... 0 ...... 84 11/13/2050. 1FE...... TERRA FUNDING WAKE FOREST LLC 12504@ AA 2 4.280% 0 .. 03/15/2019. Redemption 100.0000...... 4,968 ...... 4,968 ...... 4,968 ...... 4,968 ...... 0 ...... 4,968 ...... 0 ...... 37 06/15/2042. 1FE...... 12510# AA 2 FAIRFIELD MARRIOTT 4.460% 09/15/45 .. 03/15/2019. Redemption 100.0000...... 1,457 ...... 1,457 ...... 1,457 ...... 1,457 ...... 0 ...... 1,457 ...... 0 ...... 11 09/15/2045. 1FE...... GENERAL ELECTRIC CO. 5.650% 12537# AA 1 12/10/23 .. 03/10/2019. Redemption 100.0000...... 75,822 ...... 75,822 ...... 75,822 ...... 75,822 ...... 0 ...... 75,822 ...... 0 ...... 715 12/10/2023. 1...... 12540@ AA 8 SEMPRA ENERGY 4.700% 07/10/40...... 03/10/2019. Redemption 100.0000...... 27,590 ...... 27,590 ...... 27,590 ...... 27,590 ...... 0 ...... 27,590 ...... 0 ...... 216 07/10/2040. 2...... CIC RECEIVABLES MASTER TRUST 125464 AA 5 4.890% 10 .. 01/08/2019. Redemption 100.0000...... 45,045 ...... 45,045 ...... 45,045 ...... 45,045 ...... 0 ...... 45,045 ...... 0 ...... 551 10/07/2021. 1FE...... CIM TRUST SERIES 2018-INV1 CLASS 12553X AD 5 A4 144A .. 03/01/2019. Paydown...... 40,757 ...... 40,757 ...... 40,512 ...... 40,513 ...... 245 ...... 245 ...... 40,757 ...... 0 ...... 277 08/25/2048. 1FM...... 12558* AA 9 XTO ENERGY 4.038% 03/10/37...... 03/10/2019. Various...... 67,507 ...... 67,507 ...... 67,507 ...... 67,507 ...... 0 ...... 67,507 ...... 0 ...... 455 03/10/2037. 1FE...... CIT GROUP HOME EQUITY LOAN TR 12558M BK 7 2003-1 A5 .. 03/01/2019. Paydown...... 117,290 ...... 117,290 ...... 95,005 ...... 114,122 ...... 3,168 ...... 3,168 ...... 117,290 ...... 0 ...... 1,257 07/20/2034. 1FM...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) CLI FUNDING LLC SERIES 2018-1A 12563L AJ 6 CLASS A 1 .. 03/18/2019. Paydown...... 7,615 ...... 7,615 ...... 7,596 ...... 7,598 ...... 18 ...... 18 ...... 7,615 ...... 0 ...... 50 04/18/2043. 1FE...... CNH EQUIPMENT TRUST SERIES 2015- 12592W AD 0 A CLASS .. 03/15/2019. Paydown...... 228,653 ...... 228,653 ...... 228,629 ...... 228,640 ...... 13 ...... 13 ...... 228,653 ...... 0 ...... 529 04/15/2021. 1FE...... ROCKWELL COLLINS UTC 4.116% 12598@ AA 9 11/10/31 .. 03/10/2019. Redemption 100.0000...... 191,828 ...... 191,828 ...... 191,828 ...... 191,828 ...... 0 ...... 191,828 ...... 0 ...... 1,318 11/10/2031. 1FE...... CTL TRUST SERIES 2001-7 TRUST 12644@ AQ 8 LOWES HOME .. 03/15/2019. Redemption 100.0000...... 45,557 ...... 45,557 ...... 45,557 ...... 45,557 ...... 0 ...... 45,557 ...... 0 ...... 576 07/15/2026. 1...... CTL TRUST LOWES 2000-8 7.470% 12644@ AT 2 02/15/21 .. 03/15/2019. Redemption 100.0000...... 70,537 ...... 70,537 ...... 70,537 ...... 70,537 ...... 0 ...... 70,537 ...... 0 ...... 880 02/15/2021. 1...... 12644@ CE 3 CTL TRUST 5.440% 11/15/25...... 03/15/2019. Redemption 100.0000...... 59,819 ...... 59,819 ...... 59,819 ...... 59,819 ...... 0 ...... 59,819 ...... 0 ...... 543 07/15/2025. 1...... 12644@ CJ 2 CTL TRUST 6.240% 01/15/32...... 03/15/2019. Redemption 100.0000...... 52,202 ...... 52,202 ...... 52,202 ...... 52,202 ...... 0 ...... 52,202 ...... 0 ...... 544 01/15/2032. 1FE...... 12644@ CL 7 CTL TRUST 5.680% 06/15/33...... 03/15/2019. Redemption 100.0000...... 127,540 ...... 127,540 ...... 126,977 ...... 127,095 ...... 3 ...... 3 ...... 127,097 ...... 443 ...... 443 ...... 1,209 06/15/2033. 1...... 12644@ CN 3 CTL TRUST 6.610% 07/10/29...... 03/10/2019. Redemption 100.0000...... 93,329 ...... 93,329 ...... 94,187 ...... 93,801 ...... (5) ...... (5) ...... 93,796 ...... (467) ...... (467) ...... 1,030 07/10/2029. 2...... Q

E 12647# AB 6 WALGREEN'S 6.280% 10/15/32...... 03/15/2019. Redemption 100.0000...... 21,639 ...... 21,639 ...... 21,639 ...... 21,639 ...... 0 ...... 21,639 ...... 0 ...... 227 10/15/2032. 2......

0 CTL SERIES 2008-7 BOSTON 5 12648@ AA 9 UNIVERSIT 6.3 .. 03/15/2019. Redemption 100.0000...... 118,012 ...... 118,012 ...... 118,012 ...... 118,012 ...... 0 ...... 118,012 ...... 0 ...... 1,251 08/15/2024. 1...... 1 CTL2010-1 TRUSTALLEGHENY COUN 2 12652@ AA 2 6.580% 0 .. 03/15/2019. Redemption 100.0000...... 66,683 ...... 66,683 ...... 66,683 ...... 66,683 ...... 0 ...... 66,683 ...... 0 ...... 744 01/15/2030. 1...... COUNTRYWIDE ALTERNATIVE LOAN T 12667F AQ 8 SERIES 20 .. 03/01/2019. Paydown...... 43,286 ...... 43,286 ...... 43,286 ...... 43,272 ...... 14 ...... 14 ...... 43,286 ...... 0 ...... 380 03/25/2034. 1FM...... COUNTRYWIDE ALTERNATIVE LOAN T 12667F VN 2 SERIES 20 .. 03/01/2019. Paydown...... 20,760 ...... 20,760 ...... 20,449 ...... 20,057 ...... 704 ...... 704 ...... 20,760 ...... 0 ...... 240 11/25/2034. 1FM...... COUNTRYWIDE ALTERNATIVE LOAN T 12667F YL 3 SERIES 20 .. 03/01/2019. Paydown...... 37,020 ...... 37,020 ...... 37,083 ...... 35,457 ...... 1,563 ...... 1,563 ...... 37,020 ...... 0 ...... 277 01/25/2035. 1FM...... COUNTRYWIDE ALTERNATIVE LN TR 12668A ZT 5 SERIES 200 .. 03/01/2019. Paydown...... 27,657 ...... 30,601 ...... 24,015 ...... 24,226 ...... 3,431 ...... 3,431 ...... 27,657 ...... 0 ...... 259 12/25/2035. 1FM...... 12684@ AA 4 REGULUS SOLAR 4.340% 10/15/34...... 01/15/2019. Redemption 100.0000...... 0 ...... 0 ...... 10/15/2034. 1FE...... 12692* AA 6 HARBOR REGIONAL 4.470% 11/15/39... .. 03/15/2019. Redemption 100.0000...... 10,372 ...... 10,372 ...... 10,372 ...... 10,372 ...... 0 ...... 10,372 ...... 0 ...... 77 11/15/2039. 1...... 12697# AA 7 THORTONS INC 4.560% 03/15/42...... 03/15/2019. Redemption 100.0000...... 26,781 ...... 26,781 ...... 26,781 ...... 26,781 ...... 0 ...... 26,781 ...... 0 ...... 204 03/15/2042. 1...... CAL FUNDING LTD SERIES 2018 1A 12805P AE 6 CLASS A 1 .. 03/25/2019. Paydown...... 82,500 ...... 82,500 ...... 82,474 ...... 82,475 ...... 25 ...... 25 ...... 82,500 ...... 0 ...... 545 02/25/2043. 1FE...... CAL FUNDING LTD SERIES 2018-2A 12805P AJ 5 CLASS A 1 .. 03/25/2019. Paydown...... 110,000 ...... 110,000 ...... 110,035 ...... 110,035 ...... (35) ...... (35) ...... 110,000 ...... 0 ...... 796 09/25/2043. 1FE...... CAITHNESS LONG ISLAND LLC 5.710% 12806* AH 4 01/15 .. 01/15/2019. Redemption 100.0000...... 102,549 ...... 102,549 ...... 102,549 ...... 102,549 ...... 0 ...... 102,549 ...... 0 ...... 2,928 01/15/2032. 2PL...... CARMAX AUTO OWNER TRUST SERIES 143127 AD 0 2015-2 CL .. 03/15/2019. Paydown...... 36,151 ...... 36,151 ...... 36,141 ...... 36,149 ...... 2 ...... 2 ...... 36,151 ...... 0 ...... 108 03/15/2021. 1FE...... CASTLELAKE AIRCRAFT SECURITIZA 14855J AB 1 SERIES 20 .. 03/15/2019. Paydown...... 694,521 ...... 694,521 ...... 694,318 ...... 694,374 ...... 147 ...... 147 ...... 694,521 ...... 0 ...... 3,875 08/15/2041. 1FE...... CASTLELAKE AIRCRAFT SECURITIZA 14855L AB 6 SERIES 20 .. 03/15/2019. Paydown...... 98,909 ...... 98,909 ...... 98,909 ...... 98,909 ...... 0 ...... 98,909 ...... 0 ...... 656 07/15/2042. 1FE...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) CC HOLDINGS GS V LLC/CRO 3.849% 14987B AE 3 04/15/ .. 03/12/2019. Barclays Capital Inc...... 1,971,471 ...... 1,945,000 ...... 1,945,000 ...... 1,945,000 ...... 0 ...... 1,945,000 ...... 26,471 ...... 26,471 ...... 30,985 04/15/2023. 2FE...... CENTEX HOME EQUITY 2002-A AF60 152314 EL 0 5.540% .. 02/01/2019. Paydown...... 353 ...... 353 ...... 349 ...... 350 ...... 3 ...... 3 ...... 353 ...... 0 ...... 3 01/25/2032. 1FM...... NATIONAL OILWELL VARCO 4.835% 15722* AA 3 01/10/41 .. 03/10/2019. Redemption 100.0000...... 21,970 ...... 21,970 ...... 21,970 ...... 21,970 ...... 0 ...... 21,970 ...... 0 ...... 177 01/10/2041. 2...... DISTRICT OF COLUMBIA 4.150% 15724@ AA 9 02/10/36 .. 03/10/2019. Various...... 44,165 ...... 44,165 ...... 44,165 ...... 44,165 ...... 0 ...... 44,165 ...... 0 ...... 313 02/10/2036. 1FE...... CHALET NAVY PROPERTIES LP 157507 AC 8 7.540% 03/15 .. 03/15/2019. Redemption 100.0000...... 275,291 ...... 275,291 ...... 304,197 ...... 284,807 ...... (598) ...... (598) ...... 284,209 ...... (8,917) ...... (8,917) ...... 10,378 03/15/2024. 1FE...... CHUGACH ELECTRIC ASSOCIATION 171265 A@ 0 PRIVATE PLA .. 03/15/2019. Redemption 100.0000...... 66,667 ...... 66,667 ...... 66,667 ...... 66,667 ...... 0 ...... 66,667 ...... 0 ...... 1,583 03/15/2041. 1...... CITIGROUP MORTGAGE LOAN TRUST 17309Y AM 9 2006-FX1W .. 03/01/2019. Paydown...... 249,623 ...... 249,623 ...... 244,132 ...... 244,132 ...... 5,492 ...... 5,492 ...... 249,623 ...... 0 ...... 1,917 10/25/2036. 1FM...... Q

E CITIZENS BANK NA/RI SERIES BKNT

0 17401Q AD 3 2.500% .. 03/14/2019. Maturity...... 1,250,000 ...... 1,250,000 ...... 1,249,863 ...... 1,249,943 ...... 57 ...... 57 ...... 1,250,000 ...... 0 ...... 15,625 03/14/2019. 2FE......

5 CLEVELAND STATE UNIVERSITY .

1 186406 FU 3 5.320% 04/0 .. 03/01/2019. Redemption 100.0000...... 15,000 ...... 15,000 ...... 15,000 ...... 15,000 ...... 0 ...... 15,000 ...... 0 ...... 133 04/01/2042. 1...... 3 COBBS CREEK PROPERTY CVS PA 19089# AA 8 6.800% 01/ .. 01/20/2019. Redemption 100.0000...... 17,756 ...... 17,756 ...... 17,756 ...... 17,756 ...... 0 ...... 17,756 ...... 0 ...... 101 01/20/2019. 2...... 20030N CT 6 COMCAST CORP 4.150% 10/15/28...... 03/12/2019. Pershing...... 1,042,160 ...... 1,000,000 ...... 999,500 ...... 999,456 ...... 39 ...... 39 ...... 999,495 ...... 42,665 ...... 42,665 ...... 18,329 10/15/2028. 1FE...... COMMERCIAL MORTGAGE LEASE 201736 AB 1 SERIES 2001-CM .. 03/01/2019. Paydown...... 708,657 ...... 708,657 ...... 757,989 ...... 709,747 ...... (1,090) ...... (1,090) ...... 708,657 ...... 0 ...... 8,611 06/20/2031. 1FM...... COMMONBOND STUDENT LOAN TRUST 20267U AA 7 SERIES 201 .. 03/25/2019. Paydown...... 9,197 ...... 9,197 ...... 9,194 ...... 9,194 ...... 2 ...... 2 ...... 9,197 ...... 0 ...... 42 10/25/2040. 1FE...... COMMONBOND STUDENT LOAN TRUST 20268K AA 8 SERIES 201 .. 03/25/2019. Paydown...... 11,329 ...... 11,329 ...... 11,327 ...... 11,327 ...... 2 ...... 2 ...... 11,329 ...... 0 ...... 50 09/25/2042. 1FE...... CONTINENTAL AIRLINES INC SERIES 210805 DD 6 2000-2 C .. 03/12/2019. Redemption 100.0000...... 115,009 ...... 115,009 ...... 121,668 ...... 116,132 ...... (155) ...... (155) ...... 115,977 ...... (968) ...... (968) ...... 4,818 04/02/2021. 2FE...... CORVIAS CAMPUS LIVING USG LLC 22100* AA 1 5.300% 0 .. 01/01/2019. Redemption 100.0000...... 6,281 ...... 6,281 ...... 6,281 ...... 6,281 ...... 0 ...... 6,281 ...... 0 ...... 166 07/01/2050. 2PL...... LEGG MASON CAP TRUST 5.610% 22538# AA 9 02/05/27 .. 03/05/2019. Redemption 100.0000...... 70,891 ...... 70,891 ...... 70,891 ...... 70,891 ...... 0 ...... 70,891 ...... 0 ...... 673 02/05/2027. 1...... CS FIRST BOSTON MORTGAGE SEC 22540A BV 9 SERIES 1997 .. 02/01/2019. Paydown...... 2 ...... 2 ...... 2 ...... 2 ...... 0 ...... 2 ...... 0 ...... 09/30/2024. 6FM...... CS FIRST MORGAGE SECURITIES 22541Q MA 7 SERIES 2003- .. 03/01/2019. Paydown...... 12,608 ...... 12,608 ...... 12,887 ...... 12,730 ...... (123) ...... (123) ...... 12,608 ...... 0 ...... 112 07/25/2033. 1FM...... YALE NEW HAVEN HOSPITAL CTL 2008 22944@ AB 7 3 6.7 .. 03/15/2019. Redemption 100.0000...... 29,844 ...... 29,844 ...... 29,844 ...... 29,844 ...... 0 ...... 29,844 ...... 0 ...... 338 01/15/2030. 1FE...... YALE NEW HAVEN HOSPITAL 6.980% 22944@ AC 5 01/15/3 .. 03/15/2019. Redemption 100.0000...... 9,688 ...... 9,688 ...... 9,688 ...... 9,688 ...... 0 ...... 9,688 ...... 0 ...... 113 01/15/2030. 1FE...... LOWES TUSCON ARIZONA 5.700% 22946@ AA 7 10/15/26 .. 03/15/2019. Redemption 100.0000...... 49,157 ...... 49,157 ...... 49,157 ...... 49,157 ...... 0 ...... 49,157 ...... 0 ...... 468 10/15/2026. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) TRUST METHODIST HSPTL DALLAS 22948@ AA 5 PRIVATE PLA .. 03/15/2019. Redemption 100.0000...... 27,345 ...... 27,345 ...... 27,345 ...... 27,345 ...... 0 ...... 27,345 ...... 0 ...... 259 10/15/2030. 1...... 22956* AA 6 M&T BANK 4.130% 05/15/30...... 03/15/2019. Redemption 100.0000...... 25,645 ...... 25,645 ...... 25,645 ...... 25,645 ...... 0 ...... 25,645 ...... 0 ...... 177 05/15/2030. 1...... 22958* AA 4 HOME DEPOT 3.890% 01/15/39...... 03/15/2019. Redemption 100.0000...... 17,929 ...... 17,929 ...... 17,929 ...... 17,929 ...... 0 ...... 17,929 ...... 0 ...... 116 01/15/2039. 1...... FAIRFAX COUNTY BOARD EDUCATION 22960# AA 6 4.610% .. 03/15/2019. Redemption 100.0000...... 41,881 ...... 41,881 ...... 41,881 ...... 41,881 ...... 0 ...... 41,881 ...... 0 ...... 326 11/15/2032. 1...... OCHSNER CLINIC FOUNDATION 22960* AA 0 5.260% 12/15 .. 03/15/2019. Redemption 100.0000...... 129,063 ...... 129,063 ...... 129,063 ...... 129,063 ...... 0 ...... 129,063 ...... 0 ...... 1,133 12/15/2028. 1...... 22960@ AA 8 TEXAS A&M 4.615% 12/15/34...... 03/15/2019. Redemption 100.0000...... 48,777 ...... 48,777 ...... 48,777 ...... 48,777 ...... 0 ...... 48,777 ...... 0 ...... 376 11/15/2034. 1...... 22963@ AA 5 TEXAS A & M 4.470% 11/15/34...... 03/15/2019. Redemption 100.0000...... 15,149 ...... 15,149 ...... 15,149 ...... 15,149 ...... 0 ...... 15,149 ...... 0 ...... 113 11/15/2034. 1...... UNIVERSITY OF DAYTON LEASE 22966@ AA 2 3.980% 12/1 .. 03/17/2019. Redemption 100.0000...... 208,211 ...... 208,211 ...... 213,799 ...... 212,118 ...... (65) ...... (65) ...... 212,053 ...... (3,842) ...... (3,842) ...... 1,383 12/17/2026. 1FE...... CTL 2014-05 TRUST (FEDERAL EX) 22967@ AA 1 3.900% .. 03/15/2019. Redemption 100.0000...... 37,183 ...... 37,183 ...... 37,183 ...... 37,183 ...... 0 ...... 37,183 ...... 0 ...... 242 01/15/2040. 2...... Q

