MODIFIED COINSURANCE AGREEMENT (FA BUSINESS)

Exhibit 10.3

EXECUTION COPY

between

ATHENE LIFE RE LTD.

and

VOYA INSURANCE AND ANNUITY COMPANY

effective as of June 1, 2018

Treaty Number XXXXX - 000000

TABLE OF CONTENTS

Page

ARTICLE I GENERAL PROVISIONS 2


Section 1.01 Defined Terms	2


Section 1.02 Other Definitional Provisions	8

ARTICLE II COVERAGE 8


Section 2.01 Scope and Basis of Reinsurance	8


Section 2.02 Policy Changes	9


Section 2.03 Reinstatement of Surrendered Policies	9


Section 2.04 Misstatement of Fact	9


Section 2.05 Credited Rates and Non-Guaranteed Elements	9


Section 2.06 Programs of Internal Replacement	10


Section 2.07 Conservation Program	10


Section 2.08 Retrocession	10


Section 2.09 Interest Maintenance Reserve	10


Section 2.10 Valuation of Liabilities	10

ARTICLE III REINSURANCE PREMIUMS 10


Section 3.01 Reinsurance Premiums	10


Section 3.02 Initial Premium; True-Up	10

ARTICLE IV CEDING COMMISSION 11


Section 4.01 Ceding Commission	11

ARTICLE V ADMINISTRATION FEE 12


Section 5.01 Policy Expenses	12

ARTICLE VI REINSURED LIABILITIES 12


Section 6.01 Reinsured Liabilities	12


Section 6.02 Claims Settlement	12


Section 6.03 Recoveries	12

ARTICLE VII REPORTING AND SETTLEMENTS 12


Section 7.01 Ceding Company Reporting	12


Section 7.02 Reinsurer Reporting	14


Section 7.03 Settlements	15

ARTICLE VIII 17

MODCO ACCOUNT 17


Section 8.01 Modco Account	17


Section 8.02 Credit for Reinsurance	19


Section 8.03 Investment Management	19

ARTICLE IX HEDGING 20


Section 9.01 Existing Xxxxxx	20


Section 9.02 Other Hedging	20

ARTICLE X ADMINISTRATION 20


Section 10.01 Policy Administration	20


Section 10.02 Record-Keeping	21

ARTICLE XI TERM AND TERMINATION 21


Section 11.01 Duration of Agreement	21


Section 11.02 Recapture	21


Section 11.03 Recapture Payment	22


Section 11.04 Survival	22

ARTICLE XII ERRORS AND OMISSIONS 22


Section 12.01 Errors and Omissions	22

ARTICLE XIII DISPUTE RESOLUTION 23


Section 13.01 Negotiation	23


Section 13.02 Arbitration; Waiver of Trial by Jury	23

ARTICLE XIV INSOLVENCY 24


Section 14.01 Insolvency	24

ARTICLE XV TAXES 25


Section 15.01 Taxes	25


Section 15.02 Excise Tax	26


Section 15.03 BEAT	26

ARTICLE XVI REPRESENTATIONS, WARRANTIES AND COVENANTS 26


Section 16.01 Representations and Warranties of the Ceding Company	26


Section 16.02 Covenants of the Ceding Company	28


Section 16.03 Representations and Warranties of the Reinsurer	29


Section 16.04 Covenants of the Reinsurer	30

ARTICLE XVII MISCELLANEOUS 31


Section 17.01 Currency	31


Section 17.02 Interest	31


Section 17.03 Right of Setoff and Recoupment	31


Section 17.04 No Third-Party Beneficiaries	31


Section 17.05 Amendment	31


Section 17.06 Notices	32


Section 17.07 Consent to Jurisdiction	32


Section 17.08 Service of Process	33


Section 17.09 Inspection of Records	33


Section 17.10 Confidentiality	33


Section 17.11 Successors	34


Section 17.12 Entire Agreement	34


Section 17.13 Severability	35


Section 17.14 Construction	35


Section 17.15 Non-Waiver	35


Section 17.16 Further Assurances	35


Section 17.17 Governing Law	35


Section 17.18 Counterparts	35

Schedules

I. Policy Forms and Riders

II. Policy Expenses

III. Initial Modco Assets

IV. Existing Index Xxxxxx

V. Existing Other Xxxxxx

VI. Reinsurer Reports

Exhibits


A.	Form of Weekly Accounting Report


B.	Form of Monthly Accounting Report


C.	Form of Quarterly Accounting Report


D.	Account Value Roll-Forward Information Fields

E. Seriatim Information Fields

iii

MODIFIED COINSURANCE AGREEMENT (FA BUSINESS)

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

WITNESSETH:

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

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

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

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

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

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

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

ARTICLE I
GENERAL PROVISIONS

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Section 1.02 Other Definitional Provisions.

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

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

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

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

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

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

ARTICLE II
COVERAGE

Section 2.01 Scope and Basis of Reinsurance.

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

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

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

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

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

Section 2.02 Policy Changes.

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

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

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

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

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

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

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

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

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

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

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

ARTICLE III
REINSURANCE PREMIUMS

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

Section 3.02 Initial Premium; True-Up.

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

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

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

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

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

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

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

(v) the Quota Share of $67.5 million.

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

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

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

ARTICLE IV
CEDING COMMISSION

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

ARTICLE V
ADMINISTRATION FEE

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

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

ARTICLE VI
REINSURED LIABILITIES

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

Section 6.02 Claims Settlement.

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

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

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

ARTICLE VII
REPORTING AND SETTLEMENTS

Section 7.01 Ceding Company Reporting.

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

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

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

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

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

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

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

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

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

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

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

Section 7.02 Reinsurer Reporting.

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

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

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

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

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

Section 7.03 Settlements.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

ARTICLE VIII

MODCO ACCOUNT

Section 8.01 Modco Account.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

ARTICLE IX
HEDGING

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

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

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

ARTICLE X
ADMINISTRATION

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

Section 10.02 Record-Keeping.

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

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

ARTICLE XI
TERM AND TERMINATION

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

Section 11.02 Recapture.

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

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

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

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

Section 11.03 Recapture Payment.

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

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

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

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

ARTICLE XII
ERRORS AND OMISSIONS

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

ARTICLE XIII
DISPUTE RESOLUTION

Section 13.01 Negotiation.

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

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

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

Section 13.02 Arbitration; Waiver of Trial by Jury.

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

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

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

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

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

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

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

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

ARTICLE XIV
INSOLVENCY

Section 14.01 Insolvency.

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

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

(ii) is adjudicated as bankrupt or insolvent;

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

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

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

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

ARTICLE XV
TAXES

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

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

Section 15.03 BEAT.

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

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

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

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

ARTICLE XVI
REPRESENTATIONS, WARRANTIES AND COVENANTS

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

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

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

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

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

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

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

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

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

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

Section 16.02 Covenants of the Ceding Company.

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

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

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

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

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

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

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

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

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

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

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

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

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

Section 16.04 Covenants of the Reinsurer.

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

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

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

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

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

ARTICLE XVII
MISCELLANEOUS

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

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

Section 17.03 Right of Setoff and Recoupment.

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

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

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

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

Section 17.06 Notices.

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

if to the Ceding Company:

Voya Insurance and Annuity Company
000 Xxxxxx Xxxxxx, Xxxxx 0000
Xxx Xxxxxx, Xxxx 00000

Attention: General Counsel
Email: xxxxx@xxxxxxxxxxxxxxxx.xxx

if to the Reinsurer:

Athene Life Re Ltd.

Chesney House

96 Xxxxx Bay Road

Xxxxxxxx, XX 08 Bermuda

Attention: Chief Executive Officer; General Counsel

Telephone: 000-000-0000; 000-000-0000

Telecopy: 000-000-0000

Email: xxxxxxxx@xxxxxx.xx

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

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

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

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

Section 17.09 Inspection of Records.

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

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

Section 17.10 Confidentiality.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Remainder of Page Intentionally Blank]

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

VOYA INSURANCE AND ANNUITY COMPANY

By:    /s/ Xxxxx Xxxxxxxxxxx

Name:    Xxxxx Xxxxxxxxxxx

Title:    Senior Vice President and Treasurer

ATHENE LIFE RE LTD.

By:    /s/ Xxxxx X. Xxxxxx

Name:    Xxxxx X. Xxxxxx

Title:    Chief Executive Officer

Signature Page to VIAC Modco Agreement (FA Business)

SCHEDULE I

POLICY FORMS AND RIDERS¹



Product Name	Policy Form
Advantage	UCLIC-AN1009
Advantage	UCLIC-PI-1249
Advantage Index	1837-11/97
Advantage Platinum	1827-11/95
Advantage Silver	1801-7/94
AmeriGain	17003
AmeriGrand	17026
Amerilink	17002
Ameriset	17000
Asset Builder	UCLIC-AN-1022
Bonus 10	XX00-00/00
Xxxxxxx Xxxxxxx	XXXXX-XX-0000
Choice Index	1819-9/96
Choice Index	1819-9/96 or 1819-C-1/97
Choice Index	1819-C-1/97
Classic 5	1868
Classic 7	1869
Classic Choice MVA	1825-2/95
Cornerstone	1350-1/93
Envoy Nine	IU-IA-3064
Envoy Nine v2	IU-IA-3064
Envoy Six	IU-IA-3067
Envoy Six v2	IU-IA-3067
Envoy Three	IU-IA-3065
Flex 100	1000-B-4/92
Flex 15	1500-1/93
Flex 15	1500-4/92
Flex 2	FLEXII-1/93
Flex 200	1100-B-6/92
Flex 3	FLEXIII-1/93
Flex 4	FLXIV-8/92
Flex 7	FLEXVII 1/93
Flex 7	FLEXVII 7/91
Flex Builder	1853
Flex Guarantee	1853
FPA 9	FLEXIX-1/93
FPA 9 (conversion)	FLEXIX-5/91

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

Sch. I - 1



FPDA	89A4
FPDA	0XXXX
XXXX	00XXXX
XXXX	ALSFLX-3
FPDA	ALSFLX-4.5
FPDA	ALZFLX-4.5
FPDA	AN-1002
FPDA	XX-0000
XXX	XXXXX
Generation Flex	1859
GoldenSelect Guarantee	GA-GIA-1070
GoldenSelect Guarantee	GA-IA-1070
Guarantee Choice	IU-IA-3036
Heritage	1858
Heritage Vested	1862
Income Outcome Annuity	XX-0000
Xxxxxxxxxxxx	UCSPDA
Interest Builder	1200-1/93
Journey	VI-IA-3165
Lifetime Income	IU-IA-3119
Xxxx XX	UCLIC-AN-1020
MarketSmart	IU-FA-3006
Max	PI-1550
Max Guarantee	1885
MaxSaver	AN-1004
MaxSaver	AN-1008
MaxSaver	PI-2034
Multibuilder	1853
MVA 15	1251-1/93
MVA 200	1300-1/93
MVA 200	93A10
XXX 0	0000-0/00
XXX 0	0000-0/00
XXX 0	MVAIX-1/93
MVA Cornerstone	1250-1/93
MVA Cornerstone	1812-4/96
MYGA/Multiset	1818-4/96
MYGA/Multiset	1825-2/95
MYGA/Multiset (no MVA)	1826-5/95
PotentialPLUS	IU-IA-4040
Protective Life	1840-2/96
Protective Life	1845-2/96
Provider	UCLIC-AN-1007



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



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



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

SCHEDULE II

POLICY EXPENSES

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

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

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

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

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

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

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

SCHEDULE III

INITIAL MODCO ASSETS

See attached.



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XXX0	5,420,203	WASHINGTON ST	900,000	1,076,673	12,332	1,089,005
00000XXX0	5,421,130	WASHINGTON ST	670,000	783,587	8,610	792,196
00000XXX0	5,421,131	WASHINGTON ST	2,800,000	3,278,480	35,980	3,314,460
00000XXX0	5,432,377	CATHOLIC HEALTH INITIATIVES	1,400,000	1,323,535	30,450	1,353,985
00000XXX0	5,436,225	CALIFORNIA POLLUTION CTL FING	1,120,000	1,131,762	18,667	1,150,428
000000XX0	5,436,666	METROPOLITAN WASH D C ARPTS AU	1,400,000	1,425,249	5,833	1,431,082
000000XX0	5,459,630	UTAH ST	10,000,000	10,000,000	117,967	10,117,967
00000XXX0	5,459,634	WASHINGTON ST	5,000,000	4,917,505	64,250	4,981,755
00000XXX0	5,467,371	UNIVERSITY OF CHICAGO	1,400,000	1,400,000	5,146	1,405,146
00000XX00	5,472,006	PENNSYLVANIA ST HIGHER EDL FACS AU	1,610,000	1,943,179	8,440	1,951,620
000000XX0	5,472,139	NEW JERSEY ST XXXX	535,000	690,305	13,261	703,566
000000XX0	5,472,269	MARYLAND ST TRANSN AUTH TRANSN FAC	350,000	432,182	6,713	438,895
00000XXX0	5,476,004	SAN FRANCISCO CA CITY & CNTY WTR	1,535,000	1,920,551	46,050	1,966,601
00000XXX0	5,483,251	CALIFORNIA POLLUTION CTL FING	280,000	287,711	4,667	292,378
00000XXX0	5,483,252	UNIVERSITY CALIF REVS	1,125,000	1,387,075	30,845	1,417,920
00000XXX0	5,484,582	PENNSYLVANIA ST TPK COMMN SPL	350,000	350,000	4,855	354,855
000000XX0	5,484,993	NEW JERSEY ST XXXX	435,000	545,817	10,782	556,599
000000XX0	5,485,221	MET GOVT NASHVILLE & DAVIDSON	1,615,000	2,024,005	36,235	2,060,240
00000XXX0	5,485,222	METRO TRANSIT AUTHORITY NY REV	780,000	930,260	21,116	951,376
00000XXX0	5,485,223	METROPOLITAN TRANSN AUTH N Y REV F	715,000	933,378	22,047	955,425
000000XX0	5,487,337	NEW JERSEY ST XXXX	475,000	594,090	11,773	605,864
000000X00	5,489,121	UNIVERSITY N C CHAPEL HILL REV	1,400,000	1,400,000	22,441	1,422,441
000000XX0	5,506,042	RUTGERS ST UNIV N J	375,000	445,593	10,622	456,215
00000XXX0	5,507,067	PORT AUTH N Y & N J	1,400,000	1,400,000	2,754	1,402,754
000000XX0	5,507,150	OHIO ST UNIV GEN RCPTS	420,000	481,939	8,593	490,532
00000XXX0	5,508,250	SANTA XXXXX VY CALIF TRANSN AUTH S	1,400,000	1,644,550	6,855	1,651,406
00000XXX0	5,510,104	JOBSOHIO BEVERAGE SYS OHIO STA	1,250,000	1,332,912	18,883	1,351,795
0000000X0	5,510,105	NEW YORK ST DORM AUTH ST PERS INCO	1,400,000	1,715,084	9,640	1,724,724
00000XXX0	5,510,352	CENTRAL PUGET SOUND REGL AUTH	1,175,000	1,432,688	32,260	1,464,948
00000XXX0	5,511,230	CENTRAL PUGET SOUND REGL AUTH	290,000	353,915	7,962	361,877
00000XXX0	5,511,234	JOBSOHIO BEVERAGE SYS OHIO STA	280,000	297,952	4,230	302,182
000000XX0	5,511,235	UTAH TRAN AUTH SALES TAX REV	1,820,000	2,308,530	40,820	2,349,350
000000XX0	5,523,472	DALLAS TX AREA RAPID XXXX	420,000	493,818	8,789	502,606
000000X00	5,527,893	LOS ANGELES CALIF DEPT ARPTS ARPT	2,800,000	3,468,628	84,981	3,553,609



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
0000000X0	5,540,146	LOS ANGELES CNTY CALIF MET TRANSN	1,310,000	1,579,530	31,304	1,610,833
00000XXX0	5,540,147	TRIBOROUGH BRDG & TUNL AUTH N Y RE	2,125,000	2,510,558	54,382	2,564,941
00000X0X0	5,541,431	INDIANAPOLIS IND LOC PUB IMPT BD B	1,400,000	1,752,627	24,750	1,777,377
00000XXX0	5,541,978	COLORADO BRDG ENTERPRISE REV	710,000	907,566	17,981	925,547
0000000X0	5,544,775	LOS ANGELES CNTY CALIF MET TRANSN	700,000	853,314	16,727	870,041
000000XX0	5,561,349	INDIANA ST FIN AUTH REV	1,400,000	1,878,030	23,086	1,901,116
000000X00	5,561,656	MET GOVT NASHVILLE & DAVIDSON	3,080,000	4,028,033	67,431	4,095,464
00000XXX0	5,564,621	QUEENS HEALTH SYSTEMS	1,350,000	1,350,000	20,088	1,370,088
00000XXX0	5,580,653	OREGON ST	280,000	331,861	6,874	338,735
00000XX00	5,580,656	OREGON ST DEPT ADMINISTRATIVE	290,000	291,881	660	292,541
000000XX0	5,584,024	MARYLAND ST TRANSN AUTH TRANSN FAC	1,780,000	2,092,063	34,342	2,126,405
000000XX0	5,584,907	NEW YORK ST TWY AUTH SECOND GEN HW	270,000	323,448	1,324	324,771
00000XXX0	5,588,357	TEXAS TRANSN COMMN ST HWY FD REV	1,375,000	1,607,950	5,933	1,613,883
000000XX0	5,594,941	SEATTLE WASH WTR SYS REV	430,000	506,376	5,934	512,310
00000XXX0	5,597,170	MASSACHUSETTS ST	1,320,000	1,478,772	30,888	1,509,660
00000XXX0	5,599,298	METRO WASTEWTR RECLAMATION DIST CO	945,000	1,123,595	4,548	1,128,142
000000XX0	5,613,820	XXXXXX XXXXX & WHITE HOLDINGS	430,000	430,000	6,137	436,137
000000XX0	5,620,338	NEW YORK ST TWY AUTH SECOND GEN HW	540,000	647,156	2,647	649,803
000000XX0	5,620,339	NEW YORK ST TWY AUTH SECOND GEN HW	270,000	323,189	1,324	324,513
000000XX0	5,628,374	PORT CORPUS XXXXXXX XXXX TEX N	675,000	675,000	11,635	686,635
000000XX0	5,630,932	FLORIDA ST MID-BAY BRIDGE AUTH	488,793	488,793	1,541	490,334
000000XX0	5,635,307	PHOENIX AZ SERIES A	335,000	382,938	5,884	388,822
00000XXX0	5,635,478	NEW YORK N Y CITY TRANSITIONAL	2,700,000	2,603,185	22,275	2,625,460
000000XX0	5,642,322	NEW YORK ST TWY AUTH SECOND GEN HW	1,660,000	1,941,933	8,138	1,950,071
00000XXX0	5,642,932	METRO WASTEWTR RECLAMATION DIST CO	295,000	341,291	1,420	342,710
000000X00	5,643,488	ALASKA ST	660,000	772,895	9,144	782,039
00000XXX0	5,643,519	COMMUNITY HEALTH NETWORK	1,755,000	1,755,000	37,180	1,792,180
0000000X0	5,645,410	TENNESSEE ST SCH BD AUTH	2,700,000	2,958,591	16,726	2,975,316
000000XX0	5,645,761	MECKLENBURG CNTY N C	2,700,000	2,763,409	9,785	2,773,194
00000XX00	5,646,501	OREGON ST	810,000	922,422	10,797	933,220
000000XX0	5,646,670	OHIO STATE	790,000	911,490	7,192	918,682
000000XX0	5,656,492	AUSTIN TEX ELEC UTIL SYS REV	270,000	302,100	6,935	309,035
00000XXX0	5,656,910	INDIANA ST FIN AUTH REV	900,000	900,000	11,816	911,816
000000X00	5,657,581	ALASKA ST	405,000	476,197	5,611	481,808



