Report of Activities Pursuant to Act 44 of 2010

Appendix D - Securities Held by Funds October 24, 2018 Annual Report of Activities Pursuant to Act 44 of 2010 October 24, 2018

Appendix D: Securities Held by Funds

The Four Funds hold thousands of publicly and privately traded securities. Act 44 directs the Four Funds to publish “a list of all publicly traded securities held by the public fund.” For consistency in presenting the data, a list of all holdings of the Four Funds is obtained from Pennsylvania Treasury Department. The list includes privately held securities. Some privately held securities lacked certain data fields to facilitate removal from the list. To avoid incomplete removal of privately held securities or erroneous removal of publicly traded securities from the list, the Four Funds have chosen to report all publicly and privately traded securities. The list below presents the securities held by the Four Funds as of June 30, 2018.

1345 AVENUE OF THE A 1 A3 144A A WIRELESS 4/17 TL ABBVIE INC 1MDB GLOBAL INVESTMENTS L A WIRELESS 4/17 TL ABBVIE INC REGS AALBERTS INDUSTRIES NV ABBVIE INC 1ST CONSTITUTION BANCORP AAON INC ABBVIE INC 1ST CONSTITUTION BANCORP AAON INC ABBVIE INC 1ST SOURCE CORP AAON INC ABBVIE INC 1ST SOURCE CORP AAR CORP ABBVIE INC 1ST SOURCE CORP AAR CORP ABBVIE INC 21ST CENTURY FOX AMERICA INC AAR CORP ABBVIE INC 21ST CENTURY FOX AMERICA INC AAR CORP ABBVIE INC 21ST CENTURY FOX AMERICA INC AAREAL BANK AG ABBVIE INC 21ST CENTURY FOX AMERICA INC AASET 2017-1 TRUST 1A C 144A ABBVIE INC 21ST CENTURY FOX AMERICA INC AASET 2018-1 US LTD 1A C 144A ABBVIE INC 21ST CENTURY FOX AMERICA INC ABAXIS INC ABBVIE INC 21ST CENTURY FOX AMERICA INC ABAXIS INC ABBVIE INC 21ST CENTURY FOX AMERICA INC ABAXIS INC ABBVIE INC 21ST CENTURY FOX AMERICA INC ABB CONCISE 6/16 TL ABBVIE INC 21ST CENTURY FOX AMERICA INC ABB CONCISE 6/16 TL ABBVIE INC 21ST CENTURY FOX AMERICA INC ABB CONCISE 6/16 TL ABBVIE INC 21ST CENTURY FOX AMERICA INC ABBOTT INDIA LTD ABBVIE INC 21ST CENTURY ONCOLOGY 1/18 TL ABBOTT LABORATORIES ABBVIE INC 21ST CENTURY ONCOLOGY 1/18 TL ABBOTT LABORATORIES ABBVIE INC 225 LIBERTY STREET 225L D 144A ABBOTT LABORATORIES ABBVIE INC 280 PARK AVENUE 20 280P F 144A ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABC SUPPLY 3/18 COV-LITE TLB 4L TECHNOLOGIES 5/14 COV-LITE ABBOTT LABORATORIES ABG SUNDAL COLLIER HOLDING 4L TECHNOLOGIES 5/14 COV-LITE ABBOTT LABORATORIES ASA 77 BANK LTD/THE ABBOTT LABORATORIES ABIOMED INC 84 LUMBER 11/17 TLB1 ABBOTT LABORATORIES ABIOMED INC 84 LUMBER 11/17 TLB1 ABBOTT LABORATORIES ABIOMED INC 888 HOLDINGS PLC ABBOTT LABORATORIES ABIOMED INC A SCHULMAN INC ABBOTT LABORATORIES ABIOMED INC A SCHULMAN INC ABBOTT LABORATORIES ABN AMRO BANK NV REGS A SCHULMAN INC ABBOTT LABORATORIES ABN AMRO BANK NV REGS A SCHULMAN INC ABBOTT LABORATORIES ABN AMRO GROUP NV

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ABN AMRO GROUP NV ADAMAS PHARMACEUTICALS INC AEP TEXAS INC ABN AMRO GROUP NV ADANI PORTS & SPECIAL ECO AEP TEXAS INC ABN AMRO GROUP NV 144A AEP TRANSMISSION CO LLC ABPCI DIRECT LENDING 1A B 144A ADARO ENERGY TBK PT AERIE PHARMACEUTICALS INC ACADIA HEALTHCARE CO INC ADARO ENERGY TBK PT AERIE PHARMACEUTICALS INC ACADIA HEALTHCARE CO INC ADARO ENERGY TBK PT AEROJET ROCKETDYNE ACCELERATE DIAGNOSTICS INC ADCOCK INGRAM HOLDINGS LTD HOLDINGS IN ACCELERATE DIAGNOSTICS INC ADECOAGRO SA 144A AEROJET ROCKETDYNE ACCESS CIG 2/18 DELAYED TL ADELPHIA COMMS CORP SR NT HOLDINGS IN ACCESS CIG 2/18 TL ADELPHIA COMMS CORP SR NT AEROJET ROCKETDYNE ACCESS CIG 2/18 TL ADELPHIA COMMS CORP SR NT HOLDINGS IN ACCESS NATIONAL CORP ADELPHIA COMMS CORP SR NT AEROVIRONMENT INC ACCESS NATIONAL CORP ADELPHIA COMMS CORP SR SER B AEROVIRONMENT INC ACCESS NATIONAL CORP ADELPHIA COMMS SR NTS SER B AEROVIRONMENT INC ACCESSLEX INSTITUTE A A2 ADELPHIA COMMS SR NTS SER B AES CORP/VA ACCESSLEX INSTITUTE A A3 ADELPHIA RECOVERY TRUST AES CORP/VA ACCO BRANDS CORP ADIENT PLC AETNA INC ACCO BRANDS CORP ADIENT PLC AETNA INC ACCO BRANDS CORP ADIENT PLC AFFILIATED MANAGERS GROUP ACCO BRANDS CORP 144A ADIENT PLC INC ACCOR SA ADOBE SYSTEMS INC AFFILIATED MANAGERS GROUP ACCOR SA ADT CORP/THE INC ACCOR SA ADT CORP/THE AFFILIATED MANAGERS GROUP ACCOR SA ADT INC INC ACCURAY INC ADT INC AFFILIATED MANAGERS GROUP ACCURAY INC ADVANCED COMPUTER 5/18 (USD) INC ACCURIDE 11/17 TLB ADVANCED AFFILIATED MANAGERS GROUP ACCURIDE 11/17 TLB DISCOVERY/CONSILIO INC ACETO CORP ADVANCED AFFIN BANK BHD ACHAOGEN INC DISCOVERY/CONSILIO AFLAC INC ACHAOGEN INC ADVANCED EMISSIONS AFLAC INC ACHAOGEN INC SOLUTIONS I AFLAC INC ACHILLES CORP ADVANCED EMISSIONS AFLAC INC ACIS CLO 2013-1 LTD 1A C 144A SOLUTIONS I AFLAC INC ACLARIS THERAPEUTICS INC ADVANCED INTERNATIONAL AFRICAN DEVELOPMENT BANK ACLARIS THERAPEUTICS INC MULTITE AFRICAN DEVELOPMENT BANK ACLARIS THERAPEUTICS INC ADVANCED MEDICAL SOLUTIONS AGC INC/JAPAN ACNB CORP GRO AGC INC/JAPAN ACNB CORP ADVANSIX INC AGC INC/JAPAN ACOM CO LTD ADVANSIX INC AGF MANAGEMENT LTD ACOM CO LTD ADVANSIX INC AGF MANAGEMENT LTD ACRISURE 11/17 COV-LITE TLB2 ADVANSIX INC AGFA-GEVAERT NV ACRISURE 6/18 TLB AECI LTD AGILENT TECHNOLOGIES INC ACTIVISION BLIZZARD INC AECI LTD AGILENT TECHNOLOGIES INC ACTUANT CORP AECOM AGILENT TECHNOLOGIES INC ACTUANT CORP AEGIS ASSET BACKED SECURI 1 AGILENT TECHNOLOGIES INC ACTUANT CORP M4 AGIOS PHARMACEUTICALS INC ACTUANT CORP AEGLEA BIOTHERAPEUTICS INC AGIOS PHARMACEUTICALS INC ACUITY BRANDS INC AEKYUNG PETROCHEMICAL CO AGIOS PHARMACEUTICALS INC ACUITY BRANDS INC LTD AGRICULTURAL BANK OF CHINA ACUITY BRANDS INC AEON CREDIT SERVICE ASIA CO LTD ACUITY BRANDS LIGHTING INC LT AGRICULTURAL BANK OF CHINA ACUSHNET HOLDINGS CORP AEON FANTASY CO LTD LTD ACUSHNET HOLDINGS CORP AEON FINANCIAL SERVICE CO AGRIUM INC ACUSHNET HOLDINGS CORP LTD AGRIUM INC ADAMAS PHARMACEUTICALS INC AEON FINANCIAL SERVICE CO AGROFRESH SOLUTIONS INC ADAMAS PHARMACEUTICALS INC LTD AGROFRESH SOLUTIONS INC ADAMAS PHARMACEUTICALS INC AEON FINANCIAL SERVICE CO AIA GROUP LTD REGS ADAMAS PHARMACEUTICALS INC LTD AIB GROUP PLC

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AIB GROUP PLC AKEBIA THERAPEUTICS INC ALEXANDRIA REAL ESTATE AIB GROUP PLC AKEBIA THERAPEUTICS INC EQUITIE AICHI BANK LTD/THE AKEBIA THERAPEUTICS INC ALEXANDRIA REAL ESTATE AIMMUNE THERAPEUTICS INC AKER ASA EQUITIE AIMMUNE THERAPEUTICS INC AKITA BANK LTD/THE ALFA LAVAL AB AIMMUNE THERAPEUTICS INC AKORN INC ALFA LAVAL AB AIMMUNE THERAPEUTICS INC AKORN INC ALFA LAVAL AB AIR LEASE CORP AKORN INC ALFRESA HOLDINGS CORP AIR LEASE CORP AKORN INC ALFRESA HOLDINGS CORP AIR LEASE CORP AKORN INC ALFRESA HOLDINGS CORP AIR LEASE CORP AKWEL ALFRESA HOLDINGS CORP AIR LEASE CORP AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LEASE CORP AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LEASE CORP AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LEASE CORP AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LIQUIDE SA AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LIQUIDE SA AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LIQUIDE SA AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LIQUIDE SA AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR MEDICAL 2/18 COV-LITE TLB AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR MEDICAL 9/17 COV-LITE TLB ALABAMA POWER CO ALIBABA GROUP HOLDING LTD AIR MEDICAL 9/17 COV-LITE TLB ALABAMA POWER CO ALIBABA GROUP HOLDING LTD AIR METHODS 4/17 COV-LITE TLB ALABAMA POWER CO ALIBABA GROUP HOLDING LTD AIR METHODS 4/17 COV-LITE TLB ALABAMA POWER CO ALIBABA GROUP HOLDING LTD AIR PRODUCTS & CHEMICALS INC ALABAMA POWER CO ALIBABA PICTURES GROUP LTD AIR PRODUCTS & CHEMICALS INC ALABAMA POWER CO ALIBABA PICTURES GROUP LTD AIR PRODUCTS & CHEMICALS INC ALARM.COM HOLDINGS INC ALIGN TECHNOLOGY INC AIR PRODUCTS & CHEMICALS INC ALARM.COM HOLDINGS INC ALIGN TECHNOLOGY INC AIR PRODUCTS & CHEMICALS INC ALARM.COM HOLDINGS INC ALIGN TECHNOLOGY INC AIR WATER INC ALARM.COM HOLDINGS INC ALIGN TECHNOLOGY INC AIR WATER INC ALARM.COM HOLDINGS INC ALIGN TECHNOLOGY INC AIR WATER INC ALBARAKA TURK KATILIM ALIGN TECHNOLOGY INC AIRBUS SE BANKASI ALIGN TECHNOLOGY INC AIRBUS SE ALBAUGH 12/17 COV-LITE TLB ALKERMES PLC AIRBUS SE ALBAUGH 12/17 COV-LITE TLB ALKERMES PLC AIRBUS SE ALBEMARLE CORP ALKERMES PLC AIRCASTLE LTD ALBEMARLE CORP ALLEGHENY TECHNOLOGIES INC AIRCASTLE LTD ALBEMARLE CORP ALLEGIANCE BANCSHARES INC AIRCASTLE LTD ALBEMARLE CORP ALLEGIANCE BANCSHARES INC AIRTAC INTERNATIONAL GROUP ALBEMARLE CORP ALLEGIANCE BANCSHARES INC AIRXCEL 4/18 2ND LIEN COV-LITE ALBEMARLE CORP ALLEGION US HOLDING CO INC AIRXCEL 4/18 2ND LIEN COV-LITE ALBEMARLE CORP ALLEGION US HOLDING CO INC AIRXCEL 4/18 COV-LITE TL ALBEMARLE CORP ALLEGION US HOLDING CO INC AIRXCEL 4/18 COV-LITE TL ALBEMARLE CORP ALLEGION US HOLDING CO INC AIRXCEL 4/18 COV-LITE TL ALERIS 6/18 COV-LITE TL ALLEN SYSTEMS/ASG AISAN INDUSTRY CO LTD ALERIS 6/18 COV-LITE TL TECHNOLOGIES AISIN SEIKI CO LTD ALEXANDER FORBES GROUP ALLEN SYSTEMS/ASG AISIN SEIKI CO LTD HOLDING TECHNOLOGIES AISIN SEIKI CO LTD ALEXANDRIA REAL ESTATE ALLERGAN FINANCE LLC AIT 4/17 COV-LITE TLB1 EQUITIE ALLERGAN FUNDING SCS AIT 4/17 COV-LITE TLB1 ALEXANDRIA REAL ESTATE ALLERGAN FUNDING SCS AIZAWA SECURITIES CO LTD EQUITIE ALLERGAN FUNDING SCS AK HOLDINGS INC ALEXANDRIA REAL ESTATE ALLERGAN FUNDING SCS AK STEEL CORP EQUITIE ALLERGAN FUNDING SCS AKBANK TURK AS ALEXANDRIA REAL ESTATE ALLERGAN FUNDING SCS AKBANK TURK AS EQUITIE ALLERGAN FUNDING SCS AKBANK TURK AS ALEXANDRIA REAL ESTATE ALLERGAN FUNDING SCS AKCEA THERAPEUTICS INC EQUITIE ALLERGAN FUNDING SCS AKCEA THERAPEUTICS INC ALLERGAN FUNDING SCS

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ALLERGAN PLC ALPHA BANK AE AMAZON.COM INC ALLERGAN PLC ALPHABET INC AMAZON.COM INC ALLERGAN PLC ALPHABET INC AMAZON.COM INC ALLERGAN PLC ALPHABET INC AMAZON.COM INC ALLERGAN PLC ALS LTD AMAZON.COM INC ALLERGAN PLC ALSTOM SA AMAZON.COM INC ALLERGAN SALES LLC 144A ALSTOM SA AMAZON.COM INC ALLIANCE BANK MALAYSIA BHD ALSTOM SA AMAZON.COM INC ALLIANCE BANK MALAYSIA BHD ALTERNATIVE LOAN TRU OC11 AMAZON.COM INC ALLIANCE DATA SYSTEMS CORP 2A2A AMAZON.COM INC ALLIANCE DATA SYSTEMS CORP ALTERNATIVE LOAN TRUST 2 J2 AMAZON.COM INC ALLIANCE DATA SYSTEMS CORP A3 AMAZON.COM INC ALLIANCE DATA SYSTEMS CORP ALTERNATIVE LOAN TRUST 42 AMAZON.COM INC ALLIANCE DATA SYSTEMS CORP 1A5 AMAZON.COM INC ALLIANCE PHARMA PLC ALTERNATIVE LOAN TRUST 76 AMAZON.COM INC ALLIANT INSURANCE 4/18 2A1 AMAZON.COM INC ALLIED MOTION TECHNOLOGIES ALTERNATIVE LOAN TRUST 8CB AMAZON.COM INC INC A1 AMBAC ASSURANCE CORP 144A ALLIED MOTION TECHNOLOGIES ALTERNATIVE LOAN TRUST OC9 AMBARELLA INC INC A1 AMBARELLA INC ALLISON TRANSMISSION ALTICE FRANCE SA/FRANCE 144A AMBARELLA INC HOLDINGS ALTICE FRANCE SA/FRANCE 144A AMBU A/S ALLISON TRANSMISSION ALTICE FRANCE SA/FRANCE 144A AMBU A/S HOLDINGS ALTICE FRANCE SA/FRANCE 144A AMC ENTERTAINMENT HOLDINGS ALLISON TRANSMISSION ALTISOURCE PORTFOLIO INC HOLDINGS SOLUTIONS AMC ENTERTAINMENT HOLDINGS ALLISON TRANSMISSION INC 144A ALTISOURCE PORTFOLIO INC ALLSTATE CORP/THE SOLUTIONS AMC ENTERTAINMENT HOLDINGS ALLSTATE CORP/THE ALTISOURCE PORTFOLIO INC ALLSTATE CORP/THE SOLUTIONS AMC ENTERTAINMENT HOLDINGS ALLY AUTO RECEIVABLES TRU 1 ALTISOURCE SOLUTIONS 3/18 INC A2 ALTRA INDUSTRIAL MOTION AMC NETWORKS INC ALLY AUTO RECEIVABLES TRU 1 CORP AMC NETWORKS INC A3 ALTRA INDUSTRIAL MOTION AMC NETWORKS INC ALLY AUTO RECEIVABLES TRU 1 CORP AMC NETWORKS INC A3 ALTRA INDUSTRIAL MOTION AMC NETWORKS INC ALLY AUTO RECEIVABLES TRU 2 CORP AMCOR LTD/AUSTRALIA A1 ALTRA INDUSTRIAL MOTION AMCOR LTD/AUSTRALIA ALLY AUTO RECEIVABLES TRU 2 CORP AMCOR LTD/AUSTRALIA A3 ALTRIA GROUP INC AMCOR LTD/AUSTRALIA ALLY AUTO RECEIVABLES TRU 2 ALTRIA GROUP INC AMCOR LTD/AUSTRALIA A3 ALTRIA GROUP INC AMER SPORTS OYJ ALLY AUTO RECEIVABLES TRU 2 ALTRIA GROUP INC AMER SPORTS OYJ A4 ALTRIA GROUP INC AMEREN ILLINOIS CO ALLY AUTO RECEIVABLES TRU 3 ALTRIA GROUP INC AMEREN ILLINOIS CO A2 ALTRIA GROUP INC AMERICA MOVIL SAB DE CV ALLY AUTO RECEIVABLES TRU 3 ALVIN TX INDEP SCH DIST AMERICA MOVIL SAB DE CV A3 ALVIN TX INDEP SCH DIST AMERICA MOVIL SAB DE CV ALLY FINANCIAL INC ALVOGEN PHARMA 6/18 TLB AMERICA MOVIL SAB DE CV ALLY FINANCIAL INC AMAG PHARMACEUTICALS INC AMERICA MOVIL SAB DE CV ALLY FINANCIAL INC 144A AMERICA MOVIL SAB DE CV ALLY FINANCIAL INC AMAG PHARMACEUTICALS INC AMERICA MOVIL SAB DE CV ALLY FINANCIAL INC 144A AMERICA MOVIL SAB DE CV ALLY FINANCIAL INC AMAYA 3/18 (USD) COV-LITE AMERICAN AXLE & ALLY FINANCIAL INC AMAYA 3/18 (USD) COV-LITE MANUFACTURING ALLY MASTER OWNER TRUST 1 A AMAYA 6/18 (USD) TL AMERICAN AXLE & ALLY MASTER OWNER TRUST 2 AMAYA 6/18 (USD) TL MANUFACTURING A1 AMAZON.COM INC AMERICAN AXLE & ALM V LTD 5A DR3 144A AMAZON.COM INC MANUFACTURING

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AMERICAN AXLE & AMERICAN EXPRESS CREDIT AMERICAN INTERNATIONAL MANUFACTURING CORP GROUP I AMERICAN AXLE & AMERICAN EXPRESS CREDIT AMERICAN INTERNATIONAL MANUFACTURING CORP GROUP I AMERICAN AXLE & AMERICAN EXPRESS CREDIT AMERICAN INTERNATIONAL MANUFACTURING CORP GROUP I AMERICAN AXLE & AMERICAN EXPRESS CREDIT AMERICAN INTERNATIONAL MANUFACTURING CORP GROUP I AMERICAN AXLE & AMERICAN EXPRESS CREDIT AMERICAN INTERNATIONAL MANUFACTURING CORP GROUP I AMERICAN AXLE & AMERICAN EXPRESS CREDIT AMERICAN INTERNATIONAL MANUFACTURING CORP GROUP I AMERICAN BATH 5/18 COV-LITE AMERICAN EXPRESS CREDIT AMERICAN INTERNATIONAL TL CORP GROUP I AMERICAN BATH 5/18 COV-LITE AMERICAN EXPRESS CREDIT AMERICAN MEDICAL ALERT CORP TL CORP AMERICAN MUNI PWR-OHIO INC AMERICAN BATH 5/18 COV-LITE AMERICAN EXPRESS CREDIT OH TL CORP AMERICAN MUNI PWR-OHIO INC AMERICAN BATH 9/16 COV-LITE AMERICAN EXPRESS ISSUANCE 2 OH 2N A AMERICAN MUNI PWR-OHIO INC AMERICAN BUILDERS & CONTR AMERICAN GAMING 2/18 TLB OH 144A AMERICAN GAMING 2/18 TLB AMERICAN MUNI PWR-OHIO INC AMERICAN BUILDERS & CONTR AMERICAN HOME MORTGAGE I 4 OH 144A 1A1 AMERICAN NATIONAL AMERICAN CAMPUS AMERICAN HOME MORTGAGE IN 4 BANKSHARES I COMMUNITIES OP 4A AMERICAN NATIONAL AMERICAN CREDIT ACCEP 1 D AMERICAN HOMES 4 R SFR1 E BANKSHARES I 144A 144A AMERICAN NATIONAL AMERICAN CREDIT ACCEP 2 A AMERICAN HOMES 4 R SFR2 A BANKSHARES I 144A 144A AMERICAN OUTDOOR BRANDS AMERICAN CREDIT ACCEP 3 A AMERICAN HOMES 4 R SFR2 E CORP 144A 144A AMERICAN OUTDOOR BRANDS AMERICAN CREDIT ACCEP 4 A AMERICAN HOMES 4 R SFR2 E CORP 144A 144A AMERICAN OUTDOOR BRANDS AMERICAN EXPRESS CO AMERICAN HOMES 4 R SFR3 E CORP AMERICAN EXPRESS CO 144A AMERICAN RAILCAR INDUSTRIES AMERICAN EXPRESS CO AMERICAN HOMES 4 RENT LP IN AMERICAN EXPRESS CO AMERICAN HOMES 4 RENT LP AMERICAN RAILCAR INDUSTRIES AMERICAN EXPRESS CO AMERICAN HOMES 4 SFR2 XS 144A IN AMERICAN EXPRESS CO AMERICAN HONDA FINANCE CO AMERICAN RAILCAR INDUSTRIES AMERICAN EXPRESS CO 144A IN AMERICAN EXPRESS CO AMERICAN HONDA FINANCE AMERICAN RAILCAR INDUSTRIES AMERICAN EXPRESS CO CORP IN AMERICAN EXPRESS CO AMERICAN HONDA FINANCE AMERICAN TOWER CORP AMERICAN EXPRESS CO CORP AMERICAN TOWER CORP AMERICAN EXPRESS CO AMERICAN HONDA FINANCE AMERICAN TOWER CORP AMERICAN EXPRESS CO CORP AMERICAN TOWER CORP AMERICAN EXPRESS CO AMERICAN HONDA FINANCE AMERICAN TOWER CORP AMERICAN EXPRESS CREDIT AC 1 CORP AMERICAN TOWER CORP A AMERICAN HONDA FINANCE AMERICAN TOWER CORP AMERICAN EXPRESS CREDIT AC 1 CORP AMERICAN TOWER CORP A AMERICAN HONDA FINANCE AMERICAN TOWER CORP AMERICAN EXPRESS CREDIT AC 2 CORP AMERICAN TRAFFIC/ATS A AMERICAN INTERNATIONAL AMERICAN TRAFFIC/ATS AMERICAN EXPRESS CREDIT GROUP I AMERICAN VANGUARD CORP CORP AMERICAN INTERNATIONAL AMERICAN VANGUARD CORP AMERICAN EXPRESS CREDIT GROUP I AMERICAN VANGUARD CORP CORP AMERICAN INTERNATIONAL AMERICAN VANGUARD CORP GROUP I AMERICAN WOODMARK CORP

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AMERICAN WOODMARK CORP AMERIPRISE FINANCIAL INC AMPIO PHARMACEUTICALS INC AMERICAN WOODMARK CORP AMERIPRISE FINANCIAL INC AMR 5/18 TL AMERICAN WOODMARK CORP AMERIPRISE FINANCIAL INC AMUNDI SA 144A AMERIPRISE FINANCIAL INC AMUNDI SA AMERICAN WOODMARK CORP AMERIPRISE FINANCIAL INC AMUNDI SA 144A AMERIS BANCORP ANADARKO PETROLEUM CORP AMERICOLD 2010 LLC ARTA D AMERIS BANCORP ANADARKO PETROLEUM CORP 144A AMERIS BANCORP ANADARKO PETROLEUM CORP AMERICREDIT AUTOMOBILE R 1 AMERISOURCEBERGEN CORP ANADARKO PETROLEUM CORP A2A AMERISOURCEBERGEN CORP ANADARKO PETROLEUM CORP AMERICREDIT AUTOMOBILE R 2 AMERISOURCEBERGEN CORP ANADARKO PETROLEUM CORP A2A AMERISOURCEBERGEN CORP ANADARKO PETROLEUM CORP AMERICREDIT AUTOMOBILE R 3 AMERISOURCEBERGEN CORP ANADARKO PETROLEUM CORP A2A AMES NATIONAL CORP ANALOG DEVICES INC AMERICREDIT AUTOMOBILE R 4 AMES NATIONAL CORP ANALOG DEVICES INC A2A AMES NATIONAL CORP ANALOG DEVICES INC AMERICREDIT AUTOMOBILE R 4 AMETEK INC ANALOG DEVICES INC A2A AMETEK INC ANCHOR GLASS 7/17 TL AMERICREDIT AUTOMOBILE RE 1 AMETEK INC ANDEAVOR A3 AMGEN INC ANDEAVOR AMERICREDIT AUTOMOBILE RE 2 AMGEN INC ANDEAVOR A3 AMGEN INC ANDEAVOR AMERICREDIT AUTOMOBILE RE 2 AMGEN INC ANDEAVOR A3 AMGEN INC ANDEAVOR LOGISTICS LP AMERICREDIT AUTOMOBILE RE 2 AMGEN INC ANDEAVOR LOGISTICS LP A3 AMGEN INC ANDEAVOR LOGISTICS LP AMERICREDIT AUTOMOBILE RE 3 AMGEN INC ANDEAVOR LOGISTICS LP A3 AMGEN INC ANDEAVOR LOGISTICS LP / AMERICREDIT AUTOMOBILE RE 3 AMGEN INC TESORO A3 AMGEN INC ANDEAVOR LOGISTICS LP / AMERICREDIT AUTOMOBILE RE 4 AMGEN INC TESORO A3 AMGEN INC ANDEAVOR LOGISTICS LP / AMERICREDIT AUTOMOBILE RE 4 AMGEN INC TESORO A3 AMGEN INC ANGIODYNAMICS INC AMERICREDIT AUTOMOBILE RE 4 AMGEN INC ANGIODYNAMICS INC A3 AMGEN INC ANGIODYNAMICS INC AMERICREDIT AUTOMOBILE REC AMGEN INC ANGIODYNAMICS INC 2 D AMGEN INC ANGLIAN WATER SERVICES AMERICREDIT AUTOMOBILE REC AMGEN INC FINANCI 3 C AMGEN INC ANGOLAN GOVERNMENT INTERN AMERICREDIT AUTOMOBILE REC AMGEN INC 144A 3 C AMMB HOLDINGS BHD ANGOLAN GOVERNMENT INTERN AMERICREDIT AUTOMOBILE REC AMN HEALTHCARE INC 144A 144A 3 C AMNEAL PHARMACEUTICALS 3/18 ANGOLAN GOVERNMENT INTERN AMERICREDIT AUTOMOBILE REC AMNEAL PHARMACEUTICALS INC 144A 3 D AMNEAL PHARMACEUTICALS INC ANGOLAN GOVERNMENT INTERN AMERICREDIT AUTOMOBILE REC AMPHASTAR PHARMACEUTICALS REGS 3 D INC ANHEUSER-BUSCH INBEV AMERILIFE 7/15 2ND LIEN TL AMPHASTAR PHARMACEUTICALS FINANCE I AMERILIFE 7/15 2ND LIEN TL INC ANHEUSER-BUSCH INBEV AMERILIFE 7/15 TL AMPHASTAR PHARMACEUTICALS FINANCE I AMERILIFE 7/15 TL INC ANHEUSER-BUSCH INBEV AMERIPRISE FINANCIAL INC AMPHASTAR PHARMACEUTICALS FINANCE I AMERIPRISE FINANCIAL INC INC ANHEUSER-BUSCH INBEV AMERIPRISE FINANCIAL INC AMPHENOL CORP FINANCE I AMERIPRISE FINANCIAL INC AMPHENOL CORP ANHEUSER-BUSCH INBEV AMERIPRISE FINANCIAL INC AMPHENOL CORP FINANCE I AMERIPRISE FINANCIAL INC AMPHENOL CORP ANHEUSER-BUSCH INBEV AMERIPRISE FINANCIAL INC AMPHENOL CORP FINANCE I

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ANHEUSER-BUSCH INBEV ANHEUSER-BUSCH INBEV APEX CREDIT CLO 2017 1A C 144A FINANCE I WORLDWIDE APEX CREDIT CLO 2017 1A D 144A ANHEUSER-BUSCH INBEV ANHEUSER-BUSCH INBEV APOGEE ENTERPRISES INC FINANCE I WORLDWIDE APOGEE ENTERPRISES INC ANHEUSER-BUSCH INBEV ANHEUSER-BUSCH INBEV APOGEE ENTERPRISES INC FINANCE I WORLDWIDE APOGEE ENTERPRISES INC ANHEUSER-BUSCH INBEV ANHEUSER-BUSCH INBEV APOLLO AVIATION SECU 1A C FINANCE I WORLDWIDE 144A ANHEUSER-BUSCH INBEV ANHUI CONCH CEMENT CO LTD APOLLO INVESTMENT CORP FINANCE I ANHUI CONCH CEMENT CO LTD APOLLO MANAGEMENT HOLDING ANHEUSER-BUSCH INBEV ANIKA THERAPEUTICS INC 144A FINANCE I ANIKA THERAPEUTICS INC APOLLO MANAGEMENT HOLDING ANHEUSER-BUSCH INBEV ANIKA THERAPEUTICS INC 144A FINANCE I ANIKA THERAPEUTICS INC APOLLO MANAGEMENT HOLDING ANHEUSER-BUSCH INBEV ANIKA THERAPEUTICS INC 144A FINANCE I ANSELL LTD APPALACHIAN POWER CO ANHEUSER-BUSCH INBEV ANTARES PHARMA INC APPLE INC FINANCE I ANTARES PHARMA INC APPLE INC ANHEUSER-BUSCH INBEV ANTERO RESOURCES CORP APPLE INC FINANCE I ANTERO RESOURCES CORP APPLE INC ANHEUSER-BUSCH INBEV ANTERO RESOURCES CORP APPLE INC FINANCE I ANTHEM INC APPLE INC ANHEUSER-BUSCH INBEV ANTHEM INC APPLE INC FINANCE I ANTHEM INC APPLE INC ANHEUSER-BUSCH INBEV ANTHEM INC APPLE INC FINANCE I ANTHEM INC APPLE INC ANHEUSER-BUSCH INBEV ANTHEM INC APPLE INC FINANCE I ANTHEM INC APPLE INC ANHEUSER-BUSCH INBEV ANTHEM INC APPLE INC FINANCE I ANTHEM INC APPLE INC ANHEUSER-BUSCH INBEV ANTHEM INC APPLE INC FINANCE I ANTHEM INC APPLE INC ANHEUSER-BUSCH INBEV ANTHEM INC APPLE INC FINANCE I AO SMITH CORP APPLE INC ANHEUSER-BUSCH INBEV AO SMITH CORP APPLE INC FINANCE I AO SMITH CORP APPLE INC ANHEUSER-BUSCH INBEV AO SMITH CORP APPLE INC WORLDWIDE AO SMITH CORP APPLE INC ANHEUSER-BUSCH INBEV AON CORP APPLE INC WORLDWIDE AON PLC APPLE INC ANHEUSER-BUSCH INBEV AON PLC APPLE INC WORLDWIDE AON PLC APPLE INC ANHEUSER-BUSCH INBEV AOT BEDDING 11/16 COV-LITE TL APPLE INC WORLDWIDE AOZORA BANK LTD APPLE INC ANHEUSER-BUSCH INBEV AOZORA BANK LTD APPLE INC WORLDWIDE AOZORA BANK LTD APPLE INC ANHEUSER-BUSCH INBEV APACHE CORP APPLE INC WORLDWIDE APACHE CORP APPLE INC ANHEUSER-BUSCH INBEV APACHE CORP APPLE INC WORLDWIDE APACHE CORP APPLE INC ANHEUSER-BUSCH INBEV APACHE CORP APPLE INC WORLDWIDE APC AFTERMARKET 5/17 COV-LITE APPLE INC ANHEUSER-BUSCH INBEV APC AFTERMARKET 5/17 COV-LITE APPLE INC WORLDWIDE APELLIS PHARMACEUTICALS INC APPLE INC ANHEUSER-BUSCH INBEV APELLIS PHARMACEUTICALS INC APPLE INC WORLDWIDE APELLIS PHARMACEUTICALS INC APPLE INC ANHEUSER-BUSCH INBEV APERGY CORP 144A APPLE INC WORLDWIDE APETEAN 6/17 COV'LITE TLB APPLE INC APETEAN 6/17 COV'LITE TLB APPLE INC

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APPLE INC ARES CAPITAL CORP ARRAY BIOPHARMA INC APPLE INC ARGENT SECURITIES I W9 M7 144A ARROW ELECTRONICS INC APPLE INC ARGENTINA (REP OF) ARROW ELECTRONICS INC APPLIED EXTRUSION ARGENTINA (REP OF) ARROW ELECTRONICS INC TECHNOLOGIES ARGENTINA (REP OF) VAR NTS ITL ARROW ELECTRONICS INC APPLIED MATERIALS INC ARGENTINA POM POLITICA ARROW ELECTRONICS INC APPLIED MATERIALS INC MONETAR ARROW ELECTRONICS INC APPLIED MATERIALS INC ARGENTINA REP OF SER F ARROW ELECTRONICS INC APPLIED MATERIALS INC ARGENTINE BONOS DEL TESORO ARROW ELECTRONICS INC APPLIED MATERIALS INC ARGENTINE REPUBLIC ARROW FINANCIAL CORP APPLIED MATERIALS INC GOVERNMENT ARROW FINANCIAL CORP APPLIED OPTOELECTRONICS INC ARGENTINE REPUBLIC ARROW FINANCIAL CORP APPLIED OPTOELECTRONICS INC GOVERNMENT ARROW GLOBAL GROUP PLC APPLIED OPTOELECTRONICS INC ARGENTINE REPUBLIC ARTISAN PARTNERS ASSET APPLIED OPTOELECTRONICS INC GOVERNMENT MANAGEM APPLIED OPTOELECTRONICS INC ARGENTINE REPUBLIC ARTISAN PARTNERS ASSET APPLIED SYSTEMS 9/17 COV-LITE GOVERNMENT MANAGEM APTARGROUP INC ARGENTINE REPUBLIC ARUHI CORP APTARGROUP INC GOVERNMENT ASAHI INTECC CO LTD APTARGROUP INC ARGENTINE REPUBLIC ASAHI KASEI CORP APTARGROUP INC GOVERNMENT ASAHI KASEI CORP APTEAN 12/16 COV-LITE 2ND LIEN ARGENTINE REPUBLIC ASAHI KASEI CORP APTEAN 12/16 COV-LITE 2ND LIEN GOVERNMENT ASAHI YUKIZAI CORP APTIV PLC ARGENTINE REPUBLIC ASALEO CARE LTD APTIV PLC GOVERNMENT ASALEO CARE LTD APTIV PLC ARGENTINE REPUBLIC ASALEO CARE LTD APTIV PLC GOVERNMENT ASCEND PERFORMANCE TL 4/12 APTIV PLC ARGENTINE REPUBLIC TLB APTIV PLC GOVERNMENT ASCENSUS 12/17 COV-LITE ARAKAWA CHEMICAL ARISTOCRAT LEISURE 5/18 TLB ASCENSUS 12/17 COV-LITE INDUSTRIES LT ARISTOCRAT LEISURE LTD ASCENSUS 12/17 COV-LITE TL ARAMARK SERVICES INC ARISTOCRAT LEISURE LTD ASCENSUS 12/17 COV-LITE TL ARAMARK SERVICES INC ARISTOCRAT LEISURE LTD ASCENSUS 6/18 INCREMENTAL ARAMARK SERVICES INC 144A ARIZONA BRD OF RGTS UNIV ASCENSUS 6/18 INCREMENTAL ARCELORMITTAL ARIZO ASCENSUS 6/18 INCREMENTAL TL ARCELORMITTAL ARIZONA PUBLIC SERVICE CO ASCENSUS 6/18 INCREMENTAL TL ARCELORMITTAL ARIZONA PUBLIC SERVICE CO ASCENT RESOURCES UTICA HO ARCH COAL INC ARJO AB 144A ARCH COAL INC ARKEMA SA ASCENT RESOURCES UTICA HO ARCH COAL INC ARKEMA SA 144A ARCHER-DANIELS-MIDLAND CO ARKEMA SA ASELSAN ELEKTRONIK SANAYI ARCHROMA 7/17 COV-LITE (USD) ARLINGTON ASSET INVESTMENT VE T ARCHROMA 7/17 COV-LITE (USD) COR ASHFORD INC ARCO CHEM CO DEB ARLINGTON ASSET INVESTMENT ASHLAND GLOBAL HOLDINGS INC ARCONIC INC COR ASHLAND GLOBAL HOLDINGS INC ARCONIC INC ARLINGTON ASSET INVESTMENT ASHLAND GLOBAL HOLDINGS INC ARCONIC INC COR ASHLAND GLOBAL HOLDINGS INC ARCONIC INC ARMSTRONG FLOORING INC ASIA CEMENT CO LTD ARCONIC INC ARMSTRONG FLOORING INC ASIAN DEVELOPMENT BANK ARCONIC INC ARMSTRONG FLOORING INC ASIAN DEVELOPMENT BANK ARCTIC LNG CARRIERS 5/17 TL ARMSTRONG WORLD INDUSTRIES ASIAN DEVELOPMENT BANK ARD FINANCE SA INC ASIAN DEVELOPMENT BANK ARDAGH GROUP SA ARMSTRONG WORLD INDUSTRIES ASIAN DEVELOPMENT BANK ARDAGH GROUP SA INC ASIAN DEVELOPMENT BANK ARDAGH GROUP SA ARMSTRONG WORLD INDUSTRIES ASIAN DEVELOPMENT BANK ARES CAPITAL CORP INC ASIAN DEVELOPMENT BANK ARES CAPITAL CORP ARMSTRONG WORLD INDUSTRIES ASIAN DEVELOPMENT BANK ARES CAPITAL CORP INC ASIAN PAINTS LTD ARES CAPITAL CORP ARRAY BIOPHARMA INC ASKA PHARMACEUTICAL CO LTD

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ASPEN PHARMACARE HOLDINGS ATHENE HOLDING LTD AUTHENTIC BRANDS 4/18 COV- LTD ATHENEX INC LITE ASPEN PHARMACARE HOLDINGS ATHENEX INC AUTHENTIC BRANDS 4/18 COV- LTD ATHENS-CLARKE CNTY GA UNIF LITE ASPEN PHARMACARE HOLDINGS GOV AUTHENTIC BRANDS 4/18 COV- LTD ATHERSYS INC LITE ASSA ABLOY AB ATHERSYS INC AUTHENTIC BRANDS 9/17 2ND ASSA ABLOY AB ATKORE 12/16 COVE-LITE TL LIEN ASSA ABLOY AB ATLANTIC CAPITAL BANCSHARES AUTHENTIC BRANDS 9/17 COV- ASSA ABLOY AB IN LITE ASSET SECURITIZATION COR D4 ATLANTIC CAPITAL BANCSHARES AUTHENTIC BRANDS 9/17 COV- B5 IN LITE ASSOCIATED ASPHALT 3/17 TLB ATLANTIC CAPITAL BANCSHARES AUTHENTIC BRANDS 9/17 COV- ASSOCIATED ASPHALT 3/17 TLB IN LITE ASSOCIATED BANC-CORP ATLAS SENIOR LOAN F 1A ER 144A AUTOMATIC DATA PROCESSING ASSOCIATED BANC-CORP ATRICURE INC INC ASSOCIATED BANC-CORP ATRICURE INC AUTONATION INC ASSOCIATED BANC-CORP ATRICURE INC AUTONEUM HOLDING AG ASSOCIATED CAPITAL GROUP INC ATRICURE INC AUTONEUM HOLDING AG ASSOCIATED CAPITAL GROUP INC ATRION CORP AUTOZONE INC ASSUREDPARTNERS INC 144A ATRION CORP AUTOZONE INC ASSUREDPARTNERS INC 144A ATRIUM XI 11A E 144A AUTOZONE INC AST GROUPE SA AU SMALL FINANCE BANK LTD AUTOZONE INC ASTELLAS PHARMA INC AU SMALL FINANCE BANK LTD AV HOMES INC ASTELLAS PHARMA INC AUBURN NATIONAL AV HOMES INC ASTELLAS PHARMA INC BANCORPORATION AV HOMES INC ASTELLAS PHARMA INC AUBURN NATIONAL AVALONBAY COMMUNITIES INC ASTORIA ENERGY 12/14 TLB BANCORPORATION AVALONBAY COMMUNITIES INC ASTORIA ENERGY 12/14 TLB AUDIO VISUAL SERVICES 2/18 2ND AVALONBAY COMMUNITIES INC ASTRAZENECA PLC AUDIO VISUAL SERVICES 2/18 TL AVANGRID INC ASTRAZENECA PLC AUDIO VISUAL SERVICES 2/18 TL AVANOS MEDICAL INC ASTRAZENECA PLC AUGUSTA SPORTSWEAR 10/16 AVANTOR 9/17 (USD) COV-LITE TL ASTRAZENECA PLC AUGUSTA SPORTSWEAR 10/16 AVANTOR 9/17 (USD) COV-LITE TL ASTRAZENECA PLC AUSTIN TX RENTAL CAR SPL FAC AVANTOR 9/17 (USD) COV-LITE TL ASTRAZENECA PLC R AVANTOR INC 144A ASTRAZENECA PLC AUSTRALIA & NEW ZEALAND B AVANTOR INC 144A ASTRAZENECA PLC REGS AVANZA BANK HOLDING AB ASTRAZENECA PLC AUSTRALIA & NEW ZEALAND AVAYA 6/18 TLB ASTRAZENECA PLC BANKIN AVENTURA MALL TRUST AVM E ASTRAZENECA PLC AUSTRALIA & NEW ZEALAND 144A ASTRAZENECA PLC BANKIN AVERY DENNISON CORP ASTRAZENECA PLC AUSTRALIA & NEW ZEALAND AVERY DENNISON CORP ASTRAZENECA PLC BANKIN AVERY DENNISON CORP ASTRAZENECA PLC AUSTRALIA & NEW ZEALAND AVERY DENNISON CORP ASTRAZENECA PLC BANKIN AVERY DENNISON CORP ASTRAZENECA PLC AUSTRALIA GOVERNMENT BOND AVERY DENNISON CORP ASTRO OFFSHORE CORP REGS AVIATION CAPITAL GROUP LL ASTRONICS CORP AUSTRALIA GOVERNMENT BOND 144A ASTRONICS CORP REGS AVIATION CAPITAL GROUP LL ASURION 6/18 B7 TLB AUSTRALIA GOVERNMENT BOND 144A ASURION 6/18 B7 TLB REGS AVIATION CAPITAL GROUP LL ASURION 7/17 2ND LIEN COV-LITE AUSTRALIA GOVERNMENT BOND 144A ASX LTD REGS AVISON YOUNG CANADA INC ASX LTD AUSTRALIA GOVERNMENT BOND 144A ASX LTD REGS AVIVA PLC REGS AT HOME CORP AUSTRALIAN PHARMACEUTICAL AVNET INC AT HOME CORP INDU AVNET INC ATHABASCA OIL CORP 144A AUTHENTIC BRANDS 4/18 2ND AVNET INC ATHABASCA OIL CORP 144A LIEN

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AVOLON TLB BORROWER 1 (US) BAKER HUGHES A GE CO LLC / BANCO ESPIRITO SANTO SA LLC BAK BANCO LATINOAMERICANO DE AVON INTERNATIONAL OPERAT BAKER HUGHES A GE CO LLC / COMER 144A BAK BANCO LATINOAMERICANO DE AVON INTERNATIONAL OPERAT BAKER HUGHES A GE CO LLC / COMER 144A BAK BANCO LATINOAMERICANO DE AVON PRODUCTS INC BAKER HUGHES A GE CO LLC / COMER AVX CORP BAK BANCO LATINOAMERICANO DE AVX CORP BAKERCORP 2/13 COV-LITE TL COMER AVX CORP BALCHEM CORP BANCO POPOLARE SC AXA EQUITABLE HOLDINGS IN BALCHEM CORP BANCO SANTANDER MEXICO SA 144A BALCHEM CORP INST AXA EQUITABLE HOLDINGS IN BALL CORP BANCO SANTANDER MEXICO SA 144A BALL CORP INST AXA SA US$ SUB NT BALL CORP BANCO SANTANDER SA AXALTA COATING SYSTEMS LL BALL CORP BANCO SANTANDER SA 144A BALL CORP BANCO SANTANDER SA AXALTA COATING SYSTEMS LTD BALL CORP BANCO SANTANDER SA AXALTA COATING SYSTEMS LTD BALL CORP BANCO SANTANDER SA AXALTA COATING SYSTEMS LTD BALL CORP BANCO SANTANDER SA AXOGEN INC BALL CORP BANCO SANTANDER SA REGS AXOGEN INC BALTIMORE GAS & ELECTRIC CO BANCOLOMBIA SA AXON ENTERPRISE INC BAMLL COMMERCIAL M 200P F BANCORP INC/THE AXON ENTERPRISE INC 144A BANCORP INC/THE AXON ENTERPRISE INC BANC AMER COML 04-4 5 144A BANCORP INC/THE AZIMUT HOLDING SPA BANC OF AMERICA CO BNK3 D BANCORPSOUTH BANK AZZ INC 144A BANCORPSOUTH BANK AZZ INC BANC OF AMERICA COMME BNK3 BANCORPSOUTH BANK AZZ INC ASB BANCORPSOUTH BANK AZZ INC BANC OF AMERICA COMMER BANDAI NAMCO HOLDINGS INC B&G FOODS INC UBS7 A4 BANDAI NAMCO HOLDINGS INC B&G FOODS INC BANC OF AMERICA FUNDING E BANDAI NAMCO HOLDINGS INC B. RILEY FINANCIAL INC 4A1 BANDAI NAMCO HOLDINGS INC B. RILEY FINANCIAL INC BANC OF AMERICA MORTGAGE A BANDO CHEMICAL INDUSTRIES B. RILEY FINANCIAL INC 2A2 LTD B2R MORTGAGE TRUST 20 1 A BANC OF AMERICA MORTGAGE C BANGKOK BANK PCL 144A 2A1 BANGKOK BANK PCL BA CREDIT CARD TRUST A1 A BANCA IFIS SPA BANK 2017-BNK4 BNK4 D 144A BA CREDIT CARD TRUST A1 A1 BANCA TRANSILVANIA SA BANK 2017-BNK6 BNK6 D 144A BADGER METER INC BANCFIRST CORP BANK 2017-BNK8 BNK8 D 144A BADGER METER INC BANCFIRST CORP BANK 2018-BNK10 BN10 A5 BADGER METER INC BANCFIRST CORP BANK 2018-BNK12 BN12 D 144A BADGER METER INC BANCO BILBAO VIZCAYA ARGE BANK CENTRAL ASIA TBK PT BAE SYSTEMS PLC REGS BANK CENTRAL ASIA TBK PT BAE SYSTEMS PLC BANCO BILBAO VIZCAYA BANK CENTRAL ASIA TBK PT BAE SYSTEMS PLC ARGENTARI BANK DANAMON INDONESIA TBK BAE SYSTEMS PLC BANCO BILBAO VIZCAYA PT BAHRAIN GOVERNMENT INTERN ARGENTARI BANK FOR FOREIGN TRADE OF 144A BANCO BILBAO VIZCAYA VIET BAIC MOTOR CORP LTD ARGENTARI BANK HAPOALIM BM BAIC MOTOR CORP LTD BANCO BPI SA BANK HAPOALIM BM BAJAJ FINANCE LTD BANCO BPI SA BANK LEUMI LE-ISRAEL BM BAKER HUGHES A GE CO LLC BANCO COMMERCIAL BANK LEUMI LE-ISRAEL BM BAKER HUGHES A GE CO LLC / PORTUGUESE BANK NEGARA INDONESIA BAK BANCO DE SABADELL SA PERSERO BAKER HUGHES A GE CO LLC / BANCO DE SABADELL SA BANK OF AMERICA CORP BAK BANCO DE SABADELL SA BANK OF AMERICA CORP BAKER HUGHES A GE CO LLC / BANCO DE SABADELL SA BANK OF AMERICA CORP BAK BANCO ESPIRITO SANTO SA BANK OF AMERICA CORP

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BANK OF AMERICA CORP BANK OF PRINCETON/THE BANQUE OUEST AFRICAINE DE BANK OF AMERICA CORP BANK OF QUEENSLAND LTD 144A BANK OF AMERICA CORP REGS BANK OF QUEENSLAND LTD BANQUE OUEST AFRICAINE DE BANK OF CHINA LTD BANK OF QUEENSLAND LTD 144A BANK OF CHINA LTD BANK OF THE OZARKS BAOYE GROUP CO LTD BANK OF COMMERCE HOLDINGS BANK OF THE OZARKS BAR HARBOR BANKSHARES BANK OF COMMERCE HOLDINGS BANK OF THE OZARKS BAR HARBOR BANKSHARES BANK OF COMMUNICATIONS CO BANK OF THE OZARKS BAR HARBOR BANKSHARES LTD BANK OF THE OZARKS BARCLAYS AFRICA GROUP LTD BANK OF COMMUNICATIONS CO BANK OF THE PHILIPPINE BARCLAYS AFRICA GROUP LTD LTD ISLANDS BARCLAYS BANK PLC C/D BANK OF EAST ASIA LTD/THE BANK OF THE PHILIPPINE BARCLAYS BANK PLC REGS BANK OF EAST ASIA LTD/THE ISLANDS BARCLAYS DRYROCK ISSUANCE 3 BANK OF EAST ASIA LTD/THE BANK PAN INDONESIA TBK PT A BANK OF GEORGIA GROUP PLC BANK PEMBANGUNAN DAERAH BARCLAYS PLC BANK OF HAWAII CORP JAWA T BARCLAYS PLC BANK OF HAWAII CORP BANK POLSKA KASA OPIEKI SA BARCLAYS PLC BANK OF HAWAII CORP BANK RAKYAT INDONESIA BARCLAYS PLC BANK OF HAWAII CORP PERSERO BARCLAYS PLC BANK OF IRELAND GROUP PLC BANK RAKYAT INDONESIA BARNABAS HEALTH INC BANK OF IRELAND GROUP PLC PERSERO BARNES GROUP INC BANK OF IRELAND GROUP PLC BANK RAKYAT INDONESIA BARNES GROUP INC BANK OF IRELAND GROUP PLC PERSERO BARNES GROUP INC BANK OF IRELAND GROUP PLC BANK TABUNGAN NEGARA BARNES GROUP INC BANK OF IRELAND REGS PERSERO T BARRACUDA NETWORKS 1/18 TLB BANK OF KOCHI LTD/THE BANK TABUNGAN NEGARA BARRACUDA NETWORKS 1/18 TLB BANK OF KYOTO LTD/THE PERSERO T BARRATT DEVELOPMENTS PLC BANK OF KYOTO LTD/THE BANKIA SA BARRATT DEVELOPMENTS PLC BANK OF KYOTO LTD/THE BANKIA SA BARRATT DEVELOPMENTS PLC BANK OF MARIN BANCORP BANKIA SA BARRATT DEVELOPMENTS PLC BANK OF MARIN BANCORP BANKIA SA BARRATT DEVELOPMENTS PLC BANK OF MARIN BANCORP BANKIA SA BARRICK GOLD CORP BANK OF MONTREAL BANKIA SA BARRICK NORTH AMERICA BANK OF MONTREAL BANKIA SA FINANCE BANK OF MONTREAL BANKINTER SA BARRICK NORTH AMERICA BANK OF NEW YORK MELLON BANKINTER SA FINANCE CORP/T BANKINTER SA BARRICK NORTH AMERICA BANK OF NEW YORK MELLON BANKINTER SA FINANCE CORP/T BANKINTER SA BARRICK NORTH AMERICA BANK OF NEW YORK MELLON BANKUNITED INC FINANCE CORP/T BANKUNITED INC BARRICK NORTH AMERICA BANK OF NEW YORK MELLON BANKUNITED INC FINANCE CORP/T BANKUNITED INC BARRICK PD AUSTRALIA FINANCE BANK OF NEW YORK MELLON BANKWELL FINANCIAL GROUP P CORP/T INC BASF SE BANK OF NEW YORK MELLON BANKWELL FINANCIAL GROUP BASF SE CORP/T INC BASF SE BANK OF NEW YORK MELLON BANNER CORP BASF SE CORP/T BANNER CORP BASF SE BANK OF NOVA SCOTIA BANNER CORP BASF SE BANK OF NOVA SCOTIA BANNER CORP BASF SE BANK OF NOVA SCOTIA BANPU PCL BASF SE BANK OF NT BUTTERFIELD & SON BANPU PCL BAT CAPITAL CORP 144A L BANPU PCL BAT CAPITAL CORP 144A BANK OF NT BUTTERFIELD & SON BANQUE CANTONALE VAUDOISE BAT CAPITAL CORP 144A L BANQUE CENTRALE DE TUNISIE BAT CAPITAL CORP 144A BANK OF NT BUTTERFIELD & SON INT BAT CAPITAL CORP 144A L BANQUE CENTRALE DE TUNISIE BAUER AG BANK OF PRINCETON/THE INT BAUER AG

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BAUSCH HEALTH COS INC 144A BB&T CORP BEL FUSE INC BAUSCH HEALTH COS INC 144A BB&T CORP BEL FUSE INC BAUSCH HEALTH COS INC 144A BB&T CORP BEL FUSE INC BAUSCH HEALTH COS INC 144A BB&T CORP BEL FUSE INC BAUSCH HEALTH COS INC 144A BB&T CORP BELDEN INC BAUSCH HEALTH COS INC 144A BB&T CORP BELDEN INC BAUSCH HEALTH COS INC/US BBCMS 2018-TALL MO TALL C BELDEN INC 144A 144A BELDEN INC BAUSCH HEALTH COS INC/US BBCMS TRUST 2015-ST STP E 144A BELDEN INC 144A BBX CAPITAL CORP BELIMO HOLDING AG BAXALTA INC BBX CAPITAL CORP BELL CANADA BAXALTA INC BBX CAPITAL CORP BELL CANADA BAXALTA INC BCB BANCORP INC BELL CANADA BAXTER INTERNATIONAL INC BCB BANCORP INC BELLEMEADE RE 2017-1 1 M2 144A BAXTER INTERNATIONAL INC BCP RENAISSANCE (ROVER) 9/17 BELLEMEADE RE 2018- 1A M2 144A BAXTER INTERNATIONAL INC BCP RENAISSANCE (ROVER) 9/17 BELLEVUE GROUP AG BAXTER INTERNATIONAL INC BDO UNIBANK INC BELLWAY PLC BAXTER INTERNATIONAL INC BDO UNIBANK INC BELMOND LTD BAXTER INTERNATIONAL INC BDO UNIBANK INC BELMOND LTD BAXTER INTERNATIONAL INC BDS 2018-FL1 FL1 A 144A BELMOND LTD BAY AREA CA TOLL AUTH TOLL BEACON ROOFING 10/17 COV-LITE BELMOND LTD BRI BEACON ROOFING SUPPLY INC BELRON 10/17 USD COV-LITE TLB BAY CLUB 8/16 COV-LITE TL BEACON ROOFING SUPPLY INC BELRON 10/17 USD COV-LITE TLB BAYCOM CORP 144A BELRON 10/17 USD COV-LITE TLB BAYCOM CORP BEAR STEARNS ARM TRUST 10 BEMIS CO INC BAYER AG 15A1 BEMIS CO INC BAYER AG BEAR STEARNS ARM TRUST 2 1 BEMIS CO INC BAYER AG 2A1 BEMIS CO INC BAYER AG BEAR STEARNS ARM TRUST 2 5 BENCHMARK ELECTRONICS INC BAYER AG 2A1 BENCHMARK ELECTRONICS INC BAYER AG BEAR STEARNS ARM TRUST 2 5 BENCHMARK ELECTRONICS INC BAYER AG 2A1 BENCHMARK ELECTRONICS INC BAYER AG BEAR STEARNS ARM TRUST 2 9 BENCHMARK ELECTRONICS INC BAYER AG 2A1 BENCHMARK ELECTRONICS INC BAYER AG BEAR STEARNS ASSET BACK FR1 BENDIGO & ADELAIDE BANK LTD BAYER CROPSCIENCE LTD/INDIA M2 BENDIGO & ADELAIDE BANK LTD BAYER US FINANCE II LLC 144A BEAVER CNTY PA BENDIGO & ADELAIDE BANK LTD BAYER US FINANCE II LLC 144A BEAZER HOMES USA INC BENEFIT STREET PAR 10A A1 144A BAYER US FINANCE II LLC 144A BEAZER HOMES USA INC BENEFIT STREET PAR IIA BR 144A BAYERISCHE MOTOREN WERKE BEAZER HOMES USA INC BENEFIT STREET PAR IIA CR 144A AG BECKMAN COULTER INC A A 144A BENETEAU SA BAYERISCHE MOTOREN WERKE BECTON DICKINSON AND CO BERGER PAINTS INDIA LTD AG BECTON DICKINSON AND CO BERGER PAINTS INDIA LTD BAYERISCHE MOTOREN WERKE BECTON DICKINSON AND CO BERKELEY GROUP HOLDINGS PLC AG BECTON DICKINSON AND CO BERKELEY GROUP HOLDINGS PLC BAYERISCHE MOTOREN WERKE BECTON DICKINSON AND CO BERKELEY GROUP HOLDINGS PLC AG BECTON DICKINSON AND CO BERKS CNTY PA BAYERISCHE MOTOREN WERKE BECTON DICKINSON AND CO BERKSHIRE HATHAWAY ENERGY AG BECTON DICKINSON AND CO CO BAYERISCHE MOTOREN WERKE BECTON DICKINSON AND CO BERKSHIRE HATHAWAY ENERGY AG BECTON DICKINSON AND CO CO BAYERISCHE MOTOREN WERKE BECTON DICKINSON AND CO BERKSHIRE HATHAWAY ENERGY AG BECTON DICKINSON AND CO CO BAYVIEW COMMERCIAL AS 2 A BED BATH & BEYOND INC BERKSHIRE HATHAWAY ENERGY 144A BEIERSDORF AG CO BAYVIEW COMMERCIAL AS 2 A BEIERSDORF AG BERKSHIRE HATHAWAY ENERGY 144A BEIERSDORF AG CO BAYVIEW FINANCIAL ACQUIS D BEIERSDORF AG BERKSHIRE HATHAWAY ENERGY 1A4 BEIERSDORF AG CO

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BERKSHIRE HATHAWAY ENERGY BINCKBANK NV BLUCORA INC CO BIO PAPPEL SAB DE CV BLUE BIRD CORP BERKSHIRE HATHAWAY ENERGY BIOFERMIN PHARMACEUTICAL BLUE BIRD CORP CO CO LT BLUE BIRD CORP BERKSHIRE HATHAWAY ENERGY BIOGAIA AB BLUE BIRD CORP CO BIOGEN INC BLUE HILLS BANCORP INC BERKSHIRE HATHAWAY ENERGY BIOGEN INC BLUE HILLS BANCORP INC CO BIOGEN INC BLUE HILLS BANCORP INC BERKSHIRE HATHAWAY ENERGY BIOGEN INC BLUEGREEN VACATIONS CORP CO BIOSCRIP INC BMW US CAPITAL LLC 144A BERKSHIRE HATHAWAY ENERGY BIOSCRIP INC BMW US CAPITAL LLC 144A CO BIOSCRIP INC BMW US CAPITAL LLC 144A BERKSHIRE HATHAWAY ENERGY BIOSPECIFICS TECHNOLOGIES BMW VEHICLE LEASE TRUST 1 A4 CO CORP BMW VEHICLE LEASE TRUST 2 1 BERKSHIRE HATHAWAY ENERGY BIOSPECIFICS TECHNOLOGIES A3 CO CORP BMW VEHICLE LEASE TRUST 2 2 BERKSHIRE HATHAWAY FINANCE BIOTAGE AB A4 COR BIO-TECHNE CORP BMW VEHICLE OWNER TRUST 2 A BERKSHIRE HATHAWAY FINANCE BIO-TECHNE CORP A3 COR BIO-TECHNE CORP BMW VEHICLE OWNER TRUST 2 A BERKSHIRE HATHAWAY FINANCE BIO-TECHNE CORP A4 COR BIOTELEMETRY INC BMW VEHICLE OWNER TRUST 2 A BERKSHIRE HATHAWAY FINANCE BIOTELEMETRY INC A4 COR BIOTELEMETRY INC BMW VEHICLE OWNER TRUST 2 A BERKSHIRE HATHAWAY FINANCE BIZLINK HOLDING INC A4 COR BKB COML MTG 97-C1 CTF H 144A BNK FINANCIAL GROUP INC BERKSHIRE HATHAWAY FINANCE BKB COML MTG TR 97-C1 IO BNP PARIBAS SA COR BLACK HILLS CORP BNP PARIBAS SA BERKSHIRE HATHAWAY INC BLACKBOARD 10/16 TLB4 BNP PARIBAS SA BERKSHIRE HATHAWAY INC BLACKBOARD 10/16 TLB4 BNP PARIBAS SA BERKSHIRE HATHAWAY INC BLACKHAWK NETWORK 1/18 TL BNP PARIBAS SA BERKSHIRE HATHAWAY INC BLACKHAWK NETWORK 1/18 TL BNP PARIBAS SA REGS BERKSHIRE HATHAWAY INC BLACKROCK CAPITAL BNP PARIBAS SA REGS BERKSHIRE HATHAWAY INC INVESTMENT C BNP PARIBAS SA REGS BERKSHIRE HATHAWAY INC BLACKROCK INC BOC AVIATION LTD 144A BERKSHIRE HATHAWAY INC BLACKROCK INC BOC HONG KONG HOLDINGS LTD BERKSHIRE HATHAWAY INC BLACKROCK INC BOC HONG KONG HOLDINGS LTD BERKSHIRE HATHAWAY INC BLACKROCK INC BOC HONG KONG HOLDINGS LTD BERKSHIRE HATHAWAY INC BLACKROCK INC BOEING CO/THE BERKSHIRE HATHAWAY INC BLACKROCK INC BOEING CO/THE BERKSHIRE HATHAWAY INC BLACKROCK INC BOEING CO/THE BERKSHIRE HATHAWAY INC BLACKROCK INC BOEING CO/THE BERKSHIRE HATHAWAY INC BLACKROCK INC BOEING CO/THE BERKSHIRE HATHAWAY INC BLACKROCK INC BOEING CO/THE BERRY GLOBAL GROUP INC BLACKROCK INC BOEING CO/THE BERRY GLOBAL GROUP INC BLACKROCK TCP CAPITAL CORP BOEING CO/THE BERRY GLOBAL GROUP INC BLACKROCK TCP CAPITAL CORP BOEING CO/THE BERRY GLOBAL INC BLOCK COMMUNICATIONS INC BOEING CO/THE BERRY GLOBAL INC 144A BOEING CO/THE BERRY GLOBAL INC 144A BLOCK COMMUNICATIONS INC BOEING CO/THE BERRY PLASTICS 2/18 TLR 144A BOEING CO/THE BEST BUY CO INC BLOCK FINANCIAL LLC BOGOTA DISTRITO CAPITAL REGS BESTFOODS BLOOMBERRY RESORTS CORP BOISE CASCADE CO BET-AT-HOME.COM AG BLOUNT 10/17 COV-LITE TLB BOISE CASCADE CO BGC PARTNERS INC BLUCORA (TAXACT) 11/17 BOISE CASCADE CO BGC PARTNERS INC BLUCORA (TAXACT) 11/17 BOISE CASCADE CO BGC PARTNERS INC BLUCORA INC BOISE CASCADE CO BIMB HOLDINGS BHD BLUCORA INC BOISE CASCADE CO 144A BINCKBANK NV BLUCORA INC BOK FINANCIAL CORP

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BOK FINANCIAL CORP BOYD GAMING CORP 144A BRIGHTSPHERE INVESTMENT BOK FINANCIAL CORP BOYD GAMING CORP 144A GROUP BOLSAS Y MERCADOS BRADY CORP BRILLIANCE CHINA AUTOMOTIVE ARGENTINOS S BRADY CORP HO BOMBARDIER INC BRADY CORP BRILLIANCE CHINA AUTOMOTIVE BOMBARDIER INC BRADY CORP HO BOMBARDIER INC BRAND ENERGY 6/17 COV-LITE TL BRILLIANCE CHINA AUTOMOTIVE BOMBARDIER INC 144A BRAND ENERGY 6/17 COV-LITE TL HO BOMBARDIER INC 144A BRAND ENERGY 6/17 COV-LITE TL BRISTOL-MYERS SQUIBB CO BOOKING HOLDINGS INC BRASKEM FINANCE LTD 144A BRISTOL-MYERS SQUIBB CO BOOKING HOLDINGS INC BRAZIL NOTAS DO TESOURO BRISTOL-MYERS SQUIBB CO BOOKING HOLDINGS INC NACION BRISTOL-MYERS SQUIBB CO BORAL LTD BRAZIL NOTAS DO TESOURO BRISTOL-MYERS SQUIBB CO BORAL LTD NACION BRISTOL-MYERS SQUIBB CO BORAL LTD BRAZIL NOTAS DO TESOURO BRISTOL-MYERS SQUIBB CO BORAL LTD NACION BRISTOL-MYERS SQUIBB CO BORGWARNER INC BRAZIL NOTAS DO TESOURO BRISTOL-MYERS SQUIBB CO BORGWARNER INC NACION BROOKFIELD ASSET BORGWARNER INC BRAZIL NOTAS DO TESOURO MANAGEMENT IN BORGWARNER INC NACION BROOKS AUTOMATION 10/17 BORGWARNER INC BRAZIL NOTAS DO TESOURO BROWARD CNTY FL HALF-CENT BORGWARNER INC NACION SALE BORGWARNER INC BRAZILIAN GOVERNMENT BRP INC BORREGAARD ASA INTERNATI BRP INC BORUSSIA DORTMUND GMBH & BRAZILIAN GOVERNMENT BRUKER CORP CO KG INTERNATI BRUKER CORP BOSNIA & HERZEGOVINA GOVE BRAZILIAN GOVERNMENT BRUKER CORP REGS INTERNATI BRUNSWICK CORP/DE BOSTON PRIVATE FINANCIAL BRAZOS HIGHER EDUCATION 2 BRUNSWICK CORP/DE HOLDI A12 BRUNSWICK CORP/DE BOSTON PRIVATE FINANCIAL BRENNTAG AG BRUNSWICK CORP/DE HOLDI BRENNTAG AG BRUNSWICK CORP/DE BOSTON PRIVATE FINANCIAL BRENNTAG AG BRYN MAWR BANK CORP HOLDI BRENNTAG AG BRYN MAWR BANK CORP BOSTON PRIVATE FINANCIAL BRENNTAG AG BRYN MAWR BANK CORP HOLDI BRENNTAG AG BSE LTD BOSTON PROPERTIES LP BREWIN DOLPHIN HOLDINGS PLC BTA BANK JSC BOSTON PROPERTIES LP BREWIN DOLPHIN HOLDINGS PLC BTA BANK JSC BOSTON SCIENTIFIC CORP BRF GMBH REGS BTG PLC BOSTON SCIENTIFIC CORP BRIDGE BANCORP INC BUCKEYE PARTNERS LP BOSTON SCIENTIFIC CORP BRIDGE BANCORP INC BUCKEYE PARTNERS LP BOSTON SCIENTIFIC CORP BRIDGE BANCORP INC BUCKS CNTY PA BOSTON SCIENTIFIC CORP BRIDGESTONE CORP BUCKS CNTY PA INDL DEV AUTH BOSTON SCIENTIFIC CORP BRIDGESTONE CORP BUILD KING HOLDINGS LTD BOSTON SCIENTIFIC CORP BRIDGESTONE CORP BUILDERS FIRSTSOURCE INC BOSTONIA-KEYSTONE HELP I LLC BRIDGESTONE CORP BUILDERS FIRSTSOURCE INC BOULE DIAGNOSTICS AB BRIDGESTONE CORP BUILDERS FIRSTSOURCE INC BOWLMOR AMF 6/17 2ND LIEN TL BRIDGEWATER BANCSHARES INC BUKIT ASAM TBK PT BOWLMOR AMF 6/17 TLB BRIDGEWATER BANCSHARES INC BUNDESOBLIGATION REGS BOWLMOR AMF 6/17 TLB BRIGHTHOUSE FINANCIAL INC BUNDESREPUBLIK DEUTSCHLAN BOWLMOR AMF 9/16 TLB BRIGHTHOUSE FINANCIAL INC REGS BOYD GAMING CORP BRIGHTHOUSE FINANCIAL INC BUNDESREPUBLIK DEUTSCHLAN BOYD GAMING CORP BRIGHTHOUSE FINANCIAL INC REGS BOYD GAMING CORP BRIGHTHOUSE FINANCIAL INC BUNDESREPUBLIK DEUTSCHLAN BOYD GAMING CORP BRIGHTSPHERE INVESTMENT REGS BOYD GAMING CORP GROUP BUNDESREPUBLIK DEUTSCHLAN BOYD GAMING CORP BRIGHTSPHERE INVESTMENT REGS BOYD GAMING CORP GROUP BUNDESREPUBLIK DEUTSCHLAN BOYD GAMING CORP 144A REGS