E 22969@ AA 9 MISSION HEALTH 3.820% 04/15/34...... 03/15/2019. Redemption 100.0000...... 36,349 ...... 36,349 ...... 37,361 ...... 37,177 ...... (7) ...... (7) ...... 37,169 ...... (820) ...... (820) ...... 232 04/15/2034. 1FE......

0 22970* AA 8 TRT LEASE CO LLCF 4.070% 05/15/34.. .. 03/15/2019. Redemption 100.0000...... 21,575 ...... 21,575 ...... 21,575 ...... 21,575 ...... 0 ...... 21,575 ...... 0 ...... 147 05/15/2034. 1FE...... 5 22970@ AA 6 CONAGRA FOODS 5.070% 06/30/37...... 03/31/2019. Various...... 7,487 ...... 7,487 ...... 7,487 ...... 7,487 ...... 0 ...... 7,487 ...... 0 ...... 63 06/30/2037. 2...... 1

4 HOSPITAL SISTERS HEALTH SYSTEM 22975# AA 9 4.270% .. 03/25/2019. Redemption 100.0000...... 17,348 ...... 17,348 ...... 17,348 ...... 17,348 ...... 0 ...... 17,348 ...... 0 ...... 124 09/25/2042. 1...... 22976# AA 8 DOW CHEMICAL 4.010% 10/15/36...... 03/15/2019. Redemption 100.0000...... 49,487 ...... 49,487 ...... 49,487 ...... 49,487 ...... 0 ...... 49,487 ...... 0 ...... 331 10/15/2036. 2...... EMORY UNIV GEORGIA TECH SERIES E 22976@ AA 0 3.583 .. 03/15/2019. Redemption 100.0000...... 39,284 ...... 39,284 ...... 39,284 ...... 39,284 ...... 0 ...... 39,284 ...... 0 ...... 235 06/15/2045. 1FE...... EMORY UNIV GEORGIA TECH SERIES 22976@ AB 8 G 3.583 .. 03/15/2019. Redemption 100.0000...... 39,284 ...... 39,284 ...... 39,284 ...... 39,284 ...... 0 ...... 39,284 ...... 0 ...... 235 06/15/2045. 1FE...... BETHUNE COOKMAN UNIVERSITY 22983# AA 9 4.247% 12/1 .. 03/15/2019. Redemption 100.0000...... 4,457 ...... 4,457 ...... 4,457 ...... 4,457 ...... 0 ...... 4,457 ...... 0 ...... 42 12/15/2036. 1...... BETHUNE COOKMAN UNIVERSITY 22983# AA 9 4.247% 12/1 .. 01/01/2019. Redemption 100.0000...... 1,486 ...... 1,486 ...... 1,486 ...... 1,486 ...... 0 ...... 1,486 ...... 0 ...... 12/15/2036. 6*...... BETHUNE COOKMAN UNIVERSITY 22983# AB 7 4.599% 12/1 .. 03/15/2019. Redemption 100.0000...... 9,995 ...... 9,995 ...... 9,995 ...... 9,995 ...... 0 ...... 9,995 ...... 0 ...... 83 12/15/2046. 1...... BETHUNE COOKMAN UNIVERSITY 22983# AB 7 4.599% 12/1 .. 03/20/2019. Redemption 100.0000...... (12,896) ...... (12,896) ...... (12,896) ...... (12,896) ...... 0 ...... (12,896) ...... 0 ...... 12/15/2046. 6*...... NORTH SHORE LONG ISLAND JEWISH 22984* AA 2 4.290% .. 03/15/2019. Redemption 100.0000...... 1,665 ...... 1,665 ...... 1,665 ...... 1,665 ...... 0 ...... 1,665 ...... 0 ...... 12 04/15/2045. 1...... CURTISS WRIGHT CORP 5.760% 23156# AA 8 04/30/31 .. 03/31/2019. Redemption 100.0000...... 156,406 ...... 156,406 ...... 156,406 ...... 156,406 ...... 0 ...... 156,406 ...... 0 ...... 1,504 04/30/2031. 2...... DB MASTER FINANCE LLC SERIES 2017 233046 AF 8 1A CLA .. 02/20/2019. Paydown...... 9,375 ...... 9,375 ...... 9,375 ...... 9,375 ...... 0 ...... 9,375 ...... 0 ...... 94 11/20/2047. 3AM...... DBUBS MORTGAGE TRUST 2011-LC2A 23305X AD 3 A4 Serie .. 03/01/2019. Paydown...... 336 ...... 336 ...... 380 ...... 353 ...... (17) ...... (17) ...... 336 ...... 0 ...... 1 07/10/2044. 1FM...... DAIRYLAND POWER COOPERATIVE 23389@ AA 9 3.420% 03 .. 03/30/2019. Redemption 100.0000...... 16,667 ...... 16,667 ...... 16,667 ...... 16,667 ...... 0 ...... 16,667 ...... 0 ...... 143 03/30/2043. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) DEL AMO FASHION CENTER TRUST 24500E AJ 3 SERIES 2017 .. 03/20/2019. Bank of America...... 2,907,150 ...... 3,050,000 ...... 3,029,405 ...... 3,028,934 ...... 451 ...... 451 ...... 3,029,385 ...... (122,235) ...... (122,235) ...... 34,195 06/05/2035. 1FE...... DELTA AIR LINES SERIES 2007-1 CLASS 247367 BH 7 A EX .. 02/10/2019. Redemption 100.0000...... 5,594 ...... 5,594 ...... 6,454 ...... 6,207 ...... (22) ...... (22) ...... 6,186 ...... (592) ...... (592) ...... 191 08/10/2022. 1FE...... DETROIT INTL BRIDGE COMPANY 25087* AH 6 5.340% 11/ .. 01/02/2019. Redemption 100.0000...... 42,764 ...... 42,764 ...... 42,764 ...... 42,764 ...... 0 ...... 42,764 ...... 0 ...... 190 11/02/2023. 2FE...... DETROIT INTL BRIDGE COMPANY 25087* AH 6 5.340% 11/ .. 03/02/2019. Redemption 100.0000...... 51,086 ...... 51,086 ...... 51,086 ...... 51,086 ...... 0 ...... 51,086 ...... 0 ...... 568 11/02/2023. 2PL...... DEUTSCHE ALT-A SECURITIES INC 251510 ML 4 SERIES 200 .. 03/01/2019. Paydown...... 93,068 ...... 93,068 ...... 93,069 ...... 92,042 ...... 1,025 ...... 1,025 ...... 93,068 ...... 0 ...... 742 02/25/2036. 1FM...... DOMINOS PIZZA MASTER ISSUER L 25755T AJ 9 SERIES 201 .. 01/25/2019. Paydown...... 10,000 ...... 10,000 ...... 10,000 ...... 10,000 ...... 0 ...... 10,000 ...... 0 ...... 103 07/25/2048. 2AM...... 26067* AA 3 DOW CHEMICAL 5.180% 03/15/34...... 03/15/2019. Redemption 100.0000...... 63,018 ...... 63,018 ...... 63,302 ...... 63,242 ...... (2) ...... (2) ...... 63,240 ...... (222) ...... (222) ...... 545 03/15/2034. 2...... 26078J AB 6 DOWDUPONT INC 4.205% 11/15/23...... 03/12/2019. Citigroup Global Markets...... 259,118 ...... 250,000 ...... 250,000 ...... 250,000 ...... 0 ...... 250,000 ...... 9,118 ...... 9,118 ...... 3,066 11/15/2023. 2FE...... Q 26860# AA 8 EIF PIO PICO LLC 4.170% 12/31/41...... 03/15/2019. Redemption 100.0000...... (1,614) ...... (1,614) ...... (1,614) ...... (1,614) ...... 0 ...... (1,614) ...... 0 ...... 12/31/2041. 2FE...... E

0 NORTH EASTERN OHIO MEDICAL 5 26885* AA 3 5.390% 11/0 .. 03/08/2019. Redemption 100.0000...... 33,847 ...... 33,847 ...... 34,386 ...... 34,299 ...... (1) ...... (1) ...... 34,298 ...... (451) ...... (451) ...... 304 11/08/2044. 2...... 1 EAGLE RIDER HOLDING INC 10.129% 5 27004# AA 3 12/18/2 .. 03/29/2019. Redemption 0.0000...... (4,435) ...... (443,542) ...... 380 ...... 380 ...... (4,055) ...... 4,055 ...... 4,055 ...... 12/18/2022. 2FE...... EAGLE RIDER HOLDING INC 10.129% 27004# AA 3 12/18/2 .. 03/31/2019. Redemption 100.0000...... 8,958 ...... 8,958 ...... 8,779 ...... (8,958) ...... 34 ...... 34 ...... 8,813 ...... 145 ...... 145 ...... 219 12/18/2022. 2PL...... 29669* AA 9 ESSENTIA HEALTH 3.990% 02/15/35...... 02/15/2019. Redemption 100.0000...... 648,566 ...... 648,566 ...... 648,566 ...... 648,566 ...... 0 ...... 648,566 ...... 0 ...... 12,939 02/15/2034. 1...... FALCON AEROSPACE LIMITED SERIES 30605Y AB 7 2017-1 C .. 03/15/2019. Paydown...... 124,072 ...... 124,072 ...... 124,072 ...... 126,404 ...... (2,331) ...... (2,331) ...... 124,072 ...... 0 ...... 969 02/15/2042. 1FE...... FALCON AEROSPACE LIMITED SERIES 30605Y AD 3 2017 1 C .. 02/15/2019. Paydown...... 9,258 ...... 9,258 ...... 9,216 ...... 9,224 ...... 35 ...... 35 ...... 9,258 ...... 0 ...... 73 02/15/2042. 2AM...... FALCON AEROSPACE LIMITED SERIES 30605Y AD 3 2017 1 C .. 03/15/2019. Paydown...... 5,338 ...... 5,338 ...... 5,314 ...... 5,318 ...... 20 ...... 20 ...... 5,338 ...... 0 ...... 84 02/15/2042. 2FE...... FALLBROOK TECHNOLOGIES INC 30648# AA 9 12.000% 01/2 .. 01/29/2019. Tax Free Exchange...... 499,717 ...... 2,022,326 ...... 499,717 ...... 499,717 ...... 0 ...... 499,717 ...... 0 ...... 01/29/2019. 6...... BNSF RAILWAY CO SERIES B 5.960% 31953* AM 4 10/15/ .. 02/13/2019. Redemption 100.0000...... 381 ...... 381 ...... 381 ...... 381 ...... 0 ...... 381 ...... 0 ...... 10/15/2027. 1...... 33632* UJ 4 PHILLIPS PETROLEUM 7.950% 12/10/20 .. 03/10/2019. Redemption 100.0000...... 209,902 ...... 209,902 ...... 211,177 ...... 210,125 ...... (10) ...... (10) ...... 210,115 ...... (212) ...... (212) ...... 2,787 12/10/2020. 1...... INTL FLAVORS AND FRAGRANCE 33840* AA 3 PRIVATE PLACE .. 03/15/2019. Redemption 100.0000...... 32,627 ...... 32,627 ...... 32,627 ...... 32,627 ...... 0 ...... 32,627 ...... 0 ...... 260 11/15/2030. 2...... FOCUS BRANDS FUNDING LLC SERIES 34417Q AA 6 2018-1 C .. 01/30/2019. Paydown...... 5,000 ...... 5,000 ...... 5,000 ...... 5,000 ...... 0 ...... 5,000 ...... 0 ...... 66 10/30/2048. 2AM...... GMAC COMMERCIAL MTG ASSET 36185P AA 3 CORP SERIES 20 .. 02/10/2019. Paydown...... 40,859 ...... 40,859 ...... 40,859 ...... 40,859 ...... 0 ...... 40,859 ...... 0 ...... 284 08/10/2038. 2AM...... GMAC COMMERCIAL MTG ASSET 36185P AA 3 CORP SERIES 20 .. 03/10/2019. Paydown...... 20,582 ...... 20,582 ...... 20,582 ...... 20,582 ...... 0 ...... 20,582 ...... 0 ...... 286 08/10/2038. 2FE...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) GMAC COMM MIL HOUSING SERIES 36186V AA 9 2003-CAMP C .. 03/10/2019. Paydown...... 50,669 ...... 50,669 ...... 51,267 ...... 51,207 ...... (538) ...... (538) ...... 50,669 ...... 0 ...... 512 12/10/2043. 1FE...... GSAMP TRUST SERIES 2004-15F CLASS 36242D QY 2 2A2 .. 03/01/2019. Paydown...... 27,276 ...... 27,276 ...... 26,628 ...... 25,635 ...... 1,641 ...... 1,641 ...... 27,276 ...... 0 ...... 321 12/25/2034. 1FM...... GALLATIN CLO IX SERIES 2018-1 COMB 36361X AG 9 144A .. 01/21/2019. Paydown...... 552,362 ...... 552,362 ...... 552,362 ...... 552,118 ...... 243 ...... 243 ...... 552,362 ...... 0 ...... 538 01/21/2028. 1FE...... GMAC COMMERCIAL MTGE ASSET C 38011W AA 4 SERIES 2002 .. 03/10/2019. Paydown...... 147,780 ...... 147,780 ...... 150,307 ...... 150,182 ...... (2,401) ...... (2,401) ...... 147,780 ...... 0 ...... 1,689 05/10/2037. 1...... GMAC MORTGAGE CORP 2006-HE3 A2 38012T AB 8 5.750% .. 03/01/2019. Paydown...... 555 ...... 555 ...... 555 ...... 555 ...... 555 ...... 0 ...... 5 10/25/2036. 1FM...... GOLD KEY RESORTS LLC SERIES 2014- 38061L AA 7 A CLASS .. 03/15/2019. Paydown...... 21,439 ...... 21,439 ...... 21,434 ...... 21,432 ...... 6 ...... 6 ...... 21,439 ...... 0 ...... 112 03/17/2031. 1FE...... GREAT WEST LIFECO FIN 18 SERIES 39138Q AA 3 144A 4 .. 03/12/2019. Wachovia...... 1,039,830 ...... 1,000,000 ...... 1,012,350 ...... 1,011,812 ...... (226) ...... (226) ...... 1,011,587 ...... 28,243 ...... 28,243 ...... 13,040 05/17/2028. 1FE...... Q

E GREENWICH CAP STRUCTURED PROD

0 39678W AA 6 SERIES 200 .. 03/01/2019. Paydown...... 42,257 ...... 42,257 ...... 41,841 ...... 42,146 ...... 111 ...... 111 ...... 42,257 ...... 0 ...... 316 09/25/2034. 1FM......