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000X00	5,657,582	ALASKA ST	440,000	517,841	6,096	523,938
000000XX0	5,660,804	CONTRA COSTA CALIF CMNTY COLLEGE D	1,350,000	1,608,998	21,951	1,630,949
00000XXX0	5,660,805	CUYAHOGA CNTY OHIO	1,350,000	1,583,197	33,941	1,617,139
00000X0X0	5,660,806	KY ST PPTY & BLDG COMMN REV	1,350,000	1,532,161	41,546	1,573,707
00000XXX0	5,660,807	NORTH CAROLINA EASTN MUN PWR A	1,350,000	1,350,000	18,261	1,368,261
00000XXX0	5,662,034	TUOLUMNE WIND PROJ AUTH CALIF REV	2,700,000	3,205,524	62,262	3,267,786
00000XXX0	5,662,162	AMERICAN MUN PWR OHIO INC REV	2,700,000	3,169,831	36,617	3,206,448
0000000X0	5,662,163	PORT HOUSTON AUTH XXX XXXXXX C	270,000	270,000	800	270,800
000000XX0	5,665,954	HONOLULU HAWAII CITY & CNTY WA	510,000	510,000	5,981	515,981
000000XX0	5,665,955	HONOLULU HAWAII CITY & CNTY WA	540,000	540,000	6,962	546,962
000000XX0	5,665,956	HONOLULU HAWAII CITY & CNTY WA	435,000	435,000	5,826	440,826
000000XX0	5,668,326	PALM BEACH CNTY FLA SCH BRD CT	1,305,000	1,452,377	17,618	1,469,994
000000XX0	5,668,327	PUBLIC PWR GENERATION AGY NEB REV	2,700,000	3,153,377	65,178	3,218,555
000000X00	5,671,250	LOS ANGELES CALIF UNI SCH DIST	2,025,000	2,362,789	40,372	2,403,161
000000X00	5,677,576	TEXAS A & M UNIV PERM UNIV FD	1,495,000	1,488,774	17,815	1,506,590
000000XX0	5,677,815	MASSACHUSETTS BAY TRANSN AUTH MASS	2,700,000	3,217,037	51,921	3,268,958
000000XX0	5,678,767	DENVER COLO PUB SCHS CTFS PARTN	1,350,000	1,774,240	35,787	1,810,027
00000XXX0	5,678,976	DISTRICT COLUMBIA INCOME TAX	870,000	1,046,193	20,267	1,066,460
00000XXX0	5,678,977	NEBRASKA PUB PWR DIST REV	405,000	451,226	7,321	458,547
00000XXX0	5,678,978	OREGON ST DEPT TRANSN HWY USER TAX	675,000	846,481	18,158	864,640
00000XXX0	5,678,979	OREGON ST DEPT TRANSN HWY USER TAX	320,000	401,208	8,608	409,817
000000XX0	5,681,847	HILLSBOROUGH CNTY FLA AVIATION	2,700,000	2,700,000	10,352	2,710,352
00000XXX0	5,681,848	OMAHA NEB SPL OBLIG	1,190,000	1,319,993	19,040	1,339,033
00000XXX0	5,682,005	UNIVERSITY OF CHICAGO	1,350,000	1,350,000	4,412	1,354,412
000000XX0	5,682,847	XXXX-MARIETTA GA COLISEUM & EX	2,455,000	2,446,174	27,414	2,473,588
000000XX0	5,691,742	KENTUCKY ST TPK AUTH ECONOMIC DEV	405,000	435,732	7,079	442,811
000000XX0	5,691,743	UNIVERSITY MINN	425,000	427,656	4,291	431,948
000000XX0	5,691,744	UNIVERSITY MINN	395,000	397,186	3,840	401,026
000000XX0	5,691,846	MET GOVT NASHVILLE & DAVIDSON	405,000	465,588	7,704	473,293
000000XX0	5,692,596	DENVER COLO PUB SCHS CTFS PARTN	1,350,000	1,752,905	35,787	1,788,692
00000XXX0	5,693,804	PORTSMOUTH VA	1,385,000	1,359,933	11,080	1,371,013
00000XXX0	5,695,356	REGIONAL TRANSN DIST COLO CTFS PAR	1,350,000	1,670,656	43,155	1,713,811



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	5,696,705	MICHIGAN ST	2,700,000	2,661,846	43,575	2,705,421
00000XXX0	5,696,866	SACRAMENTO CALIF PUB FING AUTH	480,000	480,000	1,598	481,598
00000XXX0	5,697,055	SUMTER LANDING CMNTY DEV DIST	1,350,000	1,350,000	4,939	1,354,939
000000XX0	5,700,784	FRANKLIN CNTY OHIO CONVENTION FACS	430,000	510,208	11,718	521,925
00000X0X0	5,700,785	INDIANAPOLIS IND LOC PUB IMPT BD B	745,000	915,986	13,416	929,403
000000XX0	5,700,786	WISCONSIN ST GEN FD ANNUAL APPROPR	1,730,000	1,946,375	49,305	1,995,680
00000XXX0	5,706,764	MIAMI-DADE CNTY FLA EDL FACS A	1,650,000	1,650,000	6,975	1,656,975
000000XX0	5,708,444	GRANT CNTY WASH PUB UTIL DIST	270,000	270,000	4,126	274,126
000000XX0	5,708,445	RUTGERS ST UNIV N J	2,700,000	3,128,829	76,478	3,205,306
000000XX0	5,708,667	DIGNITY HEALTH	1,375,000	1,418,697	36,211	1,454,908
0000000X0	5,708,668	HOUSTON TEX UTIL SYS REV	595,000	618,239	10,503	628,742
00000XXX0	5,708,669	XXXXXX FOUNDATION HOSPITALS	2,465,000	2,513,050	7,190	2,520,240
000000X00	5,708,864	MARYLAND ST HEALTH & HIGHER ED	270,000	270,000	2,076	272,076
000000X00	5,708,865	MARYLAND ST HEALTH & HIGHER ED	270,000	270,000	2,403	272,403
000000XX0	5,709,310	CALIFORNIA ST PUB WKS BRD	2,700,000	3,740,143	18,812	3,758,955
000000XX0	5,709,311	METROPOLITAN WASH D C ARPTS AUTH D	1,350,000	1,759,978	8,395	1,768,373
000000XX0	5,709,649	CHICAGO ILL WASTEWATER TRANSMI	405,000	405,000	8,157	413,157
000000XX0	5,709,650	XXXXXXX CLINIC FOUNDATION	545,000	571,572	14,819	586,392
00000XXX0	5,711,242	JEA FLA ELEC SYS REV	515,000	621,137	2,749	623,886
000000X00	5,711,731	LONG ISLAND PWR AUTH N Y ELECSYS R	490,000	554,600	14,333	568,932
000000X00	5,711,909	CALIFORNIA STATEWIDE CMNTYS DE	295,000	379,432	10,270	389,702
000000XX0	5,711,910	MET GOVT NASHVILLE & DAVIDSON	280,000	353,756	6,282	360,038
000000XX0	5,712,559	XXXXXXX CLINIC FOUNDATION	1,350,000	1,422,415	36,709	1,459,123
000000XX0	5,712,560	UNIVERSITY MISS EDL BLDG CORP	605,000	605,000	13,467	618,467
000000XX0	5,712,710	TOLEDO HOSPITAL	1,050,000	1,083,619	24,121	1,107,740
00000XXX0	5,712,877	SUMTER LANDING CMNTY DEV DIST	720,000	722,324	3,030	725,354
000000XX0	5,715,820	NORTHERN CALIF PWR AGY REV	270,000	330,607	8,225	338,832
000000XX0	5,715,821	PROVIDENCE HEALTH & SERVICES	1,350,000	1,438,113	4,926	1,443,040
000000XX0	5,715,936	SHREVEPORT LA ARPT SYS REV	470,000	470,000	7,833	477,833
00000XXX0	5,722,100	LOS ANGELES CNTY CALIF PUB WKS FIN	420,000	526,292	7,862	534,154
000000X00	5,722,205	LOS ANGELES CALIF MUN IMPT COR	270,000	270,000	4,849	274,849
000000XX0	5,722,285	GRAND PRAIRIE TEX SALES TAX RE	1,350,000	1,350,000	22,644	1,372,644
00000XXX0	5,723,057	ILLINOIS ST FIN AUTH REVENUE	1,350,000	1,480,511	28,287	1,508,798



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000X00	5,723,346	GARDEN GROVE CALIF UNI SCH DIST	1,350,000	1,620,669	20,689	1,641,357
00000XXX0	5,723,819	ORANGE CNTY CALIF SANTN WASTEW	295,000	372,160	4,720	376,880
00000XXX0	5,725,819	LOS ANGELES CNTY CALIF PUB WKS FIN	970,000	1,319,380	18,474	1,337,854
000000XX0	5,726,185	LOS ANGELES CALIF UNI SCH DIST	1,125,000	1,308,097	21,581	1,329,679
000000XX0	5,726,186	MIAMI BEACH FLA REDEV AGY TAX	270,000	270,000	2,489	272,489
00000XXX0	5,726,187	MISSOURI ST HEALTH & EDL FACS	270,000	270,000	1,070	271,070
00000XXX0	5,726,188	PHILADELPHIA PA AUTH FOR INDL	1,350,000	1,337,008	2,378	1,339,386
00000XXX0	5,726,321	INDUSTRY CALIF SALES TAX REV	635,000	622,249	10,848	633,097
00000XXX0	5,736,040	OREGON ST	270,000	314,599	6,629	321,227
00000XXX0	5,736,042	WEST VA HIGHER ED POL COMMN REV	270,000	371,598	1,721	373,320
00000XXX0	5,736,362	BURBANK CALIF WTR & PWR ELEC REV	540,000	649,214	14,227	663,441
00000XXX0	5,737,096	LOS ANGELES CNTY CALIF PUB WKS FIN	485,000	669,207	9,237	678,443
000000XX0	5,737,533	PASADENA CALIF PUB FING AUTH LEASE	430,000	561,419	5,123	566,541
0000000X0	5,737,633	XXXXXX CNTY GA DEV AUTH REV	460,000	460,000	2,041	462,041
0000000X0	5,737,634	XXXXXX CNTY GA DEV AUTH REV	345,000	345,000	1,578	346,578
00000XXX0	5,738,287	LOS ANGELES CNTY CALIF PUB WKS FIN	300,000	416,329	5,714	422,042
000000XX0	5,738,288	PHOENIX AZ SERIES A	1,350,000	1,567,919	23,711	1,591,630
000000XX0	5,738,436	DALLAS TEX INDPT SCH DIST	1,350,000	1,430,031	14,390	1,444,421
000000XX0	5,738,437	DALLAS TEX CONVENTION CTR HOTEL DE	1,645,000	2,088,143	38,866	2,127,009
000000XX0	5,739,986	CINCINNATI OHIO	595,000	595,000	10,884	605,884
00000XXX0	5,740,859	LOS ANGELES CNTY CALIF PUB WKS FIN	295,000	410,145	5,618	415,763
00000XXX0	5,752,994	CALIFORNIA ST UNIV REV	435,000	549,517	14,103	563,619
000000XX0	5,752,995	INDIANA MUNI POWER	405,000	478,786	7,552	486,338
000000XX0	5,753,134	TAMPA BAY WTR FLA A REGL WTR S	675,000	675,000	2,029	677,029
000000XX0	5,753,180	CLEBURNE TEX	335,000	335,000	3,136	338,136
000000XX0	5,753,210	INDIANA MUNI POWER	620,000	737,674	11,561	749,235
000000XX0	5,753,211	XXXXXX CNTY KY INDL BLDG REVENUE	810,000	810,000	14,840	824,840
00000XXX0	5,755,318	SAN DIEGO CNTY CALIF REGL ARPT	2,700,000	2,900,998	50,346	2,951,344
000000XX0	5,755,798	INDIANA MUNI POWER	1,350,000	1,618,656	25,173	1,643,829
00000XXX0	5,755,799	LOS ANGELES CNTY CALIF PUB WKS FIN	295,000	415,775	5,618	421,393
000000XX0	5,755,800	MASSACHUSETTS ST SCH BLDG AUTH DED	810,000	937,669	16,732	954,401
00000XXX0	5,755,919	METROPOLITAN TRANSN AUTH N Y REV F	1,620,000	2,041,606	48,914	2,090,519
000000XX0	5,758,930	ALAMEDA CNTY CALIF JT PWRS AUTH LE	160,000	217,536	4,697	222,233
000000XX0	5,758,931	ALAMEDA CNTY CALIF JT PWRS AUTH LE	85,000	115,654	2,495	118,150



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	5,758,932	CALIFORNIA ST PUB WKS BRD	95,000	134,000	000	000,636
00000XXX0	5,758,933	SAN FRANCISCO CALIF CITY & CNTY PU	280,000	387,198	9,730	396,928
00000XXX0	5,758,934	WASHINGTON ST CONVENTION CTR PUB F	110,000	136,901	2,490	139,391
000000XX0	5,759,072	ALAMEDA CNTY CALIF JT PWRS AUTH LE	280,000	380,298	8,220	388,518
000000XX0	5,759,432	OREGON HEALTH SCIENCES UNIV RE	125,000	136,331	2,083	138,414
000000XX0	5,759,797	ALAMEDA CNTY CALIF JT PWRS AUTH LE	210,000	288,090	6,165	294,255
000000XX0	5,765,691	COLORADO ST CRFS PARTN	70,000	88,026	577	88,603
00000XXX0	5,765,693	UNIVERSITY CALIF REVS	230,000	284,801	6,306	291,107
00000X0X0	5,765,753	SAN ANTONIO TX WTR REVENUE	95,000	95,000	1,404	96,404
000000XX0	5,765,789	ALAMEDA CNTY CALIF JT PWRS AUTH LE	115,000	158,455	3,376	161,831
00000XXX0	5,765,790	MASSACHUSETTS ST	135,000	150,869	1,519	152,388
000000XX0	5,765,791	MICHIGAN ST UNIV REVS FORMERLY MIC	580,000	689,241	7,559	696,800
00000XXX0	5,766,551	MARYLAND ST TRANSN AUTH LTD	70,000	83,942	1,552	85,493
00000XXX0	5,766,806	BAYLOR COLLEGE OF MEDICINE	210,000	232,335	5,092	237,427
00000XXX0	5,766,807	BAYLOR COLLEGE OF MEDICINE	140,000	154,984	3,395	158,379
0000000X0	5,766,808	MAINE HEALTH & HIGHER EDL FACS	100,000	133,591	2,222	135,814
000000XX0	5,766,925	COLORADO SCH MINES ENTERPRISES REV	210,000	266,190	5,504	271,694
00000XXX0	5,769,541	INSTITUTE FOR ADVANCED STUDY	210,000	218,115	3,845	221,959
00000XXX0	5,782,231	ALLINA HEALTH SYSTEM	350,000	382,615	7,755	390,369
00000XXX0	5,782,412	ALLINA HEALTH SYSTEM	95,000	103,227	2,105	105,332
000000XX0	5,782,413	INDIANA ST FIN AUTH REV	70,000	91,675	1,154	92,829
00000XXX0	5,782,414	INSTITUTE FOR ADVANCED STUDY	70,000	72,705	1,282	73,987
000000XX0	5,782,416	PENNSYLVANIA ST TPK COMMN TPK REV	350,000	437,404	8,110	445,514
000000XX0	5,783,212	MAYO CLINIC	385,000	385,000	7,328	392,328
000000XX0	5,785,779	MET GOVT NASHVILLE & DAVIDSON	140,000	140,000	1,891	141,891
00000XXX0	5,785,780	SANTA XXXXX VY CALIF WTR DIST	175,000	175,000	3,175	178,175
00000XXX0	5,785,891	INSTITUTE FOR ADVANCED STUDY	70,000	71,274	1,252	72,527
00000XXX0	5,786,468	BOSTON MEDICAL CENTER	170,000	170,000	2,561	172,561
00000XXX0	5,786,592	BOSTON MEDICAL CENTER	75,000	76,566	1,130	77,696
00000XXX0	5,786,593	BOSTON MEDICAL CENTER	105,000	107,229	1,582	108,811
000000XX0	5,796,527	HAWAII ST	185,000	185,000	447	185,447
00000XXX0	5,798,174	CATHOLIC HEALTH INITIATIVES	800,000	852,471	8,400	860,871
00000XXX0	5,798,836	BOSTON MEDICAL CENTER	300,000	313,158	4,519	317,677
000000XX0	5,798,837	MET GOVT NASHVILLE & DAVIDSON	350,000	366,521	4,729	371,249
000000XX0	5,798,838	MET GOVT NASHVILLE & DAVIDSON	370,000	387,204	4,999	392,203



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	5,798,840	XXXXXX CNTY KY INDL BLDG REVENUE	70,000	74,053	1,282	75,336
000000XX0	5,801,357	MICHIGAN ST UNIV REVS FORMERLY MIC	20,000	24,011	261	24,272
00000XXX0	5,801,358	NEW YORK N Y CITY TRANSITIONAL	350,000	366,698	3,063	369,760
00000XXX0	5,801,359	TRUSTEES OF DARTMOUTH COLLEGE	210,000	211,355	3,040	214,395
000000XX0	5,801,926	METROPOLITAN WASH D C ARPTS AUTH D	1,190,000	1,715,108	7,400	1,722,508
000000XX0	5,801,927	XXXXXXX CLINIC FOUNDATION	210,000	253,183	5,710	258,893
00000XXX0	5,805,128	ASCENSION HEALTH ALLIANCE	368,000	368,000	6,694	374,694
00000XXX0	5,805,289	ASCENSION HEALTH ALLIANCE	140,000	142,388	2,547	144,935
000000XX0	5,805,290	METROPOLITAN WASH D C ARPTS AUTH D	210,000	304,606	1,306	305,912
00000XXX0	5,805,291	UNIVERSITY CALIF REVS FOR PREV	370,000	384,062	5,767	389,829
00000XXX0	5,805,593	BOSTON MEDICAL CENTER	260,000	276,945	3,916	280,861
00000XXX0	5,812,576	PARTNERS HEALTHCARE SYSTEM INC	350,000	371,337	4,803	376,141
000000XX0	5,812,775	THE NEW YORK PRESBYTERIAN HOSPITAL	420,000	442,345	4,225	446,570
000000XX0	5,812,776	XXXXXXX CLINIC FOUNDATION	350,000	430,298	9,517	439,815
000000XX0	5,812,778	XXXXXX CNTY KY INDL BLDG REVENUE	510,000	538,454	9,344	547,797
000000XX0	5,812,779	XXXXXX CNTY KY INDL BLDG REVENUE	170,000	179,196	3,115	182,311
000000XX0	5,813,597	ST XXXXXXXX CNTY N Y INDL DEV	280,000	280,000	4,134	284,134
00000XXX0	5,813,847	OREGON ST	680,000	847,499	16,694	864,193
000000XX0	5,814,374	TOLEDO HOSPITAL	2,330,000	2,833,644	53,526	2,887,170
00000XXX0	5,816,587	ASCENSION HEALTH ALLIANCE	190,000	198,093	3,456	201,549
000000XX0	5,816,588	ST XXXXXXXX CNTY N Y INDL DEV	420,000	442,399	6,201	448,599
000000XX0	5,816,878	KANSAS ST DEPT TRANSN HWY REV	350,000	406,306	2,681	408,987
00000XXX0	5,817,807	SANTA XXXXX VY CALIF TRANSN AUTH S	450,000	556,273	2,204	558,477
000000XX0	5,817,808	SOUTHERN BAPTIST HOSPITA	140,000	163,522	2,002	165,524
00000XXX0	5,820,991	PARTNERS HEALTHCARE SYSTEM INC	210,000	222,369	2,882	225,251
September 15, 2015	5,827,530	UNIVERSITY TEX UNIV REVS	490,000	591,511	5,269	596,780
000000XX0	5,827,733	KANSAS ST DEPT TRANSN HWY REV	250,000	291,506	1,915	293,421
00000XXX0	5,827,838	CENTRAL PUGET SOUND REGL AUTH	170,000	223,551	4,667	228,219
00000X0X0	5,827,840	NEW YORK N Y CITY TRANSITIONAL FIN	110,000	140,213	3,065	143,277
000000X00	5,828,592	NEW JERSEY ST TPK AUTH TPK REV	120,000	176,517	2,841	179,358
000000X00	5,828,593	NEW JERSEY ST TPK AUTH TPK REV	130,000	191,155	3,078	194,232
00000XXX0	5,828,594	TEXAS TRANSN COMMN ST HWY FD REV	350,000	428,979	1,510	430,489