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BUNDESREPUBLIK DEUTSCHLAN CABOT CORP CALLON PETROLEUM CO 144A REGS CADENCE BANCORP CALLON PETROLEUM CO 144A BUNDESREPUBLIK DEUTSCHLAN CADENCE BANCORP CALPINE CORP REGS CADENCE BANCORP CALPINE CORP BUNGE LTD FINANCE CORP CADENCE BANCORP CALUMET SPECIALTY PRODUCTS BUNGE LTD FINANCE CORP CADENCE BANCORP PAR BUNGE LTD FINANCE CORP CAE INC CALUMET SPECIALTY PRODUCTS BUNGE LTD FINANCE CORP CAE INC PAR BUNKA SHUTTER CO LTD CAE INC CAMBRIDGE BANCORP BURFORD CAPITAL LTD CAESARS ENTERTAINMENT CAMBRIDGE BANCORP BURFORD CAPITAL LTD CAESARS ENTERTAINMENT CORP CAMBRIDGE BANCORP BURGER KING 2/17 COV-LITE TLB3 CAESARS ENTERTAINMENT CORP CAMDEN NATIONAL CORP BURLINGTON RESOURCES CAESARS ENTERTAINMENT CORP CAMDEN NATIONAL CORP FINANCE C CAESARS PALACE LAS VICI A CAMDEN NATIONAL CORP BURLINGTON RESOURCES 144A CAMDEN NATIONAL CORP FINANCE C CAESARS PALACE LAS VICI C 144A CAMPBELL SOUP CO BURLINGTON RESOURCES CAESARS RESORT 12/17 COV-LITE CAMPBELL SOUP CO FINANCE C CAESARS RESORT 12/17 COV-LITE CAMPBELL SOUP CO BUSINESS DEVELOPMENT CORP CAESARS RESORT 12/17 COV-LITE CAMPBELL SOUP CO 144A CAESARSTONE LTD CAMPBELL SOUP CO BUSINESS FIRST BANCSHARES CAESARSTONE LTD CAMPBELL SOUP CO INC CAESARSTONE LTD CAMPBELL SOUP CO BUSINESS FIRST BANCSHARES CAESARSTONE LTD CAMPING WORLD 11/16 COV-LITE INC CAISSE NATIONALE DE CAMPING WORLD 11/16 COV-LITE BUZZI UNICEM SPA REASSURANC CAMPING WORLD HOLDINGS INC BX COMMERCIAL MORT BIOA F CAIXABANK SA CAMPING WORLD HOLDINGS INC 144A CAIXABANK SA CANACCORD GENUITY GROUP BX TRUST 2017-IMC IMC F 144A CAIXABANK SA INC BXMT 2017-FL1 LTD FL1 D 144A CAIXABANK SA CANADA HOUSING TRUST NO.1 BYD CO LTD CALIFORNIA INSTITUTE OF CANADA HOUSING TRUST NO.1 BYD CO LTD TECHNO CANADIAN IMPERIAL BK OF BYLINE BANCORP INC CALIFORNIA REPUBLIC AUTO 1 A3 COMM BYLINE BANCORP INC CALIFORNIA REPUBLIC AUTO 1 A4 CANADIAN IMPERIAL BK OF BYLINE BANCORP INC CALIFORNIA REPUBLIC AUTO 2 A3 COMM C&F FINANCIAL CORP CALIFORNIA REPUBLIC AUTO 2 A4 CANADIAN IMPERIAL BK OF C&F FINANCIAL CORP CALIFORNIA REPUBLIC AUTO 3 A4 COMM CA INC CALIFORNIA REPUBLIC AUTO 4 A4 CANADIAN NATURAL RESOURCES CA INC CALIFORNIA ST LTD CA INC CALIFORNIA ST CANADIAN NATURAL RESOURCES CA INC CALIFORNIA ST LTD CA INC CALIFORNIA ST CANADIAN NATURAL RESOURCES CABELA'S CREDIT CAR 2A A1 144A CALIFORNIA ST LTD CABELA'S CREDIT CARD 1A A CALIFORNIA ST CANADIAN NATURAL RESOURCES 144A CALIFORNIA ST LTD CABELA'S CREDIT CARD MAS 1A CALIFORNIA ST CANADIAN NATURAL RESOURCES A2 CALIFORNIA ST LTD CABELA'S CREDIT CARD MAST 1 CALIFORNIA ST CANADIAN PACER AUT 1A A2A A1 CALIFORNIA ST DEPT OF WTR 144A CABELA'S CREDIT CARD MAST 2 RESO CANADIAN WESTERN BANK A1 CALIFORNIA ST HSG FIN AGY CANTEL MEDICAL CORP CABELA'S CREDIT CARD MASTE 2 REVE CANTEL MEDICAL CORP A CALIFORNIA WATER SERVICE CO CANTEL MEDICAL CORP CABLEVISION SYSTEMS 3/17 TLB CALLAWAY GOLF CO CANTEL MEDICAL CORP CABLEVISION SYSTEMS CORP CALLAWAY GOLF CO CANTEL MEDICAL CORP CABLEVISION SYSTEMS CORP CALLAWAY GOLF CO CANWEST MEDIA INC SER SUB NT CABLEVISION SYSTEMS CORP CALLAWAY GOLF CO CAP CANA S A CABOT CORP CALLON PETROLEUM CO CAP CANA S A CABOT CORP CALLON PETROLEUM CO CAPITAL AUTO RECEIVABLES 1 A4 CABOT CORP CALLON PETROLEUM CO 144A CAPITAL AUTO RECEIVABLES 2 A3

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CAPITAL AUTO RECEIVABLES 3 A3 CARDINAL HEALTH INC CARNIVAL CORP CAPITAL AUTO RECEIVABLES 3 A3 CARDINAL HEALTH INC CARNIVAL CORP CAPITAL AUTO RECEIVABLES 3 A3 CARDINAL HEALTH INC CARNIVAL CORP CAPITAL AUTO RECEIVABLES 4 A3 CARDINAL HEALTH INC CARNIVAL CORP CAPITAL AUTO RECEIVABLES 4 A4 CARDIOVASCULAR SYSTEMS INC CARNIVAL CORP CAPITAL AUTOMOTIVE 3/17 2ND CARDIOVASCULAR SYSTEMS INC CARNIVAL CORP CAPITAL AUTOMOTIVE 3/17 2ND CARDTRONICS INC / CARDTRO CARNIVAL PLC CAPITAL AUTOMOTIVE 3/17 TL 144A CARNIVAL PLC CAPITAL AUTOMOTIVE 3/17 TL CARDTRONICS INC / CARDTRO CARNIVAL PLC CAPITAL CITY BANK GROUP INC 144A CARNIVAL PLC CAPITAL CITY BANK GROUP INC CAREDX INC CARNIVAL PLC CAPITAL CITY BANK GROUP INC CAREDX INC CAROLINA FINANCIAL CORP CAPITAL ONE FINANCIAL CORP CAREDX INC CAROLINA FINANCIAL CORP CAPITAL ONE FINANCIAL CORP CARESTREAM 6/13 COV-LITE TL CAROLINA FINANCIAL CORP CAPITAL ONE FINANCIAL CORP CARESTREAM DENTAL 8/17 CARRIAGE SERVICES INC 144A CAPITAL ONE FINANCIAL CORP CARESTREAM DENTAL 8/17 CARRIAGE SERVICES INC 144A CAPITAL ONE FINANCIAL CORP CARL ZEISS MEDITEC AG CARRIAGE SERVICES INC 144A CAPITAL ONE FINANCIAL CORP CARL ZEISS MEDITEC AG CARRIZO OIL & GAS INC CAPITAL ONE FINANCIAL CORP CARL ZEISS MEDITEC AG CARRIZO OIL & GAS INC CAPITAL ONE FINANCIAL CORP CARLISLE COS INC CASA INC CAPITAL ONE FINANCIAL CORP CARLISLE COS INC CASCADES INC 144A CAPITAL ONE FINANCIAL CORP CARLISLE COS INC CASCADES INC 144A CAPITAL ONE FINANCIAL CORP CARLISLE COS INC CASS INFORMATION SYSTEMS INC CAPITAL ONE FINANCIAL CORP CARLISLE COS INC CASS INFORMATION SYSTEMS INC CAPITAL ONE FINANCIAL CORP CARLYLE HOLDINGS II FINAN CAST & CREW ENTERTAINMENT CAPITAL ONE FINANCIAL CORP 144A 9/17 CAPITAL ONE FINANCIAL CORP CARLYLE HOLDINGS II FINAN CAST & CREW ENTERTAINMENT CAPITAL ONE FINANCIAL CORP 144A 9/17 CAPITAL ONE FINANCIAL CORP CARMAX AUTO OWNER TRUST 2 1 CATALYST BIOSCIENCES INC CAPITAL ONE FINANCIAL CORP A2 CATALYST BIOSCIENCES INC CAPITAL ONE FINANCIAL CORP CARMAX AUTO OWNER TRUST 2 1 CATALYST PAPER CORP CAPITAL ONE MULTI-ASSET A1 A1 A3 CATALYST PHARMACEUTICALS CAPITAL ONE MULTI-ASSET A1 A1 CARMAX AUTO OWNER TRUST 2 1 INC CAPITAL ONE MULTI-ASSET A3 A3 A3 CATALYST PHARMACEUTICALS CAPITAL ONE MULTI-ASSET A3 A3 CARMAX AUTO OWNER TRUST 2 1 INC CAPITAL ONE MULTI-ASSET A4 A4 A3 CATERPILLAR FINANCIAL CAPITAL ONE MULTI-ASSET A4 A4 CARMAX AUTO OWNER TRUST 2 2 SERVICES CAPITAL ONE MULTI-ASSET A4 A4 A1 CATERPILLAR FINANCIAL CAPITAL ONE MULTI-ASSET A4 A4 CARMAX AUTO OWNER TRUST 2 2 SERVICES CAPITAL ONE MULTI-ASSET A6 A6 A3 CATERPILLAR FINANCIAL CAPITAL ONE MULTI-ASSET A7 A7 CARMAX AUTO OWNER TRUST 2 2 SERVICES CAPITEC BANK HOLDINGS LTD A3 CATERPILLAR FINANCIAL CAPITEC BANK HOLDINGS LTD CARMAX AUTO OWNER TRUST 2 3 SERVICES CAPMARK MORTGAGE SECURITI A2 CATERPILLAR FINANCIAL C1 H CARMAX AUTO OWNER TRUST 2 4 SERVICES CAPSTAR FINANCIAL HOLDINGS A2 CATERPILLAR INC INC CARMAX AUTO OWNER TRUST 2 4 CATERPILLAR INC CAPSTAR FINANCIAL HOLDINGS A2 CATERPILLAR INC INC CARMAX AUTO OWNER TRUST 2 4 CATERPILLAR INC CAPSTONE LOGISTICS 10/14 TLB A4 CATERPILLAR INC CAPSTONE LOGISTICS 10/14 TLB CARMAX AUTO OWNER TRUST 2 4 CATERPILLAR INC CARDINAL HEALTH INC A4 CATHAY GENERAL BANCORP CARDINAL HEALTH INC CARMAX AUTO OWNER TRUST 2 4 CATHAY GENERAL BANCORP CARDINAL HEALTH INC A4 CATHAY GENERAL BANCORP CARDINAL HEALTH INC CARMAX AUTO OWNER TRUST 20 CATHAY GENERAL BANCORP CARDINAL HEALTH INC 3 C CATHAY GENERAL BANCORP CARDINAL HEALTH INC CARMIKE CINEMAS INC 144A CATHEDRAL LAKE CLO 1A CR CARDINAL HEALTH INC CARNIVAL CORP 144A CARDINAL HEALTH INC CARNIVAL CORP

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CATHEDRAL LAKE CLO 1A DR CCP_IRS. R USD-LIBOR-BBA 3M CELGENE CORP 144A CM CELGENE CORP CATHEDRAL LAKE CLO 3A AR CCP_IRS. R USD-LIBOR-BBA 3M CELGENE CORP 144A CM CELGENE CORP CAVCO INDUSTRIES INC CCP_IRS. R USD-LIBOR-BBA 3M CELGENE CORP CAVCO INDUSTRIES INC CM CELGENE CORP CAVCO INDUSTRIES INC CCP_IRS. R USD-LIBOR-BBA 3M CELGENE CORP CB CENTURY COMM ESCROW CM CELGENE CORP CB FINANCIAL SERVICES INC CCP_IRS. R USD-LIBOR-BBA 3M CELGENE CORP CB FINANCIAL SERVICES INC CM CELGENE CORP CBL & ASSOCIATES LP CCP_IRS._R USD-LIBOR-BBA 3M CELGENE CORP CBL & ASSOCIATES LP CM CELGENE CORP CBOE GLOBAL MARKETS INC CCP_IRS._R USD-LIBOR-BBA 3M CELGENE CORP CBOE GLOBAL MARKETS INC CM CELGENE CORP CBOE GLOBAL MARKETS INC CCP_IRS._R USD-LIBOR-BBA 3M CELGENE CORP CBOE GLOBAL MARKETS INC CM CELGENE CORP CBOE GLOBAL MARKETS INC CCP_IRS._R USD-LIBOR-BBA 3M CELLAVISION AB CBOE GLOBAL MARKETS INC CM CELLNOVO GROUP SA CBS CORP CCP_IRS._R USD-LIBOR-BBA 3M CEMBRA MONEY BANK AG CBS CORP CM CEMENTOS ARGOS SA CBS CORP CCP_IRS._R USD-LIBOR-BBA 3M CENOVUS ENERGY INC CBS CORP CM CENTENE CORP CBS CORP CCP_IRS._R USD-LIBOR-BBA 3M CENTENE CORP CBS CORP CM CENTENE CORP CBS CORP CCP_IRS._R USD-LIBOR-BBA 3M CENTENE CORP CBS CORP CM CENTER LABORATORIES INC CBS CORP 144A CCP_IRS._R USD-LIBOR-BBA 3M CENTERLINE HIGH YIELD CMBS CBS RADIO INC 144A CM FD CBS RADIO INC 144A CCP_IRS._R USD-LIBOR-BBA 3M CENTERPOINT ENERGY HOUSTON CBTX INC CM ELE CBTX INC CCP_IRS._R USD-LIBOR-BBA 3M CENTERPOINT ENERGY HOUSTON CBTX INC CM ELE CCL INDUSTRIES INC CCP_SP CDX.NA.IG.27 5Y CENTERPOINT ENERGY RESTOR 1 CCL INDUSTRIES INC CCRESG COMMERCIAL HEAT E A2 CCL INDUSTRIES INC 144A CENTERPOINT ENERGY RESTOR 1 CCM DUOPHARMA BIOTECH BHD CD 2006-CD3 MORTGAGE TR CD3 A3 CCO HLDGS LLC/CCO HLDGS CAP AM CENTERPOINT ENERGY RESTOR 1 CCP CDX SP UL CDX.NA.IG.28 CD 2006-CD3 MORTGAGE TR CD3 A3 CCP IRS LIB3M 100BPS R 2.25% AM CENTERSTATE BANK CORP CCP IRS R LIB3M 100BPS P_1.75% CD 2016-CD1 MORTGAG CD1 D CENTERSTATE BANK CORP CCP SP CDX.NA.IG.27 5Y 144A CENTERSTATE BANK CORP CCP_CDX SP UL CDX.NA.IG.28 CD 2016-CD2 MORTGAGE TRU CD2 CENTRAL BANK OF NIGERIA B CCP_CDX. SP UL CDX.NA.IG.29_V1 D REGS CCP_CDX. SP UL CDX.NA.IG.30 CM CD 2017-CD3 MORTGAG CD3 D CENTRAL GARDEN & PET CO CCP_CDX._SP UL CDX.NA.IG.30 CM 144A CENTRAL GARDEN & PET CO CCP_IRS P LIB3M 100BPS R 2.25% CD 2017-CD4 MORTGAG CD4 D CENTRAL GARDEN & PET CO CCP_IRS R LIB3M 100BPS P 1.75% 144A CENTRAL GARDEN & PET CO CCP_IRS. R USD-LIBOR-BBA 3M CDK GLOBAL INC CENTRAL GARDEN & PET CO CM CDK GLOBAL INC CENTRAL GARDEN & PET CO CCP_IRS. R USD-LIBOR-BBA 3M CDK GLOBAL INC CENTRAL GARDEN & PET CO CM CDS IG24 10Y ICE XI2401J25U01 CENTRAL GARDEN & PET CO CCP_IRS. R USD-LIBOR-BBA 3M CDS_ IG24 10Y ICE CDX.NA.IG.24 CENTRAL PACIFIC FINANCIAL CM CEC ENTERTAINMENT INC CORP CCP_IRS. R USD-LIBOR-BBA 3M CELANESE CORP CENTRAL PACIFIC FINANCIAL CM CELANESE CORP CORP CCP_IRS. R USD-LIBOR-BBA 3M CELANESE CORP CENTRAL PACIFIC FINANCIAL CM CELANESE CORP CORP CCP_IRS. R USD-LIBOR-BBA 3M CELCUITY INC CENTRAL PACIFIC FINANCIAL CM CELGENE CORP CORP

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CENTRAL PACIFIC FINANCIAL CG-CCRE COMMERCI FL1 YTC3 CHENIERE ENERGY PARTNERS CORP 144A 144A CENTRAL SPORTS CO LTD CGDBB COMMERCIAL M BIOC A CHESAPEAKE ENERGY CORP CENTRAL VALLEY COMMUNITY 144A CHESAPEAKE ENERGY CORP BANCO CH ROBINSON WORLDWIDE INC CHESAPEAKE ENERGY CORP CENTRAL VALLEY COMMUNITY CHARLES RIVER LABORATORIE CHESAPEAKE ENERGY CORP BANCO 144A CHEVRON CORP CENTROTEC SUSTAINABLE AG CHARLES SCHWAB CORP/THE CHEVRON CORP CENTURY BANCORP INC/MA CHARLES SCHWAB CORP/THE CHEVRON CORP CENTURY BANCORP INC/MA CHARLES SCHWAB CORP/THE CHEVRON CORP CENTURY CASINOS INC CHARLES SCHWAB CORP/THE CHEVRON CORP CENTURY CASINOS INC CHARLES SCHWAB CORP/THE CHEVRON CORP CENTURY COMMUNICATIONS CHARLES SCHWAB CORP/THE CHEVRON CORP SHELF 4 CHARLES SCHWAB CORP/THE CHEVRON CORP CENTURY COMMUNICATIONS SR CHARLES SCHWAB CORP/THE CHEVRON CORP NT CHARLES SCHWAB CORP/THE CHEVRON CORP CENTURY COMMUNITIES INC CHARLES SCHWAB CORP/THE CHEVRON CORP CENTURY COMMUNITIES INC CHARLES SCHWAB CORP/THE CHEVRON CORP CENTURY COMMUNITIES INC CHARTER COMM OPERATING CHEVRON CORP CENTURY COMMUNITIES INC 12/17 CHEVRON CORP CENTURY COMMUNITIES INC CHARTER COURT FINANCIAL CHEVRON CORP CENTURYLINK 5/17 COV-LITE TLB SERVIC CHEVRON CORP CENTURYLINK 5/17 COV-LITE TLB CHASE COMMERCIAL MORT 2 J CHEVRON CORP CENTURYLINK 5/17 COV-LITE TLB 144A CHEVRON CORP CERBERUS LOAN FUND 1A A1T CHASE CORP CHEVRON CORP 144A CHASE CORP CHIBA BANK LTD/THE CERBERUS LOAN FUNDI 3A A1 CHASE EDUCATION LOAN TRUS A CHIBA BANK LTD/THE 144A A3 CHIBA BANK LTD/THE CERBERUS LOAN FUNDIN 2A A CHASE ISSUANCE TRUST A1 A CHIBA BANK LTD/THE 144A CHASE ISSUANCE TRUST A2 A CHICAGO IL CERBERUS LOAN FUNDIN 3A A CHASE ISSUANCE TRUST A4 A4 CHICAGO IL 144A CHASE ISSUANCE TRUST A4 A4 CHICAGO IL TRANSIT AUTH CERBERUS LOAN FUNDIN 4A A CHASE ISSUANCE TRUST A4 A4 SALES 144A CHASE ISSUANCE TRUST A4 A4 CHILDREN'S HOSPITAL MEDICAL CERIDIAN 4/18 COV-LITE TLB CHASE ISSUANCE TRUST A6 A6 CE CERUS CORP CHASE ISSUANCE TRUST A7 A7 CHILDREN'S HOSPITAL MEDICAL CERUS CORP CHASE ISSUANCE TRUST A7 A7 CE CERUS CORP CHASE ISSUANCE TRUST A7 A7 CHILE GOVERNMENT CF INDUSTRIES HOLDINGS INC CHASE ISSUANCE TRUST A9 A INTERNATIONAL CF INDUSTRIES HOLDINGS INC CHASE ISSUANCE TRUST A9 A CHILE GOVERNMENT CF INDUSTRIES HOLDINGS INC CHEF'S WAREHOUSE 6/16 INTERNATIONAL CF INDUSTRIES HOLDINGS INC CHEF'S WAREHOUSE 6/16 CHILE GOVERNMENT CF INDUSTRIES HOLDINGS INC CHEMICAL FINANCIAL CORP INTERNATIONAL CF INDUSTRIES HOLDINGS INC CHEMICAL FINANCIAL CORP CHIMERIX INC CF INDUSTRIES INC CHEMICAL FINANCIAL CORP CHIMERIX INC CF INDUSTRIES INC CHEMICAL FINANCIAL CORP CHIMERIX INC CF INDUSTRIES INC CHEMOURS CO/THE CHINA ANIMAL HEALTHCARE CFCRE COMMERCIAL MOR C2 B CHEMOURS CO/THE LTD 144A CHEMOURS CO/THE CHINA BIOLOGIC PRODUCTS CFH HOLDINGS CORP SER A PFD CHEMOURS CO/THE HOLDIN CFH HOLDINGS CORP SER A PFD CHEMOURS CO/THE CHINA BLUECHEMICAL LTD CGBAM COMMERCIAL M SMRT E CHEMRING GROUP PLC CHINA CINDA ASSET 144A CHEMUNG FINANCIAL CORP MANAGEMENT C CGBAM COMMERCIAL M SMRT F CHEMUNG FINANCIAL CORP CHINA CINDA ASSET 144A CHENIERE CORPUS CHRISTI MANAGEMENT C CG-CCRE COMMERCI FL1 YTC1 HOLDIN CHINA CITIC BANK CORP LTD 144A CHENIERE CORPUS CHRISTI CHINA CITIC BANK CORP LTD CG-CCRE COMMERCI FL1 YTC2 HOLDIN CHINA CONSTRUCTION BANK 144A CORP

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CHINA CONSTRUCTION BANK CHINA TRAVEL INTERNATIONAL CHUBB INA HOLDINGS INC CORP INV CHUBB INA HOLDINGS INC CHINA CONSTRUCTION BANK CHINA TRAVEL INTERNATIONAL CHUBB INA HOLDINGS INC CORP INV CHUBB INA HOLDINGS INC CHINA EVERBRIGHT BANK CO CHINA YUCHAI INTERNATIONAL CHUBB INA HOLDINGS INC LTD LTD CHUBB INA HOLDINGS INC CHINA EVERBRIGHT LTD CHL MORTGAGE PASS-THROU 60 CHUBB INA HOLDINGS INC CHINA EVERBRIGHT LTD 3A1 CHUBB INA HOLDINGS INC CHINA GALAXY SECURITIES CO CHL MORTGAGE PASS-THROUG 10 CHUGAI PHARMACEUTICAL CO LTD A4 LTD CHINA GALAXY SECURITIES CO CHL MORTGAGE PASS-THROUG 12 CHUGAI PHARMACEUTICAL CO LTD A1 LTD CHINA HUARONG ASSET CHLITINA HOLDING LTD CHUGAI PHARMACEUTICAL CO MANAGEMENT CHOICE HOTELS INTERNATIONAL LTD CHINA HUARONG ASSET IN CHURCH & DWIGHT CO INC MANAGEMENT CHOICE HOTELS INTERNATIONAL CHURCH & DWIGHT CO INC CHINA LESSO GROUP HOLDINGS IN CHURCH & DWIGHT CO INC LTD CHOICE HOTELS INTERNATIONAL CHURCH & DWIGHT CO INC CHINA LUMENA NEW MATERIALS IN CHURCH & DWIGHT CO INC COR CHONGQING RURAL CHURCH & DWIGHT CO INC CHINA MAN-MADE FIBER CORP COMMERCIAL BAN CHURCH & DWIGHT CO INC CHINA MEDICAL SYSTEM CHONGQING RURAL CHURCH & DWIGHT CO INC HOLDINGS COMMERCIAL BAN CHURCHILL DOWNS INC CHINA MEDICAL SYSTEM CHRYSLER CAPITAL AU AA A3 CHURCHILL DOWNS INC HOLDINGS 144A CHURCHILL DOWNS INC CHINA MERCHANTS BANK CO CHRYSLER CAPITAL AU BA A4 CI FINANCIAL INC LTD 144A CI FINANCIAL INC CHINA MERCHANTS BANK CO CHRYSLER CAPITAL AUT BA D CI FINANCIAL INC LTD 144A CI TAKIRON CORP CHINA MERCHANTS CHINA CHRYSLER CAPITAL AUT BA D CIE AUTOMOTIVE SA DIRECT I 144A CIE DE SAINT-GOBAIN CHINA MINSHENG BANKING CORP CHRYSLER CAPITAL AUT BA D CIE DE SAINT-GOBAIN LT 144A CIE DE SAINT-GOBAIN CHINA MINSHENG BANKING CORP CHS/COMMUNITY HEALTH SYST CIE DE SAINT-GOBAIN LT 144A CIE GENERALE DES CHINA NATIONAL BUILDING CHS/COMMUNITY HEALTH SYST ETABLISSEMENT MATERI 144A CIE GENERALE DES CHINA NATIONAL BUILDING CHS/COMMUNITY HEALTH ETABLISSEMENT MATERI SYSTEMS I CIE GENERALE DES CHINA NATIONAL BUILDING CHS/COMMUNITY HEALTH ETABLISSEMENT MATERI SYSTEMS I CIE GENERALE DES CHINA RESOURCES CEMENT CHS/COMMUNITY HEALTH ETABLISSEMENT HOLDING SYSTEMS I CIFC FUNDING 2014 1A ER2 144A CHINA RESOURCES CEMENT CHS/COMMUNITY HEALTH CIFI HOLDINGS GROUP CO LT HOLDING SYSTEMS I REGS CHINA RESOURCES CEMENT CHS/COMMUNITY HEALTH CIGNA CORP HOLDING SYSTEMS I CIGNA CORP CHINA RESOURCES CHS/COMMUNITY HEALTH CIGNA CORP PHARMACEUTICAL SYSTEMS I CIGNA CORP CHINA SANJIANG FINE CHS/COMMUNITY HEALTH CIGNA CORP CHEMICALS SYSTEMS I CIM TRUST 2018-R3 R3 A2 144A CHINA SHENHUA ENERGY CO LTD CHT 2017-COSMO MOR CSMO A CIM TRUST 2018-R3 R3 A2 144A CHINA SHENHUA ENERGY CO LTD 144A CIMAREX ENERGY CO CHINA SHINEWAY CHUBB CORP/THE CIMB GROUP HOLDINGS BHD PHARMACEUTICAL CHUBB INA HOLDINGS INC CINEMARK HOLDINGS INC CHINA SUNSINE CHEMICAL CHUBB INA HOLDINGS INC CINEMARK HOLDINGS INC HOLDING CHUBB INA HOLDINGS INC CINEMARK HOLDINGS INC CHINA TRADITIONAL CHINESE CHUBB INA HOLDINGS INC CINEMARK HOLDINGS INC MEDI CHUBB INA HOLDINGS INC CINEMARK USA INC

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CINEWORLD 2/18 (USD) COV-LITE CITIGROUP COMMERCIAL MOR C1 CITIGROUP INC CINEWORLD 2/18 (USD) COV-LITE A4 CITIGROUP INC REGS CINEWORLD 2/18 (USD) COV-LITE CITIGROUP INC CITIGROUP MORTGAGE LO OPX1 CINEWORLD 2/18 (USD) COV-LITE CITIGROUP INC A1A CINTAS CORP NO 2 CITIGROUP INC CITIZENS & NORTHERN CORP CINTAS CORP NO 2 CITIGROUP INC CITIZENS & NORTHERN CORP CIPHER PHARMACEUTICALS INC CITIGROUP INC CITIZENS & NORTHERN CORP CIRQUE DU SOLEIL 6/17 TL CITIGROUP INC CITIZENS FINANCIAL GROUP INC CIRQUE DU SOLEIL 6/17 TL CITIGROUP INC CITIZENS FINANCIAL GROUP INC CIRQUE DU SOLEIL 7/15 COV-LITE CITIGROUP INC CITIZENS FINANCIAL GROUP INC CIRQUE DU SOLEIL 7/15 COV-LITE CITIGROUP INC CITIZENS FINANCIAL GROUP INC CISCO SYSTEMS INC CITIGROUP INC CITIZENS FINANCIAL GROUP INC CISCO SYSTEMS INC CITIGROUP INC CITY DEVELOPMENTS LTD CISCO SYSTEMS INC CITIGROUP INC CITY DEVELOPMENTS LTD CISCO SYSTEMS INC CITIGROUP INC CITY DEVELOPMENTS LTD CISCO SYSTEMS INC CITIGROUP INC CITY HOLDING CO CISCO SYSTEMS INC CITIGROUP INC CITY HOLDING CO CISCO SYSTEMS INC CITIGROUP INC CITY HOLDING CO CISCO SYSTEMS INC CITIGROUP INC CITY HOLDING CO CISCO SYSTEMS INC CITIGROUP INC CITY OF KIEV UKRAINE VIA REGS CISCO SYSTEMS INC CITIGROUP INC CITYMD 5/18 COV-LITE TLB CISCO SYSTEMS INC CITIGROUP INC CITYMD 5/18 COV-LITE TLB CISCO SYSTEMS INC CITIGROUP INC CIVISTA BANCSHARES INC CISCO SYSTEMS INC CITIGROUP INC CIVISTA BANCSHARES INC CISCO SYSTEMS INC CITIGROUP INC CKH FOOD & HEALTH LTD CISCO SYSTEMS INC CITIGROUP INC CLARIANT AG CIT GROUP INC CITIGROUP INC CLARIANT AG CIT GROUP INC CITIGROUP INC CLARION EVENTS 2/18 CIT GROUP INC CITIGROUP INC CLARION EVENTS 2/18 CIT GROUP INC CITIGROUP INC CLARUS CORP CIT GROUP INC CITIGROUP INC CLARUS CORP CITCO 3/17 TL CITIGROUP INC CLEANUP CORP CITGO PETROLEUM CORP 144A CITIGROUP INC CLEAR CHANNEL WORLDWIDE CITGO PETROLEUM CORP 144A CITIGROUP INC HOLDIN CITIBANK CREDIT CARD ISS A1 A1 CITIGROUP INC CLEAR CHANNEL WORLDWIDE CITIBANK CREDIT CARD ISS A1 A1 CITIGROUP INC HOLDIN CITIBANK CREDIT CARD ISS A2 A2 CITIGROUP INC CLEAR CHANNEL WORLDWIDE CITIBANK CREDIT CARD ISS A5 A5 CITIGROUP INC HOLDIN CITIC LTD CITIGROUP INC CLEARWATER PAPER CORP CITIC LTD CITIGROUP INC CLEARWATER SEAFOODS INC CITIC SECURITIES CO LTD CITIGROUP INC 144A CITIC SECURITIES CO LTD CITIGROUP INC CLEARWATER SEAFOODS INC CITIGROUP COMMERCI 375P E CITIGROUP INC 144A 144A CITIGROUP INC CLEAVER-BROOKS INC 144A CITIGROUP COMMERCI GC15 D CITIGROUP INC CLEAVER-BROOKS INC 144A 144A CITIGROUP INC CLEVELAND ELECTRIC CITIGROUP COMMERCI SHP2 E CITIGROUP INC ILLUMINATIN 144A CITIGROUP INC CLEVELAND ELECTRIC CITIGROUP COMMERCI SMPL E CITIGROUP INC ILLUMINATIN 144A CITIGROUP INC CLEVELAND-CLIFFS INC CITIGROUP COMMERCIAL C2 F CITIGROUP INC CLEVELAND-CLIFFS INC 144A CITIGROUP INC CLEVELAND-CLIFFS INC 144A CITIGROUP COMMERCIAL C3 D CITIGROUP INC CLOROX CO/THE 144A CITIGROUP INC CLOROX CO/THE CITIGROUP COMMERCIAL M GC17 CITIGROUP INC CLOROX CO/THE A3 CITIGROUP INC CLOROX CO/THE CITIGROUP COMMERCIAL M GC29 CITIGROUP INC CLOROX CO/THE A3 CITIGROUP INC CLOROX CO/THE CITIGROUP INC CLOROX CO/THE

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CLOSE BROTHERS GROUP PLC COBIZ FINANCIAL INC COLOMBIA GOVERNMENT CLOUD PEAK ENERGY INC COBIZ FINANCIAL INC INTERNATIO CLOUD PEAK ENERGY INC COBIZ FINANCIAL INC COLOMBIA GOVERNMENT CLOUD PEAK ENERGY INC COCA-COLA CO/THE INTERNATIO CLOUD PEAK ENERGY INC COCA-COLA CO/THE COLOMBIA GOVERNMENT CLOVIS ONCOLOGY INC COCA-COLA CO/THE INTERNATIO CLOVIS ONCOLOGY INC COCA-COLA CO/THE COLOMBIA GOVERNMENT CLOVIS ONCOLOGY INC COCA-COLA CO/THE INTERNATIO CLOVIS ONCOLOGY INC COCA-COLA CO/THE COLOMBIAN TES CLUB CREDIT TRUST 20 P1 A 144A COCA-COLA CO/THE COLONY AMERICAN HOME 1A A CLUB CREDIT TRUST 20 P2 C 144A COCA-COLA CO/THE 144A CLUBCORP CLUB OPERATIONS COCA-COLA CO/THE COLONY AMERICAN HOME 1A A 144A COCA-COLA EUROPEAN 144A CME GROUP INC PARTNERS PL COLONY AMERICAN HOME 1A B CME GROUP INC COCHLEAR LTD 144A CME GROUP INC COCHLEAR LTD COLONY AMERICAN HOME 1A D CME GROUP INC COCHLEAR LTD 144A CME GROUP INC COCHLEAR LTD COLONY STARWOOD HOME 2A A CME GROUP INC COCHLEAR LTD 144A CME GROUP INC CODEXIS INC COLOPLAST A/S CME GROUP INC CODEXIS INC COLOPLAST A/S CMS ENERGY CORP CODORUS VALLEY BANCORP INC COLOPLAST A/S CMS ENERGY CORP CODORUS VALLEY BANCORP INC COLOPLAST A/S CMWLTH FING AUTH PA COEUR MINING INC COLOPLAST A/S CMWLTH FING AUTH PA COEUR MINING INC COLTENE HOLDING AG CMWLTH FING AUTH PA COHEN & STEERS INC COLUMBIA BANKING SYSTEM INC CMWLTH FING AUTH PA COHEN & STEERS INC COLUMBIA BANKING SYSTEM INC CMWLTH FING AUTH PA COHEN & STEERS INC COLUMBIA BANKING SYSTEM INC CMWLTH FING AUTH PA COHEN CAPITAL LLC TRANCHE 1 COLUMBIA BANKING SYSTEM INC CMWLTH FING AUTH PA COHERENT INC COLUMBIA BANKING SYSTEM INC CMWLTH FING AUTH PA COHERENT INC COLUMBIA FINANCIAL INC CMWLTH FING AUTH PA COHERENT INC COLUMBIA FINANCIAL INC CMWLTH FING AUTH PA COHERUS BIOSCIENCES INC COLUMBIA FINANCIAL INC CNA FINANCIAL CORP COHERUS BIOSCIENCES INC COLUMBIA PIPELINE GROUP INC CNB FINANCIAL CORP/PA COLFAX CORP COMCAST CABLE CNB FINANCIAL CORP/PA COLFAX CORP COMMUNICATIONS H CNB FINANCIAL CORP/PA COLFAX CORP COMCAST CABLE CNB FINANCIAL CORP/PA COLGATE-PALMOLIVE CO COMMUNICATIONS H CNH EQUIPMENT TRUST 2015- A COLGATE-PALMOLIVE CO COMCAST CORP A3 COLGATE-PALMOLIVE CO COMCAST CORP CNH EQUIPMENT TRUST 2015- B COLGATE-PALMOLIVE CO COMCAST CORP A3 COLGATE-PALMOLIVE CO COMCAST CORP CNH EQUIPMENT TRUST 2015- B COLGATE-PALMOLIVE CO COMCAST CORP A4 COLGATE-PALMOLIVE CO COMCAST CORP CNH EQUIPMENT TRUST 2016- A COLGATE-PALMOLIVE CO COMCAST CORP A3 COLGATE-PALMOLIVE CO COMCAST CORP CNH EQUIPMENT TRUST 2016- B COLLEGIUM PHARMACEUTICAL COMCAST CORP A4 INC COMCAST CORP CNH EQUIPMENT TRUST 2016- C COLLEGIUM PHARMACEUTICAL COMCAST CORP A2 INC COMCAST CORP CNH EQUIPMENT TRUST 2017- A COLOMBIA GOVERNMENT COMCAST CORP A4 INTERNATIO COMCAST CORP CNH EQUIPMENT TRUST 2017 B COLOMBIA GOVERNMENT COMCAST CORP A2B INTERNATIO COMCAST CORP CNH EQUIPMENT TRUST 2018- A COLOMBIA GOVERNMENT COMCAST CORP A3 INTERNATIO COMCAST CORP CNH INDUSTRIAL CAPITAL LLC COLOMBIA GOVERNMENT COMCAST CORP CNH INDUSTRIAL CAPITAL LLC INTERNATIO COMCAST CORP CNP ASSURANCES REGS COMCAST CORP

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COMCAST CORP COMM 2013-CCRE7 MOR CR7 D COMMERCIAL VEHICLE GROUP COMCAST CORP 144A INC COMCAST CORP COMM 2013-CCRE7 MOR CR7 D COMMERCIL VEHICLE 3/17 TLB COMCAST CORP 144A COMMERCIL VEHICLE 3/17 TLB COMCAST CORP COMM 2013-CCRE7 MOR CR7 D COMMERZBANK AG COMCAST CORP 144A COMMERZBANK AG COMCAST CORP COMM 2013-CCRE8 MORTGAG CR8 COMMERZBANK AG COMCAST CORP A5 COMMIT TO PUR FHLMC GOLD COMCAST CORP COMM 2013-CCRE9 MOR CR9 C SFM COMCAST CORP 144A COMMIT TO PUR FHLMC GOLD COMCAST CORP COMM 2013-CCRE9 MOR CR9 D SFM COMCAST CORP 144A COMMIT TO PUR FHLMC GOLD COMCAST CORP COMM 2013-LC6 MORTG LC6 D SFM COMCAST CORP 144A COMMIT TO PUR FHLMC GOLD COMCAST CORP COMM 2013-LC6 MORTG LC6 E SFM COMCAST CORP 144A COMMIT TO PUR FHLMC GOLD COMERICA INC COMM 2014-CCRE15 M CR15 D SFM COMERICA INC 144A COMMIT TO PUR FHLMC GOLD COMERICA INC COMM 2014-CCRE16 MORT CR16 SFM COMERICA INC ASB COMMIT TO PUR FHLMC GOLD COMERICA INC COMM 2014-CCRE17 M CR17 D SFM COMM 2005-LP5 MORTG LP5 F 144A 144A COMMIT TO PUR FHLMC GOLD COMM 2012-CCRE1 MOR CR1 D COMM 2014-CCRE17 M CR17 E 144A SFM 144A COMM 2014-CCRE18 MORTG CR18 COMMIT TO PUR FHLMC GOLD COMM 2012-CCRE1 MOR CR1 G A5 SFM 144A COMM 2014-CCRE19 MORTG CR19 COMMIT TO PUR FHLMC GOLD COMM 2012-CCRE1 MORTGAG CR1 A4 SFM AM COMM 2014-LC15 MORTGAG LC15 COMMIT TO PUR FHLMC GOLD COMM 2012-CCRE1 MORTGAGE A2 SFM CR1 C COMM 2014-PAT MORTG PAT E COMMIT TO PUR FHLMC GOLD COMM 2012-CCRE2 MOR CR2 E 144A SFM 144A COMM 2014-UBS2 MOR UBS2 D COMMIT TO PUR FHLMC GOLD COMM 2012-CCRE2 MOR CR2 F 144A SFM 144A COMM 2015-3BP MORTG 3BP F COMMIT TO PUR FHLMC GOLD COMM 2012-CCRE2 MOR CR2 G 144A SFM 144A COMM 2015-CCRE23 CR23 CME COMMIT TO PUR FHLMC GOLD COMM 2012-CCRE5 MOR CR5 D 144A SFM 144A COMM 2015-CCRE26 MORTG CR26 COMMIT TO PUR FHLMC GOLD COMM 2012-LC4 MORTG LC4 D A4 SFM 144A COMM 2015-CCRE26 MORTG CR26 COMMIT TO PUR FHLMC GOLD COMM 2012-LC4 MORTGAGE T LC4 A4 SFM C COMM 2017-COR2 MOR COR2 D COMMIT TO PUR FHLMC GOLD COMM 2013-CCRE10 M CR10 C 144A 144A SFM COMM 2013-CCRE10 M CR10 D COMMERCE BANCSHARES INC/MO COMMIT TO PUR FHLMC GOLD 144A COMMERCE BANCSHARES INC/MO SFM COMM 2013-CCRE10 MORTG CR10 COMMERCE BANCSHARES INC/MO COMMIT TO PUR FHLMC GOLD A2 COMMERCE BANCSHARES INC/MO SFM COMM 2013-CCRE12 M CR12 D COMMERCIAL INTERNATIONAL COMMIT TO PUR FHLMC GOLD 144A BANK SFM COMM 2013-CCRE12 MORTG CR12 COMMERCIAL METALS CO COMMIT TO PUR FHLMC GOLD A2 COMMERCIAL METALS CO 144A SFM COMM 2013-CCRE12 MORTGA COMMERCIAL METALS CO 144A COMMIT TO PUR FHLMC GOLD CR12 C COMMERCIAL METALS CO 144A SFM COMM 2013-CCRE6 MOR CR6 E COMMERCIAL MORTGAGE PA COMMIT TO PUR FHLMC GOLD 144A CR28 A4 SFM COMM 2013-CCRE6 MOR CR6 F COMMERCIAL MORTGAGE TRU COMMIT TO PUR FHLMC GOLD 144A GG9 A4 SFM COMM 2013-CCRE6 MORTGAG CR6 COMMERCIAL MTG 99-C1 144A COMMIT TO PUR FHLMC GOLD A2 SFM

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COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA II JUMBOS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA SF MTG SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA SF MTG COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA SF MTG SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA SF MTG COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA SF MTG SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA SF MTG COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA SF MTG SFM COMMIT TO PUR FNMA SF MTG COMMIT TO PUR GNMA SF MTG COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMONWEALTH BANK OF AUST SFM COMMIT TO PUR FNMA SF MTG REGS COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMONWEALTH BANK OF SFM COMMIT TO PUR FNMA SF MTG AUSTRALIA COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMONWEALTH BANK OF SFM COMMIT TO PUR FNMA SF MTG AUSTRALIA COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMONWEALTH BANK OF SFM COMMIT TO PUR FNMA SF MTG AUSTRALIA COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMONWEALTH EDISON CO SFM COMMIT TO PUR FNMA SF MTG COMMONWEALTH EDISON CO COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMONWEALTH EDISON CO SFM COMMIT TO PUR FNMA SF MTG COMMONWEALTH EDISON CO COMMIT TO PUR FHLMC GOLD COMMIT TO PUR FNMA SF MTG COMMONWEALTH EDISON CO SFM COMMIT TO PUR FNMA SF MTG COMMONWEALTH EDISON CO COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG COMMONWEALTH EDISON CO COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG COMMONWEALTH EDISON CO COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG COMMONWEALTH EDISON CO COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG COMMSCOPE INC 144A COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG COMMSCOPE TECHNOLOGIES LL COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG 144A COMMIT TO PUR FNMA SF MTG COMMIT TO PUR FNMA SF MTG COMMUNITY BANK SYSTEM INC

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COMMUNITY BANK SYSTEM INC CONNECTICUT ST CONSTELLIS 4/17 2ND LIEN COMMUNITY BANK SYSTEM INC CONNECTICUT ST CONSTELLIS 4/17 2ND LIEN COMMUNITY BANK SYSTEM INC CONNECTICUT ST CONSTELLIS 4/17 COV-LITE TLB COMMUNITY FINANCIAL CONNECTICUT ST CONSULTATIO SA CORP/THE CONNECTICUT ST CONSUMERS 2014 SECURITIZA A COMMUNITY FINANCIAL CONNECTONE BANCORP INC A1 CORP/THE CONNECTONE BANCORP INC CONSUMERS ENERGY CO COMMUNITY TRUST BANCORP CONNECTONE BANCORP INC CONSUMERS ENERGY CO INC CONOCOPHILLIPS CONSUMERS ENERGY CO COMMUNITY TRUST BANCORP CONOCOPHILLIPS CONTINENTAL AG INC CONOCOPHILLIPS CONTINENTAL AG COMMUNITY TRUST BANCORP CONOCOPHILLIPS CO CONTINENTAL AG INC CONOCOPHILLIPS CO CONTINENTAL AG COMPASS DIVERSIFIED 4/18 TLB CONOCOPHILLIPS CO CONTINENTAL AG COMPASS GROUP DIVERSIFIED CONOCOPHILLIPS CO CONTINENTAL AG 144A CONOCOPHILLIPS HOLDING CO CONTINENTAL AG COMPASS GROUP DIVERSIFIED CONOCOPHILLIPS HOLDING CO CONTINENTAL BUILDING 144A CONOCOPHILLIPS HOLDING CO PRODUCTS COMPASS GROUP DIVERSIFIED CONOCOPHILLIPS HOLDING CO CONTINENTAL BUILDING 144A CONSOL ENERGY INC PRODUCTS COMPASS POWER 12/17 TL CONSOL ENERGY INC CONTINENTAL BUILDING COMPASS POWER 12/17 TL CONSOL ENERGY INC PRODUCTS COMPUWARE 1/17 TLB3 CONSOL ENERGY INC CONTRA DYAX CORPORATION COMPUWARE 1/17 TLB3 CONSOLIDATED CONTROL4 CORP CONAGRA BRANDS INC COMMUNICATIONS IN CONTROL4 CORP CONCERT PHARMACEUTICALS CONSOLIDATED CONTROL4 CORP INC COMMUNICATIONS IN CONTROL4 CORP CONCERT PHARMACEUTICALS CONSOLIDATED EDISON CO OF CONVATEC GROUP PLC INC NEW CONVATEC GROUP PLC CONCERT PHARMACEUTICALS CONSOLIDATED EDISON CO OF CONVATEC GROUP PLC INC NEW CONVATEC GROUP PLC CONCHO RESOURCES INC CONSOLIDATED EDISON CO OF COOPER COS INC/THE CONCHO RESOURCES INC NEW COOPER COS INC/THE CONCHO RESOURCES INC CONSOLIDATED EDISON CO OF COOPER COS INC/THE CONCORDIA FINANCIAL GROUP NEW COOPER COS INC/THE LTD CONSOLIDATED EDISON CO OF COOPER COS INC/THE CONCORDIA FINANCIAL GROUP NEW COOPER TIRE & RUBBER CO LTD CONSOLIDATED EDISON CO OF COOPER TIRE & RUBBER CO CONCORDIA FINANCIAL GROUP NEW COOPER TIRE & RUBBER CO LTD CONSOLIDATED EDISON CO OF COOPER TIRE & RUBBER CO CONCORDIA FINANCIAL GROUP NEW COOPERATIEVE RABOBANK UA LTD CONSOLIDATED EDISON CO OF REGS CONFIE SEGUROS 10/16 TLB NEW COOPER-STANDARD HOLDINGS CONFIE SEGUROS 10/16 TLB CONSOLIDATED EDISON CO OF INC CONFIE SEGUROS 11/12 2ND LIEN NEW COOPER-STANDARD HOLDINGS CONFIE SEGUROS 11/12 2ND LIEN CONSOLIDATED EDISON CO OF INC CONMED CORP NEW COOPER-STANDARD HOLDINGS CONMED CORP CONSOLIDATED EDISON INC INC CONMED CORP CONSORCIO ARA SAB DE CV COOPER-STANDARD HOLDINGS CONMED CORP CONSTELLATION BRANDS INC INC CONNECTICUT LIGHT & POWER CONSTELLATION BRANDS INC COOPER-STANDARD HOLDINGS CO/T CONSTELLATION BRANDS INC INC CONNECTICUT LIGHT & POWER CONSTELLATION BRANDS INC CORBUS PHARMACEUTICALS CO/T CONSTELLATION MERGER SUB HOLDING CONNECTICUT LIGHT & POWER 144A CORBUS PHARMACEUTICALS CO/T CONSTELLATION MERGER SUB HOLDING CONNECTICUT ST 144A CORCEPT THERAPEUTICS INC CONNECTICUT ST CONSTELLATION MERGER SUB CORCEPT THERAPEUTICS INC CONNECTICUT ST 144A CORCEPT THERAPEUTICS INC

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CORCEPT THERAPEUTICS INC COUNTY BANCORP INC CRH PLC CORE INDUSTRIAL TR CALW G COUNTY BANCORP INC CRH PLC 144A COVANTA HOLDING CORP CRH PLC CORE INDUSTRIAL TR TEXW F COVENTRY HEALTH CARE INC CRH PLC 144A COVESTRO AG CRODA INTERNATIONAL PLC CORE INDUSTRIAL TR WEST F COVESTRO AG CRODA INTERNATIONAL PLC 144A COVESTRO AG CRODA INTERNATIONAL PLC CORIUM INTERNATIONAL INC COVESTRO AG CRODA INTERNATIONAL PLC CORIUM INTERNATIONAL INC COVIA/UNIMIN 4/18 TL CRONOS CONTAINERS PR 2A A CORNERSTONE CHEMICAL CO COVIA/UNIMIN 4/18 TL 144A 144A COWEN INC CROWN AMERICAS LLC / CROW CORNERSTONE CHEMICAL CO COWEN INC 144A 144A COWEN INC CROWN CASTLE INTERNATIONAL CORNING INC COX COMMUNICATIONS INC 144A COR CORNING INC COX COMMUNICATIONS INC 144A CROWN CASTLE INTERNATIONAL CORNING INC COX COMMUNICATIONS INC 144A COR CORNING INC COX COMMUNICATIONS INC 144A CROWN CASTLE INTERNATIONAL CORNING INC COX COMMUNICATIONS INC 144A COR CORNING INC COX COMMUNICATIONS INC 144A CROWN CASTLE INTERNATIONAL CORNING INC CPI CARD GROUP 8/15 COV-LITE COR CORNING INC CPI INTERNATIONAL 7/17 TL CROWN CASTLE INTERNATIONAL CORONATION FUND MANAGERS CPM HOLDINGS 4/15 COV-LITE TLB COR LTD CPP 4/18 COV-LITE TLB CROWN CASTLE INTERNATIONAL CORONATION FUND MANAGERS CRANE CO COR LTD CRANE CO CROWN CASTLE INTERNATIONAL CORP ANDINA DE FOMENTO CRANE CO COR CORP ANDINA DE FOMENTO CRANE CO CROWN HOLDINGS INC CORP FINANCIERA ALBA SA CRANE CO CROWN HOLDINGS INC CORP NACIONAL DEL COBRE D CREDICORP LTD CROWN HOLDINGS INC 144A CREDICORP LTD CROWN POINT CLO IV L 4A D 144A CORPORATE CAPITAL TRUST I CREDICORP LTD CROWN RESORTS LTD 144A CREDICORP LTD CROWN RESORTS LTD CORPORATE TRAVEL CREDIT ACCEPTANCE CORP CROWN RESORTS LTD MANAGEMENT LT CREDIT ACCEPTANCE CORP CROWN RESORTS LTD CORPUS CHRISTI TX INDEP SCH DI CREDIT ACCEPTANCE CORP CRRC CORP LTD CORPUS CHRISTI TX INDEP SCH DI CREDIT AGRICOLE SA CRRC CORP LTD CORSAIR COMPONENTS 9/17 TL CREDIT AGRICOLE SA CRYOLIFE INC CORSAIR COMPONENTS 9/17 TL CREDIT AGRICOLE SA CRYOLIFE INC COSAN LUXEMBOURG SA 144A CREDIT SAISON CO LTD CRYOLIFE INC COSTA RICA GOVERNMENT INT CREDIT SUISSE ABS T LD1 D 144A CRYOLIFE INC 144A CREDIT SUISSE FB 98-C2 144A CSAIL 2015-C2 COMMERCIAL C2 COSTCO WHOLESALE CORP CREDIT SUISSE FIRST BOS 26 4B3 A4 COSTCO WHOLESALE CORP CREDIT SUISSE FIRST C1 H 144A CSAIL 2015-C3 COMMERCIAL C3 B COSTCO WHOLESALE CORP CREDIT SUISSE FIRST C2 E 144A CSAIL 2015-C3 COMMERCIAL C3 D COSTCO WHOLESALE CORP CREDIT SUISSE GROUP AG CSAIL 2015-C3 COMMERCIAL C3 D COSTCO WHOLESALE CORP CREDIT SUISSE GROUP AG CSAIL 2017-C8 COMMER C8 D 144A COSTCO WHOLESALE CORP CREDIT SUISSE GROUP AG CSAIL 2017-C8 COMMERCIAL C8 COSTCO WHOLESALE CORP CREDIT SUISSE GROUP AG A4 COTY INC CREDIT SUISSE GROUP AG REGS CSAIL 2017-CX10 CX10 UESD 144A COTY INC CREDIT SUISSE NIMS TR 3 B 144A CSAIL 2017-CX9 COMM CX9 D 144A COTY INC CREDT 2004 1 LTD CSAIL 2018-CX11 COMMERC CX11 COTY INC CREE INC C COTY INC CREE INC CSC HOLDINGS LLC COULEE WA MED FNDTN CREE INC CSC HOLDINGS LLC REVENUE CREE INC CSC HOLDINGS LLC 144A COUNCIL OF EUROPE CREE INC CSC HOLDINGS LLC 144A DEVELOPMENT CRH PLC CSMC 2014-USA OA LL USA D 144A COUNTRYWIDE HOME LO BC2 N CRH PLC CSMC 2014-USA OA LL USA D 144A 144A CRH PLC CSMC 2016-MFF MFF F 144A

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CSMC MORTGAGE-BACKED TRU 7 CVS HEALTH CORP CYTOKINETICS INC 9A5 CVS HEALTH CORP CYTOKINETICS INC CSMC TRUST 2013-I IVR3 A1 144A CVS HEALTH CORP CYTOSORBENTS CORP CSMC TRUST 2017-MO MOON E CVS HEALTH CORP CYTOSORBENTS CORP 144A CVS HEALTH CORP DAE AVIATION (STANDARD CSPC PHARMACEUTICAL GROUP CVS HEALTH CORP AERO) LTD CVS HEALTH CORP DAE AVIATION (STANDARD CSPC PHARMACEUTICAL GROUP CVS HEALTH CORP AERO) LTD CVS HEALTH CORP DAEWON SAN UP CO LTD CSR LTD CVS HEALTH CORP DAH CHONG HONG HOLDINGS CSU CARDSYSTEM SA CVS HEALTH CORP LTD CSW INDUSTRIALS INC CVS HEALTH CORP DAH CHONG HONG HOLDINGS CSW INDUSTRIALS INC CVS HEALTH CORP LTD CTBC FINANCIAL HOLDING CO CVS HEALTH CORP DAH SING FINANCIAL HOLDINGS LTD CVS HEALTH CORP LT CTI BIOPHARMA CORP CVS HEALTH CORP DAI NIPPON TORYO CO LTD CTS EVENTIM AG & CO KGAA CVS HEALTH CORP DAICEL CORP CTS EVENTIM AG & CO KGAA CVS HEALTH CORP DAICEL CORP CTS EVENTIM AG & CO KGAA CVS HEALTH CORP DAICEL CORP CUBESMART LP CVS HEALTH CORP DAIICHI SANKYO CO LTD CUBIC CORP CVS HEALTH CORP DAIICHI SANKYO CO LTD CUBIC CORP CVS HEALTH CORP DAIICHI SANKYO CO LTD CUBIC CORP CVS HEALTH CORP DAIKIN INDUSTRIES LTD CUBIC CORP CVS HEALTH CORP DAIKIN INDUSTRIES LTD CULLEN/FROST BANKERS INC CVS HEALTH CORP DAIKIN INDUSTRIES LTD CULLEN/FROST BANKERS INC CVS HEALTH CORP DAIKIN INDUSTRIES Y50 CULLEN/FROST BANKERS INC CVS HEALTH CORP DAIMLER AG CULLEN/FROST BANKERS INC CVS HEALTH CORP DAIMLER AG CUMMINS INC CVS HEALTH CORP DAIMLER AG CURO FINANCIAL TECHNOLOGI CVS HEALTH CORP DAIMLER AG 144A CVS HEALTH CORP DAISHIN SECURITIES CO LTD CURO GROUP HOLDINGS CORP CVS HEALTH CORP DAISUE CONSTRUCTION CO LTD CURO HEALTH 2/15 TLB CVS HEALTH CORP DAITO BANK LTD/THE CURO HEALTH 2/15 TLB CVS HEALTH CORP DAIWA HOUSE INDUSTRY CO LTD CURTISS-WRIGHT CORP CVS HEALTH CORP DAIWA HOUSE INDUSTRY CO LTD CURTISS-WRIGHT CORP CVS HEALTH CORP DAIWA HOUSE INDUSTRY CO LTD CURTISS-WRIGHT CORP CVS HEALTH CORP DAIWA HOUSE INDUSTRY CO LTD CURTISS-WRIGHT CORP CVS HEALTH CORP DAIWA SECS GROUP NPV CURTISS-WRIGHT CORP CVS HEALTH CORP DAIWA SECURITIES GROUP INC CURTISS-WRIGHT CORP CVS HEALTH CORP DAIWA SECURITIES GROUP INC CUSTOMERS BANCORP INC CVS HEALTH CORP DAIWA SECURITIES GROUP INC CUSTOMERS BANCORP INC CVS HEALTH CORP DALLAS CNTY TX HOSP DIST CUSTOMERS BANCORP INC CVS HEALTH CORP DALLAS TX AREA RAPID TRANSIT CUSTOMERS BANCORP INC CVS HEALTH CORP S CUSTOMERS BANCORP INC CVS HEALTH CORP DANA FINANCING LUXEMBOURG CUTERA INC CVS HEALTH CORP 144A CUTERA INC CVS HEALTH CORP DANA INC CUTERA INC CVS HEALTH CORP DANA INC CVB FINANCIAL CORP CVS HEALTH CORP DANA INC CVB FINANCIAL CORP CVS HEALTH CORP DANA INC CVB FINANCIAL CORP CVS HEALTH CORP DANA INC CVB FINANCIAL CORP CWABS ASSET-BACKED CERT 16 DANA INC CVENT 6/16 COV-LITE TL MV2 DANAHER CORP CVENT 6/16 COV-LITE TL CWMBS REPERFORMING LN 03-R1 DANAHER CORP CVR REFINING LLC / CYBERDYNE INC DANAHER CORP COFFEYVILLE CYBERDYNE INC DANAHER CORP CVR REFINING LLC / CYBERDYNE INC DANAHER CORP COFFEYVILLE CYTOKINETICS INC DANSKE BANK A/S CVS HEALTH CORP CYTOKINETICS INC DANSKE BANK A/S

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DANSKE BANK A/S DELL INC DEXCOM INC DANSKE BANK A/S DELMARVA POWER & LIGHT CO DEXCOM INC DANSKE BANK A/S DELPHI FINANCIAL GROUP INC DEXKO GLOBAL 1/18 (USD) DANSKE BANK A/S REGS DELPHI TECHNOLOGIES PLC DEXKO GLOBAL 1/18 (USD) DARDEN RESTAURANTS INC DELPHI TECHNOLOGIES PLC DGB FINANCIAL GROUP INC DASEKE 11/17 TL DELPHI TECHNOLOGIES PLC 144A DHANANI 6/18 TLB DASEKE 11/17 TL DELTA BRAC HOUSING FINANCE DHX MEDIA 6/17 TLB DASSAULT AVIATION SA COR DHX MEDIA 6/17 TLB DASSAULT AVIATION SA DELUXE 2/14 TL DIAMOND HILL INVESTMENT DASSAULT AVIATION SA DELUXE 2/14 TL GROUP DAVITA INC DENMARK GOVERNMENT BOND DIAMOND HILL INVESTMENT DAVITA INC DENSO CORP GROUP DBCCRE 2014-ARCP M ARCP C DENSO CORP DIAMOND OFFSHORE DRILLING 144A DENSO CORP INC DBCCRE 2014-ARCP M ARCP D DENSO CORP DIAMOND OFFSHORE DRILLING 144A DENSO CORP INC DBCCRE 2014-ARCP M ARCP E DENTSPLY SIRONA INC DIAMOND OFFSHORE DRILLING 144A DENTSPLY SIRONA INC INC DBJPM 16-C3 MORTGAGE TRUS C3 DENTSPLY SIRONA INC DIAMOND RESORTS 11/15 C DENTSPLY SIRONA INC DIAMOND RESORTS 11/15 DBS GROUP HOLDINGS LTD DENTSPLY SIRONA INC DIAMONDBACK ENERGY INC DBS GROUP HOLDINGS LTD DEPOMED INC DIAMONDBACK ENERGY INC 144A DBS GROUP HOLDINGS LTD DEPOMED INC DIASORIN SPA DBS GROUP HOLDINGS LTD DEPOMED INC DIASORIN SPA DBS GROUP HOLDINGS LTD DEPOMED INC DIASORIN SPA EUR1 DBUBS 2011-LC1 MOR LC1A E 144A DERMIRA INC DIC CORP DBUBS 2011-LC1 MOR LC1A F 144A DERMIRA INC DIGICEL GROUP LTD 144A DBUBS 2011-LC1 MOR LC1A G 144A DEUTSCHE BANK AG DIGICEL GROUP LTD 144A DBUBS 2011-LC3 MOR LC3A D 144A DEUTSCHE BANK AG DIGICERT 10/17 2ND LIEN DCP MIDSTREAM LP DEUTSCHE BANK AG DIGICERT 10/17 2ND LIEN DCP MIDSTREAM LP DEUTSCHE BANK AG DIGICERT 9/17 COV-LITE TL DCP MIDSTREAM LP DEUTSCHE BANK AG DIGICERT 9/17 COV-LITE TL DCP MIDSTREAM LP DEUTSCHE BOERSE AG DIGITAL REALTY TRUST LP DCP MIDSTREAM OPERATING L DEUTSCHE BOERSE AG DIGITAL REALTY TRUST LP 144A DEUTSCHE BOERSE AG DIPLOMAT PHARMACY INC DCP MIDSTREAM OPERATING LP DEUTSCHE BOERSE AG DIPLOMAT PHARMACY INC DDR CORP DEUTSCHE BOERSE AG DIPLOMAT PHARMACY INC DEALOGIC 12/17 (USD) TL DEUTSCHE BOERSE AG DIPLOMAT PHARMACY INC DEALOGIC 12/17 (USD) TL DEUTSCHE BOERSE AG DISCOVER CARD EXECUTION A3 DEAN FOODS CO 144A DEUTSCHE BOERSE AG A3 DEAN FOODS CO 144A DEUTSCHE BOERSE AG DISCOVER CARD EXECUTION A4 DEAN FOODS CO 144A DEUTSCHE BUNDESREPUBLIK I A4 DECHRA PHARMACEUTICALS PLC REGS DISCOVER CARD EXECUTION A4 DECHRA PHARMACEUTICALS PLC DEUTSCHE BUNDESREPUBLIK I A4 DECK CHASSIS ACQUISITION 144A REGS DISCOVER CARD EXECUTION A5 DEERE & CO DEUTSCHE BUNDESREPUBLIK I A5 DEERE & CO REGS DISCOVER CARD EXECUTION A6 DEERE & CO DEUTSCHE MORTGAGE SECUR 4 A6 DEL MONTE FOODS 11/13 COV- 2AR1 DISCOVER CARD EXECUTION N A2 LITE DEVON ENERGY CORP A DEL MONTE FOODS 11/13 COV- DEVON ENERGY CORP DISCOVER CARD EXECUTION N A3 LITE DEVON ENERGY CORP A DELEK LOGISTICS PARTNERS LP / DEVON ENERGY CORP DISCOVER FINANCIAL SERVICES DELEK LOGISTICS PARTNERS LP / DEVON ENERGY CORP DISCOVER FINANCIAL SERVICES DELL 9/17 TLA2 DEVON ENERGY CORP DISCOVER FINANCIAL SERVICES DELL EQUIPMENT FINAN 1 A1 DEVRY EDUCATION/ADTALEM DISCOVER FINANCIAL SERVICES 144A 3/18 DISCOVER FINANCIAL SERVICES DELL INC DEXCOM INC DISCOVER FINANCIAL SERVICES DELL INC DEXCOM INC DISCOVER FINANCIAL SERVICES

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DISCOVER FINANCIAL SERVICES DOMINICAN REPUBLIC INTERN DRIVE AUTO RECEIVAB BA A2 DISCOVER FINANCIAL SERVICES REGS 144A DISCOVERY COMMUNICATIONS DOMINION ENERGY INC DRIVE AUTO RECEIVABL BA D LLC DOMINION ENERGY INC 144A DISCOVERY COMMUNICATIONS DOMINION ENERGY INC DRIVE AUTO RECEIVABLE 3 D LLC DOMINION ENERGY INC 144A DISCOVERY COMMUNICATIONS DOMINION ENERGY INC DRIVE AUTO RECEIVABLES T 3 LLC DOMINO'S PIZZA MAS 1A A23 144A A2A DISCOVERY COMMUNICATIONS DONALDSON CO INC DRIVE AUTO RECEIVABLES TR 1 LLC DONALDSON CO INC A2 DISCOVERY COMMUNICATIONS DONALDSON CO INC DRIVE AUTO RECEIVABLES TRU 1 LLC DONALDSON CO INC D DISCOVERY COMMUNICATIONS DONG-A ST CO LTD DRIVETIME AUTOMOTIVE GROU LLC DONG-A ST CO LTD 144A DISCOVERY COMMUNICATIONS DONGYUE GROUP LTD DRIVETIME AUTOMOTIVE GROU LLC DONNELLEY FINANCIAL 144A DISCOVERY COMMUNICATIONS SOLUTIONS DRYDEN 57 CLO LTD 57A A 144A LLC DONNELLEY FINANCIAL DT AUTO OWNER TRUST 1A B DISCOVERY COMMUNICATIONS SOLUTIONS 144A LLC DONNELLEY FINANCIAL DT AUTO OWNER TRUST 2A A DISCOVERY COMMUNICATIONS SOLUTIONS 144A LLC DONNELLEY FINANCIAL DT AUTO OWNER TRUST 3A A DISH DBS CORP SOLUTIONS 144A DISH DBS CORP DORMAN PRODUCTS INC DTE ELECTRIC CO DISH DBS CORP DORMAN PRODUCTS INC DTE ELECTRIC CO DISH DBS CORP DORMAN PRODUCTS INC DTE ELECTRIC CO DISH DBS CORP DOUGLAS CNTY NE SCH DIST #1 DTE ELECTRIC CO DISH DBS CORP DOUGLAS CNTY NE SCH DIST #1 DTE ELECTRIC CO DISTRIBUTION INTERNATIONAL DOUGLAS CNTY NE SCH DIST #1 DTR AUTOMOTIVE CORP DISTRIBUTION INTERNATIONAL DOUGLAS DYNAMICS INC DTZ 8/15 TL DIVI'S LABORATORIES LTD DOUGLAS DYNAMICS INC DTZ 8/15 TL DNB ASA DOVA PHARMACEUTICALS INC DTZ 8/15 TL DNB ASA DOVA PHARMACEUTICALS INC DU PONT EI DE NEMOURS & CO DNB ASA DOW CHEMICAL CO/THE DUCOMMUN INC DNB ASA DOW CHEMICAL CO/THE DUCOMMUN INC DNB ASA DOW CHEMICAL CO/THE DUCOMMUN INC DOCUMENT TECHNOLOGIES/EPIQ DOW CHEMICAL CO/THE DUKE ENERGY CAROLINAS LLC DOCUMENT TECHNOLOGIES/EPIQ DOW CHEMICAL CO/THE DUKE ENERGY CAROLINAS LLC DOLBY LABORATORIES INC DOW CHEMICAL CO/THE DUKE ENERGY CAROLINAS LLC DOLBY LABORATORIES INC DOW CHEMICAL CO/THE DUKE ENERGY CAROLINAS LLC DOLBY LABORATORIES INC DOW CHEMICAL CO/THE DUKE ENERGY CAROLINAS LLC DOLLAR GENERAL CORP DOW CHEMICAL CO/THE DUKE ENERGY CAROLINAS LLC DOLLAR GENERAL CORP DOW CHEMICAL CO/THE DUKE ENERGY CAROLINAS LLC DOLLAR TREE INC DOW CHEMICAL CO/THE DUKE ENERGY CORP DOLLAR TREE INC DOW CHEMICAL CO/THE DUKE ENERGY CORP DOLLAR TREE INC DOWDUPONT INC DUKE ENERGY CORP DOLLAR TREE INC DOWDUPONT INC DUKE ENERGY CORP DOLLAR TREE INC DOWDUPONT INC DUKE ENERGY CORP DOMINICAN REPUBLIC INTERN DOWDUPONT INC DUKE ENERGY CORP 144A DOWDUPONT INC DUKE ENERGY CORP DOMINICAN REPUBLIC INTERN DOWNSTREAM DEVELOPMENT AU DUKE ENERGY CORP SR NTS 144A 144A DUKE ENERGY FLORIDA LLC DOMINICAN REPUBLIC INTERN DR HORTON INC DUKE ENERGY FLORIDA LLC 144A DR HORTON INC DUKE ENERGY FLORIDA LLC DOMINICAN REPUBLIC INTERN DR HORTON INC DUKE ENERGY FLORIDA LLC 144A DR HORTON INC DUKE ENERGY INDIANA LLC DOMINICAN REPUBLIC INTERN DR HORTON INC DUKE ENERGY INDIANA LLC 144A DRAEGERWERK AG & CO KGAA DUKE ENERGY INDIANA LLC DUKE ENERGY OHIO INC