5 TERA HOSPITALITY- GIANT LLC .

1 39948P AA 5 4.949% 11/ .. 03/15/2019. Redemption 100.0000...... 458 ...... 458 ...... 458 ...... 458 ...... 0 ...... 458 ...... 0 ...... 4 11/15/2052. 1FE...... 6 40414L AK 5 HCP INC 4.200% 03/01/24...... 03/12/2019. Wachovia...... 2,563,700 ...... 2,500,000 ...... 2,488,425 ...... 2,493,324 ...... 317 ...... 317 ...... 2,493,641 ...... 70,059 ...... 70,059 ...... 56,292 03/01/2024. 2FE...... HARDEE'S FUNDING SERIES 2018-1A 411707 AB 8 CLASS AI .. 03/20/2019. Redemption 100.0000...... 11,250 ...... 11,250 ...... 11,250 ...... 11,250 ...... 0 ...... 11,250 ...... 0 ...... 120 06/20/2022. 2FE...... HEALTHCARE REALTY TRUST 3.875% 421946 AJ 3 05/01/2 .. 02/28/2019. Wachovia...... 981,520 ...... 1,000,000 ...... 999,170 ...... 999,403 ...... 15 ...... 15 ...... 999,417 ...... (17,897) ...... (17,897) ...... 13,240 05/01/2025. 2FE...... 42217K AY 2 WELLTOWER INC 4.125% 04/01/19...... 03/18/2019. Call 100.0000...... 3,000,000 ...... 3,000,000 ...... 2,990,820 ...... 2,999,302 ...... 556 ...... 556 ...... 2,999,858 ...... 142 ...... 142 ...... 57,406 04/01/2019. 2FE...... HERO FUNDING TRUST SERIES 16-2A 42770W AA 7 CLASS A .. 03/20/2019. Paydown...... 98,250 ...... 98,250 ...... 98,218 ...... 98,014 ...... 237 ...... 237 ...... 98,250 ...... 0 ...... 620 09/20/2041. 1FE...... HERO FUNDING TRUST SERIES 16-3A 42770X AA 5 CLASSS A .. 03/20/2019. Paydown...... 48,325 ...... 48,325 ...... 48,322 ...... 48,313 ...... 13 ...... 13 ...... 48,325 ...... 0 ...... 249 09/20/2042. 1FE...... CTL TRUST HOME DEPOT NH 5.244% 43711@ AA 6 08/15/3 .. 03/15/2019. Redemption 100.0000...... 28,501 ...... 28,501 ...... 27,917 ...... 28,115 ...... 3 ...... 3 ...... 28,118 ...... 382 ...... 382 ...... 250 08/15/2035. 1...... HORIZON AIRCRAFT FINANCE I LIM 440405 AE 8 SERIES 20 .. 03/15/2019. Paydown...... 49,039 ...... 49,039 ...... 49,038 ...... 49,038 ...... 1 ...... 1 ...... 49,039 ...... 0 ...... 455 12/15/2038. 1FE...... HORIZON AIRCRAFT FINANCE I LIM 440405 AF 5 SERIES 20 .. 02/15/2019. Paydown...... 22,436 ...... 22,436 ...... 22,435 ...... 22,435 ...... 1 ...... 1 ...... 22,436 ...... 0 ...... 246 12/15/2038. 2AM...... HORIZON AIRCRAFT FINANCE I LIM 440405 AF 5 SERIES 20 .. 03/15/2019. Paydown...... 22,436 ...... 22,436 ...... 22,435 ...... 22,435 ...... 1 ...... 1 ...... 22,436 ...... 0 ...... 345 12/15/2038. 2FE...... HORNBECK OFFSHORE 5.875% 440543 AL 0 04/01/20 .. 02/07/2019. Direct Deal...... 6,681,567 ...... 7,675,000 ...... 6,738,650 ...... 6,738,650 ...... 0 ...... 6,738,650 ...... (57,083) ...... (57,083) ...... 04/01/2020. 6FE...... SOUTH BROWARD HOSPITAL 5.610% 44107# AA 4 06/15/25 .. 03/15/2019. Redemption 100.0000...... 80,269 ...... 80,269 ...... 80,269 ...... 80,269 ...... 0 ...... 80,269 ...... 0 ...... 752 06/15/2025. 1...... SOUTH BROWARD HOSPITAL 6.000% 44107# AB 2 06/15/25 .. 03/15/2019. Redemption 100.0000...... 16,488 ...... 16,488 ...... 16,488 ...... 16,488 ...... 0 ...... 16,488 ...... 0 ...... 165 06/15/2025. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) HUDSON TRANSMISSION PARTNERS 44416* AB 2 Private Pla .. 02/28/2019. Redemption 100.0000...... 21,964 ...... 21,964 ...... 21,859 ...... 21,884 ...... 2 ...... 2 ...... 21,886 ...... 78 ...... 78 ...... 243 05/31/2033. 2PL...... HYUNDAI AUTO RECEIVABLES TRUST 44918L AD 4 SERIES 15 .. 01/15/2019. Paydown...... 2,335 ...... 2,335 ...... 2,335 ...... 2,335 ...... 0 ...... 2,335 ...... 0 ...... 3 02/18/2020. 1FE...... 44919* AC 2 I 595 EXPRESS LLC 3.310% 12/31/31...... 03/31/2019. Redemption 100.0000...... 16,320 ...... 16,320 ...... 16,320 ...... 16,320 ...... 0 ...... 16,320 ...... 0 ...... 135 12/31/2031. 1FE...... IMC HOME EQUITY LOAN TRUST 1997-3 449670 CP 1 A6 7 .. 03/01/2019. Paydown...... 24,162 ...... 24,162 ...... 23,921 ...... 23,913 ...... 250 ...... 250 ...... 24,162 ...... 0 ...... 313 08/20/2028. 1FM...... IMPAC CMB TRUST SERIES 2004-6 45254N JW 8 CLASS 2A .. 03/01/2019. Paydown...... 13,693 ...... 13,693 ...... 13,019 ...... 13,009 ...... 684 ...... 684 ...... 13,693 ...... 0 ...... 108 10/25/2034. 1FM...... INDUSTRIAL DPR FUNDING LTD 45605P AH 1 4.811% 04/1 .. 01/15/2019. Redemption 100.0000...... 324,039 ...... 324,039 ...... 324,039 ...... 324,039 ...... 0 ...... 324,039 ...... 0 ...... 3,984 04/15/2021. 2AM...... INDUSTRIAL DPR FUNDING LTD 45605P AK 4 4.398% 04/1 .. 01/15/2019. Redemption 100.0000...... 137,915 ...... 137,915 ...... 137,915 ...... 137,915 ...... 0 ...... 137,915 ...... 0 ...... 1,516 04/15/2023. 2AM......

Q RESIDENTIAL ASSET SECUR TRUST 45660N PT 6 SERIES 200 .. 03/01/2019. Paydown...... 111,777 ...... 127,336 ...... 113,037 ...... 98,581 ...... 13,197 ...... 13,197 ...... 111,777 ...... 0 ...... 1,365 05/25/2033. 1FM...... E

0 458140 AY 6 INTEL CORP 4.100% 05/11/47...... 01/31/2019. Pershing...... 2,351,497 ...... 2,300,000 ...... 2,374,543 ...... 2,372,482 ...... (142) ...... (142) ...... 2,372,340 ...... (20,843) ...... (20,843) ...... 20,956 05/11/2047. 1FE......

5 ENGENIUM CAPITAL EQUIPMENT DOL .

1 46359C AA 1 SERIES 20 .. 02/20/2019. Paydown...... 236,760 ...... 236,760 ...... 236,720 ...... 236,760 ...... 0 ...... 236,760 ...... 0 ...... 1,092 07/20/2020. 2AM...... 7 ENGENIUM CAPITAL EQUIPMENT DOL 46359C AA 1 SERIES 20 .. 03/20/2019. Paydown...... 66,370 ...... 66,370 ...... 66,359 ...... 66,370 ...... 0 ...... 66,370 ...... 0 ...... 609 07/20/2020. 2FE...... JP MORGAN CHASE COMMERCIAL 46590K AK 0 MOR SERIES 20 .. 01/04/2019. J.P. MORGAN SECURITIES LLC...... 645,709 ...... 650,000 ...... 694,637 ...... 689,021 ...... (96) ...... (96) ...... 688,925 ...... (43,216) ...... (43,216) ...... 3,167 01/15/2049. 3FM...... HENDERSON RECEIVABLES LLC 2010- 46616M AB 6 3A B 144A .. 03/15/2019. Paydown...... 23,308 ...... 23,308 ...... 23,307 ...... 23,300 ...... 7 ...... 7 ...... 23,308 ...... 0 ...... 231 12/15/2050. 1FE...... 321 HENDERSON RECEIVABLE LLC 46620J AA 9 SERIES 2017 .. 03/15/2019. Paydown...... 22,613 ...... 22,613 ...... 22,595 ...... 22,592 ...... 21 ...... 21 ...... 22,613 ...... 0 ...... 138 08/15/2062. 1FE...... J G WENTWORTH XXXIX LLC SERIES 46620V AA 2 2017-2A C .. 03/15/2019. Paydown...... 10,520 ...... 10,520 ...... 10,091 ...... 10,096 ...... 424 ...... 424 ...... 10,520 ...... 0 ...... 60 09/15/2072. 1FE...... JP MORGAN CHASE COMM MTG 46635G AE 0 SERIES 2010-C2 .. 03/01/2019. Paydown...... 35,472 ...... 35,472 ...... 35,827 ...... 35,485 ...... (13) ...... (13) ...... 35,472 ...... 0 ...... 250 11/15/2043. 1FM...... 46658# AA 2 DALLAS TX 4.433% 12/15/45...... 03/15/2019. Redemption 100.0000...... 34,715 ...... 34,715 ...... 35,627 ...... 35,575 ...... (3) ...... (3) ...... 35,572 ...... (857) ...... (857) ...... 257 12/15/2045. 1...... JAMAICA MERCHANT VOUCHER RECEI 470170 AB 7 5.875% .. 01/08/2019. Redemption 100.0000...... 93,319 ...... 93,319 ...... 93,319 ...... 93,319 ...... 0 ...... 93,319 ...... 0 ...... 1,371 07/08/2022. 3FE...... 47715* AA 5 JET BLUE 4.420% 03/05/23...... 03/05/2019. Various...... 579,643 ...... 579,643 ...... 579,643 ...... 579,643 ...... 0 ...... 579,643 ...... 0 ...... 12,810 03/05/2023. 1PL...... ST VINCENT'S HEALTH SYSTEM 48239@ AC 4 6.000% 03/1 .. 03/15/2019. Redemption 100.0000...... 88,956 ...... 88,956 ...... 88,956 ...... 88,956 ...... 0 ...... 88,956 ...... 0 ...... 891 03/15/2032. 3...... RIVERSIDE HEALTH SYSTEM SERIES 48239@ AE 0 PIK 6.3 .. 03/15/2019. Redemption 100.0000...... 52,774 ...... 52,774 ...... 52,774 ...... 52,774 ...... 0 ...... 52,774 ...... 0 ...... 556 10/15/2032. 1...... RIVERSIDE HEALTH SYSTEM 6.260% 48239@ AF 7 10/15/3 .. 03/15/2019. Redemption 100.0000...... 52,351 ...... 52,351 ...... 52,351 ...... 52,351 ...... 0 ...... 52,351 ...... 0 ...... 547 10/15/2032. 1...... RIVERSIDE HEALTH SYSTEM SERIES 48239@ AG 5 PIK 6.9 .. 03/15/2019. Redemption 100.0000...... 24,939 ...... 24,939 ...... 24,939 ...... 24,939 ...... 0 ...... 24,939 ...... 0 ...... 290 06/15/2034. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) RIVERSIDE HEALTH SYSTEM SERIES 48239@ AK 6 PIK 8.2 .. 03/10/2019. Redemption 100.0000...... 7,907 ...... 7,907 ...... 7,907 ...... 7,907 ...... 0 ...... 7,907 ...... 0 ...... 109 03/10/2034. 1...... KDAC AIRCRAFT FINANCE LIMITED 48244X AA 0 SERIES 201 .. 03/14/2019. Paydown...... 80,973 ...... 80,973 ...... 80,971 ...... 80,956 ...... 18 ...... 18 ...... 80,973 ...... 0 ...... 592 12/15/2042. 1FE...... 49446R AU 3 KIMCO REALTY CORP 3.300% 02/01/25 .. 02/01/2019. Susquehanna Partners...... 603,619 ...... 625,000 ...... 624,019 ...... 624,168 ...... 22 ...... 22 ...... 624,190 ...... (20,571) ...... (20,571) ...... 10,542 02/01/2025. 2FE...... 49727@ AB 3 KIRBY CORPORATION 4.410% 03/15/42 .. 03/15/2019. Redemption 100.0000...... 33,617 ...... 33,617 ...... 33,617 ...... 33,617 ...... 0 ...... 33,617 ...... 0 ...... 247 03/15/2042. 2...... KRAFT HEINZ FOODS CO SERIES WI 50077L AD 8 3.000% .. 02/21/2019. Morgan Stanley...... 1,020,448 ...... 1,100,000 ...... 1,095,248 ...... 1,096,283 ...... 53 ...... 53 ...... 1,096,336 ...... (75,888) ...... (75,888) ...... 7,700 06/01/2026. 2FE...... 501044 CW 9 KROGER CO 2.300% 01/15/19...... 01/15/2019. Various...... 1,125,000 ...... 1,125,000 ...... 1,123,335 ...... 1,124,976 ...... 24 ...... 24 ...... 1,125,000 ...... 0 ...... 12,938 01/15/2019. 2FE...... LCSS FINANCING LLC SERIES 2018-A 50200X AA 8 CLASS A .. 03/15/2019. Paydown...... 77,305 ...... 77,305 ...... 77,305 ...... 77,305 ...... 0 ...... 77,305 ...... 0 ...... 876 12/15/2062. 1FE...... LAKEVIEW HEALTH HOLDINGS INC 51222@ AA 1 10.360% 12 .. 02/25/2019. Redemption 100.0000...... 388,463 ...... 388,463 ...... 388,463 ...... 388,463 ...... 0 ...... 388,463 ...... 0 ...... (1,292) 12/15/2021. 4FE......