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XXX0	5,828,744	INDIANA ST FIN AUTH REV	110,000	110,000	1,033	111,033
00000XXX0	5,828,745	METROPOLITAN TRANSN AUTH N Y XXXXX	230,000	353,365	7,780	361,146
000000XX0	5,828,746	W PALM BEACH FL	100,000	100,000	218	100,218
000000XX0	5,829,180	EAST BATON ROUGE LA SEW COMMN	350,000	368,439	3,500	371,939
000000XX0	5,832,080	METROPOLITAN WASH D C ARPTS AUTH D	250,000	380,302	1,555	381,856
00000XXX0	5,832,231	SANTA XXXXX VY CALIF WTR DIST	180,000	190,206	3,266	193,471
00000XXX0	5,832,860	XXXXXX FOUNDATION HOSPITALS	100,000	104,787	292	105,079
00000XXX0	5,833,129	DALLAS TEX WTRWKS & SWR SYS RE	350,000	350,000	755	350,755
000000XX0	5,836,870	XXXXXXX CLINIC FOUNDATION	70,000	89,029	1,903	90,933
00000XXX0	5,836,871	TEXAS A & M UNIV REV	350,000	350,000	4,532	354,532
000000XX0	5,843,042	SOUTH CAROLINA ST PUB SVCS AUT	350,000	350,000	3,483	353,483
000000XX0	5,843,674	SEATTLE WASH MUN LT & PWR REV	250,000	313,984	3,594	317,578
000000XX0	5,843,675	SOUTH CAROLINA ST PUB SVCS AUT	170,000	171,453	1,692	173,144
000000XX0	5,843,676	UNIVERSITY MINN	310,000	375,061	3,850	378,911
000000X00	5,843,776	NEW JERSEY ST TPK AUTH TPK REV	100,000	152,206	2,367	154,573
000000XX0	5,843,777	TRINITY HEALTH CORP	70,000	79,964	1,203	81,167
000000XX0	5,843,778	UNIVERSITY MASS BLDG AUTH PROJ REV	460,000	613,716	12,535	626,251
00000XXX0	5,845,311	JOBSOHIO BEVERAGE SYS OHIO STA	710,000	795,445	9,431	804,876
00000XX00	5,845,588	NEW YORK N Y CITY TRANSITIONAL	980,000	969,580	10,535	980,115
00000X0X0	5,848,331	OHIO ST HIGHER EDL FAC COMMN R	70,000	73,836	858	74,695
00000X0X0	5,848,332	OHIO ST HIGHER EDL FAC COMMN R	70,000	75,113	898	76,011
00000XXX0	5,848,488	MISSISSIPPI DEV BK SPL OBLIG	350,000	350,000	1,887	351,887
00000XXX0	5,848,489	MISSISSIPPI DEV BK SPL OBLIG	350,000	350,000	2,062	352,062
00000XXX0	5,848,606	JEA FLA WTR & SWR SYS REV	160,000	211,958	828	212,786
000000XX0	5,848,607	OREGON HEALTH SCIENCES UNIV RE	70,000	84,790	1,167	85,956
000000XX0	5,848,608	TOLEDO HOSPITAL	90,000	112,121	2,068	114,188
00000XXX0	5,851,557	METROPOLITAN TRANSN AUTH N Y REV F	440,000	589,696	13,663	603,359
00000XXX0	5,851,558	TEXAS TRANSN COMMN ST HWY FD REV	90,000	112,292	388	112,680
000000XX0	5,851,769	TENNESSEE ST	180,000	180,000	975	180,975
000000XX0	5,851,770	TENNESSEE ST	190,000	190,000	1,076	191,076
00000XXX0	5,852,590	PORT AUTH N Y & N J	140,000	185,178	3,523	188,701
00000XXX0	5,863,404	CATHOLIC HEALTH INITIATIVES	1,000,000	1,068,051	10,500	1,078,551
000000XX0	5,863,407	WISCONSIN ST GEN FD ANNUAL APPROPR	110,000	129,600	3,135	132,735
00000XX00	5,865,107	MIAMI-DADE CNTY FLA AVIATION R	200,000	202,846	451	203,297



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	5,865,108	UNIV CALIF REGTS MED CTR XXXXX	70,000	70,000	1,062	71,062
00000XXX0	5,865,287	PANHANDLE TEX ECONOMIC DEV COR	360,000	360,000	4,224	364,224
00000XX00	5,865,288	PENNSYLVANIA ST HIGHER EDL FAC	350,000	434,381	1,791	436,172
000000XX0	5,865,289	UNIVERSITY OF SOUTHERN CALIFORNIA	700,000	700,000	1,766	701,766
00000XXX0	5,866,812	WASHINGTON BIOMEDICAL XXXX FACS 3	420,000	546,077	8,982	555,059
000000X00	5,867,474	HONOLULU HAWAII CITY & CNTY WA	70,000	70,000	607	70,607
0000000X0	5,869,173	HOUSTON TEX UTIL SYS REV	80,000	89,373	1,412	90,785
000000XX0	5,869,174	METROPOLITAN WASH D C ARPTS AUTH D	350,000	549,039	2,176	551,215
000000XX0	5,871,003	NEW JERSEY ST EDL FACS AUTH RE	310,000	310,000	3,326	313,326
000000XX0	5,871,004	NEW JERSEY ST EDL FACS AUTH RE	350,000	350,000	3,872	353,872
00000XXX0	5,871,344	PREMIER HEALTH PARTNERS	430,000	430,000	5,772	435,772
00000XXX0	5,874,993	HEALTH CARE AUTH FOR BAPTIST H	370,000	446,743	9,384	456,127
00000XXX0	5,881,066	NEW YORK N Y	70,000	93,392	1,746	95,137
00000XXX0	5,882,887	ASCENSION HEALTH ALLIANCE	350,000	385,957	6,367	392,324
00000XXX0	5,882,888	NEW YORK ST ENVIRONMENTAL FACS	70,000	70,655	550	71,205
000000XX0	5,882,889	VIRGINIA COMWLTH TRANSN BRD TRANSN	150,000	191,214	3,700	194,915
0000000X0	5,882,947	UNIVERSITY TEX UNIV REVS	70,000	82,613	686	83,299
000000XX0	5,883,581	XXXXXXX CLINIC FOUNDATION	630,000	810,749	17,131	827,880
00000XX00	5,883,698	MIAMI-DADE CNTY FLA AVIATION R	180,000	180,622	533	181,156
000000XX0	5,883,699	RUTGERS ST UNIV N J	80,000	99,977	2,266	102,243
000000XX0	5,891,068	NORTHWELL HEALTHCARE INC	500,000	500,000	9,948	509,948
000000XX0	5,902,447	FOOTHILL-DE ANZA CALIF CMNTY C	490,000	485,762	3,948	489,711
0000000X0	5,902,448	HONOLULU HAWAII CITY & CNTY	100,000	100,000	210	100,210
000000X00	5,902,449	UNIVERSITY ARK UNIV REV	140,000	140,000	486	140,486
000000XX0	5,903,368	CHICAGO ILL O HARE INTL ARPT REV	80,000	111,610	1,705	113,315
000000XX0	5,903,369	PRESIDENT AND FELLOWS OF HARVARD C	460,000	459,230	4,267	463,496
000000XX0	5,903,866	KANSAS ST DEPT TRANSN HWY REV	40,000	47,319	306	47,626
000000XX0	5,903,867	NEW JERSEY ST EDL FACS AUTH RE	80,000	79,661	858	80,519
000000XX0	5,903,868	NEW JERSEY ST EDL FACS AUTH RE	90,000	89,593	996	90,589
000000XX0	5,904,185	FOOTHILL-DE ANZA CALIF CMNTY C	140,000	138,771	1,128	139,899
000000X00	5,904,186	NEW JERSEY ST TPK AUTH TPK REV	240,000	353,604	5,682	359,285
00000XXX0	5,904,506	CENTRAL PUGET SOUND REGL AUTH	90,000	118,629	2,471	121,100



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	5,906,695	IOWA STUDENT LN LIQUIDITY CORP	540,000	540,000	7,369	547,369
00000XX00	5,906,696	NEBRASKA PUB PWR DIST REV	70,000	70,000	619	70,619
000000XX0	5,906,697	ONTARIO CALIF INTL ARPT AUTH R	300,000	300,000	4,009	304,009
00000XXX0	5,910,728	MARYLAND ST TRANSN AUTH LTD	50,000	62,842	1,108	63,950
000000XX0	5,910,729	MET GOVT NASHVILLE & DAVIDSON	210,000	210,000	515	210,515
000000XX0	5,910,730	MET GOVT NASHVILLE & DAVIDSON	120,000	120,000	299	120,299
00000XX00	5,910,731	NEW YORK N Y	420,000	444,476	6,563	451,038
00000XXX0	5,910,732	NORTH TEX TWY AUTH REV	600,000	788,429	12,615	801,044
00000XXX0	5,917,351	TRIBOROUGH BRDG & TUNL AUTH N Y RE	500,000	626,056	12,796	638,852
00000XXX0	5,917,724	NEW YORK ST DORM AUTH REVS NON	160,000	160,000	1,611	161,611
00000XXX0	5,917,847	NEW YORK ST DORM AUTH REVS NON	170,000	170,000	1,796	171,796
000000XX0	5,917,955	XXXXX XXXXXXX HEALTH SYSTEM CORP	90,000	90,000	1,592	91,592
00000XXX0	5,917,956	SUMTER LANDING CMNTY DEV DIST	350,000	350,000	1,217	351,217
00000XXX0	5,918,750	RWJ BARNABAS HEALTH INC	700,000	700,000	6,893	706,893
000000XX0	5,920,136	VIRGINIA PORT AUTH PORT FAC RE	210,000	207,024	2,446	209,470
000000XX0	5,920,137	VIRGINIA PORT AUTH PORT FAC RE	280,000	275,775	3,354	279,129
000000XX0	5,920,138	VIRGINIA PORT AUTH PORT FAC RE	150,000	147,607	1,847	149,454
00000XXX0	5,922,141	WASHINGTON BIOMEDICAL XXXX FACS 3	170,000	212,368	3,636	216,003
000000XX0	5,923,015	VIRGINIA COMWLTH TRANSN BRD TRANSN	1,360,000	1,625,100	33,550	1,658,650
0000000X0	5,926,636	MISSISSIPPI ST	270,000	322,598	7,081	329,679
000000XX0	5,933,127	DALLAS TX AREA RAPID XXXX	220,000	253,241	4,604	257,844
00000XXX0	5,933,128	PANHANDLE TEX ECONOMIC DEV COR	320,000	303,718	3,755	307,472
000000XX0	5,933,361	DALLAS TX AREA RAPID XXXX	10,000	11,566	209	11,775
000000X00	5,933,362	TEXAS ST	700,000	719,957	2,239	722,196
000000XX0	5,933,447	WISCONSIN ST GEN FD ANNUAL APP	350,000	320,170	5,765	325,934
00000XXX0	5,933,528	ARIZONA BRD REGENTS ARIZ ST UNIV S	100,000	121,169	2,068	123,237
00000XX00	5,934,430	MIAMI-DADE CNTY FLA AVIATION R	310,000	289,087	996	290,083
000000XX0	5,934,520	SOUTH CAROLINA ST PUB SVCS AUT	210,000	225,889	3,982	229,871
000000XX0	5,934,771	MASSACHUSETTS BAY TRANSN AUTH MASS	380,000	454,122	7,307	461,429
00000XXX0	5,935,664	MISSOURI ST HEALTH & EDL FACS	1,050,000	1,015,776	10,731	1,026,507
000000XX0	5,954,181	UNIVERSITY PITTSBURGH PA HIGHE	210,000	210,000	933	210,933
000000XX0	5,955,199	TEXAS ST	350,000	447,614	1,609	449,224



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000X00	5,955,375	NJ ST TPK AUTH	290,000	421,202	7,167	428,369
00000XXX0	5,955,376	NEW YORK N Y	110,000	137,407	2,743	140,150
00000X0X0	5,955,377	NEW YORK N Y CITY TRANSITIONAL FIN	140,000	170,858	3,900	174,759
000000XX0	5,955,378	SOUTH CAROLINA ST PUB SVCS AUT	530,000	549,655	10,534	560,189
000000XX0	5,955,791	WISCONSIN ST GEN FD ANNUAL APP	350,000	350,000	6,920	356,920
00000X0X0	5,955,950	INDIANAPOLIS IND LOC PUB IMPT BD B	170,000	218,557	3,061	221,618
000000XX0	5,958,021	PALM DESERT CALIF REDEV AGY SU	140,000	138,252	365	138,617
00000XXX0	5,958,135	SAN DIEGO CALIF REDEV AGY SUCC	70,000	69,045	350	69,395
000000XX0	5,958,136	WISCONSIN ST GEN FD ANNUAL APP	350,000	349,849	6,920	356,768
000000XX0	5,958,137	WISCONSIN ST GEN FD ANNUAL APP	70,000	69,978	1,384	71,362
00000XXX0	5,958,658	PORT XXXXXX ORE TRANSMISSION F	70,000	72,286	411	72,697
00000XXX0	5,958,843	HILLSBOROUGH CNTY FLA FOURTH C	320,000	320,000	1,133	321,133
000000XX0	5,958,844	HONOLULU HAWAII CITY & CNTY	370,000	449,533	8,661	458,194
000000XX0	5,958,845	WISCONSIN ST GEN FD ANNUAL APP	140,000	140,882	2,768	143,650
000000XX0	5,958,846	WISCONSIN ST GEN FD ANNUAL APP	280,000	281,591	5,536	287,127
000000XX0	5,962,086	DENVER COLO PUB SCHS CTFS PARTN	350,000	460,833	9,278	470,111
00000XXX0	5,962,308	PORT AUTH N Y & N J	290,000	350,986	7,298	358,284
00000X0X0	5,962,693	INDIANAPOLIS IND LOC PUB IMPT BD B	350,000	440,327	6,303	446,630
00000XXX0	5,962,847	DISTRICT COLUMBIA INCOME TAX REV	390,000	439,802	8,119	447,920
000000XX0	5,962,848	DISTRICT COLUMBIA WTR & SWR AUTH P	320,000	387,161	1,473	388,634
000000XX0	5,968,582	DISTRICT COLUMBIA WTR & SWR AUTH P	40,000	48,097	184	48,281
0000000X0	5,968,798	SOUTH CAROLINA ST PUB SVC AUTH REV	180,000	205,272	3,444	208,716
00000XXX0	5,968,993	TRIBOROUGH BRDG & TUNL AUTH N Y RE	150,000	178,318	3,839	182,157
00000XXX0	5,970,000	AMERICAN MUN PWR OHIO INC	350,000	434,153	4,765	438,918
00000XXX0	5,973,429	SUMTER LANDING CMNTY DEV DIST	320,000	315,129	1,113	316,241
000000XX0	5,973,766	ALABAMA ST PORT AUTH DOCKS FAC	310,000	310,000	1,220	311,220
00000XXX0	5,973,767	SUMTER LANDING CMNTY DEV DIST	250,000	247,865	869	248,735
000000XX0	5,974,049	ALABAMA ST PORT AUTH DOCKS FAC	240,000	243,655	944	244,600
00000XXX0	5,983,523	SUMTER LANDING CMNTY DEV DIST	110,000	107,450	382	107,832
00000XXX0	5,983,592	OREGON ST DEPT TRANSN HWY USER TAX	180,000	224,536	4,842	229,378
00000XXX0	5,984,768	AMERICAN MUN PWR OHIO INC	350,000	433,510	4,765	438,275



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XXX0	5,988,667	PORT AUTH N Y & N J	160,000	195,247	4,518	199,765
00000XXX0	5,988,775	PORT AUTH N Y & N J	350,000	432,057	9,882	441,939
000000XX0	5,992,232	W PALM BEACH FL	600,000	589,298	1,999	591,297
00000XXX0	6,004,044	MISSOURI ST HWY & TRANSN COMMN	350,000	414,747	9,529	424,276
00000XXX0	6,004,045	NEW YORK N Y	180,000	221,481	4,489	225,970
000000XX0	6,004,986	UTAH TRAN AUTH SALES TAX REV	250,000	317,340	5,607	322,947
000000XX0	6,007,659	XXXXX XXXXXXX HEALTH SYSTEM CORP	350,000	346,199	6,192	352,391
00000XXX0	6,007,896	DISTRICT COLUMBIA INCOME TAX	340,000	418,541	7,921	426,461
00000XXX0	6,018,451	MISSOURI ST HWY & TRANSN COMMN	210,000	249,138	5,717	254,855
00000XXX0	6,019,740	HEALTH CARE AUTH FOR BAPTIST H	500,000	532,408	12,681	545,088
000000XX0	6,022,850	METROPOLITAN WASH D C ARPTS AU	130,000	191,404	808	192,213
000000XX0	6,022,851	METROPOLITAN WASH D C ARPTS AU	200,000	295,060	1,244	296,304
00000XXX0	6,023,492	XXXXXX FOUNDATION HOSPITALS	500,000	501,569	7,875	509,444
00000XXX0	6,023,841	PARTNERS HEALTHCARE SYSTEM INC	200,000	193,420	2,745	196,164
00000XXX0	6,026,950	XXXXXX YDS INFRASTRUCTURE CORP	1,000,000	1,004,435	8,181	1,012,616
000000XX0	6,034,806	DALLAS TEX CONVENTION CTR HOTEL DE	390,000	515,570	9,214	524,784
00000XXX0	6,038,808	CALIFORNIA HSG FIN AGY REV	1,050,000	1,050,000	9,597	1,059,597
000000XX0	6,042,562	DIGNITY HEALTH	500,000	524,576	13,168	537,744
00000XXX0	6,050,009	CALIFORNIA HSG FIN AGY REV	500,000	502,212	4,570	506,782
00000XXX0	6,051,817	HAWAII ST ARPTS SYS CUSTOMER F	1,000,000	1,000,000	13,813	1,013,813
000000XX0	6,059,720	PORT SEATTLE WASH REV	750,000	750,000	14,081	764,081
000000XX0	6,064,017	TULSA OKLA ARPTS IMPT TR GENL	100,000	100,000	1,542	101,542
000000XX0	6,064,018	TULSA OKLA ARPTS IMPT TR GENL	125,000	125,000	1,953	126,953
000000XX0	6,064,019	TULSA OKLA ARPTS IMPT TR GENL	130,000	130,000	2,058	132,058
000000XX0	6,064,431	TULSA OKLA ARPTS IMPT TR GENL	20,000	20,240	300	20,540
000000XX0	6,064,432	TULSA OKLA ARPTS IMPT TR GENL	100,000	101,294	1,500	102,794
000000XX0	6,064,433	TULSA OKLA ARPTS IMPT TR GENL	50,000	50,663	771	51,434
000000XX0	6,064,434	TULSA OKLA ARPTS IMPT TR GENL	35,000	35,418	540	35,958
000000XX0	6,064,435	TULSA OKLA ARPTS IMPT TR GENL	130,000	131,620	2,031	133,651
000000XX0	6,064,436	TULSA OKLA ARPTS IMPT TR GENL	500,000	508,240	8,285	516,525
000000XX0	6,066,001	AHS HOSP CORP	254,000	302,142	4,254	306,396
000000XX0	6,066,002	TULSA OKLA ARPTS IMPT TR GENL	30,000	30,443	497	30,941



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	6,074,081	TULSA OKLA ARPTS IMPT TR GENL	200,000	203,197	2,917	206,114
000000XX0	6,074,082	TULSA OKLA ARPTS IMPT TR GENL	60,000	60,955	900	61,855
000000XX0	6,074,083	TULSA OKLA ARPTS IMPT TR GENL	60,000	60,948	938	61,885
00000XXX0	6,076,489	NEW JERSEY ECONOMIC DEV AUTH M	100,000	100,000	2,161	102,161
00000XXX0	6,076,490	NEW JERSEY ECONOMIC DEV AUTH M	100,000	100,000	2,333	102,333
00000XXX0	6,079,817	ST XXXXX CNTY FLA INDL DEV AUT	300,000	300,000	3,167	303,167
00000XXX0	6,080,547	ST XXXXXXX HSP & MED CTR	570,000	580,135	8,710	588,845
00000XXX0	6,084,252	ST XXXXXXX HSP & MED CTR	30,000	30,644	458	31,102
000000XX0	6,107,419	ATLANTA & XXXXXX CNTY GA REC A	440,000	440,000	6,954	446,954
000000XX0	6,110,091	IDAHO ST XXXX XXXX XXXX REV	340,000	340,000	2,148	342,148
00000XXX0	6,110,744	ST XXXXXXX HSP & MED CTR	200,000	207,622	3,056	210,678
00000XXX0	6,111,453	BOSTON MEDICAL CENTER CORP	200,000	200,000	2,847	202,847
00000XXX0	5,541,946	GNMA_10-155	2,042,312	2,115,650	6,163	2,121,814
00000XXX0	5,544,035	GNMA_00-000	000,284	224,683	505	225,188
00000XX00	5,557,835	FNMA 15YR	11,872	12,713	41	12,754
0000XXXX0	5,557,849	FGOLD 15YR	5,286	5,583	18	5,600
00000XXX0	5,557,893	GENERAL MOTORS CO	5,000	5,000	14	5,014
00000XXX0	5,584,891	GNMA_12-85	2,000,000	1,958,053	4,667	1,962,719
00000X0X0	5,588,051	GNMA_13-17	2,450,000	2,392,379	4,694	2,397,073
000000XX0	5,645,522	DOW CHEMICAL CO	100,000	102,764	1,902	104,666
000000XX0	5,645,535	ILLINOIS TOOL WORKS INC	100,000	92,285	650	92,935
000000XX0	5,645,548	MICROSOFT CORP	100,000	87,068	1,614	88,682
000000XX0	5,645,560	PEPSICO INC	100,000	113,101	1,619	114,720
000000XX0	5,645,572	WALGREENS BOOTS ALLIANCE INC	100,000	99,774	1,494	101,268
00000XXX0	5,672,194	CA INC	2,000,000	1,999,061	18,000	2,017,061
00000XXX0	5,679,648	S&P GLOBAL INC	3,500,000	3,498,019	24,704	3,522,723
000000XX0	5,722,292	FORD MOTOR CREDIT COMPANY LLC	1,000,000	999,638	9,422	1,009,060
0000XX0X0	5,902,364	FNA_16-M11	3,523,499	3,667,039	8,876	3,675,916
00000XXX0	6,122,787	CAS_16-C06	7,700,000	8,803,039	7,889	8,810,928
00000XXX0	6,124,564	CAS_17-C05	2,000,000	2,042,901	1,366	2,044,266
000000XX0	6,146,963	XXXXXX RUBBERMAID INC	1,000,000	997,551	19,500	1,017,051
000000XX0	6,146,971	XXXXXX COMMUNICATIONS INC	250,000	248,518	3,424	251,942
000000XX0	6,172,419	FARMERS INSURANCE EXCHANGE 144A	2,000,000	2,151,982	86,250	2,238,232
00000XXX0	6,163,615	ACTIVISION BLIZZARD INC	1,000,000	994,184	12,844	1,007,029
00000XXX0	6,163,617	AIR CANADA 2017-1 CLASS AA PASS TH	1,500,000	1,500,000	17,875	1,517,875
00000XXX0	6,163,619	ALIMENTATION COUCHE-TARD INC	500,000	499,373	4,684	504,057
00000XXX0	6,163,621	AVIATION CAPITAL GROUP LLC	1,000,000	984,420	18,764	1,003,184
00000XXX0	6,163,623	BNP PARIBAS SA	2,000,000	2,000,000	47,264	2,047,264