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DUKE ENERGY PROGRESS LLC EATON CORP PLC EDWARDS LIFESCIENCES CORP DUKE ENERGY PROGRESS LLC EATON CORP PLC EDWARDS LIFESCIENCES CORP DUKE ENERGY PROGRESS LLC EATON CORP PLC EDWARDS LIFESCIENCES CORP DUKE ENERGY PROGRESS LLC EATON CORP PLC EFG INTERNATIONAL AG DUKE ENERGY PROGRESS LLC EATON CORP PLC EFG INTERNATIONAL AG DUKE REALTY LP EATON VANCE CORP EFS VOLUNTEER NO 3 L 1 A3 144A DUKE REALTY LP EATON VANCE CORP EGUARANTEE INC DULUXGROUP LTD EATON VANCE CORP EGYPT GOVERNMENT INTERNAT DUPONT PERFORMANCE 5/17 TL EATON VANCE CORP 144A DURECT CORP EBAY INC EGYPT GOVERNMENT INTERNAT DURECT CORP EBAY INC 144A DXC TECHNOLOGY CO EBAY INC EGYPT GOVERNMENT INTERNAT DYNACAST 5/15 TLB1 EBAY INC 144A DYNAM JAPAN HOLDINGS CO LTD EBAY INC EGYPT GOVERNMENT INTERNAT DYNCORP INTERNATIONAL INC EBAY INC 144A E*TRADE FINANCIAL CORP EBAY INC EGYPT GOVERNMENT INTERNAT E*TRADE FINANCIAL CORP EBAY INC 144A E*TRADE FINANCIAL CORP ECKERT & ZIEGLER AG EGYPT GOVERNMENT INTERNAT E*TRADE FINANCIAL CORP ECMC GROUP STUDENT L 1A A 144A E*TRADE FINANCIAL CORP 144A EGYPT GOVERNMENT INTERNAT E*TRADE FINANCIAL CORP ECMC GROUP STUDENT L 1A A 144A E*TRADE FINANCIAL CORP 144A EGYPT GOVERNMENT INTERNAT E.ON INTERNATIONAL FINANC ECOLAB INC 144A REGS ECOLAB INC EGYPT GOVERNMENT INTERNAT EAGLE BANCORP INC ECOLAB INC 144A EAGLE BANCORP INC ECOLAB INC EI DU PONT DE NEMOURS & CO EAGLE BANCORP INC E-COMMODITIES HOLDINGS LTD EI DU PONT DE NEMOURS & CO EAGLE MATERIALS INC ECOPETROL SA EI DU PONT DE NEMOURS & CO EAGLE MATERIALS INC ECOPETROL SA EI DU PONT DE NEMOURS & CO EAGLE MATERIALS INC ECOPETROL SA EI DU PONT DE NEMOURS & CO EAGLE MATERIALS INC ECUADOR GOVERNMENT INTERN EI DU PONT DE NEMOURS & CO EAGLE PHARMACEUTICALS 144A EIGHTEENTH BANK LTD/THE INC/DE ECUADOR GOVERNMENT INTERN EISAI CO LTD EAGLE PHARMACEUTICALS 144A EISAI CO LTD INC/DE ECUADOR GOVERNMENT INTERN EISAI CO LTD EAGLE PHARMACEUTICALS 144A EL SALVADOR GOVERNMENT IN INC/DE ECUADOR GOVERNMENT INTERN 144A EAGLE PHARMACEUTICALS REGS EL SALVADOR GOVERNMENT IN INC/DE ECUADOR GOVERNMENT INTERN REGS EAGLE PHARMACEUTICALS REGS EL SALVADOR GOVERNMENT IN INC/DE ECUADOR GOVERNMENT INTERN REGS EAGLECLAW 6/17 TLB REGS EL SALVADOR GOVERNMENT IN EAST WEST BANCORP INC EDELMAN FINANCIAL 6/18 2ND REGS EAST WEST BANCORP INC EDELMAN FINANCIAL 6/18 TLB EL SALVADOR GOVERNMENT IN EAST WEST BANCORP INC EDGEWELL PERSONAL CARE CO REGS EAST WEST BANCORP INC EDGEWELL PERSONAL CARE CO ELBIT SYSTEMS LTD EASTMAN CHEMICAL CO EDGEWELL PERSONAL CARE CO ELBIT SYSTEMS LTD EASTMAN CHEMICAL CO EDGEWELL PERSONAL CARE CO ELDORADO GOLD CORP 144A EASTMAN CHEMICAL CO EDISON BROTHERS STORES INC ELDORADO GOLD CORP 144A EASTMAN CHEMICAL CO EDISON INTERNATIONAL ELDORADO RESORTS INC EASTMAN CHEMICAL CO EDSOUTH INDENTURE NO 1 A ELDORADO RESORTS INC EASTMAN CHEMICAL CO 144A ELDORADO RESORTS INC EASTMAN CHEMICAL CO EDUCATIONAL FUNDING OF TH 1 ELDORADO RESORTS INC EASTMAN CHEMICAL CO A2 ELDORADO RESORTS INC EASTMAN CHEMICAL CO EDWARDS LIFESCIENCES CORP ELECTRICAL COMPONENTS 5/14 EATON CORP EDWARDS LIFESCIENCES CORP TL EATON CORP EDWARDS LIFESCIENCES CORP ELECTRICITE DE FRANCE SA 144A EATON CORP EDWARDS LIFESCIENCES CORP ELECTRICITE DE FRANCE SA 144A EATON CORP PLC EDWARDS LIFESCIENCES CORP ELECTRO SCIENTIFIC INDUSTRIES

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ELECTRO SCIENTIFIC INDUSTRIES ENANTA PHARMACEUTICALS INC ENERGY TRANSFER PARTNERS LP ELECTRO SCIENTIFIC INDUSTRIES ENANTA PHARMACEUTICALS INC ENERGY TRANSFER PARTNERS LP ELECTRO SCIENTIFIC INDUSTRIES ENANTA PHARMACEUTICALS INC ENERGY TRANSFER PARTNERS LP ELEMENT FLEET MANAGEMENT ENCANA CORP ENERGY TRANSFER PARTNERS LP CORP ENCOMPASS DIGITAL 6/14 2ND ENERGY TRANSFER PARTNERS LP ELEMENT FLEET MANAGEMENT ENCOMPASS DIGITAL 6/14 2ND ENERGY TRANSFER PARTNERS LP CORP ENCOMPASS DIGITAL 6/14 TL ENERGY TRANSFER PARTNERS LP ELEVATE CREDIT INC ENCOMPASS DIGITAL 6/14 TL ENERGY TRANSFER PARTNERS LP ELF BEAUTY INC ENCOMPASS HEALTH CORP ENERGY TRANSFER PARTNERS LP ELF BEAUTY INC ENCORE CAPITAL GROUP INC / ELI LILLY & CO ENCORE CAPITAL GROUP INC ENERSYS ELI LILLY & CO ENCORE CAPITAL GROUP INC ENERSYS ELI LILLY & CO ENCORE CAPITAL GROUP INC ENERSYS ELI LILLY & CO ENCORE CAPITAL GROUP INC ENERSYS ELI LILLY & CO ENCORE WIRE CORP ENERSYS ELI LILLY & CO ENCORE WIRE CORP ENGILITY CORP ELI LILLY & CO ENCORE WIRE CORP ENLINK MIDSTREAM PARTNERS ELI LILLY & CO ENCORE WIRE CORP LP ELI LILLY & CO ENDEMOL 8/14 (USD) COV-LITE TL ENOVA INTERNATIONAL INC ELLIE MAE INC ENDEMOL 8/14 (USD) COV-LITE TL ENOVA INTERNATIONAL INC ELLIE MAE INC ENDO FINANCE LLC 144A ENOVA INTERNATIONAL INC ELRINGKLINGER AG ENDO FINANCE LLC 144A ENPRO INDUSTRIES INC EMBRAER SA ENDO INTERNATIONAL PLC ENPRO INDUSTRIES INC EMC (GLOBAL EAGLE) 12/16 TL ENDO INTERNATIONAL PLC ENPRO INDUSTRIES INC EMC (GLOBAL EAGLE) 12/16 TL ENDO INTERNATIONAL PLC ENPRO INDUSTRIES INC EMDEON 3/17 COV-LITE TLB ENDO INTERNATIONAL PLC ENSCO PLC EMERA INC ENDO PHARMACEUTICALS 4/17 ENSCO PLC EMERA US FINANCE LP ENDOLOGIX INC ENSCO PLC EMERA US FINANCE LP ENDOLOGIX INC ENSCO PLC EMERA US FINANCE LP ENDURANCE INTERNATIONAL ENTEGRIS INC 144A EMERSON ELECTRIC CO 6/18 ENTEGRIS INC 144A EMERSON ELECTRIC CO ENDURANCE INTERNATIONAL ENTERGY ARKANSAS INC EMERSON ELECTRIC CO 6/18 ENTERGY ARKANSAS INC EMERSON ELECTRIC CO ENDURANCE TECHNOLOGIES LTD ENTERGY ARKANSAS INC EMERSON ELECTRIC CO ENEL CHILE SA ENTERGY ARKANSAS INC EMI MUSIC PUBLISHING 12/17 TL ENEL FINANCE INTERNATIONA ENTERGY ARKANSAS INC EMI MUSIC PUBLISHING GROU 144A ENTERGY LOUISIANA LLC 144A ENEL FINANCE INTERNATIONA ENTERGY LOUISIANA LLC EMI MUSIC PUBLISHING GROU 144A ENTERGY LOUISIANA LLC 144A ENEL GENERACION CHILE SA ENTERGY LOUISIANA LLC EMPEROR CAPITAL GROUP LTD ENERGIZER HOLDINGS INC ENTERGY LOUISIANA LLC EMPEROR ENTERTAINMENT ENERGIZER HOLDINGS INC ENTERGY LOUISIANA LLC HOTEL LT ENERGIZER HOLDINGS INC ENTERGY LOUISIANA LLC EMPIRE GENERATING 3/14 TLB ENERGIZER HOLDINGS INC 144A ENTERGY LOUISIANA LLC EMPIRE GENERATING 3/14 TLB ENERGOUS CORP ENTERGY LOUISIANA LLC EMPIRE GENERATING 3/14 TLC ENERGOUS CORP ENTERGY MISSISSIPPI INC EMPIRE GENERATING 3/14 TLC ENERGY TRANSFER PARTNERS LP ENTERGY MISSISSIPPI INC EMPIRE RESORTS INC ENERGY TRANSFER PARTNERS LP ENTERPRISE BANCORP INC/MA EMPIRE RESORTS INC ENERGY TRANSFER PARTNERS LP ENTERPRISE BANCORP INC/MA EMPLOYBRIDGE 4/18 TLB ENERGY TRANSFER PARTNERS LP ENTERPRISE BANCORP INC/MA EMPLOYBRIDGE 4/18 TLB ENERGY TRANSFER PARTNERS LP ENTERPRISE FINANCIAL EMPLOYBRIDGE 4/18 TLB ENERGY TRANSFER PARTNERS LP SERVICES EMPRESA DE TELECOMUNICACI ENERGY TRANSFER PARTNERS LP ENTERPRISE FINANCIAL REGS ENERGY TRANSFER PARTNERS LP SERVICES EMS-CHEMIE HOLDING AG ENERGY TRANSFER PARTNERS LP ENTERPRISE FINANCIAL EMS-CHEMIE HOLDING AG ENERGY TRANSFER PARTNERS LP SERVICES EMS-CHEMIE HOLDING AG ENERGY TRANSFER PARTNERS LP ENTERPRISE FINANCIAL EMS-CHEMIE HOLDING AG ENERGY TRANSFER PARTNERS LP SERVICES ENAEX SA ENERGY TRANSFER PARTNERS LP ENTERPRISE FLEET FIN 1 A3 144A

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ENTERPRISE FLEET FIN 3 A1 144A EQUINOR ASA ESTEE LAUDER COS INC/THE ENTERPRISE PRODUCTS EQUINOR ASA ESTEE LAUDER COS INC/THE OPERATING EQUINOR ASA ESTEE LAUDER COS INC/THE ENTERPRISE PRODUCTS EQUINOR ASA ESTEE LAUDER COS INC/THE OPERATING EQUINOR ASA ESTERLINE TECHNOLOGIES CORP ENTERPRISE PRODUCTS EQUINOR ASA ESTERLINE TECHNOLOGIES CORP OPERATING EQUINOR ASA ESTERLINE TECHNOLOGIES CORP ENTERPRISE PRODUCTS EQUINOR ASA ESTERLINE TECHNOLOGIES CORP OPERATING EQUITABLE GROUP INC ETERNA CAPITAL PTE LTD ENTERPRISE PRODUCTS EQUITY BANCSHARES INC ETERNA CAPITAL PTE LTD REGS OPERATING EQUITY BANCSHARES INC ETHIOPIA INTERNATIONAL BO ENTERPRISE PRODUCTS EQUITY BANCSHARES INC 144A OPERATING EROS INTERNATIONAL PLC ETHIOPIA INTERNATIONAL BO ENTERPRISE PRODUCTS EROS INTERNATIONAL PLC REGS OPERATING EROS INTERNATIONAL PLC EUGENE CORP ENTERPRISE PRODUCTS ERP OPERATING LP EURO GARAGES/EG GROUP 3/18 OPERATING ERP OPERATING LP EURO GARAGES/EG GROUP 3/18 ENTERPRISE PRODUCTS ERP OPERATING LP EURO GARAGES/EG GROUP 3/18 OPERATING ERP OPERATING LP EURO GARAGES/EG GROUP 3/18 ENTERPRISE PRODUCTS ERP OPERATING LP 2ND OPERATING ERSTE GROUP BANK AG EURO GARAGES/EG GROUP 3/18 ENTERPRISE PRODUCTS ERSTE GROUP BANK AG 2ND OPERATING ERSTE GROUP BANK AG EURO GARAGES/EG GROUP 3/18 ENTERPRISE PRODUCTS ERSTE GROUP BANK AG 2ND OPERATING ESAL GMBH 144A EUROBANK ERGASIAS SA ENTERPRISE PRODUCTS ESAL GMBH 144A EUROPCAR MOBILITY GROUP OPERATING ESCALADE INC REGS ENTERPRISE PRODUCTS ESCALADE INC EUROPEAN BANK FOR OPERATING ESCO TECHNOLOGIES INC RECONSTRUCTI ENTERPRISE PRODUCTS ESCO TECHNOLOGIES INC EUROPEAN BANK FOR OPERATING ESCO TECHNOLOGIES INC RECONSTRUCTI ENTERPRISE PRODUCTS ESCO TECHNOLOGIES INC EUROPEAN BANK FOR OPERATING ESCROW CB ADELPHIA COM RECONSTRUCTI ENTERPRISE PRODUCTS ESCROW CB CENTURY COMM EUROPEAN BANK FOR OPERATING ESCROW CB CENTURY COMM RECONSTRUCTI ENTERPRISE PRODUCTS ESCROW CENTURY COMMUNI EUROPEAN INVESTMENT BANK OPERATING ESCROW GCB CENTURY COM EUROPEAN INVESTMENT BANK ENTERPRISE PRODUCTS ESCROW GENERAL MOTORS CORP EUROPEAN INVESTMENT BANK OPERATING ESH HOSPITALITY INC 144A EUROPEAN INVESTMENT BANK ENVISION HEALTHCARE 11/16 TLB ESQUIRE FINANCIAL HOLDINGS EUROPEAN INVESTMENT BANK ENVISION HEALTHCARE CORP INC EUROPEAN INVESTMENT BANK EOG RESOURCES INC ESQUIRE FINANCIAL HOLDINGS EUROPEAN INVESTMENT BANK EP PETROECUADOR VIA NOBLE INC EUROPEAN INVESTMENT BANK REGS ESSEX PORTFOLIO LP EUROPEAN INVESTMENT BANK EPIC HEALTH 3/17 COV-LITE TL ESSEX PORTFOLIO LP EUROPEAN INVESTMENT BANK EPIC HEALTH 3/17 COV-LITE TL ESSILOR INTERNATIONAL CIE EUROPEAN INVESTMENT BANK EPICOR 6/15 COV-LITE TL GENE EUROPEAN INVESTMENT BANK EPR PROPERTIES ESSILOR INTERNATIONAL CIE EUROPEAN INVESTMENT BANK EPR PROPERTIES GENE EUROPEAN INVESTMENT BANK EPR PROPERTIES ESSILOR INTERNATIONAL CIE EVANS BANCORP INC EQT CORP GENE EVANS BANCORP INC EQT CORP ESSILOR INTERNATIONAL CIE EVANS GROVE CLO LTD 1A A1 EQT MIDSTREAM PARTNERS LP GENE 144A EQT MIDSTREAM PARTNERS LP ESSITY AB EVANS GROVE CLO LTD 1A D 144A EQUIFAX INC ESSITY AB EVERCORE INC EQUINIX INC ESSITY AB EVERCORE INC EQUINIX INC ESTEE LAUDER COS INC/THE EVERCORE INC EQUINOR ASA ESTEE LAUDER COS INC/THE EVERCORE INC EQUINOR ASA ESTEE LAUDER COS INC/THE EVERCORE INC

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EVERGY INC EXTELL BOSTON MEZZANINE FARMERS NATIONAL BANC CORP EVERI PAYMENTS INC 144A EXTENDED STAY 2/17 TLB FARMERS NATIONAL BANC CORP EVERI PAYMENTS INC 144A EXTENDED STAY 5/18 TLB FARO TECHNOLOGIES INC EVO PAYMENTS 6/18 COV-LITE TL EXTREME REACH 1/14 2ND LIEN FARO TECHNOLOGIES INC EVO PAYMENTS 6/18 COV-LITE TL TL FARO TECHNOLOGIES INC EVOLUTION GAMING GROUP AB EXTREME REACH 1/14 TL FARO TECHNOLOGIES INC EVOLUTION GAMING GROUP AB EXTREME REACH 1/14 TL FASTENER ACQUISITION/ EVONIK INDUSTRIES AG EXXARO RESOURCES LTD FASTENER EVONIK INDUSTRIES AG EXXARO RESOURCES LTD ACQUISITION/SOUTHERN EVONIK INDUSTRIES AG EXXON MOBIL CORP FAURECIA SA EVONIK INDUSTRIES AG EXXON MOBIL CORP FAURECIA SA EVONIK INDUSTRIES AG EXXON MOBIL CORP FB FINANCIAL CORP EVOQUA WATER 12/17 COV-LITE EXXON MOBIL CORP FB FINANCIAL CORP TL EXXON MOBIL CORP FB FINANCIAL CORP EW SCRIPPS CO/THE 144A EXXON MOBIL CORP FBR SECURITIZATION TRUST 2 EXELON CORP EXXON MOBIL CORP M10 EXELON CORP EXXON MOBIL CORP FCB FINANCIAL HOLDINGS INC EXELON CORP EXXON MOBIL CORP FCB FINANCIAL HOLDINGS INC EXELON GENERATION CO LLC EXXON MOBIL CORP FCB FINANCIAL HOLDINGS INC EXELON GENERATION CO LLC EXXON MOBIL CORP FCB FINANCIAL HOLDINGS INC EXELON GENERATION CO LLC EXXON MOBIL CORP FCB FINANCIAL HOLDINGS INC EXELON GENERATION CO LLC FABRINET FDIC 2010-R1 TRUST R1 A 144A EXELON GENERATION CO LLC FABRINET FDIC 2010-R1 TRUST R1 A 144A EXETER AUTOMOBILE RE 2A D FABRINET FDIC 2011-R1 TRUST R1 A 144A 144A FABRINET FDIC GUARANTEED NOT S1 2A EXETER AUTOMOBILE RE 3A C FAES FARMA SA 144A 144A FAIRFAX FINANCIAL HOLDING FEDERAL AGRICULTURAL EXETER AUTOMOBILE RE 3A C 144A MORTGAGE 144A FAISAL ISLAMIC BANK OF EGYPT FEDERAL AGRICULTURAL EXOR NV FANNIE MAE CONNECTICUT C01 MORTGAGE EXOR NV 1M1 FEDERAL AGRICULTURAL EXPEDIA GROUP INC FANNIE MAE CONNECTICUT C01 MORTGAGE EXPEDIA GROUP INC 2M1 FEDERAL AGRICULTURAL EXPORT DEVELOPMENT CANADA FANNIE MAE CONNECTICUT C02 MORTGAGE EXPORT DEVELOPMENT CANADA 1M1 FEDERAL FARM CR BK CONS BD EXPORT DEVELOPMENT CANADA FANNIE MAE CONNECTICUT C02 FEDERAL FARM CR BK CONS BD EXPORT-IMPORT BANK OF IND 2M2 FEDERAL FARM CR BK CONS BD REGS FANNIE MAE CONNECTICUT C03 FEDERAL FARM CR BK CONS BD EXPORT-IMPORT BANK OF KOREA 1M1 FEDERAL FARM CR BK CONS BD EXPORT-IMPORT BANK OF KOREA FANNIE MAE CONNECTICUT C03 FEDERAL FARM CR BK CONS BD EXPORT-IMPORT BANK OF KOREA 1M2 FEDERAL FARM CR BK CONS BD EXPRESS OIL 2/18 DELAYED TL FANNIE MAE CONNECTICUT C03 FEDERAL FARM CR BK CONS BD EXPRESS OIL 2/18 DELAYED TL 2M1 FEDERAL FARM CR BK CONS BD EXPRESS OIL 2/18 TL FANNIE MAE CONNECTICUT C04 FEDERAL FARM CR BK CONS BD EXPRESS OIL 2/18 TL 2M2 FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO FAR EAST CONSORTIUM FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO INTERNATIO FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO FAR EAST HORIZON LTD FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO FAR EAST HORIZON LTD FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO FARMERS & MERCHANTS FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO BANCORP IN FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO FARMERS & MERCHANTS FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO BANCORP IN FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO FARMERS & MERCHANTS FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO BANCORP IN FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO FARMERS CAPITAL BANK CORP FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO FARMERS CAPITAL BANK CORP FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO FARMERS CAPITAL BANK CORP FEDERAL FARM CR BK CONS BD EXPRESS SCRIPTS HOLDING CO FARMERS NATIONAL BANC CORP FEDERAL FARM CR BK CONS BD

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FEDERAL FARM CR BK CONS BD FEDERAL HOME LN MTG DEBS FEECO/MAYFIELD 1/18 2ND LIEN FEDERAL FARM CR BK CONS BD FEDERAL NATL MTG ASSN FEECO/MAYFIELD 1/18 2ND LIEN FEDERAL FARM CR BK CONS BD FEDERAL NATL MTG ASSN FEECO/MAYFIELD 1/18 COV-LITE FEDERAL FARM CR BK CONS BD FEDERAL NATL MTG ASSN FEECO/MAYFIELD 1/18 COV-LITE FEDERAL FARM CR BK CONS BD FEDERAL NATL MTG ASSN FENNEC PHARMACEUTICALS INC FEDERAL FARM CR BK CONS BD FEDERAL NATL MTG ASSN FERRARI NV FEDERAL FARM CR BK CONS BD FEDERAL NATL MTG ASSN FERRARI NV FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FERREXPO FINANCE PLC 144A FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FERRO CORP FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FERRO CORP FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FERRO CORP FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHC HEALTH SYSTEMS 12/14 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHC HEALTH SYSTEMS 12/14 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #00-7462 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1B-3148 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1B-3148 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1B-3148 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1B-3148 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1J-0008 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1J-0008 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1J-0008 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1J-0008 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1K-0057 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1K-0057 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1K-0057 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1K-0057 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1K-1220 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #1K-1220 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #30-0088 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #36-0101 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #36-0117 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #53-1021 FEDERAL HOME LN BK CONS BD FEDERAL NATL MTG ASSN FHLMC POOL #54-1726 FEDERAL HOME LN MTG CORP FEDERAL NATL MTG ASSN FHLMC POOL #75-5319 FEDERAL HOME LN MTG CORP FEDERAL NATL MTG ASSN FHLMC POOL #84-7295 FEDERAL HOME LN MTG CORP FEDERAL NATL MTG ASSN STRIP FHLMC POOL #84-7295 FEDERAL HOME LN MTG CORP FEDERAL SIGNAL CORP FHLMC POOL #A1-0444 FEDERAL HOME LN MTG CORP FEDERAL SIGNAL CORP FHLMC POOL #A1-1745 FEDERAL HOME LN MTG CORP FEDERAL SIGNAL CORP FHLMC POOL #A1-2093 FEDERAL HOME LN MTG CORP FEDERAL SIGNAL CORP FHLMC POOL #A1-3466 FEDERAL HOME LN MTG CORP FEDERATED INVESTORS INC FHLMC POOL #A1-4315 FEDERAL HOME LN MTG CORP FEDERATED INVESTORS INC FHLMC POOL #A1-4481 FEDERAL HOME LN MTG CORP FEDERATED INVESTORS INC FHLMC POOL #A1-7171 FEDERAL HOME LN MTG CORP FEDERATED INVESTORS INC FHLMC POOL #A1-8359 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A1-9399 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A1-9457 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A2-0913 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A2-1459 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A2-3559 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A2-3630 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A2-4430 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A2-6271 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A3-0207 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A3-1719 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A3-2368 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A3-2383 DEB FEDEX CORP FHLMC POOL #A3-3037 FEDERAL HOME LN MTG CORP FEDEX CORP FHLMC POOL #A3-3358 STRIP FEDEX CORP FHLMC POOL #A3-7175

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FHLMC POOL #A3-7327 FHLMC POOL #B1-0535 FHLMC POOL #C9-0675 FHLMC POOL #A3-8024 FHLMC POOL #B1-0742 FHLMC POOL #C9-0731 FHLMC POOL #A3-8239 FHLMC POOL #B1-1800 FHLMC POOL #C9-0766 FHLMC POOL #A3-9210 FHLMC POOL #B1-4158 FHLMC POOL #C9-0778 FHLMC POOL #A3-9300 FHLMC POOL #B1-4322 FHLMC POOL #C9-0853 FHLMC POOL #A4-1965 FHLMC POOL #B1-4858 FHLMC POOL #C9-1026 FHLMC POOL #A4-3373 FHLMC POOL #B1-4981 FHLMC POOL #C9-1361 FHLMC POOL #A4-7036 FHLMC POOL #B1-5090 FHLMC POOL #C9-1377 FHLMC POOL #A4-7039 FHLMC POOL #B1-5146 FHLMC POOL #C9-1403 FHLMC POOL #A4-7345 FHLMC POOL #B1-5313 FHLMC POOL #C9-1437 FHLMC POOL #A4-8600 FHLMC POOL #B1-6943 FHLMC POOL #C9-1449 FHLMC POOL #A4-9344 FHLMC POOL #B1-7614 FHLMC POOL #C9-1707 FHLMC POOL #A5-0131 FHLMC POOL #B1-9426 FHLMC POOL #C9-1709 FHLMC POOL #A5-0310 FHLMC POOL #B1-9744 FHLMC POOL #C9-1710 FHLMC POOL #A5-0618 FHLMC POOL #C0-0042 FHLMC POOL #C9-1719 FHLMC POOL #A5-2299 FHLMC POOL #C0-0092 FHLMC POOL #C9-1724 FHLMC POOL #A5-4040 FHLMC POOL #C0-0096 FHLMC POOL #C9-1742 FHLMC POOL #A5-4040 FHLMC POOL #C0-0180 FHLMC POOL #C9-1798 FHLMC POOL #A5-5786 FHLMC POOL #C0-0439 FHLMC POOL #C9-1901 FHLMC POOL #A5-6350 FHLMC POOL #C0-0785 FHLMC POOL #C9-1910 FHLMC POOL #A5-6350 FHLMC POOL #C0-1025 FHLMC POOL #C9-1922 FHLMC POOL #A5-6530 FHLMC POOL #C0-1079 FHLMC POOL #C9-1923 FHLMC POOL #A5-7714 FHLMC POOL #C0-1183 FHLMC POOL #C9-1925 FHLMC POOL #A5-7844 FHLMC POOL #C0-1435 FHLMC POOL #C9-1927 FHLMC POOL #A5-8812 FHLMC POOL #C0-1443 FHLMC POOL #C9-1940 FHLMC POOL #A5-9969 FHLMC POOL #C0-1598 FHLMC POOL #C9-1943 FHLMC POOL #A6-0146 FHLMC POOL #C0-1622 FHLMC POOL #C9-1949 FHLMC POOL #A6-0151 FHLMC POOL #C0-1648 FHLMC POOL #C9-1969 FHLMC POOL #A6-1562 FHLMC POOL #C0-1649 FHLMC POOL #D6-2490 FHLMC POOL #A6-3982 FHLMC POOL #C0-1676 FHLMC POOL #D6-2619 FHLMC POOL #A7-6836 FHLMC POOL #C0-1754 FHLMC POOL #D6-7446 FHLMC POOL #A7-7265 FHLMC POOL #C0-3478 FHLMC POOL #D6-9896 FHLMC POOL #A8-0139 FHLMC POOL #C0-3486 FHLMC POOL #D7-0002 FHLMC POOL #A8-1112 FHLMC POOL #C0-3489 FHLMC POOL #D9-6209 FHLMC POOL #A8-7714 FHLMC POOL #C0-3489 FHLMC POOL #E0-1418 FHLMC POOL #A8-8994 FHLMC POOL #C0-3517 FHLMC POOL #E0-1424 FHLMC POOL #A8-9136 FHLMC POOL #C0-3920 FHLMC POOL #E0-1425 FHLMC POOL #A8-9324 FHLMC POOL #C0-4060 FHLMC POOL #E0-1481 FHLMC POOL #A9-0760 FHLMC POOL #C0-4446 FHLMC POOL #E0-1641 FHLMC POOL #A9-0769 FHLMC POOL #C0-4664 FHLMC POOL #E0-1653 FHLMC POOL #A9-1161 FHLMC POOL #C0-9004 FHLMC POOL #E0-1653 FHLMC POOL #A9-1787 FHLMC POOL #C0-9006 FHLMC POOL #E0-1654 FHLMC POOL #A9-3235 FHLMC POOL #C0-9013 FHLMC POOL #E0-2710 FHLMC POOL #A9-3501 FHLMC POOL #C0-9015 FHLMC POOL #E0-3077 FHLMC POOL #A9-4605 FHLMC POOL #C0-9055 FHLMC POOL #E0-4124 FHLMC POOL #A9-5018 FHLMC POOL #C1-7856 FHLMC POOL #E9-8683 FHLMC POOL #A9-5554 FHLMC POOL #C4-2351 FHLMC POOL #E9-9917 FHLMC POOL #A9-5554 FHLMC POOL #C5-8962 FHLMC POOL #G0-0044 FHLMC POOL #A9-5825 FHLMC POOL #C6-0282 FHLMC POOL #G0-1145 FHLMC POOL #A9-6312 FHLMC POOL #C6-3904 FHLMC POOL #G0-1224 FHLMC POOL #A9-6413 FHLMC POOL #C7-4246 FHLMC POOL #G0-1244 FHLMC POOL #A9-6616 FHLMC POOL #C7-8238 FHLMC POOL #G0-1443 FHLMC POOL #A9-7040 FHLMC POOL #C7-8493 FHLMC POOL #G0-1563 FHLMC POOL #A9-7186 FHLMC POOL #C7-9885 FHLMC POOL #G0-1564 FHLMC POOL #A9-7259 FHLMC POOL #C8-0344 FHLMC POOL #G0-1818 FHLMC POOL #A9-7294 FHLMC POOL #C8-0354 FHLMC POOL #G0-1865 FHLMC POOL #A9-7474 FHLMC POOL #C8-0368 FHLMC POOL #G0-1963 FHLMC POOL #A9-7644 FHLMC POOL #C9-0580 FHLMC POOL #G0-2086 FHLMC POOL #A9-7909 FHLMC POOL #C9-0654 FHLMC POOL #G0-2109

Page 35 of 109 Annual Report of Activities Pursuant to Act 44 of 2010 October 24, 2018

FHLMC POOL #G0-2163 FHLMC POOL #G0-8068 FHLMC POOL #G0-8605 FHLMC POOL #G0-2195 FHLMC POOL #G0-8072 FHLMC POOL #G0-8605 FHLMC POOL #G0-2386 FHLMC POOL #G0-8080 FHLMC POOL #G0-8605 FHLMC POOL #G0-2387 FHLMC POOL #G0-8081 FHLMC POOL #G0-8606 FHLMC POOL #G0-2996 FHLMC POOL #G0-8099 FHLMC POOL #G0-8606 FHLMC POOL #G0-3092 FHLMC POOL #G0-8100 FHLMC POOL #G0-8614 FHLMC POOL #G0-3150 FHLMC POOL #G0-8105 FHLMC POOL #G0-8618 FHLMC POOL #G0-3589 FHLMC POOL #G0-8106 FHLMC POOL #G0-8624 FHLMC POOL #G0-3803 FHLMC POOL #G0-8116 FHLMC POOL #G0-8624 FHLMC POOL #G0-3819 FHLMC POOL #G0-8117 FHLMC POOL #G0-8627 FHLMC POOL #G0-4219 FHLMC POOL #G0-8129 FHLMC POOL #G0-8627 FHLMC POOL #G0-4219 FHLMC POOL #G0-8152 FHLMC POOL #G0-8628 FHLMC POOL #G0-4586 FHLMC POOL #G0-8157 FHLMC POOL #G0-8631 FHLMC POOL #G0-4680 FHLMC POOL #G0-8193 FHLMC POOL #G0-8632 FHLMC POOL #G0-4691 FHLMC POOL #G0-8200 FHLMC POOL #G0-8635 FHLMC POOL #G0-4698 FHLMC POOL #G0-8232 FHLMC POOL #G0-8650 FHLMC POOL #G0-4729 FHLMC POOL #G0-8238 FHLMC POOL #G0-8653 FHLMC POOL #G0-4729 FHLMC POOL #G0-8271 FHLMC POOL #G0-8654 FHLMC POOL #G0-4776 FHLMC POOL #G0-8331 FHLMC POOL #G0-8667 FHLMC POOL #G0-4817 FHLMC POOL #G0-8344 FHLMC POOL #G0-8669 FHLMC POOL #G0-4895 FHLMC POOL #G0-8353 FHLMC POOL #G0-8669 FHLMC POOL #G0-4913 FHLMC POOL #G0-8422 FHLMC POOL #G0-8671 FHLMC POOL #G0-5132 FHLMC POOL #G0-8451 FHLMC POOL #G0-8671 FHLMC POOL #G0-5169 FHLMC POOL #G0-8451 FHLMC POOL #G0-8671 FHLMC POOL #G0-5342 FHLMC POOL #G0-8454 FHLMC POOL #G0-8672 FHLMC POOL #G0-5397 FHLMC POOL #G0-8488 FHLMC POOL #G0-8672 FHLMC POOL #G0-5489 FHLMC POOL #G0-8488 FHLMC POOL #G0-8676 FHLMC POOL #G0-5527 FHLMC POOL #G0-8524 FHLMC POOL #G0-8676 FHLMC POOL #G0-6021 FHLMC POOL #G0-8525 FHLMC POOL #G0-8677 FHLMC POOL #G0-6066 FHLMC POOL #G0-8525 FHLMC POOL #G0-8677 FHLMC POOL #G0-6072 FHLMC POOL #G0-8528 FHLMC POOL #G0-8677 FHLMC POOL #G0-6087 FHLMC POOL #G0-8534 FHLMC POOL #G0-8680 FHLMC POOL #G0-6359 FHLMC POOL #G0-8534 FHLMC POOL #G0-8681 FHLMC POOL #G0-6501 FHLMC POOL #G0-8534 FHLMC POOL #G0-8682 FHLMC POOL #G0-6596 FHLMC POOL #G0-8537 FHLMC POOL #G0-8686 FHLMC POOL #G0-7032 FHLMC POOL #G0-8537 FHLMC POOL #G0-8687 FHLMC POOL #G0-7053 FHLMC POOL #G0-8540 FHLMC POOL #G0-8693 FHLMC POOL #G0-7053 FHLMC POOL #G0-8541 FHLMC POOL #G0-8694 FHLMC POOL #G0-7075 FHLMC POOL #G0-8554 FHLMC POOL #G0-8697 FHLMC POOL #G0-7195 FHLMC POOL #G0-8554 FHLMC POOL #G0-8697 FHLMC POOL #G0-7195 FHLMC POOL #G0-8554 FHLMC POOL #G0-8698 FHLMC POOL #G0-7283 FHLMC POOL #G0-8562 FHLMC POOL #G0-8702 FHLMC POOL #G0-7445 FHLMC POOL #G0-8563 FHLMC POOL #G0-8706 FHLMC POOL #G0-7491 FHLMC POOL #G0-8567 FHLMC POOL #G0-8706 FHLMC POOL #G0-7559 FHLMC POOL #G0-8572 FHLMC POOL #G0-8710 FHLMC POOL #G0-7605 FHLMC POOL #G0-8573 FHLMC POOL #G0-8711 FHLMC POOL #G0-7662 FHLMC POOL #G0-8573 FHLMC POOL #G0-8719 FHLMC POOL #G0-7794 FHLMC POOL #G0-8573 FHLMC POOL #G0-8723 FHLMC POOL #G0-7825 FHLMC POOL #G0-8581 FHLMC POOL #G0-8732 FHLMC POOL #G0-7860 FHLMC POOL #G0-8581 FHLMC POOL #G0-8732 FHLMC POOL #G0-7961 FHLMC POOL #G0-8582 FHLMC POOL #G0-8735 FHLMC POOL #G0-7961 FHLMC POOL #G0-8583 FHLMC POOL #G0-8737 FHLMC POOL #G0-8004 FHLMC POOL #G0-8588 FHLMC POOL #G0-8737 FHLMC POOL #G0-8005 FHLMC POOL #G0-8588 FHLMC POOL #G0-8737 FHLMC POOL #G0-8020 FHLMC POOL #G0-8591 FHLMC POOL #G0-8738 FHLMC POOL #G0-8036 FHLMC POOL #G0-8595 FHLMC POOL #G0-8741 FHLMC POOL #G0-8046 FHLMC POOL #G0-8595 FHLMC POOL #G0-8747 FHLMC POOL #G0-8058 FHLMC POOL #G0-8595 FHLMC POOL #G0-8747 FHLMC POOL #G0-8062 FHLMC POOL #G0-8595 FHLMC POOL #G0-8747

Page 36 of 109 Annual Report of Activities Pursuant to Act 44 of 2010 October 24, 2018

FHLMC POOL #G0-8748 FHLMC POOL #G1-8508 FHLMC POOL #J1-0573 FHLMC POOL #G0-8751 FHLMC POOL #G1-8509 FHLMC POOL #J1-0632 FHLMC POOL #G0-8751 FHLMC POOL #G1-8512 FHLMC POOL #J1-1210 FHLMC POOL #G0-8752 FHLMC POOL #G1-8514 FHLMC POOL #J1-1370 FHLMC POOL #G0-8755 FHLMC POOL #G1-8518 FHLMC POOL #J1-1719 FHLMC POOL #G0-8756 FHLMC POOL #G1-8521 FHLMC POOL #J1-1994 FHLMC POOL #G0-8759 FHLMC POOL #G1-8527 FHLMC POOL #J1-3582 FHLMC POOL #G0-8762 FHLMC POOL #G1-8533 FHLMC POOL #J1-3919 FHLMC POOL #G0-8764 FHLMC POOL #G1-8533 FHLMC POOL #J1-4486 FHLMC POOL #G0-8767 FHLMC POOL #G1-8534 FHLMC POOL #J1-6710 FHLMC POOL #G0-8768 FHLMC POOL #G1-8534 FHLMC POOL #J1-7449 FHLMC POOL #G0-8784 FHLMC POOL #G1-8561 FHLMC POOL #J1-8061 FHLMC POOL #G0-8784 FHLMC POOL #G1-8568 FHLMC POOL #J2-0832 FHLMC POOL #G0-8797 FHLMC POOL #G1-8570 FHLMC POOL #J2-1454 FHLMC POOL #G0-8825 FHLMC POOL #G1-8575 FHLMC POOL #J2-3434 FHLMC POOL #G0-8827 FHLMC POOL #G1-8578 FHLMC POOL #J2-3913 FHLMC POOL #G1-1776 FHLMC POOL #G1-8581 FHLMC POOL #J3-2653 FHLMC POOL #G1-1981 FHLMC POOL #G1-8587 FHLMC POOL #J3-5833 FHLMC POOL #G1-2255 FHLMC POOL #G1-8601 FHLMC POOL #J3-5896 FHLMC POOL #G1-2438 FHLMC POOL #G1-8619 FHLMC POOL #J3-7339 FHLMC POOL #G1-2514 FHLMC POOL #G1-8626 FHLMC POOL #J3-8928 FHLMC POOL #G1-2514 FHLMC POOL #G1-8634 FHLMC POOL #K9-0311 FHLMC POOL #G1-2710 FHLMC POOL #G1-8642 FHLMC POOL #M3-0294 FHLMC POOL #G1-2723 FHLMC POOL #G1-8663 FHLMC POOL #Q0-0080 FHLMC POOL #G1-2723 FHLMC POOL #G1-8669 FHLMC POOL #Q0-0080 FHLMC POOL #G1-2766 FHLMC POOL #G1-8677 FHLMC POOL #Q0-0093 FHLMC POOL #G1-2819 FHLMC POOL #G3-0615 FHLMC POOL #Q0-1485 FHLMC POOL #G1-3078 FHLMC POOL #G3-0945 FHLMC POOL #Q0-1614 FHLMC POOL #G1-3121 FHLMC POOL #G3-0956 FHLMC POOL #Q0-2317 FHLMC POOL #G1-3137 FHLMC POOL #G3-0996 FHLMC POOL #Q0-2576 FHLMC POOL #G1-3885 FHLMC POOL #G3-0999 FHLMC POOL #Q0-3310 FHLMC POOL #G1-4047 FHLMC POOL #G3-1079 FHLMC POOL #Q0-3310 FHLMC POOL #G1-4614 FHLMC POOL #G6-0059 FHLMC POOL #Q0-4088 FHLMC POOL #G1-4614 FHLMC POOL #G6-0148 FHLMC POOL #Q0-6750 FHLMC POOL #G1-4953 FHLMC POOL #G6-0187 FHLMC POOL #Q0-7465 FHLMC POOL #G1-4980 FHLMC POOL #G6-0194 FHLMC POOL #Q0-7465 FHLMC POOL #G1-5097 FHLMC POOL #G6-0194 FHLMC POOL #Q0-8760 FHLMC POOL #G1-5143 FHLMC POOL #G6-0421 FHLMC POOL #Q0-8903 FHLMC POOL #G1-5144 FHLMC POOL #G6-0488 FHLMC POOL #Q0-9896 FHLMC POOL #G1-5145 FHLMC POOL #G6-0596 FHLMC POOL #Q1-1220 FHLMC POOL #G1-5352 FHLMC POOL #G6-0615 FHLMC POOL #Q1-1348 FHLMC POOL #G1-8005 FHLMC POOL #G6-0616 FHLMC POOL #Q1-2143 FHLMC POOL #G1-8009 FHLMC POOL #G6-0722 FHLMC POOL #Q1-3637 FHLMC POOL #G1-8059 FHLMC POOL #G6-0808 FHLMC POOL #Q1-5062 FHLMC POOL #G1-8100 FHLMC POOL #G6-1070 FHLMC POOL #Q1-5885 FHLMC POOL #G1-8118 FHLMC POOL #G6-7702 FHLMC POOL #Q1-7133 FHLMC POOL #G1-8118 FHLMC POOL #J0-0645 FHLMC POOL #Q1-8305 FHLMC POOL #G1-8156 FHLMC POOL #J0-3519 FHLMC POOL #Q1-8882 FHLMC POOL #G1-8172 FHLMC POOL #J0-3519 FHLMC POOL #Q2-0100 FHLMC POOL #G1-8214 FHLMC POOL #J0-3908 FHLMC POOL #Q2-2877 FHLMC POOL #G1-8303 FHLMC POOL #J0-4292 FHLMC POOL #Q2-4418 FHLMC POOL #G1-8306 FHLMC POOL #J0-4324 FHLMC POOL #Q2-4955 FHLMC POOL #G1-8378 FHLMC POOL #J0-5227 FHLMC POOL #Q2-7286 FHLMC POOL #G1-8459 FHLMC POOL #J0-6405 FHLMC POOL #Q2-8007 FHLMC POOL #G1-8470 FHLMC POOL #J0-6644 FHLMC POOL #Q2-8060 FHLMC POOL #G1-8472 FHLMC POOL #J0-8449 FHLMC POOL #Q2-8202 FHLMC POOL #G1-8485 FHLMC POOL #J0-9534 FHLMC POOL #Q2-9187 FHLMC POOL #G1-8505 FHLMC POOL #J0-9534 FHLMC POOL #Q2-9697 FHLMC POOL #G1-8505 FHLMC POOL #J0-9954 FHLMC POOL #Q2-9916

Page 37 of 109 Annual Report of Activities Pursuant to Act 44 of 2010 October 24, 2018

FHLMC POOL #Q3-0145 FHLMC GROUP #C2-0618 FHLMC MULTICLASS MTG 3945 A FHLMC POOL #Q3-1296 FHLMC GROUP #C2-1729 FHLMC MULTICLASS MTG 3970 KB FHLMC POOL #Q3-4158 FHLMC GROUP #C2-3082 FHLMC MULTICLASS MTG 3983 FHLMC POOL #Q3-7992 FHLMC GROUP #C2-6472 MG FHLMC POOL #Q3-9123 FHLMC GROUP #C2-7495 FHLMC MULTICLASS MTG 4017 FHLMC POOL #Q4-1208 FHLMC GROUP #C8-0010 MA FHLMC POOL #Q4-1903 FHLMC GROUP #C8-0298 FHLMC MULTICLASS MTG 4057 BZ FHLMC POOL #Q4-2019 FHLMC GROUP #C8-0314 FHLMC MULTICLASS MTG 4097 DC FHLMC POOL #Q4-3072 FHLMC GROUP #C8-0322 FHLMC MULTICLASS MTG 4097 PB FHLMC POOL #Q4-3072 FHLMC GROUP #C8-0334 FHLMC MULTICLASS MTG 4149 ZG FHLMC POOL #Q4-3158 FHLMC GROUP #C8-0349 FHLMC MULTICLASS MTG 4163 YL FHLMC POOL #Q4-3425 FHLMC GROUP #C8-0380 FHLMC MULTICLASS MTG 4266 LG FHLMC POOL #Q4-3933 FHLMC GROUP #D0-8897 FHLMC MULTICLASS MTG 4285 BA FHLMC POOL #Q4-4033 FHLMC GROUP #D1-4605 FHLMC MULTICLASS MTG 4285 BA FHLMC POOL #Q4-4452 FHLMC GROUP #D3-0395 FHLMC MULTICLASS MTG 4301 FHLMC POOL #Q4-4663 FHLMC GROUP #D6-0034 SDIO FHLMC POOL #Q4-4813 FHLMC GROUP #D6-4923 FHLMC MULTICLASS MTG 4537 HA FHLMC POOL #Q4-6279 FHLMC GROUP #D6-5085 FHLMC MULTICLASS MTG 4667 LA FHLMC POOL #Q4-9490 FHLMC GROUP #D6-9416 FHLMC MULTICLASS MTG 56 A5 FHLMC POOL #Q4-9620 FHLMC GROUP #D6-9794 FHLMC MULTICLASS MTG 58 2A FHLMC POOL #Q4-9899 FHLMC GROUP #D7-0604 FHLMC MULTICLASS MTG 75 A1 FHLMC POOL #Q4-9899 FHLMC GROUP #D7-2992 FHLMC MULTICLASS MTG K003 A4 FHLMC POOL #Q5-0109 FHLMC GROUP #D8-2248 FHLMC MULTICLASS MTG K004 A2 FHLMC POOL #Q5-0109 FHLMC GROUP #G0-0059 FHLMC MULTICLASS MTG K006 FHLMC POOL #Q5-0109 FHLMC MULTICLASS CTF 3684 CM AX1 FHLMC POOL #Q5-0396 FHLMC MULTICLASS CTF 3994 AE FHLMC MULTICLASS MTG K007 A2 FHLMC POOL #Q5-0396 FHLMC MULTICLASS CTF 4027 FHLMC MULTICLASS MTG K011 X3 FHLMC POOL #Q5-0962 SWIO FHLMC MULTICLASS MTG K012 A2 FHLMC POOL #Q5-1207 FHLMC MULTICLASS CTF 4050 ND FHLMC MULTICLASS MTG K013 X3 FHLMC POOL #Q5-1334 FHLMC MULTICLASS MT FHLMC MULTICLASS MTG K017 A2 FHLMC POOL #Q5-1591 FHLMC MULTICLASS MTG FHLMC MULTICLASS MTG K019 X1 FHLMC POOL #Q5-2319 FHLMC MULTICLASS MTG FHLMC MULTICLASS MTG K021 X1 FHLMC POOL #Q5-2321 FHLMC MULTICLASS MTG 2534 PH FHLMC MULTICLASS MTG K025 X1 FHLMC POOL #Q5-2321 FHLMC MULTICLASS MTG 2624 QH FHLMC MULTICLASS MTG K030 A2 FHLMC POOL #Q5-2955 FHLMC MULTICLASS MTG 2677 LE FHLMC MULTICLASS MTG K032 A1 FHLMC POOL #Q5-4160 FHLMC MULTICLASS MTG 2697 LG FHLMC MULTICLASS MTG K032 A2 FHLMC POOL #Q5-4325 FHLMC MULTICLASS MTG 2725 TA FHLMC MULTICLASS MTG K040 A2 FHLMC POOL #Q5-4334 FHLMC MULTICLASS MTG 2773 EG FHLMC MULTICLASS MTG K048 A1 FHLMC POOL #Q5-4506 FHLMC MULTICLASS MTG 2958 QJ FHLMC MULTICLASS MTG K049 A2 FHLMC POOL #Q5-5429 FHLMC MULTICLASS MTG 2976 HZ FHLMC MULTICLASS MTG K049 A2 FHLMC POOL #Q5-5429 FHLMC MULTICLASS MTG 3114 KZ FHLMC MULTICLASS MTG K049 A2 FHLMC POOL #Q5-5429 FHLMC MULTICLASS MTG 3123 HT FHLMC MULTICLASS MTG K053 A1 FHLMC POOL #V6-0904 FHLMC MULTICLASS MTG 3294 DB FHLMC MULTICLASS MTG K058 A1 FHLMC POOL #V8-0353 FHLMC MULTICLASS MTG 3535 CA FHLMC MULTICLASS MTG K061 A1 FHLMC POOL #V8-1430 FHLMC MULTICLASS MTG 3558 G FHLMC MULTICLASS MTG K061 A2 FHLMC POOL #V8-1873 FHLMC MULTICLASS MTG 3571 FHLMC MULTICLASS MTG K062 A2 FHLMC POOL #Z4-0045 MY FHLMC MULTICLASS MTG K063 A2 FHLMC GROUP #C0-0284 FHLMC MULTICLASS MTG 3581 D FHLMC MULTICLASS MTG K063 A2 FHLMC GROUP #C0-0289 FHLMC MULTICLASS MTG 3591 GJ FHLMC MULTICLASS MTG K063 A2 FHLMC GROUP #C0-0354 FHLMC MULTICLASS MTG 3599 DY FHLMC MULTICLASS MTG K064 A2 FHLMC GROUP #C0-0420 FHLMC MULTICLASS MTG 3653 B FHLMC MULTICLASS MTG K065 A1 FHLMC GROUP #C0-0421 FHLMC MULTICLASS MTG 3693 BD FHLMC MULTICLASS MTG K066 A1 FHLMC GROUP #C0-0504 FHLMC MULTICLASS MTG 3704 DC FHLMC MULTICLASS MTG K066 A1 FHLMC GROUP #C0-0509 FHLMC MULTICLASS MTG 3737 GA FHLMC MULTICLASS MTG K068 A2 FHLMC GROUP #C0-0553 FHLMC MULTICLASS MTG 3740 PD FHLMC MULTICLASS MTG K073 A2 FHLMC GROUP #C0-0778 FHLMC MULTICLASS MTG 3741 PA FHLMC MULTICLASS MTG K075 A2 FHLMC GROUP #C0-0860 FHLMC MULTICLASS MTG 3795 ED FHLMC MULTICLASS MTG K076 A2 FHLMC GROUP #C0-0896 FHLMC MULTICLASS MTG 3815 BD FHLMC MULTICLASS MTG K710 A2 FHLMC GROUP #C1-0246 FHLMC MULTICLASS MTG 3840 VB FHLMC MULTICLASS MTG K714 A1

Page 38 of 109 Annual Report of Activities Pursuant to Act 44 of 2010 October 24, 2018

FHLMC MULTICLASS MTG K714 A2 FINANCE OF AMERICA HB1 A 144A FIRST COMMONWEALTH FHLMC MULTICLASS MTG K725 A2 FINANCIAL ENGINES INC FINANCIAL C FHLMC MULTICLASS MTG K726 A2 FINANCIAL ENGINES INC FIRST COMMUNITY BANCSHARES FHLMC MULTICLASS MTG K730 A2 FINANCIAL ENGINES INC INC FHLMC MULTICLASS MTG KAIV FINANCIAL ENGINES INC FIRST COMMUNITY BANCSHARES X2 FINANCIAL INSTITUTIONS INC INC FHLMC MULTICLASS MTG KF12 A FINANCIAL INSTITUTIONS INC FIRST COMMUNITY BANCSHARES FHLMC MULTICLASS MTG KF12 A FINANCIAL INSTITUTIONS INC INC FHLMC MULTICLASS MTG KF22 A FINANCING CORP STRIP PO FIRST COMMUNITY BANCSHARES FHLMC MULTICLASS MTG KF27 FINANCING CORP STRIP PO INC CL A FIRST ADVANTAGE 6/15 COV-LITE FIRST COMMUNITY CORP/SC FHLMC MULTICLASS MTG KF29 A FIRST ADVANTAGE 6/15 COV-LITE FIRST COMMUNITY CORP/SC FHLMC MULTICLASS MTG KF34 A FIRST AMERICAN FINANCIAL FIRST CONNECTICUT BANCORP FHLMC MULTICLASS MTG KHG1 CORP INC/ A3 FIRST AMERICAN FINANCIAL FIRST CONNECTICUT BANCORP FHLMC MULTICLASS MTG KJ13 A1 CORP INC/ FHLMC MULTICLASS MTG KJ14 A1 FIRST BANCORP INC/ME FIRST CONNECTICUT BANCORP FHLMC MULTICLASS MTG KP04 FIRST BANCORP INC/ME INC/ AG1 FIRST BANCORP INC/ME FIRST CONNECTICUT BANCORP FHLMC MULTICLASS MTG KW03 FIRST BANCORP/PUERTO RICO INC/ A2 FIRST BANCORP/PUERTO RICO FIRST DATA 11/17 TL FIAT CHRYSLER AUTOMOBILES FIRST BANCORP/PUERTO RICO FIRST DATA 6/17 TL NV FIRST BANCORP/PUERTO RICO FIRST FINANCIAL BANCORP FIAT CHRYSLER AUTOMOBILES FIRST BANCORP/SOUTHERN PINES FIRST FINANCIAL BANCORP NV N FIRST FINANCIAL BANCORP FIAT CHRYSLER AUTOMOBILES FIRST BANCORP/SOUTHERN PINES FIRST FINANCIAL BANCORP NV N FIRST FINANCIAL BANKSHARES FIDEA HOLDINGS CO LTD FIRST BANCORP/SOUTHERN PINES INC FIDEICOMISO PA COSTERA 144A N FIRST FINANCIAL BANKSHARES FIDEICOMISO PA COSTERA 144A FIRST BANCSHARES INC/THE INC FIDEICOMISO PA COSTERA 144A FIRST BANCSHARES INC/THE FIRST FINANCIAL BANKSHARES FIDELITY & GUARANTY LIFE 144A FIRST BANCSHARES INC/THE INC FIDELITY & GUARANTY LIFE 144A FIRST BANK OF NIGERIA LTD FIRST FINANCIAL BANKSHARES FIDELITY D&D BANCORP INC REGS INC FIDELITY D&D BANCORP INC FIRST BANK/HAMILTON NJ FIRST FINANCIAL CORP/IN FIDELITY NATIONAL FIRST BANK/HAMILTON NJ FIRST FINANCIAL CORP/IN INFORMATION FIRST BUSEY CORP FIRST FINANCIAL CORP/IN FIDELITY NATIONAL FIRST BUSEY CORP FIRST FOUNDATION INC INFORMATION FIRST BUSEY CORP FIRST FOUNDATION INC FIDELITY NATIONAL FIRST BUSINESS FINANCIAL SERVI FIRST FOUNDATION INC INFORMATION FIRST BUSINESS FINANCIAL SERVI FIRST FOUNDATION INC FIDELITY NATIONAL FIRST CHOICE BANCORP FIRST FOUNDATION INC INFORMATION FIRST CHOICE BANCORP FIRST FRANKLIN MORTGAG FF12 FIDELITY SOUTHERN CORP FIRST CITIZENS BANCSHARES M1 FIDELITY SOUTHERN CORP INC/ FIRST GUARANTY BANCSHARES FIDELITY SOUTHERN CORP FIRST CITIZENS BANCSHARES INC FIDELITY SOUTHERN CORP INC/ FIRST GUARANTY BANCSHARES FIFTH THIRD AUTO TRUST 2 1 A2A FIRST CITIZENS BANCSHARES INC FIFTH THIRD AUTO TRUST 20 1 A3 INC/ FIRST HAWAIIAN INC FIFTH THIRD AUTO TRUST 20 1 A3 FIRST CITIZENS BANCSHARES FIRST HAWAIIAN INC FIFTH THIRD BANCORP INC/ FIRST HAWAIIAN INC FIFTH THIRD BANCORP FIRST CITIZENS BANCSHARES FIRST HORIZON NATIONAL CORP FIFTH THIRD BANCORP INC/ FIRST HORIZON NATIONAL CORP FIFTH THIRD BANCORP FIRST COMMONWEALTH FIRST HORIZON NATIONAL CORP FIFTH THIRD BANCORP FINANCIAL C FIRST HORIZON NATIONAL CORP FIFTH THIRD BANCORP FIRST COMMONWEALTH FIRST INTERNATIONAL BANK OF FIGUEROA CLO 2013- 2A BRR 144A FINANCIAL C IS FIGUEROA CLO 2013- 2A CRR 144A FIRST COMMONWEALTH FIRST INTERNET BANCORP FILTRATION GROUP 3/18 (USD) TL FINANCIAL C FIRST INTERNET BANCORP

Page 39 of 109 Annual Report of Activities Pursuant to Act 44 of 2010 October 24, 2018

FIRST INTERSTATE BANCSYSTEM FLETCHER BUILDING LTD FNMA POOL #0050292 IN FLETCHER BUILDING LTD FNMA POOL #0050353 FIRST INTERSTATE BANCSYSTEM FLETCHER BUILDING LTD FNMA POOL #0050393 IN FLEX ACQUISITION CO INC 144A FNMA POOL #0050403 FIRST INTERSTATE BANCSYSTEM FLEXION THERAPEUTICS INC FNMA POOL #0050432 IN FLEXION THERAPEUTICS INC FNMA POOL #0050492 FIRST INTERSTATE BANCSYSTEM FLIGHT CENTRE TRAVEL GROUP FNMA POOL #0050525 IN LTD FNMA POOL #0050715 FIRST INVESTORS AUT 1A A2 144A FLIGHT CENTRE TRAVEL GROUP FNMA POOL #0050966 FIRST INVESTORS AUT 2A A1 144A LTD FNMA POOL #0070692 FIRST MERCHANTS CORP FLIGHT CENTRE TRAVEL GROUP FNMA POOL #0124087 FIRST MERCHANTS CORP LTD FNMA POOL #0124173 FIRST MERCHANTS CORP FLIR SYSTEMS INC FNMA POOL #0124499 FIRST MID-ILLINOIS BANCSHARES FLIR SYSTEMS INC FNMA POOL #0124790 FIRST MID-ILLINOIS BANCSHARES FLIR SYSTEMS INC FNMA POOL #0137768 FIRST MID-ILLINOIS BANCSHARES FLORA FOOD 3/18 (USD) COV-LITE FNMA POOL #0155011 FIRST MIDWEST BANCORP INC/IL FLORIDA POWER & LIGHT CO FNMA POOL #0156831 FIRST MIDWEST BANCORP INC/IL FLORIDA POWER & LIGHT CO FNMA POOL #0159613 FIRST MIDWEST BANCORP INC/IL FLORIDA POWER & LIGHT CO FNMA POOL #0171930 FIRST MIDWEST BANCORP INC/IL FLORIDA POWER & LIGHT CO FNMA POOL #0190027 FIRST NORTHWEST BANCORP FLORIDA POWER & LIGHT CO FNMA POOL #0190257 FIRST NORTHWEST BANCORP FLORIDA POWER & LIGHT CO FNMA POOL #0190352 FIRST OF LONG ISLAND CORP/THE FLORIDA POWER & LIGHT CO FNMA POOL #0190379 FIRST OF LONG ISLAND CORP/THE FLORIDA POWER & LIGHT CO FNMA POOL #0190396 FIRST OF LONG ISLAND CORP/THE FLORIDA POWER & LIGHT CO FNMA POOL #0190396 FIRST QUANTUM MINERALS LT FLORIDA POWER & LIGHT CO FNMA POOL #0190544 144A FLORIDA ST HSG FIN CORP FNMA POOL #0224747 FIRST QUANTUM MINERALS LT REVENU FNMA POOL #0235038 144A FLORIDA ST HSG FIN CORP FNMA POOL #0236087 FIRST REPUBLIC BANK/CA REVENU FNMA POOL #0250059 FIRST REPUBLIC BANK/CA FLORIDA ST HURRICANE FNMA POOL #0250102 FIRST REPUBLIC BANK/CA CATASTROP FNMA POOL #0250103 FIRST UNITED CORP FLOWSERVE CORP FNMA POOL #0250329 FIRST UNITED CORP FLUIDIGM CORP FNMA POOL #0250330 FIRSTENERGY CORP FLUOR CORP FNMA POOL #0250433 FIRSTENERGY CORP FLUOR CORP FNMA POOL #0250440 FIRSTENERGY CORP FLYNN RESTAURANT 6/18 2ND FNMA POOL #0250576 FIRSTENERGY CORP LIEN FNMA POOL #0250587 FIRSTLIGHT FIBER 6/18 2ND LIEN FLYNN RESTAURANT 6/18 COV- FNMA POOL #0250673 FIRSTLIGHT FIBER 6/18 TL LITE FNMA POOL #0250787 FIRSTRAND LTD FMC CORP FNMA POOL #0250799 FIRSTRAND LTD FMC CORP FNMA POOL #0251191 FISERV INC FMC CORP FNMA POOL #0251498 FISERV INC FMC CORP FNMA POOL #0252023 FISHER & PAYKEL HEALTHCARE FMC CORP FNMA POOL #0252093 COR FMC CORP FNMA POOL #0252162 FISHER & PAYKEL HEALTHCARE FNB BANCORP/CA FNMA POOL #0252211 COR FNB BANCORP/CA FNMA POOL #0253112 FITBIT INC FNB CORP/PA FNMA POOL #0254440 FITBIT INC FNB CORP/PA FNMA POOL #0254522 FITBIT INC FNB CORP/PA FNMA POOL #0254693 FIVE GUYS FUNDING L 1A A2 144A FNB CORP/PA FNMA POOL #0254766 FLAGSHIP CREDIT AUTO 3 A2 144A FNMA POOL #0044158 FNMA POOL #0254767 FLAGSHIP CREDIT AUTO 4 A1 144A FNMA POOL #0050150 FNMA POOL #0254799 FLAGSHIP CREDIT AUTO 4 A1 144A FNMA POOL #0050226 FNMA POOL #0254803 FLAGSTAR MORTGAGE TR 2 A5 FNMA POOL #0050259 FNMA POOL #0254803 144A FNMA POOL #0050260 FNMA POOL #0254868 FLAGSTAR MORTGAGE TR 2 A5 FNMA POOL #0050285 FNMA POOL #0254903 144A FNMA POOL #0050291 FNMA POOL #0254907

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FNMA POOL #0254982 FNMA POOL #0471938 FNMA POOL #0735839 FNMA POOL #0255270 FNMA POOL #0500565 FNMA POOL #0735893 FNMA POOL #0255436 FNMA POOL #0504732 FNMA POOL #0735925 FNMA POOL #0255456 FNMA POOL #0520030 FNMA POOL #0738387 FNMA POOL #0255666 FNMA POOL #0535249 FNMA POOL #0738611 FNMA POOL #0255706 FNMA POOL #0535332 FNMA POOL #0740916 FNMA POOL #0255765 FNMA POOL #0545605 FNMA POOL #0741907 FNMA POOL #0255857 FNMA POOL #0545759 FNMA POOL #0743867 FNMA POOL #0255898 FNMA POOL #0545819 FNMA POOL #0745096 FNMA POOL #0255935 FNMA POOL #0545993 FNMA POOL #0745275 FNMA POOL #0256022 FNMA POOL #0555528 FNMA POOL #0745412 FNMA POOL #0256196 FNMA POOL #0555531 FNMA POOL #0745418 FNMA POOL #0256269 FNMA POOL #0555956 FNMA POOL #0745515 FNMA POOL #0256339 FNMA POOL #0596693 FNMA POOL #0745524 FNMA POOL #0256517 FNMA POOL #0617275 FNMA POOL #0745563 FNMA POOL #0256712 FNMA POOL #0633869 FNMA POOL #0745802 FNMA POOL #0256751 FNMA POOL #0634584 FNMA POOL #0745948 FNMA POOL #0256855 FNMA POOL #0644524 FNMA POOL #0746555 FNMA POOL #0256896 FNMA POOL #0649642 FNMA POOL #0747815 FNMA POOL #0256959 FNMA POOL #0651921 FNMA POOL #0747815 FNMA POOL #0257057 FNMA POOL #0661629 FNMA POOL #0752463 FNMA POOL #0257101 FNMA POOL #0665497 FNMA POOL #0752908 FNMA POOL #0257132 FNMA POOL #0672785 FNMA POOL #0754052 FNMA POOL #0257163 FNMA POOL #0676682 FNMA POOL #0754208 FNMA POOL #0257203 FNMA POOL #0687853 FNMA POOL #0755598 FNMA POOL #0257275 FNMA POOL #0688598 FNMA POOL #0756933 FNMA POOL #0257490 FNMA POOL #0689070 FNMA POOL #0759604 FNMA POOL #0257536 FNMA POOL #0689741 FNMA POOL #0761365 FNMA POOL #0268894 FNMA POOL #0694982 FNMA POOL #0762518 FNMA POOL #0281067 FNMA POOL #0696188 FNMA POOL #0764201 FNMA POOL #0300064 FNMA POOL #0697253 FNMA POOL #0766806 FNMA POOL #0303700 FNMA POOL #0703328 FNMA POOL #0769790 FNMA POOL #0303948 FNMA POOL #0704756 FNMA POOL #0770078 FNMA POOL #0304213 FNMA POOL #0708507 FNMA POOL #0772617 FNMA POOL #0310112 FNMA POOL #0709307 FNMA POOL #0775364 FNMA POOL #0310157 FNMA POOL #0710619 FNMA POOL #0776746 FNMA POOL #0310164 FNMA POOL #0723406 FNMA POOL #0776971 FNMA POOL #0313685 FNMA POOL #0725205 FNMA POOL #0777209 FNMA POOL #0318557 FNMA POOL #0725231 FNMA POOL #0777357 FNMA POOL #0331401 FNMA POOL #0725232 FNMA POOL #0778345 FNMA POOL #0333670 FNMA POOL #0725238 FNMA POOL #0779699 FNMA POOL #0333862 FNMA POOL #0725401 FNMA POOL #0780890 FNMA POOL #0339094 FNMA POOL #0725445 FNMA POOL #0781861 FNMA POOL #0342534 FNMA POOL #0725704 FNMA POOL #0782359 FNMA POOL #0344042 FNMA POOL #0725706 FNMA POOL #0782554 FNMA POOL #0344742 FNMA POOL #0725772 FNMA POOL #0783579 FNMA POOL #0346284 FNMA POOL #0725793 FNMA POOL #0783813 FNMA POOL #0348107 FNMA POOL #0726251 FNMA POOL #0788519 FNMA POOL #0357797 FNMA POOL #0726891 FNMA POOL #0790791 FNMA POOL #0364470 FNMA POOL #0727370 FNMA POOL #0792082 FNMA POOL #0399566 FNMA POOL #0731421 FNMA POOL #0797491 FNMA POOL #0401984 FNMA POOL #0731773 FNMA POOL #0802815 FNMA POOL #0451118 FNMA POOL #0734310 FNMA POOL #0803663 FNMA POOL #0452372 FNMA POOL #0735016 FNMA POOL #0804880 FNMA POOL #0465872 FNMA POOL #0735061 FNMA POOL #0807672 FNMA POOL #0465872 FNMA POOL #0735408 FNMA POOL #0807979 FNMA POOL #0466284 FNMA POOL #0735484 FNMA POOL #0810706 FNMA POOL #0469616 FNMA POOL #0735676 FNMA POOL #0810851 FNMA POOL #0469632 FNMA POOL #0735720 FNMA POOL #0814981