Q LAKEVIEW HEALTH HOLDINGS INC 51222@ AA 1 10.360% 12 .. 03/31/2019. Redemption 100.0000...... 7,152 ...... 7,152 ...... 7,152 ...... 7,152 ...... 0 ...... 7,152 ...... 0 ...... 196 12/15/2021. 5...... E

0 LEGG MASON MTG CAP SERIES 2003- 5 52467@ BJ 3 CTL CLASS .. 03/01/2019. Redemption 100.0000...... 50,952 ...... 50,952 ...... 50,952 ...... 50,952 ...... 0 ...... 50,952 ...... 0 ...... 470 04/01/2028. 2...... 1 LEHMAN BROTHERS SMALL BALANCE 8 52521B AD 8 SERIES 200 .. 02/01/2019. Paydown...... 27,322 ...... 27,322 ...... 27,310 ...... 27,310 ...... 12 ...... 12 ...... 27,322 ...... 0 ...... 158 12/25/2036. 2AM...... LEHMAN BROTHERS SMALL BALANCE 52521B AD 8 SERIES 200 .. 03/01/2019. Paydown...... 27,524 ...... 27,524 ...... 27,512 ...... 27,512 ...... 12 ...... 12 ...... 27,524 ...... 0 ...... 383 12/25/2036. 2FE...... LEXINGTON REALTY TRUST 4.400% 529043 AD 3 06/15/24 .. 03/12/2019. Wachovia...... 499,715 ...... 500,000 ...... 495,405 ...... 496,404 ...... 96 ...... 96 ...... 496,500 ...... 3,215 ...... 3,215 ...... 5,378 06/15/2024. 2FE...... LIBERTY PROPERTY LP 3.375% 53117C AP 7 06/15/23 .. 02/01/2019. Wells Fargo...... 528,676 ...... 535,000 ...... 534,481 ...... 534,752 ...... (4) ...... (4) ...... 534,748 ...... (6,072) ...... (6,072) ...... 2,508 06/15/2023. 2FE...... LOCKHEED MARTIN CORP SERIES 539830 BH 1 10YR 3.550 .. 02/01/2019. Jefferies...... 1,522,470 ...... 1,500,000 ...... 1,488,420 ...... 1,491,573 ...... 93 ...... 93 ...... 1,491,666 ...... 30,804 ...... 30,804 ...... 29,583 01/15/2026. 2FE...... LOWE'S COMPANIES INC 3.375% 548661 DH 7 09/15/25 .. 02/01/2019. Daiwa Secs SMBC Europe Ltd...... 542,263 ...... 555,000 ...... 551,787 ...... 552,706 ...... 34 ...... 34 ...... 552,740 ...... (10,478) ...... (10,478) ...... 7,284 09/15/2025. 2FE...... MK LEASE TRUST SERIES 2005-1 553110 AA 5 6.655% 05 .. 03/15/2019. Redemption 100.0000...... 62,026 ...... 62,026 ...... 63,176 ...... 62,559 ...... (8) ...... (8) ...... 62,551 ...... (524) ...... (524) ...... 689 05/15/2025. 2...... MK LEASE TRUST SERIES 2003-1 55323# AA 8 6.500% 01 .. 03/15/2019. Redemption 100.0000...... 389,210 ...... 389,210 ...... 389,210 ...... 389,210 ...... 0 ...... 389,210 ...... 0 ...... 4,255 01/15/2024. 2...... MK LEASE TRUST SERIES 2003-1 55323# AB 6 8.250% 01 .. 03/15/2019. Redemption 100.0000...... 10,900 ...... 10,900 ...... 10,900 ...... 10,900 ...... 0 ...... 10,900 ...... 0 ...... 145 01/15/2024. 2...... MK LEASE TRUST CVS - QUEENS NY 55323@ AA 0 6.444% .. 03/15/2019. Redemption 100.0000...... 28,945 ...... 28,945 ...... 29,373 ...... 29,128 ...... (3) ...... (3) ...... 29,125 ...... (180) ...... (180) ...... 311 01/15/2028. 2...... 55371@ AA 1 ROPER ST FRANCIS 4.220% 03/15/38... .. 03/15/2019. Redemption 100.0000...... 36,760 ...... 36,760 ...... 36,760 ...... 36,760 ...... 0 ...... 36,760 ...... 0 ...... 259 03/15/2038. 1FE...... LEGG MASON CAPITAL CORP SERIES 564759 M* 6 2004-CTL .. 03/15/2019. Various...... 186,909 ...... 186,909 ...... 186,909 ...... 186,909 ...... 0 ...... 186,909 ...... 0 ...... 1,747 03/15/2030. 1...... MAPS LTD SERIES 2018-1A CLASS A 56564R AA 8 144A 4 .. 03/15/2019. Paydown...... 83,520 ...... 83,520 ...... 83,517 ...... 83,521 ...... (1) ...... (1) ...... 83,520 ...... 0 ...... 586 05/15/2043. 1FE...... MARRIOTT INTERNATIONAL 3.000% 571903 AJ 2 03/01/19 .. 02/01/2019. MILLENNIUM ADVISORS...... 300,039 ...... 300,000 ...... 296,760 ...... 299,898 ...... 56 ...... 56 ...... 299,954 ...... 85 ...... 85 ...... 3,850 03/01/2019. 2FE...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) MARRIOTT INTERNATIONAL 3.750% 571903 AP 8 10/01/25 .. 03/12/2019. Pershing...... 2,994,960 ...... 3,000,000 ...... 2,966,280 ...... 2,975,848 ...... 712 ...... 712 ...... 2,976,560 ...... 18,400 ...... 18,400 ...... 50,625 10/01/2025. 2FE...... MASTR ALTERNATIVE LOANS TRUST 576434 PY 4 SERIES 200 .. 03/01/2019. Paydown...... 6,630 ...... 6,630 ...... 6,746 ...... 6,659 ...... (30) ...... (30) ...... 6,630 ...... 0 ...... 71 05/25/2034. 1FM...... MASTER RESECURITIZATION TRUST 576435 AT 8 SERIES 200 .. 03/01/2019. Paydown...... 312 ...... 1,772 ...... 674 ...... 642 ...... (330) ...... (330) ...... 312 ...... 0 ...... 10 03/25/2034. 1FM...... MASTR ASSET SECURITIZATIONTRST 57643M AG 9 SERIES 20 .. 03/01/2019. Paydown...... 12,855 ...... 12,855 ...... 13,115 ...... 12,762 ...... 94 ...... 94 ...... 12,855 ...... 0 ...... 109 12/26/2033. 1FM...... MELLO MORTGAGE CAPITAL ACCEPT 585499 AB 2 SERIES 201 .. 03/01/2019. Paydown...... 24,524 ...... 24,524 ...... 24,210 ...... 24,213 ...... 311 ...... 311 ...... 24,524 ...... 0 ...... 205 10/25/2048. 1FM...... MERLIN AVIATION HOLDINGS DAC 59010R AA 2 SERIES 2016 .. 03/15/2019. Paydown...... 36,332 ...... 36,332 ...... 34,935 ...... 35,336 ...... 997 ...... 997 ...... 36,332 ...... 0 ...... 203 12/15/2032. 1FE...... MERLIN AVIATION HOLDINGS DAC 59010R AB 0 SERIES 2016 .. 02/15/2019. Paydown...... 1,092,138 ...... 1,092,138 ...... 1,091,109 ...... 1,091,327 ...... 811 ...... 811 ...... 1,092,138 ...... 0 ...... 8,413 12/15/2032. 2AM...... Q

E MERLIN AVIATION HOLDINGS DAC

0 59010R AB 0 SERIES 2016 .. 03/15/2019. Paydown...... 70,676 ...... 70,676 ...... 70,609 ...... 70,623 ...... 52 ...... 52 ...... 70,676 ...... 0 ...... 1,148 12/15/2032. 2FE......

5 59048@ AA 6 MESA AIRLINES 4.750% 07/15/29...... 01/15/2019. Various...... 288,471 ...... 288,471 ...... 288,471 ...... 288,471 ...... 0 ...... 288,471 ...... 0 ...... 6,851 01/15/2028. 1PL......

1 594918 BZ 6 MICROSOFT CORP 4.100% 02/06/37...... 03/12/2019. Bank of America...... 530,100 ...... 500,000 ...... 506,388 ...... 505,979 ...... (48) ...... (48) ...... 505,931 ...... 24,169 ...... 24,169 ...... 12,357 02/06/2037. 1FE...... 9 MID-STATE TRUST 2006-1 A 144A 59548P AA 7 5.787% 1 .. 03/01/2019. Paydown...... 9,921 ...... 9,921 ...... 9,921 ...... 9,916 ...... 5 ...... 5 ...... 9,921 ...... 0 ...... 103 10/15/2040. 1FE...... MOBILE AIRPORT AUTHORITY 3.810% 607120 EZ 1 11/09/ .. 02/09/2019. Redemption 100.0000...... 54,184 ...... 54,184 ...... 54,184 ...... 54,184 ...... 0 ...... 54,184 ...... 0 ...... 516 11/09/2032. 1...... MOODY'S CORPORATION 2.750% 615369 AD 7 07/15/19 .. 01/03/2019. Various...... 700,000 ...... 700,000 ...... 698,866 ...... 699,865 ...... 2 ...... 2 ...... 699,867 ...... 133 ...... 133 ...... 8,983 07/15/2019. 2FE...... MORGAN STANLEY CAPITAL I SERIES 617451 CT 4 2006-T21 .. 03/01/2019. Paydown...... 28,027 ...... 28,027 ...... 28,179 ...... 27,980 ...... 46 ...... 46 ...... 28,027 ...... 0 ...... 223 10/12/2052. 1FM...... MORGAN STANLEY CAPITAL I SERIES 617458 AG 9 2011-C1 .. 03/01/2019. Paydown...... 9,553 ...... 9,553 ...... 10,264 ...... 9,691 ...... (138) ...... (138) ...... 9,553 ...... 0 ...... 84 09/15/2047. 1FM...... MORGAN STANLEY MTG LOAN TRUST 61748H AD 3 SERIES 200 .. 03/01/2019. Paydown...... 2,986 ...... 2,986 ...... 3,001 ...... 3,012 ...... (27) ...... (27) ...... 2,986 ...... 0 ...... 24 02/25/2034. 1FM...... MORGAN STANLEY MORTGAGE LOAN 61751J AK 7 SERIES 2007 .. 03/01/2019. Paydown...... 16,628 ...... 16,628 ...... 10,791 ...... 8,548 ...... 8,079 ...... 8,079 ...... 16,628 ...... 0 ...... 76 02/25/2047. 1FM...... NATURAL RESOURCE PARTNERS 62963# AJ 0 PRIVATE PLACEM .. 01/15/2019. Redemption 100.0000...... 705,893 ...... 705,893 ...... 705,893 ...... 705,893 ...... 0 ...... 705,893 ...... 0 ...... 996 12/01/2026. 4...... NEWELL RUBBERMAID INC 2.600% 651229 AT 3 03/29/19 .. 03/29/2019. Maturity...... 174,000 ...... 174,000 ...... 173,960 ...... 173,989 ...... 11 ...... 11 ...... 174,000 ...... 0 ...... 2,262 03/29/2019. 3FE...... NISSAN MOTOR ACCEPTANC SERIES 654740 AL 3 144A 2.0 .. 03/08/2019. Maturity...... 1,005,000 ...... 1,005,000 ...... 1,004,186 ...... 1,004,924 ...... 76 ...... 76 ...... 1,005,000 ...... 0 ...... 10,050 03/08/2019. 1FE...... NOMURA ASSET ACCEPTANCE CORP 65535V FZ 6 SERIES 2004 .. 03/01/2019. Paydown...... 43,961 ...... 43,961 ...... 43,961 ...... 43,695 ...... 267 ...... 267 ...... 43,961 ...... 0 ...... 370 10/25/2034. 1FM...... NORWEGIAN AIR SHUTTLE ASA 66934# AA 6 4.750% 01/22 .. 01/22/2019. Redemption 100.0000...... 209,413 ...... 209,413 ...... 209,413 ...... 209,413 ...... 0 ...... 209,413 ...... 0 ...... 4,974 01/22/2028. 2FE...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) NORWEGIAN AIR SHUTTLE ASA 66935@ AA 7 5.500% 01/22 .. 01/22/2019. Redemption 100.0000...... 269,387 ...... 269,387 ...... 269,387 ...... 269,387 ...... 0 ...... 269,387 ...... 0 ...... 7,408 01/22/2028. 2FE...... OFFUTT AFB AMERICA FIRST 5.460% 67085K AA 0 09/01/ .. 03/01/2019. Redemption 100.0000...... 15,344 ...... 15,344 ...... 14,649 ...... 14,671 ...... 5 ...... 5 ...... 14,676 ...... 668 ...... 668 ...... 419 09/01/2050. 2FE...... 67624@ AA 1 BIXBY RANCH 4.000% 02/15/41...... 03/15/2019. Redemption 100.0000...... 7,954 ...... 7,954 ...... 7,954 ...... 7,954 ...... 0 ...... 7,954 ...... 0 ...... 54 02/15/2041. 1FE...... 1999 NORTH CONWAY/SHAWS 8.080% 68259@ AA 1 12/10/2 .. 03/10/2019. Redemption 100.0000...... 38,385 ...... 38,385 ...... 38,385 ...... 38,385 ...... 0 ...... 38,385 ...... 0 ...... 518 12/10/2026. 3...... ONE JAKES WAY STATE OF RI SERIES 68260@ AA 8 A NT 19 .. 03/01/2019. Redemption 100.0000...... 387,824 ...... 387,824 ...... 334,873 ...... 386,715 ...... 277 ...... 277 ...... 386,993 ...... 831 ...... 831 ...... 4,343 05/01/2019. 1FE...... 68389X AU 9 ORACLE CORP 3.400% 07/08/24...... 02/01/2019. US Bancore...... 1,012,050 ...... 1,000,000 ...... 997,730 ...... 998,647 ...... 8 ...... 8 ...... 998,655 ...... 13,395 ...... 13,395 ...... 19,550 07/08/2024. 1FE...... PSMC 2018 1 TRUST SERIES 2018-3 69374J AA 9 CLASS A1 .. 03/01/2019. Paydown...... 22,593 ...... 22,593 ...... 22,540 ...... 22,540 ...... 53 ...... 53 ...... 22,593 ...... 0 ...... 175 08/25/2048. 1FM...... PACIFIC GAS & ELECTRIC 6.050% 694308 GE 1 03/01/34 .. 02/20/2019. Citigroup Global Markets...... 263,200 ...... 280,000 ...... 314,922 ...... 314,414 ...... (201) ...... (201) ...... 314,213 ...... (51,013) ...... (51,013) ...... 03/01/2034. 5FE...... Q

E PATRONS LEGACY SERIES 2004-I 144A

0 70338C 10 9 6.67 .. 03/04/2019. Redemption 100.0000...... 833,333 ...... 833,333 ...... 833,333 ...... 833,227 ...... 4 ...... 4 ...... 833,231 ...... 102 ...... 102 ...... 10,813 09/04/2027. 2FE......