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XXX0	6,163,625	BP CAPITAL MARKETS PLC	1,000,000	1,000,000	3,826	1,003,826
00000XXX0	6,163,627	XXXXX XXXXXX A GE CO LLC / XXXXX H	2,500,000	2,500,000	32,443	2,532,443
00000XXX0	6,163,629	BANK OF AMERICA CORP	3,680,000	3,680,000	36,728	3,716,728
00000XXX0	6,163,631	BANK OF MONTREAL	2,000,000	2,000,000	29,368	2,029,368
00000XXX0	6,163,633	BORAL FINANCE PTY LIMITED	6,500,000	6,471,022	121,875	6,592,897
000000XX0	6,163,635	BOSTON GAS CO	500,000	499,560	3,938	503,497
000000XX0	6,163,637	CBS CORP	3,000,000	2,950,854	50,875	3,001,729
000000XX0	6,163,639	CANADIAN NATURAL RESOURCES LTD	1,000,000	997,194	16,042	1,013,236
00000XXX0	6,163,641	CARDINAL HEALTH INC	1,000,000	1,000,000	12,882	1,012,882
000000XX0	6,163,643	CHURCH & XXXXXX CO INC	1,000,000	999,042	7,875	1,006,917
000000XX0	6,163,645	CITIGROUP INC	500,000	500,000	4,942	504,942
00000XXX0	6,163,647	CONCHO RESOURCES INC	750,000	747,409	2,344	749,753
000000XX0	6,163,649	XXX COMMUNICATIONS INC	1,100,000	1,095,075	8,128	1,103,202
00000XXX0	6,163,651	CROWN CASTLE INTERNATIONAL CORP	1,000,000	999,373	6,083	1,005,457
000000XX0	6,163,653	FIRSTENERGY CORP	1,500,000	1,495,400	17,225	1,512,625
00000XXX0	6,163,655	INTESA SANPAOLO SPA	750,000	748,502	8,638	757,140
00000XXX0	6,163,657	MACQUARIE GROUP LTD	3,500,000	3,500,000	55,975	3,555,975
000000XX0	6,163,659	MITSUBISHI UFJ FINANCIAL GROUP INC	3,750,000	3,750,000	32,870	3,782,870
00000XXX0	6,163,661	MIZUHO FINANCIAL GROUP INC	1,000,000	1,000,000	4,403	1,004,403
00000XXX0	6,163,663	XXXXXX XXXXXXX	500,000	500,000	4,938	504,938
00000XXX0	6,163,665	NATIONWIDE BUILDING SOCIETY	1,000,000	999,133	1,490	1,000,623
00000XXX0	6,163,667	NEXTERA ENERGY CAPITAL HOLDINGS IN	2,000,000	2,000,000	47,733	2,047,733
000000XX0	6,163,669	NORTHERN TRUST CORPORATION	300,000	301,859	4,866	306,725
000000XX0	6,163,671	NORTHROP GRUMMAN CORP	1,000,000	999,562	17,875	1,017,437
000000XX0	6,163,673	OGLETHORPE POWER CORP	1,800,000	2,126,900	37,146	2,164,046
000000XX0	6,163,677	PENNSYLVANIA ELECTRIC COMPANY	1,000,000	998,659	4,153	1,002,812
000000XX0	6,163,679	XXXXXXXX 66 PARTNERS LP	1,000,000	996,337	6,250	1,002,587
00000XXX0	6,163,681	RECKITT BENCKISER TSY	1,400,000	1,396,109	14,583	1,410,692
00000XXX0	6,163,683	SANTANDER UK GROUP HOLDINGS PLC	2,500,000	2,500,000	47,257	2,547,257
00000XXX0	6,163,685	SANTANDER HOLDINGS USA INC	500,000	499,140	6,600	505,740
000000XX0	6,163,687	XXXXXXX XXXXXX CORPORATION (THE)	2,500,000	2,500,000	62,847	2,562,847
00000XXX0	6,163,689	SPIRIT AIRLINES 2017-1 CLASS AA PA	1,250,000	1,250,000	17,930	1,267,930
000000XX0	6,163,691	TYSON FOODS INC	1,000,000	998,459	14,693	1,013,152
000000XX0	6,163,693	UNICREDIT SPA	1,000,000	1,038,309	2,441	1,040,750
000000XX0	6,163,695	WORTHINGTON INDUSTRIES INC	700,000	704,349	7,525	711,874
000000XX0	6,163,697	WORTHINGTON INDUSTRIES INC	920,000	919,126	9,890	929,016
01185*AA3	6,163,699	ALASKA VENTURES LLC	709,367	709,367	2,853	712,219
32055RB*7	6,163,701	FIRST INDUSTRIAL LP	100,000	100,000	815	100,815
32055RB@5	6,163,703	FIRST INDUSTRIAL LP	100,000	100,000	836	100,836
674003B@6	6,163,705	OAKTREE CAPITAL GROUP LLC	100,000	100,000	1,397	101,397



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
Q6568@AA9	6,163,707	NETWORK FINANCE COMPANY PTY LTD	200,000	200,000	000	000,544
Q6568@AB7	6,163,709	NETWORK FINANCE COMPANY PTY LTD	100,000	100,000	280	100,280
00000XXX0	6,163,715	JPMMT_16-4	1,500,000	1,503,549	4,375	1,507,924
00000XXX0	6,163,717	CGCMT_14-GC23	1,891,000	1,927,809	5,708	1,933,516
0000X0XX0	6,163,721	FNMA 30YR MULTI	803,946	873,589	3,086	876,675
0000X0XX0	6,163,723	FNMA 30YR MULTI	558,047	615,760	2,198	617,958
0000XXXX0	6,163,725	FNMA >7 YR BALLOON MULTI	1,009,500	1,066,671	3,348	1,070,019
0000XXXX0	6,163,727	FNMA VARIABLE BALLOON MULTI	1,267,161	1,285,040	4,113	1,289,152
0000XXXX0	6,163,729	FNMA VARIABLE BALLOON MULTI	2,121,149	2,150,609	6,884	2,157,493
0000XXXX0	6,163,731	FNMA 30YR MULTI	1,750,123	1,811,609	6,090	1,817,699
00000XXX0	6,163,733	GNMA_00-000	000,000	758,880	2,144	761,025
00000X0X0	6,163,735	GNMA_13-141	1,393,000	1,221,189	3,366	1,224,556
00000XXX0	6,163,737	GNMA_13-74	1,450,000	1,253,164	3,396	1,256,560
00000XXX0	6,163,739	GNMA_13-85	1,080,000	934,189	2,507	936,696
00000XXX0	6,163,741	GNMA_15-58	903,670	856,491	2,184	858,675
00000XXX0	6,163,743	MSBAM_13-C13	1,760,000	1,790,473	5,924	1,796,397
00000XXX0	6,163,745	QCMT_13-QCA	1,340,000	1,273,261	3,657	1,276,918
00000XXX0	6,163,747	QCMT_13-QCA	699,000	664,295	1,908	666,203
00000XXX0	6,163,749	QCMT_13-QCA	235,000	223,296	641	223,937
00000XXX0	6,163,751	QCMT_13-QCA	122,000	115,943	333	116,276
00000XXX0	6,163,753	QCMT_13-QCA	1,800,000	1,719,569	4,913	1,724,482
00000XXX0	6,163,755	QCMT_13-QCA	315,000	300,925	860	301,784
00000XXX0	6,163,757	QCMT_13-QCA	1,000,000	956,914	2,729	959,643
00000XXX0	6,163,759	QCMT_13-QCA	175,000	167,460	478	167,938
0000XXXX0	6,163,761	FHLMC_4020	648,535	778,471	3,571	782,042
00000XXX0	6,163,763	FNMA_03-63 PE	98,269	94,671	289	94,960
00000XXX0	6,163,765	FHLMC_3349 MY	430,913	483,114	2,013	485,126
00000XXX0	6,163,767	FNMA_09-19D TD	49,620	50,977	210	51,186
00000XXX0	6,163,769	FNMA_10-46 QP	46,267	50,091	213	50,304
0000X0X00	6,163,877	FGOLD 30YR GIANT	13,163	14,596	73	14,669
0000XXXX0	6,163,879	FGOLD 15YR	284,372	300,306	961	301,267
0000XXXX0	6,163,881	FGOLD 30YR	147,534	133,164	678	133,842
000000XX0	6,163,883	FGOLD 30YR	18,647	19,778	86	19,864
0000000X0	6,163,885	FGOLD 30YR	37,711	39,502	142	39,643
0000XXXX0	6,163,887	XXXXXXX MAC GOLD	499,276	525,729	1,876	527,605
0000XXXX0	6,163,889	XXXXXXX MAC GOLD	740,765	780,114	2,784	782,897
0000XXXX0	6,163,891	XXXXXXX MAC GOLD	672,636	709,350	2,530	711,880
00000XXX0	6,163,893	FNMA 30YR	57,593	56,504	270	56,775
00000XXX0	6,163,895	FNMA 15YR	480,317	493,182	2,041	495,222
0000X00X0	6,163,897	FNMA 30YR	430,707	467,577	1,439	469,017
00000XXX0	6,163,899	FNMA 30YR	245,026	256,846	1,145	257,991
00000XXX0	6,163,901	FNMA 30YR	87,282	84,942	404	85,345
00000X0X0	6,163,903	FNMA 30YR	306,150	339,893	1,535	341,428
00000XXX0	6,163,905	FNMA 30YR	309,264	336,631	1,551	338,182



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XX00	6,163,907	XXXXXX MAE	252,968	276,295	1,162	277,458
00000XX00	6,163,909	XXXXXX XXX	329,134	357,478	1,514	358,992
00000X0X0	6,163,911	FNMA 30YR	5,819	5,722	27	5,748
00000XXX0	6,163,913	FHLMC_3662C ZB	126,657	131,961	589	132,551
00000XXX0	6,163,915	GNMA_14-134	1,592,224	1,392,449	3,967	1,396,416
00000X0X0	6,163,917	GNMA_15-174	1,940,010	1,645,286	4,838	1,650,124
00000XX00	6,163,919	GNMA_15-120	2,527,308	2,258,986	6,826	2,265,812
00000XXX0	6,163,921	GNMA_15-59	1,746,297	1,581,415	4,717	1,586,132
00000XXX0	6,163,923	GNMA_15-18	2,203,946	1,889,549	5,496	1,895,045
00000XXX0	6,163,925	GNMA_16-30	1,529,110	1,436,759	4,586	1,441,345
00000XXX0	6,163,929	ABN AMRO BANK NV	1,000,000	1,001,418	18,988	1,020,406
00000XXX0	6,163,935	AMERISOURCEBERGEN CORPORATION	3,000,000	2,980,429	47,033	3,027,463
00000XXX0	6,163,937	BP CAPITAL MARKETS PLC	200,000	200,436	748	201,184
00000XXX0	6,163,939	BP CAPITAL MARKETS PLC	100,000	99,098	429	99,527
00000XXX0	6,163,941	BAYER US FINANCE LLC	5,000,000	5,001,187	10,781	5,011,968
000000XX0	6,163,943	BECTON XXXXXXXXX & CO	3,000,000	3,032,888	42,319	3,075,207
00000XXX0	6,163,945	CME GROUP INC	850,000	835,934	3,258	839,192
000000XX0	6,163,947	CITIGROUP INC	6,000,000	6,102,118	3,875	6,105,993
00000XXX0	6,163,953	CREDIT AGRICOLE SA (LONDON BRANCH)	5,000,000	5,097,076	8,611	5,105,687
00000XXX0	6,163,955	DIGITAL REALTY TRUST LP	10,000,000	9,801,653	30,208	9,831,861
000000XX0	6,163,957	DOMINION GAS HOLDINGS LLC	6,000,000	5,961,226	106,500	6,067,726
00000XXX0	6,163,959	FIDELITY NATIONAL INFORMATION SERV	2,636,000	2,519,983	4,100	2,524,084
000000XX0	6,163,961	FISERV INC	5,000,000	5,007,844	14,583	5,022,427
00000X0X0	6,163,963	GENERAL ELECTRIC CO	1,432,000	1,453,514	6,766	1,460,280
00000XXX0	6,163,965	KIMCO REALTY CORPORATION	5,525,000	5,386,315	71,940	5,458,255
000000XX0	6,163,967	LOWES COMPANIES INC.	7,500,000	7,802,095	37,135	7,839,230
00000XXX0	6,163,971	NVR INC	10,000,000	10,140,657	50,472	10,191,129
00000XXX0	6,163,973	NEXTERA ENERGY INC	4,000,000	4,023,828	54,778	4,078,606
00000XXX0	6,163,977	NUTRIEN LTD	5,000,000	4,928,794	13,125	4,941,919
00000XXX0	6,163,979	PUBLIC SERVICE ELECTRIC AND GAS CO	5,000,000	5,189,962	23,958	5,213,920
00000XXX0	6,163,981	RECKITT BENCKISER TSY	7,000,000	7,133,911	28,194	7,162,105
000000XX0	6,163,985	SAN DIEGO GAS AND ELECTRIC CO	6,500,000	6,676,321	39,000	6,715,321
000000XX0	6,163,987	XXXXXXX XXXXXX CORPORATION (THE)	5,000,000	5,041,159	26,875	5,068,034
000000XX0	6,163,989	XXXXXXX XXXXXX CORP	650,000	637,303	2,763	640,066
000000XX0	6,163,991	UBS - NY	2,000,000	2,387,316	44,167	2,431,483
000000XX0	6,163,993	UBS - NY	2,000,000	2,387,316	44,167	2,431,483
00000XXX0	6,163,997	WPP GROUP FINANCE 2010	7,000,000	7,029,157	38,063	7,067,219
000000XX0	6,163,999	XXXXXX PHARMACEUTICALS INC	10,000,000	9,809,872	27,083	9,836,955
000000XX0	6,164,001	XXXXXXXXXX REALTY INVESTORS	5,000,000	4,939,306	7,778	4,947,084
000000XX0	6,164,003	XXXXXXXXXX REALTY INVESTORS	5,000,000	4,939,306	7,778	4,947,084
00000XXX0	6,164,005	WELLPOINT INC	7,000,000	6,933,507	68,017	7,001,523



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	6,164,007	WILLAMETTE INDUSTRIES INC	1,760,000	2,077,199	46,053	2,123,252
00168@AF3	6,164,009	ALS GROUP GENERAL PARTNERSHIP	1,400,000	1,407,086	13,487	1,420,573
055262A#6	6,164,011	BASF SE	1,600,000	1,642,859	24,204	1,667,064
05565EG#6	6,164,013	BMW US CAPITAL LLC	2,100,000	2,123,479	18,337	2,141,816
00000XXX0	6,164,015	CREDOMATIC INTERNATIONAL CORP	679,560	776,509	7,990	784,499
184691A*4	6,164,017	CLEARBRIDGE AMERICAN ENERGY MLP FU	281,818	282,734	407	283,141
184691A@2	6,164,019	CLEARBRIDGE AMERICAN ENERGY MLP FU	561,594	572,980	971	573,950
48121@AC5	6,164,021	JRD HOLDINGS LLC	60,000	61,157	197	61,354
731068A#9	6,164,023	POLARIS INDUSTRIES INC.	3,100,000	3,153,303	35,578	3,188,881
731068A#9	6,164,025	POLARIS INDUSTRIES INC.	3,100,000	3,153,303	35,578	3,188,881
76823#AS0	6,164,027	RIVER FUEL FUNDING CO 3 INC	9,000,000	9,060,697	15,120	9,075,817
76823#AS0	6,164,029	RIVER FUEL FUNDING CO 3 INC	4,500,000	4,530,349	7,560	4,537,909
00000XXX0	6,164,031	TENASKA XXXXXXX PARTNERS 144A	5,850,999	6,338,358	30,830	6,369,188
F3166#AD6	6,164,033	ESSILOR INTERNATIONAL (COMPAGNIE G	1,300,000	1,301,633	14,427	1,316,060
F3166#AE4	6,164,035	ESSILOR INTERNATIONAL (COMPAGNIE G	1,100,000	1,105,170	15,004	1,120,174
F3166#AH7	6,164,037	ESSILOR INTERNATIONAL (COMPAGNIE G	1,900,000	1,913,339	25,916	1,939,255
F3166#AJ3	6,164,039	ESSILOR INTERNATIONAL (COMPAGNIE G	1,900,000	1,921,791	28,517	1,950,308
G0369@AU0	6,164,041	ANGLIAN WATER SERVICES LTD	100,000	103,156	171	103,327
Q9582*AA7	6,164,051	WELLINGTON ELECTRICITY DISTRIBUTIO	1,600,000	1,624,578	2,487	1,627,065
00000XXX0	6,164,053	MSBAM_13-C13	1,500,000	1,525,972	5,049	1,531,021
00000XXX0	6,164,055	QCMT_13-QCA	201,000	190,989	549	191,538
00000XXX0	6,164,057	QCMT_13-QCA	105,000	99,000	000	000,073
00000XXX0	6,164,059	QCMT_13-QCA	270,000	257,935	737	258,672
00000XXX0	6,164,061	QCMT_13-QCA	150,000	143,537	409	143,946
0000XX0X0	6,164,063	FHLMC_2214 NA	342	—	2	2
00000XXX0	6,164,065	FNMA_93-32 H	54,485	55,714	280	55,994
00000XXX0	6,164,067	FNMA_09-19D TD	352,201	361,830	1,489	363,319
0000X0X00	6,164,131	FGOLD 30YR GIANT	93,144	103,284	516	103,800
000000XX0	6,164,133	FGOLD 30YR	102,461	108,677	471	109,148
00000X0X0	6,164,135	FGOLD 30YR	76,589	81,170	292	81,462
000000X00	6,164,137	FGOLD 30YR	65,836	70,207	275	70,482
000000XX0	6,164,139	FGOLD 30YR	114,203	122,462	479	122,941
00000X0X0	6,164,141	FNMA 30YR	135,844	145,064	567	145,632
00000XXX0	6,164,143	FNMA 30YR	51,222	56,840	240	57,081
00000X0X0	6,164,145	FNMA 30YR	57,786	60,430	217	60,648
00000XXX0	6,164,147	FNMA 30YR	91,610	96,757	348	97,105
00000XXX0	6,164,149	FNMA 30YR	59,871	62,726	226	62,952
00000XX00	6,164,151	FNMA 30YR	50,366	53,739	210	53,949
00000XXX0	6,164,153	FHLMC_3662C ZB	63,329	65,981	295	66,275