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FNMA POOL #0817677 FNMA POOL #0890790 FNMA POOL #0958314 FNMA POOL #0820386 FNMA POOL #0892566 FNMA POOL #0960445 FNMA POOL #0821603 FNMA POOL #0893511 FNMA POOL #0960482 FNMA POOL #0821730 FNMA POOL #0894903 FNMA POOL #0962280 FNMA POOL #0821890 FNMA POOL #0896535 FNMA POOL #0962589 FNMA POOL #0822083 FNMA POOL #0897100 FNMA POOL #0962875 FNMA POOL #0822993 FNMA POOL #0897494 FNMA POOL #0962989 FNMA POOL #0824605 FNMA POOL #0897494 FNMA POOL #0963539 FNMA POOL #0826436 FNMA POOL #0898126 FNMA POOL #0963958 FNMA POOL #0826436 FNMA POOL #0899303 FNMA POOL #0964570 FNMA POOL #0829296 FNMA POOL #0899387 FNMA POOL #0966327 FNMA POOL #0832649 FNMA POOL #0899611 FNMA POOL #0968227 FNMA POOL #0833502 FNMA POOL #0899788 FNMA POOL #0968975 FNMA POOL #0835144 FNMA POOL #0900294 FNMA POOL #0970343 FNMA POOL #0835760 FNMA POOL #0902485 FNMA POOL #0973477 FNMA POOL #0836391 FNMA POOL #0902564 FNMA POOL #0981707 FNMA POOL #0836681 FNMA POOL #0903510 FNMA POOL #0981723 FNMA POOL #0838792 FNMA POOL #0905946 FNMA POOL #0981802 FNMA POOL #0840574 FNMA POOL #0905946 FNMA POOL #0981861 FNMA POOL #0842249 FNMA POOL #0908854 FNMA POOL #0982834 FNMA POOL #0843486 FNMA POOL #0909530 FNMA POOL #0983227 FNMA POOL #0846573 FNMA POOL #0910936 FNMA POOL #0983471 FNMA POOL #0846586 FNMA POOL #0912666 FNMA POOL #0984046 FNMA POOL #0848324 FNMA POOL #0912852 FNMA POOL #0985559 FNMA POOL #0848640 FNMA POOL #0918554 FNMA POOL #0985559 FNMA POOL #0848981 FNMA POOL #0918941 FNMA POOL #0994318 FNMA POOL #0849183 FNMA POOL #0922386 FNMA POOL #0995018 FNMA POOL #0851056 FNMA POOL #0923382 FNMA POOL #0995066 FNMA POOL #0852945 FNMA POOL #0924952 FNMA POOL #0995088 FNMA POOL #0864632 FNMA POOL #0928000 FNMA POOL #0995158 FNMA POOL #0865684 FNMA POOL #0929079 FNMA POOL #0995182 FNMA POOL #0867628 FNMA POOL #0929718 FNMA POOL #0995182 FNMA POOL #0868809 FNMA POOL #0929823 FNMA POOL #0995245 FNMA POOL #0870771 FNMA POOL #0930819 FNMA POOL #0995245 FNMA POOL #0872758 FNMA POOL #0930871 FNMA POOL #0995245 FNMA POOL #0878446 FNMA POOL #0930942 FNMA POOL #0995245 FNMA POOL #0879008 FNMA POOL #0931592 FNMA POOL #0995245 FNMA POOL #0879008 FNMA POOL #0932282 FNMA POOL #0995373 FNMA POOL #0880170 FNMA POOL #0932658 FNMA POOL #0995738 FNMA POOL #0880967 FNMA POOL #0933736 FNMA POOL #0AA0317 FNMA POOL #0881229 FNMA POOL #0933796 FNMA POOL #0AA0914 FNMA POOL #0882129 FNMA POOL #0933998 FNMA POOL #0AA1740 FNMA POOL #0882481 FNMA POOL #0934277 FNMA POOL #0AA2139 FNMA POOL #0886958 FNMA POOL #0935487 FNMA POOL #0AA3267 FNMA POOL #0888430 FNMA POOL #0937346 FNMA POOL #0AA4536 FNMA POOL #0888569 FNMA POOL #0938298 FNMA POOL #0AA4536 FNMA POOL #0888760 FNMA POOL #0939564 FNMA POOL #0AA6951 FNMA POOL #0888795 FNMA POOL #0939685 FNMA POOL #0AA7681 FNMA POOL #0888829 FNMA POOL #0941136 FNMA POOL #0AA7706 FNMA POOL #0888893 FNMA POOL #0942198 FNMA POOL #0AB0339 FNMA POOL #0889174 FNMA POOL #0942766 FNMA POOL #0AB1365 FNMA POOL #0889561 FNMA POOL #0943436 FNMA POOL #0AB2052 FNMA POOL #0889974 FNMA POOL #0943999 FNMA POOL #0AB2078 FNMA POOL #0890226 FNMA POOL #0946833 FNMA POOL #0AB2813 FNMA POOL #0890230 FNMA POOL #0947894 FNMA POOL #0AB2959 FNMA POOL #0890246 FNMA POOL #0948631 FNMA POOL #0AB3993 FNMA POOL #0890247 FNMA POOL #0950994 FNMA POOL #0AB4807 FNMA POOL #0890296 FNMA POOL #0953926 FNMA POOL #0AB5372 FNMA POOL #0890297 FNMA POOL #0956075 FNMA POOL #0AB6632

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FNMA POOL #0AB7517 FNMA POOL #0AE0949 FNMA POOL #0AL1468 FNMA POOL #0AB7517 FNMA POOL #0AE4446 FNMA POOL #0AL1711 FNMA POOL #0AB7517 FNMA POOL #0AE4588 FNMA POOL #0AL1895 FNMA POOL #0AB7766 FNMA POOL #0AE6058 FNMA POOL #0AL1948 FNMA POOL #0AB7848 FNMA POOL #0AE7202 FNMA POOL #0AL2088 FNMA POOL #0AB8472 FNMA POOL #0AE7704 FNMA POOL #0AL2088 FNMA POOL #0AB8826 FNMA POOL #0AE7755 FNMA POOL #0AL2679 FNMA POOL #0AB8897 FNMA POOL #0AE7758 FNMA POOL #0AL2880 FNMA POOL #0AB8906 FNMA POOL #0AE8748 FNMA POOL #0AL2897 FNMA POOL #0AB8925 FNMA POOL #0AH0829 FNMA POOL #0AL2921 FNMA POOL #0AB8925 FNMA POOL #0AH0936 FNMA POOL #0AL2940 FNMA POOL #0AB9186 FNMA POOL #0AH0936 FNMA POOL #0AL3223 FNMA POOL #0AB9255 FNMA POOL #0AH5583 FNMA POOL #0AL3423 FNMA POOL #0AB9557 FNMA POOL #0AH5583 FNMA POOL #0AL3471 FNMA POOL #0AB9749 FNMA POOL #0AH6500 FNMA POOL #0AL3484 FNMA POOL #0AB9757 FNMA POOL #0AH6783 FNMA POOL #0AL3499 FNMA POOL #0AB9864 FNMA POOL #0AH6790 FNMA POOL #0AL4195 FNMA POOL #0AB9965 FNMA POOL #0AH7288 FNMA POOL #0AL4290 FNMA POOL #0AC0039 FNMA POOL #0AH7523 FNMA POOL #0AL4588 FNMA POOL #0AC1524 FNMA POOL #0AH8423 FNMA POOL #0AL4778 FNMA POOL #0AC2387 FNMA POOL #0AI1007 FNMA POOL #0AL4995 FNMA POOL #0AC2796 FNMA POOL #0AI1070 FNMA POOL #0AL5080 FNMA POOL #0AC4427 FNMA POOL #0AI3487 FNMA POOL #0AL5423 FNMA POOL #0AC5407 FNMA POOL #0AI6153 FNMA POOL #0AL5616 FNMA POOL #0AC6097 FNMA POOL #0AI6497 FNMA POOL #0AL5616 FNMA POOL #0AC6608 FNMA POOL #0AI6643 FNMA POOL #0AL5711 FNMA POOL #0AC7542 FNMA POOL #0AI7405 FNMA POOL #0AL5788 FNMA POOL #0AD0166 FNMA POOL #0AI7410 FNMA POOL #0AL6273 FNMA POOL #0AD0430 FNMA POOL #0AI8447 FNMA POOL #0AL6715 FNMA POOL #0AD0490 FNMA POOL #0AI9740 FNMA POOL #0AL6777 FNMA POOL #0AD0527 FNMA POOL #0AI9873 FNMA POOL #0AL6938 FNMA POOL #0AD0664 FNMA POOL #0AI9874 FNMA POOL #0AL7169 FNMA POOL #0AD0912 FNMA POOL #0AJ0036 FNMA POOL #0AL7501 FNMA POOL #0AD0919 FNMA POOL #0AJ0351 FNMA POOL #0AL7850 FNMA POOL #0AD0963 FNMA POOL #0AJ1407 FNMA POOL #0AL8034 FNMA POOL #0AD1593 FNMA POOL #0AJ1441 FNMA POOL #0AL8211 FNMA POOL #0AD1593 FNMA POOL #0AJ1441 FNMA POOL #0AL8211 FNMA POOL #0AD1608 FNMA POOL #0AJ4035 FNMA POOL #0AL8211 FNMA POOL #0AD3076 FNMA POOL #0AJ4087 FNMA POOL #0AL8219 FNMA POOL #0AD3243 FNMA POOL #0AJ5301 FNMA POOL #0AL8878 FNMA POOL #0AD3812 FNMA POOL #0AJ5679 FNMA POOL #0AL8952 FNMA POOL #0AD5137 FNMA POOL #0AJ6387 FNMA POOL #0AL8980 FNMA POOL #0AD5506 FNMA POOL #0AJ7689 FNMA POOL #0AL8980 FNMA POOL #0AD6946 FNMA POOL #0AJ7689 FNMA POOL #0AL9014 FNMA POOL #0AD7698 FNMA POOL #0AJ8796 FNMA POOL #0AL9418 FNMA POOL #0AD7784 FNMA POOL #0AJ9278 FNMA POOL #0AL9510 FNMA POOL #0AD8529 FNMA POOL #0AJ9282 FNMA POOL #0AL9621 FNMA POOL #0AD8529 FNMA POOL #0AK2940 FNMA POOL #0AL9745 FNMA POOL #0AD8538 FNMA POOL #0AK3920 FNMA POOL #0AL9809 FNMA POOL #0AD8540 FNMA POOL #0AK4047 FNMA POOL #0AL9848 FNMA POOL #0AE0154 FNMA POOL #0AK5151 FNMA POOL #0AL9854 FNMA POOL #0AE0215 FNMA POOL #0AK6724 FNMA POOL #0AL9976 FNMA POOL #0AE0217 FNMA POOL #0AK6724 FNMA POOL #0AL9983 FNMA POOL #0AE0218 FNMA POOL #0AK9404 FNMA POOL #0AL9996 FNMA POOL #0AE0392 FNMA POOL #0AL0552 FNMA POOL #0AM0218 FNMA POOL #0AE0616 FNMA POOL #0AL0574 FNMA POOL #0AM0328 FNMA POOL #0AE0698 FNMA POOL #0AL1107 FNMA POOL #0AM1524 FNMA POOL #0AE0828 FNMA POOL #0AL1176 FNMA POOL #0AM2337 FNMA POOL #0AE0828 FNMA POOL #0AL1354 FNMA POOL #0AM2444

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FNMA POOL #0AM3193 FNMA POOL #0AS3473 FNMA POOL #0AS9661 FNMA POOL #0AM3193 FNMA POOL #0AS3957 FNMA POOL #0AS9831 FNMA POOL #0AM9007 FNMA POOL #0AS3969 FNMA POOL #0AS9980 FNMA POOL #0AM9007 FNMA POOL #0AS4169 FNMA POOL #0AS9980 FNMA POOL #0AM9067 FNMA POOL #0AS4515 FNMA POOL #0AS9980 FNMA POOL #0AN0819 FNMA POOL #0AS4690 FNMA POOL #0AT0238 FNMA POOL #0AN0819 FNMA POOL #0AS4777 FNMA POOL #0AT0682 FNMA POOL #0AO2959 FNMA POOL #0AS4885 FNMA POOL #0AT1586 FNMA POOL #0AO2993 FNMA POOL #0AS4946 FNMA POOL #0AT2014 FNMA POOL #0AO4135 FNMA POOL #0AS5189 FNMA POOL #0AT2014 FNMA POOL #0AO8025 FNMA POOL #0AS5212 FNMA POOL #0AT2016 FNMA POOL #0AP2098 FNMA POOL #0AS5365 FNMA POOL #0AT2032 FNMA POOL #0AP2133 FNMA POOL #0AS5371 FNMA POOL #0AT2127 FNMA POOL #0AP7488 FNMA POOL #0AS5584 FNMA POOL #0AT2127 FNMA POOL #0AP7534 FNMA POOL #0AS5629 FNMA POOL #0AT2723 FNMA POOL #0AP7534 FNMA POOL #0AS5669 FNMA POOL #0AT2724 FNMA POOL #0AP8328 FNMA POOL #0AS5696 FNMA POOL #0AT2725 FNMA POOL #0AP8433 FNMA POOL #0AS5896 FNMA POOL #0AT2725 FNMA POOL #0AP9041 FNMA POOL #0AS6137 FNMA POOL #0AT4017 FNMA POOL #0AP9720 FNMA POOL #0AS6180 FNMA POOL #0AT4041 FNMA POOL #0AP9736 FNMA POOL #0AS6190 FNMA POOL #0AT4473 FNMA POOL #0AQ0512 FNMA POOL #0AS6190 FNMA POOL #0AT5989 FNMA POOL #0AQ0512 FNMA POOL #0AS6190 FNMA POOL #0AT5990 FNMA POOL #0AQ1260 FNMA POOL #0AS6198 FNMA POOL #0AT5993 FNMA POOL #0AQ1283 FNMA POOL #0AS6198 FNMA POOL #0AT7281 FNMA POOL #0AQ8132 FNMA POOL #0AS6262 FNMA POOL #0AT7591 FNMA POOL #0AQ8719 FNMA POOL #0AS6286 FNMA POOL #0AT7620 FNMA POOL #0AQ8719 FNMA POOL #0AS6386 FNMA POOL #0AU0801 FNMA POOL #0AQ9330 FNMA POOL #0AS6536 FNMA POOL #0AU1628 FNMA POOL #0AQ9697 FNMA POOL #0AS6923 FNMA POOL #0AU1628 FNMA POOL #0AR2626 FNMA POOL #0AS6994 FNMA POOL #0AU1628 FNMA POOL #0AR3746 FNMA POOL #0AS6994 FNMA POOL #0AU1629 FNMA POOL #0AR7214 FNMA POOL #0AS7043 FNMA POOL #0AU1661 FNMA POOL #0AS0016 FNMA POOL #0AS7402 FNMA POOL #0AU1661 FNMA POOL #0AS0016 FNMA POOL #0AS7414 FNMA POOL #0AU1803 FNMA POOL #0AS0017 FNMA POOL #0AS7463 FNMA POOL #0AU2158 FNMA POOL #0AS0037 FNMA POOL #0AS7568 FNMA POOL #0AU2619 FNMA POOL #0AS0038 FNMA POOL #0AS7736 FNMA POOL #0AU2661 FNMA POOL #0AS0044 FNMA POOL #0AS7796 FNMA POOL #0AU2807 FNMA POOL #0AS0518 FNMA POOL #0AS7877 FNMA POOL #0AU2926 FNMA POOL #0AS0560 FNMA POOL #0AS7908 FNMA POOL #0AU3353 FNMA POOL #0AS0560 FNMA POOL #0AS8246 FNMA POOL #0AU3735 FNMA POOL #0AS0575 FNMA POOL #0AS8251 FNMA POOL #0AU4229 FNMA POOL #0AS0795 FNMA POOL #0AS8409 FNMA POOL #0AU4421 FNMA POOL #0AS0830 FNMA POOL #0AS8424 FNMA POOL #0AU4647 FNMA POOL #0AS0909 FNMA POOL #0AS8437 FNMA POOL #0AU8537 FNMA POOL #0AS1097 FNMA POOL #0AS8438 FNMA POOL #0AU8740 FNMA POOL #0AS1557 FNMA POOL #0AS8483 FNMA POOL #0AU9553 FNMA POOL #0AS1585 FNMA POOL #0AS8511 FNMA POOL #0AV0662 FNMA POOL #0AS1587 FNMA POOL #0AS8554 FNMA POOL #0AV0688 FNMA POOL #0AS2130 FNMA POOL #0AS8585 FNMA POOL #0AV0691 FNMA POOL #0AS2329 FNMA POOL #0AS8739 FNMA POOL #0AV1419 FNMA POOL #0AS2703 FNMA POOL #0AS8811 FNMA POOL #0AV2348 FNMA POOL #0AS3009 FNMA POOL #0AS8823 FNMA POOL #0AV6103 FNMA POOL #0AS3183 FNMA POOL #0AS8862 FNMA POOL #0AV7087 FNMA POOL #0AS3216 FNMA POOL #0AS8982 FNMA POOL #0AV7157 FNMA POOL #0AS3258 FNMA POOL #0AS9314 FNMA POOL #0AV8146 FNMA POOL #0AS3338 FNMA POOL #0AS9322 FNMA POOL #0AV8869 FNMA POOL #0AS3465 FNMA POOL #0AS9487 FNMA POOL #0AW0278

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FNMA POOL #0AW0985 FNMA POOL #0BC4764 FNMA POOL #0FN0000 FNMA POOL #0AW2627 FNMA POOL #0BC4898 FNMA POOL #0FN0004 FNMA POOL #0AW2890 FNMA POOL #0BC5999 FNMA POOL #0MA0078 FNMA POOL #0AW3598 FNMA POOL #0BC6340 FNMA POOL #0MA0269 FNMA POOL #0AW5644 FNMA POOL #0BC6454 FNMA POOL #0MA0481 FNMA POOL #0AW8968 FNMA POOL #0BC7633 FNMA POOL #0MA0493 FNMA POOL #0AW9273 FNMA POOL #0BC8299 FNMA POOL #0MA0587 FNMA POOL #0AX0414 FNMA POOL #0BC9041 FNMA POOL #0MA0651 FNMA POOL #0AX2403 FNMA POOL #0BC9083 FNMA POOL #0MA0651 FNMA POOL #0AX2486 FNMA POOL #0BC9096 FNMA POOL #0MA0669 FNMA POOL #0AX2491 FNMA POOL #0BC9468 FNMA POOL #0MA0723 FNMA POOL #0AX4311 FNMA POOL #0BD1996 FNMA POOL #0MA0741 FNMA POOL #0AX4839 FNMA POOL #0BD2416 FNMA POOL #0MA0909 FNMA POOL #0AX4858 FNMA POOL #0BD2416 FNMA POOL #0MA0909 FNMA POOL #0AX7303 FNMA POOL #0BD2419 FNMA POOL #0MA0926 FNMA POOL #0AX7309 FNMA POOL #0BD2419 FNMA POOL #0MA0955 FNMA POOL #0AX7597 FNMA POOL #0BD2440 FNMA POOL #0MA1017 FNMA POOL #0AX7876 FNMA POOL #0BD5148 FNMA POOL #0MA1029 FNMA POOL #0AX9528 FNMA POOL #0BD5174 FNMA POOL #0MA1044 FNMA POOL #0AX9585 FNMA POOL #0BD5414 FNMA POOL #0MA1104 FNMA POOL #0AY0887 FNMA POOL #0BD5647 FNMA POOL #0MA1104 FNMA POOL #0AY3377 FNMA POOL #0BD5847 FNMA POOL #0MA1107 FNMA POOL #0AY3851 FNMA POOL #0BD6193 FNMA POOL #0MA1164 FNMA POOL #0AY4200 FNMA POOL #0BD7165 FNMA POOL #0MA1169 FNMA POOL #0AY6104 FNMA POOL #0BE0522 FNMA POOL #0MA1200 FNMA POOL #0AY7987 FNMA POOL #0BE2369 FNMA POOL #0MA1201 FNMA POOL #0AY8860 FNMA POOL #0BE3469 FNMA POOL #0MA1236 FNMA POOL #0AZ0862 FNMA POOL #0BE3631 FNMA POOL #0MA1246 FNMA POOL #0AZ2175 FNMA POOL #0BE4224 FNMA POOL #0MA1307 FNMA POOL #0AZ2275 FNMA POOL #0BE5229 FNMA POOL #0MA1401 FNMA POOL #0AZ2316 FNMA POOL #0BE5430 FNMA POOL #0MA1417 FNMA POOL #0AZ2670 FNMA POOL #0BE5553 FNMA POOL #0MA1424 FNMA POOL #0AZ3238 FNMA POOL #0BE5651 FNMA POOL #0MA1440 FNMA POOL #0AZ3926 FNMA POOL #0BE5790 FNMA POOL #0MA1446 FNMA POOL #0AZ4471 FNMA POOL #0BE6780 FNMA POOL #0MA1511 FNMA POOL #0AZ5686 FNMA POOL #0BE9113 FNMA POOL #0MA1575 FNMA POOL #0AZ5686 FNMA POOL #0BF0093 FNMA POOL #0MA1584 FNMA POOL #0AZ6158 FNMA POOL #0BH1140 FNMA POOL #0MA1608 FNMA POOL #0AZ7047 FNMA POOL #0BH2671 FNMA POOL #0MA1652 FNMA POOL #0AZ7336 FNMA POOL #0BH2671 FNMA POOL #0MA1706 FNMA POOL #0AZ7887 FNMA POOL #0BH5746 FNMA POOL #0MA1785 FNMA POOL #0BA2811 FNMA POOL #0BH5748 FNMA POOL #0MA2077 FNMA POOL #0BA4728 FNMA POOL #0BH6932 FNMA POOL #0MA2087 FNMA POOL #0BA6422 FNMA POOL #0BH6932 FNMA POOL #0MA2093 FNMA POOL #0BC0260 FNMA POOL #0BH6932 FNMA POOL #0MA2110 FNMA POOL #0BC0260 FNMA POOL #0BH7046 FNMA POOL #0MA2125 FNMA POOL #0BC0777 FNMA POOL #0BH7598 FNMA POOL #0MA2149 FNMA POOL #0BC0801 FNMA POOL #0BJ0616 FNMA POOL #0MA2287 FNMA POOL #0BC0885 FNMA POOL #0BJ0616 FNMA POOL #0MA2320 FNMA POOL #0BC1104 FNMA POOL #0BJ0632 FNMA POOL #0MA2321 FNMA POOL #0BC1128 FNMA POOL #0BJ0639 FNMA POOL #0MA2335 FNMA POOL #0BC1128 FNMA POOL #0BJ0652 FNMA POOL #0MA2336 FNMA POOL #0BC1141 FNMA POOL #0BJ2752 FNMA POOL #0MA2353 FNMA POOL #0BC1141 FNMA POOL #0BJ4435 FNMA POOL #0MA2371 FNMA POOL #0BC1883 FNMA POOL #0BJ9235 FNMA POOL #0MA2389 FNMA POOL #0BC2166 FNMA POOL #0BM1164 FNMA POOL #0MA2405 FNMA POOL #0BC4276 FNMA POOL #0BM1774 FNMA POOL #0MA2415 FNMA POOL #0BC4575 FNMA POOL #0BM2000 FNMA POOL #0MA2417 FNMA POOL #0BC4714 FNMA POOL #0BM3065 FNMA POOL #0MA2444

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FNMA POOL #0MA2446 FNMA POOL #0MA3183 FNMA GTD REMIC P/T 11-M5 A2 FNMA POOL #0MA2455 FNMA POOL #0MA3185 FNMA GTD REMIC P/T 12-117 DZ FNMA POOL #0MA2523 FNMA POOL #0MA3209 FNMA GTD REMIC P/T 12-118 DV FNMA POOL #0MA2542 FNMA POOL #0MA3211 FNMA GTD REMIC P/T 12-118 VB FNMA POOL #0MA2549 FNMA POOL #0MA3211 FNMA GTD REMIC P/T 12-134 FD FNMA POOL #0MA2643 FNMA POOL #0MA3211 FNMA GTD REMIC P/T 12-3 VB FNMA POOL #0MA2670 FNMA POOL #0MA3217 FNMA GTD REMIC P/T 12-41 BA FNMA POOL #0MA2670 FNMA POOL #0MA3217 FNMA GTD REMIC P/T 12-53 IO FNMA POOL #0MA2670 FNMA POOL #0MA3217 FNMA GTD REMIC P/T 12-80 EV FNMA POOL #0MA2671 FNMA POOL #0MA3217 FNMA GTD REMIC P/T 12-93 TY FNMA POOL #0MA2672 FNMA POOL #0MA3238 FNMA GTD REMIC P/T 12-M5 A2 FNMA POOL #0MA2692 FNMA POOL #0MA3243 FNMA GTD REMIC P/T 13-14 NG FNMA POOL #0MA2705 FNMA POOL #0MA3246 FNMA GTD REMIC P/T 13-18 CY FNMA POOL #0MA2737 FNMA POOL #0MA3276 FNMA GTD REMIC P/T 13-88 CA FNMA POOL #0MA2737 FNMA POOL #0MA3276 FNMA GTD REMIC P/T 14-33 AH FNMA POOL #0MA2771 FNMA POOL #0MA3277 FNMA GTD REMIC P/T 14-91 PB FNMA POOL #0MA2803 FNMA POOL #0MA3279 FNMA GTD REMIC P/T 14-M11 1A FNMA POOL #0MA2806 FNMA POOL #0MA3280 FNMA GTD REMIC P/T 14-M3 AB2 FNMA POOL #0MA2828 FNMA POOL #0MA3305 FNMA GTD REMIC P/T 14-M3 AB2 FNMA POOL #0MA2828 FNMA POOL #0MA3306 FNMA GTD REMIC P/T 15-12 PC FNMA POOL #0MA2828 FNMA POOL #0MA3306 FNMA GTD REMIC P/T 15-3 AY FNMA POOL #0MA2833 FNMA POOL #0MA3310 FNMA GTD REMIC P/T 15-M1 A2 FNMA POOL #0MA2854 FNMA POOL #0MA3339 FNMA GTD REMIC P/T 15-M17 FA FNMA POOL #0MA2863 FNMA POOL #0MA3358 FNMA GTD REMIC P/T 15-M8 AB2 FNMA POOL #0MA2864 FNMA POOL #0MA3361 FNMA GTD REMIC P/T 16-M3 ASQ2 FNMA POOL #0MA2868 FNMA GTD REMIC P/T FNMA GTD REMIC P/T 16-M6 A2 FNMA POOL #0MA2873 FNMA GTD REMIC P/T FNMA GTD REMIC P/T 17-M2 A2 FNMA POOL #0MA2897 FNMA GTD REMIC P/T FNMA GTD REMIC P/T 17-M5 FA FNMA POOL #0MA2903 FNMA GTD REMIC P/T FNMA GTD REMIC P/T 17-M9 F FNMA POOL #0MA2906 FNMA GTD REMIC P/T 01/25/2043 FNMA GTD REMIC P/T 17-T1 A FNMA POOL #0MA2909 FNMA GTD REMIC P/T 01-11 L FNMA GTD REMIC P/T 18-M1 A2 FNMA POOL #0MA2911 FNMA GTD REMIC P/T 01-T1 A1 FNMA GTD REMIC P/T 2010-98 BH FNMA POOL #0MA2914 FNMA GTD REMIC P/T 02-W1 3B4 FNMA GTD REMIC P/T 2014-M1 A2 FNMA POOL #0MA2920 FNMA GTD REMIC P/T 02-W6 3B3 FNMA GTD REMIC P/T 99-T2 A1 FNMA POOL #0MA2921 FNMA GTD REMIC P/T 03-T4 2A5 FOGO DE CHAO 3/18 COV-LITE TL FNMA POOL #0MA2922 FNMA GTD REMIC P/T 03-W10 1A4 FOGO DE CHAO 3/18 COV-LITE TL FNMA POOL #0MA2923 FNMA GTD REMIC P/T 03-W10 2B5 FONAR CORP FNMA POOL #0MA2929 FNMA GTD REMIC P/T 03-W15 2A7 FONAR CORP FNMA POOL #0MA2930 FNMA GTD REMIC P/T 04-70 EB FORBO HOLDING AG FNMA POOL #0MA2956 FNMA GTD REMIC P/T 04-T2 1A3 FORD CREDIT AUTO LEASE T A FNMA POOL #0MA2960 FNMA GTD REMIC P/T 04-T3 1A1 A2A FNMA POOL #0MA2961 FNMA GTD REMIC P/T 04-W11 1A2 FORD CREDIT AUTO LEASE TR A FNMA POOL #0MA2964 FNMA GTD REMIC P/T 04-W8 3A A1 FNMA POOL #0MA2964 FNMA GTD REMIC P/T 04-W9 2A1 FORD CREDIT AUTO LEASE TR A FNMA POOL #0MA2996 FNMA GTD REMIC P/T 04-W9 2A1 A4 FNMA POOL #0MA3024 FNMA GTD REMIC P/T 05-29 WC FORD CREDIT AUTO OWNE 1 A FNMA POOL #0MA3027 FNMA GTD REMIC P/T 05-W1 1A2 144A FNMA POOL #0MA3029 FNMA GTD REMIC P/T 05-W2 A8 FORD CREDIT AUTO OWNE 2 A FNMA POOL #0MA3057 FNMA GTD REMIC P/T 06-22 CE 144A FNMA POOL #0MA3059 FNMA GTD REMIC P/T 09-39 LB FORD CREDIT AUTO OWNER T A FNMA POOL #0MA3077 FNMA GTD REMIC P/T 09-71 MB A2A FNMA POOL #0MA3078 FNMA GTD REMIC P/T 09-76 HA FORD CREDIT AUTO OWNER T A FNMA POOL #0MA3088 FNMA GTD REMIC P/T 09-96 DB A2A FNMA POOL #0MA3100 FNMA GTD REMIC P/T 09-96 DB FORD CREDIT AUTO OWNER T C FNMA POOL #0MA3120 FNMA GTD REMIC P/T 09-W1 A A2A FNMA POOL #0MA3120 FNMA GTD REMIC P/T 10-141 MD FORD CREDIT AUTO OWNER T C FNMA POOL #0MA3120 FNMA GTD REMIC P/T 10-60 D A2A FNMA POOL #0MA3128 FNMA GTD REMIC P/T 10-79 AY FORD CREDIT AUTO OWNER TR A FNMA POOL #0MA3181 FNMA GTD REMIC P/T 11-109 PK A3

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FORD CREDIT AUTO OWNER TR A FORD MOTOR CREDIT CO LLC FRANKLIN FINANCIAL NETWORK A3 FORD MOTOR CREDIT CO LLC INC FORD CREDIT AUTO OWNER TR A FORD MOTOR CREDIT CO LLC FRANKLIN FINANCIAL NETWORK A4 FORD MOTOR CREDIT CO LLC INC FORD CREDIT AUTO OWNER TR A FORD MOTOR CREDIT CO LLC FRANKLIN RESOURCES INC A4 FORD MOTOR CREDIT CO LLC FRANKLIN RESOURCES INC FORD CREDIT AUTO OWNER TR A FORD MOTOR CREDIT CO LLC FRANKLIN RESOURCES INC A4 FORD MOTOR CREDIT CO LLC FRANKLIN RESOURCES INC FORD CREDIT AUTO OWNER TR B FORD MOTOR CREDIT CO LLC FRANKLIN RESOURCES INC A3 FORD MOTOR CREDIT CO LLC FRANKLIN RESOURCES INC FORD CREDIT AUTO OWNER TR B FORD MOTOR CREDIT CO LLC FRANKLIN RESOURCES INC A3 FORD MOTOR CREDIT CO LLC FREDDIE MAC STRUC SPI2 M2 FORD CREDIT AUTO OWNER TR B FORD MOTOR CREDIT CO LLC 144A A3 FORD MOTOR CREDIT CO LLC FREDDIE MAC STRUCTURED DNA1 FORD CREDIT AUTO OWNER TR C FORD MOTOR CREDIT CO LLC M2 A3 FORD MOTOR CREDIT CO LLC FREDDIE MAC STRUCTURED DNA1 FORD CREDIT AUTO OWNER TR C FORD MOTOR CREDIT CO LLC M2 A3 FORD MOTOR CREDIT CO LLC FREDDIE MAC STRUCTURED DNA2 FORD CREDIT AUTO OWNER TR C FORTERRA INC M2 A4 FORTERRA PLC FREDDIE MAC STRUCTURED DNA2 FORD CREDIT AUTO OWNER TR C FORTIS INC/CANADA M2 A4 FORTIVE CORP FREDDIE MAC STRUCTURED DNA3 FORD CREDIT AUTO OWNER TRU FORTIVE CORP M2 B B FORTIVE CORP FREDDIE MAC STRUCTURED DNA3 FORD CREDIT AUTO OWNER TRU FORTIVE CORP M2 C B FORTRESS CREDIT OP 6A A1T 144A FREDDIE MAC STRUCTURED DNA3 FORD CREDIT FLOORPLAN MAS 1 FORTRESS CREDIT OPPO 6A D M2 A2 144A FREDDIE MAC STRUCTURED HQ1 FORD CREDIT FLOORPLAN MAS 4 FORTRESS INVESTMENT 6/17 TLB M2 A1 FORTUNE BRANDS HOME & FREDDIE MAC STRUCTURED HQ2 FORD CREDIT FLOORPLAN MAST 2 SECURITY M2 A FORTUNE BRANDS HOME & FREDDIE MAC STRUCTURED HQA1 FORD MOTOR CO SECURITY M2 FORD MOTOR CO FORTUNE BRANDS HOME & FREDDIE MAC STRUCTURED HQA1 FORD MOTOR CO SECURITY M2 FORD MOTOR CO FORTUNE BRANDS HOME & FREDDIE MAC STRUCTURED HQA1 FORD MOTOR CO SECURITY M2 FORD MOTOR CO FORTUNE BRANDS HOME & FREDDIE MAC STRUCTURED HQA2 FORD MOTOR CO SECURITY M2 FORD MOTOR CO FORTUNE BRANDS HOME & FREDDIE MAC STRUCTURED HQA2 FORD MOTOR CO SECURITY M2 FORD MOTOR CO FOUNDATION BUILDING FREDDIE MAC STRUCTURED HQA3 FORD MOTOR CO MATERIALS M2 FORD MOTOR CO FOUNDATION FINANCE T 1A A FREEPORT-MCMORAN INC FORD MOTOR CO 144A FREIGHTCAR AMERICA INC FORD MOTOR CREDIT CO LLC FOUNDATION MEDICINE INC FREIGHTCAR AMERICA INC FORD MOTOR CREDIT CO LLC FOUNDATION MEDICINE INC FREIGHTCAR AMERICA INC FORD MOTOR CREDIT CO LLC FOUNDATION MEDICINE INC FREMF 2012-K19 MORT K19 C 144A FORD MOTOR CREDIT CO LLC FOUNDATION MEDICINE INC FREMF 2012-K708 MO K708 B 144A FORD MOTOR CREDIT CO LLC FOUR TIMES SQUARE T 4TS A 144A FREMF 2012-K708 MO K708 B 144A FORD MOTOR CREDIT CO LLC FOURSIGHT CAPITAL AU 1 A3 144A FREMF 2013-K712 MO K712 B 144A FORD MOTOR CREDIT CO LLC FOX FACTORY HOLDING CORP FREMF 2013-K712 MO K712 C 144A FORD MOTOR CREDIT CO LLC FOX FACTORY HOLDING CORP FREMF 2013-K713 MO K713 B 144A FORD MOTOR CREDIT CO LLC FOX FACTORY HOLDING CORP FREMF 2013-K713 MO K713 C 144A FORD MOTOR CREDIT CO LLC FRANKLIN FINANCIAL NETWORK FREMF 2015-K45 MORT K45 B 144A FORD MOTOR CREDIT CO LLC INC FREMF 2015-K46 MORT K46 C 144A FORD MOTOR CREDIT CO LLC FRANKLIN FINANCIAL NETWORK FREMF 2015-K47 MORT K47 C 144A FORD MOTOR CREDIT CO LLC INC FREMF 2015-K50 MORT K50 B 144A FORD MOTOR CREDIT CO LLC FREMF 2015-K50 MORT K50 B 144A

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FREMF 2015-K50 MORT K50 C 144A FS INVESTMENT CORP GAHR COMMERCIAL NRF AFL1 FREMF 2015-K51 MORT K51 B 144A FS INVESTMENT CORP 144A FREMF 2016-K52 MORT K52 C 144A F-TECH INC GAIN CAPITAL HOLDINGS INC FREMF 2016-K52 MORT K52 C 144A FU YU CORP LTD GAIN CAPITAL HOLDINGS INC FREMF 2016-K53 MORT K53 C 144A FUJI PHARMA CO LTD GAIN CAPITAL HOLDINGS INC FREMF 2016-K53 MORT K53 C 144A FUJIFILM HOLDINGS CORP GAIN CAPITAL HOLDINGS INC FREMF 2016-K55 MORT K55 C 144A FUJIFILM HOLDINGS CORP GALAXY ENTERTAINMENT FREMF 2016-K55 MORT K55 C 144A FUJIFILM HOLDINGS CORP GROUP LTD FREMF 2016-K55 MORT K55 C 144A FUJIFILM HOLDINGS CORP GALAXY ENTERTAINMENT FREMF 2017-K056 MOR K65 B 144A FUJIKURA KASEI CO LTD GROUP LTD FREMF MORTGAGE TRU K709 C FUJISHOJI CO LTD GALAXY ENTERTAINMENT 144A FUKOKU CO LTD GROUP LTD FREMONT HOME LOAN TRUST 2 B FUKUDA DENSHI CO LTD GALAXY ENTERTAINMENT M4 FUKUOKA FINANCIAL GROUP INC GROUP LTD FRENCH REPUBLIC GOVERNMEN FUKUOKA FINANCIAL GROUP INC GALENICA AG 144A FUKUOKA FINANCIAL GROUP INC GALENICA AG FRENCH REPUBLIC GOVERNMEN FUKUOKA FINANCIAL GROUP INC GALENICA AG REGS FULTON FINANCIAL CORP GALENICA AG FRENCH REPUBLIC GOVERNMEN FULTON FINANCIAL CORP GALTON FUNDING MORT 1 A21 REGS FULTON FINANCIAL CORP 144A FRENCH REPUBLIC GOVERNMEN FULTON FINANCIAL CORP GALTON FUNDING MORT 1 A43 REGS FULTON FINANCIAL CORP 144A FRENCH REPUBLIC GOVERNMEN FUNKO INC GAM HOLDING AG REGS FUSION TELECOMMUNICATIONS GAMCO INVESTORS INC FRENCH REPUBLIC GOVERNMEN 5/18 GAMCO INVESTORS INC REGS FUSION TELECOMMUNICATIONS GAMES WORKSHOP GROUP PLC FRENCH REPUBLIC GOVERNMEN 5/18 GARDA WORLD SECURITY CORP REGS FUSO PHARMACEUTICAL 144A FRENCH REPUBLIC GOVERNMEN INDUSTRIES GARDNER DENVER 8/17 (USD) REGS FUYAO GLASS INDUSTRY GROUP GARRISON FUNDING 2 2A A1T FRENCH REPUBLIC GOVERNMEN CO 144A REGS FUYAO GLASS INDUSTRY GROUP GARRISON FUNDING 201 2A C 144A FRENCH REPUBLIC GOVERNMEN CO GATES GLOBAL 11/17 (USD) REGS FXI HOLDINGS INC 144A GATEWAY CASINOS 2/18 (USD) FRESB 2015-SB9 MORTGAGE SB9 G1 THERAPEUTICS INC TLB A5 G1 THERAPEUTICS INC GATX CORP FRESB 2016-SB14 MORT SB14 A10F G1 THERAPEUTICS INC GATX CORP FRESB 2017-SB26 MORTG SB26 A5H G1 THERAPEUTICS INC GCI LLC FRESB 2017-SB27 MORT SB27 A10F G5 ENTERTAINMENT AB GCP APPLIED TECHNOLOGIES FRESB 2017-SB29 MORT SB29 A10F GABON GOVERNMENT INTERNAT 144A FRESB 2017-SB29 MORTG SB29 A5H 144A GCP APPLIED TECHNOLOGIES FRESB 2017-SB30 MORT SB30 A10F GABON GOVERNMENT INTERNAT 144A FRESB 2017-SB30 MORTG SB30 A5H 144A GCP APPLIED TECHNOLOGIES INC FRESB 2017-SB36 MORT SB36 A10H GABON GOVERNMENT INTERNAT GCP APPLIED TECHNOLOGIES INC FRESB 2017-SB37 MORT SB37 A10F 144A GE CAPITAL CREDIT CARD MAS 7 FRESB 2018-SB45 MORTG SB45 A5H GABON GOVERNMENT INTERNAT A FRESB 2018-SB46 MORT SB46 A10F REGS GE CAPITAL INTERNATIONAL FRESB 2018-SB46 MORTG SB46 A5H GABON GOVERNMENT INTERNAT FUNDI FRESB 2018-SB48 MORT SB48 A10F REGS GE CAPITAL INTERNATIONAL FRESB 2018-SB48 MORT SB48 A10H GABON GOVERNMENT INTERNAT FUNDI FRESB 2018-SB49 MORT SB49 A10H REGS GE CAPITAL INTERNATIONAL FRESB 2018-SB50 MORT SB50 A10H GABS 114A AELTUS CBO FUNDI FRESH MARKET INC/THE 144A GAHR COMMERCIAL M NRF EFX GE CAPITAL INTERNATIONAL FRESH MARKET INC/THE 144A 144A FUNDI FRONTERA GENERATION 4/18 TLB GAHR COMMERCIAL M NRF FFX GE CAPITAL INTERNATIONAL FRP HOLDINGS INC 144A FUNDI FRP HOLDINGS INC GAHR COMMERCIAL M NRF GFX GE CAPITAL INTERNATIONAL FRP HOLDINGS INC 144A FUNDI FS INVESTMENT CORP

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GE CAPITAL INTERNATIONAL GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO FUNDI GENERAL ELECTRIC CO IN GE CAPITAL INTERNATIONAL GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO FUNDI GENERAL ELECTRIC CO IN GE CAPITAL INTERNATIONAL GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO FUNDI GENERAL ELECTRIC CO IN GE CAPITAL INTERNATIONAL GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO FUNDI GENERAL ELECTRIC CO IN GE CAPITAL INTERNATIONAL GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO FUNDI GENERAL ELECTRIC CO IN GE CAPITAL MORTGAGE FUN HE3 GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO A5 GENERAL ELECTRIC CO IN GEBERIT AG GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO GEBERIT AG GENERAL ELECTRIC CO IN GEBERIT AG GENERAL MILLS INC GENERAL MOTORS FINANCIAL CO GEBERIT AG GENERAL MILLS INC IN GEBERIT AG GENERAL MILLS INC GENERAL MOTORS FINANCIAL CO GEELY AUTOMOBILE HOLDINGS GENERAL MILLS INC IN LTD GENERAL MILLS INC GENERAL MOTORS FINANCIAL CO GEELY AUTOMOBILE HOLDINGS GENERAL MILLS INC IN LTD GENERAL MILLS INC GENERAL MOTORS FINANCIAL CO GENERAC HOLDINGS INC GENERAL MILLS INC IN GENERAC HOLDINGS INC GENERAL MILLS INC GENERAL MOTORS FINANCIAL CO GENERAL DYNAMICS CORP GENERAL MOTORS CO IN GENERAL DYNAMICS CORP GENERAL MOTORS CO GENERAL MOTORS FINANCIAL CO GENERAL DYNAMICS CORP GENERAL MOTORS CO IN GENERAL DYNAMICS CORP GENERAL MOTORS CO GENEX SERVICES 3/18 TLB GENERAL DYNAMICS CORP GENERAL MOTORS CO GENEX SERVICES 3/18 TLB GENERAL DYNAMICS CORP GENERAL MOTORS CO GENMARK DIAGNOSTICS INC GENERAL DYNAMICS CORP GENERAL MOTORS CO GENMARK DIAGNOSTICS INC GENERAL DYNAMICS CORP GENERAL MOTORS CO GENOA HEALTHCARE 8/17 TL GENERAL DYNAMICS CORP GENERAL MOTORS CO GENOA HEALTHCARE 8/17 TL GENERAL DYNAMICS CORP GENERAL MOTORS CO GENOMIC HEALTH INC GENERAL DYNAMICS CORP GENERAL MOTORS CO GENOMIC HEALTH INC GENERAL DYNAMICS CORP GENERAL MOTORS CO GENOMMA LAB INTERNACIONAL GENERAL DYNAMICS CORP GENERAL MOTORS CO SAB GENERAL ELECTRIC CO GENERAL MOTORS CO GENTERA SAB DE CV GENERAL ELECTRIC CO GENERAL MOTORS CO GENTEX CORP GENERAL ELECTRIC CO GENERAL MOTORS CO GENTEX CORP GENERAL ELECTRIC CO GENERAL MOTORS CO GENTEX CORP GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO GENTHERM INC GENERAL ELECTRIC CO IN GENTHERM INC GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO GENTHERM INC GENERAL ELECTRIC CO IN GENTHERM INC GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO GENTING BHD GENERAL ELECTRIC CO IN GENTING MALAYSIA BHD GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO GENTING MALAYSIA BHD GENERAL ELECTRIC CO IN GENTING MALAYSIA BHD GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO GENTING SINGAPORE LTD GENERAL ELECTRIC CO IN GENTING SINGAPORE LTD GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO GENTING SINGAPORE LTD GENERAL ELECTRIC CO IN GENTIVA HEALTH SERVICES/ GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO GENTIVA HEALTH SERVICES/ GENERAL ELECTRIC CO IN GENTIVA HEALTH SERVICES/ GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO GENTIVA HEALTH SERVICES/ GENERAL ELECTRIC CO IN GENUINE FINANCIAL/HIRERIGHT GENERAL ELECTRIC CO GENERAL MOTORS FINANCIAL CO GENUINE FINANCIAL/HIRERIGHT GENERAL ELECTRIC CO IN GEO GROUP INC/THE GENERAL ELECTRIC CO GEORG FISCHER AG

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GEORG FISCHER AG GILEAD SCIENCES INC GM FINANCIAL AUTOMOBILE L 2 GEORG FISCHER AG GILEAD SCIENCES INC A3 GEORGETOWN UNIVERSITY/THE GILEAD SCIENCES INC GM FINANCIAL AUTOMOBILE L 2 GEORGIA CAPITAL JSC 144A GILEAD SCIENCES INC A3 GEORGIA CAPITAL PLC GILEAD SCIENCES INC GM FINANCIAL AUTOMOBILE L 2 GEORGIA POWER CO GILEAD SCIENCES INC A3 GEORGIA POWER CO GILEAD SCIENCES INC GM FINANCIAL AUTOMOBILE L 3 GEORGIA POWER CO GILEAD SCIENCES INC A3 GEORGIA POWER CO GILEAD SCIENCES INC GM FINANCIAL CONSU 1A A2A GEORGIA POWER CO GIVAUDAN SA 144A GEORGIA POWER CO GIVAUDAN SA GM FINANCIAL CONSU 2A A2A GEORGIA ST GIVAUDAN SA 144A GEORGIA ST GIVAUDAN SA GM FINANCIAL CONSUMER AUT 1 GEORGIAN OIL AND GAS CORP GIVAUDAN SA A4 144A GIVAUDAN SA GM FINANCIAL CONSUMER AUT 2 GEORGIA-PACIFIC LLC GIVAUDAN SA A1 GEORGIA-PACIFIC LLC GIVE & GO 8/17 COV-LITE TL GMAC COML 1997-C2 CL H 144A GERMAN AMERICAN BANCORP GIVE & GO 8/17 COV-LITE TL GMAC COMMERCIAL MORTGAGE INC GL LTD C2I K GERMAN AMERICAN BANCORP GLACIER BANCORP INC GMACM MORTGAGE LOAN TR INC GLACIER BANCORP INC AR1 22A GERMAN AMERICAN BANCORP GLACIER BANCORP INC GMACM MORTGAGE LOAN TRU INC GLACIER BANCORP INC AR2 4A GERRESHEIMER AG GLAUKOS CORP GMF FLOORPLAN OWNER 2 A1 GERRESHEIMER AG GLAUKOS CORP 144A GERRESHEIMER AG GLAUKOS CORP GN STORE NORD A/S GESCO AG GLAXOSMITHKLINE PLC GN STORE NORD A/S GESTAMP AUTOMOCION SA GLAXOSMITHKLINE PLC GNMA POOL #0271730 GET NICE HOLDINGS LTD GLAXOSMITHKLINE PLC GNMA POOL #0274845 GETINGE AB GLENCORE CANADA CORP GNMA POOL #0278752 GETINGE AB GLENCORE FINANCE EUROPE L GNMA POOL #0291118 GF SECURITIES CO LTD REGS GNMA POOL #0299710 GF SECURITIES CO LTD GLOBAL BLOOD THERAPEUTICS GNMA POOL #0304488 GFI GROUP INC INC GNMA POOL #0317081 GFI GROUP INC GLOBAL BLOOD THERAPEUTICS GNMA POOL #0319280 GFL ENVIRONMENTAL 5/18 COV- INC GNMA POOL #0326446 GFL ENVIRONMENTAL 5/18 COV- GLOBAL HEALTHCARE GNMA POOL #0326843 GHANA GOVERNMENT INTERNAT EXCHANGE GNMA POOL #0330530 144A GLOBAL TEL LINK 5/13 2ND LIEN GNMA POOL #0333352 GHANA GOVERNMENT INTERNAT GLOBAL TEL LINK 5/13 COV-LT TL GNMA POOL #0341673 REGS GLOBAL TEL LINK 5/13 COV-LT TL GNMA POOL #0343613 GHANA GOVERNMENT INTERNAT GLOBALLOGIC 1/18 TLB GNMA POOL #0344202 REGS GLOBALLOGIC 1/18 TLB GNMA POOL #0345885 GIANT MANUFACTURING CO LTD GLOBE UNION INDUSTRIAL CORP GNMA POOL #0351170 GIBRALTAR INDUSTRIES INC GLOBERIDE INC GNMA POOL #0351408 GIBRALTAR INDUSTRIES INC GLOBUS MEDICAL INC GNMA POOL #0352050 GIBRALTAR INDUSTRIES INC GLOBUS MEDICAL INC GNMA POOL #0357737 GIBRALTAR INDUSTRIES INC GLOBUS MEDICAL INC GNMA POOL #0361382 G-III APPAREL 10/16 TLB GLORY LTD GNMA POOL #0362222 G-III APPAREL 10/16 TLB GLORY LTD GNMA POOL #0365526 GILEAD SCIENCES INC GLUSKIN SHEFF + ASSOCIATES GNMA POOL #0367096 GILEAD SCIENCES INC INC GNMA POOL #0369368 GILEAD SCIENCES INC GM FINANCIAL AUTOMOBILE 1 GNMA POOL #0373730 GILEAD SCIENCES INC A2A GNMA POOL #0385503 GILEAD SCIENCES INC GM FINANCIAL AUTOMOBILE L 1 GNMA POOL #0386561 GILEAD SCIENCES INC A3 GNMA POOL #0386697 GILEAD SCIENCES INC GM FINANCIAL AUTOMOBILE L 1 GNMA POOL #0391574 GILEAD SCIENCES INC A4 GNMA POOL #0393292 GILEAD SCIENCES INC GNMA POOL #0400438

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GNMA POOL #0401189 GNMA POOL #0564458 GNMA POOL #0690910 GNMA POOL #0408329 GNMA POOL #0565159 GNMA POOL #0692606 GNMA POOL #0410207 GNMA POOL #0571334 GNMA POOL #0697848 GNMA POOL #0419161 GNMA POOL #0572841 GNMA POOL #0698236 GNMA POOL #0421117 GNMA POOL #0575915 GNMA POOL #0702046 GNMA POOL #0421539 GNMA POOL #0576003 GNMA POOL #0704506 GNMA POOL #0422071 GNMA POOL #0576498 GNMA POOL #0704575 GNMA POOL #0423788 GNMA POOL #0579509 GNMA POOL #0713333 GNMA POOL #0426136 GNMA POOL #0581434 GNMA POOL #0719242 GNMA POOL #0427830 GNMA POOL #0584146 GNMA POOL #0720075 GNMA POOL #0429778 GNMA POOL #0584434 GNMA POOL #0720209 GNMA POOL #0430886 GNMA POOL #0587282 GNMA POOL #0721227 GNMA POOL #0431661 GNMA POOL #0588181 GNMA POOL #0723234 GNMA POOL #0431662 GNMA POOL #0588206 GNMA POOL #0723354 GNMA POOL #0432702 GNMA POOL #0591738 GNMA POOL #0726139 GNMA POOL #0433309 GNMA POOL #0591845 GNMA POOL #0729349 GNMA POOL #0433333 GNMA POOL #0592266 GNMA POOL #0733673 GNMA POOL #0433820 GNMA POOL #0595818 GNMA POOL #0733871 GNMA POOL #0435971 GNMA POOL #0596729 GNMA POOL #0734425 GNMA POOL #0436472 GNMA POOL #0598138 GNMA POOL #0736663 GNMA POOL #0436491 GNMA POOL #0598680 GNMA POOL #0737423 GNMA POOL #0436735 GNMA POOL #0600022 GNMA POOL #0737942 GNMA POOL #0437117 GNMA POOL #0602794 GNMA POOL #0738111 GNMA POOL #0442018 GNMA POOL #0604141 GNMA POOL #0748525 GNMA POOL #0442121 GNMA POOL #0604661 GNMA POOL #0750223 GNMA POOL #0442132 GNMA POOL #0607122 GNMA POOL #0758905 GNMA POOL #0442188 GNMA POOL #0607635 GNMA POOL #0767167 GNMA POOL #0442189 GNMA POOL #0610850 GNMA POOL #0767301 GNMA POOL #0442263 GNMA POOL #0612233 GNMA POOL #0771242 GNMA POOL #0445387 GNMA POOL #0613820 GNMA POOL #0771242 GNMA POOL #0447745 GNMA POOL #0614191 GNMA POOL #0776879 GNMA POOL #0463811 GNMA POOL #0615583 GNMA POOL #0777254 GNMA POOL #0465217 GNMA POOL #0615869 GNMA POOL #0778577 GNMA POOL #0470221 GNMA POOL #0616011 GNMA POOL #0778793 GNMA POOL #0472961 GNMA POOL #0616361 GNMA POOL #0779084 GNMA POOL #0473656 GNMA POOL #0616980 GNMA POOL #0779242 GNMA POOL #0477481 GNMA POOL #0617150 GNMA POOL #0779704 GNMA POOL #0485795 GNMA POOL #0617647 GNMA POOL #0780041 GNMA POOL #0486793 GNMA POOL #0618886 GNMA POOL #0780082 GNMA POOL #0500269 GNMA POOL #0619187 GNMA POOL #0780453 GNMA POOL #0503436 GNMA POOL #0622122 GNMA POOL #0780589 GNMA POOL #0503460 GNMA POOL #0623352 GNMA POOL #0781148 GNMA POOL #0505564 GNMA POOL #0626066 GNMA POOL #0781690 GNMA POOL #0520056 GNMA POOL #0630106 GNMA POOL #0781746 GNMA POOL #0536310 GNMA POOL #0634828 GNMA POOL #0781829 GNMA POOL #0537417 GNMA POOL #0638234 GNMA POOL #0781905 GNMA POOL #0542997 GNMA POOL #0639909 GNMA POOL #0781961 GNMA POOL #0549559 GNMA POOL #0642501 GNMA POOL #0782049 GNMA POOL #0550727 GNMA POOL #0643349 GNMA POOL #0782562 GNMA POOL #0551757 GNMA POOL #0644789 GNMA POOL #0782562 GNMA POOL #0552245 GNMA POOL #0646729 GNMA POOL #0782631 GNMA POOL #0552706 GNMA POOL #0648601 GNMA POOL #0783292 GNMA POOL #0552890 GNMA POOL #0652555 GNMA POOL #0783403 GNMA POOL #0553057 GNMA POOL #0652746 GNMA POOL #0794603 GNMA POOL #0553167 GNMA POOL #0659695 GNMA POOL #0AA2672 GNMA POOL #0554233 GNMA POOL #0669020 GNMA POOL #0AA3000 GNMA POOL #0555704 GNMA POOL #0672628 GNMA POOL #0AA8341 GNMA POOL #0557306 GNMA POOL #0684206 GNMA POOL #0AA8385 GNMA POOL #0561383 GNMA POOL #0687719 GNMA POOL #0AB2891

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GNMA POOL #0AB9060 GNMA GTD REMIC P/T 12-131 A GNMA GTD REMIC P/T 14-88 AH GNMA POOL #0AC3661 GNMA GTD REMIC P/T 12-135 AB GNMA GTD REMIC P/T 14-H04 FA GNMA POOL #0AC3938 GNMA GTD REMIC P/T 12-135 AC GNMA GTD REMIC P/T 14-H05 FB GNMA POOL #0AD1621 GNMA GTD REMIC P/T 12-147 AD GNMA GTD REMIC P/T 14-H06 HB GNMA POOL #0AD1699 GNMA GTD REMIC P/T 12-2 AB GNMA GTD REMIC P/T 14-H19 FE GNMA POOL #0AE0391 GNMA GTD REMIC P/T 12-43 VB GNMA GTD REMIC P/T 14-H22 FC GNMA POOL #0AE6953 GNMA GTD REMIC P/T 12-46 AB GNMA GTD REMIC P/T 15-101 AE GNMA POOL #0AF5843 GNMA GTD REMIC P/T 12-46 AE GNMA GTD REMIC P/T 15-101 AE GNMA POOL #0AG7484 GNMA GTD REMIC P/T 12-70 AB GNMA GTD REMIC P/T 15-125 AB GNMA POOL #0AG7484 GNMA GTD REMIC P/T 12-79 A GNMA GTD REMIC P/T 15-128 AJ GNMA POOL #0AK0616 GNMA GTD REMIC P/T 12-79 A GNMA GTD REMIC P/T 15-140 AC GNMA POOL #0AL5058 GNMA GTD REMIC P/T 12-91 AI GNMA GTD REMIC P/T 15-160 MU GNMA POOL #0AL5911 GNMA GTD REMIC P/T 12-H20 BA GNMA GTD REMIC P/T 15-171 BD GNMA POOL #0AL5912 GNMA GTD REMIC P/T 12-H23 SA GNMA GTD REMIC P/T 15-41 C GNMA POOL #0AN4450 GNMA GTD REMIC P/T 12-H23 WA GNMA GTD REMIC P/T 15-48 MB GNMA POOL #0AN5721 GNMA GTD REMIC P/T 12-H24 FC GNMA GTD REMIC P/T 15-73 ME GNMA POOL #0AO3581 GNMA GTD REMIC P/T 12-H27 FA GNMA GTD REMIC P/T 15-H05 FC GNMA POOL #0AQ0567 GNMA GTD REMIC P/T 12-H29 SA GNMA GTD REMIC P/T 15-H20 FA GNMA POOL #0AT2378 GNMA GTD REMIC P/T 13-139 A GNMA GTD REMIC P/T 15-H23 TA GNMA POOL #0AT7484 GNMA GTD REMIC P/T 13-150 VQ GNMA GTD REMIC P/T 15-H26 FA GNMA POOL #0AX2580 GNMA GTD REMIC P/T 13-175 BA GNMA GTD REMIC P/T 15-H26 FG GNMA POOL #0AY3728 GNMA GTD REMIC P/T 13-176 AB GNMA GTD REMIC P/T 15-H30 FD GNMA POOL #0AY5225 GNMA GTD REMIC P/T 13-29 AB GNMA GTD REMIC P/T 15-H30 FE GNMA POOL #0BA2744 GNMA GTD REMIC P/T 13-29 AC GNMA GTD REMIC P/T 16-125 HA GNMA GTD REMIC P/T 01-16 Z GNMA GTD REMIC P/T 13-32 B GNMA GTD REMIC P/T 16-136 AV GNMA GTD REMIC P/T 04-88 MG GNMA GTD REMIC P/T 13-33 A GNMA GTD REMIC P/T 16-136 AV GNMA GTD REMIC P/T 07-35 NE GNMA GTD REMIC P/T 13-33 A GNMA GTD REMIC P/T 16-98 VA GNMA GTD REMIC P/T 07-69 D GNMA GTD REMIC P/T 13-33 A GNMA GTD REMIC P/T 16-98 VA GNMA GTD REMIC P/T 08-66 UM GNMA GTD REMIC P/T 13-35 AB GNMA GTD REMIC P/T 16-98 VA GNMA GTD REMIC P/T 09-105 C GNMA GTD REMIC P/T 13-35 AB GNMA GTD REMIC P/T 16-H23 F GNMA GTD REMIC P/T 09-108 WG GNMA GTD REMIC P/T 13-40 AF GNMA GTD REMIC P/T 17-106 AE GNMA GTD REMIC P/T 09-3 C GNMA GTD REMIC P/T 13-43 B GNMA GTD REMIC P/T 17-128 AB GNMA GTD REMIC P/T 09-94 LF GNMA GTD REMIC P/T 13-43 B GNMA GTD REMIC P/T 17-128 AB GNMA GTD REMIC P/T 10-140 C GNMA GTD REMIC P/T 13-55 A GNMA GTD REMIC P/T 17-128 AB GNMA GTD REMIC P/T 10-156 AC GNMA GTD REMIC P/T 13-57 A GNMA GTD REMIC P/T 17-135 AE GNMA GTD REMIC P/T 10-156 C GNMA GTD REMIC P/T 13-57 A GNMA GTD REMIC P/T 17-185 AD GNMA GTD REMIC P/T 10-31 SA GNMA GTD REMIC P/T 13-72 AC GNMA GTD REMIC P/T 17-186 SC GNMA GTD REMIC P/T 10-35 AS GNMA GTD REMIC P/T 13-99 SA GNMA GTD REMIC P/T 17-29 A GNMA GTD REMIC P/T 10-50 GS IO GNMA GTD REMIC P/T 13-H15 FA GNMA GTD REMIC P/T 17-49 AD GNMA GTD REMIC P/T 10-65 C GNMA GTD REMIC P/T 13-H15 FC GNMA GTD REMIC P/T 17-49 AD GNMA GTD REMIC P/T 10-H12 PT GNMA GTD REMIC P/T 13-H17 FA GNMA GTD REMIC P/T 17-62 AE GNMA GTD REMIC P/T 10-H20 AF GNMA GTD REMIC P/T 14-061 A GNMA GTD REMIC P/T 17-90 B GNMA GTD REMIC P/T 11-100 WA GNMA GTD REMIC P/T 14-101 VA GNMA GTD REMIC P/T 17-H02 GF GNMA GTD REMIC P/T 11-105 B GNMA GTD REMIC P/T 14-103 NB GNMA GTD REMIC P/T 17-H06 FE GNMA GTD REMIC P/T 11-105 B GNMA GTD REMIC P/T 14-107 SM GNMA GTD REMIC P/T 17-H07 FG GNMA GTD REMIC P/T 11-109 B GNMA GTD REMIC P/T 14-14 AE GNMA GTD REMIC P/T 17-H09 FG GNMA GTD REMIC P/T 11-15 C GNMA GTD REMIC P/T 14-14 BL GNMA GTD REMIC P/T 17-H11 FV GNMA GTD REMIC P/T 11-161 B GNMA GTD REMIC P/T 14-150 C GNMA GTD REMIC P/T 17-H12 FL GNMA GTD REMIC P/T 11-161 C GNMA GTD REMIC P/T 14-157 AS GNMA GTD REMIC P/T 17-H12 FL GNMA GTD REMIC P/T 11-27 CB GNMA GTD REMIC P/T 14-33 A GNMA GTD REMIC P/T 17-H14 FD GNMA GTD REMIC P/T 11-27 CB GNMA GTD REMIC P/T 14-47 AB GNMA GTD REMIC P/T 17-H14 FV GNMA GTD REMIC P/T 11-38 B GNMA GTD REMIC P/T 14-47 C GNMA GTD REMIC P/T 17-H15 FC GNMA GTD REMIC P/T 11-38 B GNMA GTD REMIC P/T 14-52 AB GNMA GTD REMIC P/T 17-H15 FN GNMA GTD REMIC P/T 11-47 C GNMA GTD REMIC P/T 14-52 AB GNMA GTD REMIC P/T 17-H16 CF GNMA GTD REMIC P/T 11-86 C GNMA GTD REMIC P/T 14-52 AB GNMA GTD REMIC P/T 17-H23 FB GNMA GTD REMIC P/T 11-H05 FB GNMA GTD REMIC P/T 14-52 AB GNMA GTD REMIC P/T 18-26 AD GNMA GTD REMIC P/T 11-H11 FA GNMA GTD REMIC P/T 14-54 A GNMA GTD REMIC P/T 18-26 AD GNMA GTD REMIC P/T 12-111 A GNMA GTD REMIC P/T 14-67 A GNMA GTD REMIC P/T 18-26 AD GNMA GTD REMIC P/T 12-13 SA GNMA GTD REMIC P/T 14-75 A GNMA GTD REMIC P/T 18-3 AG

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GNMA GTD REMIC P/T 18-3 AG GNMA II POOL #0MA0022 GNMA II POOL #0MA2304 GNMA GTD REMIC P/T 18-47 CA GNMA II POOL #0MA0025 GNMA II POOL #0MA2305 GNMA GTD REMIC P/T 18-47 CA GNMA II POOL #0MA0088 GNMA II POOL #0MA2522 GNMA GTD REMIC P/T 18-47 CA GNMA II POOL #0MA0138 GNMA II POOL #0MA2600 GNMA GTD REMIC P/T 18-52 AE GNMA II POOL #0MA0154 GNMA II POOL #0MA2678 GNMA GTD REMIC P/T 18-56 AC GNMA II POOL #0MA0223 GNMA II POOL #0MA2753 GNMA GTD REMIC P/T 18-66 SM GNMA II POOL #0MA0318 GNMA II POOL #0MA2892 GNMA GTD REMIC P/T 18-66 SP GNMA II POOL #0MA0391 GNMA II POOL #0MA2892 GNMA GTD REMIC P/T 18-66 SR GNMA II POOL #0MA0392 GNMA II POOL #0MA2892 GNMA GTD REMIC P/T 18-66 SY GNMA II POOL #0MA0392 GNMA II POOL #0MA2893 GNMA GTD REMIC P/T 18-88 BW GNMA II POOL #0MA0461 GNMA II POOL #0MA2893 GNMA GTD REMIC P/T 18-H01 FB GNMA II POOL #0MA0462 GNMA II POOL #0MA2960 GNMA GTD REMIC P/T 18-H01 FC GNMA II POOL #0MA0514 GNMA II POOL #0MA2960 GNMA GTD REMIC P/T 18-H04 FG GNMA II POOL #0MA0535 GNMA II POOL #0MA2961 GNMA GTD REMIC P/T 18-H04 FJ GNMA II POOL #0MA0624 GNMA II POOL #0MA2962 GNMA II POOL #0004037 GNMA II POOL #0MA0698 GNMA II POOL #0MA3033 GNMA II POOL #0004061 GNMA II POOL #0MA0699 GNMA II POOL #0MA3104 GNMA II POOL #0004061 GNMA II POOL #0MA0701 GNMA II POOL #0MA3106 GNMA II POOL #0004343 GNMA II POOL #0MA0782 GNMA II POOL #0MA3109 GNMA II POOL #0004399 GNMA II POOL #0MA0782 GNMA II POOL #0MA3172 GNMA II POOL #0004697 GNMA II POOL #0MA0851 GNMA II POOL #0MA3173 GNMA II POOL #0004853 GNMA II POOL #0MA0852 GNMA II POOL #0MA3216 GNMA II POOL #0004883 GNMA II POOL #0MA0853 GNMA II POOL #0MA3243 GNMA II POOL #0004883 GNMA II POOL #0MA0855 GNMA II POOL #0MA3309 GNMA II POOL #0004923 GNMA II POOL #0MA0934 GNMA II POOL #0MA3310 GNMA II POOL #0004978 GNMA II POOL #0MA0937 GNMA II POOL #0MA3311 GNMA II POOL #0005116 GNMA II POOL #0MA1010 GNMA II POOL #0MA3375 GNMA II POOL #0005232 GNMA II POOL #0MA1011 GNMA II POOL #0MA3376 GNMA II POOL #0005233 GNMA II POOL #0MA1012 GNMA II POOL #0MA3378 GNMA II POOL #0005233 GNMA II POOL #0MA1015 GNMA II POOL #0MA3454 GNMA II POOL #0005260 GNMA II POOL #0MA1089 GNMA II POOL #0MA3455 GNMA II POOL #0005276 GNMA II POOL #0MA1092 GNMA II POOL #0MA3456 GNMA II POOL #0082468 GNMA II POOL #0MA1156 GNMA II POOL #0MA3496 GNMA II POOL #0082483 GNMA II POOL #0MA1157 GNMA II POOL #0MA3520 GNMA II POOL #0082625 GNMA II POOL #0MA1223 GNMA II POOL #0MA3521 GNMA II POOL #0710065 GNMA II POOL #0MA1266 GNMA II POOL #0MA3596 GNMA II POOL #0710077 GNMA II POOL #0MA1285 GNMA II POOL #0MA3597 GNMA II POOL #0731500 GNMA II POOL #0MA1350 GNMA II POOL #0MA3598 GNMA II POOL #0731503 GNMA II POOL #0MA1374 GNMA II POOL #0MA3662 GNMA II POOL #0751746 GNMA II POOL #0MA1447 GNMA II POOL #0MA3663 GNMA II POOL #0757327 GNMA II POOL #0MA1449 GNMA II POOL #0MA3735 GNMA II POOL #0759375 GNMA II POOL #0MA1450 GNMA II POOL #0MA3736 GNMA II POOL #0783366 GNMA II POOL #0MA1523 GNMA II POOL #0MA3737 GNMA II POOL #0783417 GNMA II POOL #0MA1525 GNMA II POOL #0MA3777 GNMA II POOL #0783418 GNMA II POOL #0MA1602 GNMA II POOL #0MA3802 GNMA II POOL #0783418 GNMA II POOL #0MA1603 GNMA II POOL #0MA3803 GNMA II POOL #0783582 GNMA II POOL #0MA1678 GNMA II POOL #0MA3805 GNMA II POOL #0783755 GNMA II POOL #0MA1839 GNMA II POOL #0MA3873 GNMA II POOL #0783976 GNMA II POOL #0MA1919 GNMA II POOL #0MA3873 GNMA II POOL #0791938 GNMA II POOL #0MA1920 GNMA II POOL #0MA3874 GNMA II POOL #0A3034S GNMA II POOL #0MA1921 GNMA II POOL #0MA3877 GNMA II POOL #0AA6149 GNMA II POOL #0MA2073 GNMA II POOL #0MA3936 GNMA II POOL #0AH4598 GNMA II POOL #0MA2074 GNMA II POOL #0MA3937 GNMA II POOL #0AH4618 GNMA II POOL #0MA2147 GNMA II POOL #0MA3937 GNMA II POOL #0AL9364 GNMA II POOL #0MA2148 GNMA II POOL #0MA3937 GNMA II POOL #0AM4971 GNMA II POOL #0MA2149 GNMA II POOL #0MA4003 GNMA II POOL #0AN7532 GNMA II POOL #0MA2223 GNMA II POOL #0MA4004 GNMA II POOL #0AS7206 GNMA II POOL #0MA2224 GNMA II POOL #0MA4067 GNMA II POOL #0MA0007 GNMA II POOL #0MA2303 GNMA II POOL #0MA4068