5 71634# AA 9 ELITE COMFORT 12.500% 07/15/21...... 02/22/2019. Redemption 100.0000...... 993,785 ...... 993,785 ...... 993,785 ...... 993,785 ...... 0 ...... 993,785 ...... 0 ...... 5,785 07/15/2021. 4FE...... 2 71839# AA 2 PHILLIES FUNDING 6.210% 07/10/30...... 01/10/2019. Redemption 100.0000...... 67,049 ...... 67,049 ...... 67,049 ...... 67,049 ...... 0 ...... 67,049 ...... 0 ...... 1,041 07/10/2030. 2FE...... 0 PORT WASHINGTON GENERATING 73557* AA 2 4.910% 07/1 .. 03/15/2019. Redemption 100.0000...... 59,361 ...... 59,361 ...... 59,361 ...... 59,361 ...... 0 ...... 59,361 ...... 0 ...... 486 07/15/2030. 1...... PORT WASHINGTON GENERATING 73557* AB 0 6.000% 06/1 .. 03/15/2019. Redemption 100.0000...... 24,468 ...... 24,468 ...... 24,468 ...... 24,468 ...... 0 ...... 24,468 ...... 0 ...... 245 06/15/2033. 1...... QUEST DIAGNOSTIC INC 3.500% 74834L AX 8 03/30/25 .. 02/01/2019. CREDIT SUISSE...... 982,570 ...... 1,000,000 ...... 999,560 ...... 999,683 ...... 9 ...... 9 ...... 999,693 ...... (17,123) ...... (17,123) ...... 12,153 03/30/2025. 2FE...... RESIDENTIAL FUNDING MTG SERIES 74957E AK 3 2006-S5RF .. 03/01/2019. Paydown...... 33,052 ...... 44,435 ...... 38,446 ...... 37,504 ...... (4,452) ...... (4,452) ...... 33,052 ...... 0 ...... 412 06/25/2036. 1FM...... 74979U AA 3 RS 2018 PRIVATE LLC 4.040% 06/20/26 .. 03/20/2019. Redemption 100.0000...... 75,000 ...... 75,000 ...... 75,000 ...... 75,000 ...... 0 ...... 75,000 ...... 0 ...... 758 06/20/2026. 1PL...... REGENCY CENTERS LP 3.600% 75884R AV 5 02/01/27 .. 02/01/2019. Deutsche Bank...... 773,243 ...... 805,000 ...... 802,915 ...... 803,246 ...... 33 ...... 33 ...... 803,279 ...... (30,036) ...... (30,036) ...... 14,812 02/01/2027. 2FE...... RENAISSANCE HOME EQUITY LOAN 75971E AE 6 2006-3 AF2 .. 01/07/2019. Goldman Sachs...... 1,212,444 ...... 2,264,267 ...... 1,262,211 ...... 1,089,354 ...... (2,784) ...... (2,784) ...... 1,086,570 ...... 125,874 ...... 125,874 ...... 13,337 11/25/2050. 1FM...... RENAISSANCE HOME EQUITY LOAN 75971E AE 6 2006-3 AF2 .. 01/01/2019. Paydown...... 1,536 ...... 1,536 ...... 856 ...... 739 ...... 797 ...... 797 ...... 1,536 ...... 0 ...... 7 11/25/2050. 1FM...... RESIDENTIAL ASSET MTG PRODUCTS 760985 TC 5 SERIES 20 .. 03/01/2019. Paydown...... 29,942 ...... 29,942 ...... 30,513 ...... 30,132 ...... (190) ...... (190) ...... 29,942 ...... 0 ...... 287 02/25/2033. 1FM...... RESIDENTIAL ACCREDIT LOANS INC 76110H J6 7 SERIES 20 .. 03/01/2019. Paydown...... 350,258 ...... 350,258 ...... 329,936 ...... 332,928 ...... 17,330 ...... 17,330 ...... 350,258 ...... 0 ...... 3,015 12/25/2034. 1FM...... REYNOLDS AMERICAN INC 3.250% 761713 AX 4 11/01/22 .. 02/01/2019. MILLENNIUM ADVISORS...... 293,775 ...... 300,000 ...... 299,592 ...... 299,819 ...... 3 ...... 3 ...... 299,822 ...... (6,047) ...... (6,047) ...... 2,546 11/01/2022. 2FE...... RYDER SYSTEM INC SERIES MTN 78355H JZ 3 2.500% 05/ .. 02/01/2019. RAMIREZ & CO...... 569,934 ...... 575,000 ...... 573,419 ...... 574,540 ...... 29 ...... 29 ...... 574,569 ...... (4,635) ...... (4,635) ...... 3,354 05/11/2020. 2FE...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) RYDER SYSTEM INC SERIES MTN 78355H KD 0 2.800% 03/ .. 02/01/2019. Mitsubishi...... 333,489 ...... 340,000 ...... 339,446 ...... 339,635 ...... 14 ...... 14 ...... 339,648 ...... (6,159) ...... (6,159) ...... 4,072 03/01/2022. 2FE...... SCF EQUIPMENT TRUST LLC SERIES 784012 AA 4 2017 2A C .. 03/20/2019. Paydown...... 4,794 ...... 4,794 ...... 4,793 ...... 4,793 ...... 1 ...... 1 ...... 4,794 ...... 0 ...... 27 12/20/2023. 1FE...... SBA TOWER TRUST SERIES 2014-1A 78403D AG 5 CLASS C 1 .. 02/04/2019. Wells Fargo...... 1,142,361 ...... 1,145,000 ...... 1,145,000 ...... 1,145,000 ...... 0 ...... 1,145,000 ...... (2,639) ...... (2,639) ...... 4,516 10/15/2044. 1FE...... SCF EQUIPMENT TRUST LLC SERIES 78410T AA 4 2017 1A C .. 03/20/2019. Paydown...... 160,599 ...... 160,599 ...... 160,565 ...... 160,579 ...... 20 ...... 20 ...... 160,599 ...... 0 ...... 787 01/20/2023. 1FE...... STATE HIGHWAY 130 CONCESSION C 78423X AA 0 5.368% .. 03/31/2019. Redemption 100.0000...... 4,950 ...... 4,950 ...... 4,950 ...... 4,950 ...... 0 ...... 4,950 ...... 0 ...... 65 06/28/2020. 2FE...... S E REPLACEMENT POWER LLC 78512* AA 5 4.120% 05/31 .. 03/31/2019. Various...... 262,162 ...... 262,162 ...... 262,162 ...... 262,162 ...... 0 ...... 262,162 ...... 0 ...... 1,802 05/31/2029. 1FE...... SALOMON BROTHERS MTG SECS VII 79548K UV 8 SERIES 199 .. 03/01/2019. Paydown...... 22,538 ...... 0 ...... 0 ...... 280 12/25/2030. 1FM...... Q

E SAN DIEGO CENTERAL RECEIVING

0 79722@ AA 7 5.170% 12 .. 03/15/2019. Redemption 100.0000...... 40,428 ...... 40,428 ...... 40,428 ...... 40,428 ...... 0 ...... 40,428 ...... 0 ...... 349 12/15/2032. 1......

5 SENIOR HOUSING PROPERTIE 4.750% .

2 81721M AM 1 02/15/ .. 03/28/2019. Wachovia...... 1,400,469 ...... 1,521,000 ...... 1,494,896 ...... 1,496,643 ...... 495 ...... 495 ...... 1,497,138 ...... (96,669) ...... (96,669) ...... 43,855 02/15/2028. 2FE...... 1 SOUTH TEXAS ELECTRIC COOPERATI 84055* AA 6 5.410% .. 01/01/2019. Redemption 100.0000...... 235,294 ...... 235,294 ...... 235,294 ...... 235,294 ...... 0 ...... 235,294 ...... 0 ...... 6,365 01/01/2028. 1...... SOUTH TEXAS ELECTRIC COOPERATI 84055* AB 4 5.980% .. 01/01/2019. Redemption 100.0000...... 266,667 ...... 266,667 ...... 266,667 ...... 266,667 ...... 0 ...... 266,667 ...... 0 ...... 7,973 01/01/2040. 1...... SOUTH TEXAS ELECTRIC COOPERATI 84055* AE 8 4.160% .. 02/15/2019. Redemption 100.0000...... 50,000 ...... 50,000 ...... 50,000 ...... 50,000 ...... 0 ...... 50,000 ...... 0 ...... 1,040 08/15/2048. 1...... SOUTHAEVEN CMBD CYCLE GEN 841215 AA 4 3.846% 08/15 .. 02/15/2019. Redemption 100.0000...... 182,357 ...... 182,357 ...... 182,357 ...... 182,357 ...... 0 ...... 182,357 ...... 0 ...... 3,507 08/15/2033. 1FE...... SOUTHERN IL POWER COOPERATIVE 84314# AD 3 PRIVATE PL .. 03/15/2019. Redemption 100.0000...... 35,088 ...... 35,088 ...... 35,088 ...... 35,088 ...... 0 ...... 35,088 ...... 0 ...... 965 03/15/2041. 2FE...... SPIRIT MASTER FUNDING LLC SERIES 84860Y AA 6 2014-2A .. 03/01/2019. Paydown...... 24,828 ...... 24,828 ...... 25,614 ...... 25,222 ...... (394) ...... (394) ...... 24,828 ...... 0 ...... 239 03/20/2042. 1FE...... SPIRIT MASTER FUNDING LLC SERIES 84861A AA 7 2014-3A .. 03/01/2019. Paydown...... 3,027 ...... 3,027 ...... 3,023 ...... 3,023 ...... 4 ...... 4 ...... 3,027 ...... 0 ...... 29 03/20/2022. 1FE...... SPIRIT MASTER FUNDING LLC SERIES 84861C AC 9 2017 1A .. 03/01/2019. Paydown...... 148 ...... 148 ...... 148 ...... 148 ...... 0 ...... 148 ...... 0 ...... 1 12/01/2047. 1FE...... SPRINGFIELD CLINIC LLP 6.090% 85045@ AA 4 12/21/26 .. 03/21/2019. Redemption 100.0000...... 80,304 ...... 80,304 ...... 80,304 ...... 80,304 ...... 0 ...... 80,304 ...... 0 ...... 816 12/21/2026. 2...... STACK INFRASTRUCTURE ISSUER LL 85236K AA 0 SERIES 20 .. 03/25/2019. Paydown...... 833 ...... 833 ...... 833 ...... 0 ...... 833 ...... 0 ...... 5 02/25/2044. 1FE...... STANFORD UNIVERSITY 4.560% 85439@ AA 8 12/15/19 .. 03/05/2019. Redemption 100.0000...... 314,488 ...... 314,488 ...... 314,488 ...... 314,488 ...... 0 ...... 314,488 ...... 0 ...... 2,393 12/05/2019. 1...... 857477 AT 0 STATE STREET CORP 3.550% 08/18/25 .. 02/01/2019. MARKAX...... 916,785 ...... 900,000 ...... 898,794 ...... 899,126 ...... 29 ...... 29 ...... 899,155 ...... 17,630 ...... 17,630 ...... 14,821 08/18/2025. 1FE...... STONEBRIDGE BRE INC 7.452% 86175# AA 2 09/01/26 .. 03/01/2019. Redemption 100.0000...... 57,831 ...... 57,831 ...... 56,521 ...... 57,381 ...... 4 ...... 4 ...... 57,385 ...... 445 ...... 445 ...... 720 09/01/2026. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) STORE MASTER FUNDING LLC SERIES 86212V AB 0 2016 1A .. 03/20/2019. Paydown...... 23,177 ...... 23,177 ...... 23,170 ...... 23,167 ...... 10 ...... 10 ...... 23,177 ...... 0 ...... 167 10/20/2046. 1FE...... STORE MASTER FUNDING LLC SERIES 86212V AD 6 2018-1A .. 03/20/2019. Paydown...... 4,055 ...... 4,055 ...... 4,054 ...... 4,054 ...... 1 ...... 1 ...... 4,055 ...... 0 ...... 27 10/20/2048. 1FE...... STORE MASTER FUNDING LLC SERIES 86212V AE 4 2018-1A .. 03/20/2019. Paydown...... 16,787 ...... 16,787 ...... 16,891 ...... 10,328 ...... (104) ...... (104) ...... 16,787 ...... 0 ...... 120 10/20/2048. 1FE...... STORE MASTER FUNDING LLC SERIES 86213C AB 1 2015 1A .. 03/20/2019. Paydown...... 2,188 ...... 2,188 ...... 2,259 ...... 2,248 ...... (61) ...... (61) ...... 2,188 ...... 0 ...... 15 04/20/2045. 1FE...... STRUCTURED ASSET SECURITIES 86359B P6 2 SERIES 2004- .. 03/01/2019. Paydown...... 139,188 ...... 139,188 ...... 138,840 ...... 138,362 ...... 826 ...... 826 ...... 139,188 ...... 0 ...... 1,442 12/25/2034. 1FM...... SIGNET ENTERPRISES LLC 6.850% 86563@ AA 4 11/15/38 .. 03/15/2019. Redemption 100.0000...... 99,707 ...... 99,707 ...... 99,707 ...... 99,707 ...... 0 ...... 99,707 ...... 0 ...... 1,140 08/15/2038. 2...... SWEETWATER INVESTORS II LLC 87053* AA 1 4.740% 03/ .. 03/01/2019. Various...... 592,521 ...... 592,521 ...... 592,521 ...... 592,521 ...... 0 ...... 592,521 ...... 0 ...... 14,043 03/01/2026. 2PL...... Q

E TTX COMPANY COLLATERAL PASS

0 87305N AW 8 THRU SERIES .. 01/02/2019. Redemption 100.0000...... 308,837 ...... 308,837 ...... 308,837 ...... 308,837 ...... 0 ...... 308,837 ...... 0 ...... 8,498 01/02/2022. 1......

5 TACO BELL FUNDING LLC SERIES 2018- .

2 87342R AD 6 1 CLAS .. 02/25/2019. Paydown...... 20,000 ...... 20,000 ...... 19,991 ...... 19,991 ...... 9 ...... 9 ...... 20,000 ...... 0 ...... 209 11/25/2048. 2AM...... 2 TACO BELL FUNDING LLC SERIES 2018- 87342R AE 4 1 CLAS .. 02/25/2019. Paydown...... 2,500 ...... 2,500 ...... 2,500 ...... 2,500 ...... 0 ...... 2,500 ...... 0 ...... 30 11/25/2048. 2AM...... TERWIN MORTGAGE TRUST 2005-16HE 881561 ZB 3 AF3 5. .. 03/01/2019. Paydown...... 57,549 ...... 57,549 ...... 54,792 ...... 56,646 ...... 903 ...... 903 ...... 57,549 ...... 0 ...... 532 09/25/2036. 1FM...... TEXTAINER MARINE CONTAINERS LI 88315F AE 1 SERIES 20 .. 03/20/2019. Paydown...... 48,090 ...... 48,090 ...... 47,515 ...... 19,230 ...... 577 ...... 577 ...... 48,090 ...... 0 ...... 264 06/20/2042. 1FE...... THUNDERBOLT AIRCRAFT LEASE LI 886065 AA 9 SERIES 201 .. 03/15/2019. Paydown...... 53,571 ...... 53,571 ...... 53,570 ...... 53,570 ...... 1 ...... 1 ...... 53,571 ...... 0 ...... 370 09/15/2038. 1FE...... THUNDERBOLT AIRCRAFT LEASE LIM 88606W AA 0 SERIES 20 .. 03/15/2019. Paydown...... 32,030 ...... 32,030 ...... 32,029 ...... 32,029 ...... 1 ...... 1 ...... 32,030 ...... 0 ...... 225 05/17/2032. 1FE...... TIAA BANK MORTGAGE LOAN TRUST 88632A AA 6 SERIES 201 .. 03/01/2019. Paydown...... 47,103 ...... 47,103 ...... 46,624 ...... 46,630 ...... 473 ...... 473 ...... 47,103 ...... 0 ...... 347 11/25/2048. 1FM...... 887317 AZ 8 TIME WARNER INC 3.875% 01/15/26...... 03/12/2019. Pershing...... 1,168,185 ...... 1,175,000 ...... 1,174,424 ...... 1,174,625 ...... (23) ...... (23) ...... 1,174,602 ...... (6,417) ...... (6,417) ...... 30,101 01/15/2026. 2FE...... TRICON AMERICAN HOMES SERIES 89613F AA 6 2017 SFR2 C .. 01/01/2019. Paydown...... 2,020 ...... 2,020 ...... 2,010 ...... 2,011 ...... 9 ...... 9 ...... 2,020 ...... 0 ...... 5 01/17/2036. 1FE...... TRINITY RAIL LEASING LP 2003-1A A 89655V AA 0 144A .. 01/12/2019. Paydown...... 5,697,233 ...... 5,697,233 ...... 5,738,668 ...... 5,717,159 ...... (19,926) ...... (19,926) ...... 5,697,233 ...... 0 ...... 26,777 10/12/2026. 1FE...... TRINITY RAIL LEASING LP 2006-1A A1 89655X AA 6 144A .. 02/14/2019. Paydown...... 101,651 ...... 101,651 ...... 101,651 ...... 101,627 ...... 23 ...... 23 ...... 101,651 ...... 0 ...... 813 05/14/2036. 2AM...... TRINITY RAIL LEASING LP 2006-1A A1 89655X AA 6 144A .. 03/14/2019. Paydown...... 141,026 ...... 141,026 ...... 141,732 ...... 141,263 ...... (237) ...... (237) ...... 141,026 ...... 0 ...... 2,080 05/14/2036. 2FE...... TRINITY RAIL LEASING LP 2006-1A A1 89655X AA 6 144A .. 02/14/2019. Paydown...... 50,825 ...... 50,825 ...... 51,588 ...... 51,105 ...... (279) ...... (279) ...... 50,825 ...... 0 ...... 407 05/14/2036. 3AM...... TRINITY RAIL LEASING LP 2009-1I A 89655Y AA 4 144A .. 03/16/2019. Paydown...... 60,854 ...... 60,854 ...... 61,791 ...... 61,745 ...... (891) ...... (891) ...... 60,854 ...... 0 ...... 701 11/16/2039. 1FE...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) TRINITY RAIL LEASING L P SERIES 89657A AA 4 2018-1A .. 03/17/2019. Redemption 100.0000...... 162,467 ...... 162,467 ...... 162,408 ...... 162,410 ...... 1 ...... 1 ...... 162,411 ...... 57 ...... 57 ...... 1,034 06/17/2028. 1FE...... TRITON CONTAINER FINANCE LLC 89679H AJ 4 SERIES 2018 .. 03/20/2019. Paydown...... 20,750 ...... 20,750 ...... 20,746 ...... 20,746 ...... 4 ...... 4 ...... 20,750 ...... 0 ...... 137 03/20/2043. 1FE...... TWO BROADWAY LLC MBIA SERIES 901857 AB 8 144A 8.31 .. 03/15/2019. Redemption 100.0000...... 162,817 ...... 162,817 ...... 162,817 ...... 162,817 ...... 0 ...... 162,817 ...... 0 ...... 6,765 09/15/2029. 1...... 2014 REPLACEMENT POWER STAT TR 90226# AA 3 3.850% .. 02/28/2019. Redemption 100.0000...... 71,199 ...... 71,199 ...... 71,199 ...... 71,199 ...... 0 ...... 71,199 ...... 0 ...... 343 05/31/2029. 1FE...... 2014 REPLACEMENT POWER STAT TR 90226# AA 3 3.850% .. 03/31/2019. Redemption 100.0000...... 35,771 ...... 35,771 ...... 35,771 ...... 35,771 ...... 0 ...... 35,771 ...... 0 ...... 344 05/31/2029. 1PL...... 902494 AX 1 TYSON FOODS INC 3.950% 08/15/24...... 02/05/2019. J.P. MORGAN SECURITIES LLC...... 1,564,524 ...... 1,550,000 ...... 1,545,288 ...... 1,547,080 ...... 89 ...... 89 ...... 1,547,169 ...... 17,354 ...... 17,354 ...... 29,252 08/15/2024. 2FE...... 902752 AA 2 UIRC-GSA V LLC 4.710% 12/05/35...... 03/05/2019. Redemption 100.0000...... 52,186 ...... 52,186 ...... 52,186 ...... 52,186 ...... 0 ...... 52,186 ...... 0 ...... 410 12/05/2035. 1...... 902753 AA 0 UIRC-GSA IV 5.000% 12/05/34...... 03/05/2019. Various...... 41,489 ...... 41,489 ...... 41,489 ...... 41,489 ...... 0 ...... 41,489 ...... 0 ...... 346 12/05/2034. 1......