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	6,164,159	XXXXXX & XXXXXXXX CORP	10,000	10,000	260	10,260
000000XX0	6,164,161	CMS ENERGY CORPORATION	195,000	195,899	3,047	198,946
000000XX0	6,164,163	CSC HOLDINGS INC.	90,000	90,165	2,021	92,186
000000XX0	6,164,165	CSC HOLDINGS INC.	225,000	225,431	5,052	230,482
000000XX0	6,164,167	CSC HOLDINGS INC.	5,000	5,018	112	5,130
000000XX0	6,164,169	CSC HOLDINGS LLC	135,000	136,537	2,458	138,995
000000XX0	6,164,171	CHESAPEAKE ENERGY CORPORATION	29,000	16,854	876	17,730
00000XXX0	6,164,175	DISH DBS CORP	185,000	185,637	2,428	188,065
00000XXX0	6,164,177	DISH DBS CORP	20,000	20,186	263	20,448
00000XXX0	6,164,179	EL PASO CORPORATION	20,000	20,501	390	20,891
00000XXX0	6,164,181	ENERGY TRANSFER CO	5,000	5,107	17	5,123
00000XXX0	6,164,183	ENTERPRISE PRODUCTS OPERATING LP	730,000	637,522	5,917	643,440
000000XX0	6,164,187	FORD MOTOR CREDIT CO LLC	225,000	224,124	5,383	229,507
00000XXX0	6,164,189	FRESENIUS MEDICAL CARE US FINANCE	10,000	9,958	121	10,079
000000XX0	6,164,191	GP 7.75 11/15/2029	10,000	10,812	357	11,169
000000XX0	6,164,193	GP 7.75 11/15/2029	5,000	5,406	179	5,585
000000XX0	6,164,195	GEORGIA-PACIFIC LLC	225,000	233,726	5,300	239,026
000000XX0	6,164,197	HCA INC	210,000	210,000	1,342	211,342
00000XXX0	6,164,199	KRAFT FOODS GROUP INC	2,000,000	1,991,847	28,194	2,020,041
000000XX0	6,164,203	LENNAR CORPORATION	225,000	225,000	7,453	232,453
000000XX0	6,164,205	LIMITED BRANDS INC	180,000	180,000	6,300	186,300
000000XX0	6,164,207	LIMITED BRANDS INC	10,000	10,000	55	10,055
000000XX0	6,164,211	XXXXXXXX GROUP LLC	64,109	64,131	930	65,061
00000XXX0	6,164,213	SPECTRA ENERGY PARTNERS LP	5,000,000	4,992,663	30,347	5,023,010
00000XXX0	6,164,217	VALEANT PHARMACEUTICALS INTERNATIO	10,000	9,911	213	10,125
00000XXX0	6,164,221	AMXLMM 6 3/8 03/01/35	215,000	227,577	2,284	229,861
00000XXX0	6,164,223	ENN ENERGY HOLDINGS LTD	300,000	299,197	8,400	307,597
000000XX0	6,164,225	ECOPETROL SA	100,000	103,257	2,076	105,333
00000XXX0	6,164,227	XXXXXXXXX WHAMPOA LTD	200,000	199,771	2,775	202,546
00000XXX0	6,164,229	KOREA HYDRO & NUCLEAR POWER CO LTD	200,000	198,190	2,850	201,040
00000XXX0	6,164,231	MEGA ADVANCE INVESTMENTS	100,000	99,637	2,347	101,984
00000XXX0	6,164,233	MEGA ADVANCE INVESTMENTS	200,000	199,259	5,985	205,244
00000XXX0	6,164,235	PETROBRAS GLOBAL FINANCE BV	60,000	56,633	1,174	57,807
00000XXX0	6,164,237	PETROBRAS GLOBAL FINANCE BV	215,000	203,146	4,207	207,353
00000XXX0	6,164,239	SOUTHERN PERU COPPER	150,000	162,111	2,938	165,049
00000XXX0	6,164,241	VALEBZ 8 1/4 01/17/34	100,000	103,834	2,383	106,217
XX0000000	6,164,243	GAZ CAPITAL SA REGS	225,000	229,770	463	230,232
XX0000000	6,164,245	GRUPO BIMBO SAB DE CV	100,000	100,386	1,639	102,024
EI4567625	6,164,247	CHINA OVERSEAS FINANCE (CAYMAN I L	100,000	99,231	2,613	101,843
XX0000000	6,164,249	GRUPO BIMBO SAB DE CV	100,000	99,983	1,200	101,183
000000XX0	6,164,251	COLOMBIA (REPUBLIC OF)	175,000	208,847	3,067	211,914



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	6,164,255	LITHUANIA (REPUBLIC OF)	905,000	954,677	14,989	969,667
000000XX0	6,164,257	PERU (THE REPUBLIC OF)	201,000	249,071	1,719	250,790
000000XX0	6,164,259	PERU (THE REPUBLIC OF)	201,000	249,883	1,719	251,601
XX0000000	6,164,261	INDONESIA (REPUBLIC OF)	402,000	418,092	3,149	421,241
XX0000000	6,164,267	NAMIBIA REPUBLIC OF (GOVERNMENT)	200,000	203,784	5,439	209,222
00003#AA1	6,164,269	A&E TELEVISION NETWORKS LLC	600,000	600,000	3,577	603,577
00003#AB9	6,164,271	A&E TELEVISION NETWORKS LLC	600,000	600,000	4,175	604,175
00003#AC7	6,164,273	A&E TELEVISION NETWORKS LLC	100,000	100,000	725	100,725
0010EQA@5	6,164,275	AMERICAN ELECTRIC POWER CO INC PRVT	500,000	500,000	2,817	502,817
00168@AD8	6,164,277	ALS GROUP GENERAL PARTNERSHIP	600,000	600,000	7,242	607,242
00168@AF3	6,164,279	ALS GROUP GENERAL PARTNERSHIP	100,000	100,000	963	100,963
003009A*8	6,164,281	ABERDEEN ASIA PACIFIC INCOME FUND	100,000	100,000	1,178	101,178
00802#AA4	6,164,283	AEROSTAR AIRPORT HOLDINGS LLC	283,714	283,714	1,767	285,482
00912XA#1	6,164,285	AIR LEASE CORPORATION	100,000	100,000	1,322	101,322
05577@AP5	6,164,287	UNION PACIFIC CORP SER A-1	25,141	25,141	187	25,328
05577@AQ3	6,164,289	UNION PACIFIC CORP SER A-2	11,831	11,831	88	11,919
05577@AR1	6,164,291	UNION PACIFIC CORP	48,064	55,587	1,080	56,668
00000XXX0	6,164,293	CREDOMATIC INTERNATIONAL CORP	145,620	159,261	1,712	160,973
12656*AF9	6,164,295	CSLB HOLDINGS INC	100,000	100,000	250	100,250
12656*AG7	6,164,297	CSLB HOLDINGS INC	100,000	100,000	311	100,311
147528E#6	6,164,299	CASEYS GENERAL STORES INC	100,000	100,000	1,366	101,366
171265B@9	6,164,305	CHUGACH ELECTRIC ASSOCIATION INC.	200,000	200,000	1,222	201,222
184691A#0	6,164,307	CLEARBRIDGE AMERICAN ENERGY MLP FU	56,292	56,292	113	56,404
184691A*4	6,164,309	CLEARBRIDGE AMERICAN ENERGY MLP FU	56,364	56,364	81	56,445
184691A@2	6,164,311	CLEARBRIDGE AMERICAN ENERGY MLP FU	56,159	56,159	97	56,257
185508A*9	6,164,313	CLECO POWER LLC	200,000	200,000	3,840	203,840
185508A@7	6,164,315	CLECO POWER LLC	300,000	300,000	5,990	305,990
24618#AG5	6,164,317	DELAWARE NORTH COMPANIES INC	100,000	100,000	993	100,993
266228C@2	6,164,319	DUQUESNE LIGHT HOLDINGS INC	200,000	200,000	2,380	202,380
278058E#5	6,164,321	XXXXX CORPORATION	900,000	900,000	11,798	911,798
28501*AN5	6,164,327	ELECTRIC TRANSMISSION TEXAS LLC	500,000	500,000	4,000	504,000
28501*AU9	6,164,329	ELECTRIC TRANSMISSION TEXAS LLC	100,000	100,000	1,806	101,806
292766A#9	6,164,331	ENERPLUS CORP	400,000	400,000	8,116	408,116
292766A@1	6,164,333	ENERPLUS CORP	100,000	100,000	2,029	102,029
34488@AA6	6,164,339	NFL TRUST VI	500,000	500,000	10,284	510,284
00000XXX0	6,164,341	GENESIS SOLAR CORP	400,895	400,895	3,280	404,174
00000XXX0	6,164,343	GENESIS SOLAR CORP	100,224	100,224	1,084	101,308



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
37636#AK6	6,164,345	GIVAUDAN UNITED STATES INC	200,000	200,000	1,558	201,558
40447@AE5	6,164,347	HMSHOST CORP	300,000	300,000	4,437	304,437
419866D@4	6,164,349	HAWAIIAN ELECTRIC CO	200,000	200,000	898	200,898
419870E#3	6,164,351	HAWAIIAN ELECTRIC INDUSTRIES INC	300,000	300,000	1,748	301,748
486606H#6	6,164,353	XXXXX XXXXXXXX KYN FUND	100,000	100,000	1,005	101,005
48661EA#5	6,164,355	KAYNE XXXXXXXX XXX FUND	42,000	42,000	271	42,271
48666*AA2	6,164,357	KCP&L GREATER MISSOURI OPERATIONS	100,000	100,000	737	100,737
497266A#3	6,164,359	XXXXX CORPORATION	55,000	55,000	266	55,266
497266A#3	6,164,361	XXXXX CORPORATION	45,000	45,000	218	45,218
497266B*6	6,164,363	XXXXX CORPORATION	110,000	110,000	643	110,643
497266B*6	6,164,365	XXXXX CORPORATION	90,000	90,000	526	90,526
57169*AQ0	6,164,367	MARS INC	1,500,000	1,500,000	2,267	1,502,267
57169*AR8	6,164,369	MARS INC	100,000	100,000	186	100,186
57169*AR8	6,164,371	MARS INC	2,000,000	2,055,383	3,711	2,059,094
57169*AT4	6,164,373	MARS INC	500,000	500,000	969	500,969
67773#AF7	6,164,375	OHIO VALLEY ELECTRIC CORP PRVT	574,991	574,991	12,816	587,807
67773#AG5	6,164,377	OHIO VALLEY ELECTRIC CORP PRVT	579,775	579,775	12,923	592,698
000000XX0	6,164,379	OIL INSURANCE LTD 144A	800,000	706,469	3,758	710,227
000000XX0	6,164,381	OIL INSURANCE LTD 144A	100,000	88,309	470	88,778
000000XX0	6,164,383	OIL INSURANCE LTD 144A	75,000	30,358	352	30,711
711123C*8	6,164,385	PEOPLES GAS LIGHT AND COKE COMPANY	100,000	100,000	990	100,990
000000XX0	6,164,387	RUBY PIPELINE LLC	357,576	357,576	1,788	359,364
820439A@6	6,164,389	SHAWCOR LTD	49,681	49,681	157	49,838
84055*AC2	6,164,391	SOUTH TEXAS ELECTRIC COOP INC	85,000	86,667	1,319	87,985
85234#AB1	6,164,393	STADIUM FUNDING TRUST	97,303	97,303	405	97,708
85915#AF8	6,164,395	STERICYCLE INC.	100,000	100,000	1,035	101,035
92239MC@8	6,164,401	VECTREN UTILITY HOLDINGS INC.	100,000	100,000	1,509	101,509
955306B#1	6,164,403	WEST PHARMACEUTICAL SERVICES INC	100,000	100,000	1,231	101,231
955306B@3	6,164,405	WEST PHARMACEUTICAL SERVICES INC	100,000	100,000	1,183	101,183
980745D#7	6,164,407	XXXXXXXX INC	100,000	100,000	348	100,348
980745E#6	6,164,409	XXXXXXXX INC	100,000	100,000	348	100,348
98161*AA7	6,164,411	WORLEYPARSONS US HOLDING CORP	170,664	170,664	975	171,639
C0445#AM8	6,164,415	ARC RESOURCES LTD	400,000	400,000	2,879	402,879
C4111#AG6	6,164,417	GRAYMONT LTD	342,857	342,857	5,819	348,676
C9824@AD2	6,164,419	WORLEYPARSONS LTD	372,355	372,355	2,128	374,483
F3166#AD6	6,164,421	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,110	101,110
F3166#AE4	6,164,423	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,364	101,364



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
F3166#AH7	6,164,425	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,364	101,364
F3166#AJ3	6,164,427	ESSILOR INTERNATIONAL (COMPAGNIE G	100,000	100,000	1,501	101,501
G0369@AJ5	6,164,429	ANGLIAN WATER SERVICES FINANCING P	600,000	600,000	9,567	609,567
G0369@AU0	6,164,431	ANGLIAN WATER SERVICES LTD	200,000	200,000	341	200,341
G1696#AY2	6,164,433	BUNZL FINANCE PLC	100,000	100,000	863	100,863
G2044@AX3	6,164,435	COMPASS GROUP PLC	100,000	101,746	332	102,078
G7770#AB8	6,164,443	SAGE GROUP PLC	200,000	200,000	2,755	202,755
G7770#AC6	6,164,445	SAGE GROUP PLC	100,000	100,000	1,659	101,659
G7815@AF8	6,164,447	SAP IRELAND US FINANCIAL SERVICES	200,000	200,000	2,601	202,601
G7815@AG6	6,164,449	SAP IRELAND US FINANCIAL SERVICES	200,000	200,000	2,933	202,933
G9433*AA9	6,164,457	WARBURTONS 1876 LIMITED	200,000	200,000	17	200,017
K7017#AA8	6,164,459	MERIDIAN SPIRIT APS	79,083	79,083	281	79,364
N4281@BX2	6,164,471	ROYAL VOPAK N.V.	200,000	200,000	3,703	203,703
N6704@AK5	6,164,473	OILTANKING FINANCE BV	200,000	200,000	176	200,176
N9146#AB3	6,164,475	VAN OORD NV	200,000	200,000	331	200,331
N9146#AC1	6,164,477	VAN OORD NV	200,000	200,000	338	200,338
Q3079#AB4	6,164,485	XXXXXXXXX BAY COAL TERMINAL PTY LT	800,000	800,000	5,694	805,694
Q7160#AJ8	6,164,487	ORICA LIMITED	100,000	100,000	548	100,548
Q8277*AL5	6,164,489	XXXXXX LIMITED PRVT	900,000	900,000	14,018	914,018
Q8277*AM3	6,164,491	XXXXXX LIMITED PRVT	720,000	720,000	11,481	731,481
Q8513@AD5	6,164,493	SKYCITY AUCKLAND	1,000,000	1,000,000	7,334	1,007,334
Q8773#AS5	6,164,495	STOCKLAND FINANCE PTY LIMITED PRVT	1,100,000	1,100,000	23,754	1,123,754
Q9582*AA7	6,164,497	WELLINGTON ELECTRICITY DISTRIBUTIO	100,000	100,000	155	100,155
R1894#AE4	6,164,499	E-CO ENERGI HOLDING AS	700,000	700,000	15,860	715,860
W7468#AD3	6,164,503	SANDVIK AB PRVT	600,000	600,000	12,505	612,505
Y8564*AB0	6,164,505	TEEKAY SHUTTLE TANKER FINANCE LLC	158,359	158,359	2,667	161,026
Y8564*AB0	6,164,507	TEEKAY SHUTTLE TANKER FINANCE LLC	158,359	158,359	2,667	161,026
00000XXX0	6,164,513	BSCMS_07-T26 AM	2,230,793	2,268,533	10,369	2,278,902
00000XXX0	6,164,515	WFCMT_16-C33	14,702,810	1,449,790	24,036	1,473,826
00000XXX0	6,164,517	NAKILAT INC 144A	100,000	93,837	2,039	95,876
00000XXX0	6,164,519	NAKILAT INC 144A	90,133	88,694	1,899	90,592
000000XX0	6,164,521	PANAMA (REPUBLIC OF)	268,000	336,382	4,738	341,120
00000XXX0	6,164,523	AMSI_04-R10 M1	98,252	88,831	48	88,879
0030092#3	6,164,525	ABERDEEN ASIA PACIFIC INC FND MRPS	4,000	100,000	390	100,390
00000XXX0	6,166,027	AES CORPORATION (THE)	50,000	50,000	1,383	51,383
000000XX0	6,166,029	XXXXXX LABORATORIES	300,000	298,041	4,719	302,760



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XXX0	6,166,031	ALLERGAN FUNDING SCS	83,000	82,588	504	83,092
00000XXX0	6,166,033	ACTIVISION BLIZZARD INC	5,000	5,000	39	5,039
00000XXX0	6,166,035	ACTUANT CORPORATION	10,000	10,000	213	10,213
00000XXX0	6,166,037	ADIENT GLOBAL HOLDINGS LTD	225,000	216,320	2,316	218,636
00000XXX0	6,166,039	AECOM	180,000	180,000	1,179	181,179
00000XXX0	6,166,041	AECOM	300,000	297,973	1,965	299,938
000000XX0	6,166,045	ALCOA NEDERLAND HOLDING BV	400,000	406,729	2,411	409,140
00000XXX0	6,166,047	ALIBABA GROUP HOLDING LTD	1,000,000	994,166	13,694	1,007,860
00000XXX0	6,166,049	ALTICE US FINANCE I CORP	200,000	200,000	5,072	205,072
00000XXX0	6,166,051	ALTRIA GROUP INC.	1,866,000	1,865,034	12,113	1,877,148
000000XX0	6,166,053	XXXXXX.XXX INC	1,000,000	998,437	6,038	1,004,474
000000XX0	6,166,057	AMERICAN TOWER CORPORATION	3,000,000	2,998,312	88,500	3,086,812
00000XXX0	6,166,059	AMERICAN WATER CAPITAL CORP	2,000,000	1,995,039	11,333	2,006,373
00000XXX0	6,166,061	AMERISOURCEBERGEN CORPORATION	100,000	101,867	708	102,575
000000XX0	6,166,065	AMGEN INC.	3,000,000	2,986,317	22,042	3,008,359
000000XX0	6,166,067	ANIXTER INC.	35,000	35,000	984	35,984
00000XXX0	6,166,069	ANTERO RESOURCES CORP	85,000	85,000	1,992	86,992
00000XXX0	6,166,071	ANTERO RESOURCES CORP	50,000	50,031	1,172	51,203
000000XX0	6,166,073	APPLIED MATERIALS INC	400,000	398,878	1,300	400,178
000000XX0	6,166,075	ASHLAND INC.	10,000	10,000	100	10,100
000000XX0	6,166,077	ASHLAND INC.	10,000	9,952	100	10,052
00000XXX0	6,166,079	BANCO SANTANDER SA	1,500,000	1,487,776	3,542	1,491,318
00000XXX0	6,166,081	BANK OF NEW YORK MELLON CORP	1,000,000	998,474	5,583	1,004,057
00000XXX0	6,166,085	BRANCH BANKING AND TRUST COMPANY	1,000,000	999,483	4,531	1,004,015
000000XX0	6,166,093	BLUE CUBE SPINCO INC	80,000	80,000	356	80,356
000000XX0	6,166,095	BOEING CO	100,000	98,287	417	98,704
000000XX0	6,166,097	BOEING CO	100,000	97,397	550	97,947
000000XX0	6,166,099	BOEING CO	100,000	96,517	583	97,100
000000XX0	6,166,107	BUILDING MATERIALS CORP OF AMERICA	195,000	195,000	520	195,520
0000XXXX0	6,166,109	CCO HOLDINGS LLC	30,000	30,000	806	30,806
0000XXXX0	6,166,111	CCO HOLDINGS LLC	75,000	75,378	2,016	77,394
00000XXX0	6,166,113	CDW LLC / CDW FINANCE CORP	75,000	75,000	625	75,625
00000XXX0	6,166,115	CDW LLC / CDW FINANCE CORP	35,000	34,923	292	35,215
00000XXX0	6,166,117	CDW LLC / CDW FINANCE CORP	125,000	125,000	1,042	126,042
00000XXX0	6,166,119	CME GROUP INC	125,000	124,831	479	125,310
000000XX0	6,166,121	CVS HEALTH CORP	20,000	20,000	396	20,396
000000XX0	6,166,123	CVS HEALTH CORP	20,000	20,000	417	20,417
000000XX0	6,166,125	CALPINE CORP	15,000	15,077	265	15,342
00000XXX0	6,166,129	CANADIAN PACIFIC RAILWAY CO	250,000	248,950	1,533	250,484
00000XXX0	6,166,133	CENTENE ESCROW CORP	30,000	30,000	388	30,388
00000XXX0	6,166,135	CENOVUS ENERGY INC	500,000	499,927	944	500,872
00000XXX0	6,166,139	CHENIERE ENERGY PARTNERS LP	90,000	90,000	394	90,394
00000XXX0	6,166,141	CHENIERE CORPUS CHRISTI HOLDINGS L	60,000	60,000	1,034	61,034