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GNMA II POOL #0MA4069 GOLDEN CREDIT CARD T 1A A GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4070 144A GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4125 GOLDEN ENERGY & RESOURCES GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4126 LTD GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4127 GOLDEN ENTERTAINMENT INC GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4129 GOLDEN ENTERTAINMENT INC GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4195 GOLDEN LEGACY PTE LTD 144A GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4196 GOLDEN NUGGET INC 144A GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4199 GOLDEN NUGGET INC 144A GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4200 GOLDEN NUGGET INC 144A GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4263 GOLDMAN SACHS BDC INC GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4264 GOLDMAN SACHS GROUP INC/T GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4320 REGS GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4321 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4322 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4355 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4383 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4385 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4424 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4450 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4451 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4451 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4451 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4484 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4509 GOLDMAN SACHS GROUP INC/THE GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0MA4510 GOLDMAN SACHS GROUP INC/THE GOODBABY INTERNATIONAL GNMA II POOL #0MA4511 GOLDMAN SACHS GROUP INC/THE HOLDING GNMA II POOL #0MA4511 GOLDMAN SACHS GROUP INC/THE GOODYEAR TIRE & RUBBER GNMA II POOL #0MA4511 GOLDMAN SACHS GROUP INC/THE CO/THE GNMA II POOL #0MA4559 GOLDMAN SACHS GROUP INC/THE GOODYEAR TIRE & RUBBER GNMA II POOL #0MA4585 GOLDMAN SACHS GROUP INC/THE CO/THE GNMA II POOL #0MA4586 GOLDMAN SACHS GROUP INC/THE GOODYEAR TIRE & RUBBER GNMA II POOL #0MA4587 GOLDMAN SACHS GROUP INC/THE CO/THE GNMA II POOL #0MA4651 GOLDMAN SACHS GROUP INC/THE GOODYEAR TIRE & RUBBER GNMA II POOL #0MA4651 GOLDMAN SACHS GROUP INC/THE CO/THE GNMA II POOL #0MA4652 GOLDMAN SACHS GROUP INC/THE GOODYEAR TIRE & RUBBER GNMA II POOL #0MA4652 GOLDMAN SACHS GROUP INC/THE CO/THE GNMA II POOL #0MA4652 GOLDMAN SACHS GROUP INC/THE GOODYEAR TIRE & RUBBER GNMA II POOL #0MA4653 GOLDMAN SACHS GROUP INC/THE CO/THE GNMA II POOL #0MA4721 GOLDMAN SACHS GROUP INC/THE GOODYEAR TIRE & RUBBER GNMA II POOL #0MA4778 GOLDMAN SACHS GROUP INC/THE CO/THE GNMA II POOL #0MA4780 GOLDMAN SACHS GROUP INC/THE GOODYEAR TIRE & RUBBER GNMA II POOL #0MA4836 GOLDMAN SACHS GROUP INC/THE CO/THE GNMA II POOL #0MA4838 GOLDMAN SACHS GROUP INC/THE GOPRO INC GNMA II POOL #0MA4840 GOLDMAN SACHS GROUP INC/THE GOPRO INC GNMA II POOL #0MA4899 GOLDMAN SACHS GROUP INC/THE GOVERNMENT OF CANADA GNMA II POOL #0MA4962 GOLDMAN SACHS GROUP INC/THE GOVERNMENT OF CANADA GNMA II POOL #0MA4965 GOLDMAN SACHS GROUP INC/THE GOVERNMENT OF CANADA GNMA II POOL #0MA5018 GOLDMAN SACHS GROUP INC/THE GOVERNMENT OF CANADA GNMA II POOL #0MA5019 GOLDMAN SACHS GROUP INC/THE GOVERNMENT OF CANADA GNMA II POOL #0MA5076 GOLDMAN SACHS GROUP INC/THE GOVERNMENT OF CANADA GNMA II POOL #0MA5135 GOLDMAN SACHS GROUP INC/THE GOVERNMENT PROPERTIES GNMA II POOL #0MA5136 GOLDMAN SACHS GROUP INC/THE INCOME T GNMA II POOL #0MA5137 GOLDMAN SACHS GROUP INC/THE GP STRATEGIES CORP GODREJ CONSUMER PRODUCTS GOLDMAN SACHS GROUP INC/THE GP STRATEGIES CORP LTD GOLDMAN SACHS GROUP INC/THE GP STRATEGIES CORP GOL FINANCE INC 144A GOLDMAN SACHS GROUP INC/THE GPMT 2018-FL1 D 144A GOLDCORP INC GOLDMAN SACHS GROUP INC/THE GRACE 2014-GRCE MO GRCE F GOLDMAN SACHS GROUP INC/THE 144A

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GRAFTECH 2/18 COV-LITE TLB GREENHILL & CO INC GS MORTGAGE SECURI GC12 D GRAFTECH 2/18 COV-LITE TLB GREENS CO LTD 144A GRAFTECH 2/18 COV-LITE TLB GREENWAY MEDICAL 2/17 COV- GS MORTGAGE SECURI GC13 D GRAHAM CORP LITE 144A GRAHAM CORP GREENWAY MEDICAL 2/17 COV- GS MORTGAGE SECURI GC16 D GRAMMER AG LITE 144A GRAND FORTUNE SECURITIES CO GREIF INC GS MORTGAGE SECURI GC16 F LT GREIF INC 144A GRAND PACIFIC PETROCHEMICAL GREIF INC GS MORTGAGE SECURI GCJ7 D GRAND PACIFIC PETROCHEMICAL GREIF INC 144A GRAND PARKWAY TRANSPRTN GREIF INC GS MORTGAGE SECURI GCJ7 E CORP T GREIF INC 144A GRAPHIC PACKAGING HOLDING GREIF INC GS MORTGAGE SECURI GCJ7 F CO GRENADA GOVERNMENT INTERN 144A GRAPHIC PACKAGING HOLDING 144A GS MORTGAGE SECURI GCJ9 D CO GRENADA GOVERNMENT INTERN 144A GRAPHIC PACKAGING HOLDING REGS GS MORTGAGE SECURI RENT E CO GRENKE AG 144A GRAPHIC PACKAGING HOLDING GREYSTAR REAL ESTATE PART GS MORTGAGE SECURI RENT F CO 144A 144A GREAT CANADIAN GAMING CORP GREYSTAR STUDENT HOUSING GS MORTGAGE SECURIT C1 A2 GREAT LAKES CLO 201 1A DR 144A GROWT 144A GREAT SOUTHERN BANCORP INC GREYWOLF CLO V LTD 1A A1R GS MORTGAGE SECURIT G1 A2 GREAT SOUTHERN BANCORP INC 144A 144A GREAT SOUTHERN BANCORP INC GRIFFON CORP GS MORTGAGE SECURIT GC3 D GREAT SOUTHERN BANCORP INC GRIFFON CORP 144A GREAT WALL MOTOR CO LTD GRIFFON CORP GS MORTGAGE SECURIT GC5 D GREAT WALL MOTOR CO LTD GRIFFON CORP 144A GREAT WESTERN BANCORP INC GRIFFON CORP GS MORTGAGE SECURIT GC5 E GREAT WESTERN BANCORP INC GRIFFON CORP 144A GREAT WESTERN BANCORP INC GRIFOLS SA GS MORTGAGE SECURIT GC5 F GREAT WESTERN BANCORP INC GRIFOLS SA 144A GREAT WOLF TRUST 2 WOLF A GRIFOLS SA GS MORTGAGE SECURIT GC6 C 144A GRIFOLS SA 144A GREAT WOLF TRUST 2 WOLF B GRIFOLS SA GS MORTGAGE SECURIT GC6 D 144A GROUP 1 AUTOMOTIVE INC 144A GREAT WOLF TRUST 2 WOLF C GROUPE BRUXELLES LAMBERT GS MORTGAGE SECURIT GC6 E 144A SA 144A GREATAMERICA LEASING 1 A2 GROUPE BRUXELLES LAMBERT GS MORTGAGE SECURIT GS2 D 144A SA 144A GREAT-WEST LIFECO FINANCE GROUPE BRUXELLES LAMBERT GS MORTGAGE SECURIT GS3 D 144A SA 144A GREEKTOWN CASINO 4/17 COV- GRUPO ARGOS SA/COLOMBIA GS MORTGAGE SECURIT GS6 D LITE GRUPO FINANCIERO BANORTE 144A GREEKTOWN CASINO 4/17 COV- SAB D GS MORTGAGE SECURIT GS9 D LITE GRUPO FINANCIERO BANORTE 144A GREEN BANCORP INC SAB D GS MORTGAGE SECURITI C1 D GREEN BANCORP INC GRUPO FINANCIERO BANORTE 144A GREEN BANCORP INC SAB D GS MORTGAGE SECURITI C1 F GREEN BANCORP INC GRUPO FINANCIERO BANORTE 144A GREEN BRICK PARTNERS INC SAB D GS MORTGAGE SECURITI C2 D GREEN BRICK PARTNERS INC GRUPO FINANCIERO INBURSA 144A GREEN BRICK PARTNERS INC SAB D GS MORTGAGE SECURITIE GC20 GREEN PLAINS 8/17 TLB GRUPO FINANCIERO INBURSA AAB GREEN PLAINS 8/17 TLB SAB D GS MORTGAGE SECURITIES GC30 GREEN TREE 2008-HE1 HE1 A 144A GRUPO FINANCIERO INBURSA A4 GREENHILL & CO INC SAB D GS MORTGAGE SECURITIES GC6I F GREENHILL & CO INC GRUPO TELEVISA SAB GS MORTGAGE SECURITIES GCJ7 GREENHILL & CO INC AS

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GS MORTGAGE SECURITIES GCJ7 HALLIBURTON CO HARLEY-DAVIDSON INC C HALYARD HEALTH INC HARLEY-DAVIDSON INC GS MORTGAGE SECURITIES GCJ9 HALYARD HEALTH INC HARLEY-DAVIDSON INC A3 HALYARD HEALTH INC HARLEY-DAVIDSON INC GS MORTGAGE SECURITIES GS1 HALYARD HEALTH INC HARLEY-DAVIDSON INC A3 HAMILTON LANE INC HARLEY-DAVIDSON MOTORCYCL GS MORTGAGE SECURITIES GS5 HAMILTON LANE INC A A3 AAB HAMILTON LANE INC HARRIS CORP GS MORTGAGE SECURITIES GS9 HANA FINANCIAL GROUP INC HARRIS CORP A4 HANATOUR JAPAN CO LTD HARRIS CORP GS MORTGAGE SECURITIES T GS2 HANCOCK WHITNEY CORP HARRIS CORP C HANCOCK WHITNEY CORP HARRIS CORP GSMS 2016-RENT MZB 144A HANCOCK WHITNEY CORP HARRIS CORP GSR MORTGAGE LOAN TRUS AR4 HANCOCK WHITNEY CORP HARRIS CORP 6A1 HANG SENG BANK LTD HARRIS CORP GSR MORTGAGE LOAN TRUST 10 HANG SENG BANK LTD HARRIS CORP 2A1 HANG SENG BANK LTD HARSCO CORP GT CAPITAL HOLDINGS INC HANG SENG BANK LTD HARSCO CORP GT CAPITAL HOLDINGS INC HANJIN/WILSHIRE GRAND 10/17 HARSCO CORP GTL TRADE FINANCE INC / G REGS HANMI FINANCIAL CORP HARTALEGA HOLDINGS BHD GTT COMMUNICATIONS INC 144A HANMI FINANCIAL CORP HARTFORD FINANCIAL SERVICES GUANGZHOU AUTOMOBILE HANMI FINANCIAL CORP GR GROUP CO HANMI FINANCIAL CORP HARTFORD FINANCIAL SERVICES GUANGZHOU AUTOMOBILE HANMI FINANCIAL CORP GR GROUP CO HANMI PHARM CO LTD HARTFORD FINANCIAL SERVICES GUARANTY BANCORP HANSON BUILDING 4/17 COV-LITE GR GUARANTY BANCORP HANSON BUILDING 4/17 COV-LITE HARTFORD HEALTHCARE CORP GUARANTY BANCORP HARBORONE BANCORP INC HARUM ENERGY TBK PT GUARANTY BANCSHARES INC/TX HARBORONE BANCORP INC HASBRO INC GUARANTY BANCSHARES INC/TX HARBORONE BANCORP INC HASBRO INC GUD HOLDINGS LTD HARBORTOUCH 11/17 COV-LITE HASBRO INC GULFPORT ENERGY CORP TLB HASBRO INC GULFPORT ENERGY CORP HARBORTOUCH 11/17 COV-LITE HASBRO INC GURIT HOLDING AG TLB HASBRO INC GVC HOLDING 3/18 (USD) TLB HARGREAVES LANSDOWN PLC HASBRO INC GVC HOLDINGS PLC HARGREAVES LANSDOWN PLC HASEKO CORP GVC HOLDINGS PLC HARGREAVES LANSDOWN PLC HASEKO CORP GVC HOLDINGS PLC HARGREAVES LANSDOWN PLC HAWKINS INC GWA GROUP LTD HARGREAVES SERVICES PLC HAWKINS INC GYPSUM 5/18 TLB HARIMA CHEMICALS GROUP INC HAWKINS INC GYPSUM 5/18 TLB HARLAND CLARKE HOLDINGS C HAWKINS INC H&E EQUIPMENT SERVICES INC 144A HAYNES INTERNATIONAL INC H.B. FULLER 10/17 COV-LITE TLB HARLAND CLARKE HOLDINGS C HAYNES INTERNATIONAL INC HADRIAN MERGER SUB INC 144A 144A HAYNES INTERNATIONAL INC HADRIAN MERGER SUB INC 144A HARLAND CLARKE HOLDINGS C HAYNES INTERNATIONAL INC HAEMONETICS CORP 144A HB FULLER CO HAEMONETICS CORP HARLAND CLARKE HOLDINGS C HB FULLER CO HAEMONETICS CORP 144A HB FULLER CO HAITONG INTERNATIONAL HARLAND CLARKE HOLDINGS C HB FULLER CO SECURITI 144A HCA 3/18 B9 TL HAITONG SECURITIES CO LTD HARLEY MARINE FINANC 1A B HCA HEALTHCARE INC HAITONG SECURITIES CO LTD 144A HCA INC HALCON RESOURCES CORP HARLEY MARINE FINANC 1A B HCA INC HALCON RESOURCES CORP 144A HCA INC HALLADOR ENERGY CO HARLEY-DAVIDSON FINANCIAL HCA INC HALLADOR ENERGY CO 144A HCA INC HALLIBURTON CO HARLEY-DAVIDSON FINANCIAL HCA INC HALLIBURTON CO 144A HCA INC HALLIBURTON CO HARLEY-DAVIDSON INC HCA INC

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HCA INC HENKEL AG & CO KGAA HEXCEL CORP HCA INC HENKEL AG & CO KGAA HEXION INC HCA INC HENKEL AG & CO KGAA HEXION INC HCA INC HENKEL AG & CO KGAA HEXION INC HCA INC HENRY SCHEIN INC HEXPOL AB HCA INC HENRY SCHEIN INC HI-CRUSH 12/17 TLB HCA INC HENRY SCHEIN INC HI-CRUSH 12/17 TLB HCA INC HENRY SCHEIN INC HIGGINBOTHAM 12/17 TL HCA INC HENRY SCHEIN INC HIGGINBOTHAM 12/17 TL HCA INC HERBALIFE 2/17 TLB HIGHBRIDGE LOAN M 2015 CR HCP INC HERBALIFE 2/17 TLB 144A HCP INC HERBALIFE NUTRITION LTD HIGHWOODS REALTY LP HCP INC HERBALIFE NUTRITION LTD HIL LTD HCP INC HERBALIFE NUTRITION LTD HILEX POLY 12/16 COV-LITE TL HDFC BANK LTD HERCULES CAPITAL INC HILEX POLY 12/16 COV-LITE TL HEARTHSIDE FOOD 4/18 TL HERCULES CAPITAL INC HILLENBRAND INC HEARTHSIDE FOOD 4/18 TL HERITAGE COMMERCE CORP HILLENBRAND INC HEARTLAND DENTAL 4/18 COV- HERITAGE COMMERCE CORP HILLENBRAND INC LITE HERITAGE COMMERCE CORP HILL-ROM HOLDINGS INC HEARTLAND DENTAL 4/18 COV- HERITAGE FINANCIAL CORP/WA HILL-ROM HOLDINGS INC LITE HERITAGE FINANCIAL CORP/WA HILL-ROM HOLDINGS INC HEARTLAND DENTAL 4/18 COV- HERITAGE FINANCIAL CORP/WA HILL-ROM HOLDINGS INC LITE HERITAGE FINANCIAL CORP/WA HILLTOP HOLDINGS INC HEARTLAND DENTAL 4/18 COV- HERON THERAPEUTICS INC HILLTOP HOLDINGS INC LITE HERON THERAPEUTICS INC HILLTOP HOLDINGS INC HEARTLAND FINANCIAL USA INC HERSHEY CO/THE HILTON GRAND VACATIONS INC HEARTLAND FINANCIAL USA INC HERSHEY CO/THE HILTON GRAND VACATIONS INC HEARTLAND FINANCIAL USA INC HERSHEY CO/THE HILTON GRAND VACATIONS INC HEARTLAND FINANCIAL USA INC HERSHEY CO/THE HILTON USA TRUST 20 HHV F 144A HEICO CORP HERTZ CORP/THE 144A HILTON USA TRUST 20 SFP F 144A HEICO CORP HERTZ CORP/THE 144A HILTON WORLDWIDE HOLDINGS HEICO CORP HERTZ CORP/THE 144A INC HEICO CORP HERTZ VEHICLE FINAN 1A A2 144A HILTON WORLDWIDE HOLDINGS HEICO CORP HERTZ VEHICLE FINANC 2A A INC HEICO CORP 144A HILTON WORLDWIDE HOLDINGS HEICO CORP HESKA CORP INC HEIDELBERGCEMENT AG HESKA CORP HILTON WORLDWIDE HOLDINGS HEIDELBERGCEMENT AG HESKA CORP INC HEIDELBERGCEMENT AG HESS CORP HILTON WORLDWIDE HOLDINGS HEIDELBERGCEMENT AG HESS CORP INC HEIDELBERGCEMENT AG HESS CORP HILTON WORLDWIDE HOLDINGS HEIDELBERGCEMENT AG HEWLETT PACKARD ENTERPRISE INC HEIDELBERGCEMENT AG CO HILTON WORLDWIDE HOLDINGS HEIDELBERGCEMENT AG HEWLETT PACKARD ENTERPRISE INC HELEN OF TROY LTD CO HILTON WORLDWIDE HOLDINGS HELEN OF TROY LTD HEWLETT PACKARD ENTERPRISE INC HELEN OF TROY LTD CO HINO MOTORS LTD HELEN OF TROY LTD HEWLETT PACKARD ENTERPRISE HINO MOTORS LTD HELIX 2/17 TL CO HINO MOTORS LTD HELIX 2/17 TL HEWLETT PACKARD ENTERPRISE HI-P INTERNATIONAL LTD HENAN JINMA ENERGY CO LTD CO HISAMITSU PHARMACEUTICAL HENG SHENG HOLDING GROUP HEWLETT PACKARD ENTERPRISE CO IN LTD CO HISAMITSU PHARMACEUTICAL HENGAN INTERNATIONAL GROUP HEWLETT PACKARD ENTERPRISE CO IN CO CO HISAMITSU PHARMACEUTICAL HENGAN INTERNATIONAL GROUP HEWLETT PACKARD ENTERPRISE CO IN CO CO HISAMITSU PHARMACEUTICAL HENGAN INTERNATIONAL GROUP HEXCEL CORP CO IN CO HEXCEL CORP HITACHI CAPITAL CORP

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HITACHI CHEMICAL CO LTD HOMESTREET INC HONG LEONG BANK BHD HITACHI CHEMICAL CO LTD HONDA ATLAS CARS PAKISTAN HONG LEONG BANK BHD HITACHI CHEMICAL CO LTD LTD HONG LEONG FINANCIAL GROUP HMB CAP TR V CAP SECS 144A HONDA AUTO RECEIVABLES 20 1 BHD HO CHI MINH CITY A2 HONGKONG & SHANGHAI HOTELS DEVELOPMENT J HONDA AUTO RECEIVABLES 20 1 LTD HOKKO CHEMICAL INDUSTRY CO A3 HONGKONG & SHANGHAI HOTELS LTD HONDA AUTO RECEIVABLES 20 1 LTD HOKKOKU BANK LTD/THE A3 HOPE BANCORP INC HOLOGIC INC HONDA AUTO RECEIVABLES 20 2 HOPE BANCORP INC HOLOGIC INC A3 HOPE BANCORP INC HOLOGIC INC HONDA AUTO RECEIVABLES 20 2 HOPE BANCORP INC HOLOGIC INC A3 HOPE BANCORP INC HOLOGIC INC HONDA AUTO RECEIVABLES 20 2 HOPE BANCORP INC HOLOGIC INC 144A A4 HORIZON BANCORP INC/IN HOME BANCSHARES INC/AR HONDA AUTO RECEIVABLES 20 3 HORIZON BANCORP INC/IN HOME BANCSHARES INC/AR A3 HORIZON BANCORP INC/IN HOME BANCSHARES INC/AR HONDA AUTO RECEIVABLES 20 3 HORIZON GLOBAL 3/17 TL HOME BANCSHARES INC/AR A3 HORIZON GLOBAL 3/17 TL HOME BANCSHARES INC/AR HONDA AUTO RECEIVABLES 20 3 HORIZON PHARMA INC / HORI HOME DEPOT INC/THE A4 144A HOME DEPOT INC/THE HONDA AUTO RECEIVABLES 20 4 HORIZON PHARMA PLC HOME DEPOT INC/THE A2 HORIZON PHARMA PLC HOME DEPOT INC/THE HONDA AUTO RECEIVABLES 20 4 HORNBLOWER 3/18 COV-LITE TL HOME DEPOT INC/THE A3 HOSKEN CONSOLIDATED HOME DEPOT INC/THE HONDA AUTO RECEIVABLES 20 4 INVESTMENT HOME DEPOT INC/THE A3 HOSPITALITY PROPERTIES TRUST HOME DEPOT INC/THE HONDA AUTO RECEIVABLES 20 4 HOSPITALITY PROPERTIES TRUST HOME DEPOT INC/THE A3 HOSPITALITY PROPERTIES TRUST HOME DEPOT INC/THE HONDA AUTO RECEIVABLES 20 4 HOSPITALITY PROPERTIES TRUST HOME DEPOT INC/THE A4 HOST HOTELS & RESORTS LP HOME DEPOT INC/THE HONDA AUTO RECEIVABLES 20 4 HOST HOTELS & RESORTS LP HOME DEPOT INC/THE A4 HOST HOTELS & RESORTS LP HOME DEPOT INC/THE HONDA MOTOR CO LTD HOST HOTELS & RESORTS LP HOME DEPOT INC/THE HONDA MOTOR CO LTD HOUGHTON 12/12 2ND LIEN (USD) HOME DEPOT INC/THE HONDA MOTOR CO LTD HOULIHAN LOKEY INC HOME DEPOT INC/THE HONDURAS GOVERNMENT INTER HOULIHAN LOKEY INC HOME DEPOT INC/THE 144A HOUSTON TX HOME DEPOT INC/THE HONEYWELL INTERNATIONAL HOVNANIAN ENTERPRISES INC HOME DEPOT INC/THE INC HOVNANIAN ENTERPRISES INC HOME DEPOT INC/THE HONEYWELL INTERNATIONAL HOVNANIAN ENTERPRISES INC HOME DEPOT INC/THE INC HOWARD BANCORP INC HOME DEPOT INC/THE HONEYWELL INTERNATIONAL HOWARD BANCORP INC HOME DEPOT INC/THE INC HOWARD HUGHES CORP/THE 144A HOME DEPOT INC/THE HONEYWELL INTERNATIONAL HP INC HOME DEPOT INC/THE INC HP INC HOME PARTNERS OF AMER 1 A HONEYWELL INTERNATIONAL HP INC 144A INC HSBC HOLDINGS PLC HOME PARTNERS OF AMER 1 A HONEYWELL INTERNATIONAL HSBC HOLDINGS PLC 144A INC HSBC HOLDINGS PLC HOME PARTNERS OF AMER 1 E HONG KONG EXCHANGES & HSBC HOLDINGS PLC 144A CLEARING HSBC HOLDINGS PLC REGS HOME PARTNERS OF AMER 1 F HONG KONG EXCHANGES & HUATAI SECURITIES CO LTD 144A CLEARING HUATAI SECURITIES CO LTD HOME PARTNERS OF AMER 1 F HONG KONG EXCHANGES & HUAXIN CEMENT CO LTD 144A CLEARING HUAXIN CEMENT CO LTD HOMESTREET INC HONG KONG EXCHANGES & HUB INTERNATIONAL 4/18 (USD) HOMESTREET INC CLEARING HUBBELL INC HOMESTREET INC HONG LEONG ASIA LTD HUBBELL INC

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HUBBELL INC HYUNDAI AUTO LEASE S A A4 IGM FINANCIAL INC HUCHEMS FINE CHEMICAL CORP 144A IGM FINANCIAL INC HUCHEMS FINE CHEMICAL CORP HYUNDAI AUTO LEASE S B A3 IHI CORP HUDSON PACIFIC PROPERTIES LP 144A IHI CORP HUDSON PACIFIC PROPERTIES LP HYUNDAI AUTO LEASE S C A3 IHI CORP HUDSON RIVER 3/18 TLB 144A IIDA GROUP HOLDINGS CO LTD HUDSON RIVER 3/18 TLB HYUNDAI AUTO RECEIVABLES A IIDA GROUP HOLDINGS CO LTD HUDSONS BAY SIMO HB10 A10 A2A IIDA GROUP HOLDINGS CO LTD 144A HYUNDAI AUTO RECEIVABLES A II-VI INC HUGHES SATELLITE SYSTEMS A3 II-VI INC CORP HYUNDAI AUTO RECEIVABLES A II-VI INC HULK FINANCE CORP 144A A4 II-VI INC HULK FINANCE CORP 144A HYUNDAI AUTO RECEIVABLES A IJT TECHNOLOGY HOLDINGS CO HUMANA INC A4 LTD HUMANA INC HYUNDAI AUTO RECEIVABLES A ILG INC HUMANA INC A4 ILG INC HUNG HING PRINTING GROUP LTD HYUNDAI AUTO RECEIVABLES B ILG INC HUNGARY GOVERNMENT A2 ILG INC INTERNATION HYUNDAI AUTO RECEIVABLES C ILLINOIS ST HSG DEV AUTH HUNGARY GOVERNMENT A3 REVEN INTERNATION HYUNDAI AUTO RECEIVABLES C ILLINOIS ST TOLL HIGHWAY HUNGARY GOVERNMENT A3 AUTH INTERNATION HYUNDAI AUTO RECEIVABLES C ILLINOIS ST TOLL HIGHWAY HUNTINGTON AUTO TRUST 1 A4 A3 AUTH HUNTINGTON BANCSHARES HYUNDAI CAPITAL AMERICA 144A ILLINOIS ST TXBL INC/OH HYUNDAI CAPITAL AMERICA 144A ILLINOIS STUDENT ASSISTAN 1 A2 HUNTINGTON BANCSHARES HYUNDAI CAPITAL AMERICA 144A ILLINOIS TOOL WORKS INC INC/OH HYUNDAI CAPITAL AMERICA 144A ILLINOIS TOOL WORKS INC HUNTINGTON BANCSHARES HYUNDAI CAPITAL AMERICA 144A ILLINOIS TOOL WORKS INC INC/OH HYUNDAI CAPITAL AMERICA 144A ILLINOIS TOOL WORKS INC HUNTINGTON BANCSHARES HYUNDAI CAPITAL SERVICES ILLINOIS TOOL WORKS INC INC/OH 144A ILLINOIS TOOL WORKS INC HUNTINGTON BANCSHARES HYUNDAI MOTOR CO ILLINOIS TOOL WORKS INC INC/OH HYUNDAI MOTOR CO ILLINOIS TOOL WORKS INC HUNTSMAN CORP IBERIABANK CORP ILLINOIS TOOL WORKS INC HUNTSMAN CORP IBERIABANK CORP IMAGINE PRINT 6/17 2ND LIEN HUNTSMAN CORP IBERIABANK CORP IMAGINE PRINT 6/17 2ND LIEN HUNTSMAN CORP IBERIABANK CORP IMAGINE PRINT 6/17 COV-LITE TL HUNTSMAN CORP IBM CREDIT LLC IMAGINE PRINT 6/17 COV-LITE TL HUNTSMAN INTERNATIONAL LLC IBM CREDIT LLC IMASEN ELECTRIC INDUSTRIAL HUONS CO LTD IBNSINA PHARMA SAE IMAX CORP HUSKY ENERGY INC ICE 3 GLOBAL CREDIT 1A D 144A IMAX CORP HYAKUJUSHI BANK LTD/THE ICHIKEN CO LTD IMCD NV HYATT HOTELS CORP ICHINEN HOLDINGS CO LTD IMERYS SA HYATT HOTELS CORP ICHIYOSHI SECURITIES CO LTD IMERYS SA HYATT HOTELS CORP ICU MEDICAL INC IMERYS SA HYDRO-QUEBEC ICU MEDICAL INC IMERYS SA HYLAND SOFTWARE 1/17 TL ICU MEDICAL INC IMG WORLDWIDE 5/18 TLB HYLAND SOFTWARE 5/17 2ND ICU MEDICAL INC IMG WORLDWIDE 5/18 TLB LIEN IDEARC INC IMI PLC HYPERA SA IDEXX LABORATORIES INC IMMUNE DESIGN CORP HYPERION INSURANCE 12/17 (USD) IDEXX LABORATORIES INC IMMUNE DESIGN CORP HYPERION INSURANCE 12/17 (USD) IDEXX LABORATORIES INC IMPAC MORTGAGE HOLDINGS INC HYPERION INSURANCE 12/17 (USD) IDEXX LABORATORIES INC IMPAC MORTGAGE HOLDINGS INC HYPOPORT AG IDEXX LABORATORIES INC IMPERIAL BRANDS FINANCE P HYUNDAI AUTO LEASE A A2A IDEXX LABORATORIES INC 144A 144A IG GROUP HOLDINGS PLC IMPERIAL BRANDS FINANCE P HYUNDAI AUTO LEASE S A A3 IGM FINANCIAL INC 144A 144A IGM FINANCIAL INC IMPERIAL METALS CORP 144A

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IMPERIAL METALS CORP 144A INDUS MOTOR CO LTD INNOSPEC INC IMT TRUST 2017-A APTS EFL 144A INDUSTRIAL & COMMERCIAL INNOSPEC INC INCITEC PIVOT LTD BANK O INNOSPEC INC INCITEC PIVOT LTD INDUSTRIAL & COMMERCIAL INOGEN INC INCITEC PIVOT LTD BANK O INOGEN INC INCITEC PIVOT LTD INDUSTRIAL & COMMERCIAL INOGEN INC INDEPENDENCE PLAZA INDP E BANK O INOVALON HOLDINGS 4/18 144A INDUSTRIAL & COMMERCIAL INOVALON HOLDINGS 4/18 INDEPENDENT BANK CORP/MI BANK O INSIGHT GLOBAL 5/18 TL INDEPENDENT BANK CORP/MI INDYMAC INDX MORTGAG AR18 INSIGHT GLOBAL 5/18 TL INDEPENDENT BANK CORP/MI 2A1A INSIGHT GLOBAL 5/18 TL INDEPENDENT BANK CORP/MI INDYMAC INDX MORTGAGE AR15 INSPIRE MEDICAL SYSTEMS INC INDEPENDENT BANK A2 INSTALLED BUILDING 6/18 TL CORP/ROCKLAND INDYMAC INDX MORTGAGE AR39 INSTALLED BUILDING PRODUCTS INDEPENDENT BANK A1 IN CORP/ROCKLAND INDYMAC INDX MORTGAGE AR4 INSTALLED BUILDING PRODUCTS INDEPENDENT BANK A1A IN CORP/ROCKLAND INEOS 10/17 (USD) TLB INSTALLED BUILDING PRODUCTS INDEPENDENT BANK INEOS GROUP HOLDINGS SA 144A IN CORP/ROCKLAND INFOMEDIA LTD INSTALLED BUILDING PRODUCTS INDEPENDENT BANK GROUP INC INFOR (LAWSON) 2/17 (USD) B6 IN INDEPENDENT BANK GROUP INC INFOR US INC INSTALLED BUILDING PRODUCTS INDEPENDENT BANK GROUP INC ING BANK NV 144A IN INDIANA MICHIGAN POWER CO ING GROEP NV INSTEEL INDUSTRIES INC INDIANA MICHIGAN POWER CO ING GROEP NV INSTEEL INDUSTRIES INC INDIANA UNIV REVENUES ING GROEP NV INSTEEL INDUSTRIES INC INDIANAPOLIS IN LOCAL PUBLIC I ING GROEP NV INSTEEL INDUSTRIES INC INDIKA ENERGY CAPITAL II 144A ING GROEP NV INSULET CORP INDIVIOR PLC INGERSOLL-RAND CO INSULET CORP INDIVIOR PLC INGERSOLL-RAND GLOBAL INSULET CORP INDO TAMBANGRAYA MEGAH HOLDING INSYS THERAPEUTICS INC TBK PT INGERSOLL-RAND GLOBAL INSYS THERAPEUTICS INC INDOCEMENT TUNGGAL HOLDING INTEGER HOLDINGS CORP PRAKARSA TB INGERSOLL-RAND LUXEMBOURG INTEGER HOLDINGS CORP INDONESIA GOVERNMENT INTE FINA INTEGER HOLDINGS CORP 144A INGERSOLL-RAND LUXEMBOURG INTEGER HOLDINGS CORP INDONESIA GOVERNMENT INTE FINA INTEGER HOLDINGS CORP 144A INGERSOLL-RAND PLC INTEGER HOLDINGS CORP INDONESIA GOVERNMENT INTE INGERSOLL-RAND PLC INTEGER HOLDINGS CORP 144A INGERSOLL-RAND PLC INTEGER HOLDINGS CORP INDONESIA GOVERNMENT INTE INGERSOLL-RAND PLC INTEGRA LIFESCIENCES REGS INGERSOLL-RAND PLC HOLDINGS INDONESIA GOVERNMENT INTE INGERSOLL-RAND PLC INTEGRA LIFESCIENCES REGS INGEVITY CORP HOLDINGS INDONESIA GOVERNMENT INTE INGEVITY CORP INTEGRA LIFESCIENCES REGS INGEVITY CORP HOLDINGS INDONESIA GOVERNMENT INTE INGLES MARKETS INC INTEGRA LIFESCIENCES REGS INLAND VLY CA DEV AGY HOLDINGS INDONESIA GOVERNMENT SUCCESSO INTEL CORP INTERNATI INNER MONGOLIA YITAI COAL CO INTEL CORP INDONESIA GOVERNMENT L INTEL CORP INTERNATI INNOCOR 2/17 COV-LITE TL INTEL CORP INDONESIA TREASURY BOND INNOPHOS HOLDINGS INC INTEL CORP INDONESIA TREASURY BOND INNOPHOS HOLDINGS INC INTEL CORP INDONESIA TREASURY BOND INNOPHOS HOLDINGS INC INTEL CORP INDONESIA TREASURY BOND INNOPHOS HOLDINGS INC INTEL CORP INDONESIA TREASURY BOND INNOSPEC INC INTEL CORP INDONESIA TREASURY BOND INNOSPEC INC INTELSAT JACKSON 11/17 TLB3 INDORAMA VENTURES PCL INNOSPEC INC INTELSAT JACKSON 11/17 TLB3

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INTELSAT JACKSON 12/17 B5 FIXE INTERNAP 4/17 TL INTERNATIONAL BUSINESS INTELSAT JACKSON 12/17 TLB4 INTERNAP 4/17 TL MACHINE INTELSAT JACKSON HOLDINGS SA INTERNATIONAL BANCSHARES INTERNATIONAL BUSINESS INTELSAT JACKSON HOLDINGS SA CORP MACHINE INTELSAT JACKSON HOLDINGS SA INTERNATIONAL BANCSHARES INTERNATIONAL BUSINESS INTER PARFUMS INC CORP MACHINE INTER PARFUMS INC INTERNATIONAL BANCSHARES INTERNATIONAL BUSINESS INTER PARFUMS INC CORP MACHINE INTER PARFUMS INC INTERNATIONAL BANCSHARES INTERNATIONAL BUSINESS INTERACTIVE BROKERS GROUP CORP MACHINE INC INTERNATIONAL BANK FOR INTERNATIONAL CAR WASH 10/17 INTERACTIVE BROKERS GROUP RECONST INTERNATIONAL CAR WASH 10/17 INC INTERNATIONAL BANK FOR INTERNATIONAL CAR WASH 10/17 INTERACTIVE BROKERS GROUP RECONST INTERNATIONAL CAR WASH 10/17 INC INTERNATIONAL BANK FOR INTERNATIONAL CAR WASH 10/17 INTERACTIVE BROKERS GROUP RECONST INTERNATIONAL FINANCE CORP INC INTERNATIONAL BANK FOR INTERNATIONAL FINANCE CORP INTER-AMERICAN DEVELOPMENT RECONST INTERNATIONAL FINANCE CORP BAN INTERNATIONAL BANK FOR INTERNATIONAL FLAVORS & INTER-AMERICAN DEVELOPMENT RECONST FRAGRA BAN INTERNATIONAL BANK FOR INTERNATIONAL FLAVORS & INTER-AMERICAN DEVELOPMENT RECONST FRAGRA BAN INTERNATIONAL BANK FOR INTERNATIONAL FLAVORS & INTER-AMERICAN DEVELOPMENT RECONST FRAGRA BAN INTERNATIONAL BANK FOR INTERNATIONAL FLAVORS & INTER-AMERICAN DEVELOPMENT RECONST FRAGRA BAN INTERNATIONAL BANK FOR INTERNATIONAL FLAVORS & INTER-AMERICAN DEVELOPMENT RECONST FRAGRA BAN INTERNATIONAL BANK FOR INTERNATIONAL GAME TECHNO INTER-AMERICAN DEVELOPMENT RECONST REGS BAN INTERNATIONAL BANK FOR INTERNATIONAL GAME INTER-AMERICAN DEVELOPMENT RECONST TECHNOLOGY BAN INTERNATIONAL BANK FOR INTERNATIONAL GAME INTER-AMERICAN DEVELOPMENT RECONST TECHNOLOGY BAN INTERNATIONAL BANK FOR INTERNATIONAL GAME INTERCONTINENTAL EXCHANGE RECONST TECHNOLOGY INC INTERNATIONAL BANK FOR INTERNATIONAL LEASE FINANCE INTERCONTINENTAL EXCHANGE RECONST CO INC INTERNATIONAL BANK OF AZE INTERNATIONAL LEASE FINANCE INTERCONTINENTAL EXCHANGE REGS CO INC INTERNATIONAL BUS MACHS INTERNATIONAL LEASE FINANCE INTERCONTINENTAL EXCHANGE CORP CO INC INTERNATIONAL BUSINESS INTERNATIONAL LEASE FINANCE INTERCONTINENTAL EXCHANGE MACHINE CO INC INTERNATIONAL BUSINESS INTERNATIONAL LEASE FINANCE INTERCONTINENTAL EXCHANGE MACHINE CO INC INTERNATIONAL BUSINESS INTERNATIONAL PAPER CO INTERCONTINENTAL EXCHANGE MACHINE INTERNATIONAL PAPER CO INC INTERNATIONAL BUSINESS INTERNATIONAL PAPER CO INTERCONTINENTAL EXCHANGE MACHINE INTERNATIONAL PAPER CO INC INTERNATIONAL BUSINESS INTERNATIONAL PAPER CO INTERCONTINENTAL EXCHANGE MACHINE INTERNATIONAL PAPER CO INC INTERNATIONAL BUSINESS INTERNATIONAL PAPER CO INTERCONTINENTAL HOTELS MACHINE INTERNATIONAL PAPER CO GROUP INTERNATIONAL BUSINESS INTERNATIONAL PERSONAL INTERCONTINENTAL HOTELS MACHINE FINANCE GROUP INTERNATIONAL BUSINESS INTERNATIONAL PERSONAL INTERCONTINENTAL HOTELS MACHINE FINANCE GROUP

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INTERNATIONAL SPEEDWAY INVESTEC PLC IRPC PCL CORP INVESTEC PLC ISHIHARA SANGYO KAISHA LTD INTERNATIONAL SPEEDWAY INVESTEC PLC ISRAEL CHEMICALS LTD CORP INVESTMENT AB KINNEVIK ISRAEL CHEMICALS LTD INTERNATIONAL SPEEDWAY INVESTMENT TECHNOLOGY ISRAEL DISCOUNT BANK LTD CORP GROUP IN ISRAEL GOVERNMENT INTERNATIONAL SPEEDWAY INVESTMENT TECHNOLOGY INTERNATIONA CORP GROUP IN ISRAEL ST INTERNATIONAL TEXTILE 4/18 INVESTMENT TECHNOLOGY ISRAEL ST INTERNATIONAL TEXTILE 4/18 GROUP IN ISRAEL ST INTERNATIONAL TEXTILE 4/18 INVESTMENT TECHNOLOGY ISRAEL ST INTERNATIONAL TEXTILE 4/18 GROUP IN ISRAEL ST INTERNET BRANDS 8/17 COV-LITE INVESTOR AB ISRAEL ST INTERPUBLIC GROUP OF COS INVESTOR AB ISRAEL ST INC/T INVESTOR AB ISRAEL ST INTERSECT ENT INC INVITATION HOMES 2 SFR1 A 144A ISRAEL ST INTERSECT ENT INC INVITATION HOMES 2 SFR1 A 144A ISRAEL ST AID INTESA SANPAOLO SPA INVITATION HOMES 2 SFR1 B 144A ISRAEL ST AID INTESA SANPAOLO SPA INVITATION HOMES 2 SFR1 F 144A ISRAEL ST AID INTESA SANPAOLO SPA INVITATION HOMES 2 SFR2 A 144A ISRAEL ST AID INTESA SANPAOLO SPA INVITATION HOMES 2 SFR2 A 144A ISRAEL ST AID INTESA SANPAOLO SPA INVITATION HOMES 2 SFR2 A 144A ISRAEL STATE INTESA SANPAOLO SPA INVITATION HOMES 2 SFR2 C 144A ISRAEL STATE INTESA SANPAOLO SPA INVITATION HOMES 2 SFR2 E 144A ISTAR FINANCIAL 6/16 TLB INTESA SANPAOLO SPA REGS INVITATION HOMES 2 SFR2 E 144A ISTAR FINANCIAL 6/16 TLB INTL. FCSTONE INC INVITATION HOMES 2 SFR2 F 144A ISTAR INC INTL. FCSTONE INC INVITATION HOMES 2 SFR2 F 144A ISTAR INC INTL. FCSTONE INC INVITATION HOMES 2 SFR3 A 144A ISTAR INC INTL. FCSTONE INC INVITATION HOMES 2 SFR3 A 144A ISTAR INC INTRA-CELLULAR THERAPIES INC INVITATION HOMES 2 SFR3 D 144A ISTAR INC INTRA-CELLULAR THERAPIES INC INVITATION HOMES 2 SFR3 F 144A ISTAR INC INTRA-CELLULAR THERAPIES INC INVITATION HOMES 2/17 TLB ISTAR INC INTRAWEST 7/17 (USD) TLB1 IPIC GMTN LTD REGS ISTAR INC INTRAWEST 7/17 (USD) TLB1 IPREO 7/14 COV-LITE TLB ISUZU MOTORS LTD INTRAWEST 7/17 (USD) TLB1 IPSEN SA ISUZU MOTORS LTD INTREP NATL RADIO SALES IPSEN SA ISUZU MOTORS LTD INTREPID POTASH INC IPSEN SA ITALY BUONI POLIENNALI DE INTREPID POTASH INC IPSEN SA 144A INTREPID POTASH INC IPSEN SA ITALY BUONI POLIENNALI DE INTRICON CORP IPSEN SA 144A INTUITIVE SURGICAL INC IPSEN SA ITALY BUONI POLIENNALI DE INTUITIVE SURGICAL INC IRADIMED CORP 144A INTUITIVE SURGICAL INC IRAQ INTERNATIONAL BOND 144A ITALY BUONI POLIENNALI DE INTUITIVE SURGICAL INC IRAQ INTERNATIONAL BOND 144A INTUITIVE SURGICAL INC REGS ITALY BUONI POLIENNALI DE INTUITIVE SURGICAL INC IRAQ INTERNATIONAL BOND REGS INVACARE CORP REGS ITALY BUONI POLIENNALI DE INVACARE CORP IRHYTHM TECHNOLOGIES INC REGS INVACARE CORP IRHYTHM TECHNOLOGIES INC ITALY BUONI POLIENNALI DE INVACARE CORP IRIDIUM COMMUNICATIONS IN REGS INVESCO LTD 144A ITALY BUONI POLIENNALI DEL INVESCO LTD IRIDIUM COMMUNICATIONS IN TES INVESCO LTD 144A ITALY BUONI POLIENNALI DEL INVESCO LTD IRON MOUNTAIN INC 144A TES INVESCO LTD IRON MOUNTAIN INC 144A ITALY BUONI POLIENNALI DEL INVESTAR HOLDING CORP IRONWOOD PHARMACEUTICALS TES INVESTAR HOLDING CORP INC ITALY BUONI POLIENNALI DEL INVESTEC LTD IRONWOOD PHARMACEUTICALS TES INVESTEC LTD INC

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ITALY BUONI POLIENNALI DEL JAPAN BANK FOR JFIN MM CLO 2014 LTD 1A C 144A TES INTERNATIONAL C JFIN MM CLO 2014 LTD 1A D 144A ITALY REP OF DEBS JAPAN EXCHANGE GROUP INC JFIN REVOLVER CLO 20 2A C 144A ITRON INC JAPAN EXCHANGE GROUP INC JM SMUCKER CO/THE ITRON INC JAPAN EXCHANGE GROUP INC JM SMUCKER CO/THE ITRON INC JAPAN EXCHANGE GROUP INC JMC STEEL 6/16 COV-LITE TLB ITRON INC JAPAN EXCHANGE GROUP INC JOBSOHIO BEVERAGE SYS STWD ITT INC JAPAN EXCHANGE GROUP INC LIQ ITT INC JAPAN GOVERNMENT TWENTY JOHN BEAN TECHNOLOGIES CORP ITT INC YEAR B JOHN BEAN TECHNOLOGIES CORP ITT INC JAPAN GOVERNMENT TWENTY JOHN BEAN TECHNOLOGIES CORP ITT INC YEAR B JOHN DEERE CAPITAL CORP IVORY COAST GOVERNMENT IN JAPAN GOVERNMENT TWENTY JOHN DEERE CAPITAL CORP 144A YEAR B JOHN DEERE CAPITAL CORP IVORY COAST GOVERNMENT IN JAPAN INVESTMENT ADVISER CO JOHN DEERE CAPITAL CORP 144A LT JOHN DEERE CAPITAL CORP IVORY COAST GOVERNMENT IN JAPAN LIFELINE CO LTD JOHN DEERE CAPITAL CORP 144A JAPAN LIFELINE CO LTD JOHN DEERE CAPITAL CORP IVORY COAST GOVERNMENT IN JAPAN POST BANK CO LTD JOHN DEERE CAPITAL CORP 144A JAPAN POST BANK CO LTD JOHN DEERE CAPITAL CORP IVORY COAST GOVERNMENT IN JAPAN SECURITIES FINANCE CO JOHN DEERE OWNER TRUST 20 A REGS LT A3 IVORY COAST GOVERNMENT IN JAPAN SECURITIES FINANCE CO JOHN DEERE OWNER TRUST 20 B REGS LT A3 IWAICOSMO HOLDINGS INC JAPANESE GOVERNMENT CPI JOHN DEERE OWNER TRUST 20 B IWAKI & CO LTD LINKED A3 IXS 11/16 TLB JAPANESE GOVERNMENT CPI JOHN DEERE OWNER TRUST 20 B IXS 11/16 TLB LINKED A3 J.C. PENNEY 5/13 COV-LITE TLB JASTRZEBSKA SPOLKA WEGLOWA JOHN SEVIER COMBINED CYCLE J.P. MORGAN CHASE BCON D 144A SA GEN J.P. MORGAN CHASE NINE A 144A JAZZ PHARMACEUTICALS PLC JOHNSON & JOHNSON J.P. MORGAN CHASE NINE A 144A JAZZ PHARMACEUTICALS PLC JOHNSON & JOHNSON JABIL INC JAZZ PHARMACEUTICALS PLC JOHNSON & JOHNSON JABIL INC JB FINANCIAL GROUP CO LTD JOHNSON & JOHNSON JABIL INC JB HUNT TRANSPORT SERVICES JOHNSON & JOHNSON JABIL INC INC JOHNSON & JOHNSON JACOBS ENTERTAINMENT INC JB HUNT TRANSPORT SERVICES JOHNSON & JOHNSON 144A INC JOHNSON & JOHNSON JACOBS ENTERTAINMENT INC JBS USA 1/18 TL JOHNSON & JOHNSON 144A JC PENNEY CORP INC JOHNSON & JOHNSON JAMES HARDIE INDUSTRIES PLC JC PENNEY CORP INC 144A JOHNSON & JOHNSON JAMES HARDIE INDUSTRIES PLC JC PENNEY CORP INC 144A JOHNSON & JOHNSON JAMES HARDIE INDUSTRIES PLC JCP&L TRANSITION FUNDING A A4 JOHNSON & JOHNSON JAMES HARDIE INDUSTRIES PLC JD POWER 6/16 COV-LITE TL JOHNSON & JOHNSON JAMES HARDIE INTERNATIONA JEFFERIES FINANCIAL GROUP INC JOHNSON & JOHNSON 144A JEFFERIES FINANCIAL GROUP INC JOHNSON & JOHNSON JANE STREET 2/18 (USD) TLB JEFFERIES FINANCIAL GROUP INC JOHNSON & JOHNSON JANE STREET 2/18 (USD) TLB JEFFERIES FINANCIAL GROUP INC JOHNSON & JOHNSON JANUS 2/18 TLB JEFFERIES FINANCIAL GROUP INC JOHNSON & JOHNSON JANUS 2/18 TLB JEFFERIES FINANCIAL GROUP INC JOHNSON & JOHNSON JANUS HENDERSON GROUP PLC JEFFERIES FINANCIAL GROUP INC JOHNSON & JOHNSON JAPAN BANK FOR JEFFERIES GROUP LLC JOHNSON & JOHNSON INTERNATIONAL C JEFFERIES GROUP LLC JOHNSON & JOHNSON JAPAN BANK FOR JEFFERIES GROUP LLC JOHNSON & JOHNSON INTERNATIONAL C JEFFERIES GROUP LLC JOHNSON CONTROLS JAPAN BANK FOR JEJU BANK INTERNATIONAL INTERNATIONAL C JELD-WEN HOLDING INC JOHNSON CONTROLS JAPAN BANK FOR JELD-WEN HOLDING INC INTERNATIONAL INTERNATIONAL C JELD-WEN HOLDING INC

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JOHNSON CONTROLS JP MORGAN CHASE COM SGP A JP MORGAN MORTGAGE T 4 A4 INTERNATIONAL 144A 144A JOHNSON CONTROLS JP MORGAN CHASE COM UES F JP MORGAN MORTGAGE T 4 A5 INTERNATIONAL 144A 144A JOHNSON CONTROLS JP MORGAN CHASE COMM C1 F JP MORGAN MORTGAGE T 4 A5 INTERNATIONAL 144A 144A JOHNSON CONTROLS JP MORGAN CHASE COMM C3 E JP MORGAN MORTGAGE T 4 A6 INTERNATIONAL 144A 144A JOHNSON CONTROLS JP MORGAN CHASE COMM C3 G JP MORGAN MORTGAGE T 5 A1 INTERNATIONAL 144A 144A JOHNSON MATTHEY PLC JP MORGAN CHASE COMM C3 H JP MORGAN MORTGAGE T 5 A1 JOHNSON MATTHEY PLC 144A 144A JOHNSON MATTHEY PLC JP MORGAN CHASE COMM C4 E JP MORGAN MORTGAGE T 5 A1 JOHNSON OUTDOORS INC 144A 144A JOHNSON OUTDOORS INC JP MORGAN CHASE COMM C4 F JP MORGAN MORTGAGE T 5 A1 JOHNSON OUTDOORS INC 144A 144A JONES ENERGY HOLDINGS LLC JP MORGAN CHASE COMM C4 H JP MORGAN MORTGAGE T 6 A6 144A 144A 144A JONES ENERGY HOLDINGS LLC JP MORGAN CHASE COMM C6 E JP MORGAN MORTGAGE T 6 A6 144A 144A 144A JORDAN GOVERNMENT INTERNA JP MORGAN CHASE COMMER CB12 JP MORGAN MORTGAGE TRUS A1 144A AJ 5A4 JORDAN GOVERNMENT INTERNA JP MORGAN CHASE COMMER JP MORGAN MORTGAGE TRUS A1 144A LDPX AM 6T1 JORDAN GOVERNMENT INTERNA JP MORGAN CHASE COMMERC JP1 JP MORGAN MORTGAGE TRUS A4 REGS A5 1A1 JORDAN HEALTH 5/18 TL JP MORGAN CHASE COMMERCI JP MORGAN MORTGAGE TRUST A1 JORDAN HEALTH 5/18 TL CBX C B1 JOUNCE THERAPEUTICS INC JP MORGAN CHASE COMMERCI JP MORGAN MORTGAGE TRUST A1 JP MORGAN CHASE C CNTR A2 CBX D B1 144A JP MORGAN MORTGA IVR3 2A1 JP MORGAN TRUST 201 1 1A2 144A JP MORGAN CHASE CO CNTR D 144A JPJ GROUP PLC 144A JP MORGAN MORTGAG 7FRB A2 JPMBB COMMERCIAL C23 UH5 JP MORGAN CHASE CO DSTY E 144A 144A 144A JP MORGAN MORTGAG 7FRB A2 JPMBB COMMERCIAL MO C26 D JP MORGAN CHASE CO IWST C 144A 144A 144A JP MORGAN MORTGAGE 2 1A1 JPMBB COMMERCIAL MORT C22 JP MORGAN CHASE CO IWST D 144A A3A1 144A JP MORGAN MORTGAGE 3 1A3 JPMBB COMMERCIAL MORTGA JP MORGAN CHASE CO LC11 F 144A C15 AS 144A JP MORGAN MORTGAGE 3 2A2 JPMBB COMMERCIAL MORTGA JP MORGAN CHASE COM AON F 144A C30 A5 144A JP MORGAN MORTGAGE 4 A15 JPMBB COMMERCIAL MORTGA JP MORGAN CHASE COM C3 A3 144A C33 A4 144A JP MORGAN MORTGAGE 5 A1A JPMBB COMMERCIAL MORTGAG JP MORGAN CHASE COM C4 NR 144A C32 C 144A JP MORGAN MORTGAGE 5 A1A JPMCC COMMERCIAL MORTGA JP6 JP MORGAN CHASE COM CBX D 144A A5 144A JP MORGAN MORTGAGE 5 A1B JPMCC COMMERCIAL MORTGAG JP MORGAN CHASE COM CBX E 144A JP7 C 144A JP MORGAN MORTGAGE 6 1A4 JPMCC COMMERCIAL MORTGAG JP MORGAN CHASE COM CBX F 144A JP7 C 144A JP MORGAN MORTGAGE T 1 A5 JPMCC RE-REMIC FRR2 AK36 144A JP MORGAN CHASE COM CBX G 144A JPMCC RE-REMIC FRR2 AK39 144A 144A JP MORGAN MORTGAGE T 2 A1 JPMDB COMMERCIAL MOR C4 D JP MORGAN CHASE COM FL7 A 144A 144A 144A JP MORGAN MORTGAGE T 3 A5 JPMDB COMMERCIAL MOR C7 D JP MORGAN CHASE COM LAQ E 144A 144A 144A

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JPMDB COMMERCIAL MOR C8 D JPMORGAN CHASE & CO K2M GROUP HOLDINGS INC 144A JPMORGAN CHASE & CO K2M GROUP HOLDINGS INC JPMORGAN CHASE & CO JPMORGAN CHASE & CO KADER HOLDINGS CO LTD JPMORGAN CHASE & CO JPMORGAN CHASE & CO KADMON HOLDINGS INC JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAISER ALUMINUM CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAISER FOUNDATION HOSPITALS JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAISER FOUNDATION HOSPITALS JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAJARIA CERAMICS LTD JPMORGAN CHASE & CO JPMORGAN CHASE & CO KALA PHARMACEUTICALS INC JPMORGAN CHASE & CO JPMORGAN CHASE & CO KALBE FARMA TBK PT JPMORGAN CHASE & CO JPMORGAN CHASE & CO KALBE FARMA TBK PT JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAMAN CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAMAN CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAMAN CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAMAN CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO KANEKA CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO KANEKA CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO KANEKA CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO KANGNAM JEVISCO CO LTD JPMORGAN CHASE & CO JPMORGAN CHASE & CO KANSAI PAINT CO LTD JPMORGAN CHASE & CO JPMORGAN CHASE & CO KANSAI PAINT CO LTD JPMORGAN CHASE & CO JPMORGAN CHASE & CO KANSAI PAINT CO LTD JPMORGAN CHASE & CO JPMORGAN CHASE & CO KANSAS CITY POWER & LIGHT CO JPMORGAN CHASE & CO JPMORGAN CHASE & CO KANSAS CITY POWER & LIGHT CO JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAO CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAO CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAO CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO KAO CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO REGS KAO CORP JPMORGAN CHASE & CO JPW INDUSTRIES HOLDING CO KAPSTONE PAPER AND JPMORGAN CHASE & CO 144A PACKAGING C JPMORGAN CHASE & CO JSC ASTANA FINANCE KAPSTONE PAPER AND JPMORGAN CHASE & CO JSC ASTANA FINANCE PACKAGING C JPMORGAN CHASE & CO JSR CORP KAPSTONE PAPER AND JPMORGAN CHASE & CO JSR CORP PACKAGING C JPMORGAN CHASE & CO JSR CORP KAPSTONE PAPER AND JPMORGAN CHASE & CO JTEKT CORP PACKAGING C JPMORGAN CHASE & CO JTEKT CORP KASAI KOGYO CO LTD JPMORGAN CHASE & CO JTEKT CORP KASIKORNBANK PCL JPMORGAN CHASE & CO JUBILANT LIFE SCIENCES LTD KASIKORNBANK PCL JPMORGAN CHASE & CO JULIUS BAER GROUP LTD KASIKORNBANK PCL JPMORGAN CHASE & CO JULIUS BAER GROUP LTD KASIKORNBANK PCL JPMORGAN CHASE & CO JULIUS BAER GROUP LTD KAUFMAN & BROAD SA JPMORGAN CHASE & CO JULIUS BAER GROUP LTD KAWAI MUSICAL INSTRUMENTS JPMORGAN CHASE & CO JUNIPER NETWORKS INC MANU JPMORGAN CHASE & CO JUNIPER NETWORKS INC KAWASAKI HEAVY INDUSTRIES JPMORGAN CHASE & CO JUPITER FUND MANAGEMENT PLC LTD JPMORGAN CHASE & CO JW ALUMINUM CONTINUOUS CA KAWASAKI HEAVY INDUSTRIES JPMORGAN CHASE & CO 144A LTD JPMORGAN CHASE & CO JYSKE BANK A/S KAWASAKI HEAVY INDUSTRIES JPMORGAN CHASE & CO K+S AG LTD JPMORGAN CHASE & CO K+S AG KAWASUMI LABORATORIES INC JPMORGAN CHASE & CO K+S AG KAZAGRO NATIONAL MANAGEME JPMORGAN CHASE & CO K+S AG 144A JPMORGAN CHASE & CO K+S AG KAZAKHSTAN GOVERNMENT INT JPMORGAN CHASE & CO K2016470219 SOUTH AFRICA 144A 144A JPMORGAN CHASE & CO K2016470260 SOUTH AFRICA 144A KAZTRANSGAS JSC 144A JPMORGAN CHASE & CO K2M GROUP HOLDINGS INC KB FINANCIAL GROUP INC JPMORGAN CHASE & CO K2M GROUP HOLDINGS INC KB HOME

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KB HOME KEYCORP STUDENT LOAN TRUS A KINGDOM OF BELGIUM GOVERN KB HOME A2 144A KB HOME KEYCORP STUDENT LOAN TRUS B KINGDOM OF BELGIUM GOVERN KB HOME A2 144A KBC GROUP NV KEYSIGHT TECHNOLOGIES INC KINGDOM OF BELGIUM KBC GROUP NV KEYSIGHT TECHNOLOGIES INC GOVERNMENT KBC GROUP NV KEYSIGHT TECHNOLOGIES INC KING'S TOWN BANK CO LTD KCC CORP KEYSTONE HELP KINGSPAN GROUP PLC KDAC AVIATION FINANC 1A A KEYSTONE HELP KINGSPAN GROUP PLC 144A KEYSTONE HELP KINNEVIK AB KEARNY FINANCIAL CORP/MD KG CHEMICAL CORP KINNEVIK AB KEARNY FINANCIAL CORP/MD KILROY REALTY LP KINNEVIK AB KEARNY FINANCIAL CORP/MD KILROY REALTY LP KISSEI PHARMACEUTICAL CO LTD KEIHIN CORP KILROY REALTY LP KITO CORP KELLOGG CO KIMBALL ELECTRONICS INC KITRON ASA KELLOGG CO KIMBALL ELECTRONICS INC KKR CLO 13 LTD 13 ER 144A KELLOGG CO KIMBALL ELECTRONICS INC KKR FINANCIAL CLO 2 1A DR 144A KELLOGG CO KIMBERLY-CLARK CORP KKR GROUP FINANCE CO II L 144A KEMET CORP KIMBERLY-CLARK CORP KKR GROUP FINANCE CO III 144A KEMET CORP KIMBERLY-CLARK CORP KKR GROUP FINANCE CO III 144A KEMET CORP KIMBERLY-CLARK CORP KLA-TENCOR CORP KENNAMETAL INC KIMBERLY-CLARK CORP KLX INC KENNAMETAL INC KIMBERLY-CLARK CORP KLX INC KENNEDY-WILSON INC 144A KIMBERLY-CLARK CORP KLX INC KENNEDY-WILSON INC 144A KIMBERLY-CLARK CORP KLX INC KENNEDY-WILSON INC 144A KIMBERLY-CLARK CORP KLX INC 144A KENYA GOVERNMENT INTERNAT KIMBERLY-CLARK CORP K-MAC 3/18 2ND LIEN TL 144A KIMBERLY-CLARK CORP KMG CHEMICALS INC KENYA GOVERNMENT INTERNAT KIMBERLY-CLARK DE MEXICO KMG CHEMICALS INC 144A SAB D KMG CHEMICALS INC KENYA GOVERNMENT INTERNAT KIMBERLY-CLARK DE MEXICO KNOWLEDGE REGS SAB D UNIVERSE/KINDERCARE KENYA INFRASTRUCTURE BOND KIMCO REALTY CORP KNOWLES CORP KENYA INFRASTRUCTURE BOND KIMCO REALTY CORP KNOWLES CORP KENYA INFRASTRUCTURE BOND KIMCO REALTY CORP KNOWLES CORP KEPRO 5/17 TL KIMCO REALTY CORP KNT-CT HOLDINGS CO LTD KEPRO 5/17 TL KIMURA UNITY CO LTD KOATSU GAS KOGYO CO LTD KERYX BIOPHARMACEUTICALS KINDER MORGAN INC/DE KOBAYASHI PHARMACEUTICAL INC KINDER MORGAN INC/DE CO LT KERYX BIOPHARMACEUTICALS KINDER MORGAN INC/DE KOFAX 2/18 COV-LITE TL INC KINDER MORGAN INC/DE KOHL'S CORP KESTRA FINANCIAL 6/16 TL KINDER MORGAN INC/DE KOHL'S CORP KESTRA FINANCIAL 6/16 TL KINDER MORGAN INC/DE KOITO MANUFACTURING CO LTD KEURIG DR PEPPER INC KINDER MORGAN INC/DE 144A KOITO MANUFACTURING CO LTD KEURIG DR PEPPER INC KINDRED GROUP PLC KOITO MANUFACTURING CO LTD KEURIG DR PEPPER INC KINDRED GROUP PLC KOITO MANUFACTURING CO LTD KEURIG DR PEPPER INC 144A KINDRED HEALTHCARE INC KOMERCNI BANKA AS KEURIG DR PEPPER INC 144A KINDRED HEALTHCARE INC KONINKLIJKE DSM NV KEURIG DR PEPPER INC 144A KINGBOARD HOLDINGS LTD KONINKLIJKE DSM NV KEURIG DR PEPPER INC 144A KINGBOARD HOLDINGS LTD KONINKLIJKE DSM NV KEURIG DR PEPPER INC 144A KINGBOARD LAMINATES KONINKLIJKE PHILIPS NV KEYCORP HOLDINGS L KONINKLIJKE PHILIPS NV KEYCORP KINGBOARD LAMINATES KONINKLIJKE PHILIPS NV KEYCORP HOLDINGS L KONINKLIJKE PHILIPS NV KEYCORP KINGDOM OF BELGIUM GOVERN KOPPERS HOLDINGS INC KEYCORP 144A KOPPERS HOLDINGS INC KEYCORP KINGDOM OF BELGIUM GOVERN KOPPERS HOLDINGS INC KEYCORP STUDENT LOAN TRU A 144A KOPPERS HOLDINGS INC 2A4 KOREA DEVELOPMENT BANK/THE

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KOREA DEVELOPMENT BANK/THE KURA ONCOLOGY INC LAKELAND FINANCIAL CORP KOREA GAS CORP 144A KURA ONCOLOGY INC LAKELAND FINANCIAL CORP KOREA INTERNATIONAL BOND KURARAY CO LTD LALIN PROPERTY PCL KOREA PETROCHEMICAL IND CO KURARAY CO LTD LAM RESEARCH CORP LTD KURARAY CO LTD LAM RESEARCH CORP KOSE CORP KUREHA CORP LAM RESEARCH CORP KOSE CORP KUWAIT INTERNATIONAL GOVE LAMAR MEDIA CORP KOSE CORP 144A LAMAR MEDIA CORP KOSHIDAKA HOLDINGS CO LTD KWANGJU BANK CO LTD LAMAR MEDIA CORP KPX CHEMICAL CO LTD KYB CORP LAND O' LAKES INC 144A KPX HOLDINGS CORP KYORIN HOLDINGS INC LANDEC CORP KRAFT HEINZ FOODS CO KYOWA HAKKO KIRIN CO LTD LANDEC CORP KRAFT HEINZ FOODS CO KYOWA HAKKO KIRIN CO LTD LANDEC CORP KRAFT HEINZ FOODS CO KYOWA HAKKO KIRIN CO LTD LANDESK SOFTWARE 1/17 COV- KRAFT HEINZ FOODS CO L BRANDS INC LITE KRAFT HEINZ FOODS CO L BRANDS INC LANDESK SOFTWARE 1/17 COV- KRAFT HEINZ FOODS CO L BRANDS INC LITE KRAFT HEINZ FOODS CO L BRANDS INC LANNETT CO INC KRAFT HEINZ FOODS CO L BRANDS INC LANNETT CO INC KRAFT HEINZ FOODS CO L BRANDS INC LANNETT CO INC KRAFT HEINZ FOODS CO L E LUNDBERGFORETAGEN AB LANNETT CO INC KRAFT HEINZ FOODS CO 144A L E LUNDBERGFORETAGEN AB LANNETT CO INC KRAFT HEINZ FOODS CO 144A L&W 5/18 TL LANTHEUS HOLDINGS INC KRATON CORP L3 TECHNOLOGIES INC LANTHEUS HOLDINGS INC KRATON CORP L3 TECHNOLOGIES INC LANTHEUS HOLDINGS INC KRATON CORP L3 TECHNOLOGIES INC LANTHEUS HOLDINGS INC KRATON CORP L3 TECHNOLOGIES INC LANTHEUS HOLDINGS INC KRATON CORP L3 TECHNOLOGIES INC LANXESS AG KRATOS DEFENSE & SECURITY L3 TECHNOLOGIES INC LANXESS AG SOLU L3 TECHNOLOGIES INC LANXESS AG KRATOS DEFENSE & SECURITY L3 TECHNOLOGIES INC LANXESS AG SOLU L3 TECHNOLOGIES INC LANXESS AG KRATOS DEFENSE & SECURITY L3 TECHNOLOGIES INC LANXESS AG SOLU L3 TECHNOLOGIES INC LAREDO PETROLEUM INC KRATOS DEFENSE & SECURITY LA JOLLA PHARMACEUTICAL CO LAREDO PETROLEUM INC SOLU LA JOLLA PHARMACEUTICAL CO LARGAN PRECISION CO LTD KRATOS DEFENSE & SECURITY LA QUINTA TERM B 02 21 21 LARSEN & TOUBRO INFOTECH SOLU LABORATORY CORP OF AMERICA LTD KROGER CO/THE HOL LAS VEGAS SANDS CORP KROGER CO/THE LABORATORY CORP OF AMERICA LAS VEGAS SANDS CORP KROGER CO/THE HOL LAS VEGAS SANDS CORP KROGER CO/THE LABORATORY CORP OF AMERICA LAS VEGAS SANDS CORP KROGER CO/THE HOL LAUREATE EDUCATION 4/17 KROGER CO/THE LABRADOR AVIATION F 1A A1 LAUREATE EDUCATION 4/17 KROGER CO/THE 144A LAZARD GROUP LLC KROGER CO/THE LADENBURG THALMANN LAZARD GROUP LLC KROGER CO/THE FINANCIAL S LAZARD LTD KROGER CO/THE LADENBURG THALMANN LAZARD LTD KROGER CO/THE FINANCIAL S LAZARD LTD KROGER CO/THE LADENBURG THALMANN LAZARD LTD KROGER CO/THE FINANCIAL S LB COML CONDUIT MTG 98-C1 K KRONOS 4/17 TLB LAFARGEHOLCIM LTD LBM 2/18 TL KRONOS WORLDWIDE INC LAFARGEHOLCIM LTD LB-UBS COMMERCIAL MORTGA KRONOS WORLDWIDE INC LAFARGEHOLCIM LTD C1 A2 KRUK SA LAIRD 5/18 TL LB-UBS COMMERCIAL MORTGA KRUNG THAI BANK PCL LAKELAND BANCORP INC C1 A2 KUBOTA CREDIT OWNER 1A A1 LAKELAND BANCORP INC LCI INDUSTRIES 144A LAKELAND BANCORP INC LCI INDUSTRIES KUKDO CHEMICAL CO LTD LAKELAND FINANCIAL CORP LCI INDUSTRIES