Q UBSCM SERIES 2017 C5 1.024% 90276T AH 7 11/15/50 .. 03/01/2019. Paydown...... 4,342 ...... 3,702 ...... (3,702) ...... (3,702) ...... 0 ...... 107 11/15/2050. 1FE...... E

0 UNION TANK CAR COMPANY 5.640% 5 908594 AB 0 06/01/19 .. 03/28/2019. Redemption 100.4660...... 365,331 ...... 363,636 ...... 363,636 ...... 363,636 ...... 0 ...... 363,636 ...... 1,695 ...... 1,695 ...... 6,665 06/01/2019. 1FE...... 2 UNITED AIR 2019 1 AA PTT SERIES AA 3 90931C AA 6 EETC .. 03/12/2019. Various...... 252,727 ...... 250,000 ...... 250,000 ...... 0 ...... 250,000 ...... 2,727 ...... 2,727 ...... 951 02/25/2033. 1FE...... UNITED MEDICAL SYSTEMS 9.820% 91085* AA 5 11/10/19 .. 03/12/2019. Call 100.0000...... 1,024,024 ...... 1,024,024 ...... 1,024,024 ...... 1,024,024 ...... 0 ...... 1,024,024 ...... 0 ...... 25,434 11/10/2019. 4...... UNITED MEDICAL SYSTEMS 9.820% 91085* AA 5 11/10/19 .. 01/31/2019. Redemption 100.0000...... 16,625 ...... 16,625 ...... 16,625 ...... 16,625 ...... 0 ...... 16,625 ...... 0 ...... (49) 11/10/2019. 4FE...... LOAN CERTIFICATE CATS 2002 91274# AB 0 6.700% 01/3 .. 01/31/2019. Redemption 100.0000...... 931,490 ...... 931,490 ...... 931,490 ...... 931,490 ...... 0 ...... 931,490 ...... 0 ...... 31,205 01/31/2019. 2FE...... UNIV OF LOUISVILLE FOUNDATION 91426* AA 3 6.270% 1 .. 03/10/2019. Redemption 100.0000...... 22,777 ...... 22,777 ...... 22,777 ...... 22,777 ...... 0 ...... 22,777 ...... 0 ...... 238 11/10/2033. 1...... U S MORTGAGE CORP 88-3 9.339% 91741* AN 3 06/30/19 .. 03/26/2019. Paydown...... (3,540) ...... (3,540) ...... (3,262) ...... (3,540) ...... 0 ...... (3,540) ...... 0 ...... 06/30/2019. 1FE...... VSE VOI MORTGAGE LLC SERIES 16-A 918290 AA 5 CLASS A .. 03/01/2019. Paydown...... 15,738 ...... 15,738 ...... 15,737 ...... 15,738 ...... 0 ...... 15,738 ...... 0 ...... 64 07/20/2033. 1FE...... VERIZON COMMUNICATIONS 3.810% 91845# AA 2 05/15/35 .. 03/15/2019. Redemption 100.0000...... 27,857 ...... 27,857 ...... 27,857 ...... 27,857 ...... 0 ...... 27,857 ...... 0 ...... 177 05/15/2035. 2...... MAHWAH PROPERTIES L LLC 4.000% 91927# AA 3 03/03/4 .. 03/03/2019. Redemption 100.0000...... 8,952 ...... 8,952 ...... 8,952 ...... 8,952 ...... 0 ...... 8,952 ...... 0 ...... 60 03/03/2043. 1...... VANTAGE DATA CENTERS ISSUER L 92211M AC 7 SERIES 201 .. 03/15/2019. Paydown...... 8,525 ...... 8,525 ...... 8,534 ...... 8,532 ...... (8) ...... (8) ...... 8,525 ...... 0 ...... 58 02/16/2043. 1FE...... VENTAS REALTY LP/CAP CRP 2.700% 92276M BB 0 04/01/ .. 02/01/2019. MARKAX...... 2,390,472 ...... 2,400,000 ...... 2,398,608 ...... 2,399,681 ...... 27 ...... 27 ...... 2,399,709 ...... (9,237) ...... (9,237) ...... 22,320 04/01/2020. 2FE...... VIRGINIA INTERNATIONAL GATEWAY 92783# AA 4 3.930% .. 03/31/2019. Redemption 100.0000...... 13,205 ...... 13,205 ...... 13,205 ...... 13,205 ...... 0 ...... 13,205 ...... 0 ...... 130 06/30/2030. 1FE...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) WASHINGTON MUTUAL SERIES 2003-S1 929227 H8 2 CLASS A .. 03/01/2019. Paydown...... 67,351 ...... 67,351 ...... 67,604 ...... 67,442 ...... (91) ...... (91) ...... 67,351 ...... 0 ...... 823 04/25/2033. 1FM...... WF-RBS COMMERCIAL MORTGAGE TR 92935J BC 8 SERIES 201 .. 03/01/2019. Paydown...... 42,058 ...... 42,058 ...... 43,295 ...... 42,333 ...... (275) ...... (275) ...... 42,058 ...... 0 ...... 358 02/15/2044. 1FM...... WHEELS UP PARTNERS LLC 9.126% 92940F AA 4 03/01/24 .. 03/01/2019. Redemption 100.0000...... 83,710 ...... 83,710 ...... 82,873 ...... 83,795 ...... 7 ...... 7 ...... 83,802 ...... (92) ...... (92) ...... 1,890 03/01/2024. 2PL...... WASHINGTON MUTUAL SERIES 2003- 939336 TV 5 MS7 CLASS .. 03/01/2019. Paydown...... 8,712 ...... 8,712 ...... 8,878 ...... 8,759 ...... (47) ...... (47) ...... 8,712 ...... 0 ...... 82 03/25/2033. 1FM...... WATERFALL VICTORIA MORTGAGE TR 94132Q AA 4 SERIES 20 .. 01/01/2019. Paydown...... 369 ...... 369 ...... 360 ...... 360 ...... 9 ...... 9 ...... 369 ...... 0 ...... 2 04/25/2039. 1FE...... WATSON PHARMACEUTICALS INC 942683 AF 0 3.250% 10/0 .. 03/12/2019. Morgan Stanley...... 1,288,378 ...... 1,300,000 ...... 1,289,145 ...... 1,295,457 ...... 258 ...... 258 ...... 1,295,715 ...... (7,337) ...... (7,337) ...... 19,130 10/01/2022. 2FE...... WAVE 2017 1 LLC SERIES 2017 1A 94353W AA 3 CLASS A 1 .. 03/15/2019. Various...... 893,787 ...... 893,787 ...... 893,785 ...... 893,781 ...... 0 ...... 893,781 ...... 7 ...... 7 ...... 7,415 11/15/2024. 1FE...... Q 94946@ AA 6 Well Foam Inc 12.794% 03/03/20...... 03/31/2019. Redemption 100.0000...... 16,747 ...... 16,747 ...... 16,747 ...... 16,747 ...... 0 ...... 16,747 ...... 0 ...... 581 03/03/2020. 5...... E

0 94946@ AB 4 WELL FOAM INC 12.615% 03/03/20...... 03/31/2019. Redemption 100.0000...... 3,102 ...... 3,102 ...... 3,102 ...... 3,102 ...... 0 ...... 3,102 ...... 0 ...... 107 03/03/2020. 5GI......

5 LEGG MASON MORTGAGE CAPITAL .

2 94978# AT 4 6.650% 08/ .. 03/01/2019. Redemption 100.0000...... 81,369 ...... 81,369 ...... 81,369 ...... 81,369 ...... 0 ...... 81,369 ...... 0 ...... 904 08/01/2027. 2...... 4 94978# JE 8 ZC Aviation American Airlines 3.620% 0.. .. 03/15/2019. Redemption 100.0000...... 61,197 ...... 61,197 ...... 61,197 ...... 61,197 ...... 0 ...... 61,197 ...... 0 ...... 370 09/15/2024. 2FE...... WELLS FARGO MBS SERIES 2005 949832 AA 7 CLASS 1A 5 .. 03/01/2019. Paydown...... 37,153 ...... 37,153 ...... 35,702 ...... 36,449 ...... 705 ...... 705 ...... 37,153 ...... 0 ...... 462 12/25/2035. 1FM...... WELLS FARGO MORTGAGE BACKED 94989U AA 9 SERIES 2018- .. 03/01/2019. Paydown...... 4,601 ...... 4,601 ...... 4,425 ...... 4,426 ...... 175 ...... 175 ...... 4,601 ...... 0 ...... 22 07/25/2047. 1FM...... WENDYS FUNDING LLC SERIES 2015 95058X AC 2 1A CLASS .. 03/15/2019. Paydown...... 250 ...... 250 ...... 243 ...... 244 ...... 6 ...... 6 ...... 250 ...... 0 ...... 3 06/15/2045. 2FE...... WENDYS FUNDING LLC SERIES 2018- 95058X AE 8 1A CLASS .. 03/15/2019. Paydown...... 2,500 ...... 2,500 ...... 2,382 ...... 2,385 ...... 115 ...... 115 ...... 2,500 ...... 0 ...... 24 03/15/2048. 2FE...... WILLIAM BEAUMONT HOSPITAL 96925@ AA 6 7.375% 10/15 .. 03/15/2019. Redemption 100.0000...... 133,045 ...... 133,045 ...... 137,592 ...... 134,821 ...... (27) ...... (27) ...... 134,794 ...... (1,750) ...... (1,750) ...... 1,639 10/15/2027. 1...... WILLIAM BLAIR CAPITAL 5.900% 96928* AK 3 01/15/31 .. 03/15/2019. Redemption 100.0000...... 57,616 ...... 57,616 ...... 59,223 ...... 58,472 ...... (9) ...... (9) ...... 58,463 ...... (847) ...... (847) ...... 567 01/15/2031. 2...... WILLIAM BLAIR CAPITAL TRUST 20 96928* AS 6 5.714% .. 03/15/2019. Redemption 100.0000...... 104,393 ...... 104,393 ...... 105,347 ...... 104,942 ...... (5) ...... (5) ...... 104,938 ...... (545) ...... (545) ...... 996 10/15/2033. 1...... WILLIAM BLAIR CTL TRUST 2006 96928* AU 1 6.480% 11 .. 03/15/2019. Redemption 100.0000...... 36,967 ...... 36,967 ...... 37,354 ...... 37,164 ...... (3) ...... (3) ...... 37,161 ...... (194) ...... (194) ...... 400 11/15/2028. 2...... WILLIAM BLAIR CAPITAL TRUST 06 96928* BA 4 5.730% .. 03/15/2019. Redemption 100.0000...... 171,092 ...... 171,092 ...... 172,928 ...... 171,932 ...... (12) ...... (12) ...... 171,919 ...... (828) ...... (828) ...... 1,637 04/15/2028. 1...... WILLIAM BLAIR CTL CITIZENS BAN 96928* BM 8 5.900% .. 03/15/2019. Redemption 100.0000...... 46,298 ...... 46,298 ...... 46,298 ...... 46,298 ...... 0 ...... 46,298 ...... 0 ...... 456 09/15/2027. 2...... WILLIAM BLAIR CAPITAL TRUST 20 96928* CW 5 6.600% .. 03/15/2019. Redemption 100.0000...... 10,405 ...... 10,405 ...... 10,507 ...... 10,480 ...... 0 ...... 10,479 ...... (74) ...... (74) ...... 115 06/15/2037. 1...... CTL PIEDMONT HOSPITAL PRIVATE 96928* DG 9 PLACEMENT .. 03/15/2019. Redemption 100.0000...... 29,990 ...... 29,990 ...... 30,296 ...... 30,119 ...... (4) ...... (4) ...... 30,116 ...... (126) ...... (126) ...... 268 05/15/2024. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) OAKWOOD HEALTHCARE PRIVATE 96928* DM 6 PLACEMENT 6 .. 03/15/2019. Redemption 100.0000...... 35,226 ...... 35,226 ...... 35,533 ...... 35,420 ...... (2) ...... (2) ...... 35,418 ...... (192) ...... (192) ...... 384 12/15/2030. 1...... SIMS METAL PRIVATE PLACEMENT 96928* DW 4 6.584% 11 .. 03/10/2019. Redemption 100.0000...... 15,730 ...... 15,730 ...... 15,730 ...... 15,730 ...... 0 ...... 15,730 ...... 0 ...... 173 11/10/2034. 2...... 96928* EC 7 TD BANK 5.600% 07/15/31...... 03/15/2019. Redemption 100.0000...... 14,004 ...... 14,004 ...... 14,139 ...... 14,093 ...... (1) ...... (1) ...... 14,092 ...... (88) ...... (88) ...... 131 07/15/2031. 1...... 96928* EX 1 SPARTAN STORES 4.210% 03/15/32...... 03/15/2019. Redemption 100.0000...... 43,043 ...... 43,043 ...... 43,043 ...... 43,043 ...... 0 ...... 43,043 ...... 0 ...... 302 03/15/2032. 2...... WILLIAM BLAIR CAPITAL 5.040% 96928* EZ 6 09/15/33 .. 03/15/2019. Redemption 100.0000...... 37,428 ...... 37,428 ...... 37,428 ...... 37,428 ...... 0 ...... 37,428 ...... 0 ...... 315 09/15/2033. 2...... WILLIAM BLAIR CO - SCHULMAN 96928* FA 0 4.300% 03/ .. 03/15/2019. Redemption 100.0000...... 37,180 ...... 37,180 ...... 37,180 ...... 37,180 ...... 0 ...... 37,180 ...... 0 ...... 267 03/15/2034. 4...... 96928* FC 6 FEDEX 3.950% 09/30/27...... 03/15/2019. Redemption 100.0000...... 63,604 ...... 63,604 ...... 64,239 ...... 64,012 ...... (6) ...... (6) ...... 64,006 ...... (402) ...... (402) ...... 419 09/15/2027. 2...... BLUE CROSS AND BLUE SHIELD NC 96928* FV 4 4.090% 0 .. 03/15/2019. Various...... 41,630 ...... 41,630 ...... 41,630 ...... 41,630 ...... 0 ...... 41,630 ...... 0 ...... 284 09/15/2044. 1......