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XXX0	6,166,143	CHENIERE CORPUS CHRISTI HOLDINGS L	205,000	206,668	3,531	210,199
00000XXX0	6,166,145	CHENIERE CORPUS CHRISTI HOLDINGS L	60,000	60,488	1,034	61,522
00000XXX0	6,166,147	CISCO SYSTEMS INC	5,000,000	4,990,499	62,278	5,052,777
00000XXX0	6,166,149	CISCO SYSTEMS INC	1,000,000	961,378	12,456	973,834
00000XXX0	6,166,151	CISCO SYSTEMS INC	3,500,000	3,498,356	20,089	3,518,444
000000XX0	6,166,157	CITIGROUP INC	5,000,000	4,982,855	74,253	5,057,108
000000XX0	6,166,159	CLEAN HARBORS INC	8,750	8,750	115	8,865
000000XX0	6,166,161	CLEAN HARBORS INC	11,250	11,274	148	11,421
000000XX0	6,166,163	CLEAN HARBORS INC.	5,000	5,000	107	5,107
000000XX0	6,166,167	COMMONWEALTH EDISON CO	6,000,000	5,999,623	60,000	6,059,623
00000XXX0	6,166,169	COMMSCOPE TECHNOLOGIES FINANCE LLC	90,000	88,154	575	88,729
00000XXX0	6,166,171	COMMSCOPE TECHNOLOGIES FINANCE LLC	155,000	152,528	990	153,518
00000XXX0	6,166,173	COMMSCOPE TECHNOLOGIES FINANCE LLC	30,000	29,786	192	29,978
00000XXX0	6,166,175	COMMSCOPE TECHNOLOGIES FINANCE LLC	115,000	114,179	735	114,914
00000XXX0	6,166,177	COMMSCOPE TECHNOLOGIES FINANCE LLC	275,000	273,037	1,757	274,794
000000XX0	6,166,179	CONSOLIDATED EDISON CO OF NEW YORK	5,000,000	4,755,304	114,583	4,869,888
00000XXX0	6,166,181	CONSTELLATION BRANDS INC	5,000	5,010	106	5,117
00000XXX0	6,166,183	CORRECTIONS CORP OF AMERICA	5,000	5,000	17	5,017
00000XXX0	6,166,185	CORRECTIONS CORP OF AMERICA	5,000	5,015	17	5,032
00000XXX0	6,166,187	CORRECTIONS CORP OF AMERICA	5,000	5,000	116	5,116
00000XXX0	6,166,189	CORRECTIONS CORP OF AMERICA	5,000	5,027	116	5,143
000000XX0	6,166,191	XXX COMMUNICATIONS INC 144A	875,000	1,000,096	12,214	1,012,310
00000XXX0	6,166,193	CREDIT SUISSE AG (NEW YORK BRANCH)	4,000,000	4,057,909	20,944	4,078,853
000000XX0	6,166,195	CROWN AMERICAS LLC	5,000	5,000	66	5,066
00000XXX0	6,166,201	XX XXXXXX INC	5,000	5,000	61	5,061
00000XXX0	6,166,203	XX XXXXXX INC	5,000	5,033	61	5,094
00000XXX0	6,166,205	DTE ELECTRIC CO	250,000	249,451	1,182	250,633
000000XX0	6,166,207	XXXXXXX CORPORATION	250,000	249,725	1,070	250,795
00000XXX0	6,166,209	DAVITA INC	10,000	10,000	121	10,121
00000XXX0	6,166,213	DELPHI JERSEY HOLDINGS PLC	120,000	119,437	500	119,937
00000XXX0	6,166,215	DIAMOND 1 FINANCE CORPORATION/DIAM	1,000,000	999,694	20,589	1,020,283
00000XXX0	6,166,217	DIAMOND 1 FINANCE CORPORATION/DIAM	120,000	120,000	2,663	122,663
00000XXX0	6,166,219	DIAMOND 1 FINANCE CORP	120,000	120,000	3,230	123,230
00000XXX0	6,166,221	XXXX DISNEY CO	200,000	199,635	770	200,405
00000XXX0	6,166,223	DISH DBS CORP	55,000	55,000	1,421	56,421
00000XXX0	6,166,225	DISH DBS CORP	60,000	60,458	1,550	62,008
00000XXX0	6,166,227	DISH DBS CORP	55,000	55,480	1,421	56,900
000000XX0	6,166,231	ELECTRICITE DE FRANCE SA	50,000	49,671	91	49,762
00000XXX0	6,166,233	EMD FINANCE LLC	500,000	499,490	1,721	501,210



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XXX0	6,166,235	EMD FINANCE LLC	500,000	497,770	1,896	499,666
000000XX0	6,166,237	ELDORADO GOLD CORPORATION	8,000	8,000	185	8,185
00000XXX0	6,166,239	ENBRIDGE ENERGY PARTNERS LP	5,000,000	4,983,435	35,139	5,018,574
00000XXX0	6,166,241	ENBRIDGE ENERGY PARTNERS LP	2,000,000	2,004,844	14,056	2,018,900
00000XXX0	6,166,243	ENERGIZER HOLDINGS INC.	10,000	10,000	208	10,208
00000XXX0	6,166,245	ENERGIZER HOLDINGS INC.	60,000	60,207	1,247	61,454
00000XXX0	6,166,247	ENERGY TRANSFER EQUITY LP	80,000	79,025	1,833	80,858
00000XXX0	6,166,249	EQUINIX INC	5,000	5,000	22	5,022
00000XXX0	6,166,251	EQUINIX INC	90,000	90,000	2,231	92,231
00000XXX0	6,166,253	EXXON MOBIL CORP	200,000	200,000	1,090	201,090
00000XXX0	6,166,255	FMG RESOURCES (AUGUST 2006) PTY LT	60,000	60,000	1,418	61,418
00000XXX0	6,166,257	FMG RESOURCES (AUGUST 2006) PTY LT	120,000	120,000	2,836	122,836
00000XXX0	6,166,259	FMG RESOURCES (AUGUST 2006) PTY LT	120,000	120,528	2,836	123,363
000000XX0	6,166,263	FIRST DATA CORP	25,000	25,000	284	25,284
000000XX0	6,166,265	FIRST DATA CORP	70,000	70,342	794	71,137
00000XXX0	6,166,267	FIRST DATA CORP	20,000	20,000	294	20,294
00000XXX0	6,166,269	FLEXTRONICS INTERNATIONAL LTD.	15,000	15,000	146	15,146
00000XXX0	6,166,271	FLEXTRONICS INTERNATIONAL LTD.	10,000	10,000	106	10,106
000000XX0	6,166,273	FOREST LABORATORIES INC	13,000	13,000	246	13,246
00000XXX0	6,166,275	FORUM ENERGY TECHNOLOGIES INC CORPORATE	5,000	5,000	26	5,026
000000XX0	6,166,277	FRANKLIN RESOURCES INC	100,000	99,875	245	100,121
00000XXX0	6,166,279	THE GEO GROUP INC	145,000	145,000	000	000,387
00000XXX0	6,166,281	GE CAPITAL INTERNATIONAL FUNDING C	3,865,000	3,972,967	78,737	4,051,705
000000XX0	6,166,283	GLP CAPITAL LP / GLP FINANCING II	5,000	5,000	122	5,122
000000XX0	6,166,285	GLP CAPITAL LP / GLP FINANCING II	5,000	5,000	134	5,134
000000XX0	6,166,287	GANNETT CO INC	10,000	9,943	28	9,972
00000XXX0	6,166,289	GENERAL MOTORS CO	15,000	15,000	42	15,042
00000XXX0	6,166,291	GENERAL MOTORS CO	15,000	15,000	59	15,059
00000XXX0	6,166,293	GENERAL MOTORS CO	10,000	9,970	39	10,009
00000XXX0	6,166,295	GENERAL MOTORS CO	10,000	10,000	50	10,050
00000XXX0	6,166,297	GENERAL MOTORS CO	5,000	5,024	25	5,049
00000XXX0	6,166,299	GENERAL MOTORS CO	80,000	79,584	267	79,851
00000XXX0	6,166,301	GENERAL MOTORS CO	80,000	79,109	333	79,442
00000XXX0	6,166,303	GENERAL MOTORS CO	80,000	79,439	347	79,785
00000XXX0	6,166,305	GENERAL MOTORS CO	200,000	222,218	867	223,085
00000XXX0	6,166,307	GENERAL MOTORS CO	120,000	119,842	420	120,262
000000XX0	6,166,309	GP 7.75 11/15/2029	1,700,000	2,081,927	60,751	2,142,679
000000XX0	6,166,311	GP 7.75 11/15/2029	2,580,000	3,154,834	92,199	3,247,033
000000XX0	6,166,315	GILEAD SCIENCES INC	450,000	448,572	2,738	451,309
000000XX0	6,166,317	PH XXXXXXXXXX CO	5,000	5,000	12	5,012



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XXX0	6,166,319	XXXXXXX SACHS GROUP INC	6,000,000	5,996,432	92,958	6,089,390
000000XX0	6,166,321	GOODYEAR TIRE & RUBBER CO	40,000	40,000	945	40,945
000000XX0	6,166,323	GOODYEAR TIRE & RUBBER COMPANY (TH	100,000	98,727	623	99,349
000000XX0	6,166,325	XX XXXXX & CO (CONNECTICUT DIVISIO	30,000	30,000	128	30,128
000000XX0	6,166,327	XX XXXXX & CO (CONNECTICUT DIVISIO	10,000	10,000	47	10,047
000000XX0	6,166,329	XX XXXXX & CO (CONNECTICUT DIVISIO	20,000	20,245	94	20,339
00000XXX0	6,166,331	GRAPHIC PACKAGING INTERNATIONAL IN	5,000	5,000	11	5,011
00000XXX0	6,166,333	GRAPHIC PACKAGING INTERNATIONAL IN	5,000	5,032	11	5,042
000000XX0	6,166,335	HCA INC	60,000	60,000	140	60,140
000000XX0	6,166,337	HCA INC	115,000	115,000	268	115,268
000000XX0	6,166,339	HSBC HOLDINGS PLC	600,000	600,000	15,900	615,900
00000XXX0	6,166,341	HSBC USA INC	5,000,000	4,986,040	62,222	5,048,262
000000XX0	6,166,345	HERSHEY CO	250,000	249,435	1,556	250,990
000000XX0	6,166,347	HDTFS	5,000	5,000	14	5,014
00000XXX0	6,166,353	HEWLETT-PACKARD CO	2,000,000	1,997,358	3,911	2,001,269
000000XX0	6,166,357	HILCORP ENERGY I LP	100,000	100,000	479	100,479
000000XX0	6,166,359	HOME DEPOT INC	250,000	249,214	1,979	251,194
000000XX0	6,166,361	HONEYWELL INTERNATIONAL INC	3,000,000	3,365,029	21,850	3,386,879
00000XXX0	6,166,363	HOST HOTELS & RESORTS LP	5,000	5,000	40	5,040
00000XXX0	6,166,365	HOST HOTELS & RESORTS LP	15,000	15,235	119	15,354
00000XXX0	6,166,367	HOST HOTELS & RESORTS LP	15,000	15,534	119	15,653
000000XX0	6,166,369	HUMANA INC	200,000	215,322	825	216,147
00000XXX0	6,166,371	IHS MARKIT LTD	25,000	25,000	625	25,625
00000XXX0	6,166,373	IHS MARKIT LTD	40,000	40,386	1,000	41,386
00000XXX0	6,166,375	IDAHO POWER CO	100,000	99,356	608	99,964
000000XX0	6,166,377	INTEL CORP	2,500,000	2,498,135	31,306	2,529,441
000000XX0	6,166,381	INTERSTATE POWER AND LIGHT CO	500,000	499,009	3,589	502,597
00000XXX0	6,166,383	IRON MOUNTAIN INC	50,000	50,000	633	50,633
00000XXX0	6,166,385	IRON MOUNTAIN INC	60,000	60,000	374	60,374
000000XX0	6,166,387	JBS USA LLC/JBS USA FINANCE INC	35,000	35,000	760	35,760
000000XX0	6,166,389	JBS USA LLC/JBS USA FINANCE INC	20,000	20,138	434	20,572
000000XX0	6,166,391	JABIL CIRCUIT INC	10,000	10,000	60	10,060
00000XXX0	6,166,393	XXXXX XXXXXX INTERNATIONAL FINANCE	200,000	200,000	3,833	203,833
000000XX0	6,166,395	XXXXXXX & XXXXXXX	50,000	55,964	887	56,851
000000XX0	6,166,397	XXXXXXX & XXXXXXX	60,000	59,329	350	59,680
000000XX0	6,166,399	KLX INC	55,000	55,000	1,346	56,346
000000XX0	6,166,401	KLX INC	25,000	25,065	612	25,677
000000XX0	6,166,403	KLX INC	25,000	25,065	612	25,677
000000XX0	6,166,405	KENTUCKY UTILITIES CO	100,000	99,967	275	100,242



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	6,166,409	KROGER CO	200,000	214,090	2,575	216,665
000000XX0	6,166,411	L BRANDS INC	145,000	145,000	3,263	148,263
000000XX0	6,166,413	L BRANDS INC	90,000	90,000	2,025	92,025
00000XXX0	6,166,415	LYB INTERNATIONAL FINANCE BV	100,000	107,954	623	108,577
000000XX0	6,166,419	XXXXX MEDIA CORP	5,000	5,000	79	5,079
000000XX0	6,166,421	XXXXX MEDIA CORP	10,000	10,000	144	10,144
000000XX0	6,166,423	LAND O LAKES INC	5,000	5,000	138	5,138
000000XX0	6,166,425	LENNAR CORPORATION	15,000	15,000	79	15,079
000000XX0	6,166,427	LENNAR CORPORATION	60,000	60,000	1,133	61,133
00000XXX0	6,166,429	LIFEPOINT HEALTH INC	60,000	60,000	1,469	61,469
00000XXX0	6,166,431	LIFEPOINT HEALTH INC	30,000	30,000	806	30,806
00000XXX0	6,166,433	LIFEPOINT HEALTH INC	120,000	117,763	3,225	120,988
000000XX0	6,166,435	LITHIA MOTORS INC.	45,000	45,000	591	45,591
000000XX0	6,166,437	LYONDELLBASELL INDUSTRIES NV	300,000	295,199	2,505	297,704
00000XXX0	6,166,443	MPT OPERATING PARTNERSHIP LP / MPT	85,000	85,000	1,116	86,116
00000XXX0	6,166,445	MPT OPERATING PARTNERSHIP LP / MPT	150,000	150,000	333	150,333
00000XXX0	6,166,447	MSCI INC	45,000	45,000	546	45,546
00000XXX0	6,166,451	MAGELLAN MIDSTREAM PARTNERS LP	3,905,000	3,900,588	41,491	3,942,078
000000XX0	6,166,455	MAGNA INTERNATIONAL INC.	250,000	249,243	865	250,107
000000XX0	6,166,457	MARATHON OIL CORP	3,000,000	3,075,425	16,500	3,091,925
000000XX0	6,166,459	MACYS RETAIL HOLDINGS INC	4,598,000	5,023,521	90,031	5,113,552
00000XXX0	6,166,463	MEDNAX INC	40,000	40,000	875	40,875
00000XXX0	6,166,467	MERITAGE HOMES CORP	10,000	10,000	58	10,058
00000XXX0	6,166,469	MERITAGE HOMES CORP	40,000	40,000	1,000	41,000
00000XXX0	6,166,471	MERITAGE HOMES CORP	70,000	70,323	1,445	71,768
00000XXX0	6,166,473	MERITAGE HOMES CORP	80,000	80,000	1,651	81,651
00000XXX0	6,166,475	MIZUHO BANK LTD	200,000	199,705	622	200,327
00000XXX0	6,166,477	MONSANTO COMPANY	50,000	49,860	88	49,948
000000XX0	6,166,479	XXXXX S CORP	300,000	304,808	4,638	309,446
000000XX0	6,166,481	MOOG INC	40,000	40,000	875	40,875
000000XX0	6,166,487	XXXXXX OIL CORPORATION	150,000	150,000	1,821	151,821
000000XX0	6,166,489	XXXXXX OIL USA INC	5,000	5,000	63	5,063
000000XX0	6,166,491	XXXXXX OIL USA INC	5,000	5,018	63	5,081
000000XX0	6,166,493	XXXXXX OIL USA INC	15,000	15,000	422	15,422
00000XXX0	6,166,495	NCR CORP	5,000	5,000	74	5,074
00000XXX0	6,166,497	NCR CORP	5,000	5,029	120	5,149
00000XXX0	6,166,499	NATIONAL CINEMEDIA LLC	35,000	35,000	93	35,093
000000XX0	6,166,501	NATIONAL RURAL UTILITIES COOP FINA	7,500,000	7,496,607	117,583	7,614,191
00000XXX0	6,166,503	CSC HOLDINGS LLC	200,000	200,000	3,901	203,901
000000XX0	6,166,505	XXXXXX RUBBERMAID INC	2,000,000	1,998,507	33,333	2,031,841
000000XX0	6,166,507	NEWFIELD EXPLORATION CO	10,000	9,984	188	10,172
00000XXX0	6,166,509	XXXXXXX FINANCE LLC/NIELSEN FINANC	10,000	10,000	38	10,038



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XXX0	6,166,511	NOVA CHEMICALS CORP	5,000	5,011	66	5,077
00000XXX0	6,166,513	NOVA CHEMICALS CORP	30,000	30,000	750	30,750
00000XXX0	6,166,519	NUANCE COMMUNICATIONS INC	3,000	3,003	34	3,037
00000XXX0	6,166,521	NUANCE COMMUNICATIONS INC	240,000	237,983	5,100	243,083
00000XXX0	6,166,523	NUSTAR LOGISTICS LP	120,000	120,000	56	120,056
00000XXX0	6,166,525	NUSTAR LOGISTICS LP	150,000	152,585	70	152,656
00000XXX0	6,166,527	NUTRIEN LTD	50,000	49,827	125	49,952
00000XXX0	6,166,529	NUTRIEN LTD	250,000	248,020	1,318	249,337
000000XX0	6,166,535	XXXX CORP	60,000	60,000	393	60,393
000000XX0	6,166,537	XXXX CORP	180,000	180,000	1,179	181,179
000000XX0	6,166,539	OPEN TEXT CORPORATION	60,000	60,000	994	60,994
000000XX0	6,166,541	OPEN TEXT CORPORATION	160,000	160,000	3,917	163,917
00000XXX0	6,166,545	ORACLE CORP	6,000,000	5,939,417	94,958	6,034,376
000000XX0	6,166,547	OSHKOSH CORP	20,000	20,000	179	20,179
000000XX0	6,166,549	XXXXX-XXXXXXXX	20,000	20,000	48	20,048
000000XX0	6,166,551	XXXXX-XXXXXXXX	40,000	40,215	96	40,311
000000XX0	6,166,553	XXXXX-XXXXXXXX	80,000	80,358	191	80,549
000000XX0	6,166,555	PECO ENERGY CO	100,000	99,684	140	99,824
000000XX0	6,166,559	PACIFIC GAS AND ELECTRIC COMPANY	3,000,000	2,986,749	29,000	3,015,749
00000XXX0	6,166,561	XXXXXX-XXXXXXXX CORPORATION	4,000,000	3,993,910	58,667	4,052,577
000000XX0	6,166,567	PLANTRONICS INC	20,000	20,000	507	20,507
000000XX0	6,166,569	PLANTRONICS INC	20,000	20,109	507	20,617
000000XX0	6,166,571	PLANTRONICS INC	20,000	20,142	507	20,649
000000XX0	6,166,575	PULTE HOMES INC	10,000	9,575	298	9,872
000000XX0	6,166,577	PULTE HOMES INC	20,000	19,748	595	20,343
000000XX0	6,166,579	PULTE GROUP INC	130,000	130,000	1,192	131,192
00000XXX0	6,166,581	QEP RESOURCES INC	90,000	90,000	844	90,844
00000XXX0	6,166,583	QORVO INC	20,000	20,000	563	20,563
00000XXX0	6,166,585	QORVO INC	20,000	20,000	583	20,583
00000XXX0	6,166,587	QUEBECOR MEDIA INC	5,000	5,000	109	5,109
00000XXX0	6,166,589	QUEST DIAGNOSTICS INC	400,000	399,698	1,619	401,317
000000XX0	6,166,591	QUINTILES TRANSNATIONAL CORP	60,000	60,000	1,349	61,349
00000XXX0	6,166,593	RANGE RESOURCES CORP	10,000	10,000	64	10,064
00000XXX0	6,166,595	REGENCY ENERGY PARTNERS LP	10,000	10,000	225	10,225
000000XX0	6,166,597	ROCK-TENN CO	15,000	14,966	88	15,053
000000XX0	6,166,599	ROCK-TENN CO	15,000	14,917	100	15,017
000000XX0	6,166,601	XXXXXX COMMUNICATIONS INC.	500,000	497,211	2,271	499,482
000000XX0	6,166,603	XXXXXX COMMUNICATIONS INC.	100,000	101,633	639	102,272
00000XXX0	6,166,607	SANOFI-AVENTIS SA	8,000,000	7,972,619	28,444	8,001,063
000000XX0	6,166,609	XXXXXXX XXXXXX CORP	100,000	99,699	425	100,124
000000XX0	6,166,611	XX XXXXXXX CO	90,000	90,000	2,127	92,127
000000XX0	6,166,613	SERVICE CORP INTERNATIONAL	10,000	10,000	208	10,208
000000XX0	6,166,615	SHELL INTERNATIONAL FINANCE BV	5,000,000	4,994,688	21,875	5,016,563
000000XX0	6,166,617	XXXXXXX-XXXXXXXX COMPANY (THE)	150,000	150,209	1,650	151,859