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LCNB CORP LEHMAN BRTH HLD (RICI) LIBERTY TRIPADVISOR HOLDINGS LCNB CORP ESCROW I LEAR CORP LEMAITRE VASCULAR INC LIFEMILES 8/17 TLB LEAR CORP LEMAITRE VASCULAR INC LIFEMILES 8/17 TLB LEAR CORP LEMAITRE VASCULAR INC LIFEPOINT HEALTH INC LEAR CORP LENDINGCLUB CORP LIFEPOINT HEALTH INC LEARNING CARE 3/18 COV-LITE LENDINGCLUB CORP LIFESCAN 6/18 TL LEARNING CARE 3/18 COV-LITE LENDINGCLUB CORP LIFESCAN 6/18 TL LEASEPLAN CORP NV 144A LENDINGTREE INC LIFESCAN 6/18 TL LEBANON GOVERNMENT INTERN LENDINGTREE INC LIFESTORAGE LP/CA REGS LENDINGTREE INC LIGHTSTONE 2/18 COV-LITE TLB LEBANON GOVERNMENT INTERN LENDINGTREE INC LIGHTSTONE 2/18 TLC REGS LENDINGTREE INC LIGHTSTONE 3/17 COV-LITE TLB LEBANON GOVERNMENT INTERN LENNAR CORP LIMESTONE BANCORP INC REGS LENNAR CORP LIMETREE 1/17 TL LEBANON GOVERNMENT INTERN LENNAR CORP LIN TELEVISION CORP REGS LENNAR CORP LINAMAR CORP LEBANON GOVERNMENT INTERN LENNAR CORP LINAMAR CORP REGS LENNAR CORP LINAMAR CORP LEBANON GOVERNMENT INTERN LENNAR CORP LINAMAR CORP REGS LENNAR CORP LINCOLN NATIONAL CORP LEBANON GOVERNMENT INTERN LENNAR CORP LINCOLN NATIONAL CORP REGS LENNAR CORP LINCOLN NATIONAL CORP LEBANON GOVERNMENT LENNAR CORP LINCOLN NATIONAL CORP INTERNATION LENNAR CORP LINCOLN NATIONAL CORP LEE ENTERPRISES INC 144A LENNOX INTERNATIONAL INC LINCOLN NATIONAL CORP LEE ENTERPRISES INC 144A LENNOX INTERNATIONAL INC LINDBLAD EXPEDITIONS LEGACYTEXAS FINANCIAL LENNOX INTERNATIONAL INC HOLDINGS GROUP IN LENNOX INTERNATIONAL INC LINDE AG LEGACYTEXAS FINANCIAL LENNOX INTERNATIONAL INC LINDE AG GROUP IN LENNOX INTERNATIONAL INC LINDE AG LEGACYTEXAS FINANCIAL LENZING AG LINDE AG GROUP IN LENZING AG LINDE AG LEGACYTEXAS FINANCIAL LEONARDO SPA LINDE AG GROUP IN LEONARDO SPA LINDE AG LEGALZOOM 11/17 COV-LITE TLB LEONTEQ AG LINDE AG LEGALZOOM 11/17 COV-LITE TLB LEVEL 3 2/17 TLB LION CORP LEGG MASON INC LEVEL 3 FINANCING INC LION CORP LEGG MASON INC LEVEL ONE BANCORP INC LION CORP LEGG MASON INC LEVEL ONE BANCORP INC LION CORP LEGG MASON INC LEVI STRAUSS & CO LION TRAVEL SERVICE CO LTD LEGG MASON INC LG CHEM LTD LION TRAVEL SERVICE CO LTD LEGG MASON INC LG HOUSEHOLD & HEALTH CARE LIONS GATE ENTERTAINMENT LEGG MASON INC LTD CORP LEGG MASON INC LG HOUSEHOLD & HEALTH CARE LIONS GATE ENTERTAINMENT LEGGETT & PLATT INC LTD CORP LEHMAN BROS TREAS 144A LG&E & KU ENERGY LLC LIONS GATE ENTERTAINMENT LEHMAN BROTHERS HOLDINGS LGI HOMES INC CORP INC LGI HOMES INC LIONS GATE ENTERTAINMENT LEHMAN BROTHERS HOLDINGS LGI HOMES INC CORP INC LGI HOMES INC LIONS GATE ENTERTAINMENT LEHMAN BROTHERS INC LIBERTY MUTUAL FINANCE EU CORP LEHMAN BRTH HLD (RICI) 144A LIONS GATE ENTERTAINMENT ESCROW LIBERTY PROPERTY LP CORP LEHMAN BRTH HLD (RICI) LIBERTY TRIPADVISOR HOLDINGS LITTELFUSE INC ESCROW I LITTELFUSE INC LEHMAN BRTH HLD (RICI) LIBERTY TRIPADVISOR HOLDINGS LITTELFUSE INC ESCROW I LIVANOVA PLC LIVANOVA PLC

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LIVANOVA PLC L'OREAL SA LUTHER BURBANK CORP LIVANOVA PLC L'OREAL SA LYDALL INC LIVE NATION ENTERTAINMENT LOS ANGELES CA DEPT WTR & LYDALL INC 144A PWR LYDALL INC LIVE NATION ENTERTAINMENT LOS ANGELES CA UNIF SCH DIST LYDALL INC INC LOS ANGELES CA UNIF SCH DIST LYONDELLBASELL INDUSTRIES LIVE NATION ENTERTAINMENT LOS ANGELES CA UNIF SCH DIST NV INC LOS ANGELES CNTY CA MET LYONDELLBASELL INDUSTRIES LIVE NATION ENTERTAINMENT TRANSP NV INC LOTTE FINE CHEMICAL CO LTD LYONDELLBASELL INDUSTRIES LIVE NATION ENTERTAINMENT LOTTE FINE CHEMICAL CO LTD NV INC LOUISIANA-PACIFIC CORP LYONDELLBASELL INDUSTRIES LIVE OAK BANCSHARES INC LOUISIANA-PACIFIC CORP NV LIVE OAK BANCSHARES INC LOUISIANA-PACIFIC CORP LYONDELLBASELL INDUSTRIES LIVE OAK BANCSHARES INC LOUISIANA-PACIFIC CORP NV LIVE OAK BANCSHARES INC LOUISIANA-PACIFIC CORP LYONDELLBASELL INDUSTRIES LIVE OAK BANCSHARES INC LOWE'S COS INC NV LIVINGSTON 1/18 (USD) TLB3 LOWE'S COS INC LYONDELLBASELL INDUSTRIES LIVINGSTON 1/18 (USD) TLB3 LOWE'S COS INC NV LIVINGSTON 4/13 2ND LIEN TL LOWE'S COS INC LYONDELLBASELL INDUSTRIES LIVINGSTON 4/13 2ND LIEN TL LOWE'S COS INC NV LIXIL GROUP CORP LOWE'S COS INC LYONDELLBASELL INDUSTRIES LIXIL GROUP CORP LOWE'S COS INC NV LIXIL GROUP CORP LOWE'S COS INC LYONDELLBASELL INDUSTRIES LIXIL GROUP CORP LOWE'S COS INC NV LKQ ITALIA BONDCO SPA 144A LOWE'S COS INC LYONDELLBASELL INDUSTRIES LLOYDS BANKING GROUP PLC LOWE'S COS INC NV LLOYDS BANKING GROUP PLC LOWE'S COS INC M&T BANK CORP LLOYDS BANKING GROUP PLC LOWE'S COS INC M&T BANK CORP LLOYDS BANKING GROUP PLC LOWE'S COS INC M&T BANK CORP LLOYDS BANKING GROUP PLC LOWE'S COS INC M&T BANK CORP LOCKHEED MARTIN CORP LOWE'S COS INC M&T BANK CORP LOCKHEED MARTIN CORP LOXAM SAS 144A M/I HOMES INC LOCKHEED MARTIN CORP LPL FINANCIAL HOLDINGS INC M/I HOMES INC LOCKHEED MARTIN CORP LPL FINANCIAL HOLDINGS INC M/I HOMES INC LOCKHEED MARTIN CORP LPL FINANCIAL HOLDINGS INC M/I HOMES INC LOCKHEED MARTIN CORP LPL HOLDINGS INC 144A MACATAWA BANK CORP LOCKHEED MARTIN CORP LPL HOLDINGS INC 144A MACATAWA BANK CORP LOCKHEED MARTIN CORP LSB INDUSTRIES INC MACATAWA BANK CORP LOCKHEED MARTIN CORP LSB INDUSTRIES INC MACDERMID 9/17 (USD) B7 LOCKHEED MARTIN CORP LSB INDUSTRIES INC MACH ONE 2004 1 LLC 144A LOCKHEED MARTIN CORP LSC COMMUNICATIONS INC 144A MACH ONE 2004 1 LLC 144A LOEWS CORP LSC COMMUNICATIONS INC 144A MACQUARIE GROUP LTD LOEWS CORP LSC COMMUNICATIONS INC 144A MACQUARIE GROUP LTD LOEWS CORP LSTAR COMMERCIAL MOR 4 A2 MACQUARIE GROUP LTD LONDON STOCK EXCHANGE 144A MACY'S RETAIL HOLDINGS INC GROUP PL LSTAR COMMERCIAL MORT 2 D MACY'S RETAIL HOLDINGS INC LONDON STOCK EXCHANGE 144A MACY'S RETAIL HOLDINGS INC GROUP PL LSTAR COMMERCIAL MORT 2 E MADISON PARK FUNDI 19A CR LONDON STOCK EXCHANGE 144A 144A GROUP PL LUMBERMENS MUTUAL CASUALT MADISON PARK FUNDIN 12A E LONGFELLOW PLACE C 1A FRR 144A 144A 144A LUMILEDS 1/18 COV-LITE TLB MADISON PARK FUNDIN 12A F LONZA GROUP AG LUMILEDS 1/18 COV-LITE TLB 144A LONZA GROUP AG LUMINEX CORP MADISON PARK FUNDIN 25A E LONZA GROUP AG LUMINEX CORP 144A L'OREAL SA LUMINEX CORP MADISON SQUARE GARDEN L'OREAL SA LUMINEX CORP CO/THE L'OREAL SA LUTHER BURBANK CORP

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MADISON SQUARE GARDEN MANUFACTURERS & TRADERS MARRIOTT VACATIONS CO/THE TRUST WORLDWIDE C MADISON SQUARE GARDEN MANUFACTURERS & TRADERS MARRIOTT VACATIONS CO/THE TRUST WORLDWIDE C MADRIGAL PHARMACEUTICALS MANUFACTURERS & TRADERS MARRIOTT VACATIONS INC TRUST WORLDWIDE C MADRIGAL PHARMACEUTICALS MANUFACTURERS & TRADERS MARSH & MCLENNAN COS INC INC TRUST MARSH & MCLENNAN COS INC MAGELLAN AEROSPACE CORP MANULIFE FINANCIAL CORP MARSH & MCLENNAN COS INC MAGNA INTL INC MAPLE ESCROW SUBSIDIARY I MARTIN MARIETTA MATERIALS MAGNA INTL INC 144A INC MAGNA INTL INC MARATHON OIL CORP MARTIN MARIETTA MATERIALS MAGNA INTL INC MARATHON OIL CORP INC MAGNA INTL INC MARATHON OIL CORP MARTIN MARIETTA MATERIALS MAGNACHIP SEMICONDUCTOR MARATHON OIL CORP INC CORP MARATHON PETROLEUM CORP MARTIN MARIETTA MATERIALS MAGNACHIP SEMICONDUCTOR MARATHON PETROLEUM CORP INC CORP MARATHON PETROLEUM CORP MARTIN MARIETTA MATERIALS MAGNESITA REFRATARIOS SA MARATHON PETROLEUM CORP INC MAIN STREET CAPITAL CORP MARATHON PETROLEUM CORP MARTIN MARIETTA MATERIALS MAIN STREET CAPITAL CORP MARCUS CORP/THE INC MALAYAN BANKING BHD MARCUS CORP/THE MARTIN MARIETTA MATERIALS MALAYAN BANKING BHD MARCUS CORP/THE INC MALAYSIA GOVERNMENT BOND MARCUS CORP/THE MARTIN MARIETTA MATERIALS MALAYSIA GOVERNMENT BOND MARCUS CORP/THE INC MALAYSIA GOVERNMENT BOND MARFRIG HOLDINGS EUROPE B MARVELL TECHNOLOGY GROUP MALAYSIA GOVERNMENT BOND 144A LTD MALAYSIA GOVERNMENT BOND MARINE PRODUCTS CORP MASCO CORP MALAYSIA GOVERNMENT BOND MARINER HEALTH GRP SR SUB B MASCO CORP MALAYSIA GOVERNMENT BOND MARINUS PHARMACEUTICALS MASCO CORP MALAYSIA GOVERNMENT BOND INC MASCO CORP MALAYSIA GOVERNMENT BOND MARKEL CORP MASCO CORP MALAYSIA GOVERNMENT BOND MARKEL CORP MASCO CORP MALAYSIA GOVERNMENT BOND MARLIN BUSINESS SERVICES MASIMO CORP MALIBU BOATS INC CORP MASIMO CORP MALIBU BOATS INC MARLIN BUSINESS SERVICES MASIMO CORP MALLINCKRODT INTERNATIONA CORP MASIMO CORP 144A MARRIOTT INTERNATIONAL MASONITE INTERNATIONAL CORP MALLINCKRODT INTERNATIONA INC/MD MASONITE INTERNATIONAL CORP 144A MARRIOTT INTERNATIONAL MASONITE INTERNATIONAL CORP MALLINCKRODT INTERNATIONA INC/MD MASSACHUSETTS EDUCATIONAL 144A MARRIOTT INTERNATIONAL 1 A1 MALLINCKRODT INTERNATIONAL INC/MD MASSACHUSETTS INSTITUTE OF FIN MARRIOTT INTERNATIONAL TEC MALLINCKRODT PLC INC/MD MASSACHUSETTS MUTUAL LIFE MALLINCKRODT PLC MARRIOTT INTERNATIONAL 144A MALLINCKRODT PLC INC/MD MASSACHUSETTS ST MALLINCKRODT PLC MARRIOTT INTERNATIONAL MASTEC INC MALLINCKRODT PLC INC/MD MASTER CREDIT CARD T 1A A MALLINCKRODT PLC MARRIOTT INTERNATIONAL 144A MAMMOTH LAKES CA INC/MD MASTER CREDIT CARD T 1A A JUDGEMENT REV MARRIOTT INTERNATIONAL 144A MAMMOTH LAKES CA INC/MD MASTERCARD INC JUDGEMENT REV MARRIOTT INTERNATIONAL MASTERCARD INC MAN GROUP PLC INC/MD MASTERCARD INC MANDOM CORP MARRIOTT INTERNATIONAL MASTERCARD INC MANITOWOC 3/16 COV-LITE TLB INC/MD MASTERCARD INC MANNKIND CORP MARRIOTT VACATIONS MASTERCARD INC WORLDWIDE C MASTERCARD INC

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MASTERCARD INC MCGRAW-HILL 5/16 COV-LITE TLB MEDTRONIC PLC MASTERCARD INC MCGRAW-HILL 5/16 COV-LITE TLB MEG ENERGY CORP 144A MASTERCARD INC MCKESSON CORP MEG ENERGY CORP 144A MASTERCARD INC MCKESSON CORP MEGGITT PLC MASTERCARD INC MCKESSON CORP MEGGITT PLC MASTERCARD INC MCKESSON CORP MEGGITT PLC MASTERCARD INC MCKESSON CORP MELCO INTERNATIONAL MASTERCARD INC MCKESSON CORP DEVELOPMEN MASTERLINK SECURITIES CORP MCKESSON CORP MELINTA THERAPEUTICS INC MASTR ADJUSTABLE RATE MOR 1 MCKESSON CORP MELINTA THERAPEUTICS INC B1 MCKESSON CORP MELROSE INDUSTRIES PLC MATCH GROUP INC MCKESSON CORP MELROSE INDUSTRIES PLC MATRIX MEDICAL 2/18 TLB MCKESSON CORP MELROSE INDUSTRIES PLC MATRIX MEDICAL 2/18 TLB MCS 5/17 TL MEMORIAL SLOAN-KETTERING MATSON NAVIGATION CO INC MCS 5/17 TL CANCE MATTEL INC MDC HOLDINGS INC MEMPHIS TN CTR CITY REVENUE MATTEL INC MDC HOLDINGS INC FI MATTEL INC MDC HOLDINGS INC MENICON CO LTD MATTEL INC MDC HOLDINGS INC MERCANTILE BANK CORP MATTEL INC MDC HOLDINGS INC MERCANTILE BANK CORP MATTEL INC 144A MDC HOLDINGS INC MERCANTILE BANK CORP MATTEL INC 144A MDVIP 11/17 COV-LITE TL MERCANTILE BANK CORP MATTEL INC 144A MDVIP 11/17 COV-LITE TL MERCEDES-BENZ AUTO LEASE A MATTHEWS INTERNATIONAL CO MEAD JOHNSON NUTRITION CO A2A 144A MEAD JOHNSON NUTRITION CO MERCEDES-BENZ AUTO LEASE B MAXIM INTEGRATED PRODUCTS MEBUKI FINANCIAL GROUP INC A3 INC MEBUKI FINANCIAL GROUP INC MERCEDES-BENZ AUTO LEASE B MAZDA MOTOR CORP MEBUKI FINANCIAL GROUP INC A4 MAZDA MOTOR CORP MEDICINOVA INC MERCEDES-BENZ AUTO RECEIV 1 MAZDA MOTOR CORP MEDICINOVA INC A3 MB AEROSPACE 12/17 COV-LITE TL MEDIOBANCA BANCA DI CREDITO MERCEDES-BENZ AUTO RECEIV 1 MB AEROSPACE 12/17 COV-LITE TL FI A3 MB FINANCIAL INC MEDIOBANCA BANCA DI CREDITO MERCEDES-BENZ MASTER BA A MB FINANCIAL INC FI 144A MB FINANCIAL INC MEDIPAL HOLDINGS CORP MERCER INTERNATIONAL INC MB FINANCIAL INC MEDIPAL HOLDINGS CORP MERCER INTERNATIONAL INC MB FINANCIAL INC MEDIPAL HOLDINGS CORP MERCER INTERNATIONAL INC MBT FINANCIAL CORP MEDIWARE INFORMATION 12/17 144A MBT FINANCIAL CORP MEDIWARE INFORMATION 12/17 MERCHANTS BANCORP/IN MBT FINANCIAL CORP MEDIWARE INFORMATION 12/17 MERCHANTS BANCORP/IN MCAFEE 9/17 (USD) COV-LITE 2ND MEDPLAST 6/18 TL MERCHANTS BANCORP/IN MCAFEE 9/17 (USD) COV-LITE 2ND MEDRISK 1/18 2ND LIEN TL MERCK & CO INC MCAFEE 9/17 (USD) COV-LITE TLB MEDTRONIC GLOBAL HOLDINGS MERCK & CO INC MCAFEE 9/17 (USD) COV-LITE TLB SCA MERCK & CO INC MCBC HOLDINGS INC MEDTRONIC GLOBAL HOLDINGS MERCK & CO INC MCBC HOLDINGS INC SCA MERCK & CO INC MCBRIDE PLC MEDTRONIC INC MERCK & CO INC MCCORMICK & CO INC/MD MEDTRONIC INC MERCK & CO INC MCDERMOTT MEDTRONIC INC MERCK & CO INC MCDERMOTT MEDTRONIC INC MERCK & CO INC MCDONALD'S CORP MEDTRONIC INC MERCK & CO INC MCDONALD'S CORP MEDTRONIC INC MERCK & CO INC MCDONALD'S CORP MEDTRONIC INC MERCK & CO INC MCDONALD'S CORP MEDTRONIC INC MERCK & CO INC MCDONALD'S CORP MEDTRONIC INC MERCK & CO INC MCDONALD'S CORP MEDTRONIC PLC MERCK & CO INC MCDONALD'S CORP MEDTRONIC PLC MERCK & CO INC MCDONALD'S CORP MEDTRONIC PLC MERCK & CO INC MCF CLO VIII LTD 1A A1 144A MEDTRONIC PLC MERCK & CO INC

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MERCK & CO INC METAIR INVESTMENTS LTD MEXICO GOVERNMENT MERCK & CO INC METHANEX CORP INTERNATIONA MERCK & CO INC METHANEX CORP MEXICO GOVERNMENT MERCK KGAA METHANEX CORP INTERNATIONA MERCK KGAA METHODE ELECTRONICS INC MEXICO GOVERNMENT MERCK KGAA METHODE ELECTRONICS INC INTERNATIONA MERCK KGAA METHODE ELECTRONICS INC MEXICO GOVERNMENT MERCK KGAA METHODE ELECTRONICS INC INTERNATIONA MERCK SHARP & DOHME CORP METINVEST BV 144A MEXICO GOVERNMENT MEREDITH 1/18 COV-LITE TL METLIFE INC INTERNATIONA MEREDITH 1/18 COV-LITE TL METLIFE INC MEZZ CAP 2005-C3 144A CL D MEREDITH CORP 144A METLIFE INC MEZZ CAP 2005-C3 144A CL E MEREDITH CORP 144A METLIFE INC MEZZ CAP 2005-C3 144A CL F MEREDITH CORP 144A METLIFE INC MEZZ CAP 2005-C3 144A CL G MERIDIAN BIOSCIENCE INC METLIFE INC MEZZ CAP COML 04-C2 CL E 144A MERIDIAN BIOSCIENCE INC METLIFE INC MEZZ CAP COML MTG 04-C2 144A MERIDIAN BIOSCIENCE INC METLIFE INC MEZZ CAP COML MTG 04-C2 F MERIDIAN BIOSCIENCE INC METLIFE INC 144A MERIT MEDICAL SYSTEMS INC METLIFE INC MEZZ CAP COML MTG 04-C2 G MERIT MEDICAL SYSTEMS INC METLIFE SECURITIZATI 1A A 144A 144A MERIT MEDICAL SYSTEMS INC METRO BANK PLC MEZZ CAP COMMERCIAL C2 X MERIT MEDICAL SYSTEMS INC METROPOLITAN BANK & TRUST 144A MERIT MEDICAL SYSTEMS INC CO MGM 6/18 2ND LIEN COV-LITE TL MERIT MEDICAL SYSTEMS INC METROPOLITAN BANK & TRUST MGM 6/18 TL MERITAGE HOMES CORP CO MGM 6/18 TL MERITAGE HOMES CORP METROPOLITAN BANK HOLDING MGM 6/18 TL MERITAGE HOMES CORP CORP MGM CHINA HOLDINGS LTD MERITAGE HOMES CORP METROPOLITAN BANK HOLDING MGM CHINA HOLDINGS LTD MERITAGE HOMES CORP CORP MGM CHINA HOLDINGS LTD MERITAGE HOMES CORP METROPOLITAN BANK HOLDING MGM RESORT 4/16 COV-LITE TLB MERITAGE HOMES CORP CORP MGM RESORTS INTERNATIONAL MERITOR INC METSA BOARD OYJ MGM RESORTS INTERNATIONAL MERITOR INC METTLER-TOLEDO MGM RESORTS INTERNATIONAL MERITOR INC INTERNATIONAL I MGM RESORTS INTERNATIONAL MERITOR INC METTLER-TOLEDO MGM RESORTS INTERNATIONAL MERLIN ENTERTAINMENTS PLC INTERNATIONAL I MGM RESORTS INTERNATIONAL MERLIN ENTERTAINMENTS PLC MEXICAN BONOS MGM RESORTS INTERNATIONAL MERLIN ENTERTAINMENTS PLC MEXICAN BONOS MGM RESORTS INTERNATIONAL MERLIN ENTERTAINMENTS PLC MEXICAN BONOS MGM RESORTS INTERNATIONAL MERLIN ENTERTAINMENTS PLC MEXICAN BONOS MGM RESORTS INTERNATIONAL 144A MEXICAN BONOS MGM RESORTS INTERNATIONAL MERRILL COMMUNICATIONS 5/15 MEXICAN BONOS MGM RESORTS INTERNATIONAL MERRILL COMMUNICATIONS 5/15 MEXICAN BONOS MHS 4/17 TLB MERRILL LYNCH & CO INC MEXICAN BONOS MHS 4/17 TLB MERRILL LYNCH MORTGAGE CKI1 MEXICAN BONOS MICHAEL BAKER 11/17 COV-LITE D MEXICAN UDIBONOS MICHAEL BAKER 11/17 COV-LITE MERRILL LYNCH MORTGAGE T C1 MEXICHEM SAB DE CV MICHAEL KORS USA INC 144A AJ MEXICHEM SAB DE CV MICHIGAN ST MERSANA THERAPEUTICS INC MEXICHEM SAB DE CV MICHIGAN ST FIN AUTH REVENUE MESA LABORATORIES INC MEXICO GOVERNMENT MICHIGAN ST TOBACCO MESTENIO LTD FOR DOMINICA INTERNATIONA SETTLEMENT REGS MEXICO GOVERNMENT MICRO FOCUS 4/17 (USD) MET TRANSPRTN AUTH NY INTERNATIONA MICRO FOCUS 4/17 COV-LITE TLB2 REVENUE MEXICO GOVERNMENT MICRO FOCUS 6/17 (SEATTLE MET TRANSPRTN AUTH NY SPL INTERNATIONA MICROCHIP TECHNOLOGY 5/18 OBLG MEXICO GOVERNMENT TLB MET TRANSPRTN AUTH NY SPL INTERNATIONA MICROPORT SCIENTIFIC CORP OBLG MEXICO GOVERNMENT MICROPORT SCIENTIFIC CORP METAIR INVESTMENTS LTD INTERNATIONA MICROSOFT CORP

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MICROSOFT CORP MIDWAY AIRLINES CORP MITCHELL INTERNATIONAL 11/17 MICROSOFT CORP MIDWESTONE FINANCIAL GROUP MITCHELL INTERNATIONAL 11/17 MICROSOFT CORP INC MITCHELL INTERNATIONAL 11/17 MICROSOFT CORP MIDWESTONE FINANCIAL GROUP MITO SECURITIES CO LTD MICROSOFT CORP INC MITO SECURITIES CO LTD MICROSOFT CORP MIDWESTONE FINANCIAL GROUP MITON GROUP PLC MICROSOFT CORP INC MITSUBISHI CHEMICAL MICROSOFT CORP MILLENNIUM LABORATORIES HOLDINGS C MICROSOFT CORP 12/15 MITSUBISHI CHEMICAL MICROSOFT CORP MILLENNIUM LABORATORIES HOLDINGS C MICROSOFT CORP 12/15 MITSUBISHI CHEMICAL MICROSOFT CORP MILLER HEIMAN 8/14 HOLDINGS C MICROSOFT CORP INCREMENTAL MITSUBISHI GAS CHEMICAL CO MICROSOFT CORP MILLER HEIMAN 8/14 INC MICROSOFT CORP INCREMENTAL MITSUBISHI GAS CHEMICAL CO MICROSOFT CORP MILLER HEIMAN 9/13 TLB INC MICROSOFT CORP MILLER HEIMAN 9/13 TLB MITSUBISHI GAS CHEMICAL CO MICROSOFT CORP MILLER INDUSTRIES INC/TN INC MICROSOFT CORP MILLER INDUSTRIES INC/TN MITSUBISHI MOTORS CORP MICROSOFT CORP MILLER INDUSTRIES INC/TN MITSUBISHI MOTORS CORP MICROSOFT CORP MILLER INDUSTRIES INC/TN MITSUBISHI MOTORS CORP MICROSOFT CORP MILLERS ALE 5/18 TL MITSUBISHI TANABE PHARMA MICROSOFT CORP MIMEDX GROUP INC CORP MICROSOFT CORP MIMEDX GROUP INC MITSUBISHI TANABE PHARMA MICROSOFT CORP MIMEDX GROUP INC CORP MICROSOFT CORP MINERALS TECHNOLOGIES INC MITSUBISHI TANABE PHARMA MICROSOFT CORP MINERALS TECHNOLOGIES INC CORP MICROSOFT CORP MINERALS TECHNOLOGIES INC MITSUBISHI UFJ FINANCIAL MICROSOFT CORP MINERALS TECHNOLOGIES INC GROUP MICROSOFT CORP MINERVA NEUROSCIENCES INC MITSUBISHI UFJ FINANCIAL MICROSOFT CORP MINERVA NEUROSCIENCES INC GROUP MICROSOFT CORP MINNESOTA ST HSG FIN AGY MITSUBISHI UFJ FINANCIAL MICROSOFT CORP HOMEO GROUP MICROSOFT CORP MINTH GROUP LTD MITSUBISHI UFJ FINANCIAL MICROSOFT CORP MINTH GROUP LTD GROUP MICROSOFT CORP MINTH GROUP LTD MITSUBISHI UFJ FINANCIAL MICROSOFT CORP MIRAGEN THERAPEUTICS INC GROUP MICROSOFT CORP MIRAGEN THERAPEUTICS INC MITSUBISHI UFJ FINANCIAL MICROSOFT CORP MIRANT AMERICAS ESC GEN INC GROUP MICROSOFT CORP MIRATI THERAPEUTICS INC MITSUBISHI UFJ LEASE & MID PENN BANCORP INC MIRATI THERAPEUTICS INC FINANCE MID PENN BANCORP INC MIRION TECHNOLOGIES 1/15 MITSUBISHI UFJ LEASE & MID PENN BANCORP INC MIRION TECHNOLOGIES 1/15 FINANCE MID-AMERICA APARTMENTS LP MISSION HEALTH SYSTEM INC/NC MITSUBISHI UFJ LEASE & MID-AMERICA APARTMENTS LP MISSISSIPPI POWER CO FINANCE MIDAMERICAN ENERGY CO MISSOURI HIGHER EDUCATION 2 MITSUI CHEMICALS INC MIDAMERICAN ENERGY CO A1 MITSUI CHEMICALS INC MIDAMERICAN ENERGY CO MISSOURI JT MUNI ELEC UTILITY MITSUI CHEMICALS INC MIDAMERICAN ENERGY CO MISSOURI ST HLTH & EDUCTNL MITSUI HOME CO LTD MIDAMERICAN ENERGY CO FAC MIZRAHI TEFAHOT BANK LTD MIDDLEFIELD BANC CORP MISSOURI ST HSG DEV MIZRAHI TEFAHOT BANK LTD MIDDLEFIELD BANC CORP COMMISSION MIZUHO FINANCIAL GROUP INC MIDLAND STATES BANCORP INC MISTER CAR WASH 9/14 COV-LITE MIZUHO FINANCIAL GROUP INC MIDLAND STATES BANCORP INC MISTER CAR WASH 9/14 COV-LITE MIZUHO FINANCIAL GROUP INC MIDLAND STATES BANCORP INC MISYS 4/17 2ND LIEN (USD) MIZUHO FINANCIAL GROUP INC MIDSOUTH BANCORP INC MISYS 6/17 (USD) COV-LITE TLB MLP SE MIDSOUTH BANCORP INC MISYS 6/17 (USD) COV-LITE TLB MOCHIDA PHARMACEUTICAL CO MID-STATE CAPITAL CORP 20 1 M2 MISYS 6/17 (USD) COV-LITE TLB LTD MIDSTATES PETECO I MITCHELL INTERNATIONAL 11/17

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MOCHIDA PHARMACEUTICAL CO MORGAN STANLEY MORGAN STANLEY LTD MORGAN STANLEY MORGAN STANLEY MODINE MANUFACTURING CO MORGAN STANLEY MORGAN STANLEY MODINE MANUFACTURING CO MORGAN STANLEY MORGAN STANLEY MODINE MANUFACTURING CO MORGAN STANLEY MORGAN STANLEY MODINE MANUFACTURING CO MORGAN STANLEY MORGAN STANLEY MOELIS & CO MORGAN STANLEY MORGAN STANLEY MOELIS & CO MORGAN STANLEY MORGAN STANLEY MOELIS & CO MORGAN STANLEY MORGAN STANLEY MOELIS & CO MORGAN STANLEY MORGAN STANLEY MOHEGAN TRIBAL 9/16 TLB MORGAN STANLEY MORGAN STANLEY MOHEGAN TRIBAL 9/16 TLB MORGAN STANLEY MORGAN STANLEY MOLSON COORS BREWING CO MORGAN STANLEY MORGAN STANLEY ABS CAP MOLSON COORS BREWING CO MORGAN STANLEY WMC5 M5 MOLSON COORS BREWING CO MORGAN STANLEY MORGAN STANLEY BANK C12 D MOLSON COORS BREWING CO MORGAN STANLEY 144A MOLSON COORS BREWING CO MORGAN STANLEY MORGAN STANLEY BANK C13 D MOLSON COORS BREWING CO MORGAN STANLEY 144A MOMENTA PHARMACEUTICALS MORGAN STANLEY MORGAN STANLEY BANK C13 E INC MORGAN STANLEY 144A MOMENTA PHARMACEUTICALS MORGAN STANLEY MORGAN STANLEY BANK C30 D INC MORGAN STANLEY 144A MOMENTA PHARMACEUTICALS MORGAN STANLEY MORGAN STANLEY BANK C31 D INC MORGAN STANLEY 144A MONARCH 5/16 (USD) COV-LITE MORGAN STANLEY MORGAN STANLEY BANK C32 D MONARCH 5/16 (USD) COV-LITE MORGAN STANLEY 144A MONARCH CASINO & RESORT INC MORGAN STANLEY MORGAN STANLEY BANK C33 D MONARCH CASINO & RESORT INC MORGAN STANLEY 144A MONARCH CASINO & RESORT INC MORGAN STANLEY MORGAN STANLEY BANK C5 E MONARCH CASINO & RESORT INC MORGAN STANLEY 144A MONARCH GROVE CLO 18 1A D MORGAN STANLEY MORGAN STANLEY BANK C6 D 144A MORGAN STANLEY 144A MONDELEZ INTERNATIONAL HO MORGAN STANLEY MORGAN STANLEY BANK C7 D 144A MORGAN STANLEY 144A MONDELEZ INTERNATIONAL HO MORGAN STANLEY MORGAN STANLEY BANK C7 E 144A MORGAN STANLEY 144A MONDELEZ INTERNATIONAL INC MORGAN STANLEY MORGAN STANLEY BANK C8 D MONSANTO CO MORGAN STANLEY 144A MONSANTO CO MORGAN STANLEY MORGAN STANLEY BANK C9 D MONSANTO CO MORGAN STANLEY 144A MONSANTO CO MORGAN STANLEY MORGAN STANLEY BANK OF A MONSANTO CO MORGAN STANLEY C24 C MONTGOMERY CNTY PA MORGAN STANLEY MORGAN STANLEY BANK OF A C5 MONTGOMERY CNTY PA MORGAN STANLEY A4 MOODY'S CORP MORGAN STANLEY MORGAN STANLEY BANK OF A C8 MOOG INC MORGAN STANLEY A4 MOOG INC MORGAN STANLEY MORGAN STANLEY BANK OF AM MOOG INC MORGAN STANLEY C9 C MOOG INC MORGAN STANLEY MORGAN STANLEY BANK OF C14 MOOG INC MORGAN STANLEY A4 MORESCO CORP MORGAN STANLEY MORGAN STANLEY BANK OF C15 MORGAN ADVANCED MATERIALS MORGAN STANLEY AS PLC MORGAN STANLEY MORGAN STANLEY BANK OF C19 MORGAN JP COML 99-C8 H 144A MORGAN STANLEY ASB MORGAN KEEGAN SBA I/ 1 A1 MORGAN STANLEY MORGAN STANLEY BANK OF C21 144A MORGAN STANLEY ASB MORGAN STANLEY MORGAN STANLEY MORGAN STANLEY BANK OF C22 MORGAN STANLEY MORGAN STANLEY A3 MORGAN STANLEY MORGAN STANLEY

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MORGAN STANLEY BANK OF C24 MOSAIC SOLAR LOAN T 2GS A MTU AERO ENGINES AG A4 144A MUANGTHAI CAPITAL PCL MORGAN STANLEY BANK OF C32 MOTEL 6 TRUST 2017 M6MZ M MUELLER INDUSTRIES INC A4 144A MUELLER WATER PRODUCTS IN MORGAN STANLEY CAP BNK2 D MOTEL 6 TRUST 2017 MTL6 C 144A 144A 144A MOTEL 6 TRUST 2017 MTL6 F 144A MUENCHENER RUECKVERSICHER MORGAN STANLEY CAPI C2 XB MOTORCAR PARTS OF AMERICA REGS 144A INC MULTI-COLOR CORP MORGAN STANLEY CAPI CF1 G MOTORCAR PARTS OF AMERICA MULTI-COLOR CORP 144A INC MULTI-COLOR CORP MORGAN STANLEY CAPI CPT F MOTORCAR PARTS OF AMERICA MULTI-COLOR CORP 144A INC MULTI-COLOR CORP MORGAN STANLEY CAPI MS1 D MOTORCAR PARTS OF AMERICA MUNI ELEC AUTH OF GEORGIA 144A INC MUNI ELEC AUTH OF GEORGIA MORGAN STANLEY CAPI WF1 O MOTOROLA INC MUNI ELEC AUTH OF GEORGIA 144A MOTOROLA SOLUTIONS INC MUNI ELEC AUTH OF GEORGIA MORGAN STANLEY CAPIT C1 D MOTOROLA SOLUTIONS INC MUNI ELEC AUTH OF GEORGIA 144A MOTOROLA SOLUTIONS INC MURPHY OIL CORP MORGAN STANLEY CAPIT C2 D MOTOROLA SOLUTIONS INC MUTUAL OF OMAHA INSURANCE 144A MOULIN GLOBAL EYECARE 144A MORGAN STANLEY CAPIT C2 E HLDGS MVB FINANCIAL CORP 144A MOUNTAIN VIEW CLO 2 1A DR MVB FINANCIAL CORP MORGAN STANLEY CAPIT C2 F 144A MVW OWNER TRUST 2013 1A B 144A MOZAMBIQUE INTERNATIONAL 144A MORGAN STANLEY CAPIT C3 D 144A MYERS INDUSTRIES INC 144A MPLX LP MYERS INDUSTRIES INC MORGAN STANLEY CAPIT C3 E MPLX LP MYERS INDUSTRIES INC 144A MPLX LP MYLAN INC MORGAN STANLEY CAPIT C3 F MPLX LP MYLAN INC 144A MPLX LP MYLAN NV MORGAN STANLEY CAPIT C3 G MPLX LP MYLAN NV 144A MPLX LP MYLAN NV MORGAN STANLEY CAPIT C4 D MPLX LP MYLAN NV 144A MPLX LP MYLAN NV MORGAN STANLEY CAPIT C4 E MPLX LP MYLAN NV 144A MPLX LP MYLAN NV MORGAN STANLEY CAPIT RR F MPLX LP MYLAN NV 144A MPLX LP MYLAN NV MORGAN STANLEY DEA TOP3 E MPLX LP MYLAN NV 144A MPLX LP MYLAN NV MORGAN STANLEY DW & CO NT MPLX LP MYOKARDIA INC MORGAN STANLEY HOME EQUIT 2 MPLX LP MYOKARDIA INC M1 MPLX LP NABORS INDUSTRIES INC MORGAN STANLEY MORTGAG MRFC MORTGAGE PASS-THR TBC3 NABORS INDUSTRIES INC 5AR 1M1 A1 NABORS INDUSTRIES INC 144A MOROCCO GOVERNMENT INTERN MRV ENGENHARIA E NABORS INDUSTRIES INC 144A REGS PARTICIPACOES NACCO INDUSTRIES INC MORTGAGEIT TRUST 2004-2 2 A1 MRV ENGENHARIA E NACCO INDUSTRIES INC MORTGAGEIT TRUST 2004-2 2 A1 PARTICIPACOES NACCO INDUSTRIES INC MORTGAGEIT TRUST 2004-2 2 A1 MSA SAFETY INC NAGANO BANK LTD/THE MOSAIC CO/THE MSA SAFETY INC NAMSUN ALUMINUM CO LTD MOSAIC CO/THE MSA SAFETY INC NANOSTRING TECHNOLOGIES INC MOSAIC CO/THE MSCG TRUST 2016-SNR SNR D 144A NANOSTRING TECHNOLOGIES INC MOSAIC CO/THE MSCG TRUST 2016-SNR SNR E 144A NANOSTRING TECHNOLOGIES INC MOSAIC CO/THE MSJP 2015-HAUL HAUL E 144A NANOSTRING TECHNOLOGIES INC MOSAIC CO/THE MTU AERO ENGINES AG NAPCO SECURITY TECHNOLOGIES MOSAIC CO/THE MTU AERO ENGINES AG IN MOSAIC CO/THE MTU AERO ENGINES AG NASDAQ INC MOSAIC CO/THE MTU AERO ENGINES AG NASDAQ INC

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NASDAQ INC NATIONAL RURAL UTILITIES NAUTILUS INC NASDAQ INC COOPE NAUTILUS INC NASDAQ INC NATIONAL RURAL UTILITIES NAVEX GLOBAL 11/14 COV-LITE NATIONAL AUSTRALIA BANK L COOPE TL REGS NATIONAL RURAL UTILITIES NAVEX GLOBAL 11/14 COV-LITE NATIONAL AUSTRALIA BANK LTD COOPE TL NATIONAL AUSTRALIA BANK LTD NATIONAL RURAL UTILITIES NAVICURE/ZIRMED 10/17 COV- NATIONAL AUSTRALIA BANK LTD COOPE LITE NATIONAL BANK HOLDINGS CORP NATIONSLINK FUNDIN LTL1 D NAVICURE/ZIRMED 10/17 COV- NATIONAL BANK HOLDINGS CORP 144A LITE NATIONAL BANK HOLDINGS CORP NATIONSTAR MORTGAGE NAVIENT CORP NATIONAL BANK HOLDINGS CORP HOLDINGS I NAVIENT CORP NATIONAL BANK OF CANADA NATIONSTAR MORTGAGE NAVIENT CORP NATIONAL BANK OF CANADA HOLDINGS I NAVIENT CORP NATIONAL BANK OF CANADA NATIONSTAR MORTGAGE NAVIENT CORP NATIONAL BANK OF CANADA HOLDINGS I NAVIENT CORP NATIONAL BANK OF KUWAIT NATIONSTAR MORTGAGE NAVIENT CORP SAKP HOLDINGS I NAVIENT CORP NATIONAL BANKSHARES INC NATIONWIDE BUILDING SOCIE NAVIENT CORP NATIONAL BANKSHARES INC 144A NAVIENT CORP NATIONAL BANKSHARES INC NATIONWIDE FINANCIAL SERV NAVIENT CORP NATIONAL CINEMEDIA INC 144A NAVIENT CORP NATIONAL CINEMEDIA INC NATIONWIDE MUTUAL INSURAN NAVIENT CORP NATIONAL CINEMEDIA INC 144A NAVIENT CORP NATIONAL COMMERCE CORP NATIONWIDE MUTUAL INSURAN NAVIENT CORP NATIONAL COMMERCE CORP 144A NAVIENT CORP NATIONAL COMMERCE CORP NATIONWIDE MUTUAL INSURAN NAVIENT CORP NATIONAL INSTRUMENTS CORP 144A NAVIENT CORP NATIONAL INSTRUMENTS CORP NATIONWIDE MUTUAL INSURAN NAVIENT CORP NATIONAL OILWELL VARCO INC 144A NAVIENT CORP NATIONAL PRESTO INDUSTRIES NATIXIS COMMERCI FL1 WAN1 NAVIENT CORP INC 144A NAVIENT PRIVATE EDUC CA A NATIONAL PRESTO INDUSTRIES NATIXIS COMMERCI FL1 WAN2 144A INC 144A NAVIENT STUDENT LOA 3A A1 NATIONAL PRESTO INDUSTRIES NATIXIS COMMERCIAL 285M F 144A INC 144A NAVIENT STUDENT LOAN 2A A NATIONAL PRESTO INDUSTRIES NATIXIS COMMERCIAL TECH E 144A INC 144A NAVIENT STUDENT LOAN 5A A NATIONAL RETAIL PROPERTIES NATIXIS COMMERCIAL TECH G 144A INC 144A NAVIOS 3/17 TLB NATIONAL RETAIL PROPERTIES NATIXIS SA NAVIOS 3/17 TLB INC NATIXIS SA NAVIOS 6/15 TL NATIONAL RURAL UTILITIES NATIXIS SA NAVIOS 6/15 TL COOPE NATURA COSMETICOS SA NAVISTAR INTERNATIONAL 11/17 NATIONAL RURAL UTILITIES NATURAL GROCERS BY VITAMIN NAVISTAR INTERNATIONAL CORP COOPE COT NAVISTAR INTERNATIONAL CORP NATIONAL RURAL UTILITIES NATURAL GROCERS BY VITAMIN NAVISTAR INTERNATIONAL CORP COOPE COT NBCUNIVERSAL ENTERPRISE I NATIONAL RURAL UTILITIES NATURAL HEALTH TRENDS CORP 144A COOPE NATURAL HEALTH TRENDS CORP NBCUNIVERSAL ENTERPRISE I NATIONAL RURAL UTILITIES NATURE'S SUNSHINE PRODUCTS 144A COOPE INC NBCUNIVERSAL MEDIA LLC NATIONAL RURAL UTILITIES NATURE'S SUNSHINE PRODUCTS NBCUNIVERSAL MEDIA LLC COOPE INC NBCUNIVERSAL MEDIA LLC NATIONAL RURAL UTILITIES NATUS MEDICAL INC NBCUNIVERSAL MEDIA LLC COOPE NATUS MEDICAL INC NBCUNIVERSAL MEDIA LLC NATIONAL RURAL UTILITIES NATUS MEDICAL INC NBCUNIVERSAL MEDIA LLC COOPE NAUTILUS INC NBCUNIVERSAL MEDIA LLC NAUTILUS INC NBCUNIVERSAL MEDIA LLC

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NBCUNIVERSAL MEDIA LLC NETHERLANDS GOVERNMENT BO NEW YORK CITY NY NBCUNIVERSAL MEDIA LLC 144A TRANSITIONAL NBG HOME 4/17 COV-LITE TL NETSMART 4/16 2ND LIEN TL NEW YORK CITY NY NBG HOME 4/17 COV-LITE TL NETSMART TECHNOLOGIES INC. TRANSITIONAL NBT BANCORP INC TLC NEW YORK CITY NY NBT BANCORP INC NETSMART TECHNOLOGIES INC. TRANSITIONAL NBT BANCORP INC TLC NEW YORK CITY NY NBT BANCORP INC NEUROCRINE BIOSCIENCES INC TRANSITIONALF NBTY 8/17 2ND LIEN COV-LITE TL NEUROCRINE BIOSCIENCES INC NEW YORK NY NBTY 8/17 2ND LIEN COV-LITE TL NEUROCRINE BIOSCIENCES INC NEW YORK NY NBTY 8/17 COV-LITE TL NEUSTAR 2/18 COV-LITE TLB2 NEW YORK NY NBTY 8/17 COV-LITE TL NEUSTAR 2/18 COV-LITE TLB2 NEW YORK NY NCI BUILDING SYSTEMS 2/18 NEVADA POWER CO NEW YORK NY NCI BUILDING SYSTEMS INC NEVADA POWER CO NEW YORK ST URBAN DEV CORP NCI BUILDING SYSTEMS INC NEVADA POWER CO REV NCR CORP NEVADA POWER CO NEW YORK ST URBAN DEV CORP NCR CORP NEVRO CORP REV NCUA GUARANTEED NOTES TR R3 NEVRO CORP NEW ZEALAND GOVERNMENT IN 3A NEW ARCLIN 1/18 TL REGS NEC CAPITAL SOLUTIONS LTD NEW ARCLIN 1/18 TL NEWELL BRANDS INC NEDBANK GROUP LTD NEW ARCLIN 1/18 TL NEWELL BRANDS INC NEDBANK GROUP LTD NEW GOLD INC 144A NEWELL BRANDS INC NEG HOLDING 10/16 TL NEW GOLD INC 144A NEWELL BRANDS INC NEIMAN MARCUS GROUP LTD L NEW HAMPSHIRE ST TURNPIKE NEWELL BRANDS INC 144A SYS NEWELL BRANDS INC NEIMAN MARCUS GROUP LTD L NEW HOME CO INC/THE NEWMARKET CORP 144A NEW HOME CO INC/THE NEWMARKET CORP NEKTAR THERAPEUTICS NEW HOME CO INC/THE NEWMARKET CORP NEKTAR THERAPEUTICS NEW HOME CO INC/THE NEWMARKET CORP NEKTAR THERAPEUTICS NEW JERSEY ST ECON DEV AUTH NEWMARKET CORP NEKTAR THERAPEUTICS LE NEWMONT MINING CORP NEKTAR THERAPEUTICS NEW JERSEY ST EDUCTNL FACS NEWMONT MINING CORP NELL AF SARL F ESCROW AUT NEWMONT MINING CORP NELLS AF S A R L SR NT 144A NEW JERSEY ST TRANSPRTN NEWPAGE CORP NELNET INC TRUST NEWSTAR BERKELEY FUN 1A D NELNET INC NEW JERSEY ST TURNPIKE AUTH 144A NELNET INC NEW MOUNTAIN FINANCE CORP NEWSTAR EXETER FUND 1RA A NELNET STUDENT LOAN TRUST 1 NEW MOUNTAIN FINANCE CORP 144A B NEW RESIDENTIAL MO 1A A1A NEWTEK BUSINESS SERVICES NELNET STUDENT LOAN TRUST 2 144A CORP A5 NEW RESIDENTIAL MO 1A A1A NEX GROUP PLC NELNET STUDENT LOAN TRUST 3 144A NEXEO 12/17 COV-LITE TLB1 A5 NEW SOUTH WALES TREASURY NEXSTAR BROADCASTING INC NELNET STUDENT LOAN TRUST 4 CORP 144A A4 NEW YORK CITY NY HSG DEV NEXTEER AUTOMOTIVE GROUP NELNET STUDENT LOAN TRUST 4 CORPM LTD B NEW YORK CITY NY MUNI WTR NEXTERA ENERGY CAPITAL NEMAK SAB DE CV FIN HOLDING NEO PERFORMANCE MATERIALS NEW YORK CITY NY MUNI WTR NEXTERA ENERGY CAPITAL INC FIN HOLDING NEOGEN CORP NEW YORK CITY NY NEXTERA ENERGY CAPITAL NEOGEN CORP TRANSITIONAL HOLDING NEOGEN CORP NEW YORK CITY NY NEXTERA ENERGY CAPITAL NEOS THERAPEUTICS INC TRANSITIONAL HOLDING NEOS THERAPEUTICS INC NEW YORK CITY NY NFP 1/17 COV-LITE TLB NEP 1/14 ADD-ON TL TRANSITIONAL NGK INSULATORS LTD NEP 1/14 ADD-ON TL NEW YORK CITY NY NGK INSULATORS LTD NETAPP INC TRANSITIONAL NGK INSULATORS LTD NGK SPARK PLUG CO LTD

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NGK SPARK PLUG CO LTD NISSAN AUTO LEASE TRUST 2 A NOBLE ENERGY INC NGK SPARK PLUG CO LTD A4 NODA CORP NGK SPARK PLUG CO LTD NISSAN AUTO LEASE TRUST 2 A NOK CORP NGK SPARK PLUG CO LTD A4 NOK CORP NHK SPRING CO LTD NISSAN AUTO LEASE TRUST 2 B NOK CORP NIAGARA MOHAWK POWER CORP A3 NOKIAN RENKAAT OYJ 144A NISSAN AUTO LEASE TRUST A NOKIAN RENKAAT OYJ NICHIBAN CO LTD A2A NOKIAN RENKAAT OYJ NICHIHA CORP NISSAN AUTO RECEIVABLES 2 A NOKIAN RENKAAT OYJ NICHIREKI CO LTD A3 NOLATO AB NICHIRIN CO LTD NISSAN AUTO RECEIVABLES 2 A NOMURA HOLDING NPV NICOLET BANKSHARES INC A3 NOMURA HOLDINGS INC NICOLET BANKSHARES INC NISSAN AUTO RECEIVABLES 2 A NOMURA HOLDINGS INC NICOLET BANKSHARES INC A3 NOMURA HOLDINGS INC NIGERIA GOVERNMENT INTERN NISSAN AUTO RECEIVABLES 2 A NOMURA HOLDINGS INC 144A A4 NOMURA HOLDINGS INC NIGERIA GOVERNMENT INTERN NISSAN AUTO RECEIVABLES 2 B NON-STANDARD FINANCE PLC 144A A3 NORANDA ALUMINUM 3/13 ADD- NIGERIA GOVERNMENT INTERN NISSAN AUTO RECEIVABLES 2 B ON B 144A A4 NORBORD INC NIGERIA GOVERNMENT INTERN NISSAN AUTO RECEIVABLES 2 C NORBORD INC 144A 144A A3 NORCROS PLC NIGERIA GOVERNMENT INTERN NISSAN AUTO RECEIVABLES 2 C NORDEA BANK AB REGS A3 NORDEA BANK AB NIHON YAMAMURA GLASS CO NISSAN AUTO RECEIVABLES 2 C NORDEA BANK AB LTD A3 NORDEA BANK AB NIKE INC NISSAN AUTO RECEIVABLES A NORDEA BANK AB NIKE INC A2A NORDEA BANK AB REGS NIKE INC NISSAN CHEMICAL CORP NORITZ CORP NIKE INC NISSAN CHEMICAL CORP NOROO PAINT & COATINGS CO NIKE INC NISSAN CHEMICAL CORP LTD NIKKISO CO LTD NISSAN CHEMICAL CORP NORTH PACIFIC BANK LTD NIKON CORP NISSAN MOTOR ACCEPTANCE C NORTH PACIFIC BANK LTD NIKON CORP 144A NORTHEAST BANCORP NIKON CORP NISSAN MOTOR ACCEPTANCE C NORTHEAST BANCORP NIKON CORP 144A NORTHERN STATES POWER NIKON CORP NISSAN MOTOR ACCEPTANCE C CO/MN NINTENDO CO LTD 144A NORTHERN STATES POWER NINTENDO CO LTD NISSAN MOTOR CO LTD CO/MN NINTENDO CO LTD NISSAN MOTOR CO LTD NORTHERN STATES POWER NINTENDO CO LTD NISSAN MOTOR CO LTD CO/MN NIPPON CHEMICAL INDUSTRIAL NITTO DENKO CORP NORTHERN STATES POWER CO NITTO DENKO CORP CO/MN NIPPON CHEMICAL INDUSTRIAL NITTO DENKO CORP NORTHERN STATES POWER CO NITTO DENKO CORP CO/MN NIPPON CHEMIPHAR CO LTD NKT HOLDING A/S NORTHERN STATES POWER NIPPON PAINT HOLDINGS CO LTD NKT HOLDING A/S CO/MN NIPPON PAINT HOLDINGS CO LTD NL INDUSTRIES INC NORTHERN STATES POWER CO/WI NIPPON PAINT HOLDINGS CO LTD NL INDUSTRIES INC NORTHERN TRUST CORP NIPPON PISTON RING CO LTD NLIGHT INC NORTHERN TRUST CORP NIPPON SHINYAKU CO LTD NN 3/17 INCREMENTAL TLB NORTHERN TRUST CORP NIPPON SODA CO LTD NN 3/17 INCREMENTAL TLB NORTHERN TRUST CORP NISSAN AUTO LEASE TRUST 2 A NN 4/18 2ND LIEN TL NORTHERN TRUST CORP A3 NN 4/18 2ND LIEN TL NORTHRIM BANCORP INC NISSAN AUTO LEASE TRUST 2 A NN 9/16 TLB NORTHRIM BANCORP INC A3 NOBLE ENERGY INC NORTHROP GRUMMAN CORP NISSAN AUTO LEASE TRUST 2 A NOBLE ENERGY INC NORTHROP GRUMMAN CORP A4 NOBLE ENERGY INC NORTHROP GRUMMAN CORP NOBLE ENERGY INC NORTHROP GRUMMAN CORP

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NORTHROP GRUMMAN CORP NOVO-NORDISK AS DKK1 OAK CAPITAL CORP NORTHROP GRUMMAN CORP NOVOZYMES A/S OAK HILL ADVISORS NPL2 A2 NORTHROP GRUMMAN CORP NOVOZYMES A/S 144A NORTHROP GRUMMAN CORP NOVOZYMES A/S OAK VALLEY BANCORP NORTHROP GRUMMAN CORP NOVOZYMES A/S OAK VALLEY BANCORP NORTHROP GRUMMAN CORP NOVOZYMES A/S OAKTREE SPECIALTY LENDING NORTHROP GRUMMAN CORP NOVOZYMES A/S CORP NORTHROP GRUMMAN CORP NOZAWA CORP OAKTREE SPECIALTY LENDING NORTHROP GRUMMAN SYSTEMS NPC INTERNATIONAL 3/17 CORP CORP NPC INTERNATIONAL 3/17 OASIS OUTSOURCING 1/18 TL NORTHWELL HEALTHCARE INC NRG ENERGY INC OASIS PETROLEUM INC NORTHWESTERN MUTUAL LIFE NRG ENERGY INC OASIS PETROLEUM INC 144A NRG ENERGY INC OBERTHUR 12/16 (USD) COV-LITE NORWEGIAN CRUISE LINE NRG ENERGY INC OBP DEPOSITOR LLC T OBP A 144A HOLDINGS NRG ENERGY INC OBX 2018-1 TRUST 1 A2 144A NORWEGIAN CRUISE LINE NRG ENERGY INC 144A OCCIDENTAL PETROLEUM 11/17 HOLDINGS NSTAR ELECTRIC CO TL NORWEGIAN CRUISE LINE NUANCE COMMUNICATIONS INC OCCIDENTAL PETROLEUM 11/17 HOLDINGS NUANCE COMMUNICATIONS INC TL NORWEGIAN CRUISE LINE NUANCE COMMUNICATIONS INC OCCIDENTAL PETROLEUM CORP HOLDINGS NUCOR CORP OCCIDENTAL PETROLEUM CORP NORWEGIAN CRUISE LINE NUCOR CORP OCCIDENTAL PETROLEUM CORP HOLDINGS NUCOR CORP OCCIDENTAL PETROLEUM CORP NORWEGIAN FINANS HOLDING NUFARM AUSTRALIA LTD / NU OCCIDENTAL PETROLEUM CORP ASA 144A OCCIDENTAL PETROLEUM CORP NORWOOD FINANCIAL CORP NUFARM AUSTRALIA LTD / NU OCCIDENTAL PETROLEUM CORP NORWOOD FINANCIAL CORP 144A OCI BEAUMONT 2/18 TLB NOSTRUM OIL & GAS FINANCE NUFARM AUSTRALIA LTD / NU OCI BEAUMONT 2/18 TLB 144A 144A OCI NV NOVANTA INC NUMERICABLE / YPSO / ALTICE OCI NV 144A NOVANTA INC NUMERICABLE / YPSO / ALTICE OCULAR THERAPEUTIX INC NOVARTIS AG NUSTAR LOGISTICS LP OCWEN FINANCIAL CORP NOVARTIS AG NUTRIEN LTD OCWEN FINANCIAL CORP NOVARTIS AG NUTRIEN LTD OCWEN FINANCIAL CORP NOVARTIS AG NUTRIEN LTD OCWEN LOAN SERVICING LLC NOVARTIS AG NUTRIEN LTD 144A NOVARTIS AG NUTRIEN LTD OCWEN LOAN SERVICING LLC NOVARTIS AG NUTRIEN LTD 144A NOVARTIS AG NUTRIEN LTD ODONATE THERAPEUTICS INC NOVARTIS AG NUTRIEN LTD OECONNECTION 11/17 COV-LITE NOVARTIS AG NUTRIEN LTD TL NOVARTIS AG NUVASIVE INC OECONNECTION 11/17 COV-LITE NOVARTIS AG CHF0.50 (REGD) NUVASIVE INC TL NOVELIS CORP 144A NUVASIVE INC OFG BANCORP NOVETTA SOLUTIONS 10/15 NUVECTRA CORP OFG BANCORP NOVETTA SOLUTIONS 10/15 NVE CORP OFG BANCORP NOVO NORDISK A/S NVE CORP OFG BANCORP NOVO NORDISK A/S NVIDIA CORP OGLETHORPE POWER CORP NOVO NORDISK A/S NVIDIA CORP OHIO ST UNIV NOVO NORDISK A/S NVR INC OHIO VALLEY BANC CORP NOVO NORDISK A/S NVR INC OHIO VALLEY BANC CORP NOVO NORDISK A/S NVR INC OI SA REGS NOVO NORDISK A/S NVR INC OIL-DRI CORP OF AMERICA NOVO NORDISK A/S NWH ESCROW CORP 144A OIL-DRI CORP OF AMERICA NOVO NORDISK A/S NXSTAGE MEDICAL INC OILFLOW SPV 1 DAC 144A NOVO NORDISK A/S NXSTAGE MEDICAL INC OITA BANK LTD/THE NOVO NORDISK A/S NXSTAGE MEDICAL INC OITA BANK LTD/THE NOVOCURE LTD NXT CAPITAL 11/16 TL OKURA INDUSTRIAL CO LTD NOVOCURE LTD NXT CAPITAL 11/16 TL OLD LINE BANCSHARES INC

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OLD LINE BANCSHARES INC ON DECK CAPITAL INC ORACLE CORP OLD LINE BANCSHARES INC ON DECK CAPITAL INC ORACLE CORP OLD MUTUAL LTD ON DECK CAPITAL INC ORACLE CORP OLD MUTUAL LTD ONCOR ELECTRIC DELIVERY CO ORACLE CORP OLD MUTUAL LTD LLC ORACLE CORP OLD NATIONAL BANCORP/IN ONCOR ELECTRIC DELIVERY CO ORACLE CORP OLD NATIONAL BANCORP/IN LLC ORACLE CORP OLD NATIONAL BANCORP/IN ONCOR ELECTRIC DELIVERY CO ORACLE CORP OLD NATIONAL BANCORP/IN LLC ORACLE CORP OLD NATIONAL BANCORP/IN ONCOR ELECTRIC DELIVERY CO ORACLE CORP OLD SECOND BANCORP INC LLC ORACLE CORP OLD SECOND BANCORP INC ONE GAS INC ORACLE CORP OLD SECOND BANCORP INC ONEMAIN DIRECT AUTO 1A A ORACLE CORP OLEODUCTO CENTRAL SA 144A 144A ORACLE CORP OLIN CORP ONEMAIN FINANCIAL IS 2A A 144A ORACLE CORP OLIN CORP ONEMAIN HOLDINGS INC ORACLE CORP OLIN CORP ONEMAIN HOLDINGS INC ORACLE CORP OLIN CORP ONEMAIN HOLDINGS INC ORACLE CORP OLIN CORP ONEOK PARTNERS LP ORASURE TECHNOLOGIES INC OLYMPUS CORP ONEOK PARTNERS LP ORASURE TECHNOLOGIES INC OLYMPUS CORP ONEOK PARTNERS LP ORASURE TECHNOLOGIES INC OLYMPUS CORP ONESAVINGS BANK PLC ORASURE TECHNOLOGIES INC OLYMPUS CORP ONO PHARMACEUTICAL CO LTD ORASURE TECHNOLOGIES INC OMAHA NE PUBLIC PWR DIST ONO PHARMACEUTICAL CO LTD ORASURE TECHNOLOGIES INC ELEC ONO PHARMACEUTICAL CO LTD ORBIS SA OMAN GOVERNMENT INTERNATI ONTEX GROUP NV OREGON ST 144A OP BANCORP O'REILLY AUTOMOTIVE INC OMAN GOVERNMENT INTERNATI OP BANCORP O'REILLY AUTOMOTIVE INC 144A OPENLINK FINANCIAL 2/18 (USD) ORICA LTD OMAN GOVERNMENT INTERNATI OPENLINK FINANCIAL 2/18 (USD) ORICA LTD 144A OPKO HEALTH INC ORICA LTD OMAN GOVERNMENT INTERNATI OPKO HEALTH INC ORICA LTD 144A OPKO HEALTH INC ORIENTAL LAND CO LTD/JAPAN OMAN GOVERNMENT INTERNATI OPPENHEIMER HOLDINGS INC ORIENTAL LAND CO LTD/JAPAN 144A OPPENHEIMER HOLDINGS INC ORIENTAL LAND CO LTD/JAPAN OMEGA HEALTHCARE INVESTORS OPTINOSE INC ORIENTAL UNION CHEMICAL INC OPTINOSE INC CORP OMEGA HEALTHCARE INVESTORS OPUS BANK ORIENT-EXPRESS HOTELS / INC OPUS BANK ORIFLAME HOLDING AG OMNICOM GROUP INC / OMNICOM OPUS BANK ORIFLAME HOLDING AG CA OPUS BANK ORIGIN BANCORP INC OMNICOM GROUP INC / OMNICOM OPUS BANK ORIGIN BANCORP INC CA OPUS BANK ORIGIN BANCORP INC OMNICOM GROUP INC / OMNICOM ORACLE CORP ORION ENGINEERED CARBONS SA CA ORACLE CORP ORION OYJ OMNICOM GROUP INC / OMNICOM ORACLE CORP ORION OYJ CA ORACLE CORP ORION OYJ OMNICOM GROUP INC / OMNICOM ORACLE CORP ORIX CORP CA ORACLE CORP ORIX CORP OMNICOM GROUP INC / OMNICOM ORACLE CORP ORIX CORP CA ORACLE CORP ORIX CORP OMNIMAX INTERNATIONAL INC ORACLE CORP ORORA LTD 144A ORACLE CORP ORORA LTD OMNITRACS 3/18 COV-LITE TLB ORACLE CORP ORRSTOWN FINANCIAL SERVICES OMNOVA SOLUTIONS INC ORACLE CORP IN OMNOVA SOLUTIONS INC ORACLE CORP ORRSTOWN FINANCIAL SERVICES OMTHERA PHARMACEUTICAL ORACLE CORP IN ON ASSIGNMENT 2/18 ORACLE CORP ORTHOFIX INTERNATIONAL NV INCREMENTAL ORACLE CORP ORTHOFIX INTERNATIONAL NV

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ORTHOFIX INTERNATIONAL NV PACIFIC GAS & ELECTRIC CO PANAMA GOVERNMENT ORTHOFIX INTERNATIONAL NV PACIFIC GAS & ELECTRIC CO INTERNATIONA ORTHOPEDIATRICS CORP PACIFIC GAS & ELECTRIC CO PANHANDLE-PLAINS HIGHER E 2 OSCAR US FUNDING TR 1A A4 PACIFIC GAS & ELECTRIC CO A2 144A PACIFIC GAS & ELECTRIC CO PARADIGM 10/17 COV-LITE TL OSI SYSTEMS INC PACIFIC GAS & ELECTRIC CO PARADIGM 10/17 COV-LITE TL OSI SYSTEMS INC PACIFIC GAS & ELECTRIC CO PARAGON BANKING GROUP PLC OSI SYSTEMS INC PACIFIC GAS & ELECTRIC CO PARATEK PHARMACEUTICALS O-TA PRECISION INDUSTRY CO PACIFIC MERCANTILE BANCORP INC LTD PACIFIC MERCANTILE BANCORP PARATEK PHARMACEUTICALS OTP BANK NYRT PACIFIC NATIONAL FINANCE 144A INC OTP BANK NYRT PACIFICORP PARATEK PHARMACEUTICALS OTSUKA HOLDINGS CO LTD PACIFICORP INC OTSUKA HOLDINGS CO LTD PACIFICORP PARGESA HOLDING SA OTSUKA HOLDINGS CO LTD PACIFICORP PARGESA HOLDING SA OTSUKA HOLDINGS CO LTD PACIFICORP PARGESA HOLDING SA OVERSEA-CHINESE BANKING PACIFICORP PARK ELECTROCHEMICAL CORP CORP L PACIFICORP PARK ELECTROCHEMICAL CORP OVERSEA-CHINESE BANKING PACIFICORP PARK ELECTROCHEMICAL CORP CORP L PACIFICORP PARK NATIONAL CORP OVERSEA-CHINESE BANKING PACIFICORP PARK NATIONAL CORP CORP L PACIRA PHARMACEUTICALS PARK NATIONAL CORP OVERSEAS PRIVATE INVT CORP INC/DE PARKE BANCORP INC OWENS & MINOR INC PACIRA PHARMACEUTICALS PARKE BANCORP INC OWENS & MINOR INC INC/DE PARKER-HANNIFIN CORP OWENS & MINOR INC PACKAGING CORP OF AMERICA PARKER-HANNIFIN CORP OWENS & MINOR INC PACKAGING CORP OF AMERICA PARKER-HANNIFIN CORP OWENS & MINOR INC PACKAGING CORP OF AMERICA PARKER-HANNIFIN CORP OWENS & MINOR INC PACKAGING CORP OF AMERICA PARKER-HANNIFIN CORP OWENS CORNING PACKAGING CORP OF AMERICA PARKER-HANNIFIN CORP OWENS CORNING PACKAGING CORP OF AMERICA PARKER-HANNIFIN CORP OWENS CORNING PACKAGING CORP OF AMERICA PARKER-HANNIFIN CORP OWENS CORNING PACKAGING CORP OF AMERICA PARKER-HANNIFIN CORP OWENS CORNING PACKAGING CORP OF AMERICA PARK-OHIO INDUSTRIES INC OWENS CORNING PACTIV LLC PARTNERS GROUP HOLDING AG OWENS CORNING PACWEST BANCORP PARTNERS GROUP HOLDING AG OWENS-BROCKWAY GLASS CONT PACWEST BANCORP PARTNERS GROUP HOLDING AG 144A PACWEST BANCORP PARTNERS GROUP HOLDING AG OWENS-ILLINOIS INC PACWEST BANCORP PARTNERS GROUP HOLDING AG OWENS-ILLINOIS INC PACWEST BANCORP PARTNERS GROUP HOLDING AG OWENS-ILLINOIS INC PADDY POWER BETFAIR PLC PARTS TOWN 12/17 TLB OWENS-ILLINOIS INC PADDY POWER BETFAIR PLC PARTS TOWN 12/17 TLB OWENS-ILLINOIS INC PADDY POWER BETFAIR PLC PASADENA TX INDEP SCH DIST OXBOW CARBON 12/17 COV-LITE PADDY POWER BETFAIR PLC PASADENA TX INDEP SCH DIST OXBOW CARBON 12/17 COV-LITE PADDY POWER BETFAIR PLC PASADENA TX INDEP SCH DIST OXFORD IMMUNOTEC GLOBAL PAE 9/16 TL PATRICK INDUSTRIES INC PLC PAE 9/16 TL PATRICK INDUSTRIES INC OXFORD IMMUNOTEC GLOBAL PAGSEGURO DIGITAL LTD PATRICK INDUSTRIES INC PLC PAMPA ENERGIA SA 144A PATTERSON COS INC OZLM XVIII LTD 18A A 144A PAMPA ENERGIA SA 144A PATTERSON COS INC OZLM XXII LTD 22A A1 144A PANAMA GOVERNMENT PATTERSON COS INC PACCAR FINANCIAL CORP INTERNATIONA PATTERSON COS INC PACCAR INC PANAMA GOVERNMENT PATTERSON COS INC PACCAR INC INTERNATIONA PATTERSON-UTI ENERGY INC PACCAR INC PANAMA GOVERNMENT 144A PACCAR INC INTERNATIONA PCSB FINANCIAL CORP PACCAR INC PANAMA GOVERNMENT PCSB FINANCIAL CORP PACIFIC GAS & ELECTRIC CO INTERNATIONA PCSB FINANCIAL CORP PACIFIC GAS & ELECTRIC CO PDC ENERGY INC