Q SCANNELL PROPERTIES #124 LLC 96928* FW 2 4.150% 09 .. 03/15/2019. Redemption 100.0000...... 7,778 ...... 7,778 ...... 7,778 ...... 7,778 ...... 0 ...... 7,778 ...... 0 ...... 54 09/15/2027. 2...... E

0 WILLIS ENGINE SECURITIZATION T 5 97063Q AA 0 SERIES 20 .. 03/15/2019. Paydown...... 90,000 ...... 90,000 ...... 89,923 ...... 89,923 ...... 77 ...... 77 ...... 90,000 ...... 0 ...... 704 08/15/2042. 1FE...... 2 WILLIS ENGINE SECURITIZATION T 5 97064E AA 6 SERIES 20 .. 03/15/2019. Paydown...... 96,970 ...... 96,970 ...... 96,965 ...... 96,965 ...... 5 ...... 5 ...... 96,970 ...... 0 ...... 870 09/15/2043. 1FE...... WILLIS ENGINE SECURITIZATION T 97064E AC 2 SERIES 20 .. 02/15/2019. Paydown...... 9,396 ...... 9,396 ...... 9,396 ...... 9,396 ...... 0 ...... 9,396 ...... 0 ...... 82 09/15/2043. 2AM...... WILLIS ENGINE SECURITIZATION T 97064E AC 2 SERIES 20 .. 03/15/2019. Paydown...... 4,698 ...... 4,698 ...... 4,698 ...... 4,698 ...... 0 ...... 4,698 ...... 0 ...... 62 09/15/2043. 2FE...... WIND ENERGY TRANSMISSION TEXAS 97314@ AA 3 3.670% .. 03/31/2019. Redemption 100.0000...... 27,778 ...... 27,778 ...... 27,778 ...... 27,778 ...... 0 ...... 27,778 ...... 0 ...... 255 12/18/2034. 1...... WAYNE STATE UNIVERSITY 4.795% 98258# AA 7 03/15/38 .. 03/15/2019. Redemption 100.0000...... 13,125 ...... 13,125 ...... 13,256 ...... 13,226 ...... (1) ...... (1) ...... 13,225 ...... (100) ...... (100) ...... 105 03/15/2038. 1...... 983919 AJ 0 XILINX INC 2.950% 06/01/24...... 02/01/2019. MARKAX...... 137,313 ...... 140,000 ...... 139,842 ...... 139,873 ...... 1 ...... 1 ...... 139,873 ...... (2,560) ...... (2,560) ...... 734 06/01/2024. 1FE...... ZEPHYRUS CAPITAL AVIATION PART 98944P AB 3 SERIES 20 .. 03/15/2019. Paydown...... 175,000 ...... 175,000 ...... 172,407 ...... 172,478 ...... 2,522 ...... 2,522 ...... 175,000 ...... 0 ...... 1,343 10/15/2038. 1FE...... ZURICH AMERICAN INSURANCE 98984* AA 2 4.918% 11/15 .. 03/15/2019. Redemption 100.0000...... 13,089 ...... 13,089 ...... 13,155 ...... 13,142 ...... 0 ...... 13,142 ...... (53) ...... (53) ...... 108 11/15/2037. 1...... ARKANSAS STATE UNIVERSITY BGH58D JL 2 4.450% 08/20 .. 03/20/2019. Redemption 100.0000...... 1,006 ...... 1,006 ...... 1,016 ...... 1,012 ...... 0 ...... 1,012 ...... (7) ...... (7) ...... 7 08/20/2043. 1FE...... STEERS SERIES Z4-A 144A 6.386% EC0645 80 3 02/15/1 .. 02/15/2019. Redemption 100.0000...... 427,438 ...... 427,438 ...... 427,438 ...... 427,438 ...... 0 ...... 427,438 ...... 0 ...... 13,648 02/15/2019. 1FE...... HARBOUR AVIATION INVESTMENTS L G4301U AF 1 SERIES 20 .. 03/15/2019. Paydown...... 68,560 ...... 68,560 ...... 68,050 ...... 68,050 ...... 510 ...... 510 ...... 68,560 ...... 0 ...... 457 11/15/2037. 1FE...... G7256K AB 0 PROP 2017-1 LIMITED 5.300% 03/15/42 .. 03/15/2019. Redemption 100.0000...... 2,240,546 ...... 2,240,546 ...... 2,239,209 ...... 2,239,366 ...... 27 ...... 27 ...... 2,239,393 ...... 1,153 ...... 1,153 ...... 28,512 06/15/2029. 1FE...... P3143@ AA 1 CAI INTERNATIONAL 4.900% 09/13/22.. .. 03/13/2019. Redemption 100.0000...... 118,641 ...... 118,641 ...... 118,641 ...... 118,641 ...... 0 ...... 118,641 ...... 0 ...... 2,907 09/13/2022. 2FE...... Q6291# AA 1 MONASH UNIVERSITY 3.760% 02/24/40 .. 02/24/2019. Redemption 100.0000...... 5,000 ...... 5,000 ...... 5,000 ...... 5,000 ...... 0 ...... 5,000 ...... 0 ...... 94 02/24/2040. 1FE...... AIR CANADA 2017 1AA PTT SERIES 00908P AA 5 144A 3. A 03/18/2019. Various...... 1,864,151 ...... 1,948,800 ...... 1,853,815 ...... 1,856,633 ...... 1,934 ...... 1,934 ...... 1,858,566 ...... 5,585 ...... 5,585 ...... 43,445 07/15/2031. 1FE...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) AIR CANADA 2017 1AA PTT SERIES 00908P AA 5 144A 3. A 01/15/2019. Redemption 100.0000...... 51,200 ...... 51,200 ...... 48,705 ...... 48,779 ...... 10 ...... 10 ...... 48,789 ...... 2,411 ...... 2,411 ...... 845 07/15/2031. 1FE...... AIR CANADA 2015 1A PTT SERIES 144A 009090 AA 9 3.6 A 03/15/2019. Various...... 34,377 ...... 34,377 ...... 34,377 ...... 34,377 ...... 0 ...... 34,377 ...... 0 ...... 619 03/15/2027. 1FE...... 29250N AH 8 ENBRIDGE INC 3.500% 06/10/24...... A 02/01/2019. Citigroup Global Markets...... 469,823 ...... 475,000 ...... 473,366 ...... 474,036 ...... 7 ...... 7 ...... 474,043 ...... (4,220) ...... (4,220) ...... 2,540 06/10/2024. 2FE...... TORONTO DOMINION BANK SERIES 89114Q BE 7 MTN 1.950 A 01/22/2019. Various...... 2,000,000 ...... 2,000,000 ...... 2,001,740 ...... 2,000,033 ...... (33) ...... (33) ...... 2,000,000 ...... 0 ...... 19,500 01/22/2019. 1FE...... ALM LOAN FUNDING SERIES 16-19A 001626 AE 0 CLASS B 1 D 03/07/2019. Paydown...... 2,000,000 ...... 2,000,000 ...... 2,000,000 ...... 2,000,000 ...... 0 ...... 2,000,000 ...... 0 ...... 44,183 07/15/2028. 1FE......

008065 A# 1 AEROVIAS DE MEXICO 5.748% 10/28/23 D 03/28/2019. Redemption 100.0000...... 525,962 ...... 525,962 ...... 525,962 ...... 525,962 ...... 0 ...... 525,962 ...... 0 ...... 4,131 10/28/2023. 1PL...... BRITISH AIRWAYS PLC SERIES 144A 11042A AA 2 4.625% D 03/20/2019. Redemption 100.0000...... 4,605 ...... 4,605 ...... 4,605 ...... 4,605 ...... 0 ...... 4,605 ...... 0 ...... 53 06/20/2024. 1FE...... 23636T AA 8 DANONE SERIES 144A 3.000% 06/15/22 D 02/01/2019. Mitsubishi...... 395,764 ...... 400,000 ...... 398,796 ...... 399,541 ...... 6 ...... 6 ...... 399,547 ...... (3,783) ...... (3,783) ...... 1,667 06/15/2022. 2FE...... Q

E GLOBAL SC FINANCE SRL SERIES 2013

0 37952U AB 9 1A CLA D 03/17/2019. Paydown...... 37,500 ...... 37,500 ...... 36,232 ...... 36,600 ...... 900 ...... 900 ...... 37,500 ...... 0 ...... 186 04/17/2028. 1FE......

5 HLA 2013-2A 213-2A C OID 5.436% .

2 40537Y AJ 2 08/01 D 02/26/2019. Credit Suisse First Boston...... 500,250 ...... 500,000 ...... 470,577 ...... 498,871 ...... 1,129 ...... 1,129 ...... 500,000 ...... 250 ...... 250 ...... 8,735 08/01/2025. 1FE...... 6 45323# AA 9 NUEVA ERA PIPELINE 6.050% 01/01/43 D 01/01/2019. Redemption 100.0000...... 53,181 ...... 53,181 ...... 53,181 ...... 53,181 ...... 0 ...... 53,181 ...... 0 ...... 1,439 01/01/2043. 2PL...... MCF CLO LLC SERIES 2018-1A CLASS 55281Q AE 6 CO 144A D 01/18/2019. Paydown...... 498,203 ...... 497,705 ...... 498,350 ...... (498,350) ...... (498,350) ...... 0 ...... 24,820 07/18/2030. 3AM...... MONROE CAPITAL MML CLO VI LTD 61034L AE 5 SERIES 201 D 01/15/2019. Paydown...... 181,835 ...... 181,835 ...... 180,070 ...... 179,052 ...... 2,783 ...... 2,783 ...... 181,835 ...... 0 ...... (6,544) 04/15/2030. 2AM...... PFP III SERIES 2017 3 CLASS C 144A 69345B AG 9 4.9 D 03/14/2019. Paydown...... 650,113 ...... 650,113 ...... 650,113 ...... 650,998 ...... (885) ...... (885) ...... 650,113 ...... 0 ...... 8,189 01/14/2035. 1FE...... PETROBRAS GLOBAL FINANCE 71647N AF 6 4.375% 05/20/ D 03/18/2019. Corporate Action...... 177,625 ...... 175,000 ...... 172,949 ...... 173,979 ...... 45 ...... 45 ...... 174,024 ...... 3,601 ...... 3,601 ...... 2,573 05/20/2023. 3FE...... RAS LAFFAN LNG II SERIES 144A 75405T AA 7 5.298% 0 D 03/31/2019. Redemption 100.0000...... 376,600 ...... 376,600 ...... 376,600 ...... 376,600 ...... 0 ...... 376,600 ...... 0 ...... 9,976 09/30/2020. 1FE...... ROTOR ENGINES SECURITIZATION L 77879R AB 2 PRIVATE P D 03/15/2019. Redemption 100.0000...... 504,591 ...... 504,591 ...... 504,591 ...... 504,591 ...... 0 ...... 504,591 ...... 0 ...... 5,380 06/15/2046. 1FE...... SHELL INTERNATIONAL FIN 4.125% 822582 BE 1 05/11/3 D 01/31/2019. Morgan Stanley...... 2,015,988 ...... 1,950,000 ...... 2,001,493 ...... 1,998,138 ...... (195) ...... (195) ...... 1,997,944 ...... 18,044 ...... 18,044 ...... 17,875 05/11/2035. 1FE...... STEDMAN LOAN FUND LTD 2008-1A C 85804P AA 1 144A 0 D 02/21/2019. Redemption 100.0000...... 29,855 ...... 29,855 ...... 0 ...... 29,855 ...... 29,855 ...... 05/15/2020. 6*...... 87164K AA 2 SYNGENTA FINANCE 3.125% 03/28/22. D 02/01/2019. CREDIT SUISSE...... 733,575 ...... 750,000 ...... 748,785 ...... 749,541 ...... 16 ...... 16 ...... 749,557 ...... (15,982) ...... (15,982) ...... 8,268 03/28/2022. 2FE...... TYCO ELECTRONICS GROUP 3.700% FEDERAL RESERVE BANK OF 902133 AT 4 02/15/26 D 02/01/2019. BOSTON ...... 684,839 ...... 695,000 ...... 693,311 ...... 693,727 ...... 30 ...... 30 ...... 693,757 ...... (8,918) ...... (8,918) ...... 12,143 02/15/2026. 1FE...... VENTURE CDO LTD 2006-7A A2 144A 92328W AM 3 3.001% D 01/21/2019. Paydown...... 422,448 ...... 422,448 ...... 407,671 ...... 422,448 ...... 0 ...... 422,448 ...... 0 ...... 2,893 01/20/2022. 1FE...... CAYMAN TURTLE FARM 1983 LTD G1981@ AA 0 4.850% 03/ D 03/01/2019. Maturity...... 968,610 ...... 968,610 ...... 968,610 ...... 968,610 ...... 0 ...... 968,610 ...... 0 ...... 11,744 03/01/2019. 1...... Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE D - PART 4 Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter 1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 22 11 12 13 14 15

NAIC F Current Bond Designation o Year's Interest / and Admini- r Unrealized Current Other-Than- Total Foreign Foreign Stock Stated strative ei Prior Year Valuation Year's Temporary Total Change Exchange Book/Adjusted Exchange Realized Total Gain Dividends Contractual Symbol/ g Disposal Number of Book/Adjusted Increase (Amortization) Impairment in B./A.C.V. Change in Carrying Value at Gain (Loss) Gain (Loss) (Loss) on Received Maturity Market CUSIP Identification Description n Date Name of Purchaser Shares of Stock Consideration Par Value Actual Cost Carrying Value (Decrease) / Accretion Recognized (11+12-13) B./A.C.V. Disposal Date on Disposal on Disposal Disposal During Year Date Indicator (a) G2616* AA 3 DPR CR LIMITED 5.811% 12/15/21...... D 03/15/2019. Redemption 100.0000...... 416,667 ...... 416,667 ...... 416,667 ...... 416,667 ...... 0 ...... 416,667 ...... 0 ...... 6,099 12/15/2021. 2FE...... RAS LAFFAN LNG 2 REGS 5.298% M8221W AA 9 09/30/20 D 03/31/2019. Redemption 100.0000...... 161,400 ...... 161,400 ...... 156,261 ...... 160,425 ...... 257 ...... 257 ...... 160,682 ...... 718 ...... 718 ...... 4,275 09/30/2020. 1FE...... 3899999. Total - Bonds - Industrial and Miscellaneous...... 127,890,668 ....132,155,361 ....128,737,406 ...... 127,646,736 ...... 0 ...... (472,194) ...... 0 ...... (472,194) ...... 0 ...... 128,052,730 ...... 0 ....(253,021) ...... (253,021) ..1,863,902 XXX XXX 8399997. Total - Bonds - Part 4...... 203,289,519 ....207,575,530 ....204,815,068 ...... 183,747,117 ...... 0 ...... (791,539) ...... 0 ...... (791,539) ...... 0 ...... 203,837,042 ...... 0 ....(638,485) ...... (638,485) ..2,295,593 XXX XXX 8399999. Total - Bonds...... 203,289,519 ....207,575,530 ....204,815,068 ...... 183,747,117 ...... 0 ...... (791,539) ...... 0 ...... (791,539) ...... 0 ...... 203,837,042 ...... 0 ....(638,485) ...... (638,485) ..2,295,593 XXX XXX Preferred Stocks - Industrial and Miscellaneous 26581* 11 0 DUNN PAPER HOLDINGS...... 01/23/2019. Direct Transfer...... 1.000 ...... 0 ...... 0 ...... XXX P4FEU...... 000000 00 0 ALTA THERM PTI TECHNOVATIONS L...... 01/01/2019. Direct Deal...... 1,250,000.000 ...... 1,250,000 ...... 1,250,000 ...... 1,250,000 ...... 0 ...... 1,250,000 ...... 0 ...... XXX P5FEU...... 70438# 12 7 PAYMENT ALLIANCE PROCESSING...... 01/31/2019. Various...... 2,500.000 ...... 1,620,697 ...... 2,500,000 ...... 2,500,000 ...... 0 ...... 2,500,000 ...... (879,303) ...... (879,303) ...... XXX P5FEU...... 70438# 14 3 PAYMENT ALLIANCE PROCESSING...... 01/31/2019. Direct Transfer...... 11,966.460 .....15,164,345 ...... 11,939,763 ...... 8,201,796 ...... 0 ...... 11,939,763 ...... 3,224,582 .....3,224,582 ..3,737,968 XXX P4FEU...... 92533@ 12 7 VERTRAX INC...... 03/31/2019. Direct Transfer...... 1,000,000.000 ...... 1,340,000 .....420,000.00 ...... 420,000 ...... 420,000 ...... 0 ...... 420,000 ...... 920,000 ...... 920,000 ...... XXX P5FEU...... 8499999. Total - Preferred Stocks - Industrial and Miscellaneous...... 19,375,042 XXX .....16,109,763 ...... 12,371,796 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 16,109,763 ...... 0 ..3,265,279 .....3,265,279 ..3,737,968 XXX XXX