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	6,166,619	SIMON PROPERTY GROUP INC	450,000	447,782	2,625	450,407
00000XXX0	6,166,621	SIRIUS XM RADIO INC	200,000	200,000	478	200,478
00000XXX0	6,166,623	SIRIUS XM RADIO INC	150,000	150,000	1,875	151,875
00000XXX0	6,166,625	SIRIUS XM RADIO INC	90,000	90,210	1,125	91,335
000000XX0	6,166,627	XX XXXXXXX CO/THE	300,000	295,199	1,677	296,876
00000XXX0	6,166,631	SPECTRA ENERGY PARTNERS LP	5,000,000	4,992,663	30,347	5,023,010
00000XXX0	6,166,633	SPECTRA ENERGY PARTNERS LP	250,000	249,708	1,488	251,195
000000XX0	6,166,635	SPRINT NEXTEL CORP	15,000	15,737	175	15,912
000000XX0	6,166,637	SPRINT NEXTEL CORP	10,000	10,495	117	10,612
000000XX0	6,166,639	STANDARD INDUSTRIES INC	60,000	60,000	697	60,697
000000XX0	6,166,641	STANDARD INDUSTRIES INC	45,000	45,000	475	45,475
000000XX0	6,166,645	STATE STREET CORP	500,000	499,488	3,599	503,088
000000XX0	6,166,649	STEEL DYNAMICS INC	10,000	10,052	23	10,075
00000XXX0	6,166,651	SUNOCO LP / SUNOCO FINANCE CORP	20,000	20,000	299	20,299
00000XXX0	6,166,653	SUNOCO LP / SUNOCO FINANCE CORP	20,000	20,000	320	20,320
000000XX0	6,166,655	SYMANTEC CORPORATION	30,000	30,000	67	30,067
00000XXX0	6,166,657	TD AMERITRADE HOLDING CO	100,000	99,000	000	000,110
00000XXX0	6,166,659	XXXXX HEALTHCARE CORPORATION	5,000	5,000	25	5,025
00000XXX0	6,166,661	T-MOBILE USA INC	40,000	40,000	766	40,766
00000XXX0	6,166,663	T-MOBILE USA INC	15,000	15,000	36	15,036
00000XXX0	6,166,665	TRI POINTE GROUP INC	180,000	180,000	3,938	183,938
00000XXX0	6,166,667	TRI POINTE GROUP INC	120,000	120,000	2,625	122,625
00000XXX0	6,166,669	TALLGRASS ENERGY PARTNERS LP /TALL	90,000	90,000	3,108	93,108
00000XXX0	6,166,671	TALLGRASS ENERGY PARTNERS LP /TALL	180,000	180,675	6,215	186,890
00000XXX0	6,166,673	TARGA RESOURCES PARTNERS LP	10,000	10,000	86	10,086
00000XXX0	6,166,675	TARGA RESOURCES PARTNERS LP	40,000	40,031	345	40,376
00000XXX0	6,166,677	TARGA RESOURCES PARTNERS LP	300,000	300,000	4,031	304,031
000000XX0	6,166,681	XXXXXX XXXXXXXX COMMUNITIES INC/MO	5,000	5,000	12	5,012
000000XX0	6,166,683	XXXXXX XXXXXXXX COMMUNITIES INC/MO	5,000	5,013	12	5,025
00000XXX0	6,166,685	TELSTRA CORPORATION LTD	50,000	49,938	104	50,042
00000XXX0	6,166,687	XXXXX HEALTHCARE CORPORATION	20,000	20,000	292	20,292
00000XXX0	6,166,689	TENNECO INC	80,000	80,000	1,624	81,624
00000XXX0	6,166,691	TESORO LOGISTICS LP/TESORO LOGISTI	8,000	8,000	20	8,020
00000XXX0	6,166,693	TESORO LOGISTICS LP/TESORO LOGISTI	21,000	21,261	58	21,319
00000XXX0	6,166,695	TEVA PHARMACEUTICAL FINANCE NETHER	500,000	498,900	1,313	500,213
00000XXX0	6,166,697	TEVA PHARMACEUTICAL FINANCE NETHER	750,000	744,026	2,563	746,589
00000XXX0	6,166,699	TEVA PHARMACEUTICAL FINANCE NETHER	500,000	421,373	1,708	423,081



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XXX0	6,166,701	TEVA PHARMACEUTICAL FINANCE NETHER	350,000	294,409	1,196	295,605
00000XXX0	6,166,703	TEVA PHARMACEUTICAL FINANCE NETHER	200,000	169,233	683	169,917
000000XX0	6,166,707	THERMO XXXXXX SCIENTIFIC INC	200,000	232,358	2,650	235,008
000000XX0	6,166,711	TIME WARNER INC	250,000	242,361	3,570	245,931
00000XXX0	6,166,713	TOTAL CAPITAL CANADA LTD	2,800,000	2,739,633	22,672	2,762,305
000000XX0	6,166,715	TRIUMPH GROUP INC	36,000	36,000	146	36,146
00000XXX0	6,166,717	UDR INC	2,000,000	1,995,417	25,000	2,020,417
00000XXX0	6,166,719	UDR INC	500,000	499,111	1,667	500,777
00000XXX0	6,166,721	UPCB FINANCE IV LTD	200,000	200,000	3,165	203,165
00000XXX0	6,166,723	UBS GROUP FUNDING SWITZERLAND AG	250,000	249,636	1,060	250,696
000000XX0	6,166,725	UPS OF AMERICA INC	6,400,000	7,449,145	116,836	7,565,981
000000XX0	6,166,727	UNITED TECHNOLOGIES CORPORATION	2,000,000	1,997,744	4,000	2,001,744
000000XX0	6,166,729	UNITED TECHNOLOGIES CORPORATION	5,000,000	4,990,683	12,667	5,003,349
00000XXX0	6,166,733	VENTAS REALTY LP	250,000	249,134	1,227	250,361
00000XXX0	6,166,735	VERISIGN INC	5,000	5,000	116	5,116
00000XXX0	6,166,739	VIRGIN MEDIA SECURED FINANCE PLC	200,000	200,000	3,092	203,092
00000XXX0	6,166,741	VIRGIN MEDIA SECURED FINANCE PLC	200,000	200,000	2,322	202,322
000000XX0	6,166,745	VIRGINIA ELECTRIC AND POWER CO	3,500,000	3,495,637	25,492	3,521,129
00000XXX0	6,166,747	VISA INC	1,000,000	997,109	11,988	1,009,097
00000XXX0	6,166,749	VISA INC	1,500,000	1,498,138	23,690	1,521,828
00000XXX0	6,166,753	WASTE MANAGEMENT INC	200,000	199,706	1,300	201,006
00000XXX0	6,166,755	WASTE MANAGEMENT INC	300,000	299,419	2,050	301,469
00000XXX0	6,166,759	XXXXX FARGO & CO	300,000	299,594	947	300,541
00000XXX0	6,166,761	WESTAR ENERGY INC	3,000,000	2,999,996	23,125	3,023,121
000000XX0	6,166,765	WYETH	2,000,000	1,914,336	25,333	1,939,670
000000XX0	6,166,767	WYETH	2,000,000	2,052,064	25,333	2,077,398
000000XX0	6,166,769	XXXX LAS VEGAS LLC / XXXX LAS XXXX	15,000	15,000	267	15,267
00000XXX0	6,166,771	TAQA ABU DHABI NATIONAL	200,000	198,311	3,135	201,447
00000XXX0	6,166,773	ANGLOGOLD HOLDINGS PLC	10,000	10,005	24	10,029
00000XXX0	6,166,775	BANCO DE CREDITO E INVERSIONES-SD	500,000	494,180	924	495,103
00000XXX0	6,166,777	XX XXXXXXXXX INTERNATIONAL (17) LT	750,000	746,469	1,896	748,365
000000XX0	6,166,779	CELULOSA ARAUCO Y CONSTITUCION SA	950,000	936,040	18,304	954,344
00000XXX0	6,166,781	CENCOSUD SA	750,000	747,522	9,479	757,001
000000XX0	6,166,783	CHILE (REPUBLIC OF)	425,000	424,335	5,924	430,259
000000XX0	6,166,785	COCA-COLA ICECEK AS	150,000	150,000	738	150,738
000000XX0	6,166,787	COLBUN SA	450,000	448,860	988	449,848
00000XXX0	6,166,789	CORPORACION NACIONAL DEL COBRE DE	500,000	491,737	4,531	496,268
000000XX0	6,166,791	ECOPETROL SA	25,000	25,935	519	26,454



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	6,166,793	ECOPETROL SA	60,000	62,014	1,245	63,260
00000XXX0	6,166,795	EMPRESA DE TRANSPORTE DE PASAJEROS	275,000	268,808	3,667	272,475
00000XXX0	6,166,797	FIBRIA OVERSEAS FINANCE LTD	237,000	233,780	3,766	237,546
00000XXX0	6,166,799	GRUPO BIMBO SAB DE CV	1,100,000	1,097,554	24,558	1,122,112
000000XX0	6,166,801	INFRAESTRUCTURA ENERGETICA NOVA SA	240,000	230,891	4,453	235,344
00000XXX0	6,166,803	INVERSIONES CMPC SA	250,000	249,177	820	249,997
00000XXX0	6,166,805	KOC HOLDING AS	1,250,000	1,242,061	8,385	1,250,446
00000XXX0	6,166,807	KOREA GAS CORPORATION	200,000	199,734	1,944	201,678
00000XXX0	6,166,809	KOREA GAS CORPORATION	1,250,000	1,247,229	9,644	1,256,873
000000XX0	6,166,811	LUKOIL INTERNATIONAL FINANCE BV	735,000	732,887	21,509	754,396
00000XXX0	6,166,813	MEXICHEM SAB DE CV	200,000	215,220	1,575	216,795
00000XXX0	6,166,815	MEXICHEM SAB DE CV	500,000	495,148	3,590	498,738
00000XXX0	6,166,817	MEXICHEM SAB DE CV	300,000	297,713	900	298,613
00000XXX0	6,166,819	MEXICO CITY AIRPORT TRUST	300,000	297,426	35	297,461
00000XXX0	6,166,821	MEXICO CITY AIRPORT TRUST	250,000	251,848	30	251,878
00000XXX0	6,166,823	MEXICO CITY AIRPORT TRUST	200,000	201,479	24	201,502
00000XXX0	6,166,825	MEXICO CITY AIRPORT TRUST	400,000	397,706	43	397,749
00000XXX0	6,166,827	MEXICO CITY AIRPORT TRUST	350,000	347,893	4,866	352,759
00000XXX0	6,166,829	PETROLEOS MEXICANOS	450,000	473,185	3,900	477,085
000000XX0	6,166,833	RELIANCE INDUSTRIES LTD	825,000	825,000	12,689	837,689
00000XXX0	6,166,835	SAUDI INTERNATIONAL BOND	650,000	642,535	293	642,828
00000XXX0	6,166,837	SAUDI INTERNATIONAL BOND	400,000	395,576	2,296	397,871
00000XXX0	6,166,839	SIGMA ALIMENTOS SA	600,000	598,987	12,306	611,293
XX0000000	6,166,841	RUSSIAN FEDERATION (GOVERNMENT)	1,000,000	1,000,000	15,111	1,015,111
XX0000000	6,166,843	OFFICE CHERIFIEN DES PHOSPHATES SA	380,000	414,462	435	414,897
00000XXX0	6,166,845	BAHRAIN KINGDOM OF (GOVERNMENT)	750,000	750,000	13,854	763,854
00000XXX0	6,166,847	BANCO NACIONAL DE COMERCIO EXTERIO	1,250,000	1,247,243	2,582	1,249,825
000000XX0	6,166,849	BRAZIL (FEDERATIVE REPUBLIC OF)	10,000	14,441	231	14,673
000000XX0	6,166,851	COLOMBIA 11.75% 2/20	24,000	27,574	517	28,091
000000XX0	6,166,853	COLOMBIA 11.75% 2/20	49,000	56,425	1,056	57,480
000000XX0	6,166,855	COLOMBIA REPUBLIC OF (GOVERNMENT)	250,000	246,000	000	000,043
000000XX0	6,166,857	COMISION FEDERAL DE ELECTRICIDAD	350,000	349,600	3,140	352,740
00000XXX0	6,166,859	CORPORACION NACIONAL DEL COBRE DE	10,000	9,992	98	10,090
00000XXX0	6,166,861	CORPORACION NACIONAL DEL COBRE DE	1,000,000	987,964	5,625	993,589
00000XXX0	6,166,863	CORPORACION NACIONAL DEL COBRE DE	200,000	197,216	1,125	198,341
00000XXX0	6,166,865	EMPRESA NACIONAL DEL PETROLEO ENAP	460,000	453,539	4,121	457,659
000000XX0	6,166,867	FONDO MIVIVIENDA SA	5,000	4,991	44	5,035



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
000000XX0	6,166,869	FONDO MIVIVIENDA SA	10,000	10,026	88	10,114
000000XX0	6,166,871	INDONESIA REPUBLIC OF (GOVERNMENT	375,000	373,808	5,591	379,399
000000XX0	6,166,873	INDONESIA REPUBLIC OF (GOVERNMENT	1,000,000	996,425	13,654	1,010,079
000000XX0	6,166,875	INDONESIA (REPUBLIC OF)	750,000	746,988	10,208	757,196
000000XX0	6,166,877	INDONESIA (REPUBLIC OF)	250,000	247,962	4,229	252,191
000000XX0	6,166,881	KAZAKHSTAN (REPUBLIC OF)	500,000	496,048	7,118	503,166
00000XXX0	6,166,883	KAZMUNAYGAS NATIONAL CO JSC	500,000	495,504	792	496,296
00000XXX0	6,166,885	KAZMUNAYGAS NATIONAL CO JSC	450,000	442,215	863	443,078
00000XXX0	6,166,887	KAZMUNAYGAS NATIONAL CO JSC	300,000	294,079	575	294,654
000000XX0	6,166,889	KUWAIT INTL BOND	1,000,000	991,181	3,986	995,167
00000XXX0	6,166,891	PERTAMINA (PERSERO) PT	20,000	19,707	593	20,301
000000XX0	6,166,893	PANAMA (REPUBLIC OF)	13,000	17,788	99	17,887
000000XX0	6,166,895	PANAMA 9.375% 1/16/2023	5,000	5,921	137	6,058
000000XX0	6,166,897	PANAMA REPUBLIC OF (GOVERNMENT)	10,000	10,000	2	10,002
000000XX0	6,166,899	PANAMA REPUBLIC OF (GOVERNMENT)	200,000	198,337	938	199,274
000000XX0	6,166,901	PANAMA REPUBLIC OF (GOVERNMENT)	700,000	694,100	3,315	697,416
000000XX0	6,166,903	PANAMA REPUBLIC OF (GOVERNMENT)	200,000	204,317	947	205,264
000000XX0	6,166,905	PEMEX PROJECT FUNDING MASTER TRUST	10,000	11,224	250	11,474
000000XX0	6,166,907	PEMEX PROJECT FUNDING MASTER TRUST	35,000	39,577	876	40,453
000000XX0	6,166,909	PERU (THE REPUBLIC OF)	41,000	49,611	351	49,961
000000XX0	6,166,911	PERU REPUBLIC OF (GOVERNMENT)	4,000	4,614	102	4,716
000000XX0	6,166,913	PERU REPUBLIC OF (GOVERNMENT)	13,000	14,741	331	15,072
000000XX0	6,166,915	PERU REPUBLIC OF (GOVERNMENT)	9,000	10,768	229	10,997
000000XX0	6,166,917	PERU REPUBLIC OF (GOVERNMENT)	18,000	21,581	458	22,039
000000XX0	6,166,919	PERU REPUBLIC OF (GOVERNMENT)	9,000	10,776	229	11,005
000000XX0	6,166,921	PERU REPUBLIC OF (GOVERNMENT)	9,000	10,776	229	11,005
00000XXX0	6,166,923	PERUSAHAAN PENERBIT SBSN INDONESIA	475,000	475,000	1,752	476,752
00000XXX0	6,166,925	PERUSAHAAN PENERBIT SBSN INDONESIA	375,000	375,648	1,383	377,032
00000XXX0	6,166,927	PERUSAHAAN PENERBIT SBSN INDONESIA	150,000	150,618	553	151,171
00000XXX0	6,166,929	PERUSAHAAN LISTRIK NEGARA (PERSERO	500,000	495,349	9,510	504,859
00000XXX0	6,166,931	PERUSAHAAN LISTRIK NEGARA (PERSERO	200,000	195,755	3,804	199,559
00000XXX0	6,166,933	PERUSAHAAN LISTRIK NEGARA (PERSERO	250,000	246,335	6,052	252,387



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
00000XXX0	6,166,935	PETROLEOS MEXICANOS	10,000	10,441	153	10,594
00000XXX0	6,166,937	PETROLEOS MEXICANOS	25,000	28,818	673	29,490
00000XXX0	6,166,939	PETROLEOS MEXICANOS	33,000	32,875	433	33,308
00000XXX0	6,166,941	PETROLEOS MEXICANOS	20,000	20,074	379	20,453
00000XXX0	6,166,943	PETROLEOS MEXICANOS	10,000	9,959	189	10,148
00000XXX0	6,166,945	PETROLEOS MEXICANOS	750,000	748,832	12,461	761,293
00000XXX0	6,166,947	PETROLEOS MEXICANOS	1,000,000	1,000,000	5,139	1,005,139
000000XX0	6,166,949	PETROLEOS DEL PERU SA	875,000	875,000	15,240	890,240
000000XX0	6,166,951	PETROLEOS DEL PERU SA	200,000	198,321	3,483	201,805
000000XX0	6,166,953	PETRONAS CAPITAL LTD	1,000,000	993,653	4,181	997,833
000000XX0	6,166,955	PETRONAS CAPITAL LTD	250,000	247,079	1,344	248,423
000000XX0	6,166,957	PHILIPPINE (REPUBLIC OF)	10,000	13,273	133	13,406
000000XX0	6,166,959	PHILIPPINES (REPUBLIC OF)	350,000	350,000	3,202	353,202
000000XX0	6,166,961	URUGUAY (ORIENTAL REPUBLIC OF)	400,000	397,369	194	397,564
000000XX0	6,166,963	URUGUAY (ORIENTAL REPUBLIC OF)	10,000	9,934	5	9,939
000000XX0	6,166,965	URUGUAY (ORIENTAL REPUBLIC OF)	150,000	159,318	73	159,391
000000XX0	6,166,967	SLOVAK REPUBLIC (GOVERNMENT)	20,000	19,916	389	20,305
000000XX0	6,166,969	TURKEY (REPUBLIC OF)	40,000	47,936	705	48,641
000000XX0	6,166,971	TURKEY (REPUBLIC OF)	20,000	24,497	168	24,665
000000XX0	6,166,973	TURKEY (REPUBLIC OF)	1,000,000	991,483	2,979	994,462
00000XXX0	6,166,975	TURKIYE IHRACAT KREDI BANKASI AS	250,000	249,366	3,098	252,464
00000XXX0	6,166,977	MEXICO (UNITED MEXICAN STATES) (GO	500,000	498,693	5,729	504,422
00000XXX0	6,166,979	MEXICO (UNITED MEXICAN STATES)	250,000	249,263	951	250,214
0010EPA@7	6,166,981	AEP TEXAS CENTRAL CO	400,000	400,000	7,662	407,662
0010EPB*8	6,166,983	AEP TEXAS CENTRAL CO	1,200,000	1,200,000	159	1,200,159
00114*AH6	6,166,985	AEP TRANSMISSION CO LLC	300,000	300,000	7,714	307,714
001201A#9	6,166,987	AGL ENERGY LTD	100,000	100,000	1,494	101,494
00168@AD8	6,166,989	ALS GROUP GENERAL PARTNERSHIP	1,300,000	1,300,000	15,691	1,315,691
00168@AE6	6,166,991	ALS GROUP GENERAL PARTNERSHIP	2,400,000	2,400,000	32,572	2,432,572
00168@AE6	6,166,993	ALS GROUP GENERAL PARTNERSHIP	1,100,000	1,100,000	14,929	1,114,929
00168@AF3	6,166,995	ALS GROUP GENERAL PARTNERSHIP	300,000	300,000	2,890	302,890
00000XXX0	6,166,997	ABENGOA TRANSMISION SUR SA	1,387,540	1,387,559	265	1,387,824
003009A*8	6,166,999	ABERDEEN ASIA PACIFIC INCOME FUND	300,000	300,000	3,533	303,533
003009A@6	6,167,001	ABERDEEN ASIA PACIFIC INCOME FUND	100,000	100,000	1,425	101,425
003009B*7	6,167,003	ABERDEEN ASIA PACIFIC INCOME FUND	150,000	150,000	1,249	151,249
00802#AA4	6,167,005	AEROSTAR AIRPORT HOLDINGS LLC	567,429	567,429	3,535	570,963
008474B#4	6,167,007	AGNICO-EAGLE MINES LIMITED	100,000	100,000	1,526	101,526