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PDC ENERGY INC 144A PEOPLES FINANCIAL SERVICES PETROAMAZONAS EP 144A PDL COMMUNITY BANCORP COR PETROAMAZONAS EP 144A PDL COMMUNITY BANCORP PEOPLE'S UTAH BANCORP PETROLEOS DE VENEZUELA SA PEABODY ENERGY CORP PEOPLE'S UTAH BANCORP REGS PEABODY ENERGY CORP PEPSICO INC PETROLEOS DE VENEZUELA SA PEABODY ENERGY CORP PEPSICO INC REGS PEAPACK GLADSTONE FINANCIAL PEPSICO INC PETROLEOS DE VENEZUELA SA CO PEPSICO INC REGS PEAPACK GLADSTONE FINANCIAL PEPSICO INC PETROLEOS MEXICANOS CO PEPSICO INC PETROLEOS MEXICANOS PEAPACK GLADSTONE FINANCIAL PEPSICO INC PETROLEOS MEXICANOS CO PEPSICO INC PETROLEOS MEXICANOS PECO ENERGY CO PEPSICO INC PETROLEOS MEXICANOS PECO ENERGY CO PEPSICO INC PETROLEOS MEXICANOS PELICAN PRODUCTS 4/18 TL PEPSICO INC PETROLEOS MEXICANOS PENN ENGINEERING 6/17 USD PEPSICO INC PETROLEOS MEXICANOS PENN NATIONAL GAMING INC PEPSICO INC PETROLEOS MEXICANOS PENN NATIONAL GAMING INC PEPSICO INC PETROLEOS MEXICANOS PENN NATIONAL GAMING INC PEPSICO INC PETROLEOS MEXICANOS PENN NATIONAL GAMING INC PEPSICO INC PETROLEOS MEXICANOS PENN NATIONAL GAMING INC PEPSICO INC PETROLEOS MEXICANOS 144A PEPSICO INC PETROLEOS MEXICANOS PENNANTPARK INVESTMENT PEPSICO INC PETROLEOS MEXICANOS CORP PEPSICO INC PETROLEOS MEXICANOS PENNS WOODS BANCORP INC PEPSI-COLA METROPOLITAN PETROLEOS MEXICANOS PENNS WOODS BANCORP INC BOTTLI PETROLEOS MEXICANOS PENNSYLVANIA ELECTRIC CO PEREGRINE HOLDINGS LTD PETROLEOS MEXICANOS PENNSYLVANIA HIGHER EDUCA 1 PEREGRINE HOLDINGS LTD PETROLEOS MEXICANOS A1 PERFECT SHAPE MEDICAL LTD PETROLEOS MEXICANOS PENNSYLVANIA ST PERKINELMER INC PETROLEOS MEXICANOS PENNSYLVANIA ST PERKINELMER INC PETROLEOS MEXICANOS PENNSYLVANIA ST TURNPIKE PERPETUAL LTD PETROLEOS MEXICANOS COMMI PERRIGO CO PLC PETROLEOS MEXICANOS PENNSYLVANIA ST TURNPIKE PERRIGO CO PLC PETROLEOS MEXICANOS 144A COMMI PERRIGO CO PLC PETROLEOS MEXICANOS 144A PENNSYLVANIA ST TURNPIKE PERRIGO CO PLC PETROLEOS MEXICANOS 144A COMMI PERRIGO CO PLC PETROLEUM CO OF TRINIDAD PENNYMAC FINANCIAL SERVICES PERRIGO FINANCE UNLIMITED CO REGS IN PERRIGO FINANCE UNLIMITED CO PETRONAS CHEMICALS GROUP PENNYMAC FINANCIAL SERVICES PERSIMMON PLC BHD IN PERSIMMON PLC PETRONAS CHEMICALS GROUP PENNYMAC FINANCIAL SERVICES PERSIMMON PLC BHD IN PERTAMINA PERSERO PT REGS PEUGEOT SA PENSKE AUTOMOTIVE GROUP INC PERTAMINA PERSERO PT REGS PEUGEOT SA PENUMBRA INC PERTAMINA PERSERO PT REGS PEUGEOT SA PENUMBRA INC PERU ENHANCED PASS-THROUG PF CHANG'S 9/17 TLB PENUMBRA INC REGS PF CHANG'S 9/17 TLB PEOPLES BANCORP INC/OH PERU PAYROLL DEDUCTION FI PFIZER INC PEOPLES BANCORP INC/OH REGS PFIZER INC PEOPLES BANCORP INC/OH PERUVIAN GOVERNMENT INTER PFIZER INC PEOPLES BANCORP INC/OH 144A PFIZER INC PEOPLES BANCORP OF NORTH PERUVIAN GOVERNMENT PFIZER INC CAROL INTERNATIO PFIZER INC PEOPLES BANCORP OF NORTH PERUVIAN GOVERNMENT PFIZER INC CAROL INTERNATIO PFIZER INC PEOPLES FINANCIAL SERVICES PETRA DIAMONDS US TREASUR PFIZER INC COR 144A PFIZER INC PEOPLES FINANCIAL SERVICES PETRA DIAMONDS US TREASUR PFIZER INC COR 144A PFIZER INC

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PFIZER INC PHOENIX SERVICES PLAYA FUNDING 4/17 COV-LITE PFIZER INC INTERNATIONAL PLAYCORE 9/17 2ND LIEN TL PFIZER INC PHOENIX SERVICES PLAYCORE 9/17 COV-LITE PFS FINANCING CORP AA A 144A INTERNATIONAL DELAYED PGT 2/16 COV-LITE TL PHYSICIANS REALTY LP PLAYCORE 9/17 COV-LITE PGT 2/16 COV-LITE TL PIAGGIO & C SPA DELAYED PGT INNOVATIONS INC PIDILITE INDUSTRIES LTD PLAYCORE 9/17 COV-LITE TL PGT INNOVATIONS INC PIGEON CORP PLAYCORE 9/17 COV-LITE TL PGT INNOVATIONS INC PIGEON CORP PLAYPOWER 6/15 TL PHEAA PIKE 3/18 COV-LITE TLB PLAYPOWER 6/15 TL PHH CORP PILGRIM'S PRIDE CORP 144A PLEXUS CORP PHH CORP PILGRIM'S PRIDE CORP 144A PLEXUS CORP PHH CORP PINNACLE ENTERTAINMENT INC PLEXUS CORP PHH CORP PINNACLE ENTERTAINMENT INC PLUS500 LTD PHIBRO ANIMAL HEALTH CORP PINNACLE ENTERTAINMENT INC PLY GEM/PISCES MIDCO 3/18 TL PHIBRO ANIMAL HEALTH CORP PINNACLE ENTERTAINMENT INC PNB HOUSING FINANCE LTD PHIBRO ANIMAL HEALTH CORP PINNACLE FINANCIAL PARTNERS PNC FINANCIAL SERVICES GROUP PHIBRO ANIMAL HEALTH CORP IN I PHILADELPHIA ENERGY PINNACLE FINANCIAL PARTNERS PNC FINANCIAL SERVICES GROUP SOLUTIONS IN I PHILIP MORRIS INTERNATIONAL PINNACLE FINANCIAL PARTNERS PNC FINANCIAL SERVICES GROUP IN IN I PHILIP MORRIS INTERNATIONAL PINNACLE FINANCIAL PARTNERS PNC FINANCIAL SERVICES GROUP IN IN I PHILIP MORRIS INTERNATIONAL PIONEER NATURAL RESOURCES PNC FINANCIAL SERVICES GROUP IN CO I PHILIP MORRIS INTERNATIONAL PIONEER NATURAL RESOURCES PNC FINANCIAL SERVICES GROUP IN CO I PHILIP MORRIS INTERNATIONAL PIPER JAFFRAY COS POLA ORBIS HOLDINGS INC IN PIPER JAFFRAY COS POLA ORBIS HOLDINGS INC PHILIP MORRIS INTERNATIONAL PIPER JAFFRAY COS POLA ORBIS HOLDINGS INC IN PIPER JAFFRAY COS POLAND GOVERNMENT BOCPI- PHILIP MORRIS INTERNATIONAL PIRELLI & C SPA INFLAT IN PIRELLI & C SPA POLAND GOVERNMENT BOND PHILIP MORRIS INTERNATIONAL PITNEY BOWES INC POLAND GOVERNMENT BOND IN PITNEY BOWES INC POLAND GOVERNMENT BOND PHILIP MORRIS INTERNATIONAL PITNEY BOWES INC POLAR TANKERS INC 144A IN PITNEY BOWES INC POLARIS INDUSTRIES INC PHILIP MORRIS INTERNATIONAL PJT PARTNERS INC POLARIS INDUSTRIES INC IN PJT PARTNERS INC POLARIS INDUSTRIES INC PHILIP MORRIS INTERNATIONAL PJT PARTNERS INC POLARIS INDUSTRIES INC IN PLANET FITNESS INC POLYCOM 9/16 TL PHILIP MORRIS INTERNATIONAL PLANET FITNESS INC POLYCOM 9/16 TL IN PLANET FITNESS INC POLYCONCEPT 8/16 TLB PHILIPPINE GOVERNMENT PLANET FITNESS INC POLYCONCEPT 8/16 TLB INTERNAT PLANTRONICS 5/18 COV-LITE TLB POLYONE CORP PHILIPPINE GOVERNMENT PLANTRONICS 5/18 COV-LITE TLB POLYONE CORP INTERNAT PLASTIPAK HOLDINGS INC 144A POLYONE CORP PHILIPPINE GOVERNMENT PLATFORM SPECIALTY PRODUC POLYONE CORP INTERNAT 144A POLYONE CORP PHILIPPINE GOVERNMENT PLATFORM SPECIALTY PRODUC POLYPLEX CORP LTD INTERNAT 144A POLYPLEX THAILAND PCL PHILIPPINE GOVERNMENT PLATFORM SPECIALTY PRODUCTS POLYPLEX THAILAND PCL INTERNAT CO POPULAR INC PHILLIPS 66 PLATFORM SPECIALTY PRODUCTS POPULAR INC PHILLIPS 66 CO POPULAR INC PHILLIPS 66 PARTNERS LP PLATFORM SPECIALTY PRODUCTS POPULAR INC PHILLIPS 66 PARTNERS LP CO PORT AUTH OF NEW YORK & NEW PLAYA FUNDING 4/17 COV-LITE JE

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PORT AUTH OF NEW YORK & NEW PRECYSE SOLUTIONS 4/16 PROCTER & GAMBLE CO/THE JE PRECYSE SOLUTIONS 4/16 PROCTER & GAMBLE CO/THE PORT AUTH OF NEW YORK & NEW PREFERRED BANK/LOS ANGELES PROCTER & GAMBLE CO/THE JE CA PROCTER & GAMBLE CO/THE PORTOLA PHARMACEUTICALS PREFERRED BANK/LOS ANGELES PROCTER & GAMBLE CO/THE INC CA PROCTER & GAMBLE CO/THE PORTOLA PHARMACEUTICALS PREFERRED SANDS 10/16 TLB2 PROCTER & GAMBLE CO/THE INC PREGIS 5/14 COV-LITE TL PROCTER & GAMBLE CO/THE PORTOLA PHARMACEUTICALS PREMIER FINANCIAL BANCORP PROCTER & GAMBLE CO/THE INC INC PROCTER & GAMBLE CO/THE POST HOLDINGS 5/17 TLA PREMIER FINANCIAL BANCORP PROGENICS PHARMACEUTICALS POST HOLDINGS INC 144A INC INC POST HOLDINGS INC 144A PREMIER INC PROGENICS PHARMACEUTICALS POTASH CORP OF PREMIER INC INC SASKATCHEWAN PREMIER INC PROGENICS PHARMACEUTICALS POTASH CORP OF PRESIDENT & FELLOWS OF INC SASKATCHEWAN HARVARD PROGRESS ENERGY INC POTOMAC ELECTRIC POWER CO PRESIDIO 12/17 COV-LITE TLB PROGRESS ENERGY INC POWELL INDUSTRIES INC PRESTIGE AUTO RECEI 1A A3 144A PROGRESS RESIDENTI SFR1 A 144A POWELL INDUSTRIES INC PRESTIGE CONSUMER PROGRESS RESIDENTI SFR1 A 144A POWELL INDUSTRIES INC HEALTHCARE I PROGRESS RESIDENTI SFR1 A 144A POWERTEAM 2/18 TLB PRESTIGE CONSUMER PROGRESS RESIDENTI SFR1 A 144A POWERTEAM 2/18 TLB HEALTHCARE I PROGRESS RESIDENTI SFR1 B 144A PPG INDUSTRIES INC PRESTIGE CONSUMER PROGRESS RESIDENTI SFR1 F 144A PPG INDUSTRIES INC HEALTHCARE I PROGRESS RESIDENTI SFR1 F 144A PPG INDUSTRIES INC PRESTIGE CONSUMER PROGRESS RESIDENTI SFR1 F 144A PPG INDUSTRIES INC HEALTHCARE I PROGRESS RESIDENTI SFR1 F 144A PPG INDUSTRIES INC PRESTIGE CONSUMER PROGRESS RESIDENTI SFR2 A 144A PPL CAPITAL FUNDING INC HEALTHCARE I PROGRESS RESIDENTI SFR2 F 144A PPL CAPITAL FUNDING INC PRIMERICA INC PROGRESS RESIDENTI SFR2 F 144A PPL CAPITAL FUNDING INC PRIMESOURCE 1/17 TL PROGRESSIVE CORP/THE PPL ELECTRIC UTILITIES CORP PRINCE MINERALS 3/18 2ND LIEN PROGRESSIVE CORP/THE PPL ELECTRIC UTILITIES CORP PRINCE MINERALS 3/18 2ND LIEN PROGRESSIVE CORP/THE PQ CORP 2/18 (USD) COV-LITE PRINCE MINERALS 3/18 2ND LIEN PROJECT ALPHA (QLIK) 4/17 PQ GROUP HOLDINGS INC PRINCE MINERALS 3/18 COV-LITE PROLAMINA 11/16 COV-LITE TL PQ GROUP HOLDINGS INC PRINCE MINERALS 3/18 COV-LITE PROLOGIS LP PQ GROUP HOLDINGS INC PRINCE MINERALS 3/18 COV-LITE PROLOGIS LP PQ GROUP HOLDINGS INC PRINCIPAL FINANCIAL GROUP INC PROLOGIS LP PQ GROUP HOLDINGS INC PRINCIPAL FINANCIAL GROUP INC PROLOGIS LP PRA GROUP INC PRIORTY PAYMENT 1/17 TL PROMETRIC 1/18 COV-LITE TL PRA GROUP INC PRIORTY PAYMENT 1/17 TL PROQUEST 9/14 TLB PRA GROUP INC PRIVATE EXPORT FUNDING CO PROQUEST 9/14 TLB PRA GROUP INC 144A PROSPECT CAPITAL CORP PRA HEALTH SCIENCES INC PRIVATE EXPORT FUNDING CO PROSPECT CAPITAL CORP PRA HEALTH SCIENCES INC 144A PROSPECT CAPITAL CORP PRA HEALTH SCIENCES INC PRIVATE EXPORT FUNDING CORP PROSPECT CAPITAL CORP PRA HEALTH SCIENCES INC PRIVATE EXPORT FUNDING CORP PROSPECT CAPITAL CORP PRAXAIR INC PRIVATE EXPORT FUNDING CORP PROSPECT MEDICAL 2/18 COV- PRAXAIR INC PRIVATE EXPORT FUNDING CORP LITE PRAXAIR INC PRIVATE EXPORT FUNDING CORP PROSPERITY BANCSHARES INC PRAXAIR INC PRIVATE EXPORT FUNDING CORP PROSPERITY BANCSHARES INC PRAXAIR INC PRIVATE EXPORT FUNDING CORP PROSPERITY BANCSHARES INC PRAXAIR INC PRIVATE EXPORT FUNDING CORP PROSPERITY BANCSHARES INC PRAXAIR INC PRIVATE EXPORT FUNDING CORP PROTECTIVE LIFE CORP PRECISION CASTPARTS CORP PRIVATE EXPORT FUNDING CORP PROTECTIVE LIFE CORP PRECISION DRILLING CORP PRIVATE EXPORT FUNDING CORP PROTEOSTASIS THERAPEUTICS PRECISION DRILLING CORP PROCTER & GAMBLE - ESOP INC PRECISION DRILLING CORP 144A PROCTER & GAMBLE - ESOP PROTEOSTASIS THERAPEUTICS PRECISION DRILLING CORP 144A PROCTER & GAMBLE CO/THE INC

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PROTEOSTASIS THERAPEUTICS PSC/HYDROCHEM 10/17 TL QEP RESOURCES INC INC PSEG POWER LLC QEP RESOURCES INC PROTO LABS INC PSEG POWER LLC QEP RESOURCES INC PROTO LABS INC PSERS AGG KEYSTONE FLORIDA QIAGEN NV PROTO LABS INC PTT GLOBAL CHEMICAL PCL QIAGEN NV PROV OF MANITOBA PTTEP TREASURY CENTER CO QIAGEN NV PROV OF ONTARIO 144A QIAGEN NV PROVIDENCE PLACE GR C1 A2 PUBLIC BANK BHD QIAGEN NV 144A PUBLIC BANK BHD QIAGEN NV PROVIDENT BANCORP INC PUBLIC SERVICE CO OF QIAGEN NV PROVIDENT BANCORP INC COLORADO QINGLING MOTORS CO LTD PROVIDENT FINANCIAL PLC PUBLIC SERVICE CO OF QORVO INC PROVINCE OF ALBERTA CANADA COLORADO QTECH 4/17 TLB PROVINCE OF ALBERTA CANADA PUBLIC SERVICE CO OF QTECH 4/17 TLB PROVINCE OF BRITISH COLUMBIA COLORADO QUAD/GRAPHICS INC C PUBLIC SERVICE CO OF QUAKER CHEMICAL CORP PROVINCE OF MANITOBA OKLAHOMA QUAKER CHEMICAL CORP CANADA PUBLIC SERVICE ELECTRIC & GAS QUAKER CHEMICAL CORP PROVINCE OF MANITOBA PUBLIC SERVICE ELECTRIC & GAS QUAKER CHEMICAL CORP CANADA PUBLIC SERVICE ELECTRIC & GAS QUALCOMM INC PROVINCE OF NOVA SCOTIA PUBLIC SERVICE ELECTRIC & GAS QUALCOMM INC CANADA PUBLIC SERVICE ELECTRIC & GAS QUALCOMM INC PROVINCE OF ONTARIO CANADA PUBLIC SERVICE ELECTRIC & GAS QUALCOMM INC PROVINCE OF ONTARIO CANADA PUBLIC STORAGE QUALCOMM INC PROVINCE OF QUEBEC CANADA PULSE BIOSCIENCES INC QUALCOMM INC PROVINCE OF QUEBEC CANADA PULSE BIOSCIENCES INC QUALCOMM INC PROVINCE OF QUEBEC CANADA PULTEGROUP INC QUALCOMM INC PROVINCE OF QUEBEC CANADA PULTEGROUP INC QUALCOMM INC PROVINCE OF SALTA ARGENTI PULTEGROUP INC QUALCOMM INC 144A PULTEGROUP INC QUALCOMM INC PROVINCIA DE BUENOS AIRES PULTEGROUP INC QUALCOMM INC REGS PULTEGROUP INC QUALITY CARE PROPERTIES/HCP PROVINCIA DE CORDOBA 144A PUMA INTERNATIONAL FINANC QUALITY DISTRIBUTION 6/17 TL PROVINCIA DE NEUQUEN ARGE 144A QUALITY DISTRIBUTION 6/17 TL 144A PUMA INTERNATIONAL FINANC QUANEX BUILDING PRODUCTS PROVINCIA DE TIERRA DEL F 144A 144A CORP PROVINCIA DEL CHACO ARGEN PYEONG HWA AUTOMOTIVE CO QUANEX BUILDING PRODUCTS REGS LTD CORP PROVINCIA DEL CHACO ARGEN PYXUS INTERNATIONAL INC QUANEX BUILDING PRODUCTS REGS PYXUS INTERNATIONAL INC CORP PROVINCIA DEL CHUBUT ARGE PZENA INVESTMENT QUANEX BUILDING PRODUCTS 144A MANAGEMENT IN CORP PRUDENTIAL FINANCIAL INC Q HOLDING 12/14 TLB QUANTERIX CORP PRUDENTIAL FINANCIAL INC Q HOLDING 12/14 TLB QUEBECOR MEDIA INC PRUDENTIAL FINANCIAL INC QATAR GOVERNMENT INTERNAT QUEENSLAND TREASURY CORP PRUDENTIAL FINANCIAL INC 144A 144A PRUDENTIAL FINANCIAL INC QATAR GOVERNMENT INTERNAT QUEST DIAGNOSTICS INC PRUDENTIAL FINANCIAL INC 144A QUEST DIAGNOSTICS INC PRUDENTIAL FINANCIAL INC QATAR GOVERNMENT INTERNAT QUEST DIAGNOSTICS INC PRUDENTIAL FINANCIAL INC 144A QUICKEN LOANS INC 144A PRUDENTIAL FINANCIAL INC QATAR GOVERNMENT INTERNAT QUICKEN LOANS INC 144A PRUDENTIAL FINANCIAL INC 144A QUIDEL CORP PRUDENTIAL FINANCIAL INC QATAR GOVERNMENT INTERNAT QUIDEL CORP PRUDENTIAL FINANCIAL INC REGS QUILTER PLC PRUDENTIAL FINANCIAL INC QATAR GOVERNMENT INTERNAT QUILTER PLC PRUDENTIAL FINANCIAL INC REGS QUORUM 4/16TLB PSC/HYDROCHEM 10/17 2ND LIEN QCR HOLDINGS INC QUORUM 4/16TLB PSC/HYDROCHEM 10/17 2ND LIEN QCR HOLDINGS INC QUORUM 8/14 TL PSC/HYDROCHEM 10/17 TL QCR HOLDINGS INC QVC INC

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QVC INC RBB BANCORP RELIANCE STANDARD LIFE GL RA PHARMACEUTICALS INC RBB BANCORP 144A RA PHARMACEUTICALS INC RBB BANCORP RELIANT BANCORP INC RA PHARMACEUTICALS INC RBL BANK LTD RELIANT BANCORP INC RACKSPACE HOSTING INC 144A RBS GLOBAL INC / REXNORD 144A RENAISSANCE HOME EQUITY 1 RACKSPACE HOSTING INC 144A RBSCF TRUST 2010 RR3 MSCA 144A AF3 RADNOR HLDGS CORP SR NT RBSCF TRUST 2010 RR3 WBTA RENAISSANCE HOME EQUITY 3 RADNOR RE 2018-1 LTD 1 M2 144A 144A AF3 RAIFFEISEN BANK RBSCF TRUST 2010 RR4 CMLA 144A RENAISSANCE HOME EQUITY L 4 INTERNATIONAL RBSCF TRUST 2010 RR4 CSCA 144A A3 RAIFFEISEN BANK RCI HOSPITALITY HOLDINGS INC RENASANT CORP INTERNATIONAL RCI HOSPITALITY HOLDINGS INC RENASANT CORP RAIFFEISEN BANK RCN CABLE 12/16 COV-LITE TL RENASANT CORP INTERNATIONAL RCS CAP 3/14 2ND LIEN TL RENAULT SA RALEY'S 4/15 TL RCS CAP 3/14 2ND LIEN TL RENAULT SA RALEY'S 4/15 TL RCS CAP 3/14 TL RENAULT SA RALI SERIES 2006-QO6 TR QO6 A2 READERS DIGEST ASSN INC SR RENEWABLES INFRASTRUCTURE RALI SERIES 2007-QO4 T QO4 A1A SUB GROU RALPH LAUREN CORP READING INTERNATIONAL INC RENEWFUND SENIOR RALPH LAUREN CORP READING INTERNATIONAL INC RENEWFUND SUBORD RAMACO RESOURCES INC READING INTERNATIONAL INC RENGO CO LTD RAMACO RESOURCES INC READYCAP LENDING SMALL BUS RENO DE MEDICI SPA RAMP SERIES 2005-EFC5 EFC5 M3 1 A RENT-A-CENTER INC/TX RAND MERCHANT INVESTMENT REALOGY 1/18 TLB RENT-A-CENTER INC/TX HOLDI REALTY INCOME CORP REPERFORMING LOAN R R1 B3 RAND MERCHANT INVESTMENT REALTY INCOME CORP 144A HOLDI REATA PHARMACEUTICALS INC REPERFORMING LOAN R R3 B3 RANGE RESOURCES CORP REATA PHARMACEUTICALS INC 144A RANGE RESOURCES CORP REATA PHARMACEUTICALS INC REPERFORMING LOAN R2 2B5 RANGE RESOURCES CORP REATA PHARMACEUTICALS INC 144A RANK GROUP PLC RECKITT BENCKISER GROUP PLC REPLIGEN CORP RASSINI SAB DE CV RECKITT BENCKISER GROUP PLC REPLIGEN CORP RATHBONE BROTHERS PLC RECKITT BENCKISER GROUP PLC REPLIGEN CORP RAVAGO 7/16 COV-LITE TL RECKITT BENCKISER GROUP PLC REPUBLIC BANCORP INC/KY RAVEN INDUSTRIES INC RECKITT BENCKISER GROUP PLC REPUBLIC BANCORP INC/KY RAVEN INDUSTRIES INC RECORDATI SPA REPUBLIC BANCORP INC/KY RAVEN INDUSTRIES INC RECORDATI SPA REPUBLIC BANCORP INC/KY RAYMOND JAMES FINANCIAL INC RECRO PHARMA INC REPUBLIC FIRST BANCORP INC RAYMOND JAMES FINANCIAL INC RECTICEL SA REPUBLIC FIRST BANCORP INC RAYMOND JAMES FINANCIAL INC RED DE CARRETERAS DE OCCI REPUBLIC FIRST BANCORP INC RAYMOND JAMES FINANCIAL INC REGS REPUBLIC OF ANGOLA VIA AV RAYMOND JAMES FINANCIAL INC RED LION HOTELS CORP REGS RAYONIER ADVANCED RED LION HOTELS CORP REPUBLIC OF ARMENIA INTER MATERIALS IN RED ROCK RESORTS INC 144A RAYONIER ADVANCED RED ROCK RESORTS INC REPUBLIC OF AUSTRIA GOVER MATERIALS IN RED VENTURES 10/17 COV-LITE 144A RAYONIER ADVANCED RED VENTURES 10/17 COV-LITE REPUBLIC OF BELARUS INTER MATERIALS IN REGIONAL MANAGEMENT CORP 144A RAYONIER ADVANCED REGIONAL MANAGEMENT CORP REPUBLIC OF CAMEROON INTE MATERIALS IN REGIONAL MANAGEMENT CORP 144A RAYTHEON CO REGIONAL SAB DE CV REPUBLIC OF CAMEROON INTE RAYTHEON CO REGIONAL SAB DE CV 144A RAYTHEON CO REGIONS FINANCIAL CORP REPUBLIC OF CAMEROON INTE RAYTHEON CO REGIONS FINANCIAL CORP REGS RAYTHEON CO REGIONS FINANCIAL CORP REPUBLIC OF GHANA RAYTHEON CO REGIONS FINANCIAL CORP GOVERNMENT B RAYTHEON CO REGIONS FINANCIAL CORP REPUBLIC OF GHANA RAYTHEON CO REINSURANCE GROUP OF GOVERNMENT B RAYTHEON CO AMERICA I

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REPUBLIC OF POLAND REVLON CONSUMER PRODUCTS ROCHE HOLDING AG GOVERNMENT CORP ROCHE HOLDING AG REPUBLIC OF POLAND REVLON INC ROCHE HOLDING AG GOVERNMENT REVLON INC ROCHE HOLDING AG REPUBLIC OF POLAND REVLON INC ROCHE HOLDING AG GOVERNMENT REYNOLDS AMERICAN INC ROCHE HOLDINGS INC 144A REPUBLIC OF POLAND REYNOLDS AMERICAN INC ROCHE HOLDINGS INC 144A GOVERNMENT REYNOLDS AMERICAN INC ROCHESTER GAS & ELECTRIC REPUBLIC OF POLAND REYNOLDS AMERICAN INC 144A GOVERNMENT REYNOLDS AMERICAN INC ROCHESTER GAS & ELECTRIC REPUBLIC OF POLAND REYNOLDS AMERICAN INC 144A GOVERNMENT REYNOLDS AMERICAN INC ROCKET PHARMACEUTICALS INC REPUBLIC OF SOUTH AFRICA REYNOLDS AMERICAN INC ROCKET PHARMACEUTICALS INC GOVER REYNOLDS AMERICAN INC ROCKIES EXPRESS PIPELINE 144A REPUBLIC OF SOUTH AFRICA REYNOLDS AMERICAN INC ROCKIES EXPRESS PIPELINE 144A GOVER REYNOLDS AMERICAN INC ROCKIES EXPRESS PIPELINE 144A REPUBLIC OF SOUTH AFRICA REYNOLDS AMERICAN INC ROCKIES EXPRESS PIPELINE 144A GOVER REYNOLDS GROUP 1/17 (USD) TL ROCKIES EXPRESS PIPELINE 144A REPUBLIC OF SOUTH AFRICA RHB BANK BHD ROCKWELL COLLINS INC GOVER RHB BANK BHD ROCKWELL COLLINS INC REPUBLIC OF SOUTH AFRICA RHEINMETALL AG ROCKWELL COLLINS INC GOVER RHEINMETALL AG ROCKWELL COLLINS INC REPUBLIC OF SOUTH AFRICA RHEINMETALL AG ROCKWELL COLLINS INC GOVER RHEINMETALL AG ROCKWELL COLLINS INC REPUBLIC OF SURINAME 144A RHI AG ROCKWELL COLLINS INC REPUBLIC OF UGANDA RHI MAGNESITA NV ROCKWELL COLLINS INC GOVERNMENT RHODE ISLAND 11/15 TLB ROCKWELL COLLINS INC REPUBLIC SERVICES INC RHODE ISLAND 11/15 TLB ROCKWELL MEDICAL INC REPUBLIC SERVICES INC RHYTHM PHARMACEUTICALS INC ROCKWELL MEDICAL INC REPUBLIC SERVICES INC RHYTHM PHARMACEUTICALS INC ROCKWELL MEDICAL INC REPUBLIC SERVICES INC RICH GOLDMAN HOLDINGS LTD ROCKWOOL INTERNATIONAL A/S REPUBLIC SERVICES INC RICHTER GEDEON NYRT ROCKWOOL INTERNATIONAL A/S RESIDENTIAL ASSET SECU A15 RICHTER GEDEON NYRT RODAN & FIELDS 5/18 TLB 1A7 RINGKJOEBING LANDBOBANK A/S RODAN & FIELDS 5/18 TLB RESMED INC RINNAI CORP ROGERS COMMUNICATIONS INC RESMED INC RINNAI CORP ROGERS COMMUNICATIONS INC RESMED INC RINNAI CORP ROGERS COMMUNICATIONS INC RESMED INC RINNAI CORP ROGERS CORP RESMED INC RIO ENERGY SA / UGEN SA / 144A ROGERS CORP RESOLUTION FDG CORP PRIN RION CO LTD ROGERS CORP STRIP RIVERBED TECHNOLOGY 5/16 TL ROGERS CORP RESOLUTION FDG CORP PRIN RIVERBED TECHNOLOGY 5/16 TL ROLLS ROYCE HLDGS C SHS STRIP RIVERBED TECHNOLOGY INC ROLLS ROYCE HLDGS C SHS RESONA HOLDINGS INC 144A ROLLS ROYCE HLDGS C SHS RESONA HOLDINGS INC RIVERBED TECHNOLOGY INC ROLLS ROYCE HLDGS C SHS RESONA HOLDINGS INC 144A ROLLS ROYCE HLDGS C SHS RESONA HOLDINGS INC RIVERSIDE CA PENSN OBLG ROLLS-ROYCE HOLDINGS PLC RETL 2018-RVP RVP E 144A RMB HOLDINGS LTD ROLLS-ROYCE HOLDINGS PLC RETL 2018-RVP RVP F 144A RMB HOLDINGS LTD ROLLS-ROYCE HOLDINGS PLC REV GROUP INC ROCHE HOLDING AG ROLLS-ROYCE HOLDINGS PLC REV GROUP INC ROCHE HOLDING AG ROLLS-ROYCE HOLDINGS PLC REV GROUP INC ROCHE HOLDING AG ROPER TECHNOLOGIES INC REVANCE THERAPEUTICS INC ROCHE HOLDING AG ROPER TECHNOLOGIES INC REVANCE THERAPEUTICS INC ROCHE HOLDING AG ROPER TECHNOLOGIES INC REVLON 7/16 COV-LITE TLB ROCHE HOLDING AG ROSETTA STONE INC REVLON 7/16 COV-LITE TLB ROCHE HOLDING AG ROSETTA STONE INC REVLON CONSUMER PRODUCTS ROCHE HOLDING AG ROSETTA STONE INC CORP ROCHE HOLDING AG ROTHSCHILD & CO ROCHE HOLDING AG ROUND ONE CORP

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ROUSE CO NT S&T BANCORP INC SANTANDER DRIVE AUTO RECE 2 ROUSE CO NT S&T BANCORP INC A1 ROWAN COS INC S&T HOLDINGS CO LTD SANTANDER DRIVE AUTO RECE 2 ROWAN COS INC SAAB AB A2 ROWAN COS INC SADEREA DAC REGS SANTANDER DRIVE AUTO RECE 3 ROWAN COS INC SAFEWAY INC A2 ROYAL BANK OF CANADA SAFRAN SA SANTANDER DRIVE AUTO RECE 3 ROYAL BANK OF CANADA SAFRAN SA A3 ROYAL BANK OF CANADA SAFRAN SA SANTANDER DRIVE AUTO RECEI 2 ROYAL BANK OF CANADA SAFRAN SA C ROYAL BANK OF SCOTLAND GR SALESFORCE.COM INC SANTANDER DRIVE AUTO RECEI 2 REGS SALOMON BROS COML 00-C3 CL X D ROYAL BANK OF SCOTLAND SAN ANTONIO TX ELEC & GAS SANTANDER DRIVE AUTO RECEI 2 GROUP P REVE E ROYAL BANK OF SCOTLAND SAN ANTONIO TX ELEC & GAS SANTANDER DRIVE AUTO RECEI 2 GROUP P REVE E ROYAL BANK OF SCOTLAND SAN DIEGO CNTY CA REGL SANTANDER DRIVE AUTO RECEI 3 GROUP P TRANSPR D ROYAL BANK OF SCOTLAND SAN DIEGO CNTY CA WTR AUTH SANTANDER DRIVE AUTO RECEI 3 GROUP P FIN D ROYAL CARIBBEAN CRUISES LTD SAN DIEGO GAS & ELECTRIC CO SANTANDER DRIVE AUTO RECEI 3 ROYAL CARIBBEAN CRUISES LTD SAN DIEGO GAS & ELECTRIC CO D ROYAL CARIBBEAN CRUISES LTD SAN DIEGO GAS & ELECTRIC CO SANTANDER DRIVE AUTO RECEI 3 ROYAL CARIBBEAN CRUISES LTD SAN FRANCISCO CITY & CNTY CA D ROYAL CARIBBEAN CRUISES LTD P SANTANDER DRIVE AUTO RECEI 4 ROYAL CARIBBEAN CRUISES LTD SAN JU SAN FINANCIAL GROUP D ROYAL CARIBBEAN CRUISES LTD INC SANTANDER UK PLC REGS ROYAL CARIBBEAN CRUISES LTD SANDS CHINA LTD SANTEN PHARMACEUTICAL CO ROYALTY PHARMA 3/17 B6 TLB SANDS CHINA LTD LTD RP CROWN PARENT LLC 144A SANDS CHINA LTD SANTEN PHARMACEUTICAL CO RP CROWN PARENT LLC 144A SANDY SPRING BANCORP INC LTD RPM INTERNATIONAL INC SANDY SPRING BANCORP INC SANTEN PHARMACEUTICAL CO RPM INTERNATIONAL INC SANDY SPRING BANCORP INC LTD RPM INTERNATIONAL INC SANKO METAL INDUSTRIAL CO SARANAC CLO I LTD 1A DR 144A RPM INTERNATIONAL INC LTD SARANAC CLO VII L 2A A1AR 144A RPM INTERNATIONAL INC SANKYO CO LTD SARANAC CLO VII LTD 2A DR 144A RSP PERMIAN INC SANKYO TATEYAMA INC SARATOGA INVESTAMA SEDAYA RUSSIAN FEDERAL BOND - OFZ SANMINA CORP TBK RUSSIAN FEDERAL BOND - OFZ SANMINA CORP SAREPTA THERAPEUTICS INC RUSSIAN FEDERAL BOND - OFZ SANMINA CORP SAREPTA THERAPEUTICS INC RUSSIAN FEDERAL BOND - OFZ SANMINA CORP SAREPTA THERAPEUTICS INC RUSSIAN FEDERAL BOND - OFZ SANMINA CORP SAREPTA THERAPEUTICS INC RUSSIAN FOREIGN BOND - EU SANOFI SAREPTA THERAPEUTICS INC REGS SANOFI SASOL LTD RUSSIAN FOREIGN BOND - EU SANOFI SASOL LTD REGS SANOFI SASOL LTD RUSSIAN FOREIGN BOND - EU SANSEI TECHNOLOGIES INC SAUDI GOVERNMENT INTERNAT REGS SANTA CLARA VLY CA 144A RUSSIAN FOREIGN BOND - EU TRANSPRTN A SAUDI GOVERNMENT INTERNAT REGS SANTANDER CONSUMER USA 144A RYDER SYSTEM INC HOLDING SAUDI GOVERNMENT INTERNAT RYMAN HOSPITALITY SANTANDER CONSUMER USA 144A PROPERTIES HOLDING SAWAI PHARMACEUTICAL CO S&C ENGINE GROUP LTD SANTANDER CONSUMER USA LTD S&P GLOBAL INC HOLDING SB ONE BANCORP S&P GLOBAL INC SANTANDER DRIVE AUTO RECE 1 SB ONE BANCORP S&T BANCORP INC A2 SBA FINANCE 4/18 TLB S&T BANCORP INC SANTANDER DRIVE AUTO RECE 1 SBA GP#3921915002 S&T BANCORP INC A2 SBA GTD LN POOL CTFS #507841

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SBA GTD LN POOL CTFS #507841 SBA GTD PARTN CTFS 2018-20C 1 SECURUS TECHNOLOGIES 6/17 SBA GTD LN POOL CTFS #508987 SBARRO INC SECURUS TECHNOLOGIES 6/17 SBA GTD LN POOL CTFS #508994 SBI FINTECH SOLUTIONS CO LTD SEDGWICK CMS 2/14 TL SBA GTD LN POOL CTFS #508994 SBI HOLDINGS INC/JAPAN SEGA SAMMY HOLDINGS INC SBA GTD LN POOL CTFS #509409 SBI HOLDINGS INC/JAPAN SEGA SAMMY HOLDINGS INC SBA GTD LN POOL CTFS #509417 SBI HOLDINGS INC/JAPAN SEGA SAMMY HOLDINGS INC SBA GTD LN POOL CTFS #509541 SCHLUMBERGER FINANCE CANA SEI INVESTMENTS CO SBA GTD LN POOL CTFS #522356 144A SEI INVESTMENTS CO SBA GTD LN POOL CTFS #522356 SCHRODERS PLC SEI INVESTMENTS CO SBA GTD PARTN CTFS 2005-20H 1 SCHRODERS PLC SEI INVESTMENTS CO SBA GTD PARTN CTFS 2006-20B 1 SCHRODERS PLC SEKISUI CHEMICAL CO LTD SBA GTD PARTN CTFS 2006-20E 1 SCIENTIFIC GAMES CORP SEKISUI CHEMICAL CO LTD SBA GTD PARTN CTFS 2006-20G 1 SCIENTIFIC GAMES CORP SEKISUI CHEMICAL CO LTD SBA GTD PARTN CTFS 2006-20I 1 SCIENTIFIC GAMES CORP SEKISUI HOUSE LTD SBA GTD PARTN CTFS 2007-20B 1 SCIENTIFIC GAMES INTERNAT SEKISUI HOUSE LTD SBA GTD PARTN CTFS 2007-20D 1 144A SEKISUI HOUSE LTD SBA GTD PARTN CTFS 2007-20H 1 SCIQUEST / JAGGAER 12/17 SEKISUI HOUSE LTD SBA GTD PARTN CTFS 2007-20L 1 SCIQUEST / JAGGAER 12/17 SEKISUI PLASTICS CO LTD SBA GTD PARTN CTFS 2008-20A 1 SCPHARMACEUTICALS INC SELCUK ECZA DEPOSU TICARET SBA GTD PARTN CTFS 2008-20B 1 SCPHARMACEUTICALS INC VE SBA GTD PARTN CTFS 2008-20C 1 SE CORP SELECT BANCORP INC SBA GTD PARTN CTFS 2008-20D 1 SEACOAST BANKING CORP OF SELECT BANCORP INC SBA GTD PARTN CTFS 2008-20D 1 FLORI SEMEN INDONESIA PERSERO TBK SBA GTD PARTN CTFS 2008-20E 1 SEACOAST BANKING CORP OF PT SBA GTD PARTN CTFS 2008-20E 1 FLORI SEMEN INDONESIA PERSERO TBK SBA GTD PARTN CTFS 2008-20F 1 SEACOAST BANKING CORP OF PT SBA GTD PARTN CTFS 2008-20G 1 FLORI SEMPERIT AG HOLDING SBA GTD PARTN CTFS 2008-20I 1 SEACOAST BANKING CORP OF SEMPRA ENERGY SBA GTD PARTN CTFS 2008-20J 1 FLORI SEMPRA ENERGY SBA GTD PARTN CTFS 2008-20J 1 SEADRILL PARTNERS 2/14 TL SEMPRA ENERGY SBA GTD PARTN CTFS 2008-20K 1 SEADRILL PARTNERS 2/14 TL SEMPRA ENERGY SBA GTD PARTN CTFS 2009-10A 1 SEADRILL PARTNERS 2/14 TL SENA DEVELOPMENT PCL SBA GTD PARTN CTFS 2009-20A 1 SEAGATE HDD CAYMAN SENEGAL GOVERNMENT INTERN SBA GTD PARTN CTFS 2009-20B 1 SEAGATE HDD CAYMAN 144A SBA GTD PARTN CTFS 2009-20B 1 SEAGATE HDD CAYMAN SENIOR HOUSING PROPERTIES SBA GTD PARTN CTFS 2010-10A 1 SEAGATE HDD CAYMAN TRUS SBA GTD PARTN CTFS 2010-20F 1 SEAGATE HDD CAYMAN SENIOR HOUSING PROPERTIES SBA GTD PARTN CTFS 2010-20G 1 SEAGATE HDD CAYMAN TRUS SBA GTD PARTN CTFS 2011-10B 1 SEAGATE HDD CAYMAN SENSEONICS HOLDINGS INC SBA GTD PARTN CTFS 2011-20A 1 SEAGATE HDD CAYMAN SENSEONICS HOLDINGS INC SBA GTD PARTN CTFS 2011-20B 1 SEALED AIR CORP SENSIENT TECHNOLOGIES CORP SBA GTD PARTN CTFS 2011-20G 1 SEALED AIR CORP SENSIENT TECHNOLOGIES CORP SBA GTD PARTN CTFS 2011-20J 1 SEALED AIR CORP SENSIENT TECHNOLOGIES CORP SBA GTD PARTN CTFS 2012-20A 1 SEALED AIR CORP SENSIENT TECHNOLOGIES CORP SBA GTD PARTN CTFS 2012-20C 1 SEALED AIR CORP SEQUA 4/17 COV-LITE TL SBA GTD PARTN CTFS 2012-20C 1 SEARLE CO LTD/THE SEQUOIA MORTGAGE CH1 A10 SBA GTD PARTN CTFS 2012-20G 1 SEASPINE HOLDINGS CORP 144A SBA GTD PARTN CTFS 2013-20A 1 SEASPINE HOLDINGS CORP SEQUOIA MORTGAGE CH1 A11 SBA GTD PARTN CTFS 2013-20G 1 SEAWORLD ENTERTAINMENT INC 144A SBA GTD PARTN CTFS 2013-20H 1 SEAWORLD ENTERTAINMENT INC SEQUOIA MORTGAGE CH1 A11 SBA GTD PARTN CTFS 2013-20I 1 SEAWORLD ENTERTAINMENT INC 144A SBA GTD PARTN CTFS 2014-20D 1 SEAWORLD ENTERTAINMENT INC SEQUOIA MORTGAGE CH1 A20 SBA GTD PARTN CTFS 2015-20L 1 SECURITIZED ASSET FR4 NIM 144A 144A SBA GTD PARTN CTFS 2016-20E 1 SECURITY BANK CORP SEQUOIA MORTGAGE CH1 A20 SBA GTD PARTN CTFS 2016-20L 1 SECURITY BANK CORP 144A SBA GTD PARTN CTFS 2017-20D 1 SECURITY BANK CORP SEQUOIA MORTGAGE TR 1 2A5 SBA GTD PARTN CTFS 2017-20E 1 SECURITY BANK CORP 144A SBA GTD PARTN CTFS 2017-20F 1 SECURUS TECHNOLOGIES 5/17 TL SEQUOIA MORTGAGE TR 3 A11 SBA GTD PARTN CTFS 2018-10A 1 SECURUS TECHNOLOGIES 5/17 TL 144A

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SEQUOIA MORTGAGE TRU 1 A4 SHANDONG WEIGAO GROUP SHINHAN FINANCIAL GROUP CO 144A MEDICAL LTD SEQUOIA MORTGAGE TRU 2 A1 SHANGHAI COMMERCIAL & SHINMAYWA INDUSTRIES LTD 144A SAVINGS SHINMAYWA INDUSTRIES LTD SEQUOIA MORTGAGE TRU 2 A4 SHANGHAI FOSUN SHINSEI BANK LTD 144A PHARMACEUTICAL SHINSEI BANK LTD SEQUOIA MORTGAGE TRU 3 A4 SHANGHAI FOSUN SHINSEI BANK LTD 144A PHARMACEUTICAL SHIONOGI & CO LTD SEQUOIA MORTGAGE TRU 3 A4 SHANGHAI FOSUN SHIONOGI & CO LTD 144A PHARMACEUTICAL SHIONOGI & CO LTD SEQUOIA MORTGAGE TRU 6 A4 SHANGHAI JIN JIANG SHIP HEALTHCARE HOLDINGS INC 144A INTERNATION SHISEIDO CO LTD SEQUOIA MORTGAGE TRUST 2 1 SHANGRI-LA ASIA LTD SHISEIDO CO LTD 2A1 SHANGRI-LA ASIA LTD SHISEIDO CO LTD SEQUOIA MORTGAGE TRUST 20 1 SHANGRI-LA ASIA LTD SHISEIDO CO LTD B1 SHAPE TECHNOLOGIES 4/18 SHIZUOKA BANK LTD/THE SEQUOIA MORTGAGE TRUST 20 6 SHAPE TECHNOLOGIES 4/18 SHIZUOKA BANK LTD/THE A2 SHARDA MOTOR INDUSTRIES LTD SHIZUOKA BANK LTD/THE SEQUOIA MORTGAGE TRUST 20 6 SHELF DRILLING HOLDINGS L SHOPS AT CRYSTALS CSTL D 144A B1 144A SHOPS AT CRYSTALS CSTL D 144A SEQUOIA MORTGAGE TRUST 20 6 SHELF DRILLING HOLDINGS L SHORE BANCSHARES INC B1 144A SHORE BANCSHARES INC SERES THERAPEUTICS INC SHELF DRILLING HOLDINGS L SHOTSPOTTER INC SERES THERAPEUTICS INC 144A SHOUGANG FUSHAN RESOURCES SERS DEFAULTED SECURITY SHENWAN HONGYUAN HK LTD GROU OFFSET SHERWIN-WILLIAMS CO/THE SHOUGANG FUSHAN RESOURCES SERS DEFAULTED SECURITY SHERWIN-WILLIAMS CO/THE GROU OFFSET SHERWIN-WILLIAMS CO/THE SHOWA CORP SERS DEFAULTED SECURITY SHERWIN-WILLIAMS CO/THE SIAM COMMERCIAL BANK OFFSET SHERWIN-WILLIAMS CO/THE PCL/THE SERS DEFAULTED SECURITY SHERWIN-WILLIAMS CO/THE SIAMGAS & PETROCHEMICALS OFFSET SHERWIN-WILLIAMS CO/THE PCL SERS DEFAULTED SECURITY SHERWIN-WILLIAMS CO/THE SIEBERT FINANCIAL CORP OFFSET SHERWIN-WILLIAMS CO/THE SIEBERT FINANCIAL CORP SERVISFIRST BANCSHARES INC SHERWIN-WILLIAMS CO/THE SIEGFRIED HOLDING AG SERVISFIRST BANCSHARES INC SHERWIN-WILLIAMS CO/THE SIEMENS AG SERVISFIRST BANCSHARES INC SHERWIN-WILLIAMS CO/THE SIEMENS AG SERVIZI ITALIA SPA SHERWIN-WILLIAMS CO/THE SIEMENS AG SESI LLC SHIMADZU CORP SIEMENS AG SESI LLC SHIMADZU CORP SIEMENS AG SESI LLC SHIMADZU CORP SIEMENS AG SESI LLC SHIMADZU CORP SIEMENS FINANCIERINGSMAAT SESI LLC SHIMANO INC 144A SESI LLC SHIMANO INC SIEMENS FINANCIERINGSMAAT SEVEN BANK LTD SHIMANO INC 144A SEVEN BANK LTD SHIMANO INC SIEMENS FINANCIERINGSMAAT SEVEN BANK LTD SHIMANO INC 144A SEVERIN SHIMANO INC SIEMENS FINANCIERINGSMAAT ACQUISITION/POWERSCHOO SHINAGAWA REFRACTORIES CO 144A SEVERIN LTD SIEMENS HEALTHINEERS AG ACQUISITION/POWERSCHOO SHINDENGEN ELECTRIC SIENTRA INC SFAVE COMMERCIAL 5AVE A1 MANUFACTUR SIENTRA INC 144A SHINDENGEN ELECTRIC SIERRA BANCORP SG COMMERCIAL MORTGAGE S C5 MANUFACTUR SIERRA BANCORP A4 SHIN-ETSU CHEMICAL CO LTD SIERRA BANCORP SGSP AUSTRALIA ASSETS PTY SHIN-ETSU CHEMICAL CO LTD SIERRA TIMESHARE 201 1A B 144A REGS SHIN-ETSU CHEMICAL CO LTD SIERRA TIMESHARE 201 1A B 144A SHANDONG WEIGAO GROUP SHIN-ETSU CHEMICAL CO LTD SIERRA TIMESHARE 201 3A B 144A MEDICAL SHIN-ETSU CHEMICAL CO LTD SIERRA TIMESHARE 201 3A B 144A

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SIERRA TIMESHARE 201 3A B 144A SINO BIOPHARMACEUTICAL LTD SLM PRIVATE EDUCATIO A A2 SIGA TECHNOLOGIES INC SINON CORP 144A SIGA TECHNOLOGIES INC SINON CORP SLM STUDENT LOAN T 10 A6A SIGMA FINANCE CORP SINOPEC SHANGHAI 144A SIGMA FINANCE CORP PETROCHEMICAL SLM STUDENT LOAN T 10 A6A SIGMA HEALTHCARE LTD SINOPEC SHANGHAI 144A SIGMA HOLDCO BV 144A PETROCHEMICAL SLM STUDENT LOAN T 10 A6B SIGNATURE BANK/NEW YORK NY SINOPHARM GROUP CO LTD 144A SIGNATURE BANK/NEW YORK NY SINOPHARM GROUP CO LTD SLM STUDENT LOAN T 10A A3 SIGNATURE BANK/NEW YORK NY SINOTRUK HONG KONG LTD 144A SIGNATURE BANK/NEW YORK NY SINOTRUK HONG KONG LTD SLM STUDENT LOAN T 7A A5A SIHUAN PHARMACEUTICAL SINOTRUK HONG KONG LTD 144A HOLDINGS SIRIUS XM RADIO INC 144A SLM STUDENT LOAN TR 4 A5A SIHUAN PHARMACEUTICAL SIRIUS XM RADIO INC 144A 144A HOLDINGS SIRTEC INTERNATIONAL CO LTD SLM STUDENT LOAN TR 8A A5 SIKA AG SIRVA 11/16 TL 144A SIKA AG SIRVA 11/16 TL SLM STUDENT LOAN TR 8A A5 SIKA AG SITEONE LANDSCAPE 12/17 144A SIKA AG SIX FLAGS ENTERTAINMENT C SLM STUDENT LOAN TRUST 10 SIKA AG 144A A5A SIKA AG SIX FLAGS ENTERTAINMENT SLM STUDENT LOAN TRUST 2 14 SIKA AG CORP A5 SIKA AG SIX FLAGS ENTERTAINMENT SLM STUDENT LOAN TRUST 2 14 SILGAN HOLDINGS INC CORP A5 SILGAN HOLDINGS INC SIX FLAGS ENTERTAINMENT SLM STUDENT LOAN TRUST 2 14 SILGAN HOLDINGS INC CORP A6 SILGAN HOLDINGS INC SIX FLAGS ENTERTAINMENT SLM STUDENT LOAN TRUST 2 6 SILVERCREST ASSET CORP A5A MANAGEMENT G SJM HOLDINGS LTD SLM STUDENT LOAN TRUST 2 6 SIMMONS FIRST NATIONAL CORP SJM HOLDINGS LTD A5B SIMMONS FIRST NATIONAL CORP SJM HOLDINGS LTD SLM STUDENT LOAN TRUST 20 1 SIMMONS FIRST NATIONAL CORP SKANDINAVISKA ENSKILDA A1 SIMMONS FIRST NATIONAL CORP BANKEN SLM STUDENT LOAN TRUST 20 1 SIMON PROPERTY GROUP LP SKANDINAVISKA ENSKILDA A1 SIMON PROPERTY GROUP LP BANKEN SLM STUDENT LOAN TRUST 20 1 SIMON PROPERTY GROUP LP SKANDINAVISKA ENSKILDA A3 SIMON PROPERTY GROUP LP BANKEN SLM STUDENT LOAN TRUST 20 1 SIMON PROPERTY GROUP LP SKC CO LTD A3 SIMON PROPERTY GROUP LP SKY PLC 144A SLM STUDENT LOAN TRUST 20 10 SIMON PROPERTY GROUP LP SKYLINE CHAMPION CORP B SIMON PROPERTY GROUP LP SL CORP SLM STUDENT LOAN TRUST 20 2 SIMPLY STORAGE LLC SL GREEN OPERATING A3 MEZZANINE PARTNERSHIP SLM STUDENT LOAN TRUST 20 2 SIMPSON MANUFACTURING CO SLC STUDENT LOAN TRUST 20 1 A3 INC A5 SLM STUDENT LOAN TRUST 20 2 SIMPSON MANUFACTURING CO SLC STUDENT LOAN TRUST 20 2 A5 INC A5 SLM STUDENT LOAN TRUST 20 3 SIMPSON MANUFACTURING CO SLM CORP A5 INC SLM CORP SLM STUDENT LOAN TRUST 20 3 SINCLAIR TELEVISION GROUP SLM CORP A5 144A SLM CORP SLM STUDENT LOAN TRUST 20 3 SINCLAIR TELEVISION GROUP INC SLM CORP A5 SINCLAIR TELEVISION/SINCLAIR SLM PRIVATE CREDIT STUDEN A SLM STUDENT LOAN TRUST 20 4 SINGAPORE EXCHANGE LTD A3 A3 SINGAPORE EXCHANGE LTD SLM PRIVATE CREDIT STUDEN A SLM STUDENT LOAN TRUST 20 5 SINGAPORE EXCHANGE LTD A3 A3 SINGAPORE GOVERNMENT BOND SLM PRIVATE CREDIT STUDEN B SLM STUDENT LOAN TRUST 20 5 SINGAPORE GOVERNMENT BOND A4 A3 SINO BIOPHARMACEUTICAL LTD

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SLM STUDENT LOAN TRUST 20 5 SOCIETE GENERALE SA SOUTHERN CALIFORNIA EDISON A3 SOCIETE GENERALE SA REGS CO SLM STUDENT LOAN TRUST 20 5 SOFI CONSUMER LOAN P 5 A1 SOUTHERN CALIFORNIA EDISON A4 144A CO SLM STUDENT LOAN TRUST 20 5 SOFI CONSUMER LOAN PR 1 B SOUTHERN CALIFORNIA EDISON A5 144A CO SLM STUDENT LOAN TRUST 20 6 SOFI CONSUMER LOAN PR 1 C SOUTHERN CO/THE A3 144A SOUTHERN CO/THE SLM STUDENT LOAN TRUST 20 7 SOFI CONSUMER LOAN PR 2 C SOUTHERN CO/THE A4 144A SOUTHERN CO/THE SLM STUDENT LOAN TRUST 20 7 SOFI CONSUMER LOAN PR 5 B SOUTHERN CO/THE A5 144A SOUTHERN COPPER CORP SLM STUDENT LOAN TRUST 20 8 SOFI PROFESSIONAL LO A A1 144A SOUTHERN COPPER CORP A4 SOFI PROFESSIONAL LO B A2 144A SOUTHERN FIRST BANCSHARES SLM STUDENT LOAN TRUST 20 8 SOLAR CAPITAL LTD INC A4 SOLENIS 6/18 2ND LIEN COV-LITE SOUTHERN FIRST BANCSHARES SLM STUDENT LOAN TRUST 20 8 SOLERA 3/16 (USD) COV-LITE TL INC A4 SOLVAY SA SOUTHERN FIRST BANCSHARES SLM STUDENT LOAN TRUST 20 9 SOLVAY SA INC A5 SOLVAY SA SOUTHERN GRAPHIC SYSTEMS SLM STUDENT LOAN TRUST 20 9 SOMBOON ADVANCE 6/18 A6 TECHNOLOGY PCL SOUTHERN NATIONAL BANCORP SLM STUDENT LOAN TRUST 200 4 SOMBOON ADVANCE OF V B TECHNOLOGY PCL SOUTHERN NATIONAL BANCORP SLM STUDENT LOAN TRUST 200 8 SONOCO PRODUCTS CO OF V B SONOCO PRODUCTS CO SOUTHERN NATIONAL BANCORP SLM STUDENT LOAN TRUST 200 9 SONOCO PRODUCTS CO OF V B SONOCO PRODUCTS CO SOUTHERN POWER CO SM ENERGY CO SONOVA HOLDING AG SOUTHERN STAR CENTRAL COR SM ENERGY CO SONOVA HOLDING AG 144A SM ENERGY CO SONOVA HOLDING AG SOUTHSIDE BANCSHARES INC SM ENERGY CO SONOVA HOLDING AG SOUTHSIDE BANCSHARES INC SM ENERGY CO SONOVA HOLDING AG SOUTHSIDE BANCSHARES INC SM ENERGY CO SORRENTO THERAPEUTICS INC SOUTHSIDE BANCSHARES INC SMALL BUSINESS SORRENTO THERAPEUTICS INC SOUTHWEST AIRLINES CO ADMINISTRATION SOTHEBY'S 144A SOUTHWEST AIRLINES CO SMART ABS SERIES 2015- 3US A3A SOUTH CAROLINA ELECTRIC & SOUTHWEST AIRLINES CO SMART ABS SERIES 2015- 3US A3A GAS SOUTHWESTERN ELECTRIC SMART ABS SERIES 2016- 2US A2A SOUTH CAROLINA ELECTRIC & POWER CO SMARTFINANCIAL INC GAS SOUTHWESTERN ENERGY CO SMARTFINANCIAL INC SOUTH CAROLINA ELECTRIC & SOUTHWESTERN ENERGY CO SMBC AVIATION CAPITAL FIN GAS SOUTHWESTERN ENERGY CO 144A SOUTH CAROLINA ELECTRIC & SOUTHWESTERN ENERGY CO SMITH & NEPHEW PLC GAS SOUTHWESTERN ENERGY CO SMITH & NEPHEW PLC SOUTH CAROLINA ELECTRIC & SOUTHWESTERN PUBLIC SERVICE SMITH & NEPHEW PLC GAS CO SMITH & NEPHEW PLC SOUTH CAROLINA ST STUDENT SOUTHWESTERN PUBLIC SERVICE SMITH & NEPHEW PLC LOAN CO SMITHS GROUP PLC SOUTH STATE CORP SOUTHWESTERN PUBLIC SERVICE SMITHS GROUP PLC SOUTH STATE CORP CO SMITHS GROUP PLC SOUTH STATE CORP SPAIN GOVERNMENT BOND 144A SNAP-ON INC SOUTHAVEN COMBINED CYCLE SPAIN GOVERNMENT BOND 144A SNAP-ON INC GENER SPAIN GOVERNMENT BOND 144A SNS REAAL GROEP NV EUR1.63 SOUTHCROSS ENERGY 7/14 TL SPAIN GOVERNMENT INFLATIO SOCIETE BIC SA SOUTHCROSS ENERGY 7/14 TL 144A SOCIETE BIC SA SOUTHERN CALIFORNIA EDISON SPAR NORD BANK A/S SOCIETE BIC SA CO SPAR NORD BANK A/S SOCIETE GENERALE SA SOUTHERN CALIFORNIA EDISON SPAREBANK 1 NORD NORGE SOCIETE GENERALE SA CO SPAREBANK 1 SMN

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SPAREBANK 1 SR-BANK ASA SS&C TECHNOLOGIES 4/18 COV- STANLEY ELECTRIC CO LTD SPAREBANKEN MORE SS&C TECHNOLOGIES 4/18 COV- STANLEY ELECTRIC CO LTD SPAREKASSEN SJAELLAND-FYN SS&C TECHNOLOGIES 4/18 COV- STAPLES 8/17 TLB AS SS&C TECHNOLOGIES 4/18 COV- STAPLES 8/17 TLB SPARTAN MOTORS INC SSY GROUP LTD STAPLES INC 144A SPARTAN MOTORS INC ST CORP STAPLES INC 144A SPARTON CORP ST JAMES'S PLACE PLC STAR WEST GENERATION 11/15 SPARTON CORP ST JAMES'S PLACE PLC TLB SPECTRA ENERGY PARTNERS LP ST JAMES'S PLACE PLC STAR WEST GENERATION 11/15 SPECTRUM BRANDS HOLDINGS ST JAMES'S PLACE PLC TLB INC ST JAMES'S PLACE PLC STARBUCKS CORP SPECTRUM BRANDS HOLDINGS ST JOE CO/THE STARBUCKS CORP INC ST JOE CO/THE STARBUCKS CORP SPECTRUM BRANDS HOLDINGS ST JOE CO/THE STARS GROUP HOLDINGS BV / INC ST MARYS CEMENT INC CANAD 144A SPECTRUM BRANDS INC 144A STARWOOD PROPERTY TRUST INC SPECTRUM BRANDS INC ST SHINE OPTICAL CO LTD STARWOOD RETAIL PR STAR D SPEEDWAY MOTORSPORTS INC ST. GEORGE'S 6/16 TL 144A SPEEDWAY MOTORSPORTS INC ST. GEORGE'S 6/16 TL STARWOOD WAYPOINT HOM 1 E SPEEDWAY MOTORSPORTS INC ST. GEORGE'S 6/18 DELAYED TL 144A SPERO THERAPEUTICS INC ST. GEORGE'S 6/18 DELAYED TL STARWOOD WAYPOINT HOM 1 F SPERO THERAPEUTICS INC ST. GEORGE'S 6/18 TLB 144A SPIRIT AEROSYSTEMS HOLDINGS ST. GEORGE'S 6/18 TLB STATE BANK FINANCIAL CORP IN STAAR SURGICAL CO STATE BANK FINANCIAL CORP SPIRIT AEROSYSTEMS HOLDINGS STAAR SURGICAL CO STATE BANK FINANCIAL CORP IN STACR TRUST 2018- DNA2 M1 144A STATE GRID OVERSEAS INVES SPIRIT AEROSYSTEMS HOLDINGS STADA ARZNEIMITTEL AG 144A IN STANDARD BANK GROUP LTD STATE GRID OVERSEAS INVES SPIRIT AEROSYSTEMS HOLDINGS STANDARD BANK GROUP LTD REGS IN STANDARD BANK GROUP LTD STATE PUBLIC SCH BLDG AUTH SPIRIT OF TEXAS BANCSHARES STANDARD CHARTERED PLC PA INC STANDARD CHARTERED PLC STATE SAVINGS BANK OF UKR SPIRIT OF TEXAS BANCSHARES STANDARD CHARTERED PLC 144A INC STANDARD CHARTERED PLC STATE STREET CORP SPIRIT REALTY LP STANDARD CHARTERED PLC STATE STREET CORP SPRING BANK STANDARD LIFE ABERDEEN PLC STATE STREET CORP PHARMACEUTICALS IN STANDARD LIFE ABERDEEN PLC STATE STREET CORP SPRINGER 10/17 (USD) B13 STANDARD LIFE ABERDEEN PLC STATE STREET CORP SPRINGER 10/17 (USD) B13 STANDARD LIFE ABERDEEN PLC STATE STREET CORP SPRINT COMMUNICATIONS 2/17 TL STANDARD MEDIA 6/18 TL STEARNS HOLDINGS LLC 144A SPRITE 2017-1 LTD 1 C 144A STANDARD MEDIA 6/18 TL STEEL DYNAMICS INC SPX CORP STANDARD MOTOR PRODUCTS STEEL DYNAMICS INC SPX CORP INC STEPAN CO SPX CORP STANDARD MOTOR PRODUCTS STEPAN CO SPX FLOW INC 144A INC STEPAN CO SQUARE PHARMACEUTICALS LTD STANDARD MOTOR PRODUCTS STEPAN CO SRI LANKA GOVERNMENT INTE INC STEPAN CO 144A STANDARD MOTOR PRODUCTS STEPSTONE 3/18 TLB SRI LANKA GOVERNMENT INTE INC STEPSTONE 3/18 TLB 144A STANDARD MOTOR PRODUCTS STERIGENICS-NORDION 3/17 TL SRI TRANG AGRO-INDUSTRY PCL INC STERIS PLC SRISAWAD CORP PCL STANDEX INTERNATIONAL CORP STERIS PLC SRS DISTRIBUTION 5/18 COV-LITE STANDEX INTERNATIONAL CORP STERIS PLC SRS DISTRIBUTION 5/18 COV-LITE STANDEX INTERNATIONAL CORP STERIS PLC SS&C TECHNOLOGIES 2/18 STANDEX INTERNATIONAL CORP STERIS PLC SS&C TECHNOLOGIES 2/18 STANDEX INTERNATIONAL CORP STERLING BANCORP INC/MI SS&C TECHNOLOGIES 2/18 STANLEY BLACK & DECKER INC STERLING BANCORP INC/MI SS&C TECHNOLOGIES 4/18 COV- STANLEY BLACK & DECKER INC STIFEL FINANCIAL CORP SS&C TECHNOLOGIES 4/18 COV- STANLEY ELECTRIC CO LTD STIFEL FINANCIAL CORP