Q 8999997. Total - Preferred Stocks - Part 4...... 19,375,042 XXX .....16,109,763 ...... 12,371,796 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 16,109,763 ...... 0 ..3,265,279 .....3,265,279 ..3,737,968 XXX XXX

E 8999999. Total - Preferred Stocks...... 19,375,042 XXX .....16,109,763 ...... 12,371,796 ...... 0 ...... 0 ...... 0 ...... 0 ...... 0 ...... 16,109,763 ...... 0 ..3,265,279 .....3,265,279 ..3,737,968 XXX XXX 0 Common Stocks - Industrial and Miscellaneous 5

. 000000 00 0 FEDERAL HOME LOAN BANK...... 02/07/2019. Direct Deal...... 12,672.000 ...... 1,267,200 XXX ...... 1,267,200 ...... 1,267,200 ...... 0 ...... 1,267,200 ...... 0 ...... XXX L...... 2

7 222372 10 4 COUNTRYWIDE CREDIT IND INC...... 02/06/2019. Direct Transfer...... 1.000 ...... 1 XXX ...... 1 ...... 0 ...... 1 ...... 0 ...... 11 XXX L...... 256163 10 6 DOCUSIGN INC...... 02/15/2019. Various...... 34,645.000 ...... 1,700,044 XXX ...... 1,412,245 ...... 903,884 ...... 13,757 ...... 13,757 ...... 1,412,245 ...... 287,799 ...... 287,799 ...... XXX L...... 313400 30 1 FREDDIE MAC...... 01/11/2019. Direct Transfer...... 1.000 ...... 1 XXX ...... 1 ...... 0 ...... 1 ...... 0 ...... 128 XXX L...... 589331 10 7 MERCK AND CO INC...... 03/28/2019. Direct Transfer...... 0.010 ...... XXX ...... 0 ...... 0 ...... 11 XXX L...... PAYMENT ALLIANCE PROCESSING 70438# 11 9 WARRANTS .. 01/31/2019. Direct Deal...... 8,521.110 ...... XXX ...... 0 ...... 0 ...... XXX U...... 717081 10 3 PFIZER INC...... 02/25/2019. Direct Transfer...... 0.020 ...... XXX ...... 0 ...... 0 ...... XXX L...... 9099999. Total - Common Stocks - Industrial and Miscellaneous...... 2,967,246 XXX ...... 2,679,447 ...... 2,171,084 ...... 13,757 ...... 0 ...... 0 ...... 13,757 ...... 0 ...... 2,679,447 ...... 0 .....287,799 ...... 287,799 ...... 150 XXX XXX 9799997. Total - Common Stocks - Part 4...... 2,967,246 XXX ...... 2,679,447 ...... 2,171,084 ...... 13,757 ...... 0 ...... 0 ...... 13,757 ...... 0 ...... 2,679,447 ...... 0 .....287,799 ...... 287,799 ...... 150 XXX XXX 9799999. Total - Common Stocks...... 2,967,246 XXX ...... 2,679,447 ...... 2,171,084 ...... 13,757 ...... 0 ...... 0 ...... 13,757 ...... 0 ...... 2,679,447 ...... 0 .....287,799 ...... 287,799 ...... 150 XXX XXX 9899999. Total - Preferred and Common Stocks...... 22,342,288 XXX .....18,789,210 ...... 14,542,880 ...... 13,757 ...... 0 ...... 0 ...... 13,757 ...... 0 ...... 18,789,210 ...... 0 ..3,553,078 .....3,553,078 ..3,738,118 XXX XXX 9999999. Total - Bonds, Preferred and Common Stocks...... 225,631,807 XXX ....223,604,278 ...... 198,289,997 ...... 13,757 ...... (791,539) ...... 0 ...... (777,782) ...... 0 ...... 222,626,252 ...... 0 ..2,914,593 .....2,914,593 ..6,033,711 XXX XXX (a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues: 1. Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23

Cumulative Prior Year(s) Current Year Initial Cost of Initial Cost of Adjustment Hedge Type(s) Strike Price, Undiscounted Undiscounted C Unrealized Total Foreign Current to Carrying Credit Effectiveness Schedule of Date of Rate of Index Premium Premium o Valuation Exchange Year's Value of Quality of at Inception Description of Item(s) Hedged, Used for Income / Exhibit Risk(s) Exchange, Counterparty Trade Maturity or Number of Notional Received (Received) (Received) Current Year Book/Adjusted d Increase Change in (Amortization Hedged Potential Reference and at Year- Description Generation or Replicated Identifier (a) or Central Clearinghouse Date Expiration Contracts Amount (Paid) Paid Paid Income Carrying Value e Fair Value (Decrease) B./A.C.V. ) / Accretion Items Exposure Entity end (b) Purchased Options - Hedging Other - Call Options and Warrants

Goldman Sachs DOCU.OQ IDX Call Option @ 66.35 12/20/19..... Macro Hedge...... N/A...... 104...... International N9FYJ29MC81JI74MJE92...... 03/01/2019 12/20/2019 ..215,000 ....14,265,250 (66.35)...... (967,500) ...... (641,332) ...... (641,332) ...... (641,332) ...... 0089999999. Total-Purchased Options-Hedging Other-Call Options and Warrants...... 0 ...... (967,500) ...... 0 ...... (641,332) XX ...... (641,332) ...... (641,332) ...... 0 ...... 0 ...... 0 ...... 0 XXX XXX Purchased Options - Hedging Other - Put Options

Goldman Sachs DOCU.OQ IDX Put Option @ 44.98 12/20/19...... Macro Hedge...... N/A...... 104...... International N9FYJ29MC81JI74MJE92...... 03/01/2019 12/20/2019 ..215,000 ...... 9,670,700 44.98...... 967,500 ...... 934,605 ...... 934,605 ...... 934,605 ...... 0099999999. Total-Purchased Options-Hedging Other-Put Options...... 0 ...... 967,500 ...... 0 ...... 934,605 XX ...... 934,605 ...... 934,605 ...... 0 ...... 0 ...... 0 ...... 0 XXX XXX 0149999999. Total-Purchased Options-Hedging Other...... 0 ...... 0 ...... 0 ...... 293,273 XX ...... 293,273 ...... 293,273 ...... 0 ...... 0 ...... 0 ...... 0 XXX XXX 0369999999. Total-Purchased Options-Call Options and Warrants...... 0 ...... (967,500) ...... 0 ...... (641,332) XX ...... (641,332) ...... (641,332) ...... 0 ...... 0 ...... 0 ...... 0 XXX XXX 0379999999. Total-Purchased Options-Put Options...... 0 ...... 967,500 ...... 0 ...... 934,605 XX ...... 934,605 ...... 934,605 ...... 0 ...... 0 ...... 0 ...... 0 XXX XXX 0429999999. Total-Purchased Options...... 0 ...... 0 ...... 0 ...... 293,273 XX ...... 293,273 ...... 293,273 ...... 0 ...... 0 ...... 0 ...... 0 XXX XXX Swaps - Hedging Effective - Interest Rate IR IDX Interest Rate Swap @ 2.950% 02/15/28.. 3 Month LIBOR FLOAT to FIXED...... N/A...... 101...... CME...... LCZ7XYGSLJUHFXXNXD88... 02/27/2018 02/15/2028 ...... 1 ....50,000,000 2.950%...... 36,862 ...... 2,217,956 ...... 745,420 ...... 100......

Q IR IDX Interest Rate Swap @ 3.177% 05/15/28.. 3 Month LIBOR FLOAT to FIXED...... N/A...... 101...... CME...... LCZ7XYGSLJUHFXXNXD88... 05/17/2018 05/15/2028 ...... 1 ....25,000,000 3.177%...... 32,273 ...... 1,591,413 ...... 377,843 ...... 100......

E 0859999999. Total-Swaps-Hedging Effective-Interest Rate...... 0 ...... 0 ...... 69,135 ...... 0 XX ...... 3,809,369 ...... 0 ...... 0 ...... 0 ...... 0 ...... 1,123,263 XXX XXX 0 0909999999. Total-Swaps-Hedging Effective...... 0 ...... 0 ...... 69,135 ...... 0 XX ...... 3,809,369 ...... 0 ...... 0 ...... 0 ...... 0 ...... 1,123,263 XXX XXX 6 1159999999. Total-Swaps-Interest Rate...... 0 ...... 0 ...... 69,135 ...... 0 XX ...... 3,809,369 ...... 0 ...... 0 ...... 0 ...... 0 ...... 1,123,263 XXX XXX 1209999999. Total-Swaps...... 0 ...... 0 ...... 69,135 ...... 0 XX ...... 3,809,369 ...... 0 ...... 0 ...... 0 ...... 0 ...... 1,123,263 XXX XXX 1399999999. Total-Hedging Effective...... 0 ...... 0 ...... 69,135 ...... 0 XX ...... 3,809,369 ...... 0 ...... 0 ...... 0 ...... 0 ...... 1,123,263 XXX XXX 1409999999. Total-Hedging Other...... 0 ...... 0 ...... 0 ...... 293,273 XX ...... 293,273 ...... 293,273 ...... 0 ...... 0 ...... 0 ...... 0 XXX XXX 1449999999. TOTAL...... 0 ...... 0 ...... 69,135 ...... 293,273 XX ...... 4,102,642 ...... 293,273 ...... 0 ...... 0 ...... 0 ...... 1,123,263 XXX XXX

(a) Code Description of Hedged Risk(s) 101 Interest Rate Swap, 3 Month LIBOR Float to Fixed Rates 104 Equity Index Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE DB - PART B - SECTION 1 Futures Contracts Open as of the Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Highly Effective Hedges 18 19 20 21 22 15 16 17

Change in Variation Change in Margin Gain Variation Hedge (Loss) Used to Cumulative Margin Gain Effectiveness Number Description of Item(s) Hedged, Schedule Type(s) Date of Cumulative Deferred Adjust Basis Variation (Loss) at Inception Ticker of Notional Used for Income Generation or / Exhibit of Risk(s) Maturity or Trade Transaction Reporting Book/Adjusted Variation Variation of Hedged Margin for All Recognized in Potential and at Year- Value of One Symbol Contracts Amount Description Replicated Identifier (a) Expiration Exchange Date Price Date Price Fair Value Carrying Value Margin Margin Item Other Hedges Current Year Exposure end (b) (1) Point Q E 0 7 NONE Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE DB - PART D - SECTION 1 Counterparty Exposure for Derivative Instruments Open as of Current Statement Date 1 2 3 4 Book Adjusted Carrying Value Fair Value 11 12 5 6 7 8 9 10

Credit Master Support Contracts with Contracts with Agreement Annex Fair Value of Acceptable Book/Adjusted Carrying Book/Adjusted Carrying Exposure Net Contracts with Contracts with Exposure Net Potential Off-Balance Description of Exchange, Counterparty or Central Clearinghouse (Y or N) (Y or N) Collateral Value > 0 Value < 0 of Collateral Fair Value > 0 Fair Value < 0 of Collateral Exposure Sheet Exposure NAIC 1 Designation Goldman Sachs International...... N9FYJ29MC81JI74MJE92.... Y...... Y...... 120,000 ...... 934,605 ...... (641,332) ...... 173,273 ...... 934,605 ...... (641,332) ...... 173,273 ...... 0 0299999999. Total NAIC 1 Designation...... 120,000 ...... 934,605 ...... (641,332) ...... 173,273 ...... 934,605 ...... (641,332) ...... 173,273 ...... 0 ...... 0 0899999999. Aggregate Sum of Central Clearinghouse...... XXX XXX XXX ...... 0 ...... 3,809,369 ...... 3,809,369 ...... 1,123,263 ...... 1,123,263 0999999999. Gross Totals...... 120,000 ...... 934,605 ...... (641,332) ...... 173,273 ...... 4,743,974 ...... (641,332) ...... 3,982,642 ...... 1,123,263 ...... 1,123,263 1. Offset per SSAP No. 64...... 641,332 ...... (641,332) 2. Net after right of offset per SSAP No. 64...... 293,273 ...... 0 Q E 0 8 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE DB - PART D - SECTION 2 Collateral for Derivative Instruments Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 Book/Adjusted Maturity Type of Margin Exchange, Counterparty or Central Clearinghouse Type of Asset Pledged CUSIP Identification Description Fair Value Par Value Carrying Value Date (I, V or IV) Collateral Pledged by Reporting Entity CME...... LCZ7XYGSLJUHFXXNXD88.. Margin Account...... 000000 00 0 Margin Account Balance...... (1,745,252) ...... (1,745,252) ...... (1,745,252) N/A...... IV...... 0199999999. Totals...... (1,745,252) ...... (1,745,252) ...... (1,745,252) XXX XXX Collateral Pledged to Reporting Entity Goldman Sachs International...... N9FYJ29MC81JI74MJE92...... Cash...... 000000 00 0 Cash Delivered as Credit Support...... 120,000 ...... 120,000 XXX N/A...... V...... 0299999999. Totals...... 120,000 ...... 120,000 XXX XXX XXX Q E 0 9 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY

Sch. DL - Pt. 1 NONE

Sch. DL - Pt. 2 NONE

QE10, QE11 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE E - PART 1 - CASH Month End Depository Balances 1 2 3 4 5 Book Balance at End of Each 9 Month During Current Quarter 6 7 8 Amount of Interest Amount of Interest Accrued at Rate of Received During Current Statement Depository Code Interest Current Quarter Date First Month Second Month Third Month * Open Depositories Bank of Bermuda...... New York, NY...... 194 ...... 194 ...... 194 XXX JPMorgan-Chase Bank...... New York, NY...... 70,801,167 ...... 78,723,746 ...... 69,766,338 XXX PNC Bank...... Pittsburgh, PA...... 1,841,144 ...... 2,413,775 ...... 2,050,496 XXX US Bank...... Cincinnati, OH...... (15,577,142) ...... (14,473,731) ...... (22,312,152) XXX Federal Home Loan Bank of Boston...... Boston, MA...... 101,599 ...... 101,765 ...... 102,473 XXX Wells Fargo...... San Francisco, CA...... 1,000 XXX 0199999. Total Open Depositories...... XXX XXX ...... 0 ...... 0 ...... 57,166,963 ...... 66,765,750 ...... 49,608,349 XXX 0399999. Total Cash on Deposit...... XXX XXX ...... 0 ...... 0 ...... 57,166,963 ...... 66,765,750 ...... 49,608,349 XXX 0599999. Total Cash...... XXX XXX ...... 0 ...... 0 ...... 57,166,963 ...... 66,765,750 ...... 49,608,349 XXX

QE12 Statement as of March 31, 2019 of the NASSAU LIFE INSURANCE COMPANY SCHEDULE E - PART 2 - CASH EQUIVALENTS Show Investments Owned End of Current Quarter 1 2 3 4 5 6 7 8 9 Amount of Interest Due & CUSIP Description Code Date Acquired Rate of Interest Maturity Date Book/Adjusted Carrying Value Accrued Amount Received During Year Q E 1 3 NONE