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
008474C*7	6,167,009	AGNICO-EAGLE MINES LIMITED	300,000	300,000	4,880	304,880
00912XA#1	6,167,011	AIR LEASE CORPORATION	300,000	300,000	3,966	303,966
01185*AA3	6,167,015	ALASKA VENTURES LLC	810,705	810,705	3,260	813,965
04317@AF5	6,167,027	XXXXXX X XXXXXXXXX & CO	100,000	100,000	000	000,814
04317@AG3	6,167,029	XXXXXX X XXXXXXXXX & CO	300,000	300,000	2,523	302,523
04317@AH1	6,167,031	XXXXXX X XXXXXXXXX & CO	400,000	400,000	3,541	403,541
04317@AQ1	6,167,033	XXXXXX X XXXXXXXXX & CO	800,000	800,000	14,569	814,569
04317@AR9	6,167,035	XXXXXX X XXXXXXXXX & CO	400,000	400,000	7,533	407,533
04317@AS7	6,167,037	XXXXXX X XXXXXXXXX & CO	300,000	300,000	5,836	305,836
04774#AA0	6,167,039	ATLANTA FALCONS STADIUM CO LLC	592,490	592,490	3,545	596,035
04774#AB8	6,167,041	ATLANTA FALCONS STADIUM CO LLC	394,993	394,993	2,363	397,356
00000XXX0	6,167,043	AUTOPISTAS METROPOLITANAS DE PUERT	579,900	579,900	3,371	583,271
055262A#6	6,167,045	BASF SE	500,000	500,000	7,564	507,564
05565EG#6	6,167,047	BMW US CAPITAL LLC	700,000	700,000	6,112	706,112
06850#AD6	6,167,049	BARRIERSAFE SOLUTIONS INTERNATIONAL INC	200,000	200,000	728	200,728
070101D#4	6,167,051	BASIN ELECTRIC POWER COOPERATIVE	200,000	214,226	4,972	219,198
070101F@4	6,167,053	BASIN ELECTRIC POWER COOPERATIVE I	600,000	600,000	8,477	608,477
08888@AA6	6,167,055	BIF II SAFE HARBOR HOLDINGS LLC	200,000	200,000	794	200,794
10567@AA0	6,167,057	BRAVES STADIUM COMPANY LLC	888,306	888,306	2,884	891,190
11283#AE1	6,167,059	BROOKFIELD POWER NEW YORK FINANCE	600,000	600,000	9,510	609,510
11283*AA3	6,167,061	BROOKFIELD WHITE PINE HYDRO LLC	300,000	300,000	1,136	301,136
12117#AA9	6,167,063	BUREAU VERITAS HOLDINGS INC	200,000	200,000	1,223	201,223
00000XXX0	6,167,065	CREDOMATIC INTERNATIONAL CORP	339,780	371,608	3,995	375,603
12656*AF9	6,167,067	CSLB HOLDINGS INC	200,000	200,000	500	200,500
12656*AG7	6,167,069	CSLB HOLDINGS INC	100,000	100,000	311	100,311
12656*AL6	6,167,071	CSLB HOLDINGS INC	200,000	200,000	297	200,297
12656*AM4	6,167,073	CSLB HOLDINGS INC	400,000	400,000	624	400,624
14268#AA2	6,167,075	CARLSBAD ENERGY HOLDINGS LLC	200,000	200,000	000	000,710
14268#AA2	6,167,077	CARLSBAD ENERGY HOLDINGS LLC	100,000	100,000	355	100,355
14313*AA1	6,167,079	CARMAX AUTO SUPERSTORES INC	100,000	100,000	43	100,043
14313*AB9	6,167,081	CARMAX AUTO SUPERSTORES INC	200,000	200,000	93	200,093
14313*AB9	6,167,083	CARMAX AUTO SUPERSTORES INC	100,000	100,000	46	100,046
14313*AB9	6,167,085	CARMAX AUTO SUPERSTORES INC	400,000	409,146	185	409,331
14313*AC7	6,167,087	CARMAX AUTO SUPERSTORES INC	300,000	300,000	142	300,142
14313*AC7	6,167,089	CARMAX AUTO SUPERSTORES INC	200,000	200,000	95	200,095



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
14456#AA4	6,167,091	CARRIX INC	150,000	150,000	1,881	151,881
14456#AB2	6,167,093	CARRIX INC	350,000	350,000	4,477	354,477
147528E#6	6,167,095	CASEYS GENERAL STORES INC	400,000	400,000	5,464	405,464
147528F#5	6,167,097	CASEYS GENERAL STORES INC	250,000	250,000	78	250,078
147528F*9	6,167,099	CASEYS GENERAL STORES INC	100,000	100,000	1,396	101,396
147528F@7	6,167,101	CASEYS GENERAL STORES INC	250,000	250,000	4,537	254,537
147528G*8	6,167,103	CASEYS GENERAL STORES INC.	150,000	150,000	2,018	152,018
147528G@6	6,167,105	CASEYS GENERAL STORES INC.	200,000	200,000	1,445	201,445
184691A#0	6,167,113	CLEARBRIDGE AMERICAN ENERGY MLP FU	112,583	112,583	226	112,809
184691A*4	6,167,115	CLEARBRIDGE AMERICAN ENERGY MLP FU	56,364	56,364	81	56,445
184691A@2	6,167,117	CLEARBRIDGE AMERICAN ENERGY MLP FU	168,478	168,478	291	168,770
184691B*3	6,167,119	CLEARBRIDGE AMERICAN ENERGY MLP FU	56,609	56,609	117	56,726
184692C*0	6,167,121	CLEARBRIDGE AMERICAN ENERGY MLP FUND INC	86,172	86,172	10	86,182
200447A*1	6,167,123	COMISION FEDERAL DE ELECTRICIDAD	760,000	760,000	2,966	762,966
000000XX0	6,167,125	CONTINENTAL WIND LLC	483,942	483,942	4,920	488,862
000000XX0	6,167,127	CONTINENTAL WIND LLC	322,628	341,073	3,280	344,353
23325PA@3	6,167,129	DNP SELECT INCOME FUND	400,000	400,000	3,300	403,300
24618#AG5	6,167,131	DELAWARE NORTH COMPANIES INC	100,000	100,000	993	100,993
24618#AJ9	6,167,133	DELAWARE NORTH COMPANIES INC	300,000	300,000	4,137	304,137
24618#AK6	6,167,135	DELAWARE NORTH COMPANIES INC	100,000	100,000	1,470	101,470
24618#AL4	6,167,137	DELAWARE NORTH COMPANIES INC	200,000	200,000	3,122	203,122
25763#AE0	6,167,139	XXXXXXXXX COMPANY INC	3,000,000	3,000,000	10,540	3,010,540
28501*AS4	6,167,145	ELECTRIC TRANSMISSION TEXAS LLC	100,000	100,000	958	100,958
28501*AT2	6,167,147	ELECTRIC TRANSMISSION TEXAS LLC	100,000	100,000	1,620	101,620
28501*AU9	6,167,149	ELECTRIC TRANSMISSION TEXAS LLC	200,000	200,000	3,611	203,611
28501*AU9	6,167,151	ELECTRIC TRANSMISSION TEXAS LLC	400,000	400,000	7,222	407,222
00000XXX0	6,167,153	ENBRIDGE PIPELINES SOUTHERN LIGHTS	816,945	816,945	10,928	827,873
32055RB*7	6,167,155	FIRST INDUSTRIAL LP	100,000	100,000	815	100,815
32055RB@5	6,167,157	FIRST INDUSTRIAL LP	200,000	200,000	1,672	201,672
00000XXX0	6,167,159	FLNG LIQUEFACTION 2 LLC	1,400,000	1,400,000	4,973	1,404,973
000000XX0	6,167,161	NFL TRUST V PRVT	2,000,000	2,000,000	61,822	2,061,822
34487*AA9	6,167,163	NFL TRUST IV PRVT	246,783	246,783	8,712	255,495
34487*AA9	6,167,165	NFL TRUST IV PRVT	535,930	535,930	18,920	554,850
34488@AA6	6,167,167	NFL TRUST VI	300,000	300,000	6,171	306,171
34502*AB8	6,167,169	FOOTBALL CLUB TERM NOTES 2032 TRUS	100,000	100,000	1,894	101,894
35877#AA0	6,167,171	FRISCO HQ OPERATIONS LLC	200,000	200,000	5,713	205,713



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
36221*AC1	6,167,173	GPT OPERATING PARTNERSHIP LP	200,000	200,000	3,219	203,219
36221*AD9	6,167,175	GPT OPERATING PARTNERSHIP LP	200,000	200,000	3,264	203,264
00000XXX0	6,167,177	GENESIS SOLAR CORP	859,060	859,060	7,028	866,087
00000XXX0	6,167,179	GENESIS SOLAR CORP	214,765	214,765	2,324	217,089
372460C#0	6,167,181	GENUINE PARTS COMPANY	300,000	300,000	5,581	305,581
375916A#0	6,167,185	GILDAN ACTIVEWEAR INC.	100,000	100,000	495	100,495
375916B@1	6,167,187	GILDAN ACTIVEWEAR INC.	300,000	300,000	1,601	301,601
37636#AK6	6,167,189	GIVAUDAN UNITED STATES INC	300,000	300,000	2,338	302,338
387328A#4	6,167,191	GRANITE CONSTR INC PRVT	4,000,000	4,000,000	94,366	4,094,366
39121JC@7	6,167,193	GREAT RIVER ENERGY	400,000	400,000	638	400,638
39122@AA7	6,167,195	GREAT RIVER HYDRO LLC	700,000	700,000	5,859	705,859
40447@AE5	6,167,199	HMSHOST CORP	600,000	600,000	8,875	608,875
41242*BB7	6,167,205	HARDWOOD FUNDING LLC	200,000	200,000	2,736	202,736
41242*BC5	6,167,207	HARDWOOD FUNDING LLC	100,000	100,000	1,408	101,408
41242*BG6	6,167,209	HARDWOOD FUNDING LLC	100,000	100,000	1,412	101,412
41242*BH4	6,167,211	HARDWOOD FUNDING LLC	300,000	300,000	4,416	304,416
41975*AM7	6,167,213	HAWAII ELECTRIC LIGHT COMPANY INC	200,000	200,000	807	200,807
419866E*5	6,167,215	HAWAIIAN ELECTRIC CO	400,000	400,000	7,417	407,417
419866E@3	6,167,217	HAWAIIAN ELECTRIC CO	400,000	400,000	1,613	401,613
42241@AE9	6,167,219	HEARST COMMUNICATIONS INC	500,000	500,000	1,230	501,230
42241@AH2	6,167,221	HEARST COMMUNICATIONS INC	2,000,000	2,000,000	168	2,000,168
42241@AH2	6,167,223	HEARST COMMUNICATIONS INC	3,000,000	3,000,000	252	3,000,252
44416*AG1	6,167,225	XXXXXX TRANSMISSION PARTNERS LLC	100,000	100,000	752	100,752
44930#AD1	6,167,227	ICL ISRAEL CHEMICALS LTD	400,000	400,000	5,359	405,359
44930#AE9	6,167,229	ICL ISRAEL CHEMICALS LTD	650,000	650,000	9,876	659,876
000000XX0	6,167,231	ITR CONCESSION CO LLC	1,300,000	1,300,000	16,065	1,316,065
450636B*5	6,167,233	ITR CONCESSION CO LLC	200,000	200,000	000	000,272
45662NA*4	6,167,235	INFINEON TECHNOLOGIES AG	400,000	400,000	1,138	401,138
45662NA@2	6,167,237	INFINEON TECHNOLOGIES AG	600,000	600,000	1,777	601,777
45672BA#4	6,167,239	INFORMA PLC	100,000	100,000	867	100,867
45672BB#3	6,167,241	INFORMA PLC	400,000	400,000	5,109	405,109
45672BB*7	6,167,243	INFORMA PLC	100,000	100,000	933	100,933
45672BB@5	6,167,245	INFORMA PLC	300,000	300,000	2,944	302,944
45672BC*6	6,167,247	INFORMA PLC	200,000	200,000	2,685	202,685
461127E*9	6,167,249	INTERTEK FINANCE PLC	700,000	700,000	2,205	702,205
46574*AA7	6,167,251	ITT HOLDINGS LLC	1,200,000	1,200,000	20,907	1,220,907
46574*AB5	6,167,253	ITT HOLDINGS LLC	1,500,000	1,500,000	26,800	1,526,800
46659*AA5	6,167,255	JM FAMILY ENTERPRISES INC	200,000	200,000	3,310	203,310
47032@AG6	6,167,257	XXXXX XXXXXXXX CO LLC	100,000	100,000	1,506	101,506
47032@AH4	6,167,259	XXXXX XXXXXXXX CO LLC	100,000	100,000	1,539	101,539
47032@AJ0	6,167,261	XXXXX XXXXXXXX CO LLC	100,000	100,000	1,556	101,556
47032@AL5	6,167,263	XXXXX XXXXXXXX CO LLC	100,000	100,000	1,173	101,173
47032@AM3	6,167,265	XXXXX XXXXXXXX CO LLC	200,000	200,000	2,541	202,541
47032@AN1	6,167,267	XXXXX XXXXXXXX CO LLC	200,000	200,000	2,575	202,575



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
47032@AQ4	6,167,269	XXXXX XXXXXXXX CO LLC	200,000	200,000	2,608	202,608
48121@AC5	6,167,271	JRD HOLDINGS LLC	240,000	240,000	787	240,787
48121@AD3	6,167,273	JRD HOLDINGS LLC	85,714	85,714	334	86,049
486606H#6	6,167,275	XXXXX XXXXXXXX KYN FUND	100,000	100,000	1,005	101,005
486606H#6	6,167,277	XXXXX XXXXXXXX KYN FUND	100,000	100,000	1,005	101,005
48666*AA2	6,167,279	KCP&L GREATER MISSOURI OPERATIONS	200,000	200,000	1,474	201,474
497266A#3	6,167,281	XXXXX CORPORATION	110,000	110,000	532	110,532
497266A#3	6,167,283	XXXXX CORPORATION	90,000	90,000	435	90,435
497266B*6	6,167,285	XXXXX CORPORATION	220,000	220,000	1,287	221,287
497266B*6	6,167,287	XXXXX CORPORATION	180,000	180,000	1,053	181,053
53154*AP8	6,167,291	LIBERTY UTILITIES FINANCE GP1	400,000	400,000	54	400,054
53359#AA0	6,167,293	LINCOLN ELECTRIC HOLDINGS INC.	200,000	200,000	1,243	201,243
53359#AE2	6,167,295	LINCOLN ELECTRIC HOLDINGS INC.	100,000	100,000	84	100,084
53359#AF9	6,167,297	LINCOLN ELECTRIC HOLDINGS INC.	600,000	600,000	556	600,556
53621@AF3	6,167,299	LION INDUSTRIAL PROPERTIES LP	500,000	500,000	9,144	509,144
53621@AG1	6,167,301	LION INDUSTRIAL PROPERTIES LP	500,000	500,000	3,450	503,450
53621@AH9	6,167,303	LION INDUSTRIAL PROPERTIES LP	100,000	100,000	866	100,866
53621@AJ5	6,167,305	LION INDUSTRIAL PROPERTIES LP	400,000	400,000	638	400,638
537008C*3	6,167,307	LITTELFUSE INC	100,000	100,000	1,015	101,015
537008C@1	6,167,309	LITTELFUSE INC	200,000	200,000	2,205	202,205
55068#AF6	6,167,311	LUXOTTICA US HOLDING CORP	4,000,000	4,000,000	90,267	4,090,267
552690C*8	6,167,313	MDU RESOURCES GROUP INC.	500,000	500,000	6,242	506,242
000000XX0	6,167,315	MU FINANCE PLC	800,000	800,000	7,580	807,580
56081#BJ8	6,167,317	MAJOR LEAGUE BASEBALL TRUST	300,000	300,000	4,077	304,077
56081#BN9	6,167,319	MAJOR LEAGUE BASEBALL TRUST	100,000	100,000	1,373	101,373
57169*AL1	6,167,321	MARS INC PRVT	5,000,000	5,000,000	22,813	5,022,813
57169*AQ0	6,167,323	MARS INC	700,000	700,000	1,058	701,058
57169*AT4	6,167,325	MARS INC	300,000	300,000	582	300,582
57169*AX5	6,167,327	MARS INC	100,000	100,000	257	100,257
57169*AY3	6,167,329	MARS INC	300,000	300,000	799	300,799
57169*AZ0	6,167,331	MARS INC	500,000	500,000	1,403	501,403
57169*BB2	6,167,333	MARS INC	500,000	500,000	1,686	501,686
57169*BC0	6,167,335	MARS INC	500,000	500,000	1,771	501,771
57169*BK2	6,167,337	MARS INC	100,000	100,000	336	100,336
57736*AM3	6,167,339	MAUI ELECTRIC COMPANY LIMITED	100,000	100,000	403	100,403
59447#AD5	6,167,341	MICHIGAN ELECTRIC TRANSMISSION CO PRVT	3,500,000	3,500,000	66,348	3,566,348
59564NA#0	6,167,343	MIDCOAST ENERGY PARTNERS LP	100,000	100,000	381	100,381
59564NA*4	6,167,345	MIDCOAST ENERGY PARTNERS LP	500,000	500,000	1,533	501,533
59564NA@2	6,167,347	MIDCOAST ENERGY PARTNERS LP	300,000	300,000	1,044	301,044
63636#AB2	6,167,349	NATIONAL HOCKEY LEAGUE INC	100,000	100,000	1,364	101,364



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
646025B#2	6,167,353	NEW JERSEY RESOURCES CORPORATION	200,000	200,000	1,298	201,298
646025C*5	6,167,355	NEW JERSEY RESOURCES CORPORATION	300,000	300,000	2,154	302,154
665228C#7	6,167,359	NORTHERN ILLINOIS GAS COMPANY	500,000	500,000	5,295	505,295
665228C@9	6,167,361	NORTHERN ILLINOIS GAS COMPANY	200,000	200,000	1,936	201,936
668074D#1	6,167,363	NORTHWESTERN CORP	100,000	100,000	1,778	101,778
668074D*5	6,167,365	NORTHWESTERN CORP	200,000	200,000	2,926	202,926
668074G*2	6,167,367	NORTHWESTERN CORP	300,000	300,000	5,877	305,877
674003A#5	6,167,369	OAKTREE CAPITAL GROUP LLC	500,000	500,000	3,391	503,391
674003A@7	6,167,371	OAKTREE CAPITAL GROUP LLC	400,000	400,000	2,584	402,584
674003B@6	6,167,373	OAKTREE CAPITAL GROUP LLC	300,000	300,000	4,190	304,190
000000XX0	6,167,375	ORANGE AND ROCKLAND UTILITIES INC 144A	3,500,000	3,494,212	40,639	3,534,851
711123C#4	6,167,377	PEOPLES GAS LIGHT AND COKE COMPANY	100,000	100,000	1,379	101,379
711123C*8	6,167,379	PEOPLES GAS LIGHT AND COKE COMPANY	300,000	300,000	2,970	302,970
711123C*8	6,167,381	PEOPLES GAS LIGHT AND COKE COMPANY	500,000	500,000	4,950	504,950
711123D*7	6,167,383	PEOPLES GAS LIGHT AND COKE COMPANY	400,000	400,000	5,516	405,516
72352@AA9	6,167,385	PIO PICO HOLDCO ISSUER LLC	198,314	198,314	1,653	199,967
73020*AE3	6,167,387	PNG COMPANIES LLC	300,000	300,000	4,510	304,510
73020*AK9	6,167,389	PNG COMPANIES LLC	100,000	100,000	1,249	101,249
73020*AL7	6,167,391	PNG COMPANIES LLC	100,000	100,000	1,341	101,341
731068A#9	6,167,393	POLARIS INDUSTRIES INC.	300,000	300,000	3,443	303,443
736508L*1	6,167,395	PORTLAND GENERAL ELECTRIC COMP	400,000	400,000	6,755	406,755
736508L@9	6,167,397	PORTLAND GENERAL ELECTRIC COMP	200,000	200,000	1,887	201,887
74736@AA2	6,167,399	QSPCF	700,000	700,000	9,032	709,032
75974@AA0	6,167,403	RENEWABLE POWER GENERATION LLC	814,342	814,342	2,882	817,224
76169#AJ2	6,167,405	XXXXX HOLDINGS LLC	500,000	500,000	721	500,721
76823#AS0	6,167,407	RIVER FUEL FUNDING CO 3 INC	500,000	500,000	840	500,840
76824*AV6	6,167,409	RIVER FUEL TRUST NO 1	1,800,000	1,800,000	19,345	1,819,345
820439A#4	6,167,411	SHAWCOR LTD	49,681	49,681	163	49,844
820439A*8	6,167,413	SHAWCOR LTD	49,681	49,681	127	49,808
820439A@6	6,167,415	SHAWCOR LTD	49,681	49,681	157	49,838
00000XXX0	6,167,417	SOLAR STAR FUNDING LLC	856,616	856,616	15,476	872,092
00000XXX0	6,167,419	SOLAR STAR FUNDING LLC	95,180	103,884	1,720	105,604
84055*AC2	6,167,421	SOUTH TEXAS ELECTRIC COOP INC	255,000	260,000	3,956	263,956
84055*AC2	6,167,423	SOUTH TEXAS ELECTRIC COOP INC	510,000	520,000	7,913	527,913
84857LA@0	6,167,425	SPIRE INC	250,000	250,000	1,304	251,304
85234#AB1	6,167,427	STADIUM FUNDING TRUST	291,909	291,909	1,216	293,125
85234#AB1	6,167,429	STADIUM FUNDING TRUST	681,120	681,120	2,838	683,958



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



ASSET CUSIP	HOLDING ID	ASSET DESCRIPTION	PAR VALUE	STAT STATEMENT VALUE	INTEREST ACCRUED	STAT STATEMENT VALUE ACCRUED
29245VAA3	6,170,541	EMPRESA NACIONAL DE TELECOMUNICACI	200,000	199,227	27	199,254
29245VAA3	6,170,543	EMPRESA NACIONAL DE TELECOMUNICACI	200,000	206,101	27	206,128
29245VAA3	6,170,545	EMPRESA NACIONAL DE TELECOMUNICACI	200,000

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