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STIFEL FINANCIAL CORP SUMITOMO CHEMICAL CO LTD SUNCOKE ENERGY INC STIFEL FINANCIAL CORP SUMITOMO CHEMICAL CO LTD SUNCOKE ENERGY INC STOCK YARDS BANCORP INC SUMITOMO CHEMICAL CO LTD SUNCOR ENERGY INC STOCK YARDS BANCORP INC SUMITOMO DAINIPPON PHARMA SUNCOR ENERGY INC STOCK YARDS BANCORP INC CO L SUNGARD PUBLIC SECTOR 1/17 TL STONERIDGE INC SUMITOMO DAINIPPON PHARMA SUNGARD PUBLIC SECTOR 1/17 TL STONERIDGE INC CO L SUNN EDISON 12/15 2ND LN TLA1 STONERIDGE INC SUMITOMO DAINIPPON PHARMA SUNNINGDALE TECH LTD STORE MASTER FUNDIN 1A A2 CO L SUNNY OPTICAL TECHNOLOGY 144A SUMITOMO DAINIPPON PHARMA GROUP STORE MASTER FUNDIN 1A A2 CO L SUNNY OPTICAL TECHNOLOGY 144A SUMITOMO ELECTRIC GROUP STRATEC BIOMEDICAL AG INDUSTRIES L SUNNY OPTICAL TECHNOLOGY STRAUMANN HOLDING AG SUMITOMO ELECTRIC GROUP STRAUMANN HOLDING AG INDUSTRIES L SUNOCO LOGISTICS PARTNERS STRAUMANN HOLDING AG SUMITOMO ELECTRIC OPER STRAUMANN HOLDING AG INDUSTRIES L SUNOCO LOGISTICS PARTNERS STRAUMANN HOLDING AG SUMITOMO ELECTRIC OPER STRUCTURED ADJUSTABLE R 12 INDUSTRIES L SUNOCO LOGISTICS PARTNERS 7A1 SUMITOMO MITSUI FINANCIAL OPER STRUCTURED ADJUSTABLE RA 7 GROU SUNOCO LOGISTICS PARTNERS 1A3 SUMITOMO MITSUI FINANCIAL OPER STRUCTURED ASSET MORTG AR1 GROU SUNOCO LOGISTICS PARTNERS 2A1 SUMITOMO MITSUI FINANCIAL OPER STRUCTURED ASSET MORTG AR1 GROU SUNOCO LOGISTICS PARTNERS 2A1 SUMITOMO MITSUI FINANCIAL OPER STRUCTURED ASSET MORTG AR1 GROU SUNOCO LOGISTICS PARTNERS 2A1 SUMITOMO MITSUI GR NPV OPER STRYKER CORP SUMITOMO MITSUI TRUST SUNOCO LOGISTICS PARTNERS STRYKER CORP HOLDINGS OPER STRYKER CORP SUMITOMO MITSUI TRUST SUNOCO LOGISTICS PARTNERS STRYKER CORP HOLDINGS OPER STRYKER CORP SUMITOMO MITSUI TRUST SUNOCO LP / SUNOCO FINANC STRYKER CORP HOLDINGS 144A STRYKER CORP SUMITOMO MITSUI TRUST SUNOCO LP / SUNOCO FINANC STRYKER CORP HOLDINGS 144A STRYKER CORP SUMITOMO MITSUI TRUST SUNPOWER CORP STRYKER CORP HOLDINGS SUNPOWER CORP STRYKER CORP SUMITOMO MITSUI TRUST SUNSOURCE 4/18 2ND LIEN STRYKER CORP HOLDINGS SUNTRUST BANKS INC STURM RUGER & CO INC SUMITOMO RUBBER INDUSTRIES SUNTRUST BANKS INC STURM RUGER & CO INC LTD SUNTRUST BANKS INC STURM RUGER & CO INC SUMITOMO RUBBER INDUSTRIES SUNTRUST BANKS INC STYROLUTION 11/17 (USD) TLB LTD SUNTRUST BANKS INC SUBARU CORP SUMITOMO RUBBER INDUSTRIES SUNVIC CHEMICAL HOLDINGS SUBARU CORP LTD LTD SUBARU CORP SUMITOMO SEIKA CHEMICALS CO SUPERIOR INDUSTRIES SUBARU CORP LT INTERNATIO SUBURBAN PROPANE PARTNERS SUMITOMO SEIKA CHEMICALS CO SUPERIOR INDUSTRIES LP/S LT INTERNATIO SUBURBAN PROPANE PARTNERS SUMMIT FINANCIAL GROUP INC SUPERIOR INDUSTRIES LP/S SUMMIT FINANCIAL GROUP INC INTERNATIO SUBURBAN PROPANE PARTNERS SUMMIT FINANCIAL GROUP INC SUPERIOR INDUSTRIES LP/S SUMMIT MATERIALS 11/17 INTERNATIO SUBURBAN PROPANE PARTNERS SUMMIT MATERIALS INC SUPERIOR VISION/DAVIS VISION LP/S SUMMIT MATERIALS INC SUPERIOR VISION/DAVIS VISION SULZER AG SUN HUNG KAI & CO LTD SUPERMAX CORP BHD SULZER AG SUNCOKE ENERGY INC SUPERMAX CORP BHD SULZER AG SUNCOKE ENERGY INC

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SUPERNUS PHARMACEUTICALS SYNCHRONY CREDIT CARD MAST T ROWE PRICE GROUP INC INC 1 A T ROWE PRICE GROUP INC SUPERNUS PHARMACEUTICALS SYNCHRONY CREDIT CARD MAST T ROWE PRICE GROUP INC INC 1 A T ROWE PRICE GROUP INC SUPERNUS PHARMACEUTICALS SYNCHRONY CREDIT CARD MAST T2 BIOSYSTEMS INC INC 1 A TABCORP HOLDINGS LTD SUPERVALU INC SYNCHRONY CREDIT CARD MAST TABCORP HOLDINGS LTD SUPERVALU INC 2 A TABCORP HOLDINGS LTD SURGERY CENTER 8/17 COV-LITE SYNCHRONY FINANCIAL TABERNA PFD FDG III LTD SURMODICS INC SYNCHRONY FINANCIAL TABERNA PFD FDG III LTD SEC NT SURMODICS INC SYNCHRONY FINANCIAL TABERNA PREFERRED F 6A F1 SURMODICS INC SYNCHRONY FINANCIAL 144A SURUGA BANK LTD SYNCHRONY FINANCIAL TACHI-S CO LTD SURUGA BANK LTD SYNCHRONY FINANCIAL TACTILE SYSTEMS TECHNOLOGY SURUGA BANK LTD SYNCHRONY FINANCIAL INC SURVEYMONKEY.COM 4/17 TL SYNCHRONY FINANCIAL TACTILE SYSTEMS TECHNOLOGY SURVEYMONKEY.COM 4/17 TL SYNCHRONY FINANCIAL INC SUTHERLAND GLOBAL SERVICES SYNCSORT 8/17 COV-LITE TL TACTILE SYSTEMS TECHNOLOGY SUTHERLAND GLOBAL SERVICES SYNCSORT 8/17 COV-LITE TL INC SUTTER HEALTH SYNERGETICS USA INC COM TAEKWANG INDUSTRIAL CO LTD SUTTER HEALTH SYNERGY PHARMACEUTICALS TAICHUNG COMMERCIAL BANK SUZUKEN CO LTD/AICHI JAPAN INC CO LT SUZUKEN CO LTD/AICHI JAPAN SYNERGY PHARMACEUTICALS TAIHEIYO CEMENT CORP SUZUKEN CO LTD/AICHI JAPAN INC TAIHEIYO CEMENT CORP SUZUKI MOTOR CORP SYNGENTA AG TAIHEIYO CEMENT CORP SUZUKI MOTOR CORP SYNGENTA AG TAISHO PHARMACEUTICAL SUZUKI MOTOR CORP SYNGENTA AG HOLDINGS SUZUKI MOTOR CORP SYNGENTA AG TAISHO PHARMACEUTICAL SVB FINANCIAL GROUP SYNGENTA AG HOLDINGS SVB FINANCIAL GROUP SYNGENTA AG TAISHO PHARMACEUTICAL SVB FINANCIAL GROUP SYNGENTA AG HOLDINGS SVB FINANCIAL GROUP SYNGENTA AG TAITA CHEMICAL CO LTD SVB FINANCIAL GROUP SYNGENTA AG TAITA CHEMICAL CO LTD SVENSK EXPORTKREDIT AB SYNGENTA AG TAIWAN BUSINESS BANK SVENSK EXPORTKREDIT AB SYNGENTA AG TAIYO NIPPON SANSO CORP SVENSKA CELLULOSA AB SCA SYNGENTA AG TAIYO NIPPON SANSO CORP SVENSKA CELLULOSA AB SCA SYNGENTA FINANCE NV 144A TAIYO NIPPON SANSO CORP SVENSKA HANDELSBANKEN AB SYNIVERSE 2/18 TL TAKEDA PHARMACEUTICAL CO SVENSKA HANDELSBANKEN AB SYNIVERSE 2/18 TL LTD SVENSKA HANDELSBANKEN AB SYNIVERSE 2/18 TL TAKEDA PHARMACEUTICAL CO SVENSKA HANDELSBANKEN AB SYNNEX CORP LTD SVENSKA HANDELSBANKEN AB SYNNEX CORP TAKEDA PHARMACEUTICAL CO SVENSKA HANDELSBANKEN AB SYNNEX CORP LTD REGS SYNOVUS FINANCIAL CORP TALEN ENERGY SUPPLY LLC 144A SWEDBANK AB SYNOVUS FINANCIAL CORP TALEN ENERGY SUPPLY LLC 144A SWEDBANK AB SYNOVUS FINANCIAL CORP TANDEM DIABETES CARE INC SWEDBANK AB SYNOVUS FINANCIAL CORP TANDEM DIABETES CARE INC SWISSQUOTE GROUP HOLDING SA SYROS PHARMACEUTICALS INC TANDEM DIABETES CARE INC SYDBANK A/S SYROS PHARMACEUTICALS INC TANDEM DIABETES CARE INC SYDBANK A/S SYSCO CORP TAPESTRY INC SYMANTEC CORP SYSCO CORP TAPESTRY INC SYMRISE AG SYSCO CORP TARGET CORP SYMRISE AG SYSCO CORP TARGET CORP SYMRISE AG SYSCO CORP TARGET CORP SYMRISE AG SYSMEX CORP TARGET CORP SYMRISE AG SYSMEX CORP TARGET CORP SYMRISE AG SYSMEX CORP TARGET CORP SYNALLOY CORP T RAD CO LTD TARGET CORP SYNALLOY CORP T ROWE PRICE GROUP INC TASEKO MINES LTD 144A

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TAYCA CORP TELEFLEX INC TESLA INC TAYLOR MORRISON HOME CORP TELEFONICA EMISIONES SAU TETRAPHASE PHARMACEUTICALS TAYLOR MORRISON HOME CORP REGS INC TAYLOR MORRISON HOME CORP TELENET FINANCE LUXEMBOUR TETRAPHASE PHARMACEUTICALS TAYLOR WIMPEY PLC 144A INC TAYLOR WIMPEY PLC TELESAT CANADA 2/17 TLB TETRAPHASE PHARMACEUTICALS TAYLOR WIMPEY PLC TELIGENT INC/NJ INC TAYLOR WIMPEY PLC TELIGENT INC/NJ TEXAS CAPITAL BANCSHARES TBC BANK GROUP PLC TELIGENT INC/NJ INC TC PIPELINES LP TELOS CLO 2014-5 LT 5A DR 144A TEXAS CAPITAL BANCSHARES TC PIPELINES LP TELUS CORPORATION INC TCF FINANCIAL CORP TEMPO ACQUISITION 5/17 TEXAS CAPITAL BANCSHARES TCF FINANCIAL CORP TENASKA GEORGIA PARTNERS LP INC TCF FINANCIAL CORP TENCENT HOLDINGS LTD 144A TEXAS CAPITAL BANCSHARES TCF FINANCIAL CORP TENET HEALTHCARE CORP INC TCF FINANCIAL CORP TENET HEALTHCARE CORP TEXAS INSTRUMENTS INC TCP WATERMAN CLO LTD 1A B TENET HEALTHCARE CORP TEXAS INSTRUMENTS INC 144A TENET HEALTHCARE CORP TEXAS INSTRUMENTS INC TD AMERITRADE HOLDING CORP TENET HEALTHCARE CORP TEXAS INSTRUMENTS INC TD AMERITRADE HOLDING CORP TENET HEALTHCARE CORP TEXAS INSTRUMENTS INC TD AMERITRADE HOLDING CORP TENET HEALTHCARE CORP TEXAS INSTRUMENTS INC TD AMERITRADE HOLDING CORP TENET HEALTHCARE CORP TEXAS ST TDH III HOLDINGS INC TENET HEALTHCARE CORP 144A TEXAS ST A & M UNIV REVENUES TEAM HEALTH HOLDINGS INC TENGIZCHEVROIL FINANCE CO TEXAS ST A & M UNIV REVENUES 144A 144A TEXAS ST DEPT OF HSG & CMNTY TEAMVIEWER 1/17 (USD) 2ND LIEN TENNECO 6/18 TL A TEAMVIEWER 1/17 (USD) TLB TENNECO 6/18 TL TEXTRON INC TECAN GROUP AG TENNECO INC TEXTRON INC TECAN GROUP AG TENNECO INC TEXTRON INC TECAN GROUP AG TENNECO INC TEXTRON INC TECH DATA CORP TENNECO INC TEXTRON INC TECH DATA CORP TENNECO INC TEXTRON INC TECH DATA CORP TENNECO INC TG THERAPEUTICS INC TECH DATA CORP TENNESSEE VALLEY AUTH BD TG THERAPEUTICS INC TECH DATA CORP TENNESSEE VALLEY AUTH BD THAI STANLEY ELECTRIC PCL TECHNICOLOR 3/17 (USD) TLB TENNESSEE VALLEY AUTH BD THALES SA TECK RESOURCES LTD TENNESSEE VALLEY AUTH BD THALES SA TECK RESOURCES LTD TENNESSEE VALLEY AUTH BD THALES SA TECK RESOURCES LTD TENNESSEE VALLEY AUTH BD THALES SA TECNOGLASS INC 144A TENNESSEE VALLEY AUTH BD THALES SA TEEKAY CORP TENNESSEE VALLEY AUTH BD THANACHART CAPITAL PCL TEGNA INC TENNESSEE VALLEY AUTH BD THE CHEF'S WAREHOUSE 6/16 TEGNA INC TENSAR 7/14 2ND LIEN TL THERAPEUTICSMD INC TEGNA INC TENSAR 7/14 2ND LIEN TL THERAPEUTICSMD INC TEGNA INC TENSAR 7/14 TL THERMO FISHER SCIENTIFIC INC TEGNA INC TENSAR 7/14 TL THERMO FISHER SCIENTIFIC INC TEIJIN LTD TEN-X 9/17 COV-LITE TLB THERMO FISHER SCIENTIFIC INC TEIJIN LTD TEN-X 9/17 COV-LITE TLB THERMO FISHER SCIENTIFIC INC TEIJIN LTD TERRAFORM GLOBAL OPERATIN THERMO FISHER SCIENTIFIC INC TELEDYNE TECHNOLOGIES INC 144A THERMO FISHER SCIENTIFIC INC TELEDYNE TECHNOLOGIES INC TERUMO CORP THERMO FISHER SCIENTIFIC INC TELEDYNE TECHNOLOGIES INC TERUMO CORP THERMO FISHER SCIENTIFIC INC TELEDYNE TECHNOLOGIES INC TERUMO CORP THERMO FISHER SCIENTIFIC INC TELEDYNE TECHNOLOGIES INC TESARO INC THERMO FISHER SCIENTIFIC INC TELEFLEX INC TESARO INC THERMO FISHER SCIENTIFIC INC TELEFLEX INC TESARO INC THERMO FISHER SCIENTIFIC INC TELEFLEX INC TESARO INC THERMO FISHER SCIENTIFIC INC TELEFLEX INC TESLA INC THERMO FISHER SCIENTIFIC INC TELEFLEX INC TESLA INC THOMAS COOK GROUP PLC

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THOMAS COOK GROUP PLC TOHO CO LTD/TOKYO TOWN SPORTS INTERNATIONAL THOMSON LEARNING 3/14 EXIT TOHO CO LTD/TOKYO HOLD THOMSON LEARNING 5/16 TLB TOHO HOLDINGS CO LTD TOWN SPORTS INTERNATIONAL THOMSON LEARNING 5/16 TLB TOKAI CARBON CO LTD HOLD THOMSON REUTERS CORP TOKAI CARBON CO LTD TOWNE BANK/PORTSMOUTH VA THOR INDUSTRIES INC TOKEN CORP TOWNE BANK/PORTSMOUTH VA THOR INDUSTRIES INC TOKYO CENTURY CORP TOWNE BANK/PORTSMOUTH VA THOR INDUSTRIES INC TOLI CORP TOYO SECURITIES CO LTD THOR INDUSTRIES INC TOLL BROTHERS INC TOYO SEIKAN GROUP HOLDINGS THOR INDUSTRIES INC TOLL BROTHERS INC LTD TI AUTOMOTIVE 6/15 (USD) TL TOLL BROTHERS INC TOYO SEIKAN GROUP HOLDINGS TI GROUP AUTOMOTIVE SYSTE TOLL BROTHERS INC LTD 144A TOMPKINS FINANCIAL CORP TOYO SEIKAN GROUP HOLDINGS TI GROUP AUTOMOTIVE SYSTE TOMPKINS FINANCIAL CORP LTD 144A TOMPKINS FINANCIAL CORP TOYO SEIKAN GROUP HOLDINGS TIAA SEASONED COMMERCIAL C4 TOMPKINS FINANCIAL CORP LTD AJ TOPBUILD CORP 144A TOYO TANSO CO LTD TIAA SEASONED COMMERCIAL C4 TORAY INDUSTRIES INC TOYODA GOSEI CO LTD F TORAY INDUSTRIES INC TOYODA GOSEI CO LTD TIKKURILA OYJ TORAY INDUSTRIES INC TOYOTA AUTO RECEIVABLES 2 A TIME WARNER CABLE LLC TORAY INDUSTRIES INC A3 TIME WARNER CABLE LLC TORCHMARK CORP TOYOTA AUTO RECEIVABLES 2 A TIME WARNER CABLE LLC TORCHMARK CORP A4 TIME WARNER CABLE LLC TORCHMARK CORP TOYOTA AUTO RECEIVABLES 2 A TIME WARNER CABLE LLC TORII PHARMACEUTICAL CO LTD A4 TIME WARNER CABLE LLC TORONTO DOMINION BANK TOYOTA AUTO RECEIVABLES 2 B TIME WARNER ENTERTAINMENT TORONTO DOMINION BANK A3 CO L TORONTO DOMINION BANK TOYOTA AUTO RECEIVABLES 2 B TIME WARNER ENTERTAINMENT TORONTO DOMINION BANK A3 CO L TORTOISE INVESTMENTS 11/17 TL TOYOTA AUTO RECEIVABLES 2 C TITAN CEMENT CO SA TORTOISE INVESTMENTS 11/17 TL A3 TITAN INTERNATIONAL INC TOSHIBA CORP TOYOTA AUTO RECEIVABLES 2 C TITAN INTERNATIONAL INC TOSHIBA CORP A3 TITAN INTERNATIONAL INC TOSHIBA CORP TOYOTA AUTO RECEIVABLES 2 C TITAN INTERNATIONAL INC TOSOH CORP A3 TITAN INTERNATIONAL INC 144A TOSOH CORP TOYOTA AUTO RECEIVABLES 2 C TITAN INTERNATIONAL INC 144A TOSOH CORP A4 TJX COS INC/THE TOTAL SYSTEM SERVICES INC TOYOTA AUTO RECEIVABLES 2 C TK GROUP HOLDINGS LTD TOTE SHIPHOLDINGS INC A4 TKC HOLDINGS 1/17 COV-LITE TLB TOTO LTD TOYOTA AUTO RECEIVABLES 2 D TKC HOLDINGS 1/17 COV-LITE TLB TOTO LTD A3 TKC HOLDINGS 2/17 2ND LIEN TOTO LTD TOYOTA AUTO RECEIVABLES A TKC HOLDINGS 2/17 2ND LIEN TOUCHTUNES 5/15 TL A2A TMB BANK PCL TOUCHTUNES 5/15 TL TOYOTA AUTO RECEIVABLES B T-MOBILE USA INC TOURISM HOLDINGS LTD A2A T-MOBILE USA INC TOWA BANK LTD/THE TOYOTA AUTO RECEIVABLES D T-MOBILE USA INC TOWA PHARMACEUTICAL CO LTD A2A T-MOBILE USA INC TOWD POINT MORTGAGE 2 A1 TOYOTA BOSHOKU CORP T-MOBILE USA INC 144A TOYOTA INDUSTRIES CORP T-MOBILE USA INC TOWD POINT MORTGAGE 5 M2 TOYOTA INDUSTRIES CORP T-MOBILE USA INC 144A TOYOTA INDUSTRIES CORP T-MOBILE USA INC TOWD POINT MORTGAGE 6 A1 TOYOTA INDUSTRIES CORP TMX GROUP LTD 144A TOYOTA INDUSTRIES CORP TOA PAINT THAILAND PCL TOWD POINT MORTGAGE 6 A1 TOYOTA MOTOR CORP TOA PAINT THAILAND PCL 144A TOYOTA MOTOR CORP TOCHIGI BANK LTD/THE TOWER INTERNATIONAL INC TOYOTA MOTOR CORP TOHO CO LTD/TOKYO TOWER INTERNATIONAL INC TOYOTA MOTOR CORP TOHO CO LTD/TOKYO TOWER INTERNATIONAL INC TOYOTA MOTOR CORP TOHO CO LTD/TOKYO TOWER INTERNATIONAL INC TOYOTA MOTOR CORP

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TOYOTA MOTOR CORP TRC COMPANIES / BOLT TRINITY INDUSTRIES INC TOYOTA MOTOR CREDIT CORP TREDEGAR CORP TRINITY INDUSTRIES INC TOYOTA MOTOR CREDIT CORP TREDEGAR CORP TRINSEO SA TOYOTA MOTOR CREDIT CORP TREDEGAR CORP TRINSEO SA TOYOTA MOTOR CREDIT CORP TREDEGAR CORP TRINSEO SA TOYOTA MOTOR CREDIT CORP TRELLEBORG AB TRINSEO SA TOYOTA MOTOR CREDIT CORP TREMAN PARK CLO LTD 1A D 144A TRISTATE CAPITAL HOLDINGS TOYOTA MOTOR CREDIT CORP TREVENA INC INC TOYOTA MOTOR CREDIT CORP TREX CO INC TRISTATE CAPITAL HOLDINGS TOYOTA MOTOR CREDIT CORP TREX CO INC INC TOYOTA MOTOR CREDIT CORP TREX CO INC TRISTATE CAPITAL HOLDINGS TOYOTA MOTOR CREDIT CORP TREX CO INC INC TOYOTA MOTOR CREDIT CORP TREX CO INC TRIUMPH BANCORP INC TOYOTA MOTOR CREDIT CORP TRI POINTE GROUP INC TRIUMPH BANCORP INC TOYOTA MOTOR CREDIT CORP TRI POINTE GROUP INC TRIUMPH BANCORP INC TOYOTA MOTOR CREDIT CORP TRI POINTE GROUP INC TRIUMPH BANCORP INC TOYOTA MOTOR CREDIT CORP TRI POINTE GROUP INC TRIUMPH GROUP INC TOYOTA MOTOR CREDIT CORP TRI POINTE GROUP INC TRIUMPH GROUP INC TOYOTA MOTOR CREDIT CORP TRI POINTE GROUP INC TRIUMPH GROUP INC TOYOTA MOTOR CREDIT CORP TRIBUNE MEDIA CO TRIUMPH GROUP INC TPG REAL ESTATE FIN FL1 D 144A TRIBUNE MEDIA CO TRIUMPH GROUP INC TPG SPECIALTY LENDING INC TRICO BANCSHARES TRONOX FINANCE 9/17 COV-LITE TPG SPECIALTY LENDING INC TRICO BANCSHARES TRONOX FINANCE 9/17 COV-LITE TPG SPECIALTY LENDING INC TRICO BANCSHARES TRONOX FINANCE 9/17 COV-LITE TPG SPECIALTY LENDING INC TRICO GROUP 2/18 TL TRONOX FINANCE 9/17 COV-LITE TPG SPECIALTY LENDING INC TRICO GROUP 2/18 TL TRONOX FINANCE 9/17 COV-LITE TRAEGER GRILLS 3/18 TL TRICON AMERICAN HO SFR1 A TRONOX FINANCE 9/17 COV-LITE TRAEGER GRILLS 3/18 TL 144A TRONOX LTD TRAEGER GRILLS 9/17 2ND LIEN TRICON AMERICAN HO SFR1 C TRONOX LTD TRAEGER GRILLS 9/17 2ND LIEN 144A TRONOX LTD TRAKYA CAM SANAYII AS TRICON AMERICAN HO SFR1 F TROPICANA ENTERTAINMENT TRANSACTION CAPITAL LTD 144A 11/13 TRANSDIGM 2/18 TLG TRICON AMERICAN HO SFR1 F TRS FL UL ALIBABA GR STOCK TRANSDIGM 5/18 COV-LITE TLE 144A TRS FL UL BCI31U INDEX TRANSDIGM GROUP INC TRICON AMERICAN HO SFR1 F TRS FL UL BCOMGCTR INDEX TRANSDIGM GROUP INC 144A TRS FL UL BCOMGCTR INDEX TRANSDIGM GROUP INC TRICON AMERICAN HO SFR2 F TRS FL UL BCOMRST INDEX TRANSDIGM GROUP INC 144A TRS FL UL BCOMRST INDEX TRANSDIGM GROUP INC TRICORBRAUN 11/16 COV-LITE TRS FL UL BEIG1U INDEX TRANSDIGM INC TRICORBRAUN 11/16 COV-LITE TL TRS FL UL BNIFW4HU INDEX TRANSDIGM INC TRIGANO SA TRS FL UL BNIFW4HU INDEX TRANSDIGM INC TRILLIANT FOOD 4/18 COV-LITE TRS FL UL FDCICUN INDEX TRANSDIGM INC TRILLIANT FOOD 4/18 COV-LITE TRS FL UL FDCICUN INDEX TRANSENTERIX INC TRILOGY INTERNATIONAL PAR TRS FL UL LBUTTRUU TRANSENTERIX INC 144A TRS FL UL LBUTTRUU INDEX TRANSMONTAIGNE PARTNERS LP TRILOGY INTERNATIONAL PAR TRS FL UL LBUTTRUU INDEX / T 144A TRS FL UL LBUTTRUU INDEX TRANSMONTAIGNE PARTNERS LP TRIMAS CORP 144A TRS FL UL M1SAP INDEX / T TRIMBLE INC TRS FL UL MDUEEGF INDEX TRANSPLACE 9/17 TL TRIMBLE INC TRS FL UL MSCI AC WORLD DAILY TRANSPLACE 9/17 TL TRIMBLE INC TRS FL UL MSLUAWUN INDEX TRAVELERS COS INC/THE TRINITAS CLO I LTD 1A CR 144A TRS FL UL NDDUFR TNR INDEX TRAVELERS COS INC/THE TRINITAS CLO II LTD 2A C 144A TRS FL UL NDUEACWZ INDEX TRAVELERS COS INC/THE TRINITAS CLO III LT 3A DR 144A TRS FL UL NDUEEGF INDEX TRAVELPORT CORPORATE FINA TRINITY ACQUISITION PLC TRS FL UL NDUEEGF INDEX 144A TRINITY INDUSTRIES INC TRS FL UL NDUEEGF INDEX TRAVERSE MIDSTREAM 9/17 TLB TRINITY INDUSTRIES INC TRS FL UL SPGCESTR INDEX TRAVERSE MIDSTREAM 9/17 TLB TRINITY INDUSTRIES INC TRS FL UL SPTRSMCP INDEX TRC COMPANIES / BOLT TRINITY INDUSTRIES INC TRS FL UL SPTRSMCPINDEX

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TRS FL UL TRNGLU INDEX TURKIYE IS BANKASI AS U S TREASURY BD PRIN STRIP TRS FL UL TRNGLU INDEX TURTLE BEACH CORP U S TREASURY BD PRIN STRIP TRUGREEN 7/17 TL TWEDDLE 10/16 TL U S TREASURY BD PRIN STRIP TRUSTCO BANK CORP NY TWEDDLE 10/16 TL U S TREASURY BD PRIN STRIP TRUSTCO BANK CORP NY TWENTYEIGHTY/MILLER HEIMAN U S TREASURY BD PRIN STRIP TRUSTCO BANK CORP NY TWENTYEIGHTY/MILLER HEIMAN U S TREASURY BD PRIN STRIP TRUSTCO BANK CORP NY TWENTYEIGHTY/MILLER HEIMAN U S TREASURY BOND TRUSTEES OF THE UNIVERSITY OF TWENTYEIGHTY/MILLER HEIMAN U S TREASURY BOND TRUSTMARK CORP TWENTYEIGHTY/MILLER HEIMAN U S TREASURY BOND TRUSTMARK CORP TWENTYEIGHTY/MILLER HEIMAN U S TREASURY BOND TRUSTMARK CORP TWENTYEIGHTY/MILLER HEIMAN U S TREASURY BOND TRUSTMARK CORP TWENTYEIGHTY/MILLER HEIMAN U S TREASURY BOND TSOGO SUN HOLDINGS LTD TXU/TCEH 10/16 COV-LITE TLB U S TREASURY BOND TSUKUBA BANK LTD TXU/TCEH 4/11 EXTENDED TLB U S TREASURY BOND TTM TECHNOLOGIES INC TXU/TCEH 6/16 DIP TLB U S TREASURY BOND TTM TECHNOLOGIES INC TYSON FOODS INC U S TREASURY BOND TTM TECHNOLOGIES INC TYSON FOODS INC U S TREASURY BOND TTM TECHNOLOGIES INC TYSON FOODS INC U S TREASURY BOND TTM TECHNOLOGIES INC U S DEPT HSG & URBAN DEV U S TREASURY BOND TUI AG GOVT U S TREASURY BOND TUI AG U S DEPT HSG & URBAN DEV U S TREASURY BOND TUI AG GOVT U S TREASURY BOND TUI AG U S DEPT HSG & URBAN DEV U S TREASURY BOND TUI AG GOVT U S TREASURY BOND TULANE LA UNIV U S DEPT OF TRANSPORTATION U S TREASURY BOND TULARE CNTY CA PENSN OBLG U S TREASURY BD CPN STRIP U S TREASURY BOND TULLOW OIL PLC 144A U S TREASURY BD CPN STRIP U S TREASURY BOND TULLOW OIL PLC 144A U S TREASURY BD CPN STRIP U S TREASURY BOND TULLOW OIL PLC 144A U S TREASURY BD CPN STRIP U S TREASURY BOND TURBOCOMBUSTOR COV-LITE U S TREASURY BD CPN STRIP U S TREASURY BOND TLB U S TREASURY BD CPN STRIP U S TREASURY BOND TURBOCOMBUSTOR COV-LITE U S TREASURY BD CPN STRIP U S TREASURY BOND TLB U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT BOND U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT BOND U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT BOND U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT BOND U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT BOND U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT U S TREASURY BD CPN STRIP U S TREASURY BOND INTERNATIONA U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT U S TREASURY BD CPN STRIP U S TREASURY BOND INTERNATIONA U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT U S TREASURY BD CPN STRIP U S TREASURY BOND INTERNATIONA U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT U S TREASURY BD CPN STRIP U S TREASURY BOND INTERNATIONA U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT U S TREASURY BD CPN STRIP U S TREASURY BOND INTERNATIONA U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT U S TREASURY BD CPN STRIP U S TREASURY BOND INTERNATIONA U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT U S TREASURY BD CPN STRIP U S TREASURY BOND INTERNATIONA U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT U S TREASURY BD CPN STRIP U S TREASURY BOND INTERNATIONA U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT U S TREASURY BD CPN STRIP U S TREASURY BOND INTERNATIONA U S TREASURY BD CPN STRIP U S TREASURY BOND TURKEY GOVERNMENT U S TREASURY BD CPN STRIP U S TREASURY BOND INTERNATIONA U S TREASURY BD CPN STRIP U S TREASURY BOND TURKIYE GARANTI BANKASI AS U S TREASURY BD CPN STRIP U S TREASURY BOND

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U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY BOND U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE

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U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE U S TREASURY NOTE

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U S TREASURY NOTE U S TREASURY NOTE UBS COMMERCIAL MORTG C1 D U S TREASURY NOTE U S TREASURY NOTE 144A U S TREASURY NOTE U S TREASURY NOTE UBS COMMERCIAL MORTG C1 E U S TREASURY NOTE U S TREASURY NOTE 144A U S TREASURY NOTE U S TREASURY NOTE UBS COMMERCIAL MORTG C1 F U S TREASURY NOTE U S TREASURY NOTE 144A U S TREASURY NOTE U S TREASURY NOTE UBS GROUP AG U S TREASURY NOTE U S TREASURY NOTE UBS GROUP AG U S TREASURY NOTE U S TREASURY NOTE UBS GROUP AG U S TREASURY NOTE U S TREASURY NOTE UBS GROUP AG U S TREASURY NOTE U S TREASURY NOTE UBS GROUP FUNDING SWITZER U S TREASURY NOTE U S TREASURY NOTE REGS U S TREASURY NOTE U S TREASURY NOTE UBS GROUP FUNDING SWITZER U S TREASURY NOTE U S TREASURY NOTE REGS U S TREASURY NOTE U S TREASURY NOTE UBS-BAMLL TRUST WRM D 144A U S TREASURY NOTE U S TREASURY NOTE UBS-BARCLAYS COMMERCIAL C4 U S TREASURY NOTE U S TREASURY NOTE A5 U S TREASURY NOTE U S TREASURY NOTE UBS-BARCLAYS COMMERCIAL C5 U S TREASURY NOTE U S TREASURY NOTE A4 U S TREASURY NOTE U S TREASURY NOTE UBS-CITIGROUP COMMER C1 E U S TREASURY NOTE U S TREASURY NOTE 144A U S TREASURY NOTE U S TREASURY NOTE UCB SA U S TREASURY NOTE U S TREASURY NOTE UCB SA U S TREASURY NOTE U S TREASURY NOTE UCB SA U S TREASURY NOTE U S TREASURY NOTE UDR INC U S TREASURY NOTE U S TREASURY NOTE UDR INC U S TREASURY NOTE U S TREASURY NOTE UFP TECHNOLOGIES INC U S TREASURY NOTE U S TREASURY NOTE UFP TECHNOLOGIES INC U S TREASURY NOTE U S TREASURY NOTE UGANDA GOVERNMENT BOND U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE 144A U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE 144A U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE 144A U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE 144A U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE 144A U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE 144A U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE REGS U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE REGS U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE REGS U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE REGS U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE REGS U S TREASURY NOTE U S TREASURY NOTE UKRAINE GOVERNMENT INTERN U S TREASURY NOTE U S TREASURY NOTE REGS U S TREASURY NOTE U S TREASURY NOTE UKREXIMBANK VIA BIZ FINAN U S TREASURY NOTE U S TREASURY NOTE REGS U S TREASURY NOTE U S TREASURY NOTE ULTRA RESOURCES INC 144A U S TREASURY NOTE U.S. TELEPACIFIC 4/17 TLB ULTRA RESOURCES INC 144A U S TREASURY NOTE U.S. TELEPACIFIC 4/17 TLB UMB FINANCIAL CORP U S TREASURY NOTE UBE INDUSTRIES LTD UMB FINANCIAL CORP

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UMB FINANCIAL CORP UNITED BANKSHARES INC/WV UNITED KINGDOM GILT REGS UMB FINANCIAL CORP UNITED BANKSHARES INC/WV UNITED OVERSEAS BANK LTD UMICORE SA UNITED COMMUNITY BANKS UNITED OVERSEAS BANK LTD UMICORE SA INC/GA UNITED OVERSEAS BANK LTD UMICORE SA UNITED COMMUNITY BANKS UNITED OVERSEAS BANK LTD UMICORE SA INC/GA UNITED OVERSEAS BANK LTD UMPQUA HOLDINGS CORP UNITED COMMUNITY BANKS UNITED PARCEL SERVICE INC UMPQUA HOLDINGS CORP INC/GA UNITED PARCEL SERVICE INC UMPQUA HOLDINGS CORP UNITED COMMUNITY BANKS UNITED PARCEL SERVICE INC UMW HOLDINGS BHD INC/GA UNITED PARCEL SERVICE INC UMW HOLDINGS BHD UNITED KINGDOM GILT INFLA UNITED PARCEL SERVICE INC UNICAJA BANCO SA REGS UNITED PARCEL SERVICE INC UNICHARM CORP UNITED KINGDOM GILT INFLA UNITED PARCEL SERVICE INC UNICHARM CORP REGS UNITED PARCEL SERVICE INC UNICHARM CORP UNITED KINGDOM GILT INFLA UNITED PARCEL SERVICE INC UNICREDIT SPA REGS UNITED PARCEL SERVICE INC UNICREDIT SPA UNITED KINGDOM GILT INFLA UNITED PARCEL SVC AMER INC UNICREDIT SPA REGS DEB UNICREDIT SPA UNITED KINGDOM GILT INFLA UNITED RENTALS NORTH UNIFIN FINANCIERA SAB DE CV REGS AMERICA I SO UNITED KINGDOM GILT INFLA UNITED RENTALS NORTH UNIFRAX 4/17 (USD) COV-LITE REGS AMERICA I UNILEVER CAPITAL CORP UNITED KINGDOM GILT INFLA UNITED RENTALS NORTH UNILEVER CAPITAL CORP REGS AMERICA I UNILEVER CAPITAL CORP UNITED KINGDOM GILT INFLA UNITED RENTALS NORTH UNILEVER CAPITAL CORP REGS AMERICA I UNILEVER CAPITAL CORP UNITED KINGDOM GILT INFLA UNITED RENTALS NORTH UNILEVER INDONESIA TBK PT REGS AMERICA I UNILEVER NV UNITED KINGDOM GILT INFLA UNITED RENTALS NORTH UNILEVER NV REGS AMERICA I UNILEVER NV UNITED KINGDOM GILT INFLA UNITED ROAD SERVICES 9/17 UNILEVER NV REGS UNITED ROAD SERVICES 9/17 UNILEVER NV UNITED KINGDOM GILT INFLA UNITED SECURITY UNILEVER NV REGS BANCSHARES/FRE UNILEVER PLC UNITED KINGDOM GILT INFLA UNITED SECURITY UNILEVER PLC REGS BANCSHARES/FRE UNILEVER PLC UNITED KINGDOM GILT INFLA UNITED SITE 8/17 COV-LITE TLB UNILEVER PLC REGS UNITED SITE 8/17 COV-LITE TLB UNION BANKSHARES CORP UNITED KINGDOM GILT INFLA UNITED STATES STEEL CORP UNION BANKSHARES CORP REGS UNITED STATES STEEL CORP UNION BANKSHARES CORP UNITED KINGDOM GILT INFLA UNITED TECHNOLOGIES CORP UNION BANKSHARES CORP REGS UNITED TECHNOLOGIES CORP UNION BANKSHARES CORP UNITED KINGDOM GILT INFLA UNITED TECHNOLOGIES CORP UNION BANKSHARES CORP REGS UNITED TECHNOLOGIES CORP UNION BANKSHARES UNITED KINGDOM GILT INFLA UNITED TECHNOLOGIES CORP INC/MORRISVIL REGS UNITED TECHNOLOGIES CORP UNION BANKSHARES UNITED KINGDOM GILT INFLA UNITED TECHNOLOGIES CORP INC/MORRISVIL REGS UNITED TECHNOLOGIES CORP UNION ELECTRIC CO UNITED KINGDOM GILT REGS UNITED TECHNOLOGIES CORP UNION ELECTRIC CO UNITED KINGDOM GILT REGS UNITED TECHNOLOGIES CORP UNION ELECTRIC CO UNITED KINGDOM GILT REGS UNITED TECHNOLOGIES CORP UNION ELECTRIC CO UNITED KINGDOM GILT REGS UNITED TECHNOLOGIES CORP UNION ELECTRIC CO UNITED KINGDOM GILT REGS UNITED TECHNOLOGIES CORP UNIPRES CORP UNITED KINGDOM GILT REGS UNITED TECHNOLOGIES CORP UNIPRES CORP UNITED KINGDOM GILT REGS UNITED TECHNOLOGIES CORP UNITED AUTO CREDIT SE 1 A 144A UNITED KINGDOM GILT REGS UNITED TECHNOLOGIES CORP UNITED BANKSHARES INC/WV UNITED KINGDOM GILT REGS UNITED TECHNOLOGIES CORP UNITED BANKSHARES INC/WV UNITED KINGDOM GILT REGS UNITED TECHNOLOGIES CORP UNITED BANKSHARES INC/WV UNITED KINGDOM GILT REGS UNITED TECHNOLOGIES CORP

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UNITED TECHNOLOGIES CORP UNIVERSAL HEALTH SERVICES US TREAS-CPI INFLAT UNITED TECHNOLOGIES CORP 144A US TREAS-CPI INFLAT UNITED TECHNOLOGIES CORP UNIVERSAL SERVICES 6/16 US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UNIVERSAL SERVICES 7/15 US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UNIVERSAL SERVICES 7/15 US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UNIVERSITY OF SOUTHERN US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC CALIFOR US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UNIVEST CORP OF US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC PENNSYLVANIA US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UNIVEST CORP OF US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC PENNSYLVANIA US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UNIVEST CORP OF US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC PENNSYLVANIA US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UNIVISION COMMUNICATIONS US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC 144A US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UNIVISION COMMUNICATIONS US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC 144A US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UNUM GROUP US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UNUM GROUP US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UPC FINANCING 10/17 (USD) AR US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UPC HOLDING BV 144A US TREAS-CPI INFLAT UNITEDHEALTH GROUP INC UPC TECHNOLOGY CORP US TREAS-CPI INFLAT UNITY BANCORP INC UPSTART SECURITIZATIO 1 C 144A US TREAS-CPI INFLAT UNITY BANCORP INC URBAN ONE INC 144A US TREAS-CPI INFLAT UNITYMEDIA GMBH 144A URBAN ONE INC 144A US TREAS-CPI INFLAT UNIV OF CALIFORNIA CA URUGUAY GOVERNMENT INTERN US TREAS-CPI INFLAT REVENUES 144A US TREAS-CPI INFLAT UNIV OF CALIFORNIA CA URUGUAY GOVERNMENT INTERN US TREAS-CPI INFLAT REVENUES 144A US TREAS-CPI INFLAT UNIV OF CALIFORNIA CA URUGUAY GOVERNMENT INTERN US TREAS-CPI INFLAT REVENUES REGS US TREAS-CPI INFLAT UNIV OF CALIFORNIA CA URUGUAY GOVERNMENT INTERN US TREAS-CPI INFLAT REVENUES REGS US TREAS-CPI INFLAT UNIV OF CALIFORNIA CA URUGUAY GOVERNMENT US TREAS-CPI INFLAT REVENUES INTERNATION US TREAS-CPI INFLAT UNIV OF CALIFORNIA CA RGTS URUGUAY GOVERNMENT US TREAS-CPI INFLAT MED INTERNATION US TREAS-CPI INFLAT UNIV OF N TEXAS TX URUGUAY GOVERNMENT US TREAS-CPI INFLAT UNIV OF TEXAS TX INTERNATION US TREAS-CPI INFLAT UNIV OF TEXAS TX URUGUAY GOVERNMENT US TREAS-CPI INFLAT UNIV OF TEXAS TX INTERNATION US TREAS-CPI INFLAT UNIV OF TEXAS TX UNIV URUGUAY GOVERNMENT US TREAS-CPI INFLAT REVENUES INTERNATION US TREAS-CPI INFLAT UNIVAR 11/17 (USD) COV-LITE US BANCORP US TREAS-CPI INFLAT UNIVAR INC US BANCORP US TREAS-CPI INFLAT UNIVAR INC US BANCORP US TREAS-CPI INFLAT UNIVAR INC US BANCORP US TREAS-CPI INFLAT UNIVAR INC US BANCORP US TREAS-CPI INFLAT UNIVAR USA INC 144A US CONCRETE INC US TREAS-CPI INFLAT UNIVAR USA INC 144A US CONCRETE INC US TREAS-CPI INFLAT UNIVERSAL DISPLAY CORP US CONCRETE INC US TREAS-CPI INFLAT UNIVERSAL FOREST PRODUCTS US CONCRETE INC US TREAS-CPI INFLAT INC US CONCRETE INC US TREAS-CPI INFLAT UNIVERSAL FOREST PRODUCTS US CONCRETE INC US TREAS-CPI INFLAT INC US FARATHANE 9/17 TLB US TREAS-CPI INFLAT UNIVERSAL FOREST PRODUCTS US FARATHANE 9/17 TLB US TREAS-CPI INFLAT INC US FOODS 6/16 COV-LITE TLB US TREAS-CPI INFLAT UNIVERSAL FOREST PRODUCTS US SILICA 4/18 COV-LITE TLB US TREAS-CPI INFLAT INC US SILICA 4/18 COV-LITE TLB US TREAS-CPI INFLAT

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US TREAS-CPI INFLAT UTAH CNTY UT TRANSPRTN VALVOLINE INC US TREAS-CPI INFLAT SALES T VALVOLINE INC US TREAS-CPI INFLAT UTAH CNTY UT TRANSPRTN VALVOLINE INC US TREAS-CPI INFLAT SALES T VANDA PHARMACEUTICALS INC US TREAS-CPI INFLAT UTAH CNTY UT TRANSPRTN VANDA PHARMACEUTICALS INC US TREAS-CPI INFLAT SALES T VANTAGE SPECIALTY 10/17 US TREAS-CPI INFLAT UTAH MEDICAL PRODUCTS INC VANTAGE SPECIALTY 10/17 US TREAS-CPI INFLAT UTAH MEDICAL PRODUCTS INC VAREX IMAGING CORP US TREAS-CPI INFLAT UTAH MEDICAL PRODUCTS INC VAREX IMAGING CORP US TREAS-CPI INFLAT UTAH ST VAREX IMAGING CORP US TREAS-CPI INFLAT UTAH ST VARIAN MEDICAL SYSTEMS INC US TREAS-CPI INFLAT UTAH ST VARIAN MEDICAL SYSTEMS INC US TREAS-CPI INFLAT UTAH ST VARIAN MEDICAL SYSTEMS INC US TREAS-CPI INFLAT UTAH ST VARIAN MEDICAL SYSTEMS INC US TREAS-CPI INFLAT UTAH ST VARIAN MEDICAL SYSTEMS INC US TREAS-CPI INFLAT UTAH ST VB-S1 ISSUER LLC 1A F 144A US TREAS-CPI INFLAT UTAH ST VEDANTA RESOURCES PLC 144A US TREAS-CPI INFLAT UTAH STATE BOARD OF REGEN 1 VELOCITY COMMERCIAL 1 AFL US TREAS-CPI INFLAT A2 144A US TREAS-CPI INFLAT UTAH STATE BOARD OF REGENT 1 VENEZUELA GOVERNMENT INTE US TREAS-CPI INFLAT A REGS US TREAS-CPI INFLAT UTILITY ONE 4/17 COV-LITE TLB VENEZUELA GOVERNMENT INTE US TREAS-CPI INFLAT UTILITY ONE 4/17 COV-LITE TLB REGS US TREAS-CPI INFLAT VAIL RESORTS INC VENEZUELA GOVERNMENT INTE US TREAS-CPI INFLAT VAIL RESORTS INC REGS US TREAS-CPI INFLAT VAIL RESORTS INC VENEZUELA GOVERNMENT INTE US TREAS-CPI INFLAT VALE OVERSEAS LTD REGS US TREAS-CPI INFLAT VALE OVERSEAS LTD VENEZUELA GOVERNMENT US TREAS-CPI INFLAT VALE OVERSEAS LTD INTERNATI US TREAS-CPI INFLAT VALEANT 5/18 TLB VENTAS REALTY LP US TREAS-CPI INFLAT VALEANT 5/18 TLB VENTAS REALTY LP US TREAS-CPI INFLAT VALEANT 5/18 TLB VENTAS REALTY LP US TREAS-CPI INFLAT VALEANT PHARMACEUTICALS VENTAS REALTY LP US TREAS-CPI INFLAT INTL VENTAS REALTY LP US TREAS-CPI INFLAT VALEANT PHARMACEUTICALS VENTAS REALTY LP US TREAS-CPI INFLAT INTL VENTAS REALTY LP US TREAS-CPI INFLAT VALEANT PHARMACEUTICALS VENTAS REALTY LP US TREAS-CPI INFLAT INTL VENTURE CDO LTD 25A CF 144A US TREAS-CPI INFLAT VALEO SA VEREIT OPERATING PARTNERSHIP US TREAS-CPI INFLAT VALEO SA L US TREAS-CPI INFLAT VALEO SA VERISIGN INC US TREAS-CPI INFLAT VALERO ENERGY CORP VERISK ANALYTICS 5/16 TL US TREAS-CPI INFLAT VALERO ENERGY CORP VERISK ANALYTICS 5/16 TL US TREAS-CPI INFLAT VALERO ENERGY CORP VERISK ANALYTICS INC US TREAS-CPI INFLAT VALERO ENERGY CORP VERITEX HOLDINGS INC US TREAS-CPI INFLAT VALERO ENERGY CORP VERITEX HOLDINGS INC US TREAS-CPI INFLAT VALERO ENERGY CORP VERITEX HOLDINGS INC US TREAS-CPI INFLAT VALERO ENERGY CORP VERIZON OWNER TRUST 1A A US TREAS-CPI INFLAT VALERO ENERGY PARTNERS LP 144A US TREAS-CPI INFLAT VALHI INC VERIZON OWNER TRUST 2A A US TREAS-CPI INFLAT VALHI INC 144A US TREAS-CPI INFLAT VALIDUS HOLDINGS LTD VERIZON OWNER TRUST 2A B US TREAS-CPI INFLAT VALLEY NATIONAL BANCORP 144A USANA HEALTH SCIENCES INC VALLEY NATIONAL BANCORP VERSUM MATERIALS INC USANA HEALTH SCIENCES INC VALLEY NATIONAL BANCORP VERSUM MATERIALS INC USG CORP VALLEY NATIONAL BANCORP VERSUM MATERIALS INC USG CORP VALLEY NATIONAL BANCORP VERSUM MATERIALS INC USG CORP VALLEY NATIONAL BANCORP VERSUM MATERIALS INC VALVOLINE INC VERSUM MATERIALS INC 144A

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VERSUM MATERIALS INC 144A VIRTU FINANCIAL INC VOLKSWAGEN AUTO LOAN ENHA VERTIV 3/17 COV-LITE TLB VIRTU FINANCIAL INC 1 A1 VERTIV 3/17 COV-LITE TLB VIRTUS INVESTMENT PARTNERS VOLKSWAGEN AUTO LOAN ENHA VESSEL MANAGEMENT SERVICES INC 1 A1 INC VIRTUS INVESTMENT PARTNERS VOLT LIX LLC NPL6 A2 144A VESSEL MANAGEMENT SERVICES INC VOLT LV LLC NPL2 A2 144A INC VIRTUS INVESTMENT PARTNERS VOLT LVI LLC NPL3 A2 144A VESSEL MANAGEMENT SERVICES INC VOLT LVII LLC NPL4 A2 144A INC VIRTUS INVESTMENT PARTNERS VOLT LXI LLC NPL8 A2 144A VESSEL MANAGEMENT SERVICES INC VOLT LXII LLC NPL9 A2 144A INC VISA INC VOLT LXVI NPL2 A1 144A VESTCOM 12/16 COV-LITE TLB VISA INC VOLVO AB VESTCOM 12/16 COV-LITE TLB VISA INC VOLVO AB VETOQUINOL SA VISA INC VOLVO AB VETROPACK HOLDING AG VISA INC VOLVO AB VF CORP VISA INC VOLVO FINANCIAL EQU 1A A1 VIACOM INC VISA INC 144A VIACOM INC VISA INC VOLVO FINANCIAL EQU 1A A2 VIACOM INC VISA INC 144A VIACOM INC VISA INC VOLVO FINANCIAL EQU 1A A3 VIACOM INC VISA INC 144A VICAT SA VISA INC VONTOBEL HOLDING AG VICOR CORP VISA INC VORNADO DP LLC TRUS VNO D VICOR CORP VISA INC 144A VICOR CORP VISA INC VOYA FINANCIAL INC VICTORY NEW MATERIALS LTD VISA INC VOYA FINANCIAL INC CO VISA INC VOYAGER THERAPEUTICS INC VIEWRAY INC VISA INC VOYAGER THERAPEUTICS INC VIEWRAY INC VISA INC VP BANK AG VIFOR PHARMA AG VISHAY INTERTECHNOLOGY INC VULCAN MATERIALS CO VIFOR PHARMA AG VISHAY INTERTECHNOLOGY INC VULCAN MATERIALS CO VIFOR PHARMA AG VISHAY INTERTECHNOLOGY INC VULCAN MATERIALS CO VIKING CRUISES LTD 144A VISHAY PRECISION GROUP INC VULCAN MATERIALS CO VIKING CRUISES LTD 144A VISHAY PRECISION GROUP INC VULCAN MATERIALS CO VINE OIL 12/14 1ST PRIORITY VISHAY PRECISION GROUP INC VULCAN MATERIALS CO VINE OIL 12/14 1ST PRIORITY VISTA OUTDOOR INC VULCAN MATERIALS CO VIP CINEMA 3/17 TL VISTA OUTDOOR INC WABASH NATIONAL CORP VIP CINEMA 3/17 TL VISTA OUTDOOR INC WABASH NATIONAL CORP VIRGIN AUSTRALIA HOLDINGS VISTA OUTDOOR INC WABASH NATIONAL CORP 144A VISTEON CORP WABASH NATIONAL CORP VIRGIN AUSTRALIA HOLDINGS VISTEON CORP WABCO HOLDINGS INC 144A VISTEON CORP WABCO HOLDINGS INC VIRGINIA ELECTRIC & POWER CO VISTEON CORP WABCO HOLDINGS INC VIRGINIA ELECTRIC & POWER CO VISTRA ENERGY CORP WACHOVIA STUDENT LOA 1 A5 VIRGINIA ELECTRIC & POWER CO VISTRA ENERGY CORP 144A 144A VIRGINIA ELECTRIC & POWER CO VISTRA ENERGY CORP 144A WADDELL & REED FINANCIAL INC VIRGINIA ELECTRIC & POWER CO VITAL KSK HOLDINGS INC WADDELL & REED FINANCIAL INC VIRGINIA ELECTRIC & POWER CO VITAL THERAPIES INC WADDELL & REED FINANCIAL INC VIRGINIA ELECTRIC & POWER CO VITRO SAB DE CV WADDELL & REED FINANCIAL INC VIRGINIA ELECTRIC & POWER CO VMWARE INC WAGEWORKS INC VIRGINIA ELECTRIC & POWER CO VMWARE INC WAGEWORKS INC VIRGINIA ST VMWARE INC WAGEWORKS INC VIRGINIA ST CLG BLDG AUTH VODAFONEZIGGO 1/17 (USD) TLE WALES & WEST UTILITIES EDUC VOLKSWAGEN AG FINANCE VIRGINIA ST HSG DEV AUTH VOLKSWAGEN AG WALGREEN CO VIRGINIA ST HSG DEV AUTH VOLKSWAGEN AG WALGREENS BOOTS ALLIANCE VIRGINIA ST HSG DEV AUTH VOLKSWAGEN AG INC CMWLT VOLKSWAGEN AG WALGREENS BOOTS ALLIANCE VIRTU FINANCIAL INC INC

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WALGREENS BOOTS ALLIANCE WARNER MEDIA LLC WEINGARTEN REALTY INC WARNER MEDIA LLC INVESTORS WALGREENS BOOTS ALLIANCE WARNER MEDIA LLC WELD NORTH EDUCATION 2/18 INC WARNER MEDIA LLC WELD NORTH EDUCATION 2/18 WALGREENS BOOTS ALLIANCE WARNER MEDIA LLC WELLS FARGO & CO INC WARNER MUSIC 6/18 COV-LITE WELLS FARGO & CO WALGREENS BOOTS ALLIANCE TLF WELLS FARGO & CO INC WARRIOR MET COAL INC WELLS FARGO & CO WALGREENS BOOTS ALLIANCE WARRIOR MET COAL INC WELLS FARGO & CO INC WARRIOR MET COAL INC WELLS FARGO & CO WALKER & DUNLOP INC WARRIOR MET COAL INC 144A WELLS FARGO COMMER BNK1 D WALKER & DUNLOP INC WARRIOR MET COAL INC 144A 144A WALKER & DUNLOP INC WARTSILA OYJ ABP WELLS FARGO COMMER NXS4 E WALKER & DUNLOP INC WARTSILA OYJ ABP 144A WALL STREET SYSTEMS 11/17 WARTSILA OYJ ABP WELLS FARGO COMMER NXS6 D WALMART INC WARTSILA OYJ ABP 144A WALMART INC WASHINGTON MUTUAL BANK / WELLS FARGO COMMERC C1 XB WALMART INC DEBT 144A WALMART INC WASHINGTON ST WELLS FARGO COMMERC C35 D WALMART INC WASHINGTON ST UNIV 144A WALMART INC WASHINGTON TRUST BANCORP WELLS FARGO COMMERC C38 D WALMART INC INC 144A WALMART INC WASHINGTON TRUST BANCORP WELLS FARGO COMMERC LC5 D WALMART INC INC 144A WALMART INC WASHINGTON TRUST BANCORP WELLS FARGO COMMERC LC5 E WALMART INC INC 144A WALMART INC WASTE MANAGEMENT INC WELLS FARGO COMMERC RB1 D WALMART INC WASTE MANAGEMENT INC 144A WALMART INC WASTE MANAGEMENT INC WELLS FARGO COMMERCIAL C27 WALMART INC WASTE MANAGEMENT INC A4 WALMART INC WASTE PRO USA INC 144A WELLS FARGO COMMERCIAL C29 WALMART INC WASTE PRO USA INC 144A ASB WALT DISNEY CO/THE WASTE PRO USA INC 144A WELLS FARGO COMMERCIAL C31 WALT DISNEY CO/THE WATERS CORP ASB WALT DISNEY CO/THE WATERS CORP WELLS FARGO COMMERCIAL C36 WALT DISNEY CO/THE WATTS WATER TECHNOLOGIES ASB WALT DISNEY CO/THE INC WELLS FARGO COMMERCIAL WALT DISNEY CO/THE WATTS WATER TECHNOLOGIES LC12 C WALT DISNEY CO/THE INC WELLS FARGO COMMERCIAL WALT DISNEY CO/THE WATTS WATER TECHNOLOGIES LC25 B WALT DISNEY CO/THE INC WELLS FARGO COMMERCIAL WALT DISNEY CO/THE WAVE 2017-1 TRUST 1A C 144A LC25 B WALT DISNEY CO/THE WD-40 CO WELLS FARGO COMMERCIAL M WALT DISNEY CO/THE WD-40 CO C39 C WALT DISNEY CO/THE WD-40 CO WELLS FARGO MORTGAGE AR10 WALT DISNEY CO/THE WEATHERFORD INTERNATIONAL 5A1 WALT DISNEY CO/THE LTD WELLS FARGO MORTGAGE B AR6 WALT DISNEY CO/THE WEBSTER FINANCIAL CORP 7A1 WALTER INVESTMENT 12/13 WEBSTER FINANCIAL CORP WELLS FARGO MORTGAGE BA 14 WALTER INVESTMENT 12/13 WEBSTER FINANCIAL CORP 2A2 WALTER INVESTMENT 12/13 WEBSTER FINANCIAL CORP WELLTOWER INC WAMU MORTGAGE PASS-TH AR14 WEBSTER FINANCIAL CORP WELLTOWER INC 1A4 WEC ENERGY GROUP INC WELLTOWER INC WARNER MEDIA LLC WEC ENERGY GROUP INC WELLTOWER INC WARNER MEDIA LLC WEC ENERGY GROUP INC WENDEL SA WARNER MEDIA LLC WEICHAI POWER CO LTD WENDEL SA WARNER MEDIA LLC WEICHAI POWER CO LTD WENDEL SA WARNER MEDIA LLC WEIGHT WATCHERS INTERNATI WERNERCO 6/17 COV-LITE TLB WARNER MEDIA LLC 144A WERNERCO 6/17 COV-LITE TLB

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WESBANCO INC WESTLAKE CHEMICAL CORP WFRBS COMMERCIAL MOR C7 E WESBANCO INC WESTPAC BANKING CORP 144A WESBANCO INC WESTPAC BANKING CORP WFRBS COMMERCIAL MOR C7 F WESCO DISTRIBUTION INC WESTPAC BANKING CORP 144A WESCO DISTRIBUTION INC WESTPAC BANKING CORP REGS WFRBS COMMERCIAL MOR C7 G WESCO DISTRIBUTION INC WESTROCK CO 144A WEST BANCORPORATION INC WESTROCK CO WFRBS COMMERCIAL MOR C8 E WEST BANCORPORATION INC WESTROCK CO 144A WEST BANCORPORATION INC WESTROCK CO WFRBS COMMERCIAL MORTG C13 WEST CHINA CEMENT LTD WESTROCK CO ASB WEST CHINA CEMENT LTD WESTROCK CO WFRBS COMMERCIAL MORTGAG WEST CORP 10/17 COV-LITE TL WESTROCK CO C4I G WEST CORP 10/17 COV-LITE TL WESTROCK CO 144A WFRBS COMMERCIAL MORTGAGE WEST CORP 144A WESTROCK CO 144A C7 C WEST CORP 3/18 INCREMENTAL WESTWOOD HOLDINGS GROUP WHEELS SPV 2 LLC 1A A4 144A WEST CORP 3/18 INCREMENTAL INC WHIRLPOOL CORP WEST PHARMACEUTICAL WESTWOOD HOLDINGS GROUP WHITBREAD PLC SERVICES I INC WHITBREAD PLC WEST PHARMACEUTICAL WEYERHAEUSER CO WHITBREAD PLC SERVICES I WEYERHAEUSER CO WHITEHAVEN COAL LTD WEST PHARMACEUTICAL WEYERHAEUSER CO WHITING PETROLEUM CORP SERVICES I WFCG COMMERCIAL MO BXRP F WHITING PETROLEUM CORP 144A WEST PHARMACEUTICAL 144A WIENERBERGER AG SERVICES I WFCG COMMERCIAL MO BXRP G WIENERBERGER AG WEST STREET MERGER SUB IN 144A WIENERBERGER AG 144A WFRBS COMMERCIAL M UBS1 D WILKES CNTY GA HOSP AUTH WEST STREET MERGER SUB IN 144A REVEN 144A WFRBS COMMERCIAL MO C11 D WILLIAM DEMANT HOLDING A/S WESTAMERICA 144A WILLIAM DEMANT HOLDING A/S BANCORPORATION WFRBS COMMERCIAL MO C11 E WILLIAM DEMANT HOLDING A/S WESTAMERICA 144A WILLIAM LYON HOMES BANCORPORATION WFRBS COMMERCIAL MO C13 D WILLIAM LYON HOMES WESTAMERICA 144A WILLIAM LYON HOMES BANCORPORATION WFRBS COMMERCIAL MO C16 D WILLIAM LYON HOMES WESTAMERICA 144A WILLIAM LYON HOMES INC 144A BANCORPORATION WFRBS COMMERCIAL MOR C3 C WILLIAM LYON HOMES INC 144A WESTAR ENERGY INC 144A WILSON CNTY TN WESTERN ALLIANCE BANCORP WFRBS COMMERCIAL MOR C3 D WILSONART INTERNATIONAL 8/17 WESTERN ALLIANCE BANCORP 144A WIND TRE SPA 144A WESTERN ALLIANCE BANCORP WFRBS COMMERCIAL MOR C3 E WIND TRE SPA 144A WESTERN AUSTRALIAN 144A WINNEBAGO 12/17 TLB TREASURY CO WFRBS COMMERCIAL MOR C3 F WINNEBAGO 12/17 TLB WESTERN DIGITAL 5/18 TLB 144A WINNEBAGO INDUSTRIES INC WESTERN DIGITAL CORP WFRBS COMMERCIAL MOR C4 D WINNEBAGO INDUSTRIES INC WESTERN DIGITAL CORP 144A WINNEBAGO INDUSTRIES INC WESTERN GENERATION 11/16 TLB WFRBS COMMERCIAL MOR C4 E WINNEBAGO INDUSTRIES INC WESTERN GENERATION 11/16 TLB 144A WINTRUST FINANCIAL CORP WESTERN NEW ENGLAND WFRBS COMMERCIAL MOR C5 C WINTRUST FINANCIAL CORP BANCORP IN 144A WINTRUST FINANCIAL CORP WESTERN NEW ENGLAND WFRBS COMMERCIAL MOR C5 D WINTRUST FINANCIAL CORP BANCORP IN 144A WISCONSIN POWER & LIGHT CO WESTERN NEW ENGLAND WFRBS COMMERCIAL MOR C5 E WISDOMTREE INVESTMENTS INC BANCORP IN 144A WISDOMTREE INVESTMENTS INC WESTERN POWER DISTRIBUTIO WFRBS COMMERCIAL MOR C5 F WISDOMTREE INVESTMENTS INC REGS 144A WM ASSET HOLDINGS CO 4 N1 WESTERN UNION CO/THE WFRBS COMMERCIAL MOR C5 G 144A WESTLAKE CHEMICAL CORP 144A WOODMONT 2017-1 TRUS 1A C WESTLAKE CHEMICAL CORP WFRBS COMMERCIAL MOR C6 D 144A WESTLAKE CHEMICAL CORP 144A WOODWARD INC

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WOODWARD INC WUXI BIOLOGICS CAYMAN INC YAMAHA CORP WORLD ACCEPTANCE CORP WUXI BIOLOGICS CAYMAN INC YAMAHA CORP WORLD ACCEPTANCE CORP WUXI BIOLOGICS CAYMAN INC YAMAHA MOTOR CO LTD WORLD ACCEPTANCE CORP WW GRAINGER INC YAMAHA MOTOR CO LTD WORLD ACCEPTANCE CORP WYETH LLC YAMAHA MOTOR CO LTD WORLD FINANCIAL NETWORK CR WYETH LLC YAMAHA MOTOR CO LTD A A WYETH LLC YA-MAN LTD WORLD FINANCIAL NETWORK CR WYETH LLC YANZHOU COAL MINING CO LTD A A WYNDHAM DESTINATIONS INC YANZHOU COAL MINING CO LTD WORLD FINANCIAL NETWORK CR WYNDHAM DESTINATIONS INC YARA INTERNATIONAL ASA C A WYNDHAM DESTINATIONS INC YARA INTERNATIONAL ASA WORLD OMNI AUTO RECEIVABL A WYNDHAM DESTINATIONS INC YARA INTERNATIONAL ASA A1 WYNDHAM DESTINATIONS INC YARA INTERNATIONAL ASA WORLD OMNI AUTO RECEIVABL A WYNDHAM DESTINATIONS INC YARA INTERNATIONAL ASA A3 WYNDHAM HOTELS & RESORTS YASAR HOLDING AS 144A WORLD OMNI AUTO RECEIVABL A INC YOKOHAMA RUBBER CO LTD/THE A4 WYNDHAM HOTELS & RESORTS YOKOHAMA RUBBER CO LTD/THE WORLD OMNI AUTO RECEIVABL B INC YOKOHAMA RUBBER CO LTD/THE A3 WYNDHAM HOTELS & RESORTS YOKOWO CO LTD WORLD OMNI AUTO RECEIVABL B INC YOUNG INNOVATIONS 11/17 A3 WYNDHAM HOTELS & RESORTS YOUNG INNOVATIONS 11/17 WORLD OMNI AUTOMOBILE LE A INC YOUNG INNOVATIONS 11/17 A2A WYNDHAM HOTELS & RESORTS YOUNG INNOVATIONS 11/17 WORLD OMNI AUTOMOBILE LEA INC YUM! BRANDS INC A A3 WYNDHAM HOTELS & RESORTS YUSHIRO CHEMICAL INDUSTRY WORLD OMNI AUTOMOBILE LEA INC CO L A A3 WYNDHAM HOTELS 5/18 COV-LITE ZAFGEN INC WORLD TRIATHLON 6/14 TL WYNN MACAU LTD ZAFGEN INC WORLD TRIATHLON 6/14 TL WYNN MACAU LTD ZAGG INC WORLDWIDE EXPRESS 2/17 TLB WYNN MACAU LTD ZAMBIA GOVERNMENT INTERNA WORLDWIDE EXPRESS 2/17 TLB WYNN RESORTS LTD 144A WORLDWIDE PLAZA TRU WWP F WYNN RESORTS LTD ZAMBIA GOVERNMENT INTERNA 144A WYNN RESORTS LTD 144A WP CAREY INC WYNN RESORTS LTD ZAMBIA GOVERNMENT INTERNA WP CAREY INC WYNN RESORTS LTD REGS WP CAREY INC XCEL ENERGY INC ZAMBIA GOVERNMENT INTERNA WP GLIMCHER MALL WPG PR1 XCEL ENERGY INC REGS 144A XCEL ENERGY INC ZAYO 7/17 COV-LITE TLB2 WP GLIMCHER MALL WPG PR2 XENCOR INC ZEAL NETWORK SE 144A XENCOR INC ZENKOKU HOSHO CO LTD WPC EUROBOND BV XENCOR INC ZERIA PHARMACEUTICAL CO LTD WPP FINANCE 2010 XERIUM TECHNOLOGIES INC ZEST DENTAL 3/18 TL WPP FINANCE 2010 XEROX CORP ZHUZHOU CRRC TIMES ELECTRIC WPX ENERGY INC XLIT LTD CO WPX ENERGY INC XLIT LTD ZHUZHOU CRRC TIMES ELECTRIC WPX ENERGY INC XLIT LTD CO WR GRACE & CO XLIT LTD ZIFF DAVIS MEDIA INC WR GRACE & CO XLIT LTD ZIGGO BV 144A WR GRACE & CO XLIT LTD ZIMMER BIOMET HOLDINGS INC WR GRACE & CO XPLORNET 9/16 TL ZIMMER BIOMET HOLDINGS INC WRANGLER BUYER CORP 144A XPLORNET 9/16 TL ZIMMER BIOMET HOLDINGS INC WRANGLER BUYER CORP 144A XPO LOGISTICS 2/18 COV-LITE ZIMMER BIOMET HOLDINGS INC WRIGHT MEDICAL GROUP NV XPO LOGISTICS 2/18 COV-LITE ZIMMER BIOMET HOLDINGS INC WRIGHT MEDICAL GROUP NV XYLEM INC/NY ZIMMER BIOMET HOLDINGS INC WRIGHTWOOD CAPITAL LLC YAK MAT 5/18 TLB ZIMMER BIOMET HOLDINGS INC WRIGHTWOOD CAPITAL LLC TR 2 YAK MAT 5/18 TLB ZIMMER BIOMET HOLDINGS INC WTK HOLDINGS BHD YAMAGUCHI FINANCIAL GROUP ZIMMER BIOMET HOLDINGS INC WUESTENROT & INC ZIONS BANCORPORATION WUERTTEMBERGISCHE YAMAHA CORP ZIONS BANCORPORATION

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ZIONS BANCORPORATION ZIONS BANCORPORATION ZIONS BANCORPORATION ZOETIS INC ZOETIS INC ZOETIS INC ZOETIS INC ZOETIS INC ZOETIS INC ZOETIS INC ZOETIS INC ZOETIS INC ZOETIS INC ZOGENIX INC ZOGENIX INC ZOGENIX INC